-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, U5vdtqSWxs9Jd03UTKCCEbtHepXZCb6r5OvBW/TxN0P3kQnIxsnobUMbsstCddNJ mfdWZoenDaMzioyr+/68CA== 0000806085-04-000030.txt : 20040217 0000806085-04-000030.hdr.sgml : 20040216 20040217094323 ACCESSION NUMBER: 0000806085-04-000030 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040217 EFFECTIVENESS DATE: 20040217 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LEHMAN BROTHERS HOLDINGS INC CENTRAL INDEX KEY: 0000806085 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 133216325 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03182 FILM NUMBER: 04603531 BUSINESS ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2125267000 MAIL ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: SHEARSON LEHMAN HUTTON HOLDINGS INC DATE OF NAME CHANGE: 19901017 13F-HR 1 f04-02_1713fnonconf.txt FORM 13F REPORT NON-CONFIDENTIAL
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------------- -------- --------- -------- ------- --- ---- ---------- -------- -------- -------- -------- ***LERNOUT & HAUSPIE SPEECH COMMON B5628B104 0 22478 SH DEFINED 01 22478 0 0 DU PONT E I DE NEMOU COMMON CGD534105 0 69280 SH DEFINED 01 69280 0 0 FRACTIONAL ENBRIDGE ENRGY MGMT COMMON CKC50X106 0 83902 SH DEFINED 01 83902 0 0 EQUIMED INC NEW-FRACTIONAL SHS COMMON CKD988302 0 83333 SH DEFINED 01 83333 0 0 FRACTIONAL SHS FLEETWOOD COMMON DDK099107 0 67539 SH DEFINED 01 67539 0 0 FORD MOTOR CO DEL COMMON DEF370866 0 171800 SH DEFINED 01 171800 0 0 ***BAYERISCHE MOTEREN WERKE AG COMMON D12096109 240 5200 SH DEFINED 01 0 0 5200 ***DAIMLERCHRYSLER A.G. COMMON D1668R123 383 6793 SH DEFINED 01 6793 0 0 FRACTIONAL KINDER MORGAN MGMT COMMON EKE55U103 0 497856 SH DEFINED 01 497856 0 0 NORTH ATLANTIC TRADING INC COMMON GFH337404 0 177023 SH DEFINED 01 177023 0 0 ***ACE LTD-ORD COMMON G0070K103 1733 41711 SH DEFINED 01 0 0 41711 ***AMDOCS LIMITED COMMON G02602103 1374 61151 SH DEFINED 01 61151 0 0 ***BAE SYSTEMS PLC ORD COMMON G06940103 60 20000 SH DEFINED 01 20000 0 0 *** BANK OF BERMUDA LTD COMMON G07644100 2619 58286 SH DEFINED 01 58286 0 0 ***ACCENTURE LTD CL A COMMON G1150G111 2875 109259 SH DEFINED 01 109259 0 0 ***BUNGE LTD COMMON G16962105 288 8077 SH DEFINED 01 0 0 8077 ***COMMODITIES TRUST PLC-ORD COMMON G17403109 41 30000 SH DEFINED 01 30000 0 0 ***WTS BZW COMMODITIES TRUST WARRANT G17403117 2 25000 SH DEFINED 01 25000 0 0 ***CELLTECH GROUP ORD COMMON G1990W102 67 10000 SH DEFINED 01 10000 0 0 ***COOPER INDUSTRIES LTD COMMON G24182100 872 15065 SH DEFINED 01 15065 0 0 ***EMERALD ENERGY COMMON G3029R104 0 15300 SH DEFINED 01 15300 0 0 ***EVEREST RE GROUP LTD COMMON G3223R108 1006 11896 SH DEFINED 01 11896 0 0 **GARMIN LTD COMMON G37260109 2919 52588 SH DEFINED 01 0 0 52588 ***GLOBAL CROSSING LTD COMMON G3921A100 2 210904 SH DEFINED 01 0 0 210904 ***GLOBALSANTAFE CORP COMMON G3930E101 1959 76932 SH DEFINED 01 0 0 76932 *** GLOBALSTAR COMMON G3930H104 0 21400 SH DEFINED 01 21400 0 0 ***WTS GLOBALSTAR WARRANT G3930H146 0 87920 SH DEFINED 01 87920 0 0 ***HELEN OF TROY LTD-BERMUDA COMMON G4388N106 239 10344 SH DEFINED 01 10344 0 0 ***HIT ENTERTAINMENT COMMON G4513F135 0 60000 SH DEFINED 01 60000 0 0 ***HSBC HLDGS PLC COMMON G4634U169 3748 238647 SH DEFINED 01 238647 0 0 ***INGERSOLL RAND CO LTD COMMON G4776G101 1866 26093 SH DEFINED 01 0 0 26093 ***WTS LORAL SPACE & WARRANT G56462180 6 455390 SH DEFINED 01 455390 0 0 MARVELL TECHNOLOGY GROUP COMMON G5876H105 3890 102574 SH DEFINED 01 102574 0 0 ***NABORS INDUSTRIES LTD COMMON G6359F103 5660 136390 SH DEFINED 01 136390 0 0 ***NELSON RESOURCES LTD COMMON G64180105 391 465580 SH DEFINED 01 465580 0 0 ***NOBLE CORP COMMON G65422100 2164 60491 SH DEFINED 01 60491 0 0 ***PLAYMATES HOLDINGS LTD COMMON G7130P147 103 632000 SH DEFINED 01 632000 0 0 ***RSL COMMUNICATIONS LTD-CL A COMMON G7702U102 0 51300 SH DEFINED 01 51300 0 0 ***SEAGATE TECHNOLOGY COMMON G7945J104 299 15830 SH DEFINED 01 15830 0 0 ***TRANSOCEAN INC. COMMON G90078109 4540 189106 SH DEFINED 01 189106 0 0 ***VIATEL HOLDING BERMUDA LTD COMMON G93447103 78 101553 SH DEFINED 01 101553 0 0 ***VODAFONE GROUP COMMON G9387S105 954 385942 SH DEFINED 01 385942 0 0 ***WEATHERFORD INTERNATIONAL COMMON G95089101 30981 858991 SH DEFINED 01 0 0 858991 ***XL CAPITAL LTD-CL A COMMON G98255105 1047 13508 SH DEFINED 01 13508 0 0 ***NTT DOCOMO INC ORD COMMON J59399105 1086 478 SH DEFINED 01 478 0 0 ***SHARP CORP COMMON J71434112 998 63000 SH DEFINED 01 63000 0 0 ***TAKEDA CHEMICAL INDUSTRIES COMMON J81281115 969 24400 SH DEFINED 01 24400 0 0 ***TOYOTA MOTOR CORP COMMON J92676113 1019 30121 SH DEFINED 01 30121 0 0 FRACTIONAL VAST SOLUTION INC COMMON KCC37T102 0 202515 SH DEFINED 01 202515 0 0 FRACTIONAL VAST SOLUTIONS INC COMMON KCC37T201 0 315615 SH DEFINED 01 315615 0 0 FRACTIONAL VAST SOLUTIONS INC COMMON KCC37T300 0 315515 SH DEFINED 01 315515 0 0 ***CHECK POINT SOFTWARE COMMON M22465104 204 12145 SH DEFINED 01 0 0 12145 ***CHECK POINT SOFTWARE COMMON M22465104 7183 427106 SH DEFINED 01 427106 0 0 GIVEN IMAGING COMMON M52020100 218 12200 SH DEFINED 01 12200 0 0 ***JACADA LTD COMMON M6184R101 76 23138 SH DEFINED 01 0 0 23138 ***QIAGEN NV EUR 0.01 COMMON N72482107 266 22285 SH DEFINED 01 22285 0 0 ***CERVECERIAS PERUANAS BACKUS COMMON P2475L116 11 40844 SH DEFINED 01 40844 0 0 ***EMBOTELLADORAS ARCA SA DE COMMON P3699M104 103 54100 SH DEFINED 01 54100 0 0 ***G ACCION SA DE CV-SER B COMMON P44077116 15 34000 SH DEFINED 01 34000 0 0 ***PERU REAL ESTATE SA-CL B COMMON P7801R109 0 22961 SH DEFINED 01 22961 0 0 ***TELECOM ARGENTINA STET- COMMON P9028N101 40 25000 SH DEFINED 01 25000 0 0 ***WTS VENEZUELA (REPUBLIC OF) WARRANT P97497CL6 0 25000 SH DEFINED 01 25000 0 0 ***AUSTRALIA & NEW ZEALAND COMMON Q09504137 986 75009 SH DEFINED 01 75009 0 0 ***COMMONWEALTH BANK OF COMMON Q26915100 1003 45219 SH DEFINED 01 45219 0 0 ***GLOBE INTERNATIONAL LTD COMMON Q40645105 36 100000 SH DEFINED 01 100000 0 0 ***PRANA BIOTECHNOLOGY LTD COMMON Q7739U108 10 21549 SH DEFINED 01 21549 0 0 ***RESTAURANT BRANDS NEW COMMON Q8121Q101 82 112102 SH DEFINED 01 112102 0 0 ***PETROLEUM GEO SVS ASA COMMON R69628114 4938 129308 SH DEFINED 01 129308 0 0 ***TELECOM ITALIA MOBILE SPA COMMON T9276A104 86 16020 SH DEFINED 01 0 0 16020 ***ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 1978 56862 SH DEFINED 01 56862 0 0 ***P T BANK BIRA (FOREIGN) COMMON Y0632L102 1 12920 SH DEFINED 01 12920 0 0 ***FLEXTRONICS INTERNATIONAL COMMON Y2573F102 4880 328895 SH DEFINED 01 328895 0 0 ***KOREA THRUNET CO LTD COMMON Y49975207 144 578032 SH DEFINED 01 578032 0 0 OMI CORP NEW COMMON Y6476W104 270 30323 SH DEFINED 01 30323 0 0 ***PACIFIC INTERNET LIMITED ADR Y66183107 129 16000 SH DEFINED 01 16000 0 0 ***PHILEX MINING CORP-CL B NEW COMMON Y68991127 0 12278 SH DEFINED 01 12278 0 0 AAR CORP COMMON 000361105 333 22289 SH DEFINED 01 22289 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886101 8436 2834557 SH DEFINED 01 0 0 2834557 ADC TELECOMMUNICATIONS INC COMMON 000886101 1215 409198 SH DEFINED 01 409198 0 0 ACM INCOME FD INC COMMON 000912105 202 18615 SH DEFINED 01 0 0 18615 ABM INDUSTRIES INC COMMON 000957100 289 16648 SH DEFINED 01 16648 0 0 AFLAC INC COMMON 001055102 2151 59480 SH DEFINED 01 59480 0 0 AGCO CORP COMMON 001084102 2358 117107 SH DEFINED 01 117107 0 0 AGL RESOURCES INC COMMON 001204106 560 19277 SH DEFINED 01 19277 0 0 AES CORP COMMON 00130H105 2718 286125 SH DEFINED 01 0 0 286125 AK STEEL HOLDING CORP COMMON 001547108 140 27639 SH DEFINED 01 27639 0 0 AMB PROPERTY CORP REIT 00163T109 530 16138 SH DEFINED 01 16138 0 0 AMC ENTERTAINMENT INC COMMON 001669100 782 49432 SH DEFINED 01 0 0 49432 AMR CORP-DEL COMMON 001765106 476 36802 SH DEFINED 01 36802 0 0 ***ATI TECHNOLOGIES INC COMMON 001941103 2834 187441 SH DEFINED 01 187441 0 0 AT&T CORP COMMON 001957505 7331 353178 SH DEFINED 01 0 0 353178 A S V INC COMMON 001963107 213 5726 SH DEFINED 01 5726 0 0 ATG INC COMMON 00206P106 1 100000 SH DEFINED 01 100000 0 0 A T & E CORP COMMON 002062107 4 157040 SH DEFINED 01 157040 0 0 ATMI INC COMMON 00207R101 235 10192 SH DEFINED 01 10192 0 0 AT&T WIRELESS SERVICES INC COMMON 00209A106 236 29621 SH DEFINED 01 0 0 29621 AT&T WIRELESS SERVICES INC COMMON 00209A106 10149 1270308 SH DEFINED 01 1270308 0 0 AXS-ONE INC COMMON 002458107 28 15000 SH DEFINED 01 15000 0 0 AAIPHARMA INC COMMON 00252W104 370 14764 SH DEFINED 01 14764 0 0 AAMES FINL CORP COMMON 00253A309 32 14290 SH DEFINED 01 14290 0 0 ABAXIS INC COMMON 002567105 185 10244 SH DEFINED 01 10244 0 0 ABBOTT LABORATORIES COMMON 002824100 256 5514 SH DEFINED 01 0 0 5514 ABBOTT LABORATORIES COMMON 002824100 14360 308166 SH DEFINED 01 308166 0 0 ABERCROMBIE & FITCH CO-CL A CLASS 002896207 856 34678 SH DEFINED 01 34678 0 0 ***ABBEY NATL GROUP PLC PREFERED 002920700 573 20700 SH DEFINED 01 0 0 20700 ***ABBEY NATL GROUP PLC PREFERED 002920700 1246 45000 SH DEFINED 01 45000 0 0 ***ABBEY NATIONAL PLC PREFERED 002920809 354 13000 SH DEFINED 01 0 0 13000 ***ABBEY NATIONAL PLC PREFERED 002920809 689 25300 SH DEFINED 01 25300 0 0 ABGENIX INC COMMON 00339B107 1674 134412 SH DEFINED 01 134412 0 0 ACACIA RESEARCH - ACACIA COMMON 003881307 94 12955 SH DEFINED 01 12955 0 0 ACCESS HEALTHNET INC NEW COMMON 004315305 0 19830 SH DEFINED 01 19830 0 0 ACCREDO HEALTH INC COMMON 00437V104 434 13744 SH DEFINED 01 13744 0 0 ACCRUE SOFTWARE INC COMMON 00437W102 0 319000 SH DEFINED 01 319000 0 0 ACETO CORP COMMON 004446100 372 14567 SH DEFINED 01 14567 0 0 ACTIVISION INC NEW COMMON 004930202 744 40901 SH DEFINED 01 40901 0 0 ACTIVCARD CORP COMMON 00506J107 146 18595 SH DEFINED 01 18595 0 0 ACTUANT CORP COMMON 00508X203 297 8227 SH DEFINED 01 8227 0 0 ACUITY BRANDS INC COMMON 00508Y102 306 11880 SH DEFINED 01 11880 0 0 ACXIOM CORP COMMON 005125109 671 36153 SH DEFINED 01 36153 0 0 ADAPTEC INC COMMON 00651F108 370 36949 SH DEFINED 01 0 0 36949 ***ADECCO SA-SPONSORED ADR ADR 006754105 183 11396 SH DEFINED 01 11396 0 0 ADELPHIA COMMUNICATIONS CORP CLASS 006848105 43 73100 SH DEFINED 01 73100 0 0 ADMINISTAFF INC COMMON 007094105 3019 173715 SH DEFINED 01 0 0 173715 ADMINISTAFF INC COMMON 007094105 1022 58835 SH DEFINED 01 58835 0 0 ADOBE SYSTEMS INC COMMON 00724F101 8812 224233 SH DEFINED 01 224233 0 0 ADTRAN INC COMMON 00738A106 968 31230 SH DEFINED 01 31230 0 0 ADTEC INC COMMON 00738C102 0 16947 SH DEFINED 01 16947 0 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 1535 18192 SH DEFINED 01 0 0 18192 ADVANCED DIGITAL INFORMATION COMMON 007525108 601 38990 SH DEFINED 01 0 0 38990 ADVANCED MAGNETICS INC COMMON 00753P103 169 13000 SH DEFINED 01 0 0 13000 ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 1608 71813 SH DEFINED 01 0 0 71813 ***ADVANCED SEMICONDUCTOR ENGR ADR 00756M404 234 46400 SH DEFINED 01 0 0 46400 ***ADVANCED SEMICONDUCTOR ENGR ADR 00756M404 145 28859 SH DEFINED 01 28859 0 0 ADVANCED NEUROMODULATION SYS COMMON 00757T101 220 4796 SH DEFINED 01 4796 0 0 ADVO INC COMMON 007585102 281 8856 SH DEFINED 01 8856 0 0 ADVANCIS PHARMACEUTICAL CORP COMMON 00764L109 371 49500 SH DEFINED 01 0 0 49500 ADVANCIS PHARMACEUTICAL CORP COMMON 00764L109 1898 253181 SH DEFINED 01 253181 0 0 AERO SYSTEMS INC COMMON 007698103 3 60855 SH DEFINED 01 60855 0 0 AEROFLEX INC COMMON 007768104 224 19236 SH DEFINED 01 19236 0 0 ADVANCE PCS COMMON 00790K109 65302 1240080 SH DEFINED 01 1240080 0 0 ADVANCED MICRO DEVICES INC COMMON 007903107 6222 410095 SH DEFINED 01 0 0 410095 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 202 7762 SH DEFINED 01 7762 0 0 ADVENT SOFTWARE INC COMMON 007974108 793 45508 SH DEFINED 01 45508 0 0 ADVANCED DETECTORS INC COMMON 007977101 0 33530 SH DEFINED 01 33530 0 0 AES TR III 6.75% PREFCONV 00808N202 343 6350 SH DEFINED 01 0 0 6350 AETHER SYSTEMS INC COMMON 00808V105 138 29183 SH DEFINED 01 29183 0 0 AETNA INC NEW COMMON 00817Y108 2897 42878 SH DEFINED 01 42878 0 0 AFFILIATED BANC CORP COMMON 008179103 27 84181 SH DEFINED 01 84181 0 0 AFFILIATED COMPUTER SERVICES CLASS 008190100 1716 31475 SH DEFINED 01 0 0 31475 AFFILIATED MANAGERS GROUP INC COMMON 008252108 559 8040 SH DEFINED 01 8040 0 0 AFFILIATED MANAGERS GROUP INC CBONDCNV 008252AC2 5850 6000000 SH DEFINED 01 6000000 0 0 AFFYMETRIX INC COMMON 00826T108 456 18567 SH DEFINED 01 18567 0 0 AGERE SYSTEMS INC COMMON 00845V100 128 42069 SH DEFINED 01 0 0 42069 AGERE SYSTEMS INC COMMON 00845V100 914 299942 SH DEFINED 01 299942 0 0 AGERE SYSTEMS INC COMMON 00845V209 431 140816 SH DEFINED 01 0 0 140816 AGILENT TECHNOLOGIES INC COMMON 00846U101 2134 70265 SH DEFINED 01 0 0 70265 AGILE SOFTWARE CORP DEL COMMON 00846X105 103 10498 SH DEFINED 01 10498 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 2468 248814 SH DEFINED 01 248814 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 3215 60861 SH DEFINED 01 60861 0 0 AIRGAS INC COMMON 009363102 358 16685 SH DEFINED 01 16685 0 0 AIRGATE PCS INC COMMON 009367103 349 142000 SH DEFINED 01 142000 0 0 AIRTRAN HOLDINGS INC COMMON 00949P108 2548 213648 SH DEFINED 01 0 0 213648 AKAMAI TECHNOLOGIES INC COMMON 00971T101 700 64184 SH DEFINED 01 0 0 64184 ALASKA AIR GROUP INC COMMON 011659109 296 10864 SH DEFINED 01 10864 0 0 ALASKA AIR GROUP INC CBONDCNV 011659AG4 635 500000 SH DEFINED 01 500000 0 0 ALBANY INTERNATIONAL CORP NEW CLASS 012348108 273 8066 SH DEFINED 01 8066 0 0 ALBEMARLE CORP COMMON 012653101 485 16207 SH DEFINED 01 16207 0 0 ALBERTO CULVER COMPANY CLASS 013068101 367 5819 SH DEFINED 01 5819 0 0 ALBERTSONS INC COMMON 013104104 2133 93987 SH DEFINED 01 0 0 93987 ALCOA INC COMMON 013817101 9780 254443 SH DEFINED 01 0 0 254443 ***ALCATEL - SPONSORED ADR ADR 013904305 228 15819 SH DEFINED 01 0 0 15819 ALEXANDER & BALDWIN INC COMMON 014482103 603 17914 SH DEFINED 01 17914 0 0 ALEXANDRIA REAL ESTATE COMMON 015271109 1145 19785 SH DEFINED 01 0 0 19785 ALEXANDRIA REAL ESTATE COMMON 015271109 550 9516 SH DEFINED 01 9516 0 0 ALGOREX CORP COMMON 015867104 8 34547 SH DEFINED 01 34547 0 0 ALIGN TECHNOLOGY INC COMMON 016255101 238 14432 SH DEFINED 01 14432 0 0 ALKERMES INC COMMON 01642T108 445 32576 SH DEFINED 01 0 0 32576 ALLEGHENY ENERGY INC COMMON 017361106 999 78328 SH DEFINED 01 78328 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 1970 149021 SH DEFINED 01 149021 0 0 ALLERION INC COMMON 01849X100 85 341800 SH DEFINED 01 341800 0 0 ALLERGAN INC COMMON 018490102 1666 21701 SH DEFINED 01 21701 0 0 ALLETE INC COMMON 018522102 544 17782 SH DEFINED 01 17782 0 0 ALLIANCE CAP MGMT HLDG L P COMMON 01855A101 2421 69750 SH DEFINED 01 0 0 69750 ALLIANCE GAMING CORPORATION COMMON 01859P609 1261 51168 SH DEFINED 01 51168 0 0 ALLIANCE SEMICONDUCTOR CORP COMMON 01877H100 89 12651 SH DEFINED 01 12651 0 0 ALLIANCE RESOURCE PARTNERS L P COMMON 01877R108 1664 47411 SH DEFINED 01 0 0 47411 ALLIANCE WORLD DOLLAR COMMON 01879R106 469 35996 SH DEFINED 01 35996 0 0 ALLIANCE WORLD DOLLAR COMMON 018796102 956 65884 SH DEFINED 01 0 0 65884 ALLIANT ENERGY CORP COMMON 018802108 729 29284 SH DEFINED 01 29284 0 0 ALLICO CORP COMMON 018836106 0 71428 SH DEFINED 01 71428 0 0 ALLIED CAPITAL CORP NEW COMMON 01903Q108 832 29862 SH DEFINED 01 29862 0 0 ALLIED WASTE INDUSTRIES INC COMMON 019589308 1556 112109 SH DEFINED 01 0 0 112109 ALLIED WASTE INDUSTRIES INC COMMON 019589308 1416 102058 SH DEFINED 01 102058 0 0 ALLMERICA FINANCIAL CORP COMMON 019754100 1571 51081 SH DEFINED 01 51081 0 0 ALLOS THERAPEUTICS INC COMMON 019777101 50 14100 SH DEFINED 01 14100 0 0 ALLSTATE CORP COMMON 020002101 5001 115761 SH DEFINED 01 0 0 115761 ALLTEL CORP COMMON 020039103 1700 36314 SH DEFINED 01 0 0 36314 ALPHARMA INC-CL A COMMON 020813101 348 17336 SH DEFINED 01 17336 0 0 ALTAIR NANOTECHNOLOGIES INC COMMON 021373105 52 20000 SH DEFINED 01 20000 0 0 ALTEON INC COMMON 02144G107 18 11869 SH DEFINED 01 11869 0 0 ALTERA CORP COMMON 021441100 6223 271160 SH DEFINED 01 0 0 271160 ALTEX INDUSTRIES INC COMMON 021454103 0 10712 SH DEFINED 01 10712 0 0 ALTIRIS INC COMMON 02148M100 387 10623 SH DEFINED 01 10623 0 0 ALTRIA GROUP INC COMMON 02209S103 745 13700 SH DEFINED 01 0 0 13700 ALTRIA GROUP INC COMMON 02209S103 46955 862843 SH DEFINED 01 862843 0 0 ALTUS BANK-A FEDERAL SVGS BANK COMMON 022145106 0 101098 SH DEFINED 01 101098 0 0 AMASYS CORP COMMON 023113103 0 59685 SH DEFINED 01 59685 0 0 AMAZON.COM INC COMMON 023135106 7713 145534 SH DEFINED 01 0 0 145534 AMBAC FINANCIAL GROUP INC COMMON 023139108 1549 22265 SH DEFINED 01 0 0 22265 AMBASE CORP COMMON 023164106 27 42600 SH DEFINED 01 42600 0 0 AMBERS STORES INC COMMON 023187107 0 72000 SH DEFINED 01 72000 0 0 AMCOL INTERNATIONAL CORP COMMON 02341W103 320 15781 SH DEFINED 01 15781 0 0 AMERADA HESS CORP COMMON 023551104 1688 31760 SH DEFINED 01 31760 0 0 AMERICA ONLINE INC DEL CBONDCNV 02364JAC8 23999 38322000 SH DEFINED 01 38322000 0 0 ***AMERICA MOVIL S A DE C V ADR 02364W105 318 11647 SH DEFINED 01 11647 0 0 AMERICA ONLINE LATIN AMER INC COMMON 02365B100 34 24205 SH DEFINED 01 24205 0 0 AMERICA WEST HOLDING CORP-CL B COMMON 023657208 168 13615 SH DEFINED 01 13615 0 0 AMERICAN CAPITAL CORP COMMON 024898108 1 24100 SH DEFINED 01 24100 0 0 AMERICAN CLASSIC VOYAGES CO COMMON 024928103 0 29400 SH DEFINED 01 29400 0 0 AMERICAN CAPITAL STRATEGIES COMMON 024937104 1596 53696 SH DEFINED 01 53696 0 0 AMERICAN COMPLEX CARE INC NEW COMMON 025207309 1 90800 SH DEFINED 01 90800 0 0 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 1901 115118 SH DEFINED 01 0 0 115118 AMERICAN ELECTRIC POWER CO INC COMMON 025537101 18394 602916 SH DEFINED 01 602916 0 0 AMERICAN EQUITY INVESTMENT COMMON 025676206 192 19300 SH DEFINED 01 19300 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 544 11295 SH DEFINED 01 0 0 11295 AMERICAN EXPRESS COMPANY COMMON 025816109 27939 579288 SH DEFINED 01 579288 0 0 AMERICAN FINANCIAL GROUP INC COMMON 025932104 451 17074 SH DEFINED 01 17074 0 0 AMERICAN GREETINGS CORP-CL A CLASS 026375105 505 23112 SH DEFINED 01 23112 0 0 AMERICAN HEALTHWAYS INC COMMON 02649V104 779 32640 SH DEFINED 01 0 0 32640 AMERICAN HEALTHWAYS INC COMMON 02649V104 508 21299 SH DEFINED 01 21299 0 0 AMERICAN HOME MORTGAGE COMMON 02660R107 496 22053 SH DEFINED 01 22053 0 0 AMERICAN INTEGRITY CORP COMMON 026863100 36 147131 SH DEFINED 01 147131 0 0 AMERICAN INTERNATIONAL GROUP COMMON 026874107 964 14553 SH DEFINED 01 0 0 14553 AMERICAN INTERNATIONAL GROUP COMMON 026874107 36569 551750 SH DEFINED 01 551750 0 0 AMERICAN ITALIAN PASTA CO-CL A COMMON 027070101 244 5187 SH DEFINED 01 0 0 5187 AMERICAN MANAGEMENT SYSTEMS COMMON 027352103 183 12178 SH DEFINED 01 12178 0 0 AMERICAN POWER CONVERSION CORP COMMON 029066107 2238 91538 SH DEFINED 01 91538 0 0 AMERICAN SAVINGS BANK FSB NY COMMON 029404100 0 95000 SH DEFINED 01 95000 0 0 ***AMERICAN SENSORS INC COMMON 029579109 0 14715 SH DEFINED 01 14715 0 0 AMERICAN STANDARD COMPANIES COMMON 029712106 1102 10944 SH DEFINED 01 10944 0 0 AMERICAN TOWER CORP COMMON 029912201 2803 259088 SH DEFINED 01 0 0 259088 AMERICAN TOWER CORP COMMON 029912201 889 82231 SH DEFINED 01 82231 0 0 AMERICAN SUPERCONDUCTOR CORP COMMON 030111108 194 14007 SH DEFINED 01 14007 0 0 AMERICAN WOODMARK CORP COMMON 030506109 201 3658 SH DEFINED 01 3658 0 0 AMERICREDIT CORP COMMON 03060R101 1800 113000 SH DEFINED 01 0 0 113000 AMERICREDIT CORP COMMON 03060R101 4866 305486 SH DEFINED 01 305486 0 0 AMERIFIRST BANK FSB COMMON 030700108 0 39141 SH DEFINED 01 39141 0 0 AMERUS GROUP CO COMMON 03072M108 817 23391 SH DEFINED 01 23391 0 0 AMERUS GROUP CO CBONDCNV 03072MAD0 7481 7000000 SH DEFINED 01 7000000 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 4854 86451 SH DEFINED 01 86451 0 0 AMERIGROUP CORP COMMON 03073T102 318 7459 SH DEFINED 01 7459 0 0 AMERITRADE HOLDING CORP COMMON 03074K100 517 36757 SH DEFINED 01 36757 0 0 AMES DEPARTMENT STORES INC COMMON 030789705 0 156651 SH DEFINED 01 156651 0 0 AMERIGAS PARTNERS LP COMMON 030975106 1676 59842 SH DEFINED 01 59842 0 0 AMETEK INC NEW COMMON 031100100 350 7261 SH DEFINED 01 7261 0 0 AMGEN INC COMMON 031162100 446 7230 SH DEFINED 01 0 0 7230 AMGEN INC COMMON 031162100 47908 775221 SH DEFINED 01 775221 0 0 AMGEN INC CBONDCNV 031162AE0 3015 4000000 SH DEFINED 01 4000000 0 0 AMOSKEAG BANK SHARES INC COMMON 031822109 0 182574 SH DEFINED 01 182574 0 0 AMSOUTH BANCORPORATION COMMON 032165102 1353 55259 SH DEFINED 01 55259 0 0 AMSURG CORP COMMON 03232P405 208 5513 SH DEFINED 01 5513 0 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 389 17519 SH DEFINED 01 17519 0 0 ***AMVESCAP PLC ADR 03235E100 377 25600 SH DEFINED 01 25600 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 17843 348251 SH DEFINED 01 0 0 348251 ANALOG DEVICES INC COMMON 032654105 2766 59563 SH DEFINED 01 0 0 59563 ANALOGIC CORP NEW COMMON 032657207 214 5223 SH DEFINED 01 5223 0 0 ANCHOR GLASS CONTAINER CORP COMMON 03304B300 235 14094 SH DEFINED 01 0 0 14094 ANDREA ELECTRONICS CORP COMMON 034393108 4 10000 SH DEFINED 01 10000 0 0 ANDREW CORP COMMON 034425108 658 56202 SH DEFINED 01 0 0 56202 ANDRX GROUP COMMON 034553107 381 15145 SH DEFINED 01 0 0 15145 ***ANGIOTECH PHARMACEUTICALS COMMON 034918102 571 12430 SH DEFINED 01 0 0 12430 ***ANGLOGOLD LTD (NEW) ADR 035128206 308 6506 SH DEFINED 01 6506 0 0 ANHEUSER BUSCH COMPANIES INC COMMON 035229103 10661 202211 SH DEFINED 01 0 0 202211 ANIXTER INTERNATIONAL INC COMMON 035290105 240 9278 SH DEFINED 01 9278 0 0 ANNALY MORTGAGE MANAGEMENT INC COMMON 035710409 1044 56267 SH DEFINED 01 0 0 56267 ANNTAYLOR STORES CORP COMMON 036115103 508 13039 SH DEFINED 01 13039 0 0 ANSYS INC COMMON 03662Q105 329 8288 SH DEFINED 01 8288 0 0 ANTHEM INC COMMON 03674B104 1487 19834 SH DEFINED 01 19834 0 0 ANTEON INTL CORP COMMON 03674E108 342 9489 SH DEFINED 01 9489 0 0 ANTHRACITE CAPITAL INC COMMON 037023108 261 23644 SH DEFINED 01 23644 0 0 AON CORP COMMON 037389103 1716 71543 SH DEFINED 01 0 0 71543 AON CORP CBONDCNV 037389AT0 3211 2600000 SH DEFINED 01 2600000 0 0 APACHE CORP COMMON 037411105 3626 44721 SH DEFINED 01 44721 0 0 APARTMENT INVESTMENT & REIT 03748R101 363 10544 SH DEFINED 01 10544 0 0 ***APCO ARGENTINA INC (CAYMEN COMMON 037489101 17437 655040 SH DEFINED 01 655040 0 0 APOGENT TECHNOLOGIES INC COMMON 03760A101 600 25060 SH DEFINED 01 0 0 25060 APOLLO GROUP INC-CL A CLASS 037604105 8598 126448 SH DEFINED 01 126448 0 0 APPLE COMPUTER INC COMMON 037833100 338 15858 SH DEFINED 01 0 0 15858 APPLE COMPUTER INC COMMON 037833100 6009 281191 SH DEFINED 01 281191 0 0 APPLEBEES INTERNATIONAL INC COMMON 037899101 481 12261 SH DEFINED 01 12261 0 0 APRIA HEALTHCARE GROUP INC COMMON 037933108 357 11943 SH DEFINED 01 0 0 11943 APPLERA CORP COMMON 038020103 1968 94534 SH DEFINED 01 0 0 94534 APPLERA CORP COMMON 038020202 453 32634 SH DEFINED 01 32634 0 0 ***APPLIED DIGITAL SOLUTIONS COMMON 038188108 117 250000 SH DEFINED 01 250000 0 0 APPLIED MAGNETICS CORP COMMON 038213104 0 92100 SH DEFINED 01 92100 0 0 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 355 59475 SH DEFINED 01 0 0 59475 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 3382 565574 SH DEFINED 01 565574 0 0 APPLIED MATERIALS INC COMMON 038222105 484 21600 SH DEFINED 01 0 0 21600 APPLIED MATERIALS INC COMMON 038222105 14022 624590 SH DEFINED 01 624590 0 0 APPLIED MOLECULAR EVOLUTION COMMON 03823E108 1694 95206 SH DEFINED 01 95206 0 0 AQUANATURAL CO COMMON 03838P106 0 70086 SH DEFINED 01 70086 0 0 AQUANTIVE INC COMMON 03839G105 117 11489 SH DEFINED 01 11489 0 0 AQUILA INC COMMON 03840P102 1799 530795 SH DEFINED 01 530795 0 0 ARAMARK CORP COMMON 038521100 852 31100 SH DEFINED 01 31100 0 0 ARBITRON INC COMMON 03875Q108 394 9458 SH DEFINED 01 9458 0 0 ARCH COAL INC COMMON 039380100 1421 44768 SH DEFINED 01 0 0 44768 ARCH WIRELESS INC COMMON 039392105 0 26205 SH DEFINED 01 26205 0 0 ARCH WIRELESS INC CL A COMMON 039392709 446 22548 SH DEFINED 01 22548 0 0 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 2424 159274 SH DEFINED 01 159274 0 0 ARCTIC CAT INC COMMON 039670104 255 10356 SH DEFINED 01 10356 0 0 ARGOSY GAMING CORP COMMON 040228108 353 13595 SH DEFINED 01 13595 0 0 ARIAD PHARMACEUTICALS INC-DEL COMMON 04033A100 177 18862 SH DEFINED 01 0 0 18862 ARIBA INC COMMON 04033V104 482 160556 SH DEFINED 01 0 0 160556 ARIBA INC COMMON 04033V104 72 24018 SH DEFINED 01 24018 0 0 ARIL GROUP INC COMMON 040394108 0 184912 SH DEFINED 01 184912 0 0 ARKANSAS BEST CORP-DEL COMMON 040790107 450 14351 SH DEFINED 01 14351 0 0 ***ARM HOLDINGS PLC ADR 042068106 276 40000 SH DEFINED 01 40000 0 0 ARMSTRONG HOLDINGS INC COMMON 042384107 218 200300 SH DEFINED 01 200300 0 0 ARRIS GROUP INC COMMON 04269Q100 339 46894 SH DEFINED 01 46894 0 0 ARROW ELECTRONICS INC COMMON 042735100 480 20768 SH DEFINED 01 20768 0 0 ***ARTISAN COMPONENTS INC COMMON 042923102 261 12762 SH DEFINED 01 12762 0 0 ARNDILLY LEASING LTD COMMON 042990457 0 1036800 SH DEFINED 01 1036800 0 0 ARNDILLY LEASING LTD COMMON 042990465 0 1036800 SH DEFINED 01 1036800 0 0 ARNDILLY LEASING LTD COMMON 042990473 0 1036800 SH DEFINED 01 1036800 0 0 ARNDILLY LEASING LTD COMMON 042990481 0 1036800 SH DEFINED 01 1036800 0 0 ARMS PARK LEASING LTD COMMON 042990499 0 1101600 SH DEFINED 01 1101600 0 0 ARMS PARK LEASING LTD COMMON 042990507 0 1101600 SH DEFINED 01 1101600 0 0 ARTESYN TECHNOLOGIES INC COMMON 043127109 85 10035 SH DEFINED 01 10035 0 0 ARVINMERITOR INC COMMON 043353101 841 34903 SH DEFINED 01 34903 0 0 ASCENTIAL SOFTWARE CORPORATION COMMON 04362P207 668 25794 SH DEFINED 01 25794 0 0 ASCENT PEDIATRICS INC COMMON 04362X994 0 11700 SH DEFINED 01 11700 0 0 ASHLAND INC COMMON 044204105 543 12341 SH DEFINED 01 12341 0 0 ASK JEEVES INC COMMON 045174109 732 40434 SH DEFINED 01 40434 0 0 ASPECT COMMUNICATIONS CORP COMMON 04523Q102 249 11810 SH DEFINED 01 0 0 11810 ASPECT MEDICAL SYSTEMS INC COMMON 045235108 138 12143 SH DEFINED 01 12143 0 0 ASPEN TECHNOLOGY INC COMMON 045327103 476 38481 SH DEFINED 01 0 0 38481 ASSOCIATED BANC CORP COMMON 045487105 949 22265 SH DEFINED 01 22265 0 0 AT HOME CORP-SER A COMMON 045919107 0 19470 SH DEFINED 01 0 0 19470 ASTORIA FINANCIAL CORP COMMON 046265104 1124 30235 SH DEFINED 01 0 0 30235 ASTORIA FINANCIAL CORP COMMON 046265104 965 25958 SH DEFINED 01 25958 0 0 ***ASTRAZENECA PLC ADR 046353108 1044 21590 SH DEFINED 01 21590 0 0 AT ROAD INC COMMON 04648K105 303 22853 SH DEFINED 01 22853 0 0 ASYST TECHNOLOGIES INC COMMON 04648X107 352 20292 SH DEFINED 01 20292 0 0 ATARI INC COMMON 04651M105 83 19846 SH DEFINED 01 19846 0 0 ***ATHLONE MINERALS LTD COMMON 04748H200 13 11000 SH DEFINED 01 11000 0 0 ATLANTIC COAST AIRLINES HLDGS COMMON 048396105 371 37508 SH DEFINED 01 37508 0 0 ATLAS ENGINEERING CO COMMON 049305105 0 14267 SH DEFINED 01 14267 0 0 ATMEL CORP COMMON 049513104 174 29100 SH DEFINED 01 0 0 29100 ATMEL CORP COMMON 049513104 773 128639 SH DEFINED 01 128639 0 0 ATMOS ENERGY CORP COMMON 049560105 347 14289 SH DEFINED 01 14289 0 0 ATRATECH INC NEW COMMON 049901309 0 13000 SH DEFINED 01 13000 0 0 AUGUST TECHNOLOGY CORP COMMON 05106U105 267 14431 SH DEFINED 01 14431 0 0 ***AURORA PLATINUM CORP COMMON 052054103 106 44900 SH DEFINED 01 44900 0 0 AUTODESK INC COMMON 052769106 1302 52971 SH DEFINED 01 52971 0 0 AUTOLIV INC COMMON 052800109 239 6372 SH DEFINED 01 6372 0 0 AUTOMATIC DATA PROCESSING INC COMMON 053015103 4354 105681 SH DEFINED 01 0 0 105681 AUTONATION INC DEL COMMON 05329W102 2544 138525 SH DEFINED 01 138525 0 0 AUTOZONE INC COMMON 053332102 3847 45149 SH DEFINED 01 45149 0 0 AVANEX CORP COMMON 05348W109 166 26907 SH DEFINED 01 0 0 26907 AVALONBAY COMMUNITIES INC REIT 053484101 961 20107 SH DEFINED 01 20107 0 0 AVANT IMMUNOTHERAPEUTICS INC COMMON 053491106 49 17965 SH DEFINED 01 17965 0 0 AVAYA INC COMMON 053499109 2434 187701 SH DEFINED 01 0 0 187701 ***AVENTIS ADR 053561106 540 8158 SH DEFINED 01 8158 0 0 AVERY DENNISON CORP COMMON 053611109 1072 18937 SH DEFINED 01 0 0 18937 AVICI SYSTEMS INC COMMON 05367L802 343 43163 SH DEFINED 01 0 0 43163 AVID TECHNOLOGY INC COMMON 05367P100 1190 23303 SH DEFINED 01 23303 0 0 AVISTA CORP COMMON 05379B107 305 16874 SH DEFINED 01 16874 0 0 AVITAR INC NEW COMMON 053801106 2 10000 SH DEFINED 01 10000 0 0 AVNET INC COMMON 053807103 855 39489 SH DEFINED 01 39489 0 0 AVOCENT CORP COMMON 053893103 393 10788 SH DEFINED 01 10788 0 0 AVON PRODUCTS INC COMMON 054303102 3032 44928 SH DEFINED 01 44928 0 0 AXCELIS TECHNOLOGIES INC COMMON 054540109 691 67673 SH DEFINED 01 67673 0 0 AZCO MINING INC-DEL COMMON 054774104 2 20000 SH DEFINED 01 20000 0 0 AZTAR CORP COMMON 054802103 206 9192 SH DEFINED 01 9192 0 0 BB&T CORP COMMON 054937107 4156 107576 SH DEFINED 01 107576 0 0 ***BAA PLC-SPONSORED ADR ADR 05518L206 359 21655 SH DEFINED 01 21655 0 0 BISYS GROUP INC COMMON 055472104 386 25987 SH DEFINED 01 25987 0 0 BJS WHOLESALE CLUB INC COMMON 05548J106 708 30800 SH DEFINED 01 0 0 30800 BJ SERVICES CO COMMON 055482103 1982 55216 SH DEFINED 01 55216 0 0 ***BP P L C SPONSORED ADR ADR 055622104 2398 48040 SH DEFINED 01 0 0 48040 BMC SOFTWARE INC COMMON 055921100 672 35890 SH DEFINED 01 0 0 35890 BAKER HUGHES INC COMMON 057224107 3519 109450 SH DEFINED 01 109450 0 0 BALL CORP COMMON 058498106 438 7359 SH DEFINED 01 7359 0 0 BALLYS TOTAL FITNESS HOLDING COMMON 05873K108 84 12129 SH DEFINED 01 12129 0 0 ***BANCO BILBAO VIZCAYA ADR 05946K101 178 12904 SH DEFINED 01 12904 0 0 BANDAG INC COMMON 059815100 264 6429 SH DEFINED 01 6429 0 0 BANK OF AMERICA CORP COMMON 060505104 1921 23885 SH DEFINED 01 0 0 23885 BANK OF AMERICA CORP COMMON 060505104 33453 415936 SH DEFINED 01 415936 0 0 BANK HAWAII CORP COMMON 062540109 483 11456 SH DEFINED 01 11456 0 0 BANK MUTUAL CORPORATION COMMON 063750103 134 11810 SH DEFINED 01 11810 0 0 BANK OF NEW ENGLAND CORP COMMON 063840102 3 16600 SH DEFINED 01 16600 0 0 BANK OF NEW YORK CO INC COMMON 064057102 8902 267702 SH DEFINED 01 0 0 267702 BANK ONE CORP COMMON 06423A103 8574 188070 SH DEFINED 01 188070 0 0 RTS BANK UNITED CORP COMMON 065416117 10 90000 SH DEFINED 01 90000 0 0 BANKNORTH GROUP INC COMMON 06646R107 1525 46902 SH DEFINED 01 46902 0 0 BANKUNITED FINANCIAL CORP-CL A COMMON 06652B103 2211 85760 SH DEFINED 01 0 0 85760 BANKUNITED FINANCIAL CORP-CL A COMMON 06652B103 793 30756 SH DEFINED 01 30756 0 0 ***BANPAIS SA-SPONSORED ADR ADR 066700105 408 435900 SH DEFINED 01 435900 0 0 BANTA CORP COMMON 066821109 513 12677 SH DEFINED 01 12677 0 0 C R BARD INC COMMON 067383109 469 5778 SH DEFINED 01 5778 0 0 BARNES & NOBLE INC COMMON 067774109 472 14378 SH DEFINED 01 14378 0 0 ***BARRICK GOLD CORP COMMON 067901108 955 39490 SH DEFINED 01 0 0 39490 BARR LABORATORIES INC COMMON 068306109 1940 25224 SH DEFINED 01 0 0 25224 BARR LABORATORIES INC COMMON 068306109 2400 31192 SH DEFINED 01 31192 0 0 BARRA INC COMMON 068313105 300 8471 SH DEFINED 01 8471 0 0 BASIC LEASING CORP COMMON 070005103 9 18024 SH DEFINED 01 18024 0 0 BASIX CORP NEW COMMON 070121207 10 207729 SH DEFINED 01 207729 0 0 BAUSCH & LOMB INC COMMON 071707103 417 8035 SH DEFINED 01 8035 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 4267 135115 SH DEFINED 01 0 0 135115 BAY VIEW CAPITAL CORP-DEL COMMON 07262L101 32 15148 SH DEFINED 01 15148 0 0 BEA SYSTEMS INC COMMON 073325102 2367 184651 SH DEFINED 01 0 0 184651 BEAR STEARNS COMPANIES INC COMMON 073902108 1151 14346 SH DEFINED 01 0 0 14346 BEARINGPOINT INC COMMON 074002106 1263 125256 SH DEFINED 01 125256 0 0 BEAZER HOMES USA INC COMMON 07556Q105 691 7083 SH DEFINED 01 7083 0 0 BEBE STORES INC COMMON 075571109 363 13975 SH DEFINED 01 13975 0 0 BECKMAN COULTER INC COMMON 075811109 728 14341 SH DEFINED 01 14341 0 0 BECTON DICKINSON & CO COMMON 075887109 2633 64018 SH DEFINED 01 64018 0 0 BED BATH & BEYOND INC COMMON 075896100 9672 219768 SH DEFINED 01 0 0 219768 BELL SAVINGS HOLDINGS INC COMMON 077900108 2 50895 SH DEFINED 01 50895 0 0 BELLSOUTH CORP COMMON 079860102 14535 509717 SH DEFINED 01 0 0 509717 BELO CORP CLASS 080555105 655 23147 SH DEFINED 01 23147 0 0 ***BEMA GOLD CORP COMMON 08135F107 403 108500 SH DEFINED 01 108500 0 0 BEMIS CO INC COMMON 081437105 269 5396 SH DEFINED 01 5396 0 0 BENCHMARK ELECTRONICS INC COMMON 08160H101 422 12149 SH DEFINED 01 12149 0 0 W R BERKLEY CORP COMMON 084423102 2212 62464 SH DEFINED 01 0 0 62464 BERKSHIRE HATHAWAY INC COMMON 084670207 228 81 SH DEFINED 01 0 0 81 BERKSHIRE HATHAWAY INC COMMON 084670207 1052 374 SH DEFINED 01 374 0 0 BEST BUY COMPANY INC COMMON 086516101 323 6200 SH DEFINED 01 0 0 6200 BEST BUY COMPANY INC COMMON 086516101 10249 196209 SH DEFINED 01 196209 0 0 BEST BUY INC CBONDCNV 086516AD3 17229 22935000 SH DEFINED 01 22935000 0 0 BEST PRODUCTS CO INC NEW COMMON 086553104 0 463555 SH DEFINED 01 463555 0 0 BEVERLY ENTERPRISES INC NEW COMMON 087851309 203 23640 SH DEFINED 01 23640 0 0 BICO INC COMMON 088766100 0 31760 SH DEFINED 01 31760 0 0 BIG LOTS INC COMMON 089302103 168 11843 SH DEFINED 01 11843 0 0 BIOMEDICAL WASTE SYSTEMS INC COMMON 09061E106 0 153079 SH DEFINED 01 153079 0 0 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 114 14759 SH DEFINED 01 14759 0 0 BIOMET INC COMMON 090613100 5175 142151 SH DEFINED 01 142151 0 0 BIOGEN IDEC INC COMMON 09062X103 12117 328299 SH DEFINED 01 0 0 328299 BIOPLASTY INC COMMON 090648106 1 29400 SH DEFINED 01 29400 0 0 BIOPURE CORP COMMON 09065H105 27 11432 SH DEFINED 01 11432 0 0 BIOTECH HOLDRS TR COMMON 09067D201 1217 9000 SH DEFINED 01 9000 0 0 ***BIOVAIL CORP COMMON 09067J109 1461 67992 SH DEFINED 01 67992 0 0 BIRCH TELECOM COMMON 09069B104 0 293666 SH DEFINED 01 293666 0 0 BIOSONICS INC COMMON 090908104 0 26800 SH DEFINED 01 26800 0 0 BIOLASE TECHNOLOGY INC COMMON 090911108 283 17085 SH DEFINED 01 17085 0 0 BLACK & DECKER CORP COMMON 091797100 486 9868 SH DEFINED 01 9868 0 0 BLACK BOX CORP-DEL COMMON 091826107 769 16711 SH DEFINED 01 16711 0 0 BLACK HILLS CORP COMMON 092113109 517 17352 SH DEFINED 01 17352 0 0 BLACKROCK NEW JERSEY INVT COMMON 09247C107 1210 83000 SH DEFINED 01 0 0 83000 BLACKROCK INCOME TRUST INC COMMON 09247F100 89 12000 SH DEFINED 01 12000 0 0 BLACKROCK NEW YORK MUN BD TR COMMON 09249P106 855 61700 SH DEFINED 01 61700 0 0 H & R BLOCK INC COMMON 093671105 1541 27731 SH DEFINED 01 0 0 27731 BLOUNT INTL INC NEW COMMON 095180105 313932 28934728 SH DEFINED 01 28934728 0 0 BLYTH INC COMMON 09643P108 573 17785 SH DEFINED 01 17785 0 0 BOARDROOM BUSINESS PRODUCTS COMMON 096606108 30 30000 SH DEFINED 01 30000 0 0 BOB EVANS FARMS INC COMMON 096761101 489 15083 SH DEFINED 01 15083 0 0 BOEING CO COMMON 097023105 2257 53575 SH DEFINED 01 0 0 53575 BOEING CO COMMON 097023105 12969 307773 SH DEFINED 01 307773 0 0 BOISE CASCADE CORP COMMON 097383103 337 10281 SH DEFINED 01 10281 0 0 ***BOOKHAM TECHNOLOGY PLC ADR 09856Q108 258 103500 SH DEFINED 01 103500 0 0 BONNEVILLE PACIFIC CORP COMMON 098904998 0 21367 SH DEFINED 01 21367 0 0 BOOTS & COOTS INTERNATIONAL COMMON 099469504 15 12500 SH DEFINED 01 12500 0 0 BORDERS GROUP INC COMMON 099709107 495 22607 SH DEFINED 01 22607 0 0 ***BOREALIS EXPLORATION LTD COMMON 099720104 306 81700 SH DEFINED 01 81700 0 0 BORG WARNER AUTOMOTIVE INC COMMON 099724106 928 10913 SH DEFINED 01 10913 0 0 BORLAND SOFTWARE CORP COMMON 099849101 183 18814 SH DEFINED 01 18814 0 0 BOSTON SCIENTIFIC CORP COMMON 101137107 12349 333481 SH DEFINED 01 0 0 333481 BOWATER INC COMMON 102183100 633 13334 SH DEFINED 01 0 0 13334 BOYD GAMING CORP COMMON 103304101 326 20225 SH DEFINED 01 20225 0 0 BOYKIN LODGING CO REIT 103430104 111 12210 SH DEFINED 01 12210 0 0 BRADY CORPORATION CL A COMMON 104674106 221 5442 SH DEFINED 01 5442 0 0 ***BRETT RESOURCES INC COMMON 10737B203 4 15000 SH DEFINED 01 15000 0 0 BRIDGE BANK NATIONAL ASSOC COMMON 108038100 201 15500 SH DEFINED 01 15500 0 0 BRIGGS & STRATTON CORP COMMON 109043109 420 6242 SH DEFINED 01 6242 0 0 BRIGHTPOINT INC COMMON 109473405 189 10969 SH DEFINED 01 10969 0 0 BRINKER INTERNATIONAL INC COMMON 109641100 1598 48210 SH DEFINED 01 0 0 48210 BRINKER INTERNATIONAL INC COMMON 109641100 2798 84382 SH DEFINED 01 84382 0 0 BRINK'S COMPANY COMMON 109696104 2929 128107 SH DEFINED 01 0 0 128107 BRISTOL MYERS SQUIBB CO COMMON 110122108 1141 39905 SH DEFINED 01 0 0 39905 BROADBAND HOLDRS TR COMMON 11130P104 13392 995690 SH DEFINED 01 995690 0 0 BROADCOM CORP CLASS 111320107 7539 216551 SH DEFINED 01 0 0 216551 BROADVISION INC COMMON 111412607 47 11161 SH DEFINED 01 11161 0 0 BROADWAY FINANCIAL CORP-N.J. COMMON 111443107 0 26886 SH DEFINED 01 26886 0 0 BROCADE COMMUNICATIONS SYS INC COMMON 111621108 2992 512808 SH DEFINED 01 0 0 512808 BRODIE EXPLORATION CORP COMMON 112052105 0 15000 SH DEFINED 01 15000 0 0 BROOKLINE BANCORP INC COMMON 11373M107 356 23249 SH DEFINED 01 23249 0 0 ***BROOKS AUTOMATION INC COMMON 114340102 1006 41662 SH DEFINED 01 41662 0 0 BROWN & BROWN INC COMMON 115236101 474 14545 SH DEFINED 01 14545 0 0 BROWN FORMAN CORP-CL B CLASS 115637209 886 9487 SH DEFINED 01 9487 0 0 TOM BROWN INC NEW COMMON 115660201 728 22586 SH DEFINED 01 22586 0 0 BRUNSWICK CORP COMMON 117043109 314 9895 SH DEFINED 01 9895 0 0 BUCKEYE PARTNERS LP COMMON 118230101 453 10000 SH DEFINED 01 0 0 10000 BUCKEYE PARTNERS LP COMMON 118230101 2539 56000 SH DEFINED 01 56000 0 0 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 1998 61784 SH DEFINED 01 61784 0 0 BURLINGTON RESOURCES INC COMMON 122014103 4283 75635 SH DEFINED 01 0 0 75635 BURRITT INTERFINANCIAL COMMON 122756109 0 56141 SH DEFINED 01 56141 0 0 CBRL GROUP INC COMMON 12489V106 2672 69864 SH DEFINED 01 69864 0 0 CDW CORP COMMON 12512N105 4720 81721 SH DEFINED 01 81721 0 0 CEC ENTERTAINMENT INC COMMON 125137109 1088 22960 SH DEFINED 01 0 0 22960 CEC ENTERTAINMENT INC COMMON 125137109 2043 43115 SH DEFINED 01 43115 0 0 CH ENERGY GROUP INC COMMON 12541M102 202 4323 SH DEFINED 01 4323 0 0 C H ROBINSON WORLDWIDE INC COMMON 12541W100 2481 65459 SH DEFINED 01 65459 0 0 CIGNA CORP COMMON 125509109 3126 54345 SH DEFINED 01 0 0 54345 CIGNA HIGH INCOME SHARES-SBI COMMON 12551D109 32 11379 SH DEFINED 01 11379 0 0 CIT GROUP INC NEW COMMON 125581108 2271 63172 SH DEFINED 01 63172 0 0 CKE RESTAURANTS INC COMMON 12561E105 72 11349 SH DEFINED 01 11349 0 0 CLECO CORP HLDGS NEW COMMON 12561W105 228 12707 SH DEFINED 01 12707 0 0 CMGI INC COMMON 125750109 169 95376 SH DEFINED 01 95376 0 0 CMS ENERGY CORP COMMON 125896100 1121 131686 SH DEFINED 01 131686 0 0 CSK AUTO CORP COMMON 125965103 1378 73420 SH DEFINED 01 0 0 73420 CSK AUTO CORP COMMON 125965103 41951 2235005 SH DEFINED 01 2235005 0 0 CNA FINANCIAL CORP COMMON 126117100 5314 220500 SH DEFINED 01 220500 0 0 ***CNF INC COMMON 12612W104 462 13630 SH DEFINED 01 13630 0 0 CNET NETWORKS INC COMMON 12613R104 79 11727 SH DEFINED 01 0 0 11727 CNET NETWORKS INC COMMON 12613R104 198 29092 SH DEFINED 01 29092 0 0 CPC REXCEL INC COMMON 126150101 0 117746 SH DEFINED 01 117746 0 0 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 344 27546 SH DEFINED 01 27546 0 0 CSX CORP COMMON 126408103 1558 43369 SH DEFINED 01 43369 0 0 CVS CORP COMMON 126650100 1859 50178 SH DEFINED 01 0 0 50178 CV THERAPEUTICS INC COMMON 126667104 1123 76650 SH DEFINED 01 76650 0 0 CABLEVISION SYSTEMS CORP-CL A CLASS 12686C109 923 36274 SH DEFINED 01 0 0 36274 CABLE DESIGN TECHNOLOGIES CORP COMMON 126924109 103 11470 SH DEFINED 01 11470 0 0 CABOT CORP COMMON 127055101 484 14596 SH DEFINED 01 0 0 14596 CABOT MICROELECTRONICS CORP COMMON 12709P103 550 11232 SH DEFINED 01 11232 0 0 CABOT OIL & GAS CORP CLASS 127097103 454 15501 SH DEFINED 01 15501 0 0 CACI INTERNATIONAL INC-CL A CLASS 127190304 501 10322 SH DEFINED 01 10322 0 0 ***CADBURY SCHWEPPES PLC-ADR ADR 127209302 1524 51012 SH DEFINED 01 51012 0 0 CADENCE DESIGN SYSTEMS INC COMMON 127387108 1190 66208 SH DEFINED 01 66208 0 0 CAL DIVE INTERNATIONAL INC COMMON 127914109 266 11072 SH DEFINED 01 11072 0 0 CALAMOS CONVERTIBLE COMMON 128117108 424 20200 SH DEFINED 01 20200 0 0 CALIFORNIA MICRO DEVICES CORP COMMON 130439102 164 12425 SH DEFINED 01 0 0 12425 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 245 12199 SH DEFINED 01 12199 0 0 CALIFORNIA WATER SERVICE GROUP COMMON 130788102 343 9280 SH DEFINED 01 0 0 9280 CALLAWAY GOLF CO COMMON 131193104 1014 60194 SH DEFINED 01 60194 0 0 CALPINE CORP COMMON 131347106 112 23300 SH DEFINED 01 0 0 23300 CALPINE CORP COMMON 131347106 4092 850860 SH DEFINED 01 850860 0 0 CAMPBELL SOUP CO COMMON 134429109 2962 110541 SH DEFINED 01 110541 0 0 ***CANADIAN NATIONAL RAILWAY COMMON 136375102 706 11160 SH DEFINED 01 11160 0 0 ***CANADIAN OIL SANDS TR NEW COMMON 13642L100 708 20100 SH DEFINED 01 20100 0 0 ***CANADIAN ZINC CORPORATION COMMON 136802105 11 11000 SH DEFINED 01 11000 0 0 CANDELA CORP COMMON 136907102 198 10909 SH DEFINED 01 10909 0 0 CANCERVAX CORPORATION COMMON 13738Y107 356 37500 SH DEFINED 01 0 0 37500 CANCERVAX CORPORATION COMMON 13738Y107 985 103705 SH DEFINED 01 103705 0 0 CAPITAL AUTOMOTIVE REIT-SBI REIT 139733109 255 7980 SH DEFINED 01 7980 0 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 326 5327 SH DEFINED 01 0 0 5327 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 3633 59290 SH DEFINED 01 59290 0 0 CAPITOL FEDERAL FINANCIAL COMMON 14057C106 363 10090 SH DEFINED 01 10090 0 0 CAPSULE SYSTEMS INC COMMON 140670100 0 10000 SH DEFINED 01 10000 0 0 CARBO CERAMICS INC COMMON 140781105 43674 852188 SH DEFINED 01 852188 0 0 CAPSTAR HOTEL CORP CBONDCNV 140918AC7 399 402000 SH DEFINED 01 402000 0 0 CARDIAC SCIENCE INC NEW COMMON 141410209 65 16400 SH DEFINED 01 16400 0 0 CARDINAL HEALTH INC COMMON 14149Y108 8547 139260 SH DEFINED 01 0 0 139260 CAREADVANTAGE INC NEW COMMON 14166N209 1 58408 SH DEFINED 01 58408 0 0 CAREER EDUCATION CORP COMMON 141665109 3100 77380 SH DEFINED 01 77380 0 0 CAREERCOM CORP COMMON 141686105 0 215528 SH DEFINED 01 215528 0 0 CAREMARK RX INC COMMON 141705103 883 34892 SH DEFINED 01 34892 0 0 CARLISLE COMPANIES INC COMMON 142339100 626 10298 SH DEFINED 01 10298 0 0 CARMAX INC COMMON 143130102 1377 44533 SH DEFINED 01 44533 0 0 ***CARNIVAL CORP COMMON 143658300 3158 79488 SH DEFINED 01 79488 0 0 CAROLCO PICTURES INC COMMON 143763100 0 99317 SH DEFINED 01 99317 0 0 CARPENTER TECHNOLOGY CORP COMMON 144285103 558 18895 SH DEFINED 01 18895 0 0 CASCADE INTERNATIONAL INC COMMON 147280101 0 316304 SH DEFINED 01 316304 0 0 CASEYS GENERAL STORES INC COMMON 147528103 230 13026 SH DEFINED 01 13026 0 0 CATALINA MARKETING CORP COMMON 148867104 720 27749 SH DEFINED 01 0 0 27749 CATERPILLAR INC COMMON 149123101 12110 145439 SH DEFINED 01 0 0 145439 CATHAY GENERAL BANCORP COMMON 149150104 257 4618 SH DEFINED 01 4618 0 0 CATTLEGUARD INC COMMON 149472102 0 19600 SH DEFINED 01 19600 0 0 CELL GENESYS INC COMMON 150921104 143 11060 SH DEFINED 01 11060 0 0 CELL THERAPEUTICS INC NEW COMMON 150934107 159 18356 SH DEFINED 01 18356 0 0 ***CELESTICA INC COMMON 15101Q108 613 40700 SH DEFINED 01 40700 0 0 CELGENE CORP COMMON 151020104 14497 322024 SH DEFINED 01 322024 0 0 CENDANT CORP COMMON 151313103 675 30348 SH DEFINED 01 0 0 30348 CENDANT CORP COMMON 151313103 4317 193884 SH DEFINED 01 193884 0 0 CENTENNIAL COMMUNICATIONS CORP COMMON 15133V208 1392 264693 SH DEFINED 01 264693 0 0 CENTENE CORP DEL COMMON 15135B101 463 16344 SH DEFINED 01 0 0 16344 CENTERPOINT ENERGY INC COMMON 15189T107 514 53083 SH DEFINED 01 53083 0 0 CENTEX CORP COMMON 152312104 4254 39518 SH DEFINED 01 39518 0 0 CENTILLIUM COMMUNICATIONS INC COMMON 152319109 58 10344 SH DEFINED 01 10344 0 0 CENTURI INC COMMON 156410102 0 12900 SH DEFINED 01 12900 0 0 CENTURY ALUMINUM CO COMMON 156431108 241 12699 SH DEFINED 01 12699 0 0 CENTURY BUSINESS SERVICES INC COMMON 156490104 97 21855 SH DEFINED 01 21855 0 0 CENTURYTEL INC COMMON 156700106 498 15230 SH DEFINED 01 0 0 15230 CENVEST INC COMMON 156702102 0 70854 SH DEFINED 01 70854 0 0 CEPHALON INC COMMON 156708109 6691 138234 SH DEFINED 01 138234 0 0 CERIDIAN CORP COMMON 156779100 644 30795 SH DEFINED 01 30795 0 0 CERNER CORP COMMON 156782104 520 13750 SH DEFINED 01 13750 0 0 CERTEGY INC COMMON 156880106 945 28825 SH DEFINED 01 28825 0 0 CHAMPION ENTERPRISES INC COMMON 158496109 108 15438 SH DEFINED 01 15438 0 0 CHARLES RIVER LABORATORIES COMMON 159864107 352 10272 SH DEFINED 01 10272 0 0 CHARTER ONE FINANCIAL INC COMMON 160903100 1000 27970 SH DEFINED 01 0 0 27970 CHARTERMAC COMMON 160908109 321 15233 SH DEFINED 01 15233 0 0 CHARMING SHOPPES INC COMMON 161133103 130 24099 SH DEFINED 01 24099 0 0 CHARTER COMMUNICATIONS INC DEL COMMON 16117M107 1493 371500 SH DEFINED 01 0 0 371500 CHARTER COMMUNICATIONS INC DEL COMMON 16117M107 322 80170 SH DEFINED 01 80170 0 0 CHARTER COMMUNICATION INC DEL CBONDCNV 16117MAB3 945 1000000 SH DEFINED 01 0 0 1000000 CHARTER COMMUNICATIONS INC DEL CBONDCNV 16117MAC1 26 30000 SH DEFINED 01 0 0 30000 CHATTEM INC COMMON 162456107 1095 61205 SH DEFINED 01 0 0 61205 CHATTEM INC COMMON 162456107 484 27070 SH DEFINED 01 27070 0 0 CHECKFREE CORP COMMON 162813109 5518 199570 SH DEFINED 01 199570 0 0 CHECKPOINT SYSTEM INC CBONDCNV 162825AB9 3208 2863908 SH DEFINED 01 2863908 0 0 CHEESECAKE FACTORY INC COMMON 163072101 558 12687 SH DEFINED 01 12687 0 0 CHEMICAL FINANCIAL CORP COMMON 163731102 200 5512 SH DEFINED 01 5512 0 0 CHESAPEAKE ENERGY CORP COMMON 165167107 1472 108417 SH DEFINED 01 0 0 108417 CHESAPEAKE ENERGY CORP COMMON 165167107 1814 133592 SH DEFINED 01 133592 0 0 CHESAPEAKE INDUSTRIES INC COMMON 165195108 0 18400 SH DEFINED 01 18400 0 0 CHEVRONTEXACO CORP COMMON 166764100 2236 25894 SH DEFINED 01 0 0 25894 CHEVRONTEXACO CORP COMMON 166764100 28515 330084 SH DEFINED 01 330084 0 0 CHICAGO PIZZA & BREWERY INC COMMON 167889104 323 21690 SH DEFINED 01 0 0 21690 CHICOS FAS INC COMMON 168615102 2273 56641 SH DEFINED 01 0 0 56641 CHILDRENS PLACE RETAIL STORES COMMON 168905107 3986 149124 SH DEFINED 01 149124 0 0 CHINATEK INC NEW COMMON 169463205 269 431100 SH DEFINED 01 431100 0 0 CHIPPAC INC COMMON 169657103 481 63473 SH DEFINED 01 63473 0 0 CHIQUITA BRANDS INTL INC COMMON 170032809 200 8907 SH DEFINED 01 8907 0 0 WTS CHIQUITA BRANDS INTL INC WARRANT 170032114 592 79164 SH DEFINED 01 79164 0 0 CHIRON CORP COMMON 170040109 10714 188001 SH DEFINED 01 188001 0 0 CHITTENDEN CORP COMMON 170228100 327 9734 SH DEFINED 01 9734 0 0 CHOICEPOINT INC COMMON 170388102 1152 30269 SH DEFINED 01 30269 0 0 CHRISTOPHER & BANKS CORP COMMON 171046105 202 10374 SH DEFINED 01 10374 0 0 CHUBB CORP COMMON 171232101 225 3307 SH DEFINED 01 0 0 3307 CHUBB CORP COMMON 171232101 1721 25280 SH DEFINED 01 25280 0 0 CHURCH & DWIGHT CO INC COMMON 171340102 355 8976 SH DEFINED 01 8976 0 0 CIBER INC COMMON 17163B102 149 17251 SH DEFINED 01 17251 0 0 CIENA CORP COMMON 171779101 152 22971 SH DEFINED 01 0 0 22971 CIENA CORP COMMON 171779101 1067 160732 SH DEFINED 01 160732 0 0 CIENA CORP COMMON 171779101 2081 317279 SH DEFINED 01 317279 0 0 CIMAREX ENERGY CO COMMON 171798101 320 12024 SH DEFINED 01 12024 0 0 CINCINNATI BELL INC NEW COMMON 171871106 478 94751 SH DEFINED 01 94751 0 0 CINCINNATI FINANCIAL CORP COMMON 172062101 953 22765 SH DEFINED 01 22765 0 0 CINEMASTAR LUXURY THEATERS INC COMMON 17244C202 0 10915 SH DEFINED 01 10915 0 0 CINERGY CORP COMMON 172474108 802 20680 SH DEFINED 01 20680 0 0 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 206 18353 SH DEFINED 01 18353 0 0 CIRCUIT CITY STORES INC COMMON 172737108 334 33023 SH DEFINED 01 33023 0 0 CISCO SYSTEMS INC COMMON 17275R102 3783 155778 SH DEFINED 01 0 0 155778 CISCO SYSTEMS INC COMMON 17275R102 62117 2557310 SH DEFINED 01 2557310 0 0 CISCO SYSTEMS INC COMMON 17275R102 9837 405968 SH DEFINED 01 405968 0 0 CIRRUS LOGIC INC COMMON 172755100 391 47037 SH DEFINED 01 0 0 47037 CITADEL SECURITY SOFTWARE INC COMMON 17288Q109 570 150250 SH DEFINED 01 150250 0 0 CINTAS CORP COMMON 172908105 5120 102149 SH DEFINED 01 102149 0 0 CITIGROUP INC COMMON 172967101 1473 30349 SH DEFINED 01 0 0 30349 CITIGROUP INC COMMON 172967101 138566 2854688 SH DEFINED 01 2854688 0 0 CITIZENS BANKING CORP COMMON 174420109 448 12154 SH DEFINED 01 12154 0 0 CITIZENS COMMUNICATIONS CO COMMON 17453B101 5387 433753 SH DEFINED 01 433753 0 0 CITRIX SYSTEMS INC COMMON 177376100 2311 107446 SH DEFINED 01 0 0 107446 CITY NATIONAL CORP COMMON 178566105 9095 146411 SH DEFINED 01 0 0 146411 CITY NATIONAL CORP COMMON 178566105 618 9955 SH DEFINED 01 9955 0 0 CITYFED FINANCIAL CORP COMMON 178762100 0 27300 SH DEFINED 01 27300 0 0 CLAIRES STORES INC (FLA) COMMON 179584107 898 47691 SH DEFINED 01 47691 0 0 CLANCY SYSTEMS INTL INC COMMON 179818109 0 20000 SH DEFINED 01 20000 0 0 CLARCOR INC COMMON 179895107 328 7455 SH DEFINED 01 7455 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 5472 116855 SH DEFINED 01 116855 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 31448 671531 SH DEFINED 01 671531 0 0 CLEVELAND CLIFFS INC COMMON 185896107 456 8956 SH DEFINED 01 8956 0 0 CLOROX CO COMMON 189054109 1856 38158 SH DEFINED 01 0 0 38158 CLOTHESTIME INC COMMON 189095102 0 23800 SH DEFINED 01 23800 0 0 COACH INC COMMON 189754104 213 5650 SH DEFINED 01 0 0 5650 COACH INC COMMON 189754104 4955 131281 SH DEFINED 01 131281 0 0 COCA COLA CO COMMON 191216100 352 6955 SH DEFINED 01 0 0 6955 COCA COLA CO COMMON 191216100 34582 681430 SH DEFINED 01 681430 0 0 COCA COLA ENTERPRISES INC COMMON 191219104 2948 134321 SH DEFINED 01 0 0 134321 COEUR D ALENE MINES CORP COMMON 192108108 190 33000 SH DEFINED 01 0 0 33000 COEUR D ALENE MINES CORP COMMON 192108108 580 100408 SH DEFINED 01 100408 0 0 COGNEX CORP COMMON 192422103 299 10596 SH DEFINED 01 10596 0 0 ***COGNOS INC COMMON 19244C109 902 29481 SH DEFINED 01 29481 0 0 COGNIZANT TECHNOLOGY SOLUTIONS COMMON 192446102 751 16461 SH DEFINED 01 16461 0 0 COHERENT INC COMMON 192479103 323 13590 SH DEFINED 01 13590 0 0 COINSTAR INC COMMON 19259P300 911 49373 SH DEFINED 01 0 0 49373 COLGATE PALMOLIVE CO COMMON 194162103 250 5000 SH DEFINED 01 0 0 5000 COLGATE PALMOLIVE CO COMMON 194162103 6191 123715 SH DEFINED 01 123715 0 0 COLLINS & AIKMAN CORP NEW COMMON 194830204 88 20538 SH DEFINED 01 20538 0 0 COLONIAL BANCGROUP INC COMMON 195493309 448 25874 SH DEFINED 01 25874 0 0 COLONIAL PROPERTIES TRUST REIT 195872106 396 10000 SH DEFINED 01 0 0 10000 COLONIAL PROPERTIES TRUST REIT 195872106 419 10605 SH DEFINED 01 10605 0 0 COLUMBIA LABORATORIES INC COMMON 197779101 220 35000 SH DEFINED 01 0 0 35000 COLUMBIA SAVINGS & LOAN ASSN COMMON 198415101 53 414361 SH DEFINED 01 414361 0 0 COLUMBIA SPORTSWEAR CO COMMON 198516106 1157 21234 SH DEFINED 01 21234 0 0 COMCAST CORP COMMON 20030N101 77357 2348162 SH DEFINED 01 0 0 2348162 COMCAST CORPORATION COMMON 20030N200 97723 3121585 SH DEFINED 01 0 0 3121585 COMCAST HOLDINGS CORPORATION PREFCONV 200300507 2711 78600 SH DEFINED 01 78600 0 0 COMERICA INC COMMON 200340107 1126 20097 SH DEFINED 01 20097 0 0 COMFED BANCORP INC COMMON 200380103 0 165227 SH DEFINED 01 165227 0 0 COMMERCE BANCORP INC-N.J. COMMON 200519106 1822 34605 SH DEFINED 01 0 0 34605 COMMERCE BANCORP INC-N.J. COMMON 200519106 3438 65275 SH DEFINED 01 65275 0 0 COMMERCE GROUP INC-MASS COMMON 200641108 1320 33430 SH DEFINED 01 0 0 33430 COMMERCE GROUP INC-MASS COMMON 200641108 580 14691 SH DEFINED 01 14691 0 0 COMMERCIAL FEDERAL CORP COMMON 201647104 392 14045 SH DEFINED 01 0 0 14045 COMMERCIAL METALS CO COMMON 201723103 224 7372 SH DEFINED 01 7372 0 0 COMMERCIAL NET LEASE REALTY REIT 202218103 186 10474 SH DEFINED 01 10474 0 0 COMMONWEALTH TELEPHONE COMMON 203349105 237 6283 SH DEFINED 01 6283 0 0 COMMSCOPE INC COMMON 203372107 402 24621 SH DEFINED 01 24621 0 0 COMMUNITY HEALTH COMPUTING COMMON 203660105 19 153400 SH DEFINED 01 153400 0 0 COMMUNITY HEALTH SYSTEM INC COMMON 203668108 534 20100 SH DEFINED 01 20100 0 0 COMMUNITY FIRST BANKSHARES INC COMMON 203902101 392 13568 SH DEFINED 01 13568 0 0 ***COMPANHIA PARANAENSE DE ADR 20441B407 76 16100 SH DEFINED 01 16100 0 0 ***COMPANHIA VALE DO RIO DOCE ADR 204412209 961 16437 SH DEFINED 01 16437 0 0 ***COMPANIA DE TELECOMUNICACI- ADR 204449300 249 16711 SH DEFINED 01 16711 0 0 COMPASS BANCSHARES INC COMMON 20449H109 1177 29452 SH DEFINED 01 0 0 29452 COMPARATOR SYSTEMS CORP NEW COMMON 204494207 0 21500 SH DEFINED 01 21500 0 0 COMPASS MINERALS INTL INC COMMON 20451N101 219 15400 SH DEFINED 01 15400 0 0 COMPUTER ASSOCIATES INTL INC COMMON 204912109 10417 380869 SH DEFINED 01 0 0 380869 COMPOSITECH LTD COMMON 204938104 0 200000 SH DEFINED 01 200000 0 0 COMPUTER SCIENCES CORP COMMON 205363104 1738 39265 SH DEFINED 01 0 0 39265 COMPUTERIZED THERMAL IMAGING COMMON 20557C108 2 10000 SH DEFINED 01 10000 0 0 COMPUWARE CORP COMMON 205638109 713 118113 SH DEFINED 01 118113 0 0 COMSTOCK RESOURCES INC NEW COMMON 205768203 365 18930 SH DEFINED 01 18930 0 0 COMVERSE TECHNOLOGY INC NEW COMMON 205862402 2139 119645 SH DEFINED 01 0 0 119645 CONAGRA FOODS INC COMMON 205887102 1571 59537 SH DEFINED 01 59537 0 0 CONCERO INC COMMON 206018103 179 436350 SH DEFINED 01 436350 0 0 CONCORD EFS INC COMMON 206197105 21132 1412715 SH DEFINED 01 0 0 1412715 CONCURRENT COMPUTER CORP NEW COMMON 206710204 73 16836 SH DEFINED 01 16836 0 0 CONEXANT SYSTEMS INC COMMON 207142100 379 76370 SH DEFINED 01 0 0 76370 CONEXANT SYSTEMS INC COMMON 207142100 584 117553 SH DEFINED 01 117553 0 0 CONMED CORP COMMON 207410101 211 8906 SH DEFINED 01 8906 0 0 CONNECTICUT BANCSHARES INC COMMON 207540105 4388 85138 SH DEFINED 01 85138 0 0 CONOCOPHILLIPS COMMON 20825C104 12288 187415 SH DEFINED 01 187415 0 0 CONSOL ENERGY INC COMMON 20854P109 648 25031 SH DEFINED 01 25031 0 0 CONSOLIDATED EDISON INC COMMON 209115104 2059 47876 SH DEFINED 01 47876 0 0 CONSTELLATION BRANDS INC COMMON 21036P108 798 23740 SH DEFINED 01 0 0 23740 CONSTELLATION ENERGY GROUP INC COMMON 210371100 878 22439 SH DEFINED 01 22439 0 0 CONTINENTAL AIRLINES INC-CL B CLASS 210795308 2290 139527 SH DEFINED 01 0 0 139527 WTS CONVERGENT COMMUNICATIONS WARRANT 211914130 0 30000 SH DEFINED 01 30000 0 0 CONVERGYS CORP COMMON 212485106 749 42920 SH DEFINED 01 42920 0 0 COOPER CAMERON CORP COMMON 216640102 1054 22626 SH DEFINED 01 22626 0 0 COOPER COMPANIES INC NEW (THE) COMMON 216648402 2491 52870 SH DEFINED 01 0 0 52870 COOPER COMPANIES INC NEW (THE) COMMON 216648402 1058 22457 SH DEFINED 01 22457 0 0 COOPER TIRE & RUBBER CO COMMON 216831107 494 23111 SH DEFINED 01 23111 0 0 ADOLPH COORS CO-CL B CLASS 217016104 221 3951 SH DEFINED 01 3951 0 0 COPART INC COMMON 217204106 812 49231 SH DEFINED 01 49231 0 0 CORAL COMPANIES INC NEW COMMON 217764307 0 153600 SH DEFINED 01 153600 0 0 CORILLIAN CORP COMMON 218725109 391685 61780 SH DEFINED 01 61780 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 1620 29165 SH DEFINED 01 29165 0 0 CORIXA CORP COMMON 21887F100 183 30409 SH DEFINED 01 30409 0 0 CORIO INC COMMON 218875102 872 318602 SH DEFINED 01 318602 0 0 CORIO INC COMMON 218875102 2077 769231 SH DEFINED 01 769231 0 0 CORN PRODUCTS INTERNATIONAL COMMON 219023108 371 10789 SH DEFINED 01 10789 0 0 CORNERSTONE REALTY INCOME REIT 21922V102 116 13251 SH DEFINED 01 13251 0 0 CORNING INC COMMON 219350105 4396 419912 SH DEFINED 01 0 0 419912 CORRECTIONS CORP AMERICA COMMON 22025Y407 319 11096 SH DEFINED 01 11096 0 0 CORVIS CORP COMMON 221009103 422 248431 SH DEFINED 01 248431 0 0 COST PLUS INC-CALIF COMMON 221485105 303 7405 SH DEFINED 01 7405 0 0 COSTCO WHOLESALE CORP-NEW COMMON 22160K105 4967 129215 SH DEFINED 01 0 0 129215 COSTCO COS INC CBONDCNV 22160QAC6 32580 38500000 SH DEFINED 01 38500000 0 0 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 5033 66358 SH DEFINED 01 66358 0 0 COUNTY BANK-A FED SVGS BANK COMMON 222403107 0 108105 SH DEFINED 01 108105 0 0 COVANCE INC COMMON 222816100 1540 57465 SH DEFINED 01 0 0 57465 COVANCE INC COMMON 222816100 1137 42452 SH DEFINED 01 42452 0 0 COVENTRY HEALTH CARE INC COMMON 222862104 212 3300 SH DEFINED 01 0 0 3300 COVENTRY HEALTH CARE INC COMMON 222862104 1135 17608 SH DEFINED 01 17608 0 0 COVINGTON DEVELOPMENT GROUP COMMON 223141102 0 26900 SH DEFINED 01 26900 0 0 COX COMMUNICATIONS INC NEW CLASS 224044107 1193 33646 SH DEFINED 01 0 0 33646 CRANE CO COMMON 224399105 372 12123 SH DEFINED 01 12123 0 0 CRAY COMPUTER CORP COMMON 225222108 0 38850 SH DEFINED 01 38850 0 0 CRAY INC COMMON 225223106 166 16729 SH DEFINED 01 16729 0 0 CREDENCE SYSTEMS CORP COMMON 225302108 398 30263 SH DEFINED 01 30263 0 0 CREDIT SUISSE HIGH YIELD BD FD COMMON 22544F103 53 10000 SH DEFINED 01 0 0 10000 CREE INC COMMON 225447101 239 11000 SH DEFINED 01 0 0 11000 CREE INC COMMON 225447101 317 17930 SH DEFINED 01 17930 0 0 CRESCENT REAL ESTATE EQUITIES REIT 225756105 397 19691 SH DEFINED 01 0 0 19691 CRITICAL INDUSTRIES INC COMMON 22674J107 0 135100 SH DEFINED 01 135100 0 0 CROMPTON CORP COMMON 227116100 396 53383 SH DEFINED 01 0 0 53383 CROSSROADS SYS INC COMMON 22765D100 57601 20870 SH DEFINED 01 20870 0 0 CROWN CASTLE INTL CORP COMMON 228227104 117 10613 SH DEFINED 01 10613 0 0 CROWN HOLDINGS INC COMMON 228368106 405 44752 SH DEFINED 01 44752 0 0 WTS CROWN PACKAGING HOLDINGS WARRANT 228443115 1951 66733 SH DEFINED 01 66733 0 0 CRYSTAL BRANDS INC COMMON 229070107 0 40450 SH DEFINED 01 40450 0 0 CTI MOLECULAR IMAGING INC COMMON 22943D105 217 10616 SH DEFINED 01 0 0 10616 CUBIST PHARMACEUTICALS INC COMMON 229678107 127 10486 SH DEFINED 01 10486 0 0 CULLEN FROST BANKERS INC COMMON 229899109 665 13574 SH DEFINED 01 0 0 13574 CUMMINS INC COMMON 231021106 1869 38191 SH DEFINED 01 38191 0 0 CUMULUS MEDIA INC-CL A CLASS 231082108 229 10420 SH DEFINED 01 10420 0 0 CURAGEN CORP COMMON 23126R101 78 10715 SH DEFINED 01 10715 0 0 CURTISS WRIGHT CORP COMMON 231561101 269 5985 SH DEFINED 01 5985 0 0 CYBERGUARD CORP COMMON 231910100 150 17230 SH DEFINED 01 17230 0 0 CYBERNETIC SERVICES INC COMMON 232514109 0 11000 SH DEFINED 01 11000 0 0 CYMER INC COMMON 232572107 480 10412 SH DEFINED 01 10412 0 0 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 18649 871693 SH DEFINED 01 0 0 871693 CYTEC INDUSTRIES INC COMMON 232820100 343 8948 SH DEFINED 01 8948 0 0 CYTYC CORP COMMON 232946103 748 54420 SH DEFINED 01 54420 0 0 DNP SELECT INCOME FD INC COMMON 23325P104 109 10026 SH DEFINED 01 10026 0 0 DPL INC COMMON 233293109 523 25064 SH DEFINED 01 25064 0 0 DRS TECHNOLOGIES INC COMMON 23330X100 275 9929 SH DEFINED 01 9929 0 0 D R HORTON INC COMMON 23331A109 2174 50260 SH DEFINED 01 0 0 50260 D R HORTON INC COMMON 23331A109 5402 124887 SH DEFINED 01 124887 0 0 DSP GROUP INC COMMON 23332B106 209 8430 SH DEFINED 01 8430 0 0 DST SYSTEMS INC-DEL COMMON 233326107 1133 27140 SH DEFINED 01 27140 0 0 DTE ENERGY CO COMMON 233331107 828 21037 SH DEFINED 01 21037 0 0 DADE BEHRING HOLDINGS INC COMMON 23342J206 331 9263 SH DEFINED 01 9263 0 0 DANA CORP COMMON 235811106 359 19614 SH DEFINED 01 19614 0 0 DANAHER CORP COMMON 235851102 4147 45204 SH DEFINED 01 45204 0 0 DARDEN RESTAURANTS INC COMMON 237194105 373 17774 SH DEFINED 01 17774 0 0 DARLING INTERNATIONAL INC COMMON 237266101 41 15122 SH DEFINED 01 15122 0 0 DAVE & BUSTERS INC COMMON 23833N104 2573 202961 SH DEFINED 01 202961 0 0 DEAN FOODS CO NEW COMMON 242370104 1961 59674 SH DEFINED 01 59674 0 0 DECISIONLINK INC COMMON 243454105 0 382650 SH DEFINED 01 382650 0 0 DECODE GENETICS INC COMMON 243586104 171 20942 SH DEFINED 01 20942 0 0 DEERE & CO COMMON 244199105 2743 42177 SH DEFINED 01 42177 0 0 DEL MONTE FOODS CO COMMON 24522P103 2173 209001 SH DEFINED 01 209001 0 0 DELL INC COMMON 24702R101 343 10128 SH DEFINED 01 0 0 10128 DELL INC COMMON 24702R101 97707 2877149 SH DEFINED 01 2877149 0 0 DELPHI CORP COMMON 247126105 2072 202634 SH DEFINED 01 0 0 202634 DELPHI FINANCIAL GROUP INC CLASS 247131105 389 10816 SH DEFINED 01 10816 0 0 DELTA & PINE LAND CO COMMON 247357106 272 10728 SH DEFINED 01 10728 0 0 DELTA AIR LINES INC COMMON 247361108 1457 123425 SH DEFINED 01 123425 0 0 *** DELTA PETROLEUM CORP LTD COMMON 247791106 0 10300 SH DEFINED 01 10300 0 0 DELUXE CORP COMMON 248019101 739 17881 SH DEFINED 01 17881 0 0 DENDREON CORP COMMON 24823Q107 111 10874 SH DEFINED 01 0 0 10874 DENTAL/MEDICAL DIAGNOSTIC COMMON 24873K208 0 49700 SH DEFINED 01 49700 0 0 DENTSPLY INTERNATIONAL INC NEW COMMON 249030107 2062 45650 SH DEFINED 01 45650 0 0 DEPOMED INC COMMON 249908104 2200 310312 SH DEFINED 01 310312 0 0 ***DEUTSCHE TELEKOM AG ADR 251566105 200 11049 SH DEFINED 01 0 0 11049 ***DEUTSCHE TELEKOM AG ADR 251566105 451 24889 SH DEFINED 01 24889 0 0 DEVON ENERGY CORPORATION NEW COMMON 25179M103 2738 47761 SH DEFINED 01 0 0 47761 DEVON ENERGY CORP NEW CBONDCNV 25179MAB9 10400 10000000 SH DEFINED 01 10000000 0 0 DEVON ENERGY CORPORATION NEW CBONDCNV 25179MAD5 545 1006000 SH DEFINED 01 1006000 0 0 DEVRY INC-DEL COMMON 251893103 395 15747 SH DEFINED 01 15747 0 0 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 289 6297 SH DEFINED 01 6297 0 0 DIAL CORP NEW COMMON 25247D101 21943 770750 SH DEFINED 01 770750 0 0 DIAL-THRU INTL CORP COMMON 252479100 8 45200 SH DEFINED 01 45200 0 0 DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 1235 60119 SH DEFINED 01 0 0 60119 DIAMOND OFFSHORE DRILLING INC CBONDCNV 25271CAE2 3670 4012000 SH DEFINED 01 4012000 0 0 DIAMONDCLUSTER INTL INC COMMON 25278P106 178 17490 SH DEFINED 01 17490 0 0 DIAMONDS TRUST-UNIT SERIES 1 COMMON 252787106 688 6588 SH DEFINED 01 0 0 6588 DIEBOLD INC COMMON 253651103 1073 18894 SH DEFINED 01 18894 0 0 DIGITL VIDEO SYSTEMS INC COMMON 25387R407 25 10000 SH DEFINED 01 10000 0 0 DIGITAL RIVER INC COMMON 25388B104 355 16088 SH DEFINED 01 16088 0 0 DIGITALTHINK INC COMMON 25388M100 32 11655 SH DEFINED 01 11655 0 0 DIME COMMUNITY BANCSHARES COMMON 253922108 417 13575 SH DEFINED 01 13575 0 0 DILLARDS INC-CL A COMMON 254067101 387 23517 SH DEFINED 01 23517 0 0 DIMON INC COMMON 254394109 187 27752 SH DEFINED 01 27752 0 0 DIOMED HOLDINGS INC COMMON 25454R108 8 30500 SH DEFINED 01 30500 0 0 DIONEX CORP COMMON 254546104 232 5049 SH DEFINED 01 5049 0 0 DISCOVERY LABORATORIES INC NEW COMMON 254668106 258 24668 SH DEFINED 01 24668 0 0 WALT DISNEY CO HOLDING CO COMMON 254687106 54525 2333053 SH DEFINED 01 0 0 2333053 DISTRIBUTIVE DATA CORP COMMON 25475L106 0 95000 SH DEFINED 01 95000 0 0 DISTRIBUTED ENERGY SYSTEMS COMMON 25475V104 2337 817315 SH DEFINED 01 817315 0 0 DOBSON COMMUNICATIONS CORP COMMON 256069105 6215 945608 SH DEFINED 01 0 0 945608 DOLLAR GENERAL CORP COMMON 256669102 3018 143806 SH DEFINED 01 143806 0 0 DOLLAR TREE STORES INC COMMON 256747106 4679 154368 SH DEFINED 01 0 0 154368 DOMAIN TECHNOLOGY INC COMMON 257030106 2 44000 SH DEFINED 01 44000 0 0 DOMINION RESOURCES INC VA NEW COMMON 25746U109 4699 73627 SH DEFINED 01 73627 0 0 DOMINION RESOURCES INC VA CBONDCNV 25746UAP4 2521 2500000 SH DEFINED 01 2500000 0 0 DONALDSON CO INC COMMON 257651109 581 9823 SH DEFINED 01 9823 0 0 R R DONNELLEY & SONS CO COMMON 257867101 611 19878 SH DEFINED 01 0 0 19878 ***DORAL FINANCIAL CORP COMMON 25811P100 813 25204 SH DEFINED 01 25204 0 0 DOT HILL SYS CORP COMMON 25848T109 814 53768 SH DEFINED 01 53768 0 0 DOUBLECLICK INC COMMON 258609304 1133 108952 SH DEFINED 01 0 0 108952 DOVER CORP COMMON 260003108 2466 62059 SH DEFINED 01 62059 0 0 DOVER INVESTMENT CORP-CL A COMMON 260152103 684 25000 SH DEFINED 01 25000 0 0 DOW CHEMICAL CO COMMON 260543103 757 18230 SH DEFINED 01 0 0 18230 DOW CHEMICAL CO COMMON 260543103 13032 313501 SH DEFINED 01 313501 0 0 DOW JONES & CO INC COMMON 260561105 476 9563 SH DEFINED 01 9563 0 0 DREAMAIRE GROUP INC COMMON 261526107 0 12500 SH DEFINED 01 12500 0 0 E I DU PONT DE NEMOURS & CO COMMON 263534109 12893 276806 SH DEFINED 01 0 0 276806 DUALSTAR TECHNOLOGIES INC COMMON 263572109 3 11000 SH DEFINED 01 11000 0 0 DUANE READE INC COMMON 263578106 270 15977 SH DEFINED 01 15977 0 0 DUKE ENERGY CORP COMMON 264399106 2255 110306 SH DEFINED 01 110306 0 0 DUN & BRADSTREET CORP COMMON 26483E100 826 16294 SH DEFINED 01 16294 0 0 DUQUESNE LIGHT HOLDINGS INC COMMON 266233105 236 5854 SH DEFINED 01 0 0 5854 DUQUESNE LIGHT HOLDINGS INC COMMON 266233105 360 19673 SH DEFINED 01 19673 0 0 DYCOM INDUSTRIES INC COMMON 267475101 555 20696 SH DEFINED 01 20696 0 0 DYNEGY INC (HOLDING CO) COMMON 26816Q101 2629 614476 SH DEFINED 01 614476 0 0 ***ECI TELECOM LTD -ORD COMMON 268258100 158 27677 SH DEFINED 01 27677 0 0 E-DOCS.MD INC COMMON 26841T104 0 18765 SH DEFINED 01 18765 0 0 EECO INC COMMON 268420106 0 68144 SH DEFINED 01 68144 0 0 E4L INC COMMON 268452109 0 21000 SH DEFINED 01 21000 0 0 EGL INC COMMON 268484102 483 27531 SH DEFINED 01 27531 0 0 E-LOAN INC COMMON 26861P107 38 13064 SH DEFINED 01 13064 0 0 EMC CORP-MASS COMMON 268648102 1016 78664 SH DEFINED 01 0 0 78664 EMC CORP-MASS COMMON 268648102 13025 1008152 SH DEFINED 01 1008152 0 0 EMC CORP-MASS COMMON 268648102 196 15169 SH DEFINED 01 15169 0 0 ENSCO INTERNATIONAL INC COMMON 26874Q100 2164 79676 SH DEFINED 01 79676 0 0 EOG RES INC COMMON 26875P101 2561 55480 SH DEFINED 01 55480 0 0 EOG RESOURCES INC COMMON 26875P408 222 2000 SH DEFINED 01 2000 0 0 E.PIPHANY INC COMMON 26881V100 169 23510 SH DEFINED 01 23510 0 0 E R I GOLD & SILVER CORP COMMON 268833100 0 10000 SH DEFINED 01 10000 0 0 ESS TECHNOLOGY INC COMMON 269151106 682 40116 SH DEFINED 01 40116 0 0 E SPIRE COMMUNICATIONS INC COMMON 269153102 0 68510 SH DEFINED 01 68510 0 0 ETC TECHNOLOGIES CORP COMMON 269221107 50 10000 SH DEFINED 01 10000 0 0 E TRADE FINANCIAL CORPORATION COMMON 269246104 175 13900 SH DEFINED 01 0 0 13900 E TRADE FINANCIAL CORPORATION COMMON 269246104 3791 299733 SH DEFINED 01 299733 0 0 EAGLE BROADBAND INC COMMON 269437109 124 95500 SH DEFINED 01 95500 0 0 EARTHLINK INC COMMON 270321102 396 34649 SH DEFINED 01 0 0 34649 EAST WEST BANCORP INC COMMON 27579R104 938 17481 SH DEFINED 01 17481 0 0 EASTLAND FINANCIAL CORP COMMON 277379103 0 87887 SH DEFINED 01 87887 0 0 EASTMAN CHEMICAL CO COMMON 277432100 1132 27360 SH DEFINED 01 0 0 27360 EASTMAN KODAK CO COMMON 277461109 16970 660897 SH DEFINED 01 0 0 660897 EATON CORP COMMON 278058102 1920 17785 SH DEFINED 01 17785 0 0 EATON VANCE NEW JERSEY MUN COMMON 27826V106 511 32200 SH DEFINED 01 0 0 32200 EATON VANCE NEW JERSEY MUN COMMON 27826V106 230 14491 SH DEFINED 01 14491 0 0 EATON VANCE NEW YORK MUN INC COMMON 27826W104 209 13500 SH DEFINED 01 13500 0 0 EATON VANCE CORP-NON VTG COMMON 278265103 1754 47883 SH DEFINED 01 0 0 47883 EATON VANCE CORP-NON VTG COMMON 278265103 1367 37315 SH DEFINED 01 37315 0 0 EATON VANCE INSURED MUNI BOND COMMON 27827X101 381 27500 SH DEFINED 01 0 0 27500 EATON VANCE INSURED MUNI BOND COMMON 27827X101 238 17200 SH DEFINED 01 17200 0 0 EATON VANCE SENIOR FLOATING COMMON 27828Q105 206 10500 SH DEFINED 01 10500 0 0 EATON VANCE INSURED NEW JERSEY COMMON 27828R103 324 20800 SH DEFINED 01 0 0 20800 EBAY INC COMMON 278642103 25697 397057 SH DEFINED 01 0 0 397057 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 1512 44475 SH DEFINED 01 0 0 44475 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 9923 291859 SH DEFINED 01 291859 0 0 ECLIPSYS CORP COMMON 278856109 471 40471 SH DEFINED 01 40471 0 0 ECOLAB INC COMMON 278865100 1712 62583 SH DEFINED 01 62583 0 0 EDISON INTERNATIONAL COMMON 281020107 4644 209763 SH DEFINED 01 0 0 209763 EDO CORP COMMON 281347104 256 10417 SH DEFINED 01 10417 0 0 EDUCATION MANAGEMENT CORP COMMON 28139T101 1136 36608 SH DEFINED 01 36608 0 0 EDWARDS LIFESCIENCES CORP COMMON 28176E108 445 14230 SH DEFINED 01 0 0 14230 A G EDWARDS INC COMMON 281760108 1555 42938 SH DEFINED 01 42938 0 0 EFUNDS CORP COMMON 28224R101 370 21349 SH DEFINED 01 21349 0 0 EL PASO CORPORATION COMMON 28336L109 90 11000 SH DEFINED 01 0 0 11000 EL PASO CORPORATION COMMON 28336L109 3661 447089 SH DEFINED 01 447089 0 0 EL PASO CORP CBONDCNV 28336LAC3 2587 5626000 SH DEFINED 01 5626000 0 0 EL PASO ELECTRIC CO NEW COMMON 283677854 185 13900 SH DEFINED 01 13900 0 0 ***ELAN CORP PLC-ADR ADR 284131208 734 104621 SH DEFINED 01 0 0 104621 ELDERTRUST-SBI REIT 284560109 844 67400 SH DEFINED 01 67400 0 0 ELECTRIC CITY CORP COMMON 284868106 48 20000 SH DEFINED 01 20000 0 0 ELECTRO BRAIN INTL CORP NEW COMMON 285062204 0 328029 SH DEFINED 01 328029 0 0 ELECTRO SCIENTIFIC INDUSTRIES COMMON 285229100 207 8716 SH DEFINED 01 8716 0 0 ELECTRONIC ARTS INC COMMON 285512109 8823 182964 SH DEFINED 01 0 0 182964 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 5691 231735 SH DEFINED 01 0 0 231735 ELECTRONICS FOR IMAGING INC COMMON 286082102 592 16668 SH DEFINED 01 0 0 16668 ELIZABETH ARDEN INC COMMON 28660G106 208 10466 SH DEFINED 01 10466 0 0 EMARKETPLACE INC COMMON 290783109 0 16304 SH DEFINED 01 16304 0 0 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 258 16180 SH DEFINED 01 16180 0 0 EMBRACE SYSTEMS CORP COMMON 290816107 176 176211 SH DEFINED 01 176211 0 0 WTS EMERGING VISION INC COMMON 29089W979 0 524914 SH DEFINED 01 524914 0 0 EMERSON ELECTRIC CO COMMON 291011104 7862 120984 SH DEFINED 01 0 0 120984 EMMIS COMMUNICATIONS CORP-CL A CLASS 291525103 1124 41583 SH DEFINED 01 41583 0 0 EMULEX CORP NEW COMMON 292475209 213 8001 SH DEFINED 01 8001 0 0 ENBRIDGE ENERGY PARTNERS L P COMMON 29250R106 279 5600 SH DEFINED 01 0 0 5600 ENBRIDGE ENERGY PARTNERS L P COMMON 29250R106 27890 558927 SH DEFINED 01 558927 0 0 ENBRIDGE ENERGY MANAGEMENT LLC COMMON 29250X103 502 10401 SH DEFINED 01 10401 0 0 ***ENCANA CORP COMMON 292505104 642 16292 SH DEFINED 01 16292 0 0 ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 116 13048 SH DEFINED 01 13048 0 0 ENDO PHARMACEUTICALS HLDGS INC COMMON 29264F205 519 26949 SH DEFINED 01 26949 0 0 ENERGEN CORP COMMON 29265N108 411 10038 SH DEFINED 01 10038 0 0 ENERGY EAST CORPORATION COMMON 29266M109 687 30713 SH DEFINED 01 30713 0 0 ENERGIZER HOLDINGS INC COMMON 29266R108 1275 33960 SH DEFINED 01 33960 0 0 ***ENERPLUS RESOURCES FUND COMMON 29274D604 897 29500 SH DEFINED 01 0 0 29500 ***ENERPLUS RESOURCES FUND COMMON 29274D604 2642 86800 SH DEFINED 01 86800 0 0 ENGAGE INC COMMON 292827102 0 105300 SH DEFINED 01 105300 0 0 ENGELHARD CORP COMMON 292845104 1926 64327 SH DEFINED 01 64327 0 0 ENGINEERED SUPPORT SYSTEMS INC COMMON 292866100 2769 50300 SH DEFINED 01 50300 0 0 EMPIRIX INC COMMON 292990868 0 431175 SH DEFINED 01 431175 0 0 ENPRO INDUSTRIES INC COMMON 29355X107 241 17334 SH DEFINED 01 17334 0 0 ENTEGRIS INC COMMON 29362U104 170 13264 SH DEFINED 01 13264 0 0 ENTERASYS NETWORKS INC COMMON 293637104 118 31500 SH DEFINED 01 0 0 31500 ENTERASYS NETWORKS INC COMMON 293637104 771 205600 SH DEFINED 01 205600 0 0 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 566 10688 SH DEFINED 01 10688 0 0 ENTERGY CORP NEW COMMON 29364G103 3119 54604 SH DEFINED 01 54604 0 0 ***ENTERPRISE GOLD MINES NL COMMON 293718102 0 12000 SH DEFINED 01 12000 0 0 ENTERPRISE PRODUCTS PARTNERS COMMON 293792107 601 24500 SH DEFINED 01 0 0 24500 ENTERPRISE PRODUCTS PARTNERS COMMON 293792107 9301 378875 SH DEFINED 01 378875 0 0 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 1017 29300 SH DEFINED 01 0 0 29300 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 483 13925 SH DEFINED 01 13925 0 0 ENTERTAINMENT ARTS INC NEV COMMON 29381C101 0 100000 SH DEFINED 01 0 0 100000 ENTREMED INC COMMON 29382F103 93 28000 SH DEFINED 01 0 0 28000 ENTRUST INC COMMON 293848107 52 12972 SH DEFINED 01 12972 0 0 ENZON PHARMACEUTICALS INC COMMON 293904108 368 29948 SH DEFINED 01 0 0 29948 ENTERMEDIA INC COMMON 293912101 0 25000 SH DEFINED 01 25000 0 0 ENTRECAP INTERNATIONAL INC COMMON 293957106 0 29047 SH DEFINED 01 29047 0 0 ENVIROSURE MANAGEMENT CORP COMMON 294096102 0 451100 SH DEFINED 01 451100 0 0 ENZO BIOCHEM INC COMMON 294100102 248 13895 SH DEFINED 01 13895 0 0 EQUIFAX INC COMMON 294429105 1248 50950 SH DEFINED 01 50950 0 0 EQUINIX INC COMMON 29444U502 1091 38715 SH DEFINED 01 0 0 38715 EQUINIX INC COMMON 29444U502 1201 42600 SH DEFINED 01 42600 0 0 EQUITABLE RESOURCES INC COMMON 294549100 1016 23691 SH DEFINED 01 23691 0 0 EQUITY INNS INC REIT 294703103 117 13004 SH DEFINED 01 13004 0 0 EQUITY OFFICE PROPERTIES TRUST REIT 294741103 2731 95334 SH DEFINED 01 95334 0 0 EQUITY RESIDENTIAL REIT 29476L107 970 32893 SH DEFINED 01 32893 0 0 ERESEARCH TECHNOLOGY INC COMMON 29481V108 271 10666 SH DEFINED 01 10666 0 0 ***ERICSSON L M TEL CO ADR 294821608 2868 159504 SH DEFINED 01 0 0 159504 ESPERION THERAPEUTICS INC COMMON 29664R106 831 24031 SH DEFINED 01 24031 0 0 ESSEX CORP COMMON 296744105 102 10900 SH DEFINED 01 0 0 10900 ESSEX PROPERTY TRUST INC REIT 297178105 348 5431 SH DEFINED 01 5431 0 0 ESSXSPORT CORP COMMON 297313108 0 16729 SH DEFINED 01 16729 0 0 ETOYS INC COMMON 297862104 0 15916 SH DEFINED 01 0 0 15916 EVERGREEN RESOURCES INC NEW COMMON 299900308 369 11361 SH DEFINED 01 11361 0 0 EVEREX SYSTEMS INC COMMON 300072105 4 441405 SH DEFINED 01 441405 0 0 EXAR CORP COMMON 300645108 1113 65164 SH DEFINED 01 65164 0 0 EXELON CORP COMMON 30161N101 3592 52525 SH DEFINED 01 0 0 52525 EXELIXIS INC COMMON 30161Q104 84 11960 SH DEFINED 01 11960 0 0 ***EXPATRIATE RESOURCES LTD COMMON 301935102 2 10000 SH DEFINED 01 10000 0 0 EXODUS COMMUNICATIONS INC COMMON 302088109 0 37704 SH DEFINED 01 37704 0 0 EXPEDITORS INTERNATIONAL OF COMMON 302130109 2512 66708 SH DEFINED 01 66708 0 0 EXPRESS SCRIPTS INC COMMON CLASS 302182100 2125 32003 SH DEFINED 01 32003 0 0 EXTENDED STAY AMERICA INC COMMON 30224P101 658 45481 SH DEFINED 01 45481 0 0 EXTREME NETWORKS INC COMMON 30226D106 780 106237 SH DEFINED 01 0 0 106237 EXXON MOBIL CORP COMMON 30231G102 4717 115057 SH DEFINED 01 0 0 115057 EXXON MOBIL CORP COMMON 30231G102 43386 1058216 SH DEFINED 01 1058216 0 0 F A TUCKER GROUP INC COMMON 302396106 0 32180 SH DEFINED 01 32180 0 0 FLIR SYSTEMS INC COMMON 302445101 2231 61125 SH DEFINED 01 0 0 61125 FLIR SYSTEMS INC COMMON 302445101 1306 35796 SH DEFINED 01 35796 0 0 FMC TECHNOLOGIES INC COMMON 30249U101 345 14814 SH DEFINED 01 14814 0 0 FMC CORP NEW COMMON 302491303 1192 34943 SH DEFINED 01 34943 0 0 FPL GROUP INC COMMON 302571104 1524 23309 SH DEFINED 01 23309 0 0 FRMO CORP COMMON 30262F106 17 33228 SH DEFINED 01 33228 0 0 F & M DISTRIBUTORS INC COMMON 302723101 0 113005 SH DEFINED 01 113005 0 0 FTI CONSULTING INC COMMON 302941109 272 10862 SH DEFINED 01 0 0 10862 FAIR ISAAC INC COMMON 303250104 1027 20265 SH DEFINED 01 0 0 20265 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 727 28120 SH DEFINED 01 0 0 28120 FAIRFIELD NOBLE CORP COMMON 304621105 0 12547 SH DEFINED 01 12547 0 0 FALCON FINANCIAL INVESTMENT COMMON 306032103 497 50800 SH DEFINED 01 50800 0 0 FALCONSTOR SOFTWARE INC COMMON 306137100 177 14258 SH DEFINED 01 0 0 14258 FAMILY DOLLAR STORES INC COMMON 307000109 1965 54081 SH DEFINED 01 0 0 54081 FAMILY GOLF CENTERS INC COMMON 30701A106 0 10000 SH DEFINED 01 10000 0 0 FAMOUS RESTAURANTS INC COMMON 307091108 3 148800 SH DEFINED 01 148800 0 0 FAST FOOD OPERATORS INC COMMON 311870109 0 24600 SH DEFINED 01 24600 0 0 FASTENAL CO COMMON 311900104 1916 38380 SH DEFINED 01 38380 0 0 FREDDIE MAC-VOTING COMMON COMMON 313400301 13278 224535 SH DEFINED 01 0 0 224535 FANNIE MAE COMMON 313586109 287 3829 SH DEFINED 01 0 0 3829 FANNIE MAE COMMON 313586109 193873 2582918 SH DEFINED 01 2582918 0 0 FEDERAL SIGNAL CORP COMMON 313855108 635 36258 SH DEFINED 01 36258 0 0 FEDERATED DEPARTMENT STORES COMMON 31410H101 11853 251238 SH DEFINED 01 0 0 251238 FEDERATED INVESTORS INC (PA.) COMMON 314211103 626 21343 SH DEFINED 01 21343 0 0 FEDEX CORP COMMON 31428X106 7484 107957 SH DEFINED 01 0 0 107957 FELCOR LODGING TRUST INC REIT 31430F101 137 12423 SH DEFINED 01 12423 0 0 FERRELLGAS PARTNERS LP COMMON 315293100 618 25709 SH DEFINED 01 25709 0 0 FERRO CORP COMMON 315405100 477 17560 SH DEFINED 01 17560 0 0 F5 NETWORKS INC COMMON 315616102 764 30439 SH DEFINED 01 30439 0 0 FIDELITY NASDAQ COMPOSITE COMMON 315912808 22777 284715 SH DEFINED 01 284715 0 0 FIDELITY NATIONAL FINANCIAL COMMON 316326107 1214 31309 SH DEFINED 01 31309 0 0 FIFTH THIRD BANCORP COMMON 316773100 5294 88677 SH DEFINED 01 0 0 88677 FILENET CORP COMMON 316869106 324 12000 SH DEFINED 01 12000 0 0 FINANCIAL FEDERAL CORP COMMON 317492106 336 11030 SH DEFINED 01 11030 0 0 FINDWHAT.COM INC COMMON 317794105 225 12014 SH DEFINED 01 12014 0 0 FINISAR CORP COMMON 31787A101 128 41000 SH DEFINED 01 0 0 41000 FINISAR CORP COMMON 31787A101 323 103196 SH DEFINED 01 103196 0 0 FIRST ADVANTAGE CORPORATION COMMON 31845F100 198 10200 SH DEFINED 01 0 0 10200 1ST AMERICAN BANCORP INC COMMON 318470101 0 232745 SH DEFINED 01 232745 0 0 FIRST AMERICAN BANK & TRUST CLASS 318472107 0 156736 SH DEFINED 01 156736 0 0 FIRST AMERICAN CORP COMMON 318522307 1007 33828 SH DEFINED 01 33828 0 0 FIRST AMERN CORP CALIF CBONDCNV 318522AD1 18890 16904000 SH DEFINED 01 16904000 0 0 FIRST CAPITAL HOLDINGS CORP COMMON 319417101 0 86500 SH DEFINED 01 86500 0 0 FIRST CAPITOL FINANCIAL CORP COMMON 319418109 0 60506 SH DEFINED 01 60506 0 0 FIRST COMMONWEALTH FINANCIAL COMMON 319829107 198 13929 SH DEFINED 01 13929 0 0 FIRST DATA CORP COMMON 319963104 8499 206860 SH DEFINED 01 206860 0 0 FIRST DATA CORP CBONDCNV 319963AD6 5617 5250000 SH DEFINED 01 5250000 0 0 FIRST FEDERAL BANCORP INC-DEL COMMON 32017G108 3 131843 SH DEFINED 01 131843 0 0 FIRST FILMS INC COMMON 320205107 1 325051 SH DEFINED 01 325051 0 0 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 209 18684 SH DEFINED 01 18684 0 0 FIRST INDUSTRIAL REALTY TRUST REIT 32054K103 324 9624 SH DEFINED 01 9624 0 0 FIRST HEALTH GROUP CORP COMMON 320960107 1426 73320 SH DEFINED 01 73320 0 0 FIRST NIAGARA FINANCIAL GROUP COMMON 33582V108 249 16752 SH DEFINED 01 16752 0 0 FIRST REAL ESTATE INVESTMENT COMMON 336142104 541 13546 SH DEFINED 01 13546 0 0 FIRST SERVICE BANK FOR SVGS COMMON 336408109 0 21050 SH DEFINED 01 21050 0 0 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 2403 54511 SH DEFINED 01 54511 0 0 FISERV INC COMMON 337738108 3882 98267 SH DEFINED 01 98267 0 0 FIRSTFED FINANCIAL CORP DEL COMMON 337907109 402 9248 SH DEFINED 01 9248 0 0 FIRSTMERIT CORP COMMON 337915102 596 22102 SH DEFINED 01 22102 0 0 FLAGSTAR BANCORP INC COMMON 337930101 481 22476 SH DEFINED 01 22476 0 0 FIRSTENERGY CORP COMMON 337932107 2087 59302 SH DEFINED 01 59302 0 0 ***FLAMEL TECHNOLOGIES SA ADR 338488109 231 8658 SH DEFINED 01 8658 0 0 FLEETBOSTON FINL CORP COMMON 339030108 96408 2206172 SH DEFINED 01 0 0 2206172 FLEETWOOD ENTERPRISES INC COMMON 339099103 117 11457 SH DEFINED 01 11457 0 0 FLOATING POINT SYSTEMS INC COMMON 339734105 0 219585 SH DEFINED 01 219585 0 0 FLORIDA ROCK INDUSTRIES INC COMMON 341140101 321 5854 SH DEFINED 01 5854 0 0 FLUOR CORP NEW COMMON 343412102 710 17922 SH DEFINED 01 17922 0 0 FLOWERS FOODS INC COMMON 343498101 268 10394 SH DEFINED 01 10394 0 0 FLOWSERVE CORP COMMON 34354P105 463 22177 SH DEFINED 01 22177 0 0 FOCAL COMMUNICATIONS CORP COMMON 344155205 0 25000 SH DEFINED 01 25000 0 0 FOOTSTAR INC COMMON 344912100 64 16854 SH DEFINED 01 16854 0 0 FORD MOTOR CO DEL COMMON 345370860 10689 666109 SH DEFINED 01 0 0 666109 FORD MTR CO CAP TR II PREFERED 345395206 4383 78495 SH DEFINED 01 78495 0 0 FOREST LABORATORIES INC COMMON 345838106 10718 170737 SH DEFINED 01 0 0 170737 FOREST OIL CORP COMMON 346091705 600 21003 SH DEFINED 01 21003 0 0 WTS FOREST OIL CORP WARRANT 346091143 7801 503325 SH DEFINED 01 503325 0 0 FORTUNE BRANDS INC COMMON 349631101 1837 25698 SH DEFINED 01 25698 0 0 FOSSIL INC COMMON 349882100 226 8072 SH DEFINED 01 8072 0 0 FORTIS U S REGCAPS FDG TR II COMMON 349990358 0 11600 SH DEFINED 01 11600 0 0 FOUNDRY NETWORKS INC COMMON 35063R100 928 33920 SH DEFINED 01 0 0 33920 FOUNDRY NETWORKS INC COMMON 35063R100 484 17694 SH DEFINED 01 17694 0 0 4 KIDS ENTERTAINMENT INC COMMON 350865101 211 8112 SH DEFINED 01 8112 0 0 ***FRANCE TELECOM ADR 35177Q105 443 15513 SH DEFINED 01 15513 0 0 FRANKLIN RESOURCES INC COMMON 354613101 1944 33747 SH DEFINED 01 0 0 33747 FREDS INC-TENN CL A CLASS 356108100 2881 92998 SH DEFINED 01 0 0 92998 FREDS INC-TENN CL A CLASS 356108100 1567 50588 SH DEFINED 01 50588 0 0 FREEMARKETS INC COMMON 356602102 103 15494 SH DEFINED 01 15494 0 0 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 1896 45025 SH DEFINED 01 0 0 45025 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 7424 176230 SH DEFINED 01 176230 0 0 FREMONT GENERAL CORP COMMON 357288109 319 18917 SH DEFINED 01 18917 0 0 FREQUENCY ELECTRONICS INC COMMON 358010106 1450 100000 SH DEFINED 01 100000 0 0 FRESCO INDEX SHARES FUNDS COMMON 35802T201 20726 590000 SH DEFINED 01 590000 0 0 FRIES ENTERTAINMENT INC COMMON 358616100 0 120692 SH DEFINED 01 120692 0 0 FRONTIER AIRLINES INC NEW COMMON 359065109 404 28389 SH DEFINED 01 28389 0 0 FUELCELL ENERGY INC COMMON 35952H106 171 13172 SH DEFINED 01 13172 0 0 H B FULLER & CO COMMON 359694106 269 9071 SH DEFINED 01 9071 0 0 FULTON FEDERAL SAVINGS BANK COMMON 360266100 0 87341 SH DEFINED 01 87341 0 0 FUTURE COMMUNICATIONS INC NEW COMMON 360906200 0 12096 SH DEFINED 01 12096 0 0 FURNITURE BRANDS INTERNATIONAL COMMON 360921100 493 16234 SH DEFINED 01 0 0 16234 GA FINANCIAL INC COMMON 361437106 3124 89966 SH DEFINED 01 89966 0 0 G R I CORP COMMON 362232100 0 28473 SH DEFINED 01 28473 0 0 WTS GT GROUP TELECOM INC WARRANT 362359101 232 4245 SH DEFINED 01 4245 0 0 GABLES RESIDENTIAL TRUST-SBI REIT 362418105 317 9129 SH DEFINED 01 9129 0 0 GADZOOKS INC COMMON 362553109 20 13400 SH DEFINED 01 13400 0 0 ***GADZOOX NETWORKS INC COMMON 362555104 0 424250 SH DEFINED 01 424250 0 0 ***GALACTIC RESOURCES LTD COMMON 362903106 0 14800 SH DEFINED 01 14800 0 0 GALLAGHER ARTHUR J & CO COMMON 363576109 781 24045 SH DEFINED 01 24045 0 0 *** GANDALF TECHNOLOGIES INC COMMON 364717108 0 13150 SH DEFINED 01 13150 0 0 GANNETT CO INC COMMON 364730101 3994 44801 SH DEFINED 01 44801 0 0 GANTRY CORP NEW COMMON 364736306 0 10000 SH DEFINED 01 10000 0 0 GAP INC COMMON 364760108 3222 138861 SH DEFINED 01 138861 0 0 GAP INC CBONDCNV 364760AJ7 7653 4990000 SH DEFINED 01 4990000 0 0 GARTNER INC COMMON 366651206 12938 1189200 SH DEFINED 01 1189200 0 0 GARTNER INC CL A CLASS 366651107 510 45166 SH DEFINED 01 45166 0 0 GATEWAY INC COMMON 367626108 1117 242949 SH DEFINED 01 242949 0 0 GEN PROBE INC COMMON 36866T103 425 11664 SH DEFINED 01 11664 0 0 GEMSTAR TV GUIDE INTL INC COMMON 36866W106 137 24195 SH DEFINED 01 0 0 24195 GENCORP INC COMMON 368682100 112 10481 SH DEFINED 01 10481 0 0 GENENTECH INC COMMON 368710406 710 7598 SH DEFINED 01 0 0 7598 GENENTECH INC COMMON 368710406 29003 309968 SH DEFINED 01 309968 0 0 GENERAL COMMUNICATION INC-CL A CLASS 369385109 112 12884 SH DEFINED 01 12884 0 0 GENERAL DYNAMICS CORP COMMON 369550108 5415 57902 SH DEFINED 01 0 0 57902 GENERAL ELECTRIC CO COMMON 369604103 1631 52669 SH DEFINED 01 0 0 52669 GENERAL ELECTRIC CO COMMON 369604103 48682 1571433 SH DEFINED 01 1571433 0 0 GENERAL GROWTH PROPERTIES INC REIT 370021107 1053 36083 SH DEFINED 01 36083 0 0 GENERAL MILLS INC COMMON 370334104 5464 120625 SH DEFINED 01 120625 0 0 GENERAL MILLS INC CBONDCNV 370334AU8 10571 15102000 SH DEFINED 01 15102000 0 0 GENERAL MOTORS CORP COMMON 370442105 9893 183630 SH DEFINED 01 0 0 183630 GENERAL MOTORS CORP COMMON 370442733 9287 345650 SH DEFINED 01 345650 0 0 GENERAL MOTORS CORPORATION PREFCONV 370442717 66185 2049100 SH DEFINED 01 2049100 0 0 GENESEE & WYOMING INC-CL A COMMON 371559105 255 8116 SH DEFINED 01 8116 0 0 GENESIS MICROCHIP INC COMMON 37184C103 1094 60660 SH DEFINED 01 60660 0 0 GENTEX CORP COMMON 371901109 2139 48438 SH DEFINED 01 48438 0 0 GENEVA STEEL HOLDINGS COMMON 372257105 1 397690 SH DEFINED 01 397690 0 0 GENLYTE GROUP INC COMMON 372302109 362 6206 SH DEFINED 01 6206 0 0 GENTA INC NEW COMMON 37245M207 141 13567 SH DEFINED 01 13567 0 0 GENUINE PARTS CO COMMON 372460105 592 17857 SH DEFINED 01 17857 0 0 GENZYME CORP COMMON 372917104 497 10082 SH DEFINED 01 0 0 10082 GENZYME CORP COMMON 372917104 10994 222836 SH DEFINED 01 222836 0 0 GEORGIA GULF CORP NEW COMMON 373200203 333 11541 SH DEFINED 01 11541 0 0 GEORGIA PACIFIC CORP COMMON 373298108 1697 51501 SH DEFINED 01 0 0 51501 GERON CORP COMMON 374163103 128 12844 SH DEFINED 01 12844 0 0 GILEAD SCIENCES INC COMMON 375558103 11101 190951 SH DEFINED 01 190951 0 0 GILLETTE CO COMMON 375766102 6947 188747 SH DEFINED 01 0 0 188747 GITANO GROUP INC COMMON 376365102 0 38400 SH DEFINED 01 38400 0 0 GLATFELTER COMMON 377316104 190 15323 SH DEFINED 01 15323 0 0 ***GLAXOSMITHKLINE PLC ADR 37733W105 2048 43933 SH DEFINED 01 43933 0 0 GLENAYRE TECHNOLOGIES INC COMMON 377899109 134 50000 SH DEFINED 01 50000 0 0 GLOBAL ITECHNOLOGY INC COMMON 378951107 0 100000 SH DEFINED 01 100000 0 0 GLOBAL INDUSTRIES LTD COMMON 379336100 94 18416 SH DEFINED 01 18416 0 0 GLOBAL TELESYSTEMS INC COMMON 37936U104 0 46150 SH DEFINED 01 46150 0 0 ***WTS GLOBALSTAR TELECOMMUN- WARRANT 379364128 594 7545 SH DEFINED 01 7545 0 0 GLOBAL PAYMENTS INC COMMON 37940X102 1516 32180 SH DEFINED 01 0 0 32180 GLOBAL PAYMENTS INC COMMON 37940X102 543 11524 SH DEFINED 01 11524 0 0 GLOBAL PWR EQUIP GROUP INC COMMON 37941P108 69 10377 SH DEFINED 01 10377 0 0 GLOBESPANVIRATA INC COMMON 37957V106 7666 1302574 SH DEFINED 01 0 0 1302574 GLOWPOINT INC COMMON 379887102 20 11800 SH DEFINED 01 11800 0 0 GOLD BANC CORP INC COMMON 379907108 153 10937 SH DEFINED 01 10937 0 0 ***GOLD FIELDS LTD NEW ADR 38059T106 1658 118988 SH DEFINED 01 118988 0 0 GOLDOME COMMON 380934109 0 557453 SH DEFINED 01 557453 0 0 ***GOLDCORP INC COMMON 380956409 897 56300 SH DEFINED 01 56300 0 0 GOLDEN WEST FINANCIAL CORP-DEL COMMON 381317106 3007 28945 SH DEFINED 01 0 0 28945 GOLDMAN SACHS GROUP INC COMMON 38141G104 331 3360 SH DEFINED 01 0 0 3360 GOLDMAN SACHS GROUP INC COMMON 38141G104 15931 161365 SH DEFINED 01 161365 0 0 GOLF TRUST OF AMERICA INC REIT 38168B103 744 300100 SH DEFINED 01 300100 0 0 GOLF ROUNDS COM INC COMMON 38168R108 14 11216 SH DEFINED 01 11216 0 0 ***GOLDERA RESOURCES INC COMMON 381903103 0 12000 SH DEFINED 01 12000 0 0 GOODRICH CORPORATION COMMON 382388106 895 30160 SH DEFINED 01 30160 0 0 ***GOODYEAR TIRE & RUBBER CO COMMON 382550101 4012 505134 SH DEFINED 01 0 0 505134 GOSS HOLDINGS INC CL B COMMON 383413101 0 134161 SH DEFINED 01 134161 0 0 GOTHAM APPAREL CORP COMMON 383450103 0 10000 SH DEFINED 01 10000 0 0 W R GRACE & CO-DEL NEW COMMON 38388F108 45 17760 SH DEFINED 01 17760 0 0 GRACO INC COMMON 384109104 414 10345 SH DEFINED 01 10345 0 0 GRAFTECH INTERNATIONAL LTD COMMON 384313102 514 38133 SH DEFINED 01 38133 0 0 W W GRAINGER INC COMMON 384802104 1269 26797 SH DEFINED 01 26797 0 0 GRANITE CONSTRUCTION INC COMMON 387328107 370 15771 SH DEFINED 01 15771 0 0 GRANT PRIDECO INC COMMON 38821G101 727 55855 SH DEFINED 01 55855 0 0 GRAPHIC PACKAGING CORPORATION COMMON 388688103 146 36165 SH DEFINED 01 36165 0 0 GRAY TELEVISION INC COMMON 389375106 316 20926 SH DEFINED 01 20926 0 0 GREAT AMERICAN BANK-A FSB COMMON 389908104 0 304174 SH DEFINED 01 304174 0 0 GREAT LAKES CHEMICAL CORP COMMON 390568103 558 20534 SH DEFINED 01 20534 0 0 GREAT PLAINS ENERGY INC COMMON 391164100 590 18567 SH DEFINED 01 18567 0 0 GREATER BAY BANCORP COMMON 391648102 653 22891 SH DEFINED 01 0 0 22891 GREENPOINT FINANCIAL CORP COMMON 395384100 2805 79426 SH DEFINED 01 79426 0 0 GREY WOLF INC COMMON 397888108 254 68057 SH DEFINED 01 68057 0 0 GRIFFIN LAND & NURSERIES INC COMMON 398231100 497 35000 SH DEFINED 01 35000 0 0 GRIP TECHNOLOGIES INC COMMON 398613109 0 21000 SH DEFINED 01 21000 0 0 GROSSMANS INC COMMON 399215102 0 11300 SH DEFINED 01 11300 0 0 GUARDIAN BANCORP-LOS ANGELES COMMON 401321104 6 197772 SH DEFINED 01 197772 0 0 ***GUCCI GROUP NV (NY LISTED) ADR 401566104 3208 37500 SH DEFINED 01 37500 0 0 GUIDANT CORP COMMON 401698105 2582 40495 SH DEFINED 01 0 0 40495 GUILFORD PHARMACEUTICALS INC COMMON 401829106 334 49357 SH DEFINED 01 49357 0 0 GUITAR CENTER INC COMMON 402040109 466 14330 SH DEFINED 01 14330 0 0 GULF USA CORP COMMON 402571103 69 372323 SH DEFINED 01 372323 0 0 GULFMARK OFFSHORE INC COMMON 402629109 56846 4060452 SH DEFINED 01 4060452 0 0 GULFTERRA ENERGY PARTNERS LP COMMON 40274U108 785 18500 SH DEFINED 01 0 0 18500 GULFTERRA ENERGY PARTNERS LP COMMON 40274U108 6101 143633 SH DEFINED 01 143633 0 0 GYMBOREE CORP COMMON 403777105 373 21657 SH DEFINED 01 21657 0 0 HCA INC COMMON 404119109 13510 314409 SH DEFINED 01 0 0 314409 HCC INSURANCE HOLDINGS INC COMMON 404132102 426 13399 SH DEFINED 01 13399 0 0 HMS HOLDINGS CORP COMMON 40425J101 541 135268 SH DEFINED 01 135268 0 0 HQ OFFICE SUPPLIES WAREHOUSE CLASS 40426P106 0 10000 SH DEFINED 01 10000 0 0 HRPT PROPERTIES TR-SBI REIT 40426W101 126 12037 SH DEFINED 01 0 0 12037 ***HSBC HOLDINGS PLC ADR 404280406 788 10000 SH DEFINED 01 0 0 10000 ***HSBC HOLDINGS PLC ADR 404280406 206 2624 SH DEFINED 01 2624 0 0 HAIN CELESTIAL GROUP INC COMMON 405217100 269 11631 SH DEFINED 01 11631 0 0 HALLIBURTON CO COMMON 406216101 12347 469893 SH DEFINED 01 0 0 469893 HAMILTON-BIOPHILE COS COMMON 40701P201 0 21475 SH DEFINED 01 21475 0 0 HANCOCK HOLDING CO COMMON 410120109 382 7001 SH DEFINED 01 7001 0 0 HANCOCK JOHN FINL SVCS INC COMMON 41014S106 63002 1680074 SH DEFINED 01 1680074 0 0 HANOVER COMPRESSOR CO COMMON 410768105 515 44648 SH DEFINED 01 0 0 44648 HANOVER COMPRESSOR CO CBONDCNV 410768AC9 4023 4350000 SH DEFINED 01 4350000 0 0 HANOVER COMPRESSOR CO CBONDCNV 410768AE5 5492 4965000 SH DEFINED 01 4965000 0 0 JOHN HANSON BANCORP INC COMMON 411337108 3 102230 SH DEFINED 01 102230 0 0 HAPPINESS EXPRESS INC COMMON 411381106 253 96715 SH DEFINED 01 96715 0 0 HARBOR FLORIDA BANCSHARES INC COMMON 411901101 233 7866 SH DEFINED 01 7866 0 0 HARKEN ENERGY CORP COMMON 412552309 468 400000 SH DEFINED 01 400000 0 0 JOHN H HARLAND CO COMMON 412693103 217 7980 SH DEFINED 01 7980 0 0 HARLEY DAVIDSON INC COMMON 412822108 5929 124722 SH DEFINED 01 0 0 124722 HARMAN INTERNATIONAL COMMON 413086109 4448 60125 SH DEFINED 01 0 0 60125 HARMAN INTERNATIONAL COMMON 413086109 2073 28028 SH DEFINED 01 28028 0 0 HARMONIC INC COMMON 413160102 621 85759 SH DEFINED 01 85759 0 0 ***HARMONY GOLD MINING CO LTD ADR 413216300 372 22953 SH DEFINED 01 22953 0 0 HARRAHS ENTERTAINMENT INC COMMON 413619107 387 7780 SH DEFINED 01 0 0 7780 HARRAHS ENTERTAINMENT INC COMMON 413619107 2774 55743 SH DEFINED 01 55743 0 0 HARRIS CORP-DEL COMMON 413875105 902 23778 SH DEFINED 01 23778 0 0 HARRIS INTERACTIVE INC COMMON 414549105 352 36469 SH DEFINED 01 0 0 36469 HARSCO CORP COMMON 415864107 371 8480 SH DEFINED 01 8480 0 0 HARTE-HANKS INC COMMON 416196103 403 18557 SH DEFINED 01 18557 0 0 HARTFORD FINANCIAL SERVICES COMMON 416515104 3333 56443 SH DEFINED 01 0 0 56443 HARVARD INDUSTRIES INC COMMON 417434503 2 1089372 SH DEFINED 01 1089372 0 0 HARVEST NATURAL RESOURCES INC COMMON 41754V103 555 55845 SH DEFINED 01 55845 0 0 HASBRO INC COMMON 418056107 1359 63594 SH DEFINED 01 0 0 63594 HASBRO INC CBONDCNV 418056AN7 5046 4350000 SH DEFINED 01 4350000 0 0 HAUSERMAN INC COMMON 419148101 0 45700 SH DEFINED 01 45700 0 0 HAWAIIAN ELECTRIC INDUSTRIES COMMON 419870100 362 7643 SH DEFINED 01 7643 0 0 HEALTHSOUTH CORP COMMON 421924101 53 11557 SH DEFINED 01 0 0 11557 HEALTHSOUTH CORP COMMON 421924101 537 117000 SH DEFINED 01 117000 0 0 HEALTH MANAGEMENT ASSOCIATES CLASS 421933102 753 31386 SH DEFINED 01 31386 0 0 HEALTHCARE REALTY TRUST REIT 421946104 258 7224 SH DEFINED 01 7224 0 0 HEADWATERS INC COMMON 42210P102 210 10719 SH DEFINED 01 10719 0 0 HEALTH CARE REIT INC REIT 42217K106 411 11431 SH DEFINED 01 11431 0 0 HEALTHEXTRAS INC COMMON 422211102 230 17171 SH DEFINED 01 17171 0 0 HEALTH NET INC COMMON 42222G108 777 23774 SH DEFINED 01 23774 0 0 HEARTLAND EXPRESS INC COMMON 422347104 335 13869 SH DEFINED 01 13869 0 0 HEARTLAND PARTNERS LP COMMON 422357103 1293 187400 SH DEFINED 01 187400 0 0 HECLA MINING CO COMMON 422704106 95 11500 SH DEFINED 01 0 0 11500 HECLA MINING CO COMMON 422704106 300 36299 SH DEFINED 01 36299 0 0 H J HEINZ CO COMMON 423074103 5411 147054 SH DEFINED 01 0 0 147054 HELDOR INDUSTRIES INC COMMON 423085109 0 78200 SH DEFINED 01 78200 0 0 HELMERICH & PAYNE INC COMMON 423452101 303 10882 SH DEFINED 01 10882 0 0 HENRY JACK & ASSOCIATES INC COMMON 426281101 430 20917 SH DEFINED 01 20917 0 0 HERITAGE PROPANE PARTNERS LP COMMON 426918108 1479 35884 SH DEFINED 01 35884 0 0 HERCULES INC COMMON 427056106 1089 89287 SH DEFINED 01 89287 0 0 HERITAGE BANCORP INC-DEL COMMON 427207105 0 38259 SH DEFINED 01 38259 0 0 HERSHEY FOODS CORP COMMON 427866108 1501 17883 SH DEFINED 01 0 0 17883 HEWLETT PACKARD CO COMMON 428236103 19349 833991 SH DEFINED 01 0 0 833991 HI / FN INC COMMON 428358105 166 14000 SH DEFINED 01 0 0 14000 HIBERNIA CORP-CL A CLASS 428656102 565 22280 SH DEFINED 01 0 0 22280 HIBERNIA CORP-CL A CLASS 428656102 861 36652 SH DEFINED 01 36652 0 0 HIGHLAND HOSPITALITY CORP COMMON 430141101 130 12000 SH DEFINED 01 12000 0 0 HIGHLINE INDUSTRIES INC COMMON 431108109 1 43100 SH DEFINED 01 43100 0 0 HIGHWOODS PROPERTIES INC REIT 431284108 1107 43601 SH DEFINED 01 43601 0 0 HILB ROGAL & HAMILTON CO COMMON 431294107 295 9215 SH DEFINED 01 9215 0 0 HILLENBRAND INDUSTRIES INC COMMON 431573104 841 13558 SH DEFINED 01 13558 0 0 HILTON HOTELS CORP COMMON 432848109 1727 100845 SH DEFINED 01 100845 0 0 HILTON HOTELS CORP CBONDCNV 432848AZ2 19 18000 SH DEFINED 01 18000 0 0 HOLLIS-EDEN PHARMACEUTICALS COMMON 435902101 423 24701 SH DEFINED 01 0 0 24701 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 519 35412 SH DEFINED 01 35412 0 0 HOME DEPOT INC COMMON 437076102 288 8142 SH DEFINED 01 0 0 8142 HOME DEPOT INC COMMON 437076102 14431 406644 SH DEFINED 01 406644 0 0 HOME OWNERS SAVINGS BANK FSB COMMON 437292105 0 92337 SH DEFINED 01 92337 0 0 HOME PROPERTIES INC REIT 437306103 777 19249 SH DEFINED 01 19249 0 0 HOMESTORE INC COMMON 437852106 334 70806 SH DEFINED 01 70806 0 0 HON INDUSTRIES INC COMMON 438092108 519 11991 SH DEFINED 01 11991 0 0 HONEYWELL INTL INC COMMON 438516106 7185 209712 SH DEFINED 01 0 0 209712 HOOPER HOLMES INC COMMON 439104100 102 16649 SH DEFINED 01 16649 0 0 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 248 17753 SH DEFINED 01 17753 0 0 HORMEL FOODS CORP COMMON 440452100 709 27490 SH DEFINED 01 27490 0 0 HOSPITALITY PROPERTIES TRUST REIT 44106M102 667 16162 SH DEFINED 01 16162 0 0 HOT TOPIC INC COMMON 441339108 481 16150 SH DEFINED 01 16150 0 0 HOUSTON OIL ROYALTY TRUST UBI COMMON 442283107 0 39713 SH DEFINED 01 39713 0 0 HOVNANIAN ENTERPRISES INC-CL A COMMON 442487203 4052 46545 SH DEFINED 01 0 0 46545 HOVNANIAN ENTERPRISES INC-CL A COMMON 442487203 1886 21666 SH DEFINED 01 21666 0 0 HOWARD SAVINGS BANK-NEWARK N J COMMON 442765103 2 78854 SH DEFINED 01 78854 0 0 HUBBELL INC-CL B CLASS 443510201 524 11898 SH DEFINED 01 11898 0 0 HUGHES ELECTRONICS CORP COMMON 444418107 179 10835 SH DEFINED 01 0 0 10835 HUGHES ELECTRONICS CORP COMMON 444418107 590 35701 SH DEFINED 01 35701 0 0 HUGHES SUPPLY INC COMMON 444482103 329 6642 SH DEFINED 01 6642 0 0 HUGOTON ROYALTY TRUST TEXAS COMMON 444717102 899 41100 SH DEFINED 01 41100 0 0 HUMANA INC COMMON 444859102 835 36555 SH DEFINED 01 0 0 36555 HUMANA INC COMMON 444859102 705 30881 SH DEFINED 01 30881 0 0 HUMAN GENOME SCIENCES INC COMMON 444903108 838 63257 SH DEFINED 01 63257 0 0 JB HUNT TRANSPORT SERVICES INC COMMON 445658107 1695 62188 SH DEFINED 01 0 0 62188 HUNTINGTON BANCSHARES INC COMMON 446150104 757 33657 SH DEFINED 01 33657 0 0 HUTCHINSON TECHNOLOGY INC COMMON 448407106 1103 35914 SH DEFINED 01 35914 0 0 HYPERION SOLUTIONS CORP COMMON 44914M104 664 22040 SH DEFINED 01 22040 0 0 I C H CORP NEW COMMON 44926L300 0 77500 SH DEFINED 01 77500 0 0 ICOS CORP COMMON 449295104 3008 71885 SH DEFINED 01 0 0 71885 IGEN INTERNATIONAL INC-DEL COMMON 449536101 249 4233 SH DEFINED 01 4233 0 0 IHOP CORP NEW COMMON 449623107 253 6576 SH DEFINED 01 6576 0 0 IMC GLOBAL INC COMMON 449669100 8009 806595 SH DEFINED 01 806595 0 0 IPM INC NEW COMMON 449816206 0 12000 SH DEFINED 01 12000 0 0 IMS HEALTH INC COMMON 449934108 763 30710 SH DEFINED 01 30710 0 0 IRT CORP NEW COMMON 450052303 0 96791 SH DEFINED 01 96791 0 0 ISTAR FINANCIAL INC COMMON 45031U101 213 5500 SH DEFINED 01 0 0 5500 ISTAR FINANCIAL INC COMMON 45031U101 9298 239034 SH DEFINED 01 239034 0 0 I-STAT CORP COMMON 450312103 181 11854 SH DEFINED 01 11854 0 0 IBEAM BROADCASTING CORP COMMON 45073P408 0 35300 SH DEFINED 01 35300 0 0 ITT INDUSTRIES INC COMMON 450911102 1984 26736 SH DEFINED 01 26736 0 0 ***IDACORP INC COMMON 451107106 530 17726 SH DEFINED 01 17726 0 0 IDEX CORP COMMON 45167R104 367 8844 SH DEFINED 01 8844 0 0 IDIAL NETWORKS INC COMMON 45167U107 3 25000 SH DEFINED 01 25000 0 0 IDEXX LABORATORIES CORP COMMON 45168D104 1806 39028 SH DEFINED 01 39028 0 0 IKON OFFICE SOLUTIONS INC COMMON 451713101 397 33477 SH DEFINED 01 33477 0 0 IDENTIX INC COMMON 451906101 189 33484 SH DEFINED 01 0 0 33484 ILLINOIS TOOL WORKS INC COMMON 452308109 5579 65925 SH DEFINED 01 0 0 65925 IMATION CORP COMMON 45245A107 440 12536 SH DEFINED 01 12536 0 0 IMCLONE SYSTEMS INC COMMON 45245W109 3251 81991 SH DEFINED 01 81991 0 0 IMMERSION CORP COMMON 452521107 911 153225 SH DEFINED 01 0 0 153225 IMMERSION CORP COMMON 452521107 580 97600 SH DEFINED 01 97600 0 0 IMMUNOGEN INC COMMON 45253H101 52 10384 SH DEFINED 01 10384 0 0 IMPAC MORTGAGE HOLDINGS INC REIT 45254P102 254 13978 SH DEFINED 01 13978 0 0 IMPAX LABORATORIES INC COMMON 45256B101 211 14702 SH DEFINED 01 14702 0 0 IMPERIAL CREDIT INDUSTRIES INC COMMON 452729106 0 10012 SH DEFINED 01 10012 0 0 WTS IMPERIAL CREDIT INDUSTRIES WARRANT 452729114 0 18721 SH DEFINED 01 18721 0 0 IMMUNOMEDICS INC COMMON 452907108 50 11031 SH DEFINED 01 11031 0 0 IN STORE ADVERTISING INC COMMON 452918105 0 50300 SH DEFINED 01 50300 0 0 IMPERIAL SUGAR CO COMMON 453096208 45882 3247156 SH DEFINED 01 3247156 0 0 ***IMPERIAL TOBACCO GROUP PLC ADR 453142101 201 5058 SH DEFINED 01 5058 0 0 INAMED CORP COMMON 453235103 511 10636 SH DEFINED 01 10636 0 0 ***INCO LTD COMMON 453258402 1225 30770 SH DEFINED 01 30770 0 0 ***INCO LTD CBONDCNV 453258AM7 25759 23769000 SH DEFINED 01 23769000 0 0 INCO LTD CBONDCNV 453258AR6 3342 2000000 SH DEFINED 01 2000000 0 0 INCYTE CORPORATION COMMON 45337C102 126 18467 SH DEFINED 01 18467 0 0 INDEPENDENCE COMMUNITY BANK COMMON 453414104 837 23275 SH DEFINED 01 23275 0 0 INDEVUS PHARMACEUTICALS INC COMMON 454072109 124 21096 SH DEFINED 01 21096 0 0 INDYMAC BANCORP INC REIT 456607100 478 16061 SH DEFINED 01 16061 0 0 INERGY L P COMMON 456615103 4423 88718 SH DEFINED 01 0 0 88718 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 306 9261 SH DEFINED 01 9261 0 0 INFORMATICA CORPORATION COMMON 45666Q102 172 16745 SH DEFINED 01 16745 0 0 INFONET SERVICES CORP COMMON 45666T106 37 22018 SH DEFINED 01 22018 0 0 INFORMATION SCIENCE INC COMMON 456751106 0 13600 SH DEFINED 01 13600 0 0 INFOSPACE INC COMMON 45678T201 259 11273 SH DEFINED 01 11273 0 0 INFOTECHNOLOGY INC COMMON 456798107 0 22750 SH DEFINED 01 22750 0 0 INFOUSA INC NEW COMMON 456818301 78 10633 SH DEFINED 01 10633 0 0 INGENUUS CORP COMMON 456846104 4 872465 SH DEFINED 01 872465 0 0 INFORMATION RESOURCES INC COMMON 456905108 171 33400 SH DEFINED 01 33400 0 0 INNOVEX INC COMMON 457647105 143 10999 SH DEFINED 01 0 0 10999 INNOVET INC COMMON 45765P104 0 25600 SH DEFINED 01 25600 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 1535 81656 SH DEFINED 01 81656 0 0 INPUT/OUTPUT INC COMMON 457652105 63 14173 SH DEFINED 01 14173 0 0 INSIGHT COMMUNICATIONS INC COMMON 45768V108 113 10981 SH DEFINED 01 10981 0 0 INSTINET GROUP INC COMMON 457750107 84 16500 SH DEFINED 01 0 0 16500 INTEGRATED WASTE SERVICES INC COMMON 457952109 38 118940 SH DEFINED 01 118940 0 0 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 438 15300 SH DEFINED 01 15300 0 0 INTEGRATED ELECTRICAL SERVICES COMMON 45811E103 242 26219 SH DEFINED 01 26219 0 0 INTEGRATED CIRCUIT SYS INC COMMON 45811K208 466 16367 SH DEFINED 01 16367 0 0 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 721 41995 SH DEFINED 01 41995 0 0 ***INTEGRATED MICRO PRODUCTS COMMON 45812R996 0 98000 SH DEFINED 01 98000 0 0 INTEGRATED RESOURCES INC COMMON 458124104 279 5890 SH DEFINED 01 5890 0 0 ***WTS INTELCOM GROUP INC-B.C. WARRANT 45814F115 376 39600 SH DEFINED 01 39600 0 0 INTELIDATA TECHNOLOGIES CORP COMMON 45814T107 22 13527 SH DEFINED 01 13527 0 0 INTEL CORP COMMON 458140100 2102 65306 SH DEFINED 01 0 0 65306 INTEL CORP COMMON 458140100 86987 2701482 SH DEFINED 01 2701482 0 0 INTELOGIC TRACE INC NEW COMMON 45815W109 0 147773 SH DEFINED 01 147773 0 0 INTELLIGROUP INC COMMON 45816A106 163 28750 SH DEFINED 01 0 0 28750 INTERACTIVE DATA CORP COMMON 45840J107 244 14741 SH DEFINED 01 14741 0 0 ***INTERACTIVECORP COMMON 45840Q101 13807 404629 SH DEFINED 01 0 0 404629 WTS INTERACTIVECORP WARRANT 45840Q127 8679 203030 SH DEFINED 01 0 0 203030 INTERFACE INC-CL A COMMON 458665106 72 13167 SH DEFINED 01 13167 0 0 INTERGRAPH CORP COMMON 458683109 261 10932 SH DEFINED 01 10932 0 0 INTERMUNE INC COMMON 45884X103 707 30548 SH DEFINED 01 30548 0 0 INTERNAP NETWORK SVCS CORP COMMON 45885A102 244 99730 SH DEFINED 01 99730 0 0 INTEGRATED ALARM SVCS GROUP COMMON 45890M109 139 16400 SH DEFINED 01 16400 0 0 INTERNATIONAL BROADCASTING COMMON 459173209 2 39501 SH DEFINED 01 39501 0 0 INTERNATIONAL BUSINESS COMMON 459200101 578 6240 SH DEFINED 01 0 0 6240 INTERNATIONAL BUSINESS COMMON 459200101 44461 479733 SH DEFINED 01 479733 0 0 INTL CONSUMER BRANDS INC COMMON 459356101 0 20800 SH DEFINED 01 20800 0 0 INTL FLAVORS & FRAGRANCES INC COMMON 459506101 687 19675 SH DEFINED 01 19675 0 0 INTL GAMING MANAGEMENT INC COMMON 459548103 0 105100 SH DEFINED 01 105100 0 0 INTL GAME TECHNOLOGY COMMON 459902102 6404 179405 SH DEFINED 01 179405 0 0 INTERNATIONAL GAME TECHNOLOGY CBONDCNV 459902AL6 12 16000 SH DEFINED 01 16000 0 0 INTERNATIONAL PAPER CO COMMON 460146103 5334 123746 SH DEFINED 01 123746 0 0 INTERNATIONAL PAPER CO CBONDCNV 460146BM4 9403 17136000 SH DEFINED 01 17136000 0 0 INTERNATIONAL RECTIFIER CORP COMMON 460254105 1084 21948 SH DEFINED 01 21948 0 0 INTL RESEARCH & DEVELOPMENT COMMON 460263106 153 136796 SH DEFINED 01 136796 0 0 INTERNATIONAL SPEEDWAY CORP CLASS 460335201 503 11275 SH DEFINED 01 11275 0 0 INTERNATIONAL WIRELESS COMMON 46058G504 0 423014 SH DEFINED 01 423014 0 0 INTERPHARM HOLDINGS INC COMMON 460588106 47 10000 SH DEFINED 01 10000 0 0 ***INTERNET HOLDRS TR ADR 46059W102 14616 291219 SH DEFINED 01 291219 0 0 INTERNET ARCHITECTURE COMMON 46060A107 10911 303000 SH DEFINED 01 303000 0 0 INTERNET SEC SYS INC COMMON 46060X107 901 47866 SH DEFINED 01 47866 0 0 INTERSIL CORPORATION CL A COMMON 46069S109 319 12850 SH DEFINED 01 0 0 12850 INTERSIL CORPORATION CL A COMMON 46069S109 2887 116204 SH DEFINED 01 116204 0 0 INTERPUBLIC GROUP OF COS INC COMMON 460690100 1076 69009 SH DEFINED 01 69009 0 0 INTERPUBLIC GROUP COS INC CBONDCNV 460690AF7 15 16000 SH DEFINED 01 16000 0 0 INTERPUBLIC GROUP COS INC CBONDCNV 460690AJ9 5237 5677000 SH DEFINED 01 5677000 0 0 INTERPUBLIC GROUP COS INC CBONDCNV 460690AT7 10692 7000000 SH DEFINED 01 7000000 0 0 INTERSTATE BAKERIES CORP-DEL COMMON 46072H108 273 19198 SH DEFINED 01 19198 0 0 INTRADO INC COMMON 46117A100 242 11027 SH DEFINED 01 11027 0 0 INTUITIVE SURGICAL INC NEW COMMON 46120E602 204 11972 SH DEFINED 01 11972 0 0 INTUIT INC COMMON 461202103 7159 133186 SH DEFINED 01 0 0 133186 INVACARE CORP COMMON 461203101 353 8765 SH DEFINED 01 8765 0 0 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 328 20340 SH DEFINED 01 20340 0 0 INVESTORS FINANCIAL CORP-VA COMMON 46150T107 0 95471 SH DEFINED 01 95471 0 0 INVITROGEN CORP COMMON 46185R100 455 6500 SH DEFINED 01 0 0 6500 INVITROGEN CORP COMMON 46185R100 1392 19886 SH DEFINED 01 19886 0 0 INVISION TECHNOLOGIES INC COMMON 461851107 471 14049 SH DEFINED 01 14049 0 0 INVIVO CORP COMMON 461858102 219 10000 SH DEFINED 01 10000 0 0 INVESTORS FINANCIAL SERVICES COMMON 461915100 638 16623 SH DEFINED 01 16623 0 0 IOMEGA CORP COMMON 462030305 75 12543 SH DEFINED 01 12543 0 0 IONICA PLC COMMON 462213992 0 351712 SH DEFINED 01 351712 0 0 WTS IRIDIUM WORLD WARRANT 46268L111 537 4645 SH DEFINED 01 4645 0 0 IROQUOIS BRANDS LTD COMMON 463349100 0 16759 SH DEFINED 01 16759 0 0 I C ISAACS & CO INC COMMON 464192103 38 49769 SH DEFINED 01 49769 0 0 ***ISHARES INC COMMON 464286848 551 57250 SH DEFINED 01 0 0 57250 ***ISHARES INC COMMON 464286848 3888 403400 SH DEFINED 01 403400 0 0 ISHARES TRUST COMMON 464287101 12927 234488 SH DEFINED 01 234488 0 0 ISHARES TRUST COMMON 464287200 29060 261286 SH DEFINED 01 261286 0 0 ISHARES TRUST COMMON 464287309 2201 39595 SH DEFINED 01 39595 0 0 ISHARES TRUST COMMON 464287408 10029 178918 SH DEFINED 01 0 0 178918 ISHARES TR COMMON 464287473 5157 55281 SH DEFINED 01 55281 0 0 ISHARES TRUST COMMON 464287507 25995 224781 SH DEFINED 01 0 0 224781 ISHARES TR GOLDMAN SACHS COMMON 464287549 14708 320800 SH DEFINED 01 320800 0 0 ISHARES TR COMMON 464287556 11709 162750 SH DEFINED 01 162750 0 0 ISHARES TR COMMON 464287564 14893 140400 SH DEFINED 01 140400 0 0 ISHARES TRUST COMMON 464287580 1994 36000 SH DEFINED 01 36000 0 0 ISHARES TRUST COMMON 464287598 10210 174427 SH DEFINED 01 0 0 174427 ISHARES TRUST COMMON 464287606 17270 145500 SH DEFINED 01 145500 0 0 ISHARES TRUST COMMON 464287614 4680 100000 SH DEFINED 01 100000 0 0 ISHARES TRUST COMMON 464287630 34165 213003 SH DEFINED 01 213003 0 0 ISHARES TRUST COMMON 464287648 20282 342255 SH DEFINED 01 342255 0 0 ISHARES TRUST COMMON 464287655 58643 528683 SH DEFINED 01 0 0 528683 ISHARES TRUST COMMON 464287663 1208 15153 SH DEFINED 01 0 0 15153 ISHARES TRUST COMMON 464287689 7995 126988 SH DEFINED 01 126988 0 0 ISHARES TRUST COMMON 464287697 3904 67800 SH DEFINED 01 67800 0 0 ISHARES TRUST COMMON 464287705 2223 19325 SH DEFINED 01 0 0 19325 ISHARES TRUST COMMON 464287713 644 30000 SH DEFINED 01 0 0 30000 ISHARES TRUST COMMON 464287721 1401 28900 SH DEFINED 01 28900 0 0 ISHARES TRUST COMMON 464287739 31642 317350 SH DEFINED 01 0 0 317350 ISHARES TRUST COMMON 464287762 5797 100675 SH DEFINED 01 0 0 100675 ISHARES TRUST COMMON 464287770 2572 24500 SH DEFINED 01 0 0 24500 ISHARES TRUST COMMON 464287812 3187 66000 SH DEFINED 01 66000 0 0 ISHARES TRUST COMMON 464287879 6264 62300 SH DEFINED 01 62300 0 0 ISHARES TRUST COMMON 464287887 8872 100000 SH DEFINED 01 100000 0 0 ISIS PHARMACEUTICALS INC COMMON 464330109 79 12194 SH DEFINED 01 12194 0 0 I2 TECHNOLOGIES INC COMMON 465754109 28 16307 SH DEFINED 01 0 0 16307 ***IVANHOE MINES LTD COMMON 46579N103 227 28400 SH DEFINED 01 0 0 28400 IVAX CORP COMMON 465823102 1522 63773 SH DEFINED 01 63773 0 0 ***JDS UNIPHASE CORP COMMON 46612J101 2886 785453 SH DEFINED 01 0 0 785453 JLG INDUSTRIES INC COMMON 466210101 189 12417 SH DEFINED 01 12417 0 0 JPM INDUSTRIES INC-CL A CLASS 46624D100 0 1284289 SH DEFINED 01 1284289 0 0 ***J P MORGAN CHASE & CO COMMON 46625H100 946 25756 SH DEFINED 01 0 0 25756 ***J P MORGAN CHASE & CO COMMON 46625H100 352036 9584439 SH DEFINED 01 9584439 0 0 J2 GLOBAL COMMUNICATIONS INC COMMON 46626E205 770 31125 SH DEFINED 01 31125 0 0 JABIL CIRCUIT INC COMMON 466313103 1018 34254 SH DEFINED 01 34254 0 0 JACK IN THE BOX INC COMMON 466367109 215 10088 SH DEFINED 01 10088 0 0 JACOBS ENGINEERING GROUP INC COMMON 469814107 683 14232 SH DEFINED 01 14232 0 0 JACUZZI BRANDS INC COMMON 469865109 845 119209 SH DEFINED 01 119209 0 0 JANUS CAPITAL GROUP INC COMMON 47102X105 3591 218853 SH DEFINED 01 218853 0 0 JEFFERIES GROUP INC NEW COMMON 472319102 2026 61360 SH DEFINED 01 0 0 61360 JEFFERIES GROUP INC NEW COMMON 472319102 684 20734 SH DEFINED 01 20734 0 0 JEFFERSON NATIONAL BANK COMMON 474243102 0 36892 SH DEFINED 01 36892 0 0 JEFFERSON PILOT CORP COMMON 475070108 1028 20310 SH DEFINED 01 20310 0 0 JETBLUE AIRWAYS CORP COMMON 477143101 4281 157888 SH DEFINED 01 0 0 157888 JOHNSON & JOHNSON COMMON 478160104 685 13264 SH DEFINED 01 0 0 13264 JOHNSON & JOHNSON COMMON 478160104 37363 723267 SH DEFINED 01 723267 0 0 JOHNSON CONTROLS INC COMMON 478366107 1965 16923 SH DEFINED 01 16923 0 0 JONES APPAREL GROUP INC COMMON 480074103 1856 52520 SH DEFINED 01 0 0 52520 JONES APPAREL GRP INC /JONES CBONDCNV 480081AD0 8757 15850000 SH DEFINED 01 15850000 0 0 JONES PLUMBING SYSTEMS INC COMMON 480237106 5 11815 SH DEFINED 01 11815 0 0 JOURNAL COMPANY (THE) COMMON 481130102 204 11055 SH DEFINED 01 11055 0 0 JOY GLOBAL INC COMMON 481165108 1451 53780 SH DEFINED 01 0 0 53780 JUNIPER NETWORKS COMMON 48203R104 305 16377 SH DEFINED 01 0 0 16377 JUNIPER NETWORKS COMMON 48203R104 3604 192953 SH DEFINED 01 192953 0 0 KCS ENERGY INC COMMON 482434206 224 21317 SH DEFINED 01 21317 0 0 KFX INC COMMON 48245L107 176 23326 SH DEFINED 01 23326 0 0 KLA-TENCOR CORP COMMON 482480100 11464 194852 SH DEFINED 01 0 0 194852 K MART CORP COMMON 482584109 1 18800 SH DEFINED 01 18800 0 0 K-SWISS INC-CL A CLASS 482686102 434 18066 SH DEFINED 01 18066 0 0 K2 INC COMMON 482732104 264 17396 SH DEFINED 01 17396 0 0 KVH INDUSTRIES INC COMMON 482738101 404 14743 SH DEFINED 01 14743 0 0 K V PHARMACEUTICAL CO-CL B CLASS 482740107 1920 74112 SH DEFINED 01 0 0 74112 K V PHARMACEUTICAL CO-CL B CLASS 482740107 493 19040 SH DEFINED 01 19040 0 0 KANA SOFTWARE INC COMMON 483600300 84 16971 SH DEFINED 01 0 0 16971 KANEB PIPE LINE PARTNERS LP COMMON 484169107 254 4500 SH DEFINED 01 0 0 4500 KANSAS CITY SOUTHERN COMMON 485170302 256 17941 SH DEFINED 01 17941 0 0 KAY MERCHANDISING INTL LTD COMMON 486554108 5 10000 SH DEFINED 01 10000 0 0 KB HOME COMMON 48666K109 2026 27949 SH DEFINED 01 27949 0 0 KEANE INC COMMON 486665102 369 25270 SH DEFINED 01 25270 0 0 KELLOGG CO COMMON 487836108 2109 55398 SH DEFINED 01 55398 0 0 KELLWOOD CO COMMON 488044108 308 7535 SH DEFINED 01 7535 0 0 KELLY MOTORS LTD COMMON 488138108 11 22000 SH DEFINED 01 22000 0 0 KELLY SERVICES INC-CL A COMMON 488152208 1007 35315 SH DEFINED 01 0 0 35315 KELLY SERVICES INC-CL A COMMON 488152208 600 21036 SH DEFINED 01 21036 0 0 KEMET CORP COMMON 488360108 509 37190 SH DEFINED 01 37190 0 0 KENDALL SQUARE RESEARCH CORP COMMON 488789108 1 123327 SH DEFINED 01 123327 0 0 KENNAMETAL INC COMMON 489170100 850 21394 SH DEFINED 01 21394 0 0 KERR MCGEE CORP COMMON 492386107 599 12587 SH DEFINED 01 0 0 12587 KERR-MCGEE CORP CBONDCNV 492386AP2 27359 25811000 SH DEFINED 01 25811000 0 0 KEY ENERGY GROUP INC CBONDCNV 492914AF3 445 450000 SH DEFINED 01 450000 0 0 KILROY REALTY CORP REIT 49427F108 283 8038 SH DEFINED 01 8038 0 0 KIMBERLY CLARK CORP COMMON 494368103 4215 71345 SH DEFINED 01 71345 0 0 KINDER MORGAN ENERGY PARTNERS COMMON 494550106 2103 42700 SH DEFINED 01 0 0 42700 KINDER MORGAN ENERGY PARTNERS COMMON 494550106 8670 175972 SH DEFINED 01 175972 0 0 KING OF VIDEO INC COMMON 495564106 0 18000 SH DEFINED 01 18000 0 0 KING PHARMACEUTICALS INC COMMON 495582108 1599 104791 SH DEFINED 01 104791 0 0 ***KINROSS GOLD CORPORATION COMMON 496902206 566 70936 SH DEFINED 01 70936 0 0 KNIGHT-RIDDER INC COMMON 499040103 613 7926 SH DEFINED 01 7926 0 0 KNIGHT TRADING GROUP INC COMMON 499063105 459 31420 SH DEFINED 01 31420 0 0 KNIGHT TRANSPORTATION INC COMMON 499064103 314 12279 SH DEFINED 01 12279 0 0 KOHLS CORP COMMON 500255104 2545 55033 SH DEFINED 01 0 0 55033 WTS KOMAG INC WARRANT 500453139 159 22826 SH DEFINED 01 22826 0 0 ***KONINKLIJKE AHOLD NV ADR 500467303 171 22113 SH DEFINED 01 22113 0 0 KOPIN CORP COMMON 500600101 174 25935 SH DEFINED 01 25935 0 0 KOSAN BIOSCIENCES INC COMMON 50064W107 141 14345 SH DEFINED 01 14345 0 0 KORN FERRY INTL COMMON 500643200 226 16168 SH DEFINED 01 0 0 16168 KOS PHARMACEUTICALS INC COMMON 500648100 1274 29606 SH DEFINED 01 29606 0 0 KRAFT FOODS INC COMMON 50075N104 1381 41862 SH DEFINED 01 0 0 41862 KRISPY KREME DOUGHNUTS INC COMMON 501014104 791 21589 SH DEFINED 01 0 0 21589 KROGER CO COMMON 501044101 2806 147462 SH DEFINED 01 0 0 147462 KROLL INC COMMON 501049100 1339 51512 SH DEFINED 01 51512 0 0 KRONOS INC COMMON 501052104 427 10797 SH DEFINED 01 10797 0 0 KULICKE & SOFFA INDUSTRIES INC COMMON 501242101 278 19344 SH DEFINED 01 19344 0 0 LKQ CORPORATION COMMON 501889208 188 10498 SH DEFINED 01 10498 0 0 LSI LOGIC CORP COMMON 502161102 150 16925 SH DEFINED 01 0 0 16925 LSI LOGIC CORP COMMON 502161102 3946 444904 SH DEFINED 01 444904 0 0 LTC PROPERTIES INC PREFERED 502175508 1982 63200 SH DEFINED 01 63200 0 0 LTX CORP COMMON 502392103 386 25722 SH DEFINED 01 25722 0 0 L-3 COMMUNICATIONS HOLDINGS COMMON 502424104 119772 2329426 SH DEFINED 01 0 0 2329426 L-3 COMMUNICATIONS HOLDINGS COMMON 502424104 115257 2244098 SH DEFINED 01 0 0 2329426 L-3 COMMUNICATIONS HLDGS CBONDCNV 502424AB0 506 401000 SH DEFINED 01 401000 0 0 L-3 COMMUNICATIONS HLDGS CBONDCNV 502424AD6 35270 32247000 SH DEFINED 01 32247000 0 0 LA JOLLA PHARMACEUTICAL CO COMMON 503459109 59 13850 SH DEFINED 01 13850 0 0 LA QUINTA CORP COMMON 50419U202 400 62496 SH DEFINED 01 62496 0 0 LABONE INC COMMON 50540L105 315 9719 SH DEFINED 01 9719 0 0 LABORATORY CORP AMER HLDGS COMMON 50540R409 253 6853 SH DEFINED 01 6853 0 0 LABORATORY CORP AMER HLDGS CBONDCNV 50540RAC6 7112 10000000 SH DEFINED 01 10000000 0 0 LABOR READY INC NEW COMMON 505401208 319 24389 SH DEFINED 01 24389 0 0 LABRANCHE & CO INC COMMON 505447102 215 18482 SH DEFINED 01 18482 0 0 LAHINCH LEASING LTD COMMON 507990083 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990091 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990109 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990125 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990133 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990141 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990158 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990166 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990174 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990182 0 1036800 SH DEFINED 01 1036800 0 0 ***LAKE SHORE GOLD CORP COMMON 510728108 44 39500 SH DEFINED 01 39500 0 0 LAM RESEARCH CORP COMMON 512807108 242 7500 SH DEFINED 01 0 0 7500 LAM RESEARCH CORP COMMON 512807108 3693 114349 SH DEFINED 01 114349 0 0 LAMAR ADVERTISING CO-CL A COMMON 512815101 1064 28511 SH DEFINED 01 28511 0 0 LAMAR ADVERTISING CO CBONDCNV 512815AG6 252 246000 SH DEFINED 01 246000 0 0 LANCASTER COLONY CORP COMMON 513847103 318 7051 SH DEFINED 01 7051 0 0 LANDAMERICA FINANCIAL GROUP COMMON 514936103 273 5243 SH DEFINED 01 5243 0 0 LANDMARK COMMUNITY BANCORP INC COMMON 515057107 0 28412 SH DEFINED 01 28412 0 0 LANDSTAR SYSTEMS INC COMMON 515098101 509 13405 SH DEFINED 01 13405 0 0 LATTICE SEMICONDUCTOR CORP COMMON 518415104 465 48113 SH DEFINED 01 48113 0 0 ESTEE LAUDER COMPANIES INC COMMON 518439104 2167 54803 SH DEFINED 01 0 0 54803 LAWRENCE INSURANCE GROUP INC COMMON 520075102 6 67900 SH DEFINED 01 67900 0 0 LAWSON SOFTWARE INC COMMON 520780107 193 18908 SH DEFINED 01 0 0 18908 LEAPFROG ENTERPRISES INC COMMON 52186N106 3144 116510 SH DEFINED 01 0 0 116510 WTS LEAP WIRELESS INTL INC WARRANT 521863118 0 13872 SH DEFINED 01 13872 0 0 LEAR CORP COMMON 521865105 1981 31375 SH DEFINED 01 0 0 31375 LEAR CORP CBONDCNV 521865AG0 14487 27794000 SH DEFINED 01 27794000 0 0 LEE ENTERPRISES INC COMMON 523768109 391 8959 SH DEFINED 01 8959 0 0 LEE PHARMACEUTICALS INC COMMON 524038106 5 50000 SH DEFINED 01 50000 0 0 ***LEGAL & GENERAL GROUP PLC ADR 52463H103 178 19840 SH DEFINED 01 19840 0 0 LEGGETT & PLATT INC COMMON 524660107 1581 73112 SH DEFINED 01 73112 0 0 LEGG MASON INC COMMON 524901105 1193 15469 SH DEFINED 01 15469 0 0 LEGG MASON INC CBONDCNV 524901AG0 3175 5000000 SH DEFINED 01 5000000 0 0 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 7534 95221 SH DEFINED 01 0 0 95221 LBH "WFT YEELDS" COMMON 524908746 437 11625 SH DEFINED 01 11625 0 0 LBH "SPX SUNS 3" COMMON 524908779 361 37678 SH DEFINED 01 37678 0 0 ***LEGACY HOTELS REAL ESTATE COMMON 524919107 110 20000 SH DEFINED 01 20000 0 0 LEHMAN BROTHERS FIRST TRUST COMMON 525178109 725 45600 SH DEFINED 01 0 0 45600 LEHMAN BROTHERS FIRST TRUST COMMON 525178109 4182 262870 SH DEFINED 01 262870 0 0 LENNAR CORP COMMON 526057104 6464 67337 SH DEFINED 01 67337 0 0 LENNOX INTL INC COMMON 526107107 223 13385 SH DEFINED 01 13385 0 0 ***LEP GROUP PLC ADR 526689203 26 87697 SH DEFINED 01 87697 0 0 LEUCADIA NATIONAL CORP COMMON 527288104 642 13931 SH DEFINED 01 13931 0 0 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 2936 512145 SH DEFINED 01 0 0 512145 LEXAR MEDIA INC COMMON 52886P104 1377 79026 SH DEFINED 01 79026 0 0 LEXINGTON CORPORATE PROPERTIES REIT 529043101 210 10403 SH DEFINED 01 10403 0 0 LEXMARK INTERNATIONAL INC COMMON 529771107 1218 15493 SH DEFINED 01 15493 0 0 LIBERATE TECHNOLOGIES COMMON 530129105 42 13154 SH DEFINED 01 0 0 13154 LIBERTY MEDIA INC CBONDCNV 530715AR2 7455 7169000 SH DEFINED 01 7169000 0 0 LIBERTY MEDIA CORP COMMON 530718105 367 30934 SH DEFINED 01 0 0 30934 LIBERTY MEDIA CORP COMMON 530718105 38368 3226952 SH DEFINED 01 3226952 0 0 LIBERTY PROPERTY TRUST-SBI REIT 531172104 620 15952 SH DEFINED 01 15952 0 0 LIFEPOINT HOSPITALS INC COMMON 53219L109 528 17956 SH DEFINED 01 17956 0 0 LIGAND PHARMACEUTICALS INC COMMON 53220K207 1054 71770 SH DEFINED 01 71770 0 0 ELI LILLY & CO COMMON 532457108 1249 17762 SH DEFINED 01 0 0 17762 ELI LILLY & CO COMMON 532457108 17937 255042 SH DEFINED 01 255042 0 0 LIMITED BRANDS INC COMMON 532716107 1152 63936 SH DEFINED 01 63936 0 0 LIN TV CORP COMMON 532774106 319 12360 SH DEFINED 01 12360 0 0 LINCARE HOLDINGS INC COMMON 532791100 979 32625 SH DEFINED 01 0 0 32625 LINCARE HOLDINGS INC COMMON 532791100 1952 65004 SH DEFINED 01 65004 0 0 LINCOLN NATIONAL CORP-IND COMMON 534187109 1731 42879 SH DEFINED 01 42879 0 0 LINEAR TECHNOLOGY CORP COMMON 535678106 9172 218020 SH DEFINED 01 218020 0 0 LINENS N THINGS INC COMMON 535679104 507 16866 SH DEFINED 01 16866 0 0 LINK ENERGY LLC COMMON 535763106 15549 2303678 SH DEFINED 01 2303678 0 0 LIONBRIDGE TECHNOLOGIES INC COMMON 536252109 190 13867 SH DEFINED 01 0 0 13867 LITTELFUSE INC COMMON 537008104 225 7837 SH DEFINED 01 7837 0 0 LIZ CLAIBORNE INC COMMON 539320101 2094 59060 SH DEFINED 01 0 0 59060 LIZ CLAIBORNE INC COMMON 539320101 1698 47911 SH DEFINED 01 47911 0 0 LOCKHEED MARTIN CORP COMMON 539830109 5580 108225 SH DEFINED 01 0 0 108225 LOEWS CORP COMMON 540424108 1711 34619 SH DEFINED 01 34619 0 0 LOEWS CORP COMMON 540424207 423 16793 SH DEFINED 01 16793 0 0 LOEWS CORP SUB NOTE CBONDCNV 540424AL2 6794 7078000 SH DEFINED 01 7078000 0 0 LOGICVISION INC DEL COMMON 54140W107 157 35000 SH DEFINED 01 35000 0 0 LOMAS FINANCIAL CORP NEW COMMON 541535100 1 163892 SH DEFINED 01 163892 0 0 LONE STAR LIQUIDATING TRUST COMMON 54229R102 25 1153000 SH DEFINED 01 1153000 0 0 LONGS DRUG STORES CORP COMMON 543162101 768 25999 SH DEFINED 01 25999 0 0 LONGVIEW FIBRE CO COMMON 543213102 273 22110 SH DEFINED 01 22110 0 0 LOOKSMART LTD COMMON 543442107 27 17642 SH DEFINED 01 17642 0 0 LOUISIANA PACIFIC CORP COMMON 546347105 697 39018 SH DEFINED 01 39018 0 0 LOWES COMPANIES INC COMMON 548661107 4869 86442 SH DEFINED 01 0 0 86442 LUBRIZOL CORP COMMON 549271104 389 11978 SH DEFINED 01 11978 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 269 94886 SH DEFINED 01 0 0 94886 LUCENT TECHNOLOGIES INC COMMON 549463107 3291 1158967 SH DEFINED 01 1158967 0 0 LUCENT TECHNOLOGIES INC CBONDCNV 549463AH0 1594 1350000 SH DEFINED 01 1350000 0 0 LUMINANT WORLDWIDE CORP COMMON 550260103 0 84800 SH DEFINED 01 84800 0 0 LYONDELL CHEMICAL COMPANY COMMON 552078107 5890 343211 SH DEFINED 01 0 0 343211 M & T BANK CORP COMMON 55261F104 3530 35913 SH DEFINED 01 35913 0 0 MAF BANCORP INC COMMON 55261R108 346 8275 SH DEFINED 01 8275 0 0 MBIA INC COMMON 55262C100 1715 28957 SH DEFINED 01 28957 0 0 MBNA CORP COMMON 55262L100 5835 228634 SH DEFINED 01 0 0 228634 MB FINANCIAL INC COMMON 55264U108 209 5753 SH DEFINED 01 5753 0 0 MDU RESOURCES GROUP INC COMMON 552690109 882 36469 SH DEFINED 01 0 0 36469 MEI DIVERSIFIED INC COMMON 552712101 48 130800 SH DEFINED 01 130800 0 0 MFC DEVELOPMENT CORP COMMON 55272V106 41 33228 SH DEFINED 01 33228 0 0 MFA MORTGAGE INVESTMENTS INC COMMON 55272X102 133 13728 SH DEFINED 01 13728 0 0 MGIC INVESTMENT CORP-WISC COMMON 552848103 3392 59553 SH DEFINED 01 0 0 59553 MGI PHARMA INC COMMON 552880106 669 16280 SH DEFINED 01 16280 0 0 MGM MIRAGE COMMON 552953101 2916 77536 SH DEFINED 01 77536 0 0 M I SCHOTTENSTEIN HOMES INC COMMON 55305B101 437 11200 SH DEFINED 01 11200 0 0 MKS INSTRUMENTS INC COMMON 55306N104 512 17662 SH DEFINED 01 17662 0 0 MPS GROUP INC COMMON 553409103 393 42052 SH DEFINED 01 42052 0 0 MRV COMMUNICATIONS INC COMMON 553477100 144 33947 SH DEFINED 01 0 0 33947 MACDERMID INC COMMON 554273102 280 8183 SH DEFINED 01 8183 0 0 MACERICH CO REIT 554382101 649 14589 SH DEFINED 01 14589 0 0 MACK-CALI REALTY CORP REIT 554489104 487 11720 SH DEFINED 01 11720 0 0 MACROVISION CORP COMMON 555904101 545 24137 SH DEFINED 01 24137 0 0 MACROMEDIA INC COMMON 556100105 468 26289 SH DEFINED 01 26289 0 0 MAGELLAN MIDSTREAM PARTNERS LP COMMON 559080106 962 19240 SH DEFINED 01 0 0 19240 MAGELLAN MIDSTREAM PARTNERS LP COMMON 559080106 14125 282500 SH DEFINED 01 282500 0 0 ***MAGIC SOFTWARE ENTERPRISES COMMON 559166103 153 35025 SH DEFINED 01 35025 0 0 MAGMA DESIGN AUTOMATION INC COMMON 559181102 888 38078 SH DEFINED 01 38078 0 0 MAGNUM HUNTER RESOURCES INC COMMON 55972F203 157 16606 SH DEFINED 01 16606 0 0 MAGUIRE PROPERTIES INC COMMON 559775101 899 37016 SH DEFINED 01 37016 0 0 MALLARD COACH CO INC COMMON 561208109 0 129060 SH DEFINED 01 129060 0 0 ***MANDALAY RESORT GROUP COMMON 562567107 3574 79930 SH DEFINED 01 79930 0 0 MANHATTAN ASSOCIATES INC COMMON 562750109 264 9584 SH DEFINED 01 9584 0 0 ***MANDORIN GOLDFIELDS INC COMMON 562901108 2 23800 SH DEFINED 01 23800 0 0 MANITOWOC CO INC COMMON 563571108 239 7680 SH DEFINED 01 7680 0 0 MANOR CARE INC NEW COMMON 564055101 806 23324 SH DEFINED 01 23324 0 0 MANPOWER INC-WISC COMMON 56418H100 767 16307 SH DEFINED 01 16307 0 0 MANPOWER INC WIS CBONDCNV 56418HAC4 6607 9524000 SH DEFINED 01 9524000 0 0 MANUFACTURED HOMES INC-CL A COMMON 564685105 0 70576 SH DEFINED 01 70576 0 0 ***MANULIFE FINANCIAL CORP COMMON 56501R106 911 28206 SH DEFINED 01 0 0 28206 ***MANULIFE FINANCIAL CORP COMMON 56501R106 488 15125 SH DEFINED 01 15125 0 0 MANUGISTICS GROUP INC COMMON 565011103 94 15107 SH DEFINED 01 15107 0 0 MARATHON OIL CORP COMMON 565849106 1421 42944 SH DEFINED 01 42944 0 0 MAPLE LEAF LEASING 7 LTD COMMON 565990231 0 3861000 SH DEFINED 01 3861000 0 0 MAPLE LEAF LEASING 8 LTD COMMON 565990249 0 3684831 SH DEFINED 01 3684831 0 0 MAPLE LEAF LEASING 9 LTD COMMON 565990256 0 3926880 SH DEFINED 01 3926880 0 0 MAPLE LEAF LEASING 11 LTD COMMON 565990264 0 1101600 SH DEFINED 01 1101600 0 0 MAPLE LEAF LEASING 13 LTD COMMON 565990272 0 1101600 SH DEFINED 01 1101600 0 0 MARCHFIRST INC COMMON 566244109 1 1969900 SH DEFINED 01 1969900 0 0 MARINER HEALTH CARE INC COMMON 56845X108 285 12792 SH DEFINED 01 12792 0 0 WTS MARINER HEALTH CARE INC WARRANT 56845X116 23 34854 SH DEFINED 01 34854 0 0 MARSH & MCLENNAN COMPANIES INC COMMON 571748102 11973 250024 SH DEFINED 01 250024 0 0 MARSHALL & ILSLEY CORP COMMON 571834100 40765 1065770 SH DEFINED 01 1065770 0 0 MARRIOTT INTERNATIONAL INC NEW COMMON 571903202 2760 59757 SH DEFINED 01 59757 0 0 MARTEK BIOSCIENCES CORP COMMON 572901106 407 6277 SH DEFINED 01 6277 0 0 MARTIN MARIETTA MATERIALS INC COMMON 573284106 468 9977 SH DEFINED 01 9977 0 0 MASCO CORP COMMON 574599106 5045 184068 SH DEFINED 01 184068 0 0 MASCO CORP CBONDCNV 574599AW6 10937 25000000 SH DEFINED 01 25000000 0 0 MASSEY ENERGY CORP COMMON 576206106 1084 52124 SH DEFINED 01 52124 0 0 MATRIXONE INC COMMON 57685P304 109 17808 SH DEFINED 01 17808 0 0 MATTEL INC COMMON 577081102 1491 77134 SH DEFINED 01 0 0 77134 MATTHEWS INTERNATIONAL CORP COMMON 577128101 312 10559 SH DEFINED 01 10559 0 0 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 13387 268817 SH DEFINED 01 268817 0 0 MAXTOR CORP (NEW) COMMON 577729205 349 28417 SH DEFINED 01 0 0 28417 MAXCOM TELECOMUNICACIONES S A COMMON 57773A300 0 51000 SH DEFINED 01 51000 0 0 MAY DEPARTMENT STORES CO COMMON 577778103 601 20680 SH DEFINED 01 0 0 20680 MAY DEPARTMENT STORES CO COMMON 577778103 2190 75362 SH DEFINED 01 75362 0 0 ***MAXY GOLD CORP COMMON 57778C103 23 11250 SH DEFINED 01 11250 0 0 MAVERICK TUBE CORP COMMON 577914104 249 12973 SH DEFINED 01 12973 0 0 MAYTAG CORP COMMON 578592107 867 31161 SH DEFINED 01 31161 0 0 MCCORMICK & CO INC NON-VOTING COMMON 579780206 674 22402 SH DEFINED 01 22402 0 0 MCDATA CORP COMMON 580031201 381 39883 SH DEFINED 01 0 0 39883 MCDONALDS CORP COMMON 580135101 12667 507595 SH DEFINED 01 0 0 507595 MCGRAW HILL COMPANIES INC COMMON 580645109 2020 26966 SH DEFINED 01 0 0 26966 MCKESSON CORP COMMON 58155Q103 1363 42200 SH DEFINED 01 0 0 42200 MCLEODUSA INC COMMON 582266706 22 15193 SH DEFINED 01 15193 0 0 MEADOWBROOK INSURANCE GROUP COMMON 58319P108 211 50000 SH DEFINED 01 50000 0 0 MEADWESTVACO CORP COMMON 583334107 3293 110097 SH DEFINED 01 0 0 110097 MEDAREX INC COMMON 583916101 290 46538 SH DEFINED 01 0 0 46538 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1559 45488 SH DEFINED 01 0 0 45488 MEDGROUP INC-CALIF NEW COMMON 584364202 0 11927 SH DEFINED 01 11927 0 0 MEDIA GENERAL INC-CL A COMMON 584404107 313 4815 SH DEFINED 01 4815 0 0 MEDIA VISION TECHNOLOGY INC COMMON 58445H103 0 181604 SH DEFINED 01 181604 0 0 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 126 14336 SH DEFINED 01 0 0 14336 MEDICAL PROPERTIES INC REIT 58461M101 0 34366 SH DEFINED 01 34366 0 0 MEDICINES CO COMMON 584688105 306 10387 SH DEFINED 01 10387 0 0 MEDIMMUNE INC COMMON 584699102 320 12637 SH DEFINED 01 0 0 12637 MEDIMMUNE INC COMMON 584699102 6449 253913 SH DEFINED 01 253913 0 0 MEGAFOODS STORES INC COMMON 584951107 0 144855 SH DEFINED 01 144855 0 0 MEDTRONIC INC COMMON 585055106 239 4930 SH DEFINED 01 0 0 4930 MEDTRONIC INC COMMON 585055106 8129 167233 SH DEFINED 01 167233 0 0 MEDTRONIC INC COMMON 585055106 426 8768 SH DEFINED 01 8768 0 0 MELLON FINL CORP COMMON 58551A108 265 8275 SH DEFINED 01 0 0 8275 MELLON FINL CORP COMMON 58551A108 2437 75903 SH DEFINED 01 75903 0 0 MENS WEARHOUSE INC COMMON 587118100 268 10726 SH DEFINED 01 10726 0 0 MENTOR CORP-MINN COMMON 587188103 287 11960 SH DEFINED 01 11960 0 0 MENTOR GRAPHICS CORP COMMON 587200106 2469 169019 SH DEFINED 01 0 0 169019 MERCANTILE BANKSHARES CORP COMMON 587405101 1319 28959 SH DEFINED 01 28959 0 0 MERCER INSURANCE GROUP INC COMMON 587902107 496 39600 SH DEFINED 01 39600 0 0 MERCK & CO INC COMMON 589331107 580 12575 SH DEFINED 01 0 0 12575 MERCK & CO INC COMMON 589331107 26116 565286 SH DEFINED 01 565286 0 0 MERCURY INTERACTIVE CORP COMMON 589405109 2175 44720 SH DEFINED 01 44720 0 0 MEREDITH CORP COMMON 589433101 465 9530 SH DEFINED 01 9530 0 0 MERET INC COMMON 589493105 0 56744 SH DEFINED 01 56744 0 0 MERIDIAN RESOURCE CORP (THE) COMMON 58977Q109 174 29319 SH DEFINED 01 29319 0 0 MERISTAR HOSPITALITY CORP CBONDCNV 58984YAJ2 7613 6318000 SH DEFINED 01 6318000 0 0 MERISTAR HOSPITALITY CORP REIT 58984Y103 111 16182 SH DEFINED 01 0 0 16182 MERITAGE CORPORATION COMMON 59001A102 271 4090 SH DEFINED 01 4090 0 0 MERIX CORP COMMON 590049102 384 15658 SH DEFINED 01 15658 0 0 MERRILL LYNCH & CO INC COMMON 590188108 351 6000 SH DEFINED 01 0 0 6000 MERRILL LYNCH & CO INC COMMON 590188108 15958 272105 SH DEFINED 01 272105 0 0 MERRILL LYNCH & CO INC CBONDCNV 590188A73 10313 10000000 SH DEFINED 01 10000000 0 0 MERRIMACK BANCORP INC-MASS COMMON 590270104 37 91310 SH DEFINED 01 91310 0 0 MESA AIR GROUP INC COMMON 590479101 401 32073 SH DEFINED 01 32073 0 0 MESA OFFSHORE TRUST-UBI COMMON 590650107 0 16000 SH DEFINED 01 16000 0 0 METAL RECOVERY TECHNOLOGIES COMMON 591098108 0 10000 SH DEFINED 01 10000 0 0 ***METHANEX CORP COMMON 59151K108 191 17073 SH DEFINED 01 17073 0 0 METLIFE INC COMMON 59156R108 3057 90804 SH DEFINED 01 90804 0 0 ***WTS METRICOM INC WARRANT 591596135 4105 21895 SH DEFINED 01 21895 0 0 METRIS COMPANIES INC COMMON 591598107 255 57535 SH DEFINED 01 57535 0 0 METROCALL HOLDINGS INC COMMON 59164X105 1837 25175 SH DEFINED 01 25175 0 0 METROMEDIA FIBER NETWORK INC COMMON 591689104 1 152511 SH DEFINED 01 0 0 152511 METROPOLITAN FEDERAL BANK FSB COMMON 591911102 0 26800 SH DEFINED 01 26800 0 0 MICHAELS STORES INC COMMON 594087108 632 14307 SH DEFINED 01 14307 0 0 MICREL INC COMMON 594793101 525 33739 SH DEFINED 01 33739 0 0 MICROS SYSTEMS INC COMMON 594901100 339 7833 SH DEFINED 01 7833 0 0 MICROSOFT CORP COMMON 594918104 2031 73770 SH DEFINED 01 0 0 73770 MICROSOFT CORP COMMON 594918104 97893 3554610 SH DEFINED 01 3554610 0 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 9386 281384 SH DEFINED 01 281384 0 0 MICROMEDICAL DEVICES INC COMMON 595089103 0 10000 SH DEFINED 01 10000 0 0 MICROMUSE INC COMMON 595094103 704 102117 SH DEFINED 01 102117 0 0 MICRON TECHNOLOGY INC COMMON 595112103 57176 4242385 SH DEFINED 01 0 0 4242385 MICROSEMI CORP COMMON 595137100 254 10340 SH DEFINED 01 10340 0 0 MICROTUNE INC DEL COMMON 59514P109 25 10300 SH DEFINED 01 0 0 10300 MID ATLANTIC MEDICAL SERVICES COMMON 59523C107 1765 27219 SH DEFINED 01 27219 0 0 STANDARD & POORS MIDCAP 400 COMMON 595635103 8508 80722 SH DEFINED 01 0 0 80722 STANDARD & POORS MIDCAP 400 COMMON 595635103 16559 157109 SH DEFINED 01 157109 0 0 MIDWAY GAMES INC COMMON 598148104 207 53385 SH DEFINED 01 53385 0 0 MILACRON INC COMMON 598709103 45 11013 SH DEFINED 01 11013 0 0 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 308 16499 SH DEFINED 01 0 0 16499 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 5599 299897 SH DEFINED 01 299897 0 0 MILLENNIUM CHEMICALS INC ADR 599903101 4840 381743 SH DEFINED 01 381743 0 0 HERMAN MILLER INC COMMON 600544100 390 16095 SH DEFINED 01 16095 0 0 MILLIPORE CORP COMMON 601073109 244 5677 SH DEFINED 01 5677 0 0 MINDSPEED TECHNOLOGIES INC COMMON 602682106 83 12203 SH DEFINED 01 0 0 12203 MINDSPEED TECHNOLOGIES INC COMMON 602682106 258 37687 SH DEFINED 01 37687 0 0 MINE SAFETY APPLIANCES CO COMMON 602720104 316 3978 SH DEFINED 01 3978 0 0 MINERALS TECHNOLOGIES INC COMMON 603158106 566 9187 SH DEFINED 01 0 0 9187 MINISCRIBE CORP COMMON 603669102 0 17750 SH DEFINED 01 17750 0 0 MIPS TECHNOLOGIES INC COMMON 604567107 111 11029 SH DEFINED 01 0 0 11029 MIRANT CORP COMMON 604675108 966 2476900 SH DEFINED 01 0 0 2476900 ***MITSUBISHI TOKYO FINANCIAL ADR 606816106 313 40027 SH DEFINED 01 40027 0 0 MIZLOU COMMUNICATIONS CO INC COMMON 606910107 0 69900 SH DEFINED 01 69900 0 0 MODINE MANUFACTURING CO COMMON 607828100 328 12177 SH DEFINED 01 12177 0 0 MOHAWK INDUSTRIES INC COMMON 608190104 1036 14695 SH DEFINED 01 14695 0 0 MOLEX INC COMMON 608554101 1856 53217 SH DEFINED 01 53217 0 0 MOLEX INC-CL A CLASS 608554200 941 32059 SH DEFINED 01 32059 0 0 MONACO COACH CORP COMMON 60886R103 311 13099 SH DEFINED 01 13099 0 0 MONITERM CORP COMMON 609395108 0 64434 SH DEFINED 01 64434 0 0 MONSANTO CO COMMON 61166W101 876 30457 SH DEFINED 01 30457 0 0 MONSTER WORLDWIDE INC COMMON 611742107 1631 74282 SH DEFINED 01 74282 0 0 MONY GROUP INC COMMON 615337102 346 10573 SH DEFINED 01 0 0 10573 MOODYS CORP COMMON 615369105 1796 28164 SH DEFINED 01 0 0 28164 MOOG INC-CL A COMMON 615394202 1017 20600 SH DEFINED 01 0 0 20600 MOOG INC-CL A COMMON 615394202 489 9900 SH DEFINED 01 9900 0 0 ***MOORE WALLACE INC COMMON 615857109 15647 835400 SH DEFINED 01 835400 0 0 MORGAN STANLEY COMMON 61744M104 65 10000 SH DEFINED 01 10000 0 0 MORGAN STANLEY COMMON 617446448 8955 153710 SH DEFINED 01 0 0 153710 MORSE BOULGER INTL CORP COMMON 619027105 0 62550 SH DEFINED 01 62550 0 0 MOTOROLA INC COMMON 620076109 289 20550 SH DEFINED 01 0 0 20550 MOTOROLA INC COMMON 620076109 5925 421159 SH DEFINED 01 421159 0 0 MOTOROLA INC COMMON 620076208 234 4400 SH DEFINED 01 0 0 4400 MOVIE GALLERY INC COMMON 624581104 799 42785 SH DEFINED 01 0 0 42785 MOVIE GALLERY INC COMMON 624581104 380 20356 SH DEFINED 01 20356 0 0 MUELLER INDUSTRIES INC COMMON 624756102 466 13060 SH DEFINED 01 0 0 13060 MULTIMEDIA GAMES INC COMMON 625453105 779 18955 SH DEFINED 01 18955 0 0 MUNIYIELD NEW JERSEY INSURED COMMON 625921101 905 60100 SH DEFINED 01 0 0 60100 MUNIYIELD NEW JERSEY INSURED COMMON 625921101 406 26995 SH DEFINED 01 26995 0 0 MUNIHOLDINGS NEW YORK INSURED COMMON 625931100 463 32624 SH DEFINED 01 32624 0 0 MUNIHOLDINGS CALIFORNIA COMMON 625933106 145 10000 SH DEFINED 01 0 0 10000 MUNIHOLDINGS NEW JERSEY COMMON 625936109 654 45000 SH DEFINED 01 0 0 45000 MUNIHOLDINGS NEW JERSEY COMMON 625936109 351 24187 SH DEFINED 01 24187 0 0 MUNICIPAL HIGH INCOME FUND INC COMMON 626214100 147 18632 SH DEFINED 01 0 0 18632 MUNIENHANCED FUND INC COMMON 626243109 119 11100 SH DEFINED 01 11100 0 0 MUNIYIELD CALIFORNIA INSURED COMMON 62629L104 139 10000 SH DEFINED 01 0 0 10000 MUNIYIELD NEW JERSEY FUND INC COMMON 62630L101 536 37000 SH DEFINED 01 0 0 37000 MUNIYIELD NEW JERSEY FUND INC COMMON 62630L101 275 19029 SH DEFINED 01 19029 0 0 MUNIYIELD NEW YORK INSURED COMMON 626301105 574 38385 SH DEFINED 01 0 0 38385 MURPHY OIL CORP COMMON 626717102 1307 20015 SH DEFINED 01 20015 0 0 MURRAY UNITED DEVELOPMENT CORP COMMON 627189103 0 22000 SH DEFINED 01 22000 0 0 MYLAN LABORATORIES INC COMMON 628530107 2178 85916 SH DEFINED 01 0 0 85916 ***NBTY INC COMMON 628782104 418 15574 SH DEFINED 01 15574 0 0 NCR CORP NEW COMMON 62886E108 1302 33564 SH DEFINED 01 0 0 33564 NCT GROUP INC COMMON 62888Q109 147 3680500 SH DEFINED 01 3680500 0 0 NESB CORP COMMON 628914103 0 122566 SH DEFINED 01 122566 0 0 NII HOLDINGS INC COMMON 62913F201 227 3046 SH DEFINED 01 3046 0 0 NIC INC COMMON 62914B100 80 10000 SH DEFINED 01 0 0 10000 NIC INC COMMON 62914B100 247 30814 SH DEFINED 01 30814 0 0 NMS COMMUNICATIONS CORP COMMON 629248105 83 13313 SH DEFINED 01 13313 0 0 NPS PHAMACEUTICALS INC COMMON 62936P103 3408 110889 SH DEFINED 01 110889 0 0 NTL INC DEL COMMON 62940M104 2682 38460 SH DEFINED 01 38460 0 0 NTL EUROPE INC COMMON 62940R103 0 44084 SH DEFINED 01 44084 0 0 NVR INC COMMON 62944T105 213 458 SH DEFINED 01 458 0 0 NVE CORPORATION COMMON 629445206 421 8210 SH DEFINED 01 0 0 8210 NABI BIOPHARMACEUTICALS COMMON 629519109 241 19004 SH DEFINED 01 19004 0 0 NACCO INDUSTRIES INC-CL A CLASS 629579103 256 2864 SH DEFINED 01 2864 0 0 NAHAMA & WEAGANT ENERGY CO NEW COMMON 629775206 0 20000 SH DEFINED 01 20000 0 0 ***WTS NAKORNTHAI STRIP ML PUB WARRANT 629844119 0 7913655 SH DEFINED 01 7913655 0 0 NARA BANCORP INC COMMON 63080P105 216 7946 SH DEFINED 01 7946 0 0 NASDAQ 100 SHARES COMMON 631100104 1634 44834 SH DEFINED 01 0 0 44834 NASDAQ 100 SHARES COMMON 631100104 626524 17183899 SH DEFINED 01 17183899 0 0 ***NATIONAL AUSTRALIA BANK LTD PREFCONV 632525309 2891 75700 SH DEFINED 01 75700 0 0 NATIONAL CITY CORP COMMON 635405103 3842 112917 SH DEFINED 01 0 0 112917 NATIONAL COMMERCE FINANCIAL COMMON 63545P104 727 26650 SH DEFINED 01 0 0 26650 NATIONAL COMMERCE FINANCIAL COMMON 63545P104 1128 41362 SH DEFINED 01 41362 0 0 NATIONAL FUEL GAS CO COMMON 636180101 489 20041 SH DEFINED 01 20041 0 0 NATIONAL INSTRUMENTS CORP COMMON 636518102 605 13325 SH DEFINED 01 13325 0 0 NATIONAL-OILWELL INC COMMON 637071101 901 40320 SH DEFINED 01 40320 0 0 NATIONAL SEMICONDUCTOR COMMON 637640103 5282 134051 SH DEFINED 01 134051 0 0 NATIONWIDE HEALTH PROPERTIES REIT 638620104 280 14339 SH DEFINED 01 14339 0 0 NATIONWIDE LEGAL SERVICES INC COMMON 638654103 0 12300 SH DEFINED 01 12300 0 0 NAUTILUS GROUP INC COMMON 63910B102 364 21935 SH DEFINED 01 0 0 21935 NAVISTAR INTERNATIONAL CORP COMMON 63934E108 1368 28112 SH DEFINED 01 0 0 28112 NAVIGANT CONSULTING INC COMMON 63935N107 213 11304 SH DEFINED 01 11304 0 0 NDCHEALTH CORP COMMON 639480102 1302 50845 SH DEFINED 01 0 0 50845 NDCHEALTH CORP COMMON 639480102 612 23891 SH DEFINED 01 23891 0 0 NEIGHBORCARE INC COMMON 64015Y104 1426 72241 SH DEFINED 01 72241 0 0 NEIMAN-MARCUS GROUP INC COMMON 640204202 523 9750 SH DEFINED 01 9750 0 0 NEKTAR THERAPEUTICS COMMON 640268108 236 14392 SH DEFINED 01 0 0 14392 NELNET INC COMMON 64031N108 470 21000 SH DEFINED 01 21000 0 0 NEOMAGIC CORP COMMON 640497103 61 22400 SH DEFINED 01 22400 0 0 NET.BANK INC COMMON 640933107 160 12052 SH DEFINED 01 12052 0 0 NETWORKS ASSOCIATES INC COMMON 640938106 2170 144305 SH DEFINED 01 144305 0 0 ***NESTLE SA-SPONSORED ADR ADR 641069406 280 4494 SH DEFINED 01 4494 0 0 NET2PHONE INC COMMON 64108N106 104 13318 SH DEFINED 01 0 0 13318 NETFLIX COM INC COMMON 64110L106 1169 21150 SH DEFINED 01 0 0 21150 NETEGRITY INC COMMON 64110P107 342 33200 SH DEFINED 01 33200 0 0 ***NETEASE.COM INC ADR 64110W102 453 12293 SH DEFINED 01 12293 0 0 NETCURRENTS INFORMATION SVCS COMMON 64111M103 0 10000 SH DEFINED 01 10000 0 0 NETGEAR INC COMMON 64111Q104 219 13700 SH DEFINED 01 0 0 13700 NETGEAR INC COMMON 64111Q104 1987 124277 SH DEFINED 01 124277 0 0 NETIQ CORP COMMON 64115P102 841 63491 SH DEFINED 01 63491 0 0 NETIQ CORP COMMON 64115P102 1051 79331 SH DEFINED 01 79331 0 0 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 1373 55495 SH DEFINED 01 55495 0 0 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 579 23407 SH DEFINED 01 23407 0 0 NETWORK APPLIANCE INC COMMON 64120L104 111292 5420989 SH DEFINED 01 0 0 5420989 NETWORK APPLIANCE INC COMMON 64120L104 112347 5472357 SH DEFINED 01 5472357 0 0 NETWORK EQUIPMENT TECHNOLOGIES COMMON 641208103 226 20591 SH DEFINED 01 20591 0 0 NETWORK ENGINES INC COMMON 64121A107 58 13333 SH DEFINED 01 13333 0 0 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 278 5115 SH DEFINED 01 5115 0 0 NEW AMERICAN SHOE CO COMMON 641890108 22 10100 SH DEFINED 01 10100 0 0 ***NEUBERGER BERMAN REAL EST COMMON 64190A103 422 23350 SH DEFINED 01 0 0 23350 NEW CENTURY FINANCIAL CORP COMMON 64352D101 2948 74338 SH DEFINED 01 74338 0 0 NEW FOCUS INC COMMON 644383101 83 16567 SH DEFINED 01 16567 0 0 NEW FOCUS INC COMMON 644383101 691 137652 SH DEFINED 01 137652 0 0 NEW HAMPSHIRE SAVINGS BANK COMMON 644670101 4 117438 SH DEFINED 01 117438 0 0 NEW JERSEY RESOURCES CORP COMMON 646025106 297 7732 SH DEFINED 01 7732 0 0 NEW PLAN EXCEL REALTY TRUST REIT 648053106 542 21996 SH DEFINED 01 21996 0 0 NEW VISIONS ENTERTAINMENT CORP COMMON 649098100 0 35500 SH DEFINED 01 35500 0 0 NEW YORK COMMUNITY BANCORP INC COMMON 649445103 2645 68023 SH DEFINED 01 0 0 68023 NEW YORK TELECOMPUTING & COMMON 650097108 0 10000 SH DEFINED 01 10000 0 0 NEW YORK TIMES CO-CL A CLASS 650111107 948 19027 SH DEFINED 01 0 0 19027 NEWCASTLE INVESTMENT CORP COMMON 65105M108 203 7523 SH DEFINED 01 7523 0 0 NEWELL RUBBERMAID INC COMMON 651229106 3184 134875 SH DEFINED 01 0 0 134875 NEWHALL LAND & FARMING CO-CAL COMMON 651426108 4203 104100 SH DEFINED 01 104100 0 0 NEWMONT MINING CORP COMMON 651639106 14836 302288 SH DEFINED 01 0 0 302288 NEWPARK RESOURCES INC NEW COMMON 651718504 11615 2424884 SH DEFINED 01 2424884 0 0 NEWPORT CORP COMMON 651824104 524 24324 SH DEFINED 01 0 0 24324 ***NEWS CORP LTD-SPONSORED ADR ADR 652487802 841 26593 SH DEFINED 01 0 0 26593 NEXTERA ENTERPRISES INC COMMON 65332E101 45 116020 SH DEFINED 01 116020 0 0 NEXTWAVE TELECOM INC-CL B COMMON 65332M103 490 153428 SH DEFINED 01 153428 0 0 NEXTEL COMMUNICATIONS INC-CL A COMMON 65332V103 865 30840 SH DEFINED 01 0 0 30840 NEXTEL COMMUNICATIONS INC-CL A COMMON 65332V103 18006 641725 SH DEFINED 01 641725 0 0 NEXTEL PARTNERS INC COMMON 65333F107 197 12674 SH DEFINED 01 0 0 12674 NEXSTAR BROADCASTING GROUP INC COMMON 65336K103 268 18550 SH DEFINED 01 0 0 18550 NIKE INC-CL B CLASS 654106103 6300 92031 SH DEFINED 01 92031 0 0 NIMSLO TECHNOLOGY INC COMMON 65439Q106 0 50400 SH DEFINED 01 50400 0 0 99 CENTS ONLY STORES COMMON 65440K106 221 8132 SH DEFINED 01 0 0 8132 99 CENTS ONLY STORES COMMON 65440K106 414 15233 SH DEFINED 01 15233 0 0 ***NIPPON TELEGRAPH & ADR 654624105 254 8364 SH DEFINED 01 0 0 8364 NISOURCE INC COMMON 65473P105 645 29426 SH DEFINED 01 29426 0 0 ***NOKIA CORP-SPONSORED ADR ADR 654902204 478 28150 SH DEFINED 01 0 0 28150 ***NOKIA CORP-SPONSORED ADR ADR 654902204 6379 375276 SH DEFINED 01 375276 0 0 NO WONDER INC COMMON 654990159 0 65000 SH DEFINED 01 0 0 65000 NOBLE ENERGY INC COMMON 655044105 541 12180 SH DEFINED 01 12180 0 0 NOEL GROUP INC COMMON 655260107 0 25000 SH DEFINED 01 25000 0 0 NOEL GROUP INC COMMON 655260305 0 590395 SH DEFINED 01 590395 0 0 NOEL LIQUIDATING TR COMMON 655266104 0 590395 SH DEFINED 01 590395 0 0 NOMAS CORP NEV COMMON 65531N100 0 75375 SH DEFINED 01 75375 0 0 ***NOMURA HLDGS INC ADR 65535H208 223 13197 SH DEFINED 01 13197 0 0 NORDSON CORP COMMON 655663102 438 12691 SH DEFINED 01 12691 0 0 NORDSTROM INC COMMON 655664100 601 17540 SH DEFINED 01 17540 0 0 NORFOLK SOUTHERN CORP COMMON 655844108 1737 73483 SH DEFINED 01 73483 0 0 ***NORTEL NETWORKS CORP COMMON 656568102 283 67138 SH DEFINED 01 0 0 67138 ***NORTEL NETWORKS CORP COMMON 656568102 1015 240036 SH DEFINED 01 240036 0 0 ***NORTEL NETWORKS CORP COMMON 656568102 188 44350 SH DEFINED 01 44350 0 0 NORTH AMERICAN RECYCLING COMMON 657077103 0 88000 SH DEFINED 01 88000 0 0 NORTH FORK BANCORPORATION INC COMMON 659424105 796 19672 SH DEFINED 01 19672 0 0 NORTHEAST UTILITIES COMMON 664397106 1404 69609 SH DEFINED 01 69609 0 0 NORTHERN BORDER PARTNERS LP COMMON 664785102 360 9175 SH DEFINED 01 0 0 9175 NORTHERN BORDER PARTNERS LP COMMON 664785102 1370 34887 SH DEFINED 01 34887 0 0 NORTHERN TRUST CORP COMMON 665859104 1684 34782 SH DEFINED 01 0 0 34782 NORTHROP GRUMMAN CORP COMMON 666807102 3103 30986 SH DEFINED 01 0 0 30986 NORTHWEST AIRLINES CORP CLASS 667280101 381 30248 SH DEFINED 01 30248 0 0 NORTHWEST NATURAL GAS CO COMMON 667655104 237 7732 SH DEFINED 01 7732 0 0 ***NOVARTIS AG-SPONSORED ADR ADR 66987V109 211 4615 SH DEFINED 01 4615 0 0 NOVASTAR FINANCIAL INC COMMON 669947400 1614 37571 SH DEFINED 01 37571 0 0 NUANCE COMMUNICATIONS INC COMMON 669967101 305990 40051 SH DEFINED 01 40051 0 0 NOVELL INC COMMON 670006105 3416 321729 SH DEFINED 01 0 0 321729 NOVELLUS SYSTEMS INC COMMON 670008101 5637 134066 SH DEFINED 01 134066 0 0 NSTAR COMMON 67019E107 507 10472 SH DEFINED 01 10472 0 0 NUCOR CORP COMMON 670346105 800 14287 SH DEFINED 01 14287 0 0 NUEVO ENERGY CO COMMON 670509108 314 13022 SH DEFINED 01 13022 0 0 NUMEREX CORP-PA CL A COMMON 67053A102 153 40500 SH DEFINED 01 40500 0 0 NUMERICA FINANCIAL CORP COMMON 67053K100 0 84064 SH DEFINED 01 84064 0 0 NUVEEN PREMIUM INCOME COMMON 6706K4105 232 18308 SH DEFINED 01 0 0 18308 NUVEEN NEW YORK PERFORMANCE COMMON 67062R104 268 16000 SH DEFINED 01 16000 0 0 NUVEEN NEW YORK INVESTMENT COMMON 67062X101 322 19335 SH DEFINED 01 0 0 19335 NVIDIA CORP COMMON 67066G104 5943 254616 SH DEFINED 01 0 0 254616 NUTRITION 21 INC COMMON 67069V108 29 37300 SH DEFINED 01 37300 0 0 NUVELO INC COMMON 67072M103 47 13710 SH DEFINED 01 13710 0 0 O CHARLEYS INC COMMON 670823103 322 17976 SH DEFINED 01 17976 0 0 OGE ENERGY CORP COMMON 670837103 601 24859 SH DEFINED 01 24859 0 0 OM GROUP INC COMMON 670872100 1236 46227 SH DEFINED 01 0 0 46227 NUVEEN MUNICIPAL VALUE FUND COMMON 670928100 93 10000 SH DEFINED 01 0 0 10000 NUVEEN FLORIDA INVESTMENT COMMON 670970102 290 14800 SH DEFINED 01 14800 0 0 NUVEEN NEW JERSEY INVESTMENT COMMON 670971100 3413 214162 SH DEFINED 01 0 0 214162 NUVEEN NEW YORK SELECT QUALITY COMMON 670976109 378 13400 SH DEFINED 01 0 0 13400 NUVEEN FLORIDA QUALITY INCOME COMMON 670978105 388 24000 SH DEFINED 01 24000 0 0 NUVEEN NEW JERSEY PREMIUM COMMON 67101N106 572 35200 SH DEFINED 01 0 0 35200 NUVEEN NEW JERSEY PREMIUM COMMON 67101N106 349 21509 SH DEFINED 01 21509 0 0 NUVEEN INSURED NEW YORK PREM- COMMON 67101R107 442 27500 SH DEFINED 01 27500 0 0 NUVEEN INSURED FLORIDA PREMIUM COMMON 67101V108 205 12000 SH DEFINED 01 12000 0 0 WTS O SULLIVAN INDUSTRIES INC WARRANT 67104R112 187 18775 SH DEFINED 01 18775 0 0 OSI PHARMACEUTICALS INC COMMON 671040103 2049 63637 SH DEFINED 01 63637 0 0 OCCIDENTAL PETE CORP COMMON 674599105 4321 101690 SH DEFINED 01 0 0 101690 OCWEN FINANCIAL CORP COMMON 675746101 271 30648 SH DEFINED 01 30648 0 0 ODYSSEY HEALTHCARE INC COMMON 67611V101 310 10625 SH DEFINED 01 10625 0 0 OFFICE DEPOT INC COMMON 676220106 624 37402 SH DEFINED 01 0 0 37402 OFFICE DEPOT INC COMMON 676220106 3282 196421 SH DEFINED 01 196421 0 0 OFFICE PRODUCTS OF AMERICA INC CLASS 676221104 0 42500 SH DEFINED 01 42500 0 0 OHIO CASUALTY CORP COMMON 677240103 900 51880 SH DEFINED 01 51880 0 0 OIL SVC HOLDRS TR COMMON 678002106 12865 207500 SH DEFINED 01 207500 0 0 OLD REPUBLIC INTL CORP COMMON 680223104 1479 58350 SH DEFINED 01 58350 0 0 OLIN CORP NEW COMMON 680665205 869 41976 SH DEFINED 01 0 0 41976 OLIVERS STORES INC COMMON 681002101 0 20050 SH DEFINED 01 20050 0 0 OMNICARE INC COMMON 681904108 302 7500 SH DEFINED 01 0 0 7500 OMNICARE INC COMMON 681904108 941 23310 SH DEFINED 01 23310 0 0 OMNICOM GROUP INC COMMON 681919106 3776 42243 SH DEFINED 01 0 0 42243 OMNICOM GROUP INC CBONDCNV 681919AK2 37270 36856000 SH DEFINED 01 36856000 0 0 OMEGA HEALTHCARE INVESTORS INC REIT 681936100 144 15437 SH DEFINED 01 15437 0 0 OMNI INTERNATIONAL TRADING INC COMMON 682108105 0 18500 SH DEFINED 01 18500 0 0 OMNITEC INC COMMON 682124102 1 15100 SH DEFINED 01 15100 0 0 OMNIVISION TECHNOLOGIES INC COMMON 682128103 500 9050 SH DEFINED 01 0 0 9050 OMNIVISION TECHNOLOGIES INC COMMON 682128103 409 7418 SH DEFINED 01 7418 0 0 OMNOVA SOLUTIONS INC COMMON 682129101 53 11206 SH DEFINED 01 11206 0 0 OMNICELL INC COMMON 68213N109 198 12230 SH DEFINED 01 12230 0 0 ON ASSIGNMENT INC COMMON 682159108 55 10601 SH DEFINED 01 0 0 10601 ON SEMICONDUCTOR CORP COMMON 682189105 157 23356 SH DEFINED 01 23356 0 0 ONEOK INC NEW COMMON 682680103 1313 59475 SH DEFINED 01 0 0 59475 ONEOK INC NEW COMMON 682680103 793 35915 SH DEFINED 01 35915 0 0 ONGARD SYSTEMS INC COMMON 682727102 2 10000 SH DEFINED 01 10000 0 0 ONVIA.COM INC COMMON 68338T403 32480 7000 SH DEFINED 01 7000 0 0 ONYX PHARMACEUTICALS INC COMMON 683399109 230 8157 SH DEFINED 01 8157 0 0 OPENWAVE SYSTEMS INC COMMON 683718308 558 50344 SH DEFINED 01 0 0 50344 OPLINK COMMUNICATIONS INC COMMON 68375Q106 59 25000 SH DEFINED 01 0 0 25000 OPLINK COMMUNICATIONS INC COMMON 68375Q106 57 24082 SH DEFINED 01 24082 0 0 OPSWARE INC COMMON 68383A101 89 12044 SH DEFINED 01 12044 0 0 ORACLE CORP COMMON 68389X105 304 23070 SH DEFINED 01 0 0 23070 ORACLE CORP COMMON 68389X105 25986 1968660 SH DEFINED 01 1968660 0 0 OPTO MECHANIK INC COMMON 683891105 0 22335 SH DEFINED 01 22335 0 0 ORBITTRAVEL.COM CORP COMMON 68556V106 0 10133 SH DEFINED 01 10133 0 0 ORBITAL SCIENCES CORP COMMON 685564106 566 45218 SH DEFINED 01 0 0 45218 ORBITRON CAPITAL CORP NEW COMMON 685566309 5 184174 SH DEFINED 01 184174 0 0 ORGANOGENESIS INC COMMON 685906109 0 35002 SH DEFINED 01 35002 0 0 OREGON STEEL MILLS INC COMMON 686079104 1120 192800 SH DEFINED 01 192800 0 0 O REILLY AUTOMOTIVE INC COMMON 686091109 568 14172 SH DEFINED 01 0 0 14172 ORIGEN FINANCIAL INC COMMON 68619E109 5250 525001 SH DEFINED 01 525001 0 0 ORTHODONTIC CENTERS OF AMERICA COMMON 68750P103 131 16347 SH DEFINED 01 16347 0 0 OSHKOSH TRUCK CORP CLASS 688239201 452 8866 SH DEFINED 01 8866 0 0 OUTBACK STEAKHOUSE INC COMMON 689899102 1083 24516 SH DEFINED 01 24516 0 0 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 475 13961 SH DEFINED 01 13961 0 0 OWENS & MINOR INC HOLDING CO COMMON 690732102 230 10533 SH DEFINED 01 10533 0 0 OWENS ILLINOIS INC NEW COMMON 690768403 691 58162 SH DEFINED 01 58162 0 0 OXFORD HEALTH PLANS INC COMMON 691471106 1591 36303 SH DEFINED 01 0 0 36303 OXFORD INDUSTRIES INC COMMON 691497309 293 8670 SH DEFINED 01 8670 0 0 PC-TEL INC COMMON 69325Q105 193 12256 SH DEFINED 01 0 0 12256 PG&E CORP COMMON 69331C108 6697 240521 SH DEFINED 01 0 0 240521 PF CHANGS CHINA BISTRO INC COMMON 69333Y108 413 8125 SH DEFINED 01 8125 0 0 PMC-SIERRA INC COMMON 69344F106 904 44909 SH DEFINED 01 44909 0 0 PMI GROUP INC COMMON 69344M101 893 23268 SH DEFINED 01 0 0 23268 PNC FINANCIAL SVCS GROUP INC COMMON 693475105 3565 65144 SH DEFINED 01 65144 0 0 PNM RESOURCES INC COMMON 69349H107 1173 41745 SH DEFINED 01 0 0 41745 PNM RESOURCES INC COMMON 69349H107 932 33181 SH DEFINED 01 33181 0 0 PPG INDUSTRIES INC COMMON 693506107 4367 67400 SH DEFINED 01 0 0 67400 PPL CORPORATION COMMON 69351T106 920 21049 SH DEFINED 01 21049 0 0 PRG SCHULTZ INTERNATIONAL INC COMMON 69357C107 122 25005 SH DEFINED 01 25005 0 0 PSS WORLD MEDICAL INC COMMON 69366A100 234 19429 SH DEFINED 01 19429 0 0 PTEK HOLDINGS INC COMMON 69366M104 97 11023 SH DEFINED 01 11023 0 0 PACCAR INC COMMON 693718108 4941 58058 SH DEFINED 01 58058 0 0 PACESETTER BUSINESS PROPERTIES COMMON 69373E103 0 16046 SH DEFINED 01 16046 0 0 PACESETTER HOMES INC COMMON 69373G108 0 21000 SH DEFINED 01 21000 0 0 PACER INTERNATIONAL INC TENN COMMON 69373H106 300 14870 SH DEFINED 01 14870 0 0 PACIFIC CAPITAL BANCORP COMMON 69404P101 297 8086 SH DEFINED 01 8086 0 0 PACIFIC CREST CAPITAL INC COMMON 694166109 1255 48579 SH DEFINED 01 48579 0 0 ***PACIFIC ENERGY PARTNERS L P COMMON 69422R105 4959 168600 SH DEFINED 01 0 0 168600 ***PACIFIC ENGINEERED COMMON 69423D105 0 70900 SH DEFINED 01 70900 0 0 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 495 23441 SH DEFINED 01 23441 0 0 PACIFICAMERICA MONEY CENTER COMMON 694935107 0 21000 SH DEFINED 01 21000 0 0 PACIFICARE HEALTH SYSTEMS INC CLASS 695112102 12765 188832 SH DEFINED 01 188832 0 0 PACKAGING CORP AMER COMMON 695156109 465 21312 SH DEFINED 01 21312 0 0 PACTIV CORP COMMON 695257105 846 35417 SH DEFINED 01 35417 0 0 PAIN SUPPRESSION LABS INC COMMON 695624106 0 13700 SH DEFINED 01 13700 0 0 PALATIN TECHNOLOGIES INC NEW COMMON 696077304 218 85588 SH DEFINED 01 0 0 85588 PALL CORP COMMON 696429307 770 28707 SH DEFINED 01 28707 0 0 PALMONE INC COMMON 69713P107 364 30987 SH DEFINED 01 30987 0 0 PAN AM CORP COMMON 697757102 0 24846 SH DEFINED 01 24846 0 0 PANAMSAT CORP NEW COMMON 697933109 1466 68038 SH DEFINED 01 68038 0 0 PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 479 10071 SH DEFINED 01 10071 0 0 PANERA BREAD CO CL A COMMON 69840W108 1511 38244 SH DEFINED 01 38244 0 0 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 352 89469 SH DEFINED 01 89469 0 0 PARKPLACE ENTERTAINMENT CORP COMMON 700690100 772 71362 SH DEFINED 01 71362 0 0 PARKER DRILLING CO COMMON 701081101 88 28762 SH DEFINED 01 0 0 28762 PARKER DRILLING CORP CBONDCNV 701081AD3 7229 7275000 SH DEFINED 01 7275000 0 0 PARKER HANNIFIN CORP COMMON 701094104 1829 29996 SH DEFINED 01 0 0 29996 PATHE COMMUNICATIONS CORP COMMON 703193102 0 14300 SH DEFINED 01 14300 0 0 PATINA OIL & GAS CORP COMMON 703224105 442 9036 SH DEFINED 01 9036 0 0 PATTERSON DENTAL CO COMMON 703412106 3627 56532 SH DEFINED 01 56532 0 0 PATTERSON-UTI ENERGY INC COMMON 703481101 2648 80441 SH DEFINED 01 80441 0 0 PAYCHEX INC COMMON 704326107 7361 196738 SH DEFINED 01 0 0 196738 PAYLESS SHOESOURCE INC COMMON 704379106 392 29254 SH DEFINED 01 29254 0 0 PEABODY ENERGY CORPORATION COMMON 704549104 246 5288 SH DEFINED 01 0 0 5288 PEABODY ENERGY CORPORATION COMMON 704549104 428244 10267169 SH DEFINED 01 10267169 0 5288 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 2222 40350 SH DEFINED 01 0 0 40350 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 950 17248 SH DEFINED 01 17248 0 0 PEETS COFFEE & TEA INC COMMON 705560100 496 28491 SH DEFINED 01 28491 0 0 PEMSTAR INC COMMON 706552106 12861 3909168 SH DEFINED 01 3909168 0 0 PEMSTAR INC COMMON 706552106 16318 4959903 SH DEFINED 01 4959903 0 0 ***PENGROWTH ENERGY TRUST COMMON 706902103 344 21000 SH DEFINED 01 0 0 21000 ***PENGROWTH ENERGY TRUST COMMON 706902103 2505 152800 SH DEFINED 01 152800 0 0 PENN NATIONAL GAMING INC COMMON 707569109 249 10831 SH DEFINED 01 10831 0 0 PENN VA RESOURCE PARTNERS L P COMMON 707884102 9011 257870 SH DEFINED 01 0 0 257870 J C PENNEY CO INC COMMON 708160106 3757 142983 SH DEFINED 01 142983 0 0 PENNSYLVANIA ENGINEERING CORP COMMON 708713102 0 11325 SH DEFINED 01 11325 0 0 PENNSYLVANIA REAL ESTATE REIT 709102107 559 15407 SH DEFINED 01 15407 0 0 PENTAIR INC COMMON 709631105 1119 24494 SH DEFINED 01 24494 0 0 PEOPLESOFT INC COMMON 712713106 7438 322951 SH DEFINED 01 0 0 322951 PEP BOYS-MANNY MOE & JACK COMMON 713278109 1195 52280 SH DEFINED 01 52280 0 0 PEPCO HOLDINGS INC COMMON 713291102 906 46371 SH DEFINED 01 46371 0 0 THE PEPSI BOTTLING GROUP INC COMMON 713409100 1859 76919 SH DEFINED 01 76919 0 0 PEPSIAMERICAS INC COMMON 71343P200 507 29658 SH DEFINED 01 29658 0 0 PEPSICO INC COMMON 713448108 672 14420 SH DEFINED 01 0 0 14420 PEPSICO INC COMMON 713448108 14324 307260 SH DEFINED 01 307260 0 0 PEREGRINE PHARMACEUTICALS INC COMMON 713661106 63 28691 SH DEFINED 01 28691 0 0 PERKINELMER INC COMMON 714046109 458 26884 SH DEFINED 01 26884 0 0 PEROT SYSTEMS CORP COMMON 714265105 263 19584 SH DEFINED 01 19584 0 0 PERPETUAL FINANCIAL CORP COMMON 714275104 0 197543 SH DEFINED 01 197543 0 0 PERRIGO CO COMMON 714290103 618 39314 SH DEFINED 01 39314 0 0 PETCO ANIMAL SUPPLIES INC COMMON 716016209 467 11849 SH DEFINED 01 0 0 11849 PETROL INDUSTRIES INC COMMON 716502109 1 13449 SH DEFINED 01 13449 0 0 PETROLEUM DEVELOPMENT CORP-NEV COMMON 716578109 256 10826 SH DEFINED 01 10826 0 0 ***PETROLEUM GEO SVCS ASA NEW ADR 716599105 3386 86643 SH DEFINED 01 86643 0 0 PETSMART INC COMMON 716768106 2078 81168 SH DEFINED 01 0 0 81168 PFIZER INC COMMON 717081103 3447 97576 SH DEFINED 01 0 0 97576 PFIZER INC COMMON 717081103 71065 2011476 SH DEFINED 01 2011476 0 0 PFSWEB INC COMMON 717098107 110 69000 SH DEFINED 01 69000 0 0 PHARMACEUTICAL HOLDRS TR COMMON 71712A206 461 5800 SH DEFINED 01 0 0 5800 PHARMACEUTICAL HOLDRS TR COMMON 71712A206 38167 480100 SH DEFINED 01 480100 0 0 PHARMACEUTICAL PRODUCT COMMON 717124101 1957 72565 SH DEFINED 01 0 0 72565 PHARMACEUTICAL PRODUCT COMMON 717124101 690 25616 SH DEFINED 01 25616 0 0 PHARMACEUTICAL RESOURCES INC COMMON 717125108 512 7862 SH DEFINED 01 7862 0 0 PHARMOS CORP NEW COMMON 717139208 140 40186 SH DEFINED 01 40186 0 0 PHELPS DODGE CORP COMMON 717265102 3930 51656 SH DEFINED 01 51656 0 0 PHILADELPHIA CONSOLIDATED COMMON 717528103 1998 40920 SH DEFINED 01 0 0 40920 PHILADELPHIA CONSOLIDATED COMMON 717528103 769 15756 SH DEFINED 01 15756 0 0 PHILADELPHIA SUBURBAN CORP NEW COMMON 718009608 529 21447 SH DEFINED 01 0 0 21447 PHILLIPS VAN HEUSEN CORP COMMON 718592108 1326 74750 SH DEFINED 01 0 0 74750 PHILLIPS VAN HEUSEN CORP COMMON 718592108 472 26638 SH DEFINED 01 26638 0 0 PHOENIX COMPANIES INC NEW COMMON 71902E109 277 23031 SH DEFINED 01 23031 0 0 PHOENIX LASER SYSTEMS INC NEW COMMON 719088502 0 91800 SH DEFINED 01 91800 0 0 PHOENIX MEDICAL TECHNOLOGY INC COMMON 719095101 0 19400 SH DEFINED 01 19400 0 0 PHYSICIAN COMPUTER NETWORK INC COMMON 71940K109 0 402100 SH DEFINED 01 402100 0 0 PHOTRONICS INC COMMON 719405102 373 18742 SH DEFINED 01 18742 0 0 PHYSICIANS RESOURCE GROUP INC COMMON 71941S101 0 75000 SH DEFINED 01 75000 0 0 PIEDMONT FEDERAL CORP COMMON 720142108 0 20643 SH DEFINED 01 20643 0 0 PIEDMONT NATURAL GAS CO INC COMMON 720186105 202 4648 SH DEFINED 01 4648 0 0 PIER 1 IMPORTS INC COMMON 720279108 439 20096 SH DEFINED 01 20096 0 0 WTS PILLOWTEX CORPORATION NEW WARRANT 721506111 0 250811 SH DEFINED 01 250811 0 0 PIMCO CALIFORNIA MUNI INCOME COMMON 72200M108 508 37500 SH DEFINED 01 37500 0 0 PIMCO NEW YORK MUN INCOME FUND COMMON 72200T103 404 30311 SH DEFINED 01 30311 0 0 PINNACLE ENTERTAINMENT INC COMMON 723456109 199 21372 SH DEFINED 01 21372 0 0 PINNACLE SYSTEMS INC COMMON 723481107 191 22421 SH DEFINED 01 22421 0 0 PINNACLE WEST CAPITAL CORP COMMON 723484101 914 22861 SH DEFINED 01 22861 0 0 ***PIONEER METALS CORP NEW COMMON 72375U109 5 25000 SH DEFINED 01 25000 0 0 PIONEER NATURAL RESOURCES CO COMMON 723787107 1206 37785 SH DEFINED 01 37785 0 0 PIONEER SAVINGS BANK FSB COMMON 723876108 0 48127 SH DEFINED 01 48127 0 0 PIONEER SYSTEMS INC COMMON 723886107 0 16500 SH DEFINED 01 16500 0 0 PITNEY BOWES INC COMMON 724479100 1303 32090 SH DEFINED 01 32090 0 0 PIXELWORKS INC COMMON 72581M107 550 49843 SH DEFINED 01 49843 0 0 PIXELWORKS INC COMMON 72581M107 335 30316 SH DEFINED 01 30316 0 0 PIXAR COMMON 725811103 1525 21273 SH DEFINED 01 0 0 21273 ***PLACER DOME INC COMMON 725906101 570 28570 SH DEFINED 01 0 0 28570 PLAINS ALL AMERICAN PIPELINE COMMON 726503105 866 26700 SH DEFINED 01 0 0 26700 PLAINS ALL AMERICAN PIPELINE COMMON 726503105 4401 135600 SH DEFINED 01 135600 0 0 PLAINS EXPLORATION AND COMMON 726505100 214 13940 SH DEFINED 01 13940 0 0 PLAINS RESOURCES INC NEW COMMON 726540503 174 10879 SH DEFINED 01 10879 0 0 PLANAR SYSTEMS INC COMMON 726900103 296 12195 SH DEFINED 01 12195 0 0 PLANTRONICS INC NEW COMMON 727493108 606 18588 SH DEFINED 01 18588 0 0 PLAYTEX PRODUCTS INC COMMON 72813P100 1486 192311 SH DEFINED 01 192311 0 0 PLEXUS CORP COMMON 729132100 399 23242 SH DEFINED 01 23242 0 0 PLUG PWR INC COMMON 72919P103 267 36883 SH DEFINED 01 36883 0 0 PLUM CREEK TIMBER CO INC COMMON 729251108 2101 69023 SH DEFINED 01 69023 0 0 PLUMTREE SOFTWARE INC COMMON 72940Q104 1418 301800 SH DEFINED 01 301800 0 0 PLYMOUTH FIVE CENTS SAVINGS COMMON 729513101 0 53933 SH DEFINED 01 53933 0 0 POCON INC-UTAH COMMON 73037P108 0 13271 SH DEFINED 01 13271 0 0 POGO PRODUCING CO COMMON 730448107 787 15303 SH DEFINED 01 0 0 15303 POLARIS INDUSTRIES INC COMMON 731068102 743 8394 SH DEFINED 01 8394 0 0 POLIFLY FINANCIAL CORP COMMON 731113106 3 15400 SH DEFINED 01 15400 0 0 POLYCOM INC COMMON 73172K104 983 50387 SH DEFINED 01 50387 0 0 POLYMEDICA CORP COMMON 731738100 295 11250 SH DEFINED 01 11250 0 0 POLYONE CORP COMMON 73179P106 69 10800 SH DEFINED 01 0 0 10800 POLYONE CORP COMMON 73179P106 4983 779871 SH DEFINED 01 779871 0 0 POPE EVANS & ROBBINS INC COMMON 732852108 16537 125900 SH DEFINED 01 125900 0 0 PORTACOM WIRELESS INC-DEL COMMON 735907107 0 28500 SH DEFINED 01 0 0 28500 POST PROPERTIES INC REIT 737464107 212 7625 SH DEFINED 01 7625 0 0 ***POTASH CORP OF SASKATCHEWAN COMMON 73755L107 368 4257 SH DEFINED 01 4257 0 0 POTLATCH CORP COMMON 737628107 431 12414 SH DEFINED 01 12414 0 0 POWER INTEGRATIONS INC COMMON 739276103 387 11581 SH DEFINED 01 11581 0 0 POWER-ONE INC COMMON 739308104 795 73492 SH DEFINED 01 73492 0 0 POWERLINX INC COMMON 73933F105 9 30000 SH DEFINED 01 0 0 30000 WTS POWERTEL INC WARRANT 73936C117 0 105000 SH DEFINED 01 105000 0 0 POWERWAVE TECHNOLOGIES INC COMMON 739363109 672 87913 SH DEFINED 01 87913 0 0 PRAECIS PHARMACEUTICALS INC COMMON 739421105 159 24755 SH DEFINED 01 24755 0 0 PRAXAIR INC COMMON 74005P104 2850 74612 SH DEFINED 01 74612 0 0 PRECISION CASTPARTS CORP COMMON 740189105 896 19753 SH DEFINED 01 19753 0 0 PREFERREDPLUS TRUST COMMON 740434808 1448 53040 SH DEFINED 01 53040 0 0 PREFERREDPLUS TRUST COMMON 740434816 2522 120699 SH DEFINED 01 120699 0 0 PREFERREDPLUS TR SER QWS1 COMMON 740434873 3837 184600 SH DEFINED 01 184600 0 0 PRENTISS PROPERTIES TRUST-SBI REIT 740706106 269 8167 SH DEFINED 01 8167 0 0 PRESIDENTIAL LIFE CORP COMMON 740884101 143 10913 SH DEFINED 01 10913 0 0 PRESSTEK INC COMMON 741113104 99 13669 SH DEFINED 01 13669 0 0 PREWAY INC COMMON 741394100 0 17200 SH DEFINED 01 17200 0 0 PRICE COMMUNICATIONS CORP NEW COMMON 741437305 274 19992 SH DEFINED 01 19992 0 0 PRICE T ROWE GROUP INC COMMON 74144T108 1013 21384 SH DEFINED 01 21384 0 0 PRIDE INTERNATIONAL INC COMMON 74153Q102 683 36644 SH DEFINED 01 36644 0 0 PRIMEDIA INC COMMON 74157K101 99 35005 SH DEFINED 01 35005 0 0 PRIMA ENERGY CORP NEW COMMON 741901201 257 7320 SH DEFINED 01 7320 0 0 PRIME HOSPITALITY CORP COMMON 741917108 112 11022 SH DEFINED 01 11022 0 0 PRIMUS TELECOMMUNICATIONS COMMON 741929103 148 14604 SH DEFINED 01 14604 0 0 WTS PRIMUS TELECOMMUNICATIONS WARRANT 741929111 1167 116785 SH DEFINED 01 116785 0 0 PRINCETON REVIEW INC COMMON 742352107 101 10377 SH DEFINED 01 10377 0 0 PRINCIPAL FINANCIAL GROUP INC COMMON 74251V102 2604 78747 SH DEFINED 01 78747 0 0 PRIORITY HEALTHCARE CORP-CL B COMMON 74264T102 498 20677 SH DEFINED 01 20677 0 0 PROASSURANCE CORP COMMON 74267C106 265 8263 SH DEFINED 01 8263 0 0 PRIVATE BUSINESS INC COMMON 74267D203 124 104004 SH DEFINED 01 104004 0 0 PROCTER & GAMBLE CO COMMON 742718109 367 3680 SH DEFINED 01 0 0 3680 PROCTER & GAMBLE CO COMMON 742718109 52623 526868 SH DEFINED 01 526868 0 0 PROFIT TECHNOLOGY INC COMMON 743169104 0 62300 SH DEFINED 01 62300 0 0 PROGENITOR INC COMMON 743188104 31 118756 SH DEFINED 01 0 0 118756 PROGRAMMING & SYSTEMS INC COMMON 743209108 0 66718 SH DEFINED 01 66718 0 0 PROGRESS SOFTWARE CORP COMMON 743312100 475 23242 SH DEFINED 01 23242 0 0 PROGRESSIVE CORP-OHIO COMMON 743315103 4827 57752 SH DEFINED 01 57752 0 0 PROLOGIS COMMON 743410102 686 21393 SH DEFINED 01 21393 0 0 PROTECTIVE LIFE CORP COMMON 743674103 970 28685 SH DEFINED 01 0 0 28685 PROTECTIVE LIFE CORP COMMON 743674103 747 22098 SH DEFINED 01 22098 0 0 PROTEIN DESIGN LABS INC COMMON 74369L103 184 10305 SH DEFINED 01 0 0 10305 PROTEIN DESIGN LABS INC COMMON 74369L103 1492 83356 SH DEFINED 01 83356 0 0 PROTON ENERGY SYS INC COMMON 74371K101 2460 857143 SH DEFINED 01 857143 0 0 PROVIDENT BANKSHARES CORP COMMON 743859100 228 7766 SH DEFINED 01 7766 0 0 PROVIDENT FINANCIAL SERVICES COMMON 74386T105 446 23624 SH DEFINED 01 23624 0 0 PROVIDENT FINANCIAL GROUP INC COMMON 743866105 321 10052 SH DEFINED 01 10052 0 0 PROVINCE HEALTHCARE CO COMMON 743977100 467 21723 SH DEFINED 01 0 0 21723 PROVIDIAN FINANCIAL CORP COMMON 74406A102 1529 131377 SH DEFINED 01 131377 0 0 PROXIM CORP COMMON 744283102 137 82122 SH DEFINED 01 82122 0 0 PRUDENTIAL FINANCIAL INC COMMON 744320102 9250 216928 SH DEFINED 01 0 0 216928 PSINET INC COMMON 74437C101 0 327096 SH DEFINED 01 0 0 327096 PUBLIC SERVICE ENTERPRISE COMMON 744573106 321 7350 SH DEFINED 01 0 0 7350 PUBLIC SERVICE ENTERPRISE COMMON 744573106 2542 58042 SH DEFINED 01 58042 0 0 PUGET ENERGY INC COMMON 745310102 444 18690 SH DEFINED 01 18690 0 0 PULTE HOMES INC COMMON 745867101 8710 93041 SH DEFINED 01 93041 0 0 PUMATECH INC COMMON 745887109 43 11014 SH DEFINED 01 11014 0 0 PUTNAM PREMIER INCOME TRUST COMMON 746853100 178 19170 SH DEFINED 01 0 0 19170 PUTNAM MASTER INTERMEDIATE COMMON 746909100 79 12037 SH DEFINED 01 12037 0 0 ***QLT INC COMMON 746927102 372 19780 SH DEFINED 01 19780 0 0 ***Q ENTERTAINMENT INC COMMON 746937101 79 126500 SH DEFINED 01 126500 0 0 QLOGIC CORP COMMON 747277101 4146 80362 SH DEFINED 01 80362 0 0 QUADREX CORP COMMON 747309102 0 270770 SH DEFINED 01 270770 0 0 QUAKER CITY INDUSTRIES INC COMMON 747334100 0 20000 SH DEFINED 01 20000 0 0 QUALCOMM INC COMMON 747525103 112379 2083800 SH DEFINED 01 0 0 2083800 QUALCOMM INC COMMON 747525103 24799 459841 SH DEFINED 01 459841 0 0 QUALITY PRODUCTS INC NEW COMMON 747578409 42 30000 SH DEFINED 01 30000 0 0 QUANTA SERVICES INC COMMON 74762E102 290 39812 SH DEFINED 01 39812 0 0 QUANEX CORP COMMON 747620102 251 5454 SH DEFINED 01 5454 0 0 QUANTUM CORP DSSG COM COMMON 747906204 258 75811 SH DEFINED 01 0 0 75811 QUERYOBJECT SYSTEMS CORP COMMON 74833H308 0 83449 SH DEFINED 01 83449 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 388530 5314330 SH DEFINED 01 5314330 0 0 ***QUEST SOFTWARE INC COMMON 74834T103 170 11994 SH DEFINED 01 11994 0 0 QUESTAR CORP COMMON 748356102 590 16788 SH DEFINED 01 16788 0 0 QUIKSILVER INC COMMON 74838C106 823 46445 SH DEFINED 01 46445 0 0 QUIDEL CORP COMMON 74838J101 194 18000 SH DEFINED 01 0 0 18000 QUIDEL CORP COMMON 74838J101 205 18952 SH DEFINED 01 18952 0 0 QUINTUS CORP COMMON 748798105 3 11000 SH DEFINED 01 11000 0 0 QWEST COMMUNICATIONS COMMON 749121109 53 12482 SH DEFINED 01 0 0 12482 QWEST COMMUNICATIONS COMMON 749121109 2450 567336 SH DEFINED 01 567336 0 0 ***R&G FINANCIAL CORP-CL B COMMON 749136107 427 10749 SH DEFINED 01 10749 0 0 RCN CORP COMMON 749361101 9 12478 SH DEFINED 01 12478 0 0 R E X PRODUCTIONS INC NEW COMMON 749532206 0 30000 SH DEFINED 01 30000 0 0 R H DONNELLEY CORP (NEW) COMMON 74955W307 204 5141 SH DEFINED 01 5141 0 0 RLI CORP COMMON 749607107 203 5441 SH DEFINED 01 5441 0 0 RLI INC COMMON 74961D103 0 50000 SH DEFINED 01 50000 0 0 RPM INTERNATIONAL INC COMMON 749685103 461 27735 SH DEFINED 01 27735 0 0 RSA SECURITY INC COMMON 749719100 537 37848 SH DEFINED 01 37848 0 0 RF MICRO DEVICES INC COMMON 749941100 124 12400 SH DEFINED 01 0 0 12400 RF MICRO DEVICES INC COMMON 749941100 2872 285800 SH DEFINED 01 285800 0 0 RADIAN GROUP INC COMMON 750236101 1139 23366 SH DEFINED 01 23366 0 0 RADIOSHACK CORP COMMON 750438103 1011 29968 SH DEFINED 01 0 0 29968 RAGEN CORP COMMON 750633109 0 21304 SH DEFINED 01 21304 0 0 RAINDANCE COMMUNICATIONS INC COMMON 75086X106 30 11118 SH DEFINED 01 11118 0 0 RAMBUS INC COMMON 750917106 3489 113654 SH DEFINED 01 113654 0 0 RALCORP HOLDINGS INC NEW COMMON 751028101 278 8868 SH DEFINED 01 8868 0 0 RAMTRON INTL CORP COMMON 751907304 43 16652 SH DEFINED 01 16652 0 0 RANGE RESOURCES CORP COMMON 75281A109 168 17807 SH DEFINED 01 17807 0 0 RARE HOSPITALITY INTERNATIONAL COMMON 753820109 215 8831 SH DEFINED 01 8831 0 0 RAYMOND JAMES FINANCIAL INC COMMON 754730109 1519 40305 SH DEFINED 01 0 0 40305 RAYMOND JAMES FINANCIAL INC COMMON 754730109 1075 28518 SH DEFINED 01 28518 0 0 RAYONIER INC COMMON 754907103 724 17447 SH DEFINED 01 17447 0 0 RAYOVAC CORP COMMON 755081106 415 19816 SH DEFINED 01 19816 0 0 RAYTHEON CO COMMON 755111507 645 21500 SH DEFINED 01 0 0 21500 RAYTHEON CO COMMON 755111507 8833 294060 SH DEFINED 01 294060 0 0 READERS DIGEST ASSOCIATION INC CLASS 755267101 352 24023 SH DEFINED 01 24023 0 0 REALNETWORKS INC COMMON 75605L104 156 24347 SH DEFINED 01 0 0 24347 REALNETWORKS INC COMMON 75605L104 592 103747 SH DEFINED 01 103747 0 0 RECKSON ASSOCIATES REALTY CORP REIT 75621K106 312 12859 SH DEFINED 01 12859 0 0 ***RED HAT INC COMMON 756577102 2926 155895 SH DEFINED 01 155895 0 0 REDBACK NETWORKS INC COMMON 757209101 31 135249 SH DEFINED 01 135249 0 0 REEBOK INTERNATIONAL LTD COMMON 758110100 442 11263 SH DEFINED 01 11263 0 0 REGAL COMMUNICATIONS CORP NEW COMMON 758756308 0 141098 SH DEFINED 01 141098 0 0 REGENERON PHARMACEUTICALS INC COMMON 75886F107 163 11082 SH DEFINED 01 11082 0 0 REGENERATION TECH INC DEL COMMON 75886N100 17685 1615085 SH DEFINED 01 1615085 0 0 REGENERX BIOPHARMACEUTICALS COMMON 75886X108 65 54500 SH DEFINED 01 54500 0 0 RELIABLE INDUSTRIES INC COMMON 758911101 0 10000 SH DEFINED 01 10000 0 0 REGIONS FINANCIAL CORP COMMON 758940100 1455 39134 SH DEFINED 01 39134 0 0 REGIONAL BK HOLDRS TR COMMON 75902E100 10607 80000 SH DEFINED 01 80000 0 0 REINSURANCE GROUP OF AMERICA COMMON 759351109 522 13517 SH DEFINED 01 13517 0 0 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 255 7682 SH DEFINED 01 7682 0 0 RELIANT RESOURCES INC COMMON 75952B105 2300 312567 SH DEFINED 01 312567 0 0 REMEC INC COMMON 759543101 113 13441 SH DEFINED 01 13441 0 0 REPLIGEN CORP COMMON 759916109 86 19780 SH DEFINED 01 19780 0 0 RENT A CENTER INC-NEW COMMON 76009N100 572 19151 SH DEFINED 01 19151 0 0 REPTRON ELECTRS INC CBONDCNV 76026WAA7 1899 1890000 SH DEFINED 01 1890000 0 0 REPUBLIC BANCORP INC-MICH COMMON 760282103 228 16932 SH DEFINED 01 16932 0 0 REPUBLIC SERVICES INC COMMON 760759100 1358 52995 SH DEFINED 01 0 0 52995 REPUBLIC SERVICES INC COMMON 760759100 1498 58475 SH DEFINED 01 58475 0 0 ***ARENAGOLD RESOURCES INC COMMON 760974105 2 33072 SH DEFINED 01 33072 0 0 ***RESEARCH IN MOTION LTD COMMON 760975102 3124 46752 SH DEFINED 01 46752 0 0 RETAIL HOLDRS TR COMMON 76127U101 20222 223900 SH DEFINED 01 223900 0 0 RETEK INC COMMON 76128Q109 367 39596 SH DEFINED 01 39596 0 0 REWARDS NETWORK INC COMMON 761557107 824 77385 SH DEFINED 01 77385 0 0 REYNOLDS & REYNOLDS CO-CL A COMMON 761695105 454 15546 SH DEFINED 01 0 0 15546 REYNOLDS R J TOB HOLDINGS INC COMMON 76182K105 1994 34297 SH DEFINED 01 34297 0 0 REXON INC COMMON 761901107 35 230239 SH DEFINED 01 230239 0 0 RHYTHMS NETCONNECTIONS INC COMMON 762430205 0 61500 SH DEFINED 01 61500 0 0 ***RIO TINTO PLC ADR 767204100 1037 9325 SH DEFINED 01 0 0 9325 RITE AID CORP COMMON 767754104 315 32189 SH DEFINED 01 32189 0 0 RIVERSTONE NETWORKS INC COMMON 769320102 19 17240 SH DEFINED 01 17240 0 0 ROBERT HALF INTERNATIONAL INC COMMON 770323103 1208 51758 SH DEFINED 01 51758 0 0 ***ROCHE HOLDING LTD ADR 771195104 256 2541 SH DEFINED 01 2541 0 0 ROCKWELL AUTOMATION INC COMMON 773903109 5541 155654 SH DEFINED 01 155654 0 0 ROCKWELL COLLINS INC COMMON 774341101 4784 159320 SH DEFINED 01 159320 0 0 ***RODDY RESOURCES INC COMMON 774852107 0 25000 SH DEFINED 01 25000 0 0 ROHM & HAAS CO COMMON 775371107 2479 58053 SH DEFINED 01 58053 0 0 ROLLINS INC COMMON 775711104 299 13273 SH DEFINED 01 13273 0 0 ROPER INDUSTRIES INC NEW COMMON 776696106 390 7930 SH DEFINED 01 7930 0 0 ROSS STORES INC COMMON 778296103 6655 251811 SH DEFINED 01 251811 0 0 ROWAN COMPANIES INC COMMON 779382100 1381 59620 SH DEFINED 01 59620 0 0 ROXIO INC COMMON 780008108 163 25546 SH DEFINED 01 0 0 25546 ***ROYAL BANK OF SCOTLAND GRP PREFERED 780097606 227 8300 SH DEFINED 01 0 0 8300 ***ROYAL BANK OF SCOTLAND GRP PREFERED 780097804 337 11000 SH DEFINED 01 0 0 11000 ***ROYAL BK SCOTLAND GRP PLC PREFERED 780097820 353 12400 SH DEFINED 01 0 0 12400 ***ROYAL BK OF SCOTLND GRP PLC ADR 780097853 312 11400 SH DEFINED 01 0 0 11400 ***ROYAL BANK SCOTLAND GRP ADR 780097879 1566 62000 SH DEFINED 01 0 0 62000 ROYAL CARIBEAN CRUISES LTD CBONDCNV 780153AK8 1529 3204000 SH DEFINED 01 3204000 0 0 ***ROYAL DUTCH PETROLEUM CO ADR 780257804 1737 31373 SH DEFINED 01 0 0 31373 ROYAL GOLD INC COMMON 780287108 503 24079 SH DEFINED 01 24079 0 0 ROYAL PALM SAVINGS BANK COMMON 780907101 0 20000 SH DEFINED 01 20000 0 0 ***ROYCEFIELD RESOURCES LTD COMMON 780914107 0 20000 SH DEFINED 01 20000 0 0 RUBY TUESDAY INC COMMON 781182100 414 14533 SH DEFINED 01 14533 0 0 RUDDICK CORP COMMON 781258108 301 16852 SH DEFINED 01 16852 0 0 ***RYANAIR HOLDINGS PLC ADR 783513104 941 18596 SH DEFINED 01 18596 0 0 RYANS FAMILY STEAK HOUSES INC COMMON 783519101 181 11993 SH DEFINED 01 11993 0 0 RYDER SYSTEM INC COMMON 783549108 532 15600 SH DEFINED 01 15600 0 0 RYLAND GROUP INC COMMON 783764103 218 2465 SH DEFINED 01 2465 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 2391 91735 SH DEFINED 01 0 0 91735 SBC COMMUNICATIONS INC COMMON 78387G103 15693 601973 SH DEFINED 01 601973 0 0 SBT CORP COMMON 783877103 0 16727 SH DEFINED 01 16727 0 0 SBA COMMUNICATIONS CORP COMMON 78388J106 1135 300337 SH DEFINED 01 300337 0 0 SCP POOL CORP COMMON 784028102 375 11505 SH DEFINED 01 11505 0 0 SEI INVESTMENTS CO COMMON 784117103 1248 40984 SH DEFINED 01 40984 0 0 SFE TECHNOLOGIES COMMON 784125106 33 355869 SH DEFINED 01 355869 0 0 ***SK TELECOM CO LTD ADR 78440P108 215 11559 SH DEFINED 01 11559 0 0 SL GREEN REALTY CORP COMMON 78440X101 1073 26140 SH DEFINED 01 0 0 26140 SL GREEN REALTY CORP COMMON 78440X101 1236 30110 SH DEFINED 01 30110 0 0 SLM CORPORATION COMMON 78442P106 2621 69562 SH DEFINED 01 69562 0 0 SLM CORP CBONDCNV 78442PAB2 25214 26000000 SH DEFINED 01 26000000 0 0 STANDARD & POORS DEPOSITARY COMMON 78462F103 39632 356151 SH DEFINED 01 0 0 356151 STANDARD & POORS DEPOSITARY COMMON 78462F103 790690 7105411 SH DEFINED 01 7105411 0 0 SPSS INC COMMON 78462K102 191 10698 SH DEFINED 01 10698 0 0 S1 CORP COMMON 78463B101 157 19566 SH DEFINED 01 19566 0 0 SPX CORP COMMON 784635104 2034 34392 SH DEFINED 01 0 0 34392 SPX CORP CBONDCNV 784635AD6 26022 38269000 SH DEFINED 01 38269000 0 0 SWLG CORP COMMON 785020108 0 10000 SH DEFINED 01 10000 0 0 SABRE HOLDINGS CORP CL A COMMON 785905100 305 14155 SH DEFINED 01 14155 0 0 SAFECO CORP COMMON 786429100 554 14249 SH DEFINED 01 14249 0 0 SAFEGUARD SCIENTIFICS INC COMMON 786449108 260 64527 SH DEFINED 01 64527 0 0 SAFENET INC COMMON 78645R107 339 11020 SH DEFINED 01 0 0 11020 SAFEWAY INC COMMON 786514208 210 4635 SH DEFINED 01 0 0 4635 SAFEWAY INC COMMON 786514208 1966 89734 SH DEFINED 01 89734 0 0 ST JUDE MEDICAL INC COMMON 790849103 2302 37523 SH DEFINED 01 37523 0 0 ST MARY LAND & EXPLORATION CO COMMON 792228108 234 8240 SH DEFINED 01 8240 0 0 ST PAUL COMPANIES INC COMMON 792860108 1082 27309 SH DEFINED 01 27309 0 0 SAKS INC COMMON 79377W108 426 28357 SH DEFINED 01 28357 0 0 SALIX PHARMACEUTICALS LTD COMMON 795435106 288 12710 SH DEFINED 01 12710 0 0 SANDISK CORP COMMON 80004C101 7561 123668 SH DEFINED 01 123668 0 0 JOHN B SANFILIPPO & SON INC COMMON 800422107 262 5137 SH DEFINED 01 5137 0 0 SANMINA-SCI CORP COMMON 800907107 1764 139890 SH DEFINED 01 0 0 139890 SANMINA-SCI CORP COMMON 800907107 4101 325271 SH DEFINED 01 325271 0 0 SANI-TECH INDUSTRIES INC COMMON 801017104 0 10000 SH DEFINED 01 10000 0 0 ***SAP AKTIENGESELLSCHAFT ADR 803054204 278 6700 SH DEFINED 01 0 0 6700 ***SAP AKTIENGESELLSCHAFT ADR 803054204 2423 58313 SH DEFINED 01 58313 0 0 SAPIENT CORP COMMON 803062108 129 23045 SH DEFINED 01 23045 0 0 SARA LEE CORP COMMON 803111103 4120 186552 SH DEFINED 01 0 0 186552 SAVIENT PHARMACEUTICALS COMMON 80517Q100 73 16048 SH DEFINED 01 16048 0 0 SCANA CORPORATION NEW COMMON 80589M102 952 27810 SH DEFINED 01 27810 0 0 SCANSOFT INC COMMON 80603P107 134 22679 SH DEFINED 01 0 0 22679 HENRY SCHEIN INC COMMON 806407102 1449 21447 SH DEFINED 01 21447 0 0 SCHERING PLOUGH CORP COMMON 806605101 2292 131855 SH DEFINED 01 0 0 131855 SCHERING PLOUGH CORP COMMON 806605101 6500 373787 SH DEFINED 01 373787 0 0 ***SCHLUMBERGER LTD COMMON 806857108 12703 231351 SH DEFINED 01 0 0 231351 SCHNITZER STEEL INDUSTRIES INC CLASS 806882106 417 6895 SH DEFINED 01 6895 0 0 SCHOLASTIC CORP COMMON 807066105 1285 37770 SH DEFINED 01 0 0 37770 SCHOLASTIC CORP COMMON 807066105 662 19464 SH DEFINED 01 19464 0 0 A SCHULMAN INC COMMON 808194104 215 10086 SH DEFINED 01 10086 0 0 CHARLES SCHWAB CORP NEW COMMON 808513105 2009 166723 SH DEFINED 01 0 0 166723 SCICLONE PHARMACEUTICALS INC COMMON 80862K104 72 10697 SH DEFINED 01 10697 0 0 SCIENTIFIC ATLANTA INC COMMON 808655104 1080 37570 SH DEFINED 01 0 0 37570 SCIENTIFIC GAMES CORP COMMON 80874P109 312 18349 SH DEFINED 01 18349 0 0 SCION PHARMACEUTICALS INC COMMON 808990212 0 1873248 SH DEFINED 01 1873248 0 0 SCOTTS CO-CL A CLASS 810186106 1283 21700 SH DEFINED 01 0 0 21700 SCOTTS CO-CL A CLASS 810186106 991 16760 SH DEFINED 01 16760 0 0 SEACOAST FINANCIAL SERVICES COMMON 81170Q106 201 7359 SH DEFINED 01 7359 0 0 SEAGATE TECHNOLOGY INC COMMON 811804988 0 761869 SH DEFINED 01 761869 0 0 SEACOR SMIT INC COMMON 811904101 211 5025 SH DEFINED 01 5025 0 0 SEALED AIR CORP NEW COMMON 81211K100 651 12028 SH DEFINED 01 12028 0 0 SEARS ROEBUCK & CO COMMON 812387108 2675 58807 SH DEFINED 01 58807 0 0 SEATTLE GENETICS INC COMMON 812578102 149 17378 SH DEFINED 01 17378 0 0 SECOND NATIONAL BANCORPORATION COMMON 813192101 0 151645 SH DEFINED 01 151645 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y100 13345 500000 SH DEFINED 01 500000 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y209 2425 80465 SH DEFINED 01 80465 0 0 SECTOR SPDR TRUST COMMON 81369Y308 10823 498098 SH DEFINED 01 498098 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y407 380 12070 SH DEFINED 01 0 0 12070 SELECT SECTOR SPDR FUND COMMON 81369Y407 12373 392950 SH DEFINED 01 392950 0 0 SECTOR SPDR TRUST COMMON 81369Y506 7348 266735 SH DEFINED 01 266735 0 0 ***SECTOR SPDR TRUST COMMON 81369Y605 169256 6010277 SH DEFINED 01 0 0 6010277 SECTOR SPDR TRUST COMMON 81369Y704 5352 200000 SH DEFINED 01 200000 0 0 ***SECTOR SPDR TRUST COMMON 81369Y803 373 18315 SH DEFINED 01 0 0 18315 SECTOR SPDR TRUST COMMON 81369Y886 1166 50000 SH DEFINED 01 50000 0 0 SEEBEYOND TECHNOLOGIES CORP COMMON 815704101 72 16852 SH DEFINED 01 16852 0 0 ***SEKISUI HOUSE LTD ADR 816078307 168 16345 SH DEFINED 01 16345 0 0 SELECT COMFORT CORP COMMON 81616X103 330 13351 SH DEFINED 01 13351 0 0 SELECT MED CORP COMMON 816196109 755 46420 SH DEFINED 01 0 0 46420 SELECT MED CORP COMMON 816196109 1121 68862 SH DEFINED 01 68862 0 0 SELECTIVE INSURANCE GROUP INC COMMON 816300107 274 8496 SH DEFINED 01 8496 0 0 SEMICONDUCTOR HOLDRS TR COMMON 816636203 898 21700 SH DEFINED 01 0 0 21700 SEMICONDUCTOR HOLDRS TR COMMON 816636203 36681 886033 SH DEFINED 01 886033 0 0 SEMTECH CORP COMMON 816850101 691 30435 SH DEFINED 01 30435 0 0 SEMPRA ENERGY COMMON 816851109 1401 46617 SH DEFINED 01 46617 0 0 ***SENNEN RESOURCES LTD COMMON 816921100 4 15000 SH DEFINED 01 15000 0 0 SENIOR HSG PPTYS TR COMMON 81721M109 277 16046 SH DEFINED 01 0 0 16046 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 364 18415 SH DEFINED 01 18415 0 0 SEPRACOR INC COMMON 817315104 1168 48847 SH DEFINED 01 48847 0 0 SEQUENOM INC COMMON 817337108 43 11784 SH DEFINED 01 0 0 11784 SERENA SOFTWARE INC COMMON 817492101 720 39287 SH DEFINED 01 39287 0 0 SEROLOGICALS CORP COMMON 817523103 1309 70415 SH DEFINED 01 0 0 70415 SEROLOGICALS CORP COMMON 817523103 791 42559 SH DEFINED 01 42559 0 0 SERVICE CORP INTERNATIONAL COMMON 817565104 56 10415 SH DEFINED 01 0 0 10415 SHARPER IMAGE CORP COMMON 820013100 472 14477 SH DEFINED 01 14477 0 0 SHAW GROUP INC COMMON 820280105 783 57540 SH DEFINED 01 57540 0 0 ***SHELL TRANSPORT & TRADING ADR 822703609 578 11536 SH DEFINED 01 0 0 11536 SHERWIN WILLIAMS CO COMMON 824348106 735 21184 SH DEFINED 01 21184 0 0 ***SHIRE PHARMACEUTICALS GROUP ADR 82481R106 798 27499 SH DEFINED 01 27499 0 0 ***SHISEIDO CO LTD ADR 824841407 161 13285 SH DEFINED 01 13285 0 0 SHUFFLE MASTER INC COMMON 825549108 459 13268 SH DEFINED 01 13268 0 0 SICOR INC COMMON 825846108 907 33381 SH DEFINED 01 33381 0 0 SIEBEL SYSTEMS INC COMMON 826170102 5224 376710 SH DEFINED 01 376710 0 0 ***SIEMENS A G ADR 826197501 214 2680 SH DEFINED 01 2680 0 0 SIERRA HEALTH SERVICES INC COMMON 826322109 203 7407 SH DEFINED 01 7407 0 0 SIERRA PACIFIC RESOURCES NEW COMMON 826428104 1849 251922 SH DEFINED 01 251922 0 0 SIGMA-ALDRICH CORP COMMON 826552101 2553 44661 SH DEFINED 01 44661 0 0 SILICON LABORATORIES INC COMMON 826919102 635 14695 SH DEFINED 01 14695 0 0 SILICON IMAGE INC COMMON 82705T102 159 22035 SH DEFINED 01 22035 0 0 SILICON GRAPHICS INC COMMON 827056102 67 49038 SH DEFINED 01 49038 0 0 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 884 80421 SH DEFINED 01 80421 0 0 SILICON VALLEY BANCSHARES COMMON 827064106 1365 37844 SH DEFINED 01 37844 0 0 SILICONWARE PRECISION INDS LTD ADR 827084864 92 18000 SH DEFINED 01 0 0 18000 SILICONWARE PRECISION INDS LTD ADR 827084864 362 70300 SH DEFINED 01 70300 0 0 ***SILVER PEAK RESOURCES LTD COMMON 827905100 0 13998 SH DEFINED 01 13998 0 0 ***SILVERCREST MINES INC COMMON 828365106 8 10000 SH DEFINED 01 10000 0 0 SIMON PROPERTY GROUP INC REIT 828806109 989 21355 SH DEFINED 01 21355 0 0 SIMPLETECH INC COMMON 828823104 285 47500 SH DEFINED 01 0 0 47500 SIMPLETECH INC COMMON 828823104 140 23309 SH DEFINED 01 23309 0 0 SIMPSON MANUFACTURING CO INC COMMON 829073105 252 4966 SH DEFINED 01 4966 0 0 SINCLAIR BROADCAST GROUP INC COMMON 829226109 2258 151404 SH DEFINED 01 0 0 151404 SINCLAIR BROADCAST GROUP INC COMMON 829226109 916 61455 SH DEFINED 01 61455 0 0 SIRIUS SATELLITE RADIO INC COMMON 82966U103 1512 474813 SH DEFINED 01 0 0 474813 SIRVA INC COMMON 82967Y104 345 17700 SH DEFINED 01 17700 0 0 SITEL CORP COMMON 82980K107 744 319700 SH DEFINED 01 319700 0 0 SIX FLAGS INC COMMON 83001P109 3034 403546 SH DEFINED 01 403546 0 0 SKECHERS USA INC COMMON 830566105 82 10090 SH DEFINED 01 10090 0 0 SKOLNIKS INC NEW COMMON 830798401 0 32209 SH DEFINED 01 32209 0 0 SKYWEST INC COMMON 830879102 295 16288 SH DEFINED 01 16288 0 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 92 10621 SH DEFINED 01 0 0 10621 SKYWORKS SOLUTIONS INC COMMON 83088M102 2367 272179 SH DEFINED 01 272179 0 0 SMARTDISK CORPORATION COMMON 83169Q105 47 188400 SH DEFINED 01 188400 0 0 SMITH CORONA CORP COMMON 831858105 1 11300 SH DEFINED 01 11300 0 0 A O SMITH CORP COMMON 831865209 316 9033 SH DEFINED 01 9033 0 0 SMITH INTERNATIONAL INC COMMON 832110100 1948 46737 SH DEFINED 01 0 0 46737 SMITHFIELD FOODS INC COMMON 832248108 1027 49625 SH DEFINED 01 49625 0 0 SMUCKER J M COMPANY COMMON 832696405 546 12051 SH DEFINED 01 0 0 12051 SMURFIT-STONE CONTAINER CORP COMMON 832727101 1436 76106 SH DEFINED 01 0 0 76106 SNAP-ON INC COMMON 833034101 605 18780 SH DEFINED 01 0 0 18780 SNAP-ON INC COMMON 833034101 618 19170 SH DEFINED 01 19170 0 0 ***SOCIETE GENERALE ADR 83364L109 201 11391 SH DEFINED 01 11391 0 0 SOFTWARE HOLDRS TRUST COMMON 83404B103 25816 678858 SH DEFINED 01 678858 0 0 SOHU.COM INC COMMON 83408W103 370 12332 SH DEFINED 01 12332 0 0 SOLAR FINANCIAL SERVICES INC COMMON 83414F201 0 47800 SH DEFINED 01 47800 0 0 SOLECTRON CORP COMMON 834182107 1518 256911 SH DEFINED 01 256911 0 0 SOLO SERVE CORP NEW COMMON 834263204 0 46030 SH DEFINED 01 46030 0 0 ***SOLOMON RESOURCES LTD COMMON 83427D102 3 15000 SH DEFINED 01 15000 0 0 SOLUTIA INC COMMON 834376105 29 80298 SH DEFINED 01 80298 0 0 SONIC AUTOMOTIVE INC-CL A CLASS 83545G102 445 19422 SH DEFINED 01 19422 0 0 SONIC CORP COMMON 835451105 933 30490 SH DEFINED 01 0 0 30490 SONIC CORP COMMON 835451105 636 20788 SH DEFINED 01 20788 0 0 SONICBLUE INC COMMON 83546Q109 0 32223 SH DEFINED 01 32223 0 0 SONICWALL INC COMMON 835470105 121 15601 SH DEFINED 01 15601 0 0 SONOCO PRODUCTS CO COMMON 835495102 623 25326 SH DEFINED 01 25326 0 0 ***SONY CORP-ADR NEW ADR 835699307 1606 46137 SH DEFINED 01 0 0 46137 SOTHEBYS HOLDINGS INC-CL A CLASS 835898107 412 27894 SH DEFINED 01 0 0 27894 SONUS NETWORKS INC COMMON 835916107 128 17000 SH DEFINED 01 0 0 17000 SONUS NETWORKS INC COMMON 835916107 786 104065 SH DEFINED 01 104065 0 0 SONUS NETWORKS INC COMMON 835916107 2714 360000 SH DEFINED 01 360000 0 0 SOURCE INTERLINK COMPANIES INC COMMON 836151209 123 11661 SH DEFINED 01 11661 0 0 SOUTH FINL GROUP INC COMMON 837841105 460 16524 SH DEFINED 01 16524 0 0 SOUTHERN CO COMMON 842587107 5002 165364 SH DEFINED 01 165364 0 0 ***SOUTHERN PERU COPPER CORP COMMON 843611104 575 12206 SH DEFINED 01 12206 0 0 SOUTHERN UNION CO NEW COMMON 844030106 628 34175 SH DEFINED 01 34175 0 0 SOUTHMARK CORP NEW COMMON 844544809 0 42492 SH DEFINED 01 0 0 42492 SOUTHTRUST CORP COMMON 844730101 2397 73264 SH DEFINED 01 73264 0 0 SOUTHWEST AIRLINES CO COMMON 844741108 3048 183339 SH DEFINED 01 0 0 183339 SOUTHWEST BANCORPORATION OF COMMON 84476R109 345 8900 SH DEFINED 01 8900 0 0 SOUTHWESTERN ENERGY CO COMMON 845467109 741 31007 SH DEFINED 01 31007 0 0 SOVEREIGN BANCORP INC COMMON 845905108 2624 108000 SH DEFINED 01 0 0 108000 SPANISH BROADCASTING SYSTEM COMMON 846425882 153 12090 SH DEFINED 01 0 0 12090 SPANISH BROADCASTING SYSTEM PREFERED 846425858 1985 1971 SH DEFINED 01 1971 0 0 SPARTECH CORP NEW COMMON 847220209 270 10961 SH DEFINED 01 10961 0 0 SPHERION CORP COMMON 848420105 168 17208 SH DEFINED 01 17208 0 0 SPINNAKER EXPL CO COMMON 84855W109 501 15530 SH DEFINED 01 15530 0 0 SPORT OF KINGS INC COMMON 848917100 0 140090 SH DEFINED 01 140090 0 0 SPORTS AUTHORITY INC COMMON 84917U109 259 6748 SH DEFINED 01 6748 0 0 SPORTSTOWN INC COMMON 849198106 17 110705 SH DEFINED 01 110705 0 0 SPRINT CORP COMMON 852061100 3090 188118 SH DEFINED 01 0 0 188118 SPRINT CORP PCS GROUP SER 1 COMMON 852061506 4758 846678 SH DEFINED 01 846678 0 0 STANCORP FINL GROUP INC COMMON 852891100 375 5965 SH DEFINED 01 5965 0 0 STANDARD FEDERAL SAVINGS & COMMON 853390102 0 95450 SH DEFINED 01 95450 0 0 STANDARD PACIFIC CORP NEW COMMON 85375C101 772 15914 SH DEFINED 01 15914 0 0 STANLEY WORKS COMMON 854616109 337 8907 SH DEFINED 01 8907 0 0 STAPLES INC COMMON 855030102 4827 176842 SH DEFINED 01 176842 0 0 STAR GAS PARTNERS LP COMMON 85512C105 954 38545 SH DEFINED 01 0 0 38545 STARBUCKS CORP COMMON 855244109 8652 260482 SH DEFINED 01 0 0 260482 STARS TO GO INC COMMON 855682100 10 107087 SH DEFINED 01 107087 0 0 WTS STARTEC GLOBAL COMMUNCORP WARRANT 85569E111 4 16657 SH DEFINED 01 16657 0 0 STARWOOD HOTELS & RESORTS REIT 85590A203 1527 42472 SH DEFINED 01 42472 0 0 STATE STREET CORP COMMON 857477103 3896 71748 SH DEFINED 01 0 0 71748 STATEN ISLAND BANCORP INC COMMON 857550107 597 26568 SH DEFINED 01 26568 0 0 STATEWIDE BANCORP-N.J. COMMON 857658108 0 129772 SH DEFINED 01 129772 0 0 STATORDYNE CORP COMMON 85771N107 5 21360 SH DEFINED 01 21360 0 0 STEEL DYNAMICS INC COMMON 858119100 268 11410 SH DEFINED 01 11410 0 0 STELLENT INC COMMON 85856W105 136 13850 SH DEFINED 01 13850 0 0 STERLING BANCSHARES INC COMMON 858907108 160 12014 SH DEFINED 01 12014 0 0 STERICYCLE INC COMMON 858912108 2763 59169 SH DEFINED 01 59169 0 0 STERIS CORP COMMON 859152100 368 16289 SH DEFINED 01 16289 0 0 STEWART & STEVENSON SERVICES COMMON 860342104 234 15972 SH DEFINED 01 0 0 15972 STEWART ENTERPRISES INC-CL A CLASS 860370105 135 23789 SH DEFINED 01 23789 0 0 STILLWATER MINING CO COMMON 86074Q102 400 41824 SH DEFINED 01 41824 0 0 STONE ENERGY CORP COMMON 861642106 287 6784 SH DEFINED 01 6784 0 0 STONE & WEBSTER INC COMMON 861990513 0 757200 SH DEFINED 01 757200 0 0 STORAGE TECHNOLOGY CORP NEW COMMON 862111200 601 23342 SH DEFINED 01 23342 0 0 STOTLER GROUP INC COMMON 862280104 0 39165 SH DEFINED 01 39165 0 0 STRATEX NETWORKS INC COMMON 86279T109 84 19997 SH DEFINED 01 19997 0 0 STRATOS INTERNATIONAL INC COMMON 863100202 111 16500 SH DEFINED 01 0 0 16500 STRAYER EDUCATION INC COMMON 863236105 1205 10664 SH DEFINED 01 10664 0 0 STRIDE RITE CORP COMMON 863314100 121 10688 SH DEFINED 01 10688 0 0 STROUDS INC COMMON 863451100 0 10000 SH DEFINED 01 10000 0 0 STRYKER CORP COMMON 863667101 2036 23960 SH DEFINED 01 23960 0 0 STUDENT LOAN CORP COMMON 863902102 981 6720 SH DEFINED 01 0 0 6720 STUDENT LOAN CORP COMMON 863902102 260 1787 SH DEFINED 01 1787 0 0 SUBURBAN PROPANE PARTNERS LP COMMON 864482104 2549 79599 SH DEFINED 01 0 0 79599 SUMMA MEDICAL CORP NEW COMMON 865629406 0 10000 SH DEFINED 01 10000 0 0 SUMMIT AMERICA TELEVISION INC COMMON 86600T109 47 11017 SH DEFINED 01 0 0 11017 SUN BANCORP INC-N.J. COMMON 86663B102 250 9477 SH DEFINED 01 9477 0 0 SUN MICROSYSTEMS INC COMMON 866810104 146 32714 SH DEFINED 01 0 0 32714 SUN MICROSYSTEMS INC COMMON 866810104 5335 1188258 SH DEFINED 01 1188258 0 0 SUN STATE SVGS & LN ASSN-ARIZ COMMON 866876105 0 130218 SH DEFINED 01 130218 0 0 WTS SUN HEALTHCARE GROUP INC WARRANT 866933112 0 33104 SH DEFINED 01 33104 0 0 WTS SUNBEAM CORP DEL NEW WARRANT 867071128 1 41257 SH DEFINED 01 41257 0 0 ***SUNCOR ENERGY INC COMMON 867229106 572 22827 SH DEFINED 01 22827 0 0 SUNGARD DATA SYSTEMS INC COMMON 867363103 914 32825 SH DEFINED 01 0 0 32825 ***SUNOPTA INC COMMON 8676EP108 243 26418 SH DEFINED 01 26418 0 0 SUNOCO LOGISTICS PARTNERS LP COMMON 86764L108 1151 31200 SH DEFINED 01 31200 0 0 SUNOCO INC COMMON 86764P109 926 18123 SH DEFINED 01 18123 0 0 SUNRISE SENIOR LIVING INC COMMON 86768K106 296 7653 SH DEFINED 01 7653 0 0 SUNRISE TECHNOLOGIES INTL INC COMMON 86769L103 0 10756 SH DEFINED 01 10756 0 0 SUNRISE SVGS & LOAN ASSN FLA COMMON 867903106 2 11680 SH DEFINED 01 11680 0 0 SUNTRUST BANKS INC COMMON 867914103 3878 54199 SH DEFINED 01 0 0 54199 SUPERCONDUCTOR TECHNOLOGIES COMMON 867931107 97 17486 SH DEFINED 01 17486 0 0 SUPERCOMPUTING SOLUTIONS INC COMMON 868047101 0 80290 SH DEFINED 01 80290 0 0 SUPERGEN INC COMMON 868059106 125 11436 SH DEFINED 01 11436 0 0 SUPERIOR ENERGY SERVICES INC COMMON 868157108 111 11838 SH DEFINED 01 11838 0 0 SUPERIOR INDUSTRIES INTL INC COMMON 868168105 510 11730 SH DEFINED 01 11730 0 0 SUPERVALU INC COMMON 868536103 437 15318 SH DEFINED 01 15318 0 0 SUPERVALUE INC CBONDCNV 868536AP8 6650 20000000 SH DEFINED 01 20000000 0 0 SUPPORTSOFT INC COMMON 868587106 900 68504 SH DEFINED 01 0 0 68504 SUPPORTSOFT INC COMMON 868587106 213 16203 SH DEFINED 01 16203 0 0 SURMODICS INC COMMON 868873100 612 25640 SH DEFINED 01 25640 0 0 SUSQUEHANNA BANCSHARES INC-PA COMMON 869099101 282 11312 SH DEFINED 01 11312 0 0 SWIFT ENERGY CO COMMON 870738101 760 45160 SH DEFINED 01 0 0 45160 SWIFT ENERGY CO COMMON 870738101 334 19867 SH DEFINED 01 19867 0 0 SWIFT TRANSPORTATION CO INC COMMON 870756103 484 23066 SH DEFINED 01 23066 0 0 SYBASE INC COMMON 871130100 902 43851 SH DEFINED 01 43851 0 0 SYBRON DENTAL SPECIALTIES INC COMMON 871142105 328 11679 SH DEFINED 01 11679 0 0 SYCAMORE NETWORKS INC COMMON 871206108 552 100532 SH DEFINED 01 0 0 100532 SYCAMORE NETWORKS INC COMMON 871206108 1274 244027 SH DEFINED 01 244027 0 0 SYLVAN LEARNING SYSTEMS INC COMMON 871399101 936 32532 SH DEFINED 01 32532 0 0 SYMANTEC CORP COMMON 871503108 5808 165636 SH DEFINED 01 0 0 165636 SYMBION INC COMMON 871504106 0 13400 SH DEFINED 01 13400 0 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 1987 114229 SH DEFINED 01 0 0 114229 SYMMETRICOM INC COMMON 871543104 80 11036 SH DEFINED 01 11036 0 0 SYN-TREK INC COMMON 871559100 0 25000 SH DEFINED 01 25000 0 0 SYNAPTICS INC COMMON 87157D109 399 26676 SH DEFINED 01 26676 0 0 SYNOPSYS INC COMMON 871607107 4131 122281 SH DEFINED 01 0 0 122281 SYNOVUS FINANCIAL CORP COMMON 87161C105 1539 53239 SH DEFINED 01 53239 0 0 SYSCO CORP COMMON 871829107 13800 367262 SH DEFINED 01 0 0 367262 SYSTEMS & COMPUTER TECHNOLOGY COMMON 871873105 9971 609859 SH DEFINED 01 609859 0 0 TBA ENTERTAINMENT CORP COMMON 872173109 84 105400 SH DEFINED 01 105400 0 0 TCF FINANCIAL CORP COMMON 872275102 1428 27813 SH DEFINED 01 27813 0 0 TC PIPELINES LP COMMON 87233Q108 262 8000 SH DEFINED 01 0 0 8000 TC PIPELINES LP COMMON 87233Q108 324 9900 SH DEFINED 01 9900 0 0 ***TDC A/S ADR 87236N102 191 10562 SH DEFINED 01 10562 0 0 TDX CORP COMMON 872363106 2 33000 SH DEFINED 01 33000 0 0 TECO ENERGY INC COMMON 872375100 1193 82791 SH DEFINED 01 82791 0 0 TEPPCO PARTNERS LP COMMON 872384102 7832 193466 SH DEFINED 01 0 0 193466 THQ INC NEW COMMON 872443403 490 28997 SH DEFINED 01 28997 0 0 TJX COMPANIES INC NEW COMMON 872540109 1422 64494 SH DEFINED 01 64494 0 0 TJX COS INC CBONDCNV 872540AL3 1750 2090000 SH DEFINED 01 2090000 0 0 TRC COMPANIES INC COMMON 872625108 206 9828 SH DEFINED 01 9828 0 0 TSL HOLDINGS INC COMMON 872918107 1 1390302 SH DEFINED 01 1390302 0 0 TTM TECHNOLOGIES INC COMMON 87305R109 425 25199 SH DEFINED 01 25199 0 0 TVMAX HOLDINGS INC COMMON 87307X104 51 20760 SH DEFINED 01 20760 0 0 TXU CORP COMMON 873168108 1314 53417 SH DEFINED 01 0 0 53417 TXU CORP COMMON 873168504 30626 882600 SH DEFINED 01 882600 0 0 ***TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 265 25903 SH DEFINED 01 0 0 25903 ***TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 2292 223901 SH DEFINED 01 223901 0 0 TAKE-TWO INTERACTIVE SOFTWARE COMMON 874054109 615 21365 SH DEFINED 01 21365 0 0 TANOX INC COMMON 87588Q109 283 19106 SH DEFINED 01 19106 0 0 TARGET CORP COMMON 87612E106 7015 179800 SH DEFINED 01 0 0 179800 TAUBMAN CENTERS INC REIT 876664103 734 35639 SH DEFINED 01 35639 0 0 TECH DATA CORP COMMON 878237106 852 21472 SH DEFINED 01 21472 0 0 TECHNE CORP COMMON 878377100 639 16931 SH DEFINED 01 16931 0 0 TECHNITROL INC COMMON 878555101 237 11467 SH DEFINED 01 11467 0 0 TECUMSEH PRODUCTS CO-CL A CLASS 878895200 361 7474 SH DEFINED 01 7474 0 0 ***TEECO PROPERTIES LP COMMON 879002103 0 108310 SH DEFINED 01 108310 0 0 TEKELEC INC COMMON 879101103 258 16622 SH DEFINED 01 16622 0 0 TEKTRONIX INC COMMON 879131100 781 24746 SH DEFINED 01 24746 0 0 ***TELECOM HOLDRS TR COMMON 87927P200 9186 334300 SH DEFINED 01 334300 0 0 TELEDYNE TECHNOLOGIES INC COMMON 879360105 213 11301 SH DEFINED 01 11301 0 0 TELEFLEX INC COMMON 879369106 388 8042 SH DEFINED 01 8042 0 0 ***TELEFONICA SA ADR 879382208 506 11454 SH DEFINED 01 11454 0 0 ***TELEFONOS DE MEXICO S A ADR 879403707 223 6764 SH DEFINED 01 6764 0 0 *** TELEFONOS DE MEXICO SADE ADR 879403780 3988 120754 SH DEFINED 01 120754 0 0 ***TELEGUARD SYSTEMS INTL INC COMMON 87942E107 0 20000 SH DEFINED 01 20000 0 0 TELEPHONE & DATA SYSTEMS INC COMMON 879433100 731 11696 SH DEFINED 01 11696 0 0 TELIK INC COMMON 87959M109 922 40072 SH DEFINED 01 40072 0 0 TELLABS INC COMMON 879664100 176 20880 SH DEFINED 01 0 0 20880 TELLABS INC COMMON 879664100 1746 207148 SH DEFINED 01 207148 0 0 TEMPLE INLAND INC COMMON 879868107 403 6439 SH DEFINED 01 6439 0 0 TELESPHERE COMMUNICATIONS INC COMMON 879908101 0 329107 SH DEFINED 01 329107 0 0 TELETECH HOLDINGS INC COMMON 879939106 914 80950 SH DEFINED 01 80950 0 0 ***TELESYSTEM INTERNATIONAL COMMON 879946606 271 26550 SH DEFINED 01 0 0 26550 TEMPUR PEDIC INTERNATIONAL INC COMMON 88023U101 999 64500 SH DEFINED 01 0 0 64500 TEMPUR PEDIC INTERNATIONAL INC COMMON 88023U101 10050 648435 SH DEFINED 01 648435 0 0 TENFOLD CORP COMMON 88033A103 12993 3985889 SH DEFINED 01 0 0 3985889 TENET HEALTHCARE CORP COMMON 88033G100 3146 193519 SH DEFINED 01 0 0 193519 TENNECO AUTOMOTIVE INC COMMON 880349105 69 10455 SH DEFINED 01 10455 0 0 TENNIS LADY INC COMMON 880647102 0 18056 SH DEFINED 01 18056 0 0 TERADYNE INC COMMON 880770102 2398 93897 SH DEFINED 01 0 0 93897 TERAYON COMMUNICATION SYSTEMS COMMON 880775101 93 19329 SH DEFINED 01 0 0 19329 TEREX CORP NEW COMMON 880779103 1360 47756 SH DEFINED 01 47756 0 0 TESORO PETROLEUM CORP COMMON 881609101 2204 148501 SH DEFINED 01 0 0 148501 TESSERACT GROUP INC (THE) COMMON 881612105 0 80750 SH DEFINED 01 80750 0 0 TETRA TECH INC NEW COMMON 88162G103 503 20253 SH DEFINED 01 20253 0 0 ***TEVA PHARMACEUTICAL ADR 881624209 4484 77324 SH DEFINED 01 0 0 77324 TESSERA TECHNOLOGIES INC COMMON 88164L100 733 39000 SH DEFINED 01 0 0 39000 TESSERA TECHNOLOGIES INC COMMON 88164L100 849 45148 SH DEFINED 01 45148 0 0 TEXAS AMERICAN GROUP INC NEW COMMON 882150303 0 85000 SH DEFINED 01 85000 0 0 TEXAS INDUSTRIES INC COMMON 882491103 390 10559 SH DEFINED 01 10559 0 0 TEXAS INSTRUMENTS INC COMMON 882508104 793 27025 SH DEFINED 01 0 0 27025 TEXAS INSTRUMENTS INC COMMON 882508104 15081 513326 SH DEFINED 01 513326 0 0 TEXAS REGIONAL BANCSHARES INC CLASS 882673106 209 5656 SH DEFINED 01 5656 0 0 TEXTRON INC COMMON 883203101 2138 37476 SH DEFINED 01 37476 0 0 THE GROUP INC COMMON 883353104 0 20993 SH DEFINED 01 20993 0 0 THERASENSE INC COMMON 883381105 2084 102662 SH DEFINED 01 102662 0 0 THERASENSE INC COMMON 883381105 94 4658 SH DEFINED 01 4658 0 0 THERASENSE INC COMMON 883381105 2464 121616 SH DEFINED 01 121616 0 0 THERMO ELECTRON CORP COMMON 883556102 1406 55454 SH DEFINED 01 0 0 55454 THOMAS & BETTS CORP COMMON 884315102 457 19991 SH DEFINED 01 19991 0 0 THOR INDUSTRIES INC COMMON 885160101 1581 27409 SH DEFINED 01 0 0 27409 THORATEC CORP COMMON 885175307 1046 80419 SH DEFINED 01 80419 0 0 THORNBURG MORTGAGE INC REIT 885218107 429 15807 SH DEFINED 01 15807 0 0 3COM CORP COMMON 885535104 320 39250 SH DEFINED 01 0 0 39250 3COM CORP COMMON 885535104 2431 297622 SH DEFINED 01 297622 0 0 3CX INC COMMON 88554H107 0 10000 SH DEFINED 01 10000 0 0 3M COMPANY COMMON 88579Y101 17280 201232 SH DEFINED 01 0 0 201232 TIBCO SOFTWARE INC COMMON 88632Q103 545 79085 SH DEFINED 01 0 0 79085 TIDEWATER INC COMMON 886423102 799 26747 SH DEFINED 01 26747 0 0 TIFFANY & CO NEW COMMON 886547108 987 21843 SH DEFINED 01 21843 0 0 TIMBERLAND CO-CL A CLASS 887100105 411 7894 SH DEFINED 01 7894 0 0 TIME WARNER INC COMMON 887317105 1770 98440 SH DEFINED 01 0 0 98440 TIME WARNER INC COMMON 887317105 24640 1369697 SH DEFINED 01 1369697 0 0 TIME WARNER TELECOM INC COMMON 887319101 159 15721 SH DEFINED 01 15721 0 0 TITAN CORP COMMON 888266103 1962 89971 SH DEFINED 01 89971 0 0 TIVO INC COMMON 888706108 170 23000 SH DEFINED 01 0 0 23000 TIVO INC COMMON 888706108 111 15080 SH DEFINED 01 15080 0 0 TOLL BROTHERS INC COMMON 889478103 1371 34493 SH DEFINED 01 34493 0 0 ***TOMAHAWK CORP COMMON 88978C106 143 2385237 SH DEFINED 01 2385237 0 0 TOO INC COMMON 890333107 201 11950 SH DEFINED 01 11950 0 0 TOOTSIE ROLL INDUSTRIES INC COMMON 890516107 374 10412 SH DEFINED 01 10412 0 0 TORCHMARK CORP COMMON 891027104 3254 71473 SH DEFINED 01 71473 0 0 TORO CO COMMON 891092108 324 6999 SH DEFINED 01 6999 0 0 TOTAL ASSETS PROTECTION INC COMMON 891495103 0 41285 SH DEFINED 01 41285 0 0 ***TOTAL S.A. ADR 89151E109 291 3152 SH DEFINED 01 3152 0 0 TOUR CFG INC COMMON 89155B101 0 20000 SH DEFINED 01 20000 0 0 TOWER AUTOMOTIVE INC COMMON 891707101 238 34992 SH DEFINED 01 34992 0 0 TOYS R US INC COMMON 892335100 322 25307 SH DEFINED 01 0 0 25307 TRACTOR SUPPLY CO COMMON 892356106 487 12525 SH DEFINED 01 0 0 12525 TRACTOR SUPPLY CO COMMON 892356106 404 10406 SH DEFINED 01 10406 0 0 TRADITIONAL INDUSTRIES INC NEW COMMON 892682204 0 70370 SH DEFINED 01 70370 0 0 TRANSACTION SYSTEMS ARCHITECTS COMMON 893416107 359 15905 SH DEFINED 01 15905 0 0 TRANSBOTICS CORPORATION COMMON 893524108 25 57066 SH DEFINED 01 57066 0 0 TRANSCOASTAL MARINE SERVICES COMMON 893537100 0 20000 SH DEFINED 01 20000 0 0 TRANSKARYOTIC THERAPIES INC COMMON 893735100 499 32007 SH DEFINED 01 32007 0 0 TRANSMETA CORP DEL COMMON 89376R109 68 20000 SH DEFINED 01 0 0 20000 TRANSMETA CORP DEL COMMON 89376R109 157 46307 SH DEFINED 01 46307 0 0 TRANSOCEAN SECDCO FOREX INC CBONDCNV 893830AA7 6012 10000000 SH DEFINED 01 10000000 0 0 TRANSPORT CORPORATION OF COMMON 89385P102 553 76300 SH DEFINED 01 76300 0 0 TRANSMONTAIGNE INC COMMON 893934109 31393 4867147 SH DEFINED 01 4867147 0 0 TRANSWITCH CORP CBONDCNV 894065AB7 17 20000 SH DEFINED 01 20000 0 0 TRAVELERS PROPERTY CASUALTY COMMON 89420G109 179 10669 SH DEFINED 01 0 0 10669 TRAVELERS PROPERTY CASUALTY COMMON 89420G109 522 31158 SH DEFINED 01 31158 0 0 TRAVELERS PROPERTY CASUALTY COMMON 89420G406 13882 817453 SH DEFINED 01 0 0 817453 TREESOURCE INDUSTRIES INC COMMON 894688100 0 10000 SH DEFINED 01 10000 0 0 TRIAD HOSPITAL INC COMMON 89579K109 557 16743 SH DEFINED 01 16743 0 0 TRIDENT MICROSYSTEMS INC COMMON 895919108 202 11603 SH DEFINED 01 11603 0 0 TRIARC COMPANIES INC COMMON 895927309 115 10721 SH DEFINED 01 10721 0 0 TRIARC COMPANIES INC-CL A CLASS 895927101 222 18800 SH DEFINED 01 18800 0 0 TRIBUNE CO NEW COMMON 896047107 1677 32500 SH DEFINED 01 32500 0 0 TRICORD SYSTEMS INC COMMON 896121100 0 16624 SH DEFINED 01 16624 0 0 TRIKON TECHNOLOGIES INC COMMON 896187408 139 24950 SH DEFINED 01 0 0 24950 TRIMBLE NAVIGATION LTD COMMON 896239100 376 8902 SH DEFINED 01 0 0 8902 TRIMBLE NAVIGATION LTD COMMON 896239100 862 23150 SH DEFINED 01 23150 0 0 TRINITY INDUSTRIES INC COMMON 896522109 538 17450 SH DEFINED 01 17450 0 0 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 277 39250 SH DEFINED 01 0 0 39250 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 714 101063 SH DEFINED 01 101063 0 0 TRITON PCS HLDGS INC COMMON 89677M106 233 41874 SH DEFINED 01 41874 0 0 TRIZEC PROPERTIES INC COMMON 89687P107 260 16893 SH DEFINED 01 16893 0 0 TRUST CO OF NEW JERSEY NEW COMMON 898304100 2536 63932 SH DEFINED 01 63932 0 0 TRUSTCO BANK CORP N Y COMMON 898349105 311 23697 SH DEFINED 01 23697 0 0 TULARIK INC COMMON 899165104 454 28121 SH DEFINED 01 28121 0 0 ***TUMBLEWEED COMMUNICATIONS COMMON 899690101 191 22820 SH DEFINED 01 22820 0 0 TUPPERWARE CORP COMMON 899896104 671 38744 SH DEFINED 01 38744 0 0 TWO PESOS INC COMMON 902068105 0 181910 SH DEFINED 01 181910 0 0 TYCO INTERNATIONAL GROUP S A CBONDCNV 902118BF4 33182 26000000 SH DEFINED 01 26000000 0 0 ***TYCO INTERNATIONAL LTD COMMON 902124106 623 23526 SH DEFINED 01 0 0 23526 ***TYCO INTERNATIONAL LTD COMMON 902124106 15642 590288 SH DEFINED 01 590288 0 0 TYLER TECHNOLOGIES INC COMMON 902252105 332 34576 SH DEFINED 01 34576 0 0 TYSON FOODS INC-CL A CLASS 902494103 1073 81072 SH DEFINED 01 81072 0 0 UBICS INC COMMON 90261L108 1 17300 SH DEFINED 01 17300 0 0 UCBH HOLDINGS INC COMMON 90262T308 1176 30187 SH DEFINED 01 30187 0 0 UDC HOMES INC COMMON 902646108 0 42531 SH DEFINED 01 42531 0 0 UICI COMMON 902737105 143 10786 SH DEFINED 01 10786 0 0 USA CLASSIC INC COMMON 902928100 0 119156 SH DEFINED 01 119156 0 0 US BANCORP DEL COMMON 902973304 337 11343 SH DEFINED 01 0 0 11343 US BANCORP DEL COMMON 902973304 10902 366111 SH DEFINED 01 366111 0 0 URS CORP NEW COMMON 903236107 295 8739 SH DEFINED 01 0 0 8739 USA BANCORP INC COMMON 90329A102 6 68200 SH DEFINED 01 68200 0 0 USEC INC COMMON 90333E108 174 20750 SH DEFINED 01 20750 0 0 U S I HOLDINGS CORPORATION COMMON 90333H101 168 12886 SH DEFINED 01 12886 0 0 U S CONCRETE INC COMMON 90333L102 245 38101 SH DEFINED 01 38101 0 0 U S PHYSICAL THERAPY INC COMMON 90337L108 274 17482 SH DEFINED 01 17482 0 0 US ONCOLOGY INC COMMON 90338W103 222 20633 SH DEFINED 01 20633 0 0 ULTRATECH INC COMMON 904034105 612 20856 SH DEFINED 01 20856 0 0 UMPQUA HLDGS CORP COMMON 904214103 271 13059 SH DEFINED 01 13059 0 0 WTS UNIFI COMMUNICATIONS INC COMMON 90467N114 0 23000 SH DEFINED 01 23000 0 0 UNIFI INC COMMON 904677101 132 20518 SH DEFINED 01 20518 0 0 UNION PACIFIC CORP COMMON 907818108 3248 45050 SH DEFINED 01 0 0 45050 UNIONBANCAL CORP COMMON 908906100 1436 24968 SH DEFINED 01 24968 0 0 UNIQUEST INC COMMON 90915Q107 0 10000 SH DEFINED 01 10000 0 0 UNISOURCE ENERGY CORP COMMON 909205106 204 8306 SH DEFINED 01 8306 0 0 UNISYS CORP COMMON 909214108 821 55345 SH DEFINED 01 55345 0 0 UNIT CORP COMMON 909218109 264 11245 SH DEFINED 01 11245 0 0 UNITED AUTO GROUP INC COMMON 909440109 632 20216 SH DEFINED 01 20216 0 0 UNITED COMPANIES FINANCIAL COMMON 909870107 3 106600 SH DEFINED 01 106600 0 0 UNITED NATIONAL BANCORP N J COMMON 910CSH964 0 62000 SH DEFINED 01 62000 0 0 UNITED NATIONAL BANCORP N J COMMON 910STK979 0 151900 SH DEFINED 01 151900 0 0 UNITED DEFENSE INDUSTRIES INC COMMON 91018B104 830 26053 SH DEFINED 01 26053 0 0 UNITED DOMINION REALTY TRUST REIT 910197102 700 36464 SH DEFINED 01 36464 0 0 UNITED MERCHANTS & COMMON 910858406 0 1192780 SH DEFINED 01 1192780 0 0 A WTS UNITED MERCHANTS & WARRANT 910858992 0 298195 SH DEFINED 01 298195 0 0 UNITED NATURAL FOODS INC COMMON 911163103 262 7309 SH DEFINED 01 7309 0 0 UNITED ONLINE INC COMMON 911268100 181 10830 SH DEFINED 01 10830 0 0 UNITED PARCEL SVC INC COMMON 911312106 297 3990 SH DEFINED 01 0 0 3990 UNITED PARCEL SVC INC COMMON 911312106 16352 219346 SH DEFINED 01 219346 0 0 UNITED RENTALS INC COMMON 911363109 529 27499 SH DEFINED 01 27499 0 0 UNITED STATES STL CORP NEW COMMON 912909108 3127 89292 SH DEFINED 01 89292 0 0 UNITED STATIONERS INC COMMON 913004107 363 8878 SH DEFINED 01 8878 0 0 UNITED SURGICAL PARTNERS INTL COMMON 913016309 362 10833 SH DEFINED 01 10833 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 415 4380 SH DEFINED 01 0 0 4380 UNITED TECHNOLOGIES CORP COMMON 913017109 24672 260344 SH DEFINED 01 260344 0 0 UNITEDHEALTH GROUP INC COMMON 91324P102 1196 20565 SH DEFINED 01 0 0 20565 UNITEDHEALTH GROUP INC COMMON 91324P102 4149 71325 SH DEFINED 01 71325 0 0 UNITEDGLOBALCOM COMMON 913247508 1018 120131 SH DEFINED 01 120131 0 0 UNITRIN INC COMMON 913275103 551 13315 SH DEFINED 01 13315 0 0 UNITY HEALTHCARE HOLDING CO COMMON 913298105 0 84800 SH DEFINED 01 84800 0 0 UNIVERSAL CORP-VA COMMON 913456109 589 13345 SH DEFINED 01 13345 0 0 UNIVERSAL HEALTH SERVICES INC COMMON 913903100 653 12169 SH DEFINED 01 12169 0 0 UNIVERSITY BANK N.A. COMMON 914101100 0 101136 SH DEFINED 01 101136 0 0 UNIVISION COMMUNICATIONS INC COMMON 914906102 2760 67419 SH DEFINED 01 0 0 67419 UNOCAL CORP COMMON 915289102 1517 41214 SH DEFINED 01 41214 0 0 UNOVA INC COMMON 91529B106 288 12550 SH DEFINED 01 12550 0 0 UNUMPROVIDENT CORP COMMON 91529Y106 662 42013 SH DEFINED 01 42013 0 0 URBAN OUTFITTERS INC COMMON 917047102 507 13280 SH DEFINED 01 0 0 13280 USF CORPORATION COMMON 91729Q101 374 10951 SH DEFINED 01 10951 0 0 V I TECHNOLOGIES INC COMMON 917920100 110 100800 SH DEFINED 01 100800 0 0 UTILITIES HOLDRS TR COMMON 918019100 22378 285445 SH DEFINED 01 285445 0 0 UTSTARCOM INC COMMON 918076100 2624 70809 SH DEFINED 01 70809 0 0 VA SOFTWARE CORP COMMON 91819B105 108 27631 SH DEFINED 01 27631 0 0 VCA ANTECH INC COMMON 918194101 237 7663 SH DEFINED 01 7663 0 0 V F CORP COMMON 918204108 463 10725 SH DEFINED 01 10725 0 0 VTN CORP COMMON 918346107 0 27500 SH DEFINED 01 27500 0 0 VALASSIS COMMUNICATIONS INC COMMON 918866104 542 18470 SH DEFINED 01 18470 0 0 VALENCE TECHNOLOGY INC COMMON 918914102 84 22036 SH DEFINED 01 22036 0 0 VHX COMMON 918990243 0 13000 SH DEFINED 01 13000 0 0 VALEANT PHARMACEUTICALS INTL COMMON 91911X104 3638 144664 SH DEFINED 01 144664 0 0 VALERO L P COMMON 91913W104 338 6800 SH DEFINED 01 0 0 6800 VALERO L P COMMON 91913W104 12216 245450 SH DEFINED 01 245450 0 0 VALERO ENERGY CORP NEW COMMON 91913Y100 1993 43019 SH DEFINED 01 43019 0 0 VALLEY INDUSTRIES INC COMMON 919720102 0 113900 SH DEFINED 01 113900 0 0 VALSPAR CORP COMMON 920355104 919 18615 SH DEFINED 01 0 0 18615 VALSPAR CORP COMMON 920355104 1000 20242 SH DEFINED 01 20242 0 0 VALUE ADDED COMMUNICATIONS INC COMMON 920383106 1 196175 SH DEFINED 01 196175 0 0 VALUECLICK INC COMMON 92046N102 538 51336 SH DEFINED 01 0 0 51336 VALUE TRADING INDUSTRIES INC COMMON 92047F108 0 28751 SH DEFINED 01 28751 0 0 VAN KAMPEN TR FOR INVESTMENT COMMON 920933108 373 21700 SH DEFINED 01 0 0 21700 VARCO INTL INC DEL COMMON 922122106 660 32021 SH DEFINED 01 32021 0 0 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1488 21540 SH DEFINED 01 21540 0 0 VARIAN INC COMMON 922206107 572 13709 SH DEFINED 01 13709 0 0 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 1307 29937 SH DEFINED 01 29937 0 0 VAST SOLUTIONS INC COMMON 92237T108 0 148112 SH DEFINED 01 148112 0 0 VAST SOLUTIONS INC COMMON 92237T207 0 148112 SH DEFINED 01 148112 0 0 VAST SOLUTIONS INC COMMON 92237T306 0 148112 SH DEFINED 01 148112 0 0 VECTREN CORP COMMON 92240G101 375 15215 SH DEFINED 01 15215 0 0 VECTOR GROUP LTD COMMON 92240M108 325 19924 SH DEFINED 01 19924 0 0 VEECO INSTRUMENTS INC-DEL COMMON 922417100 200 7099 SH DEFINED 01 7099 0 0 VENCOR INC (NEW) COMMON 92260R102 0 16557 SH DEFINED 01 16557 0 0 VENTAS INC COMMON 92276F100 410 18650 SH DEFINED 01 18650 0 0 VENTANA MEDICAL SYSTEMS INC COMMON 92276H106 735 18664 SH DEFINED 01 18664 0 0 ***VENTURE SEISMIC LTD COMMON 92327K108 0 15500 SH DEFINED 01 15500 0 0 B WTS VERADO HLDGS INC WARRANT 92335X118 0 34580 SH DEFINED 01 34580 0 0 VERITY INC COMMON 92343C106 401 23085 SH DEFINED 01 0 0 23085 VERISIGN INC COMMON 92343E102 2008 114216 SH DEFINED 01 0 0 114216 VERITAS SOFTWARE CORP COMMON 923436109 9998 263893 SH DEFINED 01 0 0 263893 VERSO TECHNOLOGIES INC COMMON 925317109 95 29977 SH DEFINED 01 29977 0 0 VERTEX PHARMACEUTICALS INC COMMON 92532F100 355 34768 SH DEFINED 01 34768 0 0 VESTA INSURANCE GROUP INC COMMON 925391104 154 40067 SH DEFINED 01 40067 0 0 VIAD CORP COMMON 92552R109 969 38777 SH DEFINED 01 38777 0 0 VIACOM INC-CL A COMMON 925524100 277 5113 SH DEFINED 01 0 0 5113 VIACOM INC-CL B CLASS 925524308 612 13792 SH DEFINED 01 0 0 13792 VIACOM INC-CL B CLASS 925524308 9024 203349 SH DEFINED 01 203349 0 0 ***VIACORP TECHNOLOGIES INC COMMON 92553L101 4 10000 SH DEFINED 01 10000 0 0 VIASYS HEALTHCARE INC COMMON 92553Q209 203 9824 SH DEFINED 01 0 0 9824 VICURON PHARMACEUTICALS INC COMMON 926471103 200 10746 SH DEFINED 01 10746 0 0 VIGNETTE CORP COMMON 926734104 195 86223 SH DEFINED 01 86223 0 0 VINTAGE PETROLEUM INC COMMON 927460105 323 26910 SH DEFINED 01 26910 0 0 VIRAGE LOGIC CORP COMMON 92763R104 1712 168359 SH DEFINED 01 0 0 168359 VIRAGE LOGIC CORP COMMON 92763R104 905 89078 SH DEFINED 01 89078 0 0 VISHAY INTERTECHNOLOGY INC COMMON 928298108 772 33751 SH DEFINED 01 33751 0 0 VISION TWENTY-ONE INC-FLA COMMON 92831N101 0 12000 SH DEFINED 01 12000 0 0 VISTEON CORP COMMON 92839U107 1248 119977 SH DEFINED 01 119977 0 0 VISX INC-DEL COMMON 92844S105 500 21606 SH DEFINED 01 21606 0 0 VITALWORKS INC COMMON 928483106 78 17840 SH DEFINED 01 17840 0 0 VITRIA TECHNOLOGY INC NEW COMMON 92849Q401 117 16548 SH DEFINED 01 16548 0 0 VITESSE SEMICONDUCTOR CORP COMMON 928497106 10965 1868004 SH DEFINED 01 0 0 1868004 VITESSE SEMICONDUCTOR CORP COMMON 928497106 1667 284003 SH DEFINED 01 284003 0 0 VITESSE SEMICONDUCTOR CORP CBONDCNV 928497AB2 138 140000 SH DEFINED 01 140000 0 0 ***VIVENDI UNIVERSAL ADR 92851S204 3333 135490 SH DEFINED 01 0 0 135490 ***VODAFONE GROUP PLC NEW ADR 92857W100 4429 172612 SH DEFINED 01 0 0 172612 VULCAN MATERIALS CO COMMON 929160109 601 12645 SH DEFINED 01 12645 0 0 WD 40 CO COMMON 929236107 214 6063 SH DEFINED 01 6063 0 0 WGL HOLDINGS INC COMMON 92924F106 416 14992 SH DEFINED 01 14992 0 0 ***W HLDG CO INC COMMON 929251106 527 28339 SH DEFINED 01 28339 0 0 WMS INDUSTRIES INC COMMON 929297109 1194 45600 SH DEFINED 01 0 0 45600 WMS INDUSTRIES INC COMMON 929297109 535 20450 SH DEFINED 01 20450 0 0 WPS RESOURCES CORP COMMON 92931B106 482 10443 SH DEFINED 01 10443 0 0 WABASH NATIONAL CORP COMMON 929566107 562 19212 SH DEFINED 01 19212 0 0 WACHOVIA CORP 2ND NEW COMMON 929903102 10676 225624 SH DEFINED 01 0 0 225624 WADDELL & REED FINANCIAL INC COMMON 930059100 2380 101475 SH DEFINED 01 101475 0 0 WAL-MART STORES INC COMMON 931142103 240 4541 SH DEFINED 01 0 0 4541 WAL-MART STORES INC COMMON 931142103 47807 901169 SH DEFINED 01 901169 0 0 WALGREEN CO COMMON 931422109 4537 124714 SH DEFINED 01 124714 0 0 WARWICK INSURANCE MANAGERS INC COMMON 936586403 7 100000 SH DEFINED 01 100000 0 0 WASHINGTON FEDERAL INC COMMON 938824109 430 15169 SH DEFINED 01 15169 0 0 WASHINGTON GROUP INTL INC COMMON 938862208 200 5914 SH DEFINED 01 5914 0 0 WASHINGTON MUTUAL INC COMMON 939322103 1543 38461 SH DEFINED 01 0 0 38461 WASHINGTON MUTUAL INC COMMON 939322103 56799 1415735 SH DEFINED 01 1415735 0 0 WASHINGTON POST CO-CL B COMMON 939640108 1656 2093 SH DEFINED 01 2093 0 0 WASHINGTON REAL ESTATE REIT 939653101 267 9164 SH DEFINED 01 9164 0 0 WASTE CONNECTIONS INC COMMON 941053100 706 18709 SH DEFINED 01 18709 0 0 WASTE MANAGEMENT INC DEL COMMON 94106L109 10506 354834 SH DEFINED 01 0 0 354834 WATERS CORP COMMON 941848103 743 22428 SH DEFINED 01 22428 0 0 WATSCO INC COMMON 942622200 1038 45700 SH DEFINED 01 0 0 45700 WATSCO INC COMMON 942622200 414 18214 SH DEFINED 01 18214 0 0 WATSON PHARMACEUTICALS INC COMMON 942683103 996 21673 SH DEFINED 01 21673 0 0 WATSON WYATT & CO HLDGS COMMON 942712100 226 9368 SH DEFINED 01 9368 0 0 WAUSAU-MOSINEE PAPER CORP COMMON 943315101 270 20019 SH DEFINED 01 20019 0 0 WAYPOINT FINANCIAL CORP COMMON 946756103 206 9522 SH DEFINED 01 9522 0 0 WEATHERFORD INTL INC NEW CBONDCNV 947074AB6 1398 2260000 SH DEFINED 01 2260000 0 0 WEBMETHODS INC COMMON 94768C108 3436 375545 SH DEFINED 01 375545 0 0 WEBMETHODS INC COMMON 94768C108 3568 389929 SH DEFINED 01 389929 0 0 WEBSENSE INC COMMON 947684106 478 16365 SH DEFINED 01 16365 0 0 WEBMD CORP COMMON 94769M105 1070 116054 SH DEFINED 01 0 0 116054 WEBSTER FINANCIAL CORP COMMON 947890109 613 13371 SH DEFINED 01 13371 0 0 WEBVAN GROUP INC COMMON 94845V103 0 830021 SH DEFINED 01 830021 0 0 WEINGARTEN REALTY INVESTORS REIT 948741103 438 7432 SH DEFINED 01 0 0 7432 WELLMAN INC COMMON 949702104 105 10345 SH DEFINED 01 10345 0 0 WELLPOINT HEALTH NETWORKS INC CLASS 94973H108 1840 18977 SH DEFINED 01 18977 0 0 WELLS FARGO & CO COMMON 949746101 282 4800 SH DEFINED 01 0 0 4800 WELLS FARGO & CO COMMON 949746101 15619 265234 SH DEFINED 01 265234 0 0 WELLS FARGO COMPANY CBONDCNV 949746EZ0 11298 11500000 SH DEFINED 01 11500000 0 0 WELLS AMERICAN CORP COMMON 949900104 49 32320 SH DEFINED 01 32320 0 0 WELLSTEAD INDUSTRIES INC COMMON 950246108 0 19120 SH DEFINED 01 19120 0 0 WENDYS INTERNATIONAL INC COMMON 950590109 864 22019 SH DEFINED 01 22019 0 0 WERNER ENTERPRISES INC COMMON 950755108 1393 71495 SH DEFINED 01 71495 0 0 WESTAR ENERGY INC COMMON 95709T100 705 34833 SH DEFINED 01 34833 0 0 WESTAMERICA BANCORP COMMON 957090103 412 8304 SH DEFINED 01 8304 0 0 WESTELL TECHNOLOGIES INC-CL A COMMON 957541105 70 11124 SH DEFINED 01 11124 0 0 WESTERN DIGITAL CORP COMMON 958102105 1898 161064 SH DEFINED 01 161064 0 0 WESTERN GAS RESOURCES INC COMMON 958259103 734 15551 SH DEFINED 01 15551 0 0 WESTERN SAVINGS & LOAN ASSN COMMON 959432105 0 78500 SH DEFINED 01 78500 0 0 WESTERN WIRELESS CORP-CL A COMMON 95988E204 371 20231 SH DEFINED 01 20231 0 0 WESTPORT RESOURCES CORP COMMON 961418100 1500 50240 SH DEFINED 01 0 0 50240 WESTPORT RESOURCES CORP COMMON 961418100 426 14274 SH DEFINED 01 14274 0 0 WESTWOOD ONE INC COMMON 961815107 914 24125 SH DEFINED 01 0 0 24125 WEYERHAEUSER CO COMMON 962166104 2438 35907 SH DEFINED 01 0 0 35907 WHIRLPOOL CORP COMMON 963320106 663 9138 SH DEFINED 01 9138 0 0 WHIRLWIND MARKETING INC COMMON 963341102 0 14645 SH DEFINED 01 14645 0 0 WHOLE FOODS MARKET INC COMMON 966837106 3304 49229 SH DEFINED 01 49229 0 0 WHOLE FOODS MARKETS INC CBONDCNV 966837AC0 7175 10000000 SH DEFINED 01 10000000 0 0 WILF LEASING LTD COMMON 968990101 0 1053000 SH DEFINED 01 1053000 0 0 WILF LEASING LTD COMMON 968990119 0 1053000 SH DEFINED 01 1053000 0 0 WILLIAMS COMMUNICATIONS GROUP COMMON 969455104 1 257892 SH DEFINED 01 257892 0 0 WILLIAMS COMPANIES INC COMMON 969457100 11609 1182252 SH DEFINED 01 1182252 0 0 WILLIAMS SONOMA INC COMMON 969904101 1696 45776 SH DEFINED 01 0 0 45776 WILMINGTON TRUST CORP COMMON 971807102 472 13125 SH DEFINED 01 13125 0 0 WILSON GREATBATCH TECHS INC COMMON 972232102 243 5770 SH DEFINED 01 5770 0 0 WIND RIVER SYSTEMS INC COMMON 973149107 918 104856 SH DEFINED 01 104856 0 0 WINN-DIXIE STORES INC COMMON 974280109 2171 218266 SH DEFINED 01 218266 0 0 WINNEBAGO INDUSTRIES INC COMMON 974637100 994 14470 SH DEFINED 01 0 0 14470 WINNEBAGO INDUSTRIES INC COMMON 974637100 512 7449 SH DEFINED 01 7449 0 0 WINSTAR COMMUNICATIONS INC COMMON 975515107 0 118510 SH DEFINED 01 118510 0 0 WINSTON HOTELS INC REIT 97563A102 119 11702 SH DEFINED 01 11702 0 0 WINTRUST FINANCIAL CORP COMMON 97650W108 354 7871 SH DEFINED 01 7871 0 0 WIRELESS FACILITIES INC COMMON 97653A103 365 24625 SH DEFINED 01 24625 0 0 WIRELESS FACILITIES INC COMMON 97653A103 672 45212 SH DEFINED 01 45212 0 0 WISCONSIN ENERGY CORP COMMON 976657106 793 23734 SH DEFINED 01 23734 0 0 WITNESS SYSTEMS INC COMMON 977424100 242 26000 SH DEFINED 01 26000 0 0 WOLVERINE WORLD WIDE INC COMMON 978097103 224 11037 SH DEFINED 01 11037 0 0 WORLD ACCEPTANCE CORP-S.C. COMMON 981419104 322 16190 SH DEFINED 01 16190 0 0 WORLD WIDE BINGO INC COMMON 98152P104 0 35000 SH DEFINED 01 35000 0 0 WORLDWIDE COLLECTIONS FUND INC COMMON 98155T103 0 10200 SH DEFINED 01 10200 0 0 WORLDCOM INC-GA NEW COMMON 98157D106 3 271164 SH DEFINED 01 0 0 271164 WORTHINGTON INDUSTRIES INC COMMON 981811102 728 40387 SH DEFINED 01 40387 0 0 WM WRIGLEY JR CO COMMON 982526105 1416 24707 SH DEFINED 01 0 0 24707 WYETH COMMON 983024100 8614 202145 SH DEFINED 01 0 0 202145 WYNN RESORTS LTD COMMON 983134107 958 34216 SH DEFINED 01 34216 0 0 XCM CORP NEW COMMON 983707209 0 34000 SH DEFINED 01 34000 0 0 XL CAP LTD CBONDCNV 98372PAB4 79 125000 SH DEFINED 01 125000 0 0 A WTS XM SATELLITE RADIO INC WARRANT 98375Y114 50 16855 SH DEFINED 01 16855 0 0 XM SATELLITE RADIO HLDGS INC COMMON 983759101 3512 131746 SH DEFINED 01 0 0 131746 XO COMMUNICATIONS INC COMMON 983764101 1 12000 SH DEFINED 01 0 0 12000 XTO ENERGY INC COMMON 98385X106 2513 88824 SH DEFINED 01 0 0 88824 XTO ENERGY INC COMMON 98385X106 1835 64873 SH DEFINED 01 64873 0 0 XCEL ENERGY INC COMMON 98389B100 155918 9182148 SH DEFINED 01 0 0 9182148 XILINX INC COMMON 983919101 13355 343237 SH DEFINED 01 0 0 343237 XEROX CORP COMMON 984121103 3965 287379 SH DEFINED 01 287379 0 0 XYBERNAUT CORP COMMON 984149104 142 90786 SH DEFINED 01 90786 0 0 Y & A GROUP INC COMMON 984190108 2 18450 SH DEFINED 01 18450 0 0 YAHOO INC COMMON 984332106 1632 36135 SH DEFINED 01 0 0 36135 YAHOO INC COMMON 984332106 14426 319381 SH DEFINED 01 319381 0 0 YELLOW ROADWAY CORPORATION COMMON 985577105 1226 33913 SH DEFINED 01 33913 0 0 YORK INTERNATIONAL CORP NEW COMMON 986670107 672 18261 SH DEFINED 01 18261 0 0 YOUNG & RUBICAM INC CBONDCNV 987425AC9 375 375000 SH DEFINED 01 375000 0 0 YUM BRANDS INC COMMON 988498101 1099 31972 SH DEFINED 01 31972 0 0 ZALE CORP NEW COMMON 988858106 683 12857 SH DEFINED 01 12857 0 0 WTS ZI CORP WARRANT 988918124 0 18750 SH DEFINED 01 18750 0 0 ZEBRA TECHNOLOGIES CORP-CL A COMMON 989207105 756 11402 SH DEFINED 01 11402 0 0 ZENIX INCOME FUND INC COMMON 989414107 65 16500 SH DEFINED 01 16500 0 0 ZHONE TECHNOLOGIES INC NEW COMMON 98950P108 54 10004 SH DEFINED 01 0 0 10004 ZILOG INC COMMON 989524202 1651 317500 SH DEFINED 01 317500 0 0 ZIMMER HOLDINGS INC COMMON 98956P102 2346 33326 SH DEFINED 01 33326 0 0 ZIONS BANCORPORATION COMMON 989701107 2768 45145 SH DEFINED 01 45145 0 0 ***ZORAN CORP COMMON 98975F101 771 44260 SH DEFINED 01 0 0 44260 ZYMOGENETICS INC COMMON 98985T109 179 11569 SH DEFINED 01 11569 0 0
EX-99 2 f04-02_1713fcovsumm.txt 13F 4TH QTR. 2003 COVER PAGE & SUMMARY PAGE SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2003 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Lehman Brothers Holdings Inc. Address: 745 Seventh Avenue New York, New York 10019 Form 13F File Number: 28-3182 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 is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Oliver Budde Title: Vice President Phone: 212 526-0778 Signature, Place and Date of Signing: /s/Oliver Budde New York, NY February 17, 2004 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by another 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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 2,941 Form 13F Information Table Value Total 12,053,494 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name __ ____________________ _____ 1 28-1159 Lehman Brothers Inc. Please note that confidential information has been omitted from this report and filed separately with the Securities and Exchange Commission. -----END PRIVACY-ENHANCED MESSAGE-----