UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2007
Check here if Amendment [ ]; Amendment Number: __
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: The PNC Financial Services Group, Inc.
Address: 249 Fifth Avenue
Pittsburgh, PA 15222-2707
Form 13F File Number: 28-1235
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 the Report on behalf of Reporting Manager:
Name: Joseph C. Guyaux
Title: President
Phone: (412) 762-2569
Signature, Place, and Date of Signing:
/s/ Joseph C. Guyaux Pittsburgh, PA May 11, 2007
------------------------ ---------------------- -------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
None None
Page 2
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 10
Form 13F Information Table Entry Total: 3,310
Form 13F Information Table Value Total: $ 38,641,775
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
--- -------------------- ----
1 28-11135 ADVISORport, Inc.
2 28-5921 Boyd Watterson Asset Management, LLC
3 28-1500 J.J. B. Hilliard, W. L. Lyons, Inc.
4 28- Mercantile Brokerage Services, Inc.
5 28- Mercantile Capital Advisors, Inc.
6 28- Mercantile-Safe Deposit and Trust Company
7 28-4750 PNC Bancorp, Inc.
8 28-4580 PNC Bank, Delaware
9 28-5284 PNC Bank, National Association
10 28-11439 PNC Equity Securities, LLC
FILE NO.
PAGE 1 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DAIMLERCHRYSLER AG ORD D1668R123 391,215 4,782 X 28-5284 4140 642
613,493 7,499 X X 28-5284 6879 620
25,443 311 X MERCBROK 311
2,454 30 X 28-1500 30
126,806 1,550 X X 28-4580 1550
DEUTSCHE BANK AG NAMEN ORD D18190898 4,709 35 X X 28-5284 35
804,549 5,980 X 28-05921 5980
2,960 22 X 18-11135 22
47,089 350 X 28-1500 350
ACE LTD ORD G0070K103 366,154 6,417 X 28-5284 6417
648,430 11,364 X X 28-5284 11214 150
199,710 3,500 X 28-1500 3500
AMDOCS LTD ORD G02602103 21,888 600 X X 28-00125 600
1,897 52 X 18-11135 52
ARCH CAP GROUP LTD ORD G0450A105 2,183 32 X 28-5284 32
9,549 140 X X 28-5284 140
ARIES MARITIME TRNSPRT LTD SHS G0474B105 821 100 X 28-5284 100
ARLINGTON TANKERS LTD COM G04899103 2,386 100 X 28-5284 100
ASSURED GUARANTY LTD COM G0585R106 368,820 13,500 X 28-5284 13500
AXIS CAPITAL HOLDINGS SHS G0692U109 341,004 10,071 X X 28-00125 10071
ACCENTURE LTD BERMUDA CL A G1150G111 31,217 810 X 28-5284 810
88,642 2,300 X X 28-5284 2300
4,129,561 107,150 X MERCCPAD 107150
13,530,700 351,082 X X 28-00125 282573 400 68109
BUNGE LIMITED COM G16962105 123,330 1,500 X 28-5284 1500
5,673 69 X X 28-5284 69
519,137 6,314 X X 28-00125 955 5359
9,455 115 X 18-11135 115
CHINA YUCHAI INTL LTD COM G21082105 956 120 X X 28-5284 120
COLUMN TOTAL 22,420,231
FILE NO.
PAGE 2 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
COOPER INDS LTD CL A G24182100 125,972 2,800 X 28-5284 2800
475,454 10,568 X X 28-5284 10568
1,276,051 28,363 X X 28-00125 20611 7752
8,998 200 X 28-1500 200
89,980 2,000 X X 28-4580 2000
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,598,650 44,730 X MERCCPAD 44730
ENSTAR GROUP LIMITED SHS G3075P101 147,960 1,500 X 28-5284 1500
ASA LIMITED COM G3156P103 8,022 124 X 28-5284 124
3,234,500 50,000 X X 28-5284 50000
EVEREST RE GROUP LTD COM G3223R108 9,136 95 X 28-5284 95
105,787 1,100 X X 28-5284 1100
FOSTER WHEELER LTD *W EXP 09/24/2 G36535113 11,002 3,108 X 28-5284 3108
FOSTER WHEELER LTD SHS NEW G36535139 68,900 1,180 X 28-5284 1180
FRONTLINE LTD SHS G3682E127 67,450 1,900 X 28-5284 1900
26,732 753 X X 28-5284 753
GARMIN LTD ORD G37260109 1,991,204 36,772 X 28-5284 36547 225
756,855 13,977 X X 28-5284 13537 100 340
1,264,403 23,350 X X 28-00125 6100 3100 14150
35,198 650 X 28-1500 650
GLOBAL CROSSING LTD SHS NEW G3921A175 715 26 X 28-5284 26
GLOBALSANTAFE CORP SHS G3930E101 2,807,674 45,520 X 28-5284 44625 895
1,152,429 18,684 X X 28-5284 18466 218
2,336,192 37,876 X X 28-00125 28940 8936
2,529 41 X 18-11135 41
104,856 1,700 X 28-11439 1700
GLOBAL SOURCES LTD ORD G39300101 48,447 3,463 X 28-5284 3463
HELEN OF TROY CORP LTD COM G4388N106 4,542 200 X X 28-5284 200
10,265 452 X X 28-00125 452
COLUMN TOTAL 17,769,903
FILE NO.
PAGE 3 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND COMPANY LTD CL A G4776G101 27,413,613 632,087 X 28-5284 620287 11800
20,528,062 473,324 X X 28-5284 455739 1295 16290
765,914 17,660 X MERCCPAD 17660
24,673,670 568,911 X X 28-00125 436837 1415 130659
20,774 479 X MERCBROK 479
8,674 200 X 28-1500 200
485,224 11,188 X 28-4580 11002 186
450,181 10,380 X X 28-4580 9108 1272
IPC HLDGS LTD ORD G4933P101 20,195 700 X 28-5284 700
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 4,185 150 X 28-5284 150
11,160 400 X X 28-5284 400
LAZARD LTD SHS A G54050102 60,216 1,200 X 28-5284 1200
190,784 3,802 X X 28-5284 3802
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 19,970 1,188 X X 28-5284 1188
209,453 12,460 X MERCCPAD 12460
178,690 10,630 X X 28-00125 6630 4000
387 23 X 18-11135 23
MAX RE CAPITAL LTD HAMILTON SHS G6052F103 101,614 3,988 X X 28-00125 3988
MONTPELIER RE HOLDINGS LTD SHS G62185106 5,202 300 X X 28-5284 300
14,219 820 X X 28-00125 300 520
NABORS INDUSTRIES LTD SHS G6359F103 223,860 7,545 X 28-5284 7545
84,678 2,854 X X 28-5284 2854
4,514,587 152,160 X MERCCPAD 152160
7,803,655 263,015 X X 28-00125 226970 1090 34955
15,132 510 X 18-11135 510
18,099 610 X 28-1500 610
6,587 222 X 28-4580 222
1,365 46 X X 28-4580 46
NOBLE CORPORATION SHS G65422100 140,995 1,792 X 28-5284 1792
7,868 100 X X 28-5284 100
2,183,213 27,748 X X 28-00125 20900 6848
25,807 328 X 28-1500 328
7,553 96 X 28-4580 96
COLUMN TOTAL 90,195,586
FILE NO.
PAGE 4 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NORDIC AMERICAN TANKER SHIPP COM G65773106 38,969 1,075 X 28-5284 1075
3,625 100 X X 28-5284 100
7,250 200 X X 28-00125 200
OPENTV CORP CL A G67543101 176 72 X X 28-00125 72
ONEBEACON INSURANCE GROUP LT CL A G67742109 11,250 450 X X 28-5284 450
PLATINUM UNDERWRITER HLDGS L COM G7127P100 2,406 75 X 28-5284 75
1,231,872 38,400 X MERCCPAD 38400
PRUDENTIAL PLC 6.75%SUB REG S G7293H114 25,750 1,000 X 28-5284 1000
PRUDENTIAL PLC PER SUB 6.50% G7293H189 11,517 449 X 28-5284 449
PXRE GROUP LTD COM G73018106 33,600 7,000 X 28-5284 7000
25,440 5,300 X X 28-5284 5300
RENAISSANCERE HOLDINGS LTD COM G7496G103 54,703 1,091 X 28-5284 1091
SEAGATE TECHNOLOGY SHS G7945J104 10,182 437 X 28-5284 437
30,290 1,300 X X 28-00125 1300
1,025 44 X 18-11135 44
SECURITY CAPITAL ASSURANCE COM G8018D107 14,115 500 X X 28-00125 500
SHIP FINANCE INTERNATIONAL L SHS G81075106 11,054 403 X 28-5284 403
2,496 91 X X 28-5284 91
UTI WORLDWIDE INC ORD G87210103 493,075 20,060 X MERCCPAD 20060
640,432 26,055 X X 28-00125 26055
6,366 259 X 28-1500 259
TRANSOCEAN INC ORD G90078109 7,310,843 89,484 X 28-5284 67792 21692
3,596,516 44,021 X X 28-5284 42515 150 1356
3,759,671 46,018 X X 28-00125 35232 100 10686
115,687 1,416 X 28-1500 1416
490,200 6,000 X 28-4580 5721 279
135,704 1,661 X X 28-4580 1661
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 6,500 125 X X 28-5284 125
VISTAPRINT LIMITED SHS G93762204 750,680 19,600 X X 28-5284 19600
COLUMN TOTAL 18,821,394
FILE NO.
PAGE 5 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
WEATHERFORD INTERNATIONAL LT COM G95089101 111,848 2,480 X 28-5284 2480
75,948 1,684 X X 28-5284 1684
2,139,093 47,430 X X 28-00125 35038 12392
WHITE MTNS INS GROUP LTD COM G9618E107 5,665 10 X 28-5284 10
900,169 1,589 X X 28-00125 1031 20 538
1,700 3 X 18-11135 3
WILLIS GROUP HOLDINGS LTD SHS G96655108 1,325,930 33,500 X 28-5284 8000 25500
965,752 24,400 X X 28-5284 24400
5,134,318 129,720 X MERCCPAD 129720
18,470,324 466,658 X X 28-00125 383854 1090 81714
59,805 1,511 X 18-11135 1511
XOMA LTD ORD G9825R107 24,565 8,500 X 28-5284 8500
2,890 1,000 X X 28-5284 1000
XL CAP LTD CL A G98255105 58,836 841 X 28-5284 841
139,920 2,000 X X 28-5284 2000
74,927 1,071 X X 28-00125 771 300
ALCON INC COM SHS H01301102 26,516,516 201,157 X 28-5284 197307 3850
5,879,040 44,599 X X 28-5284 41691 1397 1511
4,877 37 X MERCBROK 37
484,570 3,676 X 28-4580 3529 147
91,879 697 X X 28-4580 697
LOGITECH INTL S A SHS H50430232 116,023 4,169 X 18-11135 4169
UBS AG SHS NEW H89231338 410,661 6,910 X 28-5284 6910
974,295 16,394 X X 28-5284 12122 4272
1,059,696 17,831 X X 28-00125 13726 4105
1,120,018 18,846 X 28-05921 18846
86,946 1,463 X 18-11135 1463
178,290 3,000 X X 28-4580 3000
ALLOT COMMUNICATIONS LTD SHS M0854Q105 1,135,259 124,072 X MERCCPAD 124072
ALVARION LTD SHS M0861T100 24,150 3,000 X X 28-5284 3000
95,304 11,839 X 28-1500 11839
COLUMN TOTAL 67,669,214
FILE NO.
PAGE 6 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CHECK POINT SOFTWARE TECH LT ORD M22465104 238,507 10,705 X 28-5284 10705
125,771 5,645 X X 28-5284 5365 280
50,821 2,281 X X 28-4580 2281
MAGAL SECURITY SYS LTD ORD M6786D104 1,156 105 X X 28-5284 105
SYNERON MEDICAL LTD ORD SHS M87245102 135,980 5,027 X 28-1500 5027
ASML HLDG NV N Y SHS N07059111 8,663 350 X 28-5284 350
CORE LABORATORIES N V COM N22717107 85,087 1,015 X 28-5284 1015
1,324,514 15,800 X X 28-5284 15800
QIAGEN N V ORD N72482107 98,046 5,707 X X 28-5284 5707
75,248 4,380 X 28-1500 4380
STEINER LEISURE LTD ORD P8744Y102 121,896 2,710 X X 28-00125 2710
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 84,320 2,000 X 28-5284 2000
67,456 1,600 X X 28-5284 400 1200
286,351 6,792 X 28-1500 879 5913
DIANA SHIPPING INC COM Y2066G104 18,491 1,050 X X 28-5284 1050
DRYSHIPS INC SHS Y2109Q101 2,253 100 X 28-5284 100
27,036 1,200 X X 28-5284 1200
DOUBLE HULL TANKERS INC COM Y21110104 221,700 15,000 X X 28-5284 15000
EAGLE BULK SHIPPING INC COM Y2187A101 77,560 4,000 X 28-5284 4000
242,375 12,500 X X 28-5284 12500
FLEXTRONICS INTL LTD ORD Y2573F102 1,655,714 151,345 X 28-5284 150345 1000
951,911 87,012 X X 28-5284 87012
702,786 64,240 X MERCCPAD 64240
317 29 X 18-11135 29
138,938 12,700 X 28-1500 2000 10700
17,023 1,556 X 28-4580 1556
1,094 100 X X 28-4580 100
GENERAL MARITIME CORP SHS Y2692M103 2,888 100 X 28-5284 100
11,552 400 X X 28-5284 400
2,888 100 X X 28-4580 100
COLUMN TOTAL 6,778,342
FILE NO.
PAGE 7 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
GIGAMEDIA LTD ORD Y2711Y104 1,395,820 101,000 X X 28-5284 101000
OMI CORP NEW COM Y6476W104 5,372 200 X 28-5284 200
1,363,145 50,750 X X 28-00125 12200 8700 29850
13,430 500 X 28-1500 500
QUINTANA MARITIME LTD SHS Y7169G109 90,524 6,574 X X 28-00125 6574
SEASPAN CORP SHS Y75638109 2,679 100 X 28-5284 100
419,264 15,650 X X 28-5284 12000 3650
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 3,731 100 X 28-5284 100
18,655 500 X 28-1500 500
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 10,822 200 X 28-5284 200
TOP TANKERS INC COM Y8897Y107 932 200 X X 28-5284 200
VERIGY LTD SHS Y93691106 112,703 4,802 X 28-5284 4757 45
144,833 6,171 X X 28-5284 5453 718
46,635 1,987 X X 28-00125 1363 624
1,056 45 X 28-1500 45
868 37 X 28-4580 37
1,737 74 X X 28-4580 74
AAR CORP COM 000361105 5,236 190 X 28-5284 190
6,559 238 X 28-1500 238
ABB LTD SPONSORED ADR 000375204 1,562,040 90,922 X 28-5284 90922
206,847 12,040 X X 28-5284 12040
153,606 8,941 X X 28-00125 8625 316
ACCO BRANDS CORP COM 00081T108 264,870 10,995 X 28-5284 10995
260,871 10,829 X X 28-5284 10521 308
29,679 1,232 X X 28-00125 1110 122
5,878 244 X 28-1500 244
554 23 X 28-4580 23
1,807 75 X X 28-4580 75
A C MOORE ARTS & CRAFTS INC COM 00086T103 12,804 600 X X 28-5284 600
A D C TELECOMMUNICATIONS COM NEW 000886309 2,260 135 X 28-5284 135
8,604 514 X X 28-5284 514
COLUMN TOTAL 6,153,821
FILE NO.
PAGE 8 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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ABN AMRO HLDG NV SPONSORED ADR 000937102 3,958 92 X 28-1500 92
ACM MUN SECS INCOME FD INC COM 000942102 16,864 1,550 X 28-5284 1550
22,848 2,100 X X 28-5284 2100
ABM INDS INC COM 000957100 27,710 1,050 X 28-5284 820 230
AFLAC INC COM 001055102 2,503,263 53,193 X 28-5284 48304 4889
2,210,926 46,981 X X 28-5284 45981 1000
10,205,902 216,870 X MERCCPAD 216870
15,609,520 331,694 X X 28-00125 263820 1150 66724
37,930 806 X 18-11135 806
2,901,390 61,653 X 28-1500 61653
AGCO CORP COM 001084102 74,864 2,025 X 28-5284 2025
AGL RES INC COM 001204106 35,244 825 X X 28-5284 75 750
371,792 8,703 X X 28-00125 7203 1500
AES CORP COM 00130H105 575,273 26,732 X 28-5284 25884 848
217,244 10,095 X X 28-5284 10095
371,112 17,245 X X 28-00125 12295 4950
AK STL HLDG CORP COM 001547108 70,170 3,000 X 28-5284 3000
5,824 249 X 28-1500 249
AMB PROPERTY CORP COM 00163T109 294 5 X X 28-5284 5
2,940,676 50,020 X MERCCPAD 50020
420,349 7,150 X X 28-00125 6790 360
1,235 21 X X 28-4580 21
AMN HEALTHCARE SERVICES INC COM 001744101 1,511,016 66,800 X MERCCPAD 66800
AMR CORP COM 001765106 56,546 1,857 X 28-5284 1857
6,090 200 X X 28-5284 200
7,826 257 X 18-11135 257
APA ENTERPRISES INC COM 001853100 33 27 X X 28-00125 27
A S V INC COM 001963107 5,082 333 X 28-1500 333
COLUMN TOTAL 40,210,981
FILE NO.
PAGE 9 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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AT&T INC COM 00206R102 146,179,076 3,707,306 X 28-5284 3588424 1500 117382
105,315,046 2,670,937 X X 28-5284 2529507 23019 118411
5,207,126 132,060 X MERCCPAD 132060
73,566,641 1,865,753 X X 28-00125 1512960 6375 346418
441,892 11,207 X 28-05921 11207
207,520 5,263 X MERCBROK 5263
13,248 336 X 18-11135 336
1,678,890 42,579 X 28-1500 42579
4,921,968 124,828 X 28-4580 124623 205
3,818,480 96,842 X X 28-4580 95219 425 1198
ATMI INC COM 00207R101 5,503 180 X 28-5284 180
ATP OIL & GAS CORP COM 00208J108 63,807 1,697 X X 28-00125 1697
AVX CORP NEW COM 002444107 18,240 1,200 X X 28-5284 1200
AARON RENTS INC COM 002535201 6,663 252 X 28-5284 252
68,268 2,582 X 18-11135 2582
ABAXIS INC COM 002567105 63,362 2,600 X X 28-5284 2600
ABBOTT LABS COM 002824100 91,187,969 1,634,193 X 28-5284 1578315 55878
122,516,489 2,195,636 X X 28-5284 2108242 9375 78019
356,004 6,380 X MERCCPAD 6380
34,038,670 610,012 X X 28-00125 457406 1835 150771
2,386,454 42,768 X 28-05921 42768
118,687 2,127 X MERCBROK 2127
3,097,179 55,505 X 28-1500 55505
1,819,136 32,601 X 28-4580 32601
2,814,831 50,445 X X 28-4580 49123 1322
ABER DIAMOND CORP COM 002893105 26,089 700 X 28-5284 700
ABERCROMBIE & FITCH CO CL A 002896207 12,995,316 171,714 X 28-5284 164741 200 6773
3,907,131 51,627 X X 28-5284 49052 1384 1191
378,854 5,006 X 28-4580 4947 59
82,416 1,089 X X 28-4580 1089
ABERDEEN ASIA PACIFIC INCOM COM 003009107 66,130 10,349 X X 28-5284 2500 7849
14,697 2,300 X 28-1500 2300
COLUMN TOTAL 617,381,782
FILE NO.
PAGE 10 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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ABERDEEN AUSTRALIA EQTY FD I COM 003011103 14,860 1,000 X 28-5284 1000
1,575 106 X X 28-5284 106
ABERDEEN GLOBAL INCOME FD IN COM 003013109 77,880 6,000 X 28-1500 6000
ABIOMED INC COM 003654100 322,376 23,600 X X 28-5284 23600
9,562 700 X 28-1500 700
ABRAXIS BIOSCIENCE INC COM 00383E106 13,355 500 X X 28-5284 500
633,855 23,731 X X 28-00125 17907 5824
ACACIA RESH CORP ACACIA TCH COM 003881307 3,164 200 X 28-1500 200
ACADIA PHARMACEUTICALS INC COM 004225108 503,170 33,500 X MERCCPAD 33500
ACCESS INTEGRATED TECHNLGS I CL A 004329108 21,720 4,000 X 28-5284 4000
ACCREDITED HOME LENDRS HLDG COM 00437P107 2,781 300 X X 28-5284 300
ACERGY S A SPONSORED ADR 00443E104 1,111,338 52,200 X X 28-5284 52200
ACME UTD CORP COM 004816104 347,500 25,000 X 28-5284 25000
ACTIVISION INC NEW COM NEW 004930202 104,000 5,491 X 28-5284 5491
32,899 1,737 X 28-1500 1737
ACTEL CORP COM 004934105 2,478 150 X 28-5284 150
ACTIVE POWER INC COM 00504W100 9,871 5,088 X X 28-5284 5088
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 3,695 500 X 28-5284 500
ACTUANT CORP CL A NEW 00508X203 1,183,873 23,300 X MERCCPAD 23300
114,272 2,249 X X 28-00125 2225 24
ACUITY BRANDS INC COM 00508Y102 12,521 230 X 28-5284 230
731,129 13,430 X X 28-5284 13430
ACXIOM CORP COM 005125109 992,496 46,400 X MERCCPAD 46400
ADAMS EXPRESS CO COM 006212104 25,236 1,800 X 28-5284 1800
27,563 1,966 X X 28-5284 1966
COLUMN TOTAL 6,303,169
FILE NO.
PAGE 11 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ADAMS RESPIRATORY THERAPEUTI COM 00635P107 33,630 1,000 X X 28-5284 1000
ADAPTEC INC COM 00651F108 2,593 670 X 28-5284 670
3,870 1,000 X X 28-5284 1000
ADDVANTAGE TECHNOLOGIES GP I COM NEW 006743306 6,840 2,000 X X 28-5284 2000
ADESA INC COM 00686U104 13,815 500 X 28-5284 500
75,983 2,750 X X 28-5284 2750
ADMINISTAFF INC COM 007094105 4,576 130 X 28-5284 130
ADOBE SYS INC COM 00724F101 1,042,500 25,000 X 28-5284 25000
563,075 13,503 X X 28-5284 13503
480,384 11,520 X MERCCPAD 11520
4,407,857 105,704 X X 28-00125 78705 300 26699
5,213 125 X MERCBROK 125
2,836 68 X 28-1500 68
ADTRAN INC COM 00738A106 17,532 720 X 28-5284 720
116,880 4,800 X X 28-00125 4800
ADVANCE AUTO PARTS INC COM 00751Y106 1,503 39 X 28-5284 39
23,400 607 X 28-1500 607
ADVANTAGE ENERGY INCOME FD TR UNIT 00762L101 61,620 6,000 X 28-5284 6000
ADVISORY BRD CO COM 00762W107 1,381,926 27,300 X MERCCPAD 27300
1,164 23 X 18-11135 23
ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7 00763MAG3 2,487,000 2,500 X 28-11439 2500
ADVANCED MEDICAL OPTICS INC COM 00763M108 70,345 1,891 X 28-5284 1891
193,589 5,204 X X 28-5284 5204
33,034 888 X X 28-00125 888
19,009 511 X 28-1500 511
5,915 159 X X 28-4580 159
ADVENT CLAYMORE CV SECS & IN COM 00764C109 37,410 1,338 X 28-5284 1338
AEROFLEX INC COM 007768104 5,655 430 X 28-5284 430
8,061 613 X 28-1500 613
COLUMN TOTAL 11,107,215
FILE NO.
PAGE 12 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
AEROPOSTALE COM 007865108 51,293 1,275 X 28-5284 1275
ADVANCED MICRO DEVICES INC COM 007903107 61,003 4,671 X 28-5284 4671
13,491 1,033 X X 28-5284 108 925
322,256 24,675 X 28-1500 24675
AEGON N V ORD AMER REG 007924103 2,119,801 106,309 X 28-5284 105208 1101
4,127,700 207,006 X X 28-5284 191468 1001 14537
159,500 7,999 X 28-05921 7999
1,595 80 X 18-11135 80
160,617 8,055 X 28-1500 8055
ADVANTA CORP CL A 007942105 24,043,110 599,878 X 28-5284 6784 593094
ADVANTA CORP CL B 007942204 6,581,962 150,136 X 28-5284 150136
ADVANCED ENERGY INDS COM 007973100 3,787 180 X 28-5284 180
12,308 585 X 28-1500 585
AEROVIRONMENT INC COM 008073108 4,572 200 X X 28-00125 200
AES TR III PFD CV 6.75% 00808N202 75,360 1,500 X 28-5284 1500
100,480 2,000 X X 28-5284 2000
AETNA INC NEW COM 00817Y108 581,356 13,276 X 28-5284 13276
2,622,189 59,881 X X 28-5284 59881
224,030 5,116 X X 28-00125 2726 2390
67,437 1,540 X 18-11135 1540
AFFILIATED COMPUTER SERVICES CL A 008190100 24,259 412 X 28-5284 412
117,760 2,000 X X 28-5284 2000
3,047,040 51,750 X X 28-00125 51750
AFFILIATED MANAGERS GROUP COM 008252108 3,467 32 X 28-5284 32
51,250 473 X X 28-00125 473
4,117 38 X 18-11135 38
AFFYMETRIX INC COM 00826T108 6,615 220 X 28-5284 220
AFTERMARKET TECHNOLOGY CORP COM 008318107 1,456,800 60,000 X X 28-00125 60000
COLUMN TOTAL 46,045,155
FILE NO.
PAGE 13 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
AGERE SYS INC COM 00845V308 6,469 286 X 28-5284 286
26,149 1,156 X X 28-5284 830 326
633 28 X X 28-00125 16 12
AGILENT TECHNOLOGIES INC COM 00846U101 1,064,638 31,601 X 28-5284 30853 748
3,715,805 110,294 X X 28-5284 105946 305 4043
776,453 23,047 X X 28-00125 17897 5150
12,634 375 X 28-1500 375
10,275 305 X 28-4580 305
46,155 1,370 X X 28-4580 1010 360
AGILYSYS INC COM 00847J105 112,350 5,000 X X 28-5284 5000
989 44 X 18-11135 44
AGNICO EAGLE MINES LTD COM 008474108 64,110 1,810 X 28-5284 1000 810
49,942 1,410 X X 28-5284 1410
AIR PRODS & CHEMS INC COM 009158106 20,610,803 278,675 X 28-5284 277960 715
14,364,733 194,223 X X 28-5284 184898 4600 4725
17,241,185 233,115 X X 28-00125 190967 42148
36,980 500 X 28-05921 500
8,875 120 X MERCBROK 120
162,712 2,200 X 28-4580 2200
3,920 53 X X 28-4580 53
AIRGAS INC COM 009363102 53,446 1,268 X 28-5284 1268
171,087 4,059 X X 28-5284 4059
12,645 300 X X 28-00125 300
4,215 100 X 28-05921 100
AIRTRAN HLDGS INC COM 00949P108 2,054 200 X 28-1500 200
6,059 590 X X 28-4580 590
AKAMAI TECHNOLOGIES INC COM 00971T101 112,819 2,260 X 28-5284 2260
1,148,160 23,000 X X 28-5284 23000
2,031,744 40,700 X MERCCPAD 40700
8,736 175 X X 28-00125 175
AKZO NOBEL NV SPONSORED ADR 010199305 280,904 3,700 X X 28-5284 2500 1200
2,278 30 X 28-1500 30
ALABAMA NATL BANCORP DELA COM 010317105 226,592 3,200 X 28-5284 3200
COLUMN TOTAL 62,376,549
FILE NO.
PAGE 14 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ALASKA AIR GROUP INC COM 011659109 3,810 100 X 28-5284 100
ALASKA COMMUNICATIONS SYS GR COM 01167P101 7,375 500 X X 28-5284 500
ALBEMARLE CORP COM 012653101 198,349 4,798 X 28-5284 4798
372,060 9,000 X X 28-5284 9000
1,269,138 30,700 X MERCCPAD 30700
66,144 1,600 X X 28-00125 1600
ALBERTO CULVER CO NEW COM 013078100 67,084 2,932 X X 28-5284 2932
9,266 405 X X 28-00125 405
1,121 49 X MERCBROK 49
17,572 768 X 28-1500 768
ALCAN INC COM 013716105 40,612 778 X 28-5284 400 378
41,812 801 X X 28-5284 801
5,220 100 X MERCBROK 100
93,960 1,800 X 28-1500 1800
ALCOA INC COM 013817101 10,159,491 299,690 X 28-5284 298590 1100
12,662,328 373,520 X X 28-5284 355416 300 17804
893,604 26,360 X MERCCPAD 26360
7,924,532 233,762 X X 28-00125 206607 880 26275
377,985 11,150 X 28-05921 11150
9,899 292 X MERCBROK 292
2,068 61 X 18-11135 61
14,408 425 X 28-1500 425
169,500 5,000 X 28-11439 5000
93,191 2,749 X 28-4580 2749
102,344 3,019 X X 28-4580 3019
ALCATEL-LUCENT SPONSORED ADR 013904305 190,397 16,108 X 28-5284 15459 649
434,976 36,800 X X 28-5284 33737 3063
3,735 316 X MERCBROK 316
8,144 689 X 28-1500 689
334,849 28,329 X 28-11439 28329
8,534 722 X 28-4580 722
3,688 312 X X 28-4580 312
ALDILA INC COM NEW 014384200 10,225 625 X X 28-00125 625
COLUMN TOTAL 35,597,421
FILE NO.
PAGE 15 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ALEXANDER & BALDWIN INC COM 014482103 116,012 2,300 X 28-5284 2300
603,767 11,970 X X 28-5284 8000 3970
1,291,264 25,600 X MERCCPAD 25600
5,044 100 X X 28-00125 100
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,907 19 X X 28-5284 19
6,039,263 60,170 X MERCCPAD 60170
745,247 7,425 X X 28-00125 6995 430
ALIGN TECHNOLOGY INC COM 016255101 126,135 7,953 X 28-5284 7953
1,305,278 82,300 X MERCCPAD 82300
ALKERMES INC COM 01642T108 99,356 6,435 X 28-1500 6435
ALLEGHANY CORP DEL COM 017175100 55,895,043 149,612 X X 28-5284 77266 72346
7,472 20 X MERCBROK 20
ALLEGHENY ENERGY INC COM 017361106 199,066 4,051 X 28-5284 4051
3,622,797 73,724 X X 28-5284 3349 70375
263,784 5,368 X X 28-00125 2162 3206
62,899 1,280 X 28-1500 1280
9,828 200 X X 28-4580 200
ALLEGHENY TECHNOLOGIES INC COM 01741R102 21,123,446 197,989 X 28-5284 191596 200 6193
5,262,057 49,321 X X 28-5284 47176 1484 661
199,724 1,872 X 28-4580 1872
29,233 274 X X 28-4580 274
ALLERGAN INC COM 018490102 38,574,891 348,086 X 28-5284 338024 10062
23,751,607 214,326 X X 28-5284 208948 1962 3416
3,982,317 35,935 X X 28-00125 29802 6133
13,853 125 X 28-05921 125
18,396 166 X MERCBROK 166
478,410 4,317 X 28-1500 3176 1141
866,502 7,819 X 28-4580 7619 200
608,180 5,488 X X 28-4580 5488
ALLETE INC COM NEW 018522300 9,790 210 X 28-5284 210
233,986 5,019 X X 28-5284 954 4065
ALLIANCE DATA SYSTEMS CORP COM 018581108 90,581 1,470 X 28-5284 1470
6,162 100 X X 28-5284 100
COLUMN TOTAL 165,643,297
FILE NO.
PAGE 16 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 3,524 150 X 28-5284 150
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 94,800 2,500 X 28-5284 2500
68,256 1,800 X X 28-5284 1800
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 45,123 3,258 X 28-5284 3258
77,325 5,583 X X 28-5284 5583
2,770 200 X X 28-00125 200
ALLIANCE WORLD DLR GV FD INC COM 018796102 54,686 4,078 X 28-5284 4078
ALLIANT ENERGY CORP COM 018802108 27,788 620 X 28-5284 620
255,967 5,711 X X 28-5284 711 5000
131,771 2,940 X X 28-00125 2340 600
131,278 2,929 X 18-11135 2929
4,616 103 X 28-1500 103
ALLIANT TECHSYSTEMS INC COM 018804104 129,242 1,470 X 28-5284 1470
15,298 174 X X 28-5284 174
439,600 5,000 X X 28-00125 5000
ALLIANZ SE SP ADR 1/10 SH 018805101 69,870 3,400 X 28-5284 3400
20,550 1,000 X X 28-5284 1000
759,281 36,948 X 28-05921 36948
1,171 57 X 18-11135 57
ALLIANCEBERNSTEIN INCOME FUN COM 01881E101 32,916 3,961 X X 28-5284 3961
24,930 3,000 X MERCBROK 3000
6,947 836 X 28-1500 836
257,145 30,944 X 28-4580 30944
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 145,317 1,642 X 28-5284 1642
2,378,615 26,877 X X 28-5284 26577 300
1,761,150 19,900 X X 28-00125 19900
150,450 1,700 X 28-05921 1700
ALLIED CAP CORP NEW COM 01903Q108 593,918 20,615 X 28-5284 20315 300
879,656 30,533 X X 28-5284 30533
97,954 3,400 X X 28-00125 3400
57,562 1,998 X 28-4580 1998
COLUMN TOTAL 8,719,476
FILE NO.
PAGE 17 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 3,853,592 64,366 X 28-5284 59322 5044
230,500 3,850 X X 28-5284 3850
193,859 3,238 X 18-11135 3238
108,484 1,812 X 28-4580 1812
ALLIED MOTION TECHNOLOGIES I COM 019330109 338 53 X X 28-00125 53
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 57,209 4,544 X 28-5284 4544
ALLOS THERAPEUTICS INC COM 019777101 29,850 5,000 X 28-5284 5000
ALLSTATE CORP COM 020002101 20,598,598 342,967 X 28-5284 340376 2591
24,046,462 400,374 X X 28-5284 396308 1000 3066
4,145,341 69,020 X MERCCPAD 69020
20,760,820 345,668 X X 28-00125 282481 1465 61722
13,934 232 X MERCBROK 232
2,943 49 X 18-11135 49
6,967 116 X 28-1500 116
535,795 8,921 X 28-4580 8921
145,525 2,423 X X 28-4580 2423
ALLTEL CORP COM 020039103 28,034,664 452,172 X 28-5284 445934 6238
25,113,720 405,060 X X 28-5284 375874 1980 27206
1,446,026 23,323 X X 28-00125 18738 100 4485
114,700 1,850 X 28-05921 1850
2,294 37 X 18-11135 37
18,724 302 X 28-1500 302
62,000 1,000 X 28-11439 1000
453,964 7,322 X 28-4580 7322
217,620 3,510 X X 28-4580 3510
ALLTEL CORP PFD C CV $2.06 020039509 21,500 50 X 28-5284 50
ALMOST FAMILY INC COM 020409108 8,843,783 355,172 X X 28-5284 355172
57,096 2,293 X 28-1500 2293
ALON USA ENERGY INC COM 020520102 36,200 1,000 X 28-5284 1000
ALPHA NATURAL RESOURCES INC COM 02076X102 9,378 600 X X 28-5284 600
565,806 36,200 X MERCCPAD 36200
ALPHARMA INC CL A 020813101 5,298 220 X 28-5284 220
COLUMN TOTAL 139,732,990
FILE NO.
PAGE 18 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ALPINE GLOBAL DYNAMIC DIVD F COM 02082E106 23,840 1,000 X X 28-5284 1000
ALTAIR NANOTECHNOLOGIES INC COM 021373105 3,090 1,000 X 28-5284 1000
85,216 27,578 X 28-1500 27578
4,635 1,500 X X 28-4580 1500
ALTERA CORP COM 021441100 1,112,404 55,648 X 28-5284 13248 42400
561,719 28,100 X X 28-5284 1000 27100
245,117 12,262 X X 28-00125 7262 5000
148,806 7,444 X 28-1500 1323 6121
ALTRIA GROUP INC COM 02209S103 98,007,375 1,116,130 X 28-5284 1011050 105080
329,290,661 3,750,036 X X 28-5284 1289836 1700 2458500
54,179,385 617,007 X X 28-00125 546757 70250
105,372 1,200 X 28-05921 1200
2,459 28 X 18-11135 28
5,286,074 60,199 X 28-1500 60199
5,151,637 58,668 X 28-4580 58668
2,345,669 26,713 X X 28-4580 25432 1281
ALTUS PHARMACEUTICALS INC COM 02216N105 30,440 2,000 X 28-5284 2000
ALUMINA LTD SPONSORED ADR 022205108 1,295 55 X 18-11135 55
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 25,990 1,000 X X 28-00125 1000
AMAZON COM INC COM 023135106 6,963 175 X 28-5284 175
40,864 1,027 X X 28-5284 1027
223,421 5,615 X X 28-00125 3765 1850
845,538 21,250 X 28-11439 21250
11,937 300 X 28-4580 300
AMBAC FINL GROUP INC COM 023139108 68,162 789 X 28-5284 789
AMCOL INTL CORP COM 02341W103 19,273 650 X X 28-00125 650
AMEDISYS INC COM 023436108 4,346 134 X 28-5284 134
AMEREN CORP COM 023608102 732,821 14,569 X 28-5284 13069 1500
401,696 7,986 X X 28-5284 7986
426,796 8,485 X X 28-00125 4885 3600
13,330 265 X 18-11135 265
65,139 1,295 X X 28-4580 1295
COLUMN TOTAL 499,471,470
FILE NO.
PAGE 19 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
AMERICA FIRST APT INV INC COM 02363X104 25,687 1,266 X X 28-00125 1266
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,078,334 22,564 X 28-5284 22564
406,741 8,511 X X 28-5284 8511
57,348 1,200 X X 28-4580 1200
AMERICA MOVIL SAB DE CV SPON ADR A SHS 02364W204 150,063 3,144 X 28-5284 3144
AMCORE FINL INC COM 023912108 148,304 4,671 X X 28-5284 4671
AMERICAN BANCORP N J INC COM 02407E104 345,000 30,000 X X 28-5284 30000
AMERICAN CAMPUS CMNTYS INC COM 024835100 30,290 1,000 X 28-5284 1000
1,582,955 52,260 X MERCCPAD 52260
537,648 17,750 X X 28-00125 17370 380
AMERICAN CAPITAL STRATEGIES COM 024937104 1,039,513 23,460 X 28-5284 23460
293,864 6,632 X X 28-5284 6632
73,112 1,650 X X 28-00125 1650
67,440 1,522 X 18-11135 1522
618,169 13,951 X 28-1500 9142 4809
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 224,625 7,490 X 28-5284 7490
738,654 24,630 X X 28-5284 24630
AMERICAN ELEC PWR INC COM 025537101 1,552,493 31,846 X 28-5284 31846
3,181,376 65,259 X X 28-5284 24819 40440
1,521,683 31,214 X X 28-00125 22984 550 7680
13,406 275 X 28-05921 275
683 14 X 18-11135 14
68,250 1,400 X 28-1500 1400
65,764 1,349 X 28-4580 1349
189,296 3,883 X X 28-4580 3341 542
AMERICAN EQTY INVT LIFE HLD COM 025676206 115,386 8,788 X X 28-00125 8788
COLUMN TOTAL 14,126,084
FILE NO.
PAGE 20 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN EXPRESS CO COM 025816109 62,242,420 1,103,589 X 28-5284 1081331 22258
37,027,333 656,513 X X 28-5284 623495 4770 28248
6,417,248 113,781 X X 28-00125 93385 20396
1,801,021 31,933 X 28-05921 31933
10,152 180 X MERCBROK 180
1,354 24 X 18-11135 24
86,518 1,534 X 28-1500 80 1454
349,680 6,200 X 28-11439 6200
712,783 12,638 X 28-4580 12468 170
796,932 14,130 X X 28-4580 14130
AMERICAN FINL GROUP INC OHIO COM 025932104 10,450 307 X 28-5284 307
7,659 225 X X 28-5284 225
29,104 855 X X 28-00125 855
AMERICAN FINL RLTY TR COM 02607P305 685 68 X X 28-5284 68
184,766 18,330 X X 28-00125 8830 9500
5,040 500 X 28-1500 500
AMERICAN GREETINGS CORP CL A 026375105 19,311 832 X 28-5284 832
4,642 200 X X 28-5284 200
689,337 29,700 X MERCCPAD 29700
AMERICAN HOME MTG INVT CORP COM 02660R107 7,152 265 X X 28-5284 265
84,668 3,137 X X 28-00125 3137
AMERICAN INTL GROUP INC COM 026874107 146,795,977 2,183,814 X 28-5284 2107142 76672
79,302,997 1,179,753 X X 28-5284 1129211 8214 42328
13,661,121 203,230 X MERCCPAD 203230
89,789,249 1,335,752 X X 28-00125 1139087 4079 192586
1,066,513 15,866 X 28-05921 15866
32,803 488 X MERCBROK 488
2,890 43 X 18-11135 43
10,468,036 155,728 X 28-1500 80646 75082
1,570,730 23,367 X 28-4580 23297 70
869,020 12,928 X X 28-4580 12928
AMERICAN ISRAELI PAPER MLS L ORD IS 10 027069509 1,777 38 X 28-5284 38
AMERICAN LD LEASE INC COM 027118108 1,525 61 X X 28-5284 61
AMERICAN MED SYS HLDGS INC COM 02744M108 12,046 569 X 28-1500 569
COLUMN TOTAL 454,062,939
FILE NO.
PAGE 21 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN NATL INS CO COM 028591105 25,586 200 X X 28-5284 200
AMERICAN RAILCAR INDS INC COM 02916P103 44,715 1,500 X X 28-5284 1500
5,962 200 X X 28-00125 200
AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 029169109 2,619 22 X X 28-4580 22
AMERICAN REPROGRAPHICS CO COM 029263100 1,847 60 X 28-5284 60
AMERICAN STD COS INC DEL COM 029712106 174,754 3,296 X 28-5284 3296
721,284 13,604 X X 28-5284 12504 1100
127,248 2,400 X X 28-00125 2400
15,906 300 X X 28-4580 300
AMERICAN STS WTR CO COM 029899101 7,005 190 X 28-5284 100 90
44,244 1,200 X X 28-00125 1200
18,435 500 X 28-4580 500
AMERICAN TOWER CORP NOTE 3.000% 8 029912AR3 9,911,500 5,000 X 28-11439 5000
AMERICAN TOWER CORP CL A 029912201 593,676 15,242 X 28-5284 15242
675,081 17,332 X X 28-5284 17332
923,115 23,700 X X 28-00125 7500 16200
257,070 6,600 X 28-11439 6600
AMERICAN SUPERCONDUCTOR CORP COM 030111108 134,700 10,000 X X 28-00125 10000
AMERICAN WOODMARK CORP COM 030506109 1,103 30 X 18-11135 30
AMERICANWEST BANCORPORATION COM 03058P109 45,234 2,100 X X 28-00125 2100
AMERICREDIT CORP COM 03060R101 348,066 15,226 X X 28-00125 15226
AMERICASBANK CORP COM NEW 03061G302 471,965 68,500 X X 28-5284 68500
AMERICAS CAR MART INC COM 03062T105 20,000 1,497 X 28-1500 1497
AMERISAFE INC COM 03071H100 1,860,495 98,700 X MERCCPAD 98700
AMERISOURCEBERGEN CORP COM 03073E105 89,675 1,700 X 28-5284 1100 600
118,899 2,254 X X 28-5284 2254
14,506 275 X X 28-00125 275
62,931 1,193 X 18-11135 1193
COLUMN TOTAL 16,717,621
FILE NO.
PAGE 22 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
AMERIGROUP CORP COM 03073T102 2,006 66 X 18-11135 66
AMERITYRE CORP COM 03073V107 25,694 5,800 X 28-5284 5800
44,300 10,000 X X 28-5284 10000
AMERISERV FINL INC COM 03074A102 15,836 3,306 X 28-5284 3306
AMERIPRISE FINL INC COM 03076C106 1,150,857 20,141 X 28-5284 20062 79
1,720,085 30,103 X X 28-5284 27163 2940
745,048 13,039 X X 28-00125 8728 4311
1,543 27 X 28-05921 27
229 4 X 18-11135 4
5,485 96 X 28-1500 96
5,143 90 X X 28-4580 90
AMERIGAS PARTNERS L P UNIT L P INT 030975106 71,177 2,180 X 28-5284 2180
104,480 3,200 X X 28-5284 3200
AMETEK INC NEW COM 031100100 128,592 3,723 X 28-5284 3723
502,557 14,550 X X 28-5284 14550
828,960 24,000 X X 28-00125 24000
51,810 1,500 X X 28-4580 1500
AMGEN INC COM 031162100 25,324,592 453,196 X 28-5284 448773 4423
16,905,488 302,532 X X 28-5284 277289 842 24401
7,828,509 140,095 X MERCCPAD 140095
24,049,690 430,381 X X 28-00125 360988 1469 67924
2,048,281 36,655 X 28-05921 36655
69,850 1,250 X MERCBROK 1250
63,927 1,144 X 18-11135 1144
969,294 17,346 X 28-1500 5769 11577
251,460 4,500 X 28-4580 4500
514,543 9,208 X X 28-4580 9208
AMPAL AMERN ISRAEL CORP CL A 032015109 8,344 1,892 X 28-5284 1870 22
15,836 3,591 X X 28-5284 3591
AMPCO-PITTSBURGH CORP COM 032037103 46,224 1,600 X X 28-5284 1600
AMPHENOL CORP NEW CL A 032095101 5,003,400 77,488 X 28-5284 76898 590
5,550,825 85,966 X X 28-5284 85641 325
103,312 1,600 X X 28-00125 1600
29,057 450 X 28-4580 450
COLUMN TOTAL 94,186,434
FILE NO.
PAGE 23 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
AMREIT CL A 032158107 68,562 7,800 X 28-1500 7800
AMSURG CORP COM 03232P405 23,878 975 X 28-5284 975
1,959 80 X 28-1500 80
AMYLIN PHARMACEUTICALS INC COM 032346108 9,826 263 X 28-5284 263
3,736 100 X 28-1500 100
ANADARKO PETE CORP COM 032511107 4,401,840 102,416 X 28-5284 96416 6000
4,816,210 112,057 X X 28-5284 109119 2938
1,765,704 41,082 X X 28-00125 38416 200 2466
2,837 66 X 18-11135 66
107,450 2,500 X 28-1500 2500
52,006 1,210 X 28-4580 1210
2,579 60 X X 28-4580 60
ANADIGICS INC COM 032515108 9,752 825 X 28-1500 825
ANADYS PHARMACEUTICALS INC COM 03252Q408 397 100 X X 28-5284 100
ANALOG DEVICES INC COM 032654105 636,272 18,448 X 28-5284 18348 100
711,011 20,615 X X 28-5284 20615
501,898 14,552 X X 28-00125 13752 800
97,469 2,826 X 28-05921 2826
6,932 201 X 28-4580 201
ANALOGIC CORP COM PAR $0.05 032657207 5,030 80 X 28-5284 80
ANCHOR BANCORP WIS INC COM 032839102 2,835 100 X 28-5284 100
ANDREW CORP COM 034425108 21,180 2,000 X 28-5284 2000
10,590 1,000 X X 28-5284 1000
112,254 10,600 X X 28-00125 10600
ANGELICA CORP COM 034663104 1,377 50 X 28-5284 50
ANGLO AMERN PLC ADR 03485P102 95,112 3,600 X 28-5284 3600
1,618,146 61,247 X X 28-5284 61247
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 31,213 700 X X 28-5284 700
1,249 28 X 18-11135 28
COLUMN TOTAL 15,119,304
FILE NO.
PAGE 24 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ANHEUSER BUSCH COS INC COM 035229103 23,622,496 468,143 X 28-5284 453353 14790
20,689,609 410,020 X X 28-5284 393764 625 15631
3,262,088 64,647 X X 28-00125 58618 6029
872,453 17,290 X 28-05921 17290
121,104 2,400 X MERCBROK 2400
88,759 1,759 X 18-11135 1759
659,008 13,060 X 28-1500 13060
505,609 10,020 X 28-4580 10020
489,462 9,700 X X 28-4580 9700
ANIXTER INTL INC COM 035290105 11,869 180 X 28-5284 180
8,440 128 X X 28-5284 128
ANNALY CAP MGMT INC COM 035710409 21,672 1,400 X 28-5284 1400
38,700 2,500 X X 28-5284 2500
154,800 10,000 X X 28-00125 10000
7,740 500 X MERCBROK 500
ANSOFT CORP COM 036384105 1,366,848 43,200 X X 28-5284 42900 300
ANSYS INC COM 03662Q105 64,478 1,270 X 28-5284 1060 210
50,770 1,000 X X 28-5284 1000
56,405 1,111 X X 28-00125 1111
ANSWERTHINK INC COM 036916104 3,270 1,000 X 28-5284 1000
ANTHRACITE CAP INC COM 037023108 36,000 3,000 X 28-5284 3000
1,434,000 119,500 X MERCCPAD 119500
664,200 55,350 X X 28-00125 54490 860
12,000 1,000 X 28-4580 1000
AON CORP DBCV 3.500%11 037389AT0 4,444,500 2,500 X 28-11439 2500
AON CORP COM 037389103 539,563 14,214 X 28-5284 14214
1,425,398 37,550 X X 28-5284 37550
186,308 4,908 X X 28-00125 4908
COLUMN TOTAL 60,837,549
FILE NO.
PAGE 25 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
APACHE CORP COM 037411105 2,095,902 29,645 X 28-5284 20545 9100
6,300,289 89,113 X X 28-5284 70325 18788
6,647,921 94,030 X MERCCPAD 94030
21,540,452 304,674 X X 28-00125 239400 814 64460
29,694 420 X 28-05921 420
3,535 50 X MERCBROK 50
1,555 22 X 18-11135 22
137,724 1,948 X 28-1500 1948
23,685 335 X 28-4580 335
14,140 200 X X 28-4580 200
APARTMENT INVT & MGMT CO CL A 03748R101 11,538 200 X 28-5284 200
14,999 260 X X 28-00125 260
111,688 1,936 X 18-11135 1936
APOGEE ENTERPRISES INC COM 037598109 3,206 160 X 28-5284 160
20,040 1,000 X X 28-5284 1000
APOLLO GROUP INC CL A 037604105 50,617 1,153 X 28-5284 1153
9,570 218 X X 28-5284 218
4,390,000 100,000 X MERCCPAD 100000
12,934,959 294,646 X X 28-00125 246421 1330 46895
122,920 2,800 X 28-1500 2800
APOLLO INVT CORP COM 03761U106 77,575 3,625 X X 28-5284 3625
APPLE INC COM 037833100 42,966,601 462,454 X 28-5284 449397 500 12557
16,493,476 177,521 X X 28-5284 171701 2680 3140
3,628,136 39,050 X X 28-00125 28592 10458
96,255 1,036 X 28-1500 1036
473,841 5,100 X 28-11439 5100
890,542 9,585 X 28-4580 9373 212
232,925 2,507 X X 28-4580 2357 150
APPLEBEES INTL INC COM 037899101 66,782 2,695 X 28-5284 1720 975
7,434 300 X X 28-5284 300
1,154,748 46,600 X MERCCPAD 46600
APRIA HEALTHCARE GROUP INC COM 037933108 31,605 980 X 28-5284 980
COLUMN TOTAL 120,584,354
FILE NO.
PAGE 26 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
APPLERA CORP COM AP BIO GRP 038020103 183,571 6,208 X 28-5284 6208
277,662 9,390 X X 28-5284 9390
49,204 1,664 X X 28-00125 1000 664
193,240 6,535 X 28-1500 6535
40,097 1,356 X X 28-4580 1356
APPLERA CORP COM CELERA GRP 038020202 18,460 1,300 X 28-5284 1300
5,680 400 X X 28-5284 400
4,800 338 X X 28-4580 338
APPLIED INDL TECHNOLOGIES IN COM 03820C105 4,712 192 X 28-5284 192
158,283 6,450 X X 28-00125 6450
90,013 3,668 X 18-11135 3668
APPLIED MICRO CIRCUITS CORP COM 03822W109 2,774 760 X 28-5284 760
104,591 28,655 X 18-11135 28655
APPLIED MATLS INC COM 038222105 11,145,320 608,369 X 28-5284 598369 10000
4,600,354 251,111 X X 28-5284 245832 5279
494,640 27,000 X MERCCPAD 27000
872,582 47,630 X X 28-00125 29030 18600
1,099 60 X 28-05921 60
10,992 600 X MERCBROK 600
179,554 9,801 X 18-11135 9801
1,228,942 67,082 X 28-1500 25025 42057
APTARGROUP INC COM 038336103 12,717 190 X 28-5284 190
66,930 1,000 X X 28-5284 1000
AQUA AMERICA INC COM 03836W103 1,750,718 77,983 X 28-5284 77983
3,069,162 136,711 X X 28-5284 130301 6410
14,952 666 X X 28-00125 666
2,245 100 X 18-11135 100
3,183,635 141,810 X 28-1500 141810
7,476 333 X 28-4580 333
AQUILA INC COM 03840P102 45,980 11,000 X X 28-5284 1000 10000
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 26,235 500 X X 28-5284 500
227,195 4,330 X X 28-00125 3225 1105
ARBITRON INC COM 03875Q108 7,512 160 X 28-5284 160
COLUMN TOTAL 28,081,327
FILE NO.
PAGE 27 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ARBOR RLTY TR INC COM 038923108 12,176 400 X X 28-5284 400
42,616 1,400 X 28-1500 1400
ARCELOR MITTAL NY REG SH CL A 03937E101 64,367 1,217 X X 28-5284 1217
26,445 500 X X 28-00125 500
ARCH CHEMICALS INC COM 03937R102 12,332 395 X 28-5284 275 120
232,339 7,442 X X 28-5284 7442
ARCH COAL INC COM 039380100 473,485 15,428 X 28-5284 15428
27,529 897 X X 28-5284 197 700
512,523 16,700 X MERCCPAD 16700
4,972 162 X X 28-00125 162
199,485 6,500 X 28-11439 6500
ARCHER DANIELS MIDLAND CO COM 039483102 4,691,985 127,847 X 28-5284 126747 1100
2,280,795 62,147 X X 28-5284 55332 3720 3095
1,035,858 28,225 X X 28-00125 1600 26625
22,020 600 X 28-1500 600
183,500 5,000 X 28-11439 5000
371,661 10,127 X 28-4580 9778 349
94,503 2,575 X X 28-4580 2575
ARCHSTONE SMITH TR COM 039583109 333,822 6,150 X 28-5284 6150
6,446,944 118,772 X X 28-5284 18772 100000
7,930,145 146,097 X MERCCPAD 146097
8,981,332 165,463 X X 28-00125 137922 800 26741
ARCTIC CAT INC COM 039670104 1,559 80 X 28-5284 80
ARES CAP CORP COM 04010L103 77,586 4,270 X X 28-00125 300 3970
ARGONAUT GROUP INC COM 040157109 168,272 5,200 X 28-5284 1000 4200
16,180 500 X X 28-5284 500
ARIAD PHARMACEUTICALS INC COM 04033A100 44,900 10,000 X X 28-00125 10000
ARIBA INC COM NEW 04033V203 1,946 207 X 28-5284 207
2,115 225 X X 28-5284 225
47 5 X X 28-00125 5
COLUMN TOTAL 34,293,439
FILE NO.
PAGE 28 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ARKANSAS BEST CORP DEL COM 040790107 4,622 130 X 28-5284 130
3,555 100 X X 28-5284 100
68,789 1,935 X X 28-00125 1935
ARMOR HOLDINGS INC COM 042260109 64,637 960 X 28-5284 500 460
16,833 250 X X 28-5284 250
135,266 2,009 X X 28-00125 2009
19,795 294 X 18-11135 294
20,199 300 X 28-1500 300
6,733 100 X X 28-4580 100
AROTECH CORP COM NEW 042682203 444 131 X 28-5284 131
ARQULE INC COM 04269E107 1,641 220 X 28-5284 220
ARRIS GROUP INC COM 04269Q100 4,928 350 X X 28-4580 350
ARRAY BIOPHARMA INC COM 04269X105 63,500 5,000 X X 28-00125 5000
ARROW ELECTRS INC COM 042735100 8,909 236 X 28-5284 236
67,950 1,800 X X 28-5284 1800
8,494 225 X X 28-00125 225
ARROW INTL INC COM 042764100 4,824 150 X 28-5284 150
877,968 27,300 X MERCCPAD 27300
1,801 56 X 18-11135 56
ARROWHEAD RESH CORP COM 042797100 4,471 1,000 X 28-5284 1000
ARTESIAN RESOURCES CORP CL A 043113208 60,461 2,935 X 28-5284 2935
21,630 1,050 X X 28-5284 1050
ARTHROCARE CORP COM 043136100 12,254 340 X 28-5284 200 140
ARVINMERITOR INC COM 043353101 62,287 3,413 X 28-5284 3413
18,378 1,007 X X 28-5284 1007
ASHFORD HOSPITALITY TR INC COM SHS 044103109 690,132 57,800 X MERCCPAD 57800
366,916 30,730 X X 28-00125 30730
ASHLAND INC NEW COM 044209104 1,299,798 19,814 X 28-5284 16314 3500
122,869 1,873 X X 28-5284 1873
185,714 2,831 X 28-1500 2831
COLUMN TOTAL 4,225,798
FILE NO.
PAGE 29 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ASIA TIGERS FD INC COM 04516T105 6,033 300 X 28-5284 300
ASPREVA PHARMACEUTICALS CORP COM 04538T109 1,310,848 60,800 X X 28-5284 60800
ASSOCIATED BANC CORP COM 045487105 1,498,190 44,589 X 28-5284 44489 100
1,928,472 57,395 X X 28-5284 51815 5180 400
903,840 26,900 X 28-1500 26900
73,483 2,187 X 28-4580 2187
ASSOCIATED ESTATES RLTY CORP COM 045604105 59,178 4,200 X X 28-00125 4200
ASSURANT INC COM 04621X108 1,032,378 19,250 X X 28-5284 19250
2,038 38 X 18-11135 38
ASTA FDG INC COM 046220109 157,693 3,652 X X 28-00125 3652
ASTEC INDS INC COM 046224101 4,025 100 X 28-5284 100
ASTORIA FINL CORP COM 046265104 122,314 4,600 X X 28-5284 4600
2,765 104 X 18-11135 104
ASTRAZENECA PLC SPONSORED ADR 046353108 15,022 280 X 28-5284 280
152,903 2,850 X X 28-5284 2850
5,365 100 X MERCBROK 100
ATHEROS COMMUNICATIONS INC COM 04743P108 8,734 365 X X 28-5284 365
ATLANTIC AMERN CORP COM 048209100 100 25 X 28-1500 25
ATLAS AMER INC COM 049167109 149,924 2,654 X X 28-5284 2654
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 82,066 1,714 X 28-5284 1714
ATMEL CORP COM 049513104 477,850 95,000 X X 28-5284 95000
ATMOS ENERGY CORP COM 049560105 198,628 6,350 X 28-5284 900 5450
78,200 2,500 X X 28-5284 1500 1000
62,560 2,000 X X 28-00125 2000
2,940 94 X 18-11135 94
81,641 2,610 X 28-1500 2610
ATRION CORP COM 049904105 19,374 211 X 28-1500 211
COLUMN TOTAL 8,436,564
FILE NO.
PAGE 30 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ATWOOD OCEANICS INC COM 050095108 8,217 140 X 28-5284 140
AUDIOVOX CORP CL A 050757103 1,620 110 X 28-5284 110
AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 052528304 41,366 344 X 18-11135 344
AUTODESK INC COM 052769106 133,668 3,555 X 28-5284 3555
22,560 600 X X 28-5284 600
1,890,716 50,285 X X 28-00125 40485 9800
AUTOLIV INC COM 052800109 272,929 4,779 X 28-5284 4779
164,705 2,884 X X 28-5284 2884
1,599 28 X 18-11135 28
AUTOMATIC DATA PROCESSING IN COM 053015103 83,807,940 1,731,569 X 28-5284 1669009 62560
36,281,414 749,616 X X 28-5284 711198 8005 30413
11,962,496 247,159 X X 28-00125 185529 150 61480
137,214 2,835 X 28-05921 2835
39,349 813 X MERCBROK 813
4,211 87 X 18-11135 87
5,991,533 123,792 X 28-1500 91538 32254
508,200 10,500 X 28-4580 10500
776,820 16,050 X X 28-4580 16050
AUTONATION INC COM 05329W102 1,572 74 X 28-5284 74
AUTOZONE INC COM 053332102 184,650 1,441 X 28-5284 491 950
51,256 400 X X 28-5284 400
AUXILIUM PHARMACEUTICALS INC COM 05334D107 29,360 2,000 X 28-5284 2000
AVALONBAY CMNTYS INC COM 053484101 1,524,380 11,726 X 28-5284 11336 390
645,450 4,965 X X 28-5284 4965
6,594,120 50,724 X MERCCPAD 50724
813,800 6,260 X X 28-00125 5900 360
AVATAR HLDGS INC COM 053494100 67,868 950 X 28-5284 950
1,443,660 20,208 X X 28-00125 20208
AVAYA INC COM 053499109 56,771 4,807 X 28-5284 4577 230
340,187 28,805 X X 28-5284 3082 25723
980 83 X X 28-00125 40 43
779 66 X X 28-4580 66
COLUMN TOTAL 153,801,390
FILE NO.
PAGE 31 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
AVENTINE RENEWABLE ENERGY COM 05356X403 3,644 200 X MERCBROK 200
AVERY DENNISON CORP COM 053611109 1,263,352 19,660 X 28-5284 19660
2,704,768 42,091 X X 28-5284 42091
493,003 7,672 X X 28-00125 2672 5000
AVID TECHNOLOGY INC COM 05367P100 139,729 4,006 X 28-5284 2890 1116
114,406 3,280 X X 28-5284 1580 1700
105,931 3,037 X 28-1500 1016 2021
13,952 400 X 28-4580 400
AVIS BUDGET GROUP COM 053774105 23,768 870 X 28-5284 870
37,784 1,383 X X 28-5284 1383
1,366 50 X X 28-00125 50
191 7 X 18-11135 7
4,836 177 X 28-1500 177
7,650 280 X 28-4580 280
AVISTA CORP COM 05379B107 15,992 660 X 28-5284 400 260
AVNET INC COM 053807103 85,616 2,369 X 28-5284 2369
36,140 1,000 X X 28-5284 100 900
45,175 1,250 X X 28-00125 350 900
54,210 1,500 X 28-1500 1500
AVOCENT CORP COM 053893103 6,068 225 X 28-1500 225
AVON PRODS INC COM 054303102 2,442,244 65,546 X 28-5284 47290 18256
180,860 4,854 X X 28-5284 4054 800
847,069 22,734 X X 28-00125 19284 3450
AXA SPONSORED ADR 054536107 87,969 2,065 X 28-5284 2065
10,267 241 X X 28-5284 241
756,661 17,762 X 28-05921 17762
1,108 26 X 18-11135 26
AXCELIS TECHNOLOGIES INC COM 054540109 18,015 2,358 X 28-5284 1768 590
58,805 7,697 X X 28-5284 7697
75,636 9,900 X X 28-00125 9900
AXSYS TECHNOLOGIES INC COM 054615109 19,760 1,250 X X 28-00125 1250
AXCAN PHARMA INC COM 054923107 82,550 5,000 X X 28-5284 5000
COLUMN TOTAL 9,738,525
FILE NO.
PAGE 32 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BB&T CORP COM 054937107 6,254,935 152,485 X 28-5284 152485
920,858 22,449 X X 28-5284 12232 9187 1030
1,614,096 39,349 X X 28-00125 29127 10222
1,855,088 45,224 X 28-1500 39200 6024
B A S F A G SPONSORED ADR 055262505 11,242 100 X 28-5284 100
4,497 40 X X 28-5284 40
642,031 5,711 X 28-05921 5711
3,935 35 X 18-11135 35
BCE INC COM NEW 05534B760 2,573 91 X 28-5284 91
21,465 759 X X 28-5284 759
2,960,633 104,690 X MERCCPAD 104690
58,172 2,057 X X 28-00125 2057
BG PLC ADR FIN INST N 055434203 25,819 360 X X 28-5284 360
33,708 470 X X 28-4580 470
BJS WHOLESALE CLUB INC COM 05548J106 93,033 2,750 X 28-5284 2750
13,532 400 X X 28-5284 400
16,915 500 X X 28-00125 500
2,706 80 X 18-11135 80
BJ SVCS CO COM 055482103 98,961 3,547 X 28-5284 3547
59,120 2,119 X X 28-5284 856 1263
95,697 3,430 X X 28-00125 2315 1115
2,065 74 X 18-11135 74
2,511 90 X 28-1500 90
BP PLC SPONSORED ADR 055622104 103,364,375 1,596,361 X 28-5284 1584514 11847
111,249,565 1,718,140 X X 28-5284 1497983 8170 211987
8,092,455 124,980 X MERCCPAD 124980
2,029,330 31,341 X 28-05921 31341
61,254 946 X MERCBROK 946
3,173 49 X 18-11135 49
859,815 13,279 X 28-1500 13279
2,694,571 41,615 X 28-4580 41615
8,324,972 128,571 X X 28-4580 79617 1000 47954
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 194,454 2,925 X 28-5284 2925
91,344 1,374 X X 28-5284 1374
6,648 100 X MERCBROK 100
39,888 600 X 28-1500 600
COLUMN TOTAL 251,805,436
FILE NO.
PAGE 33 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BRE PROPERTIES INC CL A 05564E106 297,500 4,711 X X 28-5284 4711
100,093 1,585 X X 28-00125 1585
BRT RLTY TR SH BEN INT NEW 055645303 27,171 900 X 28-5284 900
BSML INC COM 055710107 7 5 X 28-5284 5
BT GROUP PLC ADR 05577E101 28,505 475 X 28-5284 475
6,001 100 X X 28-5284 100
3,841 64 X 28-1500 64
BMC SOFTWARE INC COM 055921100 66,445 2,158 X 28-5284 2158
86,212 2,800 X X 28-5284 2800
770 25 X X 28-00125 25
88,583 2,877 X 18-11135 2877
BADGER METER INC COM 056525108 16,780 632 X 28-05921 632
BAIDU COM INC SPON ADR REP A 056752108 4,828 50 X X 28-5284 50
BAKER HUGHES INC COM 057224107 6,547,002 99,002 X 28-5284 90466 8536
3,902,860 59,018 X X 28-5284 50898 8120
1,433,434 21,676 X X 28-00125 20755 921
11,507 174 X 28-05921 174
3,637 55 X 18-11135 55
75,124 1,136 X 28-4580 1136
100,385 1,518 X X 28-4580 1518
BALDOR ELEC CO COM 057741100 7,548 200 X 28-5284 200
1,626,594 43,100 X X 28-5284 43100
BALL CORP COM 058498106 2,694,192 58,761 X 28-5284 58561 200
3,758,095 81,965 X X 28-5284 80390 1575
23,842 520 X X 28-00125 520
13,755 300 X 28-4580 300
106,372 2,320 X X 28-4580 2320
BALLARD PWR SYS INC COM 05858H104 1,106 200 X 28-5284 200
22,950 4,150 X X 28-5284 4150
6,011 1,087 X 28-1500 1087
BALLY TECHNOLOGIES INC COM 05874B107 73,098 3,100 X X 28-00125 3100
COLUMN TOTAL 21,134,248
FILE NO.
PAGE 34 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 22,316 909 X 28-5284 909
829,643 33,794 X 28-05921 33794
70,139 2,857 X 18-11135 2857
BANCO BRADESCO S A SP ADR PFD NEW 059460303 101,100 2,500 X 28-5284 2500
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 104,460 3,000 X 28-5284 3000
1,051,564 30,200 X X 28-5284 30200
BANCO SANTANDER CENT HISPANO ADR 05964H105 252,116 14,140 X 28-5284 14140
4,047 227 X X 28-5284 227
981 55 X 18-11135 55
BANCORP INC DEL COM 05969A105 171,600 6,600 X X 28-5284 6600
73,190 2,815 X X 28-00125 2815
BANCORPSOUTH INC COM 059692103 134,475 5,500 X 28-5284 5500
37,653 1,540 X X 28-5284 1540
BANCROFT FUND LTD COM 059695106 1,862,520 93,126 X 28-5284 93126
BANK OF AMERICA CORPORATION COM 060505104 243,338,002 4,769,463 X 28-5284 4668652 100811
238,066,667 4,666,144 X X 28-5284 4535312 32497 98335
3,467,319 67,960 X MERCCPAD 67960
54,938,183 1,076,797 X X 28-00125 902551 4872 169374
2,359,522 46,247 X 28-05921 46247
147,091 2,883 X MERCBROK 2883
331,069 6,489 X 18-11135 6489
10,345,887 202,781 X 28-1500 176465 26316
4,068,794 79,749 X 28-11439 79749
5,936,279 116,352 X 28-4580 115772 580
2,192,891 42,981 X X 28-4580 42101 378 502
BANK FLA CORP NAPLES COM 062128103 9,450 500 X 28-5284 500
BANK HAWAII CORP COM 062540109 95,454 1,800 X 28-5284 1200 600
206,817 3,900 X X 28-5284 3000 900
1,548,476 29,200 X MERCCPAD 29200
BANK MONTREAL QUE COM 063671101 3,029,000 50,000 X 28-5284 50000
BANK MUTUAL CORP NEW COM 063750103 47,186 4,150 X X 28-00125 4150
COLUMN TOTAL 574,843,891
FILE NO.
PAGE 35 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BANK NEW YORK INC COM 064057102 1,516,489 37,398 X 28-5284 36778 620
1,279,069 31,543 X X 28-5284 26393 5000 150
1,304,656 32,174 X X 28-00125 24529 7645
4,055 100 X MERCBROK 100
811 20 X 18-11135 20
190,585 4,700 X 28-4580 4700
BANK NOVA SCOTIA HALIFAX COM 064149107 5,215,041 113,100 X 28-5284 113100
81,615 1,770 X 18-11135 1770
BANK SOUTH CAROLINA CORP COM 065066102 4,282 275 X X 28-5284 275
BANKATLANTIC BANCORP CL A 065908501 10,960 1,000 X 28-5284 1000
87,680 8,000 X X 28-5284 8000
BANKUNITED FINL CORP CL A 06652B103 869,610 41,000 X MERCCPAD 41000
BANNER CORP COM 06652V109 70,635 1,700 X X 28-00125 1700
125,980 3,032 X 28-4580 3032
BAR HBR BANKSHARES COM 066849100 64,420 2,000 X X 28-5284 2000
BARCLAYS BK PLC DJAIG CMDTY 36 06738C778 5,082 100 X 28-5284 100
355,740 7,000 X 28-4580 7000
1,194,270 23,500 X X 28-4580 23500
BARCLAYS PLC ADR 06738E204 83,987 1,475 X X 28-5284 1475
963,937 16,929 X 28-05921 16929
80,115 1,407 X 18-11135 1407
BARD C R INC COM 067383109 28,653,655 360,378 X 28-5284 352990 7388
12,847,703 161,586 X X 28-5284 152905 3577 5104
500,277 6,292 X X 28-00125 6292
2,226 28 X 18-11135 28
331,954 4,175 X 28-1500 4175
872,225 10,970 X 28-4580 10820 150
179,136 2,253 X X 28-4580 2253
BARNES & NOBLE INC COM 067774109 87,185 2,210 X 28-5284 2210
21,461 544 X X 28-5284 544
74,955 1,900 X 28-1500 1900
BARNES GROUP INC COM 067806109 4,372 190 X 28-5284 190
COLUMN TOTAL 57,084,168
FILE NO.
PAGE 36 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD CORP COM 067901108 111,459 3,904 X 28-5284 3904
1,339,281 46,910 X X 28-5284 46510 400
14,275 500 X MERCBROK 500
2,512 88 X 18-11135 88
BARR PHARMACEUTICALS INC COM 068306109 917,267 19,790 X 28-5284 19340 450
500,534 10,799 X X 28-5284 9999 800
9,270 200 X X 28-00125 200
13,210 285 X 28-1500 285
BARRY R G CORP OHIO COM 068798107 10,420 1,000 X X 28-5284 1000
BASIC ENERGY SVCS INC NEW COM 06985P100 323,870 13,900 X MERCCPAD 13900
BASIN WTR INC COM 07011T306 811,347 118,100 X MERCCPAD 118100
BASSETT FURNITURE INDS INC COM 070203104 1,030 70 X 28-5284 70
BAUSCH & LOMB INC COM 071707103 289,054 5,650 X 28-5284 5650
337,656 6,600 X X 28-5284 6600
30,184 590 X X 28-00125 590
BAXTER INTL INC COM 071813109 10,122,647 192,190 X 28-5284 186370 5820
8,864,572 168,304 X X 28-5284 158839 9465
3,450,412 65,510 X X 28-00125 60267 5243
4,740 90 X MERCBROK 90
93,753 1,780 X 28-1500 1780
16,854 320 X 28-4580 320
102,759 1,951 X X 28-4580 1951
BAY NATL CORP COM 072500101 56,250 3,000 X X 28-00125 3000
BAYER A G SPONSORED ADR 072730302 83,161 1,300 X 28-5284 1300
182,315 2,850 X X 28-5284 400 2450
6,397 100 X 28-1500 100
BAYTEX ENERGY TR TRUST UNIT 073176109 30,940 1,750 X X 28-5284 1750
BE AEROSPACE INC COM 073302101 1,052,440 33,200 X X 28-5284 33200
COLUMN TOTAL 28,778,609
FILE NO.
PAGE 37 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BEA SYS INC COM 073325102 164,949 14,232 X 28-5284 14232
36,972 3,190 X X 28-5284 3190
927,200 80,000 X X 28-00125 80000
2,561 221 X 28-1500 221
BEACON POWER CORP COM 073677106 449 516 X X 28-5284 516
BEAR STEARNS COS INC COM 073902108 315,885 2,101 X 28-5284 2101
685,746 4,561 X X 28-5284 4561
142,983 951 X 18-11135 951
3,909 26 X 28-1500 26
BEAZER HOMES USA INC NOTE 4.625% 6 07556QAL9 9,404,101 10,000 X 28-11439 10000
BEAZER HOMES USA INC COM 07556Q105 873,803 30,100 X MERCCPAD 30100
119,023 4,100 X 28-11439 4100
BECKMAN COULTER INC COM 075811109 402,060 6,293 X 28-5284 2643 3650
713,396 11,166 X X 28-5284 8311 2855
332,228 5,200 X X 28-00125 4800 400
12,778 200 X MERCBROK 200
16,739 262 X X 28-4580 262
BECTON DICKINSON & CO COM 075887109 1,224,166 15,921 X 28-5284 15921
5,325,786 69,265 X X 28-5284 61665 7600
1,356,724 17,645 X X 28-00125 15905 1740
BED BATH & BEYOND INC COM 075896100 4,942,236 123,033 X 28-5284 117775 5258
4,620,876 115,033 X X 28-5284 107968 7065
5,021 125 X X 28-00125 125
32,136 800 X MERCBROK 800
132,561 3,300 X 28-4580 3300
200,328 4,987 X X 28-4580 4987
BEIJING MED PHARM CORP COM 077255107 22,380 3,000 X X 28-5284 3000
BEL FUSE INC CL B 077347300 2,323 60 X 28-5284 60
BELL MICROPRODUCTS INC COM 078137106 1,216 190 X 28-5284 190
357,760 55,900 X MERCCPAD 55900
COLUMN TOTAL 32,378,295
FILE NO.
PAGE 38 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BELO CORP COM SER A 080555105 68,967 3,694 X 28-5284 3694
29,872 1,600 X X 28-5284 1600
561,967 30,100 X MERCCPAD 30100
BEMIS INC COM 081437105 972,751 29,133 X 28-5284 29133
112,023 3,355 X X 28-5284 3355
20,034 600 X X 28-00125 600
BENCHMARK ELECTRS INC COM 08160H101 7,644 370 X 28-5284 370
BENTLEY PHARMACEUTICALS INC COM 082657107 4,095 500 X 28-5284 500
BERKLEY W R CORP COM 084423102 3,317,365 100,162 X 28-5284 100162
2,484 75 X X 28-5284 75
1,480,464 44,700 X MERCCPAD 44700
3,134,377 94,637 X 28-4580 94637
BERKSHIRE HATHAWAY INC DEL CL A 084670108 0 219 X 28-5284 205 14
0 654 X X 28-5284 65 589
0 2,038 X X 28-00125 1947 91
0 1 X 28-05921 1
0 54 X 28-1500 45 9
0 10 X X 28-4580 10
BERKSHIRE HATHAWAY INC DEL CL B 084670207 56,023,240 15,391 X 28-5284 15022 369
26,062,400 7,160 X X 28-5284 6802 85 273
26,284,440 7,221 X X 28-00125 5436 1785
990,080 272 X 28-05921 272
11,604,320 3,188 X 28-1500 888 2300
538,720 148 X 28-4580 148
258,440 71 X X 28-4580 44 27
BERRY PETE CO CL A 085789105 35,259 1,150 X X 28-5284 1150
675 22 X 18-11135 22
COLUMN TOTAL 131,509,617
FILE NO.
PAGE 39 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BEST BUY INC SDCV 2.250% 086516AF8 2,807,500 2,500 X 28-11439 2500
BEST BUY INC COM 086516101 8,317,722 170,725 X 28-5284 166875 3850
4,591,032 94,233 X X 28-5284 91683 150 2400
259,483 5,326 X X 28-00125 5049 277
10,231 210 X 28-05921 210
292 6 X 18-11135 6
24,360 500 X 28-1500 500
552,972 11,350 X 28-11439 11350
117,172 2,405 X 28-4580 2405
83,409 1,712 X X 28-4580 1712
BEVERLY NATL CORP COM 088115100 473,247 21,859 X X 28-5284 21859
BHP BILLITON LTD SPONSORED ADR 088606108 228,829 4,723 X 28-5284 4223 500
419,093 8,650 X X 28-5284 8500 50 100
2,768,288 57,137 X X 28-00125 42670 14467
1,116,627 23,047 X 28-05921 23047
18,605 384 X 18-11135 384
130,815 2,700 X 28-1500 2700
145,350 3,000 X 28-4580 3000
1,163 24 X X 28-4580 24
BIG LOTS INC COM 089302103 15,640 500 X 28-1500 500
BIGBAND NETWORKS INC COM 089750509 331,384 18,400 X MERCCPAD 18400
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1,445,260 56,900 X X 28-5284 56900
BIO RAD LABS INC CL A 090572207 34,920 500 X 28-5284 500
209,520 3,000 X X 28-00125 3000
BIOENVISION INC COM 09059N100 818 200 X 28-5284 200
BIOMARIN PHARMACEUTICAL INC COM 09061G101 51,780 3,000 X X 28-00125 3000
BIOMET INC COM 090613100 1,056,216 24,858 X 28-5284 24858
311,452 7,330 X X 28-5284 2130 100 5100
1,504,273 35,403 X X 28-00125 23158 12245
3,187 75 X MERCBROK 75
86,042 2,025 X 28-1500 2025
COLUMN TOTAL 27,116,682
FILE NO.
PAGE 40 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BIOGEN IDEC INC COM 09062X103 487,248 10,979 X 28-5284 6379 4600
120,225 2,709 X X 28-5284 2709
45,711 1,030 X X 28-00125 690 340
1,287 29 X 18-11135 29
BIOMED REALTY TRUST INC COM 09063H107 5,260 200 X 28-5284 200
395 15 X X 28-5284 15
1,927,317 73,282 X MERCCPAD 73282
271,837 10,336 X X 28-00125 9812 524
BIOMIMETIC THERAPEUTICS INC COM 09064X101 16,540 1,000 X X 28-00125 1000
BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D201 105,600 600 X 28-5284 600
457,600 2,600 X X 28-5284 1600 1000
17,600 100 X X 28-00125 100
BIOSITE INC COM 090945106 7,557 90 X 28-5284 90
BLACK & DECKER CORP COM 091797100 3,557,979 43,592 X 28-5284 42867 725
2,800,627 34,313 X X 28-5284 32483 680 1150
1,548,005 18,966 X X 28-00125 10300 125 8541
8,162 100 X 28-1500 100
213,763 2,619 X 28-4580 2619
42,442 520 X X 28-4580 520
BJS RESTAURANTS INC COM 09180C106 5,781,168 273,600 X MERCCPAD 273600
BLACK BOX CORP DEL COM 091826107 3,289 90 X 28-5284 90
21,924 600 X X 28-5284 600
BLACKROCK GLOBAL FLG INC TR COM 091941104 5,718 300 X 28-5284 300
106,736 5,600 X X 28-5284 5600
BLACK HILLS CORP COM 092113109 66,186 1,800 X X 28-5284 1800
584,643 15,900 X MERCCPAD 15900
BLACKROCK FLA INVT QUALITY M COM 09247B109 46,124 3,455 X 28-5284 3455
14,298 1,071 X X 28-5284 1071
BLACKROCK INVT QUALITY MUN T COM 09247D105 322,302 17,008 X 28-5284 17008
BLACKROCK NY INVT QUALITY MU COM 09247E103 238,839 13,886 X 28-5284 13886
127,108 7,390 X X 28-5284 7390
COLUMN TOTAL 18,953,490
FILE NO.
PAGE 41 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BLACKROCK INCOME TR INC COM 09247F100 26,988 4,325 X 28-5284 4325
53,664 8,600 X X 28-5284 8600
6,240 1,000 X X 28-4580 1000
BLACKROCK CA INSD MUN 2008 T COM 09247G108 822,457 53,967 X 28-5284 53967
BLACKROCK FL INSD MUN 2008 T COM 09247H106 58,624 4,043 X 28-5284 4043
BLACKROCK INSD MUN 2008 TRM COM 09247K109 47,813 3,125 X 28-5284 3125
231,856 15,154 X X 28-5284 3154 12000
1,729 113 X X 28-4580 113
BLACKROCK INC COM 09247X101 34,151,078 218,483 X 28-5284 218483
1,205,775 7,714 X X 28-5284 6170 1544
1,016,015 6,500 X 28-1500 6500
6,745,545,858 43,154,922 X 28-4750 43154922
BLACKROCK INSD MUN TERM TR I COM 092474105 15,744 1,600 X 28-5284 1600
251,806 25,590 X X 28-5284 7590 18000
BLACKROCK INCOME OPP TRUST I COM 092475102 47,745 4,500 X 28-5284 4500
53,050 5,000 X X 28-5284 4000 1000
BLACKROCK INSD MUN INCOME TR COM 092479104 111,828 7,333 X 28-5284 7333
15,250 1,000 X X 28-5284 1000
BLACKROCK MUNI 2018 TERM TR COM 09248C106 76,716 4,526 X 28-5284 4526
BLACKROCK MUN INCOME TR SH BEN INT 09248F109 166,390 9,353 X 28-5284 9353
58,707 3,300 X X 28-5284 3300
BLACKROCK N J MUN INCOME TR SH BEN INT 09248J101 32,419 1,700 X 28-5284 1700
341,010 17,882 X X 28-5284 17882
BLACKROCK NY MUNI 2018 TERM COM 09248K108 12,896 807 X 28-4580 807
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 1,739 100 X 28-5284 100
BLACKROCK HIGH YIELD TR SH BEN INT 09248N102 27,377 3,448 X 28-5284 3448
BLACKROCK PA STRATEGIC MUN T COM 09248R103 244,541 14,201 X 28-5284 14201
401,243 23,301 X X 28-5284 23301
BLACKROCK STRATEGIC MUN TR COM 09248T109 179,498 9,750 X X 28-5284 9750
COLUMN TOTAL 6,785,206,056
FILE NO.
PAGE 42 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BLACKROCK NJ MUNICIPAL BOND COM 09249A109 67,154 3,572 X X 28-5284 3572
BLACKROCK CA MUNI 2018 TERM COM 09249C105 49,984 3,200 X 28-5284 3200
BLACKROCK CORE BD TR SHS BEN INT 09249E101 50,012 3,895 X 28-5284 3895
BLACKROCK FL MUNICIPAL BOND COM 09249K107 22,488 1,333 X 28-5284 1333
BLACKROCK MUNI INCOME TR II COM 09249N101 62,900 3,700 X X 28-5284 3700
31,535 1,855 X 28-1500 1855
BLACKROCK PFD OPPORTUNITY TR COM SHS 09249V103 265,700 10,000 X 28-5284 10000
94,058 3,540 X X 28-5284 3540
BLACKROCK LTD DURATION INC T COM SHS 09249W101 84,390 4,350 X 28-5284 4350
58,200 3,000 X X 28-5284 3000
BLACKROCK STRAT DIVD ACHIEVE COM 09249Y107 15,883 1,047 X X 28-5284 1047
BLACKROCK LONG-TERM MUNI ADV COM 09250B103 29,274 2,100 X 28-5284 2100
BLACKROCK WORLD INVT TR COM SHS BN INT 09250K103 20,042 1,188 X X 28-5284 1188
BLACKROCK DIVID ACHIEVRS TM COM 09250N107 3,890 260 X 28-5284 260
28,753 1,922 X X 28-5284 1922
152,592 10,200 X 28-1500 10200
BLACKROCK GLBL ENRGY & RES T COM 09250U101 11,168 400 X 28-5284 400
BLACKROCK ENHANCED DIV ACHV COM 09251A104 125,062 8,416 X 28-5284 8416
233,822 15,735 X X 28-5284 15735
17,832 1,200 X 28-1500 1200
BLACKROCK MUNIYIELD FD INC COM 09253W104 245,971 15,717 X X 28-5284 15717
BLACKROCK MUNIHLDGS FD INC COM 09254A101 13,240 1,000 X X 28-5284 1000
BLACKROCK MUNIHLDGS INSD FDI COM 09254C107 13,090 1,000 X X 28-5284 1000
BLACKROCK MUNYIELD INSD FD I COM 09254E103 30,177 2,100 X 28-5284 2100
59,865 4,166 X X 28-5284 4166
BLACKROCK MUNIYIELD QUALITY COM 09254F100 30,974 2,166 X X 28-5284 2166
COLUMN TOTAL 1,818,056
FILE NO.
PAGE 43 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BLACKROCK MUNIYIELD QUALITY COM 09254G108 12,600 1,000 X X 28-5284 1000
BLACKROCK MUNIYIELD ARIZ FD COM 09254K109 62,234 4,225 X X 28-5284 4225
BLACKROCK MUNIYIELD CALIF IN COM 09254N103 32,168 2,259 X 28-5284 2259
BLACKROCK MUNIHOLDINGS FLA I COM 09254P108 6,297 455 X 28-5284 455
129,224 9,337 X X 28-5284 9337
BLACKROCK MUNIYIELD MICH INS COM 09254V105 14,380 1,000 X X 28-5284 1000
BLACKROCK MUNIYIELD MICH INS COM 09254W103 6,745 500 X X 28-5284 500
BLACKROCK MUNIHOLDINGS N J I COM 09254X101 150,626 9,800 X X 28-5284 9800
BLACKROCK MUNIYIELD N J INSD COM 09255A100 25,075 1,700 X X 28-5284 1700
BLACKROCK MUNIYIELD PA INSD COM 09255G107 24,682 1,640 X 28-5284 1640
254,405 16,904 X X 28-5284 16904
32,102 2,133 X X 28-4580 2133
BLACKROCK PFD INCOME STRATEG COM 09255H105 10,420 500 X 28-5284 500
41,680 2,000 X X 28-5284 2000
BLACKROCK PFD & CORPORATE IN COM 09255J101 88,480 4,000 X X 28-5284 4000
BLACKROCK ENHANCED GOVT FD I COM 09255K108 74,813 3,750 X 28-5284 3750
BLACKROCK CORPOR HI YLD FD V COM 09255N102 115,881 8,440 X 28-5284 8440
BLACKROCK DEBT STRAT FD INC COM 09255R103 177,456 24,681 X 28-5284 24681
173,279 24,100 X X 28-5284 24100
BLACKROCK SR HIGH INCOME FD COM 09255T109 12,660 2,000 X 28-5284 2000
BLAIR CORP COM 092828102 22,449,922 537,208 X 28-5284 537208
494,794 11,840 X X 28-5284 11840
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 52,021 1,320 X X 28-5284 1320
COLUMN TOTAL 24,441,944
FILE NO.
PAGE 44 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BLOCK H & R INC COM 093671105 820,329 38,989 X 28-5284 38389 600
363,150 17,260 X X 28-5284 17260
84,160 4,000 X X 28-00125 4000
10,352 492 X 28-1500 492
105,200 5,000 X 28-4580 5000
BLOCKBUSTER INC CL A 093679108 3,349 520 X 28-5284 520
25,760 4,000 X X 28-5284 4000
74,060 11,500 X X 28-00125 11500
BLOCKBUSTER INC CL B 093679207 3,120 520 X 28-5284 520
BLOUNT INTL INC NEW COM 095180105 124,500 10,000 X 28-1500 10000
BLUE DOLPHIN ENERGY CO COM NEW 095395208 74 18 X 28-1500 18
BLYTH INC COM 09643P108 56,997 2,700 X 28-5284 2700
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 11,055 300 X 28-5284 300
22,110 600 X X 28-5284 600
BOB EVANS FARMS INC COM 096761101 19,399 525 X X 28-00125 525
BOEING CO COM 097023105 17,425,293 195,988 X 28-5284 144582 51406
25,262,176 284,132 X X 28-5284 276729 7403
2,773,903 31,199 X X 28-00125 21476 9723
18,582 209 X MERCBROK 209
2,223 25 X 18-11135 25
283,001 3,183 X 28-1500 3183
355,640 4,000 X 28-4580 4000
88,910 1,000 X X 28-4580 1000
BORDERS GROUP INC COM 099709107 187,149 9,165 X X 28-5284 300 8865
959,740 47,000 X MERCCPAD 47000
457,510 22,405 X X 28-00125 18865 635 2905
BORG WARNER INC COM 099724106 18,855 250 X 28-5284 250
24,738 328 X X 28-5284 328
44,272 587 X X 28-00125 175 412
BOSTON PRIVATE FINL HLDGS IN COM 101119105 5,305 190 X 28-5284 190
1,167,056 41,800 X MERCCPAD 41800
COLUMN TOTAL 50,797,968
FILE NO.
PAGE 45 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BOSTON PROPERTIES INC COM 101121101 5,259,168 44,797 X 28-5284 44697 100
10,389,313 88,495 X X 28-5284 60495 28000
7,920,978 67,470 X MERCCPAD 67470
1,120,583 9,545 X X 28-00125 8565 980
70,440 600 X 28-1500 600
11,740 100 X 28-4580 100
BOSTON SCIENTIFIC CORP COM 101137107 402,016 27,649 X 28-5284 27314 335
774,095 53,239 X X 28-5284 52320 919
16,658,333 1,145,690 X MERCCPAD 1145690
33,476,373 2,302,364 X X 28-00125 1971396 10441 320527
5,089 350 X MERCBROK 350
223,102 15,344 X 28-1500 265 15079
BOWATER INC COM 102183100 871,812 36,600 X MERCCPAD 36600
4,764 200 X X 28-4580 200
BOWL AMER INC CL A 102565108 760 46 X X 28-5284 46
BOWNE & CO INC COM 103043105 2,989 190 X 28-5284 190
69,212 4,400 X X 28-00125 4400
50,635 3,219 X 18-11135 3219
BOYD GAMING CORP COM 103304101 113,336 2,379 X 28-5284 2379
90,516 1,900 X X 28-5284 1900
476 10 X X 28-4580 10
BRADY CORP CL A 104674106 814,008 26,090 X 28-5284 25800 290
87,360 2,800 X X 28-5284 2800
BRANDYWINE OPER PARTNERSHIP NOTE 3.875% 105340AH6 2,023,471 2,000 X 28-11439 2000
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 33,410 1,000 X 28-5284 1000
59,136 1,770 X X 28-5284 1770
1,517,549 45,422 X MERCCPAD 45422
281,145 8,415 X X 28-00125 8415
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 1,804 40 X 28-1500 40
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 25,896 800 X X 28-5284 800
BRIGGS & STRATTON CORP COM 109043109 151,628 4,915 X 28-5284 4655 260
1,354,315 43,900 X X 28-5284 43900
3,085 100 X X 28-00125 100
COLUMN TOTAL 83,868,537
FILE NO.
PAGE 46 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 20,951 555 X 28-5284 555
717 19 X 18-11135 19
BRIGHTPOINT INC COM NEW 109473405 938 82 X X 28-00125 82
BRINKER INTL INC COM 109641100 106,439 3,255 X 28-5284 3255
207,645 6,350 X X 28-5284 6350
84,104 2,572 X 28-1500 2572
BRINKS CO COM 109696104 1,484,730 23,400 X MERCCPAD 23400
63,640 1,003 X 28-1500 1003
BRISTOL MYERS SQUIBB CO COM 110122108 56,134,717 2,022,144 X 28-5284 1981708 40436
76,595,947 2,759,220 X X 28-5284 2638532 9786 110902
13,904,262 500,874 X X 28-00125 372860 925 127089
693,112 24,968 X 28-05921 24968
66,541 2,397 X MERCBROK 2397
472 17 X 18-11135 17
2,580,459 92,956 X 28-1500 92956
2,188,376 78,832 X 28-4580 75632 3200
2,589,758 93,291 X X 28-4580 91780 1511
BRISTOL MYERS SQUIBB CO PFD CV $2 110122207 3,200 8 X X 28-00125 8
BRISTOW GROUP INC COM 110394103 7,290 200 X X 28-5284 200
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 31,520 500 X 28-5284 500
BROADCOM CORP CL A 111320107 168,271 5,247 X 28-5284 5247
73,280 2,285 X X 28-5284 2285
304,665 9,500 X MERCCPAD 9500
2,436,198 75,965 X X 28-00125 56685 19280
481 15 X 18-11135 15
BROCADE COMMUNICATIONS SYS I COM 111621108 5,464 574 X 28-5284 564 10
67 7 X X 28-5284 7
655,928 68,900 X MERCCPAD 68900
6,931 728 X X 28-00125 726 2
952 100 X 28-1500 100
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 324,326 6,206 X 28-5284 6206
227,331 4,350 X X 28-5284 600 3750
COLUMN TOTAL 160,968,712
FILE NO.
PAGE 47 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BROOKFIELD PPTYS CORP COM 112900105 36,875 915 X X 28-5284 15 900
BROOKLINE BANCORP INC DEL COM 11373M107 26,607 2,100 X 28-5284 2100
12,670 1,000 X X 28-5284 1000
95,025 7,500 X X 28-00125 7500
BROWN & BROWN INC COM 115236101 217,644 8,046 X 28-5284 3846 4200
10,820 400 X X 28-5284 400
183,940 6,800 X X 28-00125 6800
BROWN FORMAN CORP CL A 115637100 10,559,707 152,862 X 28-5284 123988 28874
3,110,672 45,030 X X 28-5284 45030
54,988 796 X 28-1500 796
BROWN FORMAN CORP CL B 115637209 12,548,708 191,408 X 28-5284 187408 4000
20,379,588 310,854 X X 28-5284 306254 4600
131,120 2,000 X X 28-00125 2000
449,217 6,852 X 28-1500 6852
BROWN SHOE INC NEW COM 115736100 6,510 155 X 28-5284 155
4,200 100 X X 28-5284 100
BRUKER BIOSCIENCES CORP COM 116794108 88,915 8,452 X 18-11135 8452
BRUNSWICK CORP COM 117043109 25,480 800 X 28-5284 800
853,580 26,800 X MERCCPAD 26800
BRUSH ENGINEERED MATLS INC COM 117421107 5,332 110 X 28-5284 110
24,235 500 X X 28-5284 500
109,058 2,250 X X 28-00125 2250
BRYN MAWR BK CORP COM 117665109 180,570 7,800 X 28-5284 7800
317,155 13,700 X X 28-5284 8600 5100
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1,646,627 33,118 X 28-5284 33118
477,312 9,600 X X 28-5284 9600
BUCKEYE TECHNOLOGIES INC COM 118255108 2,726 210 X 28-5284 210
BUCYRUS INTL INC NEW CL A 118759109 10,300 200 X 28-5284 200
BUFFALO WILD WINGS INC COM 119848109 8,408 132 X 28-1500 132
COLUMN TOTAL 51,577,989
FILE NO.
PAGE 48 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
BUILD A BEAR WORKSHOP COM 120076104 1,511 55 X 28-5284 55
89,607 3,262 X X 28-00125 3262
BUILDING MATLS HLDG CORP COM 120113105 8,150 450 X 28-5284 300 150
7,244 400 X X 28-5284 400
BURLINGTON NORTHN SANTA FE C COM 12189T104 13,783,450 171,372 X 28-5284 166547 200 4625
14,553,889 180,951 X X 28-5284 178053 988 1910
583,439 7,254 X X 28-00125 5156 2098
120,645 1,500 X 28-1500 1500
66,757 830 X 28-4580 830
596,308 7,414 X X 28-4580 7414
C & F FINL CORP COM 12466Q104 2,065,650 47,000 X 28-1500 47000
C&D TECHNOLOGIES INC COM 124661109 805 160 X 28-5284 160
CAS MED SYS INC COM PAR $0.004 124769209 10,485 1,500 X X 28-5284 1500
CBL & ASSOC PPTYS INC COM 124830100 67,933 1,515 X 28-5284 1515
4,305 96 X X 28-5284 96
53,808 1,200 X X 28-00125 1200
439,432 9,800 X 28-1500 9800
CBS CORP NEW CL A 124857103 24,855 812 X 28-5284 415 397
41,844 1,367 X X 28-5284 1292 75
459,150 15,000 X X 28-00125 15000
CBS CORP NEW CL B 124857202 1,257,677 41,114 X 28-5284 40734 380
1,525,554 49,871 X X 28-5284 49566 305
1,888,076 61,722 X X 28-00125 60522 1200
1,591 52 X MERCBROK 52
1,530 50 X 28-4580 50
67,543 2,208 X X 28-4580 2208
CBRL GROUP INC COM 12489V106 83,340 1,800 X 28-5284 1800
CB RICHARD ELLIS GROUP INC CL A 12497T101 30,762 900 X 28-5284 900
56,397 1,650 X X 28-5284 1650
CBRE REALTY FINANCE INC COM 12498B307 1,502,134 113,540 X MERCCPAD 113540
882,044 66,670 X X 28-00125 65050 1620
COLUMN TOTAL 40,275,915
FILE NO.
PAGE 49 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
C COR INC COM 125010108 17,741 1,280 X 28-5284 1000 280
11,088 800 X X 28-5284 800
C D I CORP COM 125071100 1,735 60 X 28-5284 60
C D W CORP COM 12512N105 31,492,765 512,661 X 28-5284 499536 13125
5,793,770 94,315 X X 28-5284 87810 2580 3925
131,460 2,140 X X 28-00125 1950 190
2,641 43 X 18-11135 43
3,556,551 57,896 X 28-1500 54923 2973
CEC ENTMT INC COM 125137109 26,170 630 X 28-5284 450 180
855,724 20,600 X MERCCPAD 20600
99,696 2,400 X X 28-00125 2400
CF INDS HLDGS INC COM 125269100 3,855 100 X X 28-00125 100
CHC HELICOPTER CORP CL A SUB VTG 12541C203 2,038 100 X X 28-5284 100
CH ENERGY GROUP INC COM 12541M102 47,229 970 X 28-5284 900 70
45,038 925 X X 28-5284 925
24,345 500 X X 28-4580 500
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 19,220 400 X X 28-5284 400
CIGNA CORP COM 125509109 7,075,793 49,599 X 28-5284 49599
18,458,920 129,391 X X 28-5284 123391 6000
2,617,098 18,345 X X 28-00125 8183 10162
131,961 925 X X 28-4580 925
CIT GROUP INC COM 125581108 31,752 600 X 28-5284 600
83,084 1,570 X 18-11135 1570
CLECO CORP NEW COM 12561W105 29,834 1,155 X 28-5284 1155
48,612 1,882 X X 28-5284 1882
10,332 400 X X 28-00125 400
CMGI INC COM 125750109 318 150 X 28-5284 150
1,060 500 X X 28-5284 500
88,828 41,900 X X 28-00125 41900
CMS ENERGY CORP COM 125896100 3,738 210 X 28-5284 210
46,280 2,600 X X 28-00125 2600
COLUMN TOTAL 70,758,676
FILE NO.
PAGE 50 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CPI CORP COM 125902106 1,575 30 X 28-5284 30
CSK AUTO CORP COM 125965103 178,880 10,400 X 28-5284 10400
72,240 4,200 X X 28-00125 4200
CNB FINL CORP PA COM 126128107 52,125 3,750 X X 28-5284 3750
CNOOC LTD SPONSORED ADR 126132109 52,578 600 X X 28-5284 600
2,103 24 X X 28-4580 24
CRA INTL INC COM 12618T105 26,873 515 X X 28-5284 515
7,514 144 X 28-1500 144
CRH PLC ADR 12626K203 2,827 65 X X 28-5284 65
110,465 2,540 X 28-05921 2540
252,633 5,809 X 18-11135 5809
CSG SYS INTL INC COM 126349109 30,524 1,220 X 28-5284 1220
CSX CORP COM 126408103 2,884,962 72,034 X 28-5284 69030 3004
2,115,321 52,817 X X 28-5284 47617 5200
1,607,887 40,147 X X 28-00125 33297 800 6050
801 20 X 18-11135 20
144,180 3,600 X 28-4580 3600
CTS CORP COM 126501105 10,199 738 X 28-5284 528 210
62,508 4,523 X 18-11135 4523
CVS CORP COM 126650100 37,214,239 1,090,048 X 28-5284 1041448 48600
5,157,325 151,064 X X 28-5284 139684 5150 6230
2,138,120 62,628 X X 28-00125 46287 16341
868,692 25,445 X 28-05921 25445
94,704 2,774 X 18-11135 2774
5,744,909 168,275 X 28-1500 140210 28065
34,652 1,015 X 28-4580 1015
79,102 2,317 X X 28-4580 2317
CA INC COM 12673P105 581,213 22,432 X 28-5284 13832 8600
419,742 16,200 X X 28-5284 4400 11800
7,773 300 X MERCBROK 300
CABELAS INC COM 126804301 19,848 800 X X 28-5284 800
3,722 150 X X 28-00125 150
COLUMN TOTAL 59,980,236
FILE NO.
PAGE 51 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,434 80 X 28-5284 80
106,505 3,500 X X 28-5284 3500
CABOT CORP COM 127055101 477,300 10,000 X X 28-00125 10000
19,092 400 X X 28-4580 400
CABOT MICROELECTRONICS CORP COM 12709P103 737 22 X 18-11135 22
3,753 112 X X 28-4580 112
CABOT OIL & GAS CORP COM 127097103 17,503 260 X 28-5284 260
CACI INTL INC CL A 127190304 13,824 295 X 28-5284 135 160
CADBURY SCHWEPPES PLC ADR 127209302 118,048 2,298 X 28-5284 2298
167,466 3,260 X X 28-5284 3260
707,879 13,780 X 28-05921 13780
467,467 9,100 X X 28-4580 9100
CADENCE FINL CORP COM 12738A101 94,000 4,700 X X 28-5284 4700
CADENCE DESIGN SYSTEM INC NOTE 8 127387AB4 2,716,899 2,000 X 28-11439 2000
CADENCE DESIGN SYSTEM INC COM 127387108 40,541 1,925 X X 28-5284 1925
57,599 2,735 X X 28-00125 1530 1205
37,908 1,800 X 28-11439 1800
CAL DIVE INTL INC DEL COM 12802T101 1,225,884 100,400 X MERCCPAD 100400
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 344,966 20,364 X 28-5284 20364
373,493 22,048 X X 28-5284 20855 1193
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 41,715 2,061 X 28-5284 2061
CALAMOS GLOBAL TOTAL RETURN COM SH BEN INT 128118106 81,655 4,764 X 28-5284 4764
CALGON CARBON CORP COM 129603106 407,190 49,000 X 28-5284 49000
CALIFORNIA WTR SVC GROUP COM 130788102 38,703 1,010 X 28-5284 1010
5,748 150 X X 28-5284 150
134,120 3,500 X X 28-00125 3500
CALLAWAY GOLF CO COM 131193104 1,576 100 X 28-5284 100
85,104 5,400 X X 28-00125 5400
COLUMN TOTAL 7,789,109
FILE NO.
PAGE 52 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CAMBRIDGE DISPLAY TECH INC COM 132193103 2,750 500 X 28-5284 500
62,161 11,302 X 28-1500 11302
CAMDEN NATL CORP COM 133034108 1,006,880 23,200 X 28-1500 23200
CAMDEN PPTY TR SH BEN INT 133131102 2,162,243 30,753 X 28-5284 30753
1,555,468 22,123 X X 28-5284 22123
4,004,155 56,950 X MERCCPAD 56950
529,083 7,525 X X 28-00125 7115 410
CAMECO CORP COM 13321L108 90,068 2,200 X 28-5284 2200
247,687 6,050 X X 28-5284 6050
88,430 2,160 X 18-11135 2160
499,468 12,200 X 28-1500 12200
1,146 28 X X 28-4580 28
CAMERON INTERNATIONAL CORP COM 13342B105 6,279 100 X 28-5284 100
894,444 14,245 X X 28-5284 13420 825
31,395 500 X X 28-00125 500
CAMPBELL SOUP CO COM 134429109 4,109,147 105,498 X 28-5284 104248 1250
216,818,603 5,566,588 X X 28-5284 126942 1249480 4190166
179,560 4,610 X X 28-00125 2530 2080
25,318 650 X MERCBROK 650
214,225 5,500 X 28-1500 5500
27,421 704 X 28-4580 704
66,215 1,700 X X 28-4580 1700
CANADIAN NATL RY CO COM 136375102 50,099 1,135 X 28-5284 1135
139,041 3,150 X X 28-5284 2950 200
CANADIAN NAT RES LTD COM 136385101 58,225 1,055 X 28-5284 1055
33,114 600 X X 28-5284 200 400
212,206 3,845 X 18-11135 3845
13,908 252 X 28-1500 252
82,785 1,500 X X 28-4580 1500
CANADIAN PAC RY LTD COM 13645T100 115,723 2,050 X X 28-5284 2050
CANETIC RES TR COM 137513107 12,960 1,000 X X 28-5284 1000
CANO PETE INC COM 137801106 904 200 X X 28-5284 200
COLUMN TOTAL 233,341,111
FILE NO.
PAGE 53 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CANON INC ADR 138006309 402,600 7,500 X 28-5284 7500
170,434 3,175 X X 28-5284 3175
807,025 15,034 X 28-05921 15034
CAPE FEAR BK CORP COM 139380109 228,369 19,687 X X 28-5284 19687
CAPITAL BK CORP COM 139793103 883,200 51,200 X 28-1500 51200
CAPITAL LEASE FDG INC COM 140288101 52,479 4,900 X X 28-00125 4900
CAPITAL ONE FINL CORP COM 14040H105 2,037,722 27,004 X 28-5284 20054 6950
1,973,807 26,157 X X 28-5284 14709 2688 8760
17,435,788 231,060 X MERCCPAD 231060
45,098,744 597,651 X X 28-00125 504538 2170 90943
1,283 17 X 28-05921 17
31,693 420 X MERCBROK 420
368,018 4,877 X 28-1500 100 4777
CAPITAL TRUST INC MD CL A NEW 14052H506 4,557 100 X X 28-5284 100
CAPITALSOURCE INC COM 14055X102 203,804 8,110 X X 28-5284 1400 6710
29,804 1,186 X X 28-00125 1186
105,546 4,200 X 28-1500 4200
CAPITOL FED FINL COM 14057C106 22,686 600 X 28-5284 600
CAPSTONE TURBINE CORP COM 14067D102 1,760 1,660 X X 28-5284 1660
3,180 3,000 X 28-1500 3000
CARBO CERAMICS INC COM 140781105 4,888 105 X 28-5284 105
1,308,055 28,100 X MERCCPAD 28100
CARAUSTAR INDS INC COM 140909102 1,068 170 X 28-5284 170
CARDIAC SCIENCE CORP COM 14141A108 2,196 240 X X 28-5284 240
CARDICA INC COM 14141R101 16,350 3,000 X 28-5284 3000
CARDINAL FINL CORP COM 14149F109 24,950 2,500 X 28-1500 2500
COLUMN TOTAL 71,220,006
FILE NO.
PAGE 54 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CARDINAL HEALTH INC COM 14149Y108 14,240,278 195,206 X 28-5284 188596 6610
7,306,599 100,159 X X 28-5284 91216 250 8693
1,115,260 15,288 X X 28-00125 12630 2658
511,015 7,005 X 28-05921 7005
81,193 1,113 X 18-11135 1113
1,000,436 13,714 X 28-1500 5430 8284
24,365 334 X 28-4580 334
92,063 1,262 X X 28-4580 1262
CARDIOME PHARMA CORP COM NEW 14159U202 2,030 200 X X 28-5284 200
45,066 4,440 X X 28-00125 4440
CAREER EDUCATION CORP COM 141665109 65,575 2,150 X 28-5284 2150
112,850 3,700 X X 28-00125 3700
CARLISLE COS INC COM 142339100 575,262 13,400 X 28-5284 13400
523,746 12,200 X X 28-5284 6200 6000
72,079 1,679 X 18-11135 1679
CARMAX INC COM 143130102 1,237,209 50,416 X 28-5284 50416
160,443 6,538 X X 28-5284 6538
1,030,680 42,000 X X 28-00125 12600 8600 20800
CARNIVAL PLC ADR 14365C103 580,809 12,065 X 28-05921 12065
CARNIVAL CORP DBCV 1.132% 143658AV4 6,683,706 9,592 X 28-11439 9592
CARNIVAL CORP PAIRED CTF 143658300 6,574,317 140,297 X 28-5284 125097 15200
2,147,172 45,821 X X 28-5284 41636 4185
608,524 12,986 X X 28-00125 12501 485
637,296 13,600 X 28-11439 13600
23,430 500 X 28-4580 500
62,136 1,326 X X 28-4580 1326
CARPENTER TECHNOLOGY CORP COM 144285103 10,270,638 85,050 X 28-5284 36050 49000
1,273,293 10,544 X X 28-5284 2844 7700
604 5 X 18-11135 5
CARREKER CORP COM 144433109 1,123 140 X 28-5284 140
CARTER INC COM 146229109 12,670 500 X 28-1500 500
CASCADE CORP COM 147195101 5,988 100 X X 28-5284 100
CASCADE NAT GAS CORP COM 147339105 1,581 60 X 28-5284 60
COLUMN TOTAL 57,079,436
FILE NO.
PAGE 55 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CASELLA WASTE SYS INC CL A 147448104 547,536 56,100 X MERCCPAD 56100
CASEYS GEN STORES INC COM 147528103 6,503 260 X 28-5284 260
87,210 3,487 X 18-11135 3487
CASH AMER INTL INC COM 14754D100 6,560 160 X 28-5284 160
CASTLE A M & CO COM 148411101 1,762 60 X 28-5284 60
CASUAL MALE RETAIL GRP INC COM 148711104 26,984 2,281 X 18-11135 2281
CATALINA MARKETING CORP COM 148867104 25,580 810 X 28-5284 810
113,688 3,600 X X 28-00125 3600
CATALYTICA ENERGY SYS INC COM 148884109 1,073 745 X X 28-5284 745
CATAPULT COMMUNICATIONS CORP COM 149016107 584 60 X 28-5284 60
CATERPILLAR INC DEL COM 149123101 11,333,633 169,083 X 28-5284 155605 13478
11,213,449 167,290 X X 28-5284 159238 520 7532
12,625,033 188,349 X X 28-00125 120553 3750 64046
42,497 634 X MERCBROK 634
114,956 1,715 X 18-11135 1715
288,229 4,300 X 28-1500 4300
1,981,742 29,565 X 28-11439 29565
279,381 4,168 X 28-4580 4168
320,135 4,776 X X 28-4580 4776
CATHAY GENERAL BANCORP COM 149150104 23,446 690 X 28-5284 690
231,064 6,800 X X 28-5284 6800
CATO CORP NEW CL A 149205106 3,859 165 X 28-5284 165
1,102,839 47,150 X MERCCPAD 47150
81,865 3,500 X X 28-00125 3500
CBOT HLDGS INC CL A 14984K106 6,534 36 X X 28-00125 36
CEDAR FAIR L P DEPOSITRY UNIT 150185106 3,158,822 110,603 X 28-5284 110603
144,228 5,050 X X 28-5284 5050
55,692 1,950 X 28-05921 1950
19,992 700 X 28-1500 700
CEDAR SHOPPING CTRS INC COM NEW 150602209 64,800 4,000 X X 28-00125 4000
COLUMN TOTAL 43,909,676
FILE NO.
PAGE 56 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CELANESE CORP DEL PFD 4.25% CONV 150870202 5,966,750 145,000 X 28-11439 145000
CELGENE CORP COM 151020104 131,307 2,503 X 28-5284 2503
196,200 3,740 X X 28-5284 3740
3,882 74 X 18-11135 74
28,853 550 X 28-1500 550
CELSION CORPORATION COM NEW 15117N305 18,057 4,666 X X 28-00125 4666
CEMEX SAB DE CV SPON ADR 5 ORD 151290889 177,833 5,430 X 28-5284 5430
77,487 2,366 X X 28-5284 2366
84,495 2,580 X 28-05921 2580
77,781 2,375 X 18-11135 2375
106,634 3,256 X 28-1500 3256
CENTENE CORP DEL COM 15135B101 12,594 600 X 28-5284 600
CENTER FINL CORP CALIF COM 15146E102 19,770 1,000 X 28-5284 1000
296,550 15,000 X X 28-5284 15000
CENTERPOINT ENERGY INC NOTE 3.750% 5 15189TAM9 5,573,400 3,500 X 28-11439 3500
CENTERPOINT ENERGY INC COM 15189T107 206,741 11,524 X 28-5284 11524
187,419 10,447 X X 28-5284 10447
159,827 8,909 X X 28-00125 7259 1650
2,422 135 X 28-1500 135
7,176 400 X 28-4580 400
CENTERPLATE INC UNIT 99/99/999 15200E204 50,406 3,100 X X 28-5284 3100
3,252 200 X X 28-00125 200
CENTEX CORP COM 152312104 10,027 240 X 28-5284 240
2,173 52 X 28-1500 52
2,822,740 67,562 X 28-11439 67562
CENTRAL BANCORP INC MASS COM 152418109 51,000 1,700 X X 28-00125 1700
CENTRAL EUROPE AND RUSSIA FD COM 153436100 67,117 1,333 X X 28-5284 1333
CENTRAL FD CDA LTD CL A 153501101 591,730 62,950 X 28-5284 62950
9,400 1,000 X X 28-4580 1000
CENTRAL GARDEN & PET CO COM 153527106 10,339 700 X 28-5284 700
COLUMN TOTAL 16,953,362
FILE NO.
PAGE 57 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CENTRAL JERSEY BANCORP NJ COM 153770102 2,103 210 X 28-5284 210
CENTRAL PAC FINL CORP COM 154760102 71,458 1,954 X 28-5284 1954
109,710 3,000 X X 28-5284 3000
855,738 23,400 X 28-1500 23400
CENTRAL PKG CORP COM 154785109 2,440 110 X 28-5284 110
4,436 200 X X 28-5284 200
CENTRAL VT PUB SVC CORP COM 155771108 1,729 60 X 28-5284 60
8,646 300 X X 28-00125 300
CENTURY ALUM CO COM 156431108 5,626 120 X 28-5284 120
125,029 2,667 X X 28-00125 2667
CEPHEID COM 15670R107 2,851 240 X 28-1500 240
CENTURYTEL INC COM 156700106 1,018,040 22,528 X 28-5284 22033 495
65,390 1,447 X X 28-5284 1447
22,143 490 X X 28-00125 490
57,436 1,271 X 18-11135 1271
CEPHALON INC COM 156708109 116,072 1,630 X 28-5284 1630
5,899,036 82,840 X MERCCPAD 82840
17,628,178 247,552 X X 28-00125 194351 815 52386
20,295 285 X MERCBROK 285
CERADYNE INC COM 156710105 1,916 35 X 28-5284 35
5,474 100 X X 28-5284 100
2,375,716 43,400 X MERCCPAD 43400
164,220 3,000 X X 28-00125 3000
CERIDIAN CORP NEW COM 156779100 174,200 5,000 X 28-5284 5000
94,834 2,722 X X 28-5284 2722
CERNER CORP COM 156782104 1,274,947 23,415 X X 28-00125 9690 13725
CHAMPION ENTERPRISES INC COM 158496109 4,664 530 X 28-5284 100 430
880 100 X X 28-5284 100
CHAMPS ENTMT INC DEL COM 158787101 1,144 200 X 28-1500 200
CHAPARRAL STL CO DEL COM 159423102 814,380 14,000 X X 28-5284 14000
COLUMN TOTAL 30,928,731
FILE NO.
PAGE 58 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CHARLES RIV LABS INTL INC COM 159864107 211,223 4,566 X X 28-00125 4566
294,260 6,361 X 28-1500 937 5424
CHARTERMAC SH BEN INT 160908109 7,547 390 X 28-5284 390
52,245 2,700 X X 28-5284 2700
96,750 5,000 X X 28-00125 1667 3333
38,700 2,000 X 28-1500 2000
CHARLOTTE RUSSE HLDG INC COM 161048103 905,075 31,350 X X 28-5284 31350
CHARMING SHOPPES INC COM 161133103 829,189 64,030 X 28-5284 64030
5,569 430 X X 28-5284 430
CHARTWELL DIVD & INCOME FD I COM 16139P104 4,012 400 X 28-5284 400
50,150 5,000 X X 28-5284 5000
CHATTEM INC COM 162456107 17,682 300 X 28-5284 300
1,231,846 20,900 X MERCCPAD 20900
195,445 3,316 X X 28-00125 3316
295 5 X 28-1500 5
CHECKFREE CORP NEW COM 162813109 165,236 4,455 X 28-5284 4255 200
48,885 1,318 X X 28-5284 1318
10,979 296 X 28-4580 296
CHECKPOINT SYS INC COM 162825103 4,732 200 X 28-5284 200
908,544 38,400 X MERCCPAD 38400
CHEESECAKE FACTORY INC COM 163072101 170,214 6,387 X 28-5284 6387
43,120 1,618 X X 28-00125 1618
CHEMED CORP NEW COM 16359R103 9,792 200 X 28-5284 200
127,296 2,600 X X 28-00125 2600
CHEMICAL FINL CORP COM 163731102 73,045 2,452 X 28-1500 2452
CHEMTURA CORP COM 163893100 102,163 9,347 X 28-5284 9347
47,491 4,345 X X 28-5284 4345
27,762 2,540 X X 28-00125 2318 222
CHEROKEE INC DEL NEW COM 16444H102 22,477 522 X X 28-5284 522
CHESAPEAKE CORP COM 165159104 1,812 120 X 28-5284 120
COLUMN TOTAL 5,703,536
FILE NO.
PAGE 59 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CHESAPEAKE ENERGY CORP COM 165167107 344,466 11,155 X 28-5284 10155 1000
709,622 22,980 X X 28-5284 22980
2,316,000 75,000 X X 28-00125 74000 1000
89,552 2,900 X 28-1500 2900
371,795 12,040 X 28-11439 12040
6,855 222 X X 28-4580 222
CHESAPEAKE UTILS CORP COM 165303108 210,392 6,800 X X 28-5284 5600 1200
30,940 1,000 X X 28-00125 1000
CHEVRON CORP NEW COM 166764100 147,575,051 1,995,336 X 28-5284 1927845 67491
130,909,644 1,770,006 X X 28-5284 1537401 2525 230080
513,282 6,940 X MERCCPAD 6940
44,672,062 604,003 X X 28-00125 446904 3158 153941
1,497,394 20,246 X 28-05921 20246
286,595 3,875 X MERCBROK 3875
87,864 1,188 X 18-11135 1188
2,227,601 30,119 X 28-1500 30119
3,798,734 51,362 X 28-4580 51262 100
2,672,988 36,141 X X 28-4580 33117 944 2080
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 1,140,825 37,100 X X 28-5284 36800 300
CHICAGO MERCANTILE HLDGS INC CL A 167760107 23,428 44 X 28-5284 44
21,831 41 X X 28-5284 41
2,983,373 5,603 X X 28-00125 4128 1475
CHICOS FAS INC COM 168615102 303,176 12,410 X 28-5284 12210 200
32,736 1,340 X X 28-5284 1340
117,142 4,795 X X 28-00125 3275 1520
70,847 2,900 X 28-1500 2900
CHILE FD INC COM 168834109 5,265 300 X X 28-5284 300
CHILDRENS PL RETAIL STORES I COM 168905107 836 15 X 18-11135 15
CHINA FD INC COM 169373107 9,648 300 X X 28-5284 200 100
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 121,095 2,700 X 28-5284 2700
102,707 2,290 X X 28-5284 2290
135,896 3,030 X 28-05921 3030
8,970 200 X X 28-4580 200
COLUMN TOTAL 343,398,612
FILE NO.
PAGE 60 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 194,304 2,300 X 28-5284 2300
16,896 200 X X 28-5284 200
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 9,794 200 X 28-5284 200
CHINA UNICOM LTD SPONSORED ADR 16945R104 4,245 300 X 28-5284 300
17,688 1,250 X X 28-00125 1250
CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 12,689 550 X 28-5284 550
23,070 1,000 X X 28-5284 1000
CHIPOTLE MEXICAN GRILL INC CL A 169656105 71,415 1,150 X 28-5284 1150
128,858 2,075 X X 28-5284 2075
2,074,140 33,400 X MERCCPAD 33400
93,150 1,500 X X 28-00125 750 750
CHIPOTLE MEXICAN GRILL INC CL B 169656204 2,813 49 X 28-5284 49
2,755 48 X X 28-5284 48
19,803 345 X X 28-00125 124 221
CHOICE HOTELS INTL INC COM 169905106 70,860 2,000 X X 28-5284 2000
65,368 1,845 X 18-11135 1845
53,145 1,500 X X 28-4580 1500
CHIQUITA BRANDS INTL INC *W EXP 03/19/2 170032114 738 476 X 28-5284 476
CHIQUITA BRANDS INTL INC COM 170032809 393 28 X 28-5284 28
86,924 6,200 X X 28-00125 6200
CHITTENDEN CORP COM 170228100 7,306 242 X 28-5284 242
7,397 245 X 28-05921 245
CHOICEPOINT INC COM 170388102 118,653 3,170 X 28-5284 3170
44,916 1,200 X X 28-5284 1200
4,604 123 X 18-11135 123
CHRISTOPHER & BANKS CORP COM 171046105 3,797 195 X 28-5284 195
COLUMN TOTAL 3,135,721
FILE NO.
PAGE 61 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CHUBB CORP COM 171232101 13,850,195 268,051 X 28-5284 260221 7830
8,879,800 171,856 X X 28-5284 160260 11596
1,124,339 21,760 X MERCCPAD 21760
20,204,468 391,029 X X 28-00125 328191 1250 61588
130,932 2,534 X 18-11135 2534
35,652 690 X 28-1500 690
137,442 2,660 X X 28-4580 2660
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 1,992 100 X X 28-00125 100
777 39 X 18-11135 39
CHURCH & DWIGHT INC COM 171340102 222,799 4,425 X 28-5284 4425
7,023,825 139,500 X X 28-5284 139500
10,951,125 217,500 X 28-11439 217500
CHURCHILL DOWNS INC COM 171484108 3,366,939 74,178 X 28-5284 74078 100
94,411 2,080 X X 28-5284 2080
139,665 3,077 X 28-1500 1755 1322
CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W206 66,100 2,000 X 28-5284 2000
33,050 1,000 X X 28-5284 1000
CIBER INC COM 17163B102 2,597 330 X 28-5284 330
CIENA CORP COM NEW 171779309 391 14 X 28-5284 14
7,267 260 X X 28-00125 260
CIMAREX ENERGY CO COM 171798101 141,935 3,834 X 28-5284 3834
429,432 11,600 X X 28-5284 7600 4000
CINCINNATI BELL INC NEW COM 171871106 336,586 71,614 X 28-5284 71614
26,414 5,620 X X 28-5284 5620
CINCINNATI BELL INC NEW PFD CV DEP1/20 171871403 74,800 1,600 X X 28-5284 1600
CINCINNATI FINL CORP COM 172062101 44,693,967 1,054,103 X 28-5284 995630 58473
5,110,430 120,529 X X 28-5284 116149 4380
762,988 17,995 X X 28-00125 15080 490 2425
47,827 1,128 X 18-11135 1128
964,558 22,749 X 28-1500 22749
CIRCOR INTL INC COM 17273K109 24,990 700 X X 28-5284 700
COLUMN TOTAL 118,887,693
FILE NO.
PAGE 62 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CIRCUIT CITY STORE INC COM 172737108 20,383 1,100 X 28-5284 1100
11,748 634 X X 28-5284 634
CISCO SYS INC COM 17275R102 131,920,097 5,167,258 X 28-5284 5027138 140120
78,452,567 3,072,956 X X 28-5284 2932022 32368 108566
12,110,666 474,370 X MERCCPAD 474370
49,957,385 1,956,811 X X 28-00125 1487314 11340 458157
1,037,156 40,625 X 28-05921 40625
228,647 8,956 X MERCBROK 8956
243,429 9,535 X 18-11135 9535
5,348,050 209,481 X 28-1500 152144 57337
2,845,753 111,467 X 28-4580 110197 1270
728,243 28,525 X X 28-4580 28525
CITADEL BROADCASTING CORP COM 17285T106 2,853 300 X 28-5284 300
CINTAS CORP COM 172908105 6,361,145 176,209 X 28-5284 173284 2925
4,808,087 133,188 X X 28-5284 131268 1920
285,118 7,898 X X 28-00125 7790 108
1,353,209 37,485 X 28-1500 31055 6430
CITIZENS & NORTHN CORP COM 172922106 146,033 7,089 X 28-5284 7089
696,816 33,826 X X 28-5284 33826
CITIGROUP INC COM 172967101 151,099,935 2,943,123 X 28-5284 2862446 260 80417
128,595,354 2,504,779 X X 28-5284 2278676 21014 205089
16,218,819 315,910 X MERCCPAD 315910
70,763,411 1,378,329 X X 28-00125 1133620 6336 238373
1,988,501 38,732 X 28-05921 38732
299,056 5,825 X MERCBROK 5825
10,935 213 X 18-11135 213
4,088,974 79,645 X 28-1500 22870 56775
3,088,563 60,159 X 28-4580 59619 540
2,613,719 50,910 X X 28-4580 49192 189 1529
CITIZENS BKG CORP MICH COM 174420109 2,216 100 X X 28-5284 100
272,568 12,300 X 28-1500 12300
COLUMN TOTAL 675,599,436
FILE NO.
PAGE 63 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CITIZENS COMMUNICATIONS CO COM 17453B101 88,848 5,943 X 28-5284 5943
437,317 29,252 X X 28-5284 27252 2000
32,890 2,200 X X 28-00125 200 2000
29,900 2,000 X 28-05921 2000
171,178 11,450 X 28-1500 11450
7,654 512 X 28-4580 512
53,058 3,549 X X 28-4580 3549
CITIZENS FIRST CORP COM 17462Q107 141,500 10,000 X 28-5284 10000
43,808 3,096 X 28-1500 3096
CITRIX SYS INC COM 177376100 83,374 2,603 X 28-5284 2603
6,406 200 X X 28-5284 200
425,679 13,290 X MERCCPAD 13290
229,655 7,170 X X 28-00125 7170
3,203 100 X 28-1500 100
CITY HLDG CO COM 177835105 266,606 6,591 X 28-5284 6591
64,720 1,600 X X 28-00125 1600
1,496,650 37,000 X 28-1500 37000
CITY NATL CORP COM 178566105 649,962 8,831 X 28-5284 8781 50
306,470 4,164 X X 28-5284 4164
20,240 275 X 28-4580 275
CLAIRES STORES INC COM 179584107 36,617 1,140 X 28-5284 1140
32,120 1,000 X X 28-5284 1000
CLARCOR INC COM 179895107 8,268 260 X 28-5284 260
238,500 7,500 X X 28-5284 7500
106,085 3,336 X X 28-00125 3336
CLARIENT INC COM 180489106 179,452 81,200 X 28-5284 81200
CLAYMORE MACROSHS OIL DOWN T SHS 18383H101 158,689 3,100 X 28-11439 3100
CLEAN HARBORS INC COM 184496107 1,695,750 37,500 X MERCCPAD 37500
CLEAR CHANNEL COMMUNICATIONS COM 184502102 564,810 16,119 X 28-5284 15969 150
511,759 14,605 X X 28-5284 14605
3,314,293 94,586 X X 28-00125 72840 1425 20321
7,008 200 X 28-1500 200
7,428 212 X 28-4580 212
COLUMN TOTAL 11,419,897
FILE NO.
PAGE 64 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 17,549 667 X 28-5284 667
8,761 333 X X 28-5284 333
CLEVELAND CLIFFS INC COM 185896107 43,527 680 X 28-5284 460 220
5,377 84 X X 28-5284 84
153,624 2,400 X X 28-00125 2400
100,752 1,574 X 28-1500 1574
CLINICAL DATA INC NEW COM 18725U109 72,660 3,500 X X 28-5284 3500
CLOROX CO DEL COM 189054109 11,799,464 185,264 X 28-5284 180764 4500
4,223,348 66,311 X X 28-5284 63961 2350
2,128,838 33,425 X X 28-00125 23950 9475
3,185 50 X 28-05921 50
9,554 150 X MERCBROK 150
6,369 100 X 18-11135 100
128,463 2,017 X 28-1500 2017
706,959 11,100 X 28-11439 11100
420,354 6,600 X X 28-4580 6600
COACH INC COM 189754104 33,995,211 679,225 X 28-5284 663111 16114
13,789,526 275,515 X X 28-5284 265079 5035 5401
2,362,360 47,200 X MERCCPAD 47200
30,030 600 X X 28-00125 600
21,772 435 X 18-11135 435
12,012 240 X 28-1500 240
738,488 14,755 X 28-4580 14215 540
135,535 2,708 X X 28-4580 2708
COACHMEN INDS INC COM 189873102 948 90 X 28-5284 90
COAST FINL HLDGS INC COM 190354100 69,000 10,000 X X 28-00125 10000
COASTAL FINL CORP DEL COM 19046E105 55,361 3,542 X 28-5284 3542
COBRA ELECTRS CORP COM 191042100 2,072 200 X X 28-00125 200
COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP104 2,312 55 X 18-11135 55
COLUMN TOTAL 71,043,411
FILE NO.
PAGE 65 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
COCA COLA CO COM 191216100 91,796,208 1,912,421 X 28-5284 1836419 600 75402
74,730,576 1,556,887 X X 28-5284 1492529 13260 51098
26,707,152 556,399 X X 28-00125 463132 655 92612
3,019,200 62,900 X 28-05921 62900
116,736 2,432 X MERCBROK 2432
273,696 5,702 X 18-11135 5702
455,136 9,482 X 28-1500 150 9332
2,524,224 52,588 X 28-4580 52455 133
2,790,960 58,145 X X 28-4580 56233 675 1237
COCA COLA ENTERPRISES INC COM 191219104 39,488 1,950 X 28-5284 1950
37,058 1,830 X X 28-5284 1830
50,321 2,485 X 28-1500 2485
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 14,448 400 X 28-5284 400
COEUR D ALENE MINES CORP IDA COM 192108108 19,934 4,850 X 28-5284 4850
9,248 2,250 X X 28-5284 2250
8,220 2,000 X X 28-00125 1000 1000
3,728 907 X X 28-4580 907
COGNEX CORP COM 192422103 7,151 330 X 28-5284 100 230
COGNOS INC COM 19244C109 86,658 2,200 X X 28-5284 2200
68,933 1,750 X X 28-00125 325 1425
3,939 100 X MERCBROK 100
62,945 1,598 X 28-1500 1043 555
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,772,472 31,409 X 28-5284 31409
1,645,794 18,645 X X 28-5284 18445 200
22,597 256 X X 28-00125 256
COHEN & STEERS INC COM 19247A100 43,080 1,000 X 28-5284 1000
6,548 152 X 28-1500 152
COHEN & STEERS QUALITY RLTY COM 19247L106 90,334 3,786 X 28-1500 3786
COHEN & STEERS ADV INC RLTY COM 19247W102 102 4 X 28-5284 4
51,160 2,000 X X 28-5284 2000
30,696 1,200 X 28-1500 1200
COLUMN TOTAL 207,488,742
FILE NO.
PAGE 66 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
COHEN & STEERS REIT & PFD IN COM 19247X100 91,418 3,077 X 28-5284 3077
228,767 7,700 X X 28-5284 7700
32,681 1,100 X MERCBROK 1100
COHERENT INC COM 192479103 36,818 1,160 X 28-5284 1000 160
6,062 191 X 28-1500 191
COHEN & STEERS SELECT UTIL F COM 19248A109 19,643 750 X 28-5284 750
38,237 1,460 X X 28-5284 1460
COHU INC COM 192576106 19,364 1,030 X 28-5284 900 130
COLDWATER CREEK INC COM 193068103 2,028 100 X 28-5284 100
261,612 12,900 X X 28-5284 12900
COLE KENNETH PRODTNS INC CL A 193294105 469,761 18,300 X MERCCPAD 18300
COLEY PHARMACEUTICAL GROUP I COM 19388P106 958 100 X X 28-5284 100
COLGATE PALMOLIVE CO COM 194162103 34,779,156 520,724 X 28-5284 481939 38785
29,670,723 444,239 X X 28-5284 429852 3525 10862
4,597,556 68,836 X X 28-00125 46074 22762
540,732 8,096 X 28-05921 8096
6,679 100 X MERCBROK 100
153,617 2,300 X 28-1500 2300
382,039 5,720 X 28-4580 5720
515,886 7,724 X X 28-4580 7724
COLONIAL BANCGROUP INC COM 195493309 128,898 5,208 X 28-5284 5208
233,888 9,450 X X 28-5284 3450 6000
1,712,700 69,200 X MERCCPAD 69200
1,410,750 57,000 X X 28-00125 5000 52000
16,261 657 X 28-1500 657
COLONIAL HIGH INCOME MUN TR SH BEN INT 195743109 12,890 1,950 X 28-5284 1950
19,830 3,000 X X 28-5284 3000
COLONIAL INTERMARKET INCM TR SH BEN INT 195762109 8,330 1,000 X 28-5284 1000
69,139 8,300 X X 28-00125 8300
COLONIAL MUN INCOME TR SH BEN INT 195799101 20,672 3,400 X X 28-5284 3400
COLUMN TOTAL 75,487,095
FILE NO.
PAGE 67 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL PPTYS TR COM SH BEN INT 195872106 11,418 250 X 28-5284 250
26,032 570 X X 28-5284 570
414,227 9,070 X X 28-00125 9070
COLUMBIA BKG SYS INC COM 197236102 48,909 1,450 X X 28-00125 1450
COLUMBIA LABS INC COM 197779101 1,340 1,000 X 28-1500 1000
COLUMBUS MCKINNON CORP N Y COM 199333105 93,232 4,164 X X 28-00125 4164
68,625 3,065 X 28-1500 3065
COMCAST CORP NEW CL A 20030N101 60,271,392 2,322,597 X 28-5284 2268590 750 53257
16,731,885 644,774 X X 28-5284 618214 11145 15415
207,730 8,005 X MERCCPAD 8005
17,809,122 686,286 X X 28-00125 489708 1822 194756
3,114 120 X 28-05921 120
99,181 3,822 X MERCBROK 3822
5,467,509 210,694 X 28-1500 199729 10965
306,547 11,813 X 28-4580 11498 315
337,013 12,987 X X 28-4580 12987
COMCAST CORP NEW CL A SPL 20030N200 100,494,508 3,945,603 X 28-5284 3898953 46650
4,080,727 160,217 X X 28-5284 126317 4500 29400
835,289 32,795 X X 28-00125 13295 19500
15,282 600 X MERCBROK 600
9,195 361 X X 28-4580 361
COMERICA INC COM 200340107 175,291 2,965 X 28-5284 2965
309,966 5,243 X X 28-5284 5243
2,231,780 37,750 X X 28-00125 28360 415 8975
2,110,584 35,700 X 28-1500 35700
8,277 140 X X 28-4580 140
COMM BANCORP INC COM 200468106 990,000 20,000 X 28-5284 20000
COMMERCE BANCORP INC NJ COM 200519106 709,225 21,247 X 28-5284 21047 200
284,064 8,510 X X 28-5284 8510
383,002 11,474 X X 28-00125 10774 700
200,347 6,002 X 28-1500 768 5234
COMMERCE BANCSHARES INC COM 200525103 35,025 725 X X 28-5284 725
10,145 210 X X 28-00125 210
COLUMN TOTAL 214,779,983
FILE NO.
PAGE 68 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
COMMERCE GROUP INC MASS COM 200641108 6,008 200 X 28-5284 200
6,008 200 X X 28-5284 200
78,855 2,625 X 18-11135 2625
COMMERCEFIRST BANCORP INC COM 200845105 34,875 2,500 X X 28-5284 2500
COMMERCIAL METALS CO COM 201723103 97,185 3,100 X X 28-00125 3100
43,890 1,400 X 28-1500 1400
COMMSCOPE INC COM 203372107 258,730 6,031 X 28-5284 6031
1,274,130 29,700 X MERCCPAD 29700
72,458 1,689 X 18-11135 1689
COMMUNITY BANCSHARES INC S C COM 20343F100 38,119 2,353 X X 28-5284 2353
COMMUNITY BK SYS INC COM 203607106 166,691 7,968 X 28-5284 7968
27,468 1,313 X X 28-5284 1313
COMMUNITY BKS INC MILLERSBUR COM 203628102 57,288 2,400 X 28-5284 2100 300
149,975 6,283 X X 28-5284 2083 4200
568,106 23,800 X 28-1500 23800
COMMUNITY HEALTH SYS INC NEW COM 203668108 4,406 125 X 28-5284 125
895,350 25,400 X MERCCPAD 25400
COMMUNITY SHORES BANK CORP COM 204046106 1,139 93 X 28-1500 93
COMMUNITY TR BANCORP INC COM 204149108 457,041 12,615 X 28-5284 1771 10844
98,582 2,721 X 28-1500 2721
CGG VERITAS SPONSORED ADR 204386106 18,826 452 X X 28-5284 452
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 42,840 1,000 X X 28-5284 1000
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 159,879 2,909 X 18-11135 2909
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 214,612 6,861 X 18-11135 6861
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 86,927 2,350 X 28-5284 2350
118,368 3,200 X X 28-5284 3200
130,205 3,520 X 28-05921 3520
506,763 13,700 X 28-1500 13700
COLUMN TOTAL 5,614,724
FILE NO.
PAGE 69 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
COMPASS BANCSHARES INC COM 20449H109 987,418 14,352 X 28-5284 14352
271,760 3,950 X X 28-5284 950 3000
12,040 175 X 28-05921 175
55,040 800 X 28-1500 800
COMPASS MINERALS INTL INC COM 20451N101 71,810 2,150 X 28-5284 2150
25,050 750 X X 28-5284 750
COMPASS DIVERSIFIED TR SH BEN INT 20451Q104 33,540 2,000 X 28-1500 2000
COMPUCREDIT CORP COM 20478N100 105,867 3,391 X X 28-00125 3391
25,038 802 X 18-11135 802
COMPUDYNE CORP NOTE 6.250% 1 204795AA6 942,500 10,000 X 28-5284 10000
COMPUDYNE CORP COM PAR $0.75 204795306 136,041 22,412 X 28-1500 22412
COMPUTER PROGRAMS & SYS INC COM 205306103 26,820 1,000 X X 28-5284 1000
93,870 3,500 X X 28-00125 3500
108,621 4,050 X 28-1500 4050
COMPUTER SCIENCES CORP COM 205363104 232,291 4,456 X 28-5284 4256 200
147,424 2,828 X X 28-5284 1428 1400
7,246 139 X X 28-00125 139
23,250 446 X 28-1500 446
COMPX INTERNATIONAL INC CL A 20563P101 807 50 X 28-5284 50
COMPUWARE CORP COM 205638109 3,796 400 X 28-5284 400
1,548,768 163,200 X MERCCPAD 163200
COMTECH GROUP INC COM NEW 205821200 1,408,888 80,600 X X 28-5284 80600
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 33,695 870 X 28-5284 870
122,116 3,153 X X 28-00125 375 2778
COLUMN TOTAL 6,423,696
FILE NO.
PAGE 70 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CONAGRA FOODS INC COM 205887102 225,286 9,044 X 28-5284 9044
2,584,487 103,753 X X 28-5284 102753 500 500
660,987 26,535 X X 28-00125 21705 4830
9,964 400 X 28-05921 400
4,957 199 X MERCBROK 199
24,910 1,000 X 28-1500 1000
12,455 500 X 28-4580 500
27,401 1,100 X X 28-4580 1100
CON-WAY INC COM 205944101 27,412 550 X 28-5284 550
CONCEPTUS INC COM 206016107 1,318,000 65,900 X MERCCPAD 65900
CONCURRENT COMPUTER CORP NEW COM 206710204 1,099 700 X 28-5284 700
22,340 14,229 X 28-1500 14229
CONEXANT SYSTEMS INC COM 207142100 56,100 34,000 X 28-5284 34000
CONMED CORP COM 207410101 4,092 140 X 28-5284 140
14,615 500 X X 28-5284 500
CONNECTICUT WTR SVC INC COM 207797101 2,405 100 X 28-5284 100
108,225 4,500 X X 28-5284 4500
CONOCOPHILLIPS COM 20825C104 34,974,900 511,703 X 28-5284 502187 9516
23,929,677 350,105 X X 28-5284 335304 1415 13386
14,953,613 218,780 X MERCCPAD 218780
54,771,042 801,332 X X 28-00125 663187 4340 133805
1,417,784 20,743 X 28-05921 20743
76,757 1,123 X MERCBROK 1123
170,807 2,499 X 18-11135 2499
594,030 8,691 X 28-1500 8691
5,881,586 86,051 X 28-4580 86051
12,451,661 182,175 X X 28-4580 177188 354 4633
CONSECO INC PFD B CV 5.50% 208464867 4,732,000 200,000 X 28-11439 200000
CONSECO INC COM NEW 208464883 76,120 4,400 X X 28-00125 4400
238,792 13,803 X 28-05921 13803
CONSOL ENERGY INC COM 20854P109 342,388 8,750 X 28-5284 8750
162,390 4,150 X X 28-5284 3600 550
COLUMN TOTAL 159,878,282
FILE NO.
PAGE 71 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED COMM HLDGS INC COM 209034107 7,956 400 X X 28-5284 400
CONSOLIDATED EDISON INC COM 209115104 10,256,422 200,870 X 28-5284 200670 200
17,076,149 334,433 X X 28-5284 179673 500 154260
1,288,959 25,244 X X 28-00125 17589 265 7390
22,977 450 X MERCBROK 450
10,212 200 X 28-1500 200
270,873 5,305 X 28-4580 5305
365,232 7,153 X X 28-4580 7153
CONSOLIDATED GRAPHICS INC COM 209341106 5,184 70 X 28-5284 70
CONSOLIDATED TOMOKA LD CO COM 210226106 69,791 925 X X 28-5284 925
CONSTELLATION BRANDS INC CL A 21036P108 768,919 36,304 X 28-5284 35504 800
39,183 1,850 X X 28-5284 1850
1,276,730 60,280 X MERCCPAD 60280
2,240,844 105,800 X X 28-00125 99975 830 4995
510,968 24,125 X 28-1500 24125
CONSTELLATION BRANDS INC CL B 21036P207 19,031 896 X 28-5284 896
CONSTELLATION ENERGY GROUP I COM 210371100 1,408,416 16,198 X 28-5284 15898 300
1,598,141 18,380 X X 28-5284 17280 1100
21,098,244 242,648 X X 28-00125 194452 590 47606
118,687 1,365 X MERCBROK 1365
956 11 X 18-11135 11
43,475 500 X 28-1500 500
34,780 400 X 28-4580 400
CONTINENTAL AIRLS INC CL B 210795308 36,390 1,000 X X 28-5284 1000
55,058 1,513 X 18-11135 1513
CONVERGYS CORP COM 212485106 1,547,799 60,913 X 28-5284 60913
807,530 31,780 X X 28-5284 31780
177,870 7,000 X X 28-00125 200 6800
15,246 600 X X 28-4580 600
COOPER COS INC COM NEW 216648402 64,178 1,320 X 28-5284 1080 240
184,513 3,795 X X 28-5284 3795
COOPER TIRE & RUBR CO COM 216831107 503,890 27,550 X 28-5284 27550
COLUMN TOTAL 61,924,603
FILE NO.
PAGE 72 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
COPANO ENERGY L L C COM UNITS 217202100 13,696 200 X 28-5284 200
COPART INC COM 217204106 96,354 3,440 X 28-5284 3440
CORILLIAN CORP COM 218725109 49,900 10,000 X 28-5284 10000
CORINTHIAN COLLEGES INC COM 218868107 28,531 2,075 X 28-5284 2075
CORN PRODS INTL INC COM 219023108 185,709 5,218 X 28-5284 4828 390
1,176,107 33,046 X X 28-5284 30971 2075
179,730 5,050 X X 28-00125 5050
17,795 500 X 28-1500 500
CORNING INC COM 219350105 5,782,282 254,278 X 28-5284 247078 7200
6,255,706 275,097 X X 28-5284 253747 950 20400
1,143,686 50,294 X X 28-00125 38556 11738
24,332 1,070 X 28-1500 1070
289,639 12,737 X 28-4580 12737
153,245 6,739 X X 28-4580 6739
CORPORATE EXECUTIVE BRD CO COM 21988R102 2,279 30 X 28-5284 30
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 41,112 900 X 28-5284 900
657,792 14,400 X X 28-5284 14400
4,536,024 99,300 X MERCCPAD 99300
2,188,300 47,905 X X 28-00125 32910 14995
29,692 650 X 28-4580 650
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 2,429 46 X 28-5284 46
5,281 100 X X 28-5284 100
211 4 X 28-05921 4
CORUS BANKSHARES INC COM 220873103 70,543 4,135 X X 28-00125 4135
1,293,148 75,800 X 28-1500 75800
CORUS ENTERTAINMENT INC COM CL B NON V 220874101 139,163 3,643 X 18-11135 3643
COST PLUS INC CALIF COM 221485105 1,300 130 X 28-5284 130
COLUMN TOTAL 24,363,986
FILE NO.
PAGE 73 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
COSTCO WHSL CORP NEW COM 22160K105 13,055,392 242,485 X 28-5284 207855 34630
3,607,280 67,000 X X 28-5284 53540 13460
2,400,941 44,594 X X 28-00125 33719 10875
4,038 75 X MERCBROK 75
450,425 8,366 X 28-1500 8366
4,307 80 X 28-11439 80
COTT CORP QUE COM 22163N106 187,320 14,000 X 28-5284 14000
COUNTRYWIDE FINANCIAL CORP COM 222372104 1,731,787 51,480 X 28-5284 51480
971,254 28,872 X X 28-5284 27754 1118
4,482,530 133,250 X MERCCPAD 133250
8,341,139 247,953 X X 28-00125 223889 1365 22699
190,201 5,654 X 28-1500 120 5534
911,610 27,099 X 28-11439 27099
15,138 450 X 28-4580 450
116,529 3,464 X X 28-4580 3464
COUSINS PPTYS INC COM 222795106 1,339,374 40,760 X MERCCPAD 40760
258,937 7,880 X X 28-00125 7580 300
COVANCE INC COM 222816100 3,498,212 58,952 X 28-5284 58882 70
620,044 10,449 X X 28-5284 10274 75 100
59,340 1,000 X X 28-00125 1000
11,868 200 X X 28-4580 200
COVENTRY HEALTH CARE INC COM 222862104 166,637 2,973 X 28-5284 2973
36,993 660 X X 28-5284 660
5,100,550 91,000 X MERCCPAD 91000
6,689,287 119,345 X X 28-00125 105305 550 13490
336 6 X 18-11135 6
CRANE CO COM 224399105 44,745 1,107 X 28-5284 1107
323,360 8,000 X X 28-00125 6000 2000
CREDIT SUISSE ASSET MGMT INC COM 224916106 100,280 23,000 X 28-5284 23000
CRAY INC COM NEW 225223304 3,448 250 X 28-5284 250
868,770 63,000 X MERCCPAD 63000
CREDIT SUISSE GROUP SPONSORED ADR 225401108 539,156 7,506 X 28-05921 7506
COLUMN TOTAL 56,131,228
FILE NO.
PAGE 74 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CREE INC COM 225447101 31,356 1,905 X 28-5284 1905
16,460 1,000 X X 28-5284 1000
68,210 4,144 X X 28-00125 4144
120,207 7,303 X 28-1500 7303
CRESCENT FINL CORP COM 225744101 32,500 2,404 X X 28-00125 2404
CRESCENT REAL ESTATE EQUITIE COM 225756105 282,846 14,100 X 28-5284 14100
100,601 5,015 X X 28-5284 5015
327,179 16,310 X X 28-00125 11310 5000
CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 225756204 18,395 826 X X 28-5284 826
CROCS INC COM 227046109 141,750 3,000 X X 28-5284 3000
1,441,125 30,500 X MERCCPAD 30500
CROSS TIMBERS RTY TR TR UNIT 22757R109 37,773 900 X 28-5284 900
2,392,500 57,005 X X 28-5284 57005
CROWN CASTLE INTL CORP COM 228227104 9,947,448 309,600 X 28-5284 309600
4,820 150 X X 28-5284 150
10,603 330 X X 28-00125 330
43,665 1,359 X 18-11135 1359
CROWN HOLDINGS INC COM 228368106 210,356 8,600 X 28-5284 8600
4,892 200 X X 28-5284 200
1,364,868 55,800 X MERCCPAD 55800
24,460 1,000 X X 28-00125 1000
CRYOLIFE INC COM 228903100 1,262 150 X 28-5284 150
CRYSTALLEX INTL CORP COM 22942F101 3,700 1,000 X 28-5284 1000
CUBIC CORP COM 229669106 8,656 400 X 28-5284 400
CULLEN FROST BANKERS INC COM 229899109 25,642 490 X 28-5284 490
777,101 14,850 X X 28-00125 14850
994 19 X 18-11135 19
COLUMN TOTAL 17,439,369
FILE NO.
PAGE 75 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
CUMMINS INC COM 231021106 10,368,754 71,647 X 28-5284 71477 170
4,374,741 30,229 X X 28-5284 28984 460 785
67,584 467 X 18-11135 467
523,163 3,615 X 28-4580 3615
117,223 810 X X 28-4580 810
CUMULUS MEDIA INC CL A 231082108 2,111 225 X 28-5284 225
CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U101 49,918 614 X 28-5284 614
CURRENCYSHARES SWISS FRANC T SWISS FRANC SH 23129V109 49,904 606 X 28-5284 606
CURRENCY SHARES EURO TR EURO SHS 23130C108 100,180 748 X 28-5284 748
227,681 1,700 X 28-1500 1700
CURTISS WRIGHT CORP COM 231561101 13,951 362 X 28-5284 132 230
7,708 200 X X 28-5284 200
CYBERONICS INC COM 23251P102 9,390 500 X 28-5284 500
CYMER INC COM 232572107 8,310 200 X 28-5284 200
20,775 500 X MERCCPAD 500
83,100 2,000 X 28-1500 2000
CYNOSURE INC CL A 232577205 10,415 361 X 28-1500 361
CYPRESS SEMICONDUCTOR CORP COM 232806109 881,125 47,500 X X 28-5284 47500
1,855 100 X X 28-00125 100
CYTEC INDS INC COM 232820100 80,479 1,431 X 28-5284 1431
116,417 2,070 X X 28-5284 1290 780
58,152 1,034 X X 28-00125 150 200 684
89,647 1,594 X 18-11135 1594
77,105 1,371 X X 28-4580 1371
CYTOGEN CORP COM NEW 232824300 418 200 X 28-5284 200
CYTRX CORP COM NEW 232828301 14,070 3,000 X 28-1500 3000
CYTYC CORP COM 232946103 89,288 2,610 X 28-5284 2610
18,234 533 X 18-11135 533
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 109,480 2,800 X 28-5284 2800
COLUMN TOTAL 17,571,178
FILE NO.
PAGE 76 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DNP SELECT INCOME FD COM 23325P104 586,406 52,125 X 28-5284 52125
1,321,853 117,498 X X 28-5284 18004 2500 96994
51,750 4,600 X MERCBROK 4600
571,534 50,803 X 28-1500 50803
DPL INC COM 233293109 372,831 11,992 X 28-5284 11992
485,750 15,624 X X 28-5284 12249 3375
317,989 10,228 X X 28-00125 8031 2197
630,163 20,269 X 28-1500 20269
DRS TECHNOLOGIES INC COM 23330X100 52,170 1,000 X 28-5284 1000
7,826 150 X X 28-5284 150
205,811 3,945 X X 28-00125 3945
939 18 X 18-11135 18
19,251 369 X 28-1500 369
D R HORTON INC COM 23331A109 502,414 22,837 X 28-5284 22837
90,200 4,100 X X 28-5284 4100
337,810 15,355 X 28-1500 15355
3,685,660 167,530 X 28-11439 167530
DST SYS INC DEL COM 233326107 114,680 1,525 X 28-5284 1525
15,040 200 X X 28-5284 200
10,603 141 X X 28-00125 141
DTE ENERGY CO COM 233331107 165,878 3,463 X 28-5284 2772 691
71,084 1,484 X X 28-5284 1484
662,697 13,835 X X 28-00125 11930 340 1565
9,915 207 X MERCBROK 207
16,142 337 X 28-1500 337
20,262 423 X X 28-4580 423
DTF TAX-FREE INCOME INC COM 23334J107 51,287 3,456 X 28-5284 2756 700
43,481 2,930 X X 28-5284 2930
DSW INC CL A 23334L102 1,520 36 X 18-11135 36
DWS MULTI MKT INCOME TR SHS 23338L108 35,847 3,150 X X 28-5284 3150
DWS STRATEGIC MUN INCOME TR COM 23338T101 6,265 500 X 28-5284 500
DWS RREEF REAL ESTATE FD II COM 23338X102 38,700 2,000 X X 28-5284 2000
COLUMN TOTAL 10,503,758
FILE NO.
PAGE 77 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DWS DREMAN VAL INCOME EDGE F COM 23339M105 28,305 1,500 X 28-1500 1500
DADE BEHRING HLDGS INC COM 23342J206 1,886 43 X 28-5284 43
DAKTRONICS INC COM 234264109 4,116 150 X 28-5284 150
109,486 3,990 X 28-1500 3990
DANAHER CORP DEL COM 235851102 3,339,287 46,736 X 28-5284 46736
6,626,773 92,747 X X 28-5284 90599 2148
3,019,477 42,260 X MERCCPAD 42260
11,079,609 155,068 X X 28-00125 112688 510 41870
28,580 400 X 28-4580 400
DARDEN RESTAURANTS INC COM 237194105 2,381,070 57,807 X 28-5284 57807
816,798 19,830 X X 28-5284 18573 1257
49,428 1,200 X 28-1500 1200
DASSAULT SYS S A SPONSORED ADR 237545108 2,423 45 X X 28-5284 45
DATASCOPE CORP COM 238113104 2,171 60 X 28-5284 60
DATATRAK INTL INC COM 238134100 5,450 1,000 X X 28-5284 1000
DAWSON GEOPHYSICAL CO COM 239359102 11,392 230 X 28-5284 230
DAYSTAR TECHNOLOGIES INC COM 23962Q100 5,240 1,000 X X 28-5284 1000
DEAN FOODS CO NEW COM 242370104 1,837,536 39,314 X 28-5284 39314
355,224 7,600 X X 28-5284 7600
DEARBORN BANCORP INC COM 24242R108 550,603 31,481 X 28-1500 31481
DECODE GENETICS INC COM 243586104 9,125 2,500 X 28-5284 1500 1000
DECORATOR INDS INC COM PAR $0.20 243631207 700 100 X X 28-5284 100
DEERE & CO COM 244199105 1,989,307 18,311 X 28-5284 18311
2,223,209 20,464 X X 28-5284 19757 707
3,424,876 31,525 X X 28-00125 24599 6926
16,296 150 X 28-1500 150
DEERFIELD TRIARC CAP CORP COM 244572301 4,497 300 X X 28-00125 300
119,920 8,000 X 28-1500 8000
COLUMN TOTAL 38,042,784
FILE NO.
PAGE 78 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DEL MONTE FOODS CO COM 24522P103 448,857 39,099 X 28-5284 39099
620,632 54,062 X X 28-5284 50498 3564
5,648,964 492,070 X MERCCPAD 492070
7,730,506 673,389 X X 28-00125 595126 4804 73459
29,205 2,544 X 28-4580 2544
77,777 6,775 X X 28-4580 6775
DELL INC COM 24702R101 13,696,639 590,118 X 28-5284 551478 38640
8,953,466 385,759 X X 28-5284 349188 400 36171
6,659,413 286,920 X MERCCPAD 286920
22,633,440 975,159 X X 28-00125 800196 4930 170033
709,437 30,566 X 28-05921 30566
27,272 1,175 X MERCBROK 1175
251,596 10,840 X 28-1500 10840
53,151 2,290 X 28-4580 2290
146,989 6,333 X X 28-4580 6333
DELPHI FINL GROUP INC CL A 247131105 9,253 230 X 28-5284 230
12,069 300 X X 28-5284 300
2,081,903 51,750 X MERCCPAD 51750
DELTA & PINE LD CO COM 247357106 7,828 190 X 28-5284 190
DELTA APPAREL INC COM 247368103 3,480 200 X 28-1500 200
DELTA NAT GAS INC COM 247748106 65,573 2,625 X 28-5284 2625
8,743 350 X X 28-5284 350
224,845 9,001 X 28-1500 5801 3200
DELTIC TIMBER CORP COM 247850100 2,878 60 X 28-5284 60
DELTA PETE CORP COM NEW 247907207 7,868,897 342,722 X 28-5284 342722
DENBURY RES INC COM NEW 247916208 15,372 516 X 28-5284 516
DELUXE CORP COM 248019101 10,059 300 X 28-5284 300
11,903 355 X X 28-5284 355
DENDRITE INTL INC COM 248239105 3,915 250 X 28-5284 250
DENTSPLY INTL INC NEW COM 249030107 169,318 5,170 X 28-5284 5170
540,375 16,500 X X 28-5284 16500
COLUMN TOTAL 78,723,755
FILE NO.
PAGE 79 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DESERT CMNTY BK VICTORVILLE COM 25037Y109 312,618 16,300 X 28-1500 16300
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 16,166 978 X 28-5284 978
3,223,350 195,000 X X 28-5284 195000
DEVELOPERS DIVERSIFIED RLTY COM 251591103 349,724 5,560 X 28-5284 5560
481,500 7,655 X X 28-5284 7655
8,454,389 134,410 X MERCCPAD 134410
1,322,473 21,025 X X 28-00125 20065 960
90,576 1,440 X 28-05921 1440
176,120 2,800 X 28-1500 2800
DEVON ENERGY CORP NEW COM 25179M103 1,052,006 15,198 X 28-5284 11248 3950
1,563,334 22,585 X X 28-5284 20201 175 2209
369,219 5,334 X X 28-00125 1922 3412
187,448 2,708 X 28-1500 2708
DEVRY INC DEL COM 251893103 233,333 7,950 X X 28-00125 850 7100
64,423 2,195 X 28-1500 2195
DEXCOM INC COM 252131107 4,716 600 X 28-5284 600
DIAGEO P L C SPON ADR NEW 25243Q205 710,255 8,774 X 28-5284 5944 2830
2,345,283 28,972 X X 28-5284 19972 9000
772,101 9,538 X 28-05921 9538
1,781 22 X 18-11135 22
667,190 8,242 X 28-1500 8242
12,143 150 X 28-4580 150
161,900 2,000 X X 28-4580 2000
DIAMOND FOODS INC COM 252603105 33,300 2,000 X X 28-00125 2000
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,240,080 52,379 X 28-5284 41817 10562
1,983,437 24,502 X X 28-5284 21387 250 2865
186,185 2,300 X X 28-00125 300 2000
22,261 275 X 28-4580 275
DIAMONDROCK HOSPITALITY CO COM 252784301 1,330 70 X X 28-5284 70
DIAMONDS TR UNIT SER 1 252787106 4,309,460 34,869 X 28-5284 34869
7,102,470 57,468 X X 28-5284 57449 19
17,303 140 X 28-1500 140
COLUMN TOTAL 40,467,874
FILE NO.
PAGE 80 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DICKS SPORTING GOODS INC COM 253393102 46,608 800 X 28-5284 800
198,084 3,400 X X 28-5284 3400
10,720 184 X X 28-00125 100 84
DIEBOLD INC COM 253651103 113,693 2,383 X 28-5284 2383
131,203 2,750 X X 28-5284 2250 500
90,649 1,900 X X 28-00125 1100 800
441,604 9,256 X 28-05921 9256
289,600 6,070 X 28-1500 6070
7,157 150 X X 28-4580 150
DIGENE CORP COM 253752109 190,845 4,500 X 28-5284 450 4050
8,482 200 X X 28-5284 200
1,085,696 25,600 X MERCCPAD 25600
DIGI INTL INC COM 253798102 1,524 120 X 28-5284 120
DIGITAL RLTY TR INC COM 253868103 1,476 37 X X 28-5284 37
2,332,953 58,470 X MERCCPAD 58470
409,374 10,260 X X 28-00125 9840 420
DIGITAL RIV INC COM 25388B104 3,978 72 X 18-11135 72
27,625 500 X 28-4580 500
DIGITAL MUSIC GROUP INC COM 25388X106 81,144 16,100 X 28-1500 16100
DIME CMNTY BANCSHARES COM 253922108 2,249 170 X 28-5284 170
112,455 8,500 X X 28-5284 8500
DIME BANCORP INC NEW *W EXP 99/99/9 25429Q110 357 2,100 X 28-5284 2000 100
340 2,000 X X 28-5284 2000
DIODES INC COM 254543101 74,231 2,130 X 28-5284 2130
784,125 22,500 X X 28-5284 22500
DIONEX CORP COM 254546104 7,492 110 X 28-5284 110
47,541 698 X X 28-5284 698
332,377 4,880 X X 28-00125 4800 80
DIRECT GEN CORP COM 25456W204 21,260 1,000 X 28-5284 1000
COLUMN TOTAL 6,854,842
FILE NO.
PAGE 81 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DIRECTV GROUP INC COM 25459L106 314,213 13,620 X 28-5284 12849 771
258,015 11,184 X X 28-5284 10593 591
218,242 9,460 X X 28-00125 7646 1814
142,619 6,182 X 18-11135 6182
6,921 300 X 28-1500 300
3,783 164 X 28-4580 164
4,268 185 X X 28-4580 185
DISCOVERY LABORATORIES INC N COM 254668106 35,550 15,000 X 28-5284 15000
3,555 1,500 X X 28-5284 1500
DISCOVERY HOLDING CO CL A COM 25468Y107 420,037 21,957 X 28-5284 7407 14550
432,032 22,584 X X 28-5284 2644 19940
1,564,834 81,800 X X 28-00125 81480 320
46,103 2,410 X 28-1500 2410
DISNEY WALT CO COM DISNEY 254687106 86,763,703 2,520,003 X 28-5284 2422375 97628
61,674,975 1,791,315 X X 28-5284 1703243 16947 71125
15,196,989 441,388 X X 28-00125 305839 700 134849
16,733 486 X 28-05921 486
114,480 3,325 X MERCBROK 3325
55,880 1,623 X 18-11135 1623
6,724,558 195,311 X 28-1500 117999 77312
509,048 14,785 X 28-11439 14785
884,335 25,685 X 28-4580 25465 220
569,644 16,545 X X 28-4580 16545
DISTRIBUTED ENERGY SYS CORP COM 25475V104 1,233 900 X X 28-5284 900
859 627 X 28-1500 627
DIVERSA CORP COM 255064107 68,830 8,813 X 18-11135 8813
DOBSON COMMUNICATIONS CORP CL A 256069105 69,983 8,147 X 18-11135 8147
DR REDDYS LABS LTD ADR 256135203 76,671 4,658 X 18-11135 4658
DOLBY LABORATORIES INC COM 25659T107 2,105 61 X 28-5284 61
3,451 100 X X 28-5284 100
DOLLAR GEN CORP COM 256669102 745,643 35,255 X 28-5284 35255
27,495 1,300 X X 28-5284 300 1000
5,288 250 X X 28-00125 250
359,550 17,000 X 28-1500 17000
COLUMN TOTAL 177,321,625
FILE NO.
PAGE 82 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 5,104 100 X 28-5284 100
DOLLAR TREE STORES INC COM 256747106 98,812 2,584 X 28-5284 2460 124
1,353,696 35,400 X MERCCPAD 35400
DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q108 9,920 400 X 28-5284 400
37,200 1,500 X X 28-5284 1500
9,920 400 X X 28-00125 400
DOMINION RES INC VA NEW COM 25746U109 27,822,826 313,426 X 28-5284 309470 3956
27,317,192 307,730 X X 28-5284 291680 1563 14487
6,337,379 71,391 X X 28-00125 53339 630 17422
233,820 2,634 X 28-05921 2634
3,107 35 X MERCBROK 35
6,391 72 X 18-11135 72
860,448 9,693 X 28-1500 60 9633
365,289 4,115 X 28-4580 4115
1,034,526 11,654 X X 28-4580 9904 1750
DOMTAR CORP COM 257559104 40,219 4,320 X 28-5284 4320
59,631 6,405 X X 28-00125 5726 679
DONALDSON INC COM 257651109 2,365,128 65,516 X 28-5284 64916 600
379,050 10,500 X X 28-5284 10500
389,880 10,800 X X 28-00125 4850 450 5500
939 26 X 18-11135 26
343,311 9,510 X 28-1500 9510
DONEGAL GROUP INC CL A 257701201 74,508 4,388 X 28-5284 4388
DONEGAL GROUP INC CL B 257701300 10,540 616 X 28-5284 616
DONNELLEY R R & SONS CO COM 257867101 419,065 11,453 X 28-5284 11453
922,617 25,215 X X 28-5284 25015 200
2,755,959 75,320 X X 28-00125 62120 1480 11720
DORCHESTER MINERALS LP COM UNIT 25820R105 22,010 1,000 X X 28-5284 1000
DOUGLAS EMMETT INC COM 25960P109 1,251 49 X X 28-5284 49
896,103 35,100 X MERCCPAD 35100
166,966 6,540 X X 28-00125 6280 260
COLUMN TOTAL 74,342,807
FILE NO.
PAGE 83 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DOVER CORP COM 260003108 12,254,873 251,073 X 28-5284 236273 14800
5,085,319 104,186 X X 28-5284 95886 8000 300
8,871,364 181,753 X X 28-00125 150083 31670
1,051,514 21,543 X 28-1500 9134 12409
156,192 3,200 X 28-4580 3200
DOW CHEM CO COM 260543103 25,055,382 546,345 X 28-5284 516193 30152
27,964,786 609,786 X X 28-5284 587941 21845
1,273,074 27,760 X MERCCPAD 27760
16,224,626 353,786 X X 28-00125 320788 1435 31563
207,746 4,530 X 28-05921 4530
642 14 X 18-11135 14
648,919 14,150 X 28-1500 14150
380,546 8,298 X 28-4580 8298
469,606 10,240 X X 28-4580 10240
DOW JONES & CO INC COM 260561105 81,073 2,352 X 28-5284 2352
124,092 3,600 X X 28-5284 3000 600
216,472 6,280 X X 28-00125 4780 1500
18,786 545 X 28-4580 545
9,652 280 X X 28-4580 280
DOW 30 COVERED CALL FD INC COM 260582101 26,813 1,250 X X 28-5284 1250
DOWNEY FINL CORP COM 261018105 7,099 110 X 28-5284 110
92,421 1,432 X X 28-00125 1432
DRAXIS HEALTH INC COM 26150J101 1,296 200 X X 28-5284 200
DRDGOLD LTD SPONSORED ADR 26152H103 335 500 X 28-1500 500
DRESS BARN INC COM 261570105 4,994 240 X 28-5284 240
49,944 2,400 X X 28-5284 2400
DRESSER-RAND GROUP INC COM 261608103 231,496 7,600 X 28-5284 1600 6000
1,273,228 41,800 X X 28-5284 36300 5500
DREW INDS INC COM NEW 26168L205 5,736 200 X X 28-5284 200
DREYFUS STRATEGIC MUNS INC COM 261932107 57,484 6,013 X 28-5284 6013
DREYFUS STRATEGIC MUN BD FD COM 26202F107 48,702 5,105 X X 28-5284 5105
COLUMN TOTAL 101,894,212
FILE NO.
PAGE 84 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DRIL-QUIP INC COM 262037104 7,098 164 X 28-5284 44 120
9,608 222 X 28-1500 222
DU PONT E I DE NEMOURS & CO COM 263534109 56,790,028 1,148,898 X 28-5284 1128642 20256
87,005,500 1,760,176 X X 28-5284 1594922 4622 160632
28,273,169 571,984 X X 28-00125 457271 470 114243
44,586 902 X MERCBROK 902
261,979 5,300 X 28-1500 5300
19,605,767 396,637 X 28-4580 396637
18,480,345 373,869 X X 28-4580 366995 472 6402
DUFF & PHELPS UTIL CORP BD T COM 26432K108 11,500 1,000 X X 28-5284 1000
30,590 2,660 X MERCBROK 2660
DUKE ENERGY CORP NEW COM 26441C105 6,839,029 337,064 X 28-5284 335462 1602
8,034,759 395,996 X X 28-5284 371728 24268
2,775,631 136,798 X X 28-00125 109066 500 27232
146,068 7,199 X 28-05921 7199
21,670 1,068 X MERCBROK 1068
39,200 1,932 X 18-11135 1932
967,245 47,671 X 28-1500 47671
44,537 2,195 X 28-4580 2195
68,803 3,391 X X 28-4580 3391
DUKE REALTY CORP COM NEW 264411505 5,515,647 126,884 X 28-5284 120934 5950
10,261,224 236,053 X X 28-5284 190478 500 45075
424,702 9,770 X X 28-00125 8370 1400
17,388 400 X 28-05921 400
43,470 1,000 X 28-1500 1000
53,816 1,238 X 28-4580 1238
191,268 4,400 X X 28-4580 4400
DUN & BRADSTREET CORP DEL NE COM 26483E100 911,453 9,994 X 28-5284 9394 600
444,053 4,869 X X 28-5284 3664 1205
679,440 7,450 X X 28-00125 7092 358
143,731 1,576 X 28-1500 1576
176,290 1,933 X X 28-4580 1933
DUQUESNE LT HLDGS INC COM 266233105 214,049 10,816 X 28-5284 10516 300
465,837 23,539 X X 28-5284 20100 3439
2,137 108 X X 28-00125 108
COLUMN TOTAL 249,001,617
FILE NO.
PAGE 85 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
DYCOM INDS INC COM 267475101 33,878 1,300 X X 28-00125 1300
DYNAMIC MATLS CORP COM 267888105 2,489,992 76,100 X MERCCPAD 76100
DYNAVAX TECHNOLOGIES CORP COM 268158102 1,088 200 X X 28-5284 200
DYNEGY INC NEW CL A 26816Q101 18,335 1,980 X 28-5284 1980
1,556 168 X X 28-5284 168
48,152 5,200 X X 28-00125 100 5100
102 11 X 28-1500 11
64,950 7,014 X 28-4580 7014
EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 268353109 3,381 63 X 18-11135 63
E M C CORP MASS COM 268648102 9,657,065 697,261 X 28-5284 689886 7375
5,565,096 401,812 X X 28-5284 381292 4150 16370
10,678,073 770,980 X MERCCPAD 770980
22,607,867 1,632,337 X X 28-00125 1347748 5900 278689
13,850 1,000 X 28-05921 1000
817,524 59,027 X 28-1500 28180 30847
183,748 13,267 X 28-4580 13267
212,376 15,334 X X 28-4580 15334
EMC INS GROUP INC COM 268664109 2,580 100 X 28-5284 100
5,160 200 X X 28-5284 200
EMS TECHNOLOGIES INC COM 26873N108 38,540 2,000 X 28-5284 2000
ENSCO INTL INC COM 26874Q100 2,790,122 51,289 X 28-5284 50099 1190
1,144,794 21,044 X X 28-5284 20844 200
16,320 300 X X 28-00125 300
7,616 140 X 28-05921 140
ENI S P A SPONSORED ADR 26874R108 744,897 11,490 X 28-5284 11490
1,075,465 16,589 X 28-05921 16589
1,426 22 X 18-11135 22
51,021 787 X 28-4580 787
EOG RES INC COM 26875P101 21,394,295 299,892 X 28-5284 297667 2225
13,072,698 183,245 X X 28-5284 178545 4700
525,348 7,364 X 28-4580 7364
153,738 2,155 X X 28-4580 2155
COLUMN TOTAL 93,421,053
FILE NO.
PAGE 86 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
E ON AG SPONSORED ADR 268780103 808,183 17,896 X 28-05921 17896
1,129 25 X 18-11135 25
EAGLE BANCORP INC MD COM 268948106 2,775 169 X X 28-5284 169
49,260 3,000 X X 28-00125 3000
E TRADE FINANCIAL CORP COM 269246104 15,703 740 X 28-5284 740
42,440 2,000 X X 28-5284 2000
EV3 INC COM 26928A200 39,400 2,000 X X 28-5284 2000
EAGLE HOSPITALITY PPTY TR IN COM 26959T102 70,524 6,325 X X 28-00125 6325
22,300 2,000 X 28-1500 2000
EAGLE MATERIALS INC COM 26969P108 78,817 1,766 X 28-5284 1766
48,959 1,097 X X 28-5284 75 1022
52,887 1,185 X X 28-00125 1185
79,531 1,782 X 18-11135 1782
EARTHLINK INC COM 270321102 735 100 X 28-5284 100
EAST WEST BANCORP INC COM 27579R104 12,134 330 X 28-5284 330
1,205,615 32,788 X X 28-00125 7588 4000 21200
EASTERN AMERN NAT GAS TR SPERS RCT UNIT 276217106 76,140 3,000 X X 28-5284 3000
EASTERN INS HLDGS INC COM 276534104 11,235 750 X X 28-5284 750
EASTGROUP PPTY INC COM 277276101 2,338,195 45,820 X MERCCPAD 45820
409,261 8,020 X X 28-00125 7690 330
EASTMAN CHEM CO COM 277432100 119,187 1,882 X 28-5284 1882
312,724 4,938 X X 28-5284 4938
268,646 4,242 X X 28-00125 1342 2900
2,280 36 X MERCBROK 36
72,070 1,138 X 28-1500 1138
EASTMAN KODAK CO NOTE 3.375%10 277461BE8 23,052,900 23,000 X 28-11439 23000
COLUMN TOTAL 29,193,030
FILE NO.
PAGE 87 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
EASTMAN KODAK CO COM 277461109 593,351 26,301 X 28-5284 26301
218,155 9,670 X X 28-5284 9570 100
679,462 30,118 X X 28-00125 25941 595 3582
12,408 550 X MERCBROK 550
26,508 1,175 X 28-1500 1175
EATON CORP COM 278058102 430,334 5,150 X 28-5284 5150
2,735,420 32,736 X X 28-5284 32736
6,470,051 77,430 X MERCCPAD 77430
18,730,893 224,161 X X 28-00125 183876 1000 39285
1,289,749 15,435 X 28-05921 15435
10,445 125 X MERCBROK 125
47,963 574 X 18-11135 574
1,636,940 19,590 X 28-1500 19590
EATON VANCE MI MUNI INCOME T SH BEN INT 27826D106 14,250 1,000 X X 28-5284 1000
EATON VANCE PA MUNI INCOME T SH BEN INT 27826T101 23,472 1,600 X 28-5284 1600
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 11,179 700 X X 28-5284 700
EATON VANCE NJ MUNI INCOME T SH BEN INT 27826V106 14,920 1,000 X 28-5284 1000
EATON VANCE CORP COM NON VTG 278265103 126,486 3,549 X 28-5284 3549
35,640 1,000 X X 28-5284 1000
1,212 34 X 18-11135 34
EATON VANCE INS MUN BD FD COM 27827X101 47,403 2,972 X 28-5284 2972
95,700 6,000 X X 28-5284 6000
EATON VANCE ENHANCED EQ INC COM 278274105 17,623 840 X 28-5284 840
52,723 2,513 X X 28-5284 2513
EATON VANCE FLTING RATE INC COM 278279104 48,672 2,600 X X 28-5284 2600
46,800 2,500 X 28-1500 2500
EATON VANCE TAX ADVT DIV INC COM 27828G107 78,420 2,828 X 28-5284 2828
32,666 1,178 X X 28-5284 1178
EATON VANCE LTD DUR INCOME F COM 27828H105 13,815 750 X 28-5284 750
18,420 1,000 X X 28-5284 1000
EATON VANCE INS MI MUN BD FD COM 27828M104 14,610 1,000 X X 28-5284 1000
COLUMN TOTAL 33,575,690
FILE NO.
PAGE 88 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
EATON VANCE TX MGD DIV EQ IN COM 27828N102 19,980 1,000 X 28-1500 1000
27,972 1,400 X 28-4580 1400
EATON VANCE SR FLTNG RTE TR COM 27828Q105 284,700 15,000 X X 28-4580 15000
EATON VANCE TX ADV GLBL DIV COM 27828S101 41,289 1,585 X 28-5284 1585
377,725 14,500 X X 28-5284 14500
EATON VANCE SH TM DR DIVR IN COM 27828V104 30,712 1,661 X 28-5284 1661
EATON VANCE INS PA MUN BD FD COM 27828W102 15,160 1,000 X 28-5284 1000
104,407 6,887 X X 28-5284 6887
EATON VANCE TAX MNGED BUY WR COM 27828X100 52,948 2,465 X 28-5284 2465
EATON VANCE TX MNG BY WRT OP COM 27828Y108 43,338 2,113 X X 28-5284 2113
EATON VANCE TXMGD GL BUYWR O COM 27829C105 43,450 2,200 X 28-5284 2200
987,500 50,000 X X 28-5284 50000
71,693 3,630 X 28-1500 3630
EBAY INC COM 278642103 1,881,892 56,769 X 28-5284 55569 1200
611,319 18,441 X X 28-5284 18441
5,516,160 166,400 X MERCCPAD 166400
19,181,419 578,625 X X 28-00125 459424 1730 117471
681,763 20,566 X 28-1500 7652 12914
679,575 20,500 X 28-11439 20500
696 21 X X 28-4580 21
ECHELON CORP COM 27874N105 15,810 1,500 X X 28-00125 1500
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 25,928 597 X 28-5284 597
5,776 133 X X 28-5284 133
1,324,615 30,500 X 28-11439 30500
2,606 60 X X 28-4580 60
ECOLAB INC COM 278865100 6,058,485 140,895 X 28-5284 116465 24430
1,274,520 29,640 X X 28-5284 29140 500
19,092 444 X X 28-00125 374 70
1,075 25 X 18-11135 25
567,428 13,196 X 28-1500 879 12317
COLUMN TOTAL 39,949,033
FILE NO.
PAGE 89 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
EDISON INTL COM 281020107 273,310 5,563 X 28-5284 5563
393,433 8,008 X X 28-5284 8008
171,709 3,495 X X 28-00125 2475 1020
EDO CORP COM 281347104 2,358 90 X 28-5284 90
EDUCATION RLTY TR INC COM 28140H104 2,956 200 X X 28-5284 200
394,626 26,700 X MERCCPAD 26700
73,900 5,000 X X 28-00125 5000
EDWARDS LIFESCIENCES CORP COM 28176E108 126,801 2,501 X 28-5284 2144 357
58,508 1,154 X X 28-5284 894 260
8,366 165 X X 28-00125 135 30
5,070 100 X 28-1500 100
EDWARDS AG INC COM 281760108 145,278 2,100 X 28-5284 2100
69,180 1,000 X X 28-5284 1000
15,773 228 X X 28-00125 228
EFUNDS CORP COM 28224R101 6,398 240 X 28-5284 240
EHEALTH INC COM 28238P109 9,773 415 X 28-5284 415
EL PASO CORP COM 28336L109 52,758 3,646 X 28-5284 3646
138,333 9,560 X X 28-5284 9560
1,100 76 X X 28-00125 70 6
15,338 1,060 X 28-1500 1060
EL PASO ELEC CO COM NEW 283677854 6,851 260 X 28-5284 260
1,048,730 39,800 X MERCCPAD 39800
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 7,998 200 X 28-5284 200
ELAN PLC ADR 284131208 70,238 5,285 X 28-5284 5285
56,934 4,284 X X 28-5284 4284
ELDORADO GOLD CORP NEW COM 284902103 1,749 300 X X 28-5284 300
ELECTRO SCIENTIFIC INDS COM 285229100 2,694 140 X 28-5284 140
COLUMN TOTAL 3,160,162
FILE NO.
PAGE 90 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC ARTS INC COM 285512109 2,552,799 50,691 X 28-5284 50141 550
2,285,085 45,375 X X 28-5284 43925 150 1300
1,911,313 37,953 X X 28-00125 30513 225 7215
1,511 30 X MERCBROK 30
187,843 3,730 X 28-1500 1927 1803
43,813 870 X 28-4580 870
12,590 250 X X 28-4580 250
ELECTRONIC DATA SYS NEW COM 285661104 294,377 10,635 X 28-5284 10635
963,485 34,808 X X 28-5284 31208 3600
80,217 2,898 X X 28-00125 528 2370
1,384 50 X 28-1500 50
11,487 415 X X 28-4580 415
EMAGEON INC COM 29076V109 1,086,800 98,800 X MERCCPAD 98800
EMBARQ CORP COM 29078E105 126,788 2,250 X 28-5284 2250
649,997 11,535 X X 28-5284 11302 153 80
104,698 1,858 X X 28-00125 1337 521
169 3 X 18-11135 3
11,270 200 X 28-1500 200
2,592 46 X X 28-4580 46
EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 206,370 4,500 X X 28-5284 4500
EMCOR GROUP INC COM 29084Q100 10,027 170 X 28-5284 170
17,694 300 X 28-1500 300
EMDEON CORP COM 290849108 17,475 1,155 X 28-5284 1155
69,401 4,587 X X 28-00125 4587
71,398 4,719 X 28-1500 4719
EMERGING MKTS TELECOMNC FD N COM 290890102 15,117 799 X 28-5284 799
3,765 199 X X 28-5284 199
COLUMN TOTAL 10,739,465
FILE NO.
PAGE 91 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
EMERSON ELEC CO COM 291011104 49,502,266 1,148,811 X 28-5284 1109321 39490
58,042,532 1,347,007 X X 28-5284 1285301 9400 52306
21,026,024 487,956 X X 28-00125 395073 500 92383
531,343 12,331 X 28-05921 12331
42,487 986 X MERCBROK 986
1,724 40 X 18-11135 40
690,647 16,028 X 28-1500 16028
815,866 18,934 X 28-4580 17334 1600
2,026,006 47,018 X X 28-4580 45600 1418
EMPIRE DIST ELEC CO COM 291641108 7,440 300 X X 28-5284 300
2,480 100 X X 28-00125 100
EMULEX CORP COM NEW 292475209 1,368,092 74,800 X MERCCPAD 74800
ENBRIDGE INC COM 29250N105 16,325 500 X X 28-5284 500
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 154,256 2,760 X 28-5284 2760
1,570,509 28,100 X X 28-5284 28100
ENCANA CORP COM 292505104 813,017 16,058 X 28-5284 16058
567,765 11,214 X X 28-5284 3014 8200
5,063 100 X 28-1500 100
2,430 48 X X 28-4580 48
ENCORE ACQUISITION CO COM 29255W100 36,285 1,500 X 28-5284 1500
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 2,710 1,000 X X 28-00125 1000
ENCORE WIRE CORP COM 292562105 40,512 1,600 X 28-5284 1600
ENDESA S A SPONSORED ADR 29258N107 127,616 2,384 X 28-5284 384 2000
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 8,820 300 X X 28-5284 300
386,875 13,159 X 28-1500 1149 12010
ENERGEN CORP COM 29265N108 50,686 996 X 28-5284 616 380
12,163 239 X 28-1500 239
ENEL SOCIETA PER AZIONI ADR 29265W108 8,025 150 X 28-5284 150
66,340 1,240 X X 28-5284 1240
COLUMN TOTAL 137,926,304
FILE NO.
PAGE 92 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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ENERGY CONVERSION DEVICES IN COM 292659109 3,494 100 X 28-5284 100
267,326 7,651 X 28-1500 7651
104,820 3,000 X X 28-4580 3000
ENERGY EAST CORP COM 29266M109 251,834 10,338 X 28-5284 10338
186,110 7,640 X X 28-5284 7640
77,367 3,176 X X 28-00125 3176
ENERGIZER HLDGS INC COM 29266R108 141,904 1,663 X 28-5284 1663
701,157 8,217 X X 28-5284 8217
216,141 2,533 X X 28-00125 2533
4,267 50 X 28-1500 50
ENERGY PARTNERS LTD COM 29270U105 2,723 150 X 28-5284 150
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 163,128 2,800 X 28-5284 2800
104,868 1,800 X X 28-5284 1800
ENERPLUS RES FD UNIT TR G NEW 29274D604 335,058 7,936 X 28-5284 7486 450
1,908,344 45,200 X X 28-5284 45200
8,444 200 X MERCBROK 200
21,110 500 X 28-1500 500
1,773 42 X X 28-4580 42
ENNIS INC COM 293389102 32,112 1,200 X 28-5284 1200
ENTEGRIS INC COM 29362U104 29,489 2,756 X X 28-5284 2756
689,080 64,400 X MERCCPAD 64400
ENTERCOM COMMUNICATIONS CORP CL A 293639100 61,996 2,200 X X 28-00125 2200
104,604 3,712 X 28-1500 3712
ENTERGY CORP NEW COM 29364G103 9,912,002 94,472 X 28-5284 92747 1725
7,817,379 74,508 X X 28-5284 74098 410
110,691 1,055 X X 28-00125 1055
243,939 2,325 X 28-1500 2325
272,792 2,600 X 28-4580 2600
78,690 750 X X 28-4580 200 550
COLUMN TOTAL 23,852,642
FILE NO.
PAGE 93 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ENTERPRISE PRODS PARTNERS L COM 293792107 255,354 8,030 X 28-5284 6230 1800
841,142 26,451 X X 28-5284 21551 4500 400
17,267 543 X 28-05921 543
190,800 6,000 X 28-1500 6000
11,512 362 X X 28-4580 362
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 36,150 600 X X 28-5284 600
1,688,808 28,030 X MERCCPAD 28030
1,317,306 21,864 X X 28-00125 21069 795
ENTREMED INC COM 29382F103 1,508 1,000 X X 28-00125 1000
ENVIRONMENTAL TECTONICS CORP COM 294092101 768 200 X 28-5284 200
ENZO BIOCHEM INC COM 294100102 2,247 149 X 28-5284 149
EQUIFAX INC COM 294429105 784,696 21,528 X 28-5284 21528
392,275 10,762 X X 28-5284 9262 1500
346,822 9,515 X X 28-00125 6650 2865
EQUITABLE RES INC COM 294549100 3,535,719 73,173 X 28-5284 71857 1316
2,555,935 52,896 X X 28-5284 52896
4,887,278 101,144 X X 28-00125 74760 26384
137,036 2,836 X X 28-4580 2836
EQUITY INCOME FD UT 1 EX SR-ATT 294700703 153,335 1,300 X 28-5284 1300
106,155 900 X X 28-5284 700 200
EQUITY INNS INC COM 294703103 16,380 1,000 X 28-5284 1000
295,987 18,070 X X 28-00125 18070
EQUITY ONE COM 294752100 2,968 112 X 28-5284 112
256,149 9,666 X X 28-5284 9666
61,878 2,335 X X 28-00125 2335
EQUITY RESIDENTIAL SH BEN INT 29476L107 83,390 1,729 X 28-5284 1729
175,991 3,649 X X 28-5284 2649 1000
8,809,692 182,660 X MERCCPAD 182660
1,307,274 27,105 X X 28-00125 24055 3050
38,584 800 X 28-05921 800
EQUITY RESIDENTIAL PFD CONV E 7% 29476L883 16,050 300 X X 28-5284 300
COLUMN TOTAL 28,326,456
FILE NO.
PAGE 94 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ERESEARCHTECHNOLOGY INC COM 29481V108 76,132 9,686 X 28-1500 9686
ERICSSON L M TEL CO ADR B SEK 10 294821608 49,849 1,344 X 28-5284 1344
3,078 83 X X 28-5284 83
640,989 17,282 X 28-05921 17282
ERIE INDTY CO CL A 29530P102 357,166,146 6,768,356 X 28-5284 109856 6658500
558,160,902 10,577,239 X X 28-5284 484339 10092900
ESCALADE INC COM 296056104 41,284 4,406 X 28-1500 4406
ESCO TECHNOLOGIES INC COM 296315104 14,253 318 X 28-5284 318
1,483,542 33,100 X MERCCPAD 33100
ESPEED INC CL A 296643109 52,250 5,500 X X 28-00125 5500
ESSEX PPTY TR INC COM 297178105 9,323 72 X X 28-5284 72
3,556,816 27,470 X MERCCPAD 27470
438,937 3,390 X X 28-00125 3190 200
14,890 115 X 28-05921 115
ESTERLINE TECHNOLOGIES CORP COM 297425100 5,339 130 X 28-5284 130
8,214 200 X X 28-00125 200
ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 35,213 384 X 28-5284 384
5,502 60 X X 28-5284 60
ETHAN ALLEN INTERIORS INC COM 297602104 6,008 170 X 28-5284 170
17,670 500 X X 28-5284 500
638,947 18,080 X MERCCPAD 18080
2,678,949 75,805 X X 28-00125 71570 600 3635
42,408 1,200 X 28-4580 1200
EURONET WORLDWIDE INC COM 298736109 1,079,772 40,200 X MERCCPAD 40200
EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y105 14,370 1,000 X 28-5284 1000
50,295 3,500 X X 28-5284 3500
EVERGREEN ENERGY INC COM 30024B104 106,743 16,247 X 28-5284 16247
EVERGREEN MANAGED INCOME FD COM SHS 30024Y104 69,680 4,000 X X 28-5284 4000
COLUMN TOTAL 926,467,501
FILE NO.
PAGE 95 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
EVERGREEN SOLAR INC COM 30033R108 9,750 1,000 X 28-5284 1000
19,237 1,973 X X 28-5284 1973
EVERGREEN UTLS & HIGH INCM F COM 30034Q109 20,655 734 X 28-5284 734
EXACT SCIENCES CORP COM 30063P105 1,340 500 X 28-5284 500
EXAR CORP COM 300645108 2,780 210 X 28-5284 210
EXELON CORP COM 30161N101 66,857,304 973,036 X 28-5284 951630 21406
43,144,521 627,922 X X 28-5284 577681 10682 39559
16,965,186 246,910 X X 28-00125 185751 400 60759
10,307 150 X MERCBROK 150
109,936 1,600 X 28-1500 1600
2,082,944 30,315 X 28-4580 29770 545
1,422,572 20,704 X X 28-4580 20704
EXPEDIA INC DEL COM 30212P105 7,348 317 X 28-5284 317
5,795 250 X X 28-00125 250
2,202 95 X 18-11135 95
EXPEDITORS INTL WASH INC COM 302130109 265,398 6,423 X 28-5284 5810 613
76,442 1,850 X X 28-5284 1850
2,754,515 66,663 X X 28-00125 22888 7800 35975
2,025 49 X 18-11135 49
EXPRESSJET HOLDINGS INC NOTE 4.250% 8 30218UAB4 1,917,600 2,000 X 28-11439 2000
EXPRESSJET HOLDINGS INC CL A 30218U108 5,840 1,000 X X 28-5284 1000
EXPRESS SCRIPTS INC COM 302182100 362,191 4,487 X 28-5284 4487
141,421 1,752 X X 28-5284 1752
193,728 2,400 X X 28-00125 2400
36,163 448 X 28-1500 448
EXTRA SPACE STORAGE INC COM 30225T102 701 37 X X 28-5284 37
EXTREME NETWORKS INC COM 30226D106 79,947 18,900 X X 28-00125 18900
EZCORP INC CL A NON VTG 302301106 247,670 16,814 X X 28-5284 16814
8,838 600 X X 28-00125 600
COLUMN TOTAL 136,754,356
FILE NO.
PAGE 96 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
EXXON MOBIL CORP COM 30231G102 671,173,925 8,895,612 X 28-5284 8644783 350 250479
713,491,416 9,456,480 X X 28-5284 8726707 40248 689525
16,024,976 212,392 X MERCCPAD 212392
262,068,483 3,473,406 X X 28-00125 2753255 6313 713838
4,360,331 57,791 X 28-05921 57791
769,816 10,203 X MERCBROK 10203
392,717 5,205 X 18-11135 5205
6,281,816 83,258 X 28-1500 83258
19,922,497 264,049 X 28-4580 263396 653
64,680,116 857,258 X X 28-4580 848171 1000 8087
FEI CO COM 30241L109 4,760 132 X 28-1500 132
FLIR SYS INC COM 302445101 41,377 1,160 X 28-5284 1160
267,525 7,500 X X 28-00125 7500
FMC TECHNOLOGIES INC COM 30249U101 128,010 1,835 X 28-5284 1835
70,597 1,012 X X 28-5284 1012
390,656 5,600 X X 28-00125 5600
F M C CORP COM NEW 302491303 12,069 160 X 28-5284 160
24,515 325 X X 28-5284 325
1,040,934 13,800 X MERCCPAD 13800
106,281 1,409 X 28-1500 1409
FMS FINL CORP COM 302509104 2,193,450 70,000 X 28-5284 70000
FNB CORP PA COM 302520101 799,078 47,423 X 28-5284 47423
737,777 43,785 X X 28-5284 29524 9259 5002
FPL GROUP INC COM 302571104 44,705,544 730,841 X 28-5284 727212 3629
52,210,552 853,532 X X 28-5284 773136 3100 77296
3,307,523 54,071 X X 28-00125 35727 200 18144
193,114 3,157 X 28-05921 3157
3,915 64 X MERCBROK 64
177,393 2,900 X 28-1500 2900
1,191,714 19,482 X 28-4580 19482
1,388,559 22,700 X X 28-4580 20900 1800
FX ENERGY INC COM 302695101 45,480 6,000 X 28-4580 6000
F N B CORP VA COM 302930102 1,347,208 37,600 X 28-1500 37600
COLUMN TOTAL 1,869,554,124
FILE NO.
PAGE 97 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
FTI CONSULTING INC COM 302941109 25,528 760 X X 28-5284 760
FACTSET RESH SYS INC COM 303075105 19,880,775 316,321 X 28-5284 304792 400 11129
5,698,044 90,661 X X 28-5284 87894 2339 428
109,422 1,741 X 18-11135 1741
472,381 7,516 X 28-4580 7354 162
72,089 1,147 X X 28-4580 1147
FAIR ISAAC CORP COM 303250104 243,026 6,283 X 28-5284 6283
12,571 325 X X 28-5284 325
263,024 6,800 X X 28-00125 2400 4400
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 15,048 900 X 28-5284 900
1,003 60 X 18-11135 60
FAIRPOINT COMMUNICATIONS INC COM 305560104 560,932 29,200 X MERCCPAD 29200
4,803 250 X X 28-00125 250
FAMILY DLR STORES INC COM 307000109 240,663 8,125 X 28-5284 8125
130,328 4,400 X X 28-5284 4400
8,886 300 X 28-1500 300
FARMERS CAP BK CORP COM 309562106 111,644 3,800 X 28-5284 3800
318,156 10,829 X 28-1500 10129 700
FASTENAL CO COM 311900104 221,867 6,330 X 28-5284 6330
57,868 1,651 X X 28-5284 1651
4,027,245 114,900 X X 28-00125 27600 13700 73600
524,874 14,975 X 28-05921 14975
FAUQUIER BANKSHARES INC VA COM 312059108 432,000 17,280 X X 28-00125 17280
FEDERAL HOME LN MTG CORP COM 313400301 9,898,006 166,381 X 28-5284 162381 4000
4,323,555 72,677 X X 28-5284 70752 1925
2,895,973 48,680 X X 28-00125 28244 20436
1,487 25 X MERCBROK 25
1,963 33 X 18-11135 33
1,359,049 22,845 X 28-1500 100 22745
83,286 1,400 X 28-4580 1400
89,235 1,500 X X 28-4580 1500
COLUMN TOTAL 52,084,731
FILE NO.
PAGE 98 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG ASSN COM 313586109 20,265,499 371,299 X 28-5284 368694 2605
15,895,170 291,227 X X 28-5284 268863 600 21764
319,839 5,860 X X 28-00125 3135 2725
43,664 800 X MERCBROK 800
21,832 400 X 28-1500 400
161,011 2,950 X 28-4580 2950
49,122 900 X X 28-4580 900
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 856,721 9,454 X 28-5284 9454
3,528,833 38,941 X X 28-5284 36441 2500
3,773,417 41,640 X MERCCPAD 41640
812,408 8,965 X X 28-00125 6640 2325
FEDERATED DEPT STORES INC DE COM 31410H101 7,540,064 167,371 X 28-5284 163227 4144
4,852,245 107,708 X X 28-5284 105277 845 1586
4,151,763 92,159 X X 28-00125 83801 8358
1,081 24 X 18-11135 24
202,725 4,500 X 28-1500 4500
403,243 8,951 X 28-4580 8951
22,525 500 X X 28-4580 500
FEDERATED INVS INC PA CL B 314211103 8,152 222 X 28-5284 222
27,540 750 X X 28-5284 750
36,720 1,000 X 28-1500 1000
FEDERATED PREM MUN INC FD COM 31423P108 267,020 16,900 X 28-5284 16900
FEDEX CORP COM 31428X106 11,271,770 104,922 X 28-5284 100572 4350
5,595,062 52,081 X X 28-5284 49466 810 1805
944,847 8,795 X X 28-00125 6895 1900
42,972 400 X 28-1500 400
771,133 7,178 X 28-4580 6966 212
122,685 1,142 X X 28-4580 1142
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 10,316 400 X 28-05921 400
FELDMAN MALL PPTYS INC COM 314308107 1,049,200 86,425 X X 28-00125 86425
FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 65,878 2,842 X 28-5284 2842
315,248 13,600 X X 28-5284 13200 400
23,180 1,000 X 28-1500 1000
FIBERNET TELECOM GRP INC COM PAR $0.001 315653402 411 50 X 28-5284 50
COLUMN TOTAL 83,453,296
FILE NO.
PAGE 99 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
FIDELITY NATL INFORMATION SV COM 31620M106 410,458 9,029 X 28-5284 9029
4,232,508 93,104 X X 28-5284 93104
1,682 37 X X 28-00125 37
FIDELITY NATIONAL FINANCIAL CL A 31620R105 144,900 6,035 X 28-5284 6035
4,303,600 179,242 X X 28-5284 178594 648
7,818,136 325,620 X MERCCPAD 325620
12,647,868 526,775 X X 28-00125 448390 2175 76210
FIELDSTONE INVT CORP COM 31659U300 3,070 1,000 X X 28-00125 1000
FIFTH THIRD BANCORP COM 316773100 21,719,715 561,378 X 28-5284 550278 11100
9,118,730 235,687 X X 28-5284 227723 2964 5000
420,754 10,875 X X 28-00125 7800 3075
19,345 500 X 28-05921 500
711,741 18,396 X 28-1500 7870 10526
11,607 300 X X 28-4580 300
FINANCIAL FED CORP COM 317492106 3,685 140 X 28-5284 140
4,922 187 X 28-1500 187
FINANCIAL INSTNS INC COM 317585404 555,939 27,700 X 28-1500 27700
FINISH LINE INC CL A 317923100 71,820 5,700 X X 28-00125 5700
12,600 1,000 X 28-1500 1000
FIRST AMERN CORP CALIF COM 318522307 60,864 1,200 X 28-5284 1200
FIRST BANCORP P R COM 318672102 6,232 470 X 28-5284 470
FIRST BANCORP N C COM 318910106 19,969 934 X 28-5284 934
FIRST CASH FINL SVCS INC COM 31942D107 36,116 1,621 X X 28-5284 1621
2,397,328 107,600 X MERCCPAD 107600
FIRST CTZNS BANC CORP COM NO PAR 319459202 11,270 575 X 28-05921 575
FIRST CTZNS BANCSHARES INC N CL A 31946M103 175,473 873 X 28-5284 873
FIRST COMWLTH FINL CORP PA COM 319829107 293,915 25,014 X 28-5284 25014
343,406 29,226 X X 28-5284 24976 4250
FIRST CONSULTING GROUP INC COM 31986R103 36,400 4,000 X 28-5284 4000
COLUMN TOTAL 65,594,053
FILE NO.
PAGE 100 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
FIRST DATA CORP COM 319963104 10,354,375 384,921 X 28-5284 380561 4360
7,290,707 271,030 X X 28-5284 265905 5125
1,137,978 42,304 X X 28-00125 22752 766 18786
1,168,348 43,433 X 28-05921 43433
1,827,263 67,928 X 28-1500 52498 15430
16,140 600 X 28-4580 600
51,971 1,932 X X 28-4580 1932
FIRST FINL BANCORP OH COM 320209109 67,995 4,500 X X 28-5284 4500
FIRST FINL CORP IND COM 320218100 42,866 1,385 X 28-1500 1385
FIRST FINL SVC CORP COM 32022D108 99,267 3,460 X 28-5284 3460
227,913 7,944 X 28-1500 7944
FIRST FINL HLDGS INC COM 320239106 31,140 900 X 28-5284 900
FIRST FRANKLIN CORP COM 320272107 288,881 16,275 X 28-5284 16275
355,000 20,000 X X 28-5284 20000
FIRST HORIZON NATL CORP COM 320517105 1,150,381 27,700 X 28-5284 27700
147,432 3,550 X X 28-5284 1550 2000
16,612 400 X X 28-00125 400
490,137 11,802 X 28-05921 11802
22,842 550 X 28-1500 550
1ST INDEPENDENCE FINL GRP IN COM 32053S107 25,094 1,484 X 28-5284 1484
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 40,770 900 X 28-5284 900
63,420 1,400 X X 28-5284 1400
527,066 11,635 X X 28-00125 11635
13,590 300 X 28-05921 300
80,226 1,771 X 18-11135 1771
FIRST ISRAEL FD INC COM 32063L100 8,675 500 X 28-5284 500
FIRST MARBLEHEAD CORP COM 320771108 50,501 1,125 X 28-5284 1125
572,348 12,750 X X 28-5284 12750
319,841 7,125 X X 28-00125 2625 4500
FIRST MARINER BANCORP COM 320795107 91,200 6,000 X X 28-00125 6000
COLUMN TOTAL 26,579,979
FILE NO.
PAGE 101 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
FIRST MIDWEST BANCORP DEL COM 320867104 9,923 270 X 28-5284 270
698,250 19,000 X MERCCPAD 19000
FIRST NIAGARA FINL GP INC COM 33582V108 65,377 4,700 X 28-5284 4700
50,772 3,650 X X 28-00125 3650
FIRST POTOMAC RLTY TR COM 33610F109 21,428 750 X 28-5284 750
117,137 4,100 X X 28-5284 4100
1,320,505 46,220 X MERCCPAD 46220
630,254 22,060 X X 28-00125 21730 330
FIRST REP BK SAN FRANCISCO COM 336158100 9,129 170 X 28-5284 170
FIRST TR MORNINGSTAR DIV LEA SHS 336917109 35,355 1,500 X X 28-4580 1500
FIRST ST FINL CORP FLA COM 33708M206 58,014 3,445 X 28-1500 3445
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 4,664 200 X 28-1500 200
FIRST TR FOUR CRNRS SR FLT R COM SHS 33733Q107 46,425 2,500 X 28-5284 2500
FIRST TR VALUE LINE DIVID IN SHS 33734H106 139,930 8,275 X 28-5284 8275
FIRST TR STRATEGIC HIGH INC COM SHS 337353106 27,392 1,322 X X 28-5284 1322
FIRST UTD CORP COM 33741H107 92,093 4,093 X X 28-00125 700 3393
911,250 40,500 X 28-1500 40500
FISERV INC COM 337738108 19,466,069 366,869 X 28-5284 354227 500 12142
9,530,425 179,616 X X 28-5284 175949 2933 734
651,365 12,276 X X 28-00125 300 593 11383
130,209 2,454 X 18-11135 2454
461,940 8,706 X 28-4580 8383 323
89,406 1,685 X X 28-4580 1685
FIRSTFED FINL CORP COM 337907109 5,115 90 X 28-5284 90
86,325 1,519 X X 28-00125 1519
FIRSTMERIT CORP COM 337915102 1,068,166 50,600 X 28-5284 50600
6,333 300 X 28-1500 300
FLAGSTAR BANCORP INC COM 337930101 11,950 1,000 X 28-5284 1000
17,925 1,500 X X 28-5284 1500
COLUMN TOTAL 35,763,126
FILE NO.
PAGE 102 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
FIRSTENERGY CORP COM 337932107 20,701,987 312,530 X 28-5284 299506 400 12624
7,540,828 113,841 X X 28-5284 104619 2268 6954
686,445 10,363 X X 28-00125 8863 250 1250
3,776 57 X 18-11135 57
28,152 425 X 28-1500 425
116,914 1,765 X 28-4580 1765
29,808 450 X X 28-4580 450
FIVE STAR QUALITY CARE INC COM 33832D106 51 5 X 28-5284 5
15,420 1,500 X X 28-5284 1500
10 1 X X 28-00125 1
FLAHERTY & CRMN/CLYMR PFD SE COM SHS 338478100 1,814,105 81,350 X 28-5284 81350
127,556 5,720 X X 28-5284 5720
FLAHERTY & CRUMRINE PFD INC COM 33848E106 51,349 4,056 X 28-5284 4056
FLAHERTY & CRUMRINE PFD INC COM 338480106 39,375 2,304 X 28-5284 2304
15,381 900 X X 28-5284 900
FLEETWOOD ENTERPRISES INC COM 339099103 3,006 380 X 28-5284 380
FLORIDA EAST COAST INDS COM 340632108 2,884 46 X 28-5284 46
34,480 550 X X 28-5284 550
797,730 12,725 X X 28-00125 12725
FLORIDA ROCK INDS INC COM 341140101 2,490 37 X 28-5284 37
2,073,339 30,812 X X 28-5284 30812
60,561 900 X X 28-00125 375 525
FLUOR CORP NEW COM 343412102 183,926 2,050 X 28-5284 2050
482,066 5,373 X X 28-5284 4823 550
373,235 4,160 X X 28-00125 3385 775
89,720 1,000 X 28-4580 1000
FLOWSERVE CORP COM 34354P105 5,719 100 X 28-5284 100
57,190 1,000 X X 28-5284 1000
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 15,692 200 X 28-5284 200
FONAR CORP COM 344437108 2,453 9,435 X 28-5284 9435
COLUMN TOTAL 35,355,648
FILE NO.
PAGE 103 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
FOOT LOCKER INC COM 344849104 1,060,928 45,050 X X 28-5284 24700 20350
10,598 450 X X 28-00125 350 100
FORCE PROTECTION INC COM NEW 345203202 14,070 750 X 28-5284 750
37,520 2,000 X X 28-00125 2000
FORD MTR CO DEL COM PAR $0.01 345370860 326,646 41,400 X 28-5284 41400
618,316 78,367 X X 28-5284 69427 200 8740
28,191 3,573 X X 28-00125 573 3000
1,610 204 X MERCBROK 204
17,082 2,165 X 28-1500 2165
1,184 150 X 28-4580 150
8,679 1,100 X X 28-4580 100 1000
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 11,264 315 X 28-5284 315
19,847 555 X X 28-5284 555
16,092 450 X X 28-00125 450
FORDING CDN COAL TR TR UNIT 345425102 22,100 1,000 X 28-5284 1000
255,255 11,550 X X 28-5284 11550
50,388 2,280 X X 28-4580 2280
FOREST CITY ENTERPRISES INC CL A 345550107 13,236 200 X X 28-5284 200
3,639,900 55,000 X X 28-00125 55000
FOREST CITY ENTERPRISES INC CL B CONV 345550305 52,808 800 X X 28-5284 800
FOREST LABS INC COM 345838106 254,062 4,939 X 28-5284 4439 500
264,916 5,150 X X 28-5284 5150
271,089 5,270 X X 28-00125 5100 170
48,354 940 X 18-11135 940
FOREST OIL CORP COM PAR $0.01 346091705 1,144,591 34,300 X X 28-00125 34300
10,011 300 X 28-1500 300
FORRESTER RESH INC COM 346563109 2,978 105 X 18-11135 105
FORT DEARBORN INCOME SECS IN COM 347200107 8,934 600 X 28-5284 600
COLUMN TOTAL 8,210,649
FILE NO.
PAGE 104 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
FORTUNE BRANDS INC COM 349631101 30,852,986 391,436 X 28-5284 379686 90 11660
38,131,303 483,777 X X 28-5284 387070 1216 95491
856,931 10,872 X X 28-00125 8522 2350
24,277 308 X MERCBROK 308
426,810 5,415 X 28-1500 5415
286,511 3,635 X 28-4580 3635
485,531 6,160 X X 28-4580 6160
FORTUNET INC COM 34969Q100 2,724 300 X 28-5284 300
FORWARD AIR CORP COM 349853101 5,425 165 X 28-5284 165
5,129 156 X 28-1500 156
FOSSIL INC COM 349882100 6,273 237 X 28-5284 237
FOSTER L B CO COM 350060109 2,061 100 X 28-5284 100
FOUNDATION COAL HLDGS INC COM 35039W100 10,302 300 X 28-5284 300
FOUNDRY NETWORKS INC COM 35063R100 12,213 900 X 28-4580 900
FOUNTAIN POWERBOAT IND COM NEW 350755302 2,250 600 X 28-5284 600
4 KIDS ENTMT INC COM 350865101 1,514 80 X 28-5284 80
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 20,075 250 X X 28-5284 250
FRANCE TELECOM SPONSORED ADR 35177Q105 1,584 60 X 28-1500 60
FRANKLIN CR MGMT CORP COM NEW 353487200 1,362 300 X 28-5284 300
FRANKLIN RES INC COM 354613101 34,093,876 282,164 X 28-5284 274809 7355
15,313,269 126,734 X X 28-5284 121104 1954 3676
3,614,025 29,910 X MERCCPAD 29910
4,974,934 41,173 X X 28-00125 32278 125 8770
659,007 5,454 X 28-4580 5374 80
50,749 420 X X 28-4580 420
FREDS INC CL A 356108100 3,381 230 X 28-5284 230
15 1 X 28-1500 1
COLUMN TOTAL 129,844,517
FILE NO.
PAGE 105 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 2,005,094 30,293 X 28-5284 29760 533
1,575,852 23,808 X X 28-5284 22692 186 930
689,236 10,413 X X 28-00125 5198 5215
219,287 3,313 X 18-11135 3313
124,172 1,876 X 28-1500 1876
4,797,385 72,479 X 28-11439 72479
16,878 255 X 28-4580 255
420,373 6,351 X X 28-4580 6351
FREIGHTCAR AMER INC COM 357023100 9,634 200 X X 28-5284 200
FREMONT GEN CORP COM 357288109 9,286 1,340 X 28-5284 1000 340
3,465 500 X X 28-5284 500
103,735 14,969 X X 28-00125 14969
512,820 74,000 X 28-1500 74000
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 45,166 928 X X 28-5284 928
78,115 1,605 X 18-11135 1605
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 4,140 750 X X 28-5284 750
5,520 1,000 X X 28-00125 1000
FRONTIER OIL CORP COM 35914P105 3,264 100 X X 28-5284 100
150,536 4,612 X 18-11135 4612
FUELCELL ENERGY INC COM 35952H106 472 60 X 28-5284 60
26,229 3,337 X X 28-5284 3337
55,020 7,000 X X 28-00125 7000
20,098 2,557 X 28-1500 2557
FUEL TECH INC COM 359523107 4,930 200 X 28-5284 200
FUJIFILM HLDGS CORP ADR 2 ORD 35958N107 1,879 46 X 18-11135 46
3,268 80 X 28-1500 80
FULTON FINL CORP PA COM 360271100 453,743 31,228 X 28-5284 31228
2,185,937 150,443 X X 28-5284 95104 55339
121,558 8,366 X X 28-00125 8366
42,035 2,893 X 28-4580 2893
FURNITURE BRANDS INTL INC COM 360921100 41,028 2,600 X 28-5284 2600
1,292,698 81,920 X MERCCPAD 81920
4,208,763 266,715 X X 28-00125 248821 1993 15901
COLUMN TOTAL 19,231,616
FILE NO.
PAGE 106 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
G & K SVCS INC CL A 361268105 40,271 1,110 X 28-5284 1000 110
116,096 3,200 X X 28-5284 3200
5,406 149 X X 28-00125 149
GATX CORP COM 361448103 34,129 714 X X 28-5284 714
31,357 656 X MERCBROK 656
GEO GROUP INC COM 36159R103 88,374 1,950 X 28-5284 1950
GFI GROUP INC COM 361652209 3,399 50 X X 28-5284 50
GMH CMNTYS TR COM 36188G102 161,588 16,175 X X 28-00125 16175
GP STRATEGIES CORP COM 36225V104 5,688 625 X 28-5284 625
GSI COMMERCE INC COM 36238G102 230,418 10,200 X 28-5284 10200
54,216 2,400 X X 28-5284 2400
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 7,145 550 X 28-5284 550
GABELLI EQUITY TR INC COM 362397101 72,752 7,371 X 28-5284 7371
1,614,298 163,556 X X 28-5284 12393 151163
76,344 7,735 X X 28-00125 7735
24,320 2,464 X MERCBROK 2464
GABELLI UTIL TR COM 36240A101 666,680 66,668 X X 28-5284 66668
GABELLI DIVD & INCOME TR COM 36242H104 50,269 2,337 X 28-5284 2337
64,530 3,000 X X 28-5284 3000
32,265 1,500 X 28-1500 1500
GABELLI GLB GLD NAT RES & IN COM SHS BN INT 36244N109 39,825 1,500 X 28-1500 1500
GABELLI GLOBAL DEAL FD COM SBI 36245G103 39,100 2,000 X 28-1500 2000
GAIAM INC CL A 36268Q103 551 35 X 28-5284 35
GALLAGHER ARTHUR J & CO COM 363576109 102,073 3,603 X 28-5284 3603
14,165 500 X X 28-5284 500
2,351 83 X 18-11135 83
COLUMN TOTAL 3,577,610
FILE NO.
PAGE 107 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
GALLAHER GROUP PLC SPONSORED ADR 363595109 2,461,069 27,575 X 28-5284 27575
15,035,858 168,469 X X 28-5284 167349 1120
27,489 308 X MERCBROK 308
92,820 1,040 X 28-1500 1040
102,816 1,152 X X 28-4580 1152
GAMESTOP CORP NEW CL A 36467W109 48,594 1,492 X 28-5284 1238 254
30,290 930 X X 28-5284 930
6,514 200 X X 28-00125 200
GANNETT INC COM 364730101 9,334,233 165,824 X 28-5284 164024 1800
10,815,392 192,137 X X 28-5284 188477 2060 1600
5,304,094 94,228 X X 28-00125 71906 230 22092
1,205,056 21,408 X 28-05921 21408
50,661 900 X 28-1500 900
92,879 1,650 X 28-4580 1650
534,755 9,500 X X 28-4580 9500
GAP INC DEL COM 364760108 183,631 10,670 X 28-5284 10670
50,770 2,950 X X 28-5284 50 2900
487,731 28,340 X X 28-00125 21725 755 5860
235,416 13,679 X 28-05921 13679
GARDNER DENVER INC COM 365558105 9,758 280 X 28-5284 280
8,782 252 X X 28-5284 252
1,736,576 49,830 X MERCCPAD 49830
491,908 14,115 X X 28-00125 14015 100
5,994 172 X 28-1500 172
GARTNER INC COM 366651107 19,160 800 X 28-5284 800
4,359 182 X X 28-00125 182
GASTAR EXPL LTD COM 367299104 2,250 1,000 X X 28-5284 1000
GATEWAY INC COM 367626108 9,198 4,200 X 28-5284 4200
657 300 X X 28-00125 300
GAYLORD ENTMT CO NEW COM 367905106 3,912 74 X X 28-00125 74
GEN-PROBE INC NEW COM 36866T103 28,248 600 X X 28-5284 600
GEMSTAR-TV GUIDE INTL INC COM 36866W106 1,412 337 X 28-5284 337
COLUMN TOTAL 48,422,282
FILE NO.
PAGE 108 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
GENCORP INC COM 368682100 4,429 320 X 28-5284 320
47,430 3,427 X 18-11135 3427
GENENTECH INC COM NEW 368710406 1,664,901 20,274 X 28-5284 20274
1,107,717 13,489 X X 28-5284 11289 2200
4,365,828 53,164 X X 28-00125 41730 11434
3,860 47 X 18-11135 47
131,392 1,600 X 28-1500 1600
65,696 800 X X 28-4580 800
GENERAL AMERN INVS INC COM 368802104 74,306 2,017 X X 28-5284 2017
42,034 1,141 X X 28-00125 1141
GENERAL CABLE CORP DEL NEW COM 369300108 5,343 100 X 28-5284 100
1,912,794 35,800 X X 28-5284 35500 300
42,744 800 X X 28-00125 800
GENERAL COMMUNICATION INC CL A 369385109 3,920 280 X 28-5284 280
2,380 170 X 28-1500 170
GENERAL DYNAMICS CORP COM 369550108 30,801,959 403,167 X 28-5284 392996 400 9771
14,748,256 193,040 X X 28-5284 185855 1812 5373
1,404,079 18,378 X X 28-00125 5342 13036
99,320 1,300 X 28-1500 1300
445,183 5,827 X 28-4580 5636 191
125,372 1,641 X X 28-4580 1534 107
GENERAL ELECTRIC CO COM 369604103 492,591,744 13,930,762 X 28-5284 13396858 398 533506
539,883,658 15,268,203 X X 28-5284 14275081 38479 954643
14,378,437 406,630 X MERCCPAD 406630
179,952,768 5,089,162 X X 28-00125 4159290 12905 916967
6,000,309 169,692 X 28-05921 169692
497,657 14,074 X MERCBROK 14074
261,381 7,392 X 18-11135 7392
12,103,940 342,306 X 28-1500 93243 249063
2,156,960 61,000 X 28-11439 61000
14,931,149 422,261 X 28-4580 419989 2272
13,310,918 376,440 X X 28-4580 371934 3000 1506
COLUMN TOTAL 1,333,167,864
FILE NO.
PAGE 109 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
GENERAL GROWTH PPTYS INC COM 370021107 1,379,667 21,367 X 28-5284 21367
57,661 893 X X 28-5284 893
10,743,157 166,380 X MERCCPAD 166380
1,766,312 27,355 X X 28-00125 25465 1890
20,340 315 X 28-05921 315
1,227 19 X X 28-4580 19
GENERAL MLS INC COM 370334104 26,835,403 460,931 X 28-5284 449063 400 11468
23,615,255 405,621 X X 28-5284 392755 3792 9074
14,472,852 248,589 X X 28-00125 184414 910 63265
78,015 1,340 X 28-05921 1340
23,404 402 X MERCBROK 402
113,121 1,943 X 18-11135 1943
95,073 1,633 X 28-1500 1633
939,263 16,133 X 28-4580 15168 965
154,167 2,648 X X 28-4580 2648
GENERAL MTRS CORP COM 370442105 369,273 12,052 X 28-5284 12052
1,960,194 63,975 X X 28-5284 51477 100 12398
109,078 3,560 X X 28-00125 3403 157
26,044 850 X 28-1500 850
367,680 12,000 X 28-11439 12000
8,947 292 X 28-4580 292
58,308 1,903 X X 28-4580 1903
GENESCO INC COM 371532102 4,984 120 X 28-5284 120
10,383 250 X X 28-5284 250
GENESEE & WYO INC CL A 371559105 460,433 17,303 X X 28-5284 9803 7500
GENESIS LEASE LTD ADR 37183T107 39,225 1,500 X X 28-5284 1500
GENTEX CORP COM 371901109 28,113 1,730 X 28-5284 1730
286,081 17,605 X 28-1500 17604 1
GENESIS ENERGY L P UNIT LTD PARTN 371927104 10,670 500 X 28-5284 500
GENLYTE GROUP INC COM 372302109 14,110 200 X 28-5284 200
7,055 100 X X 28-5284 100
GENOMIC HEALTH INC COM 37244C101 190,740 11,000 X 28-5284 11000
GENTA INC COM NEW 37245M207 930 3,000 X X 28-5284 3000
COLUMN TOTAL 84,247,165
FILE NO.
PAGE 110 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
GENTEK INC COM NEW 37245X203 102 3 X 28-5284 3
GENUINE PARTS CO COM 372460105 1,121,855 22,895 X 28-5284 22895
2,858,905 58,345 X X 28-5284 50858 7487
640,430 13,070 X X 28-00125 12020 1050
101,234 2,066 X 28-05921 2066
418,950 8,550 X 28-1500 8550
323,400 6,600 X 28-4580 6600
GENWORTH FINL INC COM CL A 37247D106 54,751 1,567 X 28-5284 1567
34,940 1,000 X X 28-5284 1000
2,347,863 67,197 X X 28-00125 48682 18515
12,229 350 X 28-05921 350
GENZYME CORP COM 372917104 4,786,775 79,753 X 28-5284 79228 525
2,757,619 45,945 X X 28-5284 41545 150 4250
11,026,274 183,710 X MERCCPAD 183710
26,330,834 438,701 X X 28-00125 331670 1280 105751
15,245 254 X 28-1500 254
54,018 900 X 28-4580 900
31,511 525 X X 28-4580 525
GEORGIA GULF CORP COM PAR $0.01 373200203 20,587 1,270 X 28-5284 1100 170
3,242 200 X X 28-5284 200
4,863 300 X 28-1500 300
GERDAU AMERISTEEL CORP COM 37373P105 10,004 850 X 28-5284 850
86,408 7,342 X 28-1500 7342
GERBER SCIENTIFIC INC COM 373730100 1,485 140 X 28-5284 140
GERMAN AMERN BANCORP INC COM 373865104 41,026 3,087 X 28-5284 3087
81,920 6,164 X 28-1500 6164
GERON CORP COM 374163103 1,400 200 X X 28-5284 200
42,000 6,000 X X 28-00125 6000
GETTY IMAGES INC COM 374276103 48,630 1,000 X 28-5284 1000
2,760,725 56,770 X MERCCPAD 56770
3,579,119 73,599 X X 28-00125 63975 310 9314
677,416 13,930 X 28-1500 715 13215
COLUMN TOTAL 60,275,760
FILE NO.
PAGE 111 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
GETTY RLTY CORP NEW COM 374297109 28,740 1,000 X X 28-5284 1000
273,317 9,510 X X 28-00125 9510
GEVITY HR INC COM 374393106 92,778 4,700 X X 28-00125 4700
8,232 417 X 28-1500 417
GIBRALTAR INDS INC COM 374689107 565,500 25,000 X MERCCPAD 25000
GILEAD SCIENCES INC COM 375558103 29,065,987 379,204 X 28-5284 369518 300 9386
15,727,200 205,182 X X 28-5284 199388 2548 3246
367,920 4,800 X X 28-00125 4800
49,976 652 X 28-1500 652
611,207 7,974 X 28-4580 7653 321
112,216 1,464 X X 28-4580 1464
GILDAN ACTIVEWEAR INC COM 375916103 132,413 2,250 X 28-5284 2250
1,412,400 24,000 X X 28-5284 24000
3,625,160 61,600 X MERCCPAD 61600
2,188,043 37,180 X X 28-00125 32010 5170
GLACIER BANCORP INC NEW COM 37637Q105 36,060 1,500 X 28-5284 1500
GLADSTONE COML CORP COM 376536108 222,555 11,100 X X 28-00125 11100
44,110 2,200 X 28-1500 2200
GLADSTONE INVT CORP COM 376546107 20,818 1,400 X 28-5284 1400
22,305 1,500 X X 28-5284 1500
47,584 3,200 X 28-1500 3200
GLATFELTER COM 377316104 4,640,081 311,206 X 28-5284 311206
26,770,443 1,795,469 X X 28-5284 1794069 1400
11,391 764 X 18-11135 764
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 13,041,636 236,005 X 28-5284 233987 2018
38,669,290 699,770 X X 28-5284 632773 66997
1,404,764 25,421 X 28-05921 25421
22,657 410 X MERCBROK 410
86,537 1,566 X 18-11135 1566
164,675 2,980 X 28-1500 2980
99,026 1,792 X 28-4580 1792
449,595 8,136 X X 28-4580 8136
GLEN BURNIE BANCORP COM 377407101 58,708 3,349 X X 28-00125 3349
COLUMN TOTAL 140,073,324
FILE NO.
PAGE 112 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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GLENAYRE TECHNOLOGIES INC COM 377899109 3,255 1,500 X 28-5284 1500
651 300 X X 28-5284 300
445 205 X X 28-00125 205
GLOBALSTAR INC COM 378973408 1,781 168 X 28-5284 168
21,200 2,000 X X 28-5284 2000
GLIMCHER RLTY TR SH BEN INT 379302102 80,168 2,967 X 28-5284 2967
59,444 2,200 X X 28-5284 2200
360,852 13,355 X X 28-00125 13355
137,802 5,100 X 28-1500 5100
GLOBAL HIGH INCOME FUND INC COM 37933G108 16,800 1,050 X 28-5284 1050
GLOBAL IMAGING SYSTEMS COM 37934A100 6,591 338 X 28-1500 338
GLOBAL PMTS INC COM 37940X102 362,398 10,640 X 28-5284 10640
33,719 990 X 18-11135 990
GLOBECOMM SYSTEMS INC COM 37956X103 80,250 7,500 X X 28-5284 7500
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 36,516 1,200 X X 28-5284 1200
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 53,204 2,879 X 28-5284 1579 1300
GOLDCORP INC NEW COM 380956409 58,369 2,430 X 28-5284 2430
99,899 4,159 X X 28-5284 4159
96,080 4,000 X 28-4580 4000
GOLDFIELD CORP COM 381370105 100 100 X X 28-00125 100
GOLDMAN SACHS GROUP INC COM 38141G104 77,893,518 376,971 X 28-5284 366423 10548
36,185,872 175,124 X X 28-5284 169305 3169 2650
821,354 3,975 X X 28-00125 2635 1340
21,076 102 X 18-11135 102
6,591,704 31,901 X 28-1500 31901
1,743,131 8,436 X 28-4580 8219 217
560,381 2,712 X X 28-4580 2712
COLUMN TOTAL 125,326,560
FILE NO.
PAGE 113 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
GOODRICH CORP COM 382388106 26,959,046 523,680 X 28-5284 496510 700 26470
9,277,623 180,218 X X 28-5284 173078 3976 3164
5,337,446 103,680 X MERCCPAD 103680
10,839,423 210,556 X X 28-00125 172113 1256 37187
496,988 9,654 X 28-4580 9260 394
134,414 2,611 X X 28-4580 2611
GOODYEAR TIRE & RUBR CO COM 382550101 8,671 278 X 28-5284 278
49,467 1,586 X X 28-5284 1586
65,499 2,100 X X 28-00125 540 1560
GOOGLE INC CL A 38259P508 476,486 1,040 X 28-5284 1040
669,372 1,461 X X 28-5284 1431 30
5,482,343 11,966 X X 28-00125 8996 2970
26,573 58 X 18-11135 58
847,596 1,850 X 28-1500 1850
45,816 100 X 28-4580 100
916 2 X X 28-4580 2
GORMAN RUPP CO COM 383082104 79,050 2,468 X 28-5284 2468
GRACE W R & CO DEL NEW COM 38388F108 45,786 1,733 X X 28-5284 820 913
47,292 1,790 X X 28-00125 700 1090
GRACO INC COM 384109104 340,849 8,704 X 28-5284 8704
152,724 3,900 X X 28-5284 3900
4,040,529 103,180 X MERCCPAD 103180
3,584,902 91,545 X X 28-00125 68245 250 23050
901 23 X 18-11135 23
GRAINGER W W INC COM 384802104 2,188,673 28,336 X 28-5284 26386 1950
1,085,222 14,050 X X 28-5284 14050
2,267,998 29,363 X X 28-00125 20793 8570
339,856 4,400 X X 28-4580 4400
GRAMERCY CAP CORP COM 384871109 771,142 25,135 X X 28-00125 25135
GRANT PRIDECO INC COM 38821G101 136,263 2,734 X 28-5284 2734
31,997 642 X X 28-5284 642
9,968 200 X X 28-00125 200
GREAT AMERN FINL RES INC COM 389915109 9,792 400 X 28-5284 400
COLUMN TOTAL 75,850,623
FILE NO.
PAGE 114 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
GREAT ATLANTIC & PAC TEA INC COM 390064103 19,908 600 X 28-5284 500 100
GREAT LAKES BANCORP INC NEW COM 390914109 156,000 13,000 X X 28-00125 13000
GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 391064102 11,091 95 X 28-5284 95
40,863 350 X X 28-5284 350
GREAT PLAINS ENERGY INC COM 391164100 642,867 19,811 X 28-5284 17011 2800
314,765 9,700 X X 28-5284 9700
12,980 400 X X 28-00125 400
16,225 500 X 28-1500 500
GREAT WOLF RESORTS INC COM 391523107 1,323 100 X X 28-5284 100
13,230 1,000 X 28-1500 1000
GREATER BAY BANCORP COM 391648102 1,158,959 43,100 X MERCCPAD 43100
53,780 2,000 X X 28-00125 2000
9,207,136 342,400 X 28-1500 342400
GREATER CHINA FD INC COM 39167B102 22,581 985 X 28-5284 985
27,166 1,185 X X 28-5284 185 1000
GREEN MTN COFFEE ROASTERS IN COM 393122106 88,270 1,400 X X 28-5284 1400
GREENHILL & CO INC COM 395259104 1,719 28 X 18-11135 28
GREIF INC CL A 397624107 511,106 4,600 X 28-05921 4600
GREY WOLF INC COM 397888108 16,750 2,500 X 28-5284 2500
645,880 96,400 X MERCCPAD 96400
GRIFFON CORP COM 398433102 3,218 130 X 28-5284 130
68,063 2,750 X X 28-5284 2750
725,175 29,300 X MERCCPAD 29300
45,788 1,850 X X 28-00125 1850
GROUP 1 AUTOMOTIVE INC COM 398905109 5,170 130 X 28-5284 130
107,697 2,708 X 28-1500 2708
GROUPE DANONE SPONSORED ADR 399449107 19,003 532 X 28-05921 532
GRUBB & ELLIS CO COM PAR $0.01 400095204 17,837 1,518 X 28-5284 1518
COLUMN TOTAL 13,954,550
FILE NO.
PAGE 115 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 102,512 3,440 X 28-05921 3440
GUESS INC COM 401617105 4,292 106 X 18-11135 106
GUITAR CTR MGMT INC COM 402040109 897,888 19,900 X X 28-5284 19900
GYMBOREE CORP COM 403777105 6,812 170 X 28-5284 170
104,182 2,600 X X 28-5284 2600
1,133,981 28,300 X MERCCPAD 28300
H & E EQUIPMENT SERVICES INC COM 404030108 1,290 60 X 28-5284 60
H & Q HEALTHCARE FD SH BEN INT 404052102 3,422 200 X 28-5284 200
H & Q LIFE SCIENCES INVS SH BEN INT 404053100 92,824 6,678 X 28-5284 6678
13,789 992 X X 28-5284 992
106,307 7,648 X 28-1500 7648
HCC INS HLDGS INC COM 404132102 55,286 1,795 X 28-5284 1795
809,886 26,295 X X 28-00125 26250 45
HDFC BANK LTD ADR REPS 3 SHS 40415F101 887,605 13,772 X X 28-5284 13772
HF FINL CORP COM 404172108 182,500 10,000 X X 28-5284 10000
HFF INC CL A 40418F108 75,000 5,000 X 28-5284 5000
HNI CORP COM 404251100 239,295 5,210 X 28-5284 5210
220,464 4,800 X X 28-5284 4800
21,587 470 X 18-11135 470
HRPT PPTYS TR COM SH BEN INT 40426W101 151,290 12,300 X 28-5284 12300
22,140 1,800 X X 28-5284 300 1500
495,075 40,250 X X 28-00125 40250
HSBC HLDGS PLC SPON ADR NEW 404280406 3,264,337 37,175 X 28-5284 36766 409
2,184,537 24,878 X X 28-5284 24878
841,132 9,579 X 28-05921 9579
1,317 15 X 18-11135 15
1,581 18 X 28-1500 18
279,938 3,188 X X 28-4580 3188
COLUMN TOTAL 12,200,269
FILE NO.
PAGE 116 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HAEMONETICS CORP COM 405024100 6,545 140 X 28-5284 140
9,350 200 X X 28-5284 200
HAIN CELESTIAL GROUP INC COM 405217100 12,028 400 X 28-5284 200 200
18,042 600 X X 28-5284 600
HALLIBURTON CO COM 406216101 6,222,944 196,060 X 28-5284 160274 35786
6,180,794 194,732 X X 28-5284 185132 3600 6000
6,193,109 195,120 X MERCCPAD 195120
13,430,844 423,152 X X 28-00125 343651 600 78901
19,044 600 X MERCBROK 600
698 22 X 18-11135 22
147,781 4,656 X 28-1500 4656
19,996 630 X 28-4580 630
HAMPTON ROADS BANKSHARES INC COM 409321106 1,750,000 140,000 X X 28-5284 140000
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 37,249 3,860 X 28-5284 3860
93,441 9,683 X X 28-5284 9683
HANCOCK JOHN INCOME SECS TR COM 410123103 4,410 300 X 28-5284 300
8,159 555 X 28-1500 555
HANCOCK JOHN PATRIOT PFD DIV COM 41013J107 101,100 7,500 X X 28-5284 7500
HANCOCK JOHN PATRIOT PREM DI COM 41013Q101 45,650 5,000 X 28-5284 5000
12,983 1,422 X X 28-5284 1422
HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 30,390 1,500 X X 28-5284 1500
HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W108 12,615 500 X 28-5284 500
HANCOCK JOHN PFD INCOME FD I COM 41013X106 52,668 2,100 X 28-5284 2100
HANCOCK JOHN INVS TR COM 410142103 188,400 10,000 X X 28-5284 10000
HANDLEMAN CO DEL COM 410252100 202,130 29,000 X 28-5284 29000
COLUMN TOTAL 34,800,370
FILE NO.
PAGE 117 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HANESBRANDS INC COM 410345102 811,193 27,601 X 28-5284 27456 145
734,897 25,005 X X 28-5284 24409 62 534
96,987 3,300 X X 28-00125 1859 1441
14,695 500 X 28-05921 500
5,878 200 X 28-1500 200
27,538 937 X 28-11439 937
7,877 268 X 28-4580 268
8,788 299 X X 28-4580 299
HANOVER CAP MTG HLDGS INC COM 410761100 9,226 2,104 X X 28-5284 2104
HANOVER COMPRESSOR CO COM 410768105 45,034 2,024 X 28-5284 2024
HANOVER INS GROUP INC COM 410867105 290,556 6,300 X 28-5284 6300
50,317 1,091 X X 28-5284 1091
HANSEN NAT CORP COM 411310105 71,972 1,900 X X 28-5284 1900
5,417 143 X X 28-00125 143
71,972 1,900 X 28-1500 1900
HANSON PLC NEW SPONSORED ADR 411349103 5,018 62 X 28-5284 62
15,134 187 X X 28-5284 187
HARLAND JOHN H CO COM 412693103 7,172 140 X 28-5284 140
HARLEY DAVIDSON INC COM 412822108 39,682,570 675,448 X 28-5284 629308 46140
8,688,538 147,890 X X 28-5284 138044 4180 5666
701,534 11,941 X X 28-00125 7316 4625
1,763 30 X MERCBROK 30
294 5 X 18-11135 5
6,516,256 110,915 X 28-1500 63945 46970
1,700,695 28,948 X 28-11439 28948
HARLEYSVILLE GROUP INC COM 412824104 85,449 2,630 X 28-5284 2630
27,617 850 X X 28-5284 850
584,820 18,000 X MERCCPAD 18000
51,562 1,587 X 18-11135 1587
HARLEYSVILLE NATL CORP PA COM 412850109 248,821 13,963 X 28-5284 13963
1,188,897 66,717 X X 28-5284 66717
HARMAN INTL INDS INC COM 413086109 131,053 1,364 X 28-5284 1364
COLUMN TOTAL 61,889,540
FILE NO.
PAGE 118 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HARMONIC INC COM 413160102 4,321 440 X 28-5284 440
53,352 5,433 X 28-1500 5433
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 27,105 1,950 X 28-5284 1950
HARRAHS ENTMT INC COM 413619107 350,805 4,154 X 28-5284 4154
425,881 5,043 X X 28-5284 5043
4,729 56 X X 28-00125 56
84,450 1,000 X 28-1500 1000
507 6 X X 28-4580 6
HARRIS & HARRIS GROUP INC COM 413833104 3,230 250 X 28-5284 250
1,292 100 X X 28-00125 100
183,464 14,200 X 28-1500 14200
HARRIS CORP DEL COM 413875105 4,855,178 95,293 X 28-5284 90973 4320
1,667,644 32,731 X X 28-5284 31281 125 1325
331,175 6,500 X X 28-00125 6500
3,465 68 X 28-1500 68
HARSCO CORP COM 415864107 68,412 1,525 X 28-5284 1525
1,624,291 36,208 X X 28-5284 36208
1,202,248 26,800 X MERCCPAD 26800
477,759 10,650 X X 28-00125 8050 2600
HARTE-HANKS INC COM 416196103 48,283 1,750 X 28-5284 1750
HARTFORD FINL SVCS GROUP INC COM 416515104 1,708,684 17,877 X 28-5284 17877
1,736,880 18,172 X X 28-5284 17672 500
1,318,813 13,798 X X 28-00125 12374 156 1268
7,742 81 X MERCBROK 81
29,247 306 X 28-1500 306
14,433 151 X 28-4580 151
16,727 175 X X 28-4580 175
HARVEST ENERGY TR TRUST UNIT 41752X101 98,280 4,000 X 28-5284 4000
HASBRO INC COM 418056107 62,220 2,174 X 28-5284 2174
143,100 5,000 X X 28-5284 5000
143,100 5,000 X X 28-00125 5000
COLUMN TOTAL 16,696,817
FILE NO.
PAGE 119 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HAWAIIAN ELEC INDUSTRIES COM 419870100 5,198 200 X 28-5284 200
133,849 5,150 X X 28-5284 5150
92,524 3,560 X X 28-00125 3560
HEALTHCARE SVCS GRP INC COM 421906108 91,308 3,187 X 18-11135 3187
HEALTH CARE PPTY INVS INC COM 421915109 449,438 12,474 X 28-5284 12474
1,149,645 31,908 X X 28-5284 31908
1,013,848 28,139 X X 28-00125 16899 5400 5840
27,023 750 X 28-05921 750
HEALTHSOUTH CORP COM NEW 421924309 21,010 1,000 X 28-5284 1000
HEALTH MGMT ASSOC INC NEW CL A 421933102 425,093 39,107 X 28-5284 39107
13,859 1,275 X X 28-5284 1275
897,319 82,550 X MERCCPAD 82550
4,326,869 398,056 X X 28-00125 365336 4270 28450
5,435 500 X 28-1500 500
HEALTHCARE RLTY TR COM 421946104 85,342 2,288 X 28-5284 2288
195,900 5,252 X X 28-5284 5252
447,973 12,010 X X 28-00125 12010
77,771 2,085 X 28-1500 2085
HEADWATERS INC COM 42210P102 19,010 870 X 28-5284 870
19,665 900 X X 28-5284 900
HEALTH CARE REIT INC COM 42217K106 355,590 8,100 X 28-5284 8100
120,023 2,734 X X 28-5284 2734
485,534 11,060 X X 28-00125 11060
49,388 1,125 X 28-05921 1125
43,900 1,000 X 28-1500 1000
HEALTHEXTRAS INC COM 422211102 9,354 325 X X 28-00125 325
4,662 162 X 28-1500 162
HEALTH NET INC COM 42222G108 172,192 3,200 X X 28-00125 3200
64,034 1,190 X 18-11135 1190
HEALTHTRONICS INC COM 42222L107 46,791 8,681 X 28-1500 8681
HEALTHWAYS INC COM 422245100 14,025 300 X 28-5284 300
634,631 13,575 X X 28-00125 500 3600 9475
COLUMN TOTAL 11,498,203
FILE NO.
PAGE 120 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HEARST-ARGYLE TELEVISION INC COM 422317107 97,884 3,600 X 28-5284 2200 1400
89,727 3,300 X X 28-5284 1300 2000
HEARTLAND EXPRESS INC COM 422347104 5,129 323 X 28-5284 323
HEARTLAND PMT SYS INC COM 42235N108 452,919 19,159 X X 28-00125 7159 12000
4,728 200 X 28-1500 200
HEIDRICK & STRUGGLES INTL IN COM 422819102 4,361 90 X 28-5284 90
HEINZ H J CO COM 423074103 24,941,794 529,325 X 28-5284 524862 4463
26,173,087 555,456 X X 28-5284 541201 1067 13188
2,138,494 45,384 X X 28-00125 10812 34572
252,563 5,360 X 28-1500 5360
672,732 14,277 X 28-11439 14277
3,175,511 67,392 X 28-4580 67392
1,332,035 28,269 X X 28-4580 28269
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 7,458 200 X 28-5284 200
2,088 56 X 18-11135 56
HELMERICH & PAYNE INC COM 423452101 86,469 2,850 X 28-5284 2850
42,476 1,400 X X 28-5284 1400
698 23 X 18-11135 23
HENRY JACK & ASSOC INC COM 426281101 168,326 6,999 X 28-5284 6999
14,430 600 X X 28-5284 600
12,049 501 X 28-1500 501
HERCULES INC COM 427056106 21,494 1,100 X 28-5284 1100
145,768 7,460 X X 28-00125 1800 5660
9,770 500 X 28-4580 500
142,525 7,294 X X 28-4580 7294
HERCULES OFFSHORE INC COM 427093109 63,234 2,408 X X 28-00125 2408
15,756 600 X 28-1500 400 200
HERSHA HOSPITALITY TR SH BEN INT A 427825104 11,780 1,000 X X 28-00125 1000
78,632 6,675 X 28-1500 6675
COLUMN TOTAL 60,163,917
FILE NO.
PAGE 121 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HERSHEY CO COM 427866108 20,629,231 377,410 X 28-5284 367793 9617
15,679,932 286,863 X X 28-5284 285773 1090
3,067,082 56,112 X X 28-00125 38962 17150
323,369 5,916 X 28-05921 5916
136,650 2,500 X 28-1500 2500
68,325 1,250 X 28-4580 1250
58,322 1,067 X X 28-4580 1067
HESS CORP COM 42809H107 184,216 3,321 X 28-5284 3321
181,054 3,264 X X 28-5284 3264
10,539 190 X X 28-4580 190
HEWLETT PACKARD CO COM 428236103 73,479,120 1,830,571 X 28-5284 1774847 55724
63,703,545 1,587,034 X X 28-5284 1511584 16994 58456
11,878,430 295,925 X X 28-00125 244832 4960 46133
1,458,447 36,334 X 28-05921 36334
6,382 159 X MERCBROK 159
187,333 4,667 X 18-11135 4667
44,154 1,100 X 28-1500 1100
1,941,371 48,365 X 28-4580 47617 748
1,764,916 43,969 X X 28-4580 43969
HEXCEL CORP NEW COM 428291108 907,145 45,700 X MERCCPAD 45700
HIBBETT SPORTS INC COM 428567101 2,147,652 75,119 X MERCCPAD 75119
HIGHLAND CR STRATEGIES FD COM 43005Q107 21,673 1,035 X X 28-5284 1035
HIGHLAND HOSPITALITY CORP COM 430141101 1,032,400 58,000 X MERCCPAD 58000
48,060 2,700 X X 28-00125 2700
4,859 273 X 28-1500 273
HIGHWOODS PPTYS INC COM 431284108 300,124 7,600 X 28-5284 7600
904,321 22,900 X MERCCPAD 22900
43,439 1,100 X X 28-00125 1100
HILB ROGAL & HOBBS CO COM 431294107 3,075,337 62,698 X 28-5284 62508 190
1,148,751 23,420 X X 28-5284 21295 2125
102,073 2,081 X X 28-00125 2081
1,128 23 X 18-11135 23
COLUMN TOTAL 204,539,380
FILE NO.
PAGE 122 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HILLENBRAND INDS INC COM 431573104 2,367,082 39,870 X 28-5284 26770 13100
44,824 755 X X 28-5284 755
59,370 1,000 X X 28-00125 1000
12,171 205 X 28-1500 205
HILTON HOTELS CORP NOTE 3.375% 432848AZ2 8,126,500 5,000 X 28-11439 5000
HILTON HOTELS CORP COM 432848109 2,096,216 58,293 X 28-5284 58293
819,708 22,795 X X 28-5284 21723 1072
6,747,175 187,630 X MERCCPAD 187630
917,519 25,515 X X 28-00125 23043 2472
762,352 21,200 X 28-11439 21200
179,800 5,000 X 28-4580 5000
HITACHI LIMITED ADR 10 COM 433578507 9,651 125 X 28-5284 125
61,768 800 X X 28-5284 800
HOLLY CORP COM PAR $0.01 435758305 59,300 1,000 X 28-5284 1000
782,760 13,200 X X 28-5284 13000 200
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 56,925 22,500 X X 28-00125 22500
HOLOGIC INC COM 436440101 16,139 280 X 28-5284 280
23,056 400 X X 28-5284 400
HOME DEPOT INC COM 437076102 87,274,217 2,375,455 X 28-5284 2274922 100533
32,361,878 880,835 X X 28-5284 828586 6745 45504
11,261,177 306,510 X MERCCPAD 306510
51,640,495 1,405,566 X X 28-00125 1127426 6450 271690
1,515,378 41,246 X 28-05921 41246
198,396 5,400 X MERCBROK 5400
9,961,831 271,144 X 28-1500 168045 103099
154,308 4,200 X 28-11439 4200
930,918 25,338 X 28-4580 25338
233,666 6,360 X X 28-4580 6360
HOME DIAGNOSTICS INC DEL COM 437080104 668,429 61,800 X MERCCPAD 61800
HOME PROPERTIES INC COM 437306103 60,732 1,150 X 28-5284 1150
926,551 17,545 X X 28-00125 1745 15800
HOME SOLUTIONS AMER INC COM 437355100 23,750 5,000 X 28-11439 5000
COLUMN TOTAL 220,354,042
FILE NO.
PAGE 123 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HONDA MOTOR LTD AMERN SHS 438128308 159,530 4,575 X 28-5284 4575
732,270 21,000 X X 28-5284 18200 2800
8,718 250 X 28-05921 250
HONEYWELL INTL INC COM 438516106 9,562,793 207,616 X 28-5284 149344 58272
3,716,305 80,684 X X 28-5284 66574 14110
5,235,640 113,670 X X 28-00125 83433 705 29532
961,042 20,865 X 28-05921 20865
19,990 434 X MERCBROK 434
5,711 124 X 18-11135 124
193,913 4,210 X 28-1500 4210
23,030 500 X 28-4580 500
309,339 6,716 X X 28-4580 6716
HOOPER HOLMES INC COM 439104100 1,967 440 X 28-5284 440
HOPFED BANCORP INC COM 439734104 159,388 10,037 X 28-1500 10037
HORMEL FOODS CORP COM 440452100 192,086 5,165 X 28-5284 5165
74,380 2,000 X X 28-5284 2000
185,950 5,000 X X 28-00125 5000
55,785 1,500 X 28-4580 1500
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 480,823 10,274 X 28-5284 10274
50,310 1,075 X X 28-5284 1075
616,824 13,180 X X 28-00125 10080 1200 1900
50,310 1,075 X 28-05921 1075
HOSPIRA INC COM 441060100 1,353,954 33,104 X 28-5284 30475 2629
2,388,765 58,405 X X 28-5284 53057 600 4748
476,117 11,641 X X 28-00125 7296 4345
614 15 X 18-11135 15
139,060 3,400 X 28-1500 3400
8,180 200 X 28-4580 200
4,172 102 X X 28-4580 102
HOST HOTELS & RESORTS INC COM 44107P104 85,560 3,252 X 28-5284 3252
2,027,001 77,043 X X 28-5284 70496 6547
7,322,941 278,333 X MERCCPAD 278333
1,116,860 42,450 X X 28-00125 40039 2411
32,888 1,250 X 28-05921 1250
49,989 1,900 X 28-1500 1900
COLUMN TOTAL 37,802,205
FILE NO.
PAGE 124 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HOT TOPIC INC COM 441339108 2,664 240 X 28-5284 240
HOUSTON EXPL CO COM 442120101 5,395 100 X X 28-5284 100
HOVNANIAN ENTERPRISES INC CL A 442487203 16,354 650 X 28-5284 650
2,516 100 X X 28-5284 100
HUANENG PWR INTL INC SPON ADR H SHS 443304100 17,375 500 X 28-5284 500
31,970 920 X X 28-5284 920
HUBBELL INC CL A 443510102 176,032 3,784 X 28-5284 3784
169,798 3,650 X X 28-5284 1000 2650
561,636 12,073 X X 28-00125 8773 3300
HUBBELL INC CL B 443510201 281,143 5,828 X 28-5284 5828
238,933 4,953 X X 28-5284 4099 854
1,165,092 24,152 X X 28-00125 14202 9950
150,750 3,125 X 28-1500 3125
HUDSON CITY BANCORP COM 443683107 13,680 1,000 X 28-5284 1000
489,566 35,787 X X 28-5284 23212 12575
42,408 3,100 X X 28-00125 3100
HUDSON HIGHLAND GROUP INC COM 443792106 63,919 4,100 X X 28-00125 4100
HUGOTON RTY TR TEX UNIT BEN INT 444717102 95,684 3,800 X 28-5284 3800
1,486 59 X 28-1500 59
HUMANA INC COM 444859102 831,253 14,327 X 28-5284 14052 275
349,222 6,019 X X 28-5284 6019
522,180 9,000 X X 28-00125 9000
12,996 224 X 18-11135 224
42,819 738 X 28-1500 738
HUMAN GENOME SCIENCES INC COM 444903108 21,240 2,000 X 28-5284 2000
2,124 200 X X 28-5284 200
4,248 400 X X 28-00125 400
HUNT J B TRANS SVCS INC COM 445658107 2,572 98 X 28-5284 98
91,840 3,500 X X 28-5284 3500
3,752 143 X X 28-00125 143
COLUMN TOTAL 5,410,647
FILE NO.
PAGE 125 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
HUNTINGTON BANCSHARES INC COM 446150104 1,710,724 78,294 X 28-5284 76695 1599
330,372 15,120 X X 28-5284 12950 2170
262,200 12,000 X X 28-00125 12000
109,731 5,022 X 28-05921 5022
755,966 34,598 X 28-1500 34598
28,645 1,311 X 28-4580 1311
400,532 18,331 X X 28-4580 18331
HUNTSMAN CORP COM 447011107 19,090 1,000 X 28-5284 1000
47,725 2,500 X X 28-5284 2500
HURON CONSULTING GROUP INC COM 447462102 1,075,043 17,670 X X 28-5284 17670
HURRAY HLDGS CO LTD SPONSORED ADR 447773102 2,570 500 X 28-5284 500
HUTCHINSON TECHNOLOGY INC COM 448407106 3,036 130 X 28-5284 130
HUTTIG BLDG PRODS INC COM 448451104 2,674 442 X 28-5284 442
HYDRIL COM 448774109 81,804 850 X X 28-00125 850
7,410 77 X 28-1500 77
HYDROGENICS CORP COM 448882100 1,088 1,145 X X 28-5284 1145
HYPERION SOLUTIONS CORP COM 44914M104 16,326 315 X 28-5284 315
6,582 127 X 28-1500 127
HYPERION TOTAL RETURN & INCO COM 449145101 17,800 2,000 X 28-5284 2000
102,350 11,500 X X 28-00125 500 11000
HYTHIAM INC COM 44919F104 3,400 500 X 28-5284 500
IAC INTERACTIVECORP COM NEW 44919P300 21,193 562 X 28-5284 562
124,443 3,300 X X 28-5284 3300
9,428 250 X X 28-00125 250
226 6 X 18-11135 6
171,203 4,540 X 28-1500 1508 3032
ICT GROUP INC COM 44929Y101 26,250 1,500 X 28-5284 1500
1,155 66 X 28-1500 66
ICO INC NEW PFD CV DEP 1/4 449293307 1,100 40 X 28-5284 40
COLUMN TOTAL 5,340,066
FILE NO.
PAGE 126 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ICAD INC COM 44934S107 1,149 300 X X 28-5284 300
IHOP CORP COM 449623107 5,279 90 X 28-5284 90
ING PRIME RATE TR SH BEN INT 44977W106 6,199 840 X 28-5284 840
ING CLARION REAL EST INCOME COM SHS 449788108 46,930 2,600 X 28-5284 2600
17,148 950 X X 28-5284 950
ING CLARION GLB RE EST INCM COM 44982G104 103,141 4,764 X 28-5284 3695 1069
44,361 2,049 X X 28-5284 2049
IMS HEALTH INC COM 449934108 497,843 16,785 X 28-5284 14385 2400
319,349 10,767 X X 28-5284 10767
3,099,915 104,515 X X 28-00125 100160 4355
194,332 6,552 X X 28-4580 6552
ISTAR FINL INC COM 45031U101 28,613 611 X 28-5284 611
351,225 7,500 X X 28-5284 7500
1,800,145 38,440 X X 28-00125 34535 560 3345
100,919 2,155 X 18-11135 2155
ITT EDUCATIONAL SERVICES INC COM 45068B109 62,666 769 X 28-5284 769
ITT CORP NEW COM 450911102 25,085,278 415,870 X 28-5284 402910 12960
15,135,132 250,914 X X 28-5284 246004 380 4530
5,332,288 88,400 X MERCCPAD 88400
7,379,247 122,335 X X 28-00125 98799 400 23136
4,826 80 X MERCBROK 80
24,128 400 X 28-1500 400
368,736 6,113 X 28-4580 6113
478,639 7,935 X X 28-4580 7935
ICICI BK LTD ADR 45104G104 110,250 3,000 X 28-5284 1600 1400
36,750 1,000 X X 28-5284 1000
128,037 3,484 X 28-05921 3484
ICONIX BRAND GROUP INC COM 451055107 913,920 44,800 X X 28-5284 44800
IDACORP INC COM 451107106 15,228 450 X 28-5284 450
32,723 967 X X 28-5284 867 100
16,920 500 X X 28-00125 500
COLUMN TOTAL 61,741,316
FILE NO.
PAGE 127 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
IDEARC INC COM 451663108 1,795,154 51,144 X 28-5284 50478 666
3,172,478 90,384 X X 28-5284 73961 334 16089
712,600 20,302 X X 28-00125 13802 14 6486
29,098 829 X 28-05921 829
6,318 180 X MERCBROK 180
18,112 516 X 28-1500 516
19,972 569 X 28-4580 569
52,931 1,508 X X 28-4580 1500 8
IDEX CORP COM 45167R104 17,197 338 X 28-5284 48 290
4,223 83 X 28-1500 83
IDEXX LABS INC COM 45168D104 15,423 176 X 28-5284 176
1,196,150 13,650 X X 28-00125 2300 2750 8600
1,052 12 X 18-11135 12
IDERA PHARMACEUTICALS INC COM NEW 45168K306 1,074 125 X X 28-5284 125
IGATE CORP COM 45169U105 32,960 4,000 X 28-5284 4000
9,064 1,100 X X 28-5284 1100
IKON OFFICE SOLUTIONS INC COM 451713101 4,311 300 X 28-5284 300
ILLINOIS TOOL WKS INC COM 452308109 28,732,634 556,834 X 28-5284 553794 3040
22,541,666 436,854 X X 28-5284 419894 300 16660
13,990,566 271,135 X X 28-00125 187595 83540
986,076 19,110 X 28-05921 19110
12,952 251 X MERCBROK 251
44,686 866 X 28-1500 866
1,091,650 21,156 X 28-4580 21156
1,327,668 25,730 X X 28-4580 24880 850
ILLUMINA INC COM 452327109 8,790 300 X 28-5284 300
3,780 129 X 28-1500 129
IMATION CORP COM 45245A107 22,532 558 X 28-5284 508 50
107,249 2,656 X X 28-5284 2656
15,466 383 X X 28-00125 383
IMAX CORP COM 45245E109 40,320 8,000 X X 28-5284 8000
212 42 X 28-1500 42
IMCLONE SYS INC COM 45245W109 204 5 X 28-5284 5
COLUMN TOTAL 76,014,568
FILE NO.
PAGE 128 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
IMMUCOR INC COM 452526106 77,695 2,640 X 18-11135 2640
IMMUNOGEN INC COM 45253H101 2,395 500 X X 28-5284 500
IMPAC MTG HLDGS INC COM 45254P102 5,000 1,000 X 28-5284 1000
300 60 X 18-11135 60
IMMUNOMEDICS INC COM 452907108 45,800 10,000 X 28-5284 10000
769,440 168,000 X MERCCPAD 168000
IMPERIAL OIL LTD COM NEW 453038408 20,045 540 X 28-5284 540
281,852 7,593 X X 28-5284 693 6900
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 8,974 100 X 28-5284 100
38,947 434 X X 28-5284 59 375
INDEPENDENT BANK CORP MASS COM 453836108 32,940 1,000 X X 28-5284 1000
474,336 14,400 X MERCCPAD 14400
INDIA FD INC COM 454089103 26,698 700 X 28-5284 700
1,760,161 46,150 X X 28-5284 46150
INDONESIA FD INC COM 455778100 4,860 500 X 28-5284 500
INDUSTRIAL DISTR GROUP INC COM 456061100 1,249 100 X 28-1500 100
INDYMAC BANCORP INC COM 456607100 429,470 13,400 X 28-5284 13400
670,326 20,915 X X 28-5284 13700 7215
INERGY L P UNIT LTD PTNR 456615103 3,268 100 X 28-5284 100
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 6,228 400 X 28-1500 400
INFINITY PPTY & CAS CORP COM 45665Q103 857,538 18,300 X MERCCPAD 18300
INFORMATICA CORP COM 45666Q102 1,420,894 105,800 X MERCCPAD 105800
77,894 5,800 X X 28-00125 5800
2,015 150 X 28-1500 150
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 80,400 1,600 X 28-5284 600 1000
670,838 13,350 X X 28-5284 12350 1000
COLUMN TOTAL 7,769,563
FILE NO.
PAGE 129 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ING GROEP N V SPONSORED ADR 456837103 69,845 1,650 X 28-5284 1150 500
84,660 2,000 X X 28-5284 2000
814,302 19,237 X 28-05921 19237
1,016 24 X 18-11135 24
44,531 1,052 X 28-4580 1052
ING GLOBAL EQTY DIV & PREM O COM 45684E107 213,996 10,200 X 28-5284 10200
59,604 2,841 X X 28-5284 2841
INLAND REAL ESTATE CORP COM NEW 457461200 3,668 200 X 28-5284 200
73,360 4,000 X X 28-00125 4000
INSIGHT ENTERPRISES INC COM 45765U103 4,495 250 X 28-5284 250
598,734 33,300 X MERCCPAD 33300
INPUT/OUTPUT INC COM 457652105 115,890 8,410 X 28-5284 8000 410
1,599,858 116,100 X MERCCPAD 116100
INSITUFORM TECHNOLOGIES INC CL A 457667103 2,911 140 X 28-5284 140
367,983 17,700 X MERCCPAD 17700
INNOSPEC INC COM 45768S105 10,779 187 X 28-5284 187
2,882 50 X X 28-00125 50
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 4,775,757 188,616 X X 28-5284 188616
354 14 X 18-11135 14
INOVIO BIOMEDICAL CORP COM 45773H102 2,430 750 X X 28-5284 750
INSPIRE PHARMACEUTICALS INC COM 457733103 92,682 16,260 X X 28-5284 16260
INSTEEL INDUSTRIES INC COM 45774W108 11,753 700 X 28-5284 700
302 18 X 28-1500 18
INNSUITES HOSPITALITY TR SH BEN INT 457919108 60 50 X X 28-5284 50
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 528,728 11,600 X 28-5284 11600
63,812 1,400 X X 28-5284 1400
1,367 30 X 18-11135 30
8,022 176 X 28-1500 176
INSURED MUN INCOME FD COM 45809F104 20,220 1,500 X X 28-5284 1500
COLUMN TOTAL 9,574,001
FILE NO.
PAGE 130 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
INTEGRAL SYS INC MD COM 45810H107 82,178 3,400 X X 28-5284 3400
INTEGRA BK CORP COM 45814P105 59,759 2,681 X 28-1500 2681
INTEL CORP COM 458140100 83,604,968 4,370,359 X 28-5284 4250315 120044
97,830,954 5,114,007 X X 28-5284 4869045 19591 225371
7,879,743 411,905 X MERCCPAD 411905
52,041,462 2,720,411 X X 28-00125 2145794 17820 556797
2,422,394 126,628 X 28-05921 126628
125,187 6,544 X MERCBROK 6544
497 26 X 18-11135 26
875,159 45,748 X 28-1500 215 45533
1,899,303 99,284 X 28-4580 98478 806
1,751,964 91,582 X X 28-4580 91282 300
INTEGRYS ENERGY GROUP INC COM 45822P105 242,412 4,367 X 28-5284 4367
757,489 13,646 X X 28-5284 13481 165
341,664 6,155 X X 28-00125 6155
22,204 400 X 28-1500 400
277,550 5,000 X X 28-4580 5000
INTER TEL INC COM 458372109 2,837 120 X 28-5284 120
INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW 45857P202 4,946 200 X 28-5284 200
INTERCONTINENTALEXCHANGE INC COM 45865V100 36,663 300 X X 28-5284 300
2,616,272 21,408 X X 28-00125 16114 5294
INTERDIGITAL COMMUNICATIONS COM 45866A105 28,503 900 X 28-5284 700 200
200,566 6,333 X X 28-5284 6333
INTERFACE INC CL A 458665106 4,477 280 X 28-5284 280
79,950 5,000 X X 28-00125 5000
INTERLEUKIN GENETICS INC COM 458738101 4,380 1,000 X 28-5284 1000
21,900 5,000 X 28-1500 5000
INTERMEC INC COM 458786100 11,170 500 X 28-5284 500
17,872 800 X X 28-5284 800
55,850 2,500 X X 28-00125 2500
6,479 290 X 28-1500 290
INTERMUNE INC COM 45884X103 46,854 1,900 X X 28-00125 1900
COLUMN TOTAL 253,353,606
FILE NO.
PAGE 131 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL BUSINESS MACHS COM 459200101 102,842,279 1,091,049 X 28-5284 1055847 35202
149,513,327 1,586,180 X X 28-5284 1394594 6975 184611
53,115,887 563,504 X X 28-00125 440362 960 122182
2,520,041 26,735 X 28-05921 26735
130,927 1,389 X MERCBROK 1389
262,608 2,786 X 18-11135 2786
1,217,274 12,914 X 28-1500 12914
3,230,384 34,271 X 28-4580 34271
6,971,847 73,964 X X 28-4580 73964
INTERNATIONAL COAL GRP INC N COM 45928H106 294,000 56,000 X X 28-5284 56000
54,600 10,400 X X 28-00125 10400
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 441,460 9,349 X 28-5284 6249 3100
279,779 5,925 X X 28-5284 3900 2025
74,560 1,579 X X 28-00125 1575 4
INTERNATIONAL GAME TECHNOLOG COM 459902102 2,161,703 53,534 X 28-5284 53534
60,570 1,500 X X 28-5284 1300 200
48,254 1,195 X X 28-00125 1195
640,750 15,868 X 28-1500 8815 7053
404 10 X X 28-4580 10
INTL PAPER CO COM 460146103 4,139,190 113,714 X 28-5284 113714
3,264,024 89,671 X X 28-5284 87073 2598
1,573,062 43,216 X X 28-00125 39434 3782
97,989 2,692 X 28-05921 2692
1,056 29 X MERCBROK 29
2,111 58 X 18-11135 58
20,930 575 X 28-1500 575
116,334 3,196 X 28-4580 3196
183,201 5,033 X X 28-4580 5033
INTERNATIONAL RECTIFIER CORP COM 460254105 117,037 3,063 X 28-5284 3063
3,821 100 X X 28-5284 100
34,389 900 X X 28-00125 900
INTL SECS EXCHANGE HLDGS INC CL A 46031W204 4,880 100 X 28-5284 100
INTERNATIONAL SHIPHOLDING CO COM NEW 460321201 55,649 3,031 X 28-5284 3031
INTERNATIONAL SPEEDWAY CORP CL A 460335201 34,639 670 X 28-5284 670
103,400 2,000 X X 28-00125 2000
COLUMN TOTAL 333,612,366
FILE NO.
PAGE 132 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
INTERNET CAP GROUP INC COM NEW 46059C205 435,972 40,745 X 28-5284 40745
321 30 X X 28-5284 30
INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 25,002 600 X 28-1500 600
INTERSIL CORP CL A 46069S109 27,815 1,050 X 28-5284 1050
37,086 1,400 X X 28-00125 1400
INTERPUBLIC GROUP COS INC COM 460690100 128,504 10,439 X 28-5284 10439
113,966 9,258 X X 28-5284 3058 6200
394 32 X X 28-00125 32
INTERSEARCH GROUP INC COM NEW 46070N206 8,784 3,660 X 28-5284 3660
INTERSTATE HOTELS & RESRTS I COM 46088S106 331,527 52,540 X 28-5284 52540
INTERVEST BANCSHARES CORP CL A 460927106 13,059 455 X 28-5284 455
57,400 2,000 X X 28-5284 2000
INTERVOICE INC NEW COM 461142101 6,640 1,000 X X 28-5284 1000
INTEST CORP COM 461147100 805,477 178,598 X 28-5284 178598
INTUITIVE SURGICAL INC COM NEW 46120E602 2,342,046 19,265 X 28-5284 12165 7100
1,263,477 10,393 X X 28-5284 9018 875 500
1,364,745 11,226 X X 28-00125 8441 2785
INTUIT COM 461202103 90,069 3,292 X 28-5284 3292
100,138 3,660 X X 28-5284 3660
2,023,053 73,942 X X 28-00125 55874 18068
2,736 100 X MERCBROK 100
31,081 1,136 X 28-1500 1136
INVACARE CORP COM 461203101 2,790 160 X 28-5284 160
INVENTIV HEALTH INC COM 46122E105 1,500,968 39,200 X X 28-5284 39200
6,050 158 X 28-4580 158
INVERNESS MED INNOVATIONS IN COM 46126P106 43,780 1,000 X 28-5284 1000
43,780 1,000 X X 28-5284 1000
10,814 247 X 28-1500 247
COLUMN TOTAL 10,817,474
FILE NO.
PAGE 133 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 54,880 1,400 X X 28-00125 1400
66,679 1,701 X 18-11135 1701
INVESTORS BANCORP INC COM 46146P102 2,888 200 X X 28-5284 200
INVITROGEN CORP COM 46185R100 182,994 2,875 X 28-5284 1675 1200
INVESTORS FINL SERVICES CORP COM 461915100 93,331 1,605 X 28-5284 1605
151,190 2,600 X X 28-5284 2600
IOWA TELECOMM SERVICES INC COM 462594201 20,800 1,040 X 28-5284 1040
58,000 2,900 X X 28-5284 2900
IPSCO INC COM 462622101 1,484,820 11,300 X MERCCPAD 11300
1,577 12 X 18-11135 12
IRELAND BK SPONSORED ADR 46267Q103 57,955 670 X 18-11135 670
IRON MTN INC COM 462846106 339,768 13,003 X 28-5284 13003
45,074 1,725 X X 28-5284 1725
1,657,191 63,421 X X 28-00125 27340 6075 30006
IRWIN FINL CORP COM 464119106 134,208 7,200 X 28-5284 7200
38,678 2,075 X 28-1500 2075
ISHARES SILVER TRUST ISHARES 46428Q109 76,507 573 X 28-5284 573
224,848 1,684 X X 28-5284 1684
133,520 1,000 X 28-4580 1000
1,469 11 X X 28-4580 11
ISHARES COMEX GOLD TR ISHARES 464285105 437,638 6,648 X 28-5284 6648
532,565 8,090 X X 28-5284 8090
ISHARES INC MSCI AUSTRALIA 464286103 19,463 750 X 28-5284 750
478,596 18,443 X X 28-5284 18443
25,950 1,000 X 28-1500 1000
ISHARES INC MSCI BRAZIL 464286400 98,440 2,000 X 28-5284 2000
18,999 386 X X 28-5284 386
ISHARES INC MSCI CDA INDEX 464286509 45,763 1,750 X 28-5284 1750
599,306 22,918 X X 28-5284 22918
26,150 1,000 X 28-1500 1000
COLUMN TOTAL 7,109,247
FILE NO.
PAGE 134 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ISHARES INC MSCI EMU INDEX 464286608 7,909,502 73,040 X 28-5284 73040
895,233 8,267 X X 28-5284 7867 400
1,580,276 14,593 X 28-4580 14593
2,978,408 27,504 X X 28-4580 26804 700
ISHARES INC MSCI PAC J IDX 464286665 50,626,304 376,824 X 28-5284 371566 5258
7,881,374 58,663 X X 28-5284 57200 163 1300
10,076 75 X 28-1500 75
2,719,781 20,244 X 28-4580 19844 400
5,191,150 38,639 X X 28-4580 37339 1300
ISHARES INC MSCI SINGAPORE 464286673 55,665 4,500 X 28-5284 4500
123,737 10,003 X X 28-5284 10003
103,512 8,368 X X 28-4580 8368
ISHARES INC MSCI FRANCE 464286707 23,078 656 X 28-5284 656
ISHARES INC MSCI TAIWAN 464286731 34,153 2,450 X X 28-5284 2450
ISHARES INC MSCI SWITZERLD 464286749 25,480 1,000 X 28-5284 1000
405,769 15,925 X X 28-5284 15925
ISHARES INC MSCI SWEDEN 464286756 33,674 1,004 X X 28-5284 1004
160,321 4,780 X 28-1500 4780
ISHARES INC MSCI SPAIN 464286764 18,844 334 X X 28-5284 334
ISHARES INC MSCI S KOREA 464286772 91,279 1,805 X X 28-5284 1805
25,285 500 X X 28-4580 500
ISHARES INC MSCI GERMAN 464286806 50,453 1,750 X X 28-5284 1750
ISHARES INC MSCI MEXICO 464286822 5,436 100 X 28-5284 100
10,872 200 X X 28-5284 200
209,340 3,851 X 28-1500 3851
ISHARES INC MSCI MALAYSIA 464286830 5,415 500 X 28-5284 500
43,862 4,050 X X 28-5284 4050
ISHARES INC MSCI JAPAN 464286848 25,537,509 1,752,746 X 28-5284 1746960 5786
9,795,294 672,292 X X 28-5284 576279 96013
2,360,471 162,009 X 28-4580 159009 3000
4,890,304 335,642 X X 28-4580 325863 9779
COLUMN TOTAL 123,801,857
FILE NO.
PAGE 135 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ISHARES INC MSCI HONG KONG 464286871 15,739 980 X 28-5284 980
52,613 3,276 X X 28-5284 3276
ISHARES TR S&P 100 IDX FD 464287101 18,042,632 277,110 X 28-5284 265282 11828
7,059,682 108,427 X X 28-5284 31526 1901 75000
248,069 3,810 X 28-4580 3810
205,682 3,159 X X 28-4580 3159
ISHARES TR DJ SEL DIV INX 464287168 33,107,215 463,362 X 28-5284 457743 5619
25,487,287 356,715 X X 28-5284 335620 1338 19757
28,580 400 X 28-05921 400
1,930,079 27,013 X 28-4580 26613 400
2,571,414 35,989 X X 28-4580 33989 2000
ISHARES TR US TIPS BD FD 464287176 9,855,947 97,545 X 28-5284 97295 250
2,935,919 29,057 X X 28-5284 28707 350
282,912 2,800 X 28-4580 2800
303,120 3,000 X X 28-4580 2500 500
ISHARES TR FTSE XNHUA IDX 464287184 536,938 5,242 X 28-5284 5242
1,001,253 9,775 X X 28-5284 9775
172,595 1,685 X 28-1500 1685
3,175 31 X X 28-4580 31
ISHARES TR TRANSP AVE IDX 464287192 55,933 650 X 28-5284 650
ISHARES TR S&P 500 INDEX 464287200 187,872,858 1,319,888 X 28-5284 1293579 26309
56,837,643 399,309 X X 28-5284 355072 40194 4043
79,710 560 X 28-05921 560
284,680 2,000 X 28-1500 2000
2,814,346 19,772 X 28-4580 19772
2,239,578 15,734 X X 28-4580 10334 5400
ISHARES TR LEHMAN AGG BND 464287226 30,766,084 306,863 X 28-5284 306863
3,124,603 31,165 X X 28-5284 31165
101,062 1,008 X 28-05921 1008
3,102,044 30,940 X 18-11135 30940
13,034 130 X 28-1500 130
267,393 2,667 X 28-4580 2667
22,458 224 X X 28-4580 224
COLUMN TOTAL 391,422,277
FILE NO.
PAGE 136 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ISHARES TR MSCI EMERG MKT 464287234 59,775,684 513,096 X 28-5284 504101 8995
24,395,566 209,404 X X 28-5284 203135 734 5535
235,563 2,022 X 28-1500 2022
1,900,232 16,311 X 28-4580 16311
708,320 6,080 X X 28-4580 4886 900 294
ISHARES TR IBOXX INV CPBD 464287242 24,450,695 227,936 X 28-5284 226486 1450
4,663,778 43,477 X X 28-5284 41601 1876
214,540 2,000 X 28-1500 2000
ISHARES TR S&P GBL INF 464287291 29,141 510 X 28-5284 510
34,284 600 X X 28-5284 600
ISHARES TR S&P500 GRW 464287309 35,770,508 553,466 X 28-5284 553466
4,418,688 68,369 X X 28-5284 67289 1080
197,509 3,056 X 28-4580 3056
ISHARES TR S&P GBL HLTHCR 464287325 23,056 400 X 28-5284 400
928,004 16,100 X X 28-4580 16100
ISHARES TR S&P GBL FIN 464287333 88,446 989 X X 28-5284 989
6,707 75 X 28-1500 75
ISHARES TR S&P GBL ENER 464287341 60,183 540 X 28-5284 540
140,093 1,257 X X 28-5284 1257
ISHARES TR GS NAT RES IDX 464287374 12,333,530 117,451 X 28-5284 117451
687,080 6,543 X X 28-5284 6543
2,464,165 23,466 X 28-4580 21466 2000
8,330,128 79,327 X X 28-4580 78327 1000
ISHARES TR S&P LTN AM 40 464287390 527,054 2,955 X 28-5284 2955
637,102 3,572 X X 28-5284 3572
177,647 996 X 28-1500 996
32,105 180 X X 28-4580 180
ISHARES TR S&P 500 VALUE 464287408 26,402,236 340,235 X 28-5284 340235
3,042,153 39,203 X X 28-5284 38803 400
202,458 2,609 X 28-4580 2609
318,160 4,100 X X 28-4580 2000 2100
ISHARES TR 20+ YR TRS BD 464287432 820,033 9,289 X 28-5284 9289
447,580 5,070 X X 28-5284 5070
COLUMN TOTAL 214,462,428
FILE NO.
PAGE 137 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ISHARES TR 7-10 YR TRS BD 464287440 4,200,449 50,553 X 28-5284 50553
847,435 10,199 X X 28-5284 10199
83,090 1,000 X 28-1500 1000
ISHARES TR 1-3 YR TRS BD 464287457 17,784,959 221,041 X 28-5284 221041
1,894,672 23,548 X X 28-5284 23548
24,138 300 X MERCBROK 300
92,529 1,150 X 28-1500 1150
256,104 3,183 X 28-4580 3183
ISHARES TR MSCI EAFE IDX 464287465 359,484,988 4,713,939 X 28-5284 4668187 45752
171,300,855 2,246,274 X X 28-5284 2124275 41826 80173
362,235 4,750 X 28-05921 4750
213,528 2,800 X MERCBROK 2800
4,525,726 59,346 X 28-1500 59346
2,641,418 34,637 X 28-4580 34637
3,768,540 49,417 X X 28-4580 42717 6700
ISHARES TR RUSSELL MCP VL 464287473 22,610,496 147,617 X 28-5284 141659 5958
7,781,189 50,801 X X 28-5284 49883 23 895
560,143 3,657 X 28-4580 3657
419,686 2,740 X X 28-4580 2740
ISHARES TR RUSSELL MCP GR 464287481 21,512,053 200,822 X 28-5284 193687 7135
6,968,692 65,055 X X 28-5284 61725 3330
685,889 6,403 X 28-4580 6403
693,281 6,472 X X 28-4580 6472
ISHARES TR RUSSELL MIDCAP 464287499 36,303,012 348,364 X 28-5284 344139 4225
15,027,082 144,200 X X 28-5284 133710 9040 1450
407,148 3,907 X 28-4580 3907
149,541 1,435 X X 28-4580 1435
ISHARES TR S&P MIDCAP 400 464287507 23,150,282 273,644 X 28-5284 267756 5888
8,893,829 105,128 X X 28-5284 96214 6639 2275
50,760 600 X MERCBROK 600
4,040,919 47,765 X 28-1500 47765
130,961 1,548 X 28-4580 1548
294,408 3,480 X X 28-4580 80 3400
ISHARES TR GLMN SCHS SOFT 464287515 144,134 3,198 X 28-5284 3198
33,803 750 X X 28-5284 750
COLUMN TOTAL 717,337,974
FILE NO.
PAGE 138 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ISHARES TR GLDM SCHS SEMI 464287523 282,566 4,686 X 28-5284 4686
111,555 1,850 X X 28-5284 1100 750
9,105 151 X 28-4580 151
ISHARES TR GLDM SACHS TEC 464287549 11,424 223 X 28-5284 223
230,535 4,500 X X 28-5284 4500
ISHARES TR NASDQ BIO INDX 464287556 4,228,069 55,794 X 28-5284 53794 2000
1,228,242 16,208 X X 28-5284 15431 777
15,156 200 X MERCBROK 200
109,275 1,442 X 28-4580 1442
46,150 609 X X 28-4580 609
ISHARES TR COHEN&ST RLTY 464287564 31,130,153 301,678 X 28-5284 300198 1480
13,500,141 130,828 X X 28-5284 126252 2940 1636
36,323 352 X 28-1500 352
177,487 1,720 X 28-4580 1720
56,548 548 X X 28-4580 548
ISHARES TR S&P GLB100INDX 464287572 14,808 200 X 28-5284 200
22,212 300 X X 28-5284 300
ISHARES TR CONS SRVC IDX 464287580 10,996 161 X 28-5284 161
5,532 81 X X 28-5284 81
ISHARES TR RUSSELL1000VAL 464287598 81,486,429 980,111 X 28-5284 959069 21042
16,084,098 193,458 X X 28-5284 192833 625
178,751 2,150 X MERCBROK 2150
456,272 5,488 X 28-4580 5488
549,888 6,614 X X 28-4580 6614
ISHARES TR S&P MC 400 GRW 464287606 12,781,282 151,923 X 28-5284 151555 368
4,772,779 56,731 X X 28-5284 54237 212 2282
135,113 1,606 X 28-4580 1606
163,801 1,947 X X 28-4580 1947
ISHARES TR RUSSELL1000GRW 464287614 71,905,588 1,292,104 X 28-5284 1246188 45916
26,815,008 481,851 X X 28-5284 449963 394 31494
289,380 5,200 X MERCBROK 5200
470,243 8,450 X 28-4580 8450
506,192 9,096 X X 28-4580 9096
COLUMN TOTAL 267,821,101
FILE NO.
PAGE 139 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ISHARES TR RUSSELL 1000 464287622 62,536,392 807,755 X 28-5284 807755
10,438,461 134,829 X X 28-5284 55419 79410
7,742 100 X MERCBROK 100
615,566 7,951 X 28-4580 7951
448,339 5,791 X X 28-4580 5791
ISHARES TR RUSL 2000 VALU 464287630 22,137,179 273,366 X 28-5284 271589 1777
7,782,907 96,109 X X 28-5284 95386 633 90
8,098 100 X MERCBROK 100
85,272 1,053 X 28-1500 1053
247,961 3,062 X 28-4580 3062
80,251 991 X X 28-4580 991
ISHARES TR RUSL 2000 GROW 464287648 19,722,541 246,347 X 28-5284 239712 6635
5,090,295 63,581 X X 28-5284 57607 2436 3538
168,766 2,108 X 28-4580 2108
68,932 861 X X 28-4580 861
ISHARES TR RUSSELL 2000 464287655 72,330,963 909,709 X 28-5284 905997 3712
30,093,422 378,486 X X 28-5284 371178 4217 3091
23,853 300 X MERCBROK 300
843,681 10,611 X 28-4580 10611
1,144,467 14,394 X X 28-4580 10594 3800
ISHARES TR RUSL 3000 VALU 464287663 3,281,901 30,234 X 28-5284 30234
50,042 461 X X 28-5284 461
ISHARES TR RUSL 3000 GROW 464287671 209,110 4,610 X 28-5284 4610
10,206 225 X X 28-5284 225
ISHARES TR RUSSELL 3000 464287689 6,935,562 83,925 X 28-5284 83925
1,896,919 22,954 X X 28-5284 22954
40,080 485 X 28-4580 485
ISHARES TR DJ US UTILS 464287697 425,924 4,386 X 28-5284 4386
641,509 6,606 X X 28-5284 6506 100
19,422 200 X 28-4580 200
ISHARES TR S&P MIDCP VALU 464287705 25,752,717 308,305 X 28-5284 307915 390
4,100,905 49,095 X X 28-5284 46246 884 1965
164,053 1,964 X 28-4580 1964
COLUMN TOTAL 277,403,438
FILE NO.
PAGE 140 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ISHARES TR DJ US TELECOMM 464287713 1,425,203 45,797 X 28-5284 45461 336
703,250 22,598 X X 28-5284 22323 275
40,456 1,300 X 28-4580 1300
8,402 270 X X 28-4580 270
ISHARES TR DJ US TECH SEC 464287721 4,690,899 86,949 X 28-5284 86050 899
4,038,805 74,862 X X 28-5284 74862
ISHARES TR DJ US REAL EST 464287739 2,780,444 32,619 X 28-5284 32619
1,146,563 13,451 X X 28-5284 13201 250
8,524 100 X 28-4580 100
59,668 700 X X 28-4580 700
ISHARES TR DJ US INDUSTRL 464287754 53,448 800 X 28-5284 800
ISHARES TR DJ US HEALTHCR 464287762 4,600,722 68,966 X 28-5284 68506 460
3,524,556 52,834 X X 28-5284 52834
16,678 250 X MERCBROK 250
11,207 168 X 28-4580 168
ISHARES TR DJ US FINL SVC 464287770 1,856,603 14,524 X 28-5284 14524
456,097 3,568 X X 28-5284 3568
ISHARES TR DJ US FINL SEC 464287788 176,716 1,550 X 28-5284 1550
311,703 2,734 X X 28-5284 2734
5,701 50 X 28-1500 50
ISHARES TR DJ US ENERGY 464287796 522,422 5,005 X 28-5284 5005
646,321 6,192 X X 28-5284 6092 100
313,140 3,000 X X 28-4580 3000
ISHARES TR S&P SMLCAP 600 464287804 15,156,969 223,192 X 28-5284 215881 7311
9,033,184 133,017 X X 28-5284 130502 1525 990
3,982,989 58,651 X 28-1500 58651
264,985 3,902 X 28-4580 3902
55,007 810 X X 28-4580 810
ISHARES TR CONS GOODS IDX 464287812 5,787 96 X 28-5284 96
60,280 1,000 X X 28-5284 1000
ISHARES TR DJ US BAS MATL 464287838 610,568 9,503 X 28-5284 9503
350,805 5,460 X X 28-5284 5460
32,125 500 X 28-05921 500
COLUMN TOTAL 56,950,227
FILE NO.
PAGE 141 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ISHARES TR DJ US TOTL MKT 464287846 320,397 4,618 X 28-5284 4618
218,616 3,151 X X 28-5284 3151
62,442 900 X 28-05921 900
ISHARES TR S&P EURO PLUS 464287861 6,435,071 59,397 X 28-5284 57497 1900
1,912,309 17,651 X X 28-5284 17651
980,152 9,047 X 28-4580 9047
2,595,826 23,960 X X 28-4580 23960
ISHARES TR S&P SMLCP VALU 464287879 8,386,551 109,328 X 28-5284 109328
3,178,556 41,436 X X 28-5284 39477 75 1884
80,546 1,050 X 28-1500 1050
151,272 1,972 X 28-4580 1972
ISHARES TR S&P SMLCP GROW 464287887 13,339,158 99,844 X 28-5284 97243 2601
4,557,630 34,114 X X 28-5284 33564 44 506
103,941 778 X 28-4580 778
40,347 302 X X 28-4580 302
ISHARES TR MID GRWTH INDX 464288307 17,680 200 X 28-5284 200
ISHARES TR S&G GL MATERIA 464288695 22,864 365 X 28-1500 365
ISHARES TR DJ HOME CONSTN 464288752 6,830 200 X 28-5284 200
ISHARES TR DJ BROKER-DEAL 464288794 37,101 704 X 28-1500 704
ISHARES TR KLD SL SOC INX 464288802 2,655,038 45,362 X 28-5284 45362
58,530 1,000 X X 28-5284 1000
35,118 600 X MERCBROK 600
ISHARES TR DJ OIL EQUIP 464288844 33,621 700 X 28-5284 700
ISHARES TR RSSL MCRCP IDX 464288869 113,562 1,931 X 28-5284 1931
79,041 1,344 X X 28-5284 1344
ISHARES TR MSCI VAL IDX 464288877 1,722,737 23,230 X 28-5284 23230
355,820 4,798 X X 28-5284 4798
ISHARES TR MSCI GRW IDX 464288885 3,350,339 46,871 X 28-5284 46871
976,417 13,660 X X 28-5284 13498 162
11,580 162 X 28-4580 162
COLUMN TOTAL 51,839,092
FILE NO.
PAGE 142 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ISILON SYS INC COM 46432L104 1,020,327 63,100 X MERCCPAD 63100
ISIS PHARMACEUTICALS INC COM 464330109 3,708 400 X 28-5284 400
4,635 500 X X 28-5284 500
92,700 10,000 X X 28-00125 10000
5,562 600 X 28-1500 600
ITRON INC COM 465741106 15,610 240 X 28-5284 100 140
J & J SNACK FOODS CORP COM 466032109 3,159 80 X 28-5284 80
J CREW GROUP INC COM 46612H402 8,034 200 X 28-5284 200
104,442 2,600 X X 28-5284 2600
8,034 200 X 28-1500 200
JDS UNIPHASE CORP COM PAR $0.001 46612J507 21,292 1,398 X 28-5284 1398
18,139 1,191 X X 28-5284 1191
762 50 X 28-1500 50
JP MORGAN CHASE & CO COM 46625H100 133,925,951 2,768,209 X 28-5284 2683220 84989
92,226,020 1,906,284 X X 28-5284 1746147 23775 136362
15,736,756 325,274 X X 28-00125 259800 1725 63749
2,504,584 51,769 X 28-05921 51769
351,674 7,269 X MERCBROK 7269
5,515 114 X 18-11135 114
20,352,257 420,675 X 28-1500 370728 49947
6,168,450 127,500 X 28-11439 127500
1,612,505 33,330 X 28-4580 32562 768
1,496,393 30,930 X X 28-4580 29881 1049
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1,053 38 X 18-11135 38
JABIL CIRCUIT INC COM 466313103 10,705 500 X 28-5284 500
9,204,159 429,900 X MERCCPAD 429900
18,213,744 850,712 X X 28-00125 752283 4081 94348
84,784 3,960 X 18-11135 3960
94,589 4,418 X 28-1500 4418
JACK IN THE BOX INC COM 466367109 13,135 190 X 28-5284 190
JACKSON HEWITT TAX SVCS INC COM 468202106 4,151 129 X 28-5284 129
COLUMN TOTAL 303,312,829
FILE NO.
PAGE 143 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
JACOBS ENGR GROUP INC DEL COM 469814107 4,704,326 100,843 X 28-5284 100843
1,682,106 36,058 X X 28-5284 34758 600 700
788,945 16,912 X X 28-00125 2112 4400 10400
JAKKS PAC INC COM 47012E106 3,585 150 X 28-5284 150
109,916 4,599 X X 28-00125 4599
2,725 114 X 28-1500 114
JAMBA INC COM 47023A101 3,672 400 X X 28-5284 400
JAMES RIV GROUP INC COM 470359100 344,410 11,000 X X 28-00125 11000
JANUS CAP GROUP INC COM 47102X105 100,368 4,800 X 28-5284 4800
7,319 350 X X 28-00125 350
JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 25,564 2,050 X 28-5284 2050
JARDEN CORP COM 471109108 1,340,500 35,000 X X 28-00125 35000
1,494 39 X 18-11135 39
JEFFERIES GROUP INC NEW COM 472319102 28,950 1,000 X X 28-00125 1000
JETBLUE AWYS CORP COM 477143101 24,666 2,143 X 28-5284 2143
287,750 25,000 X X 28-5284 25000
JOHNSON & JOHNSON COM 478160104 284,802,319 4,726,225 X 28-5284 4621896 104329
223,945,684 3,716,324 X X 28-5284 3499294 28598 188432
712,273 11,820 X MERCCPAD 11820
83,036,171 1,377,965 X X 28-00125 1088365 6420 283180
2,424,983 40,242 X 28-05921 40242
59,055 980 X MERCBROK 980
81,291 1,349 X 18-11135 1349
11,515,445 191,096 X 28-1500 88798 102298
5,379,169 89,266 X 28-4580 88776 490
6,658,851 110,502 X X 28-4580 104475 6027
JOHNSON CTLS INC COM 478366107 20,976,497 221,692 X 28-5284 221009 683
8,775,343 92,743 X X 28-5284 89728 3015
7,162,356 75,696 X X 28-00125 60900 14796
31,035 328 X MERCBROK 328
61,787 653 X X 28-4580 653
JOHNSON OUTDOORS INC CL A 479167108 22,003 1,203 X 28-1500 1203
COLUMN TOTAL 665,100,558
FILE NO.
PAGE 144 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
JONES APPAREL GROUP INC COM 480074103 27,657 900 X X 28-5284 900
404,100 13,150 X X 28-00125 10925 365 1860
369 12 X 18-11135 12
JONES LANG LASALLE INC COM 48020Q107 1,251 12 X 28-5284 12
1,564 15 X 18-11135 15
JONES SODA CO COM 48023P106 2,022 100 X X 28-5284 100
20,220 1,000 X X 28-00125 1000
8,088 400 X 28-1500 400
JOS A BANK CLOTHIERS INC COM 480838101 22,094 625 X 28-5284 625
3,535 100 X X 28-5284 100
109,585 3,100 X X 28-00125 1600 1500
JOY GLOBAL INC COM 481165108 34,320 800 X 28-5284 800
57,915 1,350 X X 28-5284 1350
241,098 5,620 X MERCCPAD 5620
20,764 484 X X 28-00125 484
120,764 2,815 X 28-1500 2815
JUNIPER NETWORKS INC COM 48203R104 491,016 24,950 X 28-5284 24950
196,269 9,973 X X 28-5284 9973
9,348 475 X X 28-00125 475
39,852 2,025 X 28-1500 1325 700
61,008 3,100 X 28-11439 3100
11,808 600 X 28-4580 600
9,840 500 X X 28-4580 500
KBR INC COM 48242W106 56,980 2,800 X X 28-5284 2800
KBW INC COM 482423100 69,520 2,000 X 28-5284 2000
6,952 200 X X 28-5284 200
K FED BANCORP COM 48246S101 33,714 1,800 X X 28-5284 1800
KKR FINL CORP COM 482476306 2,469 90 X 28-5284 90
814,671 29,700 X X 28-5284 29700
KLA-TENCOR CORP COM 482480100 150,682 2,826 X 28-5284 2826
16,902 317 X X 28-5284 317
17,222 323 X 28-1500 323
COLUMN TOTAL 3,063,599
FILE NO.
PAGE 145 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
KT CORP SPONSORED ADR 48268K101 87,187 3,894 X 18-11135 3894
1,120 50 X 28-1500 50
K SEA TRANSN PARTNERS LP COM 48268Y101 20,050 500 X 28-5284 500
K-SWISS INC CL A 482686102 3,783 140 X 28-5284 140
10,808 400 X 28-1500 400
K2 INC COM 482732104 3,385 280 X 28-5284 280
71,331 5,900 X X 28-00125 5900
75,828 6,272 X 18-11135 6272
K V PHARMACEUTICAL CO CL A 482740206 7,419 300 X 28-5284 300
KNBT BANCORP INC COM 482921103 36,924 2,505 X 28-5284 2505
50,116 3,400 X X 28-00125 3400
KAMAN CORP COM 483548103 3,263 140 X 28-5284 140
11,655 500 X 28-1500 500
KANSAS CITY SOUTHERN COM NEW 485170302 39,138 1,100 X 28-5284 700 400
391,380 11,000 X X 28-5284 11000
3,558 100 X X 28-00125 100
KAYDON CORP COM 486587108 21,280 500 X X 28-00125 500
KAYNE ANDERSON ENRGY TTL RT COM 48660P104 34,723 1,300 X 28-5284 1300
32,052 1,200 X X 28-5284 1200
KAYNE ANDERSON MLP INVSMNT C COM 486606106 114,465 3,250 X X 28-5284 3250
KB HOME COM 48666K109 89,607 2,100 X 28-5284 2100
128,010 3,000 X X 28-5284 2900 100
KEANE INC COM 486665102 104,566 7,700 X 28-5284 7700
2,675 197 X 18-11135 197
KEITHLEY INSTRS INC COM 487584104 1,223 80 X 28-5284 80
COLUMN TOTAL 1,345,546
FILE NO.
PAGE 146 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
KELLOGG CO COM 487836108 3,636,101 70,700 X 28-5284 63076 7624
1,600,039 31,111 X X 28-5284 28414 300 2397
500,157 9,725 X X 28-00125 8325 1400
457,470 8,895 X 28-05921 8895
504,014 9,800 X 28-1500 9800
86,145 1,675 X 28-4580 1675
61,716 1,200 X X 28-4580 1200
KELLWOOD CO COM 488044108 6,746 230 X 28-5284 100 130
KEMET CORP COM 488360108 7,650 1,000 X 28-5284 1000
KENEXA CORP COM 488879107 77,420 2,487 X X 28-00125 2487
KENNAMETAL INC COM 489170100 123,050 1,820 X 28-5284 1820
714,300 10,565 X X 28-5284 10565
93,099 1,377 X 18-11135 1377
6,153 91 X 28-1500 91
KENSEY NASH CORP COM 490057106 4,789 157 X 28-1500 157
KERYX BIOPHARMACEUTICALS INC COM 492515101 848,964 80,700 X MERCCPAD 80700
KEWAUNEE SCIENTIFIC CORP COM 492854104 1,129 106 X 28-1500 106
KEYCORP NEW COM 493267108 1,300,921 34,719 X 28-5284 26145 8574
773,531 20,644 X X 28-5284 17819 425 2400
188,624 5,034 X X 28-00125 500 4534
430,493 11,489 X 28-05921 11489
3,222 86 X 18-11135 86
13,504,188 360,400 X 28-1500 360400
KEYSPAN CORP COM 49337W100 491,372 11,941 X 28-5284 5941 6000
838,102 20,367 X X 28-5284 19487 880
3,187,808 77,468 X X 28-00125 67348 500 9620
7,572 184 X MERCBROK 184
700 17 X 18-11135 17
21,727 528 X 28-4580 528
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 332,451 9,865 X X 28-00125 4615 5250
COLUMN TOTAL 29,809,653
FILE NO.
PAGE 147 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
KILROY RLTY CORP COM 49427F108 13,275 180 X 28-5284 180
1,648,313 22,350 X MERCCPAD 22350
204,288 2,770 X X 28-00125 2610 160
KIMBALL INTL INC CL B 494274103 58,611 3,040 X 28-1500 3040
KIMBERLY CLARK CORP COM 494368103 28,672,996 418,645 X 28-5284 400261 18384
40,580,599 592,504 X X 28-5284 586409 4400 1695
3,271,767 47,770 X X 28-00125 36354 410 11006
1,683,279 24,577 X 28-05921 24577
1,644 24 X 18-11135 24
1,143,578 16,697 X 28-1500 75 16622
128,830 1,881 X 28-4580 1881
418,474 6,110 X X 28-4580 6110
KIMCO REALTY CORP COM 49446R109 2,338,838 47,986 X 28-5284 47016 970
2,498,705 51,266 X X 28-5284 49866 1400
9,311,290 191,040 X MERCCPAD 191040
2,212,309 45,390 X X 28-00125 38020 7370
66,481 1,364 X 28-05921 1364
KINDER MORGAN INC KANS COM 49455P101 18,977,374 178,275 X 28-5284 176875 1400
15,068,636 141,556 X X 28-5284 138351 575 2630
1,482,103 13,923 X X 28-00125 13373 550
242,174 2,275 X 28-4580 2175 100
101,128 950 X X 28-4580 950
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 89,004 1,737 X 28-5284 1737
16,397 320 X X 28-00125 320
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 2,170,363 41,199 X 28-5284 41199
6,339,617 120,342 X X 28-5284 112442 2200 5700
25,550 485 X 28-05921 485
347,688 6,600 X 28-1500 6600
KINDRED HEALTHCARE INC COM 494580103 290,464 8,861 X X 28-5284 8861
KINETIC CONCEPTS INC COM NEW 49460W208 3,056,428 60,356 X X 28-00125 44936 15420
KING PHARMACEUTICALS INC COM 495582108 16,641 846 X 28-5284 846
4,918 250 X X 28-5284 250
94,396 4,799 X 18-11135 4799
9,933 505 X 28-1500 505
COLUMN TOTAL 142,586,091
FILE NO.
PAGE 148 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
KINROSS GOLD CORP COM NO PAR 496902404 88,573 6,423 X 28-5284 6423
12,990 942 X X 28-5284 942
KIRBY CORP COM 497266106 9,794 280 X 28-5284 280
1,136,850 32,500 X MERCCPAD 32500
KITE RLTY GROUP TR COM 49803T102 144,638 7,250 X X 28-00125 2550 4700
KNIGHT CAPITAL GROUP INC CL A 499005106 31,680 2,000 X 28-5284 2000
KNIGHT TRANSN INC COM 499064103 1,346,301 75,550 X MERCCPAD 75550
KNOLOGY INC COM 499183804 2,070,121 130,772 X 28-5284 5 130767
KNOT INC COM 499184109 2,153 100 X 28-5284 100
17,224 800 X X 28-5284 800
KODIAK OIL & GAS CORP COM 50015Q100 15,660 3,000 X X 28-5284 3000
KOHLBERG CAPITAL CORP COM 500233101 64,000 4,000 X X 28-00125 4000
KOHLS CORP COM 500255104 6,976,260 91,062 X 28-5284 90312 750
2,411,453 31,477 X X 28-5284 31417 60
2,764,089 36,080 X MERCCPAD 36080
16,239,328 211,974 X X 28-00125 160910 375 50689
96,222 1,256 X 18-11135 1256
7,661 100 X 28-1500 100
KOMAG INC COM NEW 500453204 70,500 2,154 X X 28-00125 2154
KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 4,696 400 X 28-5284 400
2,348 200 X 28-1500 200
KONGZHONG CORP SPONSORED ADR 50047P104 3,515 500 X X 28-5284 500
14,060 2,000 X 28-4580 2000
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 59,817 1,570 X 28-5284 1370 200
34,823 914 X X 28-5284 200 714
1,905 50 X 28-05921 50
1,029 27 X 18-11135 27
KOOKMIN BK NEW SPONSORED ADR 50049M109 63,466 704 X 18-11135 704
COLUMN TOTAL 33,691,156
FILE NO.
PAGE 149 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
KOPPERS HOLDINGS INC COM 50060P106 7,698 300 X 28-5284 300
1,415,765 55,174 X X 28-5284 55174
KOPIN CORP COM 500600101 1,386 410 X 28-5284 410
3,380 1,000 X X 28-5284 1000
KOREA EQUITY FD INC COM 50063B104 9,342 900 X 28-5284 900
KOREA ELECTRIC PWR SPONSORED ADR 500631106 18,000 900 X 28-5284 900
80,000 4,000 X X 28-5284 4000
1,360 68 X 18-11135 68
KOREA FD COM 500634100 6,628 200 X 28-5284 200
KORN FERRY INTL COM NEW 500643200 5,735 250 X 28-5284 250
1,034,594 45,100 X X 28-5284 45100
KRAFT FOODS INC CL A 50075N104 1,065,422 33,652 X 28-5284 33652
1,190,416 37,600 X X 28-5284 37300 300
711,400 22,470 X X 28-00125 17345 605 4520
9,498 300 X 28-05921 300
823 26 X 18-11135 26
9,498 300 X X 28-4580 300
KRISPY KREME DOUGHNUTS INC COM 501014104 2,140 210 X X 28-5284 210
12,228 1,200 X X 28-00125 1200
20 2 X 18-11135 2
34,646 3,400 X 28-1500 3400
KROGER CO COM 501044101 1,293,426 45,785 X 28-5284 40785 5000
866,286 30,665 X X 28-5284 30665
42,375 1,500 X X 28-00125 1500
177,071 6,268 X 18-11135 6268
29,380 1,040 X 28-1500 1040
KRONOS WORLDWIDE INC COM 50105F105 56,167 1,733 X 28-5284 1733
KRONOS INC COM 501052104 9,095 170 X 28-5284 170
128,026 2,393 X 28-1500 768 1625
KUBOTA CORP ADR 501173207 2,494 57 X X 28-5284 57
KULICKE & SOFFA INDS INC COM 501242101 7,678 830 X 28-5284 500 330
COLUMN TOTAL 8,231,977
FILE NO.
PAGE 150 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
KYOCERA CORP ADR 501556203 630,993 6,702 X 28-05921 6702
1,036 11 X 18-11135 11
LCA-VISION INC COM PAR $.001 501803308 71,423 1,734 X 28-1500 1286 448
LKQ CORP COM 501889208 30,604 1,400 X X 28-5284 1400
59,525 2,723 X 28-1500 2723
LL & E RTY TR UNIT BEN INT 502003106 1,365 650 X 28-5284 650
1,365 650 X X 28-5284 650
4,200 2,000 X X 28-00125 2000
L-1 IDENTITY SOLUTIONS INC COM 50212A106 159,404 9,655 X 28-1500 9655
LSB CORP COM 50215P100 279,650 17,000 X X 28-5284 17000
LSI LOGIC CORP COM 502161102 45,414 4,350 X 28-5284 4350
83,520 8,000 X X 28-5284 8000
261 25 X X 28-00125 25
63 6 X MERCBROK 6
LTC PPTYS INC COM 502175102 115,300 4,450 X 28-5284 4450
LTX CORP COM 502392103 9,180 1,500 X X 28-5284 1500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,980,628 34,076 X 28-5284 26476 7600
1,315,549 15,040 X X 28-5284 9890 200 4950
215,614 2,465 X X 28-00125 265 2200
962 11 X 18-11135 11
54,231 620 X 28-1500 620
8,747 100 X X 28-4580 100
LA Z BOY INC COM 505336107 3,714 300 X 28-5284 300
LABORATORY CORP AMER HLDGS COM NEW 50540R409 256,093 3,526 X 28-5284 3526
58,830 810 X X 28-5284 660 150
658,391 9,065 X X 28-00125 9065
LABOR READY INC COM NEW 505401208 5,317 280 X 28-5284 280
418 22 X 18-11135 22
LACLEDE GROUP INC COM 505597104 69,992 2,252 X 28-5284 2132 120
6,216 200 X X 28-5284 200
COLUMN TOTAL 7,128,005
FILE NO.
PAGE 151 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
LADENBURG THALMAN FIN SVCS I COM 50575Q102 13,350 5,000 X 28-5284 5000
LADISH INC COM NEW 505754200 18,820 500 X 28-5284 500
LAFARGE COPPEE S A SPON ADR NEW 505861401 28,485 725 X 28-5284 725
774,720 19,718 X 28-05921 19718
1,336 34 X 18-11135 34
LAKELAND BANCORP INC COM 511637100 232,613 17,167 X 28-5284 17167
LAM RESEARCH CORP COM 512807108 3,770,773 79,653 X 28-5284 79513 140
1,377,215 29,092 X X 28-5284 27882 1210
158,447 3,347 X 28-4580 3347
LAMAR ADVERTISING CO CL A 512815101 132,237 2,100 X X 28-5284 2100
LAMSON & SESSIONS CO COM 513696104 91,262 3,284 X X 28-00125 3284
LANCASTER COLONY CORP COM 513847103 110,475 2,500 X 28-5284 2500
LANCE INC COM 514606102 3,238 160 X 28-5284 160
LANDAUER INC COM 51476K103 43,716 866 X 28-5284 866
39,021 773 X X 28-5284 773
12,620 250 X 28-1500 250
LANDAMERICA FINL GROUP INC COM 514936103 7,391 100 X 28-5284 100
13,821 187 X X 28-5284 187
LANDSTAR SYS INC COM 515098101 13,752 300 X 28-5284 300
104,057 2,270 X 28-1500 2270
LAS VEGAS SANDS CORP COM 517834107 12,992 150 X 28-5284 150
25,983 300 X X 28-5284 300
10,826 125 X X 28-00125 125
43,305 500 X 28-1500 500
779 9 X X 28-4580 9
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2,431,582 52,450 X MERCCPAD 52450
299,949 6,470 X X 28-00125 6090 380
LATIN AMER EQUITY FD INC NEW COM 51827Q106 11,035 250 X 28-5284 250
COLUMN TOTAL 9,783,800
FILE NO.
PAGE 152 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
LAUDER ESTEE COS INC CL A 518439104 330,910 6,774 X 28-5284 6774
18,075 370 X X 28-5284 370
LAUREATE EDUCATION INC COM 518613104 2,359 40 X 28-5284 40
79,315 1,345 X X 28-00125 1345
LAWSON PRODS INC COM 520776105 17,955 474 X 28-5284 454 20
LAWSON SOFTWARE INC NEW COM 52078P102 78,473 9,700 X X 28-00125 9700
LAYNE CHRISTENSEN CO COM 521050104 3,642 100 X 28-5284 100
LEAPFROG ENTERPRISES INC CL A 52186N106 5,350 500 X 28-4580 500
LEE ENTERPRISES INC COM 523768109 39,065 1,300 X 28-5284 1300
22,538 750 X X 28-5284 600 150
LEESPORT FINANCIAL CORP COM 524477106 281,060 13,000 X 28-1500 13000
LEGGETT & PLATT INC COM 524660107 33,053 1,458 X 28-5284 1458
120,831 5,330 X X 28-5284 3275 2055
963,475 42,500 X X 28-00125 42500
LEGG MASON INC COM 524901105 7,584,376 80,505 X 28-5284 80205 300
4,019,752 42,668 X X 28-5284 40343 200 2125
20,325,808 215,750 X X 28-00125 163038 715 51997
9,421 100 X MERCBROK 100
157,331 1,670 X 28-4580 1670
77,629 824 X X 28-4580 824
LEHMAN BROS HLDGS INC COM 524908100 19,091,903 272,469 X 28-5284 268783 3686
20,395,835 291,078 X X 28-5284 287562 3516
8,077,529 115,278 X X 28-00125 86519 375 28384
6,306 90 X MERCBROK 90
133,133 1,900 X 28-1500 1900
32,583 465 X 28-4580 465
224,224 3,200 X X 28-4580 3200
LEHMAN BR FIRST TR INCM OPP COM 525178109 25,242 1,675 X X 28-5284 1675
LENNAR CORP CL A 526057104 249,039 5,900 X 28-5284 1000 4900
120,299 2,850 X X 28-5284 2850
2,617 62 X 28-1500 62
COLUMN TOTAL 82,529,128
FILE NO.
PAGE 153 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
LENNOX INTL INC COM 526107107 14,637 410 X 28-5284 100 310
LEUCADIA NATL CORP COM 527288104 200,821 6,826 X 28-5284 6826
147,100 5,000 X X 28-5284 5000
5,836,340 198,380 X X 28-00125 169080 29300
88,260 3,000 X 28-1500 3000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 179,395 29,409 X 28-5284 29409
121,390 19,900 X X 28-5284 19900
3,660 600 X 28-1500 600
LEVITT CORP CL A 52742P108 2,328 250 X 28-5284 250
LEXINGTON REALTY TRUST COM 529043101 14,347 679 X 28-5284 679
395,807 18,732 X X 28-5284 6632 12100
439,715 20,810 X X 28-00125 20810
LEXMARK INTL NEW CL A 529771107 96,401 1,649 X 28-5284 1649
22,098 378 X X 28-5284 378
1,386,087 23,710 X 28-1500 23710
LIBBEY INC COM 529898108 1,262 90 X 28-5284 90
14,020 1,000 X X 28-5284 1000
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 77 9 X 28-5284 9
48,722 5,732 X X 28-5284 5732
LIBERTY GLOBAL INC COM SER A 530555101 511,765 15,541 X 28-5284 5925 9616
386,203 11,728 X X 28-5284 1012 10716
1,351,151 41,031 X X 28-00125 41031
LIBERTY GLOBAL INC COM SER C 530555309 1,062,319 34,671 X 28-5284 5752 28919
757,574 24,725 X X 28-5284 1012 23713
1,257,190 41,031 X X 28-00125 41031
LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 1,180,233 49,548 X 28-5284 14648 34900
675,916 28,376 X X 28-5284 7164 21212
1,981,371 83,181 X X 28-00125 80026 3155
276,026 11,588 X 28-1500 11588
COLUMN TOTAL 18,452,215
FILE NO.
PAGE 154 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 2,212,685 20,008 X 28-5284 2908 17100
698,265 6,314 X X 28-5284 1363 4951
3,681,431 33,289 X X 28-00125 33289
442 4 X 18-11135 4
260,550 2,356 X 28-1500 2356
LIBERTY PPTY TR SH BEN INT 531172104 909,895 18,676 X X 28-5284 17176 1500
379,042 7,780 X X 28-00125 7780
LIFECELL CORP COM 531927101 4,994 200 X X 28-5284 200
549 22 X 18-11135 22
LIFE TIME FITNESS INC COM 53217R207 1,747,940 34,000 X MERCCPAD 34000
LIFEPOINT HOSPITALS INC COM 53219L109 76,325 1,997 X 28-5284 1966 31
7,797 204 X X 28-5284 204
LIHIR GOLD LTD SPONSORED ADR 532349107 1,671 64 X 18-11135 64
LILLY ELI & CO COM 532457108 20,460,878 380,951 X 28-5284 369861 11090
22,669,004 422,063 X X 28-5284 393751 28312
7,625,477 141,975 X MERCCPAD 141975
25,190,903 469,017 X X 28-00125 401157 1740 66120
513,897 9,568 X 28-05921 9568
5,371 100 X MERCBROK 100
150,388 2,800 X 28-1500 2800
209,469 3,900 X 28-4580 3900
657,034 12,233 X X 28-4580 12233
LIMITED BRANDS INC COM 532716107 365,882 14,040 X 28-5284 5240 8800
26,347 1,011 X X 28-5284 1011
21,682 832 X X 28-00125 700 132
5,108 196 X MERCBROK 196
3,492 134 X 18-11135 134
LINCARE HLDGS INC COM 532791100 85,321 2,328 X 28-5284 2328
32,985 900 X X 28-5284 900
LINCOLN EDL SVCS CORP COM 533535100 724,710 51,000 X 28-5284 51000
LINCOLN ELEC HLDGS INC COM 533900106 5,956 100 X 28-5284 100
2,370,488 39,800 X MERCCPAD 39800
953 16 X 18-11135 16
COLUMN TOTAL 91,106,931
FILE NO.
PAGE 155 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATL CORP IND COM 534187109 1,422,166 20,979 X 28-5284 16290 4689
1,959,402 28,904 X X 28-5284 28904
22,169,025 327,025 X X 28-00125 268741 764 57520
978,074 14,428 X 28-05921 14428
49,487 730 X MERCBROK 730
3,525 52 X 18-11135 52
240,383 3,546 X 28-1500 3546
12,202 180 X X 28-4580 180
LINSAY CORPORATION COM 535555106 2,225 70 X 28-5284 70
LINEAR TECHNOLOGY CORP COM 535678106 1,136,735 35,984 X 28-5284 35678 306
265,356 8,400 X X 28-5284 7700 700
LIONS GATE ENTMNT CORP COM NEW 535919203 3,426 300 X 28-5284 300
2,284 200 X X 28-5284 200
11,420 1,000 X X 28-00125 1000
LINN ENERGY LLC UNIT 99/99/999 536020100 20,412 600 X 28-5284 600
LITTELFUSE INC COM 537008104 8,120 200 X X 28-5284 200
36,540 900 X X 28-00125 900
LIVE NATION INC COM 538034109 7,942 360 X 28-5284 342 18
6,089 276 X X 28-5284 276
5,008 227 X X 28-00125 8 219
88 4 X 18-11135 4
265 12 X 28-4580 12
287 13 X X 28-4580 13
LIZ CLAIBORNE INC COM 539320101 2,553,089 59,582 X 28-5284 57782 1800
2,070,941 48,330 X X 28-5284 47610 720
2,337,468 54,550 X X 28-00125 47306 360 6884
51,420 1,200 X 28-4580 1200
59,390 1,386 X X 28-4580 1386
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 8,316 187 X 28-5284 187
180,104 4,050 X X 28-5284 4050
178,814 4,021 X 18-11135 4021
COLUMN TOTAL 35,780,003
FILE NO.
PAGE 156 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP COM 539830109 2,761,480 28,463 X 28-5284 28463
6,617,928 68,212 X X 28-5284 68012 200
5,424,679 55,913 X X 28-00125 48163 7750
183,174 1,888 X 18-11135 1888
8,538 88 X 28-4580 88
9,702 100 X X 28-4580 100
LOEWS CORP COM 540424108 131,883 2,903 X 28-5284 2903
112,212 2,470 X X 28-5284 70 2400
272,580 6,000 X X 28-00125 900 5100
24,078 530 X 28-1500 530
28,348 624 X X 28-4580 624
LOEWS CORP CAROLNA GP STK 540424207 5,368 71 X X 28-5284 71
52,927 700 X 28-1500 700
LONE STAR TECHNOLOGIES INC COM 542312103 10,565 160 X 28-5284 160
71,841 1,088 X X 28-00125 1088
LONGS DRUG STORES CORP COM 543162101 20,656 400 X 28-5284 400
36,148 700 X X 28-00125 700
LONGVIEW FIBRE CO COM 543213102 38,792 1,575 X X 28-5284 1575
91,303 3,707 X X 28-00125 630 3077
96,402 3,914 X 28-1500 3914
LORAL SPACE & COMMUNICATNS L COM 543881106 1,170 23 X 28-5284 23
LOUISIANA PAC CORP COM 546347105 6,018 300 X 28-5284 300
92,517 4,612 X X 28-5284 4612
LOWER COS INC NOTE 0.861% 548661CG0 10,965,000 10,000 X 28-11439 10000
LOWES COS INC COM 548661107 31,185,618 990,334 X 28-5284 977654 300 12380
20,970,766 665,950 X X 28-5284 639261 2564 24125
1,071,290 34,020 X MERCCPAD 34020
5,719,151 181,618 X X 28-00125 150940 450 30228
18,894 600 X 28-05921 600
143,500 4,557 X 18-11135 4557
182,831 5,806 X 28-1500 5806
535,676 17,011 X 28-4580 17011
167,117 5,307 X X 28-4580 5307
COLUMN TOTAL 87,058,152
FILE NO.
PAGE 157 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
LUBRIZOL CORP COM 549271104 282,642 5,485 X 28-5284 5485
350,301 6,798 X X 28-5284 6798
582,547 11,305 X X 28-00125 9775 260 1270
3,349 65 X 18-11135 65
83,736 1,625 X 28-1500 1625
LUCENT TECHNOLOGIES INC DBCV 2.750% 6 549463AG2 5,011,847 5,000 X 28-11439 5000
LUFKIN INDS INC COM 549764108 28,090 500 X X 28-5284 100 400
28,090 500 X 28-1500 500
LUMERA CORP COM 55024R106 17,535 3,500 X 28-1500 3500
LUNDIN MINING CORP COM 550372106 3,161 285 X 28-5284 285
9,815 885 X X 28-5284 885
86,003 7,755 X X 28-00125 7755
LYDALL INC DEL COM 550819106 1,748 110 X 28-5284 110
LYONDELL CHEMICAL CO COM 552078107 84,485 2,819 X 28-5284 2819
250,759 8,367 X X 28-5284 8266 101
4,226 141 X X 28-00125 141
179,820 6,000 X 28-11439 6000
M & T BK CORP COM 55261F104 23,184,301 200,158 X 28-5284 193550 6608
14,614,155 126,169 X X 28-5284 122434 1864 1871
1,331,003 11,491 X X 28-00125 7391 4100
745,250 6,434 X 28-4580 6231 203
216,486 1,869 X X 28-4580 1869
MAF BANCORP INC COM 55261R108 6,201 150 X 28-5284 150
23,771 575 X X 28-5284 575
45,474 1,100 X X 28-00125 1100
MBIA INC COM 55262C100 5,799,991 88,563 X 28-5284 87563 1000
3,768,295 57,540 X X 28-5284 57210 330
7,859 120 X X 28-00125 120
81,142 1,239 X 28-1500 1239
9,824 150 X 28-4580 150
7,204 110 X X 28-4580 110
MB FINANCIAL INC NEW COM 55264U108 540 15 X X 28-00125 15
COLUMN TOTAL 56,849,650
FILE NO.
PAGE 158 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MBIA CAP CLAYMORE MNG DUR IN COM 55266X100 106 8 X X 28-5284 8
M D C HLDGS INC COM 552676108 879,681 18,300 X MERCCPAD 18300
MDU RES GROUP INC COM 552690109 447,166 15,559 X 28-5284 12109 3450
302,489 10,525 X X 28-5284 10525
48,197 1,677 X X 28-00125 1500 177
MEMC ELECTR MATLS INC COM 552715104 12,116 200 X 28-5284 200
2,223,286 36,700 X X 28-5284 36700
MFS CHARTER INCOME TR SH BEN INT 552727109 28,248 3,300 X 28-5284 3300
16,264 1,900 X X 28-5284 1900
33,264 3,886 X X 28-00125 686 3200
MFS INTER INCOME TR SH BEN INT 55273C107 81,120 13,000 X X 28-00125 13000
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 102,816 16,800 X X 28-00125 1000 15800
MFS MUN INCOME TR SH BEN INT 552738106 51,420 6,000 X 28-5284 6000
4,285 500 X X 28-5284 500
MGE ENERGY INC COM 55277P104 29,113 821 X 28-5284 821
15,957 450 X X 28-5284 450
14,184 400 X X 28-00125 400
MGIC INVT CORP WIS COM 552848103 17,087 290 X 28-5284 290
100,164 1,700 X X 28-5284 300 1400
14,730 250 X X 28-00125 250
890,340 15,111 X 28-11439 15111
MGI PHARMA INC COM 552880106 9,213 410 X 28-5284 410
103,317 4,598 X X 28-00125 4598
15,729 700 X 28-1500 700
MGM MIRAGE COM 552953101 3,487,540 50,166 X 28-5284 50166
435,334 6,262 X X 28-5284 6162 100
48,664 700 X 28-4580 700
417 6 X X 28-4580 6
MHI HOSPITALITY CORP COM 55302L102 52,523 5,300 X 28-1500 5300
MI DEVS INC CL A SUB VTG 55304X104 7,478 200 X 28-5284 200
COLUMN TOTAL 9,472,248
FILE NO.
PAGE 159 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MKS INSTRUMENT INC COM 55306N104 99,732 3,908 X X 28-00125 3908
MSC INDL DIRECT INC CL A 553530106 27,915 598 X 28-5284 598
14,844 318 X 18-11135 318
MSC SOFTWARE CORP COM 553531104 68,750 5,000 X X 28-00125 5000
MTS SYS CORP COM 553777103 190,316 4,900 X 28-5284 4900
112,636 2,900 X X 28-00125 2900
97,838 2,519 X 18-11135 2519
MVC CAPITAL INC COM 553829102 7,825 500 X 28-5284 500
MTI TECHNOLOGY CORP COM 553903105 400 500 X X 28-00125 500
MAC-GRAY CORP COM 554153106 15,660 1,000 X 28-5284 1000
MACATAWA BK CORP COM 554225102 2,760 150 X X 28-5284 150
63,738 3,464 X 18-11135 3464
MACDERMID INC COM 554273102 4,533 130 X 28-5284 130
MACERICH CO COM 554382101 3,787 41 X X 28-5284 41
8,918,282 96,560 X MERCCPAD 96560
1,721,590 18,640 X X 28-00125 15860 2780
MACK CALI RLTY CORP COM 554489104 97,165 2,040 X 28-5284 2040
205,190 4,308 X X 28-5284 3308 1000
309,833 6,505 X X 28-00125 6505
MACKINAC FINL CORP COM 554571109 231,500 25,000 X X 28-5284 25000
MACROVISION CORP COM 555904101 1,548,090 61,800 X MERCCPAD 61800
MACQUARIE FT TR GB INF UT DI COM 55607W100 33,704 1,199 X 28-5284 1199
MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X108 137,550 3,500 X 28-5284 3500
271,170 6,900 X X 28-5284 6900
MADDEN STEVEN LTD COM 556269108 3,504 120 X X 28-5284 120
MADISON CLAYMORE CVRD CALL F COM 556582104 36,600 2,400 X 28-1500 2400
COLUMN TOTAL 14,224,912
FILE NO.
PAGE 160 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MADISON STRTG SECTOR PREM FD COM 558268108 50,625 2,500 X 28-5284 2500
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 121,680 2,600 X 28-5284 2600
704,340 15,050 X X 28-5284 11650 3400
MAGNA ENTMT CORP CL A 559211107 3,094 850 X X 28-5284 850
MAGNA INTL INC CL A 559222401 30,044 400 X 28-5284 400
MAGNETEK INC COM 559424106 53,525 10,620 X 28-5284 10400 220
MAGUIRE PPTYS INC COM 559775101 36,058 1,014 X X 28-5284 1014
197,536 5,555 X X 28-00125 5555
MAINSOURCE FINANCIAL GP INC COM 56062Y102 172,126 10,137 X 28-5284 10137
1,180,959 69,550 X 28-1500 66399 3151
MAKITA CORP ADR NEW 560877300 1,936 52 X 18-11135 52
MANHATTAN ASSOCS INC COM 562750109 3,840 140 X 28-5284 140
26,223 956 X 28-1500 956
MANITOWOC INC COM 563571108 84,495 1,330 X 28-5284 1000 330
1,861,429 29,300 X X 28-5284 29300
24,268 382 X X 28-00125 382
70,010 1,102 X 18-11135 1102
MANNATECH INC COM 563771104 82,548 5,140 X 28-1500 5140
MANOR CARE INC NEW COM 564055101 43,651 803 X 28-5284 803
40,770 750 X X 28-4580 750
MANPOWER INC COM 56418H100 126,884 1,720 X X 28-00125 1720
168,712 2,287 X 28-1500 662 1625
MANULIFE FINL CORP COM 56501R106 4,884,459 141,784 X 28-5284 138114 3670
434,621 12,616 X X 28-5284 12616
35,552 1,032 X 28-1500 1032
MAPINFO CORP COM 565105103 8,455 420 X 28-5284 300 120
COLUMN TOTAL 10,447,840
FILE NO.
PAGE 161 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MARATHON OIL CORP COM 565849106 28,978,834 293,219 X 28-5284 278578 300 14341
8,742,008 88,455 X X 28-5284 80485 4563 3407
1,172,321 11,862 X X 28-00125 10812 120 930
61,868 626 X 28-1500 626
483,575 4,893 X 28-4580 4760 133
100,708 1,019 X X 28-4580 1019
MARCHEX INC CL B 56624R108 1,142,872 74,600 X MERCCPAD 74600
MARCUS CORP COM 566330106 112,230 4,825 X 28-1500 4825
MARINE PRODS CORP COM 568427108 11,484 1,200 X X 28-5284 1200
MARINER ENERGY INC COM 56845T305 1,033 54 X 28-5284 54
1,319,970 69,000 X X 28-00125 69000
4,591 240 X 28-1500 240
MARKEL CORP COM 570535104 418,408 863 X X 28-00125 463 400
824,696 1,701 X 28-1500 76 1625
MARKET VECTORS ETF TR MV ENVIR SVCS 57060U209 35,507 779 X 28-1500 779
MARKET VECTORS ETF TR MV STEEL INDEX 57060U308 49,091 876 X 28-1500 876
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 14,200 400 X 28-5284 400
MARSH & MCLENNAN COS INC COM 571748102 1,809,946 61,794 X 28-5284 61794
1,424,373 48,630 X X 28-5284 48130 500
566,176 19,330 X X 28-00125 15980 3350
1,492,736 50,964 X 28-05921 50964
35,148 1,200 X 28-1500 1200
70,296 2,400 X 28-4580 2400
158,283 5,404 X X 28-4580 5404
MARSHALL & ILSLEY CORP COM 571834100 92,990 2,008 X 28-5284 2008
23,155 500 X X 28-5284 500
188,528 4,071 X X 28-00125 4071
2,825 61 X MERCBROK 61
COLUMN TOTAL 49,337,852
FILE NO.
PAGE 162 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INTL INC NEW CL A 571903202 59,795,191 1,221,307 X 28-5284 1195607 25700
44,171,565 902,197 X X 28-5284 883812 7846 10539
586,149 11,972 X X 28-00125 11172 800
19,584 400 X 28-1500 400
2,277,864 46,525 X 28-4580 46265 260
497,287 10,157 X X 28-4580 10157
MARTEK BIOSCIENCES CORP COM 572901106 4,433 215 X 28-5284 215
4,124 200 X X 28-00125 200
MARTHA STEWART LIVING OMNIME CL A 573083102 1,701 100 X 28-5284 100
15,309 900 X X 28-5284 800 100
8,505 500 X 28-4580 500
MARTIN MARIETTA MATLS INC COM 573284106 219,294 1,622 X 28-5284 1622
573,113 4,239 X X 28-5284 4239
405,600 3,000 X X 28-00125 3000
50,565 374 X 18-11135 374
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 11,712 300 X 28-5284 300
MARVEL ENTERTAINMENT INC COM 57383T103 4,163 150 X X 28-5284 150
MASCO CORP COM 574599106 3,591,893 131,091 X 28-5284 130791 300
1,474,942 53,830 X X 28-5284 49130 2800 1900
4,648,958 169,670 X MERCCPAD 169670
12,306,573 449,145 X X 28-00125 393290 2900 52955
78,474 2,864 X 28-05921 2864
13,700 500 X 28-1500 500
MASSEY ENERGY CORP COM 576206106 21,927 914 X 28-5284 494 420
28,788 1,200 X X 28-5284 1200
80,966 3,375 X X 28-00125 3000 375
5,013,910 209,000 X 28-11439 209000
MASSMUTUAL CORPORATE INVS IN COM 576292106 16,285 448 X 28-5284 448
14,540 400 X X 28-5284 400
72,700 2,000 X 28-1500 2000
MASSMUTUAL PARTN INVS SH BEN INT 576299101 12,968 800 X 28-5284 800
94,942 5,857 X X 28-4580 5857
COLUMN TOTAL 136,117,725
FILE NO.
PAGE 163 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MASTERCARD INC CL A 57636Q104 319,995 3,012 X 28-5284 2972 40
140,024 1,318 X X 28-5284 1318
47,808 450 X X 28-00125 450
MATERIAL SCIENCES CORP COM 576674105 798 80 X 28-5284 80
MATRIA HEALTHCARE INC COM NEW 576817209 22,195 842 X X 28-5284 842
68,694 2,606 X X 28-00125 2606
MATRIXX INITIATIVES INC COM 57685L105 178,750 11,000 X 28-5284 11000
MATSUSHITA ELEC INDL ADR 576879209 14,070 700 X 28-5284 700
132,781 6,606 X X 28-5284 606 6000
2,111 105 X 18-11135 105
MATTEL INC COM 577081102 20,686,157 750,314 X 28-5284 728614 21700
845,048 30,651 X X 28-5284 23551 5500 1600
1,360,166 49,335 X X 28-00125 36605 910 11820
133,246 4,833 X 18-11135 4833
4,244,677 153,960 X 28-1500 150404 3556
21,532 781 X X 28-4580 781
MATTHEWS INTL CORP CL A 577128101 25,112 617 X 28-5284 617
382,580 9,400 X X 28-5284 9400
MAXIM INTEGRATED PRODS INC COM 57772K101 545,370 18,550 X 28-5284 18550
6,174 210 X X 28-5284 210
8,292,270 282,050 X MERCCPAD 282050
17,467,598 594,136 X X 28-00125 491438 2505 100193
MAX & ERMAS RESTAURANTS INC COM 577903107 936 107 X 28-5284 107
MAXIMUS INC COM 577933104 3,793 110 X 28-5284 110
MCAFEE INC COM 579064106 151,129 5,197 X 28-5284 5197
16,198 557 X X 28-00125 557
820,056 28,200 X 28-11439 28200
MCCLATCHY CO CL A 579489105 217,192 6,871 X 28-5284 6871
117,621 3,721 X X 28-5284 3721
MCCORMICK & CO INC COM VTG 579780107 365,436 9,524 X X 28-00125 6024 3500
COLUMN TOTAL 56,629,517
FILE NO.
PAGE 164 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MCCORMICK & CO INC COM NON VTG 579780206 12,409,218 322,150 X 28-5284 321600 550
8,040,780 208,743 X X 28-5284 206743 2000
8,383,762 217,647 X X 28-00125 127787 89860
104,312 2,708 X 28-05921 2708
886 23 X 18-11135 23
36,979 960 X 28-1500 960
85,129 2,210 X 28-4580 2210
74,613 1,937 X X 28-4580 1937
MCDERMOTT INTL INC COM 580037109 22,041 450 X X 28-5284 450
MCDONALDS CORP COM 580135101 61,379,093 1,362,466 X 28-5284 1306267 56199
37,636,031 835,428 X X 28-5284 799853 7804 27771
1,556,072 34,541 X X 28-00125 23922 10619
1,135,260 25,200 X 28-05921 25200
45,050 1,000 X MERCBROK 1000
7,073 157 X 18-11135 157
314,494 6,981 X 28-1500 125 6856
792,159 17,584 X 28-4580 17121 463
174,839 3,881 X X 28-4580 3881
MCG CAPITAL CORP COM 58047P107 18,760 1,000 X X 28-5284 1000
116,312 6,200 X 28-1500 6200
MCGRATH RENTCORP COM 580589109 13,111 414 X 18-11135 414
MCGRAW HILL COS INC COM 580645109 52,198,700 830,132 X 28-5284 820028 10104
58,338,052 927,768 X X 28-5284 913546 900 13322
1,037,520 16,500 X X 28-00125 13300 200 3000
555,230 8,830 X 28-05921 8830
377,280 6,000 X 28-1500 6000
1,145,171 18,212 X 28-4580 18212
143,744 2,286 X X 28-4580 2286
MCKESSON CORP COM 58155Q103 1,216,110 20,774 X 28-5284 20774
90,737 1,550 X X 28-5284 1550
122,934 2,100 X X 28-00125 2100
380,510 6,500 X 28-1500 6500
MCMORAN EXPLORATION CO COM 582411104 1,015 74 X X 28-5284 74
COLUMN TOTAL 247,952,977
FILE NO.
PAGE 165 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MEADWESTVACO CORP COM 583334107 450,942 14,622 X 28-5284 14622
339,764 11,017 X X 28-5284 5317 5700
1,952,450 63,309 X X 28-00125 15043 48266
MEASUREMENT SPECIALTIES INC COM 583421102 10,152 450 X 28-5284 450
MECHANICAL TECHNOLOGY INC COM 583538103 310 200 X 28-5284 200
MEDAREX INC COM 583916101 90,580 7,000 X 28-5284 7000
103,520 8,000 X X 28-5284 8000
1,138,720 88,000 X MERCCPAD 88000
271,520 20,983 X X 28-00125 13700 7283
MEDCO HEALTH SOLUTIONS INC COM 58405U102 19,246,633 265,361 X 28-5284 256826 300 8235
22,000,307 303,327 X X 28-5284 289624 2554 11149
10,836,852 149,412 X X 28-00125 104647 44765
3,264 45 X 28-05921 45
49,175 678 X MERCBROK 678
39,674 547 X 28-1500 547
301,435 4,156 X 28-4580 3808 348
343,792 4,740 X X 28-4580 4740
MEDIA GEN INC CL A 584404107 61,056 1,600 X 28-5284 1600
15,264 400 X X 28-5284 400
MEDICAL PPTYS TRUST INC COM 58463J304 44,070 3,000 X X 28-5284 3000
1,392,994 94,826 X MERCCPAD 94826
407,163 27,717 X X 28-00125 27043 674
MEDICINES CO COM 584688105 62,048 2,474 X X 28-00125 2474
86,952 3,467 X 18-11135 3467
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,541 50 X 28-5284 50
MEDIMMUNE INC COM 584699102 77,329 2,125 X 28-5284 2125
38,028 1,045 X X 28-5284 1045
24,199 665 X X 28-00125 665
231,804 6,370 X 28-1500 6370
MEDIS TECHNOLOGIES LTD COM 58500P107 10,146 600 X 28-1500 600
COLUMN TOTAL 59,631,684
FILE NO.
PAGE 166 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC NOTE 1.625% 585055AM8 3,070,837 3,000 X 28-11439 3000
MEDTRONIC INC COM 585055106 49,406,609 1,007,065 X 28-5284 943075 63990
38,830,892 791,498 X X 28-5284 764874 1660 24964
5,225,381 106,510 X MERCCPAD 106510
20,089,530 409,489 X X 28-00125 301162 1510 106817
1,877,526 38,270 X 28-05921 38270
7,359 150 X MERCBROK 150
29,436 600 X 18-11135 600
161,898 3,300 X 28-1500 3300
448,850 9,149 X 28-4580 9149
323,354 6,591 X X 28-4580 5930 661
MELLON FINL CORP COM 58551A108 13,193,075 305,820 X 28-5284 289290 16530
5,953,104 137,995 X X 28-5284 112125 25870
2,258,854 52,361 X X 28-00125 51316 1045
6,902 160 X MERCBROK 160
518 12 X 28-1500 12
11,864 275 X X 28-4580 275
MEMORY PHARMACEUTICALS CORP COM 58606R403 7,560 4,500 X X 28-5284 4500
MENS WEARHOUSE INC COM 587118100 13,174 280 X 28-5284 280
15,856 337 X X 28-5284 337
1,044,510 22,200 X MERCCPAD 22200
376 8 X 18-11135 8
122,189 2,597 X 28-1500 2597
MENTOR CORP MINN COM 587188103 10,580 230 X 28-5284 230
4,600 100 X X 28-5284 100
736 16 X 18-11135 16
8,924 194 X 28-1500 194
MENTOR GRAPHICS CORP COM 587200106 7,369 451 X 28-5284 451
MERCANTILE BANK CORP COM 587376104 43,231 1,331 X X 28-00125 1331
MERCHANTS BANCSHARES COM 588448100 22,890 1,000 X X 28-5284 1000
COLUMN TOTAL 142,197,984
FILE NO.
PAGE 167 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MERCK & CO INC COM 589331107 102,947,196 2,330,704 X 28-5284 2259866 70838
201,942,192 4,571,931 X X 28-5284 4308062 15313 248556
19,671,860 445,367 X X 28-00125 368021 2230 75116
809,415 18,325 X 28-05921 18325
258,306 5,848 X MERCBROK 5848
402,256 9,107 X 28-1500 9107
88,340 2,000 X 28-11439 2000
1,892,685 42,850 X 28-4580 41443 1407
2,846,271 64,439 X X 28-4580 59824 2126 2489
MERCK SERONO S A SPONSORED ADR 589345107 4,968 220 X 28-5284 220
12,984 575 X X 28-5284 575
MERCURY COMPUTER SYS COM 589378108 1,664 120 X 28-5284 120
MERCURY GENL CORP NEW COM 589400100 53,040 1,000 X 28-5284 1000
MEREDITH CORP COM 589433101 5,796 101 X 28-5284 101
1,067,454 18,600 X MERCCPAD 18600
17,217 300 X 28-1500 300
MERIDIAN BIOSCIENCE INC COM 589584101 33,312 1,200 X X 28-5284 1200
33,173 1,195 X 28-1500 70 1125
MERIDIAN GOLD INC COM 589975101 12,765 500 X X 28-5284 500
MERITAGE HOMES CORP COM 59001A102 64,979 2,023 X X 28-00125 2023
MERRILL LYNCH & CO INC DEBT 10 590188P51 1,430,000 10,000 X 28-5284 10000
MERRILL LYNCH & CO INC COM 590188108 41,784,414 511,625 X 28-5284 497446 400 13779
29,984,895 367,147 X X 28-5284 355670 3262 8215
538,287 6,591 X X 28-00125 5004 1587
66,071 809 X 18-11135 809
16,334 200 X 28-1500 200
793,261 9,713 X 28-4580 9573 140
106,171 1,300 X X 28-4580 1300
MESA AIR GROUP INC COM 590479101 1,581 210 X 28-5284 210
META FINL GROUP INC COM 59100U108 67,993 2,200 X X 28-00125 2200
2,905 94 X 18-11135 94
COLUMN TOTAL 406,957,785
FILE NO.
PAGE 168 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
METAL MGMT INC COM NEW 591097209 13,860 300 X X 28-5284 300
METHANEX CORP COM 59151K108 2,233 100 X 28-5284 100
4,466 200 X X 28-5284 200
METHODE ELECTRS INC COM 591520200 3,249 220 X 28-5284 220
METLIFE INC COM 59156R108 21,725,873 344,036 X 28-5284 327418 300 16318
7,340,240 116,235 X X 28-5284 109610 2511 4114
186,419 2,952 X X 28-00125 2131 821
490,549 7,768 X 28-4580 7409 359
137,730 2,181 X X 28-4580 2181
METROCORP BANCSHARES INC COM 591650106 110,240 5,200 X X 28-00125 5200
METSO CORP SPONSORED ADR 592671101 1,215 23 X 18-11135 23
METTLER TOLEDO INTERNATIONAL COM 592688105 94,496 1,055 X 28-5284 1055
44,875 501 X X 28-5284 501
MICREL INC COM 594793101 6,502 590 X 28-5284 590
MICROS SYS INC COM 594901100 24,296 450 X 28-5284 240 210
918 17 X 18-11135 17
MICROSOFT CORP COM 594918104 168,065,994 6,030,355 X 28-5284 5810488 219867
105,473,430 3,784,479 X X 28-5284 3550563 32148 201768
16,713,639 599,700 X MERCCPAD 599700
66,880,308 2,399,724 X X 28-00125 1895948 7180 496596
4,352,737 156,180 X 28-05921 156180
132,828 4,766 X MERCBROK 4766
2,480 89 X 18-11135 89
5,253,829 188,512 X 28-1500 123203 65309
3,212,157 115,255 X 28-4580 113858 1397
1,896,191 68,037 X X 28-4580 67877 160
MICROVISION INC DEL COM 594960106 225,231 61,204 X 28-1500 61204
MICROSTRATEGY INC CL A NEW 594972408 758 6 X 28-5284 6
87,335 691 X X 28-00125 691
COLUMN TOTAL 402,484,078
FILE NO.
PAGE 169 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MICROCHIP TECHNOLOGY INC COM 595017104 535,863 15,082 X 28-5284 15082
287,260 8,085 X X 28-5284 205 7880
4,526,877 127,410 X MERCCPAD 127410
9,029,488 254,137 X X 28-00125 195120 1075 57942
2,700 76 X 18-11135 76
MICRON TECHNOLOGY INC COM 595112103 39,381 3,260 X 28-5284 3260
10,872 900 X X 28-5284 900
6,040 500 X X 28-00125 500
209,830 17,370 X 28-1500 17370
181,200 15,000 X 28-11439 15000
1,208 100 X 28-4580 100
MICROSEMI CORP COM 595137100 8,116 390 X 28-5284 390
1,781,336 85,600 X MERCCPAD 85600
MICROTEK MEDICAL HLDGS INC COM 59515B109 5,712 1,200 X 28-1500 1200
MICRUS ENDOVASCULAR CORP COM 59518V102 1,292,128 54,200 X MERCCPAD 54200
MID-AMER APT CMNTYS INC COM 59522J103 1,013 18 X X 28-5284 18
890,596 15,830 X MERCCPAD 15830
190,440 3,385 X X 28-00125 3200 185
MID PENN BANCORP INC COM 59540G107 25,573 1,070 X X 28-5284 1070
MIDAS GROUP INC COM 595626102 3,106 144 X 28-5284 74 70
5,198 241 X X 28-5284 241
MIDCAP SPDR TR UNIT SER 1 595635103 239,377,458 1,548,667 X 28-5284 1545599 3068
50,036,164 323,712 X X 28-5284 300012 9878 13822
3,428,981 22,184 X 28-4580 21884 300
1,419,880 9,186 X X 28-4580 9186
MIDDLEBY CORP COM 596278101 65,920 500 X X 28-5284 500
MIDDLESEX WATER CO COM 596680108 9,213 501 X 28-5284 501
12,952,684 704,333 X X 28-5284 4333 700000
MIDLAND CO COM 597486109 5,939 140 X 28-1500 140
MIDWEST BANC HOLDINGS INC COM 598251106 894,355 50,500 X MERCCPAD 50500
86,779 4,900 X X 28-00125 2200 2700
COLUMN TOTAL 327,311,310
FILE NO.
PAGE 170 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MILACRON INC COM 598709103 35,736 54,146 X X 28-5284 54146
MILLENNIUM PHARMACEUTICALS I COM 599902103 62,878 5,535 X 28-5284 5535
71,307 6,277 X X 28-5284 6277
13,530 1,191 X 28-1500 1191
MILLEA HOLDINGS INC ADR 60032R106 1,368 37 X 28-1500 37
MILLENNIUM CELL INC COM 60038B105 4,850 5,000 X 28-5284 5000
MILLER HERMAN INC COM 600544100 119,559 3,570 X 28-5284 3570
100,470 3,000 X X 28-00125 3000
167 5 X 18-11135 5
MILLIPORE CORP COM 601073109 499,681 6,895 X 28-5284 6095 800
788,619 10,882 X X 28-5284 8282 2600
318,506 4,395 X X 28-00125 4395
MILLS CORP COM 601148109 20,192 800 X 28-5284 800
681 27 X 18-11135 27
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 19,048 800 X X 28-5284 800
MINDSPEED TECHNOLOGIES INC COM 602682106 289 133 X 28-5284 133
289 133 X X 28-5284 133
MINE SAFETY APPLIANCES CO COM 602720104 4,482,082 106,564 X 28-5284 106564
116,216,617 2,763,115 X X 28-5284 2756465 6650
MIRANT CORP NEW COM 60467R100 5,583 138 X 28-5284 138
43,130 1,066 X X 28-5284 1066
121 3 X X 28-00125 3
MIRANT CORP NEW *W EXP 01/03/2 60467R118 806 38 X 28-5284 38
4,473 211 X X 28-5284 211
1,972 93 X X 28-00125 93
MIRANT CORP NEW *W EXP 01/03/2 60467R126 44,080 2,000 X X 28-5284 2000
COLUMN TOTAL 122,856,034
FILE NO.
PAGE 171 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 56,300 5,000 X 28-5284 4000 1000
121,045 10,750 X X 28-5284 10000 750
877,875 77,964 X 28-05921 77964
619 55 X 18-11135 55
1,520 135 X 28-1500 135
MITSUI & CO LTD ADR 606827202 795,147 2,087 X 28-05921 2087
1,143 3 X 18-11135 3
MOBILE MINI INC COM 60740F105 4,820 180 X 28-5284 180
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,113,604 19,900 X X 28-5284 19900
11,192 200 X X 28-4580 200
MOHAWK INDS INC COM 608190104 205,125 2,500 X 28-5284 500 2000
858,079 10,458 X X 28-00125 4858 175 5425
858,899 10,468 X 28-1500 275 10193
MOLEX INC COM 608554101 7,050 250 X 28-5284 250
95,175 3,375 X X 28-00125 3375
MOLEX INC CL A 608554200 767,433 30,833 X X 28-00125 27833 3000
MOLSON COORS BREWING CO CL B 60871R209 36,429 385 X 28-5284 385
28,386 300 X X 28-5284 300
703,500 7,435 X X 28-00125 6015 370 1050
1,548,362 16,364 X 28-05921 16364
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,166 90 X X 28-5284 90
MONACO COACH CORP COM 60886R103 2,549 160 X 28-5284 160
MONEYGRAM INTL INC COM 60935Y109 171,002 6,160 X 28-5284 6160
83,280 3,000 X X 28-5284 3000
MONROE BANCORP COM 610313108 3,343 193 X 28-1500 193
MONSANTO CO NEW COM 61166W101 1,090,296 19,838 X 28-5284 19838
4,367,781 79,472 X X 28-5284 77670 408 1394
557,130 10,137 X X 28-00125 6370 3767
2,968 54 X 18-11135 54
116,405 2,118 X X 28-4580 2118
COLUMN TOTAL 14,487,623
FILE NO.
PAGE 172 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MONSTER WORLDWIDE INC COM 611742107 85,266 1,800 X 28-5284 1800
6,869 145 X X 28-00125 145
MONTGOMERY STR INCOME SECS I COM 614115103 157,213 8,999 X X 28-5284 1199 7800
110,061 6,300 X X 28-00125 6300
MOODYS CORP COM 615369105 46,171,585 743,983 X 28-5284 725758 18225
23,431,560 377,563 X X 28-5284 365298 3907 8358
11,047,921 178,020 X X 28-00125 146739 150 31131
142,738 2,300 X 28-05921 2300
9,309 150 X MERCBROK 150
1,552 25 X 18-11135 25
903,407 14,557 X 28-4580 14387 170
1,031,685 16,624 X X 28-4580 16624
MOOG INC CL A 615394202 62,475 1,500 X X 28-00125 1500
MORGAN STANLEY EASTN EUR FD COM 616988101 33,404 937 X 28-5284 937
MORGAN STANLEY EMER MKTS FD COM 61744G107 20,650 793 X X 28-5284 793
MORGAN STANLEY EMER MKTS DEB COM 61744H105 56,282 5,350 X X 28-5284 5350
MORGAN STANLEY HIGH YIELD FD COM 61744M104 21,420 3,600 X X 28-5284 3600
MORGAN STANLEY GBL OPP BOND COM 61744R103 8,000 1,000 X X 28-5284 1000
MORGAN STANLEY ASIA PAC FD I COM 61744U106 51,141 2,686 X X 28-5284 2686
MORGAN STANLEY COM NEW 617446448 56,937,179 722,920 X 28-5284 706840 16080
62,437,541 792,757 X X 28-5284 779042 1200 12515
3,283,819 41,694 X X 28-00125 29856 494 11344
159,095 2,020 X 28-05921 2020
230,767 2,930 X 18-11135 2930
1,371,212 17,410 X 28-1500 8382 9028
1,031,756 13,100 X 28-11439 13100
1,316,710 16,718 X 28-4580 16718
505,954 6,424 X X 28-4580 6424
MORGAN STANLEY INDIA INVS FD COM 61745C105 157,680 3,650 X X 28-5284 3650
MORGAN STANLEY GOVT INCOME TR 61745P106 207,144 21,600 X X 28-00125 21600
COLUMN TOTAL 210,991,395
FILE NO.
PAGE 173 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
MORGAN STANLEY MUN PREM INCOM 61745P429 38,720 4,000 X X 28-5284 4000
MORGAN STANLEY QULTY MUN SECS 61745P585 21,990 1,500 X X 28-5284 1500
21,990 1,500 X 28-4580 1500
MORGAN STANLEY QLT MUN INV TR 61745P668 21,135 1,500 X X 28-5284 1500
MORGAN STANLEY QUALT MUN INCM 61745P734 36,237 2,527 X 28-5284 2527
MORGAN STANLEY INSD MUN INCM 61745P791 487,425 33,500 X 28-5284 33500
33,887 2,329 X 28-4580 2329
MORGAN STANLEY INSD MUN SECS 61745P833 10,983 759 X MERCBROK 759
MORGAN STANLEY INSD MUN TR 61745P866 7,330 500 X 28-5284 500
27,854 1,900 X X 28-5284 1300 600
MORGAN STANLEY INCOME SEC INC 61745P874 8,030 496 X 28-5284 496
MORGAN STANLEY CHINA A SH FD COM 617468103 9,030 300 X X 28-5284 300
MORNINGSTAR INC COM 617700109 87,788 1,700 X X 28-5284 1700
10,328 200 X X 28-00125 200
MOSAIC CO COM 61945A107 304,591 11,425 X X 28-00125 11325 100
MOTHERS WK INC COM 619903107 303,397 9,155 X 28-5284 9155
MOTOROLA INC COM 620076109 14,122,624 799,243 X 28-5284 795661 3582
15,934,347 901,774 X X 28-5284 859740 11000 31034
5,159,110 291,970 X MERCCPAD 291970
14,113,559 798,730 X X 28-00125 685550 3410 109770
371,300 21,013 X 28-05921 21013
47,709 2,700 X MERCBROK 2700
264,343 14,960 X 28-1500 14960
197,162 11,158 X 28-4580 11158
44,670 2,528 X X 28-4580 2528
MUELLER INDS INC COM 624756102 61,946 2,058 X 28-5284 1868 190
4,575 152 X X 28-5284 152
815,710 27,100 X MERCCPAD 27100
COLUMN TOTAL 52,567,770
FILE NO.
PAGE 174 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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MUELLER WTR PRODS INC COM SER B 624758207 1,647 123 X X 28-5284 123
332,126 24,804 X MERCCPAD 24804
11,060 826 X X 28-00125 826
MULTI COLOR CORP COM 625383104 7,030 200 X 28-5284 200
65,903 1,875 X 28-1500 1875
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 23,969 841 X X 28-5284 841
MURPHY OIL CORP COM 626717102 64,080 1,200 X 28-5284 1200
10,680 200 X X 28-5284 200
5,465,223 102,345 X X 28-00125 97345 5000
MYERS INDS INC COM 628464109 31,438 1,683 X 28-5284 1505 178
8,238 441 X 28-1500 441
MYLAN LABS INC COM 628530107 221,526 10,479 X 28-5284 7104 3375
332,913 15,748 X X 28-5284 13150 2598
53,273 2,520 X X 28-00125 2250 270
343,863 16,266 X 28-05921 16266
44,246 2,093 X 28-1500 2093
30,780 1,456 X X 28-4580 1456
MYRIAD GENETICS INC COM 62855J104 31,703 920 X 28-5284 920
482,440 14,000 X X 28-00125 14000
NBT BANCORP INC COM 628778102 308,105 13,150 X 28-5284 13150
359,369 15,338 X X 28-5284 15338
485,001 20,700 X MERCCPAD 20700
NBTY INC COM 628782104 40,819,902 769,606 X 28-5284 769306 300
NCI BUILDING SYS INC COM 628852105 1,608,838 33,700 X MERCCPAD 33700
NCR CORP NEW COM 62886E108 89,378 1,871 X 28-5284 1587 284
1,646,823 34,474 X X 28-5284 4314 30160
14,235 298 X X 28-00125 262 36
573 12 X MERCBROK 12
NGAS RESOURCES INC COM 62912T103 139,257 20,500 X 28-5284 20500
6,073 894 X 28-1500 894
COLUMN TOTAL 53,039,692
FILE NO.
PAGE 175 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NII HLDGS INC CL B NEW 62913F201 29,672 400 X X 28-5284 400
749,218 10,100 X X 28-00125 75 1925 8100
NL INDS INC COM NEW 629156407 49,050 4,500 X 28-5284 4500
NTS RLTY HLDGS LTD PARTNERSH PARTSHIP UNITS 629422106 7,530 1,000 X 28-5284 1000
11,408 1,515 X 28-05921 1515
NUCO2 INC COM 629428103 45,396 1,800 X 28-5284 1800
10,088 400 X X 28-5284 400
NVR INC COM 62944T105 17,290 26 X 28-5284 26
NYMEX HOLDINGS INC COM 62948N104 13,576 100 X 28-5284 100
27,152 200 X X 28-5284 200
13,576 100 X 28-1500 100
NYSE GROUP INC COM 62949W103 108,469 1,157 X 28-5284 1157
691,313 7,374 X X 28-5284 7374
220,313 2,350 X X 28-00125 540 1810
46,875 500 X 28-1500 500
NACCO INDS INC CL A 629579103 41,223 300 X 28-5284 300
1,758,024 12,794 X X 28-5284 12794
NALCO HOLDING COMPANY COM 62985Q101 478,000 20,000 X X 28-00125 20000
NAM TAI ELECTRS INC COM PAR $0.02 629865205 28,490 2,200 X X 28-5284 2200
NANOGEN INC COM 630075109 960 750 X 28-5284 750
NANOPHASE TCHNOLOGIES CORP COM 630079101 117 20 X 28-5284 20
NAPCO SEC SYS INC COM 630402105 1,590 300 X X 28-5284 300
NARA BANCORP INC COM 63080P105 140,080 8,000 X X 28-5284 8000
35,020 2,000 X X 28-00125 2000
NASDAQ 100 TR UNIT SER 1 631100104 6,912,738 158,804 X 28-5284 158374 430
15,908,822 365,468 X X 28-5284 363268 2200
322,166 7,401 X 28-4580 7401
42,964 987 X X 28-4580 987
COLUMN TOTAL 27,711,120
FILE NO.
PAGE 176 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NASDAQ STOCK MARKET INC COM 631103108 29,410 1,000 X 28-5284 1000
32,351 1,100 X X 28-5284 1100
191,165 6,500 X X 28-00125 5000 1500
NASH FINCH CO COM 631158102 2,412 70 X 28-5284 70
NASHUA CORP COM 631226107 44,500 5,000 X 28-5284 5000
NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 171,561 15,900 X MERCCPAD 15900
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 137,934 847 X 28-5284 847
53,252 327 X X 28-5284 327
NATIONAL BANKSHARES INC VA COM 634865109 6,174,084 260,400 X 28-1500 260400
NATIONAL CITY CORP COM 635405103 49,319,857 1,324,023 X 28-5284 1219726 104297
16,100,344 432,224 X X 28-5284 390912 20028 21284
3,897,803 104,639 X X 28-00125 90709 675 13255
729,690 19,589 X 28-05921 19589
9,313 250 X MERCBROK 250
115,214 3,093 X 18-11135 3093
11,223,462 301,301 X 28-1500 246300 55001
773,459 20,764 X 28-4580 20764
432,659 11,615 X X 28-4580 11615
NATIONAL HEALTH REALTY INC COM 635905102 29,375 1,250 X 28-5284 1250
NATIONAL FUEL GAS CO N J COM 636180101 713,401 16,491 X 28-5284 15109 1382
217,338 5,024 X X 28-5284 5024
80,377 1,858 X 28-05921 1858
21,630 500 X 28-1500 500
21,630 500 X 28-4580 500
43,260 1,000 X X 28-4580 1000
NATIONAL GRID PLC SPON ADR NEW 636274300 1,261 16 X X 28-5284 16
18,914 240 X 28-1500 240
NATIONAL HEALTH INVS INC COM 63633D104 53,278 1,700 X 28-1500 1700
NATIONAL INSTRS CORP COM 636518102 369,030 14,069 X 28-5284 5869 8200
351,482 13,400 X X 28-5284 13400
COLUMN TOTAL 91,359,446
FILE NO.
PAGE 177 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL OILWELL VARCO INC COM 637071101 131,854 1,695 X 28-5284 1695
217,812 2,800 X X 28-5284 2800
124,542 1,601 X X 28-00125 1601
778 10 X 18-11135 10
159,236 2,047 X 28-1500 2047
NATIONAL PENN BANCSHARES INC COM 637138108 3,326 176 X 28-5284 176
30,391 1,608 X X 28-5284 1608
153,090 8,100 X X 28-00125 8100
NATIONAL PRESTO INDS INC COM 637215104 1,849 30 X 28-5284 30
NATIONAL RETAIL PROPERTIES I COM 637417106 36,285 1,500 X X 28-5284 1500
603,057 24,930 X X 28-00125 22155 2775
NATIONAL SEMICONDUCTOR CORP COM 637640103 72,058 2,985 X 28-5284 2985
154,496 6,400 X X 28-5284 400 6000
NATIONWIDE FINL SVCS INC CL A 638612101 34,363 638 X 28-5284 638
371,472 6,897 X X 28-5284 5189 1708
7,056 131 X X 28-00125 131
NATIONWIDE HEALTH PPTYS INC COM 638620104 350,487 11,212 X 28-5284 11212
165,678 5,300 X X 28-5284 5300
1,927,804 61,670 X MERCCPAD 61670
1,100,665 35,210 X X 28-00125 28320 5600 1290
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 77,280 1,150 X 28-5284 1150
257,578 3,833 X X 28-5284 1333 2500
53,760 800 X X 28-00125 800
NATURAL RESOURCE PARTNERS L SUB UT LTD PAR 63900P509 4,429 66 X X 28-5284 66
NATUS MEDICAL INC DEL COM 639050103 8,885 500 X X 28-5284 500
NAUTILUS INC COM 63910B102 6,172 400 X 28-5284 400
63,263 4,100 X X 28-00125 4100
NAVISITE INC COM NEW 63935M208 947,548 157,400 X MERCCPAD 157400
NAVTEQ CORP COM 63936L100 74,451 2,158 X 28-5284 2158
10,350 300 X X 28-5284 300
17,250 500 X X 28-00125 500
COLUMN TOTAL 7,167,265
FILE NO.
PAGE 178 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NEENAH PAPER INC COM 640079109 16,254 409 X 28-5284 409
68,432 1,722 X X 28-5284 1704 18
2,742 69 X X 28-00125 69
1,828 46 X 28-1500 46
NEKTAR THERAPEUTICS COM 640268108 83,793 6,416 X X 28-00125 6416
42,445 3,250 X 28-1500 3250
NEOGEN CORP COM 640491106 16,074 684 X 28-1500 34 650
NEON COMMUNICATIONS GROUP IN COM 64050T101 4,700 1,000 X 28-5284 1000
NEOWARE INC COM 64065P102 7,049 700 X 28-5284 700
8,590 853 X X 28-00125 853
NEOPHARM INC COM 640919106 97 57 X X 28-00125 57
NETBANK INC COM 640933107 221,000 100,000 X X 28-00125 100000
NESS TECHNOLOGIES INC COM 64104X108 40,896 3,200 X X 28-00125 2800 400
NETFLIX COM INC COM 64110L106 20,268 874 X X 28-5284 874
95,496 4,118 X 18-11135 4118
2,319 100 X 28-1500 100
NETEASE COM INC SPONSORED ADR 64110W102 62,090 3,500 X 28-1500 1500 2000
NETGEAR INC COM 64111Q104 97,344 3,412 X X 28-00125 3412
NETWORK APPLIANCE INC COM 64120L104 135,526 3,711 X 28-5284 3711
21,218 581 X X 28-5284 581
28,376 777 X X 28-00125 777
NETWORK EQUIP TECHNOLOGIES COM 641208103 1,843 190 X 28-5284 190
NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 654 300 X X 28-5284 300
NEUROCRINE BIOSCIENCES INC COM 64125C109 625 50 X 28-5284 50
625 50 X X 28-5284 50
NEUROMETRIX INC COM 641255104 35,422 3,648 X X 28-00125 3648
NEUBERGER BERMAN RLTY INC FD COM 64126G109 26,323 1,100 X 28-5284 1100
COLUMN TOTAL 1,042,029
FILE NO.
PAGE 179 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NEUSTAR INC CL A 64126X201 384,793 13,530 X 28-5284 30 13500
135,801 4,775 X X 28-5284 4775
5,034 177 X 28-1500 177
NEUBERGER BERMAN RE ES SEC F COM 64190A103 27,090 1,500 X 28-5284 1500
NEW GERMANY FD INC COM 644465106 24,720 1,500 X 28-5284 1500
NEW JERSEY RES COM 646025106 40,290 805 X 28-5284 655 150
12,119,608 242,150 X X 28-5284 5800 236350
338,588 6,765 X X 28-00125 6765
NEW PLAN EXCEL RLTY TR INC NOTE 3.700% 648053AH9 5,541,500 5,000 X 28-11439 5000
NEW PLAN EXCEL RLTY TR INC COM 648053106 178,362 5,400 X 28-5284 5400
317,088 9,600 X X 28-5284 9400 200
186,620 5,650 X X 28-00125 5650
NEW YORK CMNTY CAP TR V BONUSES 64944P307 2,462,500 50,000 X 28-11439 50000
NEW YORK CMNTY BANCORP INC COM 649445103 2,343,217 133,213 X 28-5284 132213 1000
1,908,304 108,488 X X 28-5284 98038 6000 4450
613,715 34,890 X X 28-00125 27225 7665
31,662 1,800 X 28-1500 1800
NEW YORK MTG TR INC COM 649604105 13,462 5,300 X X 28-00125 5300
NEW YORK TIMES CO CL A 650111107 569,436 24,221 X 28-5284 24221
56,330 2,396 X X 28-5284 2396
1,223,225 52,030 X X 28-00125 42140 1270 8620
NEWALLIANCE BANCSHARES INC COM 650203102 4,863 300 X 28-5284 300
85,913 5,300 X X 28-00125 5300
NEWCASTLE INVT CORP COM 65105M108 610,060 22,000 X X 28-5284 22000
2,093,338 75,490 X MERCCPAD 75490
878,209 31,670 X X 28-00125 31130 540
55,460 2,000 X 28-1500 2000
NEWELL RUBBERMAID INC COM 651229106 5,511,884 177,288 X 28-5284 177288
11,407,885 366,931 X X 28-5284 130401 236530
2,488,039 80,027 X X 28-00125 57101 1245 21681
47,474 1,527 X 28-05921 1527
15,545 500 X 28-1500 500
COLUMN TOTAL 51,720,015
FILE NO.
PAGE 180 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NEWFIELD EXPL CO COM 651290108 137,643 3,300 X 28-5284 3300
285,130 6,836 X X 28-5284 6836
1,001,040 24,000 X MERCCPAD 24000
NEWMONT MINING CORP COM 651639106 1,452,434 34,590 X 28-5284 32015 2575
4,756,417 113,275 X X 28-5284 112696 579
78,227 1,863 X X 28-00125 574 1289
188,955 4,500 X 28-1500 4500
125,970 3,000 X 28-11439 3000
50,388 1,200 X 28-4580 1200
170,060 4,050 X X 28-4580 4050
NEWPARK RES INC COM PAR $.01NE 651718504 80,370 11,400 X X 28-00125 11400
NEWPORT CORP COM 651824104 15,322 936 X 28-5284 936
7,367 450 X 28-1500 450
NEWS CORP CL A 65248E104 27,012,969 1,168,381 X 28-5284 1125857 1500 41024
8,200,756 354,704 X X 28-5284 331774 8532 14398
2,907,802 125,770 X MERCCPAD 125770
2,544,264 110,046 X X 28-00125 94728 15318
4,716 204 X MERCBROK 204
244,841 10,590 X 18-11135 10590
5,780 250 X 28-1500 250
569,006 24,611 X 28-4580 24211 400
83,140 3,596 X X 28-4580 3596
NEWS CORP CL B 65248E203 1,725,771 70,526 X 28-5284 70526
430,672 17,600 X X 28-5284 17200 400
137,081 5,602 X X 28-00125 5602
NEXMED INC COM 652903105 868 700 X X 28-5284 700
NEXEN INC COM 65334H102 30,773 502 X 28-5284 502
NEXCEN BRANDS INC COM 653351106 49,600 5,000 X 28-5284 5000
NFJ DIVID INT & PREM STRTGY COM SHS 65337H109 17,474 685 X 28-5284 685
NICHOLAS-APPLEGATE CV & INC COM 65370F101 553,606 34,279 X 28-5284 2679 31600
50,453 3,124 X X 28-5284 3124
COLUMN TOTAL 52,918,895
FILE NO.
PAGE 181 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NICOR INC COM 654086107 139,062 2,872 X 28-5284 2872
9,684 200 X X 28-5284 200
172,085 3,554 X X 28-00125 1954 1600
62,946 1,300 X 28-1500 1300
NIDEC CORP SPONSORED ADR 654090109 47,208 2,934 X 18-11135 2934
NIKE INC CL B 654106103 10,438,345 98,234 X 28-5284 88288 200 9746
2,481,277 23,351 X X 28-5284 20755 557 2039
5,774,168 54,340 X MERCCPAD 54340
20,620,922 194,061 X X 28-00125 148839 650 44572
31,878 300 X MERCBROK 300
58,443 550 X 28-1500 550
168,210 1,583 X 28-4580 1437 146
108,173 1,018 X X 28-4580 1018
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 502,239 19,017 X 28-05921 19017
1,981 75 X 18-11135 75
3,565 135 X 28-1500 135
NISOURCE INC COM 65473P105 105,996 4,337 X 28-5284 4337
236,799 9,689 X X 28-5284 9689
30,917 1,265 X X 28-00125 865 400
285,459 11,680 X 28-1500 11680
NISSAN MOTORS SPONSORED ADR 654744408 9,630 450 X 28-5284 450
147,703 6,902 X 18-11135 6902
NOKIA CORP SPONSORED ADR 654902204 24,624,308 1,074,359 X 28-5284 1061969 12390
14,732,953 642,799 X X 28-5284 592526 1785 48488
11,460 500 X 28-05921 500
2,040 89 X 18-11135 89
685,033 29,888 X 28-1500 21862 8026
280,793 12,251 X 28-4580 12251
214,302 9,350 X X 28-4580 9350
NOBLE ENERGY INC COM 655044105 995,559 16,690 X 28-5284 4590 12100
75,159 1,260 X X 28-5284 1260
418 7 X 18-11135 7
34,358 576 X 28-1500 576
COLUMN TOTAL 83,093,073
FILE NO.
PAGE 182 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NOMURA HLDGS INC SPONSORED ADR 65535H208 8,810 425 X 28-5284 425
4,063 196 X X 28-5284 196
779,303 37,593 X 28-05921 37593
56,614 2,731 X 18-11135 2731
NORAM ENERGY CORP SDCV 6.000% 3 655419AC3 1,139,275 11,450 X 28-5284 11450
1,686,525 16,950 X X 28-5284 16950
378,100 3,800 X X 28-00125 3800
NORDSTROM INC COM 655664100 29,117,953 550,018 X 28-5284 545983 4035
20,693,928 390,894 X X 28-5284 378539 2905 9450
161,202 3,045 X X 28-00125 960 2085
722,366 13,645 X 28-4580 13441 204
109,956 2,077 X X 28-4580 2077
NORFOLK SOUTHERN CORP COM 655844108 16,392,275 323,958 X 28-5284 323346 612
28,215,521 557,619 X X 28-5284 360608 1520 195491
13,512,224 267,040 X X 28-00125 224223 42817
161,465 3,191 X 18-11135 3191
132,825 2,625 X 28-1500 2625
143,502 2,836 X 28-4580 2836
NORSK HYDRO A S SPONSORED ADR 656531605 1,258,417 38,343 X 28-5284 38343
187,074 5,700 X X 28-5284 5700
13,620 415 X X 28-4580 415
NORTEL NETWORKS CORP NEW COM NEW 656568508 210,606 8,757 X 28-5284 8757
12,121 504 X X 28-5284 504
962 40 X X 28-00125 40
1,587 66 X 28-1500 66
NORTH AMERN GALVANZNG & CTNG COM 65686Y109 4,538,476 886,421 X 28-5284 886421
NORTH AMERN PALLADIUM LTD COM 656912102 7,250 1,000 X X 28-5284 1000
NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 1,917,109 51,466 X 28-5284 45200 6266
89,400 2,400 X X 28-5284 2400
NORTH PITTSBURGH SYS INC COM 661562108 151,084 6,940 X 28-5284 6940
NORTHEAST UTILS COM 664397106 8,193 250 X X 28-5284 250
COLUMN TOTAL 121,811,806
FILE NO.
PAGE 183 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NORTHERN TR CORP COM 665859104 1,739,129 28,918 X 28-5284 28318 600
1,124,137 18,692 X X 28-5284 15792 100 2800
10,021,910 166,643 X X 28-00125 124837 300 41506
39,091 650 X 28-05921 650
6,014 100 X MERCBROK 100
NORTHFIELD LABS INC COM 666135108 3,610 1,000 X 28-5284 1000
NORTHRIM BANCORP INC COM 666762109 8,951,966 302,943 X 28-1500 302943
NORTHROP GRUMMAN CORP COM 666807102 2,325,090 31,327 X 28-5284 31327
5,598,860 75,436 X X 28-5284 75436
7,028,411 94,697 X X 28-00125 75724 310 18663
148,440 2,000 X 28-05921 2000
11,133 150 X MERCBROK 150
37,704 508 X 18-11135 508
445,172 5,998 X 28-1500 5998
133,448 1,798 X 28-4580 1798
NORTHSTAR RLTY FIN CORP COM 66704R100 9,126 600 X 28-5284 600
63,882 4,200 X 28-1500 4200
NORTHWEST BANCORP INC PA COM 667328108 9,752 360 X 28-5284 360
33,185 1,225 X X 28-5284 1225
54,180 2,000 X X 28-00125 2000
NORTHWEST NAT GAS CO COM 667655104 63,025 1,380 X 28-5284 1230 150
168,979 3,700 X X 28-5284 3700
9,134 200 X 28-1500 200
NORTHWESTERN CORP COM NEW 668074305 3,366 95 X X 28-5284 95
NORWOOD FINANCIAL CORP COM 669549107 141,413 4,531 X 28-5284 4531
8,177 262 X X 28-5284 262
NOVA CHEMICALS CORP COM 66977W109 60,372 1,950 X 28-5284 1950
COLUMN TOTAL 38,238,706
FILE NO.
PAGE 184 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NOVARTIS A G SPONSORED ADR 66987V109 373,942 6,845 X 28-5284 5645 1200
1,142,696 20,917 X X 28-5284 16842 4075
649,660 11,892 X 28-05921 11892
5,463 100 X MERCBROK 100
112,702 2,063 X 18-11135 2063
38,022 696 X 28-1500 696
28,735 526 X X 28-4580 526
NOVASTAR FINL INC COM 669947400 1,000 200 X 28-1500 200
NOVELIS INC COM 67000X106 4,411 100 X X 28-5284 100
882 20 X MERCBROK 20
NOVELL INC COM 670006105 2,166 300 X 28-5284 300
NOVELLUS SYS INC COM 670008101 89,656 2,800 X 28-5284 800 2000
64,040 2,000 X 28-1500 2000
245,914 7,680 X 28-11439 7680
NOVEN PHARMACEUTICALS INC COM 670009109 3,016 130 X 28-5284 130
NOVO-NORDISK A S ADR 670100205 712,290 7,868 X 28-5284 7868
2,073,046 22,899 X X 28-5284 22899
64,367 711 X 18-11135 711
NSTAR COM 67019E107 15,453 440 X 28-5284 440
334,694 9,530 X X 28-5284 1530 8000
NUANCE COMMUNICATIONS INC COM 67020Y100 1,643,299 107,335 X 28-5284 107335
902,708 58,962 X X 28-00125 17454 41508
NUCOR CORP COM 670346105 2,532,906 38,890 X 28-5284 38890
1,452,660 22,304 X X 28-5284 21836 468
55,361 850 X X 28-00125 650 200
52,104 800 X MERCBROK 800
1,824 28 X 18-11135 28
32,565 500 X 28-1500 500
NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 74,998 4,076 X 28-5284 4076
NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 107,320 5,334 X 28-5284 5334
20,120 1,000 X X 28-5284 1000
COLUMN TOTAL 12,838,020
FILE NO.
PAGE 185 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NUVEEN EQUITY PREM INCOME FD COM 6706ER101 7,436 400 X MERCBROK 400
NUVEEN EQUITY PREM & GROWTH COM 6706EW100 36,340 1,840 X 28-5284 1840
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 26,687 2,031 X 28-5284 2031
591 45 X 18-11135 45
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D107 14,490 1,000 X 28-5284 1000
NUVEEN PA PREM INCOME MUN FD COM 67061F101 92,346 6,658 X 28-5284 6658
251,810 18,155 X X 28-5284 18155
723,251 52,145 X 28-4580 52145
NUVEEN MD PREM INCOME MUN FD COM 67061Q107 21,056 1,400 X MERCBROK 1400
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T101 22,862 2,300 X X 28-5284 2300
NUVEEN ARIZ PREM INCOME MUN COM 67061W104 334,610 23,334 X X 28-5284 23334
NUVEEN INVT QUALITY MUN FD I COM 67062E103 28,116 1,800 X 28-5284 1800
93,361 5,977 X X 28-5284 5977
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 1,485 100 X 28-5284 100
22,275 1,500 X X 28-5284 1500
NUVEEN MUN ADVANTAGE FD INC COM 67062H106 171,312 10,667 X 28-5284 10667
4,818 300 X X 28-5284 300
NUVEEN MUN INCOME FD INC COM 67062J102 87,280 8,000 X 28-5284 8000
86,953 7,970 X X 28-5284 7970
NUVEEN INSD QUALITY MUN FD I COM 67062N103 14,850 1,000 X X 28-5284 1000
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 149,811 9,882 X 28-5284 9882
NUVEEN PREM INCOME MUN FD COM 67062T100 21,905 1,518 X 28-5284 1518
21,645 1,500 X X 28-5284 1500
NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 193,329 12,761 X 28-5284 12761
5,303 350 X MERCBROK 350
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C106 136,479 9,700 X X 28-5284 9700
COLUMN TOTAL 2,570,401
FILE NO.
PAGE 186 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 75,519 5,270 X X 28-5284 5270
NUVEEN VA PREM INCOME MUN FD COM 67064R102 15,940 1,000 X X 28-5284 1000
NUVEEN TAX FREE ADV MUN FD COM 670657105 14,950 1,000 X X 28-5284 1000
NVIDIA CORP COM 67066G104 75,029 2,607 X 28-5284 2607
428,822 14,900 X X 28-5284 14900
14,390 500 X X 28-00125 500
NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 44,580 3,000 X X 28-5284 3000
NUVEEN SR INCOME FD COM 67067Y104 102,660 11,600 X MERCBROK 11600
NUVEEN MUN HIGH INC OPP FD COM 670682103 19,525 1,100 X 28-5284 1100
117,150 6,600 X X 28-5284 6600
NUTRI SYS INC NEW COM 67069D108 1,729,530 33,000 X MERCCPAD 33000
NUVEEN ARIZ DIVID ADVANTAG M COM SH BEN INT 67069L100 17,761 1,188 X X 28-5284 1188
NUVEEN MASS DIVID ADVANTAG M COM SH BEN INT 67069P101 33,213 2,140 X X 28-5284 2140
NUVEEN PA DIV ADVANTAGE MUN COM 67070E103 67,792 4,269 X 28-5284 4269
20,803 1,310 X X 28-5284 1310
NUVEEN MD DIV ADV MUNI FD 2 COM SH BEN INT 67070V105 16,340 1,000 X MERCBROK 1000
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X101 7,910 500 X MERCBROK 500
NUVASIVE INC COM 670704105 1,425 60 X 28-1500 60
NUVEEN INSD DIVID ADVANTAGE COM 67071L106 53,879 3,510 X X 28-5284 3510
NUVEEN QUALITY PFD INCOME FD COM 67071S101 149,347 10,607 X 28-5284 10607
102,911 7,309 X X 28-5284 7309
42,240 3,000 X MERCBROK 3000
NUVEEN NEW JERSEY DIVID COM 67071T109 53,100 3,300 X 28-5284 3300
NUVEEN PA DIVID ADVANTAGE MU COM 67071W102 215,470 14,500 X X 28-5284 14500
COLUMN TOTAL 3,420,286
FILE NO.
PAGE 187 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NUVEEN MD DIV ADV MUN FD 3 COM 67072A109 14,860 1,000 X X 28-5284 1000
14,860 1,000 X MERCBROK 1000
NUVEEN GA DIV ADV MUN FD 2 COM 67072B107 454,723 31,888 X X 28-5284 31888
NUVEEN QUALITY PFD INCOME FD COM 67072C105 191,771 12,975 X 28-5284 12675 300
59,179 4,004 X X 28-5284 4004
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 10,883 750 X 28-5284 750
NUVEEN PFD & CONV INC FD COM 67073B106 15,217 1,080 X 28-5284 1080
42,270 3,000 X X 28-5284 3000
28,180 2,000 X MERCBROK 2000
NUVEEN PFD & CONV INCOME FD COM SHS 67073D102 30,800 2,200 X 28-5284 2200
35,812 2,558 X X 28-5284 2558
51,800 3,700 X MERCBROK 3700
O CHARLEYS INC COM 670823103 2,701 140 X 28-5284 140
OGE ENERGY CORP COM 670837103 89,124 2,297 X 28-5284 2297
212,236 5,470 X X 28-5284 5070 400
383,887 9,894 X X 28-00125 9480 414
OM GROUP INC COM 670872100 40,212 900 X 28-5284 740 160
NUVEEN INVTS INC CL A 67090F106 30,745 650 X 28-5284 650
30,745 650 X X 28-5284 650
2,270 48 X 18-11135 48
NUVEEN TX ADV TOTAL RET STRG COM 67090H102 81,056 3,011 X 28-5284 3011
10,768 400 X X 28-5284 400
NUVEEN MUN VALUE FD INC COM 670928100 3,264,880 314,839 X 28-5284 314839
256,409 24,726 X X 28-5284 24726
21,538 2,077 X MERCBROK 2077
24,193 2,333 X X 28-4580 2333
NUVEEN NJ INVT QUALITY MUN F COM 670971100 66,635 4,650 X 28-5284 4650
85,636 5,976 X X 28-5284 5976
NUVEEN PA INVT QUALITY MUN F COM 670972108 162,573 11,571 X 28-5284 11571
293,476 20,888 X X 28-5284 20888
COLUMN TOTAL 6,009,439
FILE NO.
PAGE 188 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
NUVEEN SELECT QUALITY MUN FD COM 670973106 96,441 6,100 X 28-5284 6100
NUVEEN CA SELECT QUALITY MUN COM 670975101 90,240 6,000 X X 28-5284 6000
NUVEEN NY SELECT QUALITY MUN COM 670976109 60,518 4,078 X X 28-5284 4078
NUVEEN QUALITY INCOME MUN FD COM 670977107 190,728 12,631 X 28-5284 12631
85,557 5,666 X X 28-5284 5666
NUVEEN MICH QUALITY INCOME M COM 670979103 58,680 4,000 X X 28-5284 4000
NUVEEN INSD MUN OPPORTUNITY COM 670984103 54,467 3,675 X 28-5284 3675
76,773 5,180 X X 28-5284 5180
NUVEEN CALIF QUALITY INCM MU COM 670985100 91,860 6,000 X X 28-5284 6000
NUVEEN PREMIER MUN INCOME FD COM 670988104 65,686 4,652 X 28-5284 4652
NUVEEN NJ PREM INCOME MUN FD COM 67101N106 266,112 17,600 X 28-5284 17600
95,256 6,300 X X 28-5284 6300
NUVEEN MICH PREM INCOME MUN COM 67101Q109 14,330 1,000 X X 28-5284 1000
OSI RESTAURANT PARTNERS INC COM 67104A101 1,733,063 43,875 X X 28-00125 35420 400 8055
OSI PHARMACEUTICALS INC COM 671040103 2,046 62 X 28-5284 62
50,622 1,534 X X 28-00125 1534
OYO GEOSPACE CORP COM 671074102 212,760 3,000 X X 28-5284 3000
OAK HILL FINL INC COM 671337103 49,379 2,004 X 28-1500 1804 200
OAKLEY INC COM 673662102 82,574 4,100 X X 28-00125 4100
1,168 58 X 18-11135 58
OCCIDENTAL PETE CORP DEL COM 674599105 2,196,908 44,553 X 28-5284 36553 8000
996,654 20,212 X X 28-5284 20212
435,900 8,840 X X 28-00125 4640 4200
2,344,691 47,550 X 28-11439 47550
19,231 390 X 28-4580 390
OCEANEERING INTL INC COM 675232102 12,215 290 X 28-5284 290
488,592 11,600 X X 28-5284 10900 700
COLUMN TOTAL 9,872,451
FILE NO.
PAGE 189 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
OCEANFIRST FINL CORP COM 675234108 19,085 1,100 X 28-5284 1100
OCWEN FINL CORP NOTE 3.250% 8 675746AD3 3,968,136 3,230 X 28-11439 3230
OCWEN FINL CORP COM NEW 675746309 43,346 3,368 X 18-11135 3368
ODYSSEY HEALTHCARE INC COM 67611V101 104,384 7,950 X 28-5284 1650 6300
OFFICEMAX INC DEL COM 67622P101 13,185 250 X 28-5284 250
OFFICE DEPOT INC COM 676220106 34,226 974 X 28-5284 974
20,030 570 X X 28-00125 570
2,144 61 X 18-11135 61
10,120 288 X 28-1500 288
OHIO CAS CORP COM 677240103 91,348 3,050 X 28-5284 3050
32,047 1,070 X X 28-5284 570 500
1,138,100 38,000 X MERCCPAD 38000
1,452,575 48,500 X X 28-00125 44100 4400
83,860 2,800 X 28-1500 2800
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 14,572 100 X 28-5284 100
120,365 826 X X 28-5284 400 426
14,572 100 X 28-1500 100
4,372 30 X X 28-4580 30
OLD LINE BANCSHARES INC COM 67984M100 325,500 30,000 X X 28-5284 30000
OLD NATL BANCORP IND COM 680033107 74,265 4,085 X 28-5284 4085
OLD REP INTL CORP COM 680223104 2,236,686 101,116 X 28-5284 101116
2,751,728 124,400 X X 28-5284 122500 1900
676,430 30,580 X X 28-00125 25595 860 4125
420 19 X 18-11135 19
16,590 750 X X 28-4580 750
OLIN CORP COM PAR $1 680665205 9,910 585 X 28-5284 585
222,100 13,111 X X 28-5284 13111
9,503 561 X X 28-00125 561
84,700 5,000 X 28-11439 5000
COLUMN TOTAL 13,574,299
FILE NO.
PAGE 190 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
OMNICARE INC COM 681904108 49,195 1,237 X 28-5284 1037 200
201,435 5,065 X X 28-5284 210 4855
6,680,167 167,970 X MERCCPAD 167970
7,981,839 200,700 X X 28-00125 170665 950 29085
728,785 18,325 X 28-05921 18325
1,949 49 X 18-11135 49
OMNICOM GROUP INC COM 681919106 43,976,612 429,543 X 28-5284 418823 10720
22,679,013 221,518 X X 28-5284 216131 2825 2562
1,140,923 11,144 X X 28-00125 5594 5550
43,512 425 X 28-05921 425
4,823,019 47,109 X 28-1500 41700 5409
18,428 180 X 28-4580 180
102,380 1,000 X X 28-4580 1000
OMEGA HEALTHCARE INVS INC COM 681936100 1,347,990 78,600 X MERCCPAD 78600
532,936 31,075 X X 28-00125 30515 560
OMEGA FINL CORP COM 682092101 28,510 1,000 X 28-5284 1000
40,285 1,413 X X 28-5284 1413
OMEGA FLEX INC COM 682095104 47,723 2,121 X 28-5284 2121
3,375 150 X X 28-5284 150
OMNOVA SOLUTIONS INC COM 682129101 1,474 270 X 28-5284 270
OMNICELL INC COM 68213N109 748,936 35,800 X X 28-5284 35800
OMNICARE CAP TR I PIERS 68214Q200 5,525,000 100,000 X 28-11439 100000
ON ASSIGNMENT INC COM 682159108 1,862 150 X 28-5284 150
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 189,000 2,800 X 28-5284 2800
182,250 2,700 X X 28-5284 2700
94,500 1,400 X X 28-00125 1400
ONEOK INC NEW COM 682680103 243,000 5,400 X 28-5284 5400
171,000 3,800 X X 28-5284 3800
438,750 9,750 X X 28-00125 6725 3025
ONLINE RES CORP COM 68273G101 5,242 457 X 28-5284 457
57,350 5,000 X X 28-00125 5000
COLUMN TOTAL 98,086,440
FILE NO.
PAGE 191 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ONSTREAM MEDIA CORP COM 682875109 32,225 14,011 X 28-5284 14011
ONVIA INC COM NEW 68338T403 83,985 12,015 X 28-1500 12015
ONYX PHARMACEUTICALS INC COM 683399109 2,484 100 X 28-5284 100
12,420 500 X X 28-5284 500
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 170,712 1,800 X 28-5284 1800
OPENWAVE SYS INC COM NEW 683718308 73,350 9,000 X 28-5284 9000
OPSWARE INC COM 68383A101 73,972 10,203 X 28-1500 10203
OPTEUM INC CL A 68384A100 1,800 400 X 28-1500 400
ORACLE CORP COM 68389X105 48,946,123 2,699,731 X 28-5284 2604640 95091
24,074,573 1,327,886 X X 28-5284 1275411 19835 32640
8,280,878 456,750 X MERCCPAD 456750
20,794,113 1,146,945 X X 28-00125 865417 2025 279503
76,146 4,200 X 28-05921 4200
45,325 2,500 X MERCBROK 2500
49,150 2,711 X 18-11135 2711
141,668 7,814 X 28-1500 325 7489
1,077,393 59,426 X 28-4580 57752 1674
509,598 28,108 X X 28-4580 28108
OPTIONSXPRESS HLDGS INC COM 684010101 19,421 825 X X 28-5284 825
ORASURE TECHNOLOGIES INC COM 68554V108 29,400 4,000 X 28-5284 4000
7,350 1,000 X X 28-5284 1000
ORBITAL SCIENCES CORP COM 685564106 10,307 550 X 28-5284 550
33,264 1,775 X X 28-5284 775 1000
O REILLY AUTOMOTIVE INC COM 686091109 83,578 2,525 X 28-5284 2525
3,310 100 X X 28-5284 100
291,280 8,800 X X 28-00125 8800
25,851 781 X 28-1500 581 200
ORIENTAL FINL GROUP INC COM 68618W100 4,000,488 339,600 X 28-1500 339600
ORITANI FINL CORP COM 686323106 33,270 2,218 X 28-5284 2218
COLUMN TOTAL 108,983,434
FILE NO.
PAGE 192 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ORIX CORP SPONSORED ADR 686330101 73,407 561 X 18-11135 561
OSCIENT PHARMACEUTICALS CORP COM NEW 68812R303 673 128 X 28-5284 128
OSHKOSH TRUCK CORP COM 688239201 37,100 700 X 28-5284 700
341,850 6,450 X X 28-5284 6450
1,388,600 26,200 X X 28-00125 26200
OSTEOTECH INC COM 688582105 993 130 X 28-5284 130
OTELCO INC UNIT 99/99/999 688823202 8,340 400 X X 28-5284 400
OTTER TAIL CORP COM 689648103 719,040 21,000 X MERCCPAD 21000
OVERSEAS SHIPHOLDING GROUP I COM 690368105 6,260 100 X 28-5284 100
35,056 560 X X 28-5284 560
OVERSTOCK COM INC DEL COM 690370101 3,569 215 X 28-5284 215
1,660 100 X X 28-5284 100
OWENS & MINOR INC NEW COM 690732102 14,802 403 X 28-5284 193 210
1,186,379 32,300 X MERCCPAD 32300
OWENS CORNING NEW COM 690742101 19,116 600 X X 28-00125 600
OWENS ILL INC COM NEW 690768403 7,731 300 X 28-5284 300
297,644 11,550 X X 28-5284 11550
9,664 375 X X 28-00125 375
OWENS ILL INC PFD CONV $.01 690768502 15,320 400 X 28-5284 400
15,320 400 X X 28-00125 400
11,490 300 X 28-05921 300
OXFORD INDS INC COM 691497309 3,955 80 X 28-5284 80
PAB BANKSHARES INC COM 69313P101 7,853,472 442,200 X 28-1500 442200
PC-TEL INC COM 69325Q105 1,322 130 X 28-5284 130
PDL BIOPHARMA INC COM 69329Y104 21,700 1,000 X X 28-5284 1000
1,703,450 78,500 X MERCCPAD 78500
4,340 200 X X 28-00125 200
COLUMN TOTAL 13,782,253
FILE NO.
PAGE 193 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PG&E CORP COM 69331C108 103,394 2,142 X 28-5284 2142
140,466 2,910 X X 28-5284 2910
83,266 1,725 X X 28-00125 1225 500
57,876 1,199 X 18-11135 1199
PHH CORP COM NEW 693320202 1,528 50 X 28-5284 50
15,555 509 X X 28-5284 259 250
6,418 210 X X 28-00125 200 10
P F CHANGS CHINA BISTRO INC COM 69333Y108 10,051 240 X 28-5284 100 140
PICO HLDGS INC COM NEW 693366205 5,894 138 X 28-5284 138
PMC-SIERRA INC COM 69344F106 526 75 X 28-5284 75
7,010 1,000 X X 28-5284 1000
PMI GROUP INC COM 69344M101 5,246 116 X 28-1500 116
PNC FINL SVCS GROUP INC COM 693475105 106,696,173 1,482,509 X 28-5284 1451627 5965 24917
192,504,564 2,674,789 X X 28-5284 1408145 22900 1243744
77,159,181 1,072,102 X X 28-00125 829400 1494 241208
314,869 4,375 X MERCBROK 4375
12,091 168 X 18-11135 168
1,574,416 21,876 X 28-1500 21876
3,860,975 53,647 X 28-4580 51847 1800
2,725,144 37,865 X X 28-4580 37065 800
PNC FINL SVCS GROUP INC PFD A CV $1.80 693475204 0 27 X X 28-5284 27
PNC FINL SVCS GROUP INC PFD CV D $1.80 693475501 119,652 1,014 X 28-5284 1014
2,950 25 X X 28-5284 25
POSCO SPONSORED ADR 693483109 32,744 315 X 28-5284 315
166,320 1,600 X X 28-5284 1600
1,143 11 X 18-11135 11
PNM RES INC COM 69349H107 9,690 300 X 28-5284 300
1,151,495 35,650 X MERCCPAD 35650
519,513 16,084 X X 28-00125 13009 3075
COLUMN TOTAL 387,288,150
FILE NO.
PAGE 194 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PPG INDS INC COM 693506107 37,857,505 538,437 X 28-5284 515755 22682
41,587,029 591,481 X X 28-5284 583874 2550 5057
2,734,356 38,890 X X 28-00125 24475 270 14145
652,196 9,276 X 28-05921 9276
363,995 5,177 X 28-4580 5177
1,247,510 17,743 X X 28-4580 17743
PPL CORP COM 69351T106 19,383,124 473,915 X 28-5284 466887 7028
25,095,340 613,578 X X 28-5284 600954 12624
828,348 20,253 X X 28-00125 11174 9079
94,070 2,300 X 28-4580 2300
108,385 2,650 X X 28-4580 2650
PVF CAPITAL CORP COM 693654105 990,103 79,847 X 28-05921 79847
PSS WORLD MED INC COM 69366A100 133,182 6,300 X X 28-00125 6300
5,961 282 X 28-1500 282
PACCAR INC COM 693718108 68,409 932 X 28-5284 932
160,746 2,190 X X 28-5284 2190
88,227 1,202 X 18-11135 1202
PACIFIC CAP BANCORP NEW COM 69404P101 48,180 1,500 X X 28-5284 1500
3,662 114 X 18-11135 114
PACIFIC ETHANOL INC COM 69423U107 426 25 X 28-5284 25
4,258 250 X X 28-5284 250
307 18 X 28-4580 18
PACIFIC PREMIER BANCORP COM 69478X105 1,567,080 145,100 X 28-1500 145100
PACIFIC SUNWEAR CALIF INC COM 694873100 33,745 1,620 X 28-5284 1620
74,988 3,600 X X 28-00125 3600
PACTIV CORP COM 695257105 86,813 2,573 X 28-5284 2573
35,056 1,039 X X 28-5284 1039
11,100 329 X X 28-00125 286 43
81,887 2,427 X 18-11135 2427
PALL CORP COM 696429307 193,040 5,080 X 28-5284 5080
1,360,400 35,800 X X 28-5284 35800
466,070 12,265 X X 28-00125 12265
COLUMN TOTAL 135,365,498
FILE NO.
PAGE 195 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PALM INC NEW COM 696643105 544 30 X 28-5284 30
186,014 10,260 X X 28-5284 10260
1,305 72 X X 28-00125 72
1,197 66 X 28-1500 66
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 56,849 1,423 X 28-1500 1423
PAMRAPO BANCORP INC COM 697738102 21,587 959 X X 28-5284 959
PAN AMERICAN SILVER CORP COM 697900108 14,795 500 X 28-5284 500
29,590 1,000 X X 28-5284 1000
PANERA BREAD CO CL A 69840W108 57,288 970 X 28-5284 700 270
5,165,388 87,460 X MERCCPAD 87460
8,831,242 149,530 X X 28-00125 116905 425 32200
5,906 100 X 28-1500 100
PAPA JOHNS INTL INC COM 698813102 119,540 4,066 X 28-5284 4066
166,669 5,669 X 28-1500 5669
44,100 1,500 X 28-4580 1500
PAR PHARMACEUTICAL COS INC COM 69888P106 10,048 400 X 28-5284 400
PAR TECHNOLOGY CORP COM 698884103 1,409 142 X 28-1500 142
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 2,337 123 X 28-5284 123
1,324,300 69,700 X MERCCPAD 69700
57,000 3,000 X X 28-00125 3000
PAREXEL INTL CORP COM 699462107 5,036 140 X 28-5284 140
PARK ELECTROCHEMICAL CORP COM 700416209 17,167 633 X 28-5284 533 100
PARK NATL CORP COM 700658107 464,275 4,914 X 28-5284 4914
10,393 110 X X 28-5284 110
61,884 655 X X 28-00125 655
PARKE BANCORP INC COM 700885106 312,398 16,992 X X 28-5284 16992
PARKER DRILLING CO COM 701081101 9,390 1,000 X X 28-5284 1000
78,876 8,400 X X 28-00125 8400
COLUMN TOTAL 17,056,527
FILE NO.
PAGE 196 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PARKER HANNIFIN CORP COM 701094104 1,766,248 20,464 X 28-5284 19764 700
625,143 7,243 X X 28-5284 7243
104,004 1,205 X X 28-00125 600 200 405
PARKWAY PPTYS INC COM 70159Q104 261,250 5,000 X 28-5284 5000
PARLUX FRAGRANCES INC COM 701645103 43,066 7,718 X X 28-00125 7718
PARTNERS TR FINL GROUP INC N COM 70213F102 22,860 2,000 X 28-5284 2000
60,579 5,300 X X 28-00125 5300
PATHMARK STORES INC NEW COM 70322A101 1,280 100 X X 28-5284 100
PATHMARK STORES INC NEW *W EXP 09/19/2 70322A119 0 1 X X 28-5284 1
PATTERSON COMPANIES INC COM 703395103 183,199 5,162 X 28-5284 5162
165,454 4,662 X X 28-5284 4662
740,854 20,875 X X 28-00125 15704 5171
194,130 5,470 X 28-1500 5470
PATTERSON UTI ENERGY INC COM 703481101 86,618 3,860 X 28-5284 3860
17,952 800 X X 28-5284 800
3,703,273 165,030 X MERCCPAD 165030
7,758,967 345,765 X X 28-00125 314019 2177 29569
63,932 2,849 X 28-1500 2849
PAXAR CORP COM 704227107 6,027 210 X 28-5284 210
PAYCHEX INC COM 704326107 5,372,087 141,856 X 28-5284 141231 625
3,394,743 89,642 X X 28-5284 85280 4362
1,439,590 38,014 X X 28-00125 10353 5612 22049
19,692 520 X X 28-4580 520
PAYLESS SHOESOURCE INC COM 704379106 85,390 2,572 X 28-5284 2572
173,304 5,220 X X 28-5284 5220
61,818 1,862 X X 28-00125 1862
PCCW LTD SPONS ADR NEW 70454G207 1,013 170 X 28-5284 170
COLUMN TOTAL 26,352,473
FILE NO.
PAGE 197 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PEABODY ENERGY CORP COM 704549104 1,378,220 34,250 X 28-5284 22500 11750
414,472 10,300 X X 28-5284 3200 7100
3,818,776 94,900 X MERCCPAD 94900
10,106,880 251,165 X X 28-00125 193170 600 57395
2,012 50 X 18-11135 50
8,048 200 X 28-1500 200
48,288 1,200 X X 28-4580 1200
PEAPACK-GLADSTONE FINL CORP COM 704699107 61,245 2,010 X 28-5284 2010
67,339 2,210 X X 28-5284 2210
PEARSON PLC SPONSORED ADR 705015105 10,272 600 X 28-5284 600
PEDIATRIX MED GROUP COM 705324101 40,284 706 X 28-5284 446 260
10,385 182 X X 28-5284 182
1,574,856 27,600 X MERCCPAD 27600
PEERLESS SYS CORP COM 705536100 11,000 5,000 X X 28-00125 5000
PENGROWTH ENERGY TR TR UNIT NEW 706902509 18,675 1,107 X 28-5284 1107
194,005 11,500 X X 28-5284 11500
40,488 2,400 X X 28-00125 400 2000
PENFORD CORP COM 707051108 1,007 50 X 28-5284 50
PENN NATL GAMING INC COM 707569109 46,662 1,100 X 28-5284 1100
55,994 1,320 X X 28-5284 1320
PENN VA CORP COM 707882106 168,820 2,300 X 28-5284 2300
80,740 1,100 X X 28-5284 1100
55,050 750 X X 28-00125 750
PENN VA RESOURCES PARTNERS L COM 707884102 75,330 2,700 X 28-5284 2700
13,950 500 X X 28-5284 500
PENN WEST ENERGY TR TR UNIT 707885109 64,636 2,200 X 28-5284 2200
64,930 2,210 X X 28-5284 2210
COLUMN TOTAL 18,432,364
FILE NO.
PAGE 198 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PENNEY J C INC COM 708160106 18,865,497 229,619 X 28-5284 221421 300 7898
5,890,954 71,701 X X 28-5284 68349 1851 1501
11,502 140 X X 28-00125 140
5,669 69 X MERCBROK 69
322,724 3,928 X 28-4580 3753 175
262,748 3,198 X X 28-4580 3198
PENNS WOODS BANCORP INC COM 708430103 4,065,480 117,840 X 28-1500 117840
PENNSYLVANIA COMM BANCORP IN COM 708677109 78,377 2,752 X 28-5284 2752
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 763,717 17,228 X 28-5284 17228
3,547,420 80,023 X X 28-5284 42023 38000
575,403 12,980 X MERCCPAD 12980
389,927 8,796 X X 28-00125 8706 90
PENSON WORLDWIDE INC COM 709600100 9,057 300 X X 28-5284 300
PENTAIR INC COM 709631105 124,640 4,000 X 28-5284 4000
465,312 14,933 X X 28-5284 14933
2,586 83 X X 28-00125 83
PENWEST PHARMACEUTICALS CO COM 709754105 801,360 79,500 X MERCCPAD 79500
PEOPLES BK BRIDGEPORT CONN COM 710198102 188,700 4,250 X X 28-5284 4250
66,600 1,500 X X 28-00125 1500
PEP BOYS MANNY MOE & JACK COM 713278109 5,918 310 X 28-5284 310
20,999 1,100 X X 28-5284 1100
72,542 3,800 X X 28-00125 3800
PEPCO HOLDINGS INC COM 713291102 456,456 15,729 X 28-5284 15209 520
1,255,782 43,273 X X 28-5284 38460 4813
621,870 21,429 X X 28-00125 19750 1679
14,510 500 X 28-1500 500
31,922 1,100 X 28-4580 1100
167,968 5,788 X X 28-4580 5788
PEPSI BOTTLING GROUP INC COM 713409100 173,769 5,449 X 28-5284 5449
1,754 55 X X 28-5284 55
COLUMN TOTAL 39,261,163
FILE NO.
PAGE 199 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PEPSIAMERICAS INC COM 71343P200 70,933 3,178 X 28-5284 3178
30,043 1,346 X X 28-5284 1346
794,369 35,590 X X 28-00125 29725 990 4875
PEPSICO INC COM 713448108 176,878,264 2,782,855 X 28-5284 2704625 78230
114,342,088 1,798,963 X X 28-5284 1718068 9174 71721
7,183,551 113,020 X MERCCPAD 113020
49,631,970 780,868 X X 28-00125 591458 1310 188100
4,646,872 73,110 X 28-05921 73110
44,238 696 X MERCBROK 696
18,560 292 X 18-11135 292
5,027,914 79,105 X 28-1500 51834 27271
2,367,928 37,255 X 28-4580 37065 190
926,514 14,577 X X 28-4580 12783 756 1038
PERFICIENT INC COM 71375U101 1,765,365 89,250 X X 28-5284 89250
48,224 2,438 X 28-1500 2438
PERFORMANCE FOOD GROUP CO COM 713755106 5,557 180 X 28-5284 180
PERICOM SEMICONDUCTOR CORP COM 713831105 1,565 160 X 28-5284 160
PERKINELMER INC COM 714046109 257,555 10,634 X 28-5284 10634
153,192 6,325 X X 28-5284 4200 2125
2,422 100 X 28-1500 100
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 31,011 2,101 X 28-5284 2101
46,110 3,124 X X 28-5284 3124
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,691,088 39,200 X X 28-5284 39200
13,977 324 X 28-1500 324
PERVASIVE SOFTWARE INC COM 715710109 4,090 1,000 X X 28-00125 1000
PETRO-CDA COM 71644E102 21,566 550 X 28-5284 550
1,804 46 X X 28-4580 46
PETROCHINA CO LTD SPONSORED ADR 71646E100 140,508 1,200 X 28-5284 1000 200
272,234 2,325 X X 28-5284 2325
32,200 275 X 28-4580 275
14,285 122 X X 28-4580 122
PETROHAWK ENERGY CORP COM 716495106 5,426 412 X 28-5284 412
COLUMN TOTAL 366,471,423
FILE NO.
PAGE 200 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 49,755 500 X 28-5284 500
105,978 1,065 X 28-05921 1065
284,698 2,861 X 18-11135 2861
PETROLEUM & RES CORP COM 716549100 138,520 4,000 X 28-5284 4000
22,406 647 X X 28-00125 20 627
53,019 1,531 X 28-1500 1531
PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 16,405 630 X X 28-5284 630
PETROQUEST ENERGY INC COM 716748108 63,091 5,397 X X 28-00125 5397
PETSMART INC COM 716768106 590,577 17,918 X 28-5284 17918
383,160 11,625 X X 28-5284 11625
810,816 24,600 X MERCCPAD 24600
44,166 1,340 X X 28-00125 1340
PFIZER INC COM 717081103 149,967,559 5,936,958 X 28-5284 5739150 800 197008
136,913,519 5,420,171 X X 28-5284 5158793 38794 222584
14,641,328 579,625 X MERCCPAD 579625
111,766,861 4,424,658 X X 28-00125 3064694 14328 1345636
3,828,380 151,559 X 28-05921 151559
435,381 17,236 X MERCBROK 17236
248,760 9,848 X 18-11135 9848
6,067,755 240,212 X 28-1500 112332 127880
1,479,377 58,566 X 28-4580 58566
3,242,449 128,363 X X 28-4580 126373 1256 734
PFSWEB INC COM 717098107 515 500 X 28-5284 500
824 800 X X 28-00125 800
PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 62,136 800 X 28-5284 800
163,107 2,100 X X 28-5284 2100
7,767 100 X X 28-00125 100
PHARMACEUTICAL PROD DEV INC COM 717124101 20,214 600 X 28-5284 600
6,738 200 X X 28-5284 200
6,651,080 197,420 X MERCCPAD 197420
7,754,090 230,160 X X 28-00125 186780 425 42955
55,791 1,656 X 28-1500 1656
PHARMANET DEV GROUP INC COM 717148100 10,400 400 X X 28-5284 400
COLUMN TOTAL 445,886,622
FILE NO.
PAGE 201 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PHARMION CORP COM 71715B409 84,128 3,200 X X 28-00125 3200
PHASE FORWARD INC COM 71721R406 57,562 4,384 X 28-1500 4384
PHILADELPHIA CONS HLDG CORP COM 717528103 13,197 300 X 28-5284 300
98,494 2,239 X 18-11135 2239
PHILLIPS VAN HEUSEN CORP COM 718592108 26,460 450 X 28-5284 150 300
PHOENIX COS INC NEW COM 71902E109 22,069 1,590 X 28-5284 1087 503
1,596 115 X X 28-5284 115
PHOENIX TECHNOLOGY LTD COM 719153108 1,000 160 X 28-5284 160
PHOTON DYNAMICS INC COM 719364101 1,261 100 X 28-5284 100
PHOTRONICS INC NOTE 2.250% 4 719405AE2 5,444,273 5,000 X 28-11439 5000
PHOTRONICS INC COM 719405102 3,266 210 X 28-5284 210
300,115 19,300 X 28-11439 19300
PHYSICIANS FORMULA HLDGS INC COM 719427106 1,142,240 60,500 X MERCCPAD 60500
PIEDMONT NAT GAS INC COM 720186105 429,994 16,300 X 28-5284 15900 400
5,276 200 X X 28-5284 200
5,698 216 X X 28-00125 216
271,714 10,300 X 28-1500 10300
PIER 1 IMPORTS INC COM 720279108 1,382 200 X 28-5284 200
PIKE ELEC CORP COM 721283109 18,080 1,000 X X 28-5284 1000
PIMCO CORPORATE INCOME FD COM 72200U100 601,230 36,750 X 28-5284 1450 35300
45,808 2,800 X X 28-5284 2800
24,540 1,500 X MERCBROK 1500
PIMCO MUN INCOME FD II COM 72200W106 265,200 17,000 X X 28-5284 4000 13000
31,200 2,000 X MERCBROK 2000
PIMCO STRATEGIC GBL GOV FD I COM 72200X104 10,990 1,000 X 28-5284 1000
169,246 15,400 X 28-1500 15400
COLUMN TOTAL 9,076,019
FILE NO.
PAGE 202 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PIMCO CORPORATE OPP FD COM 72201B101 233,380 14,000 X 28-5284 14000
166,700 10,000 X X 28-5284 10000
25,005 1,500 X 28-1500 1500
PIMCO FLOATING RATE INCOME F COM 72201H108 1,060,896 51,600 X 28-5284 51600
PIMCO HIGH INCOME FD COM SHS 722014107 583,067 36,533 X 28-5284 1333 35200
95,760 6,000 X X 28-5284 6000
PINNACLE FINL PARTNERS INC COM 72346Q104 302,049 9,900 X 28-1500 9900
PINNACLE WEST CAP CORP COM 723484101 381,175 7,900 X 28-5284 7900
415,336 8,608 X X 28-5284 8608
250,900 5,200 X X 28-00125 500 4700
76,428 1,584 X 28-05921 1584
256,931 5,325 X 28-1500 5325
125,450 2,600 X X 28-4580 2600
PIONEER INTREST SHS COM 723703104 101,480 8,600 X X 28-5284 8600
PIONEER NAT RES CO COM 723787107 200,591 4,653 X 28-5284 4353 300
383,765 8,902 X X 28-5284 6602 2300
905 21 X X 28-4580 21
PIONEER TAX ADVNTAGE BALANC COM 72388R101 21,141 1,450 X 28-1500 1450
PIPER JAFFRAY COS COM 724078100 114,713 1,852 X 28-5284 1852
619 10 X X 28-5284 10
1,115 18 X X 28-00125 18
PITNEY BOWES INC COM 724479100 14,056,103 309,674 X 28-5284 300174 9500
27,824,887 613,018 X X 28-5284 606282 1050 5686
1,912,281 42,130 X X 28-00125 31265 310 10555
351,636 7,747 X 28-05921 7747
1,952 43 X 18-11135 43
73,214 1,613 X 28-1500 1613
610,269 13,445 X 28-4580 12845 600
482,087 10,621 X X 28-4580 10621
PIXELWORKS INC COM 72581M107 3,465 2,100 X X 28-5284 2100
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 59,396 1,031 X 28-5284 1031
918,303 15,940 X X 28-5284 14940 1000
COLUMN TOTAL 51,090,999
FILE NO.
PAGE 203 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PLAINS EXPL& PRODTN CO COM 726505100 53,265 1,180 X 28-5284 1180
PLANAR SYS INC COM 726900103 780 90 X 28-5284 90
PLANTRONICS INC NEW COM 727493108 22,321 945 X 28-5284 945
7,086 300 X X 28-00125 300
PLEXUS CORP COM 729132100 102,900 6,000 X 28-5284 6000
24,490 1,428 X 18-11135 1428
PLUG POWER INC COM 72919P103 1,365 432 X X 28-5284 432
5,372 1,700 X X 28-00125 1700
PLUM CREEK TIMBER CO INC COM 729251108 649,011 16,464 X 28-5284 16464
2,112,202 53,582 X X 28-5284 53582
1,740,708 44,158 X X 28-00125 36658 500 7000
206,955 5,250 X 28-1500 5250
11,826 300 X 28-4580 300
78,840 2,000 X X 28-4580 2000
POGO PRODUCING CO COM 730448107 62,290 1,295 X 28-5284 1295
48,966 1,018 X X 28-5284 1018
4,810 100 X X 28-00125 100
577 12 X 18-11135 12
351,130 7,300 X 28-11439 7300
POLARIS INDS INC COM 731068102 14,970 312 X 28-5284 102 210
9,596 200 X X 28-00125 200
358,986 7,482 X 28-1500 879 6603
POLO RALPH LAUREN CORP CL A 731572103 44,075 500 X 28-5284 500
61,705 700 X X 28-00125 700
4,143 47 X 18-11135 47
POLYCOM INC COM 73172K104 16,665 500 X X 28-5284 500
2,323,101 69,700 X MERCCPAD 69700
76,659 2,300 X X 28-00125 2300
POLYMEDICA CORP COM 731738100 5,080 120 X 28-5284 120
4,445 105 X X 28-5284 105
POLYONE CORP COM 73179P106 3,294 540 X 28-5284 540
COLUMN TOTAL 8,407,613
FILE NO.
PAGE 204 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
POOL CORPORATION COM 73278L105 1,148,285 32,075 X X 28-00125 3750 975 27350
24,702 690 X 28-1500 690
POPE & TALBOT INC COM 732827100 878 130 X 28-5284 130
POPULAR INC COM 733174106 33,120 2,000 X 28-5284 2000
16,560 1,000 X X 28-5284 1000
PORTER BANCORP INC COM 736233107 63,924 2,821 X 28-1500 2821
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,696,700 38,000 X MERCCPAD 38000
670 15 X 18-11135 15
PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 1,344 100 X 28-1500 100
POST PPTYS INC COM 737464107 66,171 1,447 X 28-5284 1447
91,460 2,000 X X 28-5284 2000
POTASH CORP SASK INC COM 73755L107 87,962 550 X 28-5284 550
31,986 200 X 28-1500 200
POTLATCH CORP NEW COM 737630103 309,793 6,767 X 28-1500 6767
POWER-ONE INC COM 739308104 5,720 1,000 X 28-5284 1000
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 56,872 2,241 X X 28-5284 2241
POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X302 15,840 1,000 X 28-5284 1000
59,606 3,763 X X 28-5284 3763
POWERSHARES ETF TRUST INDL SECT PORT 73935X369 35,603 1,272 X 28-1500 1272
POWERSHARES ETF TRUST GOLDEN DRG USX 73935X401 45,011 2,185 X X 28-5284 2185
12,360 600 X 28-1500 600
POWERSHARES ETF TRUST CON DISCRE SEC 73935X419 23,625 848 X 28-1500 848
POWERSHARES ETF TRUST BASIC MAT SECT 73935X427 27,487 893 X 28-1500 893
POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 54,365 2,878 X 28-5284 2878
134,629 7,127 X X 28-5284 7127
COLUMN TOTAL 4,044,673
FILE NO.
PAGE 205 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
POWERSHARES ETF TRUST WATER RESOURCE 73935X575 78,068 4,177 X 28-5284 4177
643,964 34,455 X X 28-5284 34455
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 1,014,645 17,250 X 28-5284 17250
147,050 2,500 X 28-4580 2500
POWERSHARES ETF TRUST DYN RETAIL PTF 73935X617 23,888 1,182 X 28-1500 1182
POWERSHARES ETF TRUST LX NANOTCH PTF 73935X633 3,424 200 X 28-5284 200
POWERSHARES ETF TRUST DYN BLDG CNSTR 73935X666 14,192 800 X X 28-5284 800
POWERSHARES ETF TRUST VAL LINE TIME 73935X682 16,760 1,000 X 28-5284 1000
POWERSHARES ETF TRUST AERSPC DEF PTF 73935X690 6,776 350 X X 28-5284 350
19,361 1,000 X MERCBROK 1000
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 274,060 14,200 X 28-5284 14200
23,160 1,200 X X 28-5284 1200
19,300 1,000 X X 28-4580 1000
POWERSHARES ETF TRUST DYN LSR & ENT 73935X757 26,430 1,457 X 28-1500 1457
POWERSHARES ETF TRUST DYN BIOT & GEN 73935X856 23,797 1,325 X 28-5284 1325
POWERWAVE TECHNOLOGIES INC COM 739363109 28,450 5,000 X 28-5284 5000
1,501,022 263,800 X MERCCPAD 263800
POZEN INC COM 73941U102 4,425 300 X X 28-5284 300
PRAXAIR INC COM 74005P104 39,916,640 634,000 X 28-5284 601322 400 32278
14,578,829 231,557 X X 28-5284 212059 2558 16940
118,428 1,881 X X 28-00125 1731 150
31,480 500 X 28-05921 500
1,763 28 X 18-11135 28
807,462 12,825 X 28-4580 12592 233
324,307 5,151 X X 28-4580 5151
PRE PAID LEGAL SVCS INC COM 740065107 2,506 50 X 28-5284 50
COLUMN TOTAL 59,650,187
FILE NO.
PAGE 206 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PRECISION CASTPARTS CORP COM 740189105 26,325,482 253,008 X 28-5284 237443 400 15165
8,900,229 85,538 X X 28-5284 80960 2128 2450
518,169 4,980 X MERCCPAD 4980
570,194 5,480 X X 28-00125 4410 1070
471,347 4,530 X 28-4580 4136 394
127,877 1,229 X X 28-4580 1229
PRECISION DRILLING TR TR UNIT 740215108 70,835 3,100 X 28-5284 2300 800
40,262 1,762 X X 28-5284 1762
PREMIER CMNTY BANKSHARES INC COM 740473103 229,250 7,000 X X 28-5284 7000
PREMIER FINL BANCORP INC COM 74050M105 859,023 52,798 X 28-1500 52798
PREMIERE GLOBAL SVCS INC COM 740585104 1,078,242 96,100 X MERCCPAD 96100
PRESIDENTIAL LIFE CORP COM 740884101 2,366 120 X 28-5284 120
33,524 1,700 X X 28-00125 1700
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,427,925 120,500 X X 28-00125 115000 5500
PRICE T ROWE GROUP INC COM 74144T108 8,317,615 176,258 X 28-5284 161658 14600
2,889,066 61,222 X X 28-5284 55747 375 5100
32,652,177 691,930 X X 28-00125 634307 4600 53023
1,321 28 X 18-11135 28
399,416 8,464 X 28-1500 661 7803
140,154 2,970 X X 28-4580 2970
PRICELINE COM INC COM NEW 741503403 916,072 17,200 X MERCCPAD 17200
PRIMEWEST ENERGY TR TR UNIT NEW 741930309 160,375 8,145 X 28-5284 8145
160,474 8,150 X X 28-5284 8150
39,380 2,000 X 28-1500 2000
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,838,907 30,715 X 28-5284 29885 830
342,217 5,716 X X 28-5284 5716
COLUMN TOTAL 88,511,899
FILE NO.
PAGE 207 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE CO COM 742718109 492,791,878 7,802,278 X 28-5284 7553966 248312
342,857,555 5,428,397 X X 28-5284 4681237 21275 725885
9,237,782 146,260 X MERCCPAD 146260
221,892,196 3,513,176 X X 28-00125 3009686 3634 499856
3,658,606 57,926 X 28-05921 57926
228,892 3,624 X MERCBROK 3624
7,516 119 X 18-11135 119
28,151,549 445,718 X 28-1500 50678 395040
6,947,600 110,000 X 28-4580 109564 436
5,604,439 88,734 X X 28-4580 84704 300 3730
PROGENICS PHARMACEUTICALS IN COM 743187106 1,184 50 X 28-5284 50
26,048 1,100 X X 28-5284 1100
PROGRESS ENERGY INC COM 743263105 1,523,086 30,196 X 28-5284 29236 960
990,944 19,646 X X 28-5284 19246 400
2,228,893 44,189 X X 28-00125 30205 505 13479
42,370 840 X 28-05921 840
3,077 61 X 18-11135 61
1,206,172 23,913 X 28-1500 23913
PROGRESS SOFTWARE CORP COM 743312100 6,552 210 X 28-5284 210
PROGRESSIVE CORP OHIO COM 743315103 1,890,572 86,644 X 28-5284 40544 46100
472,163 21,639 X X 28-5284 7939 13700
307,466 14,091 X X 28-00125 14091
811,769 37,203 X 28-05921 37203
2,541,310 116,467 X 28-1500 130 116337
PROLOGIS SH BEN INT 743410102 1,390,671 21,418 X 28-5284 20748 670
2,260,668 34,817 X X 28-5284 34817
10,597,225 163,210 X MERCCPAD 163210
1,799,925 27,721 X X 28-00125 25116 2605
15,583 240 X 28-05921 240
PROSHARES TR SHORT DOW 30 74347R701 108,154 1,700 X 28-1500 1700
PROSHARES TR ULTSHR RU20000 74347R834 20,226 300 X X 28-5284 300
PROSHARES TR ULTRASHORT QQQ 74347R875 26,855 500 X X 28-5284 500
PROSHARES TR ULTRASHT SP500 74347R883 1,896,575 32,509 X 28-5284 32509
23,336 400 X X 28-5284 400
COLUMN TOTAL 1,141,568,837
FILE NO.
PAGE 208 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PROSPECT ENERGY CORP COM 74348T102 34,280 2,000 X X 28-5284 2000
17,140 1,000 X 28-1500 1000
PROTECTIVE LIFE CORP COM 743674103 154,492 3,508 X 28-5284 3508
11,010 250 X X 28-5284 250
876,396 19,900 X MERCCPAD 19900
319,818 7,262 X X 28-00125 4762 2500
PROVIDENT BANKSHARES CORP COM 743859100 5,586 170 X 28-5284 170
174,224 5,302 X X 28-5284 1302 4000
1,107,382 33,700 X MERCCPAD 33700
489,187 14,887 X X 28-00125 14332 555
PROVIDENT ENERGY TR TR UNIT 74386K104 281,584 26,010 X 28-5284 26010
276,063 25,500 X X 28-5284 25500
3,995 369 X MERCBROK 369
77,135 7,125 X 28-1500 7125
PROVIDENT FINL SVCS INC COM 74386T105 22,685 1,300 X 28-5284 1300
109,167 6,256 X X 28-5284 6256
PROVIDENT NEW YORK BANCORP COM 744028101 58,015 4,100 X X 28-00125 4100
PRUDENTIAL FINL INC COM 744320102 4,638,281 51,388 X 28-5284 50456 932
849,437 9,411 X X 28-5284 9072 33 306
81,144 899 X X 28-00125 899
7,040 78 X 28-4580 78
PSYCHIATRIC SOLUTIONS INC COM 74439H108 3,870 96 X 28-5284 96
PUBLIC SVC ENTERPRISE GROUP COM 744573106 8,844,341 106,507 X 28-5284 105957 550
37,228,244 448,317 X X 28-5284 183545 264772
804,242 9,685 X X 28-00125 7547 2138
1,329 16 X 18-11135 16
59,124 712 X 28-4580 712
1,296,005 15,607 X X 28-4580 15607
PUBLIC STORAGE INC COM 74460D109 405,093 4,279 X 28-5284 4279
81,227 858 X X 28-5284 858
8,165,288 86,250 X MERCCPAD 86250
1,361,733 14,384 X X 28-00125 10963 3421
56,802 600 X 28-05921 600
COLUMN TOTAL 67,901,359
FILE NO.
PAGE 209 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
PUBLIC STORAGE INC COM A DP1/1000 74460D729 27,375 1,033 X 28-5284 1033
13,409 506 X X 28-5284 506
PUBLICIS S A NEW SPONSORED ADR 74463M106 84,213 1,736 X 18-11135 1736
PUGET ENERGY INC NEW COM 745310102 120,799 4,704 X 28-5284 3504 1200
103,131 4,016 X X 28-5284 4016
58,910 2,294 X X 28-00125 2200 94
5,136 200 X MERCBROK 200
PULTE HOMES INC COM 745867101 277,830 10,500 X 28-5284 500 10000
103,194 3,900 X X 28-5284 3900
7,938 300 X X 28-00125 300
5,292 200 X 28-1500 200
3,522,990 133,144 X 28-11439 133144
PUTNAM HIGH YIELD MUN TR SH BEN INT 746781103 15,080 2,000 X X 28-5284 2000
PUTNAM INVT GRADE MUN TR COM 746805100 15,360 1,500 X X 28-5284 1500
PUTNAM MANAGED MUN INCOM TR COM 746823103 6,647 850 X 28-5284 850
2,346 300 X MERCBROK 300
PUTNAM MUN BD FD INC SH BEN INT 74683V100 12,229 969 X 28-5284 969
3,786 300 X X 28-5284 300
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 106,679 16,188 X X 28-5284 16188
334,772 50,800 X X 28-00125 50800
22,558 3,423 X 28-05921 3423
QIMONDA AG SPONSORED ADR 746904101 7,180 500 X X 28-00125 500
PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 6,560 1,000 X 28-5284 1000
13,940 2,125 X 28-1500 2125
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 9,218 750 X X 28-5284 750
QAD INC COM 74727D108 319,410 35,100 X MERCCPAD 35100
QLOGIC CORP COM 747277101 192,644 11,332 X 28-5284 11332
6,800 400 X X 28-5284 400
8,500 500 X 28-4580 500
COLUMN TOTAL 5,413,926
FILE NO.
PAGE 210 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
QUAKER CHEM CORP COM 747316107 96,669 4,060 X 28-5284 4000 60
35,715 1,500 X X 28-5284 1500
QUALCOMM INC COM 747525103 22,700,538 532,127 X 28-5284 516233 15894
13,504,450 316,560 X X 28-5284 271452 2943 42165
4,819,300 112,970 X MERCCPAD 112970
22,793,451 534,305 X X 28-00125 379081 6400 148824
6,399 150 X 28-05921 150
853 20 X MERCBROK 20
79,518 1,864 X 28-1500 1864
771,250 18,079 X 28-4580 17575 504
132,843 3,114 X X 28-4580 2936 178
QUALITY SYS INC COM 747582104 1,040 26 X 18-11135 26
QUANTA SVCS INC COM 74762E102 10,088 400 X 28-5284 400
QUANEX CORP COM 747620102 8,343 197 X 28-5284 197
1,058,750 25,000 X MERCCPAD 25000
QUANTUM CORP COM DSSG 747906204 21,330 7,900 X 28-5284 7900
QUEENSTAKE RES LTD YUKON COM 748314101 32,400 240,000 X 28-5284 240000
QUEST DIAGNOSTICS INC COM 74834L100 10,730,827 215,176 X 28-5284 207538 300 7338
3,715,814 74,510 X X 28-5284 69744 1822 2944
180,430 3,618 X X 28-00125 2500 1118
5,585 112 X 18-11135 112
109,714 2,200 X 28-1500 2200
48,623 975 X 28-4580 975
52,413 1,051 X X 28-4580 1051
QUESTAR CORP COM 748356102 71,368 800 X 28-5284 800
3,140,816 35,207 X X 28-5284 33207 2000
6,967,033 78,097 X X 28-00125 58422 525 19150
142,736 1,600 X 28-05921 1600
QUIKSILVER INC COM 74838C106 9,512 820 X 28-5284 200 620
23,200 2,000 X X 28-5284 2000
QUIGLEY CORP COM NEW 74838L304 89,520 12,000 X 28-5284 12000
1,492 200 X X 28-5284 200
COLUMN TOTAL 91,362,020
FILE NO.
PAGE 211 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
QWEST COMMUNICATIONS INTL IN COM 749121109 78,006 8,677 X 28-5284 8677
1,576,082 175,315 X X 28-5284 32370 142945
39,502 4,394 X X 28-00125 4354 40
12,811 1,425 X 28-05921 1425
4,495 500 X 28-1500 500
3,102 345 X 28-4580 345
RAIT FINANCIAL TRUST COM 749227104 11,176 400 X X 28-5284 400
1,637,284 58,600 X MERCCPAD 58600
RGC RES INC COM 74955L103 24,098 850 X X 28-5284 850
4,820 170 X 28-1500 170
R H DONNELLEY CORP COM NEW 74955W307 52,600 742 X 28-5284 742
29,845 421 X X 28-5284 421
227,344 3,207 X X 28-00125 3207
RLI CORP COM 749607107 6,042 110 X 28-5284 110
5,493 100 X X 28-00125 100
RMK ADVANTAGE INCOME FD INC COM 74963L103 138 9 X 28-5284 9
RPM INTL INC COM 749685103 87,665 3,795 X 28-5284 3795
298,337 12,915 X X 28-5284 2700 10215
1,988,610 86,087 X X 28-00125 40587 45500
23,100 1,000 X 18-11135 1000
198,198 8,580 X 28-1500 1323 7257
23,100 1,000 X 28-4580 1000
32,340 1,400 X X 28-4580 1400
RTI INTL METALS INC COM 74973W107 10,921 120 X 28-5284 120
RF MICRODEVICES INC COM 749941100 3,115 500 X 28-5284 500
38,838 6,234 X 28-1500 6234
1,235,098 198,250 X 28-11439 198250
4,236 680 X 28-4580 680
RADIAN GROUP INC COM 750236101 4,665 85 X 28-5284 85
RADIANT SYSTEMS INC COM 75025N102 1,824 140 X 28-5284 140
RADIATION THERAPY SVCS INC COM 750323206 1,360,416 44,400 X X 28-5284 44400
COLUMN TOTAL 9,023,301
FILE NO.
PAGE 212 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
RADIOSHACK CORP COM 750438103 7,298 270 X 28-5284 270
162,180 6,000 X X 28-5284 6000
5,406 200 X X 28-00125 200
178,939 6,620 X 28-05921 6620
RADISYS CORP COM 750459109 1,634 100 X 28-5284 100
RAINIER PAC FINL GROUP INC COM 75087U101 29,790 1,500 X X 28-5284 1500
RAMBUS INC DEL COM 750917106 2,125 100 X 28-5284 100
RALCORP HLDGS INC NEW COM 751028101 9,645 150 X 28-5284 150
94,714 1,473 X X 28-5284 1473
RANDGOLD RES LTD ADR 752344309 23,910 1,000 X 28-5284 1000
RANGE RES CORP COM 75281A109 73,480 2,200 X X 28-00125 2200
RARE HOSPITALITY INTL INC COM 753820109 5,416 180 X 28-5284 180
RASER TECHNOLOGIES INC COM 754055101 1,820 350 X 28-5284 350
RAVEN INDS INC COM 754212108 17,251 615 X X 28-5284 615
722,288 25,750 X X 28-00125 6450 600 18700
RAYMOND JAMES FINANCIAL INC COM 754730109 86,304 2,900 X 28-5284 1800 1100
87,792 2,950 X X 28-5284 1350 1600
20,088 675 X 28-1500 675
RAYONIER INC COM 754907103 168,302 3,914 X 28-5284 2698 1216
185,459 4,313 X X 28-5284 4195 118
808,830 18,810 X X 28-00125 18654 156
RAYTHEON CO *W EXP 06/16/2 755111119 8,987 518 X 28-5284 518
2,082 120 X X 28-5284 120
6,107 352 X X 28-00125 352
COLUMN TOTAL 2,709,847
FILE NO.
PAGE 213 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
RAYTHEON CO COM NEW 755111507 7,752,854 147,786 X 28-5284 134729 13057
18,930,611 360,858 X X 28-5284 357013 700 3145
3,260,389 62,150 X X 28-00125 52689 310 9151
10,492 200 X MERCBROK 200
4,092 78 X 18-11135 78
135,557 2,584 X 28-1500 2584
38,715 738 X 28-4580 738
233,657 4,454 X X 28-4580 3404 1050
RBC BEARINGS INC COM 75524B104 1,313,799 39,300 X X 28-5284 39300
READY MIX INC COM 755747102 7,533 620 X X 28-5284 620
REALOGY CORP COM 75605E100 62,921 2,125 X 28-5284 2125
120,838 4,081 X X 28-5284 3457 624
7,403 250 X X 28-00125 250
503 17 X 18-11135 17
13,088 442 X 28-1500 442
20,727 700 X 28-4580 700
REALNETWORKS INC COM 75605L104 8,243 1,050 X 28-5284 1050
24,029 3,061 X 28-1500 2761 300
REALTY INCOME CORP COM 756109104 45,910 1,628 X 28-5284 1628
83,190 2,950 X X 28-5284 2950
1,862,610 66,050 X MERCCPAD 66050
830,800 29,461 X X 28-00125 28981 480
29,610 1,050 X 28-05921 1050
110,685 3,925 X 28-1500 3925
RED HAT INC COM 756577102 225,861 9,850 X 28-5284 5100 4750
16,051 700 X X 28-5284 700
9,172 400 X X 28-00125 400
REDDY ICE HLDGS INC COM 75734R105 15,090 500 X X 28-5284 500
338,771 11,225 X 28-1500 11225
REDWOOD TR INC COM 758075402 15,654 300 X 28-5284 300
REED ELSEVIER N V SPONSORED ADR 758204101 10,650 300 X X 28-5284 300
REGAL BELOIT CORP COM 758750103 7,885 170 X 28-5284 170
1,396,038 30,100 X X 28-5284 30100
COLUMN TOTAL 36,943,428
FILE NO.
PAGE 214 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
REGAL ENTMT GROUP CL A 758766109 423,926 21,335 X 28-5284 21335
19,870 1,000 X X 28-00125 1000
72,526 3,650 X 28-1500 3650
REGENCY CTRS CORP COM 758849103 3,676 44 X X 28-5284 44
7,643,990 91,490 X MERCCPAD 91490
944,115 11,300 X X 28-00125 10640 660
REGENERON PHARMACEUTICALS COM 75886F107 7,351 340 X 28-5284 340
REGIS CORP MINN COM 758932107 21,800 540 X 28-5284 540
246,257 6,100 X MERCCPAD 6100
1,741,683 43,143 X X 28-00125 32645 220 10278
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,427,054 68,619 X 28-5284 57019 11600
888,919 25,132 X X 28-5284 21944 3188
8,461,636 239,232 X X 28-00125 161072 690 77470
77,213 2,183 X 28-05921 2183
3,219 91 X 18-11135 91
8,181,364 231,308 X 28-1500 229800 1508
113,184 3,200 X 28-4580 3200
REHABCARE GROUP INC COM 759148109 1,587 100 X 28-5284 100
REINSURANCE GROUP AMER INC COM 759351109 6,638 115 X 28-5284 115
3,636 63 X 18-11135 63
RELIANCE STEEL & ALUMINUM CO COM 759509102 9,680 200 X 28-5284 200
33,880 700 X X 28-5284 700
RELIANT ENERGY INC COM 75952B105 38,933 1,916 X 28-5284 1916
98,532 4,849 X X 28-5284 4849
20,361 1,002 X X 28-00125 1002
RELM WIRELESS CORP COM 759525108 600 150 X 28-5284 150
RENTECH INC COM 760112102 4,710 1,500 X 28-5284 1500
REPUBLIC BANCORP KY CL A 760281204 189,472 8,380 X 28-5284 8380
105,747 4,677 X 28-1500 47 4630
113,050 5,000 X X 28-4580 5000
COLUMN TOTAL 31,904,609
FILE NO.
PAGE 215 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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REPUBLIC FIRST BANCORP INC COM 760416107 56,693 4,388 X 28-5284 4388
194,989 15,092 X X 28-5284 15092
31,835 2,464 X X 28-4580 2464
REPUBLIC PROPERTY TR COM 760737106 402,150 35,000 X 28-5284 35000
REPUBLIC SVCS INC COM 760759100 70,524 2,535 X 28-5284 2535
8,346 300 X X 28-5284 300
RES-CARE INC COM 760943100 966,000 55,200 X 28-5284 55200
49,000 2,800 X 28-1500 2800
RESEARCH IN MOTION LTD COM 760975102 47,635 349 X 28-5284 349
81,348 596 X X 28-5284 596
RESMED INC COM 761152107 1,098,066 21,800 X 28-5284 21800
70,518 1,400 X X 28-5284 1400
43,872 871 X 18-11135 871
RESOURCE AMERICA INC CL A 761195205 70,465 2,982 X X 28-5284 2982
RESPIRONICS INC COM 761230101 671,420 15,990 X 28-5284 15600 390
340,119 8,100 X X 28-5284 6900 1200
4,501,748 107,210 X MERCCPAD 107210
2,806,192 66,830 X X 28-00125 56445 10385
RETRACTABLE TECHNOLOGIES INC COM 76129W105 3,050 1,000 X X 28-5284 1000
REUNION INDS INC COM 761312107 990 4,500 X 28-5284 4500
1,100 5,000 X X 28-5284 5000
REUTERS GROUP PLC SPONSORED ADR 76132M102 94,681 1,714 X 28-5284 1714
84,517 1,530 X X 28-5284 1530
REYNOLDS AMERICAN INC COM 761713106 681,767 10,924 X 28-5284 10924
175,747 2,816 X X 28-5284 2816
212,194 3,400 X X 28-00125 3400
22,468 360 X 28-1500 360
RIO NARCEA GOLD MINES INC COM 766909105 22,005 5,529 X 28-5284 5529
COLUMN TOTAL 12,809,439
FILE NO.
PAGE 216 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
RIO TINTO PLC SPONSORED ADR 767204100 33,032 145 X 28-5284 145
807,586 3,545 X X 28-5284 1050 2495
673,862 2,958 X 28-05921 2958
RITCHIE BROS AUCTIONEERS COM 767744105 5,852 100 X X 28-5284 100
RITE AID CORP COM 767754104 132,710 23,000 X 28-5284 23000
19,618 3,400 X X 28-5284 2800 600
13,848 2,400 X X 28-00125 1400 1000
25,965 4,500 X 28-05921 4500
18,464 3,200 X 28-1500 3200
RIVERBED TECHNOLOGY INC COM 768573107 2,764 100 X X 28-5284 100
RIVIERA HLDGS CORP COM 769627100 755 27 X X 28-4580 27
ROBBINS & MYERS INC COM 770196103 3,356 90 X 28-5284 90
ROBERT HALF INTL INC COM 770323103 2,527,265 68,286 X 28-5284 68286
1,578,143 42,641 X X 28-5284 42516 125
11,769 318 X X 28-00125 318
1,036 28 X 18-11135 28
16,655 450 X X 28-4580 450
ROCKWELL AUTOMATION INC COM 773903109 1,219,133 20,363 X 28-5284 20363
1,344,980 22,465 X X 28-5284 18890 3575
61,965 1,035 X X 28-00125 976 59
26,942 450 X 28-05921 450
ROCKWELL COLLINS INC COM 774341101 1,571,851 23,485 X 28-5284 23485
1,100,731 16,446 X X 28-5284 12571 3875
67,465 1,008 X X 28-00125 945 63
ROGERS COMMUNICATIONS INC CL B 775109200 2,424 74 X 28-5284 74
3,632,822 110,892 X MERCCPAD 110892
ROGERS CORP COM 775133101 4,435 100 X 28-5284 100
3,681 83 X 28-1500 83
COLUMN TOTAL 14,909,109
FILE NO.
PAGE 217 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ROHM & HAAS CO COM 775371107 979,163 18,932 X 28-5284 18932
4,219,059 81,575 X X 28-5284 80675 900
2,201,720 42,570 X MERCCPAD 42570
11,283,752 218,170 X X 28-00125 170650 935 46585
5,172 100 X MERCBROK 100
517 10 X 18-11135 10
93,096 1,800 X 28-1500 1800
206,880 4,000 X X 28-4580 4000
ROLLINS INC COM 775711104 20,594 895 X 28-5284 895
137,485 5,975 X X 28-5284 5975
ROPER INDS INC NEW COM 776696106 1,382,976 25,200 X 28-5284 25200
159,152 2,900 X X 28-5284 2900
1,350,048 24,600 X X 28-00125 24600
3,293 60 X 18-11135 60
ROSS STORES INC COM 778296103 106,296 3,090 X 28-5284 3090
61,920 1,800 X X 28-5284 1800
1,183,360 34,400 X MERCCPAD 34400
ROWAN COS INC COM 779382100 61,044 1,880 X 28-5284 1880
6,494 200 X X 28-5284 200
ROYAL BANCSHARES PA INC CL A 780081105 14,678 618 X X 28-5284 618
1,182,394 49,785 X 28-1500 49785
ROYAL BK CDA MONTREAL QUE COM 780087102 164,670 3,300 X X 28-5284 3300
22,754 456 X 28-1500 456
ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 780097762 61,344 2,400 X 28-5284 2400
ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 38,340 1,500 X 28-5284 1500
25,560 1,000 X X 28-5284 1000
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 24,280 1,000 X 28-5284 1000
48,560 2,000 X X 28-00125 2000
ROYAL BK SCOTLAND GROUP PLC SPON ADR F 780097804 23,166 900 X 28-5284 900
33,462 1,300 X X 28-5284 1300
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 27,038 1,050 X 28-5284 1050
154,500 6,000 X X 28-5284 6000
COLUMN TOTAL 25,282,767
FILE NO.
PAGE 218 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 424,372 6,371 X 28-5284 4882 1489
2,495,144 37,459 X X 28-5284 37201 258
55,952 840 X 28-05921 840
1,599 24 X 18-11135 24
8,593 129 X 28-1500 129
116,634 1,751 X 28-4580 1751
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 31,018,124 467,845 X 28-5284 456735 11110
57,230,425 863,204 X X 28-5284 841010 400 21794
476,432 7,186 X 28-05921 7186
103,958 1,568 X MERCBROK 1568
4,575 69 X 18-11135 69
237,818 3,587 X 28-1500 3587
673,674 10,161 X 28-4580 10161
750,848 11,325 X X 28-4580 11325
ROYAL GOLD INC COM 780287108 18,692 621 X 28-5284 621
4,414,225 146,652 X 28-1500 146652
ROYCE FOCUS TR COM 78080N108 78,391 6,925 X 28-5284 925 6000
829,541 73,281 X 28-1500 73281
ROYCE VALUE TR INC COM 780910105 330,163 14,972 X 28-5284 14972
3,661 166 X X 28-5284 166
116,192 5,269 X 28-1500 5269
ROYCE MICRO-CAP TR INC COM 780915104 44,420 2,759 X 28-5284 2759
RUBY TUESDAY INC COM 781182100 43,186 1,510 X 28-5284 1110 400
195,510 6,836 X X 28-5284 6836
1,123,980 39,300 X MERCCPAD 39300
28,600 1,000 X X 28-00125 1000
RUDOLPH TECHNOLOGIES INC COM 781270103 2,093 120 X 28-5284 120
91,577 5,251 X X 28-00125 5251
RUSS BERRIE & CO COM 782233100 1,128 80 X 28-5284 80
RUTHS CHRIS STEAK HSE INC COM 783332109 20,360 1,000 X 28-5284 1000
142,520 7,000 X 28-1500 7000
RYDER SYS INC COM 783549108 118,219 2,396 X 28-5284 2396
COLUMN TOTAL 101,200,606
FILE NO.
PAGE 219 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 47,577 980 X 28-5284 980
117,341 2,417 X X 28-5284 2417
RYDEX ETF TRUST TOP 50 ETF 78355W205 1,418,310 13,500 X X 28-5284 13500
RYERSON INC COM 78375P107 5,547 140 X 28-5284 140
RYLAND GROUP INC COM 783764103 1,055 25 X 28-5284 25
1,419,694 33,650 X MERCCPAD 33650
180,362 4,275 X X 28-00125 4035 240
S & T BANCORP INC COM 783859101 578,200 17,500 X 28-5284 5008 12492
447,692 13,550 X X 28-5284 13150 400
SBA COMMUNICATIONS CORP COM 78388J106 361,988 12,250 X 28-5284 12250
SAIC INC COM 78390X101 27,712 1,600 X 28-5284 1600
51,960 3,000 X X 28-5284 3000
19,052 1,100 X X 28-00125 1100
SCPIE HLDGS INC COM 78402P104 1,362 60 X 28-5284 60
SEI INVESTMENTS CO COM 784117103 2,440,459 40,519 X 28-5284 35819 4700
284,587 4,725 X X 28-5284 4725
508,462 8,442 X 28-1500 985 7457
SEMCO ENERGY INC COM 78412D109 1,524 200 X X 28-5284 200
SGL CARBON AG SPONSORED ADR 784188203 3,270 300 X X 28-5284 300
100,509 9,221 X 18-11135 9221
SJW CORP COM 784305104 28,336 700 X X 28-5284 700
SK TELECOM LTD SPONSORED ADR 78440P108 1,757 75 X 28-5284 75
82,204 3,510 X 28-05921 3510
64,499 2,754 X 18-11135 2754
SL GREEN RLTY CORP COM 78440X101 9,328 68 X X 28-5284 68
10,154,201 74,021 X MERCCPAD 74021
1,497,868 10,919 X X 28-00125 10388 531
COLUMN TOTAL 19,854,856
FILE NO.
PAGE 220 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SLM CORP COM 78442P106 396,444 9,693 X 28-5284 9693
399,511 9,768 X X 28-5284 4163 5605
510,759 12,488 X X 28-00125 8158 4330
1,023 25 X 18-11135 25
SPDR TR UNIT SER 1 78462F103 483,472,228 3,404,734 X 28-5284 3360042 780 43912
163,427,090 1,150,895 X X 28-5284 1079781 2507 68607
24,850 175 X 28-1500 175
9,295,178 65,459 X 28-4580 64559 900
2,063,686 14,533 X X 28-4580 14533
SPSS INC COM 78462K102 3,610 100 X 28-5284 100
S1 CORPORATION COM 78463B101 35,928 5,988 X X 28-00125 5988
SPX CORP COM 784635104 103,194 1,470 X 28-5284 1470
195,858 2,790 X X 28-5284 2790
44,226 630 X X 28-00125 630
14,882 212 X X 28-4580 212
SRA INTL INC CL A 78464R105 985,362 40,450 X X 28-00125 5100 8400 26950
SWS GROUP INC COM 78503N107 2,977 120 X 28-5284 120
S Y BANCORP INC COM 785060104 203,355 8,180 X 28-5284 7130 1050
84,947 3,417 X X 28-5284 3417
973,393 39,155 X 28-1500 8253 30902
SABINE ROYALTY TR UNIT BEN INT 785688102 20,615 500 X 28-4580 500
SABRE HLDGS CORP CL A 785905100 34,715 1,060 X X 28-00125 935 125
SAFECO CORP COM 786429100 30,121,953 453,439 X 28-5284 441311 12128
15,444,045 232,486 X X 28-5284 222321 4161 6004
48,627 732 X X 28-00125 732
975,259 14,681 X 28-4580 14261 420
485,205 7,304 X X 28-4580 7304
SAFEGUARD SCIENTIFICS INC COM 786449108 6,216 2,100 X 28-5284 2100
592 200 X X 28-5284 200
1,077,144 363,900 X X 28-00125 363900
59,200 20,000 X 28-1500 20000
COLUMN TOTAL 710,512,072
FILE NO.
PAGE 221 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SAFETY INS GROUP INC COM 78648T100 12,036 300 X X 28-5284 300
SAFEWAY INC COM NEW 786514208 217,971 5,949 X 28-5284 4649 1300
106,439 2,905 X X 28-5284 2905
6,229 170 X 28-1500 170
SAIA INC COM 78709Y105 1,781 75 X X 28-5284 75
301,625 12,700 X MERCCPAD 12700
ST JOE CO COM 790148100 46,661 892 X 28-5284 892
95,466 1,825 X X 28-5284 200 1625
470,790 9,000 X X 28-00125 1000 8000
3,400 65 X 28-1500 65
418 8 X X 28-4580 8
ST JUDE MED INC COM 790849103 445,904 11,856 X 28-5284 11856
121,518 3,231 X X 28-5284 2831 400
180,528 4,800 X X 28-00125 4800
37,610 1,000 X 28-1500 1000
ST MARY LD & EXPL CO COM 792228108 10,637 290 X 28-5284 290
443,828 12,100 X X 28-00125 7900 4200
SAKS INC COM 79377W108 4,168 200 X 28-5284 200
1,354,600 65,000 X X 28-5284 65000
107,847 5,175 X 18-11135 5175
SALESFORCE COM INC COM 79466L302 2,698 63 X 28-5284 63
11,776 275 X X 28-5284 275
917,419 21,425 X X 28-00125 14900 6525
642 15 X 18-11135 15
SALISBURY BANCORP INC COM 795226109 7,332 200 X 28-5284 200
SALIX PHARMACEUTICALS INC COM 795435106 25,200 2,000 X 28-5284 2000
6,993 555 X X 28-5284 34 521
57,721 4,581 X X 28-00125 4581
SALLY BEAUTY HLDGS INC COM 79546E104 13,436 1,462 X X 28-5284 1462
1,654 180 X X 28-00125 180
SALTON INC COM 795757103 96 40 X X 28-5284 40
COLUMN TOTAL 5,014,423
FILE NO.
PAGE 222 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SAMARITAN PHARMACEUTICALS COM 79586Q108 18,900 67,500 X 28-5284 67500
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 96,094 3,076 X 28-5284 3076
232,394 7,439 X X 28-5284 7439
15,620 500 X X 28-00125 500
143,704 4,600 X 28-1500 4600
SANDISK CORP NOTE 1.000% 5 80004CAC5 4,813,506 5,500 X 28-11439 5500
SANDISK CORP COM 80004C101 97,674 2,230 X 28-5284 2230
112,128 2,560 X X 28-5284 2560
1,109,454 25,330 X MERCCPAD 25330
4,540,965 103,675 X X 28-00125 98379 840 4456
8,760 200 X MERCBROK 200
105,120 2,400 X 28-1500 2400
SANDY SPRING BANCORP INC COM 800363103 43,300 1,250 X X 28-5284 1250
338,086 9,760 X X 28-00125 9760
SANMINA SCI CORP COM 800907107 36,200 10,000 X X 28-5284 10000
9,050 2,500 X X 28-00125 2500
SANOFI AVENTIS SPONSORED ADR 80105N105 1,075,567 24,720 X 28-5284 8520 16200
1,038,627 23,871 X X 28-5284 9151 14720
42,292 972 X X 28-00125 482 425 65
636,334 14,625 X 28-05921 14625
1,392 32 X 18-11135 32
SANTARUS INC COM 802817304 1,408 200 X MERCBROK 200
81,115 11,522 X 28-1500 11522
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 84,880 1,901 X 28-5284 1901
5,626 126 X X 28-5284 126
7,591 170 X 18-11135 170
SAPPI LTD SPON ADR NEW 803069202 31,220 2,000 X 28-5284 2000
COLUMN TOTAL 14,727,007
FILE NO.
PAGE 223 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SARA LEE CORP COM 803111103 6,397,993 378,132 X 28-5284 374510 3622
5,254,912 310,574 X X 28-5284 305894 500 4180
1,103,776 65,235 X X 28-00125 46640 685 17910
67,680 4,000 X 28-05921 4000
32,148 1,900 X MERCBROK 1900
225,036 13,300 X 28-1500 13300
27,072 1,600 X 28-4580 1600
43,992 2,600 X X 28-4580 2600
SASOL LTD SPONSORED ADR 803866300 47,361 1,433 X X 28-5284 1433
694 21 X X 28-4580 21
SATCON TECHNOLOGY CORP COM 803893106 390 300 X X 28-4580 300
SATYAM COMPUTER SERVICES LTD ADR 804098101 1,223,530 53,900 X 28-5284 53900
1,863,670 82,100 X X 28-5284 81400 700
SAUER-DANFOSS INC COM 804137107 4,515 150 X X 28-5284 150
SAUL CTRS INC COM 804395101 614,520 10,800 X X 28-5284 10800
182,934 3,215 X X 28-00125 3215
SCANA CORP NEW COM 80589M102 329,258 7,627 X 28-5284 7627
115,480 2,675 X X 28-5284 2675
136,849 3,170 X X 28-00125 3170
13,642 316 X MERCBROK 316
43,429 1,006 X 28-1500 1006
SCHAWK INC CL A 806373106 69,905 3,860 X X 28-00125 3860
SCHEIN HENRY INC COM 806407102 156,711 2,840 X 28-5284 2840
10,760 195 X X 28-00125 195
339,357 6,150 X 28-1500 6150
SCHERING PLOUGH CORP COM 806605101 14,755,851 578,434 X 28-5284 539294 39140
15,257,301 598,091 X X 28-5284 565340 32751
3,036,966 119,050 X X 28-00125 105200 13850
4,592 180 X 28-05921 180
44,643 1,750 X MERCBROK 1750
3,265 128 X 18-11135 128
2,328,553 91,280 X 28-1500 91280
73,979 2,900 X 28-4580 2900
461,731 18,100 X X 28-4580 18100
COLUMN TOTAL 54,272,495
FILE NO.
PAGE 224 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH CORP PFD CONV MAND 806605606 11,770 200 X X 28-5284 200
SCHLUMBERGER LTD COM 806857108 67,650,766 979,027 X 28-5284 953775 25252
49,904,158 722,202 X X 28-5284 697607 5335 19260
61,290,249 886,979 X X 28-00125 655813 7850 223316
184,497 2,670 X 28-05921 2670
5,528 80 X MERCBROK 80
389,033 5,630 X 28-1500 5630
1,997,197 28,903 X 28-4580 28343 560
218,632 3,164 X X 28-4580 2882 282
SCHNITZER STL INDS CL A 806882106 40,170 1,000 X 28-5284 1000
SCHOLASTIC CORP COM 807066105 233,250 7,500 X X 28-00125 7500
SCHOOL SPECIALTY INC COM 807863105 3,972 110 X 28-5284 110
SCHWAB CHARLES CORP NEW COM 808513105 806,717 44,107 X 28-5284 44107
409,531 22,391 X X 28-5284 14891 7500
131,231 7,175 X X 28-00125 1175 6000
56,699 3,100 X 28-05921 3100
494 27 X 18-11135 27
104,710 5,725 X 28-1500 5725
SCHWEITZER-MAUDUIT INTL INC COM 808541106 43,488 1,750 X 28-5284 1750
SCICLONE PHARMACEUTICALS INC COM 80862K104 546 200 X X 28-5284 200
SCIELE PHARMA INC COM 808627103 56,832 2,400 X X 28-00125 2400
SCIENTIFIC GAMES CORP CL A 80874P109 45,962 1,400 X 28-5284 1400
4,925 150 X X 28-5284 150
SCOTTISH PWR PLC SP ADR FNL NEW 81013T804 71,455 1,138 X 28-5284 1138
225,793 3,596 X X 28-5284 3121 475
23,107 368 X X 28-00125 368
879 14 X X 28-4580 14
SCOTTS MIRACLE GRO CO CL A 810186106 15,455 351 X 28-5284 351
92,463 2,100 X X 28-5284 2100
85,594 1,944 X 28-1500 1944
COLUMN TOTAL 184,105,103
FILE NO.
PAGE 225 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SCRIPPS E W CO OHIO CL A 811054204 819,878 18,350 X 28-5284 5950 12400
422,852 9,464 X X 28-5284 2760 6704
2,223,277 49,760 X X 28-00125 47760 2000
SEACHANGE INTL INC COM 811699107 64,469 7,920 X 28-1500 7920
SEACOAST BKG CORP FLA COM 811707306 67,058 2,958 X 28-5284 2958
194,509 8,580 X X 28-5284 8580
22,670 1,000 X 28-1500 1000
SEACOR HOLDINGS INC COM 811904101 11,808 120 X 28-5284 120
68,880 700 X X 28-00125 700
SEALED AIR CORP NEW COM 81211K100 60,988 1,930 X 28-5284 1930
495,046 15,666 X X 28-5284 14276 1390
451,248 14,280 X X 28-00125 10010 4270
10,870 344 X 28-1500 344
SEARS HLDGS CORP COM 812350106 688,932 3,824 X 28-5284 3604 220
1,285,442 7,135 X X 28-5284 7058 77
130,616 725 X X 28-00125 663 62
114,402 635 X 18-11135 635
3,176,761 17,633 X 28-1500 17633
49,364 274 X X 28-4580 274
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 144,590 3,800 X 28-5284 3800
41,855 1,100 X MERCBROK 1100
73,132 1,922 X 28-1500 1922
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 147,353 4,379 X 28-5284 4379
733,570 21,800 X X 28-5284 21800
34,357 1,021 X 28-1500 1021
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 63,640 2,388 X 28-5284 2388
25,131 943 X X 28-5284 943
45,945 1,724 X 28-1500 1724
172,106 6,458 X X 28-4580 6458
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 622,361 16,365 X 28-5284 16365
584,901 15,380 X X 28-5284 15380
26,735 703 X 28-1500 703
178,855 4,703 X X 28-4580 4703
COLUMN TOTAL 13,253,601
FILE NO.
PAGE 226 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 13,898,579 230,567 X 28-5284 230392 175
3,009,238 49,921 X X 28-5284 46959 340 2622
40,689 675 X MERCBROK 675
557,711 9,252 X 28-1500 9252
6,028 100 X 28-11439 100
191,751 3,181 X 28-4580 3181
24,112 400 X X 28-4580 400
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 899,693 25,251 X 28-5284 25251
207,010 5,810 X X 28-5284 5810
56,153 1,576 X 28-1500 1576
3,563 100 X 28-11439 100
403,866 11,335 X 28-4580 11335
14,252 400 X X 28-4580 400
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 157,131 4,420 X 28-5284 4420
339,609 9,553 X X 28-5284 9553
37,079 1,043 X 28-1500 1043
26,663 750 X X 28-4580 750
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 8,977,757 384,981 X 28-5284 384981
7,043,969 302,057 X X 28-5284 298214 3843
41,090 1,762 X 28-1500 1762
65,296 2,800 X 28-4580 2800
170,353 7,305 X X 28-4580 7305
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,872,176 72,347 X 28-5284 47347 25000
2,253,729 56,769 X X 28-5284 56259 510
89,325 2,250 X MERCBROK 2250
271,985 6,851 X 28-1500 6851
59,550 1,500 X X 28-4580 1500
SECURE COMPUTING CORP COM 813705100 84,700 11,000 X 28-5284 11000
SELECT COMFORT CORP COM 81616X103 20,025 1,125 X X 28-5284 1125
70,061 3,936 X X 28-00125 3936
SELECTIVE INS GROUP INC COM 816300107 170,582 6,700 X 28-5284 6400 300
48,374 1,900 X X 28-5284 1900
529,568 20,800 X MERCCPAD 20800
661,960 26,000 X X 28-4580 26000
COLUMN TOTAL 43,303,627
FILE NO.
PAGE 227 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 16,695 500 X 28-5284 500
233,730 7,000 X X 28-5284 7000
SEMTECH CORP COM 816850101 14,693 1,090 X 28-5284 1090
SEMPRA ENERGY COM 816851109 209,935 3,441 X 28-5284 3441
463,554 7,598 X X 28-5284 6696 902
2,277,930 37,337 X X 28-00125 35855 175 1307
16,351 268 X X 28-4580 268
SEMITOOL INC COM 816909105 3,900 300 X X 28-5284 300
SENIOR HSG PPTYS TR SH BEN INT 81721M109 28,441 1,190 X 28-5284 1190
7,170 300 X X 28-5284 300
490,667 20,530 X X 28-00125 20530
SENSIENT TECHNOLOGIES CORP COM 81725T100 19,335 750 X X 28-00125 250 500
SEPRACOR INC COM 817315104 133,129 2,855 X 28-5284 2855
30,310 650 X X 28-5284 200 450
SERVICE CORP INTL COM 817565104 26,092 2,200 X 28-5284 2200
16,462 1,388 X X 28-5284 1188 200
1,305,786 110,100 X MERCCPAD 110100
122,158 10,300 X X 28-00125 2000 8300
SERVICEMASTER CO COM 81760N109 452,066 29,374 X 28-5284 29374
93,879 6,100 X X 28-5284 6100
238,191 15,477 X X 28-00125 14127 1350
SHAW GROUP INC COM 820280105 171,954 5,499 X 28-5284 5069 430
469 15 X 18-11135 15
6,348 203 X 28-1500 203
SHERWIN WILLIAMS CO COM 824348106 11,924,843 180,570 X 28-5284 137720 42850
3,932,682 59,550 X X 28-5284 59550
105,664 1,600 X X 28-00125 1600
167,676 2,539 X 18-11135 2539
13,208 200 X 28-1500 200
145,288 2,200 X 28-4580 2200
66,040 1,000 X X 28-4580 1000
COLUMN TOTAL 22,734,646
FILE NO.
PAGE 228 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SHIRE PLC SPONSORED ADR 82481R106 516,494 8,344 X 28-5284 8294 50
38,688 625 X X 28-5284 200 425
SHORE BANCSHARES INC COM 825107105 3,425,063 129,492 X X 28-5284 129492
46,288 1,750 X X 28-00125 1750
SHORE FINL CORP COM 82511E109 30,240 2,160 X 28-5284 2160
161,280 11,520 X X 28-00125 11520
SHUFFLE MASTER INC COM 825549108 18,524 1,015 X 28-5284 700 315
4,289 235 X 28-1500 235
SIEMENS A G SPONSORED ADR 826197501 37,949 354 X 28-5284 354
75,040 700 X X 28-5284 300 400
1,129,245 10,534 X 28-05921 10534
1,072 10 X 18-11135 10
SIERRA BANCORP COM 82620P102 5,612 200 X X 28-5284 200
SIERRA HEALTH SVCS INC COM 826322109 12,763 310 X 28-5284 310
SIERRA PAC RES NEW COM 826428104 44,979 2,588 X X 28-5284 2588
SIGMA ALDRICH CORP COM 826552101 406,564 9,792 X 28-5284 9792
1,762,316 42,445 X X 28-5284 26970 15475
498,032 11,995 X X 28-00125 4215 7780
SIGNATURE BK NEW YORK N Y COM 82669G104 1,402,474 43,100 X MERCCPAD 43100
SILICON LABORATORIES INC COM 826919102 40,990 1,370 X 28-5284 1070 300
SILGAN HOLDINGS INC COM 827048109 82,696 1,618 X 18-11135 1618
SILICON IMAGE INC COM 82705T102 12,240 1,500 X X 28-5284 1500
109,793 13,455 X 28-1500 13455
SILVER STD RES INC COM 82823L106 22,833 655 X X 28-5284 655
COLUMN TOTAL 9,885,464
FILE NO.
PAGE 229 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SIMON PPTY GROUP INC NEW COM 828806109 6,730,736 60,501 X 28-5284 60501
588,290 5,288 X X 28-5284 5288
15,721,850 141,320 X MERCCPAD 141320
7,483,009 67,263 X X 28-00125 54094 13169
89,000 800 X 28-05921 800
1,891 17 X 18-11135 17
27,813 250 X 28-4580 250
1,001 9 X X 28-4580 9
SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 21,855,960 246,960 X 28-11439 246960
SIMPSON MANUFACTURING CO INC COM 829073105 30,532 990 X 28-5284 800 190
123,360 4,000 X X 28-5284 4000
2,035 66 X 18-11135 66
SINCLAIR BROADCAST GROUP INC CL A 829226109 44,805 2,900 X X 28-00125 300 100 2500
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 15,609 300 X 28-5284 300
52,030 1,000 X X 28-00125 1000
7,805 150 X 28-1500 150
SIRIUS SATELLITE RADIO INC NOTE 3.250%10 82966UAD5 5,926,715 6,500 X 28-11439 6500
SIRIUS SATELLITE RADIO INC COM 82966U103 118,608 37,065 X 28-5284 37065
100,688 31,465 X X 28-5284 31465
44,480 13,900 X X 28-00125 12900 1000
12,800 4,000 X 28-1500 4000
58 18 X X 28-4580 18
SIRF TECHNOLOGY HLDGS INC COM 82967H101 1,196,456 43,100 X MERCCPAD 43100
SKECHERS U S A INC CL A 830566105 654,615 19,500 X X 28-5284 19500
SKY FINL GROUP INC COM 83080P103 201,101 7,487 X 28-5284 6387 1100
1,595,081 59,385 X X 28-5284 57645 1740
SKYLINE CORP COM 830830105 1,012 30 X 28-5284 30
SKYWEST INC COM 830879102 8,854 330 X 28-5284 330
764,655 28,500 X MERCCPAD 28500
COLUMN TOTAL 63,400,849
FILE NO.
PAGE 230 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SKYWORKS SOLUTIONS INC COM 83088M102 6,900 1,200 X 28-5284 1200
4,801 835 X X 28-5284 765 70
15,560 2,706 X 28-1500 2706
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 31,740 500 X 28-5284 500
414,207 6,525 X 28-05921 6525
SMITH & WESSON HLDG CORP COM 831756101 2,618 200 X 28-5284 200
13,090 1,000 X X 28-00125 1000
62,832 4,800 X 28-1500 4800
SMITH A O COM 831865209 4,586 120 X 28-5284 120
22,932 600 X X 28-5284 600
SMITH INTL INC COM 832110100 21,517,463 447,814 X 28-5284 433591 400 13823
7,769,397 161,694 X X 28-5284 154514 5902 1278
309,923 6,450 X MERCCPAD 6450
1,464,084 30,470 X X 28-00125 10770 3500 16200
625 13 X 18-11135 13
128,294 2,670 X 28-4580 2670
64,964 1,352 X X 28-4580 1352
SMITHFIELD FOODS INC COM 832248108 11,381 380 X 28-5284 380
311,480 10,400 X 28-11439 10400
SMUCKER J M CO COM NEW 832696405 2,579,195 48,372 X 28-5284 45879 2493
2,121,336 39,785 X X 28-5284 38238 1547
1,682,726 31,559 X X 28-00125 26274 360 4925
2,346 44 X 28-05921 44
853 16 X 18-11135 16
14,396 270 X 28-1500 270
427 8 X X 28-4580 8
SMURFIT-STONE CONTAINER CORP COM 832727101 88,954 7,900 X 28-5284 7900
4,504 400 X X 28-00125 400
SNAP ON INC COM 833034101 28,860 600 X 28-5284 600
30,447 633 X X 28-5284 633
26,696 555 X X 28-00125 555
28,860 600 X 28-05921 600
SODEXHO ALLIANCE SA SPONSORED ADR 833792104 161,634 2,200 X X 28-00125 2200
COLUMN TOTAL 38,928,111
FILE NO.
PAGE 231 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SOLECTRON CORP COM 834182107 23,045 7,316 X 28-5284 7316
3,906 1,240 X X 28-5284 1240
630 200 X X 28-00125 200
SONIC AUTOMOTIVE INC CL A 83545G102 14,250 500 X X 28-5284 500
SONIC CORP COM 835451105 14,482 650 X 28-5284 225 425
16,220 728 X X 28-5284 728
61,916 2,779 X X 28-00125 2779
SONICWALL INC COM 835470105 42,636 5,100 X X 28-00125 5100
SONOCO PRODS CO COM 835495102 508,119 13,521 X 28-5284 13521
669,939 17,827 X X 28-5284 17227 600
78,129 2,079 X 28-1500 2079
SONOSITE INC COM 83568G104 933 33 X X 28-5284 33
367 13 X X 28-00125 13
SONY CORP ADR NEW 835699307 20,196 400 X 28-5284 400
511,312 10,127 X X 28-5284 6627 3500
633,700 12,551 X 28-05921 12551
3,787 75 X MERCBROK 75
67,808 1,343 X 18-11135 1343
40,392 800 X 28-1500 800
SOTHEBYS COM 835898107 4,448 100 X X 28-5284 100
4,181 94 X 18-11135 94
136,820 3,076 X 28-1500 3076
SONUS NETWORKS INC COM 835916107 8,070 1,000 X X 28-5284 1000
121,050 15,000 X X 28-00125 15000
69,337 8,592 X 28-1500 8592
SOURCE CAP INC COM 836144105 448,207 6,743 X 28-5284 6743
101,234 1,523 X X 28-5284 1523
162,054 2,438 X 28-1500 2438
SOUTH FINL GROUP INC COM 837841105 2,840,130 114,892 X 28-5284 114892
SOUTH JERSEY INDS INC COM 838518108 1,806,462 47,476 X 28-5284 47476
1,141,500 30,000 X X 28-5284 30000
COLUMN TOTAL 9,555,260
FILE NO.
PAGE 232 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SOUTHCOAST FINANCIAL CORP COM 84129R100 223,200 10,000 X X 28-5284 10000
SOUTHERN CO COM 842587107 8,294,555 226,318 X 28-5284 223139 3179
7,936,667 216,553 X X 28-5284 166875 600 49078
5,080,350 138,618 X X 28-00125 115713 400 22505
441,339 12,042 X 28-1500 12042
256,550 7,000 X 28-4580 7000
165,731 4,522 X X 28-4580 1022 3500
SOUTHERN COPPER CORP COM 84265V105 476,539 6,650 X 28-5284 6650
14,332 200 X X 28-5284 200
28,664 400 X X 28-00125 400
286,640 4,000 X 28-1500 4000
SOUTHERN NATL BANCORP OF VA COM 843395104 167,674 10,714 X X 28-00125 10714
SOUTHERN UN CO NEW COM 844030106 417,164 13,727 X 28-5284 13172 555
523,559 17,228 X X 28-5284 16126 1102
108,766 3,579 X X 28-00125 1157 2422
7,598 250 X X 28-4580 250
SOUTHWEST AIRLS CO COM 844741108 186,146 12,663 X 28-5284 12663
477,368 32,474 X X 28-5284 32474
571,859 38,902 X X 28-00125 28912 1000 8990
2,132 145 X MERCBROK 145
11,393 775 X 28-1500 775
294,000 20,000 X 28-11439 20000
86,951 5,915 X X 28-4580 5915
SOUTHWEST GAS CORP COM 844895102 154,975 3,987 X 28-5284 3777 210
1,096,134 28,200 X MERCCPAD 28200
155,480 4,000 X X 28-00125 4000
SOUTHWEST WTR CO COM 845331107 96,643 6,702 X 28-5284 6702
10,656 739 X X 28-5284 529 210
SOUTHWESTERN ENERGY CO COM 845467109 8,196 200 X 28-5284 200
588,883 14,370 X X 28-5284 14370
491,760 12,000 X X 28-4580 12000
COLUMN TOTAL 28,661,904
FILE NO.
PAGE 233 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SOVEREIGN BANCORP INC COM 845905108 1,764,239 69,349 X 28-5284 69349
423,652 16,653 X X 28-5284 6353 10300
19,462 765 X X 28-00125 765
26,916 1,058 X 28-1500 1058
1,757,115 69,069 X 28-11439 69069
17,376 683 X 28-4580 683
SOVRAN SELF STORAGE INC COM 84610H108 83,115 1,500 X 28-5284 1500
2,065,131 37,270 X MERCCPAD 37270
433,029 7,815 X X 28-00125 7545 270
SPARTAN MTRS INC COM 846819100 6,963 300 X 28-5284 300
26,111 1,125 X X 28-5284 1125
SPARTECH CORP COM NEW 847220209 492,912 16,800 X MERCCPAD 16800
88,020 3,000 X X 28-00125 3000
SPATIALIGHT INC COM 847248101 1,950 5,000 X 28-5284 5000
SPECTRA ENERGY CORP COM 847560109 3,550,207 135,143 X 28-5284 133991 1152
4,897,175 186,417 X X 28-5284 172883 13534
1,536,848 58,502 X X 28-00125 48774 250 9478
94,546 3,599 X 28-05921 3599
14,028 534 X MERCBROK 534
582,931 22,190 X 28-1500 22190
24,379 928 X 28-4580 928
38,564 1,468 X X 28-4580 1468
SPECTRUM CTL INC COM 847615101 12,300 1,000 X 28-5284 1000
SPHERIX INC COM 84842R106 311,734 127,760 X 28-5284 127760
SPHERION CORP COM 848420105 3,087 350 X 28-5284 350
88,200 10,000 X X 28-00125 10000
SPIRIT FIN CORP COM 848568309 351,715 23,605 X X 28-00125 23605
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,778 150 X X 28-00125 150
COLUMN TOTAL 18,716,483
FILE NO.
PAGE 234 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SPRINT NEXTEL CORP COM FON 852061100 3,878,154 204,544 X 28-5284 115044 89500
5,642,818 297,617 X X 28-5284 272088 3078 22451
8,028,005 423,418 X MERCCPAD 423418
20,587,906 1,085,860 X X 28-00125 865228 5064 215568
786,328 41,473 X 28-05921 41473
455 24 X MERCBROK 24
278,181 14,672 X 28-1500 415 14257
17,519 924 X X 28-4580 924
STAGE STORES INC COM NEW 85254C305 1,134,614 48,675 X MERCCPAD 48675
STAMPS COM INC COM NEW 852857200 64,665 4,500 X 28-5284 4500
STANCORP FINL GROUP INC COM 852891100 1,131 23 X 28-5284 23
1,052,238 21,400 X MERCCPAD 21400
STANDARD MICROSYSTEMS CORP COM 853626109 3,359 110 X 28-5284 110
32,922 1,078 X X 28-5284 1078
STANDARD MTR PRODS INC COM 853666105 1,366 80 X 28-5284 80
STANDARD PAC CORP NEW COM 85375C101 7,096 340 X 28-5284 340
10,435 500 X X 28-5284 500
146 7 X 18-11135 7
4,174 200 X 28-1500 200
STANDARD REGISTER CO COM 853887107 1,012 80 X 28-5284 80
STANDEX INTL CORP COM 854231107 1,711 60 X 28-5284 60
STANLEY FURNITURE INC COM NEW 854305208 187 9 X 18-11135 9
STANLEY WKS COM 854616109 149,472 2,700 X 28-5284 2700
19,376 350 X X 28-5284 350
996,480 18,000 X X 28-00125 17450 550
79,165 1,430 X 18-11135 1430
STAPLES INC COM 855030102 11,687,768 452,313 X 28-5284 387464 64849
2,950,825 114,196 X X 28-5284 112396 450 1350
2,023,737 78,318 X X 28-00125 77118 1200
1,654 64 X 18-11135 64
43,980 1,702 X 28-1500 1702
COLUMN TOTAL 59,486,879
FILE NO.
PAGE 235 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
STARBUCKS CORP COM 855244109 1,759,829 56,117 X 28-5284 55747 370
1,004,555 32,033 X X 28-5284 32033
640,371 20,420 X MERCCPAD 20420
12,898,619 411,308 X X 28-00125 305886 725 104697
185,024 5,900 X 28-1500 5900
6,272 200 X 28-4580 200
26,719 852 X X 28-4580 852
STARTEK INC COM 85569C107 685 70 X 28-5284 70
78,320 8,000 X 28-1500 8000
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 197,598 3,047 X 28-5284 3047
528,722 8,153 X X 28-5284 8075 78
7,153,604 110,310 X MERCCPAD 110310
1,072,943 16,545 X X 28-00125 13757 2788
259,400 4,000 X 28-11439 4000
STATE STR CORP COM 857477103 5,244,750 81,000 X 28-5284 81000
3,804,645 58,759 X X 28-5284 27859 2000 28900
7,914,263 122,228 X X 28-00125 85438 100 36690
79,319 1,225 X 28-05921 1225
12,950 200 X MERCBROK 200
32,375 500 X 28-4580 500
388,500 6,000 X X 28-4580 6000
STATION CASINOS INC COM 857689103 16,189 187 X 28-5284 187
12,986 150 X X 28-5284 150
1,558 18 X 18-11135 18
260 3 X X 28-4580 3
STATOIL ASA SPONSORED ADR 85771P102 33,850 1,250 X X 28-5284 1250
54,160 2,000 X X 28-00125 2000
STEAK N SHAKE CO COM 857873103 2,683 160 X 28-5284 160
36,894 2,200 X X 28-00125 2200
STEEL DYNAMICS INC COM 858119100 76,464 1,770 X 28-5284 1770
327,456 7,580 X X 28-5284 7580
STEIN MART INC COM 858375108 2,611 160 X 28-5284 160
STEMCELLS INC COM 85857R105 504 200 X X 28-5284 200
COLUMN TOTAL 43,855,078
FILE NO.
PAGE 236 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
STERLING BANCSHARES INC COM 858907108 4,025 360 X 28-5284 360
STERICYCLE INC COM 858912108 171,965 2,110 X 28-5284 2110
24,450 300 X X 28-5284 300
81,500 1,000 X X 28-00125 1000
STERIS CORP COM 859152100 42,071 1,584 X X 28-5284 1584
1,025,216 38,600 X MERCCPAD 38600
84,992 3,200 X X 28-00125 3200
96,333 3,627 X 28-1500 3627
STERLING BANCORP COM 859158107 45,250 2,500 X X 28-00125 2500
STERLING FINL CORP COM 859317109 83,583 3,765 X 28-5284 3765
133,200 6,000 X X 28-5284 6000
STERLING FINL CORP WASH COM 859319105 34,309 1,100 X 28-5284 1100
1,781,448 57,116 X MERCCPAD 57116
STEWART INFORMATION SVCS COR COM 860372101 4,179 100 X 28-5284 100
STILLWATER MNG CO COM 86074Q102 20,304 1,600 X 28-5284 1600
STONE ENERGY CORP COM 861642106 4,157 140 X 28-5284 140
22,268 750 X 28-1500 750
STONEMOR PARTNERS L P COM UNITS 86183Q100 24,350 1,000 X X 28-00125 1000
STORA ENSO CORP SPON ADR REP R 86210M106 225,114 13,035 X X 28-5284 13035
190 11 X 18-11135 11
STRATASYS INC COM 862685104 42,720 1,000 X 28-5284 1000
149,520 3,500 X X 28-5284 3500
STRATEGIC DIAGNOSTICS INC COM 862700101 20,480 4,000 X 28-5284 4000
1,741 340 X X 28-5284 340
STRATTEC SEC CORP COM 863111100 182,193 4,240 X X 28-5284 4240
STRATUS PPTYS INC COM NEW 863167201 10,086 300 X 28-5284 300
STREAMLINE HEALTH SOLUTIONS COM 86323X106 101,519 23,775 X 28-1500 7475 16300
COLUMN TOTAL 4,417,163
FILE NO.
PAGE 237 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
STRAYER ED INC COM 863236105 625 5 X 18-11135 5
STREETTRACKS SER TR SPDR SM CAP VA 86330E406 83,647 1,149 X X 28-5284 1149
43,898 603 X 28-1500 603
STREETTRACKS SER TR DJ WIL REIT 86330E604 1,800,950 19,911 X 28-5284 17756 2155
1,368,056 15,125 X X 28-5284 13250 1875
STREETTRACKS SER TR SPDR O&G EXPLO 86330E620 53,438 1,312 X X 28-5284 1312
STREETTRACKS SER TR SPDR S&P MTL 86330E646 39,889 697 X 28-1500 697
STREETTRACKS SER TR MORGAN STN TCH 86330E703 3,926,776 71,060 X 28-5284 70191 869
932,789 16,880 X X 28-5284 16880
8,289 150 X 28-1500 150
135,442 2,451 X 28-4580 2451
30,835 558 X X 28-4580 558
STREETTRACKS SER TR SPDR S&P BIOTE 86330E752 21,713 450 X 28-1500 450
STREETTRACKS SER TR SPDR S&P DIVID 86330E760 31,150 500 X 28-5284 500
STREETTRACKS SER TR SPDR TTL MRKT 86330E885 12,830 125 X 28-1500 125
STREETTRACKS GOLD TR GOLD SHS 863307104 642,609 9,775 X 28-5284 9775
1,382,512 21,030 X X 28-5284 21030
72,314 1,100 X 28-1500 1100
328,700 5,000 X 28-4580 5000
33,330 507 X X 28-4580 507
920,360 14,000 X 28-11439 14000
STREETTRACKS INDEX SHS FDS SPDR INTL REAL 863308839 58,087 858 X 28-5284 858
STRIDE RITE CORP COM 863314100 3,971 258 X 28-5284 38 220
15,390 1,000 X X 28-00125 1000
STRYKER CORP COM 863667101 28,139,112 424,293 X 28-5284 422918 1375
31,265,768 471,438 X X 28-5284 462038 1400 8000
3,468,072 52,293 X X 28-00125 27124 3225 21944
36,343 548 X 18-11135 548
633,953 9,559 X 28-1500 9559
280,733 4,233 X 28-4580 4233
239,680 3,614 X X 28-4580 3290 324
COLUMN TOTAL 76,011,261
FILE NO.
PAGE 238 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
STURM RUGER & CO INC COM 864159108 7,398 550 X 28-5284 400 150
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 17,600 400 X 28-5284 400
112,200 2,550 X X 28-5284 2550
SUEZ SPONSORED ADR 864686100 61,341 1,160 X 28-5284 1160
15,864 300 X 28-1500 300
SUFFOLK BANCORP COM 864739107 209,820 6,500 X X 28-00125 6500
SUMMIT ST BK ROHNERT CA COM 866264203 142,162 10,877 X 28-1500 6027 4850
SUN BANCORP INC COM 86663B102 6,680,186 359,343 X 28-1500 359343
SUN AMERICAN BANCORP COM 86664A103 223,000 44,600 X X 28-00125 44600
SUN COMMUNITIES INC COM 866674104 15,510 500 X X 28-5284 500
SUN LIFE FINL INC COM 866796105 1,261,030 27,776 X 28-5284 27776
294,010 6,476 X X 28-5284 6476
SUN MICROSYSTEMS INC COM 866810104 472,001 78,536 X 28-5284 78536
895,099 148,935 X X 28-5284 81035 16000 51900
23,740 3,950 X X 28-00125 3725 225
902 150 X MERCBROK 150
17,129 2,850 X 28-1500 2850
SUN HYDRAULICS CORP COM 866942105 668,250 25,000 X X 28-5284 25000
SUNCOR ENERGY INC COM 867229106 1,417,209 18,562 X 28-5284 15271 3291
695,472 9,109 X X 28-5284 9109
136,896 1,793 X 18-11135 1793
131,704 1,725 X 28-1500 1725
305,400 4,000 X 28-11439 4000
1,069 14 X X 28-4580 14
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 125,885 2,125 X 28-5284 2125
767,158 12,950 X X 28-5284 10200 2500 250
COLUMN TOTAL 14,698,035
FILE NO.
PAGE 239 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SUNOCO INC COM 86764P109 900,294 12,781 X 28-5284 12781
2,349,315 33,352 X X 28-5284 33352
207,446 2,945 X X 28-00125 1400 1545
26,767 380 X MERCBROK 380
1,409 20 X 18-11135 20
28,176 400 X 28-1500 400
564 8 X X 28-4580 8
SUNPOWER CORP COM CL A 867652109 9,100 200 X 28-5284 200
6,006 132 X X 28-5284 132
SUNRISE SENIOR LIVING INC COM 86768K106 45,053 1,140 X 28-5284 200 940
SUNSTONE HOTEL INVS INC NEW COM 867892101 17,446 640 X 28-5284 640
1,100,214 40,360 X MERCCPAD 40360
200,497 7,355 X X 28-00125 7065 290
SUNTRUST BKS INC COM 867914103 4,260,782 51,310 X 28-5284 51160 150
3,307,483 39,830 X X 28-5284 36755 2400 675
18,409,304 221,692 X X 28-00125 204810 16882
43,596 525 X 28-05921 525
235,501 2,836 X 28-1500 2836
166,080 2,000 X X 28-4580 2000
SUPERCONDUCTOR TECHNOLOGIES COM 867931305 12,194 7,131 X 7131
INC
SUNTECH PWR HLDGS CO LTD ADR 86800C104 6,922 200 X 28-5284 200
3,461 100 X X 28-5284 100
SUPERIOR BANCORP COM 86806M106 10,800 1,000 X 28-5284 1000
SUPERIOR ENERGY SVCS INC COM 868157108 31,712 920 X X 28-5284 920
34,470 1,000 X X 28-00125 1000
7,618 221 X 28-1500 221
SUPERIOR INDS INTL INC COM 868168105 4,166 200 X X 28-5284 200
SUPERTEX INC COM 868532102 2,325 70 X 28-5284 70
SUPERVALU INC COM 868536103 280,444 7,178 X 28-5284 4198 2980
85,681 2,193 X X 28-5284 1757 436
594,333 15,212 X X 28-00125 12222 410 2580
469 12 X 28-1500 12
SUPREME INDS INC CL A 868607102 3,978 680 X X 28-00125 680
COLUMN TOTAL 32,393,606
FILE NO.
PAGE 240 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SURMODICS INC COM 868873100 74,880 2,080 X 28-5284 2000 80
162,000 4,500 X X 28-5284 4500
SUSQUEHANNA BANCSHARES INC P COM 869099101 41,046 1,770 X 28-5284 1500 270
187,422 8,082 X X 28-5284 5932 2150
171,305 7,387 X X 28-00125 4029 3358
3,247 140 X MERCBROK 140
SUSSEX BANCORP COM 869245100 150,000 10,000 X X 28-5284 10000
SWIFT ENERGY CO COM 870738101 6,266 150 X 28-5284 150
501 12 X 18-11135 12
SWIFT TRANSN CO COM 870756103 2,493 80 X 28-5284 80
SWISS HELVETIA FD INC COM 870875101 219,811 10,925 X 28-5284 10925
SWISSCOM AG SPONSORED ADR 871013108 1,374 38 X 18-11135 38
SWITCH & DATA FACILITIES COM COM 871043105 967,608 53,400 X MERCCPAD 53400
SYBASE INC COM 871130100 1,167,936 46,200 X MERCCPAD 46200
SYKES ENTERPRISES INC COM 871237103 964,896 52,900 X MERCCPAD 52900
SYMANTEC CORP COM 871503108 568,097 32,838 X 28-5284 32111 727
544,535 31,476 X X 28-5284 17469 14007
8,749,821 505,770 X MERCCPAD 505770
23,447,815 1,355,365 X X 28-00125 1135815 6276 213274
508,274 29,380 X 28-05921 29380
143,590 8,300 X 28-11439 8300
6,937 401 X X 28-4580 401
SYMMETRICOM INC COM 871543104 2,241 270 X 28-5284 270
41,500 5,000 X X 28-5284 5000
1,030,030 124,100 X MERCCPAD 124100
SYNGENTA AG SPONSORED ADR 87160A100 7,610 200 X 28-5284 200
74,198 1,950 X X 28-5284 1000 950
SYNOPSYS INC COM 871607107 5,902 225 X 28-5284 225
1,175,104 44,800 X MERCCPAD 44800
COLUMN TOTAL 40,426,439
FILE NO.
PAGE 241 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
SYNOVUS FINL CORP COM 87161C105 45,237,903 1,398,822 X 28-5284 1332747 66075
7,744,783 239,480 X X 28-5284 225155 4225 10100
5,480,919 169,478 X 28-1500 131092 38386
SYNERGY FINANCIAL GROUP INC COM 87162V102 7,810 500 X 28-5284 500
SYPRIS SOLUTIONS INC COM 871655106 10,488 1,621 X 28-1500 1621
SYSCO CORP COM 871829107 27,488,803 812,557 X 28-5284 812557
5,877,015 173,722 X X 28-5284 169407 4315
17,130,531 506,371 X X 28-00125 401992 2015 102364
420,202 12,421 X 28-05921 12421
11,468 339 X MERCBROK 339
106,632 3,152 X 18-11135 3152
10,487 310 X 28-1500 310
61,537 1,819 X 28-4580 1819
214,381 6,337 X X 28-4580 6337
SYSTEMAX INC COM 871851101 149,840 8,000 X 28-5284 8000
TCF FINL CORP COM 872275102 518,897 19,685 X 28-5284 19685
118,620 4,500 X X 28-5284 4500
26,360 1,000 X 28-1500 1000
TC PIPELINES LP UT COM LTD PRT 87233Q108 145,920 4,000 X 28-5284 4000
TCW STRATEGIC INCOME FUND IN COM 872340104 7,211 1,371 X X 28-5284 1371
TD BANKNORTH INC COM 87235A101 126,678 3,939 X 28-5284 3939
221,775 6,896 X X 28-5284 3914 2982
TDK CORP AMERN DEP SH 872351408 37,410 430 X 18-11135 430
TD AMERITRADE HLDG CORP COM 87236Y108 4,196 282 X 28-5284 282
20,043 1,347 X X 28-5284 1347
TECO ENERGY INC COM 872375100 294,102 17,089 X 28-5284 17089
837,680 48,674 X X 28-5284 48674
137,680 8,000 X X 28-00125 6000 2000
17,210 1,000 X 28-1500 1000
COLUMN TOTAL 112,466,581
FILE NO.
PAGE 242 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TEPPCO PARTNERS L P UT LTD PARTNER 872384102 582,528 13,120 X 28-5284 13120
346,320 7,800 X X 28-5284 7800
17,760 400 X 28-05921 400
TGC INDS INC COM NEW 872417308 631,450 73,000 X 28-5284 73000
4,178 483 X X 28-00125 483
THQ INC COM NEW 872443403 11,522 337 X 28-5284 337
68,380 2,000 X X 28-5284 2000
17,813 521 X 28-1500 521
TIB FINL CORP COM 872449103 15,000 1,000 X 28-5284 1000
TJX COS INC NEW COM 872540109 33,554,308 1,244,596 X 28-5284 1218771 25825
8,312,253 308,318 X X 28-5284 300318 4000 4000
12,132 450 X X 28-00125 450
22,242 825 X 18-11135 825
3,851,560 142,862 X 28-1500 137811 5051
59,447 2,205 X 28-4580 2205
70,096 2,600 X X 28-4580 2600
TLC VISION CORP COM 872549100 63,070 11,900 X 28-1500 11900
TNT N V SPONSORED ADR 87260W101 725,288 15,750 X 28-05921 15750
1,243 27 X 18-11135 27
TSR INC COM 872885108 2,110 500 X 28-5284 500
TVI CORP NEW COM 872916101 6,885 4,500 X 28-5284 4500
TXU CORP COM 873168108 1,524,298 23,780 X 28-5284 23780
1,993,125 31,094 X X 28-5284 31094
556,709 8,685 X X 28-00125 5485 175 3025
111,983 1,747 X 18-11135 1747
206,530 3,222 X 28-1500 3222
8,461 132 X 28-4580 132
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 242,810 22,587 X 28-5284 22587
7,590 706 X X 28-5284 706
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 8,962 445 X 28-5284 75 370
TALBOTS INC COM 874161102 7,086 300 X X 28-5284 300
COLUMN TOTAL 53,043,139
FILE NO.
PAGE 243 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TALISMAN ENERGY INC COM 87425E103 186,241 10,606 X 18-11135 10606
79,020 4,500 X 28-4580 4500
TALX CORP COM 874918105 106,049 3,201 X X 28-00125 3201
TANGER FACTORY OUTLET CTRS I COM 875465106 96,936 2,400 X 28-5284 2400
92,897 2,300 X X 28-5284 2300
1,473,427 36,480 X MERCCPAD 36480
400,467 9,915 X X 28-00125 9655 260
TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8 875484AE7 3,382,290 2,850 X 28-11439 2850
TARGET CORP COM 87612E106 175,273,835 2,957,709 X 28-5284 2393278 564431
17,689,288 298,503 X X 28-5284 262583 27400 8520
5,996,519 101,190 X MERCCPAD 101190
27,455,869 463,312 X X 28-00125 361801 1310 100201
1,291,335 21,791 X 28-05921 21791
32,474 548 X MERCBROK 548
25,719 434 X 18-11135 434
535,296 9,033 X 28-1500 9033
157,039 2,650 X 28-4580 2650
906,678 15,300 X X 28-4580 15300
TASER INTL INC COM 87651B104 8,030 1,000 X 28-5284 1000
20,075 2,500 X X 28-00125 2000 500
TASEKO MINES LTD COM 876511106 263 100 X 28-5284 100
1,315 500 X X 28-5284 500
TASTY BAKING CO COM 876553306 6,555 750 X X 28-5284 750
TATA MTRS LTD SPONSORED ADR 876568502 43,767 2,700 X 28-5284 1700 1000
4,863 300 X X 28-5284 300
8,105 500 X X 28-00125 500
52,326 3,228 X X 28-4580 3228
TAUBMAN CTRS INC COM 876664103 2,997,503 51,690 X MERCCPAD 51690
405,350 6,990 X X 28-00125 6620 370
TECH DATA CORP COM 878237106 14,324 400 X 28-5284 400
7,162 200 X X 28-00125 200
COLUMN TOTAL 238,751,017
FILE NO.
PAGE 244 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TECHNE CORP COM 878377100 57,100 1,000 X 28-5284 1000
171,300 3,000 X X 28-5284 3000
2,612,325 45,750 X X 28-00125 17300 5050 23400
TECHNICAL OLYMPIC USA INC COM 878483106 32,383 8,116 X X 28-00125 8116
TECHNITROL INC COM 878555101 5,500 210 X 28-5284 210
52,380 2,000 X X 28-5284 2000
950,697 36,300 X MERCCPAD 36300
TECHNOLOGY RESH CORP COM NEW 878727304 2,460 500 X 28-5284 500
TECUMSEH PRODS CO CL B 878895101 13,866 1,395 X 28-5284 1395
TECUMSEH PRODS CO CL A 878895200 42,294 4,200 X 28-5284 4200
TEGAL CORP COM NEW 879008209 363 78 X 28-5284 78
TEKELEC COM 879101103 2,982 200 X X 28-5284 200
TEKTRONIX INC COM 879131100 134,943 4,792 X 28-5284 3492 1300
50,688 1,800 X X 28-5284 1800
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 717 25 X 28-1500 25
TELECOM ARGENTINA S A SPON ADR REP B 879273209 3,692 173 X 28-4580 173
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 3,699 136 X 28-5284 136
176,800 6,500 X X 28-5284 6500
32,640 1,200 X 28-1500 1200
TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 12,805 500 X 28-5284 500
TELECOMMUNICATION SYS INC CL A 87929J103 1,860 500 X X 28-00125 500
TELEDYNE TECHNOLOGIES INC COM 879360105 31,712 847 X 28-5284 667 180
18,720 500 X X 28-00125 500
COLUMN TOTAL 4,411,926
FILE NO.
PAGE 245 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TELEFLEX INC COM 879369106 5,800,993 85,221 X 28-5284 81821 3400
530,946 7,800 X X 28-5284 7800
91,214 1,340 X X 28-00125 785 555
2,927 43 X 18-11135 43
44,246 650 X 28-1500 650
40,842 600 X X 28-4580 600
TELEFONICA S A SPONSORED ADR 879382208 235,919 3,553 X 28-5284 3553
247,871 3,733 X X 28-5284 3733
470,112 7,080 X 28-05921 7080
62,748 945 X 18-11135 945
TELEFONOS DE MEXICO S A B SPON ADR A SHS 879403707 111,836 3,336 X 28-5284 3336
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 285,770 8,556 X 28-5284 8556
183,700 5,500 X X 28-5284 3500 2000
2,672 80 X 28-1500 80
26,720 800 X X 28-4580 800
TELEPHONE & DATA SYS INC COM 879433100 3,219 54 X 28-5284 54
TELEPHONE & DATA SYS INC SPL COM 879433860 11,180 200 X 28-5284 200
TELIK INC COM 87959M109 36,419 6,707 X 28-1500 6707
TELKONET INC COM 879604106 40,350 15,000 X 28-5284 15000
2,690 1,000 X 28-05921 1000
TELLABS INC COM 879664100 5,940 600 X 28-5284 600
44,550 4,500 X X 28-5284 2500 2000
4,633 468 X 28-1500 468
TEMECULA VY BANCORP INC CA COM 87972L104 27,755 1,300 X X 28-00125 1300
TEMPLE INLAND INC COM 879868107 156,041 2,612 X 28-5284 2612
81,246 1,360 X X 28-5284 1360
11,291 189 X X 28-00125 189
17,922 300 X 28-1500 300
TEMPLETON DRAGON FD INC COM 88018T101 47,618 2,094 X 28-5284 2094
140,988 6,200 X X 28-5284 6200
135,894 5,976 X 28-1500 5976
COLUMN TOTAL 8,906,252
FILE NO.
PAGE 246 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TEMPLETON EMERGING MKTS FD I COM 880191101 16,880 1,000 X X 28-5284 1000
TEMPLETON EMERG MKTS INCOME COM 880192109 64,974 4,550 X 28-5284 4550
113,683 7,961 X X 28-5284 4500 3461
TEMPLETON GLOBAL INCOME FD COM 880198106 111,435 11,500 X 28-5284 11500
168,189 17,357 X X 28-5284 17357
193,800 20,000 X 28-1500 20000
TEMPUR PEDIC INTL INC COM 88023U101 78,828 3,033 X 28-1500 1482 1551
TENARIS S A SPONSORED ADR 88031M109 32,130 700 X 28-5284 700
29,835 650 X X 28-5284 650
2,080,647 45,330 X X 28-00125 35490 9840
153,995 3,355 X 18-11135 3355
TENET HEALTHCARE CORP COM 88033G100 8,359 1,300 X X 28-5284 1300
772 120 X 28-1500 120
TENNANT CO COM 880345103 25,192 800 X 28-1500 800
TENNECO INC COM 880349105 255 10 X 28-5284 10
153 6 X X 28-5284 6
1,655 65 X X 28-00125 57 8
TERADYNE INC COM 880770102 62,918 3,804 X 28-5284 3804
46,709 2,824 X X 28-5284 2824
662,096 40,030 X X 28-00125 32830 7200
105,856 6,400 X X 28-4580 6400
TEREX CORP NEW COM 880779103 7,463 104 X 28-5284 104
694,206 9,674 X X 28-5284 9674
2,870 40 X 18-11135 40
TERNIUM SA SPON ADR 880890108 5,588 200 X X 28-5284 200
TESORO CORP COM 881609101 65,280 650 X X 28-5284 550 100
80,344 800 X X 28-00125 800
81,449 811 X 18-11135 811
40,172 400 X 28-1500 400
1,406 14 X X 28-4580 14
COLUMN TOTAL 4,937,139
FILE NO.
PAGE 247 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TETRA TECHNOLOGIES INC DEL COM 88162F105 18,878 764 X 28-5284 400 364
1,334 54 X X 28-4580 54
TETRA TECH INC NEW COM 88162G103 23,711 1,244 X 28-5284 944 300
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 13,473,827 359,974 X 28-5284 338399 21575
8,191,368 218,845 X X 28-5284 213495 250 5100
29,233 781 X 28-05921 781
46,376 1,239 X 18-11135 1239
879,530 23,498 X 28-1500 13979 9519
143,881 3,844 X 28-4580 3844
72,240 1,930 X X 28-4580 1930
TESSERA TECHNOLOGIES INC COM 88164L100 1,970,707 49,590 X MERCCPAD 49590
260,694 6,560 X X 28-00125 6560
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 5,986 292 X 28-1500 292
TEXAS INDS INC COM 882491103 9,819 130 X 28-5284 130
528,710 7,000 X X 28-5284 7000
830,830 11,000 X MERCCPAD 11000
TEXAS INSTRS INC COM 882508104 24,817,811 824,512 X 28-5284 808883 15629
15,033,987 499,468 X X 28-5284 487058 1360 11050
8,933,379 296,790 X MERCCPAD 296790
20,761,144 689,739 X X 28-00125 547307 3070 139362
69,832 2,320 X 28-05921 2320
13,154 437 X MERCBROK 437
3,311 110 X 18-11135 110
756,834 25,144 X 28-1500 10367 14777
190,684 6,335 X 28-4580 6335
112,875 3,750 X X 28-4580 3750
TEXAS PAC LD TR SUB CTF PROP I 882610108 347,988 1,435 X 28-5284 1435
24,250 100 X X 28-5284 100
TEXAS ROADHOUSE INC CL A 882681109 721,706 50,646 X 28-5284 50646
4,275 300 X X 28-5284 300
131,827 9,251 X 28-1500 9251
COLUMN TOTAL 98,410,181
FILE NO.
PAGE 248 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TEXTRON INC COM 883203101 528,653 5,887 X 28-5284 5887
1,261,061 14,043 X X 28-5284 14043
273,710 3,048 X X 28-00125 3048
2,514 28 X 18-11135 28
17,960 200 X 28-1500 200
53,880 600 X 28-4580 600
THE9 LTD ADR 88337K104 963,922 28,620 X X 28-5284 28620
THERAGENICS CORP COM 883375107 1,878 300 X 28-5284 300
THERMO FISHER SCIENTIFIC INC COM 883556102 90,789 1,942 X 28-5284 1267 675
1,488,614 31,842 X X 28-5284 22452 9390
518,317 11,087 X X 28-00125 3587 7500
54,604 1,168 X 18-11135 1168
4,675 100 X 28-1500 100
THOMAS & BETTS CORP COM 884315102 572,170 11,720 X 28-5284 11720
196,208 4,019 X X 28-5284 4019
136,305 2,792 X X 28-00125 1450 1342
48,478 993 X 18-11135 993
THOR INDS INC COM 885160101 63,812 1,620 X 28-5284 1620
46,283 1,175 X X 28-5284 1175
634,179 16,100 X MERCCPAD 16100
86,658 2,200 X X 28-00125 2200
THORNBURG MTG INC COM 885218107 301,678 11,603 X 28-5284 11603
93,600 3,600 X X 28-5284 3600
263,900 10,150 X X 28-00125 10150
4,160 160 X 28-1500 160
9,464 364 X X 28-4580 364
3COM CORP COM 885535104 4,301 1,100 X X 28-5284 1100
69,715 17,830 X X 28-00125 300 17530
4 1 X 28-1500 1
COLUMN TOTAL 7,791,492
FILE NO.
PAGE 249 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
3M CO COM 88579Y101 113,954,837 1,490,970 X 28-5284 1456248 34722
99,670,529 1,304,076 X X 28-5284 1244115 6125 53836
47,146,151 616,854 X X 28-00125 494903 100 121851
1,974,110 25,829 X 28-05921 25829
47,081 616 X MERCBROK 616
3,933,623 51,467 X 28-1500 51467
4,298,041 56,235 X 28-4580 56235
4,467,945 58,458 X X 28-4580 55326 3132
TIBCO SOFTWARE INC COM 88632Q103 27,145 3,186 X 28-1500 3186
TIDEWATER INC COM 886423102 23,432 400 X 28-5284 400
82,012 1,400 X X 28-00125 1400
TIFFANY & CO NEW COM 886547108 1,159,285 25,490 X 28-5284 8430 17060
86,412 1,900 X X 28-5284 1900
3,641,265 80,063 X X 28-00125 56868 23195
7,959 175 X MERCBROK 175
24,104 530 X 28-1500 530
TIM HORTONS INC COM 88706M103 81,252 2,671 X 28-5284 2671
115,779 3,806 X X 28-5284 3806
24,701 812 X X 28-00125 812
TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 97 3 X 28-1500 3
TIMBERLAND CO CL A 887100105 32,017 1,230 X 28-5284 1230
603,896 23,200 X MERCCPAD 23200
5,206 200 X 28-1500 200
TIME WARNER INC COM 887317105 5,123,867 259,831 X 28-5284 212173 47658
4,164,903 211,202 X X 28-5284 157211 1600 52391
7,280,032 369,170 X MERCCPAD 369170
20,642,837 1,046,797 X X 28-00125 849488 5470 191839
1,193,790 60,537 X 28-05921 60537
18,241 925 X MERCBROK 925
690 35 X 18-11135 35
98,028 4,971 X 28-1500 4971
2,001,580 101,500 X 28-11439 101500
43,384 2,200 X 28-4580 2200
TIME WARNER TELECOM INC CL A 887319101 1,246 60 X 28-5284 60
COLUMN TOTAL 321,975,477
FILE NO.
PAGE 250 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TIMKEN CO COM 887389104 60,620 2,000 X X 28-5284 2000
751,688 24,800 X MERCCPAD 24800
TITANIUM METALS CORP COM NEW 888339207 146,283 4,077 X 28-5284 4077
60,996 1,700 X X 28-5284 1700
TIVO INC COM 888706108 3,175 500 X 28-5284 500
1,270 200 X 28-1500 200
TODCO COM 88889T107 483,960 12,000 X 28-5284 12000
822,732 20,400 X MERCCPAD 20400
TOLL BROTHERS INC COM 889478103 479,835 17,525 X 28-5284 17525
2,738 100 X X 28-5284 100
8,214 300 X X 28-00125 300
9,610 351 X 28-4580 351
TOLLGRADE COMMUNICATIONS INC COM 889542106 95,205 7,580 X 28-5284 7500 80
50,240 4,000 X X 28-5284 4000
TOMKINS PLC SPONSORED ADR 890030208 51,481 2,448 X 18-11135 2448
TOMPKINSTRUSTCO INC COM 890110109 11,135 266 X 28-5284 266
TOOTSIE ROLL INDS INC COM 890516107 783,536 26,144 X 28-5284 24181 1963
23,347 779 X X 28-5284 779
TORCHMARK CORP COM 891027104 573,913 8,750 X 28-5284 8750
400,099 6,100 X X 28-5284 6100
1,347,612 20,546 X X 28-00125 8696 11850
472,248 7,200 X 28-05921 7200
590 9 X 18-11135 9
TORO CO COM 891092108 195,737 3,820 X 28-5284 3600 220
409,920 8,000 X X 28-5284 8000
269,830 5,266 X X 28-00125 3500 1766
TORONTO DOMINION BK ONT COM NEW 891160509 14,136 234 X 28-5284 234
214,335 3,548 X X 28-5284 3548
TORTOISE ENERGY INFRSTRCTR C COM 89147L100 21,285 550 X 28-5284 550
38,700 1,000 X X 28-5284 1000
COLUMN TOTAL 7,804,470
FILE NO.
PAGE 251 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TORTOISE NORTH AMRN ENRGY CO COM 89147T103 23,592 1,000 X 28-5284 1000
TORTOISE ENERGY CAP CORP COM 89147U100 29,730 1,000 X 28-5284 1000
TOTAL S A SPONSORED ADR 89151E109 1,483,313 21,257 X 28-5284 20457 800
1,235,525 17,706 X X 28-5284 10248 7458
1,089,684 15,616 X 28-05921 15616
140,607 2,015 X 18-11135 2015
71,176 1,020 X 28-4580 1020
1,954 28 X X 28-4580 28
TOWER GROUP INC COM 891777104 1,298,466 40,300 X X 28-5284 40300
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 1,337,862 10,439 X 28-5284 10239 200
969,274 7,563 X X 28-5284 7363 200
1,029,125 8,030 X 28-05921 8030
1,025 8 X 18-11135 8
38,448 300 X 28-1500 300
TRACTOR SUPPLY CO COM 892356106 15,450 300 X 28-5284 200 100
2,575 50 X X 28-5284 50
473,800 9,200 X X 28-00125 4600 4600
17,407 338 X 28-1500 338
TRANSACTION SYS ARCHITECTS COM 893416107 10,041 310 X 28-5284 310
TRANSAMERICA INCOME SHS INC COM 893506105 73,885 3,500 X X 28-00125 3500
TRANSATLANTIC HLDGS INC COM 893521104 172,828 2,654 X 28-5284 2654
1,302 20 X X 28-5284 20
TRANSCANADA CORP COM 89353D107 13,312 400 X 28-5284 400
33,280 1,000 X X 28-5284 1000
33,280 1,000 X 28-1500 1000
TRANSDIGM GROUP INC COM 893641100 14,552 400 X X 28-5284 400
TRANSMERIDIAN EXPL INC COM 89376N108 8,580 3,000 X 28-5284 3000
14,300 5,000 X X 28-5284 5000
TRANSMETA CORP DEL COM 89376R109 570 1,000 X 28-5284 1000
TRANSWITCH CORP COM 894065101 875 550 X 28-5284 550
COLUMN TOTAL 9,635,818
FILE NO.
PAGE 252 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TRAVELERS COMPANIES INC COM 89417E109 6,221,770 120,181 X 28-5284 108031 12150
7,983,659 154,214 X X 28-5284 149434 4780
1,677,348 32,400 X X 28-00125 22746 570 9084
414,160 8,000 X 28-1500 8000
16,825 325 X 28-4580 325
104,679 2,022 X X 28-4580 2022
TRAVELCENTERS OF AMERICA LLC COM 894174101 16,790 437 X 28-5284 437
4,764 124 X X 28-5284 124
33,349 868 X X 28-00125 868
4,111 107 X 28-05921 107
TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 10,345 406 X X 28-5284 406
4,332 170 X X 28-00125 170
TREDEGAR CORP COM 894650100 3,646 160 X 28-5284 160
TREEHOUSE FOODS INC COM 89469A104 6,094 200 X X 28-5284 200
12,188 400 X 28-1500 400
TREX INC COM 89531P105 6,459 300 X X 28-00125 300
TRI CONTL CORP COM 895436103 303,159 13,355 X 28-5284 13355
147,641 6,504 X X 28-5284 6504
51,665 2,276 X X 28-00125 1962 314
TRIAD HOSPITALS INC COM 89579K109 73,516 1,407 X 28-5284 1376 31
10,659 204 X X 28-5284 204
TRIDENT MICROSYSTEMS INC COM 895919108 1,271,804 63,400 X MERCCPAD 63400
94,202 4,696 X X 28-00125 4696
TRIAD GTY INC COM 895925105 10,725 259 X X 28-5284 259
732,957 17,700 X MERCCPAD 17700
56,525 1,365 X X 28-00125 1365
37,062 895 X 18-11135 895
TRIBUNE CO NEW COM 896047107 166,458 5,184 X 28-5284 5184
346,692 10,797 X X 28-5284 10147 650
312,751 9,740 X X 28-00125 1800 7940
32,913 1,025 X 28-05921 1025
TRICO MARINE SERVICES INC COM NEW 896106200 22,356 600 X X 28-5284 600
COLUMN TOTAL 20,191,604
FILE NO.
PAGE 253 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TRIMBLE NAVIGATION LTD COM 896239100 16,641 620 X 28-5284 620
2,389 89 X X 28-5284 89
6,925 258 X 28-1500 258
TRIMERIS INC COM 896263100 138 20 X 28-5284 20
TRINITY INDS INC COM 896522109 6,288 150 X 28-5284 150
TRIQUINT SEMICONDUCTOR INC COM 89674K103 500 100 X X 28-5284 100
TRIUMPH GROUP INC NEW COM 896818101 4,981 90 X 28-5284 90
61,427 1,110 X 28-1500 1110
TRONOX INC COM CL B 897051207 1,622 116 X 28-5284 116
3,327 238 X X 28-5284 238
1,817 130 X X 28-00125 74 56
TRUE RELIGION APPAREL INC COM 89784N104 95,507 5,881 X X 28-00125 5881
TRUMP ENTMT RESORTS INC COM 89816T103 7,228 400 X X 28-5284 400
TRUSTCO BK CORP N Y COM 898349105 34,296 3,580 X 28-5284 3120 460
TRUSTMARK CORP COM 898402102 28,040 1,000 X 28-5284 1000
2,068,230 73,760 X X 28-00125 73760
TUESDAY MORNING CORP COM NEW 899035505 501,592 33,800 X MERCCPAD 33800
TUPPERWARE BRANDS CORP COM 899896104 69,804 2,800 X 28-5284 2800
54,846 2,200 X X 28-5284 2200
74,291 2,980 X X 28-00125 2300 680
3,116 125 X MERCBROK 125
TURKISH INVT FD INC COM 900145103 87,250 5,000 X 28-5284 5000
TWEEN BRANDS INC COM 901166108 40,221 1,126 X 18-11135 1126
II VI INC COM 902104108 81,240 2,400 X 28-5284 2400
1,592,169 47,036 X X 28-5284 47036
TYCO INTL GROUP S A DBCV 3.125% 1 902118BG2 22,024,500 15,000 X 28-11439 15000
COLUMN TOTAL 26,868,385
FILE NO.
PAGE 254 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD NEW COM 902124106 25,940,789 822,212 X 28-5284 779712 42500
8,784,656 278,436 X X 28-5284 231617 17569 29250
1,332,988 42,250 X MERCCPAD 42250
12,346,020 391,316 X X 28-00125 326494 1420 63402
2,735,480 86,703 X 28-05921 86703
97,016 3,075 X MERCBROK 3075
4,277,928 135,592 X 28-1500 111997 23595
690,945 21,900 X 28-11439 21900
200,469 6,354 X 28-4580 6354
TYSON FOODS INC CL A 902494103 15,664 807 X 28-5284 807
54,989 2,833 X X 28-5284 2833
UCBH HOLDINGS INC COM 90262T308 9,310 500 X 28-5284 500
968 52 X 18-11135 52
UDR INC COM 902653104 153,100 5,000 X 28-5284 5000
275,121 8,985 X X 28-5284 8985
4,385,090 143,210 X MERCCPAD 143210
780,045 25,475 X X 28-00125 24455 1020
UGI CORP NEW COM 902681105 132,108 4,946 X 28-5284 4406 540
693,979 25,982 X X 28-5284 25982
80,130 3,000 X X 28-00125 3000
2,831 106 X 18-11135 106
UIL HLDG CORP COM 902748102 4,511 130 X 28-5284 130
11,555 333 X X 28-5284 333
UST INC COM 902911106 477,175 8,230 X 28-5284 8230
3,223,920 55,604 X X 28-5284 55604
430,502 7,425 X X 28-00125 7025 400
3,210,237 55,368 X 28-1500 55368
57,980 1,000 X 28-4580 1000
USA TRUCK INC COM 902925106 33,287 2,142 X 28-1500 2142
U S ENERGY SYS INC COM 902951102 22,885 5,000 X X 28-5284 5000
U S GLOBAL INVS INC CL A 902952100 15,456 600 X 28-5284 600
COLUMN TOTAL 70,477,134
FILE NO.
PAGE 255 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
US BANCORP DEL COM NEW 902973304 95,700,755 2,736,653 X 28-5284 2647600 89053
21,856,495 625,007 X X 28-5284 500563 12213 112231
4,444,967 127,108 X X 28-00125 70698 605 55805
4,126 118 X MERCBROK 118
16,157,399 462,036 X 28-1500 368511 93525
891,735 25,500 X 28-11439 25500
39,586 1,132 X 28-4580 1132
URS CORP NEW COM 903236107 11,925 280 X 28-5284 280
12,777 300 X X 28-00125 300
USANA HEALTH SCIENCES INC COM 90328M107 372,148 7,940 X X 28-5284 7940
U S G CORP COM NEW 903293405 77,022 1,650 X 28-5284 1650
207,726 4,450 X X 28-5284 50 4400
102,696 2,200 X 28-1500 2200
USEC INC COM 90333E108 97,500 6,000 X X 28-5284 6000
1,625 100 X 28-1500 100
USI HLDGS CORP COM 90333H101 114,580 6,800 X X 28-00125 6800
U S PHYSICAL THERAPY INC COM 90337L108 67,888 4,877 X 28-1500 4877
U S AIRWAYS GROUP INC COM 90341W108 454,800 10,000 X X 28-5284 10000
ULTRA CLEAN HLDGS INC COM 90385V107 10,380 600 X X 28-5284 600
ULTRA PETROLEUM CORP COM 903914109 96,165 1,810 X 28-5284 1810
21,252 400 X X 28-5284 400
1,089,590 20,508 X X 28-00125 3058 3200 14250
318,780 6,000 X 28-1500 6000
584 11 X X 28-4580 11
ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 132,065 4,492 X 18-11135 4492
ULTRATECH INC COM 904034105 1,905 140 X 28-5284 140
UMPQUA HLDGS CORP COM 904214103 313,209 11,700 X 28-1500 11700
COLUMN TOTAL 142,599,680
FILE NO.
PAGE 256 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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UNDER ARMOUR INC CL A 904311107 1,672,380 32,600 X X 28-5284 32300 300
2,960,010 57,700 X MERCCPAD 57700
117,990 2,300 X X 28-00125 900 300 1100
76,950 1,500 X 28-1500 1500
UNIFIRST CORP MASS COM 904708104 3,837 100 X X 28-00125 100
UNILEVER PLC SPON ADR NEW 904767704 46,428 1,544 X 28-5284 1544
182,465 6,068 X X 28-5284 6068
7,611,920 253,140 X MERCCPAD 253140
33,318 1,108 X 28-1500 1108
38,640 1,285 X X 28-4580 1285
UNILEVER N V N Y SHS NEW 904784709 10,192,024 348,803 X 28-5284 338093 10710
11,984,262 410,139 X X 28-5284 403209 450 6480
407,298 13,939 X 28-05921 13939
8,766 300 X MERCBROK 300
5,084 174 X 18-11135 174
42,077 1,440 X 28-1500 1440
75,738 2,592 X 28-4580 2292 300
76,615 2,622 X X 28-4580 2622
UNION BANKSHARES CORP COM 905399101 260,697 10,050 X X 28-00125 10050
UNION BANKSHARES INC COM 905400107 86,080 4,000 X X 28-5284 4000
UNION PAC CORP COM 907818108 18,902,314 186,138 X 28-5284 176488 9650
17,009,219 167,496 X X 28-5284 154979 12517
6,021,813 59,299 X X 28-00125 51817 7482
4,671 46 X MERCBROK 46
152,325 1,500 X 28-1500 1500
1,495,933 14,731 X 28-11439 14731
101,550 1,000 X 28-4580 1000
329,022 3,240 X X 28-4580 3240
UNIONBANCAL CORP COM 908906100 6,525,918 102,900 X 28-1500 102900
UNISOURCE ENERGY CORP COM 909205106 7,135 190 X 28-5284 190
62,934 1,676 X X 28-00125 1676
83,136 2,214 X 18-11135 2214
COLUMN TOTAL 86,578,549
FILE NO.
PAGE 257 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP COM 909214108 1,686 200 X 28-5284 200
10,453 1,240 X X 28-5284 1240
1,265 150 X X 28-00125 150
1,012 120 X 28-1500 120
UNIT CORP COM 909218109 215,008 4,250 X 28-5284 4000 250
UNITED AUTO GROUP INC COM 909440109 8,120 400 X MERCBROK 400
UNITED BANKSHARES INC WEST V COM 909907107 643,606 18,373 X 28-5284 18183 190
109,294 3,120 X X 28-5284 3120
15,939 455 X X 28-00125 455
UNITED BANCORP INC OHIO COM 909911109 46,084 4,518 X 28-5284 4518
UNITED DOMINION REALTY TR IN NOTE 3.625% 910197AM4 9,956,012 10,000 X 28-11439 10000
UNITED FIRE & CAS CO COM 910331107 3,513 100 X X 28-5284 100
1,226,037 34,900 X MERCCPAD 34900
UNITED NAT FOODS INC COM 911163103 12,869 420 X 28-5284 200 220
182,308 5,950 X X 28-5284 5950
82,544 2,694 X 18-11135 2694
268,805 8,773 X 28-1500 1429 7344
UNITED ONLINE INC COM 911268100 210,450 15,000 X X 28-5284 15000
284,388 20,270 X X 28-00125 17215 535 2520
UNITED PARCEL SERVICE INC CL B 911312106 74,286,162 1,059,717 X 28-5284 985831 73886
31,083,392 443,415 X X 28-5284 440880 150 2385
5,221,819 74,491 X X 28-00125 60254 140 14097
473,315 6,752 X 28-05921 6752
14,020 200 X MERCBROK 200
813,440 11,604 X 28-1500 60 11544
38,555 550 X 28-4580 550
49,000 699 X X 28-4580 699
UNITED SEC BANCSHARES INC SHS 911459105 629,655 21,395 X 28-1500 21395
UNITED STATES OIL FUND LP UNITS 91232N108 800 15 X X 28-5284 15
6,145,920 115,200 X 28-1500 115200
U STORE IT TR COM 91274F104 1,551,252 77,100 X MERCCPAD 77100
226,752 11,270 X X 28-00125 10720 550
COLUMN TOTAL 133,813,475
FILE NO.
PAGE 258 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
UNITED STATES STL CORP NEW COM 912909108 641,630 6,470 X 28-5284 6470
123,963 1,250 X X 28-5284 1250
99,170 1,000 X X 28-00125 1000
60,593 611 X 18-11135 611
UNITED STATIONERS INC COM 913004107 9,587 160 X 28-5284 160
1,000,664 16,700 X MERCCPAD 16700
UNITED SURGICAL PARTNERS INT COM 913016309 161,753 5,250 X 28-5284 1325 3925
UNITED TECHNOLOGIES CORP COM 913017109 106,958,020 1,645,508 X 28-5284 1610743 34765
69,524,650 1,069,610 X X 28-5284 1037636 5388 26586
8,099,000 124,600 X MERCCPAD 124600
66,974,505 1,030,377 X X 28-00125 808783 3842 217752
37,375 575 X 28-05921 575
15,470 238 X MERCBROK 238
47,190 726 X 18-11135 726
632,450 9,730 X 28-1500 120 9610
2,020,135 31,079 X 28-4580 30579 500
2,178,670 33,518 X X 28-4580 33376 142
UNITED THERAPEUTICS CORP DEL COM 91307C102 21,512 400 X X 28-5284 400
2,194,224 40,800 X MERCCPAD 40800
UNITED UTILS PLC SPONSORED ADR 91311Q105 23,760 800 X X 28-5284 800
2,168 73 X 18-11135 73
UNITEDHEALTH GROUP INC COM 91324P102 10,549,929 199,168 X 28-5284 171168 28000
4,348,890 82,101 X X 28-5284 57341 24760
1,477,757 27,898 X X 28-00125 23248 4650
460,309 8,690 X 28-1500 8690
881,951 16,650 X 28-11439 16650
704,501 13,300 X 28-4580 13300
UNITRIN INC COM 913275103 975,432 20,723 X 28-5284 5823 14900
9,414 200 X X 28-00125 200
UNIVERSAL CORP VA COM 913456109 61,350 1,000 X X 28-5284 1000
15,338 250 X X 28-00125 100 150
UNIVERSAL DISPLAY CORP COM 91347P105 30,180 2,000 X 28-5284 2000
106,777 7,076 X 28-1500 7076
COLUMN TOTAL 280,448,317
FILE NO.
PAGE 259 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL FST PRODS INC COM 913543104 9,910 200 X 28-5284 100 100
54,505 1,100 X 18-11135 1100
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 162,663 4,550 X X 28-5284 3200 1350
UNIVERSAL HLTH SVCS INC CL B 913903100 17,178 300 X X 28-5284 300
933,338 16,300 X MERCCPAD 16300
UNUM GROUP COM 91529Y106 208,422 9,050 X 28-5284 9050
274,817 11,933 X X 28-5284 11933
93,893 4,077 X X 28-00125 3200 877
UPM KYMMENE CORP SPONSORED ADR 915436109 11,616 455 X X 28-00125 455
URBAN OUTFITTERS INC COM 917047102 74,758 2,820 X 28-5284 2820
63,624 2,400 X X 28-5284 2400
7,595,645 286,520 X MERCCPAD 286520
24,330,613 917,790 X X 28-00125 746160 2900 168730
2,651 100 X MERCBROK 100
1,299 49 X 18-11135 49
URSTADT BIDDLE PPTYS INS CL A 917286205 57,702 2,950 X 28-5284 2950
9,780 500 X X 28-5284 500
48,900 2,500 X X 28-00125 2500
UTSTARCOM INC COM 918076100 995 120 X 28-5284 120
VA SOFTWARE CORP COM 91819B105 1,209 300 X 28-1500 300
VCA ANTECH INC COM 918194101 38,126 1,050 X 28-5284 50 1000
12,709 350 X X 28-5284 350
170,657 4,700 X X 28-00125 4700
V F CORP COM 918204108 1,513,598 18,320 X 28-5284 15320 3000
1763,742,678 21,347,648 X X 28-5284 21347648
962,936 11,655 X X 28-00125 8840 185 2630
28,677,815 347,105 X X 28-4580 347105
VAIL RESORTS INC COM 91879Q109 9,290 171 X 28-5284 171
VALASSIS COMMUNICATIONS INC COM 918866104 51,570 3,000 X X 28-00125 3000
VALHI INC NEW COM 918905100 4,910 372 X 28-5284 372
COLUMN TOTAL 1,829,137,807
FILE NO.
PAGE 260 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
VALENCE TECHNOLOGY INC COM 918914102 236 200 X 28-5284 200
2,360 2,000 X X 28-5284 2000
VALERO L P COM UT LTD PRT 91913W104 23,310 350 X 28-05921 350
VALERO ENERGY CORP NEW COM 91913Y100 489,608 7,592 X 28-5284 7592
1,222,537 18,957 X X 28-5284 18257 700
260,540 4,040 X X 28-00125 3800 240
101,830 1,579 X 18-11135 1579
233,776 3,625 X 28-1500 3625
769,882 11,938 X 28-11439 11938
51,979 806 X 28-4580 806
774 12 X X 28-4580 12
VALLEY NATL BANCORP COM 919794107 103,727 4,108 X 28-5284 4108
50,172 1,987 X X 28-5284 1987
VALMONT INDS INC COM 920253101 5,205 90 X 28-5284 90
VALSPAR CORP COM 920355104 228,401 8,207 X 28-5284 8207
461,978 16,600 X X 28-5284 16600
859,947 30,900 X MERCCPAD 30900
11,132 400 X X 28-00125 400
VALUECLICK INC COM 92046N102 36,660 1,403 X X 28-5284 1403
113,927 4,360 X X 28-00125 4360
15,756 603 X 28-1500 603
VALUEVISION MEDIA INC CL A 92047K107 24,720 2,000 X X 28-4580 2000
VAN KAMPEN HIGH INCOME TR II SH BEN INT 920913100 3,168 786 X X 28-5284 786
VAN KAMPEN MUN TR SH BEN INT 920919107 103,811 6,646 X 28-5284 6646
15,620 1,000 X 28-1500 1000
VAN KAMPEN TR INSD MUNS COM 920928108 50,071 3,365 X X 28-5284 3365
VAN KAMPEN TR INVT GRADE MUN COM 920929106 112,578 7,166 X 28-5284 7166
23,565 1,500 X X 28-5284 1500
VAN KAMPEN MUN OPPORTUNITY T COM 920935103 91,162 5,855 X 28-5284 5855
4,671 300 X X 28-5284 300
47,753 3,067 X X 28-00125 3067
COLUMN TOTAL 5,520,856
FILE NO.
PAGE 261 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
VAN KAMPEN SENIOR INCOME TR COM 920961109 78,977 8,844 X 28-5284 8844
36,613 4,100 X X 28-5284 4100
9,823 1,100 X 28-05921 1100
VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K107 73,268 5,348 X 28-5284 5348
6,795 496 X X 28-5284 496
VAN KAMPEN SELECT SECTOR MUN COM 92112M103 54,440 4,000 X 28-5284 4000
VAN KAMPEN PA VALUE MUN INCO COM 92112T108 467,841 32,022 X 28-5284 32022
246,003 16,838 X X 28-5284 16838
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 701,428 11,480 X 28-5284 11480
137,170 2,245 X X 28-5284 2245
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 224,523 3,420 X 28-5284 3420
1,070,095 16,300 X X 28-5284 16300
48,318 736 X 28-4580 736
VANGUARD WORLD FDS ENERGY ETF 92204A306 101,120 1,147 X 28-5284 1147
42,140 478 X X 28-5284 478
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 591,685 10,235 X 28-5284 10235
11,562 200 X X 28-5284 200
34,686 600 X 28-4580 600
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 1,158,112 17,337 X 28-5284 17337
459,250 6,875 X X 28-5284 6875
VANGUARD WORLD FDS INF TECH ETF 92204A702 4,377,135 83,565 X 28-5284 83565
2,877,495 54,935 X X 28-5284 54935
104,708 1,999 X 28-4580 1999
VANGUARD WORLD FDS MATERIALS ETF 92204A801 1,627,828 20,934 X 28-5284 20798 136
368,038 4,733 X X 28-5284 4733
VANGUARD WORLD FDS UTILITIES ETF 92204A876 41,665 500 X 28-5284 500
58,331 700 X X 28-4580 700
VANGUARD WORLD FDS TELCOMM ETF 92204A884 169,079 2,205 X 28-5284 2205
19,170 250 X X 28-5284 250
COLUMN TOTAL 15,197,298
FILE NO.
PAGE 262 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 2,945,716 37,349 X 28-5284 37249 100
4,984,584 63,200 X X 28-5284 62697 503
7,887 100 X MERCBROK 100
26,421 335 X 28-1500 335
109,077 1,383 X 28-4580 1383
180,218 2,285 X X 28-4580 2285
VANGUARD INTL EQUITY INDEX F PACIFIC ETF 922042866 485,958 7,049 X 28-5284 5734 1315
418,811 6,075 X X 28-5284 6075
47,982 696 X 28-4580 696
VANGUARD INTL EQUITY INDEX F EURPEAN ETF 922042874 583,175 8,223 X 28-5284 8223
238,008 3,356 X X 28-5284 3356
51,204 722 X 28-4580 722
VARIAN MED SYS INC COM 92220P105 8,531,741 178,900 X 28-5284 170860 8040
3,179,492 66,670 X X 28-5284 65870 800
1,566,569 32,849 X X 28-00125 24837 8012
806,009 16,901 X 28-1500 6211 10690
66,766 1,400 X X 28-4580 1400
VARIAN INC COM 922206107 5,826 100 X 28-5284 100
11,652 200 X X 28-5284 200
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 24,021 450 X 28-5284 150 300
16,014 300 X X 28-5284 300
1,505,316 28,200 X MERCCPAD 28200
VASCO DATA SEC INTL INC COM 92230Y104 1,074,881 60,150 X X 28-5284 60150
VECTREN CORP COM 92240G101 237,494 8,304 X 28-5284 8304
346,232 12,106 X X 28-5284 12106
40,755 1,425 X X 28-00125 1425
VECTOR GROUP LTD COM 92240M108 13,640 729 X 28-5284 729
65,485 3,500 X 28-1500 3500
VEECO INSTRS INC DEL COM 922417100 2,925 150 X 28-5284 150
69,167 3,547 X 28-1500 3547
COLUMN TOTAL 27,643,026
FILE NO.
PAGE 263 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
VENTAS INC COM 92276F100 393,958 9,351 X 28-5284 5000 4351
116,953 2,776 X X 28-5284 2776
3,395,678 80,600 X MERCCPAD 80600
509,352 12,090 X X 28-00125 11300 790
241,405 5,730 X 28-1500 5730
VANGUARD INDEX FDS REIT ETF 922908553 100,775 1,270 X 28-5284 1270
21,028 265 X X 28-5284 265
VANGUARD INDEX FDS SML CP GRW ETF 922908595 191,100 2,791 X 28-5284 2416 375
7,326 107 X X 28-5284 107
VANGUARD INDEX FDS SM CP VAL ETF 922908611 159,355 2,198 X 28-5284 1823 375
7,105 98 X X 28-5284 98
VANGUARD INDEX FDS MID CAP ETF 922908629 1,500,042 19,766 X 28-5284 19766
406,239 5,353 X X 28-5284 5198 155
94,863 1,250 X 28-4580 1250
VANGUARD INDEX FDS LARGE CAP ETF 922908637 6,681,505 105,503 X 28-5284 105503
1,211,440 19,129 X X 28-5284 12799 6330
6,333 100 X MERCBROK 100
873,321 13,790 X X 28-4580 13790
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 31,929 300 X 28-5284 300
70,244 660 X X 28-5284 660
269,800 2,535 X 28-1500 2535
VANGUARD INDEX FDS GROWTH ETF 922908736 2,122,703 36,329 X 28-5284 35929 400
1,714,278 29,339 X X 28-5284 2909 26430
VANGUARD INDEX FDS VALUE ETF 922908744 3,369,644 49,271 X 28-5284 49271
933,113 13,644 X X 28-5284 4874 8770
53,139 777 X X 28-4580 777
VANGUARD INDEX FDS SMALL CP ETF 922908751 1,064,509 15,093 X 28-5284 15093
577,782 8,192 X X 28-5284 3497 4530 165
94,228 1,336 X 28-4580 1336
VANGUARD INDEX FDS STK MRK ETF 922908769 14,283,519 100,965 X 28-5284 100792 173
21,920,777 154,950 X X 28-5284 17581 137369
COLUMN TOTAL 62,423,443
FILE NO.
PAGE 264 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 66,888 900 X 28-5284 900
74,320 1,000 X X 28-5284 1000
VERIFONE HLDGS INC COM 92342Y109 1,575,717 42,900 X MERCCPAD 42900
VERISIGN INC COM 92343E102 101,686 4,048 X 28-5284 4048
419,504 16,700 X X 28-5284 9800 6900
149,238 5,941 X 28-1500 5941
VERIZON COMMUNICATIONS COM 92343V104 70,109,530 1,848,880 X 28-5284 1817890 30990
117,460,158 3,097,578 X X 28-5284 2413598 7153 676827
990,091 26,110 X MERCCPAD 26110
28,406,972 749,129 X X 28-00125 630782 3018 115329
1,376,193 36,292 X 28-05921 36292
257,818 6,799 X MERCBROK 6799
99,957 2,636 X 18-11135 2636
715,550 18,870 X 28-1500 18870
1,360,570 35,880 X 28-4580 35880
1,554,341 40,990 X X 28-4580 39441 590 959
VERTEX PHARMACEUTICALS INC COM 92532F100 52,463 1,871 X 28-5284 1871
VIAD CORP COM NEW 92552R406 20,728 537 X 28-5284 537
3,860 100 X X 28-5284 100
VIASAT INC COM 92552V100 4,286 130 X 28-5284 130
13,188 400 X X 28-5284 400
24,728 750 X X 28-00125 750
79,062 2,398 X 28-1500 2398
VIACOM INC NEW CL A 92553P102 74,401 1,812 X 28-5284 1415 397
72,882 1,775 X X 28-5284 1422 353
VIACOM INC NEW CL B 92553P201 3,277,865 79,734 X 28-5284 57479 22255
2,892,541 70,361 X X 28-5284 53956 16405
798,274 19,418 X X 28-00125 16783 2635
2,138 52 X MERCBROK 52
370 9 X 18-11135 9
483,330 11,757 X 28-1500 3376 8381
4,111 100 X 28-4580 100
86,660 2,108 X X 28-4580 2108
VIASYS HEALTHCARE INC COM NEW 92553Q209 5,778 170 X 28-5284 170
COLUMN TOTAL 232,615,198
FILE NO.
PAGE 265 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
VICAL INC COM 925602104 482 100 X X 28-5284 100
VICOR CORP COM 925815102 1,102 110 X 28-5284 110
VIEWPOINT FINL GROUP COM 926727108 173,500 10,000 X X 28-5284 10000
VILLAGE BK & TR FINANCIAL CO COM 92705T101 1,173,904 73,369 X X 28-5284 73369
VIRGINIA FINL GROUP INC COM 927810101 52,508 2,025 X X 28-5284 2025
104,550 4,032 X X 28-00125 2977 1055
129,650 5,000 X 28-1500 5000
VIROPHARMA INC COM 928241108 3,229 225 X 28-5284 225
2,870 200 X X 28-5284 200
77,490 5,400 X X 28-00125 5400
VISHAY INTERTECHNOLOGY INC COM 928298108 90,171 6,450 X 28-5284 6450
111,043 7,943 X X 28-5284 7943
1,175,718 84,100 X MERCCPAD 84100
VISICU INC COM 92831L204 15,600 2,000 X X 28-00125 2000
VISTEON CORP COM 92839U107 5,568 652 X X 28-5284 652
111 13 X X 28-00125 13
196 23 X 28-4580 23
VITAL SIGNS INC COM 928469105 2,079 40 X 28-5284 40
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 2,827,633 105,273 X 28-5284 81049 24224
3,249,818 120,991 X X 28-5284 102845 18146
694,626 25,861 X MERCCPAD 25861
15,602,840 580,895 X X 28-00125 483403 1193 96299
735,481 27,382 X 28-05921 27382
1,155 43 X MERCBROK 43
182,433 6,792 X 18-11135 6792
99,248 3,695 X 28-1500 3695
58,850 2,191 X 28-4580 2191
52,860 1,968 X X 28-4580 1968
VOLCOM INC COM 92864N101 1,470,608 42,800 X MERCCPAD 42800
VOLCANO CORPORATION COM 928645100 4,503 250 X X 28-00125 250
COLUMN TOTAL 28,099,826
FILE NO.
PAGE 266 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
VOLT INFORMATION SCIENCES IN COM 928703107 1,964 75 X 28-5284 75
VONAGE HLDGS CORP COM 92886T201 2,456 712 X 28-5284 712
VORNADO RLTY TR SH BEN INT 929042109 430,459 3,607 X 28-5284 3607
220,421 1,847 X X 28-5284 1847
9,381,317 78,610 X MERCCPAD 78610
1,717,303 14,390 X X 28-00125 11770 2620
1,074 9 X 18-11135 9
47,736 400 X 28-1500 400
VORNADO RLTY TR PFD CONV SER A 929042208 83,000 500 X 28-5284 500
VULCAN MATLS CO COM 929160109 3,045,020 26,142 X 28-5284 14139 12003
420,493 3,610 X X 28-5284 3610
407,680 3,500 X X 28-00125 500 3000
WCI CMNTYS INC COM 92923C104 8,536 400 X 28-5284 400
4,268 200 X X 28-5284 200
503,624 23,600 X MERCCPAD 23600
WD-40 CO COM 929236107 12,684 400 X 28-5284 300 100
3,171 100 X X 28-5284 100
31,710 1,000 X X 28-00125 1000
31,710 1,000 X 28-1500 1000
WGL HLDGS INC COM 92924F106 88,265 2,760 X 28-5284 2760
223,860 7,000 X X 28-5284 1800 5200
287,820 9,000 X X 28-00125 7100 1900
W-H ENERGY SVCS INC COM 92925E108 2,411,784 51,600 X MERCCPAD 51600
46,740 1,000 X 28-1500 1000
WMS INDS INC COM 929297109 1,294,920 33,000 X MERCCPAD 33000
74,556 1,900 X X 28-00125 1900
W P CAREY & CO LLC COM 92930Y107 1,245,268 37,317 X 28-5284 37317
709,513 21,262 X X 28-5284 21262
50,055 1,500 X X 28-00125 1500
WPP GROUP PLC SPON ADR 0905 929309409 4,483 59 X X 28-5284 59
679,807 8,946 X 28-05921 8946
1,292 17 X 18-11135 17
COLUMN TOTAL 23,472,989
FILE NO.
PAGE 267 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
WSFS FINL CORP COM 929328102 38,688 600 X 28-5284 600
16,700 259 X 28-4580 259
WVS FINL CORP COM 929358109 34,400 2,000 X 28-5284 2000
WABASH NATL CORP COM 929566107 7,402 480 X 28-5284 300 180
WABTEC CORP COM 929740108 2,167,697 62,850 X 28-5284 1200 61650
5,876,061 170,370 X X 28-5284 15500 154870
1,414,090 41,000 X MERCCPAD 41000
839,487 24,340 X X 28-00125 24340
9,291,675 269,402 X 28-4580 269402
WACHOVIA CORP 2ND NEW COM 929903102 66,294,843 1,204,266 X 28-5284 1166982 300 36984
61,255,676 1,112,728 X X 28-5284 1043655 9745 59328
13,594,102 246,941 X MERCCPAD 246941
66,246,895 1,203,395 X X 28-00125 1037821 4110 161464
805,106 14,625 X 28-05921 14625
84,116 1,528 X MERCBROK 1528
225,210 4,091 X 18-11135 4091
14,203,395 258,009 X 28-1500 239077 18932
2,280,611 41,428 X 28-4580 41318 110
1,320,870 23,994 X X 28-4580 23994
WACOAL HOLDINGS CORP ADR 930004205 377 6 X 18-11135 6
WADDELL & REED FINL INC CL A 930059100 104,170 4,467 X 28-5284 4467
6,996 300 X X 28-00125 300
75,953 3,257 X 28-05921 3257
WAL MART STORES INC COM 931142103 79,384,938 1,690,840 X 28-5284 1626965 63875
60,142,574 1,280,992 X X 28-5284 1216781 7536 56675
1,189,103 25,327 X MERCCPAD 25327
17,161,774 365,533 X X 28-00125 314331 840 50362
1,823,820 38,846 X 28-05921 38846
68,359 1,456 X MERCBROK 1456
939 20 X 18-11135 20
1,451,694 30,920 X 28-1500 75 30845
1,287,839 27,430 X 28-4580 27230 200
632,792 13,478 X X 28-4580 11922 1556
COLUMN TOTAL 409,328,352
FILE NO.
PAGE 268 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
WALGREEN CO COM 931422109 63,901,091 1,392,484 X 28-5284 1279718 112766
29,048,967 633,013 X X 28-5284 609429 300 23284
8,013,312 174,620 X MERCCPAD 174620
17,704,224 385,797 X X 28-00125 294084 925 90788
1,457,008 31,750 X 28-05921 31750
169,793 3,700 X MERCBROK 3700
57,317 1,249 X 18-11135 1249
1,879,930 40,966 X 28-1500 8355 32611
191,591 4,175 X 28-4580 4175
WALTER INDS INC COM 93317Q105 1,856 75 X X 28-5284 75
371,250 15,000 X MERCCPAD 15000
12,375 500 X X 28-00125 500
WASHINGTON MUT INC COM 939322103 42,594,601 1,054,844 X 28-5284 1021648 33196
14,400,639 356,628 X X 28-5284 332112 6350 18166
1,433,490 35,500 X MERCCPAD 35500
7,194,262 178,164 X X 28-00125 158425 1590 18149
40,380 1,000 X 28-05921 1000
150,375 3,724 X MERCBROK 3724
6,663 165 X 18-11135 165
3,703,492 91,716 X 28-1500 80561 11155
5,364,725 132,856 X 28-11439 132856
118,112 2,925 X 28-4580 2925
214,014 5,300 X X 28-4580 5300
WASHINGTON POST CO CL B 939640108 379,460 497 X 28-5284 497
236,685 310 X X 28-5284 150 160
2,815,788 3,688 X X 28-00125 2861 827
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 104,776 2,800 X 28-5284 2800
250,714 6,700 X X 28-5284 6700
804,530 21,500 X MERCCPAD 21500
367,652 9,825 X X 28-00125 5825 4000
172,132 4,600 X 28-1500 4600
93,550 2,500 X X 28-4580 2500
WASHINGTON SVGBK FSB WALDRF COM 939696100 21,450 2,500 X X 28-5284 2500
WASHINGTON TR BANCORP COM 940610108 109,787 4,095 X X 28-5284 4095
WASTE CONNECTIONS INC COM 941053100 31,557 1,054 X 28-5284 117 937
COLUMN TOTAL 203,417,548
FILE NO.
PAGE 269 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC DEL COM 94106L109 1,972,725 57,330 X 28-5284 35330 22000
1,247,844 36,264 X X 28-5284 18364 17900
92,907 2,700 X X 28-00125 1250 1450
1,755 51 X 18-11135 51
440,861 12,812 X 28-1500 115 12697
2,890 84 X X 28-4580 84
WATERS CORP COM 941848103 43,077,586 742,717 X 28-5284 705797 36920
8,630,516 148,802 X X 28-5284 142770 3275 2757
179,162 3,089 X X 28-00125 3089
6,851,482 118,129 X 28-1500 100321 17808
WATSCO INC COM 942622200 6,639 130 X 28-5284 130
WATSON PHARMACEUTICALS INC COM 942683103 17,180 650 X X 28-5284 650
WATSON WYATT WORLDWIDE INC CL A 942712100 210,995 4,337 X X 28-00125 4337
WATTS WATER TECHNOLOGIES INC CL A 942749102 5,705 150 X 28-5284 150
64,651 1,700 X X 28-5284 1700
11,409 300 X X 28-00125 300
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 7,250 500 X 28-5284 500
WEBSENSE INC COM 947684106 481,870 20,960 X MERCCPAD 20960
258,178 11,230 X X 28-00125 11230
WEBSIDESTORY INC COM 947685103 103,600 8,000 X X 28-5284 8000
WEBSTER FINL CORP CONN COM 947890109 43,209 900 X 28-5284 900
240,050 5,000 X X 28-5284 3000 2000
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,320,979 27,775 X 28-5284 27775
3,034,233 63,798 X X 28-5284 19550 44248
2,412,243 50,720 X MERCCPAD 50720
688,336 14,473 X X 28-00125 9603 4870
26,729 562 X MERCBROK 562
WEIS MKTS INC COM 948849104 11,175 250 X X 28-5284 250
WELLCARE HEALTH PLANS INC COM 94946T106 947,980 11,120 X X 28-5284 10720 400
WELLMAN INC COM 949702104 22,032 6,120 X 28-5284 6000 120
COLUMN TOTAL 72,412,171
FILE NO.
PAGE 270 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
WELLPOINT INC COM 94973V107 34,467,581 425,001 X 28-5284 415138 9863
13,604,849 167,754 X X 28-5284 150146 2905 14703
899,156 11,087 X X 28-00125 5219 5868
18,248 225 X 28-05921 225
65,367 806 X 28-1500 806
852,280 10,509 X 28-4580 10124 385
197,073 2,430 X X 28-4580 2430
WELLS FARGO & CO NEW COM 949746101 100,585,455 2,921,448 X 28-5284 2902497 18951
116,791,105 3,392,132 X X 28-5284 3325826 23450 42856
25,298,269 734,774 X X 28-00125 557182 3750 173842
87,797 2,550 X 28-05921 2550
79,740 2,316 X MERCBROK 2316
164,816 4,787 X 18-11135 4787
323,642 9,400 X 28-1500 9400
1,528,692 44,400 X 28-11439 44400
1,119,182 32,506 X 28-4580 32506
983,321 28,560 X X 28-4580 28560
WENDYS INTL INC COM 950590109 76,560 2,446 X 28-5284 2446
59,439 1,899 X X 28-5284 1899
18,780 600 X X 28-00125 300 300
WERNER ENTERPRISES INC COM 950755108 45,425 2,500 X 28-5284 2500
WESBANCO INC COM 950810101 2,101,352 68,071 X 28-5284 68071
565,538 18,320 X X 28-5284 18320
WESCO INTL INC COM 95082P105 84,753 1,350 X 28-5284 1350
674,885 10,750 X X 28-5284 10750
112,690 1,795 X X 28-00125 1795
WEST PHARMACEUTICAL SVSC INC COM 955306105 236,793 5,100 X 28-5284 5100
48,752 1,050 X X 28-5284 380 670
WESTAIM CORP COM 956909105 210 250 X 28-5284 250
WESTAR ENERGY INC COM 95709T100 64,672 2,350 X 28-5284 2350
9,632 350 X X 28-5284 350
16,512 600 X X 28-00125 600
WESTAMERICA BANCORPORATION COM 957090103 18,786 390 X 28-5284 390
COLUMN TOTAL 301,201,352
FILE NO.
PAGE 271 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
WESTERN ASSET EMRG MKT INCM COM 95766F100 11,760 800 X 28-1500 800
WESTERN ASSET HIGH INCM FD I COM 95766J102 22,580 2,000 X X 28-5284 2000
WESTERN ASST MNG MUN FD INC COM 95766M105 71,190 6,300 X X 28-5284 6300
WESTERN ASSET MUN HI INCM FD COM 95766N103 16,475 2,034 X 28-5284 2034
WESTERN ASST MN PRT FD INC COM 95766P108 23,426 1,700 X X 28-5284 1700
WESTERN ASSET INFL MGMT FD I COM 95766U107 12,075 750 X X 28-5284 750
WESTERN ASSET 2008 WW DLR GO COM 95766W103 20,783 1,985 X X 28-5284 1985
WESTERN ASSET WORLDWIDE INCO COM 957668106 6,825 500 X X 28-5284 500
WESTERN DIGITAL CORP COM 958102105 6,220 370 X 28-5284 370
WESTERN REFNG INC COM 959319104 11,706 300 X 28-5284 300
7,804 200 X X 28-5284 200
WESTERN UN CO COM 959802109 17,155,023 781,550 X 28-5284 768090 13460
6,466,470 294,600 X X 28-5284 287010 2292 5298
2,121,424 96,648 X X 28-00125 79512 17136
921,285 41,972 X 28-05921 41972
1,955,833 89,104 X 28-1500 62572 26532
13,170 600 X 28-4580 600
42,407 1,932 X X 28-4580 1932
WESTFIELD FINANCIAL INC NEW COM 96008P104 73,861 6,890 X X 28-00125 6890
WESTPAC BKG CORP SPONSORED ADR 961214301 721,737 6,761 X 28-05921 6761
1,174 11 X 18-11135 11
WESTSIDE ENERGY CORP COM 96149R100 10,200 4,000 X 28-5284 4000
WESTWOOD ONE INC COM 961815107 74,196 10,800 X X 28-00125 10800
COLUMN TOTAL 29,767,624
FILE NO.
PAGE 272 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
WEYERHAEUSER CO COM 962166104 820,346 10,976 X 28-5284 10826 150
1,759,380 23,540 X X 28-5284 23090 450
1,207,499 16,156 X X 28-00125 10087 200 5869
2,990 40 X MERCBROK 40
2,317 31 X 18-11135 31
14,948 200 X 28-1500 200
WHIRLPOOL CORP COM 963320106 99,515 1,172 X 28-5284 1172
120,063 1,414 X X 28-5284 1414
627,825 7,394 X X 28-00125 4187 80 3127
27,426 323 X 28-1500 323
84,910 1,000 X 28-11439 1000
WHITING PETE CORP NEW COM 966387102 70,938 1,800 X X 28-5284 1800
1,328,117 33,700 X MERCCPAD 33700
WHITNEY HLDG CORP COM 966612103 10,305 337 X 28-5284 337
279,532 9,141 X X 28-5284 5991 3150
72,628 2,375 X 18-11135 2375
WHITTIER ENERGY CORP COM NEW 966785305 76,395 6,945 X 28-1500 6945
WHOLE FOODS MKT INC COM 966837106 245,150 5,466 X 28-5284 2191 3275
376,516 8,395 X X 28-5284 8395
4,802,987 107,090 X MERCCPAD 107090
7,381,862 164,590 X X 28-00125 124395 1075 39120
897 20 X 18-11135 20
335,209 7,474 X 28-1500 662 6812
62,790 1,400 X 28-4580 1400
4,485 100 X X 28-4580 100
WILD OATS MARKETS INC COM 96808B107 67,340 3,700 X 28-5284 3700
18,200 1,000 X X 28-5284 1000
WILEY JOHN & SONS INC CL A 968223206 325,151 8,611 X 28-5284 8611
WILLIAMS COS INC DEL COM 969457100 158,124 5,556 X 28-5284 5556
1,049,463 36,875 X X 28-5284 29000 7875
207,758 7,300 X X 28-00125 6100 1200
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 47,730 1,000 X X 28-5284 1000
WILLIAMS SCOTSMAN INTL INC COM 96950G102 1,559,038 79,300 X MERCCPAD 79300
COLUMN TOTAL 23,247,834
FILE NO.
PAGE 273 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
WILLIAMS SONOMA INC COM 969904101 105,671 2,980 X 28-5284 2980
14,184 400 X X 28-5284 400
59,892 1,689 X 28-1500 1689
WILMINGTON TRUST CORP COM 971807102 3,515,629 83,368 X 28-5284 83368
1,164,946 27,625 X X 28-5284 17425 10200
68,315 1,620 X X 28-00125 1520 100
906,655 21,500 X 28-4580 21500
4,704,612 111,563 X X 28-4580 109334 2229
WILSHIRE BANCORP INC COM 97186T108 65,600 4,000 X 28-5284 4000
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 3,993 50 X 28-5284 50
WIND RIVER SYSTEMS INC COM 973149107 8,449 850 X 28-5284 850
WINDSTREAM CORP COM 97381W104 3,528,758 240,215 X 28-5284 234674 5541
3,025,729 205,972 X X 28-5284 170161 599 35212
128,523 8,749 X X 28-00125 4012 4737
28,087 1,912 X 28-05921 1912
558 38 X 18-11135 38
4,583 312 X 28-1500 312
21,741 1,480 X 28-4580 1480
22,461 1,529 X X 28-4580 1529
WINNEBAGO INDS INC COM 974637100 5,717 170 X 28-5284 10 160
WINTRUST FINANCIAL CORP COM 97650W108 200,745 4,500 X X 28-00125 4500
4,996 112 X 28-1500 112
WIPRO LTD SPON ADR 1 SH 97651M109 1,575 100 X X 28-5284 100
23,625 1,500 X 28-1500 1500
WIRELESS FACILITIES INC COM 97653A103 36,214 27,857 X 28-1500 27857
WISCONSIN ENERGY CORP COM 976657106 73,023 1,505 X 28-5284 1505
118,534 2,443 X X 28-5284 2443
1,371,175 28,260 X X 28-00125 25960 2300
WISDOMTREE TRUST LARGECAP DIVID 97717W307 29,000 500 X 28-5284 500
3,154,620 54,390 X 28-1500 54390
WISDOMTREE TRUST DIVID TOP 100 97717W406 3,158,094 52,926 X 28-1500 52926
COLUMN TOTAL 25,555,704
FILE NO.
PAGE 274 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
WISDOMTREE TRUST INTL DV TOP100 97717W786 7,429,266 111,150 X 28-1500 111150
WISDOMTREE TRUST INTL LRGCAP DV 97717W794 132,090 2,100 X X 28-5284 2100
47,427 754 X 28-1500 754
WISDOMTREE TRUST DIEFA HG YD EQ 97717W802 16,010 250 X X 28-5284 250
WOLSELEY PLC SPONSORED ADR 97786P100 156,988 6,610 X 18-11135 6610
WOLVERINE WORLD WIDE INC COM 978097103 10,999 385 X 28-5284 100 285
925,668 32,400 X MERCCPAD 32400
WOODWARD GOVERNOR CO COM 980745103 6,587 160 X 28-5284 160
41,170 1,000 X X 28-00125 1000
WORLDGATE COMMUNICATIONS INC COM 98156L307 70 100 X 28-5284 100
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,304 80 X X 28-5284 80
WORTHINGTON INDS INC COM 981811102 294,294 14,300 X 28-5284 14300
121,422 5,900 X X 28-5284 5900
1,493,491 72,570 X X 28-00125 60650 11920
1,832 89 X MERCBROK 89
WRIGHT MED GROUP INC COM 98235T107 75,340 3,380 X X 28-00125 3380
2,229 100 X 28-1500 100
WRIGLEY WM JR CO COM 982526105 8,973,000 176,183 X 28-5284 176090 93
5,715,721 112,227 X X 28-5284 110052 800 1375
144,030 2,828 X X 28-00125 2828
925,907 18,180 X 28-05921 18180
1,120 22 X 18-11135 22
437,285 8,586 X 28-4580 8586
43,902 862 X X 28-4580 862
COLUMN TOTAL 26,997,152
FILE NO.
PAGE 275 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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WYETH COM 983024100 139,301,981 2,784,369 X 28-5284 2701767 270 82332
127,288,878 2,544,251 X X 28-5284 2297229 19508 227514
431,759 8,630 X MERCCPAD 8630
61,852,639 1,236,311 X X 28-00125 1025831 1495 208985
1,667,000 33,320 X 28-05921 33320
138,183 2,762 X MERCBROK 2762
2,101 42 X 18-11135 42
3,365,918 67,278 X 28-1500 56111 11167
2,718,080 54,329 X 28-4580 54106 223
5,087,351 101,686 X X 28-4580 99393 2293
WYNDHAM WORLDWIDE CORP COM 98310W108 58,055 1,700 X 28-5284 1700
348,535 10,206 X X 28-5284 2766 7440
3,415 100 X X 28-00125 100
478 14 X 18-11135 14
12,089 354 X 28-1500 354
19,124 560 X 28-4580 560
WYNN RESORTS LTD DBCV 6.000% 7 983134AB3 13,482,165 3,265 X 28-11439 3265
WYNN RESORTS LTD COM 983134107 3,130 33 X 28-5284 33
18,972 200 X X 28-5284 200
6,640 70 X X 28-00125 70
569 6 X X 28-4580 6
XM SATELLITE RADIO HLDGS INC CL A 983759101 58,476 4,526 X 28-5284 4526
9,109 705 X X 28-5284 705
38,760 3,000 X X 28-00125 1000 2000
2,584 200 X 28-1500 200
109,407 8,468 X 28-11439 8468
XTO ENERGY INC COM 98385X106 11,581,682 211,306 X 28-5284 200829 400 10077
2,992,462 54,597 X X 28-5284 52987 1583 27
303,647 5,540 X X 28-00125 1080 4460
94,931 1,732 X 18-11135 1732
1,160,054 21,165 X 28-11439 21165
84,407 1,540 X 28-4580 1540
X-RITE INC COM 983857103 1,425 110 X 28-5284 110
12,950 1,000 X X 28-5284 1000
COLUMN TOTAL 372,256,956
FILE NO.
PAGE 276 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
------------------------------------------------------------------------------------------------------------------------------------
XCEL ENERGY INC COM 98389B100 516,762 20,930 X 28-5284 20930
1,182,552 47,896 X X 28-5284 42896 5000
8,773,196 355,334 X X 28-00125 291407 2680 61247
25,283 1,024 X MERCBROK 1024
2,741 111 X 28-1500 111
49,380 2,000 X X 28-4580 2000
XILINX INC COM 983919101 584,225 22,706 X 28-5284 22706
30,619 1,190 X X 28-5284 1190
5,146 200 X MERCBROK 200
27,505 1,069 X 18-11135 1069
15,953 620 X 28-1500 420 200
XEROX CORP COM 984121103 377,204 22,333 X 28-5284 9633 12700
309,357 18,316 X X 28-5284 13616 4700
54,335 3,217 X X 28-00125 2467 750
4,527 268 X MERCBROK 268
2,956 175 X 28-1500 175
15,708 930 X 28-4580 930
25,335 1,500 X X 28-4580 1500
YRC WORLDWIDE INC COM 984249102 96,528 2,400 X 28-5284 2400
72,396 1,800 X X 28-5284 1800
567,102 14,100 X MERCCPAD 14100
300,645 7,475 X 28-1500 662 6813
YAHOO INC FRNT 4 984332AB2 3,879,500 2,500 X 28-11439 2500
YAHOO INC COM 984332106 2,148,935 68,678 X 28-5284 22668 46010
465,282 14,870 X X 28-5284 14870
5,141,573 164,320 X MERCCPAD 164320
12,500,668 399,510 X X 28-00125 317674 725 81111
32,542 1,040 X 28-1500 1040
YAMANA GOLD INC COM 98462Y100 28,720 2,000 X X 28-5284 2000
211,092 14,700 X 28-1500 14700
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 4,808 100 X 28-5284 100
YARDVILLE NATL BANCORP COM 985021104 43,572 1,200 X 28-5284 1200
72,620 2,000 X X 28-00125 2000
COLUMN TOTAL 37,568,767
FILE NO.
PAGE 277 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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YORK WTR CO COM 987184108 2,550 150 X 28-5284 150
5,100 300 X X 28-5284 300
YUM BRANDS INC COM 988498101 3,569,510 61,799 X 28-5284 60779 1020
3,830,412 66,316 X X 28-5284 58006 8310
1,229,479 21,286 X X 28-00125 17730 3556
11,552 200 X 28-4580 200
ZALE CORP NEW COM 988858106 6,595 250 X 28-5284 250
1,136,978 43,100 X MERCCPAD 43100
63,312 2,400 X X 28-00125 2400
ZEBRA TECHNOLOGIES CORP CL A 989207105 63,320 1,640 X 28-5284 1640
17,375 450 X X 28-5284 450
252,007 6,527 X 28-1500 614 5913
ZENITH NATL INS CORP COM 989390109 9,454 200 X 28-5284 200
ZHONE TECHNOLOGIES INC NEW COM 98950P108 279 225 X 28-5284 225
ZIMMER HLDGS INC COM 98956P102 31,801,645 372,341 X 28-5284 364032 8309
21,244,969 248,741 X X 28-5284 236236 221 12284
7,154,369 83,765 X X 28-00125 55260 250 28255
17,082 200 X MERCBROK 200
1,354,261 15,856 X 28-1500 70 15786
267,162 3,128 X 28-4580 3128
981,959 11,497 X X 28-4580 11346 151
ZIONS BANCORPORATION COM 989701107 104,889 1,241 X 28-5284 1241
165,659 1,960 X X 28-5284 370 1590
162,278 1,920 X X 28-00125 1920
ZORAN CORP COM 98975F101 68,080 4,000 X X 28-00125 4000
56,217 3,303 X 28-1500 2803 500
ZOLTEK COS INC COM 98975W104 3,493 100 X 28-5284 100
ZUMIEZ INC COM 989817101 902,700 22,500 X MERCCPAD 22500
ZWEIG FD COM 989834106 3,684 614 X 28-5284 614
33,222 5,537 X X 28-5284 405 5132
8,010 1,335 X X 28-00125 1335
COLUMN TOTAL 74,527,602
FILE NO.
PAGE 278 OF 278 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ITEM 6:
ITEM 5: INVESTMENT ITEM 8:
ITEM 3: ITEM 4: SHARES OR DISCRETION ITEM 7: VOTING AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (B)SHARED MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT (A)SOLE (C)OTH INSTR V (A)SOLE (B)SHARED (C)NONE
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ZWEIG TOTAL RETURN FD INC COM 989837109 46,506 7,977 X X 28-5284 2764 5213
ZOLL MED CORP COM 989922109 37,310 1,400 X 28-5284 1400
COLUMN TOTAL 83,816
GRAND TOTAL 38,641,774,820
PAGE 1 OF 1 FORM 13F NAME OF REPORTING MANAGER- AS OF 03/31/07
ENTITY TOTALS FAIR MARKET ENTITY UNITS
25,038,015,729 28-5284 478,693,891
1,025,817,167 MERCCPAD 30,379,647
4,211,344,803 28-00125 98,890,813
148,651,437 28-05921 3,503,485
10,373,814 MERCBROK 267,924
21,178,960 18-11135 549,849
547,588,997 28-1500 14,501,288
301,031,023 28-11439 3,277,389
592,214,838 28-4580 10,995,508
6,745,545,858 28-4750 43,154,922
12,194 7,131
GRAND TOTALS 38,641,774,820 641,059,794
NUMBER OF ISSUES 3,310