-----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, GB/8l/UWt1KAHfjdFHWalz2d9zF6lzcfHbLf7tasedzovjbZ4MNiLVzREmc5g9DM Co5EIDzHbaqimKTfYpTXjA== 0000806085-04-000096.txt : 20040517 0000806085-04-000096.hdr.sgml : 20040517 20040517131948 ACCESSION NUMBER: 0000806085-04-000096 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040517 EFFECTIVENESS DATE: 20040517 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: 04811110 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 f04-05_1713fnonconffinal.txt FORM 13F REPORT
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 - -------------------------------- -------- --------- -------- ------- --- ---- ---------- -------- -------- -------- -------- DU PONT E I DE NEMOU COMMON CGD534105 0 69280 SH DEFINED 01 69280 0 0 FRACTIONAL ENBRIDGE ENRGY MGMT COMMON CKC50X106 0 353723 SH DEFINED 01 353723 0 0 EQUIMED INC NEW-FRACTIONAL SHS COMMON CKD988302 0 83333 SH DEFINED 01 83333 0 0 FRACTIONAL SHS FLEETWOOD COMMON DDK099107 0 29210 SH DEFINED 01 29210 0 0 FORD MOTOR CO DEL COMMON DEF370866 0 171800 SH DEFINED 01 171800 0 0 ***BAYERISCHE HYPO UND COMMON D08064103 4256 200000 SH DEFINED 01 200000 0 0 ***BAYERISCHE MOTEREN WERKE AG COMMON D12096109 574 13050 SH DEFINED 01 0 0 13050 ***DAIMLERCHRYSLER A.G. 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COMMON 191216100 360 7165 SH DEFINED 01 0 0 7165 COCA COLA CO COMMON 191216100 23900 475163 SH DEFINED 01 475163 0 0 COCA COLA ENTERPRISES INC COMMON 191219104 1631 67519 SH DEFINED 01 67519 0 0 CODE ALARM INC COMMON 191893106 0 40000 SH DEFINED 01 40000 0 0 COEUR D ALENE MINES CORP COMMON 192108108 350 50000 SH DEFINED 01 0 0 50000 COEUR D ALENE MINES CORP COMMON 192108108 331 47362 SH DEFINED 01 47362 0 0 ***COGNOS INC COMMON 19244C109 4987 160590 SH DEFINED 01 160590 0 0 COGNIZANT TECHNOLOGY SOLUTIONS COMMON 192446102 772 17078 SH DEFINED 01 17078 0 0 COHERENT INC COMMON 192479103 912 34728 SH DEFINED 01 34728 0 0 COHU INC COMMON 192576106 207 11149 SH DEFINED 01 11149 0 0 COINSTAR INC COMMON 19259P300 208 12037 SH DEFINED 01 0 0 12037 COLGATE PALMOLIVE CO COMMON 194162103 6197 111977 SH DEFINED 01 0 0 111977 COLLINS & AIKMAN CORP NEW COMMON 194830204 1140 207385 SH DEFINED 01 207385 0 0 COLONIAL BANCGROUP INC COMMON 195493309 276 14924 SH DEFINED 01 14924 0 0 COLONIAL PROPERTIES 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CONEXANT SYSTEMS INC COMMON 207142100 275 44717 SH DEFINED 01 0 0 44717 CONEXANT SYSTEMS INC COMMON 207142100 1948 316264 SH DEFINED 01 316264 0 0 CONNECTICUT BANCSHARES INC COMMON 207540105 1805 34749 SH DEFINED 01 34749 0 0 CONNETICS CORP COMMON 208192104 1037 46782 SH DEFINED 01 46782 0 0 CONNS INC COMMON 208242107 162 10300 SH DEFINED 01 10300 0 0 CONOCOPHILLIPS COMMON 20825C104 11496 164685 SH DEFINED 01 164685 0 0 CONSECO INC COMMON 208464883 3090 133436 SH DEFINED 01 133436 0 0 CONSOL ENERGY INC COMMON 20854P109 3017 112591 SH DEFINED 01 112591 0 0 CONSOLIDATED EDISON INC COMMON 209115104 1497 33946 SH DEFINED 01 33946 0 0 CONSTELLATION BRANDS INC COMMON 21036P108 528 16007 SH DEFINED 01 0 0 16007 CONSTELLATION ENERGY GROUP INC COMMON 210371100 1399 35023 SH DEFINED 01 35023 0 0 CONTINENTAL AIRLINES INC-CL B CLASS 210795308 2100 166504 SH DEFINED 01 0 0 166504 WTS CONVERGENT COMMUNICATIONS WARRANT 211914130 0 30000 SH DEFINED 01 30000 0 0 CONVERGYS CORP COMMON 212485106 976 64257 SH DEFINED 01 64257 0 0 COOPER CAMERON CORP COMMON 216640102 2408 51592 SH DEFINED 01 0 0 51592 COOPER COMPANIES INC NEW (THE) COMMON 216648402 3671 67991 SH DEFINED 01 0 0 67991 COOPER COMPANIES INC NEW (THE) COMMON 216648402 1050 19453 SH DEFINED 01 19453 0 0 COOPER TIRE & RUBBER CO COMMON 216831107 757 37592 SH DEFINED 01 37592 0 0 ADOLPH COORS CO-CL B CLASS 217016104 1463 21068 SH DEFINED 01 21068 0 0 COPART INC COMMON 217204106 833 38349 SH DEFINED 01 38349 0 0 CORAL COMPANIES INC NEW COMMON 217764307 0 153600 SH DEFINED 01 153600 0 0 CORGENTECH INC COMMON 21872P105 265 10596 SH DEFINED 01 0 0 10596 CORILLIAN CORP COMMON 218725109 306 61780 SH DEFINED 01 61780 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 3880 117367 SH DEFINED 01 117367 0 0 CORIXA CORP COMMON 21887F100 204 31987 SH DEFINED 01 31987 0 0 CORIO INC COMMON 218875102 1271 318602 SH DEFINED 01 318602 0 0 CORIO INC COMMON 218875102 3046 769231 SH DEFINED 01 769231 0 0 CORN PRODUCTS INTERNATIONAL COMMON 219023108 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0 0 MONSTER WORLDWIDE INC COMMON 611742107 3771 143937 SH DEFINED 01 143937 0 0 MOODYS CORP COMMON 615369105 2878 39155 SH DEFINED 01 0 0 39155 MOOG INC-CL A COMMON 615394202 1428 41863 SH DEFINED 01 0 0 41863 MOOG INC-CL A COMMON 615394202 483 14175 SH DEFINED 01 14175 0 0 MORGAN STANLEY COMMON 61744M104 64 10000 SH DEFINED 01 10000 0 0 MORGAN STANLEY COMMON 617446448 20282 352641 SH DEFINED 01 0 0 352641 MORSE BOULGER INTL CORP COMMON 619027105 0 62550 SH DEFINED 01 62550 0 0 MOTOROLA INC COMMON 620076109 300 17050 SH DEFINED 01 0 0 17050 MOTOROLA INC COMMON 620076109 8244 468453 SH DEFINED 01 468453 0 0 MOTOROLA INC COMMON 620076208 262 4400 SH DEFINED 01 0 0 4400 MOVIE GALLERY INC COMMON 624581104 1227 62676 SH DEFINED 01 0 0 62676 MOVIE GALLERY INC COMMON 624581104 371 18953 SH DEFINED 01 18953 0 0 MUELLER INDUSTRIES INC COMMON 624756102 266 7371 SH DEFINED 01 0 0 7371 MUNIYIELD NEW JERSEY INSURED COMMON 625921101 941 60100 SH DEFINED 01 0 0 60100 MUNIYIELD NEW JERSEY INSURED 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SEMICONDUCTOR COMMON 637640103 3720 83732 SH DEFINED 01 83732 0 0 NATIONWIDE HEALTH PROPERTIES REIT 638620104 532 23904 SH DEFINED 01 23904 0 0 NATIONWIDE LEGAL SERVICES INC COMMON 638654103 0 12300 SH DEFINED 01 12300 0 0 NATURAL RESOURCE PARTNERS L P COMMON 63900P103 6381 163250 SH DEFINED 01 0 0 163250 NAUTILUS GROUP INC COMMON 63910B102 551 35008 SH DEFINED 01 35008 0 0 NAVISTAR INTERNATIONAL CORP COMMON 63934E108 942 20130 SH DEFINED 01 0 0 20130 NDCHEALTH CORP COMMON 639480102 1909 70316 SH DEFINED 01 0 0 70316 NDCHEALTH CORP COMMON 639480102 601 22158 SH DEFINED 01 22158 0 0 NEIGHBORCARE INC COMMON 64015Y104 1211 47153 SH DEFINED 01 0 0 47153 NEKTAR THERAPEUTICS COMMON 640268108 24466 1133765 SH DEFINED 01 1133765 0 0 NELNET INC COMMON 64031N108 452 17800 SH DEFINED 01 17800 0 0 NET.BANK INC COMMON 640933107 150 12315 SH DEFINED 01 12315 0 0 NETWORKS ASSOCIATES INC COMMON 640938106 919 51111 SH DEFINED 01 51111 0 0 ***NESTLE SA-SPONSORED ADR ADR 641069406 362 5688 SH DEFINED 01 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CORP COMMON 69331C108 5939 204370 SH DEFINED 01 0 0 204370 PF CHANGS CHINA BISTRO INC COMMON 69333Y108 327 6501 SH DEFINED 01 6501 0 0 PLX TECHNOLOGY INC COMMON 693417107 270 25100 SH DEFINED 01 25100 0 0 PMC-SIERRA INC COMMON 69344F106 1587 93554 SH DEFINED 01 93554 0 0 PMI GROUP INC COMMON 69344M101 330 8198 SH DEFINED 01 0 0 8198 PMI GROUP INC CBONDCNV 69344MAE1 10950 10000000 SH DEFINED 01 10000000 0 0 PNC FINANCIAL SVCS GROUP INC COMMON 693475105 8089 145968 SH DEFINED 01 145968 0 0 PNM RESOURCES INC COMMON 69349H107 1826 60771 SH DEFINED 01 0 0 60771 PNM RESOURCES INC COMMON 69349H107 689 22941 SH DEFINED 01 22941 0 0 PPG INDUSTRIES INC COMMON 693506107 1863 31131 SH DEFINED 01 0 0 31131 PPL CORPORATION COMMON 69351T106 1192 26159 SH DEFINED 01 26159 0 0 PRG SCHULTZ INTERNATIONAL INC COMMON 69357C107 109 24916 SH DEFINED 01 24916 0 0 PSS WORLD MEDICAL INC COMMON 69366A100 160 14327 SH DEFINED 01 14327 0 0 PACCAR INC COMMON 693718108 2368 42118 SH DEFINED 01 42118 0 0 PACESETTER 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TRUST COMMON 706902103 205 15000 SH DEFINED 01 0 0 15000 ***PENGROWTH ENERGY TRUST COMMON 706902103 1771 129300 SH DEFINED 01 129300 0 0 PENN TREATY AMERICAN CORP COMMON 707874103 107 50000 SH DEFINED 01 50000 0 0 PENN VA RESOURCE PARTNERS L P COMMON 707884102 7322 204449 SH DEFINED 01 0 0 204449 J C PENNEY CO INC COMMON 708160106 2292 65928 SH DEFINED 01 65928 0 0 PENNSYLVANIA ENGINEERING CORP COMMON 708713102 0 11325 SH DEFINED 01 11325 0 0 PENNSYLVANIA REAL ESTATE REIT 709102107 628 16681 SH DEFINED 01 16681 0 0 PENTAIR INC COMMON 709631105 1812 30723 SH DEFINED 01 30723 0 0 PEOPLES BANK-BRIDGEPORT CONN COMMON 710198102 578 12441 SH DEFINED 01 12441 0 0 PEOPLES ENERGY CORP COMMON 711030106 214 4807 SH DEFINED 01 4807 0 0 PEOPLESOFT INC COMMON 712713106 15511 835618 SH DEFINED 01 0 0 835618 PEP BOYS-MANNY MOE & JACK COMMON 713278109 362 13063 SH DEFINED 01 13063 0 0 PEPCO HOLDINGS INC COMMON 713291102 350 17136 SH DEFINED 01 17136 0 0 THE PEPSI BOTTLING GROUP INC COMMON 713409100 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16799 SH DEFINED 01 16799 0 0 WTS PILLOWTEX CORPORATION NEW WARRANT 721506111 0 249130 SH DEFINED 01 249130 0 0 PIMCO CALIFORNIA MUNI INCOME COMMON 72200M108 533 37500 SH DEFINED 01 37500 0 0 PIMCO NEW YORK MUN INCOME FUND COMMON 72200T103 428 30311 SH DEFINED 01 30311 0 0 PIMCO HIGH INCOME FUND COMMON 722014107 614 41600 SH DEFINED 01 41600 0 0 PINNACLE AIRLINES CORP COMMON 723443107 215 16200 SH DEFINED 01 16200 0 0 PINNACLE SYSTEMS INC COMMON 723481107 422 46804 SH DEFINED 01 46804 0 0 PINNACLE WEST CAPITAL CORP COMMON 723484101 2474 62897 SH DEFINED 01 62897 0 0 PIONEER NATURAL RESOURCES CO COMMON 723787107 501 15522 SH DEFINED 01 15522 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 224 5275 SH DEFINED 01 0 0 5275 PITNEY BOWES INC COMMON 724479100 2054 48208 SH DEFINED 01 48208 0 0 PIXELWORKS INC COMMON 72581M107 779 45476 SH DEFINED 01 45476 0 0 PIXELWORKS INC COMMON 72581M107 519 30316 SH DEFINED 01 30316 0 0 PIXAR COMMON 725811103 1321 19755 SH DEFINED 01 0 0 19755 ***PLACER DOME INC COMMON 725906101 9138 502120 SH DEFINED 01 0 0 502120 PLAINS ALL AMERICAN PIPELINE COMMON 726503105 932 26700 SH DEFINED 01 0 0 26700 PLAINS ALL AMERICAN PIPELINE COMMON 726503105 4875 139650 SH DEFINED 01 139650 0 0 PLAINS EXPLORATION AND COMMON 726505100 353 18986 SH DEFINED 01 18986 0 0 PLAINS RESOURCES INC NEW COMMON 726540503 278 15340 SH DEFINED 01 15340 0 0 PLANAR SYSTEMS INC COMMON 726900103 263 18486 SH DEFINED 01 18486 0 0 PLANTRONICS INC NEW COMMON 727493108 347 9505 SH DEFINED 01 9505 0 0 PLAYTEX PRODUCTS INC COMMON 72813P100 5007 724715 SH DEFINED 01 724715 0 0 PLEXUS CORP COMMON 729132100 496 27932 SH DEFINED 01 27932 0 0 PLUG PWR INC COMMON 72919P103 232 30056 SH DEFINED 01 30056 0 0 PLUM CREEK TIMBER CO INC COMMON 729251108 3902 120147 SH DEFINED 01 120147 0 0 PLUMTREE SOFTWARE INC COMMON 72940Q104 200 47100 SH DEFINED 01 47100 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 1055 22017 SH DEFINED 01 0 0 22017 POLARIS INDUSTRIES INC COMMON 731068102 514 11320 SH DEFINED 01 11320 0 0 POLIFLY FINANCIAL CORP COMMON 731113106 3 15400 SH DEFINED 01 15400 0 0 POLO RALPH LAUREN CORP-CL A COMMON 731572103 253 5896 SH DEFINED 01 0 0 5896 POLYCOM INC COMMON 73172K104 297 14013 SH DEFINED 01 14013 0 0 POLYMEDICA CORP COMMON 731738100 200 7487 SH DEFINED 01 7487 0 0 POLYONE CORP COMMON 73179P106 6477 974016 SH DEFINED 01 974016 0 0 POLYMUSE INC COMMON 731790101 0 115500 SH DEFINED 01 115500 0 0 POPE EVANS & ROBBINS INC COMMON 732852108 16537 125900 SH DEFINED 01 125900 0 0 ***POPULAR INC COMMON 733174106 301 6994 SH DEFINED 01 6994 0 0 POST PROPERTIES INC REIT 737464107 426 14793 SH DEFINED 01 14793 0 0 POTLATCH CORP COMMON 737628107 576 14157 SH DEFINED 01 14157 0 0 POWER INTEGRATIONS INC 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ENTERTAINMENT GROUP COMMON 758766109 1397 63586 SH DEFINED 01 63586 0 0 REGENCY CENTERS CORP COMMON 758849103 727 15569 SH DEFINED 01 15569 0 0 REGENERON PHARMACEUTICALS INC COMMON 75886F107 160 11810 SH DEFINED 01 11810 0 0 REGENERATION TECH INC DEL COMMON 75886N100 18315 1615085 SH DEFINED 01 1615085 0 0 REGENERX BIOPHARMACEUTICALS COMMON 75886X108 70 45615 SH DEFINED 01 45615 0 0 RELIABLE INDUSTRIES INC COMMON 758911101 0 10000 SH DEFINED 01 10000 0 0 REGIS CORPORATION COMMON 758932107 203 4578 SH DEFINED 01 4578 0 0 REGIONS FINANCIAL CORP COMMON 758940100 4031 110381 SH DEFINED 01 110381 0 0 REGIONAL BK HOLDRS TR COMMON 75902E100 45960 344790 SH DEFINED 01 344790 0 0 REGISTER.COM INC COMMON 75914G101 116 19631 SH DEFINED 01 19631 0 0 REINSURANCE GROUP OF AMERICA COMMON 759351109 2352 57410 SH DEFINED 01 57410 0 0 REINSURANCE GROUP AMER INC PREFERED 759351307 6527 110640 SH DEFINED 01 110640 0 0 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 806 22949 SH DEFINED 01 22949 0 0 RELIANT 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REWARDS NETWORK INC COMMON 761557107 744 74443 SH DEFINED 01 74443 0 0 REYNOLDS & REYNOLDS CO-CL A COMMON 761695105 201 7089 SH DEFINED 01 7089 0 0 REYNOLDS R J TOB HOLDINGS INC COMMON 76182K105 2207 36484 SH DEFINED 01 36484 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 1088 10825 SH DEFINED 01 0 0 10825 RITE AID CORP COMMON 767754104 498 68590 SH DEFINED 01 68590 0 0 RIVERSTONE NETWORKS INC COMMON 769320102 33 19731 SH DEFINED 01 0 0 19731 ROBERT HALF INTERNATIONAL INC COMMON 770323103 1317 55763 SH DEFINED 01 55763 0 0 ***ROCHE HOLDING LTD ADR 771195104 218 2241 SH DEFINED 01 2241 0 0 ROCK-TENN CO-CL A CLASS 772739207 227 15755 SH DEFINED 01 15755 0 0 ROCKWELL AUTOMATION INC COMMON 773903109 2000 57697 SH DEFINED 01 57697 0 0 ROCKWELL COLLINS INC COMMON 774341101 1376 43541 SH DEFINED 01 43541 0 0 ***RODDY RESOURCES INC COMMON 774852107 0 25000 SH DEFINED 01 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SH DEFINED 01 20000 0 0 ***ROYCEFIELD RESOURCES LTD COMMON 780914107 0 20000 SH DEFINED 01 20000 0 0 RUBY TUESDAY INC COMMON 781182100 205 6402 SH DEFINED 01 6402 0 0 RUDDICK CORP COMMON 781258108 204 10127 SH DEFINED 01 10127 0 0 RUSS BERRIE & CO INC COMMON 782233100 203 5822 SH DEFINED 01 5822 0 0 ***RYANAIR HOLDINGS PLC ADR 783513104 415 12143 SH DEFINED 01 12143 0 0 RYDER SYSTEM INC COMMON 783549108 1110 28666 SH DEFINED 01 28666 0 0 RYLAND GROUP INC COMMON 783764103 1104 12434 SH DEFINED 01 12434 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 1968 80220 SH DEFINED 01 0 0 80220 SBC COMMUNICATIONS INC COMMON 78387G103 13784 561702 SH DEFINED 01 561702 0 0 SBT CORP COMMON 783877103 0 16727 SH DEFINED 01 16727 0 0 SBA COMMUNICATIONS CORP COMMON 78388J106 1053 271463 SH DEFINED 01 271463 0 0 SCPIE HOLDINGS INC COMMON 78402P104 131 16076 SH DEFINED 01 16076 0 0 SCP POOL CORP COMMON 784028102 208 5596 SH DEFINED 01 5596 0 0 SEI INVESTMENTS CO COMMON 784117103 618 18735 SH DEFINED 01 18735 0 0 SFE TECHNOLOGIES COMMON 784125106 33 354905 SH DEFINED 01 354905 0 0 ***SK TELECOM CO LTD ADR 78440P108 1814 85203 SH DEFINED 01 85203 0 0 SL GREEN REALTY CORP COMMON 78440X101 1713 35920 SH DEFINED 01 0 0 35920 SL GREEN REALTY CORP COMMON 78440X101 2142 44914 SH DEFINED 01 44914 0 0 SLM CORPORATION COMMON 78442P106 5012 119781 SH DEFINED 01 119781 0 0 STANDARD & POORS DEPOSITARY COMMON 78462F103 35223 311276 SH DEFINED 01 0 0 311276 STANDARD & POORS DEPOSITARY COMMON 78462F103 1677313 14822499 SH DEFINED 01 14822499 0 0 S1 CORP COMMON 78463B101 118 15624 SH DEFINED 01 15624 0 0 SPX CORP COMMON 784635104 652 13355 SH DEFINED 01 0 0 13355 SPX CORP CBONDCNV 784635AD6 27654 42959000 SH DEFINED 01 42959000 0 0 SWLG CORP COMMON 785020108 0 10000 SH DEFINED 01 10000 0 0 SABRE HOLDINGS CORP CL A COMMON 785905100 2690 108450 SH DEFINED 01 108450 0 0 SAFECO CORP COMMON 786429100 1146 26563 SH DEFINED 01 26563 0 0 SAFEGUARD SCIENTIFICS INC COMMON 786449108 88 23889 SH DEFINED 01 23889 0 0 SAFEWAY INC COMMON 786514208 3348 161613 SH DEFINED 01 0 0 161613 ST JOE CO COMMON 790148100 527 12972 SH DEFINED 01 12972 0 0 ST JUDE MEDICAL INC COMMON 790849103 3707 51419 SH DEFINED 01 51419 0 0 ST MARY LAND & EXPLORATION CO COMMON 792228108 263 7888 SH DEFINED 01 7888 0 0 ST PAUL COMPANIES INC COMMON 792860108 3685 92112 SH DEFINED 01 92112 0 0 SAKS INC COMMON 79377W108 312 17782 SH DEFINED 01 17782 0 0 SANDERSON FARMS INC COMMON 800013104 469 12785 SH DEFINED 01 12785 0 0 ***SANDISK CORP COMMON 80004C101 1184 41746 SH DEFINED 01 41746 0 0 SANMINA-SCI CORP COMMON 800907107 2089 189743 SH DEFINED 01 0 0 189743 SANMINA-SCI CORP COMMON 800907107 2562 232717 SH DEFINED 01 232717 0 0 SANI-TECH INDUSTRIES INC COMMON 801017104 0 10000 SH DEFINED 01 10000 0 0 ***SAP AKTIENGESELLSCHAFT ADR 803054204 1412 35944 SH DEFINED 01 35944 0 0 SAPIENT CORP COMMON 803062108 269 44647 SH DEFINED 01 44647 0 0 ***SAPPI LTD ADR 803069202 465 31300 SH DEFINED 01 0 0 31300 SARA LEE CORP COMMON 803111103 3890 174713 SH DEFINED 01 0 0 174713 SAVIENT PHARMACEUTICALS COMMON 80517Q100 77 20395 SH DEFINED 01 20395 0 0 SAVVIS COMMUNICATIONS CORP COMMON 805423100 145 69900 SH DEFINED 01 69900 0 0 SCANA CORPORATION NEW COMMON 80589M102 653 18475 SH DEFINED 01 18475 0 0 SCANSOFT INC COMMON 80603P107 158 21795 SH DEFINED 01 0 0 21795 HENRY SCHEIN INC COMMON 806407102 331 4637 SH DEFINED 01 4637 0 0 SCHERING PLOUGH CORP COMMON 806605101 2213 136465 SH DEFINED 01 0 0 136465 SCHERING PLOUGH CORP COMMON 806605101 3024 186486 SH DEFINED 01 186486 0 0 SCHLUMBERGER LTD COMMON 806857108 226 3545 SH DEFINED 01 0 0 3545 SCHLUMBERGER LTD COMMON 806857108 12744 199593 SH DEFINED 01 199593 0 0 SCHLUMBERGER LTD CBONDCNV 806857AD0 2716 2512000 SH DEFINED 01 2512000 0 0 SCHNITZER STEEL INDUSTRIES INC CLASS 806882106 550 17186 SH DEFINED 01 17186 0 0 SCHOLASTIC CORP COMMON 807066105 1543 56658 SH DEFINED 01 0 0 56658 SCHOLASTIC CORP COMMON 807066105 1748 64167 SH DEFINED 01 64167 0 0 CHARLES SCHWAB CORP NEW COMMON 808513105 5770 490705 SH DEFINED 01 0 0 490705 SCHWEITZER MAUDUIT INTL INC COMMON 808541106 404 12523 SH DEFINED 01 12523 0 0 SCIENTIFIC ATLANTA INC COMMON 808655104 1073 31195 SH DEFINED 01 0 0 31195 SCION PHARMACEUTICALS INC COMMON 808990212 0 1873248 SH DEFINED 01 1873248 0 0 ***SCOR SA-SPONSORED ADR ADR 80917Q106 81 46000 SH DEFINED 01 46000 0 0 SCOTTS CO-CL A CLASS 810186106 2021 31506 SH DEFINED 01 0 0 31506 SCOTTS CO-CL A CLASS 810186106 574 8960 SH DEFINED 01 8960 0 0 E W SCRIPPS CO NEW-CL A CLASS 811054204 237 2347 SH DEFINED 01 2347 0 0 SEACOAST FINANCIAL SERVICES COMMON 81170Q106 318 9502 SH DEFINED 01 9502 0 0 SEAGATE TECHNOLOGY INC COMMON 811804988 0 706915 SH DEFINED 01 706915 0 0 SEACOR HOLDINGS INC COMMON 811904101 316 5908 SH DEFINED 01 0 0 5908 SEALED AIR CORP NEW COMMON 81211K100 1709 34379 SH DEFINED 01 34379 0 0 SEARS ROEBUCK & CO COMMON 812387108 2504 58302 SH DEFINED 01 58302 0 0 SECOND NATIONAL BANCORPORATION COMMON 813192101 0 151645 SH DEFINED 01 151645 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y100 55658 2130050 SH DEFINED 01 2130050 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y209 3118 104365 SH DEFINED 01 104365 0 0 SECTOR SPDR TRUST COMMON 81369Y308 15846 692598 SH DEFINED 01 692598 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y407 617 19460 SH DEFINED 01 0 0 19460 SELECT SECTOR SPDR FUND COMMON 81369Y407 17910 564110 SH DEFINED 01 564110 0 0 SECTOR SPDR TRUST COMMON 81369Y506 13346 454900 SH DEFINED 01 454900 0 0 SECTOR SPDR TRUST COMMON 81369Y605 313 10660 SH DEFINED 01 0 0 10660 SECTOR SPDR TRUST COMMON 81369Y605 296648 10090087 SH DEFINED 01 10090087 0 0 SECTOR SPDR TRUST COMMON 81369Y704 5282 200000 SH DEFINED 01 200000 0 0 ***SECTOR SPDR TRUST COMMON 81369Y803 606 30100 SH DEFINED 01 0 0 30100 ***SECTOR SPDR TRUST COMMON 81369Y803 32763 1625179 SH DEFINED 01 1625179 0 0 SELECT SECTOR SPDR AMEX COMMON 81369Y886 5947 244550 SH DEFINED 01 244550 0 0 SEITEL INC NEW COMMON 816074306 69 18500 SH DEFINED 01 18500 0 0 ***SEKISUI HOUSE LTD ADR 816078307 188 16699 SH DEFINED 01 16699 0 0 SELECT MED CORP COMMON 816196109 202 10674 SH DEFINED 01 0 0 10674 SELECTIVE INSURANCE GROUP INC COMMON 816300107 339 9679 SH DEFINED 01 9679 0 0 SEMICONDUCTOR HOLDRS TR COMMON 816636203 857 21700 SH DEFINED 01 0 0 21700 SEMICONDUCTOR HOLDRS TR COMMON 816636203 68370 1730895 SH DEFINED 01 1730895 0 0 SEMTECH CORP COMMON 816850101 606 26574 SH DEFINED 01 26574 0 0 SEMPRA ENERGY COMMON 816851109 1591 50054 SH DEFINED 01 50054 0 0 ***SENNEN RESOURCES LTD COMMON 816921100 3 15000 SH DEFINED 01 15000 0 0 SENIOR HSG PPTYS TR COMMON 81721M109 341 17465 SH DEFINED 01 0 0 17465 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 652 34960 SH DEFINED 01 34960 0 0 SEPRACOR INC COMMON 817315104 14223 295699 SH DEFINED 01 295699 0 0 SERENA SOFTWARE INC COMMON 817492101 320 15771 SH DEFINED 01 15771 0 0 SEROLOGICALS CORP COMMON 817523103 1966 96403 SH DEFINED 01 0 0 96403 SEROLOGICALS CORP COMMON 817523103 489 23973 SH DEFINED 01 23973 0 0 SERVICE CORP INTERNATIONAL COMMON 817565104 510 68204 SH DEFINED 01 0 0 68204 SHAW GROUP INC COMMON 820280105 193 17871 SH DEFINED 01 17871 0 0 ***SHELL TRANSPORT & TRADING ADR 822703609 560 12749 SH DEFINED 01 0 0 12749 SHERWIN WILLIAMS CO COMMON 824348106 1504 39138 SH DEFINED 01 39138 0 0 ***SHIRE PHARMACEUTICALS GROUP ADR 82481R106 1351 45921 SH DEFINED 01 45921 0 0 SHUFFLE MASTER INC COMMON 825549108 669 14401 SH DEFINED 01 14401 0 0 SHURGARD STORAGE CENTERS CL A REIT 82567D104 309 7760 SH DEFINED 01 7760 0 0 SIEBEL SYSTEMS INC COMMON 826170102 4689 407414 SH DEFINED 01 407414 0 0 ***SIEMENS A G ADR 826197501 413 5586 SH DEFINED 01 5586 0 0 SIERRA HEALTH SERVICES INC COMMON 826322109 1107 30434 SH DEFINED 01 30434 0 0 SIERRA PACIFIC RESOURCES NEW COMMON 826428104 3271 442097 SH DEFINED 01 442097 0 0 SIGMA-ALDRICH CORP COMMON 826552101 1669 28503 SH DEFINED 01 28503 0 0 SIGMATEL INC COMMON 82661W107 478 21300 SH DEFINED 01 21300 0 0 SILICON LABORATORIES INC COMMON 826919102 410 7764 SH DEFINED 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EX-99 2 f04-05_1713fcovsumm.txt 13F 1ST QTR. 2004 COVER PAGE & SUMMARY PAGE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2004 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 May 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: 3,036 Form 13F Information Table Value Total 11,682,499 (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-----