UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 30, 2005
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: MERRILL LYNCH AND CO., INC.
Address: 4 World Financial Center
New York, NY 10080
13F File Number: 028-03554
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, and tables, are considered integral parts of this
form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael LaMaina
Title: Assistant Secretary
Phone: (212) 670-0426
Signature, Place and Date of Signing:
- --------------------------------------------------------------------------
/s/ Michael LaMaina New York, NY February 14, 2006
Merrill Lynch & Co., Inc. (ML&Co.) is the parent holding company of a number
of operating subsidiaries some of which are or may be institutional
investment managers for purposes of the reporting requirements under Section
13(f) of the Securities Exchange Act of 1934 (the Act) and the rules
promulgated thereunder. ML&Co. itself does not in fact exercise, and
therefore disclaims, investment discretion with respect to any Section 13(f)
securities positions over which its operating subsidiaries in fact exercise
investment discretion. To the extent, however, that ML&Co.'s ownership
interest in such operating units may nevertheless give rise to a Form 13F
filing obligation on behalf of ML&Co., the information required by Form 13F
is reported herein on behalf of certain of ML&Co.'s operating units which
are themselves institutional investment managers subject to Section 13(f) of
the Act. In that regard, the Section 13(f) securities positions of Merrill
Lynch, Pierce, Fenner & Smith Incorporated (MLPF&S), Merrill Lynch
International, Merrill Lynch Bank Suisse, S.A., Merrill Lynch Bank USA and
Merrill Lynch Trust Company, FSB all of which are operating subsidiaries of
ML&Co., are also included in this Form 13F report. The securities positions
of the following entities are not reported herein: (i) Fund Asset
Management L.P. doing business as Fund Asset Management (FAM), an operating
unit of ML&Co. which is an institutional investment manager subject to
Section 13(f) of the Act, (ii) Merrill Lynch Investment Managers L.P. doing
business as Merrill Lynch Investment Managers ("MLIM"), an operating unit of
ML&Co. which is an institutional investment manager subject to Section 13(f)
of the Act, (iii) Merrill Lynch Investment Managers Group, Ltd. and its
affiliates, which are direct subsidiaries of ML&Co. and are institutional
investment managers subject to Section 13(f) of the Act,and (iv) EQ
Financial Consultants, Inc. ("EQF"), an entity unaffiliated with ML&Co.
which manages portfolios, some of which are advised by MLIM. The securities
positions managed by FAM and MLIM are reported on Form 13Fs filed by FAM and
MLIM. The securities positions managed by MAM and its affiliates are
reported on Form 13Fs filed by MAM. The securities positions managed by EQF
are reported on Form 13Fs filed by MLIM.
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
9
Form 13F Information Table Entry Total:
13,524
Form 13F Information Table Value Total:
$ 63,287,678 (thousands)
List of Other Included Managers:
No. 13F File Number Name
2 028-00962 MERRILL LYNCH, PIERCE, FENNER AND SMITH INC.
3 028-05561 MERRILL LYNCH BANK SUISSE, S.A.
4 028-10227 MERRILL LYNCH BANK USA
6 028-07178 MERRILL LYNCH INTERNATIONAL
10 028-05437 MERRILL LYNCH TRUST COMPANY, FSB
12 028-11545 MERRILL LYNCH PROFESSIONAL CLEARING CORPORATION
14 028-04159 ADVEST INC.
15 INDEPENDENT PORTFOLIO CONSULTANTS, INC.
16 028-07196 BOSTON ADVISORS, INC.
The Reporting Manager believes that technology limitations associated with
its internal reporting systems prevented the Reporting Manager from reporting
in the Information Table a complete list of its holdings. The Reporting
Manager has reported all holdings information that can be presented, as of
the date hereof, in the format of the Information Table and will amend this
filing to report all required additions and changes to such information as
promptly as practicable.
MERRILL LYNCH & CO.
December 30, 2005
FORM 13F INFORMATION TABLE
FMV SHRS / SH/PRN INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) PRN AMT PUT/CALL DSCRETN MGRS SOLE SHARED NONE
- ------------------------------------ -------------- --------- -------- ---------- ------- ------- ---- ------- ------- -----------
1 800 FLOWERS COM CL A 68243Q106 1 146 SH OTHER 2 146 0 0
1 UT HUNDER ASSOC LP COM 444120901 0 1 DEFINED 10 0 1 0
1-800 CONTACTS INC COM 681977104 1 49 SH OTHER 2 49 0 0
1838 BD DEB TRADE FD MUE 282520105 28 1600 DEFINED 10 0 1600 0
1ST SOURCE CORP COM 336901103 0 1 SH OTHER 2 1 0 0
21ST CENTY INS GROUP COM 90130N103 26 1605 SH OTHER 2 1605 0 0
24/7 REAL MEDIA INC COM NEW 901314203 130 17700 SH OTHER 2 17700 0 0
33.33% SH HF HLDG LP OUE 40417K900 0 3 DEFINED 10 0 3 0
3COM CORP COM 885535104 814 226100 SH OTHER 2 148927 0 77173
3COM CORP COM 885535104 1252 347823 SH OTHER 6 347823 0 0
3COM CORP COM 885535104 102 28415 SH DEFINED 10 7049 1866 19500
3-D SYS CORP DEL COM NEW 88554D205 1 69 SH OTHER 2 69 0 0
3M CO COM 88579Y101 57008 735583 SH OTHER 2 163381 0 572202
3M CO OPTIONS 88579Y101 20824 2687 CALL OTHER 2 2687 0 0
3M CO COM 88579Y101 3058 39460 SH OTHER 3 0 0 39460
3M CO COM 88579Y101 21201 273560 SH SOLE 4 0 0 273560
3M CO COM 88579Y101 3408 43979 SH OTHER 6 43979 0 0
3M CO COM 88579Y101 5481 70724 SH DEFINED 10 48843 19906 1975
3M CO COM 88579Y101 1938 25000 SH SOLE 12 25000 0 0
3M CO OPTIONS 88579Y101 1155 149 PUT SOLE 12 149 0 0
3M CO OPTIONS 88579Y101 984 127 CALL SOLE 12 127 0 0
3M CO COM 88579Y101 702 9054 DEFINED 10 2354 6700 0
3M CO NOTE 11/2 88579YAB7 44 50000 PRN DEFINED 10 40000 10000 0
3M CO COM COMM 88579Y101 4010 51746.97 SH Sole 16 0 0 51746.97
4 KIDS ENTMT INC COM 350865101 16 1032 SH OTHER 2 1032 0 0
4 KIDS ENTMT INC COM 350865101 2 122 SH DEFINED 10 0 122 0
40 / 86 STRATEGIC INCOME FD SH BEN INT 349739102 7 727 SH OTHER 2 0 0 727
8X8 INC NEW COM 282914100 6 3300 SH OTHER 2 0 0 3300
99 CENTS ONLY STORES COM 65440K106 96 9185 SH OTHER 2 5985 0 3200
A C MOORE ARTS & CRAFT COM COMM 00086T103 6 400.00 SH Sole 16 0 0 400
A C MOORE ARTS & CRAFTS INC COM 00086T103 1 83 SH OTHER 2 83 0 0
A D C TELECOMMUNICATIONS COM NEW 000886309 4852 217374 SH OTHER 2 93140 0 124234
A D C TELECOMMUNICATIONS OPTIONS 000886309 5808 2602 CALL OTHER 2 2602 0 0
A D C TELECOMMUNICATIONS COM NEW 000886309 810 36307 SH SOLE 4 0 0 36307
A D C TELECOMMUNICATIONS COM NEW 000886309 974 43628 SH OTHER 6 43628 0 0
A D C TELECOMMUNICATIONS COM NEW 000886309 567 25391 SH DEFINED 10 25149 0 242
A D C TELECOMMUNICATIONS OPTIONS 000886309 2 1 PUT SOLE 12 1 0 0
A D C TELECOMMUNICATIONS OPTIONS 000886309 536 240 CALL SOLE 12 240 0 0
A S V INC COM 001963107 65 2599 SH OTHER 2 2599 0 0
AAMES INVT CORP MD COM 00253G108 786 121744 SH OTHER 2 121744 0 0
AAON INC COM PAR $0.004 000360206 1 50 SH OTHER 2 50 0 0
AAR CORP COM 000361105 1281 53472 SH OTHER 2 53472 0 0
AAR CORP COM 000361105 55 2303 SH DEFINED 10 2054 0 249
AARON RENTS INC COM 002535201 210 9943 SH OTHER 2 9943 0 0
AARON RENTS INC COM 002535201 12 590 SH DEFINED 10 590 0 0
AASTROM BIOSCIENCES INC COM 00253U107 1 586 SH OTHER 2 586 0 0
ABAXIS INC COM 002567105 2 114 SH OTHER 2 114 0 0
ABB LTD SPONSORED ADR 000375204 766 78800 SH OTHER 2 67700 0 11100
ABB LTD SPONSORED ADR 000375204 301 30971 SH DEFINED 10 28539 2432 0
ABBEY NATL PFD B ADR PFD 002920700 11 400 DEFINED 10 0 400 0
ABBEY NATL PLC ADR PRF B7.375 002920700 355 13439 SH OTHER 2 0 0 13439
ABBEY NATL PLC ADR PRF B7.375 002920700 26 1000 SH DEFINED 10 900 0 100
ABBEY NATL PLC GDR 002920809 386 15072 SH OTHER 2 11242 0 3830
ABBEY NATL PLC GDR 002920809 3 100 SH DEFINED 10 0 0 100
ABBOTT LAB COM 002824100 267 6779 DEFINED 10 2440 4339 0
ABBOTT LABS COM 002824100 66466 1685660 SH OTHER 2 303578 0 1382082
ABBOTT LABS OPTIONS 002824100 599 152 PUT OTHER 2 133 0 19
ABBOTT LABS OPTIONS 002824100 10618 2693 CALL OTHER 2 2693 0 0
ABBOTT LABS COM 002824100 21922 555978 SH SOLE 4 0 0 555978
ABBOTT LABS COM 002824100 22543 571722 SH OTHER 6 571722 0 0
ABBOTT LABS COM 002824100 19961 506231 SH DEFINED 10 443159 46790 16282
ABBOTT LABS OPTIONS 002824100 623 158 PUT SOLE 12 158 0 0
ABBOTT LABS OPTIONS 002824100 1766 448 CALL SOLE 12 448 0 0
ABBOTT LABS COM COMM 002824100 13189 334484.41 SH Sole 16 0 0 334484.407
ABER DIAMOND CORP COM 002893105 361 9800 SH OTHER 2 9800 0 0
ABER DIAMOND CORP COM 002893105 8 219 SH DEFINED 10 219 0 0
ABERCROMBIE & FITCH CO CL A 002896207 8221 126134 SH OTHER 2 78738 0 47396
ABERCROMBIE & FITCH CO CL A 002896207 3 44 SH DEFINED 10 44 0 0
ABERCROMBIE & FITCH CO CL A 002896207 254 3900 SH SOLE 12 3900 0 0
ABERCROMBIE & FITCH CO OPTIONS 002896207 365 56 PUT SOLE 12 56 0 0
ABERCROMBIE & FITCH CO OPTIONS 002896207 345 53 CALL SOLE 12 53 0 0
ABERCROMBIE & FITCH CO CL A COMM 002896207 26 400.00 SH Sole 16 0 0 400
ABERDEEN ASIA PAC INCM COM MUTLFND 003009107 11 1914.60 SH Sole 16 0 0 1914.603
ABERDEEN ASIA PACIFIC INCOM COM 003009107 1611 277750 SH OTHER 2 0 0 277750
ABERDEEN ASIA PACIFIC INCOM COM 003009107 33 5704 SH DEFINED 10 5004 700 0
ABERDEEN AUSTRALIA EQTY FD I COM 003011103 5 361 SH OTHER 2 0 0 361
ABERDEEN GLOBAL INCOME FD IN COM 003013109 6 500 SH OTHER 2 0 0 500
ABGENIX INC COM 00339B107 16808 782122 SH OTHER 2 607017 0 175105
ABGENIX INC OPTIONS 00339B107 2966 1380 PUT OTHER 2 1380 0 0
ABGENIX INC COM 00339B107 13 613 SH DEFINED 10 64 0 549
ABGENIX INC OPTIONS 00339B107 230 107 PUT SOLE 12 107 0 0
ABGENIX INC OPTIONS 00339B107 213 99 CALL SOLE 12 99 0 0
ABIGAIL ADAMS NTL BNCP COM COMM 003390101 13 907.00 SH Sole 16 0 0 907
ABIOMED INC COM 003654100 13 1409 SH OTHER 2 109 0 1300
ABITIBI-CONSOLIDATED INC COM 003924107 4637 1147800 SH OTHER 2 1147800 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 202 50000 SH OTHER 6 50000 0 0
ABLEAUCTIONS COM INC COM NEW 00371F206 29 95000 SH OTHER 2 95000 0 0
ABM INDS INC COM 000957100 118 6030 SH OTHER 2 6030 0 0
ABN AMRO CAP FD 5.9 PFD 00372P203 90 3815 DEFINED 10 800 3015 0
ABN AMRO CAP FD TR VII PFD GTD TR S PR STK 00372q201 24 1000.00 SH Sole 16 0 0 1000
ABN AMRO CAP VII6.08 PFD 00372Q201 20 800 DEFINED 10 0 800 0
ABN AMRO HLDG NV SPONSORED ADR 000937102 2118 81025 SH OTHER 2 7600 0 73425
ABN AMRO HLDG NV SPONSORED ADR 000937102 1260 48199 SH DEFINED 10 45007 2453 739
ABN AMRO HOLDING COM 000937102 157 5998 DEFINED 10 2687 3311 0
ABX AIR INC COM 00080S101 145 18426 SH OTHER 2 15006 0 3420
ABX AIR INC COM COMM 00080S101 1 125.00 SH Sole 16 0 0 125
ACACIA RESH CORP COMBIMTRX COM 003881208 24 17155 SH OTHER 2 17155 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1 94 SH OTHER 2 94 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 2013 100381 SH OTHER 2 100179 0 202
ACADIA RLTY TR COM SH BEN INT 004239109 108 5406 SH DEFINED 10 5184 126 96
ACCELRYS INC COM 00430U103 323 40200 SH OTHER 2 40200 0 0
ACCENTURE LTD BERMUDA CL A G1150G111 29393 1018125 SH OTHER 2 253528 0 764597
ACCENTURE LTD BERMUDA CL A G1150G111 203 7020 SH OTHER 6 7020 0 0
ACCENTURE LTD BERMUDA CL A G1150G111 17511 606559 SH DEFINED 10 572916 27399 6244
ACCENTURE LTD BERMUDA OPTIONS G1150G111 3 1 PUT SOLE 12 1 0 0
ACCENTURE LTD BERMUDA OPTIONS G1150G111 277 96 CALL SOLE 12 96 0 0
ACCESS NATL CORP COM 004337101 57 4000 SH OTHER 2 0 0 4000
ACCO BRANDS CORP COM 00081T108 134 5459 SH OTHER 2 1313 0 4146
ACCO BRANDS CORP COM 00081T108 142 5780 SH OTHER 6 5780 0 0
ACCO BRANDS CORP COM 00081T108 26 1062 SH DEFINED 10 1062 0 0
ACCO BRANDS CORP COM 00081T108 12 504 DEFINED 10 258 246 0
ACCO BRANDS CORP COM COMM 00081T108 37 1491.00 SH Sole 16 0 0 1491
ACCREDITED HOME LENDRS HLDG COM 00437P107 5980 120621 SH OTHER 2 120600 0 21
ACCREDITED HOME LENDRS HLDG OPTIONS 00437P107 8553 1725 PUT OTHER 2 1725 0 0
ACCREDITED HOME LENDRS HLDG OPTIONS 00437P107 25 5 CALL OTHER 2 5 0 0
ACCREDITED HOME LENDRS HLDG COM 00437P107 10 200 SH DEFINED 10 35 165 0
ACCURIDE CORP COM 004398103 0 27 SH OTHER 2 27 0 0
ACE CASH EXPRESS INC COM COMM 004403101 184 7875.00 SH Sole 16 2100 0 5775
ACE LTD ORD G0070K103 42891 802592 SH OTHER 2 349507 0 453085
ACE LTD OPTIONS G0070K103 3645 682 CALL OTHER 2 682 0 0
ACE LTD ORD G0070K103 5564 104120 SH SOLE 4 0 0 104120
ACE LTD ORD G0070K103 6359 119000 SH OTHER 6 119000 0 0
ACE LTD ORD G0070K103 1344 25143 SH DEFINED 10 17988 659 6496
ACE LTD OPTIONS G0070K103 267 50 CALL SOLE 12 50 0 0
ACE LTD COM G0070K103 56 1050 DEFINED 10 550 500 0
ACE LTD ORD COMM G0070K103 13494 252506.00 SH Sole 16 2000 0 250506
ACETO CORP COM 004446100 5 750 SH OTHER 2 0 0 750
ACM GOVT OPPORTUNITY FD INC COM 000918102 0 25 SH OTHER 2 0 0 25
ACM INCOME FUND INC COM 000912105 415 50179 SH OTHER 2 0 0 50179
ACM INCOME FUND INC COM 000912105 19 2258 SH DEFINED 10 0 2258 0
ACM MANAGED DLR INCOME FD COM 000949107 772 103928 SH OTHER 2 0 0 103928
ACME COMMUNICATION INC COM 004631107 1 299 SH DEFINED 10 299 0 0
ACTEL CORP COM 004934105 25 2003 SH OTHER 2 2003 0 0
ACTEL CORP COM 004934105 204 16013 SH DEFINED 10 13839 575 1599
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 1 100 SH OTHER 2 100 0 0
ACTIVE POWER INC COM 00504W100 2 548 SH OTHER 2 0 0 548
ACTIVISION INC NEW COM NEW 004930202 25744 1873684 SH OTHER 2 1703229 0 170455
ACTIVISION INC NEW OPTIONS 004930202 2473 1800 PUT OTHER 2 1800 0 0
ACTIVISION INC NEW OPTIONS 004930202 4 3 CALL OTHER 2 3 0 0
ACTIVISION INC NEW COM NEW 004930202 30 2172 SH DEFINED 10 2172 0 0
ACTIVISION INC NEW OPTIONS 004930202 14 10 CALL SOLE 12 10 0 0
ACTIVISION INC NEW COM NEW COMM 004930202 1458 106102.00 SH Sole 16 6577 0 99524.998
ACTUANT CORP CL A NEW 00508X203 1136 20353 SH OTHER 2 20353 0 0
ACTUANT CORP CL A NEW 00508X203 3 53 SH DEFINED 10 34 12 7
ACUITY BRANDS INC COM 00508Y102 1080 33954 SH OTHER 2 33904 0 50
ACUITY BRANDS INC COM 00508Y102 1 41 SH OTHER 6 41 0 0
ACUITY BRANDS INC COM 00508Y102 110 3470 SH DEFINED 10 1870 1600 0
ACUSPHERE INC COM 00511R870 124 23200 SH OTHER 2 23200 0 0
ACXIOM CORP COM 005125109 374 16274 SH OTHER 2 6238 0 10036
ACXIOM CORP COM 005125109 129 5614 SH DEFINED 10 5172 442 0
ADAMS EXPRESS CO COM 006212104 2228 177514 SH OTHER 2 168100 0 9414
ADAMS RESPIRATORY THERAPEUTI COM 00635P107 138 3385 SH OTHER 2 2577 0 808
ADAPTEC INC COM 00651F108 204 34977 SH OTHER 2 32977 0 2000
ADAPTEC INC COM 00651F108 18029 3097701 SH OTHER 6 3097701 0 0
ADAPTEC INC NOTE 3.000% 3/0 00651FAE8 238 250000 PRN OTHER 2 250000 0 0
ADAPTEC INC NOTE 0.750%12/2 00651FAG3 573 668000 PRN OTHER 2 568000 0 100000
ADE CORP MASS COM 00089C107 375 15590 SH OTHER 2 15590 0 0
ADE CORP MASS OPTIONS 00089C107 24 10 CALL OTHER 2 10 0 0
ADECCO SA SPONSORED ADR 006754105 234 20266 SH OTHER 2 20204 0 62
ADECCO SA SPONSORED ADR 006754105 32 2787 SH DEFINED 10 2423 312 52
ADESA INC COM 00686U104 392 16037 SH OTHER 2 10584 0 5453
ADESA INC COM 00686U104 6 240 SH DEFINED 10 240 0 0
ADESA INC COM 00686U104 24 1000 DEFINED 10 1000 0 0
ADEZA BIOMEDICAL CORP COM 006864102 1 25 SH OTHER 2 25 0 0
ADHEREX TECHNOLOGIES INC COM NEW 00686R200 0 93 SH OTHER 2 93 0 0
ADMINISTAFF INC COM 007094105 182 4329 SH OTHER 2 4329 0 0
ADMINISTAFF INC COM 007094105 48 1150 SH DEFINED 10 1150 0 0
ADOBE SYS INC COM 00724F101 57782 1563363 SH OTHER 2 335950 0 1227413
ADOBE SYS INC OPTIONS 00724F101 1356 367 CALL OTHER 2 367 0 0
ADOBE SYS INC COM 00724F101 7553 204364 SH SOLE 4 0 0 204364
ADOBE SYS INC COM 00724F101 2726 73751 SH OTHER 6 73751 0 0
ADOBE SYS INC COM 00724F101 2647 71622 SH DEFINED 10 41454 15595 14573
ADOBE SYS INC OPTIONS 00724F101 1016 275 PUT SOLE 12 275 0 0
ADOBE SYS INC OPTIONS 00724F101 2151 582 CALL SOLE 12 582 0 0
ADOBE SYS INC COM 00724F101 18 500 DEFINED 10 0 500 0
ADOBE SYS INC COM COMM 00724F101 1898 51340.00 SH Sole 16 3750 0 47590
ADOBE SYSTEMS INC COMMON 00724F101 22 590 SH SOLE 15 590 0 0
ADOLOR CORP COM 00724X102 73 5000 SH OTHER 2 3500 0 1500
ADOLOR CORP OPTIONS 00724X102 656 449 PUT OTHER 2 449 0 0
ADOLOR CORP OPTIONS 00724X102 889 609 CALL OTHER 2 609 0 0
ADSTAR INC COM 00737P104 71 32000 SH OTHER 2 0 0 32000
ADTRAN INC COM 00738A106 647 21766 SH OTHER 2 16816 0 4950
ADTRAN INC COM 00738A106 19195 646083 SH OTHER 6 646083 0 0
ADTRAN INC COM 00738A106 117 3942 SH DEFINED 10 3754 179 9
ADVANCE AMER CASH ADVANCE CT COM 00739W107 5 390 SH OTHER 2 390 0 0
ADVANCE AMER CASH ADVANCE CT COM 00739W107 62 4960 SH DEFINED 10 4960 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 15814 363871 SH OTHER 2 18780 0 345091
ADVANCE AUTO PARTS INC COM 00751Y106 8175 188101 SH OTHER 6 188101 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3 58 SH DEFINED 10 0 58 0
ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 115 8317 SH OTHER 2 38 0 8279
ADVANCED AUTO PTS INC COM COMMON 00751Y106 19 440 SH SOLE 15 440 0 0
ADVANCED DIGITAL INFORMATION COM 007525108 875 89342 SH OTHER 2 88920 0 422
ADVANCED ENERGY INDS COM 007973100 65 5492 SH OTHER 2 5492 0 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 3980 95206 SH OTHER 2 16751 0 78455
ADVANCED MEDICAL OPTICS INC COM 00763M108 2 48 SH OTHER 6 48 0 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 39 937 SH DEFINED 10 488 449 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 39 938 SH SOLE 12 938 0 0
ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG3 93 92000 PRN DEFINED 10 77000 9000 6000
ADVANCED MICRO DEVICES COM COMM 007903107 24 800.00 SH Sole 16 0 0 800
ADVANCED MICRO DEVICES INC COM 007903107 63741 2083043 SH OTHER 2 1925207 0 157836
ADVANCED MICRO DEVICES INC OPTIONS 007903107 18739 6124 PUT OTHER 2 6122 0 2
ADVANCED MICRO DEVICES INC OPTIONS 007903107 3491 1141 CALL OTHER 2 1141 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4655 152132 SH SOLE 4 0 0 152132
ADVANCED MICRO DEVICES INC COM 007903107 15 478 SH OTHER 6 478 0 0
ADVANCED MICRO DEVICES INC OPTIONS 007903107 6120 2000 PUT OTHER 6 2000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1853 60553 SH DEFINED 10 43668 2287 14598
ADVANCED MICRO DEVICES INC OPTIONS 007903107 2619 856 PUT SOLE 12 856 0 0
ADVANCED MICRO DEVICES INC OPTIONS 007903107 4899 1601 CALL SOLE 12 1601 0 0
ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE7 121 92000 PRN DEFINED 10 76000 10000 6000
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 51 11276 SH OTHER 2 11276 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 2 520 SH DEFINED 10 520 0 0
ADVANCIS PHARMACEUTICALS COR COM 00764L109 0 35 SH OTHER 2 0 0 35
ADVANTA CORP CL B 007942204 139 4279 SH OTHER 2 4279 0 0
ADVANTAGE ENERGY INCOME FD TR UNIT 00762L101 2094 108625 SH OTHER 2 0 0 108625
ADVENT CLAYMORE CV SECS & IN COM 00764C109 2988 132919 SH OTHER 2 0 0 132919
ADVENT CLAYMORE CV SECS & IN COM 00764C109 0 1 SH DEFINED 10 0 0 1
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 1203 73796 SH OTHER 2 0 0 73796
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 46 2812 SH DEFINED 10 0 0 2812
ADVENT SOFTWARE INC COM 007974108 1240 42841 SH OTHER 2 42461 0 380
ADVISORY BRD CO COM 00762W107 36 752 SH OTHER 2 710 0 42
ADVISORY BRD CO COM 00762W107 1387 29100 SH OTHER 6 29100 0 0
ADVISORY BRD CO COM 00762W107 9 190 SH DEFINED 10 94 0 96
ADVO INC COM 007585102 532 18865 SH OTHER 2 3466 0 15399
AEGON N V ORD AMER REG 007924103 3163 193794 SH OTHER 2 72288 0 121506
AEGON N V ORD AMER REG 007924103 1216 74500 SH OTHER 6 74500 0 0
AEGON N V ORD AMER REG 007924103 635 38910 SH DEFINED 10 32418 2211 4281
AEGON N V ARS COM 007924103 153 9358 DEFINED 10 5409 3949 0
AEGON N V ORD AMER REG COMM 007924103 10757 659137.00 SH Sole 16 0 0 659137
AEROFLEX INC COM 007768104 364 33836 SH OTHER 2 33821 0 15
AEROFLEX INC COM 007768104 163 15200 SH OTHER 6 15200 0 0
AEROFLEX INC COM 007768104 14 1310 SH DEFINED 10 1310 0 0
AEROPOSTALE COM 007865108 264 10021 SH OTHER 2 4542 0 5479
AEROPOSTALE COM 007865108 2 64 SH DEFINED 10 64 0 0
AEROPOSTALE COM COMM 007865108 494 18800.00 SH Sole 16 0 0 18800
AES CORP COM 00130H105 13901 878138 SH OTHER 2 390133 0 488005
AES CORP OPTIONS 00130H105 244 154 PUT OTHER 2 154 0 0
AES CORP OPTIONS 00130H105 108 68 CALL OTHER 2 68 0 0
AES CORP COM 00130H105 3468 219070 SH SOLE 4 0 0 219070
AES CORP COM 00130H105 1167 73734 SH OTHER 6 73734 0 0
AES CORP COM 00130H105 570 36016 SH DEFINED 10 20551 1737 13728
AES CORP COM 00130H105 114 7220 SH SOLE 12 7220 0 0
AES CORP OPTIONS 00130H105 60 38 PUT SOLE 12 38 0 0
AES CORP OPTIONS 00130H105 19 12 CALL SOLE 12 12 0 0
AES CORP COM COMM 00130H105 6 400.00 SH Sole 16 0 0 400
AES TR III PFD CV 6.75% 00808N202 209 4700 SH OTHER 2 0 0 4700
AES TR III PFD CV 6.75% 00808N202 12 260 SH DEFINED 10 260 0 0
AETERNA ZENTARIS INC COM 007975204 6 1100 SH OTHER 2 1100 0 0
AETHER HLDGS INC COM 00809C106 0 150 SH OTHER 2 0 0 150
AETHER HLDGS INC COM 00809C106 1 152 SH OTHER 6 152 0 0
AETNA INC NEW COM 00817Y108 49634 526285 SH OTHER 2 44127 0 482158
AETNA INC NEW OPTIONS 00817Y108 94 10 PUT OTHER 2 10 0 0
AETNA INC NEW OPTIONS 00817Y108 264 28 CALL OTHER 2 10 0 18
AETNA INC NEW COM 00817Y108 10145 107576 SH SOLE 4 0 0 107576
AETNA INC NEW COM 00817Y108 14524 154006 SH OTHER 6 154006 0 0
AETNA INC NEW OPTIONS 00817Y108 1981 210 PUT OTHER 6 210 0 0
AETNA INC NEW COM 00817Y108 44243 469118 SH DEFINED 10 429131 34474 5513
AETNA INC NEW COM 00817Y108 2667 28282 SH SOLE 12 28282 0 0
AETNA INC NEW OPTIONS 00817Y108 3310 351 PUT SOLE 12 351 0 0
AETNA INC NEW OPTIONS 00817Y108 2641 280 CALL SOLE 12 280 0 0
AETNA INC NEW COM COMM 00817Y108 2977 31568.00 SH Sole 16 0 0 31568
AETNA INC NEW SR NT 8.5%2041 PR STK 00817Y207 15 600.00 SH Sole 16 0 0 600
AEW REAL ESTATE INCOME FD COM 00104H107 314 16966 SH OTHER 2 0 0 16966
AFC ENTERPRISES INC COM 00104Q107 10 675 SH OTHER 2 675 0 0
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IONATRON INC COM 462070103 845 83552 SH OTHER 2 30510 0 53042
IOWA TELECOMM SERVICES INC COM 462594201 2864 184867 SH OTHER 2 145205 0 39662
IPASS INC COM 46261V108 2 264 SH OTHER 2 264 0 0
IPAYMENT INC COM 46262E105 2457 59171 SH OTHER 2 1361 0 57810
IPC HLDGS LTD ORD G4933P101 925 33770 SH OTHER 2 26000 0 7770
IPC HLDGS LTD ORD G4933P101 182 6643 SH DEFINED 10 5884 197 562
IPIX CORP COM 44982L103 38 22900 SH OTHER 6 22900 0 0
IPSCO INC COM 462622101 13951 168130 SH OTHER 2 168017 0 113
IPSCO INC COM 462622101 25765 310500 SH OTHER 6 310500 0 0
IPSCO INC OPTIONS 462622101 24894 3000 PUT OTHER 6 3000 0 0
IPSCO INC COM 462622101 231 2781 SH DEFINED 10 2548 133 100
IRELAND BK SPONSORED ADR 46267Q103 15 228 SH OTHER 2 0 0 228
IRELAND BK SPONSORED ADR 46267Q103 444 6983 SH DEFINED 10 6365 216 402
IRIS INTL INC COM 46270W105 45 2058 SH OTHER 2 2058 0 0
IROBOT CORP COM 462726100 469 14079 SH OTHER 2 14079 0 0
IROBOT CORP COM 462726100 123 3700 SH OTHER 6 3700 0 0
IRON MTN INC COM 462846106 3213 76113 SH OTHER 2 63001 0 13112
IRON MTN INC COM 462846106 359 8500 SH OTHER 6 8500 0 0
IRON MTN INC COM 462846106 438 10379 SH DEFINED 10 8719 300 1360
IRON MTN INC PA COM COMM 462846106 32 750.00 SH Sole 16 0 0 750
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 5 440 SH OTHER 2 440 0 0
IRWIN FINL CORP COM 464119106 30 1397 SH OTHER 2 1397 0 0
I-SECTOR CORP COM 45031W107 6 1000 SH OTHER 2 0 0 1000
ISHARES COHEN & STEERS COHEN & REALTY 464287564 498 6655 SH SOLE 14 0 6655 0
ISHARES COHEN & STEERS RLTY COMMON 464287564 159 2122 SH SOLE 15 2122 0 0
ISHARES COMEX GOLD TR ISHARES 464285105 3214 62124 SH OTHER 2 0 0 62124
ISHARES DJ SEL DIV MUE 464287168 25 400 DEFINED 10 400 0 0
ISHARES DJ TRANSPORT AVG COMMON 464287192 23 303 SH SOLE 15 303 0 0
ISHARES DJ U.S. BASIC MAT COMMON 464287838 51 997 SH SOLE 15 997 0 0
ISHARES DJ U.S. TELECOM COMMON 464287713 60 2610 SH SOLE 15 2610 0 0
ISHARES INC MSCI AUSTRALIA 464286103 4320 229683 SH OTHER 2 0 0 229683
ISHARES INC MSCI AUSTRALIA 464286103 19 1000 SH DEFINED 10 0 0 1000
ISHARES INC MSCI AUSTRIA 464286202 1437 52098 SH OTHER 2 0 0 52098
ISHARES INC MSCI AUSTRIA 464286202 37 1330 SH DEFINED 10 0 0 1330
ISHARES INC MSCI BELGIUM 464286301 463 24112 SH OTHER 2 0 0 24112
ISHARES INC MSCI BRAZIL 464286400 5410 162118 SH OTHER 2 0 0 162118
ISHARES INC MSCI BRAZIL 464286400 1125 33700 SH OTHER 6 33700 0 0
ISHARES INC MSCI BRAZIL 464286400 70 2100 SH DEFINED 10 0 0 2100
ISHARES INC MSCI CDA INDEX 464286509 6275 286512 SH OTHER 2 0 0 286512
ISHARES INC MSCI CDA INDEX 464286509 6 275 SH DEFINED 10 0 0 275
ISHARES INC MSCI EMU INDEX 464286608 2581 33241 SH OTHER 2 0 0 33241
ISHARES INC MSCI EMU INDEX 464286608 23 300 SH DEFINED 10 0 0 300
ISHARES INC MSCI PAC J IDX 464286665 13913 141004 SH OTHER 2 12125 0 128879
ISHARES INC MSCI PAC J IDX 464286665 435 4405 SH DEFINED 10 565 3200 640
ISHARES INC MSCI SINGAPORE 464286673 2363 299061 SH OTHER 2 0 0 299061
ISHARES INC MSCI SINGAPORE 464286673 20927 2649000 SH OTHER 6 2649000 0 0
ISHARES INC MSCI UTD KINGD 464286699 276 14857 SH OTHER 2 0 0 14857
ISHARES INC MSCI FRANCE 464286707 326 12543 SH OTHER 2 0 0 12543
ISHARES INC MSCI TAIWAN 464286731 7348 588747 SH OTHER 2 100000 0 488747
ISHARES INC MSCI TAIWAN 464286731 119 9500 SH OTHER 3 0 0 9500
ISHARES INC MSCI TAIWAN 464286731 3113 249400 SH OTHER 6 249400 0 0
ISHARES INC MSCI SWITZERLD 464286749 1166 60364 SH OTHER 2 0 0 60364
ISHARES INC MSCI SWEDEN 464286756 764 33644 SH OTHER 2 0 0 33644
ISHARES INC MSCI SPAIN 464286764 589 16277 SH OTHER 2 10400 0 5877
ISHARES INC MSCI SPAIN 464286764 10 275 SH DEFINED 10 275 0 0
ISHARES INC MSCI S KOREA 464286772 16514 369031 SH OTHER 2 200000 0 169031
ISHARES INC MSCI STH AFRCA 464286780 326 3322 SH OTHER 2 0 0 3322
ISHARES INC MSCI STH AFRCA 464286780 511 5200 SH OTHER 6 5200 0 0
ISHARES INC MSCI GERMAN 464286806 1573 77446 SH OTHER 2 0 0 77446
ISHARES INC MSCI GERMAN 464286806 43 2135 SH DEFINED 10 485 0 1650
ISHARES INC MSCI NETHERLND 464286814 72 3563 SH OTHER 2 0 0 3563
ISHARES INC MSCI MEXICO 464286822 2470 69160 SH OTHER 2 0 0 69160
ISHARES INC MSCI MEXICO 464286822 43 1200 SH OTHER 6 1200 0 0
ISHARES INC MSCI MEXICO 464286822 12 350 SH DEFINED 10 0 0 350
ISHARES INC MSCI MALAYSIA 464286830 4557 668179 SH OTHER 2 0 0 668179
ISHARES INC MSCI MALAYSIA 464286830 0 10 SH OTHER 6 10 0 0
ISHARES INC MSCI JAPAN 464286848 58321 4313673 SH OTHER 2 600000 0 3713673
ISHARES INC MSCI JAPAN 464286848 187 13800 SH OTHER 3 0 0 13800
ISHARES INC MSCI JAPAN 464286848 1352 100000 SH OTHER 6 100000 0 0
ISHARES INC MSCI JAPAN 464286848 885 65475 SH DEFINED 10 14115 42140 9220
ISHARES INC MSCI ITALY 464286855 91 3541 SH OTHER 2 0 0 3541
ISHARES INC MSCI HONG KONG 464286871 3991 316209 SH OTHER 2 0 0 316209
ISHARES LEHMAN 20+ YEAR 20+YR TRS BD 464287432 263 2860 SH SOLE 14 0 2860 0
ISHARES LEHMAN TR 7-10 YR TRS BD 464287440 538 6411 SH SOLE 14 0 6411 0
ISHARES MSCI EAFE COMMON 464287465 559 9406 SH SOLE 15 9406 0 0
ISHARES MSCI EAFE INDEX MSCI EAFE INDEX 464287465 590 9924 SH SOLE 14 0 9924 0
ISHARES MSCI EMERGING MKT COMMON 464287234 122 1379 SH SOLE 15 1379 0 0
ISHARES RUSSELL 2000 MUE 464287648 12 175 DEFINED 10 0 175 0
ISHARES RUSSELL MIDCAP GR COMMON 464287481 107 1144 SH SOLE 15 1144 0 0
ISHARES RUSSELL MIDCAP VAL COMMON 464287473 207 1667 SH SOLE 15 1667 0 0
ISHARES S&P 100 COMMON 464287101 446 7833 SH SOLE 15 7833 0 0
ISHARES S&P 500 COMMON 464287200 251 2017 SH SOLE 15 2017 0 0
ISHARES S&P 500 GROWTH S&P 500/BAR GRW 464287309 37 621 SH SOLE 14 0 621 0
ISHARES S&P 500 INDX MUE 464287200 424 3400 DEFINED 10 2900 500 0
ISHARES S&P 500 VALUE S&P 500/BAR VAL 464287408 477 7340 SH SOLE 14 0 7340 0
ISHARES S&P 600 INDX MUE 464287804 233 4035 DEFINED 10 2670 1365 0
ISHARES S&P SC 600/BAR VAL COMMON 46428787 56 884 SH SOLE 15 884 0 0
ISHARES TR S&P 100 IDX FD 464287101 14758 258951 SH OTHER 2 115400 0 143551
ISHARES TR S&P 100 IDX FD 464287101 102 1795 SH DEFINED 10 0 0 1795
ISHARES TR LRGE GRW INDX 464287119 1590 26004 SH OTHER 2 0 0 26004
ISHARES TR LRGE CORE INDX 464287127 71 1065 SH OTHER 2 0 0 1065
ISHARES TR NYSE 100INX FD 464287135 259 3964 SH OTHER 2 0 0 3964
ISHARES TR NYSE COMP INDX 464287143 7 92 SH OTHER 2 0 0 92
ISHARES TR S&P 1500 INDEX 464287150 15 136 SH OTHER 2 0 0 136
ISHARES TR DJ SEL DIV INX 464287168 44951 733782 SH OTHER 2 0 0 733782
ISHARES TR OPTIONS 464287168 325 53 PUT OTHER 2 4 0 49
ISHARES TR DJ SEL DIV INX 464287168 243 3973 SH DEFINED 10 1648 815 1510
ISHARES TR US TIPS BD FD 464287176 48268 469444 SH OTHER 2 297 0 469147
ISHARES TR US TIPS BD FD 464287176 75 730 SH DEFINED 10 0 0 730
ISHARES TR FTSE XNHUA IDX 464287184 9737 158021 SH OTHER 2 0 0 158021
ISHARES TR FTSE XNHUA IDX 464287184 81 1322 SH DEFINED 10 742 0 580
ISHARES TR TRANSP AVE IDX 464287192 8120 107667 SH OTHER 2 0 0 107667
ISHARES TR S&P 500 INDEX 464287200 9774 78402 SH OTHER 2 7900 0 70502
ISHARES TR S&P 500 INDEX 464287200 785 6300 SH OTHER 3 0 0 6300
ISHARES TR S&P 500 INDEX 464287200 118 950 SH DEFINED 10 0 0 950
ISHARES TR LEHMAN AGG BND 464287226 117088 1164016 SH OTHER 2 323600 0 840416
ISHARES TR LEHMAN AGG BND 464287226 279 2771 SH DEFINED 10 1190 1581 0
ISHARES TR MSCI EMERG MKT 464287234 90354 1023845 SH OTHER 2 227400 0 796445
ISHARES TR MSCI EMERG MKT 464287234 4906 55588 SH OTHER 6 55588 0 0
ISHARES TR MSCI EMERG MKT 464287234 877 9938 SH DEFINED 10 400 6970 2568
ISHARES TR GS CORP BD FD 464287242 51458 477836 SH OTHER 2 135200 0 342636
ISHARES TR GS CORP BD FD 464287242 1550 14390 SH DEFINED 10 660 13030 700
ISHARES TR GS CORP BD FD 464287242 462 4293 SH SOLE 14 0 4293 0
ISHARES TR S&P GBL TELCM 464287275 444 9126 SH OTHER 2 0 0 9126
ISHARES TR S&P GBL INF 464287291 215 4031 SH OTHER 2 0 0 4031
ISHARES TR S&P500/BAR GRW 464287309 77063 1299976 SH OTHER 2 74901 0 1225075
ISHARES TR S&P500/BAR GRW 464287309 566 9545 SH DEFINED 10 7204 2341 0
ISHARES TR S&P GBL HLTHCR 464287325 3854 73827 SH OTHER 2 0 0 73827
ISHARES TR S&P GBL HLTHCR 464287325 27 515 SH DEFINED 10 0 0 515
ISHARES TR S&P GBL FIN 464287333 1099 14944 SH OTHER 2 0 0 14944
ISHARES TR S&P GBL FIN 464287333 184 2500 SH OTHER 6 2500 0 0
ISHARES TR S&P GBL ENER 464287341 1783 19047 SH OTHER 2 0 0 19047
ISHARES TR GS NAT RES IDX 464287374 10606 120078 SH OTHER 2 0 0 120078
ISHARES TR GS NAT RES IDX 464287374 43 486 SH DEFINED 10 386 0 100
ISHARES TR S&P/TOPIX 150 464287382 4566 39365 SH OTHER 2 0 0 39365
ISHARES TR S&P/TOPIX 150 464287382 708 6100 SH OTHER 6 6100 0 0
ISHARES TR S&P LTN AM 40 464287390 8574 69790 SH OTHER 2 0 0 69790
ISHARES TR S&P LTN AM 40 464287390 24693 201000 SH OTHER 6 201000 0 0
ISHARES TR S&P LTN AM 40 464287390 150 1225 SH DEFINED 10 325 0 900
ISHARES TR S&P500/BAR VAL 464287408 70627 1085732 SH OTHER 2 0 0 1085732
ISHARES TR S&P500/BAR VAL 464287408 272 4178 SH DEFINED 10 4178 0 0
ISHARES TR 20+ YR TRS BD 464287432 254 276793 PRN OTHER 2 48427 0 228366
ISHARES TR 20+ YR TRS BD 464287432 6 7000 PRN OTHER 6 7000 0 0
ISHARES TR 20+ YR TRS BD 464287432 6 6545 PRN DEFINED 10 0 6545 0
ISHARES TR 7-10 YR TRS BD 464287440 300 357768 PRN OTHER 2 60240 0 297528
ISHARES TR 7-10 YR TRS BD 464287440 0 524 PRN DEFINED 10 0 524 0
ISHARES TR 1-3 YR TRS BD 464287457 513 640042 PRN OTHER 2 15365 0 624677
ISHARES TR 1-3 YR TRS BD 464287457 734 9152 SH SOLE 14 0 9152 0
ISHARES TR MSCI EAFE IDX 464287465 192450 3238262 SH OTHER 2 323400 0 2914862
ISHARES TR OPTIONS 464287465 59 10 PUT OTHER 2 0 0 10
ISHARES TR OPTIONS 464287465 6 1 CALL OTHER 2 1 0 0
ISHARES TR MSCI EAFE IDX 464287465 505 8500 SH OTHER 3 0 0 8500
ISHARES TR MSCI EAFE IDX 464287465 5069 85296 SH DEFINED 10 11513 64885 8898
ISHARES TR RUSSELL MCP VL 464287473 19104 153545 SH OTHER 2 49 0 153496
ISHARES TR RUSSELL MCP VL 464287473 100 800 SH OTHER 6 800 0 0
ISHARES TR RUSSELL MCP VL 464287473 7 55 SH DEFINED 10 0 55 0
ISHARES TR RUSSELL MCP GR 464287481 12474 132754 SH OTHER 2 0 0 132754
ISHARES TR RUSSELL MIDCAP 464287499 12391 140920 SH OTHER 2 57 0 140863
ISHARES TR RUSSELL MIDCAP 464287499 349 3967 SH DEFINED 10 650 0 3317
ISHARES TR S&P MIDCAP 400 464287507 21096 285855 SH OTHER 2 0 0 285855
ISHARES TR S&P MIDCAP 400 464287507 472 6400 SH OTHER 6 6400 0 0
ISHARES TR S&P MIDCAP 400 464287507 816 11057 SH DEFINED 10 909 9600 548
ISHARES TR S&P MIDCAP 400 464287507 1129 15300 SH SOLE 12 15300 0 0
ISHARES TR OPTIONS 464287507 1048 142 PUT SOLE 12 142 0 0
ISHARES TR OPTIONS 464287507 590 80 CALL SOLE 12 80 0 0
ISHARES TR S&P Midcap 400 464287507 204 2766 SH SOLE 14 0 2766 0
ISHARES TR GLMN SCHS SOFT 464287515 12729 316258 SH OTHER 2 221055 0 95203
ISHARES TR GLDM SCHS SEMI 464287523 4251 69716 SH OTHER 2 0 0 69716
ISHARES TR GLDM SCHS SEMI 464287523 10 160 SH DEFINED 10 0 0 160
ISHARES TR GLDM SCHS NETW 464287531 4509 145445 SH OTHER 2 0 0 145445
ISHARES TR GLDM SACHS TEC 464287549 2320 48992 SH OTHER 2 357 0 48635
ISHARES TR GLDM SACHS TEC 464287549 42 882 SH DEFINED 10 0 0 882
ISHARES TR NASDQ BIO INDX 464287556 24942 322917 SH OTHER 2 15250 0 307667
ISHARES TR OPTIONS 464287556 15 2 CALL OTHER 2 2 0 0
ISHARES TR OPTIONS 464287556 772 100 PUT OTHER 6 100 0 0
ISHARES TR OPTIONS 464287556 2317 300 CALL OTHER 6 300 0 0
ISHARES TR NASDQ BIO INDX 464287556 359 4651 SH DEFINED 10 4273 11 367
ISHARES TR OPTIONS 464287556 425 55 PUT SOLE 12 55 0 0
ISHARES TR OPTIONS 464287556 1406 182 CALL SOLE 12 182 0 0
ISHARES TR COHEN&ST RLTY 464287564 16169 216043 SH OTHER 2 0 0 216043
ISHARES TR OPTIONS 464287564 7 1 CALL OTHER 2 1 0 0
ISHARES TR OPTIONS 464287564 7484 1000 PUT OTHER 6 1000 0 0
ISHARES TR COHEN&ST RLTY 464287564 81 1086 SH DEFINED 10 1086 0 0
ISHARES TR S&P GLB100INDX 464287572 905 14372 SH OTHER 2 0 0 14372
ISHARES TR CONS SRVC IDX 464287580 6291 105544 SH OTHER 2 0 0 105544
ISHARES TR CONS SRVC IDX 464287580 26 435 SH DEFINED 10 435 0 0
ISHARES TR RUSSELL1000VAL 464287598 65838 953765 SH OTHER 2 4249 0 949516
ISHARES TR OPTIONS 464287598 14 2 CALL OTHER 2 2 0 0
ISHARES TR RUSSELL1000VAL 464287598 6771 98086 SH DEFINED 10 59220 38866 0
ISHARES TR S&P MIDCP GROW 464287606 21682 286729 SH OTHER 2 0 0 286729
ISHARES TR S&P MIDCP GROW 464287606 41 539 SH DEFINED 10 139 0 400
ISHARES TR RUSSELL1000GRW 464287614 66025 1294345 SH OTHER 2 0 0 1294345
ISHARES TR RUSSELL1000GRW 464287614 659 12920 SH DEFINED 10 1555 11365 0
ISHARES TR RUSSELL 1000 464287622 6732 99444 SH OTHER 2 230 0 99214
ISHARES TR RUSSELL 1000 464287622 1437 21233 SH DEFINED 10 20033 0 1200
ISHARES TR RUSL 2000 VALU 464287630 34528 523705 SH OTHER 2 0 0 523705
ISHARES TR RUSL 2000 VALU 464287630 1212 18385 SH DEFINED 10 2130 14100 2155
ISHARES TR RUSL 2000 VALU 464287630 14162 214800 SH SOLE 12 214800 0 0
ISHARES TR OPTIONS 464287630 17966 2725 PUT SOLE 12 2725 0 0
ISHARES TR OPTIONS 464287630 2268 344 CALL SOLE 12 344 0 0
ISHARES TR RUSL 2000 GROW 464287648 17130 245908 SH OTHER 2 0 0 245908
ISHARES TR OPTIONS 464287648 14 2 CALL OTHER 2 2 0 0
ISHARES TR RUSL 2000 GROW 464287648 800 11479 SH DEFINED 10 1649 8214 1616
ISHARES TR OPTIONS 464287648 1839 264 PUT SOLE 12 264 0 0
ISHARES TR OPTIONS 464287648 3971 570 CALL SOLE 12 570 0 0
ISHARES TR RUSSELL 2000 464287655 42688 639813 SH OTHER 2 1423 0 638390
ISHARES TR OPTIONS 464287655 7 1 PUT OTHER 2 0 0 1
ISHARES TR OPTIONS 464287655 87 13 CALL OTHER 2 13 0 0
ISHARES TR RUSSELL 2000 464287655 201588 3021400 SH OTHER 6 3021400 0 0
ISHARES TR OPTIONS 464287655 4003 600 PUT OTHER 6 600 0 0
ISHARES TR RUSSELL 2000 464287655 2012 30161 SH DEFINED 10 20858 8200 1103
ISHARES TR OPTIONS 464287655 30658 4595 PUT SOLE 12 4595 0 0
ISHARES TR OPTIONS 464287655 49299 7389 CALL SOLE 12 7389 0 0
ISHARES TR RUSL 3000 VALU 464287663 816 9035 SH OTHER 2 0 0 9035
ISHARES TR RUSL 3000 VALU 464287663 170 1887 SH DEFINED 10 1887 0 0
ISHARES TR RUSL 3000 GROW 464287671 1593 38441 SH OTHER 2 0 0 38441
ISHARES TR RUSSELL 3000 464287689 1278 17739 SH OTHER 2 0 0 17739
ISHARES TR RUSSELL 3000 464287689 5 70 SH DEFINED 10 0 0 70
ISHARES TR DJ US UTILS 464287697 17241 225494 SH OTHER 2 6100 0 219394
ISHARES TR DJ US UTILS 464287697 79 1034 SH DEFINED 10 734 0 300
ISHARES TR S&P MIDCP VALU 464287705 38275 542979 SH OTHER 2 0 0 542979
ISHARES TR S&P MIDCP VALU 464287705 10 145 SH DEFINED 10 145 0 0
ISHARES TR DJ US TELECOMM 464287713 10318 451369 SH OTHER 2 0 0 451369
ISHARES TR OPTIONS 464287713 69 30 PUT OTHER 2 30 0 0
ISHARES TR DJ US TECH SEC 464287721 11242 226107 SH OTHER 2 0 0 226107
ISHARES TR DJ US TECH SEC 464287721 5 100 SH DEFINED 10 0 0 100
ISHARES TR DJ US REAL EST 464287739 24539 382522 SH OTHER 2 278241 0 104281
ISHARES TR DJ US REAL EST 464287739 237 3700 SH OTHER 6 3700 0 0
ISHARES TR DJ US REAL EST 464287739 35 539 SH DEFINED 10 528 7 4
ISHARES TR DJ US INDUSTRL 464287754 4589 78793 SH OTHER 2 0 0 78793
ISHARES TR DJ US HEALTHCR 464287762 22208 352285 SH OTHER 2 57809 0 294476
ISHARES TR DJ US HEALTHCR 464287762 89 1410 SH DEFINED 10 825 425 160
ISHARES TR DJ US FINL SVC 464287770 4915 42945 SH OTHER 2 0 0 42945
ISHARES TR DJ US FINL SVC 464287770 38 335 SH DEFINED 10 0 0 335
ISHARES TR DJ US FINL SEC 464287788 10475 103623 SH OTHER 2 14600 0 89023
ISHARES TR DJ US ENERGY 464287796 16695 194672 SH OTHER 2 0 0 194672
ISHARES TR DJ US ENERGY 464287796 15 180 SH DEFINED 10 0 0 180
ISHARES TR S&P SMLCAP 600 464287804 29553 511304 SH OTHER 2 13696 0 497608
ISHARES TR OPTIONS 464287804 17 3 CALL OTHER 2 3 0 0
ISHARES TR S&P SMLCAP 600 464287804 17 300 SH OTHER 6 300 0 0
ISHARES TR S&P SMLCAP 600 464287804 480 8298 SH DEFINED 10 2750 0 5548
ISHARES TR S&P SMLCAP 600 464287804 628 10873 SH SOLE 12 10873 0 0
ISHARES TR OPTIONS 464287804 29 5 PUT SOLE 12 5 0 0
ISHARES TR OPTIONS 464287804 647 112 CALL SOLE 12 112 0 0
ISHARES TR CONS GOODS IDX 464287812 5465 102610 SH OTHER 2 0 0 102610
ISHARES TR CONS GOODS IDX 464287812 154 2899 SH DEFINED 10 1424 0 1475
ISHARES TR DJ US BAS MATL 464287838 5662 109864 SH OTHER 2 2974 0 106890
ISHARES TR DJ US TOTL MKT 464287846 5840 96521 SH OTHER 2 0 0 96521
ISHARES TR S&P EURO PLUS 464287861 7499 92848 SH OTHER 2 0 0 92848
ISHARES TR S&P EURO PLUS 464287861 129 1600 SH OTHER 6 1600 0 0
ISHARES TR S&P EURO PLUS 464287861 27 340 SH DEFINED 10 340 0 0
ISHARES TR S&P SMLCP VALU 464287879 35250 551821 SH OTHER 2 23300 0 528521
ISHARES TR S&P SMLCP VALU 464287879 541 8466 SH DEFINED 10 5970 296 2200
ISHARES TR S&P SMLCP GROW 464287887 31441 270880 SH OTHER 2 0 0 270880
ISHARES TR S&P SMLCP GROW 464287887 284 2451 SH DEFINED 10 2128 163 160
ISHARES TR LARGE VAL INDX 464288109 1817 26506 SH OTHER 2 0 0 26506
ISHARES TR MID CORE INDEX 464288208 81 1105 SH OTHER 2 0 0 1105
ISHARES TR MID GRWTH INDX 464288307 34 444 SH OTHER 2 0 0 444
ISHARES TR MID VAL INDEX 464288406 3236 43779 SH OTHER 2 0 0 43779
ISHARES TR SMLL CORE INDX 464288505 171 2375 SH OTHER 2 0 0 2375
ISHARES TR SMLL GRWTH IDX 464288604 118 1747 SH OTHER 2 0 0 1747
ISHARES TR SMLL VAL INDX 464288703 553 7837 SH OTHER 2 0 0 7837
ISHARES TR KLD SL SOC INX 464288802 279 5254 SH OTHER 2 0 0 5254
ISHARES TR RSSL MCRCP IDX 464288869 2029 39666 SH OTHER 2 0 0 39666
ISHARES TR RSSL MCRCP IDX 464288869 26 500 SH DEFINED 10 0 0 500
ISHARES TR MSCI VAL IDX 464288877 653 11599 SH OTHER 2 0 0 11599
ISHARES TR MSCI VAL IDX 464288877 149 2652 SH DEFINED 10 2202 0 450
ISHARES TR MSCI GRW IDX 464288885 594 10488 SH OTHER 2 0 0 10488
ISHARES TR MSCI GRW IDX 464288885 150 2656 SH DEFINED 10 2206 0 450
ISHARES TR MSCI MSCI EMERG MKT 464287234 268 3032 SH SOLE 14 0 3032 0
ISHARES TR -RUSSELL RUSSELL 2000 464287655 55 820 SH SOLE 14 0 820 0
ISHS LEHN AGG BD FD MUE 464287226 65 650 DEFINED 10 350 300 0
ISHS MIDCAP 400 INDX MUE 464287507 214 2900 DEFINED 10 2900 0 0
ISHS MSCI EAFE INDX MUE 464287465 485 8168 DEFINED 10 3454 4714 0
ISHS S&P 500 VAL IDX MUE 464287408 237 3650 DEFINED 10 3650 0 0
ISIS PHARMACEUTICALS INC COM 464330109 3 500 SH OTHER 2 0 0 500
ISLE OF CAPRI CASINOS INC COM 464592104 250 10280 SH OTHER 2 10280 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 2 68 SH DEFINED 10 44 15 9
ISTAR FINL INC COM 45031U101 3370 94520 SH OTHER 2 15352 0 79168
ISTAR FINL INC COM 45031U101 221 6200 SH OTHER 6 6200 0 0
ISTAR FINL INC COM 45031U101 38 1057 SH DEFINED 10 1057 0 0
ITC DELTACOM INC COM PAR 0.01 45031T872 1161 921439 SH OTHER 2 921439 0 0
ITRON INC COM 465741106 910 22732 SH OTHER 2 22732 0 0
ITRON INC COM 465741106 4 107 SH DEFINED 10 68 24 15
ITRON INC COM COMM 465741106 205 5125.00 SH Sole 16 1775 0 3350
ITT EDUCATIONAL SERVICES INC COM 45068B109 253 4285 SH OTHER 2 4069 0 216
ITT EDUCATIONAL SERVICES INC COM 45068B109 130 2201 SH DEFINED 10 2031 170 0
ITT INDS INC COM COM 450911102 118 1145 DEFINED 10 0 1145 0
ITT INDS INC IND COM 450911102 7285 70852 SH OTHER 2 9428 0 61424
ITT INDS INC IND COM 450911102 2876 27975 SH OTHER 3 0 0 27975
ITT INDS INC IND COM 450911102 3237 31481 SH SOLE 4 0 0 31481
ITT INDS INC IND COM 450911102 1041 10123 SH OTHER 6 10123 0 0
ITT INDS INC IND COM 450911102 577 5609 SH DEFINED 10 5202 219 188
ITT INDUSTRIES INC INDIANA COMM 450911102 185 1800.00 SH Sole 16 0 0 1800
IVANHOE ENERGY INC COM 465790103 80 75600 SH OTHER 2 75600 0 0
IVANHOE MINES LTD COM 46579N103 1776 246991 SH OTHER 2 246991 0 0
IVAX CORP COM 465823102 18954 604995 SH OTHER 2 429393 0 175602
IVAX CORP OPTIONS 465823102 269 86 PUT OTHER 2 86 0 0
IVAX CORP OPTIONS 465823102 1259 402 CALL OTHER 2 402 0 0
IVAX CORP COM 465823102 6266 200000 SH OTHER 6 200000 0 0
IVAX CORP COM 465823102 105 3359 SH DEFINED 10 3359 0 0
IVAX CORP NOTE 1.875%12/1 465823AN2 16679 11000000 PRN OTHER 2 1 1000000 0 0
IVILLAGE INC COM 46588H105 12 1523 SH OTHER 2 323 0 1200
IVILLAGE INC OPTIONS 46588H105 8 10 CALL OTHER 2 10 0 0
IVOICE TECHNOLOGY INC CL A COMM 46589H104 0 608.00 SH Sole 16 0 0 608
IXIA COM 45071R109 956 64597 SH OTHER 2 64597 0 0
IXIA OPTIONS 45071R109 37 25 CALL OTHER 2 25 0 0
IXYS CORP COM 46600W106 1323 113158 SH OTHER 2 113158 0 0
J & J SNACK FOODS CORP COM 466032109 61 1033 SH OTHER 2 533 0 500
J F CHINA REGION FD INC COM 46614T107 14 1001 SH OTHER 2 0 0 1001
J H PAT PREM DIV I MUE 41013Q101 5 600 DEFINED 10 0 600 0
J JILL GROUP INC COM 466189107 31 1603 SH OTHER 2 1603 0 0
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1116 26109 SH OTHER 2 26109 0 0
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 95 2230 SH DEFINED 10 2230 0 0
J2 GLOBAL COMMUNICATIONS INC OPTIONS 46626E205 124 29 CALL SOLE 12 29 0 0
JABIL CIRCUIT INC COM 466313103 7437 200508 SH OTHER 2 84859 0 115649
JABIL CIRCUIT INC OPTIONS 466313103 3894 1050 PUT OTHER 2 1050 0 0
JABIL CIRCUIT INC COM 466313103 2312 62333 SH SOLE 4 0 0 62333
JABIL CIRCUIT INC COM 466313103 7 191 SH OTHER 6 191 0 0
JABIL CIRCUIT INC COM 466313103 187 5051 SH DEFINED 10 4625 230 196
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MCMORAN EXPLORATION C