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. COMMON D1668R123 807 16456 SH DEFINED 01 16456 0 0 FRACTIONAL KINDER MORGAN MGMT COMMON EKE55U103 0 915056 SH DEFINED 01 915056 0 0 ***REPSOL YPF SA ORD COMMON E8471S130 2366 114000 SH DEFINED 01 114000 0 0 ***ACE LTD-ORD COMMON G0070K103 2777 64972 SH DEFINED 01 0 0 64972 ***AMDOCS LIMITED COMMON G02602103 216 7798 SH DEFINED 01 7798 0 0 ***ACCENTURE LTD CL A COMMON G1150G111 2386 90241 SH DEFINED 01 0 0 90241 ***BUNGE LTD COMMON G16962105 462 10861 SH DEFINED 01 0 0 10861 ***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 79 10000 SH DEFINED 01 10000 0 0 ***CHINADOTCOM CORPORATION COMMON G2108N109 284 32898 SH DEFINED 01 32898 0 0 ***COOPER INDUSTRIES LTD COMMON G24182100 1512 26453 SH DEFINED 01 26453 0 0 ***EMERALD ENERGY COMMON G3029R104 0 15300 SH DEFINED 01 15300 0 0 ***ENDURANCE SPECIALTY COMMON G30397106 255 7200 SH DEFINED 01 7200 0 0 ***EVEREST RE GROUP LTD COMMON G3223R108 1201 14059 SH DEFINED 01 14059 0 0 ***FRESH DEL MONTE PRODUCE INC COMMON G36738105 205 7981 SH DEFINED 01 7981 0 0 ***FRONTLINE LTD COMMON G3682E127 349 12100 SH DEFINED 01 12100 0 0 **GARMIN LTD COMMON G37260109 559 12095 SH DEFINED 01 0 0 12095 ***GLOBAL CROSSING LTD COMMON G3921A175 656 25800 SH DEFINED 01 0 0 25800 ***GLOBALSANTAFE CORP COMMON G3930E101 1911 68833 SH DEFINED 01 68833 0 0 *** GLOBALSTAR COMMON G3930H104 0 22300 SH DEFINED 01 22300 0 0 ***WTS GLOBALSTAR WARRANT G3930H146 0 87920 SH DEFINED 01 87920 0 0 ***HELEN OF TROY LTD-BERMUDA COMMON G4388N106 652 21050 SH DEFINED 01 0 0 21050 ***HELEN OF TROY LTD-BERMUDA COMMON G4388N106 242 7809 SH DEFINED 01 7809 0 0 ***HIT ENTERTAINMENT COMMON G4513F135 338 60000 SH DEFINED 01 60000 0 0 ***ICO GLOBAL COMMUNICATIONS ADR G4705T109 20 40438 SH DEFINED 01 40438 0 0 ***INGERSOLL RAND CO LTD COMMON G4776G101 2247 32519 SH DEFINED 01 0 0 32519 ***LONDON MERCHANT SECURITIES COMMON G56000113 37 12000 SH DEFINED 01 12000 0 0 ***WTS LORAL SPACE & WARRANT G56462180 9 455390 SH DEFINED 01 455390 0 0 MARVELL TECHNOLOGY GROUP COMMON G5876H105 300 6661 SH DEFINED 01 6661 0 0 ***MONTPELIER RE HOLDINGS LTD COMMON G62185106 423 10915 SH DEFINED 01 0 0 10915 ***NABORS INDUSTRIES LTD COMMON G6359F103 2366 51728 SH DEFINED 01 51728 0 0 ***NELSON RESOURCES LTD COMMON G64180105 359 291480 SH DEFINED 01 291480 0 0 ***NOBLE CORP COMMON G65422100 2467 64218 SH DEFINED 01 64218 0 0 ***PLAYMATES HOLDINGS LTD COMMON G7130P147 127 782000 SH DEFINED 01 782000 0 0 ***RSL COMMUNICATIONS LTD-CL A COMMON G7702U102 0 54100 SH DEFINED 01 54100 0 0 ***SEMICONDUCTOR MANUFACTURING COMMON G8020E101 60 200000 SH DEFINED 01 200000 0 0 ***SINA CORPORATION COMMON G81477104 1133 29964 SH DEFINED 01 29964 0 0 ***TRANSOCEAN INC. COMMON G90078109 5408 193907 SH DEFINED 01 193907 0 0 ***VIATEL HOLDING BERMUDA LTD COMMON G93447103 78 101553 SH DEFINED 01 101553 0 0 ***WEATHERFORD INTERNATIONAL COMMON G95089101 27294 645758 SH DEFINED 01 0 0 645758 ***WHITE MTNS INS GROUP LTD COMMON G9618E107 2133 4067 SH DEFINED 01 4067 0 0 ***WILLIS GROUP HOLDINGS LTD COMMON G96655108 812 21850 SH DEFINED 01 21850 0 0 ***XOMA LTD-(BERMUDA) COMMON G9825R107 313 60923 SH DEFINED 01 60923 0 0 ***XL CAPITAL LTD-CL A COMMON G98255105 3034 39902 SH DEFINED 01 39902 0 0 ***UBS AG COMMON H8920M855 518 6965 SH DEFINED 01 6965 0 0 SPANISH BROADCASTING SYSTEM COMMON JEG990013 0 73074 SH DEFINED 01 73074 0 0 ***KYOCERA CORP COMMON J37479110 1680 20000 SH DEFINED 01 20000 0 0 ***MATSUSHITA ELECTRIC COMMON J41121104 579 40000 SH DEFINED 01 40000 0 0 ***MITSUBISHI HEAVY INDUSTRIES COMMON J44002129 136 44000 SH DEFINED 01 44000 0 0 ***NOMURA HOLDINGS INC COMMON J59009159 661 40000 SH DEFINED 01 40000 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 231 10145 SH DEFINED 01 0 0 10145 ***CHECK POINT SOFTWARE COMMON M22465104 305 13426 SH DEFINED 01 13426 0 0 ***GIVEN IMAGING COMMON M52020100 328 9600 SH DEFINED 01 9600 0 0 ***ASML HOLDING NV NY REG SHS COMMON N07059111 188 10257 SH DEFINED 01 10257 0 0 ***KONINKLIJKE NEDLLOYD NV COMMON N5057Q116 203 4500 SH DEFINED 01 4500 0 0 ***QIAGEN NV EUR 0.01 COMMON N72482107 158 12005 SH DEFINED 01 12005 0 0 ***CERVECERIAS PERUANAS BACKUS COMMON P2475L116 12 40844 SH DEFINED 01 40844 0 0 ***G ACCION SA DE CV-SER B COMMON P44077116 17 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 65 29100 SH DEFINED 01 29100 0 0 ***WTS VENEZUELA (REPUBLIC OF) WARRANT P97497CL6 0 10000 SH DEFINED 01 10000 0 0 ***GLOBE INTERNATIONAL LTD COMMON Q40645105 34 100000 SH DEFINED 01 100000 0 0 ***PRANA BIOTECHNOLOGY LTD COMMON Q7739U108 8 21549 SH DEFINED 01 21549 0 0 ***RESTAURANT BRANDS NEW COMMON Q8121Q101 93 112102 SH DEFINED 01 112102 0 0 ***PETROLEUM GEO SVS ASA COMMON R69628114 6817 129308 SH DEFINED 01 129308 0 0 ***TELECOM ITALIA MOBILE SPA COMMON T9276A104 91 16020 SH DEFINED 01 0 0 16020 ***ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 1493 33862 SH DEFINED 01 33862 0 0 ***FLEXTRONICS INTERNATIONAL COMMON Y2573F102 6603 383503 SH DEFINED 01 383503 0 0 ***GENERAL MARITIME CORP ADR Y2692M103 921 36653 SH DEFINED 01 36653 0 0 ***KOREA THRUNET CO LTD COMMON Y49975207 86 577732 SH DEFINED 01 577732 0 0 OMI CORP NEW COMMON Y6476W104 203 17762 SH DEFINED 01 17762 0 0 ***PACIFIC INTERNET LIMITED ADR Y66183107 172 15300 SH DEFINED 01 15300 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886101 2037 693743 SH DEFINED 01 0 0 693743 ADC TELECOMMUNICATIONS INC COMMON 000886101 1187 409198 SH DEFINED 01 409198 0 0 ACM INCOME FD INC COMMON 000912105 162 18615 SH DEFINED 01 18615 0 0 ABM INDUSTRIES INC COMMON 000957100 230 12861 SH DEFINED 01 12861 0 0 AFLAC INC COMMON 001055102 4468 111335 SH DEFINED 01 111335 0 0 AGL RESOURCES INC COMMON 001204106 260 8973 SH DEFINED 01 8973 0 0 AES CORP COMMON 00130H105 4660 545592 SH DEFINED 01 0 0 545592 AK STEEL HOLDING CORP COMMON 001547108 701 119460 SH DEFINED 01 119460 0 0 AMB PROPERTY CORP REIT 00163T109 681 18337 SH DEFINED 01 18337 0 0 AMC ENTERTAINMENT INC COMMON 001669100 783 50019 SH DEFINED 01 0 0 50019 AMLI RESIDENTIAL PROPERTIES REIT 001735109 577 20452 SH DEFINED 01 20452 0 0 AMR CORP-DEL COMMON 001765106 723 56834 SH DEFINED 01 56834 0 0 AMR CORP DEL CBONDCNV 001765BB1 4425 5000000 SH DEFINED 01 5000000 0 0 ***ATI TECHNOLOGIES INC COMMON 001941103 2750 168755 SH DEFINED 01 168755 0 0 AT&T CORP COMMON 001957505 349 17834 SH DEFINED 01 0 0 17834 AT&T CORP COMMON 001957505 6566 335564 SH DEFINED 01 335564 0 0 ***ARC ENERGY TRUST COMMON 001986108 273 23000 SH DEFINED 01 0 0 23000 ATG INC COMMON 00206P106 1 100000 SH DEFINED 01 100000 0 0 A T & E CORP COMMON 002062107 4 151363 SH DEFINED 01 151363 0 0 ATMI INC COMMON 00207R101 285 10840 SH DEFINED 01 10840 0 0 AT&T WIRELESS SERVICES INC COMMON 00209A106 81746 6000915 SH DEFINED 01 0 0 6000915 ***AU OPTRONICS CORP ADR 002255107 229 11000 SH DEFINED 01 11000 0 0 AVI BIOPHARMA INC COMMON 002346104 148 49173 SH DEFINED 01 49173 0 0 AVX CORP NEW COMMON 002444107 1350 81872 SH DEFINED 01 81872 0 0 AXS-ONE INC COMMON 002458107 53 15000 SH DEFINED 01 15000 0 0 AARON RENTS INC NEW CLASS 002535201 232 9339 SH DEFINED 01 9339 0 0 ABAXIS INC COMMON 002567105 483 23900 SH DEFINED 01 23900 0 0 ABBOTT LABORATORIES COMMON 002824100 227 5539 SH DEFINED 01 0 0 5539 ABBOTT LABORATORIES COMMON 002824100 12461 303200 SH DEFINED 01 303200 0 0 ABERCROMBIE & FITCH CO-CL A CLASS 002896207 711 21035 SH DEFINED 01 21035 0 0 ***ABBEY NATL GROUP PLC PREFERED 002920700 403 14500 SH DEFINED 01 0 0 14500 ***ABBEY NATIONAL PLC PREFERED 002920809 571 16600 SH DEFINED 01 0 0 16600 ABGENIX INC COMMON 00339B107 1476 100653 SH DEFINED 01 100653 0 0 ABLE LABORATORIES INC COMMON 00371N407 510 26135 SH DEFINED 01 26135 0 0 ACCESS HEALTHNET INC NEW COMMON 004315305 28 20930 SH DEFINED 01 20930 0 0 ACCREDO HEALTH INC COMMON 00437V104 763 20044 SH DEFINED 01 20044 0 0 ACCRUE SOFTWARE INC COMMON 00437W102 0 319000 SH DEFINED 01 319000 0 0 ACE CASH EXPRESS INC COMMON 004403101 220 7300 SH DEFINED 01 7300 0 0 ACTIVISION INC NEW COMMON 004930202 1118 70722 SH DEFINED 01 70722 0 0 ACTION PERFORMANCE COMPANIES COMMON 004933107 393 25801 SH DEFINED 01 25801 0 0 ACTIVCARD CORP COMMON 00506J107 116 18067 SH DEFINED 01 18067 0 0 ACUITY BRANDS INC COMMON 00508Y102 223 9355 SH DEFINED 01 9355 0 0 ACXIOM CORP COMMON 005125109 350 15975 SH DEFINED 01 15975 0 0 ADAPTEC INC COMMON 00651F108 296 33827 SH DEFINED 01 33827 0 0 ADELPHIA COMMUNICATIONS CORP CLASS 006848105 60 73100 SH DEFINED 01 73100 0 0 ADMINISTAFF INC COMMON 007094105 3954 226874 SH DEFINED 01 0 0 226874 ADMINISTAFF INC COMMON 007094105 859 49302 SH DEFINED 01 49302 0 0 ADOBE SYSTEMS INC COMMON 00724F101 5143 130445 SH DEFINED 01 130445 0 0 ADOLOR CORP COMMON 00724X102 190 12663 SH DEFINED 01 12663 0 0 ADTRAN INC COMMON 00738A106 987 32881 SH DEFINED 01 32881 0 0 ADTEC INC COMMON 00738C102 0 16947 SH DEFINED 01 16947 0 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 1043 24299 SH DEFINED 01 0 0 24299 ADVANCED DIGITAL INFORMATION COMMON 007525108 4977 437406 SH DEFINED 01 437406 0 0 ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 795 29394 SH DEFINED 01 0 0 29394 ADVANCED NEUROMODULATION SYS COMMON 00757T101 439 12167 SH DEFINED 01 12167 0 0 ADVO INC COMMON 007585102 309 9620 SH DEFINED 01 9620 0 0 ADVANCIS PHARMACEUTICAL CORP COMMON 00764L109 678 72242 SH DEFINED 01 0 0 72242 AERO SYSTEMS INC COMMON 007698103 3 60855 SH DEFINED 01 60855 0 0 AEROFLEX INC COMMON 007768104 236 17540 SH DEFINED 01 17540 0 0 AEROPOSTALE COMMON 007865108 483 13245 SH DEFINED 01 0 0 13245 ADVANCED MICRO DEVICES INC COMMON 007903107 4485 272386 SH DEFINED 01 0 0 272386 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 212 10435 SH DEFINED 01 10435 0 0 ADVENT SOFTWARE INC COMMON 007974108 239 12829 SH DEFINED 01 12829 0 0 ADVANCED DETECTORS INC COMMON 007977101 0 33530 SH DEFINED 01 33530 0 0 AES TR III 6.75% PREFCONV 00808N202 376 6950 SH DEFINED 01 0 0 6950 AETHER SYSTEMS INC COMMON 00808V105 109 23583 SH DEFINED 01 23583 0 0 AETNA INC NEW COMMON 00817Y108 4880 54396 SH DEFINED 01 54396 0 0 AFFILIATED BANC CORP COMMON 008179103 27 84181 SH DEFINED 01 84181 0 0 AFFILIATED COMPUTER SERVICES CLASS 008190100 6849 131918 SH DEFINED 01 0 0 131918 AFFILIATED MANAGERS GROUP INC COMMON 008252108 648 11873 SH DEFINED 01 11873 0 0 AFFILIATED MANAGERS GROUP INC COMMON 008252884 2081 2000 SH DEFINED 01 2000 0 0 AFFILIATED MANAGERS GROUP INC CBONDCNV 008252AE8 9493 7000000 SH DEFINED 01 7000000 0 0 AFFYMETRIX INC COMMON 00826T108 1277 37845 SH DEFINED 01 37845 0 0 AGERE SYSTEMS INC COMMON 00845V100 405 117284 SH DEFINED 01 0 0 117284 AGERE SYSTEMS INC COMMON 00845V209 255 75329 SH DEFINED 01 0 0 75329 AGILENT TECHNOLOGIES INC COMMON 00846U101 2730 83587 SH DEFINED 01 0 0 83587 AGILE SOFTWARE CORP DEL COMMON 00846X105 2177 248814 SH DEFINED 01 248814 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 1963 35578 SH DEFINED 01 0 0 35578 AIRGAS INC COMMON 009363102 259 12183 SH DEFINED 01 12183 0 0 AIRTRAN HOLDINGS INC COMMON 00949P108 1984 167024 SH DEFINED 01 167024 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 590 43975 SH DEFINED 01 0 0 43975 ALASKA AIR GROUP INC COMMON 011659109 425 17246 SH DEFINED 01 17246 0 0 ALASKA AIR GROUP INC CBONDCNV 011659AG4 583 500000 SH DEFINED 01 500000 0 0 ALBANY INTERNATIONAL CORP NEW CLASS 012348108 565 21019 SH DEFINED 01 21019 0 0 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 401 25258 SH DEFINED 01 25258 0 0 ALBEMARLE CORP COMMON 012653101 258 8916 SH DEFINED 01 8916 0 0 ALBERTO CULVER COMPANY CLASS 013068101 608 13868 SH DEFINED 01 13868 0 0 ALBERTSONS INC COMMON 013104104 1617 72845 SH DEFINED 01 0 0 72845 ***ALCAN INC COMMON 013716105 1398 27674 SH DEFINED 01 0 0 27674 ALCOA INC COMMON 013817101 7974 224624 SH DEFINED 01 0 0 224624 ***ALCATEL - SPONSORED ADR ADR 013904305 989 62423 SH DEFINED 01 62423 0 0 ALEXANDER & BALDWIN INC COMMON 014482103 364 11008 SH DEFINED 01 11008 0 0 ALEXANDRIA REAL ESTATE COMMON 015271109 525 8336 SH DEFINED 01 8336 0 0 ALGOREX CORP COMMON 015867104 8 34502 SH DEFINED 01 34502 0 0 ALKERMES INC COMMON 01642T108 1150 71954 SH DEFINED 01 71954 0 0 ALLEGHENY ENERGY INC COMMON 017361106 3137 228828 SH DEFINED 01 228828 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 648 53583 SH DEFINED 01 53583 0 0 ALLERION INC COMMON 01849X100 85 341800 SH DEFINED 01 341800 0 0 ALLERGAN INC COMMON 018490102 2990 35528 SH DEFINED 01 35528 0 0 ALLETE INC COMMON 018522102 296 8459 SH DEFINED 01 8459 0 0 ALLIANCE CAP MGMT HLDG L P COMMON 01855A101 275 7475 SH DEFINED 01 0 0 7475 ALLIANCE CAP MGMT HLDG L P COMMON 01855A101 666 18100 SH DEFINED 01 18100 0 0 ALLIANCE GAMING CORPORATION COMMON 01859P609 271 8464 SH DEFINED 01 8464 0 0 ALLIANCE RESOURCE PARTNERS L P COMMON 01877R108 1554 38861 SH DEFINED 01 38861 0 0 ALLIANCE WORLD DOLLAR COMMON 01879R106 588 45589 SH DEFINED 01 45589 0 0 ALLIANCE WORLD DOLLAR COMMON 018796102 931 67070 SH DEFINED 01 0 0 67070 ALLIANT ENERGY CORP COMMON 018802108 222 8538 SH DEFINED 01 8538 0 0 ALLICO CORP COMMON 018836106 0 71428 SH DEFINED 01 71428 0 0 ALLIED CAPITAL CORP NEW COMMON 01903Q108 3334 110090 SH DEFINED 01 110090 0 0 ALLIED WASTE INDUSTRIES INC COMMON 019589308 2138 160640 SH DEFINED 01 0 0 160640 ALLIED WASTE INDUSTRIES INC COMMON 019589308 1193 89648 SH DEFINED 01 89648 0 0 ALLMERICA FINANCIAL CORP COMMON 019754100 543 15744 SH DEFINED 01 15744 0 0 ALLOY INC COMMON 019855105 257 52589 SH DEFINED 01 0 0 52589 ALLSTATE CORP COMMON 020002101 4308 94782 SH DEFINED 01 94782 0 0 ALLTEL CORP COMMON 020039103 5662 113300 SH DEFINED 01 0 0 113300 ALPHARMA INC-CL A COMMON 020813101 252 12874 SH DEFINED 01 12874 0 0 ALTERA CORP COMMON 021441100 2951 144345 SH DEFINED 01 144345 0 0 ALTEX INDUSTRIES INC COMMON 021454103 1 10212 SH DEFINED 01 10212 0 0 ALTIRIS INC COMMON 02148M100 653 21569 SH DEFINED 01 0 0 21569 ALTRIA GROUP INC COMMON 02209S103 1033 18975 SH DEFINED 01 0 0 18975 ALTRIA GROUP INC COMMON 02209S103 21067 386910 SH DEFINED 01 386910 0 0 ALTUS BANK-A FEDERAL SVGS BANK COMMON 022145106 0 101098 SH DEFINED 01 101098 0 0 AMAZON.COM INC COMMON 023135106 2354 53394 SH DEFINED 01 0 0 53394 AMBAC FINANCIAL GROUP INC COMMON 023139108 2227 30121 SH DEFINED 01 0 0 30121 AMBASE CORP COMMON 023164106 34 42600 SH DEFINED 01 42600 0 0 AMBERS STORES INC COMMON 023187107 0 72000 SH DEFINED 01 72000 0 0 AMERADA HESS CORP COMMON 023551104 1655 25366 SH DEFINED 01 25366 0 0 AMERCO COMMON 023586100 253 10700 SH DEFINED 01 10700 0 0 AMEREN CORP 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AMERICAN EXPRESS COMPANY COMMON 025816109 538 10395 SH DEFINED 01 0 0 10395 AMERICAN EXPRESS COMPANY COMMON 025816109 37331 719983 SH DEFINED 01 719983 0 0 AMERICAN FINANCIAL GROUP INC COMMON 025932104 246 8253 SH DEFINED 01 8253 0 0 AMERICAN FINANCIAL REALTY COMMON 02607P305 433 25571 SH DEFINED 01 25571 0 0 AMERICAN GREETINGS CORP-CL A CLASS 026375105 536 23551 SH DEFINED 01 23551 0 0 AMERICAN HOME MORTGAGE COMMON 02660R107 619 19717 SH DEFINED 01 0 0 19717 AMERICAN INTEGRITY CORP COMMON 026863100 36 147131 SH DEFINED 01 147131 0 0 AMERICAN INTERNATIONAL GROUP COMMON 026874107 363 5100 SH DEFINED 01 0 0 5100 AMERICAN INTERNATIONAL GROUP COMMON 026874107 42096 589998 SH DEFINED 01 589998 0 0 AMERICAN PHARMACEUTICALS COMMON 02886P109 700 14930 SH DEFINED 01 0 0 14930 AMERICAN PHARMACEUTICALS COMMON 02886P109 1199 25551 SH DEFINED 01 25551 0 0 AMERICAN POWER CONVERSION CORP COMMON 029066107 1497 65082 SH DEFINED 01 65082 0 0 AMERICAN SAVINGS BANK FSB NY COMMON 029404100 0 95000 SH DEFINED 01 95000 0 0 AMERICAN STANDARD COMPANIES COMMON 029712106 2041 17949 SH DEFINED 01 17949 0 0 AMERICAN STATES WATER COMPANY COMMON 029899101 305 10533 SH DEFINED 01 0 0 10533 AMERICAN TOWER CORP COMMON 029912201 4234 373107 SH DEFINED 01 0 0 373107 AMERICAN TOWER CORP COMMON 029912201 1061 93482 SH DEFINED 01 93482 0 0 AMERICAN SUPERCONDUCTOR CORP COMMON 030111108 218 17100 SH DEFINED 01 17100 0 0 AMERICAN WOODMARK CORP COMMON 030506109 433 6524 SH DEFINED 01 6524 0 0 AMERICREDIT CORP COMMON 03060R101 2461 144545 SH DEFINED 01 0 0 144545 AMERICREDIT CORP COMMON 03060R101 1764 103591 SH DEFINED 01 103591 0 0 AMERIFIRST BANK FSB COMMON 030700108 0 39141 SH DEFINED 01 39141 0 0 AMERUS GROUP CO COMMON 03072M108 830 20580 SH DEFINED 01 20580 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 955 17471 SH DEFINED 01 17471 0 0 AMERITRADE HOLDING CORP COMMON 03074K100 2973 193062 SH DEFINED 01 193062 0 0 AMES DEPARTMENT STORES INC COMMON 030789705 0 156651 SH DEFINED 01 156651 0 0 AMERIGAS PARTNERS LP COMMON 030975106 452 15142 SH DEFINED 01 15142 0 0 AMGEN INC COMMON 031162100 541 9305 SH DEFINED 01 0 0 9305 AMGEN INC COMMON 031162100 48780 838579 SH DEFINED 01 838579 0 0 AMIS HOLDINGS INC COMMON 031538101 794 48922 SH DEFINED 01 48922 0 0 AMKOR TECHNOLOGY INC COMMON 031652100 285 19007 SH DEFINED 01 0 0 19007 AMOSKEAG BANK SHARES INC COMMON 031822109 0 182574 SH DEFINED 01 182574 0 0 AMPHENOL CORP NEW-CL A COMMON 032095101 1723 58032 SH DEFINED 01 58032 0 0 AMSOUTH BANCORPORATION COMMON 032165102 2611 111085 SH DEFINED 01 111085 0 0 AMSURG CORP COMMON 03232P405 521 22957 SH DEFINED 01 22957 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 5529 106568 SH DEFINED 01 0 0 106568 ANALOG DEVICES INC COMMON 032654105 5506 113649 SH DEFINED 01 0 0 113649 ANCHOR BANCORP WISCONSIN INC COMMON 032839102 229 8997 SH DEFINED 01 8997 0 0 ANDREA ELECTRONICS CORP COMMON 034393108 2 10000 SH DEFINED 01 10000 0 0 ANDREW CORP COMMON 034425108 1164 66551 SH DEFINED 01 66551 0 0 ***ANGIOTECH 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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 01 7764 0 0 SILICON IMAGE INC COMMON 82705T102 130 12698 SH DEFINED 01 12698 0 0 SILICON GRAPHICS INC COMMON 827056102 25 10000 SH DEFINED 01 0 0 10000 SILICON GRAPHICS INC COMMON 827056102 122 48228 SH DEFINED 01 48228 0 0 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 306 23648 SH DEFINED 01 23648 0 0 SILICON VALLEY BANCSHARES COMMON 827064106 822 25357 SH DEFINED 01 25357 0 0 ***SILICONWARE PRECISION INDS ADR 827084864 179 35000 SH DEFINED 01 35000 0 0 ***SILVER PEAK RESOURCES LTD COMMON 827905100 0 13998 SH DEFINED 01 13998 0 0 ***SILVERCREST MINES INC COMMON 828365106 11 10000 SH DEFINED 01 10000 0 0 SIMON PROPERTY GROUP INC REIT 828806109 4795 82061 SH DEFINED 01 82061 0 0 SINCLAIR BROADCAST GROUP INC COMMON 829226109 2426 194156 SH DEFINED 01 0 0 194156 SINCLAIR BROADCAST GROUP INC COMMON 829226109 624 49924 SH DEFINED 01 49924 0 0 SINGING MACHINE CO INC NEW COMMON 829322304 28 23500 SH DEFINED 01 23500 0 0 SIRIUS SATELLITE RADIO INC COMMON 82966U103 2059 602181 SH DEFINED 01 0 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