13F-HR/A 1 csfb13fmar02amd2.txt CREDIT SUISSE FIRST BOSTON 13F AMENDMENT FILING FOR MARCH 2002 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2002 Check here if Amendment ( x ); Amendment Number: 2 This Amendment (Check only one.): ( x ) is a restatement ( ) adds new holdings entries Institutional Investment Manager Filing this Report: Name: CREDIT SUISSE FIRST BOSTON, INC. Address: 11 MADISON AVENUE NEW YORK, NY 10010 Form 13F File Number: 28-2205 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, schdeules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Eugene Rosati Title: Director Phone: 212-325-4492 Signature, Place, and Date of Signing: Eugene Rosati New York, New York March 10, 2003 (Signature) (City, State) (Date) Report Type (Check only one.): ( X ) 13F HOLDING 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 1. 28- Form 13F File Number Name 2. 28-2205 CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION* Form 13F File Number Name 3. 28-2205 CREDIT SUISSE FIRST BOSTON LLC** Form 13F File Number Name 4. 28- * CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. ** CREDIT SUISSE FIRST BOSTON LLC is also a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 5844 Form 13F Information Table Value Total: $ 26,730,740 (thousands) Information requested to be treated confidentially has been filed separately. List of Other Included Managers: Provided 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. Form 13F File Number Name 1. 28- Form 13F File Number Name 2. 28-2205 CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION* Form 13F File Number Name 3. 28-2205 CREDIT SUISSE FIRST BOSTON LLC** Form 13F File Number Name 4. 28- * CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. ** CREDIT SUISSE FIRST BOSTON LLC is also a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- A D C TELECOMMUNICATIONS COM 000886101 3003 739757 SH DEFINED 03 739757 0 0 AAIPHARMA INC COM 00252W104 535 14883 SH DEFINED 03 14883 0 0 AAR CORP COM 000361105 388 36020 SH DEFINED 03 36020 0 0 AARON RENTS INC COM 002535201 478 20932 SH DEFINED 03 20932 0 0 ABBOTT LABS COM 002824100 45080 857043 SH DEFINED 03 857043 0 0 ABERCROMBIE & FITCH CO CL A 002896207 2459 79842 SH DEFINED 03 79842 0 0 ABGENIX INC COM 00339B107 1572 83262 SH DEFINED 03 83262 0 0 ABIOMED INC COM 003654100 349 31586 SH DEFINED 03 31586 0 0 ABM INDS INC COM 000957100 1167 31785 SH DEFINED 03 31785 0 0 ABRAXAS PETE CORP COM 003830106 399 399317 SH DEFINED 03 399317 0 0 ACACIA RESH CORP COM 003881109 341 29949 SH DEFINED 03 29949 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 185 28521 SH DEFINED 03 28521 0 0 ACAMBIS PLC SPONSORED ADR 004286100 615 13411 SH DEFINED 03 13411 0 0 ACCLAIM ENTMT INC COM PAR $0.02 004325205 443 97566 SH DEFINED 03 97566 0 0 ACCREDO HEALTH INC COM 00437V104 2831 49501 SH DEFINED 03 49501 0 0 ACE LTD ORD G0070K103 4685 112355 SH DEFINED 03 112355 0 0 ACKERLEY GROUP INC COM 004527107 400 22407 SH DEFINED 03 22407 0 0 ACLARA BIOSCIENCES INC COM 00461P106 179 53444 SH DEFINED 03 53444 0 0 ACLN LTD ORD M01764105 761 78900 SH DEFINED 03 78900 0 0 ACTEL CORP COM 004934105 1144 55430 SH DEFINED 03 55430 0 0 ACTERNA CORP COM 00503U105 20 13090 SH DEFINED 03 13090 0 0 ACTION PERFORMANCE COS INC COM 004933107 1140 23138 SH DEFINED 03 23138 0 0 ACTIVE POWER INC COM 00504W100 248 47246 SH DEFINED 03 47246 0 0 ACTIVISION INC NEW COM NEW 004930202 3870 129433 SH DEFINED 03 129433 0 0 ACTRADE FINL TECHNOLOGIES LT COM 00507P102 254 16534 SH DEFINED 03 16534 0 0 ACTUANT CORP CL A NEW 00508X203 2045 47400 SH DEFINED 03 47400 0 0 ACTUATE CORP COM 00508B102 454 62973 SH DEFINED 03 62973 0 0 ACTV INC COM 00088E104 89 59422 SH DEFINED 03 59422 0 0 ACUITY BRANDS INC COM 00508Y102 1135 68641 SH DEFINED 03 68641 0 0 ACXIOM CORP COM 005125109 1224 71403 SH DEFINED 03 71403 0 0 ADAPTEC INC COM 00651F108 5743 431181 SH DEFINED 03 431181 0 0 ADE CORP MASS COM 00089C107 206 13482 SH DEFINED 03 13482 0 0 ADELPHIA BUSINESS SOLUTIONS CL A 006847107 8 201007 SH DEFINED 03 201007 0 0 ADELPHIA COMMUNICATIONS CORP CL A 006848105 2754 184831 SH DEFINED 03 184831 0 0 ADMINISTAFF INC COM 007094105 1214 43933 SH DEFINED 03 43933 0 0 ADOBE SYS INC COM 00724F101 8859 219835 SH DEFINED 03 219835 0 0 ADOLOR CORP COM 00724X102 516 46240 SH DEFINED 03 46240 0 0 ADTRAN INC COM 00738A106 1651 68698 SH DEFINED 03 68698 0 0 ADVANCED AUTO PARTS INC COM 00751Y106 614 13343 SH DEFINED 03 13343 0 0 ADVANCED DIGITAL INFORMATION COM 007525108 1393 107164 SH DEFINED 03 107164 0 0 ADVANCED ENERGY INDS COM 007973100 991 27556 SH DEFINED 03 27556 0 0 ADVANCED FIBRE COMMUNICATION COM 00754A105 1271 66354 SH DEFINED 03 66354 0 0 ADVANCED MARKETING SVCS INC COM 00753T105 651 27116 SH DEFINED 03 27116 0 0 ADVANCED MICRO DEVICES INC COM 007903107 2460 167257 SH DEFINED 03 167257 0 0 ADVANCED NEUROMODULATION SYS COM 00757T101 337 10002 SH DEFINED 03 10002 0 0 ADVANCED TISSUE SCIENCES INC COM 00755F103 342 109036 SH DEFINED 03 109036 0 0 ADVANCEPCS COM 00790K109 2740 91135 SH DEFINED 03 91135 0 0 ADVANTA CORP CL A 007942105 410 32156 SH DEFINED 03 32156 0 0 ADVENT SOFTWARE INC COM 007974108 1624 27486 SH DEFINED 03 27486 0 0 ADVISORY BRD CO COM 00762W107 706 21700 SH DEFINED 03 21700 0 0 ADVO INC COM 007585102 1224 28973 SH DEFINED 03 28973 0 0 AEGON N V ORD AMER REG 007924103 748 30591 SH DEFINED 03 30591 0 0 AEROFLEX INC COM 007768104 1190 92511 SH DEFINED 03 92511 0 0 AES CORP COM 00130H105 3341 371258 SH DEFINED 03 371258 0 0 AETHER SYS INC COM 00808V105 1084 249856 SH DEFINED 03 249856 0 0 AETNA INC NEW COM 00817Y108 4859 125164 SH DEFINED 03 125164 0 0 AFC ENTERPRISES INC COM 00104Q107 473 14165 SH DEFINED 03 14165 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 6297 112178 SH DEFINED 03 112178 0 0 AFFILIATED MANAGERS GROUP NOTE 5/0 008252AC2 9613 9800000 SH DEFINED 03 0 0 9800000 AFFILIATED MANAGERS GROUP COM 008252108 2374 33057 SH DEFINED 03 33057 0 0 AFFYMETRIX INC COM 00826T108 241 8295 SH DEFINED 03 8295 0 0 AFLAC INC COM 001055102 8131 275632 SH DEFINED 03 275632 0 0 AFTERMARKET TECHNOLOGY CORP COM 008318107 489 26200 SH DEFINED 03 26200 0 0 AGCO CORP COM 001084102 5936 260106 SH DEFINED 03 260106 0 0 AGERE SYS INC CL A 00845V100 350 89953 SH DEFINED 03 89953 0 0 AGILE SOFTWARE CORP DEL COM 00846X105 562 46467 SH DEFINED 03 46467 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 10586 302811 SH DEFINED 03 302811 0 0 AGL RES INC COM 001204106 3309 140817 SH DEFINED 03 140817 0 0 AGRIUM INC COM 008916108 453 43100 SH DEFINED 03 43100 0 0 AIR PRODS & CHEMS INC COM 009158106 6397 123849 SH DEFINED 03 123849 0 0 AIRBORNE INC COM 009269101 2793 159688 SH DEFINED 03 159688 0 0 AIRGAS INC COM 009363102 2797 139161 SH DEFINED 03 139161 0 0 AIRGATE PCS INC COM 009367103 898 64189 SH DEFINED 03 64189 0 0 AIRTRAN HLDGS INC COM 00949P108 828 136874 SH DEFINED 03 136874 0 0 AK STL HLDG CORP COM 001547108 1280 89481 SH DEFINED 03 89481 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 586 146526 SH DEFINED 03 146526 0 0 AKSYS LTD COM 010196103 271 30878 SH DEFINED 03 30878 0 0 AKZO NOBEL NV SPONSORED ADR 010199305 4 96 SH DEFINED 03 96 0 0 ALABAMA NATL BANCORP DELA COM 010317105 493 13386 SH DEFINED 03 13386 0 0 ALAMOSA HLDGS INC COM 011589108 517 102872 SH DEFINED 03 102872 0 0 ALASKA AIR GROUP INC COM 011659109 1976 59362 SH DEFINED 03 59362 0 0 ALASKA COMMUNICATIONS SYS G COM 01167P101 105 13973 SH DEFINED 03 13973 0 0 ALBANY INTL CORP CL A 012348108 2279 75220 SH DEFINED 03 75220 0 0 ALBANY MOLECULAR RESH INC COM 012423109 755 31498 SH DEFINED 03 31498 0 0 ALBEMARLE CORP COM 012653101 2588 93893 SH DEFINED 03 93893 0 0 ALBERTA ENERGY LTD COM 012873105 553 12600 SH DEFINED 03 12600 0 0 ALBERTO CULVER CO CL B CONV 013068101 2336 43266 SH DEFINED 03 43266 0 0 ALBERTSONS INC COM 013104104 7932 239348 SH DEFINED 03 239348 0 0 ALCAN INC COM 013716105 6135 154808 SH DEFINED 03 154808 0 0 ALCATEL SPONSORED ADR 013904305 976 68905 SH DEFINED 03 68905 0 0 ALCOA INC COM 013817101 18048 478224 SH DEFINED 03 478224 0 0 ALDERWOODS GROUP INC COM 014383103 530 59600 SH DEFINED 03 59600 0 0 ALEXANDER & BALDWIN INC COM 014482103 3105 112493 SH DEFINED 03 112493 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1099 24631 SH DEFINED 03 24631 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 550 23683 SH DEFINED 03 23683 0 0 ALFA CORP COM 015385107 1624 58306 SH DEFINED 03 58306 0 0 ALIGN TECHNOLOGY INC COM 016255101 78 14745 SH DEFINED 03 14745 0 0 ALKERMES INC COM 01642T108 258 9905 SH DEFINED 03 9905 0 0 ALLEGHANY CORP DEL COM 017175100 296 1579 SH DEFINED 03 1579 0 0 ALLEGHENY ENERGY INC COM 017361106 2694 65151 SH DEFINED 03 65151 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1689 102096 SH DEFINED 03 102096 0 0 ALLEGIANCE TELECOM INC COM 01747T102 20 6606 SH DEFINED 03 6606 0 0 ALLEGIANT BANCORP INC COM 017476102 274 16000 SH DEFINED 03 16000 0 0 ALLEN TELECOM INC COM 018091108 355 53187 SH DEFINED 03 53187 0 0 ALLERGAN INC COM 018490102 7293 112803 SH DEFINED 03 112803 0 0 ALLETE INC COM 018522102 2144 73719 SH DEFINED 03 73719 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1513 60200 SH DEFINED 03 60200 0 0 ALLIANCE FIBER OPTIC PRODS I COM 018680108 22 21859 SH DEFINED 03 21859 0 0 ALLIANCE GAMING CORP COM NEW 01859P609 1223 40086 SH DEFINED 03 40086 0 0 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1218 105734 SH DEFINED 03 105734 0 0 ALLIANT ENERGY CORP COM 018802108 2673 88452 SH DEFINED 03 88452 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 3624 35534 SH DEFINED 03 35534 0 0 ALLIED CAP CORP NEW COM 01903Q108 332 12077 SH DEFINED 03 12077 0 0 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 86 3600 SH DEFINED 03 3600 0 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1400 107703 SH DEFINED 03 107703 0 0 ALLMERICA FINL CORP COM 019754100 2031 45239 SH DEFINED 03 45239 0 0 ALLOY INC COM 019855105 560 37415 SH DEFINED 03 37415 0 0 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 293 46950 SH DEFINED 03 46950 0 0 ALLSTATE CORP COM 020002101 14685 388788 SH DEFINED 03 388788 0 0 ALLTEL CORP COM 020039103 9243 166391 SH DEFINED 03 166391 0 0 ALPHA INDS INC COM 020753109 2228 146569 SH DEFINED 03 146569 0 0 ALPHARMA INC CL A 020813101 5522 386160 SH DEFINED 03 386160 0 0 ALSTOM SPONSORED ADR 021244108 14 1045 SH DEFINED 03 1045 0 0 ALTERA CORP COM 021441100 4865 222881 SH DEFINED 03 222881 0 0 AMAZON COM INC COM 023135106 5343 373109 SH DEFINED 03 373109 0 0 AMB PROPERTY CORP COM 00163T109 251 9141 SH DEFINED 03 9141 0 0 AMBAC FINL GROUP INC COM 023139108 6754 114346 SH DEFINED 03 114346 0 0 AMBASSADORS INTL INC COM 023178106 90 10549 SH DEFINED 03 10549 0 0 AMC ENTMT INC COM 001669100 379 27793 SH DEFINED 03 27793 0 0 AMCOL INTL CORP COM 02341W103 183 30193 SH DEFINED 03 30193 0 0 AMCORE FINL INC COM 023912108 972 41443 SH DEFINED 03 41443 0 0 AMDOCS LTD ORD G02602103 4370 163960 SH DEFINED 03 163960 0 0 AMERADA HESS CORP COM 023551104 4481 56465 SH DEFINED 03 56465 0 0 AMERCO COM 023586100 378 21695 SH DEFINED 03 21695 0 0 AMEREN CORP COM 023608102 3782 88475 SH DEFINED 03 88475 0 0 AMERICA FIRST MTG INVTS INC COM 023934102 1214 135600 SH DEFINED 03 135600 0 0 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 397 20000 SH DEFINED 03 0 0 20000 AMERICA ONLINE LATIN AMERICA CL A 02365B100 74 32901 SH DEFINED 03 32901 0 0 AMERICA WEST HLDG CORP CL B 023657208 285 50949 SH DEFINED 03 50949 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 770 26555 SH DEFINED 03 26555 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 1460 47177 SH DEFINED 03 47177 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3835 154755 SH DEFINED 03 154755 0 0 AMERICAN ELEC PWR INC COM 025537101 9403 204004 SH DEFINED 03 204004 0 0 AMERICAN EXPRESS CO COM 025816109 30062 733933 SH DEFINED 03 733933 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 1536 53497 SH DEFINED 03 53497 0 0 AMERICAN FINL HLDGS INC COM 026075101 842 31644 SH DEFINED 03 31644 0 0 AMERICAN GREETINGS CORP CL A 026375105 6822 375841 SH DEFINED 03 375841 0 0 AMERICAN HEALTHWAYS INC COM 02649V104 482 17691 SH DEFINED 03 17691 0 0 AMERICAN INTL GROUP INC COM 026874107 116556 1615696 SH DEFINED 03 1615696 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 1141 25139 SH DEFINED 03 25139 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 1079 47915 SH DEFINED 03 47915 0 0 AMERICAN MGMT SYS INC COM 027352103 1270 67989 SH DEFINED 03 67989 0 0 AMERICAN PHARMACEUTICALS PTN COM 02886P109 705 48300 SH DEFINED 03 48300 0 0 AMERICAN PHYSICIANS CAPITAL COM 028884104 504 25851 SH DEFINED 03 25851 0 0 AMERICAN PWR CONVERSION CORP COM 029066107 1862 126076 SH DEFINED 03 126076 0 0 AMERICAN STD COS INC DEL COM 029712106 4055 57310 SH DEFINED 03 57310 0 0 AMERICAN STS WTR CO COM 029899101 584 16577 SH DEFINED 03 16577 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 437 57632 SH DEFINED 03 57632 0 0 AMERICAN TOWER CORP CL A 029912201 63 11574 SH DEFINED 03 11574 0 0 AMERICAN WOODMARK CORP COM 030506109 517 8211 SH DEFINED 03 8211 0 0 AMERICAN WTR WKS INC COM 030411102 3602 82233 SH DEFINED 03 82233 0 0 AMERICREDIT CORP COM 03060R101 7310 192407 SH DEFINED 03 192407 0 0 AMERIGAS PARTNERS L P UNIT L P INT 030975106 28 1300 SH DEFINED 03 0 0 0 AMERIGROUP CORP COM 03073T102 650 23100 SH DEFINED 03 23100 0 0 AMERIPATH INC COM 03071D109 2821 105836 SH DEFINED 03 105836 0 0 AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD4 2838 1905000 SH DEFINED 03 0 0 1905000 AMERISOURCEBERGEN CORP COM 03073E105 3730 54612 SH DEFINED 03 54612 0 0 AMERITRADE HLDG CORP CL A 03072H109 120 18739 SH DEFINED 03 18739 0 0 AMERON INTL INC COM 030710107 390 5434 SH DEFINED 03 5434 0 0 AMERUS GROUP CO COM 03072M108 3520 91545 SH DEFINED 03 91545 0 0 AMETEK INC NEW COM 031100100 2953 79353 SH DEFINED 03 79353 0 0 AMGEN INC COM 031162100 46277 775427 SH DEFINED 03 775427 0 0 AMGEN INC COM 031162100 2714 45477 SH DEFINED 03 0 0 45477 AMKOR TECHNOLOGY INC COM 031652100 1169 52521 SH DEFINED 03 52521 0 0 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 757 30013 SH DEFINED 03 30013 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 1794 66700 SH DEFINED 03 66700 0 0 AMPHENOL CORP NEW CL A 032095101 305 6508 SH DEFINED 03 6508 0 0 AMR CORP COM 001765106 3097 117269 SH DEFINED 03 117269 0 0 AMSOUTH BANCORPORATION COM 032165102 5169 235184 SH DEFINED 03 235184 0 0 AMSURG CORP COM 03232P405 836 30749 SH DEFINED 03 30749 0 0 AMVESCAP PLC SPONSORED ADR 03235E100 388 14000 SH DEFINED 03 14000 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 1133 113285 SH DEFINED 03 113285 0 0 ANADARKO PETE CORP COM 032511107 10778 190965 SH DEFINED 03 190965 0 0 ANADIGICS INC COM 032515108 801 65032 SH DEFINED 03 65032 0 0 ANALOG DEVICES INC COM 032654105 8468 188008 SH DEFINED 03 188008 0 0 ANALOGIC CORP COM PAR $0.05 032657207 412 9925 SH DEFINED 03 9925 0 0 ANAREN MICROWAVE INC COM 032744104 578 39865 SH DEFINED 03 39865 0 0 ANCHOR BANCORP WIS INC COM 032839102 633 31605 SH DEFINED 03 31605 0 0 ANDREW CORP COM 034425108 3225 192874 SH DEFINED 03 192874 0 0 ANDRX GROUP COM 034553107 3846 101415 SH DEFINED 03 101415 0 0 ANGIOTECH PHARMACEUTICALS IN COM 034918102 350 7686 SH DEFINED 03 7686 0 0 ANGLOGOLD LTD SPONSORED ADR 035128206 312 12400 SH DEFINED 03 12400 0 0 ANHEUSER BUSCH COS INC COM 035229103 24427 467942 SH DEFINED 03 467942 0 0 ANIXTER INTL INC COM 035290105 1188 40089 SH DEFINED 03 40089 0 0 ANNALY MTG MGMT INC COM 035710409 2007 118171 SH DEFINED 03 118171 0 0 ANNTAYLOR STORES CORP COM 036115103 2446 56599 SH DEFINED 03 56599 0 0 ANSWERTHINK INC COM 036916104 375 57693 SH DEFINED 03 57693 0 0 ANSYS INC COM 03662Q105 582 21492 SH DEFINED 03 21492 0 0 ANTEON INTL CORP COM 03674E108 487 23432 SH DEFINED 03 0 0 23432 ANTHRACITE CAP INC COM 037023108 147 12800 SH DEFINED 03 12800 0 0 ANTIGENICS INC DEL COM 037032109 298 21350 SH DEFINED 03 21350 0 0 AOL TIME WARNER INC COM 00184A105 59200 2503170 SH DEFINED 03 2503170 0 0 AOL TIME WARNER INC COM 00184A105 1373 58052 SH DEFINED 03 0 0 58052 AON CORP COM 037389103 4668 133358 SH DEFINED 03 133358 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 116 36514 SH DEFINED 03 36514 0 0 APACHE CORP COM 037411105 6582 115721 SH DEFINED 03 115721 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 591 12216 SH DEFINED 03 12216 0 0 APEX MORTGAGE CAPITAL COM 037564101 538 46400 SH DEFINED 03 46400 0 0 APHTON CORP COM 03759P101 257 22245 SH DEFINED 03 22245 0 0 APOGEE ENTERPRISES INC COM 037598109 655 54139 SH DEFINED 03 54139 0 0 APOGENT TECHNOLOGIES INC COM 03760A101 3402 137843 SH DEFINED 03 137843 0 0 APOLLO GROUP INC CL A 037604105 8387 156654 SH DEFINED 03 156654 0 0 APOLLO GROUP INC COM UNV PHOENX 037604204 228 5472 SH DEFINED 03 5472 0 0 APPLE COMPUTER INC COM 037833100 9854 417016 SH DEFINED 03 417016 0 0 APPLEBEES INTL INC COM 037899101 2026 55824 SH DEFINED 03 55824 0 0 APPLERA CORP COM AP BIO GRP 038020103 3311 148158 SH DEFINED 03 148158 0 0 APPLERA CORP COM CE GEN GRP 038020202 279 13587 SH DEFINED 03 13587 0 0 APPLICA INC COM 03815A106 227 26362 SH DEFINED 03 26362 0 0 APPLIED FILMS CORP COM 038197109 1055 43100 SH DEFINED 03 43100 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 745 38726 SH DEFINED 03 38726 0 0 APPLIED INNOVATION INC COM 037916103 56 12877 SH DEFINED 03 12877 0 0 APPLIED MATLS INC COM 038222105 26504 488365 SH DEFINED 03 488365 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 4082 510246 SH DEFINED 03 510246 0 0 APPLIED MOLECULAR EVOLUTION COM 03823E108 206 24211 SH DEFINED 03 24211 0 0 APRIA HEALTHCARE GROUP INC COM 037933108 2930 119556 SH DEFINED 03 119556 0 0 APTARGROUP INC COM 038336103 1718 49005 SH DEFINED 03 49005 0 0 ARACRUZ CELULOSE S A SPON ADR CL B 038496204 527 25500 SH DEFINED 03 25500 0 0 ARAMARK CORP CL B 038521100 1489 56400 SH DEFINED 03 56400 0 0 ARBITRON INC COM 03875Q108 1699 50273 SH DEFINED 03 50273 0 0 ARCH CHEMICALS INC COM 03937R102 1114 50526 SH DEFINED 03 50526 0 0 ARCH COAL INC COM 039380100 896 41888 SH DEFINED 03 41888 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4627 332162 SH DEFINED 03 332162 0 0 ARCHSTONE SMITH TR COM 039583109 716 26719 SH DEFINED 03 26719 0 0 ARCTIC CAT INC COM 039670104 455 23375 SH DEFINED 03 23375 0 0 ARDEN RLTY INC COM 039793104 178 6262 SH DEFINED 03 6262 0 0 ARENA PHARMACEUTICALS INC COM 040047102 485 48748 SH DEFINED 03 48748 0 0 ARGONAUT GROUP INC COM 040157109 687 32653 SH DEFINED 03 32653 0 0 ARGOSY GAMING CO COM 040228108 1946 53045 SH DEFINED 03 53045 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 359 67501 SH DEFINED 03 67501 0 0 ARIBA INC COM 04033V104 351 77519 SH DEFINED 03 77519 0 0 ARKANSAS BEST CORP DEL COM 040790107 927 33324 SH DEFINED 03 33324 0 0 ARMOR HOLDINGS INC COM 042260109 877 32378 SH DEFINED 03 32378 0 0 ARMSTRONG HLDGS INC COM 042384107 178 57005 SH DEFINED 03 57005 0 0 ARQULE INC COM 04269E107 453 35860 SH DEFINED 03 35860 0 0 ARRAY BIOPHARMA INC COM 04269X105 321 24774 SH DEFINED 03 24774 0 0 ARRIS GROUP INC COM 04269Q100 719 77411 SH DEFINED 03 77411 0 0 ARROW ELECTRS INC COM 042735100 6821 243854 SH DEFINED 03 243854 0 0 ARROW FINL CORP COM 042744102 276 9593 SH DEFINED 03 9593 0 0 ARROW INTL INC COM 042764100 785 16627 SH DEFINED 03 16627 0 0 ART TECHNOLOGY GROUP INC COM 04289L107 168 81460 SH DEFINED 03 81460 0 0 ARTESYN TECHNOLOGIES INC COM 043127109 734 78851 SH DEFINED 03 78851 0 0 ARTHROCARE CORP COM 043136100 544 30248 SH DEFINED 03 30248 0 0 ARTISAN COMPONENTS INC COM 042923102 329 19831 SH DEFINED 03 19831 0 0 ARVINMERITOR INC COM 043353101 4416 154660 SH DEFINED 03 154660 0 0 ASAT HLDGS LTD SPONSORED ADR 00208B105 156 72700 SH DEFINED 03 72700 0 0 ASCENTIAL SOFTWARE CORP COM 04362P108 2289 594459 SH DEFINED 03 594459 0 0 ASE TEST LTD ORD Y02516105 478 30628 SH DEFINED 03 30628 0 0 ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 043743202 65 12700 SH DEFINED 03 12700 0 0 ASHLAND INC COM 044204105 3348 73573 SH DEFINED 03 73573 0 0 ASIAINFO HLDGS INC COM 04518A104 555 42157 SH DEFINED 03 42157 0 0 ASM INTL N V COM N07045102 1222 46788 SH DEFINED 03 46788 0 0 ASML HLDG NV N Y SHS N07059111 1976 77881 SH DEFINED 03 77881 0 0 ASPECT COMMUNICATIONS CORP COM 04523Q102 302 77195 SH DEFINED 03 77195 0 0 ASPECT MED SYS INC COM 045235108 174 19562 SH DEFINED 03 19562 0 0 ASPEN TECHNOLOGY INC COM 045327103 1258 55191 SH DEFINED 03 55191 0 0 ASSOCIATED BANC CORP COM 045487105 2043 53724 SH DEFINED 03 53724 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 244 23827 SH DEFINED 03 23827 0 0 ASSOCIATED MATLS INC COM 045709102 423 8300 SH DEFINED 03 8300 0 0 ASTEC INDS INC COM 046224101 396 22614 SH DEFINED 03 22614 0 0 ASTORIA FINL CORP COM 046265104 2616 90135 SH DEFINED 03 90135 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 1061 21400 SH DEFINED 03 21400 0 0 ASTROPOWER INC COM 04644A101 1210 28978 SH DEFINED 03 28978 0 0 ASYST TECHNOLOGY CORP COM 04648X107 1786 98148 SH DEFINED 03 98148 0 0 AT & T LATIN AMER CORP COM 04649A106 97 64486 SH DEFINED 03 64486 0 0 AT&T CORP COM 001957109 29440 1875183 SH DEFINED 03 1875183 0 0 AT&T CORP COM 001957109 564 35925 SH DEFINED 03 0 0 35925 AT&T WIRELESS SVCS INC COM 00209A106 16266 1817454 SH DEFINED 03 1817454 0 0 ATLANTIC COAST AIRLINES HLDG COM 048396105 2298 95881 SH DEFINED 03 95881 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM 049164106 832 63207 SH DEFINED 03 63207 0 0 ATMEL CORP COM 049513104 4395 433465 SH DEFINED 03 433465 0 0 ATMI INC COM 00207R101 2585 82208 SH DEFINED 03 82208 0 0 ATMOS ENERGY CORP COM 049560105 1462 61954 SH DEFINED 03 61954 0 0 ATRIX LABS INC COM 04962L101 796 35796 SH DEFINED 03 35796 0 0 ATS MED INC COM 002083103 55 32613 SH DEFINED 03 32613 0 0 ATWOOD OCEANICS INC COM 050095108 651 14180 SH DEFINED 03 14180 0 0 AUDIOVOX CORP CL A 050757103 184 25662 SH DEFINED 03 25662 0 0 AUGUST TECHNOLOGY CORP COM 05106U105 220 15090 SH DEFINED 03 15090 0 0 AURORA FOODS INC COM 05164B106 152 36242 SH DEFINED 03 36242 0 0 AUSPEX SYS INC COM 052116100 84 67123 SH DEFINED 03 67123 0 0 AUTODESK INC COM 052769106 1268 27164 SH DEFINED 03 27164 0 0 AUTOLIV INC COM 052800109 367 15148 SH DEFINED 03 15148 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 20421 350461 SH DEFINED 03 350461 0 0 AUTONATION INC COM 05329W102 420 30188 SH DEFINED 03 30188 0 0 AUTOZONE INC COM 053332102 3928 57048 SH DEFINED 03 57048 0 0 AVALONBAY CMNTYS INC COM 053484101 1165 23388 SH DEFINED 03 23388 0 0 AVANEX CORP COM 05348W109 187 46787 SH DEFINED 03 46787 0 0 AVANIR PHARMACEUTICALS CL A 05348P104 251 87731 SH DEFINED 03 87731 0 0 AVANT CORP COM 053487104 1146 57286 SH DEFINED 03 57286 0 0 AVANT IMMUNOTHERAPEUTICS I COM 053491106 148 89620 SH DEFINED 03 89620 0 0 AVATAR HLDGS INC COM 053494100 206 7624 SH DEFINED 03 7624 0 0 AVAX TECHNOLOGIES INC COM PAR $0.004 053495305 5 10000 SH DEFINED 03 0 0 10000 AVAYA INC COM 053499109 1185 160551 SH DEFINED 03 160551 0 0 AVENTIS SPONSORED ADR 053561106 1293 18800 SH DEFINED 03 18800 0 0 AVERY DENNISON CORP COM 053611109 4951 81126 SH DEFINED 03 81126 0 0 AVI BIOPHARMA INC COM 002346104 185 22807 SH DEFINED 03 22807 0 0 AVIALL INC NEW COM 05366B102 391 43272 SH DEFINED 03 43272 0 0 AVICI SYS INC COM 05367L109 144 74629 SH DEFINED 03 74629 0 0 AVID TECHNOLOGY INC COM 05367P100 692 49773 SH DEFINED 03 49773 0 0 AVIGEN INC COM 053690103 326 29649 SH DEFINED 03 29649 0 0 AVISTA CORP COM 05379B107 1268 81673 SH DEFINED 03 81673 0 0 AVNET INC COM 053807103 3268 120751 SH DEFINED 03 120751 0 0 AVOCENT CORP COM 053893103 2799 104509 SH DEFINED 03 104509 0 0 AVON PRODS INC COM 054303102 7029 129401 SH DEFINED 03 129401 0 0 AVX CORP NEW COM 002444107 73 3510 SH DEFINED 03 3510 0 0 AWARE INC MASS COM 05453N100 214 33689 SH DEFINED 03 33689 0 0 AXA SPONSORED ADR 054536107 221 9842 SH DEFINED 03 9842 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 111 7775 SH DEFINED 03 7775 0 0 AXT INC COM 00246W103 590 56211 SH DEFINED 03 56211 0 0 AZTAR CORP COM 054802103 1644 75084 SH DEFINED 03 75084 0 0 B A S F A G SPONSORED ADR 055262505 327 8000 SH DEFINED 03 8000 0 0 BAKER HUGHES INC COM 057224107 7453 194860 SH DEFINED 03 194860 0 0 BALDOR ELEC CO COM 057741100 968 42825 SH DEFINED 03 42825 0 0 BALDWIN & LYONS INC CL B 057755209 233 9300 SH DEFINED 03 9300 0 0 BALL CORP COM 058498106 6985 147935 SH DEFINED 03 147935 0 0 BALLARD PWR SYS INC COM 05858H104 404 13136 SH DEFINED 03 13136 0 0 BALLY TOTAL FITNESS HLDG COR COM 05873K108 1214 55288 SH DEFINED 03 55288 0 0 BANCFIRST CORP COM 05945F103 226 5778 SH DEFINED 03 5778 0 0 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 14 1200 SH DEFINED 03 1200 0 0 BANCO SANTANDER CENT HISPANO ADR 05964H105 4 500 SH DEFINED 03 500 0 0 BANCO SANTANDER CHILE SPON ADR SER A 05965F108 264 17000 SH DEFINED 03 17000 0 0 BANCORPSOUTH INC COM 059692103 2401 121760 SH DEFINED 03 121760 0 0 BANDAG INC COM 059815100 1244 33018 SH DEFINED 03 33018 0 0 BANK MUT CORP COM 063748107 276 16236 SH DEFINED 03 16236 0 0 BANK NEW YORK INC COM 064057102 16660 396470 SH DEFINED 03 396470 0 0 BANK OF AMERICA CORPORATION COM 060505104 60536 889968 SH DEFINED 03 889968 0 0 BANK OF GRANITE CORP COM 062401104 376 16340 SH DEFINED 03 16340 0 0 BANK ONE CORP COM 06423A103 25646 613832 SH DEFINED 03 613832 0 0 BANKATLANTIC BANCORP CL A 065908501 655 50393 SH DEFINED 03 50393 0 0 BANKNORTH GROUP INC NEW COM 06646R107 3241 122986 SH DEFINED 03 122986 0 0 BANKUNITED FINL CORP CL A 06652B103 744 49601 SH DEFINED 03 49601 0 0 BANNER CORP COM 06652V109 344 15650 SH DEFINED 03 15650 0 0 BANTA CORP COM 066821109 2119 59327 SH DEFINED 03 59327 0 0 BARCLAYS PLC ADR 06738E204 160 1300 SH DEFINED 03 1300 0 0 BARD C R INC COM 067383109 1588 26898 SH DEFINED 03 26898 0 0 BARNES & NOBLE INC NOTE 5.250% 3/1 067774AD1 16090 13782000 SH DEFINED 03 0 0 13782000 BARNES & NOBLE INC COM 067774109 2722 87840 SH DEFINED 03 87840 0 0 BARNES GROUP INC COM 067806109 615 25082 SH DEFINED 03 25082 0 0 BARR LABS INC COM 068306109 2443 37119 SH DEFINED 03 37119 0 0 BARRA INC COM 068313105 1091 18007 SH DEFINED 03 18007 0 0 BARRICK GOLD CORP COM 067901108 8923 480741 SH DEFINED 03 480741 0 0 BASSETT FURNITURE INDS INC COM 070203104 310 15186 SH DEFINED 03 15186 0 0 BAUSCH & LOMB INC COM 071707103 1246 27952 SH DEFINED 03 27952 0 0 BAXTER INTL INC COM 071813109 18469 310294 SH DEFINED 03 310294 0 0 BAY VIEW CAP CORP DEL COM 07262L101 632 92468 SH DEFINED 03 92468 0 0 BAYER A G SPONSORED ADR 072730302 189 5600 SH DEFINED 03 5600 0 0 BB&T CORP COM 054937107 10404 272999 SH DEFINED 03 272999 0 0 BCE INC COM 05534B109 1048 59500 SH DEFINED 03 59500 0 0 BE AEROSPACE INC COM 073302101 567 57077 SH DEFINED 03 57077 0 0 BEA SYS INC COM 073325102 4498 328071 SH DEFINED 03 328071 0 0 BEACON POWER CORP COM 073677106 24 48994 SH DEFINED 03 48994 0 0 BEAR STEARNS COS INC COM 073902108 3071 48939 SH DEFINED 03 48939 0 0 BEASLEY BROADCAST GROUP INC CL A 074014101 170 11121 SH DEFINED 03 11121 0 0 BEAZER HOMES USA INC COM 07556Q105 1705 21991 SH DEFINED 03 21991 0 0 BEBE STORES INC COM 075571109 434 20819 SH DEFINED 03 20819 0 0 BECKMAN COULTER INC COM 075811109 3950 77338 SH DEFINED 03 77338 0 0 BECTON DICKINSON & CO COM 075887109 6013 159404 SH DEFINED 03 159404 0 0 BED BATH & BEYOND INC COM 075896100 10253 304058 SH DEFINED 03 304058 0 0 BEDFORD PPTY INVS INC COM PAR $0.02 076446301 1143 44640 SH DEFINED 03 44640 0 0 BEI TECHNOLOGIES INC COM 05538P104 298 15809 SH DEFINED 03 15809 0 0 BEL FUSE INC CL B 077347300 305 12552 SH DEFINED 03 12552 0 0 BELDEN INC COM 077459105 891 37383 SH DEFINED 03 37383 0 0 BELL MICROPRODUCTS INC COM 078137106 802 77154 SH DEFINED 03 77154 0 0 BELLSOUTH CORP COM 079860102 58408 1584600 SH DEFINED 03 1584600 0 0 BELO CORP COM SER A 080555105 2285 98261 SH DEFINED 03 98261 0 0 BEMIS INC COM 081437105 2862 52657 SH DEFINED 03 52657 0 0 BENCHMARK ELECTRS INC COM 08160H101 1364 48710 SH DEFINED 03 48710 0 0 BENTON OIL & GAS CO COM 083288100 49 13000 SH DEFINED 03 13000 0 0 BERKLEY W R CORP COM 084423102 1825 31750 SH DEFINED 03 31750 0 0 BERRY PETE CO CL A 085789105 388 25132 SH DEFINED 03 25132 0 0 BEST BUY INC COM 086516101 12567 158668 SH DEFINED 03 158668 0 0 BETHLEHEM STL CORP COM 087509105 93 205579 SH DEFINED 03 205579 0 0 BEVERLY ENTERPRISES INC COM NEW 087851309 1038 144215 SH DEFINED 03 144215 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 423 34579 SH DEFINED 03 34579 0 0 BIG CITY RADIO INC CL A 089098107 50 16800 SH DEFINED 03 16800 0 0 BIG LOTS INC COM 089302103 880 62668 SH DEFINED 03 62668 0 0 BIO RAD LABS INC CL A 090572207 939 24998 SH DEFINED 03 24998 0 0 BIO TECHNOLOGY GEN CORP COM 090578105 423 87133 SH DEFINED 03 87133 0 0 BIOGEN INC COM 090597105 7941 161893 SH DEFINED 03 161893 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 453 43355 SH DEFINED 03 43355 0 0 BIOMET INC COM 090613100 9799 362400 SH DEFINED 03 362400 0 0 BIOPURE CORP CL A 09065H105 635 59925 SH DEFINED 03 59925 0 0 BIOSITE INC COM 090945106 469 19237 SH DEFINED 03 19237 0 0 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 74063 618170 SH DEFINED 03 618170 0 0 BIOVAIL CORP COM 09067J109 4863 97300 SH DEFINED 03 97300 0 0 BISYS GROUP INC NOTE 4.000% 3/1 055472AB0 20787 16699000 SH DEFINED 03 0 0 16699000 BISYS GROUP INC COM 055472104 3529 100107 SH DEFINED 03 100107 0 0 BJ SVCS CO COM 055482103 7969 231176 SH DEFINED 03 231176 0 0 BJS WHOLESALE CLUB INC COM 05548J106 2639 59034 SH DEFINED 03 59034 0 0 BKF CAP GROUP INC COM 05548G102 264 8855 SH DEFINED 03 8855 0 0 BLACK & DECKER CORP COM 091797100 3275 70373 SH DEFINED 03 70373 0 0 BLACK BOX CORP DEL COM 091826107 2695 55751 SH DEFINED 03 55751 0 0 BLACK HILLS CORP COM 092113109 735 21946 SH DEFINED 03 21946 0 0 BLOCK H & R INC COM 093671105 6301 141760 SH DEFINED 03 141760 0 0 BLOCKBUSTER INC CL A 093679108 287 12228 SH DEFINED 03 12228 0 0 BLUE MARTINI SOFTWARE INC COM 095698106 61 43232 SH DEFINED 03 43232 0 0 BLYTH INC COM 09643P108 2217 83588 SH DEFINED 03 83588 0 0 BMC INDS INC MINN COM 055607105 66 40242 SH DEFINED 03 40242 0 0 BMC SOFTWARE INC COM 055921100 2363 121515 SH DEFINED 03 121515 0 0 BOB EVANS FARMS INC COM 096761101 2720 96417 SH DEFINED 03 96417 0 0 BOC GROUP PLC SPONSORED ADR 055617609 64 2100 SH DEFINED 03 2100 0 0 BOCA RESORTS INC CL A 09688T106 607 46933 SH DEFINED 03 46933 0 0 BOEING CO COM 097023105 22255 461251 SH DEFINED 03 461251 0 0 BOISE CASCADE CORP COM 097383103 2006 55340 SH DEFINED 03 55340 0 0 BOK FINL CORP COM NEW 05561Q201 587 17303 SH DEFINED 03 17303 0 0 BONE CARE INTL INC COM 098072101 191 13937 SH DEFINED 03 13937 0 0 BORDERS GROUP INC COM 099709107 1911 79904 SH DEFINED 03 79904 0 0 BORG WARNER INC COM 099724106 7780 123643 SH DEFINED 03 123643 0 0 BORLAND SOFTWARE CORP COM 099849101 1817 139855 SH DEFINED 03 139855 0 0 BORON LEPORE & ASSOCS INC COM 10001P102 144 11905 SH DEFINED 03 11905 0 0 BOSTON BEER INC CL A 100557107 213 14130 SH DEFINED 03 14130 0 0 BOSTON COMMUNICATIONS GROUP COM 100582105 192 22322 SH DEFINED 03 22322 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 1092 40815 SH DEFINED 03 40815 0 0 BOSTON PROPERTIES INC COM 101121101 478 12126 SH DEFINED 03 12126 0 0 BOSTON SCIENTIFIC CORP COM 101137107 5246 209094 SH DEFINED 03 209094 0 0 BOWATER INC COM 102183100 3126 62770 SH DEFINED 03 62770 0 0 BOWNE & CO INC COM 103043105 703 49957 SH DEFINED 03 49957 0 0 BOYD GAMING CORP COM 103304101 663 44090 SH DEFINED 03 44090 0 0 BOYDS COLLECTION LTD COM 103354106 519 79210 SH DEFINED 03 79210 0 0 BOYKIN LODGING CO COM 103430104 241 25942 SH DEFINED 03 25942 0 0 BP PLC SPONSORED ADR 055622104 292 5507 SH DEFINED 03 5507 0 0 BRADY CORP CL A 104674106 1069 29453 SH DEFINED 03 29453 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 885 37042 SH DEFINED 03 37042 0 0 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 120 3000 SH DEFINED 03 3000 0 0 BRAUN CONSULTING INC COM 105651103 60 13808 SH DEFINED 03 13808 0 0 BRE PROPERTIES INC CL A 05564E106 2240 68914 SH DEFINED 03 68914 0 0 BRIGGS & STRATTON CORP COM 109043109 1849 40196 SH DEFINED 03 40196 0 0 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 496 16844 SH DEFINED 03 16844 0 0 BRIGHTPOINT INC COM 109473108 74 82522 SH DEFINED 03 82522 0 0 BRINKER INTL INC COM 109641100 4926 152005 SH DEFINED 03 152005 0 0 BRIO SOFTWARE INC COM 109704106 81 29495 SH DEFINED 03 29495 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 61997 1531166 SH DEFINED 03 1531166 0 0 BRITESMILE INC COM 110415106 119 21798 SH DEFINED 03 21798 0 0 BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P104 206 16100 SH DEFINED 03 16100 0 0 BROADCOM CORP CL A 111320107 6151 171334 SH DEFINED 03 171334 0 0 BROADVISION INC COM 111412102 36 20774 SH DEFINED 03 20774 0 0 BROADWING INC COM 111620100 1465 209573 SH DEFINED 03 209573 0 0 BROCADE COMMUNICATIONS SYS I COM 111621108 4018 148814 SH DEFINED 03 148814 0 0 BROOKLINE BANCORP INC COM 113739106 300 17615 SH DEFINED 03 17615 0 0 BROOKS AUTOMATION INC COM 11434A100 6837 150467 SH DEFINED 03 150467 0 0 BROWN & BROWN INC COM 115236101 2473 78759 SH DEFINED 03 78759 0 0 BROWN FORMAN CORP CL B 115637209 2596 35677 SH DEFINED 03 35677 0 0 BROWN SHOE INC NEW COM 115736100 564 28991 SH DEFINED 03 28991 0 0 BROWN TOM INC COM NEW 115660201 2247 82301 SH DEFINED 03 82301 0 0 BRUKER AXS INC COM 11679P101 89 21600 SH DEFINED 03 21600 0 0 BRUKER DALTONICS INC COM 116795105 751 79903 SH DEFINED 03 79903 0 0 BRUNSWICK CORP COM 117043109 3467 126920 SH DEFINED 03 126920 0 0 BRUSH ENGINEERED MATLS INC COM 117421107 411 32343 SH DEFINED 03 32343 0 0 BSB BANCORP COM 055652101 390 13070 SH DEFINED 03 13070 0 0 BSQUARE CORP COM 11776U102 90 24571 SH DEFINED 03 24571 0 0 BUCA INC COM 117769109 470 25897 SH DEFINED 03 25897 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 471 45718 SH DEFINED 03 45718 0 0 BUCKLE INC COM 118440106 295 12030 SH DEFINED 03 12030 0 0 BUILDING MATLS HLDG CORP COM 120113105 284 19642 SH DEFINED 03 19642 0 0 BURLINGTON COAT FACTORY COM 121579106 516 26831 SH DEFINED 03 26831 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 5922 196211 SH DEFINED 03 196211 0 0 BURLINGTON RES INC COM 122014103 6330 157886 SH DEFINED 03 157886 0 0 BURNHAM PAC PPTYS INC COM 12232C108 60 35421 SH DEFINED 03 35421 0 0 BURR BROWN CORP NOTE 4.250% 2/1 122574AF3 28392 25776000 SH DEFINED 03 0 0 25776000 BUSH INDS INC CL A 123164105 156 12234 SH DEFINED 03 12234 0 0 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 472 10741 SH DEFINED 03 10741 0 0 BUTLER MFG CO DEL COM 123655102 215 8026 SH DEFINED 03 8026 0 0 B2B INTERNET HOLDRS TR DEPOSTRY RCPT 056033103 86 21000 SH DEFINED 03 21000 0 0 C COR NET CORP COM 125010108 962 53485 SH DEFINED 03 53485 0 0 C D I CORP COM 125071100 411 17924 SH DEFINED 03 17924 0 0 C H ROBINSON WORLDWIDE INC COM 12541W100 2283 67989 SH DEFINED 03 67989 0 0 C&D TECHNOLOGIES INC COM 124661109 1370 65184 SH DEFINED 03 65184 0 0 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 366 37200 SH DEFINED 03 37200 0 0 CABLE DESIGN TECHNOLOGIES CO COM 126924109 890 66694 SH DEFINED 03 66694 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1545 45450 SH DEFINED 03 45450 0 0 CABLEVISION SYS CORP CL A RAINB MED 12686C844 919 37225 SH DEFINED 03 37225 0 0 CABOT CORP COM 127055101 3464 93994 SH DEFINED 03 93994 0 0 CABOT MICROELECTRONICS COR COM 12709P103 1589 23486 SH DEFINED 03 23486 0 0 CABOT OIL & GAS CORP CL A 127097103 1096 44252 SH DEFINED 03 44252 0 0 CACHEFLOW INC COM 126946102 32 32728 SH DEFINED 03 32728 0 0 CACI INTL INC CL A 127190304 1899 54090 SH DEFINED 03 54090 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 5475 242157 SH DEFINED 03 242157 0 0 CADIZ INC COM 127537108 477 54579 SH DEFINED 03 54579 0 0 CAL DIVE INTL INC COM 127914109 1901 76366 SH DEFINED 03 76366 0 0 CALGON CARBON CORP COM 129603106 426 50829 SH DEFINED 03 50829 0 0 CALIFORNIA COASTAL CMNTYS IN COM NEW 129915203 6636 1439551 SH DEFINED 03 1439551 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 555 22214 SH DEFINED 03 22214 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 530 20717 SH DEFINED 03 20717 0 0 CALIPER TECHNOLOGIES CORP COM 130876105 453 34992 SH DEFINED 03 34992 0 0 CALLAWAY GOLF CO (C) COM 131193104 1726 89643 SH CALL DEFINED 03 89643 0 0 CALLON PETE CO DEL (C) COM 13123X102 100 12817 SH CALL DEFINED 03 12817 0 0 CALPINE CORP COM 131347106 6104 480644 SH DEFINED 03 480644 0 0 CAMBREX CORP COM 132011107 1545 36687 SH DEFINED 03 36687 0 0 CAMDEN PPTY TR SH BEN INT 133131102 2114 54042 SH DEFINED 03 54042 0 0 CAMINUS CORP COM 133766105 1061 47536 SH DEFINED 03 47536 0 0 CAMPBELL SOUP CO COM 134429109 5879 219379 SH DEFINED 03 219379 0 0 CANADIAN NATL RY CO COM 136375102 1484 29700 SH DEFINED 03 29700 0 0 CANADIAN PAC RY LTD COM 13645T100 484 22600 SH DEFINED 03 22600 0 0 CANON INC ADR 138006309 193 5200 SH DEFINED 03 5200 0 0 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 640 27959 SH DEFINED 03 27959 0 0 CAPITAL CITY BK GROUP INC COM 139674105 263 9718 SH DEFINED 03 9718 0 0 CAPITAL ONE FINL CORP COM 14040H105 7382 115618 SH DEFINED 03 115618 0 0 CAPITOL FED FINL COM 14057C106 889 39198 SH DEFINED 03 39198 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 260 13448 SH DEFINED 03 13448 0 0 CAPSTONE TURBINE CORP COM 14067D102 198 60660 SH DEFINED 03 60660 0 0 CARAUSTAR INDS INC COM 140909102 408 39060 SH DEFINED 03 39060 0 0 CARBO CERAMICS INC COM 140781105 706 17248 SH DEFINED 03 17248 0 0 CARDINAL HEALTH INC COM 14149Y108 16284 229701 SH DEFINED 03 229701 0 0 CARDIODYNAMICS INTL CORP COM 141597104 186 43859 SH DEFINED 03 43859 0 0 CAREER EDUCATION CORP COM 141665109 2579 65120 SH DEFINED 03 65120 0 0 CAREMARK RX INC COM 141705103 1544 79177 SH DEFINED 03 79177 0 0 CARLISLE COS INC COM 142339100 3581 81901 SH DEFINED 03 81901 0 0 CARNIVAL CORP COM 143658102 8948 274052 SH DEFINED 03 274052 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 1327 45852 SH DEFINED 03 45852 0 0 CARRAMERICA RLTY CORP COM 144418100 259 8257 SH DEFINED 03 8257 0 0 CARREKER CORP COM 144433109 337 38646 SH DEFINED 03 38646 0 0 CARRIER ACCESS CORP COM 144460102 49 16187 SH DEFINED 03 16187 0 0 CASCADE NAT GAS CORP COM 147339105 353 16652 SH DEFINED 03 16652 0 0 CASELLA WASTE SYS INC CL A 147448104 628 52712 SH DEFINED 03 52712 0 0 CASEYS GEN STORES INC COM 147528103 1044 77354 SH DEFINED 03 77354 0 0 CASH AMER INTL INC COM 14754D100 292 33204 SH DEFINED 03 33204 0 0 CATALINA MARKETING CORP COM 148867104 2334 63946 SH DEFINED 03 63946 0 0 CATALYTICA ENERGY SYS INC COM 148884109 89 26520 SH DEFINED 03 26520 0 0 CATELLUS DEV CORP COM 149111106 384 19500 SH DEFINED 03 19500 0 0 CATERPILLAR INC DEL COM 149123101 11093 195120 SH DEFINED 03 195120 0 0 CATHAY BANCORP INC COM 149150104 822 11378 SH DEFINED 03 11378 0 0 CATO CORP NEW CL A 149205106 708 31772 SH DEFINED 03 31772 0 0 CBL & ASSOC PPTYS INC COM 124830100 1774 50181 SH DEFINED 03 50181 0 0 CBRL GROUP INC COM 12489V106 5860 205828 SH DEFINED 03 205828 0 0 CCBT FINL COS INC COM 12500Q102 341 12735 SH DEFINED 03 12735 0 0 CCC INFORMATION SVCS GROUP I COM 12487Q109 163 17169 SH DEFINED 03 17169 0 0 CDW COMPUTER CTRS INC COM 125129106 6325 125527 SH DEFINED 03 125527 0 0 CEC ENTMT INC COM 125137109 2454 53121 SH DEFINED 03 53121 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 839 35314 SH DEFINED 03 35314 0 0 CELERITEK INC COM 150926103 233 23307 SH DEFINED 03 23307 0 0 CELESTICA INC SUB VTG SHS 15101Q108 1131 31200 SH DEFINED 03 31200 0 0 CELL GENESYS INC COM 150921104 885 52261 SH DEFINED 03 52261 0 0 CELL PATHWAYS INC NEW COM 15114R101 241 58694 SH DEFINED 03 58694 0 0 CELL THERAPEUTICS INC COM 150934107 1618 65782 SH DEFINED 03 65782 0 0 CENDANT CORP DBCV 5/0 151313AH6 21469 21525000 SH DEFINED 03 0 0 21525000 CENDANT CORP COM 151313103 14048 731692 SH DEFINED 03 731692 0 0 CENDANT CORP COM 151313103 1089 56731 SH DEFINED 03 0 0 56731 CENTENNIAL BANCORP COM 15133T104 258 32299 SH DEFINED 03 32299 0 0 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 42 11567 SH DEFINED 03 11567 0 0 CENTERPOINT PPTYS TR SH BEN INT 151895109 1963 36322 SH DEFINED 03 36322 0 0 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 442 11101 SH DEFINED 03 11101 0 0 CENTEX CORP COM 152312104 4883 94037 SH DEFINED 03 94037 0 0 CENTILLIUM COMMUNICATIONS IN COM 152319109 1044 86371 SH DEFINED 03 86371 0 0 CENTRA SOFTWARE INC COM 15234X103 157 32582 SH DEFINED 03 32582 0 0 CENTRAL COAST BANCORP COM 153145107 211 10672 SH DEFINED 03 10672 0 0 CENTRAL PKG CORP COM 154785109 717 31179 SH DEFINED 03 31179 0 0 CENTRAL VT PUB SVC CORP COM 155771108 305 17063 SH DEFINED 03 17063 0 0 CENTURY ALUM CO COM 156431108 305 18510 SH DEFINED 03 18510 0 0 CENTURY BUSINESS SVCS INC COM 156490104 403 118635 SH DEFINED 03 118635 0 0 CENTURYTEL INC COM 156700106 3498 102894 SH DEFINED 03 102894 0 0 CEPHALON INC NOTE 5.250% 5/0 156708AC3 866 815000 SH DEFINED 03 0 0 815000 CEPHALON INC COM 156708109 1427 22649 SH DEFINED 03 22649 0 0 CERIDIAN CORP NEW COM 156779100 2589 117403 SH DEFINED 03 117403 0 0 CERNER CORP COM 156782104 221 4643 SH DEFINED 03 4643 0 0 CERTEGY INC COM 156880106 2222 55970 SH DEFINED 03 55970 0 0 CERUS CORP COM 157085101 1044 19346 SH DEFINED 03 19346 0 0 CFS BANCORP INC COM 12525D102 293 21571 SH DEFINED 03 21571 0 0 CH ENERGY GROUP INC COM 12541M102 1596 33625 SH DEFINED 03 33625 0 0 CHAMPION ENTERPRISES INC COM 158496109 1416 177055 SH DEFINED 03 177055 0 0 CHAMPIONSHIP AUTO RACING TEA COM 158711101 357 25275 SH DEFINED 03 25275 0 0 CHAMPIONSHIP AUTO RACING TEA COM 158711101 212 15000 SH DEFINED 03 0 0 15000 CHARLES RIV LABS INTL INC COM 159864107 450 14500 SH DEFINED 03 14500 0 0 CHARLOTTE RUSSE HLDG INC COM 161048103 821 31649 SH DEFINED 03 31649 0 0 CHARMING SHOPPES INC COM 161133103 1604 202781 SH DEFINED 03 202781 0 0 CHARTER COMMUNICATIONS INC D CL A 16117M107 1444 127869 SH DEFINED 03 127869 0 0 CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 965 61156 SH DEFINED 03 61156 0 0 CHARTER ONE FINL INC COM 160903100 6314 202244 SH DEFINED 03 202244 0 0 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 217 8064 SH DEFINED 03 8064 0 0 CHATEAU CMNTYS INC COM 161726104 1407 48962 SH DEFINED 03 48962 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 2981 98049 SH DEFINED 03 98049 0 0 CHECKFREE CORP NEW COM 162813109 1355 88383 SH DEFINED 03 88383 0 0 CHECKPOINT SYS INC COM 162825103 912 57202 SH DEFINED 03 57202 0 0 CHEESECAKE FACTORY INC COM 163072101 2084 56546 SH DEFINED 03 56546 0 0 CHELSEA PPTY GROUP INC COM 163421100 1316 24350 SH DEFINED 03 24350 0 0 CHEMED CORP COM 163596109 588 15744 SH DEFINED 03 15744 0 0 CHEMFIRST INC COM 16361A106 440 16443 SH DEFINED 03 16443 0 0 CHEMICAL FINL CORP COM 163731102 1003 33478 SH DEFINED 03 33478 0 0 CHESAPEAKE CORP COM 165159104 1002 36897 SH DEFINED 03 36897 0 0 CHESAPEAKE ENERGY CORP COM 165167107 3248 419693 SH DEFINED 03 419693 0 0 CHEVRONTEXACO CORP COM 166764100 50224 556370 SH DEFINED 03 556370 0 0 CHICOS FAS INC COM 168615102 3113 92376 SH DEFINED 03 92376 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 1715 52020 SH DEFINED 03 52020 0 0 CHILES OFFSHORE INC COM 16888M104 274 11918 SH DEFINED 03 11918 0 0 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 216 14000 SH DEFINED 03 14000 0 0 CHINA UNICOM LTD SPONSORED ADR 16945R104 228 23800 SH DEFINED 03 23800 0 0 CHIPPAC INC CL A 169657103 532 54298 SH DEFINED 03 54298 0 0 CHIRON CORP COM 170040109 9114 198640 SH DEFINED 03 198640 0 0 CHITTENDEN CORP COM 170228100 1507 51708 SH DEFINED 03 51708 0 0 CHOICE HOTELS INTL INC COM 169905106 1237 51273 SH DEFINED 03 51273 0 0 CHOICE ONE COMMUNICATION INC COM 17038P104 25 15511 SH DEFINED 03 15511 0 0 CHOICEPOINT INC COM 170388102 3986 69199 SH DEFINED 03 69199 0 0 CHORDIANT SOFTWARE INC COM 170404107 312 42947 SH DEFINED 03 42947 0 0 CHRISTOPHER & BANKS CORP COM 171046105 1089 33160 SH DEFINED 03 33160 0 0 CHUBB CORP COM 171232101 7144 97736 SH DEFINED 03 97736 0 0 CHURCH & DWIGHT INC COM 171340102 3461 117477 SH DEFINED 03 117477 0 0 CIBER INC COM 17163B102 828 90438 SH DEFINED 03 90438 0 0 CIENA CORP COM 171779101 2833 315797 SH DEFINED 03 315797 0 0 CIGNA CORP COM 125509109 9596 94645 SH DEFINED 03 94645 0 0 CIMA LABS INC COM 171796105 674 25477 SH DEFINED 03 25477 0 0 CINCINNATI FINL CORP COM 172062101 3841 87995 SH DEFINED 03 87995 0 0 CINERGY CORP COM 172474108 3260 91181 SH DEFINED 03 91181 0 0 CINTAS CORP COM 172908105 8155 163599 SH DEFINED 03 163599 0 0 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 149 24867 SH DEFINED 03 24867 0 0 CIRCOR INTL INC COM 17273K109 275 13235 SH DEFINED 03 13235 0 0 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 2942 163069 SH DEFINED 03 163069 0 0 CIRCUIT CITY STORE INC CARMAX GROUP 172737306 2631 101735 SH DEFINED 03 101735 0 0 CIRRUS LOGIC INC COM 172755100 1942 103014 SH DEFINED 03 103014 0 0 CISCO SYS INC COM 17275R102 80229 4741657 SH DEFINED 03 4741657 0 0 CITIGROUP INC COM 172967101 133719 2700298 SH DEFINED 03 2700298 0 0 CITIZENS BKG CORP MICH COM 174420109 2335 71947 SH DEFINED 03 71947 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 2631 244719 SH DEFINED 03 244719 0 0 CITIZENS INC CL A 174740100 313 29162 SH DEFINED 03 29162 0 0 CITRIX SYS INC COM 177376100 4050 234632 SH DEFINED 03 234632 0 0 CITY BK LYNNWOOD WASH COM 17770A109 353 14256 SH DEFINED 03 14256 0 0 CITY HLDG CO COM 177835105 389 25314 SH DEFINED 03 25314 0 0 CITY NATL CORP COM 178566105 2406 45734 SH DEFINED 03 45734 0 0 CKE RESTAURANTS INC COM 12561E105 1473 164600 SH DEFINED 03 164600 0 0 CLAIRES STORES INC COM 179584107 2929 150367 SH DEFINED 03 150367 0 0 CLARCOR INC COM 179895107 1077 33660 SH DEFINED 03 33660 0 0 CLARK / BARDES INC COM 180668105 451 15658 SH DEFINED 03 15658 0 0 CLARUS CORP COM 182707109 102 27644 SH DEFINED 03 27644 0 0 CLAYTON HOMES INC COM 184190106 1832 109368 SH DEFINED 03 109368 0 0 CLEAR CHANNEL COMMUNICATIONS NOTE 1.500%12/0 184502AE2 8772 9004000 SH DEFINED 03 0 0 9004000 CLEAR CHANNEL COMMUNICATIONS COM 184502102 16809 326961 SH DEFINED 03 326961 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 257 5000 SH DEFINED 03 0 0 5000 CLECO CORP NEW COM 12561W105 2440 102087 SH DEFINED 03 102087 0 0 CLEVELAND CLIFFS INC COM 185896107 347 15768 SH DEFINED 03 15768 0 0 CLICK COMMERCE INC COM 18681D109 34 26767 SH DEFINED 03 26767 0 0 CLOROX CO DEL COM 189054109 5523 126587 SH DEFINED 03 126587 0 0 CLOSURE MED CORP COM 189093107 212 10837 SH DEFINED 03 10837 0 0 CMGI INC COM 125750109 35 26288 SH DEFINED 03 26288 0 0 CMS ENERGY CORP COM 125896100 2541 112281 SH DEFINED 03 112281 0 0 CNA SURETY CORP COM 12612L108 381 25315 SH DEFINED 03 25315 0 0 CNF INC COM 12612W104 2006 60811 SH DEFINED 03 60811 0 0 CNH GLOBAL N V SHS N20935107 72 13800 SH DEFINED 03 13800 0 0 COACH INC COM 189754104 1802 35534 SH DEFINED 03 35534 0 0 COACHMEN INDS INC COM 189873102 436 26766 SH DEFINED 03 26766 0 0 COASTAL BANCORP INC COM 19041P105 218 6342 SH DEFINED 03 6342 0 0 COBALT CORP COM 19074W100 122 13590 SH DEFINED 03 13590 0 0 COBIZ INC COM 190897108 172 10690 SH DEFINED 03 10690 0 0 COCA COLA BOTTLING CO CONS COM 191098102 71 1450 SH DEFINED 03 1450 0 0 COCA COLA CO COM 191216100 84404 1615069 SH DEFINED 03 1615069 0 0 COCA COLA ENTERPRISES INC COM 191219104 3973 211550 SH DEFINED 03 211550 0 0 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 303 11100 SH DEFINED 03 11100 0 0 COGNEX CORP COM 192422103 2145 73701 SH DEFINED 03 73701 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 491 11681 SH DEFINED 03 11681 0 0 COGNOS INC COM 19244C109 1729 62984 SH DEFINED 03 62984 0 0 COHERENT INC COM 192479103 1520 45330 SH DEFINED 03 45330 0 0 COHU INC COM 192576106 1821 63907 SH DEFINED 03 63907 0 0 COINSTAR INC COM 19259P300 1087 32265 SH DEFINED 03 32265 0 0 COLE KENNETH PRODTNS INC CL A 193294105 1426 71060 SH DEFINED 03 71060 0 0 COLE NATIONAL CORP NEW CL A 193290103 299 15639 SH DEFINED 03 15639 0 0 COLGATE PALMOLIVE CO COM 194162103 16431 287513 SH DEFINED 03 287513 0 0 COLLINS & AIKMAN CORP NEW COM 194830105 1192 177912 SH DEFINED 03 177912 0 0 COLONIAL BANCGROUP INC COM 195493309 3969 266020 SH DEFINED 03 266020 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 1074 31179 SH DEFINED 03 31179 0 0 COLUMBIA BKG SYS INC COM 197236102 253 19032 SH DEFINED 03 19032 0 0 COLUMBIA LABS INC COM 197779101 190 38292 SH DEFINED 03 38292 0 0 COMCAST CORP CL A 200300101 670 20050 SH DEFINED 03 20050 0 0 COMCAST CORP CL A SPL 200300200 22969 722525 SH DEFINED 03 722525 0 0 COMDISCO INC COM 200336105 52 158507 SH DEFINED 03 158507 0 0 COMERICA INC COM 200340107 9960 159178 SH DEFINED 03 159178 0 0 COMMERCE BANCORP INC NJ COM 200519106 3043 67768 SH DEFINED 03 67768 0 0 COMMERCE BANCSHARES INC COM 200525103 678 15331 SH DEFINED 03 15331 0 0 COMMERCE GROUP INC MASS COM 200641108 1512 39060 SH DEFINED 03 39060 0 0 COMMERCE ONE INC DEL COM 200693109 661 426308 SH DEFINED 03 426308 0 0 COMMERCIAL FEDERAL CORPORATI COM 201647104 2510 93293 SH DEFINED 03 93293 0 0 COMMERCIAL METALS CO COM 201723103 1011 24061 SH DEFINED 03 24061 0 0 COMMERCIAL NET LEASE RLTY IN COM 202218103 791 56648 SH DEFINED 03 56648 0 0 COMMONWEALTH BANCORP INC COM 20268X102 300 12099 SH DEFINED 03 12099 0 0 COMMONWEALTH TEL ENTERPRISES COM 203349105 1369 35553 SH DEFINED 03 35553 0 0 COMMSCOPE INC COM 203372107 2077 119368 SH DEFINED 03 119368 0 0 COMMUNITY BK SYS INC COM 203607106 524 17386 SH DEFINED 03 17386 0 0 COMMUNITY BKS INC MILLERSBUR COM 203628102 307 11121 SH DEFINED 03 11121 0 0 COMMUNITY FIRST BANKSHARES I COM 203902101 1402 54215 SH DEFINED 03 54215 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 3254 147188 SH DEFINED 03 147188 0 0 COMMUNITY TR BANCORP INC COM 204149108 387 15108 SH DEFINED 03 15108 0 0 COMPANHIA BRASILEIRA DE DIST ADR 20440T201 415 18300 SH DEFINED 03 18300 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 441 56500 SH DEFINED 03 56500 0 0 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 398 22000 SH DEFINED 03 22000 0 0 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 409 29638 SH DEFINED 03 29638 0 0 COMPANIA DE MINAS BUENAVENTU SPON ADR SER B 204448104 416 15400 SH DEFINED 03 15400 0 0 COMPAQ COMPUTER CORP COM 204493100 107232 10261429 SH DEFINED 03 10261429 0 0 COMPAQ COMPUTER CORP COM 204493100 490 46860 SH DEFINED 03 0 0 46860 COMPASS BANCSHARES INC COM 20449H109 3513 113803 SH DEFINED 03 113803 0 0 COMPUCREDIT CORP COM 20478N100 95 16589 SH DEFINED 03 16589 0 0 COMPUTER ASSOC INTL INC COM 204912109 6772 309357 SH DEFINED 03 309357 0 0 COMPUTER NETWORK TECHNOLOGY COM 204925101 892 67103 SH DEFINED 03 67103 0 0 COMPUTER SCIENCES CORP COM 205363104 4761 93822 SH DEFINED 03 93822 0 0 COMPUTERIZED THERMAL IMAGING COM 20557C108 103 98126 SH DEFINED 03 98126 0 0 COMPUWARE CORP COM 205638109 3495 271524 SH DEFINED 03 271524 0 0 COMSTOCK RES INC COM NEW 205768203 256 33520 SH DEFINED 03 33520 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3576 281598 SH DEFINED 03 281598 0 0 CONAGRA FOODS INC COM 205887102 7113 293339 SH DEFINED 03 293339 0 0 CONCEPTUS INC COM 206016107 404 18749 SH DEFINED 03 18749 0 0 CONCORD CAMERA CORP COM 206156101 369 41012 SH DEFINED 03 41012 0 0 CONCORD COMMUNICATIONS INC COM 206186108 1482 70268 SH DEFINED 03 70268 0 0 CONCORD EFS INC COM 206197105 17525 527054 SH DEFINED 03 527054 0 0 CONCURRENT COMPUTER CORP NEW COM 206710204 761 91666 SH DEFINED 03 91666 0 0 CONECTIV INC COM 206829103 2903 116624 SH DEFINED 03 116624 0 0 CONESTOGA ENTERPRISES INC COM 207015108 372 12316 SH DEFINED 03 12316 0 0 CONEXANT SYSTEMS INC COM 207142100 2622 217970 SH DEFINED 03 217970 0 0 CONMED CORP COM 207410101 921 36833 SH DEFINED 03 36833 0 0 CONNECTICUT BANCSHARES INC COM 207540105 464 16874 SH DEFINED 03 16874 0 0 CONNECTICUT WTR SVC INC COM 207797101 305 11144 SH DEFINED 03 11144 0 0 CONNETICS CORP COM 208192104 433 44616 SH DEFINED 03 44616 0 0 CONOCO INC COM 208251504 11428 391650 SH DEFINED 03 391650 0 0 CONSECO INC COM 208464107 742 204844 SH DEFINED 03 204844 0 0 CONSOL ENERGY INC COM 20854P109 314 11972 SH DEFINED 03 11972 0 0 CONSOLIDATED EDISON INC COM 209115104 5769 137662 SH DEFINED 03 137662 0 0 CONSOLIDATED FREIGHTWAYS COR COM 209232107 133 25433 SH DEFINED 03 25433 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 346 17364 SH DEFINED 03 17364 0 0 CONSORCIO G GRUPO DINA S A C SPON ADR L NEW 210306304 0 15450 SH DEFINED 03 15450 0 0 CONSTELLATION BRANDS INC CL A 21036P108 481 8745 SH DEFINED 03 8745 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 2767 89699 SH DEFINED 03 89699 0 0 CONSTELLATION 3D INC COM 210379103 7 22942 SH DEFINED 03 22942 0 0 CONTINENTAL AIRLS INC CL B 210795308 1294 45697 SH DEFINED 03 45697 0 0 CONVERA CORP CL A 211919105 93 26377 SH DEFINED 03 26377 0 0 CONVERGYS CORP COM 212485106 4247 143633 SH DEFINED 03 143633 0 0 COOPER CAMERON CORP COM 216640102 3803 74412 SH DEFINED 03 74412 0 0 COOPER COS INC COM NEW 216648402 3120 65832 SH DEFINED 03 65832 0 0 COOPER INDS INC COM 216669101 2008 47857 SH DEFINED 03 47857 0 0 COOPER TIRE & RUBR CO COM 216831107 3026 139767 SH DEFINED 03 139767 0 0 COORS ADOLPH CO CL B 217016104 1261 18697 SH DEFINED 03 18697 0 0 COORSTEK INC COM 217020106 472 12300 SH DEFINED 03 12300 0 0 COPART INC COM 217204106 3292 183501 SH DEFINED 03 183501 0 0 COPPER MTN NETWORKS INC COM 217510106 80 85159 SH DEFINED 03 85159 0 0 CORE LABORATORIES N V COM N22717107 383 25950 SH DEFINED 03 25950 0 0 COREL CORPORATION COM 21868Q109 26 19045 SH DEFINED 03 19045 0 0 CORILLIAN CORP COM 218725109 107 33463 SH DEFINED 03 33463 0 0 CORINTHIAN COLLEGES INC COM 218868107 792 15784 SH DEFINED 03 15784 0 0 CORIXA CORP COM 21887F100 1214 197004 SH DEFINED 03 197004 0 0 CORN PRODS INTL INC COM 219023108 1714 53223 SH DEFINED 03 53223 0 0 CORNERSTONE RLTY INCOME TR I COM 21922V102 787 70605 SH DEFINED 03 70605 0 0 CORNING INC NOTE 3.500%11/0 219350AK1 29561 29850000 SH DEFINED 03 0 0 29850000 CORNING INC COM 219350105 4396 576940 SH DEFINED 03 576940 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 2022 54059 SH DEFINED 03 54059 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 179 13655 SH DEFINED 03 13655 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 852 65530 SH DEFINED 03 65530 0 0 CORUS BANKSHARES INC COM 220873103 784 16530 SH DEFINED 03 16530 0 0 CORUS GROUP PLC SPONSORED ADR 22087M101 1 100 SH DEFINED 03 100 0 0 CORVAS INTL INC COM 221005101 298 53148 SH DEFINED 03 53148 0 0 CORVEL CORP COM 221006109 290 9731 SH DEFINED 03 9731 0 0 CORVIS CORP COM 221009103 21 17077 SH DEFINED 03 17077 0 0 COSINE COMMUNICATIONS INC COM 221222102 147 128673 SH DEFINED 03 128673 0 0 COST PLUS INC CALIF COM 221485105 1058 38681 SH DEFINED 03 38681 0 0 COSTAR GROUP INC COM 22160N109 461 20253 SH DEFINED 03 20253 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 55166 60007000 SH DEFINED 03 0 0 60007000 COSTCO WHSL CORP NEW COM 22160K105 13491 339043 SH DEFINED 03 339043 0 0 COUNTRYWIDE CR INDS INC DEL COM 222372104 3777 84397 SH DEFINED 03 84397 0 0 COUSINS PPTYS INC COM 222795106 1706 65472 SH DEFINED 03 65472 0 0 COVANCE INC COM 222816100 2692 132719 SH DEFINED 03 132719 0 0 COVANSYS CORP COM 22281W103 259 34485 SH DEFINED 03 34485 0 0 COVANTA ENERGY CORP COM 22281N103 67 92568 SH DEFINED 03 92568 0 0 COVENANT TRANS INC CL A 22284P105 157 10735 SH DEFINED 03 10735 0 0 COVENTRY HEALTH CARE INC COM 222862104 2583 99332 SH DEFINED 03 99332 0 0 COX COMMUNICATIONS INC NEW CL A 224044107 976 25917 SH DEFINED 03 25917 0 0 COX RADIO INC CL A 224051102 245 8640 SH DEFINED 03 8640 0 0 CPB INC COM 125903104 360 10539 SH DEFINED 03 10539 0 0 CPI CORP COM 125902106 168 10232 SH DEFINED 03 10232 0 0 CRANE CO COM 224399105 809 29603 SH DEFINED 03 29603 0 0 CRAWFORD & CO CL B 224633107 703 51918 SH DEFINED 03 51918 0 0 CREATIVE TECHNOLOGY LTD ORD Y1775U107 252 20778 SH DEFINED 03 20778 0 0 CREDENCE SYS CORP COM 225302108 3045 138648 SH DEFINED 03 138648 0 0 CREDIT ACCEP CORP MICH COM 225310101 211 19524 SH DEFINED 03 19524 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 658 17600 SH DEFINED 03 17600 0 0 CREE INC COM 225447101 862 63265 SH DEFINED 03 63265 0 0 CREO INC COM 225606102 16 1500 SH DEFINED 03 1500 0 0 CRESTLINE CAP CORP COM 226153104 708 21057 SH DEFINED 03 21057 0 0 CROMPTON CORP COM 227116100 3246 262804 SH DEFINED 03 262804 0 0 CROSS CTRY INC COM 22748P105 1728 64000 SH DEFINED 03 64000 0 0 CROSSMANN CMNTYS INC COM 22764E109 483 10680 SH DEFINED 03 10680 0 0 CROSSROADS SYS INC COM 22765D100 133 37576 SH DEFINED 03 37576 0 0 CROWN AMERN RLTY TR SH BEN INT 228186102 309 31757 SH DEFINED 03 31757 0 0 CROWN CASTLE INTL CORP COM 228227104 2331 352658 SH DEFINED 03 352658 0 0 CROWN CORK & SEAL INC COM 228255105 3545 396078 SH DEFINED 03 396078 0 0 CROWN MEDIA HLDGS INC CL A 228411104 480 38753 SH DEFINED 03 38753 0 0 CRYOLIFE INC COM 228903100 1465 70085 SH DEFINED 03 70085 0 0 CSG SYS INTL INC COM 126349109 1426 50131 SH DEFINED 03 50131 0 0 CSK AUTO CORP COM 125965103 400 42294 SH DEFINED 03 42294 0 0 CSX CORP COM 126408103 5563 145982 SH DEFINED 03 145982 0 0 CT COMMUNICATIONS INC COM NEW 126426402 345 23142 SH DEFINED 03 23142 0 0 CTS CORP COM 126501105 892 54913 SH DEFINED 03 54913 0 0 CUBIC CORP COM 229669106 507 7763 SH DEFINED 03 7763 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 1361 73431 SH DEFINED 03 73431 0 0 CULLEN FROST BANKERS INC COM 229899109 490 13672 SH DEFINED 03 13672 0 0 CUMMINS INC COM 231021106 1436 30410 SH DEFINED 03 30410 0 0 CUMULUS MEDIA INC CL A 231082108 981 55096 SH DEFINED 03 55096 0 0 CUNO INC COM 126583103 875 23574 SH DEFINED 03 23574 0 0 CURAGEN CORP COM 23126R101 640 39845 SH DEFINED 03 39845 0 0 CURIS INC COM 231269101 101 48619 SH DEFINED 03 48619 0 0 CURTISS WRIGHT CORP COM 231561101 1582 23786 SH DEFINED 03 23786 0 0 CV THERAPEUTICS INC COM 126667104 2011 55856 SH DEFINED 03 55856 0 0 CVB FINL CORP COM 126600105 782 38789 SH DEFINED 03 38789 0 0 CVS CORP COM 126650100 8398 244616 SH DEFINED 03 244616 0 0 CYBERONICS INC COM 23251P102 490 30624 SH DEFINED 03 30624 0 0 CYBERSOURCE CORP COM 23251J106 33 15556 SH DEFINED 03 15556 0 0 CYGNUS INC COM 232560102 352 90303 SH DEFINED 03 90303 0 0 CYMER INC COM 232572107 3647 73537 SH DEFINED 03 73537 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.000% 2/0 232806AE9 16822 18553000 SH DEFINED 03 0 0 18553000 CYPRESS SEMICONDUCTOR CORP COM 232806109 2303 100143 SH DEFINED 03 100143 0 0 CYTEC INDS INC COM 232820100 2685 88253 SH DEFINED 03 88253 0 0 CYTOGEN CORP COM 232824102 257 120020 SH DEFINED 03 120020 0 0 CYTYC CORP COM 232946103 4190 155711 SH DEFINED 03 155711 0 0 D & K HEALTHCARE RES INC COM 232861104 2358 39300 SH DEFINED 03 39300 0 0 D R HORTON INC COM 23331A109 8723 231376 SH DEFINED 03 231376 0 0 DAIMLERCHRYSLER AG ORD D1668R123 498 11070 SH DEFINED 03 11070 0 0 DAISYTEK INTL CORP COM 234053106 693 43544 SH DEFINED 03 43544 0 0 DAKTRONICS INC COM 234264109 164 20613 SH DEFINED 03 20613 0 0 DANA CORP COM 235811106 4933 229741 SH DEFINED 03 229741 0 0 DANAHER CORP DEL COM 235851102 5824 82005 SH DEFINED 03 82005 0 0 DARDEN RESTAURANTS INC COM 237194105 2524 62171 SH DEFINED 03 62171 0 0 DATASCOPE CORP COM 238113104 739 25272 SH DEFINED 03 25272 0 0 DATASTREAM SYS INC COM 238124101 213 23896 SH DEFINED 03 23896 0 0 DAVITA INC COM 23918K108 1392 55010 SH DEFINED 03 55010 0 0 DDI CORP COM 233162106 810 94940 SH DEFINED 03 94940 0 0 DEAN FOODS CO NEW COM 242370104 7347 97034 SH DEFINED 03 97034 0 0 DECODE GENETICS INC COM 243586104 262 46047 SH DEFINED 03 46047 0 0 DEERE & CO COM 244199105 8330 182874 SH DEFINED 03 182874 0 0 DEL MONTE FOODS CO COM 24522P103 378 38807 SH DEFINED 03 38807 0 0 DELIAS CORP CL A 24688Q101 295 46680 SH DEFINED 03 46680 0 0 DELL COMPUTER CORP COM 247025109 60830 2331104 SH DEFINED 03 2331104 0 0 DELPHI CORP COM 247126105 6054 378581 SH DEFINED 03 378581 0 0 DELPHI FINL GROUP INC CL A 247131105 786 20056 SH DEFINED 03 20056 0 0 DELTA & PINE LD CO COM 247357106 1315 69316 SH DEFINED 03 69316 0 0 DELTA AIR LINES INC DEL COM 247361108 3304 100982 SH DEFINED 03 100982 0 0 DELTAGEN INC COM 24783R103 29 4379 SH DEFINED 03 4379 0 0 DELTIC TIMBER CORP COM 247850100 454 15016 SH DEFINED 03 15016 0 0 DELUXE CORP COM 248019101 3779 81681 SH DEFINED 03 81681 0 0 DENBURY RES INC COM NEW 247916208 280 32970 SH DEFINED 03 32970 0 0 DENDREON CORP COM 24823Q107 143 23157 SH DEFINED 03 23157 0 0 DENDRITE INTL INC COM 248239105 917 85746 SH DEFINED 03 85746 0 0 DENTSPLY INTL INC NEW COM 249030107 3292 88927 SH DEFINED 03 88927 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 56 3740 SH DEFINED 03 3740 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1775 84546 SH DEFINED 03 84546 0 0 DEVON ENERGY CORP NEW COM 25179M103 4326 89615 SH DEFINED 03 89615 0 0 DEVRY INC DEL COM 251893103 2965 98396 SH DEFINED 03 98396 0 0 DIAGNOSTIC PRODS CORP COM 252450101 1579 36554 SH DEFINED 03 36554 0 0 DIAL CORP NEW COM 25247D101 3860 214193 SH DEFINED 03 214193 0 0 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE2 5058 5451000 SH DEFINED 03 0 0 5451000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2207 70613 SH DEFINED 03 70613 0 0 DIAMONDCLUSTER INTL INC CL A 25278P106 625 48436 SH DEFINED 03 48436 0 0 DIAMONDS TR UNIT SER 1 252787106 255738 2465899 SH DEFINED 03 0 0 0 DIANON SYS INC COM 252826102 1741 26901 SH DEFINED 03 26901 0 0 DIEBOLD INC COM 253651103 2390 58657 SH DEFINED 03 58657 0 0 DIGENE CORP COM 253752109 1115 31263 SH DEFINED 03 31263 0 0 DIGEX INC DEL CL A 253756100 40 32271 SH DEFINED 03 32271 0 0 DIGIMARC CORP COM 253807101 587 30001 SH DEFINED 03 30001 0 0 DIGITAL GENERATION SYS INC COM 253921100 60 53008 SH DEFINED 03 53008 0 0 DIGITAL INSIGHT CORP COM 25385P106 1328 48367 SH DEFINED 03 48367 0 0 DIGITAL LIGHTWAVE INC COM 253855100 384 61675 SH DEFINED 03 61675 0 0 DIGITAL RIV INC COM 25388B104 2016 136500 SH DEFINED 03 136500 0 0 DIGITALTHINK INC COM 25388M100 75 33214 SH DEFINED 03 33214 0 0 DIGITAS INC COM 25388K104 76 13860 SH DEFINED 03 13860 0 0 DILLARDS INC CL A 254067101 3250 136194 SH DEFINED 03 136194 0 0 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 9 62163 SH DEFINED 03 0 0 0 DIME CMNTY BANCSHARES COM 253922108 670 21739 SH DEFINED 03 21739 0 0 DIMON INC COM 254394109 431 62497 SH DEFINED 03 62497 0 0 DIONEX CORP COM 254546104 1303 53556 SH DEFINED 03 53556 0 0 DIRECT FOCUS INC COM 254931108 2095 55107 SH DEFINED 03 55107 0 0 DISNEY WALT CO COM DISNEY 254687106 24535 1063058 SH DEFINED 03 1063058 0 0 DITECH COMMUNICATIONS CORP COM 25500M103 161 35975 SH DEFINED 03 35975 0 0 DIVERSA CORP COM 255064107 518 40796 SH DEFINED 03 40796 0 0 DIVINE INC CL A 255402109 213 426634 SH DEFINED 03 426634 0 0 DMC STRATEX NETWORKS INC COM 23322L106 676 124235 SH DEFINED 03 124235 0 0 DOBSON COMMUNICATIONS CORP CL A 256069105 108 34961 SH DEFINED 03 34961 0 0 DOCENT INC COM 25608L106 98 55261 SH DEFINED 03 55261 0 0 DOCUMENTUM INC COM 256159104 1459 57338 SH DEFINED 03 57338 0 0 DOLE FOOD INC COM 256605106 3260 105173 SH DEFINED 03 105173 0 0 DOLLAR GEN CORP COM 256669102 6033 370562 SH DEFINED 03 370562 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 708 33488 SH DEFINED 03 33488 0 0 DOLLAR TREE STORES INC COM 256747106 3821 116378 SH DEFINED 03 116378 0 0 DOMINION RES INC VA NEW COM 25746U109 10271 157624 SH DEFINED 03 157624 0 0 DONALDSON INC COM 257651109 3957 98419 SH DEFINED 03 98419 0 0 DONNELLEY R R & SONS CO COM 257867101 3090 99346 SH DEFINED 03 99346 0 0 DORAL FINL CORP COM 25811P100 2222 65600 SH DEFINED 03 65600 0 0 DOUBLECLICK INC COM 258609304 394 32868 SH DEFINED 03 32868 0 0 DOVER CORP COM 260003108 4280 104380 SH DEFINED 03 104380 0 0 DOVER DOWNS ENTMT INC EX-DISTRIB 260086103 390 24043 SH DEFINED 03 24043 0 0 DOW CHEM CO COM 260543103 15017 458969 SH DEFINED 03 458969 0 0 DOW JONES & CO INC COM 260561105 2420 41567 SH DEFINED 03 41567 0 0 DOWNEY FINL CORP COM 261018105 1626 35661 SH DEFINED 03 35661 0 0 DPL INC COM 233293109 3090 120956 SH DEFINED 03 120956 0 0 DQE INC COM 23329J104 2960 138889 SH DEFINED 03 138889 0 0 DRESS BARN INC COM 261570105 651 22042 SH DEFINED 03 22042 0 0 DREYERS GRAND ICE CREAM INC COM 261878102 2559 62153 SH DEFINED 03 62153 0 0 DRIL-QUIP INC COM 262037104 246 9590 SH DEFINED 03 9590 0 0 DRS TECHNOLOGIES INC COM 23330X100 1020 24579 SH DEFINED 03 24579 0 0 DSP GROUP INC COM 23332B106 1945 95039 SH DEFINED 03 95039 0 0 DST SYS INC DEL COM 233326107 4700 94385 SH DEFINED 03 94385 0 0 DTE ENERGY CO COM 233331107 4165 91545 SH DEFINED 03 91545 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 27716 587817 SH DEFINED 03 587817 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 472 10000 SH DEFINED 03 0 0 10000 DUANE READE INC COM 263578106 874 25727 SH DEFINED 03 25727 0 0 DUKE ENERGY CORP WHEN ISSUED 264399106 15715 415754 SH DEFINED 03 415754 0 0 DUKE REALTY CORP COM NEW 264411505 264 10156 SH DEFINED 03 10156 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 2604 65092 SH DEFINED 03 65092 0 0 DUPONT PHOTOMASKS INC COM 26613X101 851 16302 SH DEFINED 03 16302 0 0 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 570 29743 SH DEFINED 03 29743 0 0 DURA PHARMACEUTICALS INC NOTE 3.500% 7/1 26632SAA7 239 243000 SH DEFINED 03 0 0 243000 DURECT CORP COM 266605104 214 27889 SH DEFINED 03 27889 0 0 DUSA PHARMACEUTICALS INC COM 266898105 186 46504 SH DEFINED 03 46504 0 0 DVI INC COM 233343102 328 17844 SH DEFINED 03 17844 0 0 DYAX CORP COM 26746E103 108 29553 SH DEFINED 03 29553 0 0 DYCOM INDS INC COM 267475101 2310 154548 SH DEFINED 03 154548 0 0 DYNEGY INC NEW CL A 26816Q101 5100 175872 SH DEFINED 03 175872 0 0 E M C CORP MASS COM 268648102 18814 1578332 SH DEFINED 03 1578332 0 0 E M C CORP MASS COM 268648102 536 45000 SH DEFINED 03 0 0 45000 E ON AG SPONSORED ADR 268780103 192 3800 SH DEFINED 03 3800 0 0 E PIPHANY INC COM 26881V100 1680 222810 SH DEFINED 03 222810 0 0 E TRADE GROUP INC COM 269246104 2817 299088 SH DEFINED 03 299088 0 0 EARTHLINK INC COM 270321102 206 20325 SH DEFINED 03 20325 0 0 EARTHSHELL CORP COM 27032B100 103 71302 SH DEFINED 03 71302 0 0 EAST WEST BANCORP INC COM 27579R104 1049 35831 SH DEFINED 03 35831 0 0 EASTGROUP PPTY INC COM 277276101 613 23805 SH DEFINED 03 23805 0 0 EASTMAN CHEM CO COM 277432100 2981 61105 SH DEFINED 03 61105 0 0 EASTMAN KODAK CO COM 277461109 14713 472030 SH DEFINED 03 472030 0 0 EATON CORP COM 278058102 4789 59142 SH DEFINED 03 59142 0 0 EATON VANCE CORP COM NON VTG 278265103 2264 56670 SH DEFINED 03 56670 0 0 EBAY INC COM 278642103 6392 113045 SH DEFINED 03 113045 0 0 ECHELON CORP COM 27874N105 940 52212 SH DEFINED 03 52212 0 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 3187 112692 SH DEFINED 03 112692 0 0 ECLIPSYS CORP COM 278856109 1184 72399 SH DEFINED 03 72399 0 0 ECOLAB INC COM 278865100 3699 80903 SH DEFINED 03 80903 0 0 EDEN BIOSCIENCE CORP COM 279445100 71 29656 SH DEFINED 03 29656 0 0 EDISON INTL COM 281020107 4142 247275 SH DEFINED 03 247275 0 0 EDISON INTL COM 281020107 352 21000 SH DEFINED 03 0 0 21000 EDISON SCHOOLS INC CL A 281033100 903 65465 SH DEFINED 03 65465 0 0 EDO CORP COM 281347104 1213 44919 SH DEFINED 03 44919 0 0 EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 268353109 6 300 SH DEFINED 03 300 0 0 EDUCATION MGMT CORP COM 28139T101 2586 61535 SH DEFINED 03 61535 0 0 EDWARDS AG INC COM 281760108 2819 64100 SH DEFINED 03 64100 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 4228 151253 SH DEFINED 03 151253 0 0 EEX CORP COM NEW 26842V207 95 45972 SH DEFINED 03 45972 0 0 EFUNDS CORP COM 28224R101 1120 69394 SH DEFINED 03 69394 0 0 EGL INC COM 268484102 1374 87527 SH DEFINED 03 87527 0 0 EL PASO CORP COM 28336L109 11591 263245 SH DEFINED 03 263245 0 0 EL PASO CORP COM 28336L109 220 5000 SH DEFINED 03 0 0 5000 EL PASO ELEC CO COM NEW 283677854 1389 88733 SH DEFINED 03 88733 0 0 EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 586 10500 SH DEFINED 03 10500 0 0 EL PASO ENERGY PARTNERS L P COM 28368B102 19 500 SH DEFINED 03 500 0 0 ELAN PLC ADR 284131208 196 14100 SH DEFINED 03 14100 0 0 ELANTEC SEMICONDUCTOR INC COM 284155108 2865 66986 SH DEFINED 03 66986 0 0 ELCOR CORP COM 284443108 1018 45851 SH DEFINED 03 45851 0 0 ELECTRO RENT CORP COM 285218103 292 21286 SH DEFINED 03 21286 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 1891 51641 SH DEFINED 03 51641 0 0 ELECTROGLAS INC COM 285324109 700 41442 SH DEFINED 03 41442 0 0 ELECTRONIC ARTS INC COM 285512109 10640 174994 SH DEFINED 03 174994 0 0 ELECTRONIC DATA SYS NEW COM 285661104 15467 266720 SH DEFINED 03 266720 0 0 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 899 26072 SH DEFINED 03 26072 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 1466 80166 SH DEFINED 03 80166 0 0 ELIZABETH ARDEN INC COM 28660G106 172 14735 SH DEFINED 03 14735 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 941 69271 SH DEFINED 03 69271 0 0 EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 172 49800 SH DEFINED 03 49800 0 0 EMCOR GROUP INC COM 29084Q100 2174 37485 SH DEFINED 03 37485 0 0 EMCORE CORP COM 290846104 340 35440 SH DEFINED 03 35440 0 0 EMERSON ELEC CO COM 291011104 18108 315533 SH DEFINED 03 315533 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 904 53126 SH DEFINED 03 53126 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 1630 60941 SH DEFINED 03 60941 0 0 EMMIS COMMUNICATIONS CORP PFD CV SER A 291525202 7119 168106 SH DEFINED 03 168106 0 0 EMPIRE DIST ELEC CO COM 291641108 678 31686 SH DEFINED 03 31686 0 0 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 334 35500 SH DEFINED 03 35500 0 0 EMULEX CORP COM NEW 292475209 445 13506 SH DEFINED 03 13506 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 436 9847 SH DEFINED 03 9847 0 0 ENCOMPASS SVCS CORP COM 29255U104 169 95478 SH DEFINED 03 95478 0 0 ENCORE ACQUISITION CO COM 29255W100 158 10734 SH DEFINED 03 10734 0 0 ENCORE WIRE CORP COM 292562105 327 19733 SH DEFINED 03 19733 0 0 ENDESA S A SPONSORED ADR 29258N107 192 12900 SH DEFINED 03 12900 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 312 31203 SH DEFINED 03 31203 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 278 27500 SH DEFINED 03 0 0 27500 ENDOCARE INC COM 29264P104 402 20380 SH DEFINED 03 20380 0 0 ENERGEN CORP COM 29265N108 1419 53646 SH DEFINED 03 53646 0 0 ENERGIZER HLDGS INC COM 29266R108 1775 74756 SH DEFINED 03 74756 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 640 30778 SH DEFINED 03 30778 0 0 ENERGY EAST CORP COM 29266M109 2279 104780 SH DEFINED 03 104780 0 0 ENERGY PARTNERS LTD COM 29270U105 263 32853 SH DEFINED 03 32853 0 0 ENERSIS S A SPONSORED ADR 29274F104 378 41800 SH DEFINED 03 41800 0 0 ENGAGE INC COM 292827102 16 65627 SH DEFINED 03 65627 0 0 ENGELHARD CORP COM 292845104 3172 102231 SH DEFINED 03 102231 0 0 ENGINEERED SUPPORT SYS INC COM 292866100 532 11547 SH DEFINED 03 11547 0 0 ENI S P A SPONSORED ADR 26874R108 5433 75400 SH DEFINED 03 75400 0 0 ENSCO INTL INC COM 26874Q100 3288 109082 SH DEFINED 03 109082 0 0 ENTEGRIS INC COM 29362U104 961 59778 SH DEFINED 03 59778 0 0 ENTERASYS NETWORKS INC COM 293637104 682 161134 SH DEFINED 03 161134 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 2127 38765 SH DEFINED 03 38765 0 0 ENTERGY CORP NEW COM 29364G103 7266 167389 SH DEFINED 03 167389 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 1151 23806 SH DEFINED 03 23806 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 637 28177 SH DEFINED 03 28177 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 1119 75575 SH DEFINED 03 75575 0 0 ENTREMED INC COM 29382F103 244 32747 SH DEFINED 03 32747 0 0 ENTRUST INC COM 293848107 391 77941 SH DEFINED 03 77941 0 0 ENZO BIOCHEM INC COM 294100102 703 34683 SH DEFINED 03 34683 0 0 EOG RES INC COM 26875P101 2406 59309 SH DEFINED 03 59309 0 0 EPCOS AG ADR 29410P107 828 18000 SH DEFINED 03 18000 0 0 EPIQ SYS INC COM 26882D109 456 28667 SH DEFINED 03 28667 0 0 EQUANT N V NY REG SHS 294409107 298 26890 SH DEFINED 03 26890 0 0 EQUIFAX INC COM 294429105 2237 74812 SH DEFINED 03 74812 0 0 EQUITABLE RES INC COM 294549100 1967 56500 SH DEFINED 03 56500 0 0 EQUITY INNS INC COM 294703103 439 54873 SH DEFINED 03 54873 0 0 EQUITY OFFICE PROPERTIES TRU COM 294741103 6370 212419 SH DEFINED 03 212419 0 0 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 3947 137321 SH DEFINED 03 137321 0 0 ERICSSON L M TEL CO ADR CL B SEK10 294821400 1593 382020 SH DEFINED 03 382020 0 0 ESCO TECHNOLOGIES INC COM 296315104 949 24444 SH DEFINED 03 24444 0 0 ESPEED INC CL A 296643109 246 23391 SH DEFINED 03 23391 0 0 ESPERION THERAPEUTICS INC COM 29664R106 206 33779 SH DEFINED 03 33779 0 0 ESS TECHNOLOGY INC COM 269151106 4442 214284 SH DEFINED 03 214284 0 0 ESSEX PPTY TR INC COM 297178105 1148 21992 SH DEFINED 03 21992 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 762 37351 SH DEFINED 03 37351 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 2280 59907 SH DEFINED 03 59907 0 0 EURONET WORLDWIDE INC COM 298736109 1159 68200 SH DEFINED 03 68200 0 0 EVEREST RE GROUP LTD COM G3223R108 4774 68854 SH DEFINED 03 68854 0 0 EVERGREEN RES INC COM NO PAR 299900308 2245 53828 SH DEFINED 03 53828 0 0 EXACT SCIENCES CORP COM 30063P105 59 6065 SH DEFINED 03 6065 0 0 EXAR CORP COM 300645108 1602 77970 SH DEFINED 03 77970 0 0 EXCEL TECHNOLOGY INC COM 30067T103 278 12628 SH DEFINED 03 12628 0 0 EXE TECHNOLOGIES INC COM 301504106 103 46022 SH DEFINED 03 46022 0 0 EXELIXIS INC COM 30161Q104 829 59482 SH DEFINED 03 59482 0 0 EXELON CORP COM 30161N101 8585 162078 SH DEFINED 03 162078 0 0 EXPEDIA INC *W EXP 02/04/200 302125125 1328 36001 SH DEFINED 03 0 0 0 EXPEDITORS INTL WASH INC COM 302130109 2586 42387 SH DEFINED 03 42387 0 0 EXPRESS SCRIPTS INC COM 302182100 5897 102404 SH DEFINED 03 102404 0 0 EXTENDED STAY AMER INC COM 30224P101 2543 146128 SH DEFINED 03 146128 0 0 EXTENSITY INC COM 302255104 36 22237 SH DEFINED 03 22237 0 0 EXTREME NETWORKS INC COM 30226D106 71 6785 SH DEFINED 03 6785 0 0 EXULT INC DEL COM 302284104 187 17236 SH DEFINED 03 17236 0 0 EXXON MOBIL CORP COM 30231G102 153407 3500052 SH DEFINED 03 3500052 0 0 F M C CORP COM NEW 302491303 3279 78225 SH DEFINED 03 78225 0 0 F&M BANCORP MD COM 302367107 440 16421 SH DEFINED 03 16421 0 0 FACTORY 2-U INC COM 303072102 476 39045 SH DEFINED 03 39045 0 0 FACTSET RESH SYS INC COM 303075105 1418 35152 SH DEFINED 03 35152 0 0 FAIR ISAAC & CO INC COM 303250104 1749 27592 SH DEFINED 03 27592 0 0 FAIRCHILD CORP CL A 303698104 48 18914 SH DEFINED 03 18914 0 0 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 2541 88857 SH DEFINED 03 88857 0 0 FALCONSTOR SOFTWARE INC COM 306137100 575 90766 SH DEFINED 03 90766 0 0 FAMILY DLR STORES INC COM 307000109 2976 88818 SH DEFINED 03 88818 0 0 FARMER BROS CO COM 307675108 364 1202 SH DEFINED 03 1202 0 0 FARMERS CAP BK CORP COM 309562106 357 10091 SH DEFINED 03 10091 0 0 FASTENAL CO COM 311900104 3045 40509 SH DEFINED 03 40509 0 0 FBL FINL GROUP INC CL A 30239F106 330 17590 SH DEFINED 03 17590 0 0 FBR ASSET INVT CORP COM 30241E303 1474 54200 SH DEFINED 03 54200 0 0 FEDDERS CORP COM 313135105 114 35997 SH DEFINED 03 35997 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 547 12293 SH DEFINED 03 12293 0 0 FEDERAL HOME LN MTG CORP COM 313400301 30059 474345 SH DEFINED 03 474345 0 0 FEDERAL MOGUL CORP COM 313549107 85 104666 SH DEFINED 03 104666 0 0 FEDERAL NATL MTG ASSN COM 313586109 42320 529796 SH DEFINED 03 529796 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2117 82455 SH DEFINED 03 82455 0 0 FEDERAL SIGNAL CORP COM 313855108 3060 129018 SH DEFINED 03 129018 0 0 FEDERATED DEPT STORES INC DE COM 31410H101 6247 152920 SH DEFINED 03 152920 0 0 FEDERATED INVS INC PA CL B 314211103 367 11330 SH DEFINED 03 11330 0 0 FEDERATED INVS INC PA CL B 314211103 32 1000 SH DEFINED 03 0 0 1000 FEDEX CORP COM 31428X106 8887 152963 SH DEFINED 03 152963 0 0 FEI CO COM 30241L109 3957 111451 SH DEFINED 03 111451 0 0 FELCOR LODGING TR INC COM 31430F101 959 45107 SH DEFINED 03 45107 0 0 FERRO CORP COM 315405100 2017 70036 SH DEFINED 03 70036 0 0 FIBERCORE INC COM 31563B109 77 48009 SH DEFINED 03 48009 0 0 FIDELITY BANKSHARES INC NEW COM 31604Q107 420 23360 SH DEFINED 03 23360 0 0 FIDELITY NATL FINL INC COM 316326107 2669 101216 SH DEFINED 03 101216 0 0 FIFTH THIRD BANCORP COM 316773100 20312 301010 SH DEFINED 03 301010 0 0 FILENET CORP COM 316869106 1597 93509 SH DEFINED 03 93509 0 0 FINANCIAL FED CORP COM 317492106 523 15935 SH DEFINED 03 15935 0 0 FINANCIAL INSTNS INC COM 317585404 356 12234 SH DEFINED 03 12234 0 0 FINET COM INC COM PAR $.01 N 317922409 5 10862 SH DEFINED 03 10862 0 0 FINISAR COM 31787A101 389 50656 SH DEFINED 03 50656 0 0 FINISH LINE INC CL A 317923100 717 39107 SH DEFINED 03 39107 0 0 FIRST AMERN CORP CALIF COM 318522307 2169 101919 SH DEFINED 03 101919 0 0 FIRST BANCORP N C COM 318910106 223 9783 SH DEFINED 03 9783 0 0 FIRST BANCORP P R COM 318672102 996 34468 SH DEFINED 03 34468 0 0 FIRST BUSEY CORP COM 319383105 280 13217 SH DEFINED 03 13217 0 0 FIRST CHARTER CORP COM 319439105 862 46316 SH DEFINED 03 46316 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 391 12911 SH DEFINED 03 12911 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 1150 86841 SH DEFINED 03 86841 0 0 FIRST CONSULTING GROUP INC COM 31986R103 254 25457 SH DEFINED 03 25457 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 1009 9801 SH DEFINED 03 9801 0 0 FIRST DATA CORP DEBT 2.000% 3/0 319963AD6 3259 2700000 SH DEFINED 03 0 0 2700000 FIRST DATA CORP COM 319963104 20807 238472 SH DEFINED 03 238472 0 0 FIRST ESSEX BANCORP INC COM 320103104 298 9813 SH DEFINED 03 9813 0 0 FIRST FED CAP CORP COM 319960100 471 24989 SH DEFINED 03 24989 0 0 FIRST FINL BANCORP OH COM 320209109 847 53860 SH DEFINED 03 53860 0 0 FIRST FINL BANKSHARES COM 32020R109 509 15328 SH DEFINED 03 15328 0 0 FIRST FINL CORP IND COM 320218100 425 9750 SH DEFINED 03 9750 0 0 FIRST FINL HLDGS INC COM 320239106 544 20080 SH DEFINED 03 20080 0 0 FIRST HEALTH GROUP CORP COM 320960107 3153 130660 SH DEFINED 03 130660 0 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 520 23161 SH DEFINED 03 23161 0 0 FIRST IND CORP COM 32054R108 333 17197 SH DEFINED 03 17197 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2091 61057 SH DEFINED 03 61057 0 0 FIRST MERCHANTS CORP COM 320817109 444 16953 SH DEFINED 03 16953 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 2360 81283 SH DEFINED 03 81283 0 0 FIRST NIAGARA FINL GROUP INC COM 33582U100 246 14100 SH DEFINED 03 14100 0 0 FIRST PL FINL CORP COM 33610T109 360 21389 SH DEFINED 03 21389 0 0 FIRST REP BK SAN FRANCISCO COM 336158100 485 17085 SH DEFINED 03 17085 0 0 FIRST SENTINEL BANCORP INC COM 33640T103 504 38562 SH DEFINED 03 38562 0 0 FIRST TENN NATL CORP COM 337162101 4205 119969 SH DEFINED 03 119969 0 0 FIRST VA BANKS INC COM 337477103 2817 52524 SH DEFINED 03 52524 0 0 FIRSTENERGY CORP COM 337932107 6384 184604 SH DEFINED 03 184604 0 0 FIRSTFED FINL CORP COM 337907109 1327 50738 SH DEFINED 03 50738 0 0 FIRSTMERIT CORP COM 337915102 2098 72885 SH DEFINED 03 72885 0 0 FISERV INC COM 337738108 9036 196171 SH DEFINED 03 196171 0 0 FISHER COMMUNICATIONS INC COM 337756209 279 6168 SH DEFINED 03 6168 0 0 FISHER SCIENTIFIC INTL INC COM NEW 338032204 552 19648 SH DEFINED 03 19648 0 0 FLAGSTAR BANCORP INC COM 337930101 257 11038 SH DEFINED 03 11038 0 0 FLEETBOSTON FINL CORP COM 339030108 20674 590690 SH DEFINED 03 590690 0 0 FLEETWOOD ENTERPRISES INC COM 339099103 688 63687 SH DEFINED 03 63687 0 0 FLEMING COS INC COM 339130106 3852 171957 SH DEFINED 03 171957 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 4020 220258 SH DEFINED 03 220258 0 0 FLIR SYS INC COM 302445101 1641 34368 SH DEFINED 03 34368 0 0 FLORIDA EAST COAST INDS CL A 340632108 957 33806 SH DEFINED 03 33806 0 0 FLORIDA ROCK INDS INC COM 341140101 1350 33887 SH DEFINED 03 33887 0 0 FLOW INTL CORP COM 343468104 193 19712 SH DEFINED 03 19712 0 0 FLOWERS FOODS INC COM 343498101 976 38300 SH DEFINED 03 38300 0 0 FLOWSERVE CORP COM 34354P105 3384 105707 SH DEFINED 03 105707 0 0 FLUOR CORP NEW COM 343412102 1703 41747 SH DEFINED 03 41747 0 0 FLUSHING FINL CORP COM 343873105 260 15565 SH DEFINED 03 15565 0 0 FMC TECHNOLOGIES INC COM 30249U101 1156 57987 SH DEFINED 03 57987 0 0 FNB CORP PA COM 302520101 1809 61829 SH DEFINED 03 61829 0 0 FOAMEX INTL INC COM 344123104 238 24410 SH DEFINED 03 24410 0 0 FOOT LOCKER INC COM 344849104 1698 104940 SH DEFINED 03 104940 0 0 FOOTSTAR INC COM 344912100 915 30018 SH DEFINED 03 30018 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 16921 1026164 SH DEFINED 03 1026164 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 1506 39633 SH DEFINED 03 39633 0 0 FOREST LABS INC COM 345838106 7583 92813 SH DEFINED 03 92813 0 0 FOREST OIL CORP COM PAR $0.01 346091705 1200 40530 SH DEFINED 03 40530 0 0 FORRESTER RESH INC COM 346563109 382 20074 SH DEFINED 03 20074 0 0 FORTUNE BRANDS INC COM 349631101 3653 73984 SH DEFINED 03 73984 0 0 FORWARD AIR CORP COM 349853101 731 23149 SH DEFINED 03 23149 0 0 FOSSIL INC COM 349882100 1468 55359 SH DEFINED 03 55359 0 0 FOSTER WHEELER LTD SHS G36535105 0 3 SH DEFINED 03 3 0 0 FOUNDRY NETWORKS INC COM 35063R100 295 41147 SH DEFINED 03 41147 0 0 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 304 5700 SH DEFINED 03 5700 0 0 FOX ENTMT GROUP INC CL A 35138T107 277 11723 SH DEFINED 03 11723 0 0 FPL GROUP INC COM 302571104 9042 151832 SH DEFINED 03 151832 0 0 FRANKLIN ELEC INC COM 353514102 636 12532 SH DEFINED 03 12532 0 0 FRANKLIN RES INC COM 354613101 6797 162144 SH DEFINED 03 162144 0 0 FREDS INC CL A 356108100 1631 45319 SH DEFINED 03 45319 0 0 FREEMARKETS INC COM 356602102 1335 58169 SH DEFINED 03 58169 0 0 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 3735 211990 SH DEFINED 03 211990 0 0 FREMONT GEN CORP COM 357288109 527 86435 SH DEFINED 03 86435 0 0 FRESENIUS MED CARE AG SPONSORED ADR 358029106 58 2871 SH DEFINED 03 2871 0 0 FRIEDMAN BILLINGS RAMSEY GRO CL A 358433100 233 33259 SH DEFINED 03 33259 0 0 FRIEDMANS INC CL A 358438109 282 26214 SH DEFINED 03 26214 0 0 FRONTIER AIRLINES INC NEW COM 359065109 1347 73933 SH DEFINED 03 73933 0 0 FRONTIER FINL CORP WASH COM 35907K105 679 25615 SH DEFINED 03 25615 0 0 FRONTIER OIL CORP COM 35914P105 829 38609 SH DEFINED 03 38609 0 0 FRONTLINE CAP GROUP COM 35921N101 1 42427 SH DEFINED 03 42427 0 0 FSI INTL INC COM 302633102 439 39196 SH DEFINED 03 39196 0 0 FTD COM INC CL A 30265F103 70 12328 SH DEFINED 03 12328 0 0 FTI CONSULTING INC COM 302941109 681 21993 SH DEFINED 03 21993 0 0 FUELCELL ENERGY INC COM 35952H106 1562 99132 SH DEFINED 03 99132 0 0 FULLER H B CO COM 359694106 1962 65521 SH DEFINED 03 65521 0 0 FULTON FINL CORP PA COM 360271100 144 5762 SH DEFINED 03 5762 0 0 FURNITURE BRANDS INTL INC COM 360921100 6303 172923 SH DEFINED 03 172923 0 0 F5 NETWORKS INC COM 315616102 1538 66081 SH DEFINED 03 66081 0 0 G & K SVCS INC CL A 361268105 1609 43178 SH DEFINED 03 43178 0 0 GABELLI ASSET MGMT INC CL A 36239Y102 364 9176 SH DEFINED 03 9176 0 0 GABLES RESIDENTIAL TR SH BEN INT 362418105 1336 43043 SH DEFINED 03 43043 0 0 GADZOOKS INC COM 362553109 190 10896 SH DEFINED 03 10896 0 0 GALLAGHER ARTHUR J & CO COM 363576109 2758 84163 SH DEFINED 03 84163 0 0 GANNETT INC COM 364730101 11201 147184 SH DEFINED 03 147184 0 0 GAP INC DEL COM 364760108 6321 420308 SH DEFINED 03 420308 0 0 GARAN INC COM 364802108 269 5003 SH DEFINED 03 5003 0 0 GARDNER DENVER INC COM 365558105 531 21684 SH DEFINED 03 21684 0 0 GARMIN LTD ORD G37260109 571 24900 SH DEFINED 03 24900 0 0 GART SPORTS CO COM 366630101 320 10600 SH DEFINED 03 10600 0 0 GARTNER INC COM 366651107 1567 121490 SH DEFINED 03 121490 0 0 GARTNER INC CL B 366651206 824 63413 SH DEFINED 03 63413 0 0 GATEWAY INC COM 367626108 1022 161642 SH DEFINED 03 161642 0 0 GATX CORP COM 361448103 1334 41940 SH DEFINED 03 41940 0 0 GAYLORD ENTMT CO NEW COM 367905106 864 32468 SH DEFINED 03 32468 0 0 GBC BANCORP CALIF COM 361475106 490 14669 SH DEFINED 03 14669 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 2731 184677 SH DEFINED 03 184677 0 0 GENAISSANCE PHARMACEUTICALS COM 36867W105 73 27322 SH DEFINED 03 27322 0 0 GENCORP INC COM 368682100 1154 73406 SH DEFINED 03 73406 0 0 GENE LOGIC INC COM 368689105 853 43850 SH DEFINED 03 43850 0 0 GENELABS TECHNOLOGIES INC COM 368706107 107 60550 SH DEFINED 03 60550 0 0 GENENCOR INTL INC COM 368709101 187 16468 SH DEFINED 03 16468 0 0 GENENTECH INC COM NEW 368710406 1864 36940 SH DEFINED 03 36940 0 0 GENENTECH INC COM NEW 368710406 504 10000 SH DEFINED 03 0 0 10000 GENERAL CABLE CORP DEL NEW COM 369300108 946 66239 SH DEFINED 03 66239 0 0 GENERAL COMMUNICATION INC CL A 369385109 511 58252 SH DEFINED 03 58252 0 0 GENERAL DYNAMICS CORP COM 369550108 9564 101795 SH DEFINED 03 101795 0 0 GENERAL ELEC CO COM 369604103 194998 5206894 SH DEFINED 03 5206894 0 0 GENERAL GROWTH PPTYS INC COM 370021107 946 21397 SH DEFINED 03 21397 0 0 GENERAL MARITIME CORP SHS Y2692M103 4622 385190 SH DEFINED 03 385190 0 0 GENERAL MLS INC COM 370334104 8893 182055 SH DEFINED 03 182055 0 0 GENERAL MTRS CORP COM 370442105 20811 344274 SH DEFINED 03 344274 0 0 GENERAL MTRS CORP CL H NEW 370442832 961 58397 SH DEFINED 03 58397 0 0 GENESCO INC COM 371532102 3373 122357 SH DEFINED 03 122357 0 0 GENESEE & WYO INC CL A 371559105 510 21690 SH DEFINED 03 21690 0 0 GENESIS HEALTH VENTURE INC N COM 37183F107 696 38300 SH DEFINED 03 38300 0 0 GENESIS MICROCHIP INC DEL COM 37184C103 4868 187235 SH DEFINED 03 187235 0 0 GENLYTE GROUP INC COM 372302109 664 17694 SH DEFINED 03 17694 0 0 GENOME THERAPEUTICS CORP COM 372430108 191 33720 SH DEFINED 03 33720 0 0 GENSTAR THERAPEUTICS CORP COM 37248D105 17 17367 SH DEFINED 03 17367 0 0 GENTA INC COM NEW 37245M207 637 38008 SH DEFINED 03 38008 0 0 GENTEX CORP COM 371901109 1800 60762 SH DEFINED 03 60762 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 1229 49644 SH DEFINED 03 49644 0 0 GENUINE PARTS CO COM 372460105 3459 94067 SH DEFINED 03 94067 0 0 GENUITY INC CL A 37248E103 231 265191 SH DEFINED 03 265191 0 0 GENZYME CORP SDCV 3.000% 5/1 372917AK0 17348 18333000 SH DEFINED 03 0 0 18333000 GENZYME CORP COM GENL DIV 372917104 10062 230086 SH DEFINED 03 230086 0 0 GENZYME CORP COM-MOLECULAR 372917500 147 25265 SH DEFINED 03 25265 0 0 GENZYME CORP COM BIOSURGERY 372917708 373 54860 SH DEFINED 03 54860 0 0 GENZYME TRANSGENICS CORP COM 37246E105 98 30265 SH DEFINED 03 30265 0 0 GEORGIA GULF CORP COM PAR $0.01 373200203 1432 53321 SH DEFINED 03 53321 0 0 GEORGIA GULF CORP COM PAR $0.01 373200203 134 5000 SH DEFINED 03 0 0 5000 GEORGIA PAC CORP COM 373298108 3425 114363 SH DEFINED 03 114363 0 0 GERBER SCIENTIFIC INC COM 373730100 232 31608 SH DEFINED 03 31608 0 0 GERMAN AMERN BANCORP COM 373865104 239 14239 SH DEFINED 03 14239 0 0 GERON CORP COM 374163103 301 39582 SH DEFINED 03 39582 0 0 GETTY IMAGES INC COM 374276103 2407 80609 SH DEFINED 03 80609 0 0 GETTY RLTY CORP NEW COM 374297109 305 16197 SH DEFINED 03 16197 0 0 GILEAD SCIENCES INC NOTE 5.000%12/1 375558AB9 2624 1595000 SH DEFINED 03 0 0 1595000 GILEAD SCIENCES INC COM 375558103 8461 235674 SH DEFINED 03 235674 0 0 GILLETTE CO COM 375766102 18794 552616 SH DEFINED 03 552616 0 0 GIVEN IMAGING ORD SHS M52020100 27 2435 SH DEFINED 03 2435 0 0 GLACIER BANCORP INC NEW COM 37637Q105 466 20539 SH DEFINED 03 20539 0 0 GLATFELTER COM 377316104 915 51006 SH DEFINED 03 51006 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2170 46169 SH DEFINED 03 46169 0 0 GLENBOROUGH RLTY TR INC COM 37803P105 860 40020 SH DEFINED 03 40020 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 732 39467 SH DEFINED 03 39467 0 0 GLOBAL IMAGING SYSTEMS COM 37934A100 187 10123 SH DEFINED 03 10123 0 0 GLOBAL INDS LTD COM 379336100 1763 190352 SH DEFINED 03 190352 0 0 GLOBAL PMTS INC COM 37940X102 1944 53040 SH DEFINED 03 53040 0 0 GLOBAL SPORTS INC COM 37937A107 346 20250 SH DEFINED 03 20250 0 0 GLOBALSANTAFE CORP SHS G3930E101 508 15536 SH DEFINED 03 15536 0 0 GLOBESPANVIRATA INC COM 37957V106 2739 183714 SH DEFINED 03 183714 0 0 GOLD BANC CORP INC COM 379907108 398 44173 SH DEFINED 03 44173 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 139 13389 SH DEFINED 03 13389 0 0 GOLDEN ST BANCORP INC COM 381197102 3150 106100 SH DEFINED 03 106100 0 0 GOLDEN ST BANCORP INC *W EXP 99/99/999 381197136 574 459000 SH DEFINED 03 0 0 0 GOLDEN TELECOM INC COM 38122G107 194 12532 SH DEFINED 03 12532 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 5050 79531 SH DEFINED 03 79531 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1292 14312 SH DEFINED 03 14312 0 0 GOODRICH CORP COM 382388106 1960 61954 SH DEFINED 03 61954 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2133 83416 SH DEFINED 03 83416 0 0 GORMAN RUPP CO COM 383082104 289 10794 SH DEFINED 03 10794 0 0 GRACO INC COM 384109104 2212 54139 SH DEFINED 03 54139 0 0 GRAINGER W W INC COM 384802104 2757 49036 SH DEFINED 03 49036 0 0 GRANITE CONSTR INC COM 387328107 1892 76892 SH DEFINED 03 76892 0 0 GRANT PRIDECO INC COM 38821G101 2124 155236 SH DEFINED 03 155236 0 0 GRAY COMMUNICATIONS SYS INC COM 389190109 211 13166 SH DEFINED 03 13166 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 1696 60844 SH DEFINED 03 60844 0 0 GREAT LAKES CHEM CORP COM 390568103 766 27190 SH DEFINED 03 27190 0 0 GREAT LAKES REIT INC COM 390752103 556 32824 SH DEFINED 03 32824 0 0 GREAT PLAINS ENERGY INC COM 391164100 1910 76564 SH DEFINED 03 76564 0 0 GREAT SOUTHN BANCORP INC COM 390905107 284 8894 SH DEFINED 03 8894 0 0 GREATER BAY BANCORP COM 391648102 4447 130630 SH DEFINED 03 130630 0 0 GREENPOINT FINL CORP COM 395384100 4987 114127 SH DEFINED 03 114127 0 0 GREIF BROS CORP CL A 397624107 667 18776 SH DEFINED 03 18776 0 0 GREY GLOBAL GROUP INC COM 39787M108 704 1035 SH DEFINED 03 1035 0 0 GREY WOLF INC COM 397888108 876 221322 SH DEFINED 03 221322 0 0 GRIFFON CORP COM 398433102 1712 102218 SH DEFINED 03 102218 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 928 23766 SH DEFINED 03 23766 0 0 GROUPE DANONE SPONSORED ADR 399449107 171 7200 SH DEFINED 03 7200 0 0 GTECH HLDGS CORP COM 400518106 4841 99311 SH DEFINED 03 99311 0 0 GUCCI GROUP N V COM NY REG 401566104 4272 46172 SH DEFINED 03 46172 0 0 GUESS INC COM 401617105 121 15524 SH DEFINED 03 15524 0 0 GUIDANT CORP COM 401698105 8256 190589 SH DEFINED 03 190589 0 0 GUILFORD PHARMACEUTICALS INC COM 401829106 1061 149224 SH DEFINED 03 149224 0 0 GUITAR CTR MGMT INC COM 402040109 661 37858 SH DEFINED 03 37858 0 0 GULF ISLAND FABRICATION INC COM 402307102 169 11256 SH DEFINED 03 11256 0 0 GULFMARK OFFSHORE INC COM 402629109 238 6617 SH DEFINED 03 6617 0 0 GYMBOREE CORP COM 403777105 622 42411 SH DEFINED 03 42411 0 0 H POWER CORP COM 40427A108 95 37134 SH DEFINED 03 37134 0 0 HAEMONETICS CORP COM 405024100 1108 34910 SH DEFINED 03 34910 0 0 HAIN CELESTIAL GROUP INC COM 405217100 781 35100 SH DEFINED 03 35100 0 0 HALLIBURTON CO COM 406216101 6452 377990 SH DEFINED 03 377990 0 0 HANCOCK FABRICS INC COM 409900107 531 29425 SH DEFINED 03 29425 0 0 HANCOCK HLDG CO COM 410120109 594 11054 SH DEFINED 03 11054 0 0 HANCOCK JOHN FINL SVCS INC COM 41014S106 6781 177556 SH DEFINED 03 177556 0 0 HANDLEMAN CO DEL COM 410252100 797 77615 SH DEFINED 03 77615 0 0 HANDSPRING INC COM 410293104 528 114134 SH DEFINED 03 114134 0 0 HANOVER COMPRESSOR CO COM 410768105 1266 70376 SH DEFINED 03 70376 0 0 HARBOR FLA BANCSHARES INC COM 411901101 621 32493 SH DEFINED 03 32493 0 0 HARLAND JOHN H CO COM 412693103 1809 62246 SH DEFINED 03 62246 0 0 HARLEY DAVIDSON INC COM 412822108 8766 159013 SH DEFINED 03 159013 0 0 HARLEYSVILLE GROUP INC COM 412824104 1165 44367 SH DEFINED 03 44367 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 639 27576 SH DEFINED 03 27576 0 0 HARMAN INTL INDS INC COM 413086109 3848 77980 SH DEFINED 03 77980 0 0 HARMONIC INC COM 413160102 1495 129014 SH DEFINED 03 129014 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 144 12781 SH DEFINED 03 12781 0 0 HARRAHS ENTMT INC COM 413619107 2515 56834 SH DEFINED 03 56834 0 0 HARRIS CORP DEL COM 413875105 2048 57036 SH DEFINED 03 57036 0 0 HARSCO CORP COM 415864107 3592 91764 SH DEFINED 03 91764 0 0 HARTE-HANKS INC COM 416196103 1864 58919 SH DEFINED 03 58919 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 8590 126105 SH DEFINED 03 126105 0 0 HARVARD BIOSCIENCE INC COM 416906105 91 10370 SH DEFINED 03 10370 0 0 HASBRO INC COM 418056107 1361 86048 SH DEFINED 03 86048 0 0 HAVAS ADVERTISING SPONSORED ADR 419313101 134 14829 SH DEFINED 03 14829 0 0 HAVERTY FURNITURE INC COM 419596101 405 23507 SH DEFINED 03 23507 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 3831 87043 SH DEFINED 03 87043 0 0 HCA INC COM 404119109 12471 282913 SH DEFINED 03 282913 0 0 HCC INS HLDGS INC COM 404132102 1359 48628 SH DEFINED 03 48628 0 0 HEADWATERS INC COM 42210P102 564 36861 SH DEFINED 03 36861 0 0 HEALTH CARE PPTY INVS INC COM 421915109 167 4118 SH DEFINED 03 4118 0 0 HEALTH CARE REIT INC COM 42217K106 1374 49196 SH DEFINED 03 49196 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 2749 132620 SH DEFINED 03 132620 0 0 HEALTH NET INC COM 42222G108 2710 98759 SH DEFINED 03 98759 0 0 HEALTHCARE RLTY TR COM 421946104 1863 61373 SH DEFINED 03 61373 0 0 HEALTHEXTRAS INC COM 422211102 50 18370 SH DEFINED 03 18370 0 0 HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF8 15343 15915000 SH DEFINED 03 0 0 15915000 HEALTHSOUTH CORP COM 421924101 3166 220618 SH DEFINED 03 220618 0 0 HEARTLAND EXPRESS INC COM 422347104 822 41221 SH DEFINED 03 41221 0 0 HEICO CORP NEW COM 422806109 269 17157 SH DEFINED 03 17157 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 1113 53521 SH DEFINED 03 53521 0 0 HEINZ H J CO COM 423074103 7483 180324 SH DEFINED 03 180324 0 0 HELIX TECHNOLOGY CORP COM 423319102 1486 58721 SH DEFINED 03 58721 0 0 HELMERICH & PAYNE INC COM 423452101 1808 45094 SH DEFINED 03 45094 0 0 HEMISPHERX BIOPHARMA INC COM 42366C103 110 27560 SH DEFINED 03 27560 0 0 HENRY JACK & ASSOC INC COM 426281101 1938 87354 SH DEFINED 03 87354 0 0 HERBALIFE INTL INC CL A 426908208 328 22550 SH DEFINED 03 22550 0 0 HERCULES INC COM 427056106 923 69328 SH DEFINED 03 69328 0 0 HERSHEY FOODS CORP COM 427866108 6292 91807 SH DEFINED 03 91807 0 0 HEWLETT PACKARD CO COM 428236103 29368 1637000 SH DEFINED 03 1637000 0 0 HEXCEL CORP NEW COM 428291108 142 35407 SH DEFINED 03 35407 0 0 HI / FN INC COM 428358105 243 20579 SH DEFINED 03 20579 0 0 HIBBETT SPORTING GOODS INC COM 428565105 218 9297 SH DEFINED 03 9297 0 0 HIBERNIA CORP CL A 428656102 3324 174044 SH DEFINED 03 174044 0 0 HIBERNIA FOODS PLC SPONSORED ADR 428660104 508 95238 SH DEFINED 03 95238 0 0 HICKORY TECH CORP COM 429060106 303 18617 SH DEFINED 03 18617 0 0 HIGHWOODS PPTYS INC COM 431284108 2241 79762 SH DEFINED 03 79762 0 0 HILB ROGAL & HAMILTON CO COM 431294107 3015 96643 SH DEFINED 03 96643 0 0 HILLENBRAND INDS INC COM 431573104 3215 52166 SH DEFINED 03 52166 0 0 HILTON HOTELS CORP NOTE 5.000% 5/1 432848AL3 512 542000 SH DEFINED 03 0 0 542000 HILTON HOTELS CORP COM 432848109 4522 316224 SH DEFINED 03 316224 0 0 HISPANIC BROADCASTING CORP CL A 43357B104 3355 115230 SH DEFINED 03 115230 0 0 HNC SOFTWARE INC COM 40425P107 957 56877 SH DEFINED 03 56877 0 0 HOLLY CORP COM PAR $0.01 435758305 236 12733 SH DEFINED 03 12733 0 0 HOLLYWOOD CASINO CORP CL A 436132203 244 14794 SH DEFINED 03 14794 0 0 HOLLYWOOD ENTMT CORP COM 436141105 1098 65378 SH DEFINED 03 65378 0 0 HOLOGIC INC COM 436440101 249 16092 SH DEFINED 03 16092 0 0 HOME DEPOT INC COM 437076102 77039 1584844 SH DEFINED 03 1584844 0 0 HOME PPTYS N Y INC COM 437306103 1024 29733 SH DEFINED 03 29733 0 0 HOME PRODS INTL INC COM 437305105 130 32600 SH DEFINED 03 32600 0 0 HON INDS INC COM 438092108 1875 66002 SH DEFINED 03 66002 0 0 HONDA MOTOR LTD AMERN SHS 438128308 294 13900 SH DEFINED 03 13900 0 0 HONEYWELL INTL INC COM 438516106 18026 471021 SH DEFINED 03 471021 0 0 HOOPER HOLMES INC COM 439104100 890 84864 SH DEFINED 03 84864 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 2255 100188 SH DEFINED 03 100188 0 0 HORIZON OFFSHORE INC COM 44043J105 256 22111 SH DEFINED 03 22111 0 0 HORMEL FOODS CORP COM 440452100 3112 113799 SH DEFINED 03 113799 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1811 52750 SH DEFINED 03 52750 0 0 HOST MARRIOTT CORP NEW COM 44107P104 918 76830 SH DEFINED 03 76830 0 0 HOT TOPIC INC COM 441339108 1213 58029 SH DEFINED 03 58029 0 0 HOTEL RESERVATIONS NETWORK I CL A 441451101 2965 50320 SH DEFINED 03 50320 0 0 HOUSEHOLD INTL INC COM 441815107 14106 248344 SH DEFINED 03 248344 0 0 HOUSTON EXPL CO COM 442120101 1205 38871 SH DEFINED 03 38871 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 649 24425 SH DEFINED 03 24425 0 0 HOWELL CORP PFD A CV $3.50 443051206 11557 253972 SH DEFINED 03 253972 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 1857 206316 SH DEFINED 03 206316 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 385 6600 SH DEFINED 03 6600 0 0 HUANENG PWR INTL INC SPON ADR N 443304100 134 5000 SH DEFINED 03 5000 0 0 HUBBELL INC CL B 443510201 2250 68387 SH DEFINED 03 68387 0 0 HUDSON RIV BANCORP INC COM 444128102 545 22634 SH DEFINED 03 22634 0 0 HUDSON UNITED BANCORP COM 444165104 2663 83708 SH DEFINED 03 83708 0 0 HUGHES SUPPLY INC COM 444482103 2720 69825 SH DEFINED 03 69825 0 0 HUMAN GENOME SCIENCES INC COM 444903108 2112 96916 SH DEFINED 03 96916 0 0 HUMANA INC COM 444859102 2231 164900 SH DEFINED 03 164900 0 0 HUNT J B TRANS SVCS INC COM 445658107 1461 51715 SH DEFINED 03 51715 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2700 136793 SH DEFINED 03 136793 0 0 HUTCHINSON TECHNOLOGY INC COM 448407106 1250 57961 SH DEFINED 03 57961 0 0 HYDRIL CO COM 448774109 468 19079 SH DEFINED 03 19079 0 0 HYPERION SOLUTIONS CORP COM 44914M104 1438 53452 SH DEFINED 03 53452 0 0 HYSEQ INC COM 449163302 103 19420 SH DEFINED 03 19420 0 0 I-MANY INC COM 44973Q103 785 160910 SH DEFINED 03 160910 0 0 I-STAT CORP COM 450312103 223 30815 SH DEFINED 03 30815 0 0 IBASIS INC COM 450732102 42 49265 SH DEFINED 03 49265 0 0 IBERIABANK CORP COM 450828108 259 7622 SH DEFINED 03 7622 0 0 ICICI LTD SPONSORED ADR 44926P202 170 20900 SH DEFINED 03 20900 0 0 ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM2 28 25000 SH DEFINED 03 0 0 25000 ICN PHARMACEUTICALS INC NEW COM 448924100 2124 66906 SH DEFINED 03 66906 0 0 ICOS CORP COM 449295104 1587 34509 SH DEFINED 03 34509 0 0 ICU MED INC COM 44930G107 883 24275 SH DEFINED 03 24275 0 0 IDACORP INC COM 451107106 2215 54690 SH DEFINED 03 54690 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 13082 203360 SH DEFINED 03 203360 0 0 IDENTIX INC COM 451906101 454 51201 SH DEFINED 03 51201 0 0 IDEX CORP COM 45167R104 1954 52800 SH DEFINED 03 52800 0 0 IDEXX LABS INC COM 45168D104 1817 67698 SH DEFINED 03 67698 0 0 IDT CORP COM 448947101 1315 65112 SH DEFINED 03 65112 0 0 IDX SYS CORP COM 449491109 476 27261 SH DEFINED 03 27261 0 0 IGEN INC COM 449536101 2736 72753 SH DEFINED 03 72753 0 0 IHOP CORP COM 449623107 926 27480 SH DEFINED 03 27480 0 0 II VI INC COM 902104108 245 16093 SH DEFINED 03 16093 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 3859 329244 SH DEFINED 03 329244 0 0 ILEX ONCOLOGY INC COM 451923106 1043 60446 SH DEFINED 03 60446 0 0 ILLINOIS TOOL WKS INC COM 452308109 14057 194298 SH DEFINED 03 194298 0 0 ILLUMINA INC COM 452327109 261 27972 SH DEFINED 03 27972 0 0 IMATION CORP COM 45245A107 2066 77889 SH DEFINED 03 77889 0 0 IMC GLOBAL INC COM 449669100 3796 257385 SH DEFINED 03 257385 0 0 IMCLONE SYS INC COM 45245W109 1519 61779 SH DEFINED 03 61779 0 0 IMMUNE RESPONSE CORP DEL COM 45252T106 38 46455 SH DEFINED 03 46455 0 0 IMMUNEX CORP NEW COM 452528102 88535 2928718 SH DEFINED 03 2928718 0 0 IMMUNOGEN INC COM 45253H101 1059 95744 SH DEFINED 03 95744 0 0 IMMUNOMEDICS INC COM 452907108 1071 56534 SH DEFINED 03 56534 0 0 IMPAC MTG HLDGS INC COM 45254P102 1183 125600 SH DEFINED 03 125600 0 0 IMPATH INC COM 45255G101 986 24008 SH DEFINED 03 24008 0 0 IMPAX LABORATORIES INC COM 45256B101 181 26395 SH DEFINED 03 26395 0 0 IMPCO TECHNOLOGIES INC COM 45255W106 437 33746 SH DEFINED 03 33746 0 0 IMPERIAL CHEM INDS PLC ADR NEW 452704505 373 19600 SH DEFINED 03 19600 0 0 IMPERIAL OIL LTD COM NEW 453038408 337 11300 SH DEFINED 03 11300 0 0 IMPSAT FIBER NETWORKS INC COM 45321T103 1 21138 SH DEFINED 03 21138 0 0 IMS HEALTH INC COM 449934108 3301 147050 SH DEFINED 03 147050 0 0 INAMED CORP COM 453235103 773 23612 SH DEFINED 03 23612 0 0 INCO LTD COM 453258402 3085 157632 SH DEFINED 03 157632 0 0 INCYTE GENOMICS INC COM 45337C102 2074 174295 SH DEFINED 03 174295 0 0 INDEPENDENCE CMNTY BK CORP COM 453414104 3720 132244 SH DEFINED 03 132244 0 0 INDEPENDENT BANK CORP MASS COM 453836108 474 18531 SH DEFINED 03 18531 0 0 INDEPENDENT BANK CORP MICH COM 453838104 515 17902 SH DEFINED 03 17902 0 0 INDUS INTL INC COM 45578L100 238 45776 SH DEFINED 03 45776 0 0 INDYMAC BANCORP INC COM 456607100 3765 152425 SH DEFINED 03 152425 0 0 INET TECHNOLOGIES INC COM 45662V105 176 18677 SH DEFINED 03 18677 0 0 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 1069 47300 SH DEFINED 03 47300 0 0 INFOCUS CORP COM 45665B106 1763 96816 SH DEFINED 03 96816 0 0 INFOGRAMES INC COM 45665T107 135 21873 SH DEFINED 03 21873 0 0 INFORMATICA CORP COM 45666Q102 1295 181050 SH DEFINED 03 181050 0 0 INFORMATION HLDGS INC COM 456727106 1009 35038 SH DEFINED 03 35038 0 0 INFORMATION RES INC COM 456905108 407 44435 SH DEFINED 03 44435 0 0 INFOSPACE INC COM 45678T102 556 368278 SH DEFINED 03 368278 0 0 INFOUSA INC NEW COM 456818301 311 40856 SH DEFINED 03 40856 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 5689 113744 SH DEFINED 03 113744 0 0 INGLES MKTS INC CL A 457030104 171 14597 SH DEFINED 03 14597 0 0 INHALE THERAPEUTIC SYS INC COM 457191104 979 92871 SH DEFINED 03 92871 0 0 INKINE PHARMACEUTICALS INC COM 457214104 95 51361 SH DEFINED 03 51361 0 0 INKTOMI CORP COM 457277101 865 250679 SH DEFINED 03 250679 0 0 INNKEEPERS USA TR COM 4576J0104 513 45168 SH DEFINED 03 45168 0 0 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 121 12276 SH DEFINED 03 12276 0 0 INPUT/OUTPUT INC COM 457652105 954 104803 SH DEFINED 03 104803 0 0 INRANGE TECHNOLOGIES CORP CL B 45769V206 861 106665 SH DEFINED 03 106665 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1638 72322 SH DEFINED 03 72322 0 0 INSIGNIA FINL GROUP INC NEW COM 45767A105 333 29082 SH DEFINED 03 29082 0 0 INSITUFORM TECHNOLOGIES INC CL A 457667103 941 37259 SH DEFINED 03 37259 0 0 INSMED INC COM NEW 457669208 139 49717 SH DEFINED 03 49717 0 0 INSPIRE PHARMACEUTICALS INC COM 457733103 48 24084 SH DEFINED 03 24084 0 0 INSURANCE AUTO AUCTIONS INC COM 457875102 307 18334 SH DEFINED 03 18334 0 0 INT MEDIA GROUP INC COM 44979N104 2966 915454 SH DEFINED 03 915454 0 0 INTEGRA BK CORP COM 45814P105 501 25669 SH DEFINED 03 25669 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 591 21018 SH DEFINED 03 21018 0 0 INTEGRAL SYS INC MD COM 45810H107 255 13078 SH DEFINED 03 13078 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 862 42248 SH DEFINED 03 42248 0 0 INTEGRATED DEFENSE TECHNOLOG COM 45819B101 1132 40778 SH DEFINED 03 0 0 40778 INTEGRATED DEVICE TECHNOLOGY COM 458118106 4562 137417 SH DEFINED 03 137417 0 0 INTEGRATED ELECTRICAL SVC COM 45811E103 293 58675 SH DEFINED 03 58675 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 514 40162 SH DEFINED 03 40162 0 0 INTEL CORP COM 458140100 113409 3729325 SH DEFINED 03 3729325 0 0 INTELIDATA TECHNOLOGIES CORP COM 45814T107 108 72083 SH DEFINED 03 72083 0 0 INTER TEL INC COM 458372109 550 30312 SH DEFINED 03 30312 0 0 INTERACTIVE DATA CORP COM 45840J107 951 54174 SH DEFINED 03 54174 0 0 INTERCEPT INC COM 45845L107 1772 49084 SH DEFINED 03 49084 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 957 102417 SH DEFINED 03 102417 0 0 INTERFACE INC CL A 458665106 424 66796 SH DEFINED 03 66796 0 0 INTERGRAPH CORP COM 458683109 1404 79784 SH DEFINED 03 79784 0 0 INTERLAND INC COM 458727104 206 80625 SH DEFINED 03 80625 0 0 INTERMAGNETICS GEN CORP COM 458771102 704 25830 SH DEFINED 03 25830 0 0 INTERMUNE INC COM 45884X103 3743 124482 SH DEFINED 03 124482 0 0 INTERNAP NETWORK SVCS CORP COM 45885A102 174 229435 SH DEFINED 03 229435 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 1081 24507 SH DEFINED 03 24507 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 101427 975257 SH DEFINED 03 975257 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1875 53624 SH DEFINED 03 53624 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 3591 57616 SH DEFINED 03 57616 0 0 INTERNATIONAL MULTIFOODS COR COM 460043102 548 23060 SH DEFINED 03 23060 0 0 INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE5 10241 11000000 SH DEFINED 03 0 0 11000000 INTERNATIONAL RECTIFIER CORP COM 460254105 2366 52110 SH DEFINED 03 52110 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 2039 44625 SH DEFINED 03 44625 0 0 INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 4034 120000 SH DEFINED 03 120000 0 0 INTERNET CAP GROUP INC COM 46059C106 185 289296 SH DEFINED 03 289296 0 0 INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 15211 504000 SH DEFINED 03 504000 0 0 INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V104 207 42000 SH DEFINED 03 42000 0 0 INTERNET SEC SYS INC COM 46060X107 2547 110966 SH DEFINED 03 110966 0 0 INTERNEURON PHARMACEUTICALS COM 460573108 668 76342 SH DEFINED 03 76342 0 0 INTERPOOL INC COM 46062R108 366 19574 SH DEFINED 03 19574 0 0 INTERPUBLIC GROUP COS INC NOTE 1.800% 9/1 460690AF7 2613 2620000 SH DEFINED 03 0 0 2620000 INTERPUBLIC GROUP COS INC COM 460690100 6862 200171 SH DEFINED 03 200171 0 0 INTERSIL CORP CL A 46069S109 740 26156 SH DEFINED 03 26156 0 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 2118 87489 SH DEFINED 03 87489 0 0 INTERTAN INC COM 461120107 671 59147 SH DEFINED 03 59147 0 0 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 145 114366 SH DEFINED 03 114366 0 0 INTERVOICE-BRITE INC COM 461142101 515 80400 SH DEFINED 03 80400 0 0 INTERWOVEN INC COM 46114T102 659 131723 SH DEFINED 03 131723 0 0 INTL PAPER CO COM 460146103 13641 317167 SH DEFINED 03 317167 0 0 INTL PAPER CO COM 460146103 430 10000 SH DEFINED 03 0 0 10000 INTL SPECIALTY PRODS INC NEW COM 460337108 179 18736 SH DEFINED 03 18736 0 0 INTRABIOTICS PHARMACEUTICALS COM 46116T100 7 1951 SH DEFINED 03 1951 0 0 INTRADO INC COM 46117A100 387 17934 SH DEFINED 03 17934 0 0 INTUIT COM 461202103 6634 172977 SH DEFINED 03 172977 0 0 INTUITIVE SURGICAL INC COM 46120E107 436 46431 SH DEFINED 03 46431 0 0 INVACARE CORP COM 461203101 1177 31291 SH DEFINED 03 31291 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2474 46918 SH DEFINED 03 46918 0 0 INVESTORS FINL SERVICES CORP COM 461915100 1970 25938 SH DEFINED 03 25938 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 325 32485 SH DEFINED 03 32485 0 0 INVISION TECHNOLOGIES INC COM 461851107 241 6000 SH DEFINED 03 6000 0 0 INVITROGEN CORP COM 46185R100 6492 189162 SH DEFINED 03 189162 0 0 IOMEGA CORP COM NEW 462030305 701 79145 SH DEFINED 03 79145 0 0 IONICS INC COM 462218108 979 30525 SH DEFINED 03 30525 0 0 IRT PPTY CO COM 450058102 625 54088 SH DEFINED 03 54088 0 0 IRWIN FINL CORP COM 464119106 324 17316 SH DEFINED 03 17316 0 0 ISHARES INC MSCI FRANCE 464286707 229 12200 SH DEFINED 03 12200 0 0 ISHARES INC MSCI GERMAN 464286806 215 14000 SH DEFINED 03 14000 0 0 ISHARES INC MSCI JAPAN 464286848 81 10000 SH DEFINED 03 10000 0 0 ISHARES TR S&P 500 INDEX 464287200 354903 3099859 SH DEFINED 03 3099859 0 0 ISHARES TR S&P500/BAR GRW 464287309 37472 635650 SH DEFINED 03 635650 0 0 ISHARES TR GS NAT RES IDX 464287374 5088 50000 SH DEFINED 03 50000 0 0 ISHARES TR S&P500/BAR VAL 464287408 22964 410587 SH DEFINED 03 410587 0 0 ISHARES TR RUSSELL MCP VL 464287473 32471 389109 SH DEFINED 03 389109 0 0 ISHARES TR S&P MIDCAP 400 464287507 11587 107335 SH DEFINED 03 107335 0 0 ISHARES TR GLDM SCHS SEMI 464287523 5449 76500 SH DEFINED 03 76500 0 0 ISHARES TR GLDM SCHS NETW 464287531 15797 639800 SH DEFINED 03 639800 0 0 ISHARES TR GLDM SACHS TEC 464287549 3273 70000 SH DEFINED 03 70000 0 0 ISHARES TR NASDQ BIO INDX 464287556 9684 125600 SH DEFINED 03 125600 0 0 ISHARES TR DJ US CON CYCL 464287580 2037 35700 SH DEFINED 03 35700 0 0 ISHARES TR RUSSELL1000VAL 464287598 67088 1161301 SH DEFINED 03 1161301 0 0 ISHARES TR S&P MIDCP GROW 464287606 30743 261639 SH DEFINED 03 261639 0 0 ISHARES TR RUSSELL1000GRW 464287614 58536 1178500 SH DEFINED 03 1178500 0 0 ISHARES TR RUSSELL 1000 464287622 6970 115000 SH DEFINED 03 115000 0 0 ISHARES TR RUSL 2000 VALU 464287630 3674 26260 SH DEFINED 03 26260 0 0 ISHARES TR RUSL 2000 GROW 464287648 12337 218310 SH DEFINED 03 218310 0 0 ISHARES TR RUSSELL 2000 464287655 246454 2462078 SH DEFINED 03 2462078 0 0 ISHARES TR RUSSELL 3000 464287689 60706 953000 SH DEFINED 03 953000 0 0 ISHARES TR S&P MIDCP VALU 464287705 9303 94300 SH DEFINED 03 94300 0 0 ISHARES TR DJ US TELECOMM 464287713 7413 282930 SH DEFINED 03 282930 0 0 ISHARES TR DJ US INDUSTRL 464287754 19896 400000 SH DEFINED 03 400000 0 0 ISHARES TR DJ US HEALTHCR 464287762 6176 101500 SH DEFINED 03 101500 0 0 ISHARES TR DJ US FINL SVC 464287770 19046 200000 SH DEFINED 03 200000 0 0 ISHARES TR DJ US FINL SEC 464287788 942 11400 SH DEFINED 03 11400 0 0 ISHARES TR DJ US ENERGY 464287796 1016 20000 SH DEFINED 03 20000 0 0 ISHARES TR S&P SMLCAP 600 464287804 37587 306860 SH DEFINED 03 306860 0 0 ISHARES TR DJ CON NON CYCL 464287812 12298 259450 SH DEFINED 03 259450 0 0 ISHARES TR DJ US BAS MATL 464287838 12517 295000 SH DEFINED 03 295000 0 0 ISHARES TR S&P SMLCP VALU 464287879 23427 248590 SH DEFINED 03 248590 0 0 ISHARES TR S&P SMLCP GROW 464287887 16041 200740 SH DEFINED 03 200740 0 0 ISIS PHARMACEUTICALS INC COM 464330109 998 61461 SH DEFINED 03 61461 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 535 29000 SH DEFINED 03 29000 0 0 ISPAT INTL N V NY REG SH CL A 464899103 410 242400 SH DEFINED 03 242400 0 0 ISTAR FINL INC COM 45031U101 582 20141 SH DEFINED 03 20141 0 0 ITC DELTACOM INC COM 45031T104 17 52814 SH DEFINED 03 52814 0 0 ITRON INC NOTE 6.750% 3/3 465741AC0 3863 3067000 SH DEFINED 03 0 0 3067000 ITRON INC COM 465741106 645 21675 SH DEFINED 03 21675 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 2289 50870 SH DEFINED 03 50870 0 0 ITT INDS INC IND COM 450911102 5130 81375 SH DEFINED 03 81375 0 0 ITXC CORP COM 45069F109 215 35912 SH DEFINED 03 35912 0 0 IVAX CORP COM 465823102 2906 181035 SH DEFINED 03 181035 0 0 IVEX PACKAGING CORP DEL COM 465855104 1114 48619 SH DEFINED 03 48619 0 0 IVEX PACKAGING CORP DEL COM 465855104 816 35614 SH DEFINED 03 0 0 35614 IVILLAGE INC COM 46588H105 0 28 SH DEFINED 03 28 0 0 IXIA COM 45071R109 926 111679 SH DEFINED 03 111679 0 0 IXYS CORP COM 46600W106 175 15011 SH DEFINED 03 15011 0 0 I2 TECHNOLOGIES INC COM 465754109 1496 295701 SH DEFINED 03 295701 0 0 J & J SNACK FOODS CORP COM 466032109 333 8924 SH DEFINED 03 8924 0 0 J D EDWARDS & CO COM 281667105 2851 158392 SH DEFINED 03 158392 0 0 J JILL GROUP INC COM 466189107 1346 47296 SH DEFINED 03 47296 0 0 J P MORGAN CHASE & CO COM 46625H100 39717 1114081 SH DEFINED 03 1114081 0 0 JABIL CIRCUIT INC NOTE 1.750% 5/1 466313AA1 2059 2123000 SH DEFINED 03 0 0 2123000 JABIL CIRCUIT INC COM 466313103 3839 163139 SH DEFINED 03 163139 0 0 JACK IN THE BOX INC COM 466367109 1846 62243 SH DEFINED 03 62243 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 3135 43969 SH DEFINED 03 43969 0 0 JAKKS PAC INC COM 47012E106 655 28782 SH DEFINED 03 28782 0 0 JDA SOFTWARE GROUP INC COM 46612K108 1038 32643 SH DEFINED 03 32643 0 0 JDN RLTY CORP COM 465917102 810 63405 SH DEFINED 03 63405 0 0 JDS UNIPHASE CORP COM 46612J101 6758 1149326 SH DEFINED 03 1149326 0 0 JEFFERIES GROUP INC NEW COM 472319102 1681 34870 SH DEFINED 03 34870 0 0 JEFFERSON PILOT CORP COM 475070108 4689 93637 SH DEFINED 03 93637 0 0 JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W107 17 700 SH DEFINED 03 700 0 0 JLG INDS INC COM 466210101 1223 82607 SH DEFINED 03 82607 0 0 JNI CORP COM 46622G105 312 43847 SH DEFINED 03 43847 0 0 JO-ANN STORES INC CL A 47758P109 173 10700 SH DEFINED 03 10700 0 0 JOHN NUVEEN CO CL A 478035108 462 8372 SH DEFINED 03 8372 0 0 JOHNSON & JOHNSON COM 478160104 105060 1617558 SH DEFINED 03 1617558 0 0 JOHNSON CTLS INC COM 478366107 5453 61749 SH DEFINED 03 61749 0 0 JONES APPAREL GROUP INC COM 480074103 4236 121195 SH DEFINED 03 121195 0 0 JONES LANG LASALLE INC COM 48020Q107 990 44691 SH DEFINED 03 44691 0 0 JOURNAL REGISTER CO COM 481138105 858 40458 SH DEFINED 03 40458 0 0 JOY GLOBAL INC COM 481165108 2166 133800 SH DEFINED 03 133800 0 0 JP REALTY INC COM 46624A106 814 30434 SH DEFINED 03 30434 0 0 JUNIPER NETWORKS INC COM 48203R104 893 70918 SH DEFINED 03 70918 0 0 K MART CORP COM 482584109 60 37222 SH DEFINED 03 37222 0 0 K V PHARMACEUTICAL CO CL B CONV 482740107 1152 35219 SH DEFINED 03 35219 0 0 K-SWISS INC CL A 482686102 414 9873 SH DEFINED 03 9873 0 0 KADANT INC COM 48282T104 259 18120 SH DEFINED 03 18120 0 0 KAISER ALUMINUM CORP COM 483007100 16 44461 SH DEFINED 03 44461 0 0 KAMAN CORP CL A 483548103 564 33284 SH DEFINED 03 33284 0 0 KANA SOFTWARE INC COM NEW 483600300 420 23455 SH DEFINED 03 23455 0 0 KANEB SERVICES LLC COM 484173109 349 15600 SH DEFINED 03 15600 0 0 KANSAS CITY LIFE INS CO COM 484836101 358 9218 SH DEFINED 03 9218 0 0 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 1457 91412 SH DEFINED 03 91412 0 0 KAYDON CORP COM 486587108 1789 66260 SH DEFINED 03 66260 0 0 KB HOME COM 48666K109 6671 153720 SH DEFINED 03 153720 0 0 KCS ENERGY INC COM 482434206 135 43271 SH DEFINED 03 43271 0 0 KEANE INC COM 486665102 2328 136541 SH DEFINED 03 136541 0 0 KEITHLEY INSTRS INC COM 487584104 622 28293 SH DEFINED 03 28293 0 0 KELLOGG CO COM 487836108 8139 242452 SH DEFINED 03 242452 0 0 KELLWOOD CO COM 488044108 837 34448 SH DEFINED 03 34448 0 0 KELLY SVCS INC CL A 488152208 1482 52518 SH DEFINED 03 52518 0 0 KEMET CORP COM 488360108 1346 69499 SH DEFINED 03 69499 0 0 KENDLE INTERNATIONAL INC COM 48880L107 274 14894 SH DEFINED 03 14894 0 0 KENNAMETAL INC COM 489170100 3566 88198 SH DEFINED 03 88198 0 0 KERR MCGEE CORP SDCV 5.250% 2/1 492386AP2 16379 13500000 SH DEFINED 03 0 0 13500000 KERR MCGEE CORP COM 492386107 4870 77487 SH DEFINED 03 77487 0 0 KERYX BIOPHARMACEUTICALS I COM 492515101 105 19231 SH DEFINED 03 19231 0 0 KEY ENERGY SVCS INC COM 492914106 1590 148285 SH DEFINED 03 148285 0 0 KEY PRODTN INC COM 493138101 530 27970 SH DEFINED 03 27970 0 0 KEYCORP NEW COM 493267108 6191 232313 SH DEFINED 03 232313 0 0 KEYNOTE SYS INC COM 493308100 343 35761 SH DEFINED 03 35761 0 0 KEYSPAN CORP COM 49337W100 2807 77147 SH DEFINED 03 77147 0 0 KEYSTONE PPTY TR CORP COM 493596100 171 12121 SH DEFINED 03 12121 0 0 KEY3MEDIA GROUP INC COM 49326R104 210 45739 SH DEFINED 03 45739 0 0 KFORCE INC COM 493732101 183 35535 SH DEFINED 03 35535 0 0 KILROY RLTY CORP COM 49427F108 1049 37203 SH DEFINED 03 37203 0 0 KIMBALL INTL INC CL B 494274103 822 50421 SH DEFINED 03 50421 0 0 KIMBERLY CLARK CORP COM 494368103 18093 279855 SH DEFINED 03 279855 0 0 KIMCO REALTY CORP COM 49446R109 420 12856 SH DEFINED 03 12856 0 0 KINDER MORGAN INC KANS COM 49455P101 2872 59310 SH DEFINED 03 59310 0 0 KINDRED HEALTHCARE INC COM 494580103 2006 49532 SH DEFINED 03 49532 0 0 KING PHARMACEUTICALS INC COM 495582108 5103 145759 SH DEFINED 03 145759 0 0 KIRBY CORP COM 497266106 1467 49052 SH DEFINED 03 49052 0 0 KLA-TENCOR CORP COM 482480100 8364 125870 SH DEFINED 03 125870 0 0 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 646 44600 SH DEFINED 03 44600 0 0 KNIGHT RIDDER INC COM 499040103 3684 53631 SH DEFINED 03 53631 0 0 KNIGHT TRANSN INC COM 499064103 542 25623 SH DEFINED 03 25623 0 0 KOGER EQUITY INC COM 500228101 844 47255 SH DEFINED 03 47255 0 0 KOHLS CORP COM 500255104 11888 167077 SH DEFINED 03 167077 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1584 52408 SH DEFINED 03 52408 0 0 KOPIN CORP COM 500600101 1243 136920 SH DEFINED 03 136920 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 245 23200 SH DEFINED 03 23200 0 0 KOREA TELECOM SPONSORED ADR 50063P103 355 14800 SH DEFINED 03 14800 0 0 KORN FERRY INTL COM NEW 500643200 839 84357 SH DEFINED 03 84357 0 0 KOS PHARMACEUTICALS INC COM 500648100 218 7848 SH DEFINED 03 7848 0 0 KOSAN BIOSCIENCES INC COM 50064W107 156 20329 SH DEFINED 03 20329 0 0 KPNQWEST N V NY REGISTRY SH 500750104 111 33700 SH DEFINED 03 33700 0 0 KRAFT FOODS INC CL A 50075N104 5117 132400 SH DEFINED 03 132400 0 0 KRAMONT RLTY TR COM SH BEN INT 50075Q107 394 29062 SH DEFINED 03 29062 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 580 14204 SH DEFINED 03 14204 0 0 KROGER CO COM 501044101 13478 608196 SH DEFINED 03 608196 0 0 KROLL INC COM 501049100 375 22546 SH DEFINED 03 22546 0 0 KRONOS INC COM 501052104 1387 29657 SH DEFINED 03 29657 0 0 KULICKE & SOFFA INDS INC COM 501242101 2181 104466 SH DEFINED 03 104466 0 0 K2 INC COM 482732104 176 26942 SH DEFINED 03 26942 0 0 L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 6/0 502424AB0 36415 24007000 SH DEFINED 03 0 0 24007000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3485 31112 SH DEFINED 03 31112 0 0 LA JOLLA PHARMACEUTICAL CO COM 503459109 347 47458 SH DEFINED 03 47458 0 0 LA QUINTA CORP PAIRED CTF 50419U202 1398 195508 SH DEFINED 03 195508 0 0 LA Z BOY INC COM 505336107 2280 83074 SH DEFINED 03 83074 0 0 LABOR READY INC COM NEW 505401208 471 60344 SH DEFINED 03 60344 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 321 3352 SH DEFINED 03 3352 0 0 LABRANCHE & CO INC COM 505447102 3298 106212 SH DEFINED 03 106212 0 0 LACLEDE GROUP INC COM 505597104 713 30587 SH DEFINED 03 30587 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 237 401089 SH DEFINED 03 401089 0 0 LADISH INC COM NEW 505754200 149 13721 SH DEFINED 03 13721 0 0 LAFARGE NORTH AMERICA INC COM 505862102 566 13079 SH DEFINED 03 13079 0 0 LAKELAND BANCORP INC COM 511637100 299 16966 SH DEFINED 03 16966 0 0 LAM RESEARCH CORP NOTE 4.000% 6/0 512807AE8 505 515000 SH DEFINED 03 0 0 515000 LAM RESEARCH CORP COM 512807108 3343 114022 SH DEFINED 03 114022 0 0 LAMAR ADVERTISING CO CL A 512815101 2514 62009 SH DEFINED 03 62009 0 0 LANCASTER COLONY CORP COM 513847103 2982 80505 SH DEFINED 03 80505 0 0 LANCE INC COM 514606102 699 48833 SH DEFINED 03 48833 0 0 LANDAMERICA FINL GROUP INC COM 514936103 964 27848 SH DEFINED 03 27848 0 0 LANDAUER INC COM 51476K103 453 11943 SH DEFINED 03 11943 0 0 LANDRYS RESTAURANTS INC COM 51508L103 723 31474 SH DEFINED 03 31474 0 0 LANDS END INC COM 515086106 2326 51833 SH DEFINED 03 51833 0 0 LANDSTAR SYS INC COM 515098101 1139 12300 SH DEFINED 03 12300 0 0 LANTRONIX INC COM 516548104 80 31036 SH DEFINED 03 31036 0 0 LARGE SCALE BIOLOGY CORP COM 517053104 62 18880 SH DEFINED 03 18880 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 410 25337 SH DEFINED 03 25337 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 4492 255800 SH DEFINED 03 255800 0 0 LAUDER ESTEE COS INC CL A 518439104 482 14099 SH DEFINED 03 14099 0 0 LAWSON PRODS INC COM 520776105 219 7612 SH DEFINED 03 7612 0 0 LAWSON SOFTWARE INC COM 520780107 1439 120000 SH DEFINED 03 120000 0 0 LEAP WIRELESS INTL INC COM 521863100 500 59633 SH DEFINED 03 59633 0 0 LEAR CORP COM 521865105 5987 125784 SH DEFINED 03 125784 0 0 LEARNING TREE INTL INC COM 522015106 423 17492 SH DEFINED 03 17492 0 0 LECROY CORP COM 52324W109 214 12160 SH DEFINED 03 12160 0 0 LEE ENTERPRISES INC COM 523768109 4287 116174 SH DEFINED 03 116174 0 0 LEGATO SYS INC COM 524651106 4082 453080 SH DEFINED 03 453080 0 0 LEGG MASON INC COM 524901105 5654 106521 SH DEFINED 03 106521 0 0 LEGGETT & PLATT INC COM 524660107 2719 109627 SH DEFINED 03 109627 0 0 LEHMAN BROS HLDGS INC COM 524908100 10714 165752 SH DEFINED 03 165752 0 0 LENNAR CORP COM 526057104 2885 54675 SH DEFINED 03 54675 0 0 LENNOX INTL INC COM 526107107 863 65276 SH DEFINED 03 65276 0 0 LEUCADIA NATL CORP COM 527288104 1556 43531 SH DEFINED 03 43531 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 85 24060 SH DEFINED 03 24060 0 0 LEXAR MEDIA INC COM 52886P104 133 49363 SH DEFINED 03 49363 0 0 LEXENT INC COM 52886Q102 91 28348 SH DEFINED 03 28348 0 0 LEXICON GENETICS INC COM 528872104 733 77616 SH DEFINED 03 77616 0 0 LEXINGTON CORP PPTYS TR COM 529043101 525 32828 SH DEFINED 03 32828 0 0 LEXMARK INTL NEW CL A 529771107 4045 70743 SH DEFINED 03 70743 0 0 LIBBEY INC COM 529898108 890 23105 SH DEFINED 03 23105 0 0 LIBERATE TECHNOLOGIES COM 530129105 1351 227067 SH DEFINED 03 227067 0 0 LIBERTY CORP S C COM 530370105 1541 38689 SH DEFINED 03 38689 0 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 6714 531172 SH DEFINED 03 531172 0 0 LIBERTY PPTY TR SH BEN INT 531172104 188 5832 SH DEFINED 03 5832 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 3426 92686 SH DEFINED 03 92686 0 0 LIGAND PHARMACEUTICALS INC CL B 53220K207 1191 60603 SH DEFINED 03 60603 0 0 LIGHTBRIDGE INC COM 532226107 543 46491 SH DEFINED 03 46491 0 0 LIGHTPATH TECHNOLOGIES INC CL A 532257102 45 29120 SH DEFINED 03 29120 0 0 LILLY ELI & CO COM 532457108 50515 662921 SH DEFINED 03 662921 0 0 LIMITED INC COM 532716107 6250 349151 SH DEFINED 03 349151 0 0 LINCARE HLDGS INC COM 532791100 2369 87505 SH DEFINED 03 87505 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1778 62519 SH DEFINED 03 62519 0 0 LINCOLN NATL CORP IND COM 534187109 8433 166241 SH DEFINED 03 166241 0 0 LINDSAY MFG CO COM 535555106 365 15006 SH DEFINED 03 15006 0 0 LINEAR TECHNOLOGY CORP COM 535678106 7995 180717 SH DEFINED 03 180717 0 0 LINENS N THINGS INC COM 535679104 2248 73619 SH DEFINED 03 73619 0 0 LIQUI BOX CORP COM 536314107 242 3639 SH DEFINED 03 3639 0 0 LITHIA MTRS INC CL A 536797103 244 9865 SH DEFINED 03 9865 0 0 LITTELFUSE INC COM 537008104 735 30597 SH DEFINED 03 30597 0 0 LIZ CLAIBORNE INC COM 539320101 2428 85614 SH DEFINED 03 85614 0 0 LNR PPTY CORP COM 501940100 1279 36474 SH DEFINED 03 36474 0 0 LOCAL FINL CORP COM 539553107 451 28657 SH DEFINED 03 28657 0 0 LOCKHEED MARTIN CORP COM 539830109 15845 275185 SH DEFINED 03 275185 0 0 LODGENET ENTMT CORP COM 540211109 232 13583 SH DEFINED 03 13583 0 0 LOEWS CORP COM 540424108 6529 111449 SH DEFINED 03 111449 0 0 LOEWS CORP CAROLNA GP STK 540424207 150 5000 SH DEFINED 03 5000 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 560 26761 SH DEFINED 03 26761 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 867 38025 SH DEFINED 03 38025 0 0 LONGS DRUG STORES CORP COM 543162101 2923 104878 SH DEFINED 03 104878 0 0 LONGVIEW FIBRE CO COM 543213102 1235 119928 SH DEFINED 03 119928 0 0 LOUDCLOUD INC COM 545735102 81 36860 SH DEFINED 03 36860 0 0 LOUISIANA PAC CORP COM 546347105 3156 293850 SH DEFINED 03 293850 0 0 LOWES COS INC NOTE 0.861%10/1 548661CG0 25345 26431000 SH DEFINED 03 0 0 26431000 LOWES COS INC COM 548661107 18114 416505 SH DEFINED 03 416505 0 0 LSI INDS INC COM 50216C108 420 21243 SH DEFINED 03 21243 0 0 LSI LOGIC CORP NOTE 4.250% 3/1 502161AD4 2898 3000000 SH DEFINED 03 0 0 3000000 LSI LOGIC CORP COM 502161102 3187 187466 SH DEFINED 03 187466 0 0 LTX CORP COM 502392103 4165 153197 SH DEFINED 03 153197 0 0 LUBRIZOL CORP COM 549271104 1722 49509 SH DEFINED 03 49509 0 0 LUBYS INC COM 549282101 226 33247 SH DEFINED 03 33247 0 0 LUCENT TECHNOLOGIES INC COM 549463107 11048 2335730 SH DEFINED 03 2335730 0 0 LUFKIN INDS INC COM 549764108 226 8433 SH DEFINED 03 8433 0 0 LUMENIS LTD SHS M6778Q105 450 40564 SH DEFINED 03 40564 0 0 LUMINEX CORP DEL COM 55027E102 1326 106093 SH DEFINED 03 106093 0 0 LVMH MOET HENNESSY LOU VUITT SPONSORED ADR 502441207 404 40075 SH DEFINED 03 40075 0 0 LYDALL INC DEL COM 550819106 314 22138 SH DEFINED 03 22138 0 0 LYON WILLIAM HOMES COM 552074106 352 18700 SH DEFINED 03 18700 0 0 LYONDELL CHEMICAL CO COM 552078107 2293 138035 SH DEFINED 03 138035 0 0 M & T BK CORP COM 55261F104 6385 79445 SH DEFINED 03 79445 0 0 M D C HLDGS INC COM 552676108 1464 33896 SH DEFINED 03 33896 0 0 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 641 11323 SH DEFINED 03 11323 0 0 MACDERMID INC COM 554273102 902 41622 SH DEFINED 03 41622 0 0 MACERICH CO COM 554382101 1778 58981 SH DEFINED 03 58981 0 0 MACK CALI RLTY CORP COM 554489104 108 3117 SH DEFINED 03 3117 0 0 MACROCHEM CORP DEL COM 555903103 108 34304 SH DEFINED 03 34304 0 0 MACROMEDIA INC COM 556100105 2687 131583 SH DEFINED 03 131583 0 0 MACROVISION CORP COM 555904101 1079 40504 SH DEFINED 03 40504 0 0 MADDEN STEVEN LTD COM 556269108 303 17450 SH DEFINED 03 17450 0 0 MADISON GAS & ELEC CO COM 557497104 689 24206 SH DEFINED 03 24206 0 0 MAF BANCORP INC COM 55261R108 1335 37919 SH DEFINED 03 37919 0 0 MAGELLAN HEALTH SVCS INC COM 559079108 208 36533 SH DEFINED 03 36533 0 0 MAGMA DESIGN AUTOMATION COM 559181102 620 31900 SH DEFINED 03 31900 0 0 MAGNA ENTMT CORP CL A 559211107 278 34361 SH DEFINED 03 34361 0 0 MAGNA INTL INC SDCV 4.875% 2/1 559222AG9 6249 5904000 SH DEFINED 03 0 0 5904000 MAGNA INTL INC CL A 559222401 507 6900 SH DEFINED 03 6900 0 0 MAGNETEK INC COM 559424106 353 30210 SH DEFINED 03 30210 0 0 MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 892 114265 SH DEFINED 03 114265 0 0 MAIL-WELL INC NOTE 5.000%11/0 560321AD3 12250 12500000 SH DEFINED 03 0 0 12500000 MAIL-WELL INC COM 560321200 281 44681 SH DEFINED 03 44681 0 0 MAIN STR BKS INC NEW COM 56034R102 274 14614 SH DEFINED 03 14614 0 0 MANAGEMENT NETWORK GROUP INC COM 561693102 75 13730 SH DEFINED 03 13730 0 0 MANDALAY RESORT GROUP COM 562567107 1935 63044 SH DEFINED 03 63044 0 0 MANHATTAN ASSOCS INC COM 562750109 883 23130 SH DEFINED 03 23130 0 0 MANITOWOC INC COM 563571108 2138 54132 SH DEFINED 03 54132 0 0 MANOR CARE INC NEW COM 564055101 1266 54318 SH DEFINED 03 54318 0 0 MANPOWER INC COM 56418H100 3470 89248 SH DEFINED 03 89248 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 1371 41538 SH DEFINED 03 41538 0 0 MANUFACTURERS SVCS LTD COM 565005105 32 6100 SH DEFINED 03 6100 0 0 MANUGISTICS GROUP INC COM 565011103 1986 92481 SH DEFINED 03 92481 0 0 MAPINFO CORP COM 565105103 204 20495 SH DEFINED 03 20495 0 0 MARATHON OIL CORP COM 565849106 6434 223391 SH DEFINED 03 223391 0 0 MARCUS CORP COM 566330106 425 26379 SH DEFINED 03 26379 0 0 MARRIOTT INTL INC NEW CL A 571903202 5344 118896 SH DEFINED 03 118896 0 0 MARSH & MCLENNAN COS INC COM 571748102 16007 141978 SH DEFINED 03 141978 0 0 MARSHALL & ILSLEY CORP COM 571834100 3861 62033 SH DEFINED 03 62033 0 0 MARTEK BIOSCIENCES CORP COM 572901106 775 24638 SH DEFINED 03 24638 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 608 33965 SH DEFINED 03 33965 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2425 57444 SH DEFINED 03 57444 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 119 2709 SH DEFINED 03 2709 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 219 5000 SH DEFINED 03 0 0 5000 MASCO CORP COM 574599106 6792 247421 SH DEFINED 03 247421 0 0 MASTEC INC COM 576323109 278 34516 SH DEFINED 03 34516 0 0 MATRIX PHARMACEUTICAL INC COM 576844104 88 39964 SH DEFINED 03 39964 0 0 MATRIXONE INC COM 57685P304 436 48934 SH DEFINED 03 48934 0 0 MATSUSHITA ELEC INDL ADR 576879209 164 13300 SH DEFINED 03 13300 0 0 MATTEL INC COM 577081102 5618 269576 SH DEFINED 03 269576 0 0 MATTHEWS INTL CORP CL A 577128101 1257 50426 SH DEFINED 03 50426 0 0 MATTSON TECHNOLOGY INC COM 577223100 408 58689 SH DEFINED 03 58689 0 0 MAVERICK TUBE CORP COM 577914104 865 52979 SH DEFINED 03 52979 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 10164 182321 SH DEFINED 03 182321 0 0 MAXIM PHARMACEUTICALS INC COM 57772M107 183 34528 SH DEFINED 03 34528 0 0 MAXIMUS INC COM 577933104 1877 61095 SH DEFINED 03 61095 0 0 MAXTOR CORP COM NEW 577729205 254 36580 SH DEFINED 03 36580 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 186 20040 SH DEFINED 03 20040 0 0 MAXYGEN INC COM 577776107 705 56322 SH DEFINED 03 56322 0 0 MAY DEPT STORES CO COM 577778103 7317 209957 SH DEFINED 03 209957 0 0 MAYTAG CORP COM 578592107 6745 152429 SH DEFINED 03 152429 0 0 MB FINANCIAL INC NEW COM 55264U108 627 20960 SH DEFINED 03 20960 0 0 MBIA INC COM 55262C100 9075 165941 SH DEFINED 03 165941 0 0 MBNA CORP COM 55262L100 16816 435977 SH DEFINED 03 435977 0 0 MCAFEE COM CORP CL A 579062100 8802 534743 SH DEFINED 03 534743 0 0 MCCLATCHY CO CL A 579489105 381 6416 SH DEFINED 03 6416 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2869 56103 SH DEFINED 03 56103 0 0 MCDATA CORP CL A 580031201 1045 88414 SH DEFINED 03 88414 0 0 MCDERMOTT INTL INC COM 580037109 2149 138189 SH DEFINED 03 138189 0 0 MCDONALDS CORP COM 580135101 21249 765746 SH DEFINED 03 765746 0 0 MCG CAPITAL CORP COM 58047P107 743 38200 SH DEFINED 03 38200 0 0 MCGRATH RENTCORP COM 580589109 310 10148 SH DEFINED 03 10148 0 0 MCGRAW HILL COS INC COM 580645109 6943 101722 SH DEFINED 03 101722 0 0 MCKESSON CORP COM 58155Q103 5408 144485 SH DEFINED 03 144485 0 0 MCMORAN EXPLORATION CO COM 582411104 64 19372 SH DEFINED 03 19372 0 0 MCSI INC COM 55270M108 470 39500 SH DEFINED 03 39500 0 0 MDU RES GROUP INC COM 552690109 1762 56829 SH DEFINED 03 56829 0 0 MEADWESTVACO CORP COM 583334107 6215 187481 SH DEFINED 03 187481 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 116 14422 SH DEFINED 03 14422 0 0 MECHANICAL TECHNOLOGY INC COM 583538103 98 28378 SH DEFINED 03 28378 0 0 MED-DESIGN CORP COM 583926100 168 11970 SH DEFINED 03 11970 0 0 MEDALLION FINL CORP COM 583928106 156 20140 SH DEFINED 03 20140 0 0 MEDCATH CORP COM 58404W109 487 27900 SH DEFINED 03 27900 0 0 MEDFORD BANCORP INC COM 584131106 234 9283 SH DEFINED 03 9283 0 0 MEDIA GEN INC CL A 584404107 2643 41624 SH DEFINED 03 41624 0 0 MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA3 24873 25000000 SH DEFINED 03 0 0 25000000 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 960 69074 SH DEFINED 03 69074 0 0 MEDICINES CO COM 584688105 480 33681 SH DEFINED 03 33681 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 240 4317 SH DEFINED 03 4317 0 0 MEDIMMUNE INC COM 584699102 11386 289563 SH DEFINED 03 289563 0 0 MEDIS TECHNOLOGIES LTD COM 58500P107 158 12991 SH DEFINED 03 12991 0 0 MEDQUIST INC COM 584949101 509 17022 SH DEFINED 03 17022 0 0 MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 6819 6704000 SH DEFINED 03 0 0 6704000 MEDTRONIC INC COM 585055106 34744 768495 SH DEFINED 03 768495 0 0 MELLON FINL CORP COM 58551A108 11653 301966 SH DEFINED 03 301966 0 0 MEMBERWORKS INC COM 586002107 252 13306 SH DEFINED 03 13306 0 0 MEMC ELECTR MATLS INC COM 552715104 364 61683 SH DEFINED 03 61683 0 0 MENS WEARHOUSE INC COM 587118100 2939 125886 SH DEFINED 03 125886 0 0 MENTOR CORP MINN COM 587188103 1198 32959 SH DEFINED 03 32959 0 0 MENTOR GRAPHICS CORP COM 587200106 3198 151546 SH DEFINED 03 151546 0 0 MERCANTILE BANKSHARES CORP COM 587405101 2504 57881 SH DEFINED 03 57881 0 0 MERCATOR SOFTWARE INC COM 587587106 0 19 SH DEFINED 03 19 0 0 MERCK & CO INC COM 589331107 101067 1755248 SH DEFINED 03 1755248 0 0 MERCURY COMPUTER SYS COM 589378108 1211 37895 SH DEFINED 03 37895 0 0 MERCURY GENL CORP NEW COM 589400100 316 6793 SH DEFINED 03 6793 0 0 MERCURY INTERACTIVE CORP COM 589405109 2897 76953 SH DEFINED 03 76953 0 0 MEREDITH CORP COM 589433101 1159 27272 SH DEFINED 03 27272 0 0 MERIDIAN RESOURCE CORP COM 58977Q109 304 62023 SH DEFINED 03 62023 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 1257 68873 SH DEFINED 03 68873 0 0 MERITAGE CORP COM 59001A102 340 5326 SH DEFINED 03 5326 0 0 MERIX CORP COM 590049102 381 20387 SH DEFINED 03 20387 0 0 MERRILL LYNCH & CO INC FRNT 3/1 590188A73 15455 14850000 SH DEFINED 03 0 0 14850000 MERRILL LYNCH & CO INC COM 590188108 23328 421236 SH DEFINED 03 421236 0 0 MESA AIR GROUP INC COM 590479101 494 43379 SH DEFINED 03 43379 0 0 MESABA HLDGS INC COM 59066B102 138 15508 SH DEFINED 03 15508 0 0 METASOLV INC COM 59139P104 308 40968 SH DEFINED 03 40968 0 0 METAWAVE COMMUNICATIONS CP COM 591409107 30 61194 SH DEFINED 03 61194 0 0 METHODE ELECTRS INC CL A 591520200 704 56831 SH DEFINED 03 56831 0 0 METLIFE INC COM 59156R108 10142 321968 SH DEFINED 03 321968 0 0 METRIS COS INC COM 591598107 1347 67349 SH DEFINED 03 67349 0 0 METRO GOLDWYN MAYER INC COM 591610100 1239 74531 SH DEFINED 03 74531 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 708 28221 SH DEFINED 03 28221 0 0 METROMEDIA FIBER NETWORK INC CL A 591689104 4 40835 SH DEFINED 03 40835 0 0 METROMEDIA INTL GROUP INC COM 591695101 34 108609 SH DEFINED 03 108609 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 480 10600 SH DEFINED 03 10600 0 0 MGI PHARMA INC COM 552880106 575 41827 SH DEFINED 03 41827 0 0 MGIC INVT CORP WIS COM 552848103 3966 57955 SH DEFINED 03 57955 0 0 MGM MIRAGE COM 552953101 430 11880 SH DEFINED 03 11880 0 0 MICHAELS STORES INC COM 594087108 3708 98085 SH DEFINED 03 98085 0 0 MICREL INC COM 594793101 1876 74374 SH DEFINED 03 74374 0 0 MICRO GENERAL CORP COM NEW 594838302 220 15957 SH DEFINED 03 15957 0 0 MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 1 407 SH DEFINED 03 407 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 7254 173506 SH DEFINED 03 173506 0 0 MICROFINANCIAL INC COM 595072109 90 10499 SH DEFINED 03 10499 0 0 MICROMUSE INC COM 595094103 2437 278240 SH DEFINED 03 278240 0 0 MICRON TECHNOLOGY INC COM 595112103 11304 343580 SH DEFINED 03 343580 0 0 MICROS SYS INC COM 594901100 691 27089 SH DEFINED 03 27089 0 0 MICROSEMI CORP COM 595137100 702 43007 SH DEFINED 03 43007 0 0 MICROSOFT CORP COM 594918104 295135 4897110 SH DEFINED 03 4897110 0 0 MICROSOFT CORP COM 594918104 2600 43117 SH DEFINED 03 0 0 43117 MICROSTRATEGY INC CL A 594972101 148 49265 SH DEFINED 03 49265 0 0 MICROTUNE INC DEL COM 59514P109 659 45906 SH DEFINED 03 45906 0 0 MICROVISION INC WASH COM 594960106 393 34561 SH DEFINED 03 34561 0 0 MID ATLANTIC MED SVCS INC COM 59523C107 2880 101061 SH DEFINED 03 101061 0 0 MID-AMER APT CMNTYS INC COM 59522J103 815 31177 SH DEFINED 03 31177 0 0 MID-ATLANTIC RLTY TR SH BEN INT 595232109 295 19311 SH DEFINED 03 19311 0 0 MID-STATE BANCSHARES COM 595440108 642 36305 SH DEFINED 03 36305 0 0 MIDAS GROUP INC COM 595626102 320 22471 SH DEFINED 03 22471 0 0 MIDCAP SPDR TR UNIT SER 1 595635103 33349 337543 SH DEFINED 03 0 0 0 MIDDLESEX WATER CO COM 596680108 268 11498 SH DEFINED 03 11498 0 0 MIDLAND CO COM 597486109 277 6503 SH DEFINED 03 6503 0 0 MIDWAY GAMES INC COM 598148104 1328 98693 SH DEFINED 03 98693 0 0 MIDWEST EXPRESS HLDGS INC COM 597911106 350 19130 SH DEFINED 03 19130 0 0 MILACRON INC COM 598709103 348 23827 SH DEFINED 03 23827 0 0 MILLENNIUM CELL INC COM 60038B105 97 24500 SH DEFINED 03 24500 0 0 MILLENNIUM CHEMICALS INC COM 599903101 1656 112420 SH DEFINED 03 112420 0 0 MILLENNIUM PHARMACEUTICALS I COM 599902103 8163 366404 SH DEFINED 03 366404 0 0 MILLER HERMAN INC COM 600544100 2339 98416 SH DEFINED 03 98416 0 0 MILLIPORE CORP COM 601073109 3046 68850 SH DEFINED 03 68850 0 0 MILLS CORP COM 601148109 761 27231 SH DEFINED 03 27231 0 0 MIM CORP COM 553044108 491 29800 SH DEFINED 03 29800 0 0 MINE SAFETY APPLIANCES CO COM 602720104 490 13062 SH DEFINED 03 13062 0 0 MINERALS TECHNOLOGIES INC COM 603158106 3069 58483 SH DEFINED 03 58483 0 0 MINNESOTA MNG & MFG CO COM 604059105 29368 255354 SH DEFINED 03 255354 0 0 MIPS TECHNOLOGIES INC CL A 604567107 989 135099 SH DEFINED 03 135099 0 0 MIPS TECHNOLOGIES INC CL B 604567206 200 30029 SH DEFINED 03 30029 0 0 MIRANT CORP COM 604675108 3125 216232 SH DEFINED 03 216232 0 0 MIRAVANT MED TECHNOLOGIES COM 604690107 23 21379 SH DEFINED 03 21379 0 0 MISSION WEST PPTYS INC COM 605203108 928 70813 SH DEFINED 03 70813 0 0 MISSISSIPPI VY BANCSHARES IN COM 605720101 347 8632 SH DEFINED 03 8632 0 0 MKS INSTRUMENT INC COM 55306N104 1056 30837 SH DEFINED 03 30837 0 0 MOBILE MINI INC COM 60740F105 907 28202 SH DEFINED 03 28202 0 0 MODINE MFG CO COM 607828100 2095 77612 SH DEFINED 03 77612 0 0 MOHAWK INDS INC COM 608190104 88745 1476867 SH DEFINED 03 1476867 0 0 MOLECULAR DEVICES CORP COM 60851C107 395 21760 SH DEFINED 03 21760 0 0 MOLEX INC COM 608554101 4574 131936 SH DEFINED 03 131936 0 0 MONACO COACH CORP COM 60886R103 2300 94667 SH DEFINED 03 94667 0 0 MONDAVI ROBERT CORP CL A 609200100 863 24025 SH DEFINED 03 24025 0 0 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 680 60200 SH DEFINED 03 60200 0 0 MONY GROUP INC COM 615337102 1682 41708 SH DEFINED 03 41708 0 0 MOODYS CORP COM 615369105 3265 79445 SH DEFINED 03 79445 0 0 MOOG INC CL A 615394202 806 25203 SH DEFINED 03 25203 0 0 MOORE LTD COM 615785102 369 28400 SH DEFINED 03 28400 0 0 MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 33042 576553 SH DEFINED 03 576553 0 0 MOTOROLA INC COM 620076109 17631 1241618 SH DEFINED 03 1241618 0 0 MOVADO GROUP INC COM 624580106 315 14362 SH DEFINED 03 14362 0 0 MOVIE GALLERY INC COM 624581104 279 16523 SH DEFINED 03 16523 0 0 MPS GROUP INC COM 553409103 1915 218872 SH DEFINED 03 218872 0 0 MRO SOFTWARE INC COM 55347W105 340 27363 SH DEFINED 03 27363 0 0 MRV COMMUNICATIONS INC COM 553477100 393 139210 SH DEFINED 03 139210 0 0 MSC INDL DIRECT INC CL A 553530106 1476 64466 SH DEFINED 03 64466 0 0 MSC SOFTWARE CORP COM 553531104 970 42194 SH DEFINED 03 42194 0 0 MTR GAMING GROUP INC COM 553769100 451 29296 SH DEFINED 03 29296 0 0 MTS SYS CORP COM 553777103 346 31555 SH DEFINED 03 31555 0 0 MUELLER INDS INC COM 624756102 2453 70115 SH DEFINED 03 70115 0 0 MULTEX COM INC COM 625367107 184 40588 SH DEFINED 03 40588 0 0 MULTEX COM INC COM 625367107 23 5000 SH DEFINED 03 0 0 5000 MULTILINK TECHNOLOGY CORP CL A 62544T109 10 4695 SH DEFINED 03 4695 0 0 MURPHY OIL CORP COM 626717102 3464 36079 SH DEFINED 03 36079 0 0 MYERS INDS INC COM 628464109 358 24707 SH DEFINED 03 24707 0 0 MYKROLIS CORP COM 62852P103 290 18970 SH DEFINED 03 18970 0 0 MYLAN LABS INC COM 628530107 3651 123929 SH DEFINED 03 123929 0 0 MYRIAD GENETICS INC COM 62855J104 763 22757 SH DEFINED 03 22757 0 0 NABI BIOPHARMACEUTICALS COM 629519109 352 56864 SH DEFINED 03 56864 0 0 NABORS INDS INC COM 629568106 3797 89861 SH DEFINED 03 89861 0 0 NACCO INDS INC CL A 629579103 656 9894 SH DEFINED 03 9894 0 0 NANOGEN INC COM 630075109 96 22921 SH DEFINED 03 22921 0 0 NANOMETRICS INC COM 630077105 523 28371 SH DEFINED 03 28371 0 0 NANOPHASE TCHNOLOGIES CORP COM 630079101 145 17432 SH DEFINED 03 17432 0 0 NAPRO BIOTHERAPUTICS INC COM 630795102 375 44090 SH DEFINED 03 44090 0 0 NASDAQ 100 TR (C) COM 631100104 3065 85000 SH CALL DEFINED 03 0 0 0 NASDAQ 100 TR (P) COM 631100104 721 20000 SH PUT DEFINED 03 20000 0 0 NASDAQ 100 TR UNIT SER 1 631100104 333370 9244861 SH DEFINED 03 0 0 0 NASDAQ 100 TR UNIT SER 1 631100104 845 23432 SH DEFINED 03 0 0 0 NASH FINCH CO COM 631158102 544 19985 SH DEFINED 03 19985 0 0 NASSDA CORP COM 63172M101 293 19400 SH DEFINED 03 19400 0 0 NATCO GROUP INC CL A 63227W203 107 13209 SH DEFINED 03 13209 0 0 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 539 5900 SH DEFINED 03 5900 0 0 NATIONAL CITY CORP COM 635405103 10104 328468 SH DEFINED 03 328468 0 0 NATIONAL COMMERCE FINL CORP COM 63545P104 4586 164974 SH DEFINED 03 164974 0 0 NATIONAL DATA CORP NOTE 5.000%11/0 635621AA3 1021 920000 SH DEFINED 03 0 0 920000 NATIONAL FUEL GAS CO N J COM 636180101 3109 127683 SH DEFINED 03 127683 0 0 NATIONAL GOLF PPTYS INC COM 63623G109 112 15083 SH DEFINED 03 15083 0 0 NATIONAL GRID GROUP PLC SPONSORED ADR 636274102 86 2623 SH DEFINED 03 2623 0 0 NATIONAL HEALTH INVS INC COM 63633D104 450 30830 SH DEFINED 03 30830 0 0 NATIONAL HEALTHCARE CORP COM 635906100 196 11885 SH DEFINED 03 11885 0 0 NATIONAL INSTRS CORP COM 636518102 1739 41599 SH DEFINED 03 41599 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 656 26705 SH DEFINED 03 26705 0 0 NATIONAL PROCESSING INC COM 637229105 326 11416 SH DEFINED 03 11416 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 2952 87611 SH DEFINED 03 87611 0 0 NATIONAL SVC INDS INC COM NEW 637657206 160 15334 SH DEFINED 03 15334 0 0 NATIONAL WESTN LIFE INS CO CL A 638522102 327 2865 SH DEFINED 03 2865 0 0 NATIONAL-OILWELL INC COM 637071101 1700 67098 SH DEFINED 03 67098 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 68 1578 SH DEFINED 03 1578 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 2282 113260 SH DEFINED 03 113260 0 0 NATURES SUNSHINE PRODUCTS IN COM 639027101 195 17394 SH DEFINED 03 17394 0 0 NAUTICA ENTERPRISES INC COM 639089101 567 37141 SH DEFINED 03 37141 0 0 NAVIGANT CONSULTING INC COM 63935N107 382 58880 SH DEFINED 03 58880 0 0 NAVIGANT INTL INC COM 63935R108 365 25429 SH DEFINED 03 25429 0 0 NAVISTAR INTL CORP NEW COM 63934E108 1993 44998 SH DEFINED 03 44998 0 0 NBC CAP CORP COM 628729105 237 7912 SH DEFINED 03 7912 0 0 NBT BANCORP INC COM 628778102 534 36172 SH DEFINED 03 36172 0 0 NBTY INC COM 628782104 1095 64317 SH DEFINED 03 64317 0 0 NCI BUILDING SYS INC COM 628852105 893 39672 SH DEFINED 03 39672 0 0 NCO GROUP INC COM 628858102 1645 59267 SH DEFINED 03 59267 0 0 NCR CORP NEW COM 62886E108 2774 61996 SH DEFINED 03 61996 0 0 NDCHEALTH CORP COM 639480102 2035 55914 SH DEFINED 03 55914 0 0 NEIMAN MARCUS GROUP INC CL A 640204202 1686 48928 SH DEFINED 03 48928 0 0 NEON COMMUNICATIONS INC COM 640506101 5 11256 SH DEFINED 03 11256 0 0 NEOPHARM INC COM 640919106 402 18732 SH DEFINED 03 18732 0 0 NEOSE TECHNOLOGIES INC COM 640522108 702 22000 SH DEFINED 03 22000 0 0 NETBANK INC COM 640933107 747 44396 SH DEFINED 03 44396 0 0 NETEGRITY INC COM 64110P107 939 63543 SH DEFINED 03 63543 0 0 NETIQ CORP COM 64115P102 2127 97593 SH DEFINED 03 97593 0 0 NETRATINGS INC COM 64116M108 129 10690 SH DEFINED 03 10690 0 0 NETRO CORP COM 64114R109 159 56829 SH DEFINED 03 56829 0 0 NETSCOUT SYS INC COM 64115T104 205 28670 SH DEFINED 03 28670 0 0 NETSCREEN TECHNOLOGIES INC COM 64117V107 2514 153300 SH DEFINED 03 153300 0 0 NETWORK APPLIANCE INC COM 64120L104 6517 319929 SH DEFINED 03 319929 0 0 NETWORKS ASSOCS INC COM 640938106 4104 169592 SH DEFINED 03 169592 0 0 NET2PHONE COM 64108N106 135 26436 SH DEFINED 03 26436 0 0 NEUBERGER BERMAN INC COM 641234109 2876 61391 SH DEFINED 03 61391 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 1681 41436 SH DEFINED 03 41436 0 0 NEUROGEN CORP COM 64124E106 279 22192 SH DEFINED 03 22192 0 0 NEW CENTURY FINANCIAL CORP COM 64352D101 365 16149 SH DEFINED 03 16149 0 0 NEW ENGLAND BUSINESS SVC INC COM 643872104 511 19892 SH DEFINED 03 19892 0 0 NEW FOCUS INC COM 644383101 234 79052 SH DEFINED 03 79052 0 0 NEW FOCUS INC COM 644383101 30 10000 SH DEFINED 03 0 0 10000 NEW JERSEY RES COM 646025106 2007 66360 SH DEFINED 03 66360 0 0 NEW PLAN EXCEL RLTY TR INC COM 648053106 1534 76508 SH DEFINED 03 76508 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 5450 196814 SH DEFINED 03 196814 0 0 NEW YORK TIMES CO CL A 650111107 3750 78352 SH DEFINED 03 78352 0 0 NEW YORK TIMES CO CL A 650111107 72 1500 SH DEFINED 03 0 0 1500 NEWELL RUBBERMAID INC COM 651229106 9903 309859 SH DEFINED 03 309859 0 0 NEWFIELD EXPL CO COM 651290108 2772 74934 SH DEFINED 03 74934 0 0 NEWMONT MINING CORP COM 651639106 8712 314635 SH DEFINED 03 314635 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 837 108050 SH DEFINED 03 108050 0 0 NEWPORT CORP COM 651824104 2044 85518 SH DEFINED 03 85518 0 0 NEWPOWER HLDGS INC COM 652463100 27 72376 SH DEFINED 03 72376 0 0 NEWS CORP LTD SP ADR PFD 652487802 21841 913844 SH DEFINED 03 913844 0 0 NEXT LEVEL COMM INC COM 65333U104 43 31306 SH DEFINED 03 31306 0 0 NEXTCARD INC COM 65332K107 2 40787 SH DEFINED 03 40787 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 6242 1164474 SH DEFINED 03 1164474 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 54 10000 SH DEFINED 03 0 0 10000 NEXTEL PARTNERS INC CL A 65333F107 4 674 SH DEFINED 03 674 0 0 NICOR INC COM 654086107 1689 37089 SH DEFINED 03 37089 0 0 NIKE INC CL B 654106103 8248 137443 SH DEFINED 03 137443 0 0 NISOURCE INC COM 65473P105 2427 105733 SH DEFINED 03 105733 0 0 NL INDS INC COM NEW 629156407 243 14636 SH DEFINED 03 14636 0 0 NMS COMMUNICATIONS CORP COM 629248105 397 98000 SH DEFINED 03 98000 0 0 NN INC COM 629337106 184 16767 SH DEFINED 03 16767 0 0 NOBLE AFFILIATES INC COM 654894104 1793 45906 SH DEFINED 03 45906 0 0 NOBLE DRILLING CORP COM 655042109 3510 84814 SH DEFINED 03 84814 0 0 NOKIA CORP SPONSORED ADR 654902204 20662 996227 SH DEFINED 03 996227 0 0 NOKIA CORP SPONSORED ADR 654902204 680 32788 SH DEFINED 03 0 0 32788 NORDSON CORP COM 655663102 2214 73656 SH DEFINED 03 73656 0 0 NORDSTROM INC COM 655664100 2736 111654 SH DEFINED 03 111654 0 0 NORFOLK SOUTHERN CORP COM 655844108 4963 207298 SH DEFINED 03 207298 0 0 NORTEK INC COM 656559101 604 16765 SH DEFINED 03 16765 0 0 NORTEL NETWORKS CORP NEW COM 656568102 8113 1806930 SH DEFINED 03 1806930 0 0 NORTH AMERN SCIENTIFIC INC COM 65715D100 152 11811 SH DEFINED 03 11811 0 0 NORTH FORK BANCORPORATION NY COM 659424105 4679 131583 SH DEFINED 03 131583 0 0 NORTH PITTSBURGH SYS INC COM 661562108 332 22496 SH DEFINED 03 22496 0 0 NORTHEAST UTILS COM 664397106 2810 141400 SH DEFINED 03 141400 0 0 NORTHERN TR CORP COM 665859104 7880 131118 SH DEFINED 03 131118 0 0 NORTHFIELD LABS INC COM 666135108 195 27745 SH DEFINED 03 27745 0 0 NORTHROP GRUMMAN CORP COM 666807102 9084 80350 SH DEFINED 03 80350 0 0 NORTHWEST BANCORP INC PA COM 667328108 214 18079 SH DEFINED 03 18079 0 0 NORTHWEST NAT GAS CO COM 667655104 1412 50398 SH DEFINED 03 50398 0 0 NORTHWESTERN CORP COM 668074107 1537 69841 SH DEFINED 03 69841 0 0 NOVADIGM INC COM 669937104 156 20054 SH DEFINED 03 20054 0 0 NOVARTIS A G SPONSORED ADR 66987V109 9 220 SH DEFINED 03 220 0 0 NOVATEL WIRELESS INC COM 66987M109 25 39022 SH DEFINED 03 39022 0 0 NOVAVAX INC COM 670002104 249 22432 SH DEFINED 03 22432 0 0 NOVELL INC COM 670006105 2979 767763 SH DEFINED 03 767763 0 0 NOVELLUS SYS INC NOTE 7/2 670008AB7 5934 5750000 SH DEFINED 03 0 0 5750000 NOVELLUS SYS INC COM 670008101 5820 107548 SH DEFINED 03 107548 0 0 NOVEN PHARMACEUTICALS INC COM 670009109 925 44467 SH DEFINED 03 44467 0 0 NOVOSTE CORP COM 67010C100 712 87320 SH DEFINED 03 87320 0 0 NPS PHARMACEUTICALS INC COM 62936P103 1373 42083 SH DEFINED 03 42083 0 0 NS GROUP INC COM 628916108 235 25823 SH DEFINED 03 25823 0 0 NSTAR COM 67019E107 1999 44085 SH DEFINED 03 44085 0 0 NTELOS INC COM 67019U101 104 25361 SH DEFINED 03 25361 0 0 NTL INC COM 629407107 2 11360 SH DEFINED 03 11360 0 0 NU HORIZONS ELECTRS CORP COM 669908105 213 21973 SH DEFINED 03 21973 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 690 64393 SH DEFINED 03 64393 0 0 NUANCE COMMUNICATIONS INC COM 669967101 339 49647 SH DEFINED 03 49647 0 0 NUCOR CORP COM 670346105 2584 40227 SH DEFINED 03 40227 0 0 NUEVO ENERGY CO COM 670509108 325 21807 SH DEFINED 03 21807 0 0 NUI CORP COM 629431107 761 30590 SH DEFINED 03 30590 0 0 NUMERICAL TECHNOLOGIES INC COM 67053T101 696 51546 SH DEFINED 03 51546 0 0 NVIDIA CORP NOTE 4.750%10/1 67066GAA2 3492 2858000 SH DEFINED 03 0 0 2858000 NVIDIA CORP COM 67066G104 12018 270803 SH DEFINED 03 270803 0 0 NVR INC COM 62944T105 3657 11591 SH DEFINED 03 11591 0 0 NYFIX INC COM 670712108 873 58403 SH DEFINED 03 58403 0 0 O CHARLEYS INC COM 670823103 535 24627 SH DEFINED 03 24627 0 0 O REILLY AUTOMOTIVE INC COM 686091109 4463 142275 SH DEFINED 03 142275 0 0 OAK TECHNOLOGY INC COM 671802106 1135 76264 SH DEFINED 03 76264 0 0 OAKLEY INC COM 673662102 193 10761 SH DEFINED 03 10761 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 6158 211245 SH DEFINED 03 211245 0 0 OCEAN ENERGY INC DEL COM 67481E106 3210 162205 SH DEFINED 03 162205 0 0 OCEANEERING INTL INC COM 675232102 1623 55963 SH DEFINED 03 55963 0 0 OCEANFIRST FINL CORP COM 675234108 341 11363 SH DEFINED 03 11363 0 0 OCTEL CORP COM 675727101 281 14933 SH DEFINED 03 14933 0 0 OCULAR SCIENCES INC COM 675744106 1092 39010 SH DEFINED 03 39010 0 0 OCWEN FINL CORP COM 675746101 360 54639 SH DEFINED 03 54639 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 336 12600 SH DEFINED 03 12600 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 347 21700 SH DEFINED 03 21700 0 0 OFFICE DEPOT INC NOTE 12/1 676220AA4 694 764000 SH DEFINED 03 0 0 764000 OFFICE DEPOT INC COM 676220106 3255 163971 SH DEFINED 03 163971 0 0 OFFICEMAX INC COM 67622M108 1111 199115 SH DEFINED 03 199115 0 0 OFFSHORE LOGISTICS INC COM 676255102 579 26965 SH DEFINED 03 26965 0 0 OGE ENERGY CORP COM 670837103 1533 63949 SH DEFINED 03 63949 0 0 OHIO CAS CORP COM 677240103 2461 130426 SH DEFINED 03 130426 0 0 OIL STS INTL INC COM 678026105 164 15153 SH DEFINED 03 15153 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 69217 1004600 SH DEFINED 03 1004600 0 0 OLD REP INTL CORP COM 680223104 3135 98047 SH DEFINED 03 98047 0 0 OLD SECOND BANCORP INC ILL COM 680277100 343 8541 SH DEFINED 03 8541 0 0 OLIN CORP COM PAR $1 680665205 1925 102415 SH DEFINED 03 102415 0 0 OM GROUP INC COM 670872100 136 1877 SH DEFINED 03 1877 0 0 OMEGA FINL CORP COM 682092101 398 12241 SH DEFINED 03 12241 0 0 OMI CORP NEW COM Y6476W104 279 69700 SH DEFINED 03 69700 0 0 OMNICARE INC COM 681904108 1952 75407 SH DEFINED 03 75407 0 0 OMNICOM GROUP INC NOTE 2/0 681919AK2 45410 43983000 SH DEFINED 03 0 0 43983000 OMNICOM GROUP INC COM 681919106 9115 96561 SH DEFINED 03 96561 0 0 OMNOVA SOLUTIONS INC COM 682129101 627 75510 SH DEFINED 03 75510 0 0 ON ASSIGNMENT INC COM 682159108 1616 90646 SH DEFINED 03 90646 0 0 ON COMMAND CORP COM 682160106 10261 2255035 SH DEFINED 03 2255035 0 0 ON COMMAND CORP *W EXP 10/07/200 682160122 122 642259 SH DEFINED 03 0 0 0 ON SEMICONDUCTOR CORP COM 682189105 207 49526 SH DEFINED 03 49526 0 0 ONEIDA LTD COM 682505102 311 20710 SH DEFINED 03 20710 0 0 ONEOK INC NEW COM 682680103 2602 124818 SH DEFINED 03 124818 0 0 ONI SYSTEMS CORP COM 68273F103 489 79522 SH DEFINED 03 79522 0 0 ONYX PHARMACEUTICALS INC COM 683399109 128 27925 SH DEFINED 03 27925 0 0 ONYX SOFTWARE CORP COM 683402101 293 60034 SH DEFINED 03 60034 0 0 OPENWAVE SYS INC COM 683718100 74 11687 SH DEFINED 03 11687 0 0 OPENWAVE SYS INC COM 683718100 32 5000 SH DEFINED 03 0 0 5000 OPLINK COMMUNICATIONS INC COM 68375Q106 276 177980 SH DEFINED 03 177980 0 0 OPNET TECHNOLOGIES INC COM 683757108 275 28889 SH DEFINED 03 28889 0 0 OPTION CARE INC COM 683948103 187 11447 SH DEFINED 03 11447 0 0 ORACLE CORP COM 68389X105 46184 3610971 SH DEFINED 03 3610971 0 0 ORACLE CORP COM 68389X105 640 50000 SH DEFINED 03 0 0 50000 ORASURE TECHNOLOGIES INC COM 68554V108 302 50013 SH DEFINED 03 50013 0 0 ORATEC INTERVENTIONS INC COM 68554M108 289 22900 SH DEFINED 03 22900 0 0 ORBITAL SCIENCES CORP COM 685564106 678 129443 SH DEFINED 03 129443 0 0 ORCHID BIOSCIENCES INC COM 68571P100 211 81471 SH DEFINED 03 81471 0 0 OREGON STL MLS INC COM 686079104 289 38069 SH DEFINED 03 38069 0 0 ORGANOGENESIS INC COM 685906109 66 47606 SH DEFINED 03 47606 0 0 ORIENTAL FINL GROUP INC COM 68618W100 342 16131 SH DEFINED 03 16131 0 0 ORTHODONTIC CTRS AMER INC COM 68750P103 323 11682 SH DEFINED 03 11682 0 0 OSCA INC CL A 687836106 1094 39294 SH DEFINED 03 39294 0 0 OSHKOSH B GOSH INC CL A 688222207 592 14185 SH DEFINED 03 14185 0 0 OSHKOSH TRUCK CORP COM 688239201 1534 26949 SH DEFINED 03 26949 0 0 OSI PHARMACEUTICALS INC COM 671040103 885 22666 SH DEFINED 03 22666 0 0 OSMONICS INC COM 688350107 228 15523 SH DEFINED 03 15523 0 0 OTG SOFTWARE INC COM 671059103 357 41625 SH DEFINED 03 41625 0 0 OTTER TAIL CORP COM 689648103 1139 36959 SH DEFINED 03 36959 0 0 OUTBACK STEAKHOUSE INC COM 689899102 2205 61651 SH DEFINED 03 61651 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1715 70595 SH DEFINED 03 70595 0 0 OVERTURE SVCS INC COM 69039R100 1459 52265 SH DEFINED 03 52265 0 0 OWENS & MINOR INC NEW COM 690732102 1768 90025 SH DEFINED 03 90025 0 0 OWENS ILL INC COM NEW 690768403 3715 218542 SH DEFINED 03 218542 0 0 OXFORD HEALTH PLANS INC COM 691471106 2977 71241 SH DEFINED 03 71241 0 0 OXFORD INDS INC COM 691497309 240 9082 SH DEFINED 03 9082 0 0 O2MICRO INTERNATIONAL LIMITE ORD G6797E106 198 11322 SH DEFINED 03 11322 0 0 P C CONNECTION COM 69318J100 204 19330 SH DEFINED 03 19330 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 1232 18489 SH DEFINED 03 18489 0 0 PACCAR INC COM 693718108 6235 85165 SH DEFINED 03 85165 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 1324 42923 SH DEFINED 03 42923 0 0 PACIFIC CENTY FINL CORP COM 694058108 2159 82848 SH DEFINED 03 82848 0 0 PACIFIC NORTHWEST BANCORP COM 69466M103 546 20755 SH DEFINED 03 20755 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 1601 65229 SH DEFINED 03 65229 0 0 PACIFICARE HEALTH SYS DEL COM 695112102 1218 69812 SH DEFINED 03 69812 0 0 PACKAGING CORP AMER COM 695156109 3194 162559 SH DEFINED 03 162559 0 0 PACKETEER INC COM 695210104 333 45985 SH DEFINED 03 45985 0 0 PACTIV CORP COM 695257105 3714 185567 SH DEFINED 03 185567 0 0 PAIN THERAPEUTICS INC COM 69562K100 225 23824 SH DEFINED 03 23824 0 0 PALL CORP COM 696429307 1273 62138 SH DEFINED 03 62138 0 0 PALM HARBOR HOMES COM 696639103 506 24337 SH DEFINED 03 24337 0 0 PALM INC COM 696642107 1609 403321 SH DEFINED 03 403321 0 0 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 1651 54014 SH DEFINED 03 54014 0 0 PANAMSAT CORP NEW COM 697933109 1857 81406 SH DEFINED 03 81406 0 0 PANERA BREAD CO CL A 69840W108 912 14388 SH DEFINED 03 14388 0 0 PAPA JOHNS INTL INC COM 698813102 1136 40736 SH DEFINED 03 40736 0 0 PARADIGM GENETICS INC COM 69900R106 50 31155 SH DEFINED 03 31155 0 0 PARADYNE NETWORKS INC COM 69911G107 9 2997 SH DEFINED 03 2997 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 1496 248985 SH DEFINED 03 248985 0 0 PAREXEL INTL CORP COM 699462107 931 58048 SH DEFINED 03 58048 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 771 26599 SH DEFINED 03 26599 0 0 PARK NATL CORP COM 700658107 1731 17534 SH DEFINED 03 17534 0 0 PARK PL ENTMT CORP COM 700690100 2936 278270 SH DEFINED 03 278270 0 0 PARKER DRILLING CO COM 701081101 984 222169 SH DEFINED 03 222169 0 0 PARKER HANNIFIN CORP COM 701094104 4734 94860 SH DEFINED 03 94860 0 0 PARKERVISION INC COM 701354102 267 13025 SH DEFINED 03 13025 0 0 PARKWAY PPTYS INC COM 70159Q104 458 12537 SH DEFINED 03 12537 0 0 PARTNERRE LTD COM G6852T105 884 16187 SH DEFINED 03 16187 0 0 PATHMARK STORES INC NEW COM 70322A101 1111 46478 SH DEFINED 03 46478 0 0 PATINA OIL & GAS CORP COM 703224105 1132 35926 SH DEFINED 03 35926 0 0 PATTERSON DENTAL CO COM 703412106 2367 54080 SH DEFINED 03 54080 0 0 PATTERSON UTI ENERGY INC COM 703481101 2115 71113 SH DEFINED 03 71113 0 0 PAXAR CORP COM 704227107 1444 85668 SH DEFINED 03 85668 0 0 PAXSON COMMUNICATIONS CORP COM 704231109 675 61609 SH DEFINED 03 61609 0 0 PAYCHEX INC COM 704326107 14158 356706 SH DEFINED 03 356706 0 0 PAYLESS SHOESOURCE INC COM 704379106 2699 44205 SH DEFINED 03 44205 0 0 PC-TEL INC COM 69325Q105 287 33126 SH DEFINED 03 33126 0 0 PDF SOLUTIONS INC COM 693282105 577 33800 SH DEFINED 03 33800 0 0 PDI INC COM 69329V100 237 13924 SH DEFINED 03 13924 0 0 PECO II INC COM 705221109 102 20448 SH DEFINED 03 20448 0 0 PEDIATRIX MED GROUP COM 705324101 1297 31813 SH DEFINED 03 31813 0 0 PEGASUS COMMUNICATIONS CORP CL A 705904100 885 293044 SH DEFINED 03 293044 0 0 PEGASUS SOLUTIONS INC COM 705906105 894 48845 SH DEFINED 03 48845 0 0 PEMSTAR INC COM 706552106 311 32785 SH DEFINED 03 32785 0 0 PENN ENGR & MFG CORP COM NON VTG 707389300 337 17923 SH DEFINED 03 17923 0 0 PENN NATL GAMING INC COM 707569109 543 15501 SH DEFINED 03 15501 0 0 PENN VA CORP COM 707882106 781 19444 SH DEFINED 03 19444 0 0 PENNEY J C INC COM 708160106 2677 129242 SH DEFINED 03 129242 0 0 PENNFED FINL SVCS INC COM 708167101 231 8616 SH DEFINED 03 8616 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 501 19662 SH DEFINED 03 19662 0 0 PENNZOIL-QUAKER STATE COMPAN COM 709323109 7858 365998 SH DEFINED 03 365998 0 0 PENTAIR INC COM 709631105 3694 82140 SH DEFINED 03 82140 0 0 PENTON MEDIA INC COM 709668107 351 46462 SH DEFINED 03 46462 0 0 PENWEST PHARMACEUTICALS CO COM 709754105 387 20189 SH DEFINED 03 20189 0 0 PEOPLES ENERGY CORP COM 711030106 3191 81027 SH DEFINED 03 81027 0 0 PEOPLES HLDG CO COM 711148106 333 8705 SH DEFINED 03 8705 0 0 PEOPLESOFT INC COM 712713106 9902 271054 SH DEFINED 03 271054 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 1430 85946 SH DEFINED 03 85946 0 0 PEPSI BOTTLING GROUP INC COM 713409100 3608 139451 SH DEFINED 03 139451 0 0 PEPSIAMERICAS INC COM 71343P200 1757 121829 SH DEFINED 03 121829 0 0 PEPSICO INC COM 713448108 48451 940805 SH DEFINED 03 940805 0 0 PEPSICO INC COM 713448108 846 16421 SH DEFINED 03 0 0 16421 PER-SE TECHNOLOGIES INC COM NEW 713569309 740 61414 SH DEFINED 03 61414 0 0 PEREGRINE PHARMACEUTICALS IN COM 713661106 355 163655 SH DEFINED 03 163655 0 0 PEREGRINE SYSTEMS INC COM 71366Q101 242 25419 SH DEFINED 03 25419 0 0 PEREZ COMPANC SA NEW SP ADR B SHS 71367B103 947 116600 SH DEFINED 03 116600 0 0 PERFORMANCE FOOD GROUP CO NOTE 5.500%10/1 713755AA4 12895 10600000 SH DEFINED 03 0 0 10600000 PERFORMANCE FOOD GROUP CO COM 713755106 2744 84037 SH DEFINED 03 84037 0 0 PERFORMANCE TECHNOLOGIES INC COM 71376K102 131 16418 SH DEFINED 03 16418 0 0 PERICOM SEMICONDUCTOR CORP COM 713831105 456 32282 SH DEFINED 03 32282 0 0 PERINI CORP COM 713839108 94 16422 SH DEFINED 03 16422 0 0 PERKINELMER INC COM 714046109 2023 109365 SH DEFINED 03 109365 0 0 PEROT SYS CORP CL A 714265105 1977 99103 SH DEFINED 03 99103 0 0 PERRIGO CO COM 714290103 1930 161606 SH DEFINED 03 161606 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 190 9100 SH DEFINED 03 9100 0 0 PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 477 73300 SH DEFINED 03 73300 0 0 PETROQUEST ENERGY INC COM 716748108 216 37881 SH DEFINED 03 37881 0 0 PETSMART INC COM 716768106 2057 151672 SH DEFINED 03 151672 0 0 PFF BANCORP INC COM 69331W104 525 16841 SH DEFINED 03 16841 0 0 PFIZER INC COM 717081103 130441 3282364 SH DEFINED 03 3282364 0 0 PG&E CORP COM 69331C108 4655 197581 SH DEFINED 03 197581 0 0 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 63394 665200 SH DEFINED 03 665200 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 876 25154 SH DEFINED 03 25154 0 0 PHARMACEUTICAL RES INC COM 717125108 706 33311 SH DEFINED 03 33311 0 0 PHARMACIA CORP COM 71713U102 34002 754266 SH DEFINED 03 754266 0 0 PHARMACOPEIA INC COM 71713B104 455 34200 SH DEFINED 03 34200 0 0 PHARMACYCLICS INC COM 716933106 225 29031 SH DEFINED 03 29031 0 0 PHARMOS CORP COM NEW 717139208 142 84808 SH DEFINED 03 84808 0 0 PHELPS DODGE CORP COM 717265102 2155 51198 SH DEFINED 03 51198 0 0 PHILADELPHIA CONS HLDG CORP COM 717528103 731 18366 SH DEFINED 03 18366 0 0 PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 2021 86015 SH DEFINED 03 86015 0 0 PHILIP MORRIS COS INC COM 718154107 83606 1587350 SH DEFINED 03 1587350 0 0 PHILIPPINE LONG DISTANCE TEL SPON GDR PFD 718252703 1227 53000 SH DEFINED 03 53000 0 0 PHILLIPS PETE CO COM 718507106 12765 203257 SH DEFINED 03 203257 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 671 47538 SH DEFINED 03 47538 0 0 PHOENIX TECHNOLOGY LTD COM 719153108 475 34784 SH DEFINED 03 34784 0 0 PHOTON DYNAMICS INC COM 719364101 1423 27965 SH DEFINED 03 27965 0 0 PHOTRONICS INC NOTE 6.000% 6/0 719405AA0 626 520000 SH DEFINED 03 0 0 520000 PHOTRONICS INC NOTE 4.750%12/1 719405AC6 438 372000 SH DEFINED 03 0 0 372000 PHOTRONICS INC COM 719405102 2004 59703 SH DEFINED 03 59703 0 0 PICO HLDGS INC COM NEW 693366205 235 16132 SH DEFINED 03 16132 0 0 PIEDMONT NAT GAS INC COM 720186105 2442 68600 SH DEFINED 03 68600 0 0 PIER 1 IMPORTS INC COM 720279108 3648 177160 SH DEFINED 03 177160 0 0 PILGRIMS PRIDE CORP CL B 721467108 313 22329 SH DEFINED 03 22329 0 0 PINNACLE ENTMT INC COM 723456109 222 27561 SH DEFINED 03 27561 0 0 PINNACLE HLDGS INC COM 72346N101 5 62041 SH DEFINED 03 62041 0 0 PINNACLE SYS INC COM 723481107 790 99185 SH DEFINED 03 99185 0 0 PINNACLE WEST CAP CORP COM 723484101 3091 68159 SH DEFINED 03 68159 0 0 PIONEER NAT RES CO COM 723787107 2444 109624 SH DEFINED 03 109624 0 0 PIONEER STD ELECTRS INC COM 723877106 583 41209 SH DEFINED 03 41209 0 0 PITNEY BOWES INC COM 724479100 5251 122679 SH DEFINED 03 122679 0 0 PITTSTON CO COM BRINKS GRP 725701106 3495 139259 SH DEFINED 03 139259 0 0 PIXAR COM 725811103 415 11331 SH DEFINED 03 11331 0 0 PIXELWORKS INC COM 72581M107 418 32695 SH DEFINED 03 32695 0 0 PLACER DOME INC COM 725906101 2337 190798 SH DEFINED 03 190798 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 229 9100 SH DEFINED 03 0 0 0 PLAINS RES INC COM PAR $0.10 726540503 1167 46902 SH DEFINED 03 46902 0 0 PLANAR SYS INC COM 726900103 422 16083 SH DEFINED 03 16083 0 0 PLANTRONICS INC NEW COM 727493108 1850 88413 SH DEFINED 03 88413 0 0 PLATO LEARNING INC COM 72764Y100 605 34566 SH DEFINED 03 34566 0 0 PLAYBOY ENTERPRISES INC CL B 728117300 463 27100 SH DEFINED 03 27100 0 0 PLAYTEX PRODS INC COM 72813P100 427 39337 SH DEFINED 03 39337 0 0 PLEXUS CORP COM 729132100 2636 111677 SH DEFINED 03 111677 0 0 PLUG POWER INC COM 72919P103 117 11402 SH DEFINED 03 11402 0 0 PLUM CREEK TIMBER CO INC COM 729251108 2762 92956 SH DEFINED 03 92956 0 0 PLX TECHNOLOGY INC COM 693417107 1244 102371 SH DEFINED 03 102371 0 0 PMA CAP CORP CL A 693419202 562 24489 SH DEFINED 03 24489 0 0 PMC-SIERRA INC COM 69344F106 3178 193877 SH DEFINED 03 193877 0 0 PMI GROUP INC DBCV 2.500% 7/1 69344MAE1 5446 4946000 SH DEFINED 03 0 0 4946000 PMI GROUP INC COM 69344M101 5694 75161 SH DEFINED 03 75161 0 0 PNC FINL SVCS GROUP INC COM 693475105 9161 148984 SH DEFINED 03 148984 0 0 PNM RES INC COM 69349H107 2706 88254 SH DEFINED 03 88254 0 0 POGO PRODUCING CO COM 730448107 114 3597 SH DEFINED 03 3597 0 0 POHANG IRON & STL LTD SPONSORED ADR 730450103 1671 63900 SH DEFINED 03 63900 0 0 POLARIS INDS INC COM 731068102 3449 54150 SH DEFINED 03 54150 0 0 POLO RALPH LAUREN CORP CL A 731572103 300 10293 SH DEFINED 03 10293 0 0 POLYCOM INC COM 73172K104 3508 142589 SH DEFINED 03 142589 0 0 POLYMEDICA CORP COM 731738100 624 24521 SH DEFINED 03 24521 0 0 POLYONE CORP COM 73179P106 1787 146487 SH DEFINED 03 146487 0 0 POMEROY COMPUTER RES COM 731822102 251 16543 SH DEFINED 03 16543 0 0 POPE & TALBOT INC COM 732827100 363 24768 SH DEFINED 03 24768 0 0 POPULAR INC COM 733174106 354 12102 SH DEFINED 03 12102 0 0 PORT FINL CORP COM 734119100 244 7740 SH DEFINED 03 7740 0 0 PORTAL SOFTWARE INC COM 736126103 490 258142 SH DEFINED 03 258142 0 0 POSSIS MEDICAL INC COM 737407106 1229 62397 SH DEFINED 03 62397 0 0 POST PPTYS INC COM 737464107 1901 56589 SH DEFINED 03 56589 0 0 POTLATCH CORP (C) COM 737628107 337 10000 SH CALL DEFINED 03 0 0 0 POTLATCH CORP COM 737628107 2438 72377 SH DEFINED 03 72377 0 0 POTOMAC ELEC PWR CO COM 737679100 3077 131793 SH DEFINED 03 131793 0 0 POWELL INDS INC COM 739128106 211 9560 SH DEFINED 03 9560 0 0 POWER INTEGRATIONS INC COM 739276103 751 39550 SH DEFINED 03 39550 0 0 POWER-ONE INC COM 739308104 725 89562 SH DEFINED 03 89562 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 2028 157561 SH DEFINED 03 157561 0 0 POZEN INC COM 73941U102 169 29246 SH DEFINED 03 29246 0 0 PPG INDS INC COM 693506107 7187 130885 SH DEFINED 03 130885 0 0 PPL CORP COM 69351T106 4318 109012 SH DEFINED 03 109012 0 0 PRAECIS PHARMACEUTICALS INC COM 739421105 441 84581 SH DEFINED 03 84581 0 0 PRAXAIR INC COM 74005P104 5300 88621 SH DEFINED 03 88621 0 0 PRE PAID LEGAL SVCS INC COM 740065107 2088 73093 SH DEFINED 03 73093 0 0 PRECISION CASTPARTS CORP COM 740189105 1732 48907 SH DEFINED 03 48907 0 0 PRENTISS PPTYS TR SH BEN INT 740706106 1564 52967 SH DEFINED 03 52967 0 0 PRESIDENTIAL LIFE CORP COM 740884101 749 32931 SH DEFINED 03 32931 0 0 PRESSTEK INC COM 741113104 298 51445 SH DEFINED 03 51445 0 0 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 1261 90103 SH DEFINED 03 90103 0 0 PRI AUTOMATION INC COM 69357H106 2149 92473 SH DEFINED 03 92473 0 0 PRICE COMMUNICATIONS CORP COM NEW 741437305 2863 162309 SH DEFINED 03 162309 0 0 PRICE T ROWE GROUP INC COM 74144T108 3415 87753 SH DEFINED 03 87753 0 0 PRICELINE COM INC COM 741503106 1130 216121 SH DEFINED 03 216121 0 0 PRIDE INTL INC DEL COM 74153Q102 4169 262230 SH DEFINED 03 262230 0 0 PRIMA ENERGY CORP COM PAR $0.015 741901201 362 14528 SH DEFINED 03 14528 0 0 PRIME HOSPITALITY CORP COM 741917108 1106 84117 SH DEFINED 03 84117 0 0 PRIMEDIA INC COM 74157K101 55 17503 SH DEFINED 03 17503 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 696 27500 SH DEFINED 03 27500 0 0 PRIORITY HEALTHCARE CORP CL B 74264T102 656 25278 SH DEFINED 03 25278 0 0 PRIVATE MEDIA GROUP INC COM 74266R104 122 21551 SH DEFINED 03 21551 0 0 PROASSURANCE CORP COM 74267C106 990 54853 SH DEFINED 03 54853 0 0 PROBUSINESS SERVICES INC COM 742674104 651 30216 SH DEFINED 03 30216 0 0 PROCTER & GAMBLE CO COM 742718109 60677 673520 SH DEFINED 03 673520 0 0 PROGENICS PHARMACEUTICALS IN COM 743187106 174 11643 SH DEFINED 03 11643 0 0 PROGRESS ENERGY INC COM 743263105 6720 134285 SH DEFINED 03 134285 0 0 PROGRESS SOFTWARE CORP COM 743312100 818 45135 SH DEFINED 03 45135 0 0 PROGRESSIVE CORP OHIO COM 743315103 6311 37877 SH DEFINED 03 37877 0 0 PROLOGIS TR SH BEN INT 743410102 304 13003 SH DEFINED 03 13003 0 0 PROQUEST COMPANY COM 74346P102 903 21005 SH DEFINED 03 21005 0 0 PROSPERITY BANCSHARES INC COM 743606105 271 8329 SH DEFINED 03 8329 0 0 PROTECTION ONE INC COM 743663304 60 21300 SH DEFINED 03 21300 0 0 PROTECTIVE LIFE CORP COM 743674103 2399 76932 SH DEFINED 03 76932 0 0 PROTEIN DESIGN LABS INC COM 74369L103 8137 475548 SH DEFINED 03 475548 0 0 PROTON ENERGY SYS INC COM 74371K101 326 50145 SH DEFINED 03 50145 0 0 PROVIDENT BANKSHARES CORP COM 743859100 1064 44325 SH DEFINED 03 44325 0 0 PROVIDENT FINL GROUP INC COM 743866105 1125 39059 SH DEFINED 03 39059 0 0 PROVIDIAN FINL CORP COM 74406A102 3944 522323 SH DEFINED 03 522323 0 0 PROVINCE HEALTHCARE CO NOTE 4.500%11/2 743977AC4 4274 4105000 SH DEFINED 03 0 0 4105000 PROVINCE HEALTHCARE CO COM 743977100 1785 56199 SH DEFINED 03 56199 0 0 PROXIM INC COM 744284100 265 62780 SH DEFINED 03 62780 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 631 18159 SH DEFINED 03 18159 0 0 PSS WORLD MED INC COM 69366A100 1078 109558 SH DEFINED 03 109558 0 0 PUBLIC STORAGE INC COM 74460D109 1294 34970 SH DEFINED 03 34970 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5571 121638 SH DEFINED 03 121638 0 0 PUGET ENERGY INC NEW COM 745310102 2203 105970 SH DEFINED 03 105970 0 0 PULITZER INC COM 745769109 698 13041 SH DEFINED 03 13041 0 0 PULTE HOMES INC COM 745867101 2999 62682 SH DEFINED 03 62682 0 0 PUMATECH INC COM 745887109 76 56981 SH DEFINED 03 56981 0 0 PURE RES INC COM 74622E102 482 21345 SH DEFINED 03 21345 0 0 PYR ENERGY CORP COM 693677106 40 21072 SH DEFINED 03 21072 0 0 QIAGEN N V ORD N72482107 258 17348 SH DEFINED 03 17348 0 0 QLOGIC CORP COM 747277101 4107 83030 SH DEFINED 03 83030 0 0 QLT INC COM 746927102 589 34629 SH DEFINED 03 34629 0 0 QRS CORP COM 74726X105 327 27721 SH DEFINED 03 27721 0 0 QUADRAMED CORP COM 74730W101 333 37419 SH DEFINED 03 37419 0 0 QUAKER CHEM CORP COM 747316107 276 11839 SH DEFINED 03 11839 0 0 QUAKER FABRIC CORP NEW COM 747399103 200 17929 SH DEFINED 03 17929 0 0 QUALCOMM INC COM 747525103 28550 759098 SH DEFINED 03 759098 0 0 QUANEX CORP COM 747620102 1886 53115 SH DEFINED 03 53115 0 0 QUANTA SVCS INC COM 74762E102 807 46680 SH DEFINED 03 46680 0 0 QUANTUM CORP COM DSSG 747906204 1244 156278 SH DEFINED 03 156278 0 0 QUEST DIAGNOSTICS INC COM 74834L100 6310 76167 SH DEFINED 03 76167 0 0 QUEST SOFTWARE INC COM 74834T103 3332 220677 SH DEFINED 03 220677 0 0 QUESTAR CORP COM 748356102 2215 86149 SH DEFINED 03 86149 0 0 QUICKSILVER RESOURCES INC COM 74837R104 279 12110 SH DEFINED 03 12110 0 0 QUIDEL CORP COM 74838J101 86 13700 SH DEFINED 03 13700 0 0 QUIKSILVER INC COM 74838C106 1535 70174 SH DEFINED 03 70174 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 1091 61482 SH DEFINED 03 61482 0 0 QUIXOTE CORP COM 749056107 204 10930 SH DEFINED 03 10930 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 10243 1246144 SH DEFINED 03 1246144 0 0 R & G FINANCIAL CORP CL B 749136107 307 15487 SH DEFINED 03 15487 0 0 R G S ENERGY GROUP INC COM 74956K104 2898 73833 SH DEFINED 03 73833 0 0 R H DONNELLEY CORP COM NEW 74955W307 1502 49360 SH DEFINED 03 49360 0 0 RADIAN GROUP INC COM 750236101 3689 75162 SH DEFINED 03 75162 0 0 RADIANT SYSTEMS INC COM 75025N102 229 25809 SH DEFINED 03 25809 0 0 RADIO ONE INC CL A 75040P108 1162 53433 SH DEFINED 03 53433 0 0 RADIOSHACK CORP COM 750438103 2744 91356 SH DEFINED 03 91356 0 0 RADISYS CORP COM 750459109 462 25768 SH DEFINED 03 25768 0 0 RAILAMERICA INC COM 750753105 445 42310 SH DEFINED 03 42310 0 0 RAINBOW TECHNOLOGIES INC COM 750862104 345 34753 SH DEFINED 03 34753 0 0 RAIT INVT TR COM 749227104 461 22900 SH DEFINED 03 22900 0 0 RALCORP HLDGS INC NEW COM 751028101 1216 44713 SH DEFINED 03 44713 0 0 RAMBUS INC DEL COM 750917106 1552 199183 SH DEFINED 03 199183 0 0 RANGE RES CORP COM 75281A109 373 71840 SH DEFINED 03 71840 0 0 RARE HOSPITALITY INTL INC COM 753820109 817 32247 SH DEFINED 03 32247 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 5653 357096 SH DEFINED 03 357096 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 2244 65555 SH DEFINED 03 65555 0 0 RAYONIER INC COM 754907103 3239 60785 SH DEFINED 03 60785 0 0 RAYOVAC CORP COM 755081106 851 55084 SH DEFINED 03 55084 0 0 RAYTHEON CO COM NEW 755111507 9253 225419 SH DEFINED 03 225419 0 0 RAYTHEON CO COM NEW 755111507 1046 25486 SH DEFINED 03 0 0 25486 RCN CORP COM 749361101 67 48209 SH DEFINED 03 48209 0 0 READ-RITE CORP COM 755246105 551 181363 SH DEFINED 03 181363 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 2232 99577 SH DEFINED 03 99577 0 0 REALNETWORKS INC COM 75605L104 236 33572 SH DEFINED 03 33572 0 0 REALTY INCOME CORP COM 756109104 1831 55137 SH DEFINED 03 55137 0 0 RECKSON ASSOCS RLTY CORP COM 75621K106 2056 83380 SH DEFINED 03 83380 0 0 RECOTON CORP COM 756268108 73 16219 SH DEFINED 03 16219 0 0 RED HAT INC COM 756577102 235 41469 SH DEFINED 03 41469 0 0 REDBACK NETWORKS INC COM 757209101 241 71134 SH DEFINED 03 71134 0 0 REDWOOD TR INC COM 758075402 303 11125 SH DEFINED 03 11125 0 0 REEBOK INTL LTD DBCV 4.250% 3/0 758110AE0 5390 5286000 SH DEFINED 03 0 0 5286000 REEBOK INTL LTD COM 758110100 3219 119090 SH DEFINED 03 119090 0 0 REEBOK INTL LTD COM 758110100 549 20328 SH DEFINED 03 0 0 20328 REGAL BELOIT CORP COM 758750103 1031 40335 SH DEFINED 03 40335 0 0 REGENCY CTRS CORP COM 758849103 1259 43387 SH DEFINED 03 43387 0 0 REGENERATION TECH INC DEL COM 75886N100 137 18885 SH DEFINED 03 18885 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1095 44566 SH DEFINED 03 44566 0 0 REGENT COMMUNICATIONS INC D COM 758865109 229 28600 SH DEFINED 03 28600 0 0 REGIONS FINL CORP COM 758940100 4060 118264 SH DEFINED 03 118264 0 0 REGIS CORP MINN (C) COM 758932107 421 15000 SH CALL DEFINED 03 0 0 0 REGIS CORP MINN COM 758932107 1639 58375 SH DEFINED 03 58375 0 0 REGISTER COM INC COM 75914G101 327 36600 SH DEFINED 03 36600 0 0 REHABCARE GROUP INC COM 759148109 685 24032 SH DEFINED 03 24032 0 0 REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 4586 96900 SH DEFINED 03 96900 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 991 35932 SH DEFINED 03 35932 0 0 RELIANT ENERGY INC COM 75952J108 3810 147716 SH DEFINED 03 147716 0 0 REMEC INC COM 759543101 675 74181 SH DEFINED 03 74181 0 0 REMINGTON OIL & GAS CORP COM 759594302 1034 51294 SH DEFINED 03 51294 0 0 RENAISSANCE LEARNING INC COM 75968L105 402 12306 SH DEFINED 03 12306 0 0 RENAISSANCE RE HLDGS LTD COM G7496G103 2369 23000 SH DEFINED 03 23000 0 0 RENAL CARE GROUP INC COM 759930100 2611 79602 SH DEFINED 03 79602 0 0 RENAL TREATMENT CTRS INC NOTE 5.625% 7/1 759671AC4 3246 2989000 SH DEFINED 03 0 0 2989000 RENT A CTR INC NEW COM 76009N100 1131 22146 SH DEFINED 03 22146 0 0 RENT WAY INC COM 76009U104 311 36795 SH DEFINED 03 36795 0 0 REPSOL YPF S A SPONSORED ADR 76026T205 183 14439 SH DEFINED 03 14439 0 0 REPUBLIC BANCORP INC COM 760282103 1466 105057 SH DEFINED 03 105057 0 0 REPUBLIC BANCORP KY CL A 760281204 112 10574 SH DEFINED 03 10574 0 0 REPUBLIC SVCS INC COM 760759100 2678 143367 SH DEFINED 03 143367 0 0 RESEARCH FRONTIERS INC COM 760911107 255 14412 SH DEFINED 03 14412 0 0 RESEARCH IN MOTION LTD COM 760975102 726 26169 SH DEFINED 03 26169 0 0 RESMED INC COM 761152107 310 7731 SH DEFINED 03 7731 0 0 RESORTQUEST INTL INC COM 761183102 174 23810 SH DEFINED 03 23810 0 0 RESOURCE AMERICA INC CL A 761195205 251 22715 SH DEFINED 03 22715 0 0 RESOURCE BANCSHARES MTG GROU COM 761197102 1410 73800 SH DEFINED 03 73800 0 0 RESOURCES CONNECTION INC COM 76122Q105 288 9921 SH DEFINED 03 9921 0 0 RESPIRONICS INC COM 761230101 1522 46978 SH DEFINED 03 46978 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 7731 77500 SH DEFINED 03 77500 0 0 RETEK INC COM 76128Q109 1378 52782 SH DEFINED 03 52782 0 0 REUTERS GROUP PLC SPONSORED ADR 76132M102 14 292 SH DEFINED 03 292 0 0 REVLON INC CL A 761525500 75 11614 SH DEFINED 03 11614 0 0 REVLON INC CL A 761525500 617 95000 SH DEFINED 03 0 0 95000 REYNOLDS & REYNOLDS CO CL A 761695105 1873 62436 SH DEFINED 03 62436 0 0 REYNOLDS R J TOB HLDGS INC COM 76182K105 5767 89072 SH DEFINED 03 89072 0 0 RF MICRODEVICES INC COM 749941100 4074 228343 SH DEFINED 03 228343 0 0 RFS HOTEL INVS INC COM 74955J108 680 46282 SH DEFINED 03 46282 0 0 RIBOZYME PHARMACEUTICALS INC COM 762567105 56 19534 SH DEFINED 03 19534 0 0 RIGEL PHARMACEUTICALS INC COM 766559108 130 39067 SH DEFINED 03 39067 0 0 RIGGS NATL CORP WASH DC COM 766570105 293 19133 SH DEFINED 03 19133 0 0 RIGHT MGMT CONSULTANTS INC COM 766573109 360 14239 SH DEFINED 03 14239 0 0 RIO TINTO PLC SPONSORED ADR 767204100 712 8900 SH DEFINED 03 8900 0 0 RITE AID CORP COM 767754104 142 40909 SH DEFINED 03 40909 0 0 RIVERDEEP GROUP PLC ADR 76870Q109 303 13566 SH DEFINED 03 13566 0 0 RIVERSTONE NETWORKS INC COM 769320102 92 15433 SH DEFINED 03 15433 0 0 RLI CORP COM 749607107 515 9958 SH DEFINED 03 9958 0 0 ROADWAY CORP COM 769742107 750 20270 SH DEFINED 03 20270 0 0 ROANOKE ELEC STL CORP COM 769841107 220 16422 SH DEFINED 03 16422 0 0 ROBBINS & MYERS INC COM 770196103 326 11922 SH DEFINED 03 11922 0 0 ROBERT HALF INTL INC COM 770323103 2687 91013 SH DEFINED 03 91013 0 0 ROCK-TENN CO CL A 772739207 366 17082 SH DEFINED 03 17082 0 0 ROCKWELL AUTOMATION INC COM 773903109 2780 138592 SH DEFINED 03 138592 0 0 ROCKWELL COLLINS INC COM 774341101 2328 92318 SH DEFINED 03 92318 0 0 ROGERS CORP COM 775133101 774 23317 SH DEFINED 03 23317 0 0 ROHM & HAAS CO COM 775371107 8257 195338 SH DEFINED 03 195338 0 0 ROHN INDS INC COM 775381106 36 24993 SH DEFINED 03 24993 0 0 ROLLINS INC COM 775711104 912 43205 SH DEFINED 03 43205 0 0 ROPER INDS INC NEW COM 776696106 2604 52356 SH DEFINED 03 52356 0 0 ROSLYN BANCORP INC COM 778162107 1904 91957 SH DEFINED 03 91957 0 0 ROSS STORES INC COM 778296103 2444 64614 SH DEFINED 03 64614 0 0 ROUSE CO COM 779273101 457 14750 SH DEFINED 03 14750 0 0 ROWAN COS INC COM 779382100 1788 77623 SH DEFINED 03 77623 0 0 ROXIO INC COM 780008108 656 28929 SH DEFINED 03 28929 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 263 7892 SH DEFINED 03 7892 0 0 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF C 780097408 3705 161100 SH DEFINED 03 161100 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2753 122094 SH DEFINED 03 122094 0 0 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 51576 949481 SH DEFINED 03 949481 0 0 ROYAL KPN NV SPONSORED ADR 780641205 1756 351200 SH DEFINED 03 351200 0 0 RPC INC COM 749660106 243 16329 SH DEFINED 03 16329 0 0 RPM INC OHIO COM 749685103 6935 446000 SH DEFINED 03 446000 0 0 RSA SEC INC COM 749719100 560 62244 SH DEFINED 03 62244 0 0 RTI INTL METALS INC COM 74973W107 357 30901 SH DEFINED 03 30901 0 0 RUBY TUESDAY INC COM 781182100 2264 97387 SH DEFINED 03 97387 0 0 RUDDICK CORP COM 781258108 1530 91920 SH DEFINED 03 91920 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 1703 39555 SH DEFINED 03 39555 0 0 RURAL CELLULAR CORP CL A 781904107 97 22116 SH DEFINED 03 22116 0 0 RUSS BERRIE & CO COM 782233100 446 13855 SH DEFINED 03 13855 0 0 RUSSELL CORP COM 782352108 913 61305 SH DEFINED 03 61305 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 470 15689 SH DEFINED 03 15689 0 0 RYANS FAMILY STEAK HOUSE INC COM 783519101 1106 46095 SH DEFINED 03 46095 0 0 RYDER SYS INC COM 783549108 3356 113622 SH DEFINED 03 113622 0 0 RYERSON TULL INC NEW COM 78375P107 369 33709 SH DEFINED 03 33709 0 0 RYLAND GROUP INC COM 783764103 5003 55467 SH DEFINED 03 55467 0 0 S & T BANCORP INC COM 783859101 893 35074 SH DEFINED 03 35074 0 0 S Y BANCORP INC COM 785060104 298 8197 SH DEFINED 03 8197 0 0 SABA SOFTWARE INC COM 784932105 179 44725 SH DEFINED 03 44725 0 0 SABRE HLDGS CORP CL A 785905100 7103 152064 SH DEFINED 03 152064 0 0 SAFECO CORP COM 786429100 2401 75016 SH DEFINED 03 75016 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 550 182763 SH DEFINED 03 182763 0 0 SAFEWAY INC COM NEW 786514208 12408 275615 SH DEFINED 03 275615 0 0 SAGA COMMUNICATIONS CL A 786598102 367 14583 SH DEFINED 03 14583 0 0 SAKS INC COM 79377W108 1598 121557 SH DEFINED 03 121557 0 0 SALEM COMMUNICATIONS CORP DE CL A 794093104 335 14257 SH DEFINED 03 14257 0 0 SALTON INC COM 795757103 835 42045 SH DEFINED 03 42045 0 0 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 4 325 SH DEFINED 03 0 0 0 SANCHEZ COMPUTER ASSOCS INC COM 799702105 133 19777 SH DEFINED 03 19777 0 0 SANDISK CORP COM 80004C101 2881 132775 SH DEFINED 03 132775 0 0 SANDY SPRING BANCORP INC COM 800363103 708 21824 SH DEFINED 03 21824 0 0 SANGAMO BIOSCIENCES INC COM 800677106 151 16454 SH DEFINED 03 16454 0 0 SANGSTAT MED CORP COM 801003104 1198 44611 SH DEFINED 03 44611 0 0 SANMINA SCI CORP COM 800907107 7566 643882 SH DEFINED 03 643882 0 0 SANTANDER BANCORP COM 802809103 232 11773 SH DEFINED 03 11773 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 317 8530 SH DEFINED 03 8530 0 0 SAPIENT CORP COM 803062108 848 178517 SH DEFINED 03 178517 0 0 SARA LEE CORP COM 803111103 8627 415559 SH DEFINED 03 415559 0 0 SATCON TECHNOLOGY CORP COM 803893106 48 14892 SH DEFINED 03 14892 0 0 SAUER-DANFOSS INC COM 804137107 152 14753 SH DEFINED 03 14753 0 0 SAUL CTRS INC COM 804395101 346 15596 SH DEFINED 03 15596 0 0 SAXON CAPITAL INC COM 80556P302 608 40700 SH DEFINED 03 40700 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1066 326103 SH DEFINED 03 326103 0 0 SBC COMMUNICATIONS INC COM 78387G103 70410 1880600 SH DEFINED 03 1880600 0 0 SBS TECHNOLOGIES INC COM 78387P103 492 38528 SH DEFINED 03 38528 0 0 SCANA CORP NEW COM 80589M102 2753 89971 SH DEFINED 03 89971 0 0 SCANSOURCE INC COM 806037107 534 8757 SH DEFINED 03 8757 0 0 SCHAWK INC CL A 806373106 131 13350 SH DEFINED 03 13350 0 0 SCHEIN HENRY INC COM 806407102 1968 44686 SH DEFINED 03 44686 0 0 SCHERING PLOUGH CORP COM 806605101 27201 869046 SH DEFINED 03 869046 0 0 SCHLUMBERGER LTD COM 806857108 21311 362314 SH DEFINED 03 362314 0 0 SCHOLASTIC CORP COM 807066105 3706 68404 SH DEFINED 03 68404 0 0 SCHOOL SPECIALTY INC COM 807863105 663 24827 SH DEFINED 03 24827 0 0 SCHULMAN A INC COM 808194104 1393 76182 SH DEFINED 03 76182 0 0 SCHWAB CHARLES CORP NEW COM 808513105 11682 892417 SH DEFINED 03 892417 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 555 22335 SH DEFINED 03 22335 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 207 47762 SH DEFINED 03 47762 0 0 SCIENTIFIC ATLANTA INC COM 808655104 2584 111853 SH DEFINED 03 111853 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 196 23473 SH DEFINED 03 23473 0 0 SCIOS INC COM 808905103 2457 84920 SH DEFINED 03 84920 0 0 SCM MICROSYSTEMS INC COM 784018103 275 23538 SH DEFINED 03 23538 0 0 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 845 41300 SH DEFINED 03 41300 0 0 SCOTTS CO CL A 810186106 1159 25322 SH DEFINED 03 25322 0 0 SCP POOL CORP COM 784028102 1170 37266 SH DEFINED 03 37266 0 0 SCPIE HLDGS INC COM 78402P104 222 13050 SH DEFINED 03 13050 0 0 SCREAMINGMEDIA INC COM 810883108 3 1459 SH DEFINED 03 1459 0 0 SCRIPPS E W CO OHIO CL A 811054204 1609 19597 SH DEFINED 03 19597 0 0 SEACHANGE INTL INC COM 811699107 1258 83009 SH DEFINED 03 83009 0 0 SEACOAST BKG CORP FLA CL A 811707108 251 5303 SH DEFINED 03 5303 0 0 SEACOAST FINL SVCS CORP COM 81170Q106 733 37158 SH DEFINED 03 37158 0 0 SEACOR SMIT INC COM 811904101 1751 35727 SH DEFINED 03 35727 0 0 SEALED AIR CORP NEW COM 81211K100 1954 41514 SH DEFINED 03 41514 0 0 SEALED AIR CORP NEW PFD CV A $2 81211K209 21044 462611 SH DEFINED 03 462611 0 0 SEARS ROEBUCK & CO COM 812387108 10699 208675 SH DEFINED 03 208675 0 0 SEATTLE GENETICS INC COM 812578102 53 10271 SH DEFINED 03 10271 0 0 SECOND BANCORP INC COM 813114105 301 12410 SH DEFINED 03 12410 0 0 SECTOR SPDR TR SBI BASIC INDS 81369Y100 39645 1673480 SH DEFINED 03 1673480 0 0 SECTOR SPDR TR SBI CONS SERVS 81369Y209 49389 1669100 SH DEFINED 03 1669100 0 0 SECTOR SPDR TR SBI CONS STPLS 81369Y308 33925 1299800 SH DEFINED 03 1299800 0 0 SECTOR SPDR TR SBI CYCL TRANS 81369Y407 26982 898200 SH DEFINED 03 898200 0 0 SECTOR SPDR TR SBI INT-ENERGY 81369Y506 45230 1565590 SH DEFINED 03 1565590 0 0 SECTOR SPDR TR SBI INT-FINL 81369Y605 45289 1668104 SH DEFINED 03 1668104 0 0 SECTOR SPDR TR SBI INT-INDS 81369Y704 60102 2206403 SH DEFINED 03 2206403 0 0 SECTOR SPDR TR SBI INT-TECH 81369Y803 29459 1359442 SH DEFINED 03 1359442 0 0 SECTOR SPDR TR SBI INT-UTILS 81369Y886 2426 86100 SH DEFINED 03 86100 0 0 SECURE COMPUTING CORP COM 813705100 1048 53952 SH DEFINED 03 53952 0 0 SECURITY CAP GROUP INC CL B 81413P204 1305 51228 SH DEFINED 03 51228 0 0 SEEBEYOND TECHNOLOGIES CORP COM 815704101 2561 333453 SH DEFINED 03 333453 0 0 SEI INVESTMENTS CO COM 784117103 4472 104463 SH DEFINED 03 104463 0 0 SEITEL INC COM NEW 816074306 542 59261 SH DEFINED 03 59261 0 0 SELECT MEDICAL CORP COM 816196109 223 13857 SH DEFINED 03 13857 0 0 SELECTICA INC COM 816288104 91 23559 SH DEFINED 03 23559 0 0 SELECTIVE INS GROUP INC COM 816300107 1003 37548 SH DEFINED 03 37548 0 0 SEMCO ENERGY INC COM 78412D109 259 27031 SH DEFINED 03 27031 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 197936 4253936 SH DEFINED 03 4253936 0 0 SEMITOOL INC COM 816909105 294 22632 SH DEFINED 03 22632 0 0 SEMPRA ENERGY COM 816851109 2843 113037 SH DEFINED 03 113037 0 0 SEMTECH CORP NOTE 4.500% 2/0 816850AD3 3849 3504000 SH DEFINED 03 0 0 3504000 SEMTECH CORP COM 816850101 2066 56818 SH DEFINED 03 56818 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 625 43407 SH DEFINED 03 43407 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 2473 107424 SH DEFINED 03 107424 0 0 SEPRACOR INC COM 817315104 5842 301781 SH DEFINED 03 301781 0 0 SEQUA CORPORATION CL A 817320104 669 12813 SH DEFINED 03 12813 0 0 SEQUENOM INC COM 817337108 305 44457 SH DEFINED 03 44457 0 0 SERENA SOFTWARE INC COM 817492101 473 24337 SH DEFINED 03 24337 0 0 SEROLOGICALS CORP COM 817523103 630 40219 SH DEFINED 03 40219 0 0 SERONO S A SPONSORED ADR 81752M101 1787 79790 SH DEFINED 03 79790 0 0 SERVICE CORP INTL NOTE 6.750% 6/2 817565AU8 21873 21404000 SH DEFINED 03 0 0 21404000 SERVICE CORP INTL COM 817565104 220 41508 SH DEFINED 03 41508 0 0 SERVICEMASTER CO COM 81760N109 645 46874 SH DEFINED 03 46874 0 0 SHAW GROUP INC COM 820280105 215 7804 SH DEFINED 03 7804 0 0 SHERWIN WILLIAMS CO COM 824348106 2499 87734 SH DEFINED 03 87734 0 0 SHIRE PHARMACEUTICALS GRP SPONSORED ADR 82481R106 90 3846 SH DEFINED 03 3846 0 0 SHOPKO STORES INC COM 824911101 973 53744 SH DEFINED 03 53744 0 0 SHUFFLE MASTER INC COM 825549108 1178 57007 SH DEFINED 03 57007 0 0 SHURGARD STORAGE CTRS INC COM 82567D104 1942 57294 SH DEFINED 03 57294 0 0 SIEBEL SYS INC COM 826170102 14638 449007 SH DEFINED 03 449007 0 0 SIERRA HEALTH SVCS INC COM 826322109 492 37612 SH DEFINED 03 37612 0 0 SIERRA PAC RES NEW COM 826428104 6216 411943 SH DEFINED 03 411943 0 0 SIGMA ALDRICH CORP COM 826552101 1967 41902 SH DEFINED 03 41902 0 0 SIGNALSOFT CORP COM 82668M102 105 60479 SH DEFINED 03 60479 0 0 SILGAN HOLDINGS INC COM 827048109 487 14555 SH DEFINED 03 14555 0 0 SILICON GRAPHICS INC COM 827056102 1337 314530 SH DEFINED 03 314530 0 0 SILICON IMAGE INC COM 82705T102 708 82904 SH DEFINED 03 82904 0 0 SILICON LABORATORIES INC COM 826919102 980 27737 SH DEFINED 03 27737 0 0 SILICON STORAGE TECHNOLOGY I COM 827057100 1549 147662 SH DEFINED 03 147662 0 0 SILICON VY BANCSHARES COM 827064106 3246 107367 SH DEFINED 03 107367 0 0 SILICONIX INC COM NEW 827079203 264 8944 SH DEFINED 03 8944 0 0 SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 346 10617 SH DEFINED 03 10617 0 0 SIMON PPTY GROUP INC NEW COM 828806109 465 14241 SH DEFINED 03 14241 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 744 12168 SH DEFINED 03 12168 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 547 40536 SH DEFINED 03 40536 0 0 SIPEX CORP COM 829909100 502 45214 SH DEFINED 03 45214 0 0 SIRENZA MICRODEVICES INC COM 82966T106 196 36084 SH DEFINED 03 36084 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 627 118383 SH DEFINED 03 118383 0 0 SITEL CORP COM 82980K107 272 83796 SH DEFINED 03 83796 0 0 SIX FLAGS INC COM 83001P109 2151 120456 SH DEFINED 03 120456 0 0 SJW CORP COM 784305104 231 2842 SH DEFINED 03 2842 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 406 16500 SH DEFINED 03 16500 0 0 SKECHERS U S A INC CL A 830566105 675 35720 SH DEFINED 03 35720 0 0 SKILLSOFT CORP COM 83066P101 490 21271 SH DEFINED 03 21271 0 0 SKY FINL GROUP INC COM 83080P103 264 11882 SH DEFINED 03 11882 0 0 SKYLINE CORP COM 830830105 295 9503 SH DEFINED 03 9503 0 0 SKYWEST INC COM 830879102 569 22840 SH DEFINED 03 22840 0 0 SL GREEN RLTY CORP COM 78440X101 1661 49424 SH DEFINED 03 49424 0 0 SLI INC COM 78442T108 88 34575 SH DEFINED 03 34575 0 0 SMART & FINAL INC COM 831683107 183 17693 SH DEFINED 03 17693 0 0 SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 474 45221 SH DEFINED 03 45221 0 0 SMITH A O COM 831865209 424 16663 SH DEFINED 03 16663 0 0 SMITH INTL INC COM 832110100 6714 99095 SH DEFINED 03 99095 0 0 SMITHFIELD FOODS INC COM 832248108 2369 90758 SH DEFINED 03 90758 0 0 SMUCKER J M CO COM 832696306 1916 56697 SH DEFINED 03 56697 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 3405 195120 SH DEFINED 03 195120 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 257 15000 SH DEFINED 03 0 0 15000 SNAP ON INC COM 833034101 2457 72158 SH DEFINED 03 72158 0 0 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 25471 611400 SH DEFINED 03 611400 0 0 SOLA INTL INC COM 834092108 530 36001 SH DEFINED 03 36001 0 0 SOLECTRON CORP COM 834182107 6931 886121 SH DEFINED 03 886121 0 0 SOLUTIA INC COM 834376105 735 84431 SH DEFINED 03 84431 0 0 SOMERA COMMUNICATION COM 834458101 394 53868 SH DEFINED 03 53868 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 1556 51905 SH DEFINED 03 51905 0 0 SONIC CORP COM 835451105 2152 83711 SH DEFINED 03 83711 0 0 SONICBLUE INC COM 83546Q109 485 193897 SH DEFINED 03 193897 0 0 SONICWALL INC COM 835470105 1207 92793 SH DEFINED 03 92793 0 0 SONOCO PRODS CO COM 835495102 2217 77484 SH DEFINED 03 77484 0 0 SONOSITE INC COM 83568G104 379 19711 SH DEFINED 03 19711 0 0 SONUS NETWORKS INC COM 835916107 27 10391 SH DEFINED 03 10391 0 0 SONY CORP ADR NEW 835699307 951 18400 SH DEFINED 03 18400 0 0 SORRENTO NETWORKS CORP COM 83586Q100 49 19165 SH DEFINED 03 19165 0 0 SOTHEBYS HLDGS INC CL A 835898107 1418 88325 SH DEFINED 03 88325 0 0 SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q109 167 73933 SH DEFINED 03 73933 0 0 SOURCECORP COM 836167106 628 21344 SH DEFINED 03 21344 0 0 SOUTH FINL GROUP INC COM 837841105 1495 73481 SH DEFINED 03 73481 0 0 SOUTH JERSEY INDS INC COM 838518108 548 17383 SH DEFINED 03 17383 0 0 SOUTHERN CO COM 842587107 9563 360992 SH DEFINED 03 360992 0 0 SOUTHERN PERU COPPER CORP COM 843611104 270 20883 SH DEFINED 03 20883 0 0 SOUTHERN UN CO NEW COM 844030106 906 49442 SH DEFINED 03 49442 0 0 SOUTHTRUST CORP COM 844730101 4694 177873 SH DEFINED 03 177873 0 0 SOUTHWEST AIRLS CO COM 844741108 7503 387747 SH DEFINED 03 387747 0 0 SOUTHWEST BANCORPORATION TEX COM 84476R109 1297 39129 SH DEFINED 03 39129 0 0 SOUTHWEST GAS CORP COM 844895102 1233 49321 SH DEFINED 03 49321 0 0 SOUTHWESTERN ENERGY CO COM 845467109 478 37996 SH DEFINED 03 37996 0 0 SOVEREIGN BANCORP INC COM 845905108 2999 213444 SH DEFINED 03 213444 0 0 SOVRAN SELF STORAGE INC COM 84610H108 794 25276 SH DEFINED 03 25276 0 0 SPANISH BROADCASTING SYS INC CL A 846425882 982 73011 SH DEFINED 03 73011 0 0 SPARTAN STORES INC COM 846822104 220 29264 SH DEFINED 03 29264 0 0 SPARTECH CORP COM NEW 847220209 500 20335 SH DEFINED 03 20335 0 0 SPDR TR UNIT SER 1 78462F103 115219 1006102 SH DEFINED 03 0 0 0 SPECTRALINK CORP COM 847580107 356 35446 SH DEFINED 03 35446 0 0 SPECTRASITE HLDGS INC COM 84760T100 110 102642 SH DEFINED 03 102642 0 0 SPECTRIAN CORP COM 847608106 240 16834 SH DEFINED 03 16834 0 0 SPEECHWORKS INTL INC COM 84764M101 791 102983 SH DEFINED 03 102983 0 0 SPEEDWAY MOTORSPORTS INC SDCV 5.750% 9/3 847788AC0 6528 6400000 SH DEFINED 03 0 0 6400000 SPEEDWAY MOTORSPORTS INC COM 847788106 577 20244 SH DEFINED 03 20244 0 0 SPHERION CORP COM 848420105 874 79074 SH DEFINED 03 79074 0 0 SPIEGEL INC CL A 848457107 31 22269 SH DEFINED 03 22269 0 0 SPINNAKER EXPL CO COM 84855W109 164196 3942272 SH DEFINED 03 3942272 0 0 SPORTS AUTH INC COM 849176102 125 10900 SH DEFINED 03 10900 0 0 SPORTS RESORTS INTL INC COM 84918U108 242 36291 SH DEFINED 03 36291 0 0 SPRINT CORP COM FON GROUP 852061100 7028 459668 SH DEFINED 03 459668 0 0 SPRINT CORP PCS COM SER 1 852061506 7528 731565 SH DEFINED 03 731565 0 0 SPRINT CORP EQUITY UNIT 852061605 1542 112800 SH DEFINED 03 112800 0 0 SPS TECHNOLOGIES INC COM 784626103 631 14895 SH DEFINED 03 14895 0 0 SPSS INC COM 78462K102 309 17634 SH DEFINED 03 17634 0 0 SPX CORP COM 784635104 6799 48019 SH DEFINED 03 48019 0 0 ST FRANCIS CAP CORP COM 789374105 255 10779 SH DEFINED 03 10779 0 0 ST JOE CO COM 790148100 294 9794 SH DEFINED 03 9794 0 0 ST JUDE MED INC COM 790849103 6653 86234 SH DEFINED 03 86234 0 0 ST MARY LD & EXPL CO COM 792228108 1055 49527 SH DEFINED 03 49527 0 0 ST PAUL COS INC COM 792860108 5871 128049 SH DEFINED 03 128049 0 0 STAGE STORES INC COM NEW 85254C305 2546 95800 SH DEFINED 03 95800 0 0 STAMPS COM INC COM 852857101 236 53102 SH DEFINED 03 53102 0 0 STANCORP FINL GROUP INC COM 852891100 3923 71329 SH DEFINED 03 71329 0 0 STANDARD COML CORP COM 853258101 297 15477 SH DEFINED 03 15477 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 593 25778 SH DEFINED 03 25778 0 0 STANDARD MTR PRODS INC COM 853666105 160 10975 SH DEFINED 03 10975 0 0 STANDARD PAC CORP NEW COM 85375C101 2439 86795 SH DEFINED 03 86795 0 0 STANDARD REGISTER CO COM 853887107 568 20204 SH DEFINED 03 20204 0 0 STANDEX INTL CORP COM 854231107 398 16309 SH DEFINED 03 16309 0 0 STANLEY FURNITURE INC COM NEW 854305208 253 7879 SH DEFINED 03 7879 0 0 STANLEY WKS COM 854616109 4545 98266 SH DEFINED 03 98266 0 0 STAPLES INC COM 855030102 7771 389926 SH DEFINED 03 389926 0 0 STAR SCIENTIFIC INC COM 85517P101 60 30231 SH DEFINED 03 30231 0 0 STARBASE CORP COM NEW 854910205 30 112830 SH DEFINED 03 112830 0 0 STARBUCKS CORP COM 855244109 10266 444051 SH DEFINED 03 444051 0 0 STARTEK INC COM 85569C107 298 12885 SH DEFINED 03 12885 0 0 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 4476 119003 SH DEFINED 03 119003 0 0 STATE AUTO FINL CORP COM 855707105 265 18319 SH DEFINED 03 18319 0 0 STATE STR CORP COM 857477103 9734 175775 SH DEFINED 03 175775 0 0 STATEN IS BANCORP INC COM 857550107 1704 86560 SH DEFINED 03 86560 0 0 STATION CASINOS INC COM 857689103 1931 115971 SH DEFINED 03 115971 0 0 STEAK N SHAKE CO COM 857873103 454 32329 SH DEFINED 03 32329 0 0 STEEL DYNAMICS INC COM 858119100 1117 68085 SH DEFINED 03 68085 0 0 STEELCASE INC CL A 858155203 185 11031 SH DEFINED 03 11031 0 0 STEIN MART INC COM 858375108 369 36818 SH DEFINED 03 36818 0 0 STELLENT INC COM 85856W105 3088 320692 SH DEFINED 03 320692 0 0 STEPAN CO COM 858586100 255 9487 SH DEFINED 03 9487 0 0 STERICYCLE INC COM 858912108 2917 46622 SH DEFINED 03 46622 0 0 STERIS CORP COM 859152100 3150 150985 SH DEFINED 03 150985 0 0 STERLING BANCORP COM 859158107 419 13122 SH DEFINED 03 13122 0 0 STERLING BANCSHARES INC COM 858907108 902 67585 SH DEFINED 03 67585 0 0 STERLING FINL CORP COM 859317109 390 16470 SH DEFINED 03 16470 0 0 STEWART & STEVENSON SVCS INC COM 860342104 1135 58666 SH DEFINED 03 58666 0 0 STEWART ENTERPRISES INC CL A 860370105 857 143548 SH DEFINED 03 143548 0 0 STEWART INFORMATION SVCS COR COM 860372101 557 27860 SH DEFINED 03 27860 0 0 STILLWATER MNG CO COM 86074Q102 1103 58497 SH DEFINED 03 58497 0 0 STILWELL FINL INC COM 860831106 3502 143016 SH DEFINED 03 143016 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 319 9400 SH DEFINED 03 9400 0 0 STONE ENERGY CORP COM 861642106 1413 36463 SH DEFINED 03 36463 0 0 STONERIDGE INC COM 86183P102 182 18449 SH DEFINED 03 18449 0 0 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1823 85042 SH DEFINED 03 85042 0 0 STORAGE USA INC COM 861907103 1861 43684 SH DEFINED 03 43684 0 0 STORAGENETWORKS INC COM 86211E103 1324 381448 SH DEFINED 03 381448 0 0 STRATOS LIGHTWAVE INC COM 863100103 440 100386 SH DEFINED 03 100386 0 0 STRAYER ED INC COM 863236105 896 18273 SH DEFINED 03 18273 0 0 STREETTRACKS SER TR MORGN S HI 35T 86330E703 3582 79150 SH DEFINED 03 79150 0 0 STRIDE RITE CORP COM 863314100 548 66407 SH DEFINED 03 66407 0 0 STRYKER CORP COM 863667101 5989 99276 SH DEFINED 03 99276 0 0 STUDENT LN CORP COM 863902102 668 7294 SH DEFINED 03 7294 0 0 STURM RUGER & CO INC COM 864159108 388 30109 SH DEFINED 03 30109 0 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 313 11940 SH DEFINED 03 0 0 0 SUEZ SPONSORED ADR 864686100 249 8844 SH DEFINED 03 8844 0 0 SUFFOLK BANCORP COM 864739107 497 17404 SH DEFINED 03 17404 0 0 SULZER MEDICA SPONSORED ADR 865580104 2678 291050 SH DEFINED 03 291050 0 0 SUMMIT PPTYS INC COM 866239106 1079 44039 SH DEFINED 03 44039 0 0 SUN COMMUNITIES INC COM 866674104 1455 37028 SH DEFINED 03 37028 0 0 SUN INC SDCV 6.750% 6/1 866762AG2 445 427000 SH DEFINED 03 0 0 427000 SUN INTL HOTELS LTD ORD P8797T133 269 9900 SH DEFINED 03 9900 0 0 SUN MICROSYSTEMS INC COM 866810104 24497 2777495 SH DEFINED 03 2777495 0 0 SUN MICROSYSTEMS INC COM 866810104 265 30000 SH DEFINED 03 0 0 30000 SUNCOR ENERGY INC COM 867229106 235 6500 SH DEFINED 03 6500 0 0 SUNGARD DATA SYS INC COM 867363103 7470 226561 SH DEFINED 03 226561 0 0 SUNOCO INC COM 86764P109 2588 64692 SH DEFINED 03 64692 0 0 SUNRISE ASSISTED LIVING INC COM 86768K106 1138 41752 SH DEFINED 03 41752 0 0 SUNRISE TELECOM INC COM 86769Y105 83 26743 SH DEFINED 03 26743 0 0 SUNTRUST BKS INC COM 867914103 9972 149439 SH DEFINED 03 149439 0 0 SUPERGEN INC COM 868059106 248 44137 SH DEFINED 03 44137 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 709 70457 SH DEFINED 03 70457 0 0 SUPERIOR INDS INTL INC COM 868168105 2607 53453 SH DEFINED 03 53453 0 0 SUPERTEX INC COM 868532102 258 12144 SH DEFINED 03 12144 0 0 SUPERVALU INC COM 868536103 1864 72251 SH DEFINED 03 72251 0 0 SUPPORT COM INC COM 868587106 101 33384 SH DEFINED 03 33384 0 0 SUREBEAM CORP CL A 86866R102 60 10675 SH DEFINED 03 10675 0 0 SUREWEST COMMUNICATIONS COM 868733106 181 3200 SH DEFINED 03 3200 0 0 SURMODICS INC COM 868873100 981 22497 SH DEFINED 03 22497 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 1432 58596 SH DEFINED 03 58596 0 0 SWIFT ENERGY CO COM 870738101 780 39597 SH DEFINED 03 39597 0 0 SWIFT TRANSN CO COM 870756103 4157 189649 SH DEFINED 03 189649 0 0 SWISSCOM AG SPONSORED ADR 871013108 150 5000 SH DEFINED 03 5000 0 0 SWS GROUP INC COM 78503N107 778 38402 SH DEFINED 03 38402 0 0 SYBASE INC COM 871130100 2418 138419 SH DEFINED 03 138419 0 0 SYBRON DENTAL SPECIALTIES IN COM 871142105 1151 57265 SH DEFINED 03 57265 0 0 SYCAMORE NETWORKS INC COM 871206108 40 10021 SH DEFINED 03 10021 0 0 SYKES ENTERPRISES INC COM 871237103 615 63549 SH DEFINED 03 63549 0 0 SYLVAN LEARNING SYS INC COM 871399101 2091 74003 SH DEFINED 03 74003 0 0 SYMANTEC CORP NOTE 3.000%11/0 871503AB4 732 524000 SH DEFINED 03 0 0 524000 SYMANTEC CORP COM 871503108 7123 172881 SH DEFINED 03 172881 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 1294 115090 SH DEFINED 03 115090 0 0 SYMMETRICOM INC COM 871543104 205 33067 SH DEFINED 03 33067 0 0 SYMYX TECHNOLOGIES COM 87155S108 782 37917 SH DEFINED 03 37917 0 0 SYNCOR INTL CORP DEL COM 87157J106 849 31143 SH DEFINED 03 31143 0 0 SYNGENTA AG SPONSORED ADR 87160A100 664 54017 SH DEFINED 03 54017 0 0 SYNOPSYS INC COM 871607107 3898 70773 SH DEFINED 03 70773 0 0 SYNOVUS FINL CORP COM 87161C105 4495 147460 SH DEFINED 03 147460 0 0 SYNPLICITY INC COM 87160Y108 121 15706 SH DEFINED 03 15706 0 0 SYNTROLEUM CORP COM 871630109 190 31963 SH DEFINED 03 31963 0 0 SYSCO CORP COM 871829107 11163 374336 SH DEFINED 03 374336 0 0 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 609 46151 SH DEFINED 03 46151 0 0 S1 CORPORATION COM 78463B101 1982 128370 SH DEFINED 03 128370 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2839 136800 SH DEFINED 03 136800 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1113 55394 SH DEFINED 03 55394 0 0 TALBOTS INC COM 874161102 2465 69619 SH DEFINED 03 69619 0 0 TALISMAN ENERGY INC COM 87425E103 317 7600 SH DEFINED 03 7600 0 0 TALX CORP COM 874918105 310 19408 SH DEFINED 03 19408 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 205 7643 SH DEFINED 03 7643 0 0 TANOX INC COM 87588Q109 621 43865 SH DEFINED 03 43865 0 0 TARGET CORP COM 87612E106 21526 499213 SH DEFINED 03 499213 0 0 TARGETED GENETICS CORP COM 87612M108 114 56316 SH DEFINED 03 56316 0 0 TAUBMAN CTRS INC COM 876664103 1798 119420 SH DEFINED 03 119420 0 0 TBC CORP COM 872180104 378 26138 SH DEFINED 03 26138 0 0 TCF FINL CORP COM 872275102 4031 76622 SH DEFINED 03 76622 0 0 TECH DATA CORP COM 878237106 3038 66227 SH DEFINED 03 66227 0 0 TECHNE CORP COM 878377100 1701 61729 SH DEFINED 03 61729 0 0 TECHNITROL INC COM 878555101 1072 44971 SH DEFINED 03 44971 0 0 TECO ENERGY INC COM 872375100 2097 73248 SH DEFINED 03 73248 0 0 TECUMSEH PRODS CO CL A 878895200 2142 40289 SH DEFINED 03 40289 0 0 TEJON RANCH CO DEL COM 879080109 333 10642 SH DEFINED 03 10642 0 0 TEKELEC COM 879101103 674 59100 SH DEFINED 03 59100 0 0 TEKTRONIX INC COM 879131100 1624 68636 SH DEFINED 03 68636 0 0 TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 245 40700 SH DEFINED 03 40700 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 1835 146100 SH DEFINED 03 146100 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 74 4400 SH DEFINED 03 4400 0 0 TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 4877 128000 SH DEFINED 03 128000 0 0 TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 879273209 100 35100 SH DEFINED 03 35100 0 0 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 2512 76000 SH DEFINED 03 76000 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1378 83098 SH DEFINED 03 83098 0 0 TELEFLEX INC COM 879369106 1859 34009 SH DEFINED 03 34009 0 0 TELEFONICA S A SPONSORED ADR 879382208 2506 75684 SH DEFINED 03 75684 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 2504 62000 SH DEFINED 03 62000 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 101 2500 SH DEFINED 03 0 0 2500 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 250 8800 SH DEFINED 03 8800 0 0 TELEPHONE & DATA SYS INC COM 879433100 4416 50037 SH DEFINED 03 50037 0 0 TELESP CELULAR PART S A SPON ADR PFD 87952L108 281 44400 SH DEFINED 03 44400 0 0 TELETECH HOLDINGS INC COM 879939106 1387 103328 SH DEFINED 03 103328 0 0 TELIK INC COM 87959M109 383 31626 SH DEFINED 03 31626 0 0 TELLABS INC COM 879664100 4474 427335 SH DEFINED 03 427335 0 0 TEMPLE INLAND INC COM 879868107 1947 34323 SH DEFINED 03 34323 0 0 TENET HEALTHCARE CORP COM 88033G100 23640 352731 SH DEFINED 03 352731 0 0 TENNANT CO COM 880345103 555 13236 SH DEFINED 03 13236 0 0 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 22 700 SH DEFINED 03 700 0 0 TERADYNE INC COM 880770102 3876 98309 SH DEFINED 03 98309 0 0 TERADYNE INC COM 880770102 394 10000 SH DEFINED 03 0 0 10000 TERAYON COMMUNICATION SYS COM 880775101 641 75645 SH DEFINED 03 75645 0 0 TEREX CORP NEW COM 880779103 2143 94801 SH DEFINED 03 94801 0 0 TERRA INDS INC COM 880915103 151 57809 SH DEFINED 03 57809 0 0 TERRA NETWORKS S A SPONSORED ADR 88100W103 43 5545 SH DEFINED 03 5545 0 0 TERREMARK WORLDWIDE INC COM 881448104 102 227046 SH DEFINED 03 227046 0 0 TESORO PETE CORP COM 881609101 927 65969 SH DEFINED 03 65969 0 0 TETRA TECH INC NEW COM 88162G103 1042 73179 SH DEFINED 03 73179 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 1828 62932 SH DEFINED 03 62932 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 507 9274 SH DEFINED 03 9274 0 0 TEXAS BIOTECHNOLOGY CORP COM 88221T104 403 65511 SH DEFINED 03 65511 0 0 TEXAS INDS INC COM 882491103 1349 32741 SH DEFINED 03 32741 0 0 TEXAS INSTRS INC COM 882508104 30939 934717 SH DEFINED 03 934717 0 0 TEXAS INSTRS INC COM 882508104 331 10000 SH DEFINED 03 0 0 10000 TEXAS REGL BANCSHARES INC CL A VTG 882673106 990 22679 SH DEFINED 03 22679 0 0 TEXTRON INC COM 883203101 3573 69914 SH DEFINED 03 69914 0 0 THERAGENICS CORP COM 883375107 648 65466 SH DEFINED 03 65466 0 0 THERASENSE INC COM 883381105 1151 61300 SH DEFINED 03 61300 0 0 THERMA-WAVE INC COM 88343A108 343 24224 SH DEFINED 03 24224 0 0 THERMO ELECTRON CORP COM 883556102 1832 88386 SH DEFINED 03 88386 0 0 THIRD WAVE TECHNOLOGIES INC COM 88428W108 38 11308 SH DEFINED 03 11308 0 0 THOMAS & BETTS CORP COM 884315102 2345 110800 SH DEFINED 03 110800 0 0 THOMAS INDS INC COM 884425109 652 22302 SH DEFINED 03 22302 0 0 THOMSON MULTIMEDIA SPONSORED ADR 885118109 1093 35413 SH DEFINED 03 35413 0 0 THOR INDS INC COM 885160101 453 9571 SH DEFINED 03 9571 0 0 THORATEC CORP COM NEW 885175307 3007 274866 SH DEFINED 03 274866 0 0 THORNBURG MTG INC COM 885218107 1176 58687 SH DEFINED 03 58687 0 0 THQ INC COM NEW 872443403 1923 39278 SH DEFINED 03 39278 0 0 THREE FIVE SYS INC COM 88554L108 473 31946 SH DEFINED 03 31946 0 0 TIBCO SOFTWARE INC COM 88632Q103 1015 86482 SH DEFINED 03 86482 0 0 TIDEWATER INC COM 886423102 5522 130392 SH DEFINED 03 130392 0 0 TIER TECHNOLOGIES INC CL B 88650Q100 1080 61200 SH DEFINED 03 61200 0 0 TIFFANY & CO NEW COM 886547108 3930 110537 SH DEFINED 03 110537 0 0 TIMBERLAND CO CL A 887100105 1285 30422 SH DEFINED 03 30422 0 0 TIME WARNER TELECOM INC CL A 887319101 470 77074 SH DEFINED 03 77074 0 0 TIMKEN CO COM 887389104 3054 132282 SH DEFINED 03 132282 0 0 TITAN CORP COM 888266103 3816 184805 SH DEFINED 03 184805 0 0 TITAN PHARMACEUTICALS INC COM 888314101 266 37903 SH DEFINED 03 37903 0 0 TITANIUM METALS CORP COM 888339108 154 28548 SH DEFINED 03 28548 0 0 TIVO INC COM 888706108 295 55947 SH DEFINED 03 55947 0 0 TJX COS INC NEW COM 872540109 6269 156689 SH DEFINED 03 156689 0 0 TMP WORLDWIDE INC COM 872941109 3771 109434 SH DEFINED 03 109434 0 0 TOLL BROTHERS INC WHEN ISSUED 889478103 9535 191273 SH DEFINED 03 191273 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 514 20986 SH DEFINED 03 20986 0 0 TOMKINS PLC SPONSORED ADR 890030208 37 2500 SH DEFINED 03 2500 0 0 TOMPKINSTRUSTCO INC COM 890110109 405 9594 SH DEFINED 03 9594 0 0 TOO INC COM 890333107 2335 79170 SH DEFINED 03 79170 0 0 TOOTSIE ROLL INDS INC COM 890516107 1853 40286 SH DEFINED 03 40286 0 0 TOPPS INC COM 890786106 623 64864 SH DEFINED 03 64864 0 0 TORCHMARK CORP COM 891027104 2625 65163 SH DEFINED 03 65163 0 0 TORO CO COM 891092108 1609 26999 SH DEFINED 03 26999 0 0 TOTAL FINA ELF S A SPONSORED ADR 89151E109 2079 27136 SH DEFINED 03 27136 0 0 TOTAL SYS SVCS INC COM 891906109 702 27902 SH DEFINED 03 27902 0 0 TOUCH AMERICA HLDGS INC COM 891539108 698 183188 SH DEFINED 03 183188 0 0 TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE1 6584 7255000 SH DEFINED 03 0 0 7255000 TOWER AUTOMOTIVE INC COM 891707101 1262 90226 SH DEFINED 03 90226 0 0 TOWN & CTRY TR SH BEN INT 892081100 466 21081 SH DEFINED 03 21081 0 0 TOYS R US INC COM 892335100 2743 152744 SH DEFINED 03 152744 0 0 TPG N V SPONSORED ADR 892339102 200 9500 SH DEFINED 03 9500 0 0 TRACTOR SUPPLY CO COM 892356106 1269 27800 SH DEFINED 03 27800 0 0 TRADESTATION GROUP INC COM 89267P105 33 30378 SH DEFINED 03 30378 0 0 TRAMMELL CROW CO COM 89288R106 498 34337 SH DEFINED 03 34337 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 358 42607 SH DEFINED 03 42607 0 0 TRANSACTION SYS ARCHITECTS CL A 893416107 970 87716 SH DEFINED 03 87716 0 0 TRANSATLANTIC HLDGS INC COM 893521104 900 10963 SH DEFINED 03 10963 0 0 TRANSGENOMIC INC COM 89365K206 168 18585 SH DEFINED 03 18585 0 0 TRANSKARYOTIC THERAPIES INC COM 893735100 2026 47072 SH DEFINED 03 47072 0 0 TRANSMETA CORP DEL COM 89376R109 24 6254 SH DEFINED 03 6254 0 0 TRANSMONTAIGNE INC COM 893934109 119 22950 SH DEFINED 03 22950 0 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 5255 158133 SH DEFINED 03 158133 0 0 TRANSWITCH CORP COM 894065101 654 203026 SH DEFINED 03 203026 0 0 TRAVELOCITY COM INC COM 893953109 321 11470 SH DEFINED 03 11470 0 0 TRC COS INC COM 872625108 304 12367 SH DEFINED 03 12367 0 0 TREDEGAR CORP COM 894650100 487 26018 SH DEFINED 03 26018 0 0 TRENDWEST RESORTS INC COM 894917103 261 10849 SH DEFINED 03 10849 0 0 TRENWICK GROUP LTD COM G9032C109 66 7305 SH DEFINED 03 7305 0 0 TREX INC COM 89531P105 266 11257 SH DEFINED 03 11257 0 0 TRIAD GTY INC COM 895925105 509 11749 SH DEFINED 03 11749 0 0 TRIAD HOSPITALS INC COM 89579K109 2030 59035 SH DEFINED 03 59035 0 0 TRIANGLE PHARMACEUTICALS INC COM 89589H104 358 70140 SH DEFINED 03 70140 0 0 TRIARC COS INC CL A 895927101 648 23308 SH DEFINED 03 23308 0 0 TRIBUNE CO NEW COM 896047107 6795 149465 SH DEFINED 03 149465 0 0 TRICO MARINE SERVICES INC COM 896106101 368 42007 SH DEFINED 03 42007 0 0 TRICON GLOBAL RESTAURANTS COM 895953107 4290 72984 SH DEFINED 03 72984 0 0 TRIGON HEALTHCARE INC COM 89618L100 3404 46111 SH DEFINED 03 46111 0 0 TRIKON TECHNOLOGIES INC COM NEW 896187408 269 18348 SH DEFINED 03 18348 0 0 TRIMBLE NAVIGATION LTD COM 896239100 616 37085 SH DEFINED 03 37085 0 0 TRIMERIS INC COM 896263100 1743 40352 SH DEFINED 03 40352 0 0 TRINITY INDS INC COM 896522109 2405 98941 SH DEFINED 03 98941 0 0 TRIPATH IMAGING INC COM 896942109 82 14415 SH DEFINED 03 14415 0 0 TRIPATH TECHNOLOGY INC COM 89672P104 39 23376 SH DEFINED 03 23376 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 3488 290405 SH DEFINED 03 290405 0 0 TRITON PCS HLDGS INC CL A 89677M106 437 42853 SH DEFINED 03 42853 0 0 TRIUMPH GROUP INC NEW COM 896818101 934 23822 SH DEFINED 03 23822 0 0 TRIZETTO GROUP INC COM 896882107 699 57951 SH DEFINED 03 57951 0 0 TRUST CO NJ JERSEY CITY NEW COM 898304100 644 27434 SH DEFINED 03 27434 0 0 TRUSTCO BK CORP N Y COM 898349105 1386 107338 SH DEFINED 03 107338 0 0 TRW INC COM 872649108 34378 667921 SH DEFINED 03 667921 0 0 TTM TECHNOLOGIES INC COM 87305R109 178 18124 SH DEFINED 03 18124 0 0 TUESDAY MORNING CORP COM NEW 899035505 408 19964 SH DEFINED 03 19964 0 0 TULARIK INC COM 899165104 1597 98217 SH DEFINED 03 98217 0 0 TUPPERWARE CORP COM 899896104 2358 103652 SH DEFINED 03 103652 0 0 TURNSTONE SYSTEMS INC COM 900423104 202 46164 SH DEFINED 03 46164 0 0 TWEETER HOME ENTMT GROUP INC COM 901167106 573 29386 SH DEFINED 03 29386 0 0 TXU CORP COM 873168108 13478 247250 SH DEFINED 03 247250 0 0 TYCO INTL LTD NEW COM 902124106 32079 992557 SH DEFINED 03 992557 0 0 TYCO INTL LTD NEW COM 902124106 848 26244 SH DEFINED 03 0 0 26244 TYSON FOODS INC CL A 902494103 4292 343871 SH DEFINED 03 343871 0 0 U S B HLDG INC COM 902910108 304 17919 SH DEFINED 03 17919 0 0 U S CONCRETE INC COM 90333L102 183 27950 SH DEFINED 03 27950 0 0 U S G CORP COM NEW 903293405 1860 265726 SH DEFINED 03 265726 0 0 U S INDS INC NEW COM 912080108 424 111676 SH DEFINED 03 111676 0 0 U S RESTAURANT PPTYS INC COM 902971100 388 28206 SH DEFINED 03 28206 0 0 UBIQUITEL INC COM 903474302 95 39521 SH DEFINED 03 39521 0 0 UCAR INTL INC COM 90262K109 1878 132285 SH DEFINED 03 132285 0 0 UCBH HOLDINGS INC COM 90262T308 1128 31349 SH DEFINED 03 31349 0 0 UGI CORP NEW COM 902681105 1692 53991 SH DEFINED 03 53991 0 0 UICI COM 902737105 1088 57398 SH DEFINED 03 57398 0 0 UIL HLDG CORP COM 902748102 1127 19399 SH DEFINED 03 19399 0 0 ULTICOM INC COM 903844108 140 18473 SH DEFINED 03 18473 0 0 ULTIMATE ELECTRS INC COM 903849107 365 13035 SH DEFINED 03 13035 0 0 ULTRATECH STEPPER INC COM 904034105 625 30093 SH DEFINED 03 30093 0 0 UMB FINL CORP COM 902788108 1201 27997 SH DEFINED 03 27997 0 0 UMPQUA HLDGS CORP COM 904214103 318 21342 SH DEFINED 03 21342 0 0 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 93 3900 SH DEFINED 03 3900 0 0 UNIFI INC COM 904677101 1188 126362 SH DEFINED 03 126362 0 0 UNIFIRST CORP MASS COM 904708104 303 12046 SH DEFINED 03 12046 0 0 UNILAB CORP NEW COM NEW 904763208 1236 50766 SH DEFINED 03 50766 0 0 UNILEVER N V N Y SHS NEW 904784709 17146 301864 SH DEFINED 03 301864 0 0 UNILEVER PLC SPON ADR NEW 904767704 894 28200 SH DEFINED 03 28200 0 0 UNION PAC CORP COM 907818108 10876 175021 SH DEFINED 03 175021 0 0 UNION PLANTERS CORP COM 908068109 5153 108741 SH DEFINED 03 108741 0 0 UNIROYAL TECHNOLOGY CORP COM 909163107 10 20757 SH DEFINED 03 20757 0 0 UNISOURCE ENERGY CORP COM 909205106 984 48115 SH DEFINED 03 48115 0 0 UNISYS CORP COM 909214108 2006 158863 SH DEFINED 03 158863 0 0 UNIT CORP COM 909218109 1108 60599 SH DEFINED 03 60599 0 0 UNITED AUTO GROUP INC COM 909440109 2191 97183 SH DEFINED 03 97183 0 0 UNITED BANKSHARES INC WEST V COM 909907107 1909 64661 SH DEFINED 03 64661 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 352 47552 SH DEFINED 03 47552 0 0 UNITED DEFENSE INDS INC COM 91018B104 2535 94600 SH DEFINED 03 94600 0 0 UNITED DOMINION REALTY TR IN COM 910197102 2446 154399 SH DEFINED 03 154399 0 0 UNITED FIRE & CAS CO COM 910331107 303 9202 SH DEFINED 03 9202 0 0 UNITED INDL CORP COM 910671106 435 19558 SH DEFINED 03 19558 0 0 UNITED NAT FOODS INC COM 911163103 333 13482 SH DEFINED 03 13482 0 0 UNITED NATL BANCORP N J COM 910909100 520 22427 SH DEFINED 03 22427 0 0 UNITED PAN-EUROPE COMMUNCTN SPON ADR A SHS 911300200 0 800 SH DEFINED 03 800 0 0 UNITED PARCEL SERVICE INC NOTE 1.750% 9/2 911312AB2 9337 9212000 SH DEFINED 03 0 0 9212000 UNITED PARCEL SERVICE INC CL B 911312106 3608 59340 SH DEFINED 03 59340 0 0 UNITED RENTALS INC COM 911363109 6505 236721 SH DEFINED 03 236721 0 0 UNITED STATES STL CORP NEW COM 912909108 2711 149365 SH DEFINED 03 149365 0 0 UNITED STATIONERS INC COM 913004107 1993 52552 SH DEFINED 03 52552 0 0 UNITED SURGICAL PARTNERS INT COM 913016309 616 26800 SH DEFINED 03 26800 0 0 UNITED TECHNOLOGIES CORP COM 913017109 18030 242991 SH DEFINED 03 242991 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 303 22536 SH DEFINED 03 22536 0 0 UNITEDGLOBALCOM CL A 913247508 691 125478 SH DEFINED 03 125478 0 0 UNITEDHEALTH GROUP INC COM 91324P102 13253 173418 SH DEFINED 03 173418 0 0 UNITRIN INC COM 913275103 2338 58149 SH DEFINED 03 58149 0 0 UNIVERSAL ACCESS GLOBAL HLDG COM 91336M105 98 64627 SH DEFINED 03 64627 0 0 UNIVERSAL AMERN FINL CORP COM 913377107 468 68089 SH DEFINED 03 68089 0 0 UNIVERSAL COMPRESSION HLDGS COM 913431102 647 24517 SH DEFINED 03 24517 0 0 UNIVERSAL CORP VA COM 913456109 2635 66943 SH DEFINED 03 66943 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 230 23913 SH DEFINED 03 23913 0 0 UNIVERSAL ELECTRS INC COM 913483103 407 27840 SH DEFINED 03 27840 0 0 UNIVERSAL FST PRODS INC COM 913543104 385 16093 SH DEFINED 03 16093 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 416 17300 SH DEFINED 03 17300 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 3745 90780 SH DEFINED 03 90780 0 0 UNIVISION COMMUNICATIONS INC CL A 914906102 5746 136814 SH DEFINED 03 136814 0 0 UNIZAN FINANCIAL CORP COM 91528W101 621 32792 SH DEFINED 03 32792 0 0 UNOCAL CORP COM 915289102 6223 159776 SH DEFINED 03 159776 0 0 UNOVA INC COM 91529B106 539 67761 SH DEFINED 03 67761 0 0 UNUMPROVIDENT CORP COM 91529Y106 4274 153024 SH DEFINED 03 153024 0 0 URBAN OUTFITTERS INC COM 917047102 233 10077 SH DEFINED 03 10077 0 0 UROLOGIX INC COM 917273104 526 28986 SH DEFINED 03 28986 0 0 URS CORP NEW COM 903236107 904 28532 SH DEFINED 03 28532 0 0 US AIRWAYS GROUP INC COM 911905107 336 52122 SH DEFINED 03 52122 0 0 US BANCORP DEL COM NEW 902973304 23841 1056321 SH DEFINED 03 1056321 0 0 US ONCOLOGY INC COM 90338W103 1413 160421 SH DEFINED 03 160421 0 0 US UNWIRED INC CL A 90338R104 255 46986 SH DEFINED 03 46986 0 0 USA ED INC COM 90390U102 7787 79622 SH DEFINED 03 79622 0 0 USA NETWORKS INC COM 902984103 7767 244542 SH DEFINED 03 244542 0 0 USEC INC COM 90333E108 805 125780 SH DEFINED 03 125780 0 0 USFREIGHTWAYS CORP COM 916906100 1671 47161 SH DEFINED 03 47161 0 0 UST INC COM 902911106 3292 84566 SH DEFINED 03 84566 0 0 UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 9471 98600 SH DEFINED 03 98600 0 0 UTSTARCOM INC COM 918076100 70 2662 SH DEFINED 03 2662 0 0 V F CORP COM 918204108 2307 53346 SH DEFINED 03 53346 0 0 VA SOFTWARE CORP COM 91819B105 79 46516 SH DEFINED 03 46516 0 0 VAIL RESORTS INC COM 91879Q109 254 11957 SH DEFINED 03 11957 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 1692 43809 SH DEFINED 03 43809 0 0 VALENCE TECHNOLOGY INC COM 918914102 146 48774 SH DEFINED 03 48774 0 0 VALENTIS INC COM 91913E104 150 53213 SH DEFINED 03 53213 0 0 VALERO ENERGY CORP NEW COM 91913Y100 4267 86175 SH DEFINED 03 86175 0 0 VALLEY NATL BANCORP COM 919794107 565 16095 SH DEFINED 03 16095 0 0 VALMONT INDS INC COM 920253101 370 20692 SH DEFINED 03 20692 0 0 VALSPAR CORP COM 920355104 1985 42183 SH DEFINED 03 42183 0 0 VALUE CITY DEPT STORES INC COM 920387107 96 22967 SH DEFINED 03 22967 0 0 VALUEVISION INTL INC CL A 92047K107 1187 57311 SH DEFINED 03 57311 0 0 VANS INC COM 921930103 356 30408 SH DEFINED 03 30408 0 0 VARCO INTL INC DEL COM 922122106 2536 126145 SH DEFINED 03 126145 0 0 VARIAGENICS INC COM 922196100 3 1000 SH DEFINED 03 1000 0 0 VARIAN INC COM 922206107 2219 58600 SH DEFINED 03 58600 0 0 VARIAN MED SYS INC COM 92220P105 1740 42532 SH DEFINED 03 42532 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2242 49975 SH DEFINED 03 49975 0 0 VASOMEDICAL INC COM 922321104 244 85218 SH DEFINED 03 85218 0 0 VASTERA INC COM 92239N109 401 27492 SH DEFINED 03 27492 0 0 VAXGEN INC COM NEW 922390208 138 12122 SH DEFINED 03 12122 0 0 VCA ANTECH INC COM 918194101 351 25844 SH DEFINED 03 25844 0 0 VECTOR GROUP LTD COM 92240M108 782 27340 SH DEFINED 03 27340 0 0 VECTREN CORP COM 92240G101 1628 63383 SH DEFINED 03 63383 0 0 VEECO INSTRS INC DEL COM 922417100 1855 53134 SH DEFINED 03 53134 0 0 VENTANA MED SYS INC COM 92276H106 409 20139 SH DEFINED 03 20139 0 0 VENTAS INC COM 92276F100 1315 103991 SH DEFINED 03 103991 0 0 VENTIV HEALTH INC COM 922793104 48 23785 SH DEFINED 03 23785 0 0 VERISIGN INC COM 92343E102 2994 110896 SH DEFINED 03 110896 0 0 VERITAS DGC INC COM 92343P107 3164 187108 SH DEFINED 03 187108 0 0 VERITAS SOFTWARE CO COM 923436109 14341 327346 SH DEFINED 03 327346 0 0 VERITAS SOFTWARE CORP / VERI NOTE 1.856% 8/1 92343RAA1 26287 20521000 SH DEFINED 03 0 0 20521000 VERITY INC COM 92343C106 760 43180 SH DEFINED 03 43180 0 0 VERIZON COMMUNICATIONS COM 92343V104 69273 1517482 SH DEFINED 03 1517482 0 0 VERSICOR INC COM 925314106 379 20988 SH DEFINED 03 20988 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1764 63239 SH DEFINED 03 63239 0 0 VERTICALNET INC COM 92532L107 72 102373 SH DEFINED 03 102373 0 0 VESTA INS GROUP INC COM 925391104 308 51386 SH DEFINED 03 51386 0 0 VIACOM INC CL A 925524100 1439 29600 SH DEFINED 03 29600 0 0 VIACOM INC CL B 925524308 45390 938401 SH DEFINED 03 938401 0 0 VIAD CORP COM 92552R109 2163 77248 SH DEFINED 03 77248 0 0 VIASAT INC COM 92552V100 334 23797 SH DEFINED 03 23797 0 0 VIASYSTEMS GROUP INC COM 92553H100 24 81147 SH DEFINED 03 81147 0 0 VICAL INC COM 925602104 430 46725 SH DEFINED 03 46725 0 0 VICOR CORP COM 925815102 737 43636 SH DEFINED 03 43636 0 0 VIDAMED INC COM 926530106 432 54843 SH DEFINED 03 54843 0 0 VIEWPOINT CORP COM 92672P108 354 58608 SH DEFINED 03 58608 0 0 VIGNETTE CORP COM 926734104 243 70720 SH DEFINED 03 70720 0 0 VIGNETTE CORP COM 926734104 322 93736 SH DEFINED 03 0 0 93736 VINTAGE PETE INC COM 927460105 1080 73483 SH DEFINED 03 73483 0 0 VION PHARMACEUTICALS INC COM 927624106 168 43121 SH DEFINED 03 43121 0 0 VIRAGE LOGIC CORP COM 92763R104 191 12806 SH DEFINED 03 12806 0 0 VIROPHARMA INC COM 928241108 872 171579 SH DEFINED 03 171579 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 3015 148237 SH DEFINED 03 148237 0 0 VISTEON CORP COM 92839U107 1848 111680 SH DEFINED 03 111680 0 0 VISUAL NETWORKS INC COM 928444108 124 42392 SH DEFINED 03 42392 0 0 VISX INC DEL COM 92844S105 2099 118878 SH DEFINED 03 118878 0 0 VITAL SIGNS INC COM 928469105 296 8020 SH DEFINED 03 8020 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 1033 105577 SH DEFINED 03 105577 0 0 VITRIA TECHNOLOGY COM 92849Q104 1334 341973 SH DEFINED 03 341973 0 0 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 1694 44004 SH DEFINED 03 44004 0 0 VIVUS INC COM 928551100 205 23149 SH DEFINED 03 23149 0 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 247 13400 SH DEFINED 03 13400 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 254 13628 SH DEFINED 03 13628 0 0 VORNADO RLTY TR SH BEN INT 929042109 258 5841 SH DEFINED 03 5841 0 0 VULCAN MATLS CO COM 929160109 2433 51187 SH DEFINED 03 51187 0 0 W HLDG CO INC COM 929251106 711 40309 SH DEFINED 03 40309 0 0 W-H ENERGY SVCS INC COM 92925E108 204 9460 SH DEFINED 03 9460 0 0 WABASH NATL CORP COM 929566107 513 51770 SH DEFINED 03 51770 0 0 WABTEC CORP COM 929740108 701 46759 SH DEFINED 03 46759 0 0 WACHOVIA CORP 2ND NEW COM 929903102 26204 706686 SH DEFINED 03 706686 0 0 WACKENHUT CORP COM SER A 929794105 429 12975 SH DEFINED 03 12975 0 0 WACKENHUT CORRECTIONS CORP COM 929798106 320 21303 SH DEFINED 03 21303 0 0 WADDELL & REED FINL INC CL A 930059100 3477 114084 SH DEFINED 03 114084 0 0 WAL MART STORES INC COM 931142103 134808 2199505 SH DEFINED 03 2199505 0 0 WALGREEN CO COM 931422109 21840 557291 SH DEFINED 03 557291 0 0 WALLACE COMPUTER SERVICES IN COM 932270101 2319 114789 SH DEFINED 03 114789 0 0 WALTER INDS INC COM 93317Q105 600 45585 SH DEFINED 03 45585 0 0 WASHINGTON FED INC COM 938824109 829 34625 SH DEFINED 03 34625 0 0 WASHINGTON MUT INC COM 939322103 16677 503388 SH DEFINED 03 503388 0 0 WASHINGTON POST CO CL B 939640108 4425 7289 SH DEFINED 03 7289 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1655 57563 SH DEFINED 03 57563 0 0 WASHINGTON TR BANCORP COM 940610108 341 17791 SH DEFINED 03 17791 0 0 WASTE CONNECTIONS INC NOTE 5.500% 4/1 941053AB6 1142 1000000 SH DEFINED 03 0 0 1000000 WASTE CONNECTIONS INC COM 941053100 1359 40564 SH DEFINED 03 40564 0 0 WASTE MGMT INC DEL COM 94106L109 12708 466338 SH DEFINED 03 466338 0 0 WATCHGUARD TECHNOLOGIES INC COM 941105108 201 32192 SH DEFINED 03 32192 0 0 WATER PIK TECHNOLOGIES INC COM 94113U100 922 90795 SH DEFINED 03 90795 0 0 WATERS CORP COM 941848103 3731 133390 SH DEFINED 03 133390 0 0 WATSCO INC COM 942622200 451 25270 SH DEFINED 03 25270 0 0 WATSON PHARMACEUTICALS INC COM 942683103 2552 94223 SH DEFINED 03 94223 0 0 WATSON WYATT & CO HLDGS CL A 942712100 380 13912 SH DEFINED 03 13912 0 0 WATTS INDS INC CL A 942749102 380 22637 SH DEFINED 03 22637 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 1372 107496 SH DEFINED 03 107496 0 0 WAVE SYSTEMS CORP CL A 943526103 182 74500 SH DEFINED 03 74500 0 0 WAVECOM S A SPONSORED ADR 943531103 425 16043 SH DEFINED 03 16043 0 0 WAYPOINT FINL CORP COM 946756103 872 52732 SH DEFINED 03 52732 0 0 WD-40 CO COM 929236107 706 23442 SH DEFINED 03 23442 0 0 WEATHERFORD INTL INC COM 947074100 10340 217096 SH DEFINED 03 217096 0 0 WEBEX INC COM 94767L109 441 26822 SH DEFINED 03 26822 0 0 WEBMD CORP COM 94769M105 401 52265 SH DEFINED 03 52265 0 0 WEBMETHODS INC COM 94768C108 2766 160609 SH DEFINED 03 160609 0 0 WEBSENSE INC COM 947684106 711 28268 SH DEFINED 03 28268 0 0 WEBSTER FINL CORP CONN COM 947890109 1503 40209 SH DEFINED 03 40209 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1488 38900 SH DEFINED 03 38900 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 2327 45264 SH DEFINED 03 45264 0 0 WELLMAN INC COM 949702104 912 55436 SH DEFINED 03 55436 0 0 WELLPOINT HEALTH NETWORK NEW SDCV 7/0 94973HAA6 1741 1931000 SH DEFINED 03 0 0 1931000 WELLPOINT HEALTH NETWORK NEW COM 94973H108 5657 88844 SH DEFINED 03 88844 0 0 WELLS FARGO & CO NEW COM 949746101 43820 887037 SH DEFINED 03 887037 0 0 WENDYS INTL INC COM 950590109 2589 74015 SH DEFINED 03 74015 0 0 WERNER ENTERPRISES INC COM 950755108 1905 90953 SH DEFINED 03 90953 0 0 WESBANCO INC COM 950810101 638 26686 SH DEFINED 03 26686 0 0 WESCO INTL INC COM 95082P105 204 29121 SH DEFINED 03 29121 0 0 WEST COAST BANCORP ORE NEW COM 952145100 362 24007 SH DEFINED 03 24007 0 0 WEST CORP COM 952355105 262 8296 SH DEFINED 03 8296 0 0 WEST MARINE INC COM 954235107 1879 93025 SH DEFINED 03 93025 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 524 17278 SH DEFINED 03 17278 0 0 WESTAMERICA BANCORPORATION COM 957090103 3212 75126 SH DEFINED 03 75126 0 0 WESTCORP INC COM 957907108 363 16619 SH DEFINED 03 16619 0 0 WESTERN DIGITAL CORP COM 958102105 1782 286006 SH DEFINED 03 286006 0 0 WESTERN GAS RES INC COM 958259103 2438 65510 SH DEFINED 03 65510 0 0 WESTERN MULTIPLEX CORP CL A 95874P107 168 75293 SH DEFINED 03 75293 0 0 WESTERN RES INC COM 959425109 1871 109097 SH DEFINED 03 109097 0 0 WESTERN WIRELESS CORP CL A 95988E204 859 98234 SH DEFINED 03 98234 0 0 WESTPOINT STEVENS INC COM 961238102 78 35125 SH DEFINED 03 35125 0 0 WESTPORT RES CORP NEW COM 961418100 877 44632 SH DEFINED 03 44632 0 0 WESTWOOD ONE INC COM 961815107 3422 89233 SH DEFINED 03 89233 0 0 WET SEAL INC CL A 961840105 1261 36643 SH DEFINED 03 36643 0 0 WEYERHAEUSER CO COM 962166104 6993 111243 SH DEFINED 03 111243 0 0 WFS FINL INC COM 92923B106 484 19520 SH DEFINED 03 19520 0 0 WGL HLDGS INC COM 92924F106 3803 141600 SH DEFINED 03 141600 0 0 WHIRLPOOL CORP COM 963320106 2707 35831 SH DEFINED 03 35831 0 0 WHITNEY HLDG CORP COM 966612103 1988 39902 SH DEFINED 03 39902 0 0 WHOLE FOODS MKT INC COM 966837106 236 5163 SH DEFINED 03 5163 0 0 WILD OATS MARKETS INC COM 96808B107 356 42181 SH DEFINED 03 42181 0 0 WILEY JOHN & SONS INC CL A 968223206 1930 73681 SH DEFINED 03 73681 0 0 WILLIAMS COS INC DEL COM 969457100 6080 258054 SH DEFINED 03 258054 0 0 WILLIAMS SONOMA INC COM 969904101 3140 68285 SH DEFINED 03 68285 0 0 WILMINGTON TRUST CORP COM 971807102 1992 29596 SH DEFINED 03 29596 0 0 WILSON GREATBATCH TECHNOLOGI COM 972232102 90 3500 SH DEFINED 03 3500 0 0 WILSONS THE LEATHER EXPERTS COM 972463103 212 17724 SH DEFINED 03 17724 0 0 WIND RIVER SYSTEMS INC COM 973149107 890 65114 SH DEFINED 03 65114 0 0 WINK COMMUNICATIONS COM 974168106 367 203649 SH DEFINED 03 203649 0 0 WINN DIXIE STORES INC COM 974280109 1740 108470 SH DEFINED 03 108470 0 0 WINNEBAGO INDS INC COM 974637100 960 22869 SH DEFINED 03 22869 0 0 WINSTON HOTELS INC COM 97563A102 197 20996 SH DEFINED 03 20996 0 0 WINTRUST FINANCIAL CORP COM 97650W108 380 16817 SH DEFINED 03 16817 0 0 WIRELESS FACILITIES INC COM 97653A103 211 35210 SH DEFINED 03 35210 0 0 WIRELESS HOLDRS TR DEPOSITRY RCPT 97653L208 4570 99008 SH DEFINED 03 99008 0 0 WISCONSIN ENERGY CORP COM 976657106 2564 103053 SH DEFINED 03 103053 0 0 WITNESS SYS INC COM 977424100 257 18297 SH DEFINED 03 18297 0 0 WJ COMMUNICATIONS INC COM 929284107 69 21065 SH DEFINED 03 21065 0 0 WMS INDS INC COM 929297109 690 36299 SH DEFINED 03 36299 0 0 WOLVERINE TUBE INC COM 978093102 103 11798 SH DEFINED 03 11798 0 0 WOLVERINE WORLD WIDE INC COM 978097103 1116 62155 SH DEFINED 03 62155 0 0 WOODHEAD INDS INC COM 979438108 278 15723 SH DEFINED 03 15723 0 0 WOODWARD GOVERNOR CO COM 980745103 878 12760 SH DEFINED 03 12760 0 0 WORLD ACCEP CORP DEL COM 981419104 121 17301 SH DEFINED 03 17301 0 0 WORLD FUEL SVCS CORP COM 981475106 267 13600 SH DEFINED 03 13600 0 0 WORLD WRESTLING FEDN ENTMT I CL A 98156Q108 278 19028 SH DEFINED 03 19028 0 0 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 12916 1916293 SH DEFINED 03 1916293 0 0 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 48 8164 SH DEFINED 03 8164 0 0 WORTHINGTON INDS INC COM 981811102 3035 197597 SH DEFINED 03 197597 0 0 WPP GROUP PLC SPON ADR NEW 929309300 496 8789 SH DEFINED 03 8789 0 0 WPS RESOURCES CORP COM 92931B106 3333 84517 SH DEFINED 03 84517 0 0 WRIGHT MED GROUP INC COM 98235T107 1745 87008 SH DEFINED 03 87008 0 0 WRIGLEY WM JR CO COM 982526105 6775 127082 SH DEFINED 03 127082 0 0 WSFS FINL CORP COM 929328102 214 11793 SH DEFINED 03 11793 0 0 WYETH (C) COM 983024100 5580 85000 SH CALL DEFINED 03 0 0 0 WYETH (P) COM 983024100 5580 85000 SH PUT DEFINED 03 85000 0 0 WYETH COM 983024100 45039 686040 SH DEFINED 03 686040 0 0 WYNDHAM INTL INC CL A 983101106 205 227410 SH DEFINED 03 227410 0 0 X-RITE INC COM 983857103 201 25077 SH DEFINED 03 25077 0 0 XANSER CORP COM 98389J103 116 43258 SH DEFINED 03 43258 0 0 XCEL ENERGY INC COM 98389B100 4648 183341 SH DEFINED 03 183341 0 0 XEROX CORP COM 984121103 4008 372837 SH DEFINED 03 372837 0 0 XICOR INC COM 984903104 348 32778 SH DEFINED 03 32778 0 0 XILINX INC COM 983919101 11240 281773 SH DEFINED 03 281773 0 0 XL CAP LTD CL A G98255105 7514 80491 SH DEFINED 03 80491 0 0 XM SATELLITE RADIO HLDGS INC NOTE 7.750% 3/0 983759AA9 489 400000 SH DEFINED 03 0 0 400000 XM SATELLITE RADIO HLDGS INC CL A 983759101 488 35211 SH DEFINED 03 35211 0 0 XOMA LTD ORD G9825R107 199 23212 SH DEFINED 03 23212 0 0 XTO ENERGY CORP COM 98385X106 972 48472 SH DEFINED 03 48472 0 0 XYBERNAUT CORP COM 984149104 124 77373 SH DEFINED 03 77373 0 0 YAHOO INC COM 984332106 7230 392285 SH DEFINED 03 392285 0 0 YANKEE CANDLE INC COM 984757104 514 22220 SH DEFINED 03 22220 0 0 YELLOW CORP COM 985509108 1176 44572 SH DEFINED 03 44572 0 0 YORK INTL CORP NEW COM 986670107 3235 90115 SH DEFINED 03 90115 0 0 YOUNG BROADCASTING INC CL A 987434107 715 28862 SH DEFINED 03 28862 0 0 ZALE CORP NEW COM 988858106 2018 49716 SH DEFINED 03 49716 0 0 ZARLINK SEMICONDUCTOR INC COM 989139100 104 10800 SH DEFINED 03 10800 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 5536 102354 SH DEFINED 03 102354 0 0 ZENITH NATL INS CORP COM 989390109 369 12629 SH DEFINED 03 12629 0 0 ZIMMER HLDGS INC COM 98956P102 3408 100086 SH DEFINED 03 100086 0 0 ZIONS BANCORPORATION COM 989701107 2993 50512 SH DEFINED 03 50512 0 0 ZIXIT CORP COM 98974P100 122 18859 SH DEFINED 03 18859 0 0 ZOLL MED CORP COM 989922109 630 16427 SH DEFINED 03 16427 0 0 ZOMAX INC MINN COM 989929104 320 43875 SH DEFINED 03 43875 0 0 ZORAN CORP COM 98975F101 1272 29130 SH DEFINED 03 29130 0 0 ZYGO CORP COM 989855101 350 21620 SH DEFINED 03 21620 0 0 ZYMOGENETICS INC COM 98985T109 225 20000 SH DEFINED 03 20000 0 0 1 800 FLOWERS COM CL A 68243Q106 186 13648 SH DEFINED 03 13648 0 0 1-800 CONTACTS INC COM 681977104 128 12041 SH DEFINED 03 12041 0 0 1ST SOURCE CORP COM 336901103 456 19169 SH DEFINED 03 19169 0 0 3-D SYS CORP DEL COM NEW 88554D205 194 12188 SH DEFINED 03 12188 0 0 3-DIMENSIONAL PHARMACEUTICAL COM 88554W104 63 9187 SH DEFINED 03 9187 0 0 3COM CORP COM 885535104 1746 287217 SH DEFINED 03 287217 0 0 3DO CO COM 88553W105 57 56259 SH DEFINED 03 56259 0 0 3TEC ENERGY CORP COM NEW 88575R308 367 21531 SH DEFINED 03 21531 0 0 4 KIDS ENTMT INC COM 350865101 357 17937 SH DEFINED 03 17937 0 0 7-ELEVEN INC COM NEW 817826209 388 34787 SH DEFINED 03 34787 0 0 99 CENTS ONLY STORES COM 65440K106 3073 80162 SH DEFINED 03 80162 0 0 A D C TELECOMMUNICATIONS COM 000886101 173 42462 SH DEFINED 42462 0 0 ABBOTT LABS COM 002824100 4918 93500 SH DEFINED 93500 0 0 ABGENIX INC COM 00339B107 1418 75070 SH DEFINED 75070 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 131 4910 SH DEFINED 4910 0 0 ACE LTD ORD G0070K103 289 6941 SH DEFINED 6941 0 0 ACTERNA CORP COM 00503U105 6204 4135931 SH DEFINED 4135931 0 0 ADELPHIA COMMUNICATIONS CORP NOTE 3.250% 5/0 006848BH7 358 4000 SH DEFINED 4000 0 0 ADOBE SYS INC COM 00724F101 255 6338 SH DEFINED 6338 0 0 ADOLOR CORP COM 00724X102 23411 2099673 SH DEFINED 2099673 0 0 ADVANCED ENERGY INDS COM 007973100 1533 42638 SH DEFINED 42638 0 0 ADVANCED MICRO DEVICES INC COM 007903107 502 34139 SH DEFINED 34139 0 0 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 1754 344634 SH DEFINED 344634 0 0 ADVANCEPCS COM 00790K109 253 8400 SH DEFINED 8400 0 0 AES CORP COM 00130H105 27410 3045512 SH DEFINED 3045512 0 0 AETNA INC NEW COM 00817Y108 298 7686 SH DEFINED 7686 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 68 1216 SH DEFINED 1216 0 0 AFFYMETRIX INC COM 00826T108 1217 41999 SH DEFINED 41999 0 0 AFLAC INC COM 001055102 459 15565 SH DEFINED 15565 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1014 28992 SH DEFINED 28992 0 0 AIR PRODS & CHEMS INC COM 009158106 628 12152 SH DEFINED 12152 0 0 ALASKA COMMUNICATIONS SYS G COM 01167P101 4609 614570 SH DEFINED 614570 0 0 ALBERTO CULVER CO CL B CONV 013068101 166 3080 SH DEFINED 3080 0 0 ALBERTSONS INC COM 013104104 675 20361 SH DEFINED 20361 0 0 ALCAN INC COM 013716105 153 3870 SH DEFINED 3870 0 0 ALCOA INC COM 013817101 4640 122936 SH DEFINED 122936 0 0 ALEXION PHARMACEUTICALS INC NOTE 5.750% 3/1 015351AB5 6759 100500 SH DEFINED 100500 0 0 ALLEGHENY ENERGY INC COM 017361106 138 3344 SH DEFINED 3344 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 71 4296 SH DEFINED 4296 0 0 ALLERGAN INC NOTE 11/0 018490AA0 249470 4040000 SH DEFINED 4040000 0 0 ALLERGAN INC COM 018490102 304 4700 SH DEFINED 4700 0 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 459 35336 SH DEFINED 35336 0 0 ALLSTATE CORP COM 020002101 720 19070 SH DEFINED 19070 0 0 ALLTEL CORP COM 020039103 890 16028 SH DEFINED 16028 0 0 ALPHARMA INC CL A 020813101 558 39000 SH DEFINED 39000 0 0 ALTERA CORP COM 021441100 568 25974 SH DEFINED 25974 0 0 AMAZON COM INC COM 023135106 602 42076 SH DEFINED 42076 0 0 AMBAC FINL GROUP INC COM 023139108 333 5644 SH DEFINED 5644 0 0 AMDOCS LTD ORD G02602103 75 2801 SH DEFINED 0 0 2801 AMERADA HESS CORP COM 023551104 376 4744 SH DEFINED 4744 0 0 AMEREN CORP COM 023608102 157 3681 SH DEFINED 3681 0 0 AMERICA ONLINE INC DEL NOTE 12/0 02364JAC8 72888 1372010 SH DEFINED 0 0 1372010 AMERICAN CAPITAL STRATEGIES COM 024937104 687 22202 SH DEFINED 22202 0 0 AMERICAN ELEC PWR INC COM 025537101 997 21636 SH DEFINED 21636 0 0 AMERICAN EXPRESS CO COM 025816109 4357 106366 SH DEFINED 106366 0 0 AMERICAN GREETINGS CORP CL A 026375105 31 1705 SH DEFINED 1705 0 0 AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 34058 570000 SH DEFINED 570000 0 0 AMERICAN INTL GROUP INC COM 026874107 12245 169734 SH DEFINED 169734 0 0 AMERICAN PWR CONVERSION CORP COM 029066107 155 10458 SH DEFINED 10458 0 0 AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF9 14177 254300 SH DEFINED 254300 0 0 AMERICAN WTR WKS INC COM 030411102 425 9701 SH DEFINED 9701 0 0 AMERISOURCEBERGEN CORP COM 03073E105 190 2780 SH DEFINED 2780 0 0 AMGEN INC COM 031162100 11636 194980 SH DEFINED 194980 0 0 AMR CORP COM 001765106 282 10684 SH DEFINED 10684 0 0 AMSOUTH BANCORPORATION COM 032165102 428 19492 SH DEFINED 19492 0 0 ANADARKO PETE CORP COM 032511107 375 6653 SH DEFINED 6653 0 0 ANALOG DEVICES INC NOTE 4.750%10/0 032654AD7 15180 160000 SH DEFINED 160000 0 0 ANALOG DEVICES INC COM 032654105 1005 22304 SH DEFINED 22304 0 0 ANDREW CORP COM 034425108 588 35172 SH DEFINED 35172 0 0 ANHEUSER BUSCH COS INC COM 035229103 5591 107098 SH DEFINED 107098 0 0 ANIXTER INTL INC NOTE 6/2 035290AC9 9703 375000 SH DEFINED 375000 0 0 ANNTAYLOR STORES CORP COM 036115103 666 15402 SH DEFINED 15402 0 0 AO TATNEFT SPON ADR REG S 03737P306 83 5900 SH DEFINED 5900 0 0 AOL TIME WARNER INC COM 00184A105 12006 507652 SH DEFINED 507652 0 0 AON CORP COM 037389103 1680 48000 SH DEFINED 48000 0 0 APACHE CORP COM 037411105 209 3666 SH DEFINED 3666 0 0 APPLE COMPUTER INC COM 037833100 2023 85482 SH DEFINED 85482 0 0 APPLEBEES INTL INC COM 037899101 73 2000 SH DEFINED 2000 0 0 APPLERA CORP COM AP BIO GRP 038020103 254 11370 SH DEFINED 11370 0 0 APPLERA CORP COM CE GEN GRP 038020202 2688 130798 SH DEFINED 130798 0 0 APPLIED MATLS INC COM 038222105 2910 53613 SH DEFINED 53613 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 128 16012 SH DEFINED 16012 0 0 APRIA HEALTHCARE GROUP INC COM 037933108 627 25600 SH DEFINED 25600 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 446 32012 SH DEFINED 32012 0 0 ARIBA INC COM 04033V104 41 9069 SH DEFINED 9069 0 0 ARROW ELECTRS INC DBCV 2/2 042735AY6 17111 366000 SH DEFINED 366000 0 0 ARTHROCARE CORP COM 043136100 2 100 SH DEFINED 100 0 0 ASHLAND INC COM 044204105 169 3708 SH DEFINED 3708 0 0 ASML HLDG NV N Y SHS N07059111 1231 48506 SH DEFINED 48506 0 0 ASPECT TELECOMMUNICATIONS C SDCV 8/1 045237AE4 160969 5050000 SH DEFINED 5050000 0 0 ASTORIA FINL CORP COM 046265104 70 2400 SH DEFINED 2400 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 905 18244 SH DEFINED 18244 0 0 AT & T CDA INC DEPS RCPT CL B 00207Q202 41663 1547100 SH DEFINED 1547100 0 0 AT&T CORP COM 001957109 8587 546932 SH DEFINED 546932 0 0 AT&T WIRELESS SVCS INC COM 00209A106 1757 196344 SH DEFINED 196344 0 0 ATHEROGENICS INC COM 047439104 520 71812 SH DEFINED 71812 0 0 AUTODESK INC COM 052769106 137 2932 SH DEFINED 2932 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 2333 40030 SH DEFINED 40030 0 0 AUTOZONE INC COM 053332102 1078 15656 SH DEFINED 15656 0 0 AVANEX CORP COM 05348W109 63 15750 SH DEFINED 15750 0 0 AVAYA INC COM 053499109 164 22264 SH DEFINED 22264 0 0 AVENTIS SPONSORED ADR 053561106 770 11200 SH DEFINED 11200 0 0 AVERY DENNISON CORP COM 053611109 359 5876 SH DEFINED 5876 0 0 AVICI SYS INC COM 05367L109 1610 847358 SH DEFINED 847358 0 0 AVON PRODS INC NOTE 7/1 054303AP7 34722 643000 SH DEFINED 643000 0 0 AVON PRODS INC COM 054303102 1967 36218 SH DEFINED 36218 0 0 BAKER HUGHES INC COM 057224107 4642 121366 SH DEFINED 121366 0 0 BALL CORP COM 058498106 138 2932 SH DEFINED 2932 0 0 BALLY TOTAL FITNESS HLDG COR COM 05873K108 320 14600 SH DEFINED 14600 0 0 BANCO SANTANDER CENT HISPANO ADR 05964H105 0 42 SH DEFINED 42 0 0 BANK NEW YORK INC COM 064057102 828 19706 SH DEFINED 19706 0 0 BANK OF AMERICA CORPORATION COM 060505104 32310 475011 SH DEFINED 475011 0 0 BANK ONE CORP COM 06423A103 2399 57431 SH DEFINED 57431 0 0 BARD C R INC COM 067383109 161 2734 SH DEFINED 2734 0 0 BARR LABS INC COM 068306109 151 2300 SH DEFINED 2300 0 0 BAUSCH & LOMB INC COM 071707103 137 3068 SH DEFINED 3068 0 0 BAXTER INTL INC COM 071813109 126671 2128210 SH DEFINED 2128210 0 0 BB&T CORP COM 054937107 470 12337 SH DEFINED 12337 0 0 BCE INC COM 05534B109 81 4600 SH DEFINED 4600 0 0 BEA SYS INC COM 073325102 88 6392 SH DEFINED 6392 0 0 BEAR STEARNS COS INC COM 073902108 385 6142 SH DEFINED 6142 0 0 BECTON DICKINSON & CO COM 075887109 568 15048 SH DEFINED 15048 0 0 BED BATH & BEYOND INC COM 075896100 1744 51683 SH DEFINED 51683 0 0 BELL CDA INTL INC COM 077914109 0 5 SH DEFINED 5 0 0 BELLSOUTH CORP COM 079860102 7394 200590 SH DEFINED 200590 0 0 BEMIS INC COM 081437105 77 1412 SH DEFINED 1412 0 0 BEST BUY INC DBCV 0.684% 6/2 086516AD3 23700 300000 SH DEFINED 0 0 300000 BEST BUY INC COM 086516101 44798 565626 SH DEFINED 565626 0 0 BIG LOTS INC COM 089302103 81 5741 SH DEFINED 5741 0 0 BIOGEN INC COM 090597105 1797 36628 SH DEFINED 36628 0 0 BIOMET INC COM 090613100 215 7944 SH DEFINED 7944 0 0 BLACK & DECKER CORP COM 091797100 199 4272 SH DEFINED 4272 0 0 BLOCK H & R INC COM 093671105 791 17786 SH DEFINED 17786 0 0 BMC SOFTWARE INC COM 055921100 2605 133950 SH DEFINED 133950 0 0 BOEING CO COM 097023105 2576 53396 SH DEFINED 53396 0 0 BOISE CASCADE CORP COM 097383103 112 3104 SH DEFINED 3104 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1891 75374 SH DEFINED 75374 0 0 BP PLC SPONSORED ADR 055622104 2952 55600 SH DEFINED 55600 0 0 BRIGHAM EXPLORATION CO COM 109178103 23260 6666667 SH DEFINED 6666667 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 12223 301874 SH DEFINED 301874 0 0 BROADCOM CORP CL A 111320107 598 16670 SH DEFINED 16670 0 0 BROADVISION INC COM 111412102 360 208269 SH DEFINED 208269 0 0 BROADWING INC COM 111620100 1 100 SH DEFINED 100 0 0 BROOKS AUTOMATION INC COM 11434A100 467 10288 SH DEFINED 10288 0 0 BROWN & BROWN INC COM 115236101 1447 46078 SH DEFINED 46078 0 0 BROWN FORMAN CORP CL B 115637209 266 3652 SH DEFINED 3652 0 0 BRUNSWICK CORP COM 117043109 128 4692 SH DEFINED 4692 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 310 10277 SH DEFINED 10277 0 0 BURLINGTON RES INC COM 122014103 431 10746 SH DEFINED 10746 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1324 58544 SH DEFINED 58544 0 0 CALLAWAY GOLF CO COM 131193104 1348 70014 SH DEFINED 70014 0 0 CALPINE CORP COM 131347106 2445 192502 SH DEFINED 192502 0 0 CAMPBELL SOUP CO COM 134429109 936 34912 SH DEFINED 34912 0 0 CAPITAL ONE FINL CORP COM 14040H105 1603 25100 SH DEFINED 25100 0 0 CAPSTONE TURBINE CORP COM 14067D102 1985 609041 SH DEFINED 609041 0 0 CARDINAL HEALTH INC COM 14149Y108 852 12022 SH DEFINED 12022 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 41301 393810 SH DEFINED 393810 0 0 CARNIVAL CORP COM 143658102 29757 911383 SH DEFINED 911383 0 0 CATERPILLAR INC DEL COM 149123101 1044 18370 SH DEFINED 18370 0 0 CBRL GROUP INC COM 12489V106 108 3804 SH DEFINED 3804 0 0 CELESTICA INC NOTE 8/0 15101QAA6 504 14250 SH DEFINED 14250 0 0 CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC1 18696 195000 SH DEFINED 195000 0 0 CEMEX S A SPON ADR 5 ORD 151290889 110689 3747100 SH DEFINED 3747100 0 0 CENDANT CORP COM 151313103 504 26250 SH DEFINED 26250 0 0 CENTEX CORP COM 152312104 85 1637 SH DEFINED 1637 0 0 CENTURYTEL INC COM 156700106 318 9348 SH DEFINED 9348 0 0 CEPHALON INC COM 156708109 478 7594 SH DEFINED 7594 0 0 CERTEGY INC COM 156880106 48 1200 SH DEFINED 1200 0 0 CHAMPION ENTERPRISES INC COM 158496109 480 60000 SH DEFINED 60000 0 0 CHARLES RIV LABS INTL INC COM 159864107 77603 2503334 SH DEFINED 2503334 0 0 CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB3 26138 300000 SH DEFINED 300000 0 0 CHARTER ONE FINL INC COM 160903100 375 12022 SH DEFINED 12022 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 10990 361525 SH DEFINED 0 0 361525 CHEVRONTEXACO CORP COM 166764100 15199 168378 SH DEFINED 168378 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 1442 43686 SH DEFINED 43686 0 0 CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA7 15548 169000 SH DEFINED 0 0 169000 CHIPPAC INC CL A 169657103 2309 235083 SH DEFINED 0 0 235083 CHIRON CORP COM 170040109 2690 58626 SH DEFINED 58626 0 0 CHUBB CORP COM 171232101 664 9082 SH DEFINED 9082 0 0 CIENA CORP NOTE 3.750% 2/0 171779AA9 6413 100000 SH DEFINED 0 0 100000 CIENA CORP COM 171779101 339 37649 SH DEFINED 37649 0 0 CIGNA CORP COM 125509109 714 7044 SH DEFINED 7044 0 0 CINCINNATI FINL CORP COM 172062101 377 8640 SH DEFINED 8640 0 0 CINERGY CORP COM 172474108 318 8894 SH DEFINED 8894 0 0 CINTAS CORP COM 172908105 1360 27280 SH DEFINED 27280 0 0 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 333 18474 SH DEFINED 18474 0 0 CISCO SYS INC COM 17275R102 19929 1177145 SH DEFINED 1177145 0 0 CITIGROUP INC COM 172967101 27108 547415 SH DEFINED 547415 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 161 14980 SH DEFINED 14980 0 0 CITRIX SYS INC SDCV 3/2 177376AB6 38213 920800 SH DEFINED 920800 0 0 CITRIX SYS INC COM 177376100 189 10966 SH DEFINED 10966 0 0 CLEAR CHANNEL COMMUNICATIONS NOTE 1.500%12/0 184502AE2 70923 734000 SH DEFINED 734000 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 822 15984 SH DEFINED 15984 0 0 CLOROX CO DEL COM 189054109 543 12456 SH DEFINED 12456 0 0 CMS ENERGY CORP COM 125896100 161 7112 SH DEFINED 7112 0 0 COCA COLA CO COM 191216100 21793 417014 SH DEFINED 417014 0 0 COCA COLA ENTERPRISES INC COM 191219104 1027 54688 SH DEFINED 54688 0 0 COGNEX CORP COM 192422103 23 800 SH DEFINED 800 0 0 COLGATE PALMOLIVE CO COM 194162103 4761 83310 SH DEFINED 83310 0 0 COMCAST CORP DBCV 12/1 200300BH3 9302 121000 SH DEFINED 0 0 121000 COMCAST CORP CL A SPL 200300200 576041 18114510 SH DEFINED 18114510 0 0 COMERICA INC COM 200340107 298 4766 SH DEFINED 4766 0 0 COMPAQ COMPUTER CORP COM 204493100 4589 439170 SH DEFINED 439170 0 0 COMPUTER ASSOC INTL INC COM 204912109 908 41490 SH DEFINED 41490 0 0 COMPUTER SCIENCES CORP COM 205363104 14727 290182 SH DEFINED 290182 0 0 COMPUWARE CORP COM 205638109 384 29772 SH DEFINED 29772 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2568 202704 SH DEFINED 202704 0 0 CONAGRA FOODS INC COM 205887102 697 28734 SH DEFINED 28734 0 0 CONCORD EFS INC COM 206197105 4434 133341 SH DEFINED 133341 0 0 CONCURRENT COMPUTER CORP NEW COM 206710204 0 2 SH DEFINED 2 0 0 CONEXANT SYSTEMS INC COM 207142100 277 22964 SH DEFINED 22964 0 0 CONNETICS CORP COM 208192104 1013 104427 SH DEFINED 104427 0 0 CONOCO INC COM 208251504 1067 36558 SH DEFINED 36558 0 0 CONSECO INC COM 208464107 67 18440 SH DEFINED 18440 0 0 CONSOLIDATED EDISON INC COM 209115104 601 14352 SH DEFINED 14352 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 270 8756 SH DEFINED 8756 0 0 CONVERGYS CORP COM 212485106 272 9204 SH DEFINED 9204 0 0 COOPER CAMERON CORP DBCV 5/1 216640AA0 16706 225000 SH DEFINED 225000 0 0 COOPER INDS INC COM 216669101 210 5006 SH DEFINED 5006 0 0 COOPER TIRE & RUBR CO COM 216831107 84 3882 SH DEFINED 3882 0 0 COORS ADOLPH CO CL B 217016104 65 966 SH DEFINED 966 0 0 CORNING INC DBCV 11/0 219350AJ4 173067 3376920 SH DEFINED 3376920 0 0 CORNING INC COM 219350105 949 124533 SH DEFINED 124533 0 0 COST PLUS INC CALIF COM 221485105 148 5400 SH DEFINED 5400 0 0 COSTCO WHSL CORP NEW COM 22160K105 904 22700 SH DEFINED 22700 0 0 COUNTRYWIDE CR INDS INC DEL NOTE 2/0 222372AE4 15668 215000 SH DEFINED 215000 0 0 COUNTRYWIDE CR INDS INC DEL COM 222372104 3347 74787 SH DEFINED 74787 0 0 CRANE CO COM 224399105 87 3192 SH DEFINED 3192 0 0 CREATIVE TECHNOLOGY LTD ORD Y1775U107 2005 165050 SH DEFINED 0 0 165050 CSX CORP DBCV 10/3 126408GA5 2122 25000 SH DEFINED 0 0 25000 CSX CORP COM 126408103 436 11440 SH DEFINED 11440 0 0 CUMMINS INC COM 231021106 52 1105 SH DEFINED 1105 0 0 CVS CORP COM 126650100 359 10451 SH DEFINED 10451 0 0 CYBERSOURCE CORP COM 23251J106 13 6042 SH DEFINED 6042 0 0 CYMER INC COM 232572107 1847 37200 SH DEFINED 37200 0 0 DAIMLERCHRYSLER AG ORD D1668R123 452036 10038555 SH DEFINED 0 0 10038555 DANA CORP COM 235811106 85 3973 SH DEFINED 3973 0 0 DANAHER CORP DEL COM 235851102 2008 28278 SH DEFINED 28278 0 0 DARDEN RESTAURANTS INC COM 237194105 254 6262 SH DEFINED 6262 0 0 DEERE & CO COM 244199105 579 12712 SH DEFINED 12712 0 0 DELL COMPUTER CORP COM 247025109 12160 465741 SH DEFINED 465741 0 0 DELPHI CORP COM 247126105 479 29966 SH DEFINED 29966 0 0 DELTA AIR LINES INC DEL COM 247361108 422 12888 SH DEFINED 12888 0 0 DELTAGEN INC COM 24783R103 45971 6820655 SH DEFINED 6820655 0 0 DELUXE CORP COM 248019101 246 5325 SH DEFINED 5325 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 27753 430954 SH DEFINED 0 0 430954 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 28795 1922251 SH DEFINED 1922251 0 0 DEVON ENERGY CORP NEW DBCV 6/2 25179MAD5 16798 356450 SH DEFINED 356450 0 0 DEVON ENERGY CORP NEW COM 25179M103 12100 250668 SH DEFINED 250668 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 127880 2437200 SH DEFINED 2437200 0 0 DIAGNOSTIC PRODS CORP COM 252450101 91 2100 SH DEFINED 2100 0 0 DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC6 5151 101000 SH DEFINED 101000 0 0 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE2 28105 304250 SH DEFINED 304250 0 0 DILLARDS INC CL A 254067101 146 6135 SH DEFINED 6135 0 0 DISNEY WALT CO COM DISNEY 254687106 4991 216249 SH DEFINED 216249 0 0 DOLLAR GEN CORP COM 256669102 384 23595 SH DEFINED 23595 0 0 DOLLAR TREE STORES INC COM 256747106 236 7200 SH DEFINED 7200 0 0 DOMINION RES INC VA NEW COM 25746U109 1727 26508 SH DEFINED 26508 0 0 DONNELLEY R R & SONS CO COM 257867101 282 9063 SH DEFINED 9063 0 0 DOVER CORP COM 260003108 667 16260 SH DEFINED 16260 0 0 DOW CHEM CO COM 260543103 2368 72363 SH DEFINED 72363 0 0 DOW JONES & CO INC COM 260561105 394 6771 SH DEFINED 6771 0 0 DTE ENERGY CO COM 233331107 594 13050 SH DEFINED 13050 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 2678 56790 SH DEFINED 56790 0 0 DUANE READE INC COM 263578106 110393 3248762 SH DEFINED 3248762 0 0 DUKE ENERGY CORP WHEN ISSUED 264399106 3152 83375 SH DEFINED 83375 0 0 DUPONT PHOTOMASKS INC COM 26613X101 1976 38007 SH DEFINED 38007 0 0 DYNEGY INC NEW CL A 26816Q101 833 28737 SH DEFINED 28737 0 0 E M C CORP MASS COM 268648102 19646 1648124 SH DEFINED 1648124 0 0 E TRADE GROUP INC NOTE 6.000% 2/0 269246AB0 46228 562900 SH DEFINED 562900 0 0 E TRADE GROUP INC COM 269246104 149 15849 SH DEFINED 15849 0 0 EASTMAN CHEM CO COM 277432100 101 2063 SH DEFINED 2063 0 0 EASTMAN KODAK CO COM 277461109 5452 174924 SH DEFINED 174924 0 0 EATON CORP COM 278058102 450 5559 SH DEFINED 5559 0 0 EBAY INC COM 278642103 173 3054 SH DEFINED 3054 0 0 ECOLAB INC COM 278865100 469 10257 SH DEFINED 10257 0 0 EDISON INTL COM 281020107 810 48342 SH DEFINED 48342 0 0 EL PASO CORP DBCV 2/2 28336LAC3 73784 1762000 SH DEFINED 1762000 0 0 EL PASO CORP COM 28336L109 2066 46929 SH DEFINED 46929 0 0 ELAN PLC ADR 284131208 237 17060 SH DEFINED 17060 0 0 ELECTRONIC ARTS INC COM 285512109 2808 46182 SH DEFINED 46182 0 0 ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB0 55350 703970 SH DEFINED 703970 0 0 ELECTRONIC DATA SYS NEW COM 285661104 1036 17861 SH DEFINED 17861 0 0 ELIZABETH ARDEN INC COM 28660G106 856 73448 SH DEFINED 73448 0 0 EMCOR GROUP INC COM 29084Q100 320 5511 SH DEFINED 5511 0 0 EMERSON ELEC CO COM 291011104 1937 33756 SH DEFINED 33756 0 0 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 0 8 SH DEFINED 8 0 0 ENDESA S A SPONSORED ADR 29258N107 1 60 SH DEFINED 60 0 0 ENGELHARD CORP COM 292845104 323 10413 SH DEFINED 10413 0 0 ENSCO INTL INC COM 26874Q100 2449 81240 SH DEFINED 81240 0 0 ENTERGY CORP NEW COM 29364G103 609 14036 SH DEFINED 14036 0 0 ENTRUST INC COM 293848107 23 4562 SH DEFINED 4562 0 0 EOG RES INC COM 26875P101 753 18567 SH DEFINED 18567 0 0 EPCOS AG ADR 29410P107 82 1780 SH DEFINED 1780 0 0 EQUANT N V NY REG SHS 294409107 206 18550 SH DEFINED 18550 0 0 EQUIFAX INC COM 294429105 116 3875 SH DEFINED 3875 0 0 EQUITY OFFICE PROPERTIES TRU COM 294741103 1146 38223 SH DEFINED 38223 0 0 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 624 21726 SH DEFINED 21726 0 0 ERICSSON L M TEL CO ADR CL B SEK10 294821400 111520 26679314 SH DEFINED 26679314 0 0 EUROTRUST A/S SPONSORED ADR 29879R107 518 458591 SH DEFINED 458591 0 0 EXELON CORP COM 30161N101 1713 32346 SH DEFINED 32346 0 0 EXPEDIA INC CL A 302125109 4167 59661 SH DEFINED 59661 0 0 EXPRESS SCRIPTS INC COM 302182100 754 13100 SH DEFINED 13100 0 0 EXXON MOBIL CORP COM 30231G102 38845 886269 SH DEFINED 886269 0 0 FAMILY DLR STORES INC COM 307000109 425 12669 SH DEFINED 12669 0 0 FEDERAL HOME LN MTG CORP COM 313400301 2207 34829 SH DEFINED 34829 0 0 FEDERAL NATL MTG ASSN COM 313586109 2884 36098 SH DEFINED 36098 0 0 FEDERATED DEPT STORES INC DE COM 31410H101 574 14048 SH DEFINED 14048 0 0 FEDEX CORP COM 31428X106 554 9537 SH DEFINED 9537 0 0 FEI CO COM 30241L109 75 2100 SH DEFINED 2100 0 0 FIFTH THIRD BANCORP COM 316773100 1052 15594 SH DEFINED 15594 0 0 FIRST DATA CORP COM 319963104 3323 38085 SH DEFINED 38085 0 0 FIRST TENN NATL CORP COM 337162101 0 1 SH DEFINED 1 0 0 FIRSTENERGY CORP COM 337932107 275 7959 SH DEFINED 7959 0 0 FISERV INC COM 337738108 917 19932 SH DEFINED 19932 0 0 FISHER SCIENTIFIC INTL INC COM NEW 338032204 135209 4811715 SH DEFINED 4811715 0 0 FLEETBOSTON FINL CORP COM 339030108 7378 210787 SH DEFINED 210787 0 0 FLEETWOOD ENTERPRISES INC COM 339099103 52 4840 SH DEFINED 4840 0 0 FLUOR CORP NEW COM 343412102 2159 52926 SH DEFINED 52926 0 0 FOAMEX INTL INC COM 344123104 3071 314988 SH DEFINED 314988 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 32308 1959242 SH DEFINED 1959242 0 0 FOREST LABS INC COM 345838106 1451 17766 SH DEFINED 17766 0 0 FOREST OIL CORP COM PAR $0.01 346091705 1555 52500 SH DEFINED 52500 0 0 FORTUNE BRANDS INC COM 349631101 196 3974 SH DEFINED 3974 0 0 FOUR SEASONS HOTEL INC NOTE 9/2 35100EAD6 18160 634410 SH DEFINED 634410 0 0 FPL GROUP INC COM 302571104 1073 18012 SH DEFINED 18012 0 0 FRANKLIN RES INC COM 354613101 879 20976 SH DEFINED 20976 0 0 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 68 3850 SH DEFINED 3850 0 0 FRONTLINE LTD ORD G3682E127 337 30054 SH DEFINED 30054 0 0 GAMETECH INTERNATIONAL INC COM 36466D102 357 80333 SH DEFINED 80333 0 0 GANNETT INC COM 364730101 1617 21249 SH DEFINED 21249 0 0 GAP INC DEL COM 364760108 4973 330682 SH DEFINED 330682 0 0 GATEWAY INC COM 367626108 110 17330 SH DEFINED 17330 0 0 GENENTECH INC COM NEW 368710406 21201 420238 SH DEFINED 420238 0 0 GENERAL DYNAMICS CORP COM 369550108 770 8194 SH DEFINED 8194 0 0 GENERAL ELEC CO COM 369604103 58939 1573812 SH DEFINED 1573812 0 0 GENERAL MLS INC COM 370334104 12249 250738 SH DEFINED 250738 0 0 GENERAL MTRS CORP COM 370442105 3720 61534 SH DEFINED 61534 0 0 GENERAL MTRS CORP DEB SR CONV B 370442733 38262 1400000 SH DEFINED 1400000 0 0 GENESCO INC COM 371532102 1582 57372 SH DEFINED 57372 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 1352 54586 SH DEFINED 54586 0 0 GENUINE PARTS CO COM 372460105 342 9298 SH DEFINED 9298 0 0 GENZYME CORP COM GENL DIV 372917104 3468 79413 SH DEFINED 79413 0 0 GEORGIA PAC CORP COM 373298108 4339 144890 SH DEFINED 144890 0 0 GETTY IMAGES INC COM 374276103 1650 55064 SH DEFINED 55064 0 0 GILEAD SCIENCES INC COM 375558103 1893 52604 SH DEFINED 52604 0 0 GILLETTE CO COM 375766102 30611 900048 SH DEFINED 900048 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 436 9278 SH DEFINED 9278 0 0 GLOBAL INDS LTD COM 379336100 1434 153668 SH DEFINED 153668 0 0 GLOBAL MARINE INC DBCV 6/2 379352AN7 7781 150000 SH DEFINED 0 0 150000 GLOBESPAN INC NOTE 5.250% 5/1 379571AB8 36935 397150 SH DEFINED 397150 0 0 GLOBESPANVIRATA INC COM 37957V106 4371 292945 SH DEFINED 292945 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 535 8429 SH DEFINED 8429 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 933 10340 SH DEFINED 10340 0 0 GOODRICH CORP COM 382388106 172 5440 SH DEFINED 5440 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 223 8726 SH DEFINED 8726 0 0 GRAINGER W W INC COM 384802104 281 5004 SH DEFINED 5004 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 931 33400 SH DEFINED 33400 0 0 GREAT LAKES CHEM CORP COM 390568103 76 2684 SH DEFINED 2684 0 0 GROUPE DANONE SPONSORED ADR 399449107 152 6420 SH DEFINED 6420 0 0 GUIDANT CORP COM 401698105 384 8875 SH DEFINED 8875 0 0 HALLIBURTON CO COM 406216101 322 18866 SH DEFINED 18866 0 0 HANCOCK JOHN FINL SVCS INC COM 41014S106 351 9188 SH DEFINED 9188 0 0 HARLEY DAVIDSON INC COM 412822108 1157 20992 SH DEFINED 20992 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 295 26100 SH DEFINED 26100 0 0 HARRAHS ENTMT INC COM 413619107 266 6002 SH DEFINED 6002 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 447 6557 SH DEFINED 6557 0 0 HASBRO INC COM 418056107 146 9240 SH DEFINED 9240 0 0 HCA INC COM 404119109 1308 29684 SH DEFINED 29684 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 2 100 SH DEFINED 100 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 268 12930 SH DEFINED 12930 0 0 HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF8 10034 104110 SH DEFINED 104110 0 0 HEALTHSOUTH CORP COM 421924101 151 10492 SH DEFINED 10492 0 0 HEINZ H J CO COM 423074103 586 14124 SH DEFINED 14124 0 0 HELLENIC TELECOM ORGANIZATN SPONSORED ADR 423325307 28 3800 SH DEFINED 3800 0 0 HERCULES INC COM 427056106 77 5804 SH DEFINED 5804 0 0 HERSHEY FOODS CORP COM 427866108 497 7254 SH DEFINED 7254 0 0 HEWLETT PACKARD CO COM 428236103 2441 136052 SH DEFINED 136052 0 0 HIBERNIA FOODS PLC SPONSORED ADR 428660104 508 95238 SH DEFINED 0 0 95238 HILTON HOTELS CORP NOTE 5.000% 5/1 432848AL3 30004 315000 SH DEFINED 315000 0 0 HILTON HOTELS CORP COM 432848109 285 19954 SH DEFINED 19954 0 0 HOME DEPOT INC COM 437076102 7881 162132 SH DEFINED 162132 0 0 HONEYWELL INTL INC COM 438516106 832 21748 SH DEFINED 21748 0 0 HOUSEHOLD INTL INC COM 441815107 1743 30682 SH DEFINED 30682 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 484 8300 SH DEFINED 8300 0 0 HUANENG PWR INTL INC NOTE 1.750% 5/2 443304AA8 19444 150000 SH DEFINED 0 0 150000 HUMAN GENOME SCIENCES INC COM 444903108 508 23302 SH DEFINED 23302 0 0 HUMANA INC COM 444859102 122 9024 SH DEFINED 9024 0 0 HUNTINGTON BANCSHARES INC COM 446150104 134 6819 SH DEFINED 6819 0 0 HUTCHINSON TECHNOLOGY INC NOTE 6.000% 3/1 448407AC0 14296 147950 SH DEFINED 147950 0 0 HYPERION SOLUTIONS CORP COM 44914M104 1646 60932 SH DEFINED 60932 0 0 ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM2 15645 140000 SH DEFINED 140000 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 3734 58076 SH DEFINED 58076 0 0 IGEN INC COM 449536101 2083 55000 SH DEFINED 55000 0 0 ILLINOIS TOOL WKS INC COM 452308109 1179 16296 SH DEFINED 16296 0 0 IMC GLOBAL INC COM 449669100 487 33000 SH DEFINED 33000 0 0 IMMUNEX CORP NEW COM 452528102 2377 78538 SH DEFINED 78538 0 0 IMS HEALTH INC COM 449934108 193 8603 SH DEFINED 8603 0 0 INDUSTRI-MATEMATIK INTL CORP COM 455792101 77 74000 SH DEFINED 74000 0 0 INDYMAC BANCORP INC COM 456607100 850 34400 SH DEFINED 34400 0 0 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 160 7063 SH DEFINED 7063 0 0 INFOCUS CORP COM 45665B106 133 7322 SH DEFINED 7322 0 0 ING GROUP N V SPONSORED ADR 456837103 120 4454 SH DEFINED 4454 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 449 8986 SH DEFINED 8986 0 0 INKTOMI CORP COM 457277101 61 17786 SH DEFINED 17786 0 0 INNOVEDA INC COM 45769F102 18925 9509916 SH DEFINED 9509916 0 0 INSITUFORM TECHNOLOGIES INC CL A 457667103 136 5400 SH DEFINED 5400 0 0 INTEL CORP COM 458140100 71575 2353681 SH DEFINED 2353681 0 0 INTERDENT INC COM NEW 45865R208 107 274926 SH DEFINED 274926 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 17188 165266 SH DEFINED 165266 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 247 7072 SH DEFINED 7072 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 149 2394 SH DEFINED 2394 0 0 INTERPUBLIC GROUP COS INC NOTE 1.800% 9/1 460690AF7 25250 253450 SH DEFINED 253450 0 0 INTERPUBLIC GROUP COS INC COM 460690100 692 20200 SH DEFINED 20200 0 0 INTL PAPER CO DBCV 6/2 460146BM4 95602 1879160 SH DEFINED 1879160 0 0 INTL PAPER CO COM 460146103 554 12890 SH DEFINED 12890 0 0 INTRABIOTICS PHARMACEUTICALS COM 46116T100 9253 2643599 SH DEFINED 2643599 0 0 INTUIT COM 461202103 564 14698 SH DEFINED 14698 0 0 INVESTORS FINL SERVICES CORP COM 461915100 1506 19800 SH DEFINED 19800 0 0 INVITROGEN CORP COM 46185R100 626 18232 SH DEFINED 18232 0 0 ITT INDS INC IND COM 450911102 298 4728 SH DEFINED 4728 0 0 IVAX CORP NOTE 4.500% 5/1 465823AG7 24075 300000 SH DEFINED 300000 0 0 IVAX CORP COM 465823102 5 306 SH DEFINED 306 0 0 I2 TECHNOLOGIES INC COM 465754109 79 15594 SH DEFINED 15594 0 0 J P MORGAN CHASE & CO COM 46625H100 6795 190594 SH DEFINED 190594 0 0 JABIL CIRCUIT INC COM 466313103 124 5273 SH DEFINED 5273 0 0 JARDINE FLEMING INDIA FD INC COM 471112102 34 4200 SH DEFINED 4200 0 0 JDA SOFTWARE GROUP INC COM 46612K108 878 27546 SH DEFINED 27546 0 0 JDS UNIPHASE CORP COM 46612J101 23050 3913394 SH DEFINED 3913394 0 0 JEFFERSON PILOT CORP COM 475070108 202 4024 SH DEFINED 4024 0 0 JOHNSON & JOHNSON COM 478160104 13257 204115 SH DEFINED 204115 0 0 JOHNSON CTLS INC COM 478366107 207 2344 SH DEFINED 2344 0 0 JONES APPAREL GROUP INC COM 480074103 117 3355 SH DEFINED 3355 0 0 JUNIPER NETWORKS INC COM 48203R104 43 3377 SH DEFINED 3377 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 421 46729 SH DEFINED 46729 0 0 K MART CORP COM 482584109 2345 1465700 SH DEFINED 1465700 0 0 KANEB SERVICES LLC COM 484173109 9179 410713 SH DEFINED 410713 0 0 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 54 3400 SH DEFINED 3400 0 0 KB HOME COM 48666K109 58 1346 SH DEFINED 1346 0 0 KELLOGG CO COM 487836108 365 10871 SH DEFINED 10871 0 0 KERR MCGEE CORP COM 492386107 200 3179 SH DEFINED 3179 0 0 KEYCORP NEW COM 493267108 352 13225 SH DEFINED 13225 0 0 KEYSPAN CORP COM 49337W100 135 3720 SH DEFINED 3720 0 0 KIMBERLY CLARK CORP COM 494368103 1386 21445 SH DEFINED 21445 0 0 KINDER MORGAN INC KANS COM 49455P101 160 3306 SH DEFINED 3306 0 0 KING PHARMACEUTICALS INC COM 495582108 242 6909 SH DEFINED 6909 0 0 KLA-TENCOR CORP COM 482480100 409 6148 SH DEFINED 6148 0 0 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 770 53150 SH DEFINED 53150 0 0 KNIGHT RIDDER INC COM 499040103 154 2249 SH DEFINED 2249 0 0 KOHLS CORP COM 500255104 4307 60531 SH DEFINED 60531 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 9210 304774 SH DEFINED 304774 0 0 KOREA TELECOM SPONSORED ADR 50063P103 373 15548 SH DEFINED 15548 0 0 KROGER CO COM 501044101 55874 2521407 SH DEFINED 2521407 0 0 KULICKE & SOFFA INDS INC NOTE 4.750%12/1 501242AE1 24798 228290 SH DEFINED 228290 0 0 L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 6/0 502424AB0 22088 147250 SH DEFINED 147250 0 0 LAFARGE NORTH AMERICA INC COM 505862102 11316 261700 SH DEFINED 261700 0 0 LAM RESEARCH CORP COM 512807108 20275 691498 SH DEFINED 691498 0 0 LASTMINUTE COM PLC SPONSORED ADR 518129101 55223 13371280 SH DEFINED 0 0 13371280 LEARN2 CORP COM 52201Y103 7 54995 SH DEFINED 54995 0 0 LECROY CORP COM 52324W109 92 5191 SH DEFINED 5191 0 0 LEGG MASON INC NOTE 6/0 524901AG0 18188 375000 SH DEFINED 375000 0 0 LEGGETT & PLATT INC COM 524660107 130 5255 SH DEFINED 5255 0 0 LEHMAN BROS HLDGS INC COM 524908100 487 7532 SH DEFINED 7532 0 0 LENNAR CORP COM 526057104 880 16684 SH DEFINED 16684 0 0 LEXMARK INTL NEW CL A 529771107 262 4588 SH DEFINED 4588 0 0 LILLY ELI & CO COM 532457108 13457 176595 SH DEFINED 176595 0 0 LIMITED INC COM 532716107 385 21534 SH DEFINED 21534 0 0 LINCOLN NATL CORP IND COM 534187109 257 5067 SH DEFINED 5067 0 0 LINEAR TECHNOLOGY CORP COM 535678106 445 10053 SH DEFINED 10053 0 0 LIZ CLAIBORNE INC COM 539320101 80 2814 SH DEFINED 2814 0 0 LOCKHEED MARTIN CORP COM 539830109 683 11858 SH DEFINED 11858 0 0 LOEWS CORP COM 540424108 799 13642 SH DEFINED 13642 0 0 LOUISIANA PAC CORP COM 546347105 30 2794 SH DEFINED 2794 0 0 LOWES COS INC COM 548661107 1083 24909 SH DEFINED 24909 0 0 LSI LOGIC CORP NOTE 4.000% 2/1 502161AE2 85875 1000000 SH DEFINED 1000000 0 0 LSI LOGIC CORP COM 502161102 167 9811 SH DEFINED 9811 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1571 332108 SH DEFINED 332108 0 0 LVMH MOET HENNESSY LOU VUITT SPONSORED ADR 502441207 238 23480 SH DEFINED 23480 0 0 MAGNA INTL INC SDCV 4.875% 2/1 559222AG9 28357 270710 SH DEFINED 270710 0 0 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 140 8000 SH DEFINED 8000 0 0 MANOR CARE INC NEW COM 564055101 1335 57276 SH DEFINED 57276 0 0 MANUFACTURERS SVCS LTD COM 565005105 84467 16058333 SH DEFINED 16058333 0 0 MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB9 6431 75000 SH DEFINED 75000 0 0 MANUGISTICS GROUP INC COM 565011103 0 2 SH DEFINED 2 0 0 MARATHON OIL CORP COM 565849106 477 16550 SH DEFINED 16550 0 0 MARRIOTT INTL INC NEW CL A 571903202 366 8145 SH DEFINED 8145 0 0 MARSH & MCLENNAN COS INC COM 571748102 952 8445 SH DEFINED 8445 0 0 MARSHALL & ILSLEY CORP COM 571834100 178 2862 SH DEFINED 2862 0 0 MASCO CORP NOTE 7/2 574599AW6 70219 1750000 SH DEFINED 1750000 0 0 MASCO CORP COM 574599106 337 12274 SH DEFINED 12274 0 0 MATTEL INC COM 577081102 241 11544 SH DEFINED 11544 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1055 18937 SH DEFINED 18937 0 0 MAY DEPT STORES CO COM 577778103 273 7835 SH DEFINED 7835 0 0 MAYTAG CORP COM 578592107 91 2053 SH DEFINED 2053 0 0 MBIA INC COM 55262C100 217 3969 SH DEFINED 3969 0 0 MBL INTL FIN BERMUDA TR NOTE 3.000%11/3 55262XAA2 346445 4441600 SH DEFINED 4441600 0 0 MBNA CORP COM 55262L100 987 25584 SH DEFINED 25584 0 0 MCDATA CORP CL A 580031201 3 243 SH DEFINED 0 0 243 MCDERMOTT INTL INC COM 580037109 26 1650 SH DEFINED 1650 0 0 MCDONALDS CORP COM 580135101 1795 64679 SH DEFINED 64679 0 0 MCGRAW HILL COS INC COM 580645109 353 5173 SH DEFINED 5173 0 0 MCKESSON CORP COM 58155Q103 3099 82788 SH DEFINED 82788 0 0 MEADWESTVACO CORP COM 583334107 176 5312 SH DEFINED 5312 0 0 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 0 2 SH DEFINED 2 0 0 MEDIMMUNE INC COM 584699102 2731 69436 SH DEFINED 69436 0 0 MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 195894 1929990 SH DEFINED 1929990 0 0 MEDTRONIC INC COM 585055106 1591 35192 SH DEFINED 35192 0 0 MELLON FINL CORP COM 58551A108 552 14314 SH DEFINED 14314 0 0 MENTOR CORP MINN COM 587188103 4 100 SH DEFINED 100 0 0 MERCK & CO INC COM 589331107 18185 315825 SH DEFINED 315825 0 0 MERCURY INTERACTIVE CORP COM 589405109 2195 58300 SH DEFINED 58300 0 0 MEREDITH CORP COM 589433101 112 2640 SH DEFINED 2640 0 0 MERRILL LYNCH & CO INC NOTE 5/2 590188A65 15517 291390 SH DEFINED 291390 0 0 MERRILL LYNCH & CO INC FRNT 3/1 590188A73 86206 830140 SH DEFINED 830140 0 0 MERRILL LYNCH & CO INC COM 590188108 2599 46922 SH DEFINED 46922 0 0 METLIFE INC COM 59156R108 1222 38802 SH DEFINED 38802 0 0 METRIS COS INC COM 591598107 132 6600 SH DEFINED 6600 0 0 METROMEDIA INTL GROUP INC COM 591695101 20 63852 SH DEFINED 63852 0 0 MGI PHARMA INC COM 552880106 14 1000 SH DEFINED 1000 0 0 MGIC INVT CORP WIS COM 552848103 434 6344 SH DEFINED 6344 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 69 1649 SH DEFINED 1649 0 0 MICROMUSE INC COM 595094103 81 9254 SH DEFINED 9254 0 0 MICRON TECHNOLOGY INC COM 595112103 1579 47986 SH DEFINED 47986 0 0 MICROSOFT CORP COM 594918104 431661 7157365 SH DEFINED 7157365 0 0 MICROSTRATEGY INC CL A 594972101 724 237400 SH DEFINED 237400 0 0 MILLENNIUM PHARMACEUTICALS I COM 599902103 1853 83044 SH DEFINED 83044 0 0 MILLIPORE CORP COM 601073109 113 2554 SH DEFINED 2554 0 0 MINNESOTA MNG & MFG CO COM 604059105 5011 43572 SH DEFINED 43572 0 0 MIRANT CORP DBCV 2.500% 6/1 604675AB4 36225 450000 SH DEFINED 450000 0 0 MIRANT CORP COM 604675108 230 15936 SH DEFINED 15936 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1236 33800 SH DEFINED 33800 0 0 MOLEX INC COM 608554101 360 10392 SH DEFINED 10392 0 0 MONY GROUP INC COM 615337102 1121 27796 SH DEFINED 27796 0 0 MOODYS CORP COM 615369105 343 8344 SH DEFINED 8344 0 0 MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 6573 114691 SH DEFINED 114691 0 0 MOTOROLA INC COM 620076109 19230 1354240 SH DEFINED 1354240 0 0 MULTILINK TECHNOLOGY CORP CL A 62544T109 518 231200 SH DEFINED 0 0 231200 NABORS INDS INC DBCV 6/2 629568AD8 22838 350000 SH DEFINED 0 0 350000 NABORS INDS INC DBCV 2/0 629568AF3 52670 920000 SH DEFINED 920000 0 0 NABORS INDS INC COM 629568106 159 3768 SH DEFINED 3768 0 0 NASDAQ 100 TR UNIT SER 1 631100104 31502 873600 SH DEFINED 873600 0 0 NATIONAL BK GREECE S A SPONSORED ADR 633643408 160 37466 SH DEFINED 37466 0 0 NATIONAL CITY CORP COM 635405103 1192 38763 SH DEFINED 38763 0 0 NATIONAL GRID GROUP PLC SPONSORED ADR 636274102 0 9 SH DEFINED 9 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 320 9502 SH DEFINED 9502 0 0 NATIONAL-OILWELL INC COM 637071101 540 21315 SH DEFINED 21315 0 0 NAVISTAR INTL CORP NEW COM 63934E108 71 1602 SH DEFINED 1602 0 0 NCO GROUP INC COM 628858102 1413 50884 SH DEFINED 50884 0 0 NCR CORP NEW COM 62886E108 286 6398 SH DEFINED 6398 0 0 NETWORK APPLIANCE INC COM 64120L104 364 17858 SH DEFINED 17858 0 0 NETWORKS ASSOCS INC COM 640938106 290 12000 SH DEFINED 12000 0 0 NEW YORK TIMES CO CL A 650111107 386 8066 SH DEFINED 8066 0 0 NEWELL RUBBERMAID INC COM 651229106 456 14276 SH DEFINED 14276 0 0 NEWFIELD EXPL CO COM 651290108 0 1 SH DEFINED 1 0 0 NEWMONT MINING CORP COM 651639106 686 24777 SH DEFINED 24777 0 0 NEWPOWER HLDGS INC COM 652463100 1368 3696283 SH DEFINED 3696283 0 0 NEWS AMER INC NOTE 2/2 652482AZ3 27507 583700 SH DEFINED 583700 0 0 NEWS CORP LTD SP ADR PFD 652487802 10756 448165 SH DEFINED 448165 0 0 NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/0 65332VBC6 8287 149990 SH DEFINED 149990 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 137 25427 SH DEFINED 25427 0 0 NEXTEL PARTNERS INC CL A 65333F107 171769 28533133 SH DEFINED 0 0 28533133 NICOR INC COM 654086107 108 2370 SH DEFINED 2370 0 0 NIKE INC CL B 654106103 2414 40220 SH DEFINED 40220 0 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 5225 270000 SH DEFINED 270000 0 0 NISOURCE INC COM 65473P105 255 11100 SH DEFINED 11100 0 0 NOBLE DRILLING CORP COM 655042109 1890 45662 SH DEFINED 45662 0 0 NOKIA CORP SPONSORED ADR 654902204 689226 33231706 SH DEFINED 33231706 0 0 NORDSTROM INC COM 655664100 165 6745 SH DEFINED 6745 0 0 NORFOLK SOUTHERN CORP COM 655844108 495 20676 SH DEFINED 20676 0 0 NORTEL NETWORKS CORP NEW COM 656568102 145 32286 SH DEFINED 32286 0 0 NORTHERN TR CORP COM 665859104 393 6534 SH DEFINED 6534 0 0 NORTHROP GRUMMAN CORP COM 666807102 667 5900 SH DEFINED 5900 0 0 NOVAMED EYECARE INC COM 66986W108 54 77919 SH DEFINED 77919 0 0 NOVELL INC COM 670006105 75 19398 SH DEFINED 19398 0 0 NOVELLUS SYS INC COM 670008101 415 7670 SH DEFINED 7670 0 0 NOVEN PHARMACEUTICALS INC COM 670009109 195 9400 SH DEFINED 9400 0 0 NTN COMMUNUNICATIONS INC COM NEW 629410309 78 70640 SH DEFINED 70640 0 0 NUCOR CORP COM 670346105 267 4158 SH DEFINED 4158 0 0 NVIDIA CORP COM 67066G104 1310 29534 SH DEFINED 29534 0 0 NYFIX INC COM 670712108 27 1800 SH DEFINED 1800 0 0 OAKWOOD HOMES CORP COM NEW 674098207 321 44640 SH DEFINED 44640 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 583 19984 SH DEFINED 19984 0 0 OCEAN ENERGY INC DEL COM 67481E106 524 26500 SH DEFINED 26500 0 0 OFFICE DEPOT INC COM 676220106 306 15424 SH DEFINED 15424 0 0 OMNICOM GROUP INC NOTE 2/0 681919AK2 6438 62500 SH DEFINED 62500 0 0 OMNICOM GROUP INC COM 681919106 469 4970 SH DEFINED 4970 0 0 ONEOK INC NEW COM 682680103 6968 334212 SH DEFINED 334212 0 0 ONI SYSTEMS CORP COM 68273F103 845 137004 SH DEFINED 137004 0 0 ORACLE CORP COM 68389X105 18489 1444432 SH DEFINED 1444432 0 0 OSHKOSH TRUCK CORP COM 688239201 1427 25074 SH DEFINED 25074 0 0 OVERTURE SVCS INC COM 69039R100 389 13945 SH DEFINED 13945 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 1551 23278 SH DEFINED 23278 0 0 PACCAR INC COM 693718108 300 4102 SH DEFINED 4102 0 0 PACTIV CORP COM 695257105 171 8522 SH DEFINED 8522 0 0 PALL CORP COM 696429307 134 6534 SH DEFINED 6534 0 0 PALM INC COM 696642107 460 115308 SH DEFINED 115308 0 0 PARADYNE NETWORKS INC COM 69911G107 4539 1464208 SH DEFINED 1464208 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 91 15100 SH DEFINED 15100 0 0 PARKER HANNIFIN CORP COM 701094104 313 6266 SH DEFINED 6266 0 0 PAYCHEX INC COM 704326107 7172 180644 SH DEFINED 180644 0 0 PENNEY J C INC COM 708160106 146 7056 SH DEFINED 7056 0 0 PENNZOIL-QUAKER STATE COMPAN COM 709323109 0 1 SH DEFINED 1 0 0 PEOPLES ENERGY CORP COM 711030106 75 1896 SH DEFINED 1896 0 0 PEOPLESOFT INC COM 712713106 355 9714 SH DEFINED 9714 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 10 600 SH DEFINED 600 0 0 PEPSI BOTTLING GROUP INC COM 713409100 395 15260 SH DEFINED 15260 0 0 PEPSICO INC COM 713448108 4820 93584 SH DEFINED 93584 0 0 PERFORMANCE FOOD GROUP CO NOTE 5.500%10/1 713755AA4 18225 150000 SH DEFINED 150000 0 0 PERFORMANCE FOOD GROUP CO COM 713755106 1197 36658 SH DEFINED 36658 0 0 PERKINELMER INC DEBT 8/0 714046AA7 5075 100000 SH DEFINED 0 0 100000 PERKINELMER INC COM 714046109 122 6568 SH DEFINED 6568 0 0 PETRO-CDA COM 71644E102 738 28600 SH DEFINED 28600 0 0 PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 861 132300 SH DEFINED 132300 0 0 PFIZER INC COM 717081103 38764 975443 SH DEFINED 975443 0 0 PG&E CORP COM 69331C108 489 20750 SH DEFINED 20750 0 0 PHARMACIA CORP COM 71713U102 3687 81780 SH DEFINED 81780 0 0 PHARSIGHT CORP COM 71721Q101 3518 1804350 SH DEFINED 1804350 0 0 PHELPS DODGE CORP COM 717265102 1314 31210 SH DEFINED 31210 0 0 PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 226 9631 SH DEFINED 9631 0 0 PHILIP MORRIS COS INC COM 718154107 11790 223855 SH DEFINED 223855 0 0 PHILLIPS PETE CO COM 718507106 1281 20394 SH DEFINED 20394 0 0 PHOTON DYNAMICS INC COM 719364101 1496 29394 SH DEFINED 29394 0 0 PINNACLE WEST CAP CORP COM 723484101 103 2264 SH DEFINED 2264 0 0 PITNEY BOWES INC COM 724479100 1834 42844 SH DEFINED 42844 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 4185 166386 SH DEFINED 166386 0 0 PLUM CREEK TIMBER CO INC COM 729251108 290 9768 SH DEFINED 9768 0 0 PMC-SIERRA INC COM 69344F106 234 14352 SH DEFINED 14352 0 0 PNC FINL SVCS GROUP INC COM 693475105 937 15244 SH DEFINED 15244 0 0 POGO PRODUCING CO COM 730448107 120 3800 SH DEFINED 3800 0 0 POLYCOM INC COM 73172K104 788 32014 SH DEFINED 32014 0 0 POWER-ONE INC COM 739308104 34 4216 SH DEFINED 4216 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 860 66814 SH DEFINED 66814 0 0 PPG INDS INC COM 693506107 496 9028 SH DEFINED 9028 0 0 PPL CORP COM 69351T106 200 5040 SH DEFINED 5040 0 0 PRAXAIR INC COM 74005P104 257 4302 SH DEFINED 4302 0 0 PREMIER FARNELL PLC SP ADR PREF CV 74050U206 24 1200 SH DEFINED 1200 0 0 PRICE T ROWE GROUP INC COM 74144T108 128 3298 SH DEFINED 3298 0 0 PROCTER & GAMBLE CO COM 742718109 13174 146230 SH DEFINED 146230 0 0 PROGRESS ENERGY INC COM 743263105 585 11700 SH DEFINED 11700 0 0 PROGRESSIVE CORP OHIO COM 743315103 653 3922 SH DEFINED 3922 0 0 PROTEIN DESIGN LABS INC COM 74369L103 417 24324 SH DEFINED 24324 0 0 PROVIDIAN FINL CORP COM 74406A102 66 8701 SH DEFINED 8701 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 632 13810 SH DEFINED 13810 0 0 PULTE HOMES INC COM 745867101 77 1614 SH DEFINED 1614 0 0 QLOGIC CORP COM 747277101 5431 109678 SH DEFINED 109678 0 0 QUALCOMM INC COM 747525103 4276 113615 SH DEFINED 113615 0 0 QUANTA SVCS INC COM 74762E102 80 4600 SH DEFINED 4600 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 57 3199 SH DEFINED 3199 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 2817 342646 SH DEFINED 342646 0 0 RADIAN GROUP INC COM 750236101 972 19800 SH DEFINED 19800 0 0 RADIOSHACK CORP COM 750438103 144 4794 SH DEFINED 4794 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 254 16040 SH DEFINED 16040 0 0 RAYTHEON CO COM NEW 755111507 860 20960 SH DEFINED 20960 0 0 REDBACK NETWORKS INC NOTE 5.000% 4/0 757209AB7 12794 243700 SH DEFINED 243700 0 0 REEBOK INTL LTD DBCV 4.250% 3/0 758110AE0 49258 476500 SH DEFINED 476500 0 0 REEBOK INTL LTD COM 758110100 85 3150 SH DEFINED 3150 0 0 REGIONS FINL CORP COM 758940100 418 12164 SH DEFINED 12164 0 0 RELIANT ENERGY INC COM 75952J108 273 10574 SH DEFINED 10574 0 0 REVLON INC CL A 761525500 123 19000 SH DEFINED 19000 0 0 RIVERDEEP GROUP PLC ADR 76870Q109 11314 506197 SH DEFINED 506197 0 0 ROBERT HALF INTL INC COM 770323103 277 9382 SH DEFINED 9382 0 0 ROCKWELL AUTOMATION INC COM 773903109 198 9864 SH DEFINED 9864 0 0 ROCKWELL COLLINS INC COM 774341101 248 9816 SH DEFINED 9816 0 0 ROHM & HAAS CO COM 775371107 498 11792 SH DEFINED 11792 0 0 ROWAN COS INC COM 779382100 116 5014 SH DEFINED 5014 0 0 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 4157 76526 SH DEFINED 76526 0 0 RYDER SYS INC COM 783549108 95 3204 SH DEFINED 3204 0 0 SABRE HLDGS CORP CL A 785905100 336 7202 SH DEFINED 7202 0 0 SAFECO CORP COM 786429100 219 6834 SH DEFINED 6834 0 0 SAFEWAY INC COM NEW 786514208 7227 160520 SH DEFINED 160520 0 0 SANMINA SCI CORP SDCV 9/1 800907AD9 9031 250000 SH DEFINED 250000 0 0 SANMINA SCI CORP COM 800907107 201 17109 SH DEFINED 17109 0 0 SAPIENT CORP COM 803062108 138 29098 SH DEFINED 29098 0 0 SAPPI LTD SPON ADR NEW 803069202 9 700 SH DEFINED 700 0 0 SARA LEE CORP COM 803111103 872 42010 SH DEFINED 42010 0 0 SAVVIS COMMUNICATIONS CORP COM 805423100 269 349932 SH DEFINED 349932 0 0 SBC COMMUNICATIONS INC COM 78387G103 15187 405645 SH DEFINED 405645 0 0 SCHERING PLOUGH CORP COM 806605101 9524 304270 SH DEFINED 304270 0 0 SCHLUMBERGER LTD COM 806857108 2349 39942 SH DEFINED 39942 0 0 SCHWAB CHARLES CORP NEW COM 808513105 581 44386 SH DEFINED 44386 0 0 SCIENTIFIC ATLANTA INC COM 808655104 97 4184 SH DEFINED 4184 0 0 SEALED AIR CORP NEW COM 81211K100 1181 25080 SH DEFINED 25080 0 0 SEALED AIR CORP NEW PFD CV A $2 81211K209 45850 1000000 SH DEFINED 1000000 0 0 SEARS ROEBUCK & CO COM 812387108 442 8629 SH DEFINED 8629 0 0 SEMPRA ENERGY COM 816851109 279 11082 SH DEFINED 11082 0 0 SEPRACOR INC SDCV 5.000% 2/1 817315AL8 4305 70000 SH DEFINED 70000 0 0 SGL CARBON AG SPONSORED ADR 784188203 523 71000 SH DEFINED 71000 0 0 SHAW GROUP INC NOTE 5/0 820280AC9 15914 290000 SH DEFINED 290000 0 0 SHAW GROUP INC COM 820280105 974 35400 SH DEFINED 35400 0 0 SHERWIN WILLIAMS CO COM 824348106 220 7722 SH DEFINED 7722 0 0 SHIRE PHARMACEUTICALS GRP SPONSORED ADR 82481R106 1455 62000 SH DEFINED 62000 0 0 SIEBEL SYS INC COM 826170102 464 14226 SH DEFINED 14226 0 0 SIGMA ALDRICH CORP COM 826552101 419 8924 SH DEFINED 8924 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 508 20656 SH DEFINED 20656 0 0 SMITH INTL INC COM 832110100 1655 24428 SH DEFINED 24428 0 0 SNAP ON INC COM 833034101 53 1548 SH DEFINED 1548 0 0 SOLECTRON CORP NOTE 11/2 834182AL1 77164 1710000 SH DEFINED 1710000 0 0 SOLECTRON CORP COM 834182107 215 27528 SH DEFINED 27528 0 0 SONUS NETWORKS INC COM 835916107 409 156284 SH DEFINED 156284 0 0 SONY CORP ADR NEW 835699307 35611 688800 SH DEFINED 688800 0 0 SOUTHERN CO COM 842587107 1272 48009 SH DEFINED 48009 0 0 SOUTHTRUST CORP COM 844730101 489 18534 SH DEFINED 18534 0 0 SOUTHWEST AIRLS CO COM 844741108 8125 419894 SH DEFINED 419894 0 0 SOVEREIGN BANCORP INC COM 845905108 1402 99766 SH DEFINED 99766 0 0 SPRINT CORP COM FON GROUP 852061100 674 44075 SH DEFINED 44075 0 0 SPRINT CORP PCS COM SER 1 852061506 297 28891 SH DEFINED 28891 0 0 SPX CORP NOTE 5/0 784635AF1 35563 500000 SH DEFINED 500000 0 0 ST JUDE MED INC COM 790849103 359 4656 SH DEFINED 4656 0 0 ST PAUL COS INC COM 792860108 509 11094 SH DEFINED 11094 0 0 STANLEY WKS COM 854616109 210 4550 SH DEFINED 4550 0 0 STAPLES INC COM 855030102 587 29374 SH DEFINED 29374 0 0 STARBUCKS CORP COM 855244109 2365 102250 SH DEFINED 102250 0 0 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 518 13778 SH DEFINED 13778 0 0 STATE STR CORP COM 857477103 547 9885 SH DEFINED 9885 0 0 STILWELL FINL INC COM 860831106 2421 98840 SH DEFINED 98840 0 0 STMICROELECTRONICS N V NOTE 9/2 861012AB8 2280 30000 SH DEFINED 30000 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 506 14915 SH DEFINED 14915 0 0 STRYKER CORP COM 863667101 634 10516 SH DEFINED 10516 0 0 SUN MICROSYSTEMS INC COM 866810104 19411 2200763 SH DEFINED 2200763 0 0 SUNCOR ENERGY INC COM 867229106 979 27068 SH DEFINED 27068 0 0 SUNOCO INC COM 86764P109 162 4046 SH DEFINED 4046 0 0 SUNTRUST BKS INC COM 867914103 837 12541 SH DEFINED 12541 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 4606 457861 SH DEFINED 457861 0 0 SUPERVALU INC NOTE 11/0 868536AN3 30290 1040000 SH DEFINED 1040000 0 0 SUPERVALU INC COM 868536103 91 3541 SH DEFINED 3541 0 0 SWIFT TRANSN CO COM 870756103 0 1 SH DEFINED 1 0 0 SYMANTEC CORP NOTE 3.000%11/0 871503AB4 92588 666100 SH DEFINED 666100 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 137 12216 SH DEFINED 12216 0 0 SYNAPTICS INC COM 87157D109 34042 1973465 SH DEFINED 1973465 0 0 SYNCOR INTL CORP DEL COM 87157J106 109 4000 SH DEFINED 4000 0 0 SYNGENTA AG SPONSORED ADR 87160A100 20 1600 SH DEFINED 1600 0 0 SYNOVUS FINL CORP COM 87161C105 475 15582 SH DEFINED 15582 0 0 SYSCO CORP COM 871829107 1079 36178 SH DEFINED 36178 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 157 7555 SH DEFINED 7555 0 0 TARGET CORP COM 87612E106 1041 24145 SH DEFINED 24145 0 0 TECO ENERGY INC COM 872375100 214 7470 SH DEFINED 7470 0 0 TEKTRONIX INC COM 879131100 116 4922 SH DEFINED 4922 0 0 TELECOM ITALIA SPA SPON ADR ORD 87927W106 283 3460 SH DEFINED 3460 0 0 TELEFONICA S A SPONSORED ADR 879382208 144 4346 SH DEFINED 4346 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 60 1495 SH DEFINED 0 0 1495 TELETECH HOLDINGS INC COM 879939106 1280 95278 SH DEFINED 95278 0 0 TELLABS INC COM 879664100 156 14916 SH DEFINED 14916 0 0 TELUS CORP NON-VTG SHS 87971M202 2883 272000 SH DEFINED 272000 0 0 TEMPLE INLAND INC COM 879868107 150 2638 SH DEFINED 2638 0 0 TENET HEALTHCARE CORP COM 88033G100 1269 18940 SH DEFINED 18940 0 0 TERADYNE INC COM 880770102 534 13548 SH DEFINED 13548 0 0 TERRA NETWORKS S A SPONSORED ADR 88100W103 257 32961 SH DEFINED 32961 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3422 62594 SH DEFINED 62594 0 0 TEXAS INSTRS INC COM 882508104 10318 311727 SH DEFINED 311727 0 0 TEXTRON INC COM 883203101 386 7556 SH DEFINED 7556 0 0 THERMO ELECTRON CORP COM 883556102 99 4755 SH DEFINED 4755 0 0 THOMAS & BETTS CORP COM 884315102 66 3110 SH DEFINED 3110 0 0 THOMSON MULTIMEDIA SPONSORED ADR 885118109 225 7275 SH DEFINED 7275 0 0 TIFFANY & CO NEW COM 886547108 258 7261 SH DEFINED 7261 0 0 TJX COS INC NEW COM 872540109 292 7294 SH DEFINED 7294 0 0 TMP WORLDWIDE INC COM 872941109 204 5914 SH DEFINED 5914 0 0 TORCHMARK CORP COM 891027104 268 6642 SH DEFINED 6642 0 0 TOTAL FINA ELF S A SPONSORED ADR 89151E109 2426 31675 SH DEFINED 31675 0 0 TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE1 10048 110420 SH DEFINED 110420 0 0 TOYS R US INC COM 892335100 177 9862 SH DEFINED 9862 0 0 TPG N V SPONSORED ADR 892339102 124 5880 SH DEFINED 5880 0 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 400 12028 SH DEFINED 12028 0 0 TRANSOCEAN SEDCO FOREX INC DBCV 5/2 893830AA7 26831 450000 SH DEFINED 0 0 450000 TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD1 8913 100000 SH DEFINED 100000 0 0 TRIBUNE CO NEW COM 896047107 724 15934 SH DEFINED 15934 0 0 TRICON GLOBAL RESTAURANTS COM 895953107 229 3901 SH DEFINED 3901 0 0 TRIPATH IMAGING INC COM 896942109 12435 2170098 SH DEFINED 2170098 0 0 TRW INC COM 872649108 4435 86160 SH DEFINED 86160 0 0 TUPPERWARE CORP COM 899896104 35 1554 SH DEFINED 1554 0 0 TXU CORP COM 873168108 2070 37980 SH DEFINED 37980 0 0 TYCO INTL GROUP S A DBCV 2/1 902118AW8 160021 2290110 SH DEFINED 2290110 0 0 TYCO INTL LTD NEW NOTE 11/1 902124AC0 168503 2510280 SH DEFINED 2510280 0 0 TYCO INTL LTD NEW COM 902124106 6254 193493 SH DEFINED 193493 0 0 UBIQUITEL INC COM 903474302 10529 4297696 SH DEFINED 4297696 0 0 UNILEVER N V N Y SHS NEW 904784709 14380 253174 SH DEFINED 253174 0 0 UNION PAC CORP COM 907818108 826 13288 SH DEFINED 13288 0 0 UNION PLANTERS CORP COM 908068109 348 7348 SH DEFINED 7348 0 0 UNISYS CORP COM 909214108 218 17250 SH DEFINED 17250 0 0 UNITED MICROELECTRONICS COR SPONSORED ADR 910873207 979 91913 SH DEFINED 91913 0 0 UNITED NAT FOODS INC COM 911163103 164 6600 SH DEFINED 6600 0 0 UNITED STATES STL CORP NEW COM 912909108 87 4772 SH DEFINED 4772 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1669 22490 SH DEFINED 22490 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1389 18174 SH DEFINED 18174 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1048 25400 SH DEFINED 25400 0 0 UNIVISION COMMUNICATIONS INC CL A 914906102 1463 34838 SH DEFINED 34838 0 0 UNOCAL CORP COM 915289102 508 13050 SH DEFINED 13050 0 0 UNUMPROVIDENT CORP COM 91529Y106 362 12948 SH DEFINED 12948 0 0 US AIRWAYS GROUP INC COM 911905107 24 3644 SH DEFINED 3644 0 0 US BANCORP DEL NOTE 8/0 902973AE6 3647 48950 SH DEFINED 0 0 48950 US BANCORP DEL COM NEW 902973304 1152 51059 SH DEFINED 51059 0 0 USA ED INC COM 90390U102 392020 4008386 SH DEFINED 4008386 0 0 UST INC COM 902911106 175 4502 SH DEFINED 4502 0 0 V F CORP COM 918204108 1943 44936 SH DEFINED 44936 0 0 VA SOFTWARE CORP COM 91819B105 43 25250 SH DEFINED 25250 0 0 VARIAGENICS INC COM 922196100 11507 4548297 SH DEFINED 4548297 0 0 VARIAN INC COM 922206107 1381 36412 SH DEFINED 36412 0 0 VERISIGN INC COM 92343E102 607 22494 SH DEFINED 22494 0 0 VERITAS SOFTWARE CO COM 923436109 1473 33614 SH DEFINED 33614 0 0 VERIZON COMMUNICATIONS COM 92343V104 33171 719555 SH DEFINED 719555 0 0 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 229076 4281800 SH DEFINED 4281800 0 0 VERSATEL TELECOM INTL N V SPONSORED ADR 925301103 0 200 SH DEFINED 200 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1348 48386 SH DEFINED 48386 0 0 VIACOM INC CL B 925524308 2294 47427 SH DEFINED 47427 0 0 VIROPHARMA INC NOTE 6.000% 3/0 928241AC2 60938 1950000 SH DEFINED 1950000 0 0 VISTEON CORP COM 92839U107 115 6974 SH DEFINED 6974 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 365 37246 SH DEFINED 37246 0 0 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 1066 27696 SH DEFINED 27696 0 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 8788 476810 SH DEFINED 476810 0 0 VULCAN MATLS CO COM 929160109 600 12616 SH DEFINED 12616 0 0 W-H ENERGY SVCS INC COM 92925E108 31279 1448122 SH DEFINED 1448122 0 0 WACHOVIA CORP 2ND NEW COM 929903102 2699 72794 SH DEFINED 72794 0 0 WAL MART STORES INC COM 931142103 78713 1284067 SH DEFINED 1284067 0 0 WALGREEN CO COM 931422109 2008 51247 SH DEFINED 51247 0 0 WASHINGTON MUT INC COM 939322103 854 25763 SH DEFINED 25763 0 0 WASTE MGMT INC DEL COM 94106L109 458 16790 SH DEFINED 16790 0 0 WATERS CORP COM 941848103 98 3498 SH DEFINED 3498 0 0 WATSON PHARMACEUTICALS INC COM 942683103 77 2847 SH DEFINED 2847 0 0 WEATHERFORD INTL INC DBCV 6/3 947074AB6 19879 310000 SH DEFINED 310000 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 8272 216213 SH DEFINED 216213 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 4695 73741 SH DEFINED 73741 0 0 WELLS FARGO & CO NEW COM 949746101 3252 65840 SH DEFINED 65840 0 0 WENDYS INTL INC COM 950590109 98 2797 SH DEFINED 2797 0 0 WESTERN DIGITAL CORP COM 958102105 538 86419 SH DEFINED 86419 0 0 WESTERN GAS RES INC COM 958259103 1470 39500 SH DEFINED 39500 0 0 WESTERN RES INC COM 959425109 17 1004 SH DEFINED 1004 0 0 WESTWOOD ONE INC COM 961815107 69 1800 SH DEFINED 1800 0 0 WEYERHAEUSER CO COM 962166104 370 5889 SH DEFINED 5889 0 0 WHIRLPOOL CORP COM 963320106 135 1788 SH DEFINED 1788 0 0 WHOLE FOODS MKT INC SDCV 3/0 966837AC0 41046 779980 SH DEFINED 779980 0 0 WILLIAMS COS INC DEL COM 969457100 377 15998 SH DEFINED 15998 0 0 WILSON GREATBATCH TECHNOLOGI COM 972232102 81229 3159431 SH DEFINED 3159431 0 0 WINK COMMUNICATIONS COM 974168106 34 18041 SH DEFINED 18041 0 0 WINN DIXIE STORES INC COM 974280109 60 3759 SH DEFINED 3759 0 0 WISCONSIN ENERGY CORP COM 976657106 688 27636 SH DEFINED 27636 0 0 WOODWARD GOVERNOR CO COM 980745103 0 1 SH DEFINED 1 0 0 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 5362 795594 SH DEFINED 795594 0 0 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 1 148 SH DEFINED 148 0 0 WORTHINGTON INDS INC COM 981811102 35 2284 SH DEFINED 2284 0 0 WRIGLEY WM JR CO COM 982526105 321 6024 SH DEFINED 6024 0 0 WYETH COM 983024100 2636 40149 SH DEFINED 40149 0 0 XCEL ENERGY INC COM 98389B100 311 12256 SH DEFINED 12256 0 0 XEROX CORP COM 984121103 1281 119196 SH DEFINED 119196 0 0 XILINX INC COM 983919101 860 21584 SH DEFINED 21584 0 0 XL CAP LTD CL A G98255105 331 3548 SH DEFINED 3548 0 0 XL CAP LTD DBCV 5/2 98372PAB4 6338 100000 SH DEFINED 100000 0 0 XTO ENERGY CORP COM 98385X106 38 1900 SH DEFINED 1900 0 0 YAHOO INC COM 984332106 586 31748 SH DEFINED 31748 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 617 11400 SH DEFINED 11400 0 0 ZIMMER HLDGS INC COM 98956P102 490 14387 SH DEFINED 14387 0 0 ZIONS BANCORPORATION COM 989701107 294 4954 SH DEFINED 4954 0 0 3COM CORP COM 885535104 1300 212787 SH DEFINED 212787 0 0 HUANENG PWR INTL INC NOTE 1.750% 5/2 443304AA8 1307 10080 SH DEFINED 04 02 0 0 10080 HUANENG PWR INTL INC SPON ADR N 443304100 690 25700 SH DEFINED 04 02 0 0 25700 MBL INTL FIN BERMUDA TR NOTE 3.000%11/3 55262XAA2 83119 1065630 SH DEFINED 04 02 0 0 1065630 MORGAN STANLEY INDIA INVS FD COM 61745C105 395 39500 SH DEFINED 04 02 39500 0 0 SONY CORP ADR NEW 835699307 1835 35500 SH DEFINED 04 02 0 0 35500 VA SOFTWARE CORP COM 91819B105 68 40100 SH DEFINED 04 02 40100 0 0 A D C TELECOMMUNICATIONS COM 000886101 40 9733 SH DEFINED 03 0 0 9733 AAR CORP COM 000361105 3 274 SH DEFINED 03 0 0 274 ABBOTT LABS COM 002824100 3686 69817 SH DEFINED 03 69817 0 0 ABERCROMBIE & FITCH CO CL A 002896207 467 15497 SH DEFINED 03 0 0 15497 ABM INDS INC COM 000957100 7 200 SH DEFINED 03 0 0 200 ABN AMRO HLDG NV SPONSORED ADR 000937102 7210 376921 SH DEFINED 03 0 0 376921 ACAMBIS PLC SPONSORED ADR 004286100 0 5 SH DEFINED 03 5 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 113 4500 SH DEFINED 03 0 0 4500 ACCLAIM ENTMT INC COM PAR $0.02 004325205 5 1000 SH DEFINED 03 0 0 1000 ACCREDO HEALTH INC COM 00437V104 5467 93805 SH DEFINED 03 0 0 93805 ACE LTD ORD G0070K103 57 1325 SH DEFINED 03 0 0 1325 ACTION PERFORMANCE COS INC COM 004933107 15 300 SH DEFINED 03 300 0 0 ACTIVISION INC NEW COM NEW 004930202 229 7910 SH DEFINED 03 0 0 7910 ACTRADE FINL TECHNOLOGIES LT COM 00507P102 88 5608 SH DEFINED 03 5608 0 0 ACTUANT CORP CL A NEW 00508X203 2 42 SH DEFINED 03 0 0 42 ACTUATE CORP COM 00508B102 17 2700 SH DEFINED 03 0 0 2700 ACUITY BRANDS INC COM 00508Y102 7 400 SH DEFINED 03 0 0 400 ACXIOM CORP COM 005125109 1 40 SH DEFINED 03 0 0 40 ADELPHIA BUSINESS SOLUTIONS CL A 006847107 0 11406 SH DEFINED 03 0 0 11406 ADELPHIA COMMUNICATIONS CORP NOTE 6.000% 2/1 006848BG9 356 5000 SH DEFINED 03 0 0 5000 ADELPHIA COMMUNICATIONS CORP CL A 006848105 69 6927 SH DEFINED 03 0 0 6927 ADMINISTAFF INC COM 007094105 31 1200 SH DEFINED 03 0 0 1200 ADOBE SYS INC COM 00724F101 1362 35557 SH DEFINED 03 35557 0 0 ADVANCED AUTO PARTS INC COM 00751Y106 217 4940 SH DEFINED 03 0 0 4940 ADVANCED DIGITAL INFORMATION COM 007525108 5 400 SH DEFINED 03 0 0 400 ADVANCED FIBRE COMMUNICATION COM 00754A105 39 2075 SH DEFINED 03 2075 0 0 ADVANCED MICRO DEVICES INC COM 007903107 367 26700 SH DEFINED 03 0 0 26700 ADVANCEPCS COM 00790K109 296 10304 SH DEFINED 03 0 0 10304 ADVENT SOFTWARE INC COM 007974108 14 250 SH DEFINED 03 0 0 250 AEGON N V ORD AMER REG 007924103 275 11122 SH DEFINED 03 0 0 11122 AEROFLEX INC COM 007768104 0 30 SH DEFINED 03 0 0 30 AES CORP COM 00130H105 4787 528348 SH DEFINED 03 528348 0 0 AES TR III PFD CV 6.75% 00808N202 339 15000 SH DEFINED 03 0 0 15000 AETHER SYS INC COM 00808V105 93 23300 SH DEFINED 03 0 0 23300 AETNA INC NEW COM 00817Y108 1177 29800 SH DEFINED 03 0 0 29800 AFC ENTERPRISES INC COM 00104Q107 11 350 SH DEFINED 03 0 0 350 AFFILIATED COMPUTER SERVICES CL A 008190100 25 468 SH DEFINED 03 0 0 468 AFFYMETRIX INC NOTE 5.000%10/0 00826TAB4 677 8200 SH DEFINED 03 0 0 8200 AFFYMETRIX INC COM 00826T108 470 18715 SH DEFINED 03 18715 0 0 AFLAC INC COM 001055102 5036 170587 SH DEFINED 03 0 0 170587 AGCO CORP COM 001084102 59 2838 SH DEFINED 03 0 0 2838 AGERE SYS INC CL A 00845V100 29 7400 SH DEFINED 03 0 0 7400 AGILE SOFTWARE CORP DEL COM 00846X105 67 6451 SH DEFINED 03 0 0 6451 AGILENT TECHNOLOGIES INC COM 00846U101 8899 260663 SH DEFINED 03 0 0 260663 AGL RES INC COM 001204106 125 5344 SH DEFINED 03 0 0 5344 AIR PRODS & CHEMS INC COM 009158106 159 3250 SH DEFINED 03 0 0 3250 AIRBORNE INC COM 009269101 8 488 SH DEFINED 03 0 0 488 AIRGAS INC COM 009363102 4 224 SH DEFINED 03 0 0 224 AIRGATE PCS INC COM 009367103 153 11282 SH DEFINED 03 0 0 11282 AIRTRAN HLDGS INC COM 00949P108 9 1500 SH DEFINED 03 0 0 1500 AKAMAI TECHNOLOGIES INC COM 00971T101 71 19585 SH DEFINED 03 0 0 19585 AKZO NOBEL NV SPONSORED ADR 010199305 4506 96385 SH DEFINED 03 0 0 96385 ALABAMA NATL BANCORP DELA COM 010317105 25 700 SH DEFINED 03 0 0 700 ALASKA COMMUNICATIONS SYS G COM 01167P101 3 400 SH DEFINED 03 0 0 400 ALBANY MOLECULAR RESH INC COM 012423109 68 3000 SH DEFINED 03 0 0 3000 ALBEMARLE CORP COM 012653101 1 26 SH DEFINED 03 26 0 0 ALBERTSONS INC COM 013104104 6860 203575 SH DEFINED 03 0 0 203575 ALCAN INC COM 013716105 30 800 SH DEFINED 03 0 0 800 ALCATEL SPONSORED ADR 013904305 9053 648055 SH DEFINED 03 0 0 648055 ALCOA INC COM 013817101 33556 909877 SH DEFINED 03 0 0 909877 ALEXION PHARMACEUTICALS INC COM 015351109 2 78 SH DEFINED 03 78 0 0 ALLEGHENY ENERGY INC COM 017361106 135 3266 SH DEFINED 03 3266 0 0 ALLEGIANCE TELECOM INC COM 01747T102 22 8664 SH DEFINED 03 8664 0 0 ALLEN TELECOM INC COM 018091108 1 185 SH DEFINED 03 0 0 185 ALLERGAN INC COM 018490102 273 4553 SH DEFINED 03 0 0 4553 ALLIANCE GAMING CORP COM NEW 01859P609 1 20 SH DEFINED 03 20 0 0 ALLIANCE WORLD DLR GV FD II COM 01879R106 106 10500 SH DEFINED 03 0 0 10500 ALLIANT TECHSYSTEMS INC COM 018804104 271 2542 SH DEFINED 03 0 0 2542 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 236 9903 SH DEFINED 03 0 0 9903 ALLIED CAP CORP NEW COM 01903Q108 133 4927 SH DEFINED 03 4927 0 0 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 3377 137887 SH DEFINED 03 0 0 137887 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 731 58970 SH DEFINED 03 0 0 58970 ALLSTATE CORP COM 020002101 7757 203114 SH DEFINED 03 203114 0 0 ALLTEL CORP COM 020039103 7321 132869 SH DEFINED 03 0 0 132869 ALPHA INDS INC COM 020753109 3 180 SH DEFINED 03 0 0 180 ALPHARMA INC CL A 020813101 37 2500 SH DEFINED 03 0 0 2500 ALSTOM SPONSORED ADR 021244108 964 74690 SH DEFINED 03 0 0 74690 ALTERA CORP COM 021441100 649 29200 SH DEFINED 03 0 0 29200 AMAZON COM INC COM 023135106 222 16416 SH DEFINED 03 16416 0 0 AMBAC FINL GROUP INC COM 023139108 478 8100 SH DEFINED 03 0 0 8100 AMCOL INTL CORP COM 02341W103 7 1050 SH DEFINED 03 0 0 1050 AMCORE FINL INC COM 023912108 96 4072 SH DEFINED 03 0 0 4072 AMDOCS LTD ORD G02602103 1881 80918 SH DEFINED 03 0 0 80918 AMERADA HESS CORP COM 023551104 75 960 SH DEFINED 03 960 0 0 AMEREN CORP COM 023608102 69 1636 SH DEFINED 03 1636 0 0 AMERICA FIRST MTG INVTS INC COM 023934102 42 5000 SH DEFINED 03 0 0 5000 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 6552 336182 SH DEFINED 03 336182 0 0 AMERICA ONLINE LATIN AMERICA CL A 02365B100 6 2900 SH DEFINED 03 0 0 2900 AMERICAN AXLE & MFG HLDGS IN COM 024061103 569 19700 SH DEFINED 03 0 0 19700 AMERICAN CAPITAL STRATEGIES COM 024937104 59 1941 SH DEFINED 03 1941 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1 28 SH DEFINED 03 28 0 0 AMERICAN ELEC PWR INC COM 025537101 141 3001 SH DEFINED 03 0 0 3001 AMERICAN EXPRESS CO COM 025816109 50884 1267338 SH DEFINED 03 0 0 1267338 AMERICAN FINL GROUP INC OHIO COM 025932104 43 1500 SH DEFINED 03 0 0 1500 AMERICAN INTL GROUP INC COM 026874107 25211 344643 SH DEFINED 03 344643 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 4 95 SH DEFINED 03 0 0 95 AMERICAN MGMT SYS INC COM 027352103 127 6938 SH DEFINED 03 0 0 6938 AMERICAN PHYSICIANS CAPITAL COM 028884104 6 300 SH DEFINED 03 0 0 300 AMERICAN PWR CONVERSION CORP COM 029066107 0 10 SH DEFINED 03 10 0 0 AMERICAN STD COS INC DEL COM 029712106 72 1020 SH DEFINED 03 0 0 1020 AMERICAN STS WTR CO COM 029899101 36 1000 SH DEFINED 03 0 0 1000 AMERICAN SUPERCONDUCTOR CORP COM 030111108 59 7000 SH DEFINED 03 0 0 7000 AMERICAN TOWER CORP CL A 029912201 63 14100 SH DEFINED 03 0 0 14100 AMERICAN WOODMARK CORP COM 030506109 0 2 SH DEFINED 03 2 0 0 AMERICREDIT CORP COM 03060R101 241 6151 SH DEFINED 03 0 0 6151 AMERIGAS PARTNERS L P UNIT L P INT 030975106 282 13000 SH DEFINED 03 0 0 13000 AMERISOURCEBERGEN CORP COM 03073E105 247 3654 SH DEFINED 03 0 0 3654 AMERITRADE HLDG CORP CL A 03072H109 12 1900 SH DEFINED 03 0 0 1900 AMETEK INC NEW COM 031100100 4356 118485 SH DEFINED 03 118485 0 0 AMGEN INC COM 031162100 53282 903388 SH DEFINED 03 0 0 903388 AMKOR TECHNOLOGY INC COM 031652100 153 7000 SH DEFINED 03 0 0 7000 AMPAL AMERN ISRAEL CORP CL A 032015109 165 40000 SH DEFINED 03 0 0 40000 AMPHENOL CORP NEW CL A 032095101 3241 71400 SH DEFINED 03 0 0 71400 AMR CORP COM 001765106 1075 43029 SH DEFINED 03 0 0 43029 AMSOUTH BANCORPORATION COM 032165102 110 5060 SH DEFINED 03 5060 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 20 2000 SH DEFINED 03 0 0 2000 ANADARKO PETE CORP COM 032511107 1189 21822 SH DEFINED 03 0 0 21822 ANADIGICS INC COM 032515108 1 95 SH DEFINED 03 95 0 0 ANALOG DEVICES INC COM 032654105 2625 61328 SH DEFINED 03 61328 0 0 ANDREW CORP COM 034425108 0 27 SH DEFINED 03 27 0 0 ANHEUSER BUSCH COS INC COM 035229103 2013 38441 SH DEFINED 03 0 0 38441 ANIXTER INTL INC COM 035290105 1 50 SH DEFINED 03 0 0 50 ANSWERTHINK INC COM 036916104 1336 190825 SH DEFINED 03 190825 0 0 ANTEON INTL CORP COM 03674E108 232 10950 SH DEFINED 03 0 0 10950 ANTHRACITE CAP INC COM 037023108 34 3000 SH DEFINED 03 0 0 3000 AOL TIME WARNER INC COM 00184A105 36584 1619486 SH DEFINED 03 0 0 1619486 AON CORP COM 037389103 74 2000 SH DEFINED 03 0 0 2000 APACHE CORP COM 037411105 115 2059 SH DEFINED 03 2059 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 48 1000 SH DEFINED 03 0 0 1000 APEX MORTGAGE CAPITAL COM 037564101 4992 430700 SH DEFINED 03 0 0 430700 APOGENT TECHNOLOGIES INC COM 03760A101 303 12260 SH DEFINED 03 0 0 12260 APOLLO GROUP INC CL A 037604105 8367 160627 SH DEFINED 03 160627 0 0 APPLE COMPUTER INC COM 037833100 328 13183 SH DEFINED 03 13183 0 0 APPLERA CORP COM AP BIO GRP 038020103 6 283 SH DEFINED 03 283 0 0 APPLERA CORP COM CE GEN GRP 038020202 33 1632 SH DEFINED 03 0 0 1632 APPLIED FILMS CORP COM 038197109 0 18 SH DEFINED 03 18 0 0 APPLIED MATLS INC COM 038222105 6961 128692 SH DEFINED 03 0 0 128692 APPLIED MICRO CIRCUITS CORP COM 03822W109 219 26612 SH DEFINED 03 26612 0 0 APTARGROUP INC COM 038336103 3084 87332 SH DEFINED 03 0 0 87332 ARBITRON INC COM 03875Q108 1 21 SH DEFINED 03 0 0 21 ARCH COAL INC COM 039380100 12 500 SH DEFINED 03 0 0 500 ARCHER DANIELS MIDLAND CO COM 039483102 4912 346899 SH DEFINED 03 346899 0 0 ARCHSTONE SMITH TR COM 039583109 27 1000 SH DEFINED 03 0 0 1000 ARCTIC CAT INC COM 039670104 25 1300 SH DEFINED 03 0 0 1300 ARDEN RLTY INC COM 039793104 58 2000 SH DEFINED 03 0 0 2000 ARIBA INC COM 04033V104 19 4767 SH DEFINED 03 4767 0 0 ARMSTRONG HLDGS INC COM 042384107 15 4600 SH DEFINED 03 0 0 4600 ARQULE INC COM 04269E107 11 1000 SH DEFINED 03 0 0 1000 ARRIS GROUP INC COM 04269Q100 265 30398 SH DEFINED 03 0 0 30398 ARROW ELECTRS INC COM 042735100 1109 40557 SH DEFINED 03 0 0 40557 ARROW INTL INC COM 042764100 3039 66156 SH DEFINED 03 0 0 66156 ARTHROCARE CORP COM 043136100 124 7200 SH DEFINED 03 0 0 7200 ARVINMERITOR INC COM 043353101 2 66 SH DEFINED 03 0 0 66 ASAT HLDGS LTD SPONSORED ADR 00208B105 13 6500 SH DEFINED 03 0 0 6500 ASCENTIAL SOFTWARE CORP COM 04362P108 14 3741 SH DEFINED 03 3741 0 0 ASM INTL N V COM N07045102 67 2500 SH DEFINED 03 0 0 2500 ASML HLDG NV N Y SHS N07059111 65 2650 SH DEFINED 03 0 0 2650 ASPECT MED SYS INC COM 045235108 9 1000 SH DEFINED 03 0 0 1000 ASSOCIATED BANC CORP COM 045487105 941 25303 SH DEFINED 03 0 0 25303 ASTRAZENECA PLC SPONSORED ADR 046353108 743 15256 SH DEFINED 03 0 0 15256 ASTROPOWER INC COM 04644A101 2 55 SH DEFINED 03 55 0 0 AT & T LATIN AMER CORP COM 04649A106 2 1000 SH DEFINED 03 0 0 1000 AT&T CORP COM 001957109 1098 72684 SH DEFINED 03 0 0 72684 AT&T WIRELESS SVCS INC COM 00209A106 4819 564999 SH DEFINED 03 564999 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM 049164106 1 116 SH DEFINED 03 0 0 116 ATMEL CORP COM 049513104 212 22300 SH DEFINED 03 0 0 22300 AUTODESK INC COM 052769106 3 62 SH DEFINED 03 0 0 62 AUTOMATIC DATA PROCESSING IN COM 053015103 3728 67790 SH DEFINED 03 67790 0 0 AUTONATION INC COM 05329W102 400 26879 SH DEFINED 03 0 0 26879 AUTOZONE INC COM 053332102 6342 95096 SH DEFINED 03 0 0 95096 AVALONBAY CMNTYS INC COM 053484101 15 293 SH DEFINED 03 0 0 293 AVANEX CORP COM 05348W109 21 5750 SH DEFINED 03 0 0 5750 AVAYA INC COM 053499109 1005 143538 SH DEFINED 03 0 0 143538 AVENTIS SPONSORED ADR 053561106 286 4295 SH DEFINED 03 0 0 4295 AVERY DENNISON CORP COM 053611109 23921 401083 SH DEFINED 03 0 0 401083 AVNET INC COM 053807103 2960 109227 SH DEFINED 03 0 0 109227 AVON PRODS INC COM 054303102 10192 182491 SH DEFINED 03 0 0 182491 AVX CORP NEW COM 002444107 679 33870 SH DEFINED 03 0 0 33870 AXA SPONSORED ADR 054536107 477 22044 SH DEFINED 03 0 0 22044 AXCELIS TECHNOLOGIES INC COM 054540109 213 15306 SH DEFINED 03 0 0 15306 AXT INC COM 00246W103 10 1000 SH DEFINED 03 0 0 1000 B A S F A G SPONSORED ADR 055262505 8686 210615 SH DEFINED 03 0 0 210615 BAKER HUGHES INC COM 057224107 376 10560 SH DEFINED 03 0 0 10560 BALDOR ELEC CO COM 057741100 2 85 SH DEFINED 03 85 0 0 BALL CORP COM 058498106 19 400 SH DEFINED 03 0 0 400 BALLARD PWR SYS INC COM 05858H104 21 663 SH DEFINED 03 663 0 0 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 9765 811704 SH DEFINED 03 0 0 811704 BANCO BRADESCO S A SP ADR PFD NEW 059460204 410 13006 SH DEFINED 03 0 0 13006 BANCO SANTANDER CENT HISPANO ADR 05964H105 321 38202 SH DEFINED 03 0 0 38202 BANCORPSOUTH INC COM 059692103 5 232 SH DEFINED 03 232 0 0 BANK NEW YORK INC COM 064057102 17022 434240 SH DEFINED 03 0 0 434240 BANK OF AMERICA CORPORATION COM 060505104 9255 134709 SH DEFINED 03 0 0 134709 BANK ONE CORP COM 06423A103 33847 830603 SH DEFINED 03 830603 0 0 BANKNORTH GROUP INC NEW COM 06646R107 4386 167479 SH DEFINED 03 0 0 167479 BANTA CORP COM 066821109 4382 118754 SH DEFINED 03 0 0 118754 BARCLAYS PLC ADR 06738E204 1098 8857 SH DEFINED 03 0 0 8857 BARD C R INC COM 067383109 10 175 SH DEFINED 03 0 0 175 BARNES & NOBLE INC COM 067774109 1063 36550 SH DEFINED 03 0 0 36550 BARR LABS INC COM 068306109 165 2500 SH DEFINED 03 0 0 2500 BARRICK GOLD CORP COM 067901108 94 5204 SH DEFINED 03 5204 0 0 BAUSCH & LOMB INC COM 071707103 5 122 SH DEFINED 03 122 0 0 BAXTER INTL INC COM 071813109 57123 987257 SH DEFINED 03 0 0 987257 BAYER A G SPONSORED ADR 072730302 17 500 SH DEFINED 03 0 0 500 BB&T CORP COM 054937107 347 9239 SH DEFINED 03 9239 0 0 BCE INC COM 05534B109 77 4300 SH DEFINED 03 4300 0 0 BE FREE INC COM 073308108 26 15700 SH DEFINED 03 0 0 15700 BEA SYS INC COM 073325102 1034 81450 SH DEFINED 03 81450 0 0 BEACON POWER CORP COM 073677106 1 1000 SH DEFINED 03 0 0 1000 BEAR STEARNS COS INC COM 073902108 206 3168 SH DEFINED 03 0 0 3168 BECKMAN COULTER INC COM 075811109 3147 60061 SH DEFINED 03 0 0 60061 BECTON DICKINSON & CO COM 075887109 123 3354 SH DEFINED 03 3354 0 0 BED BATH & BEYOND INC COM 075896100 5187 154150 SH DEFINED 03 0 0 154150 BEI TECHNOLOGIES INC COM 05538P104 0 2 SH DEFINED 03 2 0 0 BELDEN INC COM 077459105 3 130 SH DEFINED 03 0 0 130 BELLSOUTH CORP COM 079860102 21102 582124 SH DEFINED 03 0 0 582124 BENTON OIL & GAS CO COM 083288100 0 125 SH DEFINED 03 0 0 125 BERKLEY W R CORP COM 084423102 51 877 SH DEFINED 03 877 0 0 BERKSHIRE HATHAWAY INC DEL CL B 084670207 17665 7460 SH DEFINED 03 0 0 7460 BERRY PETE CO CL A 085789105 0 12 SH DEFINED 03 12 0 0 BEST BUY INC COM 086516101 7030 91283 SH DEFINED 03 0 0 91283 BHP BILLITON LTD SPONSORED ADR 088606108 47 3858 SH DEFINED 03 0 0 3858 BIOGEN INC COM 090597105 138 3080 SH DEFINED 03 0 0 3080 BIOMET INC COM 090613100 449 17240 SH DEFINED 03 0 0 17240 BIOPURE CORP CL A 09065H105 23 2500 SH DEFINED 03 0 0 2500 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 438 3800 SH DEFINED 03 0 0 3800 BIOVAIL CORP COM 09067J109 6249 126757 SH DEFINED 03 0 0 126757 BISYS GROUP INC COM 055472104 7 200 SH DEFINED 03 0 0 200 BJ SVCS CO COM 055482103 20 580 SH DEFINED 03 0 0 580 BLACK & DECKER CORP COM 091797100 496 10803 SH DEFINED 03 10803 0 0 BLACKROCK INCOME TR INC COM 09247F100 117 15656 SH DEFINED 03 15656 0 0 BLACKROCK INSD MUN TERM TR I COM 092474105 212 20128 SH DEFINED 03 20128 0 0 BLOCK H & R INC COM 093671105 354 8127 SH DEFINED 03 8127 0 0 BLYTH INC COM 09643P108 40 1494 SH DEFINED 03 0 0 1494 BMC SOFTWARE INC COM 055921100 43 2400 SH DEFINED 03 0 0 2400 BOC GROUP PLC SPONSORED ADR 055617609 600 19650 SH DEFINED 03 0 0 19650 BOEING CO COM 097023105 7764 158188 SH DEFINED 03 158188 0 0 BORDERS GROUP INC COM 099709107 4 180 SH DEFINED 03 0 0 180 BORG WARNER INC COM 099724106 652 10735 SH DEFINED 03 0 0 10735 BORON LEPORE & ASSOCS INC COM 10001P102 11 900 SH DEFINED 03 0 0 900 BOSTON BEER INC CL A 100557107 7 471 SH DEFINED 03 0 0 471 BOSTON COMMUNICATIONS GROUP COM 100582105 56 6000 SH DEFINED 03 0 0 6000 BOSTON PROPERTIES INC COM 101121101 340 8650 SH DEFINED 03 0 0 8650 BOSTON SCIENTIFIC CORP COM 101137107 762 31123 SH DEFINED 03 0 0 31123 BOWATER INC COM 102183100 132 2696 SH DEFINED 03 2696 0 0 BOWNE & CO INC COM 103043105 2 165 SH DEFINED 03 0 0 165 BOYDS COLLECTION LTD COM 103354106 56 8000 SH DEFINED 03 0 0 8000 BP PLC SPONSORED ADR 055622104 1986 38178 SH DEFINED 03 0 0 38178 BRADY CORP CL A 104674106 2101 59028 SH DEFINED 03 0 0 59028 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 3872 98277 SH DEFINED 03 0 0 98277 BRIGGS & STRATTON CORP COM 109043109 3 58 SH DEFINED 03 58 0 0 BRIGHTPOINT INC COM 109473108 0 100 SH DEFINED 03 0 0 100 BRINKER INTL INC COM 109641100 41 1350 SH DEFINED 03 0 0 1350 BRISTOL MYERS SQUIBB CO COM 110122108 4093 127300 SH DEFINED 03 0 0 127300 BRITESMILE INC COM 110415106 159 30600 SH DEFINED 03 0 0 30600 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 10117 534724 SH DEFINED 03 0 0 534724 BRITISH ENERGY PLC SPONSORED ADR 110793304 416 40670 SH DEFINED 03 0 0 40670 BROADCOM CORP CL A 111320107 206 5995 SH DEFINED 03 0 0 5995 BROADVISION INC COM 111412102 41 29706 SH DEFINED 03 29706 0 0 BROADWING INC COM 111620100 0 54 SH DEFINED 03 0 0 54 BROCADE COMMUNICATIONS SYS I COM 111621108 1258 45657 SH DEFINED 03 0 0 45657 BROWN & BROWN INC COM 115236101 2309 69732 SH DEFINED 03 0 0 69732 BROWN FORMAN CORP CL B 115637209 2 26 SH DEFINED 03 26 0 0 BROWN SHOE INC NEW COM 115736100 1 36 SH DEFINED 03 36 0 0 BROWN TOM INC COM NEW 115660201 780 29100 SH DEFINED 03 0 0 29100 BT GROUP PLC ADR 05577E101 6854 168185 SH DEFINED 03 0 0 168185 BUNGE LIMITED COM G16962105 631 28725 SH DEFINED 03 0 0 28725 BURLINGTON NORTHN SANTA FE C COM 12189T104 4782 164211 SH DEFINED 03 164211 0 0 BURLINGTON RES INC COM 122014103 8647 221713 SH DEFINED 03 221713 0 0 BUSH INDS INC CL A 123164105 2 177 SH DEFINED 03 0 0 177 B2B INTERNET HOLDRS TR DEPOSTRY RCPT 056033103 2 600 SH DEFINED 03 0 0 600 C COR NET CORP COM 125010108 4 300 SH DEFINED 03 0 0 300 C H ROBINSON WORLDWIDE INC COM 12541W100 0 14 SH DEFINED 03 14 0 0 C&D TECHNOLOGIES INC COM 124661109 1832 89261 SH DEFINED 03 0 0 89261 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 2 175 SH DEFINED 03 0 0 175 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 11016 400566 SH DEFINED 03 0 0 400566 CABLEVISION SYS CORP CL A RAINB MED 12686C844 18 745 SH DEFINED 03 0 0 745 CABOT MICROELECTRONICS COR COM 12709P103 16 242 SH DEFINED 03 0 0 242 CACI INTL INC CL A 127190304 75 2000 SH DEFINED 03 0 0 2000 CADENCE DESIGN SYSTEM INC COM 127387108 56 2765 SH DEFINED 03 0 0 2765 CALIPER TECHNOLOGIES CORP COM 130876105 72 6500 SH DEFINED 03 0 0 6500 CALLAWAY GOLF CO (C) COM 131193104 82 4432 SH CALL DEFINED 03 0 0 4432 CALLON PETE CO DEL (C) COM 13123X102 3 431 SH CALL DEFINED 03 0 0 431 CALPINE CORP COM 131347106 805 67489 SH DEFINED 03 0 0 67489 CAMBREX CORP COM 132011107 1860 46695 SH DEFINED 03 0 0 46695 CAMPBELL SOUP CO COM 134429109 7 278 SH DEFINED 03 0 0 278 CANADIAN PAC RY LTD COM 13645T100 132 6523 SH DEFINED 03 0 0 6523 CANON INC ADR 138006309 733 19242 SH DEFINED 03 0 0 19242 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 9 400 SH DEFINED 03 0 0 400 CAPITAL ONE FINL CORP COM 14040H105 2866 46419 SH DEFINED 03 0 0 46419 CAPITOL FED FINL COM 14057C106 34 1500 SH DEFINED 03 0 0 1500 CAPSTONE TURBINE CORP COM 14067D102 302 87350 SH DEFINED 03 0 0 87350 CARAUSTAR INDS INC COM 140909102 3 263 SH DEFINED 03 0 0 263 CARDINAL HEALTH INC COM 14149Y108 2339 33375 SH DEFINED 03 0 0 33375 CARDIODYNAMICS INTL CORP COM 141597104 463 118500 SH DEFINED 03 0 0 118500 CAREMARK RX INC COM 141705103 450 23539 SH DEFINED 03 0 0 23539 CARLISLE COS INC COM 142339100 2412 56657 SH DEFINED 03 0 0 56657 CARNIVAL CORP COM 143658102 622 20063 SH DEFINED 03 0 0 20063 CATALINA MARKETING CORP COM 148867104 21 600 SH DEFINED 03 0 0 600 CATALYTICA ENERGY SYS INC COM 148884109 1 344 SH DEFINED 03 0 0 344 CATERPILLAR INC DEL COM 149123101 5301 95673 SH DEFINED 03 0 0 95673 CATO CORP NEW CL A 149205106 11 500 SH DEFINED 03 0 0 500 CBL & ASSOC PPTYS INC COM 124830100 92 2600 SH DEFINED 03 0 0 2600 CBRL GROUP INC COM 12489V106 169 5945 SH DEFINED 03 5945 0 0 CELESTICA INC SUB VTG SHS 15101Q108 1794 52464 SH DEFINED 03 52464 0 0 CELL THERAPEUTICS INC COM 150934107 3 117 SH DEFINED 03 0 0 117 CEMEX S A SPON ADR 5 ORD 151290889 4968 169109 SH DEFINED 03 0 0 169109 CENDANT CORP COM 151313103 8778 470173 SH DEFINED 03 0 0 470173 CENTER TR INC COM 151845104 111 20000 SH DEFINED 03 0 0 20000 CENTERPOINT PPTYS TR SH BEN INT 151895109 22 400 SH DEFINED 03 0 0 400 CENTEX CORP COM 152312104 4455 89235 SH DEFINED 03 0 0 89235 CENTILLIUM COMMUNICATIONS IN COM 152319109 31 2600 SH DEFINED 03 0 0 2600 CENTRAL PKG CORP COM 154785109 16 700 SH DEFINED 03 0 0 700 CENTURY ALUM CO COM 156431108 5 302 SH DEFINED 03 302 0 0 CENTURYTEL INC COM 156700106 104 3038 SH DEFINED 03 0 0 3038 CEPHALON INC COM 156708109 128 2000 SH DEFINED 03 0 0 2000 CERIDIAN CORP NEW COM 156779100 701 32713 SH DEFINED 03 0 0 32713 CERTEGY INC COM 156880106 12 292 SH DEFINED 03 0 0 292 CHARLES RIV LABS INTL INC COM 159864107 277 8973 SH DEFINED 03 0 0 8973 CHARTER COMMUNICATIONS INC D CL A 16117M107 264 26575 SH DEFINED 03 0 0 26575 CHARTER ONE FINL INC COM 160903100 100 3140 SH DEFINED 03 0 0 3140 CHATEAU CMNTYS INC COM 161726104 14 480 SH DEFINED 03 0 0 480 CHECK POINT SOFTWARE TECH LT ORD M22465104 332 15058 SH DEFINED 03 0 0 15058 CHECKFREE CORP NEW COM 162813109 5 329 SH DEFINED 03 329 0 0 CHEESECAKE FACTORY INC COM 163072101 2682 74550 SH DEFINED 03 0 0 74550 CHELSEA PPTY GROUP INC COM 163421100 2 40 SH DEFINED 03 0 0 40 CHESAPEAKE CORP COM 165159104 10 350 SH DEFINED 03 0 0 350 CHESAPEAKE ENERGY CORP COM 165167107 567 72698 SH DEFINED 03 72698 0 0 CHEVRONTEXACO CORP COM 166764100 46522 529927 SH DEFINED 03 529927 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 7 215 SH DEFINED 03 0 0 215 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 236 15717 SH DEFINED 03 0 0 15717 CHINA UNICOM LTD SPONSORED ADR 16945R104 14 1500 SH DEFINED 03 0 0 1500 CHIPPAC INC CL A 169657103 45 4600 SH DEFINED 03 0 0 4600 CHIRON CORP COM 170040109 1342 29568 SH DEFINED 03 29568 0 0 CHITTENDEN CORP COM 170228100 2 81 SH DEFINED 03 0 0 81 CHOICEPOINT INC COM 170388102 23 400 SH DEFINED 03 0 0 400 CHRISTOPHER & BANKS CORP COM 171046105 52 1500 SH DEFINED 03 0 0 1500 CHUBB CORP COM 171232101 178 2406 SH DEFINED 03 0 0 2406 CIBER INC COM 17163B102 2502 305500 SH DEFINED 03 305500 0 0 CIENA CORP COM 171779101 719 83843 SH DEFINED 03 0 0 83843 CIGNA CORP COM 125509109 69 652 SH DEFINED 03 0 0 652 CIMATRON LTD ORD M23798107 30 27500 SH DEFINED 03 0 0 27500 CINCINNATI FINL CORP COM 172062101 249 5650 SH DEFINED 03 0 0 5650 CINERGY CORP COM 172474108 82 2300 SH DEFINED 03 0 0 2300 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 11468 556150 SH DEFINED 03 0 0 556150 CIRCUIT CITY STORE INC CARMAX GROUP 172737306 21 829 SH DEFINED 03 0 0 829 CISCO SYS INC COM 17275R102 45173 2679303 SH DEFINED 03 2679303 0 0 CITIGROUP INC COM 172967101 81638 1678072 SH DEFINED 03 1678072 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 0 2 SH DEFINED 03 0 0 2 CITRIX SYS INC COM 177376100 260 16036 SH DEFINED 03 16036 0 0 CLEAR CHANNEL COMMUNICATIONS NOTE 2.625% 4/0 184502AB8 468 4630 SH DEFINED 03 0 0 4630 CLEAR CHANNEL COMMUNICATIONS COM 184502102 5810 116476 SH DEFINED 03 0 0 116476 CLOROX CO DEL COM 189054109 983 22555 SH DEFINED 03 0 0 22555 CMGI INC COM 125750109 77 60042 SH DEFINED 03 60042 0 0 CMS ENERGY CORP COM 125896100 73 3300 SH DEFINED 03 0 0 3300 CMS ENERGY CORP ADJ CV TR8.75% 125896308 1218 41869 SH DEFINED 03 41869 0 0 CNF INC COM 12612W104 161 5120 SH DEFINED 03 0 0 5120 COACH INC COM 189754104 40 800 SH DEFINED 03 0 0 800 COBIZ INC COM 190897108 14 900 SH DEFINED 03 0 0 900 COCA COLA BOTTLING CO CONS COM 191098102 382 7900 SH DEFINED 03 0 0 7900 COCA COLA CO COM 191216100 9904 190387 SH DEFINED 03 190387 0 0 COCA COLA ENTERPRISES INC COM 191219104 2524 132828 SH DEFINED 03 132828 0 0 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 58 2250 SH DEFINED 03 0 0 2250 COGNOS INC COM 19244C109 6634 261694 SH DEFINED 03 261694 0 0 COHU INC COM 192576106 19 700 SH DEFINED 03 0 0 700 COINSTAR INC COM 19259P300 16 500 SH DEFINED 03 0 0 500 COLGATE PALMOLIVE CO COM 194162103 21653 377360 SH DEFINED 03 0 0 377360 COLONIAL BANCGROUP INC COM 195493309 7 500 SH DEFINED 03 0 0 500 COLONIAL INTER HIGH INCOME F SH BEN INT 195763107 71 19539 SH DEFINED 03 0 0 19539 COMCAST CORP CL A 200300101 3 100 SH DEFINED 03 0 0 100 COMCAST CORP CL A SPL 200300200 7328 242968 SH DEFINED 03 242968 0 0 COMDISCO INC COM 200336105 0 400 SH DEFINED 03 0 0 400 COMERICA INC COM 200340107 720 11645 SH DEFINED 03 11645 0 0 COMMERCE BANCORP INC NJ COM 200519106 197 4418 SH DEFINED 03 0 0 4418 COMMERCE BANCSHARES INC COM 200525103 74 1678 SH DEFINED 03 1678 0 0 COMMERCE ONE INC DEL COM 200693109 13 10300 SH DEFINED 03 0 0 10300 COMMONWEALTH TEL ENTERPRISES COM 203349105 0 1 SH DEFINED 03 0 0 1 COMMSCOPE INC COM 203372107 14 833 SH DEFINED 03 0 0 833 COMMUNITY HEALTH SYS INC NEW NOTE 4.250%10/1 203668AA6 1697 18000 SH DEFINED 03 0 0 18000 COMMUNITY HEALTH SYS INC NEW COM 203668108 197 8750 SH DEFINED 03 0 0 8750 COMMUNITY TR BANCORP INC COM 204149108 0 9 SH DEFINED 03 9 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 4188 213230 SH DEFINED 03 0 0 213230 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 4949 186755 SH DEFINED 03 0 0 186755 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 2138 154932 SH DEFINED 03 0 0 154932 COMPAQ COMPUTER CORP COM 204493100 3961 413418 SH DEFINED 03 413418 0 0 COMPASS BANCSHARES INC COM 20449H109 180 5854 SH DEFINED 03 5854 0 0 COMPUCREDIT CORP COM 20478N100 1413 218400 SH DEFINED 03 218400 0 0 COMPUTER ASSOC INTL INC COM 204912109 4225 214598 SH DEFINED 03 0 0 214598 COMPUTER SCIENCES CORP COM 205363104 150 3100 SH DEFINED 03 0 0 3100 COMPUWARE CORP COM 205638109 125 15098 SH DEFINED 03 15098 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 8 667 SH DEFINED 03 0 0 667 CONAGRA FOODS INC COM 205887102 682 26591 SH DEFINED 03 0 0 26591 CONCORD EFS INC COM 206197105 10683 319760 SH DEFINED 03 319760 0 0 CONCURRENT COMPUTER CORP NEW COM 206710204 18 2050 SH DEFINED 03 2050 0 0 CONECTIV INC COM 206829103 5 200 SH DEFINED 03 0 0 200 CONEXANT SYSTEMS INC COM 207142100 831 69569 SH DEFINED 03 69569 0 0 CONNECTICUT WTR SVC INC COM 207797101 4 138 SH DEFINED 03 0 0 138 CONNETICS CORP COM 208192104 44 4118 SH DEFINED 03 0 0 4118 CONOCO INC COM 208251504 26376 923217 SH DEFINED 03 0 0 923217 CONSECO INC COM 208464107 383 92323 SH DEFINED 03 92323 0 0 CONSOL ENERGY INC COM 20854P109 13 500 SH DEFINED 03 0 0 500 CONSOLIDATED EDISON INC COM 209115104 268 6274 SH DEFINED 03 0 0 6274 CONSTELLATION BRANDS INC CL A 21036P108 96 1752 SH DEFINED 03 0 0 1752 CONSTELLATION ENERGY GROUP I COM 210371100 59 1945 SH DEFINED 03 1945 0 0 CONTINENTAL AIRLS INC CL B 210795308 17 600 SH DEFINED 03 0 0 600 CONVERGYS CORP COM 212485106 15 504 SH DEFINED 03 0 0 504 COOPER COS INC COM NEW 216648402 1769 37129 SH DEFINED 03 0 0 37129 COOPER INDS INC COM 216669101 26 635 SH DEFINED 03 635 0 0 COOPER TIRE & RUBR CO COM 216831107 3 145 SH DEFINED 03 145 0 0 COORS ADOLPH CO CL B 217016104 13 204 SH DEFINED 03 0 0 204 COPART INC COM 217204106 2834 157250 SH DEFINED 03 0 0 157250 CORECOMM LTD NEW COM 21869Q108 528 6597029 SH DEFINED 03 0 0 6597029 CORINTHIAN COLLEGES INC COM 218868107 181 3600 SH DEFINED 03 0 0 3600 CORIXA CORP COM 21887F100 12 2206 SH DEFINED 03 0 0 2206 CORNING INC COM 219350105 442 63137 SH DEFINED 03 0 0 63137 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 686 52000 SH DEFINED 03 0 0 52000 CORUS GROUP PLC SPONSORED ADR 22087M101 3091 251325 SH DEFINED 03 0 0 251325 CORVIS CORP COM 221009103 3 2910 SH DEFINED 03 0 0 2910 COSINE COMMUNICATIONS INC COM 221222102 1 500 SH DEFINED 03 0 0 500 COSTCO WHSL CORP NEW COM 22160K105 28970 733778 SH DEFINED 03 0 0 733778 COUNTRYWIDE CR INDS INC DEL COM 222372104 97 2115 SH DEFINED 03 0 0 2115 COUSINS PPTYS INC COM 222795106 35 1350 SH DEFINED 03 0 0 1350 COVANCE INC COM 222816100 11 551 SH DEFINED 03 0 0 551 COVANSYS CORP COM 22281W103 11 1500 SH DEFINED 03 0 0 1500 COVENANT TRANS INC CL A 22284P105 22 1491 SH DEFINED 03 0 0 1491 COX COMMUNICATIONS INC NEW CL A 224044107 284 8200 SH DEFINED 03 0 0 8200 CRANE CO COM 224399105 3 100 SH DEFINED 03 0 0 100 CREDENCE SYS CORP COM 225302108 180 8090 SH DEFINED 03 0 0 8090 CREDIT SUISSE ASSET MGMT INC COM 224916106 69 12000 SH DEFINED 03 0 0 12000 CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 3197 555033 SH DEFINED 03 0 0 555033 CREE INC COM 225447101 60 4373 SH DEFINED 03 4373 0 0 CREO INC COM 225606102 505 49150 SH DEFINED 03 0 0 49150 CRESTLINE CAP CORP COM 226153104 10 300 SH DEFINED 03 0 0 300 CROSS TIMBERS RTY TR TR UNIT 22757R109 278 14400 SH DEFINED 03 0 0 14400 CROWN CORK & SEAL INC COM 228255105 0 25 SH DEFINED 03 25 0 0 CROWN MEDIA HLDGS INC CL A 228411104 6 500 SH DEFINED 03 0 0 500 CSG SYS INTL INC COM 126349109 179 6950 SH DEFINED 03 0 0 6950 CSX CORP COM 126408103 2398 64976 SH DEFINED 03 0 0 64976 CUBIC CORP COM 229669106 18 260 SH DEFINED 03 0 0 260 CUBIST PHARMACEUTICALS INC COM 229678107 1 39 SH DEFINED 03 39 0 0 CULLEN FROST BANKERS INC COM 229899109 2810 79074 SH DEFINED 03 0 0 79074 CUMMINS INC COM 231021106 24 500 SH DEFINED 03 0 0 500 CURAGEN CORP COM 23126R101 0 24 SH DEFINED 03 24 0 0 CVS CORP COM 126650100 27822 829509 SH DEFINED 03 0 0 829509 CYBERSOURCE CORP COM 23251J106 3 1085 SH DEFINED 03 0 0 1085 CYGNUS INC COM 232560102 1 200 SH DEFINED 03 0 0 200 CYMER INC COM 232572107 33 650 SH DEFINED 03 0 0 650 CYPRESS SEMICONDUCTOR CORP COM 232806109 1593 71135 SH DEFINED 03 0 0 71135 CYTEC INDS INC COM 232820100 9 300 SH DEFINED 03 0 0 300 D R HORTON INC COM 23331A109 68 1858 SH DEFINED 03 0 0 1858 DAIMLERCHRYSLER AG ORD D1668R123 175 3946 SH DEFINED 03 0 0 3946 DANA CORP COM 235811106 64 3189 SH DEFINED 03 0 0 3189 DANAHER CORP DEL COM 235851102 21 300 SH DEFINED 03 0 0 300 DARDEN RESTAURANTS INC COM 237194105 77 2000 SH DEFINED 03 0 0 2000 DATASCOPE CORP COM 238113104 0 4 SH DEFINED 03 4 0 0 DAVITA INC COM 23918K108 208 8225 SH DEFINED 03 0 0 8225 DDI CORP COM 233162106 20 2600 SH DEFINED 03 0 0 2600 DEAN FOODS CO NEW COM 242370104 2297 30414 SH DEFINED 03 0 0 30414 DEERE & CO COM 244199105 28 650 SH DEFINED 03 0 0 650 DELL COMPUTER CORP COM 247025109 2517 94075 SH DEFINED 03 94075 0 0 DELPHI CORP COM 247126105 321 20413 SH DEFINED 03 0 0 20413 DELTA AIR LINES INC DEL COM 247361108 1 50 SH DEFINED 03 0 0 50 DELTIC TIMBER CORP COM 247850100 1 28 SH DEFINED 03 0 0 28 DELUXE CORP COM 248019101 44 1000 SH DEFINED 03 0 0 1000 DENDRITE INTL INC COM 248239105 7 624 SH DEFINED 03 0 0 624 DENTSPLY INTL INC NEW COM 249030107 7 204 SH DEFINED 03 0 0 204 DEUTSCHE BANK AG NAMEN ORD D18190898 77 1208 SH DEFINED 03 0 0 1208 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 6872 466184 SH DEFINED 03 0 0 466184 DEVELOPERS DIVERSIFIED RLTY COM 251591103 88 4100 SH DEFINED 03 0 0 4100 DEVON ENERGY CORP NEW COM 25179M103 256 5448 SH DEFINED 03 5448 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 1573 30354 SH DEFINED 03 0 0 30354 DIAGNOSTIC PRODS CORP COM 252450101 2385 54840 SH DEFINED 03 0 0 54840 DIAL CORP NEW COM 25247D101 7 400 SH DEFINED 03 0 0 400 DIAMOND OFFSHORE DRILLING IN COM 25271C102 529 17484 SH DEFINED 03 0 0 17484 DIAMONDCLUSTER INTL INC CL A 25278P106 1 100 SH DEFINED 03 0 0 100 DIAMONDS TR UNIT SER 1 252787106 5708 55830 SH DEFINED 03 0 0 55830 DIANON SYS INC COM 252826102 34 500 SH DEFINED 03 0 0 500 DIEBOLD INC COM 253651103 226 5675 SH DEFINED 03 0 0 5675 DIGEX INC DEL CL A 253756100 4 3169 SH DEFINED 03 0 0 3169 DIGITAL RIV INC COM 25388B104 4 700 SH DEFINED 03 0 0 700 DIGITALTHINK INC COM 25388M100 14 9000 SH DEFINED 03 0 0 9000 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 0 1090 SH DEFINED 03 0 0 1090 DISCOVERY LABORATORIES INC N COM 254668106 70 22765 SH DEFINED 03 0 0 22765 DISNEY WALT CO COM DISNEY 254687106 4421 195966 SH DEFINED 03 195966 0 0 DIVERSA CORP COM 255064107 2 154 SH DEFINED 03 0 0 154 DIVINE INC CL A 255402109 0 1000 SH DEFINED 03 0 0 1000 DMC STRATEX NETWORKS INC COM 23322L106 10 2000 SH DEFINED 03 0 0 2000 DOCUMENTUM INC COM 256159104 1 45 SH DEFINED 03 45 0 0 DOLLAR GEN CORP COM 256669102 77 4913 SH DEFINED 03 0 0 4913 DOMINION RES INC VA NEW COM 25746U109 76 1150 SH DEFINED 03 0 0 1150 DORAL FINL CORP COM 25811P100 5 166 SH DEFINED 03 166 0 0 DORCHESTER HUGOTON LTD DEPOSTARY RCPT 258205202 5306 387016 SH DEFINED 03 0 0 387016 DOUBLECLICK INC COM 258609304 665 60482 SH DEFINED 03 60482 0 0 DOVER CORP COM 260003108 115 2900 SH DEFINED 03 0 0 2900 DOW CHEM CO COM 260543103 5891 189598 SH DEFINED 03 0 0 189598 DPL INC COM 233293109 12 450 SH DEFINED 03 0 0 450 DQE INC COM 23329J104 37 1769 SH DEFINED 03 1769 0 0 DRS TECHNOLOGIES INC COM 23330X100 2600 59099 SH DEFINED 03 0 0 59099 DTE ENERGY CO COM 233331107 14 300 SH DEFINED 03 0 0 300 DU PONT E I DE NEMOURS & CO COM 263534109 9093 198968 SH DEFINED 03 0 0 198968 DUANE READE INC COM 263578106 16499 510790 SH DEFINED 03 510790 0 0 DUKE ENERGY CORP WHEN ISSUED 264399106 2211 57354 SH DEFINED 03 57354 0 0 DUKE REALTY CORP COM NEW 264411505 10 400 SH DEFINED 03 0 0 400 DUN & BRADSTREET CORP DEL NE COM 26483E100 20 500 SH DEFINED 03 0 0 500 DYCOM INDS INC COM 267475101 1 37 SH DEFINED 03 0 0 37 DYNEGY INC NEW CL A 26816Q101 217 7706 SH DEFINED 03 0 0 7706 E M C CORP MASS COM 268648102 3616 308777 SH DEFINED 03 0 0 308777 E ON AG SPONSORED ADR 268780103 10267 197827 SH DEFINED 03 0 0 197827 E PIPHANY INC COM 26881V100 51 8500 SH DEFINED 03 0 0 8500 E TRADE GROUP INC COM 269246104 31 3519 SH DEFINED 03 3519 0 0 EARTHLINK INC COM 270321102 281 28812 SH DEFINED 03 28812 0 0 EAST WEST BANCORP INC COM 27579R104 6 200 SH DEFINED 03 0 0 200 EASTGROUP PPTY INC COM 277276101 10 395 SH DEFINED 03 395 0 0 EASTMAN CHEM CO COM 277432100 7 149 SH DEFINED 03 149 0 0 EASTMAN KODAK CO COM 277461109 5680 185436 SH DEFINED 03 0 0 185436 EATON CORP COM 278058102 14 175 SH DEFINED 03 0 0 175 EBAY INC COM 278642103 7850 148652 SH DEFINED 03 148652 0 0 ECHELON CORP COM 27874N105 6 322 SH DEFINED 03 322 0 0 ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD1 4723 52850 SH DEFINED 03 0 0 52850 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 19083 688428 SH DEFINED 03 688428 0 0 ECLIPSYS CORP COM 278856109 3 205 SH DEFINED 03 205 0 0 ECOLAB INC COM 278865100 13 300 SH DEFINED 03 0 0 300 EDISON INTL COM 281020107 4307 256395 SH DEFINED 03 0 0 256395 EDISON SCHOOLS INC CL A 281033100 221 16795 SH DEFINED 03 0 0 16795 EDO CORP COM 281347104 252 8609 SH DEFINED 03 8609 0 0 EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 268353109 1274 59380 SH DEFINED 03 0 0 59380 EDUCATION MGMT CORP COM 28139T101 1016 25300 SH DEFINED 03 0 0 25300 EDWARDS AG INC COM 281760108 2 37 SH DEFINED 03 37 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 31 1148 SH DEFINED 03 0 0 1148 EFUNDS CORP COM 28224R101 4 275 SH DEFINED 03 0 0 275 EL PASO CORP DBCV 2/2 28336LAC3 979 23300 SH DEFINED 03 0 0 23300 EL PASO CORP COM 28336L109 4393 97205 SH DEFINED 03 0 0 97205 EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 423 7420 SH DEFINED 03 0 0 7420 EL PASO ENERGY PARTNERS L P COM 28368B102 1703 44378 SH DEFINED 03 0 0 44378 ELAN PLC ADR 284131208 69 5346 SH DEFINED 03 0 0 5346 ELANTEC SEMICONDUCTOR INC COM 284155108 0 5 SH DEFINED 03 5 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 2297 67597 SH DEFINED 03 0 0 67597 ELECTRONIC ARTS INC COM 285512109 598 10335 SH DEFINED 03 0 0 10335 ELECTRONIC DATA SYS NEW COM 285661104 5412 100124 SH DEFINED 03 100124 0 0 ELTEK LTD ORD M40184109 17 10000 SH DEFINED 03 0 0 10000 EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 3 1000 SH DEFINED 03 0 0 1000 EMCOR GROUP INC COM 29084Q100 3675 64673 SH DEFINED 03 0 0 64673 EMCORE CORP COM 290846104 61 6500 SH DEFINED 03 0 0 6500 EMERSON ELEC CO COM 291011104 9104 160622 SH DEFINED 03 0 0 160622 EMISPHERE TECHNOLOGIES INC COM 291345106 43 2400 SH DEFINED 03 0 0 2400 EMMIS COMMUNICATIONS CORP CL A 291525103 4943 176520 SH DEFINED 03 0 0 176520 EMMIS COMMUNICATIONS CORP PFD CV SER A 291525202 262 6100 SH DEFINED 03 0 0 6100 EMPIRE DIST ELEC CO COM 291641108 21 1000 SH DEFINED 03 0 0 1000 EMULEX CORP COM NEW 292475209 27 850 SH DEFINED 03 850 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 240 5370 SH DEFINED 03 0 0 5370 ENCORE ACQUISITION CO COM 29255W100 39 2600 SH DEFINED 03 0 0 2600 ENDESA S A SPONSORED ADR 29258N107 67 4416 SH DEFINED 03 0 0 4416 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 15 1500 SH DEFINED 03 0 0 1500 ENERGY CONVERSION DEVICES IN COM 292659109 2 100 SH DEFINED 03 0 0 100 ENERGY EAST CORP COM 29266M109 34 1600 SH DEFINED 03 0 0 1600 ENERGY PARTNERS LTD COM 29270U105 164 19700 SH DEFINED 03 0 0 19700 ENGELHARD CORP COM 292845104 5598 181631 SH DEFINED 03 181631 0 0 ENI S P A SPONSORED ADR 26874R108 9856 135944 SH DEFINED 03 0 0 135944 ENSCO INTL INC COM 26874Q100 99 3397 SH DEFINED 03 0 0 3397 ENTEGRIS INC COM 29362U104 4 250 SH DEFINED 03 0 0 250 ENTERGY CORP NEW COM 29364G103 46 1038 SH DEFINED 03 1038 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 114 7850 SH DEFINED 03 0 0 7850 ENTREMED INC COM 29382F103 0 37 SH DEFINED 03 37 0 0 ENTRUST INC COM 293848107 34 7150 SH DEFINED 03 0 0 7150 ENZO BIOCHEM INC COM 294100102 11 551 SH DEFINED 03 0 0 551 EOG RES INC COM 26875P101 238 6000 SH DEFINED 03 0 0 6000 EPCOS AG ADR 29410P107 183 4051 SH DEFINED 03 0 0 4051 EQUIFAX INC COM 294429105 25 884 SH DEFINED 03 0 0 884 EQUITABLE RES INC COM 294549100 3230 93862 SH DEFINED 03 0 0 93862 EQUITY OFFICE PROPERTIES TRU COM 294741103 675 22313 SH DEFINED 03 0 0 22313 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 299 10150 SH DEFINED 03 0 0 10150 ERICSSON L M TEL CO ADR CL B SEK10 294821400 256 64430 SH DEFINED 03 0 0 64430 ESCO TECHNOLOGIES INC COM 296315104 3743 97315 SH DEFINED 03 97315 0 0 ESPEED INC CL A 296643109 57 5158 SH DEFINED 03 5158 0 0 ESS TECHNOLOGY INC COM 269151106 20 1006 SH DEFINED 03 1006 0 0 ESSEX PPTY TR INC COM 297178105 157 3000 SH DEFINED 03 0 0 3000 ETHAN ALLEN INTERIORS INC COM 297602104 1895 51238 SH DEFINED 03 0 0 51238 ETZ LAVUD LTD CL A M4113L105 11 15300 SH DEFINED 03 0 0 15300 EVEREST RE GROUP LTD COM G3223R108 5 80 SH DEFINED 03 0 0 80 EXACT SCIENCES CORP COM 30063P105 46 4749 SH DEFINED 03 0 0 4749 EXCEL TECHNOLOGY INC COM 30067T103 4 200 SH DEFINED 03 0 0 200 EXELIXIS INC COM 30161Q104 58 5000 SH DEFINED 03 0 0 5000 EXELON CORP COM 30161N101 5765 110448 SH DEFINED 03 0 0 110448 EXPEDIA INC CL A 302125109 1 10 SH DEFINED 03 10 0 0 EXPEDIA INC *W EXP 02/04/200 302125125 3 96 SH DEFINED 03 0 0 96 EXPEDITORS INTL WASH INC COM 302130109 248 4200 SH DEFINED 03 0 0 4200 EXPRESS SCRIPTS INC COM 302182100 2406 43300 SH DEFINED 03 0 0 43300 EXTENDED STAY AMER INC COM 30224P101 48 2900 SH DEFINED 03 0 0 2900 EXTREME NETWORKS INC COM 30226D106 225 21678 SH DEFINED 03 21678 0 0 EXXON MOBIL CORP COM 30231G102 66409 1539016 SH DEFINED 03 1539016 0 0 FALCONSTOR SOFTWARE INC COM 306137100 1 134 SH DEFINED 03 134 0 0 FAMILY DLR STORES INC COM 307000109 2081 64400 SH DEFINED 03 0 0 64400 FARGO ELECTRONICS INC COM 30744P102 3587 409423 SH DEFINED 03 409423 0 0 FEDDERS CORP COM 313135105 1 300 SH DEFINED 03 0 0 300 FEDERAL HOME LN MTG CORP COM 313400301 26323 395835 SH DEFINED 03 395835 0 0 FEDERAL MOGUL CORP COM 313549107 10 11897 SH DEFINED 03 0 0 11897 FEDERAL NATL MTG ASSN COM 313586109 5416 65542 SH DEFINED 03 0 0 65542 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 71 2697 SH DEFINED 03 0 0 2697 FEDERAL SIGNAL CORP COM 313855108 2286 95621 SH DEFINED 03 95621 0 0 FEDERATED DEPT STORES INC DE COM 31410H101 8592 223742 SH DEFINED 03 0 0 223742 FEDEX CORP COM 31428X106 384 6935 SH DEFINED 03 0 0 6935 FEI CO COM 30241L109 1 45 SH DEFINED 03 45 0 0 FELCOR LODGING TR INC COM 31430F101 4 190 SH DEFINED 03 0 0 190 FERRO CORP COM 315405100 2 85 SH DEFINED 03 0 0 85 FIBERCORE INC COM 31563B109 13 12200 SH DEFINED 03 0 0 12200 FIDELITY NATL FINL INC COM 316326107 2 66 SH DEFINED 03 0 0 66 FIFTH THIRD BANCORP COM 316773100 218 3289 SH DEFINED 03 0 0 3289 FILA HLDG SPA SPONSORED ADR 316850106 139 66000 SH DEFINED 03 0 0 66000 FILENET CORP COM 316869106 79 5159 SH DEFINED 03 5159 0 0 FINISAR COM 31787A101 191 25200 SH DEFINED 03 0 0 25200 FIRST AMERN CORP CALIF COM 318522307 2 106 SH DEFINED 03 0 0 106 FIRST CONSULTING GROUP INC COM 31986R103 2 231 SH DEFINED 03 0 0 231 FIRST CTZNS BANCSHARES INC N CL A 31946M103 1 7 SH DEFINED 03 7 0 0 FIRST DATA CORP COM 319963104 3004 35139 SH DEFINED 03 0 0 35139 FIRST FINL BANCORP OH COM 320209109 3 160 SH DEFINED 03 160 0 0 FIRST FINL BANKSHARES COM 32020R109 1 16 SH DEFINED 03 16 0 0 FIRST FINL HLDGS INC COM 320239106 2327 85098 SH DEFINED 03 0 0 85098 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 236 6850 SH DEFINED 03 0 0 6850 FIRST REP BK SAN FRANCISCO COM 336158100 42 1500 SH DEFINED 03 0 0 1500 FIRST TENN NATL CORP COM 337162101 10 278 SH DEFINED 03 278 0 0 FIRSTENERGY CORP COM 337932107 21 630 SH DEFINED 03 630 0 0 FIRSTFED FINL CORP COM 337907109 2126 80187 SH DEFINED 03 0 0 80187 FIRSTMERIT CORP COM 337915102 2782 98830 SH DEFINED 03 0 0 98830 FISHER SCIENTIFIC INTL INC COM NEW 338032204 155 5750 SH DEFINED 03 0 0 5750 FLEETBOSTON FINL CORP COM 339030108 19597 565561 SH DEFINED 03 565561 0 0 FLEMING COS INC COM 339130106 4 200 SH DEFINED 03 0 0 200 FLEXTRONICS INTL LTD ORD Y2573F102 4208 230314 SH DEFINED 03 230314 0 0 FLORIDA ROCK INDS INC COM 341140101 6 157 SH DEFINED 03 0 0 157 FLOWERS FOODS INC COM 343498101 1 24 SH DEFINED 03 0 0 24 FLOWSERVE CORP COM 34354P105 3868 128771 SH DEFINED 03 0 0 128771 FLUOR CORP NEW COM 343412102 696 16850 SH DEFINED 03 0 0 16850 FLUSHING FINL CORP COM 343873105 3 171 SH DEFINED 03 171 0 0 FOOT LOCKER INC COM 344849104 439 27428 SH DEFINED 03 0 0 27428 FOOTSTAR INC COM 344912100 12 401 SH DEFINED 03 0 0 401 FORD MTR CO DEL COM PAR $0.01 345370860 3998 264057 SH DEFINED 03 0 0 264057 FOREST CITY ENTERPRISES INC CL A 345550107 62 1640 SH DEFINED 03 0 0 1640 FOREST LABS INC COM 345838106 74 920 SH DEFINED 03 0 0 920 FOREST OIL CORP COM PAR $0.01 346091705 134 4613 SH DEFINED 03 4613 0 0 FORTUNE BRANDS INC COM 349631101 50 1033 SH DEFINED 03 0 0 1033 FOSTER WHEELER LTD SHS G36535105 54 20000 SH DEFINED 03 0 0 20000 FOUNDRY NETWORKS INC COM 35063R100 32 4630 SH DEFINED 03 0 0 4630 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 30 570 SH DEFINED 03 0 0 570 FOX ENTMT GROUP INC CL A 35138T107 24 1000 SH DEFINED 03 0 0 1000 FPL GROUP INC COM 302571104 204 3400 SH DEFINED 03 0 0 3400 FRANKLIN UNVL TR SH BEN INT 355145103 155 18158 SH DEFINED 03 18158 0 0 FREEMARKETS INC COM 356602102 44 2125 SH DEFINED 03 0 0 2125 FRESENIUS MED CARE AG SPONSORED ADR 358029106 392 19771 SH DEFINED 03 0 0 19771 FRONTIER OIL CORP COM 35914P105 130 6000 SH DEFINED 03 0 0 6000 FRONTLINE LTD ORD G3682E127 33 3000 SH DEFINED 03 0 0 3000 FUELCELL ENERGY INC COM 35952H106 17 1054 SH DEFINED 03 1054 0 0 FULLER H B CO COM 359694106 3409 111777 SH DEFINED 03 0 0 111777 FULTON FINL CORP PA COM 360271100 750 30682 SH DEFINED 03 0 0 30682 FURNITURE BRANDS INTL INC COM 360921100 15 420 SH DEFINED 03 0 0 420 F5 NETWORKS INC COM 315616102 9 500 SH DEFINED 03 0 0 500 GABELLI EQUITY TR INC COM 362397101 156 14025 SH DEFINED 03 14025 0 0 GABLES RESIDENTIAL TR SH BEN INT 362418105 10 322 SH DEFINED 03 322 0 0 GALLAGHER ARTHUR J & CO COM 363576109 2519 74916 SH DEFINED 03 0 0 74916 GANNETT INC COM 364730101 1348 17715 SH DEFINED 03 17715 0 0 GAP INC DEL COM 364760108 582 38130 SH DEFINED 03 0 0 38130 GARMIN LTD ORD G37260109 80 3479 SH DEFINED 03 0 0 3479 GARTNER INC COM 366651107 6 448 SH DEFINED 03 0 0 448 GARTNER INC CL B 366651206 1 74 SH DEFINED 03 0 0 74 GATEWAY INC COM 367626108 260 41202 SH DEFINED 03 0 0 41202 GATX CORP COM 361448103 4 143 SH DEFINED 03 143 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 8 693 SH DEFINED 03 0 0 693 GENENTECH INC COM NEW 368710406 236 4824 SH DEFINED 03 0 0 4824 GENERAL DYNAMICS CORP COM 369550108 37696 399538 SH DEFINED 03 0 0 399538 GENERAL ELEC CO COM 369604103 79272 2125262 SH DEFINED 03 2125262 0 0 GENERAL GROWTH PPTYS INC COM 370021107 157 3500 SH DEFINED 03 0 0 3500 GENERAL MLS INC COM 370334104 31471 639784 SH DEFINED 03 0 0 639784 GENERAL MTRS CORP COM 370442105 4245 70593 SH DEFINED 03 0 0 70593 GENERAL MTRS CORP CL H NEW 370442832 4503 281454 SH DEFINED 03 0 0 281454 GENESEE & WYO INC CL A 371559105 389 16550 SH DEFINED 03 0 0 16550 GENESIS MICROCHIP INC DEL COM 37184C103 18 771 SH DEFINED 03 771 0 0 GENTA INC COM NEW 37245M207 13 1000 SH DEFINED 03 0 0 1000 GENUINE PARTS CO COM 372460105 38 1028 SH DEFINED 03 1028 0 0 GENZYME CORP COM GENL DIV 372917104 89 2183 SH DEFINED 03 2183 0 0 GENZYME CORP COM-MOLECULAR 372917500 0 18 SH DEFINED 03 0 0 18 GENZYME CORP COM BIOSURGERY 372917708 16 2690 SH DEFINED 03 0 0 2690 GEORGIA GULF CORP COM PAR $0.01 373200203 320 12823 SH DEFINED 03 0 0 12823 GEORGIA PAC CORP COM 373298108 252 9031 SH DEFINED 03 9031 0 0 GERON CORP COM 374163103 0 49 SH DEFINED 03 49 0 0 GETTY IMAGES INC COM 374276103 2 71 SH DEFINED 03 0 0 71 GETTY RLTY CORP NEW COM 374297109 76 4000 SH DEFINED 03 0 0 4000 GILEAD SCIENCES INC COM 375558103 656 18809 SH DEFINED 03 0 0 18809 GILLETTE CO COM 375766102 3719 109051 SH DEFINED 03 0 0 109051 GIVEN IMAGING ORD SHS M52020100 145 16003 SH DEFINED 03 16003 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1668 36498 SH DEFINED 03 0 0 36498 GLOBAL INDS LTD COM 379336100 141 15400 SH DEFINED 03 0 0 15400 GLOBALSANTAFE CORP SHS G3930E101 1048 33405 SH DEFINED 03 0 0 33405 GLOBESPANVIRATA INC COM 37957V106 11 783 SH DEFINED 03 783 0 0 GOLDEN TELECOM INC COM 38122G107 7 500 SH DEFINED 03 0 0 500 GOLDMAN SACHS GROUP INC COM 38141G104 1832 21169 SH DEFINED 03 0 0 21169 GOODRICH CORP COM 382388106 30 937 SH DEFINED 03 937 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 3624 163979 SH DEFINED 03 0 0 163979 GRACO INC COM 384109104 2175 52663 SH DEFINED 03 0 0 52663 GRAINGER W W INC COM 384802104 445 7910 SH DEFINED 03 0 0 7910 GRANT PRIDECO INC COM 38821G101 12 900 SH DEFINED 03 0 0 900 GREAT ATLANTIC & PAC TEA INC COM 390064103 805 30100 SH DEFINED 03 0 0 30100 GREAT LAKES CHEM CORP COM 390568103 1842 68730 SH DEFINED 03 0 0 68730 GREAT LAKES REIT INC COM 390752103 6 355 SH DEFINED 03 355 0 0 GREATER BAY BANCORP COM 391648102 285 8426 SH DEFINED 03 0 0 8426 GREENPOINT FINL CORP COM 395384100 825 18300 SH DEFINED 03 0 0 18300 GREIF BROS CORP CL A 397624107 0 4 SH DEFINED 03 4 0 0 GREY WOLF INC COM 397888108 364 89050 SH DEFINED 03 0 0 89050 GRIFFON CORP COM 398433102 39 2215 SH DEFINED 03 0 0 2215 GROUPE DANONE SPONSORED ADR 399449107 566 23756 SH DEFINED 03 0 0 23756 GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 399909100 25 20000 SH DEFINED 03 0 0 20000 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 4621 100445 SH DEFINED 03 0 0 100445 GUCCI GROUP N V COM NY REG 401566104 76 825 SH DEFINED 03 0 0 825 GUIDANT CORP COM 401698105 3476 84667 SH DEFINED 03 84667 0 0 HAEMONETICS CORP COM 405024100 83 2571 SH DEFINED 03 0 0 2571 HAIN CELESTIAL GROUP INC COM 405217100 1 29 SH DEFINED 03 29 0 0 HALLIBURTON CO COM 406216101 679 40655 SH DEFINED 03 0 0 40655 HANCOCK JOHN FINL SVCS INC COM 41014S106 14 362 SH DEFINED 03 0 0 362 HANDSPRING INC COM 410293104 55 13550 SH DEFINED 03 0 0 13550 HANOVER COMPRESSOR CO COM 410768105 400 20500 SH DEFINED 03 0 0 20500 HARLEY DAVIDSON INC COM 412822108 768 14410 SH DEFINED 03 0 0 14410 HARLEYSVILLE GROUP INC COM 412824104 2 81 SH DEFINED 03 81 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 28 1212 SH DEFINED 03 0 0 1212 HARMAN INTL INDS INC COM 413086109 355 7140 SH DEFINED 03 0 0 7140 HARMONIC INC COM 413160102 4 347 SH DEFINED 03 347 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 0 10 SH DEFINED 03 10 0 0 HARRAHS ENTMT INC COM 413619107 2239 51551 SH DEFINED 03 0 0 51551 HARRIS CORP DEL COM 413875105 12 350 SH DEFINED 03 0 0 350 HARTE-HANKS INC COM 416196103 3116 99146 SH DEFINED 03 0 0 99146 HARTFORD FINL SVCS GROUP INC COM 416515104 49931 728921 SH DEFINED 03 728921 0 0 HASBRO INC COM 418056107 5 300 SH DEFINED 03 0 0 300 HAVAS ADVERTISING SPONSORED ADR 419313101 3 300 SH DEFINED 03 0 0 300 HCA INC COM 404119109 2781 62588 SH DEFINED 03 0 0 62588 HEALTH CARE PPTY INVS INC COM 421915109 1583 38350 SH DEFINED 03 0 0 38350 HEALTH CARE REIT INC COM 42217K106 43 1500 SH DEFINED 03 0 0 1500 HEALTH MGMT ASSOC INC NEW SDCV 8/1 421933AB8 226 3300 SH DEFINED 03 0 0 3300 HEALTH MGMT ASSOC INC NEW CL A 421933102 2213 107538 SH DEFINED 03 0 0 107538 HEALTHCARE RLTY TR COM 421946104 76 2500 SH DEFINED 03 0 0 2500 HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF8 289 3000 SH DEFINED 03 0 0 3000 HEALTHSOUTH CORP COM 421924101 604 42985 SH DEFINED 03 0 0 42985 HECLA MNG CO COM 422704106 44 18000 SH DEFINED 03 0 0 18000 HEIDRICK & STRUGGLES INTL IN COM 422819102 20 1000 SH DEFINED 03 0 0 1000 HEINZ H J CO COM 423074103 6163 147545 SH DEFINED 03 0 0 147545 HELMERICH & PAYNE INC COM 423452101 4 105 SH DEFINED 03 0 0 105 HENRY JACK & ASSOC INC COM 426281101 45 2115 SH DEFINED 03 2115 0 0 HERSHEY FOODS CORP COM 427866108 128 1841 SH DEFINED 03 0 0 1841 HEWLETT PACKARD CO COM 428236103 9885 573047 SH DEFINED 03 0 0 573047 HIBERNIA CORP CL A 428656102 95 5090 SH DEFINED 03 0 0 5090 HIGHWOODS PPTYS INC COM 431284108 42 1500 SH DEFINED 03 0 0 1500 HILB ROGAL & HAMILTON CO COM 431294107 0 7 SH DEFINED 03 7 0 0 HILLENBRAND INDS INC COM 431573104 1 13 SH DEFINED 03 13 0 0 HILTON HOTELS CORP COM 432848109 21 1500 SH DEFINED 03 0 0 1500 HITACHI LIMITED ADR 10 COM 433578507 11219 155588 SH DEFINED 03 0 0 155588 HNC SOFTWARE INC COM 40425P107 13 809 SH DEFINED 03 0 0 809 HOLLYWOOD ENTMT CORP COM 436141105 52 3000 SH DEFINED 03 0 0 3000 HOME DEPOT INC COM 437076102 12229 253987 SH DEFINED 03 253987 0 0 HONDA MOTOR LTD AMERN SHS 438128308 552 27025 SH DEFINED 03 0 0 27025 HONEYWELL INTL INC COM 438516106 2910 76570 SH DEFINED 03 76570 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 2932 127147 SH DEFINED 03 0 0 127147 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 282 7900 SH DEFINED 03 0 0 7900 HOST MARRIOTT CORP NEW COM 44107P104 50 4261 SH DEFINED 03 0 0 4261 HOUSEHOLD INTL INC COM 441815107 1570 27626 SH DEFINED 03 0 0 27626 HRPT PPTYS TR COM SH BEN INT 40426W101 468 51100 SH DEFINED 03 0 0 51100 HSBC HLDGS PLC SPON ADR NEW 404280406 10612 184581 SH DEFINED 03 0 0 184581 HUBBELL INC CL B 443510201 48 1500 SH DEFINED 03 0 0 1500 HUDSON UNITED BANCORP COM 444165104 2534 82084 SH DEFINED 03 0 0 82084 HUMAN GENOME SCIENCES INC COM 444903108 177 8800 SH DEFINED 03 0 0 8800 HUMANA INC COM 444859102 102 7293 SH DEFINED 03 0 0 7293 HUNTINGTON BANCSHARES INC COM 446150104 42 2126 SH DEFINED 03 2126 0 0 HYPERION SOLUTIONS CORP COM 44914M104 0 5 SH DEFINED 03 0 0 5 HYPERION TOTAL RETURN & INCO COM 449145101 336 37364 SH DEFINED 03 37364 0 0 I-MANY INC COM 44973Q103 16 3500 SH DEFINED 03 0 0 3500 ICN PHARMACEUTICALS INC NEW COM 448924100 45 1500 SH DEFINED 03 0 0 1500 ICOS CORP COM 449295104 60 1380 SH DEFINED 03 1380 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 122 2010 SH DEFINED 03 0 0 2010 IDENTIX INC COM 451906101 57 7570 SH DEFINED 03 7570 0 0 IDT CORP COM 448947101 11 461 SH DEFINED 03 0 0 461 IGEN INC COM 449536101 189 5000 SH DEFINED 03 0 0 5000 IKON OFFICE SOLUTIONS INC COM 451713101 8 671 SH DEFINED 03 671 0 0 ILLINOIS TOOL WKS INC COM 452308109 2597 36472 SH DEFINED 03 0 0 36472 IMC GLOBAL INC COM 449669100 27 2011 SH DEFINED 03 2011 0 0 IMCLONE SYS INC COM 45245W109 110 4802 SH DEFINED 03 4802 0 0 IMMUNEX CORP NEW COM 452528102 100 3350 SH DEFINED 03 0 0 3350 IMPATH INC COM 45255G101 40 1000 SH DEFINED 03 0 0 1000 IMPERIAL CHEM INDS PLC ADR NEW 452704505 4290 231502 SH DEFINED 03 0 0 231502 IMPSAT FIBER NETWORKS INC COM 45321T103 0 250 SH DEFINED 03 0 0 250 IMS HEALTH INC COM 449934108 1267 59058 SH DEFINED 03 59058 0 0 INCYTE GENOMICS INC COM 45337C102 5 500 SH DEFINED 03 0 0 500 INDEPENDENCE CMNTY BK CORP COM 453414104 85 3000 SH DEFINED 03 0 0 3000 INDEPENDENT BANK CORP MASS COM 453836108 3575 141970 SH DEFINED 03 0 0 141970 INFORMATICA CORP COM 45666Q102 0 13 SH DEFINED 03 13 0 0 INFOSPACE INC COM 45678T102 9 6201 SH DEFINED 03 0 0 6201 ING GROUP N V SPONSORED ADR 456837103 415 15731 SH DEFINED 03 0 0 15731 INGERSOLL-RAND COMPANY LTD CL A G4776G101 5 100 SH DEFINED 03 0 0 100 INHALE THERAPEUTIC SYS INC COM 457191104 12 1300 SH DEFINED 03 0 0 1300 INKINE PHARMACEUTICALS INC COM 457214104 4 2500 SH DEFINED 03 0 0 2500 INKTOMI CORP COM 457277101 11 3647 SH DEFINED 03 3647 0 0 INNOGY HLDGS PLC SPONSORED ADR 45769A103 2475 63948 SH DEFINED 03 0 0 63948 INSITUFORM TECHNOLOGIES INC CL A 457667103 373 14350 SH DEFINED 03 0 0 14350 INTEGRATED DEFENSE TECHNOLOG COM 45819B101 478 15793 SH DEFINED 03 0 0 15793 INTEGRATED DEVICE TECHNOLOGY COM 458118106 3228 100015 SH DEFINED 03 100015 0 0 INTEL CORP COM 458140100 58544 1913821 SH DEFINED 03 1913821 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 98 8800 SH DEFINED 03 0 0 8800 INTERLAND INC COM 458727104 44 16722 SH DEFINED 03 0 0 16722 INTERNAP NETWORK SVCS CORP COM 45885A102 2 2900 SH DEFINED 03 0 0 2900 INTERNATIONAL BUSINESS MACHS COM 459200101 54543 540887 SH DEFINED 03 0 0 540887 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 382 10825 SH DEFINED 03 0 0 10825 INTERNATIONAL GAME TECHNOLOG COM 459902102 1018 17487 SH DEFINED 03 0 0 17487 INTERNATIONAL RECTIFIER CORP COM 460254105 29 655 SH DEFINED 03 0 0 655 INTERNATIONAL SPEEDWAY CORP CL A 460335201 18 392 SH DEFINED 03 0 0 392 INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 99 3000 SH DEFINED 03 0 0 3000 INTERNET CAP GROUP INC COM 46059C106 2 4000 SH DEFINED 03 0 0 4000 INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 3 100 SH DEFINED 03 0 0 100 INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V104 3 700 SH DEFINED 03 0 0 700 INTERNET SEC SYS INC COM 46060X107 3 120 SH DEFINED 03 120 0 0 INTERPUBLIC GROUP COS INC COM 460690100 550 16779 SH DEFINED 03 0 0 16779 INTERSIL CORP CL A 46069S109 79 2800 SH DEFINED 03 0 0 2800 INTERSTATE BAKERIES CORP DEL COM 46072H108 115 4480 SH DEFINED 03 0 0 4480 INTERTAN INC COM 461120107 12 1000 SH DEFINED 03 0 0 1000 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 9 6500 SH DEFINED 03 0 0 6500 INTERWOVEN INC COM 46114T102 45 9000 SH DEFINED 03 0 0 9000 INTL PAPER CO COM 460146103 1270 30626 SH DEFINED 03 0 0 30626 INTRABIOTICS PHARMACEUTICALS COM 46116T100 7 1773 SH DEFINED 03 0 0 1773 INTRADO INC COM 46117A100 19 885 SH DEFINED 03 885 0 0 INTUIT COM 461202103 1162 30586 SH DEFINED 03 30586 0 0 INVACARE CORP COM 461203101 3514 92382 SH DEFINED 03 0 0 92382 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 5000 102440 SH DEFINED 03 0 0 102440 INVESTORS REAL ESTATE TR SH BEN INT 461730103 50 4984 SH DEFINED 03 4984 0 0 INVISION TECHNOLOGIES INC COM 461851107 18 500 SH DEFINED 03 0 0 500 INVITROGEN CORP NOTE 5.500% 3/0 46185RAB6 1533 17500 SH DEFINED 03 0 0 17500 INVITROGEN CORP COM 46185R100 155 4494 SH DEFINED 03 4494 0 0 IONICS INC COM 462218108 18 600 SH DEFINED 03 0 0 600 IRELAND BK SPONSORED ADR 46267Q103 5229 116530 SH DEFINED 03 0 0 116530 ISHARES INC MSCI JAPAN 464286848 32 3875 SH DEFINED 03 0 0 3875 ISHARES TR S&P 500 INDEX 464287200 0 4 SH DEFINED 03 0 0 4 ISHARES TR S&P500/BAR VAL 464287408 160 2900 SH DEFINED 03 0 0 2900 ISHARES TR NASDQ BIO INDX 464287556 7 100 SH DEFINED 03 0 0 100 ISHARES TR RUSSELL1000VAL 464287598 66 1155 SH DEFINED 03 0 0 1155 ISHARES TR RUSSELL 1000 464287622 336 5626 SH DEFINED 03 0 0 5626 ISHARES TR RUSL 2000 VALU 464287630 265 1900 SH DEFINED 03 0 0 1900 ISHARES TR RUSL 2000 GROW 464287648 1250 22530 SH DEFINED 03 0 0 22530 ISHARES TR RUSSELL 2000 464287655 1499 15100 SH DEFINED 03 0 0 15100 ISHARES TR S&P MIDCP VALU 464287705 54 550 SH DEFINED 03 0 0 550 ISHARES TR DJ US TELECOMM 464287713 92 3500 SH DEFINED 03 0 0 3500 ISHARES TR DJ US FINL SEC 464287788 5 60 SH DEFINED 03 0 0 60 ISPAT INTL N V NY REG SH CL A 464899103 29 12000 SH DEFINED 03 0 0 12000 ISTAR FINL INC COM 45031U101 6 200 SH DEFINED 03 0 0 200 ITC DELTACOM INC COM 45031T104 2 7000 SH DEFINED 03 0 0 7000 ITO YOKADO LTD ADR NEW 465714301 589 14641 SH DEFINED 03 0 0 14641 ITT EDUCATIONAL SERVICES INC COM 45068B109 43 963 SH DEFINED 03 0 0 963 ITT INDS INC IND COM 450911102 97 1527 SH DEFINED 03 1527 0 0 IVAX CORP NOTE 4.500% 5/1 465823AG7 12 150 SH DEFINED 03 0 0 150 IVILLAGE INC COM 46588H105 27 10500 SH DEFINED 03 0 0 10500 IXIA COM 45071R109 3 400 SH DEFINED 03 0 0 400 IXYS CORP COM 46600W106 140 12200 SH DEFINED 03 0 0 12200 I2 TECHNOLOGIES INC COM 465754109 277 55200 SH DEFINED 03 0 0 55200 J D EDWARDS & CO COM 281667105 5269 327480 SH DEFINED 03 0 0 327480 J P MORGAN CHASE & CO COM 46625H100 24858 721766 SH DEFINED 03 0 0 721766 JABIL CIRCUIT INC COM 466313103 1965 85573 SH DEFINED 03 0 0 85573 JACOBS ENGR GROUP INC DEL COM 469814107 7 197 SH DEFINED 03 0 0 197 JAKKS PAC INC COM 47012E106 54 2500 SH DEFINED 03 0 0 2500 JDN RLTY CORP COM 465917102 40 3142 SH DEFINED 03 3142 0 0 JDS UNIPHASE CORP COM 46612J101 1138 192474 SH DEFINED 03 0 0 192474 JEFFERSON PILOT CORP COM 475070108 37 725 SH DEFINED 03 0 0 725 JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W107 200 8620 SH DEFINED 03 0 0 8620 JLG INDS INC COM 466210101 2 112 SH DEFINED 03 112 0 0 JNI CORP COM 46622G105 28 4200 SH DEFINED 03 0 0 4200 JOHNSON & JOHNSON COM 478160104 63372 998293 SH DEFINED 03 0 0 998293 JOHNSON CTLS INC COM 478366107 15 169 SH DEFINED 03 169 0 0 JUNIPER NETWORKS INC COM 48203R104 483 39262 SH DEFINED 03 0 0 39262 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 58 8000 SH DEFINED 03 0 0 8000 K MART CORP COM 482584109 23 17000 SH DEFINED 03 0 0 17000 KADANT INC COM 48282T104 0 4 SH DEFINED 03 0 0 4 KANEB SERVICES LLC COM 484173109 1063 47579 SH DEFINED 03 0 0 47579 KANSAS CITY LIFE INS CO COM 484836101 14 370 SH DEFINED 03 0 0 370 KAYDON CORP COM 486587108 1 40 SH DEFINED 03 40 0 0 KB HOME COM 48666K109 100 2300 SH DEFINED 03 0 0 2300 KEANE INC COM 486665102 2075 128088 SH DEFINED 03 0 0 128088 KEITHLEY INSTRS INC COM 487584104 1 36 SH DEFINED 03 36 0 0 KELLOGG CO COM 487836108 340 9750 SH DEFINED 03 0 0 9750 KELLWOOD CO COM 488044108 0 5 SH DEFINED 03 5 0 0 KEMET CORP COM 488360108 19 1010 SH DEFINED 03 0 0 1010 KERR MCGEE CORP COM 492386107 155 2554 SH DEFINED 03 2554 0 0 KEYCORP NEW COM 493267108 1788 68000 SH DEFINED 03 0 0 68000 KEYSPAN CORP COM 49337W100 22 600 SH DEFINED 03 0 0 600 KEYSTONE PPTY TR CORP COM 493596100 109 7630 SH DEFINED 03 0 0 7630 KEY3MEDIA GROUP INC COM 49326R104 0 50 SH DEFINED 03 0 0 50 KFX INC COM 48245L107 78 34500 SH DEFINED 03 0 0 34500 KILROY RLTY CORP COM 49427F108 57 2000 SH DEFINED 03 0 0 2000 KIMBERLY CLARK CORP COM 494368103 8359 129595 SH DEFINED 03 129595 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 3107 93432 SH DEFINED 03 0 0 93432 KINDER MORGAN INC KANS COM 49455P101 11362 234615 SH DEFINED 03 0 0 234615 KING PHARMACEUTICALS INC COM 495582108 946 28830 SH DEFINED 03 0 0 28830 KLA-TENCOR CORP COM 482480100 3121 47512 SH DEFINED 03 0 0 47512 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 386 26345 SH DEFINED 03 0 0 26345 KNIGHT RIDDER INC COM 499040103 118 1740 SH DEFINED 03 0 0 1740 KNIGHT TRANSN INC COM 499064103 357 18150 SH DEFINED 03 0 0 18150 KOHLS CORP COM 500255104 102 1463 SH DEFINED 03 0 0 1463 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 548 21819 SH DEFINED 03 0 0 21819 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 741 24875 SH DEFINED 03 0 0 24875 KONOVER PPTY TR INC COM 50047R100 17 10000 SH DEFINED 03 0 0 10000 KOPIN CORP COM 500600101 35 4000 SH DEFINED 03 0 0 4000 KOREA ELECTRIC PWR SPONSORED ADR 500631106 2171 212820 SH DEFINED 03 0 0 212820 KOREA TELECOM SPONSORED ADR 50063P103 2629 109575 SH DEFINED 03 0 0 109575 KRAFT FOODS INC CL A 50075N104 10385 257377 SH DEFINED 03 0 0 257377 KRISPY KREME DOUGHNUTS INC COM 501014104 33 840 SH DEFINED 03 0 0 840 KROGER CO COM 501044101 435 19506 SH DEFINED 03 0 0 19506 KRONOS INC COM 501052104 7 150 SH DEFINED 03 0 0 150 L-3 COMMUNICATIONS HLDGS INC COM 502424104 427 3538 SH DEFINED 03 0 0 3538 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3933 42337 SH DEFINED 03 0 0 42337 LABRANCHE & CO INC COM 505447102 1474 50350 SH DEFINED 03 0 0 50350 LACLEDE GROUP INC COM 505597104 4 156 SH DEFINED 03 156 0 0 LAFARGE NORTH AMERICA INC COM 505862102 198 4705 SH DEFINED 03 0 0 4705 LAM RESEARCH CORP COM 512807108 241 8572 SH DEFINED 03 8572 0 0 LAMAR ADVERTISING CO CL A 512815101 200 5000 SH DEFINED 03 0 0 5000 LANCASTER COLONY CORP COM 513847103 2999 81826 SH DEFINED 03 81826 0 0 LANCE INC COM 514606102 29 2000 SH DEFINED 03 0 0 2000 LANDAMERICA FINL GROUP INC COM 514936103 69 2000 SH DEFINED 03 0 0 2000 LANDS END INC COM 515086106 4372 96589 SH DEFINED 03 0 0 96589 LANTRONIX INC COM 516548104 1 300 SH DEFINED 03 0 0 300 LATTICE SEMICONDUCTOR CORP COM 518415104 2078 117525 SH DEFINED 03 117525 0 0 LAUDER ESTEE COS INC CL A 518439104 16350 456711 SH DEFINED 03 456711 0 0 LAWSON PRODS INC COM 520776105 20 700 SH DEFINED 03 0 0 700 LEAR CORP COM 521865105 694 14650 SH DEFINED 03 0 0 14650 LEARN2 CORP COM 52201Y103 0 395 SH DEFINED 03 0 0 395 LEE ENTERPRISES INC COM 523768109 1 17 SH DEFINED 03 17 0 0 LEGGETT & PLATT INC COM 524660107 3969 164687 SH DEFINED 03 0 0 164687 LEHMAN BROS HLDGS INC COM 524908100 541 8670 SH DEFINED 03 0 0 8670 LENNAR CORP COM 526057104 3738 72600 SH DEFINED 03 0 0 72600 LEVEL 3 COMMUNICATIONS INC COM 52729N100 42 11000 SH DEFINED 03 0 0 11000 LEXMARK INTL NEW CL A 529771107 292 5410 SH DEFINED 03 0 0 5410 LIBERATE TECHNOLOGIES COM 530129105 14 2650 SH DEFINED 03 0 0 2650 LIBERTY CORP S C COM 530370105 0 5 SH DEFINED 03 5 0 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 4916 403968 SH DEFINED 03 0 0 403968 LIBERTY PPTY TR SH BEN INT 531172104 2000 61321 SH DEFINED 03 0 0 61321 LIGAND PHARMACEUTICALS INC CL B 53220K207 10 500 SH DEFINED 03 0 0 500 LILLY ELI & CO COM 532457108 2724 35751 SH DEFINED 03 35751 0 0 LIMITED INC COM 532716107 122 7000 SH DEFINED 03 0 0 7000 LINCARE HLDGS INC COM 532791100 17 600 SH DEFINED 03 0 0 600 LINCOLN NATL CORP IND COM 534187109 35 700 SH DEFINED 03 0 0 700 LINEAR TECHNOLOGY CORP COM 535678106 3065 72915 SH DEFINED 03 72915 0 0 LINENS N THINGS INC COM 535679104 1078 34899 SH DEFINED 03 0 0 34899 LITTELFUSE INC COM 537008104 1970 82167 SH DEFINED 03 0 0 82167 LNR PPTY CORP COM 501940100 7 200 SH DEFINED 03 0 0 200 LOCKHEED MARTIN CORP COM 539830109 641 10839 SH DEFINED 03 10839 0 0 LOEWS CORP COM 540424108 5221 89224 SH DEFINED 03 0 0 89224 LOEWS CORP CAROLNA GP STK 540424207 276 9175 SH DEFINED 03 0 0 9175 LONGVIEW FIBRE CO COM 543213102 11 1082 SH DEFINED 03 0 0 1082 LORAL SPACE & COMMUNICATIONS COM G56462107 2369 1144500 SH DEFINED 03 0 0 1144500 LOWES COS INC COM 548661107 4754 111220 SH DEFINED 03 0 0 111220 LSI LOGIC CORP COM 502161102 10 618 SH DEFINED 03 618 0 0 LTX CORP COM 502392103 8 300 SH DEFINED 03 0 0 300 LUBYS INC COM 549282101 3 446 SH DEFINED 03 0 0 446 LUCENT TECHNOLOGIES INC COM 549463107 1684 366835 SH DEFINED 03 366835 0 0 LYDALL INC DEL COM 550819106 2452 170309 SH DEFINED 03 0 0 170309 LYONDELL CHEMICAL CO COM 552078107 3 200 SH DEFINED 03 0 0 200 M & T BK CORP COM 55261F104 9 113 SH DEFINED 03 113 0 0 MACDERMID INC COM 554273102 0 8 SH DEFINED 03 8 0 0 MACK CALI RLTY CORP COM 554489104 2044 60145 SH DEFINED 03 0 0 60145 MACROCHEM CORP DEL COM 555903103 4 1396 SH DEFINED 03 1396 0 0 MACROMEDIA INC COM 556100105 2 116 SH DEFINED 03 116 0 0 MACROVISION CORP COM 555904101 1483 61500 SH DEFINED 03 0 0 61500 MAGMA DESIGN AUTOMATION COM 559181102 4 200 SH DEFINED 03 0 0 200 MAGNA INTL INC CL A 559222401 51 710 SH DEFINED 03 0 0 710 MANAGED MUNS PORTFOLIO INC COM 561662107 774 74750 SH DEFINED 03 0 0 74750 MANDALAY RESORT GROUP COM 562567107 59 2000 SH DEFINED 03 0 0 2000 MANITOWOC INC COM 563571108 2965 76356 SH DEFINED 03 0 0 76356 MANOR CARE INC NEW COM 564055101 220 9400 SH DEFINED 03 0 0 9400 MANUFACTURED HOME CMNTYS INC COM 564682102 73 2200 SH DEFINED 03 0 0 2200 MANUFACTURERS SVCS LTD COM 565005105 1 250 SH DEFINED 03 0 0 250 MANUGISTICS GROUP INC COM 565011103 236 12623 SH DEFINED 03 12623 0 0 MARATHON OIL CORP COM 565849106 171 6065 SH DEFINED 03 0 0 6065 MARCUS CORP COM 566330106 1916 118258 SH DEFINED 03 0 0 118258 MARRIOTT INTL INC NEW CL A 571903202 17 400 SH DEFINED 03 0 0 400 MARSH & MCLENNAN COS INC COM 571748102 22684 200286 SH DEFINED 03 0 0 200286 MARTEK BIOSCIENCES CORP COM 572901106 62 2000 SH DEFINED 03 0 0 2000 MARTHA STEWART LIVING OMNIME CL A 573083102 1 50 SH DEFINED 03 0 0 50 MARTIN MARIETTA MATLS INC COM 573284106 1 24 SH DEFINED 03 24 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 109 2643 SH DEFINED 03 2643 0 0 MASCO CORP COM 574599106 54 2073 SH DEFINED 03 0 0 2073 MATRIXONE INC COM 57685P304 0 32 SH DEFINED 03 32 0 0 MATSUSHITA ELEC INDL ADR 576879209 9756 758019 SH DEFINED 03 0 0 758019 MATTEL INC COM 577081102 251 12354 SH DEFINED 03 12354 0 0 MAX RE CAPITAL LTD HAMILTON SHS G6052F103 1638 104000 SH DEFINED 03 0 0 104000 MAXIM INTEGRATED PRODS INC COM 57772K101 93 1710 SH DEFINED 03 0 0 1710 MAXIM PHARMACEUTICALS INC COM 57772M107 22 4000 SH DEFINED 03 0 0 4000 MAXIMUS INC COM 577933104 2084 70400 SH DEFINED 03 0 0 70400 MAXYGEN INC COM 577776107 8 700 SH DEFINED 03 0 0 700 MAY DEPT STORES CO COM 577778103 116 3375 SH DEFINED 03 0 0 3375 MAYTAG CORP COM 578592107 9 200 SH DEFINED 03 0 0 200 MBIA INC COM 55262C100 185 3435 SH DEFINED 03 0 0 3435 MBNA CORP COM 55262L100 10006 268619 SH DEFINED 03 268619 0 0 MCAFEE COM CORP CL A 579062100 17 1000 SH DEFINED 03 0 0 1000 MCCLATCHY CO CL A 579489105 0 1 SH DEFINED 03 1 0 0 MCCORMICK & CO INC COM NON VTG 579780206 5 100 SH DEFINED 03 0 0 100 MCDATA CORP CL A 580031201 68 5590 SH DEFINED 03 5590 0 0 MCDONALDS CORP COM 580135101 11434 411432 SH DEFINED 03 0 0 411432 MCGRAW HILL COS INC COM 580645109 279 4150 SH DEFINED 03 0 0 4150 MCKESSON CORP COM 58155Q103 1280 35943 SH DEFINED 03 35943 0 0 MCSI INC COM 55270M108 0 2 SH DEFINED 03 2 0 0 MDSI MOBILE DATA SOLUTIONS I COM 55268N100 216 57550 SH DEFINED 03 0 0 57550 MDU RES GROUP INC COM 552690109 23 723 SH DEFINED 03 723 0 0 MEADWESTVACO CORP COM 583334107 429 13274 SH DEFINED 03 0 0 13274 MEDIA GEN INC CL A 584404107 255 4000 SH DEFINED 03 0 0 4000 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 2 150 SH DEFINED 03 0 0 150 MEDIMMUNE INC COM 584699102 2698 74475 SH DEFINED 03 0 0 74475 MEDIS TECHNOLOGIES LTD COM 58500P107 199 20550 SH DEFINED 03 0 0 20550 MEDQUIST INC COM 584949101 26 900 SH DEFINED 03 0 0 900 MEDTRONIC INC COM 585055106 10288 234089 SH DEFINED 03 0 0 234089 MELLON FINL CORP COM 58551A108 646 17380 SH DEFINED 03 0 0 17380 MERCANTILE BANKSHARES CORP COM 587405101 15 346 SH DEFINED 03 346 0 0 MERCATOR SOFTWARE INC COM 587587106 41 10000 SH DEFINED 03 0 0 10000 MERCK & CO INC COM 589331107 23457 420376 SH DEFINED 03 420376 0 0 MERCURY COMPUTER SYS COM 589378108 3 93 SH DEFINED 03 0 0 93 MERCURY GENL CORP NEW COM 589400100 1 31 SH DEFINED 03 31 0 0 MERCURY INTERACTIVE CORP COM 589405109 22 650 SH DEFINED 03 0 0 650 MEREDITH CORP COM 589433101 8594 197604 SH DEFINED 03 0 0 197604 MERRILL LYNCH & CO INC COM 590188108 21846 407951 SH DEFINED 03 0 0 407951 METASOLV INC COM 59139P104 1 150 SH DEFINED 03 0 0 150 METLIFE INC COM 59156R108 283 8962 SH DEFINED 03 8962 0 0 METRIS COS INC COM 591598107 190 8954 SH DEFINED 03 8954 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 51 2065 SH DEFINED 03 2065 0 0 METROMEDIA FIBER NETWORK INC CL A 591689104 3 39360 SH DEFINED 03 0 0 39360 METROMEDIA INTL GROUP INC COM 591695101 10 39000 SH DEFINED 03 0 0 39000 METTLER TOLEDO INTERNATIONAL COM 592688105 155 3458 SH DEFINED 03 0 0 3458 MEVC DRAPER FISHER JURVET FD COM 55271E105 183 19014 SH DEFINED 03 0 0 19014 MFS CHARTER INCOME TR SH BEN INT 552727109 186 22969 SH DEFINED 03 22969 0 0 MFS GOVT MKTS INCOME TR SH BEN INT 552939100 160 24067 SH DEFINED 03 24067 0 0 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 81 13383 SH DEFINED 03 13383 0 0 MGI PHARMA INC COM 552880106 183 13800 SH DEFINED 03 0 0 13800 MGIC INVT CORP WIS COM 552848103 2296 34045 SH DEFINED 03 0 0 34045 MGM MIRAGE COM 552953101 83 2400 SH DEFINED 03 0 0 2400 MICREL INC COM 594793101 86 3559 SH DEFINED 03 3559 0 0 MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 15 16279 SH DEFINED 03 0 0 16279 MICROCHIP TECHNOLOGY INC COM 595017104 8 189 SH DEFINED 03 0 0 189 MICROMUSE INC COM 595094103 13 1584 SH DEFINED 03 0 0 1584 MICRON TECHNOLOGY INC COM 595112103 75 2442 SH DEFINED 03 0 0 2442 MICROSEMI CORP COM 595137100 36 2200 SH DEFINED 03 0 0 2200 MICROSOFT CORP COM 594918104 117846 2086514 SH DEFINED 03 0 0 2086514 MICROSTRATEGY INC CL A 594972101 4 1558 SH DEFINED 03 1558 0 0 MID ATLANTIC MED SVCS INC COM 59523C107 14 500 SH DEFINED 03 0 0 500 MIDCAP SPDR TR UNIT SER 1 595635103 4010 41155 SH DEFINED 03 0 0 41155 MIDWAY GAMES INC COM 598148104 189 14630 SH DEFINED 03 0 0 14630 MILLENNIUM PHARMACEUTICALS I COM 599902103 135 6525 SH DEFINED 03 0 0 6525 MILLER HERMAN INC COM 600544100 16 666 SH DEFINED 03 0 0 666 MILLS CORP COM 601148109 42 1500 SH DEFINED 03 0 0 1500 MIM CORP COM 553044108 155 9865 SH DEFINED 03 9865 0 0 MINERALS TECHNOLOGIES INC COM 603158106 2 30 SH DEFINED 03 0 0 30 MINNESOTA MNG & MFG CO COM 604059105 4414 38682 SH DEFINED 03 0 0 38682 MIPS TECHNOLOGIES INC CL A 604567107 0 50 SH DEFINED 03 50 0 0 MIRANT CORP COM 604675108 865 64567 SH DEFINED 03 64567 0 0 MIRAVANT MED TECHNOLOGIES COM 604690107 19 12000 SH DEFINED 03 0 0 12000 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 8456 1370456 SH DEFINED 03 0 0 1370456 MMO2 PLC ADR 55309W101 1021 105867 SH DEFINED 03 0 0 105867 MODINE MFG CO COM 607828100 1934 77093 SH DEFINED 03 0 0 77093 MOHAWK INDS INC COM 608190104 14 238 SH DEFINED 03 0 0 238 MOLEX INC COM 608554101 118 3370 SH DEFINED 03 0 0 3370 MONTEREY PASTA CO COM 612570101 231 27335 SH DEFINED 03 0 0 27335 MOODYS CORP COM 615369105 97 2400 SH DEFINED 03 0 0 2400 MOORE LTD COM 615785102 19 1500 SH DEFINED 03 1500 0 0 MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 4644 82947 SH DEFINED 03 0 0 82947 MOTOROLA INC COM 620076109 4629 332999 SH DEFINED 03 332999 0 0 MOVADO GROUP INC COM 624580106 76 3500 SH DEFINED 03 0 0 3500 MRV COMMUNICATIONS INC COM 553477100 6 2076 SH DEFINED 03 2076 0 0 MSC INDL DIRECT INC CL A 553530106 2364 106706 SH DEFINED 03 0 0 106706 MTS SYS CORP COM 553777103 1 111 SH DEFINED 03 111 0 0 MULTEX COM INC COM 625367107 842 189686 SH DEFINED 03 189686 0 0 MURPHY OIL CORP COM 626717102 9 100 SH DEFINED 03 0 0 100 MUTUAL RISK MGMT LTD COM 628351108 9 90000 SH DEFINED 03 90000 0 0 MYERS INDS INC COM 628464109 2360 161121 SH DEFINED 03 161121 0 0 MYRIAD GENETICS INC COM 62855J104 10 320 SH DEFINED 03 0 0 320 NABORS INDS INC DBCV 6/2 629568AD8 160 2450 SH DEFINED 03 0 0 2450 NABORS INDS INC COM 629568106 1596 38343 SH DEFINED 03 0 0 38343 NASDAQ 100 TR UNIT SER 1 631100104 5498 158171 SH DEFINED 03 0 0 158171 NATIONAL CITY CORP COM 635405103 9 304 SH DEFINED 03 0 0 304 NATIONAL COMMERCE FINL CORP COM 63545P104 22 810 SH DEFINED 03 810 0 0 NATIONAL FUEL GAS CO N J COM 636180101 2160 90293 SH DEFINED 03 0 0 90293 NATIONAL GRID GROUP PLC SPONSORED ADR 636274102 685 19966 SH DEFINED 03 0 0 19966 NATIONAL SEMICONDUCTOR CORP COM 637640103 42 1300 SH DEFINED 03 0 0 1300 NATIONAL SVC INDS INC COM NEW 637657206 1 100 SH DEFINED 03 0 0 100 NATIONAL-OILWELL INC COM 637071101 979 40738 SH DEFINED 03 0 0 40738 NATIONWIDE FINL SVCS INC CL A 638612101 175 4000 SH DEFINED 03 0 0 4000 NATIONWIDE HEALTH PPTYS INC COM 638620104 208 10000 SH DEFINED 03 0 0 10000 NAVIGANT CONSULTING INC COM 63935N107 28 4500 SH DEFINED 03 0 0 4500 NAVISTAR INTL CORP NEW COM 63934E108 89 2000 SH DEFINED 03 0 0 2000 NBTY INC COM 628782104 34 2000 SH DEFINED 03 0 0 2000 NCR CORP NEW COM 62886E108 136 3160 SH DEFINED 03 0 0 3160 NEC CORP ADR 629050204 153 18077 SH DEFINED 03 0 0 18077 NEOPHARM INC COM 640919106 12 550 SH DEFINED 03 0 0 550 NETEGRITY INC COM 64110P107 8 700 SH DEFINED 03 0 0 700 NETIQ CORP COM 64115P102 30 1500 SH DEFINED 03 0 0 1500 NETRO CORP COM 64114R109 9 3000 SH DEFINED 03 0 0 3000 NETWORK APPLIANCE INC COM 64120L104 1233 62630 SH DEFINED 03 0 0 62630 NETWORKS ASSOCS INC COM 640938106 4393 192183 SH DEFINED 03 192183 0 0 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 115 25300 SH DEFINED 03 0 0 25300 NEW FOCUS INC COM 644383101 6 2000 SH DEFINED 03 0 0 2000 NEW JERSEY RES COM 646025106 27 852 SH DEFINED 03 852 0 0 NEW PLAN EXCEL RLTY TR INC COM 648053106 10 500 SH DEFINED 03 0 0 500 NEW YORK CMNTY BANCORP INC COM 649445103 11 388 SH DEFINED 03 0 0 388 NEW YORK TIMES CO CL A 650111107 3898 82556 SH DEFINED 03 0 0 82556 NEWELL RUBBERMAID INC COM 651229106 136 4353 SH DEFINED 03 0 0 4353 NEWMONT MINING CORP COM 651639106 793 28543 SH DEFINED 03 0 0 28543 NEWPOWER HLDGS INC COM 652463100 10 20194 SH DEFINED 03 0 0 20194 NEWS CORP LTD ADR NEW 652487703 422 15981 SH DEFINED 03 0 0 15981 NEWS CORP LTD SP ADR PFD 652487802 30 1326 SH DEFINED 03 0 0 1326 NEXT LEVEL COMM INC COM 65333U104 1 500 SH DEFINED 03 0 0 500 NEXTCARD INC COM 65332K107 0 1050 SH DEFINED 03 0 0 1050 NEXTEL COMMUNICATIONS INC CL A 65332V103 2959 562569 SH DEFINED 03 562569 0 0 NEXTEL PARTNERS INC CL A 65333F107 1 200 SH DEFINED 03 0 0 200 NIKE INC CL B 654106103 355 6125 SH DEFINED 03 0 0 6125 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 9543 483429 SH DEFINED 03 0 0 483429 NISOURCE INC COM 65473P105 81 3595 SH DEFINED 03 0 0 3595 NMS COMMUNICATIONS CORP COM 629248105 3 780 SH DEFINED 03 0 0 780 NN INC COM 629337106 1 109 SH DEFINED 03 109 0 0 NOBLE AFFILIATES INC COM 654894104 745 19395 SH DEFINED 03 0 0 19395 NOBLE DRILLING CORP COM 655042109 180 4512 SH DEFINED 03 0 0 4512 NOKIA CORP SPONSORED ADR 654902204 7934 396114 SH DEFINED 03 0 0 396114 NORDSTROM INC COM 655664100 14 600 SH DEFINED 03 0 0 600 NORFOLK SOUTHERN CORP COM 655844108 32 1400 SH DEFINED 03 0 0 1400 NORTEL NETWORKS CORP NEW COM 656568102 1450 342028 SH DEFINED 03 342028 0 0 NORTH FORK BANCORPORATION NY COM 659424105 34 975 SH DEFINED 03 0 0 975 NORTHEAST UTILS COM 664397106 7 345 SH DEFINED 03 345 0 0 NORTHERN TR CORP COM 665859104 135 2333 SH DEFINED 03 2333 0 0 NORTHROP GRUMMAN CORP COM 666807102 2893 25421 SH DEFINED 03 0 0 25421 NORTHWEST NAT GAS CO COM 667655104 6 199 SH DEFINED 03 0 0 199 NORTHWESTERN CORP COM 668074107 198 10500 SH DEFINED 03 0 0 10500 NOVAMED EYECARE INC COM 66986W108 2 2000 SH DEFINED 03 0 0 2000 NOVARTIS A G SPONSORED ADR 66987V109 728 18679 SH DEFINED 03 0 0 18679 NOVELL INC COM 670006105 34 9133 SH DEFINED 03 0 0 9133 NOVELLUS SYS INC COM 670008101 31 614 SH DEFINED 03 614 0 0 NOVOSTE CORP COM 67010C100 82 11200 SH DEFINED 03 0 0 11200 NTELOS INC COM 67019U101 2 486 SH DEFINED 03 0 0 486 NTL DEL INC / NTL INC NOTE 5.750%12/1 62940TAA7 8 500 SH DEFINED 03 0 0 500 NTL INC COM 629407107 3 12450 SH DEFINED 03 0 0 12450 NUCOR CORP COM 670346105 5167 84965 SH DEFINED 03 0 0 84965 NUMERICAL TECHNOLOGIES INC COM 67053T101 149 11002 SH DEFINED 03 11002 0 0 NUVEEN INSD QUALITY MUN FD I COM 67062N103 627 42509 SH DEFINED 03 42509 0 0 NUVEEN INVT QUALITY MUN FD I COM 67062E103 729 50999 SH DEFINED 03 50999 0 0 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 571 41638 SH DEFINED 03 41638 0 0 NUVEEN PREM INCOME MUN FD COM 67062T100 570 41583 SH DEFINED 03 41583 0 0 NVIDIA CORP COM 67066G104 215 4985 SH DEFINED 03 4985 0 0 NWH INC COM 62946E106 761 62925 SH DEFINED 03 0 0 62925 NYFIX INC COM 670712108 1 100 SH DEFINED 03 0 0 100 O REILLY AUTOMOTIVE INC COM 686091109 143 5000 SH DEFINED 03 0 0 5000 OCCIDENTAL PETE CORP DEL COM 674599105 27 951 SH DEFINED 03 0 0 951 OCEAN ENERGY INC DEL COM 67481E106 1550 81090 SH DEFINED 03 0 0 81090 OCEANEERING INTL INC COM 675232102 2706 95092 SH DEFINED 03 0 0 95092 OCTEL CORP COM 675727101 0 25 SH DEFINED 03 0 0 25 OFFICE DEPOT INC COM 676220106 9768 483780 SH DEFINED 03 0 0 483780 OFFICEMAX INC COM 67622M108 6 1000 SH DEFINED 03 0 0 1000 OGE ENERGY CORP COM 670837103 2231 94371 SH DEFINED 03 0 0 94371 OLD REP INTL CORP COM 680223104 17 525 SH DEFINED 03 0 0 525 OM GROUP INC COM 670872100 2590 36380 SH DEFINED 03 0 0 36380 OMEGA FINL CORP COM 682092101 20 609 SH DEFINED 03 609 0 0 OMI CORP NEW COM Y6476W104 2 600 SH DEFINED 03 0 0 600 OMNICARE INC SDCV 5.000%12/0 681904AD0 1108 11730 SH DEFINED 03 0 0 11730 OMNICARE INC COM 681904108 184 7250 SH DEFINED 03 0 0 7250 OMNICOM GROUP INC COM 681919106 41447 453020 SH DEFINED 03 0 0 453020 ONEIDA LTD COM 682505102 13 882 SH DEFINED 03 0 0 882 ONI SYSTEMS CORP COM 68273F103 165 27600 SH DEFINED 03 0 0 27600 ONYX SOFTWARE CORP COM 683402101 1 200 SH DEFINED 03 0 0 200 OPENWAVE SYS INC COM 683718100 494 83395 SH DEFINED 03 0 0 83395 OPLINK COMMUNICATIONS INC COM 68375Q106 1 673 SH DEFINED 03 673 0 0 ORACLE CORP COM 68389X105 29933 2451506 SH DEFINED 03 2451506 0 0 ORBITAL SCIENCES CORP COM 685564106 5 1000 SH DEFINED 03 0 0 1000 ORGANOGENESIS INC COM 685906109 11 8000 SH DEFINED 03 0 0 8000 OSHKOSH TRUCK CORP COM 688239201 11 200 SH DEFINED 03 0 0 200 OSI PHARMACEUTICALS INC COM 671040103 62 1750 SH DEFINED 03 0 0 1750 OTG SOFTWARE INC COM 671059103 6 700 SH DEFINED 03 0 0 700 OVERSEAS SHIPHOLDING GROUP I COM 690368105 26 1096 SH DEFINED 03 0 0 1096 OVERTURE SVCS INC COM 69039R100 4365 157568 SH DEFINED 03 157568 0 0 OWENS & MINOR INC NEW COM 690732102 1 28 SH DEFINED 03 28 0 0 OXFORD HEALTH PLANS INC COM 691471106 57 1400 SH DEFINED 03 0 0 1400 O2MICRO INTERNATIONAL LIMITE ORD G6797E106 8 500 SH DEFINED 03 0 0 500 P F CHANGS CHINA BISTRO INC COM 69333Y108 38 570 SH DEFINED 03 0 0 570 PACIFIC CENTY FINL CORP COM 694058108 55 2000 SH DEFINED 03 0 0 2000 PACIFICARE HEALTH SYS DEL COM 695112102 7 400 SH DEFINED 03 0 0 400 PACKAGING CORP AMER COM 695156109 40 2000 SH DEFINED 03 0 0 2000 PALL CORP COM 696429307 49 2395 SH DEFINED 03 0 0 2395 PALM INC COM 696642107 147 41502 SH DEFINED 03 41502 0 0 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 31 1000 SH DEFINED 03 0 0 1000 PANAMSAT CORP NEW COM 697933109 5 200 SH DEFINED 03 0 0 200 PANCANADIAN ENERGY CORP COM 69831A107 311 10528 SH DEFINED 03 0 0 10528 PANERA BREAD CO CL A 69840W108 26 414 SH DEFINED 03 414 0 0 PARADYNE NETWORKS INC COM 69911G107 0 100 SH DEFINED 03 0 0 100 PARAMETRIC TECHNOLOGY CORP COM 699173100 3 500 SH DEFINED 03 0 0 500 PARKER HANNIFIN CORP COM 701094104 10 200 SH DEFINED 03 0 0 200 PARKWAY PPTYS INC COM 70159Q104 3 87 SH DEFINED 03 87 0 0 PATHMARK STORES INC NEW COM 70322A101 23 1000 SH DEFINED 03 0 0 1000 PATINA OIL & GAS CORP COM 703224105 0 2 SH DEFINED 03 2 0 0 PATTERSON DENTAL CO COM 703412106 55 1200 SH DEFINED 03 0 0 1200 PATTERSON UTI ENERGY INC COM 703481101 173 6000 SH DEFINED 03 0 0 6000 PAXAR CORP COM 704227107 23 1400 SH DEFINED 03 0 0 1400 PAYCHEX INC COM 704326107 69 1792 SH DEFINED 03 1792 0 0 PAYLESS SHOESOURCE INC COM 704379106 22 360 SH DEFINED 03 0 0 360 PEARSON PLC SPONSORED ADR 705015105 355 27802 SH DEFINED 03 0 0 27802 PEGASUS COMMUNICATIONS CORP CL A 705904100 50 25755 SH DEFINED 03 0 0 25755 PENN NATL GAMING INC COM 707569109 12 358 SH DEFINED 03 358 0 0 PENNEY J C INC COM 708160106 271 13500 SH DEFINED 03 0 0 13500 PENNZOIL-QUAKER STATE COMPAN COM 709323109 4 190 SH DEFINED 03 0 0 190 PENTAIR INC COM 709631105 9 200 SH DEFINED 03 0 0 200 PENTON MEDIA INC COM 709668107 3 400 SH DEFINED 03 0 0 400 PENWEST PHARMACEUTICALS CO COM 709754105 546 28800 SH DEFINED 03 0 0 28800 PEOPLES ENERGY CORP COM 711030106 26 666 SH DEFINED 03 0 0 666 PEOPLESOFT INC COM 712713106 575 22305 SH DEFINED 03 22305 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 16 1000 SH DEFINED 03 0 0 1000 PEPSI BOTTLING GROUP INC COM 713409100 134 5231 SH DEFINED 03 5231 0 0 PEPSIAMERICAS INC COM 71343P200 2 131 SH DEFINED 03 131 0 0 PEPSICO INC COM 713448108 9139 181214 SH DEFINED 03 181214 0 0 PEREGRINE SYSTEMS INC COM 71366Q101 1051 127841 SH DEFINED 03 127841 0 0 PERFORMANCE FOOD GROUP CO COM 713755106 2193 64297 SH DEFINED 03 0 0 64297 PERKINELMER INC COM 714046109 6171 357942 SH DEFINED 03 0 0 357942 PEROT SYS CORP CL A 714265105 43 2200 SH DEFINED 03 0 0 2200 PETROCHINA CO LTD SPONSORED ADR 71646E100 785 37645 SH DEFINED 03 0 0 37645 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 9588 379856 SH DEFINED 03 0 0 379856 PETSMART INC COM 716768106 803 57747 SH DEFINED 03 57747 0 0 PFF BANCORP INC COM 69331W104 0 11 SH DEFINED 03 11 0 0 PFIZER INC COM 717081103 74480 1909740 SH DEFINED 03 1909740 0 0 PG&E CORP COM 69331C108 8523 380299 SH DEFINED 03 380299 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 161 4786 SH DEFINED 03 0 0 4786 PHARMACIA CORP COM 71713U102 27998 651712 SH DEFINED 03 0 0 651712 PHARSIGHT CORP COM 71721Q101 5 2900 SH DEFINED 03 0 0 2900 PHELPS DODGE CORP COM 717265102 59 1500 SH DEFINED 03 0 0 1500 PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 104 4450 SH DEFINED 03 0 0 4450 PHILIP MORRIS COS INC COM 718154107 11947 224609 SH DEFINED 03 0 0 224609 PHILLIPS PETE CO COM 718507106 7632 123399 SH DEFINED 03 0 0 123399 PHOENIX TECHNOLOGY LTD COM 719153108 217 16692 SH DEFINED 03 0 0 16692 PHOTRONICS INC COM 719405102 19 567 SH DEFINED 03 0 0 567 PIER 1 IMPORTS INC COM 720279108 25 1151 SH DEFINED 03 0 0 1151 PILGRIMS PRIDE CORP CL B 721467108 28 2002 SH DEFINED 03 2002 0 0 PIMCO COML MTG SECS TR INC COM 693388100 205 14334 SH DEFINED 03 0 0 14334 PIONEER NAT RES CO COM 723787107 1 38 SH DEFINED 03 0 0 38 PIONEER STD ELECTRS INC COM 723877106 2442 171143 SH DEFINED 03 0 0 171143 PITNEY BOWES INC COM 724479100 251 5950 SH DEFINED 03 0 0 5950 PIXELWORKS INC COM 72581M107 1 59 SH DEFINED 03 59 0 0 PLACER DOME INC COM 725906101 8 704 SH DEFINED 03 704 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 733 29220 SH DEFINED 03 0 0 29220 PLAINS RES INC COM PAR $0.10 726540503 168 6700 SH DEFINED 03 0 0 6700 PLANTRONICS INC NEW COM 727493108 703 34530 SH DEFINED 03 0 0 34530 PLUG POWER INC COM 72919P103 11 1050 SH DEFINED 03 0 0 1050 PLUM CREEK TIMBER CO INC COM 729251108 330 11109 SH DEFINED 03 0 0 11109 PLX TECHNOLOGY INC COM 693417107 1 87 SH DEFINED 03 0 0 87 PMA CAP CORP CL A 693419202 29 1248 SH DEFINED 03 1248 0 0 PMC-SIERRA INC COM 69344F106 78 4685 SH DEFINED 03 0 0 4685 PNC FINL SVCS GROUP INC COM 693475105 914 15367 SH DEFINED 03 0 0 15367 POHANG IRON & STL LTD SPONSORED ADR 730450103 8888 335401 SH DEFINED 03 335401 0 0 POLO RALPH LAUREN CORP CL A 731572103 94 3350 SH DEFINED 03 0 0 3350 POLYCOM INC COM 73172K104 1006 40943 SH DEFINED 03 0 0 40943 POLYONE CORP COM 73179P106 5 409 SH DEFINED 03 0 0 409 PORTAL SOFTWARE INC COM 736126103 5 2521 SH DEFINED 03 0 0 2521 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 3538 496873 SH DEFINED 03 0 0 496873 POST PPTYS INC COM 737464107 34 1000 SH DEFINED 03 0 0 1000 POTOMAC ELEC PWR CO COM 737679100 34 1473 SH DEFINED 03 1473 0 0 POWER INTEGRATIONS INC COM 739276103 2 93 SH DEFINED 03 0 0 93 POWER-ONE INC COM 739308104 73 9062 SH DEFINED 03 9062 0 0 PPG INDS INC COM 693506107 1806 34225 SH DEFINED 03 0 0 34225 PPL CORP COM 69351T106 93 2433 SH DEFINED 03 2433 0 0 PRAECIS PHARMACEUTICALS INC COM 739421105 112 20750 SH DEFINED 03 0 0 20750 PRAXAIR INC COM 74005P104 10 179 SH DEFINED 03 0 0 179 PRENTISS PPTYS TR SH BEN INT 740706106 29 1000 SH DEFINED 03 0 0 1000 PRESIDENTIAL LIFE CORP COM 740884101 4 176 SH DEFINED 03 176 0 0 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 77 5800 SH DEFINED 03 0 0 5800 PRICE T ROWE GROUP INC COM 74144T108 3825 100016 SH DEFINED 03 100016 0 0 PRICELINE COM INC COM 741503106 58 12618 SH DEFINED 03 12618 0 0 PRIDE INTL INC DEL COM 74153Q102 104 6800 SH DEFINED 03 0 0 6800 PRIMEDIA INC COM 74157K101 21 8000 SH DEFINED 03 0 0 8000 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 555 21277 SH DEFINED 03 21277 0 0 PROCTER & GAMBLE CO COM 742718109 43208 480191 SH DEFINED 03 0 0 480191 PROGENICS PHARMACEUTICALS IN COM 743187106 138 9300 SH DEFINED 03 0 0 9300 PROGRESS ENERGY INC COM 743263105 6503 131702 SH DEFINED 03 131702 0 0 PROGRESS SOFTWARE CORP COM 743312100 4807 284625 SH DEFINED 03 0 0 284625 PROGRESSIVE CORP OHIO COM 743315103 1021 6008 SH DEFINED 03 6008 0 0 PROLOGIS TR SH BEN INT 743410102 58 2500 SH DEFINED 03 0 0 2500 PROQUEST COMPANY COM 74346P102 28 680 SH DEFINED 03 0 0 680 PROTEIN DESIGN LABS INC COM 74369L103 24 1525 SH DEFINED 03 1525 0 0 PROVIDIAN FINL CORP COM 74406A102 75 10101 SH DEFINED 03 0 0 10101 PROVINCE HEALTHCARE CO COM 743977100 23 700 SH DEFINED 03 0 0 700 PRUDENTIAL FINL INC COM 744320102 5848 183665 SH DEFINED 03 0 0 183665 PS BUSINESS PKS INC CALIF COM 69360J107 1 24 SH DEFINED 03 24 0 0 PSS WORLD MED INC COM 69366A100 47 5000 SH DEFINED 03 0 0 5000 PTEK HLDGS INC COM 69366M104 41 10000 SH DEFINED 03 0 0 10000 PUBLIC STORAGE INC COM 74460D109 144 3834 SH DEFINED 03 3834 0 0 PUBLIC STORAGE INC COM A DP1/1000 74460D729 1324 48216 SH DEFINED 03 48216 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4849 107487 SH DEFINED 03 107487 0 0 PUGET ENERGY INC NEW COM 745310102 25 1211 SH DEFINED 03 0 0 1211 PULTE HOMES INC COM 745867101 0 8 SH DEFINED 03 8 0 0 PURE RES INC COM 74622E102 99 4302 SH DEFINED 03 0 0 4302 PUTNAM MASTER INCOME TR SH BEN INT 74683K104 111 16533 SH DEFINED 03 16533 0 0 PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 119 18860 SH DEFINED 03 18860 0 0 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 130 21259 SH DEFINED 03 21259 0 0 QLOGIC CORP COM 747277101 1120 22094 SH DEFINED 03 0 0 22094 QRS CORP COM 74726X105 34 3000 SH DEFINED 03 0 0 3000 QUADRAMED CORP COM 74730W101 1188 141408 SH DEFINED 03 0 0 141408 QUALCOMM INC COM 747525103 1331 36375 SH DEFINED 03 0 0 36375 QUANEX CORP DBCV 6.880% 6/3 747620AC6 201 1750 SH DEFINED 03 0 0 1750 QUANEX CORP COM 747620102 1 14 SH DEFINED 03 14 0 0 QUANTA SVCS INC COM 74762E102 47 2850 SH DEFINED 03 0 0 2850 QUANTUM CORP COM DSSG 747906204 112 14420 SH DEFINED 03 0 0 14420 QUEST DIAGNOSTICS INC COM 74834L100 5602 69337 SH DEFINED 03 0 0 69337 QUEST SOFTWARE INC COM 74834T103 57 4000 SH DEFINED 03 0 0 4000 QUINTILES TRANSNATIONAL CORP COM 748767100 1 45 SH DEFINED 03 45 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 1277 175914 SH DEFINED 03 175914 0 0 R G S ENERGY GROUP INC COM 74956K104 20 500 SH DEFINED 03 0 0 500 R H DONNELLEY CORP COM NEW 74955W307 9 300 SH DEFINED 03 0 0 300 RADIAN GROUP INC COM 750236101 32 664 SH DEFINED 03 0 0 664 RADIO ONE INC CL A 75040P108 96 4500 SH DEFINED 03 0 0 4500 RADIOSHACK CORP COM 750438103 68 2378 SH DEFINED 03 0 0 2378 RALCORP HLDGS INC NEW COM 751028101 2 80 SH DEFINED 03 0 0 80 RAMBUS INC DEL COM 750917106 38 5083 SH DEFINED 03 5083 0 0 RARE HOSPITALITY INTL INC COM 753820109 25 1003 SH DEFINED 03 0 0 1003 RATIONAL SOFTWARE CORP COM NEW 75409P202 160 12163 SH DEFINED 03 12163 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 88 2640 SH DEFINED 03 0 0 2640 RAYONIER INC COM 754907103 3 64 SH DEFINED 03 64 0 0 RAYOVAC CORP COM 755081106 3 200 SH DEFINED 03 0 0 200 RAYTHEON CO COM NEW 755111507 4878 126954 SH DEFINED 03 0 0 126954 RCN CORP COM 749361101 1 826 SH DEFINED 03 0 0 826 READ-RITE CORP COM 755246105 14 4478 SH DEFINED 03 4478 0 0 REALNETWORKS INC COM 75605L104 708 104189 SH DEFINED 03 104189 0 0 REALTY INCOME CORP COM 756109104 375 11300 SH DEFINED 03 0 0 11300 RECKSON ASSOCS RLTY CORP COM 75621K106 123 5000 SH DEFINED 03 0 0 5000 RED HAT INC COM 756577102 58 11324 SH DEFINED 03 11324 0 0 REDBACK NETWORKS INC COM 757209101 3 1000 SH DEFINED 03 0 0 1000 REEBOK INTL LTD COM 758110100 2369 90220 SH DEFINED 03 0 0 90220 REGAL BELOIT CORP COM 758750103 2 85 SH DEFINED 03 0 0 85 REGIONS FINL CORP COM 758940100 106 3136 SH DEFINED 03 3136 0 0 REGIS CORP MINN COM 758932107 427 15500 SH DEFINED 03 0 0 15500 REGISTER COM INC COM 75914G101 30 3500 SH DEFINED 03 0 0 3500 RELIANCE STEEL & ALUMINUM CO COM 759509102 4 127 SH DEFINED 03 127 0 0 RELIANT ENERGY INC COM 75952J108 112 4499 SH DEFINED 03 0 0 4499 RENAL CARE GROUP INC COM 759930100 67 2000 SH DEFINED 03 0 0 2000 RENAL TREATMENT CTRS INC NOTE 5.625% 7/1 759671AC4 1361 12650 SH DEFINED 03 0 0 12650 REPSOL YPF S A SPONSORED ADR 76026T205 15420 1210384 SH DEFINED 03 0 0 1210384 RESPIRONICS INC COM 761230101 82 2650 SH DEFINED 03 0 0 2650 RETEK INC COM 76128Q109 69 2962 SH DEFINED 03 2962 0 0 REUTERS GROUP PLC SPONSORED ADR 76132M102 4245 89886 SH DEFINED 03 0 0 89886 REVLON INC CL A 761525500 0 50 SH DEFINED 03 0 0 50 REYNOLDS R J TOB HLDGS INC COM 76182K105 30 457 SH DEFINED 03 457 0 0 RF MICRODEVICES INC COM 749941100 373 19944 SH DEFINED 03 0 0 19944 RIBOZYME PHARMACEUTICALS INC COM 762567105 25 10000 SH DEFINED 03 0 0 10000 RIO TINTO PLC SPONSORED ADR 767204100 75 951 SH DEFINED 03 0 0 951 RITE AID CORP COM 767754104 170 50280 SH DEFINED 03 0 0 50280 RIVERDEEP GROUP PLC ADR 76870Q109 7 300 SH DEFINED 03 0 0 300 RIVERSTONE NETWORKS INC COM 769320102 7 1400 SH DEFINED 03 0 0 1400 ROADWAY CORP COM 769742107 206 6000 SH DEFINED 03 0 0 6000 ROBBINS & MYERS INC COM 770196103 2493 94805 SH DEFINED 03 0 0 94805 ROCKWELL AUTOMATION INC COM 773903109 57 2859 SH DEFINED 03 2859 0 0 ROCKWELL COLLINS INC COM 774341101 140 5859 SH DEFINED 03 5859 0 0 ROGERS CORP COM 775133101 2557 81863 SH DEFINED 03 0 0 81863 ROHM & HAAS CO COM 775371107 206 5280 SH DEFINED 03 0 0 5280 ROPER INDS INC NEW COM 776696106 2730 58577 SH DEFINED 03 0 0 58577 ROSS STORES INC COM 778296103 16 443 SH DEFINED 03 443 0 0 ROUSE CO COM 779273101 276 8777 SH DEFINED 03 8777 0 0 ROWAN COS INC COM 779382100 534 24500 SH DEFINED 03 0 0 24500 ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 1916 85480 SH DEFINED 03 0 0 85480 ROYAL BK CDA MONTREAL QUE COM 780087102 11 336 SH DEFINED 03 0 0 336 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF C 780097408 15 600 SH DEFINED 03 600 0 0 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 780097606 208 8000 SH DEFINED 03 0 0 8000 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 19 896 SH DEFINED 03 0 0 896 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 1448 27112 SH DEFINED 03 0 0 27112 ROYAL KPN NV SPONSORED ADR 780641205 3 602 SH DEFINED 03 0 0 602 RPM INC OHIO COM 749685103 20 1359 SH DEFINED 03 0 0 1359 RSA SEC INC COM 749719100 6 850 SH DEFINED 03 0 0 850 RUDDICK CORP COM 781258108 2598 155458 SH DEFINED 03 155458 0 0 RURAL CELLULAR CORP CL A 781904107 4 850 SH DEFINED 03 0 0 850 RUSSELL CORP COM 782352108 71 4000 SH DEFINED 03 0 0 4000 RYDER SYS INC COM 783549108 107 3730 SH DEFINED 03 0 0 3730 S & T BANCORP INC COM 783859101 20 800 SH DEFINED 03 0 0 800 S Y BANCORP INC COM 785060104 0 4 SH DEFINED 03 4 0 0 SABRE HLDGS CORP CL A 785905100 50 1104 SH DEFINED 03 0 0 1104 SAFECO CORP COM 786429100 2005 62471 SH DEFINED 03 0 0 62471 SAFEGUARD SCIENTIFICS INC COM 786449108 12 4000 SH DEFINED 03 0 0 4000 SAFEWAY INC COM NEW 786514208 9897 225497 SH DEFINED 03 0 0 225497 SAKS INC COM 79377W108 6 422 SH DEFINED 03 0 0 422 SALOMON BROS HIGH INCOME FD COM 794907105 115 10000 SH DEFINED 03 0 0 10000 SALTON INC COM 795757103 20 1000 SH DEFINED 03 0 0 1000 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 603 50500 SH DEFINED 03 0 0 50500 SANCHEZ COMPUTER ASSOCS INC COM 799702105 1 170 SH DEFINED 03 0 0 170 SANGSTAT MED CORP COM 801003104 1 34 SH DEFINED 03 34 0 0 SANMINA SCI CORP COM 800907107 8884 787632 SH DEFINED 03 0 0 787632 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 317 9013 SH DEFINED 03 0 0 9013 SARA LEE CORP COM 803111103 186 8852 SH DEFINED 03 8852 0 0 SBA COMMUNICATIONS CORP COM 78388J106 13 5031 SH DEFINED 03 5031 0 0 SBC COMMUNICATIONS INC COM 78387G103 23623 619205 SH DEFINED 03 0 0 619205 SCANA CORP NEW COM 80589M102 20 640 SH DEFINED 03 640 0 0 SCHEIN HENRY INC COM 806407102 6 130 SH DEFINED 03 0 0 130 SCHERING PLOUGH CORP COM 806605101 8398 287108 SH DEFINED 03 287108 0 0 SCHLUMBERGER LTD COM 806857108 1828 32618 SH DEFINED 03 0 0 32618 SCHOLASTIC CORP COM 807066105 436 8000 SH DEFINED 03 0 0 8000 SCHWAB CHARLES CORP NEW COM 808513105 2458 200196 SH DEFINED 03 0 0 200196 SCHWEITZER-MAUDUIT INTL INC COM 808541106 0 10 SH DEFINED 03 10 0 0 SCI SYS INC NOTE 3.000% 3/1 783890AF3 27 350 SH DEFINED 03 0 0 350 SCICLONE PHARMACEUTICALS INC COM 80862K104 44 10000 SH DEFINED 03 0 0 10000 SCIENTIFIC ATLANTA INC COM 808655104 15009 684700 SH DEFINED 03 0 0 684700 SCIENTIFIC GAMES CORP CL A 80874P109 5 600 SH DEFINED 03 0 0 600 SCIQUEST INC COM 80908Q107 52 28240 SH DEFINED 03 0 0 28240 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 36 1740 SH DEFINED 03 0 0 1740 SCOTTS CO CL A 810186106 18 400 SH DEFINED 03 0 0 400 SCPIE HLDGS INC COM 78402P104 0 6 SH DEFINED 03 6 0 0 SCREAMINGMEDIA INC COM 810883108 65 30000 SH DEFINED 03 0 0 30000 SEACHANGE INTL INC COM 811699107 1 38 SH DEFINED 03 38 0 0 SEACOAST BKG CORP FLA CL A 811707108 0 3 SH DEFINED 03 3 0 0 SEACOAST FINL SVCS CORP COM 81170Q106 2 100 SH DEFINED 03 0 0 100 SEALED AIR CORP NEW COM 81211K100 725 15641 SH DEFINED 03 0 0 15641 SEALED AIR CORP NEW PFD CV A $2 81211K209 550 12312 SH DEFINED 03 0 0 12312 SEARS ROEBUCK & CO COM 812387108 165 3312 SH DEFINED 03 3312 0 0 SECTOR SPDR TR SBI CONS SERVS 81369Y209 25 870 SH DEFINED 03 0 0 870 SECTOR SPDR TR SBI CONS STPLS 81369Y308 40 1554 SH DEFINED 03 0 0 1554 SECTOR SPDR TR SBI INT-ENERGY 81369Y506 71 2500 SH DEFINED 03 0 0 2500 SECTOR SPDR TR SBI INT-FINL 81369Y605 508 18772 SH DEFINED 03 0 0 18772 SECTOR SPDR TR SBI INT-TECH 81369Y803 575 27344 SH DEFINED 03 0 0 27344 SECTOR SPDR TR SBI INT-UTILS 81369Y886 67 2400 SH DEFINED 03 0 0 2400 SEEBEYOND TECHNOLOGIES CORP COM 815704101 339 45545 SH DEFINED 03 45545 0 0 SEI INVESTMENTS CO COM 784117103 2873 71580 SH DEFINED 03 0 0 71580 SELECT MEDICAL CORP COM 816196109 249 15500 SH DEFINED 03 0 0 15500 SELECTIVE INS GROUP INC COM 816300107 119 4500 SH DEFINED 03 0 0 4500 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 395 8600 SH DEFINED 03 0 0 8600 SEMPRA ENERGY COM 816851109 13 500 SH DEFINED 03 0 0 500 SENIOR HSG PPTYS TR SH BEN INT 81721M109 76 5320 SH DEFINED 03 0 0 5320 SENSIENT TECHNOLOGIES CORP COM 81725T100 3006 131285 SH DEFINED 03 0 0 131285 SEPRACOR INC COM 817315104 17 1000 SH DEFINED 03 0 0 1000 SEQUENOM INC COM 817337108 14 2100 SH DEFINED 03 0 0 2100 SERENA SOFTWARE INC COM 817492101 1 71 SH DEFINED 03 71 0 0 SERVICE CORP INTL COM 817565104 266 56367 SH DEFINED 03 0 0 56367 SERVICEMASTER CO COM 81760N109 45 3277 SH DEFINED 03 0 0 3277 SHAW GROUP INC COM 820280105 38 1430 SH DEFINED 03 0 0 1430 SHEFFIELD PHARMACEUTICALS IN COM NEW 82123D309 56 27000 SH DEFINED 03 0 0 27000 SHERWIN WILLIAMS CO COM 824348106 4186 149225 SH DEFINED 03 0 0 149225 SHIRE PHARMACEUTICALS GRP SPONSORED ADR 82481R106 30 1315 SH DEFINED 03 0 0 1315 SHUFFLE MASTER INC COM 825549108 6 300 SH DEFINED 03 0 0 300 SIEBEL SYS INC COM 826170102 2220 80739 SH DEFINED 03 80739 0 0 SIEMENS A G SPONSORED ADR 826197501 673 10674 SH DEFINED 03 0 0 10674 SIERRA PAC RES NEW COM 826428104 1 75 SH DEFINED 03 0 0 75 SIGNALSOFT CORP COM 82668M102 3 2000 SH DEFINED 03 0 0 2000 SILICON VY BANCSHARES COM 827064106 160 5300 SH DEFINED 03 0 0 5300 SIMON PPTY GROUP INC NEW COM 828806109 56 1700 SH DEFINED 03 0 0 1700 SIMPSON MANUFACTURING CO INC COM 829073105 87 1381 SH DEFINED 03 0 0 1381 SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 829226505 723 19020 SH DEFINED 03 0 0 19020 SIRENZA MICRODEVICES INC COM 82966T106 4 682 SH DEFINED 03 0 0 682 SIRIUS SATELLITE RADIO INC COM 82966U103 1 200 SH DEFINED 03 0 0 200 SIX FLAGS INC COM 83001P109 10 551 SH DEFINED 03 0 0 551 SKILLSOFT CORP COM 83066P101 19 1000 SH DEFINED 03 0 0 1000 SKY FINL GROUP INC COM 83080P103 15 678 SH DEFINED 03 678 0 0 SKYLINE CORP COM 830830105 1 16 SH DEFINED 03 16 0 0 SLI INC COM 78442T108 1 296 SH DEFINED 03 0 0 296 SMART & FINAL INC COM 831683107 1 105 SH DEFINED 03 0 0 105 SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 7 1000 SH DEFINED 03 1000 0 0 SMEDVIG A S SPON ADR REP A 83169H105 252 29665 SH DEFINED 03 0 0 29665 SMITH INTL INC COM 832110100 5 70 SH DEFINED 03 0 0 70 SMITHFIELD FOODS INC COM 832248108 141 6000 SH DEFINED 03 0 0 6000 SMUCKER J M CO COM 832696306 8 250 SH DEFINED 03 0 0 250 SMURFIT-STONE CONTAINER CORP COM 832727101 1 53 SH DEFINED 03 53 0 0 SNAP ON INC COM 833034101 21 640 SH DEFINED 03 0 0 640 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 56 1500 SH DEFINED 03 0 0 1500 SOLECTRON CORP COM 834182107 1285 160664 SH DEFINED 03 0 0 160664 SOLUTIA INC COM 834376105 86 9750 SH DEFINED 03 0 0 9750 SONOCO PRODS CO COM 835495102 12 440 SH DEFINED 03 0 0 440 SONY CORP ADR NEW 835699307 3228 61250 SH DEFINED 03 0 0 61250 SOUTH JERSEY INDS INC COM 838518108 4 132 SH DEFINED 03 132 0 0 SOUTHERN CO COM 842587107 101 3742 SH DEFINED 03 3742 0 0 SOUTHERN UN CO NEW COM 844030106 65 3500 SH DEFINED 03 0 0 3500 SOUTHTRUST CORP COM 844730101 21 827 SH DEFINED 03 827 0 0 SOUTHWEST AIRLS CO COM 844741108 459 24247 SH DEFINED 03 0 0 24247 SOUTHWEST BANCORPORATION TEX COM 84476R109 2 60 SH DEFINED 03 0 0 60 SOVEREIGN BANCORP INC COM 845905108 162 11400 SH DEFINED 03 0 0 11400 SPANISH BROADCASTING SYS INC CL A 846425882 59 4500 SH DEFINED 03 0 0 4500 SPDR TR UNIT SER 1 78462F103 5339 47389 SH DEFINED 03 0 0 47389 SPECTRASITE HLDGS INC COM 84760T100 0 50 SH DEFINED 03 50 0 0 SPHERION CORP COM 848420105 0 45 SH DEFINED 03 0 0 45 SPINNAKER EXPL CO COM 84855W109 537 12795 SH DEFINED 03 0 0 12795 SPORTS AUTH INC COM 849176102 12 1000 SH DEFINED 03 0 0 1000 SPRINT CORP COM FON GROUP 852061100 17465 1160487 SH DEFINED 03 1160487 0 0 SPRINT CORP PCS COM SER 1 852061506 1156 104845 SH DEFINED 03 0 0 104845 SPRINT CORP EQUITY UNIT 852061605 94 6500 SH DEFINED 03 0 0 6500 SPSS INC COM 78462K102 3 171 SH DEFINED 03 0 0 171 SPX CORP COM 784635104 19 138 SH DEFINED 03 0 0 138 ST FRANCIS CAP CORP COM 789374105 88 3670 SH DEFINED 03 0 0 3670 ST JOE CO COM 790148100 52 1773 SH DEFINED 03 1773 0 0 ST JUDE MED INC COM 790849103 170 2228 SH DEFINED 03 0 0 2228 ST PAUL COS INC COM 792860108 30996 658519 SH DEFINED 03 0 0 658519 STANLEY WKS COM 854616109 36 750 SH DEFINED 03 0 0 750 STAPLES INC COM 855030102 1333 66408 SH DEFINED 03 66408 0 0 STARBUCKS CORP COM 855244109 689 28800 SH DEFINED 03 0 0 28800 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 187 4992 SH DEFINED 03 0 0 4992 STATE AUTO FINL CORP COM 855707105 1 50 SH DEFINED 03 50 0 0 STATE STR CORP COM 857477103 1267 23440 SH DEFINED 03 0 0 23440 STATEN IS BANCORP INC COM 857550107 5 250 SH DEFINED 03 0 0 250 STERIS CORP COM 859152100 24 1120 SH DEFINED 03 0 0 1120 STERLING BANCORP COM 859158107 1 26 SH DEFINED 03 26 0 0 STET HELLAS COMMUNICATIONS S ADR 859823106 1350 200000 SH DEFINED 03 0 0 200000 STEWART & STEVENSON SVCS INC COM 860342104 1460 84205 SH DEFINED 03 0 0 84205 STILLWATER MNG CO COM 86074Q102 80 5000 SH DEFINED 03 0 0 5000 STILWELL FINL INC COM 860831106 147 6107 SH DEFINED 03 0 0 6107 STONE ENERGY CORP COM 861642106 16 420 SH DEFINED 03 0 0 420 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 2499 112265 SH DEFINED 03 0 0 112265 STORAGENETWORKS INC COM 86211E103 5 1600 SH DEFINED 03 0 0 1600 STRATOS LIGHTWAVE INC COM 863100103 301 69830 SH DEFINED 03 0 0 69830 STRYKER CORP COM 863667101 104 1775 SH DEFINED 03 0 0 1775 STUDENT LN CORP COM 863902102 365 4000 SH DEFINED 03 0 0 4000 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 285 10950 SH DEFINED 03 0 0 10950 SUEZ SPONSORED ADR 864686100 56 2000 SH DEFINED 03 0 0 2000 SUFFOLK BANCORP COM 864739107 1 25 SH DEFINED 03 25 0 0 SUN INTL HOTELS LTD ORD P8797T133 0 2 SH DEFINED 03 0 0 2 SUN MICROSYSTEMS INC COM 866810104 4225 459719 SH DEFINED 03 459719 0 0 SUNGARD DATA SYS INC COM 867363103 228 7200 SH DEFINED 03 0 0 7200 SUNOCO INC COM 86764P109 16 400 SH DEFINED 03 0 0 400 SUNRISE ASSISTED LIVING INC COM 86768K106 28 1000 SH DEFINED 03 0 0 1000 SUNTRUST BKS INC COM 867914103 2374 35904 SH DEFINED 03 0 0 35904 SUPERIOR ENERGY SVCS INC COM 868157108 10 1000 SH DEFINED 03 0 0 1000 SUREWEST COMMUNICATIONS COM 868733106 984 17548 SH DEFINED 03 0 0 17548 SUSQUEHANNA BANCSHARES INC P COM 869099101 2770 114099 SH DEFINED 03 0 0 114099 SWISSCOM AG SPONSORED ADR 871013108 6266 206650 SH DEFINED 03 0 0 206650 SWS GROUP INC COM 78503N107 1 58 SH DEFINED 03 58 0 0 SYBASE INC COM 871130100 1 77 SH DEFINED 03 0 0 77 SYBRON DENTAL SPECIALTIES IN COM 871142105 26 1299 SH DEFINED 03 0 0 1299 SYCAMORE NETWORKS INC COM 871206108 8 2250 SH DEFINED 03 0 0 2250 SYLVAN LEARNING SYS INC COM 871399101 28 1000 SH DEFINED 03 0 0 1000 SYMANTEC CORP COM 871503108 6190 167672 SH DEFINED 03 167672 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 114 11050 SH DEFINED 03 0 0 11050 SYMYX TECHNOLOGIES COM 87155S108 98 4100 SH DEFINED 03 0 0 4100 SYNAGRO TECHNOLOGIES INC COM NEW 871562203 108 40000 SH DEFINED 03 0 0 40000 SYNGENTA AG SPONSORED ADR 87160A100 2192 170614 SH DEFINED 03 0 0 170614 SYNOPSYS INC COM 871607107 2 34 SH DEFINED 03 34 0 0 SYNOVUS FINL CORP COM 87161C105 15 514 SH DEFINED 03 514 0 0 SYNTROLEUM CORP COM 871630109 18 3200 SH DEFINED 03 0 0 3200 SYSCO CORP COM 871829107 32001 1114641 SH DEFINED 03 0 0 1114641 T-NETIX INC COM 872597109 188 64500 SH DEFINED 03 0 0 64500 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 696 35088 SH DEFINED 03 0 0 35088 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 186 9529 SH DEFINED 03 9529 0 0 TALBOTS INC COM 874161102 350 10000 SH DEFINED 03 0 0 10000 TANGER FACTORY OUTLET CTRS I COM 875465106 13 500 SH DEFINED 03 0 0 500 TANOX INC COM 87588Q109 22 1740 SH DEFINED 03 0 0 1740 TARGET CORP COM 87612E106 23847 567387 SH DEFINED 03 0 0 567387 TCF FINL CORP COM 872275102 10 190 SH DEFINED 03 0 0 190 TDK CORP AMERN DEP SH 872351408 3529 65675 SH DEFINED 03 0 0 65675 TECH DATA CORP COM 878237106 2335 50950 SH DEFINED 03 0 0 50950 TECHNE CORP COM 878377100 3087 112500 SH DEFINED 03 0 0 112500 TECHNITROL INC COM 878555101 992 42855 SH DEFINED 03 0 0 42855 TECO ENERGY INC COM 872375100 8 300 SH DEFINED 03 0 0 300 TECUMSEH PRODS CO CL A 878895200 0 8 SH DEFINED 03 8 0 0 TEKELEC COM 879101103 6 543 SH DEFINED 03 543 0 0 TEKTRONIX INC COM 879131100 1 40 SH DEFINED 03 0 0 40 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 3473 198000 SH DEFINED 03 0 0 198000 TELECOM ITALIA SPA SPON ADR ORD 87927W106 4927 60454 SH DEFINED 03 0 0 60454 TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 879273209 301 161834 SH DEFINED 03 0 0 161834 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 5798 175707 SH DEFINED 03 0 0 175707 TELEFLEX INC COM 879369106 3045 55667 SH DEFINED 03 0 0 55667 TELEFONICA S A SPONSORED ADR 879382208 9766 298201 SH DEFINED 03 0 0 298201 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 9673 248674 SH DEFINED 03 0 0 248674 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 6 200 SH DEFINED 03 0 0 200 TELEPHONE & DATA SYS INC COM 879433100 93 1029 SH DEFINED 03 1029 0 0 TELESP CELULAR PART S A SPON ADR PFD 87952L108 10 1700 SH DEFINED 03 0 0 1700 TELLABS INC COM 879664100 1446 144614 SH DEFINED 03 0 0 144614 TEMPLE INLAND INC COM 879868107 8 150 SH DEFINED 03 0 0 150 TEMPLETON EMERGING MKTS FD I COM 880191101 168 16200 SH DEFINED 03 0 0 16200 TEMPLETON GLOBAL INCOME FD I COM 880198106 181 26023 SH DEFINED 03 26023 0 0 TENET HEALTHCARE CORP COM 88033G100 1527 22656 SH DEFINED 03 0 0 22656 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 308 9630 SH DEFINED 03 0 0 9630 TERADYNE INC COM 880770102 1628 42605 SH DEFINED 03 42605 0 0 TERAYON COMMUNICATION SYS COM 880775101 178 25200 SH DEFINED 03 0 0 25200 TEREX CORP NEW COM 880779103 160 7100 SH DEFINED 03 0 0 7100 TERRA NETWORKS S A SPONSORED ADR 88100W103 54 7649 SH DEFINED 03 0 0 7649 TETRA TECH INC NEW COM 88162G103 56 3878 SH DEFINED 03 3878 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 87 1611 SH DEFINED 03 1611 0 0 TEXAS INSTRS INC COM 882508104 19777 593537 SH DEFINED 03 0 0 593537 TEXTRON INC COM 883203101 61 1203 SH DEFINED 03 1203 0 0 THERASENSE INC COM 883381105 35 2000 SH DEFINED 03 0 0 2000 THERMO ELECTRON CORP COM 883556102 1 65 SH DEFINED 03 0 0 65 THOMAS & BETTS CORP COM 884315102 49 2300 SH DEFINED 03 0 0 2300 THOMAS INDS INC COM 884425109 0 4 SH DEFINED 03 4 0 0 THOR INDS INC COM 885160101 0 1 SH DEFINED 03 1 0 0 THORATEC CORP COM NEW 885175307 16 1500 SH DEFINED 03 0 0 1500 THORNBURG MTG INC COM 885218107 159 7875 SH DEFINED 03 0 0 7875 THQ INC COM NEW 872443403 408 8336 SH DEFINED 03 8336 0 0 THREE FIVE SYS INC COM 88554L108 36 2500 SH DEFINED 03 0 0 2500 TIBCO SOFTWARE INC COM 88632Q103 71 6986 SH DEFINED 03 0 0 6986 TIDEWATER INC COM 886423102 26 642 SH DEFINED 03 0 0 642 TIFFANY & CO NEW COM 886547108 481 13578 SH DEFINED 03 0 0 13578 TITAN CORP COM 888266103 74 3850 SH DEFINED 03 0 0 3850 TITAN PHARMACEUTICALS INC COM 888314101 14 2250 SH DEFINED 03 0 0 2250 TIVO INC COM 888706108 19 3655 SH DEFINED 03 0 0 3655 TMP WORLDWIDE INC COM 872941109 32 1000 SH DEFINED 03 0 0 1000 TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 4269 111047 SH DEFINED 03 0 0 111047 TOLL BROTHERS INC WHEN ISSUED 889478103 927 36170 SH DEFINED 03 0 0 36170 TOMKINS PLC SPONSORED ADR 890030208 4951 337060 SH DEFINED 03 0 0 337060 TOO INC COM 890333107 17 600 SH DEFINED 03 0 0 600 TOOTSIE ROLL INDS INC COM 890516107 181 3940 SH DEFINED 03 0 0 3940 TOPPS INC COM 890786106 64 6500 SH DEFINED 03 0 0 6500 TOTAL FINA ELF S A SPONSORED ADR 89151E109 5679 74967 SH DEFINED 03 0 0 74967 TOTAL RENAL CARE HLDGS INC NOTE 7.000% 5/1 89151AAC1 1843 18500 SH DEFINED 03 0 0 18500 TOTAL SYS SVCS INC COM 891906109 32 1309 SH DEFINED 03 1309 0 0 TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE1 18 200 SH DEFINED 03 0 0 200 TOWER AUTOMOTIVE INC COM 891707101 1 110 SH DEFINED 03 0 0 110 TOWN & CTRY TR SH BEN INT 892081100 44 2000 SH DEFINED 03 0 0 2000 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 658 11745 SH DEFINED 03 0 0 11745 TOYS R US INC COM 892335100 3191 195171 SH DEFINED 03 0 0 195171 TRACTOR SUPPLY CO COM 892356106 2562 54228 SH DEFINED 03 0 0 54228 TRANSACTION SYS ARCHITECTS CL A 893416107 1 80 SH DEFINED 03 0 0 80 TRANSATLANTIC HLDGS INC COM 893521104 31 375 SH DEFINED 03 0 0 375 TRANSKARYOTIC THERAPIES INC COM 893735100 0 2 SH DEFINED 03 2 0 0 TRANSMETA CORP DEL COM 89376R109 47 14600 SH DEFINED 03 0 0 14600 TRANSOCEAN SEDCO FOREX INC ORD G90078109 787 24624 SH DEFINED 03 0 0 24624 TRANSWITCH CORP NOTE 4.500% 9/1 894065AB7 577 8500 SH DEFINED 03 0 0 8500 TRANSWITCH CORP COM 894065101 191 62500 SH DEFINED 03 0 0 62500 TRC COS INC COM 872625108 19 750 SH DEFINED 03 0 0 750 TREDEGAR CORP COM 894650100 30 1556 SH DEFINED 03 1556 0 0 TRENWICK GROUP LTD COM G9032C109 200 22237 SH DEFINED 03 22237 0 0 TRIAD HOSPITALS INC COM 89579K109 13 373 SH DEFINED 03 0 0 373 TRIANGLE PHARMACEUTICALS INC COM 89589H104 6 1300 SH DEFINED 03 0 0 1300 TRIBUNE CO NEW COM 896047107 10567 232291 SH DEFINED 03 0 0 232291 TRICON GLOBAL RESTAURANTS COM 895953107 215 3682 SH DEFINED 03 0 0 3682 TRIGON HEALTHCARE INC COM 89618L100 44 600 SH DEFINED 03 0 0 600 TRIKON TECHNOLOGIES INC COM NEW 896187408 16 1114 SH DEFINED 03 0 0 1114 TRIQUINT SEMICONDUCTOR INC COM 89674K103 6 550 SH DEFINED 03 550 0 0 TRITON PCS HLDGS INC CL A 89677M106 1 100 SH DEFINED 03 0 0 100 TRUSTCO BK CORP N Y COM 898349105 16 1216 SH DEFINED 03 1216 0 0 TUPPERWARE CORP COM 899896104 13 585 SH DEFINED 03 585 0 0 TVX GOLD INC COM NEW 87308K200 49 70000 SH DEFINED 03 0 0 70000 TXU CORP COM 873168108 424 7677 SH DEFINED 03 7677 0 0 TYCO INTL LTD NEW COM 902124106 44975 1394563 SH DEFINED 03 0 0 1394563 TYSON FOODS INC CL A 902494103 24 1852 SH DEFINED 03 0 0 1852 U S G CORP COM NEW 903293405 0 26 SH DEFINED 03 0 0 26 U S PLASTIC LMBR CORP COM 902948108 8 20000 SH DEFINED 03 0 0 20000 UBIQUITEL INC COM 903474302 22 10600 SH DEFINED 03 0 0 10600 UBS AG NAMEN AKT H8920M855 1415 28159 SH DEFINED 03 0 0 28159 UCAR INTL INC COM 90262K109 302 22810 SH DEFINED 03 0 0 22810 UGI CORP NEW COM 902681105 13 395 SH DEFINED 03 395 0 0 UIL HLDG CORP COM 902748102 15 256 SH DEFINED 03 256 0 0 UMB FINL CORP COM 902788108 3 61 SH DEFINED 03 61 0 0 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 390 15600 SH DEFINED 03 0 0 15600 UNIFI INC COM 904677101 315 35800 SH DEFINED 03 0 0 35800 UNILAB CORP NEW COM NEW 904763208 136 5170 SH DEFINED 03 0 0 5170 UNILEVER N V N Y SHS NEW 904784709 30 519 SH DEFINED 03 0 0 519 UNILEVER PLC SPON ADR NEW 904767704 11348 353515 SH DEFINED 03 0 0 353515 UNION PAC CORP COM 907818108 1135 19470 SH DEFINED 03 19470 0 0 UNISOURCE ENERGY CORP COM 909205106 0 10 SH DEFINED 03 0 0 10 UNISYS CORP COM 909214108 6023 501943 SH DEFINED 03 0 0 501943 UNITED BANKSHARES INC WEST V COM 909907107 7 230 SH DEFINED 03 230 0 0 UNITED DEFENSE INDS INC COM 91018B104 20 700 SH DEFINED 03 0 0 700 UNITED DOMINION REALTY TR IN COM 910197102 19 1157 SH DEFINED 03 0 0 1157 UNITED INDL CORP COM 910671106 103 4725 SH DEFINED 03 0 0 4725 UNITED PAN-EUROPE COMMUNCTN SPON ADR A SHS 911300200 2 15000 SH DEFINED 03 0 0 15000 UNITED PARCEL SERVICE INC CL B 911312106 2435 40328 SH DEFINED 03 40328 0 0 UNITED RENTALS INC COM 911363109 3133 117303 SH DEFINED 03 0 0 117303 UNITED STATES STL CORP NEW COM 912909108 87 4803 SH DEFINED 03 0 0 4803 UNITED STATIONERS INC COM 913004107 3190 84442 SH DEFINED 03 0 0 84442 UNITED TECHNOLOGIES CORP COM 913017109 33520 456301 SH DEFINED 03 0 0 456301 UNITEDGLOBALCOM CL A 913247508 110 18592 SH DEFINED 03 0 0 18592 UNITEDHEALTH GROUP INC COM 91324P102 9770 127150 SH DEFINED 03 0 0 127150 UNIVERSAL COMPRESSION HLDGS COM 913431102 132 5000 SH DEFINED 03 0 0 5000 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 6 261 SH DEFINED 03 261 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 521 12257 SH DEFINED 03 0 0 12257 UNIVISION COMMUNICATIONS INC CL A 914906102 888 21980 SH DEFINED 03 0 0 21980 UNIZAN FINANCIAL CORP COM 91528W101 1 51 SH DEFINED 03 51 0 0 UNOCAL CORP COM 915289102 846 22363 SH DEFINED 03 0 0 22363 UNOVA INC COM 91529B106 0 47 SH DEFINED 03 0 0 47 UNUMPROVIDENT CORP COM 91529Y106 190 6770 SH DEFINED 03 0 0 6770 US AIRWAYS GROUP INC COM 911905107 9 1400 SH DEFINED 03 0 0 1400 US BANCORP DEL COM NEW 902973304 15490 691530 SH DEFINED 03 691530 0 0 USA ED INC COM 90390U102 1763 18400 SH DEFINED 03 0 0 18400 UST INC COM 902911106 5371 143046 SH DEFINED 03 143046 0 0 UTSTARCOM INC COM 918076100 4569 186815 SH DEFINED 03 186815 0 0 VA SOFTWARE CORP COM 91819B105 2 1412 SH DEFINED 03 1412 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 3 80 SH DEFINED 03 0 0 80 VALLEY NATL BANCORP COM 919794107 31 888 SH DEFINED 03 888 0 0 VAN KAMPEN HIGH INCOME TR II SH BEN INT 920913100 66 11277 SH DEFINED 03 11277 0 0 VAN KAMPEN SENIOR INCOME TR COM 920961109 233 31809 SH DEFINED 03 31809 0 0 VARCO INTL INC DEL COM 922122106 2662 141429 SH DEFINED 03 0 0 141429 VARIAN INC COM 922206107 3167 86185 SH DEFINED 03 0 0 86185 VARIAN MED SYS INC COM 92220P105 11 260 SH DEFINED 03 0 0 260 VASOMEDICAL INC COM 922321104 23 8000 SH DEFINED 03 0 0 8000 VAXGEN INC COM NEW 922390208 12 1100 SH DEFINED 03 0 0 1100 VCA ANTECH INC COM 918194101 54 4000 SH DEFINED 03 0 0 4000 VECTOR GROUP LTD COM 92240M108 32 1208 SH DEFINED 03 1208 0 0 VENTANA MED SYS INC COM 92276H106 48 2500 SH DEFINED 03 0 0 2500 VENTAS INC COM 92276F100 35 2800 SH DEFINED 03 0 0 2800 VERISIGN INC COM 92343E102 683 28237 SH DEFINED 03 28237 0 0 VERITAS DGC INC COM 92343P107 15 900 SH DEFINED 03 0 0 900 VERITAS SOFTWARE CO COM 923436109 6650 178438 SH DEFINED 03 178438 0 0 VERIZON COMMUNICATIONS COM 92343V104 30442 671719 SH DEFINED 03 671719 0 0 VERSO TECHNOLOGIES INC COM 925317109 178 165200 SH DEFINED 03 0 0 165200 VERTICALNET INC COM 92532L107 2 3250 SH DEFINED 03 0 0 3250 VIACOM INC CL A 925524100 169 3474 SH DEFINED 03 0 0 3474 VIACOM INC CL B 925524308 19235 396526 SH DEFINED 03 0 0 396526 VIAD CORP COM 92552R109 23 825 SH DEFINED 03 825 0 0 VICAL INC COM 925602104 1 100 SH DEFINED 03 0 0 100 VICOR CORP COM 925815102 5 300 SH DEFINED 03 0 0 300 VIGNETTE CORP COM 926734104 9 2400 SH DEFINED 03 0 0 2400 VISHAY INTERTECHNOLOGY INC COM 928298108 1017 49454 SH DEFINED 03 0 0 49454 VISTEON CORP COM 92839U107 7 444 SH DEFINED 03 0 0 444 VISX INC DEL COM 92844S105 5 300 SH DEFINED 03 0 0 300 VITAL SIGNS INC COM 928469105 8 209 SH DEFINED 03 0 0 209 VITESSE SEMICONDUCTOR CORP COM 928497106 556 59791 SH DEFINED 03 59791 0 0 VITRIA TECHNOLOGY COM 92849Q104 157 61446 SH DEFINED 03 0 0 61446 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 274 7543 SH DEFINED 03 0 0 7543 VIXEL CORP DEL COM 928552108 449 112200 SH DEFINED 03 0 0 112200 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 2924 155851 SH DEFINED 03 0 0 155851 VORNADO RLTY TR SH BEN INT 929042109 124 2800 SH DEFINED 03 0 0 2800 W-H ENERGY SVCS INC COM 92925E108 157 7279 SH DEFINED 03 0 0 7279 WACHOVIA CORP 2ND NEW COM 929903102 1756 48448 SH DEFINED 03 48448 0 0 WADDELL & REED FINL INC CL A 930059100 43 1500 SH DEFINED 03 0 0 1500 WAL MART STORES INC COM 931142103 38218 644695 SH DEFINED 03 0 0 644695 WALGREEN CO COM 931422109 655 16570 SH DEFINED 03 0 0 16570 WASHINGTON MUT INC COM 939322103 10153 293181 SH DEFINED 03 0 0 293181 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 105 3652 SH DEFINED 03 3652 0 0 WASTE MGMT INC DEL COM 94106L109 7059 265084 SH DEFINED 03 0 0 265084 WATERS CORP COM 941848103 80 2936 SH DEFINED 03 0 0 2936 WATSON PHARMACEUTICALS INC COM 942683103 34 1340 SH DEFINED 03 0 0 1340 WATSON WYATT & CO HLDGS CL A 942712100 2224 87980 SH DEFINED 03 0 0 87980 WAVE SYSTEMS CORP CL A 943526103 11 5000 SH DEFINED 03 0 0 5000 WD-40 CO COM 929236107 74 2600 SH DEFINED 03 0 0 2600 WEATHERFORD INTL INC COM 947074100 3983 88538 SH DEFINED 03 0 0 88538 WEBEX INC COM 94767L109 147 10900 SH DEFINED 03 0 0 10900 WEBMD CORP COM 94769M105 1229 169456 SH DEFINED 03 0 0 169456 WEBMETHODS INC COM 94768C108 57 3443 SH DEFINED 03 3443 0 0 WEBSTER FINL CORP CONN COM 947890109 2900 78473 SH DEFINED 03 0 0 78473 WEIGHT WATCHERS INTL INC NEW COM 948626106 121 3200 SH DEFINED 03 0 0 3200 WEINGARTEN RLTY INVS SH BEN INT 948741103 4 70 SH DEFINED 03 0 0 70 WELLPOINT HEALTH NETWORK NEW COM 94973H108 9 136 SH DEFINED 03 0 0 136 WELLS FARGO & CO NEW COM 949746101 3469 71154 SH DEFINED 03 0 0 71154 WENDYS INTL INC COM 950590109 93 2640 SH DEFINED 03 0 0 2640 WERNER ENTERPRISES INC COM 950755108 3591 184452 SH DEFINED 03 0 0 184452 WESBANCO INC COM 950810101 0 18 SH DEFINED 03 18 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 2 75 SH DEFINED 03 0 0 75 WESTERN DIGITAL CORP COM 958102105 33 5000 SH DEFINED 03 0 0 5000 WESTERN GAS RES INC COM 958259103 30 800 SH DEFINED 03 0 0 800 WESTERN RES INC COM 959425109 30 1724 SH DEFINED 03 1724 0 0 WESTERN WIRELESS CORP CL A 95988E204 37 4000 SH DEFINED 03 0 0 4000 WESTWOOD ONE INC COM 961815107 3968 107239 SH DEFINED 03 0 0 107239 WFS FINL INC COM 92923B106 24 1001 SH DEFINED 03 0 0 1001 WGL HLDGS INC COM 92924F106 2480 93264 SH DEFINED 03 0 0 93264 WHIRLPOOL CORP COM 963320106 32 430 SH DEFINED 03 0 0 430 WHITNEY HLDG CORP COM 966612103 5 111 SH DEFINED 03 111 0 0 WHOLE FOODS MKT INC COM 966837106 2198 49200 SH DEFINED 03 0 0 49200 WILLIAMS COS INC DEL COM 969457100 443 19292 SH DEFINED 03 19292 0 0 WILLIAMS SONOMA INC COM 969904101 2763 60600 SH DEFINED 03 0 0 60600 WILMINGTON TRUST CORP COM 971807102 171 2625 SH DEFINED 03 0 0 2625 WILSON GREATBATCH TECHNOLOGI COM 972232102 87 3326 SH DEFINED 03 0 0 3326 WIND RIVER SYSTEMS INC COM 973149107 69 5300 SH DEFINED 03 0 0 5300 WINK COMMUNICATIONS COM 974168106 2 927 SH DEFINED 03 0 0 927 WINN DIXIE STORES INC COM 974280109 209 12840 SH DEFINED 03 0 0 12840 WINNEBAGO INDS INC COM 974637100 43 1012 SH DEFINED 03 0 0 1012 WINSTON HOTELS INC COM 97563A102 9 1000 SH DEFINED 03 0 0 1000 WIRE ONE TECHNOLOGIES INC COM 976521104 59 13000 SH DEFINED 03 0 0 13000 WIRELESS FACILITIES INC COM 97653A103 29 5000 SH DEFINED 03 0 0 5000 WISCONSIN ENERGY CORP COM 976657106 5 188 SH DEFINED 03 0 0 188 WOODHEAD INDS INC COM 979438108 1581 88070 SH DEFINED 03 0 0 88070 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 1921 296034 SH DEFINED 03 296034 0 0 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 38 6503 SH DEFINED 03 0 0 6503 WORTHINGTON INDS INC COM 981811102 10 660 SH DEFINED 03 660 0 0 WPP GROUP PLC SPON ADR NEW 929309300 152 2706 SH DEFINED 03 0 0 2706 WPS RESOURCES CORP COM 92931B106 5 125 SH DEFINED 03 0 0 125 WRIGHT MED GROUP INC COM 98235T107 119 6000 SH DEFINED 03 0 0 6000 WRIGLEY WM JR CO COM 982526105 462 8563 SH DEFINED 03 0 0 8563 WYETH COM 983024100 36419 550047 SH DEFINED 03 0 0 550047 WYNDHAM INTL INC CL A 983101106 138 156499 SH DEFINED 03 0 0 156499 XANSER CORP COM 98389J103 388 142750 SH DEFINED 03 0 0 142750 XCEL ENERGY INC COM 98389B100 115 4500 SH DEFINED 03 4500 0 0 XEROX CORP COM 984121103 6765 625223 SH DEFINED 03 625223 0 0 XILINX INC COM 983919101 3640 90762 SH DEFINED 03 90762 0 0 XL CAP LTD CL A G98255105 3423 35807 SH DEFINED 03 0 0 35807 XM SATELLITE RADIO HLDGS INC CL A 983759101 39 3050 SH DEFINED 03 0 0 3050 XOMA LTD ORD G9825R107 8 1064 SH DEFINED 03 1064 0 0 XTO ENERGY CORP COM 98385X106 131 6631 SH DEFINED 03 0 0 6631 XYBERNAUT CORP COM 984149104 2 1500 SH DEFINED 03 0 0 1500 YAHOO INC COM 984332106 372 21091 SH DEFINED 03 21091 0 0 YORK INTL CORP NEW COM 986670107 15 427 SH DEFINED 03 427 0 0 YOUNG BROADCASTING INC CL A 987434107 262 10800 SH DEFINED 03 0 0 10800 ZEBRA TECHNOLOGIES CORP CL A 989207105 13 238 SH DEFINED 03 238 0 0 ZIMMER HLDGS INC COM 98956P102 379 11241 SH DEFINED 03 11241 0 0 ZORAN CORP COM 98975F101 60 1500 SH DEFINED 03 0 0 1500 1 800 FLOWERS COM CL A 68243Q106 46 3500 SH DEFINED 03 0 0 3500 3-DIMENSIONAL PHARMACEUTICAL COM 88554W104 35 5000 SH DEFINED 03 0 0 5000 3COM CORP COM 885535104 38 6401 SH DEFINED 03 6401 0 0 3DO CO COM 88553W105 11 13602 SH DEFINED 03 0 0 13602 4 KIDS ENTMT INC COM 350865101 7 400 SH DEFINED 03 0 0 400 99 CENTS ONLY STORES COM 65440K106 22 750 SH DEFINED 03 0 0 750