13F-HR 1 edgarjune.txt BAC FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 Form 13F Form 13F Cover Page Report for the Quarter Ended June 30, 2003 Check here if Amendment [ ] Amendment # This Amendment (check only one) [ ] is a restatement [ ] adds new holdings Institutional Investment Manager Filing this Report: Bank of America Corporation 100 North Tryon Street Charlotte, NC 28255 Form 13F File Number: 28-158 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Charles F. Bowman Senior Vice President 704-388-8434 Signature, Place, and Date of Signing: /s/ Charles F. Bowman Charlotte, NC August 8, 2003 Report Type: [x] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 7 Form 13F Information Table Entry Total: 9,825 Form 13F Information Table Value Total: $74,970,822,000 List of Other Included Managers: 01. 28-10264 Bank of America, N.A. 05. 28-10267 Banc of America Capital Management, LLC 08. 28-10265 Banc of America Securities LLC 11. 28-06748 Marsico Capital Management LLC 13. 28-10270 Bank of America Trust Company of Delaware NA 15. 28-10276 Banc of America E-commerce Holdings Inc. 17. 28-10269 NMS Services (Cayman) Inc. VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER ISSUE CLASS CUSIP (X1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ------------ --------- -------- --------- --- ---- ------- ------------ --------- --------- --------- DAIMLERCHRYSLER AG ORD D1668R123 863 24861 SH DEFINED 01 10551 14310 DAIMLERCHRYSLER AG ORD D1668R123 1246 35884 SH OTHER 01 24515 11369 DAIMLERCHRYSLER AG ORD D1668R123 1042 30000 SH DEFINED 08 30000 DEUTSCHE BANK AG NAMEN ORD D18190898 973 15100 SH DEFINED 08 15100 ACE LTD ORD G0070K103 1769 51588 SH OTHER 51588 ACE LTD ORD G0070K103 2747 80109 SH DEFINED 01 52809 27300 ACE LTD ORD G0070K103 259 7565 SH OTHER 01 1215 6350 ACE LTD ORD G0070K103 33638 980989 SH DEFINED 05 980989 ACE LTD ORD G0070K103 1601 46700 SH DEFINED 08 46700 ACE LTD ORD G0070K103 274 8000 SH CALL DEFINED 08 8000 ACE LTD ORD G0070K103 72 2100 SH DEFINED 17 2100 AMDOCS LTD ORD G02602103 20 818 SH DEFINED 01 818 AMDOCS LTD ORD G02602103 49 2030 SH OTHER 01 30 2000 AMDOCS LTD ORD G02602103 5 SH DEFINED 05 5 AMDOCS LTD ORD G02602103 663 27616 SH DEFINED 08 27616 AMDOCS LTD ORD G02602103 480 20000 SH CALL DEFINED 08 20000 AMDOCS LTD ORD G02602103 791 32942 SH DEFINED 17 32942 APEX SILVER MINES LTD ORD G04074103 150 10150 SH DEFINED 01 10150 APEX SILVER MINES LTD ORD G04074103 9 600 SH DEFINED 17 600 ACCENTURE LTD BERMUDA CL A G1150G111 95 5234 SH DEFINED 01 5234 ACCENTURE LTD BERMUDA CL A G1150G111 263 14550 SH DEFINED 08 14550 ACCENTURE LTD BERMUDA CL A G1150G111 1177 65050 SH DEFINED 17 65050 BUNGE LIMITED COM G16962105 41 1450 SH DEFINED 01 1450 BUNGE LIMITED COM G16962105 6 200 SH OTHER 01 200 BUNGE LIMITED COM G16962105 5079 177600 SH DEFINED 08 177600 COOPER INDS LTD CL A G24182100 1237 29962 SH OTHER 29962 COOPER INDS LTD CL A G24182100 199 4814 SH DEFINED 01 4814 COOPER INDS LTD CL A G24182100 2696 65280 SH DEFINED 05 65280 COOPER INDS LTD CL A G24182100 70 1700 SH DEFINED 08 1700 COOPER INDS LTD CL A G24182100 8301 201000 SH CALL DEFINED 08 201000 COOPER INDS LTD CL A G24182100 6195 150000 SH PUT DEFINED 08 150000 COOPER INDS LTD CL A G24182100 103 2500 SH DEFINED 17 2500 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 5992 200727 SH DEFINED 05 200727 XCELERA INC COM G31611109 1 630 SH DEFINED 01 630 XCELERA INC COM G31611109 41 25749 SH OTHER 01 1770 23979 EVEREST RE GROUP LTD COM G3223R108 333 4355 SH DEFINED 01 4355 EVEREST RE GROUP LTD COM G3223R108 205 2675 SH OTHER 01 2675 EVEREST RE GROUP LTD COM G3223R108 8346 109102 SH DEFINED 05 109102 EVEREST RE GROUP LTD COM G3223R108 956 12500 SH CALL DEFINED 08 12500 EVEREST RE GROUP LTD COM G3223R108 337 4400 SH DEFINED 17 4400 FRESH DEL MONTE PRODUCE INC ORD G36738105 13 500 SH DEFINED 01 500 FRESH DEL MONTE PRODUCE INC ORD G36738105 848 33000 SH DEFINED 08 33000 FRESH DEL MONTE PRODUCE INC ORD G36738105 51 2000 SH CALL DEFINED 08 2000 FRESH DEL MONTE PRODUCE INC ORD G36738105 891 34700 SH DEFINED 17 34700 GLOBALSANTAFE CORP SHS G3930E101 399 17080 SH OTHER 17080 GLOBALSANTAFE CORP SHS G3930E101 80 3417 SH DEFINED 01 2751 666 GLOBALSANTAFE CORP SHS G3930E101 49 2080 SH OTHER 01 1315 765 GLOBALSANTAFE CORP SHS G3930E101 4885 209316 SH DEFINED 05 209316 GLOBALSANTAFE CORP SHS G3930E101 502 21500 SH DEFINED 08 21500 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1247 26357 SH DEFINED 01 21357 5000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1826 38578 SH OTHER 01 16174 22404 INGERSOLL-RAND COMPANY LTD CL A G4776G101 4858 102660 SH DEFINED 05 102660 INGERSOLL-RAND COMPANY LTD CL A G4776G101 161 3400 SH DEFINED 08 3400 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1183 25000 SH CALL DEFINED 08 25000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 241 5090 SH DEFINED 17 5090 IPC HLDGS LTD ORD G4933P101 174 5191 SH DEFINED 01 4745 446 IPC HLDGS LTD ORD G4933P101 4487 133904 SH DEFINED 05 133904 IPC HLDGS LTD ORD G4933P101 389 11600 SH DEFINED 17 11600 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 807 23500 SH DEFINED 01 23500 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 16 457 SH OTHER 01 457 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 93 2718 SH DEFINED 08 2718 MONTPELIER RE HOLDINGS LTD SHS G62185106 569 18000 SH DEFINED 08 18000 NABORS INDUSTRIES LTD SHS G6359F103 6 SH DEFINED 01 6 NABORS INDUSTRIES LTD SHS G6359F103 17008 430252 SH DEFINED 05 430252 NABORS INDUSTRIES LTD SHS G6359F103 2267 57350 SH DEFINED 08 57350 NABORS INDUSTRIES LTD SHS G6359F103 47 1200 SH DEFINED 17 1200 NABORS INDUSTRIES LTD SHS G6359F103 237 6000 SH CALL DEFINED 17 6000 NABORS INDUSTRIES LTD SHS G6359F103 237 6000 SH PUT DEFINED 17 6000 NOBLE CORPORATION SHS G65422100 167 4879 SH DEFINED 01 4879 NOBLE CORPORATION SHS G65422100 6274 182906 SH DEFINED 05 182906 NOBLE CORPORATION SHS G65422100 1074 31300 SH DEFINED 08 31300 NOBLE CORPORATION SHS G65422100 882 25721 SH DEFINED 17 25721 PARTNERRE LTD COM G6852T105 207 4045 SH OTHER 01 10 3310 725 PARTNERRE LTD COM G6852T105 12548 245500 SH CALL DEFINED 08 245500 PARTNERRE LTD COM G6852T105 1482 29000 SH PUT DEFINED 08 29000 PARTNERRE LTD COM G6852T105 108 2104 SH DEFINED 17 2104 PLATINUM UNDERWRITER HLDGS L COM G7127P100 41 1500 SH DEFINED 05 1500 PLATINUM UNDERWRITER HLDGS L COM G7127P100 212 7800 SH DEFINED 08 7800 PLATINUM UNDERWRITER HLDGS L COM G7127P100 117 4300 SH DEFINED 17 4300 RADICA GAMES LTD ORD G7342H107 345 50000 SH DEFINED 01 20000 30000 RADICA GAMES LTD ORD G7342H107 828 120000 SH OTHER 01 75000 45000 RENAISSANCE RE HLDGS LTD COM G7496G103 5 105 SH DEFINED 01 105 RENAISSANCE RE HLDGS LTD COM G7496G103 290 6375 SH OTHER 01 2000 1600 2775 RENAISSANCE RE HLDGS LTD COM G7496G103 159 3500 SH DEFINED 17 3500 SEAGATE TECHNOLOGY SHS G7945J104 2438 138115 SH DEFINED 08 138115 UTI WORLDWIDE INC ORD G87210103 155 5030 SH DEFINED 01 4550 480 UTI WORLDWIDE INC ORD G87210103 4683 151805 SH DEFINED 05 151805 UTI WORLDWIDE INC ORD G87210103 543 17600 SH DEFINED 17 17600 HILFIGER TOMMY CORP ORD G8915Z102 23 2500 SH DEFINED 01 2500 HILFIGER TOMMY CORP ORD G8915Z102 1 100 SH OTHER 01 100 HILFIGER TOMMY CORP ORD G8915Z102 1007 109000 SH CALL DEFINED 08 109000 HILFIGER TOMMY CORP ORD G8915Z102 299 32410 SH DEFINED 17 32410 TRANSOCEAN INC ORD G90078109 992 45136 SH DEFINED 01 39557 5579 TRANSOCEAN INC ORD G90078109 892 40622 SH OTHER 01 7737 32885 TRANSOCEAN INC ORD G90078109 4349 197935 SH DEFINED 05 197935 TRANSOCEAN INC ORD G90078109 167 7600 SH DEFINED 08 7600 TRANSOCEAN INC ORD G90078109 6226 283400 SH CALL DEFINED 08 283400 TRANSOCEAN INC ORD G90078109 1208 55000 SH PUT DEFINED 08 55000 WEATHERFORD INTERNATIONAL LT COM G95089101 9971 237976 SH DEFINED 05 237976 WEATHERFORD INTERNATIONAL LT COM G95089101 419 10000 SH CALL DEFINED 08 10000 WEATHERFORD INTERNATIONAL LT COM G95089101 419 10000 SH PUT DEFINED 08 10000 WHITE MTNS INS GROUP LTD COM G9618E107 119 300 SH OTHER 01 300 WHITE MTNS INS GROUP LTD COM G9618E107 22910 58000 SH DEFINED 17 58000 WILLIS GROUP HOLDINGS LTD SHS G96655108 1 43 SH DEFINED 01 43 WILLIS GROUP HOLDINGS LTD SHS G96655108 62 2000 SH DEFINED 08 2000 WILLIS GROUP HOLDINGS LTD SHS G96655108 320 10400 SH DEFINED 17 10400 XL CAP LTD CL A G98255105 2050 24700 SH OTHER 24700 XL CAP LTD CL A G98255105 52113 627864 SH DEFINED 01 612719 15145 XL CAP LTD CL A G98255105 7964 95949 SH OTHER 01 32879 63070 XL CAP LTD CL A G98255105 10792 130019 SH DEFINED 05 130019 XL CAP LTD CL A G98255105 535 6450 SH DEFINED 08 6450 XL CAP LTD CL A G98255105 1660 20000 SH CALL DEFINED 08 20000 XL CAP LTD CL A G98255105 324 3900 SH PUT DEFINED 08 3900 XL CAP LTD CL A G98255105 7 85 SH DEFINED 13 25 60 XL CAP LTD CL A G98255105 123 1477 SH DEFINED 17 1477 XL CAP LTD CL A G98255105 249 3000 SH PUT DEFINED 17 3000 ALCON INC COM SHS H01301102 7 145 SH DEFINED 01 145 ALCON INC COM SHS H01301102 50 1100 SH OTHER 01 1100 ALCON INC COM SHS H01301102 2010 43975 SH DEFINED 08 43975 UBS AG NAMEN AKT H8920M855 460 8301 SH DEFINED 01 6966 1335 UBS AG NAMEN AKT H8920M855 368 6635 SH OTHER 01 6240 395 AUDIOCODES LTD ORD M15342104 141 30250 SH DEFINED 01 28371 1879 AUDIOCODES LTD ORD M15342104 5 986 SH OTHER 01 986 AUDIOCODES LTD ORD M15342104 4256 913200 SH DEFINED 05 913200 CHECK POINT SOFTWARE TECH LT ORD M22465104 349 17887 SH DEFINED 01 17787 100 CHECK POINT SOFTWARE TECH LT ORD M22465104 247 12671 SH OTHER 01 10706 1965 CHECK POINT SOFTWARE TECH LT ORD M22465104 1667 85475 SH DEFINED 08 85475 CHECK POINT SOFTWARE TECH LT ORD M22465104 244 12500 SH DEFINED 17 12500 METALINK LTD ORD M69897102 473 89000 SH DEFINED 08 89000 ORBOTECH LTD ORD M75253100 1 37 SH DEFINED 01 37 ORBOTECH LTD ORD M75253100 2 130 SH OTHER 01 130 ORBOTECH LTD ORD M75253100 88 5284 SH DEFINED 08 5284 ORBOTECH LTD ORD M75253100 166 10000 SH PUT DEFINED 08 10000 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 88 1600 SH DEFINED 01 1600 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 28 500 SH OTHER 01 500 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 8242 149779 SH DEFINED 05 149779 TTI TEAM TELECOM INTL LTD ORD M88258104 22 5017 SH DEFINED 01 4528 489 TTI TEAM TELECOM INTL LTD ORD M88258104 651 147852 SH DEFINED 05 147852 ASML HLDG NV N Y SHS N07059111 52 SH DEFINED 01 52 ASML HLDG NV N Y SHS N07059111 2 230 SH DEFINED 08 230 ASML HLDG NV N Y SHS N07059111 183 19146 SH DEFINED 17 19146 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2 95 SH DEFINED 01 95 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 31 1330 SH OTHER 01 330 1000 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 422 18200 SH DEFINED 08 18200 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 11087 478700 SH CALL DEFINED 08 478700 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2443 105500 SH PUT DEFINED 08 105500 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 426 18400 SH DEFINED 17 18400 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 23 1000 SH CALL DEFINED 17 1000 FLEXTRONICS INTL LTD ORD Y2573F102 286 27424 SH DEFINED 01 11899 15525 FLEXTRONICS INTL LTD ORD Y2573F102 2535 243085 SH OTHER 01 163085 80000 FLEXTRONICS INTL LTD ORD Y2573F102 3567 341966 SH DEFINED 08 341966 FLEXTRONICS INTL LTD ORD Y2573F102 4144 397300 SH CALL DEFINED 08 397300 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 1169 27258 SH DEFINED 01 27258 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 773 18012 SH DEFINED 17 18012 AAR CORP COM 000361105 40 5700 SH DEFINED 01 5700 AAR CORP COM 000361105 874 123750 SH DEFINED 05 123750 A D C TELECOMMUNICATIONS COM 000886101 331 143766 SH DEFINED 143766 A D C TELECOMMUNICATIONS COM 000886101 13660 5938916 SH DEFINED 01 5920916 18000 A D C TELECOMMUNICATIONS COM 000886101 49 21395 SH OTHER 01 20120 1275 A D C TELECOMMUNICATIONS COM 000886101 852 370370 SH DEFINED 05 370370 A D C TELECOMMUNICATIONS COM 000886101 2 680 SH DEFINED 08 680 A D C TELECOMMUNICATIONS COM 000886101 428 186200 SH DEFINED 17 186200 ACM INCOME FUND INC COM 000912105 191 20121 SH DEFINED 01 15121 5000 ACM INCOME FUND INC COM 000912105 439 46302 SH OTHER 01 32403 13899 ACM INCOME FUND INC COM 000912105 114 11970 SH DEFINED 17 11970 ABM INDS INC COM 000957100 61 3947 SH DEFINED 01 38 3909 ABM INDS INC COM 000957100 69427 4508244 SH OTHER 01 1083909 20596 3403739 ABM INDS INC COM 000957100 2943 191100 SH DEFINED 05 191100 AFC ENTERPRISES INC COM 00104Q107 1806 110325 SH DEFINED 05 110325 AFC ENTERPRISES INC COM 00104Q107 3 200 SH DEFINED 08 200 AFLAC INC COM 001055102 19052 619574 SH DEFINED 01 510759 108815 AFLAC INC COM 001055102 8990 292352 SH OTHER 01 205160 87192 AFLAC INC COM 001055102 12318 400578 SH DEFINED 05 400578 AFLAC INC COM 001055102 741 24100 SH DEFINED 08 24100 AFLAC INC COM 001055102 121 3928 SH DEFINED 17 3928 AGCO CORP COM 001084102 37 2177 SH DEFINED 01 2177 AGCO CORP COM 001084102 11 625 SH OTHER 01 625 AGCO CORP COM 001084102 2584 151264 SH DEFINED 05 151264 AGCO CORP COM 001084102 232 13585 SH DEFINED 08 13585 AGCO CORP COM 001084102 246 14400 SH DEFINED 17 14400 AGL RES INC COM 001204106 1244 48885 SH DEFINED 01 47185 1700 AGL RES INC COM 001204106 388 15242 SH OTHER 01 11457 3785 AGL RES INC COM 001204106 11674 458878 SH DEFINED 05 458878 AES CORP COM 00130H105 33778 5319349 SH DEFINED 01 4274380 1030721 14248 AES CORP COM 00130H105 1629 256498 SH OTHER 01 256498 AES CORP COM 00130H105 2699 425015 SH DEFINED 05 425015 AES CORP COM 00130H105 2180 343353 SH DEFINED 08 343353 AES CORP COM 00130H105 1048 165000 SH CALL DEFINED 08 165000 AES CORP COM 00130H105 2581 406500 SH PUT DEFINED 08 406500 AES CORP COM 00130H105 561 88400 SH DEFINED 17 88400 AK STL HLDG CORP COM 001547108 107 SH DEFINED 01 107 AK STL HLDG CORP COM 001547108 101 SH OTHER 01 101 AK STL HLDG CORP COM 001547108 774 213727 SH DEFINED 05 213727 AMB PROPERTY CORP COM 00163T109 1149 40795 SH DEFINED 01 40795 AMB PROPERTY CORP COM 00163T109 4493 159495 SH DEFINED 05 159495 AMB PROPERTY CORP COM 00163T109 51 1800 SH DEFINED 17 1800 AMN HEALTHCARE SERVICES INC COM 001744101 24497 1928872 SH DEFINED 1928872 AMN HEALTHCARE SERVICES INC COM 001744101 1 89 SH DEFINED 01 89 AMN HEALTHCARE SERVICES INC COM 001744101 461 36300 SH DEFINED 17 36300 AMR CORP COM 001765106 803 73026 SH DEFINED 73026 AMR CORP COM 001765106 3487 317000 SH OTHER 317000 AMR CORP COM 001765106 296 26949 SH DEFINED 01 26949 AMR CORP COM 001765106 26 2343 SH OTHER 01 2268 75 AMR CORP COM 001765106 3 300 SH DEFINED 05 300 AMR CORP COM 001765106 2 147 SH DEFINED 08 147 AMR CORP COM 001765106 234 21300 SH CALL DEFINED 08 21300 AMR CORP COM 001765106 7522 683800 SH PUT DEFINED 08 683800 AMR CORP COM 001765106 659 59954 SH DEFINED 17 59954 AOL TIME WARNER INC COM 00184A105 1635 101614 SH OTHER 101614 AOL TIME WARNER INC COM 00184A105 23224 1443354 SH DEFINED 01 1357633 85721 AOL TIME WARNER INC COM 00184A105 18795 1168144 SH OTHER 01 578991 589153 AOL TIME WARNER INC COM 00184A105 19049 1183900 SH CALL DEFINED 01 1183900 AOL TIME WARNER INC COM 00184A105 16492 1025000 SH PUT DEFINED 01 1025000 AOL TIME WARNER INC COM 00184A105 40240 2500962 SH DEFINED 05 2500962 AOL TIME WARNER INC COM 00184A105 4715 293055 SH DEFINED 08 293055 AOL TIME WARNER INC COM 00184A105 17242 1071600 SH CALL DEFINED 08 1071600 AOL TIME WARNER INC COM 00184A105 20672 1284800 SH PUT DEFINED 08 1284800 AOL TIME WARNER INC COM 00184A105 6 360 SH DEFINED 13 360 AOL TIME WARNER INC COM 00184A105 564 35054 SH DEFINED 17 35054 AOL TIME WARNER INC COM 00184A105 12872 800000 SH OTHER 17 800000 AOL TIME WARNER INC COM 00184A105 3678 228600 SH CALL DEFINED 17 228600 AOL TIME WARNER INC COM 00184A105 2887 179400 SH PUT DEFINED 17 179400 ATI TECHNOLOGIES INC COM 001941103 1 68 SH DEFINED 08 68 ATI TECHNOLOGIES INC COM 001941103 452 44321 SH DEFINED 17 44321 AT&T CORP COM NEW 001957505 17 869 SH DEFINED 01 869 AT&T CORP COM NEW 001957505 11387 591549 SH DEFINED 05 591549 AT&T CORP COM NEW 001957505 1395 72445 SH DEFINED 08 72445 AT&T CORP COM NEW 001957505 1251 65000 SH PUT DEFINED 08 65000 AT&T CORP COM NEW 001957505 16 827 SH DEFINED 17 827 ATMI INC COM 00207R101 67 2703 SH DEFINED 01 3 2700 ATMI INC COM 00207R101 5 200 SH OTHER 01 200 ATMI INC COM 00207R101 3087 123725 SH DEFINED 05 123725 ATMI INC COM 00207R101 5 200 SH DEFINED 08 200 AT&T WIRELESS SVCS INC COM 00209A106 6199 755081 SH DEFINED 01 726012 29069 AT&T WIRELESS SVCS INC COM 00209A106 5887 717016 SH OTHER 01 121210 595806 AT&T WIRELESS SVCS INC COM 00209A106 1642 200000 SH PUT DEFINED 01 200000 AT&T WIRELESS SVCS INC COM 00209A106 12265 1493854 SH DEFINED 05 1493854 AT&T WIRELESS SVCS INC COM 00209A106 110 13370 SH DEFINED 08 13370 AT&T WIRELESS SVCS INC COM 00209A106 821 100000 SH CALL DEFINED 08 100000 AT&T WIRELESS SVCS INC COM 00209A106 739 90000 SH PUT DEFINED 08 90000 AT&T WIRELESS SVCS INC COM 00209A106 557 67850 SH DEFINED 17 67850 AAIPHARMA INC COM 00252W104 18 900 SH DEFINED 01 900 AAIPHARMA INC COM 00252W104 10 500 SH OTHER 01 500 AAIPHARMA INC COM 00252W104 4965 250000 SH DEFINED 08 250000 AAIPHARMA INC COM 00252W104 221 11121 SH DEFINED 17 11121 AARON RENTS INC COM 002535201 521 20200 SH DEFINED 01 4600 15600 AARON RENTS INC COM 002535201 2 75 SH OTHER 01 75 AARON RENTS INC COM 002535201 2805 108725 SH DEFINED 05 108725 ABBOTT LABS COM 002824100 908 20753 SH OTHER 20753 ABBOTT LABS COM 002824100 132257 3022334 SH DEFINED 01 2549519 472815 ABBOTT LABS COM 002824100 145969 3335675 SH OTHER 01 1977586 1358089 ABBOTT LABS COM 002824100 3610 82500 SH CALL DEFINED 01 82500 ABBOTT LABS COM 002824100 3610 82500 SH PUT DEFINED 01 82500 ABBOTT LABS COM 002824100 55344 1264721 SH DEFINED 05 1264721 ABBOTT LABS COM 002824100 3772 86200 SH DEFINED 08 86200 ABBOTT LABS COM 002824100 1532 35000 SH PUT DEFINED 08 35000 ABBOTT LABS COM 002824100 13 300 SH OTHER 13 300 ABBOTT LABS COM 002824100 3454 78937 SH DEFINED 17 78937 ABBOTT LABS COM 002824100 8402 192000 SH CALL DEFINED 17 192000 ABBOTT LABS COM 002824100 1575 36000 SH PUT DEFINED 17 36000 ABERCROMBIE & FITCH CO CL A 002896207 649 22839 SH OTHER 22839 ABERCROMBIE & FITCH CO CL A 002896207 355 12486 SH DEFINED 01 12486 ABERCROMBIE & FITCH CO CL A 002896207 17 599 SH OTHER 01 224 375 ABERCROMBIE & FITCH CO CL A 002896207 12765 449307 SH DEFINED 05 449307 ABERCROMBIE & FITCH CO CL A 002896207 4459 156960 SH DEFINED 08 156960 ABERCROMBIE & FITCH CO CL A 002896207 523 18400 SH DEFINED 17 18400 ABERDEEN ASIA PACIFIC INCOM COM 003009107 33 5903 SH DEFINED 01 5903 ABERDEEN ASIA PACIFIC INCOM COM 003009107 213 38156 SH OTHER 01 30653 6200 1303 ABGENIX INC NOTE 3.500% 00339BAB3 583 700000 PRN DEFINED 17 700000 ABGENIX INC COM 00339B107 11 1100 SH DEFINED 08 1100 ABGENIX INC COM 00339B107 208 19900 SH DEFINED 17 19900 ABGENIX INC COM 00339B107 79 7600 SH CALL DEFINED 17 7600 ABIOMED INC COM 003654100 58 11000 SH DEFINED 08 11000 ABRAMS INDS INC COM 003788106 627 160769 SH DEFINED 01 160769 ABRAMS INDS INC COM 003788106 1 213 SH OTHER 01 213 ACCREDO HEALTH INC COM 00437V104 89 4130 SH DEFINED 01 4130 ACCREDO HEALTH INC COM 00437V104 64 2975 SH OTHER 01 1075 1900 ACCREDO HEALTH INC COM 00437V104 4019 185625 SH DEFINED 05 185625 ACCREDO HEALTH INC COM 00437V104 438 20250 SH DEFINED 08 20250 ACCREDO HEALTH INC COM 00437V104 28 1300 SH DEFINED 17 1300 ACTIVISION INC NEW COM NEW 004930202 112 8717 SH DEFINED 01 8717 ACTIVISION INC NEW COM NEW 004930202 10 750 SH OTHER 01 750 ACTIVISION INC NEW COM NEW 004930202 2518 195629 SH DEFINED 05 195629 ACTIVISION INC NEW COM NEW 004930202 264 20550 SH DEFINED 08 20550 ACTIVISION INC NEW COM NEW 004930202 644 50000 SH CALL DEFINED 08 50000 ACTIVISION INC NEW COM NEW 004930202 1609 125000 SH PUT DEFINED 08 125000 ACTION PERFORMANCE COS INC COM 004933107 327 17200 SH DEFINED 01 12300 4900 ACTION PERFORMANCE COS INC COM 004933107 1462 76925 SH DEFINED 05 76925 ACTION PERFORMANCE COS INC COM 004933107 222 11700 SH DEFINED 08 11700 ACTION PERFORMANCE COS INC COM 004933107 222 11700 SH DEFINED 17 11700 ACTEL CORP COM 004934105 262 12743 SH DEFINED 01 7143 5600 ACTEL CORP COM 004934105 4 200 SH OTHER 01 200 ACTEL CORP COM 004934105 2124 103225 SH DEFINED 05 103225 ACTEL CORP COM 004934105 591 28700 SH DEFINED 08 28700 ACTEL CORP COM 004934105 84 4100 SH DEFINED 17 4100 ACTUANT CORP CL A NEW 00508X203 226 4786 SH DEFINED 01 4336 450 ACTUANT CORP CL A NEW 00508X203 63 1333 SH OTHER 01 1333 ACTUANT CORP CL A NEW 00508X203 6914 146120 SH DEFINED 05 146120 ACUITY BRANDS INC COM 00508Y102 469 25813 SH DEFINED 01 13087 12726 ACUITY BRANDS INC COM 00508Y102 238 13118 SH OTHER 01 13118 ACUITY BRANDS INC COM 00508Y102 3432 188900 SH DEFINED 05 188900 ACXIOM CORP COM 005125109 153 10040 SH DEFINED 01 10040 ACXIOM CORP COM 005125109 4 275 SH OTHER 01 275 ACXIOM CORP COM 005125109 2596 170256 SH DEFINED 05 170256 ACXIOM CORP COM 005125109 87 5735 SH DEFINED 08 5735 ACXIOM CORP COM 005125109 29 1900 SH DEFINED 17 1900 ADAMS EXPRESS CO COM 006212104 106 9002 SH DEFINED 01 9002 ADAMS EXPRESS CO COM 006212104 168 14246 SH OTHER 01 11193 3053 ADAPTEC INC COM 00651F108 121 15215 SH DEFINED 01 15215 ADAPTEC INC COM 00651F108 52 6500 SH OTHER 01 6500 ADAPTEC INC COM 00651F108 3325 418200 SH DEFINED 05 418200 ADAPTEC INC COM 00651F108 112 14067 SH DEFINED 08 14067 ADAPTEC INC COM 00651F108 437 55000 SH CALL DEFINED 08 55000 ADMINISTAFF INC COM 007094105 40 3874 SH DEFINED 01 3874 ADMINISTAFF INC COM 007094105 1063 103200 SH DEFINED 05 103200 ADOBE SYS INC COM 00724F101 3093 96446 SH DEFINED 01 74946 21500 ADOBE SYS INC COM 00724F101 495 15440 SH OTHER 01 7825 7615 ADOBE SYS INC COM 00724F101 7420 231371 SH DEFINED 05 231371 ADOBE SYS INC COM 00724F101 995 31029 SH DEFINED 08 31029 ADOBE SYS INC COM 00724F101 4490 140000 SH PUT DEFINED 08 140000 ADOBE SYS INC COM 00724F101 313 9751 SH DEFINED 17 9751 ADSTAR INC COM 00737P104 21 17000 SH OTHER 01 17000 ADTRAN INC COM 00738A106 130 2520 SH DEFINED 01 2520 ADTRAN INC COM 00738A106 10 200 SH OTHER 01 200 ADTRAN INC COM 00738A106 3848 74541 SH DEFINED 05 74541 ADTRAN INC COM 00738A106 92 1788 SH DEFINED 08 1788 ADTRAN INC COM 00738A106 52 1000 SH PUT DEFINED 08 1000 ADTRAN INC COM 00738A106 98 1900 SH DEFINED 17 1900 ADVANCED AUTO PARTS INC COM 00751Y106 6 100 SH DEFINED 05 100 ADVANCED AUTO PARTS INC COM 00751Y106 18 300 SH DEFINED 08 300 ADVANCED AUTO PARTS INC COM 00751Y106 183 3000 SH DEFINED 17 3000 ADVANCED MARKETING SVCS INC COM 00753T105 1 50 SH OTHER 01 50 ADVANCED MARKETING SVCS INC COM 00753T105 963 74100 SH DEFINED 05 74100 ADVANCED MARKETING SVCS INC COM 00753T105 1 100 SH DEFINED 08 100 ADVANCED FIBRE COMMUNICATION COM 00754A105 269 16420 SH DEFINED 01 16420 ADVANCED FIBRE COMMUNICATION COM 00754A105 4 225 SH OTHER 01 225 ADVANCED FIBRE COMMUNICATION COM 00754A105 2754 168136 SH DEFINED 05 168136 ADVANCED FIBRE COMMUNICATION COM 00754A105 387 23600 SH DEFINED 08 23600 ADVANCED FIBRE COMMUNICATION COM 00754A105 647 39512 SH DEFINED 17 39512 ADVO INC COM 007585102 15 332 SH DEFINED 01 132 200 ADVO INC COM 007585102 8 175 SH OTHER 01 175 ADVO INC COM 007585102 3473 78225 SH DEFINED 05 78225 ADVO INC COM 007585102 9 200 SH DEFINED 08 200 ADVANCED MEDICAL OPTICS INC COM 00763M108 2219 130150 SH DEFINED 05 130150 ADVANCED MEDICAL OPTICS INC COM 00763M108 1894 111100 SH DEFINED 08 111100 ADVANCED MEDICAL OPTICS INC COM 00763M108 878 51500 SH CALL DEFINED 08 51500 ADVANCED MEDICAL OPTICS INC COM 00763M108 84 4900 SH DEFINED 17 4900 AEROFLEX INC COM 007768104 329 42850 SH DEFINED 01 37323 5527 AEROFLEX INC COM 007768104 1 165 SH OTHER 01 165 AEROFLEX INC COM 007768104 10167 1323818 SH DEFINED 05 1323818 AEROFLEX INC COM 007768104 2 200 SH DEFINED 08 200 AEROPOSTALE COM 007865108 32 1500 SH DEFINED 08 1500 AEROPOSTALE COM 007865108 713 33200 SH DEFINED 17 33200 ADVANCEPCS COM 00790K109 214 5602 SH DEFINED 01 5602 ADVANCEPCS COM 00790K109 211 5525 SH OTHER 01 5525 ADVANCEPCS COM 00790K109 6816 178202 SH DEFINED 05 178202 ADVANCEPCS COM 00790K109 1668 43620 SH DEFINED 08 43620 ADVANCEPCS COM 00790K109 4973 130000 SH CALL DEFINED 08 130000 ADVANCEPCS COM 00790K109 2934 76700 SH PUT DEFINED 08 76700 ADVANCEPCS COM 00790K109 52960 1384564 SH DEFINED 17 1384564 ADVANCED MICRO DEVICES INC DBCV 4.750% 007903AE7 192 255000 PRN DEFINED 08 255000 ADVANCED MICRO DEVICES INC DBCV 4.750% 007903AE7 8290 11035000 PRN DEFINED 17 11035000 ADVANCED MICRO DEVICES INC NOTE 4.500% 007903AF4 8717 7723000 PRN DEFINED 17 7723000 ADVANCED MICRO DEVICES INC COM 007903107 226 35184 SH DEFINED 01 33384 1800 ADVANCED MICRO DEVICES INC COM 007903107 52 8090 SH OTHER 01 2190 5900 ADVANCED MICRO DEVICES INC COM 007903107 1472 229665 SH DEFINED 05 229665 ADVANCED MICRO DEVICES INC COM 007903107 4751 741184 SH DEFINED 08 741184 ADVANCED MICRO DEVICES INC COM 007903107 808 126000 SH DEFINED 17 126000 AEGON N V ORD AMER REG 007924103 2231 222186 SH DEFINED 01 217409 4777 AEGON N V ORD AMER REG 007924103 1599 159248 SH OTHER 01 83447 75801 AEGON N V ORD AMER REG 007924103 1 59 SH DEFINED 05 59 AEGON N V ORD AMER REG 007924103 8 832 SH DEFINED 08 832 ADVANCED ENERGY INDS COM 007973100 101 7048 SH DEFINED 01 3038 4010 ADVANCED ENERGY INDS COM 007973100 16 1090 SH OTHER 01 1090 ADVANCED ENERGY INDS COM 007973100 1914 133875 SH DEFINED 05 133875 ADVANCED ENERGY INDS COM 007973100 5 331 SH DEFINED 08 331 ADVENT SOFTWARE INC COM 007974108 34 2001 SH DEFINED 01 2001 ADVENT SOFTWARE INC COM 007974108 514 30000 SH OTHER 01 30000 ADVENT SOFTWARE INC COM 007974108 1082 63199 SH DEFINED 05 63199 ADVENT SOFTWARE INC COM 007974108 185 10780 SH DEFINED 08 10780 ADVENT SOFTWARE INC COM 007974108 152 8850 SH DEFINED 17 8850 AETNA INC NEW COM 00817Y108 2663 44233 SH DEFINED 01 40696 3537 AETNA INC NEW COM 00817Y108 1844 30626 SH OTHER 01 11663 18963 AETNA INC NEW COM 00817Y108 4424 73490 SH DEFINED 05 73490 AETNA INC NEW COM 00817Y108 2364 39268 SH DEFINED 08 39268 AETNA INC NEW COM 00817Y108 1926 32000 SH CALL DEFINED 08 32000 AETNA INC NEW COM 00817Y108 109 1804 SH DEFINED 17 1804 AFFILIATED COMPUTER SERVICES CL A 008190100 422 9233 SH OTHER 9233 AFFILIATED COMPUTER SERVICES CL A 008190100 2055 44947 SH DEFINED 01 38147 6800 AFFILIATED COMPUTER SERVICES CL A 008190100 554 12125 SH OTHER 01 9900 2225 AFFILIATED COMPUTER SERVICES CL A 008190100 18827 411696 SH DEFINED 05 411696 AFFILIATED COMPUTER SERVICES CL A 008190100 12569 274847 SH DEFINED 08 274847 AFFILIATED COMPUTER SERVICES CL A 008190100 4152 90800 SH CALL DEFINED 08 90800 AFFILIATED COMPUTER SERVICES CL A 008190100 34087 745400 SH PUT DEFINED 08 745400 AFFILIATED COMPUTER SERVICES CL A 008190100 271 5932 SH DEFINED 17 5932 AFFILIATED MANAGERS GROUP COM 008252108 670 10994 SH OTHER 10994 AFFILIATED MANAGERS GROUP COM 008252108 791 12975 SH DEFINED 01 11900 1075 AFFILIATED MANAGERS GROUP COM 008252108 27308 448038 SH DEFINED 05 448038 AFFILIATED MANAGERS GROUP COM 008252108 243 3987 SH DEFINED 17 3987 AFFILIATED MANAGERS GROUP COM 008252108 61 1000 SH CALL DEFINED 17 1000 AFFILIATED MANAGERS GROUP COM 008252108 1249 20500 SH PUT DEFINED 17 20500 AFFYMETRIX INC NOTE 5.000% 00826TAB4 299 300000 PRN DEFINED 08 300000 AFTERMARKET TECHNOLOGY CORP COM 008318107 4 400 SH DEFINED 01 400 AFTERMARKET TECHNOLOGY CORP COM 008318107 355 33525 SH DEFINED 17 33525 AGERE SYS INC CL A 00845V100 14 5873 SH DEFINED 01 5394 479 AGERE SYS INC CL A 00845V100 5 2033 SH OTHER 01 1351 682 AGERE SYS INC CL A 00845V100 12700 5450479 SH DEFINED 05 5450479 AGERE SYS INC CL A 00845V100 57 24268 SH DEFINED 08 24268 AGERE SYS INC CL A 00845V100 13 SH DEFINED 17 13 AGERE SYS INC CL B 00845V209 128 55716 SH DEFINED 08 55716 AGERE SYS INC CL B 00845V209 219 95400 SH DEFINED 17 95400 AGILENT TECHNOLOGIES INC DBCV 3.000% 00846UAB7 2178 2240000 PRN DEFINED 17 2240000 AGILENT TECHNOLOGIES INC COM 00846U101 2500 127901 SH DEFINED 01 33 127868 AGILENT TECHNOLOGIES INC COM 00846U101 81369 4162092 SH OTHER 01 3454461 626050 81581 AGILENT TECHNOLOGIES INC COM 00846U101 1955 100000 SH CALL DEFINED 01 100000 AGILENT TECHNOLOGIES INC COM 00846U101 4237 216725 SH DEFINED 05 216725 AGILENT TECHNOLOGIES INC COM 00846U101 501 25623 SH DEFINED 08 25623 AGILENT TECHNOLOGIES INC COM 00846U101 11431 584700 SH CALL DEFINED 08 584700 AGILENT TECHNOLOGIES INC COM 00846U101 5499 281300 SH PUT DEFINED 08 281300 AGILE SOFTWARE CORP DEL COM 00846X105 41 SH DEFINED 01 41 AGILE SOFTWARE CORP DEL COM 00846X105 1 100 SH OTHER 01 100 AGILE SOFTWARE CORP DEL COM 00846X105 1 100 SH DEFINED 08 100 AGILE SOFTWARE CORP DEL COM 00846X105 125 13000 SH DEFINED 17 13000 AGILE SOFTWARE CORP DEL COM 00846X105 7481 776000 SH OTHER 17 776000 AGNICO EAGLE MINES LTD COM 008474108 146 12600 SH DEFINED 01 12600 AGNICO EAGLE MINES LTD COM 008474108 35 3050 SH OTHER 01 1400 1650 AGNICO EAGLE MINES LTD COM 008474108 1160 100000 SH CALL DEFINED 08 100000 AGNICO EAGLE MINES LTD COM 008474108 348 30000 SH PUT DEFINED 08 30000 AGRIUM INC COM 008916108 284 25950 SH DEFINED 01 23450 2500 AGRIUM INC COM 008916108 8535 778739 SH DEFINED 05 778739 AIR METHODS CORP COM PAR $.06 009128307 1629 210156 SH DEFINED 08 210156 AIR METHODS CORP COM PAR $.06 009128307 23 3000 SH CALL DEFINED 08 3000 AIR METHODS CORP COM PAR $.06 009128307 1651 213000 SH PUT DEFINED 08 213000 AIR PRODS & CHEMS INC COM 009158106 12283 295268 SH DEFINED 01 271329 23939 AIR PRODS & CHEMS INC COM 009158106 5642 135626 SH OTHER 01 77800 57826 AIR PRODS & CHEMS INC COM 009158106 9670 232455 SH DEFINED 05 232455 AIR PRODS & CHEMS INC COM 009158106 141 3400 SH DEFINED 08 3400 AIR PRODS & CHEMS INC COM 009158106 108 2600 SH DEFINED 17 2600 AIRBORNE INC COM 009269101 409 19546 SH DEFINED 01 19546 AIRBORNE INC COM 009269101 15 700 SH OTHER 01 500 200 AIRBORNE INC COM 009269101 1995 95445 SH DEFINED 05 95445 AIRBORNE INC COM 009269101 2466 118000 SH DEFINED 17 118000 AIRGAS INC COM 009363102 71 4210 SH DEFINED 01 4210 AIRGAS INC COM 009363102 4 250 SH OTHER 01 250 AIRGAS INC COM 009363102 2376 141858 SH DEFINED 05 141858 AIRGAS INC COM 009363102 175 10465 SH DEFINED 17 10465 AIRTRAN HLDGS INC COM 00949P108 410 39112 SH DEFINED 17 39112 AKAMAI TECHNOLOGIES INC NOTE 5.500% 00971TAC5 150 200000 PRN DEFINED 17 200000 AKAMAI TECHNOLOGIES INC COM 00971T101 230 48130 SH DEFINED 48130 AKAMAI TECHNOLOGIES INC COM 00971T101 50 SH OTHER 01 50 AKAMAI TECHNOLOGIES INC COM 00971T101 1 300 SH DEFINED 08 300 AKZO NOBEL NV SPONSORED AD 010199305 75 2800 SH DEFINED 01 2010 790 AKZO NOBEL NV SPONSORED AD 010199305 314 11792 SH OTHER 01 5677 6115 AKZO NOBEL NV SPONSORED AD 010199305 10 SH DEFINED 05 10 ALASKA AIR GROUP INC COM 011659109 47 2200 SH DEFINED 01 2200 ALASKA AIR GROUP INC COM 011659109 8 350 SH OTHER 01 200 150 ALASKA AIR GROUP INC COM 011659109 1171 54601 SH DEFINED 05 54601 ALASKA AIR GROUP INC COM 011659109 1459 68000 SH DEFINED 08 68000 ALBANY INTL CORP CL A 012348108 202 7375 SH DEFINED 01 2475 4900 ALBANY INTL CORP CL A 012348108 2 75 SH OTHER 01 75 ALBANY INTL CORP CL A 012348108 3675 134125 SH DEFINED 05 134125 ALBANY INTL CORP CL A 012348108 60 2200 SH DEFINED 17 2200 ALBANY MOLECULAR RESH INC COM 012423109 30 2000 SH DEFINED 01 2000 ALBANY MOLECULAR RESH INC COM 012423109 175 11600 SH DEFINED 17 11600 ALBEMARLE CORP COM 012653101 619 22147 SH DEFINED 01 22147 ALBEMARLE CORP COM 012653101 2773 99132 SH OTHER 01 93032 6100 ALBEMARLE CORP COM 012653101 2271 81193 SH DEFINED 05 81193 ALBEMARLE CORP COM 012653101 7 250 SH DEFINED 08 250 ALBERTO CULVER CO CL B CONV 013068101 954 18673 SH DEFINED 01 12973 2300 3400 ALBERTO CULVER CO CL B CONV 013068101 77 1500 SH OTHER 01 1500 ALBERTO CULVER CO CL B CONV 013068101 2926 57260 SH DEFINED 05 57260 ALBERTO CULVER CO CL B CONV 013068101 199 3900 SH DEFINED 17 3900 ALBERTSONS INC COM 013104104 11903 619970 SH OTHER 619970 ALBERTSONS INC COM 013104104 4504 234593 SH DEFINED 01 193741 40852 ALBERTSONS INC COM 013104104 1470 76588 SH OTHER 01 58520 18068 ALBERTSONS INC COM 013104104 6320 329160 SH DEFINED 05 329160 ALBERTSONS INC COM 013104104 636 33101 SH DEFINED 08 33101 ALBERTSONS INC COM 013104104 105 5475 SH DEFINED 17 5475 ALCAN INC COM 013716105 481 15387 SH DEFINED 01 14487 900 ALCAN INC COM 013716105 215 6857 SH OTHER 01 3032 3825 ALCAN INC COM 013716105 175 5604 SH DEFINED 17 5604 ALCOA INC COM 013817101 11903 466785 SH DEFINED 01 424242 42543 ALCOA INC COM 013817101 9602 376532 SH OTHER 01 237821 138711 ALCOA INC COM 013817101 10439 409380 SH DEFINED 05 409380 ALCOA INC COM 013817101 5 200 SH OTHER 13 200 ALCATEL SPONSORED AD 013904305 18 2023 SH DEFINED 01 2023 ALCATEL SPONSORED AD 013904305 94 10544 SH OTHER 01 5633 4536 375 ALCATEL SPONSORED AD 013904305 34 SH DEFINED 05 34 ALCATEL SPONSORED AD 013904305 1000 111700 SH DEFINED 17 111700 ALCATEL SPONSORED AD 013904305 1701 190000 SH PUT DEFINED 17 190000 ALDERWOODS GROUP INC COM 014383103 67 12500 SH DEFINED 01 12500 ALEXANDER & BALDWIN INC COM 014482103 111 4245 SH DEFINED 01 4245 ALEXANDER & BALDWIN INC COM 014482103 5 200 SH OTHER 01 200 ALEXANDER & BALDWIN INC COM 014482103 2129 81555 SH DEFINED 05 81555 ALEXION PHARMACEUTICALS INC COM 015351109 187 11000 SH DEFINED 17 11000 ALKERMES INC NOTE 6.520% 01642TAC2 688 465000 PRN DEFINED 17 465000 ALKERMES INC COM 01642T108 1 102 SH DEFINED 01 102 ALKERMES INC COM 01642T108 9 867 SH OTHER 01 67 800 ALKERMES INC COM 01642T108 206 19400 SH DEFINED 17 19400 ALLEGHANY CORP DEL COM 017175100 327 1714 SH OTHER 01 1000 714 ALLEGHENY ENERGY INC COM 017361106 374 44293 SH DEFINED 01 39393 4900 ALLEGHENY ENERGY INC COM 017361106 359 42434 SH OTHER 01 6609 35825 ALLEGHENY ENERGY INC COM 017361106 1223 144675 SH DEFINED 05 144675 ALLEGHENY ENERGY INC COM 017361106 50 5909 SH DEFINED 08 5909 ALLEGHENY ENERGY INC COM 017361106 507 60000 SH CALL DEFINED 08 60000 ALLEGHENY TECHNOLOGIES INC COM 01741R102 32 4915 SH DEFINED 01 4915 ALLEGHENY TECHNOLOGIES INC COM 01741R102 84 12752 SH OTHER 01 12752 ALLEGHENY TECHNOLOGIES INC COM 01741R102 254 38465 SH DEFINED 05 38465 ALLEGHENY TECHNOLOGIES INC COM 01741R102 5 765 SH DEFINED 08 765 ALLEGIANT BANCORP INC COM 017476102 636 31484 SH OTHER 01 12007 11100 8377 ALLEN TELECOM INC COM 018091108 525 31770 SH DEFINED 01 6900 24870 ALLEN TELECOM INC COM 018091108 15 930 SH OTHER 01 930 ALLEN TELECOM INC COM 018091108 2644 160025 SH DEFINED 05 160025 ALLEN TELECOM INC COM 018091108 14622 885135 SH DEFINED 17 885135 ALLERGAN INC NOTE 018490AE2 9068 9336000 PRN DEFINED 08 9336000 ALLERGAN INC NOTE 018490AE2 5803 5975000 PRN DEFINED 17 5975000 ALLERGAN INC NOTE 018490AE2 4856 5000000 PRN OTHER 17 5000000 ALLERGAN INC COM 018490102 685 8884 SH OTHER 8884 ALLERGAN INC COM 018490102 863 11187 SH DEFINED 01 9028 2159 ALLERGAN INC COM 018490102 944 12248 SH OTHER 01 4107 8141 ALLERGAN INC COM 018490102 11662 151258 SH DEFINED 05 151258 ALLERGAN INC COM 018490102 501 6500 SH DEFINED 08 6500 ALLERGAN INC COM 018490102 40354 523400 SH PUT DEFINED 08 523400 ALLERGAN INC COM 018490102 54 700 SH DEFINED 17 700 ALLETE INC COM 018522102 359 13540 SH DEFINED 01 13540 ALLETE INC COM 018522102 295 11096 SH OTHER 01 8304 2792 ALLETE INC COM 018522102 4505 169675 SH DEFINED 05 169675 ALLIANCE CAP MGMT HLDG L P UNIT LTD PAR 01855A101 763 20900 SH DEFINED 01 20900 ALLIANCE CAP MGMT HLDG L P UNIT LTD PAR 01855A101 1379 37770 SH OTHER 01 13285 24485 ALLIANCE GAMING CORP COM NEW 01859P609 65 3414 SH DEFINED 01 3414 ALLIANCE GAMING CORP COM NEW 01859P609 49 2600 SH DEFINED 05 2600 ALLIANCE GAMING CORP COM NEW 01859P609 117 6200 SH DEFINED 08 6200 ALLIANCE GAMING CORP COM NEW 01859P609 1477 78100 SH CALL DEFINED 08 78100 ALLIANCE GAMING CORP COM NEW 01859P609 946 50000 SH PUT DEFINED 08 50000 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 10 2100 SH DEFINED 01 2100 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 679 139075 SH DEFINED 05 139075 ALLIANCE WORLD DLR GV FD II COM 01879R106 24 2000 SH DEFINED 01 2000 ALLIANCE WORLD DLR GV FD II COM 01879R106 147 12214 SH OTHER 01 4214 8000 ALLIANT ENERGY CORP COM 018802108 680 35720 SH DEFINED 01 32256 3464 ALLIANT ENERGY CORP COM 018802108 239 12558 SH OTHER 01 9654 2904 ALLIANT ENERGY CORP COM 018802108 3486 183171 SH DEFINED 05 183171 ALLIANT ENERGY CORP COM 018802108 21 1104 SH DEFINED 17 1104 ALLIANT TECHSYSTEMS INC COM 018804104 323 6227 SH DEFINED 01 2705 3522 ALLIANT TECHSYSTEMS INC COM 018804104 78 1510 SH OTHER 01 1510 ALLIANT TECHSYSTEMS INC COM 018804104 8203 158025 SH DEFINED 05 158025 ALLIANT TECHSYSTEMS INC COM 018804104 16 300 SH DEFINED 08 300 ALLIANT TECHSYSTEMS INC COM 018804104 5451 105000 SH CALL DEFINED 08 105000 ALLIANT TECHSYSTEMS INC COM 018804104 90 1736 SH DEFINED 17 1736 ALLIED CAP CORP NEW COM 01903Q108 479 20736 SH DEFINED 01 16016 4720 ALLIED CAP CORP NEW COM 01903Q108 512 22145 SH OTHER 01 13245 8900 ALLIED CAP CORP NEW COM 01903Q108 12 500 SH DEFINED 05 500 ALLIED CAP CORP NEW COM 01903Q108 6764 292800 SH DEFINED 08 292800 ALLIED CAP CORP NEW COM 01903Q108 1368 59200 SH CALL DEFINED 08 59200 ALLIED CAP CORP NEW COM 01903Q108 152 6600 SH PUT DEFINED 08 6600 ALLIED CAP CORP NEW COM 01903Q108 28 1200 SH DEFINED 17 1200 ALLIED CAP CORP NEW COM 01903Q108 46 2000 SH CALL DEFINED 17 2000 ALLIED CAP CORP NEW COM 01903Q108 46 2000 SH PUT DEFINED 17 2000 ALLIED WASTE INDS INC COM PAR$.01N 019589308 232 23060 SH DEFINED 01 17810 1250 4000 ALLIED WASTE INDS INC COM PAR$.01N 019589308 14 1345 SH OTHER 01 1345 ALLIED WASTE INDS INC COM PAR$.01N 019589308 1317 131025 SH DEFINED 05 131025 ALLIED WASTE INDS INC COM PAR$.01N 019589308 97 9700 SH DEFINED 08 9700 ALLIED WASTE INDS INC COM PAR$.01N 019589308 192 19100 SH DEFINED 17 19100 ALLIED WASTE INDS INC PFD SR C CO 019589605 5577 95000 SH DEFINED 01 95000 ALLIED WASTE INDS INC PFD SR C CO 019589605 411 7000 SH DEFINED 08 7000 ALLMERICA FINL CORP COM 019754100 39 2181 SH DEFINED 01 2181 ALLMERICA FINL CORP COM 019754100 57 3194 SH OTHER 01 2281 913 ALLMERICA FINL CORP COM 019754100 1885 104787 SH DEFINED 05 104787 ALLSTATE CORP COM 020002101 19807 555583 SH DEFINED 01 483543 72040 ALLSTATE CORP COM 020002101 10699 300104 SH OTHER 01 150528 149576 ALLSTATE CORP COM 020002101 19103 535852 SH DEFINED 05 535852 ALLSTATE CORP COM 020002101 1130 31700 SH DEFINED 08 31700 ALLSTATE CORP COM 020002101 5704 160000 SH CALL DEFINED 08 160000 ALLSTATE CORP COM 020002101 3565 100000 SH PUT DEFINED 08 100000 ALLSTATE CORP COM 020002101 7 192 SH OTHER 13 192 ALLSTATE CORP COM 020002101 397 11146 SH DEFINED 17 11146 ALLSTATE CORP COM 020002101 1747 49000 SH CALL DEFINED 17 49000 ALLSTATE CORP COM 020002101 7130 200000 SH PUT DEFINED 17 200000 ALLTEL CORP COM 020039103 8704 180504 SH DEFINED 01 50333 130171 ALLTEL CORP COM 020039103 6848 142024 SH OTHER 01 87123 54901 ALLTEL CORP COM 020039103 10421 216119 SH DEFINED 05 216119 ALLTEL CORP COM 020039103 5 100 SH DEFINED 08 100 ALLTEL CORP COM 020039103 10 200 SH DEFINED 17 200 ALLTEL CORP COM 020039103 868 18000 SH OTHER 17 18000 ALLTEL CORP CORP UNT 7.7 020039822 336 6750 SH DEFINED 17 6750 ALPHARMA INC CL A 020813101 923 42723 SH DEFINED 01 23098 19625 ALPHARMA INC CL A 020813101 2 75 SH OTHER 01 75 ALPHARMA INC CL A 020813101 11998 555462 SH DEFINED 05 555462 ALPHARMA INC CL A 020813101 771 35700 SH DEFINED 17 35700 ALTERA CORP COM 021441100 674 41002 SH DEFINED 01 25662 15340 ALTERA CORP COM 021441100 123 7465 SH OTHER 01 340 7125 ALTERA CORP COM 021441100 3397 206745 SH DEFINED 05 206745 ALTERA CORP COM 021441100 386 23500 SH DEFINED 08 23500 ALTERA CORP COM 021441100 246 15000 SH CALL DEFINED 08 15000 ALTERA CORP COM 021441100 463 28191 SH DEFINED 17 28191 ALTRIA GROUP INC COM 02209S103 15817 348082 SH OTHER 348082 ALTRIA GROUP INC COM 02209S103 67760 1491194 SH DEFINED 01 1491194 ALTRIA GROUP INC COM 02209S103 78154 1719941 SH DEFINED 05 1719941 ALTRIA GROUP INC COM 02209S103 971 21378 SH DEFINED 08 21378 ALTRIA GROUP INC COM 02209S103 3044 67000 SH CALL DEFINED 08 67000 ALTRIA GROUP INC COM 02209S103 24583 541000 SH PUT DEFINED 08 541000 ALTRIA GROUP INC COM 02209S103 6710 147670 SH DEFINED 17 147670 ALTRIA GROUP INC COM 02209S103 32353 712000 SH CALL DEFINED 17 712000 ALTRIA GROUP INC COM 02209S103 8724 192000 SH PUT DEFINED 17 192000 ALZA CORP SDCV 02261WAB5 54 76000 PRN DEFINED 08 76000 ALZA CORP SDCV 02261WAB5 5310 7453000 PRN DEFINED 17 7453000 AMAZON COM INC NOTE 4.750% 023135AF3 303 320000 PRN DEFINED 01 320000 AMAZON COM INC NOTE 4.750% 023135AF3 47 50000 PRN DEFINED 08 50000 AMAZON COM INC NOTE 4.750% 023135AF3 8110 8571000 PRN DEFINED 17 8571000 AMAZON COM INC COM 023135106 251 6900 SH DEFINED 6900 AMAZON COM INC COM 023135106 1064 29306 SH DEFINED 01 29106 200 AMAZON COM INC COM 023135106 69 1892 SH OTHER 01 992 900 AMAZON COM INC COM 023135106 2506 68990 SH DEFINED 05 68990 AMAZON COM INC COM 023135106 890 24516 SH DEFINED 08 24516 AMAZON COM INC COM 023135106 15563 428500 SH CALL DEFINED 08 428500 AMAZON COM INC COM 023135106 14183 390500 SH PUT DEFINED 08 390500 AMAZON COM INC COM 023135106 170456 4693179 SH DEFINED 11 4001520 691659 AMAZON COM INC COM 023135106 1008 27752 SH DEFINED 17 27752 AMAZON COM INC COM 023135106 10918 300600 SH PUT DEFINED 17 300600 AMBAC FINL GROUP INC COM 023139108 863 13033 SH OTHER 13033 AMBAC FINL GROUP INC COM 023139108 4678 70604 SH DEFINED 01 62454 8150 AMBAC FINL GROUP INC COM 023139108 1980 29886 SH OTHER 01 18631 11255 AMBAC FINL GROUP INC COM 023139108 16432 248034 SH DEFINED 05 248034 AMBAC FINL GROUP INC COM 023139108 361 5450 SH DEFINED 08 5450 AMBAC FINL GROUP INC COM 023139108 3683 55591 SH DEFINED 11 55591 AMERADA HESS CORP COM 023551104 5736 116639 SH DEFINED 01 83639 33000 AMERADA HESS CORP COM 023551104 471 9580 SH OTHER 01 3700 5880 AMERADA HESS CORP COM 023551104 6756 137368 SH DEFINED 05 137368 AMERADA HESS CORP COM 023551104 6634 134900 SH DEFINED 08 134900 AMERADA HESS CORP COM 023551104 4918 100000 SH CALL DEFINED 08 100000 AMERADA HESS CORP COM 023551104 270 5500 SH PUT DEFINED 08 5500 AMERADA HESS CORP COM 023551104 457 9300 SH DEFINED 17 9300 AMEREN CORP COM 023608102 11383 258107 SH DEFINED 01 247107 11000 AMEREN CORP COM 023608102 9259 209956 SH OTHER 01 63648 146308 AMEREN CORP COM 023608102 3373 76480 SH DEFINED 05 76480 AMEREN CORP COM 023608102 12 281 SH DEFINED 08 281 AMEREN CORP COM 023608102 1645 37300 SH OTHER 17 37300 AMEREN CORP EQTY UN 9.75 023608201 296 10400 SH DEFINED 01 10400 AMEREN CORP EQTY UN 9.75 023608201 6 200 SH OTHER 01 200 AMEREN CORP EQTY UN 9.75 023608201 142 5000 SH DEFINED 13 5000 AMERICA ONLINE INC DEL NOTE 02364JAC8 6 10000 PRN OTHER 01 10000 AMERICA ONLINE INC DEL NOTE 02364JAC8 3338 5495000 PRN DEFINED 08 5495000 AMERICA ONLINE INC DEL NOTE 02364JAC8 1311 2158000 PRN DEFINED 17 2158000 AMERICA MOVIL S A DE C V SPON ADR L S 02364W105 4382 233700 SH OTHER 233700 AMERICA MOVIL S A DE C V SPON ADR L S 02364W105 187524 10001282 SH DEFINED 01 10000000 1282 AMERICA MOVIL S A DE C V SPON ADR L S 02364W105 652 34799 SH OTHER 01 19251 15492 56 AMERICAN AXLE & MFG HLDGS IN COM 024061103 4 150 SH DEFINED 01 150 AMERICAN AXLE & MFG HLDGS IN COM 024061103 14 600 SH DEFINED 05 600 AMERICAN AXLE & MFG HLDGS IN COM 024061103 315 13200 SH DEFINED 08 13200 AMERICAN AXLE & MFG HLDGS IN COM 024061103 29 1200 SH DEFINED 17 1200 AMERICAN CAPITAL STRATEGIES COM 024937104 73 2909 SH DEFINED 01 2909 AMERICAN CAPITAL STRATEGIES COM 024937104 89 3550 SH OTHER 01 800 2750 AMERICAN CAPITAL STRATEGIES COM 024937104 33 1300 SH DEFINED 05 1300 AMERICAN CAPITAL STRATEGIES COM 024937104 225 9000 SH DEFINED 08 9000 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 378 20542 SH DEFINED 01 19313 1229 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 67 3630 SH OTHER 01 3630 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 10092 548488 SH DEFINED 05 548488 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 85 4620 SH DEFINED 08 4620 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1 SH DEFINED 17 1 AMERICAN ELEC PWR INC COM 025537101 5456 182896 SH DEFINED 01 153233 29663 AMERICAN ELEC PWR INC COM 025537101 4189 140441 SH OTHER 01 56720 83721 AMERICAN ELEC PWR INC COM 025537101 23296 780949 SH DEFINED 05 780949 AMERICAN ELEC PWR INC COM 025537101 158 5300 SH DEFINED 08 5300 AMERICAN ELEC PWR INC COM 025537101 2983 100000 SH PUT DEFINED 08 100000 AMERICAN ELEC PWR INC COM 025537101 51 1700 SH DEFINED 17 1700 AMERICAN EXPRESS CO COM 025816109 114131 2729765 SH DEFINED 01 2590369 139396 AMERICAN EXPRESS CO COM 025816109 65089 1556776 SH OTHER 01 741229 815547 AMERICAN EXPRESS CO COM 025816109 55027 1316118 SH DEFINED 05 1316118 AMERICAN EXPRESS CO COM 025816109 3259 77942 SH DEFINED 08 77942 AMERICAN EXPRESS CO COM 025816109 6246 149400 SH CALL DEFINED 08 149400 AMERICAN EXPRESS CO COM 025816109 12995 310800 SH PUT DEFINED 08 310800 AMERICAN EXPRESS CO COM 025816109 25 600 SH OTHER 13 600 AMERICAN EXPRESS CO COM 025816109 3058 73141 SH DEFINED 17 73141 AMERICAN EXPRESS CO COM 025816109 15846 379000 SH OTHER 17 379000 AMERICAN EXPRESS CO COM 025816109 1463 35000 SH CALL DEFINED 17 35000 AMERICAN EXPRESS CO COM 025816109 1463 35000 SH PUT DEFINED 17 35000 AMERICAN FINL GROUP INC OHIO COM 025932104 37 1605 SH DEFINED 01 1605 AMERICAN FINL GROUP INC OHIO COM 025932104 6 250 SH OTHER 01 250 AMERICAN FINL GROUP INC OHIO COM 025932104 3126 137093 SH DEFINED 05 137093 AMERICAN GREETINGS CORP CL A 026375105 5326 271200 SH OTHER 271200 AMERICAN GREETINGS CORP CL A 026375105 219 11135 SH DEFINED 01 10345 590 200 AMERICAN GREETINGS CORP CL A 026375105 890 45335 SH OTHER 01 45335 AMERICAN GREETINGS CORP CL A 026375105 716 36465 SH DEFINED 05 36465 AMERICAN GREETINGS CORP CL A 026375105 10 500 SH DEFINED 08 500 AMERICAN GREETINGS CORP CL A 026375105 815 41500 SH DEFINED 17 41500 AMERICAN HEALTHWAYS INC COM 02649V104 2168 60200 SH DEFINED 05 60200 AMERICAN HEALTHWAYS INC COM 02649V104 1534 42600 SH CALL DEFINED 08 42600 AMERICAN HEALTHWAYS INC COM 02649V104 3 SH DEFINED 17 3 AMERICAN INTL GROUP INC NOTE 0.500% 026874AN7 2329 2471000 PRN DEFINED 08 2471000 AMERICAN INTL GROUP INC DBCV 026874AP2 11419 17500000 PRN DEFINED 17 17500000 AMERICAN INTL GROUP INC DBCV 026874AP2 9788 15000000 PRN OTHER 17 15000000 AMERICAN INTL GROUP INC COM 026874107 8 150 SH DEFINED 150 AMERICAN INTL GROUP INC COM 026874107 1347 24407 SH OTHER 24407 AMERICAN INTL GROUP INC COM 026874107 344460 6242484 SH DEFINED 01 5980377 262107 AMERICAN INTL GROUP INC COM 026874107 173728 3148388 SH OTHER 01 1624907 1523481 AMERICAN INTL GROUP INC COM 026874107 2759 50000 SH CALL DEFINED 01 50000 AMERICAN INTL GROUP INC COM 026874107 101577 1840837 SH DEFINED 05 1840837 AMERICAN INTL GROUP INC COM 026874107 9048 163965 SH DEFINED 08 163965 AMERICAN INTL GROUP INC COM 026874107 47234 856000 SH CALL DEFINED 08 856000 AMERICAN INTL GROUP INC COM 026874107 25879 469000 SH PUT DEFINED 08 469000 AMERICAN INTL GROUP INC COM 026874107 95 1715 SH DEFINED 13 1536 179 AMERICAN INTL GROUP INC COM 026874107 23 421 SH OTHER 13 421 AMERICAN INTL GROUP INC COM 026874107 55813 1011479 SH DEFINED 17 1011479 AMERICAN INTL GROUP INC COM 026874107 63540 1151500 SH CALL DEFINED 17 1151500 AMERICAN INTL GROUP INC COM 026874107 20610 373500 SH PUT DEFINED 17 373500 AMERICAN ITALIAN PASTA CO CL A 027070101 48 1152 SH DEFINED 01 1152 AMERICAN ITALIAN PASTA CO CL A 027070101 138 3325 SH OTHER 01 2100 1225 AMERICAN ITALIAN PASTA CO CL A 027070101 2882 69200 SH DEFINED 05 69200 AMERICAN ITALIAN PASTA CO CL A 027070101 131 3150 SH DEFINED 08 3150 AMERICAN ITALIAN PASTA CO CL A 027070101 100 2400 SH DEFINED 17 2400 AMERICAN MGMT SYS INC COM 027352103 675 47175 SH DEFINED 01 32775 14400 AMERICAN MGMT SYS INC COM 027352103 29 2050 SH OTHER 01 2050 AMERICAN MGMT SYS INC COM 027352103 2720 190075 SH DEFINED 05 190075 AMERICAN MGMT SYS INC COM 027352103 547 38200 SH DEFINED 17 38200 AMERICAN MED SYS HLDGS INC COM 02744M108 10 SH DEFINED 01 10 AMERICAN MED SYS HLDGS INC COM 02744M108 2163 128000 SH DEFINED 05 128000 AMERICAN MED SYS HLDGS INC COM 02744M108 76 4500 SH DEFINED 08 4500 AMERICAN MED SYS HLDGS INC COM 02744M108 641 37900 SH DEFINED 17 37900 AMERICAN NATL INS CO COM 028591105 3570 41400 SH OTHER 41400 AMERICAN NATL INS CO COM 028591105 137 1587 SH DEFINED 01 1587 AMERICAN NATL INS CO COM 028591105 189 2197 SH OTHER 01 610 1587 AMERICAN PHARMACEUTICALS PTN COM 02886P109 258 7600 SH DEFINED 17 7600 AMERICAN PWR CONVERSION CORP COM 029066107 608 38922 SH DEFINED 01 34122 4800 AMERICAN PWR CONVERSION CORP COM 029066107 208 13300 SH OTHER 01 3900 9400 AMERICAN PWR CONVERSION CORP COM 029066107 2343 150100 SH DEFINED 05 150100 AMERICAN PWR CONVERSION CORP COM 029066107 913 58500 SH DEFINED 17 58500 AMERICAN STD COS INC DEL COM 029712106 1335 18056 SH OTHER 18056 AMERICAN STD COS INC DEL COM 029712106 328 4436 SH DEFINED 01 4436 AMERICAN STD COS INC DEL COM 029712106 62 845 SH OTHER 01 10 835 AMERICAN STD COS INC DEL COM 029712106 8376 113300 SH DEFINED 05 113300 AMERICAN STD COS INC DEL COM 029712106 96 1300 SH DEFINED 08 1300 AMERICAN STD COS INC DEL COM 029712106 3682 49800 SH CALL DEFINED 08 49800 AMERICAN STD COS INC DEL COM 029712106 37 500 SH DEFINED 17 500 AMERICAN STS WTR CO COM 029899101 186 6800 SH DEFINED 01 2100 4700 AMERICAN STS WTR CO COM 029899101 37 1350 SH OTHER 01 1350 AMERICAN STS WTR CO COM 029899101 1933 70800 SH DEFINED 05 70800 AMERICAN STS WTR CO COM 029899101 38 1400 SH DEFINED 17 1400 AMERICAN TOWER CORP CL A 029912201 776 87695 SH DEFINED 01 87695 AMERICAN TOWER CORP CL A 029912201 42 4700 SH DEFINED 05 4700 AMERICAN TOWER CORP CL A 029912201 9 1000 SH DEFINED 08 1000 AMERICAN TOWER CORP CL A 029912201 797 90000 SH CALL DEFINED 08 90000 AMERICAN TOWER CORP CL A 029912201 996 112500 SH PUT DEFINED 08 112500 AMERICREDIT CORP COM 03060R101 188 21937 SH DEFINED 01 21937 AMERICREDIT CORP COM 03060R101 149 17475 SH OTHER 01 7926 9549 AMERICREDIT CORP COM 03060R101 2658 310890 SH DEFINED 05 310890 AMERICREDIT CORP COM 03060R101 1629 190500 SH DEFINED 08 190500 AMERICREDIT CORP COM 03060R101 3 400 SH CALL DEFINED 08 400 AMERICREDIT CORP COM 03060R101 321 37600 SH PUT DEFINED 08 37600 AMERICREDIT CORP COM 03060R101 184 21500 SH DEFINED 17 21500 AMERISTAR CASINOS INC COM 03070Q101 399 18700 SH DEFINED 17 18700 AMERISOURCE HEALTH CORP NOTE 5.000% 03071PAD4 4670 3260000 PRN DEFINED 17 3260000 AMERUS GROUP CO COM 03072M108 142 5024 SH DEFINED 01 4570 454 AMERUS GROUP CO COM 03072M108 10 372 SH OTHER 01 372 AMERUS GROUP CO COM 03072M108 2170 76982 SH DEFINED 05 76982 AMERUS GROUP CO COM 03072M108 491 17400 SH DEFINED 17 17400 AMERISOURCEBERGEN CORP COM 03073E105 708 10210 SH DEFINED 01 10210 AMERISOURCEBERGEN CORP COM 03073E105 99 1423 SH OTHER 01 683 740 AMERISOURCEBERGEN CORP COM 03073E105 7104 102432 SH DEFINED 05 102432 AMERISOURCEBERGEN CORP COM 03073E105 3409 49151 SH DEFINED 08 49151 AMERIGROUP CORP COM 03073T102 583 15661 SH DEFINED 01 3281 5450 6930 AMERIGROUP CORP COM 03073T102 128 3450 SH OTHER 01 3450 AMERIGROUP CORP COM 03073T102 3501 94100 SH DEFINED 05 94100 AMERIGROUP CORP COM 03073T102 7 200 SH DEFINED 08 200 AMERITRADE HLDG CORP NEW COM 03074K100 100 13515 SH DEFINED 08 13515 AMERIGAS PARTNERS L P UNIT L P INT 030975106 217 8200 SH DEFINED 01 4200 4000 AMERIGAS PARTNERS L P UNIT L P INT 030975106 540 20450 SH OTHER 01 19350 1100 AMERIGAS PARTNERS L P UNIT L P INT 030975106 548 20750 SH DEFINED 08 20750 AMETEK INC NEW COM 031100100 110 3000 SH DEFINED 01 3000 AMETEK INC NEW COM 031100100 47 1275 SH OTHER 01 1275 AMETEK INC NEW COM 031100100 2378 64874 SH DEFINED 05 64874 AMETEK INC NEW COM 031100100 67 1830 SH DEFINED 08 1830 AMETEK INC NEW COM 031100100 9 250 SH DEFINED 13 250 AMETEK INC NEW COM 031100100 26 700 SH DEFINED 17 700 AMGEN INC NOTE 031162AE0 19547 24900000 PRN DEFINED 17 24900000 AMGEN INC COM 031162100 1983 30066 SH OTHER 30066 AMGEN INC COM 031162100 175093 2655332 SH DEFINED 01 2524559 130773 AMGEN INC COM 031162100 71843 1089520 SH OTHER 01 582099 507421 AMGEN INC COM 031162100 57008 864538 SH DEFINED 05 864538 AMGEN INC COM 031162100 3056 46340 SH DEFINED 08 46340 AMGEN INC COM 031162100 4893 74200 SH CALL DEFINED 08 74200 AMGEN INC COM 031162100 844 12800 SH PUT DEFINED 08 12800 AMGEN INC COM 031162100 707361 10727339 SH DEFINED 11 9449774 1277565 AMGEN INC COM 031162100 45 685 SH DEFINED 13 545 140 AMGEN INC COM 031162100 701 10636 SH DEFINED 17 10636 AMGEN INC COM 031162100 112 1702 SH OTHER 17 1702 AMKOR TECHNOLOGY INC COM 031652100 14 1100 SH DEFINED 05 1100 AMKOR TECHNOLOGY INC COM 031652100 32 2434 SH DEFINED 08 2434 AMKOR TECHNOLOGY INC COM 031652100 973 73900 SH DEFINED 17 73900 AMPHENOL CORP NEW CL A 032095101 113 2419 SH DEFINED 01 2419 AMPHENOL CORP NEW CL A 032095101 9 200 SH OTHER 01 200 AMPHENOL CORP NEW CL A 032095101 9976 213074 SH DEFINED 05 213074 AMPHENOL CORP NEW CL A 032095101 230 4910 SH DEFINED 17 4910 AMSOUTH BANCORPORATION COM 032165102 1676 76729 SH DEFINED 01 65547 11182 AMSOUTH BANCORPORATION COM 032165102 867 39675 SH OTHER 01 27085 12590 AMSOUTH BANCORPORATION COM 032165102 3740 171260 SH DEFINED 05 171260 AMSOUTH BANCORPORATION COM 032165102 1075 49200 SH DEFINED 08 49200 AMSOUTH BANCORPORATION COM 032165102 18 828 SH DEFINED 17 828 AMSURG CORP COM 03232P405 595 19500 SH DEFINED 01 3700 15800 AMSURG CORP COM 03232P405 3106 101750 SH DEFINED 05 101750 AMSURG CORP COM 03232P405 6 200 SH DEFINED 08 200 AMSURG CORP COM 03232P405 31 1000 SH DEFINED 17 1000 AMYLIN PHARMACEUTICALS INC COM 032346108 14 625 SH DEFINED 01 625 AMYLIN PHARMACEUTICALS INC COM 032346108 1 60 SH DEFINED 08 60 AMYLIN PHARMACEUTICALS INC COM 032346108 1210 55000 SH PUT DEFINED 08 55000 ANADARKO PETE CORP COM 032511107 527 11857 SH OTHER 11857 ANADARKO PETE CORP COM 032511107 14253 320502 SH DEFINED 01 308122 12380 ANADARKO PETE CORP COM 032511107 4312 96958 SH OTHER 01 39516 57442 ANADARKO PETE CORP COM 032511107 7254 163127 SH DEFINED 05 163127 ANADARKO PETE CORP COM 032511107 76 1700 SH DEFINED 08 1700 ANADARKO PETE CORP COM 032511107 203 4568 SH DEFINED 17 4568 ANALOG DEVICES INC NOTE 4.750% 032654AD7 10175 10000000 PRN DEFINED 01 10000000 ANALOG DEVICES INC COM 032654105 3223 92551 SH DEFINED 01 90501 2050 ANALOG DEVICES INC COM 032654105 3360 96484 SH OTHER 01 46319 50165 ANALOG DEVICES INC COM 032654105 11137 319844 SH DEFINED 05 319844 ANALOG DEVICES INC COM 032654105 4005 115022 SH DEFINED 08 115022 ANALOG DEVICES INC COM 032654105 2925 84000 SH PUT DEFINED 08 84000 ANALOG DEVICES INC COM 032654105 101 2900 SH DEFINED 17 2900 ANALOGIC CORP COM PAR $0.0 032657207 362 7405 SH DEFINED 01 1805 5600 ANALOGIC CORP COM PAR $0.0 032657207 2 50 SH OTHER 01 50 ANALOGIC CORP COM PAR $0.0 032657207 2987 61175 SH DEFINED 05 61175 ANALOGIC CORP COM PAR $0.0 032657207 34 700 SH DEFINED 17 700 ANAREN INC COM 032744104 222 23318 SH DEFINED 01 21093 2225 ANAREN INC COM 032744104 6702 703961 SH DEFINED 05 703961 ANAREN INC COM 032744104 11 1200 SH DEFINED 08 1200 ANCHOR BANCORP WIS INC COM 032839102 301 12600 SH DEFINED 01 5900 6700 ANCHOR BANCORP WIS INC COM 032839102 4 150 SH OTHER 01 150 ANCHOR BANCORP WIS INC COM 032839102 2539 106275 SH DEFINED 05 106275 ANDREW CORP COM 034425108 42 4529 SH DEFINED 01 4529 ANDREW CORP COM 034425108 103 11011 SH OTHER 01 11011 ANDREW CORP COM 034425108 679 72675 SH DEFINED 05 72675 ANDREW CORP COM 034425108 54 5736 SH DEFINED 08 5736 ANDREW CORP COM 034425108 391 41900 SH DEFINED 17 41900 ANDRX CORP DEL ANDRX GROUP 034553107 17 SH DEFINED 01 17 ANDRX CORP DEL ANDRX GROUP 034553107 22 1100 SH DEFINED 05 1100 ANDRX CORP DEL ANDRX GROUP 034553107 1375 68937 SH DEFINED 08 68937 ANDRX CORP DEL ANDRX GROUP 034553107 998 50000 SH CALL DEFINED 08 50000 ANGELICA CORP COM 034663104 177 10453 SH DEFINED 01 3053 7400 ANGELICA CORP COM 034663104 17 1025 SH OTHER 01 1025 ANGELICA CORP COM 034663104 777 45825 SH DEFINED 05 45825 ANGLO AMERN PLC ADR 03485P102 115 7500 SH DEFINED 01 7500 ANGLO AMERN PLC ADR 03485P102 108 7011 SH OTHER 01 6103 908 ANGLO AMERN PLC ADR 03485P102 25 SH DEFINED 05 25 ANGIOTECH PHARMACEUTICALS IN COM 034918102 380 9337 SH DEFINED 08 9337 ANGLOGOLD LTD SPONSORED AD 035128206 17 520 SH DEFINED 01 20 500 ANGLOGOLD LTD SPONSORED AD 035128206 252 7885 SH OTHER 01 7320 565 ANGLOGOLD LTD SPONSORED AD 035128206 472 14800 SH DEFINED 08 14800 ANGLOGOLD LTD SPONSORED AD 035128206 1595 50000 SH CALL DEFINED 08 50000 ANGLOGOLD LTD SPONSORED AD 035128206 638 20000 SH PUT DEFINED 08 20000 ANHEUSER BUSCH COS INC COM 035229103 861 16875 SH OTHER 16875 ANHEUSER BUSCH COS INC COM 035229103 636104 12460410 SH DEFINED 01 8673132 3787278 ANHEUSER BUSCH COS INC COM 035229103 641825 12572486 SH OTHER 01 3441741 9130745 ANHEUSER BUSCH COS INC COM 035229103 26669 522403 SH DEFINED 05 522403 ANHEUSER BUSCH COS INC COM 035229103 456 8933 SH DEFINED 08 8933 ANHEUSER BUSCH COS INC COM 035229103 200102 3919719 SH DEFINED 11 3405273 514446 ANHEUSER BUSCH COS INC COM 035229103 67 1315 SH DEFINED 13 1175 140 ANHEUSER BUSCH COS INC COM 035229103 13 260 SH OTHER 13 260 ANHEUSER BUSCH COS INC COM 035229103 388 7600 SH DEFINED 17 7600 ANIXTER INTL INC COM 035290105 506 21600 SH DEFINED 01 3600 18000 ANIXTER INTL INC COM 035290105 5 200 SH OTHER 01 200 ANIXTER INTL INC COM 035290105 4041 172450 SH DEFINED 05 172450 ANNALY MTG MGMT INC COM 035710409 275 13811 SH DEFINED 01 3675 10136 ANNALY MTG MGMT INC COM 035710409 173 8695 SH OTHER 01 8695 ANNALY MTG MGMT INC COM 035710409 14 680 SH DEFINED 05 680 ANNALY MTG MGMT INC COM 035710409 2 100 SH DEFINED 08 100 ANNALY MTG MGMT INC COM 035710409 132 6650 SH DEFINED 17 6650 ANNALY MTG MGMT INC COM 035710409 6 300 SH PUT DEFINED 17 300 ANNTAYLOR STORES CORP SDCV 0.550% 036115AC7 1506 2256000 PRN DEFINED 08 2256000 ANNTAYLOR STORES CORP SDCV 0.550% 036115AC7 884 1324000 PRN DEFINED 17 1324000 ANNTAYLOR STORES CORP COM 036115103 420 14498 SH DEFINED 01 4398 10100 ANNTAYLOR STORES CORP COM 036115103 4 150 SH OTHER 01 150 ANNTAYLOR STORES CORP COM 036115103 5535 191200 SH DEFINED 05 191200 ANNTAYLOR STORES CORP COM 036115103 87 3000 SH DEFINED 08 3000 ANSYS INC COM 03662Q105 242 7714 SH DEFINED 01 1214 6500 ANSYS INC COM 03662Q105 2 50 SH OTHER 01 50 ANSYS INC COM 03662Q105 2141 68250 SH DEFINED 05 68250 ANSYS INC COM 03662Q105 3 100 SH DEFINED 08 100 ANSYS INC COM 03662Q105 22 700 SH DEFINED 17 700 ANTHEM INC COM 03674B104 853 11054 SH DEFINED 01 11054 ANTHEM INC COM 03674B104 334 4323 SH OTHER 01 3543 780 ANTHEM INC COM 03674B104 5183 67175 SH DEFINED 05 67175 ANTHEM INC COM 03674B104 5047 65418 SH DEFINED 08 65418 ANTIGENICS INC DEL COM 037032109 162 14038 SH OTHER 01 13038 1000 AON CORP COM 037389103 2827 117384 SH DEFINED 01 115434 1950 AON CORP COM 037389103 2001 83079 SH OTHER 01 69019 14060 AON CORP COM 037389103 120 5000 SH PUT DEFINED 01 5000 AON CORP COM 037389103 3617 150200 SH DEFINED 05 150200 AON CORP COM 037389103 869 36100 SH DEFINED 08 36100 AON CORP COM 037389103 3075 127700 SH CALL DEFINED 08 127700 AON CORP COM 037389103 120 5000 SH PUT DEFINED 08 5000 AON CORP COM 037389103 66 2725 SH DEFINED 17 2725 AON CORP COM 037389103 48 2000 SH PUT DEFINED 17 2000 APACHE CORP COM 037411105 4776 73409 SH DEFINED 01 55155 18254 APACHE CORP COM 037411105 752 11564 SH OTHER 01 3929 7635 APACHE CORP COM 037411105 17099 262825 SH DEFINED 05 262825 APACHE CORP COM 037411105 1362 20937 SH DEFINED 08 20937 APACHE CORP COM 037411105 1952 30000 SH CALL DEFINED 08 30000 APACHE CORP COM 037411105 1952 30000 SH PUT DEFINED 08 30000 APACHE CORP COM 037411105 267 4100 SH DEFINED 17 4100 APARTMENT INVT & MGMT CO CL A 03748R101 278 8047 SH DEFINED 01 5842 1405 800 APARTMENT INVT & MGMT CO CL A 03748R101 129 3732 SH OTHER 01 3732 APARTMENT INVT & MGMT CO CL A 03748R101 2611 75465 SH DEFINED 05 75465 APARTMENT INVT & MGMT CO CL A 03748R101 251 7265 SH DEFINED 08 7265 APARTMENT INVT & MGMT CO CL A 03748R101 19 553 SH DEFINED 17 553 APOGEE ENTERPRISES INC COM 037598109 90 10100 SH DEFINED 01 1600 8500 APOGEE ENTERPRISES INC COM 037598109 2 200 SH OTHER 01 200 APOGEE ENTERPRISES INC COM 037598109 1060 119250 SH DEFINED 05 119250 APOGEE ENTERPRISES INC COM 037598109 30 3400 SH DEFINED 17 3400 APOGENT TECHNOLOGIES INC COM 03760A101 22 1093 SH DEFINED 01 108 985 APOGENT TECHNOLOGIES INC COM 03760A101 443 22145 SH OTHER 01 985 1145 20015 APOGENT TECHNOLOGIES INC COM 03760A101 3929 196439 SH DEFINED 05 196439 APOLLO GROUP INC CL A 037604105 4558 73758 SH DEFINED 01 63248 110 10400 APOLLO GROUP INC CL A 037604105 239 3862 SH OTHER 01 3862 APOLLO GROUP INC CL A 037604105 8467 137013 SH DEFINED 05 137013 APOLLO GROUP INC CL A 037604105 17227 278751 SH DEFINED 08 278751 APOLLO GROUP INC CL A 037604105 49 800 SH DEFINED 17 800 APOLLO GROUP INC COM UNV PHOE 037604204 2 46 SH DEFINED 01 46 APOLLO GROUP INC COM UNV PHOE 037604204 10 200 SH DEFINED 05 200 APOLLO GROUP INC COM UNV PHOE 037604204 3579 71163 SH DEFINED 08 71163 APOLLO GROUP INC COM UNV PHOE 037604204 196 3900 SH DEFINED 17 3900 APOLLO GROUP INC COM UNV PHOE 037604204 166 3300 SH PUT DEFINED 17 3300 APPLE COMPUTER INC COM 037833100 604 31708 SH DEFINED 01 25598 6110 APPLE COMPUTER INC COM 037833100 758 39788 SH OTHER 01 16293 23495 APPLE COMPUTER INC COM 037833100 3192 167485 SH DEFINED 05 167485 APPLE COMPUTER INC COM 037833100 7170 376203 SH DEFINED 08 376203 APPLE COMPUTER INC COM 037833100 6890 361500 SH CALL DEFINED 08 361500 APPLE COMPUTER INC COM 037833100 151 7900 SH PUT DEFINED 08 7900 APPLE COMPUTER INC COM 037833100 29 1501 SH DEFINED 17 1501 APPLEBEES INTL INC COM 037899101 876 27873 SH DEFINED 01 27573 300 APPLEBEES INTL INC COM 037899101 567 18028 SH OTHER 01 2253 15775 APPLEBEES INTL INC COM 037899101 4215 134095 SH DEFINED 05 134095 APPLEBEES INTL INC COM 037899101 16 500 SH DEFINED 08 500 APPLEBEES INTL INC COM 037899101 444 14120 SH DEFINED 17 14120 APRIA HEALTHCARE GROUP INC COM 037933108 411 16518 SH DEFINED 01 3306 13212 APRIA HEALTHCARE GROUP INC COM 037933108 167 6725 SH OTHER 01 6550 175 APRIA HEALTHCARE GROUP INC COM 037933108 2698 108448 SH DEFINED 05 108448 APRIA HEALTHCARE GROUP INC COM 037933108 110 4440 SH DEFINED 08 4440 APRIA HEALTHCARE GROUP INC COM 037933108 622 25000 SH CALL DEFINED 08 25000 APRIA HEALTHCARE GROUP INC COM 037933108 30 1200 SH DEFINED 17 1200 APPLERA CORP COM AP BIO G 038020103 2650 139246 SH DEFINED 01 132246 7000 APPLERA CORP COM AP BIO G 038020103 781 41036 SH OTHER 01 36516 4520 APPLERA CORP COM AP BIO G 038020103 2827 148575 SH DEFINED 05 148575 APPLERA CORP COM AP BIO G 038020103 4 200 SH DEFINED 08 200 APPLERA CORP COM AP BIO G 038020103 51 2700 SH DEFINED 17 2700 APPLERA CORP COM AP BIO G 038020103 1903 100000 SH OTHER 17 100000 APPLERA CORP COM CE GEN G 038020202 27 2637 SH DEFINED 01 2137 500 APPLERA CORP COM CE GEN G 038020202 88 8553 SH OTHER 01 3628 4925 APPLERA CORP COM CE GEN G 038020202 523 50720 SH DEFINED 08 50720 APPLERA CORP COM CE GEN G 038020202 389 37700 SH DEFINED 17 37700 APPLICA INC COM 03815A106 258 30369 SH DEFINED 01 16869 13500 APPLICA INC COM 03815A106 998 117425 SH DEFINED 05 117425 APPLIED DIGITAL SOLUTIONS COM 038188108 2 4000 SH DEFINED 01 4000 APPLIED DIGITAL SOLUTIONS COM 038188108 4 7000 SH OTHER 01 7000 APPLIED INDL TECHNOLOGIES IN COM 03820C105 82 3900 SH DEFINED 01 2600 1300 APPLIED INDL TECHNOLOGIES IN COM 03820C105 3 125 SH OTHER 01 125 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1598 75750 SH DEFINED 05 75750 APPLIED INDL TECHNOLOGIES IN COM 03820C105 40 1900 SH DEFINED 17 1900 APPLIED MICRO CIRCUITS CORP COM 03822W109 107 17641 SH DEFINED 17641 APPLIED MICRO CIRCUITS CORP COM 03822W109 106 17573 SH DEFINED 01 17573 APPLIED MICRO CIRCUITS CORP COM 03822W109 27 4475 SH OTHER 01 1450 3025 APPLIED MICRO CIRCUITS CORP COM 03822W109 844 139715 SH DEFINED 05 139715 APPLIED MICRO CIRCUITS CORP COM 03822W109 141 23339 SH DEFINED 08 23339 APPLIED MICRO CIRCUITS CORP COM 03822W109 463 76649 SH DEFINED 17 76649 APPLIED MATLS INC COM 038222105 3914 247076 SH DEFINED 01 205076 42000 APPLIED MATLS INC COM 038222105 3906 246585 SH OTHER 01 118435 128150 APPLIED MATLS INC COM 038222105 12101 763940 SH DEFINED 05 763940 APPLIED MATLS INC COM 038222105 1152 72728 SH DEFINED 08 72728 APPLIED MATLS INC COM 038222105 28686 1811000 SH CALL DEFINED 08 1811000 APPLIED MATLS INC COM 038222105 8664 547000 SH PUT DEFINED 08 547000 APPLIED MATLS INC COM 038222105 3239 204488 SH DEFINED 17 204488 APPLIED MATLS INC COM 038222105 5306 335000 SH OTHER 17 335000 APPLIED MATLS INC COM 038222105 3485 220000 SH CALL DEFINED 17 220000 APPLIED MATLS INC COM 038222105 3485 220000 SH PUT DEFINED 17 220000 APPLIED MOLECULAR EVOLUTION COM 03823E108 3296 800000 SH OTHER 17 800000 APPLIX INC COM 038316105 95 59200 SH DEFINED 01 59200 APTARGROUP INC COM 038336103 550 15268 SH DEFINED 01 6968 8300 APTARGROUP INC COM 038336103 3437 95476 SH OTHER 01 95476 APTARGROUP INC COM 038336103 5564 154550 SH DEFINED 05 154550 APTARGROUP INC COM 038336103 50 1400 SH DEFINED 17 1400 AQUILA INC COM 03840P102 80 31002 SH DEFINED 01 29252 1750 AQUILA INC COM 03840P102 9 3491 SH OTHER 01 2062 1429 AQUILA INC COM 03840P102 988 382943 SH DEFINED 05 382943 AQUILA INC COM 03840P102 11 4433 SH DEFINED 08 4433 ARBITRON INC COM 03875Q108 97 2704 SH DEFINED 01 1004 1700 ARBITRON INC COM 03875Q108 7 200 SH OTHER 01 200 ARBITRON INC COM 03875Q108 4211 117950 SH DEFINED 05 117950 ARBITRON INC COM 03875Q108 7 200 SH DEFINED 08 200 ARBITRON INC COM 03875Q108 650 18200 SH DEFINED 17 18200 ARCH CHEMICALS INC COM 03937R102 731 38252 SH DEFINED 01 34592 3660 ARCH CHEMICALS INC COM 03937R102 6809 356466 SH OTHER 01 50805 305661 ARCH CHEMICALS INC COM 03937R102 1830 95825 SH DEFINED 05 95825 ARCH CHEMICALS INC COM 03937R102 10 500 SH DEFINED 17 500 ARCH COAL INC COM 039380100 70 3047 SH DEFINED 01 3047 ARCH COAL INC COM 039380100 96 4192 SH OTHER 01 307 3885 ARCH COAL INC COM 039380100 2430 105760 SH DEFINED 05 105760 ARCH COAL INC COM 039380100 575 25000 SH DEFINED 08 25000 ARCH COAL INC COM 039380100 1149 50000 SH CALL DEFINED 08 50000 ARCH COAL INC COM 039380100 140 6100 SH DEFINED 17 6100 ARCHER DANIELS MIDLAND CO COM 039483102 9929 771505 SH OTHER 771505 ARCHER DANIELS MIDLAND CO COM 039483102 2261 175700 SH DEFINED 01 170870 4830 ARCHER DANIELS MIDLAND CO COM 039483102 725 56319 SH OTHER 01 22201 34118 ARCHER DANIELS MIDLAND CO COM 039483102 4009 311530 SH DEFINED 05 311530 ARCHER DANIELS MIDLAND CO COM 039483102 12 953 SH DEFINED 08 953 ARCHER DANIELS MIDLAND CO COM 039483102 29 2262 SH DEFINED 13 2262 ARCHSTONE SMITH TR COM 039583109 964 40169 SH DEFINED 01 28369 11800 ARCHSTONE SMITH TR COM 039583109 625 26060 SH OTHER 01 17259 8801 ARCHSTONE SMITH TR COM 039583109 13098 545743 SH DEFINED 05 545743 ARCHSTONE SMITH TR COM 039583109 33 1380 SH DEFINED 17 1380 ARCTIC CAT INC COM 039670104 296 15600 SH DEFINED 01 3800 11800 ARCTIC CAT INC COM 039670104 2 125 SH OTHER 01 125 ARCTIC CAT INC COM 039670104 1967 103575 SH DEFINED 05 103575 ARDEN RLTY INC COM 039793104 520 20020 SH DEFINED 01 20020 ARDEN RLTY INC COM 039793104 5 200 SH OTHER 01 200 ARGOSY GAMING CO COM 040228108 103 4917 SH DEFINED 01 1617 3300 ARGOSY GAMING CO COM 040228108 2451 117200 SH DEFINED 05 117200 ARGOSY GAMING CO COM 040228108 4 200 SH DEFINED 08 200 ARGOSY GAMING CO COM 040228108 652 31200 SH DEFINED 17 31200 ARIAD PHARMACEUTICALS INC COM 04033A100 44 10000 SH DEFINED 01 10000 ARIBA INC COM 04033V104 2 663 SH DEFINED 01 663 ARIBA INC COM 04033V104 3 859 SH OTHER 01 859 ARIBA INC COM 04033V104 202 67440 SH DEFINED 08 67440 ARKANSAS BEST CORP DEL COM 040790107 496 21000 SH DEFINED 01 5700 15300 ARKANSAS BEST CORP DEL COM 040790107 4 150 SH OTHER 01 150 ARKANSAS BEST CORP DEL COM 040790107 2865 121350 SH DEFINED 05 121350 ARKANSAS BEST CORP DEL COM 040790107 7 300 SH DEFINED 08 300 ARKANSAS BEST CORP DEL COM 040790107 2 100 SH DEFINED 17 100 ARMOR HOLDINGS INC COM 042260109 1332 99366 SH DEFINED 01 99366 ARMOR HOLDINGS INC COM 042260109 59 4405 SH OTHER 01 4405 ARMOR HOLDINGS INC COM 042260109 1434 107000 SH DEFINED 05 107000 ARQULE INC COM 04269E107 1 270 SH DEFINED 01 270 ARQULE INC COM 04269E107 10 2430 SH OTHER 01 380 2050 ARQULE INC COM 04269E107 374 90875 SH DEFINED 05 90875 ARRIS GROUP INC COM 04269Q100 2 467 SH DEFINED 01 467 ARRIS GROUP INC COM 04269Q100 100 SH DEFINED 08 100 ARRIS GROUP INC COM 04269Q100 86 17320 SH DEFINED 17 17320 ARRAY BIOPHARMA INC COM 04269X105 7 2101 SH DEFINED 01 2101 ARRAY BIOPHARMA INC COM 04269X105 207 66265 SH OTHER 01 66265 ARROW ELECTRS INC COM 042735100 125 8193 SH DEFINED 01 8193 ARROW ELECTRS INC COM 042735100 14 900 SH OTHER 01 600 300 ARROW ELECTRS INC COM 042735100 3062 200902 SH DEFINED 05 200902 ARROW ELECTRS INC COM 042735100 27 1800 SH DEFINED 17 1800 ARTISAN COMPONENTS INC COM 042923102 295 13149 SH DEFINED 08 13149 ARTISAN COMPONENTS INC COM 042923102 1 SH DEFINED 17 1 ARTESYN TECHNOLOGIES INC COM 043127109 842 150325 SH DEFINED 05 150325 ARTHROCARE CORP COM 043136100 49 3000 SH DEFINED 01 1600 1400 ARTHROCARE CORP COM 043136100 1377 84650 SH DEFINED 05 84650 ARTHROCARE CORP COM 043136100 3205 197000 SH OTHER 17 197000 ARTS WAY MFG INC COM 043168103 114 30000 SH DEFINED 01 30000 ARVINMERITOR INC COM 043353101 16 815 SH DEFINED 01 178 637 ARVINMERITOR INC COM 043353101 112 5531 SH OTHER 01 4700 100 731 ARVINMERITOR INC COM 043353101 2722 134901 SH DEFINED 05 134901 ARVINMERITOR INC COM 043353101 252 12500 SH DEFINED 17 12500 ASHLAND INC COM 044204105 1215 39618 SH DEFINED 01 38418 1200 ASHLAND INC COM 044204105 217 7065 SH OTHER 01 2365 4700 ASHLAND INC COM 044204105 1525 49715 SH DEFINED 05 49715 ASHLAND INC COM 044204105 242 7900 SH DEFINED 17 7900 ASHWORTH INC COM 04516H101 357 50325 SH DEFINED 05 50325 ASIAINFO HLDGS INC COM 04518A104 47 SH DEFINED 01 47 ASIAINFO HLDGS INC COM 04518A104 123 15050 SH DEFINED 17 15050 ASPECT COMMUNICATIONS CORP COM 04523Q102 98 27800 SH DEFINED 01 27800 ASPECT COMMUNICATIONS CORP COM 04523Q102 177 50400 SH DEFINED 05 50400 ASPECT MED SYS INC COM 045235108 262 35485 SH DEFINED 35485 ASPECT MED SYS INC COM 045235108 55 7440 SH DEFINED 01 7440 ASPECT TELECOMMUNICATIONS CO SDCV 045237AE4 9325 22955000 PRN OTHER 17 22955000 ASPEN TECHNOLOGY INC COM 045327103 90 SH OTHER 01 90 ASPEN TECHNOLOGY INC COM 045327103 91 19300 SH DEFINED 17 19300 ASSOCIATED BANC CORP COM 045487105 211 5750 SH DEFINED 01 5750 ASSOCIATED BANC CORP COM 045487105 3595 98199 SH OTHER 01 97563 636 ASSOCIATED BANC CORP COM 045487105 5353 146211 SH DEFINED 05 146211 ASTEC INDS INC COM 046224101 29 3300 SH DEFINED 01 100 3200 ASTEC INDS INC COM 046224101 704 80725 SH DEFINED 05 80725 ASTORIA FINL CORP COM 046265104 171 6125 SH DEFINED 01 6125 ASTORIA FINL CORP COM 046265104 84 2990 SH OTHER 01 600 2390 ASTORIA FINL CORP COM 046265104 4560 163255 SH DEFINED 05 163255 ASTORIA FINL CORP COM 046265104 282 10100 SH DEFINED 08 10100 ASTORIA FINL CORP COM 046265104 439 15700 SH DEFINED 17 15700 ASTRAZENECA PLC SPONSORED AD 046353108 5 134 SH DEFINED 01 134 ASTRAZENECA PLC SPONSORED AD 046353108 477 11696 SH OTHER 01 9596 2100 ASTRAZENECA PLC SPONSORED AD 046353108 10 240 SH DEFINED 05 240 ASTRAZENECA PLC SPONSORED AD 046353108 3615 88661 SH DEFINED 08 88661 ASTRAZENECA PLC SPONSORED AD 046353108 4689 115000 SH PUT DEFINED 08 115000 ASTROPOWER INC COM 04644A101 139 SH DEFINED 01 139 ASTROPOWER INC COM 04644A101 3 942 SH OTHER 01 492 450 ASTROPOWER INC COM 04644A101 287 84875 SH DEFINED 05 84875 ASTROPOWER INC COM 04644A101 1 200 SH DEFINED 08 200 ATHEROGENICS INC COM 047439104 488 32676 SH DEFINED 01 31451 1225 ATHEROGENICS INC COM 047439104 5983 400749 SH DEFINED 05 400749 ATLANTIC COAST AIRLINES HLDG COM 048396105 197 14814 SH DEFINED 01 3114 11700 ATLANTIC COAST AIRLINES HLDG COM 048396105 2580 193850 SH DEFINED 05 193850 ATLANTIC COAST AIRLINES HLDG COM 048396105 283 21261 SH DEFINED 17 21261 ATMEL CORP COM 049513104 29 11228 SH DEFINED 01 10628 600 ATMEL CORP COM 049513104 5 1930 SH OTHER 01 600 1330 ATMEL CORP COM 049513104 2346 923501 SH DEFINED 05 923501 ATMEL CORP COM 049513104 514 202500 SH DEFINED 08 202500 ATMOS ENERGY CORP COM 049560105 329 13273 SH DEFINED 01 9573 3700 ATMOS ENERGY CORP COM 049560105 453 18247 SH OTHER 01 18247 ATMOS ENERGY CORP COM 049560105 4987 201075 SH DEFINED 05 201075 ATWOOD OCEANICS INC COM 050095108 162 5950 SH DEFINED 01 5425 525 ATWOOD OCEANICS INC COM 050095108 6187 227900 SH DEFINED 05 227900 AUDIOVOX CORP CL A 050757103 107 9600 SH DEFINED 01 6700 2900 AUDIOVOX CORP CL A 050757103 50 4500 SH OTHER 01 4500 AUDIOVOX CORP CL A 050757103 1118 100600 SH DEFINED 05 100600 AUTODESK INC COM 052769106 145 8989 SH DEFINED 01 8989 AUTODESK INC COM 052769106 27 1700 SH OTHER 01 1100 600 AUTODESK INC COM 052769106 825 51050 SH DEFINED 05 51050 AUTODESK INC COM 052769106 239 14787 SH DEFINED 08 14787 AUTODESK INC COM 052769106 27 1700 SH DEFINED 17 1700 AUTOLIV INC COM 052800109 321 11850 SH DEFINED 01 11850 AUTOLIV INC COM 052800109 17 630 SH OTHER 01 630 AUTOLIV INC COM 052800109 3 100 SH DEFINED 05 100 AUTOLIV INC COM 052800109 314 11600 SH DEFINED 08 11600 AUTOLIV INC COM 052800109 436 16100 SH DEFINED 17 16100 AUTOMATIC DATA PROCESSING IN NOTE 053015AC7 2140 2544000 PRN DEFINED 17 2544000 AUTOMATIC DATA PROCESSING IN COM 053015103 71024 2097592 SH DEFINED 01 1956007 141585 AUTOMATIC DATA PROCESSING IN COM 053015103 43762 1292439 SH OTHER 01 745978 546461 AUTOMATIC DATA PROCESSING IN COM 053015103 9354 276245 SH DEFINED 05 276245 AUTOMATIC DATA PROCESSING IN COM 053015103 154 4550 SH DEFINED 08 4550 AUTOMATIC DATA PROCESSING IN COM 053015103 271 8000 SH CALL DEFINED 08 8000 AUTOMATIC DATA PROCESSING IN COM 053015103 17 500 SH DEFINED 13 500 AUTOMATIC DATA PROCESSING IN COM 053015103 36 1076 SH DEFINED 17 1076 AUTONOMY CORP PLC ADR NEW 05329Q204 1329 89177 SH DEFINED 08 89177 AUTONATION INC COM 05329W102 18601 1183238 SH DEFINED 01 1183238 AUTONATION INC COM 05329W102 2149 136685 SH DEFINED 05 136685 AUTONATION INC COM 05329W102 1479 94100 SH DEFINED 08 94100 AUTONATION INC COM 05329W102 943 60000 SH CALL DEFINED 08 60000 AUTONATION INC COM 05329W102 7113 452500 SH PUT DEFINED 08 452500 AUTOZONE INC COM 053332102 1313 17280 SH DEFINED 01 16880 400 AUTOZONE INC COM 053332102 230 3025 SH OTHER 01 300 2725 AUTOZONE INC COM 053332102 4636 61029 SH DEFINED 05 61029 AUTOZONE INC COM 053332102 30 400 SH DEFINED 08 400 AUTOZONE INC COM 053332102 7597 100000 SH CALL DEFINED 08 100000 AUTOZONE INC COM 053332102 3393 44658 SH DEFINED 11 44658 AUTOZONE INC COM 053332102 61 800 SH DEFINED 17 800 AVALONBAY CMNTYS INC COM 053484101 1676 39306 SH DEFINED 01 39306 AVALONBAY CMNTYS INC COM 053484101 126 2957 SH OTHER 01 2957 AVALONBAY CMNTYS INC COM 053484101 319 7480 SH DEFINED 05 7480 AVALONBAY CMNTYS INC COM 053484101 30 700 SH DEFINED 17 700 AVAYA INC NOTE 053499AA7 10000 20000000 PRN OTHER 17 20000000 AVAYA INC COM 053499109 8613 1333278 SH OTHER 1333278 AVAYA INC COM 053499109 333 51496 SH DEFINED 01 48186 3310 AVAYA INC COM 053499109 139 21532 SH OTHER 01 10950 10582 AVAYA INC COM 053499109 1127 174446 SH DEFINED 05 174446 AVAYA INC COM 053499109 215 33214 SH DEFINED 08 33214 AVAYA INC COM 053499109 533 82511 SH DEFINED 17 82511 AVENTIS SPONSORED AD 053561106 10 178 SH DEFINED 01 28 150 AVENTIS SPONSORED AD 053561106 94 1715 SH OTHER 01 820 420 475 AVENTIS SPONSORED AD 053561106 6454 117986 SH DEFINED 08 117986 AVERY DENNISON CORP COM 053611109 8273 164792 SH DEFINED 01 136572 28220 AVERY DENNISON CORP COM 053611109 8731 173917 SH OTHER 01 133758 40159 AVERY DENNISON CORP COM 053611109 3071 61175 SH DEFINED 05 61175 AVERY DENNISON CORP COM 053611109 156 3100 SH DEFINED 08 3100 AVERY DENNISON CORP COM 053611109 18 350 SH DEFINED 13 350 AVERY DENNISON CORP COM 053611109 70 1400 SH DEFINED 17 1400 AVERY DENNISON CORP COM 053611109 5020 100000 SH OTHER 17 100000 AVID TECHNOLOGY INC COM 05367P100 569 16100 SH DEFINED 01 3400 12700 AVID TECHNOLOGY INC COM 05367P100 7 200 SH OTHER 01 200 AVID TECHNOLOGY INC COM 05367P100 4613 130575 SH DEFINED 05 130575 AVID TECHNOLOGY INC COM 05367P100 7 200 SH DEFINED 08 200 AVID TECHNOLOGY INC COM 05367P100 134 3800 SH DEFINED 17 3800 AVIRON NOTE 5.250% 053762AD2 3688 3550000 PRN DEFINED 08 3550000 AVISTA CORP COM 05379B107 107 7527 SH DEFINED 01 7527 AVISTA CORP COM 05379B107 47 3350 SH OTHER 01 900 2450 AVISTA CORP COM 05379B107 2691 190200 SH DEFINED 05 190200 AVISTA CORP COM 05379B107 279 19700 SH DEFINED 17 19700 AVNET INC COM 053807103 201 15883 SH DEFINED 01 9045 6838 AVNET INC COM 053807103 106 8388 SH OTHER 01 7200 1188 AVNET INC COM 053807103 3024 238522 SH DEFINED 05 238522 AVNET INC COM 053807103 19 1500 SH DEFINED 08 1500 AVNET INC COM 053807103 809 63800 SH DEFINED 17 63800 AVOCENT CORP COM 053893103 417 13936 SH DEFINED 01 12876 1060 AVOCENT CORP COM 053893103 6 200 SH OTHER 01 200 AVOCENT CORP COM 053893103 12975 434077 SH DEFINED 05 434077 AVOCENT CORP COM 053893103 347 11613 SH DEFINED 08 11613 AVOCENT CORP COM 053893103 1593 53300 SH DEFINED 17 53300 AVON PRODS INC NOTE 054303AP7 14360 27287000 PRN DEFINED 08 27287000 AVON PRODS INC COM 054303102 6250 100478 SH DEFINED 01 84559 15919 AVON PRODS INC COM 054303102 5781 92937 SH OTHER 01 29876 63061 AVON PRODS INC COM 054303102 10419 167511 SH DEFINED 05 167511 AVON PRODS INC COM 054303102 719 11563 SH DEFINED 08 11563 AVON PRODS INC COM 054303102 1555 25000 SH CALL DEFINED 08 25000 AVON PRODS INC COM 054303102 87 1400 SH DEFINED 17 1400 AXA SPONSORED AD 054536107 21 1327 SH DEFINED 01 991 336 AXA SPONSORED AD 054536107 50 3226 SH OTHER 01 2150 1076 AXA SPONSORED AD 054536107 18 1180 SH DEFINED 08 1180 AXA SPONSORED AD 054536107 2810 180000 SH CALL DEFINED 08 180000 AXA SPONSORED AD 054536107 2810 180000 SH PUT DEFINED 08 180000 AXCELIS TECHNOLOGIES INC COM 054540109 17 2759 SH DEFINED 01 2759 AXCELIS TECHNOLOGIES INC COM 054540109 286 46805 SH OTHER 01 15731 31074 AXCELIS TECHNOLOGIES INC COM 054540109 2337 382417 SH DEFINED 05 382417 AXCELIS TECHNOLOGIES INC COM 054540109 21 3500 SH DEFINED 08 3500 AXCELIS TECHNOLOGIES INC COM 054540109 21 3500 SH DEFINED 17 3500 AZTAR CORP COM 054802103 643 39900 SH DEFINED 01 8700 31200 AZTAR CORP COM 054802103 2993 185800 SH DEFINED 05 185800 AZTAR CORP COM 054802103 781 48500 SH DEFINED 17 48500 AXCAN PHARMA INC COM 054923107 137 10925 SH DEFINED 01 9885 1040 AXCAN PHARMA INC COM 054923107 4049 322407 SH DEFINED 05 322407 AXCAN PHARMA INC COM 054923107 137 10900 SH DEFINED 17 10900 BB&T CORP COM 054937107 20268 590916 SH DEFINED 01 505976 84940 BB&T CORP COM 054937107 3831 111696 SH OTHER 01 85839 25857 BB&T CORP COM 054937107 10450 304665 SH DEFINED 05 304665 BB&T CORP COM 054937107 2055 59900 SH DEFINED 08 59900 BCE INC COM 05534B109 427 18464 SH DEFINED 01 18464 BCE INC COM 05534B109 80 3465 SH OTHER 01 2800 665 BCE INC COM 05534B109 129 5600 SH DEFINED 17 5600 BEI TECHNOLOGIES INC COM 05538P104 111 9277 SH DEFINED 01 4877 4400 BEI TECHNOLOGIES INC COM 05538P104 1 50 SH OTHER 01 50 BEI TECHNOLOGIES INC COM 05538P104 764 63750 SH DEFINED 05 63750 BEI TECHNOLOGIES INC COM 05538P104 1 100 SH DEFINED 08 100 BISYS GROUP INC COM 055472104 68 3681 SH DEFINED 01 957 2724 BISYS GROUP INC COM 055472104 98 5325 SH OTHER 01 5325 BISYS GROUP INC COM 055472104 4357 237173 SH DEFINED 05 237173 BISYS GROUP INC COM 055472104 130 7090 SH DEFINED 08 7090 BISYS GROUP INC COM 055472104 50 2700 SH DEFINED 17 2700 BKF CAP GROUP INC COM 05548G102 205 9381 SH OTHER 01 9381 BJS WHOLESALE CLUB INC COM 05548J106 2056 136517 SH DEFINED 05 136517 BJS WHOLESALE CLUB INC COM 05548J106 581 38600 SH DEFINED 08 38600 BJS WHOLESALE CLUB INC COM 05548J106 1334 88568 SH DEFINED 17 88568 BJ SVCS CO NOTE 0.500% 055482AF0 1481 1800000 PRN DEFINED 17 1800000 BJ SVCS CO COM 055482103 322 8613 SH DEFINED 01 8613 BJ SVCS CO COM 055482103 75 2005 SH OTHER 01 910 1095 BJ SVCS CO COM 055482103 8017 214600 SH DEFINED 05 214600 BJ SVCS CO COM 055482103 3514 94070 SH DEFINED 08 94070 BJ SVCS CO COM 055482103 220 5900 SH DEFINED 17 5900 BJ SVCS CO COM 055482103 3007 80500 SH CALL DEFINED 17 80500 BJ SVCS CO COM 055482103 3007 80500 SH PUT DEFINED 17 80500 BOK FINL CORP COM NEW 05561Q201 203 5267 SH DEFINED 01 5267 BOK FINL CORP COM NEW 05561Q201 1986 51467 SH OTHER 01 46468 4999 BOK FINL CORP COM NEW 05561Q201 4 100 SH DEFINED 05 100 BP PLC SPONSORED AD 055622104 17 400 SH DEFINED 400 BP PLC SPONSORED AD 055622104 150776 3588206 SH DEFINED 01 3274353 313853 BP PLC SPONSORED AD 055622104 167830 3994049 SH OTHER 01 2300643 1693406 BP PLC SPONSORED AD 055622104 16610 395279 SH DEFINED 05 395279 BP PLC SPONSORED AD 055622104 199 4736 SH DEFINED 08 4736 BP PLC SPONSORED AD 055622104 12354 294000 SH CALL DEFINED 08 294000 BP PLC SPONSORED AD 055622104 6 150 SH OTHER 13 150 BP PLC SPONSORED AD 055622104 3682 87633 SH DEFINED 17 87633 BP PLC SPONSORED AD 055622104 6723 160000 SH CALL DEFINED 17 160000 BP PLC SPONSORED AD 055622104 6723 160000 SH PUT DEFINED 17 160000 BOE FINL SVCS VA INC COM 05564W106 224 9628 SH DEFINED 01 9628 BMC SOFTWARE INC COM 055921100 3248 198885 SH DEFINED 01 195185 3700 BMC SOFTWARE INC COM 055921100 105 6445 SH OTHER 01 2560 3885 BMC SOFTWARE INC COM 055921100 1906 116690 SH DEFINED 05 116690 BMC SOFTWARE INC COM 055921100 231 14150 SH DEFINED 08 14150 BAKER HUGHES INC COM 057224107 336 10000 SH DEFINED 10000 BAKER HUGHES INC COM 057224107 14546 433298 SH DEFINED 01 432055 1243 BAKER HUGHES INC COM 057224107 9410 280305 SH OTHER 01 97463 182842 BAKER HUGHES INC COM 057224107 5524 164565 SH DEFINED 05 164565 BAKER HUGHES INC COM 057224107 4028 120000 SH DEFINED 08 120000 BAKER HUGHES INC COM 057224107 1679 50000 SH CALL DEFINED 08 50000 BAKER HUGHES INC COM 057224107 6714 200000 SH CALL DEFINED 17 200000 BAKER HUGHES INC COM 057224107 6714 200000 SH PUT DEFINED 17 200000 BALDOR ELEC CO COM 057741100 192 9300 SH DEFINED 01 5700 3067 533 BALDOR ELEC CO COM 057741100 402 19533 SH OTHER 01 19533 BALDOR ELEC CO COM 057741100 2748 133375 SH DEFINED 05 133375 BALDOR ELEC CO COM 057741100 6 300 SH DEFINED 08 300 BALL CORP COM 058498106 693 15221 SH OTHER 15221 BALL CORP COM 058498106 11927 262066 SH DEFINED 01 260166 1500 400 BALL CORP COM 058498106 117 2565 SH OTHER 01 2565 BALL CORP COM 058498106 1830 40212 SH DEFINED 05 40212 BALL CORP COM 058498106 18 400 SH DEFINED 08 400 BALL CORP COM 058498106 11327 248900 SH CALL DEFINED 08 248900 BALL CORP COM 058498106 652 14330 SH DEFINED 17 14330 BALLARD PWR SYS INC COM 05858H104 40 2948 SH DEFINED 01 1748 1200 BALLARD PWR SYS INC COM 05858H104 99 7270 SH OTHER 01 2470 4800 BALLY TOTAL FITNESS HLDG COR COM 05873K108 3 348 SH DEFINED 01 348 BALLY TOTAL FITNESS HLDG COR COM 05873K108 1 75 SH OTHER 01 75 BALLY TOTAL FITNESS HLDG COR COM 05873K108 1153 127725 SH DEFINED 05 127725 BANCFIRST CORP COM 05945F103 336 6510 SH OTHER 01 6510 BANCO SANTANDER CENT HISPANO ADR 05964H105 53 6000 SH DEFINED 01 1902 4098 BANCO SANTANDER CENT HISPANO ADR 05964H105 313 35490 SH OTHER 01 35490 BANDAG INC COM 059815100 11 285 SH DEFINED 01 285 BANDAG INC COM 059815100 7 175 SH OTHER 01 100 75 BANDAG INC COM 059815100 1411 37856 SH DEFINED 05 37856 BANK OF AMERICA CORPORATION COM 060505104 635140 8036690 SH DEFINED 01 6996943 1039747 BANK OF AMERICA CORPORATION COM 060505104 497560 6295831 SH OTHER 01 4003249 2292582 BANK OF AMERICA CORPORATION COM 060505104 53591 678105 SH DEFINED 05 678105 BANK OF AMERICA CORPORATION COM 060505104 2387 30209 SH DEFINED 08 30209 BANK OF AMERICA CORPORATION COM 060505104 1581 20000 SH PUT DEFINED 08 20000 BANK HAWAII CORP COM 062540109 3 SH DEFINED 01 3 BANK HAWAII CORP COM 062540109 3959 119433 SH DEFINED 05 119433 BANK HAWAII CORP COM 062540109 29 885 SH DEFINED 17 885 BANK MONTREAL QUE COM 063671101 685 21571 SH DEFINED 01 21571 BANK MONTREAL QUE COM 063671101 219 6900 SH DEFINED 17 6900 BANK NEW YORK INC COM 064057102 6 200 SH DEFINED 200 BANK NEW YORK INC COM 064057102 20943 728455 SH DEFINED 01 710525 17930 BANK NEW YORK INC COM 064057102 6185 215114 SH OTHER 01 168439 46675 BANK NEW YORK INC COM 064057102 10728 373135 SH DEFINED 05 373135 BANK NEW YORK INC COM 064057102 1148 39931 SH DEFINED 08 39931 BANK NEW YORK INC COM 064057102 1438 50000 SH CALL DEFINED 08 50000 BANK NEW YORK INC COM 064057102 748 26000 SH PUT DEFINED 08 26000 BANK NEW YORK INC COM 064057102 29 1000 SH DEFINED 17 1000 BANK NEW YORK INC COM 064057102 1279 44500 SH CALL DEFINED 17 44500 BANK NEW YORK INC COM 064057102 1308 45500 SH PUT DEFINED 17 45500 BANK ONE CORP COM 06423A103 74360 2000000 SH DEFINED 2000000 BANK ONE CORP COM 06423A103 34248 921131 SH DEFINED 01 756128 165003 BANK ONE CORP COM 06423A103 14840 399147 SH OTHER 01 263907 135240 BANK ONE CORP COM 06423A103 930 25000 SH CALL DEFINED 01 25000 BANK ONE CORP COM 06423A103 930 25000 SH PUT DEFINED 01 25000 BANK ONE CORP COM 06423A103 28058 754641 SH DEFINED 05 754641 BANK ONE CORP COM 06423A103 5343 143700 SH DEFINED 08 143700 BANK ONE CORP COM 06423A103 5064 136200 SH CALL DEFINED 08 136200 BANK ONE CORP COM 06423A103 837 22500 SH PUT DEFINED 08 22500 BANK ONE CORP COM 06423A103 32 850 SH OTHER 13 850 BANK ONE CORP COM 06423A103 6371 171353 SH DEFINED 17 171353 BANK ONE CORP COM 06423A103 3012 81000 SH OTHER 17 81000 BANK SOUTH CAROLINA CORP COM 065066102 1983 133840 SH OTHER 01 58820 4840 70180 BANKNORTH GROUP INC NEW COM 06646R107 265 10369 SH DEFINED 01 8984 1385 BANKNORTH GROUP INC NEW COM 06646R107 181 7084 SH OTHER 01 1734 5350 BANKNORTH GROUP INC NEW COM 06646R107 8207 321594 SH DEFINED 05 321594 BANKNORTH GROUP INC NEW COM 06646R107 128 5000 SH PUT DEFINED 08 5000 BANKNORTH GROUP INC NEW COM 06646R107 140 5475 SH DEFINED 17 5475 BANKUNITED FINL CORP CL A 06652B103 86 4269 SH DEFINED 01 869 3400 BANKUNITED FINL CORP CL A 06652B103 2402 119600 SH DEFINED 05 119600 BANTA CORP COM 066821109 218 6730 SH DEFINED 01 6730 BANTA CORP COM 066821109 5438 168000 SH OTHER 01 168000 BANTA CORP COM 066821109 1611 49781 SH DEFINED 05 49781 BANTA CORP COM 066821109 686 21200 SH DEFINED 17 21200 BARCLAYS PLC ADR 06738E204 652 21800 SH DEFINED 01 21800 BARCLAYS PLC ADR 06738E204 898 30004 SH OTHER 01 30004 BARCLAYS PLC ADR 06738E204 26 856 SH DEFINED 05 856 BARD C R INC COM 067383109 1679 23546 SH DEFINED 01 18246 5300 BARD C R INC COM 067383109 350 4914 SH OTHER 01 2839 2075 BARD C R INC COM 067383109 3770 52869 SH DEFINED 05 52869 BARD C R INC COM 067383109 5705 80000 SH CALL DEFINED 08 80000 BARD C R INC COM 067383109 328 4600 SH DEFINED 17 4600 BARNES & NOBLE INC COM 067774109 768 33304 SH OTHER 33304 BARNES & NOBLE INC COM 067774109 96 4151 SH DEFINED 01 2951 1200 BARNES & NOBLE INC COM 067774109 44 1900 SH OTHER 01 1600 300 BARNES & NOBLE INC COM 067774109 3013 130725 SH DEFINED 05 130725 BARNES & NOBLE INC COM 067774109 606 26300 SH DEFINED 08 26300 BARNES GROUP INC COM 067806109 102 4700 SH DEFINED 01 4700 BARNES GROUP INC COM 067806109 2030 93275 SH DEFINED 05 93275 BARNES GROUP INC COM 067806109 99 4570 SH DEFINED 08 4570 BARRICK GOLD CORP COM 067901108 2381 133000 SH OTHER 133000 BARRICK GOLD CORP COM 067901108 194 10841 SH DEFINED 01 9341 1500 BARRICK GOLD CORP COM 067901108 315 17611 SH OTHER 01 7511 10100 BARRICK GOLD CORP COM 067901108 1 32 SH DEFINED 05 32 BARRICK GOLD CORP COM 067901108 909 50800 SH DEFINED 08 50800 BARRICK GOLD CORP COM 067901108 806 45000 SH PUT DEFINED 08 45000 BARRICK GOLD CORP COM 067901108 1902 106256 SH DEFINED 17 106256 BARR LABS INC COM 068306109 423 6460 SH DEFINED 01 6460 BARR LABS INC COM 068306109 557 8497 SH OTHER 01 8097 400 BARR LABS INC COM 068306109 18977 289730 SH DEFINED 05 289730 BARR LABS INC COM 068306109 2336 35657 SH DEFINED 08 35657 BARR LABS INC COM 068306109 5 78 SH DEFINED 17 78 BARRA INC COM 068313105 133 3719 SH DEFINED 01 719 3000 BARRA INC COM 068313105 3 75 SH OTHER 01 75 BARRA INC COM 068313105 2870 80225 SH DEFINED 05 80225 BARRA INC COM 068313105 13 350 SH DEFINED 08 350 BASSETT FURNITURE INDS INC COM 070203104 20 1508 SH DEFINED 01 1508 BASSETT FURNITURE INDS INC COM 070203104 1 50 SH OTHER 01 50 BASSETT FURNITURE INDS INC COM 070203104 591 45000 SH DEFINED 05 45000 BAUSCH & LOMB INC COM 071707103 2708 72200 SH DEFINED 01 56300 15900 BAUSCH & LOMB INC COM 071707103 272 7249 SH OTHER 01 300 6949 BAUSCH & LOMB INC COM 071707103 3802 101390 SH DEFINED 05 101390 BAUSCH & LOMB INC COM 071707103 917 24446 SH DEFINED 17 24446 BAXTER INTL INC COM 071813109 33702 1296243 SH DEFINED 01 1245082 51161 BAXTER INTL INC COM 071813109 28719 1104560 SH OTHER 01 823540 281020 BAXTER INTL INC COM 071813109 16822 646984 SH DEFINED 05 646984 BAXTER INTL INC COM 071813109 8783 337804 SH DEFINED 08 337804 BAXTER INTL INC COM 071813109 135200 5200000 SH OTHER 17 5200000 BAXTER INTL INC CORP UNITS 7 071813406 7353 150000 SH DEFINED 17 150000 BEA SYS INC COM 073325102 174 16000 SH DEFINED 16000 BEA SYS INC COM 073325102 87 8014 SH DEFINED 01 7914 100 BEA SYS INC COM 073325102 27 2500 SH OTHER 01 1500 1000 BEA SYS INC COM 073325102 2733 250994 SH DEFINED 05 250994 BEA SYS INC COM 073325102 39 3550 SH DEFINED 08 3550 BEA SYS INC COM 073325102 545 50000 SH CALL DEFINED 08 50000 BEA SYS INC COM 073325102 205 18825 SH DEFINED 17 18825 BEAR STEARNS COS INC COM 073902108 963 13300 SH DEFINED 01 12600 700 BEAR STEARNS COS INC COM 073902108 475 6554 SH OTHER 01 1961 4593 BEAR STEARNS COS INC COM 073902108 4686 64700 SH DEFINED 05 64700 BEAR STEARNS COS INC COM 073902108 326 4500 SH DEFINED 08 4500 BEAR STEARNS COS INC COM 073902108 3281 45300 SH CALL DEFINED 08 45300 BEAR STEARNS COS INC COM 073902108 471 6500 SH PUT DEFINED 08 6500 BEAR STEARNS COS INC COM 073902108 1161 16030 SH DEFINED 17 16030 BEAR STEARNS COS INC COM 073902108 13745 189800 SH CALL DEFINED 17 189800 BEAZER HOMES USA INC COM 07556Q105 401 4800 SH CALL DEFINED 08 4800 BECKMAN COULTER INC COM 075811109 49 1200 SH DEFINED 01 1200 BECKMAN COULTER INC COM 075811109 110 2708 SH OTHER 01 2308 400 BECKMAN COULTER INC COM 075811109 4907 120732 SH DEFINED 05 120732 BECKMAN COULTER INC COM 075811109 134 3300 SH DEFINED 08 3300 BECKMAN COULTER INC COM 075811109 618 15200 SH DEFINED 17 15200 BECTON DICKINSON & CO COM 075887109 7378 189910 SH DEFINED 01 174360 15550 BECTON DICKINSON & CO COM 075887109 6492 167112 SH OTHER 01 106177 60935 BECTON DICKINSON & CO COM 075887109 6822 175610 SH DEFINED 05 175610 BECTON DICKINSON & CO COM 075887109 58 1500 SH DEFINED 08 1500 BECTON DICKINSON & CO COM 075887109 684 17600 SH DEFINED 17 17600 BECTON DICKINSON & CO COM 075887109 23563 606500 SH OTHER 17 606500 BED BATH & BEYOND INC COM 075896100 1454 37451 SH DEFINED 01 34351 3100 BED BATH & BEYOND INC COM 075896100 1589 40923 SH OTHER 01 27666 13257 BED BATH & BEYOND INC COM 075896100 12753 328509 SH DEFINED 05 328509 BED BATH & BEYOND INC COM 075896100 267 6875 SH DEFINED 08 6875 BED BATH & BEYOND INC COM 075896100 2329 60000 SH PUT DEFINED 08 60000 BED BATH & BEYOND INC COM 075896100 81043 2087668 SH DEFINED 11 1826825 260843 BED BATH & BEYOND INC COM 075896100 503 12954 SH DEFINED 17 12954 BED BATH & BEYOND INC COM 075896100 4658 120000 SH PUT DEFINED 17 120000 BEL FUSE INC CL B 077347300 41 1800 SH DEFINED 01 1800 BEL FUSE INC CL B 077347300 1057 46650 SH DEFINED 05 46650 BELDEN INC COM 077459105 130 8200 SH DEFINED 01 600 7600 BELDEN INC COM 077459105 10 650 SH OTHER 01 650 BELDEN INC COM 077459105 1732 109025 SH DEFINED 05 109025 BELL MICROPRODUCTS INC COM 078137106 16 3745 SH DEFINED 01 3745 BELL MICROPRODUCTS INC COM 078137106 1 125 SH OTHER 01 125 BELL MICROPRODUCTS INC COM 078137106 414 97200 SH DEFINED 05 97200 BELLSOUTH CORP COM 079860102 8 300 SH DEFINED 300 BELLSOUTH CORP COM 079860102 13452 505159 SH OTHER 505159 BELLSOUTH CORP COM 079860102 76181 2860730 SH DEFINED 01 2516306 344424 BELLSOUTH CORP COM 079860102 66106 2482407 SH OTHER 01 1674748 807659 BELLSOUTH CORP COM 079860102 50994 1914909 SH DEFINED 05 1914909 BELLSOUTH CORP COM 079860102 1982 74434 SH DEFINED 08 74434 BELLSOUTH CORP COM 079860102 3196 120000 SH CALL DEFINED 08 120000 BELLSOUTH CORP COM 079860102 40 1515 SH DEFINED 13 1515 BELLSOUTH CORP COM 079860102 51 1900 SH DEFINED 17 1900 BELO CORP COM SER A 080555105 369 16491 SH DEFINED 01 15691 800 BELO CORP COM SER A 080555105 1374 61440 SH OTHER 01 51540 9900 BELO CORP COM SER A 080555105 4922 220140 SH DEFINED 05 220140 BELO CORP COM SER A 080555105 101 4500 SH DEFINED 17 4500 BEMA GOLD CORP COM 08135F107 1 850 SH DEFINED 01 850 BEMA GOLD CORP COM 08135F107 19 14450 SH OTHER 01 14450 BEMIS INC COM 081437105 20461 437196 SH DEFINED 01 435696 1500 BEMIS INC COM 081437105 511 10925 SH OTHER 01 3100 7825 BEMIS INC COM 081437105 1180 25215 SH DEFINED 05 25215 BEMIS INC COM 081437105 19 400 SH DEFINED 08 400 BENCHMARK ELECTRS INC COM 08160H101 619 20133 SH DEFINED 01 4933 13350 1850 BENCHMARK ELECTRS INC COM 08160H101 62 2025 SH OTHER 01 2025 BENCHMARK ELECTRS INC COM 08160H101 3720 120950 SH DEFINED 05 120950 BENCHMARK ELECTRS INC COM 08160H101 520 16900 SH DEFINED 17 16900 BERKLEY W R CORP COM 084423102 10 196 SH DEFINED 01 196 BERKLEY W R CORP COM 084423102 2372 45000 SH OTHER 01 45000 BERKLEY W R CORP COM 084423102 6130 116325 SH DEFINED 05 116325 BERKLEY W R CORP COM 084423102 264 5000 SH DEFINED 17 5000 BERKSHIRE HATHAWAY INC DEL CL A 084670108 14500 200 SH DEFINED 01 169 31 BERKSHIRE HATHAWAY INC DEL CL A 084670108 18343 253 SH OTHER 01 83 170 BERKSHIRE HATHAWAY INC DEL CL A 084670108 218 3 SH DEFINED 08 3 BERKSHIRE HATHAWAY INC DEL CL B 084670207 24691 10161 SH DEFINED 01 9932 229 BERKSHIRE HATHAWAY INC DEL CL B 084670207 21802 8972 SH OTHER 01 3675 5297 BERKSHIRE HATHAWAY INC DEL CL B 084670207 5 2 SH DEFINED 05 2 BERKSHIRE HATHAWAY INC DEL CL B 084670207 49 20 SH DEFINED 08 20 BEST BUY INC COM 086516101 5130 116794 SH DEFINED 01 99594 17200 BEST BUY INC COM 086516101 1804 41072 SH OTHER 01 25778 15294 BEST BUY INC COM 086516101 7096 161576 SH DEFINED 05 161576 BEST BUY INC COM 086516101 2877 65511 SH DEFINED 08 65511 BEST BUY INC COM 086516101 1537 35000 SH CALL DEFINED 08 35000 BEST BUY INC COM 086516101 133736 3044993 SH DEFINED 11 2645984 399009 BEST BUY INC COM 086516101 92 2100 SH DEFINED 17 2100 BEST BUY INC COM 086516101 6632 151000 SH OTHER 17 151000 BEVERLY ENTERPRISES INC COM NEW 087851309 28 8000 SH DEFINED 01 8000 BEVERLY ENTERPRISES INC COM NEW 087851309 28 8000 SH DEFINED 05 8000 BIG LOTS INC COM 089302103 147 9744 SH DEFINED 01 8925 819 BIG LOTS INC COM 089302103 20 1341 SH OTHER 01 1341 BIG LOTS INC COM 089302103 923 61395 SH DEFINED 05 61395 BIG LOTS INC COM 089302103 39 2600 SH DEFINED 08 2600 BIG LOTS INC COM 089302103 108 7175 SH DEFINED 17 7175 BIOGEN INC COM 090597105 742 19552 SH DEFINED 01 19452 100 BIOGEN INC COM 090597105 426 11219 SH OTHER 01 575 10644 BIOGEN INC COM 090597105 2745 72305 SH DEFINED 05 72305 BIOGEN INC COM 090597105 459 12100 SH DEFINED 08 12100 BIOGEN INC COM 090597105 10130 266800 SH CALL DEFINED 08 266800 BIOGEN INC COM 090597105 7594 200000 SH PUT DEFINED 08 200000 BIOGEN INC COM 090597105 1072 28236 SH DEFINED 17 28236 BIOGEN INC COM 090597105 3797 100000 SH PUT DEFINED 17 100000 BIOMARIN PHARMACEUTICAL INC COM 09061G101 153 15636 SH DEFINED 01 14386 1250 BIOMARIN PHARMACEUTICAL INC COM 09061G101 3880 397504 SH DEFINED 05 397504 BIOMARIN PHARMACEUTICAL INC COM 09061G101 2 200 SH DEFINED 08 200 BIOMARIN PHARMACEUTICAL INC COM 09061G101 10 1000 SH DEFINED 17 1000 BIOMET INC COM 090613100 1286 44797 SH DEFINED 01 27672 17125 BIOMET INC COM 090613100 627 21862 SH OTHER 01 16162 5700 BIOMET INC COM 090613100 10877 378998 SH DEFINED 05 378998 BIOMET INC COM 090613100 43 1500 SH DEFINED 08 1500 BIOMET INC COM 090613100 227 7900 SH CALL DEFINED 08 7900 BIOTECH HOLDERS TR DEPOSTRY RCP 09067D201 259 2100 SH DEFINED 01 2100 BIOTECH HOLDERS TR DEPOSTRY RCP 09067D201 99 800 SH OTHER 01 200 600 BIOTECH HOLDERS TR DEPOSTRY RCP 09067D201 49 400 SH DEFINED 05 400 BIOTECH HOLDERS TR DEPOSTRY RCP 09067D201 402 3265 SH DEFINED 08 3265 BIOTECH HOLDERS TR DEPOSTRY RCP 09067D201 3698 30000 SH CALL DEFINED 08 30000 BIOTECH HOLDERS TR DEPOSTRY RCP 09067D201 3698 30000 SH PUT DEFINED 08 30000 BIOVAIL CORP COM 09067J109 56 1190 SH DEFINED 01 1190 BIOVAIL CORP COM 09067J109 113 2400 SH OTHER 01 2400 BIOVAIL CORP COM 09067J109 7306 155243 SH DEFINED 08 155243 BIOVAIL CORP COM 09067J109 1177 25000 SH CALL DEFINED 08 25000 BIOVAIL CORP COM 09067J109 706 15000 SH PUT DEFINED 08 15000 BIOSITE INC COM 090945106 270 5607 SH DEFINED 01 1107 4500 BIOSITE INC COM 090945106 6 125 SH OTHER 01 125 BIOSITE INC COM 090945106 3176 65925 SH DEFINED 05 65925 BIOSITE INC COM 090945106 1037 21525 SH DEFINED 08 21525 BIOSITE INC COM 090945106 549 11400 SH DEFINED 17 11400 BLACK & DECKER CORP COM 091797100 2306 53067 SH DEFINED 01 53067 BLACK & DECKER CORP COM 091797100 3877 89225 SH OTHER 01 7054 82171 BLACK & DECKER CORP COM 091797100 1616 37185 SH DEFINED 05 37185 BLACK & DECKER CORP COM 091797100 38 865 SH DEFINED 08 865 BLACK & DECKER CORP COM 091797100 869 20000 SH CALL DEFINED 08 20000 BLACK & DECKER CORP COM 091797100 795 18305 SH DEFINED 17 18305 BLACK BOX CORP DEL COM 091826107 550 15230 SH DEFINED 01 2530 11600 1100 BLACK BOX CORP DEL COM 091826107 41 1125 SH OTHER 01 1125 BLACK BOX CORP DEL COM 091826107 3475 96200 SH DEFINED 05 96200 BLACK BOX CORP DEL COM 091826107 26 726 SH DEFINED 08 726 BLACK BOX CORP DEL COM 091826107 491 13600 SH DEFINED 17 13600 BLACK HILLS CORP COM 092113109 206 6700 SH DEFINED 01 6700 BLACK HILLS CORP COM 092113109 241 7848 SH OTHER 01 6848 1000 BLACK HILLS CORP COM 092113109 1939 63166 SH DEFINED 05 63166 BLACK HILLS CORP COM 092113109 49 1600 SH DEFINED 17 1600 BLACKROCK INVT QUALITY MUN T COM 09247D105 102 6951 SH DEFINED 01 2796 4155 BLACKROCK INVT QUALITY MUN T COM 09247D105 61 4170 SH OTHER 01 4170 BLACKROCK INCOME TR INC COM 09247F100 47 6000 SH DEFINED 01 6000 BLACKROCK INCOME TR INC COM 09247F100 73 9284 SH OTHER 01 9284 BLACKROCK FL INSD MUN 2008 T COM 09247H106 249 15016 SH DEFINED 01 15016 BLACKROCK FL INSD MUN 2008 T COM 09247H106 76 4600 SH OTHER 01 4600 BLACKROCK INSD MUN 2008 TRM COM 09247K109 157 8826 SH DEFINED 01 8826 BLACKROCK INSD MUN 2008 TRM COM 09247K109 286 16050 SH OTHER 01 11350 4700 BLACKROCK NY INSD MUN 2008 T COM 09247L107 208 12300 SH OTHER 01 12300 BLACKROCK INC CL A 09247X101 3 70 SH DEFINED 01 70 BLACKROCK INC CL A 09247X101 432 9600 SH DEFINED 17 9600 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 152 10907 SH DEFINED 01 10907 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 20 1400 SH OTHER 01 1400 BLACKROCK FLA MUN INCOME TR SH BEN INT 09248H105 203 14000 SH OTHER 01 14000 BLOCK H & R INC COM 093671105 577 13340 SH OTHER 13340 BLOCK H & R INC COM 093671105 6738 155789 SH DEFINED 01 147944 7845 BLOCK H & R INC COM 093671105 1716 39672 SH OTHER 01 24792 14880 BLOCK H & R INC COM 093671105 12221 282573 SH DEFINED 05 282573 BLOCK H & R INC COM 093671105 173 4000 SH DEFINED 08 4000 BLOCK H & R INC COM 093671105 389 9000 SH PUT DEFINED 08 9000 BLOCK H & R INC COM 093671105 1622 37503 SH DEFINED 17 37503 BLOCK H & R INC COM 093671105 1635 37800 SH OTHER 17 37800 BLOCKBUSTER INC CL A 093679108 2 100 SH DEFINED 05 100 BLOCKBUSTER INC CL A 093679108 821 48700 SH DEFINED 17 48700 BLYTH INC COM 09643P108 184 6750 SH DEFINED 01 6750 BLYTH INC COM 09643P108 4 150 SH OTHER 01 150 BLYTH INC COM 09643P108 2470 90807 SH DEFINED 05 90807 BLYTH INC COM 09643P108 69 2540 SH DEFINED 08 2540 BOARDWALK EQUITIES INC COM 096613104 115 10100 SH DEFINED 17 10100 BOB EVANS FARMS INC COM 096761101 248 8875 SH DEFINED 01 8875 BOB EVANS FARMS INC COM 096761101 1933 69055 SH DEFINED 05 69055 BOCA RESORTS INC CL A 09688T106 1776 136600 SH DEFINED 01 136600 BOCA RESORTS INC CL A 09688T106 2 159 SH OTHER 01 159 BOEING CO COM 097023105 11003 320592 SH OTHER 320592 BOEING CO COM 097023105 24144 703485 SH DEFINED 01 667260 36225 BOEING CO COM 097023105 15181 442333 SH OTHER 01 254571 187762 BOEING CO COM 097023105 14003 408013 SH DEFINED 05 408013 BOEING CO COM 097023105 1871 54514 SH DEFINED 08 54514 BOEING CO COM 097023105 10296 300000 SH CALL DEFINED 08 300000 BOEING CO COM 097023105 10553 307500 SH PUT DEFINED 08 307500 BOEING CO COM 097023105 5399 157326 SH DEFINED 17 157326 BOEING CO COM 097023105 4496 131000 SH OTHER 17 131000 BOISE CASCADE CORP COM 097383103 264 11059 SH DEFINED 01 11059 BOISE CASCADE CORP COM 097383103 389 16272 SH OTHER 01 16272 BOISE CASCADE CORP COM 097383103 666 27880 SH DEFINED 05 27880 BOISE CASCADE CORP COM 097383103 10 400 SH DEFINED 08 400 BOISE CASCADE CORP COM 097383103 81 3407 SH DEFINED 17 3407 BOOKHAM TECHNOLOGY PLC SPONSORED AD 09856Q108 1 1000 SH DEFINED 01 1000 BOOKHAM TECHNOLOGY PLC SPONSORED AD 09856Q108 437 305730 SH DEFINED 08 305730 BORDERS GROUP INC COM 099709107 34 1950 SH DEFINED 01 1950 BORDERS GROUP INC COM 099709107 5 300 SH OTHER 01 300 BORDERS GROUP INC COM 099709107 2714 154136 SH DEFINED 05 154136 BORDERS GROUP INC COM 099709107 30 1700 SH DEFINED 17 1700 BORG WARNER INC COM 099724106 104 1618 SH DEFINED 01 1618 BORG WARNER INC COM 099724106 119 1855 SH OTHER 01 825 1030 BORG WARNER INC COM 099724106 3438 53380 SH DEFINED 05 53380 BORG WARNER INC COM 099724106 345 5360 SH DEFINED 17 5360 BORLAND SOFTWARE CORP COM 099849101 266 27175 SH DEFINED 01 24725 2450 BORLAND SOFTWARE CORP COM 099849101 7796 796292 SH DEFINED 05 796292 BORLAND SOFTWARE CORP COM 099849101 77 7900 SH DEFINED 08 7900 BORLAND SOFTWARE CORP COM 099849101 44 4508 SH DEFINED 17 4508 BOSTON COMMUNICATIONS GROUP COM 100582105 145 8600 SH DEFINED 01 1800 6800 BOSTON COMMUNICATIONS GROUP COM 100582105 1 50 SH OTHER 01 50 BOSTON COMMUNICATIONS GROUP COM 100582105 1363 80600 SH DEFINED 05 80600 BOSTON COMMUNICATIONS GROUP COM 100582105 883 52202 SH DEFINED 08 52202 BOSTON COMMUNICATIONS GROUP COM 100582105 152 9000 SH PUT DEFINED 08 9000 BOSTON COMMUNICATIONS GROUP COM 100582105 308 18200 SH DEFINED 17 18200 BOSTON PRIVATE FINL HLDGS IN COM 101119105 425 20135 SH DEFINED 01 17135 3000 BOSTON PRIVATE FINL HLDGS IN COM 101119105 2 75 SH OTHER 01 75 BOSTON PRIVATE FINL HLDGS IN COM 101119105 13677 647569 SH DEFINED 05 647569 BOSTON PRIVATE FINL HLDGS IN COM 101119105 4 200 SH DEFINED 08 200 BOSTON PROPERTIES INC COM 101121101 593 13535 SH DEFINED 01 4190 9345 BOSTON PROPERTIES INC COM 101121101 649 14810 SH OTHER 01 14400 410 BOSTON PROPERTIES INC COM 101121101 4268 97452 SH DEFINED 05 97452 BOSTON PROPERTIES INC COM 101121101 256 5850 SH DEFINED 08 5850 BOSTON PROPERTIES INC COM 101121101 36 828 SH DEFINED 17 828 BOSTON SCIENTIFIC CORP COM 101137107 1658 27137 SH OTHER 27137 BOSTON SCIENTIFIC CORP COM 101137107 2409 39426 SH DEFINED 01 20726 18700 BOSTON SCIENTIFIC CORP COM 101137107 2135 34935 SH OTHER 01 21745 13190 BOSTON SCIENTIFIC CORP COM 101137107 14279 233700 SH DEFINED 05 233700 BOSTON SCIENTIFIC CORP COM 101137107 5797 94880 SH DEFINED 08 94880 BOSTON SCIENTIFIC CORP COM 101137107 24746 405000 SH CALL DEFINED 08 405000 BOSTON SCIENTIFIC CORP COM 101137107 11951 195600 SH PUT DEFINED 08 195600 BOSTON SCIENTIFIC CORP COM 101137107 36205 592547 SH DEFINED 11 515426 77121 BOSTON SCIENTIFIC CORP COM 101137107 3419 55953 SH DEFINED 17 55953 BOSTON SCIENTIFIC CORP COM 101137107 21018 344000 SH OTHER 17 344000 BOWATER INC COM 102183100 313 8354 SH DEFINED 01 1454 6900 BOWATER INC COM 102183100 265 7080 SH OTHER 01 620 6460 BOWATER INC COM 102183100 14187 378818 SH DEFINED 05 378818 BOWATER INC COM 102183100 3483 93000 SH DEFINED 08 93000 BOWATER INC COM 102183100 187 5000 SH CALL DEFINED 08 5000 BOWATER INC COM 102183100 1404 37500 SH PUT DEFINED 08 37500 BOWATER INC COM 102183100 101 2710 SH DEFINED 17 2710 BOWNE & CO INC COM 103043105 3 242 SH DEFINED 01 242 BOWNE & CO INC COM 103043105 4 315 SH OTHER 01 240 75 BOWNE & CO INC COM 103043105 1704 130790 SH DEFINED 05 130790 BOYD GAMING CORP COM 103304101 489 28350 SH DEFINED 01 26125 2225 BOYD GAMING CORP COM 103304101 12633 731902 SH DEFINED 05 731902 BRADY CORP CL A 104674106 16226 486545 SH DEFINED 01 480645 5900 BRADY CORP CL A 104674106 3 75 SH OTHER 01 75 BRADY CORP CL A 104674106 3312 99300 SH DEFINED 05 99300 BRADY CORP CL A 104674106 7 200 SH DEFINED 08 200 BRADY CORP CL A 104674106 10 300 SH DEFINED 17 300 BRANDYWINE RLTY TR SH BEN INT N 105368203 542 21999 SH DEFINED 01 21999 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 1861 49700 SH OTHER 49700 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 23 610 SH OTHER 01 406 204 BRIGGS & STRATTON CORP COM 109043109 277 5489 SH DEFINED 01 3889 1600 BRIGGS & STRATTON CORP COM 109043109 281 5559 SH OTHER 01 5559 BRIGGS & STRATTON CORP COM 109043109 4505 89200 SH DEFINED 05 89200 BRIGGS & STRATTON CORP COM 109043109 379 7500 SH DEFINED 08 7500 BRIGGS & STRATTON CORP COM 109043109 101 2000 SH DEFINED 17 2000 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 39 1163 SH DEFINED 01 23 1140 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 36 1075 SH OTHER 01 230 845 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 186 5550 SH DEFINED 08 5550 BRINKER INTL INC DBCV 109641AC4 457 645000 PRN DEFINED 08 645000 BRINKER INTL INC DBCV 109641AC4 284 400000 PRN DEFINED 17 400000 BRINKER INTL INC COM 109641100 164 4540 SH DEFINED 01 4540 BRINKER INTL INC COM 109641100 37 1025 SH OTHER 01 675 350 BRINKER INTL INC COM 109641100 11538 320328 SH DEFINED 05 320328 BRINKER INTL INC COM 109641100 416 11560 SH DEFINED 08 11560 BRINKER INTL INC COM 109641100 312 8671 SH DEFINED 17 8671 BRINKS CO COM 109696104 1557 106896 SH DEFINED 05 106896 BRINKS CO COM 109696104 148 10150 SH DEFINED 17 10150 BRISTOL MYERS SQUIBB CO COM 110122108 14894 548572 SH OTHER 548572 BRISTOL MYERS SQUIBB CO COM 110122108 136894 5042134 SH DEFINED 01 4650871 391263 BRISTOL MYERS SQUIBB CO COM 110122108 277397 10217219 SH OTHER 01 2589680 7627539 BRISTOL MYERS SQUIBB CO COM 110122108 30053 1106931 SH DEFINED 05 1106931 BRISTOL MYERS SQUIBB CO COM 110122108 8576 315875 SH DEFINED 08 315875 BRISTOL MYERS SQUIBB CO COM 110122108 27 1000 SH DEFINED 13 1000 BRISTOL MYERS SQUIBB CO COM 110122108 2687 98966 SH DEFINED 17 98966 BROADBAND HOLDRS TR DEPOSITRY RC 11130P104 2 200 SH DEFINED 01 200 BROADBAND HOLDRS TR DEPOSITRY RC 11130P104 283 30000 SH DEFINED 08 30000 BROADCOM CORP CL A 111320107 82 3299 SH DEFINED 01 3299 BROADCOM CORP CL A 111320107 30 1195 SH OTHER 01 230 965 BROADCOM CORP CL A 111320107 3190 128050 SH DEFINED 05 128050 BROADCOM CORP CL A 111320107 1693 67955 SH DEFINED 08 67955 BROADCOM CORP CL A 111320107 2491 100000 SH PUT DEFINED 08 100000 BROADCOM CORP CL A 111320107 405 16253 SH DEFINED 17 16253 BROADCOM CORP CL A 111320107 1868 75000 SH CALL DEFINED 17 75000 BROCADE COMMUNICATIONS SYS I NOTE 2.000% 111621AB4 304 370000 PRN DEFINED 08 370000 BROCADE COMMUNICATIONS SYS I NOTE 2.000% 111621AB4 1316 1600000 PRN DEFINED 17 1600000 BROCADE COMMUNICATIONS SYS I COM 111621108 7 1148 SH DEFINED 01 1148 BROCADE COMMUNICATIONS SYS I COM 111621108 11 1840 SH OTHER 01 840 1000 BROCADE COMMUNICATIONS SYS I COM 111621108 7 1200 SH DEFINED 05 1200 BROCADE COMMUNICATIONS SYS I COM 111621108 1416 239542 SH DEFINED 08 239542 BROCADE COMMUNICATIONS SYS I COM 111621108 71 12000 SH CALL DEFINED 08 12000 BROCADE COMMUNICATIONS SYS I COM 111621108 99 16778 SH DEFINED 17 16778 BROOKS AUTOMATION INC COM 114340102 1738 153300 SH DEFINED 05 153300 BROOKS AUTOMATION INC COM 114340102 24 2113 SH DEFINED 17 2113 BROOKTROUT INC COM 114580103 26 3300 SH DEFINED 01 3300 BROOKTROUT INC COM 114580103 45 5700 SH OTHER 01 3100 2600 BROOKTROUT INC COM 114580103 463 58775 SH DEFINED 05 58775 BROWN & BROWN INC COM 115236101 105 3235 SH DEFINED 01 3235 BROWN & BROWN INC COM 115236101 20 600 SH OTHER 01 600 BROWN & BROWN INC COM 115236101 4365 134310 SH DEFINED 05 134310 BROWN & BROWN INC COM 115236101 127 3900 SH DEFINED 08 3900 BROWN & BROWN INC COM 115236101 432 13300 SH DEFINED 17 13300 BROWN FORMAN CORP CL A 115637100 1913 23765 SH DEFINED 01 23765 BROWN FORMAN CORP CL A 115637100 181 2246 SH OTHER 01 2193 53 BROWN FORMAN CORP CL A 115637100 26 326 SH DEFINED 05 326 BROWN FORMAN CORP CL B 115637209 1873 23822 SH DEFINED 01 23422 400 BROWN FORMAN CORP CL B 115637209 2319 29495 SH DEFINED 05 29495 BROWN FORMAN CORP CL B 115637209 63 800 SH DEFINED 17 800 BROWN TOM INC COM NEW 115660201 189 6800 SH DEFINED 01 1620 5180 BROWN TOM INC COM NEW 115660201 48 1730 SH OTHER 01 1730 BROWN TOM INC COM NEW 115660201 4513 162400 SH DEFINED 05 162400 BROWN TOM INC COM NEW 115660201 28 1000 SH DEFINED 17 1000 BROWN SHOE INC NEW COM 115736100 605 20300 SH DEFINED 01 7900 12400 BROWN SHOE INC NEW COM 115736100 459 15405 SH OTHER 01 15405 BROWN SHOE INC NEW COM 115736100 2864 96100 SH DEFINED 05 96100 BROWN SHOE INC NEW COM 115736100 167 5600 SH DEFINED 17 5600 BRUNSWICK CORP COM 117043109 1020 40752 SH OTHER 40752 BRUNSWICK CORP COM 117043109 114 4544 SH DEFINED 01 4544 BRUNSWICK CORP COM 117043109 467 18685 SH OTHER 01 1800 110 16775 BRUNSWICK CORP COM 117043109 1196 47808 SH DEFINED 05 47808 BRUNSWICK CORP COM 117043109 25 1000 SH DEFINED 08 1000 BRUSH ENGINEERED MATLS INC COM 117421107 26 3100 SH DEFINED 01 100 3000 BRUSH ENGINEERED MATLS INC COM 117421107 1 100 SH OTHER 01 100 BRUSH ENGINEERED MATLS INC COM 117421107 598 71625 SH DEFINED 05 71625 BRUSH ENGINEERED MATLS INC COM 117421107 37 4400 SH DEFINED 17 4400 BUCA INC COM 117769109 139 24000 SH DEFINED 01 24000 BUCA INC COM 117769109 9 1500 SH DEFINED 08 1500 BUCA INC COM 117769109 481 83000 SH DEFINED 17 83000 BUCKEYE PARTNERS L P UNIT LTD PAR 118230101 312 7950 SH DEFINED 01 6950 1000 BUCKEYE PARTNERS L P UNIT LTD PAR 118230101 680 17326 SH OTHER 01 8801 8525 BUCKEYE TECHNOLOGIES INC COM 118255108 38 5600 SH DEFINED 01 5600 BUCKEYE TECHNOLOGIES INC COM 118255108 1067 156850 SH DEFINED 05 156850 BUCKEYE TECHNOLOGIES INC COM 118255108 41 6100 SH DEFINED 17 6100 BUCKLE INC COM 118440106 4994 259700 SH OTHER 17 259700 BUILDING MATLS HLDG CORP COM 120113105 93 6300 SH DEFINED 01 600 5700 BUILDING MATLS HLDG CORP COM 120113105 2 125 SH OTHER 01 125 BUILDING MATLS HLDG CORP COM 120113105 894 60350 SH DEFINED 05 60350 BUILDING MATLS HLDG CORP COM 120113105 39 2600 SH DEFINED 17 2600 BURLINGTON COAT FACTORY COM 121579106 124 6900 SH DEFINED 01 3000 3900 BURLINGTON COAT FACTORY COM 121579106 3 175 SH OTHER 01 175 BURLINGTON COAT FACTORY COM 121579106 3213 179475 SH DEFINED 05 179475 BURLINGTON COAT FACTORY COM 121579106 29 1600 SH DEFINED 17 1600 BURLINGTON NORTHN SANTA FE C COM 12189T104 8070 283748 SH DEFINED 01 265889 17859 BURLINGTON NORTHN SANTA FE C COM 12189T104 6975 245246 SH OTHER 01 98036 147210 BURLINGTON NORTHN SANTA FE C COM 12189T104 5179 182090 SH DEFINED 05 182090 BURLINGTON NORTHN SANTA FE C COM 12189T104 128 4484 SH DEFINED 08 4484 BURLINGTON NORTHN SANTA FE C COM 12189T104 299 10500 SH DEFINED 17 10500 BURLINGTON NORTHN SANTA FE C COM 12189T104 8049 283000 SH OTHER 17 283000 BURLINGTON RES INC COM 122014103 11587 214294 SH DEFINED 01 205043 9251 BURLINGTON RES INC COM 122014103 3294 60925 SH OTHER 01 23866 37059 BURLINGTON RES INC COM 122014103 5475 101254 SH DEFINED 05 101254 BURLINGTON RES INC COM 122014103 2271 42000 SH DEFINED 08 42000 BURLINGTON RES INC COM 122014103 5407 100000 SH CALL DEFINED 08 100000 BURLINGTON RES INC COM 122014103 11355 210000 SH PUT DEFINED 08 210000 BURLINGTON RES INC COM 122014103 81 1500 SH CALL DEFINED 17 1500 BUSINESS OBJECTS S A SPONSORED AD 12328X107 2 96 SH DEFINED 01 96 BUSINESS OBJECTS S A SPONSORED AD 12328X107 2 75 SH OTHER 01 75 BUSINESS OBJECTS S A SPONSORED AD 12328X107 1814 83000 SH DEFINED 08 83000 BUTLER MFG CO DEL COM 123655102 191 11548 SH DEFINED 01 11548 BUTLER MFG CO DEL COM 123655102 40 2398 SH OTHER 01 2398 BUTLER MFG CO DEL COM 123655102 406 24550 SH DEFINED 05 24550 C&D TECHNOLOGIES INC COM 124661109 358 24946 SH DEFINED 01 5346 19400 200 C&D TECHNOLOGIES INC COM 124661109 5 350 SH OTHER 01 350 C&D TECHNOLOGIES INC COM 124661109 1871 130325 SH DEFINED 05 130325 CAE INC COM 124765108 211 49500 SH DEFINED 17 49500 CBL & ASSOC PPTYS INC COM 124830100 227 5268 SH OTHER 01 268 5000 CBL & ASSOC PPTYS INC COM 124830100 30 700 SH DEFINED 17 700 CBRL GROUP INC NOTE 12489VAB2 1147 2300000 PRN DEFINED 17 2300000 CBRL GROUP INC COM 12489V106 96 2475 SH DEFINED 01 2475 CBRL GROUP INC COM 12489V106 72 1850 SH OTHER 01 100 1750 CBRL GROUP INC COM 12489V106 3787 97488 SH DEFINED 05 97488 CBRL GROUP INC COM 12489V106 6004 154543 SH DEFINED 08 154543 CBRL GROUP INC COM 12489V106 513 13200 SH DEFINED 17 13200 C COR NET CORP COM 125010108 226 46148 SH DEFINED 01 41867 4281 C COR NET CORP COM 125010108 7373 1504743 SH DEFINED 05 1504743 C D I CORP COM 125071100 415 16000 SH DEFINED 01 2900 13100 C D I CORP COM 125071100 2542 97925 SH DEFINED 05 97925 C D I CORP COM 125071100 29 1100 SH DEFINED 17 1100 CEC ENTMT INC COM 125137109 988 26750 SH DEFINED 01 14025 12725 CEC ENTMT INC COM 125137109 18127 490835 SH DEFINED 05 490835 CEC ENTMT INC COM 125137109 7 200 SH DEFINED 08 200 CEC ENTMT INC COM 125137109 1259 34100 SH DEFINED 17 34100 CH ENERGY GROUP INC COM 12541M102 390 8675 SH DEFINED 01 4925 3750 CH ENERGY GROUP INC COM 12541M102 162 3600 SH OTHER 01 3600 CH ENERGY GROUP INC COM 12541M102 3247 72150 SH DEFINED 05 72150 C H ROBINSON WORLDWIDE INC COM 12541W100 48 1359 SH DEFINED 01 1359 C H ROBINSON WORLDWIDE INC COM 12541W100 25 700 SH OTHER 01 400 300 C H ROBINSON WORLDWIDE INC COM 12541W100 5906 166642 SH DEFINED 05 166642 C H ROBINSON WORLDWIDE INC COM 12541W100 55 1558 SH DEFINED 08 1558 C H ROBINSON WORLDWIDE INC COM 12541W100 692 19531 SH DEFINED 17 19531 CIGNA CORP COM 125509109 3889 82840 SH DEFINED 01 76743 6097 CIGNA CORP COM 125509109 5093 108491 SH OTHER 01 41493 66998 CIGNA CORP COM 125509109 3191 67975 SH DEFINED 05 67975 CIGNA CORP COM 125509109 47 1000 SH DEFINED 08 1000 CIGNA CORP COM 125509109 1770 37700 SH PUT DEFINED 08 37700 CIGNA CORP COM 125509109 453 9660 SH DEFINED 17 9660 CIGNA CORP COM 125509109 4741 101000 SH OTHER 17 101000 CIT GROUP INC COM 125581108 110925 4500000 SH DEFINED 4500000 CIT GROUP INC COM 125581108 18125 735300 SH OTHER 735300 CIT GROUP INC COM 125581108 1 21 SH DEFINED 01 21 CIT GROUP INC COM 125581108 13 530 SH DEFINED 05 530 CIT GROUP INC COM 125581108 801 32500 SH DEFINED 08 32500 CIT GROUP INC COM 125581108 4711 191100 SH PUT DEFINED 08 191100 CIT GROUP INC COM 125581108 196 7964 SH DEFINED 17 7964 CLECO CORP NEW COM 12561W105 349 20128 SH DEFINED 01 18948 1180 CLECO CORP NEW COM 12561W105 232 13390 SH OTHER 01 13390 CLECO CORP NEW COM 12561W105 3309 191025 SH DEFINED 05 191025 CLECO CORP NEW COM 12561W105 48 2800 SH DEFINED 17 2800 CMGI INC COM 125750109 23 15562 SH DEFINED 01 15562 CMGI INC COM 125750109 22 14456 SH OTHER 01 14456 CMGI INC COM 125750109 11 7200 SH DEFINED 08 7200 CMS ENERGY CORP COM 125896100 302 37284 SH DEFINED 01 37184 100 CMS ENERGY CORP COM 125896100 64 7860 SH OTHER 01 2375 5485 CMS ENERGY CORP COM 125896100 560 69095 SH DEFINED 05 69095 CMS ENERGY CORP COM 125896100 680 84000 SH DEFINED 08 84000 CPI CORP COM 125902106 65 3700 SH DEFINED 01 300 3400 CPI CORP COM 125902106 666 37750 SH DEFINED 05 37750 CNET INC NOTE 5.000% 125945AC9 378 400000 PRN DEFINED 17 400000 CNA FINL CORP COM 126117100 12 500 SH DEFINED 01 500 CNA FINL CORP COM 126117100 52 2100 SH OTHER 01 2100 CNA FINL CORP COM 126117100 4797 195000 SH PUT DEFINED 01 195000 CNA FINL CORP COM 126117100 7 300 SH DEFINED 08 300 CNF INC COM 12612W104 54 2122 SH DEFINED 01 2122 CNF INC COM 12612W104 9 350 SH OTHER 01 300 50 CNF INC COM 12612W104 2488 98028 SH DEFINED 05 98028 CNF INC COM 12612W104 107 4200 SH DEFINED 08 4200 CNF INC COM 12612W104 418 16486 SH DEFINED 17 16486 CNF INC COM 12612W104 13 500 SH CALL DEFINED 17 500 CNOOC LTD SPONSORED AD 126132109 4399 148130 SH DEFINED 148130 CNOOC LTD SPONSORED AD 126132109 2 70 SH OTHER 01 70 CNOOC LTD SPONSORED AD 126132109 10 SH DEFINED 05 10 CNOOC LTD SPONSORED AD 126132109 9089 306012 SH DEFINED 11 297139 8873 CSG SYS INTL INC COM 126349109 715 50419 SH OTHER 50419 CSG SYS INTL INC COM 126349109 194 13693 SH DEFINED 01 13693 CSG SYS INTL INC COM 126349109 7917 557895 SH DEFINED 05 557895 CSG SYS INTL INC COM 126349109 89 6280 SH DEFINED 08 6280 CSX CORP DBCV 126408GA5 31266 37500000 PRN DEFINED 17 37500000 CSX CORP COM 126408103 6127 203607 SH DEFINED 01 181517 22090 CSX CORP COM 126408103 2961 98403 SH OTHER 01 54600 43803 CSX CORP COM 126408103 23056 766222 SH DEFINED 05 766222 CSX CORP COM 126408103 92 3062 SH DEFINED 08 3062 CSX CORP COM 126408103 78 2600 SH DEFINED 17 2600 CT COMMUNICATIONS INC COM NEW 126426402 21 2000 SH DEFINED 01 2000 CT COMMUNICATIONS INC COM NEW 126426402 277 25860 SH OTHER 01 2000 5860 18000 CT COMMUNICATIONS INC COM NEW 126426402 21 2000 SH DEFINED 05 2000 CTS CORP COM 126501105 211 20222 SH DEFINED 01 19922 300 CTS CORP COM 126501105 1386 132650 SH DEFINED 05 132650 CUNO INC COM 126583103 142 3919 SH DEFINED 01 3500 319 100 CUNO INC COM 126583103 5 150 SH OTHER 01 150 CUNO INC COM 126583103 6518 180006 SH DEFINED 05 180006 CUNO INC COM 126583103 4 100 SH DEFINED 08 100 CVS CORP COM 126650100 3247 115845 SH DEFINED 01 105545 10300 CVS CORP COM 126650100 960 34264 SH OTHER 01 16659 17605 CVS CORP COM 126650100 6149 219385 SH DEFINED 05 219385 CVS CORP COM 126650100 870 31050 SH DEFINED 08 31050 CVS CORP COM 126650100 9 322 SH DEFINED 17 322 CV THERAPEUTICS INC COM 126667104 1712 57500 SH CALL DEFINED 08 57500 CV THERAPEUTICS INC COM 126667104 521 17500 SH PUT DEFINED 08 17500 CABLEVISION SYS CORP CL A NY CABL 12686C109 58 2797 SH DEFINED 01 2047 750 CABLEVISION SYS CORP CL A NY CABL 12686C109 28 1350 SH OTHER 01 750 600 CABLEVISION SYS CORP CL A NY CABL 12686C109 33 1600 SH DEFINED 05 1600 CABLEVISION SYS CORP CL A NY CABL 12686C109 9038 435340 SH DEFINED 08 435340 CABLEVISION SYS CORP CL A NY CABL 12686C109 2 100 SH CALL DEFINED 08 100 CABLEVISION SYS CORP CL A NY CABL 12686C109 457 22000 SH PUT DEFINED 08 22000 CABLEVISION SYS CORP CL A NY CABL 12686C109 392 18900 SH DEFINED 17 18900 CABLE DESIGN TECHNOLOGIES CO COM 126924109 295 41320 SH DEFINED 01 34420 6900 CABLE DESIGN TECHNOLOGIES CO COM 126924109 1355 189475 SH DEFINED 05 189475 CABOT CORP COM 127055101 249 8667 SH DEFINED 01 8667 CABOT CORP COM 127055101 12 425 SH OTHER 01 200 225 CABOT CORP COM 127055101 3504 122104 SH DEFINED 05 122104 CABOT CORP COM 127055101 55 1900 SH DEFINED 17 1900 CABOT CORP COM 127055101 3473 121000 SH OTHER 17 121000 CABOT MICROELECTRONICS CORP COM 12709P103 398 7889 SH DEFINED 01 4319 3570 CABOT MICROELECTRONICS CORP COM 12709P103 102 2031 SH OTHER 01 1831 200 CABOT MICROELECTRONICS CORP COM 12709P103 2422 48021 SH DEFINED 05 48021 CABOT MICROELECTRONICS CORP COM 12709P103 77 1520 SH DEFINED 08 1520 CABOT MICROELECTRONICS CORP COM 12709P103 326 6455 SH DEFINED 17 6455 CABOT OIL & GAS CORP COM 127097103 250 9039 SH DEFINED 01 684 8355 CABOT OIL & GAS CORP COM 127097103 11 395 SH OTHER 01 395 CABOT OIL & GAS CORP COM 127097103 3979 144100 SH DEFINED 05 144100 CABOT OIL & GAS CORP COM 127097103 6 200 SH DEFINED 08 200 CABOT OIL & GAS CORP COM 127097103 50 1800 SH DEFINED 17 1800 CACI INTL INC CL A 127190304 321 9366 SH DEFINED 01 9366 CACI INTL INC CL A 127190304 552 16100 SH OTHER 01 9400 6700 CACI INTL INC CL A 127190304 4190 122150 SH DEFINED 05 122150 CACI INTL INC CL A 127190304 9 250 SH DEFINED 08 250 CACI INTL INC CL A 127190304 82 2400 SH DEFINED 17 2400 CADENCE DESIGN SYSTEM INC COM 127387108 137 11342 SH DEFINED 01 11342 CADENCE DESIGN SYSTEM INC COM 127387108 41 3400 SH OTHER 01 3400 CADENCE DESIGN SYSTEM INC COM 127387108 6394 530214 SH DEFINED 05 530214 CADENCE DESIGN SYSTEM INC COM 127387108 1355 112320 SH DEFINED 08 112320 CADENCE DESIGN SYSTEM INC COM 127387108 274 22704 SH DEFINED 17 22704 CADMUS COMMUNICATIONS CORP COM 127587103 3284 369395 SH DEFINED 01 369395 CADMUS COMMUNICATIONS CORP COM 127587103 26 2932 SH OTHER 01 2932 CAL DIVE INTL INC COM 127914109 674 30950 SH DEFINED 01 18075 12875 CAL DIVE INTL INC COM 127914109 3 150 SH OTHER 01 150 CAL DIVE INTL INC COM 127914109 15507 711985 SH DEFINED 05 711985 CAL DIVE INTL INC COM 127914109 2 100 SH DEFINED 08 100 CAL DIVE INTL INC COM 127914109 50 2300 SH DEFINED 17 2300 CALIFORNIA MICRO DEVICES COR COM 130439102 22 10000 SH DEFINED 08 10000 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 130 6026 SH DEFINED 01 6026 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 324 15000 SH DEFINED 08 15000 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 756 35000 SH CALL DEFINED 08 35000 CALLAWAY GOLF CO COM 131193104 28 2150 SH DEFINED 01 450 1700 CALLAWAY GOLF CO COM 131193104 63 4770 SH OTHER 01 1700 3070 CALLAWAY GOLF CO COM 131193104 1968 148889 SH DEFINED 05 148889 CALLAWAY GOLF CO COM 131193104 1256 95000 SH CALL DEFINED 08 95000 CALLAWAY GOLF CO COM 131193104 1 100 SH PUT DEFINED 08 100 CALLAWAY GOLF CO COM 131193104 313 23700 SH DEFINED 17 23700 CALPINE CORP COM 131347106 603 91403 SH DEFINED 01 88103 3300 CALPINE CORP COM 131347106 58 8830 SH OTHER 01 8050 780 CALPINE CORP COM 131347106 1372 207870 SH DEFINED 05 207870 CALPINE CORP COM 131347106 1400 212050 SH DEFINED 08 212050 CALPINE CORP COM 131347106 380 57600 SH CALL DEFINED 08 57600 CALPINE CORP COM 131347106 2889 437800 SH PUT DEFINED 08 437800 CALPINE CORP COM 131347106 77 11600 SH PUT DEFINED 17 11600 CAMBIOR INC COM 13201L103 13 10000 SH OTHER 01 10000 CAMBREX CORP COM 132011107 65 2816 SH DEFINED 01 1516 1300 CAMBREX CORP COM 132011107 2352 102175 SH DEFINED 05 102175 CAMBREX CORP COM 132011107 1 40 SH DEFINED 08 40 CAMECO CORP COM 13321L108 43 1330 SH DEFINED 01 1330 CAMECO CORP COM 13321L108 121 3710 SH OTHER 01 3710 CAMECO CORP COM 13321L108 254 7800 SH DEFINED 17 7800 CAMPBELL SOUP CO COM 134429109 4222 172332 SH DEFINED 01 127538 44794 CAMPBELL SOUP CO COM 134429109 2250 91855 SH OTHER 01 52289 39566 CAMPBELL SOUP CO COM 134429109 7718 315040 SH DEFINED 05 315040 CAMPBELL SOUP CO COM 134429109 17 700 SH DEFINED 08 700 CAMPBELL SOUP CO COM 134429109 1470 60000 SH CALL DEFINED 08 60000 CAMPBELL SOUP CO COM 134429109 657 26800 SH DEFINED 17 26800 CANADA LIFE FINL CORP COM 135113108 14 435 SH DEFINED 01 435 CANADA LIFE FINL CORP COM 135113108 50 1521 SH OTHER 01 1521 CANADA LIFE FINL CORP COM 135113108 29050 875000 SH DEFINED 17 875000 CANADIAN NATL RY CO COM 136375102 871 18049 SH DEFINED 01 18049 CANADIAN NATL RY CO COM 136375102 178 3686 SH OTHER 01 1186 2500 CANADIAN NATL RY CO COM 136375102 157 3249 SH DEFINED 17 3249 CANADIAN PAC RY LTD COM 13645T100 148 6550 SH DEFINED 01 6550 CANADIAN PAC RY LTD COM 13645T100 121 5337 SH OTHER 01 2475 2862 CAPITAL AUTOMOTIVE REIT COM SH BEN I 139733109 269 9622 SH DEFINED 01 4000 5622 CAPITAL AUTOMOTIVE REIT COM SH BEN I 139733109 120 4280 SH OTHER 01 2880 1400 CAPITAL AUTOMOTIVE REIT COM SH BEN I 139733109 3405 121650 SH DEFINED 05 121650 CAPITAL BK CORP COM 139793103 149 10000 SH DEFINED 01 10000 CAPITAL ONE FINL CORP COM 14040H105 511 10383 SH OTHER 10383 CAPITAL ONE FINL CORP COM 14040H105 5733 116578 SH DEFINED 01 109678 6900 CAPITAL ONE FINL CORP COM 14040H105 3725 75750 SH OTHER 01 34685 41065 CAPITAL ONE FINL CORP COM 14040H105 984 20000 SH CALL DEFINED 01 20000 CAPITAL ONE FINL CORP COM 14040H105 25522 518955 SH DEFINED 05 518955 CAPITAL ONE FINL CORP COM 14040H105 6224 126562 SH DEFINED 08 126562 CAPITAL ONE FINL CORP COM 14040H105 6275 127600 SH CALL DEFINED 08 127600 CAPITAL ONE FINL CORP COM 14040H105 4623 94000 SH PUT DEFINED 08 94000 CAPITAL ONE FINL CORP COM 14040H105 693 14100 SH DEFINED 17 14100 CAPITAL ONE FINL CORP COM 14040H105 148 3018 SH OTHER 17 3018 CAPTARIS INC COM 14071N104 72 21000 SH DEFINED 01 600 20400 CAPTARIS INC COM 14071N104 2 600 SH OTHER 01 600 CAPTARIS INC COM 14071N104 566 164450 SH DEFINED 05 164450 CAPTARIS INC COM 14071N104 1 200 SH DEFINED 08 200 CARBO CERAMICS INC COM 140781105 253 6800 SH DEFINED 01 1500 5300 CARBO CERAMICS INC COM 140781105 2 50 SH OTHER 01 50 CARBO CERAMICS INC COM 140781105 2608 70000 SH DEFINED 05 70000 CARBO CERAMICS INC COM 140781105 4 100 SH DEFINED 08 100 CARAUSTAR INDS INC COM 140909102 3264 407452 SH DEFINED 01 405552 1900 CARAUSTAR INDS INC COM 140909102 908 113325 SH DEFINED 05 113325 CARDINAL HEALTH INC COM 14149Y108 57611 895979 SH DEFINED 01 877671 18308 CARDINAL HEALTH INC COM 14149Y108 10056 156388 SH OTHER 01 79023 77365 CARDINAL HEALTH INC COM 14149Y108 14274 221996 SH DEFINED 05 221996 CARDINAL HEALTH INC COM 14149Y108 5793 90095 SH DEFINED 08 90095 CARDINAL HEALTH INC COM 14149Y108 6 90 SH DEFINED 13 90 CAREER EDUCATION CORP COM 141665109 527 7720 SH DEFINED 01 7720 CAREER EDUCATION CORP COM 141665109 120 1750 SH OTHER 01 1000 750 CAREER EDUCATION CORP COM 141665109 21154 309719 SH DEFINED 05 309719 CAREER EDUCATION CORP COM 141665109 3317 48565 SH DEFINED 08 48565 CAREER EDUCATION CORP COM 141665109 277 4051 SH DEFINED 17 4051 CAREMARK RX INC COM 141705103 509 19804 SH DEFINED 01 19804 CAREMARK RX INC COM 141705103 135 5259 SH OTHER 01 4693 566 CAREMARK RX INC COM 141705103 249 9700 SH DEFINED 05 9700 CAREMARK RX INC COM 141705103 103 4000 SH DEFINED 08 4000 CAREMARK RX INC COM 141705103 84963 3308530 SH DEFINED 11 2796175 512355 CAREMARK RX INC COM 141705103 30 1160 SH DEFINED 17 1160 CARLISLE COS INC COM 142339100 938 22250 SH DEFINED 01 22250 CARLISLE COS INC COM 142339100 1193 28300 SH OTHER 01 28200 100 CARLISLE COS INC COM 142339100 2621 62171 SH DEFINED 05 62171 CARLISLE COS INC COM 142339100 72 1700 SH DEFINED 17 1700 CARMAX INC COM 143130102 6158 204243 SH DEFINED 05 204243 CARMAX INC COM 143130102 3668 121650 SH DEFINED 08 121650 CARMAX INC COM 143130102 5126 170000 SH CALL DEFINED 08 170000 CARMAX INC COM 143130102 2602 86291 SH DEFINED 17 86291 CARNIVAL CORP DBCV 2.000% 143658AN2 4 4000 PRN DEFINED 01 4000 CARNIVAL CORP DBCV 2.000% 143658AN2 3608 3250000 PRN DEFINED 17 3250000 CARNIVAL CORP NOTE 143658AS1 22158 34757000 PRN DEFINED 08 34757000 CARNIVAL CORP NOTE 143658AS1 4144 6500000 PRN DEFINED 17 6500000 CARNIVAL CORP PAIRED CTF 143658300 27945 859567 SH DEFINED 05 859567 CARNIVAL CORP PAIRED CTF 143658300 1700 52300 SH DEFINED 08 52300 CARNIVAL CORP PAIRED CTF 143658300 163 5000 SH CALL DEFINED 08 5000 CARNIVAL CORP PAIRED CTF 143658300 813 25000 SH PUT DEFINED 08 25000 CARPENTER TECHNOLOGY CORP COM 144285103 54 3490 SH DEFINED 01 3490 CARPENTER TECHNOLOGY CORP COM 144285103 234 15000 SH OTHER 01 15000 CARPENTER TECHNOLOGY CORP COM 144285103 731 46846 SH DEFINED 05 46846 CARRAMERICA RLTY CORP COM 144418100 81 2900 SH DEFINED 01 2900 CARRAMERICA RLTY CORP COM 144418100 275 9900 SH DEFINED 05 9900 CARREKER CORP COM 144433109 27 6100 SH DEFINED 01 6100 CARREKER CORP COM 144433109 23 5209 SH OTHER 01 5209 CARREKER CORP COM 144433109 404 91425 SH DEFINED 05 91425 CARREKER CORP COM 144433109 1 200 SH DEFINED 08 200 CASCADE NAT GAS CORP COM 147339105 76 4000 SH DEFINED 01 3850 150 CASCADE NAT GAS CORP COM 147339105 481 25200 SH OTHER 01 21650 3550 CASCADE NAT GAS CORP COM 147339105 938 49100 SH DEFINED 05 49100 CASEYS GEN STORES INC COM 147528103 441 31200 SH DEFINED 01 10400 20800 CASEYS GEN STORES INC COM 147528103 3305 234050 SH DEFINED 05 234050 CASH AMER INTL INC COM 14754D100 91 6900 SH DEFINED 01 100 6800 CASH AMER INTL INC COM 14754D100 1 100 SH OTHER 01 100 CASH AMER INTL INC COM 14754D100 1381 104500 SH DEFINED 05 104500 CASS INFORMATION SYS INC COM 14808P109 1090 37275 SH OTHER 01 37275 CASTLE A M & CO COM 148411101 402 61325 SH DEFINED 05 61325 CATALINA MARKETING CORP COM 148867104 161 9100 SH DEFINED 01 9100 CATALINA MARKETING CORP COM 148867104 1868 105854 SH DEFINED 05 105854 CATALINA MARKETING CORP COM 148867104 54 3040 SH DEFINED 08 3040 CATAPULT COMMUNICATIONS CORP COM 149016107 40 3816 SH DEFINED 01 216 3600 CATAPULT COMMUNICATIONS CORP COM 149016107 1 100 SH OTHER 01 100 CATAPULT COMMUNICATIONS CORP COM 149016107 602 57400 SH DEFINED 05 57400 CATAPULT COMMUNICATIONS CORP COM 149016107 1 100 SH DEFINED 08 100 CATELLUS DEV CORP COM 149111106 193 8771 SH DEFINED 01 8771 CATELLUS DEV CORP COM 149111106 622 28286 SH OTHER 01 8961 96 19229 CATELLUS DEV CORP COM 149111106 4 200 SH DEFINED 08 200 CATERPILLAR INC DEL COM 149123101 14016 251814 SH DEFINED 01 211872 39942 CATERPILLAR INC DEL COM 149123101 13883 249423 SH OTHER 01 90594 158829 CATERPILLAR INC DEL COM 149123101 11377 204405 SH DEFINED 05 204405 CATERPILLAR INC DEL COM 149123101 260 4671 SH DEFINED 08 4671 CATERPILLAR INC DEL COM 149123101 5566 100000 SH CALL DEFINED 08 100000 CATERPILLAR INC DEL COM 149123101 835 15000 SH PUT DEFINED 08 15000 CATERPILLAR INC DEL COM 149123101 390 7008 SH DEFINED 17 7008 CATHAY BANCORP INC COM 149150104 212 4750 SH DEFINED 01 4750 CATO CORP NEW CL A 149205106 942 44670 SH DEFINED 01 32445 12225 CATO CORP NEW CL A 149205106 2 100 SH OTHER 01 100 CATO CORP NEW CL A 149205106 19817 940098 SH DEFINED 05 940098 CATO CORP NEW CL A 149205106 38 1800 SH DEFINED 17 1800 CEDAR FAIR L P DEPOSITRY UN 150185106 21788 778156 SH DEFINED 01 778156 CEDAR FAIR L P DEPOSITRY UN 150185106 463 16530 SH OTHER 01 14600 1930 CELL THERAPEUTICS INC COM 150934107 146 15000 SH OTHER 01 15000 CELESTICA INC NOTE 15101QAA6 254 500000 PRN DEFINED 17 500000 CELESTICA INC SUB VTG SHS 15101Q108 780 49487 SH OTHER 49487 CELESTICA INC SUB VTG SHS 15101Q108 50 3154 SH DEFINED 01 3154 CELESTICA INC SUB VTG SHS 15101Q108 14 885 SH OTHER 01 250 635 CELESTICA INC SUB VTG SHS 15101Q108 53 3369 SH DEFINED 05 3369 CELESTICA INC SUB VTG SHS 15101Q108 484 30700 SH DEFINED 08 30700 CELGENE CORP COM 151020104 105 3450 SH DEFINED 01 3350 100 CELGENE CORP COM 151020104 84 2757 SH OTHER 01 2757 CELGENE CORP COM 151020104 36 1200 SH DEFINED 05 1200 CELGENE CORP COM 151020104 60 1987 SH DEFINED 08 1987 CELGENE CORP COM 151020104 719 23700 SH CALL DEFINED 08 23700 CELGENE CORP COM 151020104 343 11300 SH DEFINED 17 11300 CEMEX S A SPON ADR 5 O 151290889 3817 171236 SH OTHER 171236 CEMEX S A SPON ADR 5 O 151290889 7 330 SH DEFINED 01 330 CEMEX S A SPON ADR 5 O 151290889 71 3170 SH OTHER 01 385 2385 400 CENDANT CORP COM 151313103 4498 245526 SH DEFINED 01 189826 55700 CENDANT CORP COM 151313103 948 51757 SH OTHER 01 14717 37040 CENDANT CORP COM 151313103 12569 686090 SH DEFINED 05 686090 CENDANT CORP COM 151313103 286 15600 SH DEFINED 08 15600 CENDANT CORP COM 151313103 2464 134500 SH CALL DEFINED 08 134500 CENDANT CORP COM 151313103 22021 1202000 SH PUT DEFINED 08 1202000 CENDANT CORP COM 151313103 319 17431 SH DEFINED 17 17431 CENDANT CORP COM 151313103 1621 88500 SH PUT DEFINED 17 88500 CENTENE CORP DEL COM 15135B101 469 12180 SH DEFINED 01 7622 4558 CENTENE CORP DEL COM 15135B101 10324 267942 SH DEFINED 05 267942 CENTENE CORP DEL COM 15135B101 39 1000 SH DEFINED 17 1000 CENTERPOINT ENERGY INC COM 15189T107 126 15472 SH DEFINED 01 15472 CENTERPOINT ENERGY INC COM 15189T107 1198 147040 SH DEFINED 05 147040 CENTERPOINT ENERGY INC COM 15189T107 750 92000 SH DEFINED 08 92000 CENTERPOINT ENERGY INC COM 15189T107 65 8000 SH PUT DEFINED 17 8000 CENTEX CORP COM 152312104 3075 39527 SH DEFINED 01 39527 CENTEX CORP COM 152312104 1139 14640 SH OTHER 01 12280 2360 CENTEX CORP COM 152312104 2349 30195 SH DEFINED 05 30195 CENTEX CORP COM 152312104 996 12800 SH DEFINED 08 12800 CENTEX CORP COM 152312104 1315 16900 SH CALL DEFINED 08 16900 CENTEX CORP COM 152312104 739 9500 SH DEFINED 17 9500 CENTEX CORP COM 152312104 311 4000 SH CALL DEFINED 17 4000 CENTILLIUM COMMUNICATIONS IN COM 152319109 400 40891 SH DEFINED 08 40891 CENTILLIUM COMMUNICATIONS IN COM 152319109 255 26000 SH DEFINED 17 26000 CENTRAL PKG CORP COM 154785109 1733 140200 SH DEFINED 05 140200 CENTRAL VT PUB SVC CORP COM 155771108 137 7000 SH DEFINED 01 3599 3401 CENTRAL VT PUB SVC CORP COM 155771108 23 1199 SH OTHER 01 1199 CENTRAL VT PUB SVC CORP COM 155771108 1040 53200 SH DEFINED 05 53200 CENTRAL VA BANKSHARES INC COM 155792104 4 226 SH DEFINED 01 226 CENTRAL VA BANKSHARES INC COM 155792104 283 14470 SH OTHER 01 12600 1870 CENTURY ALUM CO COM 156431108 2 340 SH OTHER 01 340 CENTURY ALUM CO COM 156431108 575 82115 SH DEFINED 05 82115 CENTURY BUSINESS SVCS INC COM 156490104 418 129800 SH DEFINED 01 129800 CENTURY BUSINESS SVCS INC COM 156490104 1 350 SH DEFINED 08 350 CENTURYTEL INC DBCV 4.750% 156700AH9 2750 2350000 PRN DEFINED 08 2350000 CENTURYTEL INC COM 156700106 1114 31954 SH OTHER 31954 CENTURYTEL INC COM 156700106 56659 1625787 SH DEFINED 01 1541801 83986 CENTURYTEL INC COM 156700106 7520 215770 SH OTHER 01 111368 104402 CENTURYTEL INC COM 156700106 3389 97233 SH DEFINED 05 97233 CENTURYTEL INC COM 156700106 1004 28800 SH DEFINED 08 28800 CENTURYTEL INC COM 156700106 13 360 SH DEFINED 13 100 260 CENTURYTEL INC COM 156700106 11248 322760 SH DEFINED 17 322760 CEPHALON INC NOTE 5.250% 156708AC3 224 217000 PRN DEFINED 08 217000 CEPHALON INC NOTE 2.500% 156708AE9 528 573000 PRN DEFINED 08 573000 CEPHALON INC NOTE 2.500% 156708AE9 1440 1563000 PRN DEFINED 17 1563000 CEPHALON INC COM 156708109 552 13452 SH DEFINED 01 2652 10800 CEPHALON INC COM 156708109 17 425 SH OTHER 01 425 CEPHALON INC COM 156708109 9582 233425 SH DEFINED 05 233425 CEPHALON INC COM 156708109 3990 97200 SH CALL DEFINED 08 97200 CEPHALON INC COM 156708109 6876 167500 SH PUT DEFINED 08 167500 CEPHALON INC COM 156708109 431 10500 SH DEFINED 17 10500 CEPHALON INC COM 156708109 3625 88300 SH PUT DEFINED 17 88300 CERIDIAN CORP NEW COM 156779100 10 611 SH DEFINED 01 86 525 CERIDIAN CORP NEW COM 156779100 456 26850 SH OTHER 01 525 250 26075 CERIDIAN CORP NEW COM 156779100 4997 294484 SH DEFINED 05 294484 CERIDIAN CORP NEW COM 156779100 19 1100 SH DEFINED 17 1100 CERNER CORP COM 156782104 1878 82364 SH DEFINED 01 78164 4200 CERNER CORP COM 156782104 251 11000 SH OTHER 01 11000 CERNER CORP COM 156782104 3313 145300 SH DEFINED 05 145300 CERNER CORP COM 156782104 162 7087 SH DEFINED 08 7087 CERTEGY INC COM 156880106 5319 191664 SH DEFINED 01 92 191572 CERTEGY INC COM 156880106 5948 214348 SH OTHER 01 153996 29145 31207 CERTEGY INC COM 156880106 3619 130421 SH DEFINED 05 130421 CERTEGY INC COM 156880106 119 4300 SH DEFINED 08 4300 CHAD THERAPEUTICS INC COM 157228107 48 28800 SH DEFINED 01 28800 CHAMPION ENTERPRISES INC COM 158496109 227 43800 SH DEFINED 01 7400 36400 CHAMPION ENTERPRISES INC COM 158496109 1376 265625 SH DEFINED 05 265625 CHAMPION ENTERPRISES INC COM 158496109 2 400 SH DEFINED 08 400 CHARLES RIV LABORATORIES INC DBCV 3.500% 159863AL3 432 400000 PRN DEFINED 17 400000 CHARLES RIV LABS INTL INC COM 159864107 18 544 SH DEFINED 01 49 495 CHARLES RIV LABS INTL INC COM 159864107 14 450 SH OTHER 01 160 150 140 CHARLES RIV LABS INTL INC COM 159864107 2896 89980 SH DEFINED 05 89980 CHARLES RIV LABS INTL INC COM 159864107 79 2460 SH DEFINED 08 2460 CHARTER ONE FINL INC COM 160903100 5 150 SH DEFINED 150 CHARTER ONE FINL INC COM 160903100 1076 34507 SH OTHER 34507 CHARTER ONE FINL INC COM 160903100 3498 112179 SH DEFINED 01 85066 27113 CHARTER ONE FINL INC COM 160903100 1349 43268 SH OTHER 01 29239 14029 CHARTER ONE FINL INC COM 160903100 25731 825237 SH DEFINED 05 825237 CHARTER ONE FINL INC COM 160903100 346 11107 SH DEFINED 08 11107 CHARTER ONE FINL INC COM 160903100 41 1325 SH DEFINED 17 1325 CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 373 19600 SH DEFINED 17 19600 CHARTER COMMUNICATIONS INC D CL A 16117M107 58 15445 SH DEFINED 01 15445 CHARTER COMMUNICATIONS INC D CL A 16117M107 245 65760 SH OTHER 01 59760 6000 CHARTER COMMUNICATIONS INC D CL A 16117M107 11 3000 SH DEFINED 08 3000 CHARTER COMMUNICATIONS INC D CL A 16117M107 336 90000 SH CALL DEFINED 08 90000 CHARTER COMMUNICATIONS INC D CL A 16117M107 119 32000 SH PUT DEFINED 08 32000 CHARTER COMMUNICATIONS INC D CL A 16117M107 56 15048 SH DEFINED 17 15048 CHATEAU CMNTYS INC COM 161726104 126 4270 SH DEFINED 01 4270 CHATEAU CMNTYS INC COM 161726104 16 550 SH OTHER 01 550 CHATEAU CMNTYS INC COM 161726104 8862 299500 SH DEFINED 17 299500 CHATTEM INC COM 162456107 372 19800 SH DEFINED 17 19800 CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 167 14800 SH DEFINED 01 14800 CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 57 5000 SH DEFINED 17 5000 CHECKFREE CORP NEW COM 162813109 70000 2500000 SH DEFINED 2500000 CHECKFREE CORP NEW COM 162813109 214 7658 SH DEFINED 01 7658 CHECKFREE CORP NEW COM 162813109 59 2110 SH OTHER 01 1660 450 CHECKFREE CORP NEW COM 162813109 4379 156392 SH DEFINED 05 156392 CHECKFREE CORP NEW COM 162813109 140000 5000000 SH DEFINED 15 5000000 CHECKPOINT SYS INC COM 162825103 173 12200 SH DEFINED 01 3200 9000 CHECKPOINT SYS INC COM 162825103 3 200 SH OTHER 01 200 CHECKPOINT SYS INC COM 162825103 2045 144500 SH DEFINED 05 144500 CHECKPOINT SYS INC COM 162825103 52 3700 SH DEFINED 17 3700 CHEESECAKE FACTORY INC COM 163072101 138 3856 SH DEFINED 01 3356 500 CHEESECAKE FACTORY INC COM 163072101 133 3700 SH OTHER 01 3500 200 CHEESECAKE FACTORY INC COM 163072101 3647 101753 SH DEFINED 05 101753 CHEESECAKE FACTORY INC COM 163072101 137 3815 SH DEFINED 08 3815 CHEESECAKE FACTORY INC COM 163072101 319 8900 SH DEFINED 17 8900 CHESAPEAKE CORP COM 165159104 914 41822 SH DEFINED 01 41822 CHESAPEAKE CORP COM 165159104 1418 64916 SH OTHER 01 51716 13200 CHESAPEAKE CORP COM 165159104 1528 69950 SH DEFINED 05 69950 CHESAPEAKE CORP COM 165159104 138 6325 SH DEFINED 17 6325 CHESAPEAKE ENERGY CORP COM 165167107 34 3357 SH DEFINED 01 3357 CHESAPEAKE ENERGY CORP COM 165167107 3990 395000 SH DEFINED 08 395000 CHESAPEAKE ENERGY CORP COM 165167107 725 71746 SH DEFINED 17 71746 CHEVRONTEXACO CORP COM 166764100 722 10000 SH DEFINED 10000 CHEVRONTEXACO CORP COM 166764100 1805 24995 SH OTHER 24995 CHEVRONTEXACO CORP COM 166764100 255858 3543744 SH DEFINED 01 3440023 103721 CHEVRONTEXACO CORP COM 166764100 121134 1677763 SH OTHER 01 1014419 663344 CHEVRONTEXACO CORP COM 166764100 52470 726733 SH DEFINED 05 726733 CHEVRONTEXACO CORP COM 166764100 2231 30900 SH DEFINED 08 30900 CHEVRONTEXACO CORP COM 166764100 2166 30000 SH CALL DEFINED 08 30000 CHEVRONTEXACO CORP COM 166764100 65 900 SH DEFINED 13 600 300 CHEVRONTEXACO CORP COM 166764100 1235 17100 SH DEFINED 17 17100 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY 167250109 3843 169449 SH DEFINED 05 169449 CHICOS FAS INC COM 168615102 248 11796 SH DEFINED 01 11796 CHICOS FAS INC COM 168615102 23 1075 SH OTHER 01 150 925 CHICOS FAS INC COM 168615102 3569 169535 SH DEFINED 05 169535 CHICOS FAS INC COM 168615102 168 7965 SH DEFINED 08 7965 CHICOS FAS INC COM 168615102 105 5000 SH CALL DEFINED 08 5000 CHICOS FAS INC COM 168615102 29 1400 SH DEFINED 17 1400 CHILDRENS PL RETAIL STORES I COM 168905107 145 7200 SH DEFINED 01 4100 3100 CHILDRENS PL RETAIL STORES I COM 168905107 2192 108925 SH DEFINED 05 108925 CHILDRENS PL RETAIL STORES I COM 168905107 149 7410 SH DEFINED 17 7410 CHIRON CORP NOTE 170040AE9 136 235000 PRN DEFINED 08 235000 CHIRON CORP COM 170040109 627 14306 SH DEFINED 01 14306 CHIRON CORP COM 170040109 308 7033 SH OTHER 01 2450 4583 CHIRON CORP COM 170040109 3943 89895 SH DEFINED 05 89895 CHIRON CORP COM 170040109 2522 57500 SH CALL DEFINED 08 57500 CHIRON CORP COM 170040109 877 20000 SH CALL DEFINED 17 20000 CHITTENDEN CORP COM 170228100 45 1637 SH DEFINED 01 1637 CHITTENDEN CORP COM 170228100 2 70 SH OTHER 01 20 50 CHITTENDEN CORP COM 170228100 3871 141525 SH DEFINED 05 141525 CHITTENDEN CORP COM 170228100 8 300 SH DEFINED 08 300 CHOICEPOINT INC COM 170388102 1346 38991 SH DEFINED 01 98 38893 CHOICEPOINT INC COM 170388102 5311 153847 SH OTHER 01 61115 25852 66880 CHOICEPOINT INC COM 170388102 5930 171779 SH DEFINED 05 171779 CHOICEPOINT INC COM 170388102 177 5140 SH DEFINED 08 5140 CHOICEPOINT INC COM 170388102 101 2928 SH DEFINED 17 2928 CHORDIANT SOFTWARE INC COM 170404107 357 190000 SH DEFINED 17 190000 CHRISTOPHER & BANKS CORP COM 171046105 518 13995 SH DEFINED 01 2820 9650 1525 CHRISTOPHER & BANKS CORP COM 171046105 28 750 SH OTHER 01 750 CHRISTOPHER & BANKS CORP COM 171046105 4173 112825 SH DEFINED 05 112825 CHRISTOPHER & BANKS CORP COM 171046105 22 600 SH DEFINED 08 600 CHRISTOPHER & BANKS CORP COM 171046105 15 400 SH DEFINED 17 400 CHUBB CORP COM 171232101 9926 165438 SH DEFINED 01 146635 18803 CHUBB CORP COM 171232101 8793 146550 SH OTHER 01 104301 42249 CHUBB CORP COM 171232101 5326 88760 SH DEFINED 05 88760 CHUBB CORP COM 171232101 2631 43852 SH DEFINED 08 43852 CHUBB CORP COM 171232101 177 2956 SH DEFINED 17 2956 CHURCH & DWIGHT INC COM 171340102 59 1800 SH DEFINED 01 1800 CHURCH & DWIGHT INC COM 171340102 432 13200 SH OTHER 01 10800 2400 CHURCH & DWIGHT INC COM 171340102 5721 174808 SH DEFINED 05 174808 CHURCH & DWIGHT INC COM 171340102 70 2130 SH DEFINED 08 2130 CHURCHILL DOWNS INC COM 171484108 827 21515 SH DEFINED 01 21515 CHURCHILL DOWNS INC COM 171484108 38 1000 SH DEFINED 17 1000 CIBER INC COM 17163B102 161 22900 SH DEFINED 01 5200 17700 CIBER INC COM 17163B102 9 1350 SH OTHER 01 1350 CIBER INC COM 17163B102 1939 276225 SH DEFINED 05 276225 CIENA CORP NOTE 3.750% 171779AA9 1028 1238000 PRN DEFINED 17 1238000 CIENA CORP COM 171779101 415 80331 SH DEFINED 01 74074 6257 CIENA CORP COM 171779101 278 53733 SH OTHER 01 39713 14020 CIENA CORP COM 171779101 1121 216790 SH DEFINED 05 216790 CIENA CORP COM 171779101 146 28228 SH DEFINED 08 28228 CIENA CORP COM 171779101 38 7300 SH DEFINED 17 7300 CIENA CORP COM 171779101 348 67300 SH PUT DEFINED 17 67300 CIMA LABS INC COM 171796105 250 9300 SH DEFINED 01 1900 7400 CIMA LABS INC COM 171796105 1806 67150 SH DEFINED 05 67150 CIMA LABS INC COM 171796105 110 4100 SH DEFINED 08 4100 CIMA LABS INC COM 171796105 110 4100 SH DEFINED 17 4100 CIMAREX ENERGY CO COM 171798101 4133 174000 SH DEFINED 05 174000 CINCINNATI BELL INC NEW COM 171871106 1 99 SH DEFINED 01 99 CINCINNATI BELL INC NEW COM 171871106 2893 431724 SH DEFINED 05 431724 CINCINNATI BELL INC NEW COM 171871106 766 114300 SH DEFINED 17 114300 CINCINNATI BELL INC NEW PFD CV DEP1/ 171871403 217 5300 SH DEFINED 17 5300 CINCINNATI FINL CORP COM 172062101 3032 81847 SH DEFINED 01 81847 CINCINNATI FINL CORP COM 172062101 217 5866 SH OTHER 01 5391 475 CINCINNATI FINL CORP COM 172062101 3017 81455 SH DEFINED 05 81455 CINCINNATI FINL CORP COM 172062101 270 7284 SH DEFINED 08 7284 CINCINNATI FINL CORP COM 172062101 78 2100 SH DEFINED 17 2100 CINERGY CORP COM 172474108 3199 86952 SH DEFINED 01 78552 8400 CINERGY CORP COM 172474108 2152 58481 SH OTHER 01 40300 18181 CINERGY CORP COM 172474108 3118 84755 SH DEFINED 05 84755 CINERGY CORP COM 172474108 938 25500 SH DEFINED 08 25500 CINERGY CORP COM 172474108 199 5420 SH DEFINED 17 5420 CIRCUIT CITY STORE INC COM 172737108 328 37253 SH DEFINED 01 37153 100 CIRCUIT CITY STORE INC COM 172737108 177 20080 SH OTHER 01 17810 2270 CIRCUIT CITY STORE INC COM 172737108 889 101000 SH DEFINED 05 101000 CIRCUIT CITY STORE INC COM 172737108 1159 131700 SH DEFINED 08 131700 CIRCUIT CITY STORE INC COM 172737108 880 100000 SH CALL DEFINED 08 100000 CIRCUIT CITY STORE INC COM 172737108 293 33300 SH DEFINED 17 33300 CISCO SYS INC COM 17275R102 1064 63397 SH DEFINED 63397 CISCO SYS INC COM 17275R102 2030 120925 SH OTHER 120925 CISCO SYS INC COM 17275R102 198618 11829564 SH DEFINED 01 11130608 698956 CISCO SYS INC COM 17275R102 79406 4729368 SH OTHER 01 2958209 1771159 CISCO SYS INC COM 17275R102 1091 65000 SH CALL DEFINED 01 65000 CISCO SYS INC COM 17275R102 77654 4625039 SH DEFINED 05 4625039 CISCO SYS INC COM 17275R102 6611 393722 SH DEFINED 08 393722 CISCO SYS INC COM 17275R102 26108 1555000 SH CALL DEFINED 08 1555000 CISCO SYS INC COM 17275R102 25185 1500000 SH PUT DEFINED 08 1500000 CISCO SYS INC COM 17275R102 802258 47781891 SH DEFINED 11 42941101 4840790 CISCO SYS INC COM 17275R102 22 1340 SH DEFINED 13 1340 CISCO SYS INC COM 17275R102 54 3200 SH OTHER 13 2940 260 CISCO SYS INC COM 17275R102 11789 702143 SH DEFINED 17 702143 CISCO SYS INC COM 17275R102 5907 351843 SH OTHER 17 351843 CISCO SYS INC COM 17275R102 12577 749100 SH CALL DEFINED 17 749100 CISCO SYS INC COM 17275R102 17504 1042500 SH PUT DEFINED 17 1042500 CIRRUS LOGIC INC COM 172755100 10 2590 SH DEFINED 01 2590 CIRRUS LOGIC INC COM 172755100 362 90625 SH DEFINED 08 90625 CINTAS CORP COM 172908105 1210 34144 SH DEFINED 01 34144 CINTAS CORP COM 172908105 247 6980 SH OTHER 01 5700 1280 CINTAS CORP COM 172908105 2998 84610 SH DEFINED 05 84610 CINTAS CORP COM 172908105 128 3600 SH DEFINED 08 3600 CINTAS CORP COM 172908105 152 4300 SH DEFINED 17 4300 CITIGROUP INC COM 172967101 13 300 SH DEFINED 300 CITIGROUP INC COM 172967101 4280 99996 SH OTHER 99996 CITIGROUP INC COM 172967101 604561 14125254 SH DEFINED 01 13616105 509149 CITIGROUP INC COM 172967101 182080 4254214 SH OTHER 01 2568061 1686153 CITIGROUP INC COM 172967101 209558 4896216 SH DEFINED 05 4896216 CITIGROUP INC COM 172967101 19863 464088 SH DEFINED 08 464088 CITIGROUP INC COM 172967101 986165 23041237 SH DEFINED 11 20466479 2574758 CITIGROUP INC COM 172967101 118 2750 SH DEFINED 13 1700 1050 CITIGROUP INC COM 172967101 16744 391220 SH DEFINED 17 391220 CITIGROUP INC COM 172967101 11012 257300 SH OTHER 17 257300 CITIZENS COMMUNICATIONS CO COM 17453B101 2281 176956 SH DEFINED 01 124685 52271 CITIZENS COMMUNICATIONS CO COM 17453B101 192 14914 SH OTHER 01 314 14600 CITIZENS COMMUNICATIONS CO COM 17453B101 4610 357659 SH DEFINED 05 357659 CITIZENS COMMUNICATIONS CO COM 17453B101 1411 109500 SH DEFINED 08 109500 CITIZENS COMMUNICATIONS CO COM 17453B101 28 2200 SH DEFINED 17 2200 CITRIX SYS INC SDCV 177376AB6 221 490000 PRN DEFINED 17 490000 CITRIX SYS INC SDCV 177376AB6 40857 90542000 PRN OTHER 17 90542000 CITRIX SYS INC COM 177376100 747 36689 SH DEFINED 01 33109 2280 1300 CITRIX SYS INC COM 177376100 178 8730 SH OTHER 01 8730 CITRIX SYS INC COM 177376100 10355 508584 SH DEFINED 05 508584 CITRIX SYS INC COM 177376100 360 17700 SH DEFINED 08 17700 CITRIX SYS INC COM 177376100 821 40302 SH DEFINED 17 40302 CITY NATL CORP COM 178566105 959 21523 SH DEFINED 01 20076 1447 CITY NATL CORP COM 178566105 25305 567881 SH DEFINED 05 567881 CITY NATL CORP COM 178566105 22 500 SH DEFINED 17 500 CLAIRES STORES INC COM 179584107 145 5700 SH DEFINED 01 5700 CLAIRES STORES INC COM 179584107 5 200 SH OTHER 01 200 CLAIRES STORES INC COM 179584107 2440 96207 SH DEFINED 05 96207 CLAIRES STORES INC COM 179584107 1227 48390 SH DEFINED 08 48390 CLAIRES STORES INC COM 179584107 486 19156 SH DEFINED 17 19156 CLARCOR INC COM 179895107 376 9746 SH DEFINED 01 9746 CLARCOR INC COM 179895107 353 9155 SH OTHER 01 2455 6700 CLARCOR INC COM 179895107 4290 111285 SH DEFINED 05 111285 CLARCOR INC COM 179895107 8 200 SH DEFINED 08 200 CLAYTON HOMES INC COM 184190106 897 71463 SH DEFINED 01 71463 CLAYTON HOMES INC COM 184190106 30 2425 SH OTHER 01 2000 425 CLAYTON HOMES INC COM 184190106 3369 268452 SH DEFINED 05 268452 CLEAR CHANNEL COMMUNICATIONS COM 184502102 424 9997 SH OTHER 9997 CLEAR CHANNEL COMMUNICATIONS COM 184502102 118672 2799530 SH DEFINED 01 2736284 63246 CLEAR CHANNEL COMMUNICATIONS COM 184502102 26814 632561 SH OTHER 01 390281 242280 CLEAR CHANNEL COMMUNICATIONS COM 184502102 33963 801210 SH DEFINED 05 801210 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1413 33336 SH DEFINED 08 33336 CLEAR CHANNEL COMMUNICATIONS COM 184502102 13353 315000 SH CALL DEFINED 08 315000 CLEAR CHANNEL COMMUNICATIONS COM 184502102 19991 471600 SH PUT DEFINED 08 471600 CLEAR CHANNEL COMMUNICATIONS COM 184502102 372391 8784881 SH DEFINED 11 7643866 1141015 CLEAR CHANNEL COMMUNICATIONS COM 184502102 25 600 SH DEFINED 13 400 200 CLEAR CHANNEL COMMUNICATIONS COM 184502102 165 3900 SH DEFINED 17 3900 CLEVELAND CLIFFS INC COM 185896107 97 5418 SH DEFINED 01 718 4700 CLEVELAND CLIFFS INC COM 185896107 25 SH OTHER 01 25 CLEVELAND CLIFFS INC COM 185896107 846 47400 SH DEFINED 05 47400 CLOROX CO DEL COM 189054109 11717 274732 SH DEFINED 01 235536 39196 CLOROX CO DEL COM 189054109 9394 220257 SH OTHER 01 143530 76727 CLOROX CO DEL COM 189054109 9128 214018 SH DEFINED 05 214018 CLOROX CO DEL COM 189054109 1506 35302 SH DEFINED 08 35302 CLOROX CO DEL COM 189054109 380 8900 SH CALL DEFINED 08 8900 CLOROX CO DEL COM 189054109 43 1000 SH PUT DEFINED 08 1000 CLOROX CO DEL COM 189054109 354 8300 SH DEFINED 17 8300 COACH INC COM 189754104 575 11551 SH DEFINED 01 11551 COACH INC COM 189754104 47 939 SH OTHER 01 364 575 COACH INC COM 189754104 8930 179531 SH DEFINED 05 179531 COACH INC COM 189754104 407 8190 SH DEFINED 08 8190 COACH INC COM 189754104 220 4425 SH DEFINED 17 4425 COACHMEN INDS INC COM 189873102 37 3100 SH DEFINED 01 3100 COACHMEN INDS INC COM 189873102 1 50 SH OTHER 01 50 COACHMEN INDS INC COM 189873102 805 67400 SH DEFINED 05 67400 COCA COLA BOTTLING CO CONS COM 191098102 174 3187 SH DEFINED 01 3187 COCA COLA BOTTLING CO CONS COM 191098102 94 1725 SH OTHER 01 1725 COCA COLA BOTTLING CO CONS COM 191098102 1916 35100 SH DEFINED 05 35100 COCA COLA BOTTLING CO CONS COM 191098102 5 100 SH DEFINED 08 100 COCA COLA CO COM 191216100 9 200 SH DEFINED 200 COCA COLA CO COM 191216100 827 17824 SH OTHER 17824 COCA COLA CO COM 191216100 368300 7935797 SH DEFINED 01 7309596 626201 COCA COLA CO COM 191216100 265243 5715210 SH OTHER 01 3594953 2120257 COCA COLA CO COM 191216100 59530 1282705 SH DEFINED 05 1282705 COCA COLA CO COM 191216100 10360 223228 SH DEFINED 08 223228 COCA COLA CO COM 191216100 4641 100000 SH CALL DEFINED 08 100000 COCA COLA CO COM 191216100 14387 310000 SH PUT DEFINED 08 310000 COCA COLA CO COM 191216100 44 950 SH DEFINED 13 150 800 COCA COLA CO COM 191216100 2399 51700 SH DEFINED 17 51700 COCA COLA CO COM 191216100 16244 350000 SH PUT DEFINED 17 350000 COCA COLA ENTERPRISES INC COM 191219104 29267 1612527 SH DEFINED 01 1611027 1500 COCA COLA ENTERPRISES INC COM 191219104 87 4790 SH OTHER 01 3300 1490 COCA COLA ENTERPRISES INC COM 191219104 4031 222070 SH DEFINED 05 222070 COCA COLA ENTERPRISES INC COM 191219104 40 2200 SH DEFINED 08 2200 COCA COLA ENTERPRISES INC COM 191219104 224 12336 SH DEFINED 17 12336 COGNEX CORP COM 192422103 391 17504 SH DEFINED 01 11561 5943 COGNEX CORP COM 192422103 27 1200 SH OTHER 01 1200 COGNEX CORP COM 192422103 11439 512273 SH DEFINED 05 512273 COGNEX CORP COM 192422103 7 300 SH DEFINED 08 300 COGNEX CORP COM 192422103 29 1300 SH DEFINED 17 1300 COGNOS INC COM 19244C109 8 297 SH DEFINED 01 297 COGNOS INC COM 19244C109 246 9100 SH DEFINED 08 9100 COGNOS INC COM 19244C109 573 21182 SH DEFINED 17 21182 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 167 6831 SH DEFINED 01 4344 2487 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 28 1150 SH OTHER 01 797 353 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4784 196130 SH DEFINED 05 196130 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 444 18200 SH DEFINED 17 18200 COHERENT INC COM 192479103 178 7335 SH DEFINED 01 7335 COHERENT INC COM 192479103 130 5375 SH OTHER 01 3500 1875 COHERENT INC COM 192479103 2803 115475 SH DEFINED 05 115475 COHERENT INC COM 192479103 49 2000 SH DEFINED 17 2000 COHU INC COM 192576106 12 765 SH DEFINED 01 765 COHU INC COM 192576106 2 100 SH OTHER 01 100 COHU INC COM 192576106 1269 81325 SH DEFINED 05 81325 COHU INC COM 192576106 162 10400 SH DEFINED 17 10400 COINSTAR INC COM 19259P300 72 3800 SH DEFINED 01 700 3100 COINSTAR INC COM 19259P300 1680 88725 SH DEFINED 05 88725 COINSTAR INC COM 19259P300 4 200 SH DEFINED 08 200 COLGATE PALMOLIVE CO COM 194162103 1423 24550 SH OTHER 24550 COLGATE PALMOLIVE CO COM 194162103 51819 894200 SH DEFINED 01 824197 70003 COLGATE PALMOLIVE CO COM 194162103 46638 804789 SH OTHER 01 386976 417813 COLGATE PALMOLIVE CO COM 194162103 18462 318586 SH DEFINED 05 318586 COLGATE PALMOLIVE CO COM 194162103 2052 35411 SH DEFINED 08 35411 COLGATE PALMOLIVE CO COM 194162103 3187 55000 SH CALL DEFINED 08 55000 COLONIAL BANCGROUP INC COM 195493309 97 6972 SH DEFINED 01 6622 350 COLONIAL BANCGROUP INC COM 195493309 77 5562 SH OTHER 01 5562 COLONIAL BANCGROUP INC COM 195493309 3428 247152 SH DEFINED 05 247152 COLONIAL PPTYS TR COM SH BEN I 195872106 348 9900 SH DEFINED 01 3100 6800 COLONIAL PPTYS TR COM SH BEN I 195872106 4 125 SH OTHER 01 125 COLONIAL PPTYS TR COM SH BEN I 195872106 3824 108675 SH DEFINED 05 108675 COLUMBIA BANCORP COM 197227101 95 3960 SH DEFINED 01 3960 COLUMBIA BANCORP COM 197227101 204 8509 SH OTHER 01 8509 COLUMBIA SPORTSWEAR CO COM 198516106 318 6195 SH DEFINED 01 5645 550 COLUMBIA SPORTSWEAR CO COM 198516106 42 825 SH OTHER 01 825 COLUMBIA SPORTSWEAR CO COM 198516106 9099 177016 SH DEFINED 05 177016 COLUMBIA SPORTSWEAR CO COM 198516106 4 85 SH DEFINED 17 85 COMCAST CORP NEW CL A 20030N101 39919 1322686 SH DEFINED 05 1322686 COMCAST CORP NEW CL A 20030N101 6679 221292 SH DEFINED 08 221292 COMCAST CORP NEW CL A 20030N101 72 2400 SH DEFINED 17 2400 COMCAST CORP NEW CL A SPL 20030N200 746 25745 SH OTHER 25745 COMCAST CORP NEW CL A SPL 20030N200 1311 45223 SH DEFINED 01 45223 COMCAST CORP NEW CL A SPL 20030N200 30190 1041405 SH DEFINED 05 1041405 COMCAST CORP NEW CL A SPL 20030N200 3836 132316 SH DEFINED 08 132316 COMCAST CORP NEW CL A SPL 20030N200 1925 66400 SH CALL DEFINED 08 66400 COMCAST CORP NEW CL A SPL 20030N200 2029 70000 SH PUT DEFINED 08 70000 COMCAST CORP NEW CL A SPL 20030N200 13288 458357 SH DEFINED 17 458357 COMCAST CORP NEW CL A SPL 20030N200 2899 100000 SH CALL DEFINED 17 100000 COMCAST HOLDINGS CORP ZONES CV2% P 200300507 17768 550961 SH DEFINED 08 550961 COMCAST HOLDINGS CORP ZONES CV2% P 200300507 258 8000 SH DEFINED 17 8000 COMERICA INC COM 200340107 1193 25661 SH OTHER 25661 COMERICA INC COM 200340107 6965 149778 SH DEFINED 01 145828 3950 COMERICA INC COM 200340107 1299 27941 SH OTHER 01 14083 13858 COMERICA INC COM 200340107 11267 242292 SH DEFINED 05 242292 COMERICA INC COM 200340107 1850 39795 SH DEFINED 08 39795 COMFORCE CORP COM 20038K109 13 30000 SH OTHER 01 30000 COMMERCE BANCORP INC NJ COM 200519106 484 13034 SH DEFINED 01 9659 3375 COMMERCE BANCORP INC NJ COM 200519106 61 1650 SH OTHER 01 1650 COMMERCE BANCORP INC NJ COM 200519106 5052 136163 SH DEFINED 05 136163 COMMERCE BANCORP INC NJ COM 200519106 1286 34650 SH DEFINED 08 34650 COMMERCE BANCORP INC NJ COM 200519106 979 26401 SH DEFINED 17 26401 COMMERCE BANCSHARES INC COM 200525103 8798 226062 SH DEFINED 01 219640 6422 COMMERCE BANCSHARES INC COM 200525103 10866 279194 SH OTHER 01 111211 167983 COMMERCE BANCSHARES INC COM 200525103 54 1400 SH DEFINED 05 1400 COMMERCIAL CAP BANCORP INC COM 20162L105 164 10600 SH DEFINED 17 10600 COMMERCIAL FEDERAL CORPORATI COM 201647104 225 10600 SH DEFINED 01 1900 8700 COMMERCIAL FEDERAL CORPORATI COM 201647104 3995 188450 SH DEFINED 05 188450 COMMERCIAL METALS CO COM 201723103 395 22200 SH DEFINED 01 4700 17500 COMMERCIAL METALS CO COM 201723103 2467 138700 SH DEFINED 05 138700 COMMERCIAL NET LEASE RLTY IN COM 202218103 69 4000 SH DEFINED 01 4000 COMMERCIAL NET LEASE RLTY IN COM 202218103 568 32927 SH OTHER 01 30016 2911 COMMONWEALTH INDS INC DEL COM 203004106 55 11200 SH DEFINED 01 11200 COMMONWEALTH INDS INC DEL COM 203004106 388 79400 SH DEFINED 05 79400 COMMONWEALTH TEL ENTERPRISES COM 203349105 631 14371 SH DEFINED 01 13007 1364 COMMONWEALTH TEL ENTERPRISES COM 203349105 19541 444719 SH DEFINED 05 444719 COMMONWEALTH TEL ENTERPRISES COM 203349105 769 17500 SH DEFINED 17 17500 COMMSCOPE INC NOTE 4.000% 203372AB3 245 271000 PRN DEFINED 17 271000 COMMSCOPE INC COM 203372107 96 10108 SH DEFINED 01 10108 COMMSCOPE INC COM 203372107 10 1000 SH OTHER 01 1000 COMMSCOPE INC COM 203372107 1109 116693 SH DEFINED 05 116693 COMMUNITY BK SYS INC COM 203607106 58 1532 SH DEFINED 01 1532 COMMUNITY BK SYS INC COM 203607106 91 2393 SH OTHER 01 2393 COMMUNITY BK SYS INC COM 203607106 27 700 SH DEFINED 05 700 COMMUNITY BK SYS INC COM 203607106 49 1300 SH DEFINED 17 1300 COMMUNITY HEALTH SYS INC NEW NOTE 4.250% 203668AA6 1298 1300000 PRN DEFINED 08 1300000 COMMUNITY HEALTH SYS INC NEW COM 203668108 64 3325 SH DEFINED 01 3325 COMMUNITY HEALTH SYS INC NEW COM 203668108 6 300 SH OTHER 01 300 COMMUNITY HEALTH SYS INC NEW COM 203668108 8931 462976 SH DEFINED 05 462976 COMMUNITY HEALTH SYS INC NEW COM 203668108 27 1400 SH DEFINED 17 1400 COMMUNITY FIRST BANKSHARES I COM 203902101 436 16000 SH DEFINED 01 5305 10695 COMMUNITY FIRST BANKSHARES I COM 203902101 3 105 SH OTHER 01 105 COMMUNITY FIRST BANKSHARES I COM 203902101 4451 163460 SH DEFINED 05 163460 COMMUNITY FIRST BANKSHARES I COM 203902101 8 300 SH DEFINED 08 300 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 4317 212154 SH DEFINED 212154 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 1058 52004 SH OTHER 52004 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 9205 452338 SH DEFINED 11 437725 14613 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 425 15300 SH OTHER 15300 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 10 350 SH OTHER 01 350 COMPANHIA VALE DO RIO DOCE SPONSORED AD 204412209 939 31675 SH OTHER 31675 COMPASS BANCSHARES INC COM 20449H109 3039 87510 SH DEFINED 01 84510 3000 COMPASS BANCSHARES INC COM 20449H109 193 5550 SH OTHER 01 5100 450 COMPASS BANCSHARES INC COM 20449H109 8725 251210 SH DEFINED 05 251210 COMPASS BANCSHARES INC COM 20449H109 3 SH DEFINED 17 3 COMPUTER ASSOC INTL INC NOTE 5.000% 204912AR0 16217 13500000 PRN DEFINED 01 13500000 COMPUTER ASSOC INTL INC COM 204912109 120717 5418162 SH DEFINED 01 5396191 21971 COMPUTER ASSOC INTL INC COM 204912109 1644 73788 SH OTHER 01 37119 9115 27554 COMPUTER ASSOC INTL INC COM 204912109 17334 778000 SH CALL DEFINED 01 778000 COMPUTER ASSOC INTL INC COM 204912109 9692 435000 SH PUT DEFINED 01 435000 COMPUTER ASSOC INTL INC COM 204912109 5908 265170 SH DEFINED 05 265170 COMPUTER ASSOC INTL INC COM 204912109 5641 253184 SH DEFINED 08 253184 COMPUTER ASSOC INTL INC COM 204912109 16075 721500 SH CALL DEFINED 08 721500 COMPUTER ASSOC INTL INC COM 204912109 468 21000 SH PUT DEFINED 08 21000 COMPUTER ASSOC INTL INC COM 204912109 804 36100 SH DEFINED 17 36100 COMPUTER ASSOC INTL INC COM 204912109 149 6700 SH PUT DEFINED 17 6700 COMPUTER PROGRAMS & SYS INC COM 205306103 1 53 SH DEFINED 01 53 COMPUTER PROGRAMS & SYS INC COM 205306103 2343 117092 SH DEFINED 05 117092 COMPUTER SCIENCES CORP COM 205363104 1188 31173 SH DEFINED 01 27573 3600 COMPUTER SCIENCES CORP COM 205363104 1012 26560 SH OTHER 01 4870 21690 COMPUTER SCIENCES CORP COM 205363104 4123 108160 SH DEFINED 05 108160 COMPUTER SCIENCES CORP COM 205363104 543 14244 SH DEFINED 08 14244 COMPUTER SCIENCES CORP COM 205363104 381 10000 SH CALL DEFINED 08 10000 COMPUTER SCIENCES CORP COM 205363104 629 16504 SH DEFINED 17 16504 COMPUWARE CORP COM 205638109 156 27351 SH DEFINED 01 25251 1600 500 COMPUWARE CORP COM 205638109 8 1375 SH OTHER 01 1375 COMPUWARE CORP COM 205638109 1114 194675 SH DEFINED 05 194675 COMPUWARE CORP COM 205638109 116 20212 SH DEFINED 08 20212 COMPUWARE CORP COM 205638109 286 50000 SH PUT DEFINED 08 50000 COMPUWARE CORP COM 205638109 572 100000 SH DEFINED 17 100000 COMSTOCK RES INC COM NEW 205768203 16 1200 SH DEFINED 01 1200 COMSTOCK RES INC COM NEW 205768203 408 29800 SH DEFINED 17 29800 COMVERSE TECHNOLOGY INC DBCV 1.500% 205862AJ4 207 221000 PRN DEFINED 17 221000 COMVERSE TECHNOLOGY INC COM PAR $0.1 205862402 144 9578 SH DEFINED 01 9378 200 COMVERSE TECHNOLOGY INC COM PAR $0.1 205862402 38 2545 SH OTHER 01 1875 670 COMVERSE TECHNOLOGY INC COM PAR $0.1 205862402 1287 85770 SH DEFINED 05 85770 COMVERSE TECHNOLOGY INC COM PAR $0.1 205862402 395 26300 SH DEFINED 17 26300 COMVERSE TECHNOLOGY INC COM PAR $0.1 205862402 192 12800 SH PUT DEFINED 17 12800 CONAGRA FOODS INC COM 205887102 59755 2531998 SH DEFINED 01 2491928 40070 CONAGRA FOODS INC COM 205887102 6262 265347 SH OTHER 01 64294 201053 CONAGRA FOODS INC COM 205887102 9264 392523 SH DEFINED 05 392523 CONAGRA FOODS INC COM 205887102 1330 56340 SH DEFINED 08 56340 CONAGRA FOODS INC COM 205887102 739 31300 SH DEFINED 17 31300 CONCERTO SOFTWARE INC COM 20602T106 454 49450 SH DEFINED 05 49450 CONCORD CAMERA CORP COM 206156101 7 1000 SH DEFINED 01 1000 CONCORD CAMERA CORP COM 206156101 1 150 SH OTHER 01 150 CONCORD CAMERA CORP COM 206156101 756 108550 SH DEFINED 05 108550 CONCORD COMMUNICATIONS INC COM 206186108 24 1744 SH DEFINED 01 1744 CONCORD COMMUNICATIONS INC COM 206186108 25 SH OTHER 01 25 CONCORD COMMUNICATIONS INC COM 206186108 926 67200 SH DEFINED 05 67200 CONCORD COMMUNICATIONS INC COM 206186108 5 350 SH DEFINED 08 350 CONCORD EFS INC COM 206197105 618 42014 SH DEFINED 01 23289 18725 CONCORD EFS INC COM 206197105 684 46470 SH OTHER 01 43085 3385 CONCORD EFS INC COM 206197105 4483 304525 SH DEFINED 05 304525 CONCORD EFS INC COM 206197105 112 7600 SH DEFINED 08 7600 CONCORD EFS INC COM 206197105 574 39000 SH CALL DEFINED 08 39000 CONCORD EFS INC COM 206197105 1328 90200 SH PUT DEFINED 08 90200 CONCORD EFS INC COM 206197105 13559 921115 SH DEFINED 17 921115 CONCORD EFS INC COM 206197105 1678 114000 SH CALL DEFINED 17 114000 CONCORD EFS INC COM 206197105 957 65000 SH PUT DEFINED 17 65000 CONCUR TECHNOLOGIES INC COM 206708109 10 1000 SH OTHER 01 1000 CONCUR TECHNOLOGIES INC COM 206708109 355 35126 SH DEFINED 08 35126 CONEXANT SYSTEMS INC COM 207142100 168 40206 SH DEFINED 01 34732 5474 CONEXANT SYSTEMS INC COM 207142100 97 23120 SH OTHER 01 22170 950 CONEXANT SYSTEMS INC COM 207142100 100 SH DEFINED 05 100 CONEXANT SYSTEMS INC COM 207142100 171 40703 SH DEFINED 08 40703 CONEXANT SYSTEMS INC COM 207142100 97 23200 SH DEFINED 17 23200 CONMED CORP COM 207410101 258 14050 SH DEFINED 01 3150 10900 CONMED CORP COM 207410101 1 50 SH OTHER 01 50 CONMED CORP COM 207410101 2419 131525 SH DEFINED 05 131525 CONNETICS CORP COM 208192104 1 55 SH DEFINED 01 55 CONNETICS CORP COM 208192104 233 15539 SH DEFINED 17 15539 CONOCOPHILLIPS COM 20825C104 1361 24829 SH DEFINED 01 24829 CONOCOPHILLIPS COM 20825C104 43383 791664 SH DEFINED 05 791664 CONOCOPHILLIPS COM 20825C104 159 2904 SH DEFINED 08 2904 CONOCOPHILLIPS COM 20825C104 50690 925000 SH CALL DEFINED 08 925000 CONOCOPHILLIPS COM 20825C104 373 6800 SH DEFINED 17 6800 CONSOLIDATED EDISON INC COM 209115104 7143 165043 SH DEFINED 01 149744 15299 CONSOLIDATED EDISON INC COM 209115104 4859 112271 SH OTHER 01 70474 41797 CONSOLIDATED EDISON INC COM 209115104 17988 415614 SH DEFINED 05 415614 CONSOLIDATED GRAPHICS INC COM 209341106 239 10440 SH DEFINED 01 5940 4500 CONSOLIDATED GRAPHICS INC COM 209341106 1 50 SH OTHER 01 50 CONSOLIDATED GRAPHICS INC COM 209341106 1342 58675 SH DEFINED 05 58675 CONSOLIDATED TOMOKA LD CO COM 210226106 763 30390 SH OTHER 01 30390 CONSTELLATION BRANDS INC CL A 21036P108 437 13913 SH DEFINED 01 13453 460 CONSTELLATION BRANDS INC CL A 21036P108 17 550 SH OTHER 01 550 CONSTELLATION BRANDS INC CL A 21036P108 16005 509717 SH DEFINED 05 509717 CONSTELLATION ENERGY GROUP I COM 210371100 6444 187870 SH DEFINED 01 178605 9265 CONSTELLATION ENERGY GROUP I COM 210371100 5400 157425 SH OTHER 01 113116 44309 CONSTELLATION ENERGY GROUP I COM 210371100 2754 80290 SH DEFINED 05 80290 CONSTELLATION ENERGY GROUP I COM 210371100 515 15000 SH PUT DEFINED 08 15000 CONSTELLATION ENERGY GROUP I COM 210371100 38 1100 SH DEFINED 17 1100 CONSTELLATION ENERGY GROUP I COM 210371100 5083 148200 SH OTHER 17 148200 CONTINENTAL AIRLS INC CL B 210795308 6 381 SH DEFINED 01 381 CONTINENTAL AIRLS INC CL B 210795308 40 2700 SH DEFINED 05 2700 CONTINENTAL AIRLS INC CL B 210795308 252 16815 SH DEFINED 17 16815 CONVERA CORP CL A 211919105 91 23097 SH DEFINED 08 23097 CONVERGYS CORP COM 212485106 805 50324 SH OTHER 50324 CONVERGYS CORP COM 212485106 3583 223941 SH DEFINED 01 158841 65100 CONVERGYS CORP COM 212485106 231 14425 SH OTHER 01 3110 11315 CONVERGYS CORP COM 212485106 10050 628098 SH DEFINED 05 628098 CONVERGYS CORP COM 212485106 2 100 SH DEFINED 08 100 CONVERGYS CORP COM 212485106 4 276 SH DEFINED 17 276 COOPER CAMERON CORP COM 216640102 436 8657 SH DEFINED 01 7157 1500 COOPER CAMERON CORP COM 216640102 329 6535 SH OTHER 01 3139 3396 COOPER CAMERON CORP COM 216640102 5453 108228 SH DEFINED 05 108228 COOPER CAMERON CORP COM 216640102 87 1728 SH DEFINED 17 1728 COOPER COS INC COM NEW 216648402 1157 33283 SH DEFINED 01 23679 9604 COOPER COS INC COM NEW 216648402 143 4100 SH OTHER 01 4100 COOPER COS INC COM NEW 216648402 18494 531903 SH DEFINED 05 531903 COOPER COS INC COM NEW 216648402 7 200 SH DEFINED 08 200 COOPER TIRE & RUBR CO COM 216831107 402 22864 SH DEFINED 01 22864 COOPER TIRE & RUBR CO COM 216831107 8 470 SH OTHER 01 470 COOPER TIRE & RUBR CO COM 216831107 633 36010 SH DEFINED 05 36010 COOPER TIRE & RUBR CO COM 216831107 11 600 SH DEFINED 08 600 COORS ADOLPH CO CL B 217016104 426 8689 SH DEFINED 01 6839 1350 500 COORS ADOLPH CO CL B 217016104 27 550 SH OTHER 01 550 COORS ADOLPH CO CL B 217016104 1795 36655 SH DEFINED 05 36655 COORS ADOLPH CO CL B 217016104 152 3100 SH DEFINED 17 3100 COPART INC COM 217204106 192 20333 SH DEFINED 01 4 20329 COPART INC COM 217204106 124 13074 SH OTHER 01 6545 6529 COPART INC COM 217204106 1703 180170 SH DEFINED 05 180170 CORINTHIAN COLLEGES INC COM 218868107 716 14830 SH DEFINED 01 8350 6480 CORINTHIAN COLLEGES INC COM 218868107 13 270 SH OTHER 01 270 CORINTHIAN COLLEGES INC COM 218868107 4690 97085 SH DEFINED 05 97085 CORINTHIAN COLLEGES INC COM 218868107 319 6600 SH DEFINED 08 6600 CORINTHIAN COLLEGES INC COM 218868107 63 1302 SH DEFINED 17 1302 CORIXA CORP COM 21887F100 12633 1632189 SH DEFINED 1632189 CORIXA CORP COM 21887F100 1 101 SH DEFINED 01 101 CORIXA CORP COM 21887F100 9 1200 SH OTHER 01 1200 CORIXA CORP COM 21887F100 36 4600 SH DEFINED 17 4600 CORN PRODS INTL INC COM 219023108 900 29984 SH DEFINED 01 23489 4125 2370 CORN PRODS INTL INC COM 219023108 443 14759 SH OTHER 01 14759 CORN PRODS INTL INC COM 219023108 16129 537085 SH DEFINED 05 537085 CORN PRODS INTL INC COM 219023108 27 900 SH DEFINED 17 900 CORNING INC DBCV 219350AJ4 8395 11307000 PRN DEFINED 08 11307000 CORNING INC NOTE 3.500% 219350AK1 3082 2870000 PRN DEFINED 08 2870000 CORNING INC COM 219350105 1544 208931 SH DEFINED 01 190784 18147 CORNING INC COM 219350105 2743 371224 SH OTHER 01 126027 245197 CORNING INC COM 219350105 4467 604410 SH DEFINED 05 604410 CORNING INC COM 219350105 465 62888 SH DEFINED 08 62888 CORNING INC COM 219350105 739 100000 SH DEFINED 11 100000 CORPORATE EXECUTIVE BRD CO COM 21988R102 1 28 SH DEFINED 01 28 CORPORATE EXECUTIVE BRD CO COM 21988R102 184 4500 SH DEFINED 08 4500 CORPORATE EXECUTIVE BRD CO COM 21988R102 547 13400 SH DEFINED 17 13400 CORPORATE HIGH YIELD FD INC COM 219914108 111 12538 SH DEFINED 01 12538 CORRECTIONAL PPTYS TR COM 22025E104 231 8237 SH DEFINED 01 8237 CORRECTIONAL PPTYS TR COM 22025E104 84 3000 SH OTHER 01 3000 CORVIS CORP COM 221009103 54 37448 SH DEFINED 37448 CORVIS CORP COM 221009103 18 12500 SH DEFINED 01 12500 CORVIS CORP COM 221009103 4 3000 SH OTHER 01 3000 CORVIS CORP COM 221009103 7 4900 SH DEFINED 08 4900 COST PLUS INC CALIF COM 221485105 142 3989 SH DEFINED 01 889 3100 COST PLUS INC CALIF COM 221485105 7 200 SH OTHER 01 200 COST PLUS INC CALIF COM 221485105 3157 88500 SH DEFINED 05 88500 COST PLUS INC CALIF COM 221485105 168 4700 SH DEFINED 08 4700 COST PLUS INC CALIF COM 221485105 29 800 SH DEFINED 17 800 COSTCO WHSL CORP NEW COM 22160K105 6607 180523 SH DEFINED 01 170473 10050 COSTCO WHSL CORP NEW COM 22160K105 3740 102186 SH OTHER 01 87764 14422 COSTCO WHSL CORP NEW COM 22160K105 8094 221135 SH DEFINED 05 221135 COSTCO WHSL CORP NEW COM 22160K105 1930 52733 SH DEFINED 08 52733 COSTCO WHSL CORP NEW COM 22160K105 13139 359000 SH CALL DEFINED 08 359000 COSTCO WHSL CORP NEW COM 22160K105 1995 54500 SH PUT DEFINED 08 54500 COSTCO WHSL CORP NEW COM 22160K105 306 8351 SH DEFINED 17 8351 COSTCO COMPANIES INC NOTE 22160QAC6 1863 2235000 PRN DEFINED 08 2235000 COUNTRYWIDE FINANCIAL CORP NOTE 222372AE4 3 3000 PRN DEFINED 01 3000 COUNTRYWIDE FINANCIAL CORP NOTE 222372AE4 122 136000 PRN DEFINED 08 136000 COUNTRYWIDE FINANCIAL CORP NOTE 222372AE4 1346 1500000 PRN DEFINED 17 1500000 COUNTRYWIDE FINANCIAL CORP COM 222372104 1573 22610 SH DEFINED 01 16450 1360 4800 COUNTRYWIDE FINANCIAL CORP COM 222372104 116 1670 SH OTHER 01 1670 COUNTRYWIDE FINANCIAL CORP COM 222372104 6022 86556 SH DEFINED 05 86556 COUNTRYWIDE FINANCIAL CORP COM 222372104 484 6950 SH DEFINED 08 6950 COUNTRYWIDE FINANCIAL CORP COM 222372104 7896 113500 SH CALL DEFINED 08 113500 COUNTRYWIDE FINANCIAL CORP COM 222372104 11444 164500 SH PUT DEFINED 08 164500 COUNTRYWIDE FINANCIAL CORP COM 222372104 821 11800 SH DEFINED 17 11800 COUNTRYWIDE FINANCIAL CORP COM 222372104 264 3800 SH CALL DEFINED 17 3800 COUSINS PPTYS INC COM 222795106 2317 83056 SH DEFINED 01 83056 COUSINS PPTYS INC COM 222795106 495 17750 SH OTHER 01 11000 6750 COVANSYS CORP COM 22281W103 139 43520 SH DEFINED 01 43520 COVANCE INC COM 222816100 82 4531 SH DEFINED 01 1726 2805 COVANCE INC COM 222816100 383 21150 SH OTHER 01 12800 8350 COVANCE INC COM 222816100 2191 121070 SH DEFINED 05 121070 COVANCE INC COM 222816100 97 5346 SH DEFINED 08 5346 COVANCE INC COM 222816100 74 4100 SH DEFINED 17 4100 COVENTRY HEALTH CARE INC COM 222862104 381 8250 SH DEFINED 01 5850 2400 COVENTRY HEALTH CARE INC COM 222862104 9 200 SH OTHER 01 200 COVENTRY HEALTH CARE INC COM 222862104 5601 121335 SH DEFINED 05 121335 COVENTRY HEALTH CARE INC COM 222862104 171 3700 SH DEFINED 08 3700 COVENTRY HEALTH CARE INC COM 222862104 394 8544 SH DEFINED 17 8544 COX COMMUNICATIONS INC NEW SDEB 0.426% 224044AX5 3299 6615000 PRN DEFINED 08 6615000 COX COMMUNICATIONS INC NEW CL A 224044107 4833 151516 SH DEFINED 01 147187 4329 COX COMMUNICATIONS INC NEW CL A 224044107 819 25665 SH OTHER 01 10519 15146 COX COMMUNICATIONS INC NEW CL A 224044107 45 1400 SH DEFINED 05 1400 COX COMMUNICATIONS INC NEW CL A 224044107 2635 82600 SH DEFINED 08 82600 COX COMMUNICATIONS INC NEW CL A 224044107 64 2000 SH CALL DEFINED 08 2000 COX COMMUNICATIONS INC NEW CL A 224044107 51 1600 SH DEFINED 17 1600 COX COMMUNICATIONS INC NEW CL A 224044107 108 3400 SH OTHER 17 3400 COX COMMUNICATIONS INC NEW CL A 224044107 319 10000 SH PUT DEFINED 17 10000 COX RADIO INC CL A 224051102 21 923 SH DEFINED 01 923 COX RADIO INC CL A 224051102 1641 71000 SH DEFINED 05 71000 COX RADIO INC CL A 224051102 599 25900 SH DEFINED 17 25900 CRANE CO COM 224399105 90 3963 SH DEFINED 01 3963 CRANE CO COM 224399105 192 8491 SH OTHER 01 3133 5358 CRANE CO COM 224399105 667 29460 SH DEFINED 05 29460 CRANE CO COM 224399105 20 900 SH DEFINED 08 900 CREDENCE SYS CORP COM 225302108 23 2669 SH DEFINED 01 2669 CREDENCE SYS CORP COM 225302108 79 9250 SH OTHER 01 9000 250 CREDENCE SYS CORP COM 225302108 1068 124318 SH DEFINED 05 124318 CREDENCE SYS CORP COM 225302108 228 26500 SH DEFINED 08 26500 CREE INC COM 225447101 140 8599 SH DEFINED 01 7399 1200 CREE INC COM 225447101 41 2550 SH OTHER 01 2125 425 CREE INC COM 225447101 2347 144402 SH DEFINED 05 144402 CREE INC COM 225447101 1791 110229 SH DEFINED 08 110229 CREE INC COM 225447101 1463 90000 SH CALL DEFINED 08 90000 CREE INC COM 225447101 1625 100000 SH PUT DEFINED 08 100000 CREE INC COM 225447101 700 43101 SH DEFINED 17 43101 CRESCENT REAL ESTATE EQUITIE PFD CV A 6.7 225756204 44 2000 SH DEFINED 01 2000 CRESCENT REAL ESTATE EQUITIE PFD CV A 6.7 225756204 187 8600 SH OTHER 01 8600 CRIIMI MAE INC COM NEW 226603504 484 44207 SH DEFINED 01 44207 CROMPTON CORP COM 227116100 42 6025 SH DEFINED 01 6025 CROMPTON CORP COM 227116100 3 462 SH OTHER 01 462 CROMPTON CORP COM 227116100 1630 231222 SH DEFINED 05 231222 CROMPTON CORP COM 227116100 6 840 SH DEFINED 08 840 CROMPTON CORP COM 227116100 328 46500 SH DEFINED 17 46500 CROSS A T CO CL A 227478104 1 100 SH DEFINED 01 100 CROSS A T CO CL A 227478104 366 61700 SH DEFINED 05 61700 CROSS TIMBERS RTY TR TR UNIT 22757R109 293 12400 SH DEFINED 08 12400 CROSSROADS SYS INC COM 22765D100 136 80767 SH DEFINED 80767 CROWN AMERN RLTY TR SH BEN INT 228186102 15 1400 SH DEFINED 01 1400 CROWN AMERN RLTY TR SH BEN INT 228186102 27 2500 SH OTHER 01 2500 CROWN AMERN RLTY TR SH BEN INT 228186102 442 41178 SH DEFINED 17 41178 CROWN CASTLE INTL CORP COM 228227104 203 26092 SH DEFINED 26092 CROWN CASTLE INTL CORP COM 228227104 417 53686 SH DEFINED 01 44586 9100 CROWN CASTLE INTL CORP COM 228227104 72 9290 SH OTHER 01 9290 CROWN CASTLE INTL CORP COM 228227104 1839 236685 SH DEFINED 08 236685 CROWN CASTLE INTL CORP COM 228227104 777 100000 SH CALL DEFINED 08 100000 CROWN CASTLE INTL CORP COM 228227104 777 100000 SH PUT DEFINED 08 100000 CROWN HOLDINGS INC COM 228368106 1 206 SH DEFINED 01 206 CROWN HOLDINGS INC COM 228368106 39 5500 SH DEFINED 05 5500 CROWN HOLDINGS INC COM 228368106 28 3900 SH DEFINED 08 3900 CROWN HOLDINGS INC COM 228368106 321 45000 SH CALL DEFINED 08 45000 CROWN HOLDINGS INC COM 228368106 2188 306500 SH PUT DEFINED 08 306500 CRYOLIFE INC COM 228903100 315 30443 SH DEFINED 01 30443 CRYOLIFE INC COM 228903100 807 77925 SH DEFINED 05 77925 CRYOLIFE INC COM 228903100 3 300 SH DEFINED 08 300 CRYSTALLEX INTL CORP COM 22942F101 14 10000 SH OTHER 01 10000 CTI MOLECULAR IMAGING INC COM 22943D105 5 275 SH DEFINED 01 275 CTI MOLECULAR IMAGING INC COM 22943D105 664 35598 SH DEFINED 08 35598 CUBIC CORP COM 229669106 334 15040 SH DEFINED 01 15040 CUBIC CORP COM 229669106 20 900 SH OTHER 01 900 CUBIC CORP COM 229669106 2306 103775 SH DEFINED 05 103775 CUBIC CORP COM 229669106 4 200 SH DEFINED 08 200 CUBIC CORP COM 229669106 333 15000 SH DEFINED 17 15000 CULLEN FROST BANKERS INC COM 229899109 687 21402 SH DEFINED 01 18402 3000 CULLEN FROST BANKERS INC COM 229899109 551 17175 SH OTHER 01 17175 CULLEN FROST BANKERS INC COM 229899109 6992 217825 SH DEFINED 05 217825 CULLEN FROST BANKERS INC COM 229899109 6 200 SH DEFINED 08 200 CUMMINS INC COM 231021106 155 4328 SH DEFINED 01 3978 350 CUMMINS INC COM 231021106 27 750 SH OTHER 01 600 150 CUMMINS INC COM 231021106 754 21000 SH DEFINED 05 21000 CUMMINS INC COM 231021106 29 800 SH DEFINED 08 800 CUMMINS INC COM 231021106 39 1100 SH DEFINED 17 1100 CUMMINS INC COM 231021106 1005 28000 SH PUT DEFINED 17 28000 CUMULUS MEDIA INC CL A 231082108 15771 840250 SH DEFINED 840250 CUMULUS MEDIA INC CL A 231082108 17 900 SH DEFINED 01 900 CUMULUS MEDIA INC CL A 231082108 4 200 SH DEFINED 05 200 CURATIVE HEALTH SVCS INC COM 231264102 107 6300 SH DEFINED 01 1800 4500 CURATIVE HEALTH SVCS INC COM 231264102 10 600 SH OTHER 01 600 CURATIVE HEALTH SVCS INC COM 231264102 942 55700 SH DEFINED 05 55700 CURIS INC COM 231269101 82 22460 SH OTHER 01 2460 20000 CURTISS WRIGHT CORP COM 231561101 126 2000 SH DEFINED 01 2000 CURTISS WRIGHT CORP COM 231561101 120 1900 SH OTHER 01 350 1550 CURTISS WRIGHT CORP COM 231561101 2673 42300 SH DEFINED 05 42300 CURTISS WRIGHT CORP CL B 231561408 250 4016 SH DEFINED 01 4016 CURTISS WRIGHT CORP CL B 231561408 31 490 SH OTHER 01 266 224 CYBERONICS INC COM 23251P102 2 104 SH DEFINED 01 104 CYBERONICS INC COM 23251P102 11 500 SH OTHER 01 500 CYBERONICS INC COM 23251P102 1286 59643 SH DEFINED 08 59643 CYBERONICS INC COM 23251P102 323 15000 SH CALL DEFINED 08 15000 CYBERONICS INC COM 23251P102 20 920 SH DEFINED 17 920 CYMER INC COM 232572107 768 23944 SH DEFINED 01 10969 12975 CYMER INC COM 232572107 22 700 SH OTHER 01 700 CYMER INC COM 232572107 12077 376574 SH DEFINED 05 376574 CYMER INC COM 232572107 317 9880 SH DEFINED 08 9880 CYMER INC COM 232572107 3880 121000 SH CALL DEFINED 08 121000 CYMER INC COM 232572107 38 1200 SH PUT DEFINED 08 1200 CYMER INC COM 232572107 244 7600 SH DEFINED 17 7600 CYPRESS SEMICONDUCTOR CORP NOTE 4.000% 232806AE9 504 500000 PRN DEFINED 08 500000 CYPRESS SEMICONDUCTOR CORP NOTE 3.750% 232806AF6 3336 3344000 PRN DEFINED 08 3344000 CYPRESS SEMICONDUCTOR CORP COM 232806109 67 5568 SH DEFINED 01 5568 CYPRESS SEMICONDUCTOR CORP COM 232806109 23 1900 SH OTHER 01 900 1000 CYPRESS SEMICONDUCTOR CORP COM 232806109 2996 249704 SH DEFINED 05 249704 CYPRESS SEMICONDUCTOR CORP COM 232806109 86 7200 SH DEFINED 08 7200 CYTEC INDS INC COM 232820100 189 5585 SH DEFINED 01 5585 CYTEC INDS INC COM 232820100 122 3611 SH OTHER 01 2038 1573 CYTEC INDS INC COM 232820100 2563 75832 SH DEFINED 05 75832 D & K HEALTHCARE RES INC COM 232861104 2986 185000 SH OTHER 01 185000 CYTYC CORP COM 232946103 88 8310 SH DEFINED 01 8310 CYTYC CORP COM 232946103 55 5190 SH OTHER 01 5190 CYTYC CORP COM 232946103 2338 221602 SH DEFINED 05 221602 CYTYC CORP COM 232946103 367 34780 SH DEFINED 08 34780 CYTYC CORP COM 232946103 914 86599 SH DEFINED 17 86599 DMI FURNITURE INC COM 233230101 23 10000 SH DEFINED 01 10000 DNP SELECT INCOME FD COM 23325P104 407 37449 SH DEFINED 01 28805 8644 DNP SELECT INCOME FD COM 23325P104 575 52884 SH OTHER 01 33192 19692 DQE INC COM 23329J104 8357 554516 SH DEFINED 01 553091 1425 DQE INC COM 23329J104 46 3062 SH OTHER 01 3062 DQE INC COM 23329J104 2221 147372 SH DEFINED 05 147372 DPL INC COM 233293109 1165 73102 SH DEFINED 01 69802 3300 DPL INC COM 233293109 1098 68910 SH OTHER 01 58899 10011 DPL INC COM 233293109 4009 251533 SH DEFINED 05 251533 DPL INC COM 233293109 124 7791 SH DEFINED 08 7791 DPL INC COM 233293109 44 2750 SH DEFINED 13 2750 DPL INC COM 233293109 29 1800 SH DEFINED 17 1800 DRS TECHNOLOGIES INC COM 23330X100 529 18952 SH DEFINED 01 5352 13600 DRS TECHNOLOGIES INC COM 23330X100 3054 109400 SH DEFINED 05 109400 DRS TECHNOLOGIES INC COM 23330X100 6 200 SH DEFINED 08 200 DRS TECHNOLOGIES INC COM 23330X100 28 1000 SH DEFINED 17 1000 D R HORTON INC COM 23331A109 205 7298 SH DEFINED 01 2778 4520 D R HORTON INC COM 23331A109 86 3050 SH OTHER 01 3050 D R HORTON INC COM 23331A109 8156 290255 SH DEFINED 05 290255 D R HORTON INC COM 23331A109 843 30000 SH CALL DEFINED 08 30000 D R HORTON INC COM 23331A109 1541 54825 SH DEFINED 17 54825 DSP GROUP INC COM 23332B106 126 5800 SH DEFINED 01 1800 4000 DSP GROUP INC COM 23332B106 4 200 SH OTHER 01 200 DSP GROUP INC COM 23332B106 2456 112850 SH DEFINED 05 112850 DSP GROUP INC COM 23332B106 28 1306 SH DEFINED 17 1306 DST SYS INC DEL COM 233326107 1269 33392 SH DEFINED 01 33392 DST SYS INC DEL COM 233326107 24 625 SH OTHER 01 625 DST SYS INC DEL COM 233326107 8905 234341 SH DEFINED 05 234341 DST SYS INC DEL COM 233326107 280 7380 SH DEFINED 08 7380 DST SYS INC DEL COM 233326107 275 7225 SH DEFINED 17 7225 DTE ENERGY CO COM 233331107 5376 139129 SH DEFINED 01 121461 17668 DTE ENERGY CO COM 233331107 1512 39119 SH OTHER 01 35470 3649 DTE ENERGY CO COM 233331107 25509 660160 SH DEFINED 05 660160 DTE ENERGY CO COM 233331107 48 1230 SH DEFINED 08 1230 DTE ENERGY CO COM 233331107 172 4448 SH DEFINED 17 4448 DANA CORP COM 235811106 184 15920 SH DEFINED 01 15549 371 DANA CORP COM 235811106 58 4987 SH OTHER 01 3006 1981 DANA CORP COM 235811106 825 71384 SH DEFINED 05 71384 DANA CORP COM 235811106 17 1500 SH DEFINED 08 1500 DANA CORP COM 235811106 497 43000 SH DEFINED 17 43000 DANAHER CORP DEL COM 235851102 1064 15631 SH DEFINED 01 7857 7774 DANAHER CORP DEL COM 235851102 668 9819 SH OTHER 01 8069 1750 DANAHER CORP DEL COM 235851102 7713 113345 SH DEFINED 05 113345 DANAHER CORP DEL COM 235851102 1463 21500 SH DEFINED 08 21500 DANAHER CORP DEL COM 235851102 282 4140 SH DEFINED 17 4140 DARDEN RESTAURANTS INC COM 237194105 517 27231 SH OTHER 27231 DARDEN RESTAURANTS INC COM 237194105 3500 184393 SH DEFINED 01 138593 45800 DARDEN RESTAURANTS INC COM 237194105 2473 130285 SH OTHER 01 292 129993 DARDEN RESTAURANTS INC COM 237194105 9528 502011 SH DEFINED 05 502011 DARDEN RESTAURANTS INC COM 237194105 40 2090 SH DEFINED 08 2090 DARDEN RESTAURANTS INC COM 237194105 28 1500 SH DEFINED 17 1500 DATASCOPE CORP COM 238113104 5 SH DEFINED 01 5 DATASCOPE CORP COM 238113104 21 725 SH OTHER 01 25 700 DATASCOPE CORP COM 238113104 1665 57325 SH DEFINED 05 57325 DATASCOPE CORP COM 238113104 35 1200 SH DEFINED 17 1200 DAVE & BUSTERS INC COM 23833N104 12 1056 SH OTHER 01 1056 DAVE & BUSTERS INC COM 23833N104 327 30000 SH DEFINED 08 30000 DAVITA INC COM 23918K108 24 900 SH DEFINED 01 900 DAVITA INC COM 23918K108 11 400 SH OTHER 01 400 DAVITA INC COM 23918K108 16 600 SH DEFINED 05 600 DAVITA INC COM 23918K108 533 19900 SH DEFINED 17 19900 DEAN FOODS CO NEW COM 242370104 4379 139004 SH DEFINED 01 139004 DEAN FOODS CO NEW COM 242370104 47 1500 SH OTHER 01 1500 DEAN FOODS CO NEW COM 242370104 4725 150000 SH PUT DEFINED 01 150000 DEAN FOODS CO NEW COM 242370104 8395 266495 SH DEFINED 05 266495 DEAN FOODS CO NEW COM 242370104 3309 105056 SH DEFINED 08 105056 DEAN FOODS CO NEW COM 242370104 3771 119700 SH CALL DEFINED 08 119700 DEAN FOODS CO NEW COM 242370104 222 7050 SH DEFINED 17 7050 DEBT STRATEGIES FD INC NEW COM 24276Q109 155 22933 SH DEFINED 01 22933 DEERE & CO COM 244199105 14360 314221 SH DEFINED 01 300404 13817 DEERE & CO COM 244199105 4222 92382 SH OTHER 01 41576 50806 DEERE & CO COM 244199105 5307 116135 SH DEFINED 05 116135 DEERE & CO COM 244199105 178 3900 SH DEFINED 08 3900 DEERE & CO COM 244199105 219 4788 SH DEFINED 17 4788 DEL MONTE FOODS CO COM 24522P103 1620 183272 SH DEFINED 01 167218 16054 DEL MONTE FOODS CO COM 24522P103 1593 180186 SH OTHER 01 131954 48232 DEL MONTE FOODS CO COM 24522P103 50 5700 SH DEFINED 05 5700 DEL MONTE FOODS CO COM 24522P103 5 600 SH DEFINED 08 600 DELL COMPUTER CORP COM 247025109 547 17167 SH OTHER 17167 DELL COMPUTER CORP COM 247025109 179953 5651791 SH DEFINED 01 5475833 175958 DELL COMPUTER CORP COM 247025109 48934 1536876 SH OTHER 01 862041 674835 DELL COMPUTER CORP COM 247025109 2388 75000 SH CALL DEFINED 01 75000 DELL COMPUTER CORP COM 247025109 796 25000 SH PUT DEFINED 01 25000 DELL COMPUTER CORP COM 247025109 55340 1738063 SH DEFINED 05 1738063 DELL COMPUTER CORP COM 247025109 1975 62030 SH DEFINED 08 62030 DELL COMPUTER CORP COM 247025109 35342 1110000 SH CALL DEFINED 08 1110000 DELL COMPUTER CORP COM 247025109 27542 865000 SH PUT DEFINED 08 865000 DELL COMPUTER CORP COM 247025109 628853 19750394 SH DEFINED 11 17180226 2570168 DELL COMPUTER CORP COM 247025109 19 600 SH DEFINED 13 100 500 DELL COMPUTER CORP COM 247025109 5285 166000 SH OTHER 17 166000 DELL COMPUTER CORP COM 247025109 7817 245500 SH CALL DEFINED 17 245500 DELPHI CORP COM 247126105 3112 360600 SH DEFINED 01 355559 5041 DELPHI CORP COM 247126105 694 80428 SH OTHER 01 36644 43784 DELPHI CORP COM 247126105 2308 267410 SH DEFINED 05 267410 DELPHI CORP COM 247126105 2637 305600 SH DEFINED 08 305600 DELPHI FINL GROUP INC CL A 247131105 1051 22459 SH DEFINED 01 11459 11000 DELPHI FINL GROUP INC CL A 247131105 2 50 SH OTHER 01 50 DELPHI FINL GROUP INC CL A 247131105 16438 351242 SH DEFINED 05 351242 DELPHI FINL GROUP INC CL A 247131105 51 1100 SH DEFINED 17 1100 DELTA & PINE LD CO COM 247357106 538 24493 SH DEFINED 01 23322 1171 DELTA & PINE LD CO COM 247357106 7 304 SH OTHER 01 304 DELTA & PINE LD CO COM 247357106 13740 625114 SH DEFINED 05 625114 DELTA & PINE LD CO COM 247357106 120 5450 SH DEFINED 17 5450 DELTA AIR LINES INC DEL COM 247361108 3328 226700 SH OTHER 226700 DELTA AIR LINES INC DEL COM 247361108 109 7431 SH DEFINED 01 7231 200 DELTA AIR LINES INC DEL COM 247361108 388 26462 SH OTHER 01 23789 2673 DELTA AIR LINES INC DEL COM 247361108 11753 800579 SH DEFINED 05 800579 DELTA AIR LINES INC DEL COM 247361108 568 38700 SH DEFINED 08 38700 DELTA AIR LINES INC DEL COM 247361108 881 60000 SH PUT DEFINED 08 60000 DELTA AIR LINES INC DEL COM 247361108 3 200 SH DEFINED 13 200 DELTA AIR LINES INC DEL COM 247361108 637 43411 SH DEFINED 17 43411 DELTA APPAREL INC COM 247368103 20 SH DEFINED 01 20 DELTA APPAREL INC COM 247368103 1402 86294 SH OTHER 01 20 86274 DELTIC TIMBER CORP COM 247850100 17 600 SH DEFINED 01 300 300 DELTIC TIMBER CORP COM 247850100 1 25 SH OTHER 01 25 DELTIC TIMBER CORP COM 247850100 1329 46725 SH DEFINED 05 46725 DELTA WOODSIDE INDS INC NEW COM NEW 247909203 50 SH DEFINED 01 50 DELTA WOODSIDE INDS INC NEW COM NEW 247909203 307 107867 SH OTHER 01 50 107817 DELUXE CORP COM 248019101 1162 25936 SH DEFINED 01 25936 DELUXE CORP COM 248019101 743 16580 SH OTHER 01 14800 1780 DELUXE CORP COM 248019101 1230 27450 SH DEFINED 05 27450 DELUXE CORP COM 248019101 31 700 SH DEFINED 08 700 DELUXE CORP COM 248019101 771 17200 SH DEFINED 17 17200 DENDRITE INTL INC COM 248239105 108 8473 SH DEFINED 01 2073 6400 DENDRITE INTL INC COM 248239105 2 150 SH OTHER 01 150 DENDRITE INTL INC COM 248239105 2133 166800 SH DEFINED 05 166800 DENDRITE INTL INC COM 248239105 20 1600 SH DEFINED 08 1600 DENDRITE INTL INC COM 248239105 20 1600 SH DEFINED 17 1600 DENTSPLY INTL INC NEW COM 249030107 380 9275 SH DEFINED 01 9275 DENTSPLY INTL INC NEW COM 249030107 115 2797 SH OTHER 01 2150 647 DENTSPLY INTL INC NEW COM 249030107 12008 293175 SH DEFINED 05 293175 DENTSPLY INTL INC NEW COM 249030107 20 500 SH DEFINED 17 500 DEPARTMENT 56 INC COM 249509100 228 14900 SH DEFINED 01 7600 7300 DEPARTMENT 56 INC COM 249509100 1007 65675 SH DEFINED 05 65675 DEPARTMENT 56 INC COM 249509100 26 1700 SH DEFINED 17 1700 DEUTSCHE TELEKOM AG SPONSORED AD 251566105 53 3507 SH DEFINED 01 1168 2339 DEUTSCHE TELEKOM AG SPONSORED AD 251566105 268 17618 SH OTHER 01 14499 3119 DEUTSCHE TELEKOM AG SPONSORED AD 251566105 1 35 SH DEFINED 05 35 DEUTSCHE TELEKOM AG SPONSORED AD 251566105 2707 178062 SH DEFINED 08 178062 DEVELOPERS DIVERSIFIED RLTY COM 251591103 243 8534 SH DEFINED 01 8534 DEVELOPERS DIVERSIFIED RLTY COM 251591103 625 21969 SH OTHER 01 19109 2860 DEVON ENERGY CORP NEW DBCV 25179MAD5 2652 4900000 PRN DEFINED 08 4900000 DEVON ENERGY CORP NEW COM 25179M103 2904 54383 SH DEFINED 01 46735 7648 DEVON ENERGY CORP NEW COM 25179M103 1050 19669 SH OTHER 01 13960 5709 DEVON ENERGY CORP NEW COM 25179M103 6163 115405 SH DEFINED 05 115405 DEVON ENERGY CORP NEW COM 25179M103 628 11760 SH DEFINED 08 11760 DEVON ENERGY CORP NEW COM 25179M103 6648 124500 SH PUT DEFINED 08 124500 DEVON ENERGY CORP NEW COM 25179M103 69723 1305682 SH DEFINED 11 1093845 211837 DEVON ENERGY CORP NEW COM 25179M103 155 2900 SH DEFINED 17 2900 DEVRY INC DEL COM 251893103 21 917 SH DEFINED 01 917 DEVRY INC DEL COM 251893103 193 8300 SH OTHER 01 8300 DEVRY INC DEL COM 251893103 3236 138933 SH DEFINED 05 138933 DEVRY INC DEL COM 251893103 82 3500 SH DEFINED 08 3500 DEVRY INC DEL COM 251893103 272 11700 SH DEFINED 17 11700 DIAGEO P L C SPON ADR NEW 25243Q205 877 20050 SH DEFINED 01 11750 8300 DIAGEO P L C SPON ADR NEW 25243Q205 118 2691 SH OTHER 01 2691 DIAGEO P L C SPON ADR NEW 25243Q205 15528 354839 SH DEFINED 05 354839 DIAGNOSTIC PRODS CORP COM 252450101 418 10180 SH DEFINED 01 2380 7800 DIAGNOSTIC PRODS CORP COM 252450101 2 50 SH OTHER 01 50 DIAGNOSTIC PRODS CORP COM 252450101 5091 124025 SH DEFINED 05 124025 DIAGNOSTIC PRODS CORP COM 252450101 12 300 SH DEFINED 17 300 DIAL CORP NEW COM 25247D101 534 27474 SH DEFINED 01 27474 DIAL CORP NEW COM 25247D101 61 3143 SH OTHER 01 2132 1011 DIAL CORP NEW COM 25247D101 3700 190212 SH DEFINED 05 190212 DIAL CORP NEW COM 25247D101 164 8440 SH DEFINED 08 8440 DIAL CORP NEW COM 25247D101 589 30275 SH DEFINED 17 30275 DIAL CORP NEW COM 25247D101 93 4773 SH OTHER 17 4773 DIAMOND OFFSHORE DRILLING IN DBCV 25271CAC6 11325 20000000 PRN DEFINED 01 20000000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 29 1365 SH DEFINED 01 1365 DIAMOND OFFSHORE DRILLING IN COM 25271C102 269 12800 SH OTHER 01 300 12500 DIAMOND OFFSHORE DRILLING IN COM 25271C102 649 30900 SH DEFINED 08 30900 DIAMOND OFFSHORE DRILLING IN COM 25271C102 105 5000 SH DEFINED 17 5000 DIAMONDS TR UNIT SER 1 252787106 5092 56633 SH DEFINED 01 56133 500 DIAMONDS TR UNIT SER 1 252787106 943 10483 SH OTHER 01 7483 3000 DIAMONDS TR UNIT SER 1 252787106 52623 585285 SH DEFINED 08 585285 DIAMONDS TR UNIT SER 1 252787106 90 1000 SH CALL DEFINED 08 1000 DICKS SPORTING GOODS INC COM 253393102 163 4455 SH DEFINED 08 4455 DICKS SPORTING GOODS INC COM 253393102 550 15000 SH DEFINED 17 15000 DIEBOLD INC COM 253651103 487 11253 SH DEFINED 01 1916 9337 DIEBOLD INC COM 253651103 820 18950 SH OTHER 01 14000 4950 DIEBOLD INC COM 253651103 6176 142796 SH DEFINED 05 142796 DIEBOLD INC COM 253651103 168 3885 SH DEFINED 08 3885 DIEBOLD INC COM 253651103 445 10300 SH DEFINED 17 10300 DIGI INTL INC COM 253798102 48 8400 SH DEFINED 01 8400 DIGI INTL INC COM 253798102 493 86825 SH DEFINED 05 86825 DIGI INTL INC COM 253798102 40 7100 SH DEFINED 17 7100 DIGIMARC CORP COM 253807101 316 20100 SH DEFINED 01 20100 DIGIMARC CORP COM 253807101 413 26314 SH DEFINED 17 26314 DIGIMARC CORP COM 253807101 5338 340000 SH OTHER 17 340000 DIGITAL INSIGHT CORP COM 25385P106 2 124 SH DEFINED 01 124 DIGITAL INSIGHT CORP COM 25385P106 3 150 SH OTHER 01 150 DIGITAL INSIGHT CORP COM 25385P106 76 4000 SH DEFINED 08 4000 DIGITAL INSIGHT CORP COM 25385P106 322 17000 SH CALL DEFINED 08 17000 DIGITAL INSIGHT CORP COM 25385P106 814 43000 SH PUT DEFINED 08 43000 DIGITAL INSIGHT CORP COM 25385P106 53 2800 SH DEFINED 17 2800 DIGITAS INC COM 25388K104 34 6700 SH DEFINED 01 6700 DIGITAS INC COM 25388K104 34 6700 SH DEFINED 05 6700 DIGITAS INC COM 25388K104 8 1600 SH DEFINED 08 1600 DIME CMNTY BANCSHARES COM 253922108 420 16575 SH DEFINED 01 5675 10900 DIME CMNTY BANCSHARES COM 253922108 2957 116675 SH DEFINED 05 116675 DIME CMNTY BANCSHARES COM 253922108 5 200 SH DEFINED 08 200 DILLARDS INC CL A 254067101 141 10504 SH DEFINED 01 9904 600 DILLARDS INC CL A 254067101 3 200 SH OTHER 01 200 DILLARDS INC CL A 254067101 546 40500 SH DEFINED 05 40500 DILLARDS INC CL A 254067101 23 1700 SH DEFINED 08 1700 DIMON INC COM 254394109 157 21900 SH DEFINED 01 21900 DIMON INC COM 254394109 215 30000 SH OTHER 01 10800 19200 DIMON INC COM 254394109 1496 208950 SH DEFINED 05 208950 DIMON INC COM 254394109 10 1400 SH DEFINED 17 1400 DIONEX CORP COM 254546104 592 14892 SH DEFINED 01 11267 3625 DIONEX CORP COM 254546104 51 1275 SH OTHER 01 1275 DIONEX CORP COM 254546104 12624 317658 SH DEFINED 05 317658 DIONEX CORP COM 254546104 8 200 SH DEFINED 08 200 DISNEY WALT CO NOTE 2.125% 254687AU0 8310 8000000 PRN DEFINED 01 8000000 DISNEY WALT CO NOTE 2.125% 254687AU0 2226 2143000 PRN DEFINED 08 2143000 DISNEY WALT CO NOTE 2.125% 254687AU0 28254 27200000 PRN DEFINED 17 27200000 DISNEY WALT CO NOTE 2.125% 254687AU0 10388 10000000 PRN OTHER 17 10000000 DISNEY WALT CO COM DISNEY 254687106 28105 1423013 SH DEFINED 01 1187579 235434 DISNEY WALT CO COM DISNEY 254687106 36754 1860982 SH OTHER 01 1000176 860806 DISNEY WALT CO COM DISNEY 254687106 43784 2216934 SH DEFINED 05 2216934 DISNEY WALT CO COM DISNEY 254687106 8930 452131 SH DEFINED 08 452131 DISNEY WALT CO COM DISNEY 254687106 2864 145000 SH CALL DEFINED 08 145000 DISNEY WALT CO COM DISNEY 254687106 14038 710800 SH PUT DEFINED 08 710800 DISNEY WALT CO COM DISNEY 254687106 363273 18393573 SH DEFINED 11 15938215 2455358 DISNEY WALT CO COM DISNEY 254687106 749 37925 SH DEFINED 17 37925 DISNEY WALT CO COM DISNEY 254687106 119 6000 SH CALL DEFINED 17 6000 DOBSON COMMUNICATIONS CORP CL A 256069105 173831 32985000 SH DEFINED 32985000 DOCUMENTUM INC NOTE 4.500% 256159AB0 1831 1725000 PRN DEFINED 17 1725000 DOCUMENTUM INC NOTE 4.500% 256159AB0 11276 10625000 PRN OTHER 17 10625000 DOCUMENTUM INC COM 256159104 6 294 SH DEFINED 01 294 DOCUMENTUM INC COM 256159104 1 70 SH OTHER 01 70 DOCUMENTUM INC COM 256159104 189 9650 SH DEFINED 08 9650 DOCUMENTUM INC COM 256159104 1107 56500 SH PUT DEFINED 17 56500 DOLLAR GEN CORP COM 256669102 1830 100196 SH DEFINED 01 100096 100 DOLLAR GEN CORP COM 256669102 144 7881 SH OTHER 01 7881 DOLLAR GEN CORP COM 256669102 6185 338732 SH DEFINED 05 338732 DOLLAR GEN CORP COM 256669102 336 18400 SH DEFINED 08 18400 DOLLAR GEN CORP COM 256669102 111 6102 SH DEFINED 17 6102 DOLLAR TREE STORES INC COM 256747106 576 18127 SH DEFINED 01 14437 3690 DOLLAR TREE STORES INC COM 256747106 67 2100 SH OTHER 01 1850 250 DOLLAR TREE STORES INC COM 256747106 7189 226289 SH DEFINED 05 226289 DOLLAR TREE STORES INC COM 256747106 8965 282172 SH DEFINED 08 282172 DOMINION RES INC VA NEW COM 25746U109 10 150 SH DEFINED 150 DOMINION RES INC VA NEW COM 25746U109 29208 454460 SH DEFINED 01 413449 41011 DOMINION RES INC VA NEW COM 25746U109 18697 290912 SH OTHER 01 207794 83118 DOMINION RES INC VA NEW COM 25746U109 24275 377710 SH DEFINED 05 377710 DOMINION RES INC VA NEW COM 25746U109 1658 25800 SH DEFINED 08 25800 DOMINION RES INC VA NEW COM 25746U109 447 6950 SH DEFINED 17 6950 DONALDSON INC COM 257651109 18 400 SH DEFINED 01 400 DONALDSON INC COM 257651109 24 547 SH OTHER 01 372 175 DONALDSON INC COM 257651109 3830 86165 SH DEFINED 05 86165 DONALDSON INC COM 257651109 121 2730 SH DEFINED 08 2730 DONNELLEY R R & SONS CO COM 257867101 976 37356 SH DEFINED 01 36556 800 DONNELLEY R R & SONS CO COM 257867101 1016 38861 SH OTHER 01 13950 24911 DONNELLEY R R & SONS CO COM 257867101 2349 89860 SH DEFINED 05 89860 DONNELLEY R R & SONS CO COM 257867101 55 2100 SH DEFINED 08 2100 DORAL FINL CORP COM 25811P100 57 1278 SH DEFINED 01 1278 DORAL FINL CORP COM 25811P100 13 300 SH DEFINED 05 300 DORAL FINL CORP COM 25811P100 426 9550 SH DEFINED 17 9550 DORCHESTER MINERALS LP COM UNIT 25820R105 6136 349239 SH DEFINED 08 349239 DOT HILL SYS CORP COM 25848T109 354 27000 SH DEFINED 08 27000 DOT HILL SYS CORP COM 25848T109 12 900 SH DEFINED 17 900 DOVER CORP COM 260003108 3936 131362 SH DEFINED 01 118382 12980 DOVER CORP COM 260003108 45509 1519005 SH OTHER 01 949248 569757 DOVER CORP COM 260003108 2950 98455 SH DEFINED 05 98455 DOVER CORP COM 260003108 96 3200 SH DEFINED 08 3200 DOVER CORP COM 260003108 307 10235 SH DEFINED 17 10235 DOW CHEM CO COM 260543103 43253 1397045 SH DEFINED 01 1332970 64075 DOW CHEM CO COM 260543103 26379 852026 SH OTHER 01 435928 416098 DOW CHEM CO COM 260543103 13719 443105 SH DEFINED 05 443105 DOW CHEM CO COM 260543103 864 27923 SH DEFINED 08 27923 DOW CHEM CO COM 260543103 6505 210100 SH CALL DEFINED 08 210100 DOW JONES & CO INC COM 260561105 394 9156 SH OTHER 9156 DOW JONES & CO INC COM 260561105 325 7562 SH DEFINED 01 7262 300 DOW JONES & CO INC COM 260561105 209 4850 SH OTHER 01 800 4050 DOW JONES & CO INC COM 260561105 1748 40613 SH DEFINED 05 40613 DOW JONES & CO INC COM 260561105 30 700 SH DEFINED 08 700 DOW JONES & CO INC COM 260561105 156 3631 SH DEFINED 17 3631 DOWNEY FINL CORP COM 261018105 1160 28088 SH DEFINED 01 19288 8800 DOWNEY FINL CORP COM 261018105 4 100 SH OTHER 01 100 DOWNEY FINL CORP COM 261018105 5073 122825 SH DEFINED 05 122825 DRESS BARN INC COM 261570105 204 16300 SH DEFINED 01 500 15800 DRESS BARN INC COM 261570105 1739 138925 SH DEFINED 05 138925 DRESS BARN INC COM 261570105 6 474 SH DEFINED 08 474 DREYERS GRAND ICE CREAM INC COM 261878102 708 9000 SH DEFINED 01 9000 DREYERS GRAND ICE CREAM INC COM 261878102 8572 109000 SH DEFINED 17 109000 DREYFUS STRATEGIC MUNS INC COM 261932107 222 22150 SH DEFINED 01 4122 18028 DREYFUS STRATEGIC MUNS INC COM 261932107 296 29546 SH OTHER 01 29546 DREYFUS STRATEGIC MUN BD FD COM 26202F107 515 57778 SH DEFINED 01 57778 DREYFUS STRATEGIC MUN BD FD COM 26202F107 68 7664 SH OTHER 01 5734 1930 DRIL-QUIP INC COM 262037104 18 1000 SH DEFINED 01 200 800 DRIL-QUIP INC COM 262037104 1230 67600 SH DEFINED 05 67600 DRUGSTORE COM INC COM 262241102 1 100 SH DEFINED 01 100 DRUGSTORE COM INC COM 262241102 3 500 SH OTHER 01 500 DRUGSTORE COM INC COM 262241102 117 20000 SH DEFINED 08 20000 DSL NET INC COM 262506108 30 58200 SH OTHER 01 58200 DU PONT E I DE NEMOURS & CO COM 263534109 94203 2262319 SH DEFINED 01 2151924 110395 DU PONT E I DE NEMOURS & CO COM 263534109 56310 1352298 SH OTHER 01 755866 596432 DU PONT E I DE NEMOURS & CO COM 263534109 20080 482220 SH DEFINED 05 482220 DU PONT E I DE NEMOURS & CO COM 263534109 83 2000 SH DEFINED 08 2000 DU PONT E I DE NEMOURS & CO COM 263534109 376 9022 SH DEFINED 13 9022 DU PONT E I DE NEMOURS & CO COM 263534109 2148 51585 SH DEFINED 17 51585 DU PONT E I DE NEMOURS & CO COM 263534109 7495 180000 SH CALL DEFINED 17 180000 DU PONT E I DE NEMOURS & CO COM 263534109 7495 180000 SH PUT DEFINED 17 180000 DUANE READE INC COM 263578106 1378 93425 SH DEFINED 05 93425 DUANE READE INC COM 263578106 170 11500 SH DEFINED 17 11500 DUANE READE INC COM 263578106 190 12900 SH PUT DEFINED 17 12900 DUFF & PHELPS UTIL CORP BD T COM 26432K108 37 2452 SH DEFINED 01 2452 DUFF & PHELPS UTIL CORP BD T COM 26432K108 129 8524 SH OTHER 01 2831 5693 DUKE ENERGY CORP NOTE 1.750% 264399EJ1 24424 23400000 PRN DEFINED 17 23400000 DUKE ENERGY CORP COM 264399106 15829 793410 SH OTHER 793410 DUKE ENERGY CORP COM 264399106 15263 765053 SH DEFINED 01 733818 31235 DUKE ENERGY CORP COM 264399106 9391 470703 SH OTHER 01 286738 183965 DUKE ENERGY CORP COM 264399106 8679 435045 SH DEFINED 05 435045 DUKE ENERGY CORP COM 264399106 82 4100 SH DEFINED 08 4100 DUKE ENERGY CORP COM 264399106 3052 153000 SH OTHER 17 153000 DUKE REALTY CORP COM NEW 264411505 495 17965 SH DEFINED 01 17965 DUKE REALTY CORP COM NEW 264411505 891 32324 SH OTHER 01 26562 5762 DUKE REALTY CORP COM NEW 264411505 30 1100 SH DEFINED 17 1100 DUN & BRADSTREET CORP DEL NE COM 26483E100 2461 59868 SH DEFINED 01 59543 325 DUN & BRADSTREET CORP DEL NE COM 26483E100 2707 65875 SH OTHER 01 58887 6988 DUN & BRADSTREET CORP DEL NE COM 26483E100 6052 147250 SH DEFINED 05 147250 DUN & BRADSTREET CORP DEL NE COM 26483E100 192 4660 SH DEFINED 08 4660 DUN & BRADSTREET CORP DEL NE COM 26483E100 1233 30000 SH CALL DEFINED 08 30000 DUPONT PHOTOMASKS INC COM 26613X101 344 18300 SH DEFINED 01 4300 14000 DUPONT PHOTOMASKS INC COM 26613X101 25 SH OTHER 01 25 DUPONT PHOTOMASKS INC COM 26613X101 1752 93200 SH DEFINED 05 93200 DUPONT PHOTOMASKS INC COM 26613X101 115 6100 SH DEFINED 08 6100 DUPONT PHOTOMASKS INC COM 26613X101 49 2628 SH DEFINED 17 2628 DYAX CORP COM 26746E103 154 37792 SH DEFINED 01 37792 DYCOM INDS INC COM 267475101 132 8080 SH DEFINED 01 8080 DYCOM INDS INC COM 267475101 3 200 SH OTHER 01 200 DYCOM INDS INC COM 267475101 1572 96433 SH DEFINED 05 96433 DYCOM INDS INC COM 267475101 186 11400 SH DEFINED 08 11400 DYNEGY INC NEW CL A 26816Q101 96 22905 SH DEFINED 01 22905 DYNEGY INC NEW CL A 26816Q101 35 8228 SH OTHER 01 900 7328 DYNEGY INC NEW CL A 26816Q101 747 177765 SH DEFINED 05 177765 DYNEGY INC NEW CL A 26816Q101 3252 774400 SH DEFINED 08 774400 EGL INC COM 268484102 22 1475 SH DEFINED 01 1475 EGL INC COM 268484102 3 200 SH OTHER 01 200 EGL INC COM 268484102 1412 92896 SH DEFINED 05 92896 E-LOAN INC COM 26861P107 177 32000 SH DEFINED 17 32000 E M C CORP MASS COM 268648102 23017 2198364 SH DEFINED 01 2021577 176787 E M C CORP MASS COM 268648102 12334 1178076 SH OTHER 01 771992 406084 E M C CORP MASS COM 268648102 13692 1307700 SH DEFINED 05 1307700 E M C CORP MASS COM 268648102 546 52175 SH DEFINED 08 52175 E M C CORP MASS COM 268648102 4188 400000 SH CALL DEFINED 08 400000 E M C CORP MASS COM 268648102 6 620 SH DEFINED 13 620 E M C CORP MASS COM 268648102 29 2800 SH OTHER 13 2800 E M C CORP MASS COM 268648102 29 2800 SH DEFINED 17 2800 E M C CORP MASS COM 268648102 5 500 SH CALL DEFINED 17 500 EMS TECHNOLOGIES INC COM 26873N108 36 2700 SH DEFINED 01 2700 EMS TECHNOLOGIES INC COM 26873N108 135 10000 SH OTHER 01 10000 EMS TECHNOLOGIES INC COM 26873N108 36 2700 SH DEFINED 05 2700 ENSCO INTL INC COM 26874Q100 915 33998 SH DEFINED 01 13698 20300 ENSCO INTL INC COM 26874Q100 1392 51750 SH OTHER 01 50000 1750 ENSCO INTL INC COM 26874Q100 36925 1372679 SH DEFINED 05 1372679 ENSCO INTL INC COM 26874Q100 2073 77050 SH DEFINED 08 77050 ENSCO INTL INC COM 26874Q100 5060 188100 SH CALL DEFINED 08 188100 ENSCO INTL INC COM 26874Q100 942 35000 SH PUT DEFINED 08 35000 ENSCO INTL INC COM 26874Q100 222 8260 SH DEFINED 17 8260 ENI S P A SPONSORED AD 26874R108 4669 61400 SH OTHER 61400 ENI S P A SPONSORED AD 26874R108 132 1739 SH DEFINED 01 1739 ENI S P A SPONSORED AD 26874R108 27 360 SH OTHER 01 80 280 EOG RES INC COM 26875P101 648 15485 SH DEFINED 01 11185 4300 EOG RES INC COM 26875P101 1018 24340 SH OTHER 01 6375 17965 EOG RES INC COM 26875P101 7983 190797 SH DEFINED 05 190797 EOG RES INC COM 26875P101 4238 101300 SH DEFINED 08 101300 EOG RES INC COM 26875P101 4184 100000 SH CALL DEFINED 08 100000 EPIQ SYS INC COM 26882D109 208 12121 SH DEFINED 01 10966 1155 EPIQ SYS INC COM 26882D109 7295 424619 SH DEFINED 05 424619 ESS TECHNOLOGY INC COM 269151106 391 40061 SH DEFINED 01 14061 26000 ESS TECHNOLOGY INC COM 269151106 1859 190700 SH DEFINED 05 190700 E TRADE GROUP INC NOTE 6.000% 269246AB0 1009 1040000 PRN DEFINED 17 1040000 E TRADE GROUP INC NOTE 6.750% 269246AD6 10663 10000000 PRN DEFINED 17 10000000 E TRADE GROUP INC COM 269246104 92 10864 SH DEFINED 01 10864 E TRADE GROUP INC COM 269246104 8 935 SH OTHER 01 935 E TRADE GROUP INC COM 269246104 6026 708890 SH DEFINED 05 708890 E TRADE GROUP INC COM 269246104 225 26500 SH DEFINED 08 26500 E TRADE GROUP INC COM 269246104 1454 171000 SH CALL DEFINED 08 171000 E TRADE GROUP INC COM 269246104 1448 170300 SH DEFINED 17 170300 E TRADE GROUP INC COM 269246104 255 30000 SH CALL DEFINED 17 30000 E TRADE GROUP INC COM 269246104 938 110400 SH PUT DEFINED 17 110400 EAST WEST BANCORP INC COM 27579R104 869 24054 SH DEFINED 01 4854 16300 2900 EAST WEST BANCORP INC COM 27579R104 107 2975 SH OTHER 01 2975 EAST WEST BANCORP INC COM 27579R104 4325 119700 SH DEFINED 05 119700 EAST WEST BANCORP INC COM 27579R104 7 200 SH DEFINED 08 200 EAST WEST BANCORP INC COM 27579R104 29 800 SH DEFINED 17 800 EASTERN VA BANKSHARES INC COM 277196101 373 16252 SH DEFINED 01 16252 EASTERN VA BANKSHARES INC COM 277196101 221 9615 SH OTHER 01 5615 4000 EASTGROUP PPTY INC COM 277276101 203 7500 SH DEFINED 01 7500 EASTGROUP PPTY INC COM 277276101 8 280 SH OTHER 01 280 EASTMAN CHEM CO COM 277432100 1031 32559 SH DEFINED 01 27902 4657 EASTMAN CHEM CO COM 277432100 1771 55925 SH OTHER 01 42665 13260 EASTMAN CHEM CO COM 277432100 1167 36855 SH DEFINED 05 36855 EASTMAN CHEM CO COM 277432100 601 18965 SH DEFINED 08 18965 EASTMAN CHEM CO COM 277432100 287 9053 SH DEFINED 17 9053 EASTMAN KODAK CO COM 277461109 600 21941 SH OTHER 21941 EASTMAN KODAK CO COM 277461109 10615 388100 SH DEFINED 01 338599 49501 EASTMAN KODAK CO COM 277461109 5998 219305 SH OTHER 01 147995 71310 EASTMAN KODAK CO COM 277461109 7970 291410 SH DEFINED 05 291410 EASTMAN KODAK CO COM 277461109 1302 47600 SH DEFINED 08 47600 EASTMAN KODAK CO COM 277461109 2598 95000 SH CALL DEFINED 08 95000 EASTMAN KODAK CO COM 277461109 1439 52600 SH PUT DEFINED 08 52600 EASTMAN KODAK CO COM 277461109 153 5600 SH DEFINED 17 5600 EASTMAN KODAK CO COM 277461109 2735 100000 SH OTHER 17 100000 EATON CORP COM 278058102 5143 65424 SH DEFINED 01 55674 9750 EATON CORP COM 278058102 6353 80818 SH OTHER 01 23432 57386 EATON CORP COM 278058102 5756 73216 SH DEFINED 05 73216 EATON CORP COM 278058102 2096 26665 SH DEFINED 08 26665 EATON CORP COM 278058102 2358 30000 SH PUT DEFINED 08 30000 EATON CORP COM 278058102 446 5668 SH DEFINED 17 5668 EATON VANCE CORP COM NON VTG 278265103 156 4943 SH DEFINED 01 4943 EATON VANCE CORP COM NON VTG 278265103 8 250 SH OTHER 01 250 EATON VANCE CORP COM NON VTG 278265103 4332 137075 SH DEFINED 05 137075 EATON VANCE CORP COM NON VTG 278265103 128 4050 SH DEFINED 08 4050 EATON VANCE CORP COM NON VTG 278265103 28 900 SH DEFINED 17 900 EBAY INC COM 278642103 6548 62962 SH DEFINED 01 59412 3550 EBAY INC COM 278642103 906 8716 SH OTHER 01 1186 7530 EBAY INC COM 278642103 23259 223647 SH DEFINED 05 223647 EBAY INC COM 278642103 3798 36520 SH DEFINED 08 36520 EBAY INC COM 278642103 8320 80000 SH CALL DEFINED 08 80000 EBAY INC COM 278642103 31148 299500 SH PUT DEFINED 08 299500 EBAY INC COM 278642103 629703 6054838 SH DEFINED 11 5473497 581341 EBAY INC COM 278642103 458 4400 SH DEFINED 17 4400 EBAY INC COM 278642103 10400 100000 SH PUT DEFINED 17 100000 ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 278762AD1 10362 10440000 PRN DEFINED 08 10440000 ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 278762AD1 4729 4765000 PRN DEFINED 17 4765000 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 278762AG4 1728 1632000 PRN DEFINED 08 1632000 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 278762AG4 4108 3880000 PRN DEFINED 17 3880000 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 278762AG4 26469 25000000 PRN OTHER 17 25000000 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 4252 122820 SH DEFINED 01 122820 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 116 3350 SH OTHER 01 2850 500 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 296 8561 SH DEFINED 05 8561 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 22557 651556 SH DEFINED 08 651556 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 101997 2946183 SH DEFINED 11 2597221 348962 ECLIPSYS CORP COM 278856109 843 80100 SH DEFINED 01 80100 ECLIPSYS CORP COM 278856109 18 1750 SH OTHER 01 150 1600 ECLIPSYS CORP COM 278856109 1024 97366 SH DEFINED 17 97366 ECOLAB INC COM 278865100 2335 91195 SH DEFINED 01 89295 1900 ECOLAB INC COM 278865100 1795 70130 SH OTHER 01 18930 51200 ECOLAB INC COM 278865100 10015 391208 SH DEFINED 05 391208 ECOLAB INC COM 278865100 188 7354 SH DEFINED 08 7354 ECOLAB INC COM 278865100 87 3400 SH DEFINED 17 3400 EDISON INTL COM 281020107 7533 458500 SH OTHER 458500 EDISON INTL COM 281020107 1946 118453 SH DEFINED 01 93253 25200 EDISON INTL COM 281020107 479 29165 SH OTHER 01 18020 11145 EDISON INTL COM 281020107 4261 259345 SH DEFINED 05 259345 EDISON INTL COM 281020107 10 600 SH DEFINED 08 600 EDISON INTL COM 281020107 1627 99000 SH CALL DEFINED 08 99000 EDISON INTL COM 281020107 470 28600 SH DEFINED 17 28600 EDISON INTL COM 281020107 4108 250000 SH CALL DEFINED 17 250000 EDISON SCHOOLS INC CL A 281033100 17 11000 SH DEFINED 08 11000 EDO CORP COM 281347104 39 2212 SH DEFINED 01 12 2200 EDO CORP COM 281347104 1 50 SH OTHER 01 50 EDO CORP COM 281347104 1424 80450 SH DEFINED 05 80450 EDO CORP COM 281347104 4 200 SH DEFINED 08 200 EDUCATION MGMT CORP COM 28139T101 444 8378 SH DEFINED 01 7636 742 EDUCATION MGMT CORP COM 28139T101 7 125 SH OTHER 01 125 EDUCATION MGMT CORP COM 28139T101 16459 310307 SH DEFINED 05 310307 EDUCATION MGMT CORP COM 28139T101 81 1530 SH DEFINED 08 1530 J D EDWARDS & CO COM 281667105 20 1400 SH DEFINED 01 1400 J D EDWARDS & CO COM 281667105 635 44400 SH CALL DEFINED 01 44400 J D EDWARDS & CO COM 281667105 615 43000 SH PUT DEFINED 01 43000 J D EDWARDS & CO COM 281667105 615 43000 SH DEFINED 05 43000 J D EDWARDS & CO COM 281667105 192 13400 SH DEFINED 08 13400 J D EDWARDS & CO COM 281667105 930 65000 SH CALL DEFINED 08 65000 J D EDWARDS & CO COM 281667105 923 64500 SH DEFINED 17 64500 EDWARDS LIFESCIENCES CORP COM 28176E108 446 13872 SH DEFINED 01 10422 3450 EDWARDS LIFESCIENCES CORP COM 28176E108 2141 66610 SH OTHER 01 63125 3485 EDWARDS LIFESCIENCES CORP COM 28176E108 3875 120580 SH DEFINED 05 120580 EDWARDS LIFESCIENCES CORP COM 28176E108 119 3700 SH DEFINED 08 3700 EDWARDS LIFESCIENCES CORP COM 28176E108 55 1700 SH DEFINED 17 1700 EDWARDS AG INC COM 281760108 3904 114139 SH DEFINED 01 110202 3937 EDWARDS AG INC COM 281760108 1100 32162 SH OTHER 01 14507 17655 EDWARDS AG INC COM 281760108 5436 158933 SH DEFINED 05 158933 EDWARDS AG INC COM 281760108 212 6201 SH DEFINED 17 6201 EFUNDS CORP COM 28224R101 77 6697 SH DEFINED 01 3427 3270 EFUNDS CORP COM 28224R101 5 412 SH OTHER 01 412 EFUNDS CORP COM 28224R101 2188 189425 SH DEFINED 05 189425 EFUNDS CORP COM 28224R101 24 2051 SH DEFINED 08 2051 EFUNDS CORP COM 28224R101 490 42400 SH DEFINED 17 42400 EL PASO CORP COM 28336L109 9164 1134160 SH OTHER 1134160 EL PASO CORP COM 28336L109 5437 672920 SH DEFINED 01 665989 6931 EL PASO CORP COM 28336L109 1146 141782 SH OTHER 01 66926 74856 EL PASO CORP COM 28336L109 2344 290047 SH DEFINED 05 290047 EL PASO CORP COM 28336L109 1672 206947 SH DEFINED 08 206947 EL PASO CORP COM 28336L109 1123 139000 SH OTHER 17 139000 EL PASO ELEC CO COM NEW 283677854 350 28400 SH DEFINED 01 6400 22000 EL PASO ELEC CO COM NEW 283677854 2774 224950 SH DEFINED 05 224950 EL PASO ELEC CO COM NEW 283677854 5 400 SH DEFINED 08 400 ELAN FIN CORP LTD NOTE 284129AC7 1100 2000000 PRN DEFINED 08 2000000 ELAN PLC ADR 284131208 173 30678 SH DEFINED 01 28478 2200 ELAN PLC ADR 284131208 68 12047 SH OTHER 01 8341 3706 ELAN PLC ADR 284131208 1388 246181 SH DEFINED 08 246181 ELAN PLC ADR 284131208 242 42900 SH CALL DEFINED 08 42900 ELAN PLC ADR 284131208 572 101500 SH PUT DEFINED 08 101500 ELECTRO SCIENTIFIC INDS COM 285229100 17 1100 SH DEFINED 01 700 400 ELECTRO SCIENTIFIC INDS COM 285229100 11 700 SH OTHER 01 100 600 ELECTRO SCIENTIFIC INDS COM 285229100 1637 107950 SH DEFINED 05 107950 ELECTRO SCIENTIFIC INDS COM 285229100 38 2500 SH DEFINED 08 2500 ELECTRO SCIENTIFIC INDS COM 285229100 38 2500 SH DEFINED 17 2500 ELECTRONIC ARTS INC COM 285512109 1401 18959 SH OTHER 18959 ELECTRONIC ARTS INC COM 285512109 15110 204470 SH DEFINED 01 185120 19350 ELECTRONIC ARTS INC COM 285512109 2478 33537 SH OTHER 01 14927 18610 ELECTRONIC ARTS INC COM 285512109 24586 332698 SH DEFINED 05 332698 ELECTRONIC ARTS INC COM 285512109 157 2125 SH DEFINED 08 2125 ELECTRONIC ARTS INC COM 285512109 6208 84000 SH CALL DEFINED 08 84000 ELECTRONIC ARTS INC COM 285512109 3695 50000 SH PUT DEFINED 08 50000 ELECTRONIC ARTS INC COM 285512109 691098 9351798 SH DEFINED 11 8370882 980916 ELECTRONIC ARTS INC COM 285512109 21 290 SH DEFINED 13 290 ELECTRONIC ARTS INC COM 285512109 140 1900 SH DEFINED 17 1900 ELECTRONIC DATA SYS NEW COM 285661104 13827 644599 SH OTHER 644599 ELECTRONIC DATA SYS NEW COM 285661104 1881 87686 SH DEFINED 01 78271 9415 ELECTRONIC DATA SYS NEW COM 285661104 1010 47080 SH OTHER 01 34502 12578 ELECTRONIC DATA SYS NEW COM 285661104 4713 219740 SH DEFINED 05 219740 ELECTRONIC DATA SYS NEW COM 285661104 4156 193732 SH DEFINED 08 193732 ELECTRONIC DATA SYS NEW COM 285661104 1798 83800 SH PUT DEFINED 08 83800 ELECTRONIC DATA SYS NEW COM 285661104 6 276 SH DEFINED 17 276 ELECTRONIC DATA SYS NEW COM 285661104 172 8000 SH PUT DEFINED 17 8000 ELIZABETH ARDEN INC COM 28660G106 892 67681 SH DEFINED 08 67681 ELKCORP COM 287456107 1 52 SH DEFINED 01 52 ELKCORP COM 287456107 1714 76175 SH DEFINED 05 76175 EMCOR GROUP INC COM 29084Q100 188 3800 SH DEFINED 01 1300 2500 EMCOR GROUP INC COM 29084Q100 3111 63025 SH DEFINED 05 63025 EMCOR GROUP INC COM 29084Q100 128 2600 SH DEFINED 17 2600 EMERSON ELEC CO COM 291011104 36333 711022 SH DEFINED 01 619191 91831 EMERSON ELEC CO COM 291011104 57604 1127273 SH OTHER 01 500773 626500 EMERSON ELEC CO COM 291011104 12579 246171 SH DEFINED 05 246171 EMERSON ELEC CO COM 291011104 2130 41691 SH DEFINED 08 41691 EMERSON ELEC CO COM 291011104 831 16268 SH DEFINED 17 16268 EMMIS COMMUNICATIONS CORP CL A 291525103 161 6981 SH DEFINED 01 6981 EMMIS COMMUNICATIONS CORP CL A 291525103 5 200 SH OTHER 01 200 EMMIS COMMUNICATIONS CORP CL A 291525103 2515 108725 SH DEFINED 05 108725 EMMIS COMMUNICATIONS CORP CL A 291525103 303 13102 SH DEFINED 17 13102 EMMIS COMMUNICATIONS CORP PFD CV SER A 291525202 189 4100 SH DEFINED 08 4100 EMMIS COMMUNICATIONS CORP PFD CV SER A 291525202 736 16000 SH DEFINED 17 16000 EMPIRE DIST ELEC CO COM 291641108 120 5523 SH DEFINED 01 5523 EMPIRE DIST ELEC CO COM 291641108 222 10195 SH OTHER 01 9145 1050 EMULEX CORP NOTE 1.750% 292475AB6 354 380000 PRN DEFINED 17 380000 EMULEX CORP COM NEW 292475209 39 1693 SH DEFINED 01 1693 EMULEX CORP COM NEW 292475209 22 950 SH OTHER 01 950 EMULEX CORP COM NEW 292475209 23 1000 SH DEFINED 05 1000 EMULEX CORP COM NEW 292475209 460 20215 SH DEFINED 08 20215 EMULEX CORP COM NEW 292475209 308 13512 SH DEFINED 17 13512 EMULEX CORP COM NEW 292475209 852 37400 SH PUT DEFINED 17 37400 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 301 6280 SH DEFINED 01 6280 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 680 14200 SH OTHER 01 2200 12000 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 347 7250 SH DEFINED 08 7250 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 38 800 SH DEFINED 13 800 ENCANA CORP COM 292505104 463 12079 SH DEFINED 01 11879 200 ENCANA CORP COM 292505104 369 9626 SH OTHER 01 5514 4112 ENDESA S A SPONSORED AD 29258N107 236 14500 SH DEFINED 01 14500 ENDESA S A SPONSORED AD 29258N107 471 28886 SH OTHER 01 28886 ENDESA S A SPONSORED AD 29258N107 2 100 SH DEFINED 05 100 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 804 48000 SH DEFINED 01 18000 30000 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 295 17600 SH DEFINED 17 17600 ENERGEN CORP COM 29265N108 995 29891 SH DEFINED 01 18746 11145 ENERGEN CORP COM 29265N108 57 1717 SH OTHER 01 1717 ENERGEN CORP COM 29265N108 14342 430688 SH DEFINED 05 430688 ENERGEN CORP COM 29265N108 27 800 SH DEFINED 17 800 ENERGY EAST CORP COM 29266M109 547 26359 SH DEFINED 01 26059 300 ENERGY EAST CORP COM 29266M109 202 9721 SH OTHER 01 2481 7240 ENERGY EAST CORP COM 29266M109 5991 288571 SH DEFINED 05 288571 ENERGIZER HLDGS INC COM 29266R108 17551 558956 SH DEFINED 01 261789 297167 ENERGIZER HLDGS INC COM 29266R108 72065 2295062 SH OTHER 01 97482 2197580 ENERGIZER HLDGS INC COM 29266R108 5210 165936 SH DEFINED 05 165936 ENERGIZER HLDGS INC COM 29266R108 316 10070 SH DEFINED 08 10070 ENERGIZER HLDGS INC COM 29266R108 543 17300 SH DEFINED 17 17300 ENGELHARD CORP COM 292845104 166 6704 SH DEFINED 01 6704 ENGELHARD CORP COM 292845104 5 200 SH OTHER 01 200 ENGELHARD CORP COM 292845104 1493 60275 SH DEFINED 05 60275 ENGELHARD CORP COM 292845104 40 1599 SH DEFINED 08 1599 ENGINEERED SUPPORT SYS INC COM 292866100 491 11764 SH DEFINED 01 3464 8300 ENGINEERED SUPPORT SYS INC COM 292866100 2 50 SH OTHER 01 50 ENGINEERED SUPPORT SYS INC COM 292866100 3187 76437 SH DEFINED 05 76437 ENGINEERED SUPPORT SYS INC COM 292866100 4 100 SH DEFINED 08 100 ENGINEERED SUPPORT SYS INC COM 292866100 100 2400 SH DEFINED 17 2400 ENESCO GROUP INC COM 292973104 59 8000 SH DEFINED 01 2100 5900 ENESCO GROUP INC COM 292973104 50 SH OTHER 01 50 ENESCO GROUP INC COM 292973104 470 63525 SH DEFINED 05 63525 ENTEGRIS INC COM 29362U104 7 550 SH DEFINED 01 550 ENTEGRIS INC COM 29362U104 10 714 SH OTHER 01 714 ENTEGRIS INC COM 29362U104 202 15000 SH DEFINED 08 15000 ENTERASYS NETWORKS INC COM 293637104 43 14150 SH DEFINED 01 14150 ENTERASYS NETWORKS INC COM 293637104 37 12200 SH DEFINED 05 12200 ENTERASYS NETWORKS INC COM 293637104 2 600 SH DEFINED 08 600 ENTERCOM COMMUNICATIONS CORP CL A 293639100 415 8474 SH DEFINED 01 7964 510 ENTERCOM COMMUNICATIONS CORP CL A 293639100 17 340 SH OTHER 01 340 ENTERCOM COMMUNICATIONS CORP CL A 293639100 13646 278437 SH DEFINED 05 278437 ENTERCOM COMMUNICATIONS CORP CL A 293639100 156 3180 SH DEFINED 08 3180 ENTERGY CORP NEW COM 29364G103 1081 20474 SH OTHER 20474 ENTERGY CORP NEW COM 29364G103 4474 84766 SH DEFINED 01 63466 21300 ENTERGY CORP NEW COM 29364G103 996 18878 SH OTHER 01 6324 12554 ENTERGY CORP NEW COM 29364G103 9230 174877 SH DEFINED 05 174877 ENTERGY CORP NEW COM 29364G103 649 12300 SH DEFINED 08 12300 ENTERGY CORP NEW COM 29364G103 1320 25000 SH PUT DEFINED 08 25000 ENTERGY CORP NEW COM 29364G103 359 6800 SH DEFINED 17 6800 ENTERPRISE PRODS PARTNERS L COM 293792107 17 750 SH DEFINED 01 750 ENTERPRISE PRODS PARTNERS L COM 293792107 567 25145 SH OTHER 01 12300 12845 ENTERPRISE PRODS PARTNERS L COM 293792107 194 8600 SH DEFINED 08 8600 ENTERPRISE PRODS PARTNERS L COM 293792107 29 1300 SH DEFINED 17 1300 ENTREMED INC COM 29382F103 97 23400 SH DEFINED 01 23400 ENTREMED INC COM 29382F103 42 10000 SH DEFINED 08 10000 ENZO BIOCHEM INC COM 294100102 134 6227 SH DEFINED 01 3827 2400 ENZO BIOCHEM INC COM 294100102 4 200 SH OTHER 01 200 ENZO BIOCHEM INC COM 294100102 2575 119648 SH DEFINED 05 119648 ENZO BIOCHEM INC COM 294100102 9 400 SH DEFINED 08 400 ENZO BIOCHEM INC COM 294100102 2 100 SH DEFINED 17 100 EON LABS INC COM 29412E100 1789 50910 SH DEFINED 08 50910 EON LABS INC COM 29412E100 148 4200 SH DEFINED 17 4200 EPRESENCE INC COM 294348107 18 7300 SH DEFINED 01 7300 EPRESENCE INC COM 294348107 12 5000 SH DEFINED 05 5000 EQUIDYNE CORP COM 29442R105 32 66000 SH OTHER 01 66000 EQUIFAX INC COM 294429105 11259 433044 SH DEFINED 01 7506 425538 EQUIFAX INC COM 294429105 12136 466751 SH OTHER 01 353836 78465 34450 EQUIFAX INC COM 294429105 2811 108110 SH DEFINED 05 108110 EQUIFAX INC COM 294429105 47 1800 SH DEFINED 08 1800 EQUITABLE RES INC COM 294549100 746 18307 SH DEFINED 01 16283 2024 EQUITABLE RES INC COM 294549100 435 10669 SH OTHER 01 7894 2775 EQUITABLE RES INC COM 294549100 5045 123824 SH DEFINED 05 123824 EQUITABLE RES INC COM 294549100 134 3300 SH DEFINED 08 3300 EQUITY INCOME FD UT 1 EX SR-A 294700703 855 10553 SH DEFINED 01 10553 EQUITY INCOME FD UT 1 EX SR-A 294700703 1093 13493 SH OTHER 01 10594 2899 EQUITY OFFICE PROPERTIES TRU COM 294741103 6967 257947 SH DEFINED 01 223972 33975 EQUITY OFFICE PROPERTIES TRU COM 294741103 538 19925 SH OTHER 01 4972 14953 EQUITY OFFICE PROPERTIES TRU COM 294741103 30067 1113187 SH DEFINED 05 1113187 EQUITY OFFICE PROPERTIES TRU COM 294741103 489 18100 SH DEFINED 08 18100 EQUITY OFFICE PROPERTIES TRU COM 294741103 189 6990 SH DEFINED 17 6990 EQUITY RESIDENTIAL SH BEN INT 29476L107 5283 203590 SH DEFINED 01 202390 1200 EQUITY RESIDENTIAL SH BEN INT 29476L107 715 27535 SH OTHER 01 10708 16827 EQUITY RESIDENTIAL SH BEN INT 29476L107 4552 175430 SH DEFINED 05 175430 EQUITY RESIDENTIAL SH BEN INT 29476L107 327 12600 SH DEFINED 08 12600 EQUITY RESIDENTIAL SH BEN INT 29476L107 29 1100 SH DEFINED 17 1100 EQUITY RESIDENTIAL PFD CV 1/10 29476L859 210 8225 SH DEFINED 01 8225 ERICSSON L M TEL CO ADR B SEK 10 294821608 34 3200 SH DEFINED 08 3200 ERICSSON L M TEL CO ADR B SEK 10 294821608 2658 250000 SH CALL DEFINED 08 250000 ERICSSON L M TEL CO ADR B SEK 10 294821608 485 45611 SH DEFINED 17 45611 ESCO TECHNOLOGIES INC COM 296315104 1202 27325 SH DEFINED 01 27325 ESCO TECHNOLOGIES INC COM 296315104 11 240 SH OTHER 01 240 ESCO TECHNOLOGIES INC COM 296315104 26 600 SH DEFINED 05 600 ESPERION THERAPEUTICS INC COM 29664R106 583 30000 SH DEFINED 08 30000 ESPEED INC CL A 296643109 371 18800 SH DEFINED 17 18800 ESSEX PPTY TR INC COM 297178105 10 175 SH DEFINED 01 175 ESSEX PPTY TR INC COM 297178105 52 900 SH OTHER 01 575 325 ESSEX PPTY TR INC COM 297178105 4674 81650 SH DEFINED 05 81650 ESSEX PPTY TR INC COM 297178105 11 200 SH DEFINED 08 200 ESTERLINE TECHNOLOGIES CORP COM 297425100 242 13910 SH DEFINED 01 8510 5400 ESTERLINE TECHNOLOGIES CORP COM 297425100 49 2800 SH OTHER 01 2800 ESTERLINE TECHNOLOGIES CORP COM 297425100 1612 92575 SH DEFINED 05 92575 ESTERLINE TECHNOLOGIES CORP COM 297425100 37 2100 SH DEFINED 17 2100 ETHAN ALLEN INTERIORS INC COM 297602104 1050 29866 SH DEFINED 01 19571 10295 ETHAN ALLEN INTERIORS INC COM 297602104 186 5280 SH OTHER 01 5280 ETHAN ALLEN INTERIORS INC COM 297602104 12642 359565 SH DEFINED 05 359565 ETHAN ALLEN INTERIORS INC COM 297602104 7 200 SH DEFINED 08 200 ETHAN ALLEN INTERIORS INC COM 297602104 28 800 SH DEFINED 17 800 EVERGREEN RES INC COM NO PAR 299900308 60 1100 SH OTHER 01 1100 EVERGREEN RES INC COM NO PAR 299900308 4079 75100 SH DEFINED 05 75100 EVERGREEN RES INC COM NO PAR 299900308 2992 55100 SH DEFINED 08 55100 EVERGREEN RES INC COM NO PAR 299900308 815 15000 SH PUT DEFINED 08 15000 EVERGREEN RES INC COM NO PAR 299900308 206 3800 SH DEFINED 17 3800 EXACT SCIENCES CORP COM 30063P105 113 10319 SH DEFINED 01 9298 1021 EXACT SCIENCES CORP COM 30063P105 3460 316023 SH DEFINED 05 316023 EXAR CORP COM 300645108 210 13463 SH DEFINED 01 4263 9200 EXAR CORP COM 300645108 19 1200 SH OTHER 01 1200 EXAR CORP COM 300645108 2693 172625 SH DEFINED 05 172625 EXCHANGE NATL BANCSHARES INC COM 301309100 223 3990 SH OTHER 01 3990 EXELON CORP COM 30161N101 5373 89837 SH DEFINED 01 70369 19468 EXELON CORP COM 30161N101 3332 55713 SH OTHER 01 11719 43994 EXELON CORP COM 30161N101 13131 219537 SH DEFINED 05 219537 EXELON CORP COM 30161N101 66 1108 SH DEFINED 08 1108 EXELON CORP COM 30161N101 329 5500 SH DEFINED 17 5500 EXEGENICS INC COM 301610101 26 50000 SH DEFINED 01 50000 EXPEDIA INC CL A 302125109 624 8194 SH DEFINED 01 8194 EXPEDIA INC CL A 302125109 1 16 SH OTHER 01 16 EXPEDIA INC CL A 302125109 15 200 SH DEFINED 05 200 EXPEDIA INC CL A 302125109 189 2486 SH DEFINED 08 2486 EXPEDIA INC CL A 302125109 27721 364083 SH DEFINED 17 364083 EXPEDIA INC *W EXP 02/04 302125125 54 1000 SH DEFINED 01 1000 EXPEDIA INC *W EXP 02/04 302125125 2 SH OTHER 01 2 EXPEDIA INC *W EXP 02/04 302125125 3157 58898 SH DEFINED 08 58898 EXPEDITORS INTL WASH INC COM 302130109 317 9197 SH DEFINED 01 7045 2152 EXPEDITORS INTL WASH INC COM 302130109 160 4650 SH OTHER 01 4300 350 EXPEDITORS INTL WASH INC COM 302130109 11551 335197 SH DEFINED 05 335197 EXPEDITORS INTL WASH INC COM 302130109 38 1100 SH DEFINED 17 1100 EXPRESSJET HOLDINGS INC CL A 30218U108 3 225 SH DEFINED 01 225 EXPRESSJET HOLDINGS INC CL A 30218U108 541 35800 SH DEFINED 17 35800 EXPRESS SCRIPTS INC COM 302182100 955 13962 SH OTHER 13962 EXPRESS SCRIPTS INC COM 302182100 1060 15499 SH DEFINED 01 10866 4633 EXPRESS SCRIPTS INC COM 302182100 2236 32683 SH OTHER 01 4508 28175 EXPRESS SCRIPTS INC COM 302182100 21725 317577 SH DEFINED 05 317577 EXPRESS SCRIPTS INC COM 302182100 2478 36217 SH DEFINED 08 36217 EXTENDED STAY AMER INC COM 30224P101 499 36986 SH DEFINED 01 36986 EXTENDED STAY AMER INC COM 30224P101 4 300 SH OTHER 01 300 EXTENDED STAY AMER INC COM 30224P101 2504 185638 SH DEFINED 05 185638 EXTREME NETWORKS INC COM 30226D106 210 39875 SH DEFINED 01 39875 EXTREME NETWORKS INC COM 30226D106 1 200 SH OTHER 01 200 EXTREME NETWORKS INC COM 30226D106 37 7048 SH DEFINED 08 7048 EXULT INC DEL COM 302284104 31382 3666078 SH DEFINED 3666078 EXULT INC DEL COM 302284104 205 24000 SH DEFINED 01 24000 EXULT INC DEL COM 302284104 1 131 SH DEFINED 08 131 EXXON MOBIL CORP COM 30231G102 27 750 SH DEFINED 750 EXXON MOBIL CORP COM 30231G102 2827 78730 SH OTHER 78730 EXXON MOBIL CORP COM 30231G102 793973 22110070 SH DEFINED 01 20880573 1229497 EXXON MOBIL CORP COM 30231G102 667707 18593898 SH OTHER 01 9318519 9275379 EXXON MOBIL CORP COM 30231G102 172170 4794495 SH DEFINED 05 4794495 EXXON MOBIL CORP COM 30231G102 2878 80147 SH DEFINED 08 80147 EXXON MOBIL CORP COM 30231G102 8978 250000 SH CALL DEFINED 08 250000 EXXON MOBIL CORP COM 30231G102 2693 75000 SH PUT DEFINED 08 75000 EXXON MOBIL CORP COM 30231G102 806 22444 SH DEFINED 11 22444 EXXON MOBIL CORP COM 30231G102 89 2492 SH DEFINED 13 2480 12 EXXON MOBIL CORP COM 30231G102 46 1280 SH OTHER 13 1280 EXXON MOBIL CORP COM 30231G102 1628 45330 SH DEFINED 17 45330 F&M BANCORP MD COM 302367107 448 9095 SH DEFINED 01 9095 F&M BANCORP MD COM 302367107 83 1695 SH OTHER 01 1695 FEI CO COM 30241L109 9 480 SH DEFINED 01 480 FEI CO COM 30241L109 25 1310 SH OTHER 01 1310 FEI CO COM 30241L109 2396 127650 SH DEFINED 05 127650 FEI CO COM 30241L109 2 100 SH DEFINED 08 100 FLIR SYS INC COM 302445101 477 15851 SH DEFINED 01 6151 9700 FLIR SYS INC COM 302445101 84 2800 SH OTHER 01 2800 FLIR SYS INC COM 302445101 4630 153775 SH DEFINED 05 153775 FLIR SYS INC COM 302445101 524 17400 SH DEFINED 08 17400 FLIR SYS INC COM 302445101 181 6000 SH DEFINED 17 6000 FMC TECHNOLOGIES INC COM 30249U101 24 1149 SH DEFINED 01 520 629 FMC TECHNOLOGIES INC COM 30249U101 116 5512 SH OTHER 01 5512 FMC TECHNOLOGIES INC COM 30249U101 2736 129981 SH DEFINED 05 129981 FMC TECHNOLOGIES INC COM 30249U101 42 2000 SH DEFINED 08 2000 FMC TECHNOLOGIES INC COM 30249U101 108 5125 SH DEFINED 17 5125 F M C CORP COM NEW 302491303 52 2300 SH OTHER 01 100 2200 F M C CORP COM NEW 302491303 1569 69335 SH DEFINED 05 69335 F M C CORP COM NEW 302491303 1697 75000 SH CALL DEFINED 08 75000 F M C CORP COM NEW 302491303 2037 90000 SH PUT DEFINED 08 90000 F M C CORP COM NEW 302491303 376 16600 SH DEFINED 17 16600 FNB CORP PA COM 302520101 404 13371 SH DEFINED 01 13371 FNB CORP PA COM 302520101 40 1337 SH OTHER 01 67 1270 FNB CORP PA COM 302520101 12294 406695 SH DEFINED 05 406695 FPL GROUP INC COM 302571104 1415 21160 SH OTHER 21160 FPL GROUP INC COM 302571104 16387 245135 SH DEFINED 01 227636 17499 FPL GROUP INC COM 302571104 17320 259092 SH OTHER 01 154927 104165 FPL GROUP INC COM 302571104 25876 387082 SH DEFINED 05 387082 FPL GROUP INC COM 302571104 779 11650 SH DEFINED 08 11650 FPL GROUP INC COM 302571104 127 1901 SH DEFINED 17 1901 FPL GROUP INC COM 302571104 2687 40200 SH OTHER 17 40200 FTI CONSULTING INC COM 302941109 3 112 SH DEFINED 01 112 FTI CONSULTING INC COM 302941109 19325 773925 SH DEFINED 17 773925 FACTSET RESH SYS INC COM 303075105 900 20424 SH DEFINED 01 3824 16600 FACTSET RESH SYS INC COM 303075105 7 150 SH OTHER 01 150 FACTSET RESH SYS INC COM 303075105 6905 156750 SH DEFINED 05 156750 FACTSET RESH SYS INC COM 303075105 13 300 SH DEFINED 08 300 FACTSET RESH SYS INC COM 303075105 2203 50000 SH PUT DEFINED 08 50000 FACTSET RESH SYS INC COM 303075105 68 1550 SH DEFINED 17 1550 FACTUAL DATA CORP COM 303094106 19073 1096755 SH DEFINED 1096755 FAIR ISAAC CORP COM 303250104 1126 21887 SH DEFINED 01 21887 FAIR ISAAC CORP COM 303250104 273 5300 SH OTHER 01 450 4850 FAIR ISAAC CORP COM 303250104 5241 101874 SH DEFINED 05 101874 FAIR ISAAC CORP COM 303250104 509 9900 SH DEFINED 08 9900 FAIR ISAAC CORP COM 303250104 2908 56516 SH DEFINED 11 56516 FAIR ISAAC CORP COM 303250104 291 5649 SH DEFINED 17 5649 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 727 56870 SH DEFINED 01 33070 23800 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 13 1000 SH OTHER 01 1000 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 13887 1085801 SH DEFINED 05 1085801 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 128 10003 SH DEFINED 08 10003 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 46 3600 SH DEFINED 17 3600 FALCON PRODS INC COM 306075102 102 24092 SH DEFINED 01 24092 FALCON PRODS INC COM 306075102 345 81600 SH OTHER 01 81600 FAMILY DLR STORES INC COM 307000109 563566 14772366 SH DEFINED 01 14279776 380 492210 FAMILY DLR STORES INC COM 307000109 199 5220 SH OTHER 01 5220 FAMILY DLR STORES INC COM 307000109 8020 210232 SH DEFINED 05 210232 FAMILY DLR STORES INC COM 307000109 140 3672 SH DEFINED 08 3672 FAMILY DLR STORES INC COM 307000109 1 SH DEFINED 17 1 FASTENAL CO COM 311900104 128 3746 SH DEFINED 01 2146 1600 FASTENAL CO COM 311900104 111 3250 SH OTHER 01 3000 250 FASTENAL CO COM 311900104 5111 149974 SH DEFINED 05 149974 FASTENAL CO COM 311900104 7 200 SH DEFINED 08 200 FASTENAL CO COM 311900104 44 1300 SH DEFINED 17 1300 FAUQUIER BANKSHARES INC VA COM 312059108 853 49000 SH DEFINED 01 49000 FEDDERS CORP COM NEW 313135501 12 3900 SH DEFINED 01 3900 FEDDERS CORP COM NEW 313135501 370 120400 SH DEFINED 05 120400 FEDDERS CORP COM NEW 313135501 1 200 SH DEFINED 08 200 FEDERAL HOME LN MTG CORP COM 313400301 61279 1206992 SH DEFINED 01 1162832 44160 FEDERAL HOME LN MTG CORP COM 313400301 17197 338723 SH OTHER 01 146990 191733 FEDERAL HOME LN MTG CORP COM 313400301 1015 20000 SH CALL DEFINED 01 20000 FEDERAL HOME LN MTG CORP COM 313400301 1965 38700 SH PUT DEFINED 01 38700 FEDERAL HOME LN MTG CORP COM 313400301 34748 684420 SH DEFINED 05 684420 FEDERAL HOME LN MTG CORP COM 313400301 5323 104840 SH DEFINED 08 104840 FEDERAL HOME LN MTG CORP COM 313400301 11515 226800 SH CALL DEFINED 08 226800 FEDERAL HOME LN MTG CORP COM 313400301 9398 185100 SH PUT DEFINED 08 185100 FEDERAL HOME LN MTG CORP COM 313400301 654 12886 SH DEFINED 17 12886 FEDERAL HOME LN MTG CORP COM 313400301 1152 22700 SH CALL DEFINED 17 22700 FEDERAL NATL MTG ASSN COM 313586109 1770 26242 SH OTHER 26242 FEDERAL NATL MTG ASSN COM 313586109 207606 3078380 SH DEFINED 01 2999896 78484 FEDERAL NATL MTG ASSN COM 313586109 78825 1168822 SH OTHER 01 657695 511127 FEDERAL NATL MTG ASSN COM 313586109 39854 590962 SH DEFINED 05 590962 FEDERAL NATL MTG ASSN COM 313586109 4033 59800 SH DEFINED 08 59800 FEDERAL NATL MTG ASSN COM 313586109 20509 304100 SH CALL DEFINED 08 304100 FEDERAL NATL MTG ASSN COM 313586109 3473 51500 SH PUT DEFINED 08 51500 FEDERAL NATL MTG ASSN COM 313586109 648154 9610829 SH DEFINED 11 8654514 956315 FEDERAL NATL MTG ASSN COM 313586109 31 460 SH DEFINED 13 50 410 FEDERAL NATL MTG ASSN COM 313586109 396 5876 SH DEFINED 17 5876 FEDERAL REALTY INVT TR SH BEN INT N 313747206 124 3886 SH DEFINED 01 3886 FEDERAL REALTY INVT TR SH BEN INT N 313747206 428 13364 SH OTHER 01 3886 1100 8378 FEDERAL SIGNAL CORP COM 313855108 2556 145469 SH DEFINED 01 1445 144024 FEDERAL SIGNAL CORP COM 313855108 198 11297 SH OTHER 01 7500 3797 FEDERAL SIGNAL CORP COM 313855108 1701 96808 SH DEFINED 05 96808 FEDERAL SIGNAL CORP COM 313855108 47 2680 SH DEFINED 08 2680 FEDERATED DEPT STORES INC DE COM 31410H101 4573 124097 SH DEFINED 01 109872 14225 FEDERATED DEPT STORES INC DE COM 31410H101 339 9209 SH OTHER 01 4959 4250 FEDERATED DEPT STORES INC DE COM 31410H101 3985 108145 SH DEFINED 05 108145 FEDERATED DEPT STORES INC DE COM 31410H101 685 18600 SH DEFINED 08 18600 FEDERATED DEPT STORES INC DE COM 31410H101 617 16750 SH DEFINED 17 16750 FEDERATED INVS INC PA CL B 314211103 18 642 SH DEFINED 01 642 FEDERATED INVS INC PA CL B 314211103 8 285 SH OTHER 01 285 FEDERATED INVS INC PA CL B 314211103 1424 51915 SH DEFINED 05 51915 FEDERATED INVS INC PA CL B 314211103 233 8500 SH DEFINED 08 8500 FEDERATED INVS INC PA CL B 314211103 30 1100 SH DEFINED 17 1100 FEDEX CORP COM 31428X106 17059 275017 SH DEFINED 01 254742 20275 FEDEX CORP COM 31428X106 7962 128359 SH OTHER 01 71072 57287 FEDEX CORP COM 31428X106 16716 269485 SH DEFINED 05 269485 FEDEX CORP COM 31428X106 2272 36632 SH DEFINED 08 36632 FEDEX CORP COM 31428X106 5583 90000 SH PUT DEFINED 08 90000 FEDEX CORP COM 31428X106 650015 10479048 SH DEFINED 11 9212891 1266157 FEDEX CORP COM 31428X106 50 800 SH DEFINED 17 800 FERRELLGAS PARTNERS L.P. UNIT LTD PAR 315293100 188 8295 SH DEFINED 01 8295 FERRELLGAS PARTNERS L.P. UNIT LTD PAR 315293100 930 41000 SH DEFINED 08 41000 FERRO CORP COM 315405100 7 319 SH DEFINED 01 319 FERRO CORP COM 315405100 61 2713 SH OTHER 01 2713 FERRO CORP COM 315405100 1806 80176 SH DEFINED 05 80176 FERRO CORP COM 315405100 27 1200 SH DEFINED 17 1200 FIDELITY NATIONAL SOLTNS INC COM 31620P109 749 28740 SH DEFINED 17 28740 FIDELITY NATL FINL INC COM 316326107 680 22107 SH DEFINED 01 15326 6781 FIDELITY NATL FINL INC COM 316326107 760 24694 SH OTHER 01 7641 17053 FIDELITY NATL FINL INC COM 316326107 8209 266882 SH DEFINED 05 266882 FIDELITY NATL FINL INC COM 316326107 6217 202123 SH DEFINED 17 202123 FIFTH THIRD BANCORP COM 316773100 50367 877169 SH DEFINED 01 762925 114244 FIFTH THIRD BANCORP COM 316773100 18723 326077 SH OTHER 01 243268 82809 FIFTH THIRD BANCORP COM 316773100 16006 278760 SH DEFINED 05 278760 FIFTH THIRD BANCORP COM 316773100 4346 75690 SH DEFINED 08 75690 FIFTH THIRD BANCORP COM 316773100 4594 80000 SH CALL DEFINED 08 80000 FIFTH THIRD BANCORP COM 316773100 1390 24200 SH PUT DEFINED 08 24200 FIFTH THIRD BANCORP COM 316773100 29 500 SH DEFINED 13 175 325 FILENET CORP COM 316869106 317 17600 SH DEFINED 01 12400 5200 FILENET CORP COM 316869106 22 1200 SH OTHER 01 1200 FILENET CORP COM 316869106 2690 149450 SH DEFINED 05 149450 FILENET CORP COM 316869106 7 400 SH DEFINED 08 400 FINANCIAL FED CORP COM 317492106 172 7054 SH DEFINED 01 2254 4800 FINANCIAL FED CORP COM 317492106 1951 79975 SH DEFINED 05 79975 FINANCIAL FED CORP COM 317492106 46 1900 SH DEFINED 17 1900 FINISH LINE INC CL A 317923100 1570 70955 SH DEFINED 08 70955 FINISH LINE INC CL A 317923100 553 25000 SH CALL DEFINED 08 25000 FINISH LINE INC CL A 317923100 42 1902 SH DEFINED 17 1902 FIRST AMERN CORP CALIF COM 318522307 807 30614 SH DEFINED 01 12594 18020 FIRST AMERN CORP CALIF COM 318522307 6 225 SH OTHER 01 225 FIRST AMERN CORP CALIF COM 318522307 4268 161970 SH DEFINED 05 161970 FIRST AMERN CORP CALIF COM 318522307 53 2000 SH DEFINED 08 2000 FIRST AMERN CORP CALIF COM 318522307 786 29848 SH DEFINED 17 29848 FIRST BANCORP P R COM 318672102 240 8759 SH DEFINED 01 1059 7700 FIRST BANCORP P R COM 318672102 1 50 SH OTHER 01 50 FIRST BANCORP P R COM 318672102 4562 166175 SH DEFINED 05 166175 FIRST BANCORP P R COM 318672102 8 300 SH DEFINED 08 300 FIRST BANCORP P R COM 318672102 82 3000 SH DEFINED 17 3000 FIRST CHARTER CORP COM 319439105 844 47983 SH DEFINED 01 46633 1350 FIRST CHARTER CORP COM 319439105 30 1710 SH OTHER 01 1710 FIRST COMWLTH FINL CORP PA COM 319829107 220 16940 SH DEFINED 01 16940 FIRST DATA CORP COM 319963104 528 12746 SH OTHER 12746 FIRST DATA CORP COM 319963104 196738 4747527 SH DEFINED 01 4659044 88483 FIRST DATA CORP COM 319963104 55348 1335621 SH OTHER 01 780287 555334 FIRST DATA CORP COM 319963104 16372 395089 SH DEFINED 05 395089 FIRST DATA CORP COM 319963104 2839 68500 SH DEFINED 08 68500 FIRST DATA CORP COM 319963104 8686 209600 SH CALL DEFINED 08 209600 FIRST DATA CORP COM 319963104 2072 50000 SH PUT DEFINED 08 50000 FIRST DATA CORP COM 319963104 28 685 SH DEFINED 13 75 610 FIRST DATA CORP COM 319963104 365 8800 SH DEFINED 17 8800 FIRST FINL BANCORP OH COM 320209109 54 3400 SH DEFINED 01 3400 FIRST FINL BANCORP OH COM 320209109 119 7500 SH OTHER 01 7500 FIRST FINL FD INC COM 320228109 190 12295 SH DEFINED 01 12295 FIRST FINL FD INC COM 320228109 34 2201 SH OTHER 01 2201 FIRST MIDWEST BANCORP DEL COM 320867104 3100 107589 SH DEFINED 01 107589 FIRST MIDWEST BANCORP DEL COM 320867104 1320 45818 SH OTHER 01 26700 19118 FIRST MIDWEST BANCORP DEL COM 320867104 5738 199175 SH DEFINED 05 199175 FIRST MIDWEST BANCORP DEL COM 320867104 6 200 SH DEFINED 08 200 FIRST NATL CORP ORANGEBURG S COM 320942105 529 21437 SH DEFINED 01 21437 FIRST HEALTH GROUP CORP COM 320960107 505 18272 SH DEFINED 01 4745 13527 FIRST HEALTH GROUP CORP COM 320960107 186 6725 SH OTHER 01 6725 FIRST HEALTH GROUP CORP COM 320960107 12190 441362 SH DEFINED 05 441362 FIRST HEALTH GROUP CORP COM 320960107 55 2000 SH DEFINED 08 2000 FIRST NIAGARA FINL GP INC COM 33582V108 21 SH DEFINED 01 21 FIRST NIAGARA FINL GP INC COM 33582V108 43 3100 SH DEFINED 05 3100 FIRST NIAGARA FINL GP INC COM 33582V108 574 41216 SH DEFINED 17 41216 FIRST REP BK SAN FRANCISCO COM 336158100 178 6708 SH DEFINED 01 6708 FIRST REP BK SAN FRANCISCO COM 336158100 1 50 SH OTHER 01 50 FIRST REP BK SAN FRANCISCO COM 336158100 1547 58150 SH DEFINED 05 58150 FIRST TENN NATL CORP COM 337162101 6769 154152 SH DEFINED 01 154152 FIRST TENN NATL CORP COM 337162101 595 13550 SH OTHER 01 11475 2075 FIRST TENN NATL CORP COM 337162101 2699 61475 SH DEFINED 05 61475 FIRST TENN NATL CORP COM 337162101 250 5700 SH DEFINED 08 5700 FIRST TENN NATL CORP COM 337162101 643 14644 SH DEFINED 17 14644 FIRST VA BANKS INC COM 337477103 13005 301602 SH DEFINED 01 300890 712 FIRST VA BANKS INC COM 337477103 4430 102730 SH OTHER 01 68321 34409 FIRST VA BANKS INC COM 337477103 5827 135128 SH DEFINED 05 135128 FIRST VA BANKS INC COM 337477103 15403 357210 SH DEFINED 17 357210 FISERV INC COM 337738108 226 6346 SH DEFINED 01 2822 3524 FISERV INC COM 337738108 181 5086 SH OTHER 01 2471 2615 FISERV INC COM 337738108 3163 88690 SH DEFINED 05 88690 FISERV INC COM 337738108 3 95 SH DEFINED 08 95 FISERV INC COM 337738108 361 10116 SH DEFINED 17 10116 FISHER COMMUNICATIONS INC COM 337756209 42156 859801 SH DEFINED 01 478697 381104 FISHER COMMUNICATIONS INC COM 337756209 3133 63908 SH OTHER 01 58160 5748 FIRSTFED FINL CORP COM 337907109 2496 70723 SH DEFINED 01 65597 5126 FIRSTFED FINL CORP COM 337907109 62 1749 SH OTHER 01 1749 FIRSTFED FINL CORP COM 337907109 2734 77475 SH DEFINED 05 77475 FIRSTFED FINL CORP COM 337907109 49 1400 SH DEFINED 17 1400 FIRSTMERIT CORP COM 337915102 348 15269 SH DEFINED 01 15269 FIRSTMERIT CORP COM 337915102 130 5685 SH OTHER 01 3000 2685 FIRSTMERIT CORP COM 337915102 3824 167709 SH DEFINED 05 167709 FLAGSTAR BANCORP INC COM 337930101 306 12500 SH DEFINED 01 1700 10800 FLAGSTAR BANCORP INC COM 337930101 6062 247950 SH DEFINED 05 247950 FLAGSTAR BANCORP INC COM 337930101 262 10700 SH DEFINED 17 10700 FIRSTENERGY CORP COM 337932107 5328 138565 SH OTHER 138565 FIRSTENERGY CORP COM 337932107 2662 69236 SH DEFINED 01 68465 771 FIRSTENERGY CORP COM 337932107 760 19778 SH OTHER 01 4766 15012 FIRSTENERGY CORP COM 337932107 5663 147277 SH DEFINED 05 147277 FIRSTENERGY CORP COM 337932107 4 100 SH DEFINED 08 100 FIRSTENERGY CORP COM 337932107 9976 259463 SH DEFINED 17 259463 FIRSTENERGY CORP COM 337932107 1500 39000 SH CALL DEFINED 17 39000 FIRSTENERGY CORP COM 337932107 923 24000 SH PUT DEFINED 17 24000 FISHER SCIENTIFIC INTL INC COM NEW 338032204 57 1622 SH DEFINED 01 1622 FISHER SCIENTIFIC INTL INC COM NEW 338032204 63 1800 SH DEFINED 05 1800 FISHER SCIENTIFIC INTL INC COM NEW 338032204 3141 90000 SH DEFINED 08 90000 FISHER SCIENTIFIC INTL INC COM NEW 338032204 3490 100000 SH PUT DEFINED 08 100000 FISHER SCIENTIFIC INTL INC COM NEW 338032204 1950 55875 SH DEFINED 17 55875 FLAG FINL CORP COM 33832H107 270 19730 SH DEFINED 01 19730 FLAG FINL CORP COM 33832H107 41 3005 SH DEFINED 08 3005 FLEETBOSTON FINL CORP COM 339030108 312092 10504600 SH DEFINED 10504600 FLEETBOSTON FINL CORP COM 339030108 14206 478150 SH OTHER 478150 FLEETBOSTON FINL CORP COM 339030108 10995 370066 SH DEFINED 01 306381 63685 FLEETBOSTON FINL CORP COM 339030108 5708 192114 SH OTHER 01 114745 77369 FLEETBOSTON FINL CORP COM 339030108 55199 1857927 SH DEFINED 05 1857927 FLEETBOSTON FINL CORP COM 339030108 10420 350740 SH DEFINED 08 350740 FLEETBOSTON FINL CORP COM 339030108 3732 125600 SH CALL DEFINED 08 125600 FLEETBOSTON FINL CORP COM 339030108 4296 144600 SH PUT DEFINED 08 144600 FLEETBOSTON FINL CORP COM 339030108 30 1000 SH DEFINED 13 1000 FLEETBOSTON FINL CORP COM 339030108 322 10838 SH DEFINED 17 10838 FLEETBOSTON FINL CORP COM 339030108 10101 340000 SH OTHER 17 340000 FLEETWOOD ENTERPRISES INC COM 339099103 7 1000 SH DEFINED 01 1000 FLEETWOOD ENTERPRISES INC COM 339099103 1 75 SH OTHER 01 75 FLEETWOOD ENTERPRISES INC COM 339099103 1033 139550 SH DEFINED 05 139550 FLORIDA ROCK INDS INC COM 341140101 695 16830 SH DEFINED 01 4030 12800 FLORIDA ROCK INDS INC COM 341140101 4 100 SH OTHER 01 100 FLORIDA ROCK INDS INC COM 341140101 5420 131300 SH DEFINED 05 131300 FLORIDA ROCK INDS INC COM 341140101 8 200 SH DEFINED 08 200 FLUOR CORP NEW COM 343412102 1087 32304 SH DEFINED 01 32004 300 FLUOR CORP NEW COM 343412102 345 10265 SH OTHER 01 3473 6792 FLUOR CORP NEW COM 343412102 1820 54090 SH DEFINED 05 54090 FLUOR CORP NEW COM 343412102 50 1500 SH DEFINED 08 1500 FLUOR CORP NEW COM 343412102 1035 30780 SH DEFINED 17 30780 FLUOR CORP NEW COM 343412102 1776 52800 SH OTHER 17 52800 FLOWERS FOODS INC COM 343498101 303 15313 SH DEFINED 01 11413 3900 FLOWERS FOODS INC COM 343498101 3644 184425 SH DEFINED 05 184425 FLOWERS FOODS INC COM 343498101 27 1350 SH DEFINED 17 1350 FLOWSERVE CORP COM 34354P105 2 100 SH DEFINED 01 100 FLOWSERVE CORP COM 34354P105 139 7050 SH OTHER 01 1050 6000 FLOWSERVE CORP COM 34354P105 2140 108814 SH DEFINED 05 108814 FOMENTO ECONOMICO MEXICANO S SPON ADR UNI 344419106 812 19700 SH OTHER 19700 FOMENTO ECONOMICO MEXICANO S SPON ADR UNI 344419106 8261 200500 SH DEFINED 01 200500 FOMENTO ECONOMICO MEXICANO S SPON ADR UNI 344419106 4903 119000 SH OTHER 17 119000 FOOT LOCKER INC COM 344849104 13267 1001280 SH DEFINED 01 1001280 FOOT LOCKER INC COM 344849104 32 2400 SH OTHER 01 400 2000 FOOT LOCKER INC COM 344849104 25 1900 SH DEFINED 05 1900 FOOT LOCKER INC COM 344849104 936 70645 SH DEFINED 08 70645 FOOT LOCKER INC COM 344849104 994 75000 SH CALL DEFINED 08 75000 FOOT LOCKER INC COM 344849104 1689 127500 SH PUT DEFINED 08 127500 FOOT LOCKER INC COM 344849104 253 19084 SH DEFINED 17 19084 FOOTSTAR INC COM 344912100 104 7985 SH DEFINED 01 2848 5137 FOOTSTAR INC COM 344912100 4 335 SH OTHER 01 335 FOOTSTAR INC COM 344912100 1148 88325 SH DEFINED 05 88325 FORD MTR CO DEL COM PAR $0.0 345370860 13536 1231631 SH OTHER 1231631 FORD MTR CO DEL COM PAR $0.0 345370860 9182 835522 SH DEFINED 01 719957 115565 FORD MTR CO DEL COM PAR $0.0 345370860 6557 596637 SH OTHER 01 348401 248236 FORD MTR CO DEL COM PAR $0.0 345370860 25117 2285474 SH DEFINED 05 2285474 FORD MTR CO DEL COM PAR $0.0 345370860 200 18230 SH DEFINED 08 18230 FORD MTR CO DEL COM PAR $0.0 345370860 165 15000 SH PUT DEFINED 08 15000 FORD MTR CO DEL COM PAR $0.0 345370860 53 4800 SH DEFINED 17 4800 FORD MTR CO DEL COM PAR $0.0 345370860 463 42100 SH PUT DEFINED 17 42100 FORD MTR CO CAP TR II PFD TR CV6.5 345395206 1025 23580 SH DEFINED 01 21380 2200 FORD MTR CO CAP TR II PFD TR CV6.5 345395206 80 1848 SH OTHER 01 1100 748 FORD MTR CO CAP TR II PFD TR CV6.5 345395206 151 3484 SH DEFINED 17 3484 FOREST LABS INC COM 345838106 4253 77675 SH DEFINED 01 66375 11300 FOREST LABS INC COM 345838106 1492 27243 SH OTHER 01 14060 13183 FOREST LABS INC COM 345838106 11937 218032 SH DEFINED 05 218032 FOREST LABS INC COM 345838106 1369 25006 SH DEFINED 08 25006 FOREST LABS INC COM 345838106 27 500 SH DEFINED 17 500 FOREST LABS INC COM 345838106 3121 57000 SH OTHER 17 57000 FOREST OIL CORP COM PAR $0.0 346091705 70 2787 SH DEFINED 01 2787 FOREST OIL CORP COM PAR $0.0 346091705 5 215 SH OTHER 01 40 175 FOREST OIL CORP COM PAR $0.0 346091705 2426 96595 SH DEFINED 05 96595 FORRESTER RESH INC COM 346563109 1 43 SH DEFINED 01 43 FORRESTER RESH INC COM 346563109 58 3565 SH OTHER 01 3565 FORRESTER RESH INC COM 346563109 184 11400 SH DEFINED 17 11400 FORTUNE BRANDS INC COM 349631101 7458 142874 SH DEFINED 01 138724 4150 FORTUNE BRANDS INC COM 349631101 6349 121632 SH OTHER 01 83514 38118 FORTUNE BRANDS INC COM 349631101 3679 70470 SH DEFINED 05 70470 FORTUNE BRANDS INC COM 349631101 55 1060 SH DEFINED 08 1060 FORTUNE BRANDS INC COM 349631101 5935 113700 SH DEFINED 17 113700 FORTUNE BRANDS INC COM 349631101 6264 120000 SH OTHER 17 120000 FORWARD AIR CORP COM 349853101 170 6727 SH DEFINED 01 1427 5300 FORWARD AIR CORP COM 349853101 2316 91750 SH DEFINED 05 91750 FORWARD AIR CORP COM 349853101 5 200 SH DEFINED 08 200 FORWARD AIR CORP COM 349853101 212 8400 SH DEFINED 17 8400 FOSSIL INC COM 349882100 517 21900 SH DEFINED 01 5200 16700 FOSSIL INC COM 349882100 5 200 SH OTHER 01 200 FOSSIL INC COM 349882100 4951 209525 SH DEFINED 05 209525 FOSSIL INC COM 349882100 15 630 SH DEFINED 08 630 FOUNDRY NETWORKS INC COM 35063R100 1037 72694 SH DEFINED 72694 FOUNDRY NETWORKS INC COM 35063R100 15 1060 SH DEFINED 01 1060 FOUNDRY NETWORKS INC COM 35063R100 19 1340 SH OTHER 01 1340 FOUNDRY NETWORKS INC COM 35063R100 59 4124 SH DEFINED 08 4124 FOUNDRY NETWORKS INC COM 35063R100 151 10600 SH DEFINED 17 10600 4 KIDS ENTMT INC COM 350865101 54 2900 SH DEFINED 01 900 2000 4 KIDS ENTMT INC COM 350865101 2 100 SH OTHER 01 100 4 KIDS ENTMT INC COM 350865101 1006 54100 SH DEFINED 05 54100 4 KIDS ENTMT INC COM 350865101 2 100 SH DEFINED 08 100 4 KIDS ENTMT INC COM 350865101 432 23200 SH DEFINED 17 23200 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 54 1252 SH DEFINED 01 1252 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 6 140 SH OTHER 01 140 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 136 3142 SH DEFINED 05 3142 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 259830 6006238 SH DEFINED 11 5327298 678940 FOX ENTMT GROUP INC CL A 35138T107 74 2577 SH DEFINED 01 2577 FOX ENTMT GROUP INC CL A 35138T107 118 4100 SH OTHER 01 600 3500 FOX ENTMT GROUP INC CL A 35138T107 32 1100 SH DEFINED 05 1100 FOX ENTMT GROUP INC CL A 35138T107 6 200 SH DEFINED 08 200 FOX ENTMT GROUP INC CL A 35138T107 2662 92500 SH CALL DEFINED 08 92500 FOX ENTMT GROUP INC CL A 35138T107 1597 55500 SH PUT DEFINED 08 55500 FOX ENTMT GROUP INC CL A 35138T107 1247 43335 SH DEFINED 17 43335 FRANCE TELECOM SPONSORED AD 35177Q105 35 1415 SH OTHER 01 1415 FRANCE TELECOM SPONSORED AD 35177Q105 5 SH DEFINED 05 5 FRANCE TELECOM SPONSORED AD 35177Q105 325 13200 SH DEFINED 08 13200 FRANCE TELECOM SPONSORED AD 35177Q105 740 30000 SH CALL DEFINED 08 30000 FRANCE TELECOM SPONSORED AD 35177Q105 1109 45000 SH PUT DEFINED 08 45000 FRANKLIN RES INC COM 354613101 5318 136108 SH DEFINED 01 135054 1054 FRANKLIN RES INC COM 354613101 1514 38747 SH OTHER 01 33851 4896 FRANKLIN RES INC COM 354613101 5818 148910 SH DEFINED 05 148910 FRANKLIN RES INC COM 354613101 445 11400 SH DEFINED 08 11400 FRANKLIN RES INC COM 354613101 288 7382 SH DEFINED 17 7382 FRANKLIN UNVL TR SH BEN INT 355145103 104 19419 SH DEFINED 01 19419 FREDS INC CL A 356108100 462 12350 SH DEFINED 01 11450 900 FREDS INC CL A 356108100 4 100 SH OTHER 01 100 FREDS INC CL A 356108100 3813 101875 SH DEFINED 05 101875 FREDS INC CL A 356108100 7 200 SH DEFINED 08 200 FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 35671DAF2 15000 10000000 PRN DEFINED 17 10000000 FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 35671DAK1 5975 5000000 PRN DEFINED 08 5000000 FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 35671DAK1 1195 1000000 PRN DEFINED 17 1000000 FREEPORT-MCMORAN COPPER & GO PFD CV 0.05S 35671D501 75 3100 SH DEFINED 01 3100 FREEPORT-MCMORAN COPPER & GO PFD CV 0.05S 35671D501 647 26800 SH DEFINED 17 26800 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 430 17538 SH DEFINED 01 13211 4327 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 430 17559 SH OTHER 01 15379 2180 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 1728 70545 SH DEFINED 05 70545 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 29 1165 SH DEFINED 08 1165 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 32 1290 SH DEFINED 13 1290 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 71 2900 SH DEFINED 17 2900 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 760 31000 SH PUT DEFINED 17 31000 FREMONT GEN CORP COM 357288109 500 36500 SH DEFINED 01 9200 27300 FREMONT GEN CORP COM 357288109 4622 337375 SH DEFINED 05 337375 FRIEDMANS INC CL A 358438109 1306 114900 SH DEFINED 17 114900 FRISCHS RESTAURANTS INC COM 358748101 234 13005 SH OTHER 01 13005 FRONTIER AIRLINES INC NEW COM 359065109 92 10194 SH DEFINED 01 10194 FRONTIER AIRLINES INC NEW COM 359065109 2 200 SH OTHER 01 200 FRONTIER AIRLINES INC NEW COM 359065109 1043 115200 SH DEFINED 05 115200 FRONTIER OIL CORP COM 35914P105 125 8221 SH DEFINED 01 6021 2200 FRONTIER OIL CORP COM 35914P105 5 300 SH OTHER 01 300 FRONTIER OIL CORP COM 35914P105 1618 106450 SH DEFINED 05 106450 FRONTIER OIL CORP COM 35914P105 3 200 SH DEFINED 08 200 FULLER H B CO COM 359694106 213 9675 SH DEFINED 01 2375 7300 FULLER H B CO COM 359694106 116 5250 SH OTHER 01 5250 FULLER H B CO COM 359694106 2693 122300 SH DEFINED 05 122300 FULLER H B CO COM 359694106 44 2000 SH DEFINED 17 2000 FULTON FINL CORP PA COM 360271100 313 15737 SH DEFINED 01 2612 13125 FULTON FINL CORP PA COM 360271100 42 2131 SH OTHER 01 2131 FULTON FINL CORP PA COM 360271100 42 2100 SH DEFINED 05 2100 FURNITURE BRANDS INTL INC COM 360921100 29 1119 SH DEFINED 01 1119 FURNITURE BRANDS INTL INC COM 360921100 69 2643 SH OTHER 01 2643 FURNITURE BRANDS INTL INC COM 360921100 2888 110644 SH DEFINED 05 110644 FURNITURE BRANDS INTL INC COM 360921100 77 2955 SH DEFINED 17 2955 G & K SVCS INC CL A 361268105 684 23249 SH DEFINED 01 18149 5100 G & K SVCS INC CL A 361268105 2613 88750 SH DEFINED 05 88750 G & K SVCS INC CL A 361268105 6 200 SH DEFINED 08 200 GATX CORP COM 361448103 157 9621 SH DEFINED 01 9621 GATX CORP COM 361448103 348 21280 SH OTHER 01 1280 20000 GATX CORP COM 361448103 1581 96677 SH DEFINED 05 96677 GATX CORP COM 361448103 572 35000 SH CALL DEFINED 08 35000 GATX CORP COM 361448103 92 5600 SH DEFINED 17 5600 GBC BANCORP CALIF COM 361475106 1716 44875 SH DEFINED 05 44875 GSI LUMONICS INC COM 36229U102 75 11200 SH DEFINED 17 11200 GABELLI EQUITY TR INC COM 362397101 36 4847 SH DEFINED 01 4847 GABELLI EQUITY TR INC COM 362397101 196 26216 SH OTHER 01 25107 1109 GABLES RESIDENTIAL TR SH BEN INT 362418105 3 101 SH DEFINED 01 101 GABLES RESIDENTIAL TR SH BEN INT 362418105 91 2996 SH OTHER 01 2996 GABLES RESIDENTIAL TR SH BEN INT 362418105 2888 95525 SH DEFINED 05 95525 GALLAGHER ARTHUR J & CO COM 363576109 347 12765 SH DEFINED 01 12765 GALLAGHER ARTHUR J & CO COM 363576109 169 6225 SH OTHER 01 6000 225 GALLAGHER ARTHUR J & CO COM 363576109 10428 383390 SH DEFINED 05 383390 GALLAGHER ARTHUR J & CO COM 363576109 159 5838 SH DEFINED 08 5838 GALLAHER GROUP PLC SPONSORED AD 363595109 3915 98859 SH DEFINED 01 94759 4100 GALLAHER GROUP PLC SPONSORED AD 363595109 4238 107018 SH OTHER 01 68502 38516 GALLAHER GROUP PLC SPONSORED AD 363595109 3 80 SH DEFINED 05 80 GALYANS TRADING INC COM 36458R101 28 2000 SH DEFINED 08 2000 GALYANS TRADING INC COM 36458R101 141 10000 SH DEFINED 17 10000 GANNETT INC COM 364730101 132060 1719303 SH DEFINED 01 1654024 65279 GANNETT INC COM 364730101 35457 461621 SH OTHER 01 256958 204663 GANNETT INC COM 364730101 13559 176520 SH DEFINED 05 176520 GANNETT INC COM 364730101 183 2386 SH DEFINED 08 2386 GANNETT INC COM 364730101 20 260 SH DEFINED 13 150 110 GANNETT INC COM 364730101 35141 457500 SH OTHER 17 457500 GAP INC DEL NOTE 5.750% 364760AJ7 736 548000 PRN DEFINED 08 548000 GAP INC DEL NOTE 5.750% 364760AJ7 1613 1200000 PRN DEFINED 17 1200000 GAP INC DEL COM 364760108 5682 302877 SH DEFINED 01 232652 70225 GAP INC DEL COM 364760108 2765 147414 SH OTHER 01 68671 78743 GAP INC DEL COM 364760108 13469 717990 SH DEFINED 05 717990 GAP INC DEL COM 364760108 8312 443060 SH DEFINED 08 443060 GAP INC DEL COM 364760108 454 24200 SH DEFINED 17 24200 GAP INC DEL COM 364760108 6528 348000 SH OTHER 17 348000 GARDNER DENVER INC COM 365558105 83 4044 SH DEFINED 01 644 3400 GARDNER DENVER INC COM 365558105 1 25 SH OTHER 01 25 GARDNER DENVER INC COM 365558105 1388 67825 SH DEFINED 05 67825 GART SPORTS CO COM 366630101 191 6717 SH DEFINED 05 6717 GART SPORTS CO COM 366630101 11536 406643 SH DEFINED 11 406643 GARTNER INC CL B 366651206 78 10375 SH DEFINED 01 10375 GARTNER INC CL B 366651206 14 1820 SH OTHER 01 745 1075 GARTNER INC CL B 366651206 1179 157147 SH DEFINED 05 157147 GARTNER INC CL B 366651206 31 4100 SH DEFINED 08 4100 GATEWAY INC COM 367626108 78 21405 SH DEFINED 01 20705 700 GATEWAY INC COM 367626108 3 700 SH OTHER 01 700 GATEWAY INC COM 367626108 540 147835 SH DEFINED 05 147835 GATEWAY INC COM 367626108 13 3500 SH DEFINED 08 3500 GATEWAY INC COM 367626108 2190 600000 SH OTHER 17 600000 GEMSTAR-TV GUIDE INTL INC COM 36866W106 3 500 SH DEFINED 08 500 GEMSTAR-TV GUIDE INTL INC COM 36866W106 225 45000 SH CALL DEFINED 08 45000 GEMSTAR-TV GUIDE INTL INC COM 36866W106 112 22300 SH DEFINED 17 22300 GENAERA CORP COM 36867G100 35 20825 SH DEFINED 08 20825 GENCORP INC COM 368682100 73 8223 SH DEFINED 01 2123 6100 GENCORP INC COM 368682100 1587 178475 SH DEFINED 05 178475 GENENTECH INC COM NEW 368710406 19881 275672 SH DEFINED 01 262937 12735 GENENTECH INC COM NEW 368710406 10301 142826 SH OTHER 01 113924 28902 GENENTECH INC COM NEW 368710406 6028 83578 SH DEFINED 05 83578 GENENTECH INC COM NEW 368710406 4429 61412 SH DEFINED 08 61412 GENENTECH INC COM NEW 368710406 1623 22500 SH CALL DEFINED 08 22500 GENENTECH INC COM NEW 368710406 16299 226000 SH PUT DEFINED 08 226000 GENENTECH INC COM NEW 368710406 1104347 15312634 SH DEFINED 11 13735564 1577070 GENENTECH INC COM NEW 368710406 22 300 SH DEFINED 13 300 GENENTECH INC COM NEW 368710406 144 2000 SH DEFINED 17 2000 GENERAL AMERN INVS INC COM 368802104 281 10230 SH DEFINED 01 10230 GENERAL AMERN INVS INC COM 368802104 180 6573 SH OTHER 01 1004 5569 GENERAL COMMUNICATION INC CL A 369385109 202 23036 SH DEFINED 01 11836 11200 GENERAL COMMUNICATION INC CL A 369385109 1 75 SH OTHER 01 75 GENERAL COMMUNICATION INC CL A 369385109 2021 231000 SH DEFINED 05 231000 GENERAL DYNAMICS CORP COM 369550108 5 75 SH DEFINED 75 GENERAL DYNAMICS CORP COM 369550108 9554 131775 SH DEFINED 01 128055 3720 GENERAL DYNAMICS CORP COM 369550108 2713 37415 SH OTHER 01 23070 14345 GENERAL DYNAMICS CORP COM 369550108 7104 97982 SH DEFINED 05 97982 GENERAL DYNAMICS CORP COM 369550108 717 9887 SH DEFINED 08 9887 GENERAL DYNAMICS CORP COM 369550108 20278 279700 SH CALL DEFINED 08 279700 GENERAL DYNAMICS CORP COM 369550108 3087 42577 SH DEFINED 11 42577 GENERAL ELEC CO COM 369604103 26 900 SH DEFINED 900 GENERAL ELEC CO COM 369604103 3936 137239 SH OTHER 137239 GENERAL ELEC CO COM 369604103 865378 30173555 SH DEFINED 01 28036314 2137241 GENERAL ELEC CO COM 369604103 673080 23468603 SH OTHER 01 13165371 10303232 GENERAL ELEC CO COM 369604103 172723 6022426 SH DEFINED 05 6022426 GENERAL ELEC CO COM 369604103 7871 274444 SH DEFINED 08 274444 GENERAL ELEC CO COM 369604103 871831 30398579 SH DEFINED 11 26848937 3549642 GENERAL ELEC CO COM 369604103 86 3000 SH DEFINED 13 2975 25 GENERAL ELEC CO COM 369604103 42 1475 SH OTHER 13 1475 GENERAL ELEC CO COM 369604103 3037 105902 SH DEFINED 17 105902 GENERAL GROWTH PPTYS INC COM 370021107 1596 25559 SH DEFINED 01 25421 138 GENERAL GROWTH PPTYS INC COM 370021107 25 400 SH DEFINED 05 400 GENERAL GROWTH PPTYS INC COM 370021107 137 2200 SH DEFINED 08 2200 GENERAL GROWTH PPTYS INC COM 370021107 2810 45000 SH PUT DEFINED 08 45000 GENERAL GROWTH PPTYS INC COM 370021107 106 1700 SH DEFINED 17 1700 GENERAL MLS INC COM 370334104 30790 649451 SH DEFINED 01 579543 69908 GENERAL MLS INC COM 370334104 39025 823135 SH OTHER 01 213976 609159 GENERAL MLS INC COM 370334104 3319 70000 SH PUT DEFINED 01 70000 GENERAL MLS INC COM 370334104 8492 179120 SH DEFINED 05 179120 GENERAL MLS INC COM 370334104 261 5500 SH DEFINED 08 5500 GENERAL MLS INC COM 370334104 294 6201 SH DEFINED 17 6201 GENERAL MTRS CORP COM 370442105 5677 157700 SH OTHER 157700 GENERAL MTRS CORP COM 370442105 236580 6571678 SH DEFINED 01 6553504 18174 GENERAL MTRS CORP COM 370442105 9641 267818 SH OTHER 01 127694 140124 GENERAL MTRS CORP COM 370442105 9792 272010 SH DEFINED 05 272010 GENERAL MTRS CORP COM 370442105 2347 65200 SH DEFINED 08 65200 GENERAL MTRS CORP COM 370442105 218 6050 SH DEFINED 17 6050 GENERAL MTRS CORP DEB SR CONV 370442733 71 3150 SH DEFINED 01 3150 GENERAL MTRS CORP DEB SR CONV 370442733 2247 100300 SH DEFINED 17 100300 GENERAL MTRS CORP DEB SR CONV 370442741 36709 1501400 SH DEFINED 01 1501400 GENERAL MTRS CORP DEB SR CONV 370442741 1565 64000 SH DEFINED 17 64000 GENERAL MTRS CORP CL H NEW 370442832 351 27424 SH DEFINED 01 23218 4206 GENERAL MTRS CORP CL H NEW 370442832 378 29530 SH OTHER 01 17784 11746 GENERAL MTRS CORP CL H NEW 370442832 76 5900 SH DEFINED 05 5900 GENERAL MTRS CORP CL H NEW 370442832 226527 17683597 SH DEFINED 08 17683597 GENERAL MTRS CORP CL H NEW 370442832 1249 97500 SH CALL DEFINED 08 97500 GENERAL MTRS CORP CL H NEW 370442832 961 75000 SH PUT DEFINED 08 75000 GENERAL MTRS CORP CL H NEW 370442832 283 22059 SH DEFINED 17 22059 GENERAL MTRS CORP CL H NEW 370442832 11586 904452 SH OTHER 17 904452 GENERAL MTRS CORP CL H NEW 370442832 128 10000 SH PUT DEFINED 17 10000 GENESCO INC NOTE 5.500% 371532AL6 14042 13920000 PRN DEFINED 08 13920000 GENESCO INC COM 371532102 234 13200 SH DEFINED 01 4300 8900 GENESCO INC COM 371532102 1 50 SH OTHER 01 50 GENESCO INC COM 371532102 1707 96425 SH DEFINED 05 96425 GENESCO INC COM 371532102 924 52200 SH DEFINED 08 52200 GENESIS MICROCHIP INC DEL COM 37184C103 1 104 SH DEFINED 01 104 GENESIS MICROCHIP INC DEL COM 37184C103 29 SH DEFINED 08 29 GENESIS MICROCHIP INC DEL COM 37184C103 12841 948348 SH DEFINED 17 948348 GENTEX CORP COM 371901109 170 5553 SH DEFINED 01 5553 GENTEX CORP COM 371901109 449 14662 SH OTHER 01 14412 250 GENTEX CORP COM 371901109 4612 150481 SH DEFINED 05 150481 GENTEX CORP COM 371901109 145 4724 SH DEFINED 08 4724 GENTEX CORP COM 371901109 108 3520 SH DEFINED 17 3520 GENTA INC COM NEW 37245M207 45 3400 SH DEFINED 01 3400 GENTA INC COM NEW 37245M207 1 100 SH DEFINED 08 100 GENTA INC COM NEW 37245M207 106 8000 SH CALL DEFINED 08 8000 GENTA INC COM NEW 37245M207 565 42500 SH PUT DEFINED 08 42500 GENTA INC COM NEW 37245M207 5533 416000 SH OTHER 17 416000 GENUINE PARTS CO COM 372460105 6965 217589 SH DEFINED 01 212206 5383 GENUINE PARTS CO COM 372460105 4950 154649 SH OTHER 01 83098 71551 GENUINE PARTS CO COM 372460105 2683 83820 SH DEFINED 05 83820 GENUINE PARTS CO COM 372460105 51 1600 SH DEFINED 08 1600 GENUINE PARTS CO COM 372460105 70 2200 SH DEFINED 17 2200 GENUINE PARTS CO COM 372460105 4120 128700 SH OTHER 17 128700 GENTIVA HEALTH SERVICES INC COM 37247A102 8 885 SH DEFINED 01 885 GENTIVA HEALTH SERVICES INC COM 37247A102 165 18200 SH DEFINED 17 18200 GENZYME CORP SDCV 3.000% 372917AK0 125 125000 PRN DEFINED 01 125000 GENZYME CORP SDCV 3.000% 372917AK0 1525 1529000 PRN DEFINED 08 1529000 GENZYME CORP SDCV 3.000% 372917AK0 57 57000 PRN DEFINED 17 57000 GENZYME CORP SDCV 3.000% 372917AK0 28429 28500000 PRN OTHER 17 28500000 GENZYME CORP COM GENL DIV 372917104 533 12726 SH DEFINED 01 8926 3800 GENZYME CORP COM GENL DIV 372917104 877 20940 SH OTHER 01 13010 7930 GENZYME CORP COM GENL DIV 372917104 6263 149620 SH DEFINED 05 149620 GENZYME CORP COM GENL DIV 372917104 6 150 SH DEFINED 08 150 GENZYME CORP COM GENL DIV 372917104 392 9357 SH DEFINED 17 9357 GENZYME CORP COM BIOSURGE 372917708 63 SH DEFINED 01 63 GENZYME CORP COM BIOSURGE 372917708 2 1064 SH OTHER 01 636 281 147 GENZYME CORP COM BIOSURGE 372917708 710 343100 SH CALL DEFINED 08 343100 GENZYME CORP COM BIOSURGE 372917708 539 260400 SH PUT DEFINED 08 260400 GENZYME CORP COM BIOSURGE 372917708 30 14700 SH PUT DEFINED 17 14700 GEORGIA GULF CORP COM PAR $0.0 373200203 387 19557 SH DEFINED 01 7957 11600 GEORGIA GULF CORP COM PAR $0.0 373200203 25 SH OTHER 01 25 GEORGIA GULF CORP COM PAR $0.0 373200203 2859 144375 SH DEFINED 05 144375 GEORGIA GULF CORP COM PAR $0.0 373200203 4 200 SH DEFINED 08 200 GEORGIA PAC CORP COM 373298108 1435 75708 SH DEFINED 01 74526 1182 GEORGIA PAC CORP COM 373298108 2162 114079 SH OTHER 01 53544 60535 GEORGIA PAC CORP COM 373298108 2287 120700 SH DEFINED 05 120700 GEORGIA PAC CORP COM 373298108 1195 63050 SH DEFINED 08 63050 GEORGIA PAC CORP COM 373298108 2179 115000 SH CALL DEFINED 08 115000 GEORGIA PAC CORP COM 373298108 5856 309000 SH PUT DEFINED 17 309000 GERBER SCIENTIFIC INC COM 373730100 149 22400 SH DEFINED 01 10780 11620 GERBER SCIENTIFIC INC COM 373730100 5 780 SH OTHER 01 780 GERBER SCIENTIFIC INC COM 373730100 710 106580 SH DEFINED 05 106580 GERBER SCIENTIFIC INC COM 373730100 17 2500 SH DEFINED 08 2500 GERON CORP COM 374163103 7 1000 SH DEFINED 01 1000 GERON CORP COM 374163103 8 1118 SH OTHER 01 1118 GERON CORP COM 374163103 320 43964 SH DEFINED 08 43964 GETTY IMAGES INC COM 374276103 40 958 SH DEFINED 01 958 GETTY IMAGES INC COM 374276103 21 500 SH DEFINED 05 500 GETTY IMAGES INC COM 374276103 514 12450 SH DEFINED 08 12450 GILEAD SCIENCES INC COM 375558103 1889 34000 SH DEFINED 34000 GILEAD SCIENCES INC COM 375558103 780 14050 SH DEFINED 01 12730 1320 GILEAD SCIENCES INC COM 375558103 402 7243 SH OTHER 01 1948 5295 GILEAD SCIENCES INC COM 375558103 30983 557747 SH DEFINED 05 557747 GILEAD SCIENCES INC COM 375558103 7673 138129 SH DEFINED 08 138129 GILEAD SCIENCES INC COM 375558103 150 2700 SH DEFINED 17 2700 GILLETTE CO COM 375766102 23715 744361 SH DEFINED 01 596365 147996 GILLETTE CO COM 375766102 17081 536139 SH OTHER 01 383046 153093 GILLETTE CO COM 375766102 20260 635908 SH DEFINED 05 635908 GILLETTE CO COM 375766102 9788 307232 SH DEFINED 08 307232 GILLETTE CO COM 375766102 797 25000 SH PUT DEFINED 08 25000 GILLETTE CO COM 375766102 13 400 SH DEFINED 13 400 GILLETTE CO COM 375766102 16 500 SH OTHER 13 100 400 GILLETTE CO COM 375766102 99 3104 SH DEFINED 17 3104 GLAMIS GOLD LTD COM 376775102 11 1000 SH DEFINED 01 1000 GLAMIS GOLD LTD COM 376775102 161 14000 SH OTHER 01 14000 GLAMIS GOLD LTD COM 376775102 398 34700 SH DEFINED 17 34700 GLATFELTER COM 377316104 48 3275 SH DEFINED 01 3275 GLATFELTER COM 377316104 1317 89306 SH DEFINED 05 89306 GLAXOSMITHKLINE PLC SPONSORED AD 37733W105 13932 343662 SH DEFINED 01 324454 19208 GLAXOSMITHKLINE PLC SPONSORED AD 37733W105 17702 436663 SH OTHER 01 194650 242013 GLAXOSMITHKLINE PLC SPONSORED AD 37733W105 5 120 SH DEFINED 05 120 GLAXOSMITHKLINE PLC SPONSORED AD 37733W105 1832 45202 SH DEFINED 08 45202 GLAXOSMITHKLINE PLC SPONSORED AD 37733W105 3041 75000 SH PUT DEFINED 08 75000 GLENBOROUGH RLTY TR INC COM 37803P105 23 1200 SH DEFINED 01 1200 GLENBOROUGH RLTY TR INC COM 37803P105 19 1000 SH OTHER 01 1000 GLENBOROUGH RLTY TR INC COM 37803P105 2066 107875 SH DEFINED 05 107875 GLIMCHER RLTY TR SH BEN INT 379302102 11 500 SH DEFINED 01 500 GLIMCHER RLTY TR SH BEN INT 379302102 228 10176 SH OTHER 01 5176 5000 GLOBAL HIGH INCOME DLR FD IN COM 37933G108 50 3026 SH DEFINED 01 3026 GLOBAL HIGH INCOME DLR FD IN COM 37933G108 247 15000 SH OTHER 01 15000 GLOBAL IMAGING SYSTEMS COM 37934A100 247 10680 SH DEFINED 01 2380 5900 2400 GLOBAL IMAGING SYSTEMS COM 37934A100 32 1400 SH OTHER 01 1400 GLOBAL IMAGING SYSTEMS COM 37934A100 2179 94350 SH DEFINED 05 94350 GLOBAL IMAGING SYSTEMS COM 37934A100 14 600 SH DEFINED 17 600 GLOBAL PMTS INC COM 37940X102 1221 34403 SH DEFINED 01 19703 14700 GLOBAL PMTS INC COM 37940X102 5 150 SH OTHER 01 150 GLOBAL PMTS INC COM 37940X102 5945 167475 SH DEFINED 05 167475 GLOBAL PMTS INC COM 37940X102 11 300 SH DEFINED 08 300 GLOBESPANVIRATA INC COM 37957V106 70 8348 SH DEFINED 01 8348 GLOBESPANVIRATA INC COM 37957V106 25 2998 SH OTHER 01 2998 GLOBESPANVIRATA INC COM 37957V106 28 3364 SH DEFINED 08 3364 GLOBESPANVIRATA INC COM 37957V106 1430 171006 SH DEFINED 17 171006 GOLD BANC CORP INC COM 379907108 789 75400 SH DEFINED 01 75400 GOLD BANC CORP INC COM 379907108 841 80328 SH OTHER 01 80328 GOLDCORP INC NEW COM 380956409 11 900 SH DEFINED 01 900 GOLDCORP INC NEW COM 380956409 120 10000 SH OTHER 01 10000 GOLDCORP INC NEW COM 380956409 634 52800 SH DEFINED 08 52800 GOLDCORP INC NEW COM 380956409 422 35200 SH DEFINED 17 35200 GOLDEN WEST FINL CORP DEL COM 381317106 5121 64008 SH DEFINED 01 44208 19800 GOLDEN WEST FINL CORP DEL COM 381317106 1458 18225 SH OTHER 01 13904 4321 GOLDEN WEST FINL CORP DEL COM 381317106 8580 107232 SH DEFINED 05 107232 GOLDEN WEST FINL CORP DEL COM 381317106 538 6719 SH DEFINED 08 6719 GOLDEN WEST FINL CORP DEL COM 381317106 220 2750 SH DEFINED 17 2750 GOLDMAN SACHS GROUP INC COM 38141G104 10128 120927 SH DEFINED 01 104117 16810 GOLDMAN SACHS GROUP INC COM 38141G104 5007 59781 SH OTHER 01 46242 13539 GOLDMAN SACHS GROUP INC COM 38141G104 40201 480009 SH DEFINED 05 480009 GOLDMAN SACHS GROUP INC COM 38141G104 2836 33863 SH DEFINED 08 33863 GOLDMAN SACHS GROUP INC COM 38141G104 71271 851000 SH CALL DEFINED 08 851000 GOLDMAN SACHS GROUP INC COM 38141G104 26783 319800 SH PUT DEFINED 08 319800 GOLDMAN SACHS GROUP INC COM 38141G104 403406 4816783 SH DEFINED 11 4279238 537545 GOLDMAN SACHS GROUP INC COM 38141G104 2623 31325 SH DEFINED 17 31325 GOLDMAN SACHS GROUP INC COM 38141G104 12563 150000 SH OTHER 17 150000 GOLDMAN SACHS GROUP INC COM 38141G104 10553 126000 SH CALL DEFINED 17 126000 GOLDMAN SACHS GROUP INC COM 38141G104 4188 50000 SH PUT DEFINED 17 50000 GOODRICH CORP COM 382388106 3392 161527 SH DEFINED 01 107402 54125 GOODRICH CORP COM 382388106 511 24330 SH OTHER 01 16225 8105 GOODRICH CORP COM 382388106 9331 444345 SH DEFINED 05 444345 GOODRICH CORP COM 382388106 53 2500 SH DEFINED 08 2500 GOODRICH CORP COM 382388106 1260 60000 SH DEFINED 17 60000 GOODYEAR TIRE & RUBR CO COM 382550101 3253 619600 SH OTHER 619600 GOODYEAR TIRE & RUBR CO COM 382550101 173 33017 SH DEFINED 01 29187 3830 GOODYEAR TIRE & RUBR CO COM 382550101 233 44342 SH OTHER 01 20713 23629 GOODYEAR TIRE & RUBR CO COM 382550101 440 83730 SH DEFINED 05 83730 GOODYEAR TIRE & RUBR CO COM 382550101 1067 203300 SH DEFINED 08 203300 GOODYEAR TIRE & RUBR CO COM 382550101 944 179800 SH PUT DEFINED 08 179800 GOODYEAR TIRE & RUBR CO COM 382550101 403 76800 SH DEFINED 17 76800 GOODYS FAMILY CLOTHING INC COM 382588101 152 17700 SH DEFINED 01 3600 14100 GOODYS FAMILY CLOTHING INC COM 382588101 1287 149625 SH DEFINED 05 149625 GOODYS FAMILY CLOTHING INC COM 382588101 41 4800 SH DEFINED 17 4800 GRACE W R & CO DEL NEW COM 38388F108 1443 327286 SH DEFINED 01 327286 GRACE W R & CO DEL NEW COM 38388F108 6 1333 SH OTHER 01 1333 GRACO INC COM 384109104 953 29789 SH DEFINED 01 6789 23000 GRACO INC COM 384109104 6 175 SH OTHER 01 175 GRACO INC COM 384109104 6855 214225 SH DEFINED 05 214225 GRACO INC COM 384109104 10 300 SH DEFINED 08 300 GRACO INC COM 384109104 29 900 SH DEFINED 17 900 GRAINGER W W INC COM 384802104 5398 115449 SH DEFINED 01 3502 111947 GRAINGER W W INC COM 384802104 57476 1229173 SH OTHER 01 148391 8463 1072319 GRAINGER W W INC COM 384802104 2132 45596 SH DEFINED 05 45596 GRAINGER W W INC COM 384802104 64 1365 SH DEFINED 08 1365 GRAINGER W W INC COM 384802104 122 2600 SH DEFINED 17 2600 GRANITE BROADCASTING CORP COM 387241102 398 130000 SH OTHER 01 130000 GRANITE CONSTR INC COM 387328107 68 3531 SH DEFINED 01 3531 GRANITE CONSTR INC COM 387328107 1568 81838 SH DEFINED 05 81838 GRANT PRIDECO INC COM 38821G101 41 3509 SH DEFINED 01 3509 GRANT PRIDECO INC COM 38821G101 40 3435 SH OTHER 01 2660 775 GRANT PRIDECO INC COM 38821G101 5357 455946 SH DEFINED 05 455946 GRANT PRIDECO INC COM 38821G101 34 2900 SH DEFINED 08 2900 GRANT PRIDECO INC COM 38821G101 76 6480 SH DEFINED 17 6480 GRAY TELEVISION INC COM 389375106 1831 147656 SH DEFINED 01 147656 GREAT ATLANTIC & PAC TEA INC COM 390064103 2 SH DEFINED 01 2 GREAT ATLANTIC & PAC TEA INC COM 390064103 1317 149650 SH DEFINED 05 149650 GREAT LAKES CHEM CORP COM 390568103 3992 195700 SH OTHER 195700 GREAT LAKES CHEM CORP COM 390568103 283 13879 SH DEFINED 01 9879 2800 1200 GREAT LAKES CHEM CORP COM 390568103 165 8075 SH OTHER 01 8075 GREAT LAKES CHEM CORP COM 390568103 1398 68530 SH DEFINED 05 68530 GREAT LAKES CHEM CORP COM 390568103 10 500 SH DEFINED 08 500 GREAT LAKES CHEM CORP COM 390568103 32 1576 SH DEFINED 17 1576 GREAT PLAINS ENERGY INC COM 391164100 1443 49966 SH DEFINED 01 47806 2160 GREAT PLAINS ENERGY INC COM 391164100 1369 47386 SH OTHER 01 14610 32776 GREAT PLAINS ENERGY INC COM 391164100 3946 136631 SH DEFINED 05 136631 GREATER BAY BANCORP COM 391648102 94 4689 SH DEFINED 01 4689 GREATER BAY BANCORP COM 391648102 2049 102265 SH DEFINED 05 102265 GREATER BAY BANCORP COM 391648102 569 28400 SH DEFINED 08 28400 GREATER BAY BANCORP COM 391648102 164 8200 SH DEFINED 17 8200 GREEN MOUNTAIN PWR CORP COM 393154109 22 1100 SH DEFINED 01 1100 GREEN MOUNTAIN PWR CORP COM 393154109 20 1000 SH OTHER 01 1000 GREEN MOUNTAIN PWR CORP COM 393154109 435 21725 SH DEFINED 05 21725 GREENPOINT FINL CORP COM 395384100 273 5350 SH DEFINED 01 5350 GREENPOINT FINL CORP COM 395384100 315 6178 SH OTHER 01 6178 GREENPOINT FINL CORP COM 395384100 9403 184586 SH DEFINED 05 184586 GREENPOINT FINL CORP COM 395384100 392 7700 SH DEFINED 17 7700 GREY WOLF INC COM 397888108 120 29700 SH DEFINED 01 29700 GREY WOLF INC COM 397888108 19 4700 SH DEFINED 05 4700 GREY WOLF INC COM 397888108 516 127600 SH DEFINED 08 127600 GREY WOLF INC COM 397888108 270 66725 SH DEFINED 17 66725 GRIC COMMUNICATIONS INC COM 398081109 63 16100 SH DEFINED 01 16100 GRIC COMMUNICATIONS INC COM 398081109 1 300 SH OTHER 01 300 GRIFFON CORP COM 398433102 636 39777 SH DEFINED 01 12747 27030 GRIFFON CORP COM 398433102 6894 430865 SH DEFINED 05 430865 GRIFFON CORP COM 398433102 40 2500 SH DEFINED 17 2500 GROUP 1 AUTOMOTIVE INC COM 398905109 209 6455 SH DEFINED 01 6455 GROUP 1 AUTOMOTIVE INC COM 398905109 126 3900 SH OTHER 01 2470 1430 GROUP 1 AUTOMOTIVE INC COM 398905109 2875 88700 SH DEFINED 05 88700 GRUPO TELEVISA SA DE CV SP ADR REP O 40049J206 2 57 SH DEFINED 01 57 GRUPO TELEVISA SA DE CV SP ADR REP O 40049J206 285 8265 SH DEFINED 17 8265 GRUPO TELEVISA SA DE CV SP ADR REP O 40049J206 13800 400000 SH OTHER 17 400000 GTECH HLDGS CORP COM 400518106 343 9102 SH DEFINED 01 9102 GTECH HLDGS CORP COM 400518106 7 175 SH OTHER 01 175 GTECH HLDGS CORP COM 400518106 4215 111961 SH DEFINED 05 111961 GTECH HLDGS CORP COM 400518106 511 13580 SH DEFINED 08 13580 GTECH HLDGS CORP COM 400518106 433 11500 SH DEFINED 17 11500 GUCCI GROUP N V COM NY REG 401566104 1637 16700 SH DEFINED 16700 GUCCI GROUP N V COM NY REG 401566104 10 100 SH DEFINED 01 100 GUCCI GROUP N V COM NY REG 401566104 6 60 SH OTHER 01 60 GUCCI GROUP N V COM NY REG 401566104 86681 884500 SH CALL DEFINED 01 884500 GUCCI GROUP N V COM NY REG 401566104 7742 79000 SH DEFINED 08 79000 GUCCI GROUP N V COM NY REG 401566104 42140 430000 SH CALL DEFINED 08 430000 GUCCI GROUP N V COM NY REG 401566104 1960 20000 SH PUT DEFINED 08 20000 GUCCI GROUP N V COM NY REG 401566104 2450 25000 SH DEFINED 17 25000 GUCCI GROUP N V COM NY REG 401566104 59290 605000 SH CALL DEFINED 17 605000 GUIDANT CORP COM 401698105 13081 294678 SH DEFINED 01 252688 41990 GUIDANT CORP COM 401698105 4721 106353 SH OTHER 01 71950 34403 GUIDANT CORP COM 401698105 13210 297598 SH DEFINED 05 297598 GUIDANT CORP COM 401698105 582 13102 SH DEFINED 08 13102 GUIDANT CORP COM 401698105 1034 23300 SH CALL DEFINED 08 23300 GUIDANT CORP COM 401698105 5904 133000 SH PUT DEFINED 08 133000 GUIDANT CORP COM 401698105 24 550 SH DEFINED 13 550 GUIDANT CORP COM 401698105 968 21800 SH DEFINED 17 21800 GUIDANT CORP COM 401698105 13317 300000 SH CALL DEFINED 17 300000 GULFMARK OFFSHORE INC COM 402629109 584 34800 SH DEFINED 01 34800 GULFTERRA ENERGY PARTNERS LP COM 40274U108 398 10600 SH DEFINED 08 10600 GYMBOREE CORP COM 403777105 305 18215 SH DEFINED 01 5215 13000 GYMBOREE CORP COM 403777105 2 100 SH OTHER 01 100 GYMBOREE CORP COM 403777105 2243 133775 SH DEFINED 05 133775 GYMBOREE CORP COM 403777105 3 200 SH DEFINED 08 200 GYMBOREE CORP COM 403777105 135 8035 SH DEFINED 17 8035 HCA INC COM 404119109 7844 244805 SH DEFINED 01 163055 81750 HCA INC COM 404119109 1897 59221 SH OTHER 01 41223 17998 HCA INC COM 404119109 12269 382939 SH DEFINED 05 382939 HCA INC COM 404119109 61 1900 SH DEFINED 08 1900 HCA INC COM 404119109 3204 100000 SH CALL DEFINED 08 100000 HCA INC COM 404119109 29 900 SH DEFINED 17 900 HCC INS HLDGS INC NOTE 2.000% 404132AA0 3293 3004000 PRN DEFINED 08 3004000 HCC INS HLDGS INC NOTE 1.300% 404132AB8 3862 3700000 PRN DEFINED 17 3700000 HCC INS HLDGS INC COM 404132102 599 20273 SH DEFINED 01 20273 HCC INS HLDGS INC COM 404132102 77 2615 SH OTHER 01 2615 HCC INS HLDGS INC COM 404132102 3670 124101 SH DEFINED 05 124101 HCC INS HLDGS INC COM 404132102 50 1700 SH DEFINED 17 1700 HRPT PPTYS TR COM SH BEN I 40426W101 219 23857 SH DEFINED 01 23857 HRPT PPTYS TR COM SH BEN I 40426W101 105 11428 SH OTHER 01 4328 7100 HRPT PPTYS TR COM SH BEN I 40426W101 188 20400 SH DEFINED 08 20400 HSBC HLDGS PLC SPON ADR NEW 404280406 12129 205200 SH DEFINED 01 201288 3912 HSBC HLDGS PLC SPON ADR NEW 404280406 7108 120255 SH OTHER 01 64427 55828 HSBC HLDGS PLC SPON ADR NEW 404280406 198 3346 SH DEFINED 05 3346 HSBC HLDGS PLC SPON ADR NEW 404280406 509 8612 SH DEFINED 08 8612 HSBC HLDGS PLC SPON ADR NEW 404280406 2469 41770 SH DEFINED 17 41770 HAEMONETICS CORP COM 405024100 14 732 SH DEFINED 01 32 700 HAEMONETICS CORP COM 405024100 1753 93750 SH DEFINED 05 93750 HAEMONETICS CORP COM 405024100 183 9800 SH DEFINED 17 9800 HAGGAR CORP COM 405173105 6 500 SH DEFINED 01 100 400 HAGGAR CORP COM 405173105 2 175 SH OTHER 01 175 HAGGAR CORP COM 405173105 320 25600 SH DEFINED 05 25600 HAIN CELESTIAL GROUP INC COM 405217100 433 27112 SH DEFINED 01 26686 426 HAIN CELESTIAL GROUP INC COM 405217100 223 13956 SH OTHER 01 6825 7131 HAIN CELESTIAL GROUP INC COM 405217100 2140 134000 SH DEFINED 05 134000 HAIN CELESTIAL GROUP INC COM 405217100 2 100 SH DEFINED 08 100 HAIN CELESTIAL GROUP INC COM 405217100 27 1700 SH DEFINED 17 1700 HALLIBURTON CO COM 406216101 382 16616 SH OTHER 16616 HALLIBURTON CO COM 406216101 2815 122387 SH DEFINED 01 121087 1300 HALLIBURTON CO COM 406216101 1896 82445 SH OTHER 01 22722 59723 HALLIBURTON CO COM 406216101 5821 253101 SH DEFINED 05 253101 HALLIBURTON CO COM 406216101 5713 248410 SH DEFINED 08 248410 HALLIBURTON CO COM 406216101 9547 415100 SH CALL DEFINED 08 415100 HALLIBURTON CO COM 406216101 11190 486500 SH DEFINED 17 486500 HALLIBURTON CO COM 406216101 8439 366900 SH OTHER 17 366900 HANCOCK FABRICS INC COM 409900107 119 7348 SH DEFINED 01 1948 5400 HANCOCK FABRICS INC COM 409900107 25 SH OTHER 01 25 HANCOCK FABRICS INC COM 409900107 1292 79975 SH DEFINED 05 79975 HANCOCK FABRICS INC COM 409900107 2 100 SH DEFINED 08 100 HANCOCK JOHN FINL SVCS INC COM 41014S106 1080 35131 SH DEFINED 01 19136 15995 HANCOCK JOHN FINL SVCS INC COM 41014S106 669 21764 SH OTHER 01 14590 7174 HANCOCK JOHN FINL SVCS INC COM 41014S106 4369 142165 SH DEFINED 05 142165 HANCOCK JOHN FINL SVCS INC COM 41014S106 2435 79253 SH DEFINED 08 79253 HANCOCK JOHN FINL SVCS INC COM 41014S106 925 30100 SH DEFINED 17 30100 HANOVER COMPRESSOR CO NOTE 4.750% 410768AC9 192 214000 PRN DEFINED 01 214000 HANOVER COMPRESSOR CO NOTE 4.750% 410768AC9 90 100000 PRN DEFINED 08 100000 HANOVER COMPRESSOR CO COM 410768105 67 5900 SH DEFINED 01 5900 HANOVER COMPRESSOR CO COM 410768105 2 175 SH OTHER 01 175 HANOVER COMPRESSOR CO COM 410768105 1484 131350 SH DEFINED 05 131350 HANOVER COMPRESSOR CO COM 410768105 162 14365 SH DEFINED 08 14365 HANOVER COMPRESSOR CO COM 410768105 28 2500 SH DEFINED 17 2500 HARLAND JOHN H CO COM 412693103 3796 145121 SH DEFINED 01 128671 16450 HARLAND JOHN H CO COM 412693103 37 1430 SH OTHER 01 1430 HARLAND JOHN H CO COM 412693103 3630 138775 SH DEFINED 05 138775 HARLAND JOHN H CO COM 412693103 5 200 SH DEFINED 08 200 HARLAND JOHN H CO COM 412693103 821 31400 SH DEFINED 17 31400 HARLEY DAVIDSON INC COM 412822108 45886 1151171 SH DEFINED 01 1121765 29406 HARLEY DAVIDSON INC COM 412822108 9253 232138 SH OTHER 01 128783 103355 HARLEY DAVIDSON INC COM 412822108 7237 181567 SH DEFINED 05 181567 HARLEY DAVIDSON INC COM 412822108 979 24556 SH DEFINED 08 24556 HARLEY DAVIDSON INC COM 412822108 219 5500 SH CALL DEFINED 08 5500 HARLEY DAVIDSON INC COM 412822108 4114 103200 SH PUT DEFINED 08 103200 HARLEY DAVIDSON INC COM 412822108 64688 1622878 SH DEFINED 11 1483681 139197 HARLEY DAVIDSON INC COM 412822108 5 130 SH DEFINED 13 50 80 HARLEY DAVIDSON INC COM 412822108 607 15239 SH DEFINED 17 15239 HARMAN INTL INDS INC COM 413086109 629 7946 SH DEFINED 01 6156 1790 HARMAN INTL INDS INC COM 413086109 222 2810 SH OTHER 01 2810 HARMAN INTL INDS INC COM 413086109 10594 133865 SH DEFINED 05 133865 HARMAN INTL INDS INC COM 413086109 16 200 SH DEFINED 08 200 HARMAN INTL INDS INC COM 413086109 2686 33940 SH DEFINED 11 33940 HARMAN INTL INDS INC COM 413086109 372 4700 SH DEFINED 17 4700 HARMONIC INC COM 413160102 27 6700 SH DEFINED 01 6700 HARMONIC INC COM 413160102 3 717 SH OTHER 01 717 HARMONIC INC COM 413160102 956 234850 SH DEFINED 05 234850 HARMONIC INC COM 413160102 2 500 SH DEFINED 08 500 HARMONY GOLD MNG LTD SPONSORED AD 413216300 16 1200 SH DEFINED 01 1200 HARMONY GOLD MNG LTD SPONSORED AD 413216300 4 330 SH OTHER 01 330 HARMONY GOLD MNG LTD SPONSORED AD 413216300 404 30000 SH CALL DEFINED 08 30000 HAROLDS STORES INC COM 413353103 17 12400 SH DEFINED 01 12400 HARRAHS ENTMT INC COM 413619107 509 12651 SH OTHER 12651 HARRAHS ENTMT INC COM 413619107 2412 59940 SH DEFINED 01 41840 18100 HARRAHS ENTMT INC COM 413619107 146 3619 SH OTHER 01 939 2680 HARRAHS ENTMT INC COM 413619107 9229 229342 SH DEFINED 05 229342 HARRAHS ENTMT INC COM 413619107 93 2300 SH DEFINED 08 2300 HARRAHS ENTMT INC COM 413619107 1207 30000 SH PUT DEFINED 08 30000 HARRAHS ENTMT INC COM 413619107 6097 151504 SH DEFINED 17 151504 HARRAHS ENTMT INC COM 413619107 402 10000 SH PUT DEFINED 17 10000 HARRIS CORP DEL COM 413875105 658 21912 SH OTHER 21912 HARRIS CORP DEL COM 413875105 426 14178 SH DEFINED 01 7178 7000 HARRIS CORP DEL COM 413875105 888 29550 SH OTHER 01 26750 2800 HARRIS CORP DEL COM 413875105 7828 260495 SH DEFINED 05 260495 HARSCO CORP COM 415864107 922 25581 SH OTHER 25581 HARSCO CORP COM 415864107 258 7154 SH DEFINED 01 6954 200 HARSCO CORP COM 415864107 225 6243 SH OTHER 01 1202 5041 HARSCO CORP COM 415864107 2971 82409 SH DEFINED 05 82409 HARSCO CORP COM 415864107 29 800 SH DEFINED 17 800 HARTE-HANKS INC COM 416196103 222 11700 SH DEFINED 01 11700 HARTE-HANKS INC COM 416196103 48 2537 SH OTHER 01 2537 HARTE-HANKS INC COM 416196103 3302 173784 SH DEFINED 05 173784 HARTE-HANKS INC COM 416196103 109 5740 SH DEFINED 08 5740 HARTE-HANKS INC COM 416196103 4 200 SH DEFINED 17 200 HARTFORD FINL SVCS GROUP INC COM 416515104 701 13914 SH OTHER 13914 HARTFORD FINL SVCS GROUP INC COM 416515104 10519 208871 SH DEFINED 01 173073 35798 HARTFORD FINL SVCS GROUP INC COM 416515104 8712 172987 SH OTHER 01 96249 76738 HARTFORD FINL SVCS GROUP INC COM 416515104 24741 491276 SH DEFINED 05 491276 HARTFORD FINL SVCS GROUP INC COM 416515104 689 13681 SH DEFINED 08 13681 HARTFORD FINL SVCS GROUP INC COM 416515104 401 7972 SH DEFINED 17 7972 HARTFORD FINL SVCS GROUP INC COM 416515104 12600 250200 SH OTHER 17 250200 HASBRO INC DBCV 2.750% 418056AN7 3285 3000000 PRN DEFINED 17 3000000 HASBRO INC COM 418056107 377 21545 SH DEFINED 01 19195 2350 HASBRO INC COM 418056107 136 7799 SH OTHER 01 2437 5362 HASBRO INC COM 418056107 2041 116720 SH DEFINED 05 116720 HASBRO INC COM 418056107 33 1900 SH DEFINED 08 1900 HASBRO INC COM 418056107 8769 501400 SH CALL DEFINED 08 501400 HASBRO INC COM 418056107 54 3100 SH DEFINED 17 3100 HAVERTY FURNITURE INC COM 419596101 1264 72250 SH DEFINED 01 60750 4000 7500 HAVERTY FURNITURE INC COM 419596101 805 46025 SH OTHER 01 46025 HAVERTY FURNITURE INC COM 419596101 1587 90675 SH DEFINED 05 90675 HAVERTY FURNITURE INC CL A 419596200 841 48584 SH DEFINED 01 6000 42584 HAVERTY FURNITURE INC CL A 419596200 3650 211004 SH OTHER 01 211004 HAWAIIAN ELEC INDUSTRIES COM 419870100 30 648 SH DEFINED 01 648 HAWAIIAN ELEC INDUSTRIES COM 419870100 319 6958 SH OTHER 01 5708 1250 HAWAIIAN ELEC INDUSTRIES COM 419870100 3362 73333 SH DEFINED 05 73333 HEALTH CARE PPTY INVS INC COM 421915109 376 8879 SH DEFINED 01 8657 222 HEALTH CARE PPTY INVS INC COM 421915109 710 16771 SH OTHER 01 8013 8758 HEALTH CARE PPTY INVS INC COM 421915109 381 9000 SH DEFINED 08 9000 HEALTH MGMT ASSOC INC NEW NOTE 421933AD4 3164 3700000 PRN DEFINED 17 3700000 HEALTH MGMT ASSOC INC NEW CL A 421933102 882 47805 SH DEFINED 01 39720 2785 5300 HEALTH MGMT ASSOC INC NEW CL A 421933102 82 4430 SH OTHER 01 4430 HEALTH MGMT ASSOC INC NEW CL A 421933102 738 40000 SH PUT DEFINED 01 40000 HEALTH MGMT ASSOC INC NEW CL A 421933102 10235 554769 SH DEFINED 05 554769 HEALTH MGMT ASSOC INC NEW CL A 421933102 34 1838 SH DEFINED 08 1838 HEALTH MGMT ASSOC INC NEW CL A 421933102 28 1500 SH DEFINED 17 1500 HEADWAY CORPORATE RESOURCES COM 422101105 45 249999 SH DEFINED 08 249999 HEALTH CARE REIT INC COM 42217K106 84 2750 SH DEFINED 01 2750 HEALTH CARE REIT INC COM 42217K106 389 12750 SH OTHER 01 10950 1800 HEALTHEXTRAS INC COM 422211102 15093 1935000 SH DEFINED 01 1935000 HEALTH NET INC COM 42222G108 733 22257 SH OTHER 22257 HEALTH NET INC COM 42222G108 233 7063 SH DEFINED 01 7063 HEALTH NET INC COM 42222G108 64 1955 SH OTHER 01 1505 450 HEALTH NET INC COM 42222G108 14872 451347 SH DEFINED 05 451347 HEALTH NET INC COM 42222G108 221 6700 SH DEFINED 08 6700 HEALTH NET INC COM 42222G108 496 15041 SH DEFINED 17 15041 HEARTLAND EXPRESS INC COM 422347104 481 21243 SH DEFINED 01 10225 11018 HEARTLAND EXPRESS INC COM 422347104 47 2095 SH OTHER 01 2095 HEARTLAND EXPRESS INC COM 422347104 8060 356143 SH DEFINED 05 356143 HEARTLAND EXPRESS INC COM 422347104 36 1591 SH DEFINED 08 1591 HEARTLAND EXPRESS INC COM 422347104 27 1191 SH DEFINED 17 1191 HEIDRICK & STRUGGLES INTL IN COM 422819102 20 1600 SH DEFINED 01 500 1100 HEIDRICK & STRUGGLES INTL IN COM 422819102 1 100 SH OTHER 01 100 HEIDRICK & STRUGGLES INTL IN COM 422819102 916 72550 SH DEFINED 05 72550 HEINZ H J CO COM 423074103 27456 832505 SH DEFINED 01 794623 37882 HEINZ H J CO COM 423074103 15022 455479 SH OTHER 01 328581 126898 HEINZ H J CO COM 423074103 6140 186185 SH DEFINED 05 186185 HEINZ H J CO COM 423074103 5949 180372 SH DEFINED 08 180372 HEINZ H J CO COM 423074103 168 5108 SH DEFINED 17 5108 HELIX TECHNOLOGY CORP COM 423319102 1 90 SH DEFINED 01 90 HELIX TECHNOLOGY CORP COM 423319102 1328 101425 SH DEFINED 05 101425 HELIX TECHNOLOGY CORP COM 423319102 3 200 SH DEFINED 08 200 HELIX TECHNOLOGY CORP COM 423319102 187 14275 SH DEFINED 17 14275 HELMERICH & PAYNE INC COM 423452101 30 1029 SH DEFINED 01 1029 HELMERICH & PAYNE INC COM 423452101 5 175 SH OTHER 01 175 HELMERICH & PAYNE INC COM 423452101 2878 98571 SH DEFINED 05 98571 HELMERICH & PAYNE INC COM 423452101 140 4800 SH DEFINED 17 4800 HENRY JACK & ASSOC INC COM 426281101 271 15165 SH DEFINED 01 15165 HENRY JACK & ASSOC INC COM 426281101 482 26925 SH OTHER 01 9000 17925 HENRY JACK & ASSOC INC COM 426281101 3104 173385 SH DEFINED 05 173385 HENRY JACK & ASSOC INC COM 426281101 103 5770 SH DEFINED 08 5770 HENRY JACK & ASSOC INC COM 426281101 206 11500 SH DEFINED 17 11500 HERCULES INC COM 427056106 113 11427 SH DEFINED 01 11127 300 HERCULES INC COM 427056106 52 5300 SH OTHER 01 4200 1100 HERCULES INC COM 427056106 518 52365 SH DEFINED 05 52365 HERCULES INC COM 427056106 12 1200 SH DEFINED 08 1200 HERCULES INC COM 427056106 269 27200 SH DEFINED 17 27200 HERSHEY FOODS CORP COM 427866108 5537 79485 SH DEFINED 01 75115 4370 HERSHEY FOODS CORP COM 427866108 9863 141591 SH OTHER 01 104606 36985 HERSHEY FOODS CORP COM 427866108 5646 81045 SH DEFINED 05 81045 HERSHEY FOODS CORP COM 427866108 21 300 SH DEFINED 08 300 HEWITT ASSOCS INC COM 42822Q100 6 243 SH DEFINED 01 243 HEWITT ASSOCS INC COM 42822Q100 4295 182363 SH DEFINED 05 182363 HEWLETT PACKARD CO COM 428236103 48227 2264174 SH OTHER 564174 1700000 HEWLETT PACKARD CO COM 428236103 94531 4438088 SH DEFINED 01 2453028 1985060 HEWLETT PACKARD CO COM 428236103 530337 24898439 SH OTHER 01 2875266 1414843 20608330 HEWLETT PACKARD CO COM 428236103 56846 2668836 SH DEFINED 05 2668836 HEWLETT PACKARD CO COM 428236103 1666 78195 SH DEFINED 08 78195 HEWLETT PACKARD CO COM 428236103 657 30844 SH DEFINED 17 30844 HEWLETT PACKARD CO COM 428236103 3536 166000 SH CALL DEFINED 17 166000 HIBBETT SPORTING GOODS INC COM 428565105 5 150 SH DEFINED 01 150 HIBBETT SPORTING GOODS INC COM 428565105 195 5925 SH DEFINED 08 5925 HIBBETT SPORTING GOODS INC COM 428565105 43 1300 SH DEFINED 17 1300 HIBERNIA CORP CL A 428656102 425 23389 SH OTHER 23389 HIBERNIA CORP CL A 428656102 222 12208 SH DEFINED 01 12208 HIBERNIA CORP CL A 428656102 183 10103 SH OTHER 01 9603 500 HIBERNIA CORP CL A 428656102 5702 313962 SH DEFINED 05 313962 HIBERNIA CORP CL A 428656102 56 3100 SH DEFINED 17 3100 HIGHWOODS PPTYS INC COM 431284108 248 11143 SH DEFINED 01 11143 HIGHWOODS PPTYS INC COM 431284108 80 3600 SH OTHER 01 1000 2600 HILB ROGAL & HAMILTON CO COM 431294107 17 500 SH DEFINED 01 500 HILB ROGAL & HAMILTON CO COM 431294107 89 2600 SH OTHER 01 2250 350 HILB ROGAL & HAMILTON CO COM 431294107 4489 131875 SH DEFINED 05 131875 HILB ROGAL & HAMILTON CO COM 431294107 10 300 SH DEFINED 08 300 HILB ROGAL & HAMILTON CO COM 431294107 609 17900 SH DEFINED 17 17900 HILLENBRAND INDS INC COM 431573104 537 10650 SH DEFINED 01 10650 HILLENBRAND INDS INC COM 431573104 119 2350 SH OTHER 01 2200 150 HILLENBRAND INDS INC COM 431573104 6151 121916 SH DEFINED 05 121916 HILLENBRAND INDS INC COM 431573104 169 3344 SH DEFINED 08 3344 HILLENBRAND INDS INC COM 431573104 333 6600 SH DEFINED 17 6600 HILTON HOTELS CORP NOTE 3.375% 432848AY5 1172 1200000 PRN DEFINED 17 1200000 HILTON HOTELS CORP COM 432848109 4321 337858 SH DEFINED 01 321558 16300 HILTON HOTELS CORP COM 432848109 286 22336 SH OTHER 01 4914 17422 HILTON HOTELS CORP COM 432848109 5058 395470 SH DEFINED 05 395470 HILTON HOTELS CORP COM 432848109 453 35400 SH DEFINED 08 35400 HILTON HOTELS CORP COM 432848109 569 44500 SH CALL DEFINED 08 44500 HILTON HOTELS CORP COM 432848109 96 7500 SH PUT DEFINED 08 7500 HILTON HOTELS CORP COM 432848109 325 25400 SH DEFINED 17 25400 HILTON HOTELS CORP COM 432848109 845 66100 SH PUT DEFINED 17 66100 HISPANIC BROADCASTING CORP CL A 43357B104 43254 1699586 SH DEFINED 01 1699586 HISPANIC BROADCASTING CORP CL A 43357B104 9 350 SH OTHER 01 350 HISPANIC BROADCASTING CORP CL A 43357B104 5474 215103 SH DEFINED 05 215103 HISPANIC BROADCASTING CORP CL A 43357B104 56 2210 SH DEFINED 08 2210 HISPANIC BROADCASTING CORP CL A 43357B104 51300 2015706 SH DEFINED 17 2015706 HOLLYWOOD ENTMT CORP COM 436141105 111 6385 SH DEFINED 01 6385 HOLLYWOOD ENTMT CORP COM 436141105 43 2500 SH DEFINED 05 2500 HOLLYWOOD ENTMT CORP COM 436141105 823 47300 SH DEFINED 08 47300 HOLLYWOOD ENTMT CORP COM 436141105 208 11950 SH DEFINED 17 11950 HOLOGIC INC COM 436440101 30 2300 SH DEFINED 01 1200 1100 HOLOGIC INC COM 436440101 1 50 SH OTHER 01 50 HOLOGIC INC COM 436440101 1067 81550 SH DEFINED 05 81550 HOME DEPOT INC COM 437076102 732 22090 SH OTHER 22090 HOME DEPOT INC COM 437076102 244849 7392771 SH DEFINED 01 7200723 192048 HOME DEPOT INC COM 437076102 100900 3046485 SH OTHER 01 2005341 1041144 HOME DEPOT INC COM 437076102 10184 307500 SH CALL DEFINED 01 307500 HOME DEPOT INC COM 437076102 10267 310000 SH PUT DEFINED 01 310000 HOME DEPOT INC COM 437076102 47102 1422164 SH DEFINED 05 1422164 HOME DEPOT INC COM 437076102 12948 390948 SH DEFINED 08 390948 HOME DEPOT INC COM 437076102 16560 500000 SH CALL DEFINED 08 500000 HOME DEPOT INC COM 437076102 1461 44100 SH PUT DEFINED 08 44100 HOME DEPOT INC COM 437076102 54 1620 SH DEFINED 13 1575 45 HOME DEPOT INC COM 437076102 33 1005 SH OTHER 13 1005 HOME DEPOT INC COM 437076102 24840 750000 SH OTHER 17 750000 HOMESTORE INC COM 437852106 1032 600000 SH DEFINED 600000 HOMESTORE INC COM 437852106 7 3921 SH DEFINED 01 3921 HOMESTORE INC COM 437852106 1 300 SH OTHER 01 300 HOMESTORE INC COM 437852106 1 300 SH DEFINED 08 300 HON INDS INC COM 438092108 259 8500 SH DEFINED 01 8500 HON INDS INC COM 438092108 138 4515 SH OTHER 01 440 4075 HON INDS INC COM 438092108 3507 114987 SH DEFINED 05 114987 HON INDS INC COM 438092108 23 750 SH DEFINED 08 750 HONDA MOTOR LTD AMERN SHS 438128308 82 4300 SH DEFINED 01 3900 400 HONDA MOTOR LTD AMERN SHS 438128308 455 23904 SH OTHER 01 22404 1500 HONDA MOTOR LTD AMERN SHS 438128308 2 80 SH DEFINED 05 80 HONDA MOTOR LTD AMERN SHS 438128308 476 25000 SH CALL DEFINED 08 25000 HONEYWELL INTL INC COM 438516106 13 500 SH DEFINED 500 HONEYWELL INTL INC COM 438516106 90749 3379841 SH DEFINED 01 3292564 87277 HONEYWELL INTL INC COM 438516106 30238 1126189 SH OTHER 01 628328 497861 HONEYWELL INTL INC COM 438516106 43901 1635034 SH DEFINED 05 1635034 HONEYWELL INTL INC COM 438516106 542 20173 SH DEFINED 08 20173 HONEYWELL INTL INC COM 438516106 1343 50000 SH CALL DEFINED 08 50000 HONEYWELL INTL INC COM 438516106 1343 50000 SH PUT DEFINED 08 50000 HONEYWELL INTL INC COM 438516106 10 380 SH DEFINED 13 150 230 HONEYWELL INTL INC COM 438516106 1281 47722 SH DEFINED 17 47722 HONEYWELL INTL INC COM 438516106 9398 350000 SH OTHER 17 350000 HOOPER HOLMES INC COM 439104100 232 36031 SH DEFINED 01 36031 HOOPER HOLMES INC COM 439104100 1618 251300 SH DEFINED 05 251300 HORACE MANN EDUCATORS CORP N COM 440327104 39 2400 SH DEFINED 01 2400 HORACE MANN EDUCATORS CORP N COM 440327104 1357 84110 SH DEFINED 05 84110 HORMEL FOODS CORP COM 440452100 236 9942 SH DEFINED 01 9942 HORMEL FOODS CORP COM 440452100 275 11600 SH OTHER 01 1000 10600 HORMEL FOODS CORP COM 440452100 6463 272689 SH DEFINED 05 272689 HORMEL FOODS CORP COM 440452100 161 6810 SH DEFINED 08 6810 HOSPITALITY PPTYS TR COM SH BEN I 44106M102 275 8800 SH DEFINED 01 8800 HOSPITALITY PPTYS TR COM SH BEN I 44106M102 536 17162 SH OTHER 01 10207 755 6200 HOSPITALITY PPTYS TR COM SH BEN I 44106M102 3921 125484 SH DEFINED 05 125484 HOSPITALITY PPTYS TR COM SH BEN I 44106M102 81 2600 SH DEFINED 17 2600 HOST MARRIOTT CORP NEW COM 44107P104 81 8891 SH DEFINED 01 8841 50 HOST MARRIOTT CORP NEW COM 44107P104 68 7396 SH OTHER 01 5766 1630 HOST MARRIOTT CORP NEW COM 44107P104 41 4500 SH DEFINED 05 4500 HOT TOPIC INC COM 441339108 720 26704 SH DEFINED 01 10204 16500 HOT TOPIC INC COM 441339108 5 200 SH OTHER 01 200 HOT TOPIC INC COM 441339108 3996 148225 SH DEFINED 05 148225 HOT TOPIC INC COM 441339108 5 200 SH DEFINED 08 200 HOT TOPIC INC COM 441339108 97 3590 SH DEFINED 17 3590 HOTELS COM COM 44147T108 315 3500 SH PUT DEFINED 17 3500 HOVNANIAN ENTERPRISES INC CL A 442487203 430 7300 SH DEFINED 08 7300 HOVNANIAN ENTERPRISES INC CL A 442487203 5170 87700 SH CALL DEFINED 08 87700 HOVNANIAN ENTERPRISES INC CL A 442487203 595 10100 SH PUT DEFINED 08 10100 HOVNANIAN ENTERPRISES INC CL A 442487203 766 13000 SH DEFINED 17 13000 HUBBELL INC CL A 443510102 414 12871 SH DEFINED 01 12871 HUBBELL INC CL A 443510102 61 1888 SH OTHER 01 1888 HUBBELL INC CL B 443510201 423 12790 SH DEFINED 01 12790 HUBBELL INC CL B 443510201 473 14275 SH OTHER 01 1645 12630 HUBBELL INC CL B 443510201 3867 116823 SH DEFINED 05 116823 HUBBELL INC CL B 443510201 116 3500 SH DEFINED 08 3500 HUBBELL INC CL B 443510201 187 5650 SH DEFINED 17 5650 HUDSON UNITED BANCORP COM 444165104 59 1725 SH DEFINED 01 1725 HUDSON UNITED BANCORP COM 444165104 300 8795 SH OTHER 01 6500 2295 HUDSON UNITED BANCORP COM 444165104 5952 174300 SH DEFINED 05 174300 HUDSON UNITED BANCORP COM 444165104 7 200 SH DEFINED 08 200 HUDSON UNITED BANCORP COM 444165104 48 1400 SH DEFINED 17 1400 HUFFY CORP COM 444356109 34 4900 SH DEFINED 01 1400 3500 HUFFY CORP COM 444356109 435 62150 SH DEFINED 05 62150 HUGHES SUPPLY INC COM 444482103 75 2147 SH DEFINED 01 447 1700 HUGHES SUPPLY INC COM 444482103 3300 95100 SH DEFINED 05 95100 HUGHES SUPPLY INC COM 444482103 90 2590 SH DEFINED 17 2590 HUMANA INC COM 444859102 179 11831 SH DEFINED 01 11531 300 HUMANA INC COM 444859102 50 3336 SH OTHER 01 2200 1136 HUMANA INC COM 444859102 1194 79055 SH DEFINED 05 79055 HUMAN GENOME SCIENCES INC NOTE 3.750% 444903AH1 289 350000 PRN DEFINED 17 350000 HUMAN GENOME SCIENCES INC COM 444903108 61 4825 SH DEFINED 01 3905 920 HUMAN GENOME SCIENCES INC COM 444903108 107 8430 SH OTHER 01 2620 5810 HUMAN GENOME SCIENCES INC COM 444903108 469 37103 SH DEFINED 17 37103 HUNT J B TRANS SVCS INC COM 445658107 155 4058 SH DEFINED 01 3258 800 HUNT J B TRANS SVCS INC COM 445658107 17 450 SH OTHER 01 300 150 HUNT J B TRANS SVCS INC COM 445658107 2955 77546 SH DEFINED 05 77546 HUNT J B TRANS SVCS INC COM 445658107 11 300 SH DEFINED 17 300 HUNTINGTON BANCSHARES INC COM 446150104 3953 202628 SH DEFINED 01 187777 14851 HUNTINGTON BANCSHARES INC COM 446150104 490 25106 SH OTHER 01 8671 16435 HUNTINGTON BANCSHARES INC COM 446150104 3273 167745 SH DEFINED 05 167745 HUNTINGTON BANCSHARES INC COM 446150104 187 9584 SH DEFINED 08 9584 HUNTINGTON BANCSHARES INC COM 446150104 23 1200 SH DEFINED 17 1200 HUTCHINSON TECHNOLOGY INC COM 448407106 632 19100 SH DEFINED 01 5030 14070 HUTCHINSON TECHNOLOGY INC COM 448407106 27 830 SH OTHER 01 830 HUTCHINSON TECHNOLOGY INC COM 448407106 4085 123425 SH DEFINED 05 123425 HUTCHINSON TECHNOLOGY INC COM 448407106 397 12000 SH PUT DEFINED 08 12000 HUTCHINSON TECHNOLOGY INC COM 448407106 603 18203 SH DEFINED 17 18203 HYDRIL CO COM 448774109 269 9861 SH DEFINED 01 3261 6600 HYDRIL CO COM 448774109 2693 98775 SH DEFINED 05 98775 HYDRIL CO COM 448774109 7 268 SH DEFINED 08 268 HYDRIL CO COM 448774109 38 1400 SH DEFINED 17 1400 ICN PHARMACEUTICALS INC NEW COM 448924100 120 7137 SH DEFINED 01 7137 ICN PHARMACEUTICALS INC NEW COM 448924100 401 23915 SH OTHER 01 21945 1970 ICN PHARMACEUTICALS INC NEW COM 448924100 2804 167295 SH DEFINED 05 167295 ICN PHARMACEUTICALS INC NEW COM 448924100 15 900 SH DEFINED 08 900 ICN PHARMACEUTICALS INC NEW COM 448924100 1676 100000 SH CALL DEFINED 08 100000 ICN PHARMACEUTICALS INC NEW COM 448924100 759 45285 SH DEFINED 17 45285 ICN PHARMACEUTICALS INC NEW COM 448924100 6352 379000 SH OTHER 17 379000 IDT CORP CL B 448947309 185 10500 SH DEFINED 17 10500 HYPERCOM CORP COM 44913M105 3943 950000 SH DEFINED 05 950000 HYPERCOM CORP COM 44913M105 353 85000 SH DEFINED 17 85000 HYPERION SOLUTIONS CORP COM 44914M104 969 28721 SH DEFINED 01 16471 12250 HYPERION SOLUTIONS CORP COM 44914M104 7 200 SH OTHER 01 200 HYPERION SOLUTIONS CORP COM 44914M104 19129 567130 SH DEFINED 05 567130 HYPERION SOLUTIONS CORP COM 44914M104 1258 37300 SH DEFINED 08 37300 HYPERION SOLUTIONS CORP COM 44914M104 482 14303 SH DEFINED 17 14303 ICOS CORP COM 449295104 74 2000 SH DEFINED 01 900 1100 ICOS CORP COM 449295104 29 800 SH DEFINED 05 800 ICOS CORP COM 449295104 4 98 SH DEFINED 08 98 ICOS CORP COM 449295104 22 600 SH CALL DEFINED 08 600 ICOS CORP COM 449295104 553 15000 SH PUT DEFINED 08 15000 ICOS CORP COM 449295104 509 13818 SH DEFINED 17 13818 ICOS CORP COM 449295104 594 16100 SH PUT DEFINED 17 16100 ICU MED INC COM 44930G107 349 11211 SH DEFINED 01 2357 4088 4766 ICU MED INC COM 44930G107 79 2537 SH OTHER 01 2537 ICU MED INC COM 44930G107 2001 64350 SH DEFINED 05 64350 ICU MED INC COM 44930G107 3 100 SH DEFINED 08 100 IDEC PHARMACEUTICALS CORP NOTE 449370AC9 6844 5000000 PRN DEFINED 08 5000000 IDEC PHARMACEUTICALS CORP NOTE 449370AE5 894 1538000 PRN DEFINED 08 1538000 IDEC PHARMACEUTICALS CORP NOTE 449370AE5 895 1540000 PRN DEFINED 17 1540000 IDEC PHARMACEUTICALS CORP COM 449370105 722 21256 SH DEFINED 01 21256 IDEC PHARMACEUTICALS CORP COM 449370105 62 1835 SH OTHER 01 110 1725 IDEC PHARMACEUTICALS CORP COM 449370105 14033 413218 SH DEFINED 05 413218 IDEC PHARMACEUTICALS CORP COM 449370105 3853 113470 SH DEFINED 08 113470 IDEC PHARMACEUTICALS CORP COM 449370105 11886 350000 SH DEFINED 11 310391 39609 IDEC PHARMACEUTICALS CORP COM 449370105 3 100 SH DEFINED 17 100 IGEN INC COM 449536101 94 3000 SH DEFINED 01 3000 IGEN INC COM 449536101 3 100 SH DEFINED 08 100 IGEN INC COM 449536101 4042 129000 SH PUT DEFINED 08 129000 IGEN INC COM 449536101 28 900 SH DEFINED 17 900 IHOP CORP COM 449623107 140 4440 SH DEFINED 01 3840 600 IHOP CORP COM 449623107 20 625 SH OTHER 01 625 IHOP CORP COM 449623107 2637 83525 SH DEFINED 05 83525 IMC GLOBAL INC COM 449669100 2 304 SH DEFINED 01 271 33 IMC GLOBAL INC COM 449669100 6 886 SH OTHER 01 886 IMC GLOBAL INC COM 449669100 1522 226826 SH DEFINED 05 226826 IMC GLOBAL INC COM 449669100 48 7190 SH DEFINED 08 7190 IMCO RECYCLING INC COM 449681105 27 4100 SH DEFINED 01 300 3800 IMCO RECYCLING INC COM 449681105 438 65925 SH DEFINED 05 65925 ING PRIME RATE TR SH BEN INT 44977W106 7 1000 SH DEFINED 01 1000 ING PRIME RATE TR SH BEN INT 44977W106 88 12100 SH OTHER 01 12100 IMS HEALTH INC COM 449934108 1460 81135 SH DEFINED 01 80735 400 IMS HEALTH INC COM 449934108 3369 187272 SH OTHER 01 168438 18834 IMS HEALTH INC COM 449934108 2138 118820 SH DEFINED 05 118820 IMS HEALTH INC COM 449934108 102 5692 SH DEFINED 08 5692 IMS HEALTH INC COM 449934108 5 276 SH DEFINED 17 276 ISTAR FINL INC COM 45031U101 191 5232 SH DEFINED 01 122 5110 ISTAR FINL INC COM 45031U101 197 5401 SH OTHER 01 4711 690 ISTAR FINL INC COM 45031U101 11 300 SH DEFINED 05 300 ISTAR FINL INC COM 45031U101 281 7700 SH DEFINED 08 7700 ISTAR FINL INC COM 45031U101 569 15600 SH DEFINED 17 15600 ISTA PHARMACEUTICALS INC COM NEW 45031X204 56 10000 SH DEFINED 08 10000 I-STAT CORP COM 450312103 441 50000 SH CALL DEFINED 08 50000 ITT EDUCATIONAL SERVICES INC COM 45068B109 383 13081 SH DEFINED 01 3631 9450 ITT EDUCATIONAL SERVICES INC COM 45068B109 7 250 SH OTHER 01 250 ITT EDUCATIONAL SERVICES INC COM 45068B109 5551 189775 SH DEFINED 05 189775 ITT EDUCATIONAL SERVICES INC COM 45068B109 307 10500 SH DEFINED 08 10500 ITT EDUCATIONAL SERVICES INC COM 45068B109 1085 37100 SH DEFINED 17 37100 IBIS TECHNOLOGY CORP COM 450909106 198 25650 SH DEFINED 08 25650 ITT INDS INC IND COM 450911102 2719 41534 SH DEFINED 01 31252 10282 ITT INDS INC IND COM 450911102 2805 42847 SH OTHER 01 29944 12903 ITT INDS INC IND COM 450911102 2917 44555 SH DEFINED 05 44555 ITT INDS INC IND COM 450911102 111 1700 SH DEFINED 08 1700 ITT INDS INC IND COM 450911102 222 3385 SH DEFINED 17 3385 IAMGOLD CORP COM 450913108 1 300 SH DEFINED 01 300 IAMGOLD CORP COM 450913108 49 10000 SH OTHER 01 10000 IDACORP INC COM 451107106 156 5955 SH DEFINED 01 5955 IDACORP INC COM 451107106 194 7393 SH OTHER 01 1550 5843 IDACORP INC COM 451107106 1975 75236 SH DEFINED 05 75236 IDEX CORP COM 45167R104 377 10414 SH DEFINED 01 2614 7800 IDEX CORP COM 45167R104 5 125 SH OTHER 01 125 IDEX CORP COM 45167R104 5037 139000 SH DEFINED 05 139000 IDEX CORP COM 45167R104 7 200 SH DEFINED 08 200 IDEXX LABS INC COM 45168D104 724 21721 SH DEFINED 01 4721 17000 IDEXX LABS INC COM 45168D104 4 125 SH OTHER 01 125 IDEXX LABS INC COM 45168D104 5354 160650 SH DEFINED 05 160650 IDEXX LABS INC COM 45168D104 117 3500 SH DEFINED 08 3500 IDEXX LABS INC COM 45168D104 1071 32140 SH DEFINED 17 32140 IKON OFFICE SOLUTIONS INC COM 451713101 21 2400 SH DEFINED 05 2400 IKON OFFICE SOLUTIONS INC COM 451713101 642 72150 SH DEFINED 08 72150 IKON OFFICE SOLUTIONS INC COM 451713101 444 49900 SH DEFINED 17 49900 ILEX ONCOLOGY INC COM 451923106 342 17633 SH DEFINED 17633 ILEX ONCOLOGY INC COM 451923106 1 74 SH DEFINED 01 74 ILEX ONCOLOGY INC COM 451923106 248 12822 SH DEFINED 17 12822 ILLINOIS TOOL WKS INC COM 452308109 111487 1693044 SH DEFINED 01 1639456 53588 ILLINOIS TOOL WKS INC COM 452308109 22941 348386 SH OTHER 01 196238 152148 ILLINOIS TOOL WKS INC COM 452308109 15132 229792 SH DEFINED 05 229792 ILLINOIS TOOL WKS INC COM 452308109 362 5500 SH DEFINED 08 5500 ILLINOIS TOOL WKS INC COM 452308109 50 760 SH DEFINED 13 660 100 ILLINOIS TOOL WKS INC COM 452308109 300 4550 SH DEFINED 17 4550 IMATION CORP COM 45245A107 278 7362 SH DEFINED 01 7202 160 IMATION CORP COM 45245A107 450 11894 SH OTHER 01 9393 2501 IMATION CORP COM 45245A107 2655 70208 SH DEFINED 05 70208 IMCLONE SYS INC NOTE 5.500% 45245WAD1 1477 1490000 PRN DEFINED 17 1490000 IMCLONE SYS INC COM 45245W109 81 2528 SH DEFINED 01 2528 IMCLONE SYS INC COM 45245W109 446 13964 SH OTHER 01 13964 IMCLONE SYS INC COM 45245W109 238 7439 SH DEFINED 08 7439 IMCLONE SYS INC COM 45245W109 639 20000 SH CALL DEFINED 08 20000 IMCLONE SYS INC COM 45245W109 959 30000 SH PUT DEFINED 08 30000 IMAGISTICS INTERNATIONAL INC COM 45247T104 576 22328 SH DEFINED 01 9370 10398 2560 IMAGISTICS INTERNATIONAL INC COM 45247T104 139 5399 SH OTHER 01 5399 IMAGISTICS INTERNATIONAL INC COM 45247T104 2344 90837 SH DEFINED 05 90837 IMPAC MTG HLDGS INC COM 45254P102 62 3700 SH DEFINED 01 3700 IMPAC MTG HLDGS INC COM 45254P102 20 1200 SH OTHER 01 1200 IMPAC MTG HLDGS INC COM 45254P102 247 14800 SH DEFINED 17 14800 IMPATH INC COM 45255G101 239 16931 SH DEFINED 01 4531 12400 IMPATH INC COM 45255G101 25 SH OTHER 01 25 IMPATH INC COM 45255G101 1172 83075 SH DEFINED 05 83075 IMPERIAL OIL LTD COM NEW 453038408 293 8400 SH DEFINED 01 8400 IMPERIAL OIL LTD COM NEW 453038408 244 6984 SH OTHER 01 5400 1584 IMPERIAL TOBACCO GROUP PLC SPONSORED AD 453142101 3 94 SH DEFINED 01 94 IMPERIAL TOBACCO GROUP PLC SPONSORED AD 453142101 653 18038 SH OTHER 01 4038 14000 INAMED CORP COM 453235103 489 9160 SH DEFINED 01 1760 7400 INAMED CORP COM 453235103 7 125 SH OTHER 01 125 INAMED CORP COM 453235103 5250 98375 SH DEFINED 05 98375 INAMED CORP COM 453235103 1152 21580 SH DEFINED 08 21580 INAMED CORP COM 453235103 192 3600 SH DEFINED 17 3600 INCO LTD COM 453258402 99 4700 SH DEFINED 01 3700 1000 INCO LTD COM 453258402 21 1000 SH OTHER 01 1000 INCO LTD COM 453258402 222 10510 SH DEFINED 17 10510 INDEPENDENCE CMNTY BK CORP COM 453414104 61 2171 SH DEFINED 01 2171 INDEPENDENCE CMNTY BK CORP COM 453414104 3 105 SH OTHER 01 105 INDEPENDENCE CMNTY BK CORP COM 453414104 3048 108312 SH DEFINED 05 108312 INDEPENDENCE FED SVGS BK COM 453432106 208 12100 SH DEFINED 01 12100 INDYMAC BANCORP INC COM 456607100 74 2914 SH DEFINED 01 2914 INDYMAC BANCORP INC COM 456607100 2814 110686 SH DEFINED 05 110686 INDYMAC BANCORP INC COM 456607100 277 10900 SH DEFINED 17 10900 INFOCUS CORP COM 45665B106 2 500 SH DEFINED 01 500 INFOCUS CORP COM 45665B106 366 77547 SH DEFINED 05 77547 INFORMATICA CORP COM 45666Q102 4 521 SH DEFINED 01 521 INFORMATICA CORP COM 45666Q102 1 200 SH OTHER 01 200 INFORMATICA CORP COM 45666Q102 64 9200 SH DEFINED 08 9200 INFORMATICA CORP COM 45666Q102 519 75000 SH DEFINED 17 75000 INFORMATION HLDGS INC COM 456727106 27 1500 SH DEFINED 01 1500 INFORMATION HLDGS INC COM 456727106 1523 83425 SH DEFINED 05 83425 INFORMATION HLDGS INC COM 456727106 40 2200 SH DEFINED 17 2200 ING GROUP N V SPONSORED AD 456837103 25 1426 SH DEFINED 01 806 620 ING GROUP N V SPONSORED AD 456837103 220 12564 SH OTHER 01 9709 2855 ING GROUP N V SPONSORED AD 456837103 15 SH DEFINED 05 15 ING GROUP N V SPONSORED AD 456837103 1 SH DEFINED 17 1 INGRAM MICRO INC CL A 457153104 2 210 SH DEFINED 01 210 INGRAM MICRO INC CL A 457153104 56 5100 SH OTHER 01 510 4590 INGRAM MICRO INC CL A 457153104 29 2600 SH DEFINED 05 2600 INGRAM MICRO INC CL A 457153104 30 2700 SH DEFINED 17 2700 INNOVEX INC COM 457647105 117 11500 SH DEFINED 17 11500 INSIGHT ENTERPRISES INC COM 45765U103 33 SH DEFINED 01 33 INSIGHT ENTERPRISES INC COM 45765U103 1792 179200 SH DEFINED 05 179200 INSIGHT ENTERPRISES INC COM 45765U103 34 3400 SH DEFINED 08 3400 INSIGHT ENTERPRISES INC COM 45765U103 2581 258068 SH DEFINED 17 258068 INPUT/OUTPUT INC COM 457652105 53 9800 SH DEFINED 01 2000 7800 INPUT/OUTPUT INC COM 457652105 65 12117 SH OTHER 01 12117 INPUT/OUTPUT INC COM 457652105 1071 199075 SH DEFINED 05 199075 INSITUFORM TECHNOLOGIES INC CL A 457667103 290 16465 SH DEFINED 01 11065 5400 INSITUFORM TECHNOLOGIES INC CL A 457667103 48 2740 SH OTHER 01 2740 INSITUFORM TECHNOLOGIES INC CL A 457667103 1979 112275 SH DEFINED 05 112275 INSIGNIA FINL GROUP INC NEW COM 45767A105 13409 1206900 SH DEFINED 17 1206900 INSPIRE PHARMACEUTICALS INC COM 457733103 76 7000 SH DEFINED 08 7000 INSPIRE PHARMACEUTICALS INC COM 457733103 3686 340000 SH CALL DEFINED 08 340000 INSTINET GROUP INC COM 457750107 47 10100 SH DEFINED 01 10100 INSURANCE AUTO AUCTIONS INC COM 457875102 39 3100 SH DEFINED 01 3100 INSURANCE AUTO AUCTIONS INC COM 457875102 630 49775 SH DEFINED 05 49775 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 68 2590 SH DEFINED 01 390 2200 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2764 104900 SH DEFINED 05 104900 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 5 200 SH DEFINED 08 200 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 461 17500 SH CALL DEFINED 08 17500 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 53 2024 SH DEFINED 17 2024 INTEGRATED ELECTRICAL SVC COM 45811E103 1335 184093 SH DEFINED 01 184093 INTEGRATED ELECTRICAL SVC COM 45811E103 38 5200 SH DEFINED 17 5200 INTEGRATED CIRCUIT SYS INC COM 45811K208 442 14070 SH DEFINED 01 7455 6615 INTEGRATED CIRCUIT SYS INC COM 45811K208 103 3275 SH OTHER 01 2400 875 INTEGRATED CIRCUIT SYS INC COM 45811K208 10500 334278 SH DEFINED 05 334278 INTEGRATED CIRCUIT SYS INC COM 45811K208 1 26 SH DEFINED 08 26 INTEGRATED DEVICE TECHNOLOGY COM 458118106 36 3309 SH DEFINED 01 3309 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2261 204965 SH DEFINED 05 204965 INTEGRATED DEVICE TECHNOLOGY COM 458118106 11 1008 SH DEFINED 08 1008 INTEGRATED DEVICE TECHNOLOGY COM 458118106 274 24800 SH DEFINED 17 24800 INTEL CORP COM 458140100 19 900 SH DEFINED 900 INTEL CORP COM 458140100 2443 117373 SH OTHER 117373 INTEL CORP COM 458140100 328477 15784554 SH DEFINED 01 14843386 941168 INTEL CORP COM 458140100 167190 8034105 SH OTHER 01 5257121 2776984 INTEL CORP COM 458140100 83362 4005886 SH DEFINED 05 4005886 INTEL CORP COM 458140100 6010 288789 SH DEFINED 08 288789 INTEL CORP COM 458140100 4202 201900 SH CALL DEFINED 08 201900 INTEL CORP COM 458140100 459243 22068376 SH DEFINED 11 19693383 2374993 INTEL CORP COM 458140100 71 3425 SH DEFINED 13 3425 INTEL CORP COM 458140100 44 2100 SH OTHER 13 400 1700 INTEL CORP COM 458140100 1916 92082 SH DEFINED 17 92082 INTEL CORP COM 458140100 1409 67700 SH CALL DEFINED 17 67700 INTER TEL INC COM 458372109 731 34145 SH DEFINED 01 6845 27300 INTER TEL INC COM 458372109 3 150 SH OTHER 01 150 INTER TEL INC COM 458372109 2969 138675 SH DEFINED 05 138675 INTER TEL INC COM 458372109 16 750 SH DEFINED 08 750 INTER TEL INC COM 458372109 458 21400 SH DEFINED 17 21400 INTERACTIVE DATA CORP COM 45840J107 27 1624 SH DEFINED 01 1624 INTERACTIVE DATA CORP COM 45840J107 7 400 SH DEFINED 05 400 INTERACTIVE DATA CORP COM 45840J107 238 14100 SH DEFINED 17 14100 INTERDIGITAL COMMUNICATIONS COM 45866A105 128 5460 SH DEFINED 01 5460 INTERDIGITAL COMMUNICATIONS COM 45866A105 167 7150 SH DEFINED 08 7150 INTERDIGITAL COMMUNICATIONS COM 45866A105 412 17612 SH DEFINED 17 17612 INTERFACE INC CL A 458665106 78 17000 SH DEFINED 01 4000 12800 200 INTERFACE INC CL A 458665106 130 28275 SH OTHER 01 28275 INTERFACE INC CL A 458665106 1018 220750 SH DEFINED 05 220750 INTERMAGNETICS GEN CORP COM 458771102 329 16600 SH DEFINED 01 3100 13500 INTERMAGNETICS GEN CORP COM 458771102 3 150 SH OTHER 01 150 INTERMAGNETICS GEN CORP COM 458771102 1666 84075 SH DEFINED 05 84075 INTERMAGNETICS GEN CORP COM 458771102 2 100 SH DEFINED 08 100 INTERMAGNETICS GEN CORP COM 458771102 42 2100 SH DEFINED 17 2100 INTERMET CORP COM 45881K104 27 7900 SH DEFINED 01 460 7440 INTERMET CORP COM 45881K104 2 460 SH OTHER 01 460 INTERMET CORP COM 45881K104 388 112485 SH DEFINED 05 112485 INTERMET CORP COM 45881K104 100 SH DEFINED 08 100 INTERMUNE INC COM 45884X103 410 25300 SH DEFINED 25300 INTERMUNE INC COM 45884X103 25 SH DEFINED 01 25 INTERMUNE INC COM 45884X103 29 1800 SH DEFINED 17 1800 INTERNAP NETWORK SVCS CORP COM 45885A102 1 774 SH DEFINED 01 774 INTERNAP NETWORK SVCS CORP COM 45885A102 51 50000 SH DEFINED 08 50000 INTERNATIONAL BANCSHARES COR COM 459044103 1229 34621 SH DEFINED 01 34621 INTERNATIONAL BUSINESS MACHS COM 459200101 2027 24569 SH OTHER 24569 INTERNATIONAL BUSINESS MACHS COM 459200101 289545 3509639 SH DEFINED 01 3159778 349861 INTERNATIONAL BUSINESS MACHS COM 459200101 153871 1865103 SH OTHER 01 1095725 769378 INTERNATIONAL BUSINESS MACHS COM 459200101 7425 90000 SH CALL DEFINED 01 90000 INTERNATIONAL BUSINESS MACHS COM 459200101 7425 90000 SH PUT DEFINED 01 90000 INTERNATIONAL BUSINESS MACHS COM 459200101 103027 1248815 SH DEFINED 05 1248815 INTERNATIONAL BUSINESS MACHS COM 459200101 32952 399424 SH DEFINED 08 399424 INTERNATIONAL BUSINESS MACHS COM 459200101 12375 150000 SH CALL DEFINED 08 150000 INTERNATIONAL BUSINESS MACHS COM 459200101 15263 185000 SH PUT DEFINED 08 185000 INTERNATIONAL BUSINESS MACHS COM 459200101 86 1045 SH DEFINED 13 645 400 INTERNATIONAL BUSINESS MACHS COM 459200101 11272 136627 SH DEFINED 17 136627 INTERNATIONAL BUSINESS MACHS COM 459200101 14850 180000 SH CALL DEFINED 17 180000 INTERNATIONAL BUSINESS MACHS COM 459200101 14850 180000 SH PUT DEFINED 17 180000 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2179 68246 SH DEFINED 01 67696 550 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 277 8660 SH OTHER 01 3950 4710 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1492 46715 SH DEFINED 05 46715 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 28 865 SH DEFINED 08 865 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 92 2891 SH DEFINED 17 2891 INTERNATIONAL GAME TECHNOLOG COM 459902102 809 7901 SH DEFINED 01 6701 1200 INTERNATIONAL GAME TECHNOLOG COM 459902102 476 4655 SH OTHER 01 3340 1315 INTERNATIONAL GAME TECHNOLOG COM 459902102 4253 41560 SH DEFINED 05 41560 INTERNATIONAL GAME TECHNOLOG COM 459902102 146 1425 SH DEFINED 08 1425 INTERNATIONAL GAME TECHNOLOG COM 459902102 6447 63000 SH CALL DEFINED 08 63000 INTERNATIONAL GAME TECHNOLOG COM 459902102 2466 24100 SH PUT DEFINED 08 24100 INTERNATIONAL GAME TECHNOLOG COM 459902102 305 2976 SH DEFINED 17 2976 INTERNATIONAL GAME TECHNOLOG COM 459902102 8064 78800 SH PUT DEFINED 17 78800 INTERNATIONAL MULTIFOODS COR COM 460043102 455 19863 SH DEFINED 01 11563 8300 INTERNATIONAL MULTIFOODS COR COM 460043102 1981 86450 SH DEFINED 05 86450 INTL PAPER CO DBCV 460146BM4 3240 6098000 PRN DEFINED 08 6098000 INTL PAPER CO DBCV 460146BM4 18381 34600000 PRN DEFINED 17 34600000 INTL PAPER CO COM 460146103 9 250 SH DEFINED 250 INTL PAPER CO COM 460146103 613 17151 SH OTHER 17151 INTL PAPER CO COM 460146103 16363 457950 SH DEFINED 01 415931 42019 INTL PAPER CO COM 460146103 12639 353743 SH OTHER 01 206107 147636 INTL PAPER CO COM 460146103 25962 726617 SH DEFINED 05 726617 INTL PAPER CO COM 460146103 8500 237900 SH CALL DEFINED 08 237900 INTL PAPER CO COM 460146103 13577 380000 SH PUT DEFINED 08 380000 INTL PAPER CO COM 460146103 368 10300 SH DEFINED 17 10300 INTERNATIONAL RECTIFIER CORP NOTE 4.250% 460254AE5 273 280000 PRN DEFINED 01 280000 INTERNATIONAL RECTIFIER CORP NOTE 4.250% 460254AE5 974 1000000 PRN DEFINED 08 1000000 INTERNATIONAL RECTIFIER CORP NOTE 4.250% 460254AE5 3802 3904000 PRN DEFINED 17 3904000 INTERNATIONAL RECTIFIER CORP COM 460254105 66 2476 SH DEFINED 01 2476 INTERNATIONAL RECTIFIER CORP COM 460254105 35 1300 SH OTHER 01 1000 300 INTERNATIONAL RECTIFIER CORP COM 460254105 3418 127430 SH DEFINED 05 127430 INTERNATIONAL RECTIFIER CORP COM 460254105 248 9244 SH DEFINED 08 9244 INTERNATIONAL RECTIFIER CORP COM 460254105 585 21800 SH DEFINED 17 21800 INTERNATIONAL RECTIFIER CORP COM 460254105 4321 161100 SH PUT DEFINED 17 161100 INTERNATIONAL SPEEDWAY CORP CL A 460335201 328 8292 SH DEFINED 01 8292 INTERNATIONAL SPEEDWAY CORP CL A 460335201 16 400 SH OTHER 01 200 200 INTERNATIONAL SPEEDWAY CORP CL A 460335201 4148 104985 SH DEFINED 05 104985 INTERNATIONAL SPEEDWAY CORP CL A 460335201 114 2880 SH DEFINED 08 2880 INTERNET CAP GROUP INC COM 46059C106 1000 SH DEFINED 01 1000 INTERNET CAP GROUP INC COM 46059C106 3 6200 SH OTHER 01 200 6000 INTERNET CAP GROUP INC COM 46059C106 17 36396 SH DEFINED 08 36396 INTERNET CAP GROUP INC COM 46059C106 139 289410 SH DEFINED 17 289410 INTERNET SEC SYS INC COM 46060X107 20 1395 SH DEFINED 01 1395 INTERNET SEC SYS INC COM 46060X107 10 730 SH OTHER 01 530 200 INTERNET SEC SYS INC COM 46060X107 1395 97822 SH DEFINED 05 97822 INTERNET SEC SYS INC COM 46060X107 84 5900 SH DEFINED 08 5900 INTERNET SEC SYS INC COM 46060X107 57 4023 SH DEFINED 17 4023 INTERSIL CORP CL A 46069S109 544 20448 SH DEFINED 01 20448 INTERSIL CORP CL A 46069S109 29 1100 SH OTHER 01 1100 INTERSIL CORP CL A 46069S109 7210 270967 SH DEFINED 05 270967 INTERSIL CORP CL A 46069S109 79 2953 SH DEFINED 08 2953 INTERSIL CORP CL A 46069S109 359 13500 SH DEFINED 17 13500 INTERPUBLIC GROUP COS INC COM 460690100 754 56347 SH OTHER 56347 INTERPUBLIC GROUP COS INC COM 460690100 843 62977 SH DEFINED 01 60677 2300 INTERPUBLIC GROUP COS INC COM 460690100 538 40216 SH OTHER 01 21441 18775 INTERPUBLIC GROUP COS INC COM 460690100 2576 192535 SH DEFINED 05 192535 INTERPUBLIC GROUP COS INC COM 460690100 78 5800 SH DEFINED 08 5800 INTERPUBLIC GROUP COS INC COM 460690100 595 44500 SH CALL DEFINED 08 44500 INTERPUBLIC GROUP COS INC COM 460690100 355 26500 SH PUT DEFINED 08 26500 INTERPUBLIC GROUP COS INC COM 460690100 391 29200 SH DEFINED 17 29200 INTERPUBLIC GROUP COS INC COM 460690100 41 3100 SH PUT DEFINED 17 3100 INTERSTATE BAKERIES CORP DEL COM 46072H108 62 4847 SH DEFINED 01 4847 INTERSTATE BAKERIES CORP DEL COM 46072H108 1163 91561 SH DEFINED 05 91561 INTERSTATE BAKERIES CORP DEL COM 46072H108 10 760 SH DEFINED 08 760 INTERWOVEN INC COM 46114T102 2200 1000018 SH DEFINED 01 1000018 INTERWOVEN INC COM 46114T102 2 940 SH OTHER 01 940 INTERWOVEN INC COM 46114T102 1 400 SH DEFINED 08 400 INTERVOICE INC NEW COM 461142101 145 30400 SH DEFINED 01 5300 25100 INTERVOICE INC NEW COM 461142101 194 40500 SH DEFINED 05 40500 INTUIT COM 461202103 736 16513 SH OTHER 16513 INTUIT COM 461202103 786 17623 SH DEFINED 01 16248 775 600 INTUIT COM 461202103 55 1235 SH OTHER 01 1235 INTUIT COM 461202103 10568 236961 SH DEFINED 05 236961 INTUIT COM 461202103 1182 26500 SH DEFINED 08 26500 INTUIT COM 461202103 3613 81000 SH PUT DEFINED 08 81000 INTUIT COM 461202103 227 5081 SH DEFINED 17 5081 INVACARE CORP COM 461203101 595 18020 SH DEFINED 01 9120 7900 1000 INVACARE CORP COM 461203101 35 1050 SH OTHER 01 1050 INVACARE CORP COM 461203101 4437 134450 SH DEFINED 05 134450 INVACARE CORP COM 461203101 17 500 SH DEFINED 08 500 INVACARE CORP COM 461203101 30 900 SH DEFINED 17 900 INVESTMENT GRADE MUN INCOME COM 461368102 73 4728 SH DEFINED 01 4728 INVESTMENT GRADE MUN INCOME COM 461368102 91 5870 SH OTHER 01 990 4880 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 158 8483 SH DEFINED 01 7708 775 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 6131 329604 SH DEFINED 05 329604 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 426 22880 SH DEFINED 08 22880 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 186 10000 SH CALL DEFINED 08 10000 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 426 22900 SH DEFINED 17 22900 INVITROGEN CORP NOTE 5.500% 46185RAB6 1153 1150000 PRN DEFINED 08 1150000 INVITROGEN CORP NOTE 5.500% 46185RAB6 1228 1225000 PRN DEFINED 17 1225000 INVITROGEN CORP NOTE 2.250% 46185RAD2 23652 25570000 PRN OTHER 17 25570000 INVITROGEN CORP COM 46185R100 1 24 SH DEFINED 01 24 INVITROGEN CORP COM 46185R100 38 1000 SH OTHER 01 1000 INVITROGEN CORP COM 46185R100 27 700 SH DEFINED 05 700 INVITROGEN CORP COM 46185R100 511 13300 SH CALL DEFINED 08 13300 INVITROGEN CORP COM 46185R100 125 3255 SH DEFINED 17 3255 INVITROGEN CORP COM 46185R100 1851 48200 SH PUT DEFINED 17 48200 INVISION TECHNOLOGIES INC COM 461851107 298 12100 SH DEFINED 01 2600 9500 INVISION TECHNOLOGIES INC COM 461851107 2010 81750 SH DEFINED 05 81750 INVISION TECHNOLOGIES INC COM 461851107 15 600 SH DEFINED 08 600 INVISION TECHNOLOGIES INC COM 461851107 369 15000 SH DEFINED 17 15000 INVESTORS FINL SERVICES CORP COM 461915100 115 3975 SH DEFINED 01 3975 INVESTORS FINL SERVICES CORP COM 461915100 1396 48075 SH OTHER 01 48075 INVESTORS FINL SERVICES CORP COM 461915100 3731 128512 SH DEFINED 05 128512 INVESTORS FINL SERVICES CORP COM 461915100 122 4200 SH DEFINED 08 4200 INVESTORS FINL SERVICES CORP COM 461915100 210 7250 SH DEFINED 17 7250 IONICS INC COM 462218108 49 2200 SH DEFINED 01 2200 IONICS INC COM 462218108 58 2575 SH OTHER 01 2575 IONICS INC COM 462218108 1526 68200 SH DEFINED 05 68200 IONICS INC COM 462218108 179 8000 SH DEFINED 08 8000 IRON MTN INC PA COM 462846106 232 6252 SH DEFINED 01 5652 600 IRON MTN INC PA COM 462846106 7170 193301 SH DEFINED 05 193301 IRON MTN INC PA COM 462846106 303 8156 SH DEFINED 17 8156 IRWIN FINL CORP COM 464119106 49 1900 SH DEFINED 01 1900 IRWIN FINL CORP COM 464119106 2888 111525 SH DEFINED 05 111525 ISHARES TR S&P 500 INDE 464287200 6813 69678 SH DEFINED 01 69678 ISHARES TR S&P 500 INDE 464287200 22868 233871 SH OTHER 01 69678 164193 ISHARES TR S&P 500 INDE 464287200 39 400 SH DEFINED 08 400 ISHARES TR MSCI EAFE ID 464287465 1913 17662 SH DEFINED 01 17662 ISHARES TR MSCI EAFE ID 464287465 1006 9292 SH OTHER 01 7692 1600 ISHARES TR MSCI EAFE ID 464287465 36 330 SH DEFINED 08 330 ISHARES TR S&P MIDCAP 4 464287507 2051 21364 SH DEFINED 01 21364 ISHARES TR GLMN SCHS SO 464287515 3029 97395 SH DEFINED 08 97395 ISHARES TR GLDM SCHS SE 464287523 3575 82000 SH DEFINED 08 82000 ISHARES TR GLDM SCHS NE 464287531 746 38500 SH DEFINED 08 38500 ISHARES TR GLDM SACHS T 464287549 3278 89800 SH DEFINED 08 89800 ISHARES TR NASDQ BIO IN 464287556 387 5775 SH DEFINED 01 5300 475 ISHARES TR NASDQ BIO IN 464287556 3165 47243 SH DEFINED 05 47243 ISHARES TR NASDQ BIO IN 464287556 82120 1225848 SH DEFINED 08 1225848 ISHARES TR RUSSELL1000V 464287598 220 4347 SH DEFINED 01 4347 ISHARES TR RUSSELL1000V 464287598 16 308 SH DEFINED 05 308 ISHARES TR RUSSELL1000V 464287598 13919 275234 SH DEFINED 08 275234 ISHARES TR RUSSELL 1000 464287622 1253 24053 SH DEFINED 01 24053 ISHARES TR RUSSELL 1000 464287622 200 3840 SH DEFINED 08 3840 ISHARES TR RUSL 2000 GR 464287648 83 1761 SH DEFINED 01 1761 ISHARES TR RUSL 2000 GR 464287648 2193 46419 SH DEFINED 05 46419 ISHARES TR RUSL 2000 GR 464287648 600 12700 SH DEFINED 08 12700 ISHARES TR RUSSELL 2000 464287655 1245 14004 SH DEFINED 01 13004 1000 ISHARES TR RUSSELL 2000 464287655 942 10600 SH OTHER 01 10600 ISHARES TR RUSSELL 2000 464287655 5941 66825 SH DEFINED 05 66825 ISHARES TR DJ US UTILS 464287697 5257 97000 SH DEFINED 08 97000 ISHARES TR DJ US UTILS 464287697 4042 74574 SH DEFINED 17 74574 ISHARES TR S&P MIDCP VA 464287705 44 500 SH DEFINED 01 500 ISHARES TR S&P MIDCP VA 464287705 18973 213540 SH DEFINED 08 213540 ISHARES TR DJ US TELECO 464287713 2276 110000 SH DEFINED 08 110000 ISHARES TR DJ US TECH S 464287721 20 510 SH DEFINED 01 510 ISHARES TR DJ US TECH S 464287721 22 570 SH OTHER 01 570 ISHARES TR DJ US TECH S 464287721 171 4435 SH DEFINED 08 4435 ISHARES TR DJ US HEALTH 464287762 15292 280640 SH DEFINED 08 280640 ISHARES TR S&P SMLCAP 6 464287804 2071 18883 SH DEFINED 01 18883 ISHARES TR S&P SMLCAP 6 464287804 833 7600 SH OTHER 01 5800 1800 ISHARES TR S&P SMLCP VA 464287879 1172 14375 SH DEFINED 08 14375 ISIS PHARMACEUTICALS INC COM 464330109 5 1000 SH DEFINED 01 1000 ISIS PHARMACEUTICALS INC COM 464330109 53 10000 SH CALL DEFINED 08 10000 ITRON INC COM 465741106 144 6700 SH DEFINED 01 1900 4800 ITRON INC COM 465741106 9 425 SH OTHER 01 425 ITRON INC COM 465741106 1877 87300 SH DEFINED 05 87300 ITRON INC COM 465741106 4 200 SH DEFINED 08 200 ITRON INC COM 465741106 52 2400 SH DEFINED 17 2400 IVAX CORP NOTE 5.500% 465823AD4 2449 2434000 PRN DEFINED 17 2434000 IVAX CORP NOTE 4.500% 465823AG7 194 200000 PRN DEFINED 01 200000 IVAX CORP COM 465823102 169 9447 SH DEFINED 01 9447 IVAX CORP COM 465823102 612 34282 SH OTHER 01 32332 1950 IVAX CORP COM 465823102 6878 385296 SH DEFINED 05 385296 IVAX CORP COM 465823102 844 47270 SH DEFINED 08 47270 IVAX CORP COM 465823102 255 14300 SH DEFINED 17 14300 IVAX CORP COM 465823102 607 34000 SH PUT DEFINED 17 34000 J & J SNACK FOODS CORP COM 466032109 204 6500 SH DEFINED 01 700 5800 J & J SNACK FOODS CORP COM 466032109 1340 42675 SH DEFINED 05 42675 J & J SNACK FOODS CORP COM 466032109 35 1100 SH DEFINED 17 1100 J ALEXANDER CORP COM 466096104 656 160000 SH DEFINED 08 160000 JDS UNIPHASE CORP COM 46612J101 505 144406 SH DEFINED 01 129806 14600 JDS UNIPHASE CORP COM 46612J101 476 136045 SH OTHER 01 113585 22460 JDS UNIPHASE CORP COM 46612J101 2292 655420 SH DEFINED 05 655420 JDS UNIPHASE CORP COM 46612J101 215 61450 SH DEFINED 08 61450 JDS UNIPHASE CORP COM 46612J101 430 122861 SH DEFINED 17 122861 JDA SOFTWARE GROUP INC COM 46612K108 167 15100 SH DEFINED 01 11400 3700 JDA SOFTWARE GROUP INC COM 46612K108 20 1800 SH OTHER 01 1800 JDA SOFTWARE GROUP INC COM 46612K108 1372 123750 SH DEFINED 05 123750 JDA SOFTWARE GROUP INC COM 46612K108 29 2572 SH DEFINED 17 2572 J JILL GROUP INC COM 466189107 294 17522 SH DEFINED 01 4722 12800 J JILL GROUP INC COM 466189107 1595 95150 SH DEFINED 05 95150 J JILL GROUP INC COM 466189107 2 100 SH DEFINED 08 100 J JILL GROUP INC COM 466189107 228 13600 SH DEFINED 17 13600 JLG INDS INC COM 466210101 1136 167075 SH DEFINED 05 167075 JMAR TECHNOLOGIES INC COM 466212107 10 8000 SH DEFINED 01 8000 JMAR TECHNOLOGIES INC COM 466212107 9 7000 SH OTHER 01 7000 J P MORGAN CHASE & CO COM 46625H100 14298 418310 SH OTHER 418310 J P MORGAN CHASE & CO COM 46625H100 36640 1071965 SH DEFINED 01 956524 115441 J P MORGAN CHASE & CO COM 46625H100 41425 1211958 SH OTHER 01 677811 534147 J P MORGAN CHASE & CO COM 46625H100 10288 301000 SH CALL DEFINED 01 301000 J P MORGAN CHASE & CO COM 46625H100 43651 1277083 SH DEFINED 05 1277083 J P MORGAN CHASE & CO COM 46625H100 23720 693966 SH DEFINED 08 693966 J P MORGAN CHASE & CO COM 46625H100 1880 55000 SH CALL DEFINED 08 55000 J P MORGAN CHASE & CO COM 46625H100 25543 747300 SH PUT DEFINED 08 747300 J P MORGAN CHASE & CO COM 46625H100 24 700 SH DEFINED 13 700 J P MORGAN CHASE & CO COM 46625H100 11486 336036 SH DEFINED 17 336036 JABIL CIRCUIT INC NOTE 1.750% 466313AA1 10338 10000000 PRN OTHER 10000000 JABIL CIRCUIT INC COM 466313103 876 39616 SH DEFINED 01 25516 14100 JABIL CIRCUIT INC COM 466313103 98 4430 SH OTHER 01 510 3920 JABIL CIRCUIT INC COM 466313103 3049 137960 SH DEFINED 05 137960 JABIL CIRCUIT INC COM 466313103 235 10638 SH DEFINED 08 10638 JABIL CIRCUIT INC COM 466313103 126 5700 SH DEFINED 17 5700 JACK IN THE BOX INC COM 466367109 279 12497 SH DEFINED 01 4097 8400 JACK IN THE BOX INC COM 466367109 3467 155475 SH DEFINED 05 155475 JACK IN THE BOX INC COM 466367109 1061 47600 SH DEFINED 08 47600 JACOBS ENGR GROUP INC DEL COM 469814107 1308 31022 SH DEFINED 01 31022 JACOBS ENGR GROUP INC DEL COM 469814107 78 1850 SH OTHER 01 450 1400 JACOBS ENGR GROUP INC DEL COM 469814107 12814 304012 SH DEFINED 05 304012 JACOBS ENGR GROUP INC DEL COM 469814107 145 3440 SH DEFINED 08 3440 JACOBS ENGR GROUP INC DEL COM 469814107 23842 565658 SH DEFINED 11 431932 133726 JACOBS ENGR GROUP INC DEL COM 469814107 283 6725 SH DEFINED 17 6725 JACUZZI BRANDS INC COM 469865109 1 165 SH DEFINED 08 165 JACUZZI BRANDS INC COM 469865109 129 24400 SH DEFINED 17 24400 JAKKS PAC INC COM 47012E106 286 21541 SH DEFINED 01 7341 14200 JAKKS PAC INC COM 47012E106 2 175 SH OTHER 01 175 JAKKS PAC INC COM 47012E106 1517 114350 SH DEFINED 05 114350 JAKKS PAC INC COM 47012E106 27 2000 SH DEFINED 08 2000 JAKKS PAC INC COM 47012E106 77 5800 SH PUT DEFINED 17 5800 JANUS CAP GROUP INC COM 47102X105 187 11419 SH DEFINED 01 11419 JANUS CAP GROUP INC COM 47102X105 1872 114160 SH DEFINED 05 114160 JANUS CAP GROUP INC COM 47102X105 257 15700 SH DEFINED 08 15700 JANUS CAP GROUP INC COM 47102X105 37 2256 SH DEFINED 17 2256 JEFFERIES GROUP INC NEW COM 472319102 1036 20800 SH DEFINED 01 4500 16300 JEFFERIES GROUP INC NEW COM 472319102 7 150 SH OTHER 01 150 JEFFERIES GROUP INC NEW COM 472319102 6778 136133 SH DEFINED 05 136133 JEFFERIES GROUP INC NEW COM 472319102 5307 106580 SH DEFINED 11 106580 JEFFERSON PILOT CORP COM 475070108 187104 4512873 SH DEFINED 01 4472038 40835 JEFFERSON PILOT CORP COM 475070108 26051 628333 SH OTHER 01 553812 74521 JEFFERSON PILOT CORP COM 475070108 2904 70035 SH DEFINED 05 70035 JEFFERSON PILOT CORP COM 475070108 462 11150 SH DEFINED 08 11150 JEFFERSON PILOT CORP COM 475070108 207 5000 SH CALL DEFINED 08 5000 JEFFERSON PILOT CORP COM 475070108 207 5000 SH PUT DEFINED 08 5000 JEFFERSON PILOT CORP COM 475070108 3379 81500 SH DEFINED 17 81500 JEFFERSON PILOT CORP COM 475070108 373 9000 SH CALL DEFINED 17 9000 JEFFERSON PILOT CORP COM 475070108 249 6000 SH PUT DEFINED 17 6000 JETBLUE AWYS CORP COM 477143101 1561 37175 SH DEFINED 01 36725 450 JETBLUE AWYS CORP COM 477143101 31 750 SH OTHER 01 750 JETBLUE AWYS CORP COM 477143101 312 7441 SH DEFINED 05 7441 JETBLUE AWYS CORP COM 477143101 3 80 SH DEFINED 08 80 JETBLUE AWYS CORP COM 477143101 68588 1633834 SH DEFINED 11 1515516 118318 JETBLUE AWYS CORP COM 477143101 378 9000 SH DEFINED 17 9000 JO-ANN STORES INC CL A 47758P109 701 27700 SH DEFINED 01 6100 20600 1000 JO-ANN STORES INC CL A 47758P109 2 75 SH OTHER 01 75 JO-ANN STORES INC CL A 47758P109 2801 110700 SH DEFINED 05 110700 JO-ANN STORES INC CL A 47758P109 3 100 SH DEFINED 08 100 JOHNSON & JOHNSON COM 478160104 12 225 SH DEFINED 225 JOHNSON & JOHNSON COM 478160104 1969 38091 SH OTHER 38091 JOHNSON & JOHNSON COM 478160104 401400 7764020 SH DEFINED 01 7379400 384620 JOHNSON & JOHNSON COM 478160104 212208 4104612 SH OTHER 01 2357684 1746928 JOHNSON & JOHNSON COM 478160104 2585 50000 SH CALL DEFINED 01 50000 JOHNSON & JOHNSON COM 478160104 103353 1999095 SH DEFINED 05 1999095 JOHNSON & JOHNSON COM 478160104 15106 292188 SH DEFINED 08 292188 JOHNSON & JOHNSON COM 478160104 15381 297500 SH CALL DEFINED 08 297500 JOHNSON & JOHNSON COM 478160104 6659 128800 SH PUT DEFINED 08 128800 JOHNSON & JOHNSON COM 478160104 41 785 SH DEFINED 13 195 590 JOHNSON & JOHNSON COM 478160104 2125 41100 SH DEFINED 17 41100 JOHNSON & JOHNSON COM 478160104 26367 510000 SH CALL DEFINED 17 510000 JOHNSON CTLS INC COM 478366107 26601 310764 SH DEFINED 01 307557 3207 JOHNSON CTLS INC COM 478366107 7533 88001 SH OTHER 01 51827 36174 JOHNSON CTLS INC COM 478366107 3697 43195 SH DEFINED 05 43195 JOHNSON CTLS INC COM 478366107 137 1600 SH DEFINED 08 1600 JOHNSON CTLS INC COM 478366107 161 1886 SH DEFINED 17 1886 JONES APPAREL GROUP INC COM 480074103 781 26698 SH DEFINED 01 8273 18425 JONES APPAREL GROUP INC COM 480074103 507 17325 SH OTHER 01 12825 4500 JONES APPAREL GROUP INC COM 480074103 2876 98285 SH DEFINED 05 98285 JONES APPAREL GROUP INC COM 480074103 44 1500 SH DEFINED 08 1500 JONES APPAREL GROUP INC COM 480074103 1024 35000 SH CALL DEFINED 08 35000 JONES APPAREL GROUP INC COM 480074103 439 15000 SH DEFINED 17 15000 JONES APPAREL GROUP INC / NOTE 480081AD0 988 1809000 PRN DEFINED 08 1809000 JOS A BANK CLOTHIERS INC COM 480838101 309 9200 SH DEFINED 17 9200 JOY GLOBAL INC COM 481165108 1211 81904 SH DEFINED 01 81904 JOY GLOBAL INC COM 481165108 46 3100 SH DEFINED 05 3100 JOY GLOBAL INC COM 481165108 177 12000 SH PUT DEFINED 08 12000 JUNIPER NETWORKS INC NOTE 4.750% 48203RAA2 9221 9771000 PRN DEFINED 08 9771000 JUNIPER NETWORKS INC NOTE 4.750% 48203RAA2 2720 2882000 PRN DEFINED 17 2882000 JUNIPER NETWORKS INC COM 48203R104 144 11569 SH DEFINED 01 11469 100 JUNIPER NETWORKS INC COM 48203R104 6 503 SH OTHER 01 503 JUNIPER NETWORKS INC COM 48203R104 49 3900 SH DEFINED 05 3900 JUNIPER NETWORKS INC COM 48203R104 67 5372 SH DEFINED 08 5372 JUNIPER NETWORKS INC COM 48203R104 567 45476 SH DEFINED 17 45476 JUNIPER NETWORKS INC COM 48203R104 632 50700 SH PUT DEFINED 17 50700 KLA-TENCOR CORP COM 482480100 324 6977 SH DEFINED 01 6977 KLA-TENCOR CORP COM 482480100 347 7460 SH OTHER 01 4540 2920 KLA-TENCOR CORP COM 482480100 4076 87735 SH DEFINED 05 87735 KLA-TENCOR CORP COM 482480100 23 500 SH DEFINED 17 500 KT CORP SPONSORED AD 48268K101 8970 455100 SH OTHER 455100 KT CORP SPONSORED AD 48268K101 9 439 SH DEFINED 01 439 KT CORP SPONSORED AD 48268K101 64 3230 SH OTHER 01 2140 1090 KT CORP SPONSORED AD 48268K101 6 322 SH DEFINED 17 322 K-SWISS INC CL A 482686102 245 7088 SH DEFINED 01 2288 4800 K-SWISS INC CL A 482686102 3 75 SH OTHER 01 75 K-SWISS INC CL A 482686102 2606 75525 SH DEFINED 05 75525 K-SWISS INC CL A 482686102 3 100 SH DEFINED 08 100 K-SWISS INC CL A 482686102 38 1100 SH DEFINED 17 1100 K2 INC COM 482732104 161 13105 SH DEFINED 01 4022 9083 K2 INC COM 482732104 3 242 SH OTHER 01 242 K2 INC COM 482732104 1442 117700 SH DEFINED 05 117700 K V PHARMACEUTICAL CO CL B CONV 482740107 5157 182241 SH DEFINED 01 182241 KAMAN CORP CL A 483548103 136 11900 SH DEFINED 01 11900 KAMAN CORP CL A 483548103 1215 106350 SH DEFINED 05 106350 KAMAN CORP CL A 483548103 38 3300 SH DEFINED 17 3300 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 61 1400 SH DEFINED 01 1400 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 343 7883 SH OTHER 01 500 7383 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 30 700 SH DEFINED 17 700 KANEB SERVICES LLC COM 484173109 379 13000 SH OTHER 01 10000 3000 KANEB SERVICES LLC COM 484173109 1029 35246 SH DEFINED 08 35246 KANSAS CITY LIFE INS CO COM 484836101 1041 24300 SH DEFINED 01 24300 KANSAS CITY LIFE INS CO COM 484836101 129 3000 SH OTHER 01 3000 KANSAS CITY LIFE INS CO COM 484836101 171 4000 SH DEFINED 08 4000 KANSAS CITY SOUTHERN COM NEW 485170302 271 22567 SH DEFINED 01 22567 KANSAS CITY SOUTHERN COM NEW 485170302 407 33798 SH OTHER 01 5137 28661 KANSAS CITY SOUTHERN COM NEW 485170302 2880 239425 SH DEFINED 05 239425 KAYDON CORP COM 486587108 62 3000 SH DEFINED 01 3000 KAYDON CORP COM 486587108 2438 117200 SH DEFINED 05 117200 KAYDON CORP COM 486587108 27 1300 SH DEFINED 17 1300 KB HOME COM 48666K109 91 1467 SH DEFINED 01 972 495 KB HOME COM 48666K109 62 1005 SH OTHER 01 335 670 KB HOME COM 48666K109 2355 38000 SH PUT DEFINED 01 38000 KB HOME COM 48666K109 1431 23095 SH DEFINED 05 23095 KB HOME COM 48666K109 1500 24200 SH DEFINED 08 24200 KB HOME COM 48666K109 2901 46800 SH CALL DEFINED 08 46800 KB HOME COM 48666K109 465 7500 SH PUT DEFINED 08 7500 KB HOME COM 48666K109 248 4000 SH DEFINED 17 4000 KB HOME COM 48666K109 620 10000 SH CALL DEFINED 17 10000 KEANE INC COM 486665102 5 403 SH DEFINED 01 203 200 KEANE INC COM 486665102 3 200 SH OTHER 01 200 KEANE INC COM 486665102 1792 131458 SH DEFINED 05 131458 KEITHLEY INSTRS INC COM 487584104 89 6150 SH DEFINED 01 1550 4600 KEITHLEY INSTRS INC COM 487584104 3 175 SH OTHER 01 175 KEITHLEY INSTRS INC COM 487584104 1035 71600 SH DEFINED 05 71600 KEITHLEY INSTRS INC COM 487584104 1 100 SH DEFINED 08 100 KELLOGG CO COM 487836108 1203 35012 SH OTHER 35012 KELLOGG CO COM 487836108 5768 167835 SH DEFINED 01 150546 17289 KELLOGG CO COM 487836108 7223 210149 SH OTHER 01 112841 97308 KELLOGG CO COM 487836108 6840 198998 SH DEFINED 05 198998 KELLOGG CO COM 487836108 103 3000 SH DEFINED 08 3000 KELLOGG CO COM 487836108 643 18700 SH DEFINED 17 18700 KELLWOOD CO COM 488044108 971 30700 SH DEFINED 01 6100 24600 KELLWOOD CO COM 488044108 94 2975 SH OTHER 01 2975 KELLWOOD CO COM 488044108 4472 141400 SH DEFINED 05 141400 KELLWOOD CO COM 488044108 38 1200 SH DEFINED 17 1200 KELLY SVCS INC CL A 488152208 94 3970 SH DEFINED 01 3970 KELLY SVCS INC CL A 488152208 6 260 SH OTHER 01 110 150 KELLY SVCS INC CL A 488152208 1667 70176 SH DEFINED 05 70176 KEMET CORP COM 488360108 65 6407 SH DEFINED 01 6407 KEMET CORP COM 488360108 51 5000 SH OTHER 01 5000 KEMET CORP COM 488360108 1736 171903 SH DEFINED 05 171903 KENNAMETAL INC COM 489170100 83 2450 SH DEFINED 01 2450 KENNAMETAL INC COM 489170100 5 150 SH OTHER 01 150 KENNAMETAL INC COM 489170100 7093 209602 SH DEFINED 05 209602 KENNAMETAL INC COM 489170100 27 800 SH DEFINED 17 800 KERR MCGEE CORP SDCV 5.250% 492386AP2 263 245000 PRN DEFINED 01 245000 KERR MCGEE CORP SDCV 5.250% 492386AP2 2612 2430000 PRN DEFINED 08 2430000 KERR MCGEE CORP COM 492386107 631 14090 SH OTHER 14090 KERR MCGEE CORP COM 492386107 949 21194 SH DEFINED 01 20594 600 KERR MCGEE CORP COM 492386107 1805 40280 SH OTHER 01 177 40103 KERR MCGEE CORP COM 492386107 3262 72819 SH DEFINED 05 72819 KERR MCGEE CORP COM 492386107 3257 72700 SH DEFINED 08 72700 KERR MCGEE CORP COM 492386107 161 3600 SH DEFINED 17 3600 KERR MCGEE CORP COM 492386107 4355 97200 SH OTHER 17 97200 KEY ENERGY SVCS INC COM 492914106 34 3133 SH DEFINED 01 3133 KEY ENERGY SVCS INC COM 492914106 96 9000 SH DEFINED 17 9000 KEYCORP NEW COM 493267108 3938 155837 SH DEFINED 01 127131 28706 KEYCORP NEW COM 493267108 2737 108313 SH OTHER 01 73782 34531 KEYCORP NEW COM 493267108 6517 257885 SH DEFINED 05 257885 KEYCORP NEW COM 493267108 2178 86200 SH DEFINED 08 86200 KEYCORP NEW COM 493267108 192 7580 SH DEFINED 17 7580 KEYCORP NEW COM 493267108 3791 150000 SH OTHER 17 150000 KEYSPAN CORP COM 49337W100 3098 87382 SH DEFINED 01 72982 14400 KEYSPAN CORP COM 49337W100 484 13653 SH OTHER 01 5718 7935 KEYSPAN CORP COM 49337W100 4600 129760 SH DEFINED 05 129760 KEYSPAN CORP COM 49337W100 3 88 SH DEFINED 08 88 KEYSPAN CORP COM 49337W100 57 1600 SH DEFINED 17 1600 KILROY RLTY CORP COM 49427F108 176 6400 SH DEFINED 01 1900 4500 KILROY RLTY CORP COM 49427F108 1 50 SH OTHER 01 50 KILROY RLTY CORP COM 49427F108 3109 113050 SH DEFINED 05 113050 KIMBERLY CLARK CORP COM 494368103 5799 111220 SH OTHER 111220 KIMBERLY CLARK CORP COM 494368103 47034 902070 SH DEFINED 01 827049 75021 KIMBERLY CLARK CORP COM 494368103 43015 824996 SH OTHER 01 476488 348508 KIMBERLY CLARK CORP COM 494368103 17258 330995 SH DEFINED 05 330995 KIMBERLY CLARK CORP COM 494368103 187 3595 SH DEFINED 08 3595 KIMBERLY CLARK CORP COM 494368103 179 3425 SH DEFINED 17 3425 KIMBERLY CLARK CORP COM 494368103 16341 313400 SH OTHER 17 313400 KIMCO REALTY CORP COM 49446R109 1400 36935 SH DEFINED 01 36935 KIMCO REALTY CORP COM 49446R109 31 825 SH OTHER 01 150 675 KIMCO REALTY CORP COM 49446R109 155 4100 SH DEFINED 17 4100 KINDER MORGAN INC KANS COM 49455P101 976 17868 SH DEFINED 01 15568 500 1800 KINDER MORGAN INC KANS COM 49455P101 216 3948 SH OTHER 01 3948 KINDER MORGAN INC KANS COM 49455P101 3220 58915 SH DEFINED 05 58915 KINDER MORGAN INC KANS COM 49455P101 2399 43900 SH DEFINED 08 43900 KINDER MORGAN INC KANS COM 49455P101 60 1100 SH DEFINED 17 1100 KINDER MORGAN ENERGY PARTNER UT LTD PARTN 494550106 2043 51688 SH DEFINED 01 50298 1390 KINDER MORGAN ENERGY PARTNER UT LTD PARTN 494550106 2713 68645 SH OTHER 01 13940 54705 KINDER MORGAN ENERGY PARTNER UT LTD PARTN 494550106 40 1000 SH DEFINED 08 1000 KING PHARMACEUTICALS INC DBCV 2.750% 495582AG3 4 4000 PRN DEFINED 08 4000 KING PHARMACEUTICALS INC DBCV 2.750% 495582AG3 362 400000 PRN DEFINED 17 400000 KING PHARMACEUTICALS INC COM 495582108 752 50936 SH DEFINED 01 41541 1695 7700 KING PHARMACEUTICALS INC COM 495582108 325 21991 SH OTHER 01 21991 KING PHARMACEUTICALS INC COM 495582108 3074 208243 SH DEFINED 05 208243 KING PHARMACEUTICALS INC COM 495582108 438 29652 SH DEFINED 08 29652 KING PHARMACEUTICALS INC COM 495582108 1196 81000 SH DEFINED 17 81000 KINGSWAY FINL SVCS INC COM 496904103 243 20000 SH DEFINED 17 20000 KIRBY CORP COM 497266106 13035 462231 SH DEFINED 01 450531 11700 KIRBY CORP COM 497266106 3 100 SH OTHER 01 100 KIRBY CORP COM 497266106 3219 114150 SH DEFINED 05 114150 KMART HLDG CORPORATION COM 498780105 1080 40000 SH DEFINED 08 40000 KMART HLDG CORPORATION COM 498780105 232 8600 SH DEFINED 17 8600 KNIGHT RIDDER INC COM 499040103 1747 25340 SH DEFINED 01 22140 3200 KNIGHT RIDDER INC COM 499040103 889 12900 SH OTHER 01 10200 2700 KNIGHT RIDDER INC COM 499040103 4001 58040 SH DEFINED 05 58040 KNIGHT RIDDER INC COM 499040103 55 800 SH DEFINED 08 800 KNIGHT RIDDER INC COM 499040103 90 1300 SH DEFINED 17 1300 KNIGHT TRADING GROUP INC COM 499063105 12 SH DEFINED 01 12 KNIGHT TRADING GROUP INC COM 499063105 6 900 SH OTHER 01 900 KNIGHT TRADING GROUP INC COM 499063105 33 5200 SH DEFINED 08 5200 KNIGHT TRADING GROUP INC COM 499063105 131 20805 SH DEFINED 17 20805 KNIGHT TRANSN INC COM 499064103 263 10601 SH DEFINED 01 7201 3400 KNIGHT TRANSN INC COM 499064103 9085 366047 SH DEFINED 05 366047 KNIGHT TRANSN INC COM 499064103 7 300 SH DEFINED 08 300 KOGER EQUITY INC COM 500228101 126 7306 SH DEFINED 01 7306 KOGER EQUITY INC COM 500228101 78 4520 SH OTHER 01 4020 500 KOHLS CORP COM 500255104 2112 41108 SH DEFINED 01 38013 3095 KOHLS CORP COM 500255104 843 16407 SH OTHER 01 11342 5065 KOHLS CORP COM 500255104 11383 221554 SH DEFINED 05 221554 KOHLS CORP COM 500255104 1914 37250 SH DEFINED 08 37250 KOHLS CORP COM 500255104 12331 240000 SH CALL DEFINED 08 240000 KOHLS CORP COM 500255104 7892 153600 SH PUT DEFINED 08 153600 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 7 857 SH DEFINED 01 857 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 125 14885 SH OTHER 01 4107 7490 3288 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 10 SH DEFINED 05 10 KONINKLIJKE PHILIPS ELECTRS NY REG SH NE 500472303 599 31347 SH DEFINED 01 29528 1819 KONINKLIJKE PHILIPS ELECTRS NY REG SH NE 500472303 562 29405 SH OTHER 01 28402 1003 KONINKLIJKE PHILIPS ELECTRS NY REG SH NE 500472303 10 SH DEFINED 05 10 KONINKLIJKE PHILIPS ELECTRS NY REG SH NE 500472303 38 1980 SH DEFINED 08 1980 KOOKMIN BK NEW SPONSORED AD 50049M109 1587 52455 SH DEFINED 01 52455 KOOKMIN BK NEW SPONSORED AD 50049M109 8 280 SH OTHER 01 280 KOPIN CORP COM 500600101 59 9650 SH DEFINED 01 3350 6300 KOPIN CORP COM 500600101 1 100 SH OTHER 01 100 KOPIN CORP COM 500600101 1711 278625 SH DEFINED 05 278625 KOPIN CORP COM 500600101 49 7965 SH DEFINED 08 7965 KOPIN CORP COM 500600101 277 45100 SH DEFINED 17 45100 KOREA ELECTRIC PWR SPONSORED AD 500631106 3611 405300 SH OTHER 405300 KOREA ELECTRIC PWR SPONSORED AD 500631106 88 9930 SH OTHER 01 1635 5957 2338 KOREA FD COM 500634100 190 12661 SH DEFINED 01 12661 KORN FERRY INTL COM NEW 500643200 4 450 SH DEFINED 01 450 KORN FERRY INTL COM NEW 500643200 2 200 SH OTHER 01 200 KORN FERRY INTL COM NEW 500643200 599 73941 SH DEFINED 05 73941 KRAFT FOODS INC CL A 50075N104 6975 214301 SH DEFINED 01 206985 7316 KRAFT FOODS INC CL A 50075N104 1203 36964 SH OTHER 01 29465 1990 5509 KRAFT FOODS INC CL A 50075N104 85 2610 SH DEFINED 05 2610 KRAFT FOODS INC CL A 50075N104 833 25600 SH DEFINED 08 25600 KRAFT FOODS INC CL A 50075N104 977 30000 SH PUT DEFINED 08 30000 KRISPY KREME DOUGHNUTS INC COM 501014104 602 14607 SH DEFINED 01 13107 1500 KRISPY KREME DOUGHNUTS INC COM 501014104 221 5375 SH OTHER 01 3700 1675 KRISPY KREME DOUGHNUTS INC COM 501014104 4721 114655 SH DEFINED 05 114655 KRISPY KREME DOUGHNUTS INC COM 501014104 147 3580 SH DEFINED 08 3580 KROGER CO COM 501044101 16151 968267 SH OTHER 968267 KROGER CO COM 501044101 5562 333479 SH DEFINED 01 255379 78100 KROGER CO COM 501044101 1126 67477 SH OTHER 01 46193 21284 KROGER CO COM 501044101 9472 567846 SH DEFINED 05 567846 KROGER CO COM 501044101 1620 97100 SH DEFINED 08 97100 KROGER CO COM 501044101 286 17157 SH DEFINED 17 17157 KROGER CO COM 501044101 834 50000 SH PUT DEFINED 17 50000 KROLL INC COM 501049100 446 16527 SH DEFINED 01 3427 13100 KROLL INC COM 501049100 3 125 SH OTHER 01 125 KROLL INC COM 501049100 4806 178050 SH DEFINED 05 178050 KROLL INC COM 501049100 40 1500 SH DEFINED 08 1500 KROLL INC COM 501049100 289 10700 SH DEFINED 17 10700 KRONOS INC COM 501052104 337 6637 SH DEFINED 01 1337 5300 KRONOS INC COM 501052104 5 100 SH OTHER 01 100 KRONOS INC COM 501052104 4326 85075 SH DEFINED 05 85075 KRONOS INC COM 501052104 117 2300 SH DEFINED 08 2300 KULICKE & SOFFA INDS INC COM 501242101 8 1300 SH OTHER 01 1300 KULICKE & SOFFA INDS INC COM 501242101 1235 193200 SH DEFINED 05 193200 KULICKE & SOFFA INDS INC COM 501242101 3 500 SH DEFINED 08 500 LSI LOGIC CORP NOTE 4.000% 502161AE2 5627 5713000 PRN DEFINED 08 5713000 LSI LOGIC CORP NOTE 4.000% 502161AG7 4973 5347000 PRN DEFINED 08 5347000 LSI LOGIC CORP COM 502161102 253 35802 SH DEFINED 01 29802 6000 LSI LOGIC CORP COM 502161102 176 24791 SH OTHER 01 24016 775 LSI LOGIC CORP COM 502161102 1222 172540 SH DEFINED 05 172540 LSI LOGIC CORP COM 502161102 1050 148263 SH DEFINED 08 148263 LSI LOGIC CORP COM 502161102 2620 370100 SH PUT DEFINED 08 370100 LSI LOGIC CORP COM 502161102 479 67700 SH DEFINED 17 67700 LTX CORP COM 502392103 202 23376 SH DEFINED 01 21800 1576 LTX CORP COM 502392103 5 590 SH OTHER 01 590 LTX CORP COM 502392103 6938 803036 SH DEFINED 05 803036 L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 502424AB0 128 110000 PRN DEFINED 01 110000 L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 502424AB0 136 117000 PRN DEFINED 08 117000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 149 3423 SH DEFINED 01 423 3000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 287 6600 SH OTHER 01 5250 1350 L-3 COMMUNICATIONS HLDGS INC COM 502424104 8216 188918 SH DEFINED 05 188918 L-3 COMMUNICATIONS HLDGS INC COM 502424104 370 8512 SH DEFINED 08 8512 L-3 COMMUNICATIONS HLDGS INC COM 502424104 12651 290900 SH CALL DEFINED 08 290900 L-3 COMMUNICATIONS HLDGS INC COM 502424104 166 3810 SH DEFINED 17 3810 LA Z BOY INC COM 505336107 1426 63712 SH DEFINED 01 48694 15018 LA Z BOY INC COM 505336107 184 8207 SH OTHER 01 8207 LA Z BOY INC COM 505336107 5762 257477 SH DEFINED 05 257477 LA Z BOY INC COM 505336107 7 300 SH DEFINED 08 300 LABONE INC NEW COM 50540L105 767 35579 SH DEFINED 01 35579 LABONE INC NEW COM 50540L105 60 2775 SH OTHER 01 2775 LABONE INC NEW COM 50540L105 39 1800 SH DEFINED 17 1800 LABORATORY CORP AMER HLDGS NOTE 50540RAC6 281 400000 PRN DEFINED 08 400000 LABORATORY CORP AMER HLDGS NOTE 50540RAC6 1932 2750000 PRN DEFINED 17 2750000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 30 983 SH DEFINED 01 41 942 LABORATORY CORP AMER HLDGS COM NEW 50540R409 145 4800 SH OTHER 01 1107 1000 2693 LABORATORY CORP AMER HLDGS COM NEW 50540R409 24 800 SH DEFINED 05 800 LABORATORY CORP AMER HLDGS COM NEW 50540R409 6496 215445 SH DEFINED 08 215445 LABORATORY CORP AMER HLDGS COM NEW 50540R409 14882 493600 SH CALL DEFINED 08 493600 LABORATORY CORP AMER HLDGS COM NEW 50540R409 11834 392500 SH PUT DEFINED 08 392500 LABORATORY CORP AMER HLDGS COM NEW 50540R409 440 14600 SH DEFINED 17 14600 LABOR READY INC COM NEW 505401208 184 25600 SH DEFINED 01 4200 21400 LABOR READY INC COM NEW 505401208 1 200 SH OTHER 01 200 LABOR READY INC COM NEW 505401208 1399 195125 SH DEFINED 05 195125 LABOR READY INC COM NEW 505401208 2 300 SH DEFINED 08 300 LABRANCHE & CO INC COM 505447102 163 7897 SH DEFINED 01 7897 LABRANCHE & CO INC COM 505447102 4 200 SH OTHER 01 200 LABRANCHE & CO INC COM 505447102 2487 120216 SH DEFINED 05 120216 LABRANCHE & CO INC COM 505447102 194 9400 SH DEFINED 08 9400 LABRANCHE & CO INC COM 505447102 290 14000 SH DEFINED 17 14000 LACLEDE GROUP INC COM 505597104 1464 54635 SH DEFINED 01 51635 3000 LACLEDE GROUP INC COM 505597104 1392 51950 SH OTHER 01 9029 42921 LACLEDE GROUP INC COM 505597104 1981 73900 SH DEFINED 05 73900 LACLEDE GROUP INC COM 505597104 38 1400 SH DEFINED 17 1400 LAM RESEARCH CORP COM 512807108 204 11199 SH DEFINED 01 11199 LAM RESEARCH CORP COM 512807108 18 1000 SH OTHER 01 1000 LAM RESEARCH CORP COM 512807108 4592 252154 SH DEFINED 05 252154 LAM RESEARCH CORP COM 512807108 172 9464 SH DEFINED 08 9464 LAM RESEARCH CORP COM 512807108 49 2700 SH DEFINED 17 2700 LAMAR ADVERTISING CO NOTE 5.250% 512815AF8 5299 5145000 PRN DEFINED 08 5145000 LAMAR ADVERTISING CO CL A 512815101 81 2274 SH DEFINED 01 2274 LAMAR ADVERTISING CO CL A 512815101 7047 198500 SH DEFINED 05 198500 LAMAR ADVERTISING CO CL A 512815101 524 14750 SH DEFINED 08 14750 LAMAR ADVERTISING CO CL A 512815101 398 11200 SH DEFINED 17 11200 LANCASTER COLONY CORP COM 513847103 210 5430 SH DEFINED 01 5430 LANCASTER COLONY CORP COM 513847103 2732 70619 SH DEFINED 05 70619 LANCASTER COLONY CORP COM 513847103 85 2200 SH DEFINED 08 2200 LANCE INC COM 514606102 902 98828 SH DEFINED 01 98828 LANCE INC COM 514606102 335 36710 SH OTHER 01 33860 2850 LANCE INC COM 514606102 1044 114300 SH DEFINED 05 114300 LANDAMERICA FINL GROUP INC COM 514936103 950 19990 SH DEFINED 01 19990 LANDAMERICA FINL GROUP INC COM 514936103 458 9643 SH OTHER 01 137 9506 LANDAMERICA FINL GROUP INC COM 514936103 4128 86900 SH DEFINED 05 86900 LANDRYS RESTAURANTS INC COM 51508L103 415 17600 SH DEFINED 01 5400 12200 LANDRYS RESTAURANTS INC COM 51508L103 2 75 SH OTHER 01 75 LANDRYS RESTAURANTS INC COM 51508L103 2966 125675 SH DEFINED 05 125675 LANDSTAR SYS INC COM 515098101 225 3600 SH DEFINED 01 500 3100 LANDSTAR SYS INC COM 515098101 5 75 SH OTHER 01 75 LANDSTAR SYS INC COM 515098101 4234 67675 SH DEFINED 05 67675 LANDSTAR SYS INC COM 515098101 6 100 SH DEFINED 08 100 LANDSTAR SYS INC COM 515098101 290 4640 SH DEFINED 17 4640 LATTICE SEMICONDUCTOR CORP NOTE 4.750% 518415AC8 560 550000 PRN DEFINED 08 550000 LATTICE SEMICONDUCTOR CORP COM 518415104 128 15380 SH DEFINED 01 15380 LATTICE SEMICONDUCTOR CORP COM 518415104 11 1325 SH OTHER 01 1325 LATTICE SEMICONDUCTOR CORP COM 518415104 1837 221612 SH DEFINED 05 221612 LATTICE SEMICONDUCTOR CORP COM 518415104 114 13700 SH DEFINED 08 13700 LAUDER ESTEE COS INC CL A 518439104 2633 78521 SH DEFINED 01 69576 8945 LAUDER ESTEE COS INC CL A 518439104 1239 36965 SH OTHER 01 30885 6080 LAUDER ESTEE COS INC CL A 518439104 6337 189003 SH DEFINED 05 189003 LAUDER ESTEE COS INC CL A 518439104 7 200 SH DEFINED 08 200 LAUDER ESTEE COS INC CL A 518439104 17 500 SH DEFINED 13 500 LAWSON PRODS INC COM 520776105 71 2600 SH DEFINED 01 400 2200 LAWSON PRODS INC COM 520776105 1 25 SH OTHER 01 25 LAWSON PRODS INC COM 520776105 1109 40475 SH DEFINED 05 40475 LAWSON SOFTWARE INC COM 520780107 123 15840 SH DEFINED 01 14265 1575 LAWSON SOFTWARE INC COM 520780107 3746 483925 SH DEFINED 05 483925 LAWSON SOFTWARE INC COM 520780107 553 71500 SH DEFINED 17 71500 LAYNE CHRISTENSEN CO COM 521050104 1204 149183 SH DEFINED 01 149183 LEAPFROG ENTERPRISES INC CL A 52186N106 318 10000 SH CALL DEFINED 01 10000 LEAPFROG ENTERPRISES INC CL A 52186N106 80 2500 SH PUT DEFINED 01 2500 LEAPFROG ENTERPRISES INC CL A 52186N106 64 2000 SH DEFINED 08 2000 LEAPFROG ENTERPRISES INC CL A 52186N106 2042 64200 SH CALL DEFINED 08 64200 LEAPFROG ENTERPRISES INC CL A 52186N106 2042 64200 SH PUT DEFINED 08 64200 LEAR CORP NOTE 521865AG0 2098 4500000 PRN DEFINED 17 4500000 LEAR CORP COM 521865105 1316 28600 SH OTHER 28600 LEAR CORP COM 521865105 44347 963638 SH DEFINED 01 954301 9337 LEAR CORP COM 521865105 4360 94731 SH OTHER 01 39833 54898 LEAR CORP COM 521865105 11726 254800 SH DEFINED 05 254800 LEAR CORP COM 521865105 101 2200 SH DEFINED 08 2200 LEAR CORP COM 521865105 8 180 SH DEFINED 13 50 130 LEAR CORP COM 521865105 201 4360 SH DEFINED 17 4360 LEE ENTERPRISES INC COM 523768109 84 2230 SH DEFINED 01 1730 500 LEE ENTERPRISES INC COM 523768109 25 675 SH OTHER 01 500 175 LEE ENTERPRISES INC COM 523768109 3333 88820 SH DEFINED 05 88820 LEGATO SYS INC COM 524651106 250 29640 SH DEFINED 01 29640 LEGATO SYS INC COM 524651106 1929 229108 SH DEFINED 05 229108 LEGATO SYS INC COM 524651106 1154 137000 SH DEFINED 08 137000 LEGATO SYS INC COM 524651106 319 37880 SH DEFINED 17 37880 LEGGETT & PLATT INC COM 524660107 3150 153665 SH DEFINED 01 88788 64877 LEGGETT & PLATT INC COM 524660107 6659 324825 SH OTHER 01 318725 6100 LEGGETT & PLATT INC COM 524660107 2859 139440 SH DEFINED 05 139440 LEGGETT & PLATT INC COM 524660107 41 2000 SH DEFINED 08 2000 LEGGETT & PLATT INC COM 524660107 229 11156 SH DEFINED 17 11156 LEGG MASON INC NOTE 524901AG0 7152 12800000 PRN DEFINED 17 12800000 LEGG MASON INC COM 524901105 336 5167 SH DEFINED 01 5167 LEGG MASON INC COM 524901105 85 1316 SH OTHER 01 866 450 LEGG MASON INC COM 524901105 15392 236986 SH DEFINED 05 236986 LEGG MASON INC COM 524901105 6966 107250 SH DEFINED 08 107250 LEGG MASON INC COM 524901105 3248 50000 SH CALL DEFINED 08 50000 LEGG MASON INC COM 524901105 32 500 SH DEFINED 17 500 LEHMAN BROS HLDGS INC FRNT 524908EC0 8045 8000000 PRN OTHER 17 8000000 LEHMAN BROS HLDGS INC COM 524908100 615 9253 SH OTHER 9253 LEHMAN BROS HLDGS INC COM 524908100 6892 103669 SH DEFINED 01 87014 16655 LEHMAN BROS HLDGS INC COM 524908100 4157 62536 SH OTHER 01 42528 20008 LEHMAN BROS HLDGS INC COM 524908100 266 4000 SH CALL DEFINED 01 4000 LEHMAN BROS HLDGS INC COM 524908100 26796 403073 SH DEFINED 05 403073 LEHMAN BROS HLDGS INC COM 524908100 1735 26100 SH DEFINED 08 26100 LEHMAN BROS HLDGS INC COM 524908100 13522 203400 SH CALL DEFINED 08 203400 LEHMAN BROS HLDGS INC COM 524908100 3224 48500 SH PUT DEFINED 08 48500 LEHMAN BROS HLDGS INC COM 524908100 339246 5102975 SH DEFINED 11 4519276 583699 LEHMAN BROS HLDGS INC COM 524908100 738 11104 SH DEFINED 17 11104 LEHMAN BROS HLDGS INC COM 524908100 9407 141500 SH CALL DEFINED 17 141500 LEHMAN BROS HLDGS INC COM 524908100 3956 59500 SH PUT DEFINED 17 59500 LENDINGTREE INC COM 52602Q105 4 147 SH DEFINED 01 147 LENDINGTREE INC COM 52602Q105 1245 51343 SH DEFINED 17 51343 LENNAR CORP NOTE 526057AF1 5873 10125000 PRN DEFINED 17 10125000 LENNAR CORP CL A 526057104 2019 28238 SH DEFINED 01 28238 LENNAR CORP CL A 526057104 60 839 SH OTHER 01 14 825 LENNAR CORP CL A 526057104 14999 209772 SH DEFINED 05 209772 LENNAR CORP CL A 526057104 508 7100 SH DEFINED 08 7100 LENNAR CORP CL A 526057104 379722 5310792 SH DEFINED 11 4656332 654460 LENNAR CORP CL A 526057104 393 5500 SH DEFINED 17 5500 LENNAR CORP CL A 526057104 122 1700 SH OTHER 17 1700 LENNAR CORP CL B 526057302 1 SH DEFINED 01 1 LENNAR CORP CL B 526057302 22793 331777 SH DEFINED 11 281105 50672 LENNAR CORP CL B 526057302 12 170 SH OTHER 17 170 LENNOX INTL INC COM 526107107 208 16200 SH DEFINED 01 3500 12700 LENNOX INTL INC COM 526107107 3150 244775 SH DEFINED 05 244775 LEUCADIA NATL CORP COM 527288104 238 6410 SH DEFINED 01 6410 LEUCADIA NATL CORP COM 527288104 9 255 SH OTHER 01 80 175 LEUCADIA NATL CORP COM 527288104 4361 117478 SH DEFINED 05 117478 LEVEL 3 COMMUNICATIONS INC COM 52729N100 8067 1211265 SH DEFINED 01 817015 394250 LEVEL 3 COMMUNICATIONS INC COM 52729N100 587 88116 SH OTHER 01 87366 750 LEVEL 3 COMMUNICATIONS INC COM 52729N100 21 3200 SH DEFINED 05 3200 LEVEL 3 COMMUNICATIONS INC COM 52729N100 19 2850 SH DEFINED 08 2850 LEVEL 3 COMMUNICATIONS INC COM 52729N100 212 31806 SH DEFINED 17 31806 LEXAR MEDIA INC COM 52886P104 367 38806 SH DEFINED 17 38806 LEXMARK INTL NEW CL A 529771107 3668 51832 SH DEFINED 01 35742 890 15200 LEXMARK INTL NEW CL A 529771107 321 4530 SH OTHER 01 4530 LEXMARK INTL NEW CL A 529771107 13364 188843 SH DEFINED 05 188843 LEXMARK INTL NEW CL A 529771107 67 950 SH DEFINED 08 950 LEXMARK INTL NEW CL A 529771107 6808 96200 SH PUT DEFINED 08 96200 LEXMARK INTL NEW CL A 529771107 673 9504 SH DEFINED 17 9504 LIBBEY INC COM 529898108 70 3100 SH DEFINED 01 700 2400 LIBBEY INC COM 529898108 1254 55225 SH DEFINED 05 55225 LIBBEY INC COM 529898108 2 100 SH DEFINED 08 100 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 62 7513 SH DEFINED 01 7513 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 51 6159 SH OTHER 01 6159 LIBERTY CORP S C COM 530370105 610 14356 SH DEFINED 01 14356 LIBERTY CORP S C COM 530370105 384 9030 SH OTHER 01 9030 LIBERTY CORP S C COM 530370105 30 700 SH DEFINED 17 700 LIBERTY MEDIA CORP DEB 4.000% 530715AG6 74896 115893000 PRN DEFINED 08 115893000 LIBERTY MEDIA CORP DEB 3.500% 530715AN1 3446 4580000 PRN DEFINED 08 4580000 LIBERTY MEDIA CORP DEB 3.250% 530715AR2 216 208000 PRN DEFINED 01 208000 LIBERTY MEDIA CORP NEW COM SER A 530718105 17399 1505128 SH DEFINED 01 930472 564712 9944 LIBERTY MEDIA CORP NEW COM SER A 530718105 16101 1392833 SH OTHER 01 1392833 LIBERTY MEDIA CORP NEW COM SER A 530718105 1474 127500 SH PUT DEFINED 01 127500 LIBERTY MEDIA CORP NEW COM SER A 530718105 202 17445 SH DEFINED 05 17445 LIBERTY MEDIA CORP NEW COM SER A 530718105 13627 1178845 SH DEFINED 08 1178845 LIBERTY MEDIA CORP NEW COM SER A 530718105 1127 97500 SH CALL DEFINED 08 97500 LIBERTY MEDIA CORP NEW COM SER A 530718105 2289 198000 SH PUT DEFINED 08 198000 LIBERTY MEDIA CORP NEW COM SER A 530718105 1374 118900 SH DEFINED 17 118900 LIBERTY MEDIA CORP NEW COM SER A 530718105 17340 1500000 SH OTHER 17 1500000 LIBERTY MEDIA CORP NEW COM SER A 530718105 116 10000 SH CALL DEFINED 17 10000 LIBERTY PPTY TR SH BEN INT 531172104 1055 30500 SH DEFINED 01 30500 LIBERTY PPTY TR SH BEN INT 531172104 90 2603 SH OTHER 01 286 2317 LIBERTY PPTY TR SH BEN INT 531172104 5343 154435 SH DEFINED 05 154435 LIFEPOINT HOSPITALS INC COM 53219L109 201 9535 SH DEFINED 01 7697 1838 LIFEPOINT HOSPITALS INC COM 53219L109 19 880 SH OTHER 01 880 LIFEPOINT HOSPITALS INC COM 53219L109 1647 78012 SH DEFINED 05 78012 LIFEPOINT HOSPITALS INC COM 53219L109 84 3960 SH DEFINED 08 3960 LIFEPOINT HOSPITALS INC COM 53219L109 2375 112500 SH CALL DEFINED 08 112500 LIFEPOINT HOSPITALS INC COM 53219L109 386 18300 SH DEFINED 17 18300 LILLY ELI & CO COM 532457108 10 150 SH DEFINED 150 LILLY ELI & CO COM 532457108 689 9985 SH OTHER 9985 LILLY ELI & CO COM 532457108 165912 2405562 SH DEFINED 01 2292200 113362 LILLY ELI & CO COM 532457108 76029 1102346 SH OTHER 01 636254 466092 LILLY ELI & CO COM 532457108 44257 641686 SH DEFINED 05 641686 LILLY ELI & CO COM 532457108 7600 110189 SH DEFINED 08 110189 LILLY ELI & CO COM 532457108 3449 50000 SH CALL DEFINED 08 50000 LILLY ELI & CO COM 532457108 2000 29000 SH PUT DEFINED 08 29000 LILLY ELI & CO COM 532457108 540518 7837002 SH DEFINED 11 6959936 877066 LILLY ELI & CO COM 532457108 51 735 SH DEFINED 13 455 280 LILLY ELI & CO COM 532457108 1 SH DEFINED 17 1 LIMITED BRANDS INC COM 532716107 2648 170809 SH DEFINED 01 121531 378 48900 LIMITED BRANDS INC COM 532716107 105 6757 SH OTHER 01 6757 LIMITED BRANDS INC COM 532716107 36663 2365339 SH DEFINED 05 2365339 LIMITED BRANDS INC COM 532716107 627 40450 SH DEFINED 08 40450 LIMITED BRANDS INC COM 532716107 1550 100000 SH CALL DEFINED 08 100000 LIMITED BRANDS INC COM 532716107 1142 73675 SH DEFINED 17 73675 LIMITED BRANDS INC COM 532716107 3855 248700 SH OTHER 17 248700 LIN TV CORP CL A 532774106 11214 476190 SH DEFINED 476190 LIN TV CORP CL A 532774106 4 188 SH DEFINED 01 188 LIN TV CORP CL A 532774106 2 100 SH DEFINED 05 100 LINCARE HLDGS INC COM 532791100 797 25217 SH DEFINED 01 21932 3285 LINCARE HLDGS INC COM 532791100 63 2000 SH OTHER 01 1625 375 LINCARE HLDGS INC COM 532791100 12818 405512 SH DEFINED 05 405512 LINCARE HLDGS INC COM 532791100 1159 36663 SH DEFINED 08 36663 LINCARE HLDGS INC COM 532791100 131 4150 SH DEFINED 17 4150 LINCOLN ELEC HLDGS INC COM 533900106 586 28720 SH OTHER 01 28720 LINCOLN ELEC HLDGS INC COM 533900106 1 43 SH DEFINED 08 43 LINCOLN NATL CORP IND COM 534187109 7394 207513 SH DEFINED 01 200383 7130 LINCOLN NATL CORP IND COM 534187109 6993 196270 SH OTHER 01 155399 40871 LINCOLN NATL CORP IND COM 534187109 3111 87325 SH DEFINED 05 87325 LINCOLN NATL CORP IND COM 534187109 520 14585 SH DEFINED 08 14585 LINCOLN NATL CORP IND COM 534187109 278 7800 SH DEFINED 17 7800 LINDSAY MFG CO COM 535555106 176 7600 SH DEFINED 01 7600 LINDSAY MFG CO COM 535555106 1 25 SH OTHER 01 25 LINDSAY MFG CO COM 535555106 1060 45650 SH DEFINED 05 45650 LINDSAY MFG CO COM 535555106 2 100 SH DEFINED 08 100 LINEAR TECHNOLOGY CORP COM 535678106 3832 118332 SH DEFINED 01 101932 16400 LINEAR TECHNOLOGY CORP COM 535678106 2510 77504 SH OTHER 01 37304 40200 LINEAR TECHNOLOGY CORP COM 535678106 11457 353839 SH DEFINED 05 353839 LINEAR TECHNOLOGY CORP COM 535678106 1089 33622 SH DEFINED 17 33622 LINENS N THINGS INC COM 535679104 411 17428 SH DEFINED 01 4728 12700 LINENS N THINGS INC COM 535679104 5 200 SH OTHER 01 200 LINENS N THINGS INC COM 535679104 4527 191725 SH DEFINED 05 191725 LINENS N THINGS INC COM 535679104 1809 76626 SH DEFINED 08 76626 LINENS N THINGS INC COM 535679104 17 700 SH DEFINED 17 700 LIZ CLAIBORNE INC COM 539320101 4421 125415 SH DEFINED 01 98715 26700 LIZ CLAIBORNE INC COM 539320101 561 15908 SH OTHER 01 5328 10580 LIZ CLAIBORNE INC COM 539320101 5397 153105 SH DEFINED 05 153105 LIZ CLAIBORNE INC COM 539320101 35 1000 SH DEFINED 08 1000 LIZ CLAIBORNE INC COM 539320101 258 7325 SH DEFINED 17 7325 LOCKHEED MARTIN CORP COM 539830109 114944 2416320 SH DEFINED 01 2391306 25014 LOCKHEED MARTIN CORP COM 539830109 28618 601601 SH OTHER 01 296495 305106 LOCKHEED MARTIN CORP COM 539830109 18490 388683 SH DEFINED 05 388683 LOCKHEED MARTIN CORP COM 539830109 4568 96034 SH DEFINED 08 96034 LOCKHEED MARTIN CORP COM 539830109 2379 50000 SH CALL DEFINED 08 50000 LOCKHEED MARTIN CORP COM 539830109 18 375 SH DEFINED 13 75 300 LOCKHEED MARTIN CORP COM 539830109 205 4315 SH DEFINED 17 4315 LOCKHEED MARTIN CORP COM 539830109 19028 400000 SH OTHER 17 400000 LOEWS CORP NOTE 3.125% 540424AL2 332 350000 PRN DEFINED 01 350000 LOEWS CORP NOTE 3.125% 540424AL2 996 1050000 PRN DEFINED 08 1050000 LOEWS CORP COM 540424108 10820 228800 SH OTHER 228800 LOEWS CORP COM 540424108 1562 33026 SH DEFINED 01 32326 700 LOEWS CORP COM 540424108 511 10800 SH OTHER 01 1900 8900 LOEWS CORP COM 540424108 5509 116485 SH DEFINED 05 116485 LOEWS CORP COM 540424108 393 8300 SH DEFINED 08 8300 LOEWS CORP CAROLNA GP S 540424207 50 1849 SH DEFINED 01 1849 LOEWS CORP CAROLNA GP S 540424207 14 500 SH OTHER 01 500 LOEWS CORP CAROLNA GP S 540424207 46 1700 SH DEFINED 05 1700 LOEWS CORP CAROLNA GP S 540424207 292 10800 SH DEFINED 17 10800 LOEWS CORP CAROLNA GP S 540424207 54 2000 SH PUT DEFINED 17 2000 LONE STAR STEAKHOUSE SALOON COM 542307103 488 22100 SH DEFINED 01 4900 17200 LONE STAR STEAKHOUSE SALOON COM 542307103 40 1800 SH OTHER 01 1800 LONE STAR STEAKHOUSE SALOON COM 542307103 2366 107050 SH DEFINED 05 107050 LONE STAR STEAKHOUSE SALOON COM 542307103 4 200 SH DEFINED 08 200 LONE STAR STEAKHOUSE SALOON COM 542307103 35 1600 SH DEFINED 17 1600 LONE STAR TECHNOLOGIES INC COM 542312103 339 16000 SH DEFINED 01 14500 1500 LONE STAR TECHNOLOGIES INC COM 542312103 2360 111425 SH DEFINED 05 111425 LONE STAR TECHNOLOGIES INC COM 542312103 123 5798 SH DEFINED 08 5798 LONE STAR TECHNOLOGIES INC COM 542312103 165 7800 SH DEFINED 17 7800 LONGS DRUG STORES CORP COM 543162101 15 921 SH DEFINED 01 921 LONGS DRUG STORES CORP COM 543162101 53 3200 SH OTHER 01 300 2900 LONGS DRUG STORES CORP COM 543162101 1220 73515 SH DEFINED 05 73515 LONGS DRUG STORES CORP COM 543162101 1301 78400 SH DEFINED 08 78400 LONGS DRUG STORES CORP COM 543162101 139 8400 SH DEFINED 17 8400 LONGVIEW FIBRE CO COM 543213102 101 12300 SH DEFINED 01 12300 LONGVIEW FIBRE CO COM 543213102 574 70055 SH OTHER 01 41710 28345 LONGVIEW FIBRE CO COM 543213102 825 100609 SH DEFINED 05 100609 LOUISIANA PAC CORP COM 546347105 131 12100 SH DEFINED 01 12100 LOUISIANA PAC CORP COM 546347105 166 15316 SH OTHER 01 5489 9827 LOUISIANA PAC CORP COM 546347105 587 54120 SH DEFINED 05 54120 LOUISIANA PAC CORP COM 546347105 26 2400 SH DEFINED 08 2400 LOUISIANA PAC CORP COM 546347105 11 1000 SH DEFINED 17 1000 LOWES COS INC NOTE 548661CF2 3 4000 PRN DEFINED 01 4000 LOWES COS INC NOTE 548661CF2 447 600000 PRN DEFINED 17 600000 LOWES COS INC NOTE 0.861% 548661CG0 2425 2500000 PRN DEFINED 17 2500000 LOWES COS INC COM 548661107 51357 1195743 SH DEFINED 01 1130480 65263 LOWES COS INC COM 548661107 15986 372200 SH OTHER 01 155289 216911 LOWES COS INC COM 548661107 23603 549555 SH DEFINED 05 549555 LOWES COS INC COM 548661107 3529 82174 SH DEFINED 08 82174 LOWES COS INC COM 548661107 16600 386500 SH CALL DEFINED 08 386500 LOWES COS INC COM 548661107 5154 120000 SH PUT DEFINED 08 120000 LOWES COS INC COM 548661107 513528 11956415 SH DEFINED 11 10496758 1459657 LOWES COS INC COM 548661107 1654 38500 SH DEFINED 17 38500 LOWES COS INC COM 548661107 3350 78000 SH OTHER 17 78000 LUBRIZOL CORP COM 549271104 749 24172 SH DEFINED 01 21657 2515 LUBRIZOL CORP COM 549271104 259 8350 SH OTHER 01 2775 5575 LUBRIZOL CORP COM 549271104 3146 101518 SH DEFINED 05 101518 LUCENT TECHNOLOGIES INC DBCV 2.750% 549463AG2 725 800000 PRN DEFINED 17 800000 LUCENT TECHNOLOGIES INC DBCV 2.750% 549463AH0 20841 22500000 PRN DEFINED 08 22500000 LUCENT TECHNOLOGIES INC COM 549463107 11269 5551270 SH OTHER 5551270 LUCENT TECHNOLOGIES INC COM 549463107 1879 925760 SH DEFINED 01 810497 115263 LUCENT TECHNOLOGIES INC COM 549463107 1039 511629 SH OTHER 01 249772 261857 LUCENT TECHNOLOGIES INC COM 549463107 3828 1885620 SH DEFINED 05 1885620 LUCENT TECHNOLOGIES INC COM 549463107 588 289855 SH DEFINED 08 289855 LUCENT TECHNOLOGIES INC COM 549463107 372 183200 SH DEFINED 17 183200 LUFKIN INDS INC COM 549764108 330 13500 SH DEFINED 01 13500 LUFKIN INDS INC COM 549764108 660 27000 SH OTHER 01 15000 12000 LUFKIN INDS INC COM 549764108 34 1400 SH DEFINED 17 1400 LYDALL INC DEL COM 550819106 2 200 SH DEFINED 01 200 LYDALL INC DEL COM 550819106 670 62650 SH DEFINED 05 62650 LYONDELL CHEMICAL CO COM 552078107 805 59528 SH DEFINED 01 59528 LYONDELL CHEMICAL CO COM 552078107 149 11025 SH OTHER 01 10600 425 LYONDELL CHEMICAL CO COM 552078107 4306 318259 SH DEFINED 05 318259 M & T BK CORP COM 55261F104 1031 12237 SH DEFINED 01 11987 250 M & T BK CORP COM 55261F104 991 11770 SH OTHER 01 7820 3950 M & T BK CORP COM 55261F104 19876 235999 SH DEFINED 05 235999 M & T BK CORP COM 55261F104 119 1415 SH DEFINED 08 1415 M & T BK CORP COM 55261F104 260 3084 SH DEFINED 17 3084 MAF BANCORP INC COM 55261R108 282 7612 SH DEFINED 01 3216 4396 MAF BANCORP INC COM 55261R108 19 504 SH OTHER 01 504 MAF BANCORP INC COM 55261R108 3675 99150 SH DEFINED 05 99150 MBIA INC COM 55262C100 8373 171761 SH DEFINED 01 170511 1250 MBIA INC COM 55262C100 3647 74814 SH OTHER 01 18650 56164 MBIA INC COM 55262C100 4243 87045 SH DEFINED 05 87045 MBIA INC COM 55262C100 324 6650 SH DEFINED 08 6650 MBIA INC COM 55262C100 5850 120000 SH CALL DEFINED 08 120000 MBIA INC COM 55262C100 293 6000 SH PUT DEFINED 08 6000 MBIA INC COM 55262C100 360 7386 SH DEFINED 17 7386 MBNA CORP COM 55262L100 1245 59747 SH OTHER 59747 MBNA CORP COM 55262L100 98615 4731995 SH DEFINED 01 4542264 189731 MBNA CORP COM 55262L100 19664 943582 SH OTHER 01 556759 386823 MBNA CORP COM 55262L100 17403 835090 SH DEFINED 05 835090 MBNA CORP COM 55262L100 2868 137600 SH DEFINED 08 137600 MBNA CORP COM 55262L100 21 1000 SH CALL DEFINED 08 1000 MBNA CORP COM 55262L100 1127 54100 SH PUT DEFINED 08 54100 MBNA CORP COM 55262L100 31 1475 SH DEFINED 13 725 750 MBNA CORP COM 55262L100 4751 227990 SH DEFINED 17 227990 MB FINANCIAL INC NEW COM 55264U108 839 20900 SH DEFINED 01 20900 M D C HLDGS INC COM 552676108 99 2041 SH DEFINED 01 2041 M D C HLDGS INC COM 552676108 72 1500 SH OTHER 01 1039 125 336 M D C HLDGS INC COM 552676108 5351 110830 SH DEFINED 05 110830 M D C HLDGS INC COM 552676108 124271 2573961 SH DEFINED 11 2099392 474569 M D C HLDGS INC COM 552676108 29 600 SH DEFINED 17 600 MDU RES GROUP INC COM 552690109 257 7666 SH DEFINED 01 7666 MDU RES GROUP INC COM 552690109 596 17799 SH OTHER 01 7650 10149 MDU RES GROUP INC COM 552690109 4915 146765 SH DEFINED 05 146765 MDU RES GROUP INC COM 552690109 50 1500 SH DEFINED 17 1500 MEMC ELECTR MATLS INC COM 552715104 12 1225 SH DEFINED 01 1225 MEMC ELECTR MATLS INC COM 552715104 10 1000 SH OTHER 01 1000 MEMC ELECTR MATLS INC COM 552715104 1222 124700 SH DEFINED 17 124700 MFS CHARTER INCOME TR SH BEN INT 552727109 18 1997 SH DEFINED 01 1997 MFS CHARTER INCOME TR SH BEN INT 552727109 126 14289 SH OTHER 01 14289 MFS INTER INCOME TR SH BEN INT 55273C107 311 42488 SH DEFINED 01 42488 MFS INTER INCOME TR SH BEN INT 55273C107 286 39081 SH OTHER 01 39081 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 93 14654 SH DEFINED 01 14654 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 390 61577 SH OTHER 01 50154 11423 MFS MUN INCOME TR SH BEN INT 552738106 44 5700 SH DEFINED 01 5700 MFS MUN INCOME TR SH BEN INT 552738106 249 32200 SH OTHER 01 5500 26700 MGIC INVT CORP WIS COM 552848103 3752 80443 SH DEFINED 01 74843 5600 MGIC INVT CORP WIS COM 552848103 1332 28554 SH OTHER 01 8860 19694 MGIC INVT CORP WIS COM 552848103 3251 69700 SH DEFINED 05 69700 MGIC INVT CORP WIS COM 552848103 191 4100 SH DEFINED 08 4100 MGIC INVT CORP WIS COM 552848103 10 225 SH OTHER 13 225 MGIC INVT CORP WIS COM 552848103 25 542 SH DEFINED 17 542 MGI PHARMA INC COM 552880106 59 2300 SH DEFINED 01 500 1800 MGI PHARMA INC COM 552880106 2603 101750 SH DEFINED 05 101750 MGI PHARMA INC COM 552880106 310 12100 SH DEFINED 08 12100 MGI PHARMA INC COM 552880106 310 12100 SH DEFINED 17 12100 MGM MIRAGE COM 552953101 116 3394 SH DEFINED 01 2694 700 MGM MIRAGE COM 552953101 31 900 SH OTHER 01 900 MGM MIRAGE COM 552953101 21 600 SH DEFINED 05 600 MGM MIRAGE COM 552953101 2259 66100 SH DEFINED 08 66100 MGM MIRAGE COM 552953101 1709 50000 SH CALL DEFINED 08 50000 MGM MIRAGE COM 552953101 13672 400000 SH PUT DEFINED 08 400000 MGM MIRAGE COM 552953101 379 11100 SH DEFINED 17 11100 MIM CORP COM 553044108 2628 403000 SH OTHER 17 403000 MKS INSTRUMENT INC COM 55306N104 181 9939 SH DEFINED 01 9189 750 MKS INSTRUMENT INC COM 55306N104 7786 427118 SH DEFINED 05 427118 MKS INSTRUMENT INC COM 55306N104 2 126 SH DEFINED 08 126 MPS GROUP INC COM 553409103 25 3564 SH DEFINED 01 3564 MPS GROUP INC COM 553409103 2 350 SH OTHER 01 350 MPS GROUP INC COM 553409103 1376 199952 SH DEFINED 05 199952 MRO SOFTWARE INC COM 55347W105 89 10300 SH DEFINED 01 2100 8200 MRO SOFTWARE INC COM 55347W105 1 150 SH OTHER 01 150 MRO SOFTWARE INC COM 55347W105 925 107475 SH DEFINED 05 107475 MRO SOFTWARE INC COM 55347W105 2 250 SH DEFINED 08 250 MRO SOFTWARE INC COM 55347W105 34 4000 SH DEFINED 17 4000 MSC SOFTWARE CORP COM 553531104 91 13500 SH DEFINED 17 13500 MTS SYS CORP COM 553777103 239 16200 SH OTHER 01 16200 MTS SYS CORP COM 553777103 37 2500 SH DEFINED 17 2500 MTI TECHNOLOGY CORP COM 553903105 30 30000 SH DEFINED 01 30000 MACDERMID INC COM 554273102 305 11610 SH DEFINED 01 2310 9300 MACDERMID INC COM 554273102 3 125 SH OTHER 01 125 MACDERMID INC COM 554273102 3704 140825 SH DEFINED 05 140825 MACDERMID INC COM 554273102 5 200 SH DEFINED 08 200 MACERICH CO COM 554382101 67 1900 SH DEFINED 01 1900 MACERICH CO COM 554382101 703 20000 SH CALL DEFINED 08 20000 MACERICH CO COM 554382101 105 3000 SH DEFINED 17 3000 MACK CALI RLTY CORP COM 554489104 42 1146 SH DEFINED 01 900 246 MACK CALI RLTY CORP COM 554489104 195 5350 SH OTHER 01 5350 MACK CALI RLTY CORP COM 554489104 4134 113625 SH DEFINED 05 113625 MACROVISION CORP COM 555904101 82 4111 SH DEFINED 01 631 3480 MACROVISION CORP COM 555904101 43 2175 SH OTHER 01 1855 200 120 MACROVISION CORP COM 555904101 1906 95642 SH DEFINED 05 95642 MACROVISION CORP COM 555904101 14 700 SH DEFINED 08 700 MACROVISION CORP COM 555904101 24 1200 SH DEFINED 17 1200 MACROMEDIA INC COM 556100105 170 8101 SH DEFINED 01 7851 250 MACROMEDIA INC COM 556100105 84 3975 SH OTHER 01 3750 225 MACROMEDIA INC COM 556100105 2558 121752 SH DEFINED 05 121752 MACROMEDIA INC COM 556100105 378 18000 SH DEFINED 08 18000 MACROMEDIA INC COM 556100105 1120 53301 SH DEFINED 17 53301 MAGMA DESIGN AUTOMATION COM 559181102 893 52050 SH DEFINED 17 52050 MAGNA ENTMT CORP CL A 559211107 5544 1100000 SH DEFINED 01 1100000 MAGNETEK INC COM 559424106 20 8012 SH DEFINED 01 8012 MAGNETEK INC COM 559424106 232 91425 SH DEFINED 05 91425 MAGNUM HUNTER RES INC COM PAR $0.0 55972F203 104 13000 SH DEFINED 17 13000 MAIN STR BKS INC NEW COM 56034R102 299 11970 SH DEFINED 01 11970 MANAGED MUNS PORTFOLIO INC COM 561662107 11 1058 SH DEFINED 01 1058 MANAGED MUNS PORTFOLIO INC COM 561662107 143 13178 SH OTHER 01 13178 MANDALAY RESORT GROUP COM 562567107 440 13828 SH OTHER 13828 MANDALAY RESORT GROUP COM 562567107 284 8932 SH DEFINED 01 8932 MANDALAY RESORT GROUP COM 562567107 35 1100 SH OTHER 01 300 800 MANDALAY RESORT GROUP COM 562567107 3767 118260 SH DEFINED 05 118260 MANDALAY RESORT GROUP COM 562567107 398 12500 SH DEFINED 08 12500 MANHATTAN ASSOCS INC COM 562750109 649 24987 SH DEFINED 01 13152 11835 MANHATTAN ASSOCS INC COM 562750109 13 490 SH OTHER 01 490 MANHATTAN ASSOCS INC COM 562750109 11902 457946 SH DEFINED 05 457946 MANHATTAN ASSOCS INC COM 562750109 5 200 SH DEFINED 08 200 MANHATTAN ASSOCS INC COM 562750109 274 10553 SH DEFINED 17 10553 MANITOWOC INC COM 563571108 15 675 SH OTHER 01 675 MANITOWOC INC COM 563571108 2287 102550 SH DEFINED 05 102550 MANITOWOC INC COM 563571108 4 200 SH DEFINED 08 200 MANOR CARE INC NEW COM 564055101 150 6017 SH DEFINED 01 6017 MANOR CARE INC NEW COM 564055101 21 825 SH OTHER 01 500 325 MANOR CARE INC NEW COM 564055101 1367 54670 SH DEFINED 05 54670 MANOR CARE INC NEW COM 564055101 7103 284000 SH CALL DEFINED 08 284000 MANPOWER INC DBCV 56418HAC4 374 600000 PRN DEFINED 17 600000 MANPOWER INC COM 56418H100 275 7421 SH DEFINED 01 7421 MANPOWER INC COM 56418H100 6 175 SH OTHER 01 175 MANPOWER INC COM 56418H100 11556 311557 SH DEFINED 05 311557 MANPOWER INC COM 56418H100 231 6225 SH DEFINED 08 6225 MANPOWER INC COM 56418H100 245 6600 SH DEFINED 17 6600 MANUFACTURERS SVCS LTD COM 565005105 78 16041 SH DEFINED 16041 MANUFACTURERS SVCS LTD COM 565005105 49 10000 SH DEFINED 08 10000 MANULIFE FINL CORP COM 56501R106 7139 253056 SH DEFINED 01 232767 20289 MANULIFE FINL CORP COM 56501R106 925 32773 SH OTHER 01 14441 18332 MAPINFO CORP COM 565105103 21 3000 SH DEFINED 01 330 2670 MAPINFO CORP COM 565105103 2 330 SH OTHER 01 330 MAPINFO CORP COM 565105103 478 67075 SH DEFINED 05 67075 MARATHON OIL CORP COM 565849106 6484 246061 SH OTHER 246061 MARATHON OIL CORP COM 565849106 732 27782 SH DEFINED 01 27782 MARATHON OIL CORP COM 565849106 1009 38289 SH OTHER 01 16000 22289 MARATHON OIL CORP COM 565849106 4005 152006 SH DEFINED 05 152006 MARATHON OIL CORP COM 565849106 308 11700 SH DEFINED 17 11700 MARCUS CORP COM 566330106 39 2600 SH DEFINED 01 2600 MARCUS CORP COM 566330106 8 550 SH OTHER 01 450 100 MARCUS CORP COM 566330106 1748 116925 SH DEFINED 05 116925 MARCUS CORP COM 566330106 37 2500 SH DEFINED 17 2500 MARKEL CORP COM 570535104 365 1424 SH DEFINED 01 1424 MARKEL CORP COM 570535104 51 200 SH OTHER 01 200 MARSH & MCLENNAN COS INC COM 571748102 73223 1433784 SH DEFINED 01 1284030 149754 MARSH & MCLENNAN COS INC COM 571748102 50654 991850 SH OTHER 01 547105 444745 MARSH & MCLENNAN COS INC COM 571748102 3064 60000 SH CALL DEFINED 01 60000 MARSH & MCLENNAN COS INC COM 571748102 13260 259645 SH DEFINED 05 259645 MARSH & MCLENNAN COS INC COM 571748102 1255 24581 SH DEFINED 08 24581 MARSH & MCLENNAN COS INC COM 571748102 6614 129500 SH CALL DEFINED 08 129500 MARSH & MCLENNAN COS INC COM 571748102 2554 50000 SH PUT DEFINED 08 50000 MARSH & MCLENNAN COS INC COM 571748102 20 400 SH DEFINED 13 400 MARSH & MCLENNAN COS INC COM 571748102 77 1500 SH DEFINED 17 1500 MARSH & MCLENNAN COS INC COM 571748102 255 5000 SH PUT DEFINED 17 5000 MARSHALL & ILSLEY CORP COM 571834100 1284 41986 SH DEFINED 01 34593 6393 1000 MARSHALL & ILSLEY CORP COM 571834100 4455 145694 SH OTHER 01 145694 MARSHALL & ILSLEY CORP COM 571834100 3403 111285 SH DEFINED 05 111285 MARSHALL & ILSLEY CORP COM 571834100 841 27500 SH DEFINED 08 27500 MARRIOTT INTL INC NEW CL A 571903202 5404 140668 SH DEFINED 01 139668 1000 MARRIOTT INTL INC NEW CL A 571903202 1155 30053 SH OTHER 01 25078 4975 MARRIOTT INTL INC NEW CL A 571903202 4321 112455 SH DEFINED 05 112455 MARRIOTT INTL INC NEW CL A 571903202 92 2400 SH DEFINED 08 2400 MARRIOTT INTL INC NEW CL A 571903202 73 1900 SH DEFINED 17 1900 MARTEK BIOSCIENCES CORP COM 572901106 552 12855 SH DEFINED 01 11630 1225 MARTEK BIOSCIENCES CORP COM 572901106 17032 396749 SH DEFINED 05 396749 MARTEK BIOSCIENCES CORP COM 572901106 21 500 SH DEFINED 08 500 MARTEK BIOSCIENCES CORP COM 572901106 1 SH DEFINED 17 1 MARTHA STEWART LIVING OMNIME CL A 573083102 11 1150 SH DEFINED 01 1150 MARTHA STEWART LIVING OMNIME CL A 573083102 5 500 SH OTHER 01 500 MARTHA STEWART LIVING OMNIME CL A 573083102 425 45300 SH DEFINED 08 45300 MARTIN MARIETTA MATLS INC COM 573284106 75 2234 SH DEFINED 01 1984 250 MARTIN MARIETTA MATLS INC COM 573284106 153 4545 SH OTHER 01 1081 3464 MARTIN MARIETTA MATLS INC COM 573284106 3238 96355 SH DEFINED 05 96355 MARTIN MARIETTA MATLS INC COM 573284106 47 1400 SH DEFINED 17 1400 MARVEL ENTERPRISES INC COM 57383M108 4 210 SH DEFINED 01 210 MARVEL ENTERPRISES INC COM 57383M108 287 15000 SH PUT DEFINED 01 15000 MARVEL ENTERPRISES INC COM 57383M108 172 9000 SH DEFINED 17 9000 MASCO CORP NOTE 574599AW6 18900 45000000 PRN DEFINED 17 45000000 MASCO CORP COM 574599106 14437 605345 SH DEFINED 01 554085 51260 MASCO CORP COM 574599106 8753 366985 SH OTHER 01 295255 71730 MASCO CORP COM 574599106 5556 232935 SH DEFINED 05 232935 MASCO CORP COM 574599106 326 13650 SH DEFINED 08 13650 MASCO CORP COM 574599106 1193 50000 SH CALL DEFINED 08 50000 MASCO CORP COM 574599106 4365 183000 SH PUT DEFINED 08 183000 MASCO CORP COM 574599106 3601 151000 SH OTHER 17 151000 MASSEY ENERGY CORP COM 576206106 245 18650 SH DEFINED 01 12124 6526 MASSEY ENERGY CORP COM 576206106 70 5306 SH OTHER 01 5306 MASSEY ENERGY CORP COM 576206106 4028 306325 SH DEFINED 05 306325 MASSEY ENERGY CORP COM 576206106 348 26500 SH DEFINED 08 26500 MASSEY ENERGY CORP COM 576206106 658 50000 SH CALL DEFINED 08 50000 MASSEY ENERGY CORP COM 576206106 191 14500 SH DEFINED 17 14500 MASSMUTUAL CORPORATE INVS IN COM 576292106 382 17700 SH DEFINED 01 17700 MASSMUTUAL CORPORATE INVS IN COM 576292106 13 600 SH OTHER 01 600 MASTEC INC COM 576323109 45 7800 SH DEFINED 01 7800 MASTEC INC COM 576323109 36 6300 SH DEFINED 05 6300 MATERIAL SCIENCES CORP COM 576674105 81 8400 SH DEFINED 01 1300 7100 MATERIAL SCIENCES CORP COM 576674105 636 65600 SH DEFINED 05 65600 MATRIXONE INC COM 57685P304 1624 278071 SH DEFINED 278071 MATRIXONE INC COM 57685P304 1 100 SH DEFINED 08 100 MATSUSHITA ELEC INDL ADR 576879209 120 11930 SH OTHER 01 4640 4853 2437 MATSUSHITA ELEC INDL ADR 576879209 15 SH DEFINED 05 15 MATTEL INC COM 577081102 4230 223570 SH DEFINED 01 177060 46510 MATTEL INC COM 577081102 1188 62775 SH OTHER 01 44309 18466 MATTEL INC COM 577081102 7840 414388 SH DEFINED 05 414388 MATTEL INC COM 577081102 115 6100 SH DEFINED 08 6100 MATTEL INC COM 577081102 2838 150000 SH CALL DEFINED 08 150000 MATTEL INC COM 577081102 368 19432 SH DEFINED 17 19432 MAXIM INTEGRATED PRODS INC COM 57772K101 3529 103489 SH DEFINED 01 65789 37700 MAXIM INTEGRATED PRODS INC COM 57772K101 766 22456 SH OTHER 01 13858 8598 MAXIM INTEGRATED PRODS INC COM 57772K101 13423 393637 SH DEFINED 05 393637 MAXIM INTEGRATED PRODS INC COM 57772K101 155 4536 SH DEFINED 08 4536 MAXIM INTEGRATED PRODS INC COM 57772K101 121 3563 SH DEFINED 17 3563 MAXTOR CORP COM NEW 577729205 42 5595 SH DEFINED 01 4820 775 MAXTOR CORP COM NEW 577729205 32 4253 SH OTHER 01 3753 500 MAXTOR CORP COM NEW 577729205 291 38800 SH DEFINED 05 38800 MAXTOR CORP COM NEW 577729205 9 1200 SH DEFINED 08 1200 MAY DEPT STORES CO COM 577778103 8050 361626 SH OTHER 361626 MAY DEPT STORES CO COM 577778103 10529 472986 SH DEFINED 01 401879 71107 MAY DEPT STORES CO COM 577778103 25310 1137027 SH OTHER 01 362815 774212 MAY DEPT STORES CO COM 577778103 3576 160630 SH DEFINED 05 160630 MAY DEPT STORES CO COM 577778103 686 30800 SH DEFINED 08 30800 MAY DEPT STORES CO COM 577778103 66 2956 SH DEFINED 17 2956 MAVERICK TUBE CORP COM 577914104 396 20700 SH DEFINED 01 5500 15200 MAVERICK TUBE CORP COM 577914104 22 1150 SH OTHER 01 1150 MAVERICK TUBE CORP COM 577914104 3630 189550 SH DEFINED 05 189550 MAVERICK TUBE CORP COM 577914104 46 2400 SH DEFINED 17 2400 MAXIMUS INC COM 577933104 373 13500 SH DEFINED 01 2600 10900 MAXIMUS INC COM 577933104 2 75 SH OTHER 01 75 MAXIMUS INC COM 577933104 2711 98125 SH DEFINED 05 98125 MAXIMUS INC COM 577933104 6 200 SH DEFINED 08 200 MAYTAG CORP COM 578592107 896 36705 SH DEFINED 01 33063 3642 MAYTAG CORP COM 578592107 290 11872 SH OTHER 01 8022 3850 MAYTAG CORP COM 578592107 927 37955 SH DEFINED 05 37955 MAYTAG CORP COM 578592107 539 22065 SH DEFINED 08 22065 MAYTAG CORP COM 578592107 10 414 SH DEFINED 17 414 MCCORMICK & CO INC COM NON VTG 579780206 2334 85819 SH DEFINED 01 73019 12800 MCCORMICK & CO INC COM NON VTG 579780206 1643 60416 SH OTHER 01 39286 21130 MCCORMICK & CO INC COM NON VTG 579780206 8956 329247 SH DEFINED 05 329247 MCCORMICK & CO INC COM NON VTG 579780206 332 12210 SH DEFINED 08 12210 MCDATA CORP CL A 580031201 10802 737311 SH DEFINED 01 735948 1363 MCDATA CORP CL A 580031201 63 4321 SH OTHER 01 2945 1376 MCDATA CORP CL A 580031201 3304 225563 SH DEFINED 05 225563 MCDATA CORP CL A 580031201 542 37026 SH DEFINED 08 37026 MCDATA CORP CL A 580031201 2 103 SH OTHER 13 103 MCDATA CORP CL A 580031201 135 9200 SH DEFINED 17 9200 MCDERMOTT INTL INC COM 580037109 83 13152 SH DEFINED 01 13152 MCDERMOTT INTL INC COM 580037109 40 SH OTHER 01 30 10 MCDERMOTT INTL INC COM 580037109 196 31030 SH DEFINED 05 31030 MCDERMOTT INTL INC COM 580037109 3 400 SH DEFINED 08 400 MCDERMOTT INTL INC COM 580037109 63 10000 SH CALL DEFINED 08 10000 MCDERMOTT INTL INC COM 580037109 3 400 SH DEFINED 17 400 MCDONALDS CORP COM 580135101 16546 750049 SH OTHER 750049 MCDONALDS CORP COM 580135101 49912 2262560 SH DEFINED 01 2109078 153482 MCDONALDS CORP COM 580135101 34526 1565098 SH OTHER 01 747672 817426 MCDONALDS CORP COM 580135101 32682 1481495 SH DEFINED 05 1481495 MCDONALDS CORP COM 580135101 4508 204350 SH DEFINED 08 204350 MCDONALDS CORP COM 580135101 5486 248700 SH CALL DEFINED 08 248700 MCDONALDS CORP COM 580135101 12492 566292 SH DEFINED 11 488412 77880 MCDONALDS CORP COM 580135101 10981 497800 SH DEFINED 17 497800 MCDONALDS CORP COM 580135101 836 37900 SH CALL DEFINED 17 37900 MCG CAPITAL CORP COM 58047P107 106 7292 SH DEFINED 01 7292 MCG CAPITAL CORP COM 58047P107 80 5525 SH OTHER 01 1820 3705 MCG CAPITAL CORP COM 58047P107 3 200 SH DEFINED 08 200 MCGRAW HILL COS INC COM 580645109 702 11325 SH OTHER 11325 MCGRAW HILL COS INC COM 580645109 44715 721204 SH DEFINED 01 686254 34950 MCGRAW HILL COS INC COM 580645109 19115 308302 SH OTHER 01 167641 140661 MCGRAW HILL COS INC COM 580645109 11008 177547 SH DEFINED 05 177547 MCGRAW HILL COS INC COM 580645109 217 3500 SH DEFINED 08 3500 MCGRAW HILL COS INC COM 580645109 6200 100000 SH PUT DEFINED 08 100000 MCGRAW HILL COS INC COM 580645109 242 3900 SH DEFINED 17 3900 MCKESSON CORP COM 58155Q103 930 26021 SH DEFINED 01 19 26002 MCKESSON CORP COM 58155Q103 2192 61343 SH OTHER 01 28220 2825 30298 MCKESSON CORP COM 58155Q103 5021 140490 SH DEFINED 05 140490 MCKESSON CORP COM 58155Q103 246 6875 SH DEFINED 08 6875 MCKESSON CORP COM 58155Q103 1179 33000 SH CALL DEFINED 08 33000 MCKESSON CORP COM 58155Q103 779 21800 SH DEFINED 17 21800 MCKESSON CORP COM 58155Q103 5718 160000 SH OTHER 17 160000 MEADE INSTRUMENTS CORP COM 583062104 31 9800 SH DEFINED 01 4300 5500 MEADE INSTRUMENTS CORP COM 583062104 296 92375 SH DEFINED 05 92375 MEADWESTVACO CORP COM 583334107 5090 206072 SH DEFINED 01 193597 12475 MEADWESTVACO CORP COM 583334107 2679 108476 SH OTHER 01 62196 46280 MEADWESTVACO CORP COM 583334107 2377 96218 SH DEFINED 05 96218 MEADWESTVACO CORP COM 583334107 42 1696 SH DEFINED 08 1696 MEADWESTVACO CORP COM 583334107 175 7100 SH DEFINED 17 7100 MEDALLION FINL CORP COM 583928106 1250 179300 SH DEFINED 17 179300 MEDIA GEN INC CL A 584404107 725 12671 SH DEFINED 01 12671 MEDIA GEN INC CL A 584404107 197 3439 SH OTHER 01 2215 1224 MEDIA GEN INC CL A 584404107 2640 46150 SH DEFINED 05 46150 MEDIA GEN INC CL A 584404107 29 500 SH DEFINED 17 500 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 10 1069 SH DEFINED 01 1069 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 180 18500 SH OTHER 01 18500 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 649 11438 SH DEFINED 01 6618 4820 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 6 100 SH OTHER 01 100 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 17464 308005 SH DEFINED 05 308005 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 125 2200 SH DEFINED 17 2200 MEDIMMUNE INC COM 584699102 975 26813 SH OTHER 26813 MEDIMMUNE INC COM 584699102 485 13335 SH DEFINED 01 13235 100 MEDIMMUNE INC COM 584699102 182 4996 SH OTHER 01 2291 2705 MEDIMMUNE INC COM 584699102 8896 244605 SH DEFINED 05 244605 MEDIMMUNE INC COM 584699102 125 3450 SH DEFINED 08 3450 MEDIMMUNE INC COM 584699102 727 20000 SH CALL DEFINED 08 20000 MEDIMMUNE INC COM 584699102 316 8700 SH DEFINED 17 8700 MEDTRONIC INC DBCV 1.250% 585055AB2 2516 2425000 PRN DEFINED 08 2425000 MEDTRONIC INC DBCV 1.250% 585055AB2 27079 26100000 PRN DEFINED 17 26100000 MEDTRONIC INC COM 585055106 1465 30549 SH DEFINED 30549 MEDTRONIC INC COM 585055106 261221 5445518 SH DEFINED 01 5327703 117815 MEDTRONIC INC COM 585055106 58320 1215752 SH OTHER 01 690150 525602 MEDTRONIC INC COM 585055106 38586 804370 SH DEFINED 05 804370 MEDTRONIC INC COM 585055106 1595 33254 SH DEFINED 08 33254 MEDTRONIC INC COM 585055106 7196 150000 SH CALL DEFINED 08 150000 MEDTRONIC INC COM 585055106 52702 1098646 SH DEFINED 11 998726 99920 MEDTRONIC INC COM 585055106 29 600 SH DEFINED 13 100 500 MEDTRONIC INC COM 585055106 565 11773 SH DEFINED 17 11773 MEDTRONIC INC COM 585055106 98 2038 SH OTHER 17 2038 MELLON FINL CORP COM 58551A108 6 200 SH DEFINED 200 MELLON FINL CORP COM 58551A108 686 24736 SH OTHER 24736 MELLON FINL CORP COM 58551A108 13913 501365 SH DEFINED 01 462550 38815 MELLON FINL CORP COM 58551A108 11549 416169 SH OTHER 01 345741 70428 MELLON FINL CORP COM 58551A108 21583 777756 SH DEFINED 05 777756 MELLON FINL CORP COM 58551A108 1625 58569 SH DEFINED 08 58569 MELLON FINL CORP COM 58551A108 7 245 SH OTHER 13 245 MELLON FINL CORP COM 58551A108 273 9849 SH DEFINED 17 9849 MELLON FINL CORP COM 58551A108 139 5000 SH CALL DEFINED 17 5000 MEMBERWORKS INC COM 586002107 16 800 SH DEFINED 01 100 700 MEMBERWORKS INC COM 586002107 2 125 SH OTHER 01 125 MEMBERWORKS INC COM 586002107 927 46775 SH DEFINED 05 46775 MEMBERWORKS INC COM 586002107 2 100 SH DEFINED 08 100 MENS WEARHOUSE INC COM 587118100 245 11199 SH DEFINED 01 4630 3825 2744 MENS WEARHOUSE INC COM 587118100 33 1525 SH OTHER 01 1525 MENS WEARHOUSE INC COM 587118100 3530 161550 SH DEFINED 05 161550 MENS WEARHOUSE INC COM 587118100 55 2500 SH DEFINED 17 2500 MENTOR CORP MINN COM 587188103 335 17275 SH DEFINED 01 3875 13400 MENTOR CORP MINN COM 587188103 13 650 SH OTHER 01 650 MENTOR CORP MINN COM 587188103 3934 202775 SH DEFINED 05 202775 MENTOR CORP MINN COM 587188103 29 1500 SH DEFINED 17 1500 MENTOR GRAPHICS CORP COM 587200106 25 1700 SH DEFINED 01 1000 700 MENTOR GRAPHICS CORP COM 587200106 11 750 SH OTHER 01 750 MENTOR GRAPHICS CORP COM 587200106 1930 132802 SH DEFINED 05 132802 MENTOR GRAPHICS CORP COM 587200106 168 11550 SH DEFINED 08 11550 MENTOR GRAPHICS CORP COM 587200106 141 9690 SH DEFINED 17 9690 MERCANTILE BANKSHARES CORP COM 587405101 2632 66881 SH DEFINED 01 66881 MERCANTILE BANKSHARES CORP COM 587405101 6377 162066 SH OTHER 01 144966 17100 MERCANTILE BANKSHARES CORP COM 587405101 5399 137205 SH DEFINED 05 137205 MERCANTILE BANKSHARES CORP COM 587405101 709 18010 SH DEFINED 17 18010 MERCK & CO INC COM 589331107 677 11179 SH OTHER 11179 MERCK & CO INC COM 589331107 162971 2691518 SH DEFINED 01 2118598 572920 MERCK & CO INC COM 589331107 231878 3829522 SH OTHER 01 1896136 1933386 MERCK & CO INC COM 589331107 88786 1466328 SH DEFINED 05 1466328 MERCK & CO INC COM 589331107 20932 345693 SH DEFINED 08 345693 MERCK & CO INC COM 589331107 62 1030 SH OTHER 13 1030 MERCK & CO INC COM 589331107 8499 140356 SH DEFINED 17 140356 MERCK & CO INC COM 589331107 78642 1298800 SH OTHER 17 1298800 MERCK & CO INC COM 589331107 28761 475000 SH CALL DEFINED 17 475000 MERCK & CO INC COM 589331107 6055 100000 SH PUT DEFINED 17 100000 MERCURY COMPUTER SYS COM 589378108 199 10910 SH DEFINED 01 2110 8800 MERCURY COMPUTER SYS COM 589378108 2 100 SH OTHER 01 100 MERCURY COMPUTER SYS COM 589378108 1740 95600 SH DEFINED 05 95600 MERCURY COMPUTER SYS COM 589378108 72 3950 SH DEFINED 08 3950 MERCURY COMPUTER SYS COM 589378108 395 21700 SH DEFINED 17 21700 MERCURY INTERACTIVE CORP NOTE 4.750% 589405AB5 168 170000 PRN DEFINED 01 170000 MERCURY INTERACTIVE CORP NOTE 4.750% 589405AB5 3015 3057000 PRN DEFINED 08 3057000 MERCURY INTERACTIVE CORP NOTE 4.750% 589405AB5 187 190000 PRN DEFINED 17 190000 MERCURY INTERACTIVE CORP COM 589405109 77 1977 SH DEFINED 01 1797 180 MERCURY INTERACTIVE CORP COM 589405109 23 600 SH OTHER 01 600 MERCURY INTERACTIVE CORP COM 589405109 3974 102524 SH DEFINED 05 102524 MERCURY INTERACTIVE CORP COM 589405109 4 100 SH DEFINED 08 100 MERCURY INTERACTIVE CORP COM 589405109 8333 215000 SH CALL DEFINED 08 215000 MERCURY INTERACTIVE CORP COM 589405109 2907 75000 SH PUT DEFINED 08 75000 MERCURY INTERACTIVE CORP COM 589405109 2673 68951 SH DEFINED 11 68951 MERCURY INTERACTIVE CORP COM 589405109 43 1100 SH PUT DEFINED 17 1100 MEREDITH CORP COM 589433101 1416 32179 SH DEFINED 01 31679 500 MEREDITH CORP COM 589433101 135 3060 SH OTHER 01 1160 1900 MEREDITH CORP COM 589433101 1616 36730 SH DEFINED 05 36730 MEREDITH CORP COM 589433101 18 400 SH DEFINED 08 400 MEREDITH CORP COM 589433101 202 4600 SH DEFINED 17 4600 MERIDIAN BIOSCIENCE INC COM 589584101 4 400 SH DEFINED 01 400 MERIDIAN BIOSCIENCE INC COM 589584101 9 1000 SH OTHER 01 1000 MERIDIAN BIOSCIENCE INC COM 589584101 97 10355 SH DEFINED 08 10355 MERISTAR HOSPITALITY CORP COM 58984Y103 33 6400 SH DEFINED 01 6400 MERISTAR HOSPITALITY CORP COM 58984Y103 3 500 SH OTHER 01 500 MERISTAR HOSPITALITY CORP COM 58984Y103 2493 485000 SH OTHER 17 485000 MERIT MED SYS INC COM 589889104 266 13288 SH DEFINED 01 12017 1271 MERIT MED SYS INC COM 589889104 8473 423672 SH DEFINED 05 423672 MERIT MED SYS INC COM 589889104 38 1900 SH DEFINED 17 1900 MERIDIAN GOLD INC COM 589975101 57 5000 SH OTHER 01 5000 MERIDIAN GOLD INC COM 589975101 203 17700 SH DEFINED 17 17700 MERRILL LYNCH & CO INC NOTE 590188A65 678 1250000 PRN DEFINED 08 1250000 MERRILL LYNCH & CO INC FRNT 590188A73 1347 1345000 PRN DEFINED 08 1345000 MERRILL LYNCH & CO INC FRNT 590188A73 20025 20000000 PRN DEFINED 17 20000000 MERRILL LYNCH & CO INC COM 590188108 969 20754 SH OTHER 20754 MERRILL LYNCH & CO INC COM 590188108 202844 4345410 SH DEFINED 01 4229035 116375 MERRILL LYNCH & CO INC COM 590188108 55547 1189952 SH OTHER 01 535303 654649 MERRILL LYNCH & CO INC COM 590188108 1680 36000 SH PUT DEFINED 01 36000 MERRILL LYNCH & CO INC COM 590188108 51601 1105428 SH DEFINED 05 1105428 MERRILL LYNCH & CO INC COM 590188108 3093 66252 SH DEFINED 08 66252 MERRILL LYNCH & CO INC COM 590188108 28774 616400 SH CALL DEFINED 08 616400 MERRILL LYNCH & CO INC COM 590188108 10946 234500 SH PUT DEFINED 08 234500 MERRILL LYNCH & CO INC COM 590188108 62 1320 SH DEFINED 13 1070 250 MERRILL LYNCH & CO INC COM 590188108 3639 77958 SH DEFINED 17 77958 MERRILL LYNCH & CO INC COM 590188108 7119 152500 SH CALL DEFINED 17 152500 MESA AIR GROUP INC COM 590479101 2 300 SH DEFINED 01 300 MESA AIR GROUP INC COM 590479101 972 122100 SH DEFINED 05 122100 MESA AIR GROUP INC COM 590479101 46 5800 SH DEFINED 17 5800 METASOLV INC COM 59139P104 309 157825 SH DEFINED 157825 METHANEX CORP COM 59151K108 248 23200 SH DEFINED 17 23200 METHODE ELECTRS INC CL A 591520200 214 19900 SH DEFINED 01 4900 15000 METHODE ELECTRS INC CL A 591520200 2 200 SH OTHER 01 200 METHODE ELECTRS INC CL A 591520200 1783 165850 SH DEFINED 05 165850 METHODE ELECTRS INC CL A 591520200 35 3300 SH DEFINED 17 3300 METLIFE INC COM 59156R108 5323 187955 SH DEFINED 01 141837 46118 METLIFE INC COM 59156R108 628 22167 SH OTHER 01 4437 17730 METLIFE INC COM 59156R108 13906 491034 SH DEFINED 05 491034 METLIFE INC COM 59156R108 1130 39885 SH DEFINED 08 39885 METLIFE INC COM 59156R108 296 10450 SH DEFINED 17 10450 METLIFE INC COM 59156R108 98 3460 SH OTHER 17 3460 METRIS COS INC COM 591598107 264 47625 SH DEFINED 01 47625 METRIS COS INC COM 591598107 2 300 SH OTHER 01 300 METRO GOLDWYN MAYER INC COM 591610100 4 300 SH DEFINED 05 300 METRO GOLDWYN MAYER INC COM 591610100 956 77000 SH DEFINED 08 77000 METRO GOLDWYN MAYER INC COM 591610100 2768 222900 SH CALL DEFINED 08 222900 METRO GOLDWYN MAYER INC COM 591610100 124 10000 SH PUT DEFINED 08 10000 METRO GOLDWYN MAYER INC COM 591610100 136 10975 SH DEFINED 17 10975 METRO ONE TELECOMMUNICATIONS COM 59163F105 66 12794 SH DEFINED 01 1794 11000 METRO ONE TELECOMMUNICATIONS COM 59163F105 576 111775 SH DEFINED 05 111775 METTLER TOLEDO INTERNATIONAL COM 592688105 56 1525 SH OTHER 01 25 1500 METTLER TOLEDO INTERNATIONAL COM 592688105 1759 48000 SH CALL DEFINED 08 48000 METTLER TOLEDO INTERNATIONAL COM 592688105 29 800 SH DEFINED 17 800 MICHAELS STORES INC COM 594087108 116 3055 SH DEFINED 01 140 2915 MICHAELS STORES INC COM 594087108 82 2150 SH OTHER 01 1700 450 MICHAELS STORES INC COM 594087108 5023 131979 SH DEFINED 05 131979 MICHAELS STORES INC COM 594087108 11536 303100 SH DEFINED 08 303100 MICHAELS STORES INC COM 594087108 2443 64200 SH CALL DEFINED 08 64200 MICHAELS STORES INC COM 594087108 166 4350 SH DEFINED 17 4350 MICREL INC COM 594793101 12 1155 SH DEFINED 01 1155 MICREL INC COM 594793101 1892 181945 SH DEFINED 05 181945 MICREL INC COM 594793101 151 14514 SH DEFINED 08 14514 MICREL INC COM 594793101 50 4768 SH DEFINED 17 4768 MICROS SYS INC COM 594901100 712 21585 SH DEFINED 01 15485 6100 MICROS SYS INC COM 594901100 2 50 SH OTHER 01 50 MICROS SYS INC COM 594901100 2558 77525 SH DEFINED 05 77525 MICROS SYS INC COM 594901100 5 150 SH DEFINED 08 150 MICROS SYS INC COM 594901100 271 8200 SH DEFINED 17 8200 MICROSOFT CORP COM 594918104 10 400 SH DEFINED 400 MICROSOFT CORP COM 594918104 2880 112322 SH OTHER 112322 MICROSOFT CORP COM 594918104 475144 18531366 SH DEFINED 01 17410432 1120934 MICROSOFT CORP COM 594918104 213406 8323153 SH OTHER 01 5334273 2988880 MICROSOFT CORP COM 594918104 5128 200000 SH CALL DEFINED 01 200000 MICROSOFT CORP COM 594918104 134610 5250000 SH PUT DEFINED 01 5250000 MICROSOFT CORP COM 594918104 166885 6508765 SH DEFINED 05 6508765 MICROSOFT CORP COM 594918104 25642 1000076 SH DEFINED 08 1000076 MICROSOFT CORP COM 594918104 1538 60000 SH CALL DEFINED 08 60000 MICROSOFT CORP COM 594918104 179 7000 SH PUT DEFINED 08 7000 MICROSOFT CORP COM 594918104 111 4330 SH DEFINED 13 2730 1600 MICROSOFT CORP COM 594918104 27621 1077280 SH DEFINED 17 1077280 MICROSOFT CORP COM 594918104 4256 165999 SH OTHER 17 165999 MICROSTRATEGY INC CL A NEW 594972408 154 4200 SH DEFINED 08 4200 MICROSTRATEGY INC CL A NEW 594972408 293 8000 SH CALL DEFINED 08 8000 MICROCHIP TECHNOLOGY INC COM 595017104 521 21069 SH DEFINED 01 21069 MICROCHIP TECHNOLOGY INC COM 595017104 515 20825 SH OTHER 01 17025 3800 MICROCHIP TECHNOLOGY INC COM 595017104 13179 532479 SH DEFINED 05 532479 MICROCHIP TECHNOLOGY INC COM 595017104 521 21065 SH DEFINED 08 21065 MICROCHIP TECHNOLOGY INC COM 595017104 490 19800 SH DEFINED 17 19800 MICROMUSE INC COM 595094103 42 5210 SH DEFINED 01 5210 MICROMUSE INC COM 595094103 6 700 SH OTHER 01 700 MICROMUSE INC COM 595094103 42 5293 SH DEFINED 08 5293 MICROMUSE INC COM 595094103 77 9600 SH DEFINED 17 9600 MICRON TECHNOLOGY INC COM 595112103 11287 970540 SH OTHER 970540 MICRON TECHNOLOGY INC COM 595112103 114 9763 SH DEFINED 01 9763 MICRON TECHNOLOGY INC COM 595112103 235 20210 SH OTHER 01 3390 16820 MICRON TECHNOLOGY INC COM 595112103 3245 279005 SH DEFINED 05 279005 MICRON TECHNOLOGY INC COM 595112103 1497 128696 SH DEFINED 08 128696 MICRON TECHNOLOGY INC COM 595112103 5903 507600 SH CALL DEFINED 08 507600 MICRON TECHNOLOGY INC COM 595112103 736 63300 SH PUT DEFINED 08 63300 MICRON TECHNOLOGY INC COM 595112103 251 21548 SH DEFINED 17 21548 MICRON TECHNOLOGY INC COM 595112103 3675 316000 SH CALL DEFINED 17 316000 MICRON TECHNOLOGY INC COM 595112103 29 2500 SH PUT DEFINED 17 2500 MICROSEMI CORP COM 595137100 379 23808 SH DEFINED 01 21553 2255 MICROSEMI CORP COM 595137100 23 1420 SH OTHER 01 1420 MICROSEMI CORP COM 595137100 7917 497311 SH DEFINED 05 497311 MICROSEMI CORP COM 595137100 45 2800 SH DEFINED 17 2800 MID ATLANTIC MED SVCS INC COM 59523C107 1244 23790 SH DEFINED 01 9490 14300 MID ATLANTIC MED SVCS INC COM 59523C107 9 175 SH OTHER 01 175 MID ATLANTIC MED SVCS INC COM 59523C107 10763 205800 SH DEFINED 05 205800 MID ATLANTIC MED SVCS INC COM 59523C107 262 5000 SH DEFINED 17 5000 MIDAS GROUP INC COM 595626102 57 4697 SH DEFINED 01 4697 MIDAS GROUP INC COM 595626102 4 333 SH OTHER 01 333 MIDAS GROUP INC COM 595626102 708 58425 SH DEFINED 05 58425 MIDCAP SPDR TR UNIT SER 1 595635103 3655 41662 SH DEFINED 01 41482 180 MIDCAP SPDR TR UNIT SER 1 595635103 2486 28345 SH OTHER 01 9570 18775 MIDCAP SPDR TR UNIT SER 1 595635103 3674 41882 SH DEFINED 05 41882 MIDCAP SPDR TR UNIT SER 1 595635103 148 1687 SH DEFINED 08 1687 MIDWAY GAMES INC COM 598148104 4 1000 SH OTHER 01 1000 MIDWAY GAMES INC COM 598148104 655 180425 SH DEFINED 05 180425 MIDWAY GAMES INC COM 598148104 1 400 SH DEFINED 08 400 MILACRON INC COM 598709103 144 29400 SH DEFINED 01 27600 1800 MILACRON INC COM 598709103 8 1680 SH OTHER 01 1680 MILACRON INC COM 598709103 657 134425 SH DEFINED 05 134425 MILLENNIUM PHARMACEUTICALS I COM 599902103 837 53226 SH DEFINED 01 52226 1000 MILLENNIUM PHARMACEUTICALS I COM 599902103 397 25243 SH OTHER 01 14210 11033 MILLENNIUM PHARMACEUTICALS I COM 599902103 12815 814684 SH DEFINED 05 814684 MILLENNIUM PHARMACEUTICALS I COM 599902103 41 2600 SH DEFINED 08 2600 MILLENNIUM PHARMACEUTICALS I COM 599902103 6553 416600 SH CALL DEFINED 08 416600 MILLENNIUM PHARMACEUTICALS I COM 599902103 2687 170800 SH PUT DEFINED 08 170800 MILLER HERMAN INC COM 600544100 2586 128902 SH DEFINED 01 128902 MILLER HERMAN INC COM 600544100 54 2695 SH OTHER 01 2695 MILLER HERMAN INC COM 600544100 2898 144463 SH DEFINED 05 144463 MILLER HERMAN INC COM 600544100 87 4325 SH DEFINED 08 4325 MILLIPORE CORP COM 601073109 353 7945 SH DEFINED 01 7895 50 MILLIPORE CORP COM 601073109 48 1085 SH OTHER 01 870 215 MILLIPORE CORP COM 601073109 1038 23395 SH DEFINED 05 23395 MILLIPORE CORP COM 601073109 70 1572 SH DEFINED 08 1572 MILLIPORE CORP COM 601073109 3789 85400 SH CALL DEFINED 08 85400 MILLS CORP COM 601148109 97 2900 SH DEFINED 01 2900 MILLS CORP COM 601148109 104 3100 SH OTHER 01 3100 MINERALS TECHNOLOGIES INC COM 603158106 6 128 SH DEFINED 01 128 MINERALS TECHNOLOGIES INC COM 603158106 4 75 SH OTHER 01 75 MINERALS TECHNOLOGIES INC COM 603158106 1925 39564 SH DEFINED 05 39564 MIPS TECHNOLOGIES INC CL B 604567206 115 SH DEFINED 01 115 MIPS TECHNOLOGIES INC CL B 604567206 49 19783 SH DEFINED 08 19783 MIRANT CORP NOTE 5.750% 604675AC2 6594 10144000 PRN OTHER 17 10144000 MIRANT CORP COM 604675108 100 34584 SH DEFINED 01 34584 MIRANT CORP COM 604675108 65 22308 SH OTHER 01 12301 10007 MIRANT CORP COM 604675108 562 193760 SH DEFINED 05 193760 MIRANT CORP COM 604675108 656 226200 SH DEFINED 08 226200 MIRANT CORP COM 604675108 896 309000 SH CALL DEFINED 08 309000 MIRANT CORP COM 604675108 1467 506000 SH PUT DEFINED 08 506000 MISSION RESOURCES CORP COM 605109107 1871 1069233 SH DEFINED 1069233 MISSION WEST PPTYS INC COM 605203108 148 13000 SH DEFINED 08 13000 MITSUBISHI TOKYO FINL GROUP SPONSORED AD 606816106 60 13038 SH OTHER 01 1650 7041 4347 MOBILE MINI INC COM 60740F105 205 12550 SH DEFINED 01 3050 9500 MOBILE MINI INC COM 60740F105 1 50 SH OTHER 01 50 MOBILE MINI INC COM 60740F105 1160 71150 SH DEFINED 05 71150 MOBILE TELESYSTEMS OJSC SPONSORED AD 607409109 3334 56500 SH DEFINED 56500 MOBILE TELESYSTEMS OJSC SPONSORED AD 607409109 3 50 SH OTHER 01 50 MOBILE TELESYSTEMS OJSC SPONSORED AD 607409109 1 10 SH DEFINED 05 10 MOBILE TELESYSTEMS OJSC SPONSORED AD 607409109 6221 105441 SH DEFINED 11 105441 MODINE MFG CO COM 607828100 25 SH OTHER 01 25 MODINE MFG CO COM 607828100 1264 66520 SH DEFINED 05 66520 MOHAWK INDS INC COM 608190104 372 6698 SH OTHER 6698 MOHAWK INDS INC COM 608190104 386 6958 SH DEFINED 01 6958 MOHAWK INDS INC COM 608190104 39 697 SH OTHER 01 197 500 MOHAWK INDS INC COM 608190104 10478 188687 SH DEFINED 05 188687 MOHAWK INDS INC COM 608190104 3082 55500 SH PUT DEFINED 08 55500 MOHAWK INDS INC COM 608190104 927 16700 SH DEFINED 17 16700 MOLEX INC COM 608554101 494 18314 SH DEFINED 01 16122 2192 MOLEX INC COM 608554101 198 7346 SH OTHER 01 7346 MOLEX INC COM 608554101 2358 87380 SH DEFINED 05 87380 MOLEX INC CL A 608554200 39 1704 SH DEFINED 01 1704 MOLEX INC CL A 608554200 99 4288 SH OTHER 01 4288 MOLEX INC CL A 608554200 121 5246 SH DEFINED 17 5246 MONACO COACH CORP COM 60886R103 9 555 SH DEFINED 01 555 MONACO COACH CORP COM 60886R103 1 75 SH OTHER 01 75 MONACO COACH CORP COM 60886R103 1728 112750 SH DEFINED 05 112750 MONACO COACH CORP COM 60886R103 37 2400 SH DEFINED 17 2400 MONSANTO CO NEW COM 61166W101 903 41746 SH OTHER 41746 MONSANTO CO NEW COM 61166W101 7788 359888 SH DEFINED 01 323160 36728 MONSANTO CO NEW COM 61166W101 4323 199749 SH OTHER 01 68340 131409 MONSANTO CO NEW COM 61166W101 3823 176679 SH DEFINED 05 176679 MONSANTO CO NEW COM 61166W101 1980 91508 SH DEFINED 08 91508 MONSANTO CO NEW COM 61166W101 3694 170705 SH DEFINED 11 170705 MONSANTO CO NEW COM 61166W101 500 23100 SH DEFINED 17 23100 MONSTER WORLDWIDE INC COM 611742107 98 4951 SH DEFINED 01 4951 MONSTER WORLDWIDE INC COM 611742107 1149 58225 SH DEFINED 05 58225 MONY GROUP INC COM 615337102 61 2278 SH DEFINED 01 2152 126 MONY GROUP INC COM 615337102 42 1544 SH OTHER 01 700 844 MONY GROUP INC COM 615337102 2493 92506 SH DEFINED 05 92506 MOODYS CORP COM 615369105 5181 98292 SH DEFINED 01 97642 650 MOODYS CORP COM 615369105 8258 156667 SH OTHER 01 140980 15687 MOODYS CORP COM 615369105 3816 72405 SH DEFINED 05 72405 MOODYS CORP COM 615369105 536 10166 SH DEFINED 08 10166 MOODYS CORP COM 615369105 1312 24900 SH PUT DEFINED 08 24900 MOORE WALLACE INC COM 615857109 6 SH DEFINED 01 6 MOORE WALLACE INC COM 615857109 3 219 SH DEFINED 08 219 MOORE WALLACE INC COM 615857109 661 45000 SH DEFINED 17 45000 MORGAN STANLEY EMER MKTS DEB COM 61744H105 69 8000 SH DEFINED 01 8000 MORGAN STANLEY EMER MKTS DEB COM 61744H105 169 19581 SH OTHER 01 933 18648 MORGAN STANLEY COM NEW 617446448 59354 1388401 SH DEFINED 01 1273917 114484 MORGAN STANLEY COM NEW 617446448 36569 855410 SH OTHER 01 581584 273826 MORGAN STANLEY COM NEW 617446448 1368 32000 SH PUT DEFINED 01 32000 MORGAN STANLEY COM NEW 617446448 31340 733094 SH DEFINED 05 733094 MORGAN STANLEY COM NEW 617446448 2788 65205 SH DEFINED 08 65205 MORGAN STANLEY COM NEW 617446448 19451 455000 SH CALL DEFINED 08 455000 MORGAN STANLEY COM NEW 617446448 6592 154200 SH PUT DEFINED 08 154200 MORGAN STANLEY COM NEW 617446448 22 525 SH OTHER 13 525 MORGAN STANLEY COM NEW 617446448 1876 43878 SH DEFINED 17 43878 MORGAN STANLEY COM NEW 617446448 428 10000 SH PUT DEFINED 17 10000 MORGAN STANLEY MUN INCOME I 61745P437 32 3528 SH DEFINED 01 3528 MORGAN STANLEY MUN INCOME I 61745P437 182 19800 SH OTHER 01 19800 MORGAN STANLEY MUN INCM OPP 61745P452 8 1000 SH DEFINED 01 1000 MORGAN STANLEY MUN INCM OPP 61745P452 177 22125 SH OTHER 01 1000 17125 4000 MORGAN STANLEY QULTY MUN SE 61745P585 5 333 SH DEFINED 01 333 MORGAN STANLEY QULTY MUN SE 61745P585 169 11667 SH OTHER 01 11667 MORGAN STANLEY INSD MUN INC 61745P791 61 4026 SH DEFINED 01 4026 MORGAN STANLEY INSD MUN INC 61745P791 225 14839 SH OTHER 01 14839 MOTOROLA INC COM 620076109 9950 1055192 SH OTHER 1055192 MOTOROLA INC COM 620076109 21336 2262555 SH DEFINED 01 2020935 241620 MOTOROLA INC COM 620076109 15666 1661301 SH OTHER 01 1048872 612429 MOTOROLA INC COM 620076109 11560 1225872 SH DEFINED 05 1225872 MOTOROLA INC COM 620076109 6341 672400 SH DEFINED 08 672400 MOTOROLA INC COM 620076109 216 22917 SH DEFINED 17 22917 MOTOROLA INC COM 620076109 4347 461000 SH OTHER 17 461000 MOVIE GALLERY INC COM 624581104 144 7715 SH DEFINED 01 1490 1425 4800 MOVIE GALLERY INC COM 624581104 44 2375 SH OTHER 01 2375 MOVIE GALLERY INC COM 624581104 2457 131900 SH DEFINED 05 131900 MOVIE GALLERY INC COM 624581104 4 205 SH DEFINED 08 205 MOVIE GALLERY INC COM 624581104 69 3678 SH DEFINED 17 3678 MUELLER INDS INC COM 624756102 478 17629 SH DEFINED 01 9424 8205 MUELLER INDS INC COM 624756102 4 150 SH OTHER 01 150 MUELLER INDS INC COM 624756102 10058 371012 SH DEFINED 05 371012 MUNIHOLDINGS CALIF INSD FD I COM 625933106 237 15993 SH DEFINED 01 15993 MUNIASSETS FD INC COM 62618Q106 12 1000 SH DEFINED 01 1000 MUNIASSETS FD INC COM 62618Q106 139 11800 SH OTHER 01 11800 MUNICIPAL ADVANTAGE FD INC COM 626189104 1 102 SH DEFINED 01 102 MUNICIPAL ADVANTAGE FD INC COM 626189104 448 31500 SH OTHER 01 22000 9500 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 195 7679 SH DEFINED 01 7679 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 79 3096 SH OTHER 01 3096 MUNIHOLDINGS FLA INSD FD COM 62624W105 99 6404 SH DEFINED 01 6404 MUNIHOLDINGS FLA INSD FD COM 62624W105 194 12604 SH OTHER 01 6104 6500 MUNIYIELD CALIF INS FD COM 62629L104 36 2489 SH DEFINED 01 2489 MUNIYIELD CALIF INS FD COM 62629L104 243 16800 SH OTHER 01 16800 MUNIVEST FD II INC COM 62629P105 96 6500 SH DEFINED 01 6500 MUNIVEST FD II INC COM 62629P105 78 5280 SH OTHER 01 5280 MUNIVEST FD INC COM 626295109 89 9500 SH DEFINED 01 9500 MUNIVEST FD INC COM 626295109 95 10190 SH OTHER 01 7190 3000 MUNIYIELD CALIF FD INC COM 626296107 177 11759 SH DEFINED 01 11759 MUNIYIELD FLA FD COM 626297105 134 9000 SH DEFINED 01 9000 MUNIYIELD FLA FD COM 626297105 80 5385 SH OTHER 01 5385 MUNIYIELD INSD FD INC COM 62630E107 353 23341 SH DEFINED 01 23341 MUNIYIELD INSD FD INC COM 62630E107 75 4945 SH OTHER 01 1977 2968 MUNIYIELD QUALITY FD INC COM 626302103 188 12618 SH DEFINED 01 12618 MUNIYIELD QUALITY FD INC COM 626302103 5 306 SH OTHER 01 21 285 MURPHY OIL CORP COM 626717102 1315 25005 SH DEFINED 01 25005 MURPHY OIL CORP COM 626717102 2295 43634 SH OTHER 01 11150 32484 MURPHY OIL CORP COM 626717102 12770 242770 SH DEFINED 05 242770 MURPHY OIL CORP COM 626717102 4421 84040 SH DEFINED 08 84040 MURPHY OIL CORP COM 626717102 210 4000 SH CALL DEFINED 08 4000 MYERS INDS INC COM 628464109 73 7700 SH DEFINED 01 7700 MYERS INDS INC COM 628464109 1226 129043 SH DEFINED 05 129043 MYERS INDS INC COM 628464109 34 3600 SH DEFINED 17 3600 MYKROLIS CORP COM 62852P103 1 135 SH DEFINED 01 135 MYKROLIS CORP COM 62852P103 5 541 SH OTHER 01 541 MYKROLIS CORP COM 62852P103 7 725 SH DEFINED 08 725 MYKROLIS CORP COM 62852P103 197 19400 SH DEFINED 17 19400 MYLAN LABS INC COM 628530107 784 22540 SH DEFINED 01 19165 3375 MYLAN LABS INC COM 628530107 860 24744 SH OTHER 01 21832 2912 MYLAN LABS INC COM 628530107 12632 363306 SH DEFINED 05 363306 MYLAN LABS INC COM 628530107 2146 61720 SH DEFINED 08 61720 MYLAN LABS INC COM 628530107 87 2500 SH CALL DEFINED 08 2500 MYLAN LABS INC COM 628530107 174 5000 SH PUT DEFINED 08 5000 MYLAN LABS INC COM 628530107 852 24500 SH DEFINED 17 24500 MYRIAD GENETICS INC COM 62855J104 190 14000 SH DEFINED 17 14000 NBTY INC COM 628782104 545 25912 SH DEFINED 01 5897 15450 4565 NBTY INC COM 628782104 47 2250 SH OTHER 01 2250 NBTY INC COM 628782104 6019 286075 SH DEFINED 05 286075 NBTY INC COM 628782104 1913 90900 SH DEFINED 08 90900 NBTY INC COM 628782104 105 5000 SH CALL DEFINED 08 5000 NBTY INC COM 628782104 1683 80000 SH PUT DEFINED 08 80000 NBTY INC COM 628782104 173 8200 SH DEFINED 17 8200 NCO GROUP INC COM 628858102 12 651 SH DEFINED 01 651 NCO GROUP INC COM 628858102 2 100 SH OTHER 01 100 NCO GROUP INC COM 628858102 1807 100650 SH DEFINED 05 100650 NCO GROUP INC COM 628858102 1305 72700 SH DEFINED 17 72700 NCR CORP NEW COM 62886E108 5178 202110 SH OTHER 202110 NCR CORP NEW COM 62886E108 561 21878 SH DEFINED 01 20821 1057 NCR CORP NEW COM 62886E108 144 5633 SH OTHER 01 3681 1952 NCR CORP NEW COM 62886E108 1126 43940 SH DEFINED 05 43940 NCR CORP NEW COM 62886E108 13 500 SH DEFINED 08 500 NII HLDGS INC CL B NEW 62913F201 420 11000 SH DEFINED 17 11000 NPS PHARMACEUTICALS INC COM 62936P103 2 100 SH DEFINED 08 100 NPS PHARMACEUTICALS INC COM 62936P103 270 11100 SH DEFINED 17 11100 NSD BANCORP INC COM 62938D108 1159 43575 SH DEFINED 01 43575 NTL INC DEL COM 62940M104 4100 119116 SH DEFINED 119116 NTL INC DEL COM 62940M104 8191 237958 SH DEFINED 11 230039 7919 NTL INC DEL COM 62940M104 799 23200 SH DEFINED 17 23200 NTN COMMUNUNICATIONS INC COM NEW 629410309 342 170000 SH DEFINED 01 170000 NUI CORP COM 629431107 69 4429 SH DEFINED 01 129 4300 NUI CORP COM 629431107 25 SH OTHER 01 25 NUI CORP COM 629431107 975 62825 SH DEFINED 05 62825 NVR INC COM 62944T105 1561 3797 SH DEFINED 01 870 2668 259 NVR INC COM 62944T105 85 207 SH OTHER 01 207 NVR INC COM 62944T105 13279 32308 SH DEFINED 05 32308 NVR INC COM 62944T105 41 100 SH DEFINED 08 100 NVR INC COM 62944T105 370 900 SH DEFINED 17 900 NWH INC COM 62946E106 902 49525 SH DEFINED 08 49525 NABORS INDS INC DBCV 629568AF3 12950 20000000 PRN OTHER 20000000 NASDAQ 100 TR UNIT SER 1 631100104 2143 71538 SH DEFINED 01 71338 200 NASDAQ 100 TR UNIT SER 1 631100104 984 32857 SH OTHER 01 31207 1650 NASDAQ 100 TR UNIT SER 1 631100104 26004 868257 SH DEFINED 08 868257 NASDAQ 100 TR UNIT SER 1 631100104 23960 800000 SH CALL DEFINED 08 800000 NASDAQ 100 TR UNIT SER 1 631100104 943 31500 SH DEFINED 17 31500 NASDAQ 100 TR UNIT SER 1 631100104 5391 180000 SH OTHER 17 180000 NASH FINCH CO COM 631158102 37 2200 SH DEFINED 01 1200 1000 NASH FINCH CO COM 631158102 67 4000 SH OTHER 01 4000 NASH FINCH CO COM 631158102 774 46425 SH DEFINED 05 46425 NATIONAL AUSTRALIA BK LTD SPONSORED AD 632525408 609 5426 SH OTHER 01 5426 NATIONAL CITY CORP COM 635405103 28382 867697 SH DEFINED 01 760953 106744 NATIONAL CITY CORP COM 635405103 17926 548021 SH OTHER 01 534594 13427 NATIONAL CITY CORP COM 635405103 12365 378015 SH DEFINED 05 378015 NATIONAL CITY CORP COM 635405103 2564 78400 SH DEFINED 08 78400 NATIONAL CITY CORP COM 635405103 836 25564 SH DEFINED 17 25564 NATIONAL COMMERCE FINL CORP COM 63545P104 4785 215629 SH DEFINED 01 215629 NATIONAL COMMERCE FINL CORP COM 63545P104 341 15353 SH OTHER 01 9293 6060 NATIONAL COMMERCE FINL CORP COM 63545P104 20071 904496 SH DEFINED 05 904496 NATIONAL COMMERCE FINL CORP COM 63545P104 78 3500 SH DEFINED 17 3500 NATIONAL COMMERCE FINL CORP COM 63545P104 2627 118400 SH OTHER 17 118400 NATIONAL HEALTH REALTY INC COM 635905102 363 22700 SH DEFINED 01 22700 NATIONAL HEALTH REALTY INC COM 635905102 35 2200 SH OTHER 01 2200 NATIONAL FUEL GAS CO N J COM 636180101 271 10421 SH DEFINED 01 9421 1000 NATIONAL FUEL GAS CO N J COM 636180101 200 7695 SH OTHER 01 500 7195 NATIONAL FUEL GAS CO N J COM 636180101 4185 160655 SH DEFINED 05 160655 NATIONAL GRID TRANSCO PLC SPONSORED AD 636274102 630 18477 SH DEFINED 01 17277 1200 NATIONAL HEALTH INVS INC COM 63633D104 470 25500 SH DEFINED 01 25500 NATIONAL HEALTH INVS INC COM 63633D104 73 3968 SH OTHER 01 3368 600 NATIONAL INSTRS CORP COM 636518102 102 2700 SH DEFINED 01 2700 NATIONAL INSTRS CORP COM 636518102 8 200 SH OTHER 01 200 NATIONAL INSTRS CORP COM 636518102 4138 109031 SH DEFINED 05 109031 NATIONAL INSTRS CORP COM 636518102 109 2880 SH DEFINED 08 2880 NATIONAL-OILWELL INC COM 637071101 55 2519 SH DEFINED 01 2519 NATIONAL-OILWELL INC COM 637071101 6 275 SH OTHER 01 275 NATIONAL-OILWELL INC COM 637071101 7893 358790 SH DEFINED 05 358790 NATIONAL-OILWELL INC COM 637071101 337 15300 SH DEFINED 08 15300 NATIONAL PRESTO INDS INC COM 637215104 13 400 SH DEFINED 01 400 NATIONAL PRESTO INDS INC COM 637215104 6 200 SH OTHER 01 200 NATIONAL PRESTO INDS INC COM 637215104 915 28950 SH DEFINED 05 28950 NATIONAL SEMICONDUCTOR CORP COM 637640103 331 16790 SH OTHER 16790 NATIONAL SEMICONDUCTOR CORP COM 637640103 138 6994 SH DEFINED 01 5194 1800 NATIONAL SEMICONDUCTOR CORP COM 637640103 313 15885 SH OTHER 01 3150 12735 NATIONAL SEMICONDUCTOR CORP COM 637640103 2131 108043 SH DEFINED 05 108043 NATIONAL SEMICONDUCTOR CORP COM 637640103 89 4538 SH DEFINED 08 4538 NATIONAL SEMICONDUCTOR CORP COM 637640103 1972 100000 SH CALL DEFINED 08 100000 NATIONAL SEMICONDUCTOR CORP COM 637640103 986 50000 SH PUT DEFINED 08 50000 NATIONAL SEMICONDUCTOR CORP COM 637640103 65 3300 SH DEFINED 17 3300 NATIONS GOVT INCOME TERM 200 COM 638583104 92 9139 SH DEFINED 01 6639 2500 NATIONS GOVT INCOME TERM 200 COM 638583104 14 1370 SH OTHER 01 1370 NATIONS GOVT INCOME 2004 COM 638584102 98 9700 SH DEFINED 01 9700 NATIONS GOVT INCOME 2004 COM 638584102 186 18369 SH OTHER 01 18369 NATIONWIDE FINL SVCS INC CL A 638612101 363 11184 SH DEFINED 01 9967 1217 NATIONWIDE FINL SVCS INC CL A 638612101 26 795 SH OTHER 01 795 NATIONWIDE FINL SVCS INC CL A 638612101 3 100 SH DEFINED 05 100 NAVISTAR FINL CORP NOTE 4.750% 638902AM8 45 48000 PRN DEFINED 08 48000 NAVISTAR FINL CORP NOTE 4.750% 638902AM8 505 535000 PRN DEFINED 17 535000 NATURES SUNSHINE PRODUCTS IN COM 639027101 98 12300 SH DEFINED 01 12300 NATURES SUNSHINE PRODUCTS IN COM 639027101 598 74900 SH DEFINED 05 74900 NAUTICA ENTERPRISES INC COM 639089101 122 9300 SH DEFINED 01 2200 7100 NAUTICA ENTERPRISES INC COM 639089101 6 425 SH OTHER 01 425 NAUTICA ENTERPRISES INC COM 639089101 2020 153725 SH DEFINED 05 153725 NAUTICA ENTERPRISES INC COM 639089101 4 292 SH DEFINED 08 292 NAUTILUS GROUP INC COM 63910B102 1932 155825 SH DEFINED 05 155825 NAUTILUS GROUP INC COM 63910B102 372 30000 SH DEFINED 17 30000 NAVISTAR INTL CORP NEW NOTE 2.500% 63934EAG3 1169 980000 PRN DEFINED 08 980000 NAVISTAR INTL CORP NEW NOTE 2.500% 63934EAG3 477 400000 PRN DEFINED 17 400000 NAVISTAR INTL CORP NEW COM 63934E108 105 3219 SH DEFINED 01 3129 90 NAVISTAR INTL CORP NEW COM 63934E108 8 235 SH OTHER 01 235 NAVISTAR INTL CORP NEW COM 63934E108 1104 33820 SH DEFINED 05 33820 NAVISTAR INTL CORP NEW COM 63934E108 796 24400 SH DEFINED 08 24400 NAVISTAR INTL CORP NEW COM 63934E108 3106 95200 SH PUT DEFINED 17 95200 NAVIGANT INTL INC COM 63935R108 1 92 SH OTHER 01 92 NAVIGANT INTL INC COM 63935R108 129 10000 SH DEFINED 08 10000 NDCHEALTH CORP COM 639480102 636 34651 SH DEFINED 01 30651 4000 NDCHEALTH CORP COM 639480102 2610 142225 SH DEFINED 05 142225 NDCHEALTH CORP COM 639480102 6 300 SH DEFINED 08 300 NDCHEALTH CORP COM 639480102 28 1500 SH DEFINED 17 1500 NEIMAN MARCUS GROUP INC CL A 640204202 17 477 SH DEFINED 01 477 NEIMAN MARCUS GROUP INC CL A 640204202 202 5518 SH OTHER 01 5318 200 NEIMAN MARCUS GROUP INC CL A 640204202 3427 93624 SH DEFINED 05 93624 NEIMAN MARCUS GROUP INC CL A 640204202 10 285 SH DEFINED 08 285 NEIMAN MARCUS GROUP INC CL A 640204202 29 800 SH DEFINED 17 800 NEKTAR THERAPEUTICS COM 640268108 124 13481 SH DEFINED 08 13481 NELSON THOMAS INC COM 640376109 2666 213300 SH DEFINED 01 206800 6500 NELSON THOMAS INC COM 640376109 831 66475 SH DEFINED 05 66475 NEOWARE SYS INC COM 64065P102 2610 171600 SH DEFINED 05 171600 NETWORKS ASSOCS INC COM 640938106 402 31717 SH OTHER 31717 NETWORKS ASSOCS INC COM 640938106 175 13804 SH DEFINED 01 13804 NETWORKS ASSOCS INC COM 640938106 22 1760 SH OTHER 01 760 1000 NETWORKS ASSOCS INC COM 640938106 6273 494677 SH DEFINED 05 494677 NETWORKS ASSOCS INC COM 640938106 1223 96440 SH DEFINED 08 96440 NETWORKS ASSOCS INC COM 640938106 10 795 SH DEFINED 17 795 NET2PHONE COM 64108N106 4372 1000500 SH DEFINED 01 1000500 NET2PHONE COM 64108N106 87 20000 SH DEFINED 08 20000 NET2PHONE COM 64108N106 34 7700 SH DEFINED 17 7700 NET2PHONE COM 64108N106 4370 1000000 SH OTHER 17 1000000 NETEGRITY INC COM 64110P107 200 33398 SH DEFINED 01 33398 NETEGRITY INC COM 64110P107 6 1000 SH OTHER 01 1000 NETEGRITY INC COM 64110P107 799 133325 SH DEFINED 05 133325 NETEGRITY INC COM 64110P107 207 34500 SH DEFINED 17 34500 NETEASE COM INC SPONSORED AD 64110W102 255 7000 SH DEFINED 17 7000 NETEASE COM INC SPONSORED AD 64110W102 182 5000 SH CALL DEFINED 17 5000 NETRO CORP COM 64114R109 1 330 SH OTHER 01 330 NETRO CORP COM 64114R109 242 82876 SH DEFINED 08 82876 NETIQ CORP COM 64115P102 1 71 SH DEFINED 01 3 68 NETIQ CORP COM 64115P102 21 1376 SH OTHER 01 321 1055 NETIQ CORP COM 64115P102 95 6100 SH DEFINED 08 6100 NETIQ CORP COM 64115P102 215 13901 SH DEFINED 17 13901 NETSCREEN TECHNOLOGIES INC COM 64117V107 428 19183 SH DEFINED 01 19183 NETSCREEN TECHNOLOGIES INC COM 64117V107 4 200 SH DEFINED 08 200 NETSCREEN TECHNOLOGIES INC COM 64117V107 227 10200 SH DEFINED 17 10200 NETWORK APPLIANCE INC COM 64120L104 549 34139 SH DEFINED 01 28639 5500 NETWORK APPLIANCE INC COM 64120L104 413 25680 SH OTHER 01 21205 4475 NETWORK APPLIANCE INC COM 64120L104 4995 310645 SH DEFINED 05 310645 NETWORK APPLIANCE INC COM 64120L104 8 500 SH DEFINED 08 500 NETWORK APPLIANCE INC COM 64120L104 1 SH DEFINED 17 1 NETWORK EQUIP TECHNOLOGIES COM 641208103 740 87875 SH DEFINED 05 87875 NETWORK EQUIP TECHNOLOGIES COM 641208103 1137 135000 SH DEFINED 08 135000 NETWORKS ASSOCS INC NOTE 5.250% 64123LAB7 1265 1200000 PRN DEFINED 17 1200000 NEUBERGER BERMAN INC COM 641234109 20 495 SH DEFINED 01 495 NEUBERGER BERMAN INC COM 641234109 19 475 SH OTHER 01 475 NEUBERGER BERMAN INC COM 641234109 5550 139059 SH DEFINED 05 139059 NEUBERGER BERMAN INC COM 641234109 126 3150 SH DEFINED 08 3150 NEUBERGER BERMAN INC COM 641234109 120 3000 SH PUT DEFINED 08 3000 NEUROCRINE BIOSCIENCES INC COM 64125C109 3 54 SH DEFINED 01 54 NEUROCRINE BIOSCIENCES INC COM 64125C109 1019 20391 SH DEFINED 08 20391 NEUROCRINE BIOSCIENCES INC COM 64125C109 1748 35000 SH PUT DEFINED 08 35000 NEUROCRINE BIOSCIENCES INC COM 64125C109 30 600 SH DEFINED 17 600 NEW CENTURY FINANCIAL CORP COM 64352D101 637 14667 SH DEFINED 01 3867 10800 NEW CENTURY FINANCIAL CORP COM 64352D101 4782 110075 SH DEFINED 05 110075 NEW CENTURY FINANCIAL CORP COM 64352D101 214 4935 SH DEFINED 08 4935 NEW CENTURY FINANCIAL CORP COM 64352D101 1012 23292 SH DEFINED 17 23292 NEW ENGLAND BUSINESS SVC INC COM 643872104 221 7351 SH DEFINED 01 1011 6340 NEW ENGLAND BUSINESS SVC INC COM 643872104 6 210 SH OTHER 01 210 NEW ENGLAND BUSINESS SVC INC COM 643872104 1656 55185 SH DEFINED 05 55185 NEW ENGLAND BUSINESS SVC INC COM 643872104 3 100 SH DEFINED 08 100 NEW FOCUS INC COM 644383101 138 36828 SH DEFINED 08 36828 NEW JERSEY RES COM 646025106 440 12400 SH DEFINED 01 7595 4405 400 NEW JERSEY RES COM 646025106 115 3245 SH OTHER 01 3245 NEW JERSEY RES COM 646025106 4002 112725 SH DEFINED 05 112725 NEW JERSEY RES COM 646025106 7 200 SH DEFINED 08 200 NEW PLAN EXCEL RLTY TR INC COM 648053106 307 14386 SH DEFINED 01 14386 NEW PLAN EXCEL RLTY TR INC COM 648053106 760 35610 SH OTHER 01 9190 26420 NEW PLAN EXCEL RLTY TR INC COM 648053106 4085 191315 SH DEFINED 05 191315 NEW YORK CMNTY BANCORP INC COM 649445103 419 14415 SH DEFINED 01 14415 NEW YORK CMNTY BANCORP INC COM 649445103 413 14208 SH OTHER 01 13333 875 NEW YORK CMNTY BANCORP INC COM 649445103 8067 277305 SH DEFINED 05 277305 NEW YORK CMNTY BANCORP INC COM 649445103 266 9140 SH DEFINED 08 9140 NEW YORK CMNTY BANCORP INC COM 649445103 715 24570 SH DEFINED 17 24570 NEW YORK TIMES CO CL A 650111107 3455 75934 SH DEFINED 01 67234 8700 NEW YORK TIMES CO CL A 650111107 517 11370 SH OTHER 01 7115 4255 NEW YORK TIMES CO CL A 650111107 4371 96065 SH DEFINED 05 96065 NEW YORK TIMES CO CL A 650111107 77 1700 SH DEFINED 08 1700 NEW YORK TIMES CO CL A 650111107 133 2925 SH DEFINED 17 2925 NEW YORK TIMES CO CL A 650111107 7508 165000 SH OTHER 17 165000 NEWCASTLE INVT CORP COM 65105M108 664 33888 SH DEFINED 08 33888 NEWELL RUBBERMAID INC COM 651229106 2380 85005 SH DEFINED 01 53223 31782 NEWELL RUBBERMAID INC COM 651229106 6874 245510 SH OTHER 01 228757 16753 NEWELL RUBBERMAID INC COM 651229106 3707 132380 SH DEFINED 05 132380 NEWELL RUBBERMAID INC COM 651229106 3144 112288 SH DEFINED 08 112288 NEWELL RUBBERMAID INC COM 651229106 225 8018 SH DEFINED 17 8018 NEWFIELD EXPL CO COM 651290108 1364 36317 SH DEFINED 01 7317 29000 NEWFIELD EXPL CO COM 651290108 7 175 SH OTHER 01 175 NEWFIELD EXPL CO COM 651290108 9876 263000 SH DEFINED 05 263000 NEWFIELD EXPL CO COM 651290108 1581 42100 SH DEFINED 08 42100 NEWFIELD EXPL CO COM 651290108 26 700 SH DEFINED 17 700 NEWMONT MINING CORP COM 651639106 489 15065 SH DEFINED 01 14565 500 NEWMONT MINING CORP COM 651639106 881 27129 SH OTHER 01 12327 14802 NEWMONT MINING CORP COM 651639106 6348 195570 SH DEFINED 05 195570 NEWMONT MINING CORP COM 651639106 171 5280 SH DEFINED 08 5280 NEWMONT MINING CORP COM 651639106 970 29879 SH DEFINED 17 29879 NEWMONT MINING CORP COM 651639106 24345 750000 SH OTHER 17 750000 NEWMONT MINING CORP COM 651639106 4356 134200 SH PUT DEFINED 17 134200 NEWPORT CORP COM 651824104 73 4909 SH DEFINED 01 3949 960 NEWPORT CORP COM 651824104 15 1010 SH OTHER 01 960 50 NEWPORT CORP COM 651824104 1129 76183 SH DEFINED 05 76183 NEWPORT CORP COM 651824104 1 SH DEFINED 17 1 NEWS AMER INC NOTE 652482AZ3 1372 2500000 PRN DEFINED 17 2500000 NEWS CORP LTD ADR NEW 652487703 3039 100405 SH OTHER 100405 NEWS CORP LTD ADR NEW 652487703 16 520 SH DEFINED 01 520 NEWS CORP LTD ADR NEW 652487703 120 3950 SH OTHER 01 3950 NEWS CORP LTD ADR NEW 652487703 10 SH DEFINED 05 10 NEWS CORP LTD ADR NEW 652487703 24 800 SH DEFINED 08 800 NEWS CORP LTD ADR NEW 652487703 2 65 SH DEFINED 17 65 NEWS CORP LTD SP ADR PFD 652487802 205 8200 SH DEFINED 8200 NEWS CORP LTD SP ADR PFD 652487802 413 16500 SH CALL DEFINED 08 16500 NEXMED INC COM 652903105 834 200000 SH DEFINED 11 200000 NEXTEL COMMUNICATIONS INC NOTE 5.250% 65332VAY9 226 240000 PRN DEFINED 01 240000 NEXTEL COMMUNICATIONS INC NOTE 5.250% 65332VAY9 19 20000 PRN OTHER 01 20000 NEXTEL COMMUNICATIONS INC CL A 65332V103 3050 168800 SH DEFINED 168800 NEXTEL COMMUNICATIONS INC CL A 65332V103 1119 61906 SH OTHER 61906 NEXTEL COMMUNICATIONS INC CL A 65332V103 5301 293355 SH DEFINED 01 227220 66135 NEXTEL COMMUNICATIONS INC CL A 65332V103 1154 63864 SH OTHER 01 38426 25438 NEXTEL COMMUNICATIONS INC CL A 65332V103 17854 988034 SH DEFINED 05 988034 NEXTEL COMMUNICATIONS INC CL A 65332V103 5119 283290 SH DEFINED 08 283290 NEXTEL COMMUNICATIONS INC CL A 65332V103 174621 9663565 SH DEFINED 11 8367669 1295896 NEXTEL COMMUNICATIONS INC CL A 65332V103 3415 189000 SH DEFINED 17 189000 NEXTEL PARTNERS INC CL A 65333F107 7906 1077084 SH DEFINED 1077084 NEXEN INC COM 65334H102 3 120 SH OTHER 01 120 NEXEN INC COM 65334H102 258 10200 SH DEFINED 17 10200 NICE SYS LTD SPONSORED AD 653656108 269 17900 SH DEFINED 17 17900 NICOR INC COM 654086107 1874 50491 SH DEFINED 01 48791 1700 NICOR INC COM 654086107 1307 35229 SH OTHER 01 29286 5943 NICOR INC COM 654086107 788 21235 SH DEFINED 05 21235 NIKE INC CL B 654106103 2096 39179 SH DEFINED 01 37979 1200 NIKE INC CL B 654106103 1092 20415 SH OTHER 01 15700 4715 NIKE INC CL B 654106103 14421 269600 SH CALL DEFINED 01 269600 NIKE INC CL B 654106103 6783 126800 SH DEFINED 05 126800 NIKE INC CL B 654106103 340 6365 SH DEFINED 08 6365 NIKE INC CL B 654106103 6954 130000 SH CALL DEFINED 08 130000 NIKE INC CL B 654106103 9199 171973 SH DEFINED 17 171973 NIKE INC CL B 654106103 3691 69000 SH OTHER 17 69000 99 CENTS ONLY STORES COM 65440K106 69 1998 SH DEFINED 01 1998 99 CENTS ONLY STORES COM 65440K106 9 250 SH OTHER 01 250 99 CENTS ONLY STORES COM 65440K106 4788 139517 SH DEFINED 05 139517 99 CENTS ONLY STORES COM 65440K106 223 6500 SH DEFINED 08 6500 NIPPON TELEG & TEL CORP SPONSORED AD 654624105 55 2760 SH DEFINED 01 1863 897 NIPPON TELEG & TEL CORP SPONSORED AD 654624105 157 7920 SH OTHER 01 4232 3688 NIPPON TELEG & TEL CORP SPONSORED AD 654624105 1 30 SH DEFINED 05 30 NISOURCE INC COM 65473P105 4556 239766 SH DEFINED 01 204466 35300 NISOURCE INC COM 65473P105 948 49901 SH OTHER 01 36778 13123 NISOURCE INC COM 65473P105 4802 252715 SH DEFINED 05 252715 NISOURCE INC COM 65473P105 870 45800 SH DEFINED 08 45800 NISOURCE INC COM 65473P105 316 16652 SH DEFINED 17 16652 NISSAN MOTORS SPONSORED AD 654744408 27 1425 SH DEFINED 01 925 500 NISSAN MOTORS SPONSORED AD 654744408 59 3140 SH OTHER 01 3140 NISSAN MOTORS SPONSORED AD 654744408 139 7350 SH DEFINED 17 7350 NOKIA CORP SPONSORED AD 654902204 7816 475731 SH DEFINED 01 416014 59717 NOKIA CORP SPONSORED AD 654902204 6041 367686 SH OTHER 01 278054 89632 NOKIA CORP SPONSORED AD 654902204 1 35 SH DEFINED 05 35 NOKIA CORP SPONSORED AD 654902204 1790 108940 SH DEFINED 08 108940 NOKIA CORP SPONSORED AD 654902204 5759 350500 SH CALL DEFINED 08 350500 NOKIA CORP SPONSORED AD 654902204 135065 8220618 SH DEFINED 11 7716628 503990 NOKIA CORP SPONSORED AD 654902204 4782 291039 SH DEFINED 17 291039 NOKIA CORP SPONSORED AD 654902204 3661 222800 SH CALL DEFINED 17 222800 NOKIA CORP SPONSORED AD 654902204 3258 198300 SH PUT DEFINED 17 198300 NOBLE ENERGY INC COM 655044105 3 75 SH DEFINED 01 75 NOBLE ENERGY INC COM 655044105 4289 113458 SH DEFINED 05 113458 NORANDA INC COM 655422103 23 2400 SH DEFINED 01 2400 NORANDA INC COM 655422103 125 13100 SH DEFINED 17 13100 NORDSON CORP COM 655663102 1 50 SH DEFINED 01 50 NORDSON CORP COM 655663102 3 125 SH OTHER 01 125 NORDSON CORP COM 655663102 1627 66422 SH DEFINED 05 66422 NORDSON CORP COM 655663102 45 1830 SH DEFINED 08 1830 NORDSTROM INC COM 655664100 12246 627332 SH DEFINED 01 618732 8600 NORDSTROM INC COM 655664100 3666 187805 SH OTHER 01 168400 19405 NORDSTROM INC COM 655664100 7503 384365 SH DEFINED 05 384365 NORDSTROM INC COM 655664100 29 1500 SH DEFINED 08 1500 NORDSTROM INC COM 655664100 89 4535 SH DEFINED 17 4535 NORFOLK SOUTHERN CORP COM 655844108 11839 616599 SH DEFINED 01 593651 22948 NORFOLK SOUTHERN CORP COM 655844108 11076 576880 SH OTHER 01 417302 159578 NORFOLK SOUTHERN CORP COM 655844108 6134 319455 SH DEFINED 05 319455 NORFOLK SOUTHERN CORP COM 655844108 121 6300 SH DEFINED 08 6300 NORFOLK SOUTHERN CORP COM 655844108 69 3600 SH DEFINED 17 3600 NORTEL NETWORKS CORP NEW COM 656568102 460 170439 SH DEFINED 01 113276 57163 NORTEL NETWORKS CORP NEW COM 656568102 671 248493 SH OTHER 01 183796 64697 NORTEL NETWORKS CORP NEW COM 656568102 7341 2719061 SH DEFINED 05 2719061 NORTEL NETWORKS CORP NEW COM 656568102 344 127501 SH DEFINED 08 127501 NORTEL NETWORKS CORP NEW COM 656568102 3 1000 SH DEFINED 13 1000 NORTEL NETWORKS CORP NEW COM 656568102 346 128045 SH DEFINED 17 128045 NORTH FORK BANCORPORATION NY COM 659424105 1003 29435 SH DEFINED 01 26985 2450 NORTH FORK BANCORPORATION NY COM 659424105 118 3450 SH OTHER 01 3450 NORTH FORK BANCORPORATION NY COM 659424105 2639 77485 SH DEFINED 05 77485 NORTH FORK BANCORPORATION NY COM 659424105 249 7300 SH DEFINED 08 7300 NORTH FORK BANCORPORATION NY COM 659424105 255 7500 SH CALL DEFINED 08 7500 NORTH FORK BANCORPORATION NY COM 659424105 709 20825 SH DEFINED 17 20825 NORTHEAST UTILS COM 664397106 21 1260 SH DEFINED 01 1260 NORTHEAST UTILS COM 664397106 59 3554 SH OTHER 01 2626 928 NORTHEAST UTILS COM 664397106 4455 266150 SH DEFINED 05 266150 NORTHERN BORDER PARTNERS L P UNIT LTD PAR 664785102 525 12566 SH DEFINED 01 10478 2088 NORTHERN BORDER PARTNERS L P UNIT LTD PAR 664785102 1125 26956 SH OTHER 01 11938 15018 NORTHERN BORDER PARTNERS L P UNIT LTD PAR 664785102 1002 24000 SH DEFINED 08 24000 NORTHERN BORDER PARTNERS L P UNIT LTD PAR 664785102 33 800 SH DEFINED 13 800 NORTHERN BORDER PARTNERS L P UNIT LTD PAR 664785102 29 700 SH DEFINED 17 700 NORTHERN TR CORP COM 665859104 4077 98007 SH DEFINED 01 97107 900 NORTHERN TR CORP COM 665859104 6018 144662 SH OTHER 01 89190 55472 NORTHERN TR CORP COM 665859104 4444 106815 SH DEFINED 05 106815 NORTHERN TR CORP COM 665859104 1284 30875 SH DEFINED 08 30875 NORTHERN TR CORP COM 665859104 266 6399 SH DEFINED 17 6399 NORTHERN TR CORP COM 665859104 5375 129200 SH OTHER 17 129200 NORTHROP GRUMMAN CORP COM 666807102 4607 53391 SH DEFINED 01 40652 12739 NORTHROP GRUMMAN CORP COM 666807102 5532 64105 SH OTHER 01 22673 41432 NORTHROP GRUMMAN CORP COM 666807102 14892 172577 SH DEFINED 05 172577 NORTHROP GRUMMAN CORP COM 666807102 3089 35803 SH DEFINED 08 35803 NORTHROP GRUMMAN CORP COM 666807102 925 10723 SH DEFINED 17 10723 NORTHWEST AIRLS CORP CL A 667280101 12 1055 SH DEFINED 01 1055 NORTHWEST AIRLS CORP CL A 667280101 1 100 SH DEFINED 05 100 NORTHWEST AIRLS CORP CL A 667280101 1471 132400 SH DEFINED 08 132400 NORTHWEST AIRLS CORP CL A 667280101 138 12381 SH DEFINED 17 12381 NORTHWEST NAT GAS CO COM 667655104 311 11400 SH DEFINED 01 11400 NORTHWEST NAT GAS CO COM 667655104 449 16461 SH OTHER 01 2562 13899 NORTHWEST NAT GAS CO COM 667655104 3000 110090 SH DEFINED 05 110090 NORTHWEST NAT GAS CO COM 667655104 273 10000 SH DEFINED 17 10000 NORTHWESTERN CORP COM 668074107 293 146325 SH DEFINED 05 146325 NORTHWESTERN CORP COM 668074107 1 300 SH DEFINED 08 300 NOVARTIS A G SPONSORED AD 66987V109 133 3335 SH DEFINED 01 3035 300 NOVARTIS A G SPONSORED AD 66987V109 483 12136 SH OTHER 01 6320 5816 NOVARTIS A G SPONSORED AD 66987V109 1 30 SH DEFINED 05 30 NOVARTIS A G SPONSORED AD 66987V109 2389 60000 SH DEFINED 08 60000 NOVARTIS A G SPONSORED AD 66987V109 270 6783 SH DEFINED 17 6783 NOVASTAR FINL INC COM 669947400 24 400 SH DEFINED 01 400 NOVASTAR FINL INC COM 669947400 48 800 SH OTHER 01 800 NOVASTAR FINL INC COM 669947400 173 2900 SH DEFINED 17 2900 NUANCE COMMUNICATIONS INC COM 669967101 126 24624 SH DEFINED 24624 NUANCE COMMUNICATIONS INC COM 669967101 123 24000 SH DEFINED 01 24000 NUANCE COMMUNICATIONS INC COM 669967101 206 40100 SH DEFINED 08 40100 NOVELL INC COM 670006105 99 31692 SH DEFINED 01 31592 100 NOVELL INC COM 670006105 5 1700 SH OTHER 01 1700 NOVELL INC COM 670006105 537 172745 SH DEFINED 05 172745 NOVELL INC COM 670006105 131 42101 SH DEFINED 08 42101 NOVELL INC COM 670006105 106 34000 SH DEFINED 17 34000 NOVELLUS SYS INC COM 670008101 261 7110 SH DEFINED 01 7110 NOVELLUS SYS INC COM 670008101 87 2370 SH OTHER 01 1000 1370 NOVELLUS SYS INC COM 670008101 9418 256981 SH DEFINED 05 256981 NOVELLUS SYS INC COM 670008101 8066 220071 SH DEFINED 08 220071 NOVELLUS SYS INC COM 670008101 4545 124000 SH PUT DEFINED 08 124000 NOVEN PHARMACEUTICALS INC COM 670009109 11 1063 SH DEFINED 01 63 1000 NOVEN PHARMACEUTICALS INC COM 670009109 904 88325 SH DEFINED 05 88325 NOVO-NORDISK A S ADR 670100205 69 2000 SH DEFINED 01 2000 NOVO-NORDISK A S ADR 670100205 503 14500 SH OTHER 01 14500 NSTAR COM 67019E107 848 18611 SH DEFINED 01 18011 600 NSTAR COM 67019E107 239 5256 SH OTHER 01 3550 1706 NSTAR COM 67019E107 4759 104482 SH DEFINED 05 104482 NSTAR COM 67019E107 137 3000 SH DEFINED 08 3000 NSTAR COM 67019E107 77 1700 SH DEFINED 17 1700 NUCOR CORP COM 670346105 5050 103375 SH DEFINED 01 91465 11910 NUCOR CORP COM 670346105 2178 44587 SH OTHER 01 22627 21960 NUCOR CORP COM 670346105 21760 445443 SH DEFINED 05 445443 NUCOR CORP COM 670346105 3921 80265 SH DEFINED 08 80265 NUEVO ENERGY CO COM 670509108 337 19328 SH DEFINED 01 12228 7100 NUEVO ENERGY CO COM 670509108 1420 81375 SH DEFINED 05 81375 NUEVO ENERGY CO COM 670509108 40 2300 SH DEFINED 17 2300 NUVEEN INSD PREM INCOME MUN COM 6706D8104 229 15502 SH DEFINED 01 15502 NUVEEN INSD PREM INCOME MUN COM 6706D8104 16 1103 SH OTHER 01 369 734 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 117 8713 SH DEFINED 01 8713 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 740 54961 SH OTHER 01 49516 5445 NUVEEN MO PREM INCOME MUN FD SH BEN INT 67060Q108 1128 66375 SH DEFINED 01 66375 NUVEEN MO PREM INCOME MUN FD SH BEN INT 67060Q108 141 8318 SH OTHER 01 8318 NUVEEN INVT QUALITY MUN FD I COM 67062E103 243 15129 SH DEFINED 01 15129 NUVEEN INVT QUALITY MUN FD I COM 67062E103 105 6500 SH OTHER 01 3033 3467 NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 73 5100 SH DEFINED 01 5100 NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 100 7000 SH OTHER 01 7000 NUVEEN MUN ADVANTAGE FD INC COM 67062H106 356 22346 SH DEFINED 01 20946 1400 NUVEEN MUN ADVANTAGE FD INC COM 67062H106 359 22534 SH OTHER 01 13038 9496 NUVEEN MUN INCOME FD INC COM 67062J102 145 13400 SH DEFINED 01 13400 NUVEEN INSD QUALITY MUN FD I COM 67062N103 401 23603 SH DEFINED 01 14503 9100 NUVEEN INSD QUALITY MUN FD I COM 67062N103 196 11535 SH OTHER 01 9360 2175 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 453 29546 SH DEFINED 01 27846 1700 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 558 36359 SH OTHER 01 30721 5638 NUVEEN PREM INCOME MUN FD COM 67062T100 377 24833 SH DEFINED 01 24833 NUVEEN PREM INCOME MUN FD COM 67062T100 202 13302 SH OTHER 01 11302 2000 NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 378 25185 SH DEFINED 01 25185 NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 164 10934 SH OTHER 01 8434 2500 NUVEEN PREM INCOME MUN FD 2 COM 67063W102 104 6896 SH DEFINED 01 6896 NUVEEN PREM INCOME MUN FD 2 COM 67063W102 587 38894 SH OTHER 01 37600 1294 NUVEEN VA PREM INCOME MUN FD COM 67064R102 51 2913 SH DEFINED 01 2913 NUVEEN VA PREM INCOME MUN FD COM 67064R102 309 17613 SH OTHER 01 16506 1107 NVIDIA CORP COM 67066G104 198 8641 SH DEFINED 01 8641 NVIDIA CORP COM 67066G104 28 1230 SH OTHER 01 840 390 NVIDIA CORP COM 67066G104 1692 73870 SH DEFINED 05 73870 NVIDIA CORP COM 67066G104 2463 107500 SH CALL DEFINED 08 107500 NVIDIA CORP COM 67066G104 1 SH DEFINED 17 1 NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 388 25001 SH DEFINED 01 25001 NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 5 334 SH OTHER 01 334 NYFIX INC COM 670712108 690 109000 SH DEFINED 109000 NYFIX INC COM 670712108 11 1700 SH DEFINED 01 1700 NYFIX INC COM 670712108 766 120975 SH DEFINED 05 120975 NYFIX INC COM 670712108 1 200 SH DEFINED 08 200 NUVELO INC COM 67072M103 310 154764 SH DEFINED 08 154764 O CHARLEYS INC COM 670823103 149 6900 SH DEFINED 01 1500 5400 O CHARLEYS INC COM 670823103 1871 86850 SH DEFINED 05 86850 OGE ENERGY CORP COM 670837103 12656 592226 SH DEFINED 01 588418 3808 OGE ENERGY CORP COM 670837103 2755 128937 SH OTHER 01 38121 90816 OGE ENERGY CORP COM 670837103 3365 157458 SH DEFINED 05 157458 OGE ENERGY CORP COM 670837103 51 2400 SH DEFINED 17 2400 OM GROUP INC COM 670872100 130 8821 SH DEFINED 01 8821 OM GROUP INC COM 670872100 1623 110200 SH DEFINED 05 110200 OM GROUP INC COM 670872100 3535 240000 SH CALL DEFINED 08 240000 OM GROUP INC COM 670872100 2283 155000 SH PUT DEFINED 08 155000 NUVEEN MUN VALUE FD INC COM 670928100 627 66289 SH DEFINED 01 59623 6666 NUVEEN MUN VALUE FD INC COM 670928100 2798 295719 SH OTHER 01 274184 21535 NUVEEN FLA INVT QUALITY MUN COM 670970102 218 13000 SH DEFINED 01 13000 NUVEEN FLA INVT QUALITY MUN COM 670970102 329 19643 SH OTHER 01 10143 9500 NUVEEN SELECT QUALITY MUN FD COM 670973106 601 39025 SH DEFINED 01 39025 NUVEEN SELECT QUALITY MUN FD COM 670973106 216 14000 SH OTHER 01 14000 NUVEEN QUALITY INCOME MUN FD COM 670977107 1354 89246 SH DEFINED 01 89246 NUVEEN QUALITY INCOME MUN FD COM 670977107 672 44325 SH OTHER 01 26825 17500 NUVEEN TEX QUALITY INCOME MU COM 670983105 117 7664 SH DEFINED 01 7664 NUVEEN TEX QUALITY INCOME MU COM 670983105 274 17891 SH OTHER 01 6550 11341 NUVEEN INSD MUN OPPORTUNITY COM 670984103 790 48839 SH DEFINED 01 48839 NUVEEN INSD MUN OPPORTUNITY COM 670984103 188 11651 SH OTHER 01 7357 4294 NUVEEN CALIF QUALITY INCM MU COM 670985100 257 16000 SH OTHER 01 16000 NUVEEN PREMIER INSD MUN INCO COM 670987106 249 14994 SH DEFINED 01 14994 NUVEEN PREMIER INSD MUN INCO COM 670987106 115 6900 SH OTHER 01 3400 3500 NUVEEN INSD FLA PREM INCOME COM 67101V108 115 6680 SH DEFINED 01 6680 NUVEEN INSD FLA PREM INCOME COM 67101V108 506 29402 SH OTHER 01 21519 7883 OSI PHARMACEUTICALS INC NOTE 4.000% 671040AB9 1824 1806000 PRN DEFINED 17 1806000 OSI PHARMACEUTICALS INC COM 671040103 53 1634 SH DEFINED 01 1634 OSI PHARMACEUTICALS INC COM 671040103 82 2550 SH OTHER 01 2550 OSI PHARMACEUTICALS INC COM 671040103 743 23077 SH DEFINED 08 23077 OSI PHARMACEUTICALS INC COM 671040103 725 22500 SH CALL DEFINED 08 22500 OSI PHARMACEUTICALS INC COM 671040103 1275 39600 SH PUT DEFINED 17 39600 OSI SYSTEMS INC COM 671044105 345 22000 SH DEFINED 17 22000 OAK TECHNOLOGY INC COM 671802106 218 35350 SH DEFINED 01 33950 1400 OAK TECHNOLOGY INC COM 671802106 12 2000 SH OTHER 01 2000 OAK TECHNOLOGY INC COM 671802106 6778 1096704 SH DEFINED 05 1096704 OCCIDENTAL PETE CORP DEL COM 674599105 712 21208 SH OTHER 21208 OCCIDENTAL PETE CORP DEL COM 674599105 2830 84343 SH DEFINED 01 65443 18900 OCCIDENTAL PETE CORP DEL COM 674599105 1739 51821 SH OTHER 01 30069 21752 OCCIDENTAL PETE CORP DEL COM 674599105 20598 613951 SH DEFINED 05 613951 OCCIDENTAL PETE CORP DEL COM 674599105 67 2000 SH DEFINED 08 2000 OCCIDENTAL PETE CORP DEL COM 674599105 6710 200000 SH PUT DEFINED 08 200000 OCCIDENTAL PETE CORP DEL COM 674599105 295 8800 SH DEFINED 17 8800 OCCIDENTAL PETE CORP DEL COM 674599105 8518 253900 SH OTHER 17 253900 OCCIDENTAL PETE CORP DEL COM 674599105 6207 185000 SH CALL DEFINED 17 185000 OCEANEERING INTL INC COM 675232102 287 11244 SH DEFINED 01 3044 8200 OCEANEERING INTL INC COM 675232102 38 1475 SH OTHER 01 1475 OCEANEERING INTL INC COM 675232102 2731 106900 SH DEFINED 05 106900 OCEANEERING INTL INC COM 675232102 309 12100 SH DEFINED 17 12100 OCWEN FINL CORP COM 675746101 63 13895 SH OTHER 01 13895 ODETICS INC DEL CL A 676065204 27 40000 SH OTHER 01 40000 ODYSSEY RE HLDGS CORP DBCV 4.375% 67612WAB4 3390 2685000 PRN DEFINED 08 2685000 OFFICE DEPOT INC COM 676220106 299 20610 SH DEFINED 01 15839 4771 OFFICE DEPOT INC COM 676220106 1202 82837 SH OTHER 01 10463 2845 69529 OFFICE DEPOT INC COM 676220106 2172 149707 SH DEFINED 05 149707 OFFICE DEPOT INC COM 676220106 2174 149800 SH DEFINED 08 149800 OFFICE DEPOT INC COM 676220106 704 48500 SH DEFINED 17 48500 OFFSHORE LOGISTICS INC COM 676255102 422 19400 SH DEFINED 01 5300 14100 OFFSHORE LOGISTICS INC COM 676255102 2 75 SH OTHER 01 75 OFFSHORE LOGISTICS INC COM 676255102 2428 111625 SH DEFINED 05 111625 OHIO CAS CORP COM 677240103 381 28810 SH OTHER 01 12910 15900 OHIO CAS CORP COM 677240103 1585 119858 SH DEFINED 05 119858 OIL SVC HOLDRS TR DEPOSTRY RCP 678002106 43164 717600 SH DEFINED 08 717600 OIL SVC HOLDRS TR DEPOSTRY RCP 678002106 1203 20000 SH CALL DEFINED 08 20000 OIL SVC HOLDRS TR DEPOSTRY RCP 678002106 8421 140000 SH PUT DEFINED 08 140000 OLD NATL BANCORP IND COM 680033107 10 420 SH DEFINED 01 420 OLD NATL BANCORP IND COM 680033107 1453 63194 SH OTHER 01 63194 OLD NATL BANCORP IND COM 680033107 9 400 SH DEFINED 05 400 OLD REP INTL CORP COM 680223104 319 9306 SH DEFINED 01 9306 OLD REP INTL CORP COM 680223104 394 11500 SH OTHER 01 8275 3225 OLD REP INTL CORP COM 680223104 8185 238839 SH DEFINED 05 238839 OLD REP INTL CORP COM 680223104 564 16450 SH DEFINED 17 16450 OLIN CORP COM PAR $1 680665205 1260 73670 SH DEFINED 01 66350 7320 OLIN CORP COM PAR $1 680665205 14618 854880 SH OTHER 01 115298 739582 OLIN CORP COM PAR $1 680665205 1957 114440 SH DEFINED 05 114440 OMNICARE INC SDCV 5.000% 681904AD0 358 350000 PRN DEFINED 08 350000 OMNICARE INC COM 681904108 46 1376 SH DEFINED 01 1376 OMNICARE INC COM 681904108 12 350 SH OTHER 01 350 OMNICARE INC COM 681904108 6709 198536 SH DEFINED 05 198536 OMNICARE INC COM 681904108 41 1200 SH DEFINED 17 1200 OMNICOM GROUP INC NOTE 681919AM8 1493 1500000 PRN DEFINED 08 1500000 OMNICOM GROUP INC NOTE 681919AM8 3697 3716000 PRN DEFINED 17 3716000 OMNICOM GROUP INC COM 681919106 3673 51231 SH DEFINED 01 50231 1000 OMNICOM GROUP INC COM 681919106 2776 38716 SH OTHER 01 25857 12859 OMNICOM GROUP INC COM 681919106 6534 91130 SH DEFINED 05 91130 OMNICOM GROUP INC COM 681919106 186 2600 SH DEFINED 08 2600 OMNICOM GROUP INC COM 681919106 5098 71100 SH CALL DEFINED 08 71100 OMNICOM GROUP INC COM 681919106 18879 263300 SH PUT DEFINED 08 263300 OMNICOM GROUP INC COM 681919106 35972 501700 SH OTHER 17 501700 OMNICOM GROUP INC COM 681919106 1577 22000 SH CALL DEFINED 17 22000 OMNICOM GROUP INC COM 681919106 12612 175900 SH PUT DEFINED 17 175900 1-800 CONTACTS INC COM 681977104 3938 160000 SH OTHER 17 160000 OMNIVISION TECHNOLOGIES INC COM 682128103 2 73 SH DEFINED 01 73 OMNIVISION TECHNOLOGIES INC COM 682128103 3891 125000 SH CALL DEFINED 08 125000 OMNOVA SOLUTIONS INC COM 682129101 627 155200 SH DEFINED 05 155200 ON ASSIGNMENT INC COM 682159108 76 SH DEFINED 01 76 ON ASSIGNMENT INC COM 682159108 1 180 SH OTHER 01 180 ON ASSIGNMENT INC COM 682159108 398 98550 SH DEFINED 05 98550 ON ASSIGNMENT INC COM 682159108 100 SH DEFINED 08 100 ONEOK INC NEW COM 682680103 305 15562 SH DEFINED 01 15562 ONEOK INC NEW COM 682680103 16 825 SH OTHER 01 825 ONEOK INC NEW COM 682680103 2894 147404 SH DEFINED 05 147404 ONEOK INC NEW COM 682680103 214 10900 SH DEFINED 17 10900 ONYX SOFTWARE CORP COM 683402101 89 90793 SH DEFINED 90793 ONYX SOFTWARE CORP COM 683402101 190 SH DEFINED 01 190 ONYX SOFTWARE CORP COM 683402101 1 540 SH OTHER 01 540 OPENWAVE SYS INC COM 683718100 42 21061 SH DEFINED 21061 OPENWAVE SYS INC COM 683718100 317 158428 SH DEFINED 01 157528 900 OPENWAVE SYS INC COM 683718100 108 54185 SH OTHER 01 36635 17550 OPENWAVE SYS INC COM 683718100 31 15576 SH DEFINED 08 15576 OPENWAVE SYS INC COM 683718100 1 460 SH DEFINED 13 460 OPLINK COMMUNICATIONS INC COM 68375Q106 1 400 SH DEFINED 08 400 OPLINK COMMUNICATIONS INC COM 68375Q106 632 355000 SH DEFINED 17 355000 ORACLE CORP COM 68389X105 972 80950 SH OTHER 80950 ORACLE CORP COM 68389X105 34346 2859825 SH DEFINED 01 2379109 480716 ORACLE CORP COM 68389X105 18372 1529697 SH OTHER 01 1009838 519859 ORACLE CORP COM 68389X105 43315 3606555 SH DEFINED 05 3606555 ORACLE CORP COM 68389X105 8731 726943 SH DEFINED 08 726943 ORACLE CORP COM 68389X105 601 50000 SH PUT DEFINED 08 50000 ORACLE CORP COM 68389X105 153980 12820951 SH DEFINED 11 10879599 1941352 ORACLE CORP COM 68389X105 2864 238483 SH DEFINED 17 238483 OPPENHEIMER MULTI-SECTOR INC SH BEN INT 683933105 48 5902 SH DEFINED 01 5902 OPPENHEIMER MULTI-SECTOR INC SH BEN INT 683933105 177 21605 SH OTHER 01 11200 10405 ORASURE TECHNOLOGIES INC COM 68554V108 1 78 SH DEFINED 01 78 ORASURE TECHNOLOGIES INC COM 68554V108 821 107500 SH DEFINED 08 107500 ORASURE TECHNOLOGIES INC COM 68554V108 4 500 SH DEFINED 17 500 O REILLY AUTOMOTIVE INC COM 686091109 6157 183951 SH DEFINED 01 168930 15021 O REILLY AUTOMOTIVE INC COM 686091109 290 8675 SH OTHER 01 5950 2725 O REILLY AUTOMOTIVE INC COM 686091109 7054 210750 SH DEFINED 05 210750 O REILLY AUTOMOTIVE INC COM 686091109 13 400 SH DEFINED 08 400 ORTHODONTIC CTRS AMER INC COM 68750P103 349 43612 SH DEFINED 01 16999 26613 ORTHODONTIC CTRS AMER INC COM 68750P103 104 13025 SH OTHER 01 4715 8310 ORTHODONTIC CTRS AMER INC COM 68750P103 5999 748983 SH DEFINED 05 748983 ORTHODONTIC CTRS AMER INC COM 68750P103 38 4700 SH DEFINED 17 4700 OSHKOSH B GOSH INC CL A 688222207 253 9400 SH DEFINED 01 5625 3775 OSHKOSH B GOSH INC CL A 688222207 98 3625 SH OTHER 01 3625 OSHKOSH B GOSH INC CL A 688222207 1576 58500 SH DEFINED 05 58500 OSHKOSH B GOSH INC CL A 688222207 3 100 SH DEFINED 08 100 OSHKOSH TRUCK CORP COM 688239201 617 10403 SH DEFINED 01 2503 7900 OSHKOSH TRUCK CORP COM 688239201 21 350 SH OTHER 01 350 OSHKOSH TRUCK CORP COM 688239201 4717 79525 SH DEFINED 05 79525 OSHKOSH TRUCK CORP COM 688239201 6 100 SH DEFINED 08 100 OSTEOTECH INC COM 688582105 75 5500 SH DEFINED 01 1400 4100 OSTEOTECH INC COM 688582105 25 SH OTHER 01 25 OSTEOTECH INC COM 688582105 994 73125 SH DEFINED 05 73125 OTTER TAIL CORP COM 689648103 27 1000 SH DEFINED 01 1000 OTTER TAIL CORP COM 689648103 194 7194 SH OTHER 01 5994 1200 OTTER TAIL CORP COM 689648103 2 60 SH DEFINED 05 60 OTTER TAIL CORP COM 689648103 27 1000 SH DEFINED 17 1000 OUTBACK STEAKHOUSE INC COM 689899102 278 7125 SH DEFINED 01 7125 OUTBACK STEAKHOUSE INC COM 689899102 41 1050 SH OTHER 01 300 750 OUTBACK STEAKHOUSE INC COM 689899102 5815 149102 SH DEFINED 05 149102 OUTBACK STEAKHOUSE INC COM 689899102 149 3820 SH DEFINED 08 3820 OUTBACK STEAKHOUSE INC COM 689899102 100 2575 SH DEFINED 17 2575 OVERSEAS SHIPHOLDING GROUP I COM 690368105 2 100 SH DEFINED 01 100 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1496 67952 SH DEFINED 05 67952 OVERSTOCK COM INC DEL COM 690370101 518 35600 SH DEFINED 17 35600 OVERTURE SVCS INC COM 69039R100 24 1335 SH DEFINED 01 1335 OVERTURE SVCS INC COM 69039R100 27 SH OTHER 01 27 OVERTURE SVCS INC COM 69039R100 2275 125500 SH DEFINED 05 125500 OVERTURE SVCS INC COM 69039R100 71 3930 SH DEFINED 08 3930 OVERTURE SVCS INC COM 69039R100 426 23500 SH PUT DEFINED 08 23500 OVERTURE SVCS INC COM 69039R100 907 50000 SH CALL DEFINED 17 50000 OWENS & MINOR INC NEW COM 690732102 327 14614 SH DEFINED 01 14614 OWENS & MINOR INC NEW COM 690732102 116 5201 SH OTHER 01 5201 OWENS & MINOR INC NEW COM 690732102 2918 130550 SH DEFINED 05 130550 OWENS & MINOR INC NEW COM 690732102 2 100 SH DEFINED 08 100 OWENS & MINOR INC NEW COM 690732102 38 1700 SH DEFINED 17 1700 OWENS ILL INC COM NEW 690768403 1488 108050 SH DEFINED 01 108050 OWENS ILL INC COM NEW 690768403 14 1000 SH DEFINED 05 1000 OWENS ILL INC COM NEW 690768403 6128 445000 SH DEFINED 08 445000 OWENS ILL INC COM NEW 690768403 410 29800 SH DEFINED 17 29800 OWOSSO CORP COM 691217103 13 25000 SH DEFINED 01 25000 OXFORD HEALTH PLANS INC COM 691471106 384 9138 SH DEFINED 01 9138 OXFORD HEALTH PLANS INC COM 691471106 49 1175 SH OTHER 01 1175 OXFORD HEALTH PLANS INC COM 691471106 6930 164887 SH DEFINED 05 164887 OXFORD HEALTH PLANS INC COM 691471106 203 4840 SH DEFINED 08 4840 OXFORD HEALTH PLANS INC COM 691471106 2215 52700 SH CALL DEFINED 08 52700 OXFORD HEALTH PLANS INC COM 691471106 1194 28400 SH PUT DEFINED 08 28400 OXFORD HEALTH PLANS INC COM 691471106 437 10400 SH DEFINED 17 10400 OXFORD INDS INC COM 691497309 62 1500 SH DEFINED 01 1500 OXFORD INDS INC COM 691497309 657 15832 SH OTHER 01 14332 1500 OXFORD INDS INC COM 691497309 1386 33375 SH DEFINED 05 33375 PC-TEL INC COM 69325Q105 2 200 SH DEFINED 01 200 PC-TEL INC COM 69325Q105 1 125 SH OTHER 01 125 PC-TEL INC COM 69325Q105 903 76225 SH DEFINED 05 76225 PC-TEL INC COM 69325Q105 7 617 SH DEFINED 08 617 PC-TEL INC COM 69325Q105 175 14800 SH DEFINED 17 14800 PDF SOLUTIONS INC COM 693282105 72 6152 SH DEFINED 6152 PDF SOLUTIONS INC COM 693282105 368 31451 SH DEFINED 08 31451 PG&E CORP COM 69331C108 10262 485200 SH OTHER 485200 PG&E CORP COM 69331C108 2833 133937 SH DEFINED 01 133937 PG&E CORP COM 69331C108 375 17751 SH OTHER 01 8082 9669 PG&E CORP COM 69331C108 4210 199042 SH DEFINED 05 199042 PG&E CORP COM 69331C108 68 3222 SH DEFINED 08 3222 PG&E CORP COM 69331C108 962 45500 SH CALL DEFINED 08 45500 PG&E CORP COM 69331C108 313 14784 SH DEFINED 17 14784 P F CHANGS CHINA BISTRO INC COM 69333Y108 425 8644 SH DEFINED 01 3044 5600 P F CHANGS CHINA BISTRO INC COM 69333Y108 54 1100 SH OTHER 01 1100 P F CHANGS CHINA BISTRO INC COM 69333Y108 5329 108300 SH DEFINED 05 108300 P F CHANGS CHINA BISTRO INC COM 69333Y108 10 200 SH DEFINED 08 200 P F CHANGS CHINA BISTRO INC COM 69333Y108 394 8000 SH PUT DEFINED 08 8000 PMA CAP CORP DBCV 4.250% 693419AA1 2012 1951000 PRN DEFINED 08 1951000 PMC-SIERRA INC COM 69344F106 442 37593 SH DEFINED 37593 PMC-SIERRA INC COM 69344F106 114 9704 SH DEFINED 01 9304 400 PMC-SIERRA INC COM 69344F106 22 1909 SH OTHER 01 1749 160 PMC-SIERRA INC COM 69344F106 916 77885 SH DEFINED 05 77885 PMC-SIERRA INC COM 69344F106 62 5241 SH DEFINED 08 5241 PMC-SIERRA INC COM 69344F106 24 2000 SH CALL DEFINED 08 2000 PMI GROUP INC COM 69344M101 907 33787 SH OTHER 33787 PMI GROUP INC COM 69344M101 507 18886 SH DEFINED 01 18886 PMI GROUP INC COM 69344M101 2 75 SH OTHER 01 75 PMI GROUP INC COM 69344M101 9345 348176 SH DEFINED 05 348176 PMI GROUP INC COM 69344M101 8 300 SH DEFINED 08 300 PMI GROUP INC COM 69344M101 43 1600 SH DEFINED 17 1600 PNC FINL SVCS GROUP INC COM 693475105 677 13880 SH OTHER 13880 PNC FINL SVCS GROUP INC COM 693475105 3631 74381 SH DEFINED 01 72851 1530 PNC FINL SVCS GROUP INC COM 693475105 3741 76634 SH OTHER 01 30975 45659 PNC FINL SVCS GROUP INC COM 693475105 8199 167985 SH DEFINED 05 167985 PNC FINL SVCS GROUP INC COM 693475105 1855 38000 SH DEFINED 08 38000 PNC FINL SVCS GROUP INC COM 693475105 49 1000 SH PUT DEFINED 08 1000 PNC FINL SVCS GROUP INC COM 693475105 181 3700 SH DEFINED 17 3700 POSCO SPONSORED AD 693483109 621 23700 SH OTHER 23700 POSCO SPONSORED AD 693483109 23 870 SH OTHER 01 470 400 PNM RES INC COM 69349H107 69 2562 SH DEFINED 01 2562 PNM RES INC COM 69349H107 440 16462 SH OTHER 01 13250 3212 PNM RES INC COM 69349H107 2061 77052 SH DEFINED 05 77052 PPG INDS INC COM 693506107 13654 269095 SH DEFINED 01 223895 45200 PPG INDS INC COM 693506107 3995 78744 SH OTHER 01 54989 23755 PPG INDS INC COM 693506107 27794 547782 SH DEFINED 05 547782 PPG INDS INC COM 693506107 86 1700 SH DEFINED 08 1700 PPL CORP COM 69351T106 3072 71448 SH DEFINED 01 49423 22025 PPL CORP COM 69351T106 1046 24323 SH OTHER 01 9813 14510 PPL CORP COM 69351T106 5857 136212 SH DEFINED 05 136212 PPL CORP COM 69351T106 176 4100 SH DEFINED 17 4100 PPL CORP COM 69351T106 4326 100600 SH OTHER 17 100600 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 267 45100 SH DEFINED 01 10500 34600 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 1752 296525 SH DEFINED 05 296525 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 166 28100 SH DEFINED 08 28100 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 316 53400 SH DEFINED 17 53400 PSS WORLD MED INC COM 69366A100 4 688 SH DEFINED 01 688 PSS WORLD MED INC COM 69366A100 201 35165 SH DEFINED 08 35165 PACCAR INC COM 693718108 371226 5479353 SH DEFINED 01 5272242 207111 PACCAR INC COM 693718108 12121 178915 SH OTHER 01 173987 4928 PACCAR INC COM 693718108 4353 64257 SH DEFINED 05 64257 PACCAR INC COM 693718108 75 1100 SH DEFINED 17 1100 PACIFIC CAP BANCORP NEW COM 69404P101 805 23036 SH DEFINED 01 23036 PACIFIC CAP BANCORP NEW COM 69404P101 675 19316 SH OTHER 01 18666 650 PACIFIC CAP BANCORP NEW COM 69404P101 252 7200 SH DEFINED 17 7200 PACIFIC NORTHWEST BANCORP COM 69466M103 122 3520 SH DEFINED 01 3520 PACIFIC NORTHWEST BANCORP COM 69466M103 2096 60313 SH DEFINED 17 60313 PACIFIC SUNWEAR CALIF INC COM 694873100 449 18643 SH DEFINED 01 4343 14300 PACIFIC SUNWEAR CALIF INC COM 694873100 4 175 SH OTHER 01 175 PACIFIC SUNWEAR CALIF INC COM 694873100 5238 217512 SH DEFINED 05 217512 PACIFIC SUNWEAR CALIF INC COM 694873100 2572 106797 SH DEFINED 08 106797 PACIFIC SUNWEAR CALIF INC COM 694873100 158 6575 SH DEFINED 17 6575 PACIFICARE HEALTH SYS DEL DBCV 3.000% 695112AG7 781 560000 PRN DEFINED 17 560000 PACIFICARE HEALTH SYS DEL COM 695112102 37 750 SH DEFINED 01 750 PACIFICARE HEALTH SYS DEL COM 695112102 6 125 SH OTHER 01 125 PACIFICARE HEALTH SYS DEL COM 695112102 3601 72995 SH DEFINED 05 72995 PACIFICARE HEALTH SYS DEL COM 695112102 1727 35000 SH CALL DEFINED 08 35000 PACIFICARE HEALTH SYS DEL COM 695112102 3340 67700 SH PUT DEFINED 17 67700 PACKAGING CORP AMER COM 695156109 9 514 SH DEFINED 01 514 PACKAGING CORP AMER COM 695156109 7 375 SH OTHER 01 375 PACKAGING CORP AMER COM 695156109 3801 206219 SH DEFINED 05 206219 PACKAGING CORP AMER COM 695156109 12 630 SH DEFINED 08 630 PACKAGING CORP AMER COM 695156109 169 9177 SH DEFINED 17 9177 PACTIV CORP COM 695257105 704 35694 SH DEFINED 01 26994 8700 PACTIV CORP COM 695257105 318 16148 SH OTHER 01 3458 12690 PACTIV CORP COM 695257105 2166 109870 SH DEFINED 05 109870 PACTIV CORP COM 695257105 32 1600 SH DEFINED 08 1600 PACTIV CORP COM 695257105 187 9500 SH DEFINED 17 9500 PALL CORP COM 696429307 231 10281 SH DEFINED 01 10281 PALL CORP COM 696429307 578 25688 SH OTHER 01 5384 20304 PALL CORP COM 696429307 1331 59140 SH DEFINED 05 59140 PALL CORP COM 696429307 51 2272 SH DEFINED 08 2272 PALM INC COM NEW 696642206 201 12500 SH DEFINED 08 12500 PALM INC COM NEW 696642206 288 17911 SH DEFINED 17 17911 PAN AMERICAN SILVER CORP COM 697900108 2 350 SH DEFINED 01 350 PAN AMERICAN SILVER CORP COM 697900108 14 2000 SH DEFINED 08 2000 PAN AMERICAN SILVER CORP COM 697900108 73 10400 SH DEFINED 17 10400 PANERA BREAD CO CL A 69840W108 506 12650 SH DEFINED 01 2950 9500 200 PANERA BREAD CO CL A 69840W108 20 500 SH OTHER 01 500 PANERA BREAD CO CL A 69840W108 5224 130600 SH DEFINED 05 130600 PANERA BREAD CO CL A 69840W108 88 2200 SH DEFINED 08 2200 PANERA BREAD CO CL A 69840W108 426 10662 SH DEFINED 11 10662 PANERA BREAD CO CL A 69840W108 92 2300 SH DEFINED 17 2300 PAPA JOHNS INTL INC COM 698813102 290 10312 SH DEFINED 01 2712 7600 PAPA JOHNS INTL INC COM 698813102 2347 83550 SH DEFINED 05 83550 PAPA JOHNS INTL INC COM 698813102 67 2370 SH DEFINED 08 2370 PARALLEL PETE CORP DEL COM 699157103 76 20000 SH DEFINED 01 20000 PARAMETRIC TECHNOLOGY CORP COM 699173100 47 15495 SH DEFINED 01 15495 PARAMETRIC TECHNOLOGY CORP COM 699173100 2 800 SH OTHER 01 800 PARAMETRIC TECHNOLOGY CORP COM 699173100 361 119400 SH DEFINED 05 119400 PARAMETRIC TECHNOLOGY CORP COM 699173100 91 29972 SH DEFINED 08 29972 PAREXEL INTL CORP COM 699462107 100 7200 SH DEFINED 01 1700 5500 PAREXEL INTL CORP COM 699462107 1513 108450 SH DEFINED 05 108450 PARK ELECTROCHEMICAL CORP COM 700416209 237 11900 SH DEFINED 01 592 11308 PARK ELECTROCHEMICAL CORP COM 700416209 4 192 SH OTHER 01 192 PARK ELECTROCHEMICAL CORP COM 700416209 1773 88875 SH DEFINED 05 88875 PARK NATL CORP COM 700658107 194 1697 SH DEFINED 01 1697 PARK NATL CORP COM 700658107 11 100 SH DEFINED 05 100 PARK NATL CORP COM 700658107 126 1100 SH DEFINED 17 1100 PARK PL ENTMT CORP COM 700690100 652 71747 SH DEFINED 01 70047 1700 PARK PL ENTMT CORP COM 700690100 82 9017 SH OTHER 01 3300 5717 PARK PL ENTMT CORP COM 700690100 9647 1061237 SH DEFINED 05 1061237 PARK PL ENTMT CORP COM 700690100 130 14250 SH DEFINED 17 14250 PARKER DRILLING CO COM 701081101 2 700 SH DEFINED 01 700 PARKER DRILLING CO COM 701081101 29 10000 SH OTHER 01 10000 PARKER DRILLING CO COM 701081101 1 300 SH DEFINED 08 300 PARKER HANNIFIN CORP COM 701094104 3489 83087 SH DEFINED 01 72412 10675 PARKER HANNIFIN CORP COM 701094104 693 16505 SH OTHER 01 9180 7325 PARKER HANNIFIN CORP COM 701094104 4138 98545 SH DEFINED 05 98545 PARKER HANNIFIN CORP COM 701094104 80 1900 SH DEFINED 08 1900 PARKER HANNIFIN CORP COM 701094104 7663 182500 SH CALL DEFINED 08 182500 PARKER HANNIFIN CORP COM 701094104 588 14000 SH PUT DEFINED 08 14000 PARKWAY PPTYS INC COM 70159Q104 336 8000 SH DEFINED 01 8000 PATINA OIL & GAS CORP COM 703224105 433 13469 SH DEFINED 01 5344 8125 PATINA OIL & GAS CORP COM 703224105 4 125 SH OTHER 01 125 PATINA OIL & GAS CORP COM 703224105 4671 145293 SH DEFINED 05 145293 PATINA OIL & GAS CORP COM 703224105 8 250 SH DEFINED 08 250 PATTERSON DENTAL CO COM 703412106 2691 59279 SH DEFINED 01 57479 1800 PATTERSON DENTAL CO COM 703412106 10 225 SH OTHER 01 225 PATTERSON DENTAL CO COM 703412106 6097 134292 SH DEFINED 05 134292 PATTERSON DENTAL CO COM 703412106 58 1275 SH DEFINED 08 1275 PATTERSON DENTAL CO COM 703412106 200 4400 SH DEFINED 17 4400 PATTERSON UTI ENERGY INC COM 703481101 1037 32035 SH DEFINED 01 31640 395 PATTERSON UTI ENERGY INC COM 703481101 17 520 SH OTHER 01 520 PATTERSON UTI ENERGY INC COM 703481101 11818 365097 SH DEFINED 05 365097 PATTERSON UTI ENERGY INC COM 703481101 4800 148283 SH DEFINED 08 148283 PATTERSON UTI ENERGY INC COM 703481101 3723 115000 SH CALL DEFINED 08 115000 PATTERSON UTI ENERGY INC COM 703481101 256 7900 SH DEFINED 17 7900 PATTERSON UTI ENERGY INC COM 703481101 88 2731 SH OTHER 17 2731 PAXAR CORP COM 704227107 241 21900 SH DEFINED 01 3812 18088 PAXAR CORP COM 704227107 113 10237 SH OTHER 01 10237 PAXAR CORP COM 704227107 2002 182025 SH DEFINED 05 182025 PAXAR CORP COM 704227107 23 2100 SH DEFINED 08 2100 PAXAR CORP COM 704227107 82 7480 SH DEFINED 17 7480 PAYCHEX INC COM 704326107 1803 61333 SH DEFINED 01 59883 1450 PAYCHEX INC COM 704326107 1022 34778 SH OTHER 01 23148 11630 PAYCHEX INC COM 704326107 5061 172200 SH DEFINED 05 172200 PAYCHEX INC COM 704326107 9 300 SH DEFINED 08 300 PAYCHEX INC COM 704326107 92 3117 SH DEFINED 17 3117 PAYLESS SHOESOURCE INC COM 704379106 194 15521 SH DEFINED 01 9671 5850 PAYLESS SHOESOURCE INC COM 704379106 938 75033 SH OTHER 01 29250 45783 PAYLESS SHOESOURCE INC COM 704379106 1674 133921 SH DEFINED 05 133921 PAYLESS SHOESOURCE INC COM 704379106 1125 90000 SH CALL DEFINED 08 90000 PAYLESS SHOESOURCE INC COM 704379106 73 5800 SH DEFINED 17 5800 PEABODY ENERGY CORP COM 704549104 33 975 SH DEFINED 01 975 PEABODY ENERGY CORP COM 704549104 2 50 SH OTHER 01 50 PEABODY ENERGY CORP COM 704549104 3477 103505 SH DEFINED 05 103505 PEABODY ENERGY CORP COM 704549104 27 800 SH DEFINED 17 800 PEAPACK-GLADSTONE FINL CORP COM 704699107 1235 38546 SH OTHER 01 38546 PEC SOLUTIONS INC COM 705107100 8 500 SH DEFINED 01 500 PEC SOLUTIONS INC COM 705107100 176 10950 SH DEFINED 17 10950 PEDIATRIX MED GROUP COM 705324101 552 15475 SH DEFINED 01 5125 1075 9275 PEDIATRIX MED GROUP COM 705324101 233 6525 SH OTHER 01 6525 PEDIATRIX MED GROUP COM 705324101 3695 103650 SH DEFINED 05 103650 PEDIATRIX MED GROUP COM 705324101 147 4132 SH DEFINED 17 4132 PEGASUS SOLUTIONS INC COM 705906105 316 19422 SH DEFINED 01 12072 7350 PEGASUS SOLUTIONS INC COM 705906105 7650 469622 SH DEFINED 05 469622 PENFORD CORP COM 707051108 23 2100 SH DEFINED 01 2100 PENFORD CORP COM 707051108 94 8429 SH OTHER 01 900 1400 6129 PENFORD CORP COM 707051108 399 35700 SH DEFINED 05 35700 PENFORD CORP COM 707051108 36 3200 SH DEFINED 17 3200 PENN ENGR & MFG CORP CL A 707389102 1475 121487 SH OTHER 01 121487 PENN ENGR & MFG CORP COM NON VTG 707389300 7354 538738 SH OTHER 01 538738 PENN NATL GAMING INC COM 707569109 345 16803 SH DEFINED 17 16803 PENN VA RESOURCES PARTNERS L COM 707884102 307 10500 SH OTHER 01 10000 500 PENNEY J C INC COM 708160106 3608 214132 SH DEFINED 01 132778 81354 PENNEY J C INC COM 708160106 1881 111631 SH OTHER 01 44043 67588 PENNEY J C INC COM 708160106 4590 272410 SH DEFINED 05 272410 PENNEY J C INC COM 708160106 209 12400 SH DEFINED 08 12400 PENNEY J C INC COM 708160106 2022 120000 SH CALL DEFINED 08 120000 PENNEY J C INC COM 708160106 379 22500 SH PUT DEFINED 08 22500 PENNEY J C INC COM 708160106 892 52938 SH DEFINED 17 52938 PENNEY J C INC COM 708160106 1685 100000 SH CALL DEFINED 17 100000 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 288 9600 SH DEFINED 01 9600 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 18 600 SH OTHER 01 600 PENTAIR INC COM 709631105 557 14260 SH OTHER 14260 PENTAIR INC COM 709631105 224 5735 SH DEFINED 01 5335 400 PENTAIR INC COM 709631105 62 1578 SH OTHER 01 1578 PENTAIR INC COM 709631105 10366 265380 SH DEFINED 05 265380 PENTAIR INC COM 709631105 23 600 SH DEFINED 17 600 PENTON MEDIA INC COM 709668107 7 12400 SH DEFINED 01 12400 PEOPLES ENERGY CORP COM 711030106 1135 26462 SH DEFINED 01 26462 PEOPLES ENERGY CORP COM 711030106 776 18085 SH OTHER 01 15473 2612 PEOPLES ENERGY CORP COM 711030106 740 17255 SH DEFINED 05 17255 PEOPLESOFT INC COM 712713106 1558 88722 SH DEFINED 01 70222 18500 PEOPLESOFT INC COM 712713106 86 4885 SH OTHER 01 850 4035 PEOPLESOFT INC COM 712713106 1054 60000 SH PUT DEFINED 01 60000 PEOPLESOFT INC COM 712713106 5153 293430 SH DEFINED 05 293430 PEOPLESOFT INC COM 712713106 3983 226800 SH CALL DEFINED 08 226800 PEOPLESOFT INC COM 712713106 1242 70720 SH DEFINED 17 70720 PEP BOYS MANNY MOE & JACK COM 713278109 158 11666 SH DEFINED 01 2200 9466 PEP BOYS MANNY MOE & JACK COM 713278109 7 509 SH OTHER 01 509 PEP BOYS MANNY MOE & JACK COM 713278109 3026 224000 SH DEFINED 05 224000 PEP BOYS MANNY MOE & JACK COM 713278109 18 1327 SH DEFINED 13 1327 PEP BOYS MANNY MOE & JACK COM 713278109 351 26000 SH DEFINED 17 26000 PEPCO HOLDINGS INC COM 713291102 461 24047 SH DEFINED 01 24047 PEPCO HOLDINGS INC COM 713291102 6558 342278 SH DEFINED 05 342278 PEPCO HOLDINGS INC COM 713291102 1 54 SH DEFINED 08 54 PEPSI BOTTLING GROUP INC COM 713409100 464 23194 SH DEFINED 01 20494 2700 PEPSI BOTTLING GROUP INC COM 713409100 6 300 SH OTHER 01 300 PEPSI BOTTLING GROUP INC COM 713409100 8962 447654 SH DEFINED 05 447654 PEPSI BOTTLING GROUP INC COM 713409100 5 229 SH DEFINED 08 229 PEPSI BOTTLING GROUP INC COM 713409100 56 2800 SH DEFINED 17 2800 PEPSIAMERICAS INC COM 71343P200 126 10008 SH DEFINED 01 10008 PEPSIAMERICAS INC COM 71343P200 135 10780 SH OTHER 01 10280 500 PEPSIAMERICAS INC COM 71343P200 3565 283828 SH DEFINED 05 283828 PEPSICO INC COM 713448108 1800 40457 SH OTHER 40457 PEPSICO INC COM 713448108 916262 20590147 SH DEFINED 01 20284506 305641 PEPSICO INC COM 713448108 202291 4545863 SH OTHER 01 2171502 2374361 PEPSICO INC COM 713448108 63568 1428486 SH DEFINED 05 1428486 PEPSICO INC COM 713448108 829 18640 SH DEFINED 08 18640 PEPSICO INC COM 713448108 5144 115600 SH CALL DEFINED 08 115600 PEPSICO INC COM 713448108 60 1345 SH DEFINED 13 1345 PEPSICO INC COM 713448108 111 2500 SH DEFINED 17 2500 PEPSICO INC COM 713448108 1780 40000 SH CALL DEFINED 17 40000 PEPSICO INC COM 713448108 1780 40000 SH PUT DEFINED 17 40000 PER-SE TECHNOLOGIES INC COM NEW 713569309 4098 369212 SH DEFINED 01 369212 PER-SE TECHNOLOGIES INC COM NEW 713569309 2 200 SH DEFINED 08 200 PERFORMANCE FOOD GROUP CO COM 713755106 446 12046 SH DEFINED 01 12046 PERFORMANCE FOOD GROUP CO COM 713755106 37 1000 SH OTHER 01 1000 PERFORMANCE FOOD GROUP CO COM 713755106 6531 176525 SH DEFINED 05 176525 PERFORMANCE FOOD GROUP CO COM 713755106 11 300 SH DEFINED 08 300 PERICOM SEMICONDUCTOR CORP COM 713831105 175 18230 SH DEFINED 01 1500 16730 PERICOM SEMICONDUCTOR CORP COM 713831105 1 95 SH OTHER 01 95 PERICOM SEMICONDUCTOR CORP COM 713831105 1224 127575 SH DEFINED 05 127575 PERKINELMER INC COM 714046109 120 8660 SH DEFINED 01 7860 500 300 PERKINELMER INC COM 714046109 190 13763 SH OTHER 01 13763 PERKINELMER INC COM 714046109 915 66225 SH DEFINED 05 66225 PERKINELMER INC COM 714046109 565 40900 SH DEFINED 08 40900 PERKINELMER INC COM 714046109 331 24000 SH DEFINED 17 24000 PERRIGO CO COM 714290103 111 7125 SH DEFINED 01 7125 PERRIGO CO COM 714290103 4 225 SH OTHER 01 225 PERRIGO CO COM 714290103 2139 136792 SH DEFINED 05 136792 PETCO ANIMAL SUPPLIES COM NEW 716016209 4 SH DEFINED 01 4 PETCO ANIMAL SUPPLIES COM NEW 716016209 41 1900 SH OTHER 01 1900 PETCO ANIMAL SUPPLIES COM NEW 716016209 2 100 SH DEFINED 05 100 PETCO ANIMAL SUPPLIES COM NEW 716016209 196 8994 SH DEFINED 17 8994 PETROCHINA CO LTD SPONSORED A 71646E100 28 930 SH DEFINED 01 930 PETROCHINA CO LTD SPONSORED A 71646E100 453 15000 SH DEFINED 17 15000 PETROLEO BRASILEIRO SA PETRO SPONSORED AD 71654V101 2263 127400 SH OTHER 127400 PETROLEO BRASILEIRO SA PETRO SPONSORED AD 71654V101 49 2780 SH OTHER 01 260 1680 840 PETROLEO BRASILEIRO SA PETRO SPONSORED AD 71654V408 1756 88875 SH OTHER 88875 PETROLEO BRASILEIRO SA PETRO SPONSORED AD 71654V408 20 1000 SH DEFINED 01 1000 PETROLEO BRASILEIRO SA PETRO SPONSORED AD 71654V408 4 200 SH OTHER 01 200 PETROLEUM & RES CORP COM 716549100 93 4498 SH DEFINED 01 2894 1604 PETROLEUM & RES CORP COM 716549100 171 8313 SH OTHER 01 2590 5723 PETSMART INC COM 716768106 836 50024 SH DEFINED 01 50024 PETSMART INC COM 716768106 43 2575 SH OTHER 01 2575 PETSMART INC COM 716768106 4649 278190 SH DEFINED 05 278190 PETSMART INC COM 716768106 3 200 SH DEFINED 08 200 PETSMART INC COM 716768106 2507 150000 SH CALL DEFINED 08 150000 PETSMART INC COM 716768106 2507 150000 SH PUT DEFINED 08 150000 PETSMART INC COM 716768106 184 10990 SH DEFINED 17 10990 PFIZER INC COM 717081103 7 207 SH DEFINED 207 PFIZER INC COM 717081103 3634 106416 SH OTHER 106416 PFIZER INC COM 717081103 669342 19600056 SH DEFINED 01 18442408 1157648 PFIZER INC COM 717081103 370851 10859459 SH OTHER 01 5836575 5022884 PFIZER INC COM 717081103 185017 5417764 SH DEFINED 05 5417764 PFIZER INC COM 717081103 38196 1118478 SH DEFINED 08 1118478 PFIZER INC COM 717081103 11112 325400 SH CALL DEFINED 08 325400 PFIZER INC COM 717081103 308 9017 SH DEFINED 13 7332 1685 PFIZER INC COM 717081103 3716 108803 SH DEFINED 17 108803 PFIZER INC COM 717081103 1820 53300 SH CALL DEFINED 17 53300 PHARMACEUTICAL PROD DEV INC COM 717124101 711 24766 SH DEFINED 01 7011 13825 3930 PHARMACEUTICAL PROD DEV INC COM 717124101 88 3050 SH OTHER 01 3050 PHARMACEUTICAL PROD DEV INC COM 717124101 6983 243225 SH DEFINED 05 243225 PHARMACEUTICAL PROD DEV INC COM 717124101 55 1900 SH DEFINED 17 1900 PHARMACEUTICAL RES INC COM 717125108 356 7309 SH DEFINED 01 6887 422 PHARMACEUTICAL RES INC COM 717125108 9908 203622 SH DEFINED 05 203622 PHARMACEUTICAL RES INC COM 717125108 119 2443 SH DEFINED 08 2443 PHARMACEUTICAL RES INC COM 717125108 921 18936 SH DEFINED 17 18936 PHELPS DODGE CORP COM 717265102 865 22549 SH OTHER 22549 PHELPS DODGE CORP COM 717265102 940 24528 SH DEFINED 01 16528 8000 PHELPS DODGE CORP COM 717265102 425 11079 SH OTHER 01 5613 5466 PHELPS DODGE CORP COM 717265102 14988 390931 SH DEFINED 05 390931 PHELPS DODGE CORP COM 717265102 46 1200 SH DEFINED 08 1200 PHELPS DODGE CORP COM 717265102 245 6400 SH DEFINED 17 6400 PHELPS DODGE CORP PFD A CV 6.7 717265508 495 5000 SH DEFINED 08 5000 PHILADELPHIA CONS HLDG CORP COM 717528103 336 8400 SH DEFINED 01 6450 1950 PHILADELPHIA CONS HLDG CORP COM 717528103 178 4450 SH OTHER 01 4450 PHILADELPHIA CONS HLDG CORP COM 717528103 3851 96175 SH DEFINED 05 96175 PHILADELPHIA SUBN CORP COM PAR $0.5 718009608 137 5607 SH DEFINED 01 5607 PHILADELPHIA SUBN CORP COM PAR $0.5 718009608 66 2711 SH OTHER 01 1361 1350 PHILADELPHIA SUBN CORP COM PAR $0.5 718009608 3315 135960 SH DEFINED 05 135960 PHILADELPHIA SUBN CORP COM PAR $0.5 718009608 5 200 SH DEFINED 08 200 PHILLIPS VAN HEUSEN CORP COM 718592108 221 16200 SH DEFINED 01 5200 11000 PHILLIPS VAN HEUSEN CORP COM 718592108 2 150 SH OTHER 01 150 PHILLIPS VAN HEUSEN CORP COM 718592108 1881 137975 SH DEFINED 05 137975 PHILLIPS VAN HEUSEN CORP COM 718592108 7 500 SH DEFINED 17 500 PHOENIX COS INC NEW COM 71902E109 2811 311300 SH OTHER 311300 PHOENIX COS INC NEW COM 71902E109 134 14811 SH DEFINED 01 13763 747 301 PHOENIX COS INC NEW COM 71902E109 3 353 SH OTHER 01 353 PHOENIX COS INC NEW COM 71902E109 2897 320845 SH DEFINED 05 320845 PHOENIX COS INC NEW COM 71902E109 431 47718 SH DEFINED 08 47718 PHOENIX TECHNOLOGY LTD COM 719153108 4 SH DEFINED 01 4 PHOENIX TECHNOLOGY LTD COM 719153108 535 94100 SH DEFINED 05 94100 PHOTON DYNAMICS INC COM 719364101 1 35 SH DEFINED 01 35 PHOTON DYNAMICS INC COM 719364101 6 200 SH OTHER 01 200 PHOTON DYNAMICS INC COM 719364101 1721 62000 SH DEFINED 05 62000 PHOTON DYNAMICS INC COM 719364101 1118 40300 SH DEFINED 08 40300 PHOTON DYNAMICS INC COM 719364101 233 8400 SH DEFINED 17 8400 PHOTRONICS INC COM 719405102 225 13108 SH DEFINED 01 6708 6400 PHOTRONICS INC COM 719405102 2321 135025 SH DEFINED 05 135025 PHOTRONICS INC COM 719405102 43 2500 SH DEFINED 08 2500 PHOTRONICS INC COM 719405102 38 2200 SH DEFINED 17 2200 PIEDMONT NAT GAS INC COM 720186105 1385 35678 SH DEFINED 01 35678 PIEDMONT NAT GAS INC COM 720186105 1853 47749 SH OTHER 01 33174 14575 PIEDMONT NAT GAS INC COM 720186105 5442 140225 SH DEFINED 05 140225 PIER 1 IMPORTS INC COM 720279108 117 5725 SH DEFINED 01 5725 PIER 1 IMPORTS INC COM 720279108 23 1150 SH OTHER 01 500 650 PIER 1 IMPORTS INC COM 720279108 3618 177365 SH DEFINED 05 177365 PIER 1 IMPORTS INC COM 720279108 123 6040 SH DEFINED 08 6040 PIER 1 IMPORTS INC COM 720279108 304 14900 SH DEFINED 17 14900 PIMCO CA MUNICIPAL INCOME FD COM 72200N106 305 20660 SH DEFINED 01 20660 PINNACLE ENTMT INC COM 723456109 61 8900 SH DEFINED 01 1600 7300 PINNACLE ENTMT INC COM 723456109 751 110450 SH DEFINED 05 110450 PINNACLE SYS INC COM 723481107 351 32825 SH DEFINED 01 11300 21525 PINNACLE SYS INC COM 723481107 2 225 SH OTHER 01 225 PINNACLE SYS INC COM 723481107 5195 485475 SH DEFINED 05 485475 PINNACLE SYS INC COM 723481107 217 20273 SH DEFINED 08 20273 PINNACLE SYS INC COM 723481107 198 18500 SH DEFINED 17 18500 PINNACLE WEST CAP CORP COM 723484101 2544 67925 SH DEFINED 01 50325 17600 PINNACLE WEST CAP CORP COM 723484101 302 8069 SH OTHER 01 1200 6869 PINNACLE WEST CAP CORP COM 723484101 4972 132755 SH DEFINED 05 132755 PINNACLE WEST CAP CORP COM 723484101 75 1990 SH DEFINED 17 1990 PIONEER NAT RES CO COM 723787107 68 2623 SH DEFINED 01 2623 PIONEER NAT RES CO COM 723787107 254 9749 SH OTHER 01 700 9049 PIONEER NAT RES CO COM 723787107 6075 232763 SH DEFINED 05 232763 PIONEER NAT RES CO COM 723787107 157 6000 SH DEFINED 17 6000 PIONEER STD ELECTRS INC COM 723877106 150 17700 SH DEFINED 01 4800 12900 PIONEER STD ELECTRS INC COM 723877106 1215 143800 SH DEFINED 05 143800 PITNEY BOWES INC COM 724479100 6339 165025 SH DEFINED 01 105535 59490 PITNEY BOWES INC COM 724479100 7214 187814 SH OTHER 01 169434 18380 PITNEY BOWES INC COM 724479100 6606 171978 SH DEFINED 05 171978 PITNEY BOWES INC COM 724479100 167 4350 SH DEFINED 08 4350 PIXELWORKS INC COM 72581M107 25 4200 SH DEFINED 01 4200 PIXELWORKS INC COM 72581M107 24 4100 SH DEFINED 05 4100 PIXELWORKS INC COM 72581M107 30 5100 SH DEFINED 17 5100 PIXAR COM 725811103 560 9246 SH OTHER 9246 PIXAR COM 725811103 91 1500 SH DEFINED 01 1500 PIXAR COM 725811103 61 1000 SH OTHER 01 1000 PIXAR COM 725811103 56 929 SH DEFINED 05 929 PIXAR COM 725811103 61 1000 SH CALL DEFINED 08 1000 PLACER DOME INC COM 725906101 19 1531 SH DEFINED 01 531 1000 PLACER DOME INC COM 725906101 206 16755 SH OTHER 01 3769 12986 PLACER DOME INC COM 725906101 2 130 SH DEFINED 05 130 PLAINS ALL AMERN PIPELINE L UNIT LTD PAR 726503105 384 12200 SH DEFINED 01 12200 PLAINS ALL AMERN PIPELINE L UNIT LTD PAR 726503105 300 9545 SH OTHER 01 4245 5300 PLAINS ALL AMERN PIPELINE L UNIT LTD PAR 726503105 38 1200 SH DEFINED 08 1200 PLAINS EXPL & PRODTN CO L P COM 726505100 154 14200 SH DEFINED 05 14200 PLAINS RES INC COM PAR $0.1 726540503 183 12900 SH DEFINED 01 2500 10400 PLAINS RES INC COM PAR $0.1 726540503 1561 110300 SH DEFINED 05 110300 PLAINS RES INC COM PAR $0.1 726540503 90 6360 SH DEFINED 08 6360 PLAINS RES INC COM PAR $0.1 726540503 4712 333000 SH OTHER 17 333000 PLANAR SYS INC COM 726900103 268 13700 SH DEFINED 01 3000 10700 PLANAR SYS INC COM 726900103 1 50 SH OTHER 01 50 PLANAR SYS INC COM 726900103 1402 71625 SH DEFINED 05 71625 PLANAR SYS INC COM 726900103 2 100 SH DEFINED 08 100 PLANTRONICS INC NEW COM 727493108 136 6280 SH DEFINED 01 6280 PLANTRONICS INC NEW COM 727493108 29 1345 SH OTHER 01 1345 PLANTRONICS INC NEW COM 727493108 1862 85946 SH DEFINED 05 85946 PLANTRONICS INC NEW COM 727493108 58 2680 SH DEFINED 08 2680 PLANTRONICS INC NEW COM 727493108 297 13700 SH DEFINED 17 13700 PLAYTEX PRODS INC COM 72813P100 37 5750 SH DEFINED 01 5750 PLAYTEX PRODS INC COM 72813P100 443 69000 SH DEFINED 17 69000 PLEXUS CORP COM 729132100 230 20009 SH DEFINED 01 18705 1304 PLEXUS CORP COM 729132100 5860 510003 SH DEFINED 05 510003 PLUM CREEK TIMBER CO INC COM 729251108 1458 56174 SH DEFINED 01 29267 26907 PLUM CREEK TIMBER CO INC COM 729251108 3006 115857 SH OTHER 01 87105 28752 PLUM CREEK TIMBER CO INC COM 729251108 2314 89185 SH DEFINED 05 89185 PLUM CREEK TIMBER CO INC COM 729251108 895 34480 SH DEFINED 08 34480 POGO PRODUCING CO COM 730448107 454 10610 SH DEFINED 01 8610 2000 POGO PRODUCING CO COM 730448107 213 4975 SH OTHER 01 2000 2975 POGO PRODUCING CO COM 730448107 5226 122240 SH DEFINED 05 122240 POGO PRODUCING CO COM 730448107 428 10000 SH DEFINED 08 10000 POLARIS INDS INC COM 731068102 743 12100 SH DEFINED 01 2900 9200 POLARIS INDS INC COM 731068102 49 802 SH OTHER 01 802 POLARIS INDS INC COM 731068102 6057 98650 SH DEFINED 05 98650 POLARIS INDS INC COM 731068102 12 200 SH DEFINED 08 200 POLO RALPH LAUREN CORP CL A 731572103 6 230 SH OTHER 01 230 POLO RALPH LAUREN CORP CL A 731572103 838 32500 SH CALL DEFINED 08 32500 POLO RALPH LAUREN CORP CL A 731572103 258 10000 SH PUT DEFINED 08 10000 POLYCOM INC COM 73172K104 63 4535 SH DEFINED 01 4535 POLYCOM INC COM 73172K104 1 100 SH OTHER 01 100 POLYCOM INC COM 73172K104 2705 195188 SH DEFINED 05 195188 POLYCOM INC COM 73172K104 326 23500 SH DEFINED 08 23500 POLYCOM INC COM 73172K104 1722 124250 SH DEFINED 17 124250 POLYMEDICA CORP COM 731738100 385 8400 SH DEFINED 01 2000 6400 POLYMEDICA CORP COM 731738100 2 50 SH OTHER 01 50 POLYMEDICA CORP COM 731738100 2697 58800 SH DEFINED 05 58800 POLYMEDICA CORP COM 731738100 5 100 SH DEFINED 08 100 POLYONE CORP COM 73179P106 4 1000 SH OTHER 01 1000 POLYONE CORP COM 73179P106 1585 356175 SH DEFINED 05 356175 POPE & TALBOT INC COM 732827100 107 9700 SH DEFINED 01 4792 4908 POPE & TALBOT INC COM 732827100 50 4532 SH OTHER 01 4532 POPE & TALBOT INC COM 732827100 797 72115 SH DEFINED 05 72115 POPULAR INC COM 733174106 312 8100 SH OTHER 01 3000 5100 POPULAR INC COM 733174106 12 300 SH DEFINED 05 300 POPULAR INC COM 733174106 549 14251 SH DEFINED 17 14251 PORTUGAL TELECOM SGPS S A SPONSORED AD 737273102 3070 430000 SH OTHER 430000 PORTUGAL TELECOM SGPS S A SPONSORED AD 737273102 40 5599 SH OTHER 01 5599 POSSIS MEDICAL INC COM 737407106 33 2400 SH DEFINED 01 800 1600 POSSIS MEDICAL INC COM 737407106 961 70800 SH DEFINED 05 70800 POSSIS MEDICAL INC COM 737407106 144 10600 SH DEFINED 08 10600 POSSIS MEDICAL INC COM 737407106 142 10500 SH DEFINED 17 10500 POTLATCH CORP COM 737628107 711 27615 SH DEFINED 01 11615 16000 POTLATCH CORP COM 737628107 804 31234 SH OTHER 01 16234 15000 POTLATCH CORP COM 737628107 1453 56429 SH DEFINED 05 56429 POTLATCH CORP COM 737628107 28 1100 SH DEFINED 17 1100 POWER INTEGRATIONS INC COM 739276103 363 14942 SH DEFINED 01 3142 11800 POWER INTEGRATIONS INC COM 739276103 5 200 SH OTHER 01 200 POWER INTEGRATIONS INC COM 739276103 3217 132350 SH DEFINED 05 132350 POWER INTEGRATIONS INC COM 739276103 5 200 SH DEFINED 08 200 POWER INTEGRATIONS INC COM 739276103 924 38000 SH CALL DEFINED 08 38000 POWER INTEGRATIONS INC COM 739276103 77 3175 SH DEFINED 17 3175 POWER-ONE INC COM 739308104 638 89561 SH DEFINED 01 58661 4600 26300 POWER-ONE INC COM 739308104 36 5075 SH OTHER 01 5075 POWER-ONE INC COM 739308104 635 89150 SH DEFINED 05 89150 POWER-ONE INC COM 739308104 16 2260 SH DEFINED 08 2260 POWER-ONE INC COM 739308104 2 300 SH DEFINED 17 300 POWERWAVE TECHNOLOGIES INC COM 739363109 6217 1009227 SH DEFINED 01 1009227 POWERWAVE TECHNOLOGIES INC COM 739363109 71 11490 SH OTHER 01 11490 POWERWAVE TECHNOLOGIES INC COM 739363109 801 129983 SH DEFINED 05 129983 POWERWAVE TECHNOLOGIES INC COM 739363109 85 13800 SH DEFINED 08 13800 POWERWAVE TECHNOLOGIES INC COM 739363109 85 13800 SH DEFINED 17 13800 PRAXAIR INC COM 74005P104 4152 69089 SH DEFINED 01 46839 22250 PRAXAIR INC COM 74005P104 1577 26240 SH OTHER 01 12465 13775 PRAXAIR INC COM 74005P104 7725 128540 SH DEFINED 05 128540 PRAXAIR INC COM 74005P104 126 2100 SH DEFINED 08 2100 PRAXAIR INC COM 74005P104 6377 106100 SH OTHER 17 106100 PRE PAID LEGAL SVCS INC COM 740065107 131 5326 SH DEFINED 01 1091 2400 1835 PRE PAID LEGAL SVCS INC COM 740065107 25 1025 SH OTHER 01 1025 PRE PAID LEGAL SVCS INC COM 740065107 1826 74425 SH DEFINED 05 74425 PRE PAID LEGAL SVCS INC COM 740065107 20 800 SH DEFINED 08 800 PRE PAID LEGAL SVCS INC COM 740065107 130 5300 SH PUT DEFINED 08 5300 PRE PAID LEGAL SVCS INC COM 740065107 37 1500 SH DEFINED 17 1500 PRECISION CASTPARTS CORP COM 740189105 283 9097 SH DEFINED 01 4297 4800 PRECISION CASTPARTS CORP COM 740189105 155 4975 SH OTHER 01 4800 175 PRECISION CASTPARTS CORP COM 740189105 3275 105298 SH DEFINED 05 105298 PRECISION CASTPARTS CORP COM 740189105 746 24000 SH DEFINED 17 24000 PRECISION DRILLING CORP COM 74022D100 195 5173 SH DEFINED 01 5173 PRECISION DRILLING CORP COM 74022D100 39 1020 SH OTHER 01 513 507 PRECISION DRILLING CORP COM 74022D100 5910 156527 SH DEFINED 05 156527 PRECISION DRILLING CORP COM 74022D100 91 2400 SH DEFINED 17 2400 PRESIDENTIAL LIFE CORP COM 740884101 63 4500 SH DEFINED 01 1300 3200 PRESIDENTIAL LIFE CORP COM 740884101 1683 119275 SH DEFINED 05 119275 PRESSTEK INC COM 741113104 2 290 SH DEFINED 01 290 PRESSTEK INC COM 741113104 9 1400 SH OTHER 01 1400 PRESSTEK INC COM 741113104 68 11000 SH DEFINED 08 11000 PRICE COMMUNICATIONS CORP COM NEW 741437305 1385 107263 SH DEFINED 05 107263 PRICE COMMUNICATIONS CORP COM NEW 741437305 155 12000 SH DEFINED 17 12000 PRICE LEGACY CORP COM 74144P106 88 23334 SH OTHER 01 23334 PRICE T ROWE GROUP INC COM 74144T108 626 16566 SH DEFINED 01 15216 1350 PRICE T ROWE GROUP INC COM 74144T108 222 5880 SH OTHER 01 4700 1180 PRICE T ROWE GROUP INC COM 74144T108 2248 59515 SH DEFINED 05 59515 PRICE T ROWE GROUP INC COM 74144T108 207 5489 SH DEFINED 08 5489 PRICE T ROWE GROUP INC COM 74144T108 212 5600 SH DEFINED 17 5600 PRIDE INTL INC DEL COM 74153Q102 1331 70715 SH DEFINED 01 51712 2003 17000 PRIDE INTL INC DEL COM 74153Q102 8 450 SH OTHER 01 450 PRIDE INTL INC DEL COM 74153Q102 29388 1561545 SH DEFINED 05 1561545 PRIDE INTL INC DEL COM 74153Q102 211 11200 SH DEFINED 17 11200 PRIME MED SVCS INC NEW COM 74156D108 396 84000 SH DEFINED 84000 PRIMA ENERGY CORP COM PAR $0.0 741901201 86 4100 SH DEFINED 01 200 3900 PRIMA ENERGY CORP COM PAR $0.0 741901201 1 25 SH OTHER 01 25 PRIMA ENERGY CORP COM PAR $0.0 741901201 1171 56050 SH DEFINED 05 56050 PRIMA ENERGY CORP COM PAR $0.0 741901201 2 100 SH DEFINED 08 100 PRIMA ENERGY CORP COM PAR $0.0 741901201 33 1600 SH DEFINED 17 1600 PRIME HOSPITALITY CORP COM 741917108 54 8000 SH DEFINED 01 8000 PRIME HOSPITALITY CORP COM 741917108 1234 183950 SH DEFINED 05 183950 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 3657 113403 SH DEFINED 01 86279 27124 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 363 11263 SH OTHER 01 816 10447 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 8499 263545 SH DEFINED 05 263545 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 479 14860 SH DEFINED 08 14860 PRIORITY HEALTHCARE CORP CL B 74264T102 487 26205 SH DEFINED 01 17265 6850 2090 PRIORITY HEALTHCARE CORP CL B 74264T102 21 1125 SH OTHER 01 1125 PRIORITY HEALTHCARE CORP CL B 74264T102 3391 182300 SH DEFINED 05 182300 PRIORITY HEALTHCARE CORP CL B 74264T102 12 660 SH DEFINED 08 660 PRIORITY HEALTHCARE CORP CL B 74264T102 600 32262 SH DEFINED 17 32262 PROCTER & GAMBLE CO COM 742718109 1175 13174 SH OTHER 13174 PROCTER & GAMBLE CO COM 742718109 404436 4535050 SH DEFINED 01 4121886 413164 PROCTER & GAMBLE CO COM 742718109 502153 5630786 SH OTHER 01 4173958 1456828 PROCTER & GAMBLE CO COM 742718109 76761 860737 SH DEFINED 05 860737 PROCTER & GAMBLE CO COM 742718109 3040 34086 SH DEFINED 08 34086 PROCTER & GAMBLE CO COM 742718109 9150 102600 SH CALL DEFINED 08 102600 PROCTER & GAMBLE CO COM 742718109 6064 68000 SH PUT DEFINED 08 68000 PROCTER & GAMBLE CO COM 742718109 569561 6386645 SH DEFINED 11 5589173 797472 PROCTER & GAMBLE CO COM 742718109 124 1390 SH DEFINED 13 1390 PROCTER & GAMBLE CO COM 742718109 27 300 SH OTHER 13 100 200 PROCTER & GAMBLE CO COM 742718109 631 7075 SH DEFINED 17 7075 PROCTER & GAMBLE CO COM 742718109 4102 46000 SH CALL DEFINED 17 46000 PROCTER & GAMBLE CO COM 742718109 981 11000 SH PUT DEFINED 17 11000 PROGRESS ENERGY INC COM 743263105 9047 206087 SH DEFINED 01 200413 5674 PROGRESS ENERGY INC COM 743263105 6164 140420 SH OTHER 01 83736 56684 PROGRESS ENERGY INC COM 743263105 5606 127710 SH DEFINED 05 127710 PROGRESS ENERGY INC COM 743263105 19 443 SH DEFINED 08 443 PROGRESS ENERGY INC COM 743263105 259 5892 SH DEFINED 17 5892 PROGRESS SOFTWARE CORP COM 743312100 254 12258 SH DEFINED 01 58 12200 PROGRESS SOFTWARE CORP COM 743312100 4 200 SH OTHER 01 200 PROGRESS SOFTWARE CORP COM 743312100 3093 149050 SH DEFINED 05 149050 PROGRESS SOFTWARE CORP COM 743312100 6 300 SH DEFINED 08 300 PROGRESSIVE CORP OHIO COM 743315103 1851 25317 SH DEFINED 01 16317 9000 PROGRESSIVE CORP OHIO COM 743315103 2043 27945 SH OTHER 01 8430 19515 PROGRESSIVE CORP OHIO COM 743315103 7840 107255 SH DEFINED 05 107255 PROGRESSIVE CORP OHIO COM 743315103 753 10300 SH DEFINED 08 10300 PROGRESSIVE CORP OHIO COM 743315103 217 2970 SH DEFINED 17 2970 PROGRESSIVE CORP OHIO COM 743315103 366 5000 SH CALL DEFINED 17 5000 PROLOGIS SH BEN INT 743410102 90 3290 SH DEFINED 01 3290 PROLOGIS SH BEN INT 743410102 284 10418 SH OTHER 01 9218 1200 PROLOGIS SH BEN INT 743410102 22 800 SH DEFINED 05 800 PROTECTIVE LIFE CORP COM 743674103 303 11340 SH DEFINED 01 11340 PROTECTIVE LIFE CORP COM 743674103 232 8660 SH OTHER 01 8510 150 PROTECTIVE LIFE CORP COM 743674103 3657 136726 SH DEFINED 05 136726 PROTECTIVE LIFE CORP COM 743674103 42 1552 SH DEFINED 17 1552 PROTEIN DESIGN LABS INC NOTE 5.500% 74369LAB9 14438 15000000 PRN OTHER 17 15000000 PROTEIN DESIGN LABS INC COM 74369L103 2196 154675 SH DEFINED 01 154675 PROTEIN DESIGN LABS INC COM 74369L103 11 800 SH OTHER 01 800 PROTEIN DESIGN LABS INC COM 74369L103 2611 183874 SH DEFINED 05 183874 PROTEIN DESIGN LABS INC COM 74369L103 298 21000 SH CALL DEFINED 08 21000 PROTEIN DESIGN LABS INC COM 74369L103 355 25000 SH PUT DEFINED 08 25000 PROTEIN DESIGN LABS INC COM 74369L103 13 919 SH DEFINED 17 919 PROVIDENT BANKSHARES CORP COM 743859100 674 26692 SH DEFINED 01 26202 490 PROVIDENT BANKSHARES CORP COM 743859100 220 8710 SH OTHER 01 8710 PROVIDENT BANKSHARES CORP COM 743859100 2755 109160 SH DEFINED 05 109160 PROVIDENT FINL SVCS INC COM 74386T105 381 20000 SH DEFINED 08 20000 PROVIDENT FINL SVCS INC COM 74386T105 638 33475 SH DEFINED 17 33475 PROVIDENT FINL GROUP INC COM 743866105 14 538 SH DEFINED 01 538 PROVIDENT FINL GROUP INC COM 743866105 5 200 SH OTHER 01 200 PROVIDENT FINL GROUP INC COM 743866105 2474 96077 SH DEFINED 05 96077 PROVINCE HEALTHCARE CO COM 743977100 334 30190 SH DEFINED 01 25965 4225 PROVINCE HEALTHCARE CO COM 743977100 11462 1035391 SH DEFINED 05 1035391 PROVINCE HEALTHCARE CO COM 743977100 22 2012 SH DEFINED 08 2012 PROVIDIAN FINL CORP NOTE 3.250% 74406AAA0 35 38000 PRN DEFINED 08 38000 PROVIDIAN FINL CORP NOTE 3.250% 74406AAA0 217 238000 PRN DEFINED 17 238000 PROVIDIAN FINL CORP COM 74406A102 1871 202020 SH DEFINED 01 185820 16200 PROVIDIAN FINL CORP COM 74406A102 262 28337 SH OTHER 01 14612 13725 PROVIDIAN FINL CORP COM 74406A102 2529 273057 SH DEFINED 05 273057 PROVIDIAN FINL CORP COM 74406A102 253 27300 SH DEFINED 08 27300 PROVIDIAN FINL CORP COM 74406A102 16 1700 SH CALL DEFINED 08 1700 PROVIDIAN FINL CORP COM 74406A102 840 90700 SH DEFINED 17 90700 PROXIM CORP CL A 744283102 883 608962 SH DEFINED 608962 PROXIM CORP CL A 744283102 1 SH DEFINED 05 1 PROXIM CORP CL A 744283102 1 528 SH DEFINED 08 528 PRUDENTIAL FINL INC COM 744320102 9768 290294 SH DEFINED 01 248562 41732 PRUDENTIAL FINL INC COM 744320102 1123 33360 SH OTHER 01 5311 28049 PRUDENTIAL FINL INC COM 744320102 14380 427336 SH DEFINED 05 427336 PRUDENTIAL FINL INC COM 744320102 2026 60200 SH DEFINED 08 60200 PRUDENTIAL FINL INC COM 744320102 6448 191629 SH DEFINED 17 191629 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1654 39143 SH DEFINED 01 20832 18311 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1799 42583 SH OTHER 01 35669 5232 1682 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4600 108885 SH DEFINED 05 108885 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1490 35261 SH DEFINED 08 35261 PUBLIC SVC ENTERPRISE GROUP COM 744573106 118 2800 SH DEFINED 17 2800 PUBLIC SVC ENTERPRISE GROUP COM 744573106 6828 161600 SH OTHER 17 161600 PUGET ENERGY INC NEW COM 745310102 307 12863 SH DEFINED 01 12663 200 PUGET ENERGY INC NEW COM 745310102 380 15924 SH OTHER 01 11144 4780 PUGET ENERGY INC NEW COM 745310102 4412 184852 SH DEFINED 05 184852 PULITZER INC COM 745769109 13 266 SH DEFINED 01 266 PULITZER INC COM 745769109 248 5028 SH OTHER 01 856 1957 2215 PULTE HOMES INC COM 745867101 1854 30065 SH DEFINED 01 25905 10 4150 PULTE HOMES INC COM 745867101 171 2780 SH OTHER 01 2780 PULTE HOMES INC COM 745867101 3052 49495 SH DEFINED 05 49495 PULTE HOMES INC COM 745867101 1079 17495 SH DEFINED 08 17495 PULTE HOMES INC COM 745867101 7276 118000 SH PUT DEFINED 08 118000 PULTE HOMES INC COM 745867101 1325 21492 SH DEFINED 17 21492 PUTNAM HIGH INCOME BOND FD SH BEN INT 746779107 94 12500 SH OTHER 01 12500 PUTNAM HIGH YIELD MUN TR SH BEN INT 746781103 25 3497 SH DEFINED 01 3497 PUTNAM HIGH YIELD MUN TR SH BEN INT 746781103 106 14675 SH OTHER 01 750 13925 PUTNAM MANAGED MUN INCOM TR COM 746823103 28 3500 SH DEFINED 01 3500 PUTNAM MANAGED MUN INCOM TR COM 746823103 68 8500 SH OTHER 01 8500 PUTNAM MASTER INCOME TR SH BEN INT 74683K104 28 4175 SH DEFINED 01 4175 PUTNAM MASTER INCOME TR SH BEN INT 74683K104 92 13800 SH OTHER 01 13800 PUTNAM MUN BD FD INC SH BEN INT 74683V100 40 3058 SH DEFINED 01 3058 PUTNAM MUN BD FD INC SH BEN INT 74683V100 144 11052 SH OTHER 01 11052 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 103 15500 SH DEFINED 01 15500 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 14 2042 SH OTHER 01 900 1142 QLT INC COM 746927102 8 600 SH DEFINED 01 600 QLT INC COM 746927102 362 28500 SH DEFINED 17 28500 QRS CORP COM 74726X105 48 9000 SH DEFINED 01 9000 QRS CORP COM 74726X105 432 81450 SH DEFINED 05 81450 QRS CORP COM 74726X105 60 SH DEFINED 08 60 QLOGIC CORP COM 747277101 956 19808 SH DEFINED 01 15408 4400 QLOGIC CORP COM 747277101 177 3675 SH OTHER 01 950 2725 QLOGIC CORP COM 747277101 3030 62815 SH DEFINED 05 62815 QLOGIC CORP COM 747277101 757 15700 SH DEFINED 17 15700 QUAKER CHEM CORP COM 747316107 60 2400 SH DEFINED 01 1900 500 QUAKER CHEM CORP COM 747316107 45 1800 SH OTHER 01 1800 QUAKER CHEM CORP COM 747316107 1003 40025 SH DEFINED 05 40025 QUAKER CHEM CORP COM 747316107 3 100 SH DEFINED 08 100 QUAKER CHEM CORP COM 747316107 10 400 SH DEFINED 17 400 QUALCOMM INC COM 747525103 56111 1561251 SH DEFINED 01 1513320 47931 QUALCOMM INC COM 747525103 11458 318796 SH OTHER 01 164880 153916 QUALCOMM INC COM 747525103 16187 450377 SH DEFINED 05 450377 QUALCOMM INC COM 747525103 827 23000 SH DEFINED 08 23000 QUALCOMM INC COM 747525103 16 450 SH DEFINED 13 320 130 QUALCOMM INC COM 747525103 15810 439889 SH DEFINED 17 439889 QUALITY SYS INC COM 747582104 55 2000 SH OTHER 01 2000 QUALITY SYS INC COM 747582104 199 7282 SH DEFINED 08 7282 QUANTA SVCS INC COM 74762E102 189 26571 SH DEFINED 01 26571 QUANTA SVCS INC COM 74762E102 78 10985 SH OTHER 01 200 10785 QUANTA SVCS INC COM 74762E102 1625 228902 SH DEFINED 05 228902 QUANEX CORP COM 747620102 627 21100 SH DEFINED 01 3900 17200 QUANEX CORP COM 747620102 2640 88825 SH DEFINED 05 88825 QUANEX CORP COM 747620102 996 33500 SH DEFINED 17 33500 QUANTUM CORP COM DSSG 747906204 18 4500 SH DEFINED 01 700 3800 QUANTUM CORP COM DSSG 747906204 13 3300 SH OTHER 01 3300 QUANTUM CORP COM DSSG 747906204 1378 340226 SH DEFINED 05 340226 QUEST DIAGNOSTICS INC DBCV 1.750% 74834LAF7 868 845000 PRN DEFINED 08 845000 QUEST DIAGNOSTICS INC COM 74834L100 1062 16639 SH OTHER 16639 QUEST DIAGNOSTICS INC COM 74834L100 423 6637 SH DEFINED 01 6137 500 QUEST DIAGNOSTICS INC COM 74834L100 860 13483 SH OTHER 01 2638 10845 QUEST DIAGNOSTICS INC COM 74834L100 10491 164437 SH DEFINED 05 164437 QUEST DIAGNOSTICS INC COM 74834L100 6314 98960 SH DEFINED 08 98960 QUEST DIAGNOSTICS INC COM 74834L100 7069 110800 SH CALL DEFINED 08 110800 QUEST DIAGNOSTICS INC COM 74834L100 522668 8192294 SH DEFINED 11 7473422 718872 QUEST DIAGNOSTICS INC COM 74834L100 77 1200 SH DEFINED 17 1200 QUEST SOFTWARE INC COM 74834T103 82 6932 SH DEFINED 01 6932 QUEST SOFTWARE INC COM 74834T103 7500 632932 SH DEFINED 05 632932 QUEST SOFTWARE INC COM 74834T103 118 9950 SH DEFINED 08 9950 QUEST SOFTWARE INC COM 74834T103 178 15000 SH DEFINED 17 15000 QUESTAR CORP COM 748356102 2101 62787 SH DEFINED 01 52187 10600 QUESTAR CORP COM 748356102 1121 33499 SH OTHER 01 29876 3623 QUESTAR CORP COM 748356102 5454 162944 SH DEFINED 05 162944 QUESTAR CORP COM 748356102 378 11300 SH DEFINED 17 11300 QUICKLOGIC CORP COM 74837P108 39 12114 SH DEFINED 08 12114 QUIKSILVER INC COM 74838C106 366 22200 SH DEFINED 01 4800 17400 QUIKSILVER INC COM 74838C106 3 175 SH OTHER 01 175 QUIKSILVER INC COM 74838C106 3937 238750 SH DEFINED 05 238750 QUIKSILVER INC COM 74838C106 7 400 SH DEFINED 08 400 QUIKSILVER INC COM 74838C106 2 100 SH DEFINED 17 100 QUINTILES TRANSNATIONAL CORP COM 748767100 660 46587 SH DEFINED 01 28587 14200 3800 QUINTILES TRANSNATIONAL CORP COM 748767100 6 425 SH OTHER 01 425 QUINTILES TRANSNATIONAL CORP COM 748767100 2392 168820 SH DEFINED 05 168820 QUINTILES TRANSNATIONAL CORP COM 748767100 44 3089 SH DEFINED 08 3089 QUINTILES TRANSNATIONAL CORP COM 748767100 4428 312464 SH DEFINED 17 312464 QWEST COMMUNICATIONS INTL IN COM 749121109 1212 253576 SH DEFINED 01 230266 23310 QWEST COMMUNICATIONS INTL IN COM 749121109 651 136255 SH OTHER 01 74511 61744 QWEST COMMUNICATIONS INTL IN COM 749121109 3919 819779 SH DEFINED 05 819779 QWEST COMMUNICATIONS INTL IN COM 749121109 260 54472 SH DEFINED 08 54472 QWEST COMMUNICATIONS INTL IN COM 749121109 323 67500 SH CALL DEFINED 08 67500 QWEST COMMUNICATIONS INTL IN COM 749121109 741 155000 SH PUT DEFINED 08 155000 QWEST COMMUNICATIONS INTL IN COM 749121109 212 44289 SH DEFINED 17 44289 R H DONNELLEY CORP COM NEW 74955W307 505 13858 SH DEFINED 01 13858 R H DONNELLEY CORP COM NEW 74955W307 89 2434 SH OTHER 01 1374 1060 R H DONNELLEY CORP COM NEW 74955W307 9165 251296 SH DEFINED 05 251296 R H DONNELLEY CORP COM NEW 74955W307 872 23900 SH DEFINED 17 23900 RLI CORP COM 749607107 253 7700 SH DEFINED 01 1400 6300 RLI CORP COM 749607107 2 75 SH OTHER 01 75 RLI CORP COM 749607107 3542 107650 SH DEFINED 05 107650 RPM INTL INC COM 749685103 17 1240 SH DEFINED 01 1240 RPM INTL INC COM 749685103 474 34475 SH OTHER 01 6250 28225 RPM INTL INC COM 749685103 3174 230833 SH DEFINED 05 230833 RPM INTL INC COM 749685103 22 1600 SH DEFINED 17 1600 RSA SEC INC COM 749719100 130 12071 SH DEFINED 01 12071 RSA SEC INC COM 749719100 2 170 SH OTHER 01 170 RSA SEC INC COM 749719100 1232 114347 SH DEFINED 05 114347 RTI INTL METALS INC COM 74973W107 113 10400 SH DEFINED 01 500 9900 RTI INTL METALS INC COM 74973W107 995 91875 SH DEFINED 05 91875 RF MICRODEVICES INC NOTE 3.750% 749941AB6 1481 1500000 PRN DEFINED 08 1500000 RF MICRODEVICES INC COM 749941100 240 40700 SH DEFINED 01 40700 RF MICRODEVICES INC COM 749941100 221 37500 SH OTHER 01 22100 15400 RF MICRODEVICES INC COM 749941100 2134 361710 SH DEFINED 05 361710 RF MICRODEVICES INC COM 749941100 130 21950 SH DEFINED 08 21950 RADIAN GROUP INC COM 750236101 16442 448614 SH DEFINED 01 448614 RADIAN GROUP INC COM 750236101 1686 46000 SH CALL DEFINED 01 46000 RADIAN GROUP INC COM 750236101 257 7000 SH PUT DEFINED 01 7000 RADIAN GROUP INC COM 750236101 6769 184688 SH DEFINED 05 184688 RADIAN GROUP INC COM 750236101 26 700 SH DEFINED 08 700 RADIAN GROUP INC COM 750236101 165 4500 SH CALL DEFINED 08 4500 RADIAN GROUP INC COM 750236101 334 9100 SH PUT DEFINED 08 9100 RADIAN GROUP INC COM 750236101 63 1725 SH DEFINED 17 1725 RADIANT SYSTEMS INC COM 75025N102 32 4740 SH DEFINED 01 1970 2770 RADIANT SYSTEMS INC COM 75025N102 2 355 SH OTHER 01 355 RADIANT SYSTEMS INC COM 75025N102 768 112240 SH DEFINED 05 112240 RADIANT SYSTEMS INC COM 75025N102 1 200 SH DEFINED 08 200 RADIOLOGIX INC COM 75040K109 42 10000 SH OTHER 01 10000 RADIO ONE INC CL D NON VTG 75040P405 169 9535 SH DEFINED 01 9535 RADIO ONE INC CL D NON VTG 75040P405 11349 640077 SH DEFINED 05 640077 RADIO ONE INC CL D NON VTG 75040P405 1702 96020 SH DEFINED 08 96020 RADIOSHACK CORP COM 750438103 18737 712162 SH DEFINED 01 699562 12600 RADIOSHACK CORP COM 750438103 1746 66362 SH OTHER 01 31474 34888 RADIOSHACK CORP COM 750438103 3084 117225 SH DEFINED 05 117225 RADIOSHACK CORP COM 750438103 392 14900 SH DEFINED 08 14900 RADISYS CORP COM 750459109 9 700 SH DEFINED 01 700 RADISYS CORP COM 750459109 936 69875 SH DEFINED 05 69875 RADISYS CORP COM 750459109 48 3600 SH DEFINED 17 3600 RAILAMERICA INC COM 750753105 415 49141 SH DEFINED 01 46441 2700 RAILAMERICA INC COM 750753105 2174 257302 SH DEFINED 05 257302 RAINBOW TECHNOLOGIES INC COM 750862104 184 21880 SH DEFINED 01 4980 16900 RAINBOW TECHNOLOGIES INC COM 750862104 8 900 SH OTHER 01 900 RAINBOW TECHNOLOGIES INC COM 750862104 1112 132125 SH DEFINED 05 132125 RAINBOW TECHNOLOGIES INC COM 750862104 2 200 SH DEFINED 08 200 RAINBOW TECHNOLOGIES INC COM 750862104 39 4600 SH DEFINED 17 4600 RAMBUS INC DEL COM 750917106 53 3200 SH DEFINED 01 3200 RAMBUS INC DEL COM 750917106 21 1300 SH OTHER 01 1300 RAMBUS INC DEL COM 750917106 10 605 SH DEFINED 08 605 RAMBUS INC DEL COM 750917106 449 27200 SH DEFINED 17 27200 RALCORP HLDGS INC NEW COM 751028101 4544 182058 SH DEFINED 01 44117 7634 130307 RALCORP HLDGS INC NEW COM 751028101 16539 662629 SH OTHER 01 662629 RALCORP HLDGS INC NEW COM 751028101 3612 144700 SH DEFINED 05 144700 RALCORP HLDGS INC NEW COM 751028101 50 2000 SH DEFINED 17 2000 RARE HOSPITALITY INTL INC COM 753820109 614 18906 SH DEFINED 01 12106 6800 RARE HOSPITALITY INTL INC COM 753820109 57 1755 SH OTHER 01 1755 RARE HOSPITALITY INTL INC COM 753820109 14632 450769 SH DEFINED 05 450769 RARE HOSPITALITY INTL INC COM 753820109 659 20300 SH DEFINED 08 20300 RAYMOND JAMES FINANCIAL INC COM 754730109 806 24400 SH DEFINED 01 5100 18800 500 RAYMOND JAMES FINANCIAL INC COM 754730109 23 700 SH OTHER 01 700 RAYMOND JAMES FINANCIAL INC COM 754730109 7262 219725 SH DEFINED 05 219725 RAYONIER INC COM 754907103 8411 254869 SH DEFINED 01 251869 3000 RAYONIER INC COM 754907103 260 7864 SH OTHER 01 6221 1643 RAYONIER INC COM 754907103 2717 82328 SH DEFINED 05 82328 RAYTHEON CO COM NEW 755111507 9853 300019 SH DEFINED 01 276074 23945 RAYTHEON CO COM NEW 755111507 9773 297584 SH OTHER 01 138263 159321 RAYTHEON CO COM NEW 755111507 18975 577799 SH DEFINED 05 577799 RAYTHEON CO COM NEW 755111507 3561 108450 SH DEFINED 08 108450 READERS DIGEST ASSN INC COM 755267101 3 198 SH DEFINED 01 198 READERS DIGEST ASSN INC COM 755267101 9 670 SH OTHER 01 620 50 READERS DIGEST ASSN INC COM 755267101 2605 193237 SH DEFINED 05 193237 READERS DIGEST ASSN INC COM 755267101 83 6158 SH DEFINED 08 6158 REALTY INCOME CORP COM 756109104 158 4150 SH DEFINED 01 4150 REALTY INCOME CORP COM 756109104 50 1300 SH OTHER 01 1300 RED HAT INC COM 756577102 7 950 SH DEFINED 01 950 RED HAT INC COM 756577102 1 100 SH OTHER 01 100 RED HAT INC COM 756577102 141 18635 SH DEFINED 08 18635 RED ROBIN GOURMET BURGERS IN COM 75689M101 6976 367754 SH DEFINED 05 367754 RED ROBIN GOURMET BURGERS IN COM 75689M101 8 444 SH DEFINED 08 444 RED ROBIN GOURMET BURGERS IN COM 75689M101 355 18700 SH DEFINED 17 18700 REDBACK NETWORKS INC NOTE 5.000% 757209AB7 1219 3000000 PRN DEFINED 08 3000000 REDBACK NETWORKS INC COM 757209101 400 SH DEFINED 01 400 REDBACK NETWORKS INC COM 757209101 100 SH OTHER 01 100 REDBACK NETWORKS INC COM 757209101 88 100400 SH DEFINED 08 100400 REDWOOD TR INC COM 758075402 48 1200 SH DEFINED 01 1200 REDWOOD TR INC COM 758075402 923 23125 SH DEFINED 08 23125 REDWOOD TR INC COM 758075402 1277 32000 SH DEFINED 17 32000 REEBOK INTL LTD COM 758110100 303 9019 SH DEFINED 01 6590 1929 500 REEBOK INTL LTD COM 758110100 23 685 SH OTHER 01 685 REEBOK INTL LTD COM 758110100 1281 38085 SH DEFINED 05 38085 REEBOK INTL LTD COM 758110100 599 17800 SH DEFINED 08 17800 REEBOK INTL LTD COM 758110100 841 25000 SH CALL DEFINED 08 25000 REEBOK INTL LTD COM 758110100 608 18075 SH DEFINED 17 18075 REGAL BELOIT CORP COM 758750103 82 4307 SH DEFINED 01 2707 1600 REGAL BELOIT CORP COM 758750103 3 150 SH OTHER 01 150 REGAL BELOIT CORP COM 758750103 1904 99700 SH DEFINED 05 99700 REGENCY CTRS CORP COM 758849103 21 600 SH DEFINED 01 600 REGENCY CTRS CORP COM 758849103 350 10000 SH OTHER 01 10000 REGENCY CTRS CORP COM 758849103 269 7697 SH DEFINED 17 7697 REGENERON PHARMACEUTICALS NOTE 5.500% 75886FAB3 527 560000 PRN DEFINED 17 560000 REGENERON PHARMACEUTICALS COM 75886F107 21 SH DEFINED 01 21 REGENERON PHARMACEUTICALS COM 75886F107 39 2450 SH OTHER 01 2000 450 REGENERON PHARMACEUTICALS COM 75886F107 2871 182200 SH DEFINED 05 182200 REGENERON PHARMACEUTICALS COM 75886F107 958 60800 SH DEFINED 08 60800 REGENERON PHARMACEUTICALS COM 75886F107 449 28464 SH DEFINED 17 28464 REGENERATION TECH INC DEL COM 75886N100 2322 175900 SH DEFINED 01 175900 REGENERATION TECH INC DEL COM 75886N100 30 2300 SH DEFINED 17 2300 REGIS CORP MINN COM 758932107 550 18936 SH DEFINED 01 5366 13570 REGIS CORP MINN COM 758932107 5 180 SH OTHER 01 180 REGIS CORP MINN COM 758932107 5619 193425 SH DEFINED 05 193425 REGIS CORP MINN COM 758932107 20 700 SH DEFINED 08 700 REGIS CORP MINN COM 758932107 267 9200 SH DEFINED 17 9200 REGIONS FINL CORP COM 758940100 4903 145148 SH DEFINED 01 124248 20900 REGIONS FINL CORP COM 758940100 1328 39310 SH OTHER 01 9799 29511 REGIONS FINL CORP COM 758940100 10267 303925 SH DEFINED 05 303925 REGIONS FINL CORP COM 758940100 326 9643 SH DEFINED 08 9643 REGIONS FINL CORP COM 758940100 28 828 SH DEFINED 17 828 REGIONAL BK HOLDRS TR DEPOSITRY RC 75902E100 13149 117700 SH OTHER 17 117700 REGISTER COM INC COM 75914G101 451 74750 SH DEFINED 17 74750 REHABCARE GROUP INC COM 759148109 188 12800 SH DEFINED 01 3100 9700 REHABCARE GROUP INC COM 759148109 1138 77675 SH DEFINED 05 77675 REHABCARE GROUP INC COM 759148109 40 2700 SH DEFINED 17 2700 REINSURANCE GROUP AMER INC COM 759351109 26 820 SH DEFINED 01 820 REINSURANCE GROUP AMER INC COM 759351109 231 7183 SH OTHER 01 3231 3952 RELIANCE STEEL & ALUMINUM CO COM 759509102 358 17300 SH DEFINED 01 4600 12700 RELIANCE STEEL & ALUMINUM CO COM 759509102 43 2100 SH OTHER 01 2100 RELIANCE STEEL & ALUMINUM CO COM 759509102 3126 151025 SH DEFINED 05 151025 RELIANT RES INC COM 75952B105 153 24878 SH DEFINED 01 19939 4939 RELIANT RES INC COM 75952B105 175 28573 SH OTHER 01 14345 14228 RELIANT RES INC COM 75952B105 6316 1030315 SH DEFINED 05 1030315 REMEC INC COM 759543101 184 26719 SH DEFINED 01 24219 2500 REMEC INC COM 759543101 5633 816350 SH DEFINED 05 816350 REMEC INC COM 759543101 1 150 SH DEFINED 08 150 REMINGTON OIL & GAS CORP COM 759594302 390 21245 SH DEFINED 01 11810 9435 REMINGTON OIL & GAS CORP COM 759594302 25 SH OTHER 01 25 REMINGTON OIL & GAS CORP COM 759594302 8917 485157 SH DEFINED 05 485157 REMINGTON OIL & GAS CORP COM 759594302 4 200 SH DEFINED 08 200 RENAL TREATMENT CTRS INC NOTE 5.625% 759671AC4 573 550000 PRN DEFINED 08 550000 REPLIGEN CORP COM 759916109 61 12000 SH DEFINED 08 12000 RENAL CARE GROUP INC COM 759930100 931 26433 SH DEFINED 01 5029 15150 6254 RENAL CARE GROUP INC COM 759930100 121 3425 SH OTHER 01 3425 RENAL CARE GROUP INC COM 759930100 7666 217725 SH DEFINED 05 217725 RENAL CARE GROUP INC COM 759930100 28 800 SH DEFINED 17 800 RENT A CTR INC NEW COM 76009N100 941 12410 SH DEFINED 01 1076 11334 RENT A CTR INC NEW COM 76009N100 426 5625 SH OTHER 01 5160 465 RENT A CTR INC NEW COM 76009N100 11152 147109 SH DEFINED 05 147109 RENT A CTR INC NEW COM 76009N100 12 157 SH DEFINED 08 157 RENT A CTR INC NEW COM 76009N100 667 8800 SH DEFINED 17 8800 RENT WAY INC COM 76009U104 186 40000 SH DEFINED 01 40000 RENT WAY INC COM 76009U104 12 2500 SH DEFINED 08 2500 REPSOL YPF S A SPONSORED AD 76026T205 2367 146400 SH OTHER 146400 REPSOL YPF S A SPONSORED AD 76026T205 131 8077 SH OTHER 01 1325 4926 1826 REPSOL YPF S A SPONSORED AD 76026T205 25 SH DEFINED 05 25 REPSOL YPF S A SPONSORED AD 76026T205 3427 211945 SH DEFINED 08 211945 REPUBLIC BANCORP INC COM 760282103 2994 223425 SH DEFINED 05 223425 REPUBLIC SVCS INC COM 760759100 4774 210594 SH DEFINED 01 210594 REPUBLIC SVCS INC COM 760759100 19 825 SH OTHER 01 825 REPUBLIC SVCS INC COM 760759100 7192 317260 SH DEFINED 05 317260 REPUBLIC SVCS INC COM 760759100 279 12300 SH DEFINED 17 12300 RESEARCH IN MOTION LTD COM 760975102 2 100 SH DEFINED 01 100 RESEARCH IN MOTION LTD COM 760975102 272 12600 SH DEFINED 08 12600 RESEARCH IN MOTION LTD COM 760975102 368 17040 SH DEFINED 17 17040 RESTORATION HARDWARE INC DEL COM 760981100 100 SH DEFINED 01 100 RESTORATION HARDWARE INC DEL COM 760981100 110 25098 SH DEFINED 08 25098 RESMED INC COM 761152107 83 2130 SH DEFINED 01 330 1800 RESMED INC COM 761152107 5 125 SH OTHER 01 125 RESMED INC COM 761152107 5174 132000 SH DEFINED 05 132000 RESPIRONICS INC COM 761230101 1085 29148 SH DEFINED 01 13498 15650 RESPIRONICS INC COM 761230101 17536 471010 SH DEFINED 05 471010 RESPIRONICS INC COM 761230101 1 15 SH DEFINED 08 15 RETAIL HOLDRS TR DEP RCPT 76127U101 812 10000 SH CALL DEFINED 08 10000 RETAIL HOLDRS TR DEP RCPT 76127U101 812 10000 SH PUT DEFINED 08 10000 RETAIL HOLDRS TR DEP RCPT 76127U101 374 4600 SH DEFINED 17 4600 RETAIL HOLDRS TR DEP RCPT 76127U101 10247 126200 SH OTHER 17 126200 RETEK INC COM 76128Q109 48 7591 SH DEFINED 01 7591 RETEK INC COM 76128Q109 668 106091 SH DEFINED 05 106091 RETEK INC COM 76128Q109 46 7280 SH DEFINED 08 7280 RETEK INC COM 76128Q109 16 2600 SH DEFINED 17 2600 REUTERS GROUP PLC SPONSORED AD 76132M102 240 13742 SH DEFINED 01 12952 790 REUTERS GROUP PLC SPONSORED AD 76132M102 700 40066 SH OTHER 01 15970 24096 REYNOLDS & REYNOLDS CO CL A 761695105 339 11881 SH DEFINED 01 26 11855 REYNOLDS & REYNOLDS CO CL A 761695105 907 31750 SH OTHER 01 11855 6750 13145 REYNOLDS & REYNOLDS CO CL A 761695105 3784 132509 SH DEFINED 05 132509 REYNOLDS & REYNOLDS CO CL A 761695105 104 3650 SH DEFINED 08 3650 REYNOLDS & REYNOLDS CO CL A 761695105 29 1000 SH DEFINED 17 1000 REYNOLDS R J TOB HLDGS INC COM 76182K105 2683 72100 SH OTHER 72100 REYNOLDS R J TOB HLDGS INC COM 76182K105 17091 459311 SH DEFINED 01 458911 400 REYNOLDS R J TOB HLDGS INC COM 76182K105 116 3108 SH OTHER 01 2975 133 REYNOLDS R J TOB HLDGS INC COM 76182K105 4839 130041 SH DEFINED 05 130041 REYNOLDS R J TOB HLDGS INC COM 76182K105 4484 120500 SH DEFINED 08 120500 REYNOLDS R J TOB HLDGS INC COM 76182K105 5023 135000 SH CALL DEFINED 08 135000 REYNOLDS R J TOB HLDGS INC COM 76182K105 49 1318 SH DEFINED 17 1318 REYNOLDS R J TOB HLDGS INC COM 76182K105 22 600 SH CALL DEFINED 17 600 RIBAPHARM INC COM 762537108 112 17300 SH DEFINED 17 17300 RIGGS NATL CORP WASH DC COM 766570105 256 16811 SH DEFINED 01 5211 11600 RIGGS NATL CORP WASH DC COM 766570105 5 350 SH OTHER 01 350 RIGGS NATL CORP WASH DC COM 766570105 1974 129675 SH DEFINED 05 129675 RIGGS NATL CORP WASH DC COM 766570105 38 2500 SH DEFINED 17 2500 RIO TINTO PLC SPONSORED AD 767204100 102 1336 SH OTHER 01 830 506 RIO TINTO PLC SPONSORED AD 767204100 191 2500 SH DEFINED 08 2500 RITA MED SYS INC DEL COM 76774E103 1185 332018 SH DEFINED 332018 RITE AID CORP COM 767754104 226 50802 SH DEFINED 01 50802 RITE AID CORP COM 767754104 50 11150 SH OTHER 01 6950 4200 RITE AID CORP COM 767754104 17 3800 SH DEFINED 05 3800 RITE AID CORP COM 767754104 258 57900 SH DEFINED 08 57900 ROADWAY CORP COM 769742107 198 6950 SH DEFINED 01 1550 5400 ROADWAY CORP COM 769742107 1 50 SH OTHER 01 50 ROADWAY CORP COM 769742107 2443 85600 SH DEFINED 05 85600 ROADWAY CORP COM 769742107 3 100 SH DEFINED 08 100 ROADWAY CORP COM 769742107 253 8875 SH DEFINED 17 8875 ROBBINS & MYERS INC COM 770196103 19 1000 SH OTHER 01 1000 ROBBINS & MYERS INC COM 770196103 1032 55775 SH DEFINED 05 55775 ROBBINS & MYERS INC COM 770196103 35 1900 SH DEFINED 17 1900 ROBERT HALF INTL INC COM 770323103 297 15676 SH DEFINED 01 15676 ROBERT HALF INTL INC COM 770323103 227 12000 SH OTHER 01 10800 1200 ROBERT HALF INTL INC COM 770323103 1571 82960 SH DEFINED 05 82960 ROBERT HALF INTL INC COM 770323103 63 3300 SH DEFINED 08 3300 ROCK-TENN CO CL A 772739207 698 41176 SH DEFINED 01 41176 ROCK-TENN CO CL A 772739207 2273 134100 SH DEFINED 05 134100 ROCK-TENN CO CL A 772739207 12 700 SH DEFINED 17 700 ROCKWELL AUTOMATION INC COM 773903109 2117 88785 SH DEFINED 01 64155 24630 ROCKWELL AUTOMATION INC COM 773903109 2936 123157 SH OTHER 01 80125 43032 ROCKWELL AUTOMATION INC COM 773903109 2794 117185 SH DEFINED 05 117185 ROCKWELL AUTOMATION INC COM 773903109 76 3200 SH DEFINED 08 3200 ROCKWELL AUTOMATION INC COM 773903109 21 894 SH DEFINED 13 894 ROCKWELL AUTOMATION INC COM 773903109 64 2700 SH DEFINED 17 2700 ROCKWELL COLLINS INC COM 774341101 1178 47839 SH OTHER 47839 ROCKWELL COLLINS INC COM 774341101 2253 91485 SH DEFINED 01 85755 5730 ROCKWELL COLLINS INC COM 774341101 1847 74986 SH OTHER 01 44078 30908 ROCKWELL COLLINS INC COM 774341101 5867 238217 SH DEFINED 05 238217 ROCKWELL COLLINS INC COM 774341101 72 2912 SH DEFINED 08 2912 ROCKWELL COLLINS INC COM 774341101 3773 153200 SH CALL DEFINED 08 153200 ROCKWELL COLLINS INC COM 774341101 22 894 SH DEFINED 13 894 ROCKWELL COLLINS INC COM 774341101 168 6825 SH DEFINED 17 6825 ROGERS COMMUNICATIONS INC CL B 775109200 247 15400 SH DEFINED 17 15400 ROGERS CORP COM 775133101 183 5500 SH DEFINED 01 2110 3390 ROGERS CORP COM 775133101 9 260 SH OTHER 01 260 ROGERS CORP COM 775133101 2297 68975 SH DEFINED 05 68975 ROGERS CORP COM 775133101 3 100 SH DEFINED 08 100 ROGERS CORP COM 775133101 37 1100 SH DEFINED 17 1100 ROHM & HAAS CO COM 775371107 3131 100902 SH DEFINED 01 66402 34500 ROHM & HAAS CO COM 775371107 2800 90233 SH OTHER 01 83793 6440 ROHM & HAAS CO COM 775371107 3314 106800 SH DEFINED 05 106800 ROHM & HAAS CO COM 775371107 71 2300 SH DEFINED 08 2300 ROHM & HAAS CO COM 775371107 43 1400 SH DEFINED 17 1400 ROLLINS INC COM 775711104 47 2500 SH DEFINED 01 2500 ROLLINS INC COM 775711104 11 590 SH OTHER 01 390 200 ROLLINS INC COM 775711104 1674 88822 SH DEFINED 05 88822 ROLLINS INC COM 775711104 53 2830 SH DEFINED 08 2830 ROLLINS INC COM 775711104 746 39600 SH DEFINED 17 39600 ROPER INDS INC NEW COM 776696106 186 5000 SH DEFINED 01 5000 ROPER INDS INC NEW COM 776696106 162 4350 SH OTHER 01 400 3950 ROPER INDS INC NEW COM 776696106 4939 132775 SH DEFINED 05 132775 ROPER INDS INC NEW COM 776696106 7 200 SH DEFINED 08 200 ROSLYN BANCORP INC COM 778162107 28 1300 SH DEFINED 01 1300 ROSLYN BANCORP INC COM 778162107 3279 151891 SH DEFINED 05 151891 ROSLYN BANCORP INC COM 778162107 94 4360 SH DEFINED 08 4360 ROSLYN BANCORP INC COM 778162107 160 7400 SH DEFINED 17 7400 ROSS STORES INC COM 778296103 660 15371 SH OTHER 15371 ROSS STORES INC COM 778296103 435 10121 SH DEFINED 01 10121 ROSS STORES INC COM 778296103 27 625 SH OTHER 01 50 575 ROSS STORES INC COM 778296103 11731 273065 SH DEFINED 05 273065 ROSS STORES INC COM 778296103 2 SH DEFINED 17 2 ROTO ROOTER INC NEW COM 778787101 1568 41100 SH DEFINED 05 41100 ROUSE CO COM 779273101 403 10571 SH DEFINED 01 10571 ROUSE CO COM 779273101 922 24191 SH OTHER 01 18691 5500 ROUSE CO COM 779273101 8 200 SH DEFINED 05 200 ROWAN COS INC COM 779382100 135 6007 SH DEFINED 01 6007 ROWAN COS INC COM 779382100 74 3285 SH OTHER 01 200 3085 ROWAN COS INC COM 779382100 1021 45565 SH DEFINED 05 45565 ROWAN COS INC COM 779382100 197 8808 SH DEFINED 17 8808 ROXIO INC COM 780008108 208 31981 SH DEFINED 01 16845 15136 ROXIO INC COM 780008108 1 164 SH OTHER 01 164 ROXIO INC COM 780008108 896 137900 SH DEFINED 05 137900 ROXIO INC COM 780008108 98 15000 SH DEFINED 08 15000 ROYAL BK CDA MONTREAL QUE COM 780087102 1767 41523 SH DEFINED 01 41523 ROYAL BK CDA MONTREAL QUE COM 780087102 306 7193 SH OTHER 01 4802 2391 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF 780097705 29 1000 SH DEFINED 01 1000 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF 780097705 234 8078 SH OTHER 01 600 7478 ROYAL CARIBBEAN CRUISES LTD NOTE 780153AK8 3 7000 PRN DEFINED 01 7000 ROYAL CARIBBEAN CRUISES LTD NOTE 780153AK8 407 993000 PRN DEFINED 08 993000 ROYAL CARIBBEAN CRUISES LTD NOTE 780153AK8 369 900000 PRN DEFINED 17 900000 ROYAL CARIBBEAN CRUISES LTD NOTE 780153AK8 46428 113240000 PRN OTHER 17 113240000 ROYAL CARIBBEAN CRUISES LTD NOTE 780153AM4 215 500000 PRN DEFINED 17 500000 ROYAL DUTCH PETE CO NY REG EUR . 780257804 4059 87057 SH DEFINED 87057 ROYAL DUTCH PETE CO NY REG EUR . 780257804 53917 1156520 SH DEFINED 01 1099659 56861 ROYAL DUTCH PETE CO NY REG EUR . 780257804 60645 1300827 SH OTHER 01 792240 508587 ROYAL DUTCH PETE CO NY REG EUR . 780257804 10 SH DEFINED 05 10 ROYAL DUTCH PETE CO NY REG EUR . 780257804 389 8350 SH DEFINED 08 8350 ROYAL DUTCH PETE CO NY REG EUR . 780257804 13986 300000 SH CALL DEFINED 08 300000 ROYAL DUTCH PETE CO NY REG EUR . 780257804 7863 168653 SH DEFINED 11 168653 ROYAL DUTCH PETE CO NY REG EUR . 780257804 3497 75000 SH DEFINED 17 75000 ROYAL DUTCH PETE CO NY REG EUR . 780257804 9371 201000 SH CALL DEFINED 17 201000 ROYAL GOLD INC COM 780287108 2 100 SH DEFINED 01 100 ROYAL GOLD INC COM 780287108 163 7590 SH OTHER 01 7590 ROYAL GOLD INC COM 780287108 64 3000 SH DEFINED 17 3000 ROYCE MICRO-CAP TR INC COM 780915104 175 17942 SH OTHER 01 17942 RUBY TUESDAY INC COM 781182100 572 23140 SH DEFINED 01 8640 6696 7804 RUBY TUESDAY INC COM 781182100 198 8004 SH OTHER 01 8004 RUBY TUESDAY INC COM 781182100 3771 152495 SH DEFINED 05 152495 RUBY TUESDAY INC COM 781182100 49 2000 SH DEFINED 08 2000 RUDDICK CORP COM 781258108 1927 122596 SH DEFINED 01 122596 RUDDICK CORP COM 781258108 31 2000 SH OTHER 01 2000 RUDDICK CORP COM 781258108 1436 91333 SH DEFINED 05 91333 RUDOLPH TECHNOLOGIES INC COM 781270103 132 8296 SH DEFINED 01 2096 6200 RUDOLPH TECHNOLOGIES INC COM 781270103 2 150 SH OTHER 01 150 RUDOLPH TECHNOLOGIES INC COM 781270103 1150 72050 SH DEFINED 05 72050 RUDOLPH TECHNOLOGIES INC COM 781270103 16 1000 SH DEFINED 08 1000 RUSS BERRIE & CO COM 782233100 274 7500 SH DEFINED 01 500 7000 RUSS BERRIE & CO COM 782233100 3 75 SH OTHER 01 75 RUSS BERRIE & CO COM 782233100 3321 90975 SH DEFINED 05 90975 RUSSELL CORP COM 782352108 329 17300 SH DEFINED 01 3600 13700 RUSSELL CORP COM 782352108 3 150 SH OTHER 01 150 RUSSELL CORP COM 782352108 2843 149650 SH DEFINED 05 149650 RYANAIR HLDGS PLC SPONSORED AD 783513104 20190 449457 SH DEFINED 449457 RYANAIR HLDGS PLC SPONSORED AD 783513104 121 2700 SH DEFINED 01 2700 RYANAIR HLDGS PLC SPONSORED AD 783513104 318 7071 SH DEFINED 05 7071 RYANAIR HLDGS PLC SPONSORED AD 783513104 184106 4098534 SH DEFINED 11 3709258 389276 RYANS FAMILY STEAK HOUSE INC COM 783519101 620 45269 SH DEFINED 01 10969 20200 14100 RYANS FAMILY STEAK HOUSE INC COM 783519101 207 15150 SH OTHER 01 15150 RYANS FAMILY STEAK HOUSE INC COM 783519101 2965 216550 SH DEFINED 05 216550 RYDER SYS INC COM 783549108 174 6798 SH DEFINED 01 6498 300 RYDER SYS INC COM 783549108 831 32420 SH DEFINED 05 32420 RYDER SYS INC COM 783549108 59 2300 SH DEFINED 08 2300 RYDER SYS INC COM 783549108 328 12800 SH DEFINED 17 12800 RYERSON TULL INC NEW COM 78375P107 275 31318 SH DEFINED 01 24838 6380 100 RYERSON TULL INC NEW COM 78375P107 6 720 SH OTHER 01 720 RYERSON TULL INC NEW COM 78375P107 942 107245 SH DEFINED 05 107245 RYLAND GROUP INC COM 783764103 380 5480 SH DEFINED 01 780 4700 RYLAND GROUP INC COM 783764103 12 175 SH OTHER 01 175 RYLAND GROUP INC COM 783764103 7294 105100 SH DEFINED 05 105100 RYLAND GROUP INC COM 783764103 5066 73000 SH CALL DEFINED 08 73000 RYLAND GROUP INC COM 783764103 854 12301 SH DEFINED 17 12301 SBC COMMUNICATIONS INC COM 78387G103 153 6000 SH DEFINED 6000 SBC COMMUNICATIONS INC COM 78387G103 17499 684897 SH OTHER 684897 SBC COMMUNICATIONS INC COM 78387G103 154718 6055505 SH DEFINED 01 5710255 345250 SBC COMMUNICATIONS INC COM 78387G103 109222 4274834 SH OTHER 01 2256149 2018685 SBC COMMUNICATIONS INC COM 78387G103 62965 2464369 SH DEFINED 05 2464369 SBC COMMUNICATIONS INC COM 78387G103 2459 96247 SH DEFINED 08 96247 SBC COMMUNICATIONS INC COM 78387G103 8099 317000 SH CALL DEFINED 08 317000 SBC COMMUNICATIONS INC COM 78387G103 3884 152000 SH PUT DEFINED 08 152000 SBC COMMUNICATIONS INC COM 78387G103 3296 129000 SH DEFINED 17 129000 SBS TECHNOLOGIES INC COM 78387P103 37 3800 SH DEFINED 01 2100 1700 SBS TECHNOLOGIES INC COM 78387P103 8 775 SH OTHER 01 775 SBS TECHNOLOGIES INC COM 78387P103 610 62475 SH DEFINED 05 62475 SBS TECHNOLOGIES INC COM 78387P103 11 1100 SH DEFINED 17 1100 SCM MICROSYSTEMS INC COM 784018103 2 440 SH OTHER 01 440 SCM MICROSYSTEMS INC COM 784018103 328 60100 SH DEFINED 05 60100 SCPIE HLDGS INC COM 78402P104 12 1500 SH DEFINED 01 1500 SCPIE HLDGS INC COM 78402P104 300 39025 SH DEFINED 05 39025 SCP POOL CORP COM 784028102 560 16284 SH DEFINED 01 4599 11685 SCP POOL CORP COM 784028102 224 6525 SH OTHER 01 6425 100 SCP POOL CORP COM 784028102 3141 91325 SH DEFINED 05 91325 SCP POOL CORP COM 784028102 7 200 SH DEFINED 08 200 SEI INVESTMENTS CO COM 784117103 92 2861 SH DEFINED 01 2861 SEI INVESTMENTS CO COM 784117103 289 9025 SH OTHER 01 8400 625 SEI INVESTMENTS CO COM 784117103 6615 206769 SH DEFINED 05 206769 SEI INVESTMENTS CO COM 784117103 219 6845 SH DEFINED 08 6845 SK TELECOM LTD SPONSORED AD 78440P108 1566 83053 SH OTHER 83053 SK TELECOM LTD SPONSORED AD 78440P108 3 136 SH DEFINED 01 100 36 SK TELECOM LTD SPONSORED AD 78440P108 10 505 SH OTHER 01 505 SK TELECOM LTD SPONSORED AD 78440P108 276 14649 SH DEFINED 17 14649 SLM CORP COM 78442P106 270913 6916350 SH DEFINED 01 6916350 SLM CORP COM 78442P106 13761 351310 SH DEFINED 05 351310 SLM CORP COM 78442P106 904 23083 SH DEFINED 08 23083 SLM CORP COM 78442P106 9342 238500 SH CALL DEFINED 08 238500 SLM CORP COM 78442P106 10576 270000 SH PUT DEFINED 08 270000 SLM CORP COM 78442P106 1336964 34132335 SH DEFINED 11 30426796 3705539 SLM CORP COM 78442P106 67 1700 SH DEFINED 17 1700 SLM CORP COM 78442P106 121968 3113800 SH OTHER 17 3113800 SPDR TR UNIT SER 1 78462F103 626022 6412193 SH DEFINED 01 6247100 165093 SPDR TR UNIT SER 1 78462F103 56793 581717 SH OTHER 01 209280 8465 363972 SPDR TR UNIT SER 1 78462F103 6275 64275 SH DEFINED 05 64275 SPDR TR UNIT SER 1 78462F103 244566 2505030 SH DEFINED 08 2505030 SPDR TR UNIT SER 1 78462F103 8445 86500 SH DEFINED 17 86500 SPSS INC COM 78462K102 2181 131475 SH DEFINED 131475 SPSS INC COM 78462K102 27 1600 SH DEFINED 01 300 1300 SPSS INC COM 78462K102 2 125 SH OTHER 01 125 SPSS INC COM 78462K102 1150 69300 SH DEFINED 05 69300 SPS TECHNOLOGIES INC COM 784626103 138 5100 SH DEFINED 01 135 4965 SPS TECHNOLOGIES INC COM 784626103 4 135 SH OTHER 01 135 SPS TECHNOLOGIES INC COM 784626103 1582 58505 SH DEFINED 05 58505 SPX CORP NOTE 784635AD6 2 3000 PRN DEFINED 08 3000 SPX CORP NOTE 784635AD6 947 1500000 PRN DEFINED 17 1500000 SPX CORP COM 784635104 89 2011 SH DEFINED 01 2011 SPX CORP COM 784635104 71 1610 SH OTHER 01 56 1554 SPX CORP COM 784635104 6801 154366 SH DEFINED 05 154366 SPX CORP COM 784635104 330 7500 SH DEFINED 08 7500 SPX CORP COM 784635104 662 15020 SH DEFINED 17 15020 SABA SOFTWARE INC COM NEW 784932600 747 164253 SH DEFINED 08 164253 SWS GROUP INC COM 78503N107 472 23400 SH DEFINED 01 4300 19100 SWS GROUP INC COM 78503N107 13 623 SH OTHER 01 623 SWS GROUP INC COM 78503N107 1932 95875 SH DEFINED 05 95875 SWS GROUP INC COM 78503N107 2 100 SH DEFINED 08 100 SABRE HLDGS CORP CL A 785905100 389 15798 SH DEFINED 01 15798 SABRE HLDGS CORP CL A 785905100 210 8505 SH OTHER 01 22 8483 SABRE HLDGS CORP CL A 785905100 1629 66085 SH DEFINED 05 66085 SABRE HLDGS CORP CL A 785905100 25 1000 SH DEFINED 08 1000 SABRE HLDGS CORP CL A 785905100 126 5100 SH DEFINED 17 5100 SAFECO CORP COM 786429100 29996 849978 SH DEFINED 01 296290 553688 SAFECO CORP COM 786429100 5847 165690 SH OTHER 01 142060 23630 SAFECO CORP COM 786429100 3527 99950 SH DEFINED 05 99950 SAFECO CORP COM 786429100 225 6377 SH DEFINED 08 6377 SAFECO CORP COM 786429100 88 2500 SH DEFINED 17 2500 SAFENET INC COM 78645R107 834 30071 SH DEFINED 30071 SAFENET INC COM 78645R107 3 SH DEFINED 17 3 SAFEWAY INC COM NEW 786514208 14011 684790 SH OTHER 684790 SAFEWAY INC COM NEW 786514208 3725 182073 SH DEFINED 01 160548 21525 SAFEWAY INC COM NEW 786514208 1996 97532 SH OTHER 01 82720 14812 SAFEWAY INC COM NEW 786514208 4373 213730 SH DEFINED 05 213730 SAFEWAY INC COM NEW 786514208 904 44201 SH DEFINED 08 44201 SAFEWAY INC COM NEW 786514208 1023 50000 SH CALL DEFINED 08 50000 SAFEWAY INC COM NEW 786514208 53 2600 SH DEFINED 17 2600 SAFEWAY INC COM NEW 786514208 6240 305000 SH OTHER 17 305000 SAGENT TECHNOLOGY INC COM 786693101 4 22950 SH DEFINED 08 22950 ST JOE CO COM 790148100 19 600 SH DEFINED 01 150 450 ST JOE CO COM 790148100 226 7250 SH OTHER 01 7250 ST JOE CO COM 790148100 3 100 SH DEFINED 05 100 ST JUDE MED INC COM 790849103 1599 27801 SH DEFINED 01 23301 4500 ST JUDE MED INC COM 790849103 1391 24190 SH OTHER 01 10960 13230 ST JUDE MED INC COM 790849103 9429 163980 SH DEFINED 05 163980 ST JUDE MED INC COM 790849103 4156 72286 SH DEFINED 08 72286 ST JUDE MED INC COM 790849103 118 2051 SH DEFINED 17 2051 ST MARY LD & EXPL CO COM 792228108 247 9060 SH DEFINED 01 2160 6900 ST MARY LD & EXPL CO COM 792228108 7 250 SH OTHER 01 250 ST MARY LD & EXPL CO COM 792228108 3294 120675 SH DEFINED 05 120675 ST MARY LD & EXPL CO COM 792228108 5 200 SH DEFINED 08 200 ST PAUL COS INC COM 792860108 8752 239727 SH DEFINED 01 223619 16108 ST PAUL COS INC COM 792860108 4715 129132 SH OTHER 01 44202 84930 ST PAUL COS INC COM 792860108 4635 126945 SH DEFINED 05 126945 ST PAUL COS INC COM 792860108 402 11000 SH DEFINED 08 11000 ST PAUL COS INC COM 792860108 77 2100 SH DEFINED 17 2100 SAKS INC COM 79377W108 143 14735 SH DEFINED 01 14325 410 SAKS INC COM 79377W108 4 400 SH OTHER 01 400 SAKS INC COM 79377W108 2729 281370 SH DEFINED 05 281370 SALOMON BROTHERS FD INC COM 795477108 350 32752 SH DEFINED 01 32752 SALOMON BROTHERS FD INC COM 795477108 71 6656 SH OTHER 01 1000 5656 SALOMON BROS 2008 WORLDWIDE COM 79548R103 67 6200 SH DEFINED 01 6200 SALOMON BROS 2008 WORLDWIDE COM 79548R103 263 24200 SH OTHER 01 20400 3800 SALTON INC COM 795757103 94 10390 SH DEFINED 01 8190 2200 SALTON INC COM 795757103 434 48150 SH DEFINED 05 48150 SALTON INC COM 795757103 1 100 SH DEFINED 08 100 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 889 49500 SH DEFINED 08 49500 SAN PAOLO-IMI S P A SPONSORED AD 799175104 2353 125000 SH OTHER 125000 SAN PAOLO-IMI S P A SPONSORED AD 799175104 26 1397 SH OTHER 01 1397 SANDERS MORRIS HARRIS GROUP COM 80000Q104 98 10953 SH DEFINED 08 10953 SANDISK CORP COM 80004C101 236 5824 SH DEFINED 01 5824 SANDISK CORP COM 80004C101 121 2975 SH OTHER 01 1750 1225 SANDISK CORP COM 80004C101 5544 136644 SH DEFINED 05 136644 SANDISK CORP COM 80004C101 1410 34762 SH DEFINED 08 34762 SANDISK CORP COM 80004C101 710 17500 SH PUT DEFINED 08 17500 SANDISK CORP COM 80004C101 57 1400 SH DEFINED 17 1400 SANDY SPRING BANCORP INC COM 800363103 267 8403 SH DEFINED 01 8403 SANDY SPRING BANCORP INC COM 800363103 230 7234 SH OTHER 01 7234 SANMINA SCI CORP NOTE 4.250% 800907AB3 10000 10000000 PRN OTHER 10000000 SANMINA SCI CORP NOTE 4.250% 800907AB3 11099 11099000 PRN DEFINED 08 11099000 SANMINA SCI CORP SDCV 800907AD9 5849 12185000 PRN DEFINED 08 12185000 SANMINA SCI CORP SDCV 800907AD9 288 600000 PRN DEFINED 17 600000 SANMINA SCI CORP COM 800907107 284 44896 SH DEFINED 01 42538 2358 SANMINA SCI CORP COM 800907107 139 21943 SH OTHER 01 5758 16185 SANMINA SCI CORP COM 800907107 1795 283955 SH DEFINED 05 283955 SANMINA SCI CORP COM 800907107 405 64148 SH DEFINED 08 64148 SANMINA SCI CORP COM 800907107 4 700 SH PUT DEFINED 17 700 SANGSTAT MED CORP COM 801003104 2 167 SH DEFINED 01 167 SANGSTAT MED CORP COM 801003104 131 10000 SH DEFINED 08 10000 SAP AKTIENGESELLSCHAFT SPONSORED AD 803054204 1 38 SH DEFINED 01 38 SAP AKTIENGESELLSCHAFT SPONSORED AD 803054204 5 155 SH OTHER 01 155 SAP AKTIENGESELLSCHAFT SPONSORED AD 803054204 2206 75510 SH DEFINED 05 75510 SAP AKTIENGESELLSCHAFT SPONSORED AD 803054204 806 27588 SH DEFINED 08 27588 SAP AKTIENGESELLSCHAFT SPONSORED AD 803054204 1812 62000 SH PUT DEFINED 08 62000 SARA LEE CORP COM 803111103 18854 1002353 SH DEFINED 01 960375 41978 SARA LEE CORP COM 803111103 12284 653037 SH OTHER 01 384568 268469 SARA LEE CORP COM 803111103 7611 404630 SH DEFINED 05 404630 SARA LEE CORP COM 803111103 207 11000 SH DEFINED 08 11000 SARA LEE CORP COM 803111103 19 1000 SH CALL DEFINED 08 1000 SARA LEE CORP COM 803111103 5643 300000 SH OTHER 17 300000 SAUL CTRS INC COM 804395101 627 24500 SH DEFINED 01 1000 23500 SAUL CTRS INC COM 804395101 26 1000 SH OTHER 01 1000 SAVANNAH BANCORP INC COM 804748101 539 22464 SH DEFINED 01 4496 17968 SAVANNAH BANCORP INC COM 804748101 891 37146 SH OTHER 01 35846 1300 SAVIA S A DE C V SPON ADR REP 805175106 1549 737444 SH DEFINED 17 737444 SAXON CAPITAL INC COM 80556P302 92 5299 SH DEFINED 01 5299 SAXON CAPITAL INC COM 80556P302 72 4145 SH OTHER 01 1085 3060 SAXON CAPITAL INC COM 80556P302 120 6925 SH DEFINED 17 6925 SCANA CORP NEW COM 80589M102 1778 51864 SH DEFINED 01 47864 4000 SCANA CORP NEW COM 80589M102 1544 45049 SH OTHER 01 30907 14142 SCANA CORP NEW COM 80589M102 7509 219062 SH DEFINED 05 219062 SCANSOURCE INC COM 806037107 5205 194593 SH DEFINED 01 194593 SCHEIN HENRY INC COM 806407102 82 1568 SH DEFINED 01 1568 SCHEIN HENRY INC COM 806407102 8 150 SH OTHER 01 150 SCHEIN HENRY INC COM 806407102 4583 87280 SH DEFINED 05 87280 SCHEIN HENRY INC COM 806407102 36 686 SH DEFINED 08 686 SCHEIN HENRY INC COM 806407102 620 11814 SH DEFINED 17 11814 SCHERING PLOUGH CORP COM 806605101 10033 539400 SH OTHER 539400 SCHERING PLOUGH CORP COM 806605101 37856 2035247 SH DEFINED 01 1812279 222968 SCHERING PLOUGH CORP COM 806605101 33881 1821578 SH OTHER 01 1226230 595348 SCHERING PLOUGH CORP COM 806605101 16395 881470 SH DEFINED 05 881470 SCHERING PLOUGH CORP COM 806605101 2567 137994 SH DEFINED 08 137994 SCHERING PLOUGH CORP COM 806605101 4408 237000 SH CALL DEFINED 08 237000 SCHERING PLOUGH CORP COM 806605101 5909 317700 SH PUT DEFINED 08 317700 SCHERING PLOUGH CORP COM 806605101 7 400 SH DEFINED 13 400 SCHERING PLOUGH CORP COM 806605101 12 650 SH OTHER 13 250 400 SCHERING PLOUGH CORP COM 806605101 2168 116571 SH DEFINED 17 116571 SCHERING PLOUGH CORP COM 806605101 1674 90000 SH CALL DEFINED 17 90000 SCHERING PLOUGH CORP COM 806605101 4092 220000 SH PUT DEFINED 17 220000 SCHLUMBERGER LTD COM 806857108 49281 1035975 SH DEFINED 01 974181 61794 SCHLUMBERGER LTD COM 806857108 21988 462221 SH OTHER 01 253536 208685 SCHLUMBERGER LTD COM 806857108 16943 356180 SH DEFINED 05 356180 SCHLUMBERGER LTD COM 806857108 6610 138959 SH DEFINED 08 138959 SCHLUMBERGER LTD COM 806857108 476 10000 SH CALL DEFINED 08 10000 SCHLUMBERGER LTD COM 806857108 14747 310000 SH PUT DEFINED 08 310000 SCHLUMBERGER LTD COM 806857108 15 315 SH OTHER 13 315 SCHLUMBERGER LTD COM 806857108 4300 90400 SH DEFINED 17 90400 SCHLUMBERGER LTD COM 806857108 10346 217500 SH CALL DEFINED 17 217500 SCHLUMBERGER LTD COM 806857108 9514 200000 SH PUT DEFINED 17 200000 SCHOLASTIC CORP COM 807066105 31 1026 SH DEFINED 01 1026 SCHOLASTIC CORP COM 807066105 1 50 SH OTHER 01 50 SCHOLASTIC CORP COM 807066105 2301 77280 SH DEFINED 05 77280 SCHOLASTIC CORP COM 807066105 73 2460 SH DEFINED 08 2460 SCHOLASTIC CORP COM 807066105 77 2569 SH DEFINED 17 2569 SCHOOL SPECIALTY INC COM 807863105 225 7961 SH DEFINED 01 3891 4070 SCHOOL SPECIALTY INC COM 807863105 4 130 SH OTHER 01 130 SCHOOL SPECIALTY INC COM 807863105 2092 74150 SH DEFINED 05 74150 SCHOOL SPECIALTY INC COM 807863105 39 1400 SH DEFINED 17 1400 SCHULMAN A INC COM 808194104 3331 207142 SH DEFINED 01 207142 SCHULMAN A INC COM 808194104 1631 101430 SH OTHER 01 101405 25 SCHULMAN A INC COM 808194104 1840 114425 SH DEFINED 05 114425 SCHULMAN A INC COM 808194104 21 1300 SH DEFINED 08 1300 SCHULMAN A INC COM 808194104 214 13300 SH DEFINED 17 13300 SCHWAB CHARLES CORP NEW COM 808513105 3852 381792 SH DEFINED 01 379992 1800 SCHWAB CHARLES CORP NEW COM 808513105 2022 200384 SH OTHER 01 132718 67666 SCHWAB CHARLES CORP NEW COM 808513105 6589 652990 SH DEFINED 05 652990 SCHWAB CHARLES CORP NEW COM 808513105 1578 156400 SH DEFINED 08 156400 SCHWEITZER-MAUDUIT INTL INC COM 808541106 230 9520 SH DEFINED 01 3999 5521 SCHWEITZER-MAUDUIT INTL INC COM 808541106 16 679 SH OTHER 01 679 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1698 70350 SH DEFINED 05 70350 SCICLONE PHARMACEUTICALS INC COM 80862K104 9 1000 SH OTHER 01 1000 SCICLONE PHARMACEUTICALS INC COM 80862K104 2589 302506 SH DEFINED 08 302506 SCICLONE PHARMACEUTICALS INC COM 80862K104 261 30500 SH DEFINED 17 30500 SCIENTIFIC ATLANTA INC COM 808655104 1417 59438 SH DEFINED 01 45766 72 13600 SCIENTIFIC ATLANTA INC COM 808655104 286 12006 SH OTHER 01 12006 SCIENTIFIC ATLANTA INC COM 808655104 1721 72184 SH DEFINED 05 72184 SCIENTIFIC ATLANTA INC COM 808655104 134 5620 SH DEFINED 08 5620 SCIENTIFIC GAMES CORP CL A 80874P109 1 75 SH DEFINED 08 75 SCIENTIFIC GAMES CORP CL A 80874P109 271 29000 SH DEFINED 17 29000 SCOTTISH PWR PLC SPON ADR FIN 81013T705 393 16185 SH DEFINED 01 16069 116 SCOTTISH PWR PLC SPON ADR FIN 81013T705 712 29286 SH OTHER 01 11837 17449 SCOTTS CO CL A 810186106 173 3502 SH DEFINED 01 1102 2400 SCOTTS CO CL A 810186106 5 100 SH OTHER 01 100 SCOTTS CO CL A 810186106 6257 126400 SH DEFINED 05 126400 SCOTTS CO CL A 810186106 5 100 SH DEFINED 08 100 SCOTTS CO CL A 810186106 302 6105 SH DEFINED 17 6105 SCRIPPS E W CO OHIO CL A 811054204 574 6469 SH OTHER 6469 SCRIPPS E W CO OHIO CL A 811054204 125 1408 SH DEFINED 01 1408 SCRIPPS E W CO OHIO CL A 811054204 282 3180 SH OTHER 01 3180 SCRIPPS E W CO OHIO CL A 811054204 6434 72523 SH DEFINED 05 72523 SCUDDER MUN INCOME TR COM SH BEN I 81118R604 181 14631 SH DEFINED 01 14631 SCUDDER MUN INCOME TR COM SH BEN I 81118R604 91 7346 SH OTHER 01 3446 3900 SEACOAST FINL SVCS CORP COM 81170Q106 95 4800 SH DEFINED 01 1160 3640 SEACOAST FINL SVCS CORP COM 81170Q106 5 260 SH OTHER 01 260 SEACOAST FINL SVCS CORP COM 81170Q106 2039 102935 SH DEFINED 05 102935 SEACOAST FINL SVCS CORP COM 81170Q106 97 4910 SH DEFINED 08 4910 SEACOR SMIT INC COM 811904101 235 6434 SH DEFINED 01 3134 3300 SEACOR SMIT INC COM 811904101 3 75 SH OTHER 01 75 SEACOR SMIT INC COM 811904101 2944 80675 SH DEFINED 05 80675 SEACOR SMIT INC COM 811904101 26 700 SH DEFINED 17 700 SEALED AIR CORP NEW COM 81211K100 3906 81963 SH DEFINED 01 70556 11407 SEALED AIR CORP NEW COM 81211K100 437 9162 SH OTHER 01 5302 3860 SEALED AIR CORP NEW COM 81211K100 5178 108654 SH DEFINED 05 108654 SEALED AIR CORP NEW COM 81211K100 14 300 SH DEFINED 08 300 SEALED AIR CORP NEW COM 81211K100 167 3500 SH DEFINED 17 3500 SEALED AIR CORP NEW PFD CV A $2 81211K209 109 2139 SH DEFINED 01 2044 95 SEALED AIR CORP NEW PFD CV A $2 81211K209 46 900 SH OTHER 01 514 386 SEALED AIR CORP NEW PFD CV A $2 81211K209 20 400 SH DEFINED 08 400 SEALED AIR CORP NEW PFD CV A $2 81211K209 2247 44100 SH DEFINED 17 44100 SEARS ROEBUCK & CO COM 812387108 7565 224871 SH DEFINED 01 213903 10968 SEARS ROEBUCK & CO COM 812387108 3754 111602 SH OTHER 01 68274 43328 SEARS ROEBUCK & CO COM 812387108 5025 149375 SH DEFINED 05 149375 SEARS ROEBUCK & CO COM 812387108 3265 97050 SH DEFINED 08 97050 SEARS ROEBUCK & CO COM 812387108 20487 609000 SH CALL DEFINED 08 609000 SEARS ROEBUCK & CO COM 812387108 3364 100000 SH PUT DEFINED 08 100000 SEARS ROEBUCK & CO COM 812387108 3 100 SH OTHER 13 100 SEARS ROEBUCK & CO COM 812387108 40 1200 SH DEFINED 17 1200 SEARS ROEBUCK & CO COM 812387108 1009 30000 SH CALL DEFINED 17 30000 SEARS ROEBUCK & CO COM 812387108 11269 335000 SH PUT DEFINED 17 335000 SEATTLE GENETICS INC COM 812578102 10347 2040816 SH DEFINED 2040816 SEATTLE GENETICS INC COM 812578102 5 1068 SH DEFINED 01 1068 SELECT SECTOR SPDR TR SBI HEALTHCA 81369Y209 10230 348800 SH DEFINED 01 348800 SELECT SECTOR SPDR TR SBI CONS STP 81369Y308 4738 235000 SH DEFINED 01 235000 SELECT SECTOR SPDR TR SBI CONS STP 81369Y308 6854 340000 SH DEFINED 08 340000 SELECT SECTOR SPDR TR SBI INT-ENER 81369Y506 4209 175000 SH DEFINED 08 175000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 51027 2078500 SH DEFINED 01 2078500 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 16042 716500 SH DEFINED 01 716500 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 156 9150 SH DEFINED 01 9150 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 477 27950 SH OTHER 01 4250 23700 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 9905 580250 SH DEFINED 08 580250 SELECT SECTOR SPDR TR SBI INT-UTIL 81369Y886 35175 1590200 SH DEFINED 01 1590200 SELECT SECTOR SPDR TR SBI INT-UTIL 81369Y886 473 21400 SH OTHER 01 15700 5700 SELECT SECTOR SPDR TR SBI INT-UTIL 81369Y886 2499 112995 SH DEFINED 08 112995 SEEBEYOND TECHNOLOGIES CORP COM 815704101 508 225579 SH DEFINED 225579 SELECT COMFORT CORP COM 81616X103 209 12712 SH DEFINED 05 12712 SELECT COMFORT CORP COM 81616X103 4111 249909 SH DEFINED 11 249909 SELECT COMFORT CORP COM 81616X103 1 43 SH DEFINED 17 43 SELECT MEDICAL CORP COM 816196109 1012 40773 SH DEFINED 08 40773 SELECTIVE INS GROUP INC COM 816300107 178 7100 SH DEFINED 01 1715 5385 SELECTIVE INS GROUP INC COM 816300107 3 115 SH OTHER 01 115 SELECTIVE INS GROUP INC COM 816300107 2806 112025 SH DEFINED 05 112025 SELECTIVE INS GROUP INC COM 816300107 28 1100 SH DEFINED 17 1100 SELIGMAN SELECT MUN FD INC COM 816344105 120 10567 SH DEFINED 01 10567 SELIGMAN SELECT MUN FD INC COM 816344105 45 4000 SH OTHER 01 4000 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 5 184 SH DEFINED 01 184 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 14 500 SH OTHER 01 500 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 17 600 SH DEFINED 08 600 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 9598 340000 SH CALL DEFINED 08 340000 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 14355 508500 SH PUT DEFINED 08 508500 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 8822 312500 SH PUT DEFINED 17 312500 SEMINIS INC CL A 816658108 55 14900 SH DEFINED 01 14900 SEMTECH CORP COM 816850101 131 9219 SH DEFINED 01 9219 SEMTECH CORP COM 816850101 2060 144560 SH DEFINED 05 144560 SEMTECH CORP COM 816850101 80 5589 SH DEFINED 08 5589 SEMTECH CORP COM 816850101 459 32197 SH DEFINED 17 32197 SEMPRA ENERGY COM 816851109 30736 1077307 SH DEFINED 01 1044755 32552 SEMPRA ENERGY COM 816851109 1375 48207 SH OTHER 01 39163 9044 SEMPRA ENERGY COM 816851109 2876 100790 SH DEFINED 05 100790 SEMPRA ENERGY COM 816851109 88 3100 SH DEFINED 17 3100 SEMITOOL INC COM 816909105 1085 224200 SH DEFINED 01 173200 51000 SENSIENT TECHNOLOGIES CORP COM 81725T100 3446 149912 SH DEFINED 01 149912 SENSIENT TECHNOLOGIES CORP COM 81725T100 92 4000 SH OTHER 01 4000 SENSIENT TECHNOLOGIES CORP COM 81725T100 2178 94721 SH DEFINED 05 94721 SENSIENT TECHNOLOGIES CORP COM 81725T100 39 1690 SH DEFINED 08 1690 SENSIENT TECHNOLOGIES CORP COM 81725T100 106 4600 SH DEFINED 17 4600 SEPRACOR INC NOTE 5.750% 817315AQ7 944 1040000 PRN DEFINED 17 1040000 SEPRACOR INC COM 817315104 48 2675 SH DEFINED 01 2675 SEPRACOR INC COM 817315104 23 1300 SH OTHER 01 1000 300 SEPRACOR INC COM 817315104 2980 166196 SH DEFINED 05 166196 SEPRACOR INC COM 817315104 61 3400 SH DEFINED 08 3400 SEPRACOR INC COM 817315104 22009 1227500 SH CALL DEFINED 08 1227500 SEPRACOR INC COM 817315104 3694 206000 SH PUT DEFINED 08 206000 SEPRACOR INC COM 817315104 29 1600 SH DEFINED 17 1600 SEPRACOR INC COM 817315104 108 6000 SH PUT DEFINED 17 6000 SEQUA CORPORATION CL A 817320104 705 20544 SH DEFINED 05 20544 SERENA SOFTWARE INC COM 817492101 509 24590 SH DEFINED 01 5180 19410 SERENA SOFTWARE INC COM 817492101 10 490 SH OTHER 01 490 SERENA SOFTWARE INC COM 817492101 3883 187775 SH DEFINED 05 187775 SERENA SOFTWARE INC COM 817492101 7 350 SH DEFINED 08 350 SERENA SOFTWARE INC COM 817492101 21 1000 SH DEFINED 17 1000 SERENA SOFTWARE INC COM 817492101 62 3000 SH CALL DEFINED 17 3000 SEROLOGICALS CORP COM 817523103 51 3750 SH OTHER 01 3750 SEROLOGICALS CORP COM 817523103 364 26800 SH DEFINED 17 26800 SERVICE CORP INTL COM 817565104 5697 1472000 SH OTHER 1472000 SERVICE CORP INTL COM 817565104 45 11617 SH OTHER 01 9117 2500 SERVICE CORP INTL COM 817565104 3 900 SH DEFINED 08 900 SERVICEMASTER CO COM 81760N109 348 32498 SH DEFINED 01 20348 12150 SERVICEMASTER CO COM 81760N109 149 13930 SH OTHER 01 13930 SERVICEMASTER CO COM 81760N109 43 4000 SH DEFINED 05 4000 SERVICEMASTER CO COM 81760N109 780 72900 SH DEFINED 17 72900 SHAW GROUP INC COM 820280105 100 8300 SH DEFINED 01 1400 6900 SHAW GROUP INC COM 820280105 1888 156650 SH DEFINED 05 156650 SHAW GROUP INC COM 820280105 348 28900 SH DEFINED 08 28900 SHAW GROUP INC COM 820280105 1747 145000 SH PUT DEFINED 08 145000 SHAW GROUP INC COM 820280105 70 5800 SH PUT DEFINED 17 5800 SHELL TRANS & TRADING PLC ADR NY SHS N 822703609 1641 41172 SH DEFINED 01 41172 SHELL TRANS & TRADING PLC ADR NY SHS N 822703609 1379 34602 SH OTHER 01 26690 7912 SHELL TRANS & TRADING PLC ADR NY SHS N 822703609 10 SH DEFINED 05 10 SHERWIN WILLIAMS CO COM 824348106 5985 222645 SH OTHER 222645 SHERWIN WILLIAMS CO COM 824348106 7018 261077 SH DEFINED 01 193677 67400 SHERWIN WILLIAMS CO COM 824348106 986 36677 SH OTHER 01 22520 14157 SHERWIN WILLIAMS CO COM 824348106 6913 257183 SH DEFINED 05 257183 SHERWIN WILLIAMS CO COM 824348106 32 1200 SH DEFINED 08 1200 SHERWIN WILLIAMS CO COM 824348106 2156 80210 SH DEFINED 17 80210 SHIRE PHARMACEUTICALS GRP PL SPONSORED AD 82481R106 1274 64500 SH OTHER 64500 SHIRE PHARMACEUTICALS GRP PL SPONSORED AD 82481R106 57 2901 SH DEFINED 01 2901 SHIRE PHARMACEUTICALS GRP PL SPONSORED AD 82481R106 33 1686 SH OTHER 01 539 1147 SHIRE PHARMACEUTICALS GRP PL SPONSORED AD 82481R106 2747 139066 SH DEFINED 05 139066 SHIRE PHARMACEUTICALS GRP PL SPONSORED AD 82481R106 69 3486 SH DEFINED 08 3486 SHOPKO STORES INC COM 824911101 246 18900 SH DEFINED 01 4400 14500 SHOPKO STORES INC COM 824911101 1769 136075 SH DEFINED 05 136075 SHOPKO STORES INC COM 824911101 25 1900 SH DEFINED 08 1900 SHOPKO STORES INC COM 824911101 73 5600 SH DEFINED 17 5600 SHOLODGE INC COM 825034101 325 100000 SH OTHER 01 100000 SHUFFLE MASTER INC COM 825549108 948 32462 SH DEFINED 01 19401 13061 SHUFFLE MASTER INC COM 825549108 3 100 SH OTHER 01 100 SHUFFLE MASTER INC COM 825549108 18388 629956 SH DEFINED 05 629956 SHUFFLE MASTER INC COM 825549108 3 100 SH DEFINED 08 100 SHUFFLE MASTER INC COM 825549108 41 1400 SH DEFINED 17 1400 SHURGARD STORAGE CTRS INC COM 82567D104 249 7533 SH DEFINED 01 2683 4850 SHURGARD STORAGE CTRS INC COM 82567D104 573 17325 SH OTHER 01 17325 SHURGARD STORAGE CTRS INC COM 82567D104 4829 145975 SH DEFINED 05 145975 SICOR INC COM 825846108 115 5671 SH DEFINED 01 5671 SICOR INC COM 825846108 4733 232700 SH DEFINED 05 232700 SICOR INC COM 825846108 142 6990 SH DEFINED 08 6990 SICOR INC COM 825846108 6 300 SH DEFINED 17 300 SIEBEL SYS INC NOTE 5.500% 826170AC6 2213 2205000 PRN DEFINED 08 2205000 SIEBEL SYS INC COM 826170102 337 35572 SH DEFINED 01 35572 SIEBEL SYS INC COM 826170102 180 19020 SH OTHER 01 14040 4980 SIEBEL SYS INC COM 826170102 2137 225375 SH DEFINED 05 225375 SIEBEL SYS INC COM 826170102 441 46500 SH DEFINED 08 46500 SIEBEL SYS INC COM 826170102 474 50000 SH CALL DEFINED 08 50000 SIEBEL SYS INC COM 826170102 996 105000 SH PUT DEFINED 08 105000 SIEBEL SYS INC COM 826170102 1267 133600 SH DEFINED 17 133600 SIERRA HEALTH SVCS INC COM 826322109 9 430 SH DEFINED 01 430 SIERRA HEALTH SVCS INC COM 826322109 2133 106650 SH DEFINED 05 106650 SIERRA HEALTH SVCS INC COM 826322109 4 200 SH DEFINED 08 200 SIERRA HEALTH SVCS INC COM 826322109 1024 51200 SH DEFINED 17 51200 SIERRA PAC RES NEW COM 826428104 23 3948 SH DEFINED 01 3948 SIERRA PAC RES NEW COM 826428104 10 1659 SH OTHER 01 1064 595 SIERRA PAC RES NEW COM 826428104 1371 230776 SH DEFINED 05 230776 SIGMA ALDRICH CORP COM 826552101 4875 89749 SH DEFINED 01 88649 1100 SIGMA ALDRICH CORP COM 826552101 14217 261721 SH OTHER 01 43073 218648 SIGMA ALDRICH CORP COM 826552101 2735 50350 SH DEFINED 05 50350 SIGMA ALDRICH CORP COM 826552101 49 909 SH DEFINED 08 909 SIGMA ALDRICH CORP COM 826552101 286 5264 SH DEFINED 17 5264 SILICON LABORATORIES INC COM 826919102 450 16911 SH DEFINED 16911 SILICON LABORATORIES INC COM 826919102 629 23640 SH DEFINED 01 23640 SILICON LABORATORIES INC COM 826919102 1 20 SH OTHER 01 20 SILICON LABORATORIES INC COM 826919102 2571 96580 SH DEFINED 05 96580 SILICON LABORATORIES INC COM 826919102 2 82 SH DEFINED 08 82 SILICON LABORATORIES INC COM 826919102 266 10000 SH CALL DEFINED 08 10000 SILICON LABORATORIES INC COM 826919102 399 15000 SH PUT DEFINED 08 15000 SILICON LABORATORIES INC COM 826919102 6 SH DEFINED 17 6 SILGAN HOLDINGS INC COM 827048109 9 300 SH DEFINED 01 300 SILGAN HOLDINGS INC COM 827048109 339 10800 SH DEFINED 17 10800 SILICON IMAGE INC COM 82705T102 66 SH DEFINED 01 66 SILICON IMAGE INC COM 82705T102 122 22150 SH DEFINED 08 22150 SILICON VY BANCSHARES COM 827064106 300 12586 SH DEFINED 01 12586 SILICON VY BANCSHARES COM 827064106 1827 76746 SH DEFINED 05 76746 SILICON VY BANCSHARES COM 827064106 50 2100 SH DEFINED 08 2100 SILICON VY BANCSHARES COM 827064106 70 2940 SH DEFINED 17 2940 SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 402 19996 SH DEFINED 01 19996 SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 43 2134 SH OTHER 01 2134 SIMON PPTY GROUP INC NEW COM 828806109 1003 25704 SH DEFINED 01 20004 5700 SIMON PPTY GROUP INC NEW COM 828806109 238 6097 SH OTHER 01 2362 3735 SIMON PPTY GROUP INC NEW COM 828806109 3747 96005 SH DEFINED 05 96005 SIMON PPTY GROUP INC NEW COM 828806109 343 8800 SH DEFINED 08 8800 SIMON PPTY GROUP INC NEW PFD CV B 6.5 828806406 8829 85000 SH DEFINED 08 85000 SIMPSON MANUFACTURING CO INC COM 829073105 233 6378 SH DEFINED 01 2978 3400 SIMPSON MANUFACTURING CO INC COM 829073105 2 50 SH OTHER 01 50 SIMPSON MANUFACTURING CO INC COM 829073105 3684 100650 SH DEFINED 05 100650 SIMPSON MANUFACTURING CO INC COM 829073105 108 2962 SH DEFINED 08 2962 SIMULA INC COM 829206101 28 10700 SH OTHER 01 10700 SINCLAIR BROADCAST GROUP INC CL A 829226109 135 11600 SH OTHER 01 3500 8100 SINCLAIR BROADCAST GROUP INC PFD CV EXCH 829226505 706 15685 SH DEFINED 08 15685 SIRIUS SATELLITE RADIO INC NOTE 3.500% 82966UAA1 789 560000 PRN DEFINED 17 560000 SIRIUS SATELLITE RADIO INC COM 82966U103 14 8000 SH DEFINED 01 8000 SIRIUS SATELLITE RADIO INC COM 82966U103 11 6300 SH OTHER 01 4500 1800 SIX FLAGS INC COM 83001P109 353 52002 SH DEFINED 01 52002 SIX FLAGS INC COM 83001P109 1237 182471 SH DEFINED 05 182471 SIX FLAGS INC COM 83001P109 147 21625 SH DEFINED 17 21625 SKYLINE CORP COM 830830105 54 1800 SH DEFINED 01 100 1700 SKYLINE CORP COM 830830105 3 100 SH OTHER 01 100 SKYLINE CORP COM 830830105 1070 35650 SH DEFINED 05 35650 SKYWEST INC COM 830879102 631 33061 SH DEFINED 01 19661 13400 SKYWEST INC COM 830879102 15603 817750 SH DEFINED 05 817750 SKYWEST INC COM 830879102 5 245 SH DEFINED 08 245 SKYWEST INC COM 830879102 2 100 SH DEFINED 17 100 SKYWORKS SOLUTIONS INC COM 83088M102 1 75 SH DEFINED 01 75 SKYWORKS SOLUTIONS INC COM 83088M102 4181 617570 SH DEFINED 05 617570 SKYWORKS SOLUTIONS INC COM 83088M102 329 48541 SH DEFINED 08 48541 SKYWORKS SOLUTIONS INC COM 83088M102 330 48800 SH DEFINED 17 48800 SMITH A O COM 831865209 425 15100 SH DEFINED 01 2800 12300 SMITH A O COM 831865209 3 100 SH OTHER 01 100 SMITH A O COM 831865209 3735 132675 SH DEFINED 05 132675 SMITH A O COM 831865209 177 6300 SH DEFINED 17 6300 SMITH INTL INC COM 832110100 1034 28155 SH DEFINED 01 27755 400 SMITH INTL INC COM 832110100 211 5750 SH OTHER 01 4100 1650 SMITH INTL INC COM 832110100 12337 335785 SH DEFINED 05 335785 SMITH INTL INC COM 832110100 47 1290 SH DEFINED 08 1290 SMITH INTL INC COM 832110100 327 8900 SH DEFINED 17 8900 SMITH INTL INC COM 832110100 1653 45000 SH CALL DEFINED 17 45000 SMITH INTL INC COM 832110100 1653 45000 SH PUT DEFINED 17 45000 SMITHFIELD FOODS INC COM 832248108 93 4075 SH DEFINED 01 2075 2000 SMITHFIELD FOODS INC COM 832248108 41 1800 SH OTHER 01 1800 SMITHFIELD FOODS INC COM 832248108 4944 215725 SH DEFINED 05 215725 SMITHFIELD FOODS INC COM 832248108 174 7600 SH DEFINED 17 7600 SMUCKER J M CO COM NEW 832696405 3919 98248 SH DEFINED 05 98248 SMUCKER J M CO COM NEW 832696405 1 36 SH DEFINED 08 36 SMUCKER J M CO COM NEW 832696405 12 300 SH DEFINED 17 300 SMURFIT-STONE CONTAINER CORP COM 832727101 1 78 SH DEFINED 01 78 SMURFIT-STONE CONTAINER CORP COM 832727101 195 15000 SH OTHER 01 15000 SMURFIT-STONE CONTAINER CORP COM 832727101 21 1600 SH DEFINED 05 1600 SMURFIT-STONE CONTAINER CORP COM 832727101 27 2100 SH DEFINED 17 2100 SNAP ON INC COM 833034101 195 6717 SH DEFINED 01 6717 SNAP ON INC COM 833034101 149 5135 SH OTHER 01 70 5065 SNAP ON INC COM 833034101 807 27810 SH DEFINED 05 27810 SNAP ON INC COM 833034101 46 1600 SH DEFINED 08 1600 SNAP ON INC COM 833034101 147 5064 SH DEFINED 17 5064 SOFTWARE HOLDRS TR DEPOSITRY RC 83404B103 6 SH DEFINED 01 6 SOFTWARE HOLDRS TR DEPOSITRY RC 83404B103 1298 41094 SH DEFINED 08 41094 SOLA INTL INC COM 834092108 198 11400 SH DEFINED 01 1900 9500 SOLA INTL INC COM 834092108 1 50 SH OTHER 01 50 SOLA INTL INC COM 834092108 1901 109250 SH DEFINED 05 109250 SOLA INTL INC COM 834092108 35 2000 SH DEFINED 08 2000 SOLA INTL INC COM 834092108 38 2200 SH DEFINED 17 2200 SOLECTRON CORP NOTE 834182AL1 273 500000 PRN DEFINED 17 500000 SOLECTRON CORP COM 834182107 4208 1125000 SH OTHER 1125000 SOLECTRON CORP COM 834182107 218 58367 SH DEFINED 01 32067 26300 SOLECTRON CORP COM 834182107 110 29515 SH OTHER 01 27515 2000 SOLECTRON CORP COM 834182107 1422 380170 SH DEFINED 05 380170 SOLECTRON CORP COM 834182107 682 182328 SH DEFINED 08 182328 SOLUTIA INC COM 834376105 139 63934 SH DEFINED 01 63058 876 SOLUTIA INC COM 834376105 139 63871 SH OTHER 01 6404 57467 SOLUTIA INC COM 834376105 66 30073 SH DEFINED 08 30073 SOMERA COMMUNICATION COM 834458101 313 SH DEFINED 01 313 SOMERA COMMUNICATION COM 834458101 918 600000 SH DEFINED 17 600000 SONIC AUTOMOTIVE INC NOTE 5.250% 83545GAE2 1614 1690000 PRN DEFINED 08 1690000 SONIC AUTOMOTIVE INC CL A 83545G102 252 11504 SH DEFINED 01 11504 SONIC AUTOMOTIVE INC CL A 83545G102 291 13275 SH OTHER 01 3035 4800 5440 SONIC AUTOMOTIVE INC CL A 83545G102 2 100 SH DEFINED 05 100 SONIC AUTOMOTIVE INC CL A 83545G102 986 45000 SH DEFINED 08 45000 SONIC AUTOMOTIVE INC CL A 83545G102 209 9525 SH DEFINED 17 9525 SONIC CORP COM 835451105 209 8250 SH DEFINED 01 4450 2800 1000 SONIC CORP COM 835451105 76 3000 SH OTHER 01 3000 SONIC CORP COM 835451105 4041 159225 SH DEFINED 05 159225 SONIC CORP COM 835451105 51 2012 SH DEFINED 08 2012 SONIC CORP COM 835451105 810 31901 SH DEFINED 17 31901 SONIC SOLUTIONS COM 835460106 310 36000 SH DEFINED 17 36000 SONICWALL INC COM 835470105 29 6025 SH OTHER 01 6025 SONICWALL INC COM 835470105 1 200 SH DEFINED 08 200 SONICWALL INC COM 835470105 728 150000 SH DEFINED 17 150000 SONOCO PRODS CO COM 835495102 16668 693910 SH DEFINED 01 691600 2310 SONOCO PRODS CO COM 835495102 431 17938 SH OTHER 01 17038 900 SONOCO PRODS CO COM 835495102 4577 190560 SH DEFINED 05 190560 SONOCO PRODS CO COM 835495102 144 6000 SH DEFINED 08 6000 SONY CORP ADR NEW 835699307 96 3420 SH DEFINED 01 1880 1540 SONY CORP ADR NEW 835699307 225 8040 SH OTHER 01 6620 1420 SONY CORP ADR NEW 835699307 238 8500 SH DEFINED 08 8500 SONY CORP ADR NEW 835699307 2800 100000 SH CALL DEFINED 08 100000 SOTHEBYS HLDGS INC CL A 835898107 1 105 SH DEFINED 01 105 SOTHEBYS HLDGS INC CL A 835898107 902 121289 SH DEFINED 05 121289 SOTHEBYS HLDGS INC CL A 835898107 57 7650 SH DEFINED 08 7650 SOTHEBYS HLDGS INC CL A 835898107 31 4200 SH DEFINED 17 4200 SONUS NETWORKS INC COM 835916107 167 34485 SH DEFINED 01 34485 SONUS NETWORKS INC COM 835916107 3 664 SH DEFINED 08 664 SONUS NETWORKS INC COM 835916107 484 100000 SH DEFINED 17 100000 SOURCECORP COM 836167106 318 14700 SH DEFINED 01 1630 13070 SOURCECORP COM 836167106 3 130 SH OTHER 01 130 SOURCECORP COM 836167106 1766 81750 SH DEFINED 05 81750 SOURCECORP COM 836167106 248 11500 SH DEFINED 08 11500 SOUTH FINL GROUP INC COM 837841105 5611 242571 SH DEFINED 01 239571 3000 SOUTH FINL GROUP INC COM 837841105 12 504 SH OTHER 01 504 SOUTH FINL GROUP INC COM 837841105 4298 185800 SH DEFINED 05 185800 SOUTH JERSEY INDS INC COM 838518108 37 1000 SH DEFINED 01 500 500 SOUTH JERSEY INDS INC COM 838518108 41 1112 SH OTHER 01 1112 SOUTH JERSEY INDS INC COM 838518108 155 4200 SH DEFINED 17 4200 SOUTH STR FINL CORP COM 840468102 273 28400 SH DEFINED 01 28400 SOUTHERN CO COM 842587107 164911 5292395 SH DEFINED 01 5205603 86792 SOUTHERN CO COM 842587107 54937 1763055 SH OTHER 01 978528 784527 SOUTHERN CO COM 842587107 11290 362339 SH DEFINED 05 362339 SOUTHERN CO COM 842587107 41 1320 SH DEFINED 13 950 370 SOUTHERN CO COM 842587107 2366 75940 SH DEFINED 17 75940 SOUTHERN CO COM 842587107 10526 337800 SH CALL DEFINED 17 337800 SOUTHERN CO COM 842587107 2259 72500 SH PUT DEFINED 17 72500 SOUTHERN PAC PETE NL SPONS ADR NE 843581406 78 13320 SH OTHER 01 13320 SOUTHERN UN CO NEW COM 844030106 34 2019 SH DEFINED 01 1259 760 SOUTHERN UN CO NEW COM 844030106 9 515 SH OTHER 01 515 SOUTHERN UN CO NEW COM 844030106 4543 268187 SH DEFINED 05 268187 SOUTHTRUST CORP COM 844730101 1842 68211 SH DEFINED 01 63711 4500 SOUTHTRUST CORP COM 844730101 945 34990 SH OTHER 01 6180 28810 SOUTHTRUST CORP COM 844730101 5685 210570 SH DEFINED 05 210570 SOUTHTRUST CORP COM 844730101 408 15094 SH DEFINED 08 15094 SOUTHTRUST CORP COM 844730101 7455 276100 SH DEFINED 17 276100 SOUTHTRUST CORP COM 844730101 281 10400 SH CALL DEFINED 17 10400 SOUTHTRUST CORP COM 844730101 14 500 SH PUT DEFINED 17 500 SOUTHWEST AIRLS CO COM 844741108 28927 1681829 SH DEFINED 01 1482725 199104 SOUTHWEST AIRLS CO COM 844741108 12887 749224 SH OTHER 01 540541 208683 SOUTHWEST AIRLS CO COM 844741108 6492 377467 SH DEFINED 05 377467 SOUTHWEST AIRLS CO COM 844741108 1541 89604 SH DEFINED 08 89604 SOUTHWEST AIRLS CO COM 844741108 139 8070 SH DEFINED 17 8070 SOUTHWEST BANCORPORATION TEX COM 84476R109 471 14485 SH DEFINED 01 7485 7000 SOUTHWEST BANCORPORATION TEX COM 84476R109 4642 142775 SH DEFINED 05 142775 SOUTHWEST BANCORPORATION TEX COM 84476R109 10 300 SH DEFINED 08 300 SOUTHWEST BANCORPORATION TEX COM 84476R109 249 7672 SH DEFINED 17 7672 SOUTHWEST GAS CORP COM 844895102 326 15369 SH DEFINED 01 3069 12300 SOUTHWEST GAS CORP COM 844895102 32 1500 SH OTHER 01 1500 SOUTHWEST GAS CORP COM 844895102 3223 152150 SH DEFINED 05 152150 SOUTHWESTERN ENERGY CO COM 845467109 195 13000 SH DEFINED 01 9154 3846 SOUTHWESTERN ENERGY CO COM 845467109 83 5554 SH OTHER 01 5554 SOUTHWESTERN ENERGY CO COM 845467109 2328 155075 SH DEFINED 05 155075 SOUTHWESTERN ENERGY CO COM 845467109 63 4200 SH DEFINED 08 4200 SOUTHWESTERN ENERGY CO COM 845467109 38 2500 SH DEFINED 17 2500 SOVEREIGN BANCORP INC COM 845905108 572 36520 SH OTHER 36520 SOVEREIGN BANCORP INC COM 845905108 642 41007 SH DEFINED 01 41007 SOVEREIGN BANCORP INC COM 845905108 450 28748 SH OTHER 01 7998 20750 SOVEREIGN BANCORP INC COM 845905108 8177 522488 SH DEFINED 05 522488 SOVEREIGN BANCORP INC COM 845905108 359 22930 SH DEFINED 08 22930 SOVEREIGN BANCORP INC COM 845905108 526 33600 SH CALL DEFINED 08 33600 SOVEREIGN BANCORP INC COM 845905108 6260 400000 SH PUT DEFINED 08 400000 SOVEREIGN BANCORP INC COM 845905108 19 1239 SH DEFINED 17 1239 SOVEREIGN BANCORP INC COM 845905108 484 30900 SH PUT DEFINED 17 30900 SPEECHWORKS INTL INC COM 84764M101 5677 1207972 SH DEFINED 1207972 SPEECHWORKS INTL INC COM 84764M101 28 6000 SH DEFINED 01 1900 4100 SPEECHWORKS INTL INC COM 84764M101 19 4100 SH OTHER 01 4100 SPHERION CORP COM 848420105 308 44300 SH DEFINED 01 10700 33600 SPHERION CORP COM 848420105 1977 284400 SH DEFINED 05 284400 SPINNAKER EXPL CO COM 84855W109 1 40 SH OTHER 01 40 SPINNAKER EXPL CO COM 84855W109 3377 128875 SH DEFINED 05 128875 SPINNAKER EXPL CO COM 84855W109 262 10000 SH DEFINED 17 10000 SPORTSLINE COM INC COM 848934105 52 25000 SH DEFINED 01 25000 SPRINT CORP COM FON GROU 852061100 14465 1004500 SH OTHER 1004500 SPRINT CORP COM FON GROU 852061100 12874 894001 SH DEFINED 01 751777 142224 SPRINT CORP COM FON GROU 852061100 4918 341545 SH OTHER 01 162690 178855 SPRINT CORP COM FON GROU 852061100 11681 811185 SH DEFINED 05 811185 SPRINT CORP COM FON GROU 852061100 1077 74800 SH DEFINED 17 74800 SPRINT CORP PCS COM SER 852061506 2566 446271 SH DEFINED 01 426985 19286 SPRINT CORP PCS COM SER 852061506 1430 248682 SH OTHER 01 125279 123403 SPRINT CORP PCS COM SER 852061506 2816 489803 SH DEFINED 05 489803 SPRINT CORP PCS COM SER 852061506 12 2000 SH DEFINED 08 2000 STAAR SURGICAL CO COM PAR $0.0 852312305 145 12500 SH DEFINED 17 12500 STAGE STORES INC COM NEW 85254C305 24 1000 SH DEFINED 08 1000 STAGE STORES INC COM NEW 85254C305 6893 293300 SH CALL DEFINED 08 293300 STANCORP FINL GROUP INC COM 852891100 238 4563 SH DEFINED 01 4563 STANCORP FINL GROUP INC COM 852891100 35 663 SH OTHER 01 663 STANCORP FINL GROUP INC COM 852891100 3026 57944 SH DEFINED 05 57944 STANCORP FINL GROUP INC COM 852891100 47 900 SH DEFINED 17 900 STANDARD MICROSYSTEMS CORP COM 853626109 172 11400 SH DEFINED 01 2420 8980 STANDARD MICROSYSTEMS CORP COM 853626109 2 145 SH OTHER 01 145 STANDARD MICROSYSTEMS CORP COM 853626109 1159 76920 SH DEFINED 05 76920 STANDARD MTR PRODS INC COM 853666105 104 9400 SH DEFINED 01 9400 STANDARD MTR PRODS INC COM 853666105 952 85800 SH DEFINED 05 85800 STANDARD PAC CORP NEW COM 85375C101 203 6131 SH DEFINED 01 4231 1900 STANDARD PAC CORP NEW COM 85375C101 5 150 SH OTHER 01 150 STANDARD PAC CORP NEW COM 85375C101 4288 129300 SH DEFINED 05 129300 STANDARD REGISTER CO COM 853887107 162 9800 SH DEFINED 01 4400 5400 STANDARD REGISTER CO COM 853887107 147 8948 SH OTHER 01 8948 STANDARD REGISTER CO COM 853887107 1987 120550 SH DEFINED 05 120550 STANDEX INTL CORP COM 854231107 67 3200 SH DEFINED 01 1300 1900 STANDEX INTL CORP COM 854231107 26 1225 SH OTHER 01 1225 STANDEX INTL CORP COM 854231107 1085 51650 SH DEFINED 05 51650 STANLEY WKS COM 854616109 288 10446 SH DEFINED 01 10446 STANLEY WKS COM 854616109 152 5513 SH OTHER 01 2813 2700 STANLEY WKS COM 854616109 1130 40935 SH DEFINED 05 40935 STANLEY WKS COM 854616109 27 965 SH DEFINED 08 965 STANLEY WKS COM 854616109 690 25000 SH OTHER 17 25000 STAPLES INC COM 855030102 2395 130506 SH DEFINED 01 113706 16800 STAPLES INC COM 855030102 533 29041 SH OTHER 01 5875 23166 STAPLES INC COM 855030102 10222 557076 SH DEFINED 05 557076 STAPLES INC COM 855030102 200 10900 SH DEFINED 08 10900 STAPLES INC COM 855030102 314 17127 SH DEFINED 17 17127 STARBUCKS CORP COM 855244109 3983 162223 SH DEFINED 01 150823 11400 STARBUCKS CORP COM 855244109 2678 109103 SH OTHER 01 93938 15165 STARBUCKS CORP COM 855244109 8239 335617 SH DEFINED 05 335617 STARBUCKS CORP COM 855244109 44 1800 SH DEFINED 08 1800 STARBUCKS CORP COM 855244109 3658 149000 SH CALL DEFINED 08 149000 STARBUCKS CORP COM 855244109 13675 557044 SH DEFINED 11 450222 106822 STARBUCKS CORP COM 855244109 1040 42368 SH DEFINED 17 42368 STARBUCKS CORP COM 855244109 2651 108000 SH OTHER 17 108000 STARTEK INC COM 85569C107 137 5194 SH DEFINED 01 1194 4000 STARTEK INC COM 85569C107 1 50 SH OTHER 01 50 STARTEK INC COM 85569C107 1586 60300 SH DEFINED 05 60300 STARTEK INC COM 85569C107 3 100 SH DEFINED 08 100 STARTEK INC COM 85569C107 37 1400 SH DEFINED 17 1400 STARWOOD HOTELS&RESORTS WRLD NOTE 85590AAG9 1166 2100000 PRN DEFINED 17 2100000 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 5651 197658 SH DEFINED 01 181048 16610 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 1290 45114 SH OTHER 01 21274 23840 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 572 20000 SH PUT DEFINED 01 20000 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 25936 907158 SH DEFINED 05 907158 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 875 30589 SH DEFINED 08 30589 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 143 5000 SH CALL DEFINED 08 5000 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 57 2000 SH PUT DEFINED 08 2000 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 86 3000 SH DEFINED 17 3000 STATE STR CORP COM 857477103 13525 343284 SH DEFINED 01 342784 500 STATE STR CORP COM 857477103 9086 230605 SH OTHER 01 168666 61939 STATE STR CORP COM 857477103 6349 161140 SH DEFINED 05 161140 STATE STR CORP COM 857477103 1836 46600 SH DEFINED 08 46600 STATEN IS BANCORP INC COM 857550107 1083 55600 SH DEFINED 01 9990 45610 STATEN IS BANCORP INC COM 857550107 6 315 SH OTHER 01 315 STATEN IS BANCORP INC COM 857550107 5956 305775 SH DEFINED 05 305775 STATION CASINOS INC COM 857689103 2 62 SH DEFINED 01 62 STATION CASINOS INC COM 857689103 1512 59900 SH DEFINED 08 59900 STATION CASINOS INC COM 857689103 343 13600 SH CALL DEFINED 08 13600 STEAK N SHAKE CO COM 857873103 257 16840 SH DEFINED 01 2840 14000 STEAK N SHAKE CO COM 857873103 1939 127175 SH DEFINED 05 127175 STEEL DYNAMICS INC COM 858119100 200 14500 SH DEFINED 01 3700 10800 STEEL DYNAMICS INC COM 858119100 2749 199375 SH DEFINED 05 199375 STEEL TECHNOLOGIES INC COM 858147101 100 9900 SH DEFINED 01 1700 8200 STEEL TECHNOLOGIES INC COM 858147101 526 52000 SH DEFINED 05 52000 STEIN MART INC COM 858375108 210 35800 SH DEFINED 01 29000 6800 STEIN MART INC COM 858375108 1009 172225 SH DEFINED 05 172225 STEMCELLS INC COM 85857R105 50 30000 SH DEFINED 08 30000 STERLING BANCSHARES INC COM 858907108 144 11100 SH DEFINED 01 3100 8000 STERLING BANCSHARES INC COM 858907108 1 50 SH OTHER 01 50 STERLING BANCSHARES INC COM 858907108 2397 184500 SH DEFINED 05 184500 STERLING BANCSHARES INC COM 858907108 4 300 SH DEFINED 08 300 STERICYCLE INC COM 858912108 459 11954 SH DEFINED 01 11054 600 300 STERICYCLE INC COM 858912108 12 300 SH OTHER 01 300 STERICYCLE INC COM 858912108 17582 458335 SH DEFINED 05 458335 STERICYCLE INC COM 858912108 149 3888 SH DEFINED 17 3888 STERIS CORP COM 859152100 68 2926 SH DEFINED 01 2426 500 STERIS CORP COM 859152100 16 700 SH OTHER 01 500 200 STERIS CORP COM 859152100 3172 137370 SH DEFINED 05 137370 STERIS CORP COM 859152100 119 5140 SH DEFINED 08 5140 STERIS CORP COM 859152100 210 9100 SH DEFINED 17 9100 STEWART & STEVENSON SVCS INC COM 860342104 52 3325 SH DEFINED 01 2525 800 STEWART & STEVENSON SVCS INC COM 860342104 1 50 SH OTHER 01 50 STEWART & STEVENSON SVCS INC COM 860342104 1744 110750 SH DEFINED 05 110750 STEWART & STEVENSON SVCS INC COM 860342104 3 200 SH DEFINED 08 200 STEWART ENTERPRISES INC CL A 860370105 25 5900 SH DEFINED 01 5900 STEWART ENTERPRISES INC CL A 860370105 3 600 SH OTHER 01 600 STEWART ENTERPRISES INC CL A 860370105 21 4900 SH DEFINED 05 4900 STEWART ENTERPRISES INC CL A 860370105 431 100300 SH DEFINED 08 100300 STEWART ENTERPRISES INC CL A 860370105 151 35000 SH DEFINED 17 35000 STEWART INFORMATION SVCS COR COM 860372101 335 12026 SH DEFINED 01 7126 4900 STEWART INFORMATION SVCS COR COM 860372101 2125 76300 SH DEFINED 05 76300 STEWART INFORMATION SVCS COR COM 860372101 33 1200 SH DEFINED 17 1200 STMICROELECTRONICS N V NY REGISTRY 861012102 50 2400 SH DEFINED 01 2400 STMICROELECTRONICS N V NY REGISTRY 861012102 15 SH OTHER 01 15 STMICROELECTRONICS N V NY REGISTRY 861012102 3727 179282 SH DEFINED 08 179282 STONE ENERGY CORP COM 861642106 319 7600 SH DEFINED 01 4200 3400 STONE ENERGY CORP COM 861642106 49 1170 SH OTHER 01 1170 STONE ENERGY CORP COM 861642106 4516 107725 SH DEFINED 05 107725 STONE ENERGY CORP COM 861642106 18 420 SH DEFINED 08 420 STONE ENERGY CORP COM 861642106 167 3990 SH DEFINED 17 3990 STORA ENSO CORP SPON ADR REP 86210M106 39 3454 SH DEFINED 01 1004 2450 STORA ENSO CORP SPON ADR REP 86210M106 1107 98031 SH OTHER 01 62287 35744 STORAGENETWORKS INC COM 86211E103 183 132555 SH DEFINED 132555 STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 243 9427 SH DEFINED 01 9427 STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 19 750 SH OTHER 01 750 STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 5536 215060 SH DEFINED 05 215060 STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 3690 143345 SH DEFINED 08 143345 STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 12358 480100 SH CALL DEFINED 08 480100 STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 211 8200 SH DEFINED 17 8200 STRATEX NETWORKS INC COM 86279T109 221 70800 SH DEFINED 05 70800 STRATEX NETWORKS INC COM 86279T109 1 265 SH DEFINED 08 265 STRIDE RITE CORP COM 863314100 114 11464 SH DEFINED 01 8064 3400 STRIDE RITE CORP COM 863314100 1 150 SH OTHER 01 150 STRIDE RITE CORP COM 863314100 1598 160475 SH DEFINED 05 160475 STRYKER CORP COM 863667101 1334 19234 SH DEFINED 01 18734 500 STRYKER CORP COM 863667101 1976 28487 SH OTHER 01 18012 10475 STRYKER CORP COM 863667101 8051 116060 SH DEFINED 05 116060 STRYKER CORP COM 863667101 441 6360 SH DEFINED 08 6360 STRYKER CORP COM 863667101 85 1220 SH DEFINED 17 1220 STURM RUGER & CO INC COM 864159108 16 1600 SH DEFINED 01 1600 STURM RUGER & CO INC COM 864159108 1067 106650 SH DEFINED 05 106650 STURM RUGER & CO INC COM 864159108 85 8500 SH DEFINED 17 8500 SUBURBAN PROPANE PARTNERS L UNIT LTD PAR 864482104 147 5025 SH DEFINED 01 5025 SUBURBAN PROPANE PARTNERS L UNIT LTD PAR 864482104 21 700 SH OTHER 01 700 SUBURBAN PROPANE PARTNERS L UNIT LTD PAR 864482104 50 1700 SH DEFINED 17 1700 SUN LIFE FINL SVCS CDA INC COM 866796105 2574 123943 SH DEFINED 01 108795 15148 SUN LIFE FINL SVCS CDA INC COM 866796105 549 26440 SH OTHER 01 14238 12202 SUN MICROSYSTEMS INC COM 866810104 8287 1782122 SH DEFINED 01 1450932 331190 SUN MICROSYSTEMS INC COM 866810104 7447 1601421 SH OTHER 01 1347488 253933 SUN MICROSYSTEMS INC COM 866810104 6896 1482950 SH DEFINED 05 1482950 SUN MICROSYSTEMS INC COM 866810104 523 112502 SH DEFINED 08 112502 SUN MICROSYSTEMS INC COM 866810104 419 90000 SH CALL DEFINED 08 90000 SUN MICROSYSTEMS INC COM 866810104 907 195000 SH PUT DEFINED 08 195000 SUN MICROSYSTEMS INC COM 866810104 10 2200 SH CALL DEFINED 17 2200 SUNCOR ENERGY INC COM 867229106 1635 87200 SH DEFINED 01 86200 1000 SUNCOR ENERGY INC COM 867229106 124 6600 SH OTHER 01 6400 200 SUNCOR ENERGY INC COM 867229106 67 3550 SH DEFINED 08 3550 SUNGARD DATA SYS INC COM 867363103 2962 114333 SH DEFINED 01 58058 56275 SUNGARD DATA SYS INC COM 867363103 1018 39290 SH OTHER 01 27775 11515 SUNGARD DATA SYS INC COM 867363103 6418 247685 SH DEFINED 05 247685 SUNGARD DATA SYS INC COM 867363103 95 3650 SH DEFINED 08 3650 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 476 16000 SH OTHER 01 16000 SUNOCO INC COM 86764P109 393 10420 SH DEFINED 01 3885 6535 SUNOCO INC COM 86764P109 693 18366 SH OTHER 01 12768 2033 3565 SUNOCO INC COM 86764P109 2061 54605 SH DEFINED 05 54605 SUNOCO INC COM 86764P109 4993 132300 SH DEFINED 08 132300 SUNOCO INC COM 86764P109 343 9100 SH DEFINED 17 9100 SUNRISE SENIOR LIVING INC COM 86768K106 250 11160 SH DEFINED 01 6325 4835 SUNRISE SENIOR LIVING INC COM 86768K106 167 7475 SH OTHER 01 200 7275 SUNRISE SENIOR LIVING INC COM 86768K106 2133 95325 SH DEFINED 05 95325 SUNRISE SENIOR LIVING INC COM 86768K106 9 400 SH DEFINED 08 400 SUNRISE SENIOR LIVING INC COM 86768K106 29 1300 SH DEFINED 17 1300 SUNTRUST BKS INC COM 867914103 21858 368345 SH DEFINED 01 327066 41279 SUNTRUST BKS INC COM 867914103 19582 329993 SH OTHER 01 262814 67179 SUNTRUST BKS INC COM 867914103 8232 138725 SH DEFINED 05 138725 SUNTRUST BKS INC COM 867914103 2224 37481 SH DEFINED 08 37481 SUNTRUST BKS INC COM 867914103 50 850 SH DEFINED 17 850 SUPERIOR ENERGY SVCS INC COM 868157108 142 15000 SH DEFINED 17 15000 SUPERIOR INDS INTL INC COM 868168105 185 4437 SH DEFINED 01 4437 SUPERIOR INDS INTL INC COM 868168105 44 1050 SH OTHER 01 1050 SUPERIOR INDS INTL INC COM 868168105 2192 52558 SH DEFINED 05 52558 SUPERTEX INC COM 868532102 2 125 SH OTHER 01 125 SUPERTEX INC COM 868532102 904 49300 SH DEFINED 05 49300 SUPERVALU INC NOTE 868536AP8 750 2500000 PRN DEFINED 17 2500000 SUPERVALU INC COM 868536103 403 18894 SH DEFINED 01 18694 200 SUPERVALU INC COM 868536103 32 1522 SH OTHER 01 1075 447 SUPERVALU INC COM 868536103 1382 64830 SH DEFINED 05 64830 SUPERVALU INC COM 868536103 4 200 SH DEFINED 08 200 SUPERVALU INC COM 868536103 119 5600 SH DEFINED 17 5600 SURMODICS INC COM 868873100 41 1355 SH DEFINED 01 555 800 SURMODICS INC COM 868873100 1 25 SH OTHER 01 25 SURMODICS INC COM 868873100 2110 69150 SH DEFINED 05 69150 SURMODICS INC COM 868873100 52 1700 SH DEFINED 08 1700 SURMODICS INC COM 868873100 458 15000 SH CALL DEFINED 08 15000 SURMODICS INC COM 868873100 309 10132 SH DEFINED 17 10132 SUSQUEHANNA BANCSHARES INC P COM 869099101 212 9100 SH DEFINED 01 6370 2730 SUSQUEHANNA BANCSHARES INC P COM 869099101 4 170 SH OTHER 01 170 SUSQUEHANNA BANCSHARES INC P COM 869099101 3704 158700 SH DEFINED 05 158700 SUSQUEHANNA BANCSHARES INC P COM 869099101 51 2200 SH DEFINED 17 2200 SWIFT ENERGY CO COM 870738101 132 12000 SH DEFINED 01 2040 9960 SWIFT ENERGY CO COM 870738101 40 SH OTHER 01 40 SWIFT ENERGY CO COM 870738101 1358 123475 SH DEFINED 05 123475 SWIFT TRANSN CO COM 870756103 147 7925 SH DEFINED 01 7925 SWIFT TRANSN CO COM 870756103 717 38550 SH OTHER 01 38550 SWIFT TRANSN CO COM 870756103 3068 164943 SH DEFINED 05 164943 SWISS HELVETIA FD INC COM 870875101 124 11880 SH OTHER 01 18 11862 SYBASE INC COM 871130100 493 35445 SH DEFINED 01 35445 SYBASE INC COM 871130100 8 558 SH OTHER 01 208 350 SYBASE INC COM 871130100 2594 186505 SH DEFINED 05 186505 SYBASE INC COM 871130100 102 7320 SH DEFINED 08 7320 SYBRON DENTAL SPECIALTIES IN COM 871142105 24 1026 SH DEFINED 01 1026 SYBRON DENTAL SPECIALTIES IN COM 871142105 4 150 SH OTHER 01 150 SYBRON DENTAL SPECIALTIES IN COM 871142105 3498 148200 SH DEFINED 05 148200 SYBRON DENTAL SPECIALTIES IN COM 871142105 236 10000 SH CALL DEFINED 08 10000 SYBRON DENTAL SPECIALTIES IN COM 871142105 564 23900 SH DEFINED 17 23900 SYCAMORE NETWORKS INC COM 871206108 30 7975 SH DEFINED 01 7975 SYCAMORE NETWORKS INC COM 871206108 9 2236 SH OTHER 01 2236 SYCAMORE NETWORKS INC COM 871206108 29 7500 SH DEFINED 05 7500 SYCAMORE NETWORKS INC COM 871206108 26 6686 SH DEFINED 08 6686 SYKES ENTERPRISES INC COM 871237103 2071 427988 SH DEFINED 01 292460 135528 SYKES ENTERPRISES INC COM 871237103 38 7900 SH DEFINED 17 7900 SYLVAN LEARNING SYS INC COM 871399101 4 184 SH DEFINED 01 184 SYLVAN LEARNING SYS INC COM 871399101 3 125 SH OTHER 01 125 SYLVAN LEARNING SYS INC COM 871399101 1840 80717 SH DEFINED 05 80717 SYMANTEC CORP COM 871503108 1296 29511 SH DEFINED 01 23131 1680 4700 SYMANTEC CORP COM 871503108 106 2405 SH OTHER 01 2405 SYMANTEC CORP COM 871503108 6610 150537 SH DEFINED 05 150537 SYMANTEC CORP COM 871503108 2842 64734 SH DEFINED 08 64734 SYMANTEC CORP COM 871503108 685 15600 SH PUT DEFINED 08 15600 SYMANTEC CORP COM 871503108 982 22374 SH DEFINED 17 22374 SYMBOL TECHNOLOGIES INC COM 871508107 238 18317 SH DEFINED 01 18317 SYMBOL TECHNOLOGIES INC COM 871508107 113 8650 SH OTHER 01 5775 2875 SYMBOL TECHNOLOGIES INC COM 871508107 6502 499784 SH DEFINED 05 499784 SYMBOL TECHNOLOGIES INC COM 871508107 6 471 SH DEFINED 08 471 SYMBOL TECHNOLOGIES INC COM 871508107 9916 762220 SH DEFINED 17 762220 SYMMETRICOM INC COM 871543104 31 7000 SH DEFINED 01 7000 SYMMETRICOM INC COM 871543104 721 163750 SH DEFINED 05 163750 SYMMETRICOM INC COM 871543104 14 3295 SH DEFINED 08 3295 SYMYX TECHNOLOGIES COM 87155S108 175 10589 SH DEFINED 10589 SYMYX TECHNOLOGIES COM 87155S108 178 10775 SH OTHER 01 10775 SYNOPSYS INC COM 871607107 337 5449 SH DEFINED 01 5449 SYNOPSYS INC COM 871607107 66 1072 SH OTHER 01 497 575 SYNOPSYS INC COM 871607107 9165 147990 SH DEFINED 05 147990 SYNOPSYS INC COM 871607107 1222 19739 SH DEFINED 08 19739 SYNOPSYS INC COM 871607107 3097 50000 SH PUT DEFINED 08 50000 SYNOVUS FINL CORP COM 87161C105 4057 188693 SH DEFINED 01 128693 60000 SYNOVUS FINL CORP COM 87161C105 3778 175725 SH OTHER 01 113706 62019 SYNOVUS FINL CORP COM 87161C105 3198 148740 SH DEFINED 05 148740 SYNOVUS FINL CORP COM 87161C105 811 37700 SH DEFINED 08 37700 SYNTEL INC COM 87162H103 190 12088 SH DEFINED 01 11263 825 SYNTEL INC COM 87162H103 4221 268312 SH DEFINED 05 268312 SYPRIS SOLUTIONS INC COM 871655106 208 20094 SH DEFINED 01 18174 1920 SYPRIS SOLUTIONS INC COM 871655106 6228 601133 SH DEFINED 05 601133 SYSCO CORP COM 871829107 55996 1864049 SH DEFINED 01 1694994 169055 SYSCO CORP COM 871829107 36064 1200518 SH OTHER 01 967826 232692 SYSCO CORP COM 871829107 11113 369930 SH DEFINED 05 369930 SYSCO CORP COM 871829107 153 5100 SH DEFINED 08 5100 SYSCO CORP COM 871829107 20 680 SH DEFINED 13 680 SYSCO CORP COM 871829107 24 800 SH DEFINED 17 800 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 222 25230 SH DEFINED 01 13830 11400 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 1340 152150 SH DEFINED 05 152150 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 44 5013 SH DEFINED 08 5013 TBC CORP COM 872180104 91 4800 SH DEFINED 01 4800 TBC CORP COM 872180104 1588 83425 SH DEFINED 05 83425 TBC CORP COM 872180104 40 2100 SH DEFINED 17 2100 TCF FINL CORP COM 872275102 419 10525 SH DEFINED 01 8840 1685 TCF FINL CORP COM 872275102 143 3600 SH OTHER 01 3100 500 TCF FINL CORP COM 872275102 5744 144177 SH DEFINED 05 144177 TCF FINL CORP COM 872275102 171 4285 SH DEFINED 08 4285 TCW CONV SECS FD INC COM 872340104 106 22323 SH DEFINED 01 22323 TCW CONV SECS FD INC COM 872340104 27 5650 SH OTHER 01 2350 3300 TECO ENERGY INC COM 872375100 2592 216154 SH DEFINED 01 177254 38900 TECO ENERGY INC COM 872375100 3210 267714 SH OTHER 01 215672 52042 TECO ENERGY INC COM 872375100 1009 84180 SH DEFINED 05 84180 TECO ENERGY INC COM 872375100 23 1930 SH DEFINED 08 1930 TECO ENERGY INC COM 872375100 25 2100 SH DEFINED 17 2100 TEPPCO PARTNERS L P UT LTD PARTN 872384102 467 12750 SH DEFINED 01 12750 TEPPCO PARTNERS L P UT LTD PARTN 872384102 606 16550 SH OTHER 01 11400 5150 TEPPCO PARTNERS L P UT LTD PARTN 872384102 300 8200 SH DEFINED 08 8200 THQ INC COM NEW 872443403 2675 148425 SH DEFINED 05 148425 THQ INC COM NEW 872443403 20 1100 SH DEFINED 08 1100 TJX COS INC NEW NOTE 872540AL3 696 900000 PRN DEFINED 17 900000 TJX COS INC NEW COM 872540109 6719 356622 SH DEFINED 01 282722 73900 TJX COS INC NEW COM 872540109 1193 63340 SH OTHER 01 42440 20900 TJX COS INC NEW COM 872540109 9459 502085 SH DEFINED 05 502085 TJX COS INC NEW COM 872540109 922 48950 SH DEFINED 08 48950 TJX COS INC NEW COM 872540109 1500 79600 SH CALL DEFINED 08 79600 TJX COS INC NEW COM 872540109 1179 62596 SH DEFINED 17 62596 TJX COS INC NEW COM 872540109 2543 135000 SH CALL DEFINED 17 135000 TXU CORP COM 873168108 5903 262939 SH DEFINED 01 259589 3350 TXU CORP COM 873168108 1125 50131 SH OTHER 01 25287 24844 TXU CORP COM 873168108 3461 154175 SH DEFINED 05 154175 TXU CORP COM 873168108 1093 48700 SH DEFINED 08 48700 TXU CORP COM 873168108 67 3000 SH CALL DEFINED 08 3000 TXU CORP COM 873168108 1123 50000 SH PUT DEFINED 08 50000 TXU CORP COM 873168108 117 5196 SH DEFINED 17 5196 TXU CORP COM 873168108 8733 389000 SH OTHER 17 389000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED AD 874039100 2520 249974 SH DEFINED 249974 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED AD 874039100 70 6973 SH DEFINED 01 6973 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED AD 874039100 28 2746 SH OTHER 01 2746 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED AD 874039100 27 SH DEFINED 05 27 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED AD 874039100 8629 856052 SH DEFINED 08 856052 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED AD 874039100 5296 525421 SH DEFINED 11 508641 16780 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 750 26500 SH DEFINED 01 5700 20800 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6 200 SH OTHER 01 200 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5561 196375 SH DEFINED 05 196375 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 130 4600 SH DEFINED 08 4600 TALISMAN ENERGY INC COM 87425E103 231 5037 SH OTHER 01 2537 2500 TALISMAN ENERGY INC COM 87425E103 362 7900 SH DEFINED 08 7900 TALISMAN ENERGY INC COM 87425E103 2293 50000 SH PUT DEFINED 08 50000 TALX CORP COM 874918105 16 715 SH DEFINED 01 715 TALX CORP COM 874918105 571 25500 SH OTHER 01 25500 TALX CORP COM 874918105 1188 53050 SH DEFINED 05 53050 TALX CORP COM 874918105 47 2100 SH DEFINED 17 2100 TARGET CORP COM 87612E106 193060 5102013 SH DEFINED 01 4958141 143872 TARGET CORP COM 87612E106 77228 2040910 SH OTHER 01 1126748 914162 TARGET CORP COM 87612E106 18929 500231 SH DEFINED 05 500231 TARGET CORP COM 87612E106 4923 130109 SH DEFINED 08 130109 TARGET CORP COM 87612E106 20487 541400 SH CALL DEFINED 08 541400 TARGET CORP COM 87612E106 17005 449400 SH PUT DEFINED 08 449400 TARGET CORP COM 87612E106 61 1600 SH DEFINED 13 780 820 TARGET CORP COM 87612E106 6242 164965 SH DEFINED 17 164965 TARGET CORP COM 87612E106 5184 137000 SH OTHER 17 137000 TARGET CORP COM 87612E106 11541 305000 SH CALL DEFINED 17 305000 TARGET CORP COM 87612E106 3784 100000 SH PUT DEFINED 17 100000 TASTY BAKING CO COM 876553306 1385 131875 SH DEFINED 01 131875 TASTY BAKING CO COM 876553306 104 9900 SH OTHER 01 9900 TECH DATA CORP SDCV 2.000% 878237AC0 825 900000 PRN DEFINED 17 900000 TECH DATA CORP COM 878237106 76 2825 SH DEFINED 01 1100 1725 TECH DATA CORP COM 878237106 60 2225 SH OTHER 01 2225 TECH DATA CORP COM 878237106 3000 112132 SH DEFINED 05 112132 TECH DATA CORP COM 878237106 2854 106681 SH DEFINED 08 106681 TECH DATA CORP COM 878237106 1 SH DEFINED 17 1 TECHNE CORP COM 878377100 846 27860 SH DEFINED 01 9060 15250 3550 TECHNE CORP COM 878377100 361 11895 SH OTHER 01 11895 TECHNE CORP COM 878377100 5843 192525 SH DEFINED 05 192525 TECHNITROL INC COM 878555101 17 1116 SH DEFINED 01 216 900 TECHNITROL INC COM 878555101 2381 158175 SH DEFINED 05 158175 TECHNITROL INC COM 878555101 26 1700 SH DEFINED 17 1700 TECUMSEH PRODS CO CL A 878895200 130 3400 SH DEFINED 01 3400 TECUMSEH PRODS CO CL A 878895200 9 225 SH OTHER 01 225 TECUMSEH PRODS CO CL A 878895200 1396 36407 SH DEFINED 05 36407 TEKELEC COM 879101103 52 4576 SH DEFINED 01 4576 TEKELEC COM 879101103 4756 422339 SH DEFINED 05 422339 TEKELEC COM 879101103 1 100 SH DEFINED 08 100 TEKTRONIX INC COM 879131100 102 4737 SH DEFINED 01 4737 TEKTRONIX INC COM 879131100 139 6413 SH OTHER 01 5388 325 700 TEKTRONIX INC COM 879131100 892 41285 SH DEFINED 05 41285 TEKTRONIX INC COM 879131100 147 6815 SH DEFINED 08 6815 TEKTRONIX INC COM 879131100 170 7866 SH DEFINED 17 7866 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 3098 265259 SH DEFINED 265259 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 3996 342100 SH OTHER 342100 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 17 SH OTHER 01 17 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 5446 466230 SH DEFINED 11 466230 TELECOM HLDRS TR DEPOSITRY RC 87927P200 9313 340760 SH DEFINED 08 340760 TELECOMMUNICATION SYS INC CL A 87929J103 38 18178 SH DEFINED 01 18178 TELEDYNE TECHNOLOGIES INC COM 879360105 173 13211 SH DEFINED 01 3291 9920 TELEDYNE TECHNOLOGIES INC COM 879360105 17 1280 SH OTHER 01 1280 TELEDYNE TECHNOLOGIES INC COM 879360105 1856 141675 SH DEFINED 05 141675 TELEDYNE TECHNOLOGIES INC COM 879360105 3 200 SH DEFINED 08 200 TELEDYNE TECHNOLOGIES INC COM 879360105 33 2500 SH DEFINED 17 2500 TELEFLEX INC COM 879369106 128 3005 SH DEFINED 01 1305 1700 TELEFLEX INC COM 879369106 630 14800 SH OTHER 01 12800 2000 TELEFLEX INC COM 879369106 3309 77772 SH DEFINED 05 77772 TELEFLEX INC COM 879369106 17 400 SH DEFINED 17 400 TELEFONICA MOVILES S A SPONSORED AD 87938V105 4231 519100 SH DEFINED 08 519100 TELEFONICA S A SPONSORED AD 879382208 562 16243 SH DEFINED 01 15294 949 TELEFONICA S A SPONSORED AD 879382208 966 27955 SH OTHER 01 25052 2903 TELEFONICA S A SPONSORED AD 879382208 10 SH DEFINED 05 10 TELEFONICA S A SPONSORED AD 879382208 1 38 SH DEFINED 08 38 TELEFONOS DE MEXICO S A DBCV 4.250% 879403AD5 3 3000 PRN DEFINED 01 3000 TELEFONOS DE MEXICO S A DBCV 4.250% 879403AD5 2000 1800000 PRN DEFINED 17 1800000 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 9275 295209 SH OTHER 295209 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 77 2462 SH DEFINED 01 1694 768 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 1059 33709 SH OTHER 01 18762 14947 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 7729 246000 SH DEFINED 08 246000 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 6441 205000 SH PUT DEFINED 08 205000 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 8 250 SH DEFINED 13 250 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 15933 507100 SH DEFINED 17 507100 TELEFONOS DE MEXICO S A SPON ADR ORD 879403780 16967 540000 SH PUT DEFINED 17 540000 TELEPHONE & DATA SYS INC COM 879433100 184 3700 SH DEFINED 01 3700 TELEPHONE & DATA SYS INC COM 879433100 5651 113695 SH DEFINED 05 113695 TELEPHONE & DATA SYS INC COM 879433100 30 600 SH DEFINED 17 600 TELLABS INC COM 879664100 794 121082 SH OTHER 121082 TELLABS INC COM 879664100 194 29621 SH DEFINED 01 42 29579 TELLABS INC COM 879664100 264 40280 SH OTHER 01 30914 8645 721 TELLABS INC COM 879664100 1751 266996 SH DEFINED 05 266996 TELLABS INC COM 879664100 459 70000 SH CALL DEFINED 08 70000 TELLABS INC COM 879664100 4 600 SH OTHER 13 600 TELUS CORP NON-VTG SHS 87971M202 48 2920 SH OTHER 01 270 1766 884 TELUS CORP NON-VTG SHS 87971M202 259 15700 SH DEFINED 17 15700 TEMPLE INLAND INC COM 879868107 259 6025 SH DEFINED 01 6025 TEMPLE INLAND INC COM 879868107 127 2951 SH OTHER 01 1416 1535 TEMPLE INLAND INC COM 879868107 1150 26805 SH DEFINED 05 26805 TEMPLE INLAND INC COM 879868107 1433 33400 SH DEFINED 08 33400 TEMPLE INLAND INC COM 879868107 56 1300 SH DEFINED 17 1300 TELETECH HOLDINGS INC COM 879939106 3487 905696 SH DEFINED 905696 TEMPLETON EMERG MKTS INCOME COM 880192109 165 13531 SH DEFINED 01 13531 TEMPLETON EMERG MKTS INCOME COM 880192109 4 354 SH OTHER 01 354 TEMPLETON GLOBAL INCOME FD I COM 880198106 118 14389 SH DEFINED 01 14389 TEMPLETON GLOBAL INCOME FD I COM 880198106 136 16585 SH OTHER 01 14985 1600 TENET HEALTHCARE CORP COM 88033G100 1701 146000 SH OTHER 146000 TENET HEALTHCARE CORP COM 88033G100 1277 109628 SH DEFINED 01 97728 11900 TENET HEALTHCARE CORP COM 88033G100 313 26860 SH OTHER 01 22587 4273 TENET HEALTHCARE CORP COM 88033G100 2662 228469 SH DEFINED 05 228469 TENET HEALTHCARE CORP COM 88033G100 1850 158790 SH DEFINED 08 158790 TENET HEALTHCARE CORP COM 88033G100 117 10000 SH CALL DEFINED 08 10000 TENET HEALTHCARE CORP COM 88033G100 2528 217000 SH PUT DEFINED 08 217000 TENET HEALTHCARE CORP COM 88033G100 466 39987 SH DEFINED 17 39987 TERADYNE INC SDCV 3.750% 880770AD4 2550 2369000 PRN DEFINED 08 2369000 TERADYNE INC SDCV 3.750% 880770AD4 3726 3462000 PRN DEFINED 17 3462000 TERADYNE INC COM 880770102 477 27552 SH OTHER 27552 TERADYNE INC COM 880770102 256 14817 SH DEFINED 01 14817 TERADYNE INC COM 880770102 83 4795 SH OTHER 01 170 4625 TERADYNE INC COM 880770102 5439 314235 SH DEFINED 05 314235 TERADYNE INC COM 880770102 139 8020 SH DEFINED 08 8020 TERADYNE INC COM 880770102 980 56600 SH PUT DEFINED 17 56600 TERAYON COMMUNICATION SYS COM 880775101 187 68954 SH DEFINED 68954 TERAYON COMMUNICATION SYS COM 880775101 4 1400 SH DEFINED 01 1000 400 TERAYON COMMUNICATION SYS COM 880775101 7 2510 SH OTHER 01 2510 TEREX CORP NEW COM 880779103 39 2000 SH DEFINED 01 2000 TEREX CORP NEW COM 880779103 37 1900 SH DEFINED 05 1900 TEREX CORP NEW COM 880779103 361 18500 SH DEFINED 08 18500 TEREX CORP NEW COM 880779103 148 7575 SH DEFINED 17 7575 TERRA NITROGEN CO L P COM UNIT 881005201 102 19950 SH OTHER 01 12950 7000 TESORO PETE CORP COM 881609101 413 60000 SH DEFINED 08 60000 TESORO PETE CORP COM 881609101 195 28400 SH DEFINED 17 28400 TETRA TECHNOLOGIES INC DEL COM 88162F105 291 9800 SH DEFINED 01 2200 7600 TETRA TECHNOLOGIES INC DEL COM 88162F105 1906 64300 SH DEFINED 05 64300 TETRA TECH INC NEW COM 88162G103 460 26421 SH DEFINED 01 7321 19100 TETRA TECH INC NEW COM 88162G103 3 175 SH OTHER 01 175 TETRA TECH INC NEW COM 88162G103 4177 240050 SH DEFINED 05 240050 TETRA TECH INC NEW COM 88162G103 212 12200 SH DEFINED 17 12200 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1537 27005 SH DEFINED 01 27005 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 223 3920 SH OTHER 01 320 3600 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7737 135984 SH DEFINED 05 135984 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4305 75655 SH DEFINED 08 75655 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 195 3425 SH DEFINED 17 3425 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 142 2497 SH OTHER 17 2497 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 558 9800 SH PUT DEFINED 17 9800 TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 88163XAB1 8028 5849000 PRN DEFINED 17 5849000 TEVA PHARMACEUTICALS FIN B V DBCV 0.375% 88164MAB4 1964 1400000 PRN DEFINED 17 1400000 TEXAS INDS INC COM 882491103 674 28301 SH DEFINED 01 24601 3700 TEXAS INDS INC COM 882491103 96 4050 SH OTHER 01 4050 TEXAS INDS INC COM 882491103 2072 87075 SH DEFINED 05 87075 TEXAS INSTRS INC COM 882508104 973 55300 SH OTHER 55300 TEXAS INSTRS INC COM 882508104 100963 5736551 SH DEFINED 01 5605655 130896 TEXAS INSTRS INC COM 882508104 26587 1510607 SH OTHER 01 814435 696172 TEXAS INSTRS INC COM 882508104 18095 1028149 SH DEFINED 05 1028149 TEXAS INSTRS INC COM 882508104 1686 95782 SH DEFINED 08 95782 TEXAS INSTRS INC COM 882508104 5896 335000 SH CALL DEFINED 08 335000 TEXAS INSTRS INC COM 882508104 880 50000 SH PUT DEFINED 08 50000 TEXAS INSTRS INC COM 882508104 7 420 SH DEFINED 13 100 320 TEXAS INSTRS INC COM 882508104 1112 63183 SH DEFINED 17 63183 TEXAS INSTRS INC COM 882508104 1056 60000 SH CALL DEFINED 17 60000 TEXTRON INC COM 883203101 11646 298474 SH DEFINED 01 292544 5930 TEXTRON INC COM 883203101 1261 32321 SH OTHER 01 27402 4919 TEXTRON INC COM 883203101 2599 66605 SH DEFINED 05 66605 TEXTRON INC COM 883203101 78 2000 SH DEFINED 08 2000 TEXTRON INC COM 883203101 386 9900 SH DEFINED 17 9900 TEXTRON INC COM 883203101 87230 2235529 SH OTHER 17 2235529 THERAGENICS CORP COM 883375107 500 116200 SH DEFINED 05 116200 THERASENSE INC COM 883381105 901 90085 SH DEFINED 01 90085 THERMO ELECTRON CORP COM 883556102 273 12985 SH DEFINED 01 12885 100 THERMO ELECTRON CORP COM 883556102 473 22510 SH OTHER 01 15139 7371 THERMO ELECTRON CORP COM 883556102 1566 74480 SH DEFINED 05 74480 THERMO ELECTRON CORP COM 883556102 34 1597 SH DEFINED 08 1597 THERMO ELECTRON CORP COM 883556102 759 36100 SH CALL DEFINED 08 36100 THERMO ELECTRON CORP COM 883556102 261 12400 SH DEFINED 17 12400 THESTREET COM COM 88368Q103 100 SH DEFINED 08 100 THESTREET COM COM 88368Q103 8714 1850000 SH OTHER 17 1850000 THIRD WAVE TECHNOLOGIES INC COM 88428W108 15447 3417450 SH DEFINED 3417450 THIRD WAVE TECHNOLOGIES INC COM 88428W108 9 2000 SH DEFINED 01 2000 THOMAS & BETTS CORP COM 884315102 260 17975 SH DEFINED 01 11035 5340 1600 THOMAS & BETTS CORP COM 884315102 4 260 SH OTHER 01 260 THOMAS & BETTS CORP COM 884315102 1001 69260 SH DEFINED 05 69260 THOMAS & BETTS CORP COM 884315102 64 4400 SH DEFINED 08 4400 THOMAS & BETTS CORP COM 884315102 822 56900 SH DEFINED 17 56900 THOMAS INDS INC COM 884425109 57 2100 SH DEFINED 01 157 1343 600 THOMAS INDS INC COM 884425109 22 807 SH OTHER 01 807 THOMAS INDS INC COM 884425109 1895 70050 SH DEFINED 05 70050 THOR INDS INC COM 885160101 759 18600 SH DEFINED 01 4000 14600 THOR INDS INC COM 885160101 1474 36100 SH OTHER 01 36100 THOR INDS INC COM 885160101 5482 134300 SH DEFINED 05 134300 THOR INDS INC COM 885160101 8 200 SH DEFINED 08 200 THORNBURG MTG INC COM 885218107 264 10679 SH DEFINED 01 1445 9234 THORNBURG MTG INC COM 885218107 959 38825 SH OTHER 01 5525 33300 THORNBURG MTG INC COM 885218107 140 5652 SH DEFINED 17 5652 3COM CORP COM 885535104 232 49725 SH DEFINED 01 48275 1450 3COM CORP COM 885535104 533 114079 SH OTHER 01 105454 8625 3COM CORP COM 885535104 3364 720386 SH DEFINED 05 720386 3COM CORP COM 885535104 251 53777 SH DEFINED 08 53777 THREE FIVE SYS INC COM 88554L108 18 2573 SH DEFINED 01 2573 THREE FIVE SYS INC COM 88554L108 570 82650 SH DEFINED 05 82650 THREE FIVE SYS INC COM 88554L108 28 3999 SH DEFINED 13 3999 3M CO COM 88579Y101 818 6344 SH OTHER 6344 3M CO COM 88579Y101 192777 1494629 SH DEFINED 01 1393652 100977 3M CO COM 88579Y101 105792 820219 SH OTHER 01 478808 341411 3M CO COM 88579Y101 35811 277648 SH DEFINED 05 277648 3M CO COM 88579Y101 2733 21190 SH DEFINED 08 21190 3M CO COM 88579Y101 3225 25000 SH CALL DEFINED 08 25000 3M CO COM 88579Y101 2128 16500 SH PUT DEFINED 08 16500 3M CO COM 88579Y101 9 70 SH DEFINED 13 20 50 3M CO COM 88579Y101 516 4000 SH DEFINED 17 4000 TIBCO SOFTWARE INC COM 88632Q103 27 5278 SH DEFINED 01 5278 TIBCO SOFTWARE INC COM 88632Q103 27 5200 SH DEFINED 05 5200 TIBCO SOFTWARE INC COM 88632Q103 149 29100 SH DEFINED 08 29100 TIBCO SOFTWARE INC COM 88632Q103 435 85000 SH DEFINED 17 85000 TIDEWATER INC COM 886423102 63 2148 SH DEFINED 01 2148 TIDEWATER INC COM 886423102 253 8620 SH OTHER 01 6000 2620 TIDEWATER INC COM 886423102 3506 119365 SH DEFINED 05 119365 TIDEWATER INC COM 886423102 135 4583 SH DEFINED 17 4583 TIER TECHNOLOGIES INC CL B 88650Q100 108 13873 SH DEFINED 01 12563 1310 TIER TECHNOLOGIES INC CL B 88650Q100 3245 418660 SH DEFINED 05 418660 TIFFANY & CO NEW COM 886547108 3911 119668 SH DEFINED 01 119368 300 TIFFANY & CO NEW COM 886547108 206 6300 SH OTHER 01 3500 2800 TIFFANY & CO NEW COM 886547108 9251 283081 SH DEFINED 05 283081 TIFFANY & CO NEW COM 886547108 127 3900 SH DEFINED 08 3900 TIFFANY & CO NEW COM 886547108 2941 90000 SH PUT DEFINED 08 90000 TIFFANY & CO NEW COM 886547108 539699 16514662 SH DEFINED 11 15091090 1423572 TIFFANY & CO NEW COM 886547108 144 4400 SH DEFINED 17 4400 TIFFANY & CO NEW COM 886547108 2745 84000 SH OTHER 17 84000 TIMBERLAND CO CL A 887100105 335 6346 SH DEFINED 01 5346 1000 TIMBERLAND CO CL A 887100105 11 200 SH OTHER 01 200 TIMBERLAND CO CL A 887100105 3735 70667 SH DEFINED 05 70667 TIMBERLAND CO CL A 887100105 125 2360 SH DEFINED 08 2360 TIMBERLAND CO CL A 887100105 26 500 SH DEFINED 17 500 TIME WARNER TELECOM INC CL A 887319101 1747 284578 SH DEFINED 01 284578 TIME WARNER TELECOM INC CL A 887319101 2 260 SH OTHER 01 260 TIME WARNER TELECOM INC CL A 887319101 195 31800 SH DEFINED 17 31800 TIMKEN CO COM 887389104 189 10800 SH DEFINED 01 9200 1600 TIMKEN CO COM 887389104 94 5375 SH OTHER 01 5375 TIMKEN CO COM 887389104 5981 341550 SH DEFINED 05 341550 TIMKEN CO COM 887389104 144 8225 SH DEFINED 17 8225 TIPPERARY CORP COM PAR $0.0 888002300 104 40000 SH DEFINED 01 40000 TITAN CORP COM 888266103 53 5198 SH DEFINED 01 113 5085 TITAN CORP COM 888266103 3 250 SH OTHER 01 250 TITAN CORP COM 888266103 1611 156524 SH DEFINED 05 156524 TITAN CORP COM 888266103 9 875 SH DEFINED 08 875 TIVO INC COM 888706108 677 56000 SH CALL DEFINED 08 56000 TIVO INC COM 888706108 128 10600 SH DEFINED 17 10600 TOLL BROTHERS INC COM 889478103 190 6700 SH DEFINED 01 6700 TOLL BROTHERS INC COM 889478103 115 4050 SH OTHER 01 900 3150 TOLL BROTHERS INC COM 889478103 4024 142125 SH DEFINED 05 142125 TOLL BROTHERS INC COM 889478103 241 8500 SH DEFINED 08 8500 TOLL BROTHERS INC COM 889478103 2831 100000 SH CALL DEFINED 08 100000 TOLL BROTHERS INC COM 889478103 2831 100000 SH PUT DEFINED 08 100000 TOLL BROTHERS INC COM 889478103 244 8605 SH DEFINED 11 8605 TOLL BROTHERS INC COM 889478103 311 11000 SH DEFINED 17 11000 TOLLGRADE COMMUNICATIONS INC COM 889542106 358 19183 SH DEFINED 01 12813 6370 TOLLGRADE COMMUNICATIONS INC COM 889542106 5833 312597 SH DEFINED 05 312597 TOO INC COM 890333107 319 15729 SH DEFINED 01 3414 12315 TOO INC COM 890333107 13 660 SH OTHER 01 660 TOO INC COM 890333107 3199 157952 SH DEFINED 05 157952 TOO INC COM 890333107 6 300 SH DEFINED 08 300 TOO INC COM 890333107 18 900 SH DEFINED 17 900 TOOTSIE ROLL INDS INC COM 890516107 42 1383 SH DEFINED 01 1383 TOOTSIE ROLL INDS INC COM 890516107 514 16848 SH OTHER 01 13200 3648 TOOTSIE ROLL INDS INC COM 890516107 3127 102555 SH DEFINED 05 102555 TOOTSIE ROLL INDS INC COM 890516107 89 2925 SH DEFINED 08 2925 TORCHMARK CORP COM 891027104 1129 30307 SH DEFINED 01 27299 3008 TORCHMARK CORP COM 891027104 2916 78275 SH OTHER 01 69450 8825 TORCHMARK CORP COM 891027104 3284 88170 SH DEFINED 05 88170 TORCHMARK CORP COM 891027104 183 4900 SH DEFINED 08 4900 TORCHMARK CORP COM 891027104 164 4400 SH DEFINED 17 4400 TORO CO COM 891092108 762 19160 SH DEFINED 01 3660 15500 TORO CO COM 891092108 4 100 SH OTHER 01 100 TORO CO COM 891092108 4770 120000 SH DEFINED 05 120000 TORO CO COM 891092108 8 200 SH DEFINED 08 200 TORO CO COM 891092108 938 23600 SH DEFINED 17 23600 TOTAL ENTMT RESTAURANT CORP COM 89150E100 41 4500 SH DEFINED 01 4500 TOTAL ENTMT RESTAURANT CORP COM 89150E100 50 5500 SH DEFINED 08 5500 TOTAL RENAL CARE HLDGS INC NOTE 7.000% 89151AAC1 1367 1300000 PRN DEFINED 08 1300000 TOTAL S A SPONSORED AD 89151E109 145 1907 SH DEFINED 01 1446 461 TOTAL S A SPONSORED AD 89151E109 279 3687 SH OTHER 01 2726 961 TOTAL S A SPONSORED AD 89151E109 1 15 SH DEFINED 05 15 TOTAL S A SPONSORED AD 89151E109 780 10294 SH DEFINED 08 10294 TOTAL S A SPONSORED AD 89151E109 42 552 SH DEFINED 17 552 TOWER AUTOMOTIVE INC COM 891707101 5 1400 SH DEFINED 01 1400 TOWER AUTOMOTIVE INC COM 891707101 799 218400 SH DEFINED 05 218400 TOTAL SYS SVCS INC COM 891906109 6506 291740 SH DEFINED 01 291740 TOTAL SYS SVCS INC COM 891906109 269 12050 SH OTHER 01 7050 5000 TOTAL SYS SVCS INC COM 891906109 2 100 SH DEFINED 05 100 TOWN & CTRY TR SH BEN INT 892081100 212 9100 SH DEFINED 01 9100 TOWN & CTRY TR SH BEN INT 892081100 296 12733 SH OTHER 01 9100 1400 2233 TOYOTA MOTOR CORP SP ADR REP2C 892331307 17 330 SH DEFINED 01 230 100 TOYOTA MOTOR CORP SP ADR REP2C 892331307 423 8164 SH OTHER 01 7664 500 TOYOTA MOTOR CORP SP ADR REP2C 892331307 1 20 SH DEFINED 05 20 TOYS R US INC COM 892335100 9104 751190 SH OTHER 751190 TOYS R US INC COM 892335100 2975 245424 SH DEFINED 01 132595 112829 TOYS R US INC COM 892335100 113 9287 SH OTHER 01 1367 7920 TOYS R US INC COM 892335100 1267 104518 SH DEFINED 05 104518 TOYS R US INC COM 892335100 1936 159700 SH DEFINED 08 159700 TOYS R US INC COM 892335100 727 60000 SH CALL DEFINED 08 60000 TOYS R US INC COM 892335100 485 40000 SH CALL DEFINED 17 40000 TRACTOR SUPPLY CO COM 892356106 398 8400 SH DEFINED 01 1700 6700 TRACTOR SUPPLY CO COM 892356106 3902 82400 SH DEFINED 05 82400 TRACTOR SUPPLY CO COM 892356106 5 100 SH DEFINED 08 100 TRACTOR SUPPLY CO COM 892356106 947 20000 SH CALL DEFINED 08 20000 TRACTOR SUPPLY CO COM 892356106 230 4850 SH DEFINED 17 4850 TRAMMELL CROW CO COM 89288R106 149 14083 SH DEFINED 01 12772 1311 TRAMMELL CROW CO COM 89288R106 4546 428447 SH DEFINED 05 428447 TRANSACTION SYS ARCHITECTS CL A 893416107 104 11450 SH DEFINED 01 11450 TRANSACTION SYS ARCHITECTS CL A 893416107 13 1405 SH OTHER 01 180 1225 TRANSACTION SYS ARCHITECTS CL A 893416107 635 70176 SH DEFINED 05 70176 TRANSACTION SYS ARCHITECTS CL A 893416107 39 4300 SH DEFINED 17 4300 TRANSATLANTIC HLDGS INC COM 893521104 596 8625 SH DEFINED 01 8625 TRANSATLANTIC HLDGS INC COM 893521104 325 4700 SH OTHER 01 4700 TRANSKARYOTIC THERAPIES INC COM 893735100 92 8000 SH DEFINED 08 8000 TRANSKARYOTIC THERAPIES INC COM 893735100 144 12500 SH CALL DEFINED 08 12500 TRANSKARYOTIC THERAPIES INC COM 893735100 345 30000 SH PUT DEFINED 08 30000 TRANSMETA CORP DEL COM 89376R109 104 64714 SH DEFINED 64714 TRANSMETA CORP DEL COM 89376R109 1 650 SH DEFINED 08 650 TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 893830AD1 9725 10000000 PRN DEFINED 01 10000000 TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 893830AD1 4863 5000000 PRN OTHER 17 5000000 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 7025 441798 SH DEFINED 01 407649 34149 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 868 54585 SH OTHER 01 29356 25229 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 20530 1291166 SH DEFINED 05 1291166 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 1669 104979 SH DEFINED 08 104979 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 18 SH DEFINED 13 18 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 215 13500 SH DEFINED 17 13500 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 652 41362 SH OTHER 41362 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 7052 447167 SH DEFINED 01 447167 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 197 12500 SH CALL DEFINED 01 12500 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 9660 612576 SH DEFINED 05 612576 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1301 82498 SH DEFINED 08 82498 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 11619 736769 SH DEFINED 17 736769 TREDEGAR CORP COM 894650100 86 5745 SH DEFINED 01 5745 TREDEGAR CORP COM 894650100 1299 86651 SH OTHER 01 85211 1440 TREDEGAR CORP COM 894650100 2225 148425 SH DEFINED 05 148425 TRI CONTL CORP COM 895436103 594 40190 SH DEFINED 01 20201 19989 TRI CONTL CORP COM 895436103 138 9355 SH OTHER 01 2419 6936 TRIAD HOSPITALS INC COM 89579K109 552 22236 SH DEFINED 01 19657 741 1838 TRIAD HOSPITALS INC COM 89579K109 29 1180 SH OTHER 01 1180 TRIAD HOSPITALS INC COM 89579K109 17018 685668 SH DEFINED 05 685668 TRIAD HOSPITALS INC COM 89579K109 30 1200 SH DEFINED 17 1200 TRIAD GTY INC COM 895925105 322 8476 SH DEFINED 01 7129 1347 TRIAD GTY INC COM 895925105 26 675 SH OTHER 01 75 600 TRIAD GTY INC COM 895925105 7551 198907 SH DEFINED 05 198907 TRIARC COS INC CL A 895927101 123 4100 SH OTHER 01 4100 TRIARC COS INC CL A 895927101 2439 81325 SH DEFINED 05 81325 TRIARC COS INC CL A 895927101 135 4500 SH DEFINED 17 4500 TRIBUNE CO NEW COM 896047107 34332 710816 SH DEFINED 01 688206 22610 TRIBUNE CO NEW COM 896047107 26495 548546 SH OTHER 01 509434 39112 TRIBUNE CO NEW COM 896047107 10438 216110 SH DEFINED 05 216110 TRIBUNE CO NEW COM 896047107 169 3500 SH DEFINED 08 3500 TRIBUNE CO NEW COM 896047107 13 260 SH OTHER 13 260 TRIBUNE CO NEW COM 896047107 159 3301 SH DEFINED 17 3301 TRIMBLE NAVIGATION LTD COM 896239100 240 10401 SH DEFINED 01 4701 5700 TRIMBLE NAVIGATION LTD COM 896239100 3 150 SH OTHER 01 150 TRIMBLE NAVIGATION LTD COM 896239100 3039 131975 SH DEFINED 05 131975 TRIMBLE NAVIGATION LTD COM 896239100 82 3550 SH DEFINED 08 3550 TRIMBLE NAVIGATION LTD COM 896239100 76 3301 SH DEFINED 17 3301 TRIMERIS INC COM 896263100 50 1100 SH DEFINED 01 1100 TRIMERIS INC COM 896263100 164 3591 SH DEFINED 08 3591 TRIMERIS INC COM 896263100 27 600 SH DEFINED 17 600 TRINITY INDS INC COM 896522109 111 6019 SH DEFINED 01 6019 TRINITY INDS INC COM 896522109 37 1975 SH OTHER 01 1800 175 TRINITY INDS INC COM 896522109 1676 90572 SH DEFINED 05 90572 TRINITY INDS INC COM 896522109 28 1500 SH DEFINED 17 1500 TRIPATH TECHNOLOGY INC COM 89672P104 15 20000 SH DEFINED 01 20000 TRIQUINT SEMICONDUCTOR INC COM 89674K103 141 34338 SH DEFINED 01 31288 3050 TRIQUINT SEMICONDUCTOR INC COM 89674K103 4979 1214277 SH DEFINED 05 1214277 TRIQUINT SEMICONDUCTOR INC COM 89674K103 205 50000 SH DEFINED 08 50000 TRIUMPH GROUP INC NEW COM 896818101 338 12014 SH DEFINED 01 11059 955 TRIUMPH GROUP INC NEW COM 896818101 10404 369345 SH DEFINED 05 369345 TRIZETTO GROUP INC COM 896882107 678 113167 SH DEFINED 01 113167 TRIPATH IMAGING INC COM 896942109 136 20000 SH DEFINED 08 20000 TRUSTCO BK CORP N Y COM 898349105 892 80675 SH DEFINED 01 80675 TRUSTCO BK CORP N Y COM 898349105 1 75 SH OTHER 01 75 TRUSTCO BK CORP N Y COM 898349105 3200 289300 SH DEFINED 05 289300 TRUSTCO BK CORP N Y COM 898349105 8 765 SH DEFINED 08 765 TUPPERWARE CORP COM 899896104 2861 199200 SH OTHER 199200 TUPPERWARE CORP COM 899896104 177 12312 SH DEFINED 01 10662 1650 TUPPERWARE CORP COM 899896104 96 6696 SH OTHER 01 3696 3000 TUPPERWARE CORP COM 899896104 774 53910 SH DEFINED 05 53910 TUPPERWARE CORP COM 899896104 9 600 SH DEFINED 08 600 TUPPERWARE CORP COM 899896104 408 28400 SH DEFINED 17 28400 TURKISH INVT FD INC COM 900145103 45 10000 SH OTHER 01 10000 TV AZTECA S A DE C V SPONSORED AD 901145102 612 94168 SH DEFINED 94168 TYCO INTL LTD NEW NOTE 902124AC0 3 4000 PRN DEFINED 01 4000 TYCO INTL LTD NEW NOTE 902124AC0 14608 19190000 PRN DEFINED 08 19190000 TYCO INTL LTD NEW COM 902124106 4439 233900 SH OTHER 233900 TYCO INTL LTD NEW COM 902124106 11389 600041 SH DEFINED 01 431469 168572 TYCO INTL LTD NEW COM 902124106 10763 567079 SH OTHER 01 242018 325061 TYCO INTL LTD NEW COM 902124106 26748 1409281 SH DEFINED 05 1409281 TYCO INTL LTD NEW COM 902124106 11622 612308 SH DEFINED 08 612308 TYCO INTL LTD NEW COM 902124106 6127 322800 SH CALL DEFINED 08 322800 TYCO INTL LTD NEW COM 902124106 15619 822900 SH PUT DEFINED 08 822900 TYCO INTL LTD NEW COM 902124106 11 565 SH DEFINED 13 565 TYCO INTL LTD NEW COM 902124106 2261 119100 SH DEFINED 17 119100 TYSON FOODS INC CL A 902494103 677 63781 SH OTHER 63781 TYSON FOODS INC CL A 902494103 615 57936 SH DEFINED 01 57436 500 TYSON FOODS INC CL A 902494103 72 6789 SH OTHER 01 5228 1561 TYSON FOODS INC CL A 902494103 7415 698188 SH DEFINED 05 698188 TYSON FOODS INC CL A 902494103 210 19800 SH DEFINED 17 19800 UCBH HOLDINGS INC COM 90262T308 730 25447 SH DEFINED 01 3847 21600 UCBH HOLDINGS INC COM 90262T308 6018 209743 SH DEFINED 05 209743 UCBH HOLDINGS INC COM 90262T308 9 300 SH DEFINED 08 300 UCBH HOLDINGS INC COM 90262T308 5669 197589 SH DEFINED 11 197589 UGI CORP NEW COM 902681105 993 31313 SH DEFINED 01 15159 15554 600 UGI CORP NEW COM 902681105 51 1596 SH OTHER 01 1596 UGI CORP NEW COM 902681105 6049 190809 SH DEFINED 05 190809 UGI CORP NEW COM 902681105 10 300 SH DEFINED 08 300 UGI CORP NEW COM 902681105 136 4300 SH DEFINED 17 4300 UICI COM 902737105 497 32974 SH DEFINED 01 11374 21600 UICI COM 902737105 1 50 SH OTHER 01 50 UICI COM 902737105 3246 215400 SH DEFINED 05 215400 UIL HLDG CORP COM 902748102 495 12200 SH DEFINED 01 4150 8050 UIL HLDG CORP COM 902748102 30 750 SH OTHER 01 750 UIL HLDG CORP COM 902748102 2847 70210 SH DEFINED 05 70210 UMB FINL CORP COM 902788108 80 1890 SH DEFINED 01 1890 UMB FINL CORP COM 902788108 804 18947 SH OTHER 01 5945 13002 UST INC COM 902911106 7773 221900 SH OTHER 221900 UST INC COM 902911106 5264 150281 SH DEFINED 01 150281 UST INC COM 902911106 2738 78172 SH OTHER 01 51047 27125 UST INC COM 902911106 2850 81345 SH DEFINED 05 81345 UST INC COM 902911106 2132 60855 SH DEFINED 08 60855 UST INC COM 902911106 11 300 SH DEFINED 17 300 US BANCORP DEL COM NEW 902973304 21050 859200 SH DEFINED 859200 US BANCORP DEL COM NEW 902973304 1880 76748 SH OTHER 76748 US BANCORP DEL COM NEW 902973304 50891 2077197 SH DEFINED 01 1778443 298754 US BANCORP DEL COM NEW 902973304 45178 1843983 SH OTHER 01 939912 904071 US BANCORP DEL COM NEW 902973304 56575 2309166 SH DEFINED 05 2309166 US BANCORP DEL COM NEW 902973304 6040 246545 SH DEFINED 08 246545 US BANCORP DEL COM NEW 902973304 2163 88300 SH CALL DEFINED 08 88300 US BANCORP DEL COM NEW 902973304 240 9800 SH DEFINED 17 9800 US BANCORP DEL COM NEW 902973304 12422 507000 SH OTHER 17 507000 URS CORP NEW COM 903236107 214 11000 SH DEFINED 01 2200 8800 URS CORP NEW COM 903236107 2758 141750 SH DEFINED 05 141750 U S G CORP COM NEW 903293405 228 12000 SH DEFINED 01 12000 U S G CORP COM NEW 903293405 1 48 SH OTHER 01 48 U S G CORP COM NEW 903293405 4465 235013 SH DEFINED 08 235013 U S G CORP COM NEW 903293405 523 27500 SH CALL DEFINED 08 27500 U S G CORP COM NEW 903293405 209 11000 SH PUT DEFINED 08 11000 US LEC CORP CL A 90331S109 94 24623 SH DEFINED 01 24623 US ONCOLOGY INC COM 90338W103 647 87526 SH DEFINED 01 52076 35450 US ONCOLOGY INC COM 90338W103 3 350 SH OTHER 01 350 US ONCOLOGY INC COM 90338W103 10600 1434366 SH DEFINED 05 1434366 UBIQUITEL INC COM 903474302 141 104986 SH DEFINED 08 104986 ULTIMATE ELECTRS INC COM 903849107 24 1907 SH DEFINED 01 7 1900 ULTIMATE ELECTRS INC COM 903849107 792 62050 SH DEFINED 05 62050 ULTIMATE ELECTRS INC COM 903849107 108 8500 SH DEFINED 08 8500 ULTRA PETE CORP COM 903914109 288 22300 SH DEFINED 17 22300 ULTRATECH INC COM 904034105 31 1668 SH DEFINED 01 1668 ULTRATECH INC COM 904034105 77 4185 SH OTHER 01 1090 3095 ULTRATECH INC COM 904034105 1635 88325 SH DEFINED 05 88325 ULTRATECH INC COM 904034105 1037 56000 SH DEFINED 08 56000 ULTRATECH INC COM 904034105 488 26356 SH DEFINED 17 26356 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD 90458E107 6262 364943 SH DEFINED 11 364943 UNIFI INC COM 904677101 61 9853 SH OTHER 01 9853 UNIFI INC COM 904677101 658 106065 SH DEFINED 05 106065 UNILEVER N V N Y SHS NEW 904784709 2198 40700 SH OTHER 40700 UNILEVER N V N Y SHS NEW 904784709 1965 36394 SH DEFINED 01 34697 1697 UNILEVER N V N Y SHS NEW 904784709 1709 31655 SH OTHER 01 26260 5395 UNILEVER N V N Y SHS NEW 904784709 1 SH DEFINED 05 1 UNILEVER N V N Y SHS NEW 904784709 751 13900 SH DEFINED 08 13900 UNION BANKSHARES CORP COM 905399101 321 11400 SH DEFINED 01 11400 UNION BANKSHARES CORP COM 905399101 11 400 SH OTHER 01 400 UNION PAC CORP COM 907818108 24285 418562 SH DEFINED 01 395304 23258 UNION PAC CORP COM 907818108 19743 340271 SH OTHER 01 136955 203316 UNION PAC CORP COM 907818108 8402 144810 SH DEFINED 05 144810 UNION PAC CORP COM 907818108 1630 28100 SH DEFINED 08 28100 UNION PAC CORP COM 907818108 4526 78000 SH CALL DEFINED 08 78000 UNION PAC CORP COM 907818108 14505 250000 SH PUT DEFINED 08 250000 UNION PAC CORP COM 907818108 23 400 SH DEFINED 17 400 UNION PAC CORP COM 907818108 3104 53500 SH OTHER 17 53500 UNION PAC CORP COM 907818108 6510 112200 SH PUT DEFINED 17 112200 UNION PLANTERS CORP COM 908068109 3423 110312 SH DEFINED 01 21971 88341 UNION PLANTERS CORP COM 908068109 3689 118885 SH OTHER 01 89664 29221 UNION PLANTERS CORP COM 908068109 4097 132022 SH DEFINED 05 132022 UNION PLANTERS CORP COM 908068109 267 8597 SH DEFINED 08 8597 UNISOURCE ENERGY CORP COM 909205106 353 18800 SH DEFINED 01 208 18592 UNISOURCE ENERGY CORP COM 909205106 8 408 SH OTHER 01 408 UNISOURCE ENERGY CORP COM 909205106 3168 168525 SH DEFINED 05 168525 UNISYS CORP COM 909214108 13657 1112100 SH OTHER 1112100 UNISYS CORP COM 909214108 271 22056 SH DEFINED 01 22056 UNISYS CORP COM 909214108 394 32125 SH OTHER 01 5300 26825 UNISYS CORP COM 909214108 1847 150445 SH DEFINED 05 150445 UNISYS CORP COM 909214108 53 4300 SH DEFINED 08 4300 UNISYS CORP COM 909214108 84 6800 SH DEFINED 17 6800 UNIT CORP COM 909218109 810 38720 SH DEFINED 01 8670 29439 611 UNIT CORP COM 909218109 23 1111 SH OTHER 01 1111 UNIT CORP COM 909218109 4556 217875 SH DEFINED 05 217875 UNITED BANKSHARES INC WEST V COM 909907107 2861 99934 SH DEFINED 01 90534 6943 2457 UNITED BANKSHARES INC WEST V COM 909907107 161 5607 SH OTHER 01 5607 UNITED BANKSHARES INC WEST V COM 909907107 5049 176350 SH DEFINED 05 176350 UNITED BANKSHARES INC WEST V COM 909907107 9 300 SH DEFINED 08 300 UNITED DEFENSE INDS INC COM 91018B104 80 3085 SH DEFINED 01 3085 UNITED DEFENSE INDS INC COM 91018B104 1 30 SH OTHER 01 30 UNITED DEFENSE INDS INC COM 91018B104 223 8610 SH DEFINED 17 8610 UNITED DOMINION REALTY TR IN COM 910197102 1874 108841 SH DEFINED 01 105595 3246 UNITED DOMINION REALTY TR IN COM 910197102 1023 59392 SH OTHER 01 40546 18846 UNITED DOMINION REALTY TR IN COM 910197102 3810 221275 SH DEFINED 05 221275 UNITED DOMINION REALTY TR IN COM 910197102 52 3000 SH DEFINED 13 3000 UNITED DOMINION REALTY TR IN COM 910197102 34 1976 SH DEFINED 17 1976 UNITED NATL BANCORP N J COM 910909100 1616 58611 SH DEFINED 01 58011 600 UNITED NATL BANCORP N J COM 910909100 84 3053 SH OTHER 01 600 2453 UNITED NAT FOODS INC COM 911163103 88 3100 SH DEFINED 01 1350 1750 UNITED NAT FOODS INC COM 911163103 7 250 SH OTHER 01 250 UNITED NAT FOODS INC COM 911163103 2272 80125 SH DEFINED 05 80125 UNITED NAT FOODS INC COM 911163103 3 100 SH DEFINED 08 100 UNITED PANAM FINANCIAL CP COM 911301109 600 48600 SH DEFINED 17 48600 UNITED PARCEL SERVICE INC CL B 911312106 877 13775 SH OTHER 13775 UNITED PARCEL SERVICE INC CL B 911312106 101921 1600019 SH DEFINED 01 1599769 250 UNITED PARCEL SERVICE INC CL B 911312106 35652 559680 SH OTHER 01 513677 46003 UNITED PARCEL SERVICE INC CL B 911312106 34567 542650 SH DEFINED 05 542650 UNITED PARCEL SERVICE INC CL B 911312106 1242 19500 SH DEFINED 08 19500 UNITED PARCEL SERVICE INC CL B 911312106 308 4837 SH DEFINED 13 4837 UNITED PARCEL SERVICE INC CL B 911312106 287 4500 SH DEFINED 17 4500 UNITED RENTALS INC COM 911363109 661 47619 SH DEFINED 47619 UNITED RENTALS INC COM 911363109 179 12866 SH DEFINED 01 212 12654 UNITED RENTALS INC COM 911363109 87 6275 SH OTHER 01 6275 UNITED RENTALS INC COM 911363109 2112 152044 SH DEFINED 05 152044 UNITED RENTALS INC COM 911363109 825 59423 SH DEFINED 08 59423 UNITED RENTALS INC COM 911363109 3 184 SH DEFINED 17 184 UNITED STATES CELLULAR CORP COM 911684108 5 200 SH DEFINED 01 200 UNITED STATES CELLULAR CORP COM 911684108 13 500 SH OTHER 01 500 UNITED STATES CELLULAR CORP COM 911684108 382 15000 SH DEFINED 08 15000 UNITED STATES CELLULAR CORP COM 911684108 48 1900 SH DEFINED 17 1900 UNITED STATES STL CORP NEW COM 912909108 7322 447300 SH OTHER 447300 UNITED STATES STL CORP NEW COM 912909108 98 5977 SH DEFINED 01 1006 4971 UNITED STATES STL CORP NEW COM 912909108 108 6586 SH OTHER 01 5186 1400 UNITED STATES STL CORP NEW COM 912909108 872 53295 SH DEFINED 05 53295 UNITED STATES STL CORP NEW COM 912909108 3950 241300 SH DEFINED 08 241300 UNITED STATES STL CORP NEW COM 912909108 303 18500 SH DEFINED 17 18500 UNITED STATES STL CORP NEW PFD CV B 7% 912909207 283 4650 SH DEFINED 17 4650 UNITED STATIONERS INC COM 913004107 302 8427 SH DEFINED 01 1527 6900 UNITED STATIONERS INC COM 913004107 78 2178 SH OTHER 01 2178 UNITED STATIONERS INC COM 913004107 5030 140375 SH DEFINED 05 140375 UNITED STATIONERS INC COM 913004107 358 9983 SH DEFINED 17 9983 UNITED SURGICAL PARTNERS INT COM 913016309 3 144 SH DEFINED 01 144 UNITED SURGICAL PARTNERS INT COM 913016309 359 15900 SH DEFINED 17 15900 UNITED TECHNOLOGIES CORP COM 913017109 1636 23100 SH OTHER 23100 UNITED TECHNOLOGIES CORP COM 913017109 144601 2041517 SH DEFINED 01 1980724 60793 UNITED TECHNOLOGIES CORP COM 913017109 55601 784999 SH OTHER 01 414610 370389 UNITED TECHNOLOGIES CORP COM 913017109 51961 733605 SH DEFINED 05 733605 UNITED TECHNOLOGIES CORP COM 913017109 1111 15685 SH DEFINED 08 15685 UNITED TECHNOLOGIES CORP COM 913017109 28 400 SH DEFINED 13 250 150 UNITED THERAPEUTICS CORP DEL COM 91307C102 22 1000 SH OTHER 01 1000 UNITED THERAPEUTICS CORP DEL COM 91307C102 403 18600 SH DEFINED 17 18600 UNITEDHEALTH GROUP INC COM 91324P102 708 14080 SH OTHER 14080 UNITEDHEALTH GROUP INC COM 91324P102 76584 1524069 SH DEFINED 01 1489875 34194 UNITEDHEALTH GROUP INC COM 91324P102 11341 225693 SH OTHER 01 108958 116735 UNITEDHEALTH GROUP INC COM 91324P102 24191 481413 SH DEFINED 05 481413 UNITEDHEALTH GROUP INC COM 91324P102 543 10800 SH DEFINED 08 10800 UNITEDHEALTH GROUP INC COM 91324P102 1306615 26002283 SH DEFINED 11 23338109 2664174 UNITEDHEALTH GROUP INC COM 91324P102 9 170 SH DEFINED 13 50 120 UNITEDHEALTH GROUP INC COM 91324P102 724 14400 SH DEFINED 17 14400 UNITEDGLOBALCOM CL A 913247508 118 23200 SH DEFINED 17 23200 UNITRIN INC COM 913275103 2293 84567 SH DEFINED 01 84567 UNITRIN INC COM 913275103 299 11035 SH OTHER 01 4140 6895 UNITRIN INC COM 913275103 3619 133439 SH DEFINED 05 133439 UNIVERSAL ACCESS GLOBAL HLDG COM 91336M105 2 5500 SH OTHER 01 5500 UNIVERSAL ACCESS GLOBAL HLDG COM 91336M105 7 16850 SH DEFINED 08 16850 UNIVERSAL CORP VA COM 913456109 1446 34176 SH DEFINED 01 34176 UNIVERSAL CORP VA COM 913456109 2627 62099 SH OTHER 01 57130 4969 UNIVERSAL CORP VA COM 913456109 2068 48892 SH DEFINED 05 48892 UNIVERSAL CORP VA COM 913456109 30 700 SH DEFINED 17 700 UNIVERSAL FST PRODS INC COM 913543104 157 7500 SH DEFINED 01 100 7400 UNIVERSAL FST PRODS INC COM 913543104 2 75 SH OTHER 01 75 UNIVERSAL FST PRODS INC COM 913543104 1679 80175 SH DEFINED 05 80175 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 14 500 SH DEFINED 01 500 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 256 9475 SH OTHER 01 8500 975 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 14 500 SH DEFINED 08 500 UNIVERSAL HLTH SVCS INC CL B 913903100 90 2278 SH DEFINED 01 1778 500 UNIVERSAL HLTH SVCS INC CL B 913903100 44 1100 SH OTHER 01 1100 UNIVERSAL HLTH SVCS INC CL B 913903100 4578 115550 SH DEFINED 05 115550 UNIVERSAL HLTH SVCS INC CL B 913903100 640 16150 SH DEFINED 08 16150 UNIVERSAL HLTH SVCS INC CL B 913903100 262 6625 SH DEFINED 17 6625 UNIVISION COMMUNICATIONS INC CL A 914906102 92924 3056711 SH DEFINED 01 3056711 UNIVISION COMMUNICATIONS INC CL A 914906102 122 4010 SH OTHER 01 2120 1890 UNIVISION COMMUNICATIONS INC CL A 914906102 8104 266564 SH DEFINED 05 266564 UNIVISION COMMUNICATIONS INC CL A 914906102 362 11900 SH DEFINED 08 11900 UNIVISION COMMUNICATIONS INC CL A 914906102 9 300 SH DEFINED 17 300 UNOCAL CORP COM 915289102 2648 92314 SH DEFINED 01 90982 1332 UNOCAL CORP COM 915289102 2166 75511 SH OTHER 01 37730 37781 UNOCAL CORP COM 915289102 3636 126720 SH DEFINED 05 126720 UNOCAL CORP COM 915289102 5417 188820 SH DEFINED 08 188820 UNOCAL CORP COM 915289102 263 9176 SH DEFINED 17 9176 UNOCAL CORP COM 915289102 554 19300 SH PUT DEFINED 17 19300 UNUMPROVIDENT CORP COM 91529Y106 401 29916 SH OTHER 29916 UNUMPROVIDENT CORP COM 91529Y106 1219 90874 SH DEFINED 01 89774 1100 UNUMPROVIDENT CORP COM 91529Y106 254 18947 SH OTHER 01 13445 5502 UNUMPROVIDENT CORP COM 91529Y106 2512 187316 SH DEFINED 05 187316 UNUMPROVIDENT CORP COM 91529Y106 194 14500 SH DEFINED 08 14500 UNUMPROVIDENT CORP COM 91529Y106 456 34000 SH DEFINED 17 34000 UNUMPROVIDENT CORP UNIT 99/99/9 91529Y403 472 15800 SH DEFINED 08 15800 URBAN OUTFITTERS INC COM 917047102 150 4181 SH DEFINED 01 1081 3100 URBAN OUTFITTERS INC COM 917047102 2910 80950 SH DEFINED 05 80950 URBAN OUTFITTERS INC COM 917047102 18 500 SH DEFINED 08 500 USF CORP COM 91729Q101 3100 114975 SH DEFINED 05 114975 USF CORP COM 91729Q101 257 9540 SH DEFINED 17 9540 UTSTARCOM INC COM 918076100 25282 709360 SH DEFINED 01 704166 5194 UTSTARCOM INC COM 918076100 144 4050 SH OTHER 01 1180 2870 UTSTARCOM INC COM 918076100 25 700 SH DEFINED 05 700 UTSTARCOM INC COM 918076100 6004 168462 SH DEFINED 08 168462 UTSTARCOM INC COM 918076100 2851 80000 SH CALL DEFINED 08 80000 UTSTARCOM INC COM 918076100 217 6100 SH DEFINED 17 6100 UTSTARCOM INC COM 918076100 36 1000 SH CALL DEFINED 17 1000 VCA ANTECH INC COM 918194101 490 24774 SH DEFINED 01 22649 2125 VCA ANTECH INC COM 918194101 13851 700963 SH DEFINED 05 700963 V F CORP COM 918204108 3666 107917 SH DEFINED 01 92557 15360 V F CORP COM 918204108 1178 34680 SH OTHER 01 25580 9100 V F CORP COM 918204108 3919 115365 SH DEFINED 05 115365 V F CORP COM 918204108 34 1000 SH DEFINED 08 1000 V F CORP COM 918204108 158 4646 SH DEFINED 17 4646 V F CORP COM 918204108 2014 59300 SH OTHER 17 59300 VALASSIS COMMUNICATIONS INC COM 918866104 270 10508 SH DEFINED 01 10508 VALASSIS COMMUNICATIONS INC COM 918866104 2667 103680 SH DEFINED 05 103680 VALASSIS COMMUNICATIONS INC COM 918866104 81 3140 SH DEFINED 08 3140 VALASSIS COMMUNICATIONS INC COM 918866104 28 1100 SH DEFINED 17 1100 VALERO ENERGY CORP NEW COM 91913Y100 380 10472 SH OTHER 10472 VALERO ENERGY CORP NEW COM 91913Y100 4275 117660 SH DEFINED 01 115260 2400 VALERO ENERGY CORP NEW COM 91913Y100 773 21269 SH OTHER 01 15573 5696 VALERO ENERGY CORP NEW COM 91913Y100 8226 226424 SH DEFINED 05 226424 VALERO ENERGY CORP NEW COM 91913Y100 1029 28325 SH DEFINED 08 28325 VALERO ENERGY CORP NEW COM 91913Y100 741 20400 SH DEFINED 17 20400 VALERO ENERGY CORP NEW COM 91913Y100 37673 1036978 SH OTHER 17 1036978 VALMONT INDS INC COM 920253101 61 3110 SH DEFINED 01 1460 1650 VALMONT INDS INC COM 920253101 7 350 SH OTHER 01 350 VALMONT INDS INC COM 920253101 1871 96150 SH DEFINED 05 96150 VALMONT INDS INC COM 920253101 4 200 SH DEFINED 08 200 VALMONT INDS INC COM 920253101 640 32900 SH DEFINED 17 32900 VALSPAR CORP COM 920355104 47 1109 SH DEFINED 01 1109 VALSPAR CORP COM 920355104 7 175 SH OTHER 01 175 VALSPAR CORP COM 920355104 4215 99837 SH DEFINED 05 99837 VALSPAR CORP COM 920355104 111 2640 SH DEFINED 08 2640 VALUECLICK INC COM 92046N102 118 19536 SH DEFINED 01 19536 VALUECLICK INC COM 92046N102 491 81000 SH DEFINED 17 81000 VALUEVISION MEDIA INC CL A 92047K107 317 23193 SH DEFINED 01 21168 2025 VALUEVISION MEDIA INC CL A 92047K107 8970 656215 SH DEFINED 05 656215 VAN KAMPEN CALIF MUN TR SH BEN INT 920910106 127 12300 SH DEFINED 01 12300 VAN KAMPEN TR INSD MUNS COM 920928108 215 12041 SH DEFINED 01 12041 VAN KAMPEN TR INSD MUNS COM 920928108 98 5494 SH OTHER 01 3300 2194 VAN KAMPEN TR INVT GRADE MUN COM 920929106 255 15700 SH DEFINED 01 15700 VAN KAMPEN TR INVT GRADE MUN COM 920929106 75 4590 SH OTHER 01 700 3890 VAN KAMPEN MUN OPPORTUNITY T COM 920935103 179 10400 SH DEFINED 01 10400 VAN KAMPEN SENIOR INCOME TR COM 920961109 87 11010 SH DEFINED 01 11010 VAN KAMPEN SENIOR INCOME TR COM 920961109 551 69996 SH OTHER 01 63000 6996 VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 921124103 317 19199 SH DEFINED 01 19199 VARCO INTL INC DEL COM 922122106 576 29393 SH DEFINED 01 27718 1675 VARCO INTL INC DEL COM 922122106 6 325 SH OTHER 01 325 VARCO INTL INC DEL COM 922122106 14507 740153 SH DEFINED 05 740153 VARCO INTL INC DEL COM 922122106 98 5000 SH DEFINED 08 5000 VARCO INTL INC DEL COM 922122106 39 2000 SH DEFINED 17 2000 VARIAN MED SYS INC COM 92220P105 36 633 SH DEFINED 01 633 VARIAN MED SYS INC COM 92220P105 268 4650 SH OTHER 01 800 3850 VARIAN MED SYS INC COM 92220P105 7773 135022 SH DEFINED 05 135022 VARIAN MED SYS INC COM 92220P105 270 4685 SH DEFINED 08 4685 VARIAN MED SYS INC COM 92220P105 493 8560 SH DEFINED 17 8560 VARIAN INC COM 922206107 3 75 SH DEFINED 01 75 VARIAN INC COM 922206107 62 1800 SH OTHER 01 1800 VARIAN INC COM 922206107 2292 66740 SH DEFINED 05 66740 VARIAN INC COM 922206107 59 1730 SH DEFINED 08 1730 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 225 7568 SH DEFINED 01 4868 2700 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 24 800 SH OTHER 01 800 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 8797 295492 SH DEFINED 05 295492 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 10 346 SH DEFINED 08 346 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 27 900 SH DEFINED 17 900 VASOMEDICAL INC COM 922321104 2 2000 SH OTHER 01 2000 VASOMEDICAL INC COM 922321104 15 12200 SH DEFINED 08 12200 VASTERA INC COM 92239N109 392 65800 SH DEFINED 08 65800 VECTREN CORP COM 92240G101 239 9534 SH DEFINED 01 7403 2131 VECTREN CORP COM 92240G101 555 22168 SH OTHER 01 18122 4046 VECTREN CORP COM 92240G101 3365 134330 SH DEFINED 05 134330 VECTOR GROUP LTD COM 92240M108 403 23000 SH DEFINED 17 23000 VEECO INSTRS INC DEL COM 922417100 97 5717 SH DEFINED 01 5717 VEECO INSTRS INC DEL COM 922417100 1934 113550 SH DEFINED 05 113550 VEECO INSTRS INC DEL COM 922417100 3 200 SH DEFINED 08 200 VEECO INSTRS INC DEL COM 922417100 50 2942 SH DEFINED 17 2942 VENTAS INC COM 92276F100 34 2262 SH DEFINED 2262 VENTAS INC COM 92276F100 258 17000 SH DEFINED 08 17000 VENTANA MED SYS INC COM 92276H106 414 15280 SH DEFINED 01 15280 VENTANA MED SYS INC COM 92276H106 41 1500 SH DEFINED 17 1500 VENATOR GROUP INC NOTE 5.500% 922944AB9 1091 1000000 PRN DEFINED 17 1000000 VERITY INC COM 92343C106 152 11965 SH DEFINED 01 3085 8880 VERITY INC COM 92343C106 10 820 SH OTHER 01 820 VERITY INC COM 92343C106 2008 158125 SH DEFINED 05 158125 VERITY INC COM 92343C106 489 38500 SH DEFINED 08 38500 VERITY INC COM 92343C106 577 45472 SH DEFINED 17 45472 VERISIGN INC COM 92343E102 685 49660 SH DEFINED 01 49594 66 VERISIGN INC COM 92343E102 74 5331 SH OTHER 01 3770 1561 VERISIGN INC COM 92343E102 28 2005 SH DEFINED 05 2005 VERISIGN INC COM 92343E102 609 44132 SH DEFINED 17 44132 VERITAS DGC INC COM 92343P107 291 25300 SH DEFINED 01 4990 20310 VERITAS DGC INC COM 92343P107 7 590 SH OTHER 01 590 VERITAS DGC INC COM 92343P107 1881 163550 SH DEFINED 05 163550 VERIZON COMMUNICATIONS COM 92343V104 202 5125 SH DEFINED 5125 VERIZON COMMUNICATIONS COM 92343V104 16889 428100 SH OTHER 428100 VERIZON COMMUNICATIONS COM 92343V104 259359 6574381 SH DEFINED 01 6311513 262868 VERIZON COMMUNICATIONS COM 92343V104 127685 3236622 SH OTHER 01 1810483 1426139 VERIZON COMMUNICATIONS COM 92343V104 777 19700 SH CALL DEFINED 01 19700 VERIZON COMMUNICATIONS COM 92343V104 1168 29600 SH PUT DEFINED 01 29600 VERIZON COMMUNICATIONS COM 92343V104 100177 2539347 SH DEFINED 05 2539347 VERIZON COMMUNICATIONS COM 92343V104 316 8000 SH DEFINED 08 8000 VERIZON COMMUNICATIONS COM 92343V104 15397 390300 SH CALL DEFINED 08 390300 VERIZON COMMUNICATIONS COM 92343V104 12774 323800 SH PUT DEFINED 08 323800 VERIZON COMMUNICATIONS COM 92343V104 95 2420 SH DEFINED 13 2420 VERIZON COMMUNICATIONS COM 92343V104 6 150 SH OTHER 13 30 120 VERIZON COMMUNICATIONS COM 92343V104 8 200 SH DEFINED 17 200 VERITAS SOFTWARE CO COM 923436109 4444 154200 SH DEFINED 01 150312 3888 VERITAS SOFTWARE CO COM 923436109 1204 41763 SH OTHER 01 28362 13401 VERITAS SOFTWARE CO COM 923436109 5642 195761 SH DEFINED 05 195761 VERITAS SOFTWARE CO COM 923436109 308 10700 SH DEFINED 08 10700 VERITAS SOFTWARE CO COM 923436109 2944 102162 SH DEFINED 11 102162 VERITAS SOFTWARE CO COM 923436109 1108 38450 SH DEFINED 17 38450 VERIZON GLOBAL FDG CORP NOTE 92344GAN6 1432 2407000 PRN DEFINED 08 2407000 VERTEX PHARMACEUTICALS INC COM 92532F100 30 2020 SH DEFINED 01 2020 VERTEX PHARMACEUTICALS INC COM 92532F100 28 1925 SH OTHER 01 1750 175 VERTEX PHARMACEUTICALS INC COM 92532F100 2215 151423 SH DEFINED 05 151423 VERTEX PHARMACEUTICALS INC COM 92532F100 293 20000 SH CALL DEFINED 08 20000 VERTEX PHARMACEUTICALS INC COM 92532F100 35 2400 SH PUT DEFINED 17 2400 VIAD CORP COM 92552R109 174 7779 SH DEFINED 01 7779 VIAD CORP COM 92552R109 67 3010 SH OTHER 01 1824 1186 VIAD CORP COM 92552R109 3929 175490 SH DEFINED 05 175490 VIAD CORP COM 92552R109 112 5000 SH DEFINED 08 5000 VIAD CORP COM 92552R109 815 36400 SH DEFINED 17 36400 VIASAT INC COM 92552V100 311 21648 SH DEFINED 01 13588 8060 VIASAT INC COM 92552V100 21 1440 SH OTHER 01 1440 VIASAT INC COM 92552V100 1659 115625 SH DEFINED 05 115625 VIACOM INC CL A 925524100 2186 50031 SH DEFINED 01 49631 400 VIACOM INC CL A 925524100 650 14872 SH OTHER 01 6497 8375 VIACOM INC CL A 925524100 751 17177 SH DEFINED 08 17177 VIACOM INC CL A 925524100 36 828 SH DEFINED 17 828 VIACOM INC CL B 925524308 1097 25132 SH OTHER 25132 VIACOM INC CL B 925524308 117709 2696029 SH DEFINED 01 2628916 67113 VIACOM INC CL B 925524308 48178 1103471 SH OTHER 01 487180 616291 VIACOM INC CL B 925524308 49974 1144628 SH DEFINED 05 1144628 VIACOM INC CL B 925524308 13292 304447 SH DEFINED 08 304447 VIACOM INC CL B 925524308 772223 17687195 SH DEFINED 11 15821744 1865451 VIACOM INC CL B 925524308 10 230 SH DEFINED 13 50 180 VIACOM INC CL B 925524308 1087 24900 SH DEFINED 17 24900 VIACOM INC CL B 925524308 3536 81000 SH OTHER 17 81000 VIASYS HEALTHCARE INC COM NEW 92553Q209 47 2263 SH DEFINED 01 2263 VIASYS HEALTHCARE INC COM NEW 92553Q209 30 1444 SH OTHER 01 699 745 VIASYS HEALTHCARE INC COM NEW 92553Q209 2359 113975 SH DEFINED 05 113975 VIASYS HEALTHCARE INC COM NEW 92553Q209 2 111 SH DEFINED 08 111 VICOR CORP COM 925815102 87 9000 SH DEFINED 01 9000 VICOR CORP COM 925815102 31 3200 SH OTHER 01 3200 VICOR CORP COM 925815102 1638 168900 SH DEFINED 05 168900 VICOR CORP COM 925815102 19 2000 SH DEFINED 08 2000 VIGNETTE CORP COM 926734104 422 214099 SH DEFINED 01 214099 VIGNETTE CORP COM 926734104 39 20000 SH OTHER 01 20000 VIGNETTE CORP COM 926734104 3 1450 SH DEFINED 08 1450 VINTAGE PETE INC COM 927460105 56 5000 SH DEFINED 01 1100 3900 VINTAGE PETE INC COM 927460105 2 200 SH OTHER 01 200 VINTAGE PETE INC COM 927460105 2858 253400 SH DEFINED 05 253400 VINTAGE PETE INC COM 927460105 118 10500 SH DEFINED 17 10500 VIRAGE LOGIC CORP COM 92763R104 147 20368 SH DEFINED 01 18440 1928 VIRAGE LOGIC CORP COM 92763R104 4368 604102 SH DEFINED 05 604102 VIRGINIA COMM BANCORP INC COM 92778Q109 786 40762 SH OTHER 01 40762 VISHAY INTERTECHNOLOGY INC COM 928298108 155 11752 SH DEFINED 01 11752 VISHAY INTERTECHNOLOGY INC COM 928298108 36 2750 SH OTHER 01 2750 VISHAY INTERTECHNOLOGY INC COM 928298108 4170 315915 SH DEFINED 05 315915 VISHAY INTERTECHNOLOGY INC COM 928298108 98 7449 SH DEFINED 08 7449 VISHAY INTERTECHNOLOGY INC COM 928298108 185 14000 SH PUT DEFINED 08 14000 VISHAY INTERTECHNOLOGY INC COM 928298108 190 14400 SH DEFINED 17 14400 VISTEON CORP COM 92839U107 109 15890 SH DEFINED 01 13260 2630 VISTEON CORP COM 92839U107 57 8300 SH OTHER 01 6144 2156 VISTEON CORP COM 92839U107 436 63495 SH DEFINED 05 63495 VISTEON CORP COM 92839U107 16 2400 SH DEFINED 08 2400 VISTEON CORP COM 92839U107 21 3100 SH DEFINED 17 3100 VISX INC DEL COM 92844S105 14 825 SH DEFINED 01 825 VISX INC DEL COM 92844S105 3 200 SH OTHER 01 200 VISX INC DEL COM 92844S105 1755 101162 SH DEFINED 05 101162 VISX INC DEL COM 92844S105 544 31380 SH DEFINED 08 31380 VISUAL NETWORKS INC COM 928444108 9 6240 SH DEFINED 01 6240 VISUAL NETWORKS INC COM 928444108 69 50000 SH OTHER 01 6240 43760 VITAL IMAGES INC COM 92846N104 240 13000 SH OTHER 01 13000 VITAL SIGNS INC COM 928469105 86 3300 SH DEFINED 01 3300 VITAL SIGNS INC COM 928469105 1455 55950 SH DEFINED 05 55950 VITESSE SEMICONDUCTOR CORP COM 928497106 57 11583 SH DEFINED 01 11583 VITESSE SEMICONDUCTOR CORP COM 928497106 7 1365 SH OTHER 01 1065 300 VITESSE SEMICONDUCTOR CORP COM 928497106 47 9693 SH DEFINED 08 9693 VITESSE SEMICONDUCTOR CORP COM 928497106 237 48406 SH DEFINED 17 48406 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 12 640 SH DEFINED 01 640 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 12 640 SH OTHER 01 640 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 590 31972 SH DEFINED 08 31972 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 3504 190000 SH CALL DEFINED 08 190000 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 369 20000 SH PUT DEFINED 08 20000 VIVUS INC COM 928551100 75 14800 SH DEFINED 01 14800 VODAFONE GROUP PLC NEW SPONSORED AD 92857W100 5997 305199 SH DEFINED 01 284829 20370 VODAFONE GROUP PLC NEW SPONSORED AD 92857W100 9744 495867 SH OTHER 01 227707 268160 VODAFONE GROUP PLC NEW SPONSORED AD 92857W100 863 43930 SH DEFINED 08 43930 VODAFONE GROUP PLC NEW SPONSORED AD 92857W100 550 28000 SH CALL DEFINED 08 28000 VODAFONE GROUP PLC NEW SPONSORED AD 92857W100 639 32504 SH DEFINED 17 32504 VOLT INFORMATION SCIENCES IN COM 928703107 106 7800 SH DEFINED 01 1000 6800 VOLT INFORMATION SCIENCES IN COM 928703107 949 69500 SH DEFINED 05 69500 VORNADO RLTY TR SH BEN INT 929042109 57 1300 SH DEFINED 01 1300 VORNADO RLTY TR SH BEN INT 929042109 198 4540 SH OTHER 01 2930 1610 VULCAN MATLS CO COM 929160109 3886 104832 SH DEFINED 01 10932 93900 VULCAN MATLS CO COM 929160109 1229 33150 SH OTHER 01 8800 24350 VULCAN MATLS CO COM 929160109 1842 49685 SH DEFINED 05 49685 VULCAN MATLS CO COM 929160109 33 901 SH DEFINED 08 901 WFS FINL INC COM 92923B106 1531 45900 SH DEFINED 17 45900 WCI CMNTYS INC COM 92923C104 10 510 SH OTHER 01 510 WCI CMNTYS INC COM 92923C104 160 8344 SH DEFINED 05 8344 WCI CMNTYS INC COM 92923C104 3543 184269 SH DEFINED 11 184269 WD-40 CO COM 929236107 2793 98151 SH DEFINED 01 97751 400 WD-40 CO COM 929236107 46 1600 SH OTHER 01 1600 WD-40 CO COM 929236107 1831 64325 SH DEFINED 05 64325 WD-40 CO COM 929236107 3 100 SH DEFINED 08 100 WGL HLDGS INC COM 92924F106 508 19014 SH DEFINED 01 18114 900 WGL HLDGS INC COM 92924F106 248 9300 SH OTHER 01 8100 1200 WGL HLDGS INC COM 92924F106 2556 95720 SH DEFINED 05 95720 W-H ENERGY SVCS INC COM 92925E108 2 78 SH DEFINED 01 78 W-H ENERGY SVCS INC COM 92925E108 2056 105100 SH DEFINED 05 105100 WMS INDS INC COM 929297109 368 23600 SH DEFINED 01 5400 18200 WMS INDS INC COM 929297109 8 500 SH OTHER 01 500 WMS INDS INC COM 929297109 2328 149300 SH DEFINED 05 149300 WMS INDS INC COM 929297109 3 200 SH DEFINED 08 200 W P CAREY & CO LLC COM 92930Y107 36 1200 SH DEFINED 01 1200 W P CAREY & CO LLC COM 92930Y107 238 7935 SH OTHER 01 6316 1619 W P CAREY & CO LLC COM 92930Y107 51 1700 SH DEFINED 17 1700 WPS RESOURCES CORP COM 92931B106 125 3118 SH DEFINED 01 2118 1000 WPS RESOURCES CORP COM 92931B106 624 15522 SH OTHER 01 5372 10150 WPS RESOURCES CORP COM 92931B106 2592 64483 SH DEFINED 05 64483 WABASH NATL CORP COM 929566107 83 5900 SH DEFINED 01 5900 WABASH NATL CORP COM 929566107 25 SH OTHER 01 25 WABASH NATL CORP COM 929566107 1531 109150 SH DEFINED 05 109150 WABASH NATL CORP COM 929566107 3 200 SH DEFINED 08 200 WABTEC CORP COM 929740108 892 64100 SH DEFINED 01 48500 15600 WABTEC CORP COM 929740108 280 20120 SH OTHER 01 15620 4500 WABTEC CORP COM 929740108 840 60400 SH DEFINED 17 60400 WACHOVIA CORP 2ND NEW COM 929903102 1076 26937 SH OTHER 26937 WACHOVIA CORP 2ND NEW COM 929903102 113635 2843723 SH DEFINED 01 2697667 146056 WACHOVIA CORP 2ND NEW COM 929903102 69123 1729799 SH OTHER 01 1322435 407364 WACHOVIA CORP 2ND NEW COM 929903102 75810 1897140 SH DEFINED 05 1897140 WACHOVIA CORP 2ND NEW COM 929903102 9694 242600 SH DEFINED 08 242600 WACHOVIA CORP 2ND NEW COM 929903102 376 9400 SH CALL DEFINED 08 9400 WACHOVIA CORP 2ND NEW COM 929903102 5302 132695 SH DEFINED 17 132695 WACHOVIA CORP 2ND NEW COM 929903102 5754 144000 SH CALL DEFINED 17 144000 WACHOVIA CORP 2ND NEW COM 929903102 5754 144000 SH PUT DEFINED 17 144000 WADDELL & REED FINL INC CL A 930059100 118 4601 SH DEFINED 01 4601 WADDELL & REED FINL INC CL A 930059100 19 748 SH OTHER 01 473 275 WADDELL & REED FINL INC CL A 930059100 4184 163009 SH DEFINED 05 163009 WADDELL & REED FINL INC CL A 930059100 111 4320 SH DEFINED 08 4320 WAL MART STORES INC COM 931142103 2119 39485 SH OTHER 39485 WAL MART STORES INC COM 931142103 495728 9236597 SH DEFINED 01 8994178 242419 WAL MART STORES INC COM 931142103 225980 4210539 SH OTHER 01 1858569 2351970 WAL MART STORES INC COM 931142103 139142 2592545 SH DEFINED 05 2592545 WAL MART STORES INC COM 931142103 26508 493916 SH DEFINED 08 493916 WAL MART STORES INC COM 931142103 17486 325800 SH CALL DEFINED 08 325800 WAL MART STORES INC COM 931142103 459109 8554288 SH DEFINED 11 7531912 1022376 WAL MART STORES INC COM 931142103 50 935 SH DEFINED 13 935 WAL MART STORES INC COM 931142103 35 650 SH OTHER 13 270 380 WAL MART STORES INC COM 931142103 224 4175 SH DEFINED 17 4175 WAL MART STORES INC COM 931142103 9661 180000 SH PUT DEFINED 17 180000 WALGREEN CO COM 931422109 35751 1187736 SH DEFINED 01 1107319 80417 WALGREEN CO COM 931422109 43872 1457536 SH OTHER 01 756545 700991 WALGREEN CO COM 931422109 16916 562005 SH DEFINED 05 562005 WALGREEN CO COM 931422109 3439 114258 SH DEFINED 08 114258 WALGREEN CO COM 931422109 2209 73400 SH DEFINED 17 73400 WALGREEN CO COM 931422109 3763 125000 SH PUT DEFINED 17 125000 WALTER INDS INC COM 93317Q105 147 12500 SH DEFINED 17 12500 WARNACO GROUP INC CL A NEW 934390402 655 48756 SH DEFINED 08 48756 WARNACO GROUP INC CL A NEW 934390402 655 48800 SH DEFINED 17 48800 WASHINGTON FED INC COM 938824109 1362 58815 SH DEFINED 01 35162 23653 WASHINGTON FED INC COM 938824109 169 7297 SH OTHER 01 7297 WASHINGTON FED INC COM 938824109 7316 315907 SH DEFINED 05 315907 WASHINGTON MUT INC COM 939322103 1684 40768 SH OTHER 40768 WASHINGTON MUT INC COM 939322103 18892 457441 SH DEFINED 01 386666 70775 WASHINGTON MUT INC COM 939322103 8108 196326 SH OTHER 01 137799 58527 WASHINGTON MUT INC COM 939322103 26714 646834 SH DEFINED 05 646834 WASHINGTON MUT INC COM 939322103 1753 42450 SH DEFINED 08 42450 WASHINGTON MUT INC COM 939322103 1101 26654 SH DEFINED 17 26654 WASHINGTON MUT INC COM 939322103 18585 450000 SH OTHER 17 450000 WASHINGTON POST CO CL B 939640108 1626 2219 SH DEFINED 01 2169 50 WASHINGTON POST CO CL B 939640108 88487 120735 SH OTHER 01 120710 25 WASHINGTON POST CO CL B 939640108 13769 18787 SH DEFINED 05 18787 WASHINGTON POST CO CL B 939640108 381 520 SH DEFINED 08 520 WASHINGTON POST CO CL B 939640108 147 200 SH DEFINED 17 200 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1214 44629 SH DEFINED 01 29829 14800 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1079 39656 SH OTHER 01 33662 5994 WASTE CONNECTIONS INC COM 941053100 470 13418 SH DEFINED 01 3018 10400 WASTE CONNECTIONS INC COM 941053100 2 50 SH OTHER 01 50 WASTE CONNECTIONS INC COM 941053100 4432 126450 SH DEFINED 05 126450 WASTE CONNECTIONS INC COM 941053100 7 200 SH DEFINED 08 200 WASTE MGMT INC DEL COM 94106L109 9039 375222 SH OTHER 375222 WASTE MGMT INC DEL COM 94106L109 5070 210475 SH DEFINED 01 186775 23700 WASTE MGMT INC DEL COM 94106L109 1574 65357 SH OTHER 01 22002 43355 WASTE MGMT INC DEL COM 94106L109 18598 772003 SH DEFINED 05 772003 WASTE MGMT INC DEL COM 94106L109 470 19500 SH DEFINED 08 19500 WASTE MGMT INC DEL COM 94106L109 1812 75200 SH CALL DEFINED 08 75200 WASTE MGMT INC DEL COM 94106L109 1566 65000 SH PUT DEFINED 08 65000 WASTE MGMT INC DEL COM 94106L109 236 9800 SH DEFINED 17 9800 WASTE MGMT INC DEL COM 94106L109 6312 262000 SH OTHER 17 262000 WATERS CORP COM 941848103 222 7622 SH DEFINED 01 7622 WATERS CORP COM 941848103 244 8375 SH OTHER 01 6300 2075 WATERS CORP COM 941848103 1675 57500 SH DEFINED 05 57500 WATERS CORP COM 941848103 23 806 SH DEFINED 08 806 WATERS CORP COM 941848103 93 3200 SH DEFINED 17 3200 WATSCO INC COM 942622200 114 6900 SH DEFINED 01 6900 WATSCO INC COM 942622200 25 SH OTHER 01 25 WATSCO INC COM 942622200 1849 111650 SH DEFINED 05 111650 WATSON PHARMACEUTICALS INC COM 942683103 1755 43482 SH DEFINED 01 32482 11000 WATSON PHARMACEUTICALS INC COM 942683103 197 4890 SH OTHER 01 1015 3875 WATSON PHARMACEUTICALS INC COM 942683103 17796 440827 SH DEFINED 05 440827 WATSON PHARMACEUTICALS INC COM 942683103 246 6100 SH DEFINED 08 6100 WATSON PHARMACEUTICALS INC COM 942683103 2422 60000 SH CALL DEFINED 08 60000 WATSON PHARMACEUTICALS INC COM 942683103 376 9326 SH DEFINED 17 9326 WATSON PHARMACEUTICALS INC COM 942683103 40 1000 SH CALL DEFINED 17 1000 WATSON WYATT & CO HLDGS CL A 942712100 453 19546 SH DEFINED 01 9232 10314 WATSON WYATT & CO HLDGS CL A 942712100 62 2660 SH OTHER 01 2660 WATSON WYATT & CO HLDGS CL A 942712100 7437 320833 SH DEFINED 05 320833 WATSON WYATT & CO HLDGS CL A 942712100 7 300 SH DEFINED 08 300 WATTS INDS INC CL A 942749102 4 200 SH DEFINED 01 200 WATTS INDS INC CL A 942749102 59 3300 SH OTHER 01 3300 WATTS INDS INC CL A 942749102 1884 105550 SH DEFINED 05 105550 WATTS INDS INC CL A 942749102 37 2100 SH DEFINED 17 2100 WAUSAU-MOSINEE PAPER CORP COM 943315101 4 375 SH DEFINED 01 375 WAUSAU-MOSINEE PAPER CORP COM 943315101 58 5175 SH OTHER 01 5000 175 WAUSAU-MOSINEE PAPER CORP COM 943315101 1138 101570 SH DEFINED 05 101570 WAUSAU-MOSINEE PAPER CORP COM 943315101 10 900 SH DEFINED 17 900 WAYPOINT FINL CORP COM 946756103 22 1200 SH DEFINED 01 400 800 WAYPOINT FINL CORP COM 946756103 2298 127075 SH DEFINED 05 127075 WAYPOINT FINL CORP COM 946756103 27 1500 SH DEFINED 17 1500 WEBMETHODS INC COM 94768C108 99 12197 SH DEFINED 01 12197 WEBMETHODS INC COM 94768C108 50 SH OTHER 01 50 WEBMETHODS INC COM 94768C108 45 5600 SH DEFINED 08 5600 WEBMETHODS INC COM 94768C108 85 10500 SH DEFINED 17 10500 WEBSENSE INC COM 947684106 223 14254 SH DEFINED 01 2854 11400 WEBSENSE INC COM 947684106 13 800 SH OTHER 01 800 WEBSENSE INC COM 947684106 1612 102900 SH DEFINED 05 102900 WEBSENSE INC COM 947684106 34 2188 SH DEFINED 08 2188 WEBMD CORP NOTE 3.250% 94769MAC9 2668 2000000 PRN DEFINED 08 2000000 WEBMD CORP COM 94769M105 510 46893 SH DEFINED 01 46726 167 WEBMD CORP COM 94769M105 210 19303 SH OTHER 01 19190 113 WEBMD CORP COM 94769M105 34 3100 SH DEFINED 05 3100 WEBMD CORP COM 94769M105 4052 372770 SH DEFINED 08 372770 WEBMD CORP COM 94769M105 22 2000 SH CALL DEFINED 08 2000 WEBSTER FINL CORP CONN COM 947890109 160 4246 SH DEFINED 01 4246 WEBSTER FINL CORP CONN COM 947890109 114 3025 SH OTHER 01 700 2325 WEBSTER FINL CORP CONN COM 947890109 3408 90171 SH DEFINED 05 90171 WEINGARTEN RLTY INVS SH BEN INT 948741103 782 18675 SH DEFINED 01 18675 WEINGARTEN RLTY INVS SH BEN INT 948741103 766 18289 SH OTHER 01 11489 6800 WELLMAN INC COM 949702104 123 11000 SH DEFINED 01 2450 8550 WELLMAN INC COM 949702104 13 1150 SH OTHER 01 1150 WELLMAN INC COM 949702104 1550 138375 SH DEFINED 05 138375 WELLMAN INC COM 949702104 37 3300 SH DEFINED 17 3300 WELLPOINT HEALTH NETWORK NEW COM 94973H108 678 8041 SH OTHER 8041 WELLPOINT HEALTH NETWORK NEW COM 94973H108 848 10063 SH DEFINED 01 4316 5747 WELLPOINT HEALTH NETWORK NEW COM 94973H108 1545 18323 SH OTHER 01 8043 1785 8495 WELLPOINT HEALTH NETWORK NEW COM 94973H108 10522 124821 SH DEFINED 05 124821 WELLPOINT HEALTH NETWORK NEW COM 94973H108 1129 13390 SH DEFINED 08 13390 WELLPOINT HEALTH NETWORK NEW COM 94973H108 2108 25000 SH PUT DEFINED 08 25000 WELLPOINT HEALTH NETWORK NEW COM 94973H108 431 5110 SH DEFINED 17 5110 WELLS FARGO & CO NEW COM 949746101 5 100 SH DEFINED 100 WELLS FARGO & CO NEW COM 949746101 272514 5407018 SH DEFINED 01 4692835 714183 WELLS FARGO & CO NEW COM 949746101 121159 2403953 SH OTHER 01 1511595 892358 WELLS FARGO & CO NEW COM 949746101 72877 1445963 SH DEFINED 05 1445963 WELLS FARGO & CO NEW COM 949746101 8715 172908 SH DEFINED 08 172908 WELLS FARGO & CO NEW COM 949746101 1260 25000 SH CALL DEFINED 08 25000 WELLS FARGO & CO NEW COM 949746101 7157 142000 SH PUT DEFINED 08 142000 WELLS FARGO & CO NEW COM 949746101 21 420 SH DEFINED 13 420 WELLS FARGO & CO NEW COM 949746101 14 275 SH OTHER 13 5 270 WELLS FARGO & CO NEW COM 949746101 15774 312980 SH DEFINED 17 312980 WELLS FARGO & CO NEW COM 949746101 36182 717900 SH CALL DEFINED 17 717900 WELLS FARGO & CO NEW COM 949746101 504 10000 SH PUT DEFINED 17 10000 WENDYS INTL INC COM 950590109 1038 35836 SH DEFINED 01 26636 9200 WENDYS INTL INC COM 950590109 361 12450 SH OTHER 01 6540 5910 WENDYS INTL INC COM 950590109 1890 65235 SH DEFINED 05 65235 WENDYS INTL INC COM 950590109 52 1800 SH DEFINED 08 1800 WENDYS INTL INC COM 950590109 307 10598 SH DEFINED 17 10598 WERNER ENTERPRISES INC COM 950755108 618 29168 SH DEFINED 01 25166 4002 WERNER ENTERPRISES INC COM 950755108 153 7223 SH OTHER 01 7223 WERNER ENTERPRISES INC COM 950755108 3023 142660 SH DEFINED 05 142660 WERNER ENTERPRISES INC COM 950755108 8 400 SH DEFINED 08 400 WERNER ENTERPRISES INC COM 950755108 45 2133 SH DEFINED 17 2133 WEST COAST BANCORP ORE NEW COM 952145100 310 17000 SH DEFINED 01 17000 WEST COAST BANCORP ORE NEW COM 952145100 38 2100 SH DEFINED 17 2100 WEST CORP COM 952355105 124 4648 SH DEFINED 01 1 4647 WEST CORP COM 952355105 97 3650 SH OTHER 01 905 2745 WEST CORP COM 952355105 51 1900 SH DEFINED 17 1900 WEST MARINE INC COM 954235107 609 35000 SH CALL DEFINED 17 35000 WESTAR ENERGY INC COM 95709T100 2300 141727 SH DEFINED 05 141727 WESTAR ENERGY INC COM 95709T100 30 SH DEFINED 08 30 WESTAMERICA BANCORPORATION COM 957090103 75 1744 SH DEFINED 01 1744 WESTAMERICA BANCORPORATION COM 957090103 5 125 SH OTHER 01 125 WESTAMERICA BANCORPORATION COM 957090103 2873 66680 SH DEFINED 05 66680 WESTAMERICA BANCORPORATION COM 957090103 73 1700 SH DEFINED 08 1700 WESTAMERICA BANCORPORATION COM 957090103 30 700 SH DEFINED 17 700 WESTELL TECHNOLOGIES INC CL A 957541105 261 31500 SH DEFINED 17 31500 WESTCORP INC COM 957907108 153 5460 SH DEFINED 01 5460 WESTCORP INC COM 957907108 448 16000 SH DEFINED 17 16000 WESTERN DIGITAL CORP COM 958102105 36 3451 SH DEFINED 01 3451 WESTERN DIGITAL CORP COM 958102105 35 3400 SH DEFINED 05 3400 WESTERN DIGITAL CORP COM 958102105 1282 124430 SH DEFINED 08 124430 WESTERN GAS RES INC COM 958259103 17 420 SH DEFINED 01 420 WESTERN GAS RES INC COM 958259103 76 1925 SH OTHER 01 500 1425 WESTERN GAS RES INC COM 958259103 2587 65339 SH DEFINED 05 65339 WESTERN GAS RES INC COM 958259103 11 280 SH DEFINED 08 280 WESTERN GAS RES INC COM 958259103 28 700 SH DEFINED 17 700 WESTERN WIRELESS CORP CL A 95988E204 34 2954 SH DEFINED 01 2954 WESTERN WIRELESS CORP CL A 95988E204 9 740 SH OTHER 01 740 WESTERN WIRELESS CORP CL A 95988E204 107 9300 SH DEFINED 17 9300 WESTPORT RES CORP NEW PFD CONV 961418209 228 9025 SH OTHER 01 9025 WESTWOOD ONE INC COM 961815107 157 4625 SH DEFINED 01 4625 WESTWOOD ONE INC COM 961815107 22 651 SH OTHER 01 276 375 WESTWOOD ONE INC COM 961815107 6908 203589 SH DEFINED 05 203589 WESTWOOD ONE INC COM 961815107 3883 114455 SH DEFINED 08 114455 WESTWOOD ONE INC COM 961815107 4784 141000 SH PUT DEFINED 08 141000 WESTWOOD ONE INC COM 961815107 20 600 SH DEFINED 17 600 WET SEAL INC CL A 961840105 10 960 SH OTHER 01 960 WET SEAL INC CL A 961840105 1210 114875 SH DEFINED 05 114875 WET SEAL INC CL A 961840105 46 4336 SH DEFINED 08 4336 WEYCO GROUP INC COM 962149100 166 3600 SH OTHER 01 3600 WEYCO GROUP INC COM 962149100 97 2100 SH DEFINED 08 2100 WEYERHAEUSER CO COM 962166104 87153 1613936 SH DEFINED 01 1438773 175163 WEYERHAEUSER CO COM 962166104 29615 548424 SH OTHER 01 256697 291727 WEYERHAEUSER CO COM 962166104 9551 176877 SH DEFINED 05 176877 WEYERHAEUSER CO COM 962166104 126 2330 SH DEFINED 08 2330 WEYERHAEUSER CO COM 962166104 1350 25000 SH PUT DEFINED 08 25000 WEYERHAEUSER CO COM 962166104 59 1098 SH DEFINED 13 978 120 WEYERHAEUSER CO COM 962166104 32 600 SH DEFINED 17 600 WHIRLPOOL CORP COM 963320106 6363 99894 SH DEFINED 01 70869 29025 WHIRLPOOL CORP COM 963320106 1808 28377 SH OTHER 01 16205 12172 WHIRLPOOL CORP COM 963320106 6036 94750 SH DEFINED 05 94750 WHIRLPOOL CORP COM 963320106 32 500 SH DEFINED 08 500 WHITNEY HLDG CORP COM 966612103 478 14937 SH DEFINED 01 9655 5282 WHITNEY HLDG CORP COM 966612103 53 1668 SH OTHER 01 1668 WHITNEY HLDG CORP COM 966612103 5359 167475 SH DEFINED 05 167475 WHOLE FOODS MKT INC SDCV 966837AC0 215 400000 PRN DEFINED 17 400000 WHOLE FOODS MKT INC COM 966837106 328 6909 SH DEFINED 01 6109 800 WHOLE FOODS MKT INC COM 966837106 1416 29796 SH OTHER 01 26346 3450 WHOLE FOODS MKT INC COM 966837106 5585 117497 SH DEFINED 05 117497 WHOLE FOODS MKT INC COM 966837106 238 5000 SH DEFINED 17 5000 WILEY JOHN & SONS INC CL A 968223206 73 2784 SH DEFINED 01 2284 500 WILEY JOHN & SONS INC CL A 968223206 13 500 SH OTHER 01 500 WILEY JOHN & SONS INC CL A 968223206 673 25675 SH DEFINED 05 25675 WILLIAMS COS INC DEL COM 969457100 769 97339 SH DEFINED 01 83239 14100 WILLIAMS COS INC DEL COM 969457100 1026 129880 SH OTHER 01 40264 89616 WILLIAMS COS INC DEL COM 969457100 1957 247708 SH DEFINED 05 247708 WILLIAMS COS INC DEL COM 969457100 166 20962 SH DEFINED 08 20962 WILLIAMS COS INC DEL COM 969457100 260 32900 SH CALL DEFINED 08 32900 WILLIAMS COS INC DEL COM 969457100 106 13400 SH PUT DEFINED 08 13400 WILLIAMS COS INC DEL COM 969457100 1075 136100 SH DEFINED 17 136100 WILLIAMS ENERGY PARTNERS L P COM UNIT RP 969491109 237 5000 SH OTHER 01 4300 700 WILLIAMS SONOMA INC COM 969904101 1118 38275 SH DEFINED 01 38275 WILLIAMS SONOMA INC COM 969904101 300 10275 SH OTHER 01 9400 875 WILLIAMS SONOMA INC COM 969904101 6646 227597 SH DEFINED 05 227597 WILLIAMS SONOMA INC COM 969904101 221 7580 SH DEFINED 08 7580 WILLIAMS SONOMA INC COM 969904101 406 13900 SH DEFINED 17 13900 WILMINGTON TRUST CORP COM 971807102 409 13924 SH DEFINED 01 13924 WILMINGTON TRUST CORP COM 971807102 2066 70400 SH OTHER 01 58600 11800 WILMINGTON TRUST CORP COM 971807102 3799 129448 SH DEFINED 05 129448 WILMINGTON TRUST CORP COM 971807102 114 3900 SH DEFINED 08 3900 WILSON GREATBATCH TECHNOLOGI COM 972232102 217 6000 SH DEFINED 08 6000 WIND RIVER SYSTEMS INC NOTE 3.750% 973149AE7 208 240000 PRN DEFINED 17 240000 WIND RIVER SYSTEMS INC COM 973149107 598 156957 SH DEFINED 05 156957 WINN DIXIE STORES INC COM 974280109 2490 202259 SH DEFINED 01 191359 10900 WINN DIXIE STORES INC COM 974280109 392 31839 SH OTHER 01 7678 24161 WINN DIXIE STORES INC COM 974280109 2142 173975 SH DEFINED 05 173975 WINN DIXIE STORES INC COM 974280109 1 100 SH DEFINED 08 100 WINN DIXIE STORES INC COM 974280109 27 2200 SH DEFINED 17 2200 WINNEBAGO INDS INC COM 974637100 424 11180 SH DEFINED 01 2280 8900 WINNEBAGO INDS INC COM 974637100 3 75 SH OTHER 01 75 WINNEBAGO INDS INC COM 974637100 3222 85025 SH DEFINED 05 85025 WINNEBAGO INDS INC COM 974637100 4 100 SH DEFINED 08 100 WINNEBAGO INDS INC COM 974637100 261 6890 SH DEFINED 17 6890 WINSTON HOTELS INC COM 97563A102 274 33500 SH DEFINED 01 33500 WINSTON HOTELS INC COM 97563A102 7 800 SH OTHER 01 800 WINTRUST FINANCIAL CORP COM 97650W108 246 8264 SH DEFINED 01 3064 5200 WINTRUST FINANCIAL CORP COM 97650W108 2298 77150 SH DEFINED 05 77150 WINTRUST FINANCIAL CORP COM 97650W108 3 100 SH DEFINED 08 100 WINTRUST FINANCIAL CORP COM 97650W108 86 2900 SH DEFINED 17 2900 WIRELESS HOLDRS TR DEPOSITRY RC 97653L208 13732 349405 SH DEFINED 08 349405 WISCONSIN ENERGY CORP COM 976657106 5873 202524 SH DEFINED 01 196237 6287 WISCONSIN ENERGY CORP COM 976657106 8529 294117 SH OTHER 01 79761 214356 WISCONSIN ENERGY CORP COM 976657106 6642 229046 SH DEFINED 05 229046 WISCONSIN ENERGY CORP COM 976657106 4 135 SH DEFINED 08 135 WISCONSIN ENERGY CORP COM 976657106 199 6875 SH DEFINED 17 6875 WOLVERINE TUBE INC COM 978093102 28 4900 SH DEFINED 01 270 4630 WOLVERINE TUBE INC COM 978093102 2 295 SH OTHER 01 295 WOLVERINE TUBE INC COM 978093102 301 52645 SH DEFINED 05 52645 WOLVERINE WORLD WIDE INC COM 978097103 515 26752 SH DEFINED 01 8852 17900 WOLVERINE WORLD WIDE INC COM 978097103 3 150 SH OTHER 01 150 WOLVERINE WORLD WIDE INC COM 978097103 3568 185275 SH DEFINED 05 185275 WOODWARD GOVERNOR CO COM 980745103 327 7600 SH DEFINED 01 870 6605 125 WOODWARD GOVERNOR CO COM 980745103 8 195 SH OTHER 01 195 WOODWARD GOVERNOR CO COM 980745103 2320 53950 SH DEFINED 05 53950 WORTHINGTON INDS INC COM 981811102 58 4360 SH DEFINED 01 4360 WORTHINGTON INDS INC COM 981811102 349 26050 SH OTHER 01 11050 15000 WORTHINGTON INDS INC COM 981811102 552 41160 SH DEFINED 05 41160 WORTHINGTON INDS INC COM 981811102 16 1165 SH DEFINED 08 1165 WORTHINGTON INDS INC COM 981811102 27 2000 SH DEFINED 17 2000 WRIGHT MED GROUP INC COM 98235T107 524 27574 SH DEFINED 01 25680 1894 WRIGHT MED GROUP INC COM 98235T107 11875 624358 SH DEFINED 05 624358 WRIGHT MED GROUP INC COM 98235T107 252 13275 SH DEFINED 17 13275 WRIGLEY WM JR CO COM 982526105 8060 143343 SH DEFINED 01 124906 18437 WRIGLEY WM JR CO COM 982526105 7230 128583 SH OTHER 01 112466 16117 WRIGLEY WM JR CO COM 982526105 7464 132735 SH DEFINED 05 132735 WRIGLEY WM JR CO COM 982526105 51 900 SH DEFINED 08 900 WRIGLEY WM JR CO COM 982526105 197 3500 SH DEFINED 17 3500 WYETH COM 983024100 9 200 SH DEFINED 200 WYETH COM 983024100 135231 2968856 SH DEFINED 01 2781191 187665 WYETH COM 983024100 150844 3311615 SH OTHER 01 1912662 1398953 WYETH COM 983024100 2278 50000 SH PUT DEFINED 01 50000 WYETH COM 983024100 32045 703510 SH DEFINED 05 703510 WYETH COM 983024100 3803 83500 SH DEFINED 08 83500 WYETH COM 983024100 6737 147900 SH CALL DEFINED 08 147900 WYETH COM 983024100 3097 68000 SH PUT DEFINED 08 68000 WYETH COM 983024100 23 500 SH DEFINED 13 500 WYETH COM 983024100 2020 44347 SH DEFINED 17 44347 WYETH COM 983024100 8837 194000 SH OTHER 17 194000 WYETH COM 983024100 4031 88500 SH CALL DEFINED 17 88500 WYETH COM 983024100 1143 25100 SH PUT DEFINED 17 25100 WYNDHAM INTL INC CL A 983101106 150 340214 SH DEFINED 01 340214 WYNDHAM INTL INC CL A 983101106 1073 SH OTHER 01 1073 WYNDHAM INTL INC CL A 983101106 500 SH DEFINED 08 500 WYNN RESORTS LTD COM 983134107 2838 159966 SH DEFINED 159966 WYNN RESORTS LTD COM 983134107 2 100 SH DEFINED 01 100 WYNN RESORTS LTD COM 983134107 142 8002 SH DEFINED 05 8002 WYNN RESORTS LTD COM 983134107 25 1429 SH DEFINED 08 1429 WYNN RESORTS LTD COM 983134107 76456 4309804 SH DEFINED 11 4222131 87673 XL CAP LTD DBCV 98372PAB4 1708 2700000 PRN DEFINED 17 2700000 XM SATELLITE RADIO HLDGS INC CL A 983759101 528 48058 SH DEFINED 01 48058 XM SATELLITE RADIO HLDGS INC CL A 983759101 39 3540 SH OTHER 01 2540 1000 XM SATELLITE RADIO HLDGS INC CL A 983759101 2033 185000 SH CALL DEFINED 08 185000 XM SATELLITE RADIO HLDGS INC CL A 983759101 440 40000 SH PUT DEFINED 08 40000 XM SATELLITE RADIO HLDGS INC CL A 983759101 159 14478 SH DEFINED 17 14478 XM SATELLITE RADIO HLDGS INC CL A 983759101 3253 296000 SH OTHER 17 296000 XTO ENERGY INC COM 98385X106 629 31275 SH DEFINED 01 7275 24000 XTO ENERGY INC COM 98385X106 541 26910 SH OTHER 01 24140 2770 XTO ENERGY INC COM 98385X106 7292 362613 SH DEFINED 05 362613 XTO ENERGY INC COM 98385X106 231 11466 SH DEFINED 08 11466 XTO ENERGY INC COM 98385X106 479 23828 SH DEFINED 17 23828 XTO ENERGY INC COM 98385X106 1508 75000 SH CALL DEFINED 17 75000 X-RITE INC COM 983857103 25 SH OTHER 01 25 X-RITE INC COM 983857103 788 78750 SH DEFINED 05 78750 X-RITE INC COM 983857103 2 200 SH DEFINED 08 200 XCEL ENERGY INC COM 98389B100 1767 117514 SH DEFINED 01 115514 2000 XCEL ENERGY INC COM 98389B100 1164 77413 SH OTHER 01 45430 31983 XCEL ENERGY INC COM 98389B100 2896 192555 SH DEFINED 05 192555 XCEL ENERGY INC COM 98389B100 29 1900 SH DEFINED 17 1900 XANSER CORP COM 98389J103 222 105750 SH DEFINED 08 105750 XILINX INC COM 983919101 569 22478 SH OTHER 22478 XILINX INC COM 983919101 22703 897360 SH DEFINED 01 850605 46755 XILINX INC COM 983919101 17859 705905 SH OTHER 01 183170 522735 XILINX INC COM 983919101 9463 374017 SH DEFINED 05 374017 XILINX INC COM 983919101 584 23100 SH DEFINED 08 23100 XILINX INC COM 983919101 190 7500 SH CALL DEFINED 08 7500 XILINX INC COM 983919101 10 400 SH DEFINED 13 400 XILINX INC COM 983919101 1303 51501 SH DEFINED 17 51501 XILINX INC COM 983919101 531 21000 SH CALL DEFINED 17 21000 XILINX INC COM 983919101 2323 91800 SH PUT DEFINED 17 91800 XEROX CORP COM 984121103 13885 1311130 SH OTHER 1311130 XEROX CORP COM 984121103 1106 104445 SH DEFINED 01 59045 45400 XEROX CORP COM 984121103 905 85449 SH OTHER 01 67075 18374 XEROX CORP COM 984121103 4052 382600 SH DEFINED 05 382600 XEROX CORP COM 984121103 38 3594 SH DEFINED 08 3594 XEROX CORP COM 984121103 269 25400 SH DEFINED 17 25400 YAHOO INC COM 984332106 1469 44916 SH DEFINED 01 40516 4400 YAHOO INC COM 984332106 418 12791 SH OTHER 01 6026 6765 YAHOO INC COM 984332106 9670 295710 SH DEFINED 05 295710 YAHOO INC COM 984332106 4882 149290 SH DEFINED 08 149290 YAHOO INC COM 984332106 2126 65000 SH CALL DEFINED 08 65000 YAHOO INC COM 984332106 183 5600 SH DEFINED 17 5600 YAHOO INC COM 984332106 3270 100000 SH CALL DEFINED 17 100000 YELLOW CORP COM 985509108 385 16524 SH DEFINED 01 15024 1500 YELLOW CORP COM 985509108 6 275 SH OTHER 01 275 YELLOW CORP COM 985509108 2791 119825 SH DEFINED 05 119825 YELLOW CORP COM 985509108 5 200 SH DEFINED 08 200 YELLOW CORP COM 985509108 128 5475 SH DEFINED 17 5475 YORK INTL CORP NEW COM 986670107 6 249 SH DEFINED 01 249 YORK INTL CORP NEW COM 986670107 1829 78145 SH DEFINED 05 78145 YORK INTL CORP NEW COM 986670107 96 4100 SH DEFINED 17 4100 YOUNG & RUBICAM INC NOTE 3.000% 987425AC9 9950 10000000 PRN DEFINED 01 10000000 YUM BRANDS INC COM 988498101 396 13380 SH DEFINED 01 13380 YUM BRANDS INC COM 988498101 4202 142150 SH DEFINED 05 142150 YUM BRANDS INC COM 988498101 321 10870 SH DEFINED 08 10870 YUM BRANDS INC COM 988498101 1478 50000 SH CALL DEFINED 08 50000 Z TEL TECHNOLOGIES INC COM 988792107 3276 1279500 SH DEFINED 1279500 Z TEL TECHNOLOGIES INC COM 988792107 133 51975 SH DEFINED 01 51975 ZALE CORP NEW COM 988858106 112 2800 SH DEFINED 01 700 2100 ZALE CORP NEW COM 988858106 28 700 SH OTHER 01 700 ZALE CORP NEW COM 988858106 5122 128050 SH DEFINED 05 128050 ZALE CORP NEW COM 988858106 25056 626400 SH CALL DEFINED 08 626400 ZALE CORP NEW COM 988858106 52 1300 SH DEFINED 17 1300 ZEBRA TECHNOLOGIES CORP CL A 989207105 670 8900 SH DEFINED 01 2300 6600 ZEBRA TECHNOLOGIES CORP CL A 989207105 11 150 SH OTHER 01 150 ZEBRA TECHNOLOGIES CORP CL A 989207105 9974 132550 SH DEFINED 05 132550 ZEBRA TECHNOLOGIES CORP CL A 989207105 19 250 SH DEFINED 08 250 ZENITH NATL INS CORP COM 989390109 80 2800 SH DEFINED 01 1860 940 ZENITH NATL INS CORP COM 989390109 5 160 SH OTHER 01 160 ZENITH NATL INS CORP COM 989390109 2187 76735 SH DEFINED 05 76735 ZIMMER HLDGS INC COM 98956P102 11662 258871 SH DEFINED 01 229152 29719 ZIMMER HLDGS INC COM 98956P102 40955 909098 SH OTHER 01 183607 725491 ZIMMER HLDGS INC COM 98956P102 14082 312591 SH DEFINED 05 312591 ZIMMER HLDGS INC COM 98956P102 688 15261 SH DEFINED 08 15261 ZIMMER HLDGS INC COM 98956P102 318885 7078463 SH DEFINED 11 5957639 1120824 ZIONS BANCORPORATION COM 989701107 707 13973 SH OTHER 13973 ZIONS BANCORPORATION COM 989701107 372 7353 SH DEFINED 01 7353 ZIONS BANCORPORATION COM 989701107 42 830 SH OTHER 01 670 160 ZIONS BANCORPORATION COM 989701107 5062 100042 SH DEFINED 05 100042 ZIONS BANCORPORATION COM 989701107 202 3992 SH DEFINED 08 3992 ZIONS BANCORPORATION COM 989701107 1267 25030 SH DEFINED 17 25030 ZIONS BANCORPORATION COM 989701107 8096 160000 SH CALL DEFINED 17 160000 ZIX CORP COM 98974P100 166 43903 SH DEFINED 01 43903 ZIX CORP COM 98974P100 330 87425 SH DEFINED 05 87425 ZORAN CORP COM 98975F101 20 1055 SH DEFINED 01 1055 ZORAN CORP COM 98975F101 85 4450 SH DEFINED 08 4450 ZORAN CORP COM 98975F101 633 32990 SH DEFINED 17 32990 ZOLTEK COS INC COM 98975W104 193 67651 SH OTHER 01 67651 ZWEIG FD COM 989834106 66 12063 SH DEFINED 01 12063 ZWEIG FD COM 989834106 6 1019 SH OTHER 01 1019
/TEXT> /DOCUMENT> /SUBMISSION>