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, 2002
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 the Reporting Manager:
Name: Timothy C. Scheve
Title: Sr. Ex. Vice President
Signature, Date, and Place of Signing
_______________________________________________________________________________
Timothy C. Scheve November 13, 2002 Baltimore, MD
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ X ] 13F COMBINATION REPORT.
Legg Mason, Inc. ('Legg Mason') is the parent company of a number of operating
subsidiaries that qualify as 'institutional investment managers' for purposes
of the reporting requirements under Section 13(f) of the Securities Exchange
Act of 1934 (the 'Act') and the rules promulgated thereunder. Legg Mason
itself does not in fact exercise, and therefore disclaims, investment
discretion with respect to any Section 13(f) securities positions over which
its subsidiaries exercise investment discretion. To the extent, however, that
Legg Mason's ownership interest in its subsidiaries gives rise to a Form 13F
filing obligation on behalf of Legg Mason, the information required by Form 13F
is reported herein on behalf of certain of Legg Mason's subsidiaries which are
themselves institutional investment managers subject to Section 13(f) of the
Act. The Section 13(f) securities positions of Barrett Associates, Inc.,
Bartlett & Co., Batterymarch Financial Management, Inc., Berkshire Asset
Management, Inc., Bingham Legg Advisers LLC, Brandywine Asset Management, LLC
Gray Seifert & Co., Inc., Legg Mason Capital Management, Inc., Legg Mason Focus
Capital, Inc., Legg Mason Funds Management, Inc., Legg Mason Trust, fsb, Legg
Mason Wood Walker, Incorporated, LeggMason Investors Asset Managers, plc,
LMM, LLC, Perigee Investment Counsel, Inc. and Western Asset Management
Company, all of which are subsidiaries of Legg Mason, are included in this
Form 13F report.
List of other managers reporting for this Manager:
13F File No. Manager Name
----------- ------------
28-3428 Private Capital Management, L P
28-3780 Royce & Associates, LLC
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 16
Form 13F Information Table Entry Total: 33,258,848,000
Form 13F Information Table Value Total: 7,910
List of Other Included Managers:
No. 13F File No. Manager Name
1 28-3658 Barrett Associates, Inc.
2 28-1891 Bartlett & Co.
3 28-0377 Batterymarch Financial Management, Inc.
4 28-5034 Berkshire Asset Management, Inc.
5 28-6393 Bingham Legg Advisers LLC
6 28-2204 Brandywine Asset Management, LLC
7 28-1062 Gray, Seifert & Co., Inc.
8 28-1701 Legg Mason Capital Management, Inc.
9 28-6485 Legg Mason Focus Capital, Inc.
10 28-6395 Legg Mason Funds Management, Inc.
11 28-6397 Legg Mason Trust, fsb
12 28-5474 Legg Mason Wood Walker, Incorporated
13 28-6659 LeggMason Investors Asset
Managers, plc
14 28-6399 LMM, LLC
15 28-7412 Perigee Investment Counsel, Inc.
16 28-10245 Western Asset Management Company
(1) (2) (3) (4) (5) (6) (7) (8)
Name of Issuer Title of CUSIP FMV Shares/ Inv Other Voting Authority (Shs.)
Class (x1000) Princ. Disc Mgr (a) (b) (c)
-----------------------------------------------------------------------------------------------------------------------------------
AAR CORP COM 000361105 3,575 753,845 SH DEF 6 744,945 925 7,975
ABC BANCORP COM 000400101 1,310 102,200 SH DEF 6 99,000 3,200
LLOYDS TSB GROUP PLC ORD FOR 000870612 2,992 405,908 SH DEF 8 405,908
ADC TELEMUNICATIONS COM 000886101 3 2,438 SH DEF 2 586 1,852
ADC TELEMUNICATIONS COM 000886101 40 34,800 SH DEF 5 28,800 6,000
ADC TELEMUNICATNS COM 000886101 2 1,660 SH DEF 6 1,660
ACM MANAGED OME FUND UNIT 000919100 2 500 SH DEF 12 500
ABN AMRO HLDG NV SPONSORED ADR ADR 000937102 2 200 SH DEF 7 200
ACM MUNICIPAL SECURITIES UNIT 000942102 32 2,606 SH DEF 12 2,606
ACM MANAGED DOLLAR OME FUND UNIT 000949107 9 1,500 SH DEF 12 1,500
ABM INDUSTRIES COM 000957100 65 4,600 SH DEF 12 4,600
WPP GROUP PLC ORD FOR 000974042 2,883 430,500 SH DEF 8 430,500
AES TRUST VII PFD 00103V305 1 105 SH DEF 12 105
AESP COM 00104G109 2 1,500 SH DEF 12 1,500
AFC ENTERPRISES COM 00104Q107 502 24,860 SH DEF 3 24,260 600
AFLAC ORPORATED COM 001055102 213 6,950 SH DEF 2 6,950
AFLAC CORP. NEW COM 001055102 7 229 SH DEF 4 229
AFLAC COM 001055102 5,362 174,726 SH DEF 6 174,726
AFLAC ORPORATED COM 001055102 13 424 SH DEF 7 424
AFLAC CORP. NEW COM 001055102 968 31,548 SH DEF 9 31,548
AFLAC COM 001055102 1,790 58,336 SH DEF 12 58,336
AGCO CORP COM 001084102 49 2,130 SH DEF 12 2,130
AGL RES COM 001204106 6,377 288,700 SH DEF 3 226,900 61,800
AGL RESOURCES COM 001204106 18,582 841,200 SH DEF 6 819,800 21,400
AGL RESOURCES COM 001204106 253 11,439 SH DEF 12 11,439
AG SVCS AMER COM 001250109 735 61,000 SH DEF 6 59,500 1,500
THE AES CORP COM 00130H105 7 2,800 SH DEF 2 2,800
AES CORP COM 00130H105 88 34,905 SH DEF 5 32,611 2,294
THE AES CORP COM 00130H105 70,511 28,091,836 SH DEF 8 28,091,836
THE AES CORPORATION COM 00130H105 136,493 54,379,694 SH DEF 10 54,379,694
AES CORP COM 00130H105 1,855 738,875 SH DEF 12 738,875
THE AES CORPORATION COM 00130H105 17,570 7,000,000 SH DEF 14 7,000,000
AES CORP COM 00130H105 1 300 SH DEF 15 300
AES CORP COM 00130H105 853 85,000 SH DEF 85,000
AK STL HLDG CORP COM 001547108 85 11,600 SH DEF 3 11,600
AK STL HLDG CORP COM 001547108 151 20,625 SH DEF 6 20,625
AK STEEL HOLDING CORP COM 001547108 17 2,331 SH DEF 12 2,331
AMB PROPERTY CORP COM 00163T109 17 600 SH DEF 2 600
AMB PROPERTY CORP COM 00163T109 55 1,900 SH DEF 12 1,900
AMLI RESIDENTIAL PROPERTIES COM 001735109 2 100 SH DEF 12 100
AMN HEALTHCARE SVCS COM 001744101 9 500 SH DEF 12 500
AMR CORP COM 001765106 233 55,820 SH DEF 6 55,820
AMR CORP COM 001765106 38 9,087 SH DEF 9 9,087
AMR CORP-DEL COM 001765106 14 3,275 SH DEF 12 3,275
ANC RENTAL CORP COM 001813104 1 7,262 SH DEF 12 7,262
AOL TIME WARNER, INC. COM 00184A105 6,657 568,992 SH DEF 1 28,000 540,992
AOL TIME WARNER COM 00184A105 6,629 566,558 SH DEF 2 556,648 9,910
AOL TIME WARNER COM 00184A105 6,882 588,234 SH DEF 3 576,634 11,600
AOL TIME WARNER COM 00184A105 6 500 SH DEF 4 500
AOL TIME WARNER COM 00184A105 183 15,630 SH DEF 5 10,900 4,730
AOL TIME WARNER COM 00184A105 1,819 155,472 SH DEF 6 155,472
AOL TIME WARNER COM 00184A105 22 1,913 SH DEF 7 1,913
AOL TIME WARNER COM 00184A105 144,727 12,369,831 SH DEF 8 12,369,831
AOL TIME WARNER COM 00184A105 1,611 137,731 SH DEF 9 32,810 104,921
AOL TIME WARNER INC. COM 00184A105 242,207 20,701,451 SH DEF 10 20,701,451
AOL TIME WARNER COM 00184A105 664 56,756 SH DEF 11 41,386 7,345
AOL TIME WARNER COM 00184A105 15,570 1,330,779 SH DEF 12 1,330,779
AOL TIME WARNER COM 00184A105 2,779 149,800 SH DEF 15 149,800
APAC CUSTOMER SVCS COM 00185E106 6 2,000 SH DEF 12 2,000
***ATI TECHNOLOGIES COM 001941103 8 1,625 SH DEF 12 1,625
AT & T CORP. COM 001957109 1,849 153,928 SH DEF 2 151,928 2,000
AT&T COM 001957109 14,290 1,189,821 SH DEF 3 1,168,821 21,000
AT&T COM 001957109 233 19,400 SH DEF 4 19,400
AT&T CORP COM 001957109 263 21,934 SH DEF 5 21,334 600
AT & T CORP. COM 001957109 27,286 2,288,502 SH DEF 6 2,093,212 195,290
AT & T CORP. COM 001957109 1 100 SH DEF 7 100
AT & T CORP. COM 001957109 85,024 7,079,400 SH DEF 8 7,079,400
AT & T CORP. COM 001957109 1,423 118,500 SH DEF 9 3,342 115,158
AT & T CORP. COM 001957109 142,566 11,870,600 SH DEF 10 11,870,600
AT&T CORP COM 001957109 167 13,944 SH DEF 11 13,187
AT&T CORP COM 001957109 3,909 325,516 SH DEF 12 325,516
A T & T CORP. COM 001957109 3,632 190,716 SH DEF 15 190,716
AT&T CORP COM 001957109 311 25,000 SH DEF 25,000
AT&T CORP - LIBERTY MEDIA-A COM 001957208 542 75,540 SH DEF 9 75,540
AT&T CORP WIRELESS TRACK COM 001957406 129 31,389 SH DEF 9 1,250 30,139
A S V COM 001963107 16 2,000 SH DEF 12 2,000
AP PHARMA COM 00202J104 2 1,580 SH DEF 4 1,580
APT SATELLITE HOLDINGS LTD ADR 00203R105 49 27,400 SH DEF 2 17,400 10,000
***ASA LTD (SR 0.25 PAR) COM 002050102 422 13,075 SH DEF 12 13,075
AT&T WIRELESS SERVICES COM 00209A106 234 56,816 SH DEF 2 56,430 386
AT&T WIRELESS COM 00209A106 4,568 1,108,698 SH DEF 4 1,108,698
AT&T WIRELESS SERVICES COM 00209A106 0 32 SH DEF 7 32
AT&T WIRELESS SERVICES COM 00209A106 642 155,745 SH DEF 12 155,745
AT&T WIRELESS SERVICES COM 00209A106 1,365 208,914 SH DEF 15 208,914
AT&T CORP WIRELESS GROUP COM 00209A106 106 25,500 SH DEF 25,500
ATC HEALTHCARE COM 00209C102 13 14,000 SH DEF 12 14,000
AVX CORP NEW COM 002444107 23 2,675 SH DEF 12 2,675
AZZ ORPORATED COM 002474104 1,211 100,100 SH DEF 6 96,800 3,300
AARON RENTS COM 002535201 5,425 235,850 SH DEF 3 131,550 104,300
ABBOTT LABORATORIES COM 002824100 6,214 153,806 SH DEF 1 153,806
ABBOTT LABORATORIES COM 002824100 13,501 334,171 SH DEF 2 314,671 19,500
ABBOTT LABS COM 002824100 23,401 579,234 SH DEF 3 569,534 9,700
ABBOTT LABORATORIES COM 002824100 7,564 187,237 SH DEF 4 187,237
ABBOTT LABORATORIES COM 002824100 2,276 56,347 SH DEF 5 38,433 17,914
ABBOTT LABS COM 002824100 8,157 201,904 SH DEF 6 201,904
ABBOTT LABS COM 002824100 263 6,520 SH DEF 9 6,520
ABBOTT LABS COM 002824100 962 23,815 SH DEF 11 17,015 4,200
ABBOTT LABORATORIES COM 002824100 19,132 473,569 SH DEF 12 473,569
ABBOTT LABS. COM 002824100 278 4,340 SH DEF 15 4,340
ABERCROMBIE & FITCH CO CL A 002896207 3,485 177,150 SH DEF 3 169,850 7,300
ABERCROMBIE & FITCH CL A 002896207 9,988 507,800 SH DEF 6 507,800
ABERCROMBIE & FITCH CO COM 002896207 3,310 185,120 SH DEF 6 177,675 810 6,635
ABERCROMBIE & FITCH CO. COM 002896207 10,476 532,600 SH DEF 8 532,600
ABERCROMBIE & FITCH CO-CL A COM 002896207 216 10,961 SH DEF 12 10,961
ABERCROMBIE & FITCH CO. COM 002896207 38,947 1,980,000 SH DEF 14 1,980,000
ABERDEEN ASIA PACIFIC OME UNIT 003009107 450 98,801 SH DEF 12 98,801
ABERDEEN ASIA-PAC CL END FD 003009107 3 420 SH DEF 15 420
ABERDEEN GLOBAL OME FUND UNIT 003013109 20 2,000 SH DEF 12 2,000
ABIGAIL ADAMS NAT COM 003390101 43 3,250 SH DEF 6 3,250
ABIGAIL ADAMS NATIONAL BANCORP COM 003390101 159 12,056 SH DEF 12 12,056
ABGENIX COM 00339B107 192 29,653 SH DEF 12 29,653
ABINGTON BANCORP COM 00350P100 303 15,700 SH DEF 6 15,700
ABIOMED COM 003654100 76 23,000 SH DEF 12 23,000
ABLE LABORATORIES COM 00371N407 59 12,833 SH DEF 12 12,833
ACA JOE COM 003870300 0 1,169 SH DEF 7 1,169
ACACIA RESEARCH CORP COM 003881109 3 825 SH DEF 12 825
***ABITIBI-CONSOLIDATED COM 003924107 135 19,875 SH DEF 12 19,875
ACADIA REALTY TRUST COM 004239109 63 8,500 SH DEF 2 8,500
ACCESS PHARMACEUTICALS COM 00431M209 151 104,333 SH DEF 5 15,000 89,333
ACCESS PHARMACEUTICALS COM 00431M209 15 10,000 SH DEF 12 10,000
ACCLAIM ENTERTAINMENT NEW COM 004325205 4 4,000 SH DEF 12 4,000
ACCREDO HEALTH COM 00437V104 2 48 SH DEF 12 48
ACE CASH EXPRESS COM 004403101 1,039 126,900 SH DEF 6 123,000 3,900
ACETO CORP. COM 004446100 23 2,500 SH DEF 2 2,500
ACETO CORP COM 004446100 655 71,535 SH DEF 6 69,035 2,500
ACTION PRODUCTS INTL COM 004920104 10 8,000 SH DEF 12 8,000
ACTIVISION NEW COM 004930202 553 23,120 SH DEF 3 21,020 2,100
ACTIVISION NEW COM 004930202 5 198 SH DEF 12 198
ACTION PERFORMANCE COS COM 004933107 7,417 288,610 SH DEF 3 174,110 114,500
ACTEL CORP COM 004934105 158 15,200 SH DEF 3 15,200
ACTUATE CORPORATION COM 00508B102 13 13,700 SH DEF 12 13,700
ACTUANT CORP CL A COM 00508X203 6,347 172,000 SH DEF 3 138,200 33,800
ACUITY BRANDS COM 00508Y102 17 1,400 SH DEF 2 1,400
ACUITY BRANDS COM 00508Y102 183 14,900 SH DEF 3 12,000 2,900
ACUITY BRANDS COM 00508Y102 6,500 530,200 SH DEF 6 513,300 16,900
ACUITY BRANDS COM 00508Y102 124 10,125 SH DEF 12 10,125
ACXIOM CORP NASD INDL COM 005125109 1,688 119,050 SH DEF 3 116,150 2,900
ACXIOM CORP COM 005125109 3 225 SH DEF 7 225
ACXIOM CORP COM 005125109 71,874 5,068,700 SH DEF 8 5,068,700
ACXIOM CORPORATION COM 005125109 56,720 4,000,000 SH DEF 10 4,000,000
ACXIOM CORP COM 005125109 92 6,515 SH DEF 12 6,515
ACXIOM CORPORATION COM 005125109 44,383 3,130,000 SH DEF 14 3,130,000
ADAIR INTERNATIONAL OIL & GAS COM 005408109 1 39,006 SH DEF 12 39,006
ADAMS EXPRESS COMPANY UNIT 006212104 182 17,745 SH DEF 12 17,745
ADAPTEC COM 00651F108 14 3,200 SH DEF 12 3,200
ADECCO SA SPONSORED A COM 006754105 215 30,480 SH DEF 6 1,360 29,120
ADECCO SA SPONSORED ADR ADR 006754105 1 155 SH DEF 7 155
ADELPHIA M COM 006848105 4 31,250 SH DEF 4 31,250
ADELPHIA COMMUNICATIONS CORP COM 006848105 1 7,550 SH DEF 12 7,550
ADMINISTAFF COM 007094105 2 500 SH DEF 12 500
ADOBE SYSTEMS COM 00724F101 107 5,601 SH DEF 2 4,601 1,000
ADOBE SYSTEMS COM 00724F101 85 4,430 SH DEF 12 4,430
ADVANCED AUTO PARTS COM 00751Y106 332 6,300 SH DEF 12 6,300
ADVANCED FIBRE M COM 00754A105 2 170 SH DEF 6 170
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 402 30,320 SH DEF 12 30,320
ADVANCED PHOTONIX -CL A COM 00754E107 3 3,450 SH DEF 12 3,450
ADVANCED TISSUE SCIENCES COM 00755F103 3 3,500 SH DEF 12 3,500
***ADVANTEX MARKETING COM 00756J104 3 25,000 SH DEF 12 25,000
ADVANCED NEUROMODULATION SYS COM 00757T101 8 250 SH DEF 12 250
ADVO COM 007585102 33 1,025 SH DEF 12 1,025
ADVANCED TECHNOLOGY INDUSTRIES COM 00759X100 1 5,000 SH DEF 2 5,000
ADVANCED MEDICAL OPTICS COM 00763M108 7 711 SH DEF 2 711
ADVANCED MEDICAL OPTICS COM 00763M108 146 15,392 SH DEF 7 15,392
ADVANCED MEDICAL OPTICS COM 00763M108 4 399 SH DEF 12 399
ADVANCED MICRO DEVICES COM 007903107 393 73,600 SH DEF 2 73,600
ADVANCED MICRO DEVICES COM 007903107 163 30,500 SH DEF 5 30,500
ADV MICRO DEVICES COM 007903107 1 200 SH DEF 6 200
ADVANCED MICRO DEVICES COM 007903107 167 31,235 SH DEF 12 31,235
ADVANCEPCS COM 00790K109 275 12,200 SH DEF 3 10,300 1,900
ADVANCE PCS COM 00790K109 34 1,500 SH DEF 12 1,500
AEGON NV - ORD ADR 007924103 61 6,461 SH DEF 2 6,461
***AEGON NV-ORD AMERICAN REGD COM 007924103 570 60,495 SH DEF 12 60,495
AEGON N V-ADR AMER REG-ADR COM 007924103 36 14,000 SH DEF 14,000
ADVANTA CORP CL A 007942105 1,860 185,060 SH DEF 6 176,060 9,000
ADVANTA CORP-CL A COM 007942105 13 1,307 SH DEF 12 1,307
ADVANCED ENERGY INDUSTRIES COM 007973100 3 300 SH DEF 12 300
ADVENT SOFTWARE COM 007974108 57 5,000 SH DEF 4 5,000
AES TR III 6.75% PFD 00808N202 533 41,800 SH DEF 12 41,800
AETHER SYSTEMS COM 00808V105 31 11,395 SH DEF 12 11,395
AETNA -NEW COM 00817Y108 363 10,150 SH DEF 5 5,975 4,175
AETNA COM 00817Y108 13 370 SH DEF 6 370
AETNA COM 00817Y108 9,311 260,000 SH DEF 8 260,000
AETNA NEW COM 00817Y108 406 11,339 SH DEF 12 11,339
AFFILIATED PUTER SERVICES CL A 008190100 2,259 53,100 SH DEF 3 44,100 9,000
AFFILIATED COMPUTER SERVICES COM 008190100 35 833 SH DEF 12 833
AFFILIATED MANAGERS GRP COM 008252108 990 22,200 SH DEF 3 22,200
AFFILIATED MANAGERS GROUP COM 008252108 22 500 SH DEF 7 500
AFFYMETRIX COM 00826T108 60 2,900 SH DEF 2 2,900
AFFYMETRIX COM 00826T108 1,226 58,950 SH DEF 3 56,350 2,600
AFFYMETRIX COM 00826T108 116 5,565 SH DEF 12 5,565
AFTERMARKET TECH CORP COM 008318107 3,495 270,290 SH DEF 3 196,690 73,600
AFTERMARKET TECHNOLOGY CORP COM 008318107 57 3,000 SH DEF 3,000
AGERE SYSTEMS CL A COM 00845V100 0 57 SH DEF 2 46 11
AGERE SYS CL A 00845V100 3,909 3,553,918 SH DEF 6 3,292,673 261,245
AGERE SYSTEMS CL A COM 00845V100 0 4 SH DEF 7 4
AGERE SYSTEMS COM 00845V100 12 10,626 SH DEF 12 10,626
AGERE SYSTEMS CL A 00845V100 9 5,389 SH DEF 15 5,389
AGERE SYSTEMS CL B COM 00845V209 2 1,610 SH DEF 2 1,346 265
AGERE SYS CL B 00845V209 466 470,548 SH DEF 6 410,894 59,654
AGERE SYS CL B COM 00845V209 12 14,423 SH DEF 6 0 14,423
AGERE SYSTEMS CL B COM 00845V209 0 105 SH DEF 7 105
AGERE SYSTEMS COM 00845V209 91 91,482 SH DEF 12 91,482
AGERE SYSTEMS CL B 00845V209 208 132,281 SH DEF 15 132,281
AGILENT TECHNOLOGIES COM 00846U101 910 69,655 SH DEF 2 68,665 990
AGILENT TECHNOLOGIES COM 00846U101 215 16,453 SH DEF 5 16,377 76
AGILENT TECHN COM 00846U101 1,977 151,349 SH DEF 6 151,349
AGILENT TECHNOLOGIES COM 00846U101 5 380 SH DEF 7 380
AGILENT TECHNOLOGIES COM 00846U101 827 63,342 SH DEF 12 63,342
AGILENT TECHNOLOGIES COM 00846U101 1 57 SH DEF 15 57
AGILE SOFTWARE CORP DEL COM 00846X105 2 325 SH DEF 7 325
AGILE SOFTWARE CORP DEL COM 00846X105 22 3,450 SH DEF 12 3,450
***AGNICO EAGLE MINES LTD COM 008474108 736 46,000 SH DEF 12 46,000
AGREE REALTY CORP COM 008492100 47 2,575 SH DEF 12 2,575
AIM SELECT REAL ESTATE UNIT 00888R107 188 14,131 SH DEF 12 14,131
***AGRO PACIFIC INDUSTRIES LTD COM 008921108 1 10,000 SH DEF 12 10,000
L'AIE LIQUIDE SA -ADR ADR 009126202 2 69 SH DEF 7 69
AIR METHODS CORP COM 009128307 560 91,100 SH DEF 6 89,300 1,800
AIR PRODUCTS AND CHEMICALS COM 009158106 123 2,925 SH DEF 2 2,925
AIR PRODUCTS & CHEMICALS COM 009158106 76 1,800 SH DEF 4 1,800
AIR PRODS & CHEMS COM 009158106 1,136 27,050 SH DEF 6 27,050
AIR PRODUCTS & CHEMICALS COM 009158106 1,423 33,879 SH DEF 12 33,879
AIR T COM 009207101 1 200 SH DEF 12 200
AIRBORNE COM 009269101 0 0 SH DEF 9
AIRBORNE COM 009269101 12 1,056 SH DEF 12 1,056
AIRGAS COM 009363102 9,092 692,470 SH DEF 3 588,620 103,850
AIRGAS COM 009363102 30 2,250 SH DEF 12 2,250
AIRNET SYS COM 009417106 734 159,600 SH DEF 6 152,300 7,300
AIRNET COMMUNICATIONS CORP COM 00941P106 1 1,500 SH DEF 12 1,500
AIRTRAN HOLDINGS COM 00949P108 7 2,275 SH DEF 12 2,275
AKAMAI TECHNOLOGIES COM 00971T101 0 100 SH DEF 2 100
AKAMAI TECHNOLOGIES COM 00971T101 0 100 SH DEF 7 100
AKAMAI TECHNOLOGIES COM 00971T101 5 5,615 SH DEF 12 5,615
AKSYS LTD COM 010196103 2 300 SH DEF 12 300
ELECTROLUX AB ADR ADR 010198208 290 9,575 SH DEF 2 9,575
AKZO NOBEL NV SPONS ADR ADR 010199305 132 4,098 SH DEF 2 4,098
ALABAMA NATIONAL BANCORP COM 010317105 390 8,603 SH DEF 2 8,603
ALASKA COMMUNICATIONS SYS COM 01167P101 17 10,000 SH DEF 12 10,000
ALBANY INTL CORP CL A COM 012348108 6,663 351,030 SH DEF 3 257,430 93,600
ALBANY INTL CORP CL A 012348108 699 36,852 SH DEF 6 36,852
ALBANY MOLECULAR RESEARCH COM 012423109 1 50 SH DEF 12 50
ALBERTO CULVER CO-CL A COM 013068200 322 6,975 SH DEF 12 6,975
ALBERTSON'S COM 013104104 30 1,250 SH DEF 2 700 550
ALBERTSONS COM 013104104 279 11,540 SH DEF 5 11,540
ALBERTSONS COM 013104104 5,409 223,525 SH DEF 6 202,225 21,300
ALBERTSON'S COM 013104104 220,174 9,113,177 SH DEF 8 9,113,177
ALBERTSON'S, INC. COM 013104104 433,775 17,954,282 SH DEF 10 17,954,282
ALBERTSONS COM 013104104 4,907 203,097 SH DEF 12 203,097
ALBERTSON'S COM 013104104 246 6,800 SH DEF 15 6,800
ALCAN COM 013716105 11,237 455,300 SH DEF 6 455,300
ALCAN COM 013716105 47 1,906 SH DEF 12 1,906
ALCINA DEV CORP COM 01374G100 0 40 SH DEF 15 40
ALCOA COM 013817101 86 4,465 SH DEF 2 3,465 1,000
ALCOA COM 013817101 2,173 112,578 SH DEF 3 110,478 2,100
ALCOA COM 013817101 3 145 SH DEF 4 145
ALCOA COM 013817101 6,190 320,704 SH DEF 6 320,704
ALCOA COM 013817101 1,496 77,490 SH DEF 12 77,490
ALCOA COM 013817101 3,449 112,700 SH DEF 15 112,700
ALCOA PFD 013817200 35 500 SH DEF 2 500
ALCATEL ALSTHOM SPON ADR ADR 013904305 76 32,406 SH DEF 2 32,406
ALEXANDER & BALDWIN I COM 014482103 12,889 580,302 SH DEF 6 574,812 430 5,060
ALEXANDER & BALDWIN COM 014482103 14 625 SH DEF 12 625
ALEXANDRIA REAL ESTATE COM 015271109 38 900 SH DEF 12 900
ALEXION PHARMACEUTICALS COM 015351109 12 1,000 SH DEF 2 1,000
ALEXION PHARMACEUTICALS COM 015351109 8 700 SH DEF 12 700
ALFA CORP COM 015385107 5,843 477,000 SH DEF 6 457,900 19,100
ALFACELL CORP COM 015404106 2 7,500 SH DEF 12 7,500
ALKERMES COM 01642T108 7 850 SH DEF 4 850
ALL AMERICAN TERM TRUST UNIT 016440109 460 38,150 SH DEF 12 38,150
ALL AMERN SEMICONDUCTOR COM 016557407 1 700 SH DEF 12 700
ALLEGHENY ENERGY COM 017361106 98 7,475 SH DEF 2 7,475
ALLEGHENY ENERGY COM 017361106 11,680 895,488 SH DEF 6 836,218 59,270
ALLEGHENY ENERGY COM 017361106 577 44,057 SH DEF 12 44,057
ALLEGHENY TECHNOLOGIES COM 01741R102 46 6,586 SH DEF 12 6,586
ALLEGIANT BANCORP COM 017476102 1,916 117,900 SH DEF 6 113,900 4,000
ALLEGIANCE TELE COM 01747T102 2 2,400 SH DEF 2 2,400
ALLEGIANCE TELECOM COM 01747T102 21 25,600 SH DEF 12 25,600
ALLEGIANCE TELECOM INC COM 01747T102 7 8,500 SH DEF 8,500
ALLEN TELE COM 018091108 5 1,000 SH DEF 2 1,000
ALLEN TELECOM COM 018091108 7 1,260 SH DEF 12 1,260
ALLERGAN COM 018490102 174 3,200 SH DEF 2 3,200
ALLERGAN COM 018490102 4507 82,850 SH DEF 7 82,850
ALLERGAN COM 018490102 107 1,975 SH DEF 12 1,975
ALLETE COM 018522102 17 800 SH DEF 2 800
ALLETE COM 018522102 182 8,412 SH DEF 12 8,412
ALLIANCE BANCORP COM 01852Q109 104 6,820 SH DEF 6 6,820
ALLIANCE CAP MGMT HLDG L P COM 01855A101 1,149 41,445 SH DEF 12 41,445
ALLIANCE GAMING CORP COM 01859P609 15,265 987,410 SH DEF 3 714,510 272,900
ALLIANCE GAMING CORP-NEW COM 01859P609 19 1,200 SH DEF 12 1,200
ALLIANCE NATL MUN OME UNIT 01864U106 109 7,681 SH DEF 12 7,681
ALLIANCE RESOURCE PARTNERS L P COM 01877R108 6 280 SH DEF 12 280
ALLIANCE WORLD DOLLAR UNIT 018796102 127 13,834 SH DEF 12 13,834
ALLIANCE WORLD DOLLAR UNIT 01879R106 161 18,000 SH DEF 12 18,000
ALLIANT ENERGY CORP COM 018802108 9 444 SH DEF 2 444
ALLIANT ENERGY CORP COM 018802108 2,025 105,170 SH DEF 6 105,170
ALLIANT ENERGY CORP COM 018802108 3,143 163,261 SH DEF 12 163,261
ALLIANT TECHSYSTEM COM 018804104 155 2,233 SH DEF 2 2,200 33
ALLIANT TECHSYSTEMS COM 018804104 84 1,218 SH DEF 12 1,218
ALLIANZ AG-ADR ADR 018805101 1 153 SH DEF 7 153
ALLIED CAPITAL CORP NEW COM 01903Q108 2,388 109,111 SH DEF 12 109,111
ALLIANCE FINANCIAL CORP NY COM 019205103 15 550 SH DEF 2 550
ALLIED IRISH BANKS PLC ADR 019228402 402 16,750 SH DEF 2 16,750
ALLIED IRISH BKS PLC COM 019228402 1,016 41,905 SH DEF 6 1,470 40,435
ALLIED IRISH BANKS PLC ADR 019228402 6 260 SH DEF 7 260
ALLIED RESH CORP COM 019483106 1,382 67,400 SH DEF 6 64,500 2,900
ALLIED RESEARCH CORP COM 019483106 4 200 SH DEF 12 200
ALLIED WASTE INDUSTRIES COM 019589308 383 52,102 SH DEF 12 52,102
ALLMERICA FINL CORP COM 019754100 1 50 SH DEF 6 50
ALLMERICA FINANCIAL CORP COM 019754100 5 380 SH DEF 12 380
ALLOS THERAPEUTICS COM 019777101 8 1,000 SH DEF 12 1,000
ALLOU HEALTH CARE CL A 019782101 346 83,100 SH DEF 6 79,700 3,400
ALLOU HEALTH CARE COM 019782101 4 1,000 SH DEF 12 1,000
ALLOY COM 019855105 2,172 261,400 SH DEF 3 261,400
ALLOY COM 019855105 53 6,400 SH DEF 12 6,400
ALLMERICA SECURITIES TRUST UNIT 019921105 60 6,000 SH DEF 12 6,000
THE ALLSTATE CORP. COM 020002101 320 9,003 SH DEF 2 8,503 500
ALLSTATE CORP COM 020002101 5,157 145,070 SH DEF 3 141,070 4,000
ALLSTATE CORP COM 020002101 1,114 31,340 SH DEF 6 31,340
ALLSTATE CORP COM 020002101 4,529 127,387 SH DEF 12 127,387
ALLTEL CORP. COM 020039103 331 8,240 SH DEF 2 7,440 800
ALLTEL CORP COM 020039103 4,630 115,370 SH DEF 3 113,370 2,000
ALLTEL COM 020039103 9,551 237,992 SH DEF 4 237,992
ALLTEL CORP COM 020039103 285 7,100 SH DEF 5 3,800 3,300
ALLTEL CORP COM 020039103 2 50 SH DEF 6 50
ALLTEL CORP. COM 020039103 7,424 185,000 SH DEF 10 185,000
ALLTEL CORP COM 020039103 2,737 68,205 SH DEF 12 68,205
ALLTEL COM 020039103 197 4,800 SH DEF 4,800
ALLTEL CORP COM 020039822 14 320 SH DEF 12 320
ALMOST FAMILY COM 020409108 14 2,000 SH DEF 12 2,000
ALPHANET SOLUTIONS COM 020787107 2 1,200 SH DEF 12 1,200
ALPHARMA CL A 020813101 0 1 SH DEF 6 1
ALPHARMA -CL A COM 020813101 9 900 SH DEF 12 900
ALTAIR NANOTECHNOLOGIES COM 021373105 4 5,500 SH DEF 12 5,500
ALTERA CORP. COM 021441100 3 299 SH DEF 7 299
ALTERA CORP COM 021441100 134 15,401 SH DEF 12 15,401
ALTERNATIVE TECHNOLOGY COM 02145H104 1 500 SH DEF 12 500
AVIVA COM 0216238 8,753 1,476,300 SH DEF 6 1,476,300
AMAZON. COM 023135106 13 800 SH DEF 2 800
AMAZON. COM 023135106 6 350 SH DEF 7 350
AMAZON. COM 023135106 376,820 23,654,728 SH DEF 8 23,654,728
AMAZON.COM, INC. COM 023135106 613,159 38,490,863 SH DEF 10 38,490,863
AMAZON.COM COM 023135106 9,269 581,867 SH DEF 12 581,867
AMAZON.COM, INC. COM 023135106 97,173 6,100,000 SH DEF 14 6,100,000
AMAZON. COM 023135106 45 1,800 SH DEF 15 1,800
AMBAC FINANCIAL GROUP COM 023139108 32 597 SH DEF 2 597
AMBAC COM 023139108 5,213 97,210 SH DEF 6 89,762 7,448
AMBAC FINANCIAL GROUP COM 023139108 113 2,099 SH DEF 7 2,099
AMBAC FINANCIAL GROUP COM 023139108 691 12,831 SH DEF 12 12,831
AMBASE CORP COM 023164106 3 2,675 SH DEF 12 2,675
AMBASSADORS GROUP COM 023177108 1,154 78,400 SH DEF 6 74,000 4,400
AMBASSADORS INTL COM 023178106 170 20,800 SH DEF 6 20,800
AMCAST INDUSTRIAL CORP COM 023395106 4 1,000 SH DEF 12 1,000
AMCOR LIMITED ADR ADR 02341R302 359 19,700 SH DEF 2 19,700
AMCOL INTL CORP COM 02341W103 1,565 279,400 SH DEF 6 269,200 10,200
AMEDISYS COM 023436108 10 1,400 SH DEF 12 1,400
AMERADA HESS CORP COM 023551104 16 230 SH DEF 6 230
AMERADA HESS CORP. COM 023551104 0 2 SH DEF 7 2
AMERADA HESS CORP COM 023551104 88 1,300 SH DEF 12 1,300
AMEREN CORP. COM 023608102 12 300 SH DEF 2 300
AMEREN CORP COM 023608102 15 360 SH DEF 6 360
AMEREN CORP. COM 023608102 1,145 27,500 SH DEF 9 27,500
AMEREN CORP COM 023608102 785 18,849 SH DEF 12 18,849
AMEREN CORP COM 023608102 42 1,000 SH DEF 1,000
AMERIANA BANCORP COM 023613102 9 700 SH DEF 12 700
AOL TIME WARNER INC COM 02364J104 82 6,785 SH DEF 6,785
AMERICAN FIRST TAX EXEMPT INVS COM 02364V107 192 26,350 SH DEF 12 26,350
AMERICA MOVIL S. A. DE C. V. ADR 02364W105 70 5,804 SH DEF 2 5,804
AMERICA MOBIL SA ADR ADR 02364W105 274 22,672 SH DEF 3 22,672
AMERICA MOVIL-ADR SERIES A ADR 02364W204 0 1 SH DEF 4 1
AMERICA FIRST REAL ESTATE INVT COM 02364Y101 4 532 SH DEF 12 532
AMCORE FINANCIAL COM 023912108 1,186 54,000 SH DEF 3 54,000
***AMERICA MINERAL FIELDS COM 023925100 1 1,800 SH DEF 12 1,800
AMERICA FIRST APARTMENT COM 023929102 222 22,000 SH DEF 12 22,000
AMERICAN AXLE & MFG HLDGS COM 024061103 21,762 871,190 SH DEF 3 674,540 196,650
AMERICAN AXLE & MANUFACTURING COM 024061103 47 1,900 SH DEF 12 1,900
AMERICAN BK NT HOLOGRAPHICS COM 024377103 0 15 SH DEF 3 15
AMERICAN BANK NOTE HOLOGRAPHICS WTS 024377111 0 245 SH DEF 3 245
AMERN BILTRITE COM 024591109 162 13,500 SH DEF 6 11,900 1,600
AMERN BUSINESS FINL COM 02476B106 400 36,927 SH DEF 6 36,564 363
AMERICAN CAPITAL STRATEGIES COM 024937104 1,539 81,669 SH DEF 12 81,669
AMERICAN CAPITAL STRATEGIES COM 024937104 148 7,000 SH DEF 7,000
AMERICAN ELECTRIC POWER CO COM 025537101 439 15,406 SH DEF 2 15,281 125
AMERICAN ELEC POWER COM 025537101 5 180 SH DEF 4 180
AMERICAN ELECTRIC PWR CO COM 025537101 968 33,967 SH DEF 5 23,125 10,842
AMERICAN ELECTRIC POWER CO COM 025537101 21,177 743,940 SH DEF 6 730,005 13,935
AMERICAN ELECTRIC POWER CO COM 025537101 1,520 53,326 SH DEF 12 53,326
AMERICAN ELECTRIC POWER CO INC COM 025537101 8,551 300,000 SH DEF 13 300,000
AMERICAN EAGLE OUTFITTERS COM 02553E106 30 2,475 SH DEF 12 2,475
AMERICAN EXPRESS CO. COM 025816109 359 11,500 SH DEF 1 11,500
AMERICAN EXPRESS CO COM 025816109 1,951 62,559 SH DEF 2 59,559 3,000
AMERICAN EXPRESS CO COM 025816109 9,358 300,128 SH DEF 3 295,028 5,100
AMERICAN EXPRESS COM 025816109 2,810 90,109 SH DEF 4 90,109
AMERICAN EXPRESS CO COM 025816109 9,588 307,500 SH DEF 6 307,500
AMERICAN EXPRESS CO COM 025816109 42 1,352 SH DEF 7 1,352
AMERICAN EXPRESS CO. COM 025816109 1,854 59,462 SH DEF 9 22,839 36,623
AMERICAN EXPRESS COMPANY COM 025816109 4,053 130,000 SH DEF 10 130,000
AMERICAN EXPRESS CO COM 025816109 347 11,132 SH DEF 11 8,582
AMERICAN EXPRESS COMPANY COM 025816109 9,668 310,072 SH DEF 12 310,072
AMERICAN EXPRESS CO. COM 025816109 2,813 56,900 SH DEF 15 56,900
AMERICAN FINANCIAL GROUP COM 025932104 29 1,250 SH DEF 2 1,250
AMERCAN FINL GROUP OHIO COM 025932104 465 20,200 SH DEF 3 11,300 8,900
AMERN FINL GROUP COM 025932104 3 140 SH DEF 6 140
AMERICAN FINANCIAL GROUP COM 025932104 67 2,913 SH DEF 12 2,913
AMERICAN FINANCIAL HLDGS COM 026075101 252 8,300 SH DEF 3 8,300
AMERICAN FINANCIAL HOLDINGS COM 026075101 85 2,800 SH DEF 12 2,800
AMERICAN GENERAL CORP. COM 026351106 0 0 SH DEF 9
AMERICAN GREETINGS CORP. CL A 026375105 5 300 SH DEF 2 300
AMERICAN GREETINGS CORP CL A 026375105 3,743 232,460 SH DEF 3 231,560 900
AMERN GREETINGS CORP CL A 026375105 8,639 536,600 SH DEF 6 522,700 13,900
AMERICAN GREETINGS CORP-CL A COM 026375105 585 36,335 SH DEF 12 36,335
AMERICAN HEALTHWAYS COM 02649V104 167 10,300 SH DEF 12 10,300
AMERICAN HOME PRODUCTS CORP COM 026609107 0 0 SH DEF 9
AMERN HOME MTG HLDGS COM 02660M108 2,198 199,300 SH DEF 6 192,500 6,800
AMERICAN INTERNATIONAL GROUP COM 026874107 23,304 426,032 SH DEF 1 8,500 417,532
AMERICAN INTERNATIONAL GROUP COM 026874107 3,651 66,746 SH DEF 2 64,123 2,623
AMERICAN INTL GROUP COM 026874107 17,014 311,041 SH DEF 3 304,473 6,568
AMERICAN INT'L. GROUP COM 026874107 7,132 130,378 SH DEF 4 130,378
AMERICAN INTL GROUP COM 026874107 3,417 62,477 SH DEF 5 56,111 6,366
AMERN INTL GROUP COM 026874107 5,227 95,564 SH DEF 6 95,564
AMERICAN INTERNATIONAL GROUP COM 026874107 798 14,581 SH DEF 7 14,581
AMERICAN INTERNATIONAL GROUP COM 026874107 2,805 51,276 SH DEF 9 9,053 42,223
AMERICAN INTERNATIONAL GROUP, INC. COM 026874107 4,650 85,000 SH DEF 10 85,000
AMERICAN INTERNATIONAL GROUP COM 026874107 1,733 31,687 SH DEF 11 21,537 462
AMERICAN INTERNATIONAL GROUP COM 026874107 14,405 263,345 SH DEF 12 263,345
AMERICAN INT'L GROUP COM 026874107 4,308 49,662 SH DEF 15 49,662
AMERICAN INTL GROUP COM 026874107 187 3,400 SH DEF 3,400
AMERICAN ITALIAN PASTA CO-A COM 027070101 6039 169,213 SH DEF 7 169,213
AMERICAN ITALIAN PASTA CO-CL A COM 027070101 80 2,250 SH DEF 12 2,250
AMERICAN MGMT SYS NASD INDL COM 027352103 185 14,550 SH DEF 3 13,300 1,250
AMERICAN MANAGEMENT SYSTEMS COM 027352103 317 24,865 SH DEF 12 24,865
AMERICAN MEDICAL SECURITY GROUP COM 02744P101 4,659 329,470 SH DEF 3 248,670 80,800
AMERICAN MEDICAL SECURITY COM 02744P101 1 100 SH DEF 12 100
AMERICAN MTG ACCEP CO COM 027568104 14 1,100 SH DEF 12 1,100
AMERICAN NATIONAL BANKSHARES COM 027745108 8 282 SH DEF 12 282
AMERICAN NATL INS CO COM 028591105 4 60 SH DEF 6 60
AMERICAN PACIFIC CORP COM 028740108 18 2,075 SH DEF 12 2,075
AMERICAN PHARMA PRTNRS COM 02886P109 1,528 93,600 SH DEF 3 93,600
AMERICAN POWER CONVERSION COM 029066107 2 200 SH DEF 2 200
AMERICAN PWR CNVRSION COM 029066107 172 17,980 SH DEF 3 17,980
AMERN PWR CONVERSION COM 029066107 1 100 SH DEF 6 100
AMERICAN POWER CONVERSION CORP COM 029066107 390 40,791 SH DEF 12 40,791
AMERICAN REAL ESTATE PARTNERS COM 029169109 22 2,467 SH DEF 12 2,467
AMERN SHARED HOSP SV COM 029595105 33 8,300 SH DEF 6 8,300
AMER SOFTWARE CL A 029683109 104 39,100 SH DEF 6 37,100 2,000
AMERICAN STAND COS COM 029712106 16,610 261,080 SH DEF 3 252,680 8,400
AMERICAN STD COS COM 029712106 10 150 SH DEF 6 150
AMERICAN STANDARD COMPANIES COM 029712106 176 2,760 SH DEF 12 2,760
AMERICAN STATES WATER COMPANY COM 029899101 260 9,912 SH DEF 12 9,912
AMERICAN TOWER CORP CL A COM 029912201 22 13,600 SH DEF 5 12,800 800
AMERICAN TOWER CORP COM 029912201 39 24,786 SH DEF 12 24,786
AMERICAN STRATEGIC OME UNIT 030098107 49 3,982 SH DEF 12 3,982
AMERICAN STRATEGIC OME UNIT 030099105 24 1,841 SH DEF 12 1,841
AMERICAN STRATEGIC OME UNIT 03009T101 70 5,760 SH DEF 12 5,760
AMERICAN SUPERCONDUCTOR CORP COM 030111108 1 450 SH DEF 7 450
AMERICAN SUPERCONDUCTOR CORP COM 030111108 39 14,300 SH DEF 12 14,300
AMERICAN VANGUARD CO COM 030371108 571 28,274 SH DEF 6 26,500 1,774
AMERICAN WATER WORKS CO COM 030411102 175 3,916 SH DEF 12 3,916
AMERICAN WOODMARK CORP NASD INDL COM 030506109 13,916 274,260 SH DEF 3 201,060 73,200
AMERICANWEST BANCORP COM 03058P109 893 66,917 SH DEF 6 65,619 1,298
AMERICREDIT CORP COM 03060R101 7,000 867,400 SH DEF 6 841,700 25,700
AMERICREDIT CORP. COM 03060R101 5,570 690,217 SH DEF 8 690,217
AMERICREDIT CORP. COM 03060R101 29,577 3,665,000 SH DEF 10 3,665,000
AMERICREDIT CORP COM 03060R101 1,025 126,978 SH DEF 12 126,978
AMERICREDIT CORP. COM 03060R101 47,452 5,880,000 SH DEF 14 5,880,000
AMERICASBANK CORP-MD COM 03061G104 49 19,584 SH DEF 12 19,584
AMERON INTL CORP COM 030710107 2,740 55,700 SH DEF 6 54,700 1,000
AMERON INTERNATIONAL CORP COM 030710107 66 1,340 SH DEF 12 1,340
AMERIPATH COM 03071D109 5,565 373,459 SH DEF 6 364,459 9,000
AMERIPATH COM 03071D109 3 200 SH DEF 12 200
AMERUS LIFE HLDGS COM 03072M108 178 6,290 SH DEF 3 6,290
AMERUS GROUP CO CL A 03072M108 14,045 495,236 SH DEF 6 486,374 8,862
AMERUS GROUP CO COM 03072M108 1 39 SH DEF 12 39
AMERISOURCEBERGEN CORP COM 03073E105 96 1,340 SH DEF 12 1,340
AMERIGROUP CORP COM 03073T102 7,658 228,250 SH DEF 3 202,400 25,850
AMERISERV FINL COM 03074A102 234 95,400 SH DEF 6 90,500 4,900
AMERISERV FINANCIAL COM 03074A102 414 168,875 SH DEF 12 168,875
AMES DEPARTMENT STORES COM 030789507 0 2,800 SH DEF 2 2,800
AMERIGAS PARTNERS L P UNIT L P I030975106 184 7,938 SH DEF 9 7,938
AMERIGAS PARTNERS LP COM 030975106 171 7,394 SH DEF 12 7,394
AMF BOWLING WORLDWIDE WT A COM 030985113 0 17 SH DEF 6 17
AMF BOWLING WORLDWIDE WT B COM 030985121 0 17 SH DEF 6 17
AMETEK COM 031100100 210 7,200 SH DEF 6 7,200
AMETEK NEW COM 031100100 31 1,050 SH DEF 12 1,050
AMGEN, INC. COM 031162100 8,884 213,044 SH DEF 1 11,500 201,544
AMGEN COM 031162100 1,150 27,583 SH DEF 2 27,583
AMGEN NASD INDL COM 031162100 4,991 119,692 SH DEF 3 117,292 2,400
AMGEN COM 031162100 186 4,455 SH DEF 4 4,455
AMGEN COM 031162100 1,003 24,054 SH DEF 5 20,604 3,450
AMGEN COM 031162100 162 3,892 SH DEF 7 3,892
AMGEN COM 031162100 736 17,638 SH DEF 9 17,638
AMGEN COM 031162100 2,833 67,942 SH DEF 11 59,473 296
AMGEN COM 031162100 16,793 402,714 SH DEF 12 402,714
AMGEN COM 031162100 4,256 64,400 SH DEF 15 64,400
AMKOR TECHNOLOGY COM 031652100 36 15,200 SH DEF 12 15,200
AMPAL AMERICAN ISRAEL CORP COM 032015109 3 1,000 SH DEF 12 1,000
AMPAL AMERN ISRAEL CORP. PFD 032015307 18 2,228 SH DEF 2 2,228
AMPAL AMERICAN ISRAEL CORP PFD 032015307 2 204 SH DEF 12 204
AMPCO PITTSBURGH COM 032037103 243 24,800 SH DEF 6 24,800
AMPHENOL CORP NEW CL A COM 032095101 10,830 349,360 SH DEF 3 317,560 31,800
AMPHENOL CORP NEW-CL A COM 032095101 944 30,455 SH DEF 12 30,455
AMREP CORP. COM 032159105 0 54 SH DEF 2 54
AMSOUTH BANCORP COM 032165102 10 505 SH DEF 2 505
AMSOUTH BANCORP COM 032165102 5,448 262,700 SH DEF 3 252,800 9,900
AMSOUTH BANCORP COM 032165102 20 942 SH DEF 6 942
AMSOUTH BANCORPORATION COM 032165102 3,074 148,205 SH DEF 12 148,205
AMTECH SYS COM 032332504 57 18,300 SH DEF 6 17,300 1,000
AMTECH SYSTEMS COM 032332504 1 200 SH DEF 12 200
AMYLIN PHARMACEUTICALS COM 032346108 20 1,200 SH DEF 2 1,200
AMYLIN PHARMACEUTICALS COM 032346108 1 70 SH DEF 12 70
ANADARKO PETROLEUM COM 032511107 14,778 331,783 SH DEF 1 13,000 318,783
ANADARKO PETE CORP. COM 032511107 1,441 32,349 SH DEF 2 30,749 1,600
ANADARKO PETROLEUM CORP COM 032511107 427 9,578 SH DEF 5 8,078 1,500
ANADARKO PETE COM 032511107 9,506 213,425 SH DEF 6 188,185 25,240
ANADARKO PETE CORP. COM 032511107 1,782 40,000 SH DEF 10 40,000
ANADARKO PETE CORP COM 032511107 1,474 33,086 SH DEF 11 29,736
ANADARKO PETROLEUM CORP COM 032511107 596 13,374 SH DEF 12 13,374
ANALEX COM 032653107 5 1,740 SH DEF 12 1,740
ANALOG DEVICES COM 032654105 85 4,300 SH DEF 2 4,300
ANALOG DEVICES COM 032654105 501 25,431 SH DEF 12 25,431
ANALOG DEVICES COM 032654105 41 1,300 SH DEF 15 1,300
ANALOGIC CORP PAR $0.05 COM 032657207 82 1,950 SH DEF 3 1,950
ANALOGIC CORP NEW COM 032657207 80 1,910 SH DEF 12 1,910
ANCHOR BANCORP WIS COM 032839102 2,842 140,700 SH DEF 6 131,900 8,800
ANDERSONS COM 034164103 1,391 109,500 SH DEF 6 107,000 2,500
ANDREW CORP COM 034425108 55 8,443 SH DEF 12 8,443
ANDRX CORP DEL COM 034553107 5 220 SH DEF 7 220
ANDRX GROUP COM 034553107 98 4,415 SH DEF 12 4,415
ANGELICA CORP. COM 034663104 38 1,750 SH DEF 2 1,750
ANGELICA CORP COM 034663104 292 13,600 SH DEF 3 13,600
***ANGIOTECH PHARMACEUTICALS COM 034918102 4 100 SH DEF 12 100
ANGLOGOLD LTD (NEW) ADR 035128206 16 600 SH DEF 2 600
ANHEUSER-BUSCH PANIES COM 035229103 27,483 543,147 SH DEF 2 535,493 7,654
ANHEUSER BUSCH COS COM 035229103 18,219 360,060 SH DEF 3 353,460 6,600
ANHEUSER BUSCH COS COM 035229103 5,377 106,269 SH DEF 5 87,107 19,162
ANHEUSER-BUSCH PANIES COM 035229103 28 557 SH DEF 7 557
ANHEUSER BUSCH PANIES COM 035229103 1,564 30,906 SH DEF 11 27,417
ANHEUSER BUSCH COMPANIES COM 035229103 8,682 171,589 SH DEF 12 171,589
ANHEUSER-BUSCH CO. COM 035229103 72 900 SH DEF 15 900
ANHEUSER BUSCH COM 035229103 325 6,300 SH DEF 6,300
ANIXTER INTERNATIONAL COM 035290105 29 1,400 SH DEF 2 1,400
ANIXTER INTERNATIONAL COM 035290105 2 114 SH DEF 12 114
ANNALY MORTGAGE MANAGEMENT COM 035710409 16,617 900,650 SH DEF 3 712,700 187,950
ANNALY MORTGAGE MANAGEMENT COM 035710409 1,995 108,154 SH DEF 12 108,154
ANNTAYLOR STORES CORP COM 036115103 2,358 102,400 SH DEF 3 38,300 64,100
ANNTAYLOR STORES CORP COM 036115103 2 107 SH DEF 12 107
ANSOFT CORP COM 036384105 22 4,400 SH DEF 12 4,400
ANTEX CORP. COM 036730109 0 2,000 SH DEF 2 2,000
ANTHEM COM 03674B104 52 794 SH DEF 2 794
ANTHEM COM 03674B104 1,078 16,584 SH DEF 3 16,584
ANTHEM COM 03674B104 24 373 SH DEF 7 373
ANTHEM COM 03674B104 11,910 183,230 SH DEF 8 183,230
ANTHEM, INC. COM 03674B104 55,250 850,000 SH DEF 10 850,000
ANTHEM COM 03674B104 333 5,117 SH DEF 12 5,117
ANTHEM COM 03674B104 219 2,124 SH DEF 15 2,124
ANTEON INTL CORP COM 03674E108 236 8,700 SH DEF 12 8,700
ANSWERTHINK COM 036916104 1 500 SH DEF 12 500
ANTHRACITE CAPITAL COM 037023108 96 8,500 SH DEF 12 8,500
ANTIGENICS DEL COM 037032109 9 1,138 SH DEF 12 1,138
ANWORTH MTG ASSET CORP COM 037347101 9,517 780,700 SH DEF 3 562,300 218,400
ANWORTH MORTGAGE ASSET CORP COM 037347101 83 6,832 SH DEF 12 6,832
AON CORP COM 037389103 3 150 SH DEF 2 150
AON CORP COM 037389103 717 34,998 SH DEF 11 34,998
AON CORP COM 037389103 239 11,642 SH DEF 12 11,642
APACHE CORP. COM 037411105 451 7,580 SH DEF 2 7,580
APACHE CORP COM 037411105 8,953 150,600 SH DEF 3 147,600 3,000
APACHE CORP COM 037411105 1,574 26,605 SH DEF 6 22,370 4,235
APACHE CORP COM 037411105 3,099 52,131 SH DEF 12 52,131
APASCO S A DE C V ADR COM 037488103 286 10,005 SH DEF 6 0 10,005
APARTMENT INVESTMENT & MGT CO CL A COM 03748R101 49 1,250 SH DEF 2 1,250
APARTMENT INVESTMENT & COM 03748R101 117 3,019 SH DEF 12 3,019
APARTMENT INVT & MGMT CO PFD 03748R861 40 1,573 SH DEF 12 1,573
APEX MORTGAGE CAPITAL COM 037564101 6,302 563,220 SH DEF 3 535,320 27,900
APEX MORTGAGE CAPITAL COM 037564101 132 11,800 SH DEF 12 11,800
APEX MUNICIPAL FUND UNIT 037580107 28 3,300 SH DEF 12 3,300
APOGEE ENTERPRISES NASD INDL COM 037598109 3,630 331,800 SH DEF 3 282,000 49,800
APOLLO GROUP -CL A COM 037604105 704 16,210 SH DEF 12 16,210
APOLLO GROUP -UNIVERSITY OF PHOENIX COM 037604204 2,713 84,390 SH DEF 3 83,190 1,200
APOLLO GROUP COM 037604204 289 8,974 SH DEF 12 8,974
APOGENT TECHNOLOGIES COM 03760A101 1,361 72,935 SH DEF 12 72,935
APPLE PUTER COM 037833100 167 11,500 SH DEF 2 11,500
APPLE PUTER COM 037833100 486 33,500 SH DEF 5 25,500 8,000
APPLE PUTER COM 037833100 1 100 SH DEF 6 100
APPLE COMPUTER COM 037833100 836 57,675 SH DEF 12 57,675
APPLE PUTER COM 037833100 16 700 SH DEF 15 700
APPLEBEES INTL COM 037899101 3,901 177,975 SH DEF 3 125,950 52,025
APPLEBEES INTERNATIONAL COM 037899101 81 3,700 SH DEF 12 3,700
APPLIED INNOVATION COM 037916103 1 400 SH DEF 2 400
APRIA HEALTHCARE GROUP COM 037933108 4,234 179,730 SH DEF 3 155,680 24,050
APRIA HEALTHCARE GROUP COM 037933108 340 14,450 SH DEF 12 14,450
APPLERA CORP-APPLIED BIOSYSTEMS COM 038020103 15 800 SH DEF 2 800
APPLERA CORP COM 038020103 2 100 SH DEF 6 100
APPLERA CORP COM 038020103 193 10,572 SH DEF 12 10,572
APPLERA CORP-CELERA GENOMICS COM 038020202 2 200 SH DEF 2 200
APPLERA CORP CELE COM 038020202 4,882 618,937 SH DEF 6 550,907 68,030
APPLERA CORP COM 038020202 87 10,973 SH DEF 12 10,973
APPLICA COM 03815A106 6 1,200 SH DEF 12 1,200
APPLIED DIGITAL SOLUTIONS COM 038188108 1 2,400 SH DEF 12 2,400
APPLIED INDUSTRIAL COM 03820C105 15 900 SH DEF 12 900
APPLIED MATERIALS COM 038222105 3,768 326,200 SH DEF 2 311,100 15,100
APPLIED MATERIALS COM 038222105 2,100 181,840 SH DEF 3 178,040 3,800
APPLIED MATERIALS COM 038222105 33 2,896 SH DEF 9 1,292 1,604
APPLIED MATERIALS COM 038222105 271 23,467 SH DEF 11 17,650 5,600
APPLIED MATERIALS COM 038222105 3,429 296,925 SH DEF 12 296,925
APPLIED MICRO CIRCUITS CORP COM 03822W109 2 527 SH DEF 7 527
APPLIED MICRO CIRCUITS CORP COM 03822W109 21 7,240 SH DEF 12 7,240
APPLIED MOLECULAR EVOLUTION COM 03823E108 9 2,200 SH DEF 2 2,200
APPLIED MOLECULAR EVOLUTION COM 03823E108 35 9,000 SH DEF 12 9,000
APTARGROUP COM 038336103 207 7,700 SH DEF 12 7,700
AQUACELL TECHNOLOGIES COM 03840N107 57 70,000 SH DEF 12 70,000
AQUILA COM 03840P102 1,357 331,000 SH DEF 6 331,000
AQUILA COM 03840P102 807 196,910 SH DEF 12 196,910
ARADIGM CORP COM 038505103 11 5,445 SH DEF 12 5,445
ARAMARK CORP - CL B COM 038521100 3,428 163,260 SH DEF 3 141,510 21,750
ARAMARK CORP COM 038521100 8 400 SH DEF 12 400
ARBITRON COM 03875Q108 44 1,282 SH DEF 6 1,282
ARBITRON COM 03875Q108 21,142 620,000 SH DEF 8 620,000
ARBITRON COM 03875Q108 262 7,695 SH DEF 12 7,695
ARC WIRELESS SOLUTIONS COM 03878K108 3 32,000 SH DEF 12 32,000
ARCADIS N V N Y REGIS COM 03923E107 229 25,864 SH DEF 6 0 25,864
ARCH CHEMICALS COM 03937R102 1,077 60,800 SH DEF 3 59,100 1,700
ARCH CHEMICALS COM 03937R102 5,536 312,395 SH DEF 6 312,395
ARCH CHEMICALS COM 03937R102 9 493 SH DEF 12 493
ARCH COAL PANY COM 039380100 4 246 SH DEF 4 246
ARCH COAL COM 039380100 14,075 847,372 SH DEF 6 773,697 560 73,115
ARCHER-DANIELS-MIDLAND CO. COM 039483102 31 2,440 SH DEF 2 2,440
ARCHER-DANIELS COM 039483102 14 1,159 SH DEF 4 1,159
ARCHER-DANIEL MIDLND COM 039483102 21 1,679 SH DEF 6 1,679
ARCHER-DANIELS-MIDLAND CO COM 039483102 480 38,391 SH DEF 12 38,391
ARCHSTONE - SMITH TRUST COM 039583109 8 334 SH DEF 7 334
ARCHSTONE-SMITH TR COM 039583109 2,517 105,390 SH DEF 12 105,390
ARCTIC CAT COM 039670104 2,222 159,200 SH DEF 6 153,100 6,100
ARDEN REALTY COM 039793104 31 1,300 SH DEF 12 1,300
ARGONAUT GROUP COM 040157109 16 921 SH DEF 12 921
ARGOSY GAMING CORP COM 040228108 5 200 SH DEF 12 200
ARIAD PHARMACEUTICALS -DEL COM 04033A100 6 1,800 SH DEF 12 1,800
ARIBA COM 04033V104 0 10 SH DEF 2 10
ARIBA COM 04033V104 0 200 SH DEF 4 200
ARIBA COM 04033V104 6 4,550 SH DEF 12 4,550
ARISTOTLE CORP NEW COM 040448201 4 1,130 SH DEF 12 1,130
ARKANSAS BEST CORP-DEL COM 040790107 3 100 SH DEF 12 100
ARMOR HOLDINGS COM 042260109 343 22,900 SH DEF 5 22,900
ARMSTRONG HOLDINGS COM 042384107 22 16,400 SH DEF 12 16,400
ARMSTRONG WORLD INDUSTRIES, IN COM 042476101 20 15,173 SH DEF 1 15,173
ARQULE COM 04269E107 36 6,900 SH DEF 12 6,900
ARRIS GROUP COM 04269Q100 1 350 SH DEF 12 350
ARRAY BIOPHARMA COM 04269X105 99 12,700 SH DEF 12 12,700
ARROW ELECTRONICS COM 042735100 206 16,275 SH DEF 5 12,675 3,600
ARROW ELECTRS COM 042735100 3 210 SH DEF 6 210
ARROW ELECTRONICS COM 042735100 219 17,330 SH DEF 12 17,330
ARROW FINL CORP COM 042744102 352 12,285 SH DEF 6 12,285
ARTISOFT COM 04314L106 2 2,375 SH DEF 12 2,375
ARVINMERITOR COM 043353101 2,964 158,480 SH DEF 3 144,280 14,200
ARVINMERITOR COM 043353101 19,183 1,028,958 SH DEF 6 1,005,378 340 23,240
ARVINMERITOR COM 043353101 31 1,669 SH DEF 12 1,669
ASBURY AUTOMOTIVE GROUP COM 043436104 1,548 176,900 SH DEF 3 142,700 34,200
ASBURY AUTOMOTIVE GROUP COM 043436104 26 3,000 SH DEF 12 3,000
ASCENTIAL SOFTWARE CORP COM 04362P108 6 3,173 SH DEF 12 3,173
***ASHANTI GOLDFIELDS CO LTD COM 043743202 12 2,180 SH DEF 12 2,180
ASHLAND COM 044204105 27 1,000 SH DEF 4 1,000
ASHLAND COM 044204105 4 150 SH DEF 6 150
ASHLAND COM 044204105 100 3,730 SH DEF 12 3,730
ASIA PACIFIC FUND COM 044901106 32 3,785 SH DEF 12 3,785
ASIAINFO HOLDINGS COM 04518A104 6,333 1,899,000 SH DEF 3 1,892,350 6,650
ASPECT MEDICAL SYSTEMS COM 045235108 3 1,200 SH DEF 12 1,200
ASPECT COMMUNICATIONS CORP COM 04523Q102 5 3,102 SH DEF 12 3,102
ASPEN GROUP RESOURCES COM 045297207 1 11,000 SH DEF 12 11,000
ASPEN TECHNOLOGY COM 045327103 12 4,000 SH DEF 12 4,000
ASSOCIATED BANC CORP COM 045487105 5 154 SH DEF 6 154
ASSOCIATED BANC CORP COM 045487105 374 11,795 SH DEF 12 11,795
ASSOCIATED ESTATES REALTY CORP COM 045604105 45 5,535 SH DEF 12 5,535
ASTORIA FINANCIAL CORP COM 046265104 24 1,000 SH DEF 2 1,000
ASTORIA FINL CORP COM 046265104 24,925 1,021,500 SH DEF 3 925,600 95,900
ASTORIA FINL CORP COM 046265104 5 190 SH DEF 6 190
ASTORIA FINANCIAL CORP COM 046265104 125 5,120 SH DEF 12 5,120
ASTORIA FINANCIAL CORP. COM 046265104 193 5,000 SH DEF 15 5,000
ASTRA AB ECR SCRIPT COM 046298972 0 2,400 SH DEF 6 2,400
ASTRAZENA PLC -SPONS ADR ADR 046353108 2 75 SH DEF 7 75
ASTRAZENECA PLC COM 046353108 229 5,000 SH DEF 5,000
ASTRONICS CORP COM 046433108 496 70,600 SH DEF 6 68,900 1,700
ASTROPOWER COM 04644A101 44 6,150 SH DEF 12 6,150
ASYST TECH CORP COM 04648X107 0 1 SH DEF 6 1
ATHEROGENICS INC COM 047439104 145 20,000 SH DEF 20,000
ATLANTIC COAST AIRLINES HLDG COM 048396105 148 16,000 SH DEF 3 16,000
ATLANTIC COAST AIRLS COM 048396105 4,957 535,900 SH DEF 6 522,300 13,600
ATLANTIC COAST AIRLINES HLDGS COM 048396105 2 210 SH DEF 12 210
ATLAS AIR WORLDWIDE HLDGS COM 049164106 2 750 SH DEF 12 750
ATMEL CORP COM 049513104 1 1,000 SH DEF 2 1,000
ATMEL CORP COM 049513104 34 32,042 SH DEF 12 32,042
ATMEL CORP CONV 049513AE4 1 6,000 PRN DEF 12 6,000
ATMOS ENERGY CORP COM 049560105 66 3,064 SH DEF 2 3,064
ATMOS ENERGY CORP COM 049560105 422 19,608 SH DEF 12 19,608
ATRION CORP COM 049904105 17 920 SH DEF 12 920
AUDIOVOX CORP CL A COM 050757103 47 6,750 SH DEF 12 6,750
AURORA FOODS COM 05164B106 2 3,361 SH DEF 12 3,361
AUSTRALIA & NEW ZEALAND BKG ADR 052528304 3 59 SH DEF 7 59
AUTHENTIDATE HOLDING CORP COM 052666104 3 2,000 SH DEF 12 2,000
AUTODESK COM 052769106 1,327 104,650 SH DEF 6 92,450 12,200
AUTODESK COM 052769106 322 25,408 SH DEF 12 25,408
AUTOLLIV COM 052800109 13 613 SH DEF 2 613
AUTOLIV COM 052800109 2,896 137,390 SH DEF 3 132,990 4,400
AUTOLIV COM 052800109 9 444 SH DEF 12 444
AUTOMATIC DATA PROCESSING COM 053015103 18,200 523,453 SH DEF 1 13,000 510,453
AUTOMATIC DATA PROCESSING COM 053015103 9,944 285,983 SH DEF 2 282,383 3,600
AUTOMATIC DATA PROCESSING COM 053015103 9,294 267,306 SH DEF 3 262,506 4,800
AUTOMATIC DATA PROCESSING COM 053015103 37 1,066 SH DEF 4 1,063
AUTOMATIC DATA PROCESSING COM 053015103 470 13,522 SH DEF 5 11,472 2,050
AUTOMATIC DATA PROCESSING COM 053015103 799 22,992 SH DEF 11 19,924 293
AUTOMATIC DATA PROCESSING COM 053015103 9,579 275,501 SH DEF 12 275,501
AUTOMATIC DATA PROCESSING COM 053015103 83 1,500 SH DEF 15 1,500
AUTONATION COM 05329W102 5,286 458,860 SH DEF 3 458,860
AUTONATION DEL COM 05329W102 843 73,213 SH DEF 12 73,213
AUTOZONE COM 053332102 2 21 SH DEF 2 21
AUTOZONE COM 053332102 7,302 92,600 SH DEF 3 91,800 800
AUTOZONE COM 053332102 4,862 61,650 SH DEF 12 61,650
AVALONBAY MUNITIES COM 053484101 15 350 SH DEF 2 350
AVALONBAY MUNITIES COM 053484101 902 21,590 SH DEF 5 21,590
AVALONBAY COMMUNITIES COM 053484101 227 5,424 SH DEF 12 5,424
AVANIR PHARMACEUTICALS-CL A COM 05348P104 1 1,000 SH DEF 12 1,000
AVANEX CORP COM 05348W109 33 23,875 SH DEF 12 23,875
AVANT IMMUNOTHERAPEUTICS COM 053491106 3 2,900 SH DEF 12 2,900
AVATAR HOLDINGS COM 053494100 51 2,100 SH DEF 12 2,100
AVAYA COM 053499109 2 1,597 SH DEF 2 1,597
AVAYA COM 053499109 0 179 SH DEF 4 179
AVAYA COM 053499109 1 590 SH DEF 6 590
AVAYA COM 053499109 0 116 SH DEF 7 116
AVAYA COM 053499109 40 27,638 SH DEF 12 27,638
AVENTIS ADR 053561106 296 5,630 SH DEF 2 5,630
AVENTIS ADR 053561106 6 118 SH DEF 7 118
AVENUE A COM 053566105 5 2,000 SH DEF 12 2,000
AVERY DENNISON CORP. COM 053611109 46 800 SH DEF 2 800
AVERY DENNISON CORP COM 053611109 607 10,660 SH DEF 12 10,660
AVIALL NEW COM 05366B102 8 800 SH DEF 12 800
AVICI SYSTEMS COM 05367L109 1 1,240 SH DEF 12 1,240
AVID TECHNOLOGY COM 05367P100 110 10,690 SH DEF 11
AVID TECHNOLOGY COM 05367P100 117 11,320 SH DEF 12 11,320
AVIGEN INC COM 053690103 20 2,500 SH DEF 2,500
AVISTA CORP COM 05379B107 74 6,600 SH DEF 3 6,600
AVISTA CORP COM 05379B107 9,705 866,550 SH DEF 6 844,250 22,300
AVISTA CORP COM 05379B107 32 2,899 SH DEF 12 2,899
AVITAR COM 053801106 5 20,000 SH DEF 5 20,000
AVITAR NEW COM 053801106 5 21,500 SH DEF 12 21,500
AVNET COM 053807103 113 10,500 SH DEF 3 4,100 6,400
AVNET COM 053807103 125 11,575 SH DEF 5 7,925 3,650
AVNET COM 053807103 3 240 SH DEF 6 240
AVNET COM 053807103 245 22,734 SH DEF 12 22,734
AVOCA COM 053843108 9 500 SH DEF 12 500
AVOCENT CORP COM 053893103 8,033 600,405 SH DEF 3 481,705 118,700
AVOCENT CORP COM 053893103 189 14,131 SH DEF 12 14,131
***AVINO SILVER & GOLD MINES COM 053906103 1 2,000 SH DEF 12 2,000
AVON PRODUCTS COM 054303102 55 1,200 SH DEF 2 1,200
AVON PRODUCTS, INC. COM 054303102 1,383 30,000 SH DEF 10 30,000
AVON PRODUCTS COM 054303102 220 4,767 SH DEF 11 4,767
AVON PRODUCTS COM 054303102 1,840 39,913 SH DEF 12 39,913
AXA-UAP - SPONSORED ADR ADR 054536107 296 29,566 SH DEF 2 29,566
AXA-UAP - SPONSORED ADR ADR 054536107 2 236 SH DEF 7 236
AXCELIS TECHNOLOGIES COM 054540109 16 3,239 SH DEF 2 3,239
AXCELIS TECHNOLOGIES COM 054540109 10 1,965 SH DEF 12 1,965
AZTAR CORP COM 054802103 4,411 333,950 SH DEF 3 320,150 13,800
AZTAR CORP COM 054802103 11,098 842,316 SH DEF 6 831,632 1,224 9,460
***AXCAN PHARMA COM 054923107 7 775 SH DEF 12 775
BB&T CORP. COM 054937107 2,180 62,205 SH DEF 2 62,205
BB&T CORP COM 054937107 6,824 194,750 SH DEF 3 192,850 1,900
BB&T CORP. COM 054937107 193 5,500 SH DEF 7 5,500
BB&T CORP COM 054937107 248 7,069 SH DEF 11 3,700 3,000
BB&T CORP COM 054937107 11,023 314,583 SH DEF 12 314,583
BCSB BANKCORP COM 054948104 6 500 SH DEF 12 500
BAA PLC SPONSORED ADR COM 05518L206 381 45,852 SH DEF 6 450 45,402
BAE SYSTEMS PLC ADR 05523R107 5 416 SH DEF 2 416
BASF AG SPONSORED ADR ADR 055262505 2 50 SH DEF 2 50
BCE COM 05534B109 377 21,325 SH DEF 2 21,325
BCE COM 05534B109 657 37,100 SH DEF 6 37,100
BCE COM 05534B109 56 3,141 SH DEF 12 3,141
BGI COM 055431100 6 25,000 SH DEF 12 25,000
BG PLC ADR FNL INSTLL COM 055434203 353 16,352 SH DEF 6 880 15,472
THE BISYS GROUP COM 055472104 3293 197,061 SH DEF 7 197,061
BISYS GROUP COM 055472104 23 1,400 SH DEF 12 1,400
BJ SERVICES CO COM 055482103 49 1,892 SH DEF 12 1,892
BJS WHOLESALE CLUB COM 05548J106 2,546 133,935 SH DEF 5 108,820 25,115
BJS WHOLESALE CLUB COM 05548J106 4,642 244,185 SH DEF 6 244,185
BJ'S WHOLESALE CLUB COM 05548J106 5,323 280,000 SH DEF 8 280,000
BJ'S WHOLESALE CLUB INC. COM 05548J106 32,317 1,700,000 SH DEF 10 1,700,000
BJS WHOLESALE CLUB COM 05548J106 1,922 101,111 SH DEF 12 101,111
BOK FINANCIAL CORP COM 05561Q201 909 27,970 SH DEF 3 23,370 4,600
BP PLC COM 055622104 14,947 374,606 SH DEF 1 11,000 363,606
BP P.L.C SPONSORED ADR ADR 055622104 14,573 365,238 SH DEF 2 359,116 6,122
BP AMOCO PLC COM 055622104 17,370 435,347 SH DEF 5 405,115 30,232
BP AMOCO ADS COM 055622104 6,707 167,083 SH DEF 6 139,919 27,164
BP P.L.C SPONSORED ADR ADR 055622104 945 23,675 SH DEF 7 23,675
BP PLC ADR COM 055622104 894 22,403 SH DEF 11 18,053
BP PLC SPON ADR 055622104 144 2,640 SH DEF 15 2,640
BP PRUDHOE BAY ROYALTY TRUST COM 055630107 59 4,100 SH DEF 12 4,100
BRE PROPERTIES CL A COM 05564E106 15 500 SH DEF 2 500
BRE PROPERTIES CL A COM 05564E106 25 800 SH DEF 7 800
BRE PROPERTIES CL A COM 05564E106 1,725 56,100 SH DEF 9 56,100
BRE PROPERTIES COM 05564E106 433 14,075 SH DEF 12 14,075
BNP RESIDENTIAL PPTYS COM 05564T103 22 2,245 SH DEF 12 2,245
BSB BANCORP COM 055652101 30 1,500 SH DEF 4 1,500
BT GROUP PLC ADR 05577E101 157 6,089 SH DEF 2 6,089
BT GROUP PLC ADR COM 05577E101 2,245 84,277 SH DEF 6 79,947 4,330
BMC SOFTWARE COM 055921100 7 500 SH DEF 2 500
BMC SOFTWARE COM 055921100 4 300 SH DEF 4 300
BMC SOFTWARE COM 055921100 1,148 87,869 SH DEF 6 87,869
BMC SOFTWARE COM 055921100 3 226 SH DEF 7 226
BMC SOFTWARE COM 055921100 166 12,699 SH DEF 12 12,699
B2B INTERNET HOLDERS TRUST COM 056033103 1 800 SH DEF 12 800
BWAY CORP COM 056039100 4 300 SH DEF 3 300
BACK YARD BURGERS COM 05635W101 6 1,000 SH DEF 2 1,000
BACK YARD BURGERS COM 05635W101 26 4,200 SH DEF 12 4,200
BAIRNCO CORP COM 057097107 638 116,000 SH DEF 6 111,200 4,800
BAKER MICHAEL CORP COM 057149106 10 1,000 SH DEF 12 1,000
BAKER HUGHES COM 057224107 360 12,388 SH DEF 12 12,388
BALDOR ELECTRIC CO COM 057741100 72 3,750 SH DEF 12 3,750
BALDWIN PIANO & ORGAN CO COM 058246109 0 750 SH DEF 7 750
BALL CORP COM 058498106 26,459 526,423 SH DEF 6 522,446 465 3,512
BALL CORP COM 058498106 191 3,800 SH DEF 12 3,800
***BALLARD POWER SYSTEMS COM 05858H104 88 9,550 SH DEF 12 9,550
BALLY TOTAL FITNES COM 05873K108 6,850 691,200 SH DEF 6 672,000 19,200
BALLYS TOTAL FITNESS HOLDING COM 05873K108 2 175 SH DEF 12 175
BALTEK CORP COM 058822107 106 12,900 SH DEF 6 12,700 200
BANC INSURANCE CORP COM 05945K102 45 8,830 SH DEF 6 8,830
BANCO BRADESCO-SA ADR 059460204 1 93 SH DEF 2 93
BANCO BILBAO VIZCAYA ARGENTINA SA ADR 05946K101 2 296 SH DEF 2 296
BANCO BILBAO VIZCAYA COM 05946K101 358 47,195 SH DEF 6 160 47,035
BANCO BILBAO VIZCAYA ARGENTINA SA ADR 05946K101 2 267 SH DEF 7 267
BANCO SANTANDER CENTRAL HISPANO ADR 05964H105 1 272 SH DEF 7 272
BANCORPSOUTH IND NASD BK INS COM 059692103 15,484 786,010 SH DEF 3 588,210 197,800
BANCORPSOUTH COM 059692103 207 10,500 SH DEF 12 10,500
BANDAG COM 059815100 128 4,200 SH DEF 3 4,200
BANDAG COM 059815100 8 275 SH DEF 12 275
BANDAG CL A 059815308 1,499 55,500 SH DEF 6 55,500
BANKAMERICA CORP. COM 060505104 385 6,034 SH DEF 1 6,034
BANK OF AMERICA CORP COM 060505104 787 12,340 SH DEF 2 12,140 200
BANK OF AMERICA CORP COM 060505104 42,770 670,372 SH DEF 3 658,172 12,200
BANK OF AMERICA COM 060505104 8 120 SH DEF 4 120
BANK OF AMERICA CORP COM 060505104 2,368 37,116 SH DEF 5 22,449 14,667
BANK OF AMERICA CORP COM 060505104 42,915 672,651 SH DEF 6 672,651
BANK OF AMERICA CORP COM 060505104 238 3,735 SH DEF 7 3,735
BANK OF AMERICA CORP. COM 060505104 158 2,472 SH DEF 9 475 1,997
BANK OF AMERICA CORPORATION COM 060505104 12,543 196,600 SH DEF 10 196,600
BANK OF AMERICA CORP COM 060505104 366 5,730 SH DEF 11 3,294 245
BANK OF AMER CORP COM 060505104 17,828 279,438 SH DEF 12 279,438
BANK OF AMERICA CORP. COM 060505104 594 5,875 SH DEF 15 5,875
BANK OF GRANITE CORP COM 062401104 46 2,570 SH DEF 12 2,570
BANK OF HAWAII CORP COM 062540109 17 600 SH DEF 2 600
BANK HAWAII CORP COM 062540109 3,937 141,120 SH DEF 6 141,120
BANK HAWAII CORP COM 062540109 113 4,052 SH DEF 12 4,052
BANK OF KENTUCKY FINANCIAL COM 062896105 14 564 SH DEF 2 564
BANK OF KENTUCKY FINANCIAL COM 062896105 458 19,073 SH DEF 12 19,073
BANK OF THE OZARKS COM 063904106 250 10,920 SH DEF 3 10,920
BANK OF THE OZARKS COM 063904106 1,932 84,350 SH DEF 6 81,150 3,200
BANK OF NEW YORK, INC. COM 064057102 1,395 48,533 SH DEF 1 48,533
BANK OF NEW YORK CO. COM 064057102 198 6,899 SH DEF 2 6,123 776
BANK NEW YORK COM 064057102 2,362 82,170 SH DEF 3 80,470 1,700
BANK OF NEW YORK COM 064057102 270 9,400 SH DEF 4 9,400
BANK NEW YORK COM 064057102 344 11,956 SH DEF 5 3,306 8,650
BANK NEW YORK COM 064057102 2 60 SH DEF 6 60
BANK OF NEW YORK CO. COM 064057102 11 400 SH DEF 7 400
BANK OF NEW YORK COM 064057102 310 10,803 SH DEF 11 10,253
BANK OF NEW YORK CO COM 064057102 1,105 38,436 SH DEF 12 38,436
BANK OF NEW YORK CO. COM 064057102 59 1,300 SH DEF 15 1,300
BANK OF NEW YORK COM 064057102 167 5,800 SH DEF 5,800
BANQUE DE NOUVELLE-ECOSSE COM 064149107 6 200 SH DEF 12 200
BANK OF THE NORTHWEST COM 064206105 1163 52,500 SH DEF 7 52,500
BANK ONE CORP COM 06423A103 292 7,803 SH DEF 2 7,703 100
BANK ONE CORP COM 06423A103 17,940 479,690 SH DEF 3 470,390 9,300
BANC ONE COM 06423A103 19 500 SH DEF 4 500
BANK ONE CORP COM 06423A103 583 15,600 SH DEF 5 10,250 5,350
BANK ONE CORP COM 06423A103 4,118 110,100 SH DEF 6 110,100
BANK ONE CORP COM 06423A103 243,177 6,502,060 SH DEF 8 6,502,060
BANK ONE CORP. COM 06423A103 10 280 SH DEF 9 280
BANK ONE CORPORATION COM 06423A103 452,571 12,100,825 SH DEF 10 12,100,825
BANK ONE CORP COM 06423A103 1,097 29,325 SH DEF 11 28,748
BANK ONE CORP COM 06423A103 9,614 257,068 SH DEF 12 257,068
BANK ONE CORP COM 06423A103 642 11,200 SH DEF 15 11,200
BANK OF CAROLINAS MOCKSVILLE COM 06423T102 1 120 SH DEF 12 120
BANKATLANTIC BANCORP -CL A COM 065908501 13 1,500 SH DEF 12 1,500
BANKNORTH GROUP COM 06646R107 2,385 100,420 SH DEF 3 10,920 89,500
BANKNORTH GROUP COM 06646R107 7 290 SH DEF 6 290
BANKNORTH GROUP COM 06646R107 4826 203,200 SH DEF 7 203,200
BANKNORTH GROUP COM 06646R107 39,148 1,648,341 SH DEF 8 1,648,341
BANKNORTH GROUP, INC. COM 06646R107 38,000 1,600,000 SH DEF 10 1,600,000
BANKNORTH GROUP COM 06646R107 529 22,290 SH DEF 12 22,290
BANKUNITED FINANCIAL CORP COM 06652B103 5,199 325,935 SH DEF 3 302,585 23,350
BANNER CORP COM 06652V109 3,456 171,085 SH DEF 6 166,975 4,110
BANTA CORP NASD INDL COM 066821109 4,038 113,755 SH DEF 3 95,955 17,800
BARD C R COM 067383109 1,683 30,800 SH DEF 3 30,800
BARD C R COM 067383109 3 50 SH DEF 6 50
C R BARD COM 067383109 867 15,867 SH DEF 12 15,867
BARCLAYS PLC ADR 06738E204 7 276 SH DEF 7 276
BARNES & NOBLE COM 067774109 11 500 SH DEF 2 500
BARNES & NOBLE COM 067774109 3 140 SH DEF 6 140
BARNES & NOBLE COM 067774109 927 43,800 SH DEF 12 43,800
***BARRICK GOLD CORP COM 067901108 1,033 66,405 SH DEF 12 66,405
BARPOINT.COM COM 068296102 1 7,300 SH DEF 12 7,300
BARR LABORATORIES COM 068306109 337 5,414 SH DEF 12 5,414
BARRA COM 068313105 4 150 SH DEF 12 150
R G BARRY CORP-OHIO COM 068798107 6 1,562 SH DEF 12 1,562
BAUSCH & LOMB COM 071707103 32 950 SH DEF 2 950
BAUSCH & LOMB COM 071707103 4 110 SH DEF 6 110
BAUSCH & LOMB COM 071707103 1,154 34,802 SH DEF 9 34,802
BAUSCH & LOMB COM 071707103 61 1,852 SH DEF 12 1,852
BAXTER INTL COM 071813109 3,364 110,112 SH DEF 2 105,694 4,418
BAXTER INTL COM 071813109 2,328 76,202 SH DEF 3 74,702 1,500
BAXTER INTERNATIONAL COM 071813109 19 634 SH DEF 4 634
BAXTER INTERNATIONAL COM 071813109 1,576 51,580 SH DEF 5 40,240 11,340
BAXTER INTL COM 071813109 52 1,700 SH DEF 7 1,700
BAXTER INTERNATIONAL COM 071813109 221 7,226 SH DEF 11 1,800 3,476
BAXTER INTERNATIONAL COM 071813109 3,996 130,792 SH DEF 12 130,792
BAXTER INTERNATIONAL COM 071813109 82 1,700 SH DEF 15 1,700
BAY NATIONAL CORP COM 072500101 72 10,000 SH DEF 11 10,000
BAY NATIONAL CORP COM 072500101 7 1,000 SH DEF 12 1,000
BAY VIEW CAPITAL CORP-DEL COM 07262L101 1,950 343,900 SH DEF 12 343,900
BAYCORP HLDGS CORP COM 072728108 1,296 101,900 SH DEF 6 97,800 4,100
BAYER AG SPONS ADR ADR 072730302 137 7,770 SH DEF 2 7,770
BAYERISCHE HYPO-UND VEREINSBANK COM 072735103 1 60 SH DEF 2 60
***BAYERISCHE HYPO-UND COM 072735103 3 210 SH DEF 12 210
BE AEROSPACE COM 073302101 46 9,600 SH DEF 6 9,600
BE AEROSPACE COM 073302101 1 275 SH DEF 12 275
BE SEMICONDUCTOR INDS COM 073320103 1,588 385,270 SH DEF 6 346,640 38,630
BEA SYSTEMS COM 073325102 19 3,600 SH DEF 4 3,600
BEA SYSTEMS COM 073325102 101 19,510 SH DEF 12 19,510
THE BEAR STEARNS COS COM 073902108 337 5,975 SH DEF 2 5,975
BEAR STEARNS COS COM 073902108 2,047 36,300 SH DEF 3 33,400 2,900
BEAR STEARNS COS COM 073902108 666 11,811 SH DEF 5 1,147 10,664
BEAR STEARNS COS COM 073902108 13,287 235,590 SH DEF 6 235,590
BEAR STEARNS COMPANIES COM 073902108 756 13,407 SH DEF 12 13,407
BEAR STEARNS COM 073902108 9 100 SH DEF 15 100
BEAZER HOMES USA COM 07556Q105 739 12,100 SH DEF 3 12,100
BEAZER HOMES USA COM 07556Q105 7,266 119,021 SH DEF 6 115,221 3,800
BEBE STORES COM 075571109 1,449 122,700 SH DEF 6 119,300 3,400
BECKMAN COULTER COM 075811109 1,978 51,100 SH DEF 3 51,100
BECKMAN COULTER COM 075811109 1,554 40,151 SH DEF 12 40,151
BECTON DICKINSON & CO COM 075887109 14 500 SH DEF 2 500
BECTON DICKINSON & CO COM 075887109 102 3,600 SH DEF 3 3,600
BECTON DICKINSON & CO COM 075887109 503 17,700 SH DEF 5 17,700
BECTON DICKINSON COM 075887109 14 500 SH DEF 6 500
BECTON DICKINSON & CO COM 075887109 2,328 81,969 SH DEF 12 81,969
BED BATH & BEYOND COM 075896100 1 23 SH DEF 2 23
BED BATH & BEYOND COM 075896100 12 376 SH DEF 4 376
BED BATH & BEYOND COM 075896100 19 585 SH DEF 7 585
BED BATH & BEYOND COM 075896100 736 22,583 SH DEF 12 22,583
BEDFORD BANCSHARES COM 076014109 24 1,557 SH DEF 12 1,557
BEDFORD PPTY INVS COM 076446301 12,720 513,750 SH DEF 3 368,650 145,100
BEDFORD PROPERTY INVESTORS COM 076446301 1,856 74,943 SH DEF 9 74,943
BEL FUSE -CL B COM 077347300 37 1,745 SH DEF 12 1,745
BELLSOUTH CORP. COM 079860102 416 22,662 SH DEF 1 22,662
BELLSOUTH CORP. COM 079860102 647 35,228 SH DEF 2 35,228
BELLSOUTH CORP COM 079860102 8,806 479,648 SH DEF 3 469,848 9,800
BELLSOUTH CORP COM 079860102 308 16,785 SH DEF 5 9,425 7,360
BELLSOUTH CORP COM 079860102 6 350 SH DEF 6 350
BELLSOUTH CORP. COM 079860102 10 540 SH DEF 7 540
BELLSOUTH CORP. COM 079860102 40 2,173 SH DEF 9 2,173
BELLSOUTH CORP COM 079860102 452 24,628 SH DEF 11 23,303
BELLSOUTH CORP COM 079860102 5,913 322,043 SH DEF 12 322,043
BELLSOUTH CORP. COM 079860102 151 5,200 SH DEF 15 5,200
BELL SOUTH COM 079860102 254 13,000 SH DEF 13,000
BELMONT BANCORP COM 080162100 20 4,353 SH DEF 12 4,353
BELO A H SER A COM 080555105 2,801 128,010 SH DEF 2 128,010
BELO CORP SER A COM 080555105 274 12,500 SH DEF 3 4,800 7,700
BELO CORP COM 080555105 5 230 SH DEF 6 230
BELO CORP COM 080555105 256 11,700 SH DEF 12 11,700
***BEMA GOLD CORP COM 08135F107 5 4,000 SH DEF 12 4,000
BEMIS PANY COM 081437105 901 18,239 SH DEF 5 3,239 15,000
BEMIS CO COM 081437105 759 15,360 SH DEF 12 15,360
BENCHMARK ELECTRONICS COM 08160H101 5,768 274,020 SH DEF 3 213,520 60,500
BENETTON GROUP SPA COM 081795403 2,033 110,613 SH DEF 6 104,185 6,428
BENIHANA CL A 082047200 959 77,330 SH DEF 6 74,780 2,550
BENJ FRANKLIN FEDERAL SAVINGS COM 082072109 2 500 SH DEF 12 500
BERKLEY W R CORP COM 084423102 2,997 88,150 SH DEF 3 59,850 28,300
W R BERKLEY CORP COM 084423102 16 475 SH DEF 12 475
BERKSHIRE HATHAWAY CL A COM 084670108 29,486 399 SH DEF 2 399
BERKSHIRE HATHAWAY CL A 084670108 591 8 SH DEF 4 8
BERKSHIRE HATHAWAY DEL COM 084670108 370 5 SH DEF 5 5
BERKSHIRE HATHAWAY CL A COM 084670108 74 1 SH DEF 7 1
BERKSHIRE HATHAWAY DEL COM 084670108 370 5 SH DEF 11 5
BERKSHIRE HATHAWAY -DEL COM 084670108 2,660 36 SH DEF 12 36
BERKSHIRE HATHAWAY A SHARES COM 084670108 220 3 SH DEF 3
BERKSHIRE HATHAWAY, INC. CL B COM 084670207 545 221 SH DEF 1 221
BERKSHIRE HATHAWAY CL B COM 084670207 1,070 434 SH DEF 2 419 15
BERKSHIRE HATHAWAY CL B CL B 084670207 2,329 945 SH DEF 4 945
BERKSHIRE HATHAWAY DEL COM 084670207 3,256 1,321 SH DEF 5 1,201 120
BERKSHIRE HATHAWAY CL B 084670207 10,609 4,304 SH DEF 6 4,304
BERKSHIRE HATHAWAY CL B COM 084670207 30 12 SH DEF 7 12
BERKSHIRE HATHAWAY CL B COM 084670207 56,192 22,796 SH DEF 8 22,796
BERKSHIRE HATHAWAY DEL COM 084670207 375 152 SH DEF 11 146
BERKSHIRE HATHAWAY COM 084670207 13,678 5,549 SH DEF 12 5,549
BERRY PETE CO CL A COM 085789105 160 9,400 SH DEF 3 9,400
BERRY PETE CO CL A 085789105 3,323 195,600 SH DEF 6 192,900 2,700
BEST BUY MPANY COM 086516101 1,421 63,683 SH DEF 5 48,561 15,122
BEST BUY COMPANY COM 086516101 3,124 140,010 SH DEF 12 140,010
BEST BUY PANY COM 086516101 3,007 85,000 SH DEF 15 85,000
BETHLEHEM STEEL CORP COM 087509105 4 40,554 SH DEF 12 40,554
BEVERLY ENTERPRISES COM 087851309 2,316 956,900 SH DEF 6 925,300 31,600
BEVERLY ENTERPRISES NEW COM 087851309 197 81,387 SH DEF 9 81,387
BEVERLY ENTERPRISES NEW COM 087851309 17 6,980 SH DEF 12 6,980
BHP LTD SPONSORED ADR COM 088606108 5,955 598,005 SH DEF 6 578,478 19,527
BIG DADDY'S BBQ RACING CO. COM 089117105 1 215,000 SH DEF 12 215,000
BIG LOTS COM 089302103 6 400 SH DEF 2 400
BIG LOTS COM 089302103 80,930 5,112,416 SH DEF 8 5,112,416
BIG LOTS, INC. COM 089302103 53,426 3,375,000 SH DEF 10 3,375,000
BIG LOTS COM 089302103 1 56 SH DEF 12 56
BINDVIEW DEVELOPMENT CORP COM 090327107 3 3,000 SH DEF 12 3,000
BIO RAD LABS CL A COM 090572207 227 6,020 SH DEF 3 6,020
BIO TECHNOLOGY GENERAL CORP COM 090578105 2 700 SH DEF 12 700
BIOANALYTICAL SYS COM 09058M103 137 44,300 SH DEF 6 42,600 1,700
BIOFIELD CORP COM 090591108 2 5,400 SH DEF 12 5,400
BIOGEN, INC. COM 090597105 227 7,761 SH DEF 1 7,761
BIOGEN COM 090597105 6 200 SH DEF 2 200
BIOGEN COM 090597105 6,957 237,669 SH DEF 9 237,669
BIOGEN COM 090597105 978 33,411 SH DEF 12 33,411
BIOJECT MEDICAL TECHNOLOGIES COM 09059T206 8 3,900 SH DEF 12 3,900
BIOMET COM 090613100 9,130 342,836 SH DEF 2 341,736 1,100
BIOMET COM 090613100 2,925 109,838 SH DEF 5 91,887 17,951
BIOMET COM 090613100 4669 175,325 SH DEF 7 175,325
BIOMET COM 090613100 3,549 133,288 SH DEF 12 133,288
BIOPURE CORP COM 09065H105 11 3,134 SH DEF 12 3,134
BIOSOURCE INTERNATIONAL COM 09066H104 24 4,000 SH DEF 12 4,000
BIOTIME COM 09066L105 3 2,100 SH DEF 12 2,100
BIOSPHERE MEDICAL COM 09066V103 1 300 SH DEF 12 300
BIOTECH HOLDRS TR COM 09067D201 280 3,600 SH DEF 2 3,400 200
BIOTECH HOLDRS TR COM 09067D201 244 3,138 SH DEF 12 3,138
BIOVAIL CORP COM 09067J109 9 375 SH DEF 7 375
BIOVAIL CORP COM 09067J109 12 500 SH DEF 12 500
BIORELIANCE CORP COM 090951104 3 140 SH DEF 12 140
BIRMINGHAM STEEL CORP COM 091250100 1 2,025 SH DEF 12 2,025
BIOMIRA COM 09161R106 2 3,000 SH DEF 7 3,000
***BIOMIRA COM 09161R106 2 3,000 SH DEF 12 3,000
BITSTREAM -CL A COM 091736108 23 11,500 SH DEF 12 11,500
BLACK & DECKER CORP. COM 091797100 465 11,084 SH DEF 2 10,484 600
BLACK & DECKER CORP COM 091797100 2 40 SH DEF 6 40
BLACK & DECKER CORP. COM 091797100 1,056 25,177 SH DEF 9 25,177
BLACK & DECKER CORP COM 091797100 1,232 29,381 SH DEF 12 29,381
BLACK BOX CORP DEL COM 091826107 10,159 306,000 SH DEF 6 298,700 7,300
BLACK BOX CORP-DEL COM 091826107 71 2,150 SH DEF 12 2,150
BLACK HILLS CORP COM 092113109 12,100 462,000 SH DEF 6 449,000 13,000
BLACK HILLS CORP COM 092113109 515 19,681 SH DEF 12 19,681
BLACKROCK INSURED MUNICIPAL UNIT 092474105 82 7,450 SH DEF 12 7,450
BLACKROCK OME OPPORTUNITY UNIT 092475102 371 33,868 SH DEF 12 33,868
BLACKROCK FLORIDA INVESTMENT UNIT 09247B109 24 1,600 SH DEF 12 1,600
BLACKROCK NEW JERSEY INVT UNIT 09247C107 28 2,000 SH DEF 12 2,000
BLACKROCK INVESTMENT QUALITY UNIT 09247D105 14 994 SH DEF 12 994
BLACKROCK OME TRUST UNIT 09247F100 292 35,575 SH DEF 12 35,575
BLACKROCK CALIFORNIA INSURED UNIT 09247G108 5 300 SH DEF 12 300
BLACKROCK FLORIDA INSURED UNIT 09247H106 220 13,866 SH DEF 12 13,866
BLACKROCK INVESTMENT QUALITY UNIT 09247J102 30 3,200 SH DEF 12 3,200
BLACKROCK INSURED MUNICIPAL UNIT 09247K109 34 2,063 SH DEF 12 2,063
BLACKROCK NEW YORK INSURED UNIT 09247L107 241 14,750 SH DEF 12 14,750
BLACKROCK MUNICIPAL TARGET UNIT 09247M105 82 7,488 SH DEF 12 7,488
BLACKROCK STRATEGIC TERM TRUST UNIT 09247P108 20 2,000 SH DEF 12 2,000
BLACKROCK COM 09247X101 2,382 57,520 SH DEF 3 49,220 8,300
BLACKROCK COM 09247X101 6852 165,425 SH DEF 7 165,425
BLACKROCK MUN 2018 TERM TR UNIT 09248C106 50 3,570 SH DEF 12 3,570
BLACKROCK MUNI OME TR UNIT 09248F109 476 33,457 SH DEF 12 33,457
BLACKROCK FL MUNI OME TR UNIT 09248H105 16 1,062 SH DEF 12 1,062
BLACKROCK NJ MUNI OME TR UNIT 09248J101 31 2,124 SH DEF 12 2,124
BLACKROCK HIGH YIELD TR UNIT 09248N102 14 1,500 SH DEF 12 1,500
BLACKROCK STRATEGIC MUN TR UNIT 09248T109 29 2,000 SH DEF 12 2,000
BLACKROCK CORE BD TR UNIT 09249E101 119 8,303 SH DEF 12 8,303
BLACKROCK STRATEGIC BOND TRUST COM 09249G106 44 3,450 SH DEF 12 3,450
BLACKROCK MUN BD TR UNIT 09249H104 30 2,012 SH DEF 12 2,012
BLACKROCK MD MUN BD TR UNIT 09249L105 121 8,148 SH DEF 12 8,148
BLACKROCK MUNICIPAL OME UNIT 09249N101 72 5,000 SH DEF 12 5,000
BLAIR CORP COM 092828102 1,407 68,800 SH DEF 6 66,400 2,400
BLAIR CORP COM 092828102 6 300 SH DEF 12 300
BLOCK H & R COM 093671105 2,126 50,610 SH DEF 2 50,610
BLOCK (H&R) COM 093671105 33,414 795,390 SH DEF 3 754,790 40,600
BLOCK H & R COM 093671105 131 3,120 SH DEF 9 3,120
H & R BLOCK COM 093671105 637 15,168 SH DEF 12 15,168
BLOCK H & R COM 093671105 200 3,000 SH DEF 15 3,000
BLOCKBUSTER CL A COM 093679108 27,900 1,125,010 SH DEF 3 881,710 243,300
BLOCKBUSTER COM 093679108 11 425 SH DEF 12 425
BLONDER TONGUE LABS COM 093698108 93 62,000 SH DEF 6 59,100 2,900
BLUE CHIP VALUE FUND UNIT 095333100 39 8,040 SH DEF 12 8,040
BLUE COAT SYSTEMS COM 09534T508 1 200 SH DEF 12 200
BLUE FISH CLOTHING COM 095480109 0 100 SH DEF 2 100
BLUEGREEN CORP COM 096231105 538 173,400 SH DEF 6 162,400 11,000
BOB EVANS FARMS COM 096761101 2 100 SH DEF 2 100
BOB EVANS FARMS NASD INDL COM 096761101 6,167 260,230 SH DEF 3 232,830 27,400
BOB EVANS FARMS COM 096761101 4,592 193,750 SH DEF 6 183,200 10,550
BOB EVANS FARMS COM 096761101 172 7,269 SH DEF 12 7,269
BOEING CO. COM 097023105 593 17,369 SH DEF 2 17,369
BOEING CO COM 097023105 7,064 206,968 SH DEF 3 202,068 4,900
BOEING CO COM 097023105 22,612 662,441 SH DEF 6 647,441 15,000
BOEING CO. COM 097023105 1,448 42,426 SH DEF 9 1,085 41,341
BOEING CO COM 097023105 202 5,928 SH DEF 11 3,720 285
BOEING CO COM 097023105 6,806 199,403 SH DEF 12 199,403
BOEING CO. COM 097023105 141 2,600 SH DEF 15 2,600
BOISE CASCADE CORP COM 097383103 3 120 SH DEF 6 120
BOISE CASCADE CORP COM 097383103 173 7,579 SH DEF 12 7,579
BOLT TECHNOLOGY CORP COM 097698104 33 8,600 SH DEF 6 8,600
BOLT TECHNOLOGY CORP COM 097698104 32 8,415 SH DEF 12 8,415
BOMBARDIER - CAT B" " COM 097751200 4 1,548 SH DEF 12 1,548
BON-TON STORES COM 09776J101 782 188,400 SH DEF 6 181,100 7,300
BOMBAY CO COM 097924104 62 23,100 SH DEF 6 23,100
BOMBAY CO COM 097924104 21 7,950 SH DEF 12 7,950
BOOTS PLC ADR COM 099491201 3,097 186,716 SH DEF 6 165,731 20,985
BORDERS GROUP COM 099709107 258 16,300 SH DEF 2 16,300
BORDERS GROUP COM 099709107 2,154 136,300 SH DEF 3 136,300
BORDERS GROUP COM 099709107 2,985 188,900 SH DEF 6 188,900
BORDERS GROUP COM 099709107 186 11,765 SH DEF 12 11,765
BORG WARNER AUTO COM 099724106 14,973 301,640 SH DEF 3 247,340 54,300
BORG WARNER COM 099724106 15,734 316,970 SH DEF 6 309,270 7,700
BORG WARNER AUTOMOTIVE COM 099724106 63 1,276 SH DEF 12 1,276
BORLAND SOFTWARE CORP COM 099849101 2 300 SH DEF 12 300
BOSTON ACOUSTICS COM 100534106 602 49,800 SH DEF 6 49,800
BOSTON ACOUSTICS COM 100534106 21 1,750 SH DEF 12 1,750
BOSTON BEER CO -CL A COM 100557107 28 2,028 SH DEF 12 2,028
BOSTON COMMUNICATIONS GROUP COM 100582105 11 1,085 SH DEF 12 1,085
BOSTON PROPERTIES COM 101121101 1,727 46,416 SH DEF 2 45,966 450
BOSTON PROPERTIES COM 101121101 84 2,270 SH DEF 12 2,270
BOSTON SCIENTIFIC CORP. COM 101137107 1,382 43,800 SH DEF 2 43,800
BOSTON SCIENTIFIC CORP COM 101137107 1,032 32,688 SH DEF 5 32,688
BOSTON SCIENTIFIC COM 101137107 5,069 160,600 SH DEF 6 160,600
BOSTON SCIENTIFIC CORP. COM 101137107 0 0 SH DEF 9
BOSTON SCIENTIFIC CORP COM 101137107 538 17,050 SH DEF 12 17,050
BOSTONFED BANCORP COM 101178101 1,541 51,400 SH DEF 6 50,300 1,100
BOSTONFED BANCORP COM 101178101 13 450 SH DEF 12 450
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 3 700 SH DEF 12 700
BOULDER TOTAL RETURN FUND UNIT 101541100 7 500 SH DEF 12 500
BOWATER COM 102183100 3,159 88,960 SH DEF 6 76,530 12,430
BOWATER COM 102183100 373 10,565 SH DEF 12 10,565
BOWL AMERICA -CL A COM 102565108 51 4,410 SH DEF 12 4,410
BOWNE & CO COM 103043105 13 1,300 SH DEF 12 1,300
BOYD GAMING CORP COM 103304101 657 35,200 SH DEF 3 35,200
BOYDS COLLECTION LT COM 103354106 6,417 996,400 SH DEF 6 971,400 25,000
BOYKIN LODGING CO COM 103430104 5,816 610,819 SH DEF 6 595,919 1,985 12,915
BOYKIN LODGING CO COM 103430104 22 2,250 SH DEF 12 2,250
BRADLEY PHARMACEUTICALS COM 104576103 35 4,000 SH DEF 12 4,000
BRADY W H CO. COM 104674106 3 100 SH DEF 7 100
BRAINTECH COM 105022206 1 2,100 SH DEF 12 2,100
BRANDYWINE REALTY TRUST-SBI COM 105368203 1,874 83,117 SH DEF 12 83,117
BRASCAN CORP LTD VTG COM 10549P606 640 31,595 SH DEF 6 1,230 30,365
***BRASCAN CORP COM 10549P606 42 2,125 SH DEF 12 2,125
BRASIL TELE PART SA ADR 105530109 2,015 90,739 SH DEF 3 90,739
BRASS EAGLE COM 10553F106 707 109,100 SH DEF 6 105,000 4,100
BRAZIL FUND UNIT 105759104 13 1,500 SH DEF 12 1,500
BRIGGS & STRATTON CORP COM 109043109 274 7,300 SH DEF 3 7,300
BRIGGS & STRATTON COR COM 109043109 2,219 59,192 SH DEF 6 58,972 140 80
BRIGGS & STRATTON CORP COM 109043109 95 2,540 SH DEF 12 2,540
BRIGHTPOINT COM 109473405 1 574 SH DEF 12 574
BRILLANCE CHINA AUTOMOTIVE HLDG LTD COM 10949Q105 6 500 SH DEF 3 500
BRINKER INTERNATIONAL COM 109641100 244 9,407 SH DEF 12 9,407
BRINKER INTERNATIONAL CONV 109641AC4 2 3,000 PRN DEF 12 3,000
BRISTOL-MYERS SQUIBB COM 110122108 1,091 45,846 SH DEF 1 45,846
BRISTOL-MYERS SQUIBB CO. COM 110122108 4,613 193,823 SH DEF 2 189,123 4,700
BRISTOL MYERS SQUIBB CO COM 110122108 5,427 228,028 SH DEF 3 223,528 4,500
BRISTOL MYERS COM 110122108 6,818 286,467 SH DEF 4 286,467
BRISTOL MYERS SQUIBB CO COM 110122108 576 24,220 SH DEF 5 18,000 6,220
BRISTOL MYERS SQUIBB COM 110122108 22,751 956,153 SH DEF 6 891,438 64,715
BRISTOL-MYERS SQUIBB CO. COM 110122108 10 400 SH DEF 7 400
BRISTOL-MYERS SQUIBB CO. COM 110122108 990 41,600 SH DEF 8 41,600
BRISTOL-MYERS SQUIBB CO. COM 110122108 860 36,152 SH DEF 9 15,345 20,807
BRISTOL-MYERS SQUIBB CO. COM 110122108 8,330 350,000 SH DEF 10 350,000
BRISTOL MYERS SQUIBB CO COM 110122108 693 29,136 SH DEF 11 17,205 100
BRISTOL MYERS SQUIBB CO COM 110122108 17,648 741,521 SH DEF 12 741,521
BRISTOL-MYERS SQUIBB CO. COM 110122108 9,179 243,200 SH DEF 15 243,200
BRITISH AIRWAYS PLC COM 110419306 14 900 SH DEF 6 900
BRITISH AMERICAN TOBACCO PLC ADR 110448107 3 150 SH DEF 2 150
BRITISH ENERGY PLC ADR 110793304 1 1,730 SH DEF 2 1,730
BRITTON & KOONTZ CAPITAL CORP COM 111091104 3 200 SH DEF 12 200
BROADBAND HOLDRS TR COM 11130P104 42 6,900 SH DEF 12 6,900
BROADCOM CORP COM 111320107 36 3,385 SH DEF 12 3,385
BROADVISION COM 111412607 3 2,545 SH DEF 12 2,545
BROADWING COMMUNICATIONS COM 11161P205 20 200 SH DEF 12 200
BROADWING COM 111620100 2,475 1,249,951 SH DEF 2 1,229,751 20,200
BROADWING COM 111620100 4,729 2,388,522 SH DEF 8 2,388,522
BROADWING INC. COM 111620100 30,233 15,269,300 SH DEF 10 15,269,300
BROADWING COM 111620100 201 101,551 SH DEF 12 101,551
BROADWING INC. COM 111620100 29,589 14,944,000 SH DEF 14 14,944,000
BROADWING PFD 111620407 24 2,100 SH DEF 12 2,100
BROADWING INC PFD 111620407 226 20,000 SH DEF 14 20,000
BROCADE COMMUNICATIONS SYS COM 111621108 25 3,381 SH DEF 12 3,381
BROOKLINE BANCORP DEL COM 11373M107 3845 327,210 SH DEF 7 327,210
BROOKS - PRI AUTOMATION COM 11442E102 1 89 SH DEF 12 89
BROWN & BROWN COM 115236101 69 2,310 SH DEF 12 2,310
BROWN FORMAN CORP. CL A COM 115637100 93 1,371 SH DEF 2 1,371
BROWN FORMAN CORP. CL A 115637100 195 1,800 SH DEF 15 1,800
BROWN FORMAN CORP. CL B COM 115637209 348 5,191 SH DEF 2 5,191
BROWN FORMAN CORP-CL B COM 115637209 537 8,015 SH DEF 12 8,015
TOM BROWN NEW COM 115660201 17 761 SH DEF 12 761
BROWN SHOE COM 115736100 4,973 277,800 SH DEF 6 267,600 10,200
BROWN SHOE COMPANY COM 115736100 15 848 SH DEF 12 848
BRUNSWICK CORP COM 117043109 4 190 SH DEF 6 190
BRUNSWICK CORP COM 117043109 69 3,290 SH DEF 12 3,290
BRUSH ENGINEERED MATERIALS COM 117421107 19 2,400 SH DEF 12 2,400
BRYN MAWR BANK CORP COM 117665109 55 1,400 SH DEF 12 1,400
BSQUARE CORP COM 11776U102 1 700 SH DEF 12 700
BUCKEYE PARTNERS L P UNIT COM 118230101 22 600 SH DEF 2 600
BUCKEYE PARTNERS LP COM 118230101 379 10,328 SH DEF 12 10,328
BUCKLE COM 118440106 6,396 318,200 SH DEF 6 311,500 6,700
BUDGET GROUP -CL A COM 119003101 1 23,195 SH DEF 12 23,195
BUILDING MATLS HLDG COM 120113105 2,519 215,300 SH DEF 6 207,700 7,600
BULL RUN CORP-GA COM 120182100 1 1,500 SH DEF 12 1,500
BURLINGTON COAT FACTORY COM 121579106 158 8,800 SH DEF 3 8,800
BURLINGTON COAT FAC COM 121579106 12,613 700,700 SH DEF 6 680,900 19,800
BURLINGTON NORTHERN SANTA FE CORP. COM 12189T104 611 25,548 SH DEF 2 24,348 1,200
BURLINGTON NORTHERN SANTA FE CORP COM 12189T104 9,102 380,500 SH DEF 3 375,100 5,400
BURLINGTON NORTHERN SANTA FE C COM 12189T104 999 41,774 SH DEF 5 25,974 15,800
BURLINGTN NRTHRN S F COM 12189T104 26,654 1,114,301 SH DEF 6 1,114,301
BURLINGTON NORTHERN SANTA FE COM 12189T104 911 38,080 SH DEF 12 38,080
BURLINGTON RESOURCES COM 122014103 191 4,977 SH DEF 2 4,280 697
BURLINGTON RES COM 122014103 4 100 SH DEF 6 100
BURLINGTON RESOURCES COM 122014103 1,424 37,130 SH DEF 12 37,130
BUSH INDS CL A 123164105 364 45,100 SH DEF 6 39,700 5,400
BUTLER MFG CO DEL COM 123655102 125 5,800 SH DEF 6 5,800
BUTLER MANUFACTURING CO COM 123655102 8 350 SH DEF 12 350
C & D TECHNOLOGIES COM 124661109 4 250 SH DEF 2 250
C&D TECHNOLOGIES COM 124661109 765 52,200 SH DEF 6 52,200
C & F FINANCIAL CORP COM 12466Q104 22 1,000 SH DEF 12 1,000
***CAE COM 124765108 2 668 SH DEF 12 668
CBL & ASSOCIATES PPTYS COM 124830100 3,115 80,380 SH DEF 3 34,280 46,100
CBL & ASSOCIATES PROPERTIES COM 124830100 47 1,200 SH DEF 12 1,200
CBL MED COM 124831108 0 900 SH DEF 6 900
CCC INFORMATION SERVICES GROUP COM 12487Q109 10 780 SH DEF 12 780
CCFNB BANCORP -PA COM 124880105 4 200 SH DEF 12 200
CBRL GROUP COM 12489V106 857 37,560 SH DEF 3 25,260 12,300
CBRL GROUP COM 12489V106 147 6,430 SH DEF 12 6,430
CCBT FINL COS COM 12500Q102 2,159 82,518 SH DEF 6 80,018 2,500
C-COR.NET COM 125010108 5 1,400 SH DEF 4 1,400
C COR.NET CORPORATION COM 125010108 6 1,600 SH DEF 12 1,600
C D I CORP COM 125071100 243 9,300 SH DEF 3 9,300
CDI CORP COM 125071100 101 3,875 SH DEF 12 3,875
CDW PUTER CENTERS COM 125129106 275 6,500 SH DEF 3 2,500 4,000
CDW COMPUTER CENTERS COM 125129106 4 100 SH DEF 12 100
CEC ENTERTAINMENT COM 125137109 8 225 SH DEF 12 225
CE FRANKLIN LTD COM 125151100 735 307,400 SH DEF 307,400
CH ENERGY GROUP COM 12541M102 345 7,343 SH DEF 12 7,343
CIGNA CORP. COM 125509109 329 4,650 SH DEF 2 4,650
CIGNA CORP COM 125509109 357 5,041 SH DEF 5 4,866 175
CIGNA CORP COM 125509109 18,714 264,988 SH DEF 6 248,548 16,440
CIGNA CORP COM 125509109 454 6,415 SH DEF 12 6,415
CIGNA CORP. COM 125509109 56 500 SH DEF 15 500
CIGNA HIGH OME SHARES-SBI UNIT 12551D109 40 17,300 SH DEF 12 17,300
CIM HIGH YIELD SECURITIES-SBI UNIT 125527101 3 1,000 SH DEF 12 1,000
CIT GROUP COM 125581108 10,687 594,400 SH DEF 8 594,400
CIT GROUP NEW COM 125581108 667 37,114 SH DEF 12 37,114
CIT GROUP INC. COM 125581108 26,610 1,480,000 SH DEF 14 1,480,000
CKE RESTAURANTS COM 12561E105 256 64,100 SH DEF 6 62,000 2,100
CLECO CORP COM 12561W105 10,391 771,400 SH DEF 6 749,300 22,100
CLECO CORP COM 12561W105 13 1,000 SH DEF 7 1,000
CLECO CORP HLDGS NEW COM 12561W105 1,370 101,679 SH DEF 12 101,679
CMGI COM 125750109 4 12,022 SH DEF 12 12,022
CMS ENERGY CORP COM 125896100 2 280 SH DEF 6 280
CMS ENERGY CORP COM 125896100 53 6,612 SH DEF 12 6,612
CMS ENERGY COM 125896100 5,858 730,000 SH DEF 13 730,000
CPI CORP COM 125902106 1,013 73,700 SH DEF 6 71,400 2,300
CPB COM 125903104 344 7,450 SH DEF 3 6,250 1,200
CPB COM 125903104 1,441 31,200 SH DEF 6 29,800 1,400
CSS INDS COM 125906107 90 2,500 SH DEF 6 2,500
CNB BANCORP -N Y COM 125915108 15 550 SH DEF 12 550
CPI AEROSTRUCTURES COM 125919308 24 4,180 SH DEF 12 4,180
CTB INTL CORP COM 125960104 1,253 98,000 SH DEF 6 97,000 1,000
CNA FINANCIAL CORP COM 126117100 61 2,450 SH DEF 12 2,450
CNB HOLDINGS -GA COM 12612F101 2 200 SH DEF 12 200
CN BANCORP COM 12612U108 1,400 100,000 SH DEF 12 100,000
CNF COM 12612W104 2,656 84,600 SH DEF 6 84,600
CNF COM 12612W104 17 545 SH DEF 12 545
CNS COM 126136100 996 173,500 SH DEF 6 167,700 5,800
CNET NETWORKS COM 12613R104 3,967 3,606,439 SH DEF 8 3,606,439
CNET NETWORKS, INC. COM 12613R104 14,300 13,000,000 SH DEF 10 13,000,000
CNET NETWORKS COM 12613R104 16 14,486 SH DEF 12 14,486
CPAC COM 126145101 438 78,300 SH DEF 6 75,100 3,200
CSG SYS INTL COM 126349109 8,906 817,100 SH DEF 6 794,800 22,300
CSG SYSTEMS INTERNATIONAL COM 126349109 102 9,380 SH DEF 12 9,380
C S P COM 126389105 3 933 SH DEF 12 933
C S X CORP. COM 126408103 777 29,454 SH DEF 2 29,454
CSX CORP COM 126408103 365 13,831 SH DEF 5 11,381 2,450
CSX CORP COM 126408103 9,910 375,650 SH DEF 6 375,650
CSX CORP COM 126408103 3,759 142,510 SH DEF 12 142,510
CT COMMUNICATIONS COM 126426402 29 2,000 SH DEF 12 2,000
CTS CORP COM 126501105 0 100 SH DEF 2 100
CUNO COM 126583103 1 20 SH DEF 12 20
CVF TECHNOLOGIES CORP COM 12660F102 4 14,000 SH DEF 12 14,000
CVS CORP. COM 126650100 204 8,040 SH DEF 2 8,040
CVS CORP COM 126650100 3,870 152,660 SH DEF 5 131,085 21,575
CVS CORP COM 126650100 4 150 SH DEF 6 150
CVS CORP COM 126650100 1,428 56,347 SH DEF 9 56,347
CVS CORP COM 126650100 2,482 97,903 SH DEF 12 97,903
CVS CORP. COM 126650100 6,251 155,500 SH DEF 15 155,500
CV THERAPEUTICS COM 126667104 13 600 SH DEF 2 600
CABLE & WIRELESS PUB LTD PLC ADR 126830207 6 1,050 SH DEF 2 1,050
CABELVISION SYSTEMS-HY GRP CL A 12686C109 1 150 SH DEF 4 150
CABLEVISION SYSTEMS CORP. CL A COM 12686C109 3 276 SH DEF 7 276
CABLEVISION SYSTEMS CORP-CL A COM 12686C109 244 26,916 SH DEF 12 26,916
CABLE DESIGN TECHNOLOGIES CORP. COM 126924109 5 750 SH DEF 2 750
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 157 25,725 SH DEF 12 25,725
CABOT CORP COM 127055101 2,945 140,250 SH DEF 6 140,250
CABOT CORP COM 127055101 87 4,140 SH DEF 12 4,140
CABOT OIL & GAS CORP COM 127097103 194 9,000 SH DEF 2 9,000
CABOT MICROELECTRONICS CORP COM 12709P103 6 160 SH DEF 4 160
CABOT MICROELECTRONICS CORP COM 12709P103 13 342 SH DEF 12 342
CACI INTERNATIONAL -CL A COM 127190304 441 12,440 SH DEF 12 12,440
CADBURY SCHWEPPES P L C ADR 127209302 1,025 38,420 SH DEF 2 37,520 900
CADBURY SCHWEPPES P L COM 127209302 5,667 211,501 SH DEF 6 174,826 36,675
CADBURY SCHWEPPES P L C ADR 127209302 3 120 SH DEF 7 120
CADENCE DESIGN SYSTEM COM 127387108 1,416 139,200 SH DEF 3 109,600 29,600
CADENCE DESIGN SYSTEMS COM 127387108 29,493 2,900,000 SH DEF 8 2,900,000
CADENCE DESIGN SYSTEMS COM 127387108 115 11,271 SH DEF 12 11,271
CADMUS MUNICATION COM 127587103 416 43,200 SH DEF 6 43,200
CAL DIVE INTERNATIONAL COM 127914109 20 1,000 SH DEF 12 1,000
CALAMOS CONVERTIBLE UNIT 128117108 500 35,066 SH DEF 12 35,066
CALCASIEU REAL ESTATE & OIL CO COM 128685203 8 1,684 SH DEF 12 1,684
CALGON CARBON CORP COM 129603106 5 800 SH DEF 12 800
CALIFORNIA AMPLIFIER COM 129900106 182 51,100 SH DEF 6 46,900 4,200
CALIFORNIA FIRST NTN COM 130222102 698 51,700 SH DEF 6 46,200 5,500
CALIFORNIA PIZZA KITCHEN COM 13054D109 72 3,150 SH DEF 12 3,150
CALIFORNIA WATER SERVICE GROUP COM 130788102 299 11,726 SH DEF 12 11,726
CALLAWAY GOLF CO COM 131193104 161 15,505 SH DEF 12 15,505
CALPINE CORP. COM 131347106 1 529 SH DEF 2 529
CALPINE CORP COM 131347106 40 16,100 SH DEF 5 16,100
CALPINE CORP COM 131347106 2,784 1,127,482 SH DEF 6 1,063,627 63,855
CALPINE CORP. COM 131347106 374 151,396 SH DEF 8 151,396
CALPINE CORP. COM 131347106 11,609 4,700,000 SH DEF 10 4,700,000
CALPINE CORP COM 131347106 746 302,169 SH DEF 12 302,169
CALPINE CORP COM 131347106 20 5,000 SH DEF 15 5,000
CALPINE CORP COM 131347106 30 12,000 SH DEF 12,000
CALPINE CAP TR II PFD CONV PFD 13134E309 3 300 SH DEF 12 300
CALPINE CAP TRUST III PFD 13134R300 1 95 SH DEF 12 95
CAMBIOR COM 13201L103 10 10,000 SH DEF 12 10,000
CAMBRIDGE BANCORP COM 132152109 7 198 SH DEF 12 198
CAMCO FINL CORP COM 132618109 2 122 SH DEF 2 122
CAMCO FINL CORP COM 132618109 1,325 100,600 SH DEF 6 97,500 3,100
CAMDEN NATL CORP COM 133034108 1,162 44,700 SH DEF 6 44,700
CAMDEN NATIONAL CORP COM 133034108 338 13,000 SH DEF 12 13,000
CAMDEN PROPERTY TRUST COM 133131102 1,859 56,066 SH DEF 9 500 55,566
CAMDEN PROPERTY TRUST-SBI COM 133131102 1,807 54,506 SH DEF 12 54,506
CAMPBELL SOUP CO COM 134429109 2 100 SH DEF 6 100
CAMPBELL SOUP CO COM 134429109 268 12,160 SH DEF 12 12,160
***CANADA LIFE FINANCIAL CORP COM 135113108 18 906 SH DEF 12 906
***CANADA SOUTHERN PETROLEUM COM 135231108 1 400 SH DEF 12 400
***CANADIAN 88 ENERGY CORP NEW COM 13566G509 6 4,000 SH DEF 12 4,000
CANADIAN INTL POWER LTD COM 136159100 0 1,000 SH DEF 2 1,000
CANADIAN NATIONAL RAILROAD COM 136375102 37 1,000 SH DEF 2 1,000
***CANADIAN NATIONAL RAILWAY COM 136375102 159 4,260 SH DEF 12 4,260
CANADIAN NATURAL RESOURCES LTD COM 136385101 6 200 SH DEF 3 200
***CANADIAN PACIFIC RAILWAY COM 13645T100 26 1,447 SH DEF 12 1,447
CANDELA CORP COM 136907102 84 21,100 SH DEF 6 21,100
CANCER DIAGNOSTICS COM 137385100 0 3,000 SH DEF 2 3,000
CANNONDALE CORP COM 137798104 3 1,600 SH DEF 12 1,600
CANON - SPON ADR ADR 138006309 756 23,725 SH DEF 2 23,025 700
CANON ADR COM 138006309 3,602 112,842 SH DEF 6 100,875 11,967
CANON - SPON ADR ADR 138006309 5 163 SH DEF 7 163
CANYON RESOURCES CORP COM 138869300 5 2,500 SH DEF 12 2,500
CAPACTIVE DEIONIZATION TECH COM 139161103 13 20,000 SH DEF 5 20,000
CAPITAL AUTOMOTIVE REIT COM 139733109 6,690 267,830 SH DEF 3 243,580 24,250
CAPITAL AUTOMOTIVE REIT-SBI COM 139733109 55 2,200 SH DEF 12 2,200
CAPITAL BK CORP COM 139793103 7 500 SH DEF 12 500
CAPITL CORP OF THE W COM 140065103 433 22,821 SH DEF 6 22,821
CAPITAL CROSSING BK COM 140071101 1,543 70,300 SH DEF 6 68,600 1,700
CAPITAL CROSSING BANK COM 140071101 11 500 SH DEF 12 500
CAPITAL ONE FINANCIAL CORP. COM 14040H105 42 1,200 SH DEF 2 1,200
CAPITAL ONE FINANCIAL CORP COM 14040H105 2,389 68,400 SH DEF 3 68,400
CAPITAL ONE FINANCIAL CORP. COM 14040H105 82,792 2,370,900 SH DEF 8 2,370,900
CAPITAL ONE FINANCIAL CORP. COM 14040H105 154,675 4,429,400 SH DEF 10 4,429,400
CAPITAL ONE FINANCIAL CORP COM 14040H105 457 13,089 SH DEF 11 13,089
CAPITAL ONE FINANCIAL CORP COM 14040H105 3,058 87,575 SH DEF 12 87,575
CAPITAL ONE FINANCIAL CORP PFD 14040H204 6 200 SH DEF 12 200
CAPITAL BANCORP LTD COM 14056D105 2,000 114,800 SH DEF 6 111,800 3,000
CAPITOL FEDERAL FINANCIAL COM 14057C106 0 0 SH DEF 9
CAPITOL FEDERAL FINANCIAL COM 14057C106 22 1,000 SH DEF 12 1,000
CAPSTONE TURBINE CORP COM 14067D102 8 13,048 SH DEF 12 13,048
CAPSTEAD MTG CORP COM 14067E506 48 2,342 SH DEF 12 2,342
CAPTARIS COM 14071N104 3 1,500 SH DEF 12 1,500
CARACO PHARMACEUTICAL COM 14075T107 4 2,000 SH DEF 12 2,000
CARAUSTER INDUSTRIES COM 140909102 106 11,300 SH DEF 3 11,300
CARAUSTAR INDUSTRIES COM 140909102 11 1,200 SH DEF 12 1,200
CARDIAC SCIENCE NEW COM 141410209 114 57,530 SH DEF 12 57,530
CARDINAL FINANCIAL CORP COM 14149F109 3 794 SH DEF 12 794
CARDINAL HEALTH COM 14149Y108 1,885 30,301 SH DEF 2 28,237 2,064
CARDINAL HEALTH NASD INDL COM 14149Y108 3,300 53,050 SH DEF 3 51,950 1,100
CARDINAL HEALTH COM 14149Y108 54 864 SH DEF 4 864
CARDINAL HEALTH COM 14149Y108 792 12,730 SH DEF 5 10,855 1,875
CARDINAL HEALTH COM 14149Y108 63 1,012 SH DEF 7 1,012
CARDINAL HEALTH COM 14149Y108 2,740 44,051 SH DEF 12 44,051
CARDIODYNAMICS INTERNATIONAL COM 141597104 3 1,000 SH DEF 12 1,000
CARDIOGENESIS CORP COM 14159W109 11 12,000 SH DEF 12 12,000
CAREER EDUCATION CORP COM 141665109 152 3,170 SH DEF 12 3,170
CAREADVANTAGE NEW COM 14166N209 4 166,667 SH DEF 12 166,667
CAREMARK RX COM 141705103 117,412 6,906,569 SH DEF 8 6,906,569
CAREMARK RX, INC. COM 141705103 81,600 4,800,000 SH DEF 10 4,800,000
CAREMARK RX COM 141705103 545 32,048 SH DEF 12 32,048
CARLISLE COS COM 142339100 1,221 33,300 SH DEF 3 20,100 13,200
CARLISLE COMPANIES COM 142339100 7 200 SH DEF 12 200
CARMAX INC COM 143130102 941 40,000 SH DEF 40,000
CARNEGIE INTERNATIONAL CORP COM 143500106 1 27,000 SH DEF 12 27,000
CARNIVAL CORP. COM 143658102 602 24,000 SH DEF 1 24,000
CARNIVAL CORP. COM 143658102 20 800 SH DEF 2 800
CARNIVAL COM 143658102 11 450 SH DEF 4 450
CARNIVAL CORP COM 143658102 1,294 51,550 SH DEF 5 51,550
CARNIVAL CRUISE LINE COM 143658102 14,677 588,057 SH DEF 6 530,862 57,195
***CARNIVAL CORP-CL A COM 143658102 4,924 196,185 SH DEF 12 196,185
CARNIVAL CORP. COM 143658102 80 2,000 SH DEF 15 2,000
CARRIAGE SVCS COM 143905107 834 274,300 SH DEF 6 263,700 10,600
CARPENTER TECHNOLOGY CORP COM 144285103 47 3,600 SH DEF 12 3,600
CARRAMERICA REALTY CORP COM 144418100 2,978 118,324 SH DEF 12 118,324
CARREKER CORPORATION COM 144433109 13 2,100 SH DEF 12 2,100
CARRIER ACCESS CORP. COM 144460102 0 425 SH DEF 2 425
CARRIZO OIL & CO COM 144577103 347 82,500 SH DEF 6 76,200 6,300
CARROLLTON BANCORP-MD COM 145282109 48 3,598 SH DEF 12 3,598
CASCADE BANCORP COM 147154108 4277 313,569 SH DEF 7 313,569
CASCADE CORP COM 147195101 6,547 468,489 SH DEF 6 458,337 881 9,271
CASCADE FINL CORP COM 147272108 738 68,300 SH DEF 7 68,300
CASCADE NATURAL GAS CORP COM 147339105 10 526 SH DEF 2 526
CASCADE NATURAL GAS CORP COM 147339105 2 100 SH DEF 12 100
CASELLA WASTE SYSTEMS -CL A COM 147448104 3 500 SH DEF 12 500
CASH AMER INTL COM 14754D100 287 35,000 SH DEF 3 35,000
CASH AMER INTL COM 14754D100 1,267 154,700 SH DEF 6 154,700
CASS INFORMATION SYS COM 14808P109 125 5,400 SH DEF 6 5,400
A M CASTLE & CO COM 148411101 5 667 SH DEF 12 667
CASTLE CONVERTIBLE FUND UNIT 148443104 24 1,100 SH DEF 12 1,100
CASTLE ENERGY CORP NEW COM 148449309 29 7,500 SH DEF 12 7,500
CATELLUS DEVELOPMENT CORP COM 149111106 2,338 126,710 SH DEF 3 124,110 2,600
CATERPILLAR COM 149123101 74 2,000 SH DEF 2 2,000
CATERPILLAR COM 149123101 14,019 376,660 SH DEF 6 376,660
CATERPILLAR COM 149123101 1,601 43,019 SH DEF 9 1,050 41,969
CATERPILLAR COM 149123101 3,953 106,218 SH DEF 12 106,218
CATERPILLAR COM 149123101 3,158 53,500 SH DEF 15 53,500
CATO CORP -CL A COM 149205106 207 10,900 SH DEF 3 2,400 8,500
CATO CORP CL A 149205106 6,060 319,300 SH DEF 6 309,100 10,200
CATO CORP CL A COM 149205106 19 1,000 SH DEF 12 1,000
CEDAR FAIR L.P. DEP REC COM 150185106 37 1,600 SH DEF 2 1,600
CEDAR FAIR LP-DEP RCPTS REPSTG COM 150185106 254 10,885 SH DEF 12 10,885
CELL GENESYS COM 150921104 14 1,200 SH DEF 2 1,200
CELL GENESYS COM 150921104 22,746 1,887,644 SH DEF 8 1,887,644
CELL GENESYS, INC. COM 150921104 25,305 2,100,000 SH DEF 10 2,100,000
CELL GENESYS COM 150921104 7,546 626,222 SH DEF 12 626,222
CELLSTAR CORP COM 150925204 9 2,898 SH DEF 12 2,898
CELESTICA COM 15101Q108 2,679 204,490 SH DEF 3 196,950 7,540
***CELESTICA COM 15101Q108 39 3,000 SH DEF 12 3,000
CELGENE CORP COM 151020104 19 1,155 SH DEF 12 1,155
CELSION CORP COM 15117N107 4 10,500 SH DEF 12 10,500
CEMEX SA SPON ADR 5 ORD ADR 151290889 7,917 379,694 SH DEF 3 379,694
CENDANT CORP. COM 151313103 18 1,637 SH DEF 2 1,637
CENDANT COM 151313103 5,223 485,413 SH DEF 4 485,413
CENDANT CORP COM 151313103 197 18,297 SH DEF 5 18,297
CENDANT CORP COM 151313103 3,577 332,462 SH DEF 6 332,462
CENDANT CORP COM 151313103 187 17,350 SH DEF 11 2,850
CENDANT CORP COM 151313103 3,903 362,693 SH DEF 12 362,693
CENDANT COM 151313103 141 12,900 SH DEF 12,900
CENTENNIAL BANCORP COM 15133T104 1,532 176,467 SH DEF 6 174,067 2,400
CENTER TR COM 151845104 1 180 SH DEF 12 180
CENTERPOINT PROPERTIES CORP. COM 151895109 56 1,000 SH DEF 2 1,000
CENTEX CORP COM 152312104 701 15,809 SH DEF 12 15,809
CENTEX CONSTRN PRODS COM 15231R109 359 10,060 SH DEF 3 8,260 1,800
CENTEX CONSTR PROD COM 15231R109 2,106 59,000 SH DEF 6 56,400 2,600
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 11 300 SH DEF 12 300
CENTRAIS ELETRICAS BRASILEIRAS S.A. ADR 15234Q207 1 310 SH DEF 2 310
***CENTRAL FUND OF CANADA LTD COM 153501101 156 35,600 SH DEF 12 35,600
CENTRAL GARDEN&PET COM 153527106 3,460 202,200 SH DEF 6 197,100 5,100
CENTRAL PARKING CORP COM 154785109 1,229 61,000 SH DEF 3 48,300 12,700
CENTRAL PARKING CORP COM 154785109 107 5,318 SH DEF 12 5,318
CENTRAL PARKING FIN TR 5.25% PFD 154787303 64 3,600 SH DEF 12 3,600
CENTRAL VERMONT PUB SVC CORP. COM 155771108 21 1,200 SH DEF 2 1,200
CENTRAL VT PUB SVC COM 155771108 2,348 133,200 SH DEF 6 128,400 4,800
CENTRAL VERMONT PUB SVC CORP COM 155771108 42 2,400 SH DEF 12 2,400
CENTRAL VIRGINIA BANKSHARES COM 155792104 26 1,800 SH DEF 12 1,800
CENTURA SOFTWARE CORP COM 15640W103 0 500 SH DEF 2 500
CENTURY ALUM CO COM 156431108 4,404 609,593 SH DEF 6 596,978 1,525 11,090
CENTURY BANCORP CL A 156432106 138 5,200 SH DEF 6 5,200
CENTURY BUSINESS SERVICES COM 156490104 155 58,591 SH DEF 12 58,591
CENTURY TECHNOLOGIES COM 156684102 0 1,400 SH DEF 15 1,400
CENTURYTEL COM 156700106 10,965 488,840 SH DEF 3 427,840 61,000
CENTURYTEL COM 156700106 5,505 245,430 SH DEF 6 245,430
CENTURYTEL COM 156700106 2,781 123,978 SH DEF 12 123,978
CENTURYTEL INC COM 156700106 214 9,200 SH DEF 9,200
CEPHALON COM 156708109 45 1,100 SH DEF 3 1,100
CEPHALON COM 156708109 3 80 SH DEF 12 80
CERADYNE -CALIF COM 156710105 3 500 SH DEF 12 500
CERES GROUP COM 156772105 1,267 656,400 SH DEF 6 634,300 22,100
CERIDIAN CORP COM 156779100 7 500 SH DEF 2 500
CERIDIAN CORP COM 156779100 5,932 416,300 SH DEF 3 323,200 93,100
CERIDIAN CORP COM 156779100 49 3,410 SH DEF 6 3,410
CERIDIAN CORP COM 156779100 45,488 3,192,136 SH DEF 8 3,192,136
CERIDIAN CORPORATION COM 156779100 42,750 3,000,000 SH DEF 10 3,000,000
CERIDIAN CORP COM 156779100 226 15,855 SH DEF 12 15,855
CERIDIAN CORP. COM 156779100 77 3,400 SH DEF 15 3,400
CERNER CORP. COM 156782104 141 4,000 SH DEF 2 4,000
CERNER CORP COM 156782104 44 1,254 SH DEF 12 1,254
CERTEGY INC. COM 156880106 1,347 67,000 SH DEF 1 5,000 62,000
CERTEGY COM 156880106 25,125 1,250,000 SH DEF 8 1,250,000
CERTEGY COM 156880106 312 15,521 SH DEF 12 15,521
CERUS CORP COM 157085101 4 250 SH DEF 2 250
CERUS CORP COM 157085101 10 600 SH DEF 12 600
CHALONE WINE GROUP LTD COM 157639105 6 717 SH DEF 12 717
CHAMPION ENTERPRISES COM 158496109 3 1,000 SH DEF 9 1,000
CHAMPION ENTERPRISES COM 158496109 1 400 SH DEF 12 400
CHANNELL L CORP COM 159186105 303 89,400 SH DEF 6 84,900 4,500
CHARLES & COLVARD LTD COM 159765106 8 2,000 SH DEF 12 2,000
CHARLES RIVER LABORATORIES COM 159864107 17,691 450,730 SH DEF 3 389,080 61,650
CHARTER ONE FINANCIAL COM 160903100 16,490 554,861 SH DEF 2 541,863 12,998
CHARTER ONE COM 160903100 10,831 364,440 SH DEF 4 364,440
CHARTER ONE FINL COM 160903100 3,291 110,725 SH DEF 5 88,376 22,349
CHARTER ONE FINL COM 160903100 15 493 SH DEF 6 493
CHARTER ONE FINANCIAL COM 160903100 365 12,275 SH DEF 11 2,619 7,705
CHARTER ONE FINANCIAL COM 160903100 2,489 83,733 SH DEF 12 83,733
CHARTER MUNICIPAL MORTGAGE COM 160908109 1,049 59,550 SH DEF 12 59,550
CHARLOTTE RUSSE HLD COM 161048103 2,373 249,800 SH DEF 6 241,200 8,600
CHARMING SHOPPES COM 161133103 11 1,700 SH DEF 12 1,700
CHARTER COMMUNICATIONS DEL COM 16117M107 90 48,407 SH DEF 12 48,407
CHARTWELL DIVID & OME FD COM 16139P104 42 5,324 SH DEF 12 5,324
CHASE INDUSTRIES COM 161568100 2,110 196,300 SH DEF 6 189,600 6,700
CHATEAU MUNITIES COM 161726104 16,358 619,387 SH DEF 2 611,770 7,617
CHATEAU COMMUNITIES COM 161726104 266 10,067 SH DEF 12 10,067
CHATTEM COM 162456107 3,146 77,040 SH DEF 3 60,990 16,050
CHECKERS DRIVE-IN RESTAURANTS COM 162809305 1 83 SH DEF 12 83
CHECKFREE CORP COM 162813109 2 180 SH DEF 6 180
CHECKFREE CORP NEW COM 162813109 4 316 SH DEF 7 316
CHECKFREE CORP COM 162813109 451 39,669 SH DEF 12 39,669
CHECKPOINT SYS NASD INDL COM 162825103 10,108 818,490 SH DEF 3 620,390 198,100
CHECKPOINT SYSTEMS COM 162825103 57 4,640 SH DEF 12 4,640
CHEESECAKE FACTORY COM 163072101 197 6,613 SH DEF 12 6,613
CHELSEA PROPERTY GROUP COM 163421100 6,746 199,870 SH DEF 3 196,770 3,100
CHELSEA PPTY GROUP COM 163421100 25 746 SH DEF 12 746
CHEMED CORP. COM 163596109 3 100 SH DEF 2 100
CHEMED CORP COM 163596109 12 400 SH DEF 12 400
CHEMICAL FINL CORP COM 163731102 4,644 160,919 SH DEF 6 157,019 3,900
CHEMICAL FINANCIAL CORP COM 163731102 489 16,959 SH DEF 12 16,959
CHENIERE ENERGY COM 16411R208 1 625 SH DEF 12 625
CHEROKEE COM 16444H102 1,582 98,100 SH DEF 6 94,700 3,400
CHESAPEAKE CORP COM 165159104 322 21,537 SH DEF 12 21,537
CHESAPEAKE ENERGY COM 165167107 18,638 2,823,900 SH DEF 6 2,749,400 74,500
CHESAPEAKE ENERGY CORP COM 165167107 258 39,060 SH DEF 12 39,060
CHESAPEAKE FINANCIAL SHARES COM 16517A109 11 432 SH DEF 12 432
CHEUNG KONG HONG KONG ADR 166744201 440 69,783 SH DEF 2 69,783
CHEVRON CORP. COM 166751107 2,834 40,929 SH DEF 9 646 40,283
CHEVRONTEXACO CORP. COM 166764100 1,511 21,815 SH DEF 1 21,815
CHEVRONTEXACO CORP COM 166764100 19,127 276,202 SH DEF 2 272,879 3,323
CHEVRONTEXACO CORP COM 166764100 9,785 141,296 SH DEF 3 138,609 2,687
CHEVRON TEXACO COM 166764100 11 165 SH DEF 4 165
CHEVRONTEXACO CORP COM 166764100 6,167 89,052 SH DEF 5 80,223 8,829
CHEVRONTEXACO CORP COM 166764100 25,915 374,223 SH DEF 6 374,223
CHEVRONTEXACO CORP COM 166764100 817 11,796 SH DEF 7 11,796
CHEVRONTEXACO CORP COM 166764100 920 13,284 SH DEF 11 8,314 1,687
CHEVRONTEXACO CORP COM 166764100 17,417 251,502 SH DEF 12 251,502
CHEVRONTEXACO CORP COM 166764100 545 4,959 SH DEF 15 4,959
CHICO'S FAS COM 168615102 57 3,600 SH DEF 2 3,600
CHICOS FAS COM 168615102 175 11,000 SH DEF 12 11,000
CHIEF CONSOLIDATED MINING CO COM 168628105 2 8,000 SH DEF 12 8,000
CHILE FUND UNIT 168834109 3 391 SH DEF 12 391
CHILDRENS PL RETAIL S COM 168905107 7,063 710,302 SH DEF 6 692,512 550 17,240
CHINA MOBILE HK LTD - SP ADR 16941M109 2,407 213,000 SH DEF 3 213,000
CHINA UNI -ADR ADR 16945R104 1,478 250,000 SH DEF 3 250,000
CHOICE HOTELS INTL COM 169905106 31 1,350 SH DEF 2 1,350
CHOICE HOTELS INTL COM 169905106 193 8,365 SH DEF 3 8,365
CHOICE HOTELS INTERNATIONAL COM 169905106 78 3,364 SH DEF 12 3,364
WTS CHIQUITA BRANDS INTL WARRANTS 170032114 24 5,443 WT DEF 12 5,443
CHIQUITA BRANDS INTL NEW COM 170032809 0 29 SH DEF 2 29
CHIQUITA BRANDS INTL COM 170032809 5 321 SH DEF 12 321
CHIRON CORP.DEL COM 170040109 1 16 SH DEF 2 16
CHIRON CORP NASD INDL COM 170040109 2,030 58,100 SH DEF 3 58,100
CHIRON COM 170040109 24 675 SH DEF 4 675
CHIRON CORP COM 170040109 130 3,727 SH DEF 12 3,727
CHOICECARE COM 170383103 2 208 SH DEF 2 208
CHOICEPOINT COM 170388102 119 3,340 SH DEF 12 3,340
CHORDIANT SOFTWARE COM COM 170404107 2 2,180 SH DEF 12 2,180
CHRISTOPHER & BANKS CORP COM 171046105 15 600 SH DEF 12 600
CHROMCRAFT REVINGTON COM 171117104 1,668 126,100 SH DEF 6 122,300 3,800
CHROMAVISION MEDICAL SYSTEMS COM 17111P104 12 8,500 SH DEF 12 8,500
CHUBB CORP. COM 171232101 472 8,600 SH DEF 1 8,600
CHUBB CORP. COM 171232101 1,889 34,451 SH DEF 2 32,651 1,800
CHUBB COM 171232101 14 260 SH DEF 4 260
CHUBB CORP COM 171232101 1,131 20,620 SH DEF 5 14,870 5,750
CHUBB CORP COM 171232101 621 11,330 SH DEF 6 11,330
CHUBB CORP. COM 171232101 110 2,000 SH DEF 9 2,000
CHUBB CORP COM 171232101 2,142 39,059 SH DEF 12 39,059
CHURCH & DWIGHT CO COM 171340102 133 4,000 SH DEF 12 4,000
CHURCHILL DOWNS COM 171484108 84 2,300 SH DEF 12 2,300
CIBER COM 17163B102 1,692 291,200 SH DEF 3 230,600 60,600
CIBER COM 17163B102 136 23,462 SH DEF 12 23,462
CIENA CORP COM 171779101 123 41,405 SH DEF 6 41,405
CIENA CORP. COM 171779101 1 267 SH DEF 7 267
CIENA CORP COM 171779101 103 34,629 SH DEF 12 34,629
CIMA LABS COM 171796105 4 145 SH DEF 12 145
CIGNA INVESTMENT SECURITIES UNIT 17179X106 30 1,775 SH DEF 12 1,775
CINNATI FINANCIAL CORP. COM 172062101 16,074 451,769 SH DEF 2 449,713 2,056
CINNATI FINL CORP COM 172062101 3 80 SH DEF 6 80
CINNATI FINANCIAL CORP. COM 172062101 2 44 SH DEF 7 44
CINNATI FINANCIAL CORP COM 172062101 1,787 50,237 SH DEF 12 50,237
CINNATI GAS & ELEC 8.28% PFD PFD 172070831 5 200 SH DEF 2 200
CINNATI MICROWAVE COM 172167108 0 204 SH DEF 2 204
CINERGY CORP. COM 172474108 909 28,927 SH DEF 2 28,927
CINERGY CORP COM 172474108 3 80 SH DEF 6 80
CINERGY CORP COM 172474108 1,454 46,257 SH DEF 12 46,257
CINERGY CORP COM 172474108 3,455 110,000 SH DEF 13 110,000
CIRCUIT CITY STORES INC. COM 172737108 6,728 444,100 SH DEF 10 444,100
CIRCUIT CITY STORES COM 172737108 5,317 350,970 SH DEF 12 350,970
CIRCUIT CITY STORES INC COM 172737108 458 20,000 SH DEF 20,000
CIRCUIT CITY STORES COM 172737306 2,250 140,200 SH DEF 12 140,200
CIRCOR INTL COM 17273K109 2 150 SH DEF 2 150
CIRRUS LOGIC COM 172755100 2 895 SH DEF 4 895
CIRRUS LOGIC COM 172755100 5 2,000 SH DEF 12 2,000
CISCO SYSTEMS COM 17275R102 19,142 1,826,562 SH DEF 1 23,000 1,803,562
CISCO SYSTEMS COM 17275R102 3,322 316,979 SH DEF 2 301,642 15,337
CISCO SYSTEMS COM 17275R102 26,690 2,546,798 SH DEF 3 2,500,998 45,800
CISCO SYSTEMS COM 17275R102 6,618 631,504 SH DEF 4 631,504
CISCO SYSTEMS COM 17275R102 230 21,981 SH DEF 5 18,336 3,645
CISCO SYSTEMS COM 17275R102 89 8,449 SH DEF 7 8,449
CISCO SYSTEMS COM 17275R102 381 36,341 SH DEF 9 4,002 32,339
CISCO SYSTEMS COM 17275R102 351 33,447 SH DEF 11 27,614 873
CISCO SYSTEMS COM 17275R102 10,082 962,029 SH DEF 12 962,029
CISCO SYSTEMS COM 17275R102 5,502 333,420 SH DEF 15 333,420
CISCO SYSTEMS PLC COM 17275R102 321 28,560 SH DEF 28,560
CINTAS CORP COM 172908105 23,068 550,278 SH DEF 2 538,445 11,833
CINTAS CORP COM 172908105 228 5,445 SH DEF 11 5,445
CINTAS CORP COM 172908105 270 6,432 SH DEF 12 6,432
CITIGROUP COM 172967101 3,105 104,725 SH DEF 1 104,725
CITIGROUP COM 172967101 15,740 530,852 SH DEF 2 516,620 14,232
CITIGROUP COM 172967101 56,140 1,893,408 SH DEF 3 1,858,808 34,600
CITIGROUP COM 172967101 30 1,027 SH DEF 4 1,027
CITIGROUP COM 172967101 6,374 214,980 SH DEF 5 172,478 42,502
CITIGROUP COM 172967101 42,925 1,447,737 SH DEF 6 1,412,737 35,000
CITIGROUP COM 172967101 235 7,910 SH DEF 7 7,910
CITIGROUP COM 172967101 150,804 5,086,155 SH DEF 8 5,086,155
CITIGROUP COM 172967101 4,432 149,477 SH DEF 9 26,744 122,733
CITIGROUP INC. COM 172967101 272,961 9,206,100 SH DEF 10 9,206,100
CITIGROUP COM 172967101 2,120 71,503 SH DEF 11 55,300 4,639
CITIGROUP COM 172967101 29,710 1,002,016 SH DEF 12 1,002,016
CITIGROUP COM 172967101 10,395 221,357 SH DEF 15 221,357
CITIGROUP INC COM 172967101 272 9,400 SH DEF 9,400
CITIGROUP CAP IV TR PFD SEC 6.85% PFD 17305J203 50 2,000 SH DEF 7 2,000
CITIZENS BKG CORP. COM 174420109 30 1,236 SH DEF 2 1,236
CITIZENS BKG CORP COM 174420109 5,390 223,000 SH DEF 6 221,200 1,800
CITIZENS BANKING CORP COM 174420109 9 384 SH DEF 12 384
CITIZENS MUNICATIONS CO COM 17453B101 126 18,637 SH DEF 2 18,637
CITIZENS UTILS CO DEL CL B NASD INCOM 17453B101 35 5,100 SH DEF 3 5,100
CITIZENS MUN CO CL B 17453B101 4 590 SH DEF 6 590
CITIZENS COMMUNICATIONS CO COM 17453B101 153 22,541 SH DEF 12 22,541
CITIZENS FINANCIAL CORP-ELKINS COM 17461K101 37 1,150 SH DEF 12 1,150
CITIZENS NATIONAL BANK OF COM 176000107 46 325 SH DEF 12 325
CITIZENS SOUTH BANKING CORP COM 176680106 3 121 SH DEF 12 121
CITRIX SYSTEMS COM 177376100 15 2,500 SH DEF 2 2,500
CITRIX SYS COM 177376100 27,825 4,617,269 SH DEF 6 4,531,099 3,020 83,150
CITRIX SYSTEMS COM 177376100 19 3,102 SH DEF 12 3,102
CITY HLDGS CO COM 177835105 106 4,100 SH DEF 3 4,100
CITY HOLDING CO COM 177835105 89 3,450 SH DEF 12 3,450
CITY INVESTING CO LIQ TR UNIT BEN INCOM 177900107 1 500 SH DEF 2 500
CITY INVESTING LIQUIDATING COM 177900107 1 588 SH DEF 12 588
CITY NATL CORP NASD BK INS COM 178566105 89 1,900 SH DEF 3 1,900
CITY NATIONAL CORP. COM 178566105 1990 42,550 SH DEF 7 42,550
CITY NATIONAL CORP COM 178566105 47 1,012 SH DEF 12 1,012
CLAIRE'S STORES COM 179584107 0 0 SH DEF 9
CLAIRES STORES (FLA) COM 179584107 7 300 SH DEF 12 300
CLARCOR COM 179895107 100 3,248 SH DEF 2 2,000 1,248
CLARCOR COM 179895107 822 26,781 SH DEF 12 26,781
CLARUS CORP. COM 182707109 11 2,200 SH DEF 2 200 2,000
CLARUS CORP DEL COM 182707109 2 400 SH DEF 12 400
CLAYTON HOMES COM 184190106 120 10,900 SH DEF 2 10,900
CLAYTON HOMES COM 184190106 16,503 1,518,336 SH DEF 6 1,504,651 1,655 12,030
CLAYTON HOMES COM 184190106 61 5,574 SH DEF 12 5,574
CLEAN HARBORS COM 184496107 370 39,900 SH DEF 3 39,900
CLEAR CHANNEL MUNICATIONS COM 184502102 2 55 SH DEF 2 55
CLEAR CHANNEL MUNICATIONS COM 184502102 16 462 SH DEF 7 462
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,372 39,494 SH DEF 12 39,494
CLEAR CHANNEL MUNICTIONS COM 184502102 17 300 SH DEF 15 300
CLEARONE COMMUNICATIONS COM 185060100 3 1,000 SH DEF 12 1,000
CLEVELAND CLIFFS COM 185896107 43 1,800 SH DEF 12 1,800
***CLIFTON MINING CO COM 186904108 55 171,000 SH DEF 12 171,000
CLOROX CO. COM 189054109 76 1,900 SH DEF 2 400 1,500
CLOROX PANY COM 189054109 4 100 SH DEF 4 100
CLOROX CO COM 189054109 342 8,500 SH DEF 5 7,300 1,200
CLOROX CO. COM 189054109 377 9,388 SH DEF 9 9,388
CLOROX CO COM 189054109 1,397 34,760 SH DEF 12 34,760
CLOSURE MEDICAL CORP COM 189093107 13 1,200 SH DEF 12 1,200
***CLUBLINK CORP COM 18947K202 2 500 SH DEF 12 500
COACH COM 189754104 15 600 SH DEF 2 600
COACH COM 189754104 41 1,590 SH DEF 7 1,590
COACH COM 189754104 0 0 SH DEF 9
COACH COM 189754104 189 7,378 SH DEF 12 7,378
COACHMEN INDUSTRIES COM 189873102 3 200 SH DEF 12 200
COASTAL BANCORP COM 19041P105 2,004 72,500 SH DEF 6 70,500 2,000
COBIZ COM 190897108 2198 136,500 SH DEF 7 136,500
COBRA ELECTRS CORP COM 191042100 608 97,300 SH DEF 6 94,400 2,900
COCA COLA BOTTLING CO CONS COM 191098102 20 420 SH DEF 12 420
COCA COLA CO. COM 191216100 1,487 31,010 SH DEF 1 31,010
COCA COLA CO. COM 191216100 9,598 200,128 SH DEF 2 195,867 4,261
COCA COLA CO COM 191216100 18,757 391,103 SH DEF 3 383,103 8,000
COCA COLA COM 191216100 1,108 23,097 SH DEF 4 23,097
COCA COLA CO COM 191216100 1,225 25,542 SH DEF 5 20,038 5,504
COCA COLA CO. COM 191216100 465 9,700 SH DEF 7 9,700
COCA COLA CO. COM 191216100 123 2,565 SH DEF 9 700 1,865
COCA COLA CO COM 191216100 738 15,385 SH DEF 11 13,975 100
COCA COLA CO COM 191216100 23,083 481,296 SH DEF 12 481,296
COCA COLA CO. COM 191216100 3,497 45,985 SH DEF 15 45,985
COCA COLA COMPANY COM 191216100 172 3,550 SH DEF 3,550
COCA COLA ENTERPRISE COM 191219104 3 150 SH DEF 6 150
COCA COLA ENTERPRISES COM 191219104 450 21,195 SH DEF 12 21,195
COCA-COLA FEMSA S A DE C V SPNSR ADRADRS 191241108 4,081 214,700 SH DEF 3 214,700
CODDLE CREEK FINANCIAL CORP COM 191891100 9 300 SH DEF 12 300
COEUR D ALENE MINES CORP COM 192108108 2 1,300 SH DEF 12 1,300
COEUR D ALENE MINES CORP COM 192108108 24 15,000 SH DEF 15,000
COGNEX CORP COM 192422103 3 245 SH DEF 12 245
***COGNOS COM 19244C109 14 821 SH DEF 12 821
COHERENT COM 192479103 24 1,305 SH DEF 12 1,305
COHEN & STEERS QUALITY OME COM 19247L106 1,561 108,003 SH DEF 12 108,003
COHEN & STEERS TOTAL RETURN UNIT 19247R103 354 24,699 SH DEF 12 24,699
COHEN & STEERS PREMIUM OME UNIT 19247V104 929 61,961 SH DEF 12 61,961
COHEN & STEERS ADVANTAGE UNIT 19247W102 1,638 107,767 SH DEF 12 107,767
COHU COM 192576106 5 450 SH DEF 12 450
COINSTAR COM 19259P300 5 200 SH DEF 2 200
COINSTAR COM 19259P300 820 31,800 SH DEF 3 31,800
COLE NATIONAL CORP NEW-CL A COM 193290103 11 900 SH DEF 12 900
COLE KENNETH PRODTNS COM 193294105 200 9,860 SH DEF 3 9,860
COLGATE-PALMOLIVE CO. COM 194162103 16,428 304,509 SH DEF 1 8,500 296,009
COLGATE-PALMOLIVE CO. COM 194162103 6,120 113,446 SH DEF 2 110,921 2,525
COLGATE PALMOLIVE CO COM 194162103 3,911 72,498 SH DEF 3 71,098 1,400
COLGATE PALMOLIVE COM 194162103 56 1,042 SH DEF 4 1,042
COLGATE PALMOLIVE CO COM 194162103 388 7,200 SH DEF 5 6,600 600
COLGATE-PALMOLIVE CO. COM 194162103 809 15,000 SH DEF 7 15,000
COLGATE PALMOLIVE CO COM 194162103 2,280 42,254 SH DEF 11 36,045 249
COLGATE PALMOLIVE CO COM 194162103 5,477 101,511 SH DEF 12 101,511
COLGATE PALMOLIVE COM 194162103 111 1,300 SH DEF 15 1,300
COLLAGENEX PHARMACEUTICALS COM 19419B100 6 1,000 SH DEF 12 1,000
COLLINS & AIKMAN CORP NEW COM 194830204 2 500 SH DEF 12 500
COLLINS & AIKMAN CORP COM 194830204 10 1,000 SH DEF 1,000
COLLINS INDS COM 194858106 164 45,000 SH DEF 6 45,000
COLONIAL BANCGROUP COM 195493309 4,011 323,430 SH DEF 6 323,430
COLONIAL BANCGROUP COM 195493309 151 12,174 SH DEF 12 12,174
COLONIAL HIGH OME MUNICIPAL UNIT 195743109 40 5,897 SH DEF 12 5,897
COLONIAL INTERMARKET OME UNIT 195762109 46 5,700 SH DEF 12 5,700
COLONIAL INTERMEDIATE HIGH UNIT 195763107 103 36,500 SH DEF 12 36,500
COLONIAL INVESTMENT GRADE UNIT 195768106 123 11,200 SH DEF 12 11,200
COLONIAL MUNICIPAL OME UNIT 195799101 47 7,760 SH DEF 12 7,760
COLONIAL PROPERTIES TRUST COM 195872106 4,458 123,210 SH DEF 3 111,310 11,900
COLONIAL PROPERTIES TRUST COM 195872106 336 9,300 SH DEF 9 9,300
COLONIAL PROPERTIES TRUST COM 195872106 547 15,122 SH DEF 12 15,122
COLUMBIA BANCORP COM 197227101 2331 123,525 SH DEF 7 123,525
COLUMBIA BANCORP-MD COM 197227101 656 34,761 SH DEF 12 34,761
COLUMBIA BANCORP COM 197231103 133 10,000 SH DEF 6 10,000
COLUMBIA BKG SYS COM 197236102 1,805 163,095 SH DEF 6 158,395 4,700
COLUMBIA FINANCIAL CORP COM 197642101 4 200 SH DEF 12 200
COLUMBIA LABORATORIES COM 197779101 26 5,850 SH DEF 12 5,850
COLUMBUS MCKINNON COM 199333105 148 28,200 SH DEF 6 28,200
FORT SYS USA COM 199908104 1,440 473,700 SH DEF 6 458,400 15,300
COMFORT SYSTEMS USA COM 199908104 34 11,100 SH DEF 12 11,100
ARCO COM 200080109 380 70,200 SH DEF 6 67,700 2,500
CAST CORP. CLASS A COM 200300101 21 1,000 SH DEF 2 1,000
COMCAST CORP-CL A COM 200300101 147 6,915 SH DEF 12 6,915
CAST CORP. CL A SPECIAL COM 200300200 123 5,909 SH DEF 2 5,909
CAST CORP CL A SPL NASD INDL COM 200300200 1,690 81,000 SH DEF 3 81,000
CAST CORP SPECIAL CL A CL A 200300200 15 730 SH DEF 4 730
COST CORP CL A SPL COM 200300200 498 23,860 SH DEF 5 18,000 5,860
COMCAST CORP. CLASS A SPECIAL COM 200300200 1,385 66,413 SH DEF 10 66,413
COMCAST CORP-SPECIAL CL A COM 200300200 3,888 186,389 SH DEF 12 186,389
CAST CORP. CL A 200300200 69 2,100 SH DEF 15 2,100
ERICA COM 200340107 99 2,058 SH DEF 2 2,058
ERICA COM 200340107 943 19,550 SH DEF 6 19,550
ERICA COM 200340107 48 1,000 SH DEF 7 1,000
COMERICA COM 200340107 673 13,965 SH DEF 12 13,965
COMMERCE BANCORP -N.J. COM 200519106 182 4,396 SH DEF 12 4,396
MERCE BANCSHARES NASD BK IN COM 200525103 149 3,810 SH DEF 3 3,810
MERCE BANCSHARES COM 200525103 2 50 SH DEF 6 50
MERCE BANCSHARES COM 200525103 6026 154,239 SH DEF 7 154,239
COMMERCE BANCSHARES COM 200525103 127 3,244 SH DEF 12 3,244
MERCE GROUP COM 200641108 19,701 608,800 SH DEF 6 592,400 16,400
MERCE ONE NEW COM 200693208 0 30 SH DEF 2 30
COMMERCE ONE COM 200693208 9 3,003 SH DEF 12 3,003
MERCIAL FEDERAL CO COM 201647104 20,622 949,451 SH DEF 6 928,156 220 21,075
MERCIAL METALS CO COM 201723103 7,804 435,500 SH DEF 6 420,100 15,400
COMMERCIAL NET LEASE REALTY COM 202218103 2,251 139,667 SH DEF 12 139,667
MONWEALTH FEDERAL SAVINGS B CL B 20268X102 48 1,038 SH DEF 4 1,038
MONWEALTH TELEPHONE ENTER COM 203349105 7,194 206,910 SH DEF 3 183,710 23,200
MONWEALTH TEL COM 203349105 12,791 367,868 SH DEF 4 367,868
COMMONWEALTH TELEPHONE COM 203349105 1,368 39,345 SH DEF 12 39,345
MONWEALTH TELEPHONE ENTERPR COM 203349204 18 512 SH DEF 4 512
COMMSCOPE COM 203372107 302 44,545 SH DEF 12 44,545
MUNITY BK SYS COM 203607106 14,874 502,803 SH DEF 6 492,743 845 9,215
COMMUNITY BANK SYSTEMS COM 203607106 533 18,000 SH DEF 12 18,000
COMMUNITY BANKS COM 203628102 69 2,581 SH DEF 12 2,581
COMMUNITY CAPITAL CORP-S.C. COM 20363C102 46 3,600 SH DEF 12 3,600
COMMUNITY FIRST COM 20366D107 17 1,550 SH DEF 12 1,550
COMMUNITY INVESTORS BANCORP COM 203719109 399 33,750 SH DEF 12 33,750
MUNITY FIRST BANK COM 203902101 4,704 168,720 SH DEF 3 151,920 16,800
MUNITY TR BANCORP COM 204149108 3,535 131,400 SH DEF 6 127,700 3,700
PANHIA VALE DO RIO DOCE PFD ADR 204412100 3,406 157,300 SH DEF 3 157,300
CIA VALE DO RIO DOCE ADR 204412209 10,663 468,699 SH DEF 3 468,699
CIA SANEAMENTO BASICO DE ADR 20441A102 4,336 846,800 SH DEF 3 846,800
P PARANAENSE ENERG (COPEL) PFD ADR 20441B407 1,250 650,900 SH DEF 3 650,900
PANHIA DE BEBIDAS ADR 20441W203 2 160 SH DEF 2 160
PANIA ANONIMA NACIONAL TELEFONOS ADR 204421101 1 86 SH DEF 2 86
PAQ PUTER CORP. COM 204493100 0 0 SH DEF 9
PASS BANCSHARES COM 20449H109 8 270 SH DEF 6 270
COMPASS BANCSHARES COM 20449H109 2,624 88,973 SH DEF 12 88,973
PU SYSTEMS COM 204780100 154 26,800 SH DEF 3 26,800
COMPUCOM SYSTEMS COM 204780100 175 30,300 SH DEF 12 30,300
PUCREDIT CORP COM 20478N100 1,110 209,490 SH DEF 6 195,190 14,300
PUTER ASSOCIATES COM 204912109 5,953 620,080 SH DEF 4 620,080
PUTER ASSOC INTL COM 204912109 224 23,300 SH DEF 5 12,200 11,100
PUTER ASSOC INTL I COM 204912109 9,332 971,655 SH DEF 6 897,069 74,586
COMPUTER ASSOCIATES INTL COM 204912109 4,343 452,388 SH DEF 12 452,388
COMPUTER ASSOCIATES INTERNATIONAL INCOM 204912109 18,720 1,950,000 SH DEF 14 1,950,000
PUTER ASSOCIATES INTL COM 204912109 14 900 SH DEF 15 900
COMPUTER NETWORK TECHNOLOGY COM 204925101 1 100 SH DEF 12 100
COMPUTER SCIENCES CORP. COM 205363104 11,362 408,868 SH DEF 1 14,500 394,368
PUTER SCIENCES CORP COM 205363104 12,966 466,580 SH DEF 3 464,580 2,000
PUTER SCIENCES COM 205363104 1 50 SH DEF 6 50
PUTER SCIENCES CORP COM 205363104 1,993 71,710 SH DEF 11 65,820
COMPUTER SCIENCES CORP COM 205363104 613 22,044 SH DEF 12 22,044
PUWARE CORP COM 205638109 1,366 447,900 SH DEF 6 447,900
COMPUWARE CORP COM 205638109 36 11,700 SH DEF 12 11,700
PUWARE CORP. COM 205638109 34 7,000 SH DEF 15 7,000
PX INTERNATIONAL CL A 20563P101 204 22,000 SH DEF 6 22,000
COMSTOCK RESOURCES NEW COM 205768203 7 1,000 SH DEF 12 1,000
VERSE TECHNOLOGY COM 205862402 3 380 SH DEF 6 380
COMVERSE TECHNOLOGY NEW COM 205862402 988 141,351 SH DEF 12 141,351
VERSE TECHNOLOGY COM 205862402 13 1,200 SH DEF 15 1,200
CONAGRA COM 205887102 320 12,893 SH DEF 2 12,893
CONAGRA COM 205887102 13,265 533,810 SH DEF 3 515,010 18,800
CONAGRA COM 205887102 7,882 317,896 SH DEF 6 298,876 19,020
CONAGRA COM 205887102 149 6,000 SH DEF 7 6,000
CONAGRA COM 205887102 621 24,990 SH DEF 9 145 24,845
CONAGRA FOODS COM 205887102 2,304 92,719 SH DEF 12 92,719
CONAGRA COM 205887102 240 6,100 SH DEF 15 6,100
CONCORD CAMERA CORP COM 206156101 5 1,000 SH DEF 12 1,000
CONCORD EFS COM 206197105 16 1,039 SH DEF 2 1,039
CONCORD EFS COM 206197105 3006 189,325 SH DEF 7 189,325
CONCORD EFS COM 206197105 162 10,200 SH DEF 11 10,200
CONCORD EFS COM 206197105 540 34,016 SH DEF 12 34,016
CONCORDE CAREER COLLEGES COM 20651H201 31 3,000 SH DEF 12 3,000
CONCUR TECHNOLOGIES COM 206708109 1 500 SH DEF 12 500
CONCURRENT COMPUTER CORP NEW COM 206710204 1 300 SH DEF 12 300
CONEXANT SYSTEMS COM 207142100 1 1,000 SH DEF 2 1,000
CONEXANT SYS COM 207142100 16 14,000 SH DEF 5 14,000
CONEXANT SYST COM 207142100 0 150 SH DEF 6 150
CONEXANT SYSTEMS COM 207142100 26 22,974 SH DEF 12 22,974
CONMED CORP COM 207410101 1,526 75,755 SH DEF 3 68,855 6,900
CONNECTICUT BANCSHARES COM 207540105 9 250 SH DEF 12 250
CONNECTICUT WATER SERVICE COM 207797101 12 450 SH DEF 12 450
CONOCO COM 208251405 113 2,438 SH DEF 9 909 1,529
CONOLOG CORP COM 208254706 1 2,375 SH DEF 12 2,375
CONOCOPHILLIPS COM 20825C104 3,185 68,869 SH DEF 2 68,869
CONOCOPHILLIPS COM 20825C104 2,149 46,470 SH DEF 3 45,470 1,000
CONOCOPHILLIPS COM 20825C104 1,766 38,196 SH DEF 5 26,315 11,881
CONOCOPHILLIPS COM 20825C104 47,255 1,018,353 SH DEF 6 999,455 18,898
CONOCOPHILLIPS COM 20825C104 2,675 57,857 SH DEF 12 57,857
CONSECO COM 208464107 1 12,763 SH DEF 12 12,763
CONSECO STRATEGIC OME FD UNIT 20847A102 39 5,403 SH DEF 12 5,403
CONSOL ENERGY COM 20854P109 21 1,630 SH DEF 12 1,630
CONSOLIDATED EDISON CO N Y PFD 209111301 15 200 SH DEF 2 200
CONSOLIDATED EDISON COM 209115104 18 451 SH DEF 2 451
CONSOLIDATED EDISON COM 209115104 3,101 77,100 SH DEF 3 77,100
CONSOLDTD EDISON COM 209115104 22 550 SH DEF 6 550
CONSOLIDATED EDISON COM 209115104 583 14,504 SH DEF 12 14,504
CONSOLIDATED GRAPHIC COM 209341106 3,231 184,100 SH DEF 6 175,900 8,200
CONSOLIDATED GRAPHICS -TEX COM 209341106 9 500 SH DEF 12 500
CONSTELLATION BRANDS COM 21036P108 308 13,336 SH DEF 12 13,336
CONSTELLATION ENERGY GROUP COM 210371100 19 750 SH DEF 2 750
CONSTELLATION ENERGY GROUP COM 210371100 288 11,625 SH DEF 5 8,125 3,500
CONSTELLATION ENERGY COM 210371100 4,152 167,677 SH DEF 6 149,977 17,700
CONSTELLATION ENERGY GROUP COM 210371100 122 4,930 SH DEF 9 140 4,790
CONSTELLATION ENERGY GROUP COM 210371100 3,534 142,553 SH DEF 12 142,553
CONSUMER PORTFOLIO SERVICES COM 210502100 10 6,000 SH DEF 12 6,000
CONTINENTAL AIRLINES -CL B COM 210795308 40 7,455 SH DEF 12 7,455
CONVERA CORP COM 211919105 2 1,500 SH DEF 12 1,500
CONTOUR ENERGY CO. COM 21220C103 0 12 SH DEF 7 12
CONVERGYS CORP COM 212485106 14,524 966,317 SH DEF 2 943,756 22,561
CONVERGYS CORP COM 212485106 2 100 SH DEF 6 100
CONVERGYS CORP COM 212485106 170 11,325 SH DEF 11 9,375
CONVERGYS CORP COM 212485106 830 55,244 SH DEF 12 55,244
COOPER CAMERON CORP COM 216640102 313 7,500 SH DEF 5 7,500
COOPER CAMERON CORP COM 216640102 1 16 SH DEF 12 16
COOPER COS NEW COM 216648402 3,509 66,845 SH DEF 3 64,045 2,800
COOPER COMPANIES NEW (THE) COM 216648402 121 2,300 SH DEF 12 2,300
COOPER TIRE & RUBR CO COM 216831107 8,472 524,930 SH DEF 3 504,830 20,100
COOPER TIRE & RUBBER COM 216831107 4,992 309,300 SH DEF 6 305,300 4,000
COOPER TIRE & RUBBER CO COM 216831107 311 19,290 SH DEF 12 19,290
COOPERATIVE BANKSHARES COM 216844100 8 600 SH DEF 12 600
COORS ADOLPH CO CL B NASD INDL COM 217016104 13,625 242,000 SH DEF 3 239,900 2,100
ADOLPH COORS CO-CL B COM 217016104 62 1,102 SH DEF 12 1,102
COORS (ADOLPH) CL B 217016104 223 2,500 SH DEF 15 2,500
COPART COM 217204106 3 265 SH DEF 12 265
COPPER MOUNTAIN NETWORKS COM 217510205 3 890 SH DEF 12 890
COPYTELE COM 217721109 1 4,500 SH DEF 12 4,500
CORDIANT MUNICATIO COM 218514206 2,630 874,845 SH DEF 6 770,240 104,605
***COREL CORP COM 21868Q109 2 2,300 SH DEF 12 2,300
CORINTHIAN COLLEGES COM 218868107 150 3,970 SH DEF 3 3,970
CORINTHIAN COLLEGES COM 218868107 155 4,100 SH DEF 12 4,100
CORIXA CORP COM 21887F100 10 1,600 SH DEF 12 1,600
CORNERSTONE PROPANE PARTNERS COM 218916104 6 15,000 SH DEF 11 15,000
CORNERSTONE BANCORP COM 218925105 120 8,286 SH DEF 9 8,286
CORN PRODUCTS INTERNATIONAL COM 219023108 65 2,276 SH DEF 2 2,276
CORN PRODUCTS INTL COM 219023108 6,832 237,630 SH DEF 3 195,830 41,800
CORN PRODUCTS INTERNATIONAL COM 219023108 268 9,318 SH DEF 12 9,318
CORNELL COM 219141108 1,805 227,100 SH DEF 6 219,100 8,000
CORNERSTONE REALTY OME COM 21922V102 2 200 SH DEF 12 200
CORNERSTONE STRATEGIC RETURN UNIT 21923Y105 1 135 SH DEF 12 135
CORNING, INC. COM 219350105 18 11,400 SH DEF 1 11,400
CORNING COM 219350105 144 89,968 SH DEF 2 77,768 12,200
CORNING COM 219350105 168 104,860 SH DEF 5 82,560 22,300
CORNING COM 219350105 3,114 1,979,692 SH DEF 6 1,752,897 226,795
CORNING COM 219350105 147 92,100 SH DEF 8 92,100
CORNING COM 219350105 863 539,177 SH DEF 12 539,177
CORPORATE HIGH YIELD FUND UNIT 219914108 47 6,753 SH DEF 12 6,753
CORRECTIONAL SVCS COM 219921103 207 107,000 SH DEF 6 107,000
CORPORATE OFFICE PROPERTIES COM 22002T108 671 49,555 SH DEF 12 49,555
CORRECTIONAL PPTYS TRUST COM 22025E104 175 7,590 SH DEF 3 5,290 2,300
CORRECTIONS CORP OF AMERICA COM 22025Y407 37 2,600 SH DEF 3 2,600
CORRECTIONS CORP AMER COM 22025Y407 4,350 306,895 SH DEF 6 303,765 375 2,755
CORRECTIONS CORP AMERICA COM 22025Y407 3 205 SH DEF 12 205
CORTEX PHARMACEUTICALS NEW COM 220524300 4 5,000 SH DEF 12 5,000
CORUS BANKSHARES COM 220873103 24,695 566,980 SH DEF 6 555,645 685 10,650
CORUS GROUP PLC ADR 22087M101 1 210 SH DEF 2 210
CORVIS CORP COM 221009103 9 15,110 SH DEF 12 15,110
COST PLUS /CALIFORNIA COM 221485105 226 8,400 SH DEF 5 8,400
COSTCO WHSL CORP NEW COM 22160K105 220 6,788 SH DEF 2 5,288 1,500
COSTCO WHOLESALE CORP COM 22160K105 1,484 45,860 SH DEF 5 44,700 1,160
COSTCO WHSL CORP NEW COM 22160K105 4 128 SH DEF 7 128
COSTCO WHOLESALE CORP-NEW COM 22160K105 792 24,457 SH DEF 12 24,457
COSTCO WHOLESALE CORP. COM 22160K105 5 100 SH DEF 15 100
CORPORATION COTT COM 22163N106 865 57,096 SH DEF 12 57,096
COTT CORP. COM 22163N106 37,269 2,460,000 SH DEF 14 2,460,000
COTTON STS LIFE INS COM 221774102 437 50,937 SH DEF 6 48,337 2,600
***COUNSEL CORP COM 22226R102 4 2,000 SH DEF 12 2,000
COUNTY FIRST BANK LA PLATA MD COM 22235A108 62 3,967 SH DEF 12 3,967
COUNTRYWIDE CREDIT IND COM 222372104 23,437 497,070 SH DEF 3 483,570 13,500
COUNTRYWIDE CR INDS COM 222372104 1,873 39,720 SH DEF 6 39,720
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 707 15,000 SH DEF 7 15,000
COUNTRYWIDE CREDIT INDS COM 222372104 415 8,792 SH DEF 12 8,792
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 202 2,700 SH DEF 15 2,700
COURIER CORP COM 222660102 1,399 36,825 SH DEF 6 35,700 1,125
COURIER CORP COM 222660102 6 150 SH DEF 12 150
COUSINS PROPERTIES COM 222795106 16 700 SH DEF 2 700
COUSINS PROPERTIES COM 222795106 9 400 SH DEF 12 400
COVAD COMMUNICATIONS GROUP COM 222814204 19 12,590 SH DEF 12 12,590
COVANCE COM 222816100 29 1,500 SH DEF 12 1,500
COVANTA ENERGY CORP COM 22281N103 0 10 SH DEF 2 10
COVANSYS CORP COM 22281W103 47 27,530 SH DEF 12 27,530
COMPLETE BUSINESS SOLUTIONS COM 22281W103 79 46,500 SH DEF 46,500
COVENTRY HEALTH CARE COM 222862104 31,574 971,515 SH DEF 3 762,915 208,600
COVENTRY HEALTH CARE COM 222862104 36 1,100 SH DEF 12 1,100
COX MUNICATIONS CL A COM 224044107 5 200 SH DEF 2 200
COX COMMUNICATIONS NEW COM 224044107 1,087 44,222 SH DEF 12 44,222
COX COMM CVT SUB DEB CONV 224044AX5 4,212 10,150,000 PRN DEF 16 10,150,000
COX RADIO COM 224051102 8 295 SH DEF 7 295
COX TECHNOLOGIES COM 224056101 1 14,000 SH DEF 12 14,000
***CP SHIPS LIMITED COM 22409V102 7 643 SH DEF 12 643
CRANE CO COM 224399105 11,926 602,692 SH DEF 6 595,347 875 6,470
CRANE CO COM 224399105 30 1,515 SH DEF 12 1,515
CRAWFORD & CO CL A 224633206 681 131,375 SH DEF 6 128,675 2,700
CREDIT SUISSE ASSET MGMT UNIT 224916106 59 13,151 SH DEF 12 13,151
CREDENCE SYSTEMS CORP COM 225302108 7 842 SH DEF 12 842
CREDIT ACCEP CORP COM 225310101 306 37,284 SH DEF 6 36,784 500
CREDIT SUISSE GROUP A COM 225401108 2,825 157,280 SH DEF 6 142,935 14,345
CREE COM 225447101 47 3,732 SH DEF 12 3,732
CREDIT SUISSE HIGH YIELD BD FD UNIT 22544F103 22 5,229 SH DEF 12 5,229
CRESCENT REAL ESTATE EQUITIES COM 225756105 94 5,975 SH DEF 12 5,975
CRIIMI MAE -10.875% CUM PFD 226603207 10 600 SH DEF 12 600
CRIIMI MAE COM 226603504 19 2,430 SH DEF 12 2,430
CROMPTON CORP COM 227116100 1,719 171,000 SH DEF 3 140,200 30,800
A T CROSS CO-CL A COM 227478104 12 2,000 SH DEF 12 2,000
CROSS COUNTY COM 22748P105 155 11,000 SH DEF 5 11,000
CROSS TIMBERS ROYALTY TRUST COM 22757R109 18 1,000 SH DEF 12 1,000
CROWN AMER REALTY TRUST COM 228186102 387 42,100 SH DEF 3 42,100
CROWN AMERICAN REALTY TRUST COM 228186102 18 2,000 SH DEF 12 2,000
CROWN CASTLE INTL CORP COM 228227104 16 7,445 SH DEF 12 7,445
CROWN CASTLE INTL CORP PFD 228227401 19 1,350 SH DEF 12 1,350
CROWN CORK & SEAL CO COM 228255105 1 200 SH DEF 2 200
CROWN CORK & SEAL COM 228255105 1,039 196,750 SH DEF 6 180,030 16,720
CROWN CORK & SEAL CO COM 228255105 27 5,051 SH DEF 12 5,051
CROWN MEDIA HLDGS COM 228411104 28 7,975 SH DEF 12 7,975
CRYOLIFE COM 228903100 8 3,000 SH DEF 12 3,000
***CRYSTALLEX INTERNATIONAL COM 22942F101 34 15,000 SH DEF 12 15,000
CUBIC CORP COM 229669106 3 160 SH DEF 12 160
CUBIST PHARMACEUTICALS COM 229678107 8 1,500 SH DEF 12 1,500
CULLEN FROST BANKERS NASD INDL COM 229899109 2,080 60,910 SH DEF 3 43,010 17,900
CULLEN FROST BANKERS COM 229899109 3368 98,625 SH DEF 7 98,625
CULLEN FROST BANKERS COM 229899109 704 20,603 SH DEF 12 20,603
CULP NASD INDL COM 230215105 2,908 342,070 SH DEF 3 285,870 56,200
CUMMINS COM 231021106 3,138 132,860 SH DEF 6 132,860
CUMMINS COM 231021106 294 12,450 SH DEF 12 12,450
CURATIVE HEALTH SERVICES COM 231264102 1 75 SH DEF 12 75
CURIS COM 231269101 0 15 SH DEF 4 15
CURAGEN CORP COM 23126R101 11 2,700 SH DEF 12 2,700
CURON MEDICAL COM 231292103 1 1,000 SH DEF 12 1,000
CURTISS WRIGHT CORP COM 231561101 8,015 134,050 SH DEF 3 124,300 9,750
CURTISS WRIGHT CORP COM 231561101 12 200 SH DEF 12 200
CURTISS WRIGHT CORP COM 231561408 16 278 SH DEF 12 278
CYBERGUARD CORP COM 231910100 201 67,000 SH DEF 12 67,000
CUTTER & BUCK COM 232217109 4 1,500 SH DEF 12 1,500
CYBERSOURCE CORP DEL COM 23251J106 164 82,190 SH DEF 12 82,190
CYBERONICS COM 23251P102 9 500 SH DEF 12 500
CYGNUS COM 232560102 1 920 SH DEF 12 920
CYMER COM 232572107 47 2,500 SH DEF 3 2,500
CYPRESS SEMICONDUCTOR CORP COM 232806109 33 5,091 SH DEF 12 5,091
CYSIVE COM 23281T108 6 2,850 SH DEF 12 2,850
CYTEC INDS COM 232820100 10,452 476,848 SH DEF 6 460,737 495 15,616
CYTEC INDUSTRIES COM 232820100 36 1,619 SH DEF 12 1,619
CYTOGEN CORP COM 232824102 3 8,510 SH DEF 12 8,510
D & E COMMUNICATIONS COM 232860106 1 100 SH DEF 12 100
CYTYC CORP COM 232946103 2,158 201,300 SH DEF 6 199,300 2,000
CYTYC CORP COM 232946103 327 30,547 SH DEF 12 30,547
DBS GROUP HLDGS LTD ADR 23304Y100 4 139 SH DEF 2 139
DBS GROUP HOLDINGS LTD COM 23304Y100 8 310 SH DEF 6 310
DHB CAPITAL GROUP COM 23321E103 1,268 598,000 SH DEF 6 574,700 23,300
DNP SELECT OME FD UNIT 23325P104 1,240 124,385 SH DEF 12 124,385
DPL COM 233293109 1,060 64,435 SH DEF 2 59,085 5,350
DPL COM 233293109 4 270 SH DEF 6 270
DPL COM 233293109 964 58,575 SH DEF 9 58,575
DPL COM 233293109 277 16,821 SH DEF 12 16,821
DQE COM 23329J104 10,889 725,900 SH DEF 6 708,500 17,400
DQE COM 23329J104 251 16,714 SH DEF 12 16,714
DQE COM 23329J104 6,150 410,000 SH DEF 13 410,000
DRS TECHNOLOGIES COM 23330X100 102 2,750 SH DEF 12 2,750
D R HORTON COM 23331A109 28 1,500 SH DEF 2 1,500
D R HORTON COM 23331A109 11 566 SH DEF 12 566
DST SYSTEMS -DEL COM 233326107 667 22,640 SH DEF 12 22,640
DSP GROUP COM 23332B106 13 800 SH DEF 12 800
DTE ENERGY PANY COM 233331107 163 4,015 SH DEF 2 4,015
DTE ENERGY CO COM 233331107 2,317 56,920 SH DEF 6 56,920
DTE ENERGY CO COM 233331107 156 3,830 SH DEF 12 3,830
DTE ENERGY COM 233331107 15,448 380,000 SH DEF 13 380,000
DVI COM 233343102 974 202,900 SH DEF 6 195,900 7,000
DAISYTEK INTL CORP COM 234053106 906 69,700 SH DEF 3 69,700
DAISYTEK INTL CORP COM 234053106 2,756 212,000 SH DEF 6 205,300 6,700
DALEEN TECHNOLOGIES COM 23437N104 92 655,657 SH DEF 12 655,657
DANA CORP COM 235811106 11 860 SH DEF 2 860
DANA CORP COM 235811106 5,842 446,660 SH DEF 3 433,660 13,000
DANA CORP COM 235811106 4 310 SH DEF 6 310
DANA CORP COM 235811106 82 6,300 SH DEF 12 6,300
DANAHER CORP COM 235851102 9 150 SH DEF 2 150
DANAHER CORP COM 235851102 601 10,580 SH DEF 12 10,580
DEN DANSKE BANK SA ADR 236363107 2 105 SH DEF 7 105
DAOU SYSTEMS COM 237015102 2 4,655 SH DEF 12 4,655
DARDEN RESTAURANTS COM 237194105 97 4,002 SH DEF 2 4,002
DARDEN RESTAURANTS COM 237194105 22,033 908,960 SH DEF 3 880,160 28,800
DARDEN RESTAURANTS COM 237194105 5129 211,575 SH DEF 7 211,575
DARDEN RESTAURANTS COM 237194105 794 32,759 SH DEF 12 32,759
DATAWATCH CORP COM 237917208 5 1,170 SH DEF 7 1,170
DATARAM CORP COM 238108203 55 24,000 SH DEF 6 21,600 2,400
DATASTREAM SYSTEMS COM 238124101 8 1,595 SH DEF 12 1,595
DAVE & BUSTERS COM 23833N104 26 2,304 SH DEF 2 2,304
DAVE & BUSTERS COM 23833N104 1,464 130,600 SH DEF 6 127,500 3,100
DAVIS PARTNERS FUND I, L.P. COM 23899A996 2,895 2,895,178 SH DEF 14 2,895,178
DAVITA COM 23918K108 11 450 SH DEF 12 450
DAYTON & MICHIGAN RR CO COM 239649106 17 608 SH DEF 2 608
DAYTON & MICHIGAN RR PFD 239649205 17 357 SH DEF 2 357
DEAN FOODS CO COM 242370104 290 7,300 SH DEF 3 2,800 4,500
DEAN FOODS CO NEW COM 242370104 220 5,534 SH DEF 12 5,534
DEB SHOPS COM 242728103 10,081 422,083 SH DEF 6 409,793 950 11,340
DEBT STRATEGIES FD COM 24276Q109 4 750 SH DEF 12 750
DECKERS OUTDOOR COM 243537107 488 110,000 SH DEF 6 107,300 2,700
DECODE GENETICS COM 243586104 4 2,000 SH DEF 2 2,000
DEERE & CO COM 244199105 401 8,825 SH DEF 2 8,825
DEERE & CO. COM 244199105 1,772 38,910 SH DEF 6 33,610 5,300
DEERE & CO COM 244199105 1,031 22,695 SH DEF 12 22,695
DEERE & CO. COM 244199105 7 100 SH DEF 15 100
DEL GLOBAL TECH CORP COM 245073101 96 40,012 SH DEF 6 40,012
DEL GLOBAL TECH CORP COM 245073101 12 5,000 SH DEF 7 5,000
DEL GLOBAL WARRANT COM 245073119 0 21,657 SH DEF 6 21,657
DEL MONTE FOODS CO COM 24522P103 6,447 789,100 SH DEF 6 771,000 18,100
DELAWARE INVTS DIVID & OME UNIT 245915103 363 30,173 SH DEF 12 30,173
DELAWARE INVTS GLOBAL DIVID & UNIT 245916101 14 1,136 SH DEF 12 1,136
DELCATH SYSTEM COM 24661P104 3 3,900 SH DEF 12 3,900
DELIA*S CORP COM 24688Q101 2 1,440 SH DEF 12 1,440
DELL PUTER CORP COM 247025109 13,945 593,161 SH DEF 2 574,846 18,315
DELL PUTER CORP NASD INDL COM 247025109 21,165 900,247 SH DEF 3 880,647 19,600
DELL PUTER COM 247025109 6,993 297,450 SH DEF 4 297,450
DELL PUTER CORP COM 247025109 3,908 166,243 SH DEF 5 136,933 29,310
DELL PUTER CORP COM 247025109 45 1,900 SH DEF 6 1,900
DELL PUTER CORP COM 247025109 29 1,231 SH DEF 7 1,231
DELL PUTER CORP. COM 247025109 791 33,627 SH DEF 9 2,610 31,017
DELL COMPUTER CORPORATION COM 247025109 11,050 470,000 SH DEF 10 470,000
DELL PUTER CORP COM 247025109 439 18,673 SH DEF 11 12,594 4,104
DELL COMPUTER CORP COM 247025109 9,105 387,276 SH DEF 12 387,276
DELL PUTER COM 247025109 131 3,500 SH DEF 15 3,500
DELL COMPUTER CORP COM 247025109 119 4,900 SH DEF 4,900
DELPHI CORP COM 247126105 13 1,514 SH DEF 2 1,444 70
DELPHI CORP COM 247126105 2 269 SH DEF 6 269
DELPHI CORP COM 247126105 89 10,424 SH DEF 11 10,424
DELPHI CORP COM 247126105 1,902 222,435 SH DEF 12 222,435
DELPHI CORP COM 247126105 2,740 202,101 SH DEF 15 202,101
DELPHI FINL GROUP NASD INDL CL A 247131105 9,093 249,680 SH DEF 3 171,880 77,800
DELPHI FINL GRP CL A 247131105 2,657 72,963 SH DEF 6 69,682 3,281
DELTA & PINE LD CO COM 247357106 9,414 501,357 SH DEF 6 494,737 785 5,835
DELTA & PINE LAND CO COM 247357106 15 793 SH DEF 12 793
***DELRINA CORP-EXCH SHS COM 24735L204 44 1,300 SH DEF 12 1,300
DELTA AIR LINES COM 247361108 26 2,826 SH DEF 2 2,826
DELTA AIR LINES COM 247361108 3 320 SH DEF 6 320
DELTA AIR LINES COM 247361108 61 6,603 SH DEF 12 6,603
DELTA NAT GAS COM 247748106 256 12,100 SH DEF 6 12,100
DELTA NATURAL GAS CO COM 247748106 6 300 SH DEF 12 300
DELTATHREE COM 24783N102 1 2,200 SH DEF 12 2,200
DELTAGEN COM 24783R103 2 1,000 SH DEF 12 1,000
DELTIC TIMBER CORP COM 247850100 29 1,311 SH DEF 12 1,311
DENBURY RESOURCES COM 247916208 321 31,600 SH DEF 3 14,800 16,800
DENBURY RESOURCES INC COM 247916208 178 17,500 SH DEF 17,500
DELUXE CORP COM 248019101 2,794 62,000 SH DEF 3 62,000
DELUXE CORP COM 248019101 3,465 76,900 SH DEF 6 76,900
DELUXE CORP AVEC DROITS DE COM 248019101 414 9,180 SH DEF 12 9,180
DENDRITE INTL COM 248239105 33 5,200 SH DEF 3 5,200
DENDRITE INTL COM 248239105 2,853 452,200 SH DEF 6 435,800 16,400
DENDREON CORP COM 24823Q107 16 4,000 SH DEF 2 4,000
DENISON INTERNATIONAL PLC ADR COM 248335101 45 3,000 SH DEF 3,000
DENTSPLY INTL NEW NASD INDL COM 249030107 2,820 70,200 SH DEF 3 64,200 6,000
DENTSPLY INTERNATIONAL NEW COM 249030107 70 1,737 SH DEF 12 1,737
DEPARTMENT 56 COM 249509100 1,975 189,000 SH DEF 6 181,000 8,000
DETROIT MTG & RLTY CO COM 251273108 0 3,635 SH DEF 2 3,635
DEUTSCHE LUFTHANSA A G ADR 251561304 78 8,500 SH DEF 2 7,300 1,200
DEUTSCHE TELEKOM AG S.A. ADR 251566105 1 90 SH DEF 2 90
DEVELOPERS DIVERSIFIED REALTY COM 251591103 4,483 203,700 SH DEF 1 203,700
DEVELOPERS DIVERSIFIED REALTY CORP. COM 251591103 15 700 SH DEF 2 700
DEVELOPERS DIVERSIFIED REALTY COM 251591103 65 2,940 SH DEF 12 2,940
DEVON ENERGY CORP COM 25179M103 24,483 507,412 SH DEF 6 507,412
DEVON ENERGY CORPORATION NEW COM 25179M103 719 14,892 SH DEF 12 14,892
DEVON ENERGY CORP NEW COM 25179M103 40,048 830,000 SH DEF 14 830,000
DEVRY COM 251893103 15 800 SH DEF 2 800
DEVRY DEL COM 251893103 287 15,400 SH DEF 5 15,400
DEVRY -DEL COM 251893103 999 53,670 SH DEF 12 53,670
DIAGEO PLC-SPONSORED NEW ADR 25243Q205 275 5,500 SH DEF 2 5,500
DIAGEO PLC ADR SPONSO COM 25243Q205 3,627 70,899 SH DEF 6 68,138 2,761
DIAGEO PLC-SPONSORED NEW ADR 25243Q205 7 149 SH DEF 7 149
DIAGNOSTIC PRODS CORP COM 252450101 7,187 156,240 SH DEF 3 150,590 5,650
DIAGNOSTIC PRODUCTS CORP COM 252450101 435 9,450 SH DEF 12 9,450
DIAL CORP NEW COM 25247D101 195 9,100 SH DEF 3 3,500 5,600
DIAL CORP NEW COM 25247D101 3,333 153,518 SH DEF 6 137,863 15,655
DIAL CORP. COM 25247D101 70 3,240 SH DEF 9 120 3,120
DIAL CORP NEW COM 25247D101 96 4,493 SH DEF 12 4,493
DIAMOND OFFSHORE DRILLING COM 25271C102 239 12,000 SH DEF 5 12,000
DIAMOND OFFSHORE DRILLING COM 25271C102 242 12,132 SH DEF 12 12,132
DIAMONDS TRUST-UNIT SERIES 1 COM 252787106 860 11,315 SH DEF 12 11,315
DIAMONDCLUSTER INTL COM 25278P106 7 2,000 SH DEF 12 2,000
DIANON SYSTEMS COM 252826102 5 100 SH DEF 12 100
DIASYS CORP COM 252838107 6 9,700 SH DEF 12 9,700
DICE COM 25301P107 4 3,600 SH DEF 12 3,600
DIEBOLD COM 253651103 278 8,450 SH DEF 2 8,450
DIEBOLD COM 253651103 4,727 143,600 SH DEF 3 136,200 7,400
DIEBOLD COM 253651103 6538 198,615 SH DEF 7 198,615
DIEBOLD COM 253651103 2,401 72,944 SH DEF 12 72,944
DIGENE CORP COM 253752109 2 300 SH DEF 12 300
DIGEX DEL COM 253756100 1 2,943 SH DEF 12 2,943
DIGIMARC CORP COM 253807101 1 100 SH DEF 12 100
DIGITAL ANGEL CORP COM 253830103 1 225 SH DEF 12 225
DIGITAL INSIGHT CORP COM 25385P106 3 170 SH DEF 12 170
DIGITAS COM 25388K104 1 600 SH DEF 12 600
DIME MUNITY BANCSHARES COM 253922108 9,658 450,910 SH DEF 3 402,160 48,750
DILLARDS CL A COM 254067101 1,108 54,900 SH DEF 3 54,900
***DIMETHAID RESEARCH COM 25435L105 87 58,145 SH DEF 12 58,145
DIMON COM 254394109 1,093 175,100 SH DEF 3 165,100 10,000
DIMON ORPORATED COM 254394109 4,986 799,100 SH DEF 6 774,000 25,100
DIMON COM 254394109 15 2,475 SH DEF 12 2,475
DIODES COM 254543101 96 13,200 SH DEF 6 13,200
DIONEX CORP COM 254546104 10 400 SH DEF 12 400
DIRECT INSITE CORP. COM 25457C207 1 240 SH DEF 2 240
WALT DISNEY CO. COM 254687106 2,884 190,472 SH DEF 1 190,472
THE WALT DISNEY CO. COM 254687106 3,381 223,321 SH DEF 2 215,421 7,900
DISNEY WALT CO DEL COM 254687106 3,549 234,437 SH DEF 3 229,837 4,600
DISNEY COM 254687106 5,566 367,657 SH DEF 4 367,657
DISNEY WALT PRODTNS COM 254687106 447 29,503 SH DEF 5 18,603 10,900
THE WALT DISNEY CO COM 254687106 20,924 1,371,229 SH DEF 6 1,243,609 127,620
THE WALT DISNEY CO. COM 254687106 5 300 SH DEF 7 300
THE WALT DISNEY CO. COM 254687106 1,667 110,133 SH DEF 9 110,133
WALT DISNEY CO COM 254687106 350 23,144 SH DEF 11 16,633 4,600
WALT DISNEY CO HOLDING CO COM 254687106 9,991 659,875 SH DEF 12 659,875
DISNEY (WALT) CO. HOLDING CO. COM 254687106 3,867 161,700 SH DEF 15 161,700
DISPATCH MANAGEMENT SERVICES COM 254927106 0 1,146 SH DEF 2 1,146
DIVERSA CORP COM 255064107 1 100 SH DEF 12 100
DIVERSIFIED SENIOR SERVICES COM 255340101 8 131,121 SH DEF 12 131,121
***DIVERSINET CORP NEW COM 25536K204 2 6,100 SH DEF 12 6,100
DIVINE CL A NEW COM 255402406 8 3,126 SH DEF 12 3,126
DIXIE GROUP CL A 255519100 356 101,700 SH DEF 6 98,500 3,200
DOCUCORP INTERNATIONAL COM 255911109 3 281 SH DEF 12 281
DOCUMENTUM COM 256159104 5 400 SH DEF 12 400
DOLE FOOD PANY COM 256605106 52 1,800 SH DEF 2 1,800
DOLE FOOD COM 256605106 1,161 40,000 SH DEF 6 40,000
DOLE FOOD CO COM 256605106 34 1,165 SH DEF 12 1,165
DOLLAR GENERAL CORP COM 256669102 714 53,178 SH DEF 12 53,178
DOLLAR THRIFTY AUTOMOTIVE COM 256743105 6 400 SH DEF 12 400
DOLLAR TREE STORES COM 256747106 387 17,540 SH DEF 12 17,540
DOMINION HOMES COM 257386102 880 56,800 SH DEF 6 54,000 2,800
DOMINION RESOURCES, INC. VA COM 25746U109 204 4,018 SH DEF 1 4,018
DOMINION RES VA NEW COM 25746U109 106 2,093 SH DEF 2 2,093
DOMINION RESOURCES /VA COM 25746U109 322 6,349 SH DEF 5 6,349
DOMINION RES VA COM 25746U109 6 121 SH DEF 6 121
DOMINION RESOURCES VA NEW COM 25746U109 1,787 35,228 SH DEF 11 31,488 150
DOMINION RESOURCES VA NEW COM 25746U109 2,188 43,132 SH DEF 12 43,132
DOMINION RESOURCES COM 25746U109 9,373 185,000 SH DEF 13 185,000
DOMINION RESOURCES VA NEW COM 25746U109 8 100 SH DEF 15 100
DOMTAR COM 257561100 7,783 882,400 SH DEF 6 780,600 101,800
DONALDSON COM 257651109 1,874 54,600 SH DEF 2 54,600
DONALDSON CO COM 257651109 817 23,800 SH DEF 12 23,800
DONEGAL GROUP CL A 257701201 781 76,544 SH DEF 6 74,056 2,488
DONEGAL GROUP COM 257701201 15 1,500 SH DEF 12 1,500
DONEGAL GROUP CL B 257701300 274 27,113 SH DEF 6 25,869 1,244
DONNELLEY (R R) & SONS CO COM 257867101 118 5,000 SH DEF 2 5,000
DONNELLEY R R & SONS COM 257867101 7,272 309,295 SH DEF 6 309,295
R R DONNELLEY & SONS CO COM 257867101 199 8,450 SH DEF 12 8,450
DORAL FINL CORP COM 25811P100 5,007 207,405 SH DEF 3 191,655 15,750
***DORAL FINANCIAL CORP COM 25811P100 98 4,044 SH DEF 12 4,044
DORCHESTER HUGOTON LTD- COM 258205202 2 162 SH DEF 12 162
DOUBLECLICK COM 258609304 10 1,988 SH DEF 12 1,988
***DOUBLESTAR RESOURCES LTD COM 258903103 1 3,320 SH DEF 12 3,320
DOVER CORP. COM 260003108 10,431 411,004 SH DEF 2 403,654 7,350
DOVER CORP COM 260003108 680 26,800 SH DEF 5 26,800
DOVER CORP COM 260003108 374 14,725 SH DEF 11 13,200
DOVER CORP COM 260003108 1,408 55,489 SH DEF 12 55,489
DOVER DOWNS GAMING & ENTMT COM 260095104 16 1,933 SH DEF 12 1,933
DOVER MOTORSPORTS COM 260174107 9 2,363 SH DEF 12 2,363
DOW CHEMICAL CO COM 260543103 1,281 46,906 SH DEF 2 46,906
DOW CHEM CO COM 260543103 2,839 103,968 SH DEF 3 101,968 2,000
DOW CHEMICAL CO COM 260543103 1,543 56,507 SH DEF 5 43,007 13,500
DOW CHEM CO COM 260543103 5,540 202,838 SH DEF 6 202,838
DOW CHEMICAL CO COM 260543103 216 7,897 SH DEF 11 6,840
DOW CHEMICAL CO COM 260543103 5,013 183,571 SH DEF 12 183,571
DOW CHEMICAL CO. COM 260543103 3,369 77,800 SH DEF 15 77,800
DOW JONES & CO COM 260561105 378 9,830 SH DEF 2 9,830
DOW JONES & CO COM 260561105 1,264 32,900 SH DEF 9 300 32,600
DOW JONES & CO COM 260561105 62 1,615 SH DEF 12 1,615
DOWNEY FINANCIAL COM 261018105 12,381 361,500 SH DEF 6 354,000 7,500
DREW INDUSTRIES NEW COM 26168L205 16 1,000 SH DEF 12 1,000
DREYFUS STRATEGIC MUNICIPALS UNIT 261932107 336 33,234 SH DEF 12 33,234
DREYFUS HIGH YIELD STRATEGIES UNIT 26200S101 176 44,630 SH DEF 12 44,630
DREYFUS MUNICIPAL OME UNIT 26201R102 13 1,350 SH DEF 12 1,350
DREYFUS STRATEGIC MUNICIPAL UNIT 26202F107 186 21,167 SH DEF 12 21,167
DUPONT DE NEMOURS COM 263534109 1,299 36,000 SH DEF 1 36,000
DU PONT (EI) DE NEMOURS & CO. COM 263534109 1,323 36,686 SH DEF 2 36,686
DU PONT E I DE NEMOURS & CO COM 263534109 8,581 237,900 SH DEF 3 231,500 6,400
DUPONT COM 263534109 5,529 153,282 SH DEF 4 153,282
DU PONT E I DE NEMOURS & CO COM 263534109 521 14,438 SH DEF 5 8,578 5,860
DU PONT E I DE NEMOU COM 263534109 1,103 30,573 SH DEF 6 30,573
DU PONT (EI) DE NEMOURS & CO. COM 263534109 63 1,740 SH DEF 7 1,740
DU PONT (EI) DE NEMOURS & CO. COM 263534109 131 3,638 SH DEF 9 1,545 2,093
E I DU PONT DE NEMOURS & CO COM 263534109 510 14,143 SH DEF 11 12,920
E I DU PONT DE NEMOURS & CO COM 263534109 8,528 236,437 SH DEF 12 236,437
DU PONT E I DE NEMOURS & CO. COM 263534109 3,678 64,305 SH DEF 15 64,305
DU PONT E I DE NEMOURS & CO PFD 263534307 35 420 SH DEF 2 420
DUANE READE COM 263578106 4,414 275,900 SH DEF 6 269,700 6,200
DUCKWALL-ALTO STORES COM 264142100 747 63,500 SH DEF 6 61,400 2,100
DUMUN DEL COM 264147109 5,263 298,890 SH DEF 3 233,790 65,100
DUMUN COM 264147109 2,377 135,000 SH DEF 6 131,000 4,000
DUFF & PHELPS UTILITY & UNIT 26432K108 433 32,930 SH DEF 12 32,930
DUKE ENERGY CORP. COM 264399106 2,855 146,032 SH DEF 2 145,032 1,000
DUKE ENERGY COM 264399106 59 3,000 SH DEF 4 3,000
DUKE ENERGY CORP COM 264399106 2,876 147,099 SH DEF 5 108,897 38,202
DUKE ENERGY CORP COM 264399106 9,112 466,100 SH DEF 6 434,900 31,200
DUKE ENERGY CORP. COM 264399106 22,058 1,128,300 SH DEF 8 1,128,300
DUKE ENERGY CORP. COM 264399106 398 20,345 SH DEF 9 455 19,890
DUKE ENERGY CORP. COM 264399106 42,251 2,161,200 SH DEF 10 2,161,200
DUKE ENERGY CORP COM 264399106 4,943 252,816 SH DEF 12 252,816
DUKE ENERGY COM 264399106 5,365 275,000 SH DEF 13 275,000
DUKE ENERGY CORP. COM 264399106 99 3,200 SH DEF 15 3,200
DUKE ENERGY CORP COM 264399106 81 4,400 SH DEF 4,400
DUKE EN UNIT COM 264399588 4,441 272,500 SH DEF 13 272,500
DUKE REALTY CORP COM 264411505 1,822 74,005 SH DEF 2 70,205 3,800
DUKE REALTY CORP COM 264411505 2,366 96,091 SH DEF 12 96,091
DUKE WEEKS REALTY CORP PFD 264411810 105 4,000 SH DEF 2 4,000
DUN & BRADSTREET CORP. COM 26483E100 130 3,863 SH DEF 2 3,563 300
DUN & BRADSTREET CORP COM 26483E100 30,389 904,180 SH DEF 3 818,680 85,500
DUN & BRADSTREET CORP COM 26483E100 169 5,035 SH DEF 12 5,035
DUN & BRADSTREET CORP. COM 26483E100 144 2,700 SH DEF 15 2,700
***DUNDEE BANCORP COM 264901109 1 153 SH DEF 12 153
***DUPONT CANADA COM 265902106 14 900 SH DEF 12 900
DURA AUTOMOTIVE SYS CL B COM 265903104 3,995 326,150 SH DEF 3 280,550 45,600
DURA AUTOMOTIVE SYS CL A 265903104 2,809 229,328 SH DEF 6 220,828 8,500
DURATEK COM 26658Q102 2 400 SH DEF 12 400
DURECT CORP COM 266605104 12 4,000 SH DEF 12 4,000
DUSA PHARMACEUTICALS COM 266898105 1 400 SH DEF 2 400
DY INDS COM 267475101 15,553 1,706,213 SH DEF 6 1,685,208 1,810 19,195
DYCOM INDUSTRIES COM 267475101 24 2,649 SH DEF 12 2,649
DYCAP COM 267850998 0 100 SH DEF 2 100
DYNEGY CL A 26816Q101 461 397,788 SH DEF 6 397,788
DYNEGY (HOLDING CO) COM 26816Q101 11 9,723 SH DEF 12 9,723
DYNEX CAP PFD 26817Q407 40 1,500 SH DEF 2 1,500
DYNEX CAP COM 26817Q506 14 3,120 SH DEF 12 3,120
***ECI TELECOM LTD -ORD COM 268258100 1 450 SH DEF 12 450
E DIGITAL CORP COM 26841Y103 2 4,300 SH DEF 12 4,300
EEX CORPORATION - NEW COM 26842V207 3 1,464 SH DEF 12 1,464
EEX CORPORATION COM 26842V207 19 10,000 SH DEF 10,000
EGL COM 268484102 6 500 SH DEF 12 500
ELXSI CORP COM 268613205 80 21,700 SH DEF 6 19,300 2,400
EMC CORP. COM 268648102 97 21,250 SH DEF 1 21,250
EMC CORP. COM 268648102 111 24,299 SH DEF 2 22,999 1,300
EMC COM 268648102 33 7,250 SH DEF 4 7,250
EMC CORP COM 268648102 1,884 412,289 SH DEF 5 324,528 87,761
EMC CORP. COM 268648102 180 39,345 SH DEF 9 48 39,297
EMC CORP-MASS COM 268648102 1,798 393,523 SH DEF 12 393,523
EMC CORP. (MASS) COM 268648102 1,499 206,900 SH DEF 15 206,900
EMS TECHNOLGIES COM 26873N108 4 350 SH DEF 12 350
ENSCO INTERNATIONAL COM 26874Q100 425 16,988 SH DEF 2 16,988
ENSCO INTL COM 26874Q100 163 6,500 SH DEF 3 2,500 4,000
ENSCO INTERNATIONAL COM 26874Q100 1,349 53,862 SH DEF 5 48,675 5,187
ENSCO INTERNATIONAL COM 26874Q100 3410 136,189 SH DEF 7 136,189
ENSCO INTERNATIONAL COM 26874Q100 271 10,803 SH DEF 12 10,803
ENI S P A SPONSORED A COM 26874R108 7,508 107,577 SH DEF 6 102,965 4,612
ENI S.P.A. ADR 26874R108 3 45 SH DEF 7 45
EOG RES COM 26875P101 267 7,424 SH DEF 12 7,424
E.ON AG S.A. ADR 268780103 2 50 SH DEF 2 50
ESB FINANCIAL CORP COM 26884F102 3 280 SH DEF 12 280
EVI -5% CONV SUB DEBS PFD 268939402 156 3,200 SH DEF 12 3,200
EAGLE BANCORP MD COM 268948106 219 18,250 SH DEF 12 18,250
EIS FUND UNIT 268953106 149 12,678 SH DEF 12 12,678
ESS TECHNOLOGY COM 269151106 6,643 1,080,115 SH DEF 3 846,715 233,400
ESS TECHNOLOGY COM 269151106 3,906 635,050 SH DEF 6 617,350 17,700
ESS TECHNOLOGY COM 269151106 23 3,700 SH DEF 12 3,700
E*TRADE GROUP COM 269246104 1 300 SH DEF 2 300
E TRADE GROUP COM 269246104 22,275 5,086,394 SH DEF 6 5,021,474 7,670 57,250
E TRADE GROUP COM 269246104 58 13,020 SH DEF 12 13,020
EAGLE GEOPHYSICAL COM 269524104 0 999 SH DEF 7 999
E INK CORP CV PFD 269990305 159 13,250 SH DEF 5 12,250 1,000
EARTHLINK COM 270321102 1 100 SH DEF 7 100
EARTHLINK COM 270321102 34 6,290 SH DEF 12 6,290
EARTHSHELL CORP COM 27032B100 11 15,765 SH DEF 12 15,765
EASTERN CO COM 276317104 621 50,700 SH DEF 6 49,050 1,650
EASTERN VIRGINIA BANKSHARES COM 277196101 2,292 130,616 SH DEF 12 130,616
EASTGROUP PROPERTIES COM 277276101 12 500 SH DEF 12 500
EASTMAN CHEMICAL CO COM 277432100 10 267 SH DEF 2 267
EASTMAN CHEMICAL CO COM 277432100 9,077 237,800 SH DEF 3 237,800
EASTMAN CHEMICAL PANY COM 277432100 8 216 SH DEF 4 216
EASTMAN CHEMICAL CO COM 277432100 221 5,777 SH DEF 5 2,877 2,900
EASTMAN CHEM CO COM 277432100 4,038 105,800 SH DEF 6 105,800
EASTMAN CHEMICAL CO COM 277432100 1 30 SH DEF 7 30
EASTMAN CHEMICAL CO COM 277432100 49 1,277 SH DEF 12 1,277
EASTMAN KODAK PANY COM 277461109 195 7,161 SH DEF 2 7,161
EASTMAN KODAK CO COM 277461109 12,641 464,060 SH DEF 6 464,060
EASTMAN KODAK PANY COM 277461109 3 120 SH DEF 7 120
EASTMAN KODAK PANY COM 277461109 220,478 8,093,909 SH DEF 8 8,093,909
EASTMAN KODAK CO. COM 277461109 579 21,259 SH DEF 9 21,259
EASTMAN KODAK COMPANY COM 277461109 403,782 14,823,115 SH DEF 10 14,823,115
EASTMAN KODAK CO COM 277461109 8,606 315,921 SH DEF 12 315,921
EASTMAN KODAK CO. COM 277461109 212 4,900 SH DEF 15 4,900
EASTON BANCORP -MD COM 277496105 4 350 SH DEF 12 350
EATON CORP. COM 278058102 175 2,750 SH DEF 2 2,750
EATON CORP COM 278058102 2 30 SH DEF 6 30
EATON CORP COM 278058102 148 2,329 SH DEF 12 2,329
EATON VANCE CORP-NON VTG COM 278265103 527 19,050 SH DEF 12 19,050
EATON VANCE FLA MUN INOME TR UNIT 27826B100 30 2,000 SH DEF 12 2,000
EATON VANCE SR OME TR-SBI UNIT 27826S103 36 5,029 SH DEF 12 5,029
EATON VANCE NATIONAL MUNICIPAL UNIT 27826U108 96 6,478 SH DEF 12 6,478
EATON VANCE INSURED MUNI BOND UNIT 27827X101 282 18,800 SH DEF 12 18,800
EBAY COM 278642103 22 415 SH DEF 7 415
EBAY COM 278642103 21,884 414,400 SH DEF 8 414,400
EBAY INC. COM 278642103 39,634 750,500 SH DEF 10 750,500
EBAY COM 278642103 869 16,459 SH DEF 12 16,459
ECHELON CORP COM 27874N105 263 30,175 SH DEF 12 30,175
ECHOSTAR MUNICATIONS NEW COM 278762109 24 1,387 SH DEF 7 1,387
ECHOSTAR COMMUNICATIONS CORP COM 278762109 241 13,925 SH DEF 12 13,925
ECLIPSYS CORP COM 278856109 6 1,207 SH DEF 12 1,207
ECOLAB COM 278865100 8 200 SH DEF 2 200
ECOLAB COM 278865100 1,477 35,394 SH DEF 12 35,394
ECONNECT COM 27889S206 0 10 SH DEF 2 10
EDELBROCK CORP COM 279434104 441 41,690 SH DEF 6 40,480 1,210
EDGE PETE CORP DEL COM 279862106 61 13,700 SH DEF 6 13,700
EDISON INTERNATIONAL COM 281020107 5,238 523,800 SH DEF 3 321,000 202,800
EDISON INTL COM 281020107 4,496 449,600 SH DEF 6 449,600
EDISON INTERNATIONAL COM 281020107 190 19,015 SH DEF 12 19,015
EDO CORP COM 281347104 31 1,400 SH DEF 2 1,400
EDO CORP COM 281347104 78 3,500 SH DEF 12 3,500
EDUCATION MANAGEMENT CORP COM 28139T101 2 40 SH DEF 12 40
J D EDWARDS & CO COM 281667105 6 600 SH DEF 12 600
A G EDWARDS COM 281760108 169 5,284 SH DEF 12 5,284
EDWARDS LIFESCIENCES CP COM 28176E108 17,445 681,720 SH DEF 3 539,620 142,100
EDWARDS LIFESCIENCES CORP COM 28176E108 65 2,551 SH DEF 12 2,551
EFUNDS CORP COM 28224R101 4,525 482,332 SH DEF 6 473,932 8,400
1838 BOND DEBENTURE TRADING UNIT 282520105 23 1,151 SH DEF 12 1,151
EL PASO CORP COM 28336L109 3,688 445,917 SH DEF 2 437,685 8,232
EL PASO COM 28336L109 3 360 SH DEF 4 360
EL PASO CORP COM 28336L109 2,271 274,549 SH DEF 5 218,150 56,399
EL PASO CORP COM 28336L109 12,776 1,563,795 SH DEF 6 1,454,425 109,370
EL PASO CORP COM 28336L109 0 20 SH DEF 7 20
EL PASO CORPORATION COM 28336L109 681 82,388 SH DEF 12 82,388
EL PASO CORP. COM 28336L109 1,053 80,300 SH DEF 15 80,300
EL PASO CORPORATION CVT BOND CONV 28336LAC3 72,332 237,155,000 PRN DEF 16 237,155,000
EL PASO ELEC CO N COM 283677854 18,419 1,550,155 SH DEF 6 1,517,435 1,005 31,715
EL PASO ELECTRIC CO NEW COM 283677854 1,327 111,670 SH DEF 12 111,670
EL PASO ENERGY CAPITAL TRUST I PFD 283678209 5 275 SH DEF 12 275
EL PASO ENERGY PARTNERS L P COM 28368B102 944 31,900 SH DEF 12 31,900
ELAN CORP. ADR ADR 284131208 2 1,000 SH DEF 7 1,000
ELEC COMMUNICATIONS CORP COM 284739109 1 13,100 SH DEF 12 13,100
ELECTRIC FUEL CORP COM 284871100 6 5,400 SH DEF 12 5,400
***ELDORADO GOLD CORP NEW COM 284902103 1 700 SH DEF 12 700
ELECTRO SCIENTIFIC INDS COM 285229100 9 585 SH DEF 12 585
ELECTROGLAS COM 285324109 1 500 SH DEF 12 500
ELECTRONIC ARTS COM 285512109 1 22 SH DEF 2 22
ELECTRONIC ARTS COM 285512109 231 3,500 SH DEF 5 3,500
ELECTRONICS ARTS COM 285512109 2,088 31,650 SH DEF 11 30,450
ELECTRONIC ARTS COM 285512109 224 3,400 SH DEF 12 3,400
ELECTRONIC DATA SYSTEMS COM 285661104 40 2,895 SH DEF 2 2,895
ELECTRONIC DATA SYSTEMS COM 285661104 0 0 SH DEF 4 0
ELECTRONIC DATA SYSTEMS COM 285661104 0 16 SH DEF 7 16
ELECTRONIC DATA SYSTEMS CORP COM 285661104 1,074 76,823 SH DEF 12 76,823
ELECTRONIC DATA SYSTEMS COM 285661104 1,026 46,300 SH DEF 15 46,300
ELECTRONICS BOUTIQUE HOLDINGS COM 286045109 203 7,400 SH DEF 12 7,400
ELECTRONICS FOR IMAGI COM 286082102 26,785 1,813,898 SH DEF 6 1,704,728 1,340 107,830
ELECTRONICS FOR IMAGING COM 286082102 49 3,295 SH DEF 12 3,295
ELEVON COM 286267109 5 5,000 SH DEF 12 5,000
ELITE INFORMATION GR COM 28659M106 556 79,900 SH DEF 6 77,500 2,400
ELLIS PERRY INTL COM 288853104 1,074 97,641 SH DEF 6 93,641 4,000
ELLSWORTH CONVERTIBLE GROWTH & UNIT 289074106 50 6,665 SH DEF 12 6,665
EMBARCADERO TECHNOLOGIES COM 290787100 5 1,300 SH DEF 12 1,300
EMBRAER AIRCRAFT CORP ADR 29081M102 91 6,852 SH DEF 3 6,852
EMCOR GROUP COM 29084Q100 24,214 487,200 SH DEF 3 364,900 122,300
EMCOR GROUP COM 29084Q100 567 11,400 SH DEF 6 11,400
EMERGING MARKETS FLOATING RATE UNIT 290885102 7 800 SH DEF 12 800
EMERGE INTERACTIVE COM 29088W103 7 20,430 SH DEF 12 20,430
EMERGING MARKETS OME FUND UNIT 290920107 136 12,500 SH DEF 12 12,500
EMERSON ELECTRIC CO. COM 291011104 1,103 25,100 SH DEF 1 25,100
EMERSON ELECTRIC CO. COM 291011104 13,222 300,903 SH DEF 2 295,782 5,121
EMERSON ELEC CO COM 291011104 7,386 168,100 SH DEF 3 166,100 2,000
EMERSON ELEC CO COM 291011104 3,062 69,689 SH DEF 5 51,708 17,981
EMERSON ELEC CO COM 291011104 15,929 362,510 SH DEF 6 362,510
EMERSON ELECTRIC CO COM 291011104 577 13,121 SH DEF 11 7,656 1,500
EMERSON ELECTRIC CO COM 291011104 10,736 244,345 SH DEF 12 244,345
EMERSON ELECTRIC CO. COM 291011104 3,599 51,650 SH DEF 15 51,650
EMERSON RADIO CORP NEW COM 291087203 6 1,500 SH DEF 12 1,500
EMISPHERE TECHNOLOGIES COM 291345106 7 2,400 SH DEF 12 2,400
EMPIRE DIST ELEC CO COM 291641108 17 1,000 SH DEF 3 1,000
EMPIRE DISTRICT ELECTRIC CO COM 291641108 4 250 SH DEF 12 250
EMPLOYEE SOLUTIONS COM 292166105 0 2,655 SH DEF 8 2,655
EMULEX CORP NEW COM 292475209 639 56,710 SH DEF 3 56,710
EMULEX CORP NEW COM 292475209 27 2,410 SH DEF 12 2,410
EN POINTE TECHNOLOGIES COM 29247F108 2 2,000 SH DEF 12 2,000
ENCANA CORP COM 292505104 1,629 54,106 SH DEF 5 42,677 11,429
***ENCANA CORP COM 292505104 1,500 49,830 SH DEF 12 49,830
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 1,146 26,168 SH DEF 12 26,168
ENCORE COMPUTER CORP COM 292555109 3 66,500 SH DEF 12 66,500
ENDESA S.A. ADR ADR 29258N107 319 34,950 SH DEF 2 34,950
ENDESA S.A. ADR ADR 29258N107 2 190 SH DEF 7 190
ENDO PHARMACEUTICALS HLDGS COM 29264F205 1,147 134,410 SH DEF 3 124,110 10,300
ENDOCARE COM 29264P104 99 6,900 SH DEF 12 6,900
ENERGEN CORP COM 29265N108 16,000 632,170 SH DEF 6 616,870 15,300
ENERGEN CORP COM 29265N108 6 250 SH DEF 12 250
ENERGY EAST CORP COM 29266M109 4,895 247,094 SH DEF 6 247,094
ENERGY EAST CORPORATION COM 29266M109 334 16,842 SH DEF 12 16,842
EN.EAST COM 29266M109 19,387 975,000 SH DEF 13 975,000
ENERGIZER HLDGS COM 29266R108 9 305 SH DEF 2 305
ENERGIZER HOLDINGS COM 29266R108 3 100 SH DEF 12 100
ENERGY PARTNERS LTD COM 29270U105 52 6,400 SH DEF 12 6,400
***ENERPLUS RESOURCES FUND COM 29274D604 45 2,500 SH DEF 12 2,500
ENGELHARD CORP. COM 292845104 19 800 SH DEF 7 800
ENGLEHARD CORP. COM 292845104 83 2,200 SH DEF 15 2,200
ENGINEERED SUPPORT SYSTEMS COM 292866100 204 3,570 SH DEF 3 3,570
ENGINEERED SUPPORT SYSTEMS COM 292866100 29 500 SH DEF 12 500
ENDOCARDIAL SOLUTIONS COM 292962107 1 400 SH DEF 12 400
ENNIS BUSINESS FORMS COM 293389102 264 20,250 SH DEF 2 20,250
ENNIS BUSINESS FORMS COM 293389102 3,334 255,500 SH DEF 6 246,800 8,700
ENPRO INDUSTRIES COM 29355X107 16 4,745 SH DEF 12 4,745
ENRON CORP. COM 293561106 0 710 SH DEF 2 710
ENRON CORP. COM 293561106 0 500 SH DEF 7 500
ENRON CORP COM 293561106 7 63,291 SH DEF 12 63,291
ENTEGRIS COM 29362U104 3,765 484,500 SH DEF 3 336,800 147,700
ENTERASYS NETWORKS COM 293637104 9,139 7,029,900 SH DEF 8 7,029,900
ENTERASYS NETWORKS COM 293637104 100 76,914 SH DEF 12 76,914
ENTERGY CORP NEW COM 29364G103 17,362 417,350 SH DEF 3 412,350 5,000
ENTERGY CORP COM 29364G103 5 110 SH DEF 6 110
ENTERGY CORP NEW COM 29364G103 116 2,793 SH DEF 12 2,793
ENTERPRISE PRODUCTS PARTNERS COM 293792107 514 26,355 SH DEF 12 26,355
ENTERTAINMENT PROPERTIES TR COM 29380T105 1,392 63,000 SH DEF 3 30,700 32,300
ENTERTAINMENT PROPERTIES TRUST COM 29380T105 132 5,975 SH DEF 12 5,975
ENTREMED COM 29382F103 1 414 SH DEF 12 414
ENTRAVISION COMMUNICATIONS COM 29382R107 7 500 SH DEF 12 500
ENTRUST COM 293848107 10 3,316 SH DEF 12 3,316
ENZON NASD INDL COM 293904108 5,116 265,900 SH DEF 3 257,300 8,600
ENZON COM 293904108 48 2,480 SH DEF 12 2,480
ENVIRONMENTAL ELEMENTS CORP COM 293940102 227 119,611 SH DEF 12 119,611
ENVIRONMENTAL TECTONICS CORP COM 294092101 65 10,600 SH DEF 12 10,600
ENZO BIOCHEM COM 294100102 53 3,675 SH DEF 12 3,675
EON LABS COM 29412E100 50 2,300 SH DEF 3 2,300
EON LABS COM 29412E100 35 1,600 SH DEF 12 1,600
EPLUS COM 294268107 984 151,400 SH DEF 6 147,300 4,100
EPICOR SOFTWARE CORP COM 29426L108 3 3,000 SH DEF 12 3,000
EQUIFAX, INC. COM 294429105 2,426 111,600 SH DEF 1 111,600
EQUIFAX COM 294429105 3,076 141,470 SH DEF 3 141,470
EQUIFAX COM 294429105 54,350 2,500,000 SH DEF 8 2,500,000
EQUIFAX COM 294429105 1,940 89,245 SH DEF 12 89,245
EQUITABLE BANK MD COM 29444Q105 7 210 SH DEF 12 210
EQUITABLE RESOURCES COM 294549100 35 1,000 SH DEF 2 1,000
EQUITABLE RES COM 294549100 13,540 391,900 SH DEF 6 391,900
EQUITABLE RESOURCES COM 294549100 116 3,363 SH DEF 12 3,363
EQUITY OME FUND 1ST UNIT 294700703 24 407 SH DEF 12 407
EQUITY INNS COM 294703103 2 300 SH DEF 12 300
EQUITY MARKETING COM 294724109 139 12,900 SH DEF 6 12,900
EQUITY MARKETING COM 294724109 38 3,575 SH DEF 12 3,575
EQUITY OFFICE PROPERTIES TRUST COM 294741103 1,631 63,175 SH DEF 2 62,875 300
EQUITY OFFICE PROPERTIES TRUST COM 294741103 273 10,591 SH DEF 12 10,591
EQUITY OFFICE PROPERTIES TRUST COM 294741103 256 7,000 SH DEF 15 7,000
EQUITY OFFICE PROPERTIES TRUST PFD 294741509 7 155 SH DEF 2 155
EQUITY OIL CO COM 294749106 168 72,100 SH DEF 6 71,000 1,100
EQUITY ONE COM 294752100 353 26,727 SH DEF 12 26,727
EQUITY RESIDENTIAL COM 29476L107 15,425 644,340 SH DEF 1 23,000 621,340
EQUITY RESIDENTIAL COM 29476L107 1,152 48,120 SH DEF 2 48,120
EQUITY RESIDENTIAL PROPERTIES TRUST COM 29476L107 1,302 54,378 SH DEF 9 54,378
EQUITY RESIDENTIAL COM 29476L107 334 13,933 SH DEF 12 13,933
EQUITY RESIDENTIAL PROPS PFD 29476L800 7 280 SH DEF 2 280
EQUITY RESIDENTIAL PFD 29476L859 7 300 SH DEF 12 300
EQUITY RESIDENTIAL INT TRUST PFD 29476L883 57 2,100 SH DEF 2 2,100
LM ERICSSON TELE CO ADR 294821400 20 54,979 SH DEF 2 46,979 8,000
ERIE INDEMNITY CO-CL A COM 29530P102 29 700 SH DEF 12 700
ESCALADE COM 296056104 3 150 SH DEF 12 150
ESPEED, INC. COM 296643109 20,005 1,969,000 SH DEF 14 1,969,000
ESTERLINE TECHNOLOGIES COM 297425100 238 14,300 SH DEF 3 7,400 6,900
ESTERLINE TECH CORP COM 297425100 3,496 210,100 SH DEF 6 203,700 6,400
ETHAN ALLEN COM 297602104 5,923 183,035 SH DEF 4 183,035
ETHAN ALLEN INTERIORS COM 297602104 1,743 53,850 SH DEF 12 53,850
E-TOYS COM 297862104 0 522 SH DEF 2 522
EUROPE FUND UNIT 29874M103 27 3,775 SH DEF 12 3,775
EUROPEAN WARRANT FUND UNIT 298792102 8 4,000 SH DEF 12 4,000
EVANS & SUTHERLAND COMPUTER COM 299096107 14 4,000 SH DEF 12 4,000
EVERCEL COM 299759100 36 19,000 SH DEF 11 19,000
EVERGREEN RESOURCES NEW COM 299900308 78 1,900 SH DEF 12 1,900
EXACTECH COM 30064E109 54 3,100 SH DEF 12 3,100
EXCEL TECHNOLOGY COM 30067T103 23 1,200 SH DEF 4 1,200
EXELON CORP COM 30161N101 1 19 SH DEF 2 19
EXELON CORP COM 30161N101 1,321 27,800 SH DEF 3 27,800
EXELON CORP COM 30161N101 4,534 95,103 SH DEF 6 87,182 7,921
EXELON CORP COM 30161N101 335 7,053 SH DEF 9 1,364 5,689
EXELON CORP COM 30161N101 651 13,695 SH DEF 12 13,695
EXODUS MUNICATIONS COM 302088109 0 200 SH DEF 2 200
EXPEDIA COM 302125109 6,410 126,550 SH DEF 3 101,450 25,100
EXPEDIA COM 302125109 6 113 SH DEF 7 113
EXPEDIA COM 302125109 56 1,102 SH DEF 12 1,102
WTS EXPEDIA WARRANTS 302125125 5 269 WT DEF 12 269
EXPEDITORS INTERNATIONAL OF COM 302130109 22 784 SH DEF 12 784
EXPLORATION CO OF DELAWARE COM 302133202 6 1,200 SH DEF 12 1,200
EXPLORE HOLDINGS LLC SHARES COM 30214H929 47 19,234 SH DEF 5 19,234
EXPONET COM 30214U102 1,227 97,300 SH DEF 6 93,500 3,800
EXPRESS SCRIPTS COM 302182100 8,238 151,100 SH DEF 3 100,900 50,200
EXPRESS SCRIPTS COM 302182100 26 485 SH DEF 7 485
EXPRESS SCRIPTS COM 302182100 14 250 SH DEF 12 250
EXPRESSJET HOLDINGS COM 30218U108 949 103,200 SH DEF 3 83,300 19,900
EXPRESSJET HOLDINGS COM 30218U108 2 180 SH DEF 12 180
EXTENDED STAY AMERN COM 30224P101 3 200 SH DEF 6 200
EXTREME NETWORKS COM 30226D106 5 1,300 SH DEF 12 1,300
EXXON CORP. COM 302290101 21 652 SH DEF 7 652
EXXON MOBIL CORP. COM 30231G102 29,104 912,344 SH DEF 1 912,344
EXXON MOBIL CORP. COM 30231G102 33,331 1,044,874 SH DEF 2 1,019,311 25,563
EXXON MOBIL CORP COM 30231G102 29,258 917,168 SH DEF 3 900,068 17,100
EXXON MOBIL COM 30231G102 155 4,855 SH DEF 4 4,855
EXXON MOBIL CORP COM 30231G102 35,047 1,098,644 SH DEF 5 1,072,741 25,903
EXXON CORP COM 30231G102 8,172 255,533 SH DEF 6 255,533
EXXON MOBIL CORP. COM 30231G102 1839 57,646 SH DEF 7 57,646
EXXON MOBIL CORP. COM 30231G102 2,448 76,731 SH DEF 9 2,180 74,551
EXXON MOBIL CORP COM 30231G102 6,229 195,268 SH DEF 11 146,363 4,795
EXXON MOBIL CORP COM 30231G102 43,785 1,372,580 SH DEF 12 1,372,580
EXXON-MOBIL CORP. COM 30231G102 723 14,284 SH DEF 15 14,284
F&M BANCORP MD COM 302367107 1,401 44,349 SH DEF 6 44,349
F&M BANCORP-MD COM 302367107 514 16,262 SH DEF 12 16,262
F & M BANK CORP-TIMBERVILLE VA COM 30237P106 2 86 SH DEF 12 86
FBL FINL GROUP COM 30239F106 7,125 386,200 SH DEF 6 376,700 9,500
FBR ASSET INVT CORP COM 30241E303 3,676 117,590 SH DEF 3 87,390 30,200
FBR ASSET INVESTMENT CORP COM 30241E303 3 100 SH DEF 12 100
FBR ASSET INVESTMENT CORP COM 30241E303 667 20,000 SH DEF 20,000
FEI PANY COM 30241L109 10,509 727,260 SH DEF 3 563,260 164,000
FFD FINANCIAL CORP COM 30243C107 24 2,000 SH DEF 12 2,000
FCNB CAPITAL TRUST 8.25% PFD 30243V204 154 5,975 SH DEF 12 5,975
FLIR SYSTEMS COM 302445101 75 2,145 SH DEF 12 2,145
FMC CORP COM 302491303 13,932 539,600 SH DEF 6 524,600 15,000
FMC CORP NEW COM 302491303 3 100 SH DEF 12 100
FMC TECHNOLOGIES COM 30249U101 132 7,870 SH DEF 3 4,470 3,400
FNB CORP-N.C. COM 302519103 182 10,781 SH DEF 12 10,781
F N B CORP-PA COM 302520101 105 3,765 SH DEF 12 3,765
FNB FINANCIAL SERV COM 302526108 728 44,223 SH DEF 6 43,223 1,000
FPIC INSURANCE GROUP COM 302563101 40 4,500 SH DEF 12 4,500
FPL GROUP COM 302571104 204 3,798 SH DEF 2 3,798
FPL GROUP COM 302571104 625 11,617 SH DEF 5 11,000 617
FPL GROUP COM 302571104 4 80 SH DEF 6 80
FPL GROUP COM 302571104 2,120 39,408 SH DEF 9 39,408
FPL GROUP COM 302571104 1,590 29,547 SH DEF 12 29,547
F N B CORP-VA COM 302930102 30 992 SH DEF 12 992
FTI CONSULTING COM 302941109 119 3,000 SH DEF 12 3,000
FACTORY POINT BANCORP -VT COM 303061105 108 5,221 SH DEF 12 5,221
FACTSET RESEARCH SYSTEMS COM 303075105 3 100 SH DEF 12 100
FACTUAL DATA CORP COM 303094106 275 42,800 SH DEF 6 39,900 2,900
FAIRCHILD SEMICONDUCTOR INTL CL A COM 303726103 6,837 721,970 SH DEF 3 709,870 12,100
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 18 1,934 SH DEF 12 1,934
FAIRMONT HOTELS RES COM 305204109 7 300 SH DEF 6 300
***FAIRMONT HOTELS & RESORTS COM 305204109 101 4,243 SH DEF 12 4,243
FALCON PRODS CORP COM 306075102 89 21,400 SH DEF 6 21,400
FALCONSTOR SOFTWARE COM 306137100 2 400 SH DEF 12 400
FALMOUTH BANCORP COM 306754102 2 100 SH DEF 12 100
FAMILY DOLLAR STORES COM 307000109 242 9,000 SH DEF 2 9,000
FAMILY DOLLAR STORES COM 307000109 888 33,054 SH DEF 12 33,054
FARGO ELECTRONICS COM COM 30744P102 21 2,600 SH DEF 12 2,600
FARMER BROTHERS CO COM 307675108 130 400 SH DEF 2 400
FASTENAL CO COM 311900104 54 1,719 SH DEF 12 1,719
FREDDIE MAC COM 313400301 305 5,450 SH DEF 1 5,450
FREDDIE MAC COM 313400301 12,021 215,048 SH DEF 2 211,128 3,920
FREDDIE MAC COM 313400301 12,340 220,748 SH DEF 3 219,048 1,700
FREDDIE MAC COM 313400301 8,980 160,636 SH DEF 4 160,636
FREDDIE MAC COM 313400301 4,471 79,975 SH DEF 5 69,590 10,385
FREDDIE MAC COM 313400301 1,110 19,850 SH DEF 6 19,850
FREDDIE MAC COM 313400301 17 298 SH DEF 7 298
FREDDIE MAC COM 313400301 532 9,510 SH DEF 11 9,135
FREDDIE MAC-VOTING COMMON COM 313400301 5,985 107,075 SH DEF 12 107,075
FEDERAL HOME LN. MTG. CORP. COM 313400301 186 2,100 SH DEF 15 2,100
FEDERAL MOGUL CORP COM 313549107 8 15,200 SH DEF 12 15,200
FANNIE MAE COM 313586109 6,049 101,600 SH DEF 1 4,000 97,600
FANNIE MAE COM 313586109 17,680 296,936 SH DEF 2 285,666 11,270
FANNIE MAE COM 313586109 20,867 350,467 SH DEF 3 344,267 6,200
FANNIE MAE COM 313586109 5,888 98,893 SH DEF 4 98,893
FANNIE MAE COM 313586109 4,567 76,711 SH DEF 5 63,376 13,335
FEDERAL NATL MTG ASSN COM 313586109 30,512 512,177 SH DEF 6 492,727 19,450
FANNIE MAE COM 313586109 18 297 SH DEF 7 297
FANNIE MAE COM 313586109 143,271 2,406,302 SH DEF 8 2,406,302
FANNIE MAE COM 313586109 8,679 145,772 SH DEF 9 4,322 141,450
FANNIE MAE COM 313586109 262,332 4,405,984 SH DEF 10 4,405,984
FANNIE MAE COM 313586109 2,345 39,389 SH DEF 11 30,800 2,979
FANNIE MAE COM 313586109 16,057 269,692 SH DEF 12 269,692
FEDERAL NATL. MTG. ASSN. COM 313586109 4,482 47,470 SH DEF 15 47,470
FEDERAL REALTY INVESTMENT TRUST COM 313747206 60 2,225 SH DEF 2 2,225
FEDERAL REALTY INVESTMENT TRUST COM 313747206 1,057 39,150 SH DEF 9 39,150
FEDERAL REALTY INVT TRUST COM 313747206 1,857 68,775 SH DEF 12 68,775
FEDERAL SIGNAL CORP COM 313855108 93 5,066 SH DEF 2 5,066
FEDERAL SIGNAL CORP. COM 313855108 225 12,200 SH DEF 9 12,200
FEDERAL SIGNAL CORP COM 313855108 1,091 59,213 SH DEF 12 59,213
FEDERATED DEPARTMENT STORES COM 31410H101 62 2,100 SH DEF 2 2,100
FEDERATED DEPT STORES COM 31410H101 4,643 157,700 SH DEF 3 153,500 4,200
FEDERATED DEPARTMENT STORES IN COM 31410H101 621 21,100 SH DEF 5 17,025 4,075
FEDERATED DEPT STORE COM 31410H101 22,743 772,530 SH DEF 6 772,530
FEDERATED DEPARTMENT STORES COM 31410H101 412 13,993 SH DEF 12 13,993
FEDERATED INVESTORS ( PA ) CL B COM 314211103 5831 216,025 SH DEF 7 216,025
FEDERATED INVESTORS (PA.) COM 314211103 887 32,880 SH DEF 12 32,880
FEDEX CORP COM 31428X106 60 1,200 SH DEF 2 1,200
FDX CORP COM 31428X106 7,350 146,790 SH DEF 3 142,390 4,400
FEDEX CORP COM 31428X106 6,274 125,300 SH DEF 6 125,300
FEDEX CORP COM 31428X106 1,533 30,608 SH DEF 12 30,608
FELCOR LODGING TRUST COM 31430F101 15 1,200 SH DEF 2 1,200
FELCOR LODGING TRUST COM 31430F101 89 6,975 SH DEF 12 6,975
FERRELLGAS PARTNERS LP COM 315293100 142 7,100 SH DEF 12 7,100
FERRO CORP. COM 315405100 1,731 74,925 SH DEF 2 74,925
FERRO CORP COM 315405100 14 600 SH DEF 12 600
F5 NETWORKS COM 315616102 15 2,050 SH DEF 12 2,050
FIDELITY ADVISOR EQUITY GROWTH FUND COM 315805853 22 712 SH DEF 2 712
FIDELITY BANCORP -PA COM 315831107 59 3,300 SH DEF 12 3,300
FIDELITY BANCORP COM 31583B105 371 16,700 SH DEF 6 16,700
FIDELITY BANKSHARES NEW COM 31604Q107 3729 208,300 SH DEF 7 208,300
FIDELITY NATIONAL FINL COM 316326107 2,164 75,304 SH DEF 3 64,820 10,484
FIDELITY NATL FINL COM 316326107 6 198 SH DEF 6 198
FIDELITY NATIONAL FINANCIAL COM 316326107 6 210 SH DEF 12 210
FIFTH THIRD BANCORP COM 316773100 67,207 1,097,622 SH DEF 2 1,092,560 5,062
FIFTH THIRD BANCORP NASD BK INS COM 316773100 4,188 68,390 SH DEF 3 66,990 1,400
FIFTH THIRD BANCORP COM 316773100 4271 69,749 SH DEF 7 69,749
FIFTH THIRD BANCORP COM 316773100 2,665 43,527 SH DEF 12 43,527
FILENET CORP NASD INDL COM 316869106 4,505 435,280 SH DEF 3 403,230 32,050
FINANCIAL FEDERAL CORP COM 317492106 637 20,000 SH DEF 7 20,000
FINANCIAL INDS CORP COM 317574101 1,798 117,800 SH DEF 6 114,200 3,600
FINDWHAT.COM COM 317794105 296 69,100 SH DEF 12 69,100
FINISAR CORP COM 31787A101 1 800 SH DEF 12 800
FINGER LAKES BANCORP COM 31787C107 34 1,735 SH DEF 2 1,735
FINLAY ENTERPRISES COM 317884203 2,263 150,000 SH DEF 6 144,000 6,000
FINISH LINE -CL COM 317923100 1,397 154,900 SH DEF 3 112,400 42,500
FINOVA GROUP COM 317928109 0 5,900 SH DEF 2 5,900
FIRST AMERN FINL CORP COM 318522307 35,329 1,727,972 SH DEF 6 1,684,107 1,360 42,505
FIRST AMERICAN CORP COM 318522307 15 757 SH DEF 12 757
FIRST BANCORP P R COM 318672102 1,509 39,590 SH DEF 3 34,590 5,000
FIRST BANCORP-TROY N.C. COM 318910106 31 1,246 SH DEF 12 1,246
FIRST BELL BANCORP COM 319301107 166 10,000 SH DEF 2 10,000
FIRST BELL BANCORP COM 319301107 337 20,300 SH DEF 4 20,300
FIRST BELL BANCORP COM 319301107 1,113 67,000 SH DEF 6 65,000 2,000
FIRST CASH FINL SVCS COM 31942D107 1,065 112,200 SH DEF 6 108,600 3,600
FIRST CHARTER CORP-N.C. COM 319439105 332 20,044 SH DEF 12 20,044
FIRST CITIZENS BANCS CL A 31946M103 13,533 131,279 SH DEF 6 125,979 5,300
FIRST CITIZENS BANCSHARES COM 31946M103 140 1,360 SH DEF 12 1,360
FIRST CITIZENS BANCSHARES COM 31946M202 46 450 SH DEF 12 450
FIRST CHESTER CNTY CORP COM 31947W100 31 2,151 SH DEF 12 2,151
FIRST COMMONWEALTH FINANCIAL COM 319829107 124 10,000 SH DEF 1 10,000
FIRST COMMONWEALTH FINANCIAL COM 319829107 57 4,617 SH DEF 12 4,617
FIRST MUNITY BANCORP COM 31983B101 1593 55,050 SH DEF 7 55,050
FIRST FED CAP CORP COM 319960100 5,205 267,900 SH DEF 6 260,400 7,500
FIRST DATA CORP. COM 319963104 18,723 669,859 SH DEF 1 23,500 646,359
FIRST DATA CORP. COM 319963104 1,056 37,784 SH DEF 2 37,784
FIRST DATA CORP COM 319963104 10,226 365,880 SH DEF 3 359,880 6,000
FIRST DATA CORP. COM 319963104 19 666 SH DEF 7 666
FIRST DATA CORP COM 319963104 2,148 76,852 SH DEF 11 68,767
FIRST DATA CORP COM 319963104 2,360 84,446 SH DEF 12 84,446
FIRST DEFIANCE FINL COM 32006W106 1,690 98,400 SH DEF 6 94,300 4,100
FIRST ESSEX BANCORP COM 320103104 1,765 53,400 SH DEF 6 50,200 3,200
FIRST FINL BKSH COM 32020R109 2,368 64,971 SH DEF 6 61,271 3,700
FIRST FINL BANKSHARES COM 32020R109 1004 27,550 SH DEF 7 27,550
FIRST FINANCIAL BANKSHARES COM 32020R109 7 200 SH DEF 12 200
FIRST FINL CORP COM 320218100 29 600 SH DEF 6 600
FIRST FINANCIAL CORP-IND COM 320218100 14 283 SH DEF 12 283
FIRST FINANCIAL HOLDINGS COM 320239106 54 2,000 SH DEF 12 2,000
FIRST FRANKLIN CORP. COM 320272107 11 900 SH DEF 2 900
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 249 8,026 SH DEF 12 8,026
FIRST INTL BANC CORP COM 32054Q894 0 61 SH DEF 6 61
FIRST IND CORP COM 32054R108 3,414 186,275 SH DEF 6 181,200 5,075
FIRST KEYSTONE CORP NEW COM 320654205 101 4,192 SH DEF 12 4,192
FIRST MARINER BANCORP COM 320795107 50 4,830 SH DEF 12 4,830
FIRST MERCHANTS CORP COM 320817109 195 7,875 SH DEF 6 7,875
FIRST MERCHANTS CORP COM 320817109 37 1,515 SH DEF 12 1,515
FIRST NATL CORP ORAN COM 320942105 135 4,900 SH DEF 6 4,900
FIRST HEALTH GROUP CORP COM 320960107 262 9,668 SH DEF 12 9,668
FIRST NATIONAL COMMUNITY COM 32110M101 8 242 SH DEF 12 242
FIRST MUTUAL BANCSH COM 32190E102 708 44,920 SH DEF 6 44,920
FIRST OAK BROOK BANCSHARES COM 335847208 51 1,700 SH DEF 2 1,700
FIRST PACIFIC PANY LTD ADR 335889200 2 3,440 SH DEF 2 3,440
***FIRST QUANTUM MINERALS LTD COM 335934105 2 1,000 SH DEF 12 1,000
FIRST PL FINL CORP COM 33610T109 680 48,670 SH DEF 6 44,170 4,500
FIRST PLACE FINANCIAL CORP-DEL COM 33610T109 15 1,075 SH DEF 12 1,075
FIRST REP BANK(S.F) COM 336158100 4,274 196,500 SH DEF 6 190,900 5,600
FIRST STATE BANCORP N.M. COM 336453105 30 1,207 SH DEF 2 1,207
FIRST STATE BANCORP N.M. COM 336453105 3176 128,850 SH DEF 7 128,850
1ST SOURCE CORP COM 336901103 31 2,181 SH DEF 2 2,181
1ST SOURCE CORP COM 336901103 953 67,630 SH DEF 6 67,630
FIRST TENNESSEE NATIONAL CORP. COM 337162101 485 14,000 SH DEF 1 14,000
FIRST TENNESSEE COM 337162101 5,844 168,568 SH DEF 2 165,372 3,196
FIRST TENN NATL CORP NASD BK INS COM 337162101 30,087 867,820 SH DEF 3 761,320 106,500
FIRST TENN NATL CORP COM 337162101 2 60 SH DEF 6 60
FIRST TENNESSEE COM 337162101 214 6,170 SH DEF 9 6,170
FIRST TENNESSEE NATIONAL CORP COM 337162101 243 7,000 SH DEF 11 400 6,600
FIRST TENNESSEE NATIONAL CORP COM 337162101 1,139 32,850 SH DEF 12 32,850
FIRST TRUST BANK CHARLOTTE COM 33732N105 22 1,560 SH DEF 12 1,560
FIRST UNION CORP. COM 337358105 0 0 SH DEF 9
FIRST UTD CORP COM 33741H107 960 58,051 SH DEF 6 55,751 2,300
FIRST UNITED CORP COM 33741H107 5 292 SH DEF 12 292
FIRST VA BANKS COM 337477103 48 1,275 SH DEF 6 1,275
FIRST VIRGINIA BANKS COM 337477103 1,930 51,735 SH DEF 12 51,735
FIRST WEST VIRGINIA BANCORP COM 337493100 33 1,903 SH DEF 12 1,903
***FIRSTSERVICE CORPORATION COM 33761N109 1 66 SH DEF 12 66
FISERV COM 337738108 12 412 SH DEF 2 412
FISERV NASD INDL COM 337738108 190 6,750 SH DEF 3 2,600 4,150
FISERV WISC PV COM 337738108 8 300 SH DEF 4 300
FISERV COM 337738108 5644 201,004 SH DEF 7 201,004
FISERV COM 337738108 122 4,357 SH DEF 12 4,357
FIRST FED FINL CORP COM 337907109 7,604 295,300 SH DEF 6 287,500 7,800
FIRSTMERIT CORP. COM 337915102 9 400 SH DEF 2 400
FIRSTMERIT CORP COM 337915102 472 22,023 SH DEF 12 22,023
FIRSTFED AMER BANCOR COM 337929103 2,070 85,941 SH DEF 6 83,981 1,960
FLAGSTAR BANCORP COM 337930101 7,265 350,975 SH DEF 6 340,850 10,125
FIRSTENERGY CORP. COM 337932107 82 2,753 SH DEF 2 2,753
FIRSTENERGY CORP COM 337932107 6 209 SH DEF 6 209
FIRSTENERGY CORP COM 337932107 1,088 36,403 SH DEF 12 36,403
FISHER SCIENTIFIC INTL NEW COM 338032204 1,108 36,500 SH DEF 3 13,200 23,300
FISHER SCIENTIFIC INTL NEW COM 338032204 136 4,498 SH DEF 12 4,498
FISHER SCIENTIFIC INTL. COM 338032204 77 1,600 SH DEF 15 1,600
FIVE STAR QUALITY CARE COM 33832D106 3 2,174 SH DEF 12 2,174
FLANDERS CORP COM 338494107 72 44,500 SH DEF 12 44,500
FLEETBOSTON FINANCIAL CORP COM 339030108 258 12,668 SH DEF 2 12,668
FLEET BOSTON FINANCIAL CORP COM 339030108 2,653 130,482 SH DEF 3 127,882 2,600
FLEET BOSTON FINANCIAL COM 339030108 178 8,753 SH DEF 4 8,753
FLEETBOSTON FINANCIAL CORP COM 339030108 1,575 77,450 SH DEF 5 50,202 27,248
FLEETBOSTON FINANCIAL COM 339030108 26,099 1,284,535 SH DEF 6 1,237,582 46,953
FLEETBOSTON FINANCIAL CORP COM 339030108 1,626 80,000 SH DEF 8 80,000
FLEET BOSTON FINANCIAL CORP. COM 339030108 1,783 87,682 SH DEF 9 3,591 84,091
FLEETBOSTON FINANCIAL CORPORATION COM 339030108 5,977 294,000 SH DEF 10 294,000
FLEETBOSTON FINL CORP COM 339030108 5,712 280,946 SH DEF 12 280,946
FLEET BOSTON FINANCIAL CORP. COM 339030108 119 3,700 SH DEF 15 3,700
FLEETWOOD ENTERPRISES COM 339099103 3 500 SH DEF 2 500
FLEETWOOD ENTERPRISES COM 339099103 13 2,000 SH DEF 12 2,000
FLEMING COS COM 339130106 4,217 843,400 SH DEF 6 820,200 23,200
FLEMING COMPANIES COM 339130106 515 103,000 SH DEF 12 103,000
FLEXSTEEL INDUSTRIES COM 339382103 22 1,650 SH DEF 12 1,650
FLORIDA BANKS COM 340560101 9 1,100 SH DEF 2 1,100
FLORIDA EAST COAST INDS COM 340632108 434 18,385 SH DEF 12 18,385
FLORIDA EAST COAST INDS COM 340632207 24 1,101 SH DEF 12 1,101
FLORIDA ROCK INDS COM 341140101 3,945 129,100 SH DEF 3 82,400 46,700
FLORIDA ROCK INDUSTRIES COM 341140101 182 5,961 SH DEF 12 5,961
FLUOR CORP (NEW) COM 343412102 29 1,200 SH DEF 3 1,200
FLUOR CORP COM 343412102 1 50 SH DEF 6 50
FLUOR CORP NEW COM 343412102 128 5,253 SH DEF 12 5,253
FLOWERS FOODS COM 343498101 16 711 SH DEF 12 711
FLOWSERVE CORP COM 34354P105 1,303 130,300 SH DEF 6 130,300
FLOWSERVE CORP COM 34354P105 9 905 SH DEF 12 905
FLUSHING FINANCIAL CORP COM 343873105 469 28,100 SH DEF 3 9,500 18,600
FLUSHING FINL CORP COM 343873105 2,375 142,400 SH DEF 6 137,900 4,500
FOAMEX INTL COM 344123104 1,619 294,300 SH DEF 6 283,900 10,400
FOCAL MU WTO7 COM 34415511 0 252 SH DEF 6 252
FOMENTO ECONOMICO MEX-SP ADR ADS 344419106 10,201 301,800 SH DEF 3 301,800
FONAR CORP COM 344437108 1 1,131 SH DEF 12 1,131
FONIX CORP-DEL COM 34459U108 2 35,000 SH DEF 12 35,000
FOOT LOCKER COM 344849104 3,265 326,790 SH DEF 6 326,790
FOOT LOCKER COM 344849104 22 2,166 SH DEF 12 2,166
FOOTHILL INDPT BANCP COM 344905104 267 13,000 SH DEF 6 13,000
FOOTSTAR COM 344912100 2,789 357,500 SH DEF 6 347,200 10,300
FORD MOTOR CO. COM 345370860 1,316 134,242 SH DEF 2 132,146 2,096
FORD MTR CO DEL COM 345370860 1,895 193,400 SH DEF 3 189,400 4,000
FORD MOTOR COM 345370860 245 25,000 SH DEF 4 25,000
FORD MTR CO DEL P COM 345370860 8,961 925,354 SH DEF 6 887,344 38,010
FORD MOTOR CO. COM 345370860 3,665 48,605 SH DEF 9 737 47,868
FORD MOTOR CO DEL COM 345370860 127 12,911 SH DEF 11 7,145 4,545
FORD MOTOR CO DEL COM 345370860 6,394 652,431 SH DEF 12 652,431
FORD MOTOR CO. COM 345370860 146 9,422 SH DEF 15 9,422
FORD MTR CO CAP TR II COM 345395206 10,298 255,870 SH DEF 6 222,270 33,600
FORD MTR CO CAP TR II PFD 345395206 1,370 33,995 SH DEF 12 33,995
FORD MOTOR CO CAP TR II CVT PFD CONV 345395206 0 350 PRN DEF 16 350
***FORDING COM 345426100 1 95 SH DEF 12 95
FOREST CITY ENTERPRISES COM 345550107 42 1,302 SH DEF 12 1,302
FOREST LABS COM 345838106 2 20 SH DEF 2 20
FOREST LABORATORIES COM 345838106 75 920 SH DEF 4 920
FOREST LABORATORIES COM 345838106 464 5,663 SH DEF 12 5,663
FORGOTTEN WOMAN COM 345902100 0 500 SH DEF 7 500
FOREST OIL CORP COM 346091705 4,006 157,100 SH DEF 6 154,200 2,900
FOREST OIL CORP COM 346091705 64 2,500 SH DEF 12 2,500
FORGENT NETWORKS COM 34629U103 3 1,500 SH DEF 12 1,500
FORT DEARBORN OME SECS UNIT 347200107 11 735 SH DEF 12 735
FORTUNE BRANDS COM 349631101 211 4,453 SH DEF 2 4,453
FORTUNE BRANDS COM 349631101 14 300 SH DEF 4 300
FORTUNE BRANDS CO COM 349631101 11,465 242,410 SH DEF 6 240,980 1,430
FORTUNE BRANDS COM 349631101 1,780 37,633 SH DEF 12 37,633
FOSSIL COM 349882100 6 300 SH DEF 12 300
FOUNDRY NETWORKS COM 35063R100 1 200 SH DEF 4 200
FOUNDRY NETWORKS COM 35063R100 6,502 1,182,814 SH DEF 6 1,158,654 2,685 21,475
FOUNDRY NETWORKS COM 35063R100 41 7,505 SH DEF 12 7,505
4 KIDS ENTERTAINMENT COM 350865101 166 7,000 SH DEF 12 7,000
FOX ENTERTAINMENT GROUP COM 35138T107 64 2,900 SH DEF 12 2,900
FRANCE TELE SA SPON ADR COM 35177Q105 1 65 SH DEF 6 65
FRANKLIN BANK N.A. COM 352456107 214 12,000 SH DEF 12 12,000
FRANKLIN ELECTRIC CO COM 353514102 6,312 147,649 SH DEF 12 147,649
FRANKLIN FINL CORP TENN COM 353523202 10 400 SH DEF 12 400
FRANKLIN FINANCIAL SERVICES COM 353525108 27 1,000 SH DEF 12 1,000
FRANKLIN MULTI OME TRUST UNIT 354021107 11 1,750 SH DEF 12 1,750
FRANKLIN RESOURCES, INC. COM 354613101 249 8,000 SH DEF 1 8,000
FRANKLIN RESOURCES COM 354613101 86 2,774 SH DEF 4 2,774
FRANKLIN RES COM 354613101 4 120 SH DEF 6 120
FRANKLIN RESOURCES COM 354613101 95 3,056 SH DEF 7 3,056
FRANKLIN RESOURCES COM 354613101 471 15,146 SH DEF 12 15,146
FREEMARKETS COM 356602102 120 24,285 SH DEF 12 24,285
FREEPORT MCMORAN COPPER & GOLD PFD 35671D501 23 1,400 SH DEF 12 1,400
FREEPORT MCMORAN COPPER & GOLD COM 35671D857 21 1,563 SH DEF 2 1,563
FREEPORT MCMORAN COPPER & GOLD COM 35671D857 22 1,622 SH DEF 12 1,622
FREMONT GENERAL CORP COM 357288109 4,336 884,800 SH DEF 6 853,700 31,100
FREMONT GENERAL CORP COM 357288109 1 160 SH DEF 12 160
FRESH BRANDS COM 35803U108 921 61,800 SH DEF 6 60,100 1,700
FRIEDMAN BILLINGS RAMSEY GRP CL A COM 358433100 5 500 SH DEF 2 500
FRIEDMAN BILLINGS RAMSEY CL A COM 358433100 869 85,820 SH DEF 3 81,320 4,500
FRIEDMAN BILLINGS RAMSEY GROUP COM 358433100 279 48,000 SH DEF 48,000
FRIEDMAN INDS COM 358435105 80 33,764 SH DEF 6 31,086 2,678
FRIEDMANS CL A 358438109 1,966 252,700 SH DEF 6 245,000 7,700
FRISCHS RESTAURANTS COM 358748101 962 57,800 SH DEF 6 56,300 1,500
FRISCHS RESTAURANTS COM 358748101 2 100 SH DEF 12 100
FRONTIER AIRLINES COM 359065109 45 9,200 SH DEF 6 9,200
FRONTIER OIL CORP COM 35914P105 50 4,000 SH DEF 12 4,000
FRONTSTEP COM 35921W101 1 200 SH DEF 12 200
FUELCELL ENERGY COM 35952H106 112 17,760 SH DEF 12 17,760
FUJITSU LTD ADR 359590304 3 150 SH DEF 2 150
FULLER H B CO NASD INDL COM 359694106 14,537 546,520 SH DEF 3 470,220 76,300
FULLER H B CO COM 359694106 8,101 304,300 SH DEF 6 297,900 6,400
FULTON FINANCIAL CORP. COM 360271100 0 0 SH DEF 9
FULTON FINANCIAL CORP-PA COM 360271100 585 31,122 SH DEF 12 31,122
FURNITURE BRANDS INTERNATIONAL COM 360921100 24 1,050 SH DEF 12 1,050
GATX CORP. COM 361448103 1,558 78,675 SH DEF 2 77,237 1,438
GATX CORP COM 361448103 2 100 SH DEF 6 100
GATX CORP COM 361448103 364 18,369 SH DEF 12 18,369
GBC BANCORP CALIF COM 361475106 700 36,050 SH DEF 6 34,650 1,400
GLB BANCORP COM 361778103 86 8,965 SH DEF 12 8,965
GSE SYSTEMS COM 36227K106 5 2,000 SH DEF 12 2,000
GSI LUMONICS INC COM 36229U102 25 5,000 SH DEF 5,000
G-III APPAREL GROUP COM 36237H101 233 38,800 SH DEF 6 38,800
GTSI CORP COM 36238K103 506 57,500 SH DEF 6 56,500 1,000
***GTSI CORP COM 36238K103 9 1,000 SH DEF 12 1,000
GTC BIOTHERAPEUTICS COM 36238T104 3 2,500 SH DEF 12 2,500
GABELLI EQUITY TRUST COM 362397101 407 57,705 SH DEF 12 57,705
GABELLI GLOBAL MULTIMEDIA COM 36239Q109 3 500 SH DEF 12 500
GABELLI UTILITY TR COM 36240A101 120 13,979 SH DEF 12 13,979
GABELLI CONVERTIBLE AND OME UNIT 36240B109 24 2,248 SH DEF 12 2,248
GABLES RESIDENTIAL TRUST-SBI COM 362418105 1,140 42,664 SH DEF 12 42,664
GADZOOKS COM 362553109 867 153,400 SH DEF 6 148,300 5,100
GALLAGHER ARTHUR J & CO COM 363576109 595 24,125 SH DEF 12 24,125
GALLAHER GROUP PLC-SPON ADR 363595109 64 1,670 SH DEF 2 1,670
GALLAHER GROUP PLC COM 363595109 18,078 472,000 SH DEF 6 472,000
GALYANS TRADING COM 36458R101 1 100 SH DEF 12 100
GAMETECH INTERNL COM 36466D102 299 80,400 SH DEF 6 73,700 6,700
GAMESTOP CORP COM 36466R101 4,795 234,470 SH DEF 3 178,170 56,300
GANNETT CO COM 364730101 946 13,110 SH DEF 2 12,110 1,000
GANNETT COM 364730101 8,143 112,820 SH DEF 3 110,320 2,500
GANNETT COM 364730101 357 4,942 SH DEF 5 4,150 792
GANNETT DEL COM 364730101 7 100 SH DEF 6 100
GANNETT CO COM 364730101 2,480 34,357 SH DEF 12 34,357
THE GAP COM 364760108 130 12,000 SH DEF 4 12,000
GAP COM 364760108 751 69,172 SH DEF 12 69,172
GAP STORES COM 364760108 59 3,400 SH DEF 15 3,400
GARDEN FRESH REST COM 365235100 719 76,000 SH DEF 6 72,700 3,300
GARTNER INC. CL A COM 366651107 142 17,516 SH DEF 1 17,516
GARTNER COM 366651206 2 221 SH DEF 12 221
GAS AUTH OF INDIA 144A GDR GDR 367093101 178 22,867 SH DEF 3 22,867
GATEWAY COM 367626108 3 1,050 SH DEF 2 1,050
GATEWAY COM 367626108 158 53,240 SH DEF 6 53,240
GATEWAY COM 367626108 18,717 6,301,900 SH DEF 8 6,301,900
GATEWAY COM 367626108 88 29,587 SH DEF 9 29,587
GATEWAY, INC. COM 367626108 13,525 4,554,000 SH DEF 10 4,554,000
GATEWAY COM 367626108 476 160,167 SH DEF 12 160,167
GATEWAY, INC. COM 367626108 23,552 7,930,000 SH DEF 14 7,930,000
GATEWAY 2000 INC COM 367626108 15 5,000 SH DEF 5,000
GAYLORD ENTERTAINMENT CO NEW COM 367905106 7 389 SH DEF 12 389
GATEWAY FINANCIAL HOLDINGS COM 368140109 1 99 SH DEF 12 99
GAZPROM ADR 144A RUSSIA ADR 368287108 83 7,500 SH DEF 3 7,500
OAO GAZPROM SPON ADR REG S ADR 368287207 1,277 113,600 SH DEF 3 113,600
GEHL CO COM 368483103 231 22,500 SH DEF 6 22,500
GEMSTAR-TV GUIDE INTL COM 36866W106 6,936 2,713,806 SH DEF 6 2,672,346 4,800 36,660
GEMSTAR TV GUIDE INTL COM 36866W106 22 8,835 SH DEF 12 8,835
GEMSTAR-TV GUIDE INTL INC COM 36866W106 7,429 2,947,900 SH DEF 14 2,947,900
GENAERA CORP COM 36867G100 8 12,500 SH DEF 12,500
GENAISSANCE PHARMACEUTICALS COM 36867W105 93 156,900 SH DEF 12 156,900
GENAISSANCE PHARMACEUTICALS COM 36867W105 143 20,000 SH DEF 20,000
GENCORP COM 368682100 6,897 685,600 SH DEF 6 668,300 17,300
GENCORP COM 368682100 7 725 SH DEF 12 725
GENE LOGIC COM 368689105 19 2,500 SH DEF 12 2,500
GENELABS TECHNOLOGIES COM 368706107 16 10,900 SH DEF 12 10,900
GENENTECH, INC. COM 368710406 14,674 449,700 SH DEF 1 14,500 435,200
GENENTECH COM 368710406 16 500 SH DEF 2 500
GENENTECH COM 368710406 4,606 141,150 SH DEF 3 137,250 3,900
GENENTECH COM 368710406 4 130 SH DEF 4 130
GENENTECH COM 368710406 8 237 SH DEF 7 237
GENENTECH COM 368710406 2,192 67,185 SH DEF 11 59,410
GENENTECH COM 368710406 979 30,011 SH DEF 12 30,011
GENERAL AMERICAN INVESTORS CO UNIT 368802104 54 2,298 SH DEF 12 2,298
GENERAL CABLE CORP COM 369300108 2,244 582,800 SH DEF 6 566,300 16,500
GENERAL DYNAMICS CORP. COM 369550108 10,778 132,525 SH DEF 1 6,000 126,525
GENERAL DYNAMICS CORP COM 369550108 181 2,226 SH DEF 2 2,226
GENERAL DYNAMICS CORP COM 369550108 1,513 18,600 SH DEF 3 18,600
GENERAL DYNAMICS COM 369550108 8 100 SH DEF 6 100
GENERAL DYNAMICS CORP COM 369550108 466 400,630 SH DEF 9 165 400,465
GENERAL DYNAMICS CORP COM 369550108 1,361 16,735 SH DEF 12 16,735
GENERAL ELECTRIC CO. COM 369604103 16,217 657,900 SH DEF 1 6,000 651,900
GENERAL ELECTRIC CO. COM 369604103 36,909 1,497,308 SH DEF 2 1,471,258 26,050
GENERAL ELEC CO COM 369604103 58,133 2,358,348 SH DEF 3 2,315,248 43,100
GENERAL ELECTRIC COM 369604103 2,812 114,088 SH DEF 4 114,088
GENERAL ELECTRIC CO COM 369604103 14,021 568,789 SH DEF 5 429,289 139,500
GENERAL ELEC CO COM 369604103 145 5,900 SH DEF 6 5,900
GENERAL ELECTRIC CO. COM 369604103 876 35,545 SH DEF 7 35,545
GENERAL ELECTRIC CO. COM 369604103 32,279 1,309,500 SH DEF 8 1,309,500
GENERAL ELECTRIC CO. COM 369604103 12,603 511,273 SH DEF 9 270,144 241,129
GENERAL ELECTRIC CO. COM 369604103 41,840 1,697,365 SH DEF 10 1,697,365
GENERAL ELECTRIC CO COM 369604103 6,871 278,733 SH DEF 11 223,314 4,513
GENERAL ELECTRIC CO COM 369604103 55,693 2,259,358 SH DEF 12 2,259,358
GENERAL ELECTRIC CO. COM 369604103 9,307 244,186 SH DEF 15 244,186
GENERAL ENER TECH COM 369739107 0 2,000 SH DEF 7 2,000
GENERAL GROWTH PROPERTIES COM 370021107 120 2,325 SH DEF 2 2,325
GENERAL GROWTH PPTYS COM 370021107 15,996 310,610 SH DEF 3 265,710 44,900
GENERAL GROWTH PPTYS COM 370021107 538 10,450 SH DEF 5 10,450
GENERAL GROWTH PROPERTIES COM 370021107 103 2,000 SH DEF 7 2,000
GENERAL GROWTH PROPERTIES COM 370021107 90 1,750 SH DEF 12 1,750
GENERAL MILLS COM 370334104 368 8,281 SH DEF 2 8,281
GENERAL MILLS COM 370334104 284 6,400 SH DEF 5 6,400
GENERAL MILLS COM 370334104 328 7,384 SH DEF 11 6,059
GENERAL MILLS COM 370334104 2,312 52,048 SH DEF 12 52,048
GENERAL MILLS COM 370334104 4,234 60,100 SH DEF 15 60,100
GENERAL MOTORS CORP COM 370442105 1,690 43,444 SH DEF 2 40,432 3,012
GENERAL MTRS CORP COM 370442105 5,583 143,517 SH DEF 3 140,717 2,800
GENERAL MOTORS COM 370442105 23 600 SH DEF 4 600
GENERAL MTRS CORP COM 370442105 43 1,104 SH DEF 6 1,104
GENERAL MOTORS CORP COM 370442105 7 190 SH DEF 7 190
GENERAL MOTORS CORP COM 370442105 55,198 1,418,970 SH DEF 8 1,418,970
GENERAL MOTORS CORPORATION COM 370442105 87,295 2,244,094 SH DEF 10 2,244,094
GENERAL MOTORS CORP COM 370442105 436 11,218 SH DEF 11 8,417 2,400
GENERAL MOTORS CORP COM 370442105 8,343 214,485 SH DEF 12 214,485
GENERAL MOTORS CORP. COM 370442105 3,869 62,727 SH DEF 15 62,727
GENERAL MOTORS CORP PFD 370442733 40 1,800 SH DEF 12 1,800
GM HUGHES ELECTRONICS CORP COM 370442832 23 2,529 SH DEF 2 2,529
GENERAL MOTORS CL H 370442832 1,676 183,173 SH DEF 6 183,173
GM HUGHES ELECTRONICS CORP COM 370442832 0 4 SH DEF 7 4
GM HUGHES ELECTRONICS CORP COM 370442832 3,685 402,700 SH DEF 8 402,700
GM HUGHES ELECTRONICS CORPORATION COM 370442832 7,126 778,800 SH DEF 10 778,800
GENERAL MOTORS CORP-CL H NEW COM 370442832 397 43,372 SH DEF 12 43,372
GENERAL MOTORS CORP. CL H 370442832 1,814 125,000 SH DEF 15 125,000
GENESCO COM 371532102 4,695 340,200 SH DEF 6 330,800 9,400
GENESCO COM 371532102 4 290 SH DEF 12 290
GENESEE & WYOMING -CL A COM 371559105 1,251 56,225 SH DEF 3 54,225 2,000
GENESEE & WYO CL A 371559105 3,273 147,100 SH DEF 6 141,925 5,175
GENESEE & WYOMING -CL A COM 371559105 131 5,906 SH DEF 12 5,906
GENESEE CORP-CL B COM 371601204 1 52 SH DEF 12 52
GENESIS HEALTH VENTURES COM 37183F107 358 21,805 SH DEF 12 21,805
GENESIS MICROCHIP COM 37184C103 3,366 438,900 SH DEF 6 427,200 11,700
GENESIS MICROCHIP COM 37184C103 2 206 SH DEF 12 206
GENTEX CORP COM 371901109 24 870 SH DEF 12 870
GENLYTE GROUP NASD INDL COM 372302109 4,723 133,220 SH DEF 3 115,720 17,500
GENLYTE GROUP COM 372302109 1,996 56,300 SH DEF 6 53,900 2,400
***GENSCI REGENERATION COM 37244V109 1 7,800 SH DEF 12 7,800
GENTA NEW COM 37245M207 56 8,650 SH DEF 12 8,650
GENSYM CORP COM 37245R107 3 4,400 SH DEF 12 4,400
GENUINE PARTS CO. COM 372460105 207 6,755 SH DEF 2 6,755
GENUINE PARTS CO COM 372460105 525 17,125 SH DEF 5 13,125 4,000
GENUINE PARTS CO COM 372460105 1,848 60,315 SH DEF 6 60,315
GENUINE PARTS CO COM 372460105 861 28,087 SH DEF 12 28,087
GENUS COM 372461103 2 2,000 SH DEF 12 2,000
GENTIVA HEALTH SERVICES COM 37247A102 2 250 SH DEF 12 250
GENSTAR THERAPEUTICS CORP COM 37248D105 9 22,600 SH DEF 12 22,600
GENZYME CORP.-GENERAL DIVISION COM 372917104 22 1,048 SH DEF 2 1,048
GENZYME COM 372917104 11 550 SH DEF 4 550
GENZYME CORP COM 372917104 2,730 127,360 SH DEF 6 116,435 10,925
GENZYME CORP COM 372917104 1,763 85,524 SH DEF 12 85,524
GENZYME-MOLECULAR ONCOLOGY COM 372917500 0 30 SH DEF 2 30
GENZYME CORP COM 372917500 3 3,180 SH DEF 12 3,180
GENZYME CORP-BIOSURGERY DIVISION COM 372917708 0 30 SH DEF 2 30
GENZYME CORP-BIOSURGERY DIV COM 372917708 0 39 SH DEF 4 39
GENZYME CORP-BIOSURGERY COM 372917708 32 17,160 SH DEF 5 8,425 8,735
GENZYME CORP BIOSURGERY COM 372917708 11 5,908 SH DEF 12 5,908
GEORGIA GULF CORP COM 373200203 2,706 118,300 SH DEF 3 104,450 13,850
GEORGIA GULF CORP NEW COM 373200203 7 300 SH DEF 12 300
GEORGIA PAC CORP COM 373298108 14,670 1,120,740 SH DEF 3 1,098,640 22,100
GEORGIA PACIFIC CORP COM 373298108 215 16,419 SH DEF 5 10,021 6,398
GEORGIA PAC CORP COM 373298108 8 592 SH DEF 6 592
GEORGIA PACIFIC CORP COM 373298108 189 14,417 SH DEF 12 14,417
GERON CORP COM 374163103 5 1,400 SH DEF 12 1,400
GETTY IMAGES COM 374276103 50 2,500 SH DEF 12 2,500
GETTY REALTY CORP NEW COM 374297109 382 20,045 SH DEF 12 20,045
GEVITY HR COM 374393106 12 3,600 SH DEF 12 3,600
GIANT INDS COM 374508109 479 127,600 SH DEF 6 122,400 5,200
GILEAD SCIENCES COM 375558103 1 25 SH DEF 2 25
GILEAD SCIENCES COM 375558103 567 16,900 SH DEF 3 6,500 10,400
GILEAD SCIENCES COM 375558103 14 405 SH DEF 7 405
GILEAD SCIENCES COM 375558103 320 9,552 SH DEF 12 9,552
GILLETTE CO. COM 375766102 1,851 62,543 SH DEF 1 62,543
GILLETTE CO. COM 375766102 239 8,069 SH DEF 2 8,069
GILLETTE CO COM 375766102 8,340 281,772 SH DEF 3 274,972 6,800
GILLETTE COM 375766102 113 3,830 SH DEF 4 3,830
GILLETTE CO COM 375766102 216 7,310 SH DEF 5 5,960 1,350
GILLETTE CO. COM 375766102 6 200 SH DEF 7 200
GILLETTE CO. COM 375766102 373 12,600 SH DEF 9 12,600
GILLETTE CO COM 375766102 364 12,281 SH DEF 11 11,631
GILLETTE CO COM 375766102 7,387 249,551 SH DEF 12 249,551
GILLETTE CO. COM 375766102 56 1,200 SH DEF 15 1,200
GIORDANO INTL LTD ADR COM 376112108 1,531 398,253 SH DEF 6 370,938 27,315
GLACIER BANCORP COM 37637Q105 198 8,677 SH DEF 2 8,677
GLACIER BANCORP COM 37637Q105 125 5,500 SH DEF 3 5,500
GLACIER BANCORP COM 37637Q105 4,361 192,200 SH DEF 6 188,025 500 3,675
***GLAMIS GOLD LTD COM 376775102 7 790 SH DEF 12 790
GLATFELTER COM 377316104 192 16,620 SH DEF 12 16,620
GLAXO SMITHKLINE SPON PLC ADR ADR 37733W105 355 9,247 SH DEF 2 9,020 227
GLAXOSMITHKLINE PLC ADR 37733W105 8 200 SH DEF 4 200
GLAXO SMITHKLINE PLC ADR COM 37733W105 392 10,190 SH DEF 5 9,190 1,000
GLAXO PLC COM 37733W105 212 5,095 SH DEF 6 5,095
GLAXO SMITHKLINE SPON PLC ADR ADR 37733W105 37 971 SH DEF 7 971
GLAXOSMITHKLINE PLC - SPONS ADR 37733W105 0 0 SH DEF 9
GLAXOSMITHKLINE PLC SPON ADR 37733W105 12 300 SH DEF 15 300
GLEN BURNIE BANCORP COM 377407101 20 1,200 SH DEF 12 1,200
GLENAYRE TECHNOLOGIES COM 377899109 2 2,600 SH DEF 12 2,600
GLENBOROUGH REALTY TRUST COM 37803P105 10 503 SH DEF 12 503
GLIMCHER REALTY TRUST-SBI COM 379302102 267 14,243 SH DEF 12 14,243
GLOBAL INDUSTRIES LTD COM 379336100 9 2,200 SH DEF 12 2,200
GLOBAL HIGH OME DOLLAR FUND UNIT 37933G108 163 11,800 SH DEF 12 11,800
GLOBAL IMAGING SYSTEMS COM 37934A100 13,380 708,680 SH DEF 3 533,080 175,600
GLOBAL IMAGING SYS COM 37934A100 2,186 115,800 SH DEF 6 108,200 7,600
GLOBAL IMAGING SYSTEMS COM 37934A100 11 600 SH DEF 12 600
GLOBAL PARTNERS OME FUND UNIT 37935R102 31 3,150 SH DEF 12 3,150
GLOBAL PAYMENTS COM 37940X102 1,703 66,530 SH DEF 3 30,230 36,300
GLBL POWER EQUIP COM 37941P108 3,203 681,500 SH DEF 6 662,900 18,600
GLOBECOMM SYSTEMS COM 37956X103 3 1,000 SH DEF 12 1,000
GLOBESPANVIRATA COM 37957V106 61 26,014 SH DEF 12 26,014
GOAMERICA COM 38020R106 24 71,027 SH DEF 12 71,027
GOLDCORP COM 380956409 33 3,000 SH DEF 2 3,000
***GOLDCORP COM 380956409 645 58,465 SH DEF 12 58,465
GOLDEN ST BANCORP IN COM 381197102 2,655 82,155 SH DEF 6 82,155
GOLDEN STATE BANCORP COM 381197102 343 10,620 SH DEF 12 10,620
GOLDEN ST VINTNERS COM 38121K208 1 500 SH DEF 12 500
GOLDEN WEST FINL CORP. DEL COM 381317106 112 1,800 SH DEF 2 1,800
GOLDEN WEST FINL CORP DEL COM 381317106 529 8,500 SH DEF 5 6,025 2,475
GOLDEN WEST FINL COM 381317106 5 80 SH DEF 6 80
GOLDEN WEST FINL CORP. DEL COM 381317106 622 10,000 SH DEF 7 10,000
GOLDEN WEST FINANCIAL CORP-DEL COM 381317106 22 356 SH DEF 12 356
GOLDMAN SACHS GROUP COM 38141G104 5,690 86,175 SH DEF 1 4,000 82,175
GOLDMAN SACHS GROUP COM 38141G104 65 981 SH DEF 2 981
GOLDMAN SACHS GROUP COM 38141G104 2,536 38,400 SH DEF 3 37,200 1,200
GOLDMAN SACHS GROUP COM 38141G104 565 8,555 SH DEF 5 6,035 2,520
GOLDMAN SACHS GROUP I COM 38141G104 20,504 312,066 SH DEF 6 294,911 17,155
GOLDMAN SACHS GROUP COM 38141G104 13 200 SH DEF 7 200
GOLDMAN SACHS GROUP COM 38141G104 2,083 31,547 SH DEF 11 27,232
GOLDMAN SACHS GROUP COM 38141G104 1,878 28,440 SH DEF 12 28,440
GOODMAN FIELDER LTD S COM 382382208 3,675 1,118,225 SH DEF 6 983,515 134,710
GOODRICH CORPORATION COM 382388106 4,867 257,783 SH DEF 12 257,783
GOODYEAR TIRE & RUBBER CO COM 382550101 158 17,775 SH DEF 5 10,475 7,300
GOODYEAR TIRE & RUBR COM 382550101 4 420 SH DEF 6 420
GOODYEAR TIRE & RUBBER CO COM 382550101 23 2,609 SH DEF 9 2,609
GOODYEAR TIRE & RUBBER CO COM 382550101 450 50,654 SH DEF 12 50,654
GOODYEAR TIRE & RUBBER COM 382550101 7 500 SH DEF 15 500
GOTTSCHALKS COM 383485109 301 164,600 SH DEF 6 159,600 5,000
W R GRACE & CO-DEL NEW COM 38388F108 6 3,686 SH DEF 12 3,686
GRACO COM 384109104 190 7,650 SH DEF 3 7,650
GRAFTECH INTERNATIONAL LTD. COM 384313102 855 117,900 SH DEF 2 117,900
GRAINGER WW COM 384802104 77 1,800 SH DEF 2 1,800
GRAINGER W W COM 384802104 2 40 SH DEF 6 40
W W GRAINGER COM 384802104 1,473 34,611 SH DEF 12 34,611
GRANITE ST BANKSHARE COM 387472103 1,112 32,900 SH DEF 6 31,300 1,600
GRANT PRIDECO COM 38821G101 5 575 SH DEF 4 575
GRANT PRIDECO COM 38821G101 21 2,500 SH DEF 12 2,500
GREAT ATLANTIC & PAC COM 390064103 210 25,000 SH DEF 6 25,000
GREAT LAKES CHEMICAL CORP COM 390568103 126 5,260 SH DEF 12 5,260
GREAT LAKES REIT COM 390752103 56 3,210 SH DEF 12 3,210
GREAT PLAINS ENERGY COM 391164100 12 650 SH DEF 2 650
GREAT PLAINS ENERGY COM 391164100 3,798 198,350 SH DEF 3 59,150 139,200
GREAT PLAINS ENERGY COM 391164100 17,766 927,730 SH DEF 6 904,030 23,700
GREAT PLAINS ENERGY COM 391164100 128 6,691 SH DEF 12 6,691
GREATER ATLANTIC FINANCIAL COM 391601101 660 109,029 SH DEF 12 109,029
GREATER BAY BANCORP COM 391648102 8,198 450,710 SH DEF 3 424,910 25,800
GREATER BAY BANCORP COM 391648102 1,957 107,600 SH DEF 6 106,100 1,500
GREATER BAY BANCORP COM 391648102 4469 245,673 SH DEF 7 245,673
GREATER BAY BANCORP COM 391648102 848 46,600 SH DEF 12 46,600
GREATER CHINA FUND UNIT 39167B102 20 2,455 SH DEF 12 2,455
GREEN MOUNTAIN POWER CORP COM 393154109 7 400 SH DEF 2 400
GREEN MOUNTAIN POWER CORP COM 393154109 2 100 SH DEF 12 100
GREENBRIER COS COM 393657101 1,580 353,134 SH DEF 6 339,289 1,265 12,580
GREENPOINT FINANCIAL CORP COM 395384100 15,129 362,470 SH DEF 3 344,270 18,200
GREENPOINT FINL COM 395384100 9 210 SH DEF 6 210
GREENPOINT FINANCIAL CORP COM 395384100 4 100 SH DEF 12 100
GREENVILLE FIRST BANCSHARES COM 39607Y100 1 100 SH DEF 12 100
GREIF BROTHERS CORP CL A MIDWEST COM 397624107 71 2,900 SH DEF 3 2,900
GREIF BROS CORP CL A 397624107 154 6,300 SH DEF 6 6,300
GREKA ENERGY CORPORATION COM 397637109 14 2,599 SH DEF 12 2,599
GREY GLOBAL GROUP COM 39787M108 236 400 SH DEF 12 400
GREY WOLF COM 397888108 1,358 377,300 SH DEF 6 375,600 1,700
GREY WOLF COM 397888108 39 10,900 SH DEF 12 10,900
GRIFFON CORP COM 398433102 7,566 710,390 SH DEF 3 480,740 229,650
GRIFFON CORP COM 398433102 612 57,475 SH DEF 12 57,475
GROUP 1 AUTOMOTIVE COM 398905109 3,554 159,030 SH DEF 3 149,130 9,900
GROUP 1 AUTOMOTIVE COM 398905109 7 300 SH DEF 12 300
GROUP 1 SOFTWARE -NEW COM 39943Y103 1 100 SH DEF 12 100
GRUPO TELEVISA SA SP ADR REP40049J206 1,504 37,200 SH DEF 15 37,200
GRUPO ELEKTRA SA SPON GDR 40050A201 1,760 135,350 SH DEF 3 135,350
GTECH HOLDINGS CORP COM 400518106 27,160 1,094,270 SH DEF 3 980,870 113,400
GTECH HLDGS CORP COM 400518106 14,934 601,700 SH DEF 6 584,300 17,400
GTECH HOLDINGS CORP COM 400518106 5 200 SH DEF 12 200
GUIDANT CORP. COM 401698105 470 14,555 SH DEF 2 14,555
GUIDANT CORP COM 401698105 23 700 SH DEF 3 700
GUIDANT CORP COM 401698105 272 8,405 SH DEF 11 8,250
GUIDANT CORP COM 401698105 1,866 57,749 SH DEF 12 57,749
GUIDANT CORP. COM 401698105 77 1,500 SH DEF 15 1,500
GUILFORD PHARMACEUTICALS COM 401829106 11 2,300 SH DEF 2 2,300
GUILFORD PHARMACEUTICALS COM 401829106 832 171,815 SH DEF 12 171,815
GUILFORD PHARMACEUTICALS INC COM 401829106 12 2,500 SH DEF 2,500
GUITAR CENTER COM 402040109 802 42,700 SH DEF 12 42,700
GULF POWER CO-7.50% JR SUB PFD 402479810 58 2,332 SH DEF 12 2,332
GULFMARK OFFSHORE COM 402629109 2,200 127,167 SH DEF 6 127,167
H & Q HEALTHCARE INVESTORS UNIT 404052102 149 10,575 SH DEF 12 10,575
H & Q LIFE SCIENCES INVESTORS UNIT 404053100 533 45,237 SH DEF 12 45,237
HCA COM 404119109 167 3,498 SH DEF 2 3,498
HCA COM 404119109 6,569 137,980 SH DEF 3 135,380 2,600
HCA COM 404119109 215 4,525 SH DEF 5 4,525
HCA COM 404119109 1,449 30,435 SH DEF 12 30,435
HCA COM 404119109 121 1,600 SH DEF 15 1,600
HCC INSURANCE HOLDINGS COM 404132102 10 400 SH DEF 12 400
HDFC BANK LTD - ADR COM 40415F101 67 4,700 SH DEF 3 4,700
HMN FINL COM 40424G108 665 38,100 SH DEF 6 36,600 1,500
HPSC COM 404264103 8 1,000 SH DEF 12 1,000
HRPT PROPRTIES TRUST COM 40426W101 18 2,200 SH DEF 2 2,200
HRPT PPTYS TRUST COM 40426W101 415 50,300 SH DEF 3 8,900 41,400
HRPT PROPERTIES TR-SBI COM 40426W101 193 23,411 SH DEF 12 23,411
HSBC HOLDINGS PLC SPONSORED ADR ADR 404280406 26 500 SH DEF 2 500
HSBC HOLDINGS PLC SPONSORED ADR ADR 404280406 8 159 SH DEF 7 159
HAEMONETICS CORP-MASS COM 405024100 5 200 SH DEF 12 200
HAGGAR CORP COM 405173105 1,015 92,400 SH DEF 6 88,500 3,900
HAIN CELESTIAL GROUP COM 405217100 15 1,000 SH DEF 7 1,000
HALLIBURTON CO. COM 406216101 154 11,913 SH DEF 2 11,313 600
HALLIBURTON CO COM 406216101 12,832 993,940 SH DEF 3 984,040 9,900
HALLIBURTON COM 406216101 6,422 497,450 SH DEF 6 446,350 51,100
HALLIBURTON CO COM 406216101 1,863 144,274 SH DEF 12 144,274
HALLIBURTON PANY COM 406216101 41 2,000 SH DEF 15 2,000
HALSEY DRUG CO COM 406369108 2 1,000 SH DEF 12 1,000
HALLWOOD REALTY PARTNERS LP COM 40636T203 2 24 SH DEF 12 24
HAMPSHIRE GROUP LTD COM 408859106 229 13,100 SH DEF 6 12,100 1,000
JOHN HANCOCK BANK & THRIFT UNIT 409735107 226 29,725 SH DEF 12 29,725
HANCOCK FABRICS COM 409900107 4,977 308,200 SH DEF 3 209,900 98,300
HANCOCK FABRICS COM 409900107 199 12,300 SH DEF 12 12,300
HANCOCK HOLDING CO COM 410120109 1,784 37,972 SH DEF 3 37,972
HANCOCK HOLDING CO COM 410120109 70 1,500 SH DEF 12 1,500
JOHN HANCOCK OME SECURITIES UNIT 410123103 200 13,300 SH DEF 12 13,300
JOHN HANCOCK PATRIOT GLOBAL UNIT 41013G103 20 1,700 SH DEF 12 1,700
JOHN HANCOCK PATRIOT PREFERRED UNIT 41013J107 99 8,000 SH DEF 12 8,000
JOHN HANCOCK PATRIOT PREMIUM UNIT 41013Q101 15 1,600 SH DEF 12 1,600
JOHN HANCOCK PATRIOT SELECT UNIT 41013U102 1 100 SH DEF 12 100
JOHN HANCOCK PREFERRED OME UNIT 41013W108 553 22,076 SH DEF 12 22,076
JOHN HANCOCK INVESTORS TRUST UNIT 410142103 254 13,030 SH DEF 12 13,030
HANCOCK JOHN FINL SERVICES COM 41014S106 56 2,003 SH DEF 2 2,003
JOHN HANCOCK FNL SVS COM 41014S106 9,249 332,700 SH DEF 6 332,700
HANCOCK JOHN FINL SERVICES COM 41014S106 364 13,100 SH DEF 7 13,100
HANCOCK JOHN FINL SVCS COM 41014S106 129 4,635 SH DEF 12 4,635
HANCOCK JOHN FINL TRENDS FD COM 41014X105 12 1,000 SH DEF 12 1,000
HANDLEMAN CO DEL COM 410252100 365 39,900 SH DEF 3 12,400 27,500
HANDLEMAN CO DEL COM 410252100 4,301 470,100 SH DEF 6 454,100 16,000
HANDLEMAN CO COM 410252100 10 1,100 SH DEF 12 1,100
HANDSPRING COM 410293104 0 200 SH DEF 2 200
HANGER ORTHOPEDIC GRP COM 41043F208 948 59,630 SH DEF 3 34,130 25,500
HANGER ORTHOPEDIC GROUP COM 41043F208 66 4,150 SH DEF 12 4,150
HANOVER CAPITAL MORTGAGE COM 410761100 1 200 SH DEF 12 200
HANOVER PRESSOR COM 410768105 10,979 1,322,800 SH DEF 6 1,285,500 37,300
HANOVER FOODS CORP-CL A COM 41078W100 20 400 SH DEF 12 400
HANSON PLC SPON ADR 411352404 3 62 SH DEF 15 62
HARBOR BANK-VA COM 41146K104 484 25,805 SH DEF 12 25,805
HARBOR FLORIDA BANCSHARES COM 411901101 186 9,100 SH DEF 3 6,300 2,800
HARBOR FLORIDA BANCSHARES COM 411901101 5471 267,552 SH DEF 7 267,552
HARLAND JOHN H CO COM 412693103 16,358 602,495 SH DEF 3 465,145 137,350
HARLAND JOHN H CO COM 412693103 733 27,000 SH DEF 6 27,000
HARLEY DAVIDSON COM 412822108 497 10,705 SH DEF 2 10,705
HARLEY DAVIDSON COM 412822108 530 11,400 SH DEF 9 11,400
HARLEY DAVIDSON COM 412822108 642 13,825 SH DEF 11 12,325
HARLEY DAVIDSON COM 412822108 8,064 173,614 SH DEF 12 173,614
HARLEYSVILLE GROUP COM 412824104 59 2,260 SH DEF 12 2,260
HARLEYSVILLE NATIONAL CORP-PA COM 412850109 10 420 SH DEF 12 420
HARMAN INTERNATIONAL COM 413086109 8 150 SH DEF 12 150
HARMONIC COM 413160102 0 100 SH DEF 2 100
HARMONIC COM 413160102 1 808 SH DEF 12 808
HARRAHS ENTMT COM 413619107 3,211 66,600 SH DEF 3 63,000 3,600
HARRAHS ENTERTAINMENT COM 413619107 46 962 SH DEF 12 962
HARRIS CORP DEL COM 413875105 20,992 626,810 SH DEF 3 545,310 81,500
HARRIS CORP DEL COM 413875105 4 130 SH DEF 6 130
HARRIS CORP-DEL COM 413875105 107 3,189 SH DEF 12 3,189
HARSCO CORP COM 415864107 27 1,000 SH DEF 4 1,000
HARSCO CORP COM 415864107 4,610 169,530 SH DEF 6 169,530
HARSCO CORP COM 415864107 62 2,265 SH DEF 12 2,265
HARTE-HANKS COM 416196103 823 44,200 SH DEF 3 26,050 18,150
HARTFORD FINANCIAL SERVICES GRP COM 416515104 1,786 43,570 SH DEF 2 40,645 2,925
HARTFORD FINANCIAL COM 416515104 8 200 SH DEF 4 200
HARTFORD FINL SVCS GROUP COM 416515104 2,102 51,261 SH DEF 5 37,537 13,724
HARTFORD FINL SVCS GR COM 416515104 7,032 172,039 SH DEF 6 147,194 24,845
HARTFORD FINANCIAL SERVICES GRP COM 416515104 7 174 SH DEF 7 174
HARTFORD FINANCIAL SERVICES GRP COM 416515104 338 8,248 SH DEF 9 185 8,063
HARTFORD FINANCIAL SERVICES COM 416515104 1,124 27,411 SH DEF 12 27,411
HARTFORD FINANCIAL SERVICES GROUP INCOM 416515104 65 1,375 SH DEF 1,375
HARVEST NATURAL RESOURCES COM 41754V103 3 500 SH DEF 12 500
HASBRO COM 418056107 30 2,687 SH DEF 2 2,687
HASBRO COM 418056107 6,099 547,965 SH DEF 6 547,965
HASBRO COM 418056107 81 7,313 SH DEF 12 7,313
HATTERAS OME SECURITIES UNIT 419025101 86 6,253 SH DEF 12 6,253
HAVERTY FURNITURE COM 419596101 2,671 213,700 SH DEF 6 206,500 7,200
HAVERTY FURNITURE COS COM 419596101 942 75,353 SH DEF 12 75,353
HAWAIIAN ELEC INDS COM 419870100 86 2,000 SH DEF 2 2,000
HAWAIIAN ELEC INDUSTRIES COM 419870100 12,457 289,030 SH DEF 3 266,730 22,300
HAWAIIAN ELEC INDS COM 419870100 4,245 98,500 SH DEF 6 98,500
HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 179 4,144 SH DEF 12 4,144
HAWAIIAN HOLDINGS COM 419879101 6 2,270 SH DEF 2 2,270
HAWKINS COM 420261109 272 31,300 SH DEF 6 31,300
HAWTHORNE FINL CORP COM 420542102 974 36,900 SH DEF 6 36,900
HEALTH CARE PROPERTY INVESTORS COM 421915109 17 400 SH DEF 2 400
HEALTH CARE PROPERTY INVESTORS COM 421915109 3,599 84,493 SH DEF 9 84,493
HEALTH CARE PROPERTY INVS COM 421915109 1,474 34,590 SH DEF 12 34,590
HEALTHSOUTH CORP. COM 421924101 67 16,164 SH DEF 1 16,164
HEALTHSOUTH CORP COM 421924101 449 108,139 SH DEF 12 108,139
HEALTHSOUTH CORP COM 421924101 42 10,000 SH DEF 10,000
HEALTHSOUTH CORP SUB DEB CONV 421924AF8 6,084 6,550,000 PRN DEF 16 6,550,000
HEALTH MANAGEMENT ASSOCIATES CL COM 421933102 199 9,850 SH DEF 2 9,850
HEALTH MANAGEMENT ASSOCIATES COM 421933102 358 17,700 SH DEF 12 17,700
HEALTHCARE REALTY TRUST COM 421946104 1,804 58,002 SH DEF 12 58,002
HEADWATERS COM 42210P102 756 54,700 SH DEF 3 43,500 11,200
HEALTH CARE REIT COM 42217K106 321 11,750 SH DEF 9 11,750
HEALTH CARE REIT COM 42217K106 460 16,819 SH DEF 12 16,819
HEALTH NET COM 42222G108 20,363 949,305 SH DEF 3 927,305 22,000
HEALTH NET CL A 42222G108 1,065 49,660 SH DEF 6 49,660
HEALTH NET COM 42222G108 100,937 4,705,691 SH DEF 8 4,705,691
HEALTH NET INC. COM 42222G108 221,215 10,313,052 SH DEF 10 10,313,052
HEALTH NET COM 42222G108 2,046 95,368 SH DEF 12 95,368
HEALTH-NET SYSTEMS COM 42222G108 27 800 SH DEF 15 800
HEALTHTRONICS SURGICAL SVCS COM 42222L107 135 16,090 SH DEF 3 16,090
***HEALTHTRAC COM 42226R100 1 11,200 SH DEF 12 11,200
HEARST-ARGYLE TELE COM 422317107 5 190 SH DEF 6 190
HEARST-ARGYLE TELEVISION COM 422317107 7 300 SH DEF 12 300
HEARTLAND EXPRESS COM 422347104 284 15,177 SH DEF 5 15,177
HEARTLAND EXPRESS COM 422347104 6 300 SH DEF 12 300
HECLA MINING CO COM 422704106 4 1,100 SH DEF 12 1,100
HECTOR MUNICATION COM 422730101 333 36,400 SH DEF 6 35,300 1,100
HEIDRICK & STRUGGLES INTL COM 422819102 32 2,100 SH DEF 12 2,100
HEINEKEN NV ADR ADR 423012202 3 68 SH DEF 7 68
HEINZ COMPANY COM 423074103 250 7,500 SH DEF 1 7,500
H J HEINZ CO COM 423074103 1,949 58,408 SH DEF 2 58,408
H.J. HEINZ COM 423074103 27 800 SH DEF 4 800
HEINZ H J CO COM 423074103 5 150 SH DEF 6 150
H J HEINZ CO COM 423074103 898 26,917 SH DEF 9 200 26,717
LA COMPAGNIE H.J. HEINZ LTEE COM 423074103 7,023 210,470 SH DEF 12 210,470
HELIX TECHNOLOGY COM 423319102 510 52,800 SH DEF 2 52,800
HELIX TECHNOLOGY CORP COM 423319102 3 300 SH DEF 12 300
HELIX TECHNOLOGY GROUP COM 423319102 30 1,500 SH DEF 1,500
HELMERICH & PAYNE COM 423452101 363 10,600 SH DEF 2 9,200 1,400
HELMERICH & PAYNE COM 423452101 10,485 320,190 SH DEF 6 315,800 400 3,990
HELMERICH & PAYNE COM 423452101 65 1,900 SH DEF 12 1,900
HEMISPHERX BIOPHARMA COM 42366C103 2 1,650 SH DEF 12 1,650
HENRY JACK & ASSOCIATES COM 426281101 4157 334,450 SH DEF 7 334,450
HENRY JACK & ASSOCIATES COM 426281101 6 500 SH DEF 12 500
HERITAGE PROPANE PARTNERS LP COM 426918108 28 1,000 SH DEF 12 1,000
HERITAGE MERCE CO COM 426927109 616 70,400 SH DEF 6 68,900 1,500
HERCULES COM 427056106 9,380 1,018,500 SH DEF 6 1,018,500
HERCULES COM 427056106 65 7,090 SH DEF 12 7,090
HERITAGE PROPERTY INVESTMENT COM 42725M107 306 12,250 SH DEF 12 12,250
HERLEY INDUSTRIES COM 427398102 54 2,930 SH DEF 12 2,930
HERSHEY FOODS CORP. COM 427866108 509 8,206 SH DEF 2 8,206
HERSHEY FOODS CORP. COM 427866108 7325 118,051 SH DEF 7 118,051
HERSHEY FOODS CORP COM 427866108 2,238 36,066 SH DEF 12 36,066
HEWITT ASSOCIATES COM 42822Q100 109 3,700 SH DEF 3 3,700
HEWLETT-PACKARD CO. COM 428236103 120 10,292 SH DEF 1 10,292
HEWLETT-PACKARD PANY COM 428236103 2,005 171,807 SH DEF 2 164,957 6,850
HEWLETT PACKARD CO COM 428236103 9,880 846,611 SH DEF 3 833,925 12,686
HEWLETT PACKARD COM 428236103 356 30,510 SH DEF 4 30,510
HEWLETT PACKARD CO COM 428236103 1,818 155,754 SH DEF 5 128,418 27,336
HEWLETT PACKARD CO COM 428236103 18,509 1,585,996 SH DEF 6 1,585,996
HEWLETT-PACKARD PANY COM 428236103 11 924 SH DEF 7 924
HEWLETT PACKARD CO COM 428236103 146 12,549 SH DEF 11 8,543 945
HEWLETT PACKARD CO COM 428236103 6,655 570,275 SH DEF 12 570,275
HEWLETT-PACKARD CO. COM 428236103 2,993 161,743 SH DEF 15 161,743
HEXCEL CORP NEW COM 428291108 25 10,000 SH DEF 12 10,000
HEXCEL CORP COM 428291108 25 10,000 SH DEF 10,000
HI / FN COM 428358105 1 158 SH DEF 12 158
HI-TECH PHARMACAL CO COM 42840B101 12 900 SH DEF 12 900
HIBBETT SPORTING GOODS COM 428565105 56 2,700 SH DEF 12 2,700
HIBERNIA CORP CL A COM 428656102 23,342 1,167,705 SH DEF 3 973,705 194,000
HIBERNIA CORP CL A 428656102 2 100 SH DEF 6 100
HIBERNIA CORP-CL A COM 428656102 841 42,081 SH DEF 12 42,081
HIGH OME OPPORTUNITY FUND UNIT 42967Q105 37 6,200 SH DEF 12 6,200
HIGH YIELD PLUS FUND UNIT 429906100 1 200 SH DEF 12 200
HIGHWOODS PROPERTIES COM 431284108 124 5,300 SH DEF 2 5,300
HIGHWOODS PROPERTIES COM 431284108 1,454 62,136 SH DEF 12 62,136
HILB ROGAL & HAMILTON CO COM 431294107 400 9,700 SH DEF 3 9,700
HILB ROGAL & HAMILTON CO COM 431294107 458 11,100 SH DEF 12 11,100
HILLENBRAND INDUSTRIES COM 431573104 654 12,053 SH DEF 2 12,053
HILLENBRAND INDS COM 431573104 19,027 350,400 SH DEF 3 299,600 50,800
HILLENBRAND INDUSTRIES COM 431573104 1,502 27,669 SH DEF 12 27,669
HILTON HOTELS CORP. COM 432848109 80 7,000 SH DEF 2 7,000
HILTON HOTELS CORP COM 432848109 364 32,000 SH DEF 5 32,000
HILTON HOTELS CORP COM 432848109 464 40,767 SH DEF 12 40,767
HINES HORTICULTURE COM 433245107 13 4,200 SH DEF 6 4,200
HITACHI LTD ADR 10 ADR 433578507 2 40 SH DEF 2 40
HISPANIC BROADCASTING CORP COM 43357B104 5 265 SH DEF 7 265
HOLLY CORP. PAR $0.01 COM 435758305 0 16 SH DEF 2 16
HOLLY CORP COM 435758305 3,467 204,200 SH DEF 6 197,800 6,400
HOLLY CORP NEW COM 435758305 3 156 SH DEF 12 156
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 35 8,000 SH DEF 12 8,000
HOLLYWOOD ENTMT CORP COM 436141105 10,611 730,810 SH DEF 3 489,360 241,450
HOME DEPOT, INC. COM 437076102 2,444 93,657 SH DEF 1 10,500 83,157
THE HOME DEPOT COM 437076102 14,949 572,759 SH DEF 2 565,111 7,648
HOME DEPOT COM 437076102 16,753 641,865 SH DEF 3 629,965 11,900
HOME DEPOT COM 437076102 55 2,126 SH DEF 4 2,126
HOME DEPOT COM 437076102 776 29,715 SH DEF 5 23,060 6,655
THE HOME DEPOT COM 437076102 142 5,453 SH DEF 7 5,453
THE HOME DEPOT COM 437076102 93,905 3,597,900 SH DEF 8 3,597,900
HOME DEPOT COM 437076102 781 29,907 SH DEF 9 2,203 27,704
THE HOME DEPOT, INC. COM 437076102 172,049 6,591,900 SH DEF 10 6,591,900
HOME DEPOT COM 437076102 1,799 68,944 SH DEF 11 61,414 371
HOME DEPOT COM 437076102 21,563 826,160 SH DEF 12 826,160
HOME DEPOT COM 437076102 3,873 94,065 SH DEF 15 94,065
HOME PROPERTIES NEW YORK COM 437306103 1,421 43,710 SH DEF 3 14,190 29,520
HOME PROPERTIES OF NEW YORK COM 437306103 90 2,760 SH DEF 12 2,760
HOMEFED CORP COM 43739D208 1 1,188 SH DEF 7 1,188
HOMEFED CORP NEW COM 43739D208 1 1,412 SH DEF 12 1,412
HOMESTORE COM 437852106 4 12,000 SH DEF 12 12,000
HON INDUSTRIES COM 438092108 280 11,000 SH DEF 2 11,000
HON INDS NASD INDL COM 438092108 597 23,460 SH DEF 3 17,800 5,660
HON INDUSTRIES COM 438092108 738 28,995 SH DEF 12 28,995
HONDA MOTOR LTD AMER SHS ADR 438128308 30 1,500 SH DEF 2 1,500
HONDA MTR LTD COM 438128308 7,819 392,963 SH DEF 6 338,223 54,740
HONEYWELL INT'L, INC. COM 438516106 418 19,300 SH DEF 1 19,300
HONEYWELL INTERNATIONAL COM 438516106 3,782 174,618 SH DEF 2 165,918 8,700
HONEYWELL INTERNATIONAL COM 438516106 4,934 227,790 SH DEF 3 221,790 6,000
HONEYWELL COM 438516106 6,149 283,869 SH DEF 4 283,869
HONEYWELL INTERNATIONAL COM 438516106 1,688 77,941 SH DEF 5 55,315 22,626
HONEYWELL INTL COM 438516106 17,536 809,591 SH DEF 6 809,591
HONEYWELL INTERNATIONAL COM 438516106 1,752 80,904 SH DEF 9 12,525 68,379
HONEYWELL INTERNATIONAL INC. COM 438516106 9,639 445,000 SH DEF 10 445,000
HONEYWELL INTL COM 438516106 5,816 268,521 SH DEF 12 268,521
HONEYWELL COM 438516106 2,121 61,740 SH DEF 15 61,740
HONGKONG ELECTRONIC HOLDINGS LTD ADR 438580300 13 3,100 SH DEF 2 3,100
HOOPER HOLMES COM 439104100 304 49,100 SH DEF 7 49,100
HOOPER HOLMES COM 439104100 39 6,300 SH DEF 12 6,300
HOOVERS COM 439321100 80 16,026 SH DEF 12 16,026
HORACE MANN EDUCATORS CORP NEW COM 440327104 34 2,300 SH DEF 12 2,300
HORIZON FINL CORP COM 44041F105 1,434 124,796 SH DEF 6 120,690 4,106
HORIZON GROUP PROPERTIES COM 44041U102 2 728 SH DEF 12 728
HORIZON HEALTH CORP COM 44041Y104 776 73,200 SH DEF 6 70,600 2,600
HORIZON HEALTH CORP COM 44041Y104 14 1,338 SH DEF 12 1,338
HORIZON OFFSHORE COM 44043J105 89 21,100 SH DEF 6 21,100
HORIZON ORGANIC HOLDING CORP COM 44043T103 27 1,700 SH DEF 12 1,700
HORMEL FOODS CORP COM 440452100 1 50 SH DEF 6 50
HORMEL FOODS CORP COM 440452100 240 10,985 SH DEF 12 10,985
HOSP STAFFING SVCS COM 440900108 0 161 SH DEF 6 161
HOSPITALITY PPTYS TR SH BEN INT COM 44106M102 4,590 138,580 SH DEF 3 130,080 8,500
HOSPITALITY PROPERTIES TRUST COM 44106M102 0 0 SH DEF 9
HOSPITALITY PROPERTIES TRUST COM 44106M102 2,296 69,311 SH DEF 12 69,311
HOST MARRIOTT FINANCIAL TRUST PFD 441079407 2 45 SH DEF 12 45
HOST MARRIOTT CORP NEW COM 44107P104 32 3,500 SH DEF 2 3,500
HOST MARRIOTT CORP COM 44107P104 4,806 517,840 SH DEF 6 517,840
HOST MARRIOTT CORP-NEW REIT COM 44107P104 788 84,913 SH DEF 12 84,913
HOT TOPIC COM 441339108 25 1,400 SH DEF 12 1,400
HOTELS. COM 44147T108 11,133 220,100 SH DEF 3 166,200 53,900
HOTELS. COM 44147T108 3 61 SH DEF 7 61
HOUSEHOLD INTERNATIONAL COM 441815107 614 21,700 SH DEF 1 21,700
HOUSEHOLD INTERNATIONAL COM 441815107 101 3,580 SH DEF 2 3,580
HOUSEHOLD INTERNATIONAL COM 441815107 12 440 SH DEF 4 440
HOUSEHOLD INTL CO COM 441815107 4,570 164,410 SH DEF 6 153,475 10,935
HOUSEHOLD INTERNATIONAL COM 441815107 1,444 51,017 SH DEF 12 51,017
HOUSTON EXPL CO COM 442120101 10,734 344,580 SH DEF 3 295,580 49,000
HOUSTON EXPL CO COM 442120101 13,687 439,400 SH DEF 6 428,100 11,300
HOUSTON EXPLORATION CO COM 442120101 6 200 SH DEF 12 200
HOVNANIAN ENTERPRISES CL A COM 442487203 287 8,490 SH DEF 3 6,990 1,500
HOVNANIAN ENTERPRISE CL A 442487203 11,685 345,720 SH DEF 6 331,114 14,606
HOWELL CORP COM 443051107 868 42,300 SH DEF 6 40,300 2,000
HUBBELL -CL A COM 443510102 2 70 SH DEF 12 70
HUBBELL CL B COM 443510201 259 8,922 SH DEF 2 8,922
HUBBELL -CL B COM 443510201 135 4,642 SH DEF 12 4,642
HUDSON CITY BANCORP COM 443683107 16 1,000 SH DEF 12 1,000
HUDSON UNITED BANCORP COM 444165104 16,524 621,205 SH DEF 3 507,705 113,500
HUDSON UNITED BANCORP COM 444165104 13 500 SH DEF 12 500
HUFFY CORP COM 444356109 9 1,200 SH DEF 2 1,200
HUFFY CORP COM 444356109 97 12,600 SH DEF 6 12,600
HUFFY CORP COM 444356109 5 600 SH DEF 12 600
HUGHES SUPPLY COM 444482103 12,324 422,920 SH DEF 3 294,420 128,500
HUGHES SUPPLY COM 444482103 25 850 SH DEF 12 850
HUGOTON ROYALTY TRUST TEXAS COM 444717102 270 23,500 SH DEF 12 23,500
HUMANA COM 444859102 3,450 278,190 SH DEF 3 278,190
HUMANA COM 444859102 7,638 615,395 SH DEF 6 607,595 7,800
HUMANA COM 444859102 837 67,506 SH DEF 12 67,506
HUMAN GENOME SCIENCES COM 444903108 40 3,300 SH DEF 2 3,300
HUMAN GENOME SCS COM 444903108 40 3,350 SH DEF 4 3,350
HUMAN GENOME SCIENCES COM 444903108 3 288 SH DEF 7 288
HUMAN GENOME SCIENCES COM 444903108 89 7,344 SH DEF 12 7,344
HUMBOLDT BANCORP COM 445069107 201 16,800 SH DEF 6 16,320 480
HUMBOLDT BANCORP COM 445069107 599 50,000 SH DEF 7 50,000
HUNT CORP COM 445591100 4 500 SH DEF 6 500
HUNT JB TRANS SVCS COM 445658107 8,124 344,980 SH DEF 6 344,980
JB HUNT TRANSPORT SERVICES COM 445658107 1,439 61,105 SH DEF 12 61,105
HUNTER DOUGLAS N V AD COM 445681208 5,668 857,330 SH DEF 6 786,501 70,829
***HUNTINGTON EXPLORATION COM 445901101 1 20,000 SH DEF 12 20,000
HUNTINGTON BANCSHARES COM 446150104 4,476 246,061 SH DEF 2 246,061
HUNTINGTON BANCSHARES NASD BK COM 446150104 35 1,900 SH DEF 3 1,900
HUNTINGTON BANCSHARE COM 446150104 12 652 SH DEF 6 652
HUNTINGTON BANCSHARES COM 446150104 958 52,647 SH DEF 12 52,647
HUTCHINSON TECHNOLOGY NASD IND COM 448407106 9,593 594,010 SH DEF 3 549,810 44,200
HUTCHINSON WHAMPOA - UNSP ADR ADR 448415208 32 1,100 SH DEF 2 1,100
HUTCHISON WHAMPOA LT COM 448415208 448 15,300 SH DEF 6 15,300
HUTTIG BUILDNG PRODS COM 448451104 187 55,100 SH DEF 6 55,100
HUTTIG BUILDING PRODUCTS COM 448451104 4 1,051 SH DEF 12 1,051
HYPERION 2005 INVESTMENT GRADE UNIT 448918102 12 1,180 SH DEF 12 1,180
ICN PHARMACEUTICAL IN COM 448924100 10,410 1,149,140 SH DEF 6 1,115,355 33,785
ICN PHARMACEUTICALS NEW COM 448924100 161 17,763 SH DEF 12 17,763
IDT CORP CL B 448947309 4,955 323,200 SH DEF 6 281,100 42,100
HYPER CORP COM 44913M105 31 11,000 SH DEF 3 11,000
HYPERCOM CORP COM 44913M105 3 1,000 SH DEF 12 1,000
HYPERION TOTAL RETURN FUND UNIT 449145101 6 575 SH DEF 12 575
HYPERION SOLUTIONS CORP COM 44914M104 9 500 SH DEF 12 500
HYPERION STRATEGIC MTG OME UNIT 44915C105 101 6,980 SH DEF 12 6,980
HYSEQ COM 449163302 3 1,630 SH DEF 2 1,630
HYSEQ COM 449163302 2 1,000 SH DEF 12 1,000
HYTEK MICROSYSTEMS COM 449180108 2 1,400 SH DEF 12 1,400
ICOS CORP COM 449295104 30 1,450 SH DEF 12 1,450
ICU MEDICAL COM 44930G107 132 3,625 SH DEF 12 3,625
***ID BIOMEDICAL CORP COM 44936D108 4 1,115 SH DEF 12 1,115
IDEC PHARMACEUTICAL CORP. COM 449370105 15 350 SH DEF 2 350
IDEC PHARMACEUTICALS CORP COM 449370105 830 20,000 SH DEF 3 20,000
IDEC PHARMACEUTICALS COM 449370105 42 1,005 SH DEF 4 1,005
IDEC PHARMACEUTICALS CORP COM 449370105 162 3,912 SH DEF 12 3,912
I.D. SYSTEMS COM 449489103 0 100 SH DEF 2 100
IGEN INTERNATIONAL -DEL COM 449536101 7,231 242,015 SH DEF 12 242,015
IGEN INC COM 449536101 1,141 60,000 SH DEF 60,000
IHOP CORP NEW COM 449623107 439 18,230 SH DEF 12 18,230
IMC GLOBAL COM 449669100 23,501 1,960,115 SH DEF 6 1,927,285 1,715 31,115
IMC GLOBAL COM 449669100 328 27,222 SH DEF 12 27,222
ING PRIME RATE TR UNIT 44977W106 92 15,537 SH DEF 12 15,537
IMC MORTGAGE PANY COM 449923101 0 700 SH DEF 2 700
I-LINK CORP COM 449927102 1 3,850 SH DEF 12 3,850
IMS HEALTH COM 449934108 333 22,254 SH DEF 2 22,254
IMS HEALTH COM 449934108 437 29,175 SH DEF 12 29,175
IRT PROPERTY CO COM 450058102 28 2,400 SH DEF 2 2,400
IRT PPTY CO COM 450058102 1,435 122,120 SH DEF 3 122,120
IRT PROPERTY CO COM 450058102 31 2,650 SH DEF 12 2,650
STARWOOD FINANCIAL COM 45031U101 150 5,380 SH DEF 3 5,380
ISTAR FINANCIAL COM 45031U101 458 16,400 SH DEF 12 16,400
ISTAR FINANCIAL COM 45031U309 31 1,224 SH DEF 12 1,224
ITLA CAP CORP COM 450565106 2,669 88,400 SH DEF 6 84,600 3,800
ITT EDUCATIONAL SERVICES COM 45068B109 23 1,200 SH DEF 12 1,200
IVP TECHNOLOGY CORP (NEW) COM 45070Q300 1 5,000 SH DEF 12 5,000
IBASIS COM 450732102 1 2,000 SH DEF 2 2,000
IBERIABANK CORP COM 450828108 2,529 67,200 SH DEF 6 65,000 2,200
IBERIABANK CORP COM 450828108 2481 65,925 SH DEF 7 65,925
IBERIABANK CORP COM 450828108 55 1,450 SH DEF 12 1,450
IBIS TECHNOLOGY CORP COM 450909106 27 6,320 SH DEF 12 6,320
ITT INDUSTRIES COM 450911102 282 4,528 SH DEF 2 4,528
ITT INDS (IND) COM 450911102 2 40 SH DEF 6 40
ITT INDUSTRIES COM 450911102 62 1,000 SH DEF 7 1,000
ITT INDUSTRIES COM 450911102 409 6,560 SH DEF 12 6,560
ITT INDUSTRIES COM 450911102 2,471 25,000 SH DEF 15 25,000
ICICI BANK LTD - SPON ADR ADR 45104G104 213 35,500 SH DEF 3 35,500
IDACORP COM 451107106 18,524 761,350 SH DEF 6 739,450 21,900
IDACORP COM 451107106 232 9,540 SH DEF 12 9,540
IDEX CORP COM 45167R104 6 200 SH DEF 12 200
IDEXX LABS COM 45168D104 29,255 945,280 SH DEF 3 739,430 205,850
IDEXX LABORATORIES CORP COM 45168D104 34 1,100 SH DEF 12 1,100
IGATE CORP COM 45169U105 32 11,800 SH DEF 12 11,800
IKON OFFICE SOLUTIONS COM 451713101 277 35,100 SH DEF 3 6,200 28,900
IKON OFFICE SOLUTION COM 451713101 2 310 SH DEF 6 310
IKON OFFICE SOLUTIONS COM 451713101 179 22,672 SH DEF 12 22,672
IKON OFFICE SOLUTIONS INC COM 451713101 320 40,600 SH DEF 40,600
IDENTIX COM 451906101 2 300 SH DEF 2 300
IDENTIX COM 451906101 27 4,476 SH DEF 12 4,476
ILLINOIS TOOL WORKS COM 452308109 5,534 94,872 SH DEF 2 90,355 4,517
ILLINOIS TOOL WKS COM 452308109 6,181 105,960 SH DEF 3 103,860 2,100
ILLINOIS TOOL WORKS COM 452308109 332 5,700 SH DEF 4 5,700
ILLINOIS TOOL WORKS COM 452308109 401 6,880 SH DEF 5 6,200 680
ILLINOIS TOOL WORKS COM 452308109 3 50 SH DEF 6 50
ILLINOIS TOOL WORKS COM 452308109 280 4,793 SH DEF 11 2,876 125
ILLINOIS TOOL WORKS COM 452308109 1,679 28,784 SH DEF 12 28,784
ILLUMINA COM 452327109 19 5,625 SH DEF 12 5,625
IMAGE ENTERTAINMENT NEW COM 452439201 1 1,000 SH DEF 12 1,000
IMATION CORP COM 45245A107 5,839 206,100 SH DEF 3 166,100 40,000
IMATION CORP COM 45245A107 20 715 SH DEF 12 715
***IMAX CORP COM 45245E109 2 500 SH DEF 12 500
IMCLONE SYSTEMS COM 45245W109 8 1,000 SH DEF 2 1,000
IMCLONE SYSTEMS COM 45245W109 612 78,490 SH DEF 12 78,490
IMAGISTICS INTERNATIONAL COM 45247T104 15 857 SH DEF 2 857
IMAGISTICS INTL COM 45247T104 19 1,097 SH DEF 12 1,097
IMMUCOR COM 452526106 2,131 131,115 SH DEF 3 104,115 27,000
IMMUCOR COM 452526106 110 6,750 SH DEF 12 6,750
IMMUNOGEN COM 45253H101 7 2,025 SH DEF 12 2,025
IMPAC MTG HLDGS COM 45254P102 3,625 325,080 SH DEF 3 276,480 48,600
IMPAC MORTGAGE HOLDINGS COM 45254P102 117 10,500 SH DEF 12 10,500
IMPATH COM 45255G101 325 25,200 SH DEF 6 25,200
IMPATH COM 45255G101 8 600 SH DEF 12 600
IMPATH COM 45255G101 41 2,000 SH DEF 15 2,000
IMPERIAL CHEMICAL INDS PLC ADR 452704505 1 90 SH DEF 2 90
IMPERIAL CHEM INDS COM 452704505 13,553 1,032,200 SH DEF 6 1,032,200
IMPERIAL CR INDS*W COM 452729114 0 598,764 SH DEF 6 598,764
IMMUNOMEDICS COM 452907108 130 21,610 SH DEF 12 21,610
IMPERIAL TOBACCO GROUP ADR 453142101 6 125 SH DEF 15 125
INAMED CORP COM 453235103 961 41,770 SH DEF 3 41,770
O LIMITEE COM 453258402 5 342 SH DEF 12 342
YTE GENOMICS COM 45337C102 3 692 SH DEF 12 692
INDEPENDENCE CMNTY BK CORP COM 453414104 9,790 390,200 SH DEF 3 353,350 36,850
INDEPENDENCE COMMUNITY BANK COM 453414104 138 5,490 SH DEF 12 5,490
INDEPENDENCE FEDERAL SAVINGS COM 453432106 3 220 SH DEF 12 220
INDEPENDENCE HLDG COM 453440307 348 17,385 SH DEF 6 15,460 1,925
INDEPENDENT BANK CORP-MASS COM 453836108 450 22,638 SH DEF 12 22,638
INDEVUS PHARMACEUTICALS COM 454072109 2 1,000 SH DEF 2 1,000
INDEVUS PHARMACEUTICALS COM 454072109 48 30,970 SH DEF 12 30,970
INDIAN RIVER BANKING CO COM 45435P104 68 2,420 SH DEF 12 2,420
INDIA FUND COM 454990128 9 1,000 SH DEF 12 1,000
INDUS INTERNATIONAL COM 45578L100 19 10,000 SH DEF 12 10,000
INDYMAC BANCORP COM 456607100 2,108 109,400 SH DEF 3 102,900 6,500
INDYMAC BANCORP COM 456607100 17,616 914,150 SH DEF 6 892,750 21,400
INDYMAC BANCORP COM 456607100 42 2,200 SH DEF 12 2,200
INERGY L P COM 456615103 29 1,000 SH DEF 12 1,000
INFINIUM SOFTWARE COM 45662Y109 5 1,000 SH DEF 12 1,000
INFORMATICA CORPORATION COM 45666Q102 6 1,900 SH DEF 12 1,900
INFORMATION ARCHITECTS CORP COM 45669R305 0 300 SH DEF 2 300
INFORTE CORP COM 45677R107 2 400 SH DEF 12 400
INFOSPACE NEW COM 45678T201 6 1,365 SH DEF 12 1,365
INFOUSA NEW COM 456818301 6,531 1,564,447 SH DEF 6 1,534,402 3,325 26,720
ING GROEP NV SPONS ADR ADR 456837103 415 29,566 SH DEF 2 29,566
ING GROEP N V ADR SPO COM 456837103 4,790 328,616 SH DEF 6 297,341 31,275
ING GROEP NV SPONS ADR ADR 456837103 2 115 SH DEF 7 115
INGERSOLL-RAND CO. COM 456866102 0 0 SH DEF 9
INGRAM MICRO COM 457153104 213 16,050 SH DEF 5 11,050 5,000
INGRAM MICRO CL A 457153104 4 310 SH DEF 6 310
INGRAM MICRO -CL A COM 457153104 46 3,445 SH DEF 12 3,445
INHALE THERAPEUTIC SYS COM 457191104 3 650 SH DEF 2 650
INHALE THERAPEUTIC SYSTEMS COM 457191104 7 1,300 SH DEF 12 1,300
INKINE PHARMACEUTICAL CO COM 457214104 98 87,543 SH DEF 9 87,543
INKINE PHARMACEUTICAL CO COM 457214104 10 8,700 SH DEF 12 8,700
INKTOMI CORP COM 457277101 0 10 SH DEF 2 10
INKTOMI CORP COM 457277101 4 16,970 SH DEF 12 16,970
INNODATA CORP COM 457642205 57 57,200 SH DEF 6 53,400 3,800
INSIGHT ENTERPRISES COM 45765U103 1,412 139,100 SH DEF 6 135,900 3,200
INSITUFORM TECHNOLOGIES COM 457667103 682 47,518 SH DEF 12 47,518
INSMED COM 457669208 1 2,100 SH DEF 12 2,100
INNOTRAC CORP COM 45767M109 492 179,858 SH DEF 6 172,958 6,900
INNOVATIVE SOLUTIONS COM 45769N105 187 24,300 SH DEF 6 23,400 900
INNOVATIVE SOLUTIONS & SUPPORT COM 45769N105 24 3,059 SH DEF 12 3,059
INRANGE TECHNOLOGIES CORP COM 45769V206 2 800 SH DEF 12 800
INKEEPERS USA TRUST COM 4576J0104 16 2,000 SH DEF 2 2,000
INKEEPERS USA TRUST COM 4576J0104 0 0 SH DEF 9
INNKEEPERS USA TRUST-SBI COM 4576J0104 873 109,217 SH DEF 12 109,217
INSIGHTFUL CORP COM 45770X100 1 1,000 SH DEF 12 1,000
INSPIRE PHARMACEUTICALS COM 457733103 3 879 SH DEF 12 879
INSTINET GROUP COM 457750107 0 100 SH DEF 6 100
INTEGRA LIFESCIENCES HOLDINGS COM 457985208 3 200 SH DEF 12 200
INSURED MUNICIPAL OME FUND UNIT 45809F104 31 2,120 SH DEF 12 2,120
INTEGRAMED AMER COM 45810N302 122 21,900 SH DEF 6 20,700 1,200
INTEGRATED DEVICE TECHNOLOGY NASDCOM 458118106 195 18,700 SH DEF 3 7,200 11,500
INTEGRATED DEVICE TECHNOLOGY COM 458118106 49 4,730 SH DEF 12 4,730
INTEGRATED ELCTRCAL COM 45811E103 2,133 570,200 SH DEF 6 552,100 18,100
INTEGRATED CIRCUIT S COM 45811K208 12,449 792,900 SH DEF 3 573,200 219,700
INTEGRATED SILICON SOLUTION COM 45812P107 1 300 SH DEF 12 300
INTEL CORP. COM 458140100 22,650 1,630,640 SH DEF 1 21,500 1,609,140
INTEL CORP. COM 458140100 20,063 1,444,450 SH DEF 2 1,406,606 37,844
INTEL CORP NASD INDL COM 458140100 23,186 1,669,248 SH DEF 3 1,628,948 40,300
INTEL COM 458140100 235 16,940 SH DEF 4 16,940
INTEL CORP COM 458140100 2,620 188,602 SH DEF 5 147,392 41,210
INTEL CORP. COM 458140100 100 7,205 SH DEF 7 7,205
INTEL CORP. COM 458140100 3,654 263,051 SH DEF 9 7,849 255,202
INTEL CORP. COM 458140100 3,463 249,300 SH DEF 10 249,300
INTEL CORP COM 458140100 1,677 120,702 SH DEF 11 103,054 4,900
INTEL CORP COM 458140100 16,974 1,222,051 SH DEF 12 1,222,051
INTEL CORP. COM 458140100 3,876 178,340 SH DEF 15 178,340
INTEL CORP COM 458140100 44 3,020 SH DEF 3,020
INTELIDATA TECHNOLOGIES CORP COM 45814T107 1 900 SH DEF 12 900
INTEGRATED INFORMATION SYSTEMS COM 45817B103 4 30,800 SH DEF 12 30,800
INTELLI-CHECK COM 45817G102 46 8,100 SH DEF 12 8,100
INTEGRATED DEFENSE COM 45819B101 6 300 SH DEF 12 300
INTER TEL NASD INDL COM 458372109 16,956 833,220 SH DEF 3 678,880 154,340
INTER TEL COM 458372109 1 50 SH DEF 12 50
INTERFACE -CL A COM 458665106 8 2,000 SH DEF 12 2,000
INTERDIGITAL COMMUNICATIONS COM 45866A105 292 33,572 SH DEF 12 33,572
INTERGRAPH CORP COM 458683109 554 32,420 SH DEF 6 32,420
INTERGRAPH CORP COM 458683109 17 1,000 SH DEF 12 1,000
INTERLEUKIN GENETICS COM 458738101 14 27,400 SH DEF 12 27,400
INTERLOTT TECH COM 458764107 219 39,500 SH DEF 6 37,800 1,700
INTERMAGNETICS GENERAL CORP COM 458771102 18 1,057 SH DEF 12 1,057
INTERMET CORP NASD INDL COM 45881K104 4,011 833,990 SH DEF 3 555,740 278,250
INTERNAP NETWORK SVCS CORP COM 45885A102 19 92,115 SH DEF 12 92,115
INTL ALUMINUM CORP COM 458884103 87 5,000 SH DEF 12 5,000
INTL ASSETS HOLDING CORP COM 459028106 6 9,415 SH DEF 12 9,415
INTL BANCSHARES CORP COM 459044103 365 9,375 SH DEF 6 9,375
INTERNATIONAL BUSINESS MACHINE COM 459200101 1,904 32,659 SH DEF 1 32,659
IBM COM 459200101 11,713 200,600 SH DEF 2 196,930 3,670
IBM COM 459200101 28,431 487,586 SH DEF 3 478,486 9,100
IBM COM 459200101 8,084 138,635 SH DEF 4 138,635
IBM COM 459200101 1,493 25,604 SH DEF 5 21,831 3,773
IBM COM 459200101 21,158 362,357 SH DEF 6 362,357
IBM COM 459200101 1446 24,765 SH DEF 7 24,765
IBM COM 459200101 109,061 1,867,809 SH DEF 8 1,867,809
IBM COM 459200101 1,916 32,862 SH DEF 9 6,490 26,372
INTERNATIONAL BUSINESS MACHINES CORPCOM 459200101 194,383 3,329,048 SH DEF 10 3,329,048
IBM COM 459200101 5,328 91,368 SH DEF 11 85,128 1,264
INTERNATIONAL BUSINESS COM 459200101 35,314 604,797 SH DEF 12 604,797
IBM COM 459200101 1,210 13,066 SH DEF 15 13,066
INTERNATIONAL BUSINESS MACHINES COM 459200101 157 2,600 SH DEF 2,600
INTERNATIONAL FLAVORS & FRAGRANCES COM 459506101 4 135 SH DEF 2 135
INTL FLAVORS & FRAGRANCES COM 459506101 1,099 34,520 SH DEF 12 34,520
INTERNATIONAL GAME TECHNOLOGY COM 459902102 353 5,100 SH DEF 5 2,600 2,500
INTL GAME TECHNOLOGY COM 459902102 3,119 45,109 SH DEF 12 45,109
INTERNATIONAL PAPER CAP TR PFD 460137300 2,464 56,650 SH DEF 2 56,650
INTERNATIONAL PAPER CAPITAL PFD 460137300 909 20,900 SH DEF 12 20,900
INTERNATIONAL PAPER CO. COM 460146103 1,861 55,747 SH DEF 2 55,747
INTERNATIONAL PAPER CO COM 460146103 3,492 104,568 SH DEF 5 81,973 22,595
INTERNATIONAL PAPER COM 460146103 3,055 91,500 SH DEF 6 91,500
INTERNATIONAL PAPER CO COM 460146103 4,111 123,119 SH DEF 12 123,119
INTERNATIONAL PAPER CO. COM 460146103 2,738 51,700 SH DEF 15 51,700
INTERNATIONAL RECTIFIER CORP COM 460254105 8 540 SH DEF 2 540
INTERNATIONAL RECTIFIER CORP COM 460254105 252 16,127 SH DEF 12 16,127
INTL SHIPHOLDING CORP NEW COM 460321201 87 12,700 SH DEF 12 12,700
INTERNATIONAL SPEEDWAY CORP COM 460335201 4 100 SH DEF 2 100
INTERNATIONAL SPEEDWAY CORP COM 460335201 166 4,183 SH DEF 12 4,183
INTERNATIONAL SPEEDWAY CORP COM 460335300 22 544 SH DEF 12 544
INTERNET SPORTS NETWORK COM 46058W202 5 5,714 SH DEF 15 5,714
INTERNET CAPITAL GROUP COM 46059C106 15 74,330 SH DEF 12 74,330
INTERNET PICTURES CORP COM 46059S200 2 1,175 SH DEF 12 1,175
INTERNET HOLDRS TR COM 46059W102 2 100 SH DEF 12 100
INTERNET ARCHITECTURE HOLDR TR COM 46060A107 2 100 SH DEF 2 100
INTERNET ARCHITECTURE COM 46060A107 2 100 SH DEF 12 100
INTERNET SEC SYS COM 46060X107 3 211 SH DEF 2 211
INTERNET SECURITY SYSTEMS COM 46060X107 5,657 459,140 SH DEF 3 414,640 44,500
INTERNET SEC SYS COM 46060X107 37 3,015 SH DEF 12 3,015
INTERNATURAL PHARMACEUTICALS COM 46061X106 0 100 SH DEF 2 100
INTERPOOL COM 46062R108 5,544 461,250 SH DEF 6 448,500 12,750
INTERPOOL COM 46062R108 2 150 SH DEF 7 150
INTERPORE INTERNATIONAL NEW COM 46062W107 4 500 SH DEF 12 500
INTERPUBLIC GROUP PANIES COM 460690100 1,982 125,046 SH DEF 2 124,746 300
INTERPUBLIC GROUP COM 460690100 515 32,517 SH DEF 4 32,517
INTERPUBLIC GROUP COM 460690100 1,841 116,123 SH DEF 6 116,123
INTERPUBLIC GROUP OF COS COM 460690100 922 58,175 SH DEF 12 58,175
INTERPUBLIC GROUP COS CVT BOND CONV 460690AJ9 2,099 2,900,000 PRN DEF 16 2,900,000
INTERSIL CORP COM 46069S109 2 157 SH DEF 7 157
INTERSIL CORPORATION CL A COM 46069S109 26 2,030 SH DEF 12 2,030
INTERSTATE BAKERIES CP COM 46072H108 15,143 569,910 SH DEF 3 430,910 139,000
INTERSTATE BAKERIES CORP-DEL COM 46072H108 347 13,067 SH DEF 12 13,067
INTERSTATE HOTELS & RESORTS COM 46088S106 2 554 SH DEF 12 554
INTSTATE NTL DEALER COM 46102P104 223 38,800 SH DEF 6 37,700 1,100
INTERTAN COM 461120107 5 765 SH DEF 12 765
INTEST CORP COM 461147100 197 64,448 SH DEF 6 64,448
INTRABIOTICS PHARMACEUTICALS COM 46116T100 7 14,700 SH DEF 12 14,700
INTRADO COM 46117A100 275 28,470 SH DEF 12 28,470
INTUIT CORP. COM 461202103 23 500 SH DEF 7 500
INTUIT COM 461202103 848 18,632 SH DEF 12 18,632
INVACARE CORP. COM 461203101 274 8,000 SH DEF 2 8,000
INVACARE CORP COM 461203101 616 17,989 SH DEF 12 17,989
INVENSYS PLC SPONS ADR ADR 461204109 2 919 SH DEF 2 919
INTUITIVE SURGICAL COM 46120E107 8 1,000 SH DEF 2 1,000
INVESTMENT GRADE MUNICIPAL UNIT 461368102 16 1,000 SH DEF 12 1,000
INVESTMENT TECHNOLOGY GRP COM 46145F105 64 2,190 SH DEF 12 2,190
INVISION TECHNOLOGIES COM 461851107 443 13,850 SH DEF 3 13,850
INVISION TECHNOLOGIES COM 461851107 13 400 SH DEF 12 400
INVITROGEN CORP COM 46185R100 945 27,750 SH DEF 3 26,450 1,300
INVITROGEN CORP COM 46185R100 321 9,428 SH DEF 12 9,428
IOMEGA CORP NASD INDL COM 462030305 2,609 244,050 SH DEF 3 212,250 31,800
IOMEGA CORP COM 462030305 13 1,185 SH DEF 12 1,185
IONA TECHNOLOGIES PLC-ADR ADR 46206P109 0 100 SH DEF 2 100
IRON & GLASS BANCORP COM 462735101 13 400 SH DEF 12 400
IRON MOUNTAIN PA COM 462846106 61 2,450 SH DEF 12 2,450
IRON MTN INC PA COM 462846106 42 1,500 SH DEF 1,500
IRWIN FINL CORP COM 464119106 8,503 500,200 SH DEF 6 485,700 14,500
ISCO INTERNATIONAL COM 46426P103 1 2,500 SH DEF 12 2,500
ISHARES COM 464286103 35 4,042 SH DEF 12 4,042
ISHARES MSCI AUSTR464286103 19 1,350 SH DEF 15 1,350
ISHARES COM 464286608 23 600 SH DEF 12 600
ISHARES MSCI EMU I464286608 135 2,200 SH DEF 15 2,200
ISHARES MSCI SINGA464286673 4 600 SH DEF 15 600
ISHARES COM 464286699 17 1,496 SH DEF 12 1,496
ISHARES MSCI UTD K464286699 36 1,900 SH DEF 15 1,900
ISHARES COM 464286707 15 1,138 SH DEF 12 1,138
ISHARES COM 464286749 19 1,779 SH DEF 12 1,779
ISHARES MSCI SWITZ464286749 10 500 SH DEF 15 500
ISHARES MSCI SWEDE464286756 6 350 SH DEF 15 350
ISHARES COM 464286806 13 1,441 SH DEF 12 1,441
ISHARES COM 464286814 15 1,259 SH DEF 12 1,259
ISHARES COM 464286848 31 4,212 SH DEF 12 4,212
ISHARES MSCI JAPAN464286848 98 8,400 SH DEF 15 8,400
ISHARES COM 464286871 44 6,192 SH DEF 12 6,192
ISHARES MSCI HONG 464286871 4 350 SH DEF 15 350
ISHARES TRUST COM 464287101 246 5,800 SH DEF 12 5,800
ISHARES S&P 500 INDEX FUND COM 464287200 23 276 SH DEF 4 276
ISHARES TRUST UNIT 464287242 79 735 SH DEF 12 735
ISHARES TRUST COM 464287408 8 200 SH DEF 12 200
ISHARES TRUST UNIT 464287457 41 500 SH DEF 12 500
ISHARES TRUST COM 464287465 493 5,175 SH DEF 12 5,175
ISHARES TR COM 464287481 24 500 SH DEF 12 500
ISHARES TR COM 464287499 775 17,055 SH DEF 12 17,055
ISHARES TRUST COM 464287507 1,884 23,136 SH DEF 12 23,136
ISHARES TR COM 464287556 126 2,730 SH DEF 12 2,730
ISHARES TR COM 464287564 403 4,875 SH DEF 12 4,875
ISHARES TRUST COM 464287580 31 757 SH DEF 12 757
ISHARES TRUST COM 464287606 54 620 SH DEF 12 620
ISHARES TR RUSSELL 20 COM 464287630 227 2,140 SH DEF 6 2,140
ISHARES TRUST COM 464287630 966 9,040 SH DEF 12 9,040
ISHARES TRUST COM 464287648 515 13,800 SH DEF 12 13,800
ISHARES TRUST COM 464287655 1,171 16,362 SH DEF 12 16,362
ISHARES TRUST COM 464287663 21 375 SH DEF 12 375
ISHARES TRUST COM 464287697 23 500 SH DEF 12 500
ISHARES TRUST COM 464287705 1,027 13,550 SH DEF 12 13,550
ISHARES TRUST COM 464287713 35 2,461 SH DEF 12 2,461
ISHARES TRUST COM 464287721 119 4,481 SH DEF 12 4,481
ISHARES TRUST COM 464287747 6 1,000 SH DEF 12 1,000
ISHARES TRUST COM 464287754 9 259 SH DEF 12 259
ISHARES TRUST COM 464287762 136 2,928 SH DEF 12 2,928
ISHARES TRUST COM 464287796 6 151 SH DEF 12 151
ISHARES TRUST COM 464287804 1,319 14,160 SH DEF 12 14,160
ISHARES TRUST COM 464287812 197 4,848 SH DEF 12 4,848
ISHARES TRUST COM 464287838 106 3,375 SH DEF 12 3,375
ISHARES TRUST COM 464287879 986 14,235 SH DEF 12 14,235
ISHARES TRUST COM 464287887 1,001 16,215 SH DEF 12 16,215
ISIS PHARMACEUTICALS COM 464330109 7 690 SH DEF 4 690
ISIS PHARMACEUTICALS COM 464330109 46 4,700 SH DEF 12 4,700
ISLE OF CAPRIS CASINOS COM 464592104 3,955 237,125 SH DEF 3 221,325 15,800
ISLE OF CAPR CAS COM 464592104 4,472 268,100 SH DEF 6 260,300 7,800
ISLE CAPRI CASINOS COM 464592104 417 25,000 SH DEF 12 25,000
ITALY FUND COM 465395101 2 326 SH DEF 12 326
I3 MOBILE COM 465713105 1 3,000 SH DEF 12 3,000
ITO YOKADO LTD ADR - NEW ADR 465714301 299 7,675 SH DEF 2 7,675
ITO YOKADO COM 465714301 2,725 73,935 SH DEF 6 57,571 16,364
ITRON COM 465741106 1,455 79,100 SH DEF 3 24,500 54,600
ITRON COM 465741106 4 200 SH DEF 12 200
I2 TECHNOLOGIES COM 465754109 69 132,330 SH DEF 6 115,730 16,600
I2 TECHNOLOGIES COM 465754109 7 12,698 SH DEF 12 12,698
***IVANHOE ENERGY COM 465790103 2 2,000 SH DEF 12 2,000
IVAX CORP. COM 465823102 2,730 222,500 SH DEF 2 216,000 6,500
IVAX CORP COM 465823102 2,600 211,905 SH DEF 5 159,745 52,160
IVAX CORP COM 465823102 132 10,779 SH DEF 12 10,779
JDN REALTY CORP COM 465917102 559 46,246 SH DEF 12 46,246
IXYS CORP DEL COM 46600W106 2 445 SH DEF 12 445
J ALEXANDER CORP COM 466096104 57 17,680 SH DEF 12 17,680
JDS UNIPHASE CORP COM 46612J101 13 6,580 SH DEF 2 6,580
JDS UNIPHASE COM 46612J101 60 31,000 SH DEF 4 31,000
JDS UNIPHASE CORP COM 46612J101 141 72,500 SH DEF 6 72,500
JDS UNIPHASE CORP COM 46612J101 289 148,612 SH DEF 12 148,612
JDS UNIPHASE CORP COM 46612J101 19 10,000 SH DEF 10,000
JLG INDS COM 466210101 101 12,500 SH DEF 6 12,500
JLG INDUSTRIES COM 466210101 116 14,360 SH DEF 12 14,360
JNI CORP COM 46622G105 1 500 SH DEF 12 500
J NET ENTERPRISES COM 46622V102 3 4,900 SH DEF 12 4,900
JPS INDUSTRIES COM 46624E405 84 21,400 SH DEF 6 20,700 700
JP MORGAN CHASE & CO. COM 46625H100 426 22,440 SH DEF 1 22,440
J.P. MORGAN CHASE & CO. COM 46625H100 6,908 363,755 SH DEF 2 344,979 18,776
JP MORGAN CHASE & CO COM 46625H100 10,583 557,291 SH DEF 3 542,730 14,561
JP MORGAN CHASE COM 46625H100 59 3,085 SH DEF 4 3,085
J.P. MORGAN CHASE & CO COM 46625H100 3,663 192,887 SH DEF 5 151,307 41,580
J.P. MORGAN CHASE & C COM 46625H100 22,397 1,185,446 SH DEF 6 1,125,420 60,026
J.P. MORGAN CHASE & CO. COM 46625H100 116,447 6,132,042 SH DEF 8 6,132,042
J P MORGAN CHASE & CO COM 46625H100 1,697 89,359 SH DEF 9 2,183 87,176
J.P. MORGAN CHASE & CO. COM 46625H100 208,746 10,992,417 SH DEF 10 10,992,417
JP MORGAN CHASE & CO COM 46625H100 416 21,892 SH DEF 11 14,832
J P MORGAN CHASE & CO COM 46625H100 12,043 634,150 SH DEF 12 634,150
JP MORGAN CHASE & CO. COM 46625H100 2,677 88,900 SH DEF 15 88,900
J P MORGAN CHASE & CO PFD 46625H209 956 12,750 SH DEF 2 12,500 250
J2 GLOBAL MUNICATIONS COM 46626E205 507 25,500 SH DEF 3 25,500
JABIL CIRCUIT COM 466313103 86 5,825 SH DEF 12 5,825
JACK IN THE BOX C COM 466367109 26,124 1,150,216 SH DEF 6 1,129,066 860 20,290
JACKSONVILLE BANCORP COM 469248108 496 20,000 SH DEF 6 18,900 1,100
JACO ELECTRS COM 469783104 146 53,100 SH DEF 6 53,100
JACOBS ENGINEERING GROUP COM 469814107 27 889 SH DEF 12 889
JAKKS PAC COM 47012E106 3,832 344,600 SH DEF 6 335,000 9,600
JAPAN SMALLER CAPITALIZATION UNIT 47109U104 1 230 SH DEF 12 230
JARDINE FLEMING INDIA FUND UNIT 471112102 10 1,581 SH DEF 12 1,581
JARDINE MATHESON HOLDINGS LTD. SPON ADR 471115303 2 390 SH DEF 2 390
JEFFERIES GROUP NEW COM 472319102 53 1,400 SH DEF 12 1,400
JEFFERSON-PILOT CORP. COM 475070108 4,683 116,771 SH DEF 2 116,571 200
JEFFERSON PILOT CORP COM 475070108 7 170 SH DEF 6 170
JEFFERSON-PILOT CORP. COM 475070108 705 17,587 SH DEF 7 17,587
JEFFERSON-PILOT CORP. COM 475070108 0 0 SH DEF 9
JEFFERSON PILOT CORP COM 475070108 237 5,900 SH DEF 11 5,900
JEFFERSON PILOT CORP COM 475070108 5,294 132,020 SH DEF 12 132,020
JETBLUE AIRWAYS CORP COM 477143101 -20 (500) SH DEF 12 (500)
JO-ANN STORES CL A COM 47758P109 9,789 349,120 SH DEF 3 263,620 85,500
JOHN NUVEEN CO -CL COM 478035108 12,648 555,950 SH DEF 3 425,150 130,800
JOHN NUVEEN CO-CL A COM 478035108 673 29,588 SH DEF 12 29,588
JOHNSON & JOHNSON COM 478160104 16,216 299,843 SH DEF 1 299,843
JOHNSON & JOHNSON COM 478160104 27,321 505,194 SH DEF 2 498,698 6,496
JOHNSON & JOHNSON COM 478160104 55,115 1,019,138 SH DEF 3 1,000,538 18,600
JOHNSON & JOHNSON COM 478160104 7,964 147,267 SH DEF 4 147,267
JOHNSON & JOHNSON COM 478160104 8,650 159,950 SH DEF 5 111,946 48,004
JOHNSON & JOHNSON COM 478160104 7394 136,730 SH DEF 7 136,730
JOHNSON & JOHNSON COM 478160104 1,556 28,775 SH DEF 9 1,745 27,030
JOHNSON & JOHNSON COM 478160104 6,381 118,000 SH DEF 10 118,000
JOHNSON & JOHNSON COM 478160104 5,005 92,549 SH DEF 11 79,628 634
JOHNSON & JOHNSON COM 478160104 32,919 608,716 SH DEF 12 608,716
JOHNSON & JOHNSON COM 478160104 945 11,020 SH DEF 15 11,020
JOHNSON CONTROLS COM 478366107 995 12,950 SH DEF 2 12,950
JOHNSON CTLS COM 478366107 29,429 383,090 SH DEF 3 375,590 7,500
JOHNSON CONTROLS COM 478366107 18 230 SH DEF 6 230
JOHNSON CONTROLS COM 478366107 383 4,989 SH DEF 12 4,989
JOHNSON CONTROLS COM 478366107 305 2,500 SH DEF 15 2,500
JOHNSON OUTDOORS CL A 479167108 1,105 105,100 SH DEF 6 101,100 4,000
JONES APPAREL GROUP COM 480074103 6 200 SH DEF 2 200
JONES APPAREL GROUP COM 480074103 7,980 259,950 SH DEF 3 256,750 3,200
JONES APPAREL GROUP COM 480074103 226 7,350 SH DEF 5 7,350
JONES APPAREL GROUP COM 480074103 278 9,070 SH DEF 6 9,070
JONES APPAREL GROUP COM 480074103 230 7,493 SH DEF 12 7,493
JONES LANG LASALLE COM 48020Q107 66 3,200 SH DEF 3 3,200
JOS A BANK CLOTHIERS COM 480838101 16 900 SH DEF 3 900
JOS A BANK CLOTHIERS COM 480838101 1,560 87,100 SH DEF 6 84,500 2,600
JOSEPH A BANK CLOTHIERS COM 480838101 13 700 SH DEF 12 700
JOULE' COM 481109106 8 7,300 SH DEF 12 7,300
JOURNAL REGISTER CO COM 481138105 378 20,030 SH DEF 3 15,430 4,600
JOY GLOBAL COM 481165108 177 21,360 SH DEF 12 21,360
JUNIPER NETWORKS COM 48203R104 5 1,112 SH DEF 2 1,112
JUNIPER NETWORKS COM 48203R104 2 345 SH DEF 7 345
JUNIPER NETWORKS COM 48203R104 42 8,850 SH DEF 12 8,850
JUNIPER NETWORKS COM 48203R104 14 3,000 SH DEF 3,000
KCS ENERGY COM 482434206 10 6,350 SH DEF 12 6,350
KFX COM 48245L107 93 46,650 SH DEF 12 46,650
KLA-TENCORP CORP COM 482480100 3,571 127,800 SH DEF 3 125,100 2,700
KLA-TENCOR CORP COM 482480100 184 6,574 SH DEF 12 6,574
KLA-TENCOR CORP. COM 482480100 89 2,000 SH DEF 15 2,000
KLM ROYAL DUTCH AIRLINES COM 482516309 108 13,000 SH DEF 11 13,000
***KLM ROYAL DUTCH AIRLS COM 482516309 17 2,025 SH DEF 12 2,025
KMART CORP COM 482584109 0 650 SH DEF 2 650
K MART CORP COM 482584109 31 63,605 SH DEF 12 63,605
KPMG CONSULTING COM 48265R109 39 6,000 SH DEF 3 6,000
KPMG CONSULTING COM 48265R109 2,733 423,004 SH DEF 6 421,604 1,400
KPMG CONSULTING COM 48265R109 72 11,150 SH DEF 12 11,150
KS BANCORP COM 48266R108 13 800 SH DEF 12 800
K-SWISS -CL A COM 482686102 11,537 539,880 SH DEF 3 363,680 176,200
KT CORP SPONSORED ADR ADR 48268K101 3 120 SH DEF 2 120
KT CORP ADR 48268K101 24,780 1,117,215 SH DEF 3 1,107,215 10,000
KT CORP COM 48268K101 1,655 76,141 SH DEF 6 36,375 39,766
K TRON INTL COM 482730108 103 8,100 SH DEF 6 8,100
K V PHARMACEUTICAL CO-CL A COM 482740206 19 1,000 SH DEF 12 1,000
KV PHARMACEUTICALS CO COM 482740206 24 1,000 SH DEF 1,000
KADANT COM 48282T104 1 54 SH DEF 2 54
KADANT COM 48282T104 1 79 SH DEF 7 79
KADANT COM 48282T104 3 236 SH DEF 12 236
KAMAN CORP CL A 483548103 4,982 406,700 SH DEF 6 393,900 12,800
KAMAN CORP-CL A COM 483548103 7 555 SH DEF 12 555
KANEB PIPE LINE PARTNERS LP COM 484169107 71 1,960 SH DEF 12 1,960
KANEB SERVICES LLC COM 484173109 3 166 SH DEF 12 166
KANSAS CITY LIFE INSURANCE CO COM 484836101 151 3,990 SH DEF 12 3,990
KANSAS CITY SOUTHERN COM 485170302 5,584 450,355 SH DEF 2 438,653 11,702
KANSAS CITY SOUTHERN COM 485170302 923 74,412 SH DEF 12 74,412
KAO CORP-UNSPONSORED ADR ADR 485537203 7 30 SH DEF 7 30
KAYDON CORP. COM 486587108 587 29,300 SH DEF 2 29,300
KAYDON CORP COM 486587108 75 3,760 SH DEF 12 3,760
KEANE COM 486665102 4,140 613,301 SH DEF 6 613,301
KEANE COM 486665102 43 6,300 SH DEF 12 6,300
KB HOME COM 48666K109 9,910 202,915 SH DEF 3 191,395 11,520
KB HOME COM 48666K109 1,807 37,000 SH DEF 4 37,000
KB HOME COM 48666K109 4 90 SH DEF 6 90
KB HOME COM 48666K109 83 1,700 SH DEF 12 1,700
KEITH PANIES COM 487539108 783 74,610 SH DEF 6 72,110 2,500
KELLOGG CO COM 487836108 67 2,000 SH DEF 9 2,000
KELLOGG CO COM 487836108 1,015 30,517 SH DEF 12 30,517
KELLOGG CO. COM 487836108 232 4,400 SH DEF 15 4,400
KELLWOOD CO COM 488044108 930 40,700 SH DEF 3 40,700
KELLWOOD CO COM 488044108 18 800 SH DEF 12 800
KELLY SERVICES -CL A COM 488152208 58 2,665 SH DEF 12 2,665
KEMET CORP. COM 488360108 4 500 SH DEF 2 500
KEMET CORP COM 488360108 1 170 SH DEF 6 170
KEMET CORP COM 488360108 383 44,820 SH DEF 12 44,820
KENDLE INTERNATIONAL COM 48880L107 12 1,841 SH DEF 2 1,841
KENNAMETAL COM 489170100 16 500 SH DEF 12 500
KERR-MCGEE CORP. COM 492386107 317 7,290 SH DEF 2 5,690 1,600
KERR MCGEE CORP COM 492386107 3,480 80,100 SH DEF 6 80,100
KERR MCGEE CORP COM 492386107 418 9,624 SH DEF 12 9,624
KEY ENERGY GROUP COM 492914106 377 47,900 SH DEF 3 45,300 2,600
KEY ENERGY SVCS COM 492914106 7,952 1,009,200 SH DEF 6 980,500 28,700
KEY ENERGY SERVICES COM 492914106 181 23,012 SH DEF 12 23,012
KEY PRODUCTION PANY COM 493138101 267 16,500 SH DEF 3 16,500
KEYCORP NEW COM 493267108 923 36,978 SH DEF 2 36,978
KEYCORP NEW COM 493267108 293 11,730 SH DEF 5 6,910 4,820
KEYCORP COM 493267108 17,585 704,250 SH DEF 6 704,250
KEYCORP NEW COM 493267108 717 28,700 SH DEF 9 28,700
KEYCORP NEW COM 493267108 1,616 64,724 SH DEF 12 64,724
KEYSPAN CORP COM 49337W100 134 4,009 SH DEF 2 4,009
KEYSPAN CORP COM 49337W100 2 70 SH DEF 6 70
KEYSPAN CORP COM 49337W100 348 10,384 SH DEF 9 10,384
KEYSPAN CORP COM 49337W100 407 12,137 SH DEF 12 12,137
KEYSPAN CORP COM 49337W100 17,051 510,000 SH DEF 13 510,000
KEYSTONE PPTY TR CORP COM 493596100 118 7,100 SH DEF 12 7,100
KFORCE COM 493732101 1 237 SH DEF 12 237
KIDDE PLC SPONSORED A COM 493793103 2,968 313,774 SH DEF 6 297,214 16,560
KIMBERLY-CLARK CORP. COM 494368103 204 3,600 SH DEF 1 3,600
KIMBERLY-CLARK CORP. COM 494368103 1,592 28,108 SH DEF 2 24,419 3,689
KIMBERLY CLARK CORP COM 494368103 12,636 223,094 SH DEF 3 219,094 4,000
KIMBERLY-CLARK COM 494368103 8 150 SH DEF 4 150
KIMBERLY CLARK CORP COM 494368103 2,536 44,770 SH DEF 5 35,850 8,920
KIMBERLY CLARK CORP COM 494368103 14 250 SH DEF 6 250
KIMBERLY-CLARK CORP. COM 494368103 198 3,500 SH DEF 7 3,500
KIMBERLY-CLARK CORP. COM 494368103 2,091 36,911 SH DEF 9 135 36,776
KIMBERLY-CLARK CORP. COM 494368103 1,416 25,000 SH DEF 10 25,000
KIMBERLY CLARK CORP COM 494368103 218 3,851 SH DEF 11 2,723
KIMBERLY CLARK CORP COM 494368103 4,753 83,917 SH DEF 12 83,917
KIMBERLY CLARK CORP. COM 494368103 207 2,300 SH DEF 15 2,300
KIMBERLY-CLARK CORP COM 494368103 201 3,500 SH DEF 3,500
KIMCO REALTY CORP. COM 49446R109 62 2,000 SH DEF 2 2,000
KIMCO REALTY CORP. COM 49446R109 625 20,100 SH DEF 7 20,100
KIMCO REALTY CORP COM 49446R109 111 3,575 SH DEF 12 3,575
KINDER MORGAN ENERGY PARTNERS LP COM 494550106 1,077 33,720 SH DEF 2 33,720
KINDER MORGAN ENERGY PARTNERS LP COM 494550106 813 25,464 SH DEF 9 105 25,359
KINDER MORGAN ENERGY PARTNERS COM 494550106 7,866 246,357 SH DEF 12 246,357
KINDERHOOK BANK CORP COM 494555105 12 288 SH DEF 12 288
KINDER MORGAN COM 49455P101 18 500 SH DEF 7 500
KINDER MORGAN KANS COM 49455P101 1,831 51,652 SH DEF 12 51,652
KINDER MORGAN MGMT LLC COM 49455U100 9 315 SH DEF 12 315
KINDER MORGAN MANAGEMENT LLC COM 49455U100 110 4,000 SH DEF 4,000
KINDRED HEALTHCARE IN COM 494580103 24,049 653,662 SH DEF 6 641,812 500 11,350
KING PHARMACEUTICALS COM 495582108 4,900 269,650 SH DEF 3 262,250 7,400
KING PHARMACEUTICALS COM 495582108 381 20,965 SH DEF 12 20,965
KING POWER INTL GROUP COM 495611105 5 1,390 SH DEF 12 1,390
KINGFISHER PLC ADR SP COM 495724304 2,726 453,031 SH DEF 6 447,791 5,240
***KINROSS GOLD CORP COM 496902107 2 1,000 SH DEF 12 1,000
KIRBY CORP COM 497266106 346 15,300 SH DEF 3 15,300
KIRKLANDS COM 497498105 43 2,500 SH DEF 12 2,500
KNAPE & VOGT MFG CO COM 498782101 199 18,400 SH DEF 6 18,400
KNIGHT RIDDER COM 499040103 113 2,000 SH DEF 3 800 1,200
KNIGHT-RIDDER COM 499040103 2 40 SH DEF 6 40
KNIGHT-RIDDER COM 499040103 1,364 24,182 SH DEF 12 24,182
KNIGHT TRADING GROUP COM 499063105 29 7,805 SH DEF 12 7,805
KNOWLEDGEMAX COM 49925F105 7 254,561 SH DEF 12 254,561
KOGER EQUITY COM 500228101 5,763 341,190 SH DEF 3 310,890 30,300
KOGER EQUITY COM 500228101 34 2,000 SH DEF 12 2,000
KOHLS CORP. COM 500255104 98 1,618 SH DEF 2 1,618
KOHL'S CORP COM 500255104 826 13,585 SH DEF 5 9,725 3,860
KOHLS CORP. COM 500255104 91 1,500 SH DEF 7 1,500
KOHLS CORP COM 500255104 348 5,726 SH DEF 12 5,726
KOMATSU LTD. S.A. ADR 500458401 1 110 SH DEF 2 110
KONINKLIJKE PHILIPS ELECTRONICS N.V.ADR 500472303 187 12,874 SH DEF 2 12,874
KONINKLIJKE PHILIPS E COM 500472303 16,586 1,141,112 SH DEF 6 1,077,931 63,181
KONINKLIJKE PHILIPS ELECTRONICS N.V.ADR 500472303 1 92 SH DEF 7 92
KONINKLIJKE PHILIPS ELECTRONICS N.V.ADR 500472303 1,715 118,000 SH DEF 10 118,000
KONINKLIJKE PHILIPS ELECTRONICS COM 500472303 149 10,246 SH DEF 11 10,246
KOOKMIN BK NEW SPONSO COM 50049M109 5,913 167,494 SH DEF 6 153,714 13,780
KOOKMIN BANK-SPON ADR ADR 50049M109 2 45 SH DEF 7 45
KOPIN CORP COM 500600101 32 9,125 SH DEF 12 9,125
KOREA ELECTRIC POWER CORP. ADR ADR 500631106 144 15,440 SH DEF 2 13,840 1,600
KOREA FUND UNIT 500634100 58 4,300 SH DEF 12 4,300
KOREA EQUITY FUND UNIT 50063B104 11 3,000 SH DEF 12 3,000
KOS PHARMACEUTICALS COM 500648100 11 1,000 SH DEF 12 1,000
KOSAN BIOSCIENCES INC COM 50064W107 16 2,500 SH DEF 2,500
KOSS CORP COM 500692108 321 19,900 SH DEF 6 16,900 3,000
KRAFT FOODS COM 50075N104 11 299 SH DEF 2 299
KRAFT FOODS CL A 50075N104 3,943 108,150 SH DEF 6 108,150
KRAFT FOODS COM 50075N104 6363 174,525 SH DEF 7 174,525
KRAFT FOODS COM 50075N104 1,032 28,312 SH DEF 12 28,312
KRAFT FOODS CL A 50075N104 243 4,200 SH DEF 15 4,200
KRAMONT REALTY TRUST SH BEN INT COM 50075Q107 181 12,200 SH DEF 9 12,200
KRAMONT REALTY TRUST COM 50075Q107 73 4,910 SH DEF 12 4,910
KRISPY KREME DOUGHNUTS COM 501014104 225 7,184 SH DEF 12 7,184
THE KROGER CO. COM 501044101 4,678 331,782 SH DEF 2 325,949 5,833
KROGER CO COM 501044101 1,056 74,900 SH DEF 3 74,900
KROGER CO COM 501044101 1 100 SH DEF 6 100
THE KROGER CO. COM 501044101 151,002 10,709,390 SH DEF 8 10,709,390
THE KROGER CO. COM 501044101 251,821 17,859,610 SH DEF 10 17,859,610
KROGER CO COM 501044101 3,822 271,055 SH DEF 12 271,055
KROGER CO. COM 501044101 2,417 108,100 SH DEF 15 108,100
KROLL COM 501049100 10 500 SH DEF 2 500
KRONOS COM 501052104 48 1,958 SH DEF 12 1,958
KUBOTA LTD CORP COM 501173207 2,400 170,234 SH DEF 6 159,910 10,324
KULICKE & SOFFA INDUSTRIES COM 501242101 1 200 SH DEF 12 200
KYPHON COM 501577100 4 285 SH DEF 12 285
LCA-VISION COM 501803209 1 2,000 SH DEF 2 2,000
LCA-VISION NEW COM 501803209 1 1,430 SH DEF 12 1,430
LCC INTERNATIONAL CL A COM 501810105 1 500 SH DEF 12 500
LNR PROPERTY CORP COM 501940100 27 800 SH DEF 12 800
LL & E ROYALTY TRUST UBI COM 502003106 2 1,050 SH DEF 12 1,050
LMI AEROSPACE COM 502079106 183 83,100 SH DEF 6 79,900 3,200
LSB BANCSHARES -N.C. COM 502158108 34 2,067 SH DEF 12 2,067
LSI LOGIC CORP. COM 502161102 8 1,300 SH DEF 2 1,300
LSI LOGIC CORP COM 502161102 5 770 SH DEF 6 770
LSI LOGIC CORP. COM 502161102 420 66,145 SH DEF 9 66,145
LSI LOGIC CORP COM 502161102 141 22,203 SH DEF 12 22,203
LSI INDUSTRIES COM 50216C108 37 3,600 SH DEF 2 3,600
LSI INDS COM 50216C108 800 78,900 SH DEF 6 75,800 3,100
LSI INDUSTRIES COM 50216C108 7 652 SH DEF 12 652
LTC PROPERTIES COM 502175102 28 3,400 SH DEF 12 3,400
LTX CORP COM 502392103 38 8,270 SH DEF 12 8,270
L-3 COMMUNICATIONS HLDGS COM COM 502424104 8,977 170,350 SH DEF 1 6,500 163,850
L-3 MUNICATIONS HOLDINGS COM 502424104 2 30 SH DEF 2 30
L-3 MUNICATIONS HOLDINGS COM 502424104 2,531 48,030 SH DEF 11 42,620
L-3 COMMUNICATIONS HLDINGS COM 502424104 1,576 29,905 SH DEF 12 29,905
L-3 COMMUNICATIONS HOLDINGS INC COM 50242U104 68 1,200 SH DEF 1,200
LA BARGE COM 502470107 68 22,800 SH DEF 6 22,800
LA BARGE COM 502470107 6 2,000 SH DEF 12 2,000
LA QUINTA CORP PAIRED COM 50419U202 17,392 3,675,107 SH DEF 6 3,634,537 4,940 35,630
LA QUINTA CORP COM 50419U202 12 2,403 SH DEF 12 2,403
LA Z BOY COM 505336107 401 17,300 SH DEF 3 17,300
LABOR READY NEW COM 505401208 331 52,340 SH DEF 3 52,340
LABONE COM 50540L105 39 2,400 SH DEF 3 2,400
LABORATORY CORP AMER COM 50540R409 1,277 37,800 SH DEF 6 37,800
LABORATORY CORP AMER HLDGS COM 50540R409 283 8,377 SH DEF 12 8,377
LACLEDE GROUP COM 505597104 47 2,000 SH DEF 2 2,000
LACLEDE GAS CO COM 505597104 30 1,300 SH DEF 3 1,300
LACLEDE GROUP COM 505597104 22 943 SH DEF 12 943
LADISH COM 505754200 1,214 195,802 SH DEF 6 189,502 6,300
LADENBURG THALMAN FIN SVCS COM 50575Q102 0 148 SH DEF 7 148
LAFARGE CORP COM 505862102 1,469 50,700 SH DEF 3 50,700
LAFARGE NORTH AMCA COM 505862102 2,653 91,570 SH DEF 6 91,570
LAFARGE NORTH AMER COM 505862102 25 850 SH DEF 12 850
LAIDLAW NEW COM 50730K503 0 800 SH DEF 2 800
LAKELAND FINL CORP COM 511656100 47 2,000 SH DEF 6 2,000
LAKELAND INDS COM 511795106 11 1,500 SH DEF 12 1,500
LAKES ENTERTAINMENT COM 51206P109 741 133,000 SH DEF 6 128,100 4,900
LAM RESEARCH CORP. COM 512807108 3 300 SH DEF 2 300
LAM RESH CORP NASD INDL COM 512807108 471 52,900 SH DEF 3 38,500 14,400
LAM RESEARCH CORP COM 512807108 198 22,236 SH DEF 12 22,236
LAMAR ADVERTISING CO-CL A COM 512815101 2,049 67,525 SH DEF 12 67,525
LANCASTER COLONY CORP. COM 513847103 1,531 36,350 SH DEF 2 36,350
LANCASTER COLONY CORP NASD INDL COM 513847103 1,537 36,500 SH DEF 3 25,200 11,300
LANCASTER COLONY CORP COM 513847103 8,741 205,770 SH DEF 6 202,555 370 2,845
LANCASTER COLONY CORP COM 513847103 101 2,398 SH DEF 12 2,398
LANCE NASD INDL COM 514606102 299 23,430 SH DEF 3 23,430
LANCE COM 514606102 50 3,925 SH DEF 12 3,925
LANCER CORP-TEX COM 514614106 6 1,000 SH DEF 12 1,000
LANDAIR CORP COM 514757103 13 1,200 SH DEF 12 1,200
LANDAUER COM 51476K103 358 10,800 SH DEF 3 10,800
LANDAUER COM 51476K103 3 100 SH DEF 12 100
LANDAMERICA FINL GROUP COM 514936103 2,153 65,452 SH DEF 3 65,452
LANDAMERICA FINL G COM 514936103 10,535 320,300 SH DEF 6 311,000 9,300
LANDAMERICA FINANCIAL GROUP COM 514936103 26 800 SH DEF 12 800
LANDRYS RESTAURANTS COM 51508L103 1,302 57,650 SH DEF 3 23,900 33,750
LANDRYS RESTAURANTS COM 51508L103 2 100 SH DEF 12 100
LANDSTAR SYS COM 515098101 12,916 263,450 SH DEF 3 181,150 82,300
LANDSTAR SYSTEMS COM 515098101 28 580 SH DEF 12 580
LANGER BIOMECHANICS GROUP COM 515707107 0 100 SH DEF 7 100
LARGE SCALE BIOLOGY CORP COM 517053104 2 1,000 SH DEF 12 1,000
LASER-PACIFIC MEDIA COM 517923108 81 44,200 SH DEF 6 42,300 1,900
LASALLE HOTEL PROPERTIES SBI COM 517942108 25 2,000 SH DEF 2 2,000
LASALLE HOTEL PROPERTIES COM 517942108 381 30,505 SH DEF 12 30,505
LASER MORTGAGE MANAGEMENT COM 51806D100 1 650 SH DEF 12 650
LATIN AMERICAN EQUITY FD UNIT 51827Q106 11 1,196 SH DEF 12 1,196
THE LATIN AMERN DISCOVERY FD I COM 51828C106 90 13,000 SH DEF 5 13,000
LATITUDE COMMUNICATIONS COM 518292107 2 3,450 SH DEF 12 3,450
ESTEE LAUDER PANIES COM 518439104 33 1,150 SH DEF 2 1,150
ESTEE LAUDER COMPANIES COM 518439104 165 5,732 SH DEF 12 5,732
LAUREL CAPITAL GROUP COM 518629100 138 7,000 SH DEF 12 7,000
LAW ENFORCEMENT ASSOCS CORP COM 519485106 1 1,666 SH DEF 12 1,666
LAZARE KAPLAN INTL COM 521078105 50 9,400 SH DEF 12 9,400
LEAP WIRELESS INTERNATIONAL COM 521863100 1 4,177 SH DEF 12 4,177
LEAR CORP COM 521865105 24,137 579,510 SH DEF 3 514,710 64,800
LEAR CORP COM 521865105 402 9,650 SH DEF 5 8,550 1,100
LEAR CORP COM 521865105 5 130 SH DEF 6 130
LEAR CORP COM 521865105 4 100 SH DEF 12 100
LEARNING TREE INTL IN COM 522015106 4,649 320,610 SH DEF 6 314,340 755 5,515
LEE ENTERPRISES COM 523768109 573 17,450 SH DEF 3 15,450 2,000
LEE ENTERPRISES COM 523768109 1,290 39,260 SH DEF 12 39,260
LEEDS FEDERAL BANKSHARES COM 524226107 28 900 SH DEF 12 900
LEESPORT FINANCIAL CORP COM 524477106 4 200 SH DEF 12 200
LEGATO SYSTEMS COM 524651106 12 4,307 SH DEF 12 4,307
LEGGETT & PLATT COM 524660107 659 33,300 SH DEF 2 33,300
LEGGETT & PLATT COM 524660107 9,641 487,161 SH DEF 4 487,161
LEGGETT & PLATT COM 524660107 963 48,675 SH DEF 5 44,775 3,900
LEGGETT & PLATT COM 524660107 2 90 SH DEF 6 90
LEGGETT & PLATT COM 524660107 24 1,200 SH DEF 12 1,200
LEGG MASON COM 524901105 278 6,532 SH DEF 2 6,532
LEGG MASON COM 524901105 1532 36,000 SH DEF 7 36,000
LEGG MASON COM 524901105 6,101 143,345 SH DEF 11 139,179
LEGG MASON COM 524901105 17,871 419,891 SH DEF 12 419,891
LEHMAN BROTHERS HOLDINGS COM 524908100 169 3,448 SH DEF 2 3,448
LEHMAN BROTHERS COM 524908100 5 110 SH DEF 4 110
LEHMAN BROTHERS HLDGS COM 524908100 714 14,555 SH DEF 5 10,300 4,255
LEHMAN BROS HLDGS COM 524908100 8,894 181,320 SH DEF 6 164,220 17,100
LEHMAN BROTHERS HOLDINGS COM 524908100 320 6,531 SH DEF 12 6,531
LENNAR CORP COM 526057104 33,215 595,470 SH DEF 3 581,570 13,900
LENNAR CORP COM 526057104 238 4,258 SH DEF 12 4,258
LENNAR CORP. COM 526057104 221 2,500 SH DEF 15 2,500
LENNOX INTERNATIONAL COM 526107107 8,923 674,420 SH DEF 3 444,520 229,900
LENNOX INTL COM 526107107 139 10,505 SH DEF 12 10,505
LEUCADIA NATIONAL COM 527288104 3 100 SH DEF 2 100
LEUCADIA NATL CORP COM 527288104 4 120 SH DEF 6 120
LEUCADIA NATIONAL CORP COM 527288104 766 22,515 SH DEF 12 22,515
LEVEL 3 MUNICATIONS COM 52729N100 7,962 2,046,800 SH DEF 8 2,046,800
LEVEL 3 COMMUNICATIONS, INC. COM 52729N100 60,326 15,508,000 SH DEF 10 15,508,000
LEVEL 3 COMMUNICATIONS COM 52729N100 594 152,635 SH DEF 12 152,635
LEVEL 3 COMMUNICATIONS, INC. COM 52729N100 76,633 19,700,000 SH DEF 14 19,700,000
LEVEL 3 MUNICATIONS COM 52729N100 12 2,000 SH DEF 15 2,000
LEXINGTON CORPORATE PROPERTIES TRUSTCOM 529043101 23 1,415 SH DEF 2 1,415
LEXINGTON CORPORATE PPTYS TR COM 529043101 2,209 137,190 SH DEF 3 133,390 3,800
LEXMARK INTERNATIONAL COM 529771107 12 250 SH DEF 2 250
LEXMARK INTL GROUP CL A COM 529771107 8,874 188,800 SH DEF 3 187,200 1,600
LEXMARK INTERNATIONAL GROUP A COM 529771107 371 7,889 SH DEF 5 5,354 2,535
LEXMARK INTERNATIONAL COM 529771107 65,800 1,400,000 SH DEF 8 1,400,000
LEXMARK INTERNATIONAL, INC. COM 529771107 7,990 170,000 SH DEF 10 170,000
LEXMARK INTERNATIONAL COM 529771107 135 2,877 SH DEF 12 2,877
LIBBEY COM 529898108 5,458 171,300 SH DEF 6 170,800 500
LIBERTY ALL-STAR GROWTH FUND UNIT 529900102 61 12,082 SH DEF 12 12,082
LIBERTY ALL-STAR EQUITY FUND UNIT 530158104 347 52,636 SH DEF 12 52,636
LIBERTY CORP-S.C. COM 530370105 7 200 SH DEF 12 200
LIBERTY MEDIA GROUP CVT BOND CONV 530715AG6 20,765 41,950,000 PRN DEF 16 41,950,000
LIBERTY MEDIA GROUP CVT BOND CONV 530715AL5 38,440 81,570,000 PRN DEF 16 81,570,000
LIBERTY MEDIA CORP. COM 530718105 4,527 630,487 SH DEF 1 44,000 586,487
LIBERTY MEDIA CORP - SERIES A NEW COM 530718105 11 1,500 SH DEF 2 1,500
LIBERTY MEDIA-A CL A 530718105 4 500 SH DEF 4 500
LIBERTY MEDIA COR COM 530718105 3,679 512,349 SH DEF 6 512,349
LIBERTY MEDIA CORP - SERIES A NEW COM 530718105 10 1,400 SH DEF 7 1,400
LIBERTY MEDIA CORP NEW COM 530718105 522 58,037 SH DEF 9 58,037
LIBERTY MEDIA CORP - SERIES A NEW COM 530718105 16,658 2,320,000 SH DEF 10 2,320,000
LIBERTY MEDIA CORP COM 530718105 3,016 420,079 SH DEF 12 420,079
LIBERTY PROPERTY TRUST-SBI COM 531172104 346 11,159 SH DEF 12 11,159
LIFECELL CORP COM 531927101 4 2,000 SH DEF 12 2,000
LIFECORE BIOMEDICAL COM 532187101 3 500 SH DEF 12 500
LIFEPOINT HOSPITALS COM 53219L109 2 66 SH DEF 2 66
LIFEPOINT HOSPITALS COM 53219L109 95 3,038 SH DEF 12 3,038
LIGAND PHARMACEUTICALS COM 53220K207 2 250 SH DEF 2 250
LIGAND PHARMACEUTICALS COM 53220K207 16 2,400 SH DEF 12 2,400
LIGHTPATH TECHNOLOGIES COM 532257102 1 2,315 SH DEF 12 2,315
ELI LILLY & CO. COM 532457108 11,713 211,654 SH DEF 1 11,500 200,154
LILLY (ELI) & CO. COM 532457108 839 15,162 SH DEF 2 14,510 652
LILLY ELI & CO COM 532457108 7,185 129,827 SH DEF 3 127,027 2,800
LILLY COM 532457108 28 500 SH DEF 4 500
LILLY ELI & CO COM 532457108 953 17,212 SH DEF 5 14,027 3,185
LILLY (ELI) & CO. COM 532457108 448 8,100 SH DEF 7 8,100
LILLY (ELI) & CO. COM 532457108 1,163 21,009 SH DEF 9 1,440 19,569
ELI LILLY & CO COM 532457108 458 8,277 SH DEF 11 8,111
ELI LILLY & CO COM 532457108 8,499 153,572 SH DEF 12 153,572
LILLY ELI & CO. COM 532457108 176 2,000 SH DEF 15 2,000
LILLY ELI COM 532457108 143 2,400 SH DEF 2,400
LIMITED BRANDS COM 532716107 373 26,039 SH DEF 2 26,039
LIMITED BRANDS COM 532716107 2,175 151,650 SH DEF 3 151,650
LIMITED BRANDS COM 532716107 2 165 SH DEF 6 165
LIMITED BRANDS COM 532716107 1,475 102,893 SH DEF 12 102,893
LIMITED BRANDS COM 532716107 77 3,400 SH DEF 15 3,400
LARE HOLDINGS COM 532791100 1,256 40,475 SH DEF 12 40,475
LOLN ELECTRIC HLDGS COM 533900106 1,846 83,410 SH DEF 3 58,010 25,400
LOLN ELEC HLDGS COM 533900106 10,919 493,400 SH DEF 6 472,100 21,300
LOLN ELEC HOLDINGS COM 533900106 1,157 52,300 SH DEF 12 52,300
LOLN NATIONAL CONVERTIBLE UNIT 534183108 87 7,200 SH DEF 12 7,200
LOLN NATIONAL CORP. IND. COM 534187109 4,028 131,844 SH DEF 2 128,294 3,550
LOLN NATL CORP IND COM 534187109 2,081 68,110 SH DEF 5 55,920 12,190
LOLN NATL CORP COM 534187109 15 480 SH DEF 6 480
LOLN NATIONAL CORP - IND COM 534187109 210 6,875 SH DEF 11 6,875
LOLN NATIONAL CORP-IND COM 534187109 670 21,930 SH DEF 12 21,930
LOLN NATIONAL OME FUND UNIT 534217104 40 3,000 SH DEF 12 3,000
LINDSAY MANUFACTURING CO COM 535555106 18 724 SH DEF 12 724
LINEAR TECHNOLOGY CORP. COM 535678106 2,477 119,550 SH DEF 1 11,500 108,050
LINEAR TECHNOLOGY CORP COM 535678106 760 36,670 SH DEF 11 35,720
LINEAR TECHNOLOGY CORP COM 535678106 587 28,312 SH DEF 12 28,312
LINENS N THINGS COM 535679104 44 2,405 SH DEF 12 2,405
LITHIA MTRS CL A 536797103 2,834 166,600 SH DEF 6 161,600 5,000
LITTLEFUSE COM 537008104 17 1,000 SH DEF 2 1,000
LITTELFUSE COM 537008104 496 29,515 SH DEF 12 29,515
LIVEPERSON INC. COM 538146101 13 20,162 SH DEF 1 20,162
LIZ CLAIBORNE NASD INDL COM 539320101 16,226 650,330 SH DEF 3 566,430 83,900
LIZ CLAIBORNE COM 539320101 327 13,100 SH DEF 5 11,400 1,700
LIZ CLAIBORNE COM 539320101 3,568 143,020 SH DEF 6 143,020
LIZ CLAIBORNE COM 539320101 32,794 1,314,400 SH DEF 8 1,314,400
LIZ CLAIBORNE COM 539320101 315 12,618 SH DEF 12 12,618
LLOYDS TSB GROUP PLC ADR 539439109 3,996 132,100 SH DEF 10 132,100
***LLOYDS TSB GROUP PLC COM 539439109 738 24,395 SH DEF 12 24,395
LO-JACK CORP COM 539451104 19 4,400 SH DEF 6 4,400
LOCAL FINL CORP COM 539553107 3,874 280,500 SH DEF 6 271,300 9,200
LOCH HARRIS NEW COM 539578203 1 38,500 SH DEF 12 38,500
LOCKHEED MARTIN CORP. COM 539830109 14,979 231,625 SH DEF 1 6,000 225,625
LOCKHEED MARTIN CORP. COM 539830109 610 9,439 SH DEF 2 8,611 828
LOCKHEED MARTIN CORP. COM 539830109 2 31 SH DEF 7 31
LOCKHEED MARTIN CORP COM 539830109 3,124 48,310 SH DEF 11 45,075
LOCKHEED MARTIN CORP COM 539830109 2,835 43,830 SH DEF 12 43,830
LOEWS CINEPLEX ENTMT CORP COM 540423100 0 20 SH DEF 7 20
LOEWS CORP. COM 540424108 1,867 43,530 SH DEF 2 43,530
LOEWS CORP COM 540424108 2,320 54,100 SH DEF 3 54,100
LOEWS CORP COM 540424108 19,382 452,954 SH DEF 6 439,589 13,365
LOEWS CORP COM 540424108 205 4,770 SH DEF 12 4,770
LOEWS CORP SUB NOTE CONV 540424AL2 36,191 41,900,000 PRN DEF 16 41,900,000
LONE STAR STEAKHOUSE COM 542307103 788 37,520 SH DEF 3 36,270 1,250
LONE STAR STEAKHOUSE COM 542307103 21,545 1,032,083 SH DEF 6 1,016,613 1,880 13,590
LONE STAR STEAKHOUSE & SALOON COM 542307103 992 47,275 SH DEF 12 47,275
LONE STAR TECH COM 542312103 178 15,000 SH DEF 6 15,000
LONE STAR TECHNOLOGIES COM 542312103 21 1,775 SH DEF 12 1,775
LONGS DRUG STORES CORP COM 543162101 4 180 SH DEF 12 180
***LORUS THERAPEUTICS COM 544191109 2 10,850 SH DEF 12 10,850
LOUISIANA PACIFIC CORP. COM 546347105 21 3,170 SH DEF 2 3,170
LOWE'S PANIES COM 548661107 3,501 84,560 SH DEF 2 84,560
LOWES COS COM 548661107 530 12,800 SH DEF 3 12,800
LOWES COS COM 548661107 304 7,347 SH DEF 5 6,443 904
LOWE'S PANIES COM 548661107 30 734 SH DEF 7 734
LOWES PANIES COM 548661107 826 19,940 SH DEF 11 16,700
LOWES COMPANIES COM 548661107 6,425 155,203 SH DEF 12 155,203
LUBRIZOL CORP COM 549271104 382 13,500 SH DEF 3 13,500
LUBRIZOL CORP COM 549271104 247 8,725 SH DEF 5 7,550 1,175
LUBRIZOL CORP. COM 549271104 334 11,800 SH DEF 9 11,800
LUBRIZOL CORP COM 549271104 20 700 SH DEF 12 700
LUBYS CAFETERIAS COM 549282101 12 2,535 SH DEF 2 2,535
LUBY'S COM 549282101 18 3,650 SH DEF 12 3,650
LUCENT TECHNOLOGIES COM 549463107 7 9,800 SH DEF 2 8,700 1,100
LUCENT TECHNOLOGIES COM 549463107 1,076 1,415,765 SH DEF 6 1,395,145 20,620
LUCENT TECHNOLOGIES COM 549463107 0 400 SH DEF 7 400
LUCENT TECHNOLOGIES COM 549463107 93 16,380 SH DEF 9 1,000 15,380
LUCENT TECHNOLOGIES INC. COM 549463107 1,824 2,400,000 SH DEF 10 2,400,000
LUCENT TECHNOLOGIES COM 549463107 12 15,183 SH DEF 11 13,982
LUCENT TECHNOLOGIES COM 549463107 576 757,722 SH DEF 12 757,722
LUCENT TECHNOLOGY COM 549463107 603 500,000 SH DEF 15 500,000
LUCENT TECHNOLOGIES INC COM 549463107 8 10,000 SH DEF 10,000
LUFKIN INDS COM 549764108 1,734 70,500 SH DEF 6 68,900 1,600
LUMINEX CORP DEL COM 55027E102 787 111,850 SH DEF 12 111,850
LUXOTTICA GROUP SPA SPONSORED ADR ADR 55068R202 13 1,000 SH DEF 2 1,000
LYON WILLIAM HOMES COM 552074106 1 40 SH DEF 12 40
LYONDELL PETROCHEMICAL CO COM 552078107 990 82,920 SH DEF 3 69,120 13,800
LYONDELL PETROCHEMICA COM 552078107 9,122 766,770 SH DEF 6 669,275 97,495
LYONDELL CHEMICAL COMPANY COM 552078107 146 12,210 SH DEF 12 12,210
M & T BANK COM 55261F104 22,666 287,597 SH DEF 4 287,597
M&T BANK CORP COM 55261F104 6925 87,875 SH DEF 7 87,875
M & T BANK CORP COM 55261F104 465 5,902 SH DEF 12 5,902
MAF BANCORP COM 55261R108 71 2,299 SH DEF 2 2,299
MAF BANCORP COM 55261R108 11,333 366,763 SH DEF 4 366,763
MAF BANCORP COM 55261R108 6,209 200,950 SH DEF 6 196,250 4,700
MAF BANCORP COM 55261R108 6 200 SH DEF 12 200
MBIA COM 55262C100 323 8,085 SH DEF 2 8,085
MBIA COM 55262C100 208 5,212 SH DEF 5 4,287 925
MBIA COM 55262C100 15 380 SH DEF 6 380
MBIA COM 55262C100 2,538 63,518 SH DEF 9 63,518
MBIA COM 55262C100 443 11,088 SH DEF 12 11,088
MBNA CORP COM 55262L100 168 9,139 SH DEF 2 9,139
MBNA CORP COM 55262L100 9,070 493,450 SH DEF 3 483,400 10,050
MBNA COM 55262L100 42 2,277 SH DEF 4 2,277
MBNA CORP COM 55262L100 554 30,158 SH DEF 5 20,908 9,250
MBNA CORP COM 55262L100 990 53,850 SH DEF 6 53,850
MBNA CORPORATION COM 55262L100 5 249 SH DEF 10 249
MBNA CORP COM 55262L100 395 21,484 SH DEF 11 17,439 1,482
MBNA CORP COM 55262L100 8,161 444,038 SH DEF 12 444,038
MBNA CORP COM 55262L100 9 300 SH DEF 15 300
MBNA CORP COM 55262L100 193 10,350 SH DEF 10,350
MB FINANCIAL COM 55264U108 4,249 126,840 SH DEF 3 104,540 22,300
M D C HLDGS COM 552676108 1,013 28,700 SH DEF 3 2,000 26,700
MDC HOLDINGS COM 552676108 5,816 164,768 SH DEF 6 157,145 7,623
M D U RESOURCES GROUP COM 552690109 41 1,800 SH DEF 2 1,800
MDU RES GROUP COM 552690109 3,660 160,300 SH DEF 6 160,300
MDU RESOURCES GROUP COM 552690109 136 5,975 SH DEF 12 5,975
MCSI COM 55270M108 2 400 SH DEF 2 400
MCSI COM 55270M108 7,444 1,516,680 SH DEF 6 1,483,305 1,765 31,610
MEVC DRAPER FISHER JURVET- UNIT 55271E105 2 250 SH DEF 12 250
MFS CHARTER OME TRUST-SBI UNIT 552727109 190 22,532 SH DEF 12 22,532
MFA MORTGAGE INVESTMENTS COM 55272X102 1,130 139,480 SH DEF 3 139,480
MFA MORTGAGE INVESTMENTS COM 55272X102 1,438 177,585 SH DEF 12 177,585
MFS MULTIMARKET OME TRUST UNIT 552737108 166 28,209 SH DEF 12 28,209
MFS MUNICIPAL OME TRUST-SBI UNIT 552738106 352 44,535 SH DEF 12 44,535
MFS INTERMEDIATE OME TRUST UNIT 55273C107 705 98,437 SH DEF 12 98,437
MGE ENERGY COM 55277P104 9 337 SH DEF 12 337
MGIC INVESTMENT CORP COM 552848103 37 900 SH DEF 2 900
MGIC INVT CORP WIS COM 552848103 2,948 72,200 SH DEF 3 72,200
MGIC INVT CORP COM 552848103 9,773 239,370 SH DEF 6 239,370
MGIC INVESTMENT CORP COM 552848103 199,606 4,888,714 SH DEF 8 4,888,714
MGIC INVESTMENT CORPORATION COM 552848103 377,705 9,250,681 SH DEF 10 9,250,681
MGIC INVESTMENT CORP-WISC COM 552848103 2,009 49,197 SH DEF 12 49,197
MGIC INVESTMENT CORP. COM 552848103 32 500 SH DEF 15 500
MGI PHARMA COM 552880106 19 2,750 SH DEF 12 2,750
MFS GOVERNMENT MARKETS OME UNIT 552939100 273 38,515 SH DEF 12 38,515
MGM MIRAGE COM 552953101 1 38 SH DEF 2 38
MGM GRAND COM 552953101 5,535 148,400 SH DEF 3 147,100 1,300
MGM MIRAGE COM 552953101 12 330 SH DEF 6 330
MGM MIRAGE COM 552953101 23 611 SH DEF 12 611
MGM MIRAGE COM 552953101 6 100 SH DEF 15 100
MIM CORP COM 553044108 429 45,380 SH DEF 3 45,380
M/I SCHOTTENSTEIN HOMES COM 55305B101 4,320 137,150 SH DEF 3 104,750 32,400
M/I SCHOTTENSTEIN COM 55305B101 6,615 210,000 SH DEF 6 201,800 8,200
ML DIRECT COM 55306M106 0 300 SH DEF 6 300
ML DIRECT WTS A COM 55306M114 0 800 SH DEF 6 800
MKS INSTRUMENTS COM 55306N104 16 1,500 SH DEF 12 1,500
MM02 PLC ADR 55309W101 0 39 SH DEF 2 39
MPS GROUP COM 553409103 30,309 5,225,735 SH DEF 8 5,225,735
MPS GROUP COM 553409103 34 5,925 SH DEF 12 5,925
MRV COMMUNICATIONS COM 553477100 1 1,050 SH DEF 12 1,050
MSC INDUSTRIAL DIRECT CL A COM 553530106 485 45,700 SH DEF 3 13,200 32,500
MSC.SOFTWARE CORP COM 553531104 338 39,700 SH DEF 3 39,700
MTC TECHNOLOGIES COM 55377A106 1,479 68,305 SH DEF 12 68,305
MTC TECHNOLOGIES INC COM 55377A106 425 25,000 SH DEF 25,000
MACDERMID COM 554273102 12 590 SH DEF 12 590
MACERICH CO COM 554382101 23,063 744,460 SH DEF 3 597,520 146,940
MACERICH CO COM 554382101 33 1,050 SH DEF 12 1,050
MACK-CALI REALTY CORP COM 554489104 16 500 SH DEF 2 500
MACK-CALI REALTY CORP COM 554489104 26 800 SH DEF 7 800
MACK-CALI REALTY CORP COM 554489104 726 22,594 SH DEF 12 22,594
MACROCHEM CORP-DEL COM 555903103 1 500 SH DEF 12 500
MACROVISION CORP COM 555904101 8 675 SH DEF 12 675
MACROMEDIA COM 556100105 0 0 SH DEF 9
MACROMEDIA COM 556100105 1 172 SH DEF 12 172
MACRONIX INTL LTD ADR COM 556103109 74 24,000 SH DEF 3 24,000
STEVEN MADDEN LTD COM 556269108 1,309 90,890 SH DEF 3 85,840 5,050
MADDEN STEVEN LTD COM 556269108 2,192 152,200 SH DEF 6 146,800 5,400
ESCROW MADISON OIL PANY COM 558131991 0 1 SH DEF 2 1
MAGELLAN PETROLEUM CORP COM 559091301 2 3,000 SH DEF 12 3,000
MAGNA INTL CL A NASD INDL COM 559222401 9,366 166,130 SH DEF 3 159,930 6,200
MAGNA INTL COM 559222401 276 4,900 SH DEF 5 3,625 1,275
MAGNA INTERNATIONAL CL A 559222401 0 0 SH DEF 9
***MAGNA INTERNATIONAL COM 559222401 56 1,000 SH DEF 12 1,000
MAGNUM HUNTER RESOURCES COM 55972F203 4 750 SH DEF 12 750
MAIL-WELL COM 560321200 117 112,700 SH DEF 6 112,700
MAIL WELL COM 560321200 50 48,458 SH DEF 12 48,458
MAIN STREET BANKS COM 56034R102 11 586 SH DEF 2 586
MAINE PUB SVC CO COM 560483109 254 9,400 SH DEF 6 9,400
MAJOR AUTOMOTIVE COS COM 560775108 1 1,000 SH DEF 12 1,000
MANAGED MUNICIPALS PORTFOLIO UNIT 561662107 31 2,800 SH DEF 12 2,800
MANAGED HIGH OME PORTFOLIO UNIT 56166C105 13 2,300 SH DEF 12 2,300
MANAGED HIGH YIELD PLUS FUND UNIT 561911108 136 31,450 SH DEF 12 31,450
MANCHESTER TECH COM 562398107 210 97,550 SH DEF 6 92,750 4,800
MANDALAY RESORT GROUP COM 562567107 5 150 SH DEF 2 150
MANDALAY RESORT GROUP COM 562567107 2,610 77,800 SH DEF 3 57,800 20,000
MANDALAY RESORT GRP COM 562567107 5 150 SH DEF 6 150
MANDALAY RESORT GROUP COM 562567107 143,678 4,282,511 SH DEF 8 4,282,511
MANDALAY RESORT GROUP COM 562567107 83,875 2,500,000 SH DEF 10 2,500,000
MANDALAY RESORT GROUP COM 562567107 485 14,464 SH DEF 12 14,464
MANHATTAN ASSOCIATES COM 562750109 189 14,000 SH DEF 3 14,000
MANITOWOC CO COM 563571108 19 700 SH DEF 2 700
MANITOWOC CO COM 563571108 12 450 SH DEF 12 450
MANOR CARE COM 564055101 192 8,550 SH DEF 2 8,550
MANOR CARE COM 564055101 180 8,000 SH DEF 9 8,000
MANOR CARE NEW COM 564055101 80 3,564 SH DEF 12 3,564
MANPOWER COM 56418H100 54,403 1,854,214 SH DEF 8 1,854,214
MANPOWER INC. COM 56418H100 46,973 1,601,000 SH DEF 10 1,601,000
MANPOWER -WISC COM 56418H100 168 5,730 SH DEF 12 5,730
MANTECH INTERNATIONAL CORP COM 564563104 91 3,900 SH DEF 12 3,900
MANUFACTURED HOME MUNITIES COM 564682102 64 2,000 SH DEF 7 2,000
MANUFACTURED HOME COMMUNITIES COM 564682102 10 300 SH DEF 12 300
MANUFACTURERS SVS LT COM 565005105 696 257,800 SH DEF 6 249,800 8,000
MANUGISTICS GROUP COM 565011103 11 3,800 SH DEF 12 3,800
MANULIFE FINL CORP COM 56501R106 252 12,000 SH DEF 2 12,000
CORPORATION FINANCIERE MANUVIE COM 56501R106 108 5,144 SH DEF 12 5,144
MAPINFO CORP COM 565105103 36 9,000 SH DEF 12 9,000
MARATHON OIL CORP COM 565849106 7 297 SH DEF 2 297
MARATHON OIL CORP COM 565849106 3,583 158,000 SH DEF 3 148,900 9,100
MARATHON OIL CORP COM 565849106 18,888 832,801 SH DEF 6 832,801
MARATHON OIL CORP COM 565849106 1,628 71,773 SH DEF 12 71,773
MARATHON OIL CORP. COM 565849106 180 5,000 SH DEF 15 5,000
MARINEMAX COM 567908108 2,067 229,400 SH DEF 6 220,300 9,100
MARINE PETROLEUM TRUST UBI COM 568423107 5 188 SH DEF 12 188
MARKEL CORP. COM 570535104 40 200 SH DEF 2 200
MARKEL CORP HOLDING CO COM 570535104 120 600 SH DEF 12 600
MARKET 2000+HOLDRS TRUST COM 57059Y204 113 2,800 SH DEF 12 2,800
MARKETWATCH.COM COM 570619106 1 300 SH DEF 12 300
MARKWEST ENERGY PARTNERS L P COM 570759100 22 1,000 SH DEF 12 1,000
MARKS & SPENCER PLC-ADR ADR 570912105 1 48 SH DEF 2 48
MARSH & MCLENNAN CO. COM 571748102 502 12,050 SH DEF 1 12,050
MARSH & MCLENNAN COS COM 571748102 292 7,013 SH DEF 2 7,013
MARSH & MCLENNAN COS COM 571748102 2,846 68,340 SH DEF 3 66,940 1,400
MARSH & MCLENNAN COM 571748102 21 515 SH DEF 4 515
MARSH & MCLENNAN COS COM 571748102 104 2,500 SH DEF 7 2,500
MARSH & MCLENNAN COS COM 571748102 1,995 47,910 SH DEF 9 1,386 46,524
MARSH & MCLENNAN PANIES COM 571748102 422 10,144 SH DEF 11 5,112 532
MARSH & MCLENNAN COMPANIES COM 571748102 3,782 90,816 SH DEF 12 90,816
MARSH & MCLENNAN CO. COM 571748102 79 1,200 SH DEF 15 1,200
MARSH SUPERMARKETS CL A 571783307 360 27,700 SH DEF 6 24,400 3,300
MARSHALL & ILSLEY CORP. COM 571834100 632 22,650 SH DEF 2 20,650 2,000
MARSHALL & ILSLEY COM 571834100 3 100 SH DEF 6 100
MARSHALL & ILSLEY CORP. COM 571834100 452 16,200 SH DEF 7 16,200
MARSHALL & ILSLEY CORP COM 571834100 149 5,340 SH DEF 12 5,340
MARRIOTT INTERNATIONAL CL A COM 571903202 39 1,350 SH DEF 2 1,350
MARRIOTT INTERNATIONAL CL A COM 571903202 35 1,200 SH DEF 7 1,200
MARRIOTT INTERNATIONAL NEW COM 571903202 1,203 41,510 SH DEF 12 41,510
MARTEK BIOSCIENCES CORP COM 572901106 31 1,910 SH DEF 12 1,910
MARTHA STEWART LIVING OMNIMED COM 573083102 1 100 SH DEF 7 100
MARTHA STEWART LIVING COM 573083102 3 380 SH DEF 12 380
MARTIN LAWRENCE LTD EDITIONS COM 573269107 0 200 SH DEF 2 200
MARTIN MARIETTA MATERIALS COM 573284106 4,072 125,013 SH DEF 2 123,785 1,228
MARTIN MARIETTA MATL COM 573284106 6,443 197,830 SH DEF 6 197,830
MARTIN MARIETTA MATERIALS COM 573284106 172 5,273 SH DEF 12 5,273
MARVEL ENTERPRISES COM 57383M108 8 1,100 SH DEF 12 1,100
MASCO CORP. COM 574599106 275 14,084 SH DEF 2 14,084
MASCO CORP COM 574599106 3 150 SH DEF 6 150
MASCO CORP COM 574599106 317 16,200 SH DEF 12 16,200
MASCO CO COM 574599106 84 3,000 SH DEF 3,000
MASCOTECH COM 574670998 0 3,000 SH DEF 2 3,000
MASCOTECH COM 574670998 0 856,100 SH DEF 6 833,800 22,300
MASSBANK CP READ MAS COM 576152102 1,290 43,100 SH DEF 6 41,400 1,700
MASSBANK CORP. COM 576152102 36 1,200 SH DEF 7 1,200
MASSBANK CORP-READING MASS COM 576152102 18 600 SH DEF 12 600
MASSEY ENERGY CORP COM 576206106 12 1,853 SH DEF 12 1,853
MASSMUTUAL CORPORATE INVESTORS UNIT 576292106 9 400 SH DEF 12 400
MASTEC COM 576323109 2,654 821,600 SH DEF 6 795,800 25,800
MASTEC COM 576323109 11 3,525 SH DEF 12 3,525
MATRIA HEALTHCARE IN COM 576817209 353 41,200 SH DEF 6 39,900 1,300
MATRITECH COM 576818108 1 300 SH DEF 12 300
MATRIX CAP CORP COM 576819106 705 70,200 SH DEF 6 67,500 2,700
MATRIX SVC CO COM 576853105 776 110,800 SH DEF 6 107,300 3,500
MATRIXX INITIATIVES COM 57685L105 34 3,500 SH DEF 12 3,500
MATSUSHITA ELEC IND ADR 576879209 107 10,355 SH DEF 2 8,455 1,900
MATSUSHITA ELEC IND ADR 576879209 1 135 SH DEF 7 135
MATLACK SYSTEMS INC COM 576901102 0 6,750 SH DEF 6,750
MATTEL COM 577081102 47 2,596 SH DEF 2 2,000 596
MATTEL COM 577081102 13 747 SH DEF 7 747
MATTEL COM 577081102 554 30,781 SH DEF 12 30,781
MATTSON TECHNOLOGY COM 577223100 5 3,000 SH DEF 12 3,000
MAXTOR COM 577729205 3 1,200 SH DEF 4 1,200
MAXTOR CORP (NEW) COM 577729205 3 1,082 SH DEF 12 1,082
MAXIM INTEGRATED PRODUCTS COM 57772K101 15 600 SH DEF 7 600
MAXIM INTEGRATED PRODUCTS COM 57772K101 390 15,746 SH DEF 12 15,746
MAXWELL SHOE CL A 577766108 2,244 197,669 SH DEF 6 191,819 5,850
MAXWELL TECHNOLOGIES COM 577767106 1 225 SH DEF 12 225
MAY DEPARTMENT STORES COM 577778103 591 25,965 SH DEF 2 24,465 1,500
MAY DEPT STORES CO COM 577778103 402 17,635 SH DEF 5 11,635 6,000
MAY DEPT STORES CO COM 577778103 2,974 130,625 SH DEF 6 130,625
MAY DEPARTMENT STORES COM 577778103 226 9,911 SH DEF 9 9,911
MAY DEPARTMENT STORES COM 577778103 8,880 390,000 SH DEF 10 390,000
MAY DEPT STORES CO COM 577778103 916 40,244 SH DEF 12 40,244
MAVERICK TUBE CORP COM 577914104 744 83,900 SH DEF 6 83,900
MAVERICK TUBE CORP COM 577914104 9 1,055 SH DEF 12 1,055
MAXIMUS COM 577933104 3,544 158,200 SH DEF 6 155,400 2,800
MAXIMUS COM 577933104 186 8,285 SH DEF 12 8,285
MAYTAG CORP. COM 578592107 18 780 SH DEF 2 780
MAYTAG CORP COM 578592107 461 19,900 SH DEF 6 19,900
MAYTAG CORP COM 578592107 181 7,800 SH DEF 12 7,800
MCCLATCHY CO-CL A COM 579489105 134 2,200 SH DEF 12 2,200
MCCORMICK & CO VOTING COM 579780107 568 24,808 SH DEF 12 24,808
MCCORMICK & CO. COM 579780206 5,144 225,606 SH DEF 2 225,306 300
MCCORMICK & CO NON-VOTING COM 579780206 2,694 118,149 SH DEF 12 118,149
MCDATA CORP COM 580031102 27 5,000 SH DEF 12 5,000
MCDATA CORP CL A COM 580031201 0 79 SH DEF 2 32 47
MCDATA CORP COM 580031201 0 27 SH DEF 4 27
MCDATA CORP COM 580031201 12 2,275 SH DEF 12 2,275
***MCDERMOTT INTERNATIONAL COM 580037109 5 800 SH DEF 12 800
MCDONALDS CORP. COM 580135101 613 34,700 SH DEF 1 34,700
MCDONALD'S CORP COM 580135101 7,594 430,020 SH DEF 2 413,702 16,318
MCCLATCHY NEWSPAPERS CL A COM 580135101 1,014 16,790 SH DEF 3 16,970
MCDONALDS CORP COM 580135101 7,070 400,345 SH DEF 3 391,445 8,900
MCDONALD'S COM 580135101 11 600 SH DEF 4 600
MCDONALDS CORP COM 580135101 2,625 148,665 SH DEF 5 112,915 35,750
MCDONALDS CORP COM 580135101 629 35,600 SH DEF 6 35,600
MCDONALD'S CORP COM 580135101 14 801 SH DEF 7 801
MCDONALDS CORP. COM 580135101 1,098 62,176 SH DEF 9 380 61,796
MCDONALDS CORP COM 580135101 302 17,092 SH DEF 11 10,592 6,100
MCDONALDS CORP COM 580135101 5,013 283,870 SH DEF 12 283,870
MCDONALDS CORP. COM 580135101 2,394 85,500 SH DEF 15 85,500
MCDONALDS CORP COM 580135101 146 8,000 SH DEF 8,000
MCG CAPITAL CORP COM 58047P107 964 73,150 SH DEF 3 12,450 60,700
MCG CAPITAL CORP COM 58047P107 72 5,500 SH DEF 12 5,500
MCGRATH RENTCORP COM 580589109 3,608 177,100 SH DEF 6 170,100 7,000
MCGRAW-HILL PANIES COM 580645109 178 2,900 SH DEF 2 2,900
MCGRAW HILL COM 580645109 32 521 SH DEF 4 521
MCGRAW-HILL PANIES COM 580645109 257 4,200 SH DEF 7 4,200
MCGRAW HILL COMPANIES COM 580645109 543 8,876 SH DEF 12 8,876
MCGRAW HILL COM 580645109 124 2,000 SH DEF 2,000
MCK COMMUNICATIONS COM 581243102 2 3,000 SH DEF 12 3,000
MCKESSON CORP COM 58155Q103 42 1,500 SH DEF 2 1,500
MCKESSON CORP COM 58155Q103 177,711 6,272,882 SH DEF 8 6,272,882
MCKESSON HBOC COM 58155Q103 8 200 SH DEF 9 200
MCKESSON CORPORATION COM 58155Q103 305,455 10,782,041 SH DEF 10 10,782,041
MCKESSON CORP COM 58155Q103 3,189 112,575 SH DEF 12 112,575
MCKESSON CORP. COM 58155Q103 9 200 SH DEF 15 200
MCLEODUSA COM 582266706 2 6,356 SH DEF 12 6,356
MCMORAN EXPLORATION CO COM 582411104 0 5 SH DEF 2 5
MCRAE INDUSTRIES CL A COM 582757209 3 400 SH DEF 12 400
MEADE INSTRUMENTS CORP COM 583062104 25 8,000 SH DEF 12 8,000
MEADWESTVACO CORP COM 583334107 182 9,469 SH DEF 2 9,469
MEADWESTVACO CORP COM 583334107 693 36,094 SH DEF 5 25,971 10,123
MEADWESTVACO CORP COM 583334107 1,153 60,010 SH DEF 6 60,010
MEADWESTVACO CORP COM 583334107 456 23,762 SH DEF 12 23,762
MEADWESTVACO CORP. COM 583334107 64 2,100 SH DEF 15 2,100
MEASUREMENT SPECIALTIES COM 583421102 2 1,000 SH DEF 2 1,000
MECHANICAL TECHNOLOGY COM 583538103 116 90,881 SH DEF 12 90,881
MECHANICAL TECHNOLOGY INC COM 583538103 142 30,000 SH DEF 30,000
MEDAREX COM 583916101 8 2,340 SH DEF 12 2,340
MED-DESIGN CORP COM 583926100 9 2,650 SH DEF 12 2,650
MED DIVERSIFIED COM 58401N102 1 7,800 SH DEF 12 7,800
MEDAMICUS COM 584027106 1 200 SH DEF 12 200
MEDFORD BANCORP COM 584131106 175 5,000 SH DEF 12 5,000
MEDIA ARTS GROUP COM 58439C102 10 5,200 SH DEF 12 5,200
MEDIA GENERAL CLASS A COM 584404107 41 800 SH DEF 2 800
MEDIA GEN CL A COM 584404107 15 300 SH DEF 3 300
MEDIA GENERAL -CL A COM 584404107 182 3,585 SH DEF 12 3,585
MEDIA MUNICATIONS CORP COM 58446K105 3 580 SH DEF 7 580
MEDICAL TECHNOLOGY SYSTEM COM 58462R802 1 400 SH DEF 12 400
MEDICIS PHARMACEUTICAL CORP COM 584690309 44 1,073 SH DEF 12 1,073
MEDIMMUNE COM 584699102 1,865 89,160 SH DEF 2 84,070 5,090
MEDIMMUNE COM 584699102 19 925 SH DEF 4 925
MEDIMMUNE COM 584699102 3 146 SH DEF 7 146
MEDIMMUNE COM 584699102 1,148 54,890 SH DEF 12 54,890
MEDQUIST COM 584949101 8 353 SH DEF 12 353
MEDTRONIC, INC. COM 585055106 30,720 729,356 SH DEF 1 17,000 712,356
MEDTRONIC COM 585055106 17,631 418,598 SH DEF 2 405,698 12,900
MEDTRONIC COM 585055106 5,793 137,544 SH DEF 3 134,844 2,700
MEDTRONIC COM 585055106 55 1,306 SH DEF 4 1,306
MEDTRONIC COM 585055106 4,883 115,920 SH DEF 5 94,495 21,425
MEDTRONIC COM 585055106 1272 30,201 SH DEF 7 30,201
MEDTRONIC COM 585055106 2,165 51,407 SH DEF 11 45,570 360
MEDTRONIC COM 585055106 6,651 157,902 SH DEF 12 157,902
MEDTRONIC COM 585055106 194 2,900 SH DEF 15 2,900
MEDTRONIC INC COM 585055106 172 4,140 SH DEF 4,140
MELLON FINANCIAL CORP. COM 58551A108 316 12,200 SH DEF 1 12,200
MELLON FINANCIAL CORP COM 58551A108 10,445 402,812 SH DEF 2 387,280 15,532
MELLON FINANCIAL COM 58551A108 10,067 388,243 SH DEF 4 388,243
MELLON FINANCIAL CORP. COM 58551A108 220 8,475 SH DEF 5 7,650 825
MELLON FINL CORP COM 58551A108 3,882 149,720 SH DEF 9 1,867 147,853
MELLON FINANCIAL CORP COM 58551A108 265 10,225 SH DEF 11 9,650 175
MELLON FINL CORP COM 58551A108 1,338 51,619 SH DEF 12 51,619
MELLON FINL CORP. COM 58551A108 53 1,300 SH DEF 15 1,300
MEMBERWORKS COM 586002107 2,718 156,000 SH DEF 3 152,900 3,100
MEMRY CORP NEW COM 586263204 35 25,769 SH DEF 12 25,769
MENTOR CORP MINN NASD INDL COM 587188103 12,465 391,005 SH DEF 3 298,755 92,250
MENTOR GRAPHICS CORP NASD INDL COM 587200106 3,448 706,465 SH DEF 3 649,965 56,500
MENTOR GRAPHICS CORP COM 587200106 55 11,200 SH DEF 5 4,400 6,800
MENTOR GRAPHICS CORP COM 587200106 27 5,533 SH DEF 12 5,533
MERCANTILE BANKSHARES CORP. COM 587405101 137 3,600 SH DEF 2 3,600
MERCANTILE BANKSHARES CORP. COM 587405101 382 10,000 SH DEF 7 10,000
MERCANTILE BANKSHARES CORP COM 587405101 7,635 200,020 SH DEF 12 200,020
MERCATOR SOFTWARE COM 587587106 3 2,150 SH DEF 12 2,150
MERCHANTONLINE. COM 588200105 0 2,500 SH DEF 2 2,500
MERCHANTS BANCSHARES COM 588448100 1,603 64,900 SH DEF 6 62,350 2,550
MERCK & CO., INC. COM 589331107 7,269 159,035 SH DEF 1 159,035
MERCK & CO. COM 589331107 24,598 538,124 SH DEF 2 520,854 17,270
MERCK & CO COM 589331107 39,490 863,926 SH DEF 3 847,326 16,600
MERCK COM 589331107 17,083 373,722 SH DEF 4 373,722
MERCK & CO COM 589331107 6,273 137,235 SH DEF 5 113,802 23,433
MERCK & CO COM 589331107 28,845 630,257 SH DEF 6 586,747 43,510
MERCK & CO. COM 589331107 1678 36,700 SH DEF 7 36,700
MERCK & CO. COM 589331107 2,429 53,133 SH DEF 9 10,973 42,160
MERCK & CO., INC. COM 589331107 7,908 173,000 SH DEF 10 173,000
MERCK & CO COM 589331107 2,388 52,247 SH DEF 11 38,113 3,900
MERCK & CO COM 589331107 33,321 728,968 SH DEF 12 728,968
MERCK & CO. COM 589331107 11,546 159,280 SH DEF 15 159,280
MERCURY AIR GROUP COM 589354109 398 103,291 SH DEF 6 100,266 3,025
MERCURY PUTER SYSTEMS COM 589378108 5 200 SH DEF 2 200
MERCURY COMPUTER SYSTEMS COM 589378108 54 2,285 SH DEF 12 2,285
MERCURY GENERAL CORP NEW COM 589400100 90 2,100 SH DEF 12 2,100
MERCURY INTERACTIVE CORP COM 589405109 37 2,171 SH DEF 12 2,171
MEREDITH CORP COM 589433101 43 1,000 SH DEF 3 1,000
MEREDITH CORP COM 589433101 39 900 SH DEF 12 900
MERIDIAN BIOSCIENCE COM 589584101 13 2,173 SH DEF 2 2,173
MERIDIAN MEDICAL TECH COM 589658103 2,420 67,320 SH DEF 3 61,620 5,700
MERIDIAN MEDICAL TECHNOLOGIES COM 589658103 32 900 SH DEF 12 900
MERIDIAN RESOURCE CORP (THE) COM 58977Q109 2 1,000 SH DEF 12 1,000
MERISTAR HOSPITALITY CORP COM 58984Y103 12 1,400 SH DEF 2 1,400
MERISTAR HOSPITALITY CORP COM 58984Y103 355 41,349 SH DEF 12 41,349
MERIT MEDICAL SYSTEMS COM 589889104 3,290 170,390 SH DEF 3 118,390 52,000
***MERIDIAN GOLD COM 589975101 1 50 SH DEF 12 50
MERGE TECHNOLOGIES COM 589981109 50 7,700 SH DEF 15 7,700
MERITOR SAVINGS BANK-PA COM 590007100 42 17,300 SH DEF 12 17,300
MERRILL LYNCH & CO. COM 590188108 378 11,470 SH DEF 2 11,470
MERRILL LYNCH & CO COM 590188108 3,004 91,170 SH DEF 3 89,270 1,900
MERRILL LYNCH COM 590188108 12 370 SH DEF 4 370
MERRILL LYNCH & CO COM 590188108 15,344 465,686 SH DEF 6 465,686
MERRILL LYNCH & CO. COM 590188108 1,406 42,677 SH DEF 9 42,677
MERRILL LYNCH & CO COM 590188108 1,487 45,119 SH DEF 12 45,119
MERRILL LYNCH & CO. COM 590188108 7,221 138,200 SH DEF 15 138,200
MERRILL LYNCH & CO 9% CUM PFD PFD 590188819 31 1,100 SH DEF 2 1,100
MERRILL LYNCH BK AND TR CO COM 59020D400 15 1,500 SH DEF 12 1,500
MERRILL MERCHANTS BANCSHARES COM 59021H103 101 6,300 SH DEF 7 6,300
MERRILL LYNCH & CO COM 59021J505 2 300 SH DEF 12 300
MERRILL LYNCH & CO COM 59021J802 35 5,000 SH DEF 12 5,000
MERRILL LYNCH & CO COM 59021J836 5 1,000 SH DEF 12 1,000
MERRILL LYNCH PFD CAP TR V PFD 59021K205 9 337 SH DEF 2 337
MESA LABS COM 59064R109 190 29,500 SH DEF 6 28,000 1,500
MESA ROYALTY TRUST-UBI COM 590660106 71 1,750 SH DEF 12 1,750
MESABA HLDGS COM 59066B102 6,047 1,110,190 SH DEF 6 1,088,894 2,800 18,496
MET PRO CORP COM 590876306 1,050 76,900 SH DEF 6 75,800 1,100
MET-PRO CORP COM 590876306 15 1,100 SH DEF 12 1,100
METASOLV COM 59139P104 16 10,500 SH DEF 5 6,300 4,200
METASOLV COM 59139P104 1 547 SH DEF 12 547
METHANEX CORP COM 59151K108 74 8,600 SH DEF 3 5,300 3,300
METHANEX CORP COM 59151K108 5,746 678,983 SH DEF 6 665,893 1,425 11,665
***METHANEX CORP COM 59151K108 2 200 SH DEF 12 200
METHODE ELECTRONICS CL A NASD INDLCOM 591520200 5,368 584,720 SH DEF 3 562,970 21,750
METLIFE COM 59156R108 7,246 318,350 SH DEF 3 316,050 2,300
METLIFE COM 59156R108 11,708 514,400 SH DEF 6 514,400
METLIFE COM 59156R108 402 17,663 SH DEF 12 17,663
METLIFE COM 59156R108 4 100 SH DEF 15 100
METRIS COMPANIES COM 591598107 3 1,500 SH DEF 12 1,500
METRO GOLDWYN MAYER COM 591610100 6 500 SH DEF 6 500
METRO-GOLDWYN-MAYER INC. COM 591610100 2,640 220,959 SH DEF 10 220,959
METRO-GOLDWYN-MAYER NEW COM 591610100 5 400 SH DEF 12 400
METRO-GOLDWYN-MAYER COM 591610100 4 200 SH DEF 15 200
METRO ONE TELECMM COM 59163F105 2,575 302,900 SH DEF 6 292,900 10,000
METROMEDIA FIBER NETWORK COM 591689104 1 95,037 SH DEF 12 95,037
METTLER TOLEDO INTERNATIONAL COM 592688105 4 150 SH DEF 2 150
METTLER-TOLEDO INTERNATIONAL COM 592688105 28 1,090 SH DEF 12 1,090
MEXICO EQUITY & OME FUND UNIT 592834105 12 1,684 SH DEF 12 1,684
MEXICO FUND UNIT 592835102 29 2,062 SH DEF 12 2,062
MICHAELS STORES COM 594087108 139 3,045 SH DEF 12 3,045
MICROS SYSTEMS COM 594901100 3,411 147,080 SH DEF 3 127,480 19,600
MICROS SYSTEMS COM 594901100 517 22,290 SH DEF 12 22,290
MICROSOFT CORP. COM 594918104 32,489 742,784 SH DEF 1 8,000 734,784
MICROSOFT CORP. COM 594918104 25,162 575,260 SH DEF 2 561,536 13,724
MICROSOFT CORP NASD INDL COM 594918104 62,577 1,430,649 SH DEF 3 1,400,449 30,200
MICROSOFT COM 594918104 10,301 235,499 SH DEF 4 235,499
MICROSOFT CORP COM 594918104 6,887 157,457 SH DEF 5 127,110 30,347
MICROSOFT CORP. COM 594918104 259 5,924 SH DEF 7 5,924
MICROSOFT CORP. COM 594918104 3,369 77,026 SH DEF 9 10,886 66,140
MICROSOFT CORP. COM 594918104 6,648 152,000 SH DEF 10 152,000
MICROSOFT CORP COM 594918104 4,314 98,628 SH DEF 11 78,728 3,810
MICROSOFT CORP COM 594918104 25,010 571,788 SH DEF 12 571,788
MICROSOFT CORP. COM 594918104 6,873 100,445 SH DEF 15 100,445
MICROSOFT CORP COM 594918104 164 3,000 SH DEF 3,000
MICROSTRATEGY COM 594972101 0 40 SH DEF 2 40
MICROSTRATEGY COM 594972408 2 212 SH DEF 12 212
MICRO THERAPEUTICS NEW COM 59500W100 1 500 SH DEF 12 500
MICROCHIP TECHNOLOGY COM 595017104 16 781 SH DEF 2 781
MICROCHIP TECHNOLOGY COM 595017104 2,930 143,257 SH DEF 3 124,407 18,850
MICROCHIP TECHNOLOGY COM 595017104 5 223 SH DEF 12 223
MICROFINANCIAL COM 595072109 983 219,000 SH DEF 6 211,100 7,900
MICROMUSE COM 595094103 6 2,540 SH DEF 12 2,540
MICRON TECHNOLOGY COM 595112103 4 290 SH DEF 4 290
MICRON TECHNOLOGY COM 595112103 5,826 470,970 SH DEF 6 423,470 47,500
MICRON TECHNOLOGY COM 595112103 157 12,712 SH DEF 12 12,712
MICRON TECHNOLOGY COM 595112103 29 1,500 SH DEF 15 1,500
MICROSEMI CORP COM 595137100 323 57,630 SH DEF 12 57,630
MICROTUNE DEL COM 59514P109 11 4,650 SH DEF 12 4,650
MID-AMERICA APARTMENT COM 59522J103 407 16,334 SH DEF 12 16,334
MID-ATLANTIC REALTY TRUST-SBI COM 595232109 1,012 63,122 SH DEF 12 63,122
MID ATLANTIC MEDICAL SVCS COM 59523C107 18,147 501,290 SH DEF 3 360,190 141,100
MID ATLANTIC MEDICAL SERVICES COM 59523C107 712 19,658 SH DEF 12 19,658
MID-STATE BANCSHARE COM 595440108 462 28,200 SH DEF 6 28,200
MID-STATE BANCSHARES COM 595440108 492 30,000 SH DEF 7 30,000
MIDAS COM 595626102 1,210 241,900 SH DEF 6 232,700 9,200
MIDAS COM 595626102 2 300 SH DEF 12 300
S&P MID-CAP 400 DEPOSITARY RECEIPTS COM 595635103 87 1,175 SH DEF 2 1,175
STANDARD & POORS MIDCAP 400 COM 595635103 1,710 23,027 SH DEF 12 23,027
S & P "MIDCAP SPDR'S" UN SER 1 595635103 35 300 SH DEF 15 300
MIDCAROLINA FINANCIAL COM 59563Q107 25 1,810 SH DEF 12 1,810
MIDDLEBURG FINANCIAL CORP COM 596094102 391 8,290 SH DEF 12 8,290
MIDDLESEX WATER CO COM 596680108 373 16,592 SH DEF 12 16,592
MIDLAND CO COM 597486109 2,410 143,200 SH DEF 6 140,600 2,600
MIDSOUTH BANCORP -LA COM 598039105 18 1,378 SH DEF 12 1,378
MIDWAY GAMES COM 598148104 4 700 SH DEF 12 700
MILACRON COM 598709103 101 22,401 SH DEF 2 21,401 1,000
MILACRON COM 598709103 391 86,800 SH DEF 6 86,800
MILACRON COM 598709103 1 300 SH DEF 12 300
MILACRON 4% PFD PFD 598709202 4 108 SH DEF 2 108
MILLENNIUM PHARMACEUTICALS COM 599902103 23 2,500 SH DEF 2 2,500
MILLENNIUM PHARMACEUTICALS COM 599902103 140 15,000 SH DEF 5 8,500 6,500
MILLENNIUM PHARMACEUTICALS COM 599902103 340 36,457 SH DEF 12 36,457
MILLENIUM CHEMICALS COM 599903101 0 14 SH DEF 7 14
MILLENNIUM CHEMICALS COM 599903101 1 100 SH DEF 12 100
MILLENNIUM CHEMICALS COM 599903101 1 35 SH DEF 15 35
MILLEA HLDGS ADR COM 60032R106 5,165 135,350 SH DEF 6 113,070 22,280
MILLENNIUM BANKSHARES CORP COM 60037B106 60 9,200 SH DEF 12 9,200
MILLENNIUM CELL COM 60038B105 315 138,170 SH DEF 12 138,170
MILLER HERMAN COM 600544100 78 4,400 SH DEF 2 4,400
MILLER HERMAN COM 600544100 3,838 216,615 SH DEF 6 212,225 515 3,875
HERMAN MILLER COM 600544100 18 1,000 SH DEF 12 1,000
MILLER BUILDING SYS COM 600ECS992 0 47,100 SH DEF 6 46,400 700
MILLIPORE CORP COM 601073109 139 4,358 SH DEF 12 4,358
MILLS CORP COM 601148109 2,000 67,443 SH DEF 12 67,443
MILLS MUSIC TRUST-UBI COM 601158108 20 800 SH DEF 12 800
MINE SAFETY APPLIANC COM 602720104 1,438 36,700 SH DEF 6 36,700
MINE SAFETY APPLIANCES CO COM 602720104 63 1,605 SH DEF 12 1,605
MINERAL MOUNTAIN MINING COM 602873101 0 333 SH DEF 2 333
MINERALS TECHNOLOGIES COM 603158106 4,819 130,000 SH DEF 3 69,950 60,050
MINNESOTA MINING & MANUFACTURING CO.COM 604059105 77 700 SH DEF 9 700
MIPS TECHNOLOGIES CL B COM 604567206 0 48 SH DEF 2 48
MIRANT CORP COM 604675108 1 636 SH DEF 2 636
MIRANT CORP COM 604675108 1,456 658,800 SH DEF 6 658,800
MIRANT CORP COM 604675108 0 10,476 SH DEF 9 238 10,238
MIRANT CORP COM 604675108 270 122,035 SH DEF 12 122,035
MIRANT CORP. COM 604675108 452 128,847 SH DEF 15 128,847
MIRANT TR I PFD 60467Q102 87 5,800 SH DEF 12 5,800
MISONIX COM 604871103 15 3,000 SH DEF 12 3,000
MISSION WEST PPTYS MD COM 605203108 28 2,550 SH DEF 12 2,550
MISSISSIPPI CHEMICAL CORP NEW COM 605288208 4 6,000 SH DEF 12 6,000
MISSISSIPPI VY BANCSHARES COM 605720101 1412 28,350 SH DEF 7 28,350
MITSUBISHI TOKYO FINANCIAL GROUP ADR 606816106 14 1,850 SH DEF 2 1,850
MITSUBISHI TOKYO FINA COM 606816106 1,361 192,346 SH DEF 6 189,961 2,385
MITSUBISHI TOKYO FINANCIAL GROUP ADR 606816106 3 387 SH DEF 7 387
MITY ENTERPRISES COM 606850105 108 9,600 SH DEF 6 9,600
MODIS PROFESSIONAL SERVICES COM 607830106 4 765 SH DEF 8 765
MODTECH HLDGS COM 60783C100 1,812 181,200 SH DEF 6 174,600 6,600
MOHAWK INDUSTRIES COM 608190104 189 3,800 SH DEF 12 3,800
MOLECULAR DEVICES CORP COM 60851C107 6 500 SH DEF 12 500
MOLEX COM 608554101 556 23,635 SH DEF 2 22,110 1,525
MOLEX COM 608554101 34 1,440 SH DEF 12 1,440
MOLEX CL A COM 608554200 713 33,964 SH DEF 2 33,964
MOLEX CL A COM 608554200 31 1,500 SH DEF 7 1,500
MOLEX -CL A COM 608554200 188 8,975 SH DEF 12 8,975
MONACO COACH CORP COM 60886R103 14 700 SH DEF 12 700
MONADNOCK PAPER MILLS COM 608990107 246 3,171 SH DEF 5 3,171
MONARCH SERVICES COM 609176102 1 450 SH DEF 12 450
ROBERT MONDAVI CORP-CL A COM 609200100 15 500 SH DEF 12 500
MONRO MUFFLER BRAKE COM 610236101 599 33,550 SH DEF 6 32,250 1,300
MONSANTO CO NEW COM 61166W101 66 4,308 SH DEF 2 4,308
MONSANTO CO COM 61166W101 1 68 SH DEF 4 68
MONSANTO CO COM 61166W101 90 5,878 SH DEF 6 5,878
MONSANTO CO NEW COM 61166W101 1 85 SH DEF 7 85
MONSANTO CO COM 61166W101 264 17,254 SH DEF 12 17,254
MONSANTO CO. COM 61166W101 13 534 SH DEF 15 534
MONTANA MLS BREAD COM 612071100 1 160 SH DEF 12 160
MONTGOMERY STREET OME UNIT 614115103 122 6,430 SH DEF 12 6,430
MONY GROUP COM 615337102 2 100 SH DEF 6 100
MONY GROUP COM 615337102 9 356 SH DEF 12 356
MOODYS CORP COM 615369105 569 11,727 SH DEF 2 11,127 600
MOODYS CORP COM 615369105 806 16,620 SH DEF 12 16,620
MOOG CL A COM 615394202 2,251 79,640 SH DEF 3 58,240 21,400
MOOG CL A 615394202 4,369 154,600 SH DEF 6 149,850 4,750
MORGAN STANLEY COM 617446448 293 8,656 SH DEF 2 8,656
MORGAN STANLEY COM 617446448 4,953 146,195 SH DEF 3 143,495 2,700
MORGAN STANLEY COM 617446448 9 260 SH DEF 4 260
MORGAN STANLEY COM 617446448 1,035 30,550 SH DEF 5 26,925 3,625
MORGAN STANLEY COM 617446448 12,853 379,379 SH DEF 6 379,379
MORGAN STANLEY COM 617446448 2,169 64,010 SH DEF 12 64,010
MORGAN STANLEY COM 617446448 81 1,500 SH DEF 15 1,500
MORGAN STANLEY COM 617446448 115 3,400 SH DEF 3,400
MORGAN STANLEY EMERGING MARKET COM 61744G107 2,635 336,940 SH DEF 5 336,100 840
MORGAN STANLEY UNIT 61744G107 392 50,100 SH DEF 12 50,100
MORGAN STANLEY UNIT 61744H105 7 1,050 SH DEF 12 1,050
MORGAN STANLEY UNIT 61744M104 6 1,000 SH DEF 12 1,000
MORGAN STANLEY UNIT 61744U106 12 1,683 SH DEF 12 1,683
MORGAN STANLEY DEAN WITTER COM 61744Y355 28 1,000 SH DEF 12 1,000
MORGAN STANLEY DEAN WITTER COM 61744Y660 5 450 SH DEF 12 450
MORGAN STANLEY UNIT 61745C105 6 751 SH DEF 12 751
MORGAN STANLEY UNIT 61745P106 19 2,000 SH DEF 12 2,000
MORGAN STANLEY UNIT 61745P304 2 2,000 SH DEF 12 2,000
MORGAN STANLEY UNIT 61745P429 43 4,600 SH DEF 12 4,600
MORGAN STANLEY UNIT 61745P437 47 5,406 SH DEF 12 5,406
MORGAN STANLEY UNIT 61745P452 107 13,000 SH DEF 12 13,000
MORGAN STANLEY UNIT 61745P585 22 1,500 SH DEF 12 1,500
MORGAN STANLEY UNIT 61745P668 185 12,470 SH DEF 12 12,470
MORGAN STANLEY UNIT 61745P734 59 4,015 SH DEF 12 4,015
MORGAN STANLEY UNIT 61745P791 85 5,800 SH DEF 12 5,800
MORGAN STANLEY UNIT 61745P866 62 4,203 SH DEF 12 4,203
MORGAN STANLEY UNIT 61745P874 2 160 SH DEF 12 160
TECHNOLOGY FUND D COM 61746X405 0 200 SH DEF 6 200
MOSSIMO COM 619696107 1 150 SH DEF 12 150
MOTHERS WORK COM 619903107 490 12,890 SH DEF 3 4,290 8,600
MOTHERS WORK COM 619903107 1,114 29,283 SH DEF 12 29,283
MOTOROLA CAPITAL TRUST I 6.68% PFD PFD 620074203 7 355 SH DEF 2 355
MOTOROLA COM 620076109 481 47,259 SH DEF 2 46,959 300
MOTOROLA COM 620076109 8,144 799,960 SH DEF 3 782,860 17,100
MOTOROLA COM 620076109 107 10,500 SH DEF 5 8,100 2,400
MOTOROLA COM 620076109 932 91,514 SH DEF 6 91,514
MOTOROLA COM 620076109 990 97,207 SH DEF 9 1,286 95,921
MOTOROLA COM 620076109 155 15,265 SH DEF 11 10,445 1,050
MOTOROLA COM 620076109 3,785 371,768 SH DEF 12 371,768
MOTOROLA COM 620076109 61 3,800 SH DEF 15 3,800
MOTOROLA INC COMMON STOCK COM 620076109 148 14,400 SH DEF 14,400
MOUNTAIN VALLEY BANCSHARES COM 62430P104 66 3,000 SH DEF 12 3,000
MOVADO GROUP COM 624580106 2,069 127,300 SH DEF 6 123,000 4,300
MOVIE GALLERY COM 624581104 6,544 435,970 SH DEF 3 353,870 82,100
MUELLER INDS COM 624756102 5,452 210,500 SH DEF 6 209,300 1,200
MUELLER INDUSTRIES COM 624756102 10 400 SH DEF 12 400
MULTEX COM COM 625367107 3 1,100 SH DEF 12 1,100
MULTI COLOR CORP COM 625383104 111 7,950 SH DEF 6 7,950
MULTI COLOR CORP COM 625383104 32 2,250 SH DEF 12 2,250
MULTIMEDIA GAMES COM 625453105 4,136 210,060 SH DEF 3 184,910 25,150
MUNIHOLDINGS INSURED FUND UNIT 625930102 28 2,000 SH DEF 12 2,000
MUNIHOLDINGS NEW JERSEY UNIT 625936109 29 2,000 SH DEF 12 2,000
MUNICIPAL ADVANTAGE FUND UNIT 626189104 35 2,500 SH DEF 12 2,500
MUNIASSETS FUND UNIT 62618Q106 2 159 SH DEF 12 159
MUNICIPAL HIGH OME FUND UNIT 626214100 108 13,100 SH DEF 12 13,100
MUNICIPAL PARTNERS FUND II UNIT 62622E107 18 1,300 SH DEF 12 1,300
MUNIENHANCED FUND UNIT 626243109 659 57,975 SH DEF 12 57,975
MUNIMAE MIDLAND LLC COM 62624B101 2,375 93,273 SH DEF 12 93,273
MUNIHOLDINGS FLORIDA INSURED UNIT 62624W105 172 11,400 SH DEF 12 11,400
MUNIHOLDINGS INSD FD II UNIT 62625A102 63 4,680 SH DEF 12 4,680
MUNIVEST FUND UNIT 626295109 71 7,700 SH DEF 12 7,700
MUNIYIELD CALIFORNIA FUND UNIT 626296107 64 4,100 SH DEF 12 4,100
MUNIYIELD FUND UNIT 626299101 40 3,000 SH DEF 12 3,000
MUNIYIELD CALIFORNIA INSURED UNIT 62629L104 7 483 SH DEF 12 483
MUNIYIELD QUALITY FUND UNIT 626302103 15 1,034 SH DEF 12 1,034
MUNIYIELD INSURED FUND UNIT 62630E107 14 915 SH DEF 12 915
MUNIYIELD QUALITY FUND II UNIT 62630T104 23 1,844 SH DEF 12 1,844
MUNIYIELD PENNSYLVANIA INSD FD UNIT 62630V109 27 1,676 SH DEF 12 1,676
MURPHY OIL CORP COM 626717102 8,324 101,430 SH DEF 6 101,430
MURPHY OIL CORP COM 626717102 286 3,484 SH DEF 12 3,484
MYERS INDUSTIES COM 628464109 2 142 SH DEF 2 142
MYERS INDS COM 628464109 629 50,177 SH DEF 3 41,302 8,875
MYERS INDUSTRIES COM 628464109 5,001 399,116 SH DEF 12 399,116
MYKROLIS CORP COM 62852P103 10 1,625 SH DEF 12 1,625
MYLAN LABS COM 628530107 21,445 654,995 SH DEF 3 627,495 27,500
MYLAN LABS COM 628530107 2 50 SH DEF 6 50
MYLAN LABORATORIES COM 628530107 1,507 46,039 SH DEF 12 46,039
MYLAN LABORATORIES COM 628530107 218 4,200 SH DEF 15 4,200
MYRIAD GENETICS COM 62855J104 19 1,200 SH DEF 2 1,200
MYRIAD GENETICS COM 62855J104 29 1,800 SH DEF 12 1,800
NBTY COM 628782104 3,026 233,130 SH DEF 3 130,330 102,800
NCI BUILDING SYSTEMS COM 628852105 16,105 862,219 SH DEF 6 851,194 1,305 9,720
NCO GROUP COM 628858102 4,512 396,100 SH DEF 6 385,200 10,900
NCO GROUP COM 628858102 2 150 SH DEF 12 150
NCO PTFL MANAGEMENT COM 62885J108 874 164,937 SH DEF 6 159,737 5,200
NCR CORP. COM 62886E108 58 2,927 SH DEF 2 2,927
NCR CORP NEW COM 62886E108 242 12,200 SH DEF 5 11,100 1,100
NCR CORP COM 62886E108 4 200 SH DEF 6 200
NCR CORP. COM 62886E108 0 18 SH DEF 7 18
NCR CORP NEW COM 62886E108 630 31,824 SH DEF 12 31,824
NIC COM 62914B100 36 21,200 SH DEF 12 21,200
NL INDS COM 629156407 7,461 514,200 SH DEF 6 498,800 15,400
NN COM 629337106 564 61,000 SH DEF 12 61,000
NPS PHAMACEUTICALS COM 62936P103 4 200 SH DEF 12 200
NTN COMMUNICATIONS INC NEW COM 629410309 7 7,500 SH DEF 7,500
NUI CORP COM 629431107 776 35,940 SH DEF 3 31,490 4,450
NUI CORP COM 629431107 6,690 309,700 SH DEF 6 300,100 9,600
NUI CORP HOLDING COMPANY COM 629431107 35 1,600 SH DEF 12 1,600
NVR COM 62944T105 28,211 94,090 SH DEF 3 74,440 19,650
NVR COM 62944T105 34 113 SH DEF 12 113
NABI BIOPHARMACEUTICALS COM 629519109 121 22,400 SH DEF 12 22,400
NACCO INDUSTRIES COM 629579103 20 500 SH DEF 2 500
NACCO INDS CL A 629579103 10,858 272,821 SH DEF 6 272,821
NACCO INDS COM 629579103 3,361 82,517 SH DEF 6 78,887 415 3,215
NAMIBIAN MINERALS CORP COM 629913104 176 1,758,000 SH DEF 3 1,758,000
***NAMIBIAN MINERALS CORP COM 629913104 3 35,700 SH DEF 12 35,700
NANOGEN COM 630075109 3 1,500 SH DEF 12 1,500
NANOPHASE TECHNOLOGIES CORP COM 630079101 4 1,000 SH DEF 7 1,000
NAPRO BIOTHERAPEUTICS COM 630795102 1 1,000 SH DEF 12 1,000
NASDAQ 100 SHARES COM 631100104 152 7,341 SH DEF 2 7,341
NASDAQ-100 COM 631100104 9 445 SH DEF 4 445
NASDAQ 100 SHARES COM 631100104 2,551 122,959 SH DEF 12 122,959
NASDAQ 100 SHARES COM 631100104 10 300 SH DEF 15 300
NASDAQ STOCK MARKET COM 631103108 3 300 SH DEF 12 300
NASH FH CO NASD INDL COM 631158102 4,846 356,350 SH DEF 3 299,550 56,800
NASH FH CO COM 631158102 2,833 205,081 SH DEF 6 200,546 375 4,160
NATIONAL AUSTRALIA BANK LTD SPON ADRADR 632525408 707 7,800 SH DEF 2 7,300 500
BANQUE NATIONALE DU CANADA COM 633067103 4 200 SH DEF 12 200
NATIONAL BANKSHARES -VA COM 634865109 11 400 SH DEF 12 400
NATIONAL CITY CORP. COM 635405103 201 7,056 SH DEF 1 7,056
NATIONAL CITY CORP. COM 635405103 4,502 157,783 SH DEF 2 152,103 5,680
NATIONAL CITY CORP COM 635405103 7,016 245,920 SH DEF 3 240,720 5,200
NATIONAL CITY CORP COM 635405103 951 33,323 SH DEF 5 23,175 10,148
NATIONAL CITY CORP COM 635405103 9 300 SH DEF 6 300
NATIONAL CITY CORP. COM 635405103 342 12,000 SH DEF 7 12,000
NATIONAL CITY CORP COM 635405103 2,464 86,371 SH DEF 12 86,371
NATIONAL MERCE FINANCIAL CORP COM 63545P104 881 35,150 SH DEF 2 34,750 400
NATIONAL MERCE FINANCIAL CORP COM 63545P104 95 3,800 SH DEF 3 3,800
NATIONAL MERCE FINANCIAL CORPORATIO COM 63545P104 4541 181,275 SH DEF 7 181,275
NATIONAL COMMERCE FINANCIAL COM 63545P104 1,446 57,727 SH DEF 12 57,727
NATIONAL DENTEX CORP COM 63563H109 552 30,500 SH DEF 6 29,400 1,100
NATIONAL HEALTH REALTY COM 635905102 21 1,335 SH DEF 12 1,335
NATIONAL FUEL GAS CO COM 636180101 4,772 240,170 SH DEF 6 240,170
NATIONAL FUEL GAS CO COM 636180101 178 8,982 SH DEF 12 8,982
NATIONAL GOLF PROPERTIES COM 63623G109 15 1,300 SH DEF 12 1,300
NATIONAL HEALTH INVS COM 63633D104 835 54,740 SH DEF 3 35,440 19,300
NATIONAL HEALTH INVESTORS COM 63633D104 111 7,300 SH DEF 12 7,300
NATIONAL INSTRUMENTS CORP COM 636518102 70 3,200 SH DEF 12 3,200
NATIONAL-OILWELL COM 637071101 7,633 393,870 SH DEF 3 255,670 138,200
NATIONAL-OILWELL COM 637071101 3 170 SH DEF 6 170
NATIONAL PENN BANCSHARES COM 637138108 17 618 SH DEF 12 618
NATIONAL PRESTO INDUSTRIES COM 637215104 105 3,650 SH DEF 12 3,650
NATIONAL RESEARCH CORP COM 637372103 4 500 SH DEF 12 500
NATIONAL SEMICONDUCTOR CORP COM 637640103 82 6,908 SH DEF 12 6,908
NATIONAL SERVICE INDUSTRIES COM 637657206 1 200 SH DEF 2 200
NATIONAL SVC INDS COM 637657206 3,778 631,307 SH DEF 6 618,322 1,135 11,850
NATIONAL SERVICES INDUSTRIES COM 637657206 5 849 SH DEF 12 849
NATIONAL WESTN LIFE CL A 638522102 5,261 51,583 SH DEF 6 50,483 1,100
NATIONAL WESTERN LIFE INS CO COM 638522102 10 100 SH DEF 12 100
NATIONS BALANCED TARGET UNIT 63857K107 17 1,700 SH DEF 12 1,700
NATIONWIDE FINL SVCS CL A 638612101 13,942 522,160 SH DEF 6 491,660 30,500
NATIONWIDE FINL SVCS COM 638612101 4,839 183,352 SH DEF 6 154,952 28,400
NATIONWIDE FINANCIAL SERVICES COM 638612101 19 701 SH DEF 12 701
NATIONWIDE HEALTH PROPERTIES COM 638620104 191 11,200 SH DEF 9 11,200
NATIONWIDE HEALTH PROPERTIES COM 638620104 3,105 182,130 SH DEF 12 182,130
NATURAL ALTERNATIVES INTL COM 638842302 2 500 SH DEF 12 500
NATURE SUNSHINE PROD COM 639027101 2,732 252,300 SH DEF 6 242,500 9,800
NATUZZI S P A ADR COM 63905A101 8,849 821,761 SH DEF 6 809,928 11,833
NAUTICA ENTERPRISES NASD INDL COM 639089101 74 7,100 SH DEF 3 7,100
NAUTICA ENTERPRISES COM 639089101 6,080 584,600 SH DEF 6 568,300 16,300
NAUTICA ENTERPRISES COM 639089101 179 17,175 SH DEF 12 17,175
NAUTILUS GROUP COM 63910B102 20,103 1,030,926 SH DEF 3 847,114 183,812
NAUTILUS GROUP COM 63910B102 404 20,740 SH DEF 12 20,740
NAVARRE CORP COM 639208107 1 660 SH DEF 12 660
NAVISTAR INTERNATIONAL CORP COM 63934E108 2 80 SH DEF 12 80
NAVIGANT CONSULTING COM 63935N107 43 7,750 SH DEF 12 7,750
NAVIGANT INTL COM 63935R108 1 82 SH DEF 12 82
NDCHEALTH CORP COM 639480102 156 10,050 SH DEF 3 10,050
NEFFS BANCORP -PA COM 640098109 19 100 SH DEF 12 100
NEIMAN-MARCUS GROUP COM 640204202 27 1,023 SH DEF 12 1,023
NEIMAN MARCUS GROUP COM 640204301 4 156 SH DEF 2 156
NEIMAN MARCUS GROUP CL B 640204301 1,139 46,500 SH DEF 6 46,500
NEIMAN-MARCUS GROUP COM 640204301 7 269 SH DEF 12 269
NEON SYSTEM COM 640509105 9 3,000 SH DEF 12 3,000
NEORX CORP NEW COM 640520300 15 38,595 SH DEF 12 38,595
NEOSE TECHNOLOGIES COM 640522108 8 1,200 SH DEF 2 1,200
NEOTHERAPEUTICS COM 640656302 1 737 SH DEF 12 737
NEUROTECH DEVELOPMENT CORP COM 640902300 1 68,182 SH DEF 12 68,182
NEOPHARM COM 640919106 3 220 SH DEF 12 220
NET.BANK COM 640933107 105 10,100 SH DEF 12 10,100
NETWORKS ASSOCIATES COM 640938106 10 800 SH DEF 2 800
NETWORKS ASSOCIATES COM 640938106 58 5,490 SH DEF 12 5,490
NESS ENERGY INTERNATIONAL COM 64104P105 2 5,400 SH DEF 12 5,400
NESTLE SA SPONSORED ADR ADR 641069406 2,596 47,510 SH DEF 2 47,360 150
NESTLE SA SPONSORED ADR ADR 641069406 9 160 SH DEF 7 160
NESTLE S A SPONSORED ADR COM 641069406 246 4,500 SH DEF 11
NET2PHONE COM 64108N106 0 100 SH DEF 2 100
NETFLIX COM 64110L106 228 23,496 SH DEF 5 23,496
NETEGRITY COM 64110P107 74 36,000 SH DEF 12 36,000
NETMANAGE NEW COM 641144308 3 3,069 SH DEF 12 3,069
NETOPIA COM 64114K104 1 500 SH DEF 12 500
NETIQ CORP COM 64115P102 9,173 632,600 SH DEF 3 615,750 16,850
NETIQ CORP COM 64115P102 7 500 SH DEF 12 500
NETSCREEN TECHNOLOGIES COM 64117V107 143 13,200 SH DEF 12 13,200
NETWORK APPLIANCE, INC. COM 64120L104 328 44,718 SH DEF 1 44,718
NETWORK APPLIANCE COM 64120L104 20 2,749 SH DEF 4 2,749
NETWORK APPLIANCE COM 64120L104 3 387 SH DEF 7 387
NETWORK APPLIANCE COM 64120L104 281 38,328 SH DEF 12 38,328
NETWORK APPLIANCE COM 64120L104 1 100 SH DEF 15 100
NETWORK PLUS CORP COM 64122D506 0 13,900 SH DEF 13,900
NET2000 MUNICATIONS COM 64122G103 0 75 SH DEF 2 75
NEUBERGER BERMAN COM 641234109 643 23,850 SH DEF 3 23,850
NEUBERGER BERMAN . COM 641234109 429 15,925 SH DEF 12 15,925
NEUROGEN CORP COM 64124E106 4 500 SH DEF 12 500
NEUBERGER BERMAN INTERMEDIATE UNIT 64124P101 129 8,600 SH DEF 12 8,600
NEUROCRINE BIOSCIENCIES COM 64125C109 156 3,800 SH DEF 3 3,800
NEUROCRINE BIOSCIENCES COM 64125C109 70 1,700 SH DEF 12 1,700
NEW AMERICA HIGH OME FUND UNIT 641876107 13 7,000 SH DEF 12 7,000
NEW CENTURY FINANCIAL CORP COM 64352D101 856 36,580 SH DEF 3 34,580 2,000
NEW CENTURY FIN CORP COM 64352D101 6,660 284,600 SH DEF 6 275,800 8,800
NEW CENTURY FINANCIAL CORP. COM 64352D101 4917 210,125 SH DEF 7 210,125
NEW CENTURY EQUITY HLDGS CORP COM 64353J107 2 5,400 SH DEF 12 5,400
NEW ENGLAND BUSINESS SERVICE COM 643872104 42 2,000 SH DEF 2 2,000
NEW ENGLAND BUSINESS SVC COM 643872104 194 9,150 SH DEF 3 5,150 4,000
NEW ENGLAND BUSINESS SVC COM 643872104 4,230 200,017 SH DEF 5 200,017
NEW ENGLAND BUSINESS COM 643872104 4,211 199,100 SH DEF 6 191,900 7,200
NEW ENVIRONMENTAL TECHNOLOGIES COM 644277204 0 4 SH DEF 7 4
NEW JERSEY RES COM 646025106 7,665 232,980 SH DEF 3 210,230 22,750
NEW JERSEY RESOURCES COM 646025106 25 771 SH DEF 4 771
NEW JERSEY RES CORP COM 646025106 3,274 99,500 SH DEF 6 90,700 8,800
NEW JERSEY RESOURCES CORP COM 646025106 10 300 SH DEF 12 300
NEW PLAN EXCEL REALTY TRUST COM 648053106 7 400 SH DEF 7 400
NEW PLAN EXCEL REALTY TRUST COM 648053106 625 33,867 SH DEF 12 33,867
NEW WINDSOR BANCORP COM 649203106 33 1,126 SH DEF 12 1,126
NEW YORK TIMES CO. COM 650111107 61 1,350 SH DEF 2 1,350
NEW YORK TIMES CO CL A COM 650111107 14,239 313,281 SH DEF 5 310,681 2,600
NEW YORK TIMES CO-CL A COM 650111107 1,599 35,179 SH DEF 12 35,179
NEW YORK TIMES CO-CONV CL B COM 650111404 5 120 SH DEF 12 120
NEWELL RUBBERMAID COM 651229106 473 15,335 SH DEF 2 15,335
NEWELL RUBBERMAID COM 651229106 7,649 248,399 SH DEF 6 222,044 26,355
NEWELL RUBBERMAID COM 651229106 2,109 68,313 SH DEF 12 68,313
NEWFIELD EXPLORATION CO COM 651290108 14,101 419,790 SH DEF 3 363,090 56,700
NEWFIELD EXPL CO COM 651290108 4,350 129,490 SH DEF 6 129,490
NEWFIELD EXPLORATION CO COM 651290108 10 300 SH DEF 12 300
NEWMIL BANCORP COM 651633109 19 1,000 SH DEF 12 1,000
NEWMONT MINING CORP HOLDING CO COM 651639106 103 3,756 SH DEF 2 3,756
NEWMONT MINING CORP HOLDING CO COM 651639106 62 2,244 SH DEF 7 2,244
NEWMONT MINING CORP COM 651639106 1,714 62,307 SH DEF 12 62,307
NEWMONT MNG CORP. COM 651639106 107 2,446 SH DEF 15 2,446
NEWPARK RESOURCES PAR $0.01 COM 651718504 138 34,932 SH DEF 2 34,932
NEWPARK RESOURCES NEW COM 651718504 2 400 SH DEF 12 400
NEWPORT CORP COM 651824104 133 11,777 SH DEF 12 11,777
NEWS CORP LIMITED ADR 652487703 7 365 SH DEF 2 365
NEWS CORP COM 652487703 4 211 SH DEF 4 211
NEXTERA ENTERPRISES COM 65332E101 1 2,500 SH DEF 12 2,500
NEXTCARD COM 65332K107 0 192 SH DEF 2 192
NEXTEL MUNICATIONS COM 65332V103 11 1,500 SH DEF 2 1,500
NEXTEL M CL A 65332V103 2,021 267,700 SH DEF 6 267,700
NEXTEL MUNICATIONS COM 65332V103 86 10,490 SH DEF 6 3,100 7,390
NEXTEL MUNICATIONS COM 65332V103 8 1,010 SH DEF 7 1,010
NEXTEL MUNICATIONS COM 65332V103 231,791 30,700,790 SH DEF 8 30,700,790
NEXTEL MUNICATIONS COM 65332V103 798 105,650 SH DEF 9 105,650
NEXTEL COMMUNICATIONS, INC. COM 65332V103 553,823 73,354,103 SH DEF 10 73,354,103
NEXTEL COMMUNICATIONS -CL A COM 65332V103 5,568 737,526 SH DEF 12 737,526
NEXTEL MUNICATIONS COM 65332V103 56 4,700 SH DEF 15 4,700
NEXTEL PARTNERS COM 65333F107 1,097 203,850 SH DEF 12 203,850
NEXPRISE NEW COM 65333Q202 0 65 SH DEF 6 65
NICOR COM 654086107 8,522 302,200 SH DEF 6 289,300 12,900
NICOR COM 654086107 483 17,137 SH DEF 12 17,137
NIKE COM 654106103 272 6,300 SH DEF 2 6,300
NIKE COM 654106103 4 100 SH DEF 7 100
NIKE -CL B COM 654106103 594 13,763 SH DEF 12 13,763
NIKE CL B 654106103 2,739 40,000 SH DEF 15 40,000
NIKU CORP COM 654113109 0 100 SH DEF 2 100
99 CENTS ONLY STORES COM 65440K106 7 353 SH DEF 12 353
NINTENDO LTD ADR NEW COM 654445303 488 41,525 SH DEF 6 1,350 40,175
NISOURCE COM 65473P105 65 3,800 SH DEF 2 3,800
NISOURCE COM 65473P105 7 430 SH DEF 6 430
NISOURCE COM 65473P105 1,489 86,435 SH DEF 12 86,435
NISOURCE INC COM 65473P105 9,892 575,000 SH DEF 13 575,000
NOKIA CORP. SPONS ADR COM 654902204 215 16,200 SH DEF 1 16,200
NOKIA OYJ SPONSORED ADR ADR 654902204 892 67,305 SH DEF 2 61,805 5,500
NOKIA CORP SPNS ADR COM 654902204 1,087 82,000 SH DEF 3 82,000
NOKIA COM 654902204 33 2,485 SH DEF 4 2,485
NOKIA CORP SPONSORED ADR COM 654902204 424 32,010 SH DEF 5 24,880 7,130
NOKIA CORP COM 654902204 5,282 391,000 SH DEF 6 369,225 21,775
NOKIA OYJ SPONSORED ADR ADR 654902204 7 496 SH DEF 7 496
NOKIA COM 654902204 547 41,260 SH DEF 9 41,260
NOKIA OYJ SPONSORED ADR ADR 654902204 8,480 640,000 SH DEF 10 640,000
NOKIA CORP COM 654902204 760 57,396 SH DEF 11 45,885 311
NOKIA CORP. SPON ADR 654902204 120 5,700 SH DEF 15 5,700
NOBLE ENERGY COM 655044105 4 120 SH DEF 6 120
NOBLE ENERGY COM 655044105 467 13,735 SH DEF 12 13,735
NOBLE INTL LTD COM 655053106 308 27,900 SH DEF 6 27,200 700
NOLAND CO COM 655286102 3 99 SH DEF 12 99
NOMAS CORP. COM 65531N100 0 405 SH DEF 7 405
NOMAS CORP NEV PFD SER A PFD 65531N209 0 405 SH DEF 7 405
NORDSTROM COM 655664100 18 1,000 SH DEF 2 1,000
NORDSTROM COM 655664100 5 280 SH DEF 6 280
NORDSTROM COM 655664100 207 11,565 SH DEF 12 11,565
NORFOLK SOUTHERN CORP. COM 655844108 3,242 160,562 SH DEF 2 159,212 1,350
NORFOLK SOUTHERN COM 655844108 27 1,350 SH DEF 4 1,350
NORFOLK SOUTHN CORP COM 655844108 2,449 121,295 SH DEF 5 96,305 24,990
NORFOLK SOUTHERN COM 655844108 20 990 SH DEF 6 990
NORFOLK SOUTHERN CORP COM 655844108 2,165 107,250 SH DEF 12 107,250
NORFOLK SOUTHERN RAILWAY CO. PFD 655855203 5 118 SH DEF 2 118
NORSK HYDRO AS ADR ADR 656531605 183 4,850 SH DEF 2 4,250 600
NORTEK COM 656559101 7,559 174,700 SH DEF 6 169,100 5,600
NORTEK COM 656559101 9 200 SH DEF 12 200
NORTEL NETWORKS CORP. COM 656568102 9 15,803 SH DEF 2 14,803 1,000
NORTEL NETWORKS CORP COM 656568102 147 272,600 SH DEF 5 185,100 87,500
***NORTEL NETWORKS CORP COM 656568102 94 174,900 SH DEF 12 174,900
NORTEL NETWORKS CORP. COM 656568102 0 240 SH DEF 15 240
NORTH CENT BANCSHRS COM 658418108 427 14,800 SH DEF 6 13,800 1,000
NORTH EUROPEAN OIL ROYALTY TRUST COM 659310106 7 315 SH DEF 2 315
NORTH EUROPEAN OIL ROYALTY COM 659310106 21 900 SH DEF 12 900
NORTH FORK BANCORP -DEL COM 659424105 139 3,685 SH DEF 2 2,185 1,500
NORTH FORK BANCORP COM 659424105 280 7,400 SH DEF 5 6,200 1,200
NORTH FORK BANCORP -DEL COM 659424105 10161 268,531 SH DEF 7 268,531
NORTH FORK BANCORPORATION COM 659424105 6,833 180,576 SH DEF 12 180,576
NORTH PITTSBURGH SYSTEMS COM 661562108 362 27,140 SH DEF 12 27,140
NORTH VALLEY BANCORP COM 66304M105 745 45,206 SH DEF 6 44,206 1,000
NORTHEAST BANCORP COM 663904100 52 3,700 SH DEF 6 3,700
***NORTHCOTT GOLD COM 664016102 1 5,000 SH DEF 12 5,000
NORTHEAST UTILS COM 664397106 5 280 SH DEF 6 280
NORTHEAST UTILITIES COM 664397106 17 980 SH DEF 12 980
NORTHERN BORDER PARTNERS LP COM 664785102 246 6,676 SH DEF 12 6,676
NORTHERN BORDER PARTNERS LP COM 664785102 89 2,500 SH DEF 2,500
NORTHERN MINERAL CO COM 665415105 0 38 SH DEF 2 38
NORTHERN TRUST CORP. COM 665859104 210 5,555 SH DEF 2 5,555
NORTHERN TRUST CORP. COM 665859104 213 5,650 SH DEF 7 5,650
NORTHERN TRUST CORP COM 665859104 2,288 60,665 SH DEF 12 60,665
NORTHFIELD LABORATORIES COM 666135108 4 1,100 SH DEF 12 1,100
NORTHRIM BANCORP COM 666762109 829 67,708 SH DEF 6 65,398 2,310
NORTHRIM BANCORP COM 666762109 2954 241,352 SH DEF 7 241,352
NORTHROP GRUMMAN CORP. COM 666807102 62 500 SH DEF 2 500
NORTHRUP GRUMMAN CORP COM 666807102 34,607 279,590 SH DEF 6 258,915 20,675
NORTHROP GRUMMAN CORP COM 666807102 2,135 17,215 SH DEF 12 17,215
NORTHWEST NAT GAS CO NASD INDL COM 667655104 11,925 406,180 SH DEF 3 352,830 53,350
NORTHWEST NAT GAS CO COM 667655104 9,750 332,100 SH DEF 6 322,400 9,700
NORTHWEST NATURAL GAS CO COM 667655104 112 3,823 SH DEF 12 3,823
NORTHWEST PIPE CO COM 667746101 1,719 96,100 SH DEF 6 92,900 3,200
NORTHWESTERN CORP COM 668074107 4,299 440,500 SH DEF 6 429,500 11,000
NORTHWESTERN CORP COM 668074107 268 27,446 SH DEF 12 27,446
NOVA CHEMICALS CORP COM 66977W109 1,504 72,470 SH DEF 3 34,370 38,100
NOVARTIS AG-ADR ADR 66987V109 581 14,620 SH DEF 2 13,820 800
NOVARTIS AG SPONSORED COM 66987V109 25,657 643,937 SH DEF 6 597,736 46,201
NOVARTIS AG-ADR ADR 66987V109 65 1,638 SH DEF 7 1,638
NOVARTIS AG-ADR ADR 66987V109 0 0 SH DEF 9
NOVASTAR FINANCIAL COM 669947400 22 1,000 SH DEF 12 1,000
NUANCE COMMUNICATIONS COM 669967101 12 6,950 SH DEF 12 6,950
NOVAVAX COM 670002104 12 2,675 SH DEF 12 2,675
NOVELL COM 670006105 4 2,000 SH DEF 2 2,000
NOVELL COM 670006105 2 760 SH DEF 6 760
NOVELL COM 670006105 81 38,338 SH DEF 12 38,338
NOVELLUS SYSTEMS COM 670008101 2 89 SH DEF 7 89
NOVELLUS SYSTEMS COM 670008101 124 5,935 SH DEF 12 5,935
NOVEN PHARMACEUTICALS COM 670009109 6 500 SH DEF 12 500
NOVO-NORDISK A/S ADR ADR 670100205 224 8,300 SH DEF 2 8,300
NOVO-NORDISK AS COM 670100205 26 950 SH DEF 6 950
NOVOSTE CORP COM 67010C100 87 18,700 SH DEF 12 18,700
NSTOR TECHNOLOGIES COM 67018N108 14 57,000 SH DEF 12 57,000
NU SKIN ASIA CL A COM 67018T105 3,163 259,250 SH DEF 3 169,450 89,800
NU SKIN ENTERPRISES CL A 67018T105 74 6,100 SH DEF 6 6,100
NU SKIN ENTERPRISES COM 67018T105 9 700 SH DEF 12 700
NSTAR COM 67019E107 190 4,810 SH DEF 3 4,110 700
NSTAR COM 67019E107 3,910 98,855 SH DEF 6 98,855
NSTAR COM 67019E107 217 5,494 SH DEF 12 5,494
NUCOR CORP. COM 670346105 31 822 SH DEF 2 822
NUCOR CORP COM 670346105 197 5,200 SH DEF 3 5,200
NUCOR CORP COM 670346105 8 200 SH DEF 6 200
NUCOR CORP COM 670346105 734 19,370 SH DEF 12 19,370
NUEVO ENERGY CO COM 670509108 5 500 SH DEF 12 500
NUMERICAL TECHNOLOGIES COM 67053T101 31 10,700 SH DEF 12 10,700
NUVEEN CONNECTICUT PREMIUM UNIT 67060D107 17 1,000 SH DEF 12 1,000
NUVEEN GEORGIA PREMIUM OME UNIT 67060F102 13 800 SH DEF 12 800
NUVEEN NORTH CAROLINA PREMIUM UNIT 67060P100 153 9,626 SH DEF 12 9,626
NUTRACEUTICAL INTL C COM 67060Y101 279 34,600 SH DEF 6 34,000 600
NUVEEN PENNSYLVANIA PREMIUM UNIT 67061F101 120 7,899 SH DEF 12 7,899
NUVEEN MARYLAND PREMIUM OME UNIT 67061Q107 579 35,106 SH DEF 12 35,106
NUVEEN SELECT MATURITIES UNIT 67061T101 182 17,899 SH DEF 12 17,899
NUVEEN INVESTMENT QUALITY UNIT 67062E103 649 41,186 SH DEF 12 41,186
NUVEEN SELECT TAX FREE OME UNIT 67062F100 163 11,305 SH DEF 12 11,305
FPG MONETAIRE E&P MANUVIE S2 UNIT 67062H106 1,991 128,192 SH DEF 12 128,192
NUVEEN MUNICIPAL OME FUND UNIT 67062J102 92 8,337 SH DEF 12 8,337
NUVEEN INSURED QUALITY UNIT 67062N103 194 11,828 SH DEF 12 11,828
NUVEEN PERFORMANCE PLUS UNIT 67062P108 2,015 133,067 SH DEF 12 133,067
NUVEEN PREMIUM OME UNIT 67062T100 3,434 230,627 SH DEF 12 230,627
NUVEEN MUNICIPAL MARKET UNIT 67062W103 1,865 124,900 SH DEF 12 124,900
NUVEEN NEW YORK INVESTMENT UNIT 67062X101 67 4,230 SH DEF 12 4,230
NUVEEN SELECT TAX FREE OME UNIT 67063C106 494 33,915 SH DEF 12 33,915
NUVEEN PREMIUM OME UNIT 67063W102 303 19,896 SH DEF 12 19,896
NUVEEN SELECT TAX FREE OME UNIT 67063X100 61 4,300 SH DEF 12 4,300
NUVEEN VIRGINIA PREMIUM OME UNIT 67064R102 315 18,181 SH DEF 12 18,181
NVIDIA CORP COM 67066G104 2,978 347,900 SH DEF 6 347,900
NVIDIA CORP COM 67066G104 12 1,365 SH DEF 12 1,365
NUVEEN DIVID ADVANTAGE MUN FD UNIT 67066V101 488 31,307 SH DEF 12 31,307
NUVEEN SR OME FD UNIT 67067Y104 206 30,600 SH DEF 12 30,600
NUVEEN VA DIVID ADVANTAGE MUN UNIT 67069M108 672 42,267 SH DEF 12 42,267
NUVEEN NORTH CAROLINA DIVID UNIT 67069N106 53 3,500 SH DEF 12 3,500
NUVEEN MASS DIVID ADVANTAGE D UNIT 67069P101 23 1,345 SH DEF 12 1,345
NUVEEN MD DIVID ADVANTAGE MUN UNIT 67069R107 892 57,543 SH DEF 12 57,543
NUVEEN CALIFORNIA DIVIDEND UNIT 67069X104 15 1,000 SH DEF 12 1,000
NUVEEN NEW JERSEY DIVID UNIT 67069Y102 37 2,500 SH DEF 12 2,500
NUVEEN INSURED PREMIUM OME UNIT 6706D8104 220 15,374 SH DEF 12 15,374
NUVEEN PREMIUM OME UNIT 6706K4105 310 22,895 SH DEF 12 22,895
NUVEEN OHIO DIVIDEND UNIT 67070C107 94 5,966 SH DEF 12 5,966
NUVEEN PENNSYLVANIA DIVIDEND UNIT 67070E103 202 12,862 SH DEF 12 12,862
NUVEEN DIVIDEND ADVANTAGE UNIT 67070F100 3,137 210,380 SH DEF 12 210,380
NUVEEN OHIO DIVIDEND UNIT 67070R104 21 1,350 SH DEF 12 1,350
NUVEEN MARYLAND DIVIDEND UNIT 67070V105 85 5,533 SH DEF 12 5,533
NUVEEN DIVIDEND ADVANTAGE UNIT 67070X101 1,643 113,569 SH DEF 12 113,569
NYFIX COM 670712108 10 2,662 SH DEF 12 2,662
NUVEEN REAL ESTATE OME FD UNIT 67071B108 1,073 68,536 SH DEF 12 68,536
NUVEEN VA DIVID ADVANTAGE MUN UNIT 67071C106 254 16,115 SH DEF 12 16,115
NUVEEN NORTH CAROLINA DIVID UNIT 67071D104 152 10,011 SH DEF 12 10,011
NUVEEN INSD DIVID ADVANTAGE UNIT 67071L106 279 17,899 SH DEF 12 17,899
NUVEEN CT DIVIDEND ADVANTAGE UNIT 67071R103 11 678 SH DEF 12 678
NUVEEN QUALITY PFD OME FUND UNIT 67071S101 859 55,911 SH DEF 12 55,911
NUVEEN OHIO DIVIDEND ADVANTAGE UNIT 67071V104 35 2,315 SH DEF 12 2,315
NUVEEN PA DIVIDEND ADVANTAGE UNIT 67071W102 72 4,574 SH DEF 12 4,574
NUVEEN CONNECTICUT DIVIDEND UNIT 67071Y108 722 47,999 SH DEF 12 47,999
NUVEEN MARYLAND DIVIDEND UNIT 67072A109 95 6,330 SH DEF 12 6,330
NUVEEN QUALITY PFD OME FD 2 UNIT 67072C105 1,749 115,161 SH DEF 12 115,161
NUVEEN NORTH CAROLINA DIVID UNIT 67072D103 53 3,560 SH DEF 12 3,560
NYVATEX OIL CORP COM 670794106 11 50,000 SH DEF 12 50,000
OGE ENERGY CORP COM 670837103 1,210 71,510 SH DEF 6 60,510 11,000
OGE ENERGY CORP COM 670837103 153 9,097 SH DEF 12 9,097
O I CORP COM 670841105 74 20,900 SH DEF 6 19,800 1,100
OM GROUP COM 670872100 9 201 SH DEF 2 201
OM GROUP COM 670872100 6 150 SH DEF 12 150
FPG MONETAIRE E&P MANUVIE S2 UNIT 670928100 713 73,522 SH DEF 12 73,522
NUVEEN FLORIDA INVESTMENT UNIT 670970102 51 3,017 SH DEF 12 3,017
NUVEEN NEW JERSEY INVESTMENT UNIT 670971100 106 6,600 SH DEF 12 6,600
NUVEEN PENNSYLVANIA INVESTMENT UNIT 670972108 382 24,337 SH DEF 12 24,337
NUVEEN SELECT QUALITY UNIT 670973106 2,505 165,237 SH DEF 12 165,237
NUVEEN NEW YORK SELECT QUALITY UNIT 670976109 118 7,570 SH DEF 12 7,570
NUVEEN QUALITY OME UNIT 670977107 659 44,419 SH DEF 12 44,419
NUVEEN FLORIDA QUALITY OME UNIT 670978105 89 5,275 SH DEF 12 5,275
NUVEEN OHIO QUALITY OME UNIT 670980101 322 18,034 SH DEF 12 18,034
NUVEEN INSURED MUNICIPAL UNIT 670984103 878 54,903 SH DEF 12 54,903
NUVEEN CALIFORNIA QUALITY UNIT 670985100 12 700 SH DEF 12 700
NUVEEN NEW YORK QUALITY OME UNIT 670986108 236 15,378 SH DEF 12 15,378
NUVEEN PREMIER INSURED UNIT 670987106 48 3,000 SH DEF 12 3,000
NUVEEN PREMIER MUNICIPAL UNIT 670988104 182 11,784 SH DEF 12 11,784
NUVEEN NEW JERSEY PREMIUM UNIT 67101N106 21 1,309 SH DEF 12 1,309
NUVEEN INSURED NEW YORK PREM- UNIT 67101R107 35 2,200 SH DEF 12 2,200
NUVEEN INSURED FLORIDA PREMIUM UNIT 67101V108 100 5,862 SH DEF 12 5,862
OSI SYSTEMS COM 671044105 1,236 71,420 SH DEF 3 66,120 5,300
OAK TECHNOLOGY COM 671802106 1 175 SH DEF 12 175
OAKLEY COM 673662102 10 1,000 SH DEF 12 1,000
OAKWOOD HOMES CORP COM 674098207 7 4,460 SH DEF 12 4,460
OCCIDENTAL PETE CORP DEL COM 674599105 23,658 833,620 SH DEF 3 831,920 1,700
OCCIDENTAL PETE CORP COM 674599105 1,127 39,700 SH DEF 5 26,900 12,800
OCCIDENTAL PETE CORP COM 674599105 26 920 SH DEF 6 920
OCCIDENTAL PETE CORP COM 674599105 189 6,671 SH DEF 12 6,671
OCEAN ENERGY COM 67481E106 451 22,600 SH DEF 3 8,700 13,900
OCEAN ENERGY COM 67481E106 288 14,431 SH DEF 12 14,431
OCEAN ENERGY INC TEX COM 67481E106 40 2,000 SH DEF 2,000
OCEANEERING INTL NASD INDL COM 675232102 3,878 152,360 SH DEF 3 136,360 16,000
OCTEL CORP COM 675727101 378 20,030 SH DEF 3 17,630 2,400
OCULAR SCIENCES COM 675744106 722 30,900 SH DEF 3 13,900 17,000
OFFICE DEPOT NASD INDL COM 676220106 15,281 1,238,300 SH DEF 3 1,238,300
OFFICE DEPOT COM 676220106 247 20,000 SH DEF 4 20,000
OFFICE DEPOT COM 676220106 447 36,240 SH DEF 12 36,240
OFFICE DEPOT COM 676220106 147 7,500 SH DEF 15 7,500
OFFICEMAX COM 67622M108 5,106 1,263,709 SH DEF 6 1,247,064 1,815 14,830
OFFICEMAX COM 67622M108 34 8,250 SH DEF 12 8,250
OFFSHORE LOGISTICS NASD INDL COM 676255102 1,115 62,100 SH DEF 3 60,000 2,100
OFFSHORE LOGISTICS COM 676255102 6,895 383,900 SH DEF 6 373,000 10,900
OHIO CASUALTY CORP. COM 677240103 221 13,580 SH DEF 2 10,280 3,300
OHIO CASUALTY CORP. COM 677240103 1,081 66,400 SH DEF 3 66,400
OHIO CASUALTY CORP COM 677240103 1,694 104,025 SH DEF 12 104,025
LUKOIL OIL CO SPONSORED ADR RUSSIA ADR 677862104 9,154 151,300 SH DEF 3 151,300
OIL SVC HOLDRS TR COM 678002106 80 1,600 SH DEF 12 1,600
OILGEAR CO COM 678042102 2 512 SH DEF 12 512
OLD DOMINION FGHT COM 679580100 1,341 72,600 SH DEF 6 71,100 1,500
OLD DOMINION FREIGHT LINES COM 679580100 89 4,835 SH DEF 12 4,835
OLD NATL BANCP IND COM 680033107 138 5,550 SH DEF 6 5,550
OLD POINT FINANCIAL CORP COM 680194107 192 6,100 SH DEF 12 6,100
OLD REPUBLIC INTL CORP COM 680223104 15,791 556,400 SH DEF 3 526,800 29,600
OLD REP INTL CORP COM 680223104 8,310 292,800 SH DEF 6 252,700 40,100
OLD REPUBLIC INTL CORP COM 680223104 33 1,175 SH DEF 12 1,175
OLIN CORP NEW COM 680665205 139 8,456 SH DEF 12 8,456
OMNICARE COM 681904108 4,173 197,600 SH DEF 3 81,200 116,400
OMNICARE COM 681904108 4 190 SH DEF 6 190
OMNICARE COM 681904108 7,736 366,300 SH DEF 8 366,300
OMNICARE COM 681904108 337 15,973 SH DEF 12 15,973
OMNICARE INC. COM 681904108 35,904 1,700,000 SH DEF 14 1,700,000
OMNI GROUP COM 681919106 694 12,460 SH DEF 4 12,460
OMNI GROUP COM 681919106 1,627 29,223 SH DEF 5 24,323 4,900
OMNICOM GROUP COM 681919106 932 16,745 SH DEF 12 16,745
OMEGA HEALTHCARE INVESTORS COM 681936100 12 2,047 SH DEF 12 2,047
1-800 CONTACTS COM 681977104 200 20,000 SH DEF 6 20,000
OMEGA FINANCIAL CORP COM 682092101 101 3,000 SH DEF 12 3,000
OMEGA PROTEIN CORP COM 68210P107 4 1,100 SH DEF 12 1,100
OMNI ENERGY SERVICES CORP COM 68210T208 5 3,333 SH DEF 12 3,333
OMNOVA SOLUTIONS COM 682129101 2 475 SH DEF 12 475
ON ASSIGNMENT COM 682159108 1,380 166,828 SH DEF 12 166,828
ON ASSIGNMENT INC COM 682159108 1,010 60,000 SH DEF 60,000
ON MAND CORP. COM 682160106 0 580 SH DEF 2 580
ON-SITE SOURCING COM 682195102 3 1,000 SH DEF 12 1,000
ON TECHNOLOGY CORP COM 68219P108 72 31,800 SH DEF 12 31,800
ONE LIBERTY PROPERTIES COM 682406103 6 435 SH DEF 12 435
ONE LIBERTY PROPERTIES PFD 682406202 16 900 SH DEF 12 900
ONEIDA LTD COM 682505102 7 500 SH DEF 2 500
ONEIDA VALLEY SECS CORP COM 682607106 0 10 SH DEF 2 10
ONEOK NEW COM 682680103 30 1,600 SH DEF 12 1,600
ONLINE POWER SUPPLY COM 68274C109 1 1,000 SH DEF 12 1,000
ONYX ACCEP CORP COM 682914106 241 78,300 SH DEF 6 75,200 3,100
OPEN TEXT CORP. COM 683715106 12 400 SH DEF 15 400
OPENWAVE SYSTEMS COM 683718100 853 1,376,267 SH DEF 5 1,376,267
OPENWAVE SYS COM 683718100 0 360 SH DEF 6 360
OPENWAVE SYS COM 683718100 2 3,427 SH DEF 12 3,427
OPINION RESH CORP COM 683755102 177 36,400 SH DEF 6 34,000 2,400
OPNET TECHNOLOGIES COM 683757108 7 1,100 SH DEF 12 1,100
OPTELECOM NEW COM 683818207 5 900 SH DEF 12 900
OPSWARE COM 68383A101 1 2,000 SH DEF 12 2,000
OPTICAL SENSORS COM 68384P206 1 333 SH DEF 12 333
OPTICNET COM 683868103 0 2,400 SH DEF 3 2,400
***OPTIMAL ROBOTICS CORP-CL A COM 68388R208 38 5,000 SH DEF 12 5,000
ORACLE CORP. COM 68389X105 4,593 584,376 SH DEF 1 36,000 548,376
ORACLE CORP COM 68389X105 5,096 648,363 SH DEF 2 635,963 12,400
ORACLE CORP COM 68389X105 5,621 715,198 SH DEF 3 691,698 23,500
ORACLE COM 68389X105 16 1,979 SH DEF 4 1,979
ORACLE SYSTEMS CORP COM 68389X105 1,731 220,268 SH DEF 5 162,239 58,029
ORACLE CORP COM 68389X105 24 3,100 SH DEF 7 3,100
ORACLE CORP COM 68389X105 717 91,248 SH DEF 9 4,473 86,775
ORACLE CORP COM 68389X105 117 14,925 SH DEF 11 6,985 304
ORACLE CORP COM 68389X105 6,437 818,995 SH DEF 12 818,995
ORACLE CORP. COM 68389X105 142 11,400 SH DEF 15 11,400
FPG FIDELITY CROISSANCE EUROPE UNIT 683933105 82 10,755 SH DEF 12 10,755
OPTI COM 683960108 2 2,000 SH DEF 12 2,000
ORASURE TECHNOLOGIES COM 68554V108 51 11,592 SH DEF 12 11,592
ORBITAL SCIENCES CORP COM 685564106 2 500 SH DEF 12 500
ORGANOGENESIS COM 685906109 80 8,000 SH DEF 12 8,000
O REILLY AUTOMOTIVE COM 686091109 24 850 SH DEF 12 850
ORIENTAL FINL GROUP COM 68618W100 1,903 86,500 SH DEF 6 86,500
ORIX CORP ADR SPONSOR COM 686330101 4,464 156,881 SH DEF 6 134,046 22,835
ORIX SPONS ADR ADR 686330101 2 57 SH DEF 7 57
ORPHAN MEDICAL COM 687303107 18 2,250 SH DEF 12 2,250
ORTHOLOGIC CORP COM 68750J107 17 4,500 SH DEF 12 4,500
ORTHODONTIC CENTERS OF AMERICA COM 68750P103 84 7,875 SH DEF 12 7,875
OSHKOSH B GOSH CL A NASD INDL COM 688222207 583 16,960 SH DEF 3 14,660 2,300
OSHKOSH B GOSH CL A 688222207 4,632 134,800 SH DEF 6 128,900 5,900
OSHKOSH TRUCK CORP. CLASS B COM 688239201 158 2,800 SH DEF 2 2,800
OSHKOSH TRUCK CORP CL B NASD INDL COM 688239201 9,600 170,210 SH DEF 3 121,710 48,500
OSMONICS COM 688350107 36 3,000 SH DEF 12 3,000
OTTER TAIL PWR CO NASD INDL COM 689648103 657 24,930 SH DEF 3 13,530 11,400
OTTER TAIL CORP COM 689648103 21 800 SH DEF 12 800
OUTBACK STEAKHOUSE COM 689899102 800 29,115 SH DEF 12 29,115
OUTBACK STEAKHOUSE COM 689899102 83 1,900 SH DEF 15 1,900
OUTLOOK GROUP CORP COM 690113105 176 31,500 SH DEF 6 31,000 500
OVERLAND STORAGE COM 690310107 7 650 SH DEF 12 650
OVERSEAS SHIPHOLDING COM 690368105 7,127 466,400 SH DEF 6 453,500 12,900
OVERSEAS SHIPHOLDING GROUP COM 690368105 110 7,225 SH DEF 12 7,225
OVERSTOCK COM COM 690370101 21 3,600 SH DEF 12 3,600
OVERTURE SERVICES COM 69039R100 6,187 262,500 SH DEF 3 248,450 14,050
OVERTURE SERVICES COM 69039R100 9 381 SH DEF 7 381
OVERTURE SERVICES COM 69039R100 510 21,635 SH DEF 12 21,635
OWENS & MINOR NEW COM 690732102 1,645 115,090 SH DEF 3 31,290 83,800
OWENS & MINOR NEW COM 690732102 334 23,400 SH DEF 9 23,400
OWENS & MINOR HOLDING CO COM 690732102 1,269 88,786 SH DEF 12 88,786
OWENS CORNING COM 69073F103 19 17,605 SH DEF 12 17,605
OWENS-ILLINOIS COM 690768403 18,342 1,620,340 SH DEF 3 1,403,740 216,600
OWENS ILLINOIS NEW COM 690768403 65 5,735 SH DEF 12 5,735
OWOSSO CORP COM 691217103 109 227,738 SH DEF 12 227,738
OXFORD HEALTH PLANS COM 691471106 8,933 229,400 SH DEF 3 214,600 14,800
OXFORD HEALTH PLANS COM 691471106 7 190 SH DEF 6 190
OXFORD HEALTH PLANS COM 691471106 59 1,522 SH DEF 7 1,522
OXFORD HEALTH PLANS COM 691471106 237 6,089 SH DEF 12 6,089
OXFORD HEALTH PLANS, INC. COM 691471106 22,585 580,000 SH DEF 14 580,000
OXFORD INDS COM 691497309 1,610 73,500 SH DEF 6 71,200 2,300
P G & E CORP. COM 69331C108 2 187 SH DEF 2 187
PG&E CORP COM 69331C108 20,015 1,777,503 SH DEF 6 1,689,303 88,200
PG&E CORP COM 69331C108 16 1,400 SH DEF 12 1,400
PFF BANCORP COM 69331W104 5,863 211,500 SH DEF 6 204,900 6,600
PF CHANGS CHINA BISTRO COM 69333Y108 81 2,780 SH DEF 12 2,780
PIMCO COMMERCIAL MORTGAGE UNIT 693388100 148 10,052 SH DEF 12 10,052
PLM EQUIPMENT GROWTH FUND COM 693413106 1 2,680 SH DEF 12 2,680
PMC CAPITAL COM 693430100 10 2,400 SH DEF 2 2,400
PMC CAPITAL COM 693430100 9 2,250 SH DEF 12 2,250
PMC COMMERCIAL TRUST-SBI COM 693434102 7 495 SH DEF 12 495
PMC-SIERRA COM 69344F106 8 2,143 SH DEF 12 2,143
PMI GROUP COM 69344M101 2,858 105,050 SH DEF 2 104,050 1,000
PMI GROUP COM 69344M101 25,354 931,790 SH DEF 3 840,990 90,800
THE PMI GROUP COM 69344M101 4,671 171,657 SH DEF 5 135,970 35,687
PMI GROUP COM 69344M101 4,343 159,752 SH DEF 6 147,552 12,200
PMI GROUP COM 69344M101 177 6,520 SH DEF 12 6,520
THE PMI GROUP COM 69344M101 129 3,000 SH DEF 15 3,000
PNC FINANCIAL SERVICES GROUP COM 693475105 2,915 69,121 SH DEF 2 68,621 500
PNC COM 693475105 54 1,284 SH DEF 4 1,284
PNC BANK CORP COM 693475105 10,792 256,510 SH DEF 6 250,560 5,950
PNC FINANCIAL SERVICES GROUP COM 693475105 2,616 62,039 SH DEF 9 1,200 60,839
PNC FINANCIAL SVCS GROUP COM 693475105 4,468 105,942 SH DEF 12 105,942
PNC FINANCIAL SERVICES GROUP COM 693475105 60 900 SH DEF 15 900
POSCO SPONSORED ADR ADR 693483109 101 4,700 SH DEF 2 4,000 700
POSCO ADR 693483109 3,673 170,200 SH DEF 3 170,200
POSCO ADR SPONSORED COM 693483109 404 17,820 SH DEF 6 995 16,825
PNM RES COM 69349H107 12,387 625,600 SH DEF 6 608,800 16,800
PPG INDUSTRIES COM 693506107 611 13,680 SH DEF 2 13,680
PPG INDS COM 693506107 4,783 107,000 SH DEF 3 105,200 1,800
PPG INDUSTRIES COM 693506107 16,069 359,480 SH DEF 6 359,480
PPG INDUSTRIES COM 693506107 2,228 49,851 SH DEF 12 49,851
PPL CORP COM 69351T106 3 100 SH DEF 2 100
PPL CORP COM 69351T106 562 17,275 SH DEF 5 12,775 4,500
PPL CORP COM 69351T106 12 370 SH DEF 6 370
PPL CORPORATION COM 69351T106 1,348 41,417 SH DEF 12 41,417
PPL CORPORATION COM 69351T106 3,904 120,000 SH DEF 13 120,000
PPL CORP COM 69351T106 122 4,000 SH DEF 4,000
PS BUSINESS PARKS COM 69360J107 3,162 93,000 SH DEF 3 91,400 1,600
PS BUSINESS PKS CALIF COM 69360J503 5 200 SH DEF 12 200
PSS WORLD MEDICAL COM 69366A100 244 36,640 SH DEF 3 32,990 3,650
PSS WORLD MEDICAL COM 69366A100 5 800 SH DEF 12 800
PTEK HOLDINGS COM 69366M104 296 63,512 SH DEF 12 63,512
PACCAR COM 693718108 117 3,450 SH DEF 2 3,450
PACCAR COM 693718108 2 60 SH DEF 6 60
PACCAR COM 693718108 1 39 SH DEF 12 39
PAC-WEST TELECOMM COM 69371Y101 4 15,140 SH DEF 12 15,140
PACHOLDER HIGH YIELD FUND UNIT 693742108 5 700 SH DEF 12 700
PACIFIC AMERICAN OME SHARES UNIT 693796104 1,595 109,255 SH DEF 12 109,255
PACIFIC CAPITAL BANCORP COM 69404P101 410 15,100 SH DEF 3 15,100
PACIFIC CAP BANCORP NEW COM 69404P101 5627 207,247 SH DEF 7 207,247
PACIFIC CREST CAP COM 694166109 630 20,500 SH DEF 6 19,200 1,300
PACIFIC CREST CAPITAL COM 694166109 1 21 SH DEF 12 21
PACIFIC NORTHWEST BANCORP COM 69466M103 3402 124,925 SH DEF 7 124,925
PACIFIC NORTHWEST BANCORP COM 69466M103 340 12,500 SH DEF 12 12,500
PACIFICARE HEALTH COM 695112102 16,387 709,691 SH DEF 6 687,791 21,900
PACIFICARE HEALTH SYSTEMS COM 695112102 886 38,383 SH DEF 12 38,383
PACKAGING CORP AMER COM 695156109 338 19,325 SH DEF 12 19,325
PACTIV CORP COM 695257105 837 50,858 SH DEF 12 50,858
PAIN THERAPEUTICS COM 69562K100 2 500 SH DEF 12 500
PALL CORP. COM 696429307 38 2,400 SH DEF 2 2,400
PALL CORP. COM 696429307 101 6,400 SH DEF 9 6,400
PALL CORP COM 696429307 691 43,732 SH DEF 12 43,732
PALL CORP. COM 696429307 2,529 101,000 SH DEF 15 101,000
PALM BEACH NATIONAL HOLDING CO COM 696595107 142 3,000 SH DEF 12 3,000
PALM COM 696642107 21 28,810 SH DEF 12 28,810
PALM COM 696642107 1 1,000 SH DEF 15 1,000
PALOMAR MED TECHNOLOGIES COM 697529303 1 613 SH DEF 12 613
PAMRAPO BANCORP COM 697738102 13 800 SH DEF 12 800
PANAMSAT CORP COM 697933109 5 310 SH DEF 6 310
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 21 610 SH DEF 12 610
PANDA PROJECT COM 69833F104 0 5 SH DEF 2 5
PANERA BREAD PANY COM 69840W108 5 200 SH DEF 2 200
PANERA BREAD CO CL A COM 69840W108 519 19,240 SH DEF 12 19,240
PAPA JOHNS INTERNATIONAL COM 698813102 1,149 39,460 SH DEF 3 37,660 1,800
PAPA JOHNS INTL COM 698813102 5,092 174,800 SH DEF 6 171,800 3,000
PAPA JOHNS INTERNATIONAL COM 698813102 513 17,600 SH DEF 12 17,600
PARACELSIAN COM 698898103 23 194,333 SH DEF 12 194,333
PARADIGM MEDICAL INDUSTRIES COM 69900Q108 13 50,000 SH DEF 12 50,000
PARADIGM GENETICS COM 69900R106 1 1,806 SH DEF 12 1,806
PARADYNE NETWORKS COM 69911G107 1 1,000 SH DEF 12 1,000
PARAGON TECHNOLOGIES COM 69912T108 2 300 SH DEF 12 300
PARALLEL PETE CORP COM 699157103 428 172,700 SH DEF 6 170,400 2,300
PARAMETRIC TECHNOLOGY CORP COM 699173100 15 8,266 SH DEF 12 8,266
PAREXEL INTERNATIONAL CORP COM 699462107 11 1,300 SH DEF 12 1,300
PARK NATIONAL CORP COM 700658107 15 160 SH DEF 2 160
PARK NATIONAL CORP COM 700658107 155 1,653 SH DEF 12 1,653
PARK PL ENTMT CORP COM 700690100 5 620 SH DEF 6 620
PARKPLACE ENTERTAINMENT CORP COM 700690100 39 4,915 SH DEF 12 4,915
PARKER DRILLING CO COM 701081101 16 7,200 SH DEF 12 7,200
PARKER HANNIFIN CORP COM 701094104 39 1,012 SH DEF 2 1,012
PARKER HANNIFIN CORP COM 701094104 606 15,860 SH DEF 6 15,860
PARKER HANNIFIN CORP COM 701094104 8 220 SH DEF 9 110 110
PARKER HANNIFIN CORP COM 701094104 540 14,126 SH DEF 12 14,126
PARKVALE FINL CORP COM 701492100 1,930 81,949 SH DEF 6 79,549 2,400
PARKVALE FINANCIAL CORP COM 701492100 538 22,837 SH DEF 12 22,837
PARKWAY PPTYS COM 70159Q104 311 9,200 SH DEF 3 9,200
PATINA OIL & GAS CORP COM 703224105 4,275 150,000 SH DEF 3 125,200 24,800
PATRIOT BANK COR PA COM 70335P103 439 32,500 SH DEF 6 32,500
PATRIOT BANK CORP PA COM 70335P103 1 100 SH DEF 12 100
PATTERSON DENTAL CO COM 703412106 715 13,976 SH DEF 12 13,976
PATTERSON UTI ENGY COM 703481101 510 20,000 SH DEF 6 20,000
PATTERSON-UTI ENERGY COM 703481101 67 2,612 SH DEF 12 2,612
PAXAR CORP COM 704227107 6,738 463,440 SH DEF 3 397,440 66,000
PAXAR CORP COM 704227107 58 4,000 SH DEF 12 4,000
PAXSON COMMUNICATIONS CORP COM 704231109 71 32,250 SH DEF 12 32,250
PAYCHEX, INC. COM 704326107 5,413 223,050 SH DEF 1 15,000 208,050
PAYCHEX COM 704326107 4 150 SH DEF 2 150
PAYCHEX COM 704326107 8 327 SH DEF 7 327
PAYCHEX COM 704326107 2 100 SH DEF 9 100
PAYCHEX COM 704326107 495 20,373 SH DEF 12 20,373
PAYLESS SHOESOURCE COM 704379106 19,017 352,100 SH DEF 6 342,600 9,500
PAYLESS SHOESOURCE COM 704379106 14 267 SH DEF 12 267
PAYPAL COM 704508100 119 5,700 SH DEF 12 5,700
PEABODY ENERGY CORP C COM 704549104 4,606 180,226 SH DEF 6 158,271 21,955
PEABODY ENERGY CORPORATION COM 704549104 148 5,800 SH DEF 12 5,800
PEAPACK-GLADSTONE FINANCIAL CO COM 704692102 2,409 37,062 SH DEF 1 37,062
PEAPACK-GLADSTONE FINANCIAL COM 704699107 15 236 SH DEF 12 236
PECHINEY SPONSORED AD COM 705151207 2,600 191,099 SH DEF 6 183,321 7,778
PECO II COM 705221109 1 500 SH DEF 12 500
PEDIATRIX MED GROUP COM 705324101 4,354 140,490 SH DEF 3 122,090 18,400
PEDIATRIX MEDICAL GROUP COM 705324101 8 250 SH DEF 12 250
PEERLESS MFG CO COM 705514107 194 23,100 SH DEF 6 21,900 1,200
PEET'S COFFEE & TEA COM 705560100 54 4,200 SH DEF 2 4,200
PEGASUS SYSTEMS COM 705906105 1,765 167,330 SH DEF 3 137,430 29,900
PENN NATIONAL GAMING COM 707569109 8,082 428,050 SH DEF 3 269,150 158,900
PENN NATIONAL GAMING COM 707569109 11 600 SH DEF 12 600
PENN VA CORP NASD INDL COM 707882106 139 4,300 SH DEF 3 4,300
PENN VIRGINIA CORP COM 707882106 130 4,000 SH DEF 6 4,000
PENN VIRGINIA CORP COM 707882106 1,252 38,649 SH DEF 12 38,649
PENN VA RESOURCE PARTNERS LP COM 707884102 1,129 55,596 SH DEF 12 55,596
PENNEY (J C) CO COM 708160106 13 800 SH DEF 2 800
PENNEY J C COM 708160106 350 21,970 SH DEF 6 21,970
J C PENNEY CO COM 708160106 176 11,075 SH DEF 12 11,075
PENNFED FINL SVCS COM 708167101 1,515 55,100 SH DEF 6 51,600 3,500
PENNROCK FINANCIAL SERVICES COM 708352109 3 115 SH DEF 12 115
PENNSYLVANIA MERCE BANCORP COM 708677109 637 15,924 SH DEF 7 15,924
PENNSYLVANIA COMMERCE COM 708677109 61 1,532 SH DEF 12 1,532
PENNSYLVANIA REAL ESTATE COM 709102107 36 1,414 SH DEF 12 1,414
PENNZOIL-QUAKER STATE CO COM 709323109 285 12,952 SH DEF 12 12,952
PENTAIR NASD INDL COM 709631105 212 5,700 SH DEF 3 5,700
PENTAIR COM 709631105 4 100 SH DEF 6 100
PENTAIR COM 709631105 0 0 SH DEF 9
PENTAIR COM 709631105 523 14,061 SH DEF 12 14,061
PENTAIR INC. COM 709631105 36,427 980,000 SH DEF 14 980,000
PENTON MEDIA COM 709668107 0 300 SH DEF 2 300
PENWEST PHARMACEUTICALS CO COM 709754105 1 100 SH DEF 12 100
PEOPLES BANCORP COM 709789101 989 38,500 SH DEF 6 37,400 1,100
PEOPLES BANCORP -OH COM 709789101 61 2,389 SH DEF 12 2,389
PEOPLES BANK-BRIDGEPORT CONN COM 710198102 188 8,361 SH DEF 12 8,361
PEOPLES BANCORP OF N C COM 710577107 4 297 SH DEF 12 297
PEOPLES ENERGY CORP. COM 711030106 23 694 SH DEF 2 694
PEOPLES ENERGY CORP COM 711030106 20,302 602,600 SH DEF 6 586,600 16,000
PEOPLES ENERGY CORP COM 711030106 71 2,108 SH DEF 12 2,108
PEOPLESOFT, INC. COM 712713106 179 14,500 SH DEF 1 14,500
PEOPLESOFT COM 712713106 7 600 SH DEF 2 600
PEOPLESOFT COM 712713106 111 8,945 SH DEF 12 8,945
PEP BOYS MANNY MOE & JACK COM 713278109 9,132 745,470 SH DEF 3 684,770 60,700
PEP BOYS MANNY MOE & JACK COM 713278109 239 19,508 SH DEF 9 19,508
PEP BOYS-MANNY MOE & JACK COM 713278109 37 2,990 SH DEF 12 2,990
PEPCO HOLDINGS COM 713291102 81 4,049 SH DEF 2 4,049
PEPCO HOLDINGS COM 713291102 1,859 93,170 SH DEF 3 79,570 13,600
PEPCO HOLDINGS COM 713291102 5 230 SH DEF 6 230
PEPCO HOLDINGS COM 713291102 1,484 74,364 SH DEF 12 74,364
THE PEPSI BOTTLING GROUP COM 713409100 5 221 SH DEF 12 221
PEPSIAMERICAS COM 71343P200 25 1,767 SH DEF 2 1,767
PEPSIAMERICAS COM 71343P200 1,676 118,000 SH DEF 3 76,500 41,500
PEPSIAMERICAS COM 71343P200 5 330 SH DEF 6 330
PEPSIAMERICAS COM 71343P200 159 11,231 SH DEF 12 11,231
PEPSICO COM 713448108 10,534 285,097 SH DEF 1 13,000 272,097
PEPSICO COM 713448108 13,912 376,496 SH DEF 2 370,402 6,094
PEPSICO COM 713448108 8,645 233,957 SH DEF 3 229,657 4,300
PEPSICO COM 713448108 67 1,811 SH DEF 4 1,811
PEPSICO COM 713448108 3,988 107,921 SH DEF 5 84,676 23,245
PEPSICO COM 713448108 641 17,350 SH DEF 6 17,350
PEPSICO COM 713448108 717 19,400 SH DEF 7 19,400
PEPSICO COM 713448108 2,284 61,810 SH DEF 9 2,995 58,815
PEPSICO COM 713448108 12,738 344,723 SH DEF 11 61,700 2,386
PEPSICO COM 713448108 14,215 384,711 SH DEF 12 384,711
PEPSICO COM 713448108 4,401 75,100 SH DEF 15 75,100
PEPSICO INC COM 713448108 154 4,200 SH DEF 4,200
PEREGRINE PHARMACEUTICALS COM 713661106 0 1,000 SH DEF 7 1,000
PEREGRINE SYSTEMS COM 71366Q101 1 15,801 SH DEF 12 15,801
PEREGRINE SYSTEMS COM 71366Q101 0 1,500 SH DEF 15 1,500
PERFORMANCE FOOD GROUP CO COM 713755106 303 8,915 SH DEF 12 8,915
PERFORMANCE TECHNOLOGIES COM 71376K102 2 500 SH DEF 12 500
PERINI CORP COM 713839108 504 120,000 SH DEF 6 117,900 2,100
PERKINELMER COM 714046109 1 176 SH DEF 2 176
PERKINELMER COM 714046109 0 50 SH DEF 6 50
PERKINELMER COM 714046109 70 12,778 SH DEF 12 12,778
PEROT SYSTEMS CORP COM 714265105 496 53,300 SH DEF 12 53,300
PEROT SYSTEMS CORP COM 714265105 61 5,000 SH DEF 5,000
PERRIGO CO NASD INDL COM 714290103 7,615 716,360 SH DEF 3 517,260 199,100
PERRIGO CO COM 714290103 537 50,525 SH DEF 12 50,525
PERVASIVE SOFTWARE COM 715710109 548 190,450 SH DEF 6 183,550 6,900
PETROCORP COM 71645N101 107 13,100 SH DEF 6 12,200 900
PETROLEUM & RESOURCES CORP UNIT 716549100 55 2,872 SH DEF 12 2,872
PETROLEO BRASILEIRO S.A.- PETROBRAS ADR 71654V101 1 150 SH DEF 2 150
PETROLEO BRASILEIRO S.A. - ADR ADR 71654V101 13,303 1,393,000 SH DEF 3 1,393,000
PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 149 13,900 SH DEF 3 13,900
PETROLEUM DEV CORP COM 716578109 1,186 232,600 SH DEF 6 224,700 7,900
PETROLEUM DEVELOPMENT CORP-NEV COM 716578109 5 1,000 SH DEF 12 1,000
***PETROQUEST ENERGY COM 716748108 67 15,200 SH DEF 12 15,200
PETSMART COM 716768106 771 43,310 SH DEF 3 29,810 13,500
PETSMART COM 716768106 51 2,891 SH DEF 12 2,891
PETSMART INC COM 716768106 9 700 SH DEF 700
PFIZER, INC. COM 717081103 29,291 1,009,323 SH DEF 1 19,000 990,323
PFIZER COM 717081103 20,495 706,250 SH DEF 2 698,372 7,878
PFIZER COM 717081103 48,613 1,675,151 SH DEF 3 1,646,151 29,000
PFIZER COM 717081103 348 11,981 SH DEF 4 11,981
PFIZER COM 717081103 9,035 311,328 SH DEF 5 238,462 72,866
PFIZER COM 717081103 3442 118,618 SH DEF 7 118,618
PFIZER COM 717081103 3,980 137,157 SH DEF 9 137,157
PFIZER INC. COM 717081103 1,683 58,000 SH DEF 10 58,000
PFIZER COM 717081103 2,930 100,967 SH DEF 11 73,710 818
PFIZER COM 717081103 36,804 1,268,233 SH DEF 12 1,268,233
PFIZER COM 717081103 12,571 273,375 SH DEF 15 273,375
PFIZER INC COM 717081103 477 13,000 SH DEF 13,000
PHARMACEUTICAL PRODUCT COM 717124101 388 20,041 SH DEF 12 20,041
PHARMACEUTICAL RES COM 717125108 3,790 135,460 SH DEF 3 123,560 11,900
PHARMACEUTICAL RESOURCES COM 717125108 460 16,450 SH DEF 12 16,450
PHARMACEUTICAL HOLDRS TR COM 71712A206 228 3,300 SH DEF 12 3,300
PHARMACOPEIA COM 71713B104 473 53,347 SH DEF 9 53,347
PHARMACOPEIA COM 71713B104 14 1,525 SH DEF 12 1,525
PHARMANETICS COM 71713J107 28 5,750 SH DEF 12 5,750
PHARMACIA CORP COM 71713U102 5,450 140,165 SH DEF 2 134,598 5,567
PHARMACIA CORP COM 71713U102 14,049 361,346 SH DEF 3 352,846 8,500
PHARMACIA COM 71713U102 16 400 SH DEF 4 400
PHARMACIA CORP COM 71713U102 5,259 135,271 SH DEF 5 102,016 33,255
PHARMACIA CORP COM 71713U102 1,306 33,597 SH DEF 6 33,597
PHARMACIA CORP COM 71713U102 19 500 SH DEF 7 500
PHARMACIA CORP COM 71713U102 343 8,822 SH DEF 11 8,004
PHARMACIA CORP COM 71713U102 4,242 109,111 SH DEF 12 109,111
PHARMACIA CORP. COM 71713U102 193 3,133 SH DEF 15 3,133
PHELPS DODGE COM 717265102 6 240 SH DEF 2 240
PHELPS DODGE CORP COM 717265102 67 2,600 SH DEF 3 2,600
PHELPS DODGE CORP COM 717265102 11,342 442,510 SH DEF 6 404,410 38,100
PHELPS DODGE CORP COM 717265102 122 4,755 SH DEF 12 4,755
PHILADELPHIA CONS HLDG CO. COM 717528103 4346 147,325 SH DEF 7 147,325
PHILADELPHIA CONSOLIDATED COM 717528103 30 1,000 SH DEF 12 1,000
PHILADELPHIA SUBURBAN CORP NEW COM 718009608 273 13,427 SH DEF 12 13,427
PHILADELPHIA SUBN CORP COM 718009608 402 22,000 SH DEF 22,000
PHILIP MORRIS COS. COM 718154107 927 23,900 SH DEF 1 9,000 14,900
PHILIP MORRIS PANIES COM 718154107 2,378 61,295 SH DEF 2 58,746 2,549
PHILIP MORRIS COS COM 718154107 34,415 886,996 SH DEF 3 870,396 16,600
PHILIP MORRIS COS COM 718154107 827 21,325 SH DEF 5 16,225 5,100
PHILIP MORRIS CO COM 718154107 8,828 227,526 SH DEF 6 227,526
PHILIP MORRIS PANIES COM 718154107 57 1,476 SH DEF 7 1,476
PHILIP MORRIS PANIES COM 718154107 339 8,725 SH DEF 11 6,650
PHILIP MORRIS COMPANIES COM 718154107 10,635 274,105 SH DEF 12 274,105
PHILIP MORRIS PANIES COM 718154107 13,386 217,560 SH DEF 15 217,560
PHILLIPS VAN HEUSEN CORP COM 718592108 1,915 151,950 SH DEF 3 141,550 10,400
PHILLIPS VAN HEUSEN COM 718592108 771 61,200 SH DEF 6 54,500 6,700
PHILLIPS VAN HEUSEN CORP COM 718592108 67 5,300 SH DEF 12 5,300
THE PHOENIX PANIES COM 71902E109 13 941 SH DEF 2 941
PHOENIX COMPANIES NEW COM 71902E109 20 1,502 SH DEF 12 1,502
PHOENIX GROUP CORP COM 71906P100 1 15,000 SH DEF 12 15,000
PHOTON DYNAMICS COM 719364101 16 850 SH DEF 12 850
PHYCOGEN COM 7194099A4 200 10,288 SH DEF 5 10,288
PIEDMONT NATURAL GAS CO COM 720186105 28 800 SH DEF 2 800
PIEDMONT NATURAL GAS CO COM 720186105 745 21,011 SH DEF 12 21,011
PIER 1 IMPORTS COM 720279108 19 1,000 SH DEF 2 1,000
PIER 1 IMPORTS DEL COM 720279108 1,556 81,590 SH DEF 3 67,790 13,800
PIER 1 IMPORTS COM 720279108 109 5,730 SH DEF 12 5,730
PILGRIM'S PRIDE CORP CL B 721467108 1,440 154,830 SH DEF 6 154,830
PILGRIM'S PRIDE CORP CL A 721467207 1,275 178,290 SH DEF 6 172,240 6,050
PIMCO CALIF MUN OME FUND UNIT 72200N106 30 2,000 SH DEF 12 2,000
PIMCO MUN OME FUND UNIT 72200R107 8 500 SH DEF 12 500
PIMCO CORPORATE OME FD UNIT 72200U100 4 312 SH DEF 12 312
PIMCO STRATEGIC GLOBAL GOVT FD UNIT 72200X104 154 12,804 SH DEF 12 12,804
PINELAWN CEMETERY COM 723104105 31 200 SH DEF 12 200
PINNACLE ENTERTAINMENT COM 723456109 463 63,470 SH DEF 12 63,470
PINNACLE ENTERTAINMENT, INC. COM 723456109 12,994 1,780,000 SH DEF 14 1,780,000
PINNACLE BANKSHARES CORP COM 72345E102 2 150 SH DEF 12 150
PINNACLE BUSINESS MANAGEMENT COM 72345F109 2 2,000,000 SH DEF 12 2,000,000
PINNACLE SYSTEMS COM 723481107 17 1,600 SH DEF 12 1,600
PINNACLE WEST CAP COM 723484101 5 180 SH DEF 6 180
PINNACLE WEST CAPITAL CORP COM 723484101 74 2,650 SH DEF 12 2,650
PIONEER HIGH OME TR UNIT 72369H106 36 2,792 SH DEF 12 2,792
PIONEER INTEREST SHARES UNIT 723703104 52 4,400 SH DEF 12 4,400
PIONEER NATURAL RES COM 723787107 5 210 SH DEF 6 210
PIONEER NATURAL RESOURCES CO COM 723787107 34 1,395 SH DEF 12 1,395
PIONEER RAILCORP COM 723839106 2 1,000 SH DEF 12 1,000
PIONEER STANDARD COM 723877106 386 53,300 SH DEF 2 53,300
PIONEER STANDARD ELECTRONICS COM 723877106 29 3,950 SH DEF 12 3,950
PITNEY-BOWES COM 724479100 440 14,429 SH DEF 2 14,279 150
PITNEY BOWES COM 724479100 488 16,000 SH DEF 3 16,000
PITNEY BOWES COM 724479100 1,238 40,530 SH DEF 6 33,350 7,180
PITNEY-BOWES COM 724479100 1,699 55,715 SH DEF 9 2,665 53,050
PITNEY BOWES AVEC DROITS COM 724479100 793 26,017 SH DEF 12 26,017
PITNEY BOWES COM 724479100 2,456 50,800 SH DEF 15 50,800
PITTSBURGH & WEST VIRGINIA COM 724819107 9 1,000 SH DEF 12 1,000
PITTSBURGH FINANCIAL CORP COM 725098107 17 1,500 SH DEF 12 1,500
PITTSTON CO BRINKS GRP COM 725701106 6,941 309,880 SH DEF 3 275,780 34,100
PIXAR COM 725811103 1,489 30,950 SH DEF 6 30,950
PIXAR COM 725811103 193 4,005 SH DEF 12 4,005
PLACER DOME COM 725906101 19 2,042 SH DEF 2 2,042
***PLACER DOME COM 725906101 135 14,800 SH DEF 12 14,800
PLACER DOME COM 725906101 7 500 SH DEF 15 500
PLAINS ALL AMERICAN PIPELINE COM 726503105 114 4,701 SH DEF 12 4,701
PLAINS RESOURCES NEW COM 726540503 619 24,000 SH DEF 2 24,000
PLAINS RESOURCES COM 726540503 608 23,600 SH DEF 3 23,600
PLANAR SYSTEMS COM 726900103 1,753 109,960 SH DEF 3 47,960 62,000
PLANTRONICS COM 727493108 176 10,800 SH DEF 3 10,800
PLANTRONICS NEW COM 727493108 24 1,500 SH DEF 12 1,500
PLAYTEX PRODUCTS COM 72813P100 3,623 425,700 SH DEF 3 322,300 103,400
PLAYTEX PRODUCTS COM 72813P100 3 375 SH DEF 12 375
PLEXUS CORP COM 729132100 5 500 SH DEF 12 500
PLUG PWR COM 72919P103 3 550 SH DEF 12 550
PLUM CREEK TIMBER PANY COM 729251108 122 5,393 SH DEF 2 5,393
PLUM CREEK TIMBER COM 729251108 30 1,315 SH DEF 4 1,315
PLUM CREEK TIMBER PANY COM 729251108 389 17,200 SH DEF 5 15,700 1,500
PLUM CREEK TIMBER PANY COM 729251108 16 708 SH DEF 7 708
PLUM CREEK TIMBER CO COM 729251108 1,778 78,646 SH DEF 12 78,646
POGO PRODUCING CO COM 730448107 3,453 101,380 SH DEF 3 49,980 51,400
POGO PRODUCING CO COM 730448107 53 1,543 SH DEF 12 1,543
POLARIS INDS COM 731068102 3,866 62,360 SH DEF 3 10,960 51,400
POLO RALPH LAUREN CL A COM 731572103 1,743 83,860 SH DEF 3 79,260 4,600
POLO RALPH LAUREN CL A 731572103 4 210 SH DEF 6 210
POLO RALPH LAUREN CORP-CL A COM 731572103 2 100 SH DEF 12 100
POLY COM 73172K104 1 200 SH DEF 2 200
POLYCOM COM 73172K104 666 98,125 SH DEF 12 98,125
POLYMEDICA CORP COM 731738100 3,046 115,310 SH DEF 3 106,110 9,200
POLYMEDICA CORP COM 731738100 73 2,780 SH DEF 12 2,780
POLYONE CORP COM 73179P106 1,168 137,050 SH DEF 6 120,750 16,300
POLYONE CORP COM 73179P106 120 14,000 SH DEF 14,000
POMEROY PUTER RESOURCES COM 731822102 17 1,695 SH DEF 2 1,695
POMEROY PUTER RES COM 731822102 1,881 190,800 SH DEF 6 183,400 7,400
POPE & TALBOT COM 732827100 41 3,200 SH DEF 12 3,200
POPULAR COM 733174106 10,255 324,540 SH DEF 3 247,940 76,600
POPULAR COM 733174106 2 50 SH DEF 6 50
***POPULAR COM 733174106 2,852 90,260 SH DEF 12 90,260
PORT FINANCIAL CORP COM 734119100 44 1,100 SH DEF 3 1,100
PORT FINANCIAL CORP COM 734119100 983 24,575 SH DEF 7 24,575
PORT FINANCIAL CORP COM 734119100 10 260 SH DEF 12 260
PORTAL SOFTWARE COM 736126103 0 300 SH DEF 2 300
PORTAL SOFTWARE COM 736126103 24 100,000 SH DEF 4 100,000
PORTAL SOFTWARE COM 736126103 4 15,448 SH DEF 12 15,448
PORTUGAL TELE SGPS S.A. ADR 737273102 1 275 SH DEF 2 275
PORTUGAL TEL SGPS SA COM 737273102 33 7,140 SH DEF 6 7,140
POSSIS MEDICAL COM 737407106 5 500 SH DEF 2 500
POST PROPERTIES COM 737464107 827 31,840 SH DEF 2 31,840
POST PROPERTIES COM 737464107 97 3,738 SH DEF 12 3,738
***POTASH CORP OF SASKATCHEWAN COM 73755L107 19 300 SH DEF 12 300
POTLATCH CORP COM 737628107 281 9,800 SH DEF 3 9,800
POWER INTEGRATIONS COM 739276103 436 35,800 SH DEF 3 32,800 3,000
POWER-ONE COM 739308104 11 3,600 SH DEF 12 3,600
POWERWAVE TECHNOLOGIES COM 739363109 6 1,800 SH DEF 12 1,800
POZEN COM 73941U102 28 5,500 SH DEF 12 5,500
PRAECIS PHARMACEUTICALS COM 739421105 14 4,600 SH DEF 2 4,600
PRAECIS PHARMACEUTICALS COM 739421105 20 6,725 SH DEF 12 6,725
PRAXAIR COM 74005P104 51 1,000 SH DEF 2 1,000
PRAXAIR COM 74005P104 296 5,800 SH DEF 5 5,800
PRAXAIR COM 74005P104 924 18,080 SH DEF 6 18,080
PRAXAIR COM 74005P104 5 100 SH DEF 7 100
PRAXAIR COM 74005P104 313 6,124 SH DEF 12 6,124
PRE-PAID LEGAL SERVICES COM 740065107 26 1,300 SH DEF 12 1,300
PRECISION CASTPARTS C COM 740189105 20,518 953,124 SH DEF 6 930,769 710 21,645
PRECISION CASTPARTS CORP COM 740189105 74 3,410 SH DEF 12 3,410
PRECISION DRILLING CORP COM 74022D100 5,925 196,830 SH DEF 3 182,930 13,900
PRECISION DRILLING CORP COM 74022D100 57 1,900 SH DEF 1,900
PREFERRED OME OPPORTUNITY UNIT 74037H104 15 1,200 SH DEF 12 1,200
PRENTISS PROPERTIES TRUST COM 740706106 8 280 SH DEF 2 280
PRESIDENTIAL LIFE CORP COM 740884101 59 4,098 SH DEF 12 4,098
PRESIDENTIAL REALTY CORP NEW COM 741004204 1 100 SH DEF 12 100
PRESSTEK COM 741113104 1 300 SH DEF 12 300
PRICE COMMUNICATIONS CORP NEW COM 741437305 106 9,400 SH DEF 12 9,400
PRICE LEGACY CORP COM 74144P205 8 500 SH DEF 12 500
T ROWE PRICE GROUP COM 74144T108 5 220 SH DEF 7 220
PRICE T ROWE GROUP COM 74144T108 3,311 132,642 SH DEF 12 132,642
PRICELINE.COM COM 741503106 28 19,300 SH DEF 12 19,300
PRIDE INTL DEL COM 74153Q102 4 280 SH DEF 6 280
PRIDE INTERNATIONAL COM 74153Q102 127 9,800 SH DEF 12 9,800
PRIME MEDICAL SVCS I COM 74156D108 785 85,000 SH DEF 3 85,000
PRIME MED SVC COM 74156D108 41 4,400 SH DEF 6 4,400
PRIME RETAIL COM 741570105 1 22,098 SH DEF 12 22,098
PRIME RETAIL -8.50% CONV PFD 741570303 4 1,547 SH DEF 12 1,547
PRIMEDIA COM 74157K101 3 2,400 SH DEF 12 2,400
PRIME GROUP REALTY TRUST-SBI COM 74158J103 10 2,025 SH DEF 12 2,025
PRIME HOSPITALITY COM 741917108 98 12,000 SH DEF 6 11,400 600
PRIMUS TELECOMMUNICATIONS COM 741929103 5 6,000 SH DEF 12 6,000
PRIDE INTERNATIONAL COM 741932107 65 5,000 SH DEF 2 5,000
PRETON REVIEW COM 742352107 35 5,800 SH DEF 12 5,800
PRIPAL FINANCIAL GROUP COM 74251V102 2,676 102,210 SH DEF 2 99,060 3,150
PRIPAL FINANCIAL GROUP COM 74251V102 3,461 132,200 SH DEF 3 132,200
PRIPAL FINANCIAL GROUP COM 74251V102 2,436 93,040 SH DEF 5 68,925 24,115
PRIPAL FINANCIAL GROUP COM 74251V102 376 14,373 SH DEF 12 14,373
PRINTCAFE SOFTWARE INC COM 742562101 19 1,900 SH DEF 1,900
PRIORITY HEALTHCARE CORP-CL B COM 74264T102 2 80 SH DEF 12 80
PROBUSINESS SERVICES COM 742674104 2 300 SH DEF 12 300
PROCTER & GAMBLE CO. COM 742718109 1,880 21,030 SH DEF 1 21,030
PROCTER & GAMBLE CO. COM 742718109 52,843 591,218 SH DEF 2 581,490 9,728
PROCTER & GAMBLE CO COM 742718109 26,355 294,861 SH DEF 3 289,561 5,300
PROCTER & GAMBLE COM 742718109 476 5,321 SH DEF 4 5,321
PROCTER & GAMBLE CO COM 742718109 14,973 167,521 SH DEF 5 162,272 5,249
PROCTER & GAMBLE CO COM 742718109 3,122 34,933 SH DEF 6 34,933
PROCTER & GAMBLE CO. COM 742718109 1818 20,340 SH DEF 7 20,340
PROCTER & GAMBLE CO. COM 742718109 36 400 SH DEF 9 400
PROCTER & GAMBLE CO COM 742718109 8,016 89,682 SH DEF 11 65,977 202
PROCTER & GAMBLE CO COM 742718109 24,591 275,132 SH DEF 12 275,132
PROCTER & GAMBLE CO. COM 742718109 822 5,800 SH DEF 15 5,800
***PROCYON BIOPHARMA COM 74280P100 7 25,000 SH DEF 12 25,000
PROGRESS ENERGY COM 743263105 559 13,674 SH DEF 2 13,674
PROGRESS ENERGY COM 743263105 24 587 SH DEF 6 587
PROGRESS ENERGY COM 743263105 256 6,270 SH DEF 9 120 6,150
PROGRESS ENERGY COM 743263105 1,541 37,701 SH DEF 11 29,921 250
PROGRESS ENERGY COM 743263105 2,188 53,539 SH DEF 12 53,539
PROGRESS ENERGY COM 743263105 84 1,300 SH DEF 15 1,300
PROGRESS ENERGY CVO COM 743263AA3 0 937 SH DEF 2 937
PROGRESS ENERGY COM 743263AA3 0 100 SH DEF 6 100
PROGRESS SOFTWARE CO COM 743312100 5,804 479,650 SH DEF 3 413,250 66,400
PROGRESS SOFTWARE CORP COM 743312100 5 400 SH DEF 12 400
PROGRESSIVE CORP OHIO COM 743315103 658 13,000 SH DEF 3 13,000
PROGRESSIVE CORP-OHIO COM 743315103 109 2,148 SH DEF 12 2,148
PROLOGIS COM 743410102 76 3,050 SH DEF 2 3,050
PROLOGIS COM 743410102 243 9,747 SH DEF 12 9,747
***PROMETIC LIFE SCIENCES COM 74342Q104 1 1,100 SH DEF 12 1,100
PROPHET 21 COM 743459109 1 100 SH DEF 4 100
PROQUEST PANY COM 74346P102 89 2,945 SH DEF 3 2,945
PROQUEST PANY COM 74346P102 33,267 1,096,100 SH DEF 8 1,096,100
PROQUEST COMPANY COM 74346P102 6 200 SH DEF 12 200
FPG P AMERICAIN A MOYENNE UNIT 743586406 6 2,483 SH DEF 12 2,483
PROSPERITY BANCSHARES COM 743606105 1653 97,050 SH DEF 7 97,050
PROTECTIVE LIFE CORP NASD BK INS COM 743674103 1,772 57,600 SH DEF 3 57,600
PROTECTIVE LIFE CORP COM 743674103 4 140 SH DEF 6 140
PROTECTIVE LIFE CORP. COM 743674103 1179 38,325 SH DEF 7 38,325
PROTECTIVE LIFE CORP COM 743674103 59 1,920 SH DEF 12 1,920
PROTEIN DESIGN LABS COM 74369L103 34 4,100 SH DEF 4 4,100
PROTEIN DESIGN LABS COM 74369L103 14 1,630 SH DEF 12 1,630
PROTON ENERGY SYSTEM COM 74371K101 6 3,000 SH DEF 12 3,000
PROVIDENT BANKSHARES COM 743859100 9 414 SH DEF 4 414
PROVIDENT BANKSHARES CORP COM 743859100 1,277 59,189 SH DEF 12 59,189
PROVIDENT FINANCIAL GRP COM 743866105 610 24,312 SH DEF 2 4,960 19,352
PROVIDENT FINANCIAL GROUP COM 743866105 385 15,335 SH DEF 4 15,335
PROVIDENT FINANCIAL GROUP COM 743866105 198 7,900 SH DEF 12 7,900
***PROVIDENT ENERGY TRUST COM 74386K104 7 1,000 SH DEF 12 1,000
PROVE HEALTHCARE CO COM 743977100 15 900 SH DEF 12 900
PROVIDIAN FINANCIAL CORP. COM 74406A102 2 400 SH DEF 2 400
PROVIDIAN FINANCIAL CORP. COM 74406A102 11,124 2,270,104 SH DEF 8 2,270,104
PROVIDIAN FINANCIAL CORP. COM 74406A102 66,640 13,600,000 SH DEF 10 13,600,000
PROVIDIAN FINANCIAL CORP COM 74406A102 1,225 250,063 SH DEF 12 250,063
PROVIDIAN FINANCIAL CORP. COM 74406A102 49,000 10,000,000 SH DEF 14 10,000,000
PROVIDIAN FINL CORP COM 74406A102 25 5,000 SH DEF 5,000
PRUDENTIAL FINANCIAL COM 744320102 91 3,184 SH DEF 2 3,184
PRUDENTIAL FINANCIAL COM 744320102 783 27,405 SH DEF 12 27,405
PRUDENTIAL FINANCIAL PFD 744320201 2 35 SH DEF 12 35
PRUDENTIAL PLC ADR ADR 74435K204 1 137 SH DEF 7 137
PSINET PFD 74437C309 6 2,250 SH DEF 12 2,250
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 19 615 SH DEF 2 615
PUBLIC SVC ENTERPR COM 744573106 3 100 SH DEF 6 100
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 60 1,954 SH DEF 9 1,954
PUBLIC SERVICE ENTERPRISE COM 744573106 1,665 54,596 SH DEF 12 54,596
PUBLIC STORAGE COM 74460D109 16 500 SH DEF 2 500
PUBLIC STORAGE COM 74460D109 4,764 149,350 SH DEF 6 149,350
PUBLIC STORAGE COM 74460D109 9 291 SH DEF 12 291
PUBLICIS GROUPE S A N COM 74463M106 286 14,815 SH DEF 6 155 14,660
PUGET SOUND PWR & LT CO COM 745310102 284 13,900 SH DEF 3 5,500 8,400
PUGET ENERGY NEW COM 745310102 4,257 208,621 SH DEF 6 204,136 535 3,950
PUGET ENERGY ORPORATED COM 745310102 4 200 SH DEF 7 200
PUGET ENERGY COM 745310102 306 14,983 SH DEF 12 14,983
PULASKI FINANCIAL CORP COM 745548107 270 15,000 SH DEF 12 15,000
PULITZER COM 745769109 104 2,500 SH DEF 3 2,500
PULTE HOMES COM 745867101 6 130 SH DEF 6 130
PULTE HOMES COM 745867101 23 544 SH DEF 12 544
PURCHASEPRO. COM 746144104 0 28 SH DEF 4 28
PURE WORLD COM 74622C106 3 6,017 SH DEF 12 6,017
PUTNAM HIGH OME UNIT 746479104 56 3,800 SH DEF 12 3,800
PUTNAM HIGH OME BOND FUND UNIT 746779107 12 1,900 SH DEF 12 1,900
PUTNAM HIGH YIELD MUNICIPAL UNIT 746781103 27 3,440 SH DEF 12 3,440
PUTNAM INVESTMENT GRADE UNIT 746805100 40 3,400 SH DEF 12 3,400
PUTNAM MANAGED HIGH YIELD UNIT 746819101 59 7,600 SH DEF 12 7,600
PUTNAM MANAGED MUNICIPAL UNIT 746823103 174 21,194 SH DEF 12 21,194
PUTNAM MASTER OME TRUST-SBI UNIT 74683K104 711 108,247 SH DEF 12 108,247
PUTNAM MUNICIPAL BOND FUND UNIT 74683V100 7 552 SH DEF 12 552
PUTNAM PREMIER OME TRUST UNIT 746853100 950 150,554 SH DEF 12 150,554
PUTNAM MASTER INTERMEDIATE UNIT 746909100 960 150,445 SH DEF 12 150,445
PUTNAM TAX FREE HEALTH CARE UNIT 746920107 223 18,000 SH DEF 12 18,000
PUTNAM NEW YORK INVESTMENT UNIT 746921105 19 1,500 SH DEF 12 1,500
PUTNAM MUNICIPAL OPPORTUNITIES UNIT 746922103 176 13,400 SH DEF 12 13,400
***QLT COM 746927102 1 100 SH DEF 12 100
QLOGIC CORP COM 747277101 255 9,800 SH DEF 3 9,000 800
QLOGIC CORP COM 747277101 80 3,070 SH DEF 12 3,070
Q E P COM 74727K102 122 29,575 SH DEF 6 28,200 1,375
QUAKER CHEMICAL CORP COM 747316107 56 2,900 SH DEF 12 2,900
QUAKER CITY BANCORP COM 74731K106 1,124 33,875 SH DEF 6 33,875
QUAKER FABRIC COM 747399103 1,626 258,500 SH DEF 6 249,800 8,700
QUALM COM 747525103 404 14,610 SH DEF 2 10,570 4,040
QUALM COM 747525103 423 15,300 SH DEF 3 13,500 1,800
QUALM COM 747525103 524 18,980 SH DEF 5 14,900 4,080
QUALCOMM COM 747525103 4,788 173,362 SH DEF 12 173,362
QUALM COM 747525103 4 100 SH DEF 15 100
QUALITY SYSTEMS COM 747582104 353 20,900 SH DEF 12 20,900
QUANEX CORP COM 747620102 14,973 431,510 SH DEF 3 325,210 106,300
QUANEX CORP COM 747620102 7,644 220,300 SH DEF 6 212,700 7,600
QUANTA SVCS COM 74762E102 1,930 928,100 SH DEF 6 904,500 23,600
QUANTUM-DLT & STORAGE COM 747906204 3 1,410 SH DEF 4 1,410
QUANTUM CORP COM 747906204 65 29,600 SH DEF 5 22,200 7,400
QUANTUM CORP DSSG COM COM 747906204 26 11,948 SH DEF 12 11,948
QUEENSTOWN BANCORP OF MARYLAND COM 74831Y105 12 212 SH DEF 12 212
QUEST DIAGNOSTICS COM 74834L100 733 11,913 SH DEF 12 11,913
QUESTAR CORP. COM 748356102 37 1,600 SH DEF 2 1,600
QUESTAR CORP COM 748356102 276 12,100 SH DEF 5 6,800 5,300
QUESTAR CORP COM 748356102 5,367 235,000 SH DEF 6 235,000
QUESTAR CORP COM 748356102 15 665 SH DEF 12 665
QUINTILES TRANSNATION COM 748767100 1,256 133,665 SH DEF 6 120,845 12,820
QUINTILES TRANSNATIONAL CORP COM 748767100 1,851 194,644 SH DEF 12 194,644
QWEST MUNICATIONS INTERNATIONAL COM 749121109 83 36,273 SH DEF 2 36,273
QWEST MUNICATIONS COM 749121109 2 709 SH DEF 4 709
QWEST MUNICATIONS INTERNATI COM 749121109 433 189,925 SH DEF 5 136,700 53,225
QWEST MUNICATIONS INTERNATIONAL IN COM 749121109 0 185 SH DEF 7 185
QWEST MUNICATIONS INTERNATIONAL COM 749121109 86,685 38,019,570 SH DEF 8 38,019,570
QWEST MUNICATIONS INTERNATIONAL IN COM 749121109 19 8,275 SH DEF 9 550 7,725
QWEST COMMUNICATIONS INTERNATIONAL, COM 749121109 175,641 77,035,552 SH DEF 10 77,035,552
QWEST MUNICATIONS INTL COM 749121109 41 18,096 SH DEF 11 10,246
QWEST COMMUNICATIONS COM 749121109 1,168 512,120 SH DEF 12 512,120
QWEST COMMUNICATIONS INTL INC COM 749121109 11 5,000 SH DEF 5,000
R & B COM 749124103 779 90,000 SH DEF 6 86,700 3,300
R&G FINANCIAL CORP CL B COM 749136107 17,433 798,940 SH DEF 3 624,640 174,300
RESOURCE ASSET INVESTMENT TRUST COM 749227104 80 3,900 SH DEF 3 3,900
RAIT INVESTMENT TRUST COM 749227104 7 362 SH DEF 12 362
RCM TECHNOLOGIES COM 749360400 634 149,200 SH DEF 6 144,100 5,100
RCN CORP COM 749361101 3 6,536 SH DEF 4 6,536
RCN CORP COM 749361101 23 44,258 SH DEF 12 44,258
R H INVESTMENT PANY COM 749550992 2,682 14,908 SH DEF 5 7,454 7,454
RFS HOTEL INVESTORS COM 74955J108 0 0 SH DEF 9
RFS HOTEL INVESTORS COM 74955J108 172 15,621 SH DEF 12 15,621
RGC RESOURCES COM 74955L103 38 2,100 SH DEF 12 2,100
R.H. DONNELLY CORP. COM 74955W307 58 2,224 SH DEF 2 2,224
RH DONNELLEY CORP COM 74955W307 8,897 342,200 SH DEF 3 268,400 73,800
R.H.DONNELLEY CORP COM 74955W307 12,402 477,000 SH DEF 6 462,400 14,600
R.H. DONNELLY CORP. COM 74955W307 0 0 SH DEF 9
R H DONNELLEY CORP (NEW) COM 74955W307 3 102 SH DEF 12 102
RLI CORP COM 749607107 290 5,400 SH DEF 3 4,900 500
RLI CORP. COM 749607107 5519 102,875 SH DEF 7 102,875
RLI CORP COM 749607107 27 500 SH DEF 12 500
RPM OHIO NASD INDL COM 749685103 9,723 691,570 SH DEF 3 537,820 153,750
RPM -OHIO COM 749685103 615 43,771 SH DEF 12 43,771
RSA SECURITY COM 749719100 1 150 SH DEF 2 150
RSA SECURITY COM 749719100 4 1,185 SH DEF 12 1,185
RTI INTERNATIONAL METALS COM 74973W107 61 5,800 SH DEF 3 5,800
***RADIANT ENERGY CORP COM 749931101 1 18,000 SH DEF 12 18,000
RF MICRO DEVICES COM 749941100 540 89,927 SH DEF 12 89,927
RACING CHAMPIONS CORP COM 750069106 1,534 93,900 SH DEF 3 48,400 45,500
RADIAN GROUP COM 750236101 15,768 482,790 SH DEF 3 447,790 35,000
RADIAN GROUP COM 750236101 7 200 SH DEF 6 200
RADIAN GROUP COM 750236101 127,924 3,916,840 SH DEF 8 3,916,840
RADIAN GROUP INC. COM 750236101 81,650 2,500,000 SH DEF 10 2,500,000
RADIAN GROUP COM 750236101 236 7,238 SH DEF 12 7,238
RADIANT SYSTEMS COM 75025N102 12 1,450 SH DEF 12 1,450
RADIOLOGIX COM 75040K109 1,299 203,000 SH DEF 6 194,900 8,100
RADIO UNICA COMMUNICATIONS COM 75040Q106 2 2,500 SH DEF 12 2,500
RADIOSHACK CORP COM 750438103 901 44,900 SH DEF 6 44,900
RADIOSHACK CORP COM 750438103 1,220 60,820 SH DEF 12 60,820
RADISYS CORP COM 750459109 1 300 SH DEF 12 300
RADVA CORP COM 750610107 1 3,850 SH DEF 12 3,850
RADYNE COMSTREAM COM 750611402 1 500 SH DEF 12 500
RAILAMERICA COM 750753105 66 9,090 SH DEF 12 9,090
RAINDANCE COMMUNICATIONS COM 75086X106 3 1,000 SH DEF 12 1,000
RAMBUS COM 750917106 17 3,900 SH DEF 2 1,900 2,000
RAMBUS COM 750917106 20 4,700 SH DEF 12 4,700
RALCORP HLDGS COM 751028101 4,239 199,300 SH DEF 3 164,850 34,450
RAMTRON INTERNATIONAL CORP COM 751907304 1 400 SH DEF 2 400
RAND MCNALLY & PANY (ESCROW) COM 752210971 0 50 SH DEF 2 50
RANGE RESOURCES CORP COM 75281A109 38 8,200 SH DEF 3 8,200
RANGE RESOURCES CORP COM 75281A109 3,382 722,700 SH DEF 6 700,400 22,300
RARE HOSPITALITY INTERNATIONAL COM 753820109 10 422 SH DEF 12 422
RATIONAL SOFTWARE CORP NEW COM 75409P202 462 107,010 SH DEF 3 93,510 13,500
RATIONAL SOFTWARE CORP COM 75409P202 107 24,863 SH DEF 5 24,863
RATIONAL SOFTWARE CORP. NEW COM 75409P202 1 185 SH DEF 7 185
RATIONAL SOFTWARE CORP NEW COM 75409P202 48 11,112 SH DEF 12 11,112
RAVEN INDS COM 754212108 1,177 44,100 SH DEF 6 41,700 2,400
RAVEN INDUSTRIES COM 754212108 60 2,250 SH DEF 12 2,250
RAYMOND JAMES FINANCIAL COM 754730109 30 1,125 SH DEF 2 1,125
RAYMOND JAMES FINANCIAL COM 754730109 125 4,624 SH DEF 12 4,624
RAYONIER COM 754907103 20 475 SH DEF 2 475
RAYONIER COM 754907103 4 100 SH DEF 7 100
RAYONIER COM 754907103 0 0 SH DEF 9
RAYONIER COM 754907103 71 1,705 SH DEF 12 1,705
RAYOVAC CORP COM 755081106 382 31,300 SH DEF 6 31,300
RAYOVAC CORP COM 755081106 15 1,200 SH DEF 12 1,200
RAYTHEON PANY COM 755111507 289 9,856 SH DEF 2 9,755 101
RAYTHEON CO NEW COM 755111507 32,702 1,114,702 SH DEF 6 1,049,682 65,020
RAYTHEON PANY COM 755111507 0 8 SH DEF 7 8
RAYTHEON CO COM 755111507 1,922 65,587 SH DEF 12 65,587
RAYTHEON CO PFD 755111606 87 1,681 SH DEF 12 1,681
READ RITE CORP COM 755246105 1 1,800 SH DEF 12 1,800
READERS DIGEST ASSOCIATION COM 755267101 106 6,750 SH DEF 12 6,750
REAL ESTATE OME FUND COM 755881109 149 10,500 SH DEF 12 10,500
REALNETWORKS COM 75605L104 41 11,320 SH DEF 12 11,320
REALTY OME CORP COM 756109104 273 8,000 SH DEF 3 8,000
REALTY OME CORP COM 756109104 212 6,220 SH DEF 12 6,220
RECKSON ASSOCIATES REALTY CORP COM 75621K106 423 18,560 SH DEF 12 18,560
RECKSON ASSOCS RLTY CORP COM 75621K304 171 7,189 SH DEF 12 7,189
RED HAT COM 756577102 45 9,375 SH DEF 12 9,375
RED HAT INC COM 756577102 24 5,000 SH DEF 5,000
RED ROBIN GOURMET BURGERS COM 75689M101 98 9,460 SH DEF 3 9,460
REDWOOD TRUST COM 758075402 369 13,500 SH DEF 12 13,500
REEBOK INTL LTD COM 758110100 4,802 191,700 SH DEF 3 168,700 23,000
REEBOK INTL LTD COM 758110100 733 29,270 SH DEF 6 29,270
REEBOK INTERNATIONAL LTD COM 758110100 183 7,288 SH DEF 12 7,288
REED ELSEVIER N V SPO COM 758204101 2,579 106,191 SH DEF 6 86,216 19,975
REGAL-BELOIT CORP COM 758750103 41 2,370 SH DEF 12 2,370
REGENCY CENTERS CORP COM 758849103 149 4,800 SH DEF 12 4,800
REGENERON PHARMACEUTICALS COM 75886F107 54 4,035 SH DEF 12 4,035
REGENERATION TECHNOLOGIES COM 75886N100 85 10,600 SH DEF 12 10,600
REGIS CORP MINN NASD INDL COM 758932107 8,156 288,290 SH DEF 3 233,490 54,800
REGIS CORP-MINN COM 758932107 3,631 128,350 SH DEF 12 128,350
REGIONS FINANCIAL CORP. COM 758940100 259 7,920 SH DEF 2 7,920
REGIONS FINANCIAL CORP COM 758940100 335 10,259 SH DEF 5 6,159 4,100
REGIONS FINL CORP COM 758940100 19 590 SH DEF 6 590
REGIONS FINANCIAL CORP COM 758940100 1,265 38,708 SH DEF 12 38,708
REGIONS FINANCIAL CORP. COM 758940100 207 4,000 SH DEF 15 4,000
REHABILICARE COM 758944102 463 133,000 SH DEF 6 129,200 3,800
REGISTER.COM COM 75914G101 5 1,595 SH DEF 12 1,595
REINSURANCE GRP COM 759351109 178 6,900 SH DEF 6 6,900
RELIANT RESOURCES COM 75952B105 20 11,500 SH DEF 5 9,700 1,800
RELIANT RESOURCES COM 75952B105 14 8,000 SH DEF 6 8,000
RELIANT RESOURCES COM 75952B105 21 11,924 SH DEF 12 11,924
RELIANT ENERGY COM 75952J108 134 13,364 SH DEF 2 13,364
RELIANT ENERGY COM 75952J108 1 140 SH DEF 6 140
RELIANT ENERGY COM 75952J108 293 29,289 SH DEF 12 29,289
REMEDYTEMP CL A 759549108 31 2,500 SH DEF 6 2,500
REMINGTON OIL & GAS CORP COM 759594302 7 500 SH DEF 12 500
RELIABILITY COM 759903107 26 20,000 SH DEF 12 20,000
REPLIGEN CORP COM 759916109 3 1,200 SH DEF 12 1,200
RENAL CARE GROUP COM 759930100 212 6,435 SH DEF 12 6,435
RENT-A-CENTER COM 76009N100 8,491 163,450 SH DEF 3 126,050 37,400
RENT A CTR NEW CO COM 76009N100 32,847 635,556 SH DEF 6 625,971 435 9,150
RENT A CENTER -NEW COM 76009N100 26 500 SH DEF 12 500
RENTECH COM 760112102 378 663,800 SH DEF 12 663,800
RENTRAK CORP COM 760174102 353 88,700 SH DEF 6 84,500 4,200
REPSOL S.A. ADR ADR 76026T205 223 18,585 SH DEF 2 14,385 4,200
REPUBLIC BANCORP -KY CL A COM 760281204 113 10,000 SH DEF 12 10,000
REPUBLIC BANCORP COM 760282103 6,380 490,771 SH DEF 6 487,771 3,000
REPUBLIC BANCORP -MICH COM 760282103 13 1,000 SH DEF 12 1,000
REPUBLIC FIRST BNCP COM 760416107 427 79,700 SH DEF 6 78,000 1,700
REPUBLIC SERVICES CL A COM 760759100 1,829 97,300 SH DEF 3 4,900 92,400
REPUBLIC SVCS COM 760759100 7 360 SH DEF 6 360
REPUBLIC SERVICES COM 760759100 192,911 10,261,199 SH DEF 8 10,261,199
REPUBLIC SERVICES, INC. COM 760759100 115,554 6,146,500 SH DEF 10 6,146,500
REPUBLIC SERVICES COM 760759100 704 37,435 SH DEF 12 37,435
REPUBLIC SERVICES, INC. COM 760759100 44,349 2,359,000 SH DEF 14 2,359,000
RESEARCH FRONTIERS COM 760911107 8 900 SH DEF 12 900
RES-CARE COM 760943100 1,444 291,150 SH DEF 6 280,650 10,500
RESEARCH IN MOTION LIMITED COM 760975102 2 253 SH DEF 7 253
RESEARCH IN MOTION LIMITED COM 760975102 4,587 486,900 SH DEF 8 486,900
RESEARCH IN MOTION LIMITED COM 760975102 21,666 2,300,000 SH DEF 10 2,300,000
***RESEARCH IN MOTION LTD COM 760975102 169 17,970 SH DEF 12 17,970
RESEARCH IN MOTION LIMITED COM 760975102 18,840 2,000,000 SH DEF 14 2,000,000
RESORTQUEST INTL COM 761183102 960 239,300 SH DEF 6 229,900 9,400
RESORTQUEST INTERNATIONAL COM 761183102 175 43,600 SH DEF 12 43,600
RESOURCE AMERICA CL A 761195205 506 63,300 SH DEF 6 63,300
RESOURCE BANKSHARES CORP COM 76121R104 21 1,000 SH DEF 12 1,000
RESPIRONICS COM 761230101 16,949 529,485 SH DEF 3 397,585 131,900
REUNION INDUSTRIES COM 761312107 7 22,700 SH DEF 12 22,700
REUTERS GROUP PLC SPON ADR 76132M102 27 1,258 SH DEF 2 1,258
REUTERS GROUP PLC ADR COM 76132M102 4,441 206,686 SH DEF 6 184,036 22,650
REUTERS GROUP PLC SPON ADR 76132M102 1 30 SH DEF 7 30
REVLON -CL A COM 761525500 2 700 SH DEF 12 700
REX HIDE COM 761576107 87 6,200 SH DEF 12 6,200
REX STORES CORP COM 761624105 1,866 181,148 SH DEF 6 173,948 7,200
REYNOLDS & REYNOLDS PANY COM 761695105 34 1,496 SH DEF 2 1,496
REYNOLDS & REYNOLDS CO CL A COM 761695105 11,036 491,780 SH DEF 3 373,430 118,350
REYNOLDS & REYNOLDS CO CL A COM 761695105 509 22,700 SH DEF 5 19,900 2,800
REYNOLDS & REYNOLDS CL A 761695105 3 150 SH DEF 6 150
REYNOLDS & REYNOLDS CO-CL A COM 761695105 118 5,260 SH DEF 12 5,260
REYNOLDS R J TOB HLDGS COM 76182K105 13 314 SH DEF 2 314
REYNOLDS R J TOB HOLDINGS COM 76182K105 94 2,333 SH DEF 12 2,333
RHEOMETRICS SCIENTIFIC COM 762073104 4 5,000 SH DEF 12 5,000
RIBAPHARM COM 762537108 185 41,000 SH DEF 3 41,000
RIBAPHARM COM 762537108 4,478 995,150 SH DEF 6 894,850 100,300
LES MINES RICHMONT COM 76547T106 8 2,500 SH DEF 12 2,500
RIGEL PHARMACEUTICALS COM 766559108 16 10,200 SH DEF 2 10,200
RIGGS NATIONAL CORP COM 766570105 47 3,300 SH DEF 12 3,300
RIGHT MANAGEMENT CONSULTANTS COM 766573109 4,113 166,930 SH DEF 3 146,880 20,050
RIGHT MGMT CONSULTNT COM 766573109 646 26,200 SH DEF 6 26,200
RIMAGE CORP COM 766721104 216 24,000 SH DEF 6 20,700 3,300
RIO GRANDE INDUSTRIES COM 767100100 0 20 SH DEF 7 20
RIO TINTO PLC - SPONSORED ADR 767204100 503 7,640 SH DEF 2 7,640
RIO TINTO LTD ADR SPO COM 767204100 4,556 68,948 SH DEF 6 66,082 2,866
RITE AID CORP. COM 767754104 28 13,500 SH DEF 2 3,500 10,000
RITE AID CORP COM 767754104 216 102,725 SH DEF 12 102,725
RIVERSTONE NETWORKS COM 769320102 15 30,000 SH DEF 5 30,000
RIVERSTONE NETWORKS COM 769320102 382 749,789 SH DEF 6 714,489 35,300
RIVERSTONE NETWORKS COM 769320102 1,840 3,607,042 SH DEF 8 3,607,042
RIVERSTONE NETWORKS COM 769320102 21 41,903 SH DEF 12 41,903
RIVIANA FOODS COM 769536103 649 28,350 SH DEF 7 28,350
ROADHOUSE GRILL COM 769725102 4 9,500 SH DEF 12 9,500
ROADWAY EXPRESS IN COM 769742107 13,992 381,450 SH DEF 3 271,100 110,350
ROADWAY CORPORATION COM 769742107 11 300 SH DEF 12 300
ROBBINS & MYERS COM 770196103 3,230 173,200 SH DEF 6 167,900 5,300
ROBERT HALF INTL COM 770323103 1 85 SH DEF 7 85
ROBERT HALF INTERNATIONAL COM 770323103 263 16,575 SH DEF 12 16,575
ROBOTIC VISION SYSTEMS COM 771074101 15 52,770 SH DEF 12 52,770
ROBOTIC VISION SYS INC COM 771074101 45 159,500 SH DEF 159,500
ROCHE HOLDING AG ADR 771195104 142 2,100 SH DEF 2 2,100
ROCHE HLDG LTD SPONSO COM 771195104 2,927 43,603 SH DEF 6 41,409 2,194
ROCHESTER GAS & ELECTRIC CORP. PFD 771367208 1 20 SH DEF 2 20
ROCK-TENN PANY COM 772739207 3,254 211,000 SH DEF 3 114,300 96,700
ROCK-TENN CO CL A 772739207 7,434 482,100 SH DEF 6 466,800 15,300
ROCKFORD CORP COM 77316P101 577 88,300 SH DEF 6 84,900 3,400
ROCKWELL INTERNATIONAL CORP. COM 773903109 20 1,224 SH DEF 2 1,224
ROCKWELL INTL CORP NEW COM 773903109 517 31,800 SH DEF 3 31,800
ROCKWELL AUTOMATION COM 773903109 293 18,000 SH DEF 5 18,000
ROCKWELL AUTOMATION COM 773903109 549 33,714 SH DEF 12 33,714
ROCKWELL COLLINS COM 774341101 27 1,224 SH DEF 2 1,224
ROCKWELL COLLINS COM 774341101 395 18,000 SH DEF 5 18,000
ROCKWELL COLLINS COM 774341101 176 8,006 SH DEF 12 8,006
ROCKY SHOES & BOOTS COM 774830103 55 12,000 SH DEF 6 12,000
ROFIN SINAR TECHNOLOGIES INC COM 775043102 134 21,200 SH DEF 21,200
***ROGERS COMMUNICATIONS COM 775109200 345 55,000 SH DEF 12 55,000
ROGERS CORP COM 775133101 23 1,000 SH DEF 12 1,000
***ROGERS WIRELESS COM 775315104 1 150 SH DEF 12 150
ROHM & HAAS COM 775371107 196 6,325 SH DEF 2 6,325
ROHM & HAAS CO COM 775371107 3 100 SH DEF 6 100
ROHM & HAAS CO COM 775371107 91 2,950 SH DEF 12 2,950
ROLLINS COM 775711104 237 12,200 SH DEF 3 5,700 6,500
ROLLS-ROYCE PLC S.A. ADR 775781206 1 150 SH DEF 2 150
ROPER INDUSTRIES NEW COM 776696106 25 714 SH DEF 12 714
ROSLYN BANCORP COM 778162107 25,808 1,482,370 SH DEF 3 1,190,870 291,500
ROSLYN BANCORP COM 778162107 21 1,207 SH DEF 4 1,207
ROSLYN BANCORP COM 778162107 1,003 57,590 SH DEF 6 57,590
ROSS STORES NASD INDL COM 778296103 18,664 523,670 SH DEF 3 452,170 71,500
ROSS STORES COM 778296103 646 18,133 SH DEF 12 18,133
ROSTELKOM SPONSORED ADR COM 778529107 2,146 368,800 SH DEF 3 368,800
ROUSE CO COM 779273101 1,047 32,778 SH DEF 12 32,778
ROUSE CO. REIT 779273101 41 800 SH DEF 15 800
ROUSE CO-CONV PFD SER B PFD 779273309 74 1,600 SH DEF 12 1,600
ROWAN COS COM 779382100 4 200 SH DEF 6 200
ROWAN COMPANIES COM 779382100 71 3,799 SH DEF 12 3,799
THE ROWE COMPANIES COM 779528108 9 5,200 SH DEF 12 5,200
***ROYAL GROUP TECHNOLOGIES COM 779915107 3 350 SH DEF 12 350
ROXIO COM 780008108 3 1,001 SH DEF 12 1,001
ROXIO COM 780008108 0 5 SH DEF 15 5
ROYAL APPLIANCE MFG COM 780076105 767 192,800 SH DEF 6 185,800 7,000
ROYAL BANCSHARES PA CL A 780081105 996 54,446 SH DEF 6 53,646 800
BANQUE ROYALE DU CANADA COM 780087102 1,297 39,184 SH DEF 12 39,184
ROYAL BANK OF SCOTLAND GRP PLC PFD 780097507 13 500 SH DEF 2 500
ROYAL CARIBEAN CRUISES LTD CONV 780153AK8 2 7,000 PRN DEF 12 7,000
ROYAL DUTCH PETE CO NY REG GLD COM 780257804 601 14,955 SH DEF 1 14,955
ROYAL DUTCH PETROLEUM CO ADR 780257804 3,207 79,840 SH DEF 2 75,540 4,300
ROYAL DUTCH PETRO-NY SHARES COM 780257804 861 21,440 SH DEF 4 21,440
ROYAL DUTCH PETROLEUM CO COM 780257804 642 15,976 SH DEF 5 15,906 70
ROYAL DUTCH PETROLEUM CO ADR 780257804 438 10,896 SH DEF 7 10,896
ROYAL DUTCH PETROLEUM CO ADR ADR 780257804 1,110 27,621 SH DEF 9 2,584 25,037
ROYAL DUTCH PETE CO COM 780257804 296 7,378 SH DEF 11 4,058
***ROYAL DUTCH PETROLEUM CO COM 780257804 5,871 146,160 SH DEF 12 146,160
ROYAL DUTCH PETROLEUM CO. NY REG GLD780257804 443 6,950 SH DEF 15 6,950
ROYAL GOLD COM 780287108 79 4,150 SH DEF 12 4,150
***ROYAL OAK MINES COM 78051D105 3 202,300 SH DEF 12 202,300
ROYCE FOCUS TRUST UNIT 78080N108 34 6,500 SH DEF 12 6,500
ROYCE VALUE TRUST UNIT 780910105 3,835 304,586 SH DEF 12 304,586
ROYCE MICRO-CAP TRUST UNIT 780915104 604 74,256 SH DEF 12 74,256
RUBY TUESDAY COM 781182100 69 3,680 SH DEF 2 3,680
RUBY TUESDAY COM 781182100 4 200 SH DEF 3 200
RUBY TUESDAY COM 781182100 465 24,737 SH DEF 12 24,737
RUDDICK CORP COM 781258108 251 16,500 SH DEF 3 16,500
RUDDICK CORP COM 781258108 81 5,300 SH DEF 12 5,300
RUDOLPH TECHNOLOGIES COM 781270103 3,385 329,000 SH DEF 3 206,700 122,300
RUSH ENTERPISES COM 781846209 172 42,900 SH DEF 6 42,900
RUSH ENTERPRISES COM 781846308 290 69,950 SH DEF 6 68,050 1,900
RUSSELL CORP COM 782352108 3,700 246,800 SH DEF 6 241,400 5,400
RYANS FAMILY STEAK HOUSE COM 783519101 7,448 611,980 SH DEF 3 514,830 97,150
RYANS FAMILY STEAK COM 783519101 9,592 788,150 SH DEF 6 755,150 33,000
RYANS FAMILY STEAK HOUSES COM 783519101 83 6,850 SH DEF 12 6,850
RYDER SYS COM 783549108 50 2,000 SH DEF 3 2,000
RYDER SYS COM 783549108 1 50 SH DEF 6 50
RYDER SYSTEM COM 783549108 107 4,280 SH DEF 12 4,280
RYLAND GROUP COM 783764103 20,493 551,340 SH DEF 3 480,940 70,400
RYLAND GROUP COM 783764103 10,311 277,400 SH DEF 6 270,000 7,400
RYLAND GROUP COM 783764103 23 608 SH DEF 12 608
S&K FAMOUS BRANDS COM 783774102 531 45,600 SH DEF 6 43,400 2,200
S & T BANCORP COM 783859101 8,907 353,731 SH DEF 6 344,531 9,200
S & T BANCORP COM 783859101 18 700 SH DEF 12 700
SBC COMMUNICATIONS, INC. COM 78387G103 689 34,265 SH DEF 1 34,265
SBC MUNICATIONS COM 78387G103 10,496 522,182 SH DEF 2 507,706 14,476
SBC MUNICATIONS COM 78387G103 19,144 952,420 SH DEF 3 935,620 16,800
SBC MUNICATIONS COM 78387G103 51 2,542 SH DEF 4 2,542
SBC MUNICATIONS COM 78387G103 2,267 112,798 SH DEF 5 98,738 14,060
SBC MUNICATIONS COM 78387G103 4,311 213,675 SH DEF 6 203,998 9,677
SBC MUNICATIONS COM 78387G103 12 600 SH DEF 7 600
SBC MUNICATIONS COM 78387G103 96 4,759 SH DEF 9 4,759
SBC COMMUNICATIONS INC. COM 78387G103 1,709 85,000 SH DEF 10 85,000
SBC MUNICATIONS COM 78387G103 1,303 64,832 SH DEF 11 57,026 3,100
SBC COMMUNICATIONS COM 78387G103 6,173 307,125 SH DEF 12 307,125
SBC MUNICATIONS COM 78387G103 2,673 83,874 SH DEF 15 83,874
SBC COMMUNICATIONS COM 78387G103 282 14,000 SH DEF 14,000
SBS TECHNOLOGIES COM 78387P103 1 100 SH DEF 12 100
SBA COMMUNICATIONS CORP COM 78388J106 6 5,850 SH DEF 12 5,850
SATX COM 78400J100 0 1,000 SH DEF 7 1,000
SCP POOL CORP COM 784028102 334 12,180 SH DEF 3 12,180
SCP POOL CORP COM 784028102 67 2,435 SH DEF 12 2,435
SCMP GROUP LTD SPONSO COM 78402H102 5,432 2,356,196 SH DEF 6 2,046,491 309,705
SEI INVESTMENTS CO COM 784117103 4 165 SH DEF 7 165
SEI INVESTMENTS CO COM 784117103 4 187 SH DEF 12 187
SI DIAMOND TECHNOLOGY COM 784249104 3 10,000 SH DEF 12 10,000
SK TELE ADR ADR 78440P108 4,407 207,566 SH DEF 3 207,566
SK TELE LTD ADR SP COM 78440P108 3,842 177,670 SH DEF 6 156,540 21,130
SL GREEN REALTY CORP COM 78440X101 3 100 SH DEF 12 100
SLM CORP COM 78442P106 239 2,567 SH DEF 2 2,567
SLM CORP COM 78442P106 20 215 SH DEF 4 215
SLM CORPORATION COM 78442P106 318 3,416 SH DEF 12 3,416
SNTL LITIGATION TRUST CERT COM 78461S106 7 60,000 SH DEF 12 60,000
SPS TECHNOLOGIES COM 784626103 4,702 188,600 SH DEF 6 184,300 4,300
SPS TECHNOLOGIES COM 784626103 15 600 SH DEF 12 600
STANDARD & POORS DEP RECEIPTS COM 78462F103 185 2,259 SH DEF 2 759 1,500
S&P 500 SPIDERS COM 78462F103 2,395 29,277 SH DEF 4 29,277
STANDARD & POOR'S DEPOSITARY R COM 78462F103 204 2,500 SH DEF 5 2,500
STANDARD & POORS DEP RECEIPTS COM 78462F103 172 2,100 SH DEF 7 2,100
STANDARD & POORS DEPOSITORY COM 78462F103 2,666 32,602 SH DEF 12 32,602
S & P "SPDR'S" UN SER 1 78462F103 575 4,440 SH DEF 15 4,440
SPSS COM 78462K102 80 6,881 SH DEF 12 6,881
SPX CORP COM 784635104 505 5,000 SH DEF 3 1,900 3,100
SPX CORP COM 784635104 178 1,761 SH DEF 9 1,761
SPX CORP COM 784635104 76 750 SH DEF 12 750
S1 CORP COM 78463B101 10 1,800 SH DEF 12 1,800
SRA INTERNATIONAL COM 78464R105 9 300 SH DEF 12 300
SM&A COM 78465D105 18 6,000 SH DEF 12 6,000
SVT COM 784878100 1 500 SH DEF 12 500
S Y BANCORP COM 785060104 35 1,000 SH DEF 12 1,000
SABRE HOLDING CORP CL A 785905100 1,997 103,200 SH DEF 6 103,200
SABRE HOLDINGS CORP CL A COM 785905100 42 2,150 SH DEF 12 2,150
SAFECO CORP COM 786429100 90 2,840 SH DEF 2 2,840
SAFECO CORP NASD BK INS COM 786429100 3,502 110,200 SH DEF 3 108,800 1,400
SAFECO CORP COM 786429100 10 330 SH DEF 6 330
SAFECO CORP COM 786429100 737 23,185 SH DEF 12 23,185
SAFEGUARD SCIENTIFICS COM 786449108 21 19,190 SH DEF 12 19,190
SAFENET COM 78645R107 220 13,550 SH DEF 12 13,550
SAFEWAY COM 786514208 5,566 249,589 SH DEF 2 243,789 5,800
SAFEWAY NEW COM 786514208 2,376 106,550 SH DEF 5 82,830 23,720
SAFEWAY COM 786514208 1 50 SH DEF 6 50
SAFEWAY COM 786514208 0 9 SH DEF 7 9
SAFEWAY COM 786514208 291 13,063 SH DEF 11 8,370 3,400
SAFEWAY COM 786514208 1,798 80,614 SH DEF 12 80,614
SAFEWAY COM 786514208 81 2,300 SH DEF 15 2,300
SAFLINK CORP COM 786578302 8 3,142 SH DEF 12 3,142
SAGA COMMUNICATIONS -CL A COM 786598102 12 656 SH DEF 12 656
ST FRANCIS CAP CORP COM 789374105 3,030 131,700 SH DEF 6 126,800 4,900
ST JOE CO COM 790148100 960 34,775 SH DEF 12 34,775
ST JUDE MEDICAL COM 790849103 754 21,132 SH DEF 2 21,132
ST JUDE MED NASD INDL COM 790849103 22,031 617,120 SH DEF 3 611,520 5,600
ST JUDE MEDICAL COM 790849103 328 9,186 SH DEF 12 9,186
ST. JUDE MEDICAL COM 790849103 340 6,000 SH DEF 15 6,000
ST. MARY LAND & EXPLORATION COM 792228108 320 13,400 SH DEF 2 13,400
ST MARY LAND & EXPLORATION CO COM 792228108 12 500 SH DEF 12 500
ST. PAUL PANIES COM 792860108 95 3,300 SH DEF 2 3,300
ST PAUL COS COM 792860108 582 20,280 SH DEF 6 20,280
ST PAUL COMPANIES COM 792860108 99 3,440 SH DEF 12 3,440
SAKS COM 79377W108 11 1,055 SH DEF 12 1,055
SALANT CORP NEW COM 794004200 1 347 SH DEF 12 347
SALOMON BROTHERS HIGH OME UNIT 794907105 138 14,721 SH DEF 12 14,721
SALISBURY BANCORP (NEW) COM 795226109 13 500 SH DEF 12 500
SALIX PHARMACEUTICALS LTD COM 795435106 42 5,000 SH DEF 12 5,000
SALOMON BROTHERS FUND UNIT 795477108 118 13,875 SH DEF 12 13,875
SALOMON BROTHERS HIGH OME UNIT 79547Q106 18 2,000 SH DEF 12 2,000
SALOMON BROTHERS 2008 WORLD- UNIT 79548R103 205 20,100 SH DEF 12 20,100
SALOMON BROTHERS WORLDWIDE UNIT 79548T109 232 18,600 SH DEF 12 18,600
SALTON COM 795757103 1,678 197,200 SH DEF 6 190,200 7,000
SALTON COM 795757103 9 1,040 SH DEF 12 1,040
SAN JUAN BASIN ROYALTY TR-UBI COM 798241105 94 8,000 SH DEF 12 8,000
SAN PAOLO-IMI S P A ADR 799175104 218 19,034 SH DEF 2 18,137 897
SAN PAOLO-IMI S P A ADR 799175104 1 100 SH DEF 7 100
SANCHEZ COMPUTER ASSOCIATES COM 799702105 72 29,620 SH DEF 12 29,620
SANDISK CORP. COM 80004C101 3 265 SH DEF 2 100 165
SANDISK CORP COM 80004C101 12 915 SH DEF 12 915
SANDY SPRING BANCORP COM 800363103 1,337 43,411 SH DEF 12 43,411
SANFILIPPO JOHN B COM 800422107 504 77,000 SH DEF 6 74,800 2,200
SANGAMO BIOSCIENCES COM 800677106 16 8,100 SH DEF 12 8,100
SANMINA-SCI CORP. COM 800907107 15 5,304 SH DEF 2 5,304
SANMINA-SCI CORP COM 800907107 54 19,568 SH DEF 12 19,568
SANGSTAT MED CORP COM 801003104 6,627 317,710 SH DEF 3 305,810 11,900
SAP AG SPONSORED ADR ADR 803054204 6 500 SH DEF 2 500
SAP AG SPONSORED ADR ADR 803054204 1 81 SH DEF 7 81
SAPIENT CORP COM 803062108 1 1,000 SH DEF 12 1,000
SAPPI LTD ADR SPON NE COM 803069202 28,358 2,474,903 SH DEF 6 2,426,543 48,360
SARA LEE CORP COM 803111103 359 19,603 SH DEF 2 19,603
SARA LEE CORP COM 803111103 650 35,519 SH DEF 5 35,119 400
SARA LEE CORP COM 803111103 25,059 1,361,193 SH DEF 6 1,299,554 61,639
SARA LEE CORP COM 803111103 56 3,060 SH DEF 7 3,060
SARA LEE CORP COM 803111103 1,788 97,733 SH DEF 9 1,373 96,360
SARA LEE CORP COM 803111103 224 12,250 SH DEF 11 9,600
SARA LEE CORP COM 803111103 3,838 209,867 SH DEF 12 209,867
SARA LEE CORP COM 803111103 15 500 SH DEF 15 500
SATCON TECHNOLOGY CORP COM 803893106 2 1,150 SH DEF 12 1,150
SAUCONY CL A 804120103 122 19,460 SH DEF 6 18,260 1,200
SAUCONY -CL A COM 804120103 2 300 SH DEF 12 300
SAUL CENTERS COM 804395101 113 4,860 SH DEF 3 4,860
SAUL CENTERS COM 804395101 475 20,475 SH DEF 12 20,475
SAXON CAPITAL COM 80556P302 146 13,200 SH DEF 3 13,200
SCANA CORP COM 80589M102 14,403 553,550 SH DEF 3 455,950 97,600
SCANA CORP COM 80589M102 6 220 SH DEF 6 220
SCANA CORP NEW COM 80589M102 201 7,734 SH DEF 11 4,812
SCANA CORPORATION NEW COM 80589M102 1,599 61,440 SH DEF 12 61,440
SCANSOURCE COM 806037107 503 8,670 SH DEF 3 8,670
SCANSOURCE COM 806037107 61 1,050 SH DEF 12 1,050
SCANSOFT COM 80603P107 5 1,557 SH DEF 12 1,557
HENRY SCHEIN COM 806407102 4,795 90,900 SH DEF 3 83,200 7,700
HENRY SCHEIN COM 806407102 180 3,415 SH DEF 12 3,415
SCHERING A G SPONS ADR COM 806585204 366 7,560 SH DEF 6 7,390 170
SCHERING-PLOUGH CORP. COM 806605101 2,095 98,250 SH DEF 1 98,250
SCHERING-PLOUGH CORP COM 806605101 4,080 191,357 SH DEF 2 184,581 6,776
SCHERING PLOUGH CORP COM 806605101 4,046 189,794 SH DEF 3 186,394 3,400
SCHERING-PLOUGH COM 806605101 330 15,500 SH DEF 4 15,500
SCHERING PLOUGH CORP COM 806605101 905 42,425 SH DEF 5 36,050 6,375
SCHERING PLOUGH CORP COM 806605101 9,933 465,900 SH DEF 6 415,000 50,900
SCHERING-PLOUGH CORP COM 806605101 207 9,713 SH DEF 9 155 9,558
SCHERING-PLOUGH CORP COM 806605101 267 12,505 SH DEF 11 11,273
SCHERING PLOUGH CORP COM 806605101 9,921 465,344 SH DEF 12 465,344
SCHERING-PLOUGH CORP COM 806605101 6,887 203,700 SH DEF 15 203,700
SCHLOTZSKYS COM 806832101 249 64,054 SH DEF 6 61,154 2,900
SCHLUMBERGER LTD. COM 806857108 296 7,700 SH DEF 1 7,700
SCHLUMBERGER LIMITED COM 806857108 6,607 171,791 SH DEF 2 166,741 5,050
SCHLUMBERGER LTD COM 806857108 514 13,376 SH DEF 3 12,076 1,300
SCHLUMBERGER LTD COM 806857108 2,514 65,375 SH DEF 5 52,945 12,430
SCHLUMBERGER LTD COM 806857108 3,175 82,541 SH DEF 6 82,541
SCHLUMBERGER LIMITED COM 806857108 1,038 26,996 SH DEF 9 400 26,596
SCHLUMBERGER LTD COM 806857108 529 13,754 SH DEF 11 8,554 1,800
SCHLUMBERGER LTD COM 806857108 4,478 116,431 SH DEF 12 116,431
SCHLUMBERGER LTD COM 806857108 3,171 52,000 SH DEF 15 52,000
SCHLUMBERGER COM 806857108 175 4,400 SH DEF 4,400
SCHOLASTIC CORP COM 807066105 7 150 SH DEF 12 150
SCHOOL SPECIALTY COM 807863105 2 92 SH DEF 12 92
SCHUFF INTL COM 808156103 76 59,500 SH DEF 6 57,200 2,300
SCHULMAN A NASD INDL COM 808194104 4,893 282,360 SH DEF 3 158,060 124,300
A SCHULMAN COM 808194104 156 9,021 SH DEF 12 9,021
SCHWAB CHARLES CORP. COM 808513105 2,314 265,994 SH DEF 2 259,994 6,000
SCHWAB CHARLES CORP. COM 808513105 61 7,000 SH DEF 7 7,000
SCHWAB CHARLES CORP. COM 808513105 30 3,400 SH DEF 9 3,400
CHARLES SCHWAB CORP NEW COM 808513105 592 67,998 SH DEF 12 67,998
SCHWAB (CHARLES) CORP. COM 808513105 46 3,300 SH DEF 15 3,300
SCHWEITZER-MAUDUIT INTL COM 808541106 1 40 SH DEF 2 40
SCHWEITZER-MAUDUIT COM 808541106 5,182 242,700 SH DEF 6 235,200 7,500
SCICLONE PHARMACEUTICALS COM 80862K104 447 151,400 SH DEF 12 151,400
SCIENTIFIC-ATLANTA COM 808655104 115 9,200 SH DEF 2 2,900 6,300
SCIENTIFIC ATLANTA COM 808655104 5,845 467,250 SH DEF 3 461,450 5,800
SCIENTIFIC-ATLANTA COM 808655104 4 300 SH DEF 4 300
SCIENTIFIC ATLANTA COM 808655104 364 29,085 SH DEF 6 29,085
SCIENTIFIC ATLANTA COM 808655104 644 51,500 SH DEF 12 51,500
SCIENTIFIC GAMES CORP COM 80874P109 129 19,200 SH DEF 12 19,200
SCIOS COM 808905103 242 9,500 SH DEF 3 9,500
SCIOS COM 808905103 78 3,078 SH DEF 12 3,078
SCIQUEST COM 80908Q107 1 2,000 SH DEF 12 2,000
SCITEX CORP LTD COM 809090103 8 5,565 SH DEF 12 5,565
THE SCOTTS CO CLASS A COM 810186106 229 5,500 SH DEF 2 4,000 1,500
SCOTT'S COM 810186106 83 2,000 SH DEF 4 2,000
SCOTTS CO-CL A COM 810186106 38 900 SH DEF 12 900
SCREAMINGMEDIA COM 810883108 16 12,000 SH DEF 12 12,000
SCRIPPS CO E W CL A COM 811054204 194 2,800 SH DEF 2 2,800
E W SCRIPPS CO NEW-CL A COM 811054204 62 900 SH DEF 12 900
SCUDDER HIGH OME TR UNIT 811153105 119 22,975 SH DEF 12 22,975
SCUDDER GLOBAL HIGH OME UNIT 81115E101 3 500 SH DEF 12 500
SCUDDER INTER GOVT TR UNIT 811163104 110 15,228 SH DEF 12 15,228
SCUDDER NEW ASIA FUND UNIT 811183102 19 2,500 SH DEF 12 2,500
SCUDDER MULTI-MARKET OME TR UNIT 81118Q101 117 15,955 SH DEF 12 15,955
SCUDDER STRATEGIC MUN OME UNIT 811234103 83 6,817 SH DEF 12 6,817
SEA CONTAINERS LTD COM 811371103 6 632 SH DEF 12 632
SEA CONTAINERS LTD-CL A COM 811371707 41 3,835 SH DEF 12 3,835
SEABULK INTL COM 81169P101 33 5,754 SH DEF 12 5,754
SEACOAST BANKING CORP FLA COM 811707306 104 5,400 SH DEF 7 5,400
SEACOAST BANKING CORPORATION COM 811707306 1,709 89,079 SH DEF 12 89,079
SEACOAST FINANCIAL SERVICES COM 81170Q106 60 3,000 SH DEF 12 3,000
ESC SEAGATE TECHNOLOGY COM 811804988 0 1,335 SH DEF 6 1,335
SEACOR SMIT COM 811904101 5,208 127,050 SH DEF 3 85,800 41,250
SEACOR SMIT COM 811904101 12,965 316,300 SH DEF 6 307,600 8,700
SEACOR HOLDINGS COM 811904101 5119 124,875 SH DEF 7 124,875
SEALED AIR CORP. COM 81211K100 29 1,700 SH DEF 2 1,700
SEALED AIR CORP COM 81211K100 2,593 153,550 SH DEF 3 116,450 37,100
SEALED AIR CORP NEW COM 81211K100 62 3,647 SH DEF 12 3,647
SEALED AIR CORP NEW-$2 CONV PFD 81211K209 4 166 SH DEF 12 166
SEARS ROEBUCK & CO COM 812387108 96 2,472 SH DEF 2 2,472
SEARS ROEBUCK & CO COM 812387108 8,744 224,200 SH DEF 3 224,200
SEARS ROEBUCK & CO COM 812387108 469 12,024 SH DEF 5 10,324 1,700
SEARS ROEBUCK & CO COM 812387108 784 20,100 SH DEF 6 20,100
SEARS ROEBUCK & CO COM 812387108 17 442 SH DEF 7 442
SEARS ROEBUCK & CO COM 812387108 859 22,028 SH DEF 12 22,028
SEATTLE GENETICS COM 812578102 20 6,300 SH DEF 12 6,300
SEATTLE GENETICS INC COM 812578102 8 2,500 SH DEF 2,500
SEATTLE GENETICS INC COM 812578102 23 5,000 SH DEF 5,000
SE CO LTD ADR ADR 813113206 2 20 SH DEF 7 20
SECOND BANCORP COM 813114105 112 4,200 SH DEF 6 4,200
SELECT SECTOR SPDR FUND COM 81369Y100 9 509 SH DEF 12 509
SLECT SECTOR SPDR FUND COM 81369Y209 18 730 SH DEF 12 730
SECTOR SPDR TRUST COM 81369Y308 24 1,194 SH DEF 12 1,194
SELECT SECTOR SPDR FUND COM 81369Y407 1 39 SH DEF 12 39
SECTOR SPDR TRUST COM 81369Y506 18 843 SH DEF 12 843
SECTOR SPDR TRUST COM 81369Y605 138 6,686 SH DEF 12 6,686
SECTOR SPDR TRUST COM 81369Y704 1 75 SH DEF 12 75
SECTOR SPDR TRUST COM 81369Y803 429 36,269 SH DEF 12 36,269
SECTOR SPDR TRUST COM 81369Y886 2 132 SH DEF 12 132
SECURE COMPUTING CORP COM 813705100 8 2,582 SH DEF 12 2,582
SEITEL NEW COM 816074306 5 7,200 SH DEF 12 7,200
SELAS CORP AMER COM 816119101 82 36,000 SH DEF 6 36,000
SELECT MED CORP COM 816196109 7 500 SH DEF 12 500
SELECTIVE INSURANCE GROUP COM 816300107 7 300 SH DEF 12 300
SELIGMAN QUALITY MUNICIPAL UNIT 816343107 2 135 SH DEF 12 135
SELIGMAN SELECT MUNICIPAL FUND UNIT 816344105 74 6,700 SH DEF 12 6,700
SEMICONDUCTOR HOLDRS TR COM 816636203 251 13,100 SH DEF 12 13,100
SEMPRA ENERGY COM 816851109 3,878 196,398 SH DEF 6 172,553 23,845
SEMPRA ENERGY COM 816851109 435 22,137 SH DEF 12 22,137
SEMITOOL COM 816909105 149 29,000 SH DEF 6 29,000
SENIOR HIGH OME PORTFOLIO UNIT 81721E107 142 29,905 SH DEF 12 29,905
SENIOR HSG PPTYS TR COM 81721M109 2,246 200,154 SH DEF 12 200,154
SENSIENT TECHNOLOGIES CORP COM 81725T100 30 1,400 SH DEF 2 1,400
SENSIENT TECHNOLOGIES CORP COM 81725T100 469 22,200 SH DEF 5 20,200 2,000
SENSIENT TECH CORP COM 81725T100 744 35,200 SH DEF 6 27,800 7,400
SENSIENT TECHNOLOGIES CORP COM 81725T100 729 34,495 SH DEF 12 34,495
SENSYTECH COM 81726S101 34 3,789 SH DEF 12 3,789
SEPRACOR COM 817315104 2,979 568,600 SH DEF 8 568,600
SEPRACOR COM 817315104 17 3,174 SH DEF 12 3,174
SEROLOGICALS CORP COM 817523103 9,886 738,290 SH DEF 3 580,990 157,300
SERVICE CORP. INTERNATIONAL COM 817565104 26 7,500 SH DEF 2 7,500
SERVICE CORP INTL COM 817565104 2,062 592,508 SH DEF 6 569,108 23,400
SERVICE CORP INTERNATIONAL COM 817565104 298 85,264 SH DEF 12 85,264
SERVICEMASTER CO COM 81760N109 254 23,451 SH DEF 2 23,451
SERVICEMASTER CO COM 81760N109 3,464 319,300 SH DEF 3 310,300 9,000
SERVICEMASTER CO COM 81760N109 0 0 SH DEF 9
SERVICEMASTER CO (THE) COM 81760N109 2,285 210,610 SH DEF 12 210,610
7-ELEVEN NEW COM 817826209 7,393 863,508 SH DEF 6 842,723 730 20,055
7-ELEVEN COM 817826209 7 760 SH DEF 12 760
SEVEN ELEVEN JAPAN-UNSP ADR ADR 817828205 2 72 SH DEF 7 72
SHARPER IMAGE CORP COM 820013100 229 11,980 SH DEF 3 11,980
SHAW GROUP COM 820280105 8,573 603,700 SH DEF 6 586,400 17,300
SHAW GROUP COM 820280105 839 59,092 SH DEF 12 59,092
SHAW COMMUNICATIONS COM 82028K200 29 3,500 SH DEF 12 3,500
SHELBOURNE PROPERTIES I COM 821373107 1 12 SH DEF 12 12
SHELL TRANSPORT & TRADING PLC ADR 822703609 558 15,612 SH DEF 2 15,612
SHELL TRANSPORT & TRADING PLC ADR 822703609 14 402 SH DEF 7 402
SHELL TRANSPORT & TRADING COM 822703609 155 4,334 SH DEF 12 4,334
SHENANDOAH TELECOMMUNICATIONS COM 82312B106 172 3,380 SH DEF 12 3,380
SHERWIN WILLIAMS CORP. COM 824348106 19 800 SH DEF 2 800
SHERWIN WILLIAMS CO COM 824348106 7,867 332,210 SH DEF 3 332,210
SHERWIN-WILLIAMS CO COM 824348106 1,015 42,875 SH DEF 5 36,075 6,800
SHERWIN WILLIAMS CO COM 824348106 9 400 SH DEF 6 400
SHERWIN WILLIAMS CO COM 824348106 392 16,534 SH DEF 12 16,534
SHIRE PHARMACEUTICALS COM 82481R106 6,131 248,830 SH DEF 6 214,565 34,265
SHOE CARNIVAL COM 824889109 3,571 250,630 SH DEF 3 210,830 39,800
SHOE CARNIVAL COM 824889109 212 14,900 SH DEF 6 14,900
SHOE CARNIVAL COM 824889109 7 500 SH DEF 12 500
SHOPKO STORES COM 824911101 3,620 277,200 SH DEF 3 134,750 142,450
SHOPKO STORES COM 824911101 1,187 90,900 SH DEF 6 88,800 2,100
SHOPKO STORES COM 824911101 1 100 SH DEF 12 100
SHOP AT HOME NEW COM 825066301 1 500 SH DEF 12 500
SHORE BANCSHARES COM 825107105 249 11,845 SH DEF 12 11,845
SHURGARD STORAGE CENTERS COM 82567D104 240 7,582 SH DEF 12 7,582
SIBNEFT-SPON ADR ADR 825731102 4,389 231,000 SH DEF 3 231,000
SICOR COM 825846108 35,998 2,366,710 SH DEF 3 2,112,010 254,700
SICOR COM 825846108 32 2,105 SH DEF 4 2,105
SICOR COM 825846108 23 1,500 SH DEF 12 1,500
SIEBEL SYSTEMS COM 826170102 4 741 SH DEF 7 741
SIEBEL SYSTEMS COM 826170102 88 15,374 SH DEF 12 15,374
SIEMENS A G SPONSORED COM 826197501 1,313 38,627 SH DEF 6 38,157 470
SIEMENS AG SPONSORED ADR ADR 826197501 4 106 SH DEF 7 106
SIERRA HEALTH SVCS COM 826322109 10,813 602,740 SH DEF 3 512,840 89,900
SIERRA HEALTH SERVICES COM 826322109 4 200 SH DEF 12 200
SIERRA PACIFIC RESOURCES NEW COM 826428104 396 64,926 SH DEF 12 64,926
SIFCO INDS COM 826546103 134 47,100 SH DEF 6 45,900 1,200
SIGMA-ALDRICH CORP. COM 826552101 108 2,200 SH DEF 2 2,200
SIGMA ALDRICH CORP COM 826552101 310 6,300 SH DEF 5 6,200 100
SIGMA-ALDRICH CORP COM 826552101 1,462 29,681 SH DEF 12 29,681
SILGAN HOLDINGS COM 827048109 9,467 332,890 SH DEF 3 272,690 60,200
SILGAN HLDGS COM 827048109 7,241 254,600 SH DEF 6 245,800 8,800
SILICON GRAPHICS COM 827056102 0 354 SH DEF 2 354
SILICON STORAGE TECHNOLOGY COM 827057100 1 300 SH DEF 2 300
SILICON STGE TECH COM 827057100 60 15,400 SH DEF 6 15,400
SILICON STORAGE TECHNOLOGY COM 827057100 14 3,532 SH DEF 12 3,532
SILICON VY BANCSHARE COM 827064106 506 29,900 SH DEF 6 29,900
SILICON VALLEY BANCSHARES COM 827064106 7 400 SH DEF 12 400
SILICONIX NEW COM 827079203 4 200 SH DEF 12 200
SILICONWARE PRECISION INDUSTRIES ADR 827084864 1,379 551,500 SH DEF 3 551,500
SILVER DINER COM 827655101 1 5,100 SH DEF 12 5,100
SILVER STANDARD RESOURCES COM 82823L106 4 1,000 SH DEF 12 1,000
SIMMONS 1ST NATL COR CL A 828730200 2,268 61,000 SH DEF 6 58,300 2,700
SIMON PROPERTY GROUP COM 828806109 71 2,000 SH DEF 2 2,000
SIMON PROPERTY GROUP COM 828806109 18,322 512,800 SH DEF 3 509,600 3,200
SIMON PROPERTY GROUP COM 828806109 0 0 SH DEF 9
SIMON PROPERTY GROUP COM 828806109 2,843 79,576 SH DEF 12 79,576
SIMON PPTY GROUP COM 828806109 532 10,500 SH DEF 15 10,500
SIMPSON MANUFACTURING CO COM 829073105 6 200 SH DEF 12 200
SIMTEK CORP COM 829204106 1 4,000 SH DEF 12 4,000
SLAIR BROADCAST GROUP COM 829226109 12 870 SH DEF 12 870
SLAIR BROADCAST GROUP PFD 829226505 2 45 SH DEF 12 45
SINGAPORE TELEMUNICATIONS LTD ADR 82929R106 9 1,100 SH DEF 2 1,100
SINOPEC SHANGHAI - SPONS ADR ADR 82935M109 4 400 SH DEF 2 400
SIRIUS SATELLITE RADIO COM 82966U103 11 11,340 SH DEF 12 11,340
SITEL CORP COM 82980K107 5 2,650 SH DEF 12 2,650
SIX FLAGS COM 83001P109 0 50 SH DEF 6 50
SIX FLAGS COM 83001P109 5 1,300 SH DEF 12 1,300
SIZELER PROPERTY INVESTORS COM 830137105 11 1,125 SH DEF 12 1,125
SKECHERS USA COM 830566105 1,095 114,740 SH DEF 3 110,640 4,100
SKECHERS U S A CL A 830566105 2,731 286,300 SH DEF 6 277,900 8,400
SKECHERS USA COM 830566105 10 1,100 SH DEF 12 1,100
SKY FINANCIAL GROUP COM 83080P103 54 2,696 SH DEF 2 2,696
SKY FINANCIAL GROUP COM 83080P103 1,412 70,900 SH DEF 3 67,200 3,700
SKY FINL GROUP COM 83080P103 1 50 SH DEF 6 50
SKY FINANCIAL GROUP COM 83080P103 565 28,367 SH DEF 12 28,367
SKYWEST NASD INDL COM 830879102 8,296 633,320 SH DEF 3 527,220 106,100
SKYWEST COM 830879102 432 33,000 SH DEF 6 33,000
SKYWORKS SOLUTIONS COM 83088M102 2 351 SH DEF 2 351
SKYWORKS SOLUTIONS COM 83088M102 0 52 SH DEF 6 52
SKYWORKS SOLUTIONS COM 83088M102 26 5,725 SH DEF 12 5,725
SLIPPERY ROCK FINANCIAL CORP COM 831471107 7 500 SH DEF 12 500
SMALLCAP FUND TM UNIT 831680103 11 1,464 SH DEF 12 1,464
SMART & FINAL COM 831683107 104 24,400 SH DEF 6 24,400
SMEDVIG ASA ADR COM 83169H105 2,146 510,458 SH DEF 6 468,868 41,590
SMITH & WESSON HOLDING CORP COM 831756101 8 5,900 SH DEF 12 5,900
SMITH & WOLLENSKY RESTAURANT COM 831758107 53 12,900 SH DEF 12 12,900
SMITH & NEPHEW P L C COM 83175M205 4,108 66,194 SH DEF 6 55,373 10,821
A O SMITH CORP COM 831865209 18 630 SH DEF 12 630
SMITH INTL COM 832110100 1,342 45,800 SH DEF 3 37,800 8,000
SMITH INTERNATIONAL COM 832110100 15 500 SH DEF 12 500
SMITHFIELD FOODS COM 832248108 3,995 254,450 SH DEF 6 254,450
SMITHFIELD FOODS COM 832248108 3,406 216,945 SH DEF 12 216,945
SMITHFIELD FOODS COM 832248108 2,488 100,000 SH DEF 15 100,000
THE J.M. SMUCKER PANY COM 832696405 1,428 38,918 SH DEF 2 38,832 86
THE J.M. SMUCKER PANY COM 832696405 15 406 SH DEF 7 406
SMUCKER J M COMPANY COM 832696405 689 18,766 SH DEF 12 18,766
SMURFIT-STONE CONTAINER CORP COM 832727101 564 44,900 SH DEF 5 35,300 9,600
SMURFIT-STONE CONTNR COM 832727101 21 1,710 SH DEF 6 1,710
SMURFIT-STONE CONTAINER CORP COM 832727101 9 742 SH DEF 12 742
SNAP-ON COM 833034101 294 12,800 SH DEF 12 12,800
SOCIEDAD QUIMCA Y MINERA DE CHILLE SADR 833635105 38 2,000 SH DEF 2 2,000
SOCIETE GENERALE FRAN COM 83364L109 2,726 314,450 SH DEF 6 215,600 98,850
SOCIETE GENERALE-SPONS ADR ADR 83364L109 2 210 SH DEF 7 210
SOFTNET SYSTEMS COM 833964109 104 45,175 SH DEF 12 45,175
SOLA INTL COM 834092108 3,888 386,900 SH DEF 6 376,400 10,500
SOLECTRON CORP COM 834182107 12 5,500 SH DEF 2 5,500
SOLECTRON COM 834182107 35 16,500 SH DEF 4 16,500
SOLECTRON CORP COM 834182107 159 75,475 SH DEF 5 57,675 17,800
SOLECTRON CORP COM 834182107 56 26,550 SH DEF 6 26,550
SOLECTRON CORP COM 834182107 43 20,376 SH DEF 12 20,376
SOLECTRON CORP CONV. NOTE CONV 834182AK3 2,293 4,013,000 PRN DEF 16 4,013,000
SOLUTIA COM 834376105 1 168 SH DEF 2 168
SOLUTIA COM 834376105 732 140,200 SH DEF 3 140,200
SOLUTIA COM 834376105 14 2,668 SH DEF 12 2,668
SOMERA MUNICATN COM 834458101 882 430,300 SH DEF 6 416,900 13,400
SONEX RESEARCH COM 835448101 3 15,500 SH DEF 12 15,500
SONIC CORP COM 835451105 120 5,200 SH DEF 12 5,200
SONIC AUTOMOTIVE COM 83545G102 6,934 391,770 SH DEF 3 225,670 166,100
SONIC AUTOMOTIVE -CL A COM 83545G102 9 500 SH DEF 12 500
SONIC SOLUTIONS COM 835460106 10 1,500 SH DEF 12 1,500
SONICBLUE COM 83546Q109 2 8,968 SH DEF 12 8,968
SONICWALL COM 835470105 5 1,900 SH DEF 12 1,900
SONOCO PRODS CO NASD INDL COM 835495102 234 11,000 SH DEF 3 4,300 6,700
SONOCO PRODS CO COM 835495102 299 14,048 SH DEF 5 11,248 2,800
SONOCO PRODS COM 835495102 4 200 SH DEF 6 200
SONOCO PRODUCTS CO COM 835495102 894 41,936 SH DEF 12 41,936
SONOSITE INC COM 83568G104 29 1,700 SH DEF 1,700
SONY CORP. - SPONSORED ADR ADR 835699307 1,113 27,090 SH DEF 2 27,090
SONY CORP. - SPONSORED ADR ADR 835699307 2 52 SH DEF 7 52
SOTHEBYS HOLDINGS -CL A COM 835898107 140 20,000 SH DEF 12 20,000
SONUS NETWORKS COM 835916107 0 365 SH DEF 7 365
SOUNDVIEW TECHNOLOGY GROUP COM 83611Q109 17 12,700 SH DEF 12 12,700
SOURCE INTERLINK CO COM 836151209 77 14,300 SH DEF 6 14,300
SOURCE INTERLINK COMPANIES COM 836151209 1 100 SH DEF 12 100
SOUTH FINANCIAL GROUP COM 837841105 4,307 204,240 SH DEF 3 187,340 16,900
SOUTH FINL GROUP COM 837841105 49 2,306 SH DEF 12 2,306
SOUTH JERSEY INDS COM 838518108 29 900 SH DEF 6 900
SOUTH JERSEY INDUSTRIES COM 838518108 17 517 SH DEF 12 517
THE SOUTHERN PANY COM 842587107 331 11,512 SH DEF 2 11,512
SOUTHERN CO COM 842587107 7,651 265,850 SH DEF 3 263,250 2,600
SOUTHERN CO COM 842587107 9 300 SH DEF 6 300
SOUTHERN CO COM 842587107 417 14,483 SH DEF 9 600 13,883
SOUTHERN CO COM 842587107 1,894 65,820 SH DEF 12 65,820
SOUTHERN PANY COM 842587107 274 6,000 SH DEF 15 6,000
SOUTHERN COMMUNITY FINANCIAL COM 842632101 146 23,338 SH DEF 12 23,338
SOUTHERN CONNECTICUT BANCORP COM 84264A102 2 235 SH DEF 12 235
SOUTHERN FINL BANCORP COM 842870107 1231 42,500 SH DEF 7 42,500
SOUTHERN FINANCIAL BANCORP COM 842870107 14 485 SH DEF 12 485
SOUTHERN PACIFIC PETROLEUM NL ADR 843581406 1 68 SH DEF 2 68
SOUTHERN PAC PETE N L COM 843581406 1 93 SH DEF 12 93
SOUTHERN UNION COM 844030106 186 16,443 SH DEF 4 16,443
SOUTHERN UNION CO NEW COM 844030106 18 1,577 SH DEF 12 1,577
SOUTHTRUST CORP. COM 844730101 29 1,200 SH DEF 2 1,200
SOUTHTRUST CORP COM 844730101 340 14,000 SH DEF 5 10,000 4,000
SOUTHTRUST CORP COM 844730101 4 160 SH DEF 6 160
SOUTHTRUST CORP COM 844730101 1,765 72,782 SH DEF 12 72,782
SOUTHWEST AIRLINES CO. COM 844741108 47 3,575 SH DEF 2 3,575
SOUTHWEST AIRLINES COM 844741108 232 17,775 SH DEF 4 17,775
SOUTHWEST AIRLINES CO COM 844741108 1,219 93,362 SH DEF 12 93,362
STHWST BANCORP COM 844767103 1,657 65,900 SH DEF 6 63,650 2,250
SOUTHWEST BANCORP OF TEXAS COM 84476R109 218 6,000 SH DEF 5 6,000
SOUTHWEST BANCORP OF TEXAS COM 84476R109 5190 142,550 SH DEF 7 142,550
SOUTHWEST BANCORPORATION COM 84476R109 252 6,925 SH DEF 12 6,925
SOUTHWEST GAS CORP COM 844895102 2,793 125,530 SH DEF 3 77,430 48,100
SOUTHWEST GAS CORP COM 844895102 220 9,905 SH DEF 12 9,905
SOUTHWEST WATER CO COM 845331107 24 1,680 SH DEF 12 1,680
SOUTHWESTERN ENERGY CO COM 845467109 3,199 266,600 SH DEF 3 260,400 6,200
SOUTHWESTERN ENERGY COM 845467109 4,315 359,600 SH DEF 6 351,200 8,400
SOUTHWESTERN ENERGY CO COM 845467109 4 300 SH DEF 12 300
SOVEREIGN BANCORP COM 845905108 6 500 SH DEF 2 500
SOVEREIGN BANCORP IN COM 845905108 2,312 179,200 SH DEF 3 153,500 25,700
SOVEREIGN BANCORP COM 845905108 1,133 87,808 SH DEF 4 87,808
SOVEREIGN BANCORP COM 845905108 5,518 427,730 SH DEF 6 427,730
SOVEREIGN BANCORP COM 845905108 44,058 3,415,320 SH DEF 8 3,415,320
SOVEREIGN BANCORP INC. COM 845905108 46,440 3,600,000 SH DEF 10 3,600,000
SOVEREIGN BANCORP COM 845905108 1,605 124,422 SH DEF 12 124,422
SOVRAN SELF STORAGE COM 84610H108 33 1,090 SH DEF 12 1,090
SPAN-AMERICA MEDICAL SYSTEMS COM 846396109 19 2,900 SH DEF 12 2,900
SPARTAN MOTORS COM 846819100 1,137 100,620 SH DEF 3 99,020 1,600
SPARTAN MOTORS COM 846819100 542 48,000 SH DEF 6 48,000
SPARTAN STORES COM 846822104 822 293,400 SH DEF 6 283,500 9,900
SPARTECH CORP NEW COM 847220209 4 200 SH DEF 12 200
SPECTRASITE HOLDINGS COM 84760T100 2 26,725 SH DEF 12 26,725
SPECTRUM CONTROL COM 847615101 27 5,500 SH DEF 6 5,500
SPECTRUM CONTROL COM 847615101 3 700 SH DEF 12 700
SPECTRUM SIGNAL PROCESSING COM 84763F107 23 20,000 SH DEF 12 20,000
SPEECHWORKS INTL COM 84764M101 1 400 SH DEF 12 400
SPEECHWORKS INTL INC COM 84764M101 12 5,000 SH DEF 5,000
SPEEDWAY MOTORSPORTS COM 847788106 15 635 SH DEF 12 635
SPHERION CORP COM 848420105 25 3,600 SH DEF 6 3,600
SPHERION CORP COM 848420105 411 58,360 SH DEF 12 58,360
SPHERIX COM 84842R106 72 10,330 SH DEF 12 10,330
SPINNAKER EXPL CO COM 84855W109 1,223 42,600 SH DEF 6 42,600
SPINNAKER EXPL CO COM 84855W109 37 1,272 SH DEF 12 1,272
SPORT CHALET COM 849163100 52 7,500 SH DEF 6 7,500
SPORTS AUTHORITY COM 849176102 1,626 272,400 SH DEF 3 81,100 191,300
SPRINT CORP (FON GROUP) COM 852061100 328 35,913 SH DEF 2 35,913
SPRINT CORP COM 852061100 1,198 131,380 SH DEF 3 131,380
SPRINT CORP(FON GRP) COM 852061100 6,172 676,776 SH DEF 6 601,576 75,200
SPRINT CORP. (FON GROUP) COM 852061100 42 4,590 SH DEF 9 695 3,895
SPRINT CORP COM 852061100 737 80,773 SH DEF 12 80,773
SPRINT CORP. (PCS GROUP) COM 852061506 17 8,922 SH DEF 2 8,922
SPRINT CORP PCS GROUP COM 852061506 78 39,700 SH DEF 5 30,700 9,000
SPRINT CORP PCS GROUP SER 1 COM 852061506 120 61,232 SH DEF 12 61,232
SPRINT CORPORATION COM COM 852061506 10 5,000 SH DEF 5,000
STAGE STORES COM 85254C305 2,807 129,400 SH DEF 3 66,100 63,300
STANCORP FINANCIAL GROUP COM 852891100 8675 163,996 SH DEF 7 163,996
STAMFORD INTERNATIONAL COM 852902105 1 800 SH DEF 7 800
STANDARD L CORP COM 853258101 2,730 163,100 SH DEF 6 157,700 5,400
STANDARD MANAGEMENT CORP COM 853612109 2 420 SH DEF 2 420
STANDARD MGMT CORP COM 853612109 571 114,300 SH DEF 6 111,200 3,100
STANDARD MICROSYSTEMS COM 853626109 14 920 SH DEF 4 920
STANDARD MOTOR PRODUCTS COM 853666105 16 1,500 SH DEF 2 1,500
STANDARD PAC CORP COM 85375C101 9,993 427,400 SH DEF 6 414,900 12,500
STANDARD REGISTER CO NASD INDL COM 853887107 881 36,720 SH DEF 3 35,320 1,400
STANDEX INTL CORP COM 854231107 5,444 267,950 SH DEF 6 258,950 9,000
STANLEY FURNITURE COM 854305208 1,044 49,150 SH DEF 6 46,150 3,000
STANLEY FURNITURE CO NEW COM 854305208 8 400 SH DEF 12 400
LA COMPAGNIE STANLEY WORKS COM 854616109 438 13,396 SH DEF 12 13,396
STAPLES COM 855030102 92 7,172 SH DEF 2 5,172 2,000
STAPLES COM 855030102 9,486 741,650 SH DEF 3 739,550 2,100
STAPLES COM 855030102 292 22,800 SH DEF 5 22,400 400
STAPLES COM 855030102 323 25,240 SH DEF 12 25,240
STAPLES COM 855030102 2,481 122,300 SH DEF 15 122,300
STAR GAS PARTNERS LP COM 85512C105 283 15,989 SH DEF 12 15,989
STARGAS PARTNERS, LP COM 85512C105 53 3,000 SH DEF 1,700
STAR SCIENTIFIC COM 85517P101 9 7,200 SH DEF 12 7,200
STARBUCKS CORP COM 855244109 58 2,800 SH DEF 2 2,800
STARBUCKS CORP COM 855244109 21 1,000 SH DEF 7 1,000
STARBUCKS CORP COM 855244109 537 26,025 SH DEF 12 26,025
STARBUCKS COM 855244109 126 6,000 SH DEF 6,000
STARTEK INC COM 85569C107 35 1,600 SH DEF 3 1,600
STATE AUTO FINANCIAL CORP COM 855707105 35 2,330 SH DEF 12 2,330
STARTECH ENVIRONMENTAL CORP COM 855906103 3 1,858 SH DEF 12 1,858
STARWOOD HOTELS & RESORTS WORLDWIDE COM 85590A203 51 2,268 SH DEF 2 2,268
STARWOOD HTLS&RES COM 85590A203 10 470 SH DEF 6 470
STARWOOD HOTELS & RESORTS WORLDWIDE COM 85590A203 2 100 SH DEF 7 100
STARWOOD HOTELS & RESORTS COM 85590A203 330 14,800 SH DEF 12 14,800
STARWOOD HOTELS COM 85590A203 7 200 SH DEF 15 200
STATE FINANCIAL SERVICES CORP COM 856855101 24 1,720 SH DEF 12 1,720
STATE STREET CORP. COM 857477103 27,941 723,117 SH DEF 1 10,500 712,617
STATE STREET CORP COM 857477103 79 2,040 SH DEF 2 2,040
STATE STREET COM 857477103 27 699 SH DEF 4 699
STATE STREET CORP COM 857477103 58 1,500 SH DEF 7 1,500
STATE STREET CORP COM 857477103 468 12,121 SH DEF 11 11,290 386
STATE STREET CORP COM 857477103 3,404 88,100 SH DEF 12 88,100
STATEN ISLAND BANCORP COM 857550107 3,005 172,700 SH DEF 3 154,000 18,700
STATEN ISLAND BANCORP COM 857550107 28 1,600 SH DEF 12 1,600
STATION CASINOS COM 857689103 139 8,200 SH DEF 2 8,200
STATION CASINOS COM 857689103 2 100 SH DEF 12 100
STEAK N SHAKE CO COM 857873103 6 503 SH DEF 12 503
STEEL DYNAMICS COM 858119100 3 200 SH DEF 12 200
STEEL TECHNOLOGIES NASD INDL COM 858147101 304 17,900 SH DEF 3 14,100 3,800
STEEL TECHNOLOGIES COM 858147101 2,610 153,900 SH DEF 6 147,800 6,100
STEELCASE CL A CL A 858155203 210 20,100 SH DEF 4 20,100
STEELCASE CL A 858155203 3 300 SH DEF 6 300
STEELCASE -MICH CL A COM 858155203 14 1,300 SH DEF 12 1,300
STEIN MART COM 858375108 212 36,260 SH DEF 12 36,260
STEINWAY MUSICAL INS COM 858495104 1,906 124,200 SH DEF 6 119,900 4,300
STEMCELLS COM 85857R105 2 3,000 SH DEF 12 3,000
STEPAN CO COM 858586100 3,670 136,700 SH DEF 6 132,800 3,900
STERLING BANCSHARES COM 858907108 67 5,150 SH DEF 12 5,150
STERIS CORP. COM 859152100 79 3,157 SH DEF 2 3,157
STERIS CORP COM 859152100 9,826 394,465 SH DEF 3 343,265 51,200
STERIS CORP COM 859152100 50 2,000 SH DEF 12 2,000
STERLING BANCORP COM 859158107 1,174 44,253 SH DEF 6 41,943 2,310
STERLING FINANCIAL CORP-PA COM 859317109 177 7,607 SH DEF 12 7,607
STERLING FINL CORP COM 859319105 2,909 160,431 SH DEF 6 154,031 6,400
STEWART & STEVENSON COM 860342104 173 17,700 SH DEF 6 17,700
STEWART & STEVENSON SERVICES COM 860342104 387 39,490 SH DEF 12 39,490
STEWART ENTERPRISES CL A 860370105 9,281 1,819,900 SH DEF 6 1,770,700 49,200
STEWART ENTERPRISES -CL A COM 860370105 62 12,085 SH DEF 12 12,085
STEWART INFO SVCS CO COM 860372101 6,123 286,800 SH DEF 6 279,300 7,500
STILLWATER MNG CO COM 86074Q102 6,837 1,138,571 SH DEF 6 1,067,851 70,720
STILLWATER MINING CO COM 86074Q102 11 1,768 SH DEF 12 1,768
STILLWATER MINING CO COM 86074Q102 10 1,000 SH DEF 15 1,000
STILWELL FINANCIAL COM 860831106 6,076 503,412 SH DEF 2 488,034 15,378
STILWELL FINL COM 860831106 1 100 SH DEF 6 100
STILWELL FINANCIAL COM 860831106 1,693 140,293 SH DEF 12 140,293
STOCHASTIC MODELS COM 860902105 0 35,000 SH DEF 7 35,000
STMICROELECTRONICS N V COM 861012102 2,306 170,400 SH DEF 3 165,000 5,400
***STMICROELECTRONICS N V COM 861012102 38 2,783 SH DEF 12 2,783
STONE & WEBSTER COM 861572105 1 2,750 SH DEF 12 2,750
STONE & WEBSTER INC COM 861572105 18 50,000 SH DEF 50,000
STONE ENERGY CORP. COM 861642106 1,222 37,606 SH DEF 2 37,606
STONE ENERGY CORP COM 861642106 1,385 42,600 SH DEF 6 42,200 400
STONE ENERGY CORP COM 861642106 506 15,571 SH DEF 12 15,571
STONECUTTER MILLS CORP-CL A COM 861793107 26 286 SH DEF 12 286
STONECUTTER MILLS CORP CL B COM 861793206 41 429 SH DEF 12 429
STONERIDGE COM 86183P102 71 4,200 SH DEF 3 4,200
STORA ENSO AB ADR SPO COM 86210M106 13,050 1,364,537 SH DEF 6 1,313,175 51,362
STORAGE TECHNOLOGY CORP COM 862111200 14,511 1,380,700 SH DEF 3 1,173,100 207,600
STORAGE TECHNOLOGY COM 862111200 323 30,750 SH DEF 6 30,750
STORAGE TECHNOLOGY CORP NEW COM 862111200 66 6,322 SH DEF 12 6,322
STORAGE TECHNOLOGY CORP NEW COM 862111200 53 5,000 SH DEF 5,000
STORAGE COMPUTER CORP COM 86211A101 8 33,900 SH DEF 12 33,900
STORAGENETWORKS COM 86211E103 505 403,815 SH DEF 12 403,815
STRATEGIC GLOBAL OME FUND UNIT 862719101 18 1,441 SH DEF 12 1,441
STRATOS LIGHTWAVE COM 863100103 3 7,082 SH DEF 12 7,082
STRATTEC SECURITY CORP COM 863111100 26 500 SH DEF 2 500
STRATTEC SEC CORP COM 863111100 2,214 43,400 SH DEF 6 41,100 2,300
STRATTEC SECURITY CORP COM 863111100 9 168 SH DEF 12 168
STRATUS PROPERTIES COM 863167201 1 89 SH DEF 12 89
STRAYER EDUCATION COM 863236105 432 7,258 SH DEF 12 7,258
STREETTRACKS SER TR COM 86330E406 886 7,620 SH DEF 12 7,620
STREETTRACKS SER TR COM 86330E703 2 100 SH DEF 12 100
STRIDE RITE CORP COM 863314100 252 31,900 SH DEF 3 26,600 5,300
STRIDE RITE CORP COM 863314100 255 32,200 SH DEF 6 32,200
STRIDE RITE CORP COM 863314100 2 250 SH DEF 12 250
STRYKER CORP. COM 863667101 14,648 254,300 SH DEF 1 9,000 245,300
STRYKER CORP COM 863667101 146 2,540 SH DEF 2 2,540
STRYKER CORP COM 863667101 12 200 SH DEF 7 200
STRYKER CORP COM 863667101 904 15,700 SH DEF 11 11,875
STRYKER CORP COM 863667101 237 4,119 SH DEF 12 4,119
STUDENT LOAN CORP COM 863902102 260 2,870 SH DEF 12 2,870
STURGIS BANCORP COM 864087101 11 1,100 SH DEF 12 1,100
STURM RUGER & CO COM 864159108 201 16,511 SH DEF 12 16,511
SUBURBAN PROPANE PARTNERS LP COM 864482104 650 24,254 SH DEF 12 24,254
SUBURBAN PROPANE PARTNERS UNIT LTD P864482104 0 1 SH DEF 15 1
SUFFOLK BANCORP COM 864739107 120 3,740 SH DEF 3 3,740
SUMITOMO MITSUI BANKING CORP ADR 865622104 2 320 SH DEF 2 320
SUMMA INDS COM 86562T105 580 62,600 SH DEF 6 60,800 1,800
SUMMIT BANCSHARES COM 866011109 312 14,800 SH DEF 6 14,800
SUMMIT PROPERTIES COM 866239106 1,271 65,500 SH DEF 9 65,500
SUMMIT PROPERTIES COM 866239106 210 10,846 SH DEF 12 10,846
SUN BANCORP -PA COM 866634108 20 876 SH DEF 12 876
SUN MUNITIES COM 866674104 24 650 SH DEF 2 650
SUN INTERBREW LTD GDR REG S GDR 86677C708 550 100,000 SH DEF 3 100,000
SUN LIFE FINANCIAL SERVICES COM 866796105 26 1,613 SH DEF 12 1,613
SUN MICROSYSTEMS, INC. COM 866810104 68 26,300 SH DEF 1 26,300
SUN MICROSYSTEMS COM 866810104 1,510 582,825 SH DEF 2 553,125 29,700
SUN MICROSYSTEMS COM 866810104 4 1,380 SH DEF 4 1,380
SUN MICROSYSTEMS COM 866810104 288 111,100 SH DEF 5 110,500 600
SUN MICROSYSTEMS COM 866810104 169 65,371 SH DEF 9 400 64,971
SUN MICROSYSTEMS COM 866810104 107 41,462 SH DEF 11 19,244 9,600
SUN MICROSYSTEMS COM 866810104 1,834 708,241 SH DEF 12 708,241
SUN MICROSYSTEMS COM 866810104 1,246 303,400 SH DEF 15 303,400
SUNCOR ENERGY COM 867229106 56 3,300 SH DEF 12 3,300
SUNGARD DATA SYSTEMS COM 867363103 78 4,034 SH DEF 2 4,034
SUNGARD DATA SYSTEMS COM 867363103 110 5,647 SH DEF 12 5,647
SUNOCO LOGISTICS PARTNERS LP COM 86764L108 42 1,900 SH DEF 12 1,900
SUNOCO COM 86764P109 7 228 SH DEF 2 228
SUNOCO COM 86764P109 5 170 SH DEF 6 170
SUNOCO COM 86764P109 389 12,896 SH DEF 12 12,896
SUNOCO COM 86764P109 5 100 SH DEF 15 100
SUNRISE ASSISTED LVG COM 86768K106 7,211 336,200 SH DEF 6 330,200 6,000
SUNRISE ASSISTED LIVING COM 86768K106 2,312 107,805 SH DEF 12 107,805
SUNRISE ASSISTED LIVING INC COM 86768K106 1,042 45,000 SH DEF 45,000
SUNTRUST BANKS COM 867914103 513 8,350 SH DEF 2 8,350
SUNTRUST BKS COM 867914103 4,777 77,700 SH DEF 3 77,700
SUNTRUST BANKS COM 867914103 812 13,200 SH DEF 5 12,300 900
SUNTRUST BANKS COM 867914103 387 6,800 SH DEF 6 6,800
SUNTRUST BANKS COM 867914103 636 10,352 SH DEF 7 10,352
SUNTRUST BANKS COM 867914103 14,043 228,408 SH DEF 12 228,408
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 1 1,400 SH DEF 12 1,400
SUPERGEN COM 868059106 7 4,000 SH DEF 12 4,000
SUPERIOR ENERGY SERVICES COM 868157108 3,870 595,320 SH DEF 3 543,470 51,850
SUPERIOR ENERGY SVCS COM 868157108 1,720 264,600 SH DEF 6 261,800 2,800
SUPERIOR ENERGY SERVICES COM 868157108 11 1,700 SH DEF 12 1,700
SUPERIOR FNL COR DEL COM 868161100 2,224 118,300 SH DEF 6 114,000 4,300
SUPERIOR INDUSTRIES INTL COM 868168105 31 655 SH DEF 12 655
SUPERIOR SURGICL MFG COM 868358102 1,121 99,600 SH DEF 6 95,800 3,800
SUPERIOR UNIFORM GROUP COM 868358102 141 12,500 SH DEF 12 12,500
SUPERIOR TR I CONV PFD 8.50% PFD 86836P202 2 1,700 SH DEF 12 1,700
SUPERTEX COM 868532102 1 100 SH DEF 12 100
SUPERVALU COM 868536103 25,624 1,586,600 SH DEF 3 1,448,400 138,200
SUPERVALU COM 868536103 219 13,550 SH DEF 5 10,050 3,500
SUPERVALU COM 868536103 27,029 1,676,410 SH DEF 6 1,568,585 107,825
SUPERVALU COM 868536103 839 51,979 SH DEF 12 51,979
SUPREME INDS CL A 868607102 639 143,573 SH DEF 6 138,407 5,166
SUPREME INDUSTRIES -CL A COM 868607102 6 1,337 SH DEF 12 1,337
SUREBEAM CORP COM 86866R102 7 3,884 SH DEF 12 3,884
SURGUTNEFTEGAZ JSC SPON ADR 868861204 154 9,570 SH DEF 3 9,570
SUSQUEHANNA BANCSHARES COM 869099101 45 2,100 SH DEF 3 2,100
SUSQUEHANNA BANCSHARES -PA COM 869099101 541 24,974 SH DEF 12 24,974
SWIFT ENERGY CO COM 870738101 2,371 228,000 SH DEF 6 222,600 5,400
SWIFT ENERGY CO COM 870738101 24 2,320 SH DEF 12 2,320
SWIFT TRANSPORT CO COM 870756103 4,134 264,980 SH DEF 6 264,980
SWIFT TRANSPORTATION CO COM 870756103 697 44,685 SH DEF 12 44,685
SWIRE PACIFIC LTD SPONSORED ADR 870794302 3 640 SH DEF 2 640
SWISS HELVETIA FUND UNIT 870875101 11 1,165 SH DEF 12 1,165
SWISS AG ADR 871013108 23 830 SH DEF 2 830
SWITCHBOARD COM 871045100 0 100 SH DEF 2 100
SYBASE COM 871130100 21,302 1,833,180 SH DEF 3 1,500,930 332,250
SYBASE COM 871130100 54,229 4,666,861 SH DEF 8 4,666,861
SYBASE, INC. COM 871130100 60,183 5,179,300 SH DEF 10 5,179,300
SYBASE COM 871130100 92 7,950 SH DEF 12 7,950
SYBRON DENTAL SPECIALTIES COM 871142105 450 32,186 SH DEF 12 32,186
SYCAMORE NETWORKS COM 871206108 0 100 SH DEF 2 100
SYCAMORE NETWORKS COM 871206108 6 2,690 SH DEF 12 2,690
SYLVAN FOODS HLDGS COM 871371100 608 52,800 SH DEF 6 50,000 2,800
SYLVAN COM 871371100 219 19,046 SH DEF 12 19,046
SYLVAN LEARNING SYSTEMS COM 871399101 86 6,316 SH DEF 12 6,316
SYMANTEC CORP COM 871503108 102 3,035 SH DEF 2 3,035
SYMANTEC CORP NASD INDL COM 871503108 12,711 377,970 SH DEF 3 364,970 13,000
SYMANTEC CORP COM 871503108 4,962 147,560 SH DEF 6 147,560
SYMANTEC CORP COM 871503108 20 602 SH DEF 7 602
SYMANTEC CORP COM 871503108 207,944 6,183,300 SH DEF 8 6,183,300
SYMANTEC CORPORATION COM 871503108 71,464 2,125,000 SH DEF 10 2,125,000
SYMANTEC CORP COM 871503108 2,698 80,116 SH DEF 12 80,116
SYMANTEC CORPORATION COM 871503108 20,178 600,000 SH DEF 14 600,000
SYMBOL TECHNOLOGIES COM 871508107 823 107,250 SH DEF 1 107,250
SYMBOL TECHNOLOGIES COM 871508107 10 1,282 SH DEF 2 1,282
SYMBOL TECHNOLOGIES COM 871508107 1 100 SH DEF 6 100
SYMBOL TECHNOLOGIES COM 871508107 157 20,496 SH DEF 12 20,496
SYMBOL TECHNOLOGIES INC COM 871508107 38 5,000 SH DEF 5,000
SYMBIAT COM 87150R105 39 125,922 SH DEF 12 125,922
SYMYX TECHNOLOGIES COM 87155S108 16 1,500 SH DEF 12 1,500
SYNALLOY CORP COM 871565107 1 500 SH DEF 12 500
SYNERGON INFO SYS LTD 144A GDR GDR 87159M206 1,329 722,500 SH DEF 3 722,500
SYNOPSYS COM 871607107 10,483 274,780 SH DEF 3 266,280 8,500
SYNOPSYS COM 871607107 11,489 307,099 SH DEF 6 302,086 401 4,612
SYNOPSYS COM 871607107 42 1,113 SH DEF 12 1,113
SYNGENTA AG - SPON ADR ADR 87160A100 226 20,900 SH DEF 2 20,900
SYNPLICITY COM 87160Y108 6 1,500 SH DEF 12 1,500
SYNOVUS FINANCIAL CORP. COM 87161C105 25 1,192 SH DEF 2 1,192
SYNOVUS FINANCIAL CORP COM 87161C105 195 9,460 SH DEF 12 9,460
SYNTHETECH COM 87162E100 1 1,000 SH DEF 12 1,000
SYPRIS SOLUTIONS COM 871655106 307 28,300 SH DEF 12 28,300
SYSCO CORP COM 871829107 19,417 683,921 SH DEF 2 674,821 9,100
SYSCO COM 871829107 33 1,145 SH DEF 4 1,145
SYSCO CORP COM 871829107 238 8,400 SH DEF 5 6,000 2,400
SYSCO CORP COM 871829107 5484 193,150 SH DEF 7 193,150
SYSCO CORP COM 871829107 263 9,279 SH DEF 11 2,800 324
SYSCO CORP COM 871829107 948 33,403 SH DEF 12 33,403
SYSTEMS & PUTER TECHNOLOGY CORP COM 871873105 10 1,437 SH DEF 2 1,437
SYSTEX CORP GDR 144A GDR 87203M103 4 2,370 SH DEF 3 2,370
TBC CORP NASD INDL COM 872180104 1,392 134,220 SH DEF 3 132,670 1,550
TBC CORP COM 872180104 3,205 309,100 SH DEF 6 298,200 10,900
TBC CORP COM 872180104 143 13,787 SH DEF 12 13,787
TB WOODS CORP COM 872226105 182 25,800 SH DEF 6 25,800
TBX RESOURCES COM 872228101 1 3,810 SH DEF 12 3,810
TCF FINANCIAL CORP COM 872275102 7720 182,365 SH DEF 7 182,365
TCF FINANCIAL CORP COM 872275102 152 3,590 SH DEF 12 3,590
TC PIPELINES LP COM 87233Q108 430 16,075 SH DEF 12 16,075
TCW CONVERTIBLE SECURITIES UNIT 872340104 170 41,600 SH DEF 12 41,600
TCW DW TERM TRUST 2002-SBI UNIT 87234T101 11 1,000 SH DEF 12 1,000
TCW DW TERM TRUST 2003-SBI UNIT 87234U108 77 7,127 SH DEF 12 7,127
TECO ENERGY COM 872375100 6 400 SH DEF 2 400
TECO ENERGY COM 872375100 8,990 566,090 SH DEF 6 566,090
TECO ENERGY COM 872375100 796 50,124 SH DEF 12 50,124
TEPPCO PARTNERS LP COM 872384102 1,082 37,066 SH DEF 12 37,066
TEPPCO PARTNERS LP COM 872384102 330 11,000 SH DEF 11,000
TESSCO TECH COM 872386107 384 39,900 SH DEF 6 38,700 1,200
TF FINL CORP COM 872391107 262 12,600 SH DEF 6 11,600 1,000
THQ NEW COM 872443403 48 2,299 SH DEF 12 2,299
TJX PANIES COM 872540109 8 450 SH DEF 2 450
TJX COS NEW COM 872540109 7,827 460,400 SH DEF 3 448,900 11,500
TJX PANIES (NEW) COM 872540109 307 18,074 SH DEF 5 7,150 10,924
TJX PANIES COM 872540109 2,019 118,746 SH DEF 6 118,746
TJX PANIES COM 872540109 96,900 5,700,000 SH DEF 8 5,700,000
TJX COMPANIES, INC. COM 872540109 15,810 930,000 SH DEF 10 930,000
TJX COMPANIES NEW COM 872540109 2,869 168,772 SH DEF 12 168,772
TLC VISION CORP COM 872549100 20 21,280 SH DEF 6 2,500 18,780
TLC VISION CORPORATION COM 872549100 4 4,925 SH DEF 12 4,925
TMBR/SHARP DRILLING COM 87257P101 866 65,400 SH DEF 6 63,300 2,100
TMBR/SHARP DRILLING COM 87257P101 4 292 SH DEF 12 292
TNETIX COM 872597109 21 8,100 SH DEF 6 8,100
T-NETIX COM 872597109 58 22,000 SH DEF 12 22,000
T R W COM 872649108 92 1,570 SH DEF 2 1,570
TRW COM 872649108 4,951 84,562 SH DEF 6 84,562
T R W COM 872649108 64 1,100 SH DEF 9 1,100
TRW COM 872649108 410 7,010 SH DEF 12 7,010
TSR COM 872885108 202 43,700 SH DEF 6 42,500 1,200
TMP WORLDWIDE COM 872941109 6 700 SH DEF 12 700
TXU CORP COM 873168108 377 9,035 SH DEF 2 8,535 500
TXU CORP COM 873168108 33 800 SH DEF 3 800
TXU CORP COM 873168108 19,753 481,999 SH DEF 6 473,379 8,620
TXU CORP COM 873168108 10 237 SH DEF 7 237
TXU CORP COM 873168108 625 14,995 SH DEF 11 12,505
TXU CORP COM 873168108 3,787 90,801 SH DEF 12 90,801
TXU CORP COM 873168108 13 200 SH DEF 15 200
TXU PFD 873168884 17,340 400,000 SH DEF 13 400,000
TAB PRODUCTS CO-DELAWARE COM 873197107 6 1,000 SH DEF 12 1,000
TAIWAN SEMICONDUCTOR CO. LTD SPONS AADR 874039100 57 8,911 SH DEF 2 8,911
TAIWAN SEMICONDUCTOR - SP ADR 874039100 164 25,829 SH DEF 3 25,829
TAIWAN SEMICONDUCTOR COM 874039100 8,237 1,315,750 SH DEF 6 1,244,359 71,391
TAIWAN SEMICONDUCTOR CO. LTD SPONS ADR 874039100 12 1,838 SH DEF 7 1,838
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 2,219 76,500 SH DEF 3 73,200 3,300
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 3 100 SH DEF 12 100
TALBOTS COM 874161102 267 9,545 SH DEF 12 9,545
TALISMAN ENERGY COM 87425E103 9,059 225,900 SH DEF 3 181,800 44,100
***TALISMAN ENERGY COM 87425E103 5 125 SH DEF 12 125
TALK AMERICA HOLDINGS COM 87426R103 155 66,945 SH DEF 12 66,945
TALK AMERICA HOLDINGS INC COM 87426R103 12,876 5,550,000 SH DEF 14 5,550,000
TALK AMERICA HOLDINGS INC COM 87426R103 55 18,000 SH DEF 18,000
TANDY BRANDS ACCESS COM 875378101 739 83,500 SH DEF 6 80,100 3,400
TANGER FACTORY OUTLET CENTERS COM 875465106 137 4,900 SH DEF 7 4,900
TANGER FACTORY OUTLET CENTERS COM 875465106 367 13,103 SH DEF 12 13,103
TANOX COM 87588Q109 14 1,300 SH DEF 2 1,300
TARGET CORP. COM 87612E106 8,267 280,045 SH DEF 1 15,500 264,545
TARGET CORP COM 87612E106 14,789 500,996 SH DEF 2 485,521 15,475
TARGET CORP COM 87612E106 3,189 108,039 SH DEF 3 105,839 2,200
TARGET COM 87612E106 21 710 SH DEF 4 710
TARGET CORP COM 87612E106 4,452 150,811 SH DEF 5 120,024 30,787
TARGET CORP COM 87612E106 794 26,905 SH DEF 6 26,905
TARGET CORP COM 87612E106 469 15,875 SH DEF 11 7,875 1,695
TARGET CORP COM 87612E106 5,750 194,779 SH DEF 12 194,779
TARGET CORP. COM 87612E106 3,059 65,350 SH DEF 15 65,350
TARGETS TRUST VI COM 87612P101 2 750 SH DEF 12 750
TASTY BAKING CO. COM 876553306 64 5,000 SH DEF 9 5,000
TASTY BAKING CO COM 876553306 479 37,537 SH DEF 12 37,537
TAUBMAN CENTERS COM 876664103 57 4,000 SH DEF 2 4,000
TAUBMAN CENTERS COM 876664103 36 2,500 SH DEF 12 2,500
CALVIN B TAYLOR BANKSHARES COM 876838103 10 264 SH DEF 12 264
TEAMSTAFF COM 87815U204 1 427 SH DEF 12 427
TEAM SPORTS ENTERTAINMENT COM 87815W101 14 50,000 SH DEF 12 50,000
TECH DATA CORP NASD INDL COM 878237106 66 2,500 SH DEF 3 2,500
TECH DATA CORP COM 878237106 3 120 SH DEF 6 120
TECH DATA CORP COM 878237106 121 4,583 SH DEF 12 4,583
TECHNE CORP COM 878377100 1,870 57,040 SH DEF 3 57,040
TECHNE CORP COM 878377100 13 400 SH DEF 12 400
TECHNIP COFLEXIP ADR COM 878546209 223 13,650 SH DEF 6 13,605 45
TECHNITROL COM 878555101 4,921 329,143 SH DEF 4 329,143
TECHNITROL COM 878555101 263 17,569 SH DEF 12 17,569
TECHTRONIC INDS LTD S COM 87873R101 3,871 248,073 SH DEF 6 215,618 32,455
TECUMSEH PRODS CO CL A 878895200 7,435 177,200 SH DEF 6 172,600 4,600
TECUMSEH PRODUCTS CO-CL A COM 878895200 49 1,162 SH DEF 12 1,162
TEKELEC NASD INDL COM 879101103 385 44,590 SH DEF 3 44,590
TEKELEC COM 879101103 87 10,078 SH DEF 12 10,078
TEKTRONIX COM 879131100 55 3,340 SH DEF 2 3,340
TEKTRONIX COM 879131100 1 50 SH DEF 6 50
TEKTRONIX COM 879131100 34 2,042 SH DEF 12 2,042
TELECENTRO OESTE CELULAR ADR 87923P105 541 233,000 SH DEF 3 233,000
TELE ARGENTINA SA ADR 1 REPS 10 ADR 879273209 0 160 SH DEF 2 160
TELE CORP. OF NEW ADR 879278208 14 730 SH DEF 2 730
TELECOM HOLDRS TR COM 87927P200 2 100 SH DEF 12 100
TELE ITALIA SPA S.A. ADR 87927W106 1 10 SH DEF 2 10
TELE ITALIA SPA S.A. ADR 87927W106 2 35 SH DEF 7 35
TELECOMMUNICATIONS SYSTEMS COM 87929J103 3 3,100 SH DEF 12 3,100
TELEDYNE TECHNOLOGIES COM 879360105 254 13,960 SH DEF 3 13,960
TELEDYNE TECHNOLOGIES COM 879360105 22 1,224 SH DEF 12 1,224
TELEFLEX COM 879369106 46 1,000 SH DEF 2 1,000
TELEFLEX COM 879369106 6,624 145,337 SH DEF 12 145,337
TELEFONICA SA SPONS ADR ADR 879382208 902 40,393 SH DEF 2 40,393
TELEFONICA S A ADR ADR 879382208 313 14,000 SH DEF 3 14,000
TELEFONICA DE ESPANA COM 879382208 5,164 227,711 SH DEF 6 203,611 24,100
TELEFONICA SA SPONS ADR ADR 879382208 3 119 SH DEF 7 119
TELEFONOS DE MEXICO SP ADR A ADR 879403400 0 1 SH DEF 4 1
TELEFONOS DE MEXICO SA SPONS ADR 879403780 100 3,554 SH DEF 2 3,554
TELEFONOS DE MEXICO S A ADR REP ORD ADR 879403780 390 13,872 SH DEF 3 13,872
TELEFONOS DE MEXICO COM 879403780 2,265 76,780 SH DEF 6 75,440 1,340
TELEFONOS DE MEXICO SPON ADR O879403780 4 100 SH DEF 15 100
TELEPHONE & DATA SYSTEMS COM 879433100 256 5,065 SH DEF 2 5,065
TELEPHONE & DATA SYS COM 879433100 4,184 82,940 SH DEF 6 82,940
TELEPHONE & DATA SYSTEMS COM 879433100 13 250 SH DEF 12 250
TELIK COM 87959M109 238 19,200 SH DEF 3 19,200
TELIK COM 87959M109 502 40,550 SH DEF 12 40,550
TELLABS COM 879664100 4 1,000 SH DEF 2 1,000
TELLABS COM 879664100 222 54,550 SH DEF 5 44,150 10,400
TELLABS COM 879664100 104 25,500 SH DEF 6 25,500
TELLABS COM 879664100 593 145,809 SH DEF 9 450 145,359
TELLABS COM 879664100 502 123,416 SH DEF 12 123,416
TELLABS COM 879664100 6 900 SH DEF 15 900
TELUS CORP COM 87971M202 1 130 SH DEF 2 130
***TELUS CORPORATION COM 87971M202 2 253 SH DEF 12 253
TEMPLE INLAND COM 879868107 93 2,400 SH DEF 2 2,400
TEMPLE INLAND COM 879868107 222 5,750 SH DEF 5 4,550 1,200
TEMPLE INLAND COM 879868107 547 14,150 SH DEF 6 14,150
TEMPLE INLAND COM 879868107 134 3,473 SH DEF 12 3,473
TEMPLETON DRAGON FUND UNIT 88018T101 163 21,550 SH DEF 12 21,550
TEMPLETON CHINA WORLD FUND UNIT 88018X102 124 14,110 SH DEF 12 14,110
TEMPLETON EMERGING MARKETS UNIT 880190103 17 1,750 SH DEF 12 1,750
TEMPLETON EMERGING MARKETS UNIT 880191101 22 3,080 SH DEF 12 3,080
TEMPLETON EMERGING MARKETS UNIT 880192109 1,823 173,287 SH DEF 12 173,287
TEMPLETON GLOBAL OME FUND UNIT 880198106 4,234 581,569 SH DEF 12 581,569
TENET HEALTHCARE CORP COM 88033G100 76 1,539 SH DEF 2 1,539
TENET HEALTHCARE CORP COM 88033G100 9,025 182,320 SH DEF 3 181,270 1,050
TENET HEALTHCARE CORP COM 88033G100 506 10,224 SH DEF 5 7,237 2,987
T HEALTHCARE CORP COM 88033G100 1 20 SH DEF 6 20
TENET HEALTHCARE CORP COM 88033G100 4361 88,100 SH DEF 7 88,100
TENET HEALTHCARE CORP COM 88033G100 1,321 26,686 SH DEF 12 26,686
TENGASCO (NEW) COM 88033R205 29 9,855 SH DEF 12 9,855
TENGTU INTERNATIONAL CORP COM 88033T102 6 10,000 SH DEF 15 10,000
TENNANT CO COM 880345103 29 900 SH DEF 2 900
TENNANT CO COM 880345103 9 276 SH DEF 12 276
TENNECO AUTOMOTIVE COM 880349105 299 71,100 SH DEF 3 71,100
TENNECO AUTOMOTIVE COM 880349105 2 361 SH DEF 12 361
TERADYNE COM 880770102 253 26,334 SH DEF 12 26,334
TERAYON COMMUNICATION SYSTEMS COM 880775101 20 8,760 SH DEF 12 8,760
TEREX CORP COM 880779103 98 5,800 SH DEF 6 5,800
TEREX CORP NEW COM 880779103 111 6,557 SH DEF 12 6,557
TERAFORCE TECHNOLOGY CORP COM 88077T109 0 1,000 SH DEF 2 1,000
TERAFORCE TECHNOLOGY CORP COM 88077T109 1 4,500 SH DEF 12 4,500
TESCO PLC-ADR COM 881575302 3,947 412,953 SH DEF 6 297,768 115,185
TESCO PLC SA ADR 881575302 2 160 SH DEF 7 160
TESORO PETE CORP COM 881609101 1,039 371,000 SH DEF 6 364,000 7,000
TESORO PETROLEUM CORP COM 881609101 1 300 SH DEF 12 300
TEVA PHARMACEUTICAL-SP ADR 881624209 24 355 SH DEF 2 355
TEVA PHARM INDS ADR 881624209 3,397 50,700 SH DEF 3 50,700
TETRA TECHNOLOGIES COM 88162F105 2,920 144,900 SH DEF 6 140,000 4,900
TETRA TECHNOLOGIES DEL COM 88162F105 2 100 SH DEF 7 100
TETRA TECH COM 88162G103 473 59,200 SH DEF 6 57,500 1,700
TETRA TECH NEW COM 88162G103 62 7,700 SH DEF 12 7,700
TEXACO COM 881694103 0 0 SH DEF 9
TEXAS INDS COM 882491103 2,091 86,100 SH DEF 6 86,100
TEXAS INDUSTRIES COM 882491103 1,748 72,000 SH DEF 12 72,000
TEXAS INSTRUMENTS COM 882508104 4,130 279,652 SH DEF 2 270,002 9,650
TEXAS INSTRS COM 882508104 2,945 199,370 SH DEF 3 195,470 3,900
TEXAS INSTRUMENTS COM 882508104 5,799 392,625 SH DEF 4 392,625
TEXAS INSTRUMENTS COM 882508104 816 55,250 SH DEF 5 53,275 1,975
TEXAS INSTRUMENTS COM 882508104 757 51,274 SH DEF 11 43,015 3,235
TEXAS INSTRUMENTS COM 882508104 4,068 275,402 SH DEF 12 275,402
TEXAS INSTRUMENTS COM 882508104 84 3,600 SH DEF 15 3,600
TEXAS PACIFIC LAND TRUST COM 882610108 300 7,775 SH DEF 12 7,775
TEXAS REGIONAL BANCSHARES COM 882673106 8623 257,476 SH DEF 7 257,476
TEXAS REGIONAL BANCSHARES COM 882673106 105 3,150 SH DEF 12 3,150
THAI FUND UNIT 882904105 16 5,000 SH DEF 12 5,000
THAI CAPITAL FUND NEW COM 882905201 1 350 SH DEF 12 350
TEXTRON CAPITAL I TRUST PFD 883198202 25 1,000 SH DEF 2 1,000
TEXTRON COM 883203101 152 4,450 SH DEF 2 4,450
TEXTRON COM 883203101 15,602 457,540 SH DEF 6 457,540
TEXTRON COM 883203101 5,803 170,174 SH DEF 12 170,174
THERAGENICS CORP COM 883375107 13 3,000 SH DEF 12 3,000
THERASENSE COM 883381105 55 3,945 SH DEF 12 3,945
THERMO ELECTRON CORP. COM 883556102 26 1,635 SH DEF 2 1,635
THERMO ELECTRON CORP COM 883556102 497 30,800 SH DEF 6 30,800
THERMO ELECTRON CORP. COM 883556102 13 800 SH DEF 7 800
THERMO ELECTRON CORP COM 883556102 84 5,193 SH DEF 12 5,193
THOMAS & BETTS CORP COM 884315102 3 200 SH DEF 12 200
THOMAS INDS COM 884425109 25 1,000 SH DEF 3 1,000
THOMAS INDS COM 884425109 226 9,100 SH DEF 6 9,100
THORATEC CORP COM 885175307 92 11,700 SH DEF 12 11,700
THORNBURG MTG ASSET CORP COM 885218107 19,363 1,030,495 SH DEF 3 812,045 218,450
THORNBURG MORTGAGE COM 885218107 43 2,300 SH DEF 12 2,300
3 CORP. COM 885535104 1 225 SH DEF 2 225
3 CORP COM 885535104 5,244 1,330,994 SH DEF 6 1,237,594 93,400
3COM CORP COM 885535104 52 13,195 SH DEF 12 13,195
3COM CORP COM 885535104 20 5,000 SH DEF 5,000
3-D SYSTEMS CORP-DEL NEW COM 88554D205 5 700 SH DEF 12 700
THREE FIVE SYSTEMS COM 88554L108 2 450 SH DEF 12 450
3TEC ENERGY CORP COM 88575R308 1 43 SH DEF 6 43
360NETWORKS SUB VTG SHS COM 88575T205 0 1,000 SH DEF 6 1,000
3M COMPANY COM 88579Y101 769 6,997 SH DEF 1 6,997
3M PANY COM 88579Y101 2,397 21,797 SH DEF 2 21,797
3M CO COM 88579Y101 9,483 86,229 SH DEF 3 84,829 1,400
3M CO. COM 88579Y101 27 242 SH DEF 4 242
3M PANY COM 88579Y101 1,649 14,994 SH DEF 5 13,094 1,900
3M PANY COM 88579Y101 144 1,306 SH DEF 7 1,306
3M PANY COM 88579Y101 504 4,579 SH DEF 11 2,630 80
3M COMPANY COM 88579Y101 5,161 46,931 SH DEF 12 46,931
3M CO. COM 88579Y101 343 1,965 SH DEF 15 1,965
THREE RIVERS BANCORP COM 885CSH999 6 375 SH DEF 12 375
TIBCO SOFTWARE COM 88632Q103 828 220,721 SH DEF 6 220,721
TICKETMASTER COM 88633P203 6 400 SH DEF 12 400
TIDEWATER COM 886423102 2,542 94,200 SH DEF 3 78,400 15,800
TIDEWATER COM 886423102 41,640 1,547,695 SH DEF 6 1,460,505 775 86,415
TIDEWATER COM 886423102 181 6,700 SH DEF 12 6,700
TIER TECHNOLOGIES CL - B COM 88650Q100 277 14,640 SH DEF 3 14,640
TIFFANY & CO. NEW COM 886547108 9 400 SH DEF 2 400
TIFFANY & CO NEW COM 886547108 48 2,246 SH DEF 12 2,246
TIMBERLAND BANCORP I COM 887098101 887 53,000 SH DEF 6 51,300 1,700
TIMBERLAND CO CL A COM 887100105 691 21,800 SH DEF 3 13,000 8,800
TIMBERLAND CO CL A 887100105 12,533 395,600 SH DEF 6 385,000 10,600
TIMBERLAND CO-CL A COM 887100105 79 2,500 SH DEF 12 2,500
TIME WARNER TELECOM COM 887319101 6 7,060 SH DEF 12 7,060
TIMKEN CO COM 887389104 811 48,400 SH DEF 3 23,300 25,100
TIMKEN CO COM 887389104 34 2,000 SH DEF 12 2,000
TIPPERARY CORP NEW COM 888002300 41 19,000 SH DEF 12 19,000
TIPPINGPOINT TECHNOLOGIES COM 888011103 3 359 SH DEF 12 359
TITAN CORP COM 888266103 26 2,699 SH DEF 12 2,699
TITAN PHARMACEUTICALS DEL COM 888314101 2 1,000 SH DEF 2 1,000
TITANIUM METALS CORP COM 888339108 3 1,900 SH DEF 12 1,900
TODD SHIPYARDS CORP COM 889039103 358 25,200 SH DEF 6 25,200
TODDLERWATCH. RST COM 889043923 0 10,000 SH DEF 6 10,000
TODHUNTER INTL COM 889050100 243 23,800 SH DEF 6 21,500 2,300
TOLL BROTHERS COM 889478103 483 22,200 SH DEF 3 22,200
TOLL BROTHERS COM 889478103 203 9,326 SH DEF 12 9,326
TOMRA SYSTEMS ASA ADR 889905204 18 3,000 SH DEF 2 3,000
TOMKINS PLC SPONSORED ADR ADR 890030208 233 16,500 SH DEF 2 16,500
TOO COM 890333107 27 1,165 SH DEF 12 1,165
TOOTSIE ROLL INDUSTRIES COM 890516107 659 22,190 SH DEF 2 22,190
TOOTSIE ROLL COM 890516107 63 2,116 SH DEF 4 2,116
TOOTSIE ROLL INDUSTRIES COM 890516107 122 4,098 SH DEF 12 4,098
TOPPS COM 890786106 0 1 SH DEF 2 1
TOPPS COM 890786106 4,012 465,381 SH DEF 6 451,681 13,700
TOPPS CO COM 890786106 3 373 SH DEF 12 373
TOR MINERALS INTL COM 890878101 1 800 SH DEF 12 800
TORCH OFFSHORE COM 891019101 1 150 SH DEF 12 150
TORCHMARK CORP COM 891027104 7,263 211,995 SH DEF 6 211,995
TORCHMARK CORP COM 891027104 367 10,700 SH DEF 12 10,700
TOREADOR RESOURCES CORP COM 891050106 0 1 SH DEF 2 1
TORO CO COM 891092108 7,489 133,140 SH DEF 3 105,240 27,900
TORO CO COM 891092108 21,243 375,332 SH DEF 6 365,757 515 9,060
BANQUE TORONTO DOMINION COM 891160509 123 7,000 SH DEF 12 7,000
TORRINGTON WATER CO COM 891466104 54 700 SH DEF 12 700
TOTAL FINA ELF S.A. ADR ADR 89151E109 9,441 143,366 SH DEF 2 139,966 3,400
TOTAL FINA ELF S.A. ADR ADR 89151E109 10 149 SH DEF 7 149
TOUCH AMERICA HOLDINGS COM 891539108 2 3,950 SH DEF 12 3,950
TOWER AUTOMOTIVE COM 891707101 813 121,300 SH DEF 3 121,300
TOWER AUTOMOTIVE COM 891707101 5,875 876,800 SH DEF 6 849,600 27,200
TOWER AUTOMOTIVE COM 891707101 4 600 SH DEF 12 600
TOTAL SYSTEM SERVICES COM 891906109 241 18,352 SH DEF 12 18,352
TRACK DATA CORP COM 891918104 13 41,820 SH DEF 12 41,820
THE TOWN AND COUNTRY TRUST COM 892081100 263 12,500 SH DEF 2 12,500
TOWN & COUNTRY TRUST COM 892081100 549 26,100 SH DEF 12 26,100
TOYS R US COM 892335100 499 49,010 SH DEF 6 49,010
TOYS 'R' US COM 892335100 877 86,177 SH DEF 9 195 85,982
TOYS R US COM 892335100 675 66,297 SH DEF 12 66,297
TOYS R US COM 892335100 8 500 SH DEF 15 500
TOYS R US PREFER COM 892335209 13,213 384,781 SH DEF 6 341,021 43,760
TOYS R US COM 892335209 1 30 SH DEF 12 30
TPG NV- ADR ADR 892339102 3 169 SH DEF 7 169
TRACTOR SUPPLY CO COM 892356106 243 7,640 SH DEF 3 7,640
TRACTOR SUPPLY CO COM 892356106 132 4,160 SH DEF 12 4,160
TRAFFIX COM 892721101 509 156,528 SH DEF 6 151,528 5,000
TRAMMEL CROW COM 89288R106 63 6,400 SH DEF 6 6,400
TRANS WORLD AIRLINES COM 893349837 0 1 SH DEF 2 1
TRANS WORLD ENTMT COR COM 89336Q100 2,501 844,402 SH DEF 6 824,877 2,120 17,405
TRANSACTION SYS ARCHITECTS CL A COM 893416107 273 44,100 SH DEF 3 3,500 40,600
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 6 1,000 SH DEF 12 1,000
TRANSACTION SYSTEMS ARCHIT CL A 893416107 10 1,050 SH DEF 15 1,050
TRANSAMERICA OME SHARES UNIT 893506105 139 6,000 SH DEF 12 6,000
TRANSATLANTIC HOLDINGS COM 893521104 90 1,350 SH DEF 7 1,350
TRANSATLANTIC HOLDINGS COM 893521104 202 3,047 SH DEF 12 3,047
TRANSCANADA PIPELINES LTD COM 893526103 1 100 SH DEF 12 100
TRANSCONTINENTAL REALTY COM 893617209 1 62 SH DEF 12 62
TRANSKARYOTIC THERAPIES COM 893735100 16 500 SH DEF 12 500
TRANSMETA CORP DEL COM 89376R109 1 1,510 SH DEF 12 1,510
TRAVELERS P&C CAPITAL I 8.08% PFD 893931204 5 200 SH DEF 2 200
TRANSWITCH CORP COM 894065101 5 11,300 SH DEF 12 11,300
TRAVELERS/AETNA PC CAP II PFD 89420B209 25 1,000 SH DEF 2 1,000
TRAVELERS PROPERTY CASUALTY CORP CL COM 89420G109 62 4,689 SH DEF 2 4,467 222
TRAVELERS PROPERTY CASUALTY CL A 89420G109 1 43 SH DEF 4 43
TRAVELERS PPTY CL A 89420G109 9,388 711,184 SH DEF 6 705,274 5,910
TRAVELERS PROPERTY CASUALTY CORP CL COM 89420G109 5 359 SH DEF 7 359
TRAVELERS PROPERTY CASUALTY CORP CL COM 89420G109 517 39,157 SH DEF 8 39,157
TRAVELERS PROPERTY CASUALTY COM 89420G109 421 31,905 SH DEF 12 31,905
TRAVELERS PROPERTY CASUALTY CORP. CL A 89420G109 200 9,550 SH DEF 15 9,550
TRAVELERS PPTY CAS CORP NEW PFD 89420G307 1 70 SH DEF 12 70
TRAVELERS PROPERTY CASUALTY CORP CL COM 89420G406 131 9,670 SH DEF 2 9,212 458
TRAVELERS PROPERTY CASUALTY CORP CL COMH 89420G406 1,905 140,794 SH DEF 3 138,309 2,485
TRAVELERS PROPERTY CASUALTY - CL A 89420G406 1 88 SH DEF 4 88
TRAVELERS PPTY CL B 89420G406 2,886 213,301 SH DEF 6 210,196 3,105
TRAVELERS PROPERTY CASUALTY CORP CL COM 89420G406 10 743 SH DEF 7 743
TRAVELERS PROPERTY CASUALTY COM 89420G406 813 60,076 SH DEF 12 60,076
TRAVELERS PROPERTY CASUALTY CORP. CL B 89420G406 421 19,643 SH DEF 15 19,643
TREDEGAR CORPORATION COM 894650100 27 1,630 SH DEF 12 1,630
TREMONT CORP-DEL NEW COM 894745207 2 70 SH DEF 12 70
TREND MICRO -SPON ADR ADR 89486M206 2 60 SH DEF 7 60
TREX PANY COM 89531P105 70 2,550 SH DEF 3 2,550
TREX COM 89531P105 114 4,175 SH DEF 12 4,175
TRI CITY BANK SHARES CORP-WISC COM 895364107 1 15 SH DEF 2 15
TRI-CONTINENTAL CORP UNIT 895436103 376 28,551 SH DEF 12 28,551
TRIAD HOSPITALS COM 89579K109 3 69 SH DEF 2 69
TRIAD HOSPITAL COM 89579K109 5 129 SH DEF 12 129
TRIAD GTY COM 895925105 3,271 93,940 SH DEF 3 91,840 2,100
TRIAD GUARANTY COM 895925105 38 1,100 SH DEF 12 1,100
TRIARC COS CL A 895927101 4,665 205,585 SH DEF 6 205,585
TRIARC COS COM 895927101 5,372 239,296 SH DEF 6 230,611 1,050 7,635
TRIARC COMPANIES INC CVT SUB DEB CONV 895927AB7 3,700 10,000,000 PRN DEF 16 10,000,000
TRIBUNE PANY COM 896047107 98 2,350 SH DEF 2 2,350
TRIBUNE COM 896047107 8,105 193,855 SH DEF 4 193,855
TRIBUNE CO NEW COM 896047107 438 10,473 SH DEF 12 10,473
TRIBUNE PANY COM 896047107 66 1,000 SH DEF 15 1,000
TRICO BANCSHARES COM 896095106 1,288 50,900 SH DEF 6 48,600 2,300
TRICO BANCSHARES COM 896095106 645 25,500 SH DEF 12 25,500
TRICO MARINE SERVICES COM 896106101 4 1,500 SH DEF 12 1,500
TRIMBLE NAV LTD COM 896239100 3 300 SH DEF 2 300
TRIMBLE NAVIGATION LTD COM 896239100 1,506 152,100 SH DEF 3 122,100 30,000
TRIMBLE NAVIGATION LTD COM 896239100 3 300 SH DEF 12 300
TRINITY PETROLEUM TRUST-CBI COM 896556107 3 100 SH DEF 12 100
TRIQUINT SEMICONDUCTOR COM 89674K103 5 1,458 SH DEF 12 1,458
TRIUMPH GROUP COM 896818101 6,877 245,600 SH DEF 6 239,300 6,300
TRIUMPH GROUP NEW COM 896818101 36 1,300 SH DEF 12 1,300
TRIZEC CANADA COM 896874104 2 224 SH DEF 12 224
TRIZEC PROPERTIES COM 89687P107 12 1,025 SH DEF 12 1,025
TROPICAL SPORTSWEAR COM 89708P102 121 9,300 SH DEF 6 9,300
TROVER SOLUTIONS COM 897249108 638 159,000 SH DEF 6 153,300 5,700
TROVER SOLUTIONS COM 897249108 8 2,000 SH DEF 12 2,000
TRUST CO NJ JERSEY COM 898304100 2,502 98,300 SH DEF 6 98,300
TRUST CO OF NEW JERSEY NEW COM 898304100 25 996 SH DEF 12 996
TRUSTCO BANK CORP N Y COM 898349105 400 37,804 SH DEF 12 37,804
TRUSTMARK CORP NASD INDL COM 898402102 7,654 335,700 SH DEF 3 305,300 30,400
TRUSTMARK CORP COM 898402102 2,265 99,327 SH DEF 6 99,327
TRUSTMARK CORP COM 898402102 1,104 48,423 SH DEF 12 48,423
TULARIK COM 899165104 7 1,000 SH DEF 12 1,000
TUPPERWARE CORP. COM 899896104 7 420 SH DEF 2 420
TUPPERWARE CORP COM 899896104 14,863 894,300 SH DEF 6 869,600 24,700
TUPPERWARE CORP COM 899896104 544 32,720 SH DEF 12 32,720
TURNSTONE SYSTEMS COM 900423104 2 800 SH DEF 12 800
TWEETER HOME ENTMT COM 901167106 2,077 301,000 SH DEF 6 291,100 9,900
TWIN DISC COM 901476101 200 15,300 SH DEF 6 15,300
II VI COM 902104108 1 100 SH DEF 12 100
2002 TARGET TERM TRUST UNIT 902106103 2 116 SH DEF 12 116
TYCO INTERNATIONAL LTD COM 902124106 3,017 213,955 SH DEF 2 202,225 11,730
TYCO INTL LTD NEW COM 902124106 662 46,957 SH DEF 3 42,357 4,600
TYCO INTERNATIONAL COM 902124106 11 754 SH DEF 4 754
TYCO INTERNATIONAL LTD COM 902124106 3,096 219,569 SH DEF 5 170,847 48,722
TYCO INTL LTD COM 902124106 4,003 283,920 SH DEF 6 283,920
TYCO INTERNATIONAL LTD COM 902124106 14 1,000 SH DEF 7 1,000
TYCO INTERNATIONAL LTD COM 902124106 306,170 21,714,200 SH DEF 8 21,714,200
TYCO INTERNATIONAL LTD COM 902124106 1,076 631,647 SH DEF 9 33,647 598,000
TYCO INTERNATIONAL LTD COM 902124106 567,836 40,272,050 SH DEF 10 40,272,050
TYCO INTERNATIONAL LTD COM 902124106 191 13,547 SH DEF 11 9,185
TYCO INTERNATIONAL LTD COM 902124106 11,790 836,145 SH DEF 12 836,145
TYCO INTERNATIONAL LTD COM 902124106 83,190 5,900,000 SH DEF 14 5,900,000
TYCO INTERNATIONAL COM 902124106 182 8,150 SH DEF 15 8,150
TYCO INTL LTD NEW CONV 902124AC0 29 45,000 PRN DEF 12 45,000
TYSON FOODS COM 902494103 14 1,169 SH DEF 2 1,169
TYSON FOODS CL A COM 902494103 127 10,900 SH DEF 5 6,600 4,300
TYSON FOODS CL A 902494103 5 470 SH DEF 6 470
TYSON FOODS -CL A COM 902494103 11 950 SH DEF 12 950
UAL CORP NEW COM 902549500 2 750 SH DEF 12 750
UCBH HOLDINGS COM 90262T308 8362 212,825 SH DEF 7 212,825
UGI CORP NEW COM 902681105 22,163 609,710 SH DEF 3 474,810 134,900
UGI CORP NEW COM 902681105 9,084 246,300 SH DEF 6 241,755 610 3,935
UGI CORP HOLDING CO COM 902681105 11 300 SH DEF 12 300
UGI CORP HOLDING COM 902681105 0 1 SH DEF 15 1
UICI COM 902737105 9,688 595,820 SH DEF 3 466,720 129,100
UNITED ILLUM CO COM 902748102 957 27,000 SH DEF 3 16,300 10,700
UIL HOLDING CO COM 902748102 7,852 221,500 SH DEF 6 216,000 5,500
UIL HOLDINGS CORP COM 902748102 372 10,500 SH DEF 12 10,500
UMB FINL CORP COM 902788108 2,116 54,200 SH DEF 6 54,200
UMB FINANCIAL CORP COM 902788108 7 173 SH DEF 12 173
U S B HLDG COM 902910108 35 1,900 SH DEF 6 1,900
UST COM 902911106 2 80 SH DEF 6 80
UST COM 902911106 226 8,000 SH DEF 11 8,000
UST COM 902911106 256 9,060 SH DEF 12 9,060
U S PLASTIC LUMBER CORP COM 902948108 1 5,000 SH DEF 12 5,000
U S ENERGY SYSTEMS COM 902951102 2 2,400 SH DEF 12 2,400
U S RESTAURANT PROPERTIES COM 902971100 2 150 SH DEF 12 150
U.S. BANCORP COM 902973304 17,277 929,851 SH DEF 2 920,739 9,112
US BANCORP COM 902973304 15,354 826,379 SH DEF 3 811,279 15,100
US BANCORP COM 902973304 74 3,962 SH DEF 4 3,962
US BANCORP COM 902973304 240 12,924 SH DEF 5 12,924
U S BANCORP COM 902973304 26,144 1,415,709 SH DEF 6 1,361,665 54,044
U.S. BANCORP COM 902973304 341 18,344 SH DEF 7 18,344
US BANCORP DEL COM 902973304 3,999 215,206 SH DEF 12 215,206
USA INTERACTIVE COM 902984103 39 2,000 SH DEF 2 2,000
USA INTERACTIVE COM 902984103 4,087 210,872 SH DEF 6 210,872
USA INTERACTIVE COM 902984103 132,815 6,853,219 SH DEF 8 6,853,219
USA INTERACTIVE COM 902984103 358,246 18,485,368 SH DEF 10 18,485,368
USA INTERACTIVE COM 902984103 1,438 74,200 SH DEF 12 74,200
USA INTERACTIVE - RESTRICTED COM 9029LMCM4 38,264 1,974,400 SH DEF 8 1,974,400
URS CORP COM 903236107 5,809 350,550 SH DEF 3 209,050 141,500
URS CORP COM 903236107 5,350 322,900 SH DEF 6 314,700 8,200
URS CORP NEW COM 903236107 29 1,747 SH DEF 12 1,747
USA TECHNOLOGIES COM 90328S401 1 5,000 SH DEF 12 5,000
USG CORP NEW COM 903293405 4 1,002 SH DEF 12 1,002
USEC COM 90333E108 11 1,700 SH DEF 12 1,700
U.S CONCRETE COM 90333L102 1,773 337,677 SH DEF 6 326,377 11,300
US 1 INDUSTRIES COM 903369106 3 7,000 SH DEF 12 7,000
US UNWIRED COM 90338R104 1 800 SH DEF 12 800
US ONCOLOGY COM 90338W103 2 250 SH DEF 12 250
UCAP COM 90347N102 3 5,000 SH DEF 12 5,000
ULTIMATE ELECTRS COM 903849107 813 63,800 SH DEF 6 63,800
UNIBANCO-UNI GDS BRAZIL GDS 90458E107 2,652 373,500 SH DEF 3 373,500
UNIBANCO-UNIAO DE BANCOS COM 90458E107 1 200 SH DEF 12 200
UNIFI COM 904677101 44 6,955 SH DEF 12 6,955
UNIFAB INTERNATIONAL COM 90467L100 1 1,900 SH DEF 12 1,900
UNIGENE LABORATORIES COM 904753100 4 12,500 SH DEF 12 12,500
UNILEVER PLC ADR 904767704 51 1,410 SH DEF 2 1,410
UNILEVER PLC ADR 904767704 4 105 SH DEF 7 105
UNILEVER PLC SPON ADR N904767704 145 2,500 SH DEF 15 2,500
UNILEVER N.V. COM 904784709 679 11,419 SH DEF 1 11,419
UNILEVER N.V. NEW YORK SHARES COM 904784709 1,391 23,400 SH DEF 3 23,400
UNILEVER N V COM 904784709 207 3,487 SH DEF 11 275
UNILEVER N V COM 904784709 475 7,998 SH DEF 12 7,998
UNILEVER N.V. N Y SHS NE904784709 5 89 SH DEF 15 89
UNION ACCEP CORP CL A 904832102 1,006 249,700 SH DEF 6 241,800 7,900
UNION PACIFIC CORP. COM 907818108 4,755 82,169 SH DEF 2 79,813 2,356
UNION PAC CORP COM 907818108 8,530 147,400 SH DEF 3 147,400
UNION PACIFIC CORP COM 907818108 343 5,933 SH DEF 5 5,933
UNION PAC CORP COM 907818108 6 100 SH DEF 6 100
UNION PACIFIC CORP COM 907818108 292 5,045 SH DEF 11 4,500
UNION PACIFIC CORP COM 907818108 1,622 28,036 SH DEF 12 28,036
UNION PACIFIC CAPITAL TRUST TERM PFD 907824403 31 600 SH DEF 2 600
UNION PACIFIC CAPITAL TRUST PFD 907824403 2 35 SH DEF 12 35
UNION PLANTERS CORP. COM 908068109 21 766 SH DEF 2 766
UNION PLANTERS CORP COM 908068109 25,238 919,070 SH DEF 3 794,820 124,250
UNION PLANTERS CORP COM 908068109 5 180 SH DEF 6 180
UNION PLANTERS CORP COM 908068109 4,736 172,476 SH DEF 12 172,476
UNIONBANCAL CORP COM 908906100 85,016 2,023,703 SH DEF 8 2,023,703
UNIONBANCAL CORPORATION COM 908906100 26,323 626,600 SH DEF 10 626,600
UNISOURCE ENERGY CORP COM 909205106 32 2,120 SH DEF 12 2,120
UNISYS COM 909214108 3,934 561,964 SH DEF 4 561,964
UNISYS CORP COM 909214108 1 150 SH DEF 6 150
UNISYS CORP. COM 909214108 286 40,863 SH DEF 9 260 40,603
UNISYS CORP. COM 909214108 2,555 365,000 SH DEF 10 365,000
UNISYS CORP AUTREFOIS COM 909214108 695 99,264 SH DEF 12 99,264
UNISYS CORP. COM 909214108 27,860 3,980,000 SH DEF 14 3,980,000
UNISYS CORP COM 909214108 77 11,000 SH DEF 11,000
UNIT CORP COM 909218109 433 22,600 SH DEF 6 22,600
UNITED AUTO GROUP COM 909440109 287 20,500 SH DEF 3 17,500 3,000
UNITED AUTO GROUP COM 909440109 7,516 536,500 SH DEF 6 520,400 16,100
UNITED AUTO GROUP COM 909440109 744 53,120 SH DEF 12 53,120
UNITED COMMUNITY BANCORP COM 909832107 2 117 SH DEF 12 117
UNITED BANKSHARES COM 909907107 464 15,990 SH DEF 3 15,990
UNITED BANKSHARES COM 909907107 73 2,500 SH DEF 4 2,500
UNITED BANKSHARES -W VA COM 909907107 436 15,025 SH DEF 12 15,025
UNITED DEFENSE INDUSTRIES COM 91018B104 125 5,300 SH DEF 12 5,300
UNITED DOMINION REALTY TRUST COM 910197102 243 15,300 SH DEF 2 15,300
UNITED DOMINION REALTY TRUST COM 910197102 1,055 66,300 SH DEF 9 66,300
UNITED DOMINION REALTY TRUST COM 910197102 1,723 108,301 SH DEF 12 108,301
UNITED GUARDIAN COM 910571108 2 400 SH DEF 12 400
UNITED HEALTHCARE COM 910581107 36 415 SH DEF 4 415
UNITED INDUSTRIAL CORP COM 910671106 13 645 SH DEF 12 645
UNITED MICROELECTRONICS CORP ADR 910873207 172 48,817 SH DEF 3 48,817
UNITED MICROELECTRONICS ADR 910873207 1 185 SH DEF 7 185
UTD NATL BANCORP N J COM 910909100 3,870 188,069 SH DEF 6 183,069 5,000
UNITED NATIONAL BANCORP-N.J. COM 910909100 313 15,200 SH DEF 12 15,200
UNITED MOBIL HOMES COM 911024107 588 44,390 SH DEF 12 44,390
UNITED NATURAL FOODS COM 911163103 1 50 SH DEF 12 50
UNITED ONLINE COM 911268100 18,298 1,876,662 SH DEF 6 1,854,437 2,690 19,535
UNITED ONLINE COM 911268100 30 3,083 SH DEF 12 3,083
UNITED OVERSEAS BANK LTD SPONS ADR 911271302 14 1,066 SH DEF 2 1,066
UNITED OVERSEAS BK LT COM 911271302 5,398 415,235 SH DEF 6 362,738 52,497
UNITED PARCEL SERVICE CL B COM 911312106 17,280 276,349 SH DEF 1 7,000 269,349
UNITED PARCEL SERVICE COM 911312106 415 6,636 SH DEF 2 6,636
UNITED PARCEL SERVICE CL B COM 911312106 7,637 122,140 SH DEF 3 119,440 2,700
UNITED PARCEL SERVICE COM 911312106 2,683 42,910 SH DEF 5 789 42,121
UNITED PARCEL SERVICE COM 911312106 34 540 SH DEF 9 270 270
UNITED PARCEL SERVICE CL B COM 911312106 2,464 39,405 SH DEF 11 36,875 155
UNITED PARCEL SVC COM 911312106 3,390 54,219 SH DEF 12 54,219
UNITED PARCEL SERVICE CL B 911312106 40 400 SH DEF 15 400
UNITED PARCEL SERVICE COM 91131UEE0 6 96 SH DEF 4 96
UNITED RENTAL COM 911363109 12,244 1,450,750 SH DEF 6 1,413,050 37,700
UNITED RENTALS COM 911363109 1,103 130,709 SH DEF 12 130,709
US CELLULAR CORP COM 911684108 5,221 176,500 SH DEF 3 176,500
UNITED STATES CELLUL COM 911684108 3,525 119,180 SH DEF 6 119,180
US AIR GROUP COM 911905107 0 500 SH DEF 2 500
UNITED STATES LIME & MINERALS COM 911922102 954 247,819 SH DEF 12 247,819
U S INDUSTRIES NEW COM 912080108 7 2,900 SH DEF 12 2,900
UNITED STATES STEEL CORP COM 912909108 0 19 SH DEF 2 19
UNITED STATES STEEL CORP COM 912909108 160 13,800 SH DEF 3 13,800
UNITED STATES STEEL C COM 912909108 7,696 656,521 SH DEF 6 624,741 31,780
UNITED STATES STL CORP NEW COM 912909108 679 58,474 SH DEF 12 58,474
UNITED STATIONERS NASD INDL COM 913004107 902 34,300 SH DEF 3 18,300 16,000
UNITED STATIONERS COM 913004107 14,712 559,400 SH DEF 6 540,900 18,500
UNITED STATIONERS COM 913004107 392 14,922 SH DEF 12 14,922
UNITED SURGICAL PARTNERS INTL COM 913016309 110 5,000 SH DEF 12 5,000
UNITED TECHNOLOGIES CORP. COM 913017109 685 12,119 SH DEF 1 12,119
UNITED TECHNOLOGIES CORP. COM 913017109 2,338 41,396 SH DEF 2 40,396 1,000
UNITED TECHNOLOGIES CORP COM 913017109 11,056 195,709 SH DEF 3 192,009 3,700
UNITED TECHNOLOGIES CORP COM 913017109 943 16,689 SH DEF 5 14,579 2,110
UNITED TECHNOLOGIES COM 913017109 16,714 295,880 SH DEF 6 295,880
UNITED TECHNOLOGIES CORP. COM 913017109 72 1,282 SH DEF 7 1,282
UNITED TECHNOLOGIES CORP COM 913017109 384 6,800 SH DEF 11 6,475 100
UNITED TECHNOLOGIES CORP COM 913017109 4,164 73,710 SH DEF 12 73,710
UNITED TECHNOLOGIES CORP. COM 913017109 278 3,105 SH DEF 15 3,105
UNITED THERAPEUTICS CORP DEL COM 91307C102 3 200 SH DEF 12 200
UNITED UTILS PLC ADR COM 91311Q105 3,107 162,265 SH DEF 6 156,455 5,810
UNITEDHEALTH GROUP COM 91324P102 201 2,303 SH DEF 2 2,303
UNITEDHEALTH GROUP COM 91324P102 23,564 270,170 SH DEF 3 267,870 2,300
UNITED HEALTH GROUP COM 91324P102 840 9,631 SH DEF 5 7,301 2,330
UNITEDHEALTH GRP COM 91324P102 532 6,100 SH DEF 6 6,100
UNITEDHEALTH GROUP COM 91324P102 392,355 4,498,450 SH DEF 8 4,498,450
UNITEDHEALTH GROUP INCORPORATED COM 91324P102 738,146 8,463,041 SH DEF 10 8,463,041
UNITEDHEALTH GROUP COM 91324P102 3,235 37,092 SH DEF 12 37,092
UNITED HEALTHCARE CORP. COM 91324P102 69 500 SH DEF 15 500
UNITIL CORP COM 913259107 829 30,550 SH DEF 12 30,550
UNITRIN COM 913275103 153 4,976 SH DEF 12 4,976
UNIVERSAL ACCESS GLOBAL HLDGS COM 91336M105 1 5,800 SH DEF 12 5,800
UNIVERSAL AMERN FINL COM 913377107 583 118,900 SH DEF 6 115,800 3,100
UNIVERSAL PRESSION HOLDINGS COM 913431102 2,231 137,700 SH DEF 3 57,500 80,200
UNIVERSAL PR HLD COM 913431102 8,507 525,150 SH DEF 6 511,150 14,000
UNIVERSAL CORP COM 913456109 11,418 325,570 SH DEF 3 261,270 64,300
UNIVERSAL CORP COM 913456109 13,979 398,600 SH DEF 6 382,600 16,000
UNIVERSAL DISPLAY CORP COM 91347P105 1 200 SH DEF 12 200
UNIVERSAL FOREST PRODS COM 913543104 5,217 277,180 SH DEF 3 230,280 46,900
UNIVERSAL FST PRODS COM 913543104 5,975 317,500 SH DEF 6 305,700 11,800
UNIVERSAL FOREST PRODUCTS COM 913543104 19 1,000 SH DEF 12 1,000
UNIVERSAL HLTH RLTY OME TR COM 91359E105 16 613 SH DEF 2 613
UNIVERSAL HEALTH REALTY OME TRUST COM 91359E105 371 14,300 SH DEF 3 14,300
UNIVERSAL SECURITY INSTRUMENTS COM 913821302 1 175 SH DEF 12 175
UNIVERSAL STAINLES COM 913837100 487 82,600 SH DEF 6 80,600 2,000
UNIVERSAL HEALTH COM 913903100 15 300 SH DEF 2 300
UNIVERSAL HEALTH COM 913903100 20 391 SH DEF 7 391
UNIVERSAL HEALTH SERVICES COM 913903100 302 5,911 SH DEF 12 5,911
UNIVISION MUNICATIONS COM 914906102 3 150 SH DEF 2 150
UNIVISION MUNICATIONS COM 914906102 11 480 SH DEF 7 480
UNIVISION COMMUNICATIONS COM 914906102 14 616 SH DEF 12 616
UNOCAL CORP. COM 915289102 2,428 77,335 SH DEF 2 77,335
UNOCAL CORP COM 915289102 4 120 SH DEF 6 120
UNOCAL CORP COM 915289102 541 17,245 SH DEF 12 17,245
UNOCAL CAPITAL TRUST-6.25% PFD 91528T207 74 1,500 SH DEF 12 1,500
UNIZAN FINANCIAL COR COM 91528W101 3,042 158,595 SH DEF 6 154,139 4,456
UNIZAN FINL CORP COM 91528W101 297 15,475 SH DEF 12 15,475
UNUMPROVIDENT CORP COM 91529Y106 2 115 SH DEF 2 115
UNUMPROVIDENT CORP COM 91529Y106 12,615 625,610 SH DEF 6 547,815 77,795
UNUMPROVIDENT CORP COM 91529Y106 73,327 3,603,301 SH DEF 8 3,603,301
UNUMPROVIDENT CORPORATION COM 91529Y106 78,775 3,871,000 SH DEF 10 3,871,000
UNUMPROVIDENT CORP COM 91529Y106 2,135 104,905 SH DEF 12 104,905
UNUMPROVIDENT CORPORATION COM 91529Y106 34,188 1,680,000 SH DEF 14 1,680,000
UPGRADE INTERNATIONAL CORP NEW COM 915301204 1 2,400 SH DEF 12 2,400
UPM KYMMENE CORP ADR 915436109 137 4,800 SH DEF 2 4,800
UPM KYMMENE CORP COM 915436109 6,755 237,436 SH DEF 6 237,066 370
USFREIGHTWAYS CORP CO COM 916906100 12,833 446,814 SH DEF 6 441,729 500 4,585
USFREIGHTWAYS CORP COM 916906100 20 700 SH DEF 12 700
URBAN OUTFITTERS COM 917047102 5 200 SH DEF 12 200
URSTADT BIDDLE PROPERTIES COM 917286106 11 1,000 SH DEF 12 1,000
URSTADT BIDDLE PROPERTIES COM 917286205 12 1,000 SH DEF 12 1,000
UTAH MED PRODS COM 917488108 508 31,626 SH DEF 6 30,510 1,116
UTILITIES HOLDRS TR COM 918019100 13 200 SH DEF 12 200
UTSTAR COM 918076100 23,081 1,511,500 SH DEF 3 1,451,500 60,000
UTSTARCOM COM 918076100 350 22,900 SH DEF 12 22,900
VA SOFTWARE CORP COM 91819B105 1 1,605 SH DEF 12 1,605
V F CORP. COM 918204108 58 1,600 SH DEF 2 1,600
V F CORP COM 918204108 3,361 93,400 SH DEF 3 93,400
V F CORP COM 918204108 350 9,725 SH DEF 5 8,025 1,700
V F CORP COM 918204108 10 280 SH DEF 6 280
V F CORP COM 918204108 202 5,622 SH DEF 12 5,622
VAIL BANKS COM 918779109 860 73,500 SH DEF 6 71,600 1,900
VAIL RESORTS COM 91879Q109 1 50 SH DEF 12 50
VALASSIS MUNICATI COM 918866104 314 8,965 SH DEF 3 8,965
VALASSIS COMMUNICATIONS COM 918866104 29 825 SH DEF 12 825
VALASSIS COMMUNICATIONS CONV 918866AH7 1 3,000 PRN DEF 12 3,000
VALERO L P COM 91913W104 152 4,225 SH DEF 12 4,225
VALERO ENERGY CORP NEW COM 91913Y100 128 4,830 SH DEF 12 4,830
VALMONT IND COM 920253101 23 1,000 SH DEF 2 1,000
VALMONT INDS NASD INDL COM 920253101 411 17,600 SH DEF 3 17,600
THE VALSPAR CORP. COM 920355104 6,214 166,585 SH DEF 2 166,585
VALSPAR CORP COM 920355104 6,039 161,893 SH DEF 12 161,893
VALUECLICK COM 92046N102 2 988 SH DEF 12 988
VALUEVISION MEDIA COM 92047K107 36 3,100 SH DEF 2 3,100
VAN KAMPEN MUNICIPAL OME UNIT 920909108 248 25,950 SH DEF 12 25,950
VAN KAMPEN HIGH OME TRUST UNIT 920911104 8 2,280 SH DEF 12 2,280
VAN KAMPEN HIGH OME TRUST UNIT 920913100 4 1,000 SH DEF 12 1,000
VAN KAMPEN MUNICIPAL TRUST UNIT 920919107 151 9,887 SH DEF 12 9,887
VAN KAMPEN FLORIDA QUALITY UNIT 920921103 49 3,100 SH DEF 12 3,100
VAN KAMPEN OHIO QUALITY UNIT 920923109 74 4,050 SH DEF 12 4,050
VAN KAMPEN PENNSYLVANIA UNIT 920924107 34 2,000 SH DEF 12 2,000
VAN KAMPEN TRUST FOR INSURED UNIT 920928108 9 500 SH DEF 12 500
VAN KAMPEN TR FOR INVESTMENT UNIT 920929106 171 10,150 SH DEF 12 10,150
VAN KAMPEN TRUST FOR INVT UNIT 920931102 30 1,700 SH DEF 12 1,700
VAN KAMPEN TR FOR INVESTMENT UNIT 920933108 35 2,000 SH DEF 12 2,000
VAN KAMPEN TR FOR INVESTMENT UNIT 920934106 31 1,766 SH DEF 12 1,766
VAN KAMPEN MUNICIPAL UNIT 920935103 42 2,467 SH DEF 12 2,467
VAN KAMPEN ADVANTAGE UNIT 920937109 404 22,800 SH DEF 12 22,800
VAN KAMPEN STRATEGIC SECTOR UNIT 920943107 47 3,200 SH DEF 12 3,200
VAN KAMPEN BOND FUND UNIT 920955101 212 11,450 SH DEF 12 11,450
VAN KAMPEN OME TRUST UNIT 920957107 92 15,525 SH DEF 12 15,525
VAN KAMPEN SENIOR OME TRUST UNIT 920961109 118 17,917 SH DEF 12 17,917
VAN KAMPEN ADVANTAGE MUNICIPAL UNIT 921124103 79 4,800 SH DEF 12 4,800
VAN KAMPEN ADVANTAGE MUNICIPAL UNIT 92112K107 37 2,500 SH DEF 12 2,500
VAN KAMPEN PENNSYLVANIA VALUE UNIT 92112T108 86 5,200 SH DEF 12 5,200
VAN KAMPEN OHIO VALUE UNIT 92112W101 27 1,700 SH DEF 12 1,700
VAN KAMPEN VALUE MUNICIPAL UNIT 921132106 17 1,100 SH DEF 12 1,100
VANNESSA VENTURES LTD COM 921941100 1 2,000 SH DEF 12 2,000
VARCO INTERNATIONAL COM 922122106 467 27,600 SH DEF 3 9,700 17,900
VARCO INTL COM 922122106 1 50 SH DEF 6 50
VARCO INTL DEL COM 922122106 2 100 SH DEF 12 100
VARIAN COM 922206107 17 600 SH DEF 2 600
VARIAN COM 922206107 22 800 SH DEF 12 800
VARIAN SEMICONDUCTOR EQUIP COM 922207105 10 600 SH DEF 2 600
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 4,747 288,770 SH DEF 3 234,970 53,800
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 8 500 SH DEF 12 500
VARIAN MEDICAL SYSTEMS COM 92220P105 52 1,200 SH DEF 2 1,200
VARIAN MEDICAL SYSTEMS COM 92220P105 25 574 SH DEF 12 574
VARITEK INDS COM 922246202 1 625 SH DEF 12 625
VARSITY BRANDS COM 92227P108 26 6,000 SH DEF 2 6,000
VASOGEN COM 92232F103 36 19,100 SH DEF 12 19,100
VAXGEN NEW COM 922390208 3 345 SH DEF 12 345
VECTREN CORP COM 92240G101 154 6,982 SH DEF 2 6,982
VECTREN CORP COM 92240G101 387 17,600 SH DEF 3 17,600
VECTREN CORP COM 92240G101 96 4,360 SH DEF 12 4,360
VECTOR GROUP LTD COM 92240M108 6 452 SH DEF 7 452
VECTOR GROUP LTD COM 92240M108 281 22,280 SH DEF 12 22,280
VELOCITYHSI COM 92257K102 0 160 SH DEF 7 160
VENTAS COM 92276F100 4,935 368,010 SH DEF 3 184,760 183,250
VENTAS COM 92276F100 36 2,700 SH DEF 12 2,700
VENTANA MEDICAL SYSTEMS COM 92276H106 19 1,000 SH DEF 12 1,000
VERIDIAN CORPORATION COM 92342R203 52 2,100 SH DEF 12 2,100
VERITAS SOFTWARE CORP COM 923436109 3 212 SH DEF 2 212
VERITAS SOFTWARE COM 923436109 11 725 SH DEF 4 725
VERITAS SOFTWARE CORP COM 923436109 10 655 SH DEF 7 655
VERITAS SOFTWARE CORP COM 923436109 1 90 SH DEF 9 45 45
VERITAS SOFTWARE CORP COM 923436109 301 20,457 SH DEF 12 20,457
VERITAS SOFTWARE CORP. COM 923436109 33 1,400 SH DEF 15 1,400
VERISIGN COM 92343E102 3 510 SH DEF 2 510
VERISIGN COM 92343E102 2,876 569,600 SH DEF 6 569,600
VERISIGN COM 92343E102 507 100,495 SH DEF 12 100,495
VERISIGN INC. COM 92343E102 25,149 4,980,000 SH DEF 14 4,980,000
VERITAS DGC COM 92343P107 420 38,880 SH DEF 3 38,880
VERITAS DGC COM 92343P107 51 4,700 SH DEF 6 4,700
VERIZON COM 92343V104 7,190 262,043 SH DEF 1 10,500 251,543
VERIZON MUNICATIONS COM 92343V104 8,054 293,521 SH DEF 2 288,721 4,800
VERIZON MUNICATIONS COM 92343V104 23,668 862,521 SH DEF 3 844,221 18,300
VERIZON MUNICATIONS COM 92343V104 80 2,904 SH DEF 4 2,904
VERIZON MUNICATIONS COM 92343V104 1,906 69,448 SH DEF 5 44,798 24,650
VERIZON COM 92343V104 21,147 769,058 SH DEF 6 733,553 35,505
VERIZON MUNICATIONS COM 92343V104 20 714 SH DEF 7 714
VERIZON MUNICATIONS COM 92343V104 2,785 101,512 SH DEF 9 101,512
VERIZON COMMUNICATIONS COM 92343V104 3,156 115,000 SH DEF 10 115,000
VERIZON MUNICATIONS COM 92343V104 2,399 87,418 SH DEF 11 65,638
VERIZON COMMUNICATIONS COM 92343V104 18,038 657,346 SH DEF 12 657,346
VERIZON MUNICATIONS COM 92343V104 3,119 71,666 SH DEF 15 71,666
VERIZON COMUNICATIONS COM 92343V104 558 19,900 SH DEF 19,900
VERINT SYSTEMS COM 92343X100 3 400 SH DEF 12 400
VERIZON GLOBAL FDG CORP CONV BOND CONV 92344GAN6 92,089 169,750,000 PRN DEF 16 169,750,000
VERMONT PURE HOLDINGS LTD COM 924237100 18 4,300 SH DEF 12 4,300
VERSO TECHNOLOGIES COM 925317109 2 8,500 SH DEF 12 8,500
VERTEX PHARMACEUTICALS COM 92532F100 20 1,100 SH DEF 2 1,100
VERTEX PHARMACEUTICALS COM 92532F100 2 110 SH DEF 7 110
VERTEX PHARMACEUTICALS COM 92532F100 2 93 SH DEF 12 93
VERTICALNET COM 92532L206 1 1,520 SH DEF 12 1,520
VESTA INSURANCE GROUP COM 925391104 12 4,950 SH DEF 12 4,950
VIA CLASS A COM 925524100 4 100 SH DEF 2 100
VIACOM -CL A COM 925524100 202 4,976 SH DEF 12 4,976
VIA CLASS B COM 925524308 220 5,421 SH DEF 2 4,754 667
VIA CL B COM 925524308 8,492 209,409 SH DEF 3 205,409 4,000
VIA CL B COM 925524308 1,283 31,647 SH DEF 5 22,573 9,074
VIA CL B 925524308 22 550 SH DEF 6 550
VIA CLASS B COM 925524308 20 500 SH DEF 7 500
VIA CLASS B COM 925524308 61 1,500 SH DEF 9 1,500
VIA CL B COM 925524308 210 5,169 SH DEF 11 3,744 430
VIACOM -CL B COM 925524308 4,197 103,498 SH DEF 12 103,498
VIA CL B 925524308 191 2,976 SH DEF 15 2,976
VIACOM "B" SHARES COM 925524308 183 4,300 SH DEF 4,300
VIAD CORP COM 92552R109 76 3,700 SH DEF 3 3,700
VIAD CORP COM 92552R109 50,462 2,470,000 SH DEF 8 2,470,000
VIAD CORP COM 92552R109 170 8,313 SH DEF 12 8,313
VIANT CORP COM 92553N107 10 6,000 SH DEF 12 6,000
VIASYS HEALTHCARE COM 92553Q209 2 131 SH DEF 2 131
VIASYS HEALTHCARE COM 92553Q209 2 146 SH DEF 7 146
VIASYS HEALTHCARE COM 92553Q209 15 997 SH DEF 12 997
VICINITY CORP COM 925653107 7 3,000 SH DEF 12 3,000
VICOR CORP COM 925815102 16 2,300 SH DEF 12 2,300
VICTOR INDUSTRIES COM 925903106 2 120,000 SH DEF 12 120,000
VIA NETWORKS COM 925912107 0 400 SH DEF 6 400
VIEWPOINT CORP COM 92672P108 2 700 SH DEF 2 700
VIGNETTE CORP COM 926734104 1 740 SH DEF 12 740
VIKING CAPITAL GROUP NEW COM 92676E208 1 5,000 SH DEF 12 5,000
VINTAGE PETE COM 927460105 8,408 778,500 SH DEF 6 765,800 12,700
VION PHARMACEUTICALS COM 927624106 19 51,450 SH DEF 12 51,450
VIRAGEN COM 927638106 5 30,300 SH DEF 5 30,300
VIRAGEN COM 927638106 2 13,333 SH DEF 12 13,333
VIRGINIA COMM BANCORP COM 92778Q109 61 2,550 SH DEF 12 2,550
VIRGINIA FINANCIAL GROUP COM 927810101 301 10,027 SH DEF 12 10,027
VIROPHARMA COM 928241108 1 1,400 SH DEF 12 1,400
VIROPRO COM 928242106 0 165 SH DEF 7 165
VISHAY INTERTECHNOLOGY COM 928298108 9 1,032 SH DEF 2 1,032
VISHAY INTERTECH COM 928298108 2,695 306,300 SH DEF 6 306,300
VISHAY INTERTECHNOLOGY COM 928298108 377 42,822 SH DEF 12 42,822
VISTEON CORP COM 92839U107 108 11,361 SH DEF 2 11,361
VISTEON CORP COM 92839U107 4,510 476,230 SH DEF 6 427,830 48,400
VISTEON CORP COM 92839U107 342 36,077 SH DEF 12 36,077
VISUAL NETWORKS COM 928444108 124 144,673 SH DEF 12 144,673
VISX -DEL COM 92844S105 22 2,410 SH DEF 12 2,410
INFOCURE COM 928483106 559 76,900 SH DEF 3 7,000 69,900
VITESSE SEMICONDUCTOR CORP. COM 928497106 2 3,000 SH DEF 2 3,000
VITESSE SEMICONDUCTOR CORP COM 928497106 5 6,854 SH DEF 12 6,854
VITRIA TECHNOLOGY COM 92849Q104 3 3,350 SH DEF 12 3,350
VIVENDI UNIVERSAL-SP ADR ADR 92851S204 3 229 SH DEF 2 229
VIVENDI UNIVERSAL COM 92851S204 270 23,700 SH DEF 6 23,700
VIVENDI UNIVERSAL ADR ADR 92851S204 142 12,440 SH DEF 9 12,440
VIVUS COM 928551100 0 3 SH DEF 2 3
VIVUS COM 928551100 3 725 SH DEF 12 725
VIXEL CORP DEL COM 928552108 2 1,500 SH DEF 12 1,500
VNU-NV SPONSORED ADR ADR 92856P106 3 120 SH DEF 7 120
VODAFONE AIRTOUCH PLC ADS COM 92857W100 4,907 382,470 SH DEF 1 17,000 365,470
VODAFONE GROUP PLC NEW ADR 92857W100 117 9,154 SH DEF 2 9,154
VODAFONE GROUP PLC-SP ADR COM 92857W100 164 12,800 SH DEF 5 11,300 1,500
VODAFONE AIRTOUC (4VODFF) COM 92857W100 1 426 SH DEF 6 426
VODAFONE GROUP PLC NEW ADR 92857W100 3 224 SH DEF 7 224
VODAFONE GROUP PLC NEW COM 92857W100 482 37,550 SH DEF 9 37,550
VODAFONE GROUP PLC NEW ADR 92857W100 5,036 392,500 SH DEF 10 392,500
VORNADO REALTY TRUST MON SHS COM 929042109 1,271 32,216 SH DEF 2 32,216
VORNADO REALTY TRUST COM 929042109 487 12,357 SH DEF 12 12,357
VULCAN MATLS CO COM 929160109 2 50 SH DEF 6 50
VULCAN MATERIALS CO COM 929160109 165 4,550 SH DEF 12 4,550
WD 40 CO NASD INDL COM 929236107 321 11,110 SH DEF 3 11,110
WD 40 CO COM 929236107 191 6,595 SH DEF 12 6,595
WFS FINL COM 92923B106 2,141 103,225 SH DEF 6 101,065 2,160
WCI COMMUNITIES COM 92923C104 10 800 SH DEF 12 800
WHX CORP-CONV PFD SER A PFD 929248201 2 500 SH DEF 12 500
WGL HOLDINGS COM 92924F106 741 30,990 SH DEF 12 30,990
W HOLDING PANY COM 929251106 9,174 562,805 SH DEF 3 435,505 127,300
W-H ENERGY SERVICES COM 92925E108 965 55,800 SH DEF 3 4,700 51,100
W-H ENERGY SVCS COM 92925E108 7,299 421,900 SH DEF 6 410,500 11,400
WMS INDUSTRIES COM 929297109 4 300 SH DEF 12 300
WPP GROUP PLC SPONS A COM 929309300 4,087 123,623 SH DEF 6 119,155 4,468
WPP GROUP PLC SPONSORED ADR 929309300 154,853 4,541,154 SH DEF 8 4,541,154
WPP GROUP PLC COM 929309300 644 12,995 SH DEF 9 12,995
WPP GROUP PLC SPONSORED ADR ADR 929309300 8,341 244,600 SH DEF 10 244,600
W P CAREY & CO LLC COM 92930Y107 642 25,887 SH DEF 12 25,887
WPS RESOURCES CORP COM 92931B106 5,646 159,300 SH DEF 6 158,600 700
W P S RESOURCES CORP. COM 92931B106 134 3,780 SH DEF 9 3,780
WPS RESOURCES CORP COM 92931B106 441 12,440 SH DEF 12 12,440
WSFS FINL CORP COM 929328102 2,556 91,270 SH DEF 3 80,170 11,100
WSFS FINL CORP COM 929328102 3,836 137,000 SH DEF 6 130,800 6,200
WSFS FINANCIAL CORP COM 929328102 6 200 SH DEF 12 200
WABASH NATIONAL CORP COM 929566107 9 1,600 SH DEF 12 1,600
WACKENHUT CORRECT COM 929798106 2,469 217,700 SH DEF 6 209,100 8,600
WACKENHUT CORRECTIONS CORP COM 929798106 471 41,542 SH DEF 12 41,542
WACHOVIA CORP COM 929903102 443 13,546 SH DEF 2 13,546
WACHOVIA CORP COM 929903102 17,122 523,773 SH DEF 3 514,373 9,400
WACHOVIA COM 929903102 13,943 426,523 SH DEF 4 426,523
WACHOVIA CORP COM 929903102 1,551 47,454 SH DEF 5 35,274 12,180
WACHOVIA GROUP COM 929903102 47,113 1,447,664 SH DEF 6 1,375,324 72,340
WACHOVIA CORP COM 929903102 75 2,300 SH DEF 7 2,300
WACHOVIA CORP 2ND NEW COM 929903102 526 16,087 SH DEF 11 13,567
WACHOVIA CORP 2ND NEW COM 929903102 13,713 419,482 SH DEF 12 419,482
WACHOVIA CORP. COM 929903102 161 3,100 SH DEF 15 3,100
WADDELL & REED FINANCIAL COM 930059100 13 762 SH DEF 12 762
WAKE FOREST BANCSHARES COM 930888102 85 5,485 SH DEF 12 5,485
WAL-MART STORES COM 931142103 766 15,550 SH DEF 1 15,550
WAL-MART STORES COM 931142103 3,832 77,828 SH DEF 2 64,742 13,086
WAL MART STORES COM 931142103 23,059 468,292 SH DEF 3 455,092 13,200
WAL-MART COM 931142103 51 1,038 SH DEF 4 1,038
WAL MART STORES COM 931142103 4,032 81,887 SH DEF 5 65,358 16,529
WAL-MART STORES COM 931142103 1080 21,925 SH DEF 7 21,925
WAL-MART STORES COM 931142103 1,552 31,513 SH DEF 9 2,001 29,512
WAL-MART STORES, INC. COM 931142103 1,723 35,000 SH DEF 10 35,000
WAL-MART STORES COM 931142103 5,460 110,883 SH DEF 11 100,298 296
WAL-MART STORES COM 931142103 14,334 291,108 SH DEF 12 291,108
WALMART STORES COM 931142103 4,916 62,955 SH DEF 15 62,955
WALGREEN CO COM 931422109 4,299 139,762 SH DEF 2 139,762
WALGREEN CO COM 931422109 3,467 112,717 SH DEF 3 110,417 2,300
WALGREEN COM 931422109 157 5,103 SH DEF 4 5,103
WALGREEN CO COM 931422109 1,809 58,820 SH DEF 5 54,120 4,700
WALGREEN CO COM 931422109 5967 193,970 SH DEF 7 193,970
WALGREEN CO COM 931422109 2,097 68,179 SH DEF 12 68,179
WALGREEN CO. COM 931422109 159 3,250 SH DEF 15 3,250
WALLACE PUTER SVC COM 932270101 8,223 465,900 SH DEF 6 456,500 9,400
WALLACE COMPUTER SERVICES COM 932270101 79 4,500 SH DEF 12 4,500
WALTER INDUSTRIES COM 93317Q105 572 46,600 SH DEF 3 46,600
WALTER INDS COM 93317Q105 9,108 741,700 SH DEF 6 722,300 19,400
WARNACO GROUP -CL A COM 934390105 1 12,500 SH DEF 12 12,500
WARREN BANCORP COM 934710104 39 2,500 SH DEF 6 2,500
WASHINGTON FEDERAL COM 938824109 2,916 130,656 SH DEF 2 130,656
WASHINGTON FED COM 938824109 23,011 1,031,180 SH DEF 3 803,350 227,830
WASHINGTON FEDERAL COM 938824109 934 41,865 SH DEF 4 41,865
WASHINGTON FED COM 938824109 22,184 1,002,244 SH DEF 6 993,118 1,113 8,013
WASHINGTON FEDERAL COM 938824109 83 3,715 SH DEF 12 3,715
WASHINGTON MUTUAL COM 939322103 553 17,577 SH DEF 2 16,077 1,500
WASHINGTON MUTUAL COM 939322103 9,019 286,590 SH DEF 3 281,540 5,050
WASHINGTON MUTUAL COM 939322103 2,115 67,221 SH DEF 4 67,221
WASHINGTON MUTUAL COM 939322103 2,587 82,217 SH DEF 5 68,317 13,900
WASHINGTON MUT COM 939322103 25,608 820,309 SH DEF 6 793,659 26,650
WASHINGTON MUTUAL COM 939322103 2559 81,325 SH DEF 7 81,325
WASHINGTON MUTUAL COM 939322103 269,064 8,549,849 SH DEF 8 8,549,849
WASHINGTON MUTUAL COM 939322103 844 26,816 SH DEF 9 1,176 25,640
WASHINGTON MUTUAL, INC. COM 939322103 512,893 16,297,848 SH DEF 10 16,297,848
WASHINGTON MUTUAL COM 939322103 310 9,845 SH DEF 11 6,025
WASHINGTON MUTUAL COM 939322103 10,003 317,860 SH DEF 12 317,860
WASHINGTON MUTUAL, INC. COM 939322103 26,750 850,000 SH DEF 14 850,000
WASHINGTON MUTUAL COM 939322103 452 9,500 SH DEF 15 9,500
WASHINGTON POST CO-CL B COM 939640108 686 1,057 SH DEF 12 1,057
WASHINGTON POST COM 939640108 51 50 SH DEF 15 50
WASHINGTON REAL ESTATE INV TRUST COM 939653101 231 9,100 SH DEF 2 9,100
WASHINGTON REAL ESTATE COM 939653101 2,619 103,183 SH DEF 12 103,183
WASHINGTON TRUST BANCORP COM 940610108 41 2,094 SH DEF 12 2,094
WASTE CONNECTIONS COM 941053100 317 9,100 SH DEF 3 9,100
WASTE CONNECTIONS COM 941053100 5 150 SH DEF 12 150
WASTE INDUS USA COM 941057101 727 126,450 SH DEF 6 122,350 4,100
WASTE MANAGEMENT COM 94106L109 1,012 43,400 SH DEF 3 43,400
WASTE MANAGEMENT COM 94106L109 7,115 305,117 SH DEF 4 305,117
WASTE MGMT COM 94106L109 877 37,600 SH DEF 6 37,600
WASTE MANAGEMENT COM 94106L109 310,343 13,308,032 SH DEF 8 13,308,032
WASTE MANAGEMENT COM 94106L109 437 400,646 SH DEF 9 448 400,198
WASTE MANAGEMENT, INC. COM 94106L109 603,838 25,893,585 SH DEF 10 25,893,585
WASTE MANAGEMENT DEL COM 94106L109 5,500 235,861 SH DEF 12 235,861
WASTE MANAGEMENT COM 94106L109 48 1,300 SH DEF 15 1,300
WATER PIK TECH COM 94113U100 1,732 170,600 SH DEF 6 164,700 5,900
WATER PIK TECHNOLOGIES COM 94113U100 4 420 SH DEF 12 420
WATERFORD STERLING CORP COM 941443103 1 5,000 SH DEF 12 5,000
WATERS CORP COM 941848103 586 24,181 SH DEF 12 24,181
WATERSIDE CAPITAL CORP COM 941872103 17 8,566 SH DEF 12 8,566
WATSCO COM 942622200 31 2,200 SH DEF 3 2,200
WATSCO COM 942622200 778 54,400 SH DEF 6 50,200 4,200
WATSCO COM 942622200 4 300 SH DEF 12 300
WATSON PHARMACEUTICALS COM 942683103 257 10,475 SH DEF 5 10,475
WATSON PHARMACEUTCLS COM 942683103 4,648 189,620 SH DEF 6 189,620
WATSON PHARMACEUTICALS COM 942683103 1,025 41,810 SH DEF 12 41,810
WATTS INDUSTRIES CLASS A COM 942749102 5 300 SH DEF 2 300
WATTS INDS CL A NASD INDL COM 942749102 6,463 394,100 SH DEF 3 341,300 52,800
WATTS INDUSTRIES CL A 942749102 3,272 199,500 SH DEF 6 199,500
WAUSAU-MOSINEE PAPER CORP COM 943315101 230 25,000 SH DEF 12 25,000
WAVE SYSTEMS CORP-CL A COM 943526103 26 17,200 SH DEF 12 17,200
WAYPOINT FINANCIAL COM 946756103 47 2,800 SH DEF 4 2,800
WAYPOINT FINANCIAL CORP COM 946756103 315 18,673 SH DEF 12 18,673
WEATHERFORD INTERNATIONAL COM 947074100 21 575 SH DEF 4 575
WEBSENSE COM 947684106 2,046 176,215 SH DEF 3 160,415 15,800
WEBMETHODS COM 94768C108 8 1,736 SH DEF 12 1,736
HEALTHEON CORP COM 94769M105 47 9,400 SH DEF 3 9,400
WEBMD CORP COM 94769M105 1,587 317,339 SH DEF 6 269,684 47,655
WEBMD CORP COM 94769M105 77 15,200 SH DEF 7 15,200
WEBMD CORP COM 94769M105 75 14,921 SH DEF 12 14,921
WEBSTER FINL CORP WA COM 947890109 17,881 532,500 SH DEF 3 454,100 78,400
WEBSTER FINANCIAL CO COM 947890109 4,705 140,100 SH DEF 6 140,100
WEBSTER FINANCIAL CORP COM 947890109 2,806 83,552 SH DEF 12 83,552
WEIGHT WATCHERS INTL NEW COM 948626106 23 530 SH DEF 12 530
WEIGHT WATCHERS INTL INC COM 948626106 101 2,400 SH DEF 2,400
WEINGARTEN REALTY INVESTORS COM 948741103 65 1,774 SH DEF 2 1,774
WEINGARTEN RLTY INVS SH BEN INT COM 948741103 1,292 35,300 SH DEF 3 35,300
WEINGARTEN REALTY INVESTORS COM 948741103 2,300 62,845 SH DEF 9 62,845
WEINGARTEN REALTY INVESTORS COM 948741103 1,565 42,767 SH DEF 12 42,767
WEIS MARKETS COM 948849104 48 1,441 SH DEF 2 1,441
WEIS MARKETS COM 948849104 1,020 30,456 SH DEF 12 30,456
WELLMAN COM 949702104 711 52,100 SH DEF 3 52,100
WELLMAN COM 949702104 1,253 93,440 SH DEF 6 76,950 16,490
WELLPOINT HLTH NETWORKS NEW CL A COM 94973H108 6,868 93,700 SH DEF 3 70,600 23,100
WELLPOINT HEALTH NETWORKS COM 94973H108 62 850 SH DEF 7 850
WELLPOINT HEALTH NETWORKS COM 94973H108 114,880 1,567,264 SH DEF 8 1,567,264
WELLPOINT HEALTH NETWORKS INC. COM 94973H108 134,139 1,830,000 SH DEF 10 1,830,000
WELLPOINT HEALTH NTWRKS NEW COM 94973H108 235 3,200 SH DEF 11 3,000
WELLPOINT HEALTH NETWORKS COM 94973H108 354 4,833 SH DEF 12 4,833
WELLS FARGO & CO. COM 949746101 530 11,000 SH DEF 1 11,000
WELLS FARGO PANY COM 949746101 1,493 30,996 SH DEF 2 29,696 1,300
WELLS FARGO & CO COM 949746101 40,754 846,227 SH DEF 3 831,127 15,100
WELLS FARGO COM 949746101 4,010 83,264 SH DEF 4 83,264
WELLS FARGO & CO NEW COM 949746101 3,134 65,080 SH DEF 5 62,055 3,025
WELLS FARGO & CO COM 949746101 950 19,726 SH DEF 6 19,726
WELLS FARGO PANY COM 949746101 5989 124,349 SH DEF 7 124,349
WELLS FARGO & CO COM 949746101 589 12,223 SH DEF 11 3,500 163
WELLS FARGO & CO-NEW COM 949746101 8,676 180,145 SH DEF 12 180,145
WELLS FARGO PANY COM 949746101 573 7,500 SH DEF 15 7,500
WELLSFORD REAL PPTYS COM 950240200 2,550 149,812 SH DEF 6 143,391 636 5,785
WENDY'S INTERNATIONAL COM 950590109 4 108 SH DEF 2 108
WENDYS INTERNATIONAL COM 950590109 2,488 75,151 SH DEF 12 75,151
WERNER ENTERPRISES NASD INDL COM 950755108 33 1,800 SH DEF 3 1,800
WERNER ENTERPRISES COM 950755108 298 16,230 SH DEF 12 16,230
WESBANCO COM 950810101 369 15,500 SH DEF 6 15,500
WESBANCO COM 950810101 113 4,762 SH DEF 12 4,762
WESCO FINANCIAL CORP COM 950817106 131 425 SH DEF 12 425
WESCO INTL COM 95082P105 2,951 686,300 SH DEF 6 663,200 23,100
WEST COAST BANCORP COM 952145100 2,326 153,660 SH DEF 6 148,560 5,100
WEST CORP COM 952355105 392 28,000 SH DEF 3 13,800 14,200
WEST MARINE COM 954235107 550 43,250 SH DEF 6 35,150 8,100
WEST MARINE COM 954235107 10 800 SH DEF 12 800
WEST PHARMACEUTICAL SVCS COM 955306105 9 400 SH DEF 12 400
WESTAMERICA BANCORP COM 957090103 12 300 SH DEF 12 300
WESTAR ENERGY COM 95709T100 6 600 SH DEF 2 600
WESTERN ENERGY COM 95709T100 681 67,710 SH DEF 3 67,710
WESTAR ENERGY COM 95709T100 3 340 SH DEF 12 340
WESTELL TECHNOLOGIES -CL A COM 957541105 2 1,000 SH DEF 12 1,000
WESTERN ASSET PREMIER BD FUND UNIT 957664105 5,375 389,740 SH DEF 12 389,740
WESTCORP COM 957907108 5,707 285,329 SH DEF 6 280,429 4,900
WESTERN CONSORTIUM COM 958049108 0 18,500 SH DEF 7 18,500
WESTERN DIGITAL CORP COM 958102105 47 10,100 SH DEF 3 10,100
WESTERN DIGITAL CORP COM 958102105 169 35,920 SH DEF 12 35,920
WESTERN GAS RESOURCES COM 958259103 34 1,100 SH DEF 12 1,100
WESTERN SVG & LN ASSN PHOENIX AZ COM 959432105 0 525 SH DEF 7 525
WESTERN SIERRA BANCORP COM 959522103 3430 144,741 SH DEF 7 144,741
WESTERN WATER CO COM 959881103 1 3,000 SH DEF 12 3,000
WESTERN WIRELESS CORP-CL A COM 95988E204 3 1,100 SH DEF 12 1,100
GEORGE WESTON LIMITEE COM 961148509 20 300 SH DEF 12 300
WESTPOINT STEVENS COM 961238102 4 4,565 SH DEF 12 4,565
WESTWOOD ONE, INC. COM 961815107 357 10,000 SH DEF 1 10,000
WESTWOOD ONE NASD INDL COM 961815107 483 13,500 SH DEF 3 5,200 8,300
WESTWOOD ONE COM 961815107 17 480 SH DEF 7 480
WESTWOOD ONE COM 961815107 25 709 SH DEF 12 709
WET SEAL CL A 961840105 3,756 375,600 SH DEF 6 360,300 15,300
WET SEAL -CL A COM 961840105 80 8,000 SH DEF 12 8,000
WEYERHAEUSER CO. COM 962166104 615 14,045 SH DEF 1 14,045
WEYERHAEUSER CO. B COM 962166104 322 7,363 SH DEF 1 7,363
WEYERHAEUSER CO. COM 962166104 359 8,200 SH DEF 2 8,200
WEYERHAEUSER CO COM 962166104 4 100 SH DEF 6 100
WEYERHAEUSER CO COM 962166104 467 10,666 SH DEF 12 10,666
WEYERHAEUSER CO. COM 962166104 19 280 SH DEF 15 280
WHIRLPOOL CORP COM 963320106 490 10,675 SH DEF 5 7,925 2,750
WHIRLPOOL CORP COM 963320106 686 14,960 SH DEF 6 14,960
WHIRLPOOL CORP COM 963320106 59 1,279 SH DEF 12 1,279
WHITE ELECTRIC DESIGNS CORP COM 963801105 30 4,000 SH DEF 12 4,000
WHITMAN EDUCATION GROUP COM 966524100 46 8,000 SH DEF 12 8,000
WHITNEY HOLDING CORP COM 966612103 1,851 57,700 SH DEF 3 33,900 23,800
WHITNEY HOLDING CORP COM 966612103 89 2,800 SH DEF 12 2,800
WHOLE FOODS MARKET COM 966837106 86 2,000 SH DEF 2 2,000
WHOLE FOODS MARKET COM 966837106 1217 28,400 SH DEF 7 28,400
WHOLE FOODS MARKET COM 966837106 167 3,894 SH DEF 12 3,894
WILD OATS MARKETS COM 96808B107 18 1,950 SH DEF 2 1,950
WILD OATS MARKETS COM 96808B107 3 300 SH DEF 12 300
JOHN WILEY & SONS -CL A COM 968223206 1,252 56,882 SH DEF 12 56,882
JOHN WILEY & SONS -CL B COM 968223305 70 3,200 SH DEF 12 3,200
WILLBROS GROUP COM 969199108 51 4,900 SH DEF 3 4,000 900
WILLIAMS MUNICATIONS GROUP COM 969455104 0 2,000 SH DEF 7 2,000
WILLIAMS PANIES COM 969457100 10 4,464 SH DEF 2 4,464
WILLIAMS PANIES COM 969457100 0 175 SH DEF 4 175
WILLIAMS COS COM 969457100 4,352 1,925,703 SH DEF 6 1,776,903 148,800
WILLIAMS COMPANIES COM 969457100 160 70,987 SH DEF 12 70,987
WILLIAMS COS COM 969457100 944 263,300 SH DEF 15 263,300
WILLIAMS COS PFD 969457886 2,145 300,000 SH DEF 13 300,000
WILLIAMS CLAYTON EN COM 969490101 125 14,900 SH DEF 6 13,500 1,400
WILLIAMS ENERGY PARTNERS L P COM 969491109 659 20,290 SH DEF 3 20,290
WILLIAMS ENERGY PARTNERS L P COM 969491109 4,546 139,887 SH DEF 12 139,887
WILLIAMS SONOMA COM 969904101 308 13,016 SH DEF 2 13,016
WILLIAMS SONOMA NASD INDL COM 969904101 1,587 67,150 SH DEF 3 47,350 19,800
WILLIAMS SONOMA COM 969904101 181 7,662 SH DEF 12 7,662
WILLIS LEASE FINANCE COM 970646105 381 97,800 SH DEF 6 94,100 3,700
WILMINGTON TRUST CORP. NEW COM 971807102 20 700 SH DEF 7 700
WILMINGTON TRUST CORP COM 971807102 1,623 56,121 SH DEF 12 56,121
WIND RIVER SYSTEMS COM 973149107 23 7,155 SH DEF 12 7,155
WINFIELD CAPITAL CORP COM 973859101 1 1,700 SH DEF 12 1,700
WINN DIXIE STORES COM 974280109 10 800 SH DEF 3 800
WINN DIXIE STORES COM 974280109 3,273 249,490 SH DEF 6 249,490
WINN-DIXIE STORES COM 974280109 897 68,377 SH DEF 12 68,377
WINNEBAGO INDS COM 974637100 1,308 33,100 SH DEF 3 21,400 11,700
WINNEBAGO INDUSTRIES COM 974637100 1 32 SH DEF 12 32
WINSTAR MUNICATIONS COM 975515107 0 5,500 SH DEF 2 5,500
WINTON FINL CORP COM 976446104 24 2,500 SH DEF 2 2,500
WINTON FINANCIAL CORP COM 976446104 36 3,711 SH DEF 12 3,711
WINTRUST FINANCIAL CORP COM 97650W108 88 3,070 SH DEF 12 3,070
WIRELESS TELECOM GROUP COM 976524108 1 600 SH DEF 12 600
WIRELESS FACILITIES COM 97653A103 1 300 SH DEF 12 300
WISCONSIN ENERGY CORP COM 976657106 24,535 1,009,660 SH DEF 3 879,460 130,200
WISCONSIN ENERGY CORP COM 976657106 283 11,650 SH DEF 5 10,300 1,350
WISCONSIN ENERGY COM 976657106 6 250 SH DEF 6 250
WISCONSIN ENERGY CORP COM 976657106 838 34,504 SH DEF 12 34,504
WOLTERS KLUWER NV SPONS ADR 977874205 445 24,615 SH DEF 2 24,615
WOLTERS KLUWER N V AD COM 977874205 5,691 308,511 SH DEF 6 261,433 47,078
WOLVERINE TUBE COM 978093102 1,268 206,800 SH DEF 6 199,200 7,600
WOLVERINE TUBE COM 978093102 2 300 SH DEF 12 300
WOLVERINE WORLD WIDE COM 978097103 1,449 96,600 SH DEF 6 94,600 2,000
WOLVERINE WORLD WIDE COM 978097103 20 1,300 SH DEF 12 1,300
WOODWARD GOVERNOR CO COM 980745103 1,649 34,780 SH DEF 3 32,880 1,900
WOODWARD GOVNR CO COM 980745103 1,375 29,000 SH DEF 6 29,000
WORKFLOW MGMT COM 98137N109 349 195,100 SH DEF 6 187,500 7,600
WORLD ACCEP CORP COM 981419104 2,480 313,164 SH DEF 6 301,964 11,200
WORLD ACCEPTANCE CORP-S.C. COM 981419104 12 1,500 SH DEF 12 1,500
WORLD FUEL SERVICES CORP COM 981475106 342 17,700 SH DEF 3 17,700
WORLD FUEL SVCS CORP COM 981475106 2,943 152,500 SH DEF 6 146,300 6,200
WORLD TELEVISION COM 98151F305 0 23 SH DEF 2 23
WORLDGATE COMMUNICATIONS COM 98156L307 6 10,115 SH DEF 12 10,115
WORLD WRESTLING ENT CL A 98156Q108 1,621 193,655 SH DEF 6 193,655
WORLD WRESTLING FEDN COM 98156Q108 1,658 198,532 SH DEF 6 191,122 810 6,600
WORLD - WORLD GROUP COM 98157D106 20 200,388 SH DEF 2 195,388 5,000
WORLD COM 98157D106 8 84,650 SH DEF 6 84,650
WORLD - WORLD GROUP COM 98157D106 0 1,300 SH DEF 7 1,300
WORLD - WORLD GROUP COM 98157D106 0 0 SH DEF 9
WORLDCOM -GA NEW COM 98157D106 40 397,801 SH DEF 12 397,801
WORLD - WORLD GROUP WRLDCOM GP98157D106 0 200 SH DEF 15 200
WORLD - MCI GROUP COM 98157D304 0 648 SH DEF 2 648
WORLD - MCI GROUP COM 98157D304 0 18 SH DEF 7 18
WORLD - MCI GROUP COM 98157D304 0 1,119 SH DEF 9 1,119
WORLDCOM GA NEW COM 98157D304 3 17,117 SH DEF 12 17,117
WORLD - MCI GROUP MCI GRP CO98157D304 0 12 SH DEF 15 12
WORTHINGTON INDUSTRIES COM 981811102 82 4,400 SH DEF 2 4,400
WORTHINGTON INDS NASD INDL COM 981811102 9,614 514,105 SH DEF 3 482,855 31,250
WORTHINGTON INDUSTRIES COM 981811102 200 10,710 SH DEF 12 10,710
WRIGLEY (WM) JR. PANY COM 982526105 71 1,440 SH DEF 2 1,440
WRIGLEY (WM) JR. PANY COM 982526105 8914 180,122 SH DEF 7 180,122
WM WRIGLEY JR CO COM 982526105 205 4,150 SH DEF 11 4,150
WM WRIGLEY JR CO COM 982526105 889 17,956 SH DEF 12 17,956
WM WRIGLEY JR CO-CL B COM 982526204 143 2,880 SH DEF 12 2,880
WYETH COM 983024100 1,898 59,700 SH DEF 1 59,700
WYETH COM 983024100 4,300 135,233 SH DEF 2 134,413 820
WYETH COM 983024100 5,577 175,376 SH DEF 3 172,076 3,300
WYETH COM 983024100 25 783 SH DEF 4 783
WYETH CORP COM 983024100 2,117 66,566 SH DEF 5 50,606 15,960
WYETH COM 983024100 10,902 339,280 SH DEF 6 324,035 15,245
WYETH COM 983024100 149 4,700 SH DEF 7 4,700
WYETH COM 983024100 795 25,000 SH DEF 10 25,000
WYETH COM 983024100 398 12,529 SH DEF 11 8,706 100
WYETH COM 983024100 7,581 238,411 SH DEF 12 238,411
WYETH COM 983024100 5,848 116,005 SH DEF 15 116,005
WYNDHAM INTERNATIONAL COM 983101106 2 6,627 SH DEF 12 6,627
XM SATELLITE RADIO HLDGS COM 983759101 80 20,570 SH DEF 12 20,570
XO COMMUNICATIONS COM 983764101 1 31,094 SH DEF 12 31,094
X-RITE COM 983857103 19 2,400 SH DEF 12 2,400
XTO ENERGY COM 98385X106 23,127 1,122,115 SH DEF 3 916,895 205,220
XTO ENERGY COM 98385X106 20 950 SH DEF 12 950
XCEL ENERGY COM 98389B100 54 5,816 SH DEF 2 4,236 1,580
XCEL ENERGY COM 98389B100 4 405 SH DEF 6 405
XCEL ENERGY COM 98389B100 124 13,274 SH DEF 11 3,143
XCEL ENERGY COM 98389B100 2,918 313,454 SH DEF 12 313,454
XCEL ENERGY COM 98389B100 7,396 800,000 SH DEF 13 800,000
XANSER CORP COM 98389J103 1 500 SH DEF 12 500
XETA TECH COM 983909102 166 85,000 SH DEF 6 80,900 4,100
XETA TECHNOLOGIES COM 983909102 2 1,200 SH DEF 12 1,200
XILINX COM 983919101 2 100 SH DEF 2 100
XILINX COM 983919101 12 780 SH DEF 7 780
XILINX COM 983919101 245 15,456 SH DEF 12 15,456
XEROX CORP COM 984121103 1,455 293,900 SH DEF 3 293,900
XEROX CORP COM 984121103 512 103,406 SH DEF 12 103,406
XEROX CORP CONVERTIBLE CONV 984121BB8 5,221 9,041,000 PRN DEF 16 9,041,000
YAHOO COM 984332106 16 1,700 SH DEF 2 1,700
YAHOO COM 984332106 5 475 SH DEF 7 475
YAHOO COM 984332106 189 19,713 SH DEF 12 19,713
YANKEE CANDLE COM 984757104 26 1,500 SH DEF 12 1,500
XICOR COM 984903104 3 800 SH DEF 12 800
YARDVILLE NATL BANC COM 985021104 1,877 110,500 SH DEF 6 106,200 4,300
YARDVILLE NATIONAL BANCORP COM 985021104 0 0 SH DEF 9
YARDVILLE NATIONAL BANCORP COM 985021104 156 9,211 SH DEF 12 9,211
YELLOW CORP COM 985509108 4,518 153,100 SH DEF 3 78,600 74,500
YELLOW CORP COM 985509108 15 500 SH DEF 12 500
YORK INTERNATIONAL COM 986670107 30 1,050 SH DEF 2 1,050
YORK INTL CORP COM 986670107 17,664 626,380 SH DEF 6 610,780 15,600
YORK INTERNATIONAL CORP NEW COM 986670107 14 500 SH DEF 12 500
YOUNG BROADCASTING -CL A COM 987434107 378 43,620 SH DEF 12 43,620
YUM! BRANDS COM 988498101 193 6,982 SH DEF 2 6,982
YUM! BRANDS COM 988498101 8,194 295,700 SH DEF 3 295,700
YUM BRANDS COM 988498101 238 8,600 SH DEF 6 8,600
YUM BRANDS COM 988498101 593 21,400 SH DEF 11
YUM BRANDS COM 988498101 1,283 46,313 SH DEF 12 46,313
YUKOS ADR ADR 98849W108 8,561 63,300 SH DEF 3 63,300
Z-TEL TECHNOLOGIES COM 988792107 50 46,480 SH DEF 12 46,480
ZALE CORP COM 988858106 21,781 722,190 SH DEF 6 705,890 16,300
ZAPATA CORP COM 989070602 74 2,990 SH DEF 12 2,990
ZEBRA TECHNOLOGIES C COM 989207105 550 10,430 SH DEF 3 10,430
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 5 100 SH DEF 12 100
ZEROPLUS. COM 98949Y103 0 500 SH DEF 2 500
ZILA COM 989513205 11 9,100 SH DEF 12 9,100
ZIMMER HOLDINGS COM 98956P102 511 13,321 SH DEF 2 12,906 415
ZIMMER HOLDINGS COM 98956P102 2 50 SH DEF 4 50
ZIMMER HOLDINGS COM 98956P102 55 1,427 SH DEF 7 1,427
ZIMMER HOLDINGS COM 98956P102 2,449 63,886 SH DEF 12 63,886
ZIMMER HOLDINGS COM 98956P102 67 1,100 SH DEF 15 1,100
ZIONS BANCORP COM 989701107 14,637 336,248 SH DEF 1 11,000 325,248
ZIONS BANCORP COM 989701107 1984 45,576 SH DEF 7 45,576
ZIONS BANCORP COM 989701107 1,084 24,910 SH DEF 11 21,350
ZIONS BANCORPORATION COM 989701107 1,029 23,633 SH DEF 12 23,633
ZIX CORPORATION COM 98974P100 1 250 SH DEF 12 250
ZORAN CORP COM 98975F101 1,422 129,250 SH DEF 3 107,550 21,700
ZORAN CORP COM 98975F101 74 6,737 SH DEF 12 6,737
ZONAGEN COM 98975L108 3 3,000 SH DEF 12 3,000
ZOLTEK COMPANIES COM 98975W104 7 4,000 SH DEF 12 4,000
ZURICH FINANCIAL SERVICES AG ADR ADR 98982M107 3 366 SH DEF 2 366
ZWEIG FUND UNIT 989834106 75 14,386 SH DEF 12 14,386
ZWEIG TOTAL RETURN FUND UNIT 989837109 23 3,865 SH DEF 12 3,865
ZOMAX OPTICAL MEDIA COM 989929104 30 7,600 SH DEF 6 7,600
ZOMAX - MN COM 989929104 18 4,700 SH DEF 12 4,700
NORTH STAR COM 990186918 27 2,000 SH DEF 2 2,000
AFSC EQUITY FUND COM BLA111113 2,617 114,326 SH DEF 6 0 114,326
BASF AG-ORD COM D06216101 26 750 SH DEF 12 750
CELANESE AG COM D1497A101 272 14,900 SH DEF 3 14,900
DAIMLERCHRYSLER A.G. ADR D1668R123 150 4,480 SH DEF 2 4,480
DAIMLERCHRYSLER A.G. ADR D1668R123 385 11,494 SH DEF 9 11,494
DAIMLERCHRYSLER A.G. COM D1668R123 740 22,071 SH DEF 12 22,071
DEUTSCHE BANK AKTIENG COM D18190898 4,190 92,622 SH DEF 6 91,562 1,060
DEUTSCHE BANK AG COM D18190898 6 126 SH DEF 7 126
DEUTSCHE BANK AG NAMEN AKT COM D18190898 12 266 SH DEF 12 266
E.ON AG NPV COM D24909109 33 700 SH DEF 12 700
DASSAULT SYSTEMES SA COM F2457H100 8 500 SH DEF 12 500
VIVENDI UNIVERSAL COM F7063C114 2 165 SH DEF 12 165
ACE LIMITED COM G0070K103 1,122 37,900 SH DEF 5 36,900 1,000
ACE LIMITED COM G0070K103 30,076 1,015,747 SH DEF 6 999,947 15,800
ACE LTD-ORD COM G0070K103 145 4,902 SH DEF 12 4,902
AMDOCS LTD COM G02602103 429 67,000 SH DEF 3 28,600 38,400
AMDOCS LTD ORD COM G02602103 15,519 2,430,613 SH DEF 6 2,321,458 2,575 106,580
AMDOCS LIMITED COM G02602103 209 32,684 SH DEF 8 32,684
AMDOCS LIMITED COM G02602103 7,040 1,100,000 SH DEF 10 1,100,000
AMDOCS LIMITED COM G02602103 54 8,489 SH DEF 12 8,489
ANNUITY & LIFE RE (HLDGS.) COM G03910109 122 18,500 SH DEF 15 18,500
APEX SILVER MINES LTD COM G04074103 692 49,995 SH DEF 12 49,995
APW LTD. COM G04397108 0 8,700 SH DEF 2 8,700
WTS APW LTD NEW COM G04397116 0 10 SH DEF 2 10
ARCH CAPITAL GROUP LTD COM G0450A105 42 1,500 SH DEF 12 1,500
ACCENTURE LTD. COM G1150G111 4,681 327,817 SH DEF 8 327,817
ACCENTURE LTD. COM G1150G111 37,485 2,625,000 SH DEF 10 2,625,000
ACCENTURE LTD CL-A COM G1150G111 6 424 SH DEF 12 424
BOOSEY & HAWKES GR COM G1239D105 4 1,659 SH DEF 12 1,659
BUNGE LTD COM G16962105 1,392 57,500 SH DEF 3 8,300 49,200
COOPER INDUSTRIES LTD. COM G24182100 79 2,600 SH DEF 2 1,600 1,000
COOPER INDS LTD CL A G24182100 3,098 102,090 SH DEF 6 102,090
COOPER INDUSTRIES LTD COM G24182100 4,254 140,438 SH DEF 6 114,818 25,620
COOPER INDUSTRIES LTD COM G24182100 1,025 33,769 SH DEF 12 33,769
XCELERA COM G31611109 2 4,572 SH DEF 12 4,572
EUROTUNNEL PLC/EUROTUNNEL COM G32060108 25 30,000 SH DEF 12 30,000
EVEREST RE GROUP LTD COM G3223R108 203 3,700 SH DEF 5 3,700
EVEREST RE GROUP COM G3223R108 17,070 311,299 SH DEF 6 308,059 295 2,945
EVEREST RE GROUP LTD COM G3223R108 195 3,561 SH DEF 12 3,561
FRESH DEL MONTE PRODUCE COM G36738105 13,918 543,900 SH DEF 3 423,800 120,100
***GARMIN LTD COM G37260109 32 1,700 SH DEF 12 1,700
***GLAXOSMITHKLINE COM G3910J112 3 141 SH DEF 12 141
GLOBAL CROSSING LTD. COM G3921A100 0 350 SH DEF 2 350
***GLOBAL CROSSING LTD COM G3921A100 3 124,338 SH DEF 12 124,338
GLOBAL SANTAFE CORPOR COM G3930E101 1,445 63,821 SH DEF 6 55,544 8,277
***GLOBALSANTAFE CORP COM G3930E101 311 13,912 SH DEF 12 13,912
***GLOBALSTAR COM G3930H104 1 7,261 SH DEF 12 7,261
***DIAGEO PLC-ORD 28 101/108P COM G42089113 9 720 SH DEF 12 720
***HELEN OF TROY LTD-BERMUDA COM G4388N106 22 1,950 SH DEF 12 1,950
INGERSOLL RAND CO COM G4776G101 8,813 255,890 SH DEF 3 255,890
***INGERSOLL RAND CO LTD COM G4776G101 2,441 70,875 SH DEF 12 70,875
INGERSOLL RAND CO. CL A G4776G101 66 1,200 SH DEF 15 1,200
IPC HOLDINGS LTD COM G4933P101 16,255 553,460 SH DEF 3 470,060 83,400
***IPC HOLDINGS LTD COM G4933P101 18 600 SH DEF 12 600
***IQE PLC COM G49356119 2 18,356 SH DEF 12 18,356
***KNIGHTSBRIDGE TANKERS LTD COM G5299G106 542 45,764 SH DEF 12 45,764
LLOYDS TSB GROUP PLC FOR G5542W106 51,039 6,915,786 SH DEF 8 6,915,786
***LORAL SPACE & COM G56462107 6 23,195 SH DEF 12 23,195
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 12,578 793,550 SH DEF 3 685,450 108,100
FRIENDS PROVIDENT PLC COM G6083W109 1 700 SH DEF 2 700
NABORS INDUSTRIES LTD. COM G6359F103 1,447 44,170 SH DEF 2 43,970 200
***NABORS INDUSTRIES LTD COM G6359F103 172 5,245 SH DEF 12 5,245
NOBLE CORP COM G65422100 381 12,305 SH DEF 12 12,305
***NORDIC AMERICAN TANKER COM G65773106 1 100 SH DEF 12 100
***ORIENT EXPRESS HOTELS LTD COM G67743107 31 2,250 SH DEF 12 2,250
***PARTNERRE LTD COM G6852T105 18 375 SH DEF 12 375
***PSION PLC-ORD 5P COM G72928107 1 1,500 SH DEF 12 1,500
***QIAO XING UNIVERSAL COM G7303A109 15 12,500 SH DEF 12 12,500
RENAISSANCERE HOLDINGS LTD COM G7496G103 6,952 183,960 SH DEF 3 112,260 71,700
RENAISSANCE RE HLDGS COM G7496G103 16,805 444,690 SH DEF 6 444,690
***RENAISSANCERE HOLDINGS LTD COM G7496G103 68 1,788 SH DEF 12 1,788
***ROYAL BANK OF SCOTLAND COM G76891111 3 160 SH DEF 12 160
***SEVEN SEAS PETROLEUM COM G80550109 1 2,500 SH DEF 12 2,500
***SHIRE PHARMACEUTICALS GROUP COM G81083100 20 2,500 SH DEF 12 2,500
SMITH & NEPHEW P L C COM G82343164 229 36,262 SH DEF 6 34,354 1,908
W.P. STEWART & CO LTD COM G84922106 176 10,300 SH DEF 3 10,300
***TIERS PRIPAL PROTECTED COM G88649119 4 500 SH DEF 12 500
TOMMY HILFIGER CORP COM G8915Z102 362 38,700 SH DEF 3 38,700
TOMMY HILFIGER CORP COM G8915Z102 7,935 875,483 SH DEF 6 865,283 1,210 8,990
***TOMMY HILFIGER CORP-ORD COM G8915Z102 42 4,500 SH DEF 12 4,500
TRANSOCEAN COM G90078109 8 399 SH DEF 2 399
TRANSOCEAN SEDCO FORE COM G90078109 11,954 574,895 SH DEF 6 492,235 82,660
***TRANSOCEAN . COM G90078109 349 16,793 SH DEF 12 16,793
TRANSOCEAN COM G90078109 53 1,600 SH DEF 15 1,600
***TRENWICK GROUP LTD BERMUDA COM G9032C109 6 1,237 SH DEF 12 1,237
***VODAFONE GROUP PLC NEW COM G93882101 5 4,211 SH DEF 12 4,211
***WEATHERFORD INTERNATIONAL COM G95089101 452 12,167 SH DEF 12 12,167
***WHITE MTNS INS GROUP LTD COM G9618E107 666 2,262 SH DEF 12 2,262
WILLIS GROUP HOLDINGS LTD COM G96655108 663 19,800 SH DEF 3 19,800
WILLIS GROUP HOLDINGS LTD COM G96655108 347 10,350 SH DEF 5 10,350
***WILLIS GROUP HOLDINGS LTD COM G96655108 403 12,023 SH DEF 12 12,023
XL CAPITAL LTD - CLASS A COM G98255105 44 600 SH DEF 2 600
XL CAP LTD CL A G98255105 2,025 27,551 SH DEF 6 27,551
XL CAPITAL LTD - CLASS A COM G98255105 10 140 SH DEF 7 140
***XL CAPITAL LTD-CL A COM G98255105 224 3,042 SH DEF 12 3,042
***XOMA LTD-(BERMUDA) COM G9825R107 71 11,300 SH DEF 12 11,300
***YUE YUEN INDUSTRIAL COM G98803128 3 1,000 SH DEF 12 1,000
***ALCON COM H01301102 21 550 SH DEF 12 550
***SWATCH GROUP AG COM H83949141 60 800 SH DEF 12 800
***UBS AG COM H8920M855 195 4,758 SH DEF 12 4,758
***ZURICH FINANCIAL SERVICES COM H9870Y105 5 50 SH DEF 12 50
DIV REINVEST PLAN I B M COM IBM999ZZZ 0 7 SH DEF 2 7
***MITSUBISHI HEAVY INDUSTRIES COM J44002129 6 2,300 SH DEF 12 2,300
TERUMO CORP. COM J83173104 278 18,800 SH DEF 2 18,800
***MILLICOM INTERNATIONAL COM L6388F102 3 5,000 SH DEF 12 5,000
***AUDIOCODES LTD ORD COM M15342104 2 1,200 SH DEF 12 1,200
ROBOGROUP TEK LTD COM M20330102 2 2,000 SH DEF 12 2,000
CHECK POINT SOFTWARE TECH LTD COM M22465104 7 500 SH DEF 2 500
CHECK POINT SOFTWARE TECHN COM M22465104 3,324 241,900 SH DEF 3 241,900
***CHECK POINT SOFTWARE COM M22465104 166 12,096 SH DEF 12 12,096
***COMPUGEN LIMITED COM M25722105 8 7,800 SH DEF 12 7,800
***ELBIT SYSTEMS LTD-ORD COM M3760D101 3 200 SH DEF 12 200
***ELSCINT LTD-ORD NEW COM M40168102 1 160 SH DEF 12 160
GIVEN IMAGING COM M52020100 13 1,300 SH DEF 12 1,300
***LANOPTICS LTD-ORD COM M6706C103 195 35,746 SH DEF 12 35,746
***LUMENIS LTD COM M6778Q105 39 9,920 SH DEF 12 9,920
ORBOTECH LTD COM M75253100 5,228 362,659 SH DEF 6 356,699 5,960
TTI TEAM TELE INTL LTD COM M88258104 213 31,360 SH DEF 3 31,360
***ASML HOLDING NV NY REG SHS COM N07059111 4 643 SH DEF 12 643
***CNH GLOBAL N.V. COM N20935107 161 47,495 SH DEF 12 47,495
CORE LABORATORIES NV COM N22717107 1,837 196,010 SH DEF 3 64,660 131,350
***MADGE NETWORKS NV COM N5424G106 1 6,770 SH DEF 12 6,770
***METRON TECHNOLOGY NV COM N5665B105 1 500 SH DEF 12 500
ORTHOFIX INTERNATIONAL N V COM N6748L102 291 11,000 SH DEF 3 11,000
DIV REINVEST PLAN NCR CORP. NEW COM NCR9ZZZZZ 0 5 SH DEF 2 5
***KERZNER INTERNATIONAL LTD COM P6065Y107 9 405 SH DEF 12 405
PANAMERICAN BEVERAGES CL A COM P74823108 82 8,600 SH DEF 3 8,600
***STEINER LEISURE LTD COM P8744Y102 25 2,062 SH DEF 12 2,062
DIV REINVEST PLAN GENERAL MOTORS COM SGM9ZZZZZ 1 19 SH DEF 2 19
DIV REINVEST PLAN SBC MUN COM SSBC9ZZZZ 13 632 SH DEF 2 632
DIV REINVEST PLAN AMER TEL & TEL COM ST9ZZZZZZ 1 66 SH DEF 2 66
ROYAL CARIBBEAN CRUIS COM V7780T103 3,969 247,499 SH DEF 6 244,734 2,765
ROYAL CARRIBEAN CRUISES LTD. COM V7780T103 28,503 1,790,400 SH DEF 8 1,790,400
***ROYAL CARIBBEAN CRUISES LTD COM V7780T103 136 8,531 SH DEF 12 8,531
***SINGAPORE AIRLINES LTD COM V80178110 2 307 SH DEF 12 307
ASE TEST LIMITED COM Y02516105 9,381 2,657,500 SH DEF 3 2,507,500 150,000
***CATHAY PACIFIC AIRWAYS LTD COM Y11757104 5 3,500 SH DEF 12 3,500
***CREATIVE TECHNOLOGY LTD-ORD COM Y1775U107 17 2,532 SH DEF 12 2,532
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 45 6,506 SH DEF 2 6,506
***FLEXTRONICS INTERNATIONAL COM Y2573F102 8,939 1,282,151 SH DEF 12 1,282,151
GIGAMEDIA LIMITED COM Y2711Y104 3,111 4,508,300 SH DEF 3 3,815,400 692,900
OMI CORP NEW COM Y6476W104 6 1,850 SH DEF 12 1,850
***TEEKAY SHIPPING CORP COM Y8564W103 162 5,700 SH DEF 12 5,700