UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D. C. 20549
FORM 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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 August 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: 8,946
Form 13F Information Table Value Total: 37,459,656,000
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 Western Asset Management Company
(1) (2) (3) (4) (5) (6) (7) (8)
Name of Issuer Title of Class CUSIP FMV Shares/ Inv Other Voting Authority (Shs.)
(x1000) Princ. Disc Mgr (a) (b) (c)
-----------------------------------------------------------------------------------------------------------------------------------
AAON INC COM 000360206 13 450 SH DEF 6 450
A A R CORPORATION COM 000361105 6,595 625,993 SH DEF 6 617,706 1,500 8,230
ABC BANCORP COM 000400101 1,590 107,800 SH DEF 6 104,600 3,200
A C MOORE ARTS & CRAFTS INC COM 00086T103 161 3,400 SH DEF 3 3,400
ADC TELECOMMUNICATIONS INC. COM 000886101 4 1,852 SH DEF 2 1,852
ADC TELECOMMUNICATIONS INC COM 000886101 113 49,170 SH DEF 12 49,170
ADC TELECOMMUNICATNS COM 000886101 6 1,660 SH DEF 6 1,660
ADE CORP-MASS COM 00089C107 8 700 SH DEF 12 700
ACM INCOME FD INC UNIT 000912105 1,708 214,089 SH DEF 12 214,089
ACM GOVERNMENT OPPORTUNITY UNIT 000918102 12 1,375 SH DEF 12 1,375
ACM MANAGED INCOME FUND INC UNIT 000919100 2 500 SH DEF 12 500
ABN AMRO HLDG NV SPONSORED ADR ADR 000937102 1 45 SH DEF 2 45
ACM MUNICIPAL SECURITIES UNIT 000942102 32 2,606 SH DEF 12 2,606
ACM MANAGED DOLLAR INCOME FUND UNIT 000949107 10 1,500 SH DEF 12 1,500
ABM INDUSTRIES INC COM 000957100 81 4,663 SH DEF 12 4,663
AFC ENTERPRISES INC COM 00104Q107 2,026 64,820 SH DEF 3 64,220 600
AFLAC INCORPORATED COM 001055102 123 3,848 SH DEF 2 3,700 148
AFLAC CORP. NEW COM 001055102 1,710 53,428 SH DEF 9 53,428
AFLAC INC COM 001055102 2,270 70,928 SH DEF 12 70,928
AFLAC INC COM 001055102 7,551 234,785 SH DEF 6 234,785
AGCO CORP COM 001084102 42 2,130 SH DEF 12 2,130
AGL CAPITAL TRUST II 8% TRUST PFD 001198209 112 4,300 SH DEF 12 4,300
AGL RESOURCES INC COM 001204106 267 11,499 SH DEF 12 11,499
AGL RESOURCES INC COM 001204106 15,158 661,900 SH DEF 6 643,500 18,400
AGL RES INC COM COM 001204106 2,359 101,700 SH DEF 3 46,800 54,900
AG SVCS AMER INC COM 001250109 829 64,400 SH DEF 6 62,900 1,500
THE AES CORPORATION COM 00130H105 15 2,800 SH DEF 2 2,800
AES CORP COM 00130H105 189 34,905 SH DEF 5 32,611 2,294
THE AES CORPORATION COM 00130H105 137,277 25,327,836 SH DEF 8 25,327,836
THE AES CORPORATION COM 00130H105 268,165 49,476,980 SH DEF 10 49,476,980
AES CORP COM 00130H105 2,679 494,254 SH DEF 12 494,254
THE AES CORPORATION COM 00130H105 37,940 7,000,000 SH DEF 14 7,000,000
AES CORPORATION COM 00130H105 2 300 SH DEF 15 300
AES CORP COM 00130H105 461 85000 SH DEF 85000
AES CORP COM 00130H105 6 930 SH DEF 6 930
AK STEEL HOLDING CORP COM 001547108 43 3,331 SH DEF 12 3,331
AK STL HLDG CORP COM 001547108 288 20,625 SH DEF 6 20,625
AK STL HLDG CORP COM 001547108 1,184 92,400 SH DEF 3 75,000 17,400
AMB PROPERTY CORPORATION COM 00163T109 19 600 SH DEF 2 600
AMB PROPERTY CORP COM 00163T109 59 1,900 SH DEF 12 1,900
AMB PPTY CORP PFD 00163T208 10 400 SH DEF 12 400
AMC ENTMT INC COM COM 001669100 125 8,800 SH DEF 3 8,800
UTS AMFAC JMB HI 4.000 12-31- COM 00168VAC3 7 20 SH DEF 6 20
AMLI RESIDENTIAL PROPERTIES COM 001735109 3 100 SH DEF 12 100
AMR CORP. COM 001765106 7 400 SH DEF 2 400
AMR CORP COM 001765106 154 9,187 SH DEF 9 9,187
AMR CORP-DEL COM 001765106 69 4,109 SH DEF 12 4,109
AMR CORP COM 001765106 681 32,520 SH DEF 6 32,520
AMR CORP PFD 001765866 11 506 SH DEF 12 506
ANC RENTAL CORP COM 001813104 3 7,274 SH DEF 12 7,274
ANZ EXCH PFD TRUST PFD 001823202 116 4,600 SH DEF 12 4,600
ANZ EXCHANGEABLE PFD TR II PFD 001824101 338 13,200 SH DEF 12 13,200
AOL TIME WARNER, INC. COM 00184A105 11,049 751,115 SH DEF 1 180,807 570,308
AOL TIME WARNER INC. COM 00184A105 13,766 935,815 SH DEF 2 921,159 14,656
AOL TIME WARNER COM 00184a105 7 500 SH DEF 4 500
AOL TIME WARNER COM 00184A105 2,843 193,242 SH DEF 5 146,808 46,434
AOL TIME WARNER INC. COM 00184A105 124 8,425 SH DEF 7 8,425
AOL TIME WARNER INC. COM 00184A105 126,754 8,616,831 SH DEF 8 8,616,831
AOL TIME WARNER INC COM 00184A105 1,592 108,207 SH DEF 9 3,770 104,437
AOL TIME WARNER INC. COM 00184A105 280,955 19,099,563 SH DEF 10 19,099,563
AOL TIME WARNER INC COM 00184A105 907 61,653 SH DEF 11 45,763 8,545 7,345
AOL TIME WARNER INC COM 00184A105 20,765 1,411,624 SH DEF 12 1,411,624
AOL TIME WARNER INC. COM 00184A105 3,383 151,800 SH DEF 15 151,800
AOL TIME WARNER INC COM 00184A105 2,839 151,800 SH DEF 6 151,800
AOL TIME WARNER INC COM 00184A105 7,644 519,624 SH DEF 3 499,674 19,950
APAC CUSTOMER SVCS INC COM 00185E106 12 2,000 SH DEF 12 2,000
***ATI TECHNOLOGIES INC COM 001941103 11 1,625 SH DEF 12 1,625
ATI TECHNOLOGIES INC COM 001941103 1,635 236,600 SH DEF 3 223,700 12,900
AT & T CORP. COM 001957109 1,671 156,200 SH DEF 2 154,200 2,000
AT&T COM 001957109 208 19400 SH DEF 4 19400
AT&T CORP COM 001957109 261 24,384 SH DEF 5 23,484 900
AT & T CORP. COM 001957109 1,161 118,677 SH DEF 9 2,173 116,504
AT&T CORPORATION COM 001957109 171 15,938 SH DEF 11 15,056 882
AT&T CORP COM 001957109 3,728 348,434 SH DEF 12 348,434
A T & T CORP. COM 001957109 3,124 192,216 SH DEF 15 192,216
AT&T CORPORATION COM 001957109 28,691 2,592,650 SH DEF 6 2,429,825 163,575
AT & T CORP COM 001957109 198 20,000 SH DEF 20,000
AT & T CORP COM 001957109 203 16000 SH DEF 16000
AT&T COM 001957109 4,630 432,695 SH DEF 3 416,030 16,665
AT&T CORP - LIBERTY MEDIA - A COM 001957208 797 79,720 SH DEF 9 1,600 78,120
AT&T CORP WIRELESS TRACKING COM 001957406 176 32,372 SH DEF 9 697 31,675
A S V INC COM 001963107 24 2,000 SH DEF 12 2,000
AP PHARMA COM 00202j104 3 1580 SH DEF 4 1580
APT SATELLITE HOLDINGS LTD ADR ADR 00203R105 79 27,400 SH DEF 2 17,400 10,000
***ASA LTD (SR 0.25 PAR) COM 002050102 466 15,185 SH DEF 12 15,185
AT&T CAPITAL CORP 8.25% PFD 00206J209 49 2,100 SH DEF 12 2,100
AT&T CAP CORP 8.125% PFD 00206J308 407 17,200 SH DEF 12 17,200
AT&T WIRELESS SERVICES, INC. COM 00209A106 330 56,337 SH DEF 2 55,951 386
AT&T WIRELESS COM 00209a106 6,098 1042341 SH DEF 4 1042341
AT&T WIRELESS SERVICES INC COM 00209A106 1,041 178,009 SH DEF 12 178,009
AT&T WIRELESS SERVICES INC. COM 00209A106 1,859 209,234 SH DEF 15 209,234
AT & T WIRELESS SERVICES COM 00209A106 111 20,500 SH DEF 20,500
AT&T WIRELESS SERVICES INC COM 00209A106 123 21,100 SH DEF 3 21,100
ATC HEALTHCARE INC COM 00209C102 27 15,200 SH DEF 12 15,200
ASBC CAPITAL I TR ORIGINATED PFD 00209E207 25 1,000 SH DEF 12 1,000
AVI BIOPHARMA INC COM 002346104 1 200 SH DEF 12 200
AVX CORP NEW COM 002444107 42 2,575 SH DEF 12 2,575
AVX CORP NEW COM COM 002444107 73 4,470 SH DEF 3 4,470
AXS-ONE INC COM 002458107 1 1,000 SH DEF 12 1,000
AZZ INCORPORATED COM 002474104 1,523 82,100 SH DEF 6 79,900 2,200
AARON RENTS INC COM 002535201 1,500 62,620 SH DEF 3 55,220 7,400
ABBOTT LABORATORIES COM 002824100 5,674 150,706 SH DEF 1 31,600 119,106
ABBOTT LABORATORIES COM 002824100 10,095 268,120 SH DEF 2 248,620 19,500
ABBOTT LABORATORIES COM 002824100 6,453 171383 SH DEF 4 171383
ABBOTT LABORATORIES COM COM 002824100 2,105 55,897 SH DEF 5 38,843 17,054
ABBOTT LABORATORIES COM 002824100 316 8,400 SH DEF 7 8,400
ABBOTT LABS COM 002824100 255 6,761 SH DEF 9 6,761
ABBOTT LABS COM 002824100 964 25,606 SH DEF 11 18,206 2,600 4,800
ABBOTT LABORATORIES COM 002824100 17,757 471,639 SH DEF 12 471,639
ABBOTT LABS. COM 002824100 248 4,340 SH DEF 15 4,340
ABBOTT LABS COM 002824100 10,422 219,420 SH DEF 6 219,420
ABBOTT LABS COM COM 002824100 25,206 669,494 SH DEF 3 646,194 23,300
ABERCROMBIE & FITCH CO. COM 002896207 12,846 532,600 SH DEF 8 532,600
ABERCROMBIE & FITCH CO-CL A COM 002896207 274 11,346 SH DEF 12 11,346
ABERCROMBIE & FITCH CO. COM 002896207 48,240 2,000,000 SH DEF 14 2,000,000
ABERCROMBIE & FITCH CO CL A COM 002896207 152 6,300 SH DEF 3 6,300
***ABBEY NATIONAL PLC PFD 002920304 32 1,300 SH DEF 12 1,300
***ABBEY NATIONAL PLC PFD 002920601 110 4,400 SH DEF 12 4,400
ABERDEEN ASIA PACIFIC INCOME UNIT 003009107 458 95,970 SH DEF 12 95,970
ABERDEEN COMMONWEALTH INCOME UNIT 003013109 21 2,000 SH DEF 12 2,000
ABIGAIL ADAMS NATIONAL BANCORP COM 003390101 127 9,056 SH DEF 12 9,056
ABIGAIL ADAMS NAT COM 003390101 50 3,250 SH DEF 6 3,250
ABGENIX INC COM 00339B107 272 27,453 SH DEF 12 27,453
ABINGTON BANCORP INC COM 00350P100 314 15,700 SH DEF 6 15,700
ABIOMED INC COM 003654100 192 22,600 SH DEF 12 22,600
ABLE LABORATORIES INC COM 00371N407 78 12,833 SH DEF 12 12,833
ABN AMRO CAPITAL FDG TRUST PFD 00371Q202 30 1,200 SH DEF 12 1,200
ABN AMRO CAPITAL FUNDING PFD 00371T206 134 5,400 SH DEF 12 5,400
ACACIA RESEARCH CORP COM 003881109 10 1,375 SH DEF 12 1,375
***ABITIBI-CONSOLIDATED INC COM 003924107 18 2,000 SH DEF 12 2,000
ABITIBI-CONSOLIDATED COM 003924107 193 20,545 SH DEF 6 985 20,105
ACADIA REALTY TRUST COM 004239109 57 7,000 SH DEF 2 7,000
ACCESS PHARMACEUTICALS INC COM 00431M209 145 93,333 SH DEF 5 15,000 78,333
ACCESS PHARMACEUTICALS INC COM 00431M209 16 10,000 SH DEF 12 10,000
ACCLAIM ENTERTAINMENT INC NEW COM 004325205 2 639 SH DEF 12 639
ACCREDO HEALTH INC COM 00437V104 2 48 SH DEF 12 48
ACCREDO HEALTH INC COM 00437V104 542 11,750 SH DEF 3 11,750
ACE CAPITAL TRUST I PFD 004402103 38 1,500 SH DEF 12 1,500
ACETO CORP. COM 004446100 27 2,500 SH DEF 2 2,500
ACETO CORP COM 004446100 850 77,235 SH DEF 6 74,735 2,500
ACTION PRODUCTS INTL INC COM 004920104 10 8,000 SH DEF 12 8,000
ACTIVISION INC NEW COM 004930202 4 150 SH DEF 12 150
ACTIVISION INC COM NEW COM 004930202 110 3,800 SH DEF 3 3,800
ACTION PERFORMANCE COS INC COM 004933107 5,591 176,940 SH DEF 3 143,440 33,500
ACTERNA CORPORATION COM 00503U105 2 5,000 SH DEF 2 5,000
ACTRADE FINL TECHNOL COM 00507P102 2,033 114,400 SH DEF 6 111,000 3,400
ACTRADE FINANCIAL TECHNOLOGIES LTCOM 00507P102 357 34,300 SH DEF 3 31,000 3,300
ACTUATE CORPORATION COM 00508B102 106 23,600 SH DEF 12 23,600
ACTUANT CORPORATION CL A 00508X203 1,015 25,440 SH DEF 6 23,460 1,980
ACTUANT CORP CL A COM 00508X203 2,306 55,910 SH DEF 3 49,110 6,800
ACUITY BRANDS INC COM 00508Y102 25 1,400 SH DEF 2 1,400
ACUITY BRANDS INC COM 00508Y102 191 10,500 SH DEF 12 10,500
ACUITY BRANDS COM 00508Y102 9,038 534,800 SH DEF 6 517,900 16,900
ACXIOM CORPORATION COM 005125109 4 225 SH DEF 7 225
ACXIOM CORPORATION COM 005125109 15,914 909,888 SH DEF 8 909,888
ACXIOM CORPORATION COM 005125109 87,450 5,000,000 SH DEF 10 5,000,000
ACXIOM CORP COM 005125109 140 7,995 SH DEF 12 7,995
ACXIOM CORPORATION COM 005125109 55,968 3,200,000 SH DEF 14 3,200,000
ACXIOM CORP COM NASD INDL COM 005125109 1,567 89,600 SH DEF 3 87,300 2,300
ADAMS EXPRESS COMPANY UNIT 006212104 242 19,723 SH DEF 12 19,723
ADAPTEC INC COM 00651F108 34 4,300 SH DEF 12 4,300
ADAPTEC INC COM NASD INDL COM 00651F108 5,085 644,545 SH DEF 3 611,445 33,100
ADECCO SA SPONSORED A COM 006754105 423 29,085 SH DEF 6 1,445 27,725
ADELPHIA COMM COM 006848105 4 31855 SH DEF 4 31855
ADELPHIA COMMUNICATIONS CORP COM 006848105 5 7,550 SH DEF 12 7,550
ADMINISTAFF INC COM 007094105 5 500 SH DEF 12 500
ADOBE SYSTEMS INC. COM 00724F101 145 5,101 SH DEF 2 4,101 1,000
ADOBE SYSTEMS INC COM 00724F101 120 4,200 SH DEF 12 4,200
ADOBE SYSTEMS INC. COM 00724F101 29 666 SH DEF 15 666
ADTRAN INC COM 00738A106 9 500 SH DEF 12 500
ADVANCE FINANCIAL BANCORP COM 007437106 5 300 SH DEF 12 300
ADVANCED AUTO PARTS INC COM 00751Y106 11 200 SH DEF 12 200
ADVANCED AUTO PARTS COM 00751Y106 1,534 26,536 SH DEF 6 26,536
ADVANCE AUTO PARTS COM 00751Y106 164 3,000 SH DEF 3 3,000
ADVANCED DIGITAL INFORMATION COM 007525108 4 500 SH DEF 12 500
ADVANCED ELECTRONIC SUPPORT COM 007534100 1 1,500 SH DEF 12 1,500
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 356 21,520 SH DEF 12 21,520
ADVANCED FIBRE COMM COM 00754A105 3 170 SH DEF 6 170
ADVANCED PHOTONIX INC-CL A COM 00754E107 3 3,450 SH DEF 12 3,450
ADVANCED TISSUE SCIENCES INC COM 00755F103 8 5,500 SH DEF 12 5,500
***ADVANTEX MARKETING COM 00756J104 3 25,000 SH DEF 12 25,000
ADVO INC COM 007585102 29 750 SH DEF 12 750
ADVISORY BOARD CO COM 00762W107 112 3,100 SH DEF 3 3,100
ADVANCED MICRO DEVICES INC. COM 007903107 749 77,100 SH DEF 2 77,100
ADVANCED MICRO DEVICES INC COM 007903107 296 30,500 SH DEF 5 30,500
ADVANCED MICRO DEVICES INC COM 007903107 306 31,495 SH DEF 12 31,495
ADV MICRO DEVICES COM 007903107 2 200 SH DEF 6 200
ADVANCE PCS COM 00790K109 53 2,200 SH DEF 12 2,200
ADVANCEPCS COM 00790K109 249 10,400 SH DEF 3 10,400
AEGON NV - ORD ADR 007924103 132 6,493 SH DEF 2 6,493
***AEGON NV-ORD AMERICAN REGD COM 007924103 1,353 66,492 SH DEF 12 66,492
ADVANTA CORP CL A 007942105 3,276 236,560 SH DEF 6 227,560 9,000
ADVANTA CORP-CL A COM 007942105 14 1,253 SH DEF 12 1,253
ADVANCED ENERGY INDUSTRIES INC COM 007973100 11 500 SH DEF 12 500
ADVENT SOFTWARE COM 007974108 129 5000 SH DEF 4 5000
AES TR III 6.75% PFD 00808N202 713 37,800 SH DEF 12 37,800
AETHER SYSTEMS INC COM 00808V105 59 19,845 SH DEF 12 19,845
AETNA REAL ESTATE ASSOCIATES COM 008171100 33 4,191 SH DEF 12 4,191
AETNA INC-NEW COM 00817Y108 525 10,938 SH DEF 5 5,875 5,063
AETNA INC NEW COM 00817Y108 532 11,080 SH DEF 12 11,080
AETNA INC COM 00817Y108 18 370 SH DEF 6 370
AETNA INC NEW PFD 00817Y207 40 1,575 SH DEF 12 1,575
AFFILIATED COMPUTER SERVICES COM 008190100 38 790 SH DEF 12 790
AFFILIATED COMPUTER SERVICES CL ACOM 008190100 2,782 58,600 SH DEF 3 51,000 7,600
AFFILIATED MANAGERS GROUP COM 008252108 23 375 SH DEF 7 375
AFFILIATED MANAGERS GRP INC COM 008252108 1,519 24,700 SH DEF 3 24,700
AFFYMETRIX INC. COM 00826T108 70 2,900 SH DEF 2 2,900
AFFYMETRIX INC COM 00826T108 142 5,905 SH DEF 12 5,905
AFTERMARKET TECH CORP COM COM 008318107 3,468 180,650 SH DEF 3 133,150 47,500
AGERE SYS INC CL A 00845V100 9,050 2,900,615 SH DEF 6 2,794,915 105,700
AGERE SYSTEMS INC. CLASS A 00845V100 11 5,389 SH DEF 15 5,389
AGERE SYSTEMS INC COM 00845V100 32 22,704 SH DEF 12 22,704
AGERE SYSTEMS INC. CLASS B 00845V209 301 132,282 SH DEF 15 132,282
AGERE SYSTEMS INC. CLASS B COM 00845V209 5 3,531 SH DEF 2 3,094 437
AGERE SYSTEMS INC COM 00845V209 219 146,203 SH DEF 12 146,203
AGILENT TECHNOLOGIES INC COM 00846U101 1,811 76,572 SH DEF 2 75,434 1,138
AGILENT TECHNOLOGIES INC COM 00846U101 393 16,613 SH DEF 5 16,537 76
AGILENT TECHNOLOGIES INC COM 00846U101 4 190 SH DEF 7 190
AGILENT TECHNOLOGIES INC COM 00846U101 3,392 143,414 SH DEF 12 143,414
AGILENT TECHNOLOGIES INC. COM 00846U101 2 57 SH DEF 15 57
AGILENT TECHN INC COM 00846U101 3,087 117,060 SH DEF 6 117,060
AGILE SOFTWARE CORP DEL COM 00846X105 28 3,850 SH DEF 12 3,850
***AGNICO EAGLE MINES LTD COM 008474108 643 44,110 SH DEF 12 44,110
AGNICO EAGLE MINES LTD COM NASD ICOM 008474108 200 13,700 SH DEF 3 13,700
AGREE REALTY CORP COM 008492100 32 1,675 SH DEF 12 1,675
AIM SELECT REAL ESTATE UNIT 00888R107 293 19,500 SH DEF 12 19,500
***AGRO PACIFIC INDUSTRIES LTD COM 008921108 3 10,000 SH DEF 12 10,000
AIR METHODS CORP COM 009128307 1,056 91,800 SH DEF 6 90,000 1,800
AIR PRODUCTS AND CHEMICALS, INC. COM 009158106 167 3,300 SH DEF 2 3,300
AIR PRODUCTS & CHEMICALS COM 009158106 91 1800 SH DEF 4 1800
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,661 32,911 SH DEF 12 32,911
AIR PRODS & CHEMS COM 009158106 1,575 31,350 SH DEF 6 26,350 5,300
AIR T INC COM 009207101 1 200 SH DEF 12 200
AIRBORNE INC COM COM 009269101 19 7,400 SH DEF 9 7,400
AIRBORNE INC COM 009269101 22 1,155 SH DEF 12 1,155
AIRBORNE FGHT CORP COM COM 009269101 8,267 430,560 SH DEF 3 398,160 32,400
AIRGAS INC COM 009363102 42 2,400 SH DEF 12 2,400
AIRGAS INC COM COM 009363102 9,029 521,900 SH DEF 3 451,350 70,550
AIRNET SYS INC COM 009417106 1,511 179,900 SH DEF 6 172,600 7,300
AIRNET COMMUNICATIONS CORP COM 00941P106 1 1,500 SH DEF 12 1,500
AIRTRAN HOLDINGS INC COM 00949P108 71 13,275 SH DEF 12 13,275
AIRTRAN HLDGS INC COM 00949P108 1,823 301,900 SH DEF 6 287,000 14,900
AKAMAI TECHNOLOGIES INC COM 00971T101 7 5,615 SH DEF 12 5,615
AKSYS LTD COM 010196103 2 300 SH DEF 12 300
ELECTROLUX AB ADR ADR 010198208 408 10,175 SH DEF 2 10,175
AKZO NOBEL NV SPONS ADR ADR 010199305 178 4,098 SH DEF 2 4,098
ALABAMA NATIONAL BANCORPORATION COM 010317105 372 8,603 SH DEF 2 8,603
ALABAMA POWER CAPITAL TRUST I PFD 010383206 55 2,200 SH DEF 12 2,200
ALABAMA POWER CAPITAL TRUST II PFD 010388205 72 2,900 SH DEF 12 2,900
ALABAMA POWER CO-4.20% PFD PFD 010392207 2 27 SH DEF 12 27
ALABAMA POWER CO 4.52% PFD PFD 010392306 6 100 SH DEF 12 100
ALABAMA POWER COMPANY PFD 010392587 81 3,100 SH DEF 12 3,100
ALABAMA POWER COMPANY PFD 010392611 11 500 SH DEF 12 500
ALABAMA POWER CO-7% SENIOR PFD 010392629 35 1,400 SH DEF 12 1,400
ALABAMA POWER CO-7% SR QTRLY PFD 010392637 15 600 SH DEF 12 600
ALABAMA POWER CO-7.125% SENIOR PFD 010392645 35 1,400 SH DEF 12 1,400
ALASKA COMMUNICATIONS SYS COM 01167P101 47 10,000 SH DEF 12 10,000
ALBANY INTL CORP CL A 012348108 1,364 52,352 SH DEF 6 52,352
ALBANY INTERNATIONAL CORP NEW COM 012348108 28 1,050 SH DEF 12 1,050
ALBANY INTL CORP CL A COM 012348108 1,612 59,900 SH DEF 3 54,200 5,700
ALBANY MOLECULAR RESEARCH INC COM 012423109 1 50 SH DEF 12 50
ALBERTO CULVER COMPANY COM 013068101 72 1,500 SH DEF 12 1,500
ALBERTO CULVER CO-CL A COM 013068200 338 7,475 SH DEF 12 7,475
ALBERTSON'S, INC. COM 013104104 46 1,525 SH DEF 2 975 550
ALBERTSONS INC COM COM 013104104 369 12,100 SH DEF 5 11,680 420
ALBERTSON'S, INC. COM 013104104 261,992 8,601,177 SH DEF 8 8,601,177
ALBERTSON'S, INC. COM 013104104 558,268 18,327,918 SH DEF 10 18,327,918
ALBERTSONS INC COM 013104104 3,920 128,685 SH DEF 12 128,685
ALBERTSON'S INC. COM 013104104 299 6,800 SH DEF 15 6,800
ALBERTSONS INC COM 013104104 20,332 636,650 SH DEF 6 590,305 47,165
ALCAN INC COM 013716105 74 1,975 SH DEF 12 1,975
ALCAN INC COM 013716105 22,692 595,600 SH DEF 6 595,600
ALCOA INC. COM 013817101 148 4,456 SH DEF 2 3,365 1,091
ALCOA COM 013817101 5 145 SH DEF 4 145
ALCOA INC COM 013817101 2,569 77,499 SH DEF 12 77,499
ALCOA INC. COM 013817101 5,674 112,700 SH DEF 15 112,700
ALCOA INC COM 013817101 8,513 243,354 SH DEF 6 243,354
ALCOA INC COM 013817101 12,444 375,378 SH DEF 3 366,778 8,600
ALCOA INC PFD 013817200 34 500 SH DEF 2 500
ALCOA INC PFD 013817200 13 200 SH DEF 12 200
ALCATEL ALSTHOM SPONSORED ADR ADR 013904305 312 43,916 SH DEF 2 43,846 70
ALEXANDER & BALDWIN INC COM 014482103 24 925 SH DEF 12 925
ALEXANDER & BALDWIN INC COM 014482103 10,233 382,663 SH DEF 6 379,048 640 3,470
ALEXANDRIA REAL ESTATE COM 015271109 44 900 SH DEF 12 900
ALEXION PHARMACEUTICALS INC COM 015351109 15 1,000 SH DEF 2 1,000
ALEXION PHARMACEUTICALS INC COM 015351109 11 700 SH DEF 12 700
ALFACELL CORP COM 015404106 3 7,500 SH DEF 12 7,500
ALKERMES COM 01642t108 14 850 SH DEF 4 850
ALKERMES INC COM 01642T108 2 150 SH DEF 12 150
ALL AMERICAN TERM TRUST INC UNIT 016440109 444 36,900 SH DEF 12 36,900
ALL AMERN SEMICONDUCTOR INC COM 016557407 2 700 SH DEF 12 700
ALL AMERICAN SEMICON COM 016557407 192 56,500 SH DEF 6 54,100 2,400
ALLEGHENY ENERGY, INC. COM 017361106 192 7,475 SH DEF 2 7,475
ALLEGHENY ENERGY INC COM 017361106 1,515 58,849 SH DEF 12 58,849
ALLEGHENY ENERGY INC COM 017361106 17,707 492,820 SH DEF 6 457,220 35,600
ALLEGHENY TECHNOLOGIES INC COM 01741R102 97 6,139 SH DEF 12 6,139
ALLEGIANT BANCORP COM 017476102 2,090 119,400 SH DEF 6 115,400 4,000
ALLEGIANT CAPITAL TR II PFD 01747P209 59 2,300 SH DEF 12 2,300
ALLEGIANCE TELECOM, INC. COM 01747T102 4 2,400 SH DEF 2 2,400
ALLEGIANCE TELECOM INC COM 01747T102 38 20,600 SH DEF 12 20,600
ALLEGIANCE TELECOM INC. COM 01747T102 37 20000 SH DEF 20000
ALLEN TELECOM INC. COM 018091108 4 1,000 SH DEF 2 1,000
ALLEN TELECOM INC COM 018091108 5 1,260 SH DEF 12 1,260
ALLERGAN INC. COM 018490102 214 3,200 SH DEF 2 3,200
ALLERGAN INC. COM 018490102 6,373 95,475 SH DEF 7 95,475
ALLERGAN INC COM 018490102 141 2,107 SH DEF 12 2,107
ALLERGAN INC COM COM 018490102 334 5,000 SH DEF 3 5,000
ALLETE, INC. COM 018522102 22 800 SH DEF 2 800
ALLETE INC COM 018522102 234 8,650 SH DEF 11 550 8,100
ALLETE INC COM 018522102 228 8,412 SH DEF 12 8,412
ALLIANCE BANCORP COM 01852Q109 95 6,820 SH DEF 6 6,820
ALLETE CAPITAL I PFD 01853P209 88 3,497 SH DEF 12 3,497
ALLIANCE CAP MGMT HLDG L P COM 01855A101 1,110 32,399 SH DEF 12 32,399
ALLIANCE GAMING CORP-NEW COM 01859P609 9 700 SH DEF 12 700
ALLIANCE GAMING CORP COM COM 01859P609 11,636 932,370 SH DEF 3 869,970 62,400
ALLIANCE NATL MUN INCOME UNIT 01864U106 152 11,116 SH DEF 12 11,116
ALLIANCE PHARMACEUTICAL CORP COM 018772309 2 1400 SH DEF 1400
ALLIANCE RESOURCE PARTNERS L P COM 01877R108 7 280 SH DEF 12 280
ALLIANCE WORLD DOLLAR UNIT 018796102 150 13,834 SH DEF 12 13,834
ALLIANCE WORLD DOLLAR UNIT 01879R106 172 18,000 SH DEF 12 18,000
ALLIANT ENERGY CORPORATION COM 018802108 11 444 SH DEF 2 444
ALLIANT ENERGY CORP COM 018802108 4,193 163,166 SH DEF 12 163,166
ALLIANT ENERGY CORP COM 018802108 5 170 SH DEF 6 170
ALLIANT TECHSYSTEM COM 018804104 2 33 SH DEF 2 33
ALLIANT TECHSYSTEMS INC COM 018804104 107 1,679 SH DEF 12 1,679
ALLIANT TECHSYSTEMS INC COM COM 018804104 163 2,550 SH DEF 3 2,550
ALLIED CAPITAL CORP NEW COM 01903Q108 206 9,088 SH DEF 11 9,088
ALLIED CAPITAL CORP NEW COM 01903Q108 2,400 105,957 SH DEF 12 105,957
ALLIED CAPITAL CP COM 01903Q108 2,050 90,500 SH DEF 3 90,500
ALLIANCE FINANCIAL CORP NY COM 019205103 14 550 SH DEF 2 550
ALLIED IRISH BANKS PLC ADR 019228402 483 18,315 SH DEF 2 18,270 45
ALLIED IRISH BANKS PLC ADR 019228402 5 200 SH DEF 7 200
ALLIED IRISH BKS PLC COM 019228402 1,076 40,815 SH DEF 6 2,350 39,280
ALLIED RESEARCH CORP COM 019483106 18 700 SH DEF 12 700
ALLIED RESH CORP COM 019483106 1,551 70,700 SH DEF 6 67,800 2,900
ALLIED WASTE INDUSTRIES INC COM 019589308 149 15,512 SH DEF 12 15,512
ALLIED WASTE INDS INC COM PAR$.01COMW 019589308 115 12,000 SH DEF 3 12,000
ALLMERICA FINANCIAL CORP COM 019754100 58 1,265 SH DEF 12 1,265
ALLMERICA FINL CORP COM 019754100 2 50 SH DEF 6 50
ALLOS THERAPEUTICS INC COM 019777101 9 1,000 SH DEF 12 1,000
ALLOU HLTH&BTY CARE CL A 019782101 711 89,600 SH DEF 6 86,200 3,400
ALLOU HEALTH & BEAUTY CARE INC COM 019782101 8 1,000 SH DEF 12 1,000
ALLOY INC COM 019855105 103 7,100 SH DEF 12 7,100
ALLOY INC COM 019855105 158 10,950 SH DEF 3 9,450 1,500
ALLMERICA SECURITIES TRUST UNIT 019921105 57 6,000 SH DEF 12 6,000
THE ALLSTATE CORP. COM 020002101 324 8,750 SH DEF 2 8,250 500
ALLSTATE CORP COM 020002101 5,065 136,975 SH DEF 12 136,975
ALLSTATE CORP COM 020002101 895 23,266 SH DEF 6 23,266
ALLSTATE CORP COM 020002101 5,510 149,000 SH DEF 3 141,900 7,100
ALLSTATE CORP-7.125% SR QTRLY PFD 020002200 8 300 SH DEF 12 300
ALLTEL CORP. COM 020039103 386 8,222 SH DEF 2 7,422 800
ALLTEL COM 020039103 11,064 235399 SH DEF 4 235399
ALLTEL CORP. COM 020039103 8,695 185,000 SH DEF 10 185,000
ALLTEL CORP COM 020039103 2,724 57,956 SH DEF 12 57,956
ALLTEL COM 020039103 219 4,800 SH DEF 4,800
ALLTEL CORP COM COM 020039103 5,746 122,250 SH DEF 3 119,750 2,500
ALMOST FAMILY INC COM 020409108 23 2,000 SH DEF 12 2,000
ALPHANET SOLUTIONS INC COM 020787107 2 1,200 SH DEF 12 1,200
ALPHARMA INC CL A 020813101 1,930 93,480 SH DEF 6 93,480
ALPHARMA INC-CL A COM 020813101 3 200 SH DEF 12 200
ALPHARMA INC CL A COM 020813101 436 25,700 SH DEF 3 1,100 24,600
ALSTOM SA SPONSORED ADR ADR 021244108 1 67 SH DEF 2 67
***ALTAIR INTERNATIONAL INC COM 02136W102 3 5,800 SH DEF 12 5,800
ALTERA CORP COM 021441100 254 18,656 SH DEF 12 18,656
ALTERNATIVE TECHNOLOGY COM 02145H104 1 500 SH DEF 12 500
AMAZON.COM, INC. COM 023135106 13 800 SH DEF 2 800
AMAZON.COM, INC. COM 023135106 286,286 17,617,598 SH DEF 8 17,617,598
AMAZON.COM, INC. COM 023135106 630,514 38,800,852 SH DEF 10 38,800,852
AMAZON.COM INC COM 023135106 9,795 602,782 SH DEF 12 602,782
AMAZON.COM, INC. COM 023135106 100,750 6,200,000 SH DEF 14 6,200,000
AMAZON.COM INC. COM 023135106 52 2,100 SH DEF 15 2,100
AMBAC FINANCIAL GROUP, INC. COM 023139108 40 597 SH DEF 2 597
AMBAC FINANCIAL GROUP, INC. COM 023139108 172 2,557 SH DEF 7 2,557
AMBAC FINANCIAL GROUP INC COM 023139108 844 12,556 SH DEF 12 12,556
AMBAC INC COM 023139108 14,106 209,643 SH DEF 6 200,818 9,198
AMBAC FINANCIAL GROUP INC PFD 023139306 45 1,775 SH DEF 12 1,775
AMBAC FINANCIAL GROUP INC PFD 023139405 60 2,300 SH DEF 12 2,300
AMBASE CORP COM 023164106 3 2,675 SH DEF 12 2,675
AMBASSADORS GROUP COM 023177108 1,504 96,700 SH DEF 6 92,300 4,400
AMBASSADORS INTL COM 023178106 1,165 125,900 SH DEF 6 121,500 4,400
AMCAST INDUSTRIAL CORP COM 023395106 5 1,000 SH DEF 12 1,000
AMCOR LIMITED ADR ADR 02341R302 445 24,200 SH DEF 2 24,200
AMDOCS AUTOMATIC COM EXCHANGE PFD 02342R202 39 5,100 SH DEF 12 5,100
ALLTEL CORP COM 023551104 306 6,500 SH DEF 5 3,400 3,100
AMERADA HESS CORP COM 023551104 19 230 SH DEF 6 230
AMERADA HESS CORP COM COM 023551104 231 2,800 SH DEF 3 2,800
AMERCO COM 023586100 225 14,000 SH DEF 6 14,000
AMERCO-8.50% PFD SER A PFD 023586209 7 300 SH DEF 12 300
AMEREN CORP. COM 023608102 13 300 SH DEF 2 300
AMEREN CORP. COM 023608102 1,226 28,500 SH DEF 9 28,500
AMEREN CORP COM 023608102 946 22,004 SH DEF 12 22,004
AMEREN CORPORATION COM 023608102 16 360 SH DEF 6 360
AMERIANA BANCORP COM 023613102 10 700 SH DEF 12 700
AOL TIME WARNER INC COM 02364J104 92 6,785 SH DEF 6,785
AMERICA ONLINE INC DEL CONV 02364JAC8 91,350 1,800,000 PRN DEF 12 1,800,000
AMERICAN FIRST TAX EXEMPT INVS COM 02364V107 328 42,450 SH DEF 12 42,450
AMERICA MOVIL S. A. DE C. V. ADR 02364W105 78 5,797 SH DEF 2 5,724 73
AMERICA MOBIL SA ADR ADR 02364W105 304 22,672 SH DEF 3 22,672
AMERICA FIRST REAL ESTATE INVT COM 02364Y101 28 3,832 SH DEF 12 3,832
AMERICAN ANNUITY GROUP CAPITAL PFD 023833205 33 1,300 SH DEF 12 1,300
AMCORE FINANCIAL INC COM 023912108 125 5,400 SH DEF 3 5,400
***AMERICA MINERAL FIELDS INC COM 023925100 1 1,800 SH DEF 12 1,800
AMERICA FIRST APARTMENT COM 023929102 231 20,000 SH DEF 12 20,000
AMERICA FIRST MORTGAGE COM 023934102 1,903 193,155 SH DEF 12 193,155
AMERICAN AXLE & MANUFACTURING COM 024061103 43 1,460 SH DEF 12 1,460
AMERICAN AXLE & MFG HLDGS COM 024061103 19,802 665,830 SH DEF 3 603,780 62,050
AMERN BILTRITE INC COM 024591109 182 13,500 SH DEF 6 11,900 1,600
AMERN BUSINESS FINL COM 02476B106 467 36,870 SH DEF 6 36,540 330
AMERICAN CAPITAL STRATEGIES COM 024937104 781 28,414 SH DEF 12 28,414
AMERICAN ELECTRIC POWER CO COM 025537101 602 15,036 SH DEF 2 14,911 125
AMERICAN ELEC POWER COM 025537101 7 180 SH DEF 4 180
AMERICAN ELECTRIC PWR CO INC C COM 025537101 1,139 28,467 SH DEF 5 20,625 7,842
AMERICAN ELECTRIC POWER CO INC COM 025537101 1,900 47,473 SH DEF 12 47,473
AMERICAN ELECTRIC POWER CO INC COM 025537101 13,596 330,000 SH DEF 13 330,000
AMERICAN ELECTRIC POWER COM 025537101 440 11000 SH DEF 11000
AMERICAN ELECTRIC POWER CO COM 025537101 27,320 654,275 SH DEF 6 644,610 10,660
AMERICAN ELECTRIC POWER CO INC PFD 025537200 5 100 SH DEF 12 100
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 25 1,175 SH DEF 12 1,175
AMERICAN EXPRESS CO. COM 025816109 516 14,200 SH DEF 1 6,300 7,900
AMERICAN EXPRESS COMPANY COM 025816109 1,794 49,385 SH DEF 2 46,385 3,000
AMERICAN EXPRESS COM 025816109 3,666 100940 SH DEF 4 100940
AMERICAN EXPRESS COMPANY COM 025816109 36 1,000 SH DEF 7 1,000
AMERICAN EXPRESS CO. COM 025816109 2,016 57,882 SH DEF 9 20,790 37,092
AMERICAN EXPRESS COMPANY COM 025816109 4,722 130,000 SH DEF 10 130,000
AMERICAN EXPRESS CO COM 025816109 367 10,102 SH DEF 11 8,452 1,650
AMERICAN EXPRESS COMPANY COM 025816109 12,240 337,016 SH DEF 12 337,016
AMERICAN EXPRESS CO. COM 025816109 3,023 54,800 SH DEF 15 54,800
AMERICAN EXPRESS CO COM 025816109 15,822 372,200 SH DEF 6 372,200
AMERICAN EXPRESS CO COM COM 025816109 6,222 171,308 SH DEF 3 165,108 6,200
AMERICAN EXPRESS CO CAP TR 1 PFD 02583Y205 56 2,200 SH DEF 12 2,200
AMERICAN FINANCIAL GROUP INC. COM 025932104 30 1,250 SH DEF 2 1,250
AMERICAN FINANCIAL GROUP INC COM 025932104 72 3,003 SH DEF 12 3,003
AMERN FINL GROUP COM 025932104 4 140 SH DEF 6 140
AMERICAN FINANCIAL HOLDINGS COM 026075101 129 4,300 SH DEF 12 4,300
AMERICAN FINANCIAL CAP TR I PFD 026077206 91 3,610 SH DEF 12 3,610
AMERICAN FINANCIAL CORP-OHIO PFD 026087858 7 350 SH DEF 12 350
AMERN GREETINGS CORP CL A 026375105 23,140 1,119,500 SH DEF 6 1,087,600 31,900
AMERICAN GREETINGS CORP. CLASS A COM 026375105 5 300 SH DEF 2 300
AMERICAN GREETINGS CORP-CL A COM 026375105 856 51,395 SH DEF 12 51,395
AMERICAN GREETINGS CORP CL A NACOMINDL 026375105 2,023 121,400 SH DEF 3 121,400
AMERICAN GENERAL CAPITAL I PFD 02638N105 47 1,750 SH DEF 12 1,750
AMERICAN GENERAL CAP TRUST III PFD 02638W204 83 3,000 SH DEF 12 3,000
AMERICAN EXPRESS CO COM COM 026609107 236 6,495 SH DEF 5 4,125 2,370
AMERICAN HOME MTG HLD INC COM 02660M108 24 500 SH DEF 500
AMERN HOME MTG HLDGS COM 02660M108 2,505 163,700 SH DEF 6 159,000 4,700
AMERICAN INTERNATIONAL GROUP COM 026874107 29,631 434,282 SH DEF 1 95,266 339,016
AMERICAN INTERNATIONAL GROUP, INCCOM 026874107 4,519 66,236 SH DEF 2 63,533 2,703
AIG COM 026874107 8,438 123667 SH DEF 4 123667
AMERICAN INTL GROUP INC COM COM 026874107 4,265 62,512 SH DEF 5 57,599 4,913
AMERICAN INTERNATIONAL GROUP, INCCOM 026874107 1,600 23,447 SH DEF 7 23,447
AMERICAN INTERNATIONAL GROUP INC.COM 026874107 3,406 49,914 SH DEF 9 7,799 42,115
AMERICAN INTERNATIONAL GROUP, INCCOM 026874107 5,800 85,000 SH DEF 10 85,000
AMERICAN INTERNATIONAL GROUP INC COM 026874107 1,702 24,938 SH DEF 11 19,570 4,639 729
AMERICAN INTERNATIONAL GROUP COM 026874107 18,017 264,065 SH DEF 12 264,065
AMERICAN INT'L GROUP COM 026874107 3,592 34,662 SH DEF 15 34,662
AMERN INTL GROUP INC COM 026874107 9,677 144,500 SH DEF 6 144,500
AMERICAN INTL GROUP COM 026874107 227 3,400 SH DEF 3,400
AMERICAN INTL GROUP INC COM COM 026874107 22,403 328,348 SH DEF 3 315,228 13,120
AMERICAN ITALIAN PASTA CO-A COM 027070101 7,912 155,163 SH DEF 7 155,163
AMERICAN ITALIAN PASTA CO-CL A COM 027070101 8 150 SH DEF 12 150
AMERICAN MANAGEMENT SYSTEMS COM 027352103 482 25,225 SH DEF 12 25,225
AMERICAN MGMT SYS INC COM NASD COML 027352103 7 350 SH DEF 3 350
*** AMERICAN MEDICAL INTL NV CONV 027433AD3 1,900 20,000 PRN DEF 12 20,000
AMERICAN MEDICAL SECURITY COM 02744P101 2 100 SH DEF 12 100
AMERICAN MEDICAL SECURITY GROUP ICOM 02744P101 3,555 148,440 SH DEF 3 104,940 43,500
AMERICAN MTG ACCEP CO COM 027568104 46 3,400 SH DEF 12 3,400
AMERICAN NATIONAL BANKSHARES COM 027745108 8 282 SH DEF 12 282
AMERICAN NATL INS CO COM 028591105 6 60 SH DEF 6 60
AMERICAN PACIFIC CORP COM 028740108 20 2,075 SH DEF 12 2,075
AMERICAN PAC CORP COM 028740108 426 39,800 SH DEF 6 37,400 2,400
AMERICAN PHARMA PRTNRS INC COM 02886P109 865 70,000 SH DEF 3 70,000
AMERICAN POWER CONVERSION COM 029066107 9 700 SH DEF 2 700
AMERICAN POWER CONVERSION CORP COM 029066107 496 39,291 SH DEF 12 39,291
AMERN PWR CONVERSION COM 029066107 1 100 SH DEF 6 100
AMERICAN REAL ESTATE PARTNERS COM 029169109 24 2,467 SH DEF 12 2,467
AMERN SHARED HOSP SV COM 029595105 35 8,300 SH DEF 6 8,300
AMERICAN STANDARD COMPANIES COM 029712106 252 3,360 SH DEF 12 3,360
AMERICAN STD COS INC COM 029712106 11 150 SH DEF 6 150
AMERICAN STAND COS INC COM COM 029712106 20,735 276,100 SH DEF 3 260,800 15,300
AMERICAN STATES WATER COMPANY COM 029899101 410 15,462 SH DEF 12 15,462
AMERICAN TOWER CORP CL A COM 029912201 46 13,400 SH DEF 5 12,800 600
AMERICAN TOWER CORP COM 029912201 118 34,336 SH DEF 12 34,336
AMERICAN STRATEGIC INCOME UNIT 030098107 49 3,982 SH DEF 12 3,982
AMERICAN STRATEGIC INCOME UNIT 030099105 20 1,441 SH DEF 12 1,441
AMERICAN STRATEGIC INCOME UNIT 03009T101 73 5,860 SH DEF 12 5,860
AMERICAN SUPERCONDUCTOR CORP COM 030111108 79 14,450 SH DEF 12 14,450
AMERN TECH CERAMICS COM 030137103 800 121,200 SH DEF 6 117,900 3,300
AMERICAN VANGUARD CO COM 030371108 580 29,374 SH DEF 6 27,600 1,774
AMERICAN WATER WORKS CO INC COM 030411102 164 3,802 SH DEF 12 3,802
AMERICAN WOODMARK CORP COM NASD ICOM 030506109 10,428 185,790 SH DEF 3 166,190 19,600
AMERICANWEST BANCORP COM 03058P109 891 68,717 SH DEF 6 67,419 1,298
AMERICREDIT CORP. COM 03060R101 13,781 491,317 SH DEF 8 491,317
AMERICREDIT CORP. COM 03060R101 72,930 2,600,000 SH DEF 10 2,600,000
AMERICREDIT CORP COM 03060R101 274 9,771 SH DEF 11 9,771
AMERICREDIT CORP COM 03060R101 1,481 52,808 SH DEF 12 52,808
AMERICREDIT CORP. COM 03060R101 112,200 4,000,000 SH DEF 14 4,000,000
AMERICREDIT CORPORATION COM 03060R101 7,563 268,840 SH DEF 6 257,855 11,500
AMERICREDIT CORP COM COM 03060R101 2,664 94,986 SH DEF 3 91,720 3,266
AMERICAS CAR MART INC COM 03062T105 7 500 SH DEF 12 500
AMERISTAR CASINOS INC COM 03070Q101 3 100 SH DEF 12 100
AMERISTAR CASINOS INC COM 03070Q101 368 12,650 SH DEF 3 12,650
AMERON INTERNATIONAL CORP COM 030710107 56 775 SH DEF 12 775
AMERON INTL CORP COM 030710107 4,244 59,600 SH DEF 6 58,600 1,000
AMERIPATH INC COM 03071D109 5 200 SH DEF 12 200
AMERITRADE HOLDING CORP-CL A COM 03072H109 9 1,900 SH DEF 12 1,900
AMERUS GROUP CO CL A 03072M108 17,177 484,536 SH DEF 6 475,674 8,862
AMERUS GROUP CO COM 03072M108 2 51 SH DEF 12 51
AMERISOURCEBERGEN CORP COM 03073E105 8 100 SH DEF 2 100
AMERISOURCEBERGEN CORP COM 03073E105 56 735 SH DEF 12 735
AMERIGROUP CORP COM 03073T102 11 400 SH DEF 12 400
AMERIGROUP CORPORATION COM 03073T102 2,297 84,200 SH DEF 3 67,150 17,050
AMERISERV FINANCIAL INC COM 03074A102 1,199 261,875 SH DEF 12 261,875
AMERISERV FINL INC COM 03074A102 501 100,200 SH DEF 6 95,300 4,900
AMERISERV FINL CAP TR I PFD 03074B100 506 21,435 SH DEF 12 21,435
AMES DEPARTMENT STORES INC NEW COM 030789507 1 7,080 SH DEF 12 7,080
AMERIGAS PARTNERS LP COM 030975106 181 7,892 SH DEF 12 7,892
AMERIGAS PARTNERS L P UNIT L P 030975106 182 7,938 SH DEF 9 7,938
AMETEK INC NEW COM 031100100 54 1,450 SH DEF 12 1,450
AMETEK INC COM 031100100 272 7,200 SH DEF 6 7,200
AMGEN, INC. COM 031162100 6,170 147,314 SH DEF 1 49,864 97,450
AMGEN INC. COM 031162100 1,087 25,948 SH DEF 2 25,898 50
AMGEN COM 031162100 67 1603 SH DEF 4 1603
AMGEN INC COM 031162100 968 23,104 SH DEF 5 20,604 2,500
AMGEN INC. COM 031162100 38 900 SH DEF 7 900
AMGEN INC. COM 031162100 602 18,498 SH DEF 9 1,915 16,583
AMGEN INC COM 031162100 1,329 31,722 SH DEF 11 24,753 6,373 596
AMGEN INC COM 031162100 16,143 385,448 SH DEF 12 385,448
AMGEN INC. COM 031162100 4,231 66,900 SH DEF 15 66,900
AMGEN INC COM NASD INDL COM 031162100 5,335 127,392 SH DEF 3 122,492 4,900
AMKOR TECHNOLOGY INC COM 031652100 14 2,200 SH DEF 12 2,200
AMNIS SYSTEMS INC COM 03167Y108 1 2,800 SH DEF 12 2,800
AMPAL AMERICAN ISRAEL CORP COM 032015109 4 1,000 SH DEF 12 1,000
AMPAL AMERN ISRAEL CORP. PFD 032015307 26 2,228 SH DEF 2 2,228
AMPAL AMERICAN ISRAEL CORP PFD 032015307 2 204 SH DEF 12 204
AMPCO PITTSBURGH COM 032037103 1,478 123,700 SH DEF 6 119,300 4,400
AMPHENOL CORP NEW-CL A COM 032095101 966 26,830 SH DEF 12 26,830
AMPHENOL CORP NEW CL A COM 032095101 11,182 310,600 SH DEF 3 298,700 11,900
AMRECORP REALTY FUND II COM 032157109 1 6 SH DEF 12 6
AMSOUTH BANCORP COM 032165102 11 505 SH DEF 2 505
AMSOUTH BANCORPORATION COM 032165102 3,306 147,737 SH DEF 12 147,737
AMSOUTH BANCORP COM 032165102 21 942 SH DEF 6 942
AMSOUTH BANCORPORATION COM COM 032165102 3,901 174,300 SH DEF 3 174,300
AMTECH SYSTEMS INC COM 032332504 1 200 SH DEF 12 200
AMTECH SYS INC COM 032332504 128 20,100 SH DEF 6 19,100 1,000
AMYLIN PHARMACEUTICALS INC. COM 032346108 13 1,200 SH DEF 2 1,200
AMYLIN PHARMACEUTICALS INC COM 032346108 1 70 SH DEF 12 70
ANADARKO PETROLEUM COM 032511107 17,401 352,958 SH DEF 1 116,800 236,158
ANADARKO PETE CORP. COM 032511107 1,595 32,349 SH DEF 2 30,749 1,600
ANADARKO PETROLEUM CORP COM COM 032511107 354 7,178 SH DEF 5 7,178
ANADARKO PETE CORP. COM 032511107 2,726 55,300 SH DEF 10 55,300
ANADARKO PETE CORP COM 032511107 1,591 32,277 SH DEF 11 28,727 3,150 400
ANADARKO PETROLEUM CORP COM 032511107 764 15,498 SH DEF 12 15,498
ANADARKO PETE COM 032511107 10,740 211,617 SH DEF 6 186,177 25,440
ANALOG DEVICES, INC. COM 032654105 128 4,300 SH DEF 2 4,300
ANALOG DEVICES INC COM 032654105 733 24,680 SH DEF 12 24,680
ANALOG DEVICES COM 032654105 59 1,300 SH DEF 15 1,300
ANALOG DEVICES INC COM COM 032654105 2,599 87,500 SH DEF 3 82,400 5,100
ANALOGIC CORP NEW COM 032657207 107 2,185 SH DEF 12 2,185
ANCHOR BANCORP WIS COM 032839102 2,242 99,200 SH DEF 6 98,200 1,000
ANDERSONS INC COM 034164103 1,457 115,700 SH DEF 6 113,200 2,500
ANDREA ELECTRONICS CORP COM 034393108 1 1,000 SH DEF 12 1,000
ANDREW CORP COM 034425108 53 3,693 SH DEF 12 3,693
ANDREW CORP COM NASD INDL COM 034425108 256 17,180 SH DEF 3 7,380 9,800
ANDRX GROUP COM 034553107 119 4,415 SH DEF 12 4,415
ANGELES PARTNERS X COM 034644401 1 10 SH DEF 12 10
ANGELES INCOME PROPERTIES LTD COM 03464D203 2 54 SH DEF 12 54
ANGELES INCOME PROPERTIES LTD COM 03464D401 1 8 SH DEF 12 8
ANGELICA CORP. COM 034663104 30 1,750 SH DEF 2 1,750
ANGLOGOLD LTD (NEW) ADR 035128206 16 600 SH DEF 2 600
ANHEUSER-BUSCH COMPANIES INC. COM 035229103 28,207 564,135 SH DEF 2 556,481 7,654
ANHEUSER BUSCH COS INC COM COM 035229103 6,530 130,609 SH DEF 5 107,302 23,307
ANHEUSER BUSCH COMPANIES COM 035229103 1,921 38,424 SH DEF 11 34,525 3,200 699
ANHEUSER BUSCH COMPANIES INC COM 035229103 9,323 186,464 SH DEF 12 186,464
ANHEUSER-BUSCH CO. INC. COM 035229103 68 900 SH DEF 15 900
ANHEUSER BUSCH COM 035229103 319 6,300 SH DEF 6,300
ANHEUSER BUSCH COS INC COM COM 035229103 18,488 369,750 SH DEF 3 355,850 13,900
ANIXTER INTERNATIONAL INC. COM 035290105 33 1,400 SH DEF 2 1,400
ANIXTER INTERNATIONAL INC COM 035290105 3 114 SH DEF 12 114
ANNALY MORTGAGE MANAGEMENT INC COM 035710409 2,014 103,824 SH DEF 12 103,824
ANNALY MORTGAGE MANAGEMENT COM 035710409 7,078 364,870 SH DEF 3 349,470 15,400
ANNTAYLOR STORES CORP COM 036115103 2 60 SH DEF 12 60
ANSOFT CORP COM 036384105 26 4,400 SH DEF 12 4,400
ANSYS INC COM 03662Q105 3 153 SH DEF 12 153
ANTHEM, INC COM 03674B104 77 1,147 SH DEF 2 1,147
ANTHEM, INC COM 03674B104 13,370 198,130 SH DEF 8 198,130
ANTHEM, INC COM 03674B104 62,055 919,600 SH DEF 10 919,600
ANTHEM INC COM 03674B104 128 1,899 SH DEF 12 1,899
ANTHEM INC COM 03674B104 10,503 155,650 SH DEF 3 155,350 300
ANTEON INTL CORP COM 03674E108 112 4,425 SH DEF 12 4,425
ANSWERTHINK INC COM 036916104 2 500 SH DEF 12 500
ANTHRACITE CAPITAL INC COM 037023108 113 8,500 SH DEF 12 8,500
ANTHRACITE CAPITAL INC COM 037023108 1,362 102,800 SH DEF 3 102,800
ANTIGENICS INC DEL COM 037032109 11 1,138 SH DEF 12 1,138
ANWORTH MORTGAGE ASSET CORP COM 037347101 109 7,790 SH DEF 12 7,790
ANWORTH MTG ASSET CORP COM 037347101 5,710 408,140 SH DEF 3 397,890 10,250
AO MOSENERGO ADR RUSSIA ADR 037376308 2,407 764,100 SH DEF 3 764,100
AON CORPORATION COM 037389103 4 150 SH DEF 2 150
AON CORP COM 037389103 2,064 69,998 SH DEF 11 69,998
AON CORP COM 037389103 323 10,946 SH DEF 12 10,946
APACHE CORP. COM 037411105 436 7,580 SH DEF 2 7,580
APACHE CORP COM 037411105 4,621 80,392 SH DEF 12 80,392
APACHE CORP COM 037411105 1,031 18,405 SH DEF 6 14,405 4,235
APACHE CORP COM COM 037411105 1,075 18,700 SH DEF 3 16,400 2,300
APASCO S A DE C V ADR COM 037488103 281 9,520 SH DEF 6 520 9,520
APARTMENT INVESTMENT & MGT CO CLACOMA 03748R101 62 1,250 SH DEF 2 1,250
APARTMENT INVESTMENT & COM 03748R101 139 2,819 SH DEF 12 2,819
APARTMENT INVESTMENT & MGMT CO PFD 03748R200 226 9,000 SH DEF 12 9,000
APARTMENT INVESTMENT & MGMT CO PFD 03748R309 188 7,600 SH DEF 12 7,600
APARTMENT INVESTMENT & MGMT CO PFD 03748R408 73 2,845 SH DEF 12 2,845
APARTMENT INVT & MGMT CO PFD 03748R861 40 1,573 SH DEF 12 1,573
APEX MORTGAGE CAPITAL INC COM 037564101 354 23,637 SH DEF 12 23,637
APEX MORTGAGE CAPITAL INC COM 037564101 2,986 199,200 SH DEF 3 199,200
APEX MUNICIPAL FUND INC UNIT 037580107 28 3,300 SH DEF 12 3,300
APOGEE ENTERPRISES INC COM NASDCOMDL 037598109 6,057 421,800 SH DEF 3 368,100 53,700
APOLLO GROUP INC-CL A COM 037604105 622 15,783 SH DEF 12 15,783
APOLLO GROUP INC COM 037604204 305 10,300 SH DEF 12 10,300
APOLLO GROUP INC.-UNIVERSITY OF PCOMNIX 037604204 485 16,390 SH DEF 3 15,190 1,200
APOGENT TECHNOLOGIES INC. COM 03760A101 82 4,000 SH DEF 7 4,000
APOGENT TECHNOLOGIES INC COM 03760A101 1,439 69,940 SH DEF 12 69,940
APOGENT TECH INC COM 03760A101 18 875 SH DEF 6 875
APPALACHIAN POWER CO-7.30% PFD 037735784 27 1,100 SH DEF 12 1,100
APPALACHIAN POWER CO-7.20% PFD 037735792 24 1,000 SH DEF 12 1,000
APPALACHIAN POWER CO-8% JR SUB PFD 037735818 10 400 SH DEF 12 400
APPALACHIAN POWER CO-8.25% JR PFD 037735826 70 2,800 SH DEF 12 2,800
APPLE COMPUTER COM 037833100 269 15,200 SH DEF 2 15,200
APPLE COMPUTER INC COM COM 037833100 555 31,300 SH DEF 5 24,600 6,700
APPLE COMPUTER INC COM 037833100 885 49,920 SH DEF 12 49,920
APPLE COMPUTER INC. COM 037833100 43 1,600 SH DEF 15 1,600
APPLE COMPUTER INC COM 037833100 2 100 SH DEF 6 100
APPLEBEES INTERNATIONAL INC COM 037899101 62 2,700 SH DEF 12 2,700
APPLEBEES INTL INC COM 037899101 12,408 540,645 SH DEF 3 460,020 80,625
APPLIED INNOVATION INC. COM 037916103 2 400 SH DEF 2 400
APRIA HEALTHCARE GROUP INC COM 037933108 299 13,350 SH DEF 12 13,350
APRIA HEALTHCARE GROUP COM 037933108 2,966 132,420 SH DEF 3 126,020 6,400
APPLERA CORPORATION-APPLIED BIOSYCOMMS 038020103 16 800 SH DEF 2 800
APPLERA CORP COM 038020103 193 9,892 SH DEF 12 9,892
APPLERA CORPORATION COM 038020103 2 100 SH DEF 6 100
APPLERA CORP-CELERA GENOMICS COM 038020202 2 200 SH DEF 2 200
APPLERA CORP COM 038020202 143 11,948 SH DEF 12 11,948
APPLERA CP-CELERA GENOMICS GP COM 038020202 13,241 1,059,340 SH DEF 6 979,785 79,620
APPLICA INC COM 03815A106 2 200 SH DEF 12 200
APPLIED DIGITAL SOLUTIONS INC COM 038188108 2 2,400 SH DEF 12 2,400
APPLIED INDUSTRIAL COM 03820C105 18 900 SH DEF 12 900
APPLIED MATERIALS INC. COM 038222105 5,993 315,065 SH DEF 2 304,965 10,100
APPLIED MATERIALS INC COM 038222105 1,056 55,545 SH DEF 5 45,220 10,325
APPLIED MATERIALS INC. COM 038222105 15 800 SH DEF 7 800
APPLIED MATERIALS INC COM 038222105 196 10,300 SH DEF 9 1,200 9,100
APPLIED MATERIALS INC COM 038222105 554 29,119 SH DEF 11 23,140 5,979
APPLIED MATERIALS INC COM 038222105 5,794 304,645 SH DEF 12 304,645
APPLIED MATERIALS COM 038222105 3,699 194,500 SH DEF 3 186,700 7,800
APPLIED MICRO CIRCUITS CORP COM 03822W109 46 9,714 SH DEF 12 9,714
APPLIED MOLECULAR EVOLUTION INC COM 03823E108 13 2,200 SH DEF 2 2,200
APTARGROUP INC COM 038336103 237 7,700 SH DEF 12 7,700
AQUACELL TECHNOLOGIES INC COM 03840N107 58 70,000 SH DEF 12 70,000
AQUILA INC COM 03840P102 139 17,435 SH DEF 12 17,435
AQUILA INC COM 03840P102 2,786 215,100 SH DEF 6 215,100
AQUILA INC PFD 03840P300 38 2,000 SH DEF 12 2,000
ARADIGM CORP COM 038505103 24 5,445 SH DEF 12 5,445
ARAMARK CORP COM 038521100 10 400 SH DEF 12 400
ARAMARK CORP - CL B COM 038521100 1,974 78,950 SH DEF 3 72,100 6,850
ARBITRON INC COM 03875Q108 253 8,118 SH DEF 12 8,118
ARBITRON INC COM 03875Q108 47 1,282 SH DEF 6 1,282
ARC WIRELESS SOLUTIONS INC COM 03878K108 5 32,000 SH DEF 12 32,000
ARCADIS N V N Y REGIS COM 03923E107 252 25,359 SH DEF 6 359 25,359
ARCH CHEMICALS INC COM 03937R102 10 393 SH DEF 12 393
ARCH CHEMICALS INC COM 03937R102 4,831 207,795 SH DEF 6 207,795
ARCH CHEMICALS INC COM 03937R102 1,365 55,250 SH DEF 3 53,350 1,900
ARCH COAL COMPANY COM 039380100 6 246 SH DEF 4 246
ARCH COAL INC COM 039380100 25,723 1,120,043 SH DEF 6 1,039,968 820 80,045
ARCHER-DANIELS-MIDLAND CO. COM 039483102 31 2,440 SH DEF 2 2,440
ARCHER-DANIELS COM 039483102 15 1159 SH DEF 4 1159
ARCHER-DANIELS-MIDLAND CO COM 039483102 512 39,997 SH DEF 12 39,997
ARCHER-DANIEL MIDLND COM 039483102 24 1,679 SH DEF 6 1,679
ARCHER DANIELS MIDLAND CO COM COM 039483102 2,095 163,800 SH DEF 3 163,800
ARCHSTONE - SMITH TRUST COM 039583109 9 334 SH DEF 7 334
ARCHSTONE-SMITH TR COM 039583109 2,932 109,821 SH DEF 12 109,821
ARCHSTONE-SMITH TRUST PFD 039583307 61 2,400 SH DEF 12 2,400
ARCTIC CAT INC COM 039670104 585 29,300 SH DEF 6 29,300
ARDEN REALTY INC COM 039793104 54 1,900 SH DEF 12 1,900
ARGONAUT GROUP INC COM 040157109 20 921 SH DEF 12 921
ARGOSY GAMING CORP COM 040228108 7 250 SH DEF 12 250
ARGOSY GAMING CORP COM 040228108 190 6,700 SH DEF 3 6,700
ARIAD PHARMACEUTICALS INC-DEL COM 04033A100 6 1,500 SH DEF 12 1,500
ARIBA INC COM 04033V104 1 400 SH DEF 2 400
ARIBA COM 04033v104 1 200 SH DEF 4 200
ARIBA INC COM 04033V104 35 11,075 SH DEF 12 11,075
ARISTOTLE CORP NEW COM 040448201 4 1,130 SH DEF 12 1,130
ARISTOTLE CORPORATION PFD 040448300 7 1,130 SH DEF 12 1,130
ARKANSAS BEST CORP COM 040790107 7,006 284,200 SH DEF 6 279,400 4,800
ARMSTRONG HOLDINGS INC COM 042384107 29 16,400 SH DEF 12 16,400
ARMSTRONG WORLD INDUSTRIES, IN COM 042476101 27 15,173 SH DEF 1 15,173
ARMSTRONG WORLD INDUSTRIES PFD 042476606 5 400 SH DEF 12 400
ARQULE INC COM 04269E107 45 6,600 SH DEF 12 6,600
ARRIS GROUP INC COM 04269Q100 2 350 SH DEF 12 350
ARRAY BIOPHARMA INC COM 04269X105 113 11,700 SH DEF 12 11,700
ARROW ELECTRONICS INC COM 042735100 338 16,275 SH DEF 5 12,675 3,600
ARMOR HOLDINGS INC COM 042735100 504 19,750 SH DEF 5 19,750
ARROW ELECTRONICS INC COM 042735100 388 18,680 SH DEF 12 18,680
ARROW ELECTRS INC COM 042735100 5 210 SH DEF 6 210
ARROW FINL CORP COM 042744102 362 12,230 SH DEF 6 12,230
ARROW INTERNATIONAL INC COM 042764100 433 11,080 SH DEF 12 11,080
ARTESYN TECHNOLOGIES INC COM 043127109 509 78,000 SH DEF 3 8,500 69,500
ARTISOFT INC COM 04314L106 6 3,875 SH DEF 12 3,875
ARVINMERITOR INC COM 043353101 40 1,669 SH DEF 12 1,669
ARVINMERITOR INC COM 043353101 19,811 749,775 SH DEF 6 726,474 500 23,325
ARVINMERITOR INC COM 043353101 2,179 90,780 SH DEF 3 76,780 14,000
ASBURY AUTOMOTIVE GROUP INC COM 043436104 41 3,000 SH DEF 12 3,000
ASBURY AUTOMOTIVE GROUP COM 043436104 972 71,500 SH DEF 3 62,400 9,100
ASCENTIAL SOFTWARE CORP COM 04362P108 9 3,173 SH DEF 12 3,173
***ASHANTI GOLDFIELDS CO LTD COM 043743202 6 1,180 SH DEF 12 1,180
ASHLAND INC COM 044204105 41 1000 SH DEF 4 1000
ASHLAND INC COM 044204105 143 3,526 SH DEF 12 3,526
ASHLAND INC COM 044204105 6 150 SH DEF 6 150
ASHLAND INC COM COM 044204105 134 3,300 SH DEF 3 3,300
ASIA PACIFIC FUND INC COM 044901106 43 4,085 SH DEF 12 4,085
ASHWORTH, INC. COM 04516H101 23 2,500 SH DEF 2 2,500
ASIA TIGERS FUND INC UNIT 04516T105 23 3,000 SH DEF 12 3,000
ASIAINFO HOLDINGS INC COM 04518A104 1 100 SH DEF 12 100
ASIAINFO HOLDINGS INC COM 04518A104 38,219 2,884,430 SH DEF 3 2,776,580 107,850
ASPECT COMMUNICATIONS CORP COM 04523Q102 10 3,102 SH DEF 12 3,102
ASPEN GROUP RESOURCES COM 045297207 2 11,000 SH DEF 12 11,000
ASPEN TECHNOLOGY INC COM 045327103 8 1,000 SH DEF 12 1,000
ASPEN TECHNOLOGY INC COM COM 045327103 47 5,680 SH DEF 3 5,680
ASSOCIATED BANC CORP COM 045487105 445 11,795 SH DEF 12 11,795
ASSOCIATED BANC CORP COM 045487105 6 154 SH DEF 6 154
ASSOCIATED ESTATES REALTY CORP COM 045604105 66 6,235 SH DEF 12 6,235
AT HOME CORP-SER A COM 045919107 1 286,210 SH DEF 12 286,210
ASTORIA FINANCIAL CORPORATION COM 046265104 32 1,000 SH DEF 2 1,000
ASTORIA FINANCIAL CORP COM 046265104 164 5,120 SH DEF 12 5,120
ASTORIA FINANCIAL CORP. COM 046265104 243 5,000 SH DEF 15 5,000
ASTORIA FINL CORP COM 046265104 7 190 SH DEF 6 190
ASTORIA FINL CORP COM 046265104 35,354 1,103,090 SH DEF 3 1,081,690 21,400
ASTRAZENECA PLC SPON ADR COM 046353108 205 5000 SH DEF 5000
ASTRONICS CORP COM 046433108 565 61,800 SH DEF 6 60,400 1,400
ASTROPOWER INC COM 04644A101 141 7,185 SH DEF 12 7,185
ASYST TECH CORP COM 04648X107 433 25,455 SH DEF 6 25,455
ATHEROGENICS INC COM 047439104 143 20000 SH DEF 20000
ATLANTIC CAPITAL I-8.25% PFD 048272207 308 12,315 SH DEF 12 12,315
ATLANTIC CAPITAL TRUST II PFD 04827P206 132 5,300 SH DEF 12 5,300
ATLANTIC COAST AIRLINES HLDGS COM 048396105 5 210 SH DEF 12 210
ATLANTIC COAST AIRLINES HLDG COM 048396105 319 14,700 SH DEF 3 14,700
ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 3 750 SH DEF 12 750
ATLAS AIR WRLDWD HLG COM 049164106 1,617 188,500 SH DEF 6 188,500
ATMEL CORP COM 049513104 358 57,123 SH DEF 12 57,123
ATMOS ENERGY CORPORATION COM 049560105 72 3,064 SH DEF 2 3,064
ATMOS ENERGY CORP COM 049560105 464 19,798 SH DEF 12 19,798
ATRION CORP COM 049904105 26 920 SH DEF 12 920
AUDIOVOX CORP CL A 050757103 1,563 202,500 SH DEF 6 194,100 8,400
AUDIOVOX CORP CL A COM 050757103 54 6,750 SH DEF 12 6,750
***AUSTRALIA & N Z BKG GROUP PFD 052528403 1,008 38,783 SH DEF 12 38,783
AUTHENTIDATE HOLDING CORP COM 052666104 3 1,000 SH DEF 12 1,000
AUTODESK INC COM 052769106 215 16,258 SH DEF 12 16,258
AUTODESK INC COM 052769106 4,277 317,950 SH DEF 6 306,950 11,800
AUTOLLIV, INC. COM 052800109 15 613 SH DEF 2 613
AUTOLIV INC COM 052800109 11 436 SH DEF 12 436
AUTOLIV INC COM 052800109 154 6,100 SH DEF 3 2,200 3,900
AUTOMATIC DATA PROCESSING COM 053015103 23,016 528,503 SH DEF 1 106,011 422,492
AUTOMATIC DATA PROCESSING COM 053015103 9,420 216,308 SH DEF 2 212,708 3,600
AUTOMATIC DATA PROCESSING COM 053015103 46 1063 SH DEF 4 1063
AUTOMATIC DATA PROCESSING INC COM 053015103 441 10,122 SH DEF 5 8,972 1,150
AUTOMATICE DATA PROCESSING INC. COM 053015103 256 5,876 SH DEF 9 5,876
AUTOMATIC DATA PROCESSING COM 053015103 988 22,677 SH DEF 11 19,709 2,675 293
AUTOMATIC DATA PROCESSING INC COM 053015103 8,754 201,007 SH DEF 12 201,007
AUTOMATIC DATA PROCESSING COM 053015103 99 1,500 SH DEF 15 1,500
AUTOMATIC DATA PROCESSING INC COCOM 053015103 12,260 281,506 SH DEF 3 271,806 9,700
AUTONATION INC DEL COM 05329W102 1,037 71,548 SH DEF 12 71,548
AUTONATION INC COM 05329W102 5,181 300,700 SH DEF 6 300,700
AUTONATION INC COM 05329W102 2,652 182,880 SH DEF 3 182,880
AUTOZONE INC COM 053332102 7,534 97,460 SH DEF 12 97,460
AUTOZONE INC COM 053332102 37,021 478,930 SH DEF 3 464,030 14,900
AVALONBAY COMMUNITIES INC COM 053484101 1,013 21,690 SH DEF 5 21,690
AVALONBAY COMMUNITIES INC COM 053484101 268 5,747 SH DEF 12 5,747
AVALONBAY COMMUNITIES INC PFD 053484309 3 100 SH DEF 12 100
AVALONBAY COMMUNITIES INC PFD 053484705 33 1,225 SH DEF 12 1,225
AVANT CORP COM 053487104 11,670 625,050 SH DEF 6 625,050
AVANIR PHARMACEUTICALS-CL A COM 05348P104 1 1,000 SH DEF 12 1,000
AVANEX CORP COM 05348W109 51 26,375 SH DEF 12 26,375
AVANT IMMUNOTHERAPEUTICS INC COM 053491106 3 2,900 SH DEF 12 2,900
AVATAR HOLDINGS INC COM 053494100 53 1,900 SH DEF 12 1,900
AVAYA INC COM 053499109 10 1,935 SH DEF 2 1,925 10
AVAYA INC. COM 053499109 1 179 SH DEF 4 179
AVAYA INC COM 053499109 85 17,158 SH DEF 12 17,158
AVAYA INC COM 053499109 4 590 SH DEF 6 590
AVANTGO INC COM 05349M100 1 1,000 SH DEF 12 1,000
AVENTIS ADR 053561106 363 5,150 SH DEF 2 5,150
AVENUE A INC COM 053566105 7 2,000 SH DEF 12 2,000
AVERY DENNISON CORP. COM 053611109 50 800 SH DEF 2 800
AVERY DENNISON CORP COM 053611109 720 11,474 SH DEF 12 11,474
AVERY DENNISON CORPORATION COM 053611109 16 250 SH DEF 6 250
AVIALL INC NEW COM 05366B102 15 1,100 SH DEF 12 1,100
AVIALL INC COM 05366B102 2,242 234,300 SH DEF 6 227,100 7,200
AVICI SYSTEMS INC COM 05367L109 1 1,240 SH DEF 12 1,240
AVID TECHNOLOGY INC COM 05367P100 99 10,690 SH DEF 11 10,690
AVID TECHNOLOGY INC COM 05367P100 105 11,320 SH DEF 12 11,320
AVIGEN INC. COM 053690103 24 2500 SH DEF 2500
AVISTA CORP COM 05379B107 46 3,299 SH DEF 12 3,299
AVISTA CORPORATION COM 05379B107 13,845 992,450 SH DEF 6 967,950 24,500
AVISTA CAP I 7.875% TRUST ORIG PFD 05379G205 97 4,600 SH DEF 12 4,600
AVITAR INC COM 053801106 10 20,000 SH DEF 5 20,000
AVITAR INC NEW COM 053801106 11 21,500 SH DEF 12 21,500
AVNET INC COM COM 053807103 255 11,575 SH DEF 5 7,925 3,650
AVNET INC COM 053807103 288 13,099 SH DEF 12 13,099
AVNET INC COM 053807103 6 240 SH DEF 6 240
AVOCA INC COM 053843108 10 500 SH DEF 12 500
AVOCENT CORP COM 053893103 231 14,531 SH DEF 12 14,531
AVOCENT CORPORATION COM 053893103 3,566 223,995 SH DEF 3 202,845 21,150
***AVINO SILVER & GOLD MINES COM 053906103 1 2,000 SH DEF 12 2,000
AVON PRODUCTS, INC. COM 054303102 68 1,293 SH DEF 2 1,293
AVON PRODUCTS, INC. COM 054303102 2,434 46,600 SH DEF 10 46,600
AVON PRODUCTS INC COM 054303102 299 5,717 SH DEF 11 5,717
AVON PRODUCTS INC COM 054303102 2,097 40,133 SH DEF 12 40,133
AXA-UAP - SPONSORED ADR ADR 054536107 505 27,800 SH DEF 2 27,800
AWARE INC-MASS COM 05453N100 1 200 SH DEF 12 200
AXCELIS TECHNOLOGIES INC COM 054540109 37 3,239 SH DEF 2 3,239
AXCELIS TECHNOLOGIES INC COM 054540109 23 1,965 SH DEF 12 1,965
AXCELIS TECHNOLOGIES INC COM 054540109 78 6,900 SH DEF 3 6,900
AZTAR CP COM 054802103 11,513 559,277 SH DEF 6 550,642 1,490 8,645
AZTAR CORP COM COM 054802103 15,343 737,660 SH DEF 3 699,360 38,300
***AXCAN PHARMA INC COM 054923107 12 775 SH DEF 12 775
BB&T CORP. COM 054937107 2,401 62,205 SH DEF 2 62,205
BB&T CORP. COM 054937107 228 5,900 SH DEF 7 5,900
BB&T CORP COM 054937107 259 6,700 SH DEF 11 3,700 3,000
BB&T CORP COM 054937107 12,599 326,400 SH DEF 12 326,400
BB&T CORP COM COM 054937107 5,223 135,300 SH DEF 3 135,300
BCSB BANKCORP INC COM 054948104 7 500 SH DEF 12 500
BAC CAPITAL TRUST I PFD 055187207 571 22,775 SH DEF 12 22,775
BAC CAPITAL TRUST II PFD 055188205 158 6,300 SH DEF 12 6,300
BAA PLC SPONSORED ADR COM 05518L206 401 43,787 SH DEF 6 1,237 43,337
BAE SYSTEMS PLC ADR 05523R107 9 426 SH DEF 2 316 110
BASF AG SPONSORED ADR ADR 055262505 21 462 SH DEF 2 425 37
BBC CAPITAL TRUST I PFD 05527J200 465 18,730 SH DEF 12 18,730
BBC CAP TR II PFD 05527K207 523 20,850 SH DEF 12 20,850
***BANCO BILBAO VIZCAYA PFD 05529T206 10 400 SH DEF 12 400
BCE INC. COM 05534B109 385 22,125 SH DEF 2 22,125
***BCE INC COM 05534B109 55 3,141 SH DEF 12 3,141
BCE INC COM 05534B109 441 23,800 SH DEF 6 23,800
BCE INC COM COM 05534B109 3,404 195,400 SH DEF 3 162,500 32,900
BF GOODRICH CAPITAL-8.30% CUM PFD 05538W208 84 3,300 SH DEF 12 3,300
BGE CAPITAL TRUST 1 PFD 055415202 1,096 44,605 SH DEF 12 44,605
BGI INC COM 055431100 6 25,000 SH DEF 12 25,000
BG PLC ADR FNL INSTLL COM 055434203 353 15,567 SH DEF 6 1,447 14,687
THE BISYS GROUP, INC. COM 055472104 8,096 243,136 SH DEF 7 243,136
BISYS GROUP INC COM 055472104 73 2,200 SH DEF 12 2,200
BJ SERVICES CO COM 055482103 210 6,189 SH DEF 12 6,189
BJ'S WHOLESALE CLUB INC. COM 05548J106 4 112 SH DEF 2 112
BJS WHOLESALE CLUB INC COM COM 05548J106 4,613 119,812 SH DEF 5 98,832 20,980
BJ'S WHOLESALE CLUB INC. COM 05548J106 4,184 108,675 SH DEF 7 108,675
BJS WHOLESALE CLUB INC COM 05548J106 2,904 75,419 SH DEF 12 75,419
BJS WHOLESALE CLUB COM 05548J106 4,914 113,630 SH DEF 6 113,630
BMC INDS INC MINN COM 055607105 322 257,200 SH DEF 6 243,100 14,100
BP P.L.C SPONSORED ADR ADR 055622104 18,657 369,524 SH DEF 2 363,987 5,537
BP P.L.C SPONSORED ADR ADR 055622104 1,639 32,452 SH DEF 7 32,452
BP PLC COM 055622104 18,241 361,271 SH DEF 1 86,168 275,103
BP AMOCO PLC COM 055622104 21,905 433,850 SH DEF 5 407,409 26,441
BP PLC ADR COM 055622104 1,045 20,699 SH DEF 11 16,349 4,350
BP P L C SPONSORED ADR COM 055622104 7,972 156,751 SH DEF 6 132,269 24,781
BP PLC SPONSORED055622104 176 2,640 SH DEF 15 2,640
BP PRUDHOE BAY ROYALTY TRUST COM 055630107 49 4,325 SH DEF 12 4,325
BNY CAPITAL III-7.05% TRUST PFD 05563W206 136 5,400 SH DEF 12 5,400
BRE PROPERTIES INC. CL A COM 05564E106 25 800 SH DEF 7 800
BRE PROPERTIES INC. CL A COM 05564E106 1,758 56,500 SH DEF 9 56,500
BRE PROPERTIES INC COM 05564E106 438 14,075 SH DEF 12 14,075
BRE PROPERTIES PERP PFD PFD 05564E205 15 600 SH DEF 12 600
BRE PROPERTIES INC PFD 05564E403 10 400 SH DEF 12 400
BNP RESIDENTIAL PPTYS INC COM 05564T103 28 2,245 SH DEF 12 2,245
BSB BANCORP COM 055652101 40 1500 SH DEF 4 1500
BSB BANCORP INC COM 055652101 13 505 SH DEF 12 505
BSB BANCORP COM NASD BK INS COM 055652101 5 170 SH DEF 3 170
BT GROUP PLC ADR 05577E101 241 6,315 SH DEF 2 6,300 15
BMC SOFTWARE, INC. COM 055921100 5 300 SH DEF 2 300
BMC SOFTWARE, INC. COM 055921100 5 300 SH DEF 4 300
BMC SOFTWARE, INC. COM 055921100 4 226 SH DEF 7 226
BMC SOFTWARE INC COM 055921100 223 13,439 SH DEF 12 13,439
BMC SOFTWARE INC COM 055921100 1,833 108,400 SH DEF 6 108,400
B2B INTERNET HOLDERS TRUST COM 056033103 3 1,100 SH DEF 12 1,100
BACK YARD BURGERS INC COM 05635W101 11 1,000 SH DEF 2 1,000
BACK YARD BURGERS INC COM 05635W101 47 4,200 SH DEF 12 4,200
BAIRNCO CORP COM 057097107 680 127,100 SH DEF 6 122,300 4,800
***BAKBONE SOFTWARE INC COM 057101107 2 1,000 SH DEF 12 1,000
BAKER MICHAEL CORP COM 057149106 15 1,000 SH DEF 12 1,000
BAKER HUGHES INC COM 057224107 420 12,608 SH DEF 12 12,608
BALDOR ELECTRIC CO COM 057741100 95 3,750 SH DEF 12 3,750
BALL CORP COM 058498106 134 3,228 SH DEF 12 3,228
BALL CORPORATION COM 058498106 30,283 725,668 SH DEF 6 714,674 1,940 10,707
BALL CORP COM COM 058498106 29 700 SH DEF 3 700
***BALLARD POWER SYSTEMS INC COM 05858H104 164 9,976 SH DEF 12 9,976
BALLYS TOTAL FITNESS HOLDING COM 05873K108 3 175 SH DEF 12 175
BALLY TOTAL FITNES COM 05873K108 11,969 579,600 SH DEF 6 565,500 14,100
BALTEK CORP COM 058822107 123 13,400 SH DEF 6 13,200 200
BANC INSURANCE CORP COM 05945K102 47 8,830 SH DEF 6 8,830
BANCO BILBAO VIZCAYA ARGENTINA SAADRDR 05946K101 2 147 SH DEF 2 147
BANCO BILBAO VIZCAYA COM 05946K101 501 45,795 SH DEF 6 795 45,795
BANCO COMERCIAL PORTUGUES SA ADS ADR 059479303 9 500 SH DEF 2 500
BANCORP CONN INC COM 059684100 134 4,800 SH DEF 6 4,800
BANCORPSOUTH INC COM 059692103 242 12,000 SH DEF 12 12,000
BANCORPSOUTH IND COM NASD BK INS COM 059692103 8,371 414,400 SH DEF 3 399,300 15,100
BANCTRUST FINANCIAL GROUP INC COM 05978R107 15 1,200 SH DEF 12 1,200
BANDAG INC COM 059815100 8 275 SH DEF 12 275
BANDAG INC COM 059815100 1,510 47,200 SH DEF 6 47,200
BANDAG INC COM COM 059815100 122 4,300 SH DEF 3 4,300
BANDAG INC CL A 059815308 1,610 57,300 SH DEF 6 57,300
BANKAMERICA CORP. COM 060505104 437 6,204 SH DEF 1 478 5,726
BANK OF AMERICA CORPORATION COM 060505104 949 13,481 SH DEF 2 13,125 356
BANK OF AMERICA COM 060505104 8 120 SH DEF 4 120
BANK OF AMERICA CORPORATION COM 060505104 3,017 42,884 SH DEF 5 27,898 14,986
BANK OF AMERICA CORPORATION COM 060505104 209 2,975 SH DEF 7 2,975
BANK OF AMERICA CORP. COM 060505104 259 3,678 SH DEF 9 300 3,378
BANK OF AMERICA CORPORATION COM 060505104 13,938 198,100 SH DEF 10 198,100
BANK OF AMERICA CORP COM 060505104 414 5,880 SH DEF 11 3,244 2,391 245
BANK OF AMER CORP COM 060505104 20,111 285,836 SH DEF 12 285,836
BANK OF AMERICA CORP. COM 060505104 590 5,525 SH DEF 15 5,525
BANK OF AMERICA CORP COM 060505104 63,134 832,790 SH DEF 6 813,890 18,900
BANK OF AMERICA CORP COM 060505104 49,870 708,784 SH DEF 3 683,732 25,052
BANK OF GRANITE CORP COM 062401104 51 2,570 SH DEF 12 2,570
BANK OF HAWAII CORP COM 062540109 17 600 SH DEF 2 600
BANK HAWAII CORP COM 062540109 113 4,051 SH DEF 12 4,051
BANK HAWAII CORP COM 062540109 2,661 91,920 SH DEF 6 91,920
BANK OF KENTUCKY FINANCIAL COM 062896105 12 564 SH DEF 2 564
BANK OF KENTUCKY FINANCIAL COM 062896105 288 13,073 SH DEF 12 13,073
BANK OF THE OZARKS COM 063904106 2,345 53,300 SH DEF 6 51,700 1,600
BANK OF THE OZARKS INC COM 063904106 344 15,400 SH DEF 3 15,400
BANK OF NEW YORK, INC. COM 064057102 1,685 49,940 SH DEF 1 4,740 45,200
BANK OF NEW YORK CO. INC. COM 064057102 225 6,667 SH DEF 2 5,835 832
BANK OF NEW YORK COM 064057102 317 9400 SH DEF 4 9400
BANK NEW YORK INC COM COM 064057102 414 12,256 SH DEF 5 3,606 8,650
BANK OF NEW YORK CO. INC. COM 064057102 149 4,400 SH DEF 7 4,400
BANK OF NEW YORK COM 064057102 1,252 37,100 SH DEF 9 37,100
BANK OF NEW YORK CO INC COM 064057102 1,305 38,680 SH DEF 12 38,680
BANK OF NEW YORK CO. INC. COM 064057102 67 1,300 SH DEF 15 1,300
BANK OF NEW YORK COM 064057102 197 5,800 SH DEF 5,800
BANK NEW YORK INC COM COM 064057102 2,958 87,650 SH DEF 3 84,150 3,500
BANQUE DE NOUVELLE-ECOSSE COM 064149107 7 200 SH DEF 12 200
BANK OF THE NORTHWEST COM 064206105 998 52,500 SH DEF 7 52,500
BANK ONE CAPITAL I PFD 06421B202 93 3,600 SH DEF 12 3,600
BANK ONE CAP II PFD 06422D108 105 3,900 SH DEF 12 3,900
BANK ONE CORPORATION COM 06423A103 349 9,057 SH DEF 2 8,957 100
BANC ONE COM 06423a103 19 500 SH DEF 4 500
BANK ONE CORPORATION COM 06423A103 793 20,600 SH DEF 5 12,850 7,750
BANK ONE CORPORATION COM 06423A103 242,646 6,305,760 SH DEF 8 6,305,760
BANK ONE CORP. COM 06423A103 8 219 SH DEF 9 219
BANK ONE CORPORATION COM 06423A103 501,589 13,035,067 SH DEF 10 13,035,067
BANK ONE CORP COM 06423A103 1,324 34,420 SH DEF 11 33,730 424 266
BANK ONE CORP COM 06423A103 10,957 284,744 SH DEF 12 284,744
BANK ONE CORPORATION COM 06423A103 640 11,300 SH DEF 15 11,300
BANK ONE CORPORATION COM 06423A103 741 18,250 SH DEF 6 18,250
BANK ONE CORP COM 06423A103 19,168 498,128 SH DEF 3 479,270 18,858
BANK ONE CAPITAL V PFD 06423P209 51 1,954 SH DEF 12 1,954
BANK OF CAROLINAS MOCKSVILLE COM 06423T102 1 120 SH DEF 12 120
BANK ONE CAPITAL TRUST VI PFD 06423W204 495 19,780 SH DEF 12 19,780
BANKATLANTIC BANCORP INC-CL A COM 065908501 6 500 SH DEF 12 500
BANKAMERICA CAPITAL IV-7% CUM PFD 066044207 89 3,560 SH DEF 12 3,560
BANKERS TR MKT LKD DEP 68 MICD CONV 066320C26 4,260 60,000 PRN DEF 12 60,000
BANKERS TR MKT LNKED DEP 30C/D CONV 066320PM8 5,832 50,000 PRN DEF 12 50,000
BANKERS TR EUFE LNKED C/D 33 CONV 066320QR6 4,121 39,000 PRN DEF 12 39,000
BANKERS TR DELAWARE MKT LINKED CONV 066320RD6 1,137 10,000 PRN DEF 12 10,000
BANKERS TR DELAWARE MKT LINKED CONV 066320RE4 19,159 170,000 PRN DEF 12 170,000
BANKERS TR MKT LINKED DEP 37 CONV 066320SG8 5,291 50,000 PRN DEF 12 50,000
BANKERS TR MKT LINKED DEP 38 CONV 066320SW3 3,374 34,000 PRN DEF 12 34,000
BANKERS TR MKT LINKED DEP 54 CONV 066320ZB1 19,583 245,000 PRN DEF 12 245,000
BANKERS TR MKT LKD DEP 57 CONV 066320ZT2 4,524 48,000 PRN DEF 12 48,000
BANKERS TR MKT LKD DEP 56 CONV 066320ZU9 6,108 75,000 PRN DEF 12 75,000
BANKNORTH GROUP, INC. COM 06646R107 4,965 190,800 SH DEF 7 190,800
BANKNORTH GROUP, INC. COM 06646R107 1,310 50,341 SH DEF 8 50,341
BANKNORTH GROUP, INC. COM 06646R107 41,632 1,600,000 SH DEF 10 1,600,000
BANKNORTH GROUP INC COM 06646R107 516 19,845 SH DEF 12 19,845
BANKNORTH GROUP INC COM 06646R107 8 290 SH DEF 6 290
BANKNORTH CAPITAL TRUST 8% PFD 06646Y201 28 1,100 SH DEF 12 1,100
BANKUNITED CAPITAL II-9.60% PFD 06651W207 13 500 SH DEF 12 500
BANKUNITED FINANCIAL CORP COM 06652B103 8,701 454,350 SH DEF 3 432,300 22,050
BANNER CORP COM 06652V109 3,760 172,380 SH DEF 6 168,270 4,110
BANTA CORP COM NASD INDL COM 066821109 3,918 109,135 SH DEF 3 102,935 6,200
BANKUNITED CAPITAL III PFD 066918202 91 3,635 SH DEF 12 3,635
C R BARD INC COM 067383109 878 15,520 SH DEF 12 15,520
BARD C R INC COM 067383109 3 50 SH DEF 6 50
BARD C R INC COM COM 067383109 6 100 SH DEF 3 100
***BARCLAYS BANK PLC-CV CAP NT PFD 06738C836 772 29,983 SH DEF 12 29,983
BARNES & NOBLE INC. COM 067774109 13 500 SH DEF 2 500
BARNES & NOBLE INC COM 067774109 788 29,800 SH DEF 12 29,800
BARNES & NOBLE INC COM 067774109 4 140 SH DEF 6 140
BARNES GROUP INC COM 067806109 652 28,100 SH DEF 6 27,900 200
BARNESANDNOBLE.COM INC COM 067846105 1 550 SH DEF 12 550
***BARRICK GOLD CORP COM 067901108 222 11,704 SH DEF 12 11,704
BARPOINT.COM INC COM 068296102 1 7,300 SH DEF 12 7,300
BARR LABORATORIES INC COM 068306109 266 4,181 SH DEF 12 4,181
BARRA INC COM 068313105 6 150 SH DEF 12 150
BARRETT GROWTH FUND COM 06846P109 1,611 199,659 SH DEF 1 199,659
R G BARRY CORP-OHIO COM 068798107 8 1,562 SH DEF 12 1,562
BASE TEN SYS INC COM 069779304 1 12,708 SH DEF 12 12,708
BASSETT FURNITURE COM 070203104 35 1,900 SH DEF 6 1,900
BAUSCH & LOMB INC. COM 071707103 1,198 35,394 SH DEF 9 35,394
BAUSCH & LOMB INC COM 071707103 161 4,753 SH DEF 12 4,753
BAUSCH & LOMB INC COM 071707103 19 535 SH DEF 6 535
BAUSCH & LOMB INC COM COM 071707103 85 2,500 SH DEF 3 2,500
BAXTER INTL INC COM 071813109 781 17,562 SH DEF 2 15,344 2,218
BAXTER INTERNATIONAL COM 071813109 28 634 SH DEF 4 634
BAXTER INTL INC COM 071813109 2,030 45,680 SH DEF 7 45,680
BAXTER INTERNATIONAL INC COM 071813109 201 4,511 SH DEF 11 3,585 750 176
BAXTER INTERNATIONAL INC COM 071813109 4,010 90,212 SH DEF 12 90,212
BAXTER INTL INC. COM 071813109 115 1,700 SH DEF 15 1,700
BAXTER INTL INC COM COM 071813109 3,639 81,862 SH DEF 3 78,762 3,100
BAY NATIONAL CORP COM 072500101 70 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 1,529 238,500 SH DEF 12 238,500
BAY VIEW CAP I GTD TR PFD SECS PFD 07262R207 66 2,510 SH DEF 12 2,510
BAYCORP HLDGS CORP COM 072728108 1,289 107,000 SH DEF 6 102,900 4,100
BAYER AG SPONS ADR ADR 072730302 269 8,370 SH DEF 2 8,370
***BAYERISCHE HYPO-UND COM 072735103 6 180 SH DEF 12 180
BE AEROSPACE INC COM 073302101 8 604 SH DEF 12 604
BE AEROSPACE INC COM 073302101 3,195 245,732 SH DEF 6 245,732
BE SEMICONDUCTOR INDUSTRIES COM 073320103 3,839 588,228 SH DEF 6 517,862 70,530
BEA SYSTEMS INC. COM 073325102 6 600 SH DEF 2 600
BEA SYSTEMS COM 073325102 44 4600 SH DEF 4 4600
BEA SYSTEMS INC COM 073325102 198 21,003 SH DEF 12 21,003
BEAR STEARNS CAPTL TRUST II PFD 07383J209 312 12,525 SH DEF 12 12,525
BEAR STEARNS CAPTIAL TR III PFD 07384T206 36 1,400 SH DEF 12 1,400
THE BEAR STEARNS COMPANIES INC. COM 073902108 366 5,975 SH DEF 2 5,975
BEAR STEARNS COS INC COM 073902108 680 11,111 SH DEF 5 1,147 9,964
THE BEAR STEARNS COMPANIES INC. COM 073902108 26,006 424,939 SH DEF 8 424,939
THE BEAR STEARNS COMPANIES INC. COM 073902108 33,488 547,192 SH DEF 10 547,192
BEAR STEARNS COMPANIES INC COM 073902108 887 14,496 SH DEF 12 14,496
BEAR STEARNS INC. COM 073902108 9 100 SH DEF 15 100
BEAR STEARNS COS INC COM 073902108 13,385 222,905 SH DEF 6 220,025 3,695
BEAR STEARNS COS INC COM COM 073902108 1,610 26,300 SH DEF 3 18,900 7,400
BEAR STEARNS COMPANIES INC PFD 073902207 22 500 SH DEF 12 500
BEAR STEARNS COMPANIES INC PFD 073902702 20 450 SH DEF 12 450
BEAZER HOMES USA INC COM 07556Q105 9,310 119,021 SH DEF 6 115,221 3,800
BEAZER HOMES USA INC COM 07556Q105 1,216 15,200 SH DEF 3 15,200
BECKMAN COULTER INC COM 075811109 1,728 34,624 SH DEF 12 34,624
BECKMAN COULTER INC COM 075811109 2,904 58,200 SH DEF 3 58,200
BECTON DICKINSON & CO COM 075887109 17 500 SH DEF 2 500
BECTON DICKINSON & CO COM 075887109 632 18,350 SH DEF 5 18,350
BECTON DICKINSON & CO COM 075887109 2,614 75,872 SH DEF 12 75,872
BECTON DICKINSON COM 075887109 19 500 SH DEF 6 500
BECTON DICKINSON & CO COM COM 075887109 572 16,600 SH DEF 3 16,600
BED, BATH, & BEYOND COM 075896100 14 376 SH DEF 4 376
BED BATH & BEYOND INC COM 075896100 1,175 31,125 SH DEF 12 31,125
BEDFORD BANCSHARES INC COM 076014109 19 1,129 SH DEF 12 1,129
BEDFORD PROPERTY INVESTORS COM 076446301 2,066 76,250 SH DEF 9 76,250
BEDFORD PPTY INVS INC COM 076446301 10,279 379,300 SH DEF 3 364,100 15,200
BEL FUSE INC CL B 077347300 1,075 40,100 SH DEF 6 40,000 100
BEL FUSE INC-CL B COM 077347300 47 1,745 SH DEF 12 1,745
BELDEN INC COM 077459105 5,393 247,400 SH DEF 6 241,200 6,200
BELLSOUTH CAP FUNDING PFD 079857207 139 5,300 SH DEF 12 5,300
BELLSOUTH CORP. COM 079860102 755 23,962 SH DEF 1 600 23,362
BELLSOUTH CORP. COM 079860102 1,013 32,147 SH DEF 2 32,147
BELLSOUTH CORP COM COM 079860102 543 17,253 SH DEF 5 8,925 8,328
BELLSOUTH CORP. COM 079860102 17 540 SH DEF 7 540
BELLSOUTH CORP. COM 079860102 281 8,930 SH DEF 9 270 8,660
BELLSOUTH CORP COM 079860102 637 20,227 SH DEF 11 18,902 1,325
BELLSOUTH CORP COM 079860102 10,799 342,825 SH DEF 12 342,825
BELLSOUTH CORP. COM 079860102 249 5,200 SH DEF 15 5,200
BELLSOUTH CORP COM 079860102 78 2,350 SH DEF 6 2,350
BELL SOUTH COM 079860102 398 13,000 SH DEF 13,000
BELLSOUTH CORP COM COM 079860102 21,227 673,878 SH DEF 3 651,978 21,900
BELMONT BANCORP COM 080162100 21 4,353 SH DEF 12 4,353
BELO A H COM SER A COM 080555105 2,943 130,160 SH DEF 2 130,160
BELO CORP COM 080555105 269 11,900 SH DEF 12 11,900
BELO CORPORATION COM 080555105 6 230 SH DEF 6 230
***BEMA GOLD CORP COM 08135F107 19 13,800 SH DEF 12 13,800
BEMIS COMPANY INC COM 081437105 866 18,239 SH DEF 5 3,239 15,000
BEMIS CO INC COM 081437105 649 13,655 SH DEF 12 13,655
BENCHMARK ELECTRONICS INC COM 08160H101 3,401 117,290 SH DEF 3 102,990 14,300
BENETTON GROUP SPA-ADR NEW COM 081795403 2,095 88,890 SH DEF 6 87,755 1,880
***BENNETT ENVIRONMENTAL INC COM 081906109 81 4,500 SH DEF 12 4,500
BENIHANA INC CL A 082047200 207 10,200 SH DEF 6 9,200 1,000
BENJ FRANKLIN FEDERAL SAVINGS COM 082072109 1 500 SH DEF 12 500
BERGEN CAPITAL TRUST I PFD 083748202 9 400 SH DEF 12 400
W R BERKLEY CORP COM 084423102 22 400 SH DEF 12 400
BERKLEY W R CORP COM COM 084423102 3,130 56,900 SH DEF 3 37,700 19,200
BERKSHIRE HATHAWAY CLASS A CL A 084670108 534 8 SH DEF 4 8
BERKSHIRE HATHAWAY A SHARES CL A 084670108 203 3 SH DEF 3
BERKSHIRE HATHAWAY INC. CLASS A COM 084670108 26,987 404 SH DEF 2 404
BERKSHIRE HATHAWAY INC DEL COM 084670108 334 5 SH DEF 5 5
BERKSHIRE HATHAWAY INC. CLASS A COM 084670108 67 1 SH DEF 7 1
BERKSHIRE HATHAWAY INC DEL COM 084670108 334 5 SH DEF 11 5
BERKSHIRE HATHAWAY INC-DEL COM 084670108 2,672 40 SH DEF 12 40
BERKSHIRE HATHAWAY CL B CL B 084670207 2,109 944 SH DEF 4 944
BERKSHIRE HATHAWAY CL B 084670207 11,050 4,470 SH DEF 6 4,470
BERKSHIRE HATHAWAY, INC. CL B COM 084670207 494 221 SH DEF 1 21 200
BERKSHIRE HATHAWAY INC. CLASS B COM 084670207 976 437 SH DEF 2 422 15
BERKSHIRE HATHAWAY INC DEL COM 084670207 2,935 1,314 SH DEF 5 1,201 113
BERKSHIRE HATHAWAY INC. CLASS B COM 084670207 27 12 SH DEF 7 12
BERKSHIRE HATHAWAY INC COM 084670207 11,670 5,224 SH DEF 12 5,224
BERRY PETE CO CL A 085789105 7,152 413,400 SH DEF 6 400,800 12,600
BEST BUY INC. COM 086516101 5 145 SH DEF 2 145
BEST BUY COMMPANY INC COM 086516101 724 19,937 SH DEF 5 15,245 4,692
BEST BUY INC. COM 086516101 27 750 SH DEF 7 750
BEST BUY COMPANY INC COM 086516101 689 18,992 SH DEF 12 18,992
BETHLEHEM STEEL CORP COM 087509105 9 41,114 SH DEF 12 41,114
BEVERLY ENTERPRISES INC. NEW COM 087851309 556 73,000 SH DEF 9 73,000
BEVERLY ENTERPRISES INC NEW COM 087851309 53 6,980 SH DEF 12 6,980
BEVERLY ENTERPRISES INC COM NEW COM 087851309 84 11,100 SH DEF 3 11,100
BHP LIMITED SPONSORED ADR COM 088606108 11,122 920,632 SH DEF 6 855,154 66,215
BIG LOTS, INC. COM 089302103 4 200 SH DEF 2 200
BIG LOTS, INC. COM 089302103 2,521 128,116 SH DEF 8 128,116
BIG LOTS, INC. COM 089302103 78,720 4,000,000 SH DEF 10 4,000,000
BIG LOTS INC COM 089302103 1 56 SH DEF 12 56
BINDVIEW DEVELOPMENT CORP COM 090327107 3 3,000 SH DEF 12 3,000
BIO RAD LABS INC CL A COM 090572207 2,833 62,240 SH DEF 3 59,840 2,400
BIO TECHNOLOGY GENERAL CORP COM 090578105 1 200 SH DEF 12 200
BIOFIELD CORP COM 090591108 3 5,400 SH DEF 12 5,400
BIOGEN, INC. COM 090597105 322 7,761 SH DEF 1 226 7,535
BIOGEN INC. COM 090597105 8 200 SH DEF 2 200
BIOGEN INC. COM 090597105 1,152 27,800 SH DEF 9 27,800
BIOGEN INC COM 090597105 1,555 37,545 SH DEF 12 37,545
BIOJECT MEDICAL TECHNOLOGIES COM 09059T206 14 3,700 SH DEF 12 3,700
BIOMET INC. COM 090613100 8,546 315,115 SH DEF 2 314,015 1,100
BIOMET INC COM 090613100 2,996 110,468 SH DEF 5 92,342 18,126
BIOMET INC. COM 090613100 4,866 179,425 SH DEF 7 179,425
BIOMET INC COM 090613100 1,227 45,258 SH DEF 12 45,258
BIOPURE CORP COM 09065H105 24 3,134 SH DEF 12 3,134
BIOSOURCE INTERNATIONAL INC COM 09066H104 24 4,000 SH DEF 12 4,000
BIOTIME INC COM 09066L105 5 2,100 SH DEF 12 2,100
BIOSPHERE MEDICAL INC COM 09066V103 1 300 SH DEF 12 300
BIOTECH HOLDRS TR COM 09067D201 300 3,600 SH DEF 2 3,600
BIOTECH HOLDRS TR COM 09067D201 236 2,838 SH DEF 12 2,838
BIOVAIL CORPORATION COM 09067J109 3,350 115,676 SH DEF 7 115,676
BIOVAIL CORP COM 09067J109 26 900 SH DEF 12 900
BIORELIANCE CORP COM 090951104 6 240 SH DEF 12 240
BIRMINGHAM STEEL CORP COM 091250100 1 2,025 SH DEF 12 2,025
***BIOMIRA INC COM 09161R106 9 3,243 SH DEF 12 3,243
BITSTREAM INC-CL A COM 091736108 35 11,500 SH DEF 12 11,500
BLACK & DECKER CORP. COM 091797100 420 8,705 SH DEF 2 8,105 600
BLACK & DECKER CORP. COM 091797100 1,268 26,300 SH DEF 9 26,300
BLACK & DECKER CORP COM 091797100 1,498 31,081 SH DEF 12 31,081
BLACK & DECKER CORP COM 091797100 25 515 SH DEF 6 515
BLACK BOX CORP-DEL COM 091826107 88 2,150 SH DEF 12 2,150
BLACK BOX CORP COM 091826107 24,031 489,525 SH DEF 6 481,360 470 7,930
BLACK HILLS CORP COM 092113109 373 10,791 SH DEF 12 10,791
BLACK HILLS CORP COM 092113109 18,318 517,300 SH DEF 6 504,300 13,000
BLACKROCK INSURED MUNICIPAL UNIT 092474105 72 6,700 SH DEF 12 6,700
BLACKROCK NORTH AMERICAN UNIT 092475102 313 28,944 SH DEF 12 28,944
BLACKROCK FLORIDA INVESTMENT UNIT 09247B109 28 1,875 SH DEF 12 1,875
BLACKROCK NEW JERSEY INVT UNIT 09247C107 29 2,000 SH DEF 12 2,000
BLACKROCK INVESTMENT QUALITY UNIT 09247D105 14 994 SH DEF 12 994
BLACKROCK INCOME TRUST INC UNIT 09247F100 291 37,175 SH DEF 12 37,175
BLACKROCK CALIFORNIA INSURED UNIT 09247G108 5 300 SH DEF 12 300
BLACKROCK FLORIDA INSURED UNIT 09247H106 198 12,666 SH DEF 12 12,666
BLACKROCK INVESTMENT QUALITY UNIT 09247J102 30 3,200 SH DEF 12 3,200
BLACKROCK INSURED MUNICIPAL UNIT 09247K109 11 663 SH DEF 12 663
BLACKROCK NEW YORK INSURED UNIT 09247L107 174 11,000 SH DEF 12 11,000
BLACKROCK MUNICIPAL TARGET UNIT 09247M105 81 7,488 SH DEF 12 7,488
BLACKROCK STRATEGIC TERM TRUST UNIT 09247P108 20 2,000 SH DEF 12 2,000
BLACKROCK INC COM 09247X101 6,463 145,900 SH DEF 7 145,900
BLACKROCK INC COM 09247X101 4 100 SH DEF 12 100
BLACKROCK MUNI INCOME TR UNIT 09248F109 417 31,019 SH DEF 12 31,019
BLACKROCK FL MUNI INCOME TR UNIT 09248H105 15 1,047 SH DEF 12 1,047
BLACKROCK NJ MUNI INCOME TR UNIT 09248J101 30 2,092 SH DEF 12 2,092
BLACKROCK HIGH YIELD TR UNIT 09248N102 15 1,500 SH DEF 12 1,500
BLACKROCK STRATEGIC MUN TR UNIT 09248T109 28 2,000 SH DEF 12 2,000
BLACKROCK CORE BD TR UNIT 09249E101 95 7,100 SH DEF 12 7,100
BLACKROCK STRATEGIC BOND TRUST COM 09249G106 68 4,900 SH DEF 12 4,900
BLACKROCK MUN BD TR UNIT 09249H104 42 3,000 SH DEF 12 3,000
BLACKROCK MD MUN BD TR UNIT 09249L105 70 4,666 SH DEF 12 4,666
BLAIR CORP COM 092828102 8 300 SH DEF 12 300
BLAIR CORP COM 092828102 445 19,400 SH DEF 6 19,400
BLOCK H & R INC. COM 093671105 2,400 52,000 SH DEF 2 52,000
BLOCK H & R INC. COM 093671105 1,007 21,820 SH DEF 9 21,820
H & R BLOCK INC COM 093671105 774 16,761 SH DEF 12 16,761
BLOCK H & R INC. COM 093671105 210 3,000 SH DEF 15 3,000
H & R BLOCK INC COM 093671105 17 375 SH DEF 6 375
BLOCK (H&R) COM 093671105 36,655 794,250 SH DEF 3 770,050 24,200
BLOCKBUSTER INC COM 093679108 8 305 SH DEF 12 305
BLOCKBUSTER INC CL A COM 093679108 25,029 930,450 SH DEF 3 829,950 100,500
BLONDER TONGUE LABORATORIES COM 093698108 42 15,500 SH DEF 12 15,500
BLONDER TONGUE LABS COM 093698108 28 9,600 SH DEF 6 9,600
BLUE CHIP VALUE FUND INC UNIT 095333100 49 8,040 SH DEF 12 8,040
BLUE MARTINI SOFTWARE INC COM 095698106 3 2,850 SH DEF 12 2,850
BLUEGREEN CORP COM 096231105 69 17,800 SH DEF 6 17,800
BLYTH INDS INC COM COM 09643P108 365 11,700 SH DEF 3 4,900 6,800
BNY CAPITAL II-7.80% TRUST PFD PFD 096564208 46 1,800 SH DEF 12 1,800
BNY CAPITAL TRUST IV PFD 09656G201 242 9,725 SH DEF 12 9,725
BOB EVANS FARMS INC. COM 096761101 3 100 SH DEF 2 100
BOB EVANS FARMS INC COM 096761101 200 6,349 SH DEF 12 6,349
BOB EVANS FARMS INC COM NASD INCOM 096761101 7,514 238,700 SH DEF 3 212,600 26,100
BOEING CO. COM 097023105 829 18,414 SH DEF 2 18,014 400
BOEING CO COM COM 097023105 263 5,850 SH DEF 5 3,950 1,900
BOEING CO. COM 097023105 1,844 40,971 SH DEF 9 185 40,786
BOEING CO COM 097023105 10,364 230,318 SH DEF 12 230,318
BOEING CO. COM 097023105 178 2,600 SH DEF 15 2,600
BOEING CO COM 097023105 21,391 501,540 SH DEF 6 501,540
BOEING CO COM COM 097023105 5,088 113,058 SH DEF 3 108,958 4,100
BOISE CASCADE CORP COM 097383103 45 1,317 SH DEF 12 1,317
BOISE CASCADE CORP COM 097383103 4 120 SH DEF 6 120
BOLT TECHNOLOGY CORP COM 097698104 40 9,885 SH DEF 12 9,885
BOMBARDIER INC - CAT A" " COM 097751101 5 600 SH DEF 12 600
BOMBARDIER INC - CAT B" " COM 097751200 13 1,548 SH DEF 12 1,548
BON-TON STORES INC COM 09776J101 901 212,000 SH DEF 6 204,700 7,300
BOMBAY CO INC COM 097924104 36 7,950 SH DEF 12 7,950
BOMBAY CO INC COM 097924104 604 121,100 SH DEF 6 117,200 3,900
BOOTS CO PLC-ADR COM 099491201 1,869 95,000 SH DEF 6 83,925 11,735
BORDERS GROUP INC. COM 099709107 252 13,700 SH DEF 2 13,700
BORDERS GROUP INC COM 099709107 199 10,815 SH DEF 12 10,815
BORDERS GROUP INC COM COM 099709107 3,908 212,400 SH DEF 3 212,400
BORG WARNER AUTOMOTIVE INC COM 099724106 85 1,476 SH DEF 12 1,476
BORG WARNER INC COM 099724106 26,331 408,870 SH DEF 6 397,870 11,000
BORG WARNER AUTO COM 099724106 12,578 217,760 SH DEF 3 210,860 6,900
BORLAND SOFTWARE CORP COM 099849101 3 300 SH DEF 12 300
BORLAND SOFTWARE CORPORATION COM 099849101 6,516 632,580 SH DEF 3 629,480 3,100
BOSTON ACOUSTICS INC COM 100534106 36 2,625 SH DEF 12 2,625
BOSTON ACOUSTICS INC COM 100534106 690 51,500 SH DEF 6 51,500
BOSTON BEER CO INC-CL A COM 100557107 32 2,028 SH DEF 12 2,028
BOSTON COMMUNICATIONS GROUP COM 100582105 12 1,520 SH DEF 12 1,520
BOSTON EDISON CO 4.25% PFD PFD 100599208 25 400 SH DEF 12 400
BOSTON PROPERTIES INC. COM 101121101 1,634 40,891 SH DEF 2 40,441 450
BOSTON PROPERTIES INC COM 101121101 370 9,250 SH DEF 5 9,250
BOSTON PROPERTIES, INC. COM 101121101 819 20,500 SH DEF 9 20,500
BOSTON PROPERTIES INC COM 101121101 76 1,900 SH DEF 12 1,900
BOSTON SCIENTIFIC CORP. COM 101137107 1,399 47,700 SH DEF 2 47,700
BOSTON SCIENTIFIC CORP COM 101137107 1,151 39,258 SH DEF 5 38,658 600
BOSTON SCIENTIFIC CORP COM 101137107 734 25,045 SH DEF 12 25,045
BOSTON SCIENTIFIC COM 101137107 4,336 155,700 SH DEF 6 155,700
BOSTONFED BANCORP INC COM 101178101 14 450 SH DEF 12 450
BOSTONFED BANCORP COM 101178101 1,769 58,000 SH DEF 6 56,900 1,100
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 4 700 SH DEF 12 700
BOULDER TOTAL RETURN FUND INC UNIT 101541100 8 500 SH DEF 12 500
BOWATER INC COM 102183100 150 2,755 SH DEF 12 2,755
BOWATER INCORPORATED COM 102183100 11,781 217,435 SH DEF 6 204,180 13,540
BOWL AMERICA INC-CL A COM 102565108 56 4,975 SH DEF 12 4,975
BOWNE & CO INC COM 103043105 19 1,300 SH DEF 12 1,300
BOYD GAMING CORP COM 103304101 96 6,700 SH DEF 3 6,700
BOYDS COLLECTION LT COM 103354106 7,682 978,600 SH DEF 6 956,500 22,100
BOYKIN LODGING CO COM 103430104 31 2,800 SH DEF 12 2,800
BOYKIN LODGING COMPANY COM 103430104 5,683 564,442 SH DEF 6 549,772 3,360 13,360
BRADLEY PHARMACEUTICALS INC COM 104576103 53 4,000 SH DEF 12 4,000
BRADLEY PHARMACEUTICL CL A COM 104576103 763 57,340 SH DEF 3 46,190 11,150
BRADY W H CO. COM 104674106 4 100 SH DEF 7 100
***BRAINTECH INC NEW COM 105022107 6 44,000 SH DEF 12 44,000
BRANDYWINE REALTY TRUST-SBI COM 105368203 2,263 87,373 SH DEF 12 87,373
***BRASCAN CORP COM 10549P606 49 2,125 SH DEF 12 2,125
BRASCAN CORP LTD VTG COM 10549P606 702 31,200 SH DEF 6 1,430 29,970
BRASIL TELECOM PART SA ADR ADR 105530109 2,770 97,839 SH DEF 3 97,839
BRASS EAGLE INC COM 10553F106 720 120,200 SH DEF 6 116,100 4,100
BRAZIL FUND INC UNIT 105759104 19 1,500 SH DEF 12 1,500
BRIDGFORD FOODS CORP COM 108763103 5 400 SH DEF 12 400
BRIGGS & STRATTON CORP COM 109043109 74 1,940 SH DEF 12 1,940
BRIGGS & STRATTON CP WISC COM 109043109 6,244 157,897 SH DEF 6 153,787 490 4,855
BRIGHTPOINT INC COM 109473108 2 4,050 SH DEF 12 4,050
BRIGHTPOINT INC COM 109473108 58 165,552 SH DEF 6 161,352 4,200
BRILLANCE CHINA AUTOMOTIVE HLDG LCOMCOM 10949Q105 7 500 SH DEF 3 500
BRINKER INTERNATIONAL INC COM 109641100 146 4,607 SH DEF 12 4,607
BRISTOL-MYERS SQUIBB COM 110122108 1,181 45,971 SH DEF 1 646 45,325
BRISTOL-MYERS SQUIBB CO. COM 110122108 5,743 223,477 SH DEF 2 218,446 5,031
BRISTOL MYERS COM 110122108 1,449 56397 SH DEF 4 56397
BRISTOL MYERS SQUIBB CO COM 110122108 668 26,000 SH DEF 5 20,307 5,693
BRISTOL-MYERS SQUIBB CO. COM 110122108 2,096 81,573 SH DEF 9 14,070 67,503
BRISTOL-MYERS SQUIBB CO. COM 110122108 9,895 385,000 SH DEF 10 385,000
BRISTOL MYERS SQUIBB CO COM 110122108 659 25,649 SH DEF 11 15,205 9,445 999
BRISTOL MYERS SQUIBB CO COM 110122108 20,348 791,743 SH DEF 12 791,743
BRISTOL-MYERS SQUIBB CO. COM 110122108 6,565 168,200 SH DEF 15 168,200
BRISTOL MYERS SQUIBB COM 110122108 15,357 494,853 SH DEF 6 487,193 7,755
BRISTOL MYERS SQUIBB CO COM COM 110122108 6,236 242,628 SH DEF 3 233,328 9,300
BRITESMILE INC COM 110415106 1 600 SH DEF 12 600
BRITISH AIRWAYS PLC COM 110419306 27 900 SH DEF 6 900
BRITISH AMERICAN TOBACCO PLC ADR 110448107 2 103 SH DEF 2 103
BRITISH ENERGY PLC ADR 110793304 13 1,510 SH DEF 2 1,510
BRITTON & KOONTZ CAPITAL CORP COM 111091104 3 200 SH DEF 12 200
BROADBAND HOLDRS TR COM 11130P104 56 6,800 SH DEF 12 6,800
BROADCOM CORPORATION COM 111320107 4 205 SH DEF 2 205
BROADCOM CORP COM 111320107 208 11,867 SH DEF 12 11,867
BROADVISION INC COM 111412102 8 24,850 SH DEF 12 24,850
BROADWING COMMUNICATIONS INC COM 11161P205 30 200 SH DEF 12 200
BROADWING INC COM 111620100 3,367 1,294,849 SH DEF 2 1,274,649 20,200
BROADWING INC COM 111620100 6,260 2,407,872 SH DEF 8 2,407,872
BROADWING INC COM 111620100 39,700 15,269,300 SH DEF 10 15,269,300
BROADWING INC COM 111620100 38 14,520 SH DEF 11 7,350 800 6,370
BROADWING INC COM 111620100 263 101,051 SH DEF 12 101,051
BROADWING INC COM 111620100 38,906 14,964,000 SH DEF 14 14,964,000
BROADWING INC PFD 111620407 2 100 SH DEF 12 100
BROADWING INC PREFERDST111620407 338 20,000 SH DEF 14 20,000
BROCADE COMMUNICATIONS SYS INC COM 111621108 80 4,581 SH DEF 12 4,581
BROOKFIELD PROPERTIES CORP COM 112900105 498 24,800 SH DEF 3 22,800 2,000
BROOKLINE BANCORP INC COM 113739106 2,930 115,825 SH DEF 7 115,825
BROOKS - PRI AUTOMATION INC COM 11442E102 2 89 SH DEF 12 89
BROOK-PRI AUTOMATION INC COM 11442E102 89 3,500 SH DEF 3 3,500
BROOKSTONE INC COM 114537103 2,082 122,700 SH DEF 6 118,600 4,100
BROWN & BROWN INC COM 115236101 95 3,010 SH DEF 12 3,010
BROWN FORMAN CORP CL A 115637100 192 1,800 SH DEF 15 1,800
BROWN FORMAN CORP. CLASS A COM 115637100 54 771 SH DEF 2 771
BROWN FORMAN CORP. CL B COM 115637209 223 3,237 SH DEF 2 3,237
BROWN FORMAN CORP-CL B COM 115637209 345 5,005 SH DEF 12 5,005
TOM BROWN INC NEW COM 115660201 7 261 SH DEF 12 261
BROWN SHOE INC COM 115736100 7,272 303,000 SH DEF 6 292,800 10,200
BRUNSWICK CORP COM 117043109 92 3,290 SH DEF 12 3,290
BRUNSWICK CORP COM 117043109 745 27,990 SH DEF 6 27,990
BRUSH ENGINEERED MATERIALS INC COM 117421107 30 2,400 SH DEF 12 2,400
BRYN MAWR BANK CORP COM 117665109 56 1,400 SH DEF 12 1,400
BSQUARE CORP COM 11776U102 2 700 SH DEF 12 700
BUCKEYE PARTNERS L P UNIT COM 118230101 21 600 SH DEF 2 600
BUCKEYE PARTNERS LP COM 118230101 371 10,478 SH DEF 12 10,478
BUCKEYE TECHNOLOGIES COM 118255108 1,499 144,300 SH DEF 6 137,200 7,100
BUCKLE INC COM 118440106 7,613 330,300 SH DEF 6 323,600 6,700
BUDGET GROUP INC-CL A COM 119003101 5 25,995 SH DEF 12 25,995
BUILDING MATLS HLDG COM 120113105 3,380 220,500 SH DEF 6 212,900 7,600
BULL RUN CORP-GA COM 120182100 1 1,500 SH DEF 12 1,500
BURLINGTON COAT FAC COM 121579106 17,466 762,700 SH DEF 6 742,900 19,800
BURLINGTON NORTHERN SANTA FE CORPCOM 12189T104 766 25,546 SH DEF 2 24,346 1,200
BURLINGTON NORTHERN SANTA FE C COM 12189T104 1,199 39,974 SH DEF 5 26,474 13,500
BURLINGTON NORTHERN SANTA FE COM 12189T104 1,167 38,897 SH DEF 12 38,897
BURLINGTN NRTHRN S F COM 12189T104 30,038 1,061,400 SH DEF 6 1,061,400
BURLINGTON NORTHERN SANTA FE CORPCOMOM 12189T104 3,555 118,500 SH DEF 3 118,500
BURLINGTON RESOURCES COM 122014103 189 4,975 SH DEF 2 4,278 697
BURLINGTON RESOURCES INC COM 122014103 1,523 40,087 SH DEF 12 40,087
BURLINGTON RES INC COM 122014103 4 100 SH DEF 6 100
BURLINGTON RES INC COM COM 122014103 137 3,600 SH DEF 3 3,600
BUSH INDS INC CL A 123164105 1,744 172,500 SH DEF 6 167,100 5,400
BUTLER MANUFACTURING CO COM 123655102 10 350 SH DEF 12 350
BUTLER MFG CO DEL COM 123655102 2,360 92,700 SH DEF 6 89,200 3,500
C&D TECHNOLOGIES INC COM 124661109 8,625 397,300 SH DEF 6 385,700 11,600
C & F FINANCIAL CORP COM 12466Q104 21 1,000 SH DEF 12 1,000
***CAE INC COM 124765108 5 668 SH DEF 12 668
CBL & ASSOCIATES PROPERTIES COM 124830100 16 400 SH DEF 12 400
CBL & ASSOCIATES PPTYS INC COM 124830100 3,528 87,100 SH DEF 3 85,500 1,600
CBL & ASSOCIATES PROPERTIES PFD 124830308 50 1,000 SH DEF 12 1,000
CCC INFORMATION SERVICES GROUP COM 12487Q109 11 780 SH DEF 12 780
CCFNB BANCORP INC-PA COM 124880105 4 200 SH DEF 12 200
CBRL GROUP INC. COM 12489V106 6 200 SH DEF 2 200
CBRL GROUP INC COM 12489V106 199 6,535 SH DEF 12 6,535
CBRL GROUP INC COM 12489V106 2,156 70,860 SH DEF 3 51,360 19,500
CCBT FINL COS INC COM 12500Q102 2,285 89,218 SH DEF 6 86,718 2,500
C-COR.NET COM 125010108 10 1400 SH DEF 4 1400
C COR.NET CORPORATION COM 125010108 11 1,600 SH DEF 12 1,600
CDI CORP COM 125071100 171 5,239 SH DEF 12 5,239
C D I CORP COM 125071100 1,004 35,900 SH DEF 6 35,900
C D I CORP COM COM 125071100 286 8,800 SH DEF 3 8,800
CDW COMPUTER CENTERS INC COM 125129106 9 200 SH DEF 12 200
CEC ENTERTAINMENT INC COM 125137109 9 225 SH DEF 12 225
CE FRANKLIN LTD COM 125151100 860 286800 SH DEF 286800
***CHC HELICOPTER CORP COM 12541C203 7 300 SH DEF 12 300
CH ENERGY GROUP INC COM 12541M102 378 7,683 SH DEF 12 7,683
CIGNA CORP. COM 125509109 453 4,650 SH DEF 2 4,650
CIGNA CORP COM COM 125509109 537 5,512 SH DEF 5 4,911 601
CIGNA CORP COM 125509109 998 10,248 SH DEF 12 10,248
CIGNA CORP COM 125509109 74 500 SH DEF 15 500
CIGNA CORP COM 125509109 7 70 SH DEF 6 70
CIGNA HIGH INCOME SHARES-SBI UNIT 12551D109 47 18,000 SH DEF 12 18,000
CIM HIGH YIELD SECURITIES-SBI UNIT 125527101 4 1,000 SH DEF 12 1,000
CLECO CORP HLDGS NEW COM 12561W105 1,583 72,299 SH DEF 12 72,299
CLECO CORP COM 12561W105 4,794 207,000 SH DEF 6 202,800 4,200
CLECO CORP NEW PFD 12561W204 5 97 SH DEF 12 97
CMGI INC COM 125750109 8 16,302 SH DEF 12 16,302
CMS ENERGY CORP COM 125896100 70 6,381 SH DEF 12 6,381
CMS ENERGY COM 125896100 8,674 790,000 SH DEF 13 790,000
CMS ENERGY CORP COM 125896100 6 340 SH DEF 6 340
CMS ENERGY CORP PFD 125896308 8 500 SH DEF 12 500
CPI CORP COM 125902106 1,132 63,100 SH DEF 6 61,800 1,300
CPB INC COM 125903104 879 20,600 SH DEF 6 19,200 1,400
CSS INDS INC COM 125906107 122 3,300 SH DEF 6 3,300
CNB BANCORP INC-N Y COM 125915108 16 550 SH DEF 12 550
CPI AEROSTRUCTURES INC COM 125919308 21 2,980 SH DEF 12 2,980
CNL INCOME FUND XI LTD COM 125928101 22 2,000 SH DEF 12 2,000
CNL INCOME FUND II LTD COM 125928200 3 6 SH DEF 12 6
CNL INCOME FUND XII LTD COM 125928705 5 500 SH DEF 12 500
CNL INCOME FUND XV LTD COM 125928812 3 300 SH DEF 12 300
CNL INCOME FUND IV LTD COM 125928838 7 20 SH DEF 12 20
CNL INCOME FUND III LTD COM 125928879 36 93 SH DEF 12 93
CNL INCOME FUND XIV LTD COM 125928887 5 500 SH DEF 12 500
CTB INTL CORP COM 125960104 1,738 98,600 SH DEF 6 97,600 1,000
CSK AUTO CORP COM 125965103 1,892 118,300 SH DEF 6 114,600 3,700
CNA FINANCIAL CORP COM 126117100 70 2,639 SH DEF 12 2,639
CNB HOLDINGS INC-GA COM 12612F101 2 200 SH DEF 12 200
CNF INC COM 12612W104 15 400 SH DEF 12 400
CNF INC COM 12612W104 15,399 423,403 SH DEF 6 420,658 540 2,805
CNOOC LTD COM 126132109 525 19,500 SH DEF 6 19,500
CNET NETWORKS, INC. COM 12613R104 867 435,839 SH DEF 8 435,839
CNET NETWORKS, INC. COM 12613R104 25,870 13,000,000 SH DEF 10 13,000,000
CNET NETWORKS INC COM 12613R104 76 37,986 SH DEF 12 37,986
CPAC INC COM 126145101 593 85,000 SH DEF 6 81,800 3,200
CPL CAPITAL I-8% CUM QUARTERLY PFD 12615P205 22 875 SH DEF 12 875
CSG SYSTEMS INTERNATIONAL INC COM 126349109 21 1,115 SH DEF 12 1,115
CSG SYS INTL INC COM 126349109 9,500 358,100 SH DEF 6 340,800 17,300
C S P INC COM 126389105 3 933 SH DEF 12 933
C S X CORP. COM 126408103 1,037 29,581 SH DEF 2 29,581
CSX CORP COM COM 126408103 509 14,531 SH DEF 5 12,081 2,450
CSX CORP COM 126408103 5,070 144,663 SH DEF 12 144,663
CSX CORP COM 126408103 10,690 310,750 SH DEF 6 310,750
CT COMMUNICATIONS INC COM 126426402 32 2,000 SH DEF 12 2,000
CTS CORPORATION COM 126501105 1 100 SH DEF 2 100
CTS CORP COM 126501105 1 80 SH DEF 12 80
CUNO INC COM 126583103 1 20 SH DEF 12 20
CVF TECHNOLOGIES CORP COM 12660F102 3 14,000 SH DEF 12 14,000
CVS CORP. COM 126650100 1,708 55,833 SH DEF 1 26,266 29,567
CVS CORP. COM 126650100 711 23,250 SH DEF 2 20,750 2,500
CVS CORP COM COM 126650100 4,774 156,025 SH DEF 5 136,110 19,915
CVS CORP COM 126650100 1,616 52,800 SH DEF 9 52,800
CVS CORP COM 126650100 3,182 103,990 SH DEF 12 103,990
CVS CORP COM 126650100 4,903 105,500 SH DEF 15 105,500
CVS CORP COM 126650100 5 150 SH DEF 6 150
CV THERAPEUTICS INC COM 126667104 11 600 SH DEF 2 600
CABLE & WIRELESS PUB LTD PLC ADR 126830207 8 1,050 SH DEF 2 1,050
CABELVISION SYSTEMS-HY GRP-A CL A 12686c109 1 150 SH DEF 4 150
CABLEVISION SYSTEMS CORP-CL A COM 12686C109 235 24,802 SH DEF 12 24,802
CABLEVISION SYS CORP COM 12686C844 8 915 SH DEF 12 915
CABLE DESIGN TECHNOLOGIES CORP. COM 126924109 8 750 SH DEF 2 750
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 167 16,250 SH DEF 12 16,250
CACHEFLOW INC COM 126946102 1 1,000 SH DEF 12 1,000
CABOT CORP COM 127055101 79 2,750 SH DEF 12 2,750
CABOT CORP COM 127055101 2,344 95,150 SH DEF 6 95,150
CABOT OIL & GAS CORP CL A 127097103 8,232 358,700 SH DEF 6 353,400 5,300
CABOT OIL & GAS CORPORATION COM 127097103 206 9,000 SH DEF 2 9,000
CABOT MICROELECTRONICS CORP COM 12709P103 15 342 SH DEF 12 342
CACI INTERNATIONAL INC-CL A COM 127190304 568 14,868 SH DEF 12 14,868
CADBURY SCHWEPPES DELAWARE LP PFD 127207207 467 18,600 SH DEF 12 18,600
CADBURY SCHWEPPES P L C ADR 127209302 1,181 39,120 SH DEF 2 38,220 900
CADBURY SCHWEPPES PLC-ADR COM 127209302 5,403 180,350 SH DEF 6 148,025 32,385
CADENCE DESIGN SYSTEMS INC COM 127387108 181 11,204 SH DEF 12 11,204
CADENCE DESIGN SYSTEM INC COM NCOM IND 127387108 11,074 687,000 SH DEF 3 665,700 21,300
CADMUS COMMUNICATION COM 127587103 596 44,200 SH DEF 6 44,200
CAL DIVE INTERNATIONAL INC COM 127914109 11 500 SH DEF 12 500
CAL DIVE INTERNATIONAL INC COM 127914109 185 8,400 SH DEF 3 8,400
CALAMOS CONVERTIBLE COM 128117108 568 37,820 SH DEF 12 37,820
CALCASIEU REAL ESTATE & OIL CO COM 128685203 8 1,684 SH DEF 12 1,684
CALGON CARBON CORP COM 129603106 8 1,000 SH DEF 12 1,000
CALIFORNIA AMPLIFIER INC COM 129900106 1 300 SH DEF 12 300
CALIFORNIA FIRST NTN COM 130222102 755 51,700 SH DEF 6 46,200 5,500
CALIFORNIA MICRO DEVICES CORP COM 130439102 2 436 SH DEF 12 436
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 78 3,150 SH DEF 12 3,150
CALIFORNIA WATER SERVICE GROUP COM 130788102 200 7,933 SH DEF 12 7,933
CALLABLE INVT DEP RECEIPTS CONV 13100KAE7 1,316 40,000 PRN DEF 12 40,000
CALLAWAY GOLF CO COM 131193104 221 13,940 SH DEF 12 13,940
CALLON PETROLEUM CO-DEL COM 13123X102 5 1,000 SH DEF 12 1,000
CALLON PETROLEUM COMPANY COM 13123X102 3,085 614,997 SH DEF 6 589,419 2,740 24,295
CALPINE CORP. COM 131347106 25 3,529 SH DEF 2 3,529
CALPINE CORPORATION COM 131347106 113 16,100 SH DEF 5 16,100
CALPINE CORP. COM 131347106 1,106 157,396 SH DEF 8 157,396
CALPINE CORP. COM 131347106 33,041 4,700,000 SH DEF 10 4,700,000
CALPINE CORP COM 131347106 95 13,500 SH DEF 11 13,500
CALPINE CORP COM 131347106 1,929 274,417 SH DEF 12 274,417
CALPINE CORPORATION COM 131347106 84 7,900 SH DEF 15 7,900
CALPINE CORP. COM 131347106 35 5000 SH DEF 5000
CALPINE CORP COM 131347106 24,252 2,522,990 SH DEF 6 2,372,085 150,955
CALPINE CAP TR II PFD CONV PFD 13134E309 9 300 SH DEF 12 300
CAMBIOR INC COM 13201L103 11 10,000 SH DEF 12 10,000
CAMBRIDGE BANCORP COM 132152109 6 66 SH DEF 12 66
CAMCO FINL CORP COM 132618109 2 122 SH DEF 2 122
CAMCO FINL CORP COM 132618109 1,520 105,900 SH DEF 6 102,800 3,100
CAMDEN NATIONAL CORP COM 133034108 362 13,000 SH DEF 12 13,000
CAMDEN NATL CORP COM 133034108 1,140 44,700 SH DEF 6 44,700
CAMDEN PROPERTY TRUST COM 133131102 2,101 56,750 SH DEF 9 56,750
CAMDEN PROPERTY TRUST-SBI COM 133131102 3,979 107,463 SH DEF 12 107,463
***CAMECO CORP PFD 13321L306 13 500 SH DEF 12 500
CAMINUS CORP COM 133766105 35 6,060 SH DEF 3 6,060
CAMPBELL SOUP CO COM 134429109 372 13,435 SH DEF 12 13,435
CAMPBELL SOUP CO COM 134429109 3 100 SH DEF 6 100
CAMPBELL STRATEGIC ALLOCATION COM 134441104 184 93 SH DEF 12 93
***CANADA LIFE FINANCIAL CORP COM 135113108 22 906 SH DEF 12 906
***CANADA SOUTHERN PETROLEUM COM 135231108 2 400 SH DEF 12 400
***CANADIAN 88 ENERGY CORP NEW COM 13566G509 7 4,000 SH DEF 12 4,000
CANADIAN NATIONAL RAILROAD COM 136375102 52 1,000 SH DEF 2 1,000
***CANADIAN NATIONAL RAILWAY COM 136375102 213 4,110 SH DEF 12 4,110
CANADIAN NATIONAL RAILWAY CO COM 136375102 383 7,400 SH DEF 3 2,800 4,600
CANADIAN NATURAL RESOURCES LTD COM 136385101 7 200 SH DEF 3 200
***CANADIAN PACIFIC RAILWAY COM 13645T100 33 1,364 SH DEF 12 1,364
***CANADIAN SUPERIOR ENERGY COM 136644101 1 385 SH DEF 12 385
CANDELA CORP COM 136907102 689 117,800 SH DEF 6 112,200 5,600
CANNONDALE CORP COM 137798104 2 900 SH DEF 12 900
CANON INC. - SPON ADR ADR 138006309 918 24,275 SH DEF 2 23,575 700
CANON INC-ADR NEW REPSTG 5 SH COM 138006309 2,583 69,475 SH DEF 6 68,575 1,575
CANYON RESOURCES CORP COM 138869300 5 2,500 SH DEF 12 2,500
CAPACTIVE DEIONIZATION TECH COM 139161103 6 20,000 SH DEF 5 20,000
CAPITAL CITY BANK GROUP INC COM 139674105 14 400 SH DEF 12 400
CAPITAL AUTOMOTIVE REIT-SBI COM 139733109 48 2,000 SH DEF 12 2,000
CAPITAL AUTOMOTIVE REIT COM 139733109 2,120 88,850 SH DEF 3 84,300 4,550
CAPITAL BK CORP COM 139793103 7 500 SH DEF 12 500
CAPITL CORP OF THE W COM 140065103 485 22,821 SH DEF 6 22,821
CAPITAL CROSSING BANK COM 140071101 11 500 SH DEF 12 500
CAPITAL CROSSING BK COM 140071101 1,789 74,700 SH DEF 6 73,000 1,700
CAPITAL ONE FINANCIAL CORP. COM 14040H105 78 1,275 SH DEF 2 1,200 75
CAPITAL ONE FINANCIAL INC COM 14040H105 232 3,800 SH DEF 5 3,800
CAPITAL ONE FINANCIAL CORP COM 14040H105 733 12,009 SH DEF 11 12,009
CAPITAL ONE FINANCIAL CORP COM 14040H105 5,241 85,849 SH DEF 12 85,849
CAPITAL BANCORP LTD COM 14056D105 2,861 120,700 SH DEF 6 117,700 3,000
CAPITOL FEDERAL FINANCIAL COM 14057C106 26 1,000 SH DEF 12 1,000
CAPSTONE TURBINE CORP COM 14067D102 51 30,831 SH DEF 12 30,831
CAPSTEAD MTG CORP COM 14067E506 50 2,206 SH DEF 12 2,206
CAPTARIS INC COM 14071N104 4 1,500 SH DEF 12 1,500
CARACO PHARMACEUTICAL COM 14075T107 6 2,000 SH DEF 12 2,000
CARAUSTAR INDUSTRIES INC COM 140909102 22 1,800 SH DEF 12 1,800
CARAUSTER INDUSTRIES COM 140909102 142 11,400 SH DEF 3 11,400
CARDIAC SCIENCE INC NEW COM 141410209 456 123,035 SH DEF 12 123,035
CARDINAL FINANCIAL CORP COM 14149F109 11 2,382 SH DEF 12 2,382
CARDINAL HEALTH INC. COM 14149Y108 1,845 30,052 SH DEF 2 27,988 2,064
CARDINAL HEALTH COM 14149y108 53 864 SH DEF 4 864
CARDINAL HEALTH INC COM COM 14149Y108 754 12,280 SH DEF 5 10,405 1,875
CARDINAL HEALTH INC. COM 14149Y108 62 1,012 SH DEF 7 1,012
CARDINAL HEALTH INC COM 14149Y108 2,423 39,464 SH DEF 12 39,464
CARDINAL HEALTH INC COM NASD INDCOM 14149Y108 3,476 56,600 SH DEF 3 54,300 2,300
CARDIODYNAMICS INTERNATIONAL COM 141597104 4 1,000 SH DEF 12 1,000
CARDIOGENESIS CORP COM 14159W109 6 6,000 SH DEF 12 6,000
CAREER EDUCATION CORP COM 141665109 445 9,880 SH DEF 12 9,880
CAREADVANTAGE INC NEW COM 14166N209 13 166,667 SH DEF 12 166,667
CARECENTRIC INC COM 14166Y106 1 1,448 SH DEF 6 1,448
CAREMARK RX, INC. COM 141705103 1 33 SH DEF 2 33
CAREMARK RX, INC. COM 141705103 2,689 162,969 SH DEF 8 162,969
CAREMARK RX, INC. COM 141705103 80,561 4,882,500 SH DEF 10 4,882,500
CAREMARK RX INC COM 141705103 554 33,578 SH DEF 12 33,578
CARLISLE COMPANIES INC COM 142339100 9 200 SH DEF 12 200
CARNEGIE INTERNATIONAL CORP COM 143500106 1 27,000 SH DEF 12 27,000
CARNIVAL CORP. COM 143658102 858 31,000 SH DEF 1 2,000 29,000
CARNIVAL COM 143658102 12 450 SH DEF 4 450
CARNIVAL CORPORATION COM 143658102 1,450 52,350 SH DEF 5 52,350
***CARNIVAL CORP-CL A COM 143658102 5,574 201,310 SH DEF 12 201,310
CARNIVAL CORP COM 143658102 84 2,000 SH DEF 15 2,000
CARNIVAL CORPORATION COM 143658102 21,731 746,155 SH DEF 6 692,690 53,715
CARRIAGE SVCS INC CL A 143905107 1,336 308,600 SH DEF 6 298,000 10,600
CAROLINA POWER & LIGHT CO PFD 144141306 59 825 SH DEF 12 825
CARPENTER TECHNOLOGY CORP COM 144285103 104 3,600 SH DEF 12 3,600
CARRAMERICA REALTY CORP COM 144418100 3,250 105,342 SH DEF 12 105,342
CARRAMERICA REALTY CORP PFD 144418209 278 10,970 SH DEF 12 10,970
CARRAMERICA REALTY CORP-DEP PFD 144418407 246 9,702 SH DEF 12 9,702
CARRAMERICA REALTY CORP-DEP PFD 144418506 13 500 SH DEF 12 500
CARREKER CORPORATION COM 144433109 24 2,100 SH DEF 12 2,100
CARRIZO OIL & CO COM 144577103 462 97,300 SH DEF 6 91,000 6,300
CARROLLTON BANCORP-MD COM 145282109 50 3,500 SH DEF 12 3,500
CASCADE BANCORP COM 147154108 4,913 272,969 SH DEF 7 272,969
CASCADE CORP COM 147195101 10,027 680,378 SH DEF 6 664,875 2,196 14,936
CASCADE NATURAL GAS CORP COM 147339105 11 526 SH DEF 2 526
CASCADE NATURAL GAS CORP COM 147339105 2 100 SH DEF 12 100
CASH AMER INTL INC COM COM 14754D100 356 38,710 SH DEF 3 38,710
CASS INFORMATION SYS COM 14808P109 135 5,400 SH DEF 6 5,400
A M CASTLE & CO COM 148411101 8 667 SH DEF 12 667
CASTLE CONVERTIBLE FUND INC UNIT 148443104 37 1,550 SH DEF 12 1,550
CASTLE ENERGY CORP NEW COM 148449309 50 7,500 SH DEF 12 7,500
CATALINA MARKETING CORPORATION COM 148867104 31 1,100 SH DEF 2 1,100
CATALINA MARKETING CORP COM 148867104 23 800 SH DEF 12 800
CATAPULT COMMUNICATIONS CORP COM 149016107 2 70 SH DEF 12 70
CATAPULT COMMUNICATIONS CORP COM 149016107 1,412 64,565 SH DEF 3 62,265 2,300
CATELLUS DEVELOPMENT CORP COM 149111106 8 400 SH DEF 12 400
CATERPILLAR INC. COM 149123101 92 1,873 SH DEF 2 1,800 73
CATERPILLAR INC. COM 149123101 1,918 42,150 SH DEF 9 1,000 41,150
CATERPILLAR INC COM 149123101 2,968 60,640 SH DEF 12 60,640
CATERPILLAR INC COM COM 149123101 3,977 53,500 SH DEF 15 53,500
CATERPILLAR INC COM 149123101 15,512 296,760 SH DEF 6 296,760
CATO CORP CL A 149205106 9,667 357,900 SH DEF 6 347,700 10,200
CATO CORP CL A COM 149205106 22 1,000 SH DEF 12 1,000
CEDAR FAIR, L.P. DEP REC COM 150185106 54 2,267 SH DEF 2 2,267
CEDAR FAIR LP-DEP RCPTS REPSTG COM 150185106 259 10,881 SH DEF 12 10,881
CELL GENESYS, INC. COM 150921104 16 1,200 SH DEF 2 1,200
CELL GENESYS, INC. COM 150921104 1,242 92,044 SH DEF 8 92,044
CELL GENESYS, INC. COM 150921104 28,327 2,100,000 SH DEF 10 2,100,000
CELL GENESYS INC COM 150921104 9,284 688,262 SH DEF 12 688,262
CELLSTAR CORP COM 150925204 9 2,898 SH DEF 12 2,898
***CELESTICA INC COM 15101Q108 58 2,550 SH DEF 12 2,550
CELGENE CORP COM 151020104 18 1,155 SH DEF 12 1,155
CELL PATHWAYS INC COM 15114R101 3 2,300 SH DEF 3 2,300
CELSION CORP COM 15117N107 6 11,000 SH DEF 12 11,000
CELTRON INTL INC COM 151187101 4 10,000 SH DEF 12 10,000
CEMEX SA SPON ADR 5 ORD ADR 151290889 11,764 446,294 SH DEF 3 446,294
CENDANT CORP. COM 151313103 25 1,586 SH DEF 2 1,586
CENDANT COM 151313103 7,430 467875 SH DEF 4 467875
CENDANT CORP COM COM 151313103 291 18,297 SH DEF 5 18,297
CENDANT CORP COM 151313103 276 17,350 SH DEF 11 2,850 14,500
CENDANT CORP COM 151313103 4,655 293,141 SH DEF 12 293,141
CENDANT CORP. COM 151313103 48 2,000 SH DEF 15 2,000
CENDANT CORPORATION COM 151313103 4,981 272,680 SH DEF 6 272,680
CENDANT COM 151313103 198 12,900 SH DEF 12,900
CENDANT CORP PFD 151313889 48 1,100 SH DEF 12 1,100
CENTENNIAL BANCORP COM 15133T104 2,096 287,167 SH DEF 6 279,567 7,600
CENTER TR INC COM 151845104 1 180 SH DEF 12 180
CENTERPOINT PROPERTIES CORP. COM 151895109 58 1,000 SH DEF 2 1,000
CENTERPOINT PROPERTIES TRUST COM 151895109 15 250 SH DEF 12 250
CENTERPOINT PROPERTIES TRUST PFD 151895208 51 2,000 SH DEF 12 2,000
CENTEX CORP COM 152312104 1,019 17,629 SH DEF 12 17,629
CENTILLIUM COMMUNICATIONS INC COM 152319109 2 200 SH DEF 12 200
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 11 300 SH DEF 12 300
CENTEX CONSTR PROD COM 15231R109 2,464 59,000 SH DEF 6 56,400 2,600
CENTEX CONSTRN PRODS INC COM 15231R109 248 6,800 SH DEF 3 5,000 1,800
CENTRAIS ELETRICAS BRASILEIRAS S.ADR 15234Q207 1 167 SH DEF 2 167
***CENTRAL FUND OF CANADA LTD COM 153501101 152 35,600 SH DEF 12 35,600
CENTRAL GARDEN&PET COM 153527106 3,294 224,100 SH DEF 6 219,000 5,100
CENTRAL ILLINOIS LIGHT CO PFD 153645205 58 860 SH DEF 12 860
CENTRAL PARKING CORP COM 154785109 110 4,820 SH DEF 12 4,820
CENTRAL PARKING CORP COM 154785109 361 15,800 SH DEF 3 13,900 1,900
CENTRAL PARKING FIN TR 5.25% PFD 154787303 62 3,600 SH DEF 12 3,600
CENTRAL SECURITIES CORP UNIT 155123102 13 600 SH DEF 12 600
CENTRAL VERMONT PUB SVC CORP. COM 155771108 22 1,200 SH DEF 2 1,200
CENTRAL VERMONT PUB SVC CORP COM 155771108 32 1,800 SH DEF 12 1,800
CENTRAL VT PUB SVC COM 155771108 663 38,800 SH DEF 6 37,700 1,100
CENTRAL VIRGINIA BANKSHARES COM 155792104 28 1,800 SH DEF 12 1,800
CENTURY ALUMINUM CO COM 156431108 7,796 507,268 SH DEF 6 495,030 2,240 11,470
CENTURY BANCORP CL A 156432106 136 5,200 SH DEF 6 5,200
CENTURY BUSINESS SERVICES INC COM 156490104 193 59,291 SH DEF 12 59,291
CENTURY PROPERTIES FUND XVI COM 156665606 1 20 SH DEF 12 20
CENTURYTEL INC COM 156700106 3,353 113,675 SH DEF 12 113,675
CENTURYTEL INC COM 156700106 4,737 152,830 SH DEF 6 152,830
CENTURYTEL INC COM 156700106 270 9,200 SH DEF 9,200
CENTURYTEL INC COM 156700106 10,146 343,940 SH DEF 3 341,040 2,900
CEPHALON INC COM 156708109 2 53 SH DEF 12 53
CEPHALON INC COM 156708109 176 3,900 SH DEF 3 3,900
CERADYNE INC-CALIF COM 156710105 4 500 SH DEF 12 500
CERES GROUP INC COM 156772105 2,039 462,600 SH DEF 6 448,000 14,600
CERIDIAN CORPORATION COM 156779100 9 500 SH DEF 2 500
CERIDIAN CORPORATION COM 156779100 1,819 95,836 SH DEF 8 95,836
CERIDIAN CORPORATION COM 156779100 56,940 3,000,000 SH DEF 10 3,000,000
CERIDIAN CORP COM 156779100 325 17,107 SH DEF 12 17,107
CERIDIAN CORP. COM 156779100 98 3,400 SH DEF 15 3,400
CERIDIAN CORP COM 156779100 78 3,410 SH DEF 6 3,410
CERIDIAN CORPORATION COM 156779100 8,488 447,200 SH DEF 3 419,800 27,400
CERNER CORP. COM 156782104 191 4,000 SH DEF 2 4,000
CERNER CORP COM 156782104 28 590 SH DEF 12 590
CERNER CORP COM NASD INDL COM 156782104 163 3,400 SH DEF 3 3,400
CERTEGY INC. COM 156880106 2,308 62,200 SH DEF 1 25,950 36,250
CERTEGY INC COM 156880106 603 16,258 SH DEF 12 16,258
CERTEGY INC COM 156880106 17 450 SH DEF 6 450
CATS-SER E-COUPON-INT PMT CONV 156883MJ6 176 2,000 PRN DEF 12 2,000
CATS-SER SX-STRPD CPN-TREAS CONV 156883NG1 118 2,000 PRN DEF 12 2,000
CATS-SER W-INT PMT ON 2009/14& CONV 1568843Q9 689 10,000 PRN DEF 12 10,000
CATS-SER X-COUPON-INT PMT ON CONV 1568845G9 2,484 27,000 PRN DEF 12 27,000
CATS-PRIN-SER X-PRIN PMT ON CONV 1568845H7 460 5,000 PRN DEF 12 5,000
CATS-SER Y-COUPON-INT PMT ON CONV 1568847K8 70 1,000 PRN DEF 12 1,000
CATS SER A-INT PMT ON 2006/11& CONV 156884AK4 2,015 41,000 PRN DEF 12 41,000
CATS-SER S-COUPON-INT PMT ON CONV 156884D21 1,297 13,000 PRN DEF 12 13,000
CATS-SER S-COUPON-INT PMT ON CONV 156884D39 6,910 70,000 PRN DEF 12 70,000
CATS-SER S-COUPON-INT PMT ON CONV 156884D70 182 2,000 PRN DEF 12 2,000
CATS-SER A-COUPON-INT PMT ON CONV 156884ES3 90 1,000 PRN DEF 12 1,000
CATS SER K-COUPON-INT PMT ON CONV 156884GS1 2,485 25,000 PRN DEF 12 25,000
CATS-PRIN-SER K-PRIN PMT ON CONV 156884GV4 9,972 103,000 PRN DEF 12 103,000
CATS SER L-COUPON-INT PMT ON CONV 156884LC0 196 2,000 PRN DEF 12 2,000
CATS-PRIN-SER L-PRIN PMT ON CONV 156884LF3 581 6,000 PRN DEF 12 6,000
CATS SER T-COUPON INT PMT ON CONV 156884M70 852 10,000 PRN DEF 12 10,000
CATS SER T-COUPON INT PMT ON CONV 156884M88 250 3,000 PRN DEF 12 3,000
CATS SER M-COUPON-INT PMT ON CONV 156884MW5 1,590 16,000 PRN DEF 12 16,000
CATS-PRIN-SER M-PRIN PMT ON CONV 156884NA2 3,487 37,000 PRN DEF 12 37,000
CATS SER N-COUPON-INT PMT ON CONV 156884PS1 942 10,000 PRN DEF 12 10,000
CATS-PRIN-SER N-PRIN PMT ON CONV 156884PT9 3,675 39,000 PRN DEF 12 39,000
CATS SER P-COUPON-INT PMT ON CONV 156884RN0 176 2,000 PRN DEF 12 2,000
CATS SER P-COUPON-INT PMT ON CONV 156884RS9 158 2,000 PRN DEF 12 2,000
CATS-PRIN-SER U-PRIN PMT ON CONV 156884T40 1,306 14,000 PRN DEF 12 14,000
CATS SER F-COUPON-INT PMT ON CONV 156884TM0 981 10,000 PRN DEF 12 10,000
CATS SER F-COUPON-INT PMT ON CONV 156884TN8 968 10,000 PRN DEF 12 10,000
CATS SER F-COUPON-INT PMT ON CONV 156884TP3 942 10,000 PRN DEF 12 10,000
CATS SER F-COUPON-INT PMT ON CONV 156884TQ1 276 3,000 PRN DEF 12 3,000
CATS-CALL-F-INT PMT ON 2006/11 CONV 156884TU2 852 10,000 PRN DEF 12 10,000
CATS SER Q-COUPON-INT PMT ON CONV 156884VM7 9,199 100,000 PRN DEF 12 100,000
CATS SER Q-COUPON-INT PMT ON CONV 156884VR6 749 9,000 PRN DEF 12 9,000
CATS SER Q-COUPON-INT PMT ON CONV 156884VV7 74 1,000 PRN DEF 12 1,000
CATS-SER V-COUPON-INT PMT ON CONV 156884X94 99 1,000 PRN DEF 12 1,000
CATS SER J-COUPON-INT PMT ON CONV 156884XS2 269 3,000 PRN DEF 12 3,000
CATS-SER J-COUPON-INT PMT ON CONV 156884XT0 88 1,000 PRN DEF 12 1,000
CATS SER J-INT PMT ON 2006/11& CONV 156884XV5 6,051 71,000 PRN DEF 12 71,000
CATS SER R-COUPON-INT PMT ON CONV 156884ZH4 1,996 20,000 PRN DEF 12 20,000
CATS SER R-COUPON-INT PMT ON CONV 156884ZM3 93 1,000 PRN DEF 12 1,000
CATS PRIN-SER R-PRIN PMT ON CONV 156884ZN1 7,183 77,000 PRN DEF 12 77,000
CERUS CORPORATION COM 157085101 8 250 SH DEF 2 250
CERUS CORP COM 157085101 20 600 SH DEF 12 600
CHALONE WINE GROUP LTD COM 157639105 6 717 SH DEF 12 717
CHAMPION ENTERPRISES INC. COM 158496109 5 1,000 SH DEF 9 1,000
CHAMPION ENTERPRISES INC COM 158496109 2 400 SH DEF 12 400
CHAMPIONSHIP AUTO RACING TEAMS COM 158711101 1 150 SH DEF 12 150
CHANNELL COML CORP COM 159186105 642 100,300 SH DEF 6 95,800 4,500
CHARLES & COLVARD LTD COM 159765106 10 2,000 SH DEF 12 2,000
CHARLES RIVER ASSOC COM 159852102 146 10,000 SH DEF 6 10,000
CHARLES RIVER LABORATORIES COM 159864107 13,550 386,600 SH DEF 3 343,900 42,700
CHARTER ONE FINANCIAL INC. COM 160903100 16,088 467,941 SH DEF 2 458,681 9,260
CHARTER ONE COM 160903100 13,306 387026 SH DEF 4 387026
CHARTER ONE FINL INC COM 160903100 3,612 105,051 SH DEF 5 84,896 20,155
CHARTER ONE FINANCIAL INC COM 160903100 456 13,261 SH DEF 11 3,799 1,859 7,603
CHARTER ONE FINANCIAL INC COM 160903100 2,762 80,341 SH DEF 12 80,341
CHARTER ONE FINL COM 160903100 17 470 SH DEF 6 470
CHARTER MUNICIPAL MORTGAGE COM 160908109 1,162 65,000 SH DEF 12 65,000
CHARLOTTE RUSSE HLDG INC COM 161048103 80 3,600 SH DEF 3 3,600
CHARMING SHOPPES INC COM 161133103 9 1,000 SH DEF 12 1,000
CHARTER COMMUNICATIONS INC DEL COM 16117M107 215 52,743 SH DEF 12 52,743
CHARTWELL DIVID & INCOME FD COM 16139P104 53 5,275 SH DEF 12 5,275
CHASE CAPITAL V-7.03% CAPITAL PFD 161479209 10 392 SH DEF 12 392
CHASE CAPITAL VII 7% CAP SECS PFD 16147M200 26 1,034 SH DEF 12 1,034
CHASE CAPITAL IV-7.34% CAPITAL PFD 16147N208 25 1,000 SH DEF 12 1,000
CHASE CAPITAL VIII 8.25% PFD 16147R209 25 900 SH DEF 12 900
CHASE INDUSTRIES COM 161568100 2,748 216,400 SH DEF 6 209,700 6,700
CHASE MANHATTAN BANK USA NA 5 CONV 16161ESM3 1,865 20,000 PRN DEF 12 20,000
CHASE MANHATTAN BANK USA NA 14 CONV 16161ESW1 1,385 15,000 PRN DEF 12 15,000
CHASE MANHATTAN BK USA NA # 15 CONV 16161ESX9 870 10,000 PRN DEF 12 10,000
CHASE MANHATTAN CORP CONV 16161LAD6 6,573 195,000 PRN DEF 12 195,000
CHATEAU COMMUNITIES INC. COM 161726104 18,517 605,122 SH DEF 2 597,505 7,617
CHATEAU COMMUNITIES INC COM 161726104 287 9,377 SH DEF 12 9,377
CHATTANOOGA VY CORP SECD 1ST CONV 162451BK3 478 5,000 PRN DEF 12 5,000
CHATTANOOGA VY CORP SECD 1ST CONV 162451BP2 863 10,000 PRN DEF 12 10,000
CHATTANOOGA VY CORP SECD 1ST CONV 162451BQ0 587 7,000 PRN DEF 12 7,000
CHATTANOOGA VY CORP SECD 1ST CONV 162451BV9 71 1,000 PRN DEF 12 1,000
CHATTEM INC COM 162456107 1,723 54,700 SH DEF 3 53,400 1,300
CHECKERS DRIVE-IN RESTAURANTS COM 162809305 1 83 SH DEF 12 83
CHECKFREE CORP COM 162813109 639 40,869 SH DEF 12 40,869
CHECKFREE CORP COM 162813109 4 180 SH DEF 6 180
CHECKPOINT SYSTEMS INC COM 162825103 70 5,965 SH DEF 12 5,965
CHECKPOINT SYS INC COM NASD INDCOM 162825103 7,137 610,010 SH DEF 3 576,710 33,300
CHEESECAKE FACTORY INC COM 163072101 587 16,543 SH DEF 12 16,543
CHEESECAKE FACTORY I COM 163072101 498 14,050 SH DEF 3 14,050
CHELSEA PROPERTY GROUP INC COM 163421100 4,379 130,920 SH DEF 3 130,920
CHEMED CORP. COM 163596109 20 540 SH DEF 2 540
CHEMED CORP COM 163596109 15 400 SH DEF 12 400
CHEMICAL FINANCIAL CORP COM 163731102 636 16,959 SH DEF 12 16,959
CHEMICAL FINL CORP COM 163731102 3,388 105,260 SH DEF 6 101,660 3,600
CHEMICAL FINANCIAL CORP COM 163731102 216 5,750 SH DEF 3 350 5,400
CHENIERE ENERGY INC COM 16411R208 1 625 SH DEF 12 625
CHEROKEE INC COM 16444H102 2,187 98,100 SH DEF 6 94,700 3,400
CHESAPEAKE CORP COM 165159104 578 21,937 SH DEF 12 21,937
CHESAPEAKE CORP COM COM 165159104 419 15,900 SH DEF 3 15,900
CHESAPEAKE ENERGY CORP COM 165167107 583 80,960 SH DEF 12 80,960
CHESAPEAKE ENERGY COM 165167107 23,145 3,077,800 SH DEF 6 3,003,300 74,500
CHESAPEAKE ENERGY CORP COM 165167107 2,294 318,580 SH DEF 3 247,080 71,500
CHESAPEAKE FINANCIAL SHARES COM 16517A109 10 432 SH DEF 12 432
CHEUNG KONG HONG KONG ADR ADR 166744201 594 71,283 SH DEF 2 71,283
CHEVRON CORP. COM 166751107 3,688 41,676 SH DEF 9 419 41,257
CHEVRONTEXACO CORP. COM 166764100 1,951 22,043 SH DEF 1 773 21,270
CHEVRONTEXACO CORP COM 166764100 24,579 277,732 SH DEF 2 274,365 3,367
CHEVRON TEXACO COM 166764100 15 165 SH DEF 4 165
CHEVRONTEXACO CORP COM 166764100 7,809 88,239 SH DEF 5 80,371 7,868
CHEVRONTEXACO CORP COM 166764100 1,223 13,821 SH DEF 7 13,821
CHEVRONTEXACO CORP COM 166764100 1,051 11,878 SH DEF 11 6,864 3,223 1,791
CHEVRONTEXACO CORP COM 166764100 21,174 239,257 SH DEF 12 239,257
CHEVRONTEXACO CORP. COM 166764100 667 4,959 SH DEF 15 4,959
CHEVRONTEXACO CORP COM 166764100 25,953 297,460 SH DEF 6 297,460
CHEVRONTEXACO CORPORATION COM 166764100 24,964 282,083 SH DEF 3 272,363 9,720
CHEVY CHASE SAVINGS BANK F S B PFD 166784207 17 600 SH DEF 12 600
CHEVY CHASE PREFERRED CAPITAL PFD 16678M207 213 3,720 SH DEF 12 3,720
CHICAGO PIZZA & BREWERY INC COM 167889104 15 1,500 SH DEF 12 1,500
CHICAGO RIVET & MACH COM 168088102 114 4,300 SH DEF 6 4,300
CHICO'S FAS INC. COM 168615102 54 1,500 SH DEF 2 1,500
CHICOS FAS INC COM 168615102 183 5,050 SH DEF 12 5,050
CHICOS FAS INC COM 168615102 347 9,550 SH DEF 3 9,550
CHIEF CONSOLIDATED MINING CO COM 168628105 3 9,400 SH DEF 12 9,400
CHILE FUND INC UNIT 168834109 3 391 SH DEF 12 391
CHILES OFFSHORE INC COM 16888M104 4,468 184,232 SH DEF 7 180,375
CHINA MOBILE HK LTD - SP ADR ADR 16941M109 3,216 220,000 SH DEF 3 220,000
CHINA UNICOM -ADR ADR 16945R104 1,925 250,000 SH DEF 3 250,000
CHIPPAC INC CL A COM 169657103 111 18,000 SH DEF 5 18,000
CHIPPAC INC COM 169657103 4,623 748,020 SH DEF 3 645,470 102,550
CHOICE HOTELS INTL INC. COM 169905106 27 1,350 SH DEF 2 1,350
CHOICE HOTELS INTERNATIONAL COM 169905106 67 3,364 SH DEF 12 3,364
CHOICE HOTELS INTL INC COM 169905106 156 7,795 SH DEF 3 7,795
WTS CHIQUITA BRANDS INTL INC WT 170032114 35 5,443 SH DEF 12 5,443
CHIQUITA BRANDS INTL NEW COM 170032809 1 29 SH DEF 2 29
CHIQUITA BRANDS INTL INC COM 170032809 11 639 SH DEF 12 639
CHIRON CORP.DEL COM 170040109 1 16 SH DEF 2 16
CHIRON COM 170040109 24 675 SH DEF 4 675
CHIRON CORP COM 170040109 239 6,762 SH DEF 12 6,762
CHIRON CORP COM NASD INDL COM 170040109 2,146 60,700 SH DEF 3 60,700
CHITTENDEN CORP COM 170228100 12 400 SH DEF 12 400
CHOICECARE INC. COM 170383103 2 208 SH DEF 2 208
CHOICEPOINT INC COM 170388102 106 2,333 SH DEF 12 2,333
CHRISTOPHER & BANKS CORP COM 171046105 21 500 SH DEF 12 500
CHROMCRAFT REVINGTON COM 171117104 2,355 152,200 SH DEF 6 148,400 3,800
CHROMAVISION MEDICAL SYSTEMS COM 17111P104 15 8,500 SH DEF 12 8,500
CHUBB CORP. COM 171232101 609 8,600 SH DEF 1 8,600
CHUBB CORP. COM 171232101 2,451 34,618 SH DEF 2 32,776 1,842
CHUBB COM 171232101 18 260 SH DEF 4 260
CHUBB CORP COM COM 171232101 715 10,095 SH DEF 5 7,895 2,200
CHUBB CORP. COM 171232101 142 2,000 SH DEF 7 2,000
CHUBB CORP. COM 171232101 142 2,000 SH DEF 9 2,000
CHUBB CORP COM 171232101 2,801 39,567 SH DEF 12 39,567
CHUBB CORP COM 171232101 784 10,638 SH DEF 6 7,638 3,308
CHURCH & DWIGHT CO INC COM 171340102 188 6,000 SH DEF 12 6,000
CHURCHILL DOWNS INC COM 171484108 93 2,300 SH DEF 12 2,300
CIBER INC COM 17163B102 169 23,262 SH DEF 12 23,262
CIBER INC COM COM 17163B102 4,901 676,050 SH DEF 3 555,550 120,500
CIENA CORP COM 171779101 177 42,337 SH DEF 12 42,337
CIENA CORP COM 171779101 234 41,405 SH DEF 6 41,405
CIMA LABS INC COM 171796105 11 450 SH DEF 12 450
CIGNA INVESTMENT SECURITIES UNIT 17179X106 29 1,775 SH DEF 12 1,775
CINCINNATI FINANCIAL CORP. COM 172062101 21,269 457,108 SH DEF 2 454,809 2,299
CINCINNATI FINANCIAL CORP COM 172062101 347 7,459 SH DEF 11 5,119 2,340
CINCINNATI FINANCIAL CORP COM 172062101 2,323 49,933 SH DEF 12 49,933
CINCINNATI FINL CORP COM 172062101 4 80 SH DEF 6 80
CINCINNATI GAS & ELEC 8.28% PFD PFD 172070831 5 200 SH DEF 2 200
CINCINNATI INTER TERM RR CO PFD 172124109 3 100 SH DEF 2 100
CINERGY CORP. COM 172474108 1,000 27,776 SH DEF 2 27,776
CINERGY CORP COM 172474108 1,953 54,262 SH DEF 12 54,262
CINERGY CORP COM 172474108 5,475 150,000 SH DEF 13 150,000
CINERGY CORP COM 172474108 3 80 SH DEF 6 80
CINERGY CORP COM 172474108 12,755 354,400 SH DEF 3 335,300 19,100
CINERGY CORP PFD 172474207 23 400 SH DEF 12 400
CIRCUIT CITY STORES INC. COM 172737108 9,844 525,000 SH DEF 10 525,000
CIRCUIT CITY STORES INC COM 172737108 7,075 377,349 SH DEF 12 377,349
CIRCUIT CITY STORES INC. CIRCUIT COMY GROU172737108 375 20000 SH DEF 20000
CIRCUIT CITY STORE INC COM COM 172737108 2,038 108,700 SH DEF 3 101,900 6,800
CIRCUIT CITY STORES INC COM 172737306 3,111 143,700 SH DEF 12 143,700
CARMAX GROUP COM 172737908 758 35000 SH DEF 35000
CIRCOR INTL INC COM 17273K109 3 150 SH DEF 2 150
CIRRUS LOGIC COM 172755100 7 895 SH DEF 4 895
CIRRUS LOGIC INC COM 172755100 12 1,610 SH DEF 12 1,610
CISCO SYSTEMS COM 17275R102 26,508 1,900,238 SH DEF 1 421,144 1,479,094
CISCO SYSTEMS INC. COM 17275R102 4,633 332,118 SH DEF 2 318,507 13,611
CISCO SYSTEMS COM 17275R102 8,766 628417 SH DEF 4 628417
CISCO SYSTEMS INC COM 17275R102 254 18,181 SH DEF 5 16,836 1,345
CISCO SYSTEMS INC. COM 17275R102 117 8,400 SH DEF 7 8,400
CISCO SYSTEMS INC. COM 17275R102 517 37,068 SH DEF 9 3,449 33,619
CISCO SYSTEMS INC COM 17275R102 526 37,735 SH DEF 11 32,524 4,405 806
CISCO SYSTEMS INC COM 17275R102 14,418 1,033,566 SH DEF 12 1,033,566
CISCO SYSTEMS INC. COM 17275R102 4,907 233,820 SH DEF 15 233,820
CISCO SYSTEMS PLC COM 17275R102 394 28,560 SH DEF 28,560
CISCO SYSTEMS COM 17275R102 33,217 2,381,128 SH DEF 3 2,296,928 84,200
CITADEL SECURITY SOFTWARE INC COM 17288Q109 1 1,250 SH DEF 12 1,250
CINTAS CORP. COM 172908105 27,752 561,439 SH DEF 2 549,506 11,933
CINTAS CORP COM 172908105 236 4,770 SH DEF 11 4,770
CINTAS CORP COM 172908105 308 6,232 SH DEF 12 6,232
CITIGROUP COM 172967101 4,213 108,721 SH DEF 1 17,250 91,471
CITIGROUP INC. COM 172967101 19,892 513,353 SH DEF 2 502,078 11,275
CITIGROUP COM 172967101 40 1027 SH DEF 4 1027
CITIGROUP INC COM 172967101 8,075 208,395 SH DEF 5 169,249 39,146
CITIGROUP INC. COM 172967101 479 12,366 SH DEF 7 12,366
CITIGROUP INC. COM 172967101 174,443 4,501,747 SH DEF 8 4,501,747
CITIGROUP INC COM 172967101 5,836 150,600 SH DEF 9 44,632 105,968
CITIGROUP INC. COM 172967101 330,776 8,536,156 SH DEF 10 8,536,156
CITIGROUP INC COM 172967101 2,619 67,589 SH DEF 11 51,485 10,531 5,573
CITIGROUP INC COM 172967101 42,947 1,108,307 SH DEF 12 1,108,307
CITIGROUP INC. COM 172967101 10,892 186,359 SH DEF 15 186,359
CITIGROUP INC COM 172967101 47,997 1,111,559 SH DEF 6 1,076,359 35,200
CITIGROUP INC COM 172967101 368 9,400 SH DEF 9,400
CITIGROUP INC COM 172967101 72,813 1,879,057 SH DEF 3 1,810,058 68,999
CITIGROUP INC-DEP SHS-REPSTG PFD 172967507 16 325 SH DEF 12 325
CITICORP CAPITAL TRUST III PFD 17303U200 9 350 SH DEF 12 350
CITIGROUP CAPITAL IV TRUST PFD 17305J203 74 3,000 SH DEF 12 3,000
CITIGROUP CAP VI 6.875% TR PFD PFD 17305L208 28 1,100 SH DEF 12 1,100
CITIGROUP CAPITAL V 7% PFD 17306K209 78 3,067 SH DEF 12 3,067
CITIGROUP CAPITAL VII PFD 17306N203 511 20,200 SH DEF 12 20,200
CITIGROUP CAPITAL V111 PFD 17306R204 100 4,000 SH DEF 7 4,000
CITIGROUP CAPITAL VIII PFD 17306R204 57 2,300 SH DEF 12 2,300
CITIZENS BKG CORP. COM 174420109 36 1,236 SH DEF 2 1,236
CITIZENS BANKING CORP COM 174420109 11 384 SH DEF 12 384
CITIZENS BKG CORP COM 174420109 454 13,800 SH DEF 6 13,800
CITIZENS COMMUN CO CL B 17453B101 6 590 SH DEF 6 590
CITIZENS COMMUNICATIONS CO COM 17453B101 156 18,637 SH DEF 2 18,637
CITIZENS COMMUNICATIONS CO COM 17453B101 352 42,101 SH DEF 12 42,101
CITIZENS FINANCIAL CORP-ELKINS COM 17461K101 79 2,500 SH DEF 12 2,500
CITIZENS NATIONAL BANK OF COM 176000107 43 325 SH DEF 12 325
CITIZENS SOUTH BANKING CORP COM 176680106 2 121 SH DEF 12 121
CITRIX SYSTEMS INC. COM 177376100 15 2,500 SH DEF 2 2,500
CITRIX SYSTEMS INC COM 177376100 40 6,632 SH DEF 12 6,632
CITRIX SYSTEMS INC COM 177376100 3,928 650,955 SH DEF 6 623,780 2,950 26,245
CITY HOLDING CO COM 177835105 146 6,220 SH DEF 12 6,220
CITY INVESTING CO LIQ TR UNIT BENCOMT 177900107 1 500 SH DEF 2 500
CITY INVESTING LIQUIDATING COM 177900107 1 588 SH DEF 12 588
CITY NATIONAL CORP. COM 178566105 2,204 41,000 SH DEF 7 41,000
CITY NATIONAL CORP COM 178566105 109 2,030 SH DEF 12 2,030
CITY NATL CORP COM NASD BK INS COM 178566105 156 2,910 SH DEF 3 2,910
CLAIRES STORES INC (FLA) COM 179584107 30 1,300 SH DEF 12 1,300
CLARCOR INC. COM 179895107 39 1,248 SH DEF 2 1,248
CLARCOR INC COM 179895107 906 28,631 SH DEF 12 28,631
CLARCOR INC COM COM 179895107 136 4,300 SH DEF 3 4,300
CLARK (DICK) PRODUCTIONS INC COM 181512104 3 242 SH DEF 12 242
CLARUS CORP. COM 182707109 11 2,200 SH DEF 2 2,200
CLARUS CORP DEL COM 182707109 2 400 SH DEF 12 400
CLAYTON HOMES INC. COM 184190106 172 10,900 SH DEF 2 10,900
CLAYTON HOMES INC COM 184190106 111 7,019 SH DEF 12 7,019
CLAYTON HOMES INC DEL. COM 184190106 18,857 1,113,093 SH DEF 6 1,102,166 2,120 10,860
CLEAN HARBORS INC COM 184496107 1,076 91,500 SH DEF 3 11,000 80,500
CLEAR CHANNEL COMMUNICATIONS COM 184502102 12 376 SH DEF 2 376
CLEAR CHANNEL COMMUNICATIONS COM 184502102 432 13,506 SH DEF 12 13,506
CLEAR CHANNEL COMMUNICTIONS COM 184502102 15 300 SH DEF 15 300
CLEAR CHANNEL COMMUNICATIONS COMCOM 184502102 101 3,150 SH DEF 3 3,150
CLEARONE COMMUNICATIONS INC COM 185060100 15 1,000 SH DEF 12 1,000
CLEVELAND CLIFFS INC COM 185896107 50 1,800 SH DEF 12 1,800
CLEVELAND ELEC ILLUM CO-$7.40 PFD 186108205 10 100 SH DEF 12 100
CLEVELAND ELEC ILLUM CO-ADJ PFD 186108502 10 100 SH DEF 12 100
***CLIFTON MINING CO COM 186904108 63 171,000 SH DEF 12 171,000
CLOROX CO. COM 189054109 89 2,150 SH DEF 2 650 1,500
CLOROX COMPANY COM 189054109 4 100 SH DEF 4 100
CLOROX CO COM COM 189054109 261 6,300 SH DEF 5 6,100 200
CLOROX CO. COM 189054109 388 9,388 SH DEF 9 9,388
CLOROX CO COM 189054109 1,533 37,068 SH DEF 12 37,068
CLOROX CO DE COM 189054109 18 425 SH DEF 6 425
CLOSURE MEDICAL CORP COM 189093107 17 1,200 SH DEF 12 1,200
CLP HOLDINGS LTD. SPONSORED ADR ADR 18946Q101 2 432 SH DEF 2 432
***CLUBLINK CORP COM 18947K202 2 500 SH DEF 12 500
COACH INC COM 189754104 16 300 SH DEF 2 300
COACH INC COM 189754104 93 1,689 SH DEF 12 1,689
COACH INC COM 189754104 296 5,400 SH DEF 3 5,400
COACHMEN INDUSTRIES INC COM 189873102 3 200 SH DEF 12 200
COASTAL BANC SSB-PFD SER A PFD 190415208 5 200 SH DEF 12 200
COASTAL BANKING CO INC COM 19041N100 6 700 SH DEF 12 700
COASTAL BANCORP INC COM 19041P105 2,585 79,200 SH DEF 6 77,200 2,000
COASTAL BANCORP INC PFD 19041P303 87 3,450 SH DEF 12 3,450
COASTAL CAPITAL TRUST I PFD 190428201 389 15,550 SH DEF 12 15,550
***COASTAL CARIBBEAN OILS & COM 190432203 1 1,289 SH DEF 12 1,289
COASTAL FINANCE I-8.375% PFD 190463208 85 3,500 SH DEF 12 3,500
COBIZ INC COM 190897108 2,084 121,100 SH DEF 7 121,100
COBRA ELECTRS CORP COM 191042100 881 103,700 SH DEF 6 100,800 2,900
COCA COLA BOTTLING CO CONS COM 191098102 13 300 SH DEF 12 300
COCA COLA CO. COM 191216100 1,677 29,940 SH DEF 1 7,840 22,100
COCA COLA CO. COM 191216100 11,414 203,818 SH DEF 2 199,357 4,461
COCA COLA COM 191216100 1,293 23097 SH DEF 4 23097
COCA COLA CO COM COM 191216100 1,301 23,238 SH DEF 5 20,738 2,500
COCA COLA CO. COM 191216100 431 7,700 SH DEF 7 7,700
COCA COLA CO. COM 191216100 85 2,336 SH DEF 9 1,636 700
COCA COLA CO COM 191216100 885 15,802 SH DEF 11 14,342 1,360 100
COCA COLA CO COM 191216100 29,137 520,301 SH DEF 12 520,301
COCA COLA CO. COM 191216100 3,901 45,870 SH DEF 15 45,870
COCA COLA COMPANY COM 191216100 199 3,550 SH DEF 3,550
COCA COLA CO COM COM 191216100 17,717 316,383 SH DEF 3 302,983 13,400
COCA COLA ENTERPRISES INC COM 191219104 580 26,287 SH DEF 12 26,287
COCA COLA ENTERPRISE COM 191219104 3 150 SH DEF 6 150
COCA COLA ENTERPRISES INC COM COM 191219104 501 22,700 SH DEF 3 20,200 2,500
COCA-COLA FEMSA S A DE C V SPNSR ADR 10S 191241108 3,674 153,100 SH DEF 3 153,100
CODDLE CREEK FINANCIAL CORP COM 191891100 10 300 SH DEF 12 300
COEUR D ALENE MINES CORP COM 192108108 25 15000 SH DEF 15000
COGENT COMMUNICATIONS GROUP COM 19239V104 12 9,000 SH DEF 12 9,000
COGNEX CORP COM 192422103 8 400 SH DEF 12 400
COGNEX CORP COM 192422103 74 3,700 SH DEF 3 3,700
COGNITRONICS CORP COM 192432102 210 70,100 SH DEF 6 68,600 1,500
***COGNOS INC COM 19244C109 22 971 SH DEF 12 971
COHERENT INC COM 192479103 39 1,305 SH DEF 12 1,305
COHERENT INC COM NASD INDL COM 192479103 132 4,400 SH DEF 3 4,400
COHEN & STEERS QUALITY INCOME COM 19247L106 935 61,622 SH DEF 12 61,622
COHEN & STEERS TOTAL RETURN UNIT 19247R103 395 26,510 SH DEF 12 26,510
COHEN & STEERS ADVANTAGE COM 19247W102 1,784 109,588 SH DEF 12 109,588
COHU INC COM 192576106 8 450 SH DEF 12 450
COINSTAR INC COM 19259P300 12 500 SH DEF 2 500
COINSTAR INC COM 19259P300 280 11,460 SH DEF 3 9,360 2,100
COLE NATIONAL CORP NEW-CL A COM 193290103 17 900 SH DEF 12 900
COLE KENNETH PRODNS CL A 193294105 1,300 49,200 SH DEF 6 49,200
COLE KENNETH PRODTNS INC COM COM 193294105 95 3,360 SH DEF 3 3,360
COLGATE-PALMOLIVE CO. COM 194162103 16,280 325,275 SH DEF 1 84,000 241,275
COLGATE-PALMOLIVE CO. COM 194162103 5,680 113,481 SH DEF 2 110,956 2,525
COLGATE PALMOLIVE COM 194162103 52 1039 SH DEF 4 1039
COLGATE PALMOLIVE CO COM COM 194162103 345 6,900 SH DEF 5 6,900
COLGATE-PALMOLIVE CO. COM 194162103 1,176 23,500 SH DEF 7 23,500
COLGATE PALMOLIVE CO COM 194162103 1,416 28,284 SH DEF 11 22,610 5,175 499
COLGATE PALMOLIVE CO COM 194162103 5,580 111,485 SH DEF 12 111,485
COLGATE PALMOLIVE COM 194162103 99 1,300 SH DEF 15 1,300
COLGATE PALMOLIVE CO COM COM 194162103 3,907 78,058 SH DEF 3 75,158 2,900
COLLINS INDS INC COM 194858106 378 75,800 SH DEF 6 73,800 2,000
COLONIAL BANCGROUP INC COM 195493309 42 2,800 SH DEF 12 2,800
COLONIAL BANCGROUP COM 195493309 6,130 398,030 SH DEF 6 398,030
COLONIAL CAP TRUST III PFD 19560P205 140 5,600 SH DEF 12 5,600
COLONIAL HIGH INCOME MUNICIPAL UNIT 195743109 41 5,897 SH DEF 12 5,897
COLONIAL INTERMARKET INCOME UNIT 195762109 48 5,700 SH DEF 12 5,700
COLONIAL INTERMEDIATE HIGH UNIT 195763107 99 33,500 SH DEF 12 33,500
COLONIAL INVESTMENT GRADE UNIT 195768106 60 5,600 SH DEF 12 5,600
COLONIAL MUNICIPAL INCOME UNIT 195799101 40 6,728 SH DEF 12 6,728
COLONIAL PROPERTIES TRUST COM 195872106 721 18,522 SH DEF 12 18,522
COLONIAL PROPERTIES TRUST COM 195872106 3,578 91,850 SH DEF 3 79,550 12,300
COLONIAL PROPERTIES TRUST PFD 195872205 112 4,482 SH DEF 12 4,482
COLONIAL PROPERTIES TR 9.25% PFD 195872304 131 5,000 SH DEF 12 5,000
COLORADO MEDTECH INC COM 19652U104 1 250 SH DEF 12 250
COLUMBIA BANCORP COM 197227101 3,120 132,150 SH DEF 7 132,150
COLUMBIA BANCORP-MD COM 197227101 1,960 82,998 SH DEF 12 82,998
COLUMBIA BANCORP COM 197231103 124 10,000 SH DEF 6 10,000
COLUMBIA BKG SYS INC COM 197236102 1,953 170,595 SH DEF 6 166,995 3,600
COLUMBIA FINANCIAL CORP COM 197642101 4 200 SH DEF 12 200
COLUMBIA LABORATORIES INC COM 197779101 35 5,850 SH DEF 12 5,850
COLUMBIA SPORTSWEAR CO COM 198516106 240 7,500 SH DEF 3 7,500
COLUMBUS MCKINNON COM 199333105 737 75,100 SH DEF 6 75,100
COLUMBUS SOUTHERN POWER CO PFD 199575812 65 2,600 SH DEF 12 2,600
COMFORT SYSTEMS USA INC COM 199908104 55 11,100 SH DEF 12 11,100
COMFORT SYS USA INC COM 199908104 1,592 338,800 SH DEF 6 330,900 7,900
COMARCO INC COM 200080109 661 83,100 SH DEF 6 80,600 2,500
COMCAST CORP. CLASS A COM 200300101 56 2,300 SH DEF 2 2,300
COMCAST CORP-CL A COM 200300101 160 6,615 SH DEF 12 6,615
COMCAST CORP SPECIAL CL A CL A 200300200 17 730 SH DEF 4 730
COMCAST CORP CL A 200300200 1,408 50,000 SH DEF 6 50,000
COMCAST CORP. CLASS A 200300200 75 2,100 SH DEF 15 2,100
COMCAST CORP. CLASS A SPECIAL COM 200300200 137 5,767 SH DEF 2 5,724 43
COMCAST CORP. CLASS A SPECIAL COM 200300200 378 15,850 SH DEF 7 15,850
COMCAST CORP-SPECIAL CL A COM 200300200 4,578 192,017 SH DEF 12 192,017
COMCAST CORP CL A SPL NASD INDLCOM 200300200 2,609 109,450 SH DEF 3 105,050 4,400
COMED FINANCING I-8.48% TRUST PFD 20033V209 378 15,075 SH DEF 12 15,075
COMERICA INC. COM 200340107 151 2,458 SH DEF 2 2,458
COMERICA INC. COM 200340107 798 13,000 SH DEF 7 13,000
COMERICA INC COM 200340107 161 2,623 SH DEF 12 2,623
COMERICA INC COM 200340107 510 7,950 SH DEF 6 7,950
COMERICA CP TR I PFD 20034Y202 171 6,750 SH DEF 12 6,750
COMMERCE BANCORP INC-N.J. COM 200519106 170 3,839 SH DEF 12 3,839
COMMERCE BANCORP INC COM 200519106 141 3,200 SH DEF 3 3,200
COMMERCE BANCSHARES INC. COM 200525103 6,550 148,059 SH DEF 7 148,059
COMMERCE BANCSHARES INC COM 200525103 39 874 SH DEF 12 874
COMMERCE BANCSHARES COM 200525103 2 50 SH DEF 6 50
COMMERCE GROUP INC-MASS COM 200641108 6 150 SH DEF 12 150
COMMERCE GROUP INC COM 200641108 26,220 666,500 SH DEF 6 650,100 16,400
COMMERCE GROUP INC M COM 200641108 344 8,700 SH DEF 3 8,700
COMMERCE ONE INC COM 200693109 13 35,009 SH DEF 12 35,009
COMMERCEFIRST BANCORP INC COM 200845105 26 2,500 SH DEF 12 2,500
COMMERCIAL FEDERAL CORP COM 201647104 29,269 1,017,452 SH DEF 6 997,675 900 19,420
COMMERCIAL FEDERAL CORPORATION COCOMASD 201647104 6,714 231,500 SH DEF 3 205,400 26,100
COMMERCIAL METALS CO COM 201723103 10,750 234,200 SH DEF 6 226,500 7,700
COMMERCIAL NET LEASE REALTY COM 202218103 2,536 158,476 SH DEF 12 158,476
COMMERCIAL NET LEASE RLTY INC PFD 202218111 190 7,558 SH DEF 12 7,558
COMMONWEALTH FEDERAL SAVINGS B CL B 20268X102 31 1038 SH DEF 4 1038
COMMONWEALTH BANCORP COM 20268X102 107 3,800 SH DEF 6 3,800
COMMONWEALTH TEL COM 203349105 14,854 369147 SH DEF 4 369147
COMMONWEALTH TELEPHONE COM 203349105 2,042 50,745 SH DEF 12 50,745
COMMONWEALTH TELEPHONE ENTER COM 203349105 827 20,550 SH DEF 3 14,750 5,800
COMMONWEALTH TELEPHONE ENTERPR COM 203349204 21 512 SH DEF 4 512
COMMSCOPE INC COM 203372107 701 56,080 SH DEF 12 56,080
COMMUNICATION INTELLIGENCE COM 20338K106 5 7,250 SH DEF 12 7,250
COMMUNITY BANK OF NORTHERN COM 203566104 16 1,614 SH DEF 12 1,614
COMMUNITY BANK SYSTEMS INC COM 203607106 581 18,000 SH DEF 12 18,000
CMNTY BK SYST INCORPORATED COM 203607106 15,011 475,398 SH DEF 6 465,788 1,240 9,425
COMMUNITY BK SYS INC COM 203607106 34 1,060 SH DEF 3 1,060
COMMUNITY BANKS INC COM 203628102 76 2,576 SH DEF 12 2,576
COMMUNITY CAPITAL CORP-S.C. COM 20363C102 20 1,400 SH DEF 12 1,400
COMMUNITY HEALTH SYSTEMS INC COM 203668108 303 11,300 SH DEF 3 11,300
COMMUNITY FIRST COM 20366D107 14 1,250 SH DEF 12 1,250
COMMUNITY INVESTORS BANCORP COM 203719109 334 33,750 SH DEF 12 33,750
COMMUNITY TR BANCORP COM 204149108 3,265 130,600 SH DEF 6 126,900 3,700
COMPANHIA VALE DO RIO DOCE ADR ADR 204412100 1 28 SH DEF 2 28
COMPANHIA VALE DO RIO DOCE SPON AADRPFD 204412100 2,341 90,200 SH DEF 3 90,200
CIA VALE DO RIO DOCE-ADR ADR 204412209 12,969 468,699 SH DEF 3 468,699
CIA SANEAMENTO BASICO DE-ADR ADR 20441A102 10,005 1,150,000 SH DEF 3 1,150,000
COMP PARANAENSE ENERG (COPEL) ADRADRD 20441B407 4,552 1,123,900 SH DEF 3 1,123,900
COMPANHIA DE BEBIDAS ADR 20441W203 1 47 SH DEF 2 47
COMPANIA ANONIMA NACIONAL TELEFONADR 204421101 8 586 SH DEF 2 526 60
COMPAQ COMPUTER CORP COM COM 204493100 567 23,790 SH DEF 5 18,100 5,690
COMPASS BANCSHARES INC COM 20449H109 2,830 84,223 SH DEF 12 84,223
COMPASS BANCSHARES COM 20449H109 9 270 SH DEF 6 270
COMPASS CAPITAL III 7.35% PFD 20450A209 138 5,650 SH DEF 12 5,650
COMPLETE BUSINESS SOLUTIONS COM 20452F107 157 28000 SH DEF 28000
COMPUCOM SYSTEMS INC COM 204780100 1 300 SH DEF 12 300
COMPUCOM SYS INC COM 204780100 1,872 468,000 SH DEF 6 446,300 21,700
COMPUCREDIT CORP COM 20478N100 4,684 673,890 SH DEF 6 659,590 14,300
COMPUTER ASSOCIATES INTERNATIONALCOMC. 204912109 4 232 SH DEF 2 232
COMPUTER ASSOCIATES COM 204912109 668 42037 SH DEF 4 42037
COMPUTER ASSOC INTL INC COM 204912109 300 18,900 SH DEF 5 9,800 9,100
COMPUTER ASSOCIATES INTERNATIONALCOMC. 204912109 6 350 SH DEF 7 350
COMPUTER ASSOCIATES INTL INC COM 204912109 4,513 283,996 SH DEF 12 283,996
COMPUTER ASSOCIATES INTERNATIONALCOMC. 204912109 27,013 1,700,000 SH DEF 14 1,700,000
COMPUTER ASSOCIATES INTL INC. COM 204912109 22 900 SH DEF 15 900
COMPUTER ASSOC INTL COM 204912109 16,153 932,220 SH DEF 6 858,109 74,786
COMPUTER NETWORK TECHNOLOGY COM 204925101 1 100 SH DEF 12 100
COMPUTER NETWORK TECH CORP COM 204925101 832 135,800 SH DEF 3 129,200 6,600
COMPUTER SCIENCES CORP. COM 205363104 23,631 494,372 SH DEF 1 147,914 346,458
COMPUTER SCIENCES CORP. COM 205363104 2 35 SH DEF 2 35
COMPUTER SCIENCES CORP COM 205363104 1,039 21,727 SH DEF 12 21,727
COMPUTER SCIENCES COM 205363104 244 5,150 SH DEF 6 5,150
COMPUTER SCIENCES CORP COM COM 205363104 16,209 339,090 SH DEF 3 337,090 2,000
COMPUTONE CORP NEW COM 20562D208 96 125,922 SH DEF 12 125,922
COMPUWARE CORP COM 205638109 175 28,800 SH DEF 12 28,800
COMPUWARE CORP. COM 205638109 65 7,000 SH DEF 15 7,000
COMPUWARE CORP COM 205638109 1 200 SH DEF 6 200
COMPUWARE CORP COM 205638109 17,029 2,805,500 SH DEF 3 2,722,700 82,800
COMPX INTERNATIONAL CL A 20563P101 1,153 93,000 SH DEF 6 90,600 2,400
COMSTOCK RESOURCES INC NEW COM 205768203 8 1,000 SH DEF 12 1,000
COMSTOCK RES INC COM 205768203 3,442 416,700 SH DEF 6 410,700 6,000
COMVERSE TECHNOLOGY INC. COM 205862402 31,510 3,402,828 SH DEF 8 3,402,828
COMVERSE TECHNOLOGY INC. COM 205862402 62,499 6,749,300 SH DEF 10 6,749,300
COMVERSE TECHNOLOGY INC NEW COM 205862402 1,140 123,099 SH DEF 12 123,099
COMVERSE TECHNOLOGY INC. COM 205862402 17 1,200 SH DEF 15 1,200
COMVERSE TECHNOLOGY COM 205862402 5 380 SH DEF 6 380
CONAGRA INC. COM 205887102 361 13,043 SH DEF 2 12,893 150
CONAGRA INC. COM 205887102 166 6,000 SH DEF 7 6,000
CONAGRA INC. COM 205887102 752 27,185 SH DEF 9 27,185
CONAGRA FOODS INC COM 205887102 3,123 112,964 SH DEF 12 112,964
CONAGRA INC. COM 205887102 4,455 106,100 SH DEF 15 106,100
CONAGRA FOODS INC COM 205887102 16,132 603,131 SH DEF 6 575,531 27,845
CONAGRA INC COM COM 205887102 3,724 134,700 SH DEF 3 134,700
CONAGRA CAPITAL LC-ADJ RATE PFD 20588V307 17 750 SH DEF 12 750
CONCORD CAMERA CORP COM 206156101 5 1,000 SH DEF 12 1,000
CONCORD EFS INC. COM 206197105 7,589 251,800 SH DEF 7 251,800
CONCORD EFS INC COM 206197105 286 9,500 SH DEF 11 9,500
CONCORD EFS INC COM 206197105 768 25,475 SH DEF 12 25,475
CONCORDE CAREER COLLEGES INC COM 20651H201 26 3,000 SH DEF 12 3,000
CONCUR TECHNOLOGIES INC COM 206708109 3 1,000 SH DEF 12 1,000
CONCURRENT COMPUTER CORP NEW COM 206710204 1 300 SH DEF 12 300
CONECTIV INC. COM 206829103 45 1,750 SH DEF 2 1,750
CONECTIV INC COM 206829103 279 10,794 SH DEF 12 10,794
CONECTIV INC.- CL A COM 206829202 6 275 SH DEF 2 275
CONECTIV INC-CL A COM 206829202 12 536 SH DEF 12 536
CONEXANT SYSTEMS INC. COM 207142100 2 1,224 SH DEF 2 1,224
CONEXANT SYS INC COM COM 207142100 23 14,000 SH DEF 5 14,000
CONEXANT SYSTEMS INC COM 207142100 36 22,283 SH DEF 12 22,283
CONEXANT SYST INC COM 207142100 1 150 SH DEF 6 150
CONMED CORP COM 207410101 1,747 78,225 SH DEF 3 73,725 4,500
CONNECTICUT LIGHT & POWER CO PFD 207597303 50 1,900 SH DEF 12 1,900
CONNECTICUT LIGHT & POWER CO PFD 207597501 37 1,400 SH DEF 12 1,400
CONNECTICUT LIGHT & POWER CO PFD 207597600 36 1,300 SH DEF 12 1,300
CONNECTICUT LIGHT & POWER CO PFD 207597709 12 291 SH DEF 12 291
CONNECTICUT WATER SERVICE INC COM 207797101 14 450 SH DEF 12 450
CONOCO INC COM 208251405 325 11,704 SH DEF 9 460 11,244
CONOCO INC COM 208251504 88 3,180 SH DEF 2 3,180
CONOCO COM 208251504 11 400 SH DEF 4 400
CONOCO INC COM 208251504 585 21,035 SH DEF 5 14,735 6,300
CONOCO INC COM 208251504 658 23,673 SH DEF 12 23,673
CONOCO INC COM NEW COM 208251504 33,849 1,244,765 SH DEF 6 1,214,720 30,280
CONOLOG CORP COM 208254706 3 3,375 SH DEF 12 3,375
CONSECO INC COM 208464107 65 32,518 SH DEF 12 32,518
CONSECO INC. COM 208464107 31,920 15,960,000 SH DEF 14 15,960,000
CONSECO FINANCING TRUST VII PFD 20846D206 57 8,800 SH DEF 12 8,800
CONSECO FINANCING TR I-9.16% PFD PFD 20846F201 6 1,000 SH DEF 2 1,000
CONSECO FINANCING TR I-9.16% PFD 20846F201 2 400 SH DEF 12 400
CONSECO FIN TR VI 9.00% PFD 20846M206 12 2,000 SH DEF 12 2,000
CONSECO STRATEGIC INCOME FD UNIT 20847A102 46 5,883 SH DEF 12 5,883
CONSECO FINANCING TRUST V PFD 20847D205 4 600 SH DEF 12 600
CONSOL ENERGY INC COM 20854P109 52 2,430 SH DEF 12 2,430
CONSOLIDATED CAPITAL INSTL COM 208924100 36 218 SH DEF 12 218
CONSOLIDATED CAPITAL INSTL COM 208924209 3 479 SH DEF 12 479
CONSOLIDATED EDISON CO N Y INC. PFD 209111301 15 200 SH DEF 2 200
CONS EDISON CO OF NEW YORK INC PFD 209111707 802 10,455 SH DEF 12 10,455
CONSOLIDATED EDISON CO OF NY PFD 209111814 10 400 SH DEF 12 400
CONSOLIDATED EDISON CO OF NY PFD 209111830 14 534 SH DEF 12 534
CONS EDISON CO OF NEW YORK INC PFD 209111848 103 4,100 SH DEF 12 4,100
CONSOLIDATED EDISON INC. COM 209115104 17 400 SH DEF 2 400
CONSOLILDATED EDISON INC COM COM 209115104 574 13,750 SH DEF 5 7,050 6,700
CONSOLIDATED EDISON INC COM 209115104 602 14,429 SH DEF 12 14,429
CONSOLDTD EDISON INC COM 209115104 24 550 SH DEF 6 550
CONSOLIDATED EDISON INC COM COM 209115104 15,541 372,250 SH DEF 3 366,550 5,700
CONSOLIDATED EDISON INC PFD 209115203 25 1,000 SH DEF 12 1,000
CONSOLIDATED GRAPHICS INC-TEX COM 209341106 10 500 SH DEF 12 500
CONSOLIDATED GRAPHIC COM 209341106 4,070 202,500 SH DEF 6 194,300 8,200
CONSOLIDATED GRAPHICS INC COM COM 209341106 15 800 SH DEF 3 800
CONSTELLATION BRANDS INC COM 21036P108 388 12,130 SH DEF 12 12,130
CONSTELLATION BRANDS INC COM 21036P108 173 5,400 SH DEF 3 5,400
CONSTELLATION ENERGY GROUP COM 210371100 22 750 SH DEF 2 750
CONSTELLATION ENERGY GROUP COM 210371100 136 4,650 SH DEF 9 4,650
CONSTELLATION ENERGY GROUP INC COM 210371100 5,989 204,125 SH DEF 12 204,125
CONSTELLATION ENERGY GP INC COM 210371100 12,301 422,355 SH DEF 6 402,995 20,120
CONSTELLATION ENERGY GROUP COM 210371100 3,729 127,100 SH DEF 3 127,100
CONSUMER PORTFOLIO SERVICES COM 210502100 16 6,000 SH DEF 12 6,000
CONSUMERS ENERGY CO-$4.50 CUM PFD 210518304 55 1,003 SH DEF 12 1,003
CONSUMERS FINANCIAL CORP PFD 210520300 35 8,950 SH DEF 12 8,950
CONSUMERS ENERGY CO FINANCING PFD 21052A209 32 1,500 SH DEF 12 1,500
CONTINENTAL AG SPONSORED ADR ADR 210771200 1 42 SH DEF 2 42
CONTINENTAL AIRLINES INC-CL B COM 210795308 21 1,330 SH DEF 12 1,330
CONVERA CORP COM 211919105 4 1,500 SH DEF 12 1,500
CONVERGYS CORP COM 212485106 19,481 1,000,031 SH DEF 2 977,470 22,561
CONVERGYS CORP COM 212485106 638 32,750 SH DEF 12 32,750
CONVERGYS CORP COM 212485106 3 100 SH DEF 6 100
COOPER CAMERON CORP COM COM 216640102 363 7,500 SH DEF 5 7,500
COOPER CAMERON CORP COM COM 216640102 165 3,400 SH DEF 3 3,400
COOPER COMPANIES INC NEW (THE) COM 216648402 5 100 SH DEF 12 100
COOPER COS INC COM NEW COM 216648402 2,830 60,090 SH DEF 3 57,590 2,500
COOPER TIRE & RUBBER CO COM 216831107 396 19,290 SH DEF 12 19,290
COOPER TIRE & RUBBER COM 216831107 13,832 605,600 SH DEF 6 586,300 19,300
COOPER TIRE & RUBR CO COM COM 216831107 9,090 442,340 SH DEF 3 434,740 7,600
COOPERATIVE BANKSHARES INC COM 216844100 9 600 SH DEF 12 600
COORS (ADOLPH) CLASS B 217016104 237 2,500 SH DEF 15 2,500
ADOLPH COORS CO-CL B COM 217016104 69 1,102 SH DEF 12 1,102
COORS ADOLPH CO CL B NASD INDL COM 217016104 15,925 255,620 SH DEF 3 244,120 11,500
COPART INC COM 217204106 3 195 SH DEF 12 195
COPPER MTN NETWORKS INC COM 217510106 8 9,300 SH DEF 12 9,300
COPYTELE INC COM 217721109 2 4,500 SH DEF 12 4,500
CORDIANT COMMUNICATIONS PLC COM 218514206 6,052 966,298 SH DEF 6 847,588 119,400
***COREL CORP COM 21868Q109 5 6,000 SH DEF 12 6,000
CORINTHIAN COLLEGES INC COM 218868107 139 4,100 SH DEF 12 4,100
CORIXA CORP COM 21887F100 15 2,198 SH DEF 12 2,198
CORNERSTONE BANCORP INC. COM 218925105 145 8,286 SH DEF 9 8,286
CORN PRODUCTS INTERNATIONAL INC. COM 219023108 71 2,276 SH DEF 2 2,276
CORN PRODUCTS INTERNATIONAL COM 219023108 325 10,435 SH DEF 12 10,435
CORN PRODUCTS INTL INC COM 219023108 2,216 71,200 SH DEF 3 68,400 2,800
CORNELL COMP INC COM 219141108 1,763 160,300 SH DEF 6 155,600 4,700
CORNERSTONE STRATEGIC RETURN UNIT 21923Y105 1 133 SH DEF 12 133
CORNING, INC. COM 219350105 40 11,400 SH DEF 1 11,400
CORNING INCORPORATED COM 219350105 295 83,139 SH DEF 2 75,939 7,200
CORNING INC COM 219350105 104 29,310 SH DEF 5 25,310 4,000
CORNING INCORPORATED COM 219350105 554 156,000 SH DEF 8 156,000
CORNING INC COM 219350105 1,982 558,244 SH DEF 12 558,244
CORNING INC. COM 219350105 4 700 SH DEF 15 700
CORNING INC COM 219350105 18 5000 SH DEF 5000
CORNING INC COM 219350105 13,008 2,983,080 SH DEF 6 2,754,740 228,555
CORP BACKED TR CTFS PFD 21988G601 25 1,000 SH DEF 12 1,000
CORPORATE BKD TR CTFS TOYS R PFD 21988G619 491 59,200 SH DEF 12 59,200
CBTC ROYAL CARIBBEAN CRUISES PFD 21988G650 22 1,000 SH DEF 12 1,000
CORP BKD TR CTFS SER 2001-25 PFD 21988G676 39 1,600 SH DEF 12 1,600
CORPORATE BKD TR CTFS PFD 21988G718 20 800 SH DEF 12 800
CORP BACKED TR CTFS PFD 21988G742 13 600 SH DEF 12 600
CORP BACKED TRUST CTFS PFD 21988G759 134 5,400 SH DEF 12 5,400
CORP BACKED TRUST CTFS WCOM PFD 21988G775 10 1,400 SH DEF 12 1,400
CORP BACKED TR CTFS PFD 21988G783 253 10,100 SH DEF 12 10,100
CORP BACKED TR CTFS PFD 21988G809 13 500 SH DEF 12 500
CORP BACKED TR CTFS PFD 21988G841 25 1,000 SH DEF 12 1,000
CORPORATE EXECUTIVE BOARD CO COM 21988R102 2 45 SH DEF 12 45
CORPORATE EXECUTIVE BOARD CO COM 21988R102 110 3,200 SH DEF 3 3,200
CORPORATE HIGH YIELD FUND INC UNIT 219914108 49 6,717 SH DEF 12 6,717
CORRECTIONAL SVCS COM 219921103 272 121,100 SH DEF 6 117,300 3,800
CORPORATE OFFICE PROPERTIES COM 22002T108 798 54,680 SH DEF 12 54,680
CORPORATE OFFICE PPTYS TR PFD 22002T207 47 1,790 SH DEF 12 1,790
CORPORATE OFFICE PPTYS TR PFD 22002T306 221 8,150 SH DEF 12 8,150
CORPORATE OFFICE PROPERTIES PFD 22002T405 34 1,300 SH DEF 12 1,300
CORRECTIONS CORP AMERICA COM 22025Y407 3 164 SH DEF 12 164
CORRECTIONS CORP OF AMERICA COM 22025Y407 14 800 SH DEF 3 800
CORTEX PHARMACEUTICALS INC NEW COM 220524300 8 5,000 SH DEF 12 5,000
CORP BACKED TR CTFS PFD 22080Q208 74 3,000 SH DEF 12 3,000
CORTS TR SHERWIN-WILLIAMS DEBS PFD 22081H207 120 4,700 SH DEF 12 4,700
CORTS TR II FIRST UN CAP I PFD 22081J203 297 11,800 SH DEF 12 11,800
CORTS TRUST FOR AFC CAP TRUST PFD 22081N204 79 3,200 SH DEF 12 3,200
CORUS BANKSHARES INC COM 220873103 25,949 531,221 SH DEF 6 520,796 1,010 10,820
CORUS GROUP PLC ADR 22087M101 1 103 SH DEF 2 103
CORVIS CORP COM 221009103 15 22,310 SH DEF 12 22,310
COST PLUS INC/CALIFORNIA COM 221485105 256 8,400 SH DEF 5 8,400
COST PLUS INC/CALIFORNIA COM 221485105 359 11,800 SH DEF 3 11,800
COSTCO WHSL CORP NEW COM 22160K105 146 3,786 SH DEF 2 690 3,096
COSTCO WHOLESALE CORPORATION COM 22160K105 1,825 47,245 SH DEF 5 46,950 295
COSTCO WHSL CORP NEW COM 22160K105 431 11,150 SH DEF 7 11,150
COSTCO WHOLESALE CORP-NEW COM 22160K105 800 20,716 SH DEF 12 20,716
COSTCO WHOLESALE CORP COM 22160K105 6 100 SH DEF 15 100
CORPORATION COTT COM 22163N106 1,072 56,471 SH DEF 12 56,471
COTT CORP. COM 22163N106 47,925 2,523,700 SH DEF 14 2,523,700
COTTON STS LIFE INS COM 221774102 507 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 58 3,967 SH DEF 12 3,967
COUNTRYWIDE CREDIT INDUSTRIES, INCOM 222372104 724 15,000 SH DEF 7 15,000
COUNTRYWIDE CREDIT INDS INC COM 222372104 766 15,885 SH DEF 12 15,885
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 198 2,700 SH DEF 15 2,700
COUNTRYWIDE CR INDS COM 222372104 19,628 398,120 SH DEF 6 363,125 35,855
COUNTRYWIDE CREDIT IND COM 222372104 22,735 471,200 SH DEF 3 449,900 21,300
COUPON TREAS RCPT-INT PMT ON CONV 222655RP9 1,159 11,660 PRN DEF 12 11,660
COUPON TREAS RCPT-INT PMT ON CONV 222655RU8 3,692 41,141 PRN DEF 12 41,141
COURIER CORP COM 222660102 10 250 SH DEF 12 250
COURIER CORP COM 222660102 1,632 36,825 SH DEF 6 35,700 1,125
COUSINS PROPERTIES INC COM 222795106 10 400 SH DEF 12 400
COVAD COMMUNICATIONS GROUP INC COM 222814204 12 10,290 SH DEF 12 10,290
COVANCE INC COM 222816100 29 1,525 SH DEF 12 1,525
COVANSYS CORP COM 22281W103 170 30,200 SH DEF 12 30,200
COVENTRY HEALTH CARE INC COM 222862104 31 1,100 SH DEF 12 1,100
COVENTRY HEALTH CARE COM 222862104 20,911 735,775 SH DEF 3 660,575 75,200
COX COMMUNICATIONS INC. CL A COM 224044107 6 200 SH DEF 2 200
COX COMMUNICATIONS INC. CL A COM 224044107 83 3,000 SH DEF 7 3,000
COX COMMUNICATIONS INC NEW COM 224044107 411 14,906 SH DEF 12 14,906
COX COMM CVT SUB DEB CVT 224044AX5 4,106 10,200,000 PRN DEF 16
COX RADIO INC-CL A COM 224051102 2 79 SH DEF 12 79
***CP SHIPS LIMITED COM 22409V102 7 681 SH DEF 12 681
CRANE CO COM 224399105 37 1,440 SH DEF 12 1,440
CRANE CO COM 224399105 11,945 449,557 SH DEF 6 442,867 1,290 6,690
CREDIT SUISSE ASSET MGMT UNIT 224916106 21 4,445 SH DEF 12 4,445
CRAY INC COM 225223106 4 1,000 SH DEF 12 1,000
CREDENCE SYSTEMS CORP COM 225302108 23 1,292 SH DEF 12 1,292
CREDIT ACCEPTANCE CORP-MICH COM 225310101 3 200 SH DEF 12 200
CREDIT ACCEP CORP COM 225310101 204 15,000 SH DEF 6 15,000
CREDIT SUISSE GROUP ADR COM 225401108 2,426 73,255 SH DEF 6 67,215 6,430
CREE INC COM 225447101 54 4,078 SH DEF 12 4,078
CREDIT SUISSE HIGH YIELD BD FD UNIT 22544F103 22 5,000 SH DEF 12 5,000
CRESCENT REAL ESTATE EQUITIES COM 225756105 47 2,525 SH DEF 12 2,525
CRIIMI MAE INC-10.875% CUM PFD 226603207 10 600 SH DEF 12 600
CRIIMI MAE INC PFD 226603405 1 195 SH DEF 12 195
CRIIMI MAE INC COM 226603504 18 2,430 SH DEF 12 2,430
CROMPTON CORPORATION COM 227116100 372 29,200 SH DEF 3 11,300 17,900
A T CROSS CO-CL A COM 227478104 16 2,100 SH DEF 12 2,100
CROSS COUNTY INC COM 22748P105 416 11,000 SH DEF 5 11,000
CROSS COUNTRY INC. COM 22748P105 37 1000 SH DEF 1000
CROSS TIMBERS ROYALTY TRUST COM 22757R109 15 1,000 SH DEF 12 1,000
CROWN AMERICAN REALTY TRUST COM 228186102 19 2,000 SH DEF 12 2,000
CROWN AMER REALTY TRUST COM 228186102 2,672 284,270 SH DEF 3 268,920 15,350
CROWN CASTLE INTL CORP COM 228227104 30 7,655 SH DEF 12 7,655
CROWN CASTLE INTL CORP PFD 228227401 24 1,350 SH DEF 12 1,350
CROWN CORK & SEAL CO INC. COM 228255105 1 200 SH DEF 2 200
CROWN CORK & SEAL CO INC COM 228255105 42 6,136 SH DEF 12 6,136
CROWN CORK & SEAL COM 228255105 283 39,250 SH DEF 6 23,480 16,720
CROWN CORK & SEAL INC COM COM 228255105 1,232 179,800 SH DEF 3 179,800
CROWN MEDIA HLDGS INC COM 228411104 77 9,775 SH DEF 12 9,775
CROWN PACIFIC PARTNERS LP COM 228439105 6 1,200 SH DEF 12 1,200
CRYOLIFE, INC. COM 228903100 32 2,000 SH DEF 2 2,000
CRYPTOLOGIC INC COM 228906103 37 4,240 SH DEF 3 1,940 2,300
***CRYSTALLEX INTERNATIONAL COM 22942F101 27 15,000 SH DEF 12 15,000
CUBIC CORP COM 229669106 27 1,160 SH DEF 12 1,160
CUBIST PHARMACEUTICALS INC COM 229678107 16 1,700 SH DEF 12 1,700
CULLEN FROST BANKERS INC. COM 229899109 3,375 93,875 SH DEF 7 93,875
CULLEN FROST BANKERS INC COM 229899109 773 21,503 SH DEF 12 21,503
CULLEN FROST BANKERS INC COM NACOMINDL 229899109 162 4,500 SH DEF 3 4,500
CUMMINS INC COM 231021106 415 12,550 SH DEF 12 12,550
CUMMINS INC COM 231021106 3,161 85,860 SH DEF 6 85,860
CUMULUS MEDIA INC COM 231082108 3 200 SH DEF 3 200
CURATIVE HEALTH SERVICES INC COM 231264102 1 75 SH DEF 12 75
CURAGEN CORP COM 23126R101 15 2,700 SH DEF 12 2,700
CURON MEDICAL INC COM 231292103 3 1,000 SH DEF 12 1,000
CURTISS WRIGHT CORP COM 231561101 59 740 SH DEF 12 740
CURTISS WRIGHT CORP COM COM 231561101 6,984 87,300 SH DEF 3 83,550 3,750
CURTISS WRIGHT CORP COM 231561408 21 278 SH DEF 12 278
CYBERGUARD CORP COM 231910100 184 67,000 SH DEF 12 67,000
CUTTER & BUCK INC COM 232217109 9 1,500 SH DEF 12 1,500
CYBERSOURCE CORP DEL COM 23251J106 191 82,190 SH DEF 12 82,190
CYBERONICS INC COM 23251P102 7 500 SH DEF 12 500
CYMER INC COM COM 232572107 191 5,450 SH DEF 3 5,450
CYPRESS SEMICONDUCTOR COM 232806109 15 1000 SH DEF 4 1000
CYPRESS SEMICONDUCTOR CORP COM 232806109 77 5,091 SH DEF 12 5,091
CYSIVE INC COM 23281T108 7 2,850 SH DEF 12 2,850
CYTEC INDUSTRIES INC COM 232820100 64 2,040 SH DEF 12 2,040
CYTEC INDUSTRIES INC COM 232820100 21,414 687,946 SH DEF 6 665,826 730 21,921
CYTOGEN CORP COM 232824102 12 11,310 SH DEF 12 11,310
D & E COMMUNICATIONS INC COM 232860106 1 100 SH DEF 12 100
CYTYC CORP COM 232946103 246 32,307 SH DEF 12 32,307
DBS GROUP HLDGS LTD ADR 23304Y100 1 51 SH DEF 2 51
DBS GROUP HOLDINGS LTD COM 23304Y100 250 9,000 SH DEF 6 5,585 3,765
DIGITAL MICROWAVE CORP COM NASDCOMDL 23322L106 2 1,200 SH DEF 3 1,200
DNP SELECT INCOME FD INC UNIT 23325P104 1,249 122,649 SH DEF 12 122,649
DPL INC. COM 233293109 1,328 50,224 SH DEF 2 44,874 5,350
DPL INC. COM 233293109 1,604 60,652 SH DEF 9 60,652
DPL INC COM 233293109 471 17,821 SH DEF 12 17,821
DPL INC COM 233293109 7 270 SH DEF 6 270
DQE CAPITAL CORP PFD 23329F201 132 5,400 SH DEF 12 5,400
DQE INC COM 23329J104 263 18,812 SH DEF 12 18,812
DQE COM 23329J104 5,787 410,000 SH DEF 13 410,000
DRS TECHNOLOGIES INC COM 23330X100 103 2,400 SH DEF 12 2,400
D R HORTON INC. COM 23331A109 39 1,500 SH DEF 2 1,500
D R HORTON INC COM 23331A109 62 2,366 SH DEF 12 2,366
D R HORTON INC COM 23331A109 1,393 53,500 SH DEF 3 53,500
DST SYSTEMS INC. COM 233326107 238 5,200 SH DEF 7 5,200
DST SYSTEMS INC-DEL COM 233326107 907 19,840 SH DEF 12 19,840
DST SYSTEMS INC COM NASDQ COM 233326107 183 4,000 SH DEF 3 4,000
DSP GROUP INC COM 23332B106 16 800 SH DEF 12 800
DTE ENERGY COMPANY COM 233331107 179 4,015 SH DEF 2 4,015
DTE ENERGY CO COM 233331107 189 4,240 SH DEF 12 4,240
DTE ENERGY COM 233331107 17,062 380,000 SH DEF 13 380,000
DTE ENERGY CO. COM 233331107 112 2500 SH DEF 2500
DTE ENERGY CO COM 233331107 10,863 232,120 SH DEF 6 232,120
DTE ENERGY TRUST I 7.8% TRUST PFD 23333Q201 76 3,000 SH DEF 12 3,000
DVI INC COM 233343102 4,344 222,300 SH DEF 6 215,300 7,000
DAISYTEK INTL CORP COM 234053106 2,946 207,200 SH DEF 6 201,700 5,500
DAISYTEK INTL CORP COM COM 234053106 1,096 64,600 SH DEF 3 64,600
***DAKOTA MINING CORP COM 23423G105 1 102,727 SH DEF 12 102,727
DALEEN TECHNOLOGIES INC COM 23437N104 89 594,657 SH DEF 12 594,657
FLEXTRONICS INTL LTD COM 2353058 21 1,900 SH DEF 15 1,900
DANA CORPORATION COM 235811106 16 860 SH DEF 2 860
DANA CORP COM 235811106 157 8,450 SH DEF 12 8,450
DANA CORP COM 235811106 7 310 SH DEF 6 310
DANA CORP COM COM 235811106 8,670 467,900 SH DEF 3 447,300 20,600
DANAHER CORP COM 235851102 755 11,375 SH DEF 12 11,375
DAOU SYSTEMS INC COM 237015102 5 4,655 SH DEF 12 4,655
DARDEN RESTAURANTS INC. COM 237194105 99 4,002 SH DEF 2 4,002
DARDEN RESTAURANTS INC. COM 237194105 3,912 158,400 SH DEF 7 158,400
DARDEN RESTAURANTS INC COM 237194105 842 34,101 SH DEF 12 34,101
DARDEN RESTAURANTS INC COM COM 237194105 32,049 1,297,530 SH DEF 3 1,258,980 38,550
DATAWATCH CORP COM 237917208 4 1,170 SH DEF 7 1,170
DATARAM CORP COM 238108203 290 50,500 SH DEF 6 48,100 2,400
DATASTREAM SYSTEMS INC COM 238124101 11 1,595 SH DEF 12 1,595
DAVE & BUSTERS INC. COM 23833N104 28 2,304 SH DEF 2 2,304
DAVE & BUSTERS INC COM 23833N104 114 9,350 SH DEF 12 9,350
DAVE & BUSTERS INC COM 23833N104 2,504 206,400 SH DEF 6 198,900 7,500
DAVIDSON GROWTH PLUS LP COM 238635106 3 20 SH DEF 12 20
DAVIDSON INCOME REAL ESTATE LP COM 238637102 6 29 SH DEF 12 29
***DAVIDSON TISDALE LTD COM 238653109 1 5,000 SH DEF 12 5,000
DAVIS PARTNERS FUND I, L.P. COM 23899A996 11,790 15,000,000 SH DEF 14 15,000,000
DAVITA INC COM 23918K108 11 450 SH DEF 12 450
DAXOR CORP COM 239467103 18 1,000 SH DEF 12 1,000
DAYTON & MICHIGAN RR CO COM 239649106 18 608 SH DEF 2 608
DAYTON & MICHIGAN RR PFD 239649205 17 357 SH DEF 2 357
DEAN FOODS CO NEW COM 242370104 267 7,159 SH DEF 12 7,159
DEAN FOODS CO COM 242370104 224 6,000 SH DEF 3 6,000
DEB SHOPS COM 242728103 169 5,000 SH DEF 9 5,000
DEB SHOPS COM 242728103 12,479 381,010 SH DEF 6 369,045 1,380 11,590
DEBT STRATEGIES FD INC COM 24276Q109 4 750 SH DEF 12 750
DECKERS OUTDOOR COM 243537107 583 126,700 SH DEF 6 124,000 2,700
DECODE GENETICS INC COM 243586104 9 2,000 SH DEF 2 2,000
DEERE & CO COM 244199105 428 8,925 SH DEF 2 8,925
DEERE & CO COM 244199105 1,143 23,852 SH DEF 12 23,852
DEERE & CO COM 244199105 3,645 50,100 SH DEF 15 50,100
DEERE & CO COM 244199105 1,779 37,710 SH DEF 6 31,710 6,400
DEL MONTE FOODS CO COM 24522P103 8,234 811,200 SH DEF 6 794,300 16,900
DELAWARE INVTS DIVID & INCOME UNIT 245915103 423 30,873 SH DEF 12 30,873
DELAWARE INVTS GLOBAL DIVID & UNIT 245916101 13 1,000 SH DEF 12 1,000
DELCATH SYSTEM INC COM 24661P104 3 3,900 SH DEF 12 3,900
DELIA*S CORP COM 24688Q101 4 800 SH DEF 12 800
DELIAS CORPORATION CL A COM 24688Q101 4 700 SH DEF 3 700
DELL COMPUTER CORPORATION COM 247025109 15,919 608,979 SH DEF 2 591,084 17,895
DELL COMPUTER COM 247025109 7,307 279530 SH DEF 4 279530
DELL COMPUTER CORP COM 247025109 4,557 174,333 SH DEF 5 142,383 31,950
DELL COMPUTER CORPORATION COM 247025109 26 1,000 SH DEF 7 1,000
DELL COMPUTER CORP. COM 247025109 880 33,650 SH DEF 9 2,300 31,350
DELL COMPUTER CORPORATION COM 247025109 14,116 540,000 SH DEF 10 540,000
DELL COMPUTER CORP COM 247025109 453 17,319 SH DEF 11 10,944 1,975 4,400
DELL COMPUTER CORP COM 247025109 10,934 418,296 SH DEF 12 418,296
DELL COMPUTER COM 247025109 139 3,500 SH DEF 15 3,500
DELL COMPUTER CORP COM 247025109 51 1,900 SH DEF 6 1,900
DELL COMPUTER CORP COM 247025109 126 4,900 SH DEF 4,900
DELL COMPUTER CORP COM NASD INDL COM 247025109 26,152 1,000,447 SH DEF 3 960,747 39,700
DELMARVA POWER FINANCING I PFD 247112204 40 1,600 SH DEF 12 1,600
DELPHI CORPORATION COM 247126105 11 861 SH DEF 2 791 70
DELPHI CORPORATION COM 247126105 147 11,157 SH DEF 11 11,157
DELPHI CORP COM 247126105 3,024 229,110 SH DEF 12 229,110
DELPHI CORPORATION COM 247126105 4,051 202,101 SH DEF 15 202,101
DELPHI CORPORATION COM 247126105 4 269 SH DEF 6 269
DELPHI AUTO SYSTEMS COM 247126105 1,724 130,600 SH DEF 3 130,600
DELPHI FINL GRP CL A 247131105 11,664 277,713 SH DEF 6 271,432 6,281
DELPHI FINL GROUP INC CL A NASD ICOM 247131105 3,479 80,250 SH DEF 3 55,550 24,700
DELTA & PINE LAND CO COM 247357106 16 793 SH DEF 12 793
DELTA & PINE LAND COMPANY COM 247357106 1,845 93,035 SH DEF 6 89,985 590 2,865
***DELRINA CORP-EXCH SHS COM 24735L204 43 1,300 SH DEF 12 1,300
DELTA AIR LINES INC. COM 247361108 51 2,536 SH DEF 2 2,536
DELTA AIR LINES INC COM 247361108 118 5,903 SH DEF 12 5,903
DELTA AIR LINES INC COM 247361108 8,038 306,210 SH DEF 6 268,210 38,000
DELTA AIR LINES INC PFD 247361405 79 3,780 SH DEF 12 3,780
DELTA NATURAL GAS CO INC COM 247748106 7 300 SH DEF 12 300
DELTA NAT GAS INC COM 247748106 277 12,600 SH DEF 6 12,600
DELTATHREE INC COM 24783N102 1 2,200 SH DEF 12 2,200
DELTAGEN INC COM 24783R103 2 1,000 SH DEF 12 1,000
DELTIC TIMBER CORP COM 247850100 50 1,448 SH DEF 12 1,448
DELTEK SYS INC COM 24785A108 1,586 222,700 SH DEF 6 213,700 9,000
DENBURY RESOURCES INC. COM 247916208 439 43900 SH DEF 43900
DENBURY RESOURCES INC COM 247916208 644 62,550 SH DEF 3 8,000 54,550
DELUXE CORP AVEC DROITS DE COM 248019101 296 7,600 SH DEF 12 7,600
DELUXE CORPORATION COM 248019101 6,890 152,300 SH DEF 6 152,300
DENDRITE INTL INC COM COM 248239105 366 37,870 SH DEF 3 32,670 5,200
DENDREON CORP COM 24823Q107 8 4,000 SH DEF 2 4,000
DENISON INTERNATIONAL PLC ADR COM 248335101 56 3000 SH DEF 3000
DENTSPLY INTERNATIONAL INC NEW COM 249030107 41 1,100 SH DEF 12 1,100
DENTSPLY INTL INC NEW COM NASD INCOM 249030107 4,584 124,200 SH DEF 3 118,200 6,000
DEPARTMENT 56 INC COM 249509100 4,138 229,900 SH DEF 6 221,900 8,000
***DESCARTES SYSTEMS GROUP INC COM 249906108 1 200 SH DEF 12 200
DESERT CMNTY BK COM 25037Y109 26 900 SH DEF 6 900
DETROIT EDISON CO QUIDS PFD 250847688 69 2,800 SH DEF 12 2,800
DETROIT EDISON CO-7.54% QTLY PFD 250847696 5 200 SH DEF 12 200
DETROIT EDISON CO-7.625% QTRLY PFD 250847712 50 2,033 SH DEF 12 2,033
DEUTSCHE LUFTHANSA A G ADR 251561304 119 8,500 SH DEF 2 7,300 1,200
DEUTSCHE TELEKOM AG S.A. ADR 251566105 1 115 SH DEF 2 115
DEVELOPERS DIVERSIFIED REALTY COM 251591103 4,617 205,200 SH DEF 1 25,000 180,200
DEVELOPERS DIVERSIFIED REALTY COM 251591103 142 6,306 SH DEF 12 6,306
DEVELOPERS DIVERSIFIED REALTY PFD 251591608 45 1,800 SH DEF 12 1,800
DEVON ENERGY CORP NEW COM 25179M103 7 150 SH DEF 7 150
DEVON ENERGY CORPORATION NEW COM 25179M103 799 16,221 SH DEF 12 16,221
DEVON ENERGY CORP NEW COM 25179M103 49,280 1,000,000 SH DEF 14 1,000,000
DEVON ENERGY CORP COM 25179M103 22,672 433,912 SH DEF 6 433,912
DEVRY INC. COM 251893103 18 800 SH DEF 2 800
DEVRY INC DEL COM 251893103 352 15,400 SH DEF 5 15,400
DEVRY INC. COM 251893103 217 9,500 SH DEF 7 9,500
DEVRY INC-DEL COM 251893103 1,204 52,695 SH DEF 12 52,695
DEWOLFE COS INC COM 252115100 409 32,850 SH DEF 6 30,750 2,100
DIAGEO PLC-SPONSORED ADR NEW ADR 25243Q205 316 6,116 SH DEF 2 6,116
DIAGEO PLC-SPONSORED ADR NEW COM 25243Q205 4,933 95,841 SH DEF 6 94,576 1,855
DIAGNOSTIC PRODUCTS CORP COM 252450101 331 8,950 SH DEF 12 8,950
DIAGNOSTIC PRODS CORP COM COM 252450101 7,037 190,200 SH DEF 3 183,500 6,700
DIAL CORP. COM 25247D101 61 3,000 SH DEF 9 3,000
DIAL CORP NEW COM 25247D101 79 3,961 SH DEF 12 3,961
DIAL CORP NEW COM 25247D101 7,611 378,120 SH DEF 6 361,145 17,895
DIAL CORP NEW COM COM 25247D101 150 7,500 SH DEF 3 7,500
DIAMOND OFFSHORE DRILLING, INC. COM 25271C102 2 60 SH DEF 2 60
DIAMOND OFFSHORE DRILLING COM 25271C102 342 12,000 SH DEF 5 12,000
DIAMOND OFFSHORE DRILLING INC COM 25271C102 373 13,077 SH DEF 12 13,077
DIAMONDS TRUST-UNIT SERIES 1 COM 252787106 1,163 12,570 SH DEF 12 12,570
DIAMONDCLUSTER INTL INC COM 25278P106 12 2,000 SH DEF 12 2,000
DIASYS CORP COM 252838107 8 9,700 SH DEF 12 9,700
DICE INC COM 25301P107 8 3,600 SH DEF 12 3,600
DIEBOLD INC. COM 253651103 315 8,450 SH DEF 2 8,450
DIEBOLD INC. COM 253651103 7,380 198,165 SH DEF 7 198,165
DIEBOLD INC COM 253651103 1,827 49,063 SH DEF 12 49,063
DIEBOLD INC COM COM 253651103 9,720 261,000 SH DEF 3 245,400 15,600
DIGEX INC DEL COM 253756100 1 6,063 SH DEF 12 6,063
DIGI INTERNATIONAL INC COM 253798102 1 325 SH DEF 12 325
DIGIMARC CORP COM 253807101 1 100 SH DEF 12 100
DIGITAL ANGEL CORP COM 253830103 1 225 SH DEF 12 225
DIGITAL LIGHTWAVE COM 253855100 563 181,700 SH DEF 6 179,000 2,700
DIGITAL INSIGHT CORP COM 25385P106 3 170 SH DEF 12 170
DIGITAL RIVER INC COM 25388B104 14 1,500 SH DEF 3 1,500
DIGITAS INC COM 25388K104 3 600 SH DEF 12 600
DIME CMNTY BANCSHRS COM 253922108 579 24,000 SH DEF 6 24,000
DIME COMMUNITY BANCSHARES INC COM 253922108 11,892 524,100 SH DEF 3 441,200 82,900
DIGENE CORP COM 253990675 4 300 SH DEF 12 300
DILLARDS INC CL A COM 254067101 5,424 206,300 SH DEF 3 206,300
DILLARDS CAPITAL TRUST I PFD 25406P200 57 2,800 SH DEF 12 2,800
***DIMETHAID RESEARCH INC COM 25435L105 110 58,145 SH DEF 12 58,145
DIMON INC COM 254394109 23 3,300 SH DEF 12 3,300
DIMON INCORPORATED COM 254394109 6,267 880,200 SH DEF 6 855,100 25,100
DIMON INC COM COM 254394109 1,190 171,900 SH DEF 3 161,900 10,000
DIODES INC COM 254543101 1,020 121,300 SH DEF 6 121,300
DIONEX CORP COM 254546104 25 932 SH DEF 12 932
DIOMED HOLDINGS INC COM 25454R108 1 500 SH DEF 12 500
DIRECT INSITE CORP. COM 25457C207 1 240 SH DEF 2 240
WALT DISNEY CO. COM 254687106 3,640 192,572 SH DEF 1 42,500 150,072
THE WALT DISNEY CO. COM 254687106 4,213 222,925 SH DEF 2 217,723 5,202
DISNEY COM 254687106 6,762 357782 SH DEF 4 357782
THE WALT DISNEY CO. COM 254687106 25 1,300 SH DEF 7 1,300
THE WALT DISNEY CO. COM 254687106 1,894 100,198 SH DEF 9 100,198
WALT DISNEY CO COM 254687106 513 27,147 SH DEF 11 18,518 3,020 5,609
WALT DISNEY CO HOLDING CO COM 254687106 12,351 653,516 SH DEF 12 653,516
DISNEY (WALT) CO. HOLDING CO. COM 254687106 3,207 112,300 SH DEF 15 112,300
THE WALT DISNEY CO COM 254687106 33,628 1,599,560 SH DEF 6 1,487,150 113,035
DISNEY WALT CO DEL COM COM 254687106 4,718 249,647 SH DEF 3 240,047 9,600
WALT DISNEY COMPANY PFD 254687304 49 1,915 SH DEF 12 1,915
DIVALL INSURED INCOME PPTYS LP COM 255017105 25 50 SH DEF 12 50
DIVERSA CORP COM 255064107 1 100 SH DEF 12 100
DIVERSIFIED SENIOR SERVICES COM 255340101 5 131,121 SH DEF 12 131,121
***DIVERSINET CORP NEW COM 25536K204 1 4,100 SH DEF 12 4,100
DIVINE INC COM 255402109 3 13,570 SH DEF 12 13,570
DIVINE INC CL A NEW COM 255402406 12 3,126 SH DEF 12 3,126
DOCUCORP INTERNATIONAL INC COM 255911109 3 281 SH DEF 12 281
DOCUMENTUM INC COM 256159104 5 400 SH DEF 12 400
DOLE FOOD COMPANY COM 256605106 52 1,800 SH DEF 2 1,800
DOLE FOOD CO INC COM 256605106 29 1,000 SH DEF 12 1,000
DOLE FOOD INC COM COM 256605106 3,292 114,100 SH DEF 3 101,200 12,900
DOLLAR GENERAL CORP. COM 256669102 10 529 SH DEF 2 529
DOLLAR GENERAL CORP COM 256669102 215 11,288 SH DEF 12 11,288
DOLLAR THRIFTY AUTOMOTIVE COM 256743105 10 400 SH DEF 12 400
DOLLAR THRIFTY AUTO COM 256743105 1,787 76,900 SH DEF 6 76,900
DOLLAR TREE STORES INC COM 256747106 26 650 SH DEF 12 650
DOLLAR TREE STORES INC COM COM 256747106 524 13,300 SH DEF 3 13,300
DOMINION CNG CAP TRUST I PFD 257206201 515 20,485 SH DEF 12 20,485
DOMINION HOMES INC COM 257386102 48 2,350 SH DEF 12 2,350
DOMINION HOMES INC COM 257386102 1,332 56,800 SH DEF 6 54,000 2,800
DOMINION RESOURCES, INC. VA COM 25746U109 266 4,018 SH DEF 1 2,512 1,506
DOMINION RES INC VA NEW COM 25746U109 117 1,760 SH DEF 2 1,760
DOMINION RESOURCES INC/VA COM 25746U109 441 6,663 SH DEF 5 6,213 450
DOMINION RESOURCES INC VA NEW COM 25746U109 735 11,096 SH DEF 11 9,206 1,800 90
DOMINION RESOURCES INC VA NEW COM 25746U109 2,660 40,183 SH DEF 12 40,183
DOMINION RESOURCES COM 25746U109 12,710 195,550 SH DEF 13 195,550
DOMINION RESOURCES INC/VA COM 25746U109 10 100 SH DEF 15 100
DOMINION RES INC VA COM 25746U109 8 121 SH DEF 6 121
DOMINION RESOURCES CAP TR II PFD 25746X202 213 8,150 SH DEF 12 8,150
DOMTAR INC COM 257561100 11,267 964,600 SH DEF 6 833,900 130,700
DONALDSON INC. COM 257651109 1,913 54,600 SH DEF 2 54,600
DONALDSON CO INC COM 257651109 889 25,375 SH DEF 12 25,375
DONEGAL GROUP INC CL A 257701201 933 80,044 SH DEF 6 77,556 2,488
DONEGAL GROUP INC COM 257701201 15 1,500 SH DEF 12 1,500
DONEGAL GROUP INC CL B 257701300 459 42,671 SH DEF 6 41,427 1,244
DONNELLEY (R R) & SONS CO COM 257867101 116 4,200 SH DEF 2 4,200
R R DONNELLEY & SONS CO COM 257867101 182 6,600 SH DEF 12 6,600
DONNELLEY R R & SONS COM 257867101 5,321 184,555 SH DEF 6 184,555
DONNELLEY R R & SONS CO COM COM 257867101 8,466 307,300 SH DEF 3 307,300
DONNELY CORP CL A 257870105 455 23,100 SH DEF 6 22,700 400
***DORAL FINANCIAL CORP COM 25811P100 5 149 SH DEF 12 149
DORAL FINL CORP COM COM 25811P100 4,544 136,100 SH DEF 3 127,500 8,600
DORCHESTER HUGOTON LTD- COM 258205202 2 162 SH DEF 12 162
DOUBLECLICK INC COM 258609304 15 2,088 SH DEF 12 2,088
***DOUBLESTAR RESOURCES LTD COM 258903103 1 3,320 SH DEF 12 3,320
DOVER CORP. COM 260003108 14,604 417,254 SH DEF 2 410,704 6,550
DOVER CORP COM COM 260003108 938 26,800 SH DEF 5 26,800
DOVER CORP. COM 260003108 25 700 SH DEF 7 700
DOVER CORP COM 260003108 551 15,750 SH DEF 11 13,200 2,325 225
DOVER CORP COM 260003108 2,056 58,737 SH DEF 12 58,737
DOVER DOWNS GAMING & ENTMT INC COM 260095104 34 2,643 SH DEF 12 2,643
DOVER MOTORSPORTS INC COM 260174107 15 2,663 SH DEF 12 2,663
DOW CHEMICAL CO COM 260543103 1,634 47,533 SH DEF 2 47,463 70
DOW CHEMICAL CO COM COM 260543103 1,920 55,840 SH DEF 5 43,690 12,150
DOW CHEMICAL CO COM 260543103 251 7,297 SH DEF 11 6,240 1,057
DOW CHEMICAL CO COM 260543103 5,182 150,736 SH DEF 12 150,736
DOW CHEMICAL CO. COM 260543103 4,062 77,800 SH DEF 15 77,800
DOW CHEM CO COM 260543103 19,160 574,685 SH DEF 6 522,285 52,400
DOW CHEM CO COM COM 260543103 2,347 68,258 SH DEF 3 64,058 4,200
DOW JONES & CO COM 260561105 491 10,130 SH DEF 2 10,130
DOW JONES & CO COM 260561105 1,381 28,500 SH DEF 9 300 28,200
DOW JONES & CO INC COM 260561105 21 434 SH DEF 12 434
DOWNEY FINANCIAL CAP TR I PFD 261016208 11 400 SH DEF 12 400
DOWNEY FINANCIAL CORP COM 261018105 2 48 SH DEF 12 48
DOWNEY FINANCIAL COM 261018105 17,856 327,700 SH DEF 6 324,000 3,700
DRESS BARN INC COM 261570105 22 1,400 SH DEF 12 1,400
DRESS BARN INC COM 261570105 1,482 46,840 SH DEF 6 46,840
DREW INDUSTRIES INC NEW COM 26168L205 16 1,000 SH DEF 12 1,000
DREXLER TECHNOLOGY CORP COM 261876106 2 100 SH DEF 12 100
DREYERS GRAND ICE CREAM INC COM COMSD I 261878102 220 3,200 SH DEF 3 3,200
DREYFUS STRATEGIC MUNICIPALS UNIT 261932107 318 32,042 SH DEF 12 32,042
DREYFUS HIGH YIELD STRATEGIES UNIT 26200S101 200 47,237 SH DEF 12 47,237
DREYFUS MUNICIPAL INCOME INC UNIT 26201R102 12 1,350 SH DEF 12 1,350
DREYFUS STRATEGIC MUNICIPAL UNIT 26202F107 172 19,595 SH DEF 12 19,595
DUPONT DE NEMOURS COM 263534109 1,635 36,827 SH DEF 1 4,735 32,092
DU PONT (EI) DE NEMOURS AND CO. COM 263534109 1,620 36,479 SH DEF 2 36,402 77
DUPONT COM 263534109 6,371 143480 SH DEF 4 143480
DU PONT E I DE NEMOURS & CO CO COM 263534109 654 14,738 SH DEF 5 8,878 5,860
DU PONT (EI) DE NEMOURS AND CO. COM 263534109 77 1,740 SH DEF 7 1,740
DU PONT (EI) DE NEMOURS AND CO. COM 263534109 720 16,211 SH DEF 9 1,300 14,911
E I DU PONT DE NEMOURS & CO COM 263534109 578 13,029 SH DEF 11 11,740 1,133 156
E I DU PONT DE NEMOURS & CO COM 263534109 10,046 226,270 SH DEF 12 226,270
DU PONT E I DE NEMOURS & CO. COM 263534109 4,377 64,905 SH DEF 15 64,905
DU PONT E I DE NEMOU COM 263534109 11,353 246,795 SH DEF 6 246,795
DU PONT E I DE NEMOURS & CO COM COM 263534109 20,033 451,197 SH DEF 3 435,097 16,100
E I DUPONT DE NEMOURS $3.50PFD PFD 263534208 85 1,425 SH DEF 12 1,425
DU PONT E I DE NEMOURS & CO PFD 263534307 33 420 SH DEF 2 420
E I DUPONT DE NEMOURS $4.50PFD PFD 263534307 120 1,508 SH DEF 12 1,508
DUCKWALL-ALTO STORES COM 264142100 1,004 70,700 SH DEF 6 68,600 2,100
DUCOMMUN INC COM 264147109 2,702 142,200 SH DEF 6 138,200 4,000
DUCOMMUN INC DEL COM COM 264147109 4,154 158,300 SH DEF 3 116,800 41,500
DUFF & PHELPS UTILITY & UNIT 26432K108 379 28,565 SH DEF 12 28,565
DUKE CAP FINANCING TRUST I PFD 264393208 90 3,560 SH DEF 12 3,560
DUKE ENERGY CAPITAL TRUST I PFD 264396201 60 2,415 SH DEF 12 2,415
DUKE ENERGY CORP. COM 264399106 2,728 87,702 SH DEF 2 87,702
DUKE ENERGY CORP COM 264399106 4,076 131,074 SH DEF 5 97,897 33,177
DUKE ENERGY CORP. COM 264399106 695 22,358 SH DEF 9 285 22,073
DUKE ENERGY CORP. COM 264399106 3,732 120,000 SH DEF 10 120,000
DUKE ENERGY CORP COM 264399106 6,314 203,022 SH DEF 12 203,022
DUKE ENERGY COM 264399106 9,686 305,000 SH DEF 13 305,000
DUKE ENERGY CORP. COM 264399106 151 3,200 SH DEF 15 3,200
DUKE ENERGY CORP COM 264399106 11,514 359,700 SH DEF 6 359,700
DUKE ENERGY CORP COM COM 264399106 2,182 70,150 SH DEF 3 66,450 3,700
DUKE ENERGY CORP PFD 264399544 144 6,600 SH DEF 12 6,600
DUKE ENERGY CORP PFD 264399585 224 9,950 SH DEF 12 9,950
DUKE EN UNIT COM 264399588 6,185 272,500 SH DEF 13 272,500
DUKE ENERGY CORP 6.60% SR NTS PFD 264399619 34 1,300 SH DEF 12 1,300
DUKE ENERGY CORP-6.375% CUM PFD 264399635 16 600 SH DEF 12 600
DUKE CAPITAL FIN TRUST II PFD 26439E204 83 3,335 SH DEF 12 3,335
DUKE CAPITAL FINANCING TR III PFD 26439F201 62 2,300 SH DEF 12 2,300
DUKE ENERGY CAP TR II 7.2% PFD 26439G209 10 400 SH DEF 12 400
DUKE REALTY CORPORATION COM 264411505 2,131 73,605 SH DEF 2 69,805 3,800
DUKE REALTY CORP COM 264411505 3,428 118,399 SH DEF 12 118,399
DUKE REALTY INVT INC COM NEW COM 264411505 2,316 80,000 SH DEF 3 80,000
DUKE WEEKS REALTY CORP PFD 264411810 104 4,000 SH DEF 2 4,000
DUKE RLTY CORP DEP SHS PFD 264411810 18 700 SH DEF 12 700
DUKE REALTY CORP PREF SH PFD 264411828 63 2,500 SH DEF 12 2,500
DUKE REALTY CORP PFD 264411844 31 1,200 SH DEF 12 1,200
DUN & BRADSTREET CORP. COM 26483E100 128 3,863 SH DEF 2 3,563 300
DUN & BRADSTREET CORP COM 26483E100 333 10,070 SH DEF 12 10,070
DUN & BRADSTREET CORP. COM 26483E100 136 2,700 SH DEF 15 2,700
DUN & BRADSTREET CP NEW COM 26483E100 17 525 SH DEF 6 525
DUN & BRADSTREET CORP COM 26483E100 30,965 936,920 SH DEF 3 910,320 26,600
***DUNDEE BANCORP INC COM 264901109 2 153 SH DEF 12 153
***DUPONT CANADA INC COM 265902106 17 900 SH DEF 12 900
DURA AUTOMOTIVE SYS CL A 265903104 5,722 257,728 SH DEF 6 249,228 8,500
DURA AUTOMOTIVE SYS CL B COM 265903104 4,355 209,900 SH DEF 3 169,500 40,400
DUQUESNE CAPITAL LP-8.375% CUM PFD 266224203 550 22,000 SH DEF 12 22,000
DUQUESNE LIGHT CO-7.375% QTLY PFD 266228840 97 3,960 SH DEF 12 3,960
DURATEK INC COM 26658Q102 20 2,750 SH DEF 12 2,750
DURECT CORP COM 266605104 32 4,000 SH DEF 12 4,000
DUSA PHARMACEUTICALS INC. COM 266898105 1 400 SH DEF 2 400
DUSA PHARMACEUTICALS INC COM 266898105 1 300 SH DEF 12 300
DYCOM INDUSTRIES INC COM 267475101 31 2,649 SH DEF 12 2,649
DYCOM IND INC COM 267475101 15,701 1,228,128 SH DEF 6 1,197,673 1,970 29,500
DYNAMEX INC COM 26784F103 2 834 SH DEF 6 834
DYNEGY INC CL A 26816Q101 5,611 631,130 SH DEF 6 574,130 57,000
DYNEGY INC NEW COM 26816Q101 504 70,000 SH DEF 8 70,000
DYNEGY INC (HOLDING CO) COM 26816Q101 216 29,975 SH DEF 12 29,975
DYNEGY INC NEW COM 26816Q101 10,800 1,500,000 SH DEF 14 1,500,000
DYNEX CAP INC PFD 26817Q407 41 1,500 SH DEF 2 1,500
DYNEX CAP INC COM 26817Q506 15 3,120 SH DEF 12 3,120
***ECI TELECOM LTD -ORD COM 268258100 2 700 SH DEF 12 700
EDF LONDON CAP L P GTD 8.625% PFD 268316205 987 39,381 SH DEF 12 39,381
E DIGITAL CORP COM 26841Y103 2 5,300 SH DEF 12 5,300
EEX CORPORATION - NEW COM 26842V207 3 1,464 SH DEF 12 1,464
EEX CORPORATION COM 26842V207 20 10000 SH DEF 10000
EGL INC COM 268484102 17 1,000 SH DEF 12 1,000
EIX TRUST II (EDISON INTL) PFD 26853P206 21 900 SH DEF 12 900
EIX TR I PFD 268540200 682 30,980 SH DEF 12 30,980
ELXSI CORP COM 268613205 154 21,700 SH DEF 6 19,300 2,400
EMC CORP. COM 268648102 190 25,150 SH DEF 1 400 24,750
EMC CORP. COM 268648102 192 25,461 SH DEF 2 24,711 750
EMC COM 268648102 57 7526 SH DEF 4 7526
EMC CORPORATION COM 268648102 2,896 383,543 SH DEF 5 303,273 80,270
EMC CORP. COM 268648102 8 1,000 SH DEF 7 1,000
EMC CORP. COM 268648102 230 30,410 SH DEF 9 30,410
EMC CORP-MASS COM 268648102 3,064 405,765 SH DEF 12 405,765
EMC CORP. (MASS) COM 268648102 2,372 206,900 SH DEF 15 206,900
EMS TECHNOLGIES INC COM 26873N108 7 350 SH DEF 12 350
ENSCO INTERNATIONAL INC. COM 26874Q100 530 19,450 SH DEF 2 19,450
ENSCO INTERNATIONAL INC COM 26874Q100 1,738 63,742 SH DEF 5 55,075 8,667
ENSCO INTERNATIONAL INC COM 26874Q100 299 10,960 SH DEF 12 10,960
ENSCO INTL INC COM COM 26874Q100 559 20,500 SH DEF 3 13,100 7,400
ENI SPA-SPONSORED ADR COM 26874R108 8,921 113,202 SH DEF 6 110,513 3,485
EOG RES INC COM 26875P101 330 8,322 SH DEF 12 8,322
E.ON AG S.A. ADR 268780103 2 30 SH DEF 2 30
ERESOURCE CAPITAL GROUP INC COM 26883W205 1 571 SH DEF 12 571
ESB FINANCIAL CORP COM 26884F102 3 280 SH DEF 12 280
EVI INC-5% CONV SUB DEBS PFD 268939402 154 3,100 SH DEF 12 3,100
EAGLE BANCORP INC MD COM 268948106 266 18,250 SH DEF 12 18,250
ESS TECHNOLOGY INC COM 269151106 12 700 SH DEF 12 700
ESS TECHNOLOGY INC COM 269151106 12,585 717,495 SH DEF 3 632,595 84,900
E TRADE GROUP INC COM 269246104 88 16,105 SH DEF 12 16,105
E TRADE GROUP INC COM 269246104 1 150 SH DEF 6 150
EAGLE BANCSHARES INC COM 26942C109 3 133 SH DEF 12 133
E INK CORPORATION CONV PFD 269990305 159 13,250 SH DEF 5 12,250 1,000
EARTHLINK INC COM 270321102 5 800 SH DEF 2 800
EARTHLINK INC COM 270321102 69 10,251 SH DEF 12 10,251
EARTHLINK INC COM 270321102 6,217 944,570 SH DEF 6 933,990 2,370 9,580
EARTHSHELL CORP COM 27032B100 19 16,365 SH DEF 12 16,365
EAST WEST BANCORP INC COM 27579R104 287 8,300 SH DEF 3 8,300
EASTERN AMERICAN NATURAL GAS PFD 276217106 661 37,585 SH DEF 12 37,585
EASTERN CO COM 276317104 816 53,000 SH DEF 6 51,350 1,650
EASTERN VIRGINIA BANKSHARES COM 277196101 2,350 130,616 SH DEF 12 130,616
EASTGROUP PROPERTIES INC COM 277276101 13 500 SH DEF 12 500
EASTGROUP PROPERTIES INC COM 277276101 788 30,955 SH DEF 6 30,955
EASTMAN CHEMICAL CO COM 277432100 13 267 SH DEF 2 267
EASTMAN CHEMICAL COMPANY COM 277432100 9 200 SH DEF 4 200
EASTMAN CHEMICAL CO INC COM 277432100 276 5,889 SH DEF 5 2,877 3,012
EASTMAN CHEMICAL CO COM 277432100 1 30 SH DEF 7 30
EASTMAN CHEMICAL CO COM 277432100 60 1,277 SH DEF 12 1,277
EASTMAN CHEM CO COM 277432100 985 21,300 SH DEF 6 21,300
EASTMAN KODAK COMPANY COM 277461109 208 7,137 SH DEF 2 7,061 76
EASTMAN KODAK COMPANY COM 277461109 4 120 SH DEF 7 120
EASTMAN KODAK COMPANY COM 277461109 210,492 7,216,049 SH DEF 8 7,216,049
EASTMAN KODAK CO. COM 277461109 571 19,559 SH DEF 9 43,244,865
EASTMAN KODAK COMPANY COM 277461109 426,542 14,622,609 SH DEF 10 14,622,609
EASTMAN KODAK CO COM 277461109 8,756 300,168 SH DEF 12 300,168
EASTMAN KODAK CO. COM 277461109 239 5,400 SH DEF 15 5,400
EASTMAN KODAK CO COM 277461109 13,047 392,160 SH DEF 6 392,160
EASTON BANCORP INC-MD COM 277496105 4 350 SH DEF 12 350
ETR-SER 5-COUPON-INT PMT ON CONV 277847GG8 196 2,000 PRN DEF 12 2,000
ETR-SER 11-COUPON-INT PMT ON CONV 277847TG4 89 1,000 PRN DEF 12 1,000
EATON CORP. COM 278058102 200 2,750 SH DEF 2 2,750
EATON CORP COM 278058102 117 1,602 SH DEF 12 1,602
EATON CORP COM 278058102 2 30 SH DEF 6 30
EATON VANCE CORP-NON VTG COM 278265103 537 17,215 SH DEF 12 17,215
EATON VANCE FLA MUN INOME TR UNIT 27826B100 28 2,000 SH DEF 12 2,000
EATON VANCE SR INCOME TR-SBI UNIT 27826S103 23 2,981 SH DEF 12 2,981
EATON VANCE NATIONAL MUNICIPAL UNIT 27826U108 37 2,640 SH DEF 12 2,640
EBAY INC COM 278642103 777 12,613 SH DEF 12 12,613
ECHELON CORP COM 27874N105 398 30,900 SH DEF 12 30,900
ECHOSTAR COMMUNICATIONS CORP COM 278762109 358 19,285 SH DEF 12 19,285
ECLIPSYS CORP COM 278856109 8 1,207 SH DEF 12 1,207
ECOLAB INC COM 278865100 1,793 38,781 SH DEF 12 38,781
EDELBROCK CORP COM 279434104 532 41,690 SH DEF 6 40,480 1,210
EDGE PETE CORP DEL COM 279862106 823 138,800 SH DEF 6 134,600 4,200
EDISON INTERNATIONAL COM 281020107 331 19,490 SH DEF 12 19,490
EDISON INTL COM 281020107 3 150 SH DEF 6 150
EDISON INTERNATIONAL COM 281020107 4,867 286,300 SH DEF 3 247,200 39,100
EDISON SCHS INC COM 281033100 9 8,700 SH DEF 12 8,700
EDO CORPORATION COM 281347104 40 1,400 SH DEF 2 1,400
EDO CORP COM 281347104 108 3,800 SH DEF 12 3,800
EDUCATION MANAGEMENT CORP COM 28139T101 6 140 SH DEF 12 140
J D EDWARDS & CO COM 281667105 10 864 SH DEF 12 864
A G EDWARDS INC COM 281760108 225 5,792 SH DEF 12 5,792
EDWARDS LIFESCIENCES CORP COM 28176E108 51 2,188 SH DEF 12 2,188
EDWARDS LIFESCIENCE COM 28176E108 779 32,685 SH DEF 6 32,685
EDWARDS LIFESCIENCES CP COM 28176E108 12,594 542,850 SH DEF 3 496,350 46,500
1838 BOND DEBENTURE TRADING UNIT 282520105 10 500 SH DEF 12 500
EL PASO CORPORATION COM 28336L109 2,861 138,840 SH DEF 2 137,708 1,132
EL PASO COM 28336l109 9 460 SH DEF 4 460
EL PASO CORPORATION COM 28336L109 2,268 110,024 SH DEF 5 87,545 22,479
EL PASO CORPORATION COM 28336L109 1,424 69,105 SH DEF 12 69,105
EL PASO ENERGY COM 28336L109 9,946 484,000 SH DEF 13 467,000
EL PASO CORP COM 28336L109 2,507 80,100 SH DEF 15 80,100
EL PASO CORPORATION COM 28336L109 13,425 523,400 SH DEF 6 502,300 21,100
EL PASO CORPORATION CVT 28336LAA7 113 5500 PRN DEF 5500
EL PASO CORPORATION CVT BOND CVT 28336LAC3 94,469 231,825,000 PRN DEF 16
EL PASO ELECTRIC CO NEW COM 283677854 1,012 73,055 SH DEF 12 73,055
EL PASO ELECTRIC CO NEW COM 283677854 23,309 1,598,268 SH DEF 6 1,562,971 2,120 35,200
EL PASO ELECTRIC CO COM NEW COM 283677854 3,555 256,670 SH DEF 3 212,970 43,700
EL PASO ENERGY CAPITAL TRUST I PFD 283678209 10 275 SH DEF 12 275
EL PASO ENERGY PARTNERS L P COM 28368B102 743 23,300 SH DEF 12 23,300
EL PASO ENERGY PARTNERS LP COM 28368B102 159 5000 SH DEF 5000
ELAN CORP. ADR ADR 284131208 3 600 SH DEF 2 600
ELAN CORP PLC COM 284131208 99 18,098 SH DEF 5 16,100 1,998
ELAN CORP PLC-ADR COM 284131208 2,041 372,585 SH DEF 6 340,780 32,375
ELCOR CORP COM COM 284443108 443 16,200 SH DEF 3 16,200
ELDER BEERMAN STORES CORP NEW COM 284470101 1 400 SH DEF 2 400
ELEC COMMUNICATIONS CORP COM 284739109 1 28,500 SH DEF 12 28,500
***ELDORADO GOLD CORP NEW COM 284902103 1 700 SH DEF 12 700
ELECTRO SCIENTIFIC INDS INC COM 285229100 14 585 SH DEF 12 585
ELECTROGLAS INC COM 285324109 5 500 SH DEF 12 500
ELECTRONIC ARTS INC. COM 285512109 10 150 SH DEF 2 150
ELECTRONIC ARTS INC COM 285512109 231 3,500 SH DEF 5 3,500
ELECTRONIC ARTS INC COM 285512109 233 3,525 SH DEF 12 3,525
ELECTRONIC DATA SYSTEMS COM 285661104 135 3,624 SH DEF 2 2,469 1,155
ELECTRONIC DATA SYSTEMS COM 285661104 15 398 SH DEF 4 398
ELECTRONIC DATA SYSTEMS CORP COM 285661104 317 8,535 SH DEF 11 3,940 4,216 379
ELECTRONIC DATA SYSTEMS CORP COM 285661104 3,429 92,293 SH DEF 12 92,293
ELECTRONIC DATA SYSTEMS CORP. COM 285661104 3,741 66,300 SH DEF 15 66,300
ELECTRONIC DATA SYS NW COM COM 285661104 9,992 268,969 SH DEF 3 261,869 7,100
ELECTRONIC DATA SYS CORP NEW PFD 285661203 1,437 38,625 SH DEF 12 38,625
ELECTRONICS BOUTIQUE HOLDINGS COM 286045109 158 5,400 SH DEF 12 5,400
ELECTRONICS FOR IMAGING INC COM 286082102 52 3,295 SH DEF 12 3,295
ELECTRONICS FOR IMAGING INC COM 286082102 32,946 2,033,720 SH DEF 6 1,920,270 1,970 112,530
ELLIS PERRY INTL INC COM 288853104 1,811 108,441 SH DEF 6 104,441 4,000
ELLSWORTH CONVERTIBLE GROWTH & UNIT 289074106 46 5,565 SH DEF 12 5,565
EMBARCADERO TECHNOLOGIES INC COM 290787100 8 1,300 SH DEF 12 1,300
EMBRAER AIRCRAFT CORP ADR ADR 29081M102 147 6,852 SH DEF 3 6,852
EMCORE CORP COM 290846104 4 650 SH DEF 12 650
EMCOR GROUP INC COM 29084Q100 644 11,400 SH DEF 6 11,400
EMCOR GROUP INC COM 29084Q100 22,432 382,140 SH DEF 3 336,340 45,800
EMERGING MARKETS FLOATING RATE UNIT 290885102 9 800 SH DEF 12 800
EMERGE INTERACTIVE INC COM 29088W103 5 20,430 SH DEF 12 20,430
EMERGING MARKETS INCOME FUND UNIT 290920107 151 12,500 SH DEF 12 12,500
EMERSON ELECTRIC CO. COM 291011104 1,354 25,300 SH DEF 1 25,300
EMERSON ELECTRIC CO. COM 291011104 16,325 305,086 SH DEF 2 300,065 5,021
EMERSON ELECTRIC COM 291011104 14 265 SH DEF 4 265
EMERSON ELEC CO COM COM 291011104 3,501 65,428 SH DEF 5 51,553 13,875
EMERSON ELECTRIC CO COM 291011104 504 9,420 SH DEF 11 6,225 1,565 1,630
EMERSON ELECTRIC CO COM 291011104 11,828 221,039 SH DEF 12 221,039
EMERSON ELECTRIC CO. COM 291011104 4,246 52,250 SH DEF 15 52,250
EMERSON ELEC CO COM 291011104 16,563 286,310 SH DEF 6 286,310
EMERSON ELEC CO COM COM 291011104 7,128 133,200 SH DEF 3 130,900 2,300
EMERSON RADIO CORP NEW COM 291087203 3 1,500 SH DEF 12 1,500
EMISPHERE TECHNOLOGIES INC COM 291345106 10 2,400 SH DEF 12 2,400
EMULEX CORP NEW COM 292475209 186 8,280 SH DEF 12 8,280
EN POINTE TECHNOLOGIES INC COM 29247F108 2 2,000 SH DEF 12 2,000
ENCANA CORPORATION COM 292505104 1,483 48,483 SH DEF 5 40,363 8,120
***ENCANA CORP COM 292505104 1,188 38,830 SH DEF 12 38,830
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 1,248 27,863 SH DEF 12 27,863
ENCORE COMPUTER CORP COM 292555109 1 66,500 SH DEF 12 66,500
ENCOMPASS SERVICES CORP COM 29255U104 1 2,000 SH DEF 12 2,000
ENCOMPASS SVS CORP COM 29255U104 777 844,457 SH DEF 6 812,357 32,100
ENDESA S.A. ADR ADR 29258N107 522 36,450 SH DEF 2 36,450
ENDESA SA-SPONSORED ADR COM 29258N107 2,525 177,373 SH DEF 6 174,181 4,135
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 534 76,300 SH DEF 3 73,800 2,500
ENDOCARE INC COM 29264P104 99 7,500 SH DEF 12 7,500
ENERGEN CORP COM 29265N108 7 250 SH DEF 12 250
ENERGEN CORP COM 29265N108 17,480 642,170 SH DEF 6 626,870 15,300
ENERGY EAST CORPORATION COM 29266M109 252 11,136 SH DEF 12 11,136
EN.EAST COM 29266M109 23,607 1,045,500 SH DEF 13 1,045,500
ENERGY EAST CORP COM 29266M109 6 240 SH DEF 6 240
ENERGIZER HLDGS INC COM 29266R108 8 305 SH DEF 2 305
ENERGIZER HOLDINGS INC COM 29266R108 7 241 SH DEF 12 241
ENERGIZER HLDGS INC COM 29266R108 24 875 SH DEF 6 875
ENERGIZER HOLDINGS INC COM 29266R108 159 5,800 SH DEF 3 5,800
ENERGY EAST CAP TR I 8.25% PFD 29267G200 154 6,080 SH DEF 12 6,080
ENERGY PARTNERS LTD COM 29270U105 74 8,000 SH DEF 12 8,000
***ENERPLUS RESOURCES FUND COM 29274D604 46 2,500 SH DEF 12 2,500
ENGELHARD CORP. COM 292845104 23 800 SH DEF 7 800
ENGELHARD CORP COM 292845104 1 45 SH DEF 12 45
ENGLEHARD CORP COM 292845104 95 2,200 SH DEF 15 2,200
ENGINEERED SUPPORT SYSTEMS INC COM 292866100 26 500 SH DEF 12 500
ENGINEERED SUPPORT SYSTEMS COM 292866100 77 1,470 SH DEF 3 1,470
ENDOCARDIAL SOLUTIONS INC COM 292962107 3 400 SH DEF 12 400
ENNIS BUSINESS FORMS INC. COM 293389102 264 20,250 SH DEF 2 20,250
ENNIS BUSINESS FORMS INC COM 293389102 35 2,700 SH DEF 12 2,700
ENNIS BUSINESS FORMS COM 293389102 3,997 285,500 SH DEF 6 276,800 8,700
ENPRO INDUSTRIES INC COM 29355X107 87 16,576 SH DEF 12 16,576
ENRON CORP COM 293561106 9 79,859 SH DEF 12 79,859
ENRON CAPITAL TRUST I-8.30% PFD 29357N206 7 5,700 SH DEF 12 5,700
ENRON CAPITAL TRUST II-8.125% PFD 29357P201 3 2,400 SH DEF 12 2,400
ENSTAR GROUP INC COM 29358R107 1 40 SH DEF 2 40
ENTEGRIS INC COM 29362U104 29 2,000 SH DEF 12 2,000
ENTEGRIS INC COM 29362U104 2,628 180,000 SH DEF 3 136,500 43,500
ENTERASYS NETWORKS, INC. COM 293637104 2,588 1,454,000 SH DEF 8 1,454,000
ENTERASYS NETWORKS, INC. COM 293637104 19,773 11,108,400 SH DEF 10 11,108,400
ENTERASYS NETWORKS INC COM 293637104 175 98,069 SH DEF 12 98,069
ENTERASYS NETWORKS, INC. COM 293637104 21,801 12,248,000 SH DEF 14 12,248,000
ENTERGY LOUISIANA CAP I-9% CUM PFD 29364A205 13 500 SH DEF 12 500
ENTERGY ARKANSAS CAPITAL I PFD 29364C201 49 2,000 SH DEF 12 2,000
ENTERGY ARKANSAS INC-7.32% PFD PFD 29364D704 9 100 SH DEF 12 100
ENTERGY ARKANSAS INC-7.80% PFD PFD 29364D803 37 400 SH DEF 12 400
ENTERGY ARKANSAS INC 6.7% PFD 29364D811 20 800 SH DEF 12 800
ENTERGY CORP NEW COM 29364G103 191 4,499 SH DEF 12 4,499
ENTERGY CORP COM 29364G103 5 110 SH DEF 6 110
ENTERGY GULF STS CAP I-8.75% PFD 29364H200 260 10,465 SH DEF 12 10,465
ENTERGY LOUISIANA INC PFD 29364M209 7 144 SH DEF 12 144
ENTERGY LOUISIANA INC PFD 29364M407 14 231 SH DEF 12 231
ENTERGY LOUISIANA INC PFD 29364M605 36 550 SH DEF 12 550
ENTERGY LOUISIANA INC 7.6% PFD 29364M811 10 400 SH DEF 12 400
ENTERGY MISSISSIPPI INC PFD 29364N207 27 520 SH DEF 12 520
ENTERGY NEW ORLEANS INC PFD 29364P202 5 100 SH DEF 12 100
ENTERGY NEW ORLEANS INC PFD 29364P301 38 687 SH DEF 12 687
ENTERGY NEW ORLEANS INC PFD 29364P400 25 375 SH DEF 12 375
ENTERPRISE CAPITAL TR I-7.44% PFD 293701207 160 6,860 SH DEF 12 6,860
ENTERPRISE PRODUCTS PARTNERS COM 293792107 878 54,020 SH DEF 12 54,020
ENTERTAINMENT PROPERTIES TRUST COM 29380T105 115 4,675 SH DEF 12 4,675
ENTERTAINMENT PROPERTIES TR COM 29380T105 1,181 47,900 SH DEF 3 16,800 31,100
ENTREMED INC COM 29382F103 3 1,114 SH DEF 12 1,114
ENTRAVISION COMMUNICATIONS COM 29382R107 6 500 SH DEF 12 500
ENTROPIN INC COM 293844106 2 700 SH DEF 12 700
ENTRUST INC COM 293848107 9 3,316 SH DEF 12 3,316
ENZON INC COM 293904108 118 4,805 SH DEF 12 4,805
ENZON INC COM NASD INDL COM 293904108 9,778 397,330 SH DEF 3 388,630 8,700
ENTERPRISE CAPITAL TRUST III PFD 29390B201 35 1,500 SH DEF 12 1,500
ENVIRONMENTAL ELEMENTS CORP COM 293940102 335 119,611 SH DEF 12 119,611
ENVIRONMENTAL TECTONICS CORP COM 294092101 71 10,600 SH DEF 12 10,600
ENZO BIOCHEM INC COM 294100102 53 3,675 SH DEF 12 3,675
EPLUS INC COM 294268107 1,499 163,300 SH DEF 6 159,200 4,100
EPICOR SOFTWARE CORP COM 29426L108 5 3,000 SH DEF 12 3,000
EQUIFAX, INC. COM 294429105 3,000 111,100 SH DEF 1 36,800 74,300
EQUIFAX INC. COM 294429105 27 1,000 SH DEF 7 1,000
EQUIFAX INC COM 294429105 2,146 79,470 SH DEF 12 79,470
EQUIFAX INC COM 294429105 20 750 SH DEF 6 750
EQUIFAX INC COM COM 294429105 6,658 246,600 SH DEF 3 246,600
EQUITABLE BANK MD COM 29444Q105 6 210 SH DEF 12 210
EQUITABLE RESOURCES INC. COM 294549100 34 1,000 SH DEF 2 1,000
EQUITABLE RESOURCES INC COM 294549100 163 4,761 SH DEF 12 4,761
EQUITABLE RES INC COM 294549100 12,820 355,900 SH DEF 6 355,900
EQUITABLE RESOURCE CAP TR I PFD 294550207 243 9,825 SH DEF 12 9,825
EQUITY INCOME FUND UNIT 294700703 49 572 SH DEF 12 572
EQUITY INNS INC COM 294703103 2 200 SH DEF 12 200
EQUITY INNS INC PFD 294703202 18 735 SH DEF 12 735
EQUITY MARKETING INC COM 294724109 51 3,825 SH DEF 12 3,825
EQUITY MARKETING INC COM 294724109 1,183 86,900 SH DEF 6 83,200 3,700
EQUITY OFFICE PROPERTIES TRUST COM 294741103 1,818 60,413 SH DEF 2 60,335 78
EQUITY OFFICE PROPERTIES TRUST COM 294741103 211 7,016 SH DEF 12 7,016
EQUITY OFFFICE PROPERTIES TRUST COM 294741103 289 7,000 SH DEF 15 7,000
EQUITY OFFICE PROPERTIES TR PFD 294741202 13 500 SH DEF 12 500
EQUITY OFFICE PROPERTIES TRUST PFD 294741509 7 155 SH DEF 2 155
EQUITY OFFICE PROPERTIES TR PFD 294741608 38 1,480 SH DEF 12 1,480
EQUITY OFFICE PPTYS TRUST PFD 294741707 32 1,285 SH DEF 12 1,285
EQUITY OIL CO COM 294749106 332 147,600 SH DEF 6 142,800 4,800
EQUITY ONE INC COM 294752100 306 21,890 SH DEF 12 21,890
EQUITY RESIDENTIAL COM 29476L107 17,473 607,740 SH DEF 1 125,740 482,000
EQUITY RESIDENTIAL COM 29476L107 1,350 46,946 SH DEF 2 46,946
EQUITY RESIDENTIAL PROPERTIES TRUCOM 29476L107 1,571 54,638 SH DEF 9 54,638
EQUITY RESIDENTIAL COM 29476L107 398 13,853 SH DEF 12 13,853
EQUITY RESIDENTIAL PFD 29476L305 13 500 SH DEF 12 500
EQUITY RESIDENTIAL PFD 29476L792 221 9,050 SH DEF 12 9,050
EQUITY RESIDENTIAL PROPS PFD 29476L800 7 280 SH DEF 2 280
EQUITY RESIDENTIAL PFD 29476L859 8 300 SH DEF 12 300
EQUITY RESIDENTIAL INTEREST TRUSTPFD 29476L883 67 2,100 SH DEF 2 2,100
ERICSSON L M TEL CO ADR CL B ADR 294821400 66 46,165 SH DEF 2 46,165
ERICSSON L M TEL CO ADR CL B SEK COM 294821400 27 18,800 SH DEF 11 10,800 8,000
ERICSSON L M TEL CO COM 294821400 70 45,090 SH DEF 6 1,440 43,740
ERIE INDEMNITY CO-CL A COM 29530P102 28 700 SH DEF 12 700
ESCALADE INC COM 296056104 3 150 SH DEF 12 150
ESCALADE INC COM 296056104 302 13,100 SH DEF 6 13,100
ESPEED, INC. COM 296643109 27,275 2,500,000 SH DEF 14 2,500,000
ESTERLINE TECH CORP COM 297425100 7,586 365,600 SH DEF 6 356,300 9,300
ETHAN ALLEN INTERIORS INC COM 297602104 189 5,430 SH DEF 12 5,430
ETHAN ALLEN INTERIORS INC COM 297602104 258 7,400 SH DEF 3 7,400
EUROPE FUND INC UNIT 29874M103 37 3,775 SH DEF 12 3,775
EUROPEAN WARRANT FUND INC UNIT 298792102 18 5,973 SH DEF 12 5,973
EUROTECH LTD COM 298796103 1 4,000 SH DEF 12 4,000
EVANS & SUTHERLAND COMPUTER COM 299096107 31 4,000 SH DEF 12 4,000
EXACTECH INC COM 30064E109 47 3,100 SH DEF 12 3,100
EXCEL TECHNOLOGY COM 30067t103 25 1200 SH DEF 4 1200
EXCELON CORP COM 300691102 18 20,050 SH DEF 12 20,050
EXCHANGE NATL BANK CHICAGO ILL CONV 3013353C7 869 10,000 PRN DEF 12 10,000
EXCHANGE NATL BK CHICAGO ILL CONV 3013355L5 8,197 100,000 PRN DEF 12 100,000
EXCHANGE NATL BK CHICAGO ILL CONV 3013356T7 1,464 18,000 PRN DEF 12 18,000
EXCHANGE NATL BK C/D CHICAGO CONV 301335EM3 1,127 12,000 PRN DEF 12 12,000
EXCHANGE NATL BK CHICAGO ILL CONV 301335MX0 4,143 45,000 PRN DEF 12 45,000
EXCHANGE NATL BK CHICAGO IL CONV 301335PJ8 4,455 50,000 PRN DEF 12 50,000
EXCHANGE NATIONAL BANK CHICAGO CONV 301335S48 1,624 19,000 PRN DEF 12 19,000
EXCHANGE NATL BK CHICAGO ILL CONV 301335UT0 861 10,000 PRN DEF 12 10,000
EXCHANGE NATL BANK CHICAGO ILL CONV 301335ZU2 2,166 25,000 PRN DEF 12 25,000
EXCHANGE NATL BANK CHICAGO ILL CONV 301335ZU2 8,941 108,000 PRN DEF 12 108,000
EXELON CORP COM 30161N101 290 5,539 SH DEF 9 5,539
EXELON CORP COM 30161N101 719 13,754 SH DEF 12 13,754
EXELON CORP COM 30161N101 13,523 259,412 SH DEF 6 251,363 8,723
EYE CARE INTERNATIONAL INC COM 301942108 1 2,000 SH DEF 12 2,000
EXIDE TECHNOLOGIES COM 302051107 1 800 SH DEF 12 800
EXPEDIA INC COM 302125109 49 830 SH DEF 12 830
EXPEDIA INC COM 302125109 1,070 18,050 SH DEF 3 9,750 8,300
WTS EXPEDIA INC WT 302125125 6 219 SH DEF 12 219
EXPEDITORS INTERNATIONAL OF COM 302130109 26 784 SH DEF 12 784
EXPLORATION CO OF DELAWARE COM 302133202 69 10,300 SH DEF 12 10,300
EXPLORE HOLDINGS LLC SHARES COM 30214H929 47 19,234 SH DEF 5 19,234
EXPONET INC COM 30214U102 1,330 103,900 SH DEF 6 100,100 3,800
EXPRESS SCRIPTS INC COMMON COM 302182100 10 200 SH DEF 12 200
EXPRESS SCRIPTS INC COM 302182100 10,322 205,980 SH DEF 3 196,680 9,300
EXPRESSJET HOLDINGS INC COM 30218U108 2 180 SH DEF 12 180
EXPRESSJET HOLDINGS INC COM 30218U108 56 4,300 SH DEF 3 4,300
EXTENDED STAY AMERN COM 30224P101 3 200 SH DEF 6 200
EXTREME NETWORKS INC COM 30226D106 16 1,620 SH DEF 12 1,620
EXXON MOBIL CORP. COM 30231G102 37,178 908,546 SH DEF 1 89,352 819,194
EXXON MOBIL CORP. COM 30231G102 42,248 1,032,460 SH DEF 2 1,006,897 25,563
EXXON MOBIL COM 30231g102 204 4985 SH DEF 4 4985
EXXON MOBIL CORPORATION COM 30231G102 45,325 1,107,646 SH DEF 5 1,081,963 25,683
EXXON MOBIL CORP. COM 30231G102 2,941 71,880 SH DEF 7 71,880
EXXON MOBIL CORP. COM 30231G102 2,938 71,805 SH DEF 9 1,880 69,925
EXXON MOBIL CORP COM 30231G102 6,729 164,452 SH DEF 11 114,860 42,368 7,224
EXXON MOBIL CORP COM 30231G102 57,599 1,407,610 SH DEF 12 1,407,610
EXXON-MOBIL CORP. COM 30231G102 888 14,284 SH DEF 15 14,284
EXXON MOBIL CORP COM 30231G102 12,990 325,020 SH DEF 6 325,020
EXXON MOBIL CORPORATION COM 30231G102 62,261 1,521,536 SH DEF 3 1,476,034 45,502
F&M BANCORP-MD COM 302367107 573 16,251 SH DEF 12 16,251
F&M BANCORP MD COM 302367107 1,421 48,149 SH DEF 6 48,149
F & M BANK CORP-TIMBERVILLE VA COM 30237P106 2 86 SH DEF 12 86
FBL FINL GROUP INC COM 30239F106 5,467 276,400 SH DEF 6 267,200 9,200
FBR ASSET INVT CORP COM 30241E303 287 8,600 SH DEF 3 6,900 1,700
FEI CO COM 30241L109 6 250 SH DEF 12 250
FEI COMPANY COM 30241L109 13,984 570,550 SH DEF 3 515,450 55,100
FFD FINANCIAL CORP COM 30243C107 27 2,000 SH DEF 12 2,000
FCNB CAPITAL TRUST 8.25% PFD 30243V204 236 9,275 SH DEF 12 9,275
FLIR SYSTEMS INC COM 302445101 104 2,480 SH DEF 12 2,480
FCB/NC CAP TR II PFD 30245K206 385 14,480 SH DEF 12 14,480
FMC CORP NEW COM 302491303 3 100 SH DEF 12 100
FMC CORP COM 302491303 2,116 59,600 SH DEF 6 59,600
FNB CORP-N.C. COM 302519103 189 10,781 SH DEF 12 10,781
F N B CORP-PA COM 302520101 112 4,089 SH DEF 12 4,089
FNB CORP/PA COM 302520101 187 6,800 SH DEF 3 6,800
FNB FINANCIAL SERV COM 302526108 572 34,023 SH DEF 6 33,023 1,000
FPC CAPITAL TRUST I SER A PFD 302552203 510 20,825 SH DEF 12 20,825
FPIC INSURANCE GROUP INC COM 302563101 68 4,500 SH DEF 12 4,500
FPL GROUP INC. COM 302571104 223 3,718 SH DEF 2 3,718
FPL GROUP INC COM COM 302571104 697 11,617 SH DEF 5 11,000 617
FPL GROUP INC. COM 302571104 2,220 37,000 SH DEF 9 37,000
FPL GROUP INC COM 302571104 1,687 28,120 SH DEF 12 28,120
FPL GROUP INC COM 302571104 60 1000 SH DEF 1000
FPL GROUP INC COM 302571104 5 80 SH DEF 6 80
FPL GROUP INC COM COM 302571104 162 2,700 SH DEF 3 2,700
F N B CORP-VA COM 302930102 29 939 SH DEF 12 939
FTI CONSULTING INC COM 302941109 112 3,200 SH DEF 12 3,200
FACTORY POINT BANCORP INC-VT COM 303061105 105 5,221 SH DEF 12 5,221
FACTSET RESEARCH SYSTEMS INC COM 303075105 3 100 SH DEF 12 100
FACTUAL DATA CORP COM 303094106 867 73,500 SH DEF 6 70,600 2,900
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 46 1,875 SH DEF 12 1,875
FAIRCHILD SEMICONDUCTOR INTL CL ACOM 303726103 20,764 854,500 SH DEF 3 814,500 40,000
***FAIRMONT HOTELS & RESORTS COM 305204109 134 5,181 SH DEF 12 5,181
FAIRMONT HOTELS RES COM 305204109 8 300 SH DEF 6 300
FALCON PRODS CORP COM 306075102 154 29,200 SH DEF 6 29,200
FALCONSTOR SOFTWARE INC COM 306137100 2 400 SH DEF 12 400
FALMOUTH BANCORP INC COM 306754102 3 100 SH DEF 12 100
FAMILY DOLLAR STORES INC. COM 307000109 441 12,500 SH DEF 2 12,500
FAMILY DOLLAR STORES INC COM 307000109 877 24,889 SH DEF 12 24,889
FARGO ELECTRONICS INC COM COM 30744P102 129 15,700 SH DEF 12 15,700
FARMER BROTHERS CO COM 307675108 145 400 SH DEF 2 400
FARMERS GROUP CAPITAL-8.45% PFD 309593200 91 3,600 SH DEF 12 3,600
FARMERS NATIONAL BANC CORP COM 309627107 12 1,020 SH DEF 12 1,020
FARMERS GROUP CAP II-8.25% CUM PFD 309900207 104 4,100 SH DEF 12 4,100
FASTENAL CO COM 311900104 127 3,290 SH DEF 12 3,290
FASTENAL CO COM NASD INDL COM 311900104 254 6,600 SH DEF 3 6,600
FEDDERS CORP COM 313135501 310 108,680 SH DEF 6 104,280 4,400
FREDDIE MAC COM 313400301 364 5,950 SH DEF 1 4,600 1,350
FREDDIE MAC COM 313400301 13,255 216,593 SH DEF 2 212,673 3,920
FREDDIE MAC COM 313400301 9,523 155609 SH DEF 4 155609
FREDDIE MAC COM 313400301 4,988 81,500 SH DEF 5 69,690 11,810
FREDDIE MAC COM 313400301 528 8,635 SH DEF 11 8,135 500
FREDDIE MAC-VOTING COMMON COM 313400301 7,879 128,743 SH DEF 12 128,743
FREDDIE MAC COM 313400301 195 2,100 SH DEF 15 2,100
FREDDIE MAC COM COM 313400301 6,988 114,178 SH DEF 3 110,378 3,800
FEDERAL HOME LOAN MTG CORP CONV 3134A24G0 5,344 350,000 PRN DEF 12 350,000
FEDERAL HOME LOAN MTG CORP CONV 3134A2MH8 9,912 650,000 PRN DEF 12 650,000
FEDERAL MOGUL CORP COM 313549107 11 15,200 SH DEF 12 15,200
FANNIE MAE COM 313586109 7,787 105,590 SH DEF 1 28,620 76,970
FANNIE MAE COM 313586109 22,301 302,382 SH DEF 2 292,375 10,007
FANNIE MAE COM 313586109 7,511 101840 SH DEF 4 101840
FANNIE MAE COM 313586109 5,818 78,896 SH DEF 5 67,041 11,855
FANNIE MAE COM 313586109 4 50 SH DEF 7 50
FANNIE MAE COM 313586109 171,742 2,328,702 SH DEF 8 2,328,702
FANNIE MAE COM 313586109 10,606 143,816 SH DEF 9 2,442 141,374
FANNIE MAE COM 313586109 335,167 4,544,642 SH DEF 10 4,544,642
FANNIE MAE COM 313586109 2,542 34,466 SH DEF 11 26,056 5,110 3,300
FANNIE MAE COM 313586109 23,406 317,369 SH DEF 12 317,369
FANNIE MAE COM 313586109 5,317 47,470 SH DEF 15 47,470
FEDERAL NATL MTG ASS COM 313586109 36,199 452,435 SH DEF 6 432,335 20,100
FANNIE MAE COM 313586109 28,829 390,897 SH DEF 3 376,397 14,500
FEDERAL NATL MTG ASSN CPN FNMA CONV 31358ABP4 3,050 40,000 PRN DEF 12 40,000
FEDERAL NATL MTG ASSN CPN FNMA CONV 31358ABQ2 2,878 39,000 PRN DEF 12 39,000
FEDERAL NATL MTG ASSN CONV 31364FVA6 669 21,000 PRN DEF 12 21,000
FEDERAL REALTY INVESTMENT TRUST COM 313747206 89 3,225 SH DEF 2 3,225
FEDERAL REALTY INVESTMENT TRUST COM 313747206 1,113 40,150 SH DEF 9 40,150
FEDERAL REALTY INVT TRUST COM 313747206 1,930 69,663 SH DEF 12 69,663
FEDERAL REALTY INVESTMENT PFD 313747404 10 400 SH DEF 12 400
FEDERAL SIGNAL CORPORATION COM 313855108 110 4,566 SH DEF 2 4,566
FEDERAL SIGNAL CORP. COM 313855108 281 11,700 SH DEF 9 11,700
FEDERAL SIGNAL CORP COM 313855108 1,422 59,250 SH DEF 12 59,250
FEDERATED DEPARTMENT STORES COM 31410H101 129 3,260 SH DEF 2 3,260
FEDERATED DEPARTMENT STORES IN COM 31410H101 762 19,200 SH DEF 5 16,225 2,975
FEDERATED DEPARTMENT STORES COM 31410H101 254 6,388 SH DEF 12 6,388
FEDERATED DEPT STORE COM 31410H101 29,067 701,930 SH DEF 6 701,930
FEDERATED INVESTORS INC ( PA ) CLCOM 314211103 7,125 206,100 SH DEF 7 206,100
FEDERATED INVESTORS INC (PA.) COM 314211103 1,024 29,630 SH DEF 12 29,630
FEDEX CORP COM 31428X106 53 1,000 SH DEF 2 1,000
FEDEX CORP COM 31428X106 48 906 SH DEF 7 906
FEDEX CORP COM 31428X106 1,645 30,813 SH DEF 12 30,813
FEDEX CORPORATION COM 31428X106 2,050 38,000 SH DEF 6 38,000
FDX CORP COM COM 31428X106 6,736 126,150 SH DEF 3 121,950 4,200
FELCOR LODGING TRUST INC COM 31430F101 22 1,200 SH DEF 2 1,200
FELCOR LODGING TRUST INC COM 31430F101 1,352 73,675 SH DEF 12 73,675
FERRELLGAS PARTNERS LP COM 315293100 133 6,700 SH DEF 12 6,700
FERRO CORP. COM 315405100 2,345 77,775 SH DEF 2 77,775
FERRO CORP COM 315405100 18 600 SH DEF 12 600
F5 NETWORKS INC COM 315616102 20 2,050 SH DEF 12 2,050
F5 NETWORKS INC COM 315616102 377 38,500 SH DEF 3 35,600 2,900
FIBERMARK INC COM 315646109 512 63,000 SH DEF 6 63,000
FIDELITY BANCORP INC-PA COM 315831107 59 3,300 SH DEF 12 3,300
FIDELITY BANCORP COM 31583B105 387 17,600 SH DEF 6 17,600
FIDELITY BANKSHARES INC NEW COM 31604Q107 4,439 201,775 SH DEF 7 201,775
FIDELITY NATIONAL FINANCIAL INC COM 316326107 231 7,312 SH DEF 11 7,312
FIDELITY NATIONAL FINANCIAL COM 316326107 7 210 SH DEF 12 210
FIDELITY NATL FINL COM 316326107 3,810 124,465 SH DEF 6 124,465
FIDELITY NATIONAL FINL INC COM 316326107 47 1,484 SH DEF 3 1,000 484
FIFTH THIRD BANCORP COM 316773100 73,991 1,110,139 SH DEF 2 1,105,964 4,175
FIFTH THIRD BANCORP COM 316773100 4,775 71,649 SH DEF 7 71,649
FIFTH THIRD BANCORP COM 316773100 380 5,699 SH DEF 11 3,191 127 2,381
FIFTH THIRD BANCORP COM 316773100 3,128 46,937 SH DEF 12 46,937
FIFTH THIRD BANCORP COM NASD BKCOMS 316773100 4,659 69,900 SH DEF 3 67,000 2,900
FILENET CORP COM NASD INDL COM 316869106 1,294 89,230 SH DEF 3 81,830 7,400
FINANCIAL FEDERAL CORP COM 317492106 662 20,000 SH DEF 7 20,000
FINANCIAL INDS CORP COM 317574101 2,189 126,900 SH DEF 6 123,300 3,600
FSA 6.95% SR QUIDS QRTLY INC PFD 31769P308 51 2,000 SH DEF 12 2,000
FINANCING CORP STRIP SERIES-1 CONV 31771CBE4 1,988 20,000 PRN DEF 12 20,000
FINANCING CORP STRIPS SERIES 1 CONV 31771CBG9 1,934 20,000 PRN DEF 12 20,000
FINANCING CORP STRIPS SERIES 2 CONV 31771CDY8 535 6,000 PRN DEF 12 6,000
FINANCING CORP CPN FICO STRIPS CONV 31771CG33 2,434 25,000 PRN DEF 12 25,000
FINANCING CORP STRIPS SERIES 3 CONV 31771CHH1 608 14,000 PRN DEF 12 14,000
FINANCING CORP STRIPS SERIES 4 CONV 31771CJV8 1,418 15,000 PRN DEF 12 15,000
FINANCING CORP CPN FICO STRIPS CONV 31771CPR0 4,741 48,000 PRN DEF 12 48,000
FINANCING CORP CPN FICO STRIPS CONV 31771CPV1 1,362 15,000 PRN DEF 12 15,000
FINANCING CORP CPN FICO STRIPS CONV 31771CPZ2 1,223 15,000 PRN DEF 12 15,000
FINANCIAL CORP STRIPS SER-12 CONV 31771CS22 201 4,000 PRN DEF 12 4,000
FINANCING CORP CPN FICO STRIPS CONV 31771CSC0 100 1,000 PRN DEF 12 1,000
FINANCING CORP STRIPS SER 13 CONV 31771CX59 356 4,000 PRN DEF 12 4,000
FINANCING CORP CPN FICO STRIPS CONV 31771CZP3 1,489 15,000 PRN DEF 12 15,000
FINANCING CORP CPN FICO STRIPS CONV 31771CZR9 1,447 15,000 PRN DEF 12 15,000
FINANCING CORP CPN FICO STRIPS CONV 31771CZW8 2,454 29,000 PRN DEF 12 29,000
FINANCING CORP CPN FICO STRIPS CONV 31771CZY4 1,116 14,000 PRN DEF 12 14,000
FINANCING CORP CPN FICO STRIPS CONV 31771DBF9 2,931 31,000 PRN DEF 12 31,000
FINANCING CORP CPN FICO STRIPS CONV 31771DCK7 363 10,000 PRN DEF 12 10,000
FINANCING CORP CPN FICO STRIPS CONV 31771DDV2 1,799 20,000 PRN DEF 12 20,000
FINANCING CORP CPN FICD STRIPS CONV 31771DEL3 275 5,000 PRN DEF 12 5,000
FINANCING CORP CPN FICO STRIPS CONV 31771DEZ2 34 1,000 PRN DEF 12 1,000
FINANCING CORP CPN FICO STRIPS CONV 31771DJS3 4,432 46,000 PRN DEF 12 46,000
FINANCING CORP-FED CONV 31771JHQ6 1,061 12,000 PRN DEF 12 12,000
FINANCING CORP FEDL CONV 31771JJF8 1,594 20,000 PRN DEF 12 20,000
FINDWHAT.COM INC COM 317794105 353 66,000 SH DEF 12 66,000
FINISAR CORP COM 31787A101 2 800 SH DEF 12 800
FINGER LAKES BANCORP INC COM 31787C107 22 1,735 SH DEF 2 1,735
FINLAY ENTERPRISES COM 317884203 2,837 179,000 SH DEF 6 173,000 6,000
FINISH LINE INC -CL COM 317923100 1,263 70,500 SH DEF 3 70,500
FINOVA GROUP INC. COM 317928109 1 5,900 SH DEF 2 5,900
FIREPOND INC COM COM 318224102 1 2,000 SH DEF 12 2,000
FIRST ALBANY COMPANIES INC COM 318465101 2 302 SH DEF 12 302
FIRST AMERICAN CORP COM 318522307 27 1,157 SH DEF 12 1,157
FIRST AMERICAN CORP COM 318522307 39,397 1,770,440 SH DEF 6 1,727,405 2,140 42,955
FIRST BANCORP P R COM COM 318672102 8,611 228,400 SH DEF 3 201,500 26,900
FIRST BANCORP-TROY N.C. COM 318910106 34 1,246 SH DEF 12 1,246
FIRST BELL BANCORP INC. COM 319301107 172 10,000 SH DEF 2 10,000
FIRST BELL BANCORP COM 319301107 348 20300 SH DEF 4 20300
FIRST BELL BANCORP COM 319301107 1,355 75,300 SH DEF 6 73,300 2,000
FIRST CAPITAL INSTL REAL COM 31941R206 1 8 SH DEF 12 8
FIRST CASH FINL SVCS COM 31942D107 1,244 119,200 SH DEF 6 115,600 3,600
FIRST CHARTER CORP-N.C. COM 319439105 569 31,444 SH DEF 12 31,444
FIRST CITIZENS BANCS CL A 31946M103 15,408 138,500 SH DEF 6 133,200 5,300
FIRST CITIZENS BANCSHARES INC COM 31946M103 150 1,360 SH DEF 12 1,360
FIRST CITIZENS BANCSHARES INC COM 31946M202 47 450 SH DEF 12 450
FIRST CHESTER CNTY CORP COM 31947W100 32 2,147 SH DEF 12 2,147
FIRST COMMONWEALTH FINANCIAL COM 319829107 135 10,000 SH DEF 1 10,000
FIRST COMMONWEALTH FINANCIAL COM 319829107 62 4,617 SH DEF 12 4,617
FIRST FEDERAL CAPITAL CORP COM 319960100 24 1,100 SH DEF 12 1,100
FIRST FED CAP CORP COM 319960100 6,337 298,500 SH DEF 6 291,000 7,500
FIRST DATA CORP. COM 319963104 26,712 718,058 SH DEF 1 217,558 500,500
FIRST DATA CORP. COM 319963104 1,480 39,784 SH DEF 2 39,784
FIRST DATA COM 319963104 7 200 SH DEF 4 200
FIRST DATA CORP. COM 319963104 383 10,300 SH DEF 7 10,300
FIRST DATA CORP COM 319963104 1,877 50,457 SH DEF 11 45,602 4,655 200
FIRST DATA CORP COM 319963104 3,420 91,925 SH DEF 12 91,925
FIRST DATA CORP COM 319963104 14,328 385,150 SH DEF 3 372,650 12,500
FIRST DEFIANCE FINL COM 32006W106 2,102 103,700 SH DEF 6 99,600 4,100
FIRST ESSEX BANCORP COM 320103104 1,650 53,400 SH DEF 6 50,200 3,200
FIRST FED BANCSHARES COM 32020F105 80 3,200 SH DEF 6 3,200
FIRST FINANCIAL BANKSHARES INC COM 32020R109 8 200 SH DEF 12 200
FIRST FINL BKSH COM 32020R109 2,309 64,321 SH DEF 6 60,621 3,700
FIRST FINANCIAL CORP-IND COM 320218100 15 283 SH DEF 12 283
FIRST FINL CORP COM 320218100 28 600 SH DEF 6 600
FIRST FINANCIAL HOLDINGS INC COM 320239106 64 2,000 SH DEF 12 2,000
FIRST FRANKLIN CORP. COM 320272107 12 900 SH DEF 2 900
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 293 8,915 SH DEF 12 8,915
FIRST INDUSTRIAL REALTY TR INC PFD 32054K806 51 2,070 SH DEF 12 2,070
FIRST INTL BANC CORP COM 32054Q894 4 61 SH DEF 6 61
FIRST IND CORP COM 32054R108 3,922 197,075 SH DEF 6 192,000 5,075
FIRST KEYSTONE CORP NEW COM 320654205 92 3,993 SH DEF 12 3,993
FIRST MARINER BANCORP COM 320795107 54 4,830 SH DEF 12 4,830
FIRST MERCHANTS CORP COM 320817109 43 1,443 SH DEF 12 1,443
FIRST MERCHANTS CORP COM 320817109 211 7,500 SH DEF 6 7,500
FIRST NATL CORP ORAN COM 320942105 1,194 41,600 SH DEF 6 41,600
FIRST HEALTH GROUP CORP. COM 320960107 6 200 SH DEF 2 200
FIRST HEALTH GROUP CORP COM 320960107 282 10,050 SH DEF 12 10,050
FIRST NATIONAL COMMUNITY COM 32110M101 8 242 SH DEF 12 242
FIRST MUTUAL BANCSH COM 32190E102 756 49,720 SH DEF 6 49,720
FIRST OAK BROOK BKSH CL A 335847208 649 20,400 SH DEF 6 19,200 1,200
FIRST OAK BROOK BANCSHARES, INC. COM 335847208 54 1,700 SH DEF 2 1,700
FIRST PACIFIC COMPANY LTD ADR 335889200 3 3,440 SH DEF 2 3,440
***FIRST QUANTUM MINERALS LTD COM 335934105 3 1,000 SH DEF 12 1,000
FIRST PLACE FINANCIAL CORP-DEL COM 33610T109 21 1,075 SH DEF 12 1,075
FIRST PL FINL CORP COM 33610T109 519 29,970 SH DEF 6 25,370 4,600
FIRST REP BANK(S.F) COM 336158100 818 24,900 SH DEF 6 24,900
FIRST STATE BANCORPORATION N.M. COM 336453105 49 1,886 SH DEF 2 296 1,590
FIRST STATE BANCORPORATION N.M. COM 336453105 1,958 75,325 SH DEF 7 75,325
1ST SOURCE CAPITAL TRUST I PFD 33645W200 18 700 SH DEF 12 700
1ST SOURCE CORPORATION COM 336901103 54 2,181 SH DEF 2 2,181
1ST SOURCE CORP COM 336901103 2,269 99,020 SH DEF 6 96,975 2,045
FIRST TENNESSEE COM 337162101 5,815 151,838 SH DEF 2 151,238 600
FIRST TENNESSEE COM 337162101 141 3,800 SH DEF 9 3,800
FIRST TENNESSEE NATIONAL CORP COM 337162101 280 7,300 SH DEF 11 400 6,900
FIRST TENNESSEE NATIONAL CORP COM 337162101 1,051 27,450 SH DEF 12 27,450
FIRST TENN NATL CORP COM 337162101 2 60 SH DEF 6 60
FIRST TENN NATL CORP COM NASD BCOMNS 337162101 34,884 910,800 SH DEF 3 882,300 28,500
FIRST TRUST BANK CHARLOTTE COM 33732N105 26 1,860 SH DEF 12 1,860
FIRST UN REAL ESTATE EQUITY & COM 337400105 2 750 SH DEF 2 750
FIRST UNION REAL ESTATE EQUITY COM 337400105 1 500 SH DEF 12 500
FIRST UNITED CORP COM 33741H107 5 292 SH DEF 12 292
FIRST UTD CORP COM 33741H107 662 36,251 SH DEF 6 34,951 1,300
FIRST VIRGINIA BANKS INC COM 337477103 1,697 31,641 SH DEF 12 31,641
FIRST VA BANKS INC COM 337477103 48 850 SH DEF 6 850
FIRST WEST VIRGINIA BANCORP COM 337493100 34 1,903 SH DEF 12 1,903
***FIRSTSERVICE CORPORATION COM 33761N109 2 66 SH DEF 12 66
FISERV INC. COM 337738108 15 412 SH DEF 2 412
FISERV INC. COM 337738108 7,418 202,066 SH DEF 7 202,066
FISERV INC COM 337738108 172 4,682 SH DEF 12 4,682
FISERV INC COM NASD INDL COM 337738108 248 6,750 SH DEF 3 2,600 4,150
FIRSTFED FINANCIAL CORP DEL COM 337907109 4 142 SH DEF 12 142
FIRST FED FINL CORP COM 337907109 9,776 331,400 SH DEF 6 323,600 7,800
FIRSTMERIT CORP. COM 337915102 11 400 SH DEF 2 400
FIRSTMERIT CORP COM 337915102 421 15,273 SH DEF 12 15,273
FIRSTFED AMER BANCOR COM 337929103 2,309 89,341 SH DEF 6 87,381 1,960
FLAGSTAR BANCORP INC COM 337930101 12 500 SH DEF 12 500
FLAGSTAR BANCORP INC COM 337930101 7,066 249,250 SH DEF 6 242,500 6,750
FIRSTENERGY CORP. COM 337932107 85 2,553 SH DEF 2 2,553
FIRSTENERGY CORP COM 337932107 940 28,163 SH DEF 12 28,163
FIRSTENERGY CORP COM 337932107 7 209 SH DEF 6 209
FISHER SCIENTIFIC INTL INC NEW COM 338032204 326 11,653 SH DEF 12 11,653
FISHER SCIENTIFIC INTL COM 338032204 68 1,600 SH DEF 15 1,600
FISHER SCIENTIFIC INTL INC COM NECOM 338032204 395 14,100 SH DEF 3 12,800 1,300
FIVE STAR PRODS INC COM 33831M107 1 3,814 SH DEF 12 3,814
FIVE STAR QUALITY CARE INC COM 33832D106 15 2,640 SH DEF 12 2,640
FIVE STAR QUALITY CARE INC. COM 33832D106 22 4000 SH DEF 4000
FLAG FINANCIAL CORP COM 33832H107 5 500 SH DEF 12 500
FLANDERS CORP COM 338494107 89 44,500 SH DEF 12 44,500
FLEET CAPITAL TRUST I-8% TRUST PFD 33889F202 28 1,100 SH DEF 12 1,100
FLEET CAPITAL TR III-7.05% CUM PFD 33889N205 309 12,650 SH DEF 12 12,650
FLEET CAPITAL TRUST IV-7.17% PFD 33889R206 74 3,000 SH DEF 12 3,000
FLEET CAPITAL TRUST VI GTD TR PFD 33889T202 60 2,200 SH DEF 12 2,200
FLEET CAPITAL TR VII PFD 33889V207 257 10,450 SH DEF 12 10,450
FLEET CAPITAL TRUST VIII PFD 33889X203 7 300 SH DEF 12 300
FLEETBOSTON FINANCIAL CORPORATIONCOM 339030108 470 14,535 SH DEF 2 14,419 116
FLEET BOSTON FINANCIAL COM 339030108 283 8753 SH DEF 4 8753
FLEETBOSTON FINANCIAL CORPORAT COM 339030108 2,458 75,978 SH DEF 5 48,029 27,949
FLEETBOSTON FINANCIAL CORPORATIONCOM 339030108 131,160 4,054,409 SH DEF 8 4,054,409
FLEET BOSTON FINANCIAL CORP. COM 339030108 1,753 54,197 SH DEF 9 2,091 52,106
FLEETBOSTON FINANCIAL CORPORATIONCOM 339030108 261,920 8,096,455 SH DEF 10 8,096,455
FLEETBOSTON FINL CORP COM 339030108 414 12,794 SH DEF 11 6,584 6,210
FLEETBOSTON FINL CORP COM 339030108 12,195 376,965 SH DEF 12 376,965
FLEET BOSTON FINANCIAL CORP. COM 339030108 285 5,800 SH DEF 15 5,800
FLEETBOSTON FNL CORP COM 339030108 42,872 1,217,725 SH DEF 6 1,170,941 47,553
FLEET BOSTON FINANCIAL CORP COM 339030108 4,490 138,792 SH DEF 3 133,392 5,400
FLEETWOOD ENTERPRISES INC. COM 339099103 711 81,680 SH DEF 2 81,680
FLEETWOOD ENTERPRISES INC COM 339099103 19 2,200 SH DEF 12 2,200
FLEMING COMPANIES INC COM 339130106 1,579 86,993 SH DEF 12 86,993
FLEMING COMPANIES INC COM 339130106 23,977 1,169,000 SH DEF 6 1,123,235 45,840
FLEMINGTON PHARMACEUTICAL CORP COM 339280109 6 3,000 SH DEF 12 3,000
FLEXSTEEL INDUSTRIES INC COM 339382103 25 1,650 SH DEF 12 1,650
FLORIDA BANKS, INC. COM 340560101 9 1,100 SH DEF 2 1,100
FLORIDA EAST COAST INDS INC COM 340632108 488 19,285 SH DEF 12 19,285
FLORIDA EAST COAST INDS INC COM 340632207 25 1,032 SH DEF 12 1,032
FLORIDA ROCK INDUSTRIES INC COM 341140101 215 6,001 SH DEF 12 6,001
FLORIDA ROCK INDS INC COM COM 341140101 5,904 164,880 SH DEF 3 144,730 20,150
FLUOR CORP NEW COM 343412102 213 5,464 SH DEF 12 5,464
FLUOR CORPORATION COM 343412102 2 50 SH DEF 6 50
FLUOR CORP (NEW) COM 343412102 3,272 84,000 SH DEF 3 84,000
FLOWERS FOODS INC COM 343498101 16 609 SH DEF 12 609
FLOWSERVE CORP COM 34354P105 27 905 SH DEF 12 905
FLOWSERVE CORP COM 34354P105 131 4,400 SH DEF 3 4,400
FLUSHING FINANCIAL CORP COM 343873105 8 400 SH DEF 12 400
FLUSHING FINL CORP COM 343873105 1,534 80,900 SH DEF 6 77,900 3,000
FLUSHING FINANCIAL CORP COM 343873105 612 29,860 SH DEF 3 11,260 18,600
FOAMEX INTL INC COM 344123104 3,201 285,800 SH DEF 6 275,400 10,400
FOAMEX INTERNATIONAL INC COM 344123104 670 60,300 SH DEF 3 14,200 46,100
FOMENTO ECONOMICO MEX-SP ADR ADS 344419106 13,519 344,700 SH DEF 3 344,700
FOOT LOCKER INC COM 344849104 31 2,166 SH DEF 12 2,166
FOOT LOCKER INC COM 344849104 44 2,890 SH DEF 6 2,890
FOOTHILL INDPT BANCP COM 344905104 129 7,500 SH DEF 6 7,500
FOOTSTAR INC COM 344912100 1 56 SH DEF 12 56
FOOTSTAR INC COM 344912100 6,854 288,600 SH DEF 6 282,000 6,600
FORD MOTOR CO CAPITAL TRUST I PFD 345343206 226 8,850 SH DEF 12 8,850
FORD MOTOR CO-DEP SHS-REPSTG PFD 345370407 18 700 SH DEF 12 700
FORD MOTOR CO. COM 345370860 2,242 140,113 SH DEF 2 137,812 2,301
FORD MOTOR COM 345370860 400 25000 SH DEF 4 25000
FORD MOTOR CO. COM 345370860 434 27,149 SH DEF 9 302 26,847
FORD MOTOR CO. COM 345370860 800 50,000 SH DEF 10 50,000
FORD MOTOR CO DEL COM 345370860 216 13,510 SH DEF 11 7,744 1,221 4,545
FORD MOTOR CO DEL COM 345370860 11,935 745,936 SH DEF 12 745,936
FORD MOTOR CO. COM 345370860 205 8,422 SH DEF 15 8,422
FORD MOTOR CO NEW COM 345370860 21,722 1,306,370 SH DEF 6 1,264,465 42,855
FORD MTR CO DEL COM COM 345370860 3,303 206,450 SH DEF 3 198,180 8,270
FORD CAP TRST II 6 1/2 1-15- COM 345395206 16,376 273,310 SH DEF 6 240,205 33,315
FORD MTR CO CAP TR II PFD 345395206 1,787 31,760 SH DEF 12 31,760
FORD MOTOR CREDIT CORP 7.6% PFD 345397301 18 725 SH DEF 12 725
***FORDING INC COM 345426100 9 452 SH DEF 12 452
FOREST CITY ENTERPRISES INC COM 345550107 81 2,319 SH DEF 12 2,319
FOREST LABORATORIES COM 345838106 65 920 SH DEF 4 920
FOREST LABORATORIES INC COM 345838106 436 6,160 SH DEF 12 6,160
FOREST OIL CORP COM 346091705 57 2,000 SH DEF 12 2,000
FOREST OIL CORP COM 346091705 21,731 742,700 SH DEF 6 723,900 18,800
FOREST OIL CORP COM NEW COM 346091705 216 7,600 SH DEF 3 7,600
FORGENT NETWORKS INC COM 34629U103 8 1,500 SH DEF 12 1,500
FORT DEARBORN INCOME SECS INC UNIT 347200107 11 735 SH DEF 12 735
FORTUNE BRANDS INC. COM 349631101 243 4,336 SH DEF 2 4,336
FORTUNE BRANDS, INC. COM 349631101 17 300 SH DEF 4 300
FORTUNE BRANDS INC COM 349631101 2,110 37,672 SH DEF 12 37,672
FORTUNE BRANDS INC COM 349631101 27,069 496,930 SH DEF 6 493,400 4,015
FOSSIL INC COM 349882100 6 300 SH DEF 12 300
FOUNDRY NETWORKS COM 35063R100 1 200 SH DEF 4 200
FOUNDRY NETWORKS INC COM 35063R100 54 7,705 SH DEF 12 7,705
FOUNDRY NETWORKS INC COM 35063R100 6,976 1,052,485 SH DEF 6 1,030,260 4,080 21,035
FOUNDRY NETWORKS INC COM 35063R100 78 11,050 SH DEF 3 11,050
4 KIDS ENTERTAINMENT INC COM 350865101 195 9,400 SH DEF 12 9,400
FOX ENTERTAINMENT GROUP INC COM 35138T107 65 3,000 SH DEF 12 3,000
FRANCE TELECOM SA SPON ADR COM 35177Q105 189 10,265 SH DEF 6 9,910 355
FRANKLIN BANK N.A. COM 352456107 304 16,000 SH DEF 12 16,000
FRANKLIN BK NA COM 352456107 168 8,700 SH DEF 6 8,700
FRANKLIN ELECTRIC CO INC COM 353514102 8,625 183,231 SH DEF 12 183,231
FRANKLIN ELEC INC COM NASD INDLCOM 353514102 1,892 40,190 SH DEF 3 40,190
FRANKLIN FINL CORP TENN COM 353523202 10 400 SH DEF 12 400
FRANKLIN FINANCIAL SERVICES COM 353525108 26 1,000 SH DEF 12 1,000
FRANKLIN MULTI INCOME TRUST UNIT 354021107 25 3,325 SH DEF 12 3,325
FRANKLIN RESOURCES, INC. COM 354613101 341 8,000 SH DEF 1 8,000
FRANKLIN RESOURCES COM 354613101 2 53 SH DEF 2 53
FRANKLIN RESOURCES COM 354613101 118 2774 SH DEF 4 2774
FRANKLIN RESOURCES COM 354613101 55 1,291 SH DEF 7 1,291
FRANKLIN RESOURCES INC COM 354613101 682 15,987 SH DEF 12 15,987
FRANKLIN RESOURCES INC COM 354613101 23 545 SH DEF 6 545
FRANKLIN UNIVERSAL TRUST-SBI UNIT 355145103 1 200 SH DEF 12 200
FREEMARKETS INC COM 356602102 134 9,485 SH DEF 12 9,485
FREEPORT MCMORAN COPPER & GOLD PFD 35671D501 27 1,400 SH DEF 12 1,400
FREEPORT MCMORAN COPPER & GOLD PFD 35671D600 1,459 49,213 SH DEF 12 49,213
FREEPORT MCMORAN COPPER AND GOLD COM 35671D857 28 1,563 SH DEF 2 1,563
FREEPORT MCMORAN COPPER & GOLD COM 35671D857 29 1,622 SH DEF 12 1,622
FREEPORT MCMORAN COPPER & GOLD PFD 35671D865 961 85,840 SH DEF 12 85,840
FREEPORT MCMORAN COPPER & GOLD PFD 35671D881 187 6,830 SH DEF 12 6,830
FREMONT GENERAL FINANCING I PFD 356905208 10 500 SH DEF 12 500
FREMONT GENERAL CORP COM 357288109 1 160 SH DEF 12 160
FRESH CHOICE INC COM 358032100 9 3,700 SH DEF 6 3,700
FRESH BRANDS INC COM 35803U108 1,043 55,800 SH DEF 6 54,100 1,700
FRIEDMAN BILLINGS RAMSEY GRP INC.COM A 358433100 6 500 SH DEF 2 500
FRIEDMAN BILLINGS RAMSEY GROUP CLCOM 358433100 700 55000 SH DEF 55000
FRIEDMAN BILLINGS RAMSEY CL A COM 358433100 900 70,670 SH DEF 3 26,170 44,500
FRIEDMAN INDS INC COM 358435105 240 85,627 SH DEF 6 82,949 2,678
FRIEDMANS INC CL A 358438109 3,318 282,400 SH DEF 6 274,700 7,700
FRISCHS RESTAURANTS INC COM 358748101 2 100 SH DEF 12 100
FRISCHS RESTAURANTS COM 358748101 1,202 60,400 SH DEF 6 58,900 1,500
FRONTIER AIRLINES COM 359065109 1,964 115,500 SH DEF 6 115,500
FRONTIER INSURANCE GROUP INC COM 359081106 3 100,341 SH DEF 12 100,341
FRONTIER OIL CORP COM 35914P105 70 4,000 SH DEF 12 4,000
FRONTIER OIL CORP COM 35914P105 275 15,600 SH DEF 3 15,600
FRONTSTEP INC COM 35921W101 1 200 SH DEF 12 200
FUELCELL ENERGY INC COM 35952H106 183 17,760 SH DEF 12 17,760
FUJITSU LTD ADR 359590304 5 150 SH DEF 2 150
FULLER H B CO COM 359694106 5,650 195,600 SH DEF 6 189,900 6,200
FULLER H B CO COM NASD INDL COM 359694106 10,574 361,010 SH DEF 3 318,610 42,400
FULTON FINANCIAL CORP-PA COM 360271100 636 33,596 SH DEF 12 33,596
FURNITURE BRANDS INTERNATIONAL COM 360921100 17 550 SH DEF 12 550
G & K SVCS INC CL A NASD INDL COM 361268105 106 3,100 SH DEF 3 3,100
GA FINL INC COM 361437106 246 12,900 SH DEF 6 12,900
GATX CORP. COM 361448103 2,560 85,035 SH DEF 2 83,597 1,438
GATX CORP COM 361448103 640 21,269 SH DEF 12 21,269
GATX CORP COM 361448103 3 100 SH DEF 6 100
GBB CAPITAL V PFD 36146Q200 1,943 76,500 SH DEF 12 76,500
GBC BANCORP CALIF COM 361475106 4,916 169,400 SH DEF 6 162,600 6,800
GLB BANCORP INC COM 361778103 86 8,150 SH DEF 12 8,150
GSE SYSTEMS INC COM 36227K106 5 2,000 SH DEF 12 2,000
***GSI LUMONICS INC COM 36229U102 1 100 SH DEF 12 100
GSI LUMONICS INC. COM 36229U102 39 5000 SH DEF 5000
G-III APPAREL GROUP COM 36237H101 430 51,800 SH DEF 6 50,200 1,600
***GTSI CORP COM 36238K103 8 1,000 SH DEF 12 1,000
GTSI CORP COM 36238K103 503 58,100 SH DEF 6 57,100 1,000
GTC BIOTHERAPEUTICS INC COM 36238T104 3 2,500 SH DEF 12 2,500
GABELLI EQUITY TRUST INC COM 362397101 484 48,250 SH DEF 12 48,250
GABELLI EQUITY TR INC PFD 362397408 26 1,000 SH DEF 12 1,000
GABELLI GLOBAL MULTIMEDIA UNIT 36239Q109 4 500 SH DEF 12 500
GABELLI UTILITY TR COM 36240A101 110 12,646 SH DEF 12 12,646
GABELLI CONVERTIBLE SECURITIES UNIT 36240B109 20 1,948 SH DEF 12 1,948
GABLES RESIDENTIAL TRUST-SBI COM 362418105 1,316 41,218 SH DEF 12 41,218
GABLES RESIDENTIAL TRUST PFD 362418204 331 13,290 SH DEF 12 13,290
GADZOOKS INC COM 362553109 419 32,800 SH DEF 6 32,800
GALLAGHER ARTHUR J & CO COM 363576109 571 16,475 SH DEF 12 16,475
GALLAHER GROUP PLC-SPON ADR ADR 363595109 59 1,590 SH DEF 2 1,590
GALLAHER GROUP PLC COM 363595109 25,647 691,300 SH DEF 6 691,300
GALYANS TRADING INC COM 36458R101 2 100 SH DEF 12 100
GAMETECH INTERNL INC COM 36466D102 553 111,700 SH DEF 6 105,000 6,700
GAMESTOP CORP COM 36466R101 1,112 53,000 SH DEF 3 53,000
GANNETT CO COM 364730101 980 12,910 SH DEF 2 11,910 1,000
GANNETT COM 364730101 380 5000 SH DEF 4 5000
GANNETT INC COM COM 364730101 400 5,267 SH DEF 5 4,475 792
GANNETT CO COM 364730101 51 667 SH DEF 7 667
GANNETT INC COM 364730101 209 2,758 SH DEF 11 900 1,858
GANNETT CO INC COM 364730101 2,022 26,646 SH DEF 12 26,646
GANNETT INC DEL COM 364730101 8 100 SH DEF 6 100
GANNETT INC COM COM 364730101 8,129 107,100 SH DEF 3 102,500 4,600
THE GAP COM 364760108 233 16437 SH DEF 4 16437
GAP INC COM 364760108 1,074 75,665 SH DEF 12 75,665
GAP STORES COM 364760108 73 3,400 SH DEF 15 3,400
GARAN INC COM 364802108 2,677 49,300 SH DEF 6 47,100 2,200
GARDEN FRESH REST COM 365235100 1,038 79,800 SH DEF 6 76,500 3,300
GARDNER DENVER, INC COM 365558105 82 4,100 SH DEF 3 4,100
GARTNER INC. CL A COM 366651107 177 17,516 SH DEF 1 17,516
GARTNER INC COM 366651206 5 481 SH DEF 12 481
GATEWAY, INC. COM 367626108 7 1,550 SH DEF 2 1,550
GATEWAY, INC. COM 367626108 29,372 6,615,270 SH DEF 8 6,615,270
GATEWAY INC. COM 367626108 136 30,600 SH DEF 9 30,600
GATEWAY, INC. COM 367626108 65,034 14,647,295 SH DEF 10 14,647,295
GATEWAY INC COM 367626108 799 180,003 SH DEF 12 180,003
GATEWAY, INC. COM 367626108 35,520 8,000,000 SH DEF 14 8,000,000
GATEWAY INC. COM 367626108 20 3,000 SH DEF 15 3,000
GATEWAY INC. COM 367626108 22 5000 SH DEF 5000
GATEWAY INC COM 367626108 185 34,540 SH DEF 6 34,540
GAYLORD ENTERTAINMENT COMPANY COM 367905106 3 135 SH DEF 2 135
GAYLORD ENTERTAINMENT CO NEW COM 367905106 9 389 SH DEF 12 389
GATEWAY FINANCIAL HOLDINGS INC COM 368140109 1 99 SH DEF 12 99
GAZPROM ADR 144A RUSSIA ADR 368287108 656 2,500 SH DEF 3 40,000
GEHL CO COM 368483103 623 42,500 SH DEF 6 40,400 2,100
GEMSTAR TV GUIDE INTL INC COM 36866W106 59 10,905 SH DEF 12 10,905
GEMSTAR-TV GUIDE INTL INC COM 36866W106 16,170 3,000,000 SH DEF 14 3,000,000
GENAERA CORP. COM 36867G100 22 12500 SH DEF 12500
GENAISSANCE PHARMACEUTICALS COM 36867W105 213 161,400 SH DEF 12 161,400
GENAISSANCE PHARMACEUTICALS INC COM 36867W105 26 20000 SH DEF 20000
GENCORP INC COM 368682100 10 725 SH DEF 12 725
GENCORP INC COM 368682100 10,202 698,800 SH DEF 6 681,500 17,300
GENCORP INC COM COM 368682100 225 15,750 SH DEF 3 15,750
GENE LOGIC INC COM 368689105 28 2,000 SH DEF 12 2,000
GENELABS TECHNOLOGIES INC COM 368706107 22 10,900 SH DEF 12 10,900
GENENTECH, INC. COM 368710406 14,138 422,015 SH DEF 1 103,955 318,060
GENENTECH INC COM 368710406 16 480 SH DEF 2 480
GENENTECH INC COM 368710406 948 28,285 SH DEF 11 23,385 4,900
GENENTECH INC COM 368710406 579 17,298 SH DEF 12 17,298
GENERAL AMERICAN INVESTORS CO UNIT 368802104 64 2,298 SH DEF 12 2,298
GENERAL CABLE CORP COM 369300108 7,043 655,200 SH DEF 6 638,700 16,500
GENERAL CABLE CORP COM 369300108 1,031 163,600 SH DEF 3 163,600
GENERAL DYNAMICS CORP. COM 369550108 3,113 29,275 SH DEF 1 14,175 15,100
GENERAL DYNAMICS CORP. COM 369550108 137 1,290 SH DEF 2 1,290
GENERAL DYNAMICS CORP. COM 369550108 612 5,755 SH DEF 9 5,755
GENERAL DYNAMICS CORP COM 369550108 1,504 14,143 SH DEF 12 14,143
GENERAL DYNAMICS COM 369550108 1,709 16,990 SH DEF 6 16,990
GENERAL DYNAMICS CORP COM COM 369550108 5,637 53,000 SH DEF 3 49,500 3,500
GENERAL ELECTRIC CO. COM 369604103 19,976 687,633 SH DEF 1 162,278 525,355
GENERAL ELECTRIC CO. COM 369604103 39,998 1,376,853 SH DEF 2 1,353,103 23,750
GENERAL ELECTRIC COM 369604103 3,848 132475 SH DEF 4 132475
GENERAL ELECTRIC CO COM COM 369604103 16,350 562,833 SH DEF 5 434,944 127,889
GENERAL ELECTRIC CO. COM 369604103 2,116 72,828 SH DEF 7 72,828
GENERAL ELECTRIC CO. COM 369604103 7,182 247,222 SH DEF 9 27,184 220,038
GENERAL ELECTRIC CO. COM 369604103 8,860 305,000 SH DEF 10 305,000
GENERAL ELECTRIC CO COM 369604103 6,918 238,142 SH DEF 11 194,404 39,586 4,152
GENERAL ELECTRIC CO COM 369604103 64,786 2,230,165 SH DEF 12 2,230,165
GENERAL ELECTRIC CO. COM 369604103 10,582 245,486 SH DEF 15 245,486
GENERAL ELEC CO COM 369604103 162 5,200 SH DEF 6 5,200
GENERAL ELEC CO COM COM 369604103 62,349 2,146,258 SH DEF 3 2,068,958 77,300
GENERAL ELECTRIC CAPITAL CORP PFD 369622527 314 12,500 SH DEF 12 12,500
GENERAL GROWTH PROPERTIES, INC. COM 370021107 87 1,700 SH DEF 2 1,700
GENERAL GROWTH PPTYS INC COM 370021107 533 10,450 SH DEF 5 10,450
GENERAL GROWTH PROPERTIES, INC. COM 370021107 102 2,000 SH DEF 7 2,000
GENERAL GROWTH PROPERTIES INC COM 370021107 89 1,750 SH DEF 12 1,750
GENERAL MAGIC INC COM 370253106 1 9,350 SH DEF 12 9,350
GENERAL MILLS INC. COM 370334104 365 8,281 SH DEF 2 8,281
GENERAL MILLS INC COM COM 370334104 282 6,400 SH DEF 5 6,400
GENERAL MILLS INC COM 370334104 1,050 23,814 SH DEF 11 20,689 2,825 300
GENERAL MILLS INC COM 370334104 2,601 59,003 SH DEF 12 59,003
GENERAL MILLS COM 370334104 4,023 60,100 SH DEF 15 60,100
GENERAL MOTORS ACCEPTANCE CORP PFD 370425209 92 3,700 SH DEF 12 3,700
GENERAL MOTORS CORPORATION COM 370442105 2,290 42,840 SH DEF 2 41,478 1,362
GENERAL MOTORS COM 370442105 32 600 SH DEF 4 600
GENERAL MOTORS CORPORATION COM 370442105 96,890 1,812,717 SH DEF 8 1,812,717
GENERAL MOTORS CORPORATION COM 370442105 181,938 3,403,892 SH DEF 10 3,403,892
GENERAL MOTORS CORP COM 370442105 741 13,856 SH DEF 11 11,055 401 2,400
GENERAL MOTORS CORP COM 370442105 11,737 219,591 SH DEF 12 219,591
GENERAL MOTORS CORP. COM 370442105 5,169 63,677 SH DEF 15 63,677
GENERAL MTRS CORP COM 370442105 899 14,472 SH DEF 6 14,472
GENERAL MTRS CORP COM COM 370442105 13,022 243,621 SH DEF 3 235,121 8,500
GENERAL MOTORS CORP 7.25% SR PFD 370442758 146 5,900 SH DEF 12 5,900
GENERAL MOTORS CORP PFD 370442766 30 1,200 SH DEF 12 1,200
GENERAL MOTORS CORP 7.25% PFD 370442816 52 2,100 SH DEF 12 2,100
GENERAL MOTORS CORP CL H 370442832 2,076 125,900 SH DEF 15 125,900
GENERAL MOTORS CORPORATION - CLASCOM 370442832 32 3,089 SH DEF 2 3,017 72
GENERAL MOTORS CORP-CL H NEW COM 370442832 681 65,438 SH DEF 12 65,438
GENERAL MOTORS CORP COM 370442832 655 44,923 SH DEF 6 44,923
GENESCO INC COM 371532102 7 290 SH DEF 12 290
GENESCO INC COM 371532102 6,422 271,900 SH DEF 6 264,700 7,200
GENESCO INC COM COM 371532102 182 7,480 SH DEF 3 7,480
GENESEE & WYO INC CL A 371559105 3,532 150,800 SH DEF 6 145,625 5,175
GENESEE & WYOMING INC-CL A COM 371559105 288 12,778 SH DEF 12 12,778
GENESEE & WYOMING INC-CL A COM 371559105 1,573 69,735 SH DEF 3 66,635 3,100
GENESEE CORP-CL B COM 371601204 1 52 SH DEF 12 52
GENESIS HEALTH VENTURES INC COM 37183F107 496 24,705 SH DEF 12 24,705
GENESIS MICROCHIP INC COM 37184C103 12 1,521 SH DEF 12 1,521
GENESIS MICROCHIP INC COM 37184C103 110 13,140 SH DEF 3 12,840 300
GENTEX CORP COM 371901109 24 870 SH DEF 12 870
GENLYTE GROUP INC COM 372302109 5 128 SH DEF 12 128
GENLYTE GROUP INC COM 372302109 2,378 56,300 SH DEF 6 53,900 2,400
GENLYTE GROUP INC COM NASD INDLCOM 372302109 3,657 90,010 SH DEF 3 74,910 15,100
***GENSCI REGENERATION COM 37244V109 2 8,800 SH DEF 12 8,800
GENTA INC NEW COM 37245M207 84 10,150 SH DEF 12 10,150
GENSYM CORP COM 37245R107 4 4,400 SH DEF 12 4,400
GENUINE PARTS CO. COM 372460105 236 6,755 SH DEF 2 6,755
GENUINE PARTS CO COM 372460105 597 17,125 SH DEF 5 13,125 4,000
GENUINE PARTS CO. COM 372460105 70 2,000 SH DEF 7 2,000
GENUINE PARTS CO COM 372460105 884 25,337 SH DEF 12 25,337
GENUINE PARTS CO COM 372460105 2,205 60,315 SH DEF 6 60,315
GENUS INC COM 372461103 4 2,000 SH DEF 12 2,000
GENTIVA HEALTH SERVICES INC COM 37247A102 2 250 SH DEF 12 250
GENSTAR THERAPEUTICS CORP COM 37248D105 8 22,600 SH DEF 12 22,600
GENZYME CORP.-GENERAL DIVISION COM 372917104 20 1,048 SH DEF 2 1,048
GENZYME COM 372917104 11 550 SH DEF 4 550
GENZYME CORP COM 372917104 1,391 72,294 SH DEF 12 72,294
GENZYME CORP COM 372917500 8 3,192 SH DEF 12 3,192
GENZYME CORPORATION-BIOSURGERY COM 372917708 78 17,160 SH DEF 5 8,425 8,735
GENZYME CORP BIOSURGERY COM 372917708 27 6,007 SH DEF 12 6,007
GEORGIA GULF CORP NEW COM 373200203 8 300 SH DEF 12 300
GEORGIA PACIFIC CORP COM COM 373298108 396 16,119 SH DEF 5 9,721 6,398
GEORGIA PACIFIC CORP COM 373298108 576 23,446 SH DEF 12 23,446
GEORGIA PAC CORP COM 373298108 16 592 SH DEF 6 592
GEORGIA PAC CORP COM COM 373298108 16,195 658,850 SH DEF 3 635,050 23,800
GEORGIA POWER CAPITAL TRUST I PFD 373331206 93 3,700 SH DEF 12 3,700
GEORGIA POWER CAPITAL TRUSTIII PFD 373333202 30 1,200 SH DEF 12 1,200
GEORGIA POWER COMPANY PFD 373334549 47 1,830 SH DEF 12 1,830
GEORGIA POWER COMPANY PFD 373334556 40 1,600 SH DEF 12 1,600
GEORGIA POWER CO-6.875% SENIOR PFD 373334564 88 3,550 SH DEF 12 3,550
GEORGIA CAPITAL TRUST IV PFD 37333R209 202 8,235 SH DEF 12 8,235
GEORGIA POWER CAPITAL TRUST V PFD 37333R308 25 1,000 SH DEF 12 1,000
GERBER CHILDRENSWEAR COM 373701101 1,317 192,500 SH DEF 6 185,300 7,200
GERBER SCIENTIFIC INC. COM 373730100 4 1,200 SH DEF 2 1,200
GERON CORP COM 374163103 11 2,500 SH DEF 12 2,500
GETTY IMAGES INC COM 374276103 54 2,500 SH DEF 12 2,500
GETTY REALTY CORP NEW COM 374297109 440 21,745 SH DEF 12 21,745
GEVITY HR INC COM 374393106 15 3,845 SH DEF 12 3,845
GIANT INDS INC COM 374508109 1,168 142,400 SH DEF 6 137,200 5,200
GIBRALTAR STL CORP COM 37476F103 772 32,500 SH DEF 6 31,300 1,200
GILEAD SCIENCES INC COM 375558103 398 12,114 SH DEF 12 12,114
GILEAD SCIENCES INC COM 375558103 523 15,900 SH DEF 3 12,500 3,400
GILLETTE CO. COM 375766102 2,135 63,043 SH DEF 1 26,960 36,083
GILLETTE CO. COM 375766102 327 9,669 SH DEF 2 9,669
GILLETTE COM 375766102 130 3830 SH DEF 4 3830
GILLETTE CO COM COM 375766102 203 6,000 SH DEF 5 5,570 430
GILLETTE CO. COM 375766102 102 3,000 SH DEF 7 3,000
GILLETTE CO. COM 375766102 1,726 50,950 SH DEF 9 50,950
GILLETTE CO COM 375766102 322 9,500 SH DEF 11 8,850 650
GILLETTE CO COM 375766102 8,269 244,135 SH DEF 12 244,135
GILLETTE CO. COM 375766102 62 1,200 SH DEF 15 1,200
GILLETTE CO COM COM 375766102 11,148 329,142 SH DEF 3 315,342 13,800
GIORDANO INTERNATIONAL LTD COM 376112108 2,012 327,445 SH DEF 6 321,880 6,215
GLACIER BANCORP INC COM 37637Q105 213 8,677 SH DEF 2 8,677
GLACIER BANCORP INC NEW COM 37637Q105 5,446 228,988 SH DEF 6 223,408 1,050 5,190
***GLAMIS GOLD LTD COM 376775102 2 200 SH DEF 12 200
GLAMIS GOLD LTD COM 376775102 290 33,000 SH DEF 3 33,000
GLATFELTER COM 377316104 329 17,520 SH DEF 12 17,520
GLATFELTER COM 377316104 235 12,500 SH DEF 3 12,500
GLAXO SMITHKLINE SPONSORED PLC ADADR 37733W105 406 9,415 SH DEF 2 9,188 227
GLAXO SMITHKLINE SPONSORED PLC ADADR 37733W105 15 341 SH DEF 7 341
GLAXOSMITHKLINE PLC - SPONS ADR ADR 37733W105 252 5,830 SH DEF 9 5,830
GLAXOSMITHKLINE PLC-ADR COM 37733w105 9 200 SH DEF 4 200
GLAXO SMITHKLINE PLC ADR COM 37733W105 459 10,645 SH DEF 5 9,645 1,000
GLAXOSMITHKLINE PLC COM 37733W105 211 4,898 SH DEF 11 2,288 2,610
GLAXOSMITHKLINE PLC SPONSORED37733W105 13 300 SH DEF 15 300
GLEN BURNIE BANCORP COM 377407101 15 800 SH DEF 12 800
GLENAYRE TECHNOLOGIES INC COM 377899109 3 2,600 SH DEF 12 2,600
GLENBOROUGH REALTY TRUST INC COM 37803P105 7 277 SH DEF 12 277
GLIMCHER REALTY TRUST-SBI COM 379302102 199 10,734 SH DEF 12 10,734
GLOBAL INDUSTRIES LTD COM 379336100 188 26,900 SH DEF 12 26,900
GLOBAL HIGH INCOME DOLLAR FUND UNIT 37933G108 166 11,600 SH DEF 12 11,600
GLOBAL IMAGING SYSTEMS INC COM 37934A100 2 100 SH DEF 12 100
GLOBAL IMAGING SYS COM 37934A100 1,986 115,800 SH DEF 6 108,200 7,600
GLOBAL IMAGING SYSTEMS COM 37934A100 10,044 528,890 SH DEF 3 478,190 50,700
GLOBAL PARTNERS INCOME FUND UNIT 37935R102 35 3,150 SH DEF 12 3,150
GLOBAL PAYMENTS INC COM 37940X102 1,578 53,030 SH DEF 3 22,430 30,600
GLBL POWER EQUIP INC COM 37941P108 4,371 453,000 SH DEF 6 441,300 11,700
GLOBECOMM SYSTEMS INC COM 37956X103 6 1,500 SH DEF 12 1,500
GLOBESPANVIRATA INC COM 37957V106 105 27,034 SH DEF 12 27,034
GOLD BANC CORP COM 379907108 2,412 224,400 SH DEF 6 217,600 6,800
GOLD BANC CORP INC COM 379907108 101 9,210 SH DEF 3 9,210
GOAMERICA INC COM 38020R106 5 10,870 SH DEF 12 10,870
GOLDCORP INC COM 380956409 30 3,000 SH DEF 2 3,000
***GOLDCORP INC COM 380956409 69 6,900 SH DEF 12 6,900
GOLDEN STATE BANCORP INC COM 381197102 392 10,810 SH DEF 12 10,810
GOLDEN ST BANCORP IN COM 381197102 17,042 447,515 SH DEF 6 407,800 40,500
GOLDEN ST VINTNERS INC COM 38121K208 83 30,500 SH DEF 12 30,500
GOLDEN WEST FINL CORP. DEL COM 381317106 124 1,800 SH DEF 2 1,800
GOLDEN WEST FINL CORP DEL COM 381317106 698 10,150 SH DEF 5 7,675 2,475
GOLDEN WEST FINL CORP. DEL COM 381317106 688 10,000 SH DEF 7 10,000
GOLDEN WEST FINANCIAL CORP-DEL COM 381317106 31 451 SH DEF 12 451
GOLDEN WEST FINL COM 381317106 6 80 SH DEF 6 80
GOLDMAN SACHS GROUP COM 38141G104 7,503 102,285 SH DEF 1 42,300 59,985
GOLDMAN SACHS GROUP, INC. COM 38141G104 72 981 SH DEF 2 981
GOLDMAN SACHS GROUP COM 38141G104 583 7,950 SH DEF 5 5,660 2,290
GOLDMAN SACHS GROUP INC COM 38141G104 829 11,300 SH DEF 11 8,960 2,340
GOLDMAN SACHS GROUP INC COM 38141G104 2,182 29,744 SH DEF 12 29,744
GOLDMAN SACHS GRP INC COM 38141G104 33,023 448,680 SH DEF 6 432,595 16,805
GOODMAN FIELDER LTD SPON ADR COM 382382208 8,266 2,173,021 SH DEF 6 1,885,435 287,905
GOODRICH CORPORATION COM 382388106 6,270 229,519 SH DEF 12 229,519
GOODYEAR TIRE & RUBBER CO COM COM 382550101 333 17,775 SH DEF 5 10,475 7,300
GOODYEAR TIRE & RUBBER CO COM 382550101 44 2,609 SH DEF 9 2,609
GOODYEAR TIRE & RUBBER CO COM 382550101 905 48,344 SH DEF 12 48,344
GOODYEAR TIRE & RUBR COM 382550101 9 420 SH DEF 6 420
GOODYS FAMILY CLOTHING INC COM 382588101 3 300 SH DEF 12 300
GOODYS FAMILY CLOTHI COM 382588101 723 62,700 SH DEF 3 62,700
GOTTSCHALKS INC COM 383485109 287 84,500 SH DEF 6 80,700 3,800
GOVERNMENT BACKED TRS CTF CONV 383665BF2 1,192 12,000 PRN DEF 12 12,000
W R GRACE & CO-DEL NEW COM 38388F108 10 3,486 SH DEF 12 3,486
GRAFTECH INTERNATIONAL LTD. COM 384313102 1,498 121,800 SH DEF 2 121,800
GRAINGER WW INC. COM 384802104 90 1,800 SH DEF 2 1,800
W W GRAINGER INC COM 384802104 1,799 35,911 SH DEF 12 35,911
GRAINGER W W INC COM 384802104 2 40 SH DEF 6 40
GRAND METROPOLITAN DELAWARE LP PFD 386087209 703 25,385 SH DEF 12 25,385
GRANITE ST BANKSHARE COM 387472103 1,077 33,400 SH DEF 6 31,800 1,600
GRANT PRIDECO COM 38821g101 8 575 SH DEF 4 575
GRANT PRIDECO INC COM 38821G101 92 6,800 SH DEF 3 6,800
GRAPHIC PACKAGING INTL CORP COM 388690109 5 500 SH DEF 3 500
GREAT AMERN FNL RES COM 389915109 40 2,300 SH DEF 6 2,300
GREAT ATLANTIC & PAC TEA INC COMCOM 390064103 4,807 257,220 SH DEF 3 246,320 10,900
GREAT LAKES CHEMICAL CORP COM 390568103 180 6,810 SH DEF 12 6,810
GREAT LAKES REIT INC COM 390752103 72 3,780 SH DEF 12 3,780
GREAT LAKES REIT INC 9.75% PFD PFD 390752202 20 750 SH DEF 12 750
GREAT PLAINS ENERGY INC COM 391164100 407 20,000 SH DEF 2 20,000
GREAT PLAINS ENERGY INC COM 391164100 136 6,666 SH DEF 12 6,666
GREAT PLAINS ENERGY COM 391164100 10,835 465,630 SH DEF 6 457,030 8,600
GREAT PLAINS ENERGY INC PFD 391164506 12 190 SH DEF 12 190
GREAT-WEST LIFE & ANNUITY INS PFD 391369204 2 100 SH DEF 12 100
GREAT WESTERN FINANCIAL TR I PFD 39141F203 25 1,000 SH DEF 12 1,000
GREATER ATLANTIC FINANCIAL COM 391601101 776 117,354 SH DEF 12 117,354
GREATER BAY BANCORP COM 391648102 6,982 226,975 SH DEF 7 226,975
GREATER BAY BANCORP COM 391648102 558 18,130 SH DEF 12 18,130
GREATER BAY BANCORP COM 391648102 1,838 59,750 SH DEF 3 59,750
GREATER CHINA FUND INC UNIT 39167B102 24 2,455 SH DEF 12 2,455
GREEN MOUNTAIN POWER CORP COM 393154109 7 400 SH DEF 2 400
GREENBRIER COS INC COM 393657101 3,757 511,452 SH DEF 6 490,262 1,530 20,530
GREENPOINT FINANCIAL CORP COM 395384100 5 100 SH DEF 12 100
GREENPOINT FINL COM 395384100 11 210 SH DEF 6 210
GREENPOINT FINANCIAL CORP COM 395384100 16,075 327,400 SH DEF 3 310,500 16,900
GREIF BROS CORP CL A 397624107 3,644 107,400 SH DEF 6 104,400 3,000
GREIF BROTHERS CORP CL A MIDWEST COM 397624107 100 3,000 SH DEF 3 3,000
GREKA ENERGY CORPORATION COM 397637109 15 2,599 SH DEF 12 2,599
GREKA ENERGY CORP COM 397637109 37 5,900 SH DEF 6 5,900
GREY GLOBAL GROUP INC COM 39787M108 311 450 SH DEF 12 450
GREY WOLF INC COM 397888108 45 11,000 SH DEF 12 11,000
GREY WOLF INC COM 397888108 13,396 2,976,900 SH DEF 6 2,905,400 71,500
GRIFFON CORP COM 398433102 168 9,290 SH DEF 12 9,290
GRIFFON CORP COM COM 398433102 10,739 593,330 SH DEF 3 525,780 67,550
GROUP 1 AUTOMOTIVE INC COM 398905109 293 7,670 SH DEF 12 7,670
GROUP 1 AUTOMOTIVE INC COM 398905109 6,156 161,360 SH DEF 3 151,260 10,100
GROUP 1 SOFTWARE INC-NEW COM 39943Y103 3 250 SH DEF 12 250
GROUP 1 SOFTWALE INC COM 39943Y103 1,467 102,800 SH DEF 6 98,600 4,200
GRUPO TELEVISA SA SP ADR RE40049J206 2,112 37,200 SH DEF 15 37,200
GRUPO ELEKTRA SA SPON GDR GDR 40050A102 2,342 270,700 SH DEF 3 270,700
GTECH HOLDINGS CORP COM 400518106 5 200 SH DEF 12 200
GTECH HOLDINGS CORP COM 400518106 22,650 886,860 SH DEF 3 820,360 66,500
GUIDANT CORP. COM 401698105 1,181 39,055 SH DEF 2 39,055
GUIDANT CORP COM 401698105 330 10,907 SH DEF 11 10,752 155
GUIDANT CORP COM 401698105 1,851 61,225 SH DEF 12 61,225
GUIDANT CORP COM 401698105 69 1,500 SH DEF 15 1,500
GUILFORD PHARMACEUTICALS INC. COM 401829106 17 2,300 SH DEF 2 2,300
GUILFORD PHARMACEUTICALS INC COM 401829106 941 124,785 SH DEF 12 124,785
GUILFORD PHARMACEUTICALS INC. COM 401829106 19 2500 SH DEF 2500
GUITAR CENTER INC COM 402040109 855 46,100 SH DEF 12 46,100
GULF POWER CAP TR I-7.625% CUM PFD 402473201 40 1,600 SH DEF 12 1,600
GULF POWER CO-7.50% JR SUB PFD 402479810 58 2,332 SH DEF 12 2,332
GULFMARK OFFSHORE INC COM 402629109 11 260 SH DEF 3 260
GULFSTREAM BANCSHARES INC COM 402736102 13 1,000 SH DEF 12 1,000
H & Q HEALTHCARE INVESTORS UNIT 404052102 226 13,019 SH DEF 12 13,019
H & Q LIFE SCIENCES INVESTORS UNIT 404053100 582 40,045 SH DEF 12 40,045
HCA INC COM 404119109 95 2,000 SH DEF 2 2,000
HCA INC COM 404119109 1,124 23,662 SH DEF 12 23,662
HCA INC. COM 404119109 115 1,600 SH DEF 15 1,600
HCA INC COM 404119109 409 8,600 SH DEF 3 7,500 1,100
HCC INSURANCE HOLDINGS INC COM 404132102 11 400 SH DEF 12 400
HECO CAPITAL TRUST I-8.05% CUM PFD 404151201 68 2,700 SH DEF 12 2,700
HECO CAPITAL TRUST II PFD 40415B209 222 9,135 SH DEF 12 9,135
H E R C PRODUCTS INC COM 404165102 1 5,000 SH DEF 7 5,000
HL&P CAPITAL TRUST I-8.125% PFD 404202202 104 4,990 SH DEF 12 4,990
HMN FINL INC COM 40424G108 851 42,700 SH DEF 6 41,200 1,500
HNC SOFTWARE INC COM 40425P107 1 54 SH DEF 12 54
HRPT PROPRTIES TRUST COM 40426W101 19 2,200 SH DEF 2 2,200
HRPT PROPERTIES TR-SBI COM 40426W101 225 25,401 SH DEF 12 25,401
HRPT PROPERTIES TRUST 9.875% PFD 40426W200 77 2,900 SH DEF 12 2,900
HSBC HOLDINGS PLC SPONSORED ADR ADR 404280406 27 472 SH DEF 2 450 22
HADRON INC NEW COM 405009200 5 1,740 SH DEF 12 1,740
HAEMONETICS CORP-MASS COM 405024100 6 200 SH DEF 12 200
HAGGAR CORP COM 405173105 1,542 96,400 SH DEF 6 92,500 3,900
HAIN CELESTIAL GROUP INC COM 405217100 19 1,000 SH DEF 7 1,000
HALLIBURTON CO. COM 406216101 244 15,283 SH DEF 2 14,683 600
HALLIBURTON CO COM 406216101 2,282 143,141 SH DEF 12 143,141
HALLIBURTON CO COM 406216101 48 2,000 SH DEF 15 2,000
HALLIBURTON COM 406216101 9,387 506,050 SH DEF 6 454,550 51,500
HALLIBURTON CO COM COM 406216101 25,720 1,613,550 SH DEF 3 1,578,350 35,200
HALSEY DRUG CO INC 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 280 13,100 SH DEF 6 12,100 1,000
JOHN HANCOCK BANK & THRIFT UNIT 409735107 397 46,625 SH DEF 12 46,625
HANCOCK FABRICS COM 409900107 9 500 SH DEF 7 500
HANCOCK FABRICS INC COM 409900107 229 12,300 SH DEF 12 12,300
HANCOCK FABRICS INC COM COM 409900107 5,742 309,050 SH DEF 3 307,250 1,800
HANCOCK HOLDING CO COM 410120109 67 1,000 SH DEF 12 1,000
HANCOCK HOLDING CO COM 410120109 96 1,425 SH DEF 3 1,425
JOHN HANCOCK INCOME SECURITIES UNIT 410123103 242 16,250 SH DEF 12 16,250
JOHN HANCOCK PATRIOT GLOBAL UNIT 41013G103 12 1,000 SH DEF 12 1,000
JOHN HANCOCK PATRIOT PREFERRED UNIT 41013J107 95 8,000 SH DEF 12 8,000
JOHN HANCOCK PATRIOT PREMIUM UNIT 41013Q101 15 1,600 SH DEF 12 1,600
JOHN HANCOCK PATRIOT PREMIUM UNIT 41013T105 21 2,000 SH DEF 12 2,000
JOHN HANCOCK PATRIOT SELECT UNIT 41013U102 1 100 SH DEF 12 100
JOHN HANCOCK INVESTORS TRUST UNIT 410142103 256 13,205 SH DEF 12 13,205
HANCOCK JOHN FINL SERVICES INC. COM 41014S106 71 2,003 SH DEF 2 2,003
HANCOCK JOHN FINL SERVICES INC. COM 41014S106 722 20,525 SH DEF 7 20,525
HANCOCK JOHN FINL SVCS INC COM 41014S106 156 4,434 SH DEF 12 4,434
JOHN HANCOCK FNL SVS COM 41014S106 7,918 215,800 SH DEF 6 215,800
HANCOCK JOHN FINL TRENDS FD COM 41014X105 27 2,000 SH DEF 12 2,000
HANDLEMAN CO COM 410252100 4 300 SH DEF 12 300
HANDLEMAN CO DEL COM 410252100 6,317 526,400 SH DEF 6 510,400 16,000
HANDSPRING INC COM 410293104 4 2,500 SH DEF 12 2,500
HANGER ORTHOPEDIC GROUP INC COM 41043F208 78 5,150 SH DEF 12 5,150
HANOVER CAPITAL MORTGAGE COM 410761100 2 200 SH DEF 12 200
HANOVER COMPRESSOR CO COM 410768105 14 1,060 SH DEF 12 1,060
HANOVER COMPRESSOR COM 410768105 15,611 1,193,500 SH DEF 6 1,167,500 26,000
HANOVER FOODS CORP-CL A COM 41078W100 20 400 SH DEF 12 400
HANSON PLC SPONSORED ADR ADR 411352404 4 100 SH DEF 2 100
HARBOR BANK-VA COM 41146K104 559 26,015 SH DEF 12 26,015
HARBOR FLORIDA BANCSHARES COM 411901101 5,132 246,627 SH DEF 7 246,627
HARBOR FLORIDA BANCSHARES INC COM 411901101 308 14,810 SH DEF 12 14,810
HARLAND JOHN H CO COM 412693103 1,974 60,500 SH DEF 6 58,900 1,600
HARLAND JOHN H CO COM COM 412693103 15,018 532,555 SH DEF 3 482,705 49,850
HARLEY DAVIDSON, INC. COM 412822108 547 10,665 SH DEF 2 10,665
HARLEY DAVIDSON, INC. COM 412822108 328 6,400 SH DEF 9 6,400
HARLEY DAVIDSON INC COM 412822108 686 13,375 SH DEF 11 11,875 1,500
HARLEY DAVIDSON INC COM 412822108 9,401 183,371 SH DEF 12 183,371
HARLEYSVILLE GROUP INC COM 412824104 63 2,260 SH DEF 12 2,260
HARLEYSVILLE NATIONAL CORP-PA COM 412850109 11 400 SH DEF 12 400
HARMAN INTERNATIONAL COM 413086109 7 150 SH DEF 12 150
HARMONIC INC COM 413160102 6 1,608 SH DEF 12 1,608
HARRAHS ENTERTAINMENT INC COM 413619107 47 1,062 SH DEF 12 1,062
HARRAHS ENTMT INC COM COM 413619107 2,971 67,000 SH DEF 3 63,400 3,600
HARRIS CORP-DEL COM 413875105 137 3,789 SH DEF 12 3,789
HARRIS CORP DEL COM 413875105 5 130 SH DEF 6 130
HARRIS CORP DEL COM COM 413875105 21,233 585,900 SH DEF 3 553,500 32,400
HARSCO CORP COM 415864107 38 1000 SH DEF 4 1000
HARSCO CORP COM 415864107 97 2,580 SH DEF 12 2,580
HARSCO CORP COM 415864107 4,001 100,330 SH DEF 6 100,330
HARSCO CORP COM COM 415864107 1,005 26,790 SH DEF 3 22,290 4,500
HARTE-HANKS INC COM 416196103 15 710 SH DEF 6 710
HARTE-HANKS INC COM 416196103 861 41,900 SH DEF 3 23,750 18,150
HARTFORD CAPITAL I-7.70% CUM PFD 416315208 513 20,523 SH DEF 12 20,523
HARTFORD CAPITAL III 7.45% PFD 41631P204 250 9,975 SH DEF 12 9,975
HARTFORD FINANCIAL SERVICES GROUPCOMC. 416515104 1,704 28,660 SH DEF 2 26,835 1,825
HARTFORD FINANCIAL COM 416515104 12 200 SH DEF 4 200
HARTFORD FINL SVCS GROUP INC COM 416515104 2,423 40,751 SH DEF 5 28,927 11,824
HARTFORD FINANCIAL SERVICES GROUPCOMC. 416515104 70 1,174 SH DEF 7 1,174
HARTFORD FINANCIAL SERVICES GROUPCOMC. 416515104 18 335 SH DEF 9 135 200
HARTFORD FINANCIAL SERVICES COM 416515104 1,664 27,984 SH DEF 12 27,984
THE HARTFORD FIN SERS GRP INC COM 416515104 15,214 241,310 SH DEF 6 212,465 29,190
HARTFORD LIFE CAPITAL I 7.20% PFD 416590206 58 2,300 SH DEF 12 2,300
HARTFORD LIFE CAPITAL II PFD 416591204 52 2,000 SH DEF 12 2,000
HARVEST NATURAL RESOURCES INC COM 41754V103 3 500 SH DEF 12 500
HASBRO INC. COM 418056107 36 2,687 SH DEF 2 2,687
HASBRO INC COM 418056107 215 15,873 SH DEF 12 15,873
HASBRO INC COM 418056107 5,263 344,115 SH DEF 6 344,115
HATTERAS INCOME SECURITIES INC UNIT 419025101 90 6,478 SH DEF 12 6,478
HAVERTY FURNITURE COMPANIES COM 419596101 580 29,372 SH DEF 12 29,372
HAVERTY FURNITURE COM 419596101 1,087 59,600 SH DEF 6 53,800 5,800
HAWAIIAN AIRLS INC NEW COM 419849104 8 2,270 SH DEF 2 2,270
HAWAIIAN ELEC INDS INC. COM 419870100 85 2,000 SH DEF 2 2,000
HAWAIIAN ELECTRIC INDUSTRIES COM 419870100 165 3,867 SH DEF 12 3,867
HAWAIIAN ELEC INDS COM 419870100 5,011 110,000 SH DEF 6 110,000
HAWAIIAN ELEC INDUSTRIES COM COM 419870100 2,619 61,550 SH DEF 3 53,550 8,000
HAWAIIAN ELECTRIC INDS CAP TR PFD 41987M201 278 11,034 SH DEF 12 11,034
HAWKINS INC COM 420261109 310 31,300 SH DEF 6 31,300
HAWTHORNE FINL CORP COM 420542102 1,118 36,900 SH DEF 6 36,900
HEALTH CARE PROPERTY INVESTORS INCOM 421915109 3,731 86,969 SH DEF 9 86,969
HEALTH CARE PROPERTY INVS INC COM 421915109 1,967 45,856 SH DEF 12 45,856
HEALTH CARE PROPERTIES PFD 421915307 173 7,000 SH DEF 12 7,000
HEALTHCARE PPTY INVS INC PFD 421915406 51 2,000 SH DEF 12 2,000
HEALTHSOUTH CORP. COM 421924101 211 16,464 SH DEF 1 16,464
HEALTHSOUTH CORP COM 421924101 1,707 133,490 SH DEF 12 133,490
HEALTHSOUTH CORP. COM 421924101 128 10000 SH DEF 10000
HEALTHSOUTH CORP COM 421924101 12 820 SH DEF 6 820
HEALTHSOUTH CORP COM COM 421924101 3,265 255,300 SH DEF 3 209,900 45,400
HEALTHSOUTH CORP SUB DEB CVT 421924AF8 6,751 6,880,000 PRN DEF 16
HEALTH MANAGEMENT ASSOCIATES, INCCOML 421933102 198 9,850 SH DEF 2 9,850
HEALTH MANAGEMENT ASSOCIATES COM 421933102 412 20,450 SH DEF 12 20,450
HEALTHCARE REALTY TRUST COM 421946104 2,492 77,884 SH DEF 12 77,884
HEALTHCARE REALTY TRUST COM 421946104 2,064 64,500 SH DEF 3 64,500
HEALTH CARE REIT, INC. COM 42217K106 367 12,250 SH DEF 9 12,250
HEALTH CARE REIT INC COM 42217K106 547 18,272 SH DEF 12 18,272
HEALTH CARE REIT INC-8.875% PFD 42217K205 46 1,800 SH DEF 12 1,800
HEALTH NET INC CL A 42222G108 1,504 51,960 SH DEF 6 51,960
HEALTH NET INC. COM 42222G108 116,605 4,355,801 SH DEF 8 4,355,801
HEALTH NET INC. COM 42222G108 276,595 10,332,282 SH DEF 10 10,332,282
HEALTH NET INC COM 42222G108 1,778 66,410 SH DEF 12 66,410
HEALTH-NET SYSTEMS COM 42222G108 33 800 SH DEF 15 800
HEALTH NET INC COM 42222G108 25,955 969,545 SH DEF 3 939,445 30,100
HEALTHTRONICS SURGICAL SVCS COM 42222L107 598 34,200 SH DEF 3 34,200
HEARST-ARGYLE TELEVISION INC COM 422317107 7 300 SH DEF 12 300
HEARST-ARGYLE TELE COM 422317107 5 190 SH DEF 6 190
HEARTLAND EXPRESS INC COM 422347104 363 15,177 SH DEF 5 15,177
HEARTLAND EXPRESS INC COM 422347104 17 700 SH DEF 12 700
HECLA MINING CO COM 422704106 61 13,100 SH DEF 12 13,100
HECLA MINING CO-7% CUM CONV PFD 422704205 6 200 SH DEF 12 200
HECTOR COMMUNICATION COM 422730101 200 15,500 SH DEF 6 14,400 1,100
HEIDRICK & STRUGGLES INTL INC COM 422819102 42 2,100 SH DEF 12 2,100
HEINZ COMPANY COM 423074103 308 7,500 SH DEF 1 7,500
H J HEINZ CO COM 423074103 2,489 60,558 SH DEF 2 60,558
H.J. HEINZ COM 423074103 33 800 SH DEF 4 800
HEINZ H J CO COM 423074103 208 5,050 SH DEF 5 5,050
H J HEINZ CO COM 423074103 1,127 27,424 SH DEF 9 200 27,224
LA COMPAGNIE H.J. HEINZ LTEE COM 423074103 8,370 203,640 SH DEF 12 203,640
HEINZ H J CO COM 423074103 6 150 SH DEF 6 150
HEINZ H J CO COM COM 423074103 727 17,700 SH DEF 3 17,700
HELIX TECHNOLOGY INC. COM 423319102 542 26,300 SH DEF 2 26,300
HELIX TECHNOLOGY CORP COM 423319102 6 300 SH DEF 12 300
HELIX TECH. CORP. COM 423319102 31 1500 SH DEF 1500
HELMERICH & PAYNE COM 423452101 368 10,300 SH DEF 2 8,900 1,400
HELMERICH & PAYNE INC COM 423452101 57 1,600 SH DEF 12 1,600
HELMERICH&PAYNE INC COM 423452101 8,778 233,695 SH DEF 6 234,085 200
HEMISPHERX BIOPHARMA INC COM 42366C103 4 1,650 SH DEF 12 1,650
HENRY JACK & ASSOCIATES, INC. COM 426281101 5,241 314,025 SH DEF 7 314,025
HENRY JACK & ASSOCIATES INC COM 426281101 8 500 SH DEF 12 500
HERBALIFE INTL INC CL A 426908208 5,190 270,026 SH DEF 6 255,926 14,100
HERBALIFE INTL CL B 426908307 679 35,230 SH DEF 6 31,430 3,800
HERITAGE PROPANE PARTNERS LP COM 426918108 27 1,000 SH DEF 12 1,000
HERITAGE COMMERCE CO COM 426927109 1,005 103,400 SH DEF 6 101,900 1,500
HERCULES INC COM 427056106 83 7,116 SH DEF 12 7,116
HERCULES INC COM 427056106 13,440 1,067,500 SH DEF 6 1,067,500
HERCULES TRUST I PFD 427097209 44 1,888 SH DEF 12 1,888
HERITAGE PROPERTY EQUIPMENT COM 42725M107 313 11,700 SH DEF 5 11,700
HERITAGE PROPERTY INVESTMENT COM 42725M107 300 11,250 SH DEF 12 11,250
HERLEY INDUSTRIES INC COM 427398102 61 2,880 SH DEF 12 2,880
HERSHEY FOODS CORP. COM 427866108 472 7,556 SH DEF 2 7,556
HERSHEY FOODS COM 427866108 99 1590 SH DEF 4 1590
HERSHEY FOODS CORP. COM 427866108 7,556 120,901 SH DEF 7 120,901
HERSHEY FOODS CORP COM 427866108 2,102 33,634 SH DEF 12 33,634
HEWLETT-PACKARD CO. COM 428236103 286 18,744 SH DEF 1 800 17,944
HEWLETT-PACKARD COMPANY COM 428236103 7,173 469,414 SH DEF 2 461,487 7,927
HEWLETT PACKARD COM 428236103 466 30510 SH DEF 4 30510
HEWLETT PACKARD CO COM COM 428236103 2,349 153,717 SH DEF 5 132,268 21,449
HEWLITT PACKARD COM 428236103 372 24,330 SH DEF 9 24,330
HEWLETT PACKARD CO COM 428236103 178 11,638 SH DEF 11 9,017 1,826 795
HEWLETT PACKARD CO COM 428236103 8,537 558,709 SH DEF 12 558,709
HEWLETT-PACKARD CO. COM 428236103 2,380 102,543 SH DEF 15 102,543
HEWLETT PACKARD CO COM 428236103 21,395 1,120,728 SH DEF 6 1,120,728
HEWLETT PACKARD CO COM COM 428236103 11,163 730,578 SH DEF 3 704,453 26,125
HEXCEL CORP NEW COM 428291108 44 10,000 SH DEF 12 10,000
HEXCEL CORP COM 428291108 44 10000 SH DEF 10000
HI / FN INC COM 428358105 1 158 SH DEF 12 158
HI-TECH PHARMACAL CO INC COM 42840B101 9 900 SH DEF 12 900
HIBBETT SPORTING GOODS INC COM 428565105 69 2,700 SH DEF 12 2,700
HIBERNIA CORP CL A 428656102 2 100 SH DEF 6 100
HIBERNIA CORP-CL A COM 428656102 868 43,851 SH DEF 12 43,851
HIBERNIA CORP CL A COM 428656102 25,824 1,304,915 SH DEF 3 1,262,515 42,400
HIGH INCOME OPPORTUNITY FUND UNIT 42967Q105 38 6,200 SH DEF 12 6,200
HIGHWOODS PROPERTIES INC. COM 431284108 81 3,100 SH DEF 2 3,100
HIGHWOODS PROPERTIES INC COM 431284108 1,460 56,167 SH DEF 12 56,167
HIGHWOODS PROPERTIES INC PFD 431284306 325 13,465 SH DEF 12 13,465
HIGHWOODS PROPERTIES INC-8% PFD 431284504 60 2,500 SH DEF 12 2,500
HILB ROGAL & HAMILTON CO COM 431294107 541 11,950 SH DEF 12 11,950
HILLENBRAND INDUSTRIES INC. COM 431573104 716 12,753 SH DEF 2 12,753
HILLENBRAND INDUSTRIES INC COM 431573104 192 3,414 SH DEF 12 3,414
HILLENBRAND INDS INC COM COM 431573104 20,669 368,100 SH DEF 3 346,800 21,300
HILLMAN GROUP CAPITAL TR PFD 43162L206 102 4,160 SH DEF 12 4,160
HILTON HOTELS CORP. COM 432848109 97 7,000 SH DEF 2 7,000
HILTON HOTELS CORP COM 432848109 445 32,000 SH DEF 5 32,000
HILTON HOTELS CORP. COM 432848109 70 5,000 SH DEF 7 5,000
HILTON HOTELS CORP COM 432848109 445 31,982 SH DEF 12 31,982
HILTON HOTELS CORP PFD 432848307 106 4,300 SH DEF 12 4,300
HINES HORTICULTURE COM 433245107 19 4,100 SH DEF 6 4,100
HITACHI LTD ADR 10 COM ADR 433578507 2 25 SH DEF 2 25
HISPANIC BROADCASTING CORP COM 43357B104 2 73 SH DEF 12 73
HISPANIC BROADCASTING CORP COM 43357B104 97 3,700 SH DEF 3 3,700
HOLLY CORP NEW COM 435758305 3 156 SH DEF 12 156
HOLLY CORP COM 435758305 3,242 216,700 SH DEF 6 210,300 6,400
HOLLY CORP COM PAR $0.01 COM 435758305 90 5,400 SH DEF 3 5,400
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 28 4,000 SH DEF 12 4,000
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 4 200 SH DEF 12 200
HOLLYWOOD ENTMT CORP COM 436141105 1,589 76,850 SH DEF 3 40,850 36,000
HOME FED BANCORP COM 436926109 59 2,400 SH DEF 6 2,400
HOME DEPOT, INC. COM 437076102 3,058 83,267 SH DEF 1 34,195 49,072
THE HOME DEPOT, INC. COM 437076102 20,207 550,154 SH DEF 2 542,906 7,248
HOME DEPOT COM 437076102 78 2123 SH DEF 4 2123
HOME DEPOT INC COM COM 437076102 1,034 28,152 SH DEF 5 22,897 5,255
THE HOME DEPOT, INC. COM 437076102 690 18,773 SH DEF 7 18,773
HOME DEPOT INC. COM 437076102 372 9,075 SH DEF 9 750 8,325
HOME DEPOT INC COM 437076102 2,285 62,223 SH DEF 11 55,629 5,445 1,149
HOME DEPOT INC COM 437076102 24,174 658,167 SH DEF 12 658,167
HOME DEPOT INC. COM 437076102 4,676 84,265 SH DEF 15 84,265
HOME DEPOT INC COM COM 437076102 17,232 469,165 SH DEF 3 450,265 18,900
HOME PROPERTIES OF NEW YORK COM 437306103 160 4,225 SH DEF 12 4,225
HOME PROPERTIES NEW YORK INC COM 437306103 2,278 60,040 SH DEF 3 58,170 1,870
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 INC COM 437852106 33 23,100 SH DEF 12 23,100
HON INDUSTRIES INC. COM 438092108 483 17,750 SH DEF 2 17,750
HON INDUSTRIES INC COM 438092108 789 28,995 SH DEF 12 28,995
HONDA MOTOR CO LTD ADR NEW COM 438128308 7,713 373,812 SH DEF 6 325,532 48,455
HONEYWELL INT'L, INC. COM 438516106 4,844 137,500 SH DEF 1 45,000 92,500
HONEYWELL INTERNATIONAL INC. COM 438516106 5,588 158,618 SH DEF 2 153,018 5,600
HONEYWELL COM 438516106 9,339 265095 SH DEF 4 265095
HONEYWELL INTERNATIONAL INC COM 438516106 2,090 59,321 SH DEF 5 41,855 17,466
HONEYWELL INTERNATIONAL INC. COM 438516106 2,905 82,464 SH DEF 9 13,500 68,964
HONEYWELL INTERNATIONAL INC. COM 438516106 17,263 490,000 SH DEF 10 490,000
HONEYWELL INTL INC COM 438516106 306 8,693 SH DEF 11 3,143 1,450 4,100
HONEYWELL INTL INC COM 438516106 9,620 273,072 SH DEF 12 273,072
HONEYWELL INC. COM 438516106 2,271 42,440 SH DEF 15 42,440
HONEYWELL INTL INC COM 438516106 20,014 510,550 SH DEF 6 510,550
HONEYWELL INTERNATIONAL INC COM 438516106 5,089 144,450 SH DEF 3 135,650 8,800
HONYWELL INTL INC CONV 438516AJ5 6,500 100,000 PRN DEF 12 100,000
HOOPER HOLMES, INC. COM 439104100 738 92,200 SH DEF 7 92,200
HOOPER HOLMES INC COM 439104100 66 8,300 SH DEF 12 8,300
HOOPER HOLMES INC COM COM 439104100 809 101,130 SH DEF 3 35,130 66,000
HOOVERS INC COM 439321100 87 16,026 SH DEF 12 16,026
HORACE MANN EDUCATORS CORP NEW COM 440327104 45 2,400 SH DEF 12 2,400
HORACE MANN EDUCATORS CORP NEW COCOM 440327104 95 5,100 SH DEF 3 5,100
HORIZON FINL CORP COM 44041F105 990 69,440 SH DEF 6 67,255 2,185
HORIZON GROUP PROPERTIES INC COM 44041U102 1 779 SH DEF 12 779
HORIZON HEALTH CORP COM 44041Y104 20 1,000 SH DEF 12 1,000
HORIZON HEALTH CORP COM 44041Y104 1,565 80,700 SH DEF 6 78,100 2,600
HORIZON OFFSHORE COM 44043J105 1,479 149,800 SH DEF 6 141,600 8,200
HORIZON ORGANIC HOLDING CORP COM 44043T103 63 3,600 SH DEF 12 3,600
HORIZON ORGANIC HOLDING COM 44043T103 123 7,000 SH DEF 3 7,000
HORMEL FOODS CORP COM 440452100 449 18,743 SH DEF 12 18,743
HORMEL FOODS CORP COM 440452100 1 50 SH DEF 6 50
HORMEL FOODS CORP COM COM 440452100 373 15,600 SH DEF 3 15,600
HOSPITALITY PROPERTIES TRUST COM 44106M102 2,755 75,492 SH DEF 12 75,492
HOSPITALITY PPTYS TR COM SH BEN ICOM 44106M102 350 9,600 SH DEF 3 3,700 5,900
HOSPITALITY PPTYS TR PFD 44106M300 49 1,900 SH DEF 12 1,900
HOST MARRIOTT CORP NEW COM 44107P104 40 3,500 SH DEF 2 3,500
HOST MARRIOTT CP (REIT) COM 44107P104 233 20,600 SH DEF 9 20,600
HOST MARRIOTT CORP-NEW REIT COM 44107P104 1,094 96,804 SH DEF 12 96,804
HOST MARRIOTT CORP COM 44107P104 3,796 330,640 SH DEF 6 330,640
HOST MARRIOTT CORP NEW PFD 44107P203 133 5,100 SH DEF 12 5,100
HOST MARRIOTT CORP NEW PFD 44107P401 52 1,990 SH DEF 12 1,990
HOT TOPIC INC COM 441339108 27 1,000 SH DEF 12 1,000
HOT TOPIC INC COM 441339108 131 4,900 SH DEF 3 4,900
HOTELS.COM COM 44147T108 8,966 212,320 SH DEF 3 201,020 11,300
HOUSEHOLD CAPITAL TRUST I PFD 44180E208 20 800 SH DEF 12 800
HOUSEHOLD CAPITAL TRUST IV PFD 44180R209 101 4,150 SH DEF 12 4,150
HOUSEHOLD CAPITAL TRUST V PFD 44180S207 11 400 SH DEF 12 400
HOUSEHOLD CAP TR VI PFD 44180T205 109 4,200 SH DEF 12 4,200
HOUSEHOLD INTERNATIONAL COM 441815107 1,084 21,819 SH DEF 1 119 21,700
HOUSEHOLD INTERNATIONAL INC. COM 441815107 180 3,613 SH DEF 2 3,580 33
HOUSEHOLD INTERNATIONAL COM 441815107 14 290 SH DEF 4 290
HOUSEHOLD INTERNATIONAL INC COM 441815107 2,092 42,101 SH DEF 12 42,101
HOUSEHOLD INTL INC COM 441815107 4,188 81,870 SH DEF 6 81,870
HOUSEHOLD INTL INC COM COM 441815107 6,789 136,600 SH DEF 3 130,800 5,800
HOUSEHOLD INTL INC PFD 441815743 22 900 SH DEF 12 900
HOUSEHOLD INTERNATIONAL PFD 441815750 188 7,700 SH DEF 12 7,700
HOUSEHOLD INTL INC PFD 441815792 11 200 SH DEF 12 200
HOUSEHOLD INTL INC-DEP SHS PFD 441815834 18 700 SH DEF 12 700
HOUSTON EXPLORATION CO COM 442120101 34 1,170 SH DEF 12 1,170
HOUSTON EXPL CO COM 442120101 14,122 456,300 SH DEF 6 445,000 11,300
HOUSTON EXPL CO COM COM 442120101 9,550 329,310 SH DEF 3 286,710 42,600
HOVNANIAN ENTERPRISE CL A 442487203 12,243 382,720 SH DEF 6 368,114 14,606
HOWELL CORP COM 443051107 582 42,300 SH DEF 6 40,300 2,000
HUANENG POWER INTL INC ADR N COM 443304100 6,351 197,100 SH DEF 3 197,100
HUBBELL INC-CL A COM 443510102 2 70 SH DEF 12 70
HUBBELL INC. CL B COM 443510201 305 8,922 SH DEF 2 8,922
HUBBELL INC CL B COM 443510201 208 6,100 SH DEF 5 6,100
HUBBELL INC-CL B COM 443510201 159 4,642 SH DEF 12 4,642
HUBBELL INC CL B COM 443510201 85 2,500 SH DEF 3 1,700 800
HUDSON CITY BANCORP INC COM 443683107 40 2,000 SH DEF 12 2,000
HUDSON UNITED BANK COM 444165104 156 5,458 SH DEF 9 5,458
HUDSON UNITED BANCORP COM 444165104 304 10,635 SH DEF 12 10,635
HUDSON UNITED BANCORP COM 444165104 10,087 353,175 SH DEF 3 307,275 45,900
HUFFY CORP. COM 444356109 10 1,200 SH DEF 2 1,200
HUFFY CORP COM 444356109 5 600 SH DEF 12 600
HUFFY CORP COM 444356109 1,192 158,900 SH DEF 6 152,900 6,000
HUGHES SUPPLY INC COM 444482103 38 850 SH DEF 12 850
HUGHES SUPPLY INC COM 444482103 2,465 62,000 SH DEF 6 60,100 1,900
HUGHES SUPPLY INC COM COM 444482103 11,705 260,680 SH DEF 3 214,280 46,400
HUGOTON ROYALTY TRUST TEXAS COM 444717102 244 23,000 SH DEF 12 23,000
HUMANA INC COM 444859102 466 29,816 SH DEF 12 29,816
HUMANA INC COM 444859102 6,227 409,295 SH DEF 6 401,695 7,800
HUMANA INC COM COM 444859102 4,945 316,400 SH DEF 3 316,400
HUMAN GENOME SCIENCES INC. COM 444903108 44 3,300 SH DEF 2 3,300
HUMAN GENOME SCS COM 444903108 45 3350 SH DEF 4 3350
HUMAN GENOME SCIENCES INC. COM 444903108 13 1,000 SH DEF 7 1,000
HUMAN GENOME SCIENCES INC COM 444903108 100 7,445 SH DEF 12 7,445
HUMBOLDT BANCORP COM 445069107 220 14,000 SH DEF 6 13,600 400
JB HUNT TRANSPORT SERVICES INC COM 445658107 1,467 49,695 SH DEF 12 49,695
HUNT JB TRANS SVCS COM 445658107 6,061 221,780 SH DEF 6 221,780
HUNT J B TRANS SVCS INC COM NASCOMNDL 445658107 159 5,400 SH DEF 3 5,400
HUNTER DOUGLAS NV SPONSORED COM 445681208 5,738 743,520 SH DEF 6 685,541 58,804
***HUNTINGTON EXPLORATION INC COM 445901101 1 20,000 SH DEF 12 20,000
HUNTINGTON BANCSHARES INC. COM 446150104 4,779 246,061 SH DEF 2 246,061
HUNTINGTON BANCSHARES INC COM 446150104 927 47,729 SH DEF 12 47,729
HUNTINGTON BANCSHARE COM 446150104 13 652 SH DEF 6 652
HUTCHINSON TECHNOLOGY INC COM NCOM IND 448407106 6,646 424,950 SH DEF 3 402,150 22,800
HUTCHINSON WHAMPOA - UNSP ADR ADR 448415208 41 1,100 SH DEF 2 1,100
HUTCHISON WHAMPOA LTD - ADR COM 448415208 3,730 98,639 SH DEF 6 97,543 1,820
HUTTIG BUILDING PRODUCTS INC COM 448451104 2 392 SH DEF 12 392
HUTTIG BUILDNG PRODS COM 448451104 588 106,000 SH DEF 6 103,500 2,500
HYPERION 2002 TERM TRUST INC UNIT 448915108 20 2,000 SH DEF 12 2,000
HYPERION 2005 INVESTMENT GRADE UNIT 448918102 14 1,380 SH DEF 12 1,380
ICN PHARMACEUTICALS INC NEW COM 448924100 689 28,473 SH DEF 12 28,473
ICN PHARMACEUTICALS INC NEW COM 448924100 13,656 559,415 SH DEF 6 527,365 32,315
ICN PHARMACEUTICAL INC NEW COM 448924100 11,488 474,500 SH DEF 3 456,500 18,000
HYPERCOM CORP COM 44913M105 8 1,000 SH DEF 12 1,000
HYPERCOM CORP COM 44913M105 774 100,510 SH DEF 3 100,510
HYPERION TOTAL RETURN FUND INC UNIT 449145101 5 575 SH DEF 12 575
HYPERION SOLUTIONS CORP COM 44914M104 9 500 SH DEF 12 500
HYPERION SOLUTIONS CORP COM 44914M104 740 40,600 SH DEF 3 30,500 10,100
HYSEQ INC COM 449163302 4 1,630 SH DEF 2 1,630
HYSEQ INC COM 449163302 2 1,000 SH DEF 12 1,000
HYTEK MICROSYSTEMS INC COM 449180108 3 1,400 SH DEF 12 1,400
ICOS CORP COM 449295104 43 2,550 SH DEF 12 2,550
ICU MEDICAL INC COM 44930G107 118 3,825 SH DEF 12 3,825
***ID BIOMEDICAL CORP COM 44936D108 5 1,115 SH DEF 12 1,115
IDEC PHARMACEUTICAL CORP. COM 449370105 12 350 SH DEF 2 350
IDEC PHARMACEUTICALS COM 449370105 36 1005 SH DEF 4 1005
IDEC PHARMACEUTICALS CORP COM 449370105 143 4,042 SH DEF 12 4,042
IDEC PHARMACEUTICALS CORP COM COM 449370105 323 9,100 SH DEF 3 9,100
IES UTILITIES INC-7.875% QTRLY PFD 44949R508 108 4,320 SH DEF 12 4,320
IGEN INTERNATIONAL INC-DEL COM 449536101 6,738 213,910 SH DEF 12 213,910
IGEN INTERNATIONAL INC COM 449536101 1,890 60000 SH DEF 60000
IHOP CORP NEW COM 449623107 536 18,215 SH DEF 12 18,215
IMC GLOBAL INC COM 449669100 857 68,522 SH DEF 12 68,522
IMC GLOBAL INC COM 449669100 19,181 1,422,417 SH DEF 6 1,405,037 2,520 16,995
ING PRIME RATE TR UNIT 44977W106 71 11,295 SH DEF 12 11,295
ING CAPITAL FUNDING TRUST I PFD 44978D107 89 3,500 SH DEF 12 3,500
I-LINK CORP COM 449927102 1 3,850 SH DEF 12 3,850
IMS HEALTH INC. COM 449934108 399 22,254 SH DEF 2 22,254
IMS HEALTH INC COM 449934108 712 39,688 SH DEF 12 39,688
IRT PROPERTY CO COM 450058102 31 2,400 SH DEF 2 2,400
IRT PROPERTY CO COM 450058102 34 2,650 SH DEF 12 2,650
IRT PPTY CO COM COM 450058102 5,318 417,400 SH DEF 3 404,350 13,050
ISTAR FINANCIAL INC COM 45031U101 325 11,400 SH DEF 5 11,400
ISTAR FINANCIAL INC COM 45031U101 1,198 42,050 SH DEF 12 42,050
STARWOOD FINANCIAL INC COM 45031U101 2,465 86,490 SH DEF 3 86,490
ISTAR FINANCIAL INC COM 45031U309 31 1,224 SH DEF 12 1,224
ISTA PHARMACEUTICALS INC COM 45031X105 3 3,500 SH DEF 12 3,500
ITLA CAP CORP COM 450565106 2,899 96,800 SH DEF 6 93,000 3,800
ITT EDUCATIONAL SERVICES INC COM 45068B109 26 1,200 SH DEF 12 1,200
ITT EDUCATIONAL SVCS INC COM 45068B109 11,922 546,900 SH DEF 3 502,100 44,800
ITXC CORP COM 45069F109 3 600 SH DEF 12 600
IVP TECHNOLOGY CORP (NEW) COM 45070Q300 1 5,000 SH DEF 12 5,000
IBASIS, INC. COM 450732102 1 2,000 SH DEF 2 2,000
IBASIS INC COM 450732102 1 1,600 SH DEF 12 1,600
IBERIABANK CORP COM 450828108 1,615 39,825 SH DEF 7 39,825
IBERIABANK CORP COM 450828108 59 1,450 SH DEF 12 1,450
IBERIABANK CORP COM 450828108 2,690 71,900 SH DEF 6 69,700 2,200
IBIS TECHNOLOGY CORP COM 450909106 42 6,420 SH DEF 12 6,420
ITT INDUSTRIES, INC. COM 450911102 318 4,500 SH DEF 2 4,500
ITT INDUSTRIES, INC. COM 450911102 71 1,000 SH DEF 7 1,000
ITT INDUSTRIES INC COM 450911102 541 7,670 SH DEF 12 7,670
ITT INDUSTRIES INC. COM 450911102 2,681 25,000 SH DEF 15 25,000
ITT INDS INC(IND) COM 450911102 3 40 SH DEF 6 40
ICICI BANK LTD - SPON ADR ADR 45104G104 249 35,500 SH DEF 3 35,500
IDACORP INC COM 451107106 212 7,640 SH DEF 12 7,640
IDACORP INC COM 451107106 19,315 563,850 SH DEF 6 543,490 350 21,160
IDEX CORP COM 45167R104 168 5,000 SH DEF 3 5,000
IDINE REWARDS NTWRK SER A PFD COM 45168A209 4 310 SH DEF 6 310
IDEXX LABORATORIES CORP COM 45168D104 28 1,100 SH DEF 12 1,100
IDEXX LABS INC COM 45168D104 23,369 906,120 SH DEF 3 820,320 85,800
IGATE CORP COM 45169U105 73 15,700 SH DEF 12 15,700
IKON OFFICE SOLUTIONS INC COM 451713101 213 22,672 SH DEF 12 22,672
IKON OFFICE SOLUTIONS INC COM 451713101 306 32500 SH DEF 32500
IKON OFFICE SOLUTION COM 451713101 3 310 SH DEF 6 310
IKON OFFICE SOLUTIONS COM 451713101 451 47,960 SH DEF 3 19,060 28,900
IDENTIX INC. COM 451906101 2 300 SH DEF 2 300
IDENTIX INC COM 451906101 29 3,953 SH DEF 12 3,953
ILLINOIS TOOL WORKS, INC. COM 452308109 222 3,255 SH DEF 1 55 3,200
ILLINOIS TOOL WORKS COM 452308109 6,604 96,693 SH DEF 2 92,127 4,566
ILLINOIS TOOL WORKS COM 452308109 386 5650 SH DEF 4 5650
ILLINOIS TOOL WORKS INC COM COM 452308109 505 7,395 SH DEF 5 6,625 770
ILLINOIS TOOL WORKS INC COM 452308109 293 4,293 SH DEF 11 2,376 1,792 125
ILLINOIS TOOL WORKS INC COM 452308109 2,036 29,814 SH DEF 12 29,814
ILLINOIS TOOL WORKS COM 452308109 4 50 SH DEF 6 50
ILLINOIS TOOL WKS INC COM COM 452308109 7,650 112,000 SH DEF 3 107,900 4,100
ILLUMINA INC COM 452327109 38 5,625 SH DEF 12 5,625
IMAGE ENTERTAINMENT INC NEW COM 452439201 2 1,000 SH DEF 12 1,000
IMATION CORP COM 45245A107 21 715 SH DEF 12 715
***IMAX CORP COM 45245E109 5 800 SH DEF 12 800
IMCLONE SYSTEMS INC COM 45245W109 9 1,000 SH DEF 2 1,000
IMCLONE SYSTEMS INC COM 45245W109 676 77,781 SH DEF 12 77,781
IMAGISTICS INTERNATIONAL INC COM 45247T104 20 929 SH DEF 2 917 12
IMAGISTICS INTL INC COM 45247T104 28 1,281 SH DEF 12 1,281
IMMUCOR INC COM 452526106 174 7,430 SH DEF 12 7,430
IMMUCOR INC COM 452526106 1,686 71,850 SH DEF 3 60,050 11,800
IMMUNEX CORPORATION COM 452528102 66 2,950 SH DEF 2 2,950
IMMUNEX COM 452528102 12 530 SH DEF 4 530
IMMUNEX CORPORATION COM 452528102 45 2,000 SH DEF 7 2,000
IMMUNEX CORP NEW COM 452528102 1,206 53,999 SH DEF 12 53,999
IMMUNOGEN INC COM 45253H101 5 2,025 SH DEF 12 2,025
IMPAC MORTGAGE HOLDINGS INC COM 45254P102 142 10,500 SH DEF 12 10,500
IMPATH INC COM 45255G101 5 300 SH DEF 12 300
IMPATH INC COM 45255G101 55 2,000 SH DEF 15 2,000
IMPERIAL CHEMICAL INDS PLC ADR ADR 452704505 1 57 SH DEF 2 57
IMPERIAL CHEM INDS COM 452704505 16,825 874,000 SH DEF 6 874,000
IMMUNOMEDICS INC COM 452907108 114 21,905 SH DEF 12 21,905
IMMUNOMEDICS INC COM NASD INDL COM 452907108 118 22,600 SH DEF 3 22,600
IMPERIAL PKG CORP COM 453077109 1 37 SH DEF 2 37
IMPERIAL TOBACCO PLC SPON ADR ADR 453142101 6 200 SH DEF 2 200
WTS IMPLANT SCIENCES CORP WT 45320R116 1 300 SH DEF 12 300
INAMED CORP COM 453235103 325 12,170 SH DEF 3 10,870 1,300
INCO LIMITEE COM 453258402 4 162 SH DEF 12 162
INCYTE GENOMICS INC COM 45337C102 5 692 SH DEF 12 692
INDEPENDENCE COMMUNITY BANK COM 453414104 29 1,000 SH DEF 12 1,000
INDEPENDENCE CMNTY BK CORP COM 453414104 17 600 SH DEF 3 600
INDEPENDENCE FEDERAL SAVINGS COM 453432106 3 220 SH DEF 12 220
INDEPENDENCE HLDG COM 453440307 386 17,385 SH DEF 6 15,460 1,925
INDEPENDENT BANK CORP-MASS COM 453836108 305 13,342 SH DEF 12 13,342
INDEPENDENT BANK CORP/MA COM 453836108 41 1,780 SH DEF 3 1,780
INDEPENDENT CAP TR III 8.625% PFD 45384D201 550 21,825 SH DEF 12 21,825
INDEPENDENT CAP TRUST IV PFD 45385D200 534 21,100 SH DEF 12 21,100
INDEVUS PHARMACEUTICALS INC COM 454072109 68 58,870 SH DEF 12 58,870
INDIA FUND INC UNIT 454089103 10 1,000 SH DEF 12 1,000
INDIAN RIVER BANKING CO COM 45435P104 68 2,420 SH DEF 12 2,420
INDIANA MICH PWR CO-7.60% JR PFD 454889791 15 600 SH DEF 12 600
INDIANA MICHIGAN POWER CO-8% PFD 454889817 22 900 SH DEF 12 900
INDUS INTERNATIONAL INC COM 45578L100 24 10,000 SH DEF 12 10,000
NATUZZI SPA ADR COM 456478106 8,619 583,005 SH DEF 6 582,030 975
INDYMAC BANCORP INC COM 456607100 59 2,600 SH DEF 12 2,600
INDYMAC BANCORP INC COM 456607100 16,130 697,350 SH DEF 6 678,850 18,500
INDYMAC BANCORP INC COM 456607100 12,120 534,400 SH DEF 3 505,400 29,000
INERGY L P COM 456615103 30 1,000 SH DEF 12 1,000
INFINIUM SOFTWARE INC COM 45662Y109 6 1,000 SH DEF 12 1,000
INFORMATICA CORPORATION COM 45666Q102 13 1,900 SH DEF 12 1,900
INFORMAX INC COM 45677N205 5 5,000 SH DEF 12 5,000
INFORMAX INC COM 45677N205 27 30000 SH DEF 30000
INFORTE CORP COM 45677R107 4 400 SH DEF 12 400
INFOSPACE INC COM 45678T102 2 4,652 SH DEF 12 4,652
INFO USA INC NEW COM 456818301 8,134 1,370,337 SH DEF 6 1,340,937 5,380 27,640
ING GROEP NV SPONS ADR ADR 456837103 688 27,046 SH DEF 2 27,046
ING GROEP NV-SPONSORED ADR COM 456837103 5,877 229,472 SH DEF 6 204,423 25,230
INGERSOLL-RAND CO. COM 456866102 237 5,200 SH DEF 9 5,200
INGRAM MICRO INC CL A 457153104 4 310 SH DEF 6 310
INGRAM MICRO INC COM 457153104 221 16,050 SH DEF 5 11,050 5,000
INGRAM MICRO INC-CL A COM 457153104 47 3,445 SH DEF 12 3,445
INHALE THERAPEUTIC SYS INC COM 457191104 6 650 SH DEF 2 650
INHALE THERAPEUTIC SYSTEMS INC COM 457191104 21 2,074 SH DEF 12 2,074
INKINE PHARMACEUTICAL CO INC COM 457214104 8 9,700 SH DEF 12 9,700
INKTOMI CORP COM 457277101 17 19,470 SH DEF 12 19,470
INNODATA CORP COM 457642205 168 99,000 SH DEF 6 95,200 3,800
INPUT/OUTPUT INC COM 457652105 3 350 SH DEF 12 350
INSITUFORM EAST INC COM 457662104 1 1,000 SH DEF 12 1,000
INSITUFORM TECHNOLOGIES INC COM 457667103 1,333 62,953 SH DEF 12 62,953
INSMED INC COM 457669208 3 2,100 SH DEF 12 2,100
INNOTRAC CORPORATION COM 45767M109 12 2,500 SH DEF 12 2,500
INNOTRAC CORP COM 45767M109 1,108 210,958 SH DEF 6 204,058 6,900
INNOVATIVE SOLUTIONS & SUPPORT COM 45769N105 23 3,059 SH DEF 12 3,059
INNOVATIVE SOLUTIONS COM 45769N105 976 124,700 SH DEF 6 120,300 4,400
INRANGE TECHNOLOGIES CORP COM 45769V206 4 800 SH DEF 12 800
INRANGE TECHNOLOGIES CORP COM 45769V206 2 330 SH DEF 3 330
INKEEPERS USA TRUST COM 4576J0104 19 2,000 SH DEF 2 2,000
INNKEEPERS USA TRUST-SBI COM 4576J0104 1,070 111,661 SH DEF 12 111,661
INSIGHTFUL CORP COM 45770X100 2 1,000 SH DEF 12 1,000
INSPIRE PHARMACEUTICALS INC COM 457733103 3 879 SH DEF 12 879
INSTINET GROUP INC COM 457750107 1 100 SH DEF 6 100
INSURED MUNICIPAL INCOME FUND UNIT 45809F104 30 2,120 SH DEF 12 2,120
INTEGRAMED AMER INC COM 45810N302 170 21,900 SH DEF 6 20,700 1,200
INTEGRATED DEVICE TECHNOLOGY COM 458118106 110 6,080 SH DEF 12 6,080
INTEGRATED DEVICE TECHNOLOGY COMCOMASD 458118106 85 4,700 SH DEF 3 4,700
INTEGRATED ELCTRCAL COM 45811E103 3,471 631,000 SH DEF 6 612,900 18,100
INTEGRATED CIRCUIT S COM 45811K208 13,358 661,600 SH DEF 3 594,100 67,500
INTEGRATED SILICON SOLUTION COM 45812P107 3 300 SH DEF 12 300
INTEL CORP. COM 458140100 29,859 1,634,341 SH DEF 1 354,943 1,279,398
INTEL CORP. COM 458140100 25,402 1,390,364 SH DEF 2 1,361,220 29,144
INTEL COM 458140100 286 15640 SH DEF 4 15640
INTEL CORP COM COM 458140100 3,261 178,477 SH DEF 5 142,032 36,445
INTEL CORP. COM 458140100 116 6,352 SH DEF 7 6,352
INTEL CORP. COM 458140100 4,725 258,594 SH DEF 9 6,455 252,139
INTEL CORP. COM 458140100 4,555 249,300 SH DEF 10 249,300
INTEL CORP COM 458140100 1,827 100,002 SH DEF 11 80,537 12,552 6,913
INTEL CORP COM 458140100 24,016 1,314,481 SH DEF 12 1,314,481
INTEL CORP. COM 458140100 4,888 178,340 SH DEF 15 178,340
INTEL CORP COM 458140100 56 3,020 SH DEF 3,020
INTEL CORP COM NASD INDL COM 458140100 33,644 1,841,478 SH DEF 3 1,767,578 73,900
INTELIDATA TECHNOLOGIES CORP COM 45814T107 4 2,900 SH DEF 12 2,900
INTEGRATED INFORMATION SYSTEMS COM 45817B103 7 33,800 SH DEF 12 33,800
INTERGRATED DEFENSE COM 45819B101 9 300 SH DEF 12 300
INTER TEL INC COM 458372109 1 50 SH DEF 12 50
INTER TEL INC COM NASD INDL COM 458372109 10,321 603,220 SH DEF 3 575,480 27,740
INTERFACE INC CL A 458665106 1,013 112,200 SH DEF 6 112,200
INTERFACE INC-CL A COM 458665106 16 2,000 SH DEF 12 2,000
INTERDIGITAL COMMUNICATIONS COM 45866A105 345 38,162 SH DEF 12 38,162
INTERLEUKIN GENETICS INC COM 458738101 20 25,000 SH DEF 12 25,000
INTERLOTT TECH INC COM 458764107 393 62,400 SH DEF 6 60,400 2,000
INTERMAGNETICS GENERAL CORP COM 458771102 32 1,597 SH DEF 12 1,597
INTERMEDIA COMMUNICATIONS INC PFD 458801404 1 22 SH DEF 12 22
INTERMET CORP COM NASD INDL COM 45881K104 8,317 774,440 SH DEF 3 692,890 81,550
INTERNAP NETWORK SVCS CORP COM 45885A102 9 37,115 SH DEF 12 37,115
INTL AIRCRAFT INVS COM 458860103 23 16,700 SH DEF 6 16,700
INTL ALUMINUM CORP COM 458884103 10 500 SH DEF 12 500
INTL ASSETS HOLDING CORP COM 459028106 9 9,415 SH DEF 12 9,415
INTL BANCSHARES CORP COM 459044103 348 7,500 SH DEF 6 7,500
INTERNATIONAL BANK FOR RECON & CONV 459056GF8 1,411 18,000 PRN DEF 12 18,000
INTERNATIONAL BUSINESS MACHINE COM 459200101 2,550 35,423 SH DEF 1 5,520 29,903
INTERNATIONAL BUSINESS MACHINES CCOM. 459200101 14,645 203,403 SH DEF 2 199,899 3,504
IBM COM 459200101 9,311 129321 SH DEF 4 129321
INTL BUSINESS MACHINES CORP CO COM 459200101 1,705 23,679 SH DEF 5 20,781 2,898
INTERNATIONAL BUSINESS MACHINES CCOM. 459200101 2,647 36,767 SH DEF 7 36,767
INTERNATIONAL BUSINESS MACHINES CCOM. 459200101 119,729 1,662,909 SH DEF 8 1,662,909
INTERNATIONAL BUSINESS MACHINES CCOM. 459200101 2,447 33,984 SH DEF 9 8,140 25,844
INTERNATIONAL BUSINESS MACHINES CCOM. 459200101 241,710 3,357,082 SH DEF 10 3,357,082
INTERNATIONAL BUSINESS MACHINES COM 459200101 5,350 74,306 SH DEF 11 68,244 4,339 1,723
INTERNATIONAL BUSINESS COM 459200101 43,989 610,965 SH DEF 12 610,965
INTERNATIONAL BUSINESS MACHINES COM 459200101 1,555 14,566 SH DEF 15 14,566
IBM COM 459200101 23,524 292,401 SH DEF 6 292,401
INTERNATIONAL BUSINESS MACHINES COM 459200101 187 2,600 SH DEF 2,600
INTERNATIONAL BUSINESS MACHINES CCOM 459200101 28,271 392,656 SH DEF 3 374,156 18,500
INTL FLAVORS & FRAGRANCES INC COM 459506101 1,115 34,315 SH DEF 12 34,315
INTERNATIONAL LOTTERY & COM 459824207 1 1,083 SH DEF 12 1,083
INTERNATIONAL GAME TECHNOLOGY COM 459902102 210 3,700 SH DEF 5 1,800 1,900
INTL GAME TECHNOLOGY COM 459902102 2,233 39,376 SH DEF 12 39,376
INTERNATIONAL PAPER CAP TR PFD 460137300 2,716 56,300 SH DEF 2 56,300
INTERNATIONAL PAPER CAPITAL PFD 460137300 1,008 20,900 SH DEF 12 20,900
INTERNATIONAL PAPER CAP TR III PFD 460140205 508 20,360 SH DEF 12 20,360
INTERNATIONAL PAPER CO. COM 460146103 2,474 56,768 SH DEF 2 56,718 50
INTERNATIONAL PAPER CO COM COM 460146103 4,455 102,233 SH DEF 5 81,198 21,035
INTERNATIONAL PAPER CO COM 460146103 5,470 125,508 SH DEF 12 125,508
INTERNATIONAL PAPER CO COM 460146103 3,422 51,700 SH DEF 15 51,700
INTERNATIONAL PAPER COM 460146103 4,449 103,234 SH DEF 6 103,234
INTERNATIONAL RECTIFIER CORPORATICOM 460254105 16 540 SH DEF 2 540
INTERNATIONAL RECTIFIER CORP COM 460254105 525 17,995 SH DEF 12 17,995
INTL REMOTE IMAGING COM 460259500 20 5,900 SH DEF 6 5,900
INTL SHIPHOLDING CORP NEW COM 460321201 90 13,700 SH DEF 12 13,700
INTERNATIONAL SPEEDWAY CORPORATIOCOM 460335201 4 100 SH DEF 2 100
INTERNATIONAL SPEEDWAY CORP COM 460335201 372 9,276 SH DEF 12 9,276
INTL SPEEDWAY CORP CL A COM 460335201 1,494 37,250 SH DEF 3 37,250
INTERNATIONAL SPEEDWAY CORP COM 460335300 22 544 SH DEF 12 544
INTERNATIONAL SPECIALTY PRODUCTS COM 460337108 223 29000 SH DEF 29000
INTL SPLTY PRODS COM 460337108 757 90,700 SH DEF 6 90,700
INTERNET CAPITAL GROUP INC COM 46059C106 20 72,930 SH DEF 12 72,930
INTERNET PICTURES CORP COM 46059S200 2 1,209 SH DEF 12 1,209
INTERNET HOLDRS TR COM 46059W102 5 200 SH DEF 12 200
INTERNET ARCHITECTURE HOLDR TR COM 46060A107 3 100 SH DEF 2 100
INTERNET ARCHITECTURE COM 46060A107 3 100 SH DEF 12 100
INTERNET SEC SYS INC COM 46060X107 3 211 SH DEF 2 211
INTERNET SEC SYS INC COM 46060X107 54 4,115 SH DEF 12 4,115
INTERPOOL INC COM 46062R108 3 150 SH DEF 7 150
INTERPOOL INC COM 46062R108 11,709 496,150 SH DEF 6 483,400 12,750
INTERPORE INTERNATIONAL NEW COM 46062W107 5 500 SH DEF 12 500
INTERPUBLIC GROUP COMPANIES INC. COM 460690100 3,137 126,710 SH DEF 2 126,410 300
INTERPUBLIC GROUP COM 460690100 793 32017 SH DEF 4 32017
INTERPUBLIC GROUP OF COS INC COM 460690100 1,360 54,945 SH DEF 12 54,945
INTERPUBLIC GROUP OF COS INC COM 460690100 4,030 122,300 SH DEF 6 122,300
INTERPUBLIC GROUP COS CVT BOND CVT 460690AJ9 2,269 2,900,000 PRN DEF 16
INTERSIL CORPORATION CL A COM 46069S109 43 1,989 SH DEF 12 1,989
INTERSIL HOLDING CORP COM 46069S109 14,874 695,700 SH DEF 3 695,700
INTERSTATE BAKERIES CORP-DEL COM 46072H108 347 12,027 SH DEF 12 12,027
INTERSTATE BAKERIES CORP COM 46072H108 29 1000 SH DEF 1000
INTERSTATE BAKERIES CP COM 46072H108 14,409 498,940 SH DEF 3 458,740 40,200
INTERSTATE HOTELS CORP COM 46088R108 2 453 SH DEF 12 453
INTSTATE NTL DEALER COM 46102P104 182 39,300 SH DEF 6 38,200 1,100
INTERTAN INC COM 461120107 120 10,803 SH DEF 12 10,803
INTEST CORP COM 461147100 797 112,300 SH DEF 6 108,000 4,300
INTRABIOTICS PHARMACEUTICALS COM 46116T100 21 16,200 SH DEF 12 16,200
INTRADO INC COM 46117A100 779 40,230 SH DEF 12 40,230
INTRADO INC COM 46117A100 159 8,200 SH DEF 3 8,200
INTRAWARE INC COM 46118M103 1 500 SH DEF 12 500
INTUIT CORP. COM 461202103 25 500 SH DEF 7 500
INTUIT INC COM 461202103 1,226 24,652 SH DEF 12 24,652
INVACARE CORP. COM 461203101 296 8,000 SH DEF 2 8,000
INVACARE CORP COM 461203101 666 17,989 SH DEF 12 17,989
INVACARE CORP COM NASD INDL COM 461203101 67 1,800 SH DEF 3 1,800
INTUITIVE SURGICAL, INC. 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 GROUP COM 46145F105 72 2,190 SH DEF 12 2,190
INVISION TECHNOLOGIES INC COM 461851107 13 550 SH DEF 12 550
INVISION TECHNOLOGIES INC COM 461851107 124 5,130 SH DEF 3 5,130
INVITROGEN CORP COM 46185R100 330 10,303 SH DEF 12 10,303
IOMEGA CORP COM 462030305 18 1,425 SH DEF 12 1,425
IOMEGA CORP COM 462030305 905 71,840 SH DEF 6 71,840
IOMEGA CORP COM NASD INDL COM 462030305 447 34,800 SH DEF 3 33,000 1,800
IRON & GLASS BANCORP INC COM 462735101 11 400 SH DEF 12 400
IRON MOUNTAIN INC PA COM 462846106 73 2,370 SH DEF 12 2,370
IRWIN FINL CORP COM 464119106 11,156 560,600 SH DEF 6 546,100 14,500
I C ISAACS & CO INC COM 464192103 1 750 SH DEF 12 750
ISCO INTERNATIONAL INC COM 46426P103 1 2,500 SH DEF 12 2,500
ISHARES INC COM 464286103 40 4,042 SH DEF 12 4,042
ISHARES INC COM 464286202 18 2,000 SH DEF 12 2,000
ISHARES INC COM 464286608 32 600 SH DEF 12 600
ISHARES INC COM 464286699 21 1,496 SH DEF 12 1,496
ISHARES INC COM 464286707 21 1,138 SH DEF 12 1,138
ISHARES INC COM 464286749 24 1,779 SH DEF 12 1,779
ISHARES INC COM 464286806 21 1,441 SH DEF 12 1,441
ISHARES INC COM 464286814 22 1,259 SH DEF 12 1,259
ISHARES INC COM 464286848 567 67,312 SH DEF 12 67,312
ISHARES INC COM 464286871 55 6,192 SH DEF 12 6,192
ISHARES TRUST COM 464287101 326 6,650 SH DEF 12 6,650
ISHARES S&P 500 INDEX FUND COM 464287200 27 276 SH DEF 4 276
ISHARES TRUST COM 464287408 10 200 SH DEF 12 200
ISHARES TRUST COM 464287465 106 890 SH DEF 12 890
ISHARES TR COM 464287481 29 500 SH DEF 12 500
ISHARES TR COM 464287499 934 17,055 SH DEF 12 17,055
ISHARES TRUST COM 464287507 1,372 14,040 SH DEF 12 14,040
ISHARES TR COM 464287556 159 3,110 SH DEF 12 3,110
ISHARES TR COM 464287564 390 4,250 SH DEF 12 4,250
ISHARES TRUST COM 464287580 38 757 SH DEF 12 757
ISHARES TRUST COM 464287606 101 997 SH DEF 12 997
ISHARES TRUST COM 464287630 1,229 9,040 SH DEF 12 9,040
ISHARES TRUST COM 464287648 401 8,400 SH DEF 12 8,400
ISHARES TRUST COM 464287655 1,415 15,610 SH DEF 12 15,610
ISHARES TRUST COM 464287663 26 375 SH DEF 12 375
ISHARES TRUST COM 464287705 1,260 13,605 SH DEF 12 13,605
ISHARES TRUST COM 464287713 49 2,611 SH DEF 12 2,611
ISHARES TRUST COM 464287721 183 5,081 SH DEF 12 5,081
ISHARES TRUST COM 464287747 8 1,000 SH DEF 12 1,000
ISHARES TRUST COM 464287754 11 259 SH DEF 12 259
ISHARES TRUST COM 464287762 119 2,328 SH DEF 12 2,328
ISHARES TRUST COM 464287796 5 101 SH DEF 12 101
ISHARES TRUST COM 464287804 1,574 13,750 SH DEF 12 13,750
ISHARES TRUST COM 464287812 164 3,598 SH DEF 12 3,598
ISHARES TRUST COM 464287838 75 1,825 SH DEF 12 1,825
ISHARES TRUST COM 464287879 1,290 14,340 SH DEF 12 14,340
ISHARES TRUST COM 464287887 1,176 16,215 SH DEF 12 16,215
ISIS PHARMACEUTICALS COM 464330109 7 690 SH DEF 4 690
ISIS PHARMACEUTICALS INC COM 464330109 47 4,960 SH DEF 12 4,960
ISLE CAPRI CASINOS INC COM 464592104 506 25,000 SH DEF 12 25,000
ISLE OF CAPR CAS INC COM 464592104 5,659 283,400 SH DEF 6 275,600 7,800
ISLE OF CAPRIS CASINOS INC COM 464592104 1,062 52,455 SH DEF 3 51,555 900
***STATE OF ISRAEL CONV 4651386X8 321 6,000 PRN DEF 12 6,000
***ISRAEL STATE DLR SAVINGS CONV 465138CE3 550 6,000 PRN DEF 12 6,000
ITALY FUND INC COM 465395101 2 326 SH DEF 12 326
I3 MOBILE INC COM 465713105 2 3,000 SH DEF 12 3,000
ITO YOKADO LTD ADR - NEW ADR 465714301 405 8,175 SH DEF 2 8,175
ITO YOKADO CO LTD ADR-NEW COM 465714301 2,881 58,015 SH DEF 6 45,945 12,675
ITO YOKADO CO LTD ADR COM 465714301 158 3,200 SH DEF 3 3,200
ITOCHU CORP-ADR COM 465717106 2,145 60,527 SH DEF 6 59,761 1,210
ITRON INC COM 465741106 5 200 SH DEF 12 200
ITRON INC COM 465741106 792 30,200 SH DEF 3 30,200
I2 TECHNOLOGIES INC COM 465754109 67 44,962 SH DEF 12 44,962
I2 TECHNOLOGIES INC COM 465754109 641 162,160 SH DEF 6 145,560 16,600
***IVANHOE ENERGY INC COM 465790103 3 2,000 SH DEF 12 2,000
IVAX CORP. COM 465823102 2,059 190,675 SH DEF 2 188,775 1,900
IVAX CORP COM 465823102 2,303 213,255 SH DEF 5 161,145 52,110
IVAX CORP COM 465823102 245 22,729 SH DEF 12 22,729
IVILLAGE INC COM 46588H105 2 1,200 SH DEF 12 1,200
JDN REALTY CORP COM 465917102 540 43,213 SH DEF 12 43,213
JDN REALTY CORP PFD 465917201 109 4,350 SH DEF 12 4,350
IXYS CORP DEL COM 46600W106 2 445 SH DEF 12 445
J ALEXANDER CORP COM 466096104 53 17,680 SH DEF 12 17,680
JBI CAPITAL TRUST I-9.25% GTD PFD 46610Q206 3 100 SH DEF 12 100
JCP&L CAPITAL LP-8.56% CUM PFD 46611K208 149 5,875 SH DEF 12 5,875
JDS UNIPHASE CORP COM 46612J101 17 6,270 SH DEF 2 6,270
JDS UNIPHASE COM 46612j101 67 25000 SH DEF 4 25000
JDS UNIPHASE CORP COM 46612J101 5 2,000 SH DEF 7 2,000
JDS UNIPHASE CORP COM 46612J101 432 161,669 SH DEF 12 161,669
JDS UNIPHASE CORP COM 46612J101 27 10000 SH DEF 10000
JDS UNIPHASE CORP COM 46612J101 737 254,775 SH DEF 6 245,350 9,900
JLG INDUSTRIES INC COM 466210101 228 16,260 SH DEF 12 16,260
JLG INDS INC COM 466210101 3,683 266,900 SH DEF 6 262,000 4,900
JNI CORP COM 46622G105 2 500 SH DEF 12 500
J NET ENTERPRISES INC COM 46622V102 4 4,900 SH DEF 12 4,900
JPM CHASE CAPITAL IX PFD 46623C202 26 1,000 SH DEF 2 1,000
JPM CHASE CAPITAL IX PFD 46623C202 34 1,300 SH DEF 12 1,300
JP MORGAN CHASE CAPITAL X PFD 46623D200 26 1,050 SH DEF 12 1,050
JP REALTY INC COM 46624A106 11 400 SH DEF 12 400
JPS INDUSTRIES INC COM 46624E405 117 28,300 SH DEF 6 27,600 700
JP MORGAN CHASE & CO. COM 46625H100 839 24,740 SH DEF 1 3,500 21,240
J.P. MORGAN CHASE & CO. COM 46625H100 15,513 457,349 SH DEF 2 438,919 18,430
JP MORGAN CHASE COM 46625h100 133 3910 SH DEF 4 3910
J.P. MORGAN CHASE & CO COM 46625H100 6,220 183,369 SH DEF 5 145,627 37,742
J.P. MORGAN CHASE & CO. COM 46625H100 15 450 SH DEF 7 450
J.P. MORGAN CHASE & CO. COM 46625H100 178,485 5,261,942 SH DEF 8 5,261,942
J P MORGAN CHASE & CO COM 46625H100 3,277 96,616 SH DEF 9 8,730 87,886
J.P. MORGAN CHASE & CO. COM 46625H100 319,895 9,430,881 SH DEF 10 9,430,881
JP MORGAN CHASE & CO COM 46625H100 772 22,762 SH DEF 11 14,587 8,000 175
J P MORGAN CHASE & CO COM 46625H100 22,063 650,437 SH DEF 12 650,437
JP MORGAN CHASE & CO. COM 46625H100 4,580 88,900 SH DEF 15 88,900
JP MORGAN CHASE&CO COM 46625H100 51,086 1,451,619 SH DEF 6 1,388,447 63,586
JP MORGAN CHASE & CO COM 46625H100 30,818 908,551 SH DEF 3 876,270 32,281
J P MORGAN CHASE & CO PFD 46625H209 969 12,750 SH DEF 2 12,500 250
J P MORGAN CHASE & CO PFD 46625H209 61 800 SH DEF 12 800
JABIL CIRCUIT INC COM 466313103 202 9,575 SH DEF 12 9,575
JACK IN THE BOX INC COM 466367109 33,340 1,039,430 SH DEF 6 1,020,465 1,260 18,905
JACKSONVILLE BANCORP COM 469248108 527 21,500 SH DEF 6 20,400 1,100
JACO ELECTRS INC COM 469783104 427 72,400 SH DEF 6 70,000 2,400
JACOBS ENGINEERING GROUP INC COM 469814107 29 840 SH DEF 12 840
JAKKS PACIFIC, INC. COM 47012E106 27 1,500 SH DEF 2 1,500
JAKKS PAC INC COM 47012E106 4,800 263,000 SH DEF 6 253,400 9,600
JAPAN SMALLER CAPITALIZATION UNIT 47109U104 2 230 SH DEF 12 230
JARDEN CORP COM 471109108 93 4,700 SH DEF 3 4,700
JARDINE FLEMING INDIA FUND INC UNIT 471112102 11 1,581 SH DEF 12 1,581
JEFFERIES GROUP INC NEW COM 472319102 59 1,400 SH DEF 12 1,400
JEFFERSON-PILOT CORP. COM 475070108 5,584 118,803 SH DEF 2 118,603 200
JEFFERSON-PILOT CORP. COM 475070108 1,130 24,050 SH DEF 7 24,050
JEFFERSON-PILOT CORP. COM 475070108 334 7,102 SH DEF 9 7,102
JEFFERSON PILOT CORP COM 475070108 277 5,900 SH DEF 11 5,900
JEFFERSON PILOT CORP COM 475070108 6,716 142,891 SH DEF 12 142,891
JEFFERSON PILOT CORP COM 475070108 8 170 SH DEF 6 170
JEFFERSON SMURFIT COM 47508W107 6,424 216,205 SH DEF 6 199,305 17,055
JETBLUE AIRWAYS CORP COM 477143101 23 500 SH DEF 12 500
JOHN NUVEEN CO-CL A COM 478035108 895 34,838 SH DEF 12 34,838
JOHN NUVEEN CO -CL COM 478035108 9,412 366,230 SH DEF 3 355,230 11,000
JOHNSON & JOHNSON COM 478160104 15,686 300,162 SH DEF 1 69,322 230,840
JOHNSON & JOHNSON COM 478160104 25,521 488,351 SH DEF 2 481,078 7,273
JOHNSON & JOHNSON COM 478160104 7,018 134284 SH DEF 4 134284
JOHNSON & JOHNSON COM COM 478160104 8,189 156,688 SH DEF 5 113,819 42,869
JOHNSON & JOHNSON COM 478160104 8,859 169,513 SH DEF 7 169,513
JOHNSON & JOHNSON COM 478160104 1,476 28,248 SH DEF 9 1,420 26,828
JOHNSON & JOHNSON COM 478160104 6,167 118,000 SH DEF 10 118,000
JOHNSON & JOHNSON COM 478160104 3,477 66,531 SH DEF 11 54,164 11,083 1,284
JOHNSON & JOHNSON COM 478160104 31,664 605,903 SH DEF 12 605,903
JOHNSON & JOHNSON COM 478160104 875 11,020 SH DEF 15 11,020
JOHNSON & JOHNSON COM COM 478160104 48,204 922,396 SH DEF 3 886,668 35,728
JOHNSON CONTROLS INC. COM 478366107 1,387 17,000 SH DEF 2 17,000
JOHNSON CONTROLS INC COM 478366107 430 5,274 SH DEF 12 5,274
JOHNSON CONTROLS INC. COM 478366107 310 2,500 SH DEF 15 2,500
JOHNSON CONTROLS INC COM 478366107 20 230 SH DEF 6 230
JOHNSON CTLS INC COM COM 478366107 33,028 404,700 SH DEF 3 393,200 11,500
JOHNSON OUTDOORS INC CL A 479167108 2,205 117,000 SH DEF 6 113,000 4,000
JOHNSON WORLDWIDE ASSOC INC CL ACOMASD 479167108 417 24,800 SH DEF 3 2,000 22,800
JONES APPAREL GROUP INC COM 480074103 8 200 SH DEF 2 200
JONES APPAREL GROUP INC. COM 480074103 276 7,350 SH DEF 5 7,350
JONES APPAREL GROUP INC COM 480074103 388 10,357 SH DEF 12 10,357
JONES APPAREL GRP INC COM 480074103 30 770 SH DEF 6 770
JONES LANG LASALLE INC COM 48020Q107 82 3,300 SH DEF 3 3,300
JOSEPH A BANK CLOTHIERS INC COM 480838101 21 1,200 SH DEF 12 1,200
JOS A BANK CLOTHIERS COM 480838101 1,956 96,600 SH DEF 6 94,000 2,600
JOS A BANK CLOTHIERS INC COM 480838101 9 500 SH DEF 3 500
JOULE' INC COM 481109106 8 7,300 SH DEF 12 7,300
JOY GLOBAL INC COM 481165108 753 42,465 SH DEF 12 42,465
JOY GLOBAL INC COM 481165108 238 13,700 SH DEF 3 13,700
JUNIPER NETWORKS COM 48203R104 6 1,100 SH DEF 2 1,100
JUNIPER NETWORKS COM 48203R104 68 12,039 SH DEF 12 12,039
JUNIPER NETWORKS INC. COM 48203R104 17 3000 SH DEF 3000
KCPL FINANCING I-8.30% TRUST PFD 482432200 10 410 SH DEF 12 410
KCS ENERGY INC COM 482434206 11 6,350 SH DEF 12 6,350
KFX INC COM 48245L107 118 46,250 SH DEF 12 46,250
KLA-TENCOR CORP COM 482480100 231 5,252 SH DEF 12 5,252
KLA-TENCOR CORP. COM 482480100 134 2,000 SH DEF 15 2,000
KLM ROYAL DUTCH AIRLINES COM 482516309 157 13,000 SH DEF 11 13,000
***KLM ROYAL DUTCH AIRLS COM 482516309 38 3,175 SH DEF 12 3,175
KMART CORPORATION COM 482584109 1 650 SH DEF 2 650
K MART CORP COM 482584109 27 26,315 SH DEF 12 26,315
KPMG CONSULTING INC COM 48265R109 107 7,224 SH DEF 12 7,224
KPMG CONSULTING INC COM 48265R109 5,588 359,615 SH DEF 6 359,615
KPMG CONSULTING INC COM 48265R109 7,753 521,750 SH DEF 3 502,850 18,900
KS BANCORP INC COM 48266R108 17 1,125 SH DEF 12 1,125
K-SWISS INC -CL A COM 482686102 10,398 400,230 SH DEF 3 377,630 22,600
KT CORPORATION SPONSORED ADR ADR 48268K101 1 50 SH DEF 2 50
KT CORP SPON ADR COM 48268K101 13,997 611,041 SH DEF 6 574,891 36,425
KT CORP ADR 48268K101 25,398 1,173,115 SH DEF 3 1,163,115 10,000
K TRON INTL INC COM 482730108 416 27,700 SH DEF 6 26,700 1,000
K2 INC COM 482732104 2,320 277,900 SH DEF 6 269,900 8,000
K V PHARMACEUTICAL CO-CL A COM 482740206 27 1,000 SH DEF 12 1,000
KADANT INC. COM 48282T104 2 96 SH DEF 2 96
KADANT INC. COM 48282T104 1 79 SH DEF 7 79
KADANT INC COM 48282T104 4 266 SH DEF 12 266
KAMAN CORP CL A 483548103 7,564 444,700 SH DEF 6 431,900 12,800
KAMAN CORP-CL A COM 483548103 9 551 SH DEF 12 551
KANEB PIPE LINE PARTNERS LP COM 484169107 57 1,510 SH DEF 12 1,510
KANEB PIPELINE PARTNERS LP SR. PREF 484169107 113 3000 SH DEF 3000
KANEB SERVICES LLC COM 484173109 3 166 SH DEF 12 166
KANSAS CITY LIFE INSURANCE CO COM 484836101 174 4,490 SH DEF 12 4,490
KANSAS CITY SOUTHERN COM 485170302 8,320 489,430 SH DEF 2 479,828 9,602
KANSAS CITY SOUTHERN COM 485170302 1,270 74,712 SH DEF 12 74,712
KANSAS CITY SOUTHERN COM 485170302 24 1,400 SH DEF 3 1,400
KAYDON CORP. COM 486587108 701 29,700 SH DEF 2 29,700
KAYDON CORP COM 486587108 89 3,760 SH DEF 12 3,760
KEANE INC COM 486665102 86 6,900 SH DEF 12 6,900
KEANE INC COM 486665102 7,604 523,700 SH DEF 6 523,700
KB HOME COM 48666k109 1,906 37000 SH DEF 4 37000
KB HOME COM 48666K109 85 1,650 SH DEF 12 1,650
KB HOME COM 48666K109 5 90 SH DEF 6 90
KB HOME COM COM 48666K109 9,906 192,305 SH DEF 3 175,405 16,900
KEITH COMPANIES INC COM 487539108 1,473 94,710 SH DEF 6 92,210 2,500
KELLOGG CO COM 487836108 1,153 32,143 SH DEF 12 32,143
KELLOGG CO COM 487836108 240 4,400 SH DEF 15 4,400
KELLWOOD CO COM 488044108 26 800 SH DEF 12 800
KELLWOOD CO COM 488044108 9,235 309,900 SH DEF 6 309,600 300
KELLWOOD CO COM COM 488044108 2,886 88,800 SH DEF 3 88,800
KELLY SERVICES INC-CL A COM 488152208 76 2,825 SH DEF 12 2,825
KEMET CORP. COM 488360108 9 500 SH DEF 2 500
KEMET CORP COM 488360108 883 49,420 SH DEF 12 49,420
KEMET CORP COM 488360108 1,061 52,470 SH DEF 6 52,470
KENDLE INTERNATIONAL INC COM 48880L107 25 1,841 SH DEF 2 1,841
KENDLE INTERNATIONAL INC COM 48880L107 27 2,000 SH DEF 7 2,000
KENNAMETAL INC COM 489170100 18 500 SH DEF 12 500
KENNEDY WILSON INC NEW COM 489399204 1 100 SH DEF 12 100
KENNEDY-WILSON INC COM 489399204 92 16,800 SH DEF 6 16,800
KENTUCKY POWER CO-8.72% JR SUB PFD 491386108 8 300 SH DEF 12 300
KERR-MCGEE CORP. COM 492386107 377 7,041 SH DEF 2 5,441 1,600
KERR MCGEE CORP COM 492386107 419 7,825 SH DEF 12 7,825
KERR MCGEE CORP COM 492386107 2,935 50,527 SH DEF 6 50,527
KEY ENERGY SERVICES INC COM 492914106 875 83,309 SH DEF 12 83,309
KEY ENERGY SVCS COM 492914106 21,208 1,928,000 SH DEF 6 1,881,200 46,800
KEY ENERGY GROUP INC COM COM 492914106 2,022 192,600 SH DEF 3 192,600
KEY PRODUCTION INC COM 493138101 1,961 108,200 SH DEF 6 102,900 5,300
KEYCORP NEW COM 493267108 1,020 37,378 SH DEF 2 37,378
KEYCORP NEW COM 493267108 383 14,046 SH DEF 5 9,226 4,820
KEYCORP NEW COM 493267108 803 29,400 SH DEF 9 29,400
KEYCORP NEW COM 493267108 1,185 43,397 SH DEF 12 43,397
KEYCORP COM 493267108 18,513 678,150 SH DEF 6 678,150
KEYCORP NEW COM COM 493267108 1,289 47,200 SH DEF 3 47,200
KEYSPAN CORPORATION COM 49337W100 151 4,009 SH DEF 2 4,009
KEYSPAN CORPORATION COM 49337W100 391 10,384 SH DEF 9 10,384
KEYSPAN CORP COM 49337W100 426 11,325 SH DEF 12 11,325
KEYSPAN CORP COM 49337W100 19,432 538,000 SH DEF 13 538,000
KEYSPAN CORPORATION COM 49337W100 3 70 SH DEF 6 70
KEYSTONE PPTY TR CORP COM 493596100 159 10,000 SH DEF 12 10,000
KFORCE INC COM 493732101 1 237 SH DEF 12 237
KIDDE PLC SPONSORED ADR COM 493793103 4,328 328,358 SH DEF 6 321,726 7,360
KIMBERLY-CLARK CORP. COM 494368103 236 3,800 SH DEF 1 1,800 2,000
KIMBERLY-CLARK CORP. COM 494368103 1,724 27,808 SH DEF 2 24,119 3,689
KIMBERLY-CLARK COM 494368103 9 150 SH DEF 4 150
KIMBERLY CLARK CORP COM COM 494368103 2,836 45,735 SH DEF 5 36,870 8,865
KIMBERLY-CLARK CORP. COM 494368103 217 3,500 SH DEF 7 3,500
KIMBERLY-CLARK CORP. COM 494368103 2,311 37,272 SH DEF 9 135 37,137
KIMBERLY-CLARK CORP. COM 494368103 3,410 55,000 SH DEF 10 55,000
KIMBERLY CLARK CORP COM 494368103 208 3,351 SH DEF 11 2,223 1,128
KIMBERLY CLARK CORP COM 494368103 6,347 102,372 SH DEF 12 102,372
KIMBERLY CLARK CORP. COM 494368103 217 2,300 SH DEF 15 2,300
KIMBERLY CLARK CORP COM 494368103 16 250 SH DEF 6 250
KIMBERLY-CLARK CORP COM 494368103 218 3500 SH DEF 3500
KIMBERLY CLARK CORP COM COM 494368103 14,111 227,594 SH DEF 3 219,194 8,400
KIMCO REALTY CORP. COM 49446R109 50 1,500 SH DEF 2 1,500
KIMCO REALTY CORP. COM 49446R109 963 28,753 SH DEF 7 28,753
KIMCO REALTY CORP COM 49446R109 149 4,435 SH DEF 12 4,435
KIMCO REALTY CORP COM 49446R109 6,075 181,400 SH DEF 3 181,400
KIMCO REALTY CORP-DEP SHS-REP PFD 49446R604 28 1,100 SH DEF 12 1,100
KINDER MORGAN ENERGY PARTNERS LP COM 494550106 1,014 32,270 SH DEF 2 32,270
KINDER MORGAN ENERGY PARTNERS LP COM 494550106 825 26,254 SH DEF 9 26,254
KINDER MORGAN ENERGY PARTNERS COM 494550106 7,925 252,295 SH DEF 12 252,295
KINDER MORGAN ENERGY COM 494550106 136 4,000 SH DEF 6 4,000
KINDERHOOK BANK CORP COM 494555105 12 288 SH DEF 12 288
KINDER MORGAN INC KANS COM 49455P101 2,066 54,345 SH DEF 12 54,345
KINDER MORGAN INC COM 49455P101 35 800 SH DEF 6 800
KINDER MORGAN MGMT LLC COM 49455U100 31 1,021 SH DEF 12 1,021
KINDRED HEALTHCARE INC COM 494580103 15,650 353,850 SH DEF 6 348,875 980 5,210
KINDRED HEALTHCARE INC COM 494580103 67 1,500 SH DEF 3 1,500
KING PHARMACEUTICALS INC COM 495582108 3 157 SH DEF 2 157
KING PHARMACEUTICALS INC COM 495582108 3,821 171,750 SH DEF 7 171,750
KING PHARMACEUTICALS INC COM 495582108 148 6,672 SH DEF 12 6,672
KING PHARMACEUTICALS INC COM 495582108 2,870 129,000 SH DEF 3 129,000
KING POWER INTL GROUP INC COM 495611105 2 500 SH DEF 12 500
KINGFISHER PLC SPONSORED ADR COM 495724304 810 81,206 SH DEF 6 81,206
KIRBY CORP COM 497266106 374 15,300 SH DEF 3 15,300
KMART FINANCING I 7.75% CONV PFD 498778208 1 200 SH DEF 2 200
KMART FINANCING I-7.75% TRUST PFD 498778208 2 250 SH DEF 12 250
KNAPE & VOGT MFG CO COM 498782101 248 19,100 SH DEF 6 19,100
KNIGHT-RIDDER INC COM 499040103 1,269 20,159 SH DEF 12 20,159
KNIGHT-RIDDER INC COM 499040103 3 40 SH DEF 6 40
KNIGHT RIDDER INC COM COM 499040103 126 2,000 SH DEF 3 800 1,200
KNIGHT TRADING GROUP INC COM 499063105 41 7,815 SH DEF 12 7,815
KNIGHT TRANSPORTATION INC COM 499064103 165 7,100 SH DEF 3 7,100
KNOWLEDGEMAX INC COM 49925F105 7 104,561 SH DEF 12 104,561
KOGER EQUITY INC COM 500228101 48 2,500 SH DEF 12 2,500
KOGER EQUITY INC COM 500228101 3,536 183,200 SH DEF 3 173,400 9,800
KOHLS CORP. COM 500255104 189 2,696 SH DEF 2 2,696
KOHL'S CORP COM 500255104 952 13,585 SH DEF 5 9,725 3,860
KOHLS CORP. COM 500255104 105 1,500 SH DEF 7 1,500
KOHLS CORP COM 500255104 422 6,026 SH DEF 12 6,026
KOMATSU LTD. S.A. ADR 500458401 1 60 SH DEF 2 60
KONINKLIJKE PHILIPS ELECTRONICS NADR 500472303 340 12,307 SH DEF 2 12,307
KONINKLIJKE PHILIPS ELECTRONICS NADR 500472303 7,397 268,000 SH DEF 10 268,000
KONINKLIJKE PHILIPS ELECTRONICS COM 500472303 328 11,895 SH DEF 11 11,395 500
KONINKLIJKE PHIL ELE COM 500472303 34,636 1,133,382 SH DEF 6 1,076,903 56,851
KOOKMIN BK NEW SPONSORED ADR COM 50049M109 7,278 143,610 SH DEF 6 133,330 11,050
KOPIN CORP COM 500600101 65 9,775 SH DEF 12 9,775
KOREA ELECTRIC POWER CORP. ADR ADR 500631106 145 13,810 SH DEF 2 12,100 1,710
KOREA ELECTRIC POWER (KEPCO) ADR ADR 500631106 2,085 199,100 SH DEF 3 199,100
KOREA FUND INC UNIT 500634100 74 4,515 SH DEF 12 4,515
KOREA EQUITY FUND INC UNIT 50063B104 25 6,000 SH DEF 12 6,000
KOS PHARMACEUTICALS INC COM 500648100 20 1,000 SH DEF 12 1,000
KOSS CORP COM 500692108 348 19,900 SH DEF 6 16,900 3,000
KRAFT FOODS INC CL A 50075N104 1,303 30,300 SH DEF 6 30,300
KRAFT FOODS INC CLASS A CL A 50075N104 261 4,200 SH DEF 15 4,200
KRAFT FOODS INC COM 50075N104 16 381 SH DEF 2 381
KRAFT FOODS INC COM 50075N104 6,723 164,175 SH DEF 7 164,175
KRAFT FOODS INC COM 50075N104 1,080 26,364 SH DEF 12 26,364
KRAMONT REALTY TRUST COM SH BEN ICOM 50075Q107 203 12,700 SH DEF 9 12,700
KRAMONT REALTY TRUST COM 50075Q107 79 4,910 SH DEF 12 4,910
KRISPY KREME DOUGHNUTS INC COM 501014104 274 8,500 SH DEF 12 8,500
KRISPY KREME DOUGHNUTS INC COM 501014104 200 6,200 SH DEF 3 6,200
THE KROGER CO. COM 501044101 6,433 323,246 SH DEF 2 316,894 6,352
KROGER CO COM COM 501044101 249 12,500 SH DEF 5 11,800 700
THE KROGER CO. COM 501044101 239 12,000 SH DEF 7 12,000
THE KROGER CO. COM 501044101 183,404 9,216,300 SH DEF 8 9,216,300
THE KROGER CO. COM 501044101 345,370 17,355,287 SH DEF 10 17,355,287
KROGER CO COM 501044101 5,330 267,821 SH DEF 12 267,821
KROGER CO. COM 501044101 3,207 106,100 SH DEF 15 106,100
KROGER CO COM 501044101 13 650 SH DEF 6 650
KROGER CO COM COM 501044101 1,598 80,300 SH DEF 3 80,300
KROLL, INC. COM 501049100 10 500 SH DEF 2 500
KRONOS INC COM 501052104 49 1,608 SH DEF 12 1,608
KRUPP GOVERNMENT INCOME COM 501118103 82 13,138 SH DEF 12 13,138
KRUPP INSURED MORTGAGE LP COM 501120109 14 5,500 SH DEF 12 5,500
KRUPP INSURED PLUS LP COM 501124101 3 1,038 SH DEF 12 1,038
KRUPP INSURED PLUS II LP COM 501125108 35 15,303 SH DEF 12 15,303
KRUPP INSURED PLUS III LP COM 501126106 31 15,419 SH DEF 12 15,419
KUBOTA CORP-ADR COM 501173207 2,475 38,235 SH DEF 6 38,335 815
KULICKE & SOFFA INDUSTRIES INC COM 501242101 2 200 SH DEF 12 200
KULICKE & SOFFA INDS INC COM NACOMINDL 501242101 3,973 320,660 SH DEF 3 313,860 6,800
KYPHON INC COM 501577100 4 285 SH DEF 12 285
LCA-VISION INC. COM 501803209 2 2,000 SH DEF 2 2,000
LCA-VISION INC NEW COM 501803209 2 1,430 SH DEF 12 1,430
LCC INTERNATIONAL INC CL A COM 501810105 1 500 SH DEF 12 500
LNR PROPERTY CORP COM 501940100 28 800 SH DEF 12 800
LL & E ROYALTY TRUST UBI COM 502003106 2 1,050 SH DEF 12 1,050
LMI AEROSPACE INC COM 502079106 56 10,700 SH DEF 6 8,700 2,000
LSB BANCSHARES INC-N.C. COM 502158108 44 2,217 SH DEF 12 2,217
LSI LOGIC CORP. COM 502161102 11 1,300 SH DEF 2 1,300
LSI LOGIC CORP. COM 502161102 155 21,100 SH DEF 9 21,100
LSI LOGIC CORP COM 502161102 214 24,416 SH DEF 12 24,416
LSI LOGIC CORP COM 502161102 9 770 SH DEF 6 770
LSI LOGIC CORP COM COM 502161102 6 700 SH DEF 3 700
LSI INDUSTRIES INC COM 50216C108 66 3,600 SH DEF 2 3,600
LSI INDUSTRIES INC COM 50216C108 55 3,000 SH DEF 7 3,000
LSI INDUSTRIES INC COM 50216C108 12 652 SH DEF 12 652
LTC PROPERTIES INC COM 502175102 29 3,400 SH DEF 12 3,400
LTX CORP COM 502392103 118 8,270 SH DEF 12 8,270
LTX CORP COM NASD INDL COM 502392103 64 4,500 SH DEF 3 4,500
L-3 COMMUNICATIONS HLDGS COM COM 502424104 4,782 88,550 SH DEF 1 29,200 59,350
L-3 COMMUNICATIONS HOLDINGS INC COM 502424104 552 10,230 SH DEF 11 8,275 1,840 115
L-3 COMMUNICATIONS HLDINGS INC COM 502424104 232 4,305 SH DEF 12 4,305
L-3 COMM HLDGS INC COM 502424104 65 1200 SH DEF 1200
LA BARGE INC COM 502470107 8 2,000 SH DEF 12 2,000
LA QUINTA PROPERTIES INC PFD 50419Q201 147 6,150 SH DEF 12 6,150
LA QUINTA CORP COM 50419U202 18 2,513 SH DEF 12 2,513
LA QUINTA CORP COM 50419U202 20,744 2,851,091 SH DEF 6 2,810,257 7,930 37,000
LABOR READY INC COM NEW COM 505401208 126 21,540 SH DEF 3 21,540
LABONE INC COM 50540L105 70 2,700 SH DEF 3 2,700
LABORATORY CORP AMER HLDGS COM 50540R409 5 116 SH DEF 2 116
LABORATORY CORP AMER HLDGS COM 50540R409 358 7,846 SH DEF 12 7,846
LABORATORY CORP AMER HLDGS COM 50540R409 178 3,900 SH DEF 3 3,900
LACLEDE GROUP INC COM 505597104 47 2,000 SH DEF 2 2,000
LACLEDE GROUP INC COM 505597104 22 934 SH DEF 12 934
LADISH INC COM 505754200 2,299 212,900 SH DEF 6 206,600 6,300
LAFARGE NORTH AMER INC COM 505862102 18 500 SH DEF 12 500
LAFARGE NORTH AMCA COM 505862102 2,467 58,870 SH DEF 6 58,870
LAFARGE CORP COM COM 505862102 6,907 196,500 SH DEF 3 185,800 10,700
LAHAINA ACQUISITIONS INC COM 507275105 4 5,000 SH DEF 12 5,000
LAKELAND FINL CORP COM 511656100 56 2,000 SH DEF 6 2,000
LAKES ENTERTAINMENT COM 51206P109 1,035 138,000 SH DEF 6 133,100 4,900
LAM RESEARCH CORP. COM 512807108 5 300 SH DEF 2 300
LAM RESEARCH CORP COM 512807108 173 9,622 SH DEF 12 9,622
LAMAR ADVERTISING CO-CL A COM 512815101 2,717 73,025 SH DEF 12 73,025
LAMSON & SESSIONS CO COM 513696104 654 133,400 SH DEF 6 125,500 7,900
LANCASTER COLONY CORP. COM 513847103 1,312 36,800 SH DEF 2 36,800
LANCASTER COLONY CORP. COM 513847103 250 7,000 SH DEF 9 7,000
LANCASTER COLONY CORP COM 513847103 83 2,333 SH DEF 12 2,333
LANCASTER COLONY CRP COM 513847103 11,516 302,745 SH DEF 6 300,465 540 2,940
LANCASTER COLONY CORP COM NASD COML 513847103 535 15,000 SH DEF 3 5,900 9,100
LANCE INC COM 514606102 28 1,925 SH DEF 12 1,925
LANCER CORP-TEX COM 514614106 6 1,000 SH DEF 12 1,000
LANDAIR CORP COM 514757103 13 800 SH DEF 12 800
LANDAUER INC. COM 51476103 901 23,200 SH DEF 9 23,200
LANDAUER INC COM 51476K103 4 100 SH DEF 12 100
LANDAUER INC COM 51476K103 419 10,800 SH DEF 3 10,800
LANDAMERICA FINANCIAL GROUP COM 514936103 25 800 SH DEF 12 800
LANDAMERICA FINL G COM 514936103 11,567 357,000 SH DEF 6 347,700 9,300
LANDS END INC COM 515086106 6 100 SH DEF 12 100
LANDRYS RESTAURANTS INC COM 51508L103 3 100 SH DEF 12 100
LANDRYS RESTAURANTS INC COM 51508L103 602 23,610 SH DEF 3 21,410 2,200
LANDSTAR SYSTEMS INC COM 515098101 1,182 11,065 SH DEF 12 11,065
LANDSTAR SYS INC COM 515098101 5,539 52,200 SH DEF 6 50,200 2,000
LANDSTAR SYS INC COM 515098101 1,309 12,250 SH DEF 3 5,950 6,300
LANGER BIOMECHANICS GROUP COM 515707107 1 100 SH DEF 7 100
LARGE SCALE BIOLOGY CORP COM 517053104 2 1,000 SH DEF 12 1,000
LASER-PACIFIC MEDIA COM 517923108 154 56,900 SH DEF 6 55,000 1,900
LASALLE HOTEL PROPERTIES SBI COM 517942108 32 2,000 SH DEF 2 2,000
LASALLE HOTEL PROPERTIES COM 517942108 480 30,505 SH DEF 12 30,505
LASALLE HOTEL PROPERTIES PFD 517942207 44 1,600 SH DEF 12 1,600
LASALLE NATL BANK CHICAGO ILL CONV 51803AE62 3,009 100,000 PRN DEF 12 100,000
LASALLE BANK N A CHICAGO ILL CONV 51803MG72 5,556 60,000 PRN DEF 12 60,000
LASALLE BK N A CHICAGO ILL CONV 51803MNP4 3,644 40,000 PRN DEF 12 40,000
LASALLE BANK N A CHICAGO ILL CONV 51803MUL5 4,936 54,000 PRN DEF 12 54,000
LASALLE BK N A CHICAGO ILL CONV 51803MVV2 14,195 170,000 PRN DEF 12 170,000
LASALLE BK N A CHICAGO ILL CONV 51803MXC2 4,585 50,000 PRN DEF 12 50,000
LASALLE NATL BANK CHICAGO ILL CONV 51803RL42 2,817 30,000 PRN DEF 12 30,000
LASALLE BK N A S&P LINKED CONV 51803RNH1 1,908 20,000 PRN DEF 12 20,000
LASALLE NATL BK CHICAGO ILL CONV 51803RXT4 1,884 20,000 PRN DEF 12 20,000
LASER MORTGAGE MANAGEMENT INC COM 51806D100 1 650 SH DEF 12 650
LATIN AMERICAN EQUITY FD INC UNIT 51827Q106 16 1,471 SH DEF 12 1,471
THE LATIN AMERN DISCOVERY FD I COM 51828C106 112 13,000 SH DEF 5 13,000
LATITUDE COMMUNICATIONS INC COM 518292107 6 4,650 SH DEF 12 4,650
LATTICE SEMICONDUCTOR CORP COM 518415104 1 150 SH DEF 12 150
ESTEE LAUDER COMPANIES COM 518439104 35 1,000 SH DEF 2 1,000
ESTEE LAUDER COMPANIES INC COM 518439104 213 6,062 SH DEF 12 6,062
LAUREL CAPITAL GROUP INC COM 518629100 142 7,000 SH DEF 12 7,000
LAWSON PRODS INC COM 520776105 907 29,300 SH DEF 6 26,700 2,600
LAZARE KAPLAN INTL INC COM 521078105 67 9,400 SH DEF 12 9,400
LEAP WIRELESS INTERNATIONAL COM 521863100 4 3,727 SH DEF 12 3,727
LEAR CORPORATION COM 521865105 446 9,650 SH DEF 5 8,550 1,100
LEAR CORP COM 521865105 5 100 SH DEF 12 100
LEAR CORPORATION COM 521865105 6 130 SH DEF 6 130
LEAR CORP COM COM 521865105 28,114 607,870 SH DEF 3 583,570 24,300
LEE ENTERPRISES INC COM 523768109 1,350 38,560 SH DEF 12 38,560
LEEDS FEDERAL BANKSHARES INC COM 524226107 29 900 SH DEF 12 900
LEESPORT FINANCIAL CORP COM 524477106 4 200 SH DEF 12 200
LEGATO SYSTEMS INC COM 524651106 21 5,878 SH DEF 12 5,878
LEGGETT & PLATT INC. COM 524660107 779 33,300 SH DEF 2 33,300
LEGGETT & PLATT COM 524660107 11,025 471153 SH DEF 4 471153
LEGGETT & PLATT INC COM 524660107 1,469 62,775 SH DEF 5 58,875 3,900
LEGGETT & PLATT INC COM 524660107 12 500 SH DEF 12 500
LEGGETT & PLATT INC COM 524660107 19 815 SH DEF 6 815
LEGG MASON, INC. COM 524901105 322 6,532 SH DEF 2 6,532
LEGG MASON, INC. COM 524901105 1,879 38,075 SH DEF 7 38,075
LEGG MASON, INC COM 524901105 2,326 47,148 SH DEF 11 42,982 4,166
LEGG MASON INC COM 524901105 21,292 431,541 SH DEF 12 431,541
LEHMAN BROTHERS HOLDINGS INC COM 524908100 199 3,175 SH DEF 2 3,175
LEHMAN BROTHERS HLDGS INC COM 524908100 911 14,570 SH DEF 5 10,300 4,270
LEHMAN BROTHERS HOLDINGS INC COM 524908100 417 6,671 SH DEF 12 6,671
LEHMAN BROS HLDGS COM 524908100 13,903 227,920 SH DEF 6 206,720 21,200
LEHMAN BROS HLDGS CAP TR I PFD 52518B200 162 6,400 SH DEF 12 6,400
LEHMAN BROS HLDGS CAP TR II PFD 52518G209 96 3,800 SH DEF 12 3,800
LENDINGTREE INC COM 52602Q105 49 3,840 SH DEF 12 3,840
LENNAR CORP COM 526057104 257 4,200 SH DEF 12 4,200
LENNAR CORP. COM 526057104 232 2,500 SH DEF 15 2,500
LENNAR CORP COM COM 526057104 30,672 501,180 SH DEF 3 481,080 20,100
LENNOX INTL INC COM 526107107 194 10,805 SH DEF 12 10,805
LENNOX INTERNATIONAL INC COM 526107107 8,644 480,500 SH DEF 3 414,600 65,900
LEUCADIA NATIONAL COM 527288104 11 335 SH DEF 2 335
LEUCADIA NATIONAL CORP COM 527288104 642 20,290 SH DEF 12 20,290
LEUCADIA NATL CORP COM 527288104 4 120 SH DEF 6 120
LEVEL 3 COMMUNICATIONS, INC. COM 52729N100 5,464 1,852,148 SH DEF 8 1,852,148
LEVEL 3 COMMUNICATIONS, INC. COM 52729N100 47,200 16,000,000 SH DEF 10 16,000,000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 420 142,302 SH DEF 12 142,302
LEVEL 3 COMMUNICATIONS, INC. COM 52729N100 59,000 20,000,000 SH DEF 14 20,000,000
LEVEL COM 52729N100 9 2,000 SH DEF 15 2,000
LEXINGTON CORPORATE PROPERTIES TRCOM 529043101 23 1,415 SH DEF 2 1,415
LEXINGTON CORPORATE PPTYS TR COM 529043101 1,023 62,000 SH DEF 3 62,000
LEXMARK INTERNATIONAL, INC. COM 529771107 16 302 SH DEF 2 302
LEXMARK INTERNATIONAL GROUP A COM 529771107 439 8,064 SH DEF 5 5,504 2,560
LEXMARK INTERNATIONAL, INC. COM 529771107 10,880 200,000 SH DEF 10 200,000
LEXMARK INTERNATIONAL INC COM 529771107 182 3,347 SH DEF 12 3,347
LIBBEY INC COM 529898108 5,218 150,800 SH DEF 6 150,300 500
LIBERTY ALL-STAR GROWTH FUND UNIT 529900102 90 13,712 SH DEF 12 13,712
LIBERTY ALL-STAR EQUITY FUND UNIT 530158104 440 51,327 SH DEF 12 51,327
LIBERTY CORP-S.C. COM 530370105 8 200 SH DEF 12 200
LIBERTY MEDIA GROUP CVT BOND CVT 530715AG6 21,058 42,650,000 PRN DEF 16
LIBERTY MEDIA GROUP CVT BOND CVT 530715AL5 35,370 78,600,000 PRN DEF 16
LIBERTY MEDIA-A CL A 530718105 5 500 SH DEF 4 500
LIBERTY MEDIA CORP. COM 530718105 6,432 643,223 SH DEF 1 235,100 408,123
LIBERTY MEDIA CORP - SERIES A NEWCOM 530718105 34 3,400 SH DEF 2 3,400
LIBERTY MEDIA CORP - SERIES A NEWCOM 530718105 12,000 1,200,000 SH DEF 10 1,200,000
LIBERTY MEDIA CORP COM 530718105 4,115 411,529 SH DEF 12 411,529
LIBERTY MEDIA COR COM 530718105 4,665 387,100 SH DEF 6 387,100
LIBERTY PROPERTY TRUST-SBI COM 531172104 408 11,649 SH DEF 12 11,649
LIBERTY PROPERTY TRUST PFD 531172203 19 750 SH DEF 12 750
LIFECELL CORP COM 531927101 5 2,000 SH DEF 12 2,000
LIFECORE BIOMEDICAL INC COM 532187101 6 500 SH DEF 12 500
LIFEPOINT HOSPITALS INC COM 53219L109 2 57 SH DEF 12 57
LIGAND PHARMACEUTICALS INC COM 53220K207 35 2,400 SH DEF 12 2,400
LIGAND PHARMACEUTICALS INC CL B COM 53220K207 138 9,500 SH DEF 3 9,500
LIGHTBRIDGE INC COM 532226107 382 45,190 SH DEF 3 45,190
LIGHTPATH TECHNOLOGIES INC COM 532257102 2 2,315 SH DEF 12 2,315
ELI LILLY & CO. COM 532457108 13,243 234,813 SH DEF 1 69,942 164,871
LILLY (ELI) & CO. COM 532457108 910 16,127 SH DEF 2 15,475 652
LILLY COM 532457108 38 680 SH DEF 4 680
LILLY ELI & CO COM COM 532457108 635 11,262 SH DEF 5 9,627 1,635
LILLY (ELI) & CO. COM 532457108 5,166 91,599 SH DEF 7 91,599
LILLY (ELI) & CO. COM 532457108 1 20 SH DEF 9 20
ELI LILLY & CO COM 532457108 522 9,253 SH DEF 11 9,027 226
ELI LILLY & CO COM 532457108 8,907 157,932 SH DEF 12 157,932
LILLY ELI & CO. COM 532457108 171 2,000 SH DEF 15 2,000
LILLY ELI COM 532457108 143 2,400 SH DEF 2,400
LILLY ELI & CO COM COM 532457108 7,729 137,047 SH DEF 3 131,647 5,400
LIMITED BRANDS COM 532716107 557 26,137 SH DEF 2 26,000 137
LIMITED BRANDS INC COM 532716107 1,177 55,246 SH DEF 12 55,246
LIMITED BRANDS INC. COM 532716107 110 3,400 SH DEF 15 3,400
LIMITED BRANDS INC COM 532716107 3 165 SH DEF 6 165
LIMITED BRANDS INC COM 532716107 1,468 68,900 SH DEF 3 68,900
LINCARE HOLDINGS INC COM 532791100 1,282 39,675 SH DEF 12 39,675
LINCOLN ELEC HOLDINGS INC COM 533900106 1,013 37,640 SH DEF 12 37,640
LINCOLN ELEC HLDGS COM 533900106 14,761 527,000 SH DEF 6 505,700 21,300
LINCOLN ELECTRIC HLDGS INC COM 533900106 1,549 57,600 SH DEF 3 32,200 25,400
LINCOLN NATL CAP V PFD 534042205 23 900 SH DEF 12 900
LINCOLN NATIONAL CAPITAL III PFD 53417P209 361 14,425 SH DEF 12 14,425
LINCOLN NATIONAL CONVERTIBLE UNIT 534183108 106 8,000 SH DEF 12 8,000
LINCOLN NATIONAL CORP. IND. COM 534187109 4,938 117,564 SH DEF 2 115,414 2,150
LINCOLN NATL CORP IND COM COM 534187109 2,730 64,990 SH DEF 5 56,030 8,960
LINCOLN NATIONAL CORP. IND. COM 534187109 735 17,500 SH DEF 7 17,500
LINCOLN NATIONAL CORP - IND COM 534187109 289 6,875 SH DEF 11 6,875
LINCOLN NATIONAL CORP-IND COM 534187109 923 21,972 SH DEF 12 21,972
LINCOLN NATL CORP COM 534187109 22 480 SH DEF 6 480
LINCOLN NATIONAL INCOME FUND UNIT 534217104 39 3,000 SH DEF 12 3,000
LINDSAY MANUFACTURING CO COM 535555106 17 724 SH DEF 12 724
LINEAR TECHNOLOGY CORP. COM 535678106 4,521 143,850 SH DEF 1 47,500 96,350
LINEAR TECHNOLOGY CORP COM 535678106 849 27,003 SH DEF 12 27,003
LINENS N THINGS INC COM 535679104 103 3,125 SH DEF 12 3,125
LITHIA MTRS INC CL A 536797103 3,976 155,300 SH DEF 6 150,300 5,000
LITHIA MOTORS INC CL A COM 536797103 226 8,400 SH DEF 3 8,400
LITTLEFUSE INC. COM 537008104 23 1,000 SH DEF 2 1,000
LITTELFUSE INC COM 537008104 663 28,650 SH DEF 12 28,650
LIVEPERSON INC. COM 538146101 13 20,162 SH DEF 1 20,162
LIZ CLAIBORNE INC COM 539320101 417 13,100 SH DEF 5 11,400 1,700
LIZ CLAIBORNE INC COM 539320101 411 12,917 SH DEF 12 12,917
LIZ CLAIBORNE INC COM 539320101 4,381 143,020 SH DEF 6 143,020
LIZ CLAIBORNE INC COM NASD INDLCOM 539320101 12,323 387,530 SH DEF 3 369,430 18,100
***LLOYDS TSB GROUP PLC COM 539439109 19 467 SH DEF 12 467
LLOYDS TSB GROUP ADR COM 539439109 217 5,310 SH DEF 6 640 4,980
LO-JACK CORP COM 539451104 105 20,200 SH DEF 6 17,700 2,500
LOCAL FINANCIAL CAPITAL TR I PFD 539551200 384 15,100 SH DEF 12 15,100
LOCAL FINANCIAL CORP COM 539553107 26 1,582 SH DEF 2 1,582
LOCAL FINL CORP COM 539553107 4,965 319,300 SH DEF 6 310,100 9,200
LOCH HARRIS INC NEW COM 539578203 2 39,500 SH DEF 12 39,500
LOCKHEED MARTIN CORP. COM 539830109 10,095 145,245 SH DEF 1 31,545 113,700
LOCKHEED MARTIN CORP. COM 539830109 664 9,559 SH DEF 2 8,731 828
LOCKHEED MARTIN CORP COM 539830109 3,178 45,733 SH DEF 12 45,733
LOEWS CORP. COM 540424108 2,296 43,330 SH DEF 2 43,330
LOEWS CORP. COM 540424108 424 8,000 SH DEF 7 8,000
LOEWS CORP COM 540424108 974 18,385 SH DEF 12 18,385
LOEWS CORP DELAWARE COM 540424108 28,255 509,600 SH DEF 6 500,300 9,980
LOEWS CORP COM 540424207 3 100 SH DEF 12 100
LOEWS CORP SUB NOTE CVT 540424AL2 26,486 30,400,000 PRN DEF 16
LONE STAR STEAKHOUSE & SALOON COM 542307103 922 39,078 SH DEF 12 39,078
LONE STAR STKHSE & SALOON INC COM 542307103 18,259 819,751 SH DEF 6 805,287 2,760 14,060
LONE STAR TECHNOLOGIES INC COM 542312103 41 1,775 SH DEF 12 1,775
LONE STAR TECH COM 542312103 1,846 76,900 SH DEF 6 73,900 3,000
LONGS DRUG STORES CORP COM 543162101 5 180 SH DEF 12 180
LOOKSMART LTD COM 543442107 2 1,100 SH DEF 12 1,100
***LORUS THERAPEUTICS INC COM 544191109 7 10,850 SH DEF 12 10,850
LOUDCLOUD INC COM 545735102 3 2,000 SH DEF 12 2,000
LOUISIANA PACIFIC CORP. COM 546347105 34 3,170 SH DEF 2 3,170
LOUISIANA PACIFIC CORP COM 546347105 1 75 SH DEF 12 75
LOUISVILLE GAS & ELECTRIC CO PFD 546676206 4 200 SH DEF 12 200
LOWE'S COMPANIES, INC. COM 548661107 3,629 79,929 SH DEF 2 79,929
LOWES COS INC COM COM 548661107 334 7,347 SH DEF 5 6,443 904
LOWES COMPANIES INC COM 548661107 905 19,925 SH DEF 11 16,050 3,475 400
LOWES COMPANIES INC COM 548661107 6,933 152,701 SH DEF 12 152,701
LUBRIZOL CORP COM COM 549271104 292 8,725 SH DEF 5 7,550 1,175
LUBRIZOL CORP. COM 549271104 571 17,036 SH DEF 9 17,036
LUBRIZOL CORP COM 549271104 23 700 SH DEF 12 700
LUBRIZOL CORP COM COM 549271104 7,812 233,200 SH DEF 3 218,800 14,400
LUBYS CAFETERIAS INC. COM 549282101 17 2,535 SH DEF 2 2,535
LUBY'S INC COM 549282101 24 3,650 SH DEF 12 3,650
LUCENT TECHNOLOGIES INC. COM 549463107 24 14,591 SH DEF 2 12,938 1,653
LUCENT TECHNOLOGIES COM 549463107 2 968 SH DEF 4 968
LUCENT TECHNOLOGIES INC COM COM 549463107 29 17,611 SH DEF 5 16,546 1,065
LUCENT TECHNOLOGIES INC. COM 549463107 16,621 10,012,429 SH DEF 8 10,012,429
LUCENT TECHNOLOGIES INC. COM 549463107 27 12,716 SH DEF 9 1,037 11,679
LUCENT TECHNOLOGIES INC. COM 549463107 31,547 19,004,500 SH DEF 10 19,004,500
LUCENT TECHNOLOGIES INC COM 549463107 26 15,439 SH DEF 11 14,238 1,201
LUCENT TECHNOLOGIES INC COM 549463107 1,187 714,915 SH DEF 12 714,915
LUCENT TECHNOLOGY COM 549463107 1,261 500,000 SH DEF 15 500,000
LUCENT TECHNOLOGIES COM 549463107 8,550 1,850,865 SH DEF 6 1,605,865 245,620
LUFKIN INDS INC COM 549764108 1,937 71,700 SH DEF 6 70,100 1,600
LUMINEX CORP DEL COM 55027E102 810 107,790 SH DEF 12 107,790
LUXOTTICA GROUP SPA SPONSORED ADRADR 55068R202 19 1,000 SH DEF 2 1,000
LYON WILLIAM HOMES COM 552074106 1 40 SH DEF 12 40
LYON WILLIAM HOMES COM 552074106 358 13,500 SH DEF 6 13,500
LYONDELL CHEMICAL COMPANY COM 552078107 9 625 SH DEF 12 625
LYONDELL CHEMICAL COMPANY COM 552078107 15,199 979,805 SH DEF 6 901,145 79,230
LYONDELL PETROCHEMICAL CO COM COM 552078107 340 22,500 SH DEF 3 8,700 13,800
M & T BANK COM 55261f104 24,130 281367 SH DEF 4 281367
M&T BANK CORPORATION COM 55261F104 7,114 82,950 SH DEF 7 82,950
M & T BANK CORP COM 55261F104 504 5,875 SH DEF 12 5,875
MAF BANCORP COM 55261R108 86 2,299 SH DEF 2 2,299
MAF BANCORP COM 55261R108 13,224 351694 SH DEF 4 351694
MAF BANCORP INC COM 55261R108 8 200 SH DEF 12 200
MAF BANCORP INC COM 55261R108 7,942 202,350 SH DEF 6 197,650 4,700
MBIA, INC. COM 55262C100 466 8,235 SH DEF 2 8,235
MBIA INC COM 55262C100 295 5,212 SH DEF 5 4,287 925
MBIA, INC. COM 55262C100 1,807 31,968 SH DEF 9 31,968
MBIA INC COM 55262C100 526 9,310 SH DEF 12 9,310
MBIA INC COM 55262C100 54 955 SH DEF 6 955
MBNA CORPORATION COM 55262L100 141 4,255 SH DEF 2 2,655 1,600
MBNA COM 55262l100 71 2142 SH DEF 4 2142
MBNA CORP COM 55262L100 573 17,325 SH DEF 5 12,125 5,200
MBNA CORPORATION COM 55262L100 79,420 2,401,569 SH DEF 8 2,401,569
MBNA CORPORATION COM 55262L100 131,495 3,976,250 SH DEF 10 3,976,250
MBNA CORP COM 55262L100 495 14,974 SH DEF 11 12,010 1,555 1,409
MBNA CORP COM 55262L100 10,758 325,295 SH DEF 12 325,295
MBNA CORPORATION COM 55262L100 10 200 SH DEF 15 200
MBNA CORP COM 55262L100 26 775 SH DEF 6 775
MBNA CORP COM 55262L100 228 6,900 SH DEF 6,900
MBNA CORP COM 55262L100 11,548 349,200 SH DEF 3 335,900 13,300
MBNA CORP-7.50% CUM PFD SER A PFD 55262L209 36 1,400 SH DEF 12 1,400
MB FINANCIAL INC COM 55264U108 1,445 43,200 SH DEF 3 34,800 8,400
MDC HOLDINGS COM 552676108 7,334 164,768 SH DEF 6 157,145 7,623
M D C HLDGS INC COM COM 552676108 7,810 150,185 SH DEF 3 143,645 6,540
MCI CAPITAL I-8% CUM QUARTERLY PFD 55267Y206 37 9,923 SH DEF 12 9,923
M D U RESOURCES GROUP, INC. COM 552690109 47 1,800 SH DEF 2 1,800
MDU RESOURCES GROUP INC COM 552690109 157 5,975 SH DEF 12 5,975
MDU RES GROUP INC COM 552690109 4,804 160,300 SH DEF 6 160,300
MCSI INC COM 55270M108 4 400 SH DEF 2 400
MCSI INC COM 55270M108 12,656 1,031,862 SH DEF 6 1,007,787 2,860 22,900
MEPC INTL CAPITAL LP-9.125% PFD 55271M206 12 500 SH DEF 12 500
MFS CHARTER INCOME TRUST-SBI UNIT 552727109 211 24,832 SH DEF 12 24,832
MFS MULTIMARKET INCOME TRUST UNIT 552737108 126 21,381 SH DEF 12 21,381
MFS MUNICIPAL INCOME TRUST-SBI UNIT 552738106 352 44,627 SH DEF 12 44,627
MFS INTERMEDIATE INCOME TRUST UNIT 55273C107 668 93,309 SH DEF 12 93,309
MGIC INVESTMENT CORPORATION COM 552848103 61 900 SH DEF 2 900
MGIC INVESTMENT CORPORATION COM 552848103 298,158 4,397,614 SH DEF 8 4,397,614
MGIC INVESTMENT CORPORATION COM 552848103 638,054 9,410,821 SH DEF 10 9,410,821
MGIC INVESTMENT CORP-WISC COM 552848103 3,163 46,659 SH DEF 12 46,659
MGIC INVESTMENT CORP. COM 552848103 51 500 SH DEF 15 500
MGIC INVT CORP COM 552848103 14,481 198,970 SH DEF 6 198,970
MGIC INVT CORP WIS COM COM 552848103 16,808 247,900 SH DEF 3 239,000 8,900
MGI PHARMA INC COM 552880106 23 3,250 SH DEF 12 3,250
MGI PROPERTIES COM 552885105 3 7,187 SH DEF 12 7,187
MFS GOVERNMENT MARKETS INCOME UNIT 552939100 269 39,915 SH DEF 12 39,915
MGM MIRAGE INC. COM 552953101 32,418 960,519 SH DEF 8 960,519
MGM MIRAGE INC. COM 552953101 150,798 4,468,085 SH DEF 10 4,468,085
MGM MIRAGE COM 552953101 126 3,719 SH DEF 12 3,719
MGM MIRAGE COM 552953101 5 100 SH DEF 15 100
MGM MIRAGE COM 552953101 12 330 SH DEF 6 330
MGM GRAND INC COM 552953101 4,772 141,400 SH DEF 3 134,900 6,500
MIM CORP COM 553044108 204 16,880 SH DEF 3 16,880
M/I SCHOTTENSTEIN COM 55305B101 7,391 115,400 SH DEF 6 111,300 4,100
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 1,590 42,200 SH DEF 3 33,400 8,800
MKS INSTRUMENTS INC COM 55306N104 32 1,600 SH DEF 12 1,600
MM02 PLC ADR 55309W101 199 31,640 SH DEF 2 31,625 15
MPS GROUP INC COM 553409103 56 6,603 SH DEF 12 6,603
MRV COMMUNICATIONS INC COM 553477100 5 3,050 SH DEF 12 3,050
PROJECT SOFTWARE & DEV IN COM COM 55347W105 6 560 SH DEF 3 560
MSC.SOFTWARE CORPORATION COM 553531104 2,199 245,750 SH DEF 3 206,550 39,200
MSDW CAPITAL TRUST I-7.10% PFD 553538208 65 2,600 SH DEF 12 2,600
MSU CORP COM 553757105 9 100,000 SH DEF 15 100,000
MTR GAMING GROUP INC COM 553769100 15 900 SH DEF 12 900
MTS SYSTEMS CORP COM 553777103 126 12,100 SH DEF 6 12,100
MTC TECHNOLOGIES INC COM 55377A106 1,822 95,900 SH DEF 12 95,900
MTI TECHNOLOGY CORP COM 553903105 1 1,000 SH DEF 12 1,000
M-WAVE INC COM 554034108 85 18,900 SH DEF 6 17,800 1,100
MACDERMID INC COM 554273102 5 215 SH DEF 12 215
MACERICH CO COM 554382101 15,827 510,560 SH DEF 3 475,660 34,900
MACK-CALI REALTY CORP COM 554489104 805 22,900 SH DEF 12 22,900
MACK CALI RLTY CORP COM COM 554489104 1,803 51,300 SH DEF 3 45,100 6,200
MACKIE DESIGNS INC COM 554541102 1 200 SH DEF 12 200
MACROCHEM CORP-DEL COM 555903103 1 500 SH DEF 12 500
MACROVISION CORP COM 555904101 13 975 SH DEF 12 975
MACROMEDIA INC COM 556100105 2 172 SH DEF 12 172
MACRONIX INTL LTD ADR COM 556103109 380 65,000 SH DEF 3 65,000
MADDEN STEVEN LTD COM 556269108 2,661 156,800 SH DEF 6 151,400 5,400
STEVEN MADDEN LTD COM 556269108 2,637 133,000 SH DEF 3 122,950 10,050
MADISON GAS & ELECTRIC CO COM 557497104 7 234 SH DEF 12 234
MAGELLAN HEALTH SVCS COM 559079108 2,433 455,600 SH DEF 6 444,700 10,900
MAGELLAN PETROLEUM CORP COM 559091301 3 3,000 SH DEF 12 3,000
MAGNA INTL INC COM 559222401 337 4,900 SH DEF 5 3,625 1,275
***MAGNA INTERNATIONAL INC COM 559222401 75 1,085 SH DEF 12 1,085
MAGNA INTL INC CL A NASD INDL COM 559222401 12,524 181,900 SH DEF 3 170,300 11,600
MAGNA INTL INC PFD 559222609 8 300 SH DEF 2 300
MAGNUM HUNTER RESOURCES INC COM 55972F203 6 750 SH DEF 12 750
MAGNUM HUNTER RES COM 55972F203 3,805 502,600 SH DEF 6 488,600 14,000
MAHANAGAR TELEPHONE ADR ADR 559778402 103 17,500 SH DEF 3 17,500
MAIL WELL INC COM 560321200 252 48,458 SH DEF 12 48,458
MAIL WELL INC COM 560321200 6,149 1,160,505 SH DEF 6 1,148,690 1,950 10,990
MAIN STREET BANKS, INC. COM 56034R102 12 586 SH DEF 2 586
MAINE PUB SVC CO COM 560483109 286 9,400 SH DEF 6 9,400
MAINSOURCE FINANCIAL COM 56062Y102 62 2,625 SH DEF 6 2,625
MAJOR AUTOMOTIVE COS INC COM 560775108 1 1,000 SH DEF 12 1,000
MANAGED MUNICIPALS PORTFOLIO UNIT 561662107 30 2,800 SH DEF 12 2,800
MANAGED HIGH INCOME PORTFOLIO UNIT 56166C105 17 2,900 SH DEF 12 2,900
MANAGED HIGH YIELD PLUS FUND UNIT 561911108 39 8,541 SH DEF 12 8,541
MANCHESTER TECH INC COM 562398107 262 107,950 SH DEF 6 103,150 4,800
MANDALAY RESORT GROUP COM 562567107 4 150 SH DEF 2 150
MANDALAY RESORT GROUP COM 562567107 5,035 182,621 SH DEF 8 182,621
MANDALAY RESORT GROUP COM 562567107 72,746 2,638,600 SH DEF 10 2,638,600
MANDALAY RESORT GROUP COM 562567107 399 14,464 SH DEF 12 14,464
MANDALAY RESORT GRP COM 562567107 5 150 SH DEF 6 150
MANDALAY RESORT GROUP COM 562567107 1,787 64,820 SH DEF 3 64,820
MANITOWOC CO INC. COM 563571108 25 700 SH DEF 2 700
MANITOWOC CO INC COM 563571108 1,556 43,855 SH DEF 12 43,855
MANITOWOC INC COM 563571108 1,428 36,200 SH DEF 6 36,200
MANITOWOC INC COM COM 563571108 317 8,920 SH DEF 3 8,920
MANNATECH INC COM 563771104 1 200 SH DEF 12 200
MANOR CARE INC COM 564055101 197 8,550 SH DEF 2 8,550
MANOR CARE INC COM 564055101 72 3,500 SH DEF 9 3,500
MANOR CARE INC NEW COM 564055101 82 3,564 SH DEF 12 3,564
MANOR CARE INC COM 564055101 5,001 217,455 SH DEF 3 200,355 17,100
MANPOWER INC. COM 56418H100 1,941 52,814 SH DEF 8 52,814
MANPOWER INC. COM 56418H100 62,475 1,700,000 SH DEF 10 1,700,000
MANPOWER INC-WISC COM 56418H100 218 5,930 SH DEF 12 5,930
MANPOWER INC COM COM 56418H100 77 2,100 SH DEF 3 2,100
MANTECH INTERNATIONAL CORP COM 564563104 106 4,400 SH DEF 12 4,400
MANUFACTURED HOME COMMUNITIES COM 564682102 11 300 SH DEF 12 300
MANUFACTURERS SERVICES LTD COM 565005105 5 1,000 SH DEF 12 1,000
MANUFACTURERS SVS LT COM 565005105 1,781 347,200 SH DEF 6 339,200 8,000
MANUGISTICS GROUP INC COM 565011103 24 3,916 SH DEF 12 3,916
MANULIFE FINL CORP COM 56501R106 229 8,000 SH DEF 2 8,000
CORPORATION FINANCIERE MANUVIE COM 56501R106 147 5,144 SH DEF 12 5,144
MAPINFO CORP COM 565105103 82 9,000 SH DEF 12 9,000
MARATHON OIL CORPORATION COM 565849106 3 97 SH DEF 2 97
MARATHON OIL CORP COM 565849106 2,057 75,854 SH DEF 12 75,854
MARATHON OIL CORP. COM 565849106 206 5,000 SH DEF 15 5,000
MARATHON OIL CORP COM 565849106 20,584 750,701 SH DEF 6 750,701
MARATHON OIL CORP COM 565849106 15,344 565,800 SH DEF 3 556,700 9,100
MARINEMAX INC COM 567908108 3,091 256,500 SH DEF 6 247,400 9,100
MARINE PETROLEUM TRUST UBI COM 568423107 5 188 SH DEF 12 188
MARKEL CORP. COM 570535104 39 200 SH DEF 2 200
MARKEL CORP HOLDING CO COM 570535104 118 600 SH DEF 12 600
MARKEL CORP COM NASD INDL COM 570535104 473 2,400 SH DEF 3 2,400
MARKET 2000+HOLDRS TRUST COM 57059Y204 152 3,100 SH DEF 12 3,100
MARKETWATCH.COM INC 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 36 SH DEF 2 36
MARSH & MCLENNAN CO. COM 571748102 601 6,225 SH DEF 1 100 6,125
MARSH & MCLENNAN COS INC COM 571748102 230 2,384 SH DEF 2 2,363 21
MARSH & MCLENNAN COM 571748102 10 100 SH DEF 4 100
MARSH & MCLENNAN COS INC COM 571748102 97 1,000 SH DEF 7 1,000
MARSH & MCLENNAN COS INC COM 571748102 2,718 28,135 SH DEF 9 745 27,390
MARSH & MCLENNAN COMPANIES INC COM 571748102 312 3,231 SH DEF 11 2,556 450 225
MARSH & MCLENNAN COMPANIES INC COM 571748102 4,378 45,319 SH DEF 12 45,319
MARSH & MCLENNAN CO. INC. COM 571748102 88 600 SH DEF 15 600
MARSH & MCLENNAN COS INC COM COM 571748102 3,516 36,400 SH DEF 3 35,000 1,400
MARSH SUPERMARKETS CL A 571783307 435 27,700 SH DEF 6 24,400 3,300
MARSHALL & ILSLEY CORP. COM 571834100 718 23,200 SH DEF 2 21,200 2,000
MARSHALL & ILSLEY CORP. COM 571834100 489 15,800 SH DEF 7 15,800
MARSHALL & ILSLEY CORP COM 571834100 208 6,740 SH DEF 12 6,740
MARSHALL & ILSLEY COM 571834100 3 50 SH DEF 6 50
MARRIOTT INTL INC CL A 571903202 5 120 SH DEF 6 120
MARRIOTT INTERNATIONAL CL A COM 571903202 61 1,593 SH DEF 2 1,350 243
MARRIOTT INTERNATIONAL CL A COM 571903202 46 1,200 SH DEF 7 1,200
MARRIOTT INTERNATIONAL INC NEW COM 571903202 1,706 44,840 SH DEF 12 44,840
MARTEK BIOSCIENCES CORP COM 572901106 40 1,910 SH DEF 12 1,910
MARTHA STEWART LIVING OMNIMED COM 573083102 1 100 SH DEF 7 100
MARTHA STEWART LIVING COM 573083102 9 780 SH DEF 12 780
MARTIN MARIETTA MATERIALS COM 573284106 4,963 127,263 SH DEF 2 126,035 1,228
MARTIN MARIETTA MATERIALS INC COM 573284106 278 7,123 SH DEF 12 7,123
MARTIN MARIETTA MATL COM 573284106 3,673 91,830 SH DEF 6 91,830
MARVEL ENTERPRISES INC COM 57383M108 6 1,100 SH DEF 12 1,100
MASCO CORP. COM 574599106 357 13,184 SH DEF 2 13,184
MASCO CORP COM 574599106 147 5,439 SH DEF 12 5,439
MASCO CORP. COM 574599106 81 3000 SH DEF 3000
MASCO CORP COM 574599106 4 150 SH DEF 6 150
MASSACHUSETTS DEV FIN AGENCY PFD 57563P103 11 400 SH DEF 12 400
MASSBANK CORP. COM 576152102 42 1,200 SH DEF 7 1,200
MASSBANK CORP-READING MASS COM 576152102 21 600 SH DEF 12 600
MASSBANK CP READ MAS COM 576152102 308 9,500 SH DEF 6 9,500
MASSEY ENERGY CORP COM 576206106 90 7,053 SH DEF 12 7,053
MASSMUTUAL CORPORATE INVESTORS UNIT 576292106 9 400 SH DEF 12 400
MASTEC INC COM 576323109 28 3,770 SH DEF 12 3,770
MASTEC INC COM 576323109 7,175 896,900 SH DEF 6 871,100 25,800
MATRIX CAP CORP COM 576819106 883 70,900 SH DEF 6 68,200 2,700
MATRIX SVC CO COM 576853105 1,087 113,800 SH DEF 6 110,300 3,500
MATRIXX INITIATIVES INC COM 57685L105 35 3,500 SH DEF 12 3,500
MATSUSHITA ELEC IND ADR 576879209 142 10,260 SH DEF 2 8,250 2,010
MATTEL INC. COM 577081102 58 2,755 SH DEF 2 2,000 755
MATTEL INC. COM 577081102 16 747 SH DEF 7 747
MATTEL INC COM 577081102 809 38,389 SH DEF 12 38,389
MATTEL INC COM 577081102 547 25,750 SH DEF 6 25,750
MATTSON TECHNOLOGY INC COM 577223100 14 3,000 SH DEF 12 3,000
MAXTOR COM 577729205 5 1200 SH DEF 4 1200
MAXTOR CORP (NEW) COM 577729205 7 1,619 SH DEF 12 1,619
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 580 15,143 SH DEF 12 15,143
MAXWELL SHOE INC CL A 577766108 2,995 218,750 SH DEF 6 212,900 5,850
MAXWELL TECHNOLOGIES INC COM 577767106 2 225 SH DEF 12 225
MAY DEPARTMENT STORES COM 577778103 888 26,965 SH DEF 2 25,465 1,500
MAY DEPT STORES CO COM COM 577778103 578 17,556 SH DEF 5 11,460 6,096
MAY DEPARTMENT STORES COM 577778103 1,364 41,431 SH DEF 9 531 40,900
MAY DEPARTMENT STORES COM 577778103 12,843 390,000 SH DEF 10 390,000
MAY DEPT STORES CO COM 577778103 1,346 40,876 SH DEF 12 40,876
MAY DEPT STORES CO COM 577778103 712 20,225 SH DEF 6 20,225
MAVERICK TUBE CORP COM 577914104 16 1,055 SH DEF 12 1,055
MAVERICK TUBE CORP COM 577914104 10,149 654,800 SH DEF 6 638,100 16,700
MAXIMUS INC COM 577933104 768 24,220 SH DEF 12 24,220
MAXIMUS INC COM COM 577933104 108 3,400 SH DEF 3 3,400
MAYTAG CORP. COM 578592107 29 680 SH DEF 2 680
MAYTAG CORP COM 578592107 96 2,250 SH DEF 12 2,250
MAYTAG CORP PFD 578592206 26 1,000 SH DEF 12 1,000
MCAFEE.COM CORP COM 579062100 16 1,100 SH DEF 12 1,100
MCCLATCHY CO-CL A (HLDG CO) COM 579489105 19 300 SH DEF 6 300
MCCLATCHY NEWSPAPERS INC CL A COM 579489105 19,173 3,500 SH DEF 3 3,500 3,500
MCCORMICK & CO INC VOTING COM 579780107 640 24,808 SH DEF 12 24,808
MCCORMICK & CO. COM 579780206 3,532 137,156 SH DEF 2 137,156
MCCORMICK & CO INC NON-VOTING COM 579780206 3,154 122,502 SH DEF 12 122,502
MC CORMICK AND CO NON VOTING COM 579780206 23 875 SH DEF 6 875
MCDATA CORP COM 580031102 49 5,500 SH DEF 12 5,500
MCDATA CORPORATION CL A COM 580031201 1 82 SH DEF 2 55 27
MCDATA CORP COM 580031201 25 2,841 SH DEF 12 2,841
***MCDERMOTT INTERNATIONAL INC COM 580037109 6 800 SH DEF 12 800
MCDERMOTT INTL INC COM COM 580037109 5,092 628,600 SH DEF 3 593,100 35,500
MCDONALDS CORP. COM 580135101 1,021 35,900 SH DEF 1 11,900 24,000
MCDONALD'S CORPORATION COM 580135101 16,241 570,860 SH DEF 2 557,817 13,043
MCDONALD'S COM 580135101 17 600 SH DEF 4 600
MCDONALDS CORP COM COM 580135101 4,301 151,195 SH DEF 5 115,295 35,900
MCDONALD'S CORPORATION COM 580135101 23 801 SH DEF 7 801
MCDONALDS CORP. COM 580135101 1,336 46,950 SH DEF 9 46,950
MCDONALDS CORP COM 580135101 837 29,432 SH DEF 11 24,882 750 3,800
MCDONALDS CORP COM 580135101 8,416 295,810 SH DEF 12 295,810
MCDONALDS CORP. COM 580135101 3,786 87,625 SH DEF 15 87,625
MCDONALDS CORP COM 580135101 3,503 117,000 SH DEF 6 117,000
MCDONALDS CORP COM 580135101 229 8,000 SH DEF 8,000
MCDONALDS CORP COM COM 580135101 12,864 452,175 SH DEF 3 433,775 18,400
MCGRATH RENTCORP COM 580589109 5,022 183,700 SH DEF 6 176,700 7,000
MCGRAW HILL COM 580645109 31 521 SH DEF 4 521
MCGRAW-HILL COMPANIES INC. COM 580645109 251 4,200 SH DEF 7 4,200
MCGRAW HILL COMPANIES INC COM 580645109 534 8,940 SH DEF 12 8,940
MCGRAW HILL COM 580645109 120 2,000 SH DEF 2,000
MCK COMMUNICATIONS INC COM 581243102 3 3,000 SH DEF 12 3,000
MCKESSON CORPORATION COM 58155Q103 49 1,500 SH DEF 2 1,500
MCKESSON CORPORATION COM 58155Q103 182,465 5,579,982 SH DEF 8 5,579,982
MCKESSON HBOC INC. COM 58155Q103 7 200 SH DEF 9 200
MCKESSON CORPORATION COM 58155Q103 346,871 10,607,662 SH DEF 10 10,607,662
MCKESSON CORP COM 58155Q103 3,240 99,097 SH DEF 12 99,097
MCKESSON CORP. COM 58155Q103 10 200 SH DEF 15 200
MCLEODUSA INC COM 582266706 3 6,941 SH DEF 12 6,941
MCRAE INDUSTRIES INC CL A COM 582757209 3 400 SH DEF 12 400
MEADE INSTRUMENTS CORP COM 583062104 9 1,500 SH DEF 12 1,500
MEADWESTVACO CORP COM 583334107 321 9,569 SH DEF 2 9,569
MEADWESTVACO CORP COM 583334107 1,027 30,604 SH DEF 5 22,674 7,930
MEADWESTVACO CORP COM 583334107 885 26,378 SH DEF 12 26,378
MEADWESTVACO CORP COM 583334107 107 2,100 SH DEF 15 2,100
MEADWESTVACO CORP COM 583334107 1,427 44,960 SH DEF 6 37,960 7,000
MEASUREMENT SPECIALTIES, INC. COM 583421102 3 1,000 SH DEF 2 1,000
MECHANICAL TECHNOLOGY INC COM 583538103 101 93,181 SH DEF 12 93,181
MECHANICAL TECHNOLOGY INC COM 583538103 32 30000 SH DEF 30000
MEDAREX INC COM 583916101 27 3,640 SH DEF 12 3,640
MED-DESIGN CORP COM 583926100 34 2,650 SH DEF 12 2,650
MEDALLION FINANCIAL CORP COM 583928106 5 900 SH DEF 12 900
MED DIVERSIFIED INC COM 58401N102 2 7,800 SH DEF 12 7,800
MEDAMICUS INC COM 584027106 2 200 SH DEF 12 200
MEDCATH CORP COM 58404W109 308 18,000 SH DEF 3 18,000
MEDFORD BANCORP INC COM 584131106 174 5,000 SH DEF 12 5,000
MEDFORD BANCORP INC COM 584131106 144 5,500 SH DEF 6 5,500
MEDI-HUT CO INC COM 58438C103 3 1,000 SH DEF 12 1,000
MEDIA ARTS GROUP INC COM 58439C102 22 5,200 SH DEF 12 5,200
MEDIA GENERAL INC. CLASS A COM 584404107 48 800 SH DEF 2 800
MEDIA GENERAL INC-CL A COM 584404107 227 3,785 SH DEF 12 3,785
MEDIA GEN INC CL A COM 584404107 18 300 SH DEF 3 300
MEDIAONE FINANCE TRUST III PFD 584458202 467 23,000 SH DEF 12 23,000
MEDICAL ACTION INDUSTRIES INC COM 58449L100 10 800 SH DEF 12 800
MEDICAL TECHNOLOGY SYSTEM INC COM 58462R802 1 400 SH DEF 12 400
MEDICIS PHARMACEUTICAL CORP COM 584690309 46 1,073 SH DEF 12 1,073
MEDIMMUNE INC. COM 584699102 2,062 78,120 SH DEF 2 73,380 4,740
MEDIMMUNE COM 584699102 24 925 SH DEF 4 925
MEDIMMUNE INC COM 584699102 1,804 68,342 SH DEF 12 68,342
MEDIMMUNE INC COM 584699102 214 8,100 SH DEF 3 8,100
MEDIWARE INFORMATION SYSTEMS COM 584946107 4 500 SH DEF 12 500
MEDQUIST INC COM 584949101 9 353 SH DEF 12 353
MEDQUIST INC COM 584949101 48 1,800 SH DEF 3 1,800
MEDTRONIC, INC. COM 585055106 31,767 741,347 SH DEF 1 173,045 568,302
MEDTRONIC INC. COM 585055106 15,177 354,178 SH DEF 2 341,678 12,500
MEDTRONIC COM 585055106 53 1229 SH DEF 4 1229
MEDTRONIC INC COM COM 585055106 5,086 118,704 SH DEF 5 96,594 22,110
MEDTRONIC INC. COM 585055106 4,319 100,786 SH DEF 7 100,786
MEDTRONICS INC. COM 585055106 1,450 33,836 SH DEF 9 601 33,235
MEDTRONIC INC COM 585055106 2,195 51,225 SH DEF 11 44,347 5,705 1,173
MEDTRONIC INC COM 585055106 7,241 168,987 SH DEF 12 168,987
MEDTRONIC INC. COM 585055106 189 2,900 SH DEF 15 2,900
MEDTRONIC INC COM 585055106 179 4,140 SH DEF 4,140
MEDTRONIC INC COM COM 585055106 6,023 140,564 SH DEF 3 134,964 5,600
MELLON FINANCIAL CORP. COM 58551A108 369 11,748 SH DEF 1 8,548 3,200
MELLON FINANCIAL CORPORATION COM 58551A108 13,556 431,301 SH DEF 2 415,678 15,623
MELLON FINANCIAL COM 58551A108 11,762 374229 SH DEF 4 374229
MELLON FINANCIAL CORP. COM 58551A108 470 14,950 SH DEF 5 13,670 1,280
MELLON FINL CORP COM 58551A108 4,583 145,814 SH DEF 9 1,567 144,247
MELLON FINANCIAL CORPORATION COM 58551A108 2,426 77,200 SH DEF 10 77,200
MELLON FINANCIAL CORP COM 58551A108 293 9,325 SH DEF 11 8,050 1,100 175
MELLON FINL CORP COM 58551A108 1,626 51,740 SH DEF 12 51,740
MELLON FINL CORP COM COM 58551A108 62 1,300 SH DEF 15 1,300
MEMBERWORKS INC COM 586002107 3,294 177,780 SH DEF 3 171,580 6,200
MEMRY CORP NEW COM 586263204 48 25,769 SH DEF 12 25,769
MENTOR CORP MINN COM NASD INDL COM 587188103 10,171 277,075 SH DEF 3 248,925 28,150
MENTOR GRAPHICS CORP COM 587200106 81 5,679 SH DEF 12 5,679
MENTOR GRAPHICS CORP COM NASD ICOM 587200106 9,080 638,535 SH DEF 3 600,535 38,000
MERCANTILE BANKSHARES CORP. COM 587405101 148 3,600 SH DEF 2 3,600
MERCANTILE BANKSHARES CORP. COM 587405101 5,038 122,800 SH DEF 7 122,800
MERCANTILE BANKSHARES CORP COM 587405101 7,671 186,973 SH DEF 12 186,973
MERCATOR SOFTWARE INC COM 587587106 3 2,150 SH DEF 12 2,150
MERCHANTS BANCSHARES COM 588448100 1,880 67,800 SH DEF 6 65,250 2,550
MERCK & CO., INC. COM 589331107 8,466 167,185 SH DEF 1 19,500 147,685
MERCK & CO., INC. COM 589331107 30,172 595,823 SH DEF 2 580,828 14,995
MERCK COM 589331107 17,937 354211 SH DEF 4 354211
MERCK & CO INC COM COM 589331107 7,179 141,758 SH DEF 5 117,625 24,133
MERCK & CO., INC. COM 589331107 2,328 45,966 SH DEF 7 45,966
MERCK & CO., INC. COM 589331107 2,578 50,900 SH DEF 9 9,220 41,680
MERCK & CO., INC. COM 589331107 11,394 225,000 SH DEF 10 225,000
MERCK & CO INC COM 589331107 2,543 50,225 SH DEF 11 36,246 9,579 4,400
MERCK & CO INC COM 589331107 39,491 779,834 SH DEF 12 779,834
MERCK & CO. INC. COM 589331107 12,265 159,480 SH DEF 15 159,480
MERCK & CO COM 589331107 37,661 693,965 SH DEF 6 653,405 40,815
MERCK & CO INC COM COM 589331107 28,282 558,486 SH DEF 3 538,086 20,400
MERCURY AIR GROUP COM 589354109 538 113,791 SH DEF 6 110,766 3,025
MERCURY COMPUTER SYSTEMS INC. COM 589378108 4 200 SH DEF 2 200
MERCURY COMPUTER SYSTEMS INC COM 589378108 52 2,385 SH DEF 12 2,385
MERCURY GENERAL CORP NEW COM 589400100 116 2,400 SH DEF 12 2,400
MERCURY INTERACTIVE CORP COM 589405109 62 2,695 SH DEF 12 2,695
MERCURY INTERACTIVE CORP COM 589405109 149 6,500 SH DEF 3 6,500
MEREDITH CORP COM 589433101 38 1,000 SH DEF 12 1,000
MERIDIAN BIOSCIENCE, INC COM 589584101 15 2,173 SH DEF 2 2,173
MERIDIAN MEDICAL TECHNOLOGIES COM 589658103 25 700 SH DEF 12 700
MERIDIAN MEDICAL TECH INC COM 589658103 1,668 46,200 SH DEF 3 44,100 2,100
MERIDIAN RESOURCE CORP (THE) COM 58977Q109 4 1,000 SH DEF 12 1,000
MERIDIAN RESOURCE COM 58977Q109 2,911 851,100 SH DEF 6 827,500 23,600
MERISTAR HOSPITALITY CORP COM 58984Y103 21 1,400 SH DEF 2 1,400
MERISTAR HOSPITALITY CORP COM 58984Y103 725 47,542 SH DEF 12 47,542
MERIT MEDICAL SYSTEMS INC COM 589889104 2,863 138,760 SH DEF 3 90,460 48,300
MERIDIAN GOLD INC COM 589975101 212 13,200 SH DEF 3 13,200
MERRILL LYNCH PREFERRED CAP TR PFD 589977206 10 400 SH DEF 12 400
MERGE TECHNOLOGIES INC. COM 589981109 80 7,700 SH DEF 15 7,700
MERISTAR HOTELS & RESORTS INC COM 589988104 1 700 SH DEF 12 700
MERITOR SAVINGS BANK-PA COM 590007100 25 17,300 SH DEF 12 17,300
MERITAGE CORPORATION COM 59001A102 100 2,200 SH DEF 3 2,200
MERIX CORP COM 590049102 1,019 58,900 SH DEF 6 58,900
MERRILL LYNCH & CO., INC. COM 590188108 528 13,030 SH DEF 2 13,030
MERRILL LYNCH COM 590188108 18 450 SH DEF 4 450
MERRILL LYNCH & CO., INC. COM 590188108 1,766 43,600 SH DEF 9 43,600
MERRILL LYNCH & CO INC COM 590188108 2,039 50,335 SH DEF 12 50,335
MERRILL LYNCH & CO. COM 590188108 6,348 103,200 SH DEF 15 103,200
MERRILL LYNCH & CO COM 590188108 12,229 300,400 SH DEF 6 300,400
MERRILL LYNCH & CO INC COM COM 590188108 3,939 97,250 SH DEF 3 93,350 3,900
MERRILL LYNCH & CO NIKKEI 225 COM 590188553 9 1,000 SH DEF 12 1,000
MERRILL LYNCH & CO INC-MAJOR 8 PFD 590188694 21 2,000 SH DEF 12 2,000
MERRILL LYNCH & CO 9% CUM PFD PFD 590188819 31 1,100 SH DEF 2 1,100
MERRILL LYNCH & CO INC-DEP SHS PFD 590188819 39 1,400 SH DEF 12 1,400
MERRILL LYNCH & COS INC CONV 59018SRZ9 3,189 200,000 PRN DEF 12 200,000
MERRILL LYNCH PREFERRED CAP TR PFD 59021C203 89 3,380 SH DEF 12 3,380
MERRILL LYNCH PREFERRED CAP TR PFD 59021F206 233 9,445 SH DEF 12 9,445
MERRILL LYNCH CAPITAL TRUST IV PFD 59021G204 48 1,950 SH DEF 12 1,950
MERRILL LYNCH & CO INC COM 59021J505 3 300 SH DEF 12 300
MERRILL LYNCH & CO INC COM 59021J703 24 2,364 SH DEF 12 2,364
MERRILL LYNCH & CO INC COM 59021J802 46 5,000 SH DEF 12 5,000
MERRILL LYNCH & CO INC COM 59021J836 6 1,000 SH DEF 12 1,000
MERRILL LYNCH PFD CAP TR V PFD 59021K205 8 337 SH DEF 2 337
MERRILL LYNCH 7.28% PFD CAP PFD 59021K205 135 5,400 SH DEF 12 5,400
MESA AIR GROUP INC COM 590479101 1,143 124,210 SH DEF 3 124,210
MESA LABS INC COM 59064R109 189 29,500 SH DEF 6 28,000 1,500
MESA ROYALTY TRUST-UBI COM 590660106 67 1,750 SH DEF 12 1,750
MESABA HOLDINGS INC COM 59066B102 7,124 1,129,147 SH DEF 6 1,101,536 4,530 25,616
MESTEK INC COM 590829107 854 41,800 SH DEF 6 38,200 3,600
MET-ED CAPITAL TRUST 7.35% PFD 590860102 186 8,046 SH DEF 12 8,046
MET-PRO CORP COM 590876306 16 1,100 SH DEF 12 1,100
MET PRO CORP COM 590876306 1,332 89,500 SH DEF 6 87,300 2,200
METASOLV INC COM 59139P104 42 10,500 SH DEF 5 6,300 4,200
METASOLV INC COM 59139P104 10 2,547 SH DEF 12 2,547
***METHANEX CORP COM 59151K108 7 839 SH DEF 12 839
METHANEX CORPORATION COM 59151K108 5,664 669,212 SH DEF 6 656,047 2,310 12,060
METHODE ELECTRONICS INC CL A NASCOMNDL 591520200 4,234 331,520 SH DEF 3 320,270 11,250
METLIFE INC COM 59156R108 1,399 48,592 SH DEF 12 48,592
METLIFE INC COM 59156R108 4 100 SH DEF 15 100
METLIFE INC COM 59156R108 13,392 403,000 SH DEF 6 403,000
METLIFE INC PFD 59156R207 9 100 SH DEF 12 100
METRIS COMPANIES INC COM 591598107 85 10,240 SH DEF 11 10,240
METRIS COMPANIES INC COM 591598107 62 7,450 SH DEF 12 7,450
METRIS COS INC COM 591598107 17,225 1,170,200 SH DEF 6 1,140,400 29,800
METRIS COS INC COM COM 591598107 97 11,700 SH DEF 3 11,700
METRO-GOLDWYN-MAYER INC. COM 591610100 985 84,181 SH DEF 8 84,181
METRO-GOLDWYN-MAYER INC. COM 591610100 40,275 3,442,298 SH DEF 10 3,442,298
METRO-GOLDWYN-MAYER INC NEW COM 591610100 8 687 SH DEF 12 687
METRO-GOLDWYN-MAYER INC. COM 591610100 4 200 SH DEF 15 200
METRO GOLDWYN MAYER COM 591610100 8 500 SH DEF 6 500
METRO ONE TELECOMMUNICATIONS COM 59163F105 2 138 SH DEF 12 138
METROCORP BANCSHARES INC COM 591650106 3 238 SH DEF 2 238
METROMEDIA FIBER NETWORK INC COM 591689104 2 245,387 SH DEF 12 245,387
METTLER TOLEDO INTERNATIONAL COM 592688105 6 150 SH DEF 2 150
METTLER-TOLEDO INTERNATIONAL COM 592688105 37 990 SH DEF 12 990
MEXICO EQUITY & INCOME FUND UNIT 592834105 14 1,684 SH DEF 12 1,684
MEXICO FUND INC UNIT 592835102 34 2,062 SH DEF 12 2,062
MICHAELS STORES INC COM 594087108 39 1,000 SH DEF 12 1,000
MICHAEL'S STORES INC COM COM 594087108 173 4,440 SH DEF 3 4,440
MICHIGAN NATL BK NASDAQ 100 CONV 594558BH0 909 10,000 PRN DEF 12 10,000
MICROS SYSTEMS INC COM 594901100 644 23,230 SH DEF 12 23,230
MICROS SYSTEMS INC COM 594901100 2,765 99,800 SH DEF 3 94,700 5,100
MICROSOFT CORP. COM 594918104 42,875 783,815 SH DEF 1 169,681 614,134
MICROSOFT CORP. COM 594918104 30,827 563,566 SH DEF 2 550,909 12,657
MICROSOFT COM 594918104 12,378 226293 SH DEF 4 226293
MICROSOFT CORP COM 594918104 8,682 158,718 SH DEF 5 130,297 28,421
MICROSOFT CORP. COM 594918104 635 11,600 SH DEF 7 11,600
MICROSOFT CORP. COM 594918104 3,994 73,010 SH DEF 9 8,201 64,809
MICROSOFT CORP. COM 594918104 8,314 152,000 SH DEF 10 152,000
MICROSOFT CORP COM 594918104 5,185 94,782 SH DEF 11 74,343 15,600 4,839
MICROSOFT CORP COM 594918104 32,939 602,182 SH DEF 12 602,182
MICROSOFT CORP. COM 594918104 8,194 100,845 SH DEF 15 100,845
MICROSOFT CORP COM 594918104 164 3,000 SH DEF 3,000
MICROSOFT CORP COM NASD INDL COM 594918104 55,158 1,008,369 SH DEF 3 972,769 35,600
MICROSTRATEGY INC CL A COM 594972101 2 3,820 SH DEF 12 3,820
MICROCHIP TECHNOLOGY INC. COM 595017104 21 750 SH DEF 2 750
MICROCHIP TECHNOLOGY INC COM 595017104 4 150 SH DEF 12 150
MICROCHIP TECHNOLOGY COM 595017104 3,796 138,377 SH DEF 3 128,427 9,950
***MICROCELL TELECOMMUNICAT- COM 59501T304 1 8,310 SH DEF 12 8,310
MICROFINANCIAL INC COM 595072109 2,012 254,400 SH DEF 6 246,500 7,900
MICROMUSE INC COM 595094103 14 3,193 SH DEF 12 3,193
MICRON TECHNOLOGY INC COM 595112103 170 8,398 SH DEF 12 8,398
MICRON TECHNOLOGY COM 595112103 46 1,500 SH DEF 15 1,500
MICRON TECHNOLOGY COM 595112103 7,552 320,255 SH DEF 6 289,955 30,300
MICROSEMI CORP COM 595137100 317 48,030 SH DEF 12 48,030
MICROSEMI CORP COM NASD INDL COM 595137100 3,906 591,750 SH DEF 3 555,100 36,650
MICROTUNE INC DEL COM 59514P109 41 4,650 SH DEF 12 4,650
MID-AMERICA APARTMENT COM 59522J103 315 11,784 SH DEF 12 11,784
MID-AMER APT CMNTYS COM 59522J103 468 17,500 SH DEF 3 17,500
MID-AMERICA APARTMENT PFD 59522J202 25 1,000 SH DEF 12 1,000
MID-AMERICA APARTMENT PFD 59522J301 89 3,550 SH DEF 12 3,550
MID-ATLANTIC REALTY TRUST-SBI COM 595232109 1,185 67,322 SH DEF 12 67,322
MID ATLANTIC MEDICAL SERVICES COM 59523C107 704 22,458 SH DEF 12 22,458
MID ATLANTIC MEDICAL SVCS COM 59523C107 14,139 451,020 SH DEF 3 419,970 31,050
MID-STATE BANCSHARES COM 595440108 820 42,500 SH DEF 7 42,500
MID-STATE BANCSHARE COM 595440108 525 28,200 SH DEF 6 28,200
MIDAS INC COM 595626102 4 300 SH DEF 12 300
MIDAS INC COM 595626102 3,490 258,900 SH DEF 6 249,700 9,200
S&P MID-CAP 400 DEPOSITARY RECEIPCOM 595635103 105 1,175 SH DEF 2 1,175
STANDARD & POORS MIDCAP 400 COM 595635103 2,152 24,032 SH DEF 12 24,032
S & P "MIDCAP SPDR'S" UNIT SER 595635103 41 300 SH DEF 15 300
MIDCAROLINA FINANCIAL COM 59563Q107 22 1,646 SH DEF 12 1,646
MIDDLEBURG FINANCIAL CORP COM 596094102 215 4,440 SH DEF 12 4,440
MIDDLESEX WATER CO COM 596680108 436 16,592 SH DEF 12 16,592
MIDLAND CO COM 597486109 3,624 77,100 SH DEF 6 75,800 1,300
MIDWEST EXPRESS HLDGS INC COM COM 597911106 364 27,600 SH DEF 3 25,400 2,200
MIDSOUTH BANCORP INC-LA COM 598039105 18 1,378 SH DEF 12 1,378
MIDWAY GAMES INC COM 598148104 6 700 SH DEF 12 700
MILACRON INC COM 598709103 227 22,401 SH DEF 2 21,401 1,000
MILACRON INC COM 598709103 3,872 309,785 SH DEF 6 307,085 2,700
MILACRON INC 4% PFD PFD 598709202 4 108 SH DEF 2 108
MILLENNIUM PHARMACEUTICALS INC COM 599902103 30 2,500 SH DEF 2 2,500
MILLENNIUM PHARMACEUTICALS INC COM 599902103 176 14,500 SH DEF 5 8,000 6,500
MILLENNIUM PHARMACEUTICALS INC COM 599902103 429 35,337 SH DEF 12 35,337
MILLENNIUM CHEMICALS INC COM 599903101 1 100 SH DEF 12 100
MILLEA HOLDINGS, INC. ADR ADR 60032R106 2 45 SH DEF 2 45
MILLENNIUM BANKSHARES CORP COM 60037B106 78 10,000 SH DEF 12 10,000
MILLENNIUM CELL INC COM 60038B105 422 136,170 SH DEF 12 136,170
MILLER HERMAN INC. COM 600544100 89 4,400 SH DEF 2 4,400
HERMAN MILLER INC COM 600544100 8 400 SH DEF 12 400
HERMAN MILLER INC COM 600544100 17 850 SH DEF 6 850
MILLIPORE CORP COM 601073109 267 8,358 SH DEF 12 8,358
MILLS CORP COM 601148109 2,668 86,056 SH DEF 12 86,056
MILLS CORP. COM 601148109 93 3000 SH DEF 3000
MILLS MUSIC TRUST-UBI COM 601158108 21 800 SH DEF 12 800
MINE SAFETY APPLIANCES CO COM 602720104 68 1,705 SH DEF 12 1,705
MINE SAFETY APPLIANC COM 602720104 1,702 37,900 SH DEF 6 37,900
MINERALS TECHNOLOGIES COM 603158106 9,003 182,550 SH DEF 3 172,450 10,100
MINNESOTA MINING & MANUFACTURING COM 604059105 228 2,400 SH DEF 9 2,400
MIRANT CORPORATION COM 604675108 27 3,657 SH DEF 2 3,657
MIRANT CORP COM 604675108 3 238 SH DEF 9 238
MIRANT CORP COM 604675108 794 108,813 SH DEF 12 108,813
MIRANT CORP. COM 604675108 1,428 128,847 SH DEF 15 128,847
MIRANT CORP COM 604675108 2 158 SH DEF 6 158
MIRANT TR I PFD 60467Q102 139 4,675 SH DEF 12 4,675
MISONIX INC COM 604871103 19 3,000 SH DEF 12 3,000
MISSION CAPITAL LP-9.875% CUM PFD 605034206 53 2,100 SH DEF 12 2,100
MISSION CAPITAL LP-8.50% CUM PFD 605034305 73 2,800 SH DEF 12 2,800
MISSION RESOURCES CORP COM 605109107 3 2,300 SH DEF 12 2,300
MISSION RESOURCES CO COM 605109107 664 299,200 SH DEF 6 288,500 10,700
MISSION WEST PPTYS INC MD COM 605203108 21 1,750 SH DEF 12 1,750
MISSISSIPPI CHEMICAL CORP NEW COM 605288208 7 6,000 SH DEF 12 6,000
MISSISSIPPI POWER CO-7% PFD PFD 605417500 9 100 SH DEF 12 100
MISSISSIPPI VY BANCSHARES INC COM 605720101 2,567 49,625 SH DEF 7 49,625
MITSUBISHI TOKYO FINANCIAL GROUP,ADRC. 606816106 31 4,520 SH DEF 2 4,420 100
MITSUBISHI TOKYO FINANCIAL GR COM 606816106 1,280 186,065 SH DEF 6 182,605 4,095
MOBIUS MANAGEMENT SYSTEMS INC COM 606925105 1 200 SH DEF 12 200
MOBILE MINI INC COM 60740F105 14 800 SH DEF 12 800
MOBILE PET SYSTEM INC COM 60740U102 1 1,500 SH DEF 12 1,500
MODTECH HLDGS INC COM 60783C100 2,326 209,700 SH DEF 6 203,100 6,600
MOHAWK INDUSTRIES INC COM 608190104 249 4,050 SH DEF 12 4,050
MOHAWK INDUSTRIES IN COM 608190104 271 4,400 SH DEF 3 3,900 500
MOLECULAR DEVICES CORP COM 60851C107 9 500 SH DEF 12 500
MOLEX INC. COM 608554101 812 24,205 SH DEF 2 22,680 1,525
MOLEX INC COM 608554101 83 2,478 SH DEF 12 2,478
MOLEX INC. CL A COM 608554200 1,036 37,784 SH DEF 2 37,784
MOLEX INC. CL A COM 608554200 41 1,500 SH DEF 7 1,500
MOLEX INC-CL A COM 608554200 266 9,715 SH DEF 12 9,715
MONACO COACH CORP COM 60886R103 15 700 SH DEF 12 700
MONADNOCK PAPER MILLS INC COM 608990107 246 3,171 SH DEF 5 3,171
MONARCH SERVICES INC COM 609176102 1 450 SH DEF 12 450
ROBERT MONDAVI CORP-CL A COM 609200100 72 2,100 SH DEF 12 2,100
MONOLITHIC SYSTEM TECHNOLOGY INC COM 609842109 47 4,210 SH DEF 3 4,210
MONONGAHELA POWER CO4.50%PFD C PFD 610202400 3 50 SH DEF 12 50
MONRO MUFFLER BRAKE COM 610236101 752 34,250 SH DEF 6 32,950 1,300
MONSANTO CO COM 61166W101 51 2,849 SH DEF 12 2,849
MONSANTO CO COM 61166W101 4 150 SH DEF 6 150
MONSANTO CO /NEW COM 61166W101 3,631 204,000 SH DEF 3 204,000
MONTANA POWER CAP I-8.45% CUM PFD 612083204 64 2,600 SH DEF 12 2,600
MONTGOMERY STREET INCOME UNIT 614115103 108 5,680 SH DEF 12 5,680
MONY GROUP INC COM 615337102 12 340 SH DEF 12 340
MONY GROUP INC COM 615337102 3 100 SH DEF 6 100
MOODYS CORP COM 615369105 583 11,727 SH DEF 2 11,127 600
MOODYS CORP COM 615369105 703 14,140 SH DEF 12 14,140
MOOG INC CL A 615394202 4,857 159,500 SH DEF 6 154,750 4,750
MOOG INC CL A COM 615394202 2,877 67,100 SH DEF 3 47,500 19,600
CORPORATION MOORE LTEE COM 615785102 57 5,000 SH DEF 12 5,000
MORGAN J P & CO INC CONV 61688AAF5 5,976 400,000 PRN DEF 12 400,000
MORGAN STANLEY COM 617446448 379 8,792 SH DEF 2 8,756 36
MORGAN STANLEY COM 617446448 11 260 SH DEF 4 260
MORGAN STANLEY COM 617446448 1,329 30,850 SH DEF 5 28,425 2,425
MORGAN STANLEY COM 617446448 2,780 64,529 SH DEF 12 64,529
MORGAN STANLEY COM 617446448 98 1,500 SH DEF 15 1,500
MORGAN STANLEY COM 617446448 14,206 312,500 SH DEF 6 312,500
MORGAN STANLEY COM 617446448 144 3,400 SH DEF 3,400
MORGAN STANLEY COM 617446448 6,855 159,115 SH DEF 3 151,115 8,000
MORGAN STANLEY EMERGING MARKET COM 61744G107 3,225 336,940 SH DEF 5 336,100 840
MORGAN STANLEY UNIT 61744G107 479 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 14 1,683 SH DEF 12 1,683
MORGAN STANLEY DEAN WITTER&CO COM 61744Y355 29 1,000 SH DEF 12 1,000
MORGAN STANLEY DEAN WITTER & COM 61744Y660 6 450 SH DEF 12 450
MORGAN STANLEY UNIT 61745C105 11 1,151 SH DEF 12 1,151
MORGAN STANLEY UNIT 61745P106 18 2,000 SH DEF 12 2,000
MORGAN STANLEY UNIT 61745P304 2 2,000 SH DEF 12 2,000
MORGAN STANLEY UNIT 61745P429 42 4,600 SH DEF 12 4,600
MORGAN STANLEY UNIT 61745P437 48 5,406 SH DEF 12 5,406
MORGAN STANLEY UNIT 61745P452 195 24,000 SH DEF 12 24,000
MORGAN STANLEY UNIT 61745P585 7 500 SH DEF 12 500
MORGAN STANLEY UNIT 61745P668 183 12,775 SH DEF 12 12,775
MORGAN STANLEY UNIT 61745P734 33 2,330 SH DEF 12 2,330
MORGAN STANLEY UNIT 61745P791 82 5,800 SH DEF 12 5,800
MORGAN STANLEY UNIT 61745P866 13 870 SH DEF 12 870
MORGAN STANLEY UNIT 61745P874 5 295 SH DEF 12 295
UNIT MS SELECT TEN IND 01-4 COM 61747G161 2 185 SH DEF 6 185
MORGAN STANLEY CAPITAL TRUST PFD 61747N109 186 7,400 SH DEF 12 7,400
SMALL-MID SPECIAL VALUE A COM 61747V101 926 94,360 SH DEF 6 94,360
MORTON'S RESTAURANT COM 619429103 263 19,000 SH DEF 6 18,500 500
MOSSIMO INC COM 619696107 1 150 SH DEF 12 150
MOTHERS WORK INC COM 619903107 1,310 33,328 SH DEF 12 33,328
MOTOROLA CAPITAL TRUST I 6.68% PFPFD 620074203 7 355 SH DEF 2 355
MOTOROLA CAPITAL TRUST I PFD 620074203 448 23,970 SH DEF 12 23,970
MOTOROLA INC. COM 620076109 693 48,050 SH DEF 2 47,750 300
MOTOROLA INC COM COM 620076109 162 11,100 SH DEF 5 9,300 1,800
MOTOROLA INC. COM 620076109 1,417 97,114 SH DEF 9 261 96,853
MOTOROLA INC. COM 620076109 2,596 180,000 SH DEF 10 180,000
MOTOROLA INC COM 620076109 179 12,290 SH DEF 11 10,170 1,820 300
MOTOROLA INC COM 620076109 5,216 361,696 SH DEF 12 361,696
MOTOROLA INC. COM 620076109 83 3,800 SH DEF 15 3,800
MOTOROLA INC COMMON STOCK COM 620076109 208 14,400 SH DEF 14,400
MOTOROLA INC COM COM 620076109 11,957 819,500 SH DEF 3 786,100 33,400
MOTOROLA INC PFD 620076208 85 1,850 SH DEF 12 1,850
MOUNTAIN VALLEY BANCSHARES INC COM 62430P104 66 3,000 SH DEF 12 3,000
MOVADO GROUP INC COM 624580106 2,853 132,700 SH DEF 6 128,400 4,300
MOVIE GALLERY INC COM 624581104 1,447 68,500 SH DEF 3 66,800 1,700
MUELLER INDUSTRIES INC COM 624756102 13 400 SH DEF 12 400
MUELLER INDS INC COM 624756102 6,993 211,000 SH DEF 6 209,800 1,200
MUELLER INDUSTRIES COM 624756102 124 3,900 SH DEF 3 3,900
MULTEX COM INC COM 625367107 4 1,100 SH DEF 12 1,100
MULTI COLOR CORP COM 625383104 34 2,250 SH DEF 12 2,250
MULTI COLOR CORP COM 625383104 132 7,950 SH DEF 6 7,950
MULTIMEDIA GAMES INC COM 625453105 256 11,720 SH DEF 3 11,720
MUNIHOLDINGS INSURED FUND INC UNIT 625930102 26 2,000 SH DEF 12 2,000
MUNIHOLDINGS NEW JERSEY UNIT 625936109 28 2,000 SH DEF 12 2,000
MUNICIPAL ADVANTAGE FUND INC UNIT 626189104 33 2,500 SH DEF 12 2,500
MUNIASSETS FUND INC UNIT 62618Q106 2 159 SH DEF 12 159
MUNICIPAL HIGH INCOME FUND INC UNIT 626214100 83 10,100 SH DEF 12 10,100
MUNICIPAL PARTNERS FUND II INC UNIT 62622E107 17 1,300 SH DEF 12 1,300
MUNIENHANCED FUND INC UNIT 626243109 622 56,700 SH DEF 12 56,700
MUNIMAE MIDLAND LLC COM 62624B101 2,662 101,749 SH DEF 12 101,749
MUNIHOLDINGS FLORIDA INSURED UNIT 62624W105 160 11,400 SH DEF 12 11,400
MUNIHOLDINGS INSD FD II INC UNIT 62625A102 61 4,680 SH DEF 12 4,680
MUNIVEST FUND INC UNIT 626295109 69 7,700 SH DEF 12 7,700
MUNIYIELD CALIFORNIA FUND INC UNIT 626296107 61 4,100 SH DEF 12 4,100
MUNIYIELD FUND INC UNIT 626299101 56 4,183 SH DEF 12 4,183
MUNIYIELD CALIFORNIA INSURED UNIT 62629L104 7 483 SH DEF 12 483
MUNIVEST FUND II INC PFD 62629P303 13 5 SH DEF 12 5
MUNIYIELD QUALITY FUND INC UNIT 626302103 15 1,034 SH DEF 12 1,034
MUNIYIELD INSURED FUND INC UNIT 62630E107 13 915 SH DEF 12 915
MUNIYIELD QUALITY FUND II INC UNIT 62630T104 22 1,844 SH DEF 12 1,844
MUNIYIELD PENNSYLVANIA INSD FD UNIT 62630V109 25 1,676 SH DEF 12 1,676
MURPHY OIL CORP COM 626717102 188 2,279 SH DEF 12 2,279
MURPHY OIL CORP COM 626717102 5,041 54,530 SH DEF 6 54,530
MYERS INDUSTIES, INC. COM 628464109 2 114 SH DEF 2 114
MYERS INDUSTRIES INC COM 628464109 6,156 359,177 SH DEF 12 359,177
MYERS INDS INC COM 628464109 1,666 105,527 SH DEF 6 105,415 112
MYERS INDS INC COM COM 628464109 539 31,460 SH DEF 3 24,360 7,100
MYKROLIS CORP COM 62852P103 26 2,166 SH DEF 12 2,166
MYLAN LABORATORIES INC COM 628530107 1,176 37,499 SH DEF 12 37,499
MYLAN LABORATORIES COM 628530107 200 4,200 SH DEF 15 4,200
MYLAN LABS INC COM 628530107 2 50 SH DEF 6 50
MYLAN LABS INC COM COM 628530107 19,168 611,435 SH DEF 3 574,735 36,700
MYRIAD GENETICS INC COM 62855J104 24 1,200 SH DEF 2 1,200
MYRIAD GENETICS INC COM 62855J104 26 1,300 SH DEF 12 1,300
NAB EXCHANGEABLE PFD TRUST PFD 628714206 40 1,600 SH DEF 12 1,600
NB CAPITAL CORP-DEP SHS REPSTG PFD 62874N607 616 23,256 SH DEF 12 23,256
NBTY INC COM COM 628782104 2,037 131,580 SH DEF 3 131,580
NCI BUILDING SYSTEMS INC COM 628852105 9,545 491,555 SH DEF 6 484,240 1,380 7,245
NCO GROUP INC COM 628858102 3 150 SH DEF 12 150
NCO GROUP INC COM 628858102 9,266 368,300 SH DEF 6 358,600 9,700
NCO GROUP INC COM 628858102 989 45,400 SH DEF 3 45,400
NCO PTFL MANAGEMENT COM 62885J108 740 105,712 SH DEF 6 101,512 4,200
NCR CORP. COM 62886E108 46 1,327 SH DEF 2 1,327
NCR CORP NEW COM 62886E108 408 11,800 SH DEF 5 10,700 1,100
NCR CORP. COM 62886E108 1 18 SH DEF 7 18
NCR CORP NEW COM 62886E108 848 24,515 SH DEF 12 24,515
NCR CORP COM 62886E108 7 200 SH DEF 6 200
NIC INC COM 62914B100 31 21,200 SH DEF 12 21,200
NL INDS INC COM 629156407 16,412 911,800 SH DEF 6 883,100 28,700
NN INC COM 629337106 90 7,000 SH DEF 12 7,000
NPB CAPITAL TRUST-9% TRUST PFD PFD 629359209 26 1,000 SH DEF 12 1,000
NRG ENERGY INC COM 629377102 4 410 SH DEF 6 410
NTN COMMUNICATIONS INC. NEW COM 629410309 9 7500 SH DEF 7500
NTS MORTGAGE INCOME FUND LP COM 629419102 3 1,020 SH DEF 12 1,020
NUI CORP HOLDING COMPANY COM 629431107 44 1,600 SH DEF 12 1,600
NUI CORPORATION COM 629431107 5,657 222,000 SH DEF 6 216,800 5,200
NUI CORP COM COM 629431107 1,944 70,700 SH DEF 3 62,600 8,100
NVP CAPITAL III PFD 62944L201 27 1,400 SH DEF 12 1,400
NVP CAPITAL I-8.20% CUM QTRLY PFD 62944M209 33 1,650 SH DEF 12 1,650
NVR INC COM 62944T105 4 13 SH DEF 12 13
NVR INC COM 62944T105 36,236 112,185 SH DEF 3 103,685 8,500
NABI BIOPHARMACEUTICALS COM 629519109 93 17,400 SH DEF 12 17,400
NABORS INDUSTRIES INC COM 629568106 2,201 62,355 SH DEF 5 51,105 11,250
NACCO INDS INC CL A 629579103 13,105 191,180 SH DEF 6 191,180
NACCO INDUSTRIES INC COM 629579103 29 500 SH DEF 2 500
NACCO INDUSTRIES A COM 629579103 4,991 86,228 SH DEF 6 83,938 570 2,415
***NAM TAI ELECTRONICS INC NEW COM 629865205 3 140 SH DEF 12 140
NAM TAI ELECTRONICS COM 629865205 61 3,100 SH DEF 3 3,100
***NAMIBIAN MINERALS CORP COM 629913104 4 37,800 SH DEF 12 37,800
NAMIBIAN MINERALS CORP COM COM 629913104 176 1,758,000 SH DEF 3 1,758,000
NANOGEN INC COM 630075109 5 1,500 SH DEF 12 1,500
NANOPHASE TECHNOLOGIES CORP COM 630079101 6 1,000 SH DEF 7 1,000
NASDAQ 100 SHARES COM 631100104 226 8,651 SH DEF 2 8,651
NASDAQ-100 COM 631100104 8 295 SH DEF 4 295
NASDAQ 100 SHARES COM 631100104 2,953 113,286 SH DEF 12 113,286
NASDAQ COM 631100104 12 300 SH DEF 15 300
NASH FINCH CO COM 631158102 776 25,000 SH DEF 6 25,000
NASH FINCH CO COM NASD INDL COM 631158102 7,977 249,590 SH DEF 3 211,190 38,400
NATIONAL AUSTRALIA BANK LTD SPON ADR 632525408 800 8,050 SH DEF 2 7,550 500
BANQUE NATIONALE DU CANADA COM 633067103 4 200 SH DEF 12 200
NATIONAL BANKSHARES INC-VA COM 634865109 11 400 SH DEF 12 400
NATIONAL CITY CORP. COM 635405103 235 7,056 SH DEF 1 7,056
NATIONAL CITY CORP. COM 635405103 5,264 158,328 SH DEF 2 152,548 5,780
NATIONAL CITY CORP COM COM 635405103 1,108 33,323 SH DEF 5 23,175 10,148
NATIONAL CITY CORP. COM 635405103 3,199 96,200 SH DEF 7 96,200
NATIONAL CITY CORP COM 635405103 3,452 103,816 SH DEF 12 103,816
NATIONAL CITY CORP COM 635405103 10 300 SH DEF 6 300
NATIONAL CITY CORP COM 635405103 8,740 262,850 SH DEF 3 250,150 12,700
NATIONAL COMMERCE CAP TR II PFD 635458201 240 9,600 SH DEF 12 9,600
NATIONAL COMMERCE FINANCIAL CORPOCOMIO 63545P104 677 25,750 SH DEF 2 25,350 400
NATIONAL COMMERCE FINANCIAL CORPOCOMIO 63545P104 4,929 187,425 SH DEF 7 187,425
NATIONAL COMMERCE FINANCIAL COM 63545P104 1,752 66,620 SH DEF 12 66,620
NATIONAL COMMERCE FINANCIAL CORP COM 63545P104 934 35,500 SH DEF 3 27,500 8,000
NATIONAL DENTEX CORP COM 63563H109 738 28,900 SH DEF 6 27,800 1,100
NATIONAL EQUIP SVCS INC COM 635847106 1 325 SH DEF 12 325
NATIONAL HEALTH REALTY INC COM 635905102 25 1,335 SH DEF 12 1,335
NATIONAL FUEL GAS CO COM 636180101 195 8,682 SH DEF 12 8,682
NATIONAL FUEL GAS CO COM 636180101 6,216 267,570 SH DEF 6 267,570
NATIONAL GOLF PROPERTIES INC COM 63623G109 16 1,900 SH DEF 12 1,900
NATIONAL HEALTH INVESTORS INC COM 63633D104 117 7,300 SH DEF 12 7,300
NATIONAL HEALTH INVS COM 63633D104 1,187 74,200 SH DEF 3 61,700 12,500
NATIONAL INSTRUMENTS CORP COM 636518102 104 3,200 SH DEF 12 3,200
NATIONAL-OILWELL INC COM 637071101 4 170 SH DEF 6 170
NATIONAL-OILWELL INC COM 637071101 270 12,820 SH DEF 3 12,820
NATIONAL PENN BANCSHARES INC COM 637138108 16 618 SH DEF 12 618
NATIONAL PRESTO INDUSTRIES INC COM 637215104 117 3,650 SH DEF 12 3,650
NATIONAL RESEARCH CORP COM 637372103 4 500 SH DEF 12 500
NATIONAL RURAL UTILITIES COOP- PFD 637432303 462 18,700 SH DEF 12 18,700
NATIONAL RURAL UTILITIES PFD 637432402 417 16,850 SH DEF 12 16,850
NATIONAL RURAL UTILITY 7.625% PFD 637432501 5 200 SH DEF 12 200
NATIONAL RURAL UTILITY 7.40% PFD 637432600 15 600 SH DEF 12 600
NATIONAL SEMICONDUCTOR CORP COM 637640103 660 22,618 SH DEF 12 22,618
NATIONAL SERVICE INDUSTRIES INC COM 637657206 2 200 SH DEF 2 200
NATIONAL SERVICES INDUSTRIES COM 637657206 8 849 SH DEF 12 849
NATIONAL SVC INDS INC NEW COM 637657206 4,251 469,082 SH DEF 6 456,587 1,900 12,000
NATIONAL WESTN LIFE CL A 638522102 6,136 55,400 SH DEF 6 54,300 1,100
NATIONAL WESTERN LIFE INS CO COM 638522102 11 100 SH DEF 12 100
***NATIONAL WESTMINSTER BANK PFD 638539809 679 26,508 SH DEF 12 26,508
NATIONS BALANCED TARGET UNIT 63857K107 25 2,500 SH DEF 12 2,500
NATIONWIDE FINL SVCS CL A 638612101 21,301 493,660 SH DEF 6 462,960 30,700
NATIONWIDE FINANCIAL SERVICES, INCOM 638612101 553 14,000 SH DEF 7 14,000
NATIONWIDE FINANCIAL SERVICES COM 638612101 32 801 SH DEF 12 801
NATIONWIDE FIN SVCS INC CL A COM 638612101 9,343 237,460 SH DEF 6 217,300 20,845
NATIONWIDE FINANCIAL SVCS PFD 63861E204 283 11,350 SH DEF 12 11,350
NATIONWIDE HEALTH PROPERTIES INC.COM 638620104 210 11,200 SH DEF 9 11,200
NATIONWIDE HEALTH PROPERTIES COM 638620104 2,628 140,185 SH DEF 12 140,185
NATURAL ALTERNATIVES INTL INC COM 638842302 2 500 SH DEF 12 500
NATURAL CHEMISTRY INC CONV PFD 63884L201 9 16,600 SH DEF 5 16,600
NATURAL CHEMISTRY INC CONV PFD 63884L904 9 16,589 SH DEF 5 16,589
NATURE SUNSHINE PROD COM 639027101 3,098 281,400 SH DEF 6 271,600 9,800
NATUZZI S P A ADR COM 63905A101 2,869 190,773 SH DEF 6 186,561 4,985
NAUTICA ENTERPRISES INC COM 639089101 224 17,275 SH DEF 12 17,275
NAUTICA ENTERPRISES COM 639089101 8,280 637,900 SH DEF 6 621,600 16,300
NAUTILUS GROUP INC COM 63910B102 478 15,605 SH DEF 12 15,605
NAUTILUS GROUP INC COM 63910B102 27,171 887,931 SH DEF 3 819,919 68,012
NAVARRE CORP COM 639208107 4 2,160 SH DEF 12 2,160
NAVISTAR INTERNATIONAL CORP COM 63934E108 22 681 SH DEF 12 681
NAVIGANT CONSULTING INC COM 63935N107 61 8,750 SH DEF 12 8,750
NAVIGANT INTL INC COM 63935R108 1 82 SH DEF 12 82
NAVIGANT INTL INC COM 63935R108 511 33,600 SH DEF 6 33,600
NDCHEALTH CORP COM 639480102 1,848 66,250 SH DEF 3 64,950 1,300
NEFFS BANCORP INC-PA COM 640098109 19 100 SH DEF 12 100
NEIMAN-MARCUS GROUP INC COM 640204202 35 1,023 SH DEF 12 1,023
NEIMAN MARCUS GRP CL A COM 640204202 18 525 SH DEF 6 525
NEIMAN MARCUS GROUP CL B 640204301 1,670 47,700 SH DEF 6 47,700
NEIMAN MARCUS GROUP INC COM 640204301 5 156 SH DEF 2 156
NEIMAN-MARCUS GROUP INC COM 640204301 10 299 SH DEF 12 299
NEOFORMA INC COM 640475505 1 50 SH DEF 12 50
NEON SYSTEM INC COM 640509105 13 3,000 SH DEF 12 3,000
NEOPROBE CORP COM 640518106 1 2,200 SH DEF 12 2,200
NEORX CORP NEW COM 640520300 46 38,595 SH DEF 12 38,595
NEOTHERAPEUTICS INC COM 640656104 4 21,436 SH DEF 12 21,436
NEUROTECH DEVELOPMENT CORP COM 640902300 4 68,182 SH DEF 12 68,182
NEOPHARM INC COM 640919106 3 220 SH DEF 12 220
NET.BANK INC COM 640933107 183 15,700 SH DEF 12 15,700
NETBANK INC COM 640933107 1,798 154,350 SH DEF 3 104,250 50,100
NETWORKS ASSOCIATES INC COM 640938106 66 3,450 SH DEF 12 3,450
NESS ENERGY INTERNATIONAL INC COM 64104P105 3 5,400 SH DEF 12 5,400
NESTLE SA SPONSORED ADR ADR 641069406 2,770 47,510 SH DEF 2 47,360 150
NETEGRITY INC COM 64110P107 160 26,000 SH DEF 12 26,000
NETMANAGE INC COM 641144100 12 21,891 SH DEF 12 21,891
NETOPIA INC COM 64114K104 6 2,100 SH DEF 12 2,100
NETIQ CORP COM 64115P102 11 500 SH DEF 12 500
NETIQ CORP COM 64115P102 19,453 859,610 SH DEF 3 806,360 53,250
NETWORK APPLIANCE, INC. COM 64120L104 574 46,118 SH DEF 1 18,252 27,866
NETWORK APPLIANCE COM 64120l104 47 3749 SH DEF 4 3749
NETWORK APPLIANCE INC COM 64120L104 477 38,351 SH DEF 12 38,351
NETWORK APPLIANCE INC COM 64120L104 2 100 SH DEF 15 100
NEUBERGER BERMAN INC. COM 641234109 535 14,625 SH DEF 12 14,625
NEUROGEN CORP COM 64124E106 6 500 SH DEF 12 500
NEUROCRINE BIOSCIENCES INC COM 64125C109 49 1,700 SH DEF 12 1,700
NEW AMERICA HIGH INCOME FUND UNIT 641876107 16 7,000 SH DEF 12 7,000
NEW CENTURY FINANCIAL CORP. COM 64352D101 6,362 181,925 SH DEF 7 181,925
NEW CENTURY FIN CORP COM 64352D101 8,097 299,000 SH DEF 6 290,200 8,800
NEW CENTURY FINANCIAL CORP COM COM 64352D101 1,160 33,170 SH DEF 3 31,170 2,000
NEW CENTURY EQUITY HLDGS CORP COM 64353J107 2 5,400 SH DEF 12 5,400
NEW ENGLAND BUSINESS SERVICE COM 643872104 50 2,000 SH DEF 2 2,000
NEW ENGLAND BUSINESS SVC INC C COM 643872104 5,028 200,017 SH DEF 5 200,017
NEW ENGLAND BUSINESS COM 643872104 5,658 213,900 SH DEF 6 206,700 7,200
NEW ENGLAND BUSINESS SVC INC COMCOMASD 643872104 721 28,690 SH DEF 3 24,390 4,300
NEW FOCUS INC COM 644383101 3 1,000 SH DEF 12 1,000
NEW HAMP THRIFT BCSH COM 644722100 70 3,800 SH DEF 6 3,800
NEW JERSEY ECONOMIC DEV AU ST PFD 645915208 240 9,500 SH DEF 12 9,500
NEW JERSEY RESOURCES COM 646025106 23 771 SH DEF 4 771
NEW JERSEY RESOURCES CORP COM 646025106 9 300 SH DEF 12 300
NEW JERSEY RES CORP COM 646025106 2,455 80,500 SH DEF 6 71,700 8,800
NEW PLAN EXCEL REALTY TRUST COM 648053106 8 400 SH DEF 7 400
NEW PLAN EXCEL REALTY TRUST COM 648053106 715 34,334 SH DEF 12 34,334
NEW PLAN EXCEL REALTY TR INC PFD 648053502 38 1,500 SH DEF 12 1,500
NEW SOUTH CAPITAL TR I PFD 648910206 56 5,700 SH DEF 12 5,700
NEW WINDSOR BANCORP INC COM 649203106 35 1,126 SH DEF 12 1,126
NEW YORK COMMUNITY BANCORP INC COM 649445103 12,571 463,860 SH DEF 3 445,510 18,350
NEW YORK TIMES CO. COM 650111107 70 1,350 SH DEF 2 1,350
NEW YORK TIMES CO CL A COM 650111107 16,573 321,798 SH DEF 5 319,798 2,000
NEW YORK TIMES CO-CL A COM 650111107 2,089 40,556 SH DEF 12 40,556
NEW YORK TIMES CO-CONV CL B COM 650111404 6 120 SH DEF 12 120
NEWELL RUBBERMAID INC. COM 651229106 538 15,335 SH DEF 2 15,335
NEWELL RUBBERMAID INC COM 651229106 2,349 67,008 SH DEF 12 67,008
NEWELL RUBBERMAID INC COM 651229106 26,736 770,975 SH DEF 6 708,335 62,685
NEWFIELD EXPLORATION CO COM 651290108 11 300 SH DEF 12 300
NEWFIELD EXPL CO COM 651290108 5,221 144,790 SH DEF 6 144,790
NEWFIELD EXPLORATION CO COM 651290108 12,201 328,260 SH DEF 3 285,960 42,300
NEWHALL LAND & FARMING CO-CAL COM 651426108 51 1,600 SH DEF 12 1,600
NEWMARK HOMES CORP COM 651578106 43 2,600 SH DEF 6 2,600
NEWMIL BANCORP INC COM 651633109 20 1,000 SH DEF 12 1,000
NEWMONT MINING CORP HOLDING CO COM 651639106 99 3,756 SH DEF 2 3,756
NEWMONT MINING CORP HOLDING CO COM 651639106 59 2,244 SH DEF 7 2,244
NEWMONT MINING CORP COM 651639106 1,318 50,055 SH DEF 12 50,055
NEWMONT MNG CORP COM 651639106 4,097 102,446 SH DEF 15 102,446
NEWPARK RESOURCES INC. COM PAR $0COM 651718504 257 34,932 SH DEF 2 34,932
NEWPARK RESOURCES INC NEW COM 651718504 3 400 SH DEF 12 400
NEWPORT CORP COM 651824104 76 4,827 SH DEF 12 4,827
NEWS CORPORATION LIMITED ADR 652487703 8 365 SH DEF 2 365
NEWS CORP COM 652487703 5 211 SH DEF 4 211
NEXMED INC COM 652903105 1 246 SH DEF 12 246
NEXTERA ENTERPRISES INC COM 65332E101 2 2,500 SH DEF 12 2,500
NEXTEL COMM INC CL A 65332V103 1,334 274,400 SH DEF 6 274,400
NEXTEL COMMUNICATIONS, INC. COM 65332V103 5 1,500 SH DEF 2 1,500
NEXTEL COMMUNICATIONS, INC. COM 65332V103 90,001 28,037,590 SH DEF 8 28,037,590
NEXTEL COMMUNICATIONS, INC. COM 65332V103 228,908 71,310,903 SH DEF 10 71,310,903
NEXTEL COMMUNICATIONS INC-CL A COM 65332V103 2,405 749,357 SH DEF 12 749,357
NEXTEL COMMUNICATIONS INC. COM 65332V103 23 4,700 SH DEF 15 4,700
NEXTEL PARTNERS INC COM 65333F107 788 261,750 SH DEF 12 261,750
NEXT LEVEL COMMUNICATIONS INC COM 65333U104 1 500 SH DEF 12 500
***NEXEN INC PFD 65334H300 95 3,800 SH DEF 12 3,800
***NEXEN INC PFD 65334H409 40 1,600 SH DEF 12 1,600
NIAGARA MOHAWK POWER 3.90% PFD PFD 653522409 59 900 SH DEF 12 900
NICOR INC. COM 654086107 23 500 SH DEF 2 500
NICOR INC COM 654086107 217 4,737 SH DEF 12 4,737
NICOR INC COM 654086107 4,734 98,500 SH DEF 6 98,500
NIKE INC. COM 654106103 343 6,400 SH DEF 2 6,400
NIKE INC-CL B COM 654106103 804 14,985 SH DEF 12 14,985
99 CENTS ONLY STORES COM 65440K106 9 353 SH DEF 12 353
99 CENTS ONLY STORES COM 65440K106 455 17,733 SH DEF 3 17,733
NINTENDO LTD ADR NEW COM 654445303 731 40,165 SH DEF 6 1,515 38,815
NIPSCO CAPITAL MARKETS INC COM 654638105 5 200 SH DEF 12 200
NISOURCE INC. COM 65473P105 83 3,800 SH DEF 2 3,800
NISOURCE INC COM 65473P105 1,863 85,330 SH DEF 12 85,330
NISOURCE INC COM 65473P105 13,714 615,000 SH DEF 13 615,000
NISOURCE INC COM 65473P105 32 1,318 SH DEF 6 1,318
NISOURCE INC PREMIUM INCOME PFD 65473P303 190 4,500 SH DEF 12 4,500
NISOURCE INC COM 65473P600 32 15,456 SH DEF 12 15,456
NISOURCE INC COM 65473P600 2 908 SH DEF 6 908
NOKIA OYJ SPONSORED ADR ADR 654902204 949 65,535 SH DEF 2 62,535 3,000
NOKIA OYJ SPONSORED ADR ADR 654902204 8,978 620,000 SH DEF 10 620,000
NOKIA CORP -SPON ADR ADR 654902204 127 5,790 SH DEF 15 5,790
NOKIA CORP. SPONS ADR COM 654902204 295 20,400 SH DEF 1 10,900 9,500
NOKIA COM 654902204 36 2485 SH DEF 4 2485
NOKIA CORP SPONSORED ADR COM 654902204 519 35,870 SH DEF 5 27,700 8,170
NOKIA CORP COM 654902204 806 55,696 SH DEF 11 46,185 9,200 311
NOBLE ENERGY INC COM 655044105 526 14,580 SH DEF 12 14,580
NOBLE ENERGY INC COM 655044105 5 120 SH DEF 6 120
NOLAND CO COM 655286102 3 99 SH DEF 12 99
NON INVASIVE MONITORING COM 655366508 3 5,825 SH DEF 12 5,825
NORDSTROM INC. COM 655664100 23 1,000 SH DEF 2 1,000
NORDSTROM INC COM 655664100 272 11,990 SH DEF 12 11,990
NORDSTROM INC COM 655664100 7 280 SH DEF 6 280
NORDSTROM INC COM NASD INDL COM 655664100 1,019 45,000 SH DEF 3 45,000
NORFOLK SOUTHERN CORP. COM 655844108 3,784 161,837 SH DEF 2 160,487 1,350
NORFOLK SOUTHERN COM 655844108 32 1350 SH DEF 4 1350
NORFOLK SOUTHN CORP COM COM 655844108 2,974 127,220 SH DEF 5 100,755 26,465
NORFOLK SOUTHERN CORP COM 655844108 2,724 116,522 SH DEF 12 116,522
NORFOLK SOUTHERN COM 655844108 74 3,490 SH DEF 6 3,490
NORFOLK SOUTHERN RAILWAY CO. PFD 655855203 4 118 SH DEF 2 118
NORFOLK SOUTHERN RAILWAY CO PFD 655855203 83 2,195 SH DEF 12 2,195
NORSK HYDRO AS ADR ADR 656531605 233 4,850 SH DEF 2 4,250 600
NORTEK INC COM 656559101 9 200 SH DEF 12 200
NORTEK INC COM 656559101 8,258 192,000 SH DEF 6 186,400 5,600
NORTEL NETWORKS CORP. COM 656568102 22 15,103 SH DEF 2 14,103 1,000
NORTEL NETWORKS CORP COM 656568102 275 189,400 SH DEF 5 123,400 66,000
***NORTEL NETWORKS CORP COM 656568102 201 138,508 SH DEF 12 138,508
NORTEL NETWORKS CORP. COM 656568102 1 240 SH DEF 15 240
NORTH CENT BANCSHRS COM 658418108 466 16,800 SH DEF 6 15,800 1,000
NORTH EUROPEAN OIL ROYALTY TRUST COM 659310106 8 315 SH DEF 2 315
NORTH EUROPEAN OIL ROYALTY COM 659310106 25 1,030 SH DEF 12 1,030
NORTH FORK BANCORP, INC.-DEL COM 659424105 133 3,350 SH DEF 2 1,850 1,500
NORTH FORK BANCORP COM 659424105 334 8,400 SH DEF 5 7,200 1,200
NORTH FORK BANCORP, INC.-DEL COM 659424105 11,475 288,250 SH DEF 7 288,250
NORTH FORK BANCORPORATION INC COM 659424105 6,928 174,025 SH DEF 12 174,025
NORTH FORK BANCORPORATION INC. COM 659424105 318 8,000 SH DEF 3 8,000
NORTH PITTSBURGH SYSTEMS INC COM 661562108 468 29,065 SH DEF 12 29,065
NORTH VALLEY BANCORP COM 66304M105 842 49,500 SH DEF 6 48,500 1,000
NORTHEAST BANCORP COM 663904100 53 3,700 SH DEF 6 3,700
NORTHEAST UTILITIES COM 664397106 20 1,042 SH DEF 12 1,042
NORTHEAST UTILS COM 664397106 6 280 SH DEF 6 280
NORTHERN BORDER PARTNERS LP COM 664785102 354 9,901 SH DEF 12 9,901
NORTHERN IND PUB SVC 4.22% PFD PFD 665262200 6 100 SH DEF 12 100
NORTHERN INDIANA PUBLIC PFD 665262309 42 700 SH DEF 12 700
NORTHERN IND PUB SVC CO CUM PFD 665262879 55 1,110 SH DEF 12 1,110
NORTHERN TECH INTL COM 665809109 63 15,500 SH DEF 6 14,100 1,400
NORTHERN TRUST CORP. COM 665859104 128 2,900 SH DEF 2 2,900
NORTHERN TRUST CORP. COM 665859104 655 14,875 SH DEF 7 14,875
NORTHERN TRUST CORP COM 665859104 2,469 56,043 SH DEF 12 56,043
NORTHFIELD LABORATORIES INC COM 666135108 4 1,100 SH DEF 12 1,100
NORTHPOINT COMMUNICATIONS COM 666610100 1 5,755 SH DEF 12 5,755
NORTHRIM BANCORP INC COM 666762109 4,180 291,675 SH DEF 7 291,675
NORTHRIM BANCORP INC COM 666762109 866 55,308 SH DEF 6 52,998 2,310
NORTHROP GRUMMAN CORP. COM 666807102 63 500 SH DEF 2 500
NORTHROP GRUMMAN CORP COM 666807102 2,092 16,733 SH DEF 12 16,733
NORTHROP GRUMMAN CP(HLDG CO) COM 666807102 68,223 558,620 SH DEF 6 528,990 30,045
NORTHWEST BIOTHERAPEUTICS COM 66737P105 23 7,600 SH DEF 3 7,600
NORTHWEST NATURAL GAS CO COM 667655104 119 4,123 SH DEF 12 4,123
NORTHWEST NAT GAS CO COM 667655104 3,770 128,900 SH DEF 6 125,300 3,600
NORTHWEST NAT GAS CO COM NASD ICOM 667655104 5,963 207,400 SH DEF 3 201,800 5,600
NORTHWEST PIPE CO COM 667746101 2,144 107,200 SH DEF 6 104,000 3,200
NORTHWESTERN CAPITAL FINANCING PFD 668031206 22 1,000 SH DEF 12 1,000
NORTHWESTERN CAP FIN II PFD 668033202 163 6,800 SH DEF 12 6,800
NORTHWESTERN CORP CAP TR III PFD 668034200 106 4,500 SH DEF 12 4,500
NORTHWESTERN CORP COM 668074107 603 35,576 SH DEF 12 35,576
NORTHWESTERN CORP COM 668074107 8,246 467,700 SH DEF 6 456,700 11,000
NOVA CHEMICALS CORP PFD 66977W208 5 200 SH DEF 12 200
NOVA CHEMICALS CORP. 9.04% PFD PFD 66977W307 2 100 SH DEF 2 100
NOVARTIS AG-ADR ADR 66987V109 689 15,720 SH DEF 2 14,920 800
NOVARTIS AG-ADR ADR 66987V109 22 500 SH DEF 7 500
NOVARTIS AG-ADR ADR 66987V109 127 2,900 SH DEF 9 2,900
NOVARTIS AG SPONSORED COM 66987V109 35,515 827,544 SH DEF 6 759,498 68,710
NU HORIZONS ELECTRS COM 669908105 1,076 122,100 SH DEF 6 122,100
NOVADIGM INC COM 669937104 1 200 SH DEF 12 200
NOVASTAR FINANCIAL INC COM 669947400 36 1,000 SH DEF 12 1,000
NOVASTAR FINANCIAL INC COM 669947400 461 12,900 SH DEF 3 10,800 2,100
NUANCE COMMUNICATIONS INC COM 669967101 24 5,800 SH DEF 12 5,800
NOVAVAX INC COM 670002104 11 2,675 SH DEF 12 2,675
NOVELL, INC. COM 670006105 3 1,000 SH DEF 2 1,000
NOVELL INC COM 670006105 136 42,245 SH DEF 12 42,245
NOVELL INC COM 670006105 3 760 SH DEF 6 760
NOVELLUS SYSTEMS, INC. COM 670008101 9 250 SH DEF 2 250
NOVELLUS SYSTEMS INC COM 670008101 43 1,272 SH DEF 12 1,272
NOVEN PHARMACEUTICALS INC COM 670009109 13 500 SH DEF 12 500
NOVO-NORDISK A/S ADR ADR 670100205 273 8,300 SH DEF 2 8,300
NOVO-NORDISK A/S COM 670100205 30 950 SH DEF 6 950
NOVOSTE CORP COM 67010C100 90 19,535 SH DEF 12 19,535
NSTOR TECHNOLOGIES INC COM 67018N108 11 47,000 SH DEF 12 47,000
NU SKIN ENTERPRISES CL A 67018T105 4,475 358,000 SH DEF 6 349,400 8,600
NU SKIN ASIA INC CL A COM 67018T105 3,182 218,700 SH DEF 3 132,500 86,200
NSTAR COM 67019E107 252 5,632 SH DEF 12 5,632
NSTAR COM 67019E107 3,125 65,095 SH DEF 6 65,095
NSTAR COM COM 67019E107 2,186 48,820 SH DEF 3 47,220 1,600
NTELOS INC COM 67019U101 2 1,400 SH DEF 12 1,400
NUCOR CORP. COM 670346105 53 822 SH DEF 2 822
NUCOR CORP COM 670346105 1,339 20,594 SH DEF 12 20,594
NUCOR CORP COM 670346105 13 200 SH DEF 6 200
NUCOR CORP COM 670346105 1,489 22,900 SH DEF 3 22,900
NUMERICAL TECHNOLOGIES INC COM 67053T101 55 13,700 SH DEF 12 13,700
NUVEEN CONNECTICUT PREMIUM UNIT 67060D107 17 1,000 SH DEF 12 1,000
NUVEEN GEORGIA PREMIUM INCOME UNIT 67060F102 13 800 SH DEF 12 800
NUVEEN NORTH CAROLINA PREMIUM UNIT 67060P100 161 9,626 SH DEF 12 9,626
NUVEEN N C PREM INCOME MUN FD PFD 67060P209 20 8 SH DEF 12 8
NUTRACEUTICAL INTL C COM 67060Y101 251 35,100 SH DEF 6 34,500 600
NUVEEN PENNSYLVANIA PREMIUM UNIT 67061F101 149 10,099 SH DEF 12 10,099
NUVEEN MARYLAND PREMIUM INCOME UNIT 67061Q107 614 38,281 SH DEF 12 38,281
NUVEEN MARYLAND PREMIUM INCOME PFD 67061Q206 153 61 SH DEF 12 61
NUVEEN MARYLAND PREMIUM INCOME PFD 67061Q305 65 26 SH DEF 12 26
NUVEEN SELECT MATURITIES UNIT 67061T101 237 23,399 SH DEF 12 23,399
NUVEEN INVESTMENT QUALITY UNIT 67062E103 568 37,589 SH DEF 12 37,589
NUVEEN INVESTMENT QUALITY MUN PFD 67062E400 13 5 SH DEF 12 5
NUVEEN INVT QUALITY MUN FD INC PFD 67062E509 50 20 SH DEF 12 20
NUVEEN SELECT TAX FREE INCOME UNIT 67062F100 163 11,305 SH DEF 12 11,305
NUVEEN MUNICIPAL ADVANTAGE UNIT 67062H106 2,139 141,574 SH DEF 12 141,574
NUVEEN MUNICIPAL ADVANTAGE FD PFD 67062H205 8 3 SH DEF 12 3
NUVEEN MUNICIPAL ADVANTAGE PFD 67062H304 28 11 SH DEF 12 11
NUVEEN MUNICIPAL ADVANTAGE PFD 67062H403 5 2 SH DEF 12 2
NUVEEN MUNICIPAL ADVANTAGE PFD 67062H502 83 33 SH DEF 12 33
NUVEEN MUN ADVANTAGE FD INC PFD 67062H601 8 3 SH DEF 12 3
NUVEEN MUNICIPAL INCOME FUND UNIT 67062J102 86 8,337 SH DEF 12 8,337
NUVEEN NEW YORK MUNICIPAL UNIT 67062M105 6 688 SH DEF 12 688
NUVEEN INSURED QUALITY UNIT 67062N103 315 20,028 SH DEF 12 20,028
NUVEEN INSURED QUALITY FD MAR PFD 67062N509 5 2 SH DEF 12 2
NUVEEN INSD QUALITY MUN FD INC PFD 67062N608 8 3 SH DEF 12 3
NUVEEN PERFORMANCE PLUS UNIT 67062P108 2,014 136,435 SH DEF 12 136,435
NUVEEN PERFORMANCE PLUS MUN FD PFD 67062P207 13 5 SH DEF 12 5
NUVEEN PERFORMANCE PLUS MUN PFD 67062P306 40 16 SH DEF 12 16
NUVEEN PERFORMANCE PLUS MUN PFD 67062P405 30 12 SH DEF 12 12
NUVEEN PERFORMANCE PLUS MUN FD PFD 67062P504 18 7 SH DEF 12 7
NUVEEN N Y PERFORMANCE PLUS PFD 67062R203 5 2 SH DEF 12 2
NUVEEN NEW YORK PERFORMANCE PFD 67062R302 5 2 SH DEF 12 2
NUVEEN NEW YORK PERFORMANCE PFD 67062R401 3 1 SH DEF 12 1
NUVEEN PREMIUM INCOME UNIT 67062T100 3,006 207,311 SH DEF 12 207,311
NUVEEN PREMIUM INCOME MUN FUND PFD 67062T308 443 177 SH DEF 12 177
NUVEEN PREMIUM INCOME MUN FUND PFD 67062T407 3 1 SH DEF 12 1
NUVEEN MUNICIPAL MARKET UNIT 67062W103 1,876 128,839 SH DEF 12 128,839
NUVEEN MUNICIPAL MARKET OPPOR- PFD 67062W301 100 40 SH DEF 12 40
NUVEEN MUNICIPAL MARKET OPPOR- PFD 67062W400 38 15 SH DEF 12 15
NUVEEN NEW YORK INVT QUALITY PFD 67062X309 5 2 SH DEF 12 2
NUVEEN SELECT TAX FREE INCOME UNIT 67063C106 497 35,215 SH DEF 12 35,215
NUVEEN PREMIUM INCOME UNIT 67063W102 307 20,897 SH DEF 12 20,897
NUVEEN PREMIUM INCOME MUN FUND PFD 67063W201 18 7 SH DEF 12 7
NUVEEN PREM INC MUN FD 2 MAR T PFD 67063W300 15 6 SH DEF 12 6
NUVEEN PREMIUM INCOME MUN FUND PFD 67063W409 28 11 SH DEF 12 11
NUVEEN PREMIUM INCOME MUN FUND PFD 67063W607 13 5 SH DEF 12 5
NUVEEN SELECT TAX FREE INCOME UNIT 67063X100 58 4,300 SH DEF 12 4,300
NUVEEN VIRGINIA PREMIUM INCOME UNIT 67064R102 318 18,900 SH DEF 12 18,900
NUVEEN VIRGINIA PREMIUM INCOME PFD 67064R201 3 1 SH DEF 12 1
NUVEEN VIRGINIA PREMIUM INCOME PFD 67064R300 10 4 SH DEF 12 4
NVIDIA CORP COM 67066G104 11 665 SH DEF 12 665
NVIDIA CORP COM 67066G104 7,347 427,630 SH DEF 3 417,630 10,000
NUVEEN DIVID ADVANTAGE MUN FD UNIT 67066V101 327 21,685 SH DEF 12 21,685
NUVEEN DIVID ADVANTAGE MUN FD PFD 67066V200 20 8 SH DEF 12 8
NUVEEN DIVID ADVANTAGE MUN FD PFD 67066V309 8 3 SH DEF 12 3
NUVEEN DIVID ADVANTAGE MUN FD PFD 67066V408 25 10 SH DEF 12 10
NUVEEN SR INCOME FD UNIT 67067Y104 183 23,900 SH DEF 12 23,900
NUVEEN VA DIVID ADVANTAGE MUN UNIT 67069M108 812 55,187 SH DEF 12 55,187
NUVEEN NORTH CAROLINA DIVID UNIT 67069N106 70 4,500 SH DEF 12 4,500
NUVEEN NORTH CAROLINA DIVID PFD 67069N205 48 19 SH DEF 12 19
NUVEEN MASS DIVID ADVANTAGE D UNIT 67069P101 22 1,345 SH DEF 12 1,345
NUVEEN MD DIVID ADVANTAGE MUN UNIT 67069R107 901 57,694 SH DEF 12 57,694
NUVEEN MARYLAND DIVIDEND PFD 67069R206 78 31 SH DEF 12 31
NUVEEN CONN DIVID ADVANTAGE UNIT 67069T103 32 2,000 SH DEF 12 2,000
NUVEEN CALIFORNIA DIVIDEND UNIT 67069X104 14 1,000 SH DEF 12 1,000
NUVEEN NEW JERSEY DIVID UNIT 67069Y102 35 2,500 SH DEF 12 2,500
NUVEEN INSURED PREMIUM INCOME UNIT 6706D8104 214 15,374 SH DEF 12 15,374
NUVEEN INSURED PREMIUM INCOME PFD 6706D8203 15 6 SH DEF 12 6
NUVEEN INSURED PREMIUM INCOME PFD 6706D8302 13 5 SH DEF 12 5
NUVEEN INSURED PREMIUM INCOME PFD 6706D8401 28 11 SH DEF 12 11
NUVEEN INSURED PREMIUM INCOME PFD 6706D8500 15 6 SH DEF 12 6
NUVEEN INSURED PREMIUM INCOME PFD 6706D8609 60 24 SH DEF 12 24
NUVEEN PREMIUM INCOME UNIT 6706K4105 310 22,860 SH DEF 12 22,860
NUVEEN PREMIUM INCOME MUN FUND PFD 6706K4204 138 55 SH DEF 12 55
NUVEEN PREMIUM INCOME MUN FUND PFD 6706K4303 5 2 SH DEF 12 2
NUVEEN PREMIUM INCOME MUN FUND PFD 6706K4402 13 5 SH DEF 12 5
NUVEEN PREMIUM INCOME MUN FUND PFD 6706K4501 95 38 SH DEF 12 38
NUVEEN PREMIUM INCOME MUN FUND PFD 6706K4709 3 1 SH DEF 12 1
NUVEEN PREMIUM INCOME MUN FUND PFD 6706K4808 8 3 SH DEF 12 3
NUVEEN PREM INCOME MUN FD 4 PFD 6706K4881 20 8 SH DEF 12 8
NUVEEN OHIO DIVIDEND UNIT 67070C107 15 966 SH DEF 12 966
NUVEEN PENNSYLVANIA DIVIDEND UNIT 67070E103 221 14,862 SH DEF 12 14,862
NUVEEN DIVIDEND ADVANTAGE UNIT 67070F100 2,633 184,383 SH DEF 12 184,383
NUVEEN DIVID ADVANTAGE MUN FD PFD 67070F209 3 1 SH DEF 12 1
NUVEEN DIVID ADVANTAGE MUN FD PFD 67070F407 15 6 SH DEF 12 6
NUVEEN OHIO DIVIDEND UNIT 67070R104 13 900 SH DEF 12 900
NUVEEN MARYLAND DIVIDEND UNIT 67070V105 50 3,333 SH DEF 12 3,333
NUVEEN MD DIVID ADVANTAGE MUN PFD 67070V204 6 25 SH DEF 12 25
NUVEEN DIVIDEND ADVANTAGE UNIT 67070X101 1,473 104,350 SH DEF 12 104,350
NYFIX INC COM 670712108 18 2,100 SH DEF 12 2,100
NUVEEN REAL ESTATE INCOME FD UNIT 67071B108 996 62,165 SH DEF 12 62,165
NUVEEN VA DIVID ADVANTAGE MUN UNIT 67071C106 225 15,111 SH DEF 12 15,111
NUVEEN NORTH CAROLINA DIVID UNIT 67071D104 105 7,028 SH DEF 12 7,028
NUVEEN INSD DIVID ADVANTAGE UNIT 67071L106 266 17,755 SH DEF 12 17,755
NUVEEN CT DIVIDEND ADVANTAGE UNIT 67071R103 221 14,111 SH DEF 12 14,111
NUVEEN QUALITY PFD INCOME FUND UNIT 67071S101 580 37,638 SH DEF 12 37,638
NUVEEN OHIO DIVIDEND ADVANTAGE UNIT 67071V104 25 1,665 SH DEF 12 1,665
NUVEEN PA DIVIDEND ADVANTAGE UNIT 67071W102 80 5,458 SH DEF 12 5,458
NYVATEX OIL CORP COM 670794106 8 50,000 SH DEF 12 50,000
OAO TECHNOLOGY SOLUTIONS INC COM 67082B105 8 5,100 SH DEF 12 5,100
OGE ENERGY CORP COM 670837103 149 6,516 SH DEF 12 6,516
OGE ENERGY CORP COM COM 670837103 1,170 51,210 SH DEF 6 41,210 10,700
O I CORP COM 670841105 54 10,800 SH DEF 6 10,800
OGE ENERGY CAPITAL TRUST I PFD 67084C200 95 3,600 SH DEF 12 3,600
OM GROUP INC COM 670872100 85 1,370 SH DEF 12 1,370
OM GROUP INC COM 670872100 93 1,500 SH DEF 3 1,500
NUVEEN MUNICIPAL VALUE FUND UNIT 670928100 831 86,652 SH DEF 12 86,652
NUVEEN FLORIDA INVESTMENT UNIT 670970102 48 3,017 SH DEF 12 3,017
NUVEEN FLA INVT QUALITY MUN FD PFD 670970201 13 5 SH DEF 12 5
NUVEEN FLORIDA INVT QUALITY PFD 670970300 5 2 SH DEF 12 2
NUVEEN NEW JERSEY INVESTMENT UNIT 670971100 122 8,000 SH DEF 12 8,000
NUVEEN PENNSYLVANIA INVESTMENT UNIT 670972108 369 24,320 SH DEF 12 24,320
NUVEEN PENNSYLVANIA INVT QUAL- PFD 670972306 3 1 SH DEF 12 1
NUVEEN SELECT QUALITY UNIT 670973106 2,208 150,540 SH DEF 12 150,540
NUVEEN SELECT QUALITY MUN FUND PFD 670973205 3 1 SH DEF 12 1
NUVEEN SELECT QUALITY MUN FUND PFD 670973403 5 2 SH DEF 12 2
NUVEEN SELECT QUALITY MUN FUND PFD 670973502 5 2 SH DEF 12 2
NVIEW CORP COM 670974104 1 24,000 SH DEF 12 24,000
NUVEEN NEW YORK SELECT QUALITY UNIT 670976109 207 13,536 SH DEF 12 13,536
NUVEEN QUALITY INCOME UNIT 670977107 740 50,838 SH DEF 12 50,838
NUVEEN QUALITY INCOME MUN FUND PFD 670977206 5 2 SH DEF 12 2
NUVEEN QUALITY INCOME MUN FUND PFD 670977305 3 1 SH DEF 12 1
NUVEEN QUALITY INCOME MUN FUND PFD 670977404 5 2 SH DEF 12 2
NUVEEN QUALITY INCOME MUN FUND PFD 670977503 90 36 SH DEF 12 36
NUVEEN QUALITY INCOME MUN FUND PFD 670977602 25 10 SH DEF 12 10
NUVEEN FLORIDA QUALITY INCOME UNIT 670978105 97 6,047 SH DEF 12 6,047
NUVEEN FLORIDA QUALITY INCOME PFD 670978204 13 5 SH DEF 12 5
NUVEEN OHIO QUALITY INCOME UNIT 670980101 182 9,784 SH DEF 12 9,784
NUVEEN INSURED MUNICIPAL UNIT 670984103 1,084 69,770 SH DEF 12 69,770
NUVEEN INSURED MUN OPPORTUNITY PFD 670984202 5 2 SH DEF 12 2
NUVEEN INSURED MUN OPPORTUNITY PFD 670984301 40 16 SH DEF 12 16
NUVEEN INSURED MUN OPPORTUNITY PFD 670984400 30 12 SH DEF 12 12
NUVEEN INSD MUN OPP FD MAR PFD 670984608 28 11 SH DEF 12 11
NUVEEN INSURED MUN OPPORTUNITY PFD 670984707 3 1 SH DEF 12 1
NUVEEN INSD MUN OPPORTUNITY FD PFD 670984806 10 4 SH DEF 12 4
NUVEEN CALIFORNIA QUALITY UNIT 670985100 11 700 SH DEF 12 700
NUVEEN NEW YORK QUALITY INCOME UNIT 670986108 186 12,446 SH DEF 12 12,446
NUVEEN NEW YORK QUALITY INCOME PFD 670986207 8 3 SH DEF 12 3
NUVEEN NEW YORK QUALITY INCOME PFD 670986306 3 1 SH DEF 12 1
NUVEEN PREMIER INSURED UNIT 670987106 47 3,000 SH DEF 12 3,000
NUVEEN PREMIER INSD MUN INCOME PFD 670987205 125 50 SH DEF 12 50
NUVEEN PREMIER INSURED MUN PFD 670987304 88 35 SH DEF 12 35
NUVEEN PREMIER MUNICIPAL UNIT 670988104 188 12,656 SH DEF 12 12,656
NUVEEN PREMIER MUNICIPAL PFD 670988203 45 18 SH DEF 12 18
NUVEEN PREMIER MUN INCOME FUND PFD 670988302 5 2 SH DEF 12 2
NUVEEN PREMIER MUN INCOME FD PFD 670988401 40 16 SH DEF 12 16
NUVEEN NEW JERSEY PREMIUM UNIT 67101N106 64 4,159 SH DEF 12 4,159
NUVEEN INSURED NEW YORK PREM- UNIT 67101R107 34 2,200 SH DEF 12 2,200
NUVEEN INSURED N Y PREM INCOME PFD 67101R305 5 2 SH DEF 12 2
NUVEEN INSURED FLORIDA PREMIUM UNIT 67101V108 92 5,862 SH DEF 12 5,862
NUVEEN INSURED FLA PREM INCOME PFD 67101V207 23 9 SH DEF 12 9
NUVEEN INSURED FLORIDA PREMIUM PFD 67101V306 15 6 SH DEF 12 6
OSI SYSTEMS INC COM 671044105 671 33,830 SH DEF 3 33,830
OAK TECHNOLOGY INC COM 671802106 1 175 SH DEF 12 175
OAK TECHNOLOGY INC COM COM 671802106 549 121,200 SH DEF 3 116,000 5,200
OAKLEY INC COM 673662102 23 1,300 SH DEF 12 1,300
OAKWOOD HOMES CORP COM 674098207 25 4,930 SH DEF 12 4,930
OCCIDENTAL PETE CORP COM COM 674599105 1,320 44,000 SH DEF 5 30,300 13,700
OCCIDENTAL PETE CORP DEL COM COM 674599105 274 9,121 SH DEF 12 9,121
OCCIDENTAL PETE CORP COM 674599105 27 920 SH DEF 6 920
OCCIDENTAL PETE CORP DEL COM COM 674599105 26,475 882,800 SH DEF 3 869,300 13,500
OCEAN ENERGY INC COM 67481E106 394 18,166 SH DEF 12 18,166
OCEAN ENERGY INC COM 67481E106 113 5,200 SH DEF 3 5,200
OCEANEERING INTERNATIONAL INC COM 675232102 27 1000 SH DEF 1000
OCEANEERING INTL INC COM NASD ICOM 675232102 155 5,740 SH DEF 3 5,740
OCTEL CORP COM 675727101 728 28,700 SH DEF 3 25,000 3,700
OCULAR SCIENCES INC COM COM 675744106 1,145 43,200 SH DEF 3 43,200
OCWEN FINANCIAL CORP. COM 675746101 31 5,688 SH DEF 2 5,688
OFFICE DEPOT INC COM 676220106 336 20000 SH DEF 4 20000
OFFICE DEPOT INC COM 676220106 369 21,975 SH DEF 12 21,975
OFFICE DEPOT INC. COM 676220106 191 7,500 SH DEF 15 7,500
OFFICE DEPOT INC COM NASD INDL COM 676220106 30,065 1,789,600 SH DEF 3 1,743,100 46,500
OFFICE DEPOT INC CONV 676220AB2 671 10,000 PRN DEF 12 10,000
OFFICEMAX INC COM 67622M108 51 8,575 SH DEF 12 8,575
OFFSHORE LOGISTICS COM 676255102 8,910 424,500 SH DEF 6 413,600 10,900
OFFSHORE LOGISTICS INC COM NASDCOMDL 676255102 3,631 152,000 SH DEF 3 142,600 9,400
OGLEBAY NORTON CO COM 677007106 528 41,900 SH DEF 6 41,900
OHIO CASUALTY CORP. COM 677240103 284 13,580 SH DEF 2 10,280 3,300
OHIO CASUALTY CORP COM 677240103 2,300 110,025 SH DEF 12 110,025
OHIO CASUALTY CORP. COM 677240103 14,143 676,700 SH DEF 3 630,650 46,050
OHIO EDISON FINANCING TRUST-9% PFD 677350209 80 3,200 SH DEF 12 3,200
OHIO POWER CO-7.375% PFD 677415762 10 400 SH DEF 12 400
OHIO POWER CO-7.92% JR SUB PFD 677415770 10 400 SH DEF 12 400
LUKOIL OIL CO SPONSORED ADR RUSSADR 677862104 15,074 231,900 SH DEF 3 231,900
OIL SVC HOLDRS TR COM 678002106 80 1,300 SH DEF 12 1,300
OILGEAR CO COM 678042102 3 512 SH DEF 12 512
OLD DOMINION FREIGHT LINES INC COM 679580100 65 4,335 SH DEF 12 4,335
OLD DOMINION FGHT COM 679580100 1,022 73,500 SH DEF 6 72,000 1,500
OLD NATL BANCP IND COM 680033107 142 5,550 SH DEF 6 5,550
OLD NATIONAL BANCORP COM 680033107 33 1,300 SH DEF 3 1,300
OLD POINT FINANCIAL CORP COM 680194107 198 6,100 SH DEF 12 6,100
OLD REPUBLIC INTL CORP COM 680223104 37 1,175 SH DEF 12 1,175
OLD REP INTL CORP COM 680223104 10,063 303,100 SH DEF 6 261,200 41,900
OLD REPUBLIC INTL CORP COM 680223104 7,309 232,020 SH DEF 3 215,620 16,400
OLIN CORP NEW COM 680665205 162 7,311 SH DEF 12 7,311
OMNICARE INC. COM 681904108 9,191 350,000 SH DEF 8 350,000
OMNICARE INC COM 681904108 418 15,918 SH DEF 12 15,918
OMNICARE INC. COM 681904108 47,268 1,800,000 SH DEF 14 1,800,000
OMNICARE INC COM 681904108 5 190 SH DEF 6 190
OMNICARE INC COM COM 681904108 4,992 190,100 SH DEF 3 165,400 24,700
OMNICOM GROUP INC. COM 681919106 9 199 SH DEF 2 199
OMNICOM GROUP COM 681919106 544 11875 SH DEF 4 11875
OMNICOM GROUP INC COM COM 681919106 1,164 25,423 SH DEF 5 24,523 900
OMNICOM GROUP INC COM 681919106 827 18,049 SH DEF 12 18,049
OMEGA HEALTHCARE INVESTORS INC COM 681936100 19 2,472 SH DEF 12 2,472
1-800 CONTACTS INC COM 681977104 2,342 154,100 SH DEF 6 148,800 5,300
OMEGA FINANCIAL CORP COM 682092101 110 3,000 SH DEF 12 3,000
OMEGA WORLDWIDE INC COM 68210B108 2 936 SH DEF 12 936
OMEGA PROTEIN CORP COM 68210P107 5 1,100 SH DEF 12 1,100
OMNI ENERGY SERVICES CORP COM 68210T109 6 10,000 SH DEF 12 10,000
OMNOVA SOLUTIONS INC COM 682129101 4 475 SH DEF 12 475
ON ASSIGNMENT INC COM 682159108 2,342 131,583 SH DEF 12 131,583
ON ASSIGNMENT INC. COM 682159108 890 50000 SH DEF 50000
ON COMMAND CORP. COM 682160106 1 580 SH DEF 2 580
ON-SITE SOURCING INC COM 682195102 3 1,000 SH DEF 12 1,000
ON TECHNOLOGY CORP COM 68219P108 56 31,000 SH DEF 12 31,000
ONE LIBERTY PROPERTIES INC COM 682406103 6 435 SH DEF 12 435
ONE LIBERTY PROPERTIES INC PFD 682406202 16 900 SH DEF 12 900
ONEIDA LTD COM 682505102 19 1,000 SH DEF 2 1,000
ONEOK INC NEW COM 682680103 35 1,600 SH DEF 12 1,600
ONLINE POWER SUPPLY INC COM 68274C109 2 1,000 SH DEF 12 1,000
ONYX ACCEP CORP COM 682914106 432 86,800 SH DEF 6 83,700 3,100
ONYX PHARMACEUTICALS INC COM 683399109 2 271 SH DEF 12 271
ONYX SOFTWARE CORP COM 683402101 7 2,050 SH DEF 12 2,050
OPEN TEXT CORP. COM 683715106 12 400 SH DEF 15 400
OPEN TEXT CORP COM 683715106 22 1,110 SH DEF 3 1,110
OPENWAVE SYSTEMS INC COM 683718100 7,721 1,376,267 SH DEF 5 1,376,267
OPENWAVE SYS INC COM 683718100 34 6,127 SH DEF 12 6,127
OPENWAVE SYS INC COM 683718100 2 360 SH DEF 6 360
OPINION RESH CORP COM 683755102 314 51,700 SH DEF 6 49,300 2,400
OPNET TECHNOLOGIES INC COM 683757108 10 1,100 SH DEF 12 1,100
OPTICAL SENSORS INC COM 68384P107 1 2,000 SH DEF 12 2,000
***OPTIMAL ROBOTICS CORP-CL A COM 68388R208 36 5,000 SH DEF 12 5,000
ORACLE CORP. COM 68389X105 6,139 648,289 SH DEF 1 264,165 384,124
ORACLE CORP COM 68389X105 6,318 667,212 SH DEF 2 659,012 8,200
ORACLE COM 68389X105 19 1979 SH DEF 4 1979
ORACLE SYSTEMS CORP COM 68389X105 1,634 172,564 SH DEF 5 132,286 40,278
ORACLE CORP COM 68389X105 67 7,100 SH DEF 7 7,100
ORACLE CORP COM 68389X105 889 93,893 SH DEF 9 4,473 89,420
ORACLE CORP COM 68389X105 131 13,885 SH DEF 11 5,757 7,385 743
ORACLE CORP COM 68389X105 7,920 836,334 SH DEF 12 836,334
ORACLE CORP. COM 68389X105 207 14,400 SH DEF 15 14,400
ORACLE CORP COM 68389X105 6 800 SH DEF 6 800
ORACLE CORP COM COM 68389X105 5,867 619,578 SH DEF 3 593,178 26,400
OPPENHEIMER MULTI-SECTOR UNIT 683933105 85 10,865 SH DEF 12 10,865
OPTI INC COM 683960108 3 2,000 SH DEF 12 2,000
ORASURE TECHNOLOGIES INC COM 68554V108 75 11,592 SH DEF 12 11,592
ORBITAL SCIENCES CORP COM 685564106 4 500 SH DEF 12 500
ORCHID BIOSCIENCES INC COM 68571P100 1 1,000 SH DEF 12 1,000
ORGANOGENESIS INC COM 685906109 2 8,000 SH DEF 12 8,000
O REILLY AUTOMOTIVE INC COM 686091109 29 1,050 SH DEF 12 1,050
ORIENTAL FINL GROUP COM 68618W100 2,086 86,500 SH DEF 6 86,500
ORIX CORP ADR SPONSOR COM 686330101 5,368 133,206 SH DEF 6 114,638 19,235
ORPHAN MEDICAL INC COM 687303107 24 2,500 SH DEF 12 2,500
ORTHOLOGIC CORP COM 68750J107 31 5,600 SH DEF 12 5,600
ORTHODONTIC CENTERS OF AMERICA INCOM 68750P103 237 10,284 SH DEF 11 10,284
ORTHODONTIC CENTERS OF AMERICA COM 68750P103 20 850 SH DEF 12 850
ORTHODONTIC CTRS AMER INC COM COM 68750P103 106 4,600 SH DEF 3 4,600
OSHKOSH B GOSH INC CL A 688222207 5,635 148,300 SH DEF 6 142,400 5,900
OSHKOSH B GOSH INC CL A NASD INCOM 688222207 10 220 SH DEF 3 220
OSHKOSH TRUCK CORP. CLASS B COM 688239201 166 2,800 SH DEF 2 2,800
OSHKOSH TRUCK CORP CL B NASD INCOM 688239201 3,060 51,770 SH DEF 3 48,270 3,500
OSMONICS INC COM 688350107 48 3,000 SH DEF 12 3,000
OSTEOTECH INC COM 688582105 10 1,300 SH DEF 12 1,300
OTTER TAIL CORP COM 689648103 25 800 SH DEF 12 800
OTTER TAIL PWR CO COM NASD INDLCOM 689648103 609 19,330 SH DEF 3 17,530 1,800
OUTBACK STEAKHOUSE INC COM 689899102 1,073 30,582 SH DEF 12 30,582
OUTBACK STEAKHOUSE INC COM 689899102 101 1,900 SH DEF 15 1,900
OUTLOOK GROUP CORP COM 690113105 175 33,800 SH DEF 6 33,300 500
OVERLAND DATA INC COM 690213103 11 650 SH DEF 12 650
OVERLAND DATA INC COM 690213103 411 24,950 SH DEF 3 21,550 3,400
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 175 8,325 SH DEF 12 8,325
OVERSEAS SHIPHOLDING COM 690368105 13,910 623,500 SH DEF 6 610,600 12,900
OVERTURE SERVICES INC COM 69039R100 642 25,690 SH DEF 12 25,690
OVERTURE SERVICES INC COM 69039R100 5,808 232,500 SH DEF 3 228,450 4,050
OWENS & MINOR INC. NEW COM 690732102 403 20,400 SH DEF 9 20,400
OWENS & MINOR INC HOLDING CO COM 690732102 1,869 94,576 SH DEF 12 94,576
OWENS & MINOR INC NEW COM COM 690732102 3,147 159,260 SH DEF 3 152,960 6,300
OWENS CORNING COM 69073F103 15 12,490 SH DEF 12 12,490
OWENS ILLINOIS INC NEW COM 690768403 22 1,635 SH DEF 12 1,635
OWENS-ILLINOIS INC COM 690768403 10,075 733,230 SH DEF 3 722,730 10,500
OWOSSO CORP COM 691217103 166 207,738 SH DEF 12 207,738
OXFORD HEALTH PLANS, INC. COM 691471106 12 256 SH DEF 7 256
OXFORD HEALTH PLANS INC COM 691471106 276 5,941 SH DEF 12 5,941
OXFORD HEALTH PLANS, INC. COM 691471106 38,562 830,000 SH DEF 14 830,000
OXFORD HEALTH PLANS COM 691471106 9 190 SH DEF 6 190
OXFORD HEALTH PLANS COM 691471106 544 11,700 SH DEF 3 4,500 7,200
OXFORD INDS INC COM 691497309 2,929 106,600 SH DEF 6 102,800 3,800
OXY CAPITAL TRUST I 8.16 TR PFD 692070204 77 3,100 SH DEF 12 3,100
P&F INDUSTRIES CL A 692830508 39 5,500 SH DEF 6 5,500
P A M TRANSN SVCS COM 693149106 1,266 51,200 SH DEF 6 49,500 1,700
P C CONNECTION COM 69318J100 337 34,600 SH DEF 6 30,800 3,800
PECO ENERGY CO-$3.80 PFD PFD 693304206 46 800 SH DEF 12 800
PECO ENERGY CO-$4.30 PFD PFD 693304305 6 100 SH DEF 12 100
PECO ENERGY CO-$4.40 PFD PFD 693304404 130 2,000 SH DEF 12 2,000
PECO ENERGY CO-$4.68 PFD PFD 693304503 7 100 SH DEF 12 100
PECO ENERGY CAP TR II-TR RCPTS PFD 69331A201 51 2,000 SH DEF 12 2,000
PG&E CORP COM 69331C108 31 1,750 SH DEF 12 1,750
PG&E CORP COM 69331C108 45,285 2,106,275 SH DEF 6 2,037,575 68,700
PG&E CORP COM COM 69331C108 22,119 1,236,400 SH DEF 3 1,219,000 17,400
PFF BANCORP INC COM 69331W104 7,712 228,900 SH DEF 6 222,300 6,600
PF CHANGS CHINA BISTRO INC COM 69333Y108 87 2,780 SH DEF 12 2,780
PF CHANGS CHINA BISTRO INC COM 69333Y108 402 12,800 SH DEF 3 12,800
PFS BANCORP INC COM 69335R101 8 500 SH DEF 12 500
PIMCO COMMERCIAL MORTGAGE UNIT 693388100 145 10,035 SH DEF 12 10,035
PLC CAPITAL TRUST I-8.25% TR PFD 693406209 40 1,600 SH DEF 12 1,600
PLM EQUIPMENT GROWTH FUND COM 693413106 1 2,680 SH DEF 12 2,680
PLM EQUIPMENT GROWTH FUND V COM 69341H402 1 1,250 SH DEF 12 1,250
PMC CAPITAL INC. COM 693430100 16 2,400 SH DEF 2 2,400
PMC CAPITAL INC COM 693430100 15 2,250 SH DEF 12 2,250
PMC COMMERCIAL TRUST-SBI COM 693434102 7 495 SH DEF 12 495
PMC-SIERRA INC COM 69344F106 36 3,841 SH DEF 12 3,841
PMI GROUP INC. COM 69344M101 2,088 54,650 SH DEF 2 53,850 800
THE PMI GROUP COM 69344M101 6,099 159,662 SH DEF 5 128,200 31,462
PMI GROUP INC COM 69344M101 240 6,270 SH DEF 12 6,270
THE PMI GROUP INC. COM 69344M101 174 3,000 SH DEF 15 3,000
PMI GROUP INC COM 69344M101 2,980 34,850 SH DEF 6 34,850
PMI GROUP INC COM 69344M101 43,434 1,137,020 SH DEF 3 1,112,620 24,400
PNC FINANCIAL SERVICES GROUP COM 693475105 3,656 69,927 SH DEF 2 69,427 500
PNC COM 693475105 67 1284 SH DEF 4 1284
PNC FINANCIAL SERVICES GROUP COM 693475105 2,994 57,275 SH DEF 9 900 56,375
PNC FINANCIAL SVCS GROUP INC COM 693475105 4,116 78,722 SH DEF 12 78,722
PNC FINANCIAL SERVICES GROUP COM 693475105 71 900 SH DEF 15 900
PNC BANK CORP COM 693475105 1,990 35,810 SH DEF 6 30,940 5,240
PNC BK CORP COM COM 693475105 26 500 SH DEF 3 500
POSCO SPONSORED ADR ADR 693483109 130 4,760 SH DEF 2 4,000 760
POSCO ADR SPONSORED COM 693483109 20,986 751,672 SH DEF 6 724,875 26,975
POSCO ADR 693483109 4,922 180,500 SH DEF 3 180,500
PP&L CAPITAL TR II-8.10% CUM PFD 693498206 65 2,600 SH DEF 12 2,600
PNM RESOURCES INC COM 69349H107 5 200 SH DEF 12 200
PNM RES INC COM 69349H107 15,145 582,500 SH DEF 6 570,200 12,300
PNM RESOURCES INC COM 69349H107 4,305 177,900 SH DEF 3 165,900 12,000
PPG INDUSTRIES, INC. COM 693506107 349 5,643 SH DEF 1 500 5,143
PPG INDUSTRIES, INC. COM 693506107 847 13,680 SH DEF 2 13,680
PPG INDUSTRIES INC COM 693506107 3,273 52,876 SH DEF 12 52,876
PPG INDUSTRIES INC COM 693506107 19,017 332,580 SH DEF 6 332,580
PPL CORPORATION COM 69351T106 3 100 SH DEF 2 100
PPL CORPORATION COM 69351T106 324 9,789 SH DEF 9 286 9,503
PPL CORPORATION COM 69351T106 1,409 42,600 SH DEF 12 42,600
PPL CORPORATION COM 69351T106 4,719 150,000 SH DEF 13 150,000
PPL CORP COM 69351T106 908 25,670 SH DEF 6 25,670
PPL ELECTRIC UTILITIES CORP PFD 69351U202 1 12 SH DEF 12 12
PPL CAP FDG TR I PFD 69352F204 236 12,500 SH DEF 12 12,500
PS BUSINESS PARKS INC COM 69360J107 2,237 64,000 SH DEF 3 62,200 1,800
PS BUSINESS PKS INC CALIF COM 69360J503 13 500 SH DEF 12 500
PSS WORLD MEDICAL INC COM 69366A100 6 800 SH DEF 12 800
PSS WORLD MEDICAL INC COM 69366A100 3,579 441,850 SH DEF 3 418,600 23,250
PTEK HOLDINGS INC COM 69366M104 455 78,762 SH DEF 12 78,762
PACCAR INC. COM 693718108 153 3,450 SH DEF 2 3,450
PACCAR INC COM 693718108 6 136 SH DEF 12 136
PACCAR INC COM 693718108 3 60 SH DEF 6 60
PAC-WEST TELECOMM INC COM 69371Y101 7 15,150 SH DEF 12 15,150
PACER INTERNATIONAL INC TENN COM 69373H106 5 300 SH DEF 12 300
PACHOLDER HIGH YIELD FUND INC UNIT 693742108 6 700 SH DEF 12 700
PACIFIC AMERICAN INCOME SHARES UNIT 693796104 1,539 104,841 SH DEF 12 104,841
PACIFIC CAP BANCORP NEW COM 69404P101 3,911 163,767 SH DEF 7 163,767
PACIFIC CREST CAPITAL INC COM 694166109 1 21 SH DEF 12 21
PACIFIC CREST CAP COM 694166109 599 21,300 SH DEF 6 20,000 1,300
PACIFIC GAS & ELECTRIC COMPANY PFD 694308644 28 1,200 SH DEF 12 1,200
PACIFIC NORTHWEST BANCORP COM 69466M103 626 20,000 SH DEF 7 20,000
PACIFIC NORTHWEST BANCORP COM 69466M103 371 11,850 SH DEF 12 11,850
PACIFICARE HEALTH SYSTEMS INC COM 695112102 777 28,583 SH DEF 12 28,583
PACIFICARE HEALTH COM 695112102 22,647 816,390 SH DEF 6 776,490 39,900
PACIFICORP CAPITAL I-8.25% CUM PFD 695115204 105 4,270 SH DEF 12 4,270
PACIFICORP CAPITAL II-7.70% PFD 69511N205 17 700 SH DEF 12 700
PACKAGING CORP AMER COM 695156109 442 22,225 SH DEF 12 22,225
PACKETEER INC COM 695210104 2 400 SH DEF 12 400
PACTIV CORP COM 695257105 1,281 53,828 SH DEF 12 53,828
PACTIV CORPORATION COM 695257105 9,234 387,970 SH DEF 3 383,970 4,000
PAIN THERAPEUTICS INC COM 69562K100 4 500 SH DEF 12 500
PALL CORP. COM 696429307 50 2,400 SH DEF 2 2,400
PALL CORP. COM 696429307 120 6,400 SH DEF 9 6,400
PALL CORP COM 696429307 818 39,431 SH DEF 12 39,431
PALL CORP COM 696429307 3,183 101,000 SH DEF 15 101,000
PALM BEACH NATIONAL HOLDING CO COM 696595107 964 20,722 SH DEF 12 20,722
PALM INC COM 696642107 66 37,780 SH DEF 12 37,780
PALM INC COM 696642107 3 1,000 SH DEF 15 1,000
PALOMAR MED TECHNOLOGIES INC COM 697529303 1 613 SH DEF 12 613
PAMRAPO BANCORP INC COM 697738102 12 800 SH DEF 12 800
PANAMSAT CORP COM 697933109 8 310 SH DEF 6 310
PAN PACIFIC RETAIL PROPERTIES COM 69806L104 55 1,610 SH DEF 12 1,610
PAN PAC RETAIL PPTYS INC COM 69806L104 1,456 42,600 SH DEF 3 35,800 6,800
PANERA BREAD CO CL A COM 69840W108 692 19,920 SH DEF 12 19,920
PAPA JOHNS INTERNATIONAL INC COM 698813102 372 11,150 SH DEF 12 11,150
PAPA JOHNS INTL COM 698813102 7,062 208,200 SH DEF 6 205,200 3,000
PAPA JOHNS INTERNATIONAL INC COM 698813102 777 23,260 SH DEF 3 23,260
PARACELSIAN INC COM 698898103 21 194,333 SH DEF 12 194,333
PARADIGM MEDICAL INDUSTRIES COM 69900Q108 20 25,000 SH DEF 12 25,000
PARADIGM GENETICS INC COM 69900R106 3 1,806 SH DEF 12 1,806
PARADYNE NETWORKS INC COM 69911G107 5 1,220 SH DEF 12 1,220
PARAGON TECHNOLOGIES INC COM 69912T108 2 300 SH DEF 12 300
PARALLEL PETE CORP COM 699157103 632 221,885 SH DEF 6 214,985 6,900
PARAMETRIC TECHNOLOGY CORP COM 699173100 21 5,866 SH DEF 12 5,866
PAREXEL INTERNATIONAL CORP COM 699462107 260 18,715 SH DEF 12 18,715
PARK NATIONAL CORP COM 700658107 14 160 SH DEF 2 160
PARK NATIONAL CORP COM 700658107 142 1,653 SH DEF 12 1,653
PARK OHIO INDS INC OHIO COM 700677107 2 370 SH DEF 2 370
PARKPLACE ENTERTAINMENT CORP COM 700690100 50 4,915 SH DEF 12 4,915
PARK PL ENTMT CORP COM 700690100 7 620 SH DEF 6 620
PARKER DRILLING CO COM 701081101 24 7,200 SH DEF 12 7,200
PARKER HANNIFIN CORP. COM 701094104 56 1,162 SH DEF 2 1,162
PARKER HANNIFIN CORP. COM 701094104 5 110 SH DEF 9 110
PARKER HANNIFIN CORP COM 701094104 709 14,843 SH DEF 12 14,843
PARKER HANNIFIN CORP COM 701094104 3 60 SH DEF 6 60
PARKVALE FINANCIAL CORP COM 701492100 688 24,032 SH DEF 12 24,032
PARKVALE FINL CORP COM 701492100 2,600 89,649 SH DEF 6 87,249 2,400
PARKWAY PPTYS INC COM COM 70159Q104 306 8,400 SH DEF 3 8,400
PARKWAY PPTYS INC PFD 70159Q302 15 600 SH DEF 12 600
PARTNER RE CAP TRUST I PFD 70212C209 197 7,800 SH DEF 12 7,800
PATINA OIL & GAS CORP COM 703224105 123 4,500 SH DEF 3 4,500
PATRIOT BANK CORPORATION PA COM 70335P103 1 100 SH DEF 12 100
PATRIOT BANK COR PA COM 70335P103 485 34,200 SH DEF 6 34,200
PATTERSON DENTAL CO COM 703412106 259 5,145 SH DEF 12 5,145
PATTERSON-UTI ENERGY INC COM 703481101 74 2,612 SH DEF 12 2,612
PATTERSON UTI ENGY COM 703481101 6,635 217,100 SH DEF 6 215,800 1,300
PATTERSON-UTI ENERGY INC COM 703481101 150 5,300 SH DEF 3 5,300
PAXAR CORP COM 704227107 67 4,000 SH DEF 12 4,000
PAXAR CORP COM 704227107 5,125 305,990 SH DEF 3 262,490 43,500
PAXSON COMMUNICATIONS CORP COM 704231109 190 34,550 SH DEF 12 34,550
PAYCHEX, INC. COM 704326107 6,716 214,640 SH DEF 1 72,090 142,550
PAYCHEX INC. COM 704326107 5 150 SH DEF 2 150
PAYCHEX INC. COM 704326107 3 100 SH DEF 9 100
PAYCHEX INC COM 704326107 895 28,615 SH DEF 11 21,915 6,350 350
PAYCHEX INC COM 704326107 515 16,452 SH DEF 12 16,452
PAYLESS SHOESOURCE INC COM 704379106 27 467 SH DEF 12 467
PAYLESS SHOESOURCE COM 704379106 18,428 329,600 SH DEF 6 323,000 6,600
PAYPAL INC COM 704508100 152 7,500 SH DEF 12 7,500
PEABODY ENERGY CORPORATION COM 704549104 181 6,400 SH DEF 12 6,400
PEABODY ENERGY CORP. COM 704549104 85 3000 SH DEF 3000
PEABODY ENERGY CORP C COM 704549104 27,174 961,030 SH DEF 6 878,870 82,675
PEAPACK-GLADSTONE FINANCIAL CO COM 704692102 2,268 37,062 SH DEF 1 37,062
PEAPACK-GLADSTONE FINANCIAL COM 704699107 14 236 SH DEF 12 236
PEC SOLUTIONS INC COM 705107100 12 500 SH DEF 12 500
PEC SOLUTIONS INC COM 705107100 832 34,800 SH DEF 3 34,800
PECHINEY SPONSORED AD COM 705151207 4,029 171,326 SH DEF 6 168,191 3,605
PECO II INC COM 705221109 2 500 SH DEF 12 500
PEDIATRIX MEDICAL GROUP INC COM 705324101 51 2,050 SH DEF 12 2,050
PEDIATRIX MED GROUP COM COM 705324101 1,097 43,890 SH DEF 3 40,490 3,400
PEET'S COFFEE & TEA INC. COM 705560100 77 4,200 SH DEF 2 4,200
PEETS COFFEE & TEA INC COM 705560100 9 500 SH DEF 12 500
PEGASUS COMMUNICATIONS CORP COM 705904100 2 2,300 SH DEF 12 2,300
PEGASUS SYSTEMS INC COM 705906105 2,784 159,100 SH DEF 3 132,300 26,800
PENELEC CAPITAL TRUST 7.34% PFD 706871209 59 2,600 SH DEF 12 2,600
PFIZER COM 707081103 356 10163 SH DEF 4 10163
PENN ENGR & MFG CORP CL A 707389102 498 28,000 SH DEF 6 28,000
PENN ENGR & MFG CORP COM 707389300 974 54,400 SH DEF 6 51,900 2,500
PENN NATIONAL GAMING INC COM 707569109 11 600 SH DEF 12 600
PENN NATIONAL GAMING INC COM 707569109 7,041 387,920 SH DEF 3 377,520 10,400
PENN TREATY AMERN COM 707874103 854 194,200 SH DEF 6 188,000 6,200
PENN VIRGINIA CORP COM 707882106 1,572 40,319 SH DEF 12 40,319
PENN VIRGINIA CORP COM 707882106 4,411 124,300 SH DEF 6 121,000 3,300
PENN VA CORP COM NASD INDL COM 707882106 1,463 37,520 SH DEF 3 22,820 14,700
PENN VA RESOURCE PARTNERS L P COM 707884102 1,041 51,384 SH DEF 12 51,384
PENNEY (J C) CO INC. COM 708160106 30 1,370 SH DEF 2 1,370
J C PENNEY CO INC COM 708160106 270 12,268 SH DEF 12 12,268
PENNEY J C INC COM 708160106 298 12,170 SH DEF 6 12,170
JC PENNEY CO INC (HOLDING CO) COM 708160106 352 16,000 SH DEF 3 5,300 10,700
PENNFED CAPITAL TRUST I-8.90% PFD 708166202 13 500 SH DEF 12 500
PENNFED FINL SVCS COM 708167101 1,697 64,000 SH DEF 6 60,500 3,500
PENNROCK FINANCIAL SERVICES COM 708352109 3 105 SH DEF 12 105
PENNSYLVANIA COMMERCE BANCORP INCCOM 708677109 1,028 22,168 SH DEF 7 22,168
PENNSYLVANIA COMMERCE COM 708677109 71 1,532 SH DEF 12 1,532
PENNSYLVANIA POWER CO-4.24%PFD PFD 709068100 3 58 SH DEF 12 58
PENNSYLVANIA REAL ESTATE COM 709102107 25 904 SH DEF 12 904
PENNZOIL-QUAKER STATE CO COM 709323109 279 12,952 SH DEF 12 12,952
PENTAIR INC COM 709631105 537 11,160 SH DEF 12 11,160
PENTAIR INC. COM 709631105 48,080 1,000,000 SH DEF 14 1,000,000
PENTAIR INC COM 709631105 5 100 SH DEF 6 100
PENTAIR INC COM NASD INDL COM 709631105 351 7,300 SH DEF 3 7,300
PENTON MEDIA INC. COM 709668107 1 300 SH DEF 2 300
PENWEST PHARMACEUTICALS CO COM 709754105 2 100 SH DEF 12 100
PEOPLES BANCORP INC-OH COM 709789101 68 2,389 SH DEF 12 2,389
PEOPLES BANCORP COM 709789101 960 35,000 SH DEF 6 34,000 1,000
PEOPLES BANCSHARES CAPITAL TR PFD 709793202 50 5,000 SH DEF 12 5,000
PEOPLES BANK-BRIDGEPORT CONN COM 710198102 131 5,001 SH DEF 12 5,001
PEOPLES BANCORP OF N C INC COM 710577107 8 462 SH DEF 12 462
PEOPLES ENERGY CORP. COM 711030106 22 600 SH DEF 2 600
PEOPLES ENERGY CORP COM 711030106 77 2,108 SH DEF 12 2,108
PEOPLES ENERGY CORP COM 711030106 23,262 590,700 SH DEF 6 574,700 16,000
PEOPLESOFT, INC. COM 712713106 442 29,705 SH DEF 1 8,205 21,500
PEOPLESOFT INC. COM 712713106 9 600 SH DEF 2 600
PEOPLESOFT INC COM 712713106 138 9,275 SH DEF 12 9,275
PEP BOYS MANNY MOE & JACK COM 713278109 329 19,508 SH DEF 9 19,508
PEP BOYS-MANNY MOE & JACK COM 713278109 59 3,490 SH DEF 12 3,490
PEP BOYS MANNY MOE & JACK COM COM 713278109 7,643 453,590 SH DEF 3 428,490 25,100
THE PEPSI BOTTLING GROUP INC COM 713409100 3 100 SH DEF 12 100
PEPSI BOTTLING GROUP COM 713409100 5,784 187,800 SH DEF 3 187,800
PEPSIAMERICAS, INC. COM 71343P200 26 1,767 SH DEF 2 1,767
PEPSIAMERICAS INC COM 71343P200 158 10,600 SH DEF 12 10,600
PEPSIAMERICAS INC COM 71343P200 5 330 SH DEF 6 330
PEPSIAMERICAS INC COM 71343P200 1,455 97,400 SH DEF 3 55,700 41,700
PEPSICO CAP RES INC GTD DEB CONV 713440AS4 1,953 20,000 PRN DEF 12 20,000
PEPSICO CAP RES INC GTD DEB CONV 713440AT2 14,502 156,000 PRN DEF 12 156,000
PEPSICO CAP RES INC GTD DEB CONV 713440AX3 3,578 50,000 PRN DEF 12 50,000
PEPSICO CAP RES INC GTD DEB CONV 713440AY1 659 10,000 PRN DEF 12 10,000
PEPSICO COM 713448108 12,682 263,114 SH DEF 1 82,205 180,909
PEPSICO, INC. COM 713448108 10,419 216,166 SH DEF 2 210,872 5,294
PEPSICO COM 713448108 85 1755 SH DEF 4 1755
PEPSICO INC COM COM 713448108 3,934 81,611 SH DEF 5 64,551 17,060
PEPSICO, INC. COM 713448108 945 19,600 SH DEF 7 19,600
PEPSICO, INC. COM 713448108 1,829 37,947 SH DEF 9 985 36,962
PEPSICO INC COM 713448108 15,816 328,141 SH DEF 11 46,951 279,770 1,420
PEPSICO INC COM 713448108 19,419 402,891 SH DEF 12 402,891
PEPSICO INC. COM 713448108 2,935 40,100 SH DEF 15 40,100
PEPSICO INC COM 713448108 902 17,350 SH DEF 6 17,350
PEPSICO INC COM 713448108 316 6,500 SH DEF 6,500
PEPSICO INC COM COM 713448108 11,474 238,047 SH DEF 3 229,247 8,800
PEREGRINE PHARMACEUTICALS INC COM 713661106 1 1,000 SH DEF 12 1,000
PEREGRINE SYSTEMS INC COM 71366Q101 5 17,735 SH DEF 12 17,735
PEREGRINE SYSTEMS INC COM 71366Q101 2 1,500 SH DEF 15 1,500
PERFORMANCE FOOD GROUP CO COM 713755106 150 4,435 SH DEF 12 4,435
PERFORMANCE FOOD GROUP CO COM 713755106 159 4,700 SH DEF 3 4,700
PERFORMANCE TECHNOLOGIES INC COM 71376K102 7 1,000 SH DEF 12 1,000
PERINI CORP COM 713839108 474 120,000 SH DEF 6 117,900 2,100
PERKINELMER, INC. COM 714046109 2 176 SH DEF 2 176
PERKINELMER INC, COM 714046109 276 25,000 SH DEF 9 25,000
PERKINELMER INC COM 714046109 46 4,176 SH DEF 12 4,176
PERKINELMER INC COM 714046109 1 50 SH DEF 6 50
PEROT SYSTEMS CORP COM 714265105 415 38,075 SH DEF 12 38,075
PEROT SYSTEMS CORP CL A COM 714265105 657 60,300 SH DEF 3 60,300
PERRIGO COMPANY COM 714290103 7 500 SH DEF 2 500
PERRIGO CO COM 714290103 668 51,375 SH DEF 12 51,375
PERRIGO CO COM NASD INDL COM 714290103 6,127 471,330 SH DEF 3 440,430 30,900
PERVASIVE SOFTWARE INC COM 715710109 2 500 SH DEF 12 500
PETROCORP INC COM 71645N101 1,335 139,800 SH DEF 6 136,100 3,700
PETROCHINA COMPANY LIMITED ADR ADR 71646E100 1 45 SH DEF 2 45
PETROLEUM & RESOURCES CORP UNIT 716549100 83 3,659 SH DEF 12 3,659
PETROLEO BRASILEIRO S.A.- PETROBRADRAD 71654V101 1 58 SH DEF 2 58
PETROLEO BRASILEIRO S.A. - ADR ADR 71654V101 19,624 1,127,800 SH DEF 3 1,127,800
PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 262 13,900 SH DEF 3 13,900
PETROLEUM DEVELOPMENT CORP-NEV COM 716578109 6 1,000 SH DEF 12 1,000
PETROLEUM DEV CORP COM 716578109 1,659 258,800 SH DEF 6 250,900 7,900
***PETROQUEST ENERGY INC COM 716748108 85 15,200 SH DEF 12 15,200
PETSMART INC COM 716768106 58 3,585 SH DEF 12 3,585
PETSMART INC COM 716768106 5,761 359,190 SH DEF 3 331,290 27,900
PFIZER, INC. COM 717081103 35,588 1,016,802 SH DEF 1 233,452 783,350
PFIZER INC. COM 717081103 24,149 689,965 SH DEF 2 682,087 7,878
PFIZER INC COM COM 717081103 10,894 311,266 SH DEF 5 259,595 51,671
PFIZER INC. COM 717081103 4,623 132,093 SH DEF 7 132,093
PFIZER INC. COM 717081103 4,721 134,886 SH DEF 9 4,840 130,046
PFIZER INC COM 717081103 3,079 87,959 SH DEF 11 68,990 18,001 968
PFIZER INC COM 717081103 41,466 1,184,738 SH DEF 12 1,184,738
PFIZER INC. COM 717081103 14,489 272,775 SH DEF 15 272,775
PFIZER INC COM 717081103 477 13,000 SH DEF 13,000
PFIZER INC COM COM 717081103 55,645 1,589,851 SH DEF 3 1,541,751 48,100
PHARMACEUTICAL PRODUCT COM 717124101 559 21,220 SH DEF 12 21,220
PHARMACEUTOCAL PROD DEV INC COM 717124101 114 4,330 SH DEF 3 4,330
PHARMACEUTICAL RESOURCES INC COM 717125108 196 7,050 SH DEF 12 7,050
PHARMACEUTICAL RES INC COM COM 717125108 3,157 113,640 SH DEF 3 112,040 1,600
PHARMACEUTICAL HOLDRS TR COM 71712A206 46 600 SH DEF 12 600
PHARMACOPEIA INC. COM 71713B104 456 53,500 SH DEF 9 53,500
PHARMACOPEIA INC COM 71713B104 24 2,837 SH DEF 12 2,837
PHARMANETICS INC COM 71713J107 29 5,750 SH DEF 12 5,750
PHARMACIA CORP COM 71713U102 5,106 136,338 SH DEF 2 130,771 5,567
PHARMACIA COM 71713U102 15 400 SH DEF 4 400
PHARMACIA CORPORATION COM 71713U102 5,126 136,876 SH DEF 5 103,816 33,060
PHARMACIA CORP COM 71713U102 19 500 SH DEF 7 500
PHARMACIA CORP COM 71713U102 363 9,680 SH DEF 11 8,776 701 203
PHARMACIA CORP COM 71713U102 5,217 139,312 SH DEF 12 139,312
PHARMACIA CORP. COM 71713U102 178 3,133 SH DEF 15 3,133
PHARMACIA CORP COM 71713U102 1,680 38,897 SH DEF 6 38,897
PHARMACIA CORPORATION COM 71713U102 20,125 537,386 SH DEF 3 520,797 16,589
PHELPS DODGE COM 717265102 10 240 SH DEF 2 240
PHELPS DODGE CORP COM 717265102 598 14,524 SH DEF 12 14,524
PHELPS DODGE CORP COM 717265102 4,572 117,210 SH DEF 6 117,210
PHILADELPHIA CONS HLDG CO. COM 717528103 6,306 139,075 SH DEF 7 139,075
PHILADELPHIA CONSOLIDATED COM 717528103 45 1,000 SH DEF 12 1,000
PHILA AUTH INDL DEV PENSION PFD 71781M206 88 3,500 SH DEF 12 3,500
PHILADELPHIA SUBURBAN CORP NEW COM 718009608 146 7,227 SH DEF 12 7,227
PHILIP MORRIS COS. COM 718154107 953 21,810 SH DEF 1 8,110 13,700
PHILIP MORRIS COMPANIES INC. COM 718154107 2,594 59,395 SH DEF 2 56,846 2,549
PHILIP MORRIS COS INC COM COM 718154107 931 21,325 SH DEF 5 16,225 5,100
PHILIP MORRIS COMPANIES INC COM 718154107 340 7,775 SH DEF 11 5,750 2,025
PHILIP MORRIS COMPANIES INC COM 718154107 11,947 273,519 SH DEF 12 273,519
PHILIP MORRIS COMPANIES COM 718154107 14,366 216,560 SH DEF 15 216,560
PHILIP MORRIS CO INC COM 718154107 3,928 68,620 SH DEF 6 68,620
PHILIP MORRIS COS INC COM COM 718154107 42,786 979,536 SH DEF 3 944,436 35,100
PHILLIPS PETROLEUM COMPANY COM 718507106 3,986 67,701 SH DEF 2 67,701
PHILLIPS PETROLEUM CO COM COM 718507106 1,756 29,823 SH DEF 5 21,823 8,000
PHILLIPS PETROLEUM COMPANY COM 718507106 59 1,000 SH DEF 7 1,000
PHILLIPS PETROLEUM COM 718507106 289 4,900 SH DEF 9 300 4,600
PHILLIPS PETROLEUM CO COM 718507106 2,955 50,190 SH DEF 12 50,190
PHILLIPS PETROLEUM CO COM 718507106 24,314 422,385 SH DEF 6 418,500 4,040
PHILLIPS PETE CO COM COM 718507106 9,168 155,700 SH DEF 3 149,900 5,800
PHILLIPS VAN HEUSEN CORP COM 718592108 83 5,300 SH DEF 12 5,300
PHILLIPS VAN HEUSEN COM 718592108 6,911 440,200 SH DEF 6 427,800 12,400
PHILLIPS VAN HEUSEN CORP COM COM 718592108 1,463 93,800 SH DEF 3 93,800
THE PHOENIX COMPANIES, INC. COM 71902E109 17 941 SH DEF 2 941
PHOENIX COMPANIES INC NEW COM 71902E109 31 1,714 SH DEF 12 1,714
PHOENIX COS INC NEW PFD 71902E208 66 2,650 SH DEF 12 2,650
PHOENIX GROUP CORP COM 71906P100 1 15,000 SH DEF 12 15,000
PHOENIX TECHNOLOGIES LTD COM 719153108 36 3,600 SH DEF 3 3,600
PHOTON DYNAMICS INC COM 719364101 31 1,025 SH DEF 12 1,025
PHOTRONICS INC COM 719405102 4,227 223,200 SH DEF 3 175,450 47,750
PHYCOGEN INC COM COM 7194099A4 200 10,288 SH DEF 5 10,288
PIEDMONT NATURAL GAS CO COM 720186105 30 800 SH DEF 2 800
PIEDMONT NATURAL GAS CO INC COM 720186105 713 19,288 SH DEF 12 19,288
PIER 1 IMPORTS INC. COM 720279108 21 1,000 SH DEF 2 1,000
PIER 1 IMPORTS INC COM 720279108 140 6,650 SH DEF 12 6,650
PIER 1 IMPORTS INC DEL COM COM 720279108 970 46,180 SH DEF 3 46,180
PILGRIMS PRIDE CORP CL B 721467108 5,490 378,070 SH DEF 6 378,070
PILGRIMS PRIDE CORP COM 721467108 3,578 258,440 SH DEF 6 250,370 1,870 7,725
PILGRIM'S PRIDE CORP CL A 721467207 2,072 191,660 SH DEF 6 185,610 6,050
PIMCO CALIF MUN INCOME FUND UNIT 72200N106 30 2,000 SH DEF 12 2,000
PIMCO MUN INCOME FUND UNIT 72200R107 7 500 SH DEF 12 500
PIMCO STRATEGIC GLOBAL GOVT FD UNIT 72200X104 147 12,804 SH DEF 12 12,804
PINELAWN CEMETERY COM 723104105 31 200 SH DEF 12 200
PINNACLE ENTERTAINMENT INC COM 723456109 681 64,020 SH DEF 12 64,020
PINNACLE ENTERTAINMENT, INC. COM 723456109 19,134 1,800,000 SH DEF 14 1,800,000
HOLLYWOOD PK INC NEW COM COM 723456109 66 6,200 SH DEF 3 6,200
PINNACLE BANKSHARES CORP COM 72345E102 26 1,794 SH DEF 12 1,794
PINNACLE BUSINESS MANAGEMENT COM 72345F109 8 2,000,000 SH DEF 12 2,000,000
PINNACLE SYSTEMS INC COM 723481107 18 1,600 SH DEF 12 1,600
PINNACLE SYS INC COM COM 723481107 1,664 151,430 SH DEF 3 106,230 45,200
PINNACLE WEST CAPITAL CORP COM 723484101 45 1,150 SH DEF 12 1,150
PINNACLE WEST CAP COM 723484101 7 180 SH DEF 6 180
PINNACLE WEST CAP CORP COM COM 723484101 6,477 163,980 SH DEF 3 163,980
PIONEER HIGH INCOME TR UNIT 72369H106 62 4,537 SH DEF 12 4,537
PIONEER INTEREST SHARES UNIT 723703104 52 4,400 SH DEF 12 4,400
PIONEER NATURAL RESOURCES CO COM 723787107 24 910 SH DEF 12 910
PIONEER NATURAL RES COM 723787107 5 210 SH DEF 6 210
PIONEER RAILCORP COM 723839106 2 1,000 SH DEF 12 1,000
PIONEER STANDARD COM 723877106 554 53,300 SH DEF 2 53,300
PIONEER STANDARD ELECTRONICS COM 723877106 41 3,950 SH DEF 12 3,950
PIONEER STD ELECTRS COM 723877106 2,159 190,200 SH DEF 6 181,100 9,100
PITNEY-BOWES, INC. COM 724479100 833 20,979 SH DEF 2 20,829 150
PITNEY-BOWES, INC. COM 724479100 2,233 56,230 SH DEF 9 2,665 53,565
PITNEY BOWES INC AVEC DROITS COM 724479100 1,562 39,322 SH DEF 12 39,322
PITNEY BOWES INC. COM 724479100 3,016 50,000 SH DEF 15 50,000
PITNEY BOWES INC COM 724479100 1,189 30,180 SH DEF 6 23,180 7,180
PITNEY BOWES INC COM COM 724479100 1,176 29,600 SH DEF 3 29,600
PITTSBURGH & WEST VIRGINIA COM 724819107 9 1,000 SH DEF 12 1,000
PITTSBURGH FINANCIAL CORP COM 725098107 21 1,500 SH DEF 12 1,500
PITTSTON CO COM BRINKS GRP COM 725701106 3,156 131,520 SH DEF 3 124,020 7,500
PIXAR COM 725811103 62 1,400 SH DEF 12 1,400
PIXAR COM 725811103 2,706 64,430 SH DEF 6 64,430
PIXELWORKS INC COM 72581M107 125 14,930 SH DEF 3 14,930
PLACER DOME INC. COM 725906101 23 2,042 SH DEF 2 2,042
***PLACER DOME INC COM 725906101 1,306 116,480 SH DEF 12 116,480
***PLACER DOME INC-8.625% CDN PFD 725906200 57 2,300 SH DEF 12 2,300
PLAINS ALL AMERICAN PIPELINE COM 726503105 149 5,781 SH DEF 12 5,781
PLAINS RESOURCES INC. NEW COM 726540503 642 24,000 SH DEF 2 24,000
PLAINS RESOURCES INC COM 726540503 631 23,600 SH DEF 3 23,600
PLANAR SYSTEMS INC COM 726900103 3,176 164,980 SH DEF 3 139,180 25,800
PLAN VISTA CORP COM 72701P105 1 322 SH DEF 12 322
PLANTRONICS INC NEW COM 727493108 29 1,500 SH DEF 12 1,500
PLAYBOY ENTERPRISES INC COM 728117300 51 4,000 SH DEF 12 4,000
PLAYTEX PRODUCTS INC COM 72813P100 5 375 SH DEF 12 375
PLAYTEX PRODUCTS INC COM 72813P100 6,733 519,900 SH DEF 3 441,100 78,800
PLUG PWR INC COM 72919P103 1 150 SH DEF 12 150
PLUM CREEK TIMBER COMPANY, INC. COM 729251108 166 5,393 SH DEF 2 5,393
PLUM CREEK TIMBER COM 729251108 40 1315 SH DEF 4 1315
PLUM CREEK TIMBER COMPANY, INC COM 729251108 436 14,200 SH DEF 5 14,200
PLUM CREEK TIMBER COMPANY, INC. COM 729251108 22 708 SH DEF 7 708
PLUM CREEK TIMBER CO INC COM 729251108 2,355 76,714 SH DEF 12 76,714
POGO PRODUCING CO COM 730448107 50 1,543 SH DEF 12 1,543
POGO PRODUCING CO COM 730448107 7,880 249,200 SH DEF 6 246,600 2,600
POGO PRODUCING CO COM COM 730448107 786 24,110 SH DEF 3 22,310 1,800
POLARIS INDS INC COM 731068102 1,238 17,800 SH DEF 6 17,800
POLARIS INDS INC COM COM 731068102 12,630 194,310 SH DEF 3 182,410 11,900
POLO RALPH LAUREN CL A 731572103 5 210 SH DEF 6 210
POLYCOM INC COM 73172K104 2 200 SH DEF 2 200
POLYCOM INC COM 73172K104 500 41,730 SH DEF 12 41,730
POLYMEDICA CORP COM 731738100 86 3,380 SH DEF 12 3,380
POLYONE CORP COM 73179P106 101 9000 SH DEF 9000
POLYONE CORP COM 73179P106 973 83,350 SH DEF 6 67,350 16,300
POLYONE CORPORATION COM 73179P106 1,960 174,200 SH DEF 3 160,200 14,000
POMEROY COMPUTER RESOURCES INC. COM 731822102 25 1,695 SH DEF 2 1,695
POMEROY COMPUTER RES COM 731822102 3,180 213,400 SH DEF 6 206,000 7,400
POPE & TALBOT INC COM 732827100 26 1,400 SH DEF 12 1,400
***POPULAR INC COM 733174106 2,862 84,985 SH DEF 12 84,985
POPULAR INC COM 733174106 2 50 SH DEF 6 50
POPULAR INC COM COM 733174106 12,076 358,545 SH DEF 3 338,645 19,900
PORT FINANCIAL CORP COM 734119100 10 260 SH DEF 12 260
PORTAL SOFTWARE COM 736126103 38 50000 SH DEF 4 50000
PORTAL SOFTWARE INC COM 736126103 13 17,498 SH DEF 12 17,498
PORTLAND GENERAL ELECTRIC CO COM 736508854 6 300 SH DEF 12 300
PORTUGAL TEL SGPS SA COM 737273102 52 7,140 SH DEF 6 7,140
POSSIS MEDICAL INC. COM 737407106 6 500 SH DEF 2 500
POSSIS MEDICAL INC COM COM 737407106 90 7,300 SH DEF 3 7,300
POST PROPERTIES INC. COM 737464107 1,088 36,090 SH DEF 2 36,090
POST PROPERTIES INC COM 737464107 125 4,138 SH DEF 12 4,138
POST PROPERTIES INC-7.625% CUM PFD 737464404 29 1,250 SH DEF 12 1,250
***POTASH CORP OF SASKATCHEWAN COM 73755L107 20 300 SH DEF 12 300
POTOMAC ELECTRIC POWER CO COM 737679100 37 1,710 SH DEF 2 1,710
POTOMAC ELECTRIC POWER CO COM 737679100 1,389 64,663 SH DEF 12 64,663
POTOMAC ELEC PWR CO COM 737679100 5 230 SH DEF 6 230
POTOMAC ELEC PWR CO COM COM 737679100 642 29,900 SH DEF 3 29,900
POTOMAC ELECTRIC POWER CO TR I PFD 73767N208 181 7,300 SH DEF 12 7,300
POWERGEN PLC-SPONSORED ADR FINAL ADR 738905405 70 1,500 SH DEF 2 1,500
POWER-ONE INC COM 739308104 22 3,500 SH DEF 12 3,500
POWERWAVE TECHNOLOGIES INC COM 739363109 16 1,800 SH DEF 12 1,800
POWERWAVE TECHNOLOGIES INC COM 739363109 775 84,590 SH DEF 3 84,590
PRACTICEWORKS INC COM 739419109 2 100 SH DEF 12 100
POZEN INC COM 73941U102 3 500 SH DEF 12 500
PRAECIS PHARMACEUTICALS INC COM 739421105 16 4,600 SH DEF 2 4,600
PRAECIS PHARMACEUTICALS INC COM 739421105 33 9,425 SH DEF 12 9,425
PRAXAIR INC. COM 74005P104 60 1,045 SH DEF 2 1,000 45
PRAXAIR INC COM 74005P104 330 5,800 SH DEF 5 5,800
PRAXAIR INC. COM 74005P104 57 1,000 SH DEF 7 1,000
PRAXAIR INC COM 74005P104 365 6,399 SH DEF 12 6,399
PRAXAIR COM 74005P104 87 1,000 SH DEF 15 1,000
PRAXAIR INC COM 74005P104 872 15,580 SH DEF 6 15,580
PRE-PAID LEGAL SERVICES INC COM 740065107 26 1,300 SH DEF 12 1,300
PRECISION CASTPARTS CORP COM 740189105 103 3,115 SH DEF 12 3,115
PRECISION CASTPARTS C COM 740189105 13,203 384,075 SH DEF 6 379,555 780 5,030
PRECISION CASTPARTS CORP COM COM 740189105 426 12,900 SH DEF 3 4,900 8,000
PRECISION DRILLING CORP COM 74022D100 66 1900 SH DEF 1900
PRECISION DRILLING CORP COM COM 74022D100 9,225 265,540 SH DEF 3 250,140 15,400
PREFERRED INCOME OPPORTUNITY UNIT 74037H104 15 1,200 SH DEF 12 1,200
PREFERREDPLUS TR PFD 740434402 7 1,000 SH DEF 12 1,000
PREMCOR INC COM 74045Q104 62 2,400 SH DEF 3 2,400
PRENTISS PROPERTIES TRUST COM 740706106 9 280 SH DEF 2 280
PRENTISS PPTYS TRUST COM 740706106 905 28,500 SH DEF 3 28,500
PRESIDENTIAL LIFE CORP COM 740884101 83 4,098 SH DEF 12 4,098
PRESIDENTIAL LIFE CO COM 740884101 152 7,500 SH DEF 3 7,500
PRESIDENTIAL REALTY CORP NEW COM 741004204 1 100 SH DEF 12 100
PRESSTEK INC COM 741113104 1 300 SH DEF 12 300
PRESTIGE BANCORP INC COM 741115109 2 175 SH DEF 12 175
PRICE COMMUNICATIONS CORP NEW COM 741437305 150 9,400 SH DEF 12 9,400
PRICE COMMUN CORP COMMON STK. COM 741437305 9 536 SH DEF 16 536
PRICE LEGACY CORP COM 74144P205 8 500 SH DEF 12 500
PRICE T ROWE GROUP INC COM 74144T108 2,891 87,911 SH DEF 12 87,911
T ROWE PRICE GROUP INC COM 74144T108 15 450 SH DEF 6 450
PRICELINE.COM INC COM 741503106 181 64,900 SH DEF 12 64,900
PRIDE INTERNATIONAL INC COM 74153Q102 185 11,800 SH DEF 12 11,800
PRIDE INTL INC DEL COM 74153Q102 549 28,280 SH DEF 6 27,780 500
PRIME MEDICAL SERVICES INC NEW COM 74156D108 12 1,000 SH DEF 12 1,000
PRIME MED SVC COM 74156D108 2,291 251,000 SH DEF 6 241,700 9,300
PRIME RETAIL INC COM 741570105 3 22,498 SH DEF 12 22,498
PRIME RETAIL INC-8.50% CONV PFD 741570303 5 1,697 SH DEF 12 1,697
PRIMEDIA INC COM 74157K101 8 6,200 SH DEF 12 6,200
PRIME GROUP REALTY TRUST-SBI COM 74158J103 13 2,025 SH DEF 12 2,025
PRIME GROUP REALTY TRUST 9.0% PFD 74158J202 39 2,250 SH DEF 12 2,250
PRIME HOSPITALITY COM 741917108 4,062 321,400 SH DEF 6 313,100 8,300
PRIMUS TELECOMMUNICATIONS COM 741929103 4 6,250 SH DEF 12 6,250
PRIDE INTERNATIONAL INC. COM 741932107 78 5,000 SH DEF 2 5,000
PRINCETON REVIEW INC COM 742352107 53 5,800 SH DEF 12 5,800
PRINCETON VIDEO IMAGE INC COM 742476104 1 500 SH DEF 12 500
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 3,266 105,340 SH DEF 2 102,840 2,500
PRINCIPAL FINANCIAL GROUP COM 74251V102 2,334 75,295 SH DEF 5 55,000 20,295
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 429 13,843 SH DEF 12 13,843
PRINCIPAL FINL GRP COM 74251V102 49 1,600 SH DEF 6 1,600
PRIN TREAS RCPT-PRIN PMT ON CONV 742520AB5 4,841 50,000 PRN DEF 12 50,000
PRIORITY HEALTHCARE CORP-CL B COM 74264T102 2 80 SH DEF 12 80
PRIORITY HEALTHCARE CORP CL B COM 74264T102 233 9,900 SH DEF 3 9,900
PROBUSINESS SERVICES INC COM 742674104 4 300 SH DEF 12 300
PRIVATEBANCORP CAPITAL TR I PFD 74268E200 101 9,400 SH DEF 12 9,400
PROCTER & GAMBLE CO. COM 742718109 1,753 19,630 SH DEF 1 1,495 18,135
PROCTER & GAMBLE CO. COM 742718109 52,760 590,813 SH DEF 2 581,778 9,035
PROCTER & GAMBLE COM 742718109 466 5222 SH DEF 4 5222
PROCTER & GAMBLE CO COM COM 742718109 15,077 168,831 SH DEF 5 163,872 4,959
PROCTER & GAMBLE CO. COM 742718109 1,874 20,990 SH DEF 7 20,990
PROCTER & GAMBLE CO. COM 742718109 1,055 11,818 SH DEF 9 11,818
PROCTER & GAMBLE CO COM 742718109 7,141 79,965 SH DEF 11 66,878 12,549 538
PROCTER & GAMBLE CO COM 742718109 27,688 310,056 SH DEF 12 310,056
PROCTER & GAMBLE CO. COM 742718109 827 6,100 SH DEF 15 6,100
PROCTER & GAMBLE CO COM 742718109 7,043 78,650 SH DEF 6 78,650
PROCTER & GAMBLE CO COM COM 742718109 45,363 507,981 SH DEF 3 489,081 18,900
***PROCYON BIOPHARMA INC COM 74280P100 12 25,000 SH DEF 12 25,000
PROGRESS ENERGY INC. COM 743263105 787 15,130 SH DEF 2 15,130
PROGRESS ENERGY INC COM 743263105 320 6,150 SH DEF 9 6,150
PROGRESS ENERGY INC COM 743263105 1,032 19,851 SH DEF 11 13,786 5,690 375
PROGRESS ENERGY INC COM 743263105 2,931 56,348 SH DEF 12 56,348
PROGRESS ENERGY INC. COM 743263105 103 1,300 SH DEF 15 1,300
PROGRESS ENERGY INC COM 743263105 62 1,187 SH DEF 6 1,187
PROGRESS FINL CORP COM 743266108 325 32,500 SH DEF 6 30,000 2,500
PROGRESS SOFTWARE CORP COM 743312100 6 400 SH DEF 12 400
PROGRESS SOFTWARE CO COM 743312100 4,510 305,610 SH DEF 3 266,110 39,500
PROGRESSIVE CORP-OHIO COM 743315103 246 4,260 SH DEF 12 4,260
PROLOGIS COM 743410102 79 3,050 SH DEF 2 3,050
PROLOGIS COM 743410102 846 32,539 SH DEF 12 32,539
PROLOGIS PFD 743410508 185 7,426 SH DEF 12 7,426
PROLOGIS PFD 743410607 52 2,000 SH DEF 12 2,000
***PROMETIC LIFE SCIENCES COM 74342Q104 2 1,100 SH DEF 12 1,100
PROPHET 21 COM 743459109 1 100 SH DEF 4 100
PROQUEST COMPANY COM 74346P102 7 200 SH DEF 12 200
PROQUEST COMPANY COM 74346P102 408 11,505 SH DEF 3 11,505
PROSPECT STREET HIGH INCOME UNIT 743586406 11 2,339 SH DEF 12 2,339
PROTECTIVE LIFE CORP. COM 743674103 2,877 86,925 SH DEF 7 86,925
PROTECTIVE LIFE CORP COM 743674103 58 1,750 SH DEF 12 1,750
PROTECTIVE LIFE CORP COM 743674103 5 140 SH DEF 6 140
PROTEIN DESIGN LABS, INC. COM 74369L103 37 3400 SH DEF 4 3400
PROTEIN DESIGN LABS INC COM 74369L103 21 1,930 SH DEF 12 1,930
PROTON ENERGY SYSTEM INC COM 74371K101 10 3,000 SH DEF 12 3,000
PROVIDENT BANKSHARES COM 743859100 10 414 SH DEF 4 414
PROVIDENT BANKSHARES CORP. COM 743859100 24 1,001 SH DEF 7 1,001
PROVIDENT BANKSHARES CORP COM 743859100 1,416 59,768 SH DEF 12 59,768
PROVIDENT FINANCIAL GRP COM 743866105 705 24,312 SH DEF 2 4,960 19,352
PROVIDENT FINANCIAL GROUP COM 743866105 445 15335 SH DEF 4 15335
PROVIDENT FINANCIAL GROUP INC COM 743866105 229 7,900 SH DEF 12 7,900
PROVIDENT FINL HLDGS COM 743868101 242 7,500 SH DEF 6 7,500
PROVIDENT CAPITAL TRUST II PFD 74386E207 32 1,350 SH DEF 12 1,350
PROVIDENT CAPITAL TRUST III PFD 74386F303 104 4,000 SH DEF 12 4,000
PROVIDENT CAP TRUST IV PFD 74386H200 20 800 SH DEF 12 800
***PROVIDENT ENERGY TRUST COM 74386K104 7 1,000 SH DEF 12 1,000
PROVINCE HEALTHCARE CO COM 743977100 20 900 SH DEF 12 900
PROVINCE HEALTHCARE CO COM 743977100 164 7,350 SH DEF 3 7,350
PROVIDENT TRUST II PFD 74405Y200 340 12,705 SH DEF 12 12,705
PROVIDIAN FINANCIAL CORP. COM 74406A102 2 400 SH DEF 2 400
PROVIDIAN FINANCIAL CORP. COM 74406A102 12,032 2,046,204 SH DEF 8 2,046,204
PROVIDIAN FINANCIAL CORP. COM 74406A102 79,968 13,600,000 SH DEF 10 13,600,000
PROVIDIAN FINANCIAL CORP COM 74406A102 1,552 263,936 SH DEF 12 263,936
PROVIDIAN FINANCIAL CORP. COM 74406A102 58,800 10,000,000 SH DEF 14 10,000,000
PROVIDIAN FINANCIAL CORP COM 74406A102 29 5000 SH DEF 5000
PRUDENTIAL FINANCIAL INC COM 744320102 54 1,606 SH DEF 2 1,606
PRUDENTIAL FINANCIAL INC COM 744320102 1,121 33,614 SH DEF 12 33,614
PSINET INC PFD 74437C309 8 2,750 SH DEF 12 2,750
PUBLIC SERVICE ELEC & GAS CO PFD 744567504 33 500 SH DEF 12 500
PUBLIC SVC ELEC & GAS CAP LP PFD 744569302 76 3,000 SH DEF 12 3,000
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 27 615 SH DEF 2 615
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 807 18,632 SH DEF 9 1,954 16,678
PUBLIC SERVICE ENTERPRISE COM 744573106 2,133 49,268 SH DEF 12 49,268
PUBLIC SVC ENTERPR COM 744573106 5 100 SH DEF 6 100
PUBLIC STORAGE INC COM 74460D109 11 291 SH DEF 12 291
PUBLIC STORAGE INC COM 74460D109 3,555 96,750 SH DEF 6 96,750
PUBLIC STORAGE INC COM COM 74460D109 22,902 617,300 SH DEF 3 615,100 2,200
PUBLIC STORAGE INC PFD 74460D620 152 6,100 SH DEF 12 6,100
PUBLIC STORAGE INC 7.625% PFD 74460D646 35 1,400 SH DEF 12 1,400
PUBLIC STORAGE INC PFD 74460D653 135 5,400 SH DEF 12 5,400
PUBLIC STORAGE INC PFD 74460D687 109 4,300 SH DEF 12 4,300
PUBLIC STORAGE INC-10% CUM PFD PFD 74460D703 22 800 SH DEF 12 800
PUBLIC STORAGE INC 8.60% PERP PFD 74460D711 38 1,450 SH DEF 12 1,450
PUBLIC STORAGE INC DEP SH PFD 74460D760 95 3,700 SH DEF 12 3,700
PUBLIC STORAGE INC DEP SHS PFD 74460D778 3 100 SH DEF 12 100
PUBLIC STORAGE 8.75% CUM PERP PFD 74460D794 21 800 SH DEF 12 800
PUBLIC STORAGE INC-DEP SHS PFD 74460D828 25 1,000 SH DEF 12 1,000
PUBLICIS GROUPE S A N COM 74463M106 391 14,410 SH DEF 6 565 14,255
PUGET ENERGY INCORPORATED COM 745310102 4 200 SH DEF 7 200
PUGET ENERGY INC COM 745310102 335 16,233 SH DEF 12 16,233
PUGET ENERGY INC NEW COM 745310102 8,685 418,328 SH DEF 6 409,533 1,530 8,035
PUGET SOUND ENERGY CAPTAL PFD 74531W201 24 1,000 SH DEF 12 1,000
PULASKI FINANCIAL CORP COM 745548107 291 15,000 SH DEF 12 15,000
PULITZER INC COM 745769109 109 2,100 SH DEF 3 2,100
PULTE HOMES INC COM 745867101 57 994 SH DEF 12 994
PULTE HOMES INC COM 745867101 7 130 SH DEF 6 130
PURE WORLD INC COM 74622C106 4 6,017 SH DEF 12 6,017
PURE RESOURCES INC COM 74622E102 104 5,000 SH DEF 12 5,000
PURE RESOURCES INC COM 74622E102 1,907 88,500 SH DEF 6 83,100 5,400
PUTNAM CONVERTIBLE OPPORTUNIT- UNIT 746479104 100 6,400 SH DEF 12 6,400
PUTNAM HIGH INCOME CONVERTIBLE 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 95 8,200 SH DEF 12 8,200
PUTNAM MANAGED HIGH YIELD UNIT 746819101 62 7,600 SH DEF 12 7,600
PUTNAM MANAGED MUNICIPAL UNIT 746823103 200 24,994 SH DEF 12 24,994
PUTNAM MASTER INCOME TRUST-SBI UNIT 74683K104 786 113,300 SH DEF 12 113,300
PUTNAM PREMIER INCOME TRUST UNIT 746853100 1,039 165,766 SH DEF 12 165,766
PUTNAM MASTER INTERMEDIATE UNIT 746909100 916 146,280 SH DEF 12 146,280
PUTNAM TAX FREE HEALTH CARE UNIT 746920107 134 11,000 SH DEF 12 11,000
PUTNAM NEW YORK INVESTMENT UNIT 746921105 19 1,500 SH DEF 12 1,500
PUTNAM MUNICIPAL OPPORTUNITIES UNIT 746922103 174 13,400 SH DEF 12 13,400
***QLT INC COM 746927102 1 100 SH DEF 12 100
QLOGIC CORP COM 747277101 156 4,095 SH DEF 12 4,095
Q E P INC COM 74727K102 126 29,575 SH DEF 6 28,200 1,375
Q-NET TECHNOLOGIES INC COM 74728V107 3 2,500 SH DEF 12 2,500
QUAKER CHEMICAL CORP COM 747316107 59 2,400 SH DEF 12 2,400
QUAKER CHEM CORP COM 747316107 3,264 145,700 SH DEF 6 140,500 5,200
QUAKER CITY BANCORP COM 74731K106 975 27,100 SH DEF 6 27,100
QUAKER FABRIC COM 747399103 183 14,000 SH DEF 6 14,000
QUALCOMM INC. COM 747525103 437 15,905 SH DEF 2 14,405 1,500
QUALCOMM INC COM 747525103 503 18,280 SH DEF 5 15,500 2,780
QUALCOMM INC COM 747525103 5,463 198,710 SH DEF 12 198,710
QUALCOMM INC. COM 747525103 4 100 SH DEF 15 100
QUALCOMM COM 747525103 473 17,200 SH DEF 3 13,500 3,700
QUALITY SYSTEMS INC COM 747582104 217 12,870 SH DEF 12 12,870
QUALSTAR CORP COM 74758R109 7 1,000 SH DEF 6 1,000
QUANEX CORP COM 747620102 8,924 247,200 SH DEF 6 239,600 7,600
QUANEX CORP COM COM 747620102 12,616 288,690 SH DEF 3 251,690 37,000
QUANTA SVCS INC COM 74762E102 12,045 958,200 SH DEF 6 934,600 23,600
QUANTUM-DLT & STORAGE COM 747906204 6 1410 SH DEF 4 1410
QUANTUM CORP DSSG COM COM 747906204 55 13,028 SH DEF 12 13,028
QUANTUM CORP COM 747906204 1,975 282,200 SH DEF 6 282,200
QUEENSTOWN BANCORP OF MARYLAND COM 74831Y105 12 212 SH DEF 12 212
QUEST DIAGNOSTICS INC COM 74834L100 939 10,908 SH DEF 12 10,908
QUESTAR CORP. COM 748356102 40 1,600 SH DEF 2 1,600
QUESTAR CORP COM 748356102 299 12,100 SH DEF 5 6,800 5,300
QUESTAR CORP COM 748356102 16 665 SH DEF 12 665
QUESTAR CORP COM 748356102 6,920 251,000 SH DEF 6 251,000
QUIKSILVER INC COM 74838C106 2,178 94,500 SH DEF 6 94,500
QUINTILES TRANSNATIONAL CORP COM 748767100 2,411 192,999 SH DEF 12 192,999
QUINTILES TRANSNATION COM 748767100 3,559 263,430 SH DEF 6 248,195 15,450
QUINTILES TRANSNATIONAL CORP COM 748767100 24 1,900 SH DEF 3 1,900
QUINTON CARDIOLOGY SYSTEM COM 748773108 151 16,700 SH DEF 3 16,700
QWEST COMMUNICATIONS INTERNATIONACOMIN 749121109 124 44,134 SH DEF 2 44,134
QWEST COMMUNICATIONS COM 749121109 77 27400 SH DEF 4 27400
QWEST COMMUNICATIONS INTERNATI COM 749121109 541 193,328 SH DEF 5 140,000 53,328
QWEST COMMUNICATIONS INTERNATIONACOMIN 749121109 1 326 SH DEF 7 326
QWEST COMMUNICATIONS INTERNATIONACOMINC 749121109 56,025 20,008,870 SH DEF 8 20,008,870
QWEST COMMUNICATIONS INTERNATIONACOMIN 749121109 16 8,795 SH DEF 9 550 8,245
QWEST COMMUNICATIONS INTERNATIONACOMIN 749121109 106,930 38,189,460 SH DEF 10 38,189,460
QWEST COMMUNICATIONS INTL INC COM 749121109 42 15,077 SH DEF 11 7,227 7,850
QWEST COMMUNICATIONS COM 749121109 1,090 389,224 SH DEF 12 389,224
QWEST COMMUNICATIONS INTL. INC. COM 749121109 7 1,600 SH DEF 15 1,600
QWEST COMMUNICATIONS INTL INC COM 749121109 14 5000 SH DEF 5000
QWEST COMMUNCTN INTL COM 749121109 4,757 921,850 SH DEF 6 921,850
R & B INC COM 749124103 918 94,300 SH DEF 6 91,000 3,300
R&G FINANCIAL CORP CL B COM 749136107 12,530 528,450 SH DEF 3 491,350 37,100
RAIT INVESTMENT TRUST COM 749227104 20 853 SH DEF 12 853
RBI CAPITAL TRUST I-9.10% PFD 749257200 34 3,500 SH DEF 12 3,500
RCM TECHNOLOGIES INC COM 749360400 843 163,600 SH DEF 6 158,500 5,100
RCN CORPORATION COM 749361101 9 6536 SH DEF 4 6536
RCN CORP COM 749361101 63 45,758 SH DEF 12 45,758
REI TRUST I TRUST ORIGINATED PFD 749490207 235 13,525 SH DEF 12 13,525
R H INVESTMENT COMPANY INC COM 749550992 2,891 14,908 SH DEF 5 7,454 7,454
RFS HOTEL INVESTORS INC COM 74955J108 144 10,600 SH DEF 12 10,600
RGC RESOURCES INC COM 74955L103 38 2,100 SH DEF 12 2,100
RHBT FINANCIAL CORP COM 74955Q102 22 1,500 SH DEF 12 1,500
R.H. DONNELLY CORP. COM 74955W307 62 2,224 SH DEF 2 2,224
R.H. DONNELLY CORP. COM 74955W307 182 6,500 SH DEF 9 6,500
R H DONNELLEY CORP (NEW) COM 74955W307 3 102 SH DEF 12 102
RH DONNELLEY CORP COM 74955W307 8,348 298,450 SH DEF 3 286,850 11,600
RGS ENERGY GRP INC COM 74956K104 5,957 148,780 SH DEF 6 148,780
RLI CORP COM 749607107 26 500 SH DEF 12 500
RPM INC-OHIO COM 749685103 552 36,219 SH DEF 12 36,219
RPM INC OHIO COM NASD INDL COM 749685103 5,623 368,750 SH DEF 3 345,450 23,300
RSA SECURITY INC COM 749719100 6 1,305 SH DEF 12 1,305
***RADIANT ENERGY CORP COM 749931101 1 18,000 SH DEF 12 18,000
RF MICRO DEVICES INC COM 749941100 743 97,477 SH DEF 12 97,477
R G S ENERGY GROUP INC COM 749CSH995 259 6,550 SH DEF 12 6,550
R G S ENERGY GROUP INC COM 749STK984 134 3,412 SH DEF 12 3,412
RACING CHAMPIONS CORP COM 750069106 373 21,000 SH DEF 3 21,000
RADIAN GROUP INC. COM 750236101 8,988 183,996 SH DEF 8 183,996
RADIAN GROUP INC. COM 750236101 123,395 2,526,000 SH DEF 10 2,526,000
RADIAN GROUP INC COM 750236101 502 10,275 SH DEF 12 10,275
RADIAN GROUP INC COM 750236101 11 200 SH DEF 6 200
RADIAN GROUP INC COM 750236101 32,457 664,420 SH DEF 3 634,320 30,100
RADIANT SYSTEMS INC COM 75025N102 19 1,450 SH DEF 12 1,450
RADIOLOGIX INC COM 75040K109 2,436 182,600 SH DEF 6 174,500 8,100
RADIO ONE INC CL D COM 75040P405 73 4,900 SH DEF 3 4,900
RADIO UNICA COMMUNICATIONS COM 75040Q106 4 2,500 SH DEF 12 2,500
RADIOSHACK CORP COM 750438103 1,609 53,537 SH DEF 12 53,537
RADIOSHACK CORP COM 750438103 1,014 29,600 SH DEF 6 29,600
RADISYS CORP COM 750459109 3 300 SH DEF 12 300
RADVA CORP COM 750610107 1 3,850 SH DEF 12 3,850
RADYNE COMSTREAM INC COM 750611402 2 500 SH DEF 12 500
RADYNE COMSTREAM INC COM 750611402 102 22,900 SH DEF 6 22,900
RAILAMERICA INC COM 750753105 98 9,090 SH DEF 12 9,090
RAINDANCE COMMUNICATIONS INC COM 75086X106 6 1,000 SH DEF 12 1,000
RAMBUS INC. COM 750917106 16 3,900 SH DEF 2 1,900 2,000
RAMBUS INC COM 750917106 21 5,134 SH DEF 12 5,134
RALCORP HOLDINGS INC NEW COM 751028101 5 150 SH DEF 12 150
RALCORP HLDGS INC COM COM 751028101 2,019 64,600 SH DEF 3 51,600 13,000
RAMTRON INTERNATIONAL CORPORATIONCOM 751907304 1 400 SH DEF 2 400
RANGE RESOURCES CORP COM 75281A109 3,470 655,900 SH DEF 6 643,400 12,500
RANGE RESOURCES CORP COM 75281A109 471 84,030 SH DEF 3 22,030 62,000
RATIONAL SOFTWARE CORP COM COM 75409P202 204 24,863 SH DEF 5 24,863
RATIONAL SOFTWARE CORP NEW COM 75409P202 87 10,545 SH DEF 12 10,545
RATIONAL SOFTWARE CORP COM NEW COM 75409P202 80 9,800 SH DEF 3 9,800
RAVEN INDUSTRIES INC COM 754212108 61 2,250 SH DEF 12 2,250
RAVEN INDS INC COM 754212108 1,327 49,800 SH DEF 6 47,400 2,400
RAYMOND JAMES FINANCIAL INC. COM 754730109 32 1,125 SH DEF 2 1,125
RAYMOND JAMES FINANCIAL INC COM 754730109 125 4,374 SH DEF 12 4,374
RAYONIER INC. COM 754907103 23 475 SH DEF 2 475
RAYONIER INC. COM 754907103 5 100 SH DEF 7 100
RAYONIER INC COM 754907103 84 1,704 SH DEF 12 1,704
RAYOVAC CORP COM 755081106 22 1,200 SH DEF 12 1,200
RAYOVAC CORP COM 755081106 571 31,300 SH DEF 6 31,300
RAYTHEON COMPANY COM 755111507 400 9,816 SH DEF 2 9,715 101
RAYTHEON CO COM 755111507 2,412 59,184 SH DEF 12 59,184
RAYTHEON CO NEW COM COM 755111507 72,676 1,700,830 SH DEF 6 1,616,550 84,305
RAYTHEON CO PFD 755111606 40 600 SH DEF 12 600
RAZORFISH INC COM 755236106 1 7,700 SH DEF 12 7,700
READ RITE CORP COM 755246105 1 1,800 SH DEF 12 1,800
READERS DIGEST ASSOCIATION INC COM 755267101 11 600 SH DEF 12 600
REALNETWORKS INC COM 75605L104 39 9,635 SH DEF 12 9,635
REALTY INCOME CORP COM 756109104 220 5,970 SH DEF 12 5,970
REALTY INCOME CORP 8.25% PFD 756109203 5 175 SH DEF 12 175
REALTY PARKING PROPERTIES LP COM 756124103 9 876 SH DEF 12 876
REALTY PARKING PROPERTIES LP COM 756124202 9 800 SH DEF 12 800
RECKSON ASSOCIATES REALTY CORP COM 75621K106 394 15,825 SH DEF 12 15,825
RECKSON ASSOCS RLTY CORP COM 75621K304 200 7,843 SH DEF 12 7,843
RED HAT INC COM 756577102 80 13,630 SH DEF 12 13,630
RED HAT INC COM 756577102 29 5000 SH DEF 5000
REDBACK NETWORKS INC COM 757209101 3 1,495 SH DEF 12 1,495
REDWOOD TRUST INC COM 758075402 431 13,693 SH DEF 12 13,693
REEBOK INTERNATIONAL LTD COM 758110100 152 5,138 SH DEF 12 5,138
REEBOK INTL LTD COM 758110100 486 18,570 SH DEF 6 18,570
REEBOK INTL LTD COM COM 758110100 3,269 110,800 SH DEF 3 101,500 9,300
REFAC COM 758653109 132 41,400 SH DEF 6 41,400
REGAL-BELOIT CORP COM 758750103 65 2,670 SH DEF 12 2,670
REGAL BELOIT CORP COM COM 758750103 126 5,200 SH DEF 3 5,200
REGENCY CENTERS CORP COM 758849103 160 5,400 SH DEF 12 5,400
REGENCY REALTY CORP COM 758849103 1,035 34,900 SH DEF 3 34,900
REGENERON PHARMACEUTICALS INC COM 75886F107 37 2,570 SH DEF 12 2,570
REGENERATION TECHNOLOGIES INC COM 75886N100 67 11,100 SH DEF 12 11,100
REGIS CORP-MINN COM 758932107 2,831 104,775 SH DEF 12 104,775
REGIS CORP MINN COM NASD INDL COM 758932107 6,419 237,580 SH DEF 3 184,580 53,000
REGIONS FINANCIAL CORP. COM 758940100 278 7,920 SH DEF 2 7,920
REGIONS FINANCIAL CORP COM 758940100 343 9,759 SH DEF 5 6,359 3,400
REGIONS FINANCIAL CORP COM 758940100 1,380 39,254 SH DEF 12 39,254
REGIONS FINANCIAL CORP. COM 758940100 214 4,000 SH DEF 15 4,000
REGIONS FINL CORP COM 758940100 21 590 SH DEF 6 590
REHABILICARE INC COM 758944102 197 36,600 SH DEF 6 32,800 3,800
REGISTER.COM INC COM 75914G101 12 1,595 SH DEF 12 1,595
REGISTER.COM COM 75914G101 1,426 187,140 SH DEF 3 175,540 11,600
REGIONS FINANCING TRUST I PFD 75914H208 62 2,400 SH DEF 12 2,400
REINSURANCE GRP COM 759351109 248 7,900 SH DEF 6 7,900
RELIANCE STEEL& ALUM COM 759509102 404 13,100 SH DEF 6 13,100
RELIANT RESOURCES INC COM 75952B105 111 12,700 SH DEF 5 10,900 1,800
RELIANT RESOURCES INC COM 75952B105 13 1,500 SH DEF 12 1,500
RELIANT RES INC COM COM 75952B105 8,095 923,445 SH DEF 6 860,485 63,205
RELIASTAR FINANCING II-8.10% PFD 75952F205 25 1,000 SH DEF 12 1,000
RELIANT ENERGY INC COM 75952J108 226 13,364 SH DEF 2 13,364
RELIANT ENERGY INC COM 75952J108 607 35,938 SH DEF 12 35,938
RELIANT ENERGY INC COM 75952J108 8,634 507,590 SH DEF 6 471,190 36,400
RELIANT ENERGY INC COM 75952J108 1,930 114,200 SH DEF 3 114,200
REMEDYTEMP INC CL A 759549108 2,015 115,800 SH DEF 6 113,300 2,500
RELIABILITY INC COM 759903107 48 20,000 SH DEF 12 20,000
REPLIGEN CORP COM 759916109 3 1,200 SH DEF 12 1,200
RENAL CARE GROUP INC COM 759930100 192 6,155 SH DEF 12 6,155
RENT A CENTER INC NEW COM 76009N100 546 9,419 SH DEF 11 9,419
RENT A CENTER INC-NEW COM 76009N100 29 500 SH DEF 12 500
RENT A CTR INC NEW CO COM 76009N100 35,945 633,525 SH DEF 6 622,500 640 11,560
RENT WAY INC COM 76009U104 6 440 SH DEF 3 440
RENTECH INC COM 760112102 77 154,120 SH DEF 12 154,120
REPSOL S.A. ADR ADR 76026T205 234 19,750 SH DEF 2 15,485 4,265
REPUBLIC BANCORP KY CL A 760281204 123 10,700 SH DEF 6 10,500 200
REPUBLIC BANCORP INC-KY CL A COM 760281204 53 4,500 SH DEF 12 4,500
REPUBLIC BANCORP INC-MICH COM 760282103 22 1,500 SH DEF 12 1,500
REPUBLIC BANCORP COM 760282103 8,186 562,971 SH DEF 6 559,971 3,000
REPUBLIC FIRST BNCP COM 760416107 546 84,200 SH DEF 6 82,500 1,700
REPUBLIC SERVICES, INC. COM 760759100 18,071 947,599 SH DEF 8 947,599
REPUBLIC SERVICES, INC. COM 760759100 126,487 6,632,800 SH DEF 10 6,632,800
REPUBLIC SERVICES INC COM 760759100 777 40,749 SH DEF 12 40,749
REPUBLIC SERVICES, INC. COM 760759100 57,210 3,000,000 SH DEF 14 3,000,000
REPUBLIC SVCS INC COM 760759100 8 360 SH DEF 6 360
REPUBLIC SERVICES INC CL A COM 760759100 1,861 97,600 SH DEF 3 95,600 2,000
RESEARCH FRONTIERS INC COM 760911107 13 900 SH DEF 12 900
RESEARCH IN MOTION LIMITED COM 760975102 5,730 503,517 SH DEF 8 503,517
RESEARCH IN MOTION LIMITED COM 760975102 29,588 2,600,000 SH DEF 10 2,600,000
***RESEARCH IN MOTION LTD COM 760975102 214 18,780 SH DEF 12 18,780
RESEARCH IN MOTION LIMITED COM 760975102 22,760 2,000,000 SH DEF 14 2,000,000
RESMED INC COM 761152107 9 300 SH DEF 12 300
RESOLUTION FDG CORP FED BOOK CONV 76116EBE9 948 10,000 PRN DEF 12 10,000
RESOLUTION FDG CORP FED BOOK CONV 76116EEN6 188 2,000 PRN DEF 12 2,000
RESOLUTION FDG CORP FED BOOK CONV 76116EEQ9 6,443 72,000 PRN DEF 12 72,000
RESOLUTION FDG CORP FED BOOK CONV 76116EES5 3,666 43,000 PRN DEF 12 43,000
RESOLUTION FDG CORP FEDL CONV 76116EHC7 2,581 104,000 PRN DEF 12 104,000
RESORTQUEST INTERNATIONAL INC COM 761183102 3 600 SH DEF 12 600
RESORTQUEST INTL INC COM 761183102 1,666 260,300 SH DEF 6 250,900 9,400
RESOURCE AMERICA INC CL A 761195205 727 63,300 SH DEF 6 63,300
RESOURCE BANKSHARES CORP COM 76121R104 20 1,000 SH DEF 12 1,000
RESPIRONICS INC COM 761230101 13,392 393,305 SH DEF 3 349,805 43,500
RETEK INC COM 76128Q109 177 7,300 SH DEF 3 7,300
REUNION INDUSTRIES INC COM 761312107 3 22,700 SH DEF 12 22,700
REUTERS GROUP PLC SPON ADR ADR 76132M102 39 1,203 SH DEF 2 1,178 25
REUTERS GROUP PLC ADR COM 76132M102 4,252 130,345 SH DEF 6 119,258 11,455
REVLON INC-CL A COM 761525500 4 800 SH DEF 12 800
REX HIDE INC COM 761576107 87 6,200 SH DEF 12 6,200
REX STORES CORP. COM 761624105 62 4,500 SH DEF 2 4,500
REX STORES CORP COM 761624105 3,055 188,448 SH DEF 6 181,248 7,200
REYNOLDS & REYNOLDS CL A 761695105 5 150 SH DEF 6 150
REYNOLDS & REYNOLDS COMPANY COM 761695105 42 1,496 SH DEF 2 1,496
REYNOLDS & REYNOLDS CO CL A COM 761695105 612 21,900 SH DEF 5 21,900
REYNOLDS & REYNOLDS CO-CL A COM 761695105 162 5,812 SH DEF 12 5,812
REYNOLDS & REYNOLDS CO CL A COM 761695105 9,091 325,270 SH DEF 3 294,770 30,500
REYNOLDS R J TOB HLDGS INC COM 76182K105 15 280 SH DEF 2 280
REYNOLDS R J TOB HOLDINGS INC COM 76182K105 126 2,346 SH DEF 12 2,346
RJ REYNOLDS TOBACCO HLDGS COM 76182K105 207 3,850 SH DEF 3 3,850
RHEOMETRICS SCIENTIFIC INC COM 762073104 3 5,000 SH DEF 12 5,000
RIBAPHARM INC COM 762537108 11,248 1,097,350 SH DEF 6 968,150 129,200
RIBAPHARM INC COM 762537108 315 34,700 SH DEF 3 34,700
RICHARDSON ELECTRS COM 763165107 944 84,900 SH DEF 6 84,900
LES MINES RICHMONT COM 76547T106 8 2,500 SH DEF 12 2,500
RIGEL PHARMACEUTICALS, INC. COM 766559108 41 11,200 SH DEF 2 11,200
RIGGS NATIONAL CORP COM 766570105 49 3,300 SH DEF 12 3,300
RIGHT MANAGEMENT CONSULTANTS COM 766573109 2,534 96,340 SH DEF 3 90,890 5,450
RIMAGE CORP COM 766721104 85 10,100 SH DEF 6 9,700 400
RIO TINTO PLC - SPONSORED ADR ADR 767204100 588 7,940 SH DEF 2 7,940
RIO TINTO LTD ADR SPO COM 767204100 4,192 56,261 SH DEF 6 55,862 1,180
RITE AID CORP. COM 767754104 32 13,500 SH DEF 2 13,500
RITE AID CORP COM 767754104 246 104,825 SH DEF 12 104,825
RIVERSTONE NETWORKS INC COM 769320102 94 30,000 SH DEF 5 30,000
RIVERSTONE NETWORKS, INC. COM 769320102 3,848 1,229,400 SH DEF 8 1,229,400
RIVERSTONE NETWORKS, INC. COM 769320102 21,559 6,887,800 SH DEF 10 6,887,800
RIVERSTONE NETWORKS INC COM 769320102 158 50,532 SH DEF 12 50,532
RIVERSTONE NETWORKS, INC. COM 769320102 18,154 5,800,000 SH DEF 14 5,800,000
RIVERSTONE NETWORKS COM 769320102 3,456 979,060 SH DEF 6 938,460 40,600
RIVIANA FOODS INC. COM 769536103 1,279 50,450 SH DEF 7 50,450
ROADHOUSE GRILL INC COM 769725102 2 9,500 SH DEF 12 9,500
ROADWAY CORPORATION COM 769742107 17 475 SH DEF 12 475
ROADWAY CORP COM 769742107 5,625 175,659 SH DEF 6 170,659 5,000
ROADWAY EXPRESS IN COM 769742107 11,134 309,890 SH DEF 3 265,190 44,700
ROANOKE ELECTRIC STEEL CORP COM 769841107 16 1,012 SH DEF 12 1,012
ROANOKE ELEC STEEL COM 769841107 273 19,850 SH DEF 6 19,050 800
ROBBINS & MYERS INC COM 770196103 3,252 134,900 SH DEF 6 131,000 3,900
ROBERT HALF INTERNATIONAL INC COM 770323103 149 6,393 SH DEF 12 6,393
ROBOTIC VISION SYS INC COM 771047101 142 154500 SH DEF 154500
ROBOTIC VISION SYSTEMS INC COM 771074101 49 52,750 SH DEF 12 52,750
ROCHE HOLDING AG ADR 771195104 159 2,100 SH DEF 2 2,100
ROCHE HLDG LTD SPONSO COM 771195104 2,753 36,155 SH DEF 6 36,310 705
ROCHESTER GAS & ELECTRIC CORP. PFD 771367208 1 20 SH DEF 2 20
ROCK-TENN CO CL A 772739207 7,852 422,600 SH DEF 6 407,300 15,300
ROCK-TENN COMPANY COM 772739207 4,635 252,600 SH DEF 3 234,200 18,400
ROCKFORD CORP COM 77316P101 451 49,400 SH DEF 6 49,400
ROCKWELL INTERNATIONAL CORP. COM 773903109 24 1,224 SH DEF 2 1,224
ROCKWELL INTL CORP NEW COM 773903109 371 18,560 SH DEF 5 18,000 560
ROCKWELL AUTOMATION INC COM 773903109 180 8,995 SH DEF 12 8,995
ROCKWELL COLLINS, INC. COM 774341101 34 1,224 SH DEF 2 1,224
ROCKWELL COLLINS COM 774341101 509 18,560 SH DEF 5 18,000 560
ROCKWELL COLLINS INC, COM 774341101 1,072 39,100 SH DEF 9 39,100
ROCKWELL COLLINS INC COM 774341101 199 7,240 SH DEF 12 7,240
ROFIN SINAR TECHNOLOGIES INC COM 775043102 176 19300 SH DEF 19300
ROFIN SINAR TECH INC COM 775043102 817 78,600 SH DEF 6 73,500 5,100
***ROGERS COMMUNICATIONS INC COM 775109200 2 179 SH DEF 12 179
ROGERS CORP COM 775133101 27 1,000 SH DEF 12 1,000
***ROGERS WIRELESS COM 775315104 1 150 SH DEF 12 150
ROHM & HAAS COM 775371107 256 6,325 SH DEF 2 6,325
ROHM & HAAS CO COM 775371107 126 3,101 SH DEF 12 3,101
ROHM & HAAS CO COM 775371107 4 100 SH DEF 6 100
ROLLS-ROYCE PLC S.A. ADR 775781206 2 130 SH DEF 2 130
ROPER INDUSTRIES INC NEW COM 776696106 27 714 SH DEF 12 714
ROPER INDUSTRIES INC COM 776696106 165 4,420 SH DEF 3 4,420
ROSLYN BANCORP COM 778162107 26 1207 SH DEF 4 1207
ROSLYN BANCORP INC COM 778162107 4 190 SH DEF 6 190
ROSLYN BANCORP INC COM COM 778162107 25,968 1,189,560 SH DEF 3 1,059,560 130,000
ROSS STORES INC COM 778296103 754 18,495 SH DEF 12 18,495
ROSS STORES INC COM NASD INDL COM 778296103 21,709 532,740 SH DEF 3 513,640 19,100
ROSTELKOM SPONSORED ADR COM 778529107 2,213 368,800 SH DEF 3 368,800
ROUSE CAPITAL-9.25% CUM QTRLY PFD 779272202 1,575 62,504 SH DEF 12 62,504
ROUSE CO ADR 779273101 109 3,292 SH DEF 9 3,292
ROUSE CO COM 779273101 1,061 32,153 SH DEF 12 32,153
ROUSE CO COM 779273101 31 925 SH DEF 6 925
ROUSE CO. REIT 779273101 40 800 SH DEF 15 800
ROUSE CO-CONV PFD SER B PFD 779273309 75 1,600 SH DEF 12 1,600
ROWAN COMPANIES INC COM 779382100 97 4,538 SH DEF 12 4,538
ROWAN COS INC COM 779382100 5 200 SH DEF 6 200
THE ROWE COMPANIES COM 779528108 15 5,200 SH DEF 12 5,200
***ROYAL GROUP TECHNOLOGIES COM 779915107 112 5,350 SH DEF 12 5,350
ROXIO INC COM 780008108 8 1,066 SH DEF 12 1,066
ROXIO INC COM 780008108 3,833 532,300 SH DEF 3 483,500 48,800
ROYAL & SUN ALLIANCE INSURANCE GRADRLC 78004V202 1 50 SH DEF 2 50
ROYAL APPLIANCE MFG COM 780076105 1,420 213,600 SH DEF 6 206,600 7,000
ROYAL BANCSHARES PA CL A 780081105 835 40,800 SH DEF 6 40,800
BANQUE ROYALE DU CANADA COM 780087102 1,717 49,335 SH DEF 12 49,335
THE ROYAL BANK OF SCOTLAND GRP PLPFDFD 780097507 13 500 SH DEF 2 500
***ROYAL BANK OF SCOTLAND PFD 780097507 937 35,175 SH DEF 12 35,175
ROYAL DUTCH PETROLEUM CO ADR ADR 780257804 4,466 80,812 SH DEF 2 76,465 4,347
ROYAL DUTCH PETROLEUM CO ADR ADR 780257804 605 10,949 SH DEF 7 10,949
ROYAL DUTCH PETROLEUM CO ADR ADR 780257804 1,517 27,444 SH DEF 9 2,284 25,160
ROYAL DUTCH PETE CO NY REG GLD COM 780257804 858 15,530 SH DEF 1 1,675 13,855
ROYAL DUTCH PETRO-NY SHARES COM 780257804 1,185 21440 SH DEF 4 21440
ROYAL DUTCH PETROLEUM CO COM 780257804 882 15,955 SH DEF 5 15,850 105
ROYAL DUTCH PETE CO COM 780257804 358 6,478 SH DEF 11 5,558 920
***ROYAL DUTCH PETROLEUM CO COM 780257804 6,591 119,254 SH DEF 12 119,254
ROYAL DUTCH PETROLEUM CO. NY REG NY REG GL780257804 562 6,700 SH DEF 15 6,700
ROYAL DUTCH PETE CO NY REG GLD1.2COM 780257804 11,713 211,919 SH DEF 3 178,119 33,800
ROYAL GOLD INC COM 780287108 12 900 SH DEF 12 900
***ROYAL OAK MINES INC COM 78051D105 1 202,625 SH DEF 12 202,625
ROYALE ENERGY INC COM 78074G200 150 23,575 SH DEF 6 22,425 1,150
ROYCE FOCUS TRUST INC UNIT 78080N108 45 6,500 SH DEF 12 6,500
ROYCE VALUE TRUST INC UNIT 780910105 4,433 267,870 SH DEF 12 267,870
ROYCE VALUE TRUST INC PFD 780910204 60 2,300 SH DEF 12 2,300
ROYCE VALUE TRUST TR INC PFD PFD 780910303 10 400 SH DEF 12 400
ROYCE MICRO-CAP TRUST INC UNIT 780915104 95 8,145 SH DEF 12 8,145
ROYAL PRECISION INC COM 780921102 1 2,000 SH DEF 2 2,000
RUBY TUESDAY INC. COM 781182100 71 3,680 SH DEF 2 3,680
RUBY TUESDAY INC COM 781182100 755 38,922 SH DEF 12 38,922
RUBY TUESDAY INC COM 781182100 4 200 SH DEF 3 200
RUDDICK CORP COM 781258108 105 6,200 SH DEF 12 6,200
RUDOLPH TECHNOLOGIES INC COM 781270103 5,452 218,700 SH DEF 3 207,500 11,200
RUSH ENTERPRISES INC COM 781846100 448 43,200 SH DEF 6 43,200
RUSS BERRIE & CO COM 782233100 1,493 43,700 SH DEF 6 43,700
RUSSELL CORP COM 782352108 5,182 280,400 SH DEF 6 275,000 5,400
RUSSELL CORP COM COM 782352108 405 21,050 SH DEF 3 21,050
RYANS FAMILY STEAK HOUSES INC COM 783519101 44 3,330 SH DEF 12 3,330
RYANS FAMILY STEAK COM 783519101 15,319 877,350 SH DEF 6 844,350 33,000
RYANS FAMILY STEAK HOUSE INC COMCOMASD 783519101 4,250 321,730 SH DEF 3 262,880 58,850
RYDER SYSTEM INC COM 783549108 90 3,330 SH DEF 12 3,330
RYDER SYS INC COM 783549108 1 50 SH DEF 6 50
RYDER SYS INC COM COM 783549108 767 28,300 SH DEF 3 25,200 3,100
RYLAND GROUP INC COM 783764103 65 1,308 SH DEF 12 1,308
RYLAND GROUP INC COM 783764103 15,023 278,200 SH DEF 6 270,800 7,400
RYLAND GROUP INC COM COM 783764103 22,988 462,070 SH DEF 3 407,070 55,000
S & K FAMOUS BRANDS INC COM 783774102 6 500 SH DEF 12 500
S&K FAMOUS BRANDS COM 783774102 720 54,500 SH DEF 6 52,300 2,200
S & T BANCORP INC COM 783859101 24 900 SH DEF 12 900
S & T BANCORP INC COM 783859101 5,561 220,831 SH DEF 6 216,831 4,000
SBC COMMUNICATIONS, INC. COM 78387G103 1,199 39,312 SH DEF 1 3,215 36,097
SBC COMMUNICATIONS INC. COM 78387G103 13,865 454,583 SH DEF 2 441,407 13,176
SBC COMMUNICATIONS COM 78387g103 78 2542 SH DEF 4 2542
SBC COMMUNICATIONS INC COM 78387G103 3,533 115,831 SH DEF 5 101,674 14,157
SBC COMMUNICATIONS INC. COM 78387G103 95 3,100 SH DEF 7 3,100
SBC COMMUNICATIONS INC. COM 78387G103 508 16,640 SH DEF 9 3,000 13,640
SBC COMMUNICATIONS INC. COM 78387G103 2,593 85,000 SH DEF 10 85,000
SBC COMMUNICATIONS INC COM 78387G103 1,488 48,774 SH DEF 11 43,692 4,083 999
SBC COMMUNICATIONS INC COM 78387G103 9,494 311,290 SH DEF 12 311,290
SBC COMMUNICATIONS COM 78387G103 3,885 83,874 SH DEF 15 83,874
SBC COMMUNICATIONS, I COM 78387G103 5,818 170,895 SH DEF 6 161,895 9,677
SBC COMMUNICATIONS COM 78387G103 422 14,000 SH DEF 14,000
SBC COMMUNICATIONS INC COM 78387G103 42,111 1,380,690 SH DEF 3 1,326,194 54,496
SBC COMMUNICATIONS INC PFD 78387G301 706 27,950 SH DEF 12 27,950
SBS TECHNOLOGIES INC COM 78387P103 1 100 SH DEF 12 100
SBA COMMUNICATIONS CORP COM 78388J106 7 5,200 SH DEF 12 5,200
SCP POOL CORP COM 784028102 68 2,435 SH DEF 12 2,435
SCMP GROUP LTD SPONSO COM 78402H102 5,981 2,045,957 SH DEF 6 1,778,228 268,230
SEI INVESTMENTS CO COM 784117103 5 187 SH DEF 12 187
SFBC INTL INC COM 784121105 54 3,225 SH DEF 12 3,225
SFBC INTL INC COM 784121105 405 24,130 SH DEF 3 22,830 1,300
SI DIAMOND TECHNOLOGY INC COM 784249104 8 20,000 SH DEF 12 20,000
SJG CAPITAL TRUST-8.35% PFD PFD 78427Q202 5 200 SH DEF 12 200
SK TELECOM CO., LTD. SPONSORED ADADR 78440P108 1 58 SH DEF 2 58
SK TELECOM LTD ADR SP COM 78440P108 1,829 73,745 SH DEF 6 54,380 19,430
SK TELECOM ADR ADR 78440P108 5,579 225,066 SH DEF 3 225,066
SL GREEN REALTY CORP COM 78440X101 4 100 SH DEF 12 100
SLM CORPORATION COM 78442P106 247 2,550 SH DEF 2 2,550
SLM CORP COM 78442p106 21 215 SH DEF 4 215
SLM CORPORATION COM 78442P106 345 3,560 SH DEF 12 3,560
SLM CORPORATION PFD 78442P205 15 300 SH DEF 12 300
SNTL CORPORATION COM 78461S106 11 60,000 SH DEF 12 60,000
SPS TECHNOLOGIES INC COM 784626103 23 600 SH DEF 12 600
SPS TECHNOLOGIES INC COM 784626103 8,186 223,600 SH DEF 6 218,600 5,000
STANDARD & POORS DEP RECEIPTS COM 78462F103 75 759 SH DEF 2 759
S&P 500 SPIDERS COM 78462F103 2,877 29077 SH DEF 4 29077
STANDARD & POOR'S DEPOSITARY R COM 78462F103 247 2,500 SH DEF 5 2,500
STANDARD & POORS DEP RECEIPTS COM 78462F103 277 2,800 SH DEF 7 2,800
STANDARD & POORS DEPOSITORY COM 78462F103 3,763 38,023 SH DEF 12 38,023
S & P "SPDR'S" UNIT SER 78462F103 790 5,240 SH DEF 15 5,240
SPSS INC COM 78462K102 117 7,506 SH DEF 12 7,506
SPX CORP COM 784635104 207 1,760 SH DEF 9 1,760
SPX CORP COM 784635104 87 740 SH DEF 12 740
SPX CORP COM COM 784635104 776 6,600 SH DEF 3 3,500 3,100
S1 CORP COM 78463B101 24 3,300 SH DEF 12 3,300
SECURITY FIRST CORP COM 78463B101 1,354 183,200 SH DEF 3 183,200
SSBH CAPITAL I-7.20% CUM TRUST PFD 784646200 191 7,700 SH DEF 12 7,700
SRA INTERNATIONAL INC COM 78464R105 11 400 SH DEF 12 400
SRA INTERNATIONAL INC COM 78464R105 11 400 SH DEF 3 400
SM&A COM 78465D105 26 6,900 SH DEF 12 6,900
SVT INC COM 784878100 2 500 SH DEF 12 500
SABA SOFTWARE INC COM 784932105 3 1,000 SH DEF 12 1,000
S Y BANCORP INC COM 785060104 88 2,152 SH DEF 12 2,152
SABRE HOLDING CORP CL A 785905100 1,465 37,178 SH DEF 6 37,178
SABRE HOLDINGS CORP CL A COM 785905100 84 2,336 SH DEF 12 2,336
SAFECO CORP COM 786429100 713 23,095 SH DEF 12 23,095
SAFECO CORP COM 786429100 11 330 SH DEF 6 330
SAFECO CORP COM NASD BK INS COM 786429100 1,609 52,100 SH DEF 3 50,500 1,600
SAFEGUARD SCIENTIFICS INC. COM 786449108 8 4,000 SH DEF 2 4,000
SAFEGUARD SCIENTIFICS INC COM 786449108 41 20,340 SH DEF 12 20,340
SAFENET INC COM 78645R107 22 1,600 SH DEF 12 1,600
SAFEWAY INC. COM 786514208 9,150 313,457 SH DEF 2 307,779 5,678
SAFEWAY INC NEW COM 786514208 2,875 98,490 SH DEF 5 77,300 21,190
SAFEWAY INC. COM 786514208 4 134 SH DEF 7 134
SAFEWAY INC COM 786514208 392 13,423 SH DEF 11 8,559 1,215 3,649
SAFEWAY INC COM 786514208 2,754 94,335 SH DEF 12 94,335
SAFEWAY INC COM 786514208 135 3,050 SH DEF 15 3,050
SAFEWAY INC COM NEW COM 786514208 8 275 SH DEF 6 275
SAFLINK CORP COM 786578302 8 3,142 SH DEF 12 3,142
SAGA COMMUNICATIONS INC-CL A COM 786598102 15 656 SH DEF 12 656
ST FRANCIS CAP CORP COM 789374105 3,451 145,900 SH DEF 6 141,000 4,900
ST JOE CO COM 790148100 1,034 34,450 SH DEF 12 34,450
ST JOE CORP COM COM 790148100 3,491 116,300 SH DEF 3 107,700 8,600
ST JUDE MEDICAL INC. COM 790849103 778 10,540 SH DEF 2 10,540
ST JUDE MEDICAL INC COM 790849103 267 3,610 SH DEF 12 3,610
ST. JUDE MEDICAL INC. COM 790849103 336 3,000 SH DEF 15 3,000
ST JUDE MED INC COM NASD INDL COM 790849103 25,375 343,600 SH DEF 3 337,300 6,300
ST. MARY LAND & EXPLORATION COM 792228108 321 13,400 SH DEF 2 13,400
ST MARY LAND & EXPLORATION CO COM 792228108 12 500 SH DEF 12 500
ST MARY LAND & EXPLO COM 792228108 77 3,210 SH DEF 3 3,210
ST. PAUL COMPANIES INC. COM 792860108 128 3,300 SH DEF 2 3,300
ST PAUL COMPANIES INC COM 792860108 200 5,127 SH DEF 12 5,127
ST PAUL COS INC COM 792860108 425 9,980 SH DEF 6 9,980
SAKS INC COM 79377W108 14 1,055 SH DEF 12 1,055
SAKS INCORPORATED COM 79377W108 971 75,600 SH DEF 3 75,600
SALANT CORP NEW COM 794004200 1 364 SH DEF 12 364
SALOMON BROTHERS HIGH INCOME UNIT 794907105 150 14,821 SH DEF 12 14,821
SALOMON BROTHERS FUND INC UNIT 795477108 148 13,875 SH DEF 12 13,875
SALOMON BROTHERS HIGH INCOME UNIT 79547Q106 9 1,000 SH DEF 12 1,000
SALOMON BROTHERS 2008 WORLD- UNIT 79548R103 204 20,100 SH DEF 12 20,100
SALOMON BROTHERS WORLDWIDE UNIT 79548T109 197 15,600 SH DEF 12 15,600
SALTON INC. COM 795757103 7 500 SH DEF 2 500
SALTON INC COM 795757103 15 1,040 SH DEF 12 1,040
SALTON INC COM 795757103 2,275 158,900 SH DEF 6 154,900 4,000
SAN DIEGO GAS & ELEC 4.40% PFD PFD 797440203 5 400 SH DEF 12 400
SAN JUAN BASIN ROYALTY TR-UBI COM 798241105 153 13,800 SH DEF 12 13,800
SAN PAOLO-IMI S P A ADR 799175104 411 20,488 SH DEF 2 19,591 897
SANCHEZ COMPUTER ASSOCIATES COM 799702105 132 29,620 SH DEF 12 29,620
SANDISK CORP. COM 80004C101 2 165 SH DEF 2 165
SANDISK CORP COM 80004C101 30 2,385 SH DEF 12 2,385
SANDY SPRING BANCORP INC COM 800363103 1,396 43,411 SH DEF 12 43,411
SANDY SPRING CAP TR I PFD 800365207 485 18,405 SH DEF 12 18,405
SANFILIPPO JOHN B COM 800422107 596 85,900 SH DEF 6 83,700 2,200
SANGAMO BIOSCIENCES INC COM 800677106 50 8,500 SH DEF 12 8,500
SANMINA-SCI CORP. COM 800907107 123 19,500 SH DEF 1 6,000 13,500
SANMINA-SCI CORPORATION. COM 800907107 33 5,304 SH DEF 2 5,304
SANMINA CORP COM 800907107 242 38,355 SH DEF 5 37,619 736
SANMINA-SCI CORP COM 800907107 119 18,876 SH DEF 12 18,876
SANGSTAT MED CORP COM COM 801003104 3,360 146,230 SH DEF 3 138,130 8,100
SAP AG SPONSORED ADR ADR 803054204 16 660 SH DEF 2 660
SAPIENT CORP COM 803062108 1 1,277 SH DEF 12 1,277
SAPPI LTD ADR SPON NE COM 803069202 32,213 2,218,814 SH DEF 6 2,176,594 42,305
SARA LEE CORP. COM 803111103 328 15,895 SH DEF 2 15,895
SARA LEE CORP COM COM 803111103 686 33,244 SH DEF 5 33,244
SARA LEE CORP. COM 803111103 2,017 97,712 SH DEF 9 1,150 96,562
SARA LEE CORP COM 803111103 253 12,250 SH DEF 11 9,600 2,650
SARA LEE CORP COM 803111103 4,092 198,264 SH DEF 12 198,264
SARA LEE CORP COM 803111103 27,075 1,295,441 SH DEF 6 1,239,301 56,336
SATCON TECHNOLOGY CORP COM 803893106 2 1,150 SH DEF 12 1,150
SAUCONY INC CL A 804120103 360 52,200 SH DEF 6 51,000 1,200
SAUCONY INC-CL A COM 804120103 2 300 SH DEF 12 300
SAUL CENTERS INC COM 804395101 551 21,275 SH DEF 12 21,275
SCANA CORP NEW COM 80589M102 229 7,414 SH DEF 11 4,812 2,602
SCANA CORPORATION NEW COM 80589M102 1,933 62,603 SH DEF 12 62,603
SCANA CORPORATION COM 80589M102 7 220 SH DEF 6 220
SCANA CORP COM COM 80589M102 3,853 124,810 SH DEF 3 121,910 2,900
SCANSOURCE INC COM 806037107 28 450 SH DEF 12 450
SCANSOURCE INC COM COM 806037107 88 1,440 SH DEF 3 1,440
SCANSOFT INC COM 80603P107 12 1,557 SH DEF 12 1,557
HENRY SCHEIN INC COM 806407102 22 500 SH DEF 12 500
HENRY SCHEIN INC COM 806407102 17,048 383,100 SH DEF 3 364,300 18,800
SCHERING A G SPONS ADR COM 806585204 196 3,305 SH DEF 6 3,120 185
SCHERING-PLOUGH CORP. COM 806605101 4,910 199,610 SH DEF 1 67,760 131,850
SCHERING-PLOUGH CORP. COM 806605101 4,743 192,793 SH DEF 2 185,918 6,875
SCHERING-PLOUGH COM 806605101 4,598 186930 SH DEF 4 186930
SCHERING PLOUGH CORP COM COM 806605101 1,097 44,611 SH DEF 5 38,236 6,375
SCHERING-PLOUGH CORP. COM 806605101 231 9,403 SH DEF 9 9,403
SCHERING-PLOUGH CORP COM 806605101 412 16,732 SH DEF 11 15,420 1,125 187
SCHERING PLOUGH CORP COM 806605101 12,831 521,573 SH DEF 12 521,573
SCHERING-PLOUGH CORP. COM 806605101 7,655 204,900 SH DEF 15 204,900
SCHERING PLOUGH CORP COM 806605101 1,608 60,800 SH DEF 6 60,800
SCHERING PLOUGH CORP COM COM 806605101 4,540 184,554 SH DEF 3 177,454 7,100
SCHLOTZSKYS INC COM 806832101 30 6,400 SH DEF 6 6,400
SCHLUMBERGER LTD. COM 806857108 400 8,600 SH DEF 1 900 7,700
SCHLUMBERGER LIMITED COM 806857108 8,126 174,761 SH DEF 2 170,111 4,650
SCHLUMBERGER LTD COM COM 806857108 3,112 66,931 SH DEF 5 54,591 12,340
SCHLUMBERGER LIMITED COM 806857108 1,244 26,749 SH DEF 9 26,749
SCHLUMBERGER LTD COM 806857108 647 13,909 SH DEF 11 8,451 3,385 2,073
***SCHLUMBERGER LTD COM 806857108 5,359 115,255 SH DEF 12 115,255
SCHLUMBERGER LTD. COM 806857108 3,672 52,000 SH DEF 15 52,000
SCHLUMBERGER LTD COM 806857108 3,357 65,000 SH DEF 6 65,000
SCHLUMBERGER COM 806857108 210 4,400 SH DEF 4,400
SCHLUMBERGER LTD COM COM 806857108 820 17,636 SH DEF 3 14,936 2,700
SCHOLASTIC CORP COM 807066105 6 150 SH DEF 12 150
SCHOOL SPECIALTY INC COM 807863105 2 92 SH DEF 12 92
SCHUFF INTL INC COM 808156103 232 88,700 SH DEF 6 86,400 2,300
A SCHULMAN INC COM 808194104 200 9,321 SH DEF 12 9,321
SCHWAB CHARLES CORP. COM 808513105 3,111 277,808 SH DEF 2 271,808 6,000
SCHWAB CHARLES CORP. COM 808513105 723 64,536 SH DEF 9 64,536
CHARLES SCHWAB CORP NEW COM 808513105 898 80,217 SH DEF 12 80,217
SCHWAB (CHARLES) CORP COM 808513105 56 3,300 SH DEF 15 3,300
SCHWEITZER-MAUDUIT INTL COM 808541106 1 40 SH DEF 2 40
SCHWEITZER-MAUDUIT COM 808541106 7,699 271,000 SH DEF 6 263,500 7,500
SCICLONE PHARMACEUTICALS INC COM 80862K104 95 47,300 SH DEF 12 47,300
SCIENTIFIC-ATLANTA INC. COM 808655104 156 9,500 SH DEF 2 8,500 1,000
SCIENTIFIC-ATLANTA INC. COM 808655104 15 900 SH DEF 4 900
SCIENTIFIC ATLANTA INC COM 808655104 723 43,953 SH DEF 12 43,953
SCIENTIFIC ATLANTA COM 808655104 449 23,085 SH DEF 6 23,085
SCIENTIFIC GAMES CORP COM 80874P109 248 31,200 SH DEF 12 31,200
SCIENTIFIC GAMES CORP - A COM 80874P109 484 61,000 SH DEF 3 61,000
SCIOS INC COM 808905103 99 3,239 SH DEF 12 3,239
SCIQUEST INC COM 80908Q107 4 5,500 SH DEF 12 5,500
***SCITEX CORP LTD COM 809090103 12 5,565 SH DEF 12 5,565
THE SCOTTS CO CLASS A COM 810186106 250 5,500 SH DEF 2 4,000 1,500
SCOTT'S COM 810186106 91 2000 SH DEF 4 2000
SCOTTS CO-CL A COM 810186106 73 1,600 SH DEF 12 1,600
SCREAMINGMEDIA INC COM 810883108 19 12,000 SH DEF 12 12,000
SCRIPPS CO E W CL A COM 811054204 216 2,800 SH DEF 2 2,800
E W SCRIPPS CO NEW-CL A COM 811054204 69 900 SH DEF 12 900
SCUDDER HIGH INCOME TR UNIT 811153105 132 22,100 SH DEF 12 22,100
SCUDDER GLOBAL HIGH INCOME UNIT 81115E101 3 500 SH DEF 12 500
SCUDDER INTER GOVT TR UNIT 811163104 106 15,228 SH DEF 12 15,228
SCUDDER NEW ASIA FUND INC UNIT 811183102 23 2,500 SH DEF 12 2,500
SCUDDER MULTI-MARKET INCOME TR UNIT 81118Q101 121 15,926 SH DEF 12 15,926
SCUDDER STRATEGIC MUN INCOME UNIT 811234103 66 5,650 SH DEF 12 5,650
***SEA CONTAINERS LTD COM 811371103 9 632 SH DEF 12 632
***SEA CONTAINERS LTD-CL A COM 811371707 60 4,142 SH DEF 12 4,142
SEABULK INTL INC COM 81169P101 45 5,754 SH DEF 12 5,754
SEACOAST BKG CORP FL CL A 811707108 442 8,600 SH DEF 6 7,500 1,100
SEACOAST BANKING CORP FLA COM 811707306 739 12,800 SH DEF 7 12,800
SEACOAST BANKING CORPORATION COM 811707306 1,815 31,443 SH DEF 12 31,443
SEACOAST FINANCIAL SERVICES COM 81170Q106 75 3,000 SH DEF 12 3,000
SEACOAST CAPITAL TRUST I PFD 81170U206 368 14,500 SH DEF 12 14,500
JOS E. SEAGRAM & SONS INC 8% PFD 811845205 73 3,047 SH DEF 12 3,047
SEACOR HOLDINGS, INC. COM 811904101 4,950 104,550 SH DEF 7 104,550
SEACOR SMIT INC COM 811904101 15,881 326,100 SH DEF 6 319,000 7,100
SEACOR SMIT INC COM COM 811904101 7,739 163,450 SH DEF 3 151,700 11,750
SEALED AIR CORP. COM 81211K100 68 1,700 SH DEF 2 1,700
SEALED AIR CORP COM COM 81211K100 201 5,000 SH DEF 5 5,000
SEALED AIR CORP NEW COM 81211K100 188 4,662 SH DEF 12 4,662
SEALED AIR CORP COM COM 81211K100 7,313 181,600 SH DEF 3 173,200 8,400
SEALED AIR CORP NEW-$2 CONV PFD 81211K209 7 166 SH DEF 12 166
SEARIVER MARITIME FINL HLDG CONV 812293AB4 8,977 162,000 PRN DEF 12 162,000
SEARS ROEBUCK & CO COM 812387108 128 2,352 SH DEF 2 2,352
SEARS ROEBUCK & CO COM COM 812387108 643 11,850 SH DEF 5 10,150 1,700
SEARS ROEBUCK & CO COM 812387108 1,190 21,922 SH DEF 12 21,922
SEARS ROEBUCK & CO COM 812387108 1,467 25,300 SH DEF 6 22,300 3,900
SEARS ROEBUCK & CO COM COM 812387108 8,740 160,950 SH DEF 3 152,750 8,200
SEARS ROEBUCK ACCEPTANCE CORP PFD 812404200 498 20,100 SH DEF 12 20,100
SEARS ROEBUCK ACCEPTANCE CORP PFD 812404309 10 400 SH DEF 12 400
SEARS ROEBUCK ACCEPTANCE CORP PFD 812404408 35 1,400 SH DEF 12 1,400
SEATTLE GENETICS INC COM 812578102 10 2,000 SH DEF 12 2,000
SEATTLE GENETICS INC. COM 812578102 39 7500 SH DEF 7500
SECOM CO LTD ADR ADR 813113206 20 200 SH DEF 2 200
SECOND BANCORP INC COM 813114105 328 12,900 SH DEF 6 12,900
SECTOR SPDR TRUST COM 81369Y100 13 559 SH DEF 12 559
SECTOR SPDR TRUST COM 81369Y209 20 730 SH DEF 12 730
SECTOR SPDR TRUST COM 81369Y308 27 1,194 SH DEF 12 1,194
SECTOR SPDR TRUST COM 81369Y407 1 39 SH DEF 12 39
SECTOR SPDR TRUST COM 81369Y506 22 843 SH DEF 12 843
SECTOR SPDR TRUST COM 81369Y605 178 7,086 SH DEF 12 7,086
SECTOR SPDR TRUST COM 81369Y704 2 75 SH DEF 12 75
SECTOR SPDR TRUST COM 81369Y803 652 41,219 SH DEF 12 41,219
SECTOR SPDR TRUST COM 81369Y886 3 132 SH DEF 12 132
SECURE COMPUTING CORP COM 813705100 16 2,082 SH DEF 12 2,082
SEDONA CORP PA COM 815677109 1 1,000 SH DEF 12 1,000
SEIBELS BRUCE GROUP INC NEW COM 816006209 1 507 SH DEF 12 507
SEITEL INC NEW COM 816074306 8 7,950 SH DEF 12 7,950
SEITEL INC COM 816074306 756 295,500 SH DEF 6 287,100 8,400
SELAS CORP AMER COM 816119101 110 45,700 SH DEF 6 45,700
SELECT MED CORP COM 816196109 8 500 SH DEF 12 500
SELECTIVE INSURANCE GROUP INC COM 816300107 8 300 SH DEF 12 300
SELIGMAN QUALITY MUNICIPAL UNIT 816343107 2 135 SH DEF 12 135
SEMICONDUCTOR HOLDRS TR COM 816636203 6 200 SH DEF 12 200
SEMOTUS SOLUTIONS INC COM 81684P107 1 2,700 SH DEF 12 2,700
SEMTECH CORP COM 816850101 1 44 SH DEF 12 44
SEMPRA ENERGY COM 816851109 497 22,448 SH DEF 12 22,448
SEMPRA ENERGY COM COM 816851109 11,069 500,115 SH DEF 6 474,010 26,270
SEMPRA ENERGY COM 816851109 20,481 925,500 SH DEF 3 885,700 39,800
SEMPRA ENERGY CAPITAL TRUST I PFD 81685Q203 78 3,000 SH DEF 12 3,000
SEMITOOL INC COM 816909105 1,163 86,800 SH DEF 6 83,600 3,200
SENIOR HIGH INCOME PORTFOLIO UNIT 81721E107 123 24,405 SH DEF 12 24,405
SENIOR HSG PPTYS TR COM 81721M109 2,703 172,149 SH DEF 12 172,149
SENIOR HSG PPTYS TR COM 81721M109 2,961 208,660 SH DEF 6 208,660
SENSIENT TECHNOLOGIES CORP COM 81725T100 32 1,400 SH DEF 2 1,400
SENSIENT TECHNOLOGIES CORP COM 81725T100 505 22,200 SH DEF 5 20,200 2,000
SENSIENT TECHNOLOGIES CORP COM 81725T100 845 37,145 SH DEF 12 37,145
SENSYTECH INC COM 81726S101 35 3,789 SH DEF 12 3,789
SEPRACOR INC. COM 817315104 5,430 568,600 SH DEF 8 568,600
SEPRACOR INC COM 817315104 100 10,474 SH DEF 12 10,474
SEROLOGICALS CORP COM 817523103 9,772 534,280 SH DEF 3 510,580 23,700
SERVICE CORP. INTERNATIONAL COM 817565104 36 7,500 SH DEF 2 7,500
SERVICE CORP INTERNATIONAL COM 817565104 442 91,564 SH DEF 12 91,564
SERVICE CORP INTL COM COM 817565104 1,607 385,450 SH DEF 6 362,450 23,400
SERVICEMASTER CO COM 81760N109 331 24,128 SH DEF 2 24,128
SERVICEMASTER CO (THE) COM 81760N109 3,840 279,854 SH DEF 12 279,854
SERVICEMASTER CO COM 81760N109 16 1,175 SH DEF 6 1,175
SERVICEMASTER CO COM COM 81760N109 1,817 132,400 SH DEF 3 132,400
7-ELEVEN INC COM 817826209 5 622 SH DEF 12 622
7 ELEVEN INC COM 817826209 5,958 722,450 SH DEF 6 701,720 1,180 20,255
SHARPER IMAGE COM 820013100 189 10,000 SH DEF 6 10,000
SHARPER IMAGE CORP COM 820013100 203 10,080 SH DEF 3 10,080
SHAW GROUP INC COM 820280105 1,157 37,690 SH DEF 12 37,690
SHAW GROUP INC COM 820280105 16,725 500,000 SH DEF 6 486,600 13,400
***SHAW COMMUNICATIONS INC PFD 82028K606 28 1,500 SH DEF 12 1,500
SHELBOURNE PROPERTIES I INC COM 821373107 1 12 SH DEF 12 12
SHELL TRANSPORT & TRADING PLC ADR 822703609 703 15,612 SH DEF 2 15,612
SHELL TRANSPORT & TRADING PLC ADR 822703609 14 300 SH DEF 7 300
***SHELL TRANSPORT & TRADING COM 822703609 121 2,694 SH DEF 12 2,694
SHENANDOAH TELECOMMUNICATIONS COM 82312B106 182 3,380 SH DEF 12 3,380
SHERWIN WILLIAMS CORP. COM 824348106 24 800 SH DEF 2 800
SHERWIN-WILLIAMS CO COM 824348106 1,283 42,875 SH DEF 5 36,875 6,000
SHERWIN WILLIAMS CO COM 824348106 2,660 88,875 SH DEF 12 88,875
SHERWIN WILLIAMS CO COM 824348106 13 400 SH DEF 6 400
SHERWIN WILLIAMS CO COM COM 824348106 5,318 177,670 SH DEF 3 177,670
SHIRE PHARMACEUTICALS COM 82481R106 5,176 197,105 SH DEF 6 171,605 25,940
SHOE CARNIVAL INC-IND COM 824889109 11 500 SH DEF 12 500
SHOE CARNIVAL INC COM 824889109 2,953 155,400 SH DEF 6 150,000 5,400
SHOE CARNIVAL INC COM 824889109 789 36,950 SH DEF 3 22,550 14,400
SHOPKO STORES INC COM 824911101 2 100 SH DEF 12 100
SHOPKO STORES INC COM 824911101 2,958 143,800 SH DEF 6 141,700 2,100
SHOP AT HOME INC NEW COM 825066301 1 500 SH DEF 12 500
SHORE BANCSHARES INC COM 825107105 249 11,845 SH DEF 12 11,845
SHURGARD STORAGE CENTERS INC COM 82567D104 615 17,709 SH DEF 12 17,709
SHURGARD STORAGE CENTER INC PFD 82567D203 35 1,400 SH DEF 12 1,400
SHURGARD STORAGE CENTERS INC PFD 82567D302 110 4,300 SH DEF 12 4,300
SIBNEFT-SPON ADR ADR 825731102 3,168 176,000 SH DEF 3 176,000
SICOR COM 825846108 39 2105 SH DEF 4 2105
SICOR INC COM 825846108 32 1,740 SH DEF 12 1,740
SICOR INC COM 825846108 39,874 2,150,690 SH DEF 3 2,076,590 74,100
SIEBEL SYSTEMS, INC. COM 826170102 7 513 SH DEF 2 440 73
SIEBEL SYSTEMS, INC. COM 826170102 7 500 SH DEF 7 500
SIEBEL SYSTEMS INC COM 826170102 405 28,499 SH DEF 12 28,499
SIEMENS A G SPONSORED COM 826197501 1,077 18,210 SH DEF 6 18,203 445
SIERRA HEALTH SERVICES INC COM 826322109 4 200 SH DEF 12 200
SIERRA HEALTH SVCS INC COM COM 826322109 9,062 405,440 SH DEF 3 340,340 65,100
SIERRA PACIFIC RESOURCES NEW COM 826428104 611 78,361 SH DEF 12 78,361
SIFCO INDS INC COM 826546103 316 57,500 SH DEF 6 56,300 1,200
SIGMA-ALDRICH CORP. COM 826552101 110 2,200 SH DEF 2 2,200
SIGMA ALDRICH CORP COM COM 826552101 316 6,300 SH DEF 5 6,200 100
SIGMA-ALDRICH CORP COM 826552101 1,548 30,870 SH DEF 12 30,870
SILICON LABORATORIES INC COM 826919102 235 8,700 SH DEF 3 8,700
SILGAN HLDGS INC COM 827048109 10,340 275,300 SH DEF 6 266,500 8,800
SILGAN HOLDINGS INC COM 827048109 10,843 268,120 SH DEF 3 229,020 39,100
SILICON STORAGE TECHNOLOGY INC COM 827057100 28 3,532 SH DEF 12 3,532
SILICON STGE TECH COM 827057100 1,306 120,900 SH DEF 6 119,800 1,100
SILICON VALLEY BANCSHARES COM 827064106 32 1,200 SH DEF 12 1,200
SILICON VY BANCSHARE COM 827064106 9,299 298,800 SH DEF 6 287,200 11,600
SILICONIX INC NEW COM 827079203 6 200 SH DEF 12 200
SILICONWARE PRECISION INDUSTRIES ADR 827084864 1,903 551,500 SH DEF 3 551,500
SILVER DINER INC COM 827655101 1 5,100 SH DEF 12 5,100
***SILVER STANDARD RESOURCES COM 82823L106 3 500 SH DEF 12 500
SILVERLEAF RESORTS INC COM 828395103 1 1,450 SH DEF 12 1,450
SIMMONS 1ST NATL COR CL A 828730200 2,125 61,500 SH DEF 6 58,800 2,700
SIMON PROPERTY GROUP INC COM 828806109 74 2,000 SH DEF 2 2,000
SIMON PROPERTY GROUP INC COM 828806109 1,514 41,100 SH DEF 9 41,100
SIMON PROPERTY GROUP INC COM 828806109 3,282 89,076 SH DEF 12 89,076
SIMON PPTY GROUP INC COM 828806109 530 10,500 SH DEF 15 10,500
SIMON PPTY GROUP INC PFD 828806604 71 2,700 SH DEF 12 2,700
SIMPLEX SOLUTIONS INC COM 828854109 4 300 SH DEF 12 300
SIMPSON MANUFACTURING CO INC COM 829073105 34 600 SH DEF 12 600
SIMTEK CORP COM 829204106 1 4,000 SH DEF 12 4,000
SINCLAIR BROADCAST GROUP INC COM 829226109 14 970 SH DEF 12 970
SINGAPORE FUND INC UNIT 82929L109 1 100 SH DEF 12 100
SINGAPORE TELECOMMUNICATIONS LTD ADR 82929R106 22 2,800 SH DEF 2 2,800
SINGER CO N V COM 82930F208 1 320 SH DEF 12 320
SINOPEC SHANGHAI - SPONS ADR ADR 82935M109 6 400 SH DEF 2 400
SIRIUS SATELLITE RADIO INC COM 82966U103 50 13,340 SH DEF 12 13,340
SITEL CORP COM 82980K107 8 2,650 SH DEF 12 2,650
SIX FLAGS INC COM 83001P109 38 2,600 SH DEF 12 2,600
SIX FLAGS INC COM 83001P109 1 50 SH DEF 6 50
SIX FLAGS INC PFD 83001P505 29 1,260 SH DEF 12 1,260
SIZELER PROPERTY INVESTORS INC COM 830137105 12 1,125 SH DEF 12 1,125
SKECHERS U S A INC CL A 830566105 6,517 300,200 SH DEF 6 291,800 8,400
SKECHERS USA INC COM 830566105 24 1,100 SH DEF 12 1,100
SKECHERS USA INC COM 830566105 1,020 47,190 SH DEF 3 45,190 2,000
SKILLSOFT CORP COM 83066P101 17 2,120 SH DEF 12 2,120
SKY FINANCIAL GROUP INC COM 83080P103 57 2,696 SH DEF 2 2,696
SKY FINANCIAL GROUP INC COM 83080P103 624 29,526 SH DEF 12 29,526
SKY FINL GROUP INC COM 83080P103 1 50 SH DEF 6 50
SKY FINANCIAL GROUP INC COM 83080P103 795 37,600 SH DEF 3 33,900 3,700
SKYWEST INC COM NASD INDL COM 830879102 6,254 267,400 SH DEF 3 225,450 41,950
SKYWORKS SOLUTIONS, INC. COM 83088M102 2 430 SH DEF 2 430
SKYWORKS SOLUTIONS INC COM 83088M102 43 7,705 SH DEF 12 7,705
SLIPPERY ROCK FINANCIAL CORP COM 831471107 8 500 SH DEF 12 500
SMALLCAP FUND INC TM COM 831680103 15 1,464 SH DEF 12 1,464
SMART & FINAL INC COM 831683107 4 500 SH DEF 12 500
SMEDVIG ASA ADR COM 83169H105 3,467 493,422 SH DEF 6 443,749 49,685
SMITH & WESSON HOLDING CORP COM 831756101 12 6,000 SH DEF 12 6,000
SMITH & WOLLENSKY RESTAURANT COM 831758107 54 9,500 SH DEF 12 9,500
SMITH & NEPHEW P L C COM 83175M205 2,330 40,851 SH DEF 6 35,738 5,667
A O SMITH CORP COM 831865209 20 630 SH DEF 12 630
SMITH INTL INC COM COM 832110100 2,005 29,400 SH DEF 3 25,400 4,000
SMITHFIELD FOODS INC COM 832248108 4,296 231,565 SH DEF 12 231,565
SMITHFIELD FOODS INC. COM 832248108 1,972 70,000 SH DEF 15 70,000
SMITHFIELD FOODS INC COM 832248108 3,096 168,250 SH DEF 6 168,250
THE J.M. SMUCKER COMPANY COM 832696405 1,078 31,598 SH DEF 2 31,419 179
JM SMUCKER CO COM 832696405 2 60 SH DEF 4 60
THE J.M. SMUCKER COMPANY COM 832696405 14 419 SH DEF 7 419
SMUCKER J M COMPANY COM 832696405 567 16,626 SH DEF 12 16,626
JM SMUCKER CO. COM 832696405 40 769 SH DEF 15 769
SMURFIT-STONE CONTAINER CORP COM 832727101 692 44,900 SH DEF 5 35,300 9,600
SMURFIT-STONE CONTAINER CORP COM 832727101 14 927 SH DEF 12 927
SMURFIT-STONE CONTNR COM 832727101 28 1,710 SH DEF 6 1,710
SMURFIT-STONE CONTAINER CORP COM 832727101 7,776 504,300 SH DEF 3 492,800 11,500
SNAP-ON INC COM 833034101 91 3,050 SH DEF 12 3,050
SOCIEDAD QUIMCA Y MINERA DE CHILLADR A 833635105 44 2,000 SH DEF 2 2,000
SOCIETE GENERALE FRAN COM 83364L109 1,264 95,600 SH DEF 6 3,740 92,460
SOFTWARE SPECTRUM COM 833960107 1,822 49,700 SH DEF 6 48,300 1,400
SOFTNET SYSTEMS INC COM 833964109 83 45,175 SH DEF 12 45,175
SOLA INTL INC COM 834092108 4,611 384,900 SH DEF 6 377,200 7,700
SOLECTRON CORP. COM 834182107 34 5,500 SH DEF 2 5,500
SOLECTRON COM 834182107 101 16500 SH DEF 4 16500
SOLECTRON CORPORATION COM 834182107 464 75,475 SH DEF 5 57,675 17,800
SOLECTRON CORP COM 834182107 176 28,623 SH DEF 12 28,623
SOLECTRON CORP COM 834182107 3 300 SH DEF 15 300
SOLECTRON CORP COM 834182107 182 22,550 SH DEF 6 22,550
SOLECTRON CORP CONV. NOTE CVT 834182AK3 10,508 18,000,000 PRN DEF 16
SOLUTIA INC. COM 834376105 1 168 SH DEF 2 168
SOLUTIA INC COM 834376105 23 3,268 SH DEF 12 3,268
SOLUTIA INC COM 834376105 2,135 261,990 SH DEF 6 261,990
SOMERA COMMUNICATIONS INC COM 834458101 1,515 212,120 SH DEF 3 198,170 13,950
SONEX RESEARCH INC COM 835448101 2 15,500 SH DEF 12 15,500
SONIC CORP COM 835451105 138 4,400 SH DEF 3 4,400
SONIC AUTOMOTIVE INC-CL A COM 83545G102 26 1,000 SH DEF 12 1,000
SONIC AUTOMOTIVE INC COM 83545G102 7,480 290,470 SH DEF 3 243,670 46,800
SONIC SOLUTIONS COM 835460106 12 1,500 SH DEF 12 1,500
SONICBLUE INC COM 83546Q109 9 8,968 SH DEF 12 8,968
SONICWALL INC COM 835470105 15 3,050 SH DEF 12 3,050
SONOCO PRODS CO COM COM 835495102 398 14,048 SH DEF 5 11,248 2,800
SONOCO PRODUCTS CO COM 835495102 1,580 55,793 SH DEF 12 55,793
SONOCO PRODS COM 835495102 6 200 SH DEF 6 200
SONY CORP. - SPONSORED ADR ADR 835699307 1,452 27,340 SH DEF 2 27,340
SONY CORP COM 835699307 2,562 44,350 SH DEF 6 44,005 345
SORRENTO NETWORKS CORP COM 83586Q100 1 800 SH DEF 12 800
SOTHEBYS HOLDINGS INC-CL A COM 835898107 356 25,000 SH DEF 12 25,000
SONUS NETWORKS INC COM 835916107 5 2,300 SH DEF 12 2,300
SOUNDVIEW TECHNOLOGY GROUP INC COM 83611Q109 22 12,700 SH DEF 12 12,700
SOURCE INFORMATION MANAGEMENT COM 836151209 1 100 SH DEF 12 100
SOURCE INFO MGMT CO COM 836151209 624 132,800 SH DEF 6 124,500 8,300
SOUTH CAROLINA ELEC & GAS CO PFD 837004308 15 400 SH DEF 12 400
SOUTH FINL GROUP INC COM 837841105 45 2,000 SH DEF 12 2,000
SOUTH JERSEY INDUSTRIES INC COM 838518108 17 517 SH DEF 12 517
SOUTH JERSEY INDS COM 838518108 179 5,100 SH DEF 6 5,100
SOUTHERN CALIFORNIA EDISON CO PFD 842400301 14 1,000 SH DEF 12 1,000
THE SOUTHERN COMPANY COM 842587107 317 11,582 SH DEF 2 11,534 48
SOUTHERN CO COM 842587107 379 13,848 SH DEF 9 13,848
SOUTHERN CO COM 842587107 1,730 63,126 SH DEF 12 63,126
SOUTHERN CO COM 842587107 250 6,000 SH DEF 15 6,000
SOUTHERN CO COM 842587107 8 300 SH DEF 6 300
SOUTHERN CO COM COM 842587107 7,773 283,700 SH DEF 3 275,100 8,600
SOUTHERN COMPANY CAPITAL TRUST PFD 84258T208 198 7,900 SH DEF 12 7,900
SOUTHERN COMMUNITY FINANCIAL COM 842632101 175 23,338 SH DEF 12 23,338
SOUTHERN COMPANY CAP TR IV PFD 842636201 40 1,600 SH DEF 12 1,600
SOUTHERN CO CAPTL TRUST V PFD 842637209 31 1,250 SH DEF 12 1,250
SOUTHERN CONNECTICUT BANCORP COM 84264A102 2 220 SH DEF 12 220
SOUTHERN FINL BANCORP INC COM 842870107 1,645 51,485 SH DEF 7 51,485
SOUTHERN FINL BANCOR COM 842870107 271 9,600 SH DEF 6 7,600 2,000
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 311 18286 SH DEF 4 18286
SOUTHERN UNION CO NEW COM 844030106 19 1,136 SH DEF 12 1,136
SOUTHERN UNION FINANCING I PFD 844038208 59 2,350 SH DEF 12 2,350
SOUTHTRUST CORP. COM 844730101 31 1,200 SH DEF 2 1,200
SOUTHTRUST CORP COM COM 844730101 353 13,500 SH DEF 5 9,500 4,000
SOUTHTRUST CORP COM 844730101 1,593 60,980 SH DEF 12 60,980
SOUTHTRUST CORP COM 844730101 4 160 SH DEF 6 160
SOUTHWEST AIRLINES CO. COM 844741108 89 5,500 SH DEF 2 5,500
SOUTHWEST AIRLINES COM 844741108 287 17775 SH DEF 4 17775
SOUTHWEST AIRLINES CO COM 844741108 1,526 94,433 SH DEF 12 94,433
STHWST BANCORP INC COM 844767103 1,700 68,000 SH DEF 6 65,750 2,250
SOUTHWEST BANCORP OF TEXAS COM 84476R109 217 6,000 SH DEF 5 6,000
SOUTHWEST BANCORPORATION OF TEXASCOMC. 84476R109 5,409 149,350 SH DEF 7 149,350
SOUTHWEST BANCORPORATION OF COM 84476R109 266 7,345 SH DEF 12 7,345
SOUTHWEST BANCORPORATION COM COM 84476R109 127 3,500 SH DEF 3 3,500
SOUTHWEST GAS CORP COM 844895102 233 9,405 SH DEF 12 9,405
SOUTHWEST GAS CORP COM COM 844895102 2,777 112,190 SH DEF 3 53,390 58,800
SOUTHWEST ROYALTIES INC INCOME COM 844918102 1 16 SH DEF 12 16
SOUTHWEST WATER CO COM 845331107 31 1,680 SH DEF 12 1,680
SOUTHWESTERN BELL TELEPHONE CO PFD 845335108 78 3,100 SH DEF 12 3,100
SOUTHWESTERN ENERGY CO COM 845467109 8 539 SH DEF 12 539
SOUTHWESTERN ENERGY COM 845467109 6,326 450,600 SH DEF 6 439,200 11,400
SOUTHWESTERN ENERGY CO COM COM 845467109 862 56,730 SH DEF 3 56,730
SOUTHWESTERN PUBLIC SERVICE PFD 845739200 6 266 SH DEF 12 266
SOVEREIGN BANCORP COM 845905108 9,617 643257 SH DEF 4 643257
SOVEREIGN BANCORP INC. COM 845905108 1,788 119,620 SH DEF 8 119,620
SOVEREIGN BANCORP INC. COM 845905108 53,820 3,600,000 SH DEF 10 3,600,000
SOVEREIGN BANCORP INC COM 845905108 2,037 136,257 SH DEF 12 136,257
SOVEREIGN BANCORP COM 845905108 5,278 340,960 SH DEF 6 340,960
SOVEREIGN BANCORP IN COM 845905108 399 26,700 SH DEF 3 6,500 20,200
SOVRAN SELF STORAGE INC COM 84610H108 24 700 SH DEF 12 700
SPACELABS MEDICAL INC COM 846247104 1 100 SH DEF 12 100
SPARTAN MOTORS INC COM 846819100 1,061 80,400 SH DEF 6 76,700 3,700
SPARTAN MOTORS INC COM 846819100 23 1,500 SH DEF 3 1,500
SPARTAN STORES INC COM 846822104 1,820 328,000 SH DEF 6 318,100 9,900
SPARTECH CORP NEW COM 847220209 5 200 SH DEF 12 200
SPARTECH CORP COM 847220209 1,579 62,400 SH DEF 6 60,600 1,800
SPECTRASITE HOLDINGS INC COM 84760T100 5 27,325 SH DEF 12 27,325
SPECTRUM CONTROL INC COM 847615101 4 700 SH DEF 12 700
SPECTRUM CONTROL INC COM 847615101 541 78,300 SH DEF 6 78,300
SPECTRX INC COM 847635109 2 500 SH DEF 12 500
***SPECTRUM SIGNAL PROCESSING COM 84763F107 38 20,000 SH DEF 12 20,000
SPEECHWORKS INTL INC COM 84764M101 5 1,400 SH DEF 12 1,400
SPEECHWORKS INTL INC. COM 84764M101 18 5000 SH DEF 5000
SPEEDFAM IPEC INC COM 847705100 3 500 SH DEF 12 500
SPEEDWAY MOTORSPORTS INC COM 847788106 16 635 SH DEF 12 635
SPHERION CORP COM 848420105 694 58,360 SH DEF 12 58,360
SPHERION CORPORATION COM 848420105 1,047 94,900 SH DEF 6 94,900
SPHERIX INC COM 84842R106 62 10,330 SH DEF 12 10,330
SPIEGEL INC CL A 848457107 152 99,700 SH DEF 6 97,700 2,000
SPINNAKER EXPL CO COM 84855W109 46 1,272 SH DEF 12 1,272
SPINNAKER EXPL CO COM 84855W109 1,669 43,600 SH DEF 6 43,600
SPINNAKER EXPLORATION CO COM 84855W109 90 2,500 SH DEF 3 2,500
SPORT CHALET INC COM 849163100 69 7,500 SH DEF 6 7,500
SPORTS AUTHORITY INC COM 849176102 11 1,000 SH DEF 12 1,000
SPORTS AUTHORITY INC COM 849176102 909 80,000 SH DEF 3 43,900 36,100
SPRINT CORPORATION (FON GROUP) COM 852061100 385 36,285 SH DEF 2 36,113 172
SPRINT COM 852061100 7 660 SH DEF 4 660
SPRINT CORP COM 852061100 1,078 101,634 SH DEF 12 101,634
SPRINT CORP COM 852061100 12,246 748,218 SH DEF 6 662,663 86,473
SPRINT CORP COM COM 852061100 1,403 132,200 SH DEF 3 132,200
SPRINT CORP. (PCS GROUP) COM 852061506 40 8,922 SH DEF 2 8,922
SPRINT CORPORATION PCS GROUP COM 852061506 177 39,700 SH DEF 5 30,700 9,000
SPRINT CORP. (PCS GROUP) COM 852061506 34 7,550 SH DEF 7 7,550
SPRINT CORP PCS GROUP SER 1 COM 852061506 304 68,057 SH DEF 12 68,057
SS&C TECHNOLOGIES INC COM COM 85227Q100 5 360 SH DEF 3 360
ST PAUL CAP TR I PFD 85231F207 328 13,190 SH DEF 12 13,190
STANCORP FINANCIAL GROUP INC. COM 852891100 8,964 161,520 SH DEF 7 161,520
STANCORP FINL GROUP INC COM 852891100 128 2,300 SH DEF 3 2,300
STAMFORD INTERNATIONAL INC COM 852902105 1 800 SH DEF 7 800
STANDARD COML CORP COM 853258101 3,228 170,800 SH DEF 6 165,400 5,400
STANDARD COML CORP COM COM 853258101 241 11,100 SH DEF 3 11,100
STANDARD MANAGEMENT CORPORATION COM 853612109 3 420 SH DEF 2 420
STANDARD MANAGEMENT CORP COM 853612109 4 500 SH DEF 12 500
STANDARD MGMT CORP COM 853612109 1,025 128,900 SH DEF 6 125,800 3,100
STANDARD MICROSYSTEMS COM 853626109 22 920 SH DEF 4 920
STANDARD MOTOR PRODUCTS, INC. COM 853666105 25 1,500 SH DEF 2 1,500
STANDARD PAC CORP NEW COM 85375C101 228 6,500 SH DEF 5 6,500
STANDARD PAC CORP COM 85375C101 14,464 438,300 SH DEF 6 425,800 12,500
STANDARD REGISTER CO COM NASD ICOM 853887107 3,497 102,270 SH DEF 3 92,770 9,500
STANDEX INTL CORP COM 854231107 6,844 266,105 SH DEF 6 261,005 6,000
STANLEY FURNITURE COM 854305208 630 19,800 SH DEF 6 16,800 3,000
LA COMPAGNIE STANLEY WORKS COM 854616109 1,121 27,333 SH DEF 12 27,333
STAPLES INC. COM 855030102 114 5,782 SH DEF 2 3,472 2,310
STAPLES INC COM 855030102 234 11,900 SH DEF 5 11,500 400
STAPLES INC COM 855030102 2,232 113,312 SH DEF 12 113,312
STAPLES INC COM 855030102 2,392 121,400 SH DEF 3 121,400
STAR GAS PARTNERS LP COM 85512C105 325 17,689 SH DEF 12 17,689
STAR GAS PARTNERS LP COM 85512C105 55 3000 SH DEF 3000
STAR SCIENTIFIC INC COM 85517P101 15 8,200 SH DEF 12 8,200
STARBUCKS CORP. COM 855244109 77 3,090 SH DEF 2 3,090
STARBUCKS CORP COM 855244109 643 25,872 SH DEF 12 25,872
STARBUCKS COM 855244109 149 6,000 SH DEF 6,000
STARRETT L S CO CL A 855668109 326 14,400 SH DEF 6 13,500 900
STARTEK INC COM 85569C107 524 19,600 SH DEF 3 19,600
STATE AUTO FINANCIAL CORP COM 855707105 38 2,330 SH DEF 12 2,330
STATE AUTO FINL CORP COM 855707105 1,123 69,300 SH DEF 6 69,300
STARTECH ENVIRONMENTAL CORP COM 855906103 3 1,858 SH DEF 12 1,858
STARWOOD HOTELS & RESORTS WORLDWICOMIN 85590A203 68 2,068 SH DEF 2 2,068
STARWOOD HOTELS & RESORTS WORLDWICOMIN 85590A203 3 100 SH DEF 7 100
STARWOOD HOTELS & RESORTS WORLDWICOMINC 85590A203 86,302 2,623,957 SH DEF 8 2,623,957
STARWOOD HOTELS & RESORTS WORLDWICOMIN 85590A203 210,103 6,388,055 SH DEF 10 6,388,055
STARWOOD HOTELS & RESORTS COM 85590A203 614 18,670 SH DEF 12 18,670
STARWOOD HOTELS COM 85590A203 10 200 SH DEF 15 200
STARWOOD HTLS&RES COM 85590A203 17 470 SH DEF 6 470
STATE FINANCIAL SERVICES CORP COM 856855101 25 1,720 SH DEF 12 1,720
STATE STREET CORP. COM 857477103 33,287 744,667 SH DEF 1 162,590 582,077
STATE STREET CORP. COM 857477103 75 1,670 SH DEF 2 1,670
STATE STREET COM 857477103 47 1062 SH DEF 4 1062
STATE STREET CORP COM 857477103 206 4,600 SH DEF 5 3,400 1,200
STATE STREET CORP. COM 857477103 206 4,600 SH DEF 7 4,600
STATE STREET CORP COM 857477103 569 12,728 SH DEF 11 11,790 445 493
STATE STREET CORP COM 857477103 3,857 86,297 SH DEF 12 86,297
STATEN ISLAND BANCORP INC COM 857550107 31 1,600 SH DEF 12 1,600
STATEN ISLAND BANCORP INC COM 857550107 1,971 102,640 SH DEF 3 102,640
STATION CASINOS, INC. COM 857689103 182 10,200 SH DEF 2 10,200
STATION CASINOS INC COM 857689103 2 100 SH DEF 12 100
STATION CASINOS INC COM 857689103 148 8,300 SH DEF 3 8,300
STEAK N SHAKE CO COM 857873103 16 1,003 SH DEF 12 1,003
THE STEAK N SHAKE COMPANY COM 857873103 171 10,900 SH DEF 3 10,900
STEEL DYNAMICS INC COM 858119100 3 200 SH DEF 12 200
STEEL TECHNOLOGIES COM 858147101 1,938 174,000 SH DEF 6 167,900 6,100
STEELCASE INC. CL A CL A 858155203 269 20100 SH DEF 4 20100
STEELCASE INC CL A 858155203 5 300 SH DEF 6 300
STEELCASE INC-MICH CL A COM 858155203 17 1,300 SH DEF 12 1,300
STEIN MART INC COM 858375108 433 36,455 SH DEF 12 36,455
STEIN MART INC COM 858375108 605 53,300 SH DEF 6 53,300
STEINWAY MUSICAL INS COM 858495104 2,944 132,900 SH DEF 6 128,600 4,300
STEMCELLS INC COM 85857R105 6 4,000 SH DEF 12 4,000
STEPAN CO COM 858586100 3,801 141,300 SH DEF 6 137,400 3,900
STERLING BANCSHARES INC COM 858907108 76 5,150 SH DEF 12 5,150
STERICYCLE INC COM 858912108 21 600 SH DEF 12 600
STERICYCLE INC COM 858912108 198 5,600 SH DEF 3 5,600
STERLING BANCSHARES CAPITAL PFD 858917206 252 9,830 SH DEF 12 9,830
STERIS CORP. COM 859152100 60 3,157 SH DEF 2 3,157
STERIS CORP COM 859152100 23 1,200 SH DEF 12 1,200
STERIS CORP COM 859152100 3,276 171,425 SH DEF 3 161,225 10,200
STERLING BANCORP COM 859158107 1,527 44,253 SH DEF 6 41,943 2,310
STERLING BANCSHARES CAP TR II PFD 85915H206 238 9,200 SH DEF 12 9,200
STERLING FINANCIAL CORP-PA COM 859317109 190 7,607 SH DEF 12 7,607
STERLING FINL CORP COM 859319105 3,983 173,931 SH DEF 6 167,531 6,400
STEWART & STEVENSON SERVICES COM 860342104 515 29,050 SH DEF 12 29,050
STEWART & STEVENSON COM 860342104 3,312 197,000 SH DEF 6 186,100 10,900
STEWART ENTERPRISES CL A 860370105 12,042 2,004,000 SH DEF 6 1,954,800 49,200
STEWART ENTERPRISES INC-CL A COM 860370105 77 12,085 SH DEF 12 12,085
STEWART INFO SVCS CO COM 860372101 6,211 312,900 SH DEF 6 305,400 7,500
STIFEL FINANCIAL CAP TR I PFD 860629203 93 3,700 SH DEF 12 3,700
STILLWATER MINING CO COM 86074Q102 80 4,943 SH DEF 12 4,943
STILLWATER MINING CO COM 86074Q102 25 1,000 SH DEF 15 1,000
STILLWATER MNG CO COM 86074Q102 28,484 1,676,605 SH DEF 6 1,598,925 78,000
STILWELL FINANCIAL INC COM 860831106 10,459 574,669 SH DEF 2 565,209 9,460
STILLWELL FINANCIAL CORP COM 860831106 324 17,800 SH DEF 9 17,800
STILWELL FINANCIAL INC COM 860831106 2,561 140,693 SH DEF 12 140,693
STILWELL FINL INC COM 860831106 2 100 SH DEF 6 100
STILWELL FINANCIAL INC PFD 860831304 12 500 SH DEF 12 500
***STMICROELECTRONICS N V COM 861012102 58 2,373 SH DEF 12 2,373
STMICROELECTRONICS N V COM 861012102 3,359 138,050 SH DEF 3 138,050
STONE & WEBSTER INC COM 861572105 1 2,750 SH DEF 12 2,750
STONE & WEBSTER INC COM 861572105 27 50000 SH DEF 50000
STONE ENERGY CORP. COM 861642106 1,520 37,776 SH DEF 2 37,776
STONE ENERGY CORP COM 861642106 599 14,886 SH DEF 12 14,886
STONE ENERGY CORP COM 861642106 18,201 442,300 SH DEF 6 430,500 11,800
STONECUTTER MILLS CORP-CL A COM 861793107 27 286 SH DEF 12 286
STONECUTTER MILLS CORP CLASS B COM 861793206 42 439 SH DEF 12 439
STONEPATH GROUP INC COM 861837102 41 37,000 SH DEF 12 37,000
STORA ENSO AB ADR SPO COM 86210M106 16,740 1,183,019 SH DEF 6 1,142,408 41,065
STORAGE TECHNOLOGY CORP NEW COM 862111200 122 7,647 SH DEF 12 7,647
STORAGE TECHNOLOGY COM 862111200 357 19,850 SH DEF 6 19,850
STORAGE TECHNOLOGY CORP COM PAR COM0 862111200 25,353 1,587,535 SH DEF 3 1,524,235 63,300
STORAGE COMPUTER CORP COM 86211A101 58 14,450 SH DEF 12 14,450
STORAGENETWORKS INC COM 86211E103 1 615 SH DEF 12 615
STRATEGIC GLOBAL INCOME FUND UNIT 862719101 18 1,441 SH DEF 12 1,441
STRATOS LIGHTWAVE INC COM 863100103 12 7,582 SH DEF 12 7,582
STRATTEC SECURITY CORP. COM 863111100 28 500 SH DEF 2 500
STRATTEC SECURITY CORP COM 863111100 9 168 SH DEF 12 168
STRATTEC SEC CORP COM 863111100 2,430 46,600 SH DEF 6 44,300 2,300
STRATUS PROPERTIES INC COM 863167201 1 89 SH DEF 12 89
STRATUS SERVICE GROUP INC COM 863170106 1 3,000 SH DEF 12 3,000
STRAYER EDUCATION INC COM 863236105 462 7,258 SH DEF 12 7,258
STREETTRACKS SER TR COM 86330E406 1,026 7,620 SH DEF 12 7,620
STREETTRACKS SER TR COM 86330E703 3 100 SH DEF 12 100
STRIDE RITE CORP COM 863314100 1,510 191,100 SH DEF 6 187,600 3,500
STRIDE RITE CORP COM COM 863314100 213 26,580 SH DEF 3 26,580
STRYKER CORP. COM 863667101 11,665 218,000 SH DEF 1 46,600 171,400
STRYKER CORP. COM 863667101 161 3,007 SH DEF 2 2,540 467
STRYKER CORP COM 863667101 209 3,914 SH DEF 12 3,914
STUDENT LOAN CORP COM 863902102 254 3,070 SH DEF 12 3,070
STURGIS BANCORP INC COM 864087101 12 1,100 SH DEF 12 1,100
STURM RUGER & CO INC COM 864159108 217 15,302 SH DEF 12 15,302
SUBURBAN PROPANE PARTNERS LP COM 864482104 654 25,150 SH DEF 12 25,150
SUFFOLK BANCORP COM 864739107 56 1,540 SH DEF 3 1,540
SUMITOMO MITSUI BANKING CORP ADR 865622104 1 257 SH DEF 2 257
SUMMA INDS COM 86562T105 677 69,100 SH DEF 6 67,300 1,800
SUMMIT BANCSHARES COM 866011109 365 14,800 SH DEF 6 14,800
SUMMIT BK CORP GA COM 866013105 129 7,460 SH DEF 6 7,460
SUMMIT PROPERTIES INC. COM 866239106 1,546 66,200 SH DEF 9 66,200
SUMMIT PROPERTIES INC COM 866239106 237 10,146 SH DEF 12 10,146
SUN BANCORP INC-PA COM 866634108 21 872 SH DEF 12 872
SUN CAPITAL TRUST II PFD SECS PFD 866650203 5 500 SH DEF 12 500
SUN COMMUNITIES, INC. COM 866674104 27 650 SH DEF 2 650
***SUN LIFE FINANCIAL SERVICES COM 866796105 84 3,863 SH DEF 12 3,863
SUN MICROSYSTEMS, INC. COM 866810104 254 50,750 SH DEF 1 20,100 30,650
SUN MICROSYSTEMS INC. COM 866810104 2,911 580,995 SH DEF 2 559,295 21,700
SUN MICROSYSTEMS COM 866810104 7 1380 SH DEF 4 1380
SUN MICROSYSTEMS INC COM COM 866810104 2,098 418,860 SH DEF 5 348,890 69,970
SUN MICROSYSTEMS INC. COM 866810104 4 800 SH DEF 7 800
SUN MICROSYSTEMS INC. COM 866810104 321 64,155 SH DEF 9 400 63,755
SUN MICROSYSTEMS INC. COM 866810104 1,378 275,000 SH DEF 10 275,000
SUN MICROSYSTEMS INC COM 866810104 208 41,462 SH DEF 11 18,644 13,218 9,600
SUN MICROSYSTEMS INC COM 866810104 3,970 792,487 SH DEF 12 792,487
SUN MICROSYSTEMS INC. COM 866810104 2,308 303,400 SH DEF 15 303,400
SUNBEAM CORP-DEL NEW COM 867071102 4 42,700 SH DEF 12 42,700
***SUNCOR ENERGY INC COM 867229106 59 3,300 SH DEF 12 3,300
SUNCOR ENERGY INC PFD 867229601 26 1,000 SH DEF 12 1,000
SUNGARD DATA SYSTEMS INC. COM 867363103 23 881 SH DEF 2 774 107
SUNGARD DATA SYSTEMS INC. COM 867363103 68 2,556 SH DEF 7 2,556
SUNGARD DATA SYSTEMS INC COM 867363103 169 6,375 SH DEF 12 6,375
SUNGARD DATA SYSTEMS INC COM 867363103 25 950 SH DEF 6 950
SUNGARD DATA SYS INC COM NASD ICOM 867363103 119 4,500 SH DEF 3 4,500
SUNOCO LOGISTICS PARTNERS LP COM 86764L108 41 1,900 SH DEF 12 1,900
SUNOCO INC. COM 86764P109 8 228 SH DEF 2 228
SUNOCO INC COM 86764P109 487 13,656 SH DEF 12 13,656
SUNOCO INC. COM 86764P109 5 100 SH DEF 15 100
SUNOCO INC COM 86764P109 6 170 SH DEF 6 170
SUNRISE ASSISTED LIVING INC COM 86768K106 2,919 108,905 SH DEF 12 108,905
SUNRISE ASSISTED LIVING INC. COM 86768K106 1,206 45000 SH DEF 45000
SUNRISE ASSISTED LVG COM 86768K106 10,691 366,000 SH DEF 6 360,000 6,000
SUNTRUST CAP V PFD 86789N204 43 1,700 SH DEF 12 1,700
SUNTRON CORP COM 86789P100 90 10,625 SH DEF 6 10,625
SUNTRUST BANKS INC. COM 867914103 567 8,367 SH DEF 2 8,350 17
SUNTRUST BANKS INC COM 867914103 965 14,250 SH DEF 5 13,250 1,000
SUNTRUST BANKS INC. COM 867914103 701 10,352 SH DEF 7 10,352
SUNTRUST BANKS INC COM 867914103 15,766 232,818 SH DEF 12 232,818
SUNTRUST BANKS INC COM 867914103 456 6,800 SH DEF 6 7,450
SUNTRUST BKS INC COM COM 867914103 5,262 77,700 SH DEF 3 77,700
SUPERGEN INC COM 868059106 29 4,000 SH DEF 12 4,000
SUPERIOR CONSULTANT HLDGS CORP COM 868146101 4 750 SH DEF 12 750
SUPERIOR ENERGY SERVICES INC COM 868157108 17 1,700 SH DEF 12 1,700
SUPERIOR ENERGY SVCS COM 868157108 2,789 265,100 SH DEF 6 262,300 2,800
SUPERIOR ENERGY SERVICES INC COM 868157108 5,243 516,530 SH DEF 3 467,680 48,850
SUPERIOR FINANCIAL CORP. COM 868161100 4 200 SH DEF 7 200
SUPERIOR FNL COR DEL COM 868161100 2,454 135,200 SH DEF 6 130,900 4,300
SUPERIOR INDUSTRIES INTL INC COM 868168105 59 1,280 SH DEF 12 1,280
SUPERIOR UNIFORM GROUP INC COM 868358102 129 12,500 SH DEF 12 12,500
SUPERIOR SURGICL MFG COM 868358102 1,137 101,100 SH DEF 6 97,300 3,800
SUPERIOR TR I PFD CONV 8.50% PFD 86836P202 3 1,700 SH DEF 12 1,700
SUPERTEX INC COM 868532102 2 100 SH DEF 12 100
SUPERVALU INC COM 868536103 324 13,200 SH DEF 5 9,700 3,500
SUPERVALU INC COM 868536103 1,089 44,379 SH DEF 12 44,379
SUPERVALU INC COM COM 868536103 44,135 1,561,580 SH DEF 6 1,470,580 91,485
SUPERVALU INC COM COM 868536103 34,056 1,388,360 SH DEF 3 1,341,860 46,500
SUPREME INDS INC CL A 868607102 948 152,873 SH DEF 6 147,707 5,166
SUPREME INDUSTRIES INC-CL A COM 868607102 8 1,337 SH DEF 12 1,337
SUREBEAM CORP COM 86866R102 11 2,000 SH DEF 12 2,000
SURGILIGHT INC COM 868828104 1 6,500 SH DEF 12 6,500
SURGUTNEFTEGAZ JSC SPON ADR ADR 868861204 187 9,570 SH DEF 3 9,570
SUSQUEHANNA BANCSHARES INC-PA COM 869099101 611 26,899 SH DEF 12 26,899
*** SWEDEN KINGDOM SER A-84 CONV 870200BN1 2,445 25,000 PRN DEF 12 25,000
SWEPCO CAPITAL I-7.875% TRUST PFD 870695202 30 1,200 SH DEF 12 1,200
SWIFT ENERGY CO COM 870738101 41 2,600 SH DEF 12 2,600
SWIFT ENERGY CO COM 870738101 7,628 520,000 SH DEF 6 506,400 13,600
SWIFT TRANSPORTATION CO INC COM 870756103 1,029 44,180 SH DEF 12 44,180
SWIFT TRANSPORT CO COM 870756103 2,347 111,980 SH DEF 6 111,980
SWIRE PACIFIC LTD SPONSORED ADR ADR 870794302 2 298 SH DEF 2 298
SWISS HELVETIA FUND INC UNIT 870875101 13 1,165 SH DEF 12 1,165
SWISSCOM AG ADR 871013108 23 797 SH DEF 2 730 67
SYBASE, INC. COM 871130100 54,642 5,179,300 SH DEF 10 5,179,300
SYBASE INC COM 871130100 114 10,840 SH DEF 12 10,840
SYBASE INC COM 871130100 14,165 1,342,660 SH DEF 3 1,274,610 68,050
SYBRON DENTAL SPECIALTIES, INC COM 871142105 25 1,333 SH DEF 7 1,333
SYBRON DENTAL SPECIALTIES INC COM 871142105 443 23,934 SH DEF 12 23,934
SYBRON DENTAL SPECIALTIES INC COM 871142105 1,294 69,960 SH DEF 3 57,160 12,800
SYCAMORE NETWORKS INC COM 871206108 12 3,090 SH DEF 12 3,090
SYKES ENTERPRISES INC COM 871237103 1,629 211,860 SH DEF 3 211,860
SYBASE, INC. COM 87130100 7,263 688,461 SH DEF 8 688,461
SYLVAN INC COM 871371100 222 17,046 SH DEF 12 17,046
SYLVAN FOODS HLDGS COM 871371100 671 52,800 SH DEF 6 50,000 2,800
SYLVAN LEARNING SYSTEMS INC COM 871399101 138 6,933 SH DEF 12 6,933
SYLVAN LEARNING SYST COM 871399101 96 4,800 SH DEF 3 4,800
SYMANTEC CORPORATION COM 871503108 99 3,000 SH DEF 2 3,000
SYMANTEC CORPORATION COM 871503108 11,602 353,190 SH DEF 8 353,190
SYMANTEC CORPORATION COM 871503108 90,679 2,760,400 SH DEF 10 2,760,400
SYMANTEC CORP COM 871503108 3,965 120,714 SH DEF 12 120,714
SYMANTEC CORPORATION COM 871503108 42,705 1,300,000 SH DEF 14 1,300,000
SYMANTEC CORP COM 871503108 3,353 97,560 SH DEF 6 97,560
SYMANTEC CORP COM NASD INDL COM 871503108 7,120 216,750 SH DEF 3 204,150 12,600
SYMBOL TECHNOLOGIES COM 871508107 1,929 226,900 SH DEF 1 106,500 120,400
SYMBOL TECHNOLOGIES INC. COM 871508107 11 1,282 SH DEF 2 1,282
SYMBOL TECHNOLOGIES INC COM 871508107 234 27,499 SH DEF 12 27,499
SYMBOL TECHNOLOGIES INC COM 871508107 43 5000 SH DEF 5000
SYMBOL TECHNOLOGIES COM 871508107 1 100 SH DEF 6 100
SYMMETRICOM INC COM 871543104 1 235 SH DEF 12 235
SYMYX TECHNOLOGIES INC COM 87155S108 7 500 SH DEF 12 500
SYNALLOY CORP COM 871565107 63 13,900 SH DEF 6 13,800 100
SYNCOR INTL CORP DEL COM NASD ICOM 87157J106 205 6,500 SH DEF 3 6,500
SYNOPSYS INC COM 871607107 58 1,063 SH DEF 12 1,063
SYNOPSYS INC COM 871607107 5,094 94,873 SH DEF 6 89,261 582 5,331
SYNOPSYS INC COM 871607107 15,672 285,940 SH DEF 3 276,240 9,700
SYNGENTA AG - SPONSORED ADR ADR 87160A100 273 22,444 SH DEF 2 22,279 165
SYNOVUS FINANCIAL CORP. COM 87161C105 33 1,192 SH DEF 2 1,192
SYNOVUS FINANCIAL CORP. COM 87161C105 2,219 80,650 SH DEF 7 80,650
SYNOVUS FINANCIAL CORP COM 87161C105 143 5,185 SH DEF 12 5,185
SYNTHETECH INC COM 87162E100 1 1,000 SH DEF 12 1,000
SYNTEL INC COM 87162H103 17 1,400 SH DEF 12 1,400
SYPRIS SOLUTIONS INC COM 871655106 191 10,500 SH DEF 12 10,500
SYSCO CORP. COM 871829107 18,676 686,110 SH DEF 2 676,810 9,300
SYSCO COM 871829107 31 1142 SH DEF 4 1142
SYSCO CORP. COM 871829107 5,240 192,500 SH DEF 7 192,500
SYSCO CORP COM 871829107 253 9,279 SH DEF 11 2,800 6,155 324
SYSCO CORP COM 871829107 834 30,650 SH DEF 12 30,650
SYSTEMAX INC COM 871851101 1 300 SH DEF 12 300
SYSTEMS & COMPUTER TECHNOLOGY CORCOM 871873105 19 1,437 SH DEF 2 1,437
SYSTEMS & COMPUTER TECHNOLOGY COCOMNASD 871873105 753 55,740 SH DEF 3 50,290 5,450
SYSTEX CORP GDR 144A GDR 87203M103 50 21,852 SH DEF 3 21,852
TBC CORP COM 872180104 219 13,787 SH DEF 12 13,787
TBC CORP COM 872180104 5,518 351,900 SH DEF 6 341,000 10,900
TBC CORP COM NASD INDL COM 872180104 6,065 381,950 SH DEF 3 346,900 35,050
TB WOODS CORP COM 872226105 471 55,700 SH DEF 6 54,000 1,700
TBX RESOURCES INC COM 872228101 1 3,810 SH DEF 12 3,810
TCF FINANCIAL CORP. COM 872275102 8,217 167,350 SH DEF 7 167,350
TCF FINANCIAL CORP COM 872275102 176 3,590 SH DEF 12 3,590
TCF FINANCIAL CORP COM 872275102 142 2,900 SH DEF 3 2,900
TC PIPELINES LP COM 87233Q108 283 11,925 SH DEF 12 11,925
TCW CONVERTIBLE SECURITIES UNIT 872340104 372 59,300 SH DEF 12 59,300
TCW DW TERM TRUST 2002-SBI UNIT 87234T101 11 1,000 SH DEF 12 1,000
TCW DW TERM TRUST 2003-SBI UNIT 87234U108 80 7,427 SH DEF 12 7,427
TDK CORPORATION SA ADR 872351408 1 20 SH DEF 2 20
TDS CAPITAL II-8.04% TRUST PFD 87235R203 75 3,700 SH DEF 12 3,700
TECO ENERGY INC. COM 872375100 10 400 SH DEF 2 400
TECO ENERGY INC COM 872375100 734 29,640 SH DEF 12 29,640
TECO ENERGY INC. COM 872375100 62 2500 SH DEF 2500
TECO ENERGY INC COM 872375100 7 290 SH DEF 6 290
TECO ENERGY INC PFD 872375209 12 500 SH DEF 12 500
TEPPCO PARTNERS LP COM 872384102 853 26,603 SH DEF 12 26,603
TESSCO TECHNOLOGIES INC COM 872386107 5 500 SH DEF 12 500
TF FINL CORP COM 872391107 300 12,600 SH DEF 6 11,600 1,000
THQ INC NEW COM 872443403 514 17,242 SH DEF 12 17,242
THQ INC COM 872443403 125 4,200 SH DEF 3 4,200
TJX COMPANIES, INC. COM 872540109 9 450 SH DEF 2 450
TJX COMPANIES (NEW) COM 872540109 561 28,624 SH DEF 5 15,100 13,524
TJX COMPANIES, INC. COM 872540109 739 37,695 SH DEF 8 37,695
TJX COMPANIES, INC. COM 872540109 41,063 2,094,000 SH DEF 10 2,094,000
TJX COMPANIES INC NEW COM 872540109 2,885 147,128 SH DEF 12 147,128
TJX COMPANIES INC COM 872540109 5,981 283,590 SH DEF 6 283,590
TJX COS INC NEW COM COM 872540109 18,400 938,300 SH DEF 3 913,100 25,200
***TLC VISION CORPORATION COM 872549100 12 4,925 SH DEF 12 4,925
TLC VISION CORP COM COM 872549100 56 21,280 SH DEF 6 2,780 18,780
TMBR/SHARP DRILLING INC COM 87257P101 4 292 SH DEF 12 292
TMBR/SHARP DRILLING COM 87257P101 959 64,600 SH DEF 6 62,500 2,100
T-NETIX INC COM 872597109 76 22,800 SH DEF 12 22,800
T R W INC. COM 872649108 146 2,570 SH DEF 2 2,570
T R W INC. COM 872649108 792 13,900 SH DEF 9 13,900
TRW INC COM 872649108 419 7,360 SH DEF 12 7,360
TRW INC COM 872649108 6,061 110,395 SH DEF 6 110,395
TSR INC COM 872885108 206 36,700 SH DEF 6 35,500 1,200
TMP WORLDWIDE INC COM 872941109 13 600 SH DEF 12 600
TTM TECHNOLOGIES INC COM 87305R109 6 1,240 SH DEF 3 1,240
TEXAS UTILITIES CAPITAL I PFD 873167209 163 6,600 SH DEF 12 6,600
TXU CORP COM 873168108 466 9,035 SH DEF 2 8,535 500
TXU CORP COM 873168108 1 17 SH DEF 7 17
TXU CORP COM 873168108 688 13,350 SH DEF 11 11,310 1,935 105
TXU CORP COM 873168108 4,003 77,652 SH DEF 12 77,652
TXU COM 873168108 1,804 35,000 SH DEF 13 35,000
TXU CORPORATION COM 873168108 16 200 SH DEF 15 200
TXU CORP. COM 873168108 180 3500 SH DEF 3500
TXU CORP COM COM 873168108 36,794 715,930 SH DEF 6 700,375 16,180
TXU CORPORATION COM 873168108 17,310 335,800 SH DEF 3 327,600 8,200
TXU PFD 873168884 20,170 400,000 SH DEF 13 400,000
TXU EUROPE CAP I PFD 87316S203 31 1,200 SH DEF 12 1,200
TXU GAS CO PFD SER F PFD 873170302 37 1,500 SH DEF 12 1,500
TXU US HLDGS CO PFD 87317Q768 13 500 SH DEF 12 500
TAB PRODUCTS CO-DELAWARE COM 873197107 5 1,000 SH DEF 12 1,000
TAIWAN SEMICONDUCTOR CO. LTD SPONADRDR 874039100 116 8,911 SH DEF 2 8,911
TAIWAN SEMICONDUCTOR COM 874039100 14,832 976,858 SH DEF 6 922,249 55,279
TAIWAN SEMICONDUCTOR - SP ADR ADR 874039100 1,178 99,711 SH DEF 3 90,647
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 2 100 SH DEF 12 100
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 1,911 92,790 SH DEF 3 79,590 13,200
TALBOTS INC COM 874161102 303 8,670 SH DEF 12 8,670
***TALISMAN ENERGY INC COM 87425E103 5 103 SH DEF 12 103
TALISMAN ENERGY INC COM 87425E103 12,010 266,000 SH DEF 3 246,800 19,200
TALISMAN ENERGY INC PFD 87425E509 33 1,300 SH DEF 12 1,300
TALK AMERICA HOLDINGS INC COM 87426R103 163 39,445 SH DEF 12 39,445
TALK AMERICA HOLDINGS INC COM 87426R103 23,021 5,574,200 SH DEF 14 5,574,200
TANDY BRANDS ACCESS COM 875378101 1,129 90,900 SH DEF 6 87,500 3,400
TANGER FACTORY OUTLET CENTERS COM 875465106 434 14,707 SH DEF 12 14,707
TANOX INC COM 87588Q109 14 1,300 SH DEF 2 1,300
TARGET CORP. COM 87612E106 10,795 283,330 SH DEF 1 103,905 179,425
TARGET CORP COM 87612E106 15,904 417,425 SH DEF 2 406,805 10,620
TARGET COM 87612e106 27 709 SH DEF 4 709
TARGET CORP COM 87612E106 5,503 144,426 SH DEF 5 118,614 25,812
TARGET CORP COM 87612E106 255 6,700 SH DEF 7 6,700
TARGET CORP COM 87612E106 610 16,007 SH DEF 11 9,307 6,505 195
TARGET CORP COM 87612E106 7,055 185,159 SH DEF 12 185,159
TARGET CORP. COM 87612E106 150 2,600 SH DEF 15 2,600
TARGET CORPORATION COM 87612E106 944 22,785 SH DEF 6 22,785
TARGET CORP COM 87612E106 4,383 115,039 SH DEF 3 110,539 4,500
TARGETS TRUST VI COM 87612P101 2 750 SH DEF 12 750
TASTY BAKING CO. COM 876553306 74 5,000 SH DEF 9 5,000
TASTY BAKING CO COM 876553306 582 43,137 SH DEF 12 43,137
TAUBMAN CENTERS, INC. COM 876664103 61 4,000 SH DEF 2 4,000
TAUBMAN CENTERS INC COM 876664103 38 2,500 SH DEF 12 2,500
TAUBMAN CENTERS INC-8.30% CUM PFD 876664202 58 2,500 SH DEF 12 2,500
CALVIN B TAYLOR BANKSHARES INC COM 876838103 9 264 SH DEF 12 264
TEAM INC COM 878155100 18 2,000 SH DEF 12 2,000
TEAMSTAFF INC COM 87815U204 3 427 SH DEF 12 427
TEAM SPORTS ENTERTAINMENT INC COM 87815W101 36 50,000 SH DEF 12 50,000
TECH DATA CORP COM 878237106 173 4,583 SH DEF 12 4,583
TECH DATA CORP COM 878237106 5 120 SH DEF 6 120
TECH OPS SEVCON COM 878293109 70 8,000 SH DEF 6 8,000
TECHNE CORP COM 878377100 11 400 SH DEF 12 400
TECHNE CORP COM 878377100 99 3,500 SH DEF 3 3,500
TECHNIP COFLEXIP ADR COM 878546209 262 9,575 SH DEF 6 9,470 105
TECHNITROL COM 878555101 6,643 285095 SH DEF 4 285095
TECHNITROL INC COM 878555101 633 27,154 SH DEF 12 27,154
TECHNITROL INC COM 878555101 3,107 120,200 SH DEF 6 118,100 2,100
TECHTRONIC INDS LTD S COM 87873R101 3,559 208,253 SH DEF 6 185,958 23,230
TECO CAPITAL TRUST I-8.50% PFD 87875R208 122 4,600 SH DEF 12 4,600
TECUMSEH PRODS CO CL A 878895200 6,454 138,800 SH DEF 6 135,200 3,600
TECUMSEH PRODUCTS CO-CL A COM 878895200 114 2,150 SH DEF 12 2,150
TECUMSEH PRODUCTS CO -CL A COM 878895200 138 2,600 SH DEF 3 2,600
TEKELEC INC COM 879101103 73 9,078 SH DEF 12 9,078
TEKTRONIX INC COM 879131100 19 1,042 SH DEF 12 1,042
TEKTRONIX INC COM 879131100 1 50 SH DEF 6 50
TELECENTRO OESTE CELULAR ADR ADR 87923P105 56 12,600 SH DEF 3 12,600
TELEBANC CAPITAL TRUST II PFD 87925Y203 1,451 66,700 SH DEF 12 66,700
TELEBANC CAP TRUST PREF 87925Y203 623 30000 SH DEF 30000
TELECOM CORP. OF NEW ADR 879278208 13 660 SH DEF 2 610 50
TELECOM HOLDRS TR COM 87927P200 3 100 SH DEF 12 100
TELECOM ITALIA SPA S.A. ADR 87927W106 1 12 SH DEF 2 12
TELECOMINICAOES BRASILEIRAS SA ADADR 879287308 2 73 SH DEF 2 50 23
TELECOMMUNICATIONS SYSTEMS INC COM 87929J103 6 3,100 SH DEF 12 3,100
TELEDYNE TECHNOLOGIES INC COM 879360105 25 1,224 SH DEF 12 1,224
TELEFLEX INC. COM 879369106 57 1,000 SH DEF 2 1,000
TELEFLEX INC COM 879369106 206 3,600 SH DEF 11 3,600
TELEFLEX INC COM 879369106 10,000 174,985 SH DEF 12 174,985
TELEFONICA SA SPONS ADR ADR 879382208 1,011 40,689 SH DEF 2 40,643 46
TELEFONICA DE ESPANA COM 879382208 4,841 182,288 SH DEF 6 158,953 24,269
TELEFONOS DE MEXICO SA SPONS ADR ADR 879403780 113 3,509 SH DEF 2 3,474 35
TELEFONOS DE MEXICO SPON ADR 879403780 5 100 SH DEF 15 100
TELEFONOS DE MEXICO S A ADR REP OADRL 879403780 458 14,272 SH DEF 3 14,272
TELEPHONE & DATA SYSTEMS, INC. COM 879433100 307 5,065 SH DEF 2 5,065
TELEPHONE & DATA SYSTEMS, INC. COM 879433100 91 1,500 SH DEF 7 1,500
TELEPHONE & DATA SYSTEMS INC COM 879433100 12 200 SH DEF 12 200
TELEPHONE & DATA SYS COM 879433100 1,163 15,340 SH DEF 6 15,340
TELEPHONE & DATA SYSTEMS INC PFD 879433878 39 2,000 SH DEF 12 2,000
TELENETICS CORP COM 87943P408 1 5,000 SH DEF 12 5,000
TELIK INC COM 87959M109 732 58,550 SH DEF 12 58,550
TELLABS, INC. COM 879664100 6 1,000 SH DEF 2 1,000
TELLABS INC COM 879664100 338 54,550 SH DEF 5 44,150 10,400
TELLABS, INC. COM 879664100 31,333 5,053,789 SH DEF 8 5,053,789
TELLABS INC. COM 879664100 302 48,668 SH DEF 9 450 48,218
TELLABS, INC. COM 879664100 64,507 10,404,360 SH DEF 10 10,404,360
TELLABS INC COM 879664100 1,150 185,408 SH DEF 12 185,408
TELLABS INC. COM 879664100 9 900 SH DEF 15 900
TELLABS INC COM 879664100 246 25,500 SH DEF 6 25,500
***TELUS CORPORATION COM 87971M202 2 253 SH DEF 12 253
TEMPLE INLAND INC. COM 879868107 139 2,400 SH DEF 2 2,400
TEMPLE INLAND INC COM COM 879868107 333 5,750 SH DEF 5 4,550 1,200
TEMPLE INLAND INC COM 879868107 609 10,523 SH DEF 12 10,523
TEMPLE INLAND INC. COM 879868107 87 1500 SH DEF 1500
TEMPLE INLAND INC COM 879868107 532 9,550 SH DEF 6 9,550
TEMPLE-INLAND INC PFD 879868206 77 1,400 SH DEF 12 1,400
TEMPLETON GLOBAL GOVTS INCOME UNIT 879929107 2,905 410,345 SH DEF 12 410,345
TEMPLETON DRAGON FUND INC UNIT 88018T101 207 22,425 SH DEF 12 22,425
TEMPLETON CHINA WORLD FUND UNIT 88018X102 126 13,010 SH DEF 12 13,010
TEMPLETON EMERGING MARKETS UNIT 880190103 19 1,750 SH DEF 12 1,750
TEMPLETON EMERGING MARKETS UNIT 880191101 237 24,737 SH DEF 12 24,737
TEMPLETON EMERGING MARKETS UNIT 880192109 2,103 193,995 SH DEF 12 193,995
TEMPLETON GLOBAL INCOME FUND UNIT 880198106 380 50,007 SH DEF 12 50,007
TENET HEALTHCARE CORP. COM 88033G100 72 1,000 SH DEF 2 1,000
TENET HEALTHCARE CORP COM 88033G100 1,396 19,508 SH DEF 12 19,508
TENET HEALTHCARE COM 88033G100 127 1,700 SH DEF 6 1,700
TENET HEALTHCARE CORP COM 88033G100 8,557 119,600 SH DEF 3 118,900 700
TENET HEALTHCARE CORP SR. SUB. NOCVT 88033GAD2 2,063 2,075,000 PRN DEF 16
TENGASCO INC (NEW) COM 88033R205 28 9,855 SH DEF 12 9,855
TENGTU INTERNATIONAL CORP COM 88033T102 7 10,000 SH DEF 15 10,000
TENNANT CO COM 880345103 36 900 SH DEF 2 900
TENNANT CO COM 880345103 11 276 SH DEF 12 276
TENNECO AUTOMOTIVE INC COM 880349105 2 361 SH DEF 12 361
TENNESSEE VALLEY AUTH PFD 880591300 77 3,000 SH DEF 12 3,000
TENNESSEE VALLEY AUTH 6.50% PFD 880591409 111 4,300 SH DEF 12 4,300
TENNESSEE VALLEY AUTH FEDL CPN CONV 88059EHE7 812 27,000 PRN DEF 12 27,000
TERADYNE INC COM 880770102 613 26,069 SH DEF 12 26,069
TERADYNE INC COM 880770102 81 3,000 SH DEF 6 3,000
TERAYON COMMUNICATION SYSTEMS COM 880775101 14 10,660 SH DEF 12 10,660
TERAYON COMMUN SYSTEMS INC COM 880775101 9 6,500 SH DEF 3 6,500
TEREX CORP NEW COM 880779103 173 7,685 SH DEF 12 7,685
TEREX CORP COM 880779103 13,807 543,600 SH DEF 6 527,200 16,400
TERAFORCE TECHNOLOGY CORP COM 88077T109 1 4,500 SH DEF 12 4,500
TESCO PLC-ADR COM 881575302 3,523 316,340 SH DEF 6 215,630 101,550
TESORO PETROLEUM CORP COM 881609101 2 300 SH DEF 12 300
TESORO PETE CORP COM 881609101 8,139 1,154,500 SH DEF 6 1,124,700 29,800
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 22 332 SH DEF 2 332
TETRA TECHNOLOGIES INC DEL COM 88162F105 3 100 SH DEF 7 100
TETRA TECHNOLOGIES COM 88162F105 3,690 149,400 SH DEF 6 144,500 4,900
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,585 59,700 SH DEF 3 59,700
TETRA TECH INC NEW COM 88162G103 91 6,200 SH DEF 12 6,200
TEXACO INC. COM 881694103 18 200 SH DEF 9 200
TEXAS BIOTECHNOLOGY CORP COM 88221T104 1 300 SH DEF 12 300
TEXAS INDUSTRIES INC COM 882491103 2,257 71,675 SH DEF 12 71,675
TEXAS INDS INC COM COM 882491103 1,175 37,300 SH DEF 3 30,900 6,400
TEXAS INSTRUMENTS INC. COM 882508104 6,132 258,750 SH DEF 2 249,100 9,650
TEXAS INSTRUMENTS COM 882508104 9,416 397314 SH DEF 4 397314
TEXAS INSTRUMENTS INC COM COM 882508104 1,280 54,000 SH DEF 5 49,725 4,275
TEXAS INSTRUMENTS INC COM 882508104 884 37,305 SH DEF 11 30,186 4,285 2,834
TEXAS INSTRUMENTS INC COM 882508104 7,287 307,459 SH DEF 12 307,459
TEXAS INSTRUMENTS INC. COM 882508104 130 3,600 SH DEF 15 3,600
TEXAS INSTRS INC COM COM 882508104 5,018 211,750 SH DEF 3 203,650 8,100
TEXAS PACIFIC LAND TRUST COM 882610108 324 7,950 SH DEF 12 7,950
TEXAS REGIONAL BANCSHARES INC. COM 882673106 8,355 171,693 SH DEF 7 171,693
TEXAS REGIONAL BANCSHARES INC COM 882673106 55 1,100 SH DEF 12 1,100
THAI FUND INC UNIT 882904105 24 5,100 SH DEF 12 5,100
THAI CAPITAL FUND INC UNIT 882905102 1 700 SH DEF 12 700
TEXTRON CAPITAL I TRUST PFD PFD 883198202 25 1,000 SH DEF 2 1,000
TEXTRON CAPITAL I-7.92% TRUST PFD 883198202 934 37,375 SH DEF 12 37,375
TEXTRON INC. COM 883203101 209 4,450 SH DEF 2 4,450
TEXTRON INC. COM 883203101 347 7,400 SH DEF 9 7,400
TEXTRON INC COM 883203101 8,171 174,213 SH DEF 12 174,213
TEXTRON INC COM 883203101 12,347 263,140 SH DEF 6 263,140
THERAGENICS CORP COM 883375107 34 4,000 SH DEF 12 4,000
THERAGENICS CORP COM COM 883375107 175 20,800 SH DEF 3 20,800
THERASENSE INC COM 883381105 74 4,005 SH DEF 12 4,005
THERMO ELECTRON CORP. COM 883556102 27 1,635 SH DEF 2 1,635
THERMO ELECTRON CORP. COM 883556102 13 800 SH DEF 7 800
THERMO ELECTRON CORP COM 883556102 107 6,462 SH DEF 12 6,462
THERMO ELECTRON CORP COM 883556102 433 23,600 SH DEF 6 23,600
THOMAS & BETTS CORP COM 884315102 1 50 SH DEF 12 50
THOMAS INDS INC COM 884425109 263 9,100 SH DEF 6 9,100
THOMAS INDS INC COM COM 884425109 29 1,000 SH DEF 3 1,000
THORNBURG MORTGAGE INC COM 885218107 16 800 SH DEF 12 800
THORNBURG MTG ASSET CORP COM 885218107 10,539 535,495 SH DEF 3 520,645 14,850
3COM CORP ADR 885535104 22 5000 SH DEF 5000
3 COM CORP. COM 885535104 1 225 SH DEF 2 225
3COM CORP COM 885535104 76 17,211 SH DEF 12 17,211
3COM CORP COM 885535104 8,370 1,505,320 SH DEF 6 1,350,820 154,500
3DO CO COM 88553W105 1 1,000 SH DEF 12 1,000
3-D SYSTEMS CORP-DEL NEW COM 88554D205 9 700 SH DEF 12 700
THREE FIVE SYSTEMS INC COM 88554L108 5 450 SH DEF 12 450
THREE RIVS BANCORP INC COM 88562Q107 8 475 SH DEF 12 475
THREE RIVS BANCORP COM 88562Q107 1,384 77,000 SH DEF 6 74,200 2,800
3TEC ENERGY CORP COM 88575R308 2,618 174,500 SH DEF 6 168,000 6,500
3M COMPANY COM 88579Y101 1,199 9,747 SH DEF 1 1,207 8,540
3M COMPANY COM 88579Y101 2,921 23,750 SH DEF 2 23,637 113
3M CO. COM 88579Y101 28 226 SH DEF 4 226
3M COMPANY COM 88579Y101 1,820 14,794 SH DEF 5 13,194 1,600
3M COMPANY COM 88579Y101 382 3,106 SH DEF 7 3,106
3M COMPANY COM 88579Y101 3,998 32,500 SH DEF 10 32,500
3M COMPANY COM 88579Y101 373 3,036 SH DEF 11 2,180 802 54
3M COMPANY COM 88579Y101 5,918 48,115 SH DEF 12 48,115
3M CO. COM 88579Y101 423 2,265 SH DEF 15 2,265
3M CO COM 88579Y101 11,093 90,189 SH DEF 3 87,789 2,400
TIBCO SOFTWARE INC COM 88632Q103 7 1,325 SH DEF 12 1,325
TIBCO SOFTWARE INC COM 88632Q103 1,614 271,200 SH DEF 6 271,200
TICKETMASTER COM 88633P203 7 400 SH DEF 12 400
TIDEWATER INC COM 886423102 148 4,500 SH DEF 12 4,500
TIDEWATER INC COM 886423102 41,615 1,093,800 SH DEF 6 1,022,625 71,425
TIER TECHNOLOGIES INC CL - B COM 88650Q100 106 5,940 SH DEF 3 5,940
TIFFANY & CO. NEW COM 886547108 3 92 SH DEF 2 92
TIFFANY & CO NEW COM 886547108 66 1,870 SH DEF 12 1,870
TIMBERLAND BANCORP I COM 887098101 984 57,500 SH DEF 6 55,800 1,700
TIMBERLAND CO CL A 887100105 11,646 300,300 SH DEF 6 294,900 5,400
TIMBERLAND CO-CL A COM 887100105 90 2,500 SH DEF 12 2,500
TIME WARNER TELECOM INC COM 887319101 12 7,060 SH DEF 12 7,060
TIMKEN CO COM 887389104 47 2,100 SH DEF 12 2,100
TIMKEN CO COM COM 887389104 1,018 45,600 SH DEF 3 8,800 36,800
TIPPERARY CORP NEW COM 888002300 33 19,000 SH DEF 12 19,000
TIPPINGPOINT TECHNOLOGIES INC COM 888011103 4 359 SH DEF 12 359
TITAN CORP COM 888266103 53 2,899 SH DEF 12 2,899
TITAN PHARMACEUTICALS INC-DEL COM 888314101 2 473 SH DEF 12 473
TITANIUM METALS CORP COM 888339108 8 2,200 SH DEF 12 2,200
TODD SHIPYARDS CORP COM 889039103 1,104 78,300 SH DEF 6 76,200 2,100
TODHUNTER INTL INC COM 889050100 271 23,800 SH DEF 6 21,500 2,300
TOLEDO EDISON CO 4 1/4% PFD PFD 889175204 86 1,500 SH DEF 12 1,500
TOLEDO EDISON CO-4.25% PFD PFD 889175303 91 1,650 SH DEF 12 1,650
TOLEDO EDISON CO-4.56% PFD PFD 889175402 6 100 SH DEF 12 100
TOLL BROTHERS INC COM 889478103 305 10,396 SH DEF 12 10,396
TOLL BROTHERS INC COM COM 889478103 422 14,400 SH DEF 3 14,400
TOLLGRADE COMMUNICATIONS INC COM 889542106 6 390 SH DEF 3 390
TOMRA SYSTEMS ASA ADR 889905204 24 3,000 SH DEF 2 3,000
TOMKINS PLC SPONSORED ADR ADR 890030208 154 10,217 SH DEF 2 10,100 117
TOO INC COM 890333107 39 1,265 SH DEF 12 1,265
TOOTSIE ROLL INDUSTRIES INC. COM 890516107 856 22,190 SH DEF 2 22,190
TOOTSIE ROLL COM 890516107 82 2116 SH DEF 4 2116
TOOTSIE ROLL INDUSTRIES INC COM 890516107 158 4,097 SH DEF 12 4,097
TOPPS CO INC COM 890786106 4 373 SH DEF 12 373
TOPPS INC COM 890786106 7,931 771,500 SH DEF 6 746,500 25,000
TOR MINERALS INTL INC COM 890878101 1 800 SH DEF 12 800
TORCH OFFSHORE INC COM 891019101 1 150 SH DEF 12 150
TORCHMARK CORP COM 891027104 1,004 26,291 SH DEF 12 26,291
TORCHMARK CORP COM 891027104 5,263 130,395 SH DEF 6 130,395
TORCHMARK CORP COM COM 891027104 7,769 203,365 SH DEF 3 197,365 6,000
TORCHMARK CAPITAL TRUST I PFD 89102Q201 15 600 SH DEF 12 600
TORO CO COM 891092108 20,934 364,982 SH DEF 6 355,532 760 9,190
TORO CO COM COM 891092108 3,154 55,490 SH DEF 3 35,190 20,300
BANQUE TORONTO DOMINION COM 891160509 176 7,500 SH DEF 12 7,500
TORRINGTON WATER CO COM 891466104 53 700 SH DEF 12 700
TOTAL FINA ELF S.A. ADR ADR 89151E109 11,915 147,282 SH DEF 2 144,861 2,421
TOUCH AMERICA HOLDINGS INC COM 891539108 11 3,950 SH DEF 12 3,950
TOWER AUTOMOTIVE INC COM 891707101 8 600 SH DEF 12 600
TOWER AUTOMOTIVE INC. COM 891707101 92 6625 SH DEF 6625
TOWER AUTOMOTIVE INC COM 891707101 5,956 463,500 SH DEF 6 456,700 6,800
TOWER AUTOMOTIVE INC COM 891707101 2,914 208,900 SH DEF 3 203,000 5,900
TOTAL SYSTEM SERVICES INC. COM 891906109 376 20,000 SH DEF 7 20,000
TOTAL SYSTEM SERVICES INC COM 891906109 11 577 SH DEF 12 577
TRACK DATA CORP COM 891918104 50 41,820 SH DEF 12 41,820
THE TOWN AND COUNTRY TRUST COM 892081100 280 12,500 SH DEF 2 12,500
TOWN & COUNTRY TRUST COM 892081100 685 30,600 SH DEF 12 30,600
TOYOTA MTR CORP COM 892331307 2,095 37,905 SH DEF 6 37,770 135
TOYS 'R' US INC. COM 892335100 1,279 73,214 SH DEF 9 73,214
TOYS R US INC COM 892335100 1,662 95,145 SH DEF 12 95,145
TOYS R US COM 892335100 19 700 SH DEF 15 700
TOYS R US COM 892335100 574 31,510 SH DEF 6 31,510
TOYS R US INC PREFER COM 892335209 28,821 560,245 SH DEF 6 515,035 45,380
TRACTOR SUPPLY CO COM 892356106 128 1,800 SH DEF 12 1,800
TRACTOR SUPPLY CO COM 892356106 950 17,000 SH DEF 6 17,000
TRACTOR SUPPLY CO COM 892356106 93 1,310 SH DEF 3 1,310
TRAMMEL CROW COM 89288R106 5,520 408,900 SH DEF 6 397,300 11,600
TRANS WORLD ENTMT COR COM 89336Q100 5,418 894,665 SH DEF 6 875,825 3,440 17,990
TRANSACTION SYSTEMS ARCHIT CLASS A 893416107 19 1,050 SH DEF 15 1,050
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 12 1,000 SH DEF 12 1,000
TRANSACTION SYS ARCHITECTS CL A COM 893416107 2,050 174,300 SH DEF 3 138,700 35,600
TRANSAMERICA FINCL CORP DEB CONV 893502AM6 2,209 30,000 PRN DEF 12 30,000
TRANSAMERICA FINCL CORP DEB CONV 893502AP9 7,165 150,000 PRN DEF 12 150,000
TRANSAMERICA INCOME SHARES INC UNIT 893506105 157 6,000 SH DEF 12 6,000
TRANSATLANTIC HOLDINGS, INC. COM 893521104 70 873 SH DEF 7 873
TRANSATLANTIC HOLDINGS INC COM 893521104 244 3,047 SH DEF 12 3,047
***TRANSCANADA CAPITAL-8.75% PFD 893525204 5 200 SH DEF 12 200
***TRANSCANADA PIPELINES LTD COM 893526103 2 100 SH DEF 12 100
***TRANSCANADA PIPELINES LTD PFD 893526723 31 1,200 SH DEF 12 1,200
TRANSKARYOTIC THERAPIES INC COM 893735100 18 500 SH DEF 12 500
TRANSKARYOTIC THERAPIES INC COM 893735100 213 5,900 SH DEF 3 5,900
TRANSMETA CORP DEL COM 89376R109 4 1,510 SH DEF 12 1,510
TRAVELERS P&C CAPITAL I PFD 893931204 643 25,650 SH DEF 12 25,650
TRANSAMERICA FINANCE CORP PFD 893950204 30 1,200 SH DEF 12 1,200
TRANSWITCH CORP COM 894065101 5 7,300 SH DEF 12 7,300
TRAVELERS P&C CAPITAL II PFD 89420B209 212 8,500 SH DEF 12 8,500
TRAVELERS PPTY CL A 89420G109 4,266 243,100 SH DEF 6 238,700 4,400
TRAVELERS PROPERTY CASUALTY CORP COM 89420G109 620 35,000 SH DEF 8 35,000
TRAVELERS PROPERTY CASUALTY COM 89420G109 32 1,831 SH DEF 12 1,831
TIGR-SER 23-COUPON-INT PMT ON CONV 8946432G9 1,508 16,000 PRN DEF 12 16,000
TIGR-SER 18-COUPON-INT PMT ON CONV 894643D69 998 10,000 PRN DEF 12 10,000
TIGR-SER 18-COUPON-INT PMT ON CONV 894643D85 195 2,000 PRN DEF 12 2,000
TIGR-SER 18-COUPON-INT PMT ON CONV 894643D93 5,526 58,000 PRN DEF 12 58,000
TIGR-SER 18-COUPON-INT PMT ON CONV 894643F42 210 3,000 PRN DEF 12 3,000
TIGR-COUPON-SER 9-INT PMT ON CONV 894643QQ1 294 3,000 PRN DEF 12 3,000
TIGR-PRIN-SER 9-PRIN PMT ON CONV 894643QS7 1,065 11,000 PRN DEF 12 11,000
TIGR-SER 21-COUPON-INT PMT ON CONV 894643T21 9,809 100,000 PRN DEF 12 100,000
TIGR-SER 12-COUPON-INT PMT ON CONV 894643TV7 7,068 73,000 PRN DEF 12 73,000
TREDEGAR CORPORATION COM 894650100 39 1,630 SH DEF 12 1,630
TREMONT CORP-DEL NEW COM 894745207 2 70 SH DEF 12 70
TRENDWEST RESORTS COM 894917103 1,025 43,300 SH DEF 6 43,300
TREX INC COM 89531P105 377 12,000 SH DEF 12 12,000
TRI CITY BANK SHARES CORP - WISC COM 895364107 1 15 SH DEF 2 15
TRI-CONTINENTAL CORP UNIT 895436103 417 25,876 SH DEF 12 25,876
TRI-CONTINENTAL CORP-$2.50 PFD PFD 895436202 8 200 SH DEF 12 200
TRIAD HOSPITAL INC COM 89579K109 5 112 SH DEF 12 112
TRIAD GUARANTY INC COM 895925105 48 1,100 SH DEF 12 1,100
TRIAD GTY INC COM COM 895925105 3,024 69,480 SH DEF 3 67,980 1,500
TRIARC COS INC CL A 895927101 4,024 146,525 SH DEF 6 146,525
TRIARC COS INC COM 895927101 6,869 254,657 SH DEF 6 246,842 1,550 7,895
TRIARC COMPANIES INC CVT SUB DEB CVT 895927AB7 3,688 10,000,000 PRN DEF 16
TRIBUNE COMPANY COM 896047107 102 2,350 SH DEF 2 2,350
TRIBUNE COM 896047107 8,275 190241 SH DEF 4 190241
TRIBUNE CO NEW COM 896047107 443 10,190 SH DEF 12 10,190
TRIBUNE COMPANY COM 896047107 66 1,000 SH DEF 15 1,000
TRIBUNE CO DELAWARE NEW COM 896047107 18 425 SH DEF 6 425
TRICO BANCSHARES COM 896095106 675 25,500 SH DEF 12 25,500
TRICO BANCSHARES COM 896095106 702 26,500 SH DEF 6 26,400 100
TRICO MARINE SERVICES INC COM 896106101 10 1,500 SH DEF 12 1,500
TRICORD SYSTEMS INC COM 896121100 1 5,750 SH DEF 12 5,750
TRIKON TECHNOLOGIES INC COM 896187408 180 19,990 SH DEF 3 15,590 4,400
TRIGON HEALTHCARE INC COM 89618L100 224 2,223 SH DEF 12 2,223
TRIGON HEALTHCARE INC. COM 89618L100 306 2,000 SH DEF 15 2,000
TRIGON HEALTHCARE COM 89618L100 5,736 55,390 SH DEF 6 55,390
TRIGON HEALTHCARE INC COM 89618L100 15,555 154,650 SH DEF 3 142,650 12,000
TRIMBLE NAV LTD COM 896239100 5 300 SH DEF 2 300
TRIMBLE NAVIGATION LTD COM 896239100 5 300 SH DEF 12 300
TRIMBLE NAVIGATION LTD COM 896239100 504 32,500 SH DEF 3 25,000 7,500
TRINITY PETROLEUM TRUST-CBI COM 896556107 3 100 SH DEF 12 100
TRIQUINT SEMICONDUCTOR INC COM 89674K103 9 1,458 SH DEF 12 1,458
TRIUMPH GROUP INC NEW COM 896818101 58 1,300 SH DEF 12 1,300
TRIUMPH GROUP INC. COM 896818101 45 1000 SH DEF 1000
TRIUMPH GROUP INC COM 896818101 11,309 254,700 SH DEF 6 248,400 6,300
TRIUMPH GROUP INC COM 896818101 147 3,300 SH DEF 3 3,300
***TRIZEC CANADA INC COM 896874104 4 224 SH DEF 12 224
TRIZEC PROPERTIES INC COM 89687P107 17 1,025 SH DEF 12 1,025
TROPICAL SPORTSWEAR INTL CORP. COM 89708P102 11 500 SH DEF 500
TROPICAL SPORTSWEAR COM 89708P102 1,909 74,000 SH DEF 6 74,000
TROVER SOLUTIONS INC COM 897249108 12 2,000 SH DEF 12 2,000
TROVER SOLUTIONS INC COM 897249108 990 179,700 SH DEF 6 174,000 5,700
TRUST CERTIFICATES 2001-3 PFD 89826T200 114 4,600 SH DEF 12 4,600
TRUST CO OF NEW JERSEY NEW COM 898304100 28 1,096 SH DEF 12 1,096
TRUST CO NJ JERSEY COM 898304100 2,297 98,300 SH DEF 6 98,300
TRUSTCO BANK CORP N Y COM 898349105 368 27,977 SH DEF 12 27,977
TRUSTMARK CORP COM 898402102 1,304 51,023 SH DEF 12 51,023
TRUSTMARK CORP COM 898402102 2,022 79,550 SH DEF 6 79,550
TRUSTMARK CORP COM NASD INDL COM 898402102 4,168 163,150 SH DEF 3 157,250 5,900
TUESDAY MORNING CORP-NEW COM 899035505 223 12,000 SH DEF 12 12,000
TULARIK INC COM 899165104 9 1,000 SH DEF 12 1,000
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 33 17,694 SH DEF 12 17,694
TUPPERWARE CORP. COM 899896104 9 420 SH DEF 2 420
TUPPERWARE CORP COM 899896104 2,028 97,542 SH DEF 12 97,542
TUPPERWARE CORP COM 899896104 14,559 657,900 SH DEF 6 638,700 19,200
FIRED UP INC. COM 8S00969 5 2,000 SH DEF 2 2,000
CENTERBANK COM 8S01605 375 25,000 SH DEF 2 25,000
LOSANTIVILLE CNTY CLUB LAND COM 8S02062 4 15 SH DEF 2 15
TURNSTONE SYSTEMS INC COM 900423104 32 7,500 SH DEF 7 7,500
TURNSTONE SYSTEMS INC COM 900423104 3 800 SH DEF 12 800
TWIN DISC INC COM 901476101 323 22,200 SH DEF 6 22,200
II VI INC COM 902104108 16 1,100 SH DEF 12 1,100
2002 TARGET TERM TRUST INC UNIT 902106103 2 116 SH DEF 12 116
TXU CAPITAL TRUST II PFD 90210S204 83 3,250 SH DEF 12 3,250
TYCO INTERNATIONAL LTD COM 902124106 3,038 224,901 SH DEF 2 216,096 8,805
TYCO INTERNATIONAL COM 902124106 9 654 SH DEF 4 654
TYCO INTERNATIONAL LTD COM 902124106 3,112 230,321 SH DEF 5 182,344 47,977
TYCO INTERNATIONAL LTD COM 902124106 178,564 13,217,200 SH DEF 8 13,217,200
TYCO INTERNATIONAL LTD COM 902124106 580 42,940 SH DEF 9 90 42,850
TYCO INTERNATIONAL LTD COM 902124106 360,178 26,660,140 SH DEF 10 26,660,140
TYCO INTERNATIONAL LTD COM 902124106 181 13,397 SH DEF 11 9,035 4,362
***TYCO INTERNATIONAL LTD COM 902124106 11,467 848,753 SH DEF 12 848,753
TYCO INTERNATIONAL LTD COM 902124106 81,060 6,000,000 SH DEF 14 6,000,000
TYCO INTERNATIONAL COM 902124106 129 6,300 SH DEF 15 6,300
TYCO INTL LTD NEW COM COM 902124106 27,649 1,497,284 SH DEF 6 1,466,838 31,100
TYCO INTL LTD NEW COM COM 902124106 836 61,867 SH DEF 3 52,367 9,500
TYCO INTL LTD NEW CONV 902124AC0 2,582 45,000 PRN DEF 12 45,000
TYSON FOODS INC CL A 902494103 7 470 SH DEF 6 470
TYSON FOODS INC. COM 902494103 18 1,169 SH DEF 2 1,169
TYSON FOODS INC-CL A COM 902494103 8 500 SH DEF 12 500
UAL CORP NEW COM 902549500 5 450 SH DEF 12 450
UAL CORP-DEPOSITARY SHS-REPSTG PFD 902549708 10 500 SH DEF 12 500
UAL CORP CAPITAL TR I-13.25% PFD 90254Y208 18 900 SH DEF 12 900
UCBH HOLDINGS INC. COM 90262T308 8,155 214,550 SH DEF 7 214,550
UDS CAPITAL I-8.32% TRUST PFD 902655208 280 11,323 SH DEF 12 11,323
UGI CORP HOLDING CO COM 902681105 57 1,800 SH DEF 12 1,800
UGI CORP NEW COM 902681105 9,492 296,177 SH DEF 6 289,357 1,330 6,175
UGI CORP NEW COM COM 902681105 10,762 336,940 SH DEF 3 307,140 29,800
UICI COM COM 902737105 8,816 436,440 SH DEF 3 422,140 14,300
UIL HOLDINGS CORP COM 902748102 626 11,486 SH DEF 12 11,486
UIL HOLDING CO COM 902748102 7,875 142,400 SH DEF 6 138,000 4,400
UNITED ILLUM CO COM COM 902748102 4,508 82,775 SH DEF 3 70,075 12,700
UMB FINANCIAL CORP COM 902788108 8 173 SH DEF 12 173
UMB FINL CORP COM 902788108 2,578 54,200 SH DEF 6 54,200
UMB FINL CORP COM COM 902788108 56 1,200 SH DEF 3 1,200
U S B HLDG INC COM 902910108 90 5,800 SH DEF 6 5,800
UST INC COM 902911106 272 8,000 SH DEF 11 8,000
UST INC COM 902911106 295 8,676 SH DEF 12 8,676
UST INC COM 902911106 3 80 SH DEF 6 80
U S PLASTIC LUMBER CORP COM 902948108 2 5,000 SH DEF 12 5,000
U S ENERGY SYSTEMS INC COM 902951102 4 2,400 SH DEF 12 2,400
U S RESTAURANT PROPERTIES INC COM 902971100 2 150 SH DEF 12 150
U.S. BANCORP COM 902973304 22,147 948,495 SH DEF 2 939,383 9,112
US BANCORP COM 902973304 311 13,299 SH DEF 5 13,299
U.S. BANCORP COM 902973304 967 41,395 SH DEF 7 41,395
US BANCORP DEL COM 902973304 4,031 172,622 SH DEF 12 172,622
U S BANCORP COM 902973304 36,688 1,565,115 SH DEF 6 1,519,835 45,914
US BANCORP COM 902973304 20,355 871,739 SH DEF 3 840,939 30,800
USA INTERACTIVE COM 902984103 47 2,000 SH DEF 2 2,000
USA INTERACTIVE COM 902984103 90,674 3,866,674 SH DEF 8 3,866,674
USA INTERACTIVE COM 902984103 323,851 13,810,262 SH DEF 10 13,810,262
USA INTERACTIVE COM 902984103 1,779 75,865 SH DEF 12 75,865
USA INTERACTIVE COM 902984103 2,802 98,305 SH DEF 6 98,305
USA INTERACTIVE COM 902984103 291 12,400 SH DEF 3 12,400
USA INTERACTIVE - RESTRICTED COM 9029LMCM4 47,024 2,005,300 SH DEF 8 2,005,300
URS CORP NEW COM 903236107 41 1,447 SH DEF 12 1,447
URS CORP COM 903236107 6,350 215,100 SH DEF 6 209,300 5,800
URS CORP COM 903236107 10,644 380,130 SH DEF 3 331,430 48,700
USANA HEALTH SCIENC COM 90328M107 428 76,400 SH DEF 6 72,800 3,600
USA TECHNOLOGIES INC COM 90328S401 1 5,000 SH DEF 12 5,000
USG CORP NEW COM 903293405 7 1,000 SH DEF 12 1,000
USB CAPITAL II-7.20% TRUST PFD 90332M200 15 600 SH DEF 12 600
USEC INC COM 90333E108 13 1,500 SH DEF 12 1,500
USEC INC COM 90333E108 1,102 147,100 SH DEF 6 140,800 6,300
U.S CONCRETE INC COM 90333L102 1,709 302,477 SH DEF 6 294,277 8,200
US LABORATORIES INC COM 90333T105 3 200 SH DEF 12 200
U S BANCORP CAPITAL III 7.75% PFD 90335H208 152 5,940 SH DEF 12 5,940
US 1 INDUSTRIES INC COM 903369106 2 7,000 SH DEF 12 7,000
US UNWIRED INC COM 90338R104 2 800 SH DEF 12 800
US ONCOLOGY INC COM 90338W103 5 650 SH DEF 12 650
***UNIBANCO-UNIAO DE BANCOS COM 90458E107 3 200 SH DEF 12 200
UNIBANCO-UNI GDS BRAZIL GDS 90458E107 3,224 195,400 SH DEF 3 195,400
UNICOMP INC NEW COM 90465L409 3 25,720 SH DEF 12 25,720
UNIFI INC COM 904677101 76 6,955 SH DEF 12 6,955
UNIFI COM 904677101 237 21,700 SH DEF 3 8,000 13,700
UNIFAB INTERNATIONAL INC COM 90467L100 1 1,900 SH DEF 12 1,900
UNIGENE LABORATORIES INC COM 904753100 5 12,500 SH DEF 12 12,500
UNILEVER PLC ADR 904767704 62 1,708 SH DEF 2 1,670 38
UNILEVER PLC SPON ADR 904767704 139 2,500 SH DEF 15 2,500
UNILEVER N.V. COM 904784709 775 11,961 SH DEF 1 11,961
***UNILEVER N V COM 904784709 531 8,187 SH DEF 12 8,187
UNILEVER N.V. N Y SHS N904784709 6 89 SH DEF 15 89
UNILEVER N.V. NEW YORK SHARES COM 904784709 3,823 59,000 SH DEF 3 49,800 9,200
UNION ACCEP CORP CL A 904832102 2,304 329,600 SH DEF 6 319,500 10,100
UNION ELECTRIC CO-$1.735 PFD PFD 906548763 7 300 SH DEF 12 300
UNION PACIFIC CORP. COM 907818108 5,636 89,059 SH DEF 2 86,703 2,356
UNION PACIFIC CORP COM COM 907818108 375 5,933 SH DEF 5 5,933
UNION PACIFIC CORP. COM 907818108 72 1,140 SH DEF 7 1,140
UNION PACIFIC CORP COM 907818108 360 5,691 SH DEF 11 4,996 695
UNION PACIFIC CORP COM 907818108 1,776 28,067 SH DEF 12 28,067
UNION PAC CORP COM 907818108 65 1,068 SH DEF 6 1,068
UNION PAC CORP COM COM 907818108 11,609 183,450 SH DEF 3 176,550 6,900
UNION PACIFIC CAPITAL TRUST TERM PFD 907824403 31 600 SH DEF 2 600
UNION PLANTERS CORP COM 908068109 4,574 141,294 SH DEF 12 141,294
UNION PLANTERS CORP COM 908068109 6 120 SH DEF 6 120
UNION PLANTERS CORP COM COM 908068109 29,674 916,700 SH DEF 3 878,600 38,100
UNIONBANCAL CORPORATION COM 908906100 1,448 30,903 SH DEF 8 30,903
UNIONBANCAL CORPORATION COM 908906100 42,760 912,700 SH DEF 10 912,700
UNISOURCE ENERGY CORP COM 909205106 39 2,120 SH DEF 12 2,120
UNISOURCE ENERGY COM 909205106 11,322 581,800 SH DEF 6 575,700 6,100
UNISYS COM 909214108 4,729 525440 SH DEF 4 525440
UNISYS CORP. COM 909214108 370 41,059 SH DEF 9 41,059
UNISYS CORP. COM 909214108 7,741 860,100 SH DEF 10 860,100
UNISYS CORP AUTREFOIS COM 909214108 1,258 139,772 SH DEF 12 139,772
UNISYS CORP. COM 909214108 36,000 4,000,000 SH DEF 14 4,000,000
UNISYS CORP. COM 909214108 72 8000 SH DEF 8000
UNISYS CORPORATION COM 909214108 2 150 SH DEF 6 150
UNIT CORP COM 909218109 12,038 645,100 SH DEF 6 627,700 17,400
UNIT CORP COM COM 909218109 163 9,400 SH DEF 3 9,400
UNITED AUTO GROUP COM 909440109 5,031 191,000 SH DEF 6 185,600 5,400
UNITED AUTO GROUP INC COM 909440109 3,896 186,400 SH DEF 3 145,700 40,700
UNITED COMMUNITY BANCORP COM 909832107 2 117 SH DEF 12 117
UNITED BANKSHARES COM 909907107 73 2500 SH DEF 4 2500
UNITED BANKSHARES INC-W VA COM 909907107 453 15,425 SH DEF 12 15,425
UNITED BANKSHARES INC COM 909907107 4,832 164,475 SH DEF 3 163,175 1,300
UNITED DEFENSE INDUSTRIES INC COM 91018B104 122 5,300 SH DEF 12 5,300
UNITED DOMINION REALTY TRUST COM 910197102 241 15,300 SH DEF 2 15,300
UNITED DOMINION REALTY TRUST COM 910197102 1,044 66,300 SH DEF 9 66,300
UNITED DOMINION REALTY TRUST COM 910197102 1,720 109,214 SH DEF 12 109,214
UNITED DOMINION RLTY COM 910197102 167 10,606 SH DEF 6 606 10,606
UNITED DOMINION REALTY TRUST PFD 910197409 13 500 SH DEF 12 500
UNITED GUARDIAN INC COM 910571108 5 900 SH DEF 12 900
UNITED HEALTHCARE COM 910581107 38 415 SH DEF 4 415
UNITED INDUSTRIAL CORP COM 910671106 14 645 SH DEF 12 645
UNITED MICROELECTRONICS CORP - ADADR 910873207 312 42,450 SH DEF 3 42,450
UNITED NATIONAL BANCORP-N.J. COM 910909100 361 15,700 SH DEF 12 15,700
UTD NATL BANCORP N J COM 910909100 4,274 186,569 SH DEF 6 182,669 3,900
UNITED MOBIL HOMES INC COM 911024107 588 45,240 SH DEF 12 45,240
UNITED NATURAL FOODS INC COM 911163103 1 50 SH DEF 12 50
UNITED NATURAL FOODS INC COM 911163103 2,326 119,300 SH DEF 3 81,600 37,700
UNITED ONLINE INC COM 911268100 37 3,083 SH DEF 12 3,083
UNITED ONLINE INC COM COM 911268100 15,584 1,410,450 SH DEF 6 1,388,975 3,950 20,210
UNITED OVERSEAS BANK LTD SPONS ADADR 911271302 15 1,066 SH DEF 2 1,066
UNITED OVERSEAS BK LT COM 911271302 5,117 352,253 SH DEF 6 311,996 40,560
UNITED PARCEL SERVICE CLASS B 911312106 38 400 SH DEF 15 400
UNITED PARCEL SERVICE CL B COM 911312106 16,295 263,880 SH DEF 1 57,125 206,755
UNITED PARCEL SERVICE INC. COM 911312106 509 8,246 SH DEF 2 8,246
UNITED PARCEL SERVICE INC COM 911312106 3,832 62,053 SH DEF 5 763 61,290
UNITED PARCEL SERVICE INC COM 911312106 1,445 23,403 SH DEF 9 23,403
UNITED PARCEL SERVICE INC CL B COM 911312106 383 6,210 SH DEF 11 6,110 100
UNITED PARCEL SVC INC COM 911312106 3,905 63,237 SH DEF 12 63,237
UNITED PARCEL SERVICE CL B COM 911312106 2,087 33,800 SH DEF 3 33,800
UNITED RENTALS INC COM 911363109 354 16,218 SH DEF 11 16,218
UNITED RENTALS INC COM 911363109 2,591 118,839 SH DEF 12 118,839
UNITED RENTAL INC COM 911363109 5,500 235,650 SH DEF 6 235,650
UNITED RENTALS INC COM 911363109 2,838 130,200 SH DEF 3 123,600 6,600
UNITED STATES CELLUL COM 911684108 7 180 SH DEF 6 180
US CELLULAR CORP COM 911684108 4,492 176,500 SH DEF 3 176,500
US AIR GROUP COM 911905107 2 500 SH DEF 2 500
US AIRWAYS GROUP INC COM 911905107 20 5,350 SH DEF 12 5,350
UNITED STATES LIME & MINERALS COM 911922102 1,180 271,317 SH DEF 12 271,317
U S INDUSTRIES INC NEW COM 912080108 10 2,930 SH DEF 12 2,930
UNITED STS STL LLC PFD 91263P204 10 400 SH DEF 12 400
UNITED STATES STL CORP NEW COM 912909108 9 474 SH DEF 12 474
UNITED STATES STEEL C COM 912909108 26,760 1,322,175 SH DEF 6 1,234,010 88,610
UNITED STATES STEEL CORP COM 912909108 274 13,800 SH DEF 3 13,800
UNITED STATIONERS INC COM 913004107 6 212 SH DEF 12 212
UNITED STATIONERS COM 913004107 19,539 513,500 SH DEF 6 495,000 18,500
UNITED SURGICAL PARTNERS INTL COM 913016309 153 5,000 SH DEF 12 5,000
UNITED TECHNOLOGIES CORP. COM 913017109 735 10,819 SH DEF 1 1,445 9,374
UNITED TECHNOLOGIES CORP. COM 913017109 2,869 42,252 SH DEF 2 41,201 1,051
UNITED TECHNOLOGIES CORP COM COM 913017109 1,105 16,270 SH DEF 5 14,910 1,360
UNITED TECHNOLOGIES CORP. COM 913017109 48 700 SH DEF 7 700
UNITED TECHNOLOGIES CORP COM 913017109 390 5,750 SH DEF 11 4,970 525 255
UNITED TECHNOLOGIES CORP COM 913017109 5,384 79,293 SH DEF 12 79,293
UNITED TECHNOLOGIES CORP. COM 913017109 320 3,105 SH DEF 15 3,105
UNITED TECHNOLOGIES COM 913017109 16,534 240,078 SH DEF 6 240,078
UNITED TECHNOLOGIES CORP COM COM 913017109 13,320 196,169 SH DEF 3 188,869 7,300
UNITED THERAPEUTICS CORP DEL COM 91307C102 2 200 SH DEF 12 200
UNITEDHEALTH GROUP INCORPORATED COM 91324P102 217 2,374 SH DEF 2 2,374
UNITED HEALTH GROUP INC COM 91324P102 886 9,673 SH DEF 5 7,328 2,345
UNITEDHEALTH GROUP INCORPORATED COM 91324P102 412,236 4,502,850 SH DEF 8 4,502,850
UNITEDHEALTH GROUP INCORPORATED COM 91324P102 869,087 9,493,034 SH DEF 10 9,493,034
UNITEDHEALTH GROUP INC COM 91324P102 3,782 41,309 SH DEF 12 41,309
UNITED HEALTHCARE CORP. COM 91324P102 70 500 SH DEF 15 500
UNITEDHEALTH GROUP INC COM 91324P102 28,646 312,900 SH DEF 3 304,000 8,900
UNITIL CORP COM 913259107 913 30,550 SH DEF 12 30,550
UNITRIN INC COM 913275103 178 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 851 118,900 SH DEF 6 115,800 3,100
UNIVERSAL COMPRESSION HOLDINGS COM 913431102 2,530 105,450 SH DEF 3 60,350 45,100
UNIVERSAL CORP COM 913456109 18,441 454,200 SH DEF 6 438,200 16,000
UNIVERSAL CORP COM COM 913456109 7,576 206,420 SH DEF 3 180,420 26,000
UNIVERSAL DISPLAY CORP COM 91347P105 2 200 SH DEF 12 200
UNIVERSAL FST PRODS COM 913543104 7,976 323,300 SH DEF 6 311,500 11,800
UNIVERSAL FOREST PRODS INC COM 913543104 3,379 144,290 SH DEF 3 117,490 26,800
UNIVERSAL HLTH RLTY INCOME TR COM 91359E105 16 613 SH DEF 2 613
UNIVERSAL HEALTH REALTY INCOME TRCOM 91359E105 63 2,400 SH DEF 3 2,400
UNIVERSAL SECURITY INSTRUMENTS COM 913821302 1 175 SH DEF 12 175
UNIVERSAL STAINLES COM 913837100 1,387 88,900 SH DEF 6 86,900 2,000
UNIVERSAL HEALTH COM 913903100 15 300 SH DEF 2 300
UNIVERSAL HEALTH SERVICES INC COM 913903100 337 6,886 SH DEF 12 6,886
UNIVERSE2U INC COM 914019104 1 2,000 SH DEF 12 2,000
UNIVISION COMMUNICATIONS INC COM 914906102 5 150 SH DEF 2 150
UNIVISION COMMUNICATIONS INC COM 914906102 40 1,286 SH DEF 12 1,286
UNIVISION COMMUNICATIONS INC CL ACOM 914906102 122 3,900 SH DEF 3 3,900
UNOCAL CORP. COM 915289102 2,894 78,335 SH DEF 2 78,335
UNOCAL CORP COM 915289102 637 17,255 SH DEF 12 17,255
UNOCAL CORP COM 915289102 4 120 SH DEF 6 120
UNOCAL CAPITAL TRUST PFD 91528T207 20 400 SH DEF 2 400
UNOCAL CAPITAL TRUST-6.25% PFD 91528T207 76 1,500 SH DEF 12 1,500
UNIZAN FINL CORP COM 91528W101 413 19,275 SH DEF 12 19,275
UNIZAN FINANCIAL COR COM 91528W101 2,866 140,495 SH DEF 6 136,739 3,756
UNUMPROVIDENT CORPORATION COM 91529Y106 5 197 SH DEF 2 115 82
UNUMPROVIDENT CORP COM 91529Y106 206 8,086 SH DEF 5 6,886 1,200
UNUMPROVIDENT CORPORATION COM 91529Y106 2,733 107,401 SH DEF 8 107,401
UNUMPROVIDENT CORPORATION COM 91529Y106 98,619 3,875,000 SH DEF 10 3,875,000
UNUMPROVIDENT CORP COM 91529Y106 2,703 106,227 SH DEF 12 106,227
UNUMPROVIDENT CORPORATION COM 91529Y106 53,445 2,100,000 SH DEF 14 2,100,000
UNUMPROVIDENT CORP COM 91529Y106 23,200 917,849 SH DEF 6 830,944 87,570
UNUMPROVIDENT CORP PFD 91529Y304 25 1,000 SH DEF 12 1,000
UPGRADE INTERNATIONAL CORP NEW COM 915301204 1 2,400 SH DEF 12 2,400
UPM KYMMENE CORP COM 915436109 8,028 202,803 SH DEF 6 202,358 445
USFREIGHTWAYS CORP COM 916906100 30 800 SH DEF 12 800
USFREIGHTWAYS CORP CO COM 916906100 17,431 489,451 SH DEF 6 479,126 740 10,410
USFREIGHTWAYS CORP COM COM 916906100 352 9,300 SH DEF 3 7,700 1,600
URBAN OUTFITTERS INC COM 917047102 7 200 SH DEF 12 200
URSTADT BIDDLE PROPERTIES INC COM 917286106 7 700 SH DEF 12 700
URSTADT BIDDLE PROPERTIES INC COM 917286205 6 500 SH DEF 12 500
UTAH MED PRODS INC COM 917488108 486 31,626 SH DEF 6 30,510 1,116
UTILITIES HOLDRS TR COM 918019100 105 1,300 SH DEF 12 1,300
UTSTARCOM INC COM 918076100 300 14,885 SH DEF 12 14,885
UTSTARCOM INC COM 918076100 29,523 1,463,700 SH DEF 3 1,407,900 55,800
VA SOFTWARE CORP COM 91819B105 2 1,605 SH DEF 12 1,605
V F CORP. COM 918204108 63 1,600 SH DEF 2 1,600
V F CORP COM COM 918204108 381 9,725 SH DEF 5 8,025 1,700
V F CORP COM 918204108 120 3,067 SH DEF 12 3,067
V F CORP COM 918204108 12 280 SH DEF 6 280
V-ONE CORP COM 918278102 1 1,260 SH DEF 12 1,260
VAIL BANKS INC COM 918779109 970 78,000 SH DEF 6 76,100 1,900
VAIL RESORTS INC COM 91879Q109 1 50 SH DEF 12 50
VALASSIS COMMUNICATIONS INC COM 918866104 30 825 SH DEF 12 825
VALASSIS COMMUNICATI COM 918866104 322 8,815 SH DEF 3 8,815
VALENCE TECHNOLOGY INC COM 918914102 4 2,900 SH DEF 12 2,900
VALERO L P COM 91913W104 148 4,050 SH DEF 12 4,050
VALERO ENERGY CORP NEW COM 91913Y100 159 4,254 SH DEF 12 4,254
VALLEY NATIONAL BANCORP COM 919794107 1,738 62,500 SH DEF 12 62,500
VALMONT IND INC COM 920253101 20 1,000 SH DEF 2 1,000
THE VALSPAR CORP. COM 920355104 7,596 168,285 SH DEF 2 168,285
VALSPAR CORP COM 920355104 7,960 176,333 SH DEF 12 176,333
VALUE CITY DEPARTMENT STORES COM 920387107 1 200 SH DEF 12 200
VALUE HOLDINGS INC COM 92039J100 1 75,000 SH DEF 12 75,000
VALUECLICK INC COM 92046N102 3 988 SH DEF 12 988
VALUEVISION MEDIA INC COM 92047K107 56 3,100 SH DEF 2 3,100
VAN KAMPEN MUNICIPAL INCOME UNIT 920909108 230 25,950 SH DEF 12 25,950
VAN KAMPEN HIGH INCOME TRUST UNIT 920911104 9 2,280 SH DEF 12 2,280
VAN KAMPEN HIGH INCOME TRUST UNIT 920913100 5 1,000 SH DEF 12 1,000
VAN KAMPEN MUNICIPAL TRUST UNIT 920919107 146 9,887 SH DEF 12 9,887
VAN KAMPEN FLORIDA QUALITY UNIT 920921103 69 4,600 SH DEF 12 4,600
VAN KAMPEN OHIO QUALITY UNIT 920923109 62 3,450 SH DEF 12 3,450
VAN KAMPEN PENNSYLVANIA UNIT 920924107 35 2,000 SH DEF 12 2,000
VAN KAMPEN TRUST FOR INSURED UNIT 920928108 8 500 SH DEF 12 500
VAN KAMPEN TR FOR INVESTMENT UNIT 920929106 68 4,350 SH DEF 12 4,350
VAN KAMPEN TRUST FOR INVT UNIT 920931102 28 1,700 SH DEF 12 1,700
VAN KAMPEN TR FOR INVESTMENT UNIT 920933108 34 2,000 SH DEF 12 2,000
VAN KAMPEN TR FOR INVESTMENT UNIT 920934106 30 1,766 SH DEF 12 1,766
VAN KAMPEN MUNICIPAL UNIT 920935103 56 3,467 SH DEF 12 3,467
VAN KAMPEN ADVANTAGE UNIT 920937109 65 3,800 SH DEF 12 3,800
VAN KAMPEN STRATEGIC SECTOR UNIT 920943107 45 3,200 SH DEF 12 3,200
VAN KAMPEN BOND FUND UNIT 920955101 249 13,480 SH DEF 12 13,480
VAN KAMPEN INCOME TRUST UNIT 920957107 41 6,760 SH DEF 12 6,760
VAN KAMPEN SENIOR INCOME TRUST UNIT 920961109 147 20,412 SH DEF 12 20,412
VAN KAMPEN ADVANTAGE MUNICIPAL UNIT 921124103 55 3,500 SH DEF 12 3,500
VAN KAMPEN ADVANTAGE MUNICIPAL UNIT 92112K107 35 2,500 SH DEF 12 2,500
VAN KAMPEN PENNSYLVANIA VALUE UNIT 92112T108 83 5,200 SH DEF 12 5,200
VAN KAMPEN OHIO VALUE UNIT 92112W101 16 1,050 SH DEF 12 1,050
VAN KAMPEN VALUE MUNICIPAL UNIT 921132106 16 1,100 SH DEF 12 1,100
VARCO INTL INC DEL COM 922122106 9 500 SH DEF 12 500
VARCO INTL INC COM 922122106 1 50 SH DEF 6 50
VARCO INTERNATIONAL INC COM 922122106 170 9,720 SH DEF 3 9,720
VARIAN INC COM 922206107 20 600 SH DEF 2 600
VARIAN INC COM 922206107 26 800 SH DEF 12 800
VARIAN SEMICONDUCTOR EQUIP COM 922207105 20 600 SH DEF 2 600
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 20 595 SH DEF 12 595
VARIAN SEMICONDUC EQ COM 922207105 2,208 55,500 SH DEF 6 55,500
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 1,998 58,890 SH DEF 3 40,390 18,500
VARIAN MEDICAL SYSTEMS INC COM 92220P105 49 1,200 SH DEF 2 1,200
VARIAN MEDICAL SYSTEMS INC COM 92220P105 30 740 SH DEF 12 740
VARIAN MEDICAL SYSTEMS INC COM 92220P105 422 10,400 SH DEF 3 4,000 6,400
VARITEK INDS INC COM 922246202 1 625 SH DEF 12 625
VARSITY BRANDS INC COM 92227P108 27 6,000 SH DEF 2 6,000
VASOMEDICAL INC COM 922321104 4 1,617 SH DEF 12 1,617
***VASOGEN INC COM 92232F103 50 19,100 SH DEF 12 19,100
VAXGEN INC NEW COM 922390208 5 845 SH DEF 12 845
VECTREN CORP COM 92240G101 175 6,982 SH DEF 2 6,982
VECTREN CORP COM 92240G101 103 4,093 SH DEF 12 4,093
VECTOR GROUP LTD COM 92240M108 8 430 SH DEF 7 430
VECTOR GROUP LTD COM 92240M108 371 21,088 SH DEF 12 21,088
VELCRO INDUSTRIES NV COM 922571104 1 100 SH DEF 12 100
VENTAS INC COM 92276F100 26 2,002 SH DEF 12 2,002
VENTAS INC COM 92276F100 694 54,400 SH DEF 3 47,700 6,700
VENTANA MEDICAL SYSTEMS INC COM 92276H106 22 1,000 SH DEF 12 1,000
VERIDIAN CORPORATION COM 92342R203 70 3,100 SH DEF 12 3,100
VERITAS SOFTWARE CORP COM 923436109 9 465 SH DEF 2 465
VERITAS SOFTWARE COM 923436109 8 425 SH DEF 4 425
VERITAS SOFTWARE CORP COM 923436109 431 21,783 SH DEF 12 21,783
VERITAS SOFTWARE CORP COM 923436109 42 1,400 SH DEF 15 1,400
VERISIGN INC. COM 92343E102 4 500 SH DEF 2 500
VERISIGN INC COM 92343E102 34 4,704 SH DEF 12 4,704
VERISIGN INC. COM 92343E102 21,570 3,000,000 SH DEF 14 3,000,000
VERISIGN INC COM 92343E102 1,690 174,600 SH DEF 6 174,600
VERISIGN COM 92343E102 52 7,100 SH DEF 7,100
VERITAS DGC INC COM COM 92343P107 646 51,280 SH DEF 3 48,930 2,350
VERIZON COM 92343V104 11,081 275,981 SH DEF 1 59,311 216,670
VERIZON COMMUNICATIONS COM 92343V104 11,585 288,553 SH DEF 2 284,085 4,468
VERIZON COMMUNICATIONS COM 92343v104 117 2904 SH DEF 4 2904
VERIZON COMMUNICATIONS COM 92343V104 2,586 64,417 SH DEF 5 44,076 20,341
VERIZON COMMUNICATIONS COM 92343V104 29 714 SH DEF 7 714
VERIZON COMMUNICATIONS COM 92343V104 4,330 107,840 SH DEF 9 4,257 103,583
VERIZON COMMUNICATIONS COM 92343V104 4,617 115,000 SH DEF 10 115,000
VERIZON COMMUNICATIONS COM 92343V104 2,897 72,147 SH DEF 11 52,705 19,092 350
VERIZON COMMUNICATIONS COM 92343V104 26,269 654,270 SH DEF 12 654,270
VERIZON COMMUNICATIONS COM 92343V104 4,380 72,166 SH DEF 15 72,166
VERIZON COM 92343V104 32,914 766,327 SH DEF 6 730,799 35,605
VERIZON COMUNICATIONS COM 92343V104 780 19,900 SH DEF 19,900
VERIZON COMMUNICATIONS INC COM 92343V104 27,037 673,393 SH DEF 3 659,221 14,172
VERIZON GLOBAL FDG CORP CONV BONDCVT 92344GAN6 46,494 86,100,000 PRN DEF 16
VERIZON SOUTH INC PFD 92344J209 137 5,600 SH DEF 12 5,600
VERIZON NEW ENGLAND INC PFD 92344R201 242 9,950 SH DEF 12 9,950
VERMONT PURE HOLDINGS LTD COM 924237100 15 3,500 SH DEF 12 3,500
VESTCOM INTERNATIONAL INC COM 924904105 12 2,100 SH DEF 12 2,100
VERSO TECHNOLOGIES INC COM 925317109 4 8,500 SH DEF 12 8,500
VERTEX PHARMACEUTICALS INC. COM 92532F100 18 1,100 SH DEF 2 1,100
VERTEX PHARMACEUTICALS INC COM 92532F100 2 93 SH DEF 12 93
VERTICALNET INC-PA COM 92532L107 3 15,895 SH DEF 12 15,895
VESTA INSURANCE GROUP INC COM 925391104 21 4,950 SH DEF 12 4,950
VIACOM INC CLASS A COM 925524100 4 100 SH DEF 2 100
VIACOM INC-CL A COM 925524100 251 5,646 SH DEF 12 5,646
VIACOM INC CL B 925524308 3,013 61,550 SH DEF 6 61,550
VIACOM "B" SHARES CL B 925524308 179 4,300 SH DEF 4,300
VIACOM INC. CLASS B 925524308 201 2,976 SH DEF 15 2,976
VIACOM, INC. CL B COM 925524308 235 5,287 SH DEF 1 5,287
VIACOM INC CLASS B COM 925524308 241 5,427 SH DEF 2 4,760 667
VIACOM INC CL B COM 925524308 1,346 30,349 SH DEF 5 21,240 9,109
VIACOM INC CLASS B COM 925524308 126 2,850 SH DEF 7 2,850
VIACOM INC CLASS B COM 925524308 499 11,256 SH DEF 9 275 10,981
VIACOM INC CL B COM 925524308 339 7,640 SH DEF 11 6,215 995 430
VIACOM INC-CL B COM 925524308 4,959 111,774 SH DEF 12 111,774
VIACOM INC CL B COM 925524308 10,259 231,206 SH DEF 3 222,436 8,770
VIACOM INC PFD 925524407 50 2,000 SH DEF 12 2,000
VIAD CORP COM 92552R109 171 6,563 SH DEF 12 6,563
VIAD CORP COM 92552R109 14,300 550,000 SH DEF 14 550,000
VIAD CORP COM 92552R109 192 7,400 SH DEF 3 7,400
VIAD CORP PFD 92552R307 10 175 SH DEF 12 175
VIANT CORP COM 92553N107 7 6,000 SH DEF 12 6,000
VIASYS HEALTHCARE INC COM 92553Q209 2 131 SH DEF 2 131
VIASYS HEALTHCARE INC COM 92553Q209 3 146 SH DEF 7 146
VIASYS HEALTHCARE INC COM 92553Q209 17 997 SH DEF 12 997
VIASYS HEALTHCARE INC COM 92553Q209 758 43,450 SH DEF 3 38,350 5,100
VIADOR INC COM 92553R108 1 3,500 SH DEF 12 3,500
VICAL INC COM 925602104 1 200 SH DEF 12 200
VICINITY CORP COM 925653107 6 3,000 SH DEF 12 3,000
VICOR CORP COM 925815102 89 12,800 SH DEF 12 12,800
VICTOR INDUSTRIES INC COM 925903106 3 120,000 SH DEF 12 120,000
VIGNETTE CORP COM 926734104 1 700 SH DEF 12 700
VIISAGE TECHNOLOGY INC COM 92675K106 5 1,000 SH DEF 12 1,000
VILLAGE SUPER MARKET CL A 927107409 130 3,800 SH DEF 6 3,800
VINTAGE PETE INC COM 927460105 24,339 2,094,915 SH DEF 6 2,050,965 1,830 43,490
VINTAGE PETROLEUM INC COM 927460105 418 35,100 SH DEF 3 33,100 2,000
VION PHARMACEUTICALS INC COM 927624106 11 27,950 SH DEF 12 27,950
VIRAGEN INC COM 927638106 21 30,300 SH DEF 5 30,300
VIRAGEN INC COM 927638106 9 13,333 SH DEF 12 13,333
VIRAGE LOGIC CORPORATION COM 92763R104 103 7,900 SH DEF 3 7,900
VIRGINIA COMM BANCORP INC COM 92778Q109 48 1,825 SH DEF 12 1,825
VIRGINIA ELECTRIC & POWER CO. PFD 927804591 15 600 SH DEF 12 600
VIRGINIA ELEC & POWER CO PFD 927804617 317 12,570 SH DEF 12 12,570
VIRGINIA FINANCIAL GROUP INC COM 927810101 321 10,027 SH DEF 12 10,027
VIRGINIA POWER CAP TR I-8.05% PFD 928082205 154 6,150 SH DEF 12 6,150
VIROPHARMA INC COM 928241108 2 1,400 SH DEF 12 1,400
VISHAY INTERTECHNOLOGY INC. COM 928298108 23 1,032 SH DEF 2 1,032
VISHAY INTERTECHNOLOGY INC COM 928298108 1,010 45,897 SH DEF 12 45,897
VISHAY INTERTECH COM 928298108 4,765 194,000 SH DEF 6 194,000
VISTEON CORP COM 92839U107 161 11,348 SH DEF 2 11,348
VISTEON CORP COM 92839U107 533 37,545 SH DEF 12 37,545
VISTEON CORP COM 92839U107 9,193 583,680 SH DEF 6 531,980 51,700
VISUAL NETWORKS INC COM 928444108 173 121,823 SH DEF 12 121,823
VISX INC-DEL COM 92844S105 23 2,110 SH DEF 12 2,110
VITALWORKS INC COM 928483106 3 400 SH DEF 12 400
INFOCURE INC COM 928483106 631 76,900 SH DEF 3 7,000 69,900
VITESSE SEMICONDUCTOR CORP. COM 928497106 9 3,000 SH DEF 2 3,000
VITESSE SEMICONDUCTOR CORP COM 928497106 31 10,104 SH DEF 12 10,104
VITRIA TECHNOLOGY INC COM 92849Q104 3 3,350 SH DEF 12 3,350
VIVENDI UNIVERSAL-SP ADR ADR 92851S204 5 229 SH DEF 2 229
VIVENDI UNIVERSAL ADR ADR 92851S204 273 12,680 SH DEF 9 12,680
VIVENDI UNIVERSAL COM 92851S204 4,673 192,655 SH DEF 6 183,776 9,217
VIVUS INC COM 928551100 14 2,025 SH DEF 12 2,025
VIXEL CORP DEL COM 928552108 4 1,500 SH DEF 12 1,500
VNB CAPITAL TRUST I 7.75% PFD 92856Q203 263 10,360 SH DEF 12 10,360
VODAFONE GROUP PLC NEW ADR 92857W100 128 9,403 SH DEF 2 9,154 249
VODAFONE GROUP PLC NEW ADR 92857W100 5,358 392,500 SH DEF 10 392,500
VODAFONE AIRTOUCH PLC ADS COM 92857W100 5,815 426,004 SH DEF 1 168,325 257,679
VODAFONE GROUP PLC-SP ADR COM 92857W100 299 21,900 SH DEF 5 19,100 2,800
VODAFONE AIRTOUC (4VODFF) COM 92857W100 1 426 SH DEF 6 426
VORNADO REALTY TRUST COMMON SHARECOM 929042109 1,465 31,716 SH DEF 2 31,716
VORNADO REALTY TRUST COM 929042109 543 11,757 SH DEF 12 11,757
VORNADO RLTY TR SH BEN INT COM 929042109 651 14,100 SH DEF 3 14,100
VORNADO REALTY TRUST-6.50% PFD 929042208 13 200 SH DEF 12 200
VORNADO REALTY TRUST PFD 929042406 46 1,800 SH DEF 12 1,800
VULCAN MATERIALS CO COM 929160109 232 5,300 SH DEF 12 5,300
VULCAN MATLS CO COM 929160109 2 50 SH DEF 6 50
WD 40 CO COM 929236107 183 6,595 SH DEF 12 6,595
WD 40 CO COM NASD INDL COM 929236107 288 10,380 SH DEF 3 10,380
WFS FINL INC COM 92923B106 3,100 103,225 SH DEF 6 101,065 2,160
WCI COMMUNITIES INC COM 92923C104 23 800 SH DEF 12 800
WEC CAP TR I TR PFD SECS 6.85% PFD 92923G204 68 2,800 SH DEF 12 2,800
WHX CORP-CONV PFD SER A PFD 929248201 2 500 SH DEF 12 500
WGL HOLDINGS INC COM 92924F106 817 31,540 SH DEF 12 31,540
W-H ENERGY SVCS INC COM 92925E108 10,755 471,700 SH DEF 6 460,300 11,400
W-H ENERGY SERVICES INC COM 92925E108 2,610 117,800 SH DEF 3 98,000 19,800
WMS INDUSTRIES INC COM 929297109 4 300 SH DEF 12 300
WPP GROUP PLC SPONSORED ADR ADR 929309300 132,470 3,005,141 SH DEF 8 3,005,141
WPP GROUP PLC SPONSORED ADR ADR 929309300 5,731 130,000 SH DEF 10 130,000
WPP GROUP PLC SPONS A COM 929309300 3,899 89,980 SH DEF 6 88,210 1,950
WPSR CAPITAL TRUST I PFD 92930N200 147 5,883 SH DEF 12 5,883
W P CAREY & CO LLC COM 92930Y107 702 31,187 SH DEF 12 31,187
WPS RESOURCES COM 92931B106 154 3,780 SH DEF 9 3,780
WPS RESOURCES CORP COM 92931B106 647 15,836 SH DEF 12 15,836
WPS RESOURCES CORP COM 92931B106 1,524 37,100 SH DEF 6 36,400 700
WSFS FINANCIAL CORP. COM 929328102 1,035 40,000 SH DEF 2 40,000
WSFS FINANCIAL CORP COM 929328102 5 200 SH DEF 12 200
WSFS FINL CORP COM 929328102 3,760 156,100 SH DEF 6 149,900 6,200
WVS FINL CORP COM 929358109 16 1,000 SH DEF 6 1,000
WABASH NATIONAL CORP COM 929566107 16 1,600 SH DEF 12 1,600
WABTEC COM 929740108 1,917 139,900 SH DEF 6 134,900 5,000
WACKENHUT CORRECTIONS CORP COM 929798106 838 57,373 SH DEF 12 57,373
WACKENHUT CORRECT COM 929798106 954 63,600 SH DEF 6 62,600 1,000
WACHOVIA CORPORATION COM 929903102 526 13,764 SH DEF 2 13,764
WACHOVIA COM 929903102 15,733 412085 SH DEF 4 412085
WACHOVIA CORP COM 929903102 1,813 47,494 SH DEF 5 35,274 12,220
WACHOVIA CORP 2ND NEW COM COM 929903102 1,223 32,039 SH DEF 9 2,536 29,503
WACHOVIA CORP 2ND NEW COM 929903102 574 15,037 SH DEF 11 13,267 1,770
WACHOVIA CORP 2ND NEW COM 929903102 16,362 428,541 SH DEF 12 428,541
WACHOVIA CORP. COM 929903102 180 3,100 SH DEF 15 3,100
WACHOVIA GROUP COM COM 929903102 70,980 1,855,205 SH DEF 6 1,768,245 86,965
WACHOVIA CORP COM 929903102 21,153 554,033 SH DEF 3 539,133 14,900
WACHOVIA CORP 2ND NEW PFD 929903201 21 60,470 SH DEF 12 60,470
WADDELL & REED FINL CL A 930059100 25 1,000 SH DEF 6 1,000
WADDELL & REED FINANCIAL - A COM 930059100 413 18,000 SH DEF 7 18,000
WADDELL & REED FINANCIAL INC COM 930059100 17 762 SH DEF 12 762
WAKE FOREST BANCSHARES INC COM 930888102 88 5,485 SH DEF 12 5,485
WAL-MART STORES COM 931142103 892 16,210 SH DEF 1 2,760 13,450
WAL-MART STORES, INC. COM 931142103 3,286 59,741 SH DEF 2 46,655 13,086
WAL-MART COM 931142103 57 1037 SH DEF 4 1037
WAL MART STORES INC COM 931142103 4,195 76,264 SH DEF 5 64,125 12,139
WAL-MART STORES, INC. COM 931142103 1,411 25,641 SH DEF 7 25,641
WAL-MART STORES INC. COM 931142103 1,408 25,599 SH DEF 9 1,060 24,539
WAL-MART STORES, INC. COM 931142103 3,812 69,300 SH DEF 10 69,300
WAL-MART STORES INC COM 931142103 5,511 100,187 SH DEF 11 90,072 9,205 910
WAL-MART STORES INC COM 931142103 16,438 298,822 SH DEF 12 298,822
WALMART STORES INC. COM 931142103 3,589 42,955 SH DEF 15 42,955
WAL MART STORES INC COM COM 931142103 25,777 468,592 SH DEF 3 444,892 23,700
WALGREEN CO COM 931422109 5,468 141,560 SH DEF 2 141,560
WALGREEN COM 931422109 205 5300 SH DEF 4 5300
WALGREEN CO COM COM 931422109 2,400 62,120 SH DEF 5 57,920 4,200
WALGREEN CO COM 931422109 7,407 191,744 SH DEF 7 191,744
WALGREEN CO COM 931422109 2,403 62,211 SH DEF 12 62,211
WALGREEN CO. COM 931422109 153 2,600 SH DEF 15 2,600
WALGREEN CO COM COM 931422109 4,455 115,317 SH DEF 3 110,517 4,800
WALKER INTERACTIVE SYSTEMS INC COM 931664106 6 5,000 SH DEF 12 5,000
WALLACE COMPUTER SERVICES INC COM 932270101 97 4,500 SH DEF 12 4,500
WALLACE COMPUTER SVC COM 932270101 9,989 465,900 SH DEF 6 456,500 9,400
WALTER INDS INC COM 93317Q105 11,588 808,100 SH DEF 6 788,700 19,400
WALTER INDUSTRIES INC COM 93317Q105 391 29,300 SH DEF 3 29,300
WARNACO GROUP INC-CL A COM 934390105 1 12,500 SH DEF 12 12,500
WARREN BANCORP INC COM 934710104 1,022 88,700 SH DEF 6 85,800 2,900
WASHINGTON FEDERAL INC. COM 938824109 3,339 132,186 SH DEF 2 132,186
WASHINGTON FEDERAL COM 938824109 982 38865 SH DEF 4 38865
WASHINGTON FEDERAL INC COM 938824109 106 4,214 SH DEF 12 4,214
WASHINGTON FED INC COM 938824109 20,119 754,040 SH DEF 6 744,987 1,638 8,293
WASHINGTON FED INC COM COM 938824109 26,731 1,058,230 SH DEF 3 976,420 81,810
WASHINGTON MUTUAL, INC. COM 939322103 678 18,267 SH DEF 2 16,767 1,500
WASHINGTON MUTUAL COM 939322103 2,488 67039 SH DEF 4 67039
WASHINGTON MUTUAL INC COM COM 939322103 3,121 84,088 SH DEF 5 70,188 13,900
WASHINGTON MUTUAL, INC. COM 939322103 5,246 141,375 SH DEF 7 141,375
WASHINGTON MUTUAL, INC. COM 939322103 296,900 8,000,549 SH DEF 8 8,000,549
WASHINGTON MUTUAL INC. COM 939322103 919 24,774 SH DEF 9 826 23,948
WASHINGTON MUTUAL, INC. COM 939322103 641,514 17,286,820 SH DEF 10 17,286,820
WASHINGTON MUTUAL INC COM 939322103 376 10,145 SH DEF 11 5,725 3,820 600
WASHINGTON MUTUAL INC COM 939322103 11,700 315,274 SH DEF 12 315,274
WASHINGTON MUTUAL, INC. COM 939322103 37,110 1,000,000 SH DEF 14 1,000,000
WASHINGTON MUTUAL INC. COM 939322103 524 9,700 SH DEF 15 9,700
WASHINGTON MUT INC COM 939322103 46,063 1,206,197 SH DEF 6 1,175,699 30,750
WASHINGTON MUTUAL INC COM 939322103 11,512 310,200 SH DEF 3 297,500 12,700
WASHINGTON POST CO-CL B COM 939640108 3,194 5,860 SH DEF 12 5,860
WASHINGTON POST COM 939640108 41 50 SH DEF 15 50
WASHINGTON REAL ESTATE INVESTORS COMST 939653101 263 9,100 SH DEF 2 9,100
WASHINGTON REAL ESTATE COM 939653101 3,125 108,138 SH DEF 12 108,138
WASHINGTON TRUST BANCORP INC COM 940610108 50 2,094 SH DEF 12 2,094
WASTE CONNECTIONS INC COM 941053100 5 150 SH DEF 12 150
WASTE CONNECTIONS INC COM 941053100 156 5,000 SH DEF 3 5,000
WASTE HLDGS INC COM 941057101 670 90,750 SH DEF 6 86,650 4,100
WASTE MANAGEMENT COM 94106l109 7,324 281165 SH DEF 4 281165
WASTE MANAGEMENT, INC. COM 94106L109 319,238 12,254,832 SH DEF 8 12,254,832
WASTE MANAGEMENT INC. COM 94106L109 452 17,350 SH DEF 9 250 17,100
WASTE MANAGEMENT, INC. COM 94106L109 685,278 26,306,256 SH DEF 10 26,306,256
WASTE MANAGEMENT INC DEL COM 94106L109 7,493 287,639 SH DEF 12 287,639
WASTE MANAGEMENT INC. COM 94106L109 51 1,300 SH DEF 15 1,300
WASTE MGMT INC (DELA) COM 94106L109 23 875 SH DEF 6 875
WASTE MANAGEMENT INC COM 94106L109 3,525 135,300 SH DEF 3 128,100 7,200
WATER PIK TECHNOLOGIES INC COM 94113U100 5 420 SH DEF 12 420
WATER PIK TECH INC COM 94113U100 2,309 192,400 SH DEF 6 186,500 5,900
WATERFORD STERLING CORP COM 941443103 1 5,000 SH DEF 12 5,000
WATERS CORP. COM 941848103 342 12,800 SH DEF 9 12,800
WATERS CORP COM 941848103 702 26,301 SH DEF 12 26,301
WATERSIDE CAPITAL CORP COM 941872103 22 8,566 SH DEF 12 8,566
WATSCO INC COM 942622200 5 300 SH DEF 12 300
WATSCO INC COM 942622200 936 54,400 SH DEF 6 50,200 4,200
WATSCO INC COM COM 942622200 175 9,600 SH DEF 3 7,400 2,200
WATSON PHARMACEUTICALS COM 942683103 310 12,275 SH DEF 5 12,275
WATSON PHARMACEUTICALS INC COM 942683103 930 36,790 SH DEF 12 36,790
WATSON PHARMACEUTCLS COM 942683103 6 220 SH DEF 6 220
WATTS INDUSTRIES INC CL A 942749102 3,721 199,500 SH DEF 6 199,500
WATTS INDUSTRIES INC CLASS A COM 942749102 6 300 SH DEF 2 300
WATTS INDS INC CL A NASD INDL COM 942749102 2,856 143,870 SH DEF 3 130,270 13,600
WAUSAU-MOSINEE PAPER CORP COM 943315101 218 18,050 SH DEF 12 18,050
WAVE SYSTEMS CORP-CL A COM 943526103 25 17,200 SH DEF 12 17,200
WAYPOINT FINANCIAL COM 946756103 55 2800 SH DEF 4 2800
WAYPOINT FINANCIAL CORP COM 946756103 414 21,173 SH DEF 12 21,173
WEATHERFORD INTERNATIONAL COM 947074100 25 575 SH DEF 4 575
WEATHERFORD INTERNATIONAL INC COM 947074100 609 14,100 SH DEF 5 14,100
WEBSENSE INC COM 947684106 2,316 90,580 SH DEF 3 79,480 11,100
WEBMETHODS INC COM 94768C108 17 1,736 SH DEF 12 1,736
WEBMD CORP COM 94769M105 79 14,036 SH DEF 12 14,036
WEBMD CORP COM COM 94769M105 4,115 747,255 SH DEF 6 697,530 50,255
WEBSTER FINANCIAL CORP COM 947890109 2,728 71,341 SH DEF 12 71,341
WEBSTER FINANCIAL CO COM 947890109 5,702 144,800 SH DEF 6 144,800
WEBSTER FINL CORP WA COM 947890109 16,219 424,150 SH DEF 3 370,950 53,200
WEIGHT WATCHERS INTL INC COM 948626106 274 6,300 SH DEF 3 6,300
WEINGARTEN REALTY INVESTORS COM 948741103 63 1,774 SH DEF 2 1,774
WEINGARTEN REALTY INVESTORS COM 948741103 2,286 64,575 SH DEF 9 64,575
WEINGARTEN REALTY INVESTORS COM 948741103 1,717 48,493 SH DEF 12 48,493
WEINGARTEN REALTY INVESTORS PFD 948741202 10 400 SH DEF 12 400
WEIS MARKETS INC COM 948849104 53 1,441 SH DEF 2 1,441
WEIS MARKETS INC COM 948849104 1,055 28,695 SH DEF 12 28,695
WELLMAN INC COM 949702104 1,152 69,640 SH DEF 6 53,640 16,490
WELLPOINT HEALTH NETWORKS INC. COM 94973H108 17,547 225,514 SH DEF 8 225,514
WELLPOINT HEALTH NETWORKS INC. COM 94973H108 161,845 2,080,000 SH DEF 10 2,080,000
WELLPOINT HEALTH NTWRKS NEW COM 94973H108 249 3,200 SH DEF 11 3,000 200
WELLPOINT HEALTH NETWORKS INC COM 94973H108 371 4,767 SH DEF 12 4,767
WELLPOINT HLTH NETWORKS NEW CL ACOM 94973H108 5,509 70,800 SH DEF 3 65,400 5,400
WELLS FARGO & CO. COM 949746101 691 13,800 SH DEF 1 5,300 8,500
WELLS FARGO COMPANY COM 949746101 1,408 28,126 SH DEF 2 26,826 1,300
WELLS FARGO COM 949746101 4,177 83439 SH DEF 4 83439
WELLS FARGO & COMPANY NEW COM 949746101 3,400 67,927 SH DEF 5 64,267 3,660
WELLS FARGO COMPANY COM 949746101 6,026 120,374 SH DEF 7 120,374
WELLS FARGO & CO COM 949746101 510 10,193 SH DEF 11 2,430 7,600 163
WELLS FARGO & CO-NEW COM 949746101 9,695 193,666 SH DEF 12 193,666
WELLS FARGO & CO COM 949746101 525 6,900 SH DEF 15 6,900
WELLS FARGO & CO COM 949746101 278 5,300 SH DEF 6 5,300
WELLS FARGO & CO COM COM 949746101 35,591 710,967 SH DEF 3 688,567 22,400
WELLS FARGO & CO NEW ADJ RATE PFD 949746200 24 500 SH DEF 12 500
WELLS FARGO CAP TR V PFD 94975T209 53 2,100 SH DEF 12 2,100
WELLS FARGO CAP TRUST IV PFD 94976Y207 1,754 69,452 SH DEF 12 69,452
WELLS FARGO CAPT TRUST VI PFD 94978B205 174 7,000 SH DEF 12 7,000
WELLSFORD REAL PPTYS COM 950240200 3,348 161,503 SH DEF 6 155,556 1,254 6,006
WENDY'S INTERNATIONAL INC COM 950590109 4 108 SH DEF 2 108
WENDYS INTERNATIONAL INC COM 950590109 3,335 83,719 SH DEF 12 83,719
WERNER ENTERPRISES INC COM 950755108 345 16,200 SH DEF 12 16,200
WERNER ENTERPRISES INC COM NASDCOMDL 950755108 1,283 60,210 SH DEF 3 60,210
WESBANCO INC COM 950810101 116 4,912 SH DEF 12 4,912
WESBANCO INC COM 950810101 276 11,800 SH DEF 6 11,800
WESBANCO INC CAPITAL TRUST I PFD 950810309 107 10,600 SH DEF 12 10,600
WESCO FINANCIAL CORP COM 950817106 158 525 SH DEF 12 525
WESCO INTL INC COM 95082P105 16 2,500 SH DEF 2 2,500
WESCO INTL INC COM 95082P105 5,412 753,800 SH DEF 6 730,700 23,100
WEST COAST BANCORP COM 952145100 2,567 171,160 SH DEF 6 166,060 5,100
WEST CORPORATION COM 952355105 5,177 234,700 SH DEF 3 225,000 9,700
WEST MARINE INC COM 954235107 10 800 SH DEF 12 800
WEST PHARMACEUTICAL SVCS INC COM 955306105 13 400 SH DEF 12 400
WESTAMERICA BANCORP COM 957090103 12 300 SH DEF 12 300
WESTAR ENERGY, INC. COM 95709T100 9 600 SH DEF 2 600
WESTAR ENERGY INC COM 95709T100 38 2,477 SH DEF 12 2,477
WESTBANK CORP COM 957116106 91 6,800 SH DEF 6 6,800
WESTCOAST HOSP CORP COM 95750P106 44 5,900 SH DEF 6 5,900
WESTELL TECHNOLOGIES INC-CL A COM 957541105 2 1,000 SH DEF 12 1,000
WESTERN ASSET PREMIER BD FUND UNIT 957664105 4,495 311,080 SH DEF 12 311,080
WESTCORP INC COM 957907108 8,239 267,749 SH DEF 6 265,014 2,735
WESTERN DIGITAL CORP COM 958102105 136 41,720 SH DEF 12 41,720
WESTERN GAS RESOURCES INC COM 958259103 34 900 SH DEF 12 900
WESTERN GAS RESOURCES INC PFD 958259202 2 65 SH DEF 12 65
WESTERN RESOURCES CAPITAL II PFD 958905200 14 700 SH DEF 12 700
WESTERN RES CAP I-7.875% CUM PFD 959423203 207 10,854 SH DEF 12 10,854
WESTERN RESOURCES COM 959425109 6,102 360,420 SH DEF 6 360,420
WESTERN SIERRA BANCORP COM 959522103 2,846 118,981 SH DEF 7 118,981
WESTERN WIRELESS CORP-CL A COM 95988E204 5 1,400 SH DEF 12 1,400
WESTFIELD FINANCIAL INC COM 96008D101 6 400 SH DEF 12 400
GEORGE WESTON LIMITEE COM 961148509 25 300 SH DEF 12 300
WESTPAC CAPITAL TRUST I PFD 96121S209 31 1,200 SH DEF 12 1,200
WESTPOINT STEVENS INC COM 961238102 18 4,565 SH DEF 12 4,565
WESTWOOD ONE, INC. COM 961815107 334 10,000 SH DEF 1 10,000
WESTWOOD ONE INC COM 961815107 156 4,676 SH DEF 12 4,676
WET SEAL INC -CL A COM 961840105 25,597 1,053,360 SH DEF 3 933,460 119,900
WEYERHAEUSER CO. B COM 962166104 534 8,363 SH DEF 1 8,363
WEYERHAEUSER CO. COM 962166104 897 14,045 SH DEF 1 14,045
WEYERHAEUSER CO. COM 962166104 525 8,230 SH DEF 2 8,230
WEYERHAEUSER CO COM 962166104 643 10,066 SH DEF 12 10,066
WEYERHAEUSER CO COM 962166104 27 280 SH DEF 15 280
WEYERHAEUSER CO COM 962166104 7 100 SH DEF 6 100
WHIRLPOOL CORP COM 963320106 698 10,675 SH DEF 5 7,925 2,750
WHIRLPOOL CORP COM 963320106 84 1,279 SH DEF 12 1,279
WHIRLPOOL CORP COM 963320106 783 10,960 SH DEF 6 10,960
WHIRLPOOL CORP COM COM 963320106 2,536 38,800 SH DEF 3 34,700 4,100
WHITE ELECTRIC DESIGNS CORP COM 963801105 30 4,000 SH DEF 12 4,000
WHITEHALL JEWELLERS INC COM 965063100 616 29,700 SH DEF 3 29,700
WHITMAN EDUCATION GROUP INC COM 966524100 48 8,000 SH DEF 12 8,000
WHITNEY HOLDING CORP COM 966612103 128 4,149 SH DEF 12 4,149
WHITNEY INFORMATION NETWORK COM 966621104 1 300 SH DEF 12 300
WHOLE FOODS MARKET, INC. COM 966837106 96 2,000 SH DEF 2 2,000
WHOLE FOODS MARKET, INC. COM 966837106 1,369 28,400 SH DEF 7 28,400
WHOLE FOODS MARKET INC COM 966837106 169 3,497 SH DEF 12 3,497
WILD OATS MARKETS INC. COM 96808B107 31 1,950 SH DEF 2 1,950
WILD OATS MARKETS INC COM 96808B107 5 300 SH DEF 12 300
JOHN WILEY & SONS INC COM 968223206 40 1,670 SH DEF 7 1,670
JOHN WILEY & SONS INC-CL A COM 968223206 1,365 56,912 SH DEF 12 56,912
JOHN WILEY & SONS INC-CL B COM 968223305 77 3,200 SH DEF 12 3,200
WILLIAMS COMMUNICATIONS GROUP COM 969455104 1 29,207 SH DEF 12 29,207
WILLIAMS COMPANIES INC. COM 969457100 31 5,255 SH DEF 2 5,255
WILLIAMS COMPANIES COM 969457100 4 610 SH DEF 4 610
WILLIAMS COMPANIES INC COM 969457100 495 82,570 SH DEF 12 82,570
WILLIAMS COS COM 969457100 8,292 1,163,000 SH DEF 13 1,163,000
WILLIAMS COMPANIES INC. COM 969457100 5,990 1,000,000 SH DEF 14 1,000,000
WILLIAMS COS INC COM 969457100 1,522 168,300 SH DEF 15 168,300
WILLIAMS COS INC COM COM 969457100 27,309 2,326,934 SH DEF 6 2,217,859 109,215
WILLIAMS COS INC PFD 969457886 390 31,025 SH DEF 12 31,025
WILLIAMS COS PFD 969457886 4,128 300,000 SH DEF 13 300,000
WILLIAMS CLAYTON EN COM 969490101 500 40,200 SH DEF 6 35,600 4,600
WILLIAMS ENERGY PARTNERS L P COM 969491109 5,607 167,384 SH DEF 12 167,384
WILLIAMS SONOMA INC. COM 969904101 399 13,016 SH DEF 2 13,016
WILLIAMS SONOMA INC COM 969904101 215 7,007 SH DEF 12 7,007
WILLIS LEASE FINANCE COM 970646105 184 39,900 SH DEF 6 37,600 2,300
WILMINGTON TRUST CORP. NEW COM 971807102 387 12,700 SH DEF 7 12,700
WILMINGTON TRUST CORP COM 971807102 1,369 44,879 SH DEF 12 44,879
WILMINGTON TRUST CORP COM COM 971807102 214 7,000 SH DEF 3 7,000
WILSHIRE OIL CO TEX COM 971889100 64 13,700 SH DEF 6 13,700
WILSONS LEATHER EXPERTS INC COM 972463103 14 1,000 SH DEF 12 1,000
WILSONS LEATHER EXPR COM 972463103 2,589 174,100 SH DEF 6 171,500 2,600
WIND RIVER SYSTEMS INC COM 973149107 36 7,155 SH DEF 12 7,155
WINFIELD CAPITAL CORP COM 973859101 1 1,700 SH DEF 12 1,700
WINN-DIXIE STORES INC COM 974280109 1,103 70,722 SH DEF 12 70,722
WINN DIXIE STORES COM 974280109 11,301 582,250 SH DEF 6 553,750 28,500
WINNEBAGO INDUSTRIES INC COM 974637100 1 32 SH DEF 12 32
WINNEBAGO INDS INC COM COM 974637100 1,285 29,200 SH DEF 3 17,500 11,700
WINTON FINL CORP COM 976446104 25 2,500 SH DEF 2 2,500
WINTON FINANCIAL CORP COM 976446104 37 3,711 SH DEF 12 3,711
WIRELESS TELECOM GROUP INC COM 976524108 1 600 SH DEF 12 600
WIRELESS FACILITIES INC COM 97653A103 1 300 SH DEF 12 300
WIRELESS HOLDRS TR COM 97653L208 10 300 SH DEF 12 300
WISCONSIN ENERGY CORP COM COM 976657106 294 11,650 SH DEF 5 10,300 1,350
WISCONSIN ENERGY CORP COM 976657106 1,611 63,732 SH DEF 12 63,732
WISCONSIN ENERGY COM 976657106 7 250 SH DEF 6 250
WISCONSIN ENERGY CORP COM COM 976657106 8,762 346,720 SH DEF 3 338,620 8,100
WISCONSIN POWER & LIGHT CO PFD 976826305 43 600 SH DEF 12 600
WOLTERS KLUWER NV SPONS ADR ADR 977874205 487 25,630 SH DEF 2 25,555 75
WOLTERS KLUWER N V AD COM 977874205 5,388 270,687 SH DEF 6 230,123 40,595
WOLVERINE TUBE INC COM 978093102 2 300 SH DEF 12 300
WOLVERINE TUBE INC COM 978093102 1,796 212,500 SH DEF 6 204,900 7,600
WOLVERINE WORLD WIDE INC COM 978097103 34 1,920 SH DEF 12 1,920
WOODWARD GOVNR CO COM 980745103 1,749 29,000 SH DEF 6 29,000
WOODWARD GOVERNOR CO COM 980745103 2,060 34,840 SH DEF 3 32,940 1,900
WORKFLOW MGMT INC COM 98137N109 751 215,300 SH DEF 6 207,700 7,600
WORLD ACCEPTANCE CORP-S.C. COM 981419104 13 1,500 SH DEF 12 1,500
WORLD ACCEP CORP COM 981419104 2,814 337,000 SH DEF 6 325,800 11,200
WORLD FUEL SVCS CORP COM 981475106 3,384 169,200 SH DEF 6 163,000 6,200
WORLD FUEL SERVICES CORP COM COM 981475106 1,227 50,290 SH DEF 3 32,590 17,700
WORLD WIRELESS COMMUNICATIONS COM 98155B102 1 3700 SH DEF 3700
WORLDGATE COMMUNICATIONS INC COM 98156L307 15 10,715 SH DEF 12 10,715
WORLD WRESTLING ENT CL A 98156Q108 1,165 79,490 SH DEF 6 79,490
WORLD WRESTLING FEDN COM 98156Q108 2,993 210,250 SH DEF 6 203,590 1,310 6,825
WORLDCOM INC.-WORLDCOM GROUP COM 98157d106 2 2141 SH DEF 4 2141
WORLDCOM INC-WORLDCOM GROUP COM 98157D106 523 630,459 SH DEF 5 466,118 164,341
WORLDCOM, INC. - WORLDCOM GROUP COM 98157D106 7 33,937 SH DEF 9 6 33,931
WORLDCOM INC-GA NEW COM 98157D106 374 450,606 SH DEF 12 450,606
WORLDCOM INC COM 98157D106 3,312 2,025,683 SH DEF 6 1,998,813 27,230
WORLDCOM, INC. - MCI GROUP COM 98157D304 2 1,484 SH DEF 2 1,480 4
WORLDCOM INC GA NEW COM 98157D304 22 13,161 SH DEF 12 13,161
WORTHINGTON INDUSTRIES, INC. COM 981811102 91 5,000 SH DEF 2 5,000
WORTHINGTON INDUSTRIES INC COM 981811102 211 11,660 SH DEF 12 11,660
WORTHINGTON INDS INC COM NASD ICOM 981811102 12,569 694,415 SH DEF 3 600,365 94,050
WRIGHT MEDICAL GROUP INC COM 98235T107 81 4,000 SH DEF 3 4,000
WRIGLEY (WM) JR. COMPANY COM 982526105 80 1,440 SH DEF 2 1,440
WRIGLEY (WM) JR. COMPANY COM 982526105 9,537 172,305 SH DEF 7 172,305
WM WRIGLEY JR CO COM 982526105 230 4,150 SH DEF 11 4,150
WM WRIGLEY JR CO COM 982526105 868 15,690 SH DEF 12 15,690
WM WRIGLEY JR CO-CL B COM 982526204 164 2,880 SH DEF 12 2,880
WYETH COM 983024100 3,052 59,605 SH DEF 1 105 59,500
WYETH COM 983024100 6,944 135,619 SH DEF 2 134,767 852
WYETH COM 983024100 41 803 SH DEF 4 803
WYETH CORP COM 983024100 3,064 59,846 SH DEF 5 49,556 10,290
WYETH COM 983024100 855 16,700 SH DEF 7 16,700
WYETH COM 983024100 289 5,652 SH DEF 9 304 5,348
WYETH COM 983024100 871 17,006 SH DEF 11 13,170 3,698 138
WYETH COM 983024100 12,294 240,117 SH DEF 12 240,117
WYETH COM 983024100 9,196 118,305 SH DEF 15 118,305
WYETH COM 983024100 3,961 71,375 SH DEF 6 71,375
WYETH COM 983024100 10,196 199,136 SH DEF 3 190,736 8,400
WYNDHAM INTERNATIONAL INC COM 983101106 8 6,627 SH DEF 12 6,627
XM SATELLITE RADIO HLDGS INC COM 983759101 118 16,060 SH DEF 12 16,060
XO COMMUNICATIONS INC COM 983764101 1 34,722 SH DEF 12 34,722
X-RITE INC COM 983857103 21 2,400 SH DEF 12 2,400
XTO ENERGY INC COM 98385X106 9 450 SH DEF 12 450
XTO ENERGY INC COM 98385X106 28,595 1,388,110 SH DEF 3 1,278,160 109,950
XCEL ENERGY, INC. COM 98389B100 98 5,816 SH DEF 2 4,236 1,580
XCEL ENERGY, INC. COM 98389B100 7 400 SH DEF 7 400
XCEL ENERGY INC. COM 98389B100 347 20,662 SH DEF 9 20,662
XCEL ENERGY INC COM 98389B100 394 23,514 SH DEF 11 10,058 13,331 125
XCEL ENERGY INC COM 98389B100 8,809 525,273 SH DEF 12 525,273
XCEL ENERGY COM 98389B100 13,626 857,000 SH DEF 13 857,000
XCEL ENERGY INC COM 98389B100 8 350 SH DEF 6 350
XCEL ENERGY INC PFD 98389B209 24 455 SH DEF 12 455
XANSER CORP COM 98389J103 1 500 SH DEF 12 500
XETA TECHNOLOGIES INC COM 983909102 4 1,200 SH DEF 12 1,200
XETA TECH INC COM 983909102 490 111,700 SH DEF 6 107,600 4,100
XILINX INC COM 983919101 384 17,115 SH DEF 12 17,115
XEROX CORP COM 984121103 918 131,757 SH DEF 12 131,757
XEROX CORP COM 984121103 68 7,540 SH DEF 6 7,540
XEROX CORP COM COM 984121103 3,164 454,000 SH DEF 3 454,000
XEROX CORP CONVERTIBLE CVT 984121BB8 6,143 10,325,000 PRN DEF 16
XYBERNAUT CORP COM 984149104 1 1,300 SH DEF 12 1,300
YAHOO INC COM 984332106 40 2,700 SH DEF 2 2,700
YAHOO INC COM 984332106 314 21,295 SH DEF 12 21,295
YANG MING MARINE 144A GDR TAIWAN GDR 984749101 1 431 SH DEF 3 431
YANKEE CANDLE INC COM 984757104 28 1,050 SH DEF 12 1,050
XICOR INC COM 984903104 3 800 SH DEF 12 800
YARDVILLE NATIONAL BANCORP N J COM 985021104 136 6,800 SH DEF 9 6,800
YARDVILLE NATIONAL BANCORP-N J COM 985021104 328 16,441 SH DEF 12 16,441
YARDVILLE NATL BANC COM 985021104 2,408 126,800 SH DEF 6 122,500 4,300
YELLOW CORP COM 985509108 16 500 SH DEF 12 500
YELLOW CORP COM 985509108 885 32,250 SH DEF 6 32,250
YELLOW CORP COM COM 985509108 6,396 197,400 SH DEF 3 189,900 7,500
YORK INTERNATIONAL INC COM 986670107 35 1,050 SH DEF 2 1,050
YORK INTERNATIONAL CORP NEW COM 986670107 17 500 SH DEF 12 500
YORK INTL CORP COM 986670107 21,397 603,580 SH DEF 6 587,980 15,600
YORKSHIRE CAPITAL TRUST I PFD 98719V206 57 2,300 SH DEF 12 2,300
YOUNG BROADCASTING INC-CL A COM 987434107 33 1,850 SH DEF 12 1,850
YUM! BRANDS, INC. COM 988498101 202 6,922 SH DEF 2 6,922
YUM BRANDS INC COM 988498101 626 21,400 SH DEF 11 21,400
YUM BRANDS INC COM 988498101 1,556 53,192 SH DEF 12 53,192
YUM BRANDS INC COM 988498101 275 4,300 SH DEF 6 4,300
YUM! BRANDS INC COM 988498101 9,003 307,800 SH DEF 3 307,800
Z-TEL TECHNOLOGIES INC COM 988792107 39 46,480 SH DEF 12 46,480
ZALE CORP COM 988858106 30,449 710,090 SH DEF 6 693,790 16,300
ZALE CORP NEW COM COM 988858106 1,120 30,900 SH DEF 3 30,900
ZAPATA CORP COM 989070602 91 2,990 SH DEF 12 2,990
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 5 100 SH DEF 12 100
ZEBRA TECHNOLOGIES C COM 989207105 1,297 26,890 SH DEF 3 26,890
ZILA INC COM 989513205 9 9,100 SH DEF 12 9,100
ZIMMER HOLDINGS, INC. COM 98956P102 568 15,917 SH DEF 2 15,297 620
ZIMMER HOLDINGS COM 98956p102 2 60 SH DEF 4 60
ZIMMER HOLDINGS, INC. COM 98956P102 56 1,559 SH DEF 7 1,559
ZIMMER HOLDINGS INC COM 98956P102 2,569 72,048 SH DEF 12 72,048
ZIMMER HOLDINGS INC COM 98956P102 64 1,180 SH DEF 15 1,180
ZIONS BANCORP COM 989701107 18,528 355,623 SH DEF 1 101,966 253,657
ZIONS BANCORPORATION COM 989701107 3,397 65,201 SH DEF 7 65,201
ZIONS BANCORP COM 989701107 563 10,815 SH DEF 11 8,430 2,265 120
ZIONS BANCORPORATION COM 989701107 1,231 23,633 SH DEF 12 23,633
ZIXIT CORP. COM 98974P100 27 5000 SH DEF 5000
ZORAN CORP COM 98975F101 63 2,737 SH DEF 12 2,737
ZORAN CORP COM 98975F101 199 8,700 SH DEF 3 8,700
ZONAGEN INC COM 98975L108 5 3,000 SH DEF 12 3,000
ZOLTEK COMPANIES INC COM 98975W104 11 4,000 SH DEF 12 4,000
ZURICH FINANCIAL SERVICES AG ADR ADR 98982M107 2 95 SH DEF 2 95
ZWEIG FUND INC UNIT 989834106 92 14,527 SH DEF 12 14,527
ZWEIG TOTAL RETURN FUND INC UNIT 989837109 26 4,240 SH DEF 12 4,240
ZOMAX INC - MN COM 989929104 18 4,700 SH DEF 12 4,700
ZOMAX OPTICAL MEDIA COM 989929104 1,230 258,900 SH DEF 6 248,900 10,000
NORTH STAR INC. COM 990186918 27 2,000 SH DEF 2 2,000
***ENVIPCO HLDGS NV COM B3603F117 1 3,000 SH DEF 12 3,000
AFSC EQUITY FUND COM BLA111113 2,606 113,862 SH DEF 6 862 113,862
***AIXTRON ORD NPV COM D0198L101 48 3,900 SH DEF 12 3,900
***BASF AG-ORD COM D06216101 34 750 SH DEF 12 750
***BAYERISCHE MOTEREN WERKE AG COM D12096109 4 100 SH DEF 12 100
DAIMLERCHRYSLER A.G. ADR D1668R123 231 4,780 SH DEF 2 4,780
DAIMLERCHRYSLER A.G. ADR D1668R123 635 13,165 SH DEF 9 13,165
***DAIMLERCHRYSLER A.G. COM D1668R123 1,114 23,094 SH DEF 12 23,094
DAIMLERCHRYSLER AG COM D1668R123 9,012 186,850 SH DEF 3 176,450 10,400
***DEUTSCHE BANK AG NAMEN AKT COM D18190898 18 266 SH DEF 12 266
DEUTSCHE BANK AG NAMEN AKT NP COM D18190898 5,013 71,891 SH DEF 6 70,920 1,595
***DEUTSCHE BANK AG NAMEN AKT COM D1820R102 128 1,850 SH DEF 12 1,850
***E.ON AG NPV COM D24909109 40 700 SH DEF 12 700
***SCHERING AG COM D67334108 81 1,300 SH DEF 12 1,300
***THYSSEN KRUPP AG COM D8398Q119 17 1,100 SH DEF 12 1,100
***FOMENTO DE CONSTRUCCIONES & COM E52236143 37 1,500 SH DEF 12 1,500
***ACCOR COM F00189120 41 1,000 SH DEF 12 1,000
***DASSAULT SYSTEMES SA COM F2457H100 23 500 SH DEF 12 500
***EURO DISNEY SCA-DEP RCPTS COM F26387112 1 800 SH DEF 12 800
***SANOFI-SYNTHELABO COM F5548N101 30 500 SH DEF 12 500
***VINCI SA COM F5879X108 68 1,000 SH DEF 12 1,000
***VIVENDI UNIVERSAL COM F7063C114 4 165 SH DEF 12 165
***THALES COM F9156M108 42 1,000 SH DEF 12 1,000
***ACE LTD-ORD COM G0070K103 199 6,282 SH DEF 12 6,282
ACE LIMITED COM G0070K103 37,340 1,078,891 SH DEF 6 1,057,991 20,900
AMDOCS LIMITED COM G02602103 90 11,900 SH DEF 2 11,900
AMDOCS LIMITED COM G02602103 187 24,784 SH DEF 8 24,784
AMDOCS LIMITED COM G02602103 5,285 700,000 SH DEF 10 700,000
***AMDOCS LIMITED COM G02602103 59 7,849 SH DEF 12 7,849
AMDOCS LIMITED ORD COM G02602103 2,328 310,630 SH DEF 6 300,235 1,970 10,105
ANNUITY & LIFE RE (HLDGS.) COM G03910109 508 18,500 SH DEF 15 18,500
ANNUITY AND LIFE RE HLDGS COM G03910109 8,043 449,441 SH DEF 6 445,482 940 4,436
***APEX SILVER MINES LTD COM G04074103 606 41,770 SH DEF 12 41,770
ARCH CAPITAL GROUP LTD COM G0450A105 42 1,500 SH DEF 12 1,500
ACCENTURE LTD. COM G1150G111 1,632 85,917 SH DEF 8 85,917
ACCENTURE LTD. COM G1150G111 49,875 2,625,000 SH DEF 10 2,625,000
***ACCENTURE LTD CL-A COM G1150G111 5 250 SH DEF 12 250
ACCENTURE LTD COM G1150G111 152 8000 SH DEF 8000
***BOOSEY & HAWKES GR COM G1239DD10 5 1,659 SH DEF 12 1,659
***BSCH FINANCE LTD PFD G16547153 42 1,650 SH DEF 12 1,650
***BSCH FINANCE LTD PFD G16547179 30 1,200 SH DEF 12 1,200
***BSCH FINANCE LTD PFD G16547187 47 1,900 SH DEF 12 1,900
***BSCH FINANCE LTD PFD G16547286 132 5,125 SH DEF 12 5,125
BUNGE LTD COM G16962105 2,228 105,600 SH DEF 3 105,600
***CARLTON COMMUNICATIONS PLC PFD G19068140 17 875 SH DEF 12 875
COOPER INDS LTD CL A G24182100 4,285 98,810 SH DEF 6 98,810
COOPER INDUSTRIES, LTD. COM G24182100 122 3,100 SH DEF 2 2,100 1,000
***COOPER INDUSTRIES LTD COM G24182100 970 24,670 SH DEF 12 24,670
COOPER INDUSTRIES NEW COM G24182100 17,275 439,775 SH DEF 6 412,225 28,285
***ESPIRITO SANTO OVERSEAS LTD PFD G3122A107 32 1,245 SH DEF 12 1,245
***ESPIRITO SANTO OVERSEAS LTD PFD G3122A115 76 3,000 SH DEF 12 3,000
***EURO-ASIA AGRICULTURAL COM G3141Z109 74 245,000 SH DEF 12 245,000
***XCELERA INC COM G31611109 4 4,572 SH DEF 12 4,572
***EUROTUNNEL PLC/EUROTUNNEL COM G32060108 26 30,000 SH DEF 12 30,000
***EVEREST RE GROUP LTD COM G3223R108 199 3,561 SH DEF 12 3,561
EVEREST RE GROUP LTD COM G3223R108 13,883 229,924 SH DEF 6 227,919 430 2,430
EVEREST REINSURANCE HLDGS COM G3223R108 34 600 SH DEF 3 600
FRESH DEL MONTE PRODUCE INC COM G36738105 8,493 339,700 SH DEF 3 320,300 19,400
***GARMIN LTD COM G37260109 37 1,700 SH DEF 12 1,700
***GLAXOSMITHKLINE COM G3910J112 3 141 SH DEF 12 141
***GLOBAL CROSSING LTD COM G3921A100 7 147,832 SH DEF 12 147,832
***GLOBALSANTAFE CORP COM G3930E101 299 10,917 SH DEF 12 10,917
GLOBALSANTAFE CORP COM G3930E101 1,355 44,061 SH DEF 6 33,161 11,577
***DIAGEO PLC-ORD 28 101/108P COM G42089113 9 720 SH DEF 12 720
***HELEN OF TROY LTD-BERMUDA COM G4388N106 11 950 SH DEF 12 950
HELEN OF TROY CORP COM NASD INDCOM G4388N106 71 6,100 SH DEF 3 6,100
INGERSOLL RAND CO. CLASS A G4776G101 83 1,200 SH DEF 15 1,200
***INGERSOLL RAND CO LTD COM G4776G101 1,773 38,826 SH DEF 12 38,826
INGERSOLL RAND CO COM COM G4776G101 12,305 269,500 SH DEF 3 265,200 4,300
***IPC HOLDINGS LTD COM G4933P101 18 600 SH DEF 12 600
IPC HOLDINGS LTD COM G4933P101 11,707 383,320 SH DEF 3 330,820 52,500
***IQE PLC COM G49356119 13 18,356 SH DEF 12 18,356
***KNIGHTSBRIDGE TANKERS LTD COM G5299G106 659 45,808 SH DEF 12 45,808
***LASALLE RE HOLDINGS LTD PFD G5383Q119 94 4,400 SH DEF 12 4,400
***LLOYDS TSB GROUP PLC-ORD COM G5542W106 36 3,659 SH DEF 12 3,659
***LORAL SPACE & COM G56462107 14 14,195 SH DEF 12 14,195
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 9,894 497,430 SH DEF 3 481,330 16,100
NABORS INDUSTRIES, LTD. COM G6359F103 1,570 44,470 SH DEF 2 44,270 200
***NABORS INDUSTRIES LTD COM G6359F103 179 5,070 SH DEF 12 5,070
***NEWSCORP OVERSEAS LTD PFD G6478B108 205 8,800 SH DEF 12 8,800
***NEWSCORP OVERSEAS LTD PFD G6478B116 47 2,400 SH DEF 12 2,400
NOBLE CORPORATION COM G65422100 5 135 SH DEF 2 135
NOBLE CORP COM G65422100 379 9,830 SH DEF 12 9,830
***NORDIC AMERICAN TANKER COM G65773106 1 100 SH DEF 12 100
***ORIENT EXPRESS HOTELS LTD COM G67743107 39 2,250 SH DEF 12 2,250
***PARTNERRE LTD COM G6852T105 18 375 SH DEF 12 375
***PARTNERRE LTD-8% CUM PFD PFD G6852T113 122 4,957 SH DEF 12 4,957
***C P POKPHAND CO LTD COM G71507100 1 23,000 SH DEF 12 23,000
***PSION PLC-ORD 5P COM G72928107 2 2,500 SH DEF 12 2,500
***QIAO XING UNIVERSAL COM G7303A109 45 12,500 SH DEF 12 12,500
***RENAISSANCERE HOLDINGS LTD COM G7496G103 79 2,145 SH DEF 12 2,145
RENAISSANCE RE HLDGS COM G7496G103 10,682 288,690 SH DEF 6 288,690
RENAISSANCERE HOLDINGS LTD COM G7496G103 6,369 174,010 SH DEF 3 168,610 5,400
***RENAISSANCERE HOLDINGS LTD PFD G7496G202 12 500 SH DEF 12 500
***REPSOL INTERNATIONAL CAP PFD G7513K103 51 2,385 SH DEF 12 2,385
***RHONE POULENC OVERSEAS LTD PFD G75495104 532 20,766 SH DEF 12 20,766
***ROYAL BANK OF SCOTLAND COM G76891111 26 917 SH DEF 12 917
***ROYAL BK OF SCOTLAND GRP COM G76893190 1 726 SH DEF 12 726
***SEVEN SEAS PETROLEUM INC COM G80550109 6 2,500 SH DEF 12 2,500
***SHIRE PHARMACEUTICALS GROUP COM G81083100 22 2,500 SH DEF 12 2,500
SMITH & NEPHEW P L C COM G82343164 205 36,262 SH DEF 6 34,616 1,908
***TIERS PRINCIPAL PROTECTED COM G88649119 4 500 SH DEF 12 500
***TOMMY HILFIGER CORP-ORD COM G8915Z102 64 4,500 SH DEF 12 4,500
TOMMY HILFIGER CORP COM G8915Z102 8,047 542,695 SH DEF 6 535,315 1,310 6,850
TOMMY HILFIGER CORP COM G8915Z102 1,219 85,120 SH DEF 3 60,320 24,800
TRANSOCEAN INC. COM G90078109 12 372 SH DEF 2 372
***TRANSOCEAN INC COM G90078109 708 22,715 SH DEF 12 22,715
TRANSOCEAN INC. COM G90078109 76 1,600 SH DEF 15 1,600
TRANSOCEAN SEDCO FORE COM G90078109 32,633 971,415 SH DEF 6 886,025 85,995
***TRENWICK GROUP LTD BERMUDA COM G9032C109 9 1,237 SH DEF 12 1,237
***VODAFONE GROUP PLC NEW COM G93882101 12 9,222 SH DEF 12 9,222
***WEATHERFORD INTERNATIONAL COM G95089101 618 14,317 SH DEF 12 14,317
***WEMBLY PLC-ORD 100P COM G95393164 62 5,500 SH DEF 12 5,500
***WHITE MTNS INS GROUP LTD COM G9618E107 797 2,517 SH DEF 12 2,517
***WILLIS GROUP HOLDINGS LTD COM G96655108 356 10,820 SH DEF 12 10,820
WILLIS GROUP HOLDINGS LTD COM G96655108 6,251 189,950 SH DEF 3 179,950 10,000
XL CAP LTD CL A G98255105 1,307 14,761 SH DEF 6 14,761
XL CAPITAL LTD - CLASS A COM G98255105 51 600 SH DEF 2 600
XL CAPITAL LTD CL A COM G98255105 212 2,500 SH DEF 11 2,500
***XL CAPITAL LTD-CL A COM G98255105 253 2,988 SH DEF 12 2,988
XL CAPITAL LTD CL A COM G98255105 23 275 SH DEF 6 275
XL CAPITAL LTD CL A COM G98255105 6,183 73,000 SH DEF 3 73,000
***XOMA LTD-(BERMUDA) COM G9825R107 49 12,300 SH DEF 12 12,300
***YUE YUEN INDUSTRIAL COM G98803128 3 1,000 SH DEF 12 1,000
***ZIMBABWE PLATINUM MINES LTD COM G9891N113 4 5,000 SH DEF 12 5,000
***ALCON INC COM H01301102 21 625 SH DEF 12 625
ALCON INC COM H01301102 96 2,800 SH DEF 3 2,800
***CREDIT SUISSE GRP COM H3698D419 13 400 SH DEF 12 400
***JULIUS BEAR HOLDING AG COM H4407G180 34 120 SH DEF 12 120
***NESTLE SA COM H57312466 47 200 SH DEF 12 200
***SWATCH GROUP AG COM H83949141 71 800 SH DEF 12 800
***UBS AG COM H8920M855 262 5,258 SH DEF 12 5,258
***ZURICH FINANCIAL SERVICES COM H9870Y105 10 50 SH DEF 12 50
***ISUZU MOTORS LTD COM J24994105 3 5,000 SH DEF 12 5,000
***MITSUBISHI HEAVY INDUSTRIES COM J44002129 7 2,300 SH DEF 12 2,300
***MITSUI SUMITOMO INSURANCE COM J45174109 11 2,000 SH DEF 12 2,000
***SHOWA SHELL SEKIYU KK COM J75390104 35 6,000 SH DEF 12 6,000
TERUMO CORP. COM J83173104 271 20,300 SH DEF 2 20,300
***TOYOTA INDUSTRIES COM J91085100 5 300 SH DEF 12 300
***MILLICOM INTERNATIONAL COM L6388F102 8 5,000 SH DEF 12 5,000
MURRAY GLOBAL RETU ZERO DIV PFD PFD M004280 154 99,624 SH DEF 2 99,624
***AUDIOCODES LTD ORD COM M15342104 3 1,200 SH DEF 12 1,200
CHECK POINT SOFTWARE TECH LTD COM M22465104 7 500 SH DEF 2 500
***CHECK POINT SOFTWARE COM M22465104 202 14,893 SH DEF 12 14,893
CHECK POINT SOFTWARE TECHN COM M22465104 3,280 241,900 SH DEF 3 241,900
***COMPUGEN LIMITED COM M25722105 41 18,800 SH DEF 12 18,800
***ELSCINT LTD-ORD NEW COM M40168102 1 160 SH DEF 12 160
***EMBLAZE SYSTEMS LTD COM M40266104 1 400 SH DEF 12 400
***GILAT SATELLITE NETWORKS COM M51474100 1 550 SH DEF 12 550
GIVEN IMAGING COM M52020100 42 3,500 SH DEF 12 3,500
***LANOPTICS LTD-ORD COM M6706C103 274 39,726 SH DEF 12 39,726
***LUMENIS LTD COM M6778Q105 43 11,720 SH DEF 12 11,720
ORBOTECH LTD COM M75253100 8,158 321,114 SH DEF 6 315,178 6,445
***TARO PHARMACEUTICAL COM M8737E108 2 100 SH DEF 12 100
TTI TEAM TELECOM INTL LTD COM M88258104 696 43,490 SH DEF 3 40,490 3,000
ASM INTERNATIONAL N V COM N07045102 1,070 62,000 SH DEF 3 62,000
***ASML HOLDING NV NY REG SHS COM N07059111 10 643 SH DEF 12 643
***CNH GLOBAL N.V. COM N20935107 1 300 SH DEF 12 300
CORE LABORATIORIES N.V. COM N22717107 5 400 SH DEF 4 400
***CORE LABORATORIES NV COM N22717107 1 90 SH DEF 12 90
CORE LABORATORIES NV COM N22717107 1,679 139,650 SH DEF 3 138,250 1,400
***MADGE NETWORKS NV COM N5424G106 1 6,770 SH DEF 12 6,770
***RANDSTAD HLDGS NV COM N7291Y137 40 3,416 SH DEF 12 3,416
OMEGA CAPITAL PARTNERS LP COM OCPL 9,316 10,000,000 SH DEF 14 10,000,000
***CAPITAL RE LLC-7.65% CUM PFD P20578103 453 18,485 SH DEF 12 18,485
***GRUPO FINACIERO BANORTE SA COM P49501201 18 7,860 SH DEF 12 7,860
***GRUPO FINANCIERO BBVA COM P49505103 1 1,777 SH DEF 12 1,777
PANAMERICAN BEVERAGES INC CL A COM P74823108 227 15,900 SH DEF 3 15,900
***STEINER LEISURE LTD COM P8744Y102 30 2,062 SH DEF 12 2,062
***SUN INTERNATIONAL HOTELS COM P8797T133 10 405 SH DEF 12 405
***TELECOM ARGENTINA STET- COM P9028N101 1 6,000 SH DEF 12 6,000
***TELEFONICA DE ARGENTINA SA COM P90325104 1 2,447 SH DEF 12 2,447
***TRANS TASMAN PROPERTIES LTD COM Q9194N108 2 16,317 SH DEF 12 16,317
***EKSPORTFINANS AS-8.70% NON- PFD R20543162 5 200 SH DEF 12 200
***BANCO POPLARE DI V COM T15659104 96 7,500 SH DEF 12 7,500
***CASSA DI RISPARMIO COM T2605P108 66 50,000 SH DEF 12 50,000
***HOLDING PART IND COM T5251W111 67 30,000 SH DEF 12 30,000
***ROYAL CARIBBEAN CRUISES LTD COM V7780T103 104 5,331 SH DEF 12 5,331
ROYAL CARIBBEAN CRUIS COM V7780T103 4,237 208,264 SH DEF 6 204,218 4,505
***SINGAPORE AIRLINES LTD COM V80178110 2 307 SH DEF 12 307
***INVESTOR AB COM W48102102 20 2,200 SH DEF 12 2,200
***SWEDISH EXPORT CREDIT CORP PFD W92947212 633 24,867 SH DEF 12 24,867
***SWEDISH EXPORT CREDIT CORP PFD W92947246 89 3,550 SH DEF 12 3,550
WACHOVIA BANK DEP SHARES COM WB DEP 1 3,840 SH DEF 2 3,840
***COCA COLA HELLENIC BOTTLING COM X1435J105 7 439 SH DEF 12 439
***NOKIA (AB) OY COM X61873133 18 1,200 SH DEF 12 1,200
***TIETOENATOR OYJ ORD COM X90409115 17 700 SH DEF 12 700
COMMONWEALTH INCOME & GROWTH COM XX8S04443 2 150 SH DEF 12 150
UNIPROP MANUFACTURED HSG COM XX8S04488 1 2 SH DEF 12 2
INVESTORS U S GOLD CERTIFICATE COM XXH693020 4 13 SH DEF 12 13
ML LEE ACQUISITION FUND COM XXM034484 1 12 SH DEF 12 12
ASE TEST LIMITED COM Y02516105 13,262 1,367,200 SH DEF 3 1,327,200 40,000
***BANGKOK BANK PUBLIC CO LTD COM Y0606R119 41 25,000 SH DEF 12 25,000
***CATHAY PACIFIC AIRWAYS LTD COM Y11757104 5 3,500 SH DEF 12 3,500
***CREATIVE TECHNOLOGY LTD-ORD COM Y1775U107 23 2,532 SH DEF 12 2,532
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 46 6,506 SH DEF 2 6,506
***FLEXTRONICS INTERNATIONAL COM Y2573F102 7,540 1,057,524 SH DEF 12 1,057,524
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 1,070 150,000 SH DEF 14 150,000
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 428 60000 SH DEF 60000
FLEXTRONICS INTL COM Y2573F102 1,986 150,100 SH DEF 6 150,100
GIGAMEDIA LIMITED COM Y2711Y104 1,614 1,795,800 SH DEF 3 1,360,400 435,400
***HENDERSON LAND DEVELOPMENT COM Y31476107 87 21,000 SH DEF 12 21,000
***HONG KONG EXCHANGE COM Y3506N105 61 37,000 SH DEF 12 37,000
OMI CORP NEW COM Y6476W104 8 1,850 SH DEF 12 1,850
***PACIFIC CENTURY CYBERWORKS COM Y6801N134 1 5,500 SH DEF 12 5,500
***P T LIPPO BANK COM Y71289212 35 5,000,000 SH DEF 12 5,000,000
***SHIN CORPORATION PLC COM Y77496142 35 105,000 SH DEF 12 105,000
***SINGAPORE EXCHANGE COM Y79946102 66 100,000 SH DEF 12 100,000
***TEEKAY SHIPPING CORP COM Y8564W103 252 6,829 SH DEF 12 6,829
***VENTURE CORP SGD 0.25 COM Y9360Y103 64 8,000 SH DEF 12 8,000