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 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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 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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 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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 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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 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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 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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 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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 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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 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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 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