13F-HR/A 1 f04-11_1513fnonconf.txt AMENDED 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 -------------------------------- -------- --------- -------- ------- --- ---- ---------- -------- -------- -------- -------- ***DAIMLERCHRYSLER A.G. COMMON D1668R123 9514 227843 SH DEFINED 01 227843 0 0 ***SANOFI AVENTIS COMMON F5548N101 34013 491666 SH DEFINED 01 491666 0 0 PNM RESOURCES COMMON GKD49H100 0 50000 SH DEFINED 01 0 0 50000 PNM RESOURCES COMMON GKD49H100 0 200000 SH DEFINED 01 200000 0 0 ***ACE LTD-ORD COMMON G0070K103 9964 248616 SH DEFINED 01 0 0 248616 ***ASPEN INSURANCE HOLDINGS COMMON G05384105 3950 171680 SH DEFINED 01 171680 0 0 ***ASSURED GUARANTY LTD COMMON G0585R106 1794 107700 SH DEFINED 01 107700 0 0 ***AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 4137 159153 SH DEFINED 01 159153 0 0 ***ACCENTURE LTD CL A COMMON G1150G111 3299 121975 SH DEFINED 01 121975 0 0 ***BUNGE LTD COMMON G16962105 282 6536 SH DEFINED 01 0 0 6536 ***COMMODITIES TRUST PLC-ORD COMMON G17403109 41 30000 SH DEFINED 01 30000 0 0 ***CAPITAL & REGIONAL COMMON G18676109 2623 265450 SH DEFINED 01 265450 0 0 ***CELLTECH GROUP ORD COMMON G1990W102 100 10000 SH DEFINED 01 10000 0 0 ***CHIPMOS TECHNOLOGIES COMMON G2110R106 176 25200 SH DEFINED 01 25200 0 0 ***COOPER INDUSTRIES LTD COMMON G24182100 1525 24104 SH DEFINED 01 0 0 24104 ***DSG INTERNATIONAL LTD-ORD COMMON G28471103 297 95900 SH DEFINED 01 95900 0 0 ***EVEREST RE GROUP LTD COMMON G3223R108 12021 161727 SH DEFINED 01 161727 0 0 ***FOSTER WHEELER LTD COMMON G36535105 11 23827 SH DEFINED 01 0 0 23827 ***FRONTLINE LTD COMMON G3682E127 3591 76110 SH DEFINED 01 76110 0 0 ***GLOBAL ASSET MGT COMMON G37163105 352 633 SH DEFINED 01 0 0 633 ***GARMIN LTD COMMON G37260109 1235 27562 SH DEFINED 01 0 0 27562 ***GLOBALSANTAFE CORP COMMON G3930E101 1266 41306 SH DEFINED 01 41306 0 0 *** GLOBALSTAR COMMON G3930H104 0 21000 SH DEFINED 01 21000 0 0 ***HIT ENTERTAINMENT COMMON G4513F135 338 60000 SH DEFINED 01 60000 0 0 ***INGERSOLL RAND CO LTD COMMON G4776G101 2471 35105 SH DEFINED 01 0 0 35105 ***IPC HOLDINGS LTD COMMON G4933P101 355 9350 SH DEFINED 01 9350 0 0 ***MARVELL TECHNOLOGY GROUP COMMON G5876H105 2566 98217 SH DEFINED 01 98217 0 0 ***NABORS INDUSTRIES LTD COMMON G6359F103 2997 63311 SH DEFINED 01 63311 0 0 ***NOBLE CORP COMMON G65422100 1650 36725 SH DEFINED 01 36725 0 0 ***PARTNERRE LTD COMMON G6852T105 3581 65491 SH DEFINED 01 65491 0 0 ***PLATINUM UNDERWRITERS COMMON G7127P100 3153 107700 SH DEFINED 01 107700 0 0 ***PLAYMATES HOLDINGS LTD COMMON G7130P147 163 1000000 SH DEFINED 01 1000000 0 0 ***PRIMUS GUARANTY LTD COMMON G72457107 635 47100 SH DEFINED 01 0 0 47100 ***PRIMUS GUARANTY LTD COMMON G72457107 12729 942900 SH DEFINED 01 942900 0 0 ***RENAISSANCERE HOLDINGS LTD COMMON G7496G103 2395 46443 SH DEFINED 01 46443 0 0 ***ROYAL BANK OF SCOTLAND COMMON G76891111 643 19888 SH DEFINED 01 19888 0 0 ***RSL COMMUNICATIONS LTD-CL A COMMON G7702U102 0 56000 SH DEFINED 01 56000 0 0 ***SEAGATE TECHNOLOGY COMMON G7945J104 222 16370 SH DEFINED 01 0 0 16370 ***SHIP FINANCE INTERNATIONAL COMMON G81075106 851 42373 SH DEFINED 01 42373 0 0 ***SINA CORPORATION COMMON G81477104 1151 45187 SH DEFINED 01 45187 0 0 ***TEXWINCA HLDGS COMMON G8770Z106 9 12000 SH DEFINED 01 12000 0 0 ***TOMMY HILFIGER CORP-ORD COMMON G8915Z102 178 18125 SH DEFINED 01 18125 0 0 ***TRANSOCEAN INC. COMMON G90078109 7433 205351 SH DEFINED 01 0 0 205351 ***TSAKOS ENERGY NAVIG USD1 COMMON G9108L108 932 26525 SH DEFINED 01 26525 0 0 ***TULLOW OIL PLC COMMON G91235104 457 295000 SH DEFINED 01 295000 0 0 ***VIATEL HOLDING BERMUDA LTD COMMON G93447103 86 111627 SH DEFINED 01 111627 0 0 ***GOLAR LNG LIMITED COMMON G9456A100 2722 174068 SH DEFINED 01 174068 0 0 ***WEATHERFORD INTERNATIONAL COMMON G95089101 501 9820 SH DEFINED 01 0 0 9820 ***WEATHERFORD INTERNATIONAL COMMON G95089101 10929 214228 SH DEFINED 01 214228 0 0 ***WHITE MTNS INS GROUP LTD COMMON G9618E107 7234 13753 SH DEFINED 01 13753 0 0 ***WILLIS GROUP HOLDINGS LTD COMMON G96655108 18088 483661 SH DEFINED 01 483661 0 0 ***XOMA LTD-(BERMUDA) COMMON G9825R107 65 28203 SH DEFINED 01 28203 0 0 ***XL CAPITAL LTD-CL A COMMON G98255105 4386 59282 SH DEFINED 01 59282 0 0 ***ALCON INC COMMON H01301102 1217 15180 SH DEFINED 01 15180 0 0 ***UBS AG COMMON H8920M855 259 3692 SH DEFINED 01 3692 0 0 SPANISH BROADCASTING SYSTEM COMMON JEG425846 0 161615 SH DEFINED 01 161615 0 0 ***MITSUBISHI HEAVY INDUSTRIES COMMON J44002129 136 44000 SH DEFINED 01 44000 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 ***DAMPSKIBSSELSKABET NORDEN COMMON K19911138 332 780 SH DEFINED 01 780 0 0 ***MORGAN STANLEY DEAN WITTER COMMON L6522K678 996 38602 SH DEFINED 01 38602 0 0 ***CHECK POINT SOFTWARE COMMON M22465104 1340 73829 SH DEFINED 01 0 0 73829 ***EMBLAZE LTD COMMON M40266104 117 53365 SH DEFINED 01 53365 0 0 ***GIVEN IMAGING COMMON M52020100 360 9387 SH DEFINED 01 9387 0 0 ***RADVISION LTD COMMON M81869105 350 36392 SH DEFINED 01 36392 0 0 ***AKZO NOBEL NV COMMON N01803100 5007 130000 SH DEFINED 01 130000 0 0 ***ASML HOLDING NV NY REG SHS COMMON N07059111 5858 455223 SH DEFINED 01 455223 0 0 ***KONINKLIJKE NEDLLOYD NV COMMON N5057Q116 14069 379800 SH DEFINED 01 379800 0 0 ***QIAGEN NV EUR 0.01 COMMON N72482107 116 10210 SH DEFINED 01 10210 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 ***ALFA SA DE CV-SER A COMMON P47194116 108 50300 SH DEFINED 01 50300 0 0 ***GRUPO MEXICO SA DE CV-SER B COMMON P49538112 402 100000 SH DEFINED 01 100000 0 0 ***KERZNER INTERNATIONAL LTD COMMON P6065Y107 197865 4500000 SH DEFINED 01 4500000 0 0 ***PERU REAL ESTATE SA-CL B COMMON P7801R109 0 22961 SH DEFINED 01 22961 0 0 ***TELECOM ARGENTINA STET- COMMON P9028N101 63 29000 SH DEFINED 01 29000 0 0 ***GLOBE INTERNATIONAL LTD COMMON Q40645105 36 100000 SH DEFINED 01 100000 0 0 ***RESTAURANT BRANDS NEW COMMON Q8121Q101 93 112102 SH DEFINED 01 112102 0 0 ***YARA INTERNATIONAL ASA COMMON R0028D100 6780 638400 SH DEFINED 01 638400 0 0 ***PETROLEUM GEO SVS ASA COMMON R69628114 4365 115936 SH DEFINED 01 115936 0 0 ***TELECOM ITALIA MOBILE SPA COMMON T9276A104 91 16020 SH DEFINED 01 0 0 16020 ***NEPTUNE ORIENT LINES LTD COMMON V67005120 45317 40462000 SH DEFINED 01 40462000 0 0 ***ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 5753 129664 SH DEFINED 01 0 0 129664 ***FLEXTRONICS INTERNATIONAL COMMON Y2573F102 10848 818755 SH DEFINED 01 818755 0 0 ***GENERAL MARITIME CORP ADR Y2692M103 8174 234701 SH DEFINED 01 234701 0 0 ***KOREA THRUNET CO LTD COMMON Y49975124 14 14441 SH DEFINED 01 14441 0 0 ***OMI CORP NEW COMMON Y6476W104 5487 342545 SH DEFINED 01 342545 0 0 ***PACIFIC INTERNET LIMITED ADR Y66183107 106 16107 SH DEFINED 01 16107 0 0 ***TEEKAY SHIPPING CORP COMMON Y8564W103 15505 359850 SH DEFINED 01 359850 0 0 ***ABB LTD ADR 000375204 403 66000 SH DEFINED 01 66000 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886101 501 277092 SH DEFINED 01 277092 0 0 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AB7 7699 8850000 SH DEFINED 01 8850000 0 0 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AD3 151 180000 SH DEFINED 01 180000 0 0 ACM INCOME FD INC COMMON 000912105 81 10000 SH DEFINED 01 0 0 10000 ACM INCOME FD INC COMMON 000912105 110 13615 SH DEFINED 01 13615 0 0 ABM INDUSTRIES INC COMMON 000957100 360 17913 SH DEFINED 01 17913 0 0 AFLAC INC COMMON 001055102 4321 110218 SH DEFINED 01 110218 0 0 AGCO CORP COMMON 001084102 1056 46694 SH DEFINED 01 46694 0 0 AGL RESOURCES INC COMMON 001204106 2049 63815 SH DEFINED 01 0 0 63815 AES CORP COMMON 00130H105 3113 310828 SH DEFINED 01 0 0 310828 AK STEEL HOLDING CORP COMMON 001547108 300 36785 SH DEFINED 01 36785 0 0 AMB PROPERTY CORP REIT 00163T109 1329 35900 SH DEFINED 01 35900 0 0 AMR CORP-DEL COMMON 001765106 256 35005 SH DEFINED 01 35005 0 0 AMR CORP DEL CBONDCNV 001765BA3 3952 6000000 SH DEFINED 01 6000000 0 0 AMR CORP DEL CBONDCNV 001765BB1 1626 2700000 SH DEFINED 01 2700000 0 0 ***ATI TECHNOLOGIES INC COMMON 001941103 2722 177582 SH DEFINED 01 177582 0 0 ARM FINANCIAL GROUP INC-CL A COMMON 001944107 0 15700 SH DEFINED 01 15700 0 0 AT&T CORP COMMON 001957505 6174 423356 SH DEFINED 01 0 0 423356 ***ARC ENERGY TRUST COMMON 001986108 547 41000 SH DEFINED 01 0 0 41000 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 ***AKTIESELSKABET COMMON 00208W109 1025 36500 SH DEFINED 01 36500 0 0 AT&T WIRELESS SERVICES INC COMMON 00209A106 68983 4662122 SH DEFINED 01 0 0 4662122 ***AU OPTRONICS CORP ADR 002255107 410 24559 SH DEFINED 01 0 0 24559 AVX CORP NEW COMMON 002444107 1533 129408 SH DEFINED 01 129408 0 0 AXS-ONE INC COMMON 002458107 35 14200 SH DEFINED 01 14200 0 0 AAIPHARMA INC COMMON 00252W104 533 344474 SH DEFINED 01 344474 0 0 AARON RENTS INC NEW CLASS 002535201 233 10740 SH DEFINED 01 10740 0 0 ABBOTT LABORATORIES COMMON 002824100 589 13909 SH DEFINED 01 0 0 13909 ABBOTT LABORATORIES COMMON 002824100 28727 678186 SH DEFINED 01 678186 0 0 ABERCROMBIE & FITCH CO-CL A CLASS 002896207 971 30850 SH DEFINED 01 30850 0 0 ***ABBEY NATL GROUP PLC PREFERED 002920700 392 14500 SH DEFINED 01 0 0 14500 ***ABBEY NATIONAL PLC PREFERED 002920809 577 17100 SH DEFINED 01 0 0 17100 ***ABBEY NATIONAL PLC PREFERED 002920809 844 31700 SH DEFINED 01 31700 0 0 ABGENIX INC COMMON 00339B107 193 19628 SH DEFINED 01 19628 0 0 ACCESS HEALTHNET INC NEW COMMON 004315305 0 19830 SH DEFINED 01 19830 0 0 ACCREDITED HOME LENDERS COMMON 00437P107 3071 79725 SH DEFINED 01 0 0 79725 ACCREDITED HOME LENDERS COMMON 00437P107 818 21244 SH DEFINED 01 21244 0 0 ACCREDO HEALTH INC COMMON 00437V104 1806 76641 SH DEFINED 01 0 0 76641 ACCREDO HEALTH INC COMMON 00437V104 624 26512 SH DEFINED 01 26512 0 0 ACCRUE SOFTWARE INC COMMON 00437W102 0 319100 SH DEFINED 01 319100 0 0 ACME COMMUNICATIONS INC COMMON 004631107 89 15003 SH DEFINED 01 15003 0 0 ACTIVISION INC NEW COMMON 004930202 670 48362 SH DEFINED 01 48362 0 0 ACTIVCARD CORP COMMON 00506J107 877 142986 SH DEFINED 01 142986 0 0 ACTUANT CORP COMMON 00508X203 342 8314 SH DEFINED 01 8314 0 0 ACXIOM CORP COMMON 005125109 535 22540 SH DEFINED 01 22540 0 0 ADAPTEC INC COMMON 00651F108 792 104229 SH DEFINED 01 104229 0 0 ADELPHIA COMMUNICATIONS CORP CLASS 006848105 27 73100 SH DEFINED 01 73100 0 0 ADESA INC COMMON 00686U104 494 30122 SH DEFINED 01 30122 0 0 ADMINISTAFF INC COMMON 007094105 2711 231715 SH DEFINED 01 0 0 231715 ADMINISTAFF INC COMMON 007094105 582 49774 SH DEFINED 01 49774 0 0 ADOBE SYSTEMS INC COMMON 00724F101 5502 111231 SH DEFINED 01 111231 0 0 ADOLOR CORP COMMON 00724X102 124 11082 SH DEFINED 01 11082 0 0 ADTRAN INC COMMON 00738A106 4987 219897 SH DEFINED 01 219897 0 0 ADTEC INC COMMON 00738C102 0 16947 SH DEFINED 01 16947 0 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 2451 69920 SH DEFINED 01 0 0 69920 ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 6584 409711 SH DEFINED 01 0 0 409711 ADVANCED PLANT PHARMACEUTICALS COMMON 00756F201 0 20000 SH DEFINED 01 20000 0 0 ADVANCED MEDICAL OPTICS INC COMMON 00763M108 340 8611 SH DEFINED 01 8611 0 0 AERO SYSTEMS INC COMMON 007698103 3 60855 SH DEFINED 01 60855 0 0 AEROFLEX INC COMMON 007768104 394 37366 SH DEFINED 01 37366 0 0 AEROPOSTALE COMMON 007865108 1275 48534 SH DEFINED 01 0 0 48534 ADVANCED MICRO DEVICES INC COMMON 007903107 1681 125159 SH DEFINED 01 0 0 125159 ADVANCED VIRAL RESEARCH CORP COMMON 007928104 2 19700 SH DEFINED 01 19700 0 0 ADVENT SOFTWARE INC COMMON 007974108 385 22880 SH DEFINED 01 22880 0 0 ADVANCED DETECTORS INC COMMON 007977101 0 33530 SH DEFINED 01 33530 0 0 AETNA INC NEW COMMON 00817Y108 916 9175 SH DEFINED 01 0 0 9175 AETNA INC NEW COMMON 00817Y108 7439 74446 SH DEFINED 01 74446 0 0 AFFILIATED BANC CORP COMMON 008179103 26 84181 SH DEFINED 01 84181 0 0 AFFILIATED COMPUTER SERVICES CLASS 008190100 21779 391176 SH DEFINED 01 0 0 391176 AFFILIATED MANAGERS GROUP INC COMMON 008252108 906 16933 SH DEFINED 01 16933 0 0 AFFILIATED MANAGERS GROUP INC COMMON 008252884 2081 2000 SH DEFINED 01 2000 0 0 AFFILIATED MANAGERS GROUP INC CBONDCNV 008252AE8 17123 12900000 SH DEFINED 01 12900000 0 0 AFFYMETRIX INC COMMON 00826T108 719 23431 SH DEFINED 01 23431 0 0 AFFIRMATIVE INSURANCE HOLDINGS COMMON 008272106 378 23992 SH DEFINED 01 23992 0 0 AFFORDABLE RESIDENTIAL COMMON 008273104 519 35602 SH DEFINED 01 35602 0 0 AFTERMARKET TECHNOLOGY CORP COMMON 008318107 165 13179 SH DEFINED 01 13179 0 0 AGERE SYSTEMS INC COMMON 00845V100 16 16171 SH DEFINED 01 0 0 16171 AGERE SYSTEMS INC COMMON 00845V100 100 95790 SH DEFINED 01 95790 0 0 AGERE SYSTEMS INC COMMON 00845V209 101 96795 SH DEFINED 01 0 0 96795 AGILENT TECHNOLOGIES INC COMMON 00846U101 2118 96072 SH DEFINED 01 0 0 96072 AGILENT TECHNOLOGIES INC CBONDCNV 00846UAB7 49 49000 SH DEFINED 01 49000 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 233 29384 SH DEFINED 01 29384 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 20 2488 SH DEFINED 01 2488 0 0 AGILYSYS INC COMMON 00847J105 280 16238 SH DEFINED 01 16238 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 206 3800 SH DEFINED 01 0 0 3800 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 3542 65149 SH DEFINED 01 65149 0 0 AIRGAS INC COMMON 009363102 718 29849 SH DEFINED 01 29849 0 0 AIRTRAN HOLDINGS INC COMMON 00949P108 288 28999 SH DEFINED 01 28999 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 1344 90173 SH DEFINED 01 0 0 90173 ALASKA AIR GROUP INC COMMON 011659109 234 9477 SH DEFINED 01 9477 0 0 ALBANY INTERNATIONAL CORP NEW CLASS 012348108 433 14527 SH DEFINED 01 14527 0 0 ALBEMARLE CORP COMMON 012653101 474 13530 SH DEFINED 01 13530 0 0 ALBERTO CULVER COMPANY CLASS 013068101 1205 27715 SH DEFINED 01 27715 0 0 ALBERTSONS INC COMMON 013104104 2319 96911 SH DEFINED 01 96911 0 0 ***ALCAN INC COMMON 013716105 1835 37996 SH DEFINED 01 0 0 37996 ALCOA INC COMMON 013817101 12541 372220 SH DEFINED 01 0 0 372220 ***ALCATEL - SPONSORED ADR ADR 013904305 267 22781 SH DEFINED 01 22781 0 0 ALEXANDER & BALDWIN INC COMMON 014482103 646 19044 SH DEFINED 01 19044 0 0 ALEXANDERS INC COMMON 014752109 554 2787 SH DEFINED 01 2787 0 0 ALEXANDRIA REAL ESTATE COMMON 015271109 700 10657 SH DEFINED 01 10657 0 0 ALFA CORP COMMON 015385107 255 18336 SH DEFINED 01 18336 0 0 ALGOREX CORP COMMON 015867104 8 34502 SH DEFINED 01 34502 0 0 ALKERMES INC COMMON 01642T108 242 20990 SH DEFINED 01 20990 0 0 ALLEGHENY ENERGY INC COMMON 017361106 3765 235962 SH DEFINED 01 235962 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 794 43536 SH DEFINED 01 43536 0 0 ALLERION INC COMMON 01849X100 85 341800 SH DEFINED 01 341800 0 0 ALLERGAN INC COMMON 018490102 5318 73312 SH DEFINED 01 73312 0 0 ALLETE INC COMMON 018522300 311 9570 SH DEFINED 01 9570 0 0 ALLIANCE DATA SYSTEM CORP COMMON 018581108 1201 29633 SH DEFINED 01 29633 0 0 ALLIANCE GAMING CORPORATION COMMON 01859P609 1681 111622 SH DEFINED 01 111622 0 0 ALLIANCE WORLD DOLLAR COMMON 01879R106 645 53190 SH DEFINED 01 53190 0 0 ALLIANCE WORLD DOLLAR COMMON 018796102 893 69539 SH DEFINED 01 0 0 69539 ALLIANT ENERGY CORP COMMON 018802108 762 30661 SH DEFINED 01 30661 0 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 562 9294 SH DEFINED 01 9294 0 0 ALLICO CORP COMMON 018836106 0 71428 SH DEFINED 01 71428 0 0 ALLIED CAPITAL CORP NEW COMMON 01903Q108 243 10000 SH DEFINED 01 0 0 10000 ALLIED CAPITAL CORP NEW COMMON 01903Q108 3088 126618 SH DEFINED 01 126618 0 0 ALLIED WASTE INDUSTRIES INC COMMON 019589308 1903 215121 SH DEFINED 01 0 0 215121 ALLIED WASTE INDUSTRIES INC COMMON 019589308 787 88981 SH DEFINED 01 88981 0 0 ALLMERICA FINANCIAL CORP COMMON 019754100 764 27606 SH DEFINED 01 0 0 27606 ALLOY INC COMMON 019855105 81 20476 SH DEFINED 01 0 0 20476 ALLSTATE CORP COMMON 020002101 10988 228983 SH DEFINED 01 228983 0 0 ALLTEL CORP COMMON 020039103 3141 57008 SH DEFINED 01 0 0 57008 ALPHARMA INC-CL A COMMON 020813101 287 15692 SH DEFINED 01 15692 0 0 ***ALTAIR NANOTECHNOLOGIES INC COMMON 021373105 39 26000 SH DEFINED 01 26000 0 0 ALTERA CORP COMMON 021441100 4096 209313 SH DEFINED 01 209313 0 0 ALTEX INDUSTRIES INC COMMON 021454103 0 10212 SH DEFINED 01 10212 0 0 ALTIRIS INC COMMON 02148M100 260 6411 SH DEFINED 01 0 0 6411 ALTRIA GROUP INC COMMON 02209S103 564 11995 SH DEFINED 01 0 0 11995 ALTRIA GROUP INC COMMON 02209S103 30996 658929 SH DEFINED 01 658929 0 0 ALTUS BANK-A FEDERAL SVGS BANK COMMON 022145106 0 101098 SH DEFINED 01 101098 0 0 AMAZON.COM INC COMMON 023135106 8633 210304 SH DEFINED 01 0 0 210304 AMBAC FINANCIAL GROUP INC COMMON 023139108 13600 170045 SH DEFINED 01 0 0 170045 AMBASE CORP COMMON 023164106 36 42600 SH DEFINED 01 42600 0 0 AMBERS STORES INC COMMON 023187107 0 72000 SH DEFINED 01 72000 0 0 AMEDISYS INC COMMON 023436108 596 19910 SH DEFINED 01 0 0 19910 AMERADA HESS CORP COMMON 023551104 3025 33701 SH DEFINED 01 33701 0 0 AMEREN CORP COMMON 023608102 2644 57300 SH DEFINED 01 57300 0 0 AMERICA ONLINE INC DEL CBONDCNV 02364JAC8 28687 45000000 SH DEFINED 01 45000000 0 0 AMERICAN AXLE & MANUFACTURING COMMON 024061103 356 12200 SH DEFINED 01 12200 0 0 AMERICAN BANK NOTE COMMON 024377103 125 50000 SH DEFINED 01 50000 0 0 AMERICAN CAMPUS COMMUNITIES COMMON 024835100 748 40336 SH DEFINED 01 40336 0 0 AMERICAN CAPITAL CORP COMMON 024898108 0 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 2819 89968 SH DEFINED 01 89968 0 0 AMERICAN CLAIMS EVALUATION INC COMMON 025144106 171 100000 SH DEFINED 01 100000 0 0 AMERICAN COMPLEX CARE INC NEW COMMON 025207309 4 300800 SH DEFINED 01 300800 0 0 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 878 23830 SH DEFINED 01 23830 0 0 AMERICAN ELECTRIC POWER CO INC COMMON 025537101 4745 148470 SH DEFINED 01 148470 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 428 8320 SH DEFINED 01 0 0 8320 AMERICAN EXPRESS COMPANY COMMON 025816109 38848 754921 SH DEFINED 01 754921 0 0 AMERICAN FINANCIAL GROUP INC COMMON 025932104 574 19236 SH DEFINED 01 19236 0 0 AMERICAN FINANCIAL REALTY COMMON 02607P305 491 34826 SH DEFINED 01 34826 0 0 AMERICAN GREETINGS CORP-CL A CLASS 026375105 594 23664 SH DEFINED 01 23664 0 0 AMERICAN HOME MORTGAGE COMMON 02660R107 279 10000 SH DEFINED 01 0 0 10000 AMERICAN HOME MORTGAGE COMMON 02660R107 631 22609 SH DEFINED 01 22609 0 0 AMERICAN INTEGRITY CORP COMMON 026863100 36 147131 SH DEFINED 01 147131 0 0 AMERICAN INTERNATIONAL GROUP COMMON 026874107 654 9625 SH DEFINED 01 0 0 9625 AMERICAN INTERNATIONAL GROUP COMMON 026874107 82323 1210816 SH DEFINED 01 1210816 0 0 AMERICAN INTL GROUP CBONDCNV 026874AN7 9 10000 SH DEFINED 01 10000 0 0 AMERICAN ITALIAN PASTA CO-CL A COMMON 027070101 258 7877 SH DEFINED 01 0 0 7877 AMERICAN MED SYS HLDGS INC COMMON 02744M108 616 17010 SH DEFINED 01 0 0 17010 AMERICAN MED SYS HLDGS INC COMMON 02744M108 358 9888 SH DEFINED 01 9888 0 0 AMERICAN MEDICAL SECURITY COMMON 02744P101 1004 31392 SH DEFINED 01 31392 0 0 AMERICAN NATIONAL INSURANCE CO COMMON 028591105 2167 22389 SH DEFINED 01 22389 0 0 AMERICAN PHARMACEUTICALS COMMON 02886P109 1072 38910 SH DEFINED 01 38910 0 0 AMERICAN PHYSICIANS CAPITAL COMMON 028884104 376 12285 SH DEFINED 01 12285 0 0 AMERICAN POWER CONVERSION CORP COMMON 029066107 1449 83333 SH DEFINED 01 83333 0 0 AMERICAN SAVINGS BANK FSB NY COMMON 029404100 0 95000 SH DEFINED 01 95000 0 0 AMERICAN STANDARD COMPANIES COMMON 029712106 1909 49078 SH DEFINED 01 49078 0 0 AMERICAN TOWER CORP COMMON 029912201 7074 460862 SH DEFINED 01 0 0 460862 AMERICAN TOWER CORP COMMON 029912201 2140 139434 SH DEFINED 01 139434 0 0 AMERICAN TOWER CORP CBONDCNV 029912AK8 211 145000 SH DEFINED 01 145000 0 0 AMERICAN WOODMARK CORP COMMON 030506109 253 6858 SH DEFINED 01 6858 0 0 AMERICREDIT CORP COMMON 03060R101 3659 175256 SH DEFINED 01 0 0 175256 AMERICREDIT CORP COMMON 03060R101 1686 80766 SH DEFINED 01 80766 0 0 AMERISTAR CASINOS INC COMMON 03070Q101 226 7473 SH DEFINED 01 7473 0 0 AMERIFIRST BANK FSB COMMON 030700108 0 39141 SH DEFINED 01 39141 0 0 AMERUS GROUP CO COMMON 03072M108 2185 53317 SH DEFINED 01 53317 0 0 AMERUS GROUP CO CBONDCNV 03072MAD0 2445 2000000 SH DEFINED 01 2000000 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 1624 30255 SH DEFINED 01 30255 0 0 AMERIGROUP CORP COMMON 03073T102 980 17423 SH DEFINED 01 17423 0 0 AMERITRADE HOLDING CORP COMMON 03074K100 294 24521 SH DEFINED 01 24521 0 0 AMES DEPARTMENT STORES INC COMMON 030789705 0 156651 SH DEFINED 01 156651 0 0 AMETEK INC NEW COMMON 031100100 533 17589 SH DEFINED 01 17589 0 0 AMGEN INC COMMON 031162100 864 15255 SH DEFINED 01 0 0 15255 AMGEN INC COMMON 031162100 56563 997942 SH DEFINED 01 997942 0 0 AMGEN INC CBONDCNV 031162AE0 3650 5000000 SH DEFINED 01 5000000 0 0 AMKOR TECHNOLOGY INC COMMON 031652100 84 23097 SH DEFINED 01 23097 0 0 AMOSKEAG BANK SHARES INC COMMON 031822109 0 182574 SH DEFINED 01 182574 0 0 AMPHENOL CORP NEW-CL A COMMON 032095101 1030 30078 SH DEFINED 01 30078 0 0 AMSOUTH BANCORPORATION COMMON 032165102 3155 129309 SH DEFINED 01 129309 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 54449 819467 SH DEFINED 01 0 0 819467 ANALOG DEVICES INC COMMON 032654105 6436 164929 SH DEFINED 01 0 0 164929 ANAREN INC COMMON 032744104 248 18459 SH DEFINED 01 18459 0 0 ANDREA ELECTRONICS CORP COMMON 034393108 0 10000 SH DEFINED 01 10000 0 0 ANDREW CORP COMMON 034425108 362 29630 SH DEFINED 01 29630 0 0 ***ANGIOTECH PHARMACEUTICALS COMMON 034918102 431 21281 SH DEFINED 01 21281 0 0 ***ANGLOGOLD ASHANTI LTD (NEW) ADR 035128206 255 5508 SH DEFINED 01 0 0 5508 ANHEUSER BUSCH COMPANIES INC COMMON 035229103 14374 285346 SH DEFINED 01 0 0 285346 ANIXTER INTERNATIONAL INC COMMON 035290105 967 27561 SH DEFINED 01 27561 0 0 ANNALY MORTGAGE MANAGEMENT INC COMMON 035710409 745 42354 SH DEFINED 01 0 0 42354 ANNTAYLOR STORES CORP COMMON 036115103 496 21211 SH DEFINED 01 21211 0 0 ANSYS INC COMMON 03662Q105 406 8182 SH DEFINED 01 8182 0 0 ANTHEM INC COMMON 03674B104 5769 66121 SH DEFINED 01 66121 0 0 ANTEON INTL CORP COMMON 03674E108 1091 29773 SH DEFINED 01 29773 0 0 ANTHRACITE CAPITAL INC COMMON 037023108 417 37554 SH DEFINED 01 37554 0 0 AON CORP COMMON 037389103 2431 84610 SH DEFINED 01 0 0 84610 AON CORP CBONDCNV 037389AT0 2817 2000000 SH DEFINED 01 2000000 0 0 APACHE CORP COMMON 037411105 4537 90557 SH DEFINED 01 90557 0 0 APARTMENT INVESTMENT & REIT 03748R101 1684 48427 SH DEFINED 01 48427 0 0 ***APCO ARGENTINA INC (CAYMEN COMMON 037489101 22283 670172 SH DEFINED 01 670172 0 0 APOGENT TECHNOLOGIES INC CBONDCNV 03760AAL5 200 78500 SH DEFINED 01 78500 0 0 APOLLO GROUP INC-CL A CLASS 037604105 5844 79653 SH DEFINED 01 79653 0 0 APPLE COMPUTER INC COMMON 037833100 575 14842 SH DEFINED 01 0 0 14842 APPLE COMPUTER INC COMMON 037833100 13973 360618 SH DEFINED 01 360618 0 0 APPLEBEES INTERNATIONAL INC COMMON 037899101 877 34723 SH DEFINED 01 34723 0 0 APRIA HEALTHCARE GROUP INC COMMON 037933108 769 27688 SH DEFINED 01 0 0 27688 APPLERA CORP COMMON 038020103 1601 84346 SH DEFINED 01 0 0 84346 APPLERA CORP COMMON 038020202 337 28866 SH DEFINED 01 28866 0 0 APPLIED DIGITAL SOLUTIONS INC COMMON 038188306 21 10000 SH DEFINED 01 10000 0 0 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 235 75375 SH DEFINED 01 0 0 75375 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 348 111476 SH DEFINED 01 111476 0 0 APPLIED MATERIALS INC COMMON 038222105 303 18400 SH DEFINED 01 0 0 18400 APPLIED MATERIALS INC COMMON 038222105 21063 1277337 SH DEFINED 01 1277337 0 0 APTARGROUP INC COMMON 038336103 1986 45168 SH DEFINED 01 45168 0 0 AQUA AMERICA INC COMMON 03836W103 1435 64910 SH DEFINED 01 64910 0 0 AQUANATURAL CO COMMON 03838P106 0 70086 SH DEFINED 01 70086 0 0 AQUANTIVE INC COMMON 03839G105 302 31332 SH DEFINED 01 31332 0 0 AQUANTIVE INC COMMON 03839G105 682 70640 SH DEFINED 01 70640 0 0 AQUILA INC COMMON 03840P102 177 57000 SH DEFINED 01 0 0 57000 AQUILA INC COMMON 03840P102 8600 2756646 SH DEFINED 01 2756646 0 0 ARAMARK CORP COMMON 038521100 357 13555 SH DEFINED 01 13555 0 0 ARBITRON INC COMMON 03875Q108 432 11820 SH DEFINED 01 11820 0 0 ARCH COAL INC COMMON 039380100 11874 333743 SH DEFINED 01 0 0 333743 ARCH WIRELESS INC CL A COMMON 039392709 368 12830 SH DEFINED 01 12830 0 0 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 5552 327006 SH DEFINED 01 327006 0 0 ARCHSTONE-SMITH TR COMMON 039583109 298 9426 SH DEFINED 01 9426 0 0 ARDEN REALTY INC REIT 039793104 378 11623 SH DEFINED 01 11623 0 0 ARGOSY GAMING CORP COMMON 040228108 376 9606 SH DEFINED 01 9606 0 0 ARIAD PHARMACEUTICALS INC-DEL COMMON 04033A100 214 32000 SH DEFINED 01 0 0 32000 ARIAD PHARMACEUTICALS INC-DEL COMMON 04033A100 129 19420 SH DEFINED 01 19420 0 0 ARIBA INC COMMON 04033V203 100 10761 SH DEFINED 01 10761 0 0 ARIBA INC COMMON 04033V203 37 4002 SH DEFINED 01 4002 0 0 ARIL GROUP INC COMMON 040394108 0 184912 SH DEFINED 01 184912 0 0 ***ARM HOLDINGS PLC ADR 042068106 146 31957 SH DEFINED 01 31957 0 0 ARMOR HOLDINGS INC COMMON 042260109 703 16910 SH DEFINED 01 0 0 16910 ARMOR HOLDINGS INC COMMON 042260109 283 6809 SH DEFINED 01 6809 0 0 ARMSTRONG HOLDINGS INC COMMON 042384107 187 130300 SH DEFINED 01 130300 0 0 ARROW ELECTRONICS INC COMMON 042735100 1148 50845 SH DEFINED 01 50845 0 0 ARTISAN COMPONENTS INC COMMON 042923102 411 14122 SH DEFINED 01 14122 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 166 16656 SH DEFINED 01 16656 0 0 ARVINMERITOR INC COMMON 043353101 799 42665 SH DEFINED 01 42665 0 0 ASCENTIAL SOFTWARE CORPORATION COMMON 04362P207 429 31876 SH DEFINED 01 31876 0 0 ASCENT PEDIATRICS INC COMMON 04362X994 0 12200 SH DEFINED 01 12200 0 0 ASHLAND INC COMMON 044204105 1574 28081 SH DEFINED 01 28081 0 0 ASK JEEVES INC COMMON 045174109 598 18288 SH DEFINED 01 18288 0 0 ASSOCIATED BANC CORP COMMON 045487105 1574 49086 SH DEFINED 01 49086 0 0 ASSURANT INC COMMON 04621X108 3665 140994 SH DEFINED 01 140994 0 0 ASTORIA FINANCIAL CORP COMMON 046265104 2798 78862 SH DEFINED 01 0 0 78862 ASTORIA FINANCIAL CORP COMMON 046265104 2940 82859 SH DEFINED 01 82859 0 0 ***ASTRAZENECA PLC ADR 046353108 942 22915 SH DEFINED 01 22915 0 0 ATHEROS COMMUNICATIONS INC COMMON 04743P108 384 37650 SH DEFINED 01 37650 0 0 ATHEROGENICS INC COMMON 047439104 1347 39104 SH DEFINED 01 0 0 39104 ***ATHLONE MINERALS LTD COMMON 04748H200 3 11000 SH DEFINED 01 11000 0 0 ATLAS ENGINEERING CO COMMON 049305105 0 14267 SH DEFINED 01 14267 0 0 ATMEL CORP COMMON 049513104 783 214381 SH DEFINED 01 0 0 214381 ATMOS ENERGY CORP COMMON 049560105 214 8500 SH DEFINED 01 0 0 8500 ATMOS ENERGY CORP COMMON 049560105 233 9279 SH DEFINED 01 9279 0 0 ATRIX LABORATORIES INC COMMON 04962L101 226 7382 SH DEFINED 01 7382 0 0 ATRATECH INC NEW COMMON 049901309 0 13000 SH DEFINED 01 13000 0 0 AUDIBLE INC COMMON 05069A302 255 14250 SH DEFINED 01 0 0 14250 AURA SYSTEMS INC COMMON 051526101 52 501016 SH DEFINED 01 501016 0 0 ***AURORA PLATINUM CORP COMMON 052054103 40 41900 SH DEFINED 01 41900 0 0 AUTODESK INC COMMON 052769106 1830 37645 SH DEFINED 01 37645 0 0 AUTOMATIC DATA PROCESSING INC COMMON 053015103 6738 162336 SH DEFINED 01 0 0 162336 AUTONATION INC DEL COMMON 05329W102 2529 148092 SH DEFINED 01 148092 0 0 AUTOZONE INC COMMON 053332102 1443 18684 SH DEFINED 01 18684 0 0 AVANEX CORP COMMON 05348W109 34 11701 SH DEFINED 01 0 0 11701 AVANT IMMUNOTHERAPEUTICS INC COMMON 053491106 119 69967 SH DEFINED 01 69967 0 0 AVAYA INC COMMON 053499109 1432 102254 SH DEFINED 01 0 0 102254 AVAYA INC CBONDCNV 053499AA7 55 103000 SH DEFINED 01 103000 0 0 AVERY DENNISON CORP COMMON 053611109 1586 23924 SH DEFINED 01 0 0 23924 AVIALL INC NEW COMMON 05366B102 293 14392 SH DEFINED 01 14392 0 0 AVICI SYSTEMS INC COMMON 05367L802 80 12975 SH DEFINED 01 0 0 12975 AVID TECHNOLOGY INC COMMON 05367P100 482 9828 SH DEFINED 01 9828 0 0 AVISTA CORP COMMON 05379B107 514 28434 SH DEFINED 01 28434 0 0 AVITAR INC NEW COMMON 053801106 0 10000 SH DEFINED 01 10000 0 0 AVNET INC COMMON 053807103 702 40969 SH DEFINED 01 0 0 40969 AVOCENT CORP COMMON 053893103 620 23855 SH DEFINED 01 23855 0 0 AVON PRODUCTS INC COMMON 054303102 8675 198618 SH DEFINED 01 198618 0 0 AXCELIS TECHNOLOGIES INC COMMON 054540109 249 30154 SH DEFINED 01 30154 0 0 AZTAR CORP COMMON 054802103 848 32003 SH DEFINED 01 32003 0 0 BB&T CORP COMMON 054937107 10623 267669 SH DEFINED 01 267669 0 0 ***BCE INC COMMON 05534B109 622 23257 SH DEFINED 01 23257 0 0 BISYS GROUP INC COMMON 055472104 1203 82381 SH DEFINED 01 82381 0 0 BISYS GROUP INC CBONDCNV 055472AB0 284 290000 SH DEFINED 01 290000 0 0 BJS WHOLESALE CLUB INC COMMON 05548J106 662 24239 SH DEFINED 01 24239 0 0 BJ SERVICES CO COMMON 055482103 450 8600 SH DEFINED 01 0 0 8600 BJ SERVICES CO COMMON 055482103 5174 98730 SH DEFINED 01 98730 0 0 B J SERVICES CO CBONDCNV 055482AF0 4151 4765000 SH DEFINED 01 4765000 0 0 BOK FINANCIAL CORP NEW COMMON 05561Q201 420 9430 SH DEFINED 01 9430 0 0 ***BP P L C SPONSORED ADR ADR 055622104 12816 222217 SH DEFINED 01 0 0 222217 BMC SOFTWARE INC COMMON 055921100 707 44667 SH DEFINED 01 0 0 44667 BAIRNCO CORP COMMON 057097107 1053 96200 SH DEFINED 01 96200 0 0 BAKER HUGHES INC COMMON 057224107 7154 163634 SH DEFINED 01 163634 0 0 BALL CORP COMMON 058498106 4030 107677 SH DEFINED 01 107677 0 0 BALLYS TOTAL FITNESS HOLDING COMMON 05873K108 478 131473 SH DEFINED 01 131473 0 0 BANCORPSOUTH INC COMMON 059692103 276 12045 SH DEFINED 01 12045 0 0 BANDAG INC COMMON 059815100 375 8572 SH DEFINED 01 8572 0 0 BANK OF AMERICA CORP COMMON 060505104 1687 38934 SH DEFINED 01 0 0 38934 BANK OF AMERICA CORP COMMON 060505104 61946 1429649 SH DEFINED 01 1429649 0 0 BANK HAWAII CORP COMMON 062540109 648 13729 SH DEFINED 01 13729 0 0 BANK MUTUAL CORPORATION COMMON 063750103 221 18485 SH DEFINED 01 18485 0 0 BANK OF NEW ENGLAND CORP COMMON 063840102 0 16600 SH DEFINED 01 16600 0 0 BANK OF NEW YORK CO INC COMMON 064057102 10342 351764 SH DEFINED 01 0 0 351764 RTS BANK UNITED CORP COMMON 065416117 2 40000 SH DEFINED 01 40000 0 0 BANKNORTH GROUP INC COMMON 06646R107 7132 203781 SH DEFINED 01 203781 0 0 BANKUNITED FINANCIAL CORP-CL A COMMON 06652B103 4322 148282 SH DEFINED 01 0 0 148282 BANKUNITED FINANCIAL CORP-CL A COMMON 06652B103 1386 47553 SH DEFINED 01 47553 0 0 BANTA CORP COMMON 066821109 541 13627 SH DEFINED 01 13627 0 0 ***BARCLAYS PLC-ADR ADR 06738E204 226 5858 SH DEFINED 01 5858 0 0 C R BARD INC COMMON 067383109 9877 174415 SH DEFINED 01 174415 0 0 BARNES & NOBLE INC COMMON 067774109 1245 33660 SH DEFINED 01 33660 0 0 BARRICK GOLD CORP COMMON 067901108 2490 111275 SH DEFINED 01 0 0 111275 BARR PHARMACEUTICALS INC COMMON 068306109 2430 58673 SH DEFINED 01 0 0 58673 BARR PHARMACEUTICALS INC COMMON 068306109 5067 122326 SH DEFINED 01 122326 0 0 BASIC EARTH SCIENCE SYS INC COMMON 069842102 196 293361 SH DEFINED 01 293361 0 0 BASIC LEASING CORP COMMON 070005103 9 18024 SH DEFINED 01 18024 0 0 BASIX CORP NEW COMMON 070121207 1 207729 SH DEFINED 01 207729 0 0 BAUSCH & LOMB INC COMMON 071707103 1690 25444 SH DEFINED 01 25444 0 0 ***BAUSCH & LOMB INC CBONDCNV 071707AK9 11189 8325000 SH DEFINED 01 8325000 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 6217 187922 SH DEFINED 01 0 0 187922 BEA SYSTEMS INC COMMON 073325102 3454 491119 SH DEFINED 01 0 0 491119 BEAR STEARNS COMPANIES INC COMMON 073902108 4313 44802 SH DEFINED 01 0 0 44802 BEARINGPOINT INC COMMON 074002106 357 39935 SH DEFINED 01 39935 0 0 BEAZER HOMES USA INC COMMON 07556Q105 12113 113304 SH DEFINED 01 0 0 113304 BEBE STORES INC COMMON 075571109 212 10083 SH DEFINED 01 10083 0 0 BECKMAN COULTER INC COMMON 075811109 2996 53391 SH DEFINED 01 53391 0 0 BECTON DICKINSON & CO COMMON 075887109 16760 324190 SH DEFINED 01 324190 0 0 BED BATH & BEYOND INC COMMON 075896100 8866 237012 SH DEFINED 01 0 0 237012 BELL SAVINGS HOLDINGS INC COMMON 077900108 2 50895 SH DEFINED 01 50895 0 0 BELLSOUTH CORP COMMON 079860102 16388 600394 SH DEFINED 01 0 0 600394 BELO CORP CLASS 080555105 1415 62784 SH DEFINED 01 62784 0 0 BEMIS CO INC COMMON 081437105 2344 88207 SH DEFINED 01 88207 0 0 BENCHMARK ELECTRONICS INC COMMON 08160H101 334 11211 SH DEFINED 01 11211 0 0 BENTHOS INC COMMON 082641101 146 11950 SH DEFINED 01 0 0 11950 ***BENZ ENERGY INC COMMON 08345L100 19 14452 SH DEFINED 01 14452 0 0 W R BERKLEY CORP COMMON 084423102 1803 42364 SH DEFINED 01 0 0 42364 BERKSHIRE HATHAWAY INC-DEL COMMON 084670108 1409 140 SH DEFINED 01 0 0 140 BERKSHIRE HATHAWAY INC COMMON 084670207 232 81 SH DEFINED 01 0 0 81 BERKSHIRE HATHAWAY INC COMMON 084670207 7309 2546 SH DEFINED 01 2546 0 0 BEST BUY COMPANY INC COMMON 086516101 6828 123902 SH DEFINED 01 0 0 123902 BEST PRODUCTS CO INC NEW COMMON 086553104 0 463555 SH DEFINED 01 463555 0 0 BETTERWAY TELECOM LTD COMMON 087730107 0 10000 SH DEFINED 01 10000 0 0 BEVERLY ENTERPRISES INC NEW COMMON 087851309 79 10438 SH DEFINED 01 10438 0 0 ***BHP BILLITON LTD ADR 088606108 387 18668 SH DEFINED 01 18668 0 0 BIG LOTS INC COMMON 089302103 233 19075 SH DEFINED 01 19075 0 0 BIO-RAD LABORATORIES INC CL A CLASS 090572207 438 8576 SH DEFINED 01 8576 0 0 BIOCRYST PHARMACEUTICALS INC COMMON 09058V103 65 12761 SH DEFINED 01 12761 0 0 BIO-KEY INTERNATIONAL INC COMMON 09060C101 213 222600 SH DEFINED 01 0 0 222600 BIOMEDICAL WASTE SYSTEMS INC COMMON 09061E106 0 153079 SH DEFINED 01 153079 0 0 BIOMET INC COMMON 090613100 5753 122732 SH DEFINED 01 122732 0 0 BIOGEN IDEC INC COMMON 09062X103 14764 240224 SH DEFINED 01 0 0 240224 BIOMED REALTY TRUST INC COMMON 09063H107 1510 85900 SH DEFINED 01 85900 0 0 BIOPLASTY INC COMMON 090648106 1 29400 SH DEFINED 01 29400 0 0 BIOPURE CORP COMMON 09065H105 20 50060 SH DEFINED 01 50060 0 0 BIOTECH HOLDRS TR COMMON 09067D201 174382 1206800 SH DEFINED 01 1206800 0 0 ***BIOVAIL CORP COMMON 09067J109 1586 91700 SH DEFINED 01 91700 0 0 BIOVERIS CORPORATION COMMON 090676107 70 11288 SH DEFINED 01 11288 0 0 BIOSONICS INC COMMON 090908104 0 26800 SH DEFINED 01 26800 0 0 BIOLASE TECHNOLOGY INC COMMON 090911108 164 20204 SH DEFINED 01 20204 0 0 BLACK & DECKER CORP COMMON 091797100 2831 36570 SH DEFINED 01 36570 0 0 BLACK BOX CORP-DEL COMMON 091826107 204 5535 SH DEFINED 01 5535 0 0 BLACKBOARD INC COMMON 091935502 284 16606 SH DEFINED 01 16606 0 0 BLACK HILLS CORP COMMON 092113109 941 33887 SH DEFINED 01 33887 0 0 BLACKBAUD INC COMMON 09227Q100 202 20701 SH DEFINED 01 20701 0 0 BLACKROCK NEW JERSEY INVT COMMON 09247C107 1203 83000 SH DEFINED 01 0 0 83000 BLACKROCK INC COMMON 09247X101 280 3811 SH DEFINED 01 3811 0 0 H & R BLOCK INC COMMON 093671105 1839 37062 SH DEFINED 01 0 0 37062 BLOCKBUSTER INC COMMON 093679108 383 40681 SH DEFINED 01 0 0 40681 BLOUNT INTERNATIONAL INC. COMMON 095180105 357134 27262111 SH DEFINED 01 27262111 0 0 BLYTH INC COMMON 09643P108 565 18301 SH DEFINED 01 18301 0 0 BOARDROOM BUSINESS PRODUCTS COMMON 096606108 30 30000 SH DEFINED 01 30000 0 0 BOB EVANS FARMS INC COMMON 096761101 339 12502 SH DEFINED 01 12502 0 0 BOEING CO COMMON 097023105 455 8825 SH DEFINED 01 0 0 8825 BOEING CO COMMON 097023105 30157 584230 SH DEFINED 01 584230 0 0 BOISE CASCADE CORP COMMON 097383103 642 19299 SH DEFINED 01 19299 0 0 BONNEVILLE PACIFIC CORP COMMON 098904998 0 21367 SH DEFINED 01 21367 0 0 BOOTS & COOTS INTERNATIONAL COMMON 099469504 19 25000 SH DEFINED 01 25000 0 0 BORDERS GROUP INC COMMON 099709107 734 29625 SH DEFINED 01 29625 0 0 ***BOREALIS EXPLORATION LTD COMMON 099720104 306 81700 SH DEFINED 01 81700 0 0 BORG WARNER AUTOMOTIVE INC COMMON 099724106 904 20905 SH DEFINED 01 20905 0 0 BORLAND SOFTWARE CORP COMMON 099849101 85 10194 SH DEFINED 01 10194 0 0 BOSTON BEER CO INC-CL A COMMON 100557107 395 15706 SH DEFINED 01 15706 0 0 BOSTON PROPERTIES INC REIT 101121101 554 10007 SH DEFINED 01 10007 0 0 BOSTON SCIENTIFIC CORP COMMON 101137107 15995 400111 SH DEFINED 01 0 0 400111 BOSTON PRIVATE BANCORP INC COMMON 101990034 0 20000 SH DEFINED 01 20000 0 0 BOWATER INC COMMON 102183100 10848 283769 SH DEFINED 01 0 0 283769 BOWNE & CO INC COMMON 103043105 266 20546 SH DEFINED 01 20546 0 0 BOYD GAMING CORP COMMON 103304101 680 24180 SH DEFINED 01 0 0 24180 BOYD GAMING CORP COMMON 103304101 2349 83477 SH DEFINED 01 83477 0 0 BRADLEY PHARMACEUTICALS INC CLASS 104576103 2821 138641 SH DEFINED 01 138641 0 0 BRADY CORPORATION CL A COMMON 104674106 662 13578 SH DEFINED 01 13578 0 0 BRANDYWINE REALTY TRUST-SBI REIT 105368203 308 10815 SH DEFINED 01 10815 0 0 ***BRASCAN CORP COMMON 10549P606 9597 317800 SH DEFINED 01 317800 0 0 ***BRETT RESOURCES INC COMMON 10737B203 1 15000 SH DEFINED 01 15000 0 0 BRIDGE BANK NATIONAL ASSOC COMMON 108038100 150 11500 SH DEFINED 01 11500 0 0 BRIGGS & STRATTON CORP COMMON 109043109 297 3664 SH DEFINED 01 3664 0 0 BRINKER INTERNATIONAL INC COMMON 109641100 2749 88265 SH DEFINED 01 0 0 88265 BRINKER INTERNATIONAL INC COMMON 109641100 1299 41703 SH DEFINED 01 41703 0 0 BRINKER INTERNATIONAL INC CBONDCNV 109641AC4 24 38000 SH DEFINED 01 38000 0 0 BRINK'S COMPANY COMMON 109696104 10004 330692 SH DEFINED 01 0 0 330692 BRISTOL MYERS SQUIBB CO COMMON 110122108 2283 96493 SH DEFINED 01 0 0 96493 BRISTOL MYERS SQUIBB CO COMMON 110122108 12653 534573 SH DEFINED 01 534573 0 0 BRISTOL MYERS SQUIBB CO CBONDCNV 110122AN8 4990 5000000 SH DEFINED 01 5000000 0 0 BRISTOL WEST HOLDINGS INC COMMON 11037M105 2104 122799 SH DEFINED 01 122799 0 0 BROADBAND HOLDRS TR COMMON 11130P104 11903 785740 SH DEFINED 01 785740 0 0 BROADCOM CORP CLASS 111320107 3196 111147 SH DEFINED 01 0 0 111147 BROADWAY FINANCIAL CORP-N.J. COMMON 111443107 0 26886 SH DEFINED 01 26886 0 0 BROCADE COMMUNICATIONS SYS INC COMMON 111621108 1309 225343 SH DEFINED 01 0 0 225343 BROCADE COMMUNICATIONS SYSTEM CBONDCNV 111621AB4 49 53000 SH DEFINED 01 53000 0 0 BROOKLINE BANCORP INC COMMON 11373M107 201 12850 SH DEFINED 01 12850 0 0 BROOKS AUTOMATION INC COMMON 114340102 259 18316 SH DEFINED 01 18316 0 0 BROOKSTONE INC COMMON 114537103 455 24092 SH DEFINED 01 24092 0 0 BROWN & BROWN INC COMMON 115236101 788 17257 SH DEFINED 01 17257 0 0 BROWN FORMAN CORP-CL B CLASS 115637209 773 16882 SH DEFINED 01 16882 0 0 BRUNSWICK CORP COMMON 117043109 684 14951 SH DEFINED 01 14951 0 0 B2DIGITAL INC COMMON 11777J106 0 35000 SH DEFINED 01 35000 0 0 BUCYRUS INTL INC COMMON 118759109 1648 49052 SH DEFINED 01 49052 0 0 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 6152 160601 SH DEFINED 01 160601 0 0 BURLINGTON RESOURCES INC COMMON 122014103 8877 214698 SH DEFINED 01 0 0 214698 BURRITT INTERFINANCIAL COMMON 122756109 0 56141 SH DEFINED 01 56141 0 0 ***BUSINESS OBJECTS SA ADR 12328X107 406 17452 SH DEFINED 01 17452 0 0 C&D TECHNOLOGIES INC COMMON 124661109 292 15360 SH DEFINED 01 15360 0 0 ***CAE INC COMMON 124765108 151 34400 SH DEFINED 01 34400 0 0 CBRL GROUP INC COMMON 12489V106 1288 35704 SH DEFINED 01 35704 0 0 CB RICHARD ELLIS GROUP INC COMMON 12497T101 2025 87692 SH DEFINED 01 87692 0 0 C-COR INCORPORATED COMMON 125010108 142 16855 SH DEFINED 01 16855 0 0 CDW CORP COMMON 12512N105 2193 37807 SH DEFINED 01 37807 0 0 CEC ENTERTAINMENT INC COMMON 125137109 2414 65698 SH DEFINED 01 0 0 65698 CEC ENTERTAINMENT INC COMMON 125137109 643 17511 SH DEFINED 01 17511 0 0 C H ROBINSON WORLDWIDE INC COMMON 12541W100 2207 47594 SH DEFINED 01 47594 0 0 CIGNA CORP COMMON 125509109 2269 32587 SH DEFINED 01 32587 0 0 CIT GROUP INC NEW COMMON 125581108 4751 125769 SH DEFINED 01 0 0 125769 CKE RESTAURANTS INC COMMON 12561E105 149 13518 SH DEFINED 01 13518 0 0 CMGI INC COMMON 125750109 77 60694 SH DEFINED 01 0 0 60694 CMS ENERGY CORP COMMON 125896100 1250 131386 SH DEFINED 01 131386 0 0 CSK AUTO CORP COMMON 125965103 1872 140613 SH DEFINED 01 0 0 140613 CSK AUTO CORP COMMON 125965103 446 33551 SH DEFINED 01 33551 0 0 CNF INC COMMON 12612W104 908 22171 SH DEFINED 01 22171 0 0 CNET NETWORKS INC COMMON 12613R104 107 11727 SH DEFINED 01 0 0 11727 CNET NETWORKS INC COMMON 12613R104 141 15479 SH DEFINED 01 15479 0 0 CPC REXCEL INC COMMON 126150101 0 117746 SH DEFINED 01 117746 0 0 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 538 28762 SH DEFINED 01 0 0 28762 CSX CORP COMMON 126408103 1277 37993 SH DEFINED 01 0 0 37993 CUNO INC COMMON 126583103 334 5799 SH DEFINED 01 5799 0 0 CVB FINANCIAL CORP COMMON 126600105 274 12335 SH DEFINED 01 12335 0 0 CVS CORP COMMON 126650100 345 8206 SH DEFINED 01 0 0 8206 CVS CORP COMMON 126650100 8109 192489 SH DEFINED 01 192489 0 0 CV THERAPEUTICS INC COMMON 126667104 655 52449 SH DEFINED 01 52449 0 0 CABLEVISION SYSTEMS CORP-CL A CLASS 12686C109 12606 613423 SH DEFINED 01 0 0 613423 CABOT CORP COMMON 127055101 1500 38455 SH DEFINED 01 0 0 38455 CABOT MICROELECTRONICS CORP COMMON 12709P103 366 10100 SH DEFINED 01 10100 0 0 CABOT OIL & GAS CORP CLASS 127097103 5837 130020 SH DEFINED 01 0 0 130020 CABOT OIL & GAS CORP CLASS 127097103 12092 269319 SH DEFINED 01 269319 0 0 CACI INTERNATIONAL INC-CL A CLASS 127190304 388 7357 SH DEFINED 01 7357 0 0 ***CADBURY SCHWEPPES PLC-ADR ADR 127209302 285 9233 SH DEFINED 01 9233 0 0 CADENCE DESIGN SYSTEMS INC COMMON 127387108 1268 97288 SH DEFINED 01 97288 0 0 CAESARS ENTERTAINMENT INC COMMON 127687101 4609 274021 SH DEFINED 01 0 0 274021 CAL DIVE INTERNATIONAL INC COMMON 127914109 226 6357 SH DEFINED 01 6357 0 0 CALAMOS CONVERTIBLE COMMON 128117108 542 26800 SH DEFINED 01 26800 0 0 CALIFORNIA MICRO DEVICES CORP COMMON 130439102 153 18853 SH DEFINED 01 0 0 18853 CALLAWAY GOLF CO COMMON 131193104 299 28362 SH DEFINED 01 28362 0 0 CAMDEN PROPERTY TRUST-SBI REIT 133131102 345 6974 SH DEFINED 01 0 0 6974 ***CAMECO CORP COMMON 13321L108 729 9200 SH DEFINED 01 9200 0 0 CAMPBELL SOUP CO COMMON 134429109 2291 87145 SH DEFINED 01 87145 0 0 ***CANADIAN NATIONAL RAILWAY COMMON 136375102 4697 96865 SH DEFINED 01 96865 0 0 ***CANADIAN NATURAL RESOURCES COMMON 136385101 9024 226567 SH DEFINED 01 226567 0 0 ***CANADIAN ZINC CORPORATION COMMON 136802105 6 11000 SH DEFINED 01 11000 0 0 CANCERVAX CORPORATION COMMON 13738Y107 619 76471 SH DEFINED 01 76471 0 0 CAPITAL AUTOMOTIVE REIT-SBI REIT 139733109 355 11357 SH DEFINED 01 11357 0 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 321 4352 SH DEFINED 01 0 0 4352 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 15919 215423 SH DEFINED 01 215423 0 0 CAPITALSOURCE INC COMMON 14055X102 599 20755 SH DEFINED 01 0 0 20755 CAPITOL FEDERAL FINANCIAL COMMON 14057C106 606 18845 SH DEFINED 01 18845 0 0 CAPSTONE TURBINE CORP COMMON 14067D102 18 11994 SH DEFINED 01 11994 0 0 CAPSULE SYSTEMS INC COMMON 140670100 0 10000 SH DEFINED 01 10000 0 0 CARBO CERAMICS INC COMMON 140781105 50498 700011 SH DEFINED 01 700011 0 0 CARDINAL HEALTH INC COMMON 14149Y108 13127 299427 SH DEFINED 01 0 0 299427 CAREADVANTAGE INC NEW COMMON 14166N209 0 58408 SH DEFINED 01 58408 0 0 CAREER EDUCATION CORP COMMON 141665109 1628 57270 SH DEFINED 01 57270 0 0 CAREERCOM CORP COMMON 141686105 0 215528 SH DEFINED 01 215528 0 0 CAREMARK RX INC COMMON 141705103 6711 209276 SH DEFINED 01 209276 0 0 CARLISLE COMPANIES INC COMMON 142339100 590 9231 SH DEFINED 01 9231 0 0 CARMAX INC COMMON 143130102 994 46135 SH DEFINED 01 46135 0 0 CARMIKE CINEMAS INC COMMON 143436400 236 6708 SH DEFINED 01 6708 0 0 ***CARNIVAL CORP COMMON 143658300 469 9930 SH DEFINED 01 0 0 9930 ***CARNIVAL CORP COMMON 143658300 15018 317593 SH DEFINED 01 317593 0 0 CARNIVAL CORP CBONDCNV 143658AN2 180 138000 SH DEFINED 01 138000 0 0 CAROLCO PICTURES INC COMMON 143763100 0 99317 SH DEFINED 01 99317 0 0 CARPENTER TECHNOLOGY CORP COMMON 144285103 301 6320 SH DEFINED 01 6320 0 0 CARRAMERICA REALTY CORP REIT 144418100 1233 37712 SH DEFINED 01 37712 0 0 CARREKER CORPORATION COMMON 144433109 97 11026 SH DEFINED 01 0 0 11026 CASCADE INTERNATIONAL INC COMMON 147280101 0 316304 SH DEFINED 01 316304 0 0 CASEYS GENERAL STORES INC COMMON 147528103 710 38239 SH DEFINED 01 38239 0 0 CASUAL MALE RETAIL GROUP INC COMMON 148711104 78 15020 SH DEFINED 01 15020 0 0 CATALINA MARKETING CORP COMMON 148867104 449 18496 SH DEFINED 01 0 0 18496 CATELLUS DEVELOPMENT CORP COMMON 149113102 396 14958 SH DEFINED 01 14958 0 0 CATERPILLAR INC COMMON 149123101 14955 185894 SH DEFINED 01 185894 0 0 CATHAY GENERAL BANCORP COMMON 149150104 438 11792 SH DEFINED 01 11792 0 0 CATTLEGUARD INC COMMON 149472102 0 19600 SH DEFINED 01 19600 0 0 CELL GENESYS INC COMMON 150921104 137 14275 SH DEFINED 01 0 0 14275 CELL THERAPEUTICS INC NEW COMMON 150934107 118 17318 SH DEFINED 01 17318 0 0 CELGENE CORP COMMON 151020104 700 12030 SH DEFINED 01 0 0 12030 CELGENE CORP COMMON 151020104 5660 97208 SH DEFINED 01 97208 0 0 CELLCOM CORP NEW COMMON 151154309 0 12000 SH DEFINED 01 12000 0 0 CELSION CORP COMMON 15117N107 13 26000 SH DEFINED 01 26000 0 0 ***CEMEX S A ADR 151290889 314 11176 SH DEFINED 01 11176 0 0 CENDANT CORP COMMON 151313103 960 44462 SH DEFINED 01 0 0 44462 CENDANT CORP COMMON 151313103 12070 558819 SH DEFINED 01 558819 0 0 CENDANT CORP CBONDCNV 151313AN3 9314 9257000 SH DEFINED 01 9257000 0 0 CENTENNIAL COMMUNICATIONS CORP COMMON 15133V208 130 22112 SH DEFINED 01 22112 0 0 CENTENE CORP DEL COMMON 15135B101 595 13992 SH DEFINED 01 13992 0 0 CENTERPOINT CORP COMMON 15189Q103 0 25000 SH DEFINED 01 25000 0 0 CENTERPOINT ENERGY INC COMMON 15189T107 1353 130433 SH DEFINED 01 0 0 130433 CENTERPOINT ENERGY INC CBONDCNV 15189TAC1 1097 1000000 SH DEFINED 01 1000000 0 0 CENTERPOINT ENERGY INC CBONDCNV 15189TAL1 1040 1000000 SH DEFINED 01 1000000 0 0 CENTERPOINT PROPERTIES TRUST REIT 151895109 10266 235152 SH DEFINED 01 0 0 235152 CENTEX CORP COMMON 152312104 13546 268461 SH DEFINED 01 268461 0 0 CENTURI INC COMMON 156410102 0 12900 SH DEFINED 01 12900 0 0 CENTURY ALUMINUM CO COMMON 156431108 502 18133 SH DEFINED 01 18133 0 0 CENTURYTEL INC COMMON 156700106 2682 78269 SH DEFINED 01 0 0 78269 CENVEST INC COMMON 156702102 0 70854 SH DEFINED 01 70854 0 0 CEPHALON INC COMMON 156708109 1235 25803 SH DEFINED 01 25803 0 0 CERADYNE INC-CALIF COMMON 156710105 302 6880 SH DEFINED 01 6880 0 0 CERES GROUP INC COMMON 156772105 505 92585 SH DEFINED 01 92585 0 0 CERIDIAN CORP COMMON 156779100 685 37221 SH DEFINED 01 37221 0 0 CERNER CORP COMMON 156782104 1854 42858 SH DEFINED 01 42858 0 0 CERTEGY INC COMMON 156880106 1097 29483 SH DEFINED 01 29483 0 0 CHARLES RIVER LABORATORIES COMMON 159864107 4294 93777 SH DEFINED 01 93777 0 0 CHARLOTTE RUSSE HLDG INC COMMON 161048103 120 10492 SH DEFINED 01 10492 0 0 CHARTER COMMUNICATIONS INC DEL COMMON 16117M107 1062 399400 SH DEFINED 01 0 0 399400 CHARTER COMMUNICATIONS INC DEL COMMON 16117M107 234 88135 SH DEFINED 01 88135 0 0 CHARTER COMMUNICATION INC DEL CBONDCNV 16117MAB3 890 1000000 SH DEFINED 01 0 0 1000000 CHARTER COMMUNICATION INC DEL CBONDCNV 16117MAB3 2177 2446600 SH DEFINED 01 2446600 0 0 CHARTER COMMUNICATIONS INC DEL CBONDCNV 16117MAC1 25 30000 SH DEFINED 01 0 0 30000 CHARTER COMMUNICATIONS INC DEL CBONDCNV 16117MAC1 205 240000 SH DEFINED 01 240000 0 0 CHARTWELL INTERNATIONAL INC COMMON 161399209 7 182000 SH DEFINED 01 182000 0 0 CHATTEM INC COMMON 162456107 2855 88534 SH DEFINED 01 0 0 88534 CHATTEM INC COMMON 162456107 602 18695 SH DEFINED 01 18695 0 0 CHECKFREE CORP COMMON 162813109 5411 195589 SH DEFINED 01 195589 0 0 CHECKPOINT SYSTEMS INC COMMON 162825103 1584 101775 SH DEFINED 01 0 0 101775 CHECKPOINT SYSTEMS INC COMMON 162825103 545 35017 SH DEFINED 01 35017 0 0 CHECKPOINT SYSTEM INC CBONDCNV 162825AB9 107 107000 SH DEFINED 01 107000 0 0 CHEESECAKE FACTORY INC COMMON 163072101 611 14088 SH DEFINED 01 14088 0 0 CHELSEA PPTY GROUP INC COMMON 163421100 50786 756880 SH DEFINED 01 756880 0 0 CHESAPEAKE ENERGY CORP COMMON 165167107 4134 261169 SH DEFINED 01 0 0 261169 CHESAPEAKE ENERGY CORP COMMON 165167107 6056 382570 SH DEFINED 01 382570 0 0 CHESAPEAKE INDUSTRIES INC COMMON 165195108 0 18400 SH DEFINED 01 18400 0 0 CHEVRONTEXACO CORP COMMON 166764100 4181 77952 SH DEFINED 01 0 0 77952 CHEVRONTEXACO CORP COMMON 166764100 71894 1340312 SH DEFINED 01 1340312 0 0 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 1141 7078 SH DEFINED 01 7078 0 0 CHICOS FAS INC COMMON 168615102 1713 49103 SH DEFINED 01 0 0 49103 ***CHINA MOBILE HONG KONG LTD ADR 16941M109 678 44374 SH DEFINED 01 44374 0 0 CHINATEK INC NEW COMMON 169463205 269 431100 SH DEFINED 01 431100 0 0 CHIQUITA BRANDS INTL INC COMMON 170032809 193 11091 SH DEFINED 01 11091 0 0 WTS CHIQUITA BRANDS INTL INC WARRANT 170032114 182 42509 SH DEFINED 01 42509 0 0 CHIRON CORP COMMON 170040109 6833 154601 SH DEFINED 01 154601 0 0 CHOICEPOINT INC COMMON 170388102 2768 64921 SH DEFINED 01 64921 0 0 CHORDIANT SOFTWARE INC COM COMMON 170404107 878 301842 SH DEFINED 01 301842 0 0 CHRISTOPHER & BANKS CORP COMMON 171046105 174 10917 SH DEFINED 01 10917 0 0 CHUBB CORP COMMON 171232101 261 3717 SH DEFINED 01 0 0 3717 CHUBB CORP COMMON 171232101 9426 134124 SH DEFINED 01 134124 0 0 ***CHUNGHWA TELECOM CO LTD ADR 17133Q205 213 12130 SH DEFINED 01 12130 0 0 CHURCH & DWIGHT CO INC COMMON 171340102 431 15365 SH DEFINED 01 15365 0 0 CIBER INC COMMON 17163B102 516 68746 SH DEFINED 01 68746 0 0 CIENA CORP COMMON 171779101 23 11871 SH DEFINED 01 0 0 11871 CIENA CORP COMMON 171779101 865 437116 SH DEFINED 01 437116 0 0 CIENA CORP COMMON 171779101 999 504769 SH DEFINED 01 504769 0 0 ***CIENA CORP CBONDCNV 171779AA9 1264 1483000 SH DEFINED 01 1483000 0 0 CIMAREX ENERGY CO COMMON 171798101 2263 64770 SH DEFINED 01 64770 0 0 CINCINNATI BELL INC NEW COMMON 171871106 397 113766 SH DEFINED 01 113766 0 0 CINCINNATI FINANCIAL CORP COMMON 172062101 2947 71498 SH DEFINED 01 71498 0 0 CINERGY CORP COMMON 172474108 4785 120855 SH DEFINED 01 120855 0 0 CIRCUIT CITY STORES INC COMMON 172737108 1607 104781 SH DEFINED 01 104781 0 0 CISCO SYSTEMS INC COMMON 17275R102 2496 137914 SH DEFINED 01 0 0 137914 CISCO SYSTEMS INC COMMON 17275R102 38361 2119419 SH DEFINED 01 2119419 0 0 CISCO SYSTEMS INC COMMON 17275R102 1370 75699 SH DEFINED 01 75699 0 0 CIRRUS LOGIC INC COMMON 172755100 323 63729 SH DEFINED 01 0 0 63729 CINTAS CORP COMMON 172908105 3413 81194 SH DEFINED 01 81194 0 0 CITIGROUP INC COMMON 172967101 1552 35189 SH DEFINED 01 0 0 35189 CITIGROUP INC COMMON 172967101 178204 4039089 SH DEFINED 01 4039089 0 0 CITIZENS BANKING CORP COMMON 174420109 202 6207 SH DEFINED 01 6207 0 0 CITIZENS COMMUNICATIONS CO COMMON 17453B101 3117 232860 SH DEFINED 01 232860 0 0 CITRIX SYSTEMS INC COMMON 177376100 1180 65837 SH DEFINED 01 0 0 65837 CITY NATIONAL CORP COMMON 178566105 9509 146411 SH DEFINED 01 0 0 146411 CITY NATIONAL CORP COMMON 178566105 1145 17630 SH DEFINED 01 17630 0 0 CITYFED FINANCIAL CORP COMMON 178762100 0 27300 SH DEFINED 01 27300 0 0 CLAIRES STORES INC (FLA) COMMON 179584107 3476 138844 SH DEFINED 01 138844 0 0 CLANCY SYSTEMS INTL INC COMMON 179818109 0 20000 SH DEFINED 01 20000 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 26633 854450 SH DEFINED 01 854450 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 20932 671531 SH DEFINED 01 671531 0 0 CLEVELAND CLIFFS INC COMMON 185896107 476 5898 SH DEFINED 01 5898 0 0 CLINI-THERM CORP COMMON 187258108 0 15000 SH DEFINED 01 15000 0 0 CLOROX CO COMMON 189054109 6724 126156 SH DEFINED 01 126156 0 0 CLOTHESTIME INC COMMON 189095102 0 23800 SH DEFINED 01 23800 0 0 COACH INC COMMON 189754104 2094 49368 SH DEFINED 01 49368 0 0 COCA COLA CO COMMON 191216100 602 15040 SH DEFINED 01 0 0 15040 COCA COLA CO COMMON 191216100 34906 871585 SH DEFINED 01 871585 0 0 COCA COLA ENTERPRISES INC COMMON 191219104 8281 438187 SH DEFINED 01 438187 0 0 COEUR D ALENE MINES CORP COMMON 192108108 478 101000 SH DEFINED 01 0 0 101000 COEUR D ALENE MINES CORP COMMON 192108108 292 61710 SH DEFINED 01 61710 0 0 COGNIZANT TECHNOLOGY SOLUTIONS COMMON 192446102 731 23980 SH DEFINED 01 0 0 23980 COGNIZANT TECHNOLOGY SOLUTIONS COMMON 192446102 1594 52261 SH DEFINED 01 52261 0 0 COHEN & STEERS INC COMMON 19247A100 296 19181 SH DEFINED 01 19181 0 0 COHEN & STEERS TOTAL RETURN COMMON 19247R103 185 10300 SH DEFINED 01 10300 0 0 COHERENT INC COMMON 192479103 227 8778 SH DEFINED 01 8778 0 0 COLGATE PALMOLIVE CO COMMON 194162103 319 7071 SH DEFINED 01 0 0 7071 COLGATE PALMOLIVE CO COMMON 194162103 29105 644218 SH DEFINED 01 644218 0 0 COLLEGIATE FDG SVCS INC COMMON 19458M108 222 17721 SH DEFINED 01 17721 0 0 COLLINS & AIKMAN CORP NEW COMMON 194830204 76 18291 SH DEFINED 01 18291 0 0 COLONIAL BANCGROUP INC COMMON 195493309 918 44892 SH DEFINED 01 44892 0 0 COLONIAL PROPERTIES TRUST REIT 195872106 402 10000 SH DEFINED 01 0 0 10000 COLONIAL PROPERTIES TRUST REIT 195872106 406 10111 SH DEFINED 01 10111 0 0 COLOR KINETICS INC COMMON 19624P100 164 12889 SH DEFINED 01 12889 0 0 COLUMBIA LABORATORIES INC COMMON 197779101 65 15561 SH DEFINED 01 0 0 15561 COLUMBIA SAVINGS & LOAN ASSN COMMON 198415101 0 405954 SH DEFINED 01 405954 0 0 COMCAST CORP COMMON 20030N101 24048 848884 SH DEFINED 01 0 0 848884 COMCAST CORPORATION COMMON 20030N200 208 7469 SH DEFINED 01 0 0 7469 COMCAST CORPORATION COMMON 20030N200 45057 1613806 SH DEFINED 01 1613806 0 0 COMERICA INC COMMON 200340107 1891 31875 SH DEFINED 01 31875 0 0 COMFED BANCORP INC COMMON 200380103 0 165227 SH DEFINED 01 165227 0 0 COMMERCE BANCORP INC-N.J. COMMON 200519106 2833 51340 SH DEFINED 01 51340 0 0 COMMERCE BANCSHARES INC COMMON 200525103 376 7832 SH DEFINED 01 7832 0 0 COMMERCE GROUP INC-MASS COMMON 200641108 2833 58546 SH DEFINED 01 0 0 58546 COMMERCE GROUP INC-MASS COMMON 200641108 618 12774 SH DEFINED 01 12774 0 0 COMMERCIAL CAPITAL BANCORP INC COMMON 20162L105 6719 296139 SH DEFINED 01 296139 0 0 COMMERCIAL FEDERAL CORP COMMON 201647104 268 9377 SH DEFINED 01 0 0 9377 COMMERCIAL VEHICLE GROUP INC COMMON 202608105 374 23667 SH DEFINED 01 23667 0 0 COMMONWEALTH TELEPHONE COMMON 203349105 210 4842 SH DEFINED 01 4842 0 0 COMMSCOPE INC COMMON 203372107 393 18238 SH DEFINED 01 18238 0 0 COMMUNITY HEALTH COMPUTING COMMON 203660105 19 153400 SH DEFINED 01 153400 0 0 COMMUNITY HEALTH SYSTEM INC COMMON 203668108 1393 52243 SH DEFINED 01 52243 0 0 COMPASS BANCSHARES INC COMMON 20449H109 1757 39600 SH DEFINED 01 0 0 39600 COMPUTER ASSOCIATES INTL INC COMMON 204912109 5692 216458 SH DEFINED 01 216458 0 0 COMPUTER ASSOCIATES INTL INC CBONDCNV 204912AQ2 4376 3000000 SH DEFINED 01 3000000 0 0 COMPUTER NETWORK TECHNOLOGY COMMON 204925101 40 10000 SH DEFINED 01 10000 0 0 COMPUTER SCIENCES CORP COMMON 205363104 3067 65124 SH DEFINED 01 65124 0 0 COMPUTERIZED THERMAL IMAGING COMMON 20557C108 1 10000 SH DEFINED 01 10000 0 0 COMPUWARE CORP COMMON 205638109 515 100113 SH DEFINED 01 100113 0 0 COMTECH GROUP INC COMMON 205821101 397 193700 SH DEFINED 01 193700 0 0 COMTECH TELECOMMUNICATIONS COMMON 205826209 589 21761 SH DEFINED 01 21761 0 0 COMVERSE TECHNOLOGY INC NEW COMMON 205862402 5279 278674 SH DEFINED 01 0 0 278674 CONAGRA FOODS INC COMMON 205887102 10129 387804 SH DEFINED 01 0 0 387804 CONCERO INC COMMON 206018103 35 436350 SH DEFINED 01 436350 0 0 CONEXANT SYSTEMS INC COMMON 207142100 25 16120 SH DEFINED 01 0 0 16120 CONEXANT SYSTEMS INC COMMON 207142100 163 101305 SH DEFINED 01 101305 0 0 CONMED CORP COMMON 207410101 405 15413 SH DEFINED 01 15413 0 0 CONNETICS CORP COMMON 208192104 312 11576 SH DEFINED 01 11576 0 0 CONOCOPHILLIPS COMMON 20825C104 25854 312067 SH DEFINED 01 312067 0 0 CONSECO INC COMMON 208464883 4813 272489 SH DEFINED 01 0 0 272489 CONSOL ENERGY INC COMMON 20854P109 590 16922 SH DEFINED 01 16922 0 0 CONSOLIDATED EDISON INC COMMON 209115104 2496 59391 SH DEFINED 01 59391 0 0 CONSTELLATION BRANDS INC COMMON 21036P108 5343 139923 SH DEFINED 01 0 0 139923 CONSTELLATION ENERGY GROUP INC COMMON 210371100 1650 41418 SH DEFINED 01 41418 0 0 CONTINENTAL AIRLINES INC-CL B CLASS 210795308 5964 698623 SH DEFINED 01 0 0 698623 CONVERA CORP COMMON 211919105 40 11100 SH DEFINED 01 11100 0 0 CONVERGYS CORP COMMON 212485106 322 24041 SH DEFINED 01 24041 0 0 COOPER CAMERON CORP COMMON 216640102 1100 20064 SH DEFINED 01 20064 0 0 COOPER COMPANIES INC NEW (THE) COMMON 216648402 5676 82804 SH DEFINED 01 0 0 82804 COOPER COMPANIES INC NEW (THE) COMMON 216648402 2217 32354 SH DEFINED 01 32354 0 0 COOPER TIRE & RUBBER CO COMMON 216831107 323 16056 SH DEFINED 01 16056 0 0 ADOLPH COORS CO-CL B CLASS 217016104 629 9267 SH DEFINED 01 9267 0 0 COPART INC COMMON 217204106 3028 159982 SH DEFINED 01 159982 0 0 CORGENTECH INC COMMON 21872P105 1211 71000 SH DEFINED 01 0 0 71000 CORILLIAN CORP COMMON 218725109 521 113066 SH DEFINED 01 113066 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 598 32384 SH DEFINED 01 0 0 32384 CORINTHIAN COLLEGES INC COMMON 218868107 4785 354978 SH DEFINED 01 354978 0 0 CORIXA CORP COMMON 21887F100 195 47059 SH DEFINED 01 47059 0 0 CORIO INC COMMON 218875102 497 318602 SH DEFINED 01 318602 0 0 CORIO INC COMMON 218875102 1215 769231 SH DEFINED 01 769231 0 0 CORN PRODUCTS INTERNATIONAL COMMON 219023108 267 5811 SH DEFINED 01 5811 0 0 CORNERSTONE REALTY INCOME REIT 21922V102 129 13319 SH DEFINED 01 13319 0 0 CORNING INC COMMON 219350105 4930 442706 SH DEFINED 01 0 0 442706 CORNING INC CBONDCNV 219350AK1 2256 1920000 SH DEFINED 01 1920000 0 0 CORPORATE BACKED TR CTFS COMMON 21988K297 887 37500 SH DEFINED 01 0 0 37500 CORRECTIONS CORP AMERICA COMMON 22025Y407 218 6179 SH DEFINED 01 6179 0 0 CORUS BANKSHARES INC COMMON 220873103 414 9603 SH DEFINED 01 9603 0 0 CORVIS CORP COMMON 221009103 68 85387 SH DEFINED 01 85387 0 0 COST PLUS INC-CALIF COMMON 221485105 452 12799 SH DEFINED 01 12799 0 0 COSTCO WHOLESALE CORP-NEW COMMON 22160K105 8560 201936 SH DEFINED 01 0 0 201936 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 5748 145938 SH DEFINED 01 145938 0 0 COUNTY BANK-A FED SVGS BANK COMMON 222403107 0 108105 SH DEFINED 01 108105 0 0 COUSINS PROPERTIES INC COMMON 222795304 221 8600 SH DEFINED 01 8600 0 0 COUSINS PROPERTIES INC REIT 222795106 1288 37545 SH DEFINED 01 37545 0 0 COVAD COMMUNICATIONS GROUP INC COMMON 222814204 76 38775 SH DEFINED 01 0 0 38775 COVANCE INC COMMON 222816100 3852 96395 SH DEFINED 01 0 0 96395 COVANCE INC COMMON 222816100 1551 38805 SH DEFINED 01 38805 0 0 COVENTRY HEALTH CARE INC COMMON 222862104 1329 24917 SH DEFINED 01 24917 0 0 COVINGTON DEVELOPMENT GROUP COMMON 223141102 0 26900 SH DEFINED 01 26900 0 0 COX COMMUNICATIONS INC NEW CLASS 224044107 16506 497184 SH DEFINED 01 0 0 497184 CRANE CO COMMON 224399105 720 24927 SH DEFINED 01 24927 0 0 CRAY COMPUTER CORP COMMON 225222108 0 38850 SH DEFINED 01 38850 0 0 CRAY INC COMMON 225223106 1988 563341 SH DEFINED 01 563341 0 0 CREDENCE SYSTEMS CORP COMMON 225302108 436 58817 SH DEFINED 01 0 0 58817 ***CREDIT SUISSE GROUP ADR 225401108 2500 78299 SH DEFINED 01 78299 0 0 CREE INC COMMON 225447101 927 27871 SH DEFINED 01 0 0 27871 CRIIMI MAE INC-10.875% CUM PREFCONV 226603207 657 24850 SH DEFINED 01 24850 0 0 CRITICAL INDUSTRIES INC COMMON 22674J107 0 135100 SH DEFINED 01 135100 0 0 CROMPTON CORP COMMON 227116100 817 82915 SH DEFINED 01 0 0 82915 A T CROSS CO-CL A CLASS 227478104 66 12000 SH DEFINED 01 12000 0 0 CROSSROADS SYS INC COMMON 22765D100 15 10710 SH DEFINED 01 10710 0 0 CROWN CASTLE INTL CORP COMMON 228227104 186 12513 SH DEFINED 01 12513 0 0 CROWN HOLDINGS INC COMMON 228368106 1780 172663 SH DEFINED 01 172663 0 0 CROWN MEDIA HLDGS INC COMMON 228411104 106 12709 SH DEFINED 01 12709 0 0 CRYOLIFE INC COMMON 228903100 303 41800 SH DEFINED 01 41800 0 0 CRYSTAL BRANDS INC COMMON 229070107 0 40400 SH DEFINED 01 40400 0 0 CULLEN FROST BANKERS INC COMMON 229899109 1077 20346 SH DEFINED 01 0 0 20346 CUMMINS INC COMMON 231021106 1002 13573 SH DEFINED 01 13573 0 0 CUMULUS MEDIA INC-CL A CLASS 231082108 315 21908 SH DEFINED 01 21908 0 0 CURAGEN CORP COMMON 23126R101 73 13313 SH DEFINED 01 13313 0 0 CYBERGUARD CORP COMMON 231910100 89 15103 SH DEFINED 01 15103 0 0 CYBERSOURCE CORP DEL COMMON 23251J106 62 13000 SH DEFINED 01 0 0 13000 CYBERONICS INC COMMON 23251P102 5367 261777 SH DEFINED 01 261777 0 0 CYMER INC COMMON 232572107 467 16311 SH DEFINED 01 16311 0 0 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1107 118927 SH DEFINED 01 0 0 118927 CYTEC INDUSTRIES INC COMMON 232820100 1270 25945 SH DEFINED 01 25945 0 0 CYTYC CORP COMMON 232946103 1506 62368 SH DEFINED 01 62368 0 0 DBL LIQUIDATING TRUST COMMON 233038306 0 10000 SH DEFINED 01 0 0 10000 ***DBS GROUP HOLDINGS LTD ADR 23304Y100 229 6048 SH DEFINED 01 6048 0 0 DPL INC COMMON 233293109 961 46713 SH DEFINED 01 46713 0 0 D R HORTON INC COMMON 23331A109 14366 433898 SH DEFINED 01 433898 0 0 DST SYSTEMS INC-DEL COMMON 233326107 2179 49015 SH DEFINED 01 49015 0 0 DTE ENERGY CO COMMON 233331107 2046 48500 SH DEFINED 01 48500 0 0 DADE BEHRING HOLDINGS INC COMMON 23342J206 1209 21710 SH DEFINED 01 21710 0 0 DANA CORP COMMON 235811106 465 26325 SH DEFINED 01 26325 0 0 DANAHER CORP COMMON 235851102 7176 139953 SH DEFINED 01 139953 0 0 DARDEN RESTAURANTS INC COMMON 237194105 548 23510 SH DEFINED 01 23510 0 0 DAVITA INC COMMON 23918K108 1234 39632 SH DEFINED 01 39632 0 0 DEAN FOODS CO NEW COMMON 242370104 4553 151679 SH DEFINED 01 151679 0 0 DEERE & CO COMMON 244199105 7181 110178 SH DEFINED 01 110178 0 0 DEL MONTE FOODS CO COMMON 24522P103 33056 3149193 SH DEFINED 01 0 0 3149193 DELL INC COMMON 24702R101 241 6793 SH DEFINED 01 0 0 6793 DELL INC COMMON 24702R101 25804 724843 SH DEFINED 01 724843 0 0 DELPHI CORP COMMON 247126105 963 103369 SH DEFINED 01 0 0 103369 DELPHI FINANCIAL GROUP INC CLASS 247131105 1759 43805 SH DEFINED 01 0 0 43805 DELPHI FINANCIAL GROUP INC CLASS 247131105 2435 60623 SH DEFINED 01 60623 0 0 DELTA AIR LINES INC COMMON 247361108 279 84899 SH DEFINED 01 84899 0 0 DELTA AIR LINES INC CBONDCNV 247361YP7 11798 40165000 SH DEFINED 01 40165000 0 0 *** DELTA PETROLEUM CORP LTD COMMON 247791106 0 10300 SH DEFINED 01 10300 0 0 DELUXE CORP COMMON 248019101 417 10117 SH DEFINED 01 0 0 10117 DENNYS CORPORATION COMMON 24869P104 614 227697 SH DEFINED 01 227697 0 0 DENTAL/MEDICAL DIAGNOSTIC COMMON 24873K208 0 48200 SH DEFINED 01 48200 0 0 DENTSPLY INTERNATIONAL INC NEW COMMON 249030107 2140 41205 SH DEFINED 01 41205 0 0 DEPOMED INC COMMON 249908104 1368 262082 SH DEFINED 01 262082 0 0 DESIGN WITHIN REACH INC COMMON 250557105 184 10730 SH DEFINED 01 10730 0 0 ***DEUTSCHE TELEKOM AG ADR 251566105 862 37660 SH DEFINED 01 0 0 37660 DEVELOPERS DIVERSIFIED REALTY REIT 251591103 206 5268 SH DEFINED 01 5268 0 0 DEVON ENERGY CORPORATION NEW COMMON 25179M103 2142 30170 SH DEFINED 01 0 0 30170 DEVON ENERGY CORPORATION NEW COMMON 25179M103 15265 214978 SH DEFINED 01 214978 0 0 DEVON ENERGY CORP NEW CBONDCNV 25179MAA1 12 11500 SH DEFINED 01 11500 0 0 DEVON ENERGY CORP NEW CBONDCNV 25179MAB9 106 100000 SH DEFINED 01 100000 0 0 DEVRY INC-DEL COMMON 251893103 645 31186 SH DEFINED 01 31186 0 0 DEX MEDIA INC COMMON 25212E100 225 10634 SH DEFINED 01 10634 0 0 ***DIAGEO PLC-SPONSORED ADR ADR 25243Q205 4265 84574 SH DEFINED 01 84574 0 0 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 744 18221 SH DEFINED 01 18221 0 0 DIAL-THRU INTL CORP COMMON 252479100 5 45200 SH DEFINED 01 45200 0 0 DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 2034 61662 SH DEFINED 01 61662 0 0 DIAMONDS TRUST-UNIT SERIES 1 COMMON 252787106 831 8238 SH DEFINED 01 0 0 8238 DIAMONDS TRUST-UNIT SERIES 1 COMMON 252787106 93052 922312 SH DEFINED 01 922312 0 0 DIEBOLD INC COMMON 253651103 929 19895 SH DEFINED 01 19895 0 0 DIGITAL INSIGHT CORP COMMON 25385P106 380 27934 SH DEFINED 01 27934 0 0 DIGITAL RIVER INC COMMON 25388B104 371 12481 SH DEFINED 01 12481 0 0 DIGITAS INC COMMON 25388K104 152 19765 SH DEFINED 01 19765 0 0 DIME COMMUNITY BANCSHARES COMMON 253922108 327 19470 SH DEFINED 01 19470 0 0 DILLARDS INC-CL A COMMON 254067101 1270 64350 SH DEFINED 01 64350 0 0 WTS DIME BANCORP INC NEW WARRANT 25429Q110 21 152227 SH DEFINED 01 152227 0 0 DIONEX CORP COMMON 254546104 239 4373 SH DEFINED 01 4373 0 0 DIRECTV GROUP INC COMMON 25459L106 1326 67426 SH DEFINED 01 0 0 67426 WALT DISNEY CO HOLDING CO COMMON 254687106 14328 631103 SH DEFINED 01 0 0 631103 WALT DISNEY CO CBONDCNV 254687AU0 14139 13778000 SH DEFINED 01 13778000 0 0 DISTRIBUTIVE DATA CORP COMMON 25475L106 0 95000 SH DEFINED 01 95000 0 0 DITECH COMMUNICATIONS CORP COMMON 25500M103 212 9501 SH DEFINED 01 9501 0 0 DOBSON COMMUNICATIONS CORP COMMON 256069105 1098 825736 SH DEFINED 01 825736 0 0 DOLLAR GENERAL CORP COMMON 256669102 2119 105210 SH DEFINED 01 105210 0 0 DOLLAR TREE STORES INC COMMON 256747106 1576 58507 SH DEFINED 01 58507 0 0 DOMAIN TECHNOLOGY INC COMMON 257030106 2 44000 SH DEFINED 01 44000 0 0 DOMINION RESOURCES INC VA NEW COMMON 25746U109 6659 102067 SH DEFINED 01 102067 0 0 DOMINOS PIZZA INC COMMON 25754A201 1806 122862 SH DEFINED 01 122862 0 0 DONALDSON CO INC COMMON 257651109 1339 47183 SH DEFINED 01 47183 0 0 R R DONNELLEY & SONS CO COMMON 257867101 4798 152821 SH DEFINED 01 0 0 152821 ***DORAL FINANCIAL CORP COMMON 25811P100 6830 164702 SH DEFINED 01 164702 0 0 DOT HILL SYS CORP COMMON 25848T109 99 12447 SH DEFINED 01 12447 0 0 DOUBLECLICK INC COMMON 258609304 1366 227142 SH DEFINED 01 0 0 227142 DOVER CORP COMMON 260003108 4792 123303 SH DEFINED 01 123303 0 0 DOW CHEMICAL CO COMMON 260543103 1088 24090 SH DEFINED 01 0 0 24090 DOW CHEMICAL CO COMMON 260543103 8767 194058 SH DEFINED 01 194058 0 0 DOW JONES & CO INC COMMON 260561105 1021 25164 SH DEFINED 01 25164 0 0 DOWNEY FINANCIAL CORP COMMON 261018105 870 15840 SH DEFINED 01 15840 0 0 DREAMAIRE GROUP INC COMMON 261526107 0 12500 SH DEFINED 01 12500 0 0 DREXLER TECHNOLOGY CORP COMMON 261876106 125 13750 SH DEFINED 01 0 0 13750 E I DU PONT DE NEMOURS & CO COMMON 263534109 625 12699 SH DEFINED 01 0 0 12699 E I DU PONT DE NEMOURS & CO COMMON 263534109 17096 399448 SH DEFINED 01 399448 0 0 DUALSTAR TECHNOLOGIES INC COMMON 263572109 1 11000 SH DEFINED 01 11000 0 0 DUKE ENERGY CORP COMMON 264399106 8052 349799 SH DEFINED 01 0 0 349799 DUKE REALTY CORP REIT 264411505 372 11214 SH DEFINED 01 11214 0 0 DUN & BRADSTREET CORP COMMON 26483E100 1608 27409 SH DEFINED 01 27409 0 0 DUPONT PHOTOMASKS INC CBONDCNV 26613XAE1 1320 1395000 SH DEFINED 01 1395000 0 0 DUQUESNE LIGHT HOLDINGS INC COMMON 266233105 498 27740 SH DEFINED 01 27740 0 0 DURECT CORP COMMON 266605104 36 26218 SH DEFINED 01 26218 0 0 DYCOM INDUSTRIES INC COMMON 267475101 1072 37069 SH DEFINED 01 0 0 37069 ***DYNATEC CORPORATION COMMON 267934107 39 35000 SH DEFINED 01 35000 0 0 DYNEGY INC (HOLDING CO) COMMON 26816Q101 3374 676217 SH DEFINED 01 676217 0 0 EECO INC COMMON 268420106 0 68144 SH DEFINED 01 68144 0 0 EGL INC COMMON 268484102 460 15215 SH DEFINED 01 15215 0 0 E-LOAN INC COMMON 26861P107 584 274344 SH DEFINED 01 274344 0 0 EMC CORP-MASS COMMON 268648102 934 80999 SH DEFINED 01 0 0 80999 EMC CORP-MASS COMMON 268648102 6491 562523 SH DEFINED 01 562523 0 0 ENSCO INTERNATIONAL INC COMMON 26874Q100 2266 67388 SH DEFINED 01 0 0 67388 ***ENI S P A SPONSORED ADR ADR 26874R108 440 3919 SH DEFINED 01 3919 0 0 EOG RES INC COMMON 26875P101 7624 112883 SH DEFINED 01 0 0 112883 E R I GOLD & SILVER CORP COMMON 268833100 0 10000 SH DEFINED 01 10000 0 0 ESS TECHNOLOGY INC COMMON 269151106 207 30238 SH DEFINED 01 30238 0 0 E SPIRE COMMUNICATIONS INC COMMON 269153102 0 69010 SH DEFINED 01 69010 0 0 E-SYNC NETWORKS INC COMMON 269156105 0 95000 SH DEFINED 01 95000 0 0 ETC TECHNOLOGIES CORP COMMON 269221107 50 10000 SH DEFINED 01 10000 0 0 E TRADE FINANCIAL CORPORATION COMMON 269246104 1320 115625 SH DEFINED 01 115625 0 0 EAGLE BROADBAND INC COMMON 269437109 12 17577 SH DEFINED 01 17577 0 0 EAGLE MATERIALS INC COMMON 26969P108 403 5660 SH DEFINED 01 5660 0 0 EARTHLINK INC COMMON 270321102 680 66037 SH DEFINED 01 66037 0 0 EAST WEST BANCORP INC COMMON 27579R104 393 11701 SH DEFINED 01 11701 0 0 EASTLAND FINANCIAL CORP COMMON 277379103 0 87887 SH DEFINED 01 87887 0 0 EASTMAN CHEMICAL CO COMMON 277432100 1859 39115 SH DEFINED 01 39115 0 0 EASTMAN KODAK CO COMMON 277461109 18469 573231 SH DEFINED 01 573231 0 0 EASTMAN KODAK CO CBONDCNV 277461BE8 11777 9347000 SH DEFINED 01 9347000 0 0 EATON CORP COMMON 278058102 6481 102213 SH DEFINED 01 102213 0 0 EATON VANCE NEW JERSEY MUN COMMON 27826V106 492 32200 SH DEFINED 01 0 0 32200 EATON VANCE NEW JERSEY MUN COMMON 27826V106 221 14491 SH DEFINED 01 14491 0 0 EATON VANCE NEW YORK MUN INC COMMON 27826W104 191 12500 SH DEFINED 01 12500 0 0 EATON VANCE CORP-NON VTG COMMON 278265103 3637 90058 SH DEFINED 01 0 0 90058 EATON VANCE CORP-NON VTG COMMON 278265103 1597 39556 SH DEFINED 01 39556 0 0 EATON VANCE INSURED MUNI BOND COMMON 27827X101 383 27500 SH DEFINED 01 0 0 27500 EATON VANCE INSURED MUNI BOND COMMON 27827X101 239 17200 SH DEFINED 01 17200 0 0 EATON VANCE LIMITED DURATION COMMON 27828H105 514 27000 SH DEFINED 01 0 0 27000 EATON VANCE INSURED NEW JERSEY COMMON 27828R103 356 21800 SH DEFINED 01 0 0 21800 EBAY INC COMMON 278642103 558 6080 SH DEFINED 01 0 0 6080 EBAY INC COMMON 278642103 28624 311334 SH DEFINED 01 311334 0 0 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 642 20637 SH DEFINED 01 0 0 20637 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 11310 363445 SH DEFINED 01 363445 0 0 ECHOSTAR COMMUNICATIONS CORP CBONDCNV 278762AG4 127 125000 SH DEFINED 01 125000 0 0 ECLIPSYS CORP COMMON 278856109 1468 94138 SH DEFINED 01 94138 0 0 ECOLAB INC COMMON 278865100 2565 81584 SH DEFINED 01 81584 0 0 EDISON INTERNATIONAL COMMON 281020107 2007 75737 SH DEFINED 01 75737 0 0 EDUCATE INC COMMON 28138P100 685 58175 SH DEFINED 01 58175 0 0 EDUCATION MANAGEMENT CORP COMMON 28139T101 1980 74326 SH DEFINED 01 74326 0 0 EDULINK INC COMMON 28164R103 0 20000 SH DEFINED 01 20000 0 0 EDWARDS LIFESCIENCES CORP COMMON 28176E108 616 18411 SH DEFINED 01 18411 0 0 EDWARDS LIFESCIENCES CORP CBONDCNV 28176EAB4 137 135000 SH DEFINED 01 135000 0 0 A G EDWARDS INC COMMON 281760108 1155 33380 SH DEFINED 01 33380 0 0 EL PASO CORPORATION COMMON 28336L109 1869 203400 SH DEFINED 01 0 0 203400 EL PASO CORPORATION COMMON 28336L109 4015 436984 SH DEFINED 01 436984 0 0 ***ELAN CORP PLC-ADR ADR 284131208 7123 303413 SH DEFINED 01 0 0 303413 ELECTRO BRAIN INTL CORP NEW COMMON 285062204 1 328029 SH DEFINED 01 328029 0 0 ELECTRONIC ARTS INC COMMON 285512109 6445 137979 SH DEFINED 01 0 0 137979 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 2238 115180 SH DEFINED 01 0 0 115180 ELECTRONIC DATA SYS CORP CBONDCNV 285661AF1 996 1000000 SH DEFINED 01 1000000 0 0 ELECTRONICS FOR IMAGING INC CBONDCNV 286082AA0 12518 13126000 SH DEFINED 01 13126000 0 0 EMARKETPLACE INC COMMON 290783109 0 16304 SH DEFINED 01 16304 0 0 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 566 66986 SH DEFINED 01 66986 0 0 EMBRACE SYSTEMS CORP COMMON 290816107 0 176211 SH DEFINED 01 176211 0 0 EMERGING VISION INC COMMON 29089W102 79 529314 SH DEFINED 01 529314 0 0 EMERSON ELECTRIC CO COMMON 291011104 204 3300 SH DEFINED 01 0 0 3300 EMERSON ELECTRIC CO COMMON 291011104 7530 121676 SH DEFINED 01 121676 0 0 EMMIS COMMUNICATIONS CORP-CL A CLASS 291525103 404 22416 SH DEFINED 01 22416 0 0 ***EMPRESAS ICA SOCIEDAD CONT- ADR 292448107 101 48777 SH DEFINED 01 48777 0 0 EMULEX CORP NEW COMMON 292475209 540 46875 SH DEFINED 01 46875 0 0 EMULEX CORP CBONDCNV 292475AD2 9413 10431000 SH DEFINED 01 10431000 0 0 ***ENCANA CORP COMMON 292505104 4160 89864 SH DEFINED 01 89864 0 0 ENCORE ACQUISITION CO COMMON 29255W100 563 16346 SH DEFINED 01 16346 0 0 ENCORE MEDICAL CORP COMMON 29256E109 62 12466 SH DEFINED 01 12466 0 0 ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 104 11562 SH DEFINED 01 11562 0 0 ENDO PHARMACEUTICALS HLDGS INC COMMON 29264F205 290 15827 SH DEFINED 01 15827 0 0 ENERGEN CORP COMMON 29265N108 839 16286 SH DEFINED 01 16286 0 0 ***ENEL SOCIETA PER AZIONI ADR 29265W108 222 5500 SH DEFINED 01 5500 0 0 ENERGY EAST CORPORATION COMMON 29266M109 1044 41501 SH DEFINED 01 41501 0 0 ENERGIZER HOLDINGS INC COMMON 29266R108 886 19220 SH DEFINED 01 19220 0 0 ***ENERPLUS RESOURCES FUND COMMON 29274D604 1073 33000 SH DEFINED 01 0 0 33000 ENERSYS COMMON 29275Y102 816 49253 SH DEFINED 01 0 0 49253 ENGAGE INC COMMON 292827102 0 105300 SH DEFINED 01 105300 0 0 ENGELHARD CORP COMMON 292845104 1396 49259 SH DEFINED 01 49259 0 0 ENGINEERED SUPPORT SYSTEMS INC COMMON 292866100 292 6411 SH DEFINED 01 6411 0 0 EMPIRIX INC COMMON 292990868 0 431175 SH DEFINED 01 431175 0 0 ENTEGRIS INC COMMON 29362U104 167 20046 SH DEFINED 01 20046 0 0 ENTERASYS NETWORKS INC COMMON 293637104 45 26373 SH DEFINED 01 0 0 26373 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 429 13161 SH DEFINED 01 13161 0 0 ENTERGY CORP NEW COMMON 29364G103 8605 141974 SH DEFINED 01 141974 0 0 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 2115 55965 SH DEFINED 01 0 0 55965 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 831 22000 SH DEFINED 01 22000 0 0 ENTERTAINMENT ARTS INC NEV COMMON 29381C101 0 100000 SH DEFINED 01 0 0 100000 ENZON PHARMACEUTICALS INC COMMON 293904108 483 29611 SH DEFINED 01 0 0 29611 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 ENVIRONMENTAL ENERGY SVCS INC COMMON 29406Q101 0 10200 SH DEFINED 01 10200 0 0 ENVIROSURE MANAGEMENT CORP COMMON 294096102 0 451100 SH DEFINED 01 451100 0 0 ENZO BIOCHEM INC COMMON 294100102 1605 107057 SH DEFINED 01 107057 0 0 EPICOR SOFTWARE CORP COMMON 29426L108 161 13389 SH DEFINED 01 13389 0 0 EQUIFAX INC COMMON 294429105 1043 39604 SH DEFINED 01 39604 0 0 EQUINIX INC COMMON 29444U502 1129 36715 SH DEFINED 01 0 0 36715 EQUINIX INC COMMON 29444U502 515 16756 SH DEFINED 01 16756 0 0 EQUITABLE RESOURCES INC COMMON 294549100 1583 29160 SH DEFINED 01 29160 0 0 EQUITY OFFICE PROPERTIES TRUST REIT 294741103 4079 149712 SH DEFINED 01 149712 0 0 EQUITY RESIDENTIAL REIT 29476L107 3993 128821 SH DEFINED 01 128821 0 0 ERESEARCH TECHNOLOGY INC COMMON 29481V108 374 28065 SH DEFINED 01 28065 0 0 ***ERICSSON L M TEL CO ADR 294821608 12070 384028 SH DEFINED 01 0 0 384028 ESCO TECHNOLOGIES INC COMMON 296315104 501 7403 SH DEFINED 01 7403 0 0 ESSEX CORP COMMON 296744105 125 10900 SH DEFINED 01 0 0 10900 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 489 15555 SH DEFINED 01 0 0 15555 ETOYS INC COMMON 297862104 0 15875 SH DEFINED 01 0 0 15875 EUROBANCSHARES INC COMMON 298716101 390 21007 SH DEFINED 01 21007 0 0 EVEREX SYSTEMS INC COMMON 300072105 4 441405 SH DEFINED 01 441405 0 0 EXELON CORP COMMON 30161N101 10956 297616 SH DEFINED 01 0 0 297616 ***EXPATRIATE RESOURCES LTD COMMON 301935102 2 10000 SH DEFINED 01 10000 0 0 WTS EXIDE TECHNOLOGIES WARRANT 302051123 163 55000 SH DEFINED 01 55000 0 0 EXODUS COMMUNICATIONS INC COMMON 302088109 0 40264 SH DEFINED 01 0 0 40264 EXPEDITORS INTERNATIONAL OF COMMON 302130109 7535 145752 SH DEFINED 01 145752 0 0 EXPRESSJET HOLDINGS INC COMMON 30218U108 270 27059 SH DEFINED 01 27059 0 0 EXPRESSJET HOLDINGS INC CBONDCNV 30218UAB4 3284 3570000 SH DEFINED 01 3570000 0 0 EXPRESS SCRIPTS INC COMMON CLASS 302182100 1789 27390 SH DEFINED 01 27390 0 0 EXTRA SPACE STORAGE INC COMMON 30225T102 905 71042 SH DEFINED 01 71042 0 0 EXTREME NETWORKS INC COMMON 30226D106 242 52032 SH DEFINED 01 0 0 52032 EXXON MOBIL CORP COMMON 30231G102 5814 120308 SH DEFINED 01 0 0 120308 EXXON MOBIL CORP COMMON 30231G102 77586 1605357 SH DEFINED 01 1605357 0 0 F A TUCKER GROUP INC COMMON 302396106 0 32180 SH DEFINED 01 32180 0 0 FEI CO COMMON 30241L109 329 16653 SH DEFINED 01 16653 0 0 FLIR SYSTEMS INC COMMON 302445101 5565 95130 SH DEFINED 01 0 0 95130 FLIR SYSTEMS INC COMMON 302445101 1563 26725 SH DEFINED 01 26725 0 0 FMC TECHNOLOGIES INC COMMON 30249U101 3414 102234 SH DEFINED 01 102234 0 0 FMC CORP NEW COMMON 302491303 1093 22524 SH DEFINED 01 22524 0 0 F N B CORP-PA COMMON 302520101 320 14505 SH DEFINED 01 14505 0 0 FPL GROUP INC COMMON 302571104 6593 96509 SH DEFINED 01 96509 0 0 FRMO CORP COMMON 30262F106 42 32728 SH DEFINED 01 32728 0 0 F & M DISTRIBUTORS INC COMMON 302723101 0 113005 SH DEFINED 01 113005 0 0 FTI CONSULTING INC COMMON 302941109 2287 121047 SH DEFINED 01 121047 0 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 256 5329 SH DEFINED 01 5329 0 0 FAIR ISAAC INC COMMON 303250104 1521 51148 SH DEFINED 01 0 0 51148 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 1010 71284 SH DEFINED 01 71284 0 0 FAIRFIELD NOBLE CORP COMMON 304621105 0 12547 SH DEFINED 01 12547 0 0 FALCONSTOR SOFTWARE INC COMMON 306137100 100 11530 SH DEFINED 01 0 0 11530 FAMILY DOLLAR STORES INC COMMON 307000109 2537 93646 SH DEFINED 01 93646 0 0 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 2384 41389 SH DEFINED 01 41389 0 0 FREDDIE MAC-VOTING COMMON COMMON 313400301 15662 239978 SH DEFINED 01 0 0 239978 FANNIE MAE COMMON 313586109 24448 382782 SH DEFINED 01 0 0 382782 FEDERAL SIGNAL CORP COMMON 313855108 574 25587 SH DEFINED 01 0 0 25587 FEDERATED DEPARTMENT STORES COMMON 31410H101 15605 343241 SH DEFINED 01 0 0 343241 FEDERATED INVESTORS INC (PA.) COMMON 314211103 604 21265 SH DEFINED 01 21265 0 0 FEDEX CORP COMMON 31428X106 16455 190232 SH DEFINED 01 0 0 190232 FERRO CORP COMMON 315405100 1066 48883 SH DEFINED 01 48883 0 0 F5 NETWORKS INC COMMON 315616102 314 10333 SH DEFINED 01 10333 0 0 FIDELITY NASDAQ COMPOSITE COMMON 315912808 19421 256794 SH DEFINED 01 256794 0 0 FIDELITY NATIONAL FINANCIAL COMMON 316326107 2533 66491 SH DEFINED 01 66491 0 0 FIFTH THIRD BANCORP COMMON 316773100 8592 173675 SH DEFINED 01 0 0 173675 FILENET CORP COMMON 316869106 226 12947 SH DEFINED 01 12947 0 0 FINANCIAL FEDERAL CORP COMMON 317492106 324 8653 SH DEFINED 01 8653 0 0 FINISAR CORP COMMON 31787A101 64 49500 SH DEFINED 01 0 0 49500 FINISAR CORP COMMON 31787A101 23 17955 SH DEFINED 01 17955 0 0 FINLAY ENTERPRISES INC COMMON 317884203 891 45810 SH DEFINED 01 45810 0 0 FINOVA GROUP INC COMMON 317928109 233 1944000 SH DEFINED 01 1944000 0 0 FIRST ADVANTAGE CORPORATION COMMON 31845F100 284 17700 SH DEFINED 01 0 0 17700 1ST AMERICAN BANCORP INC COMMON 318470101 3 232983 SH DEFINED 01 232983 0 0 FIRST AMERICAN BANK & TRUST CLASS 318472107 0 156736 SH DEFINED 01 156736 0 0 FIRST AMERICAN CORP COMMON 318522307 999 32434 SH DEFINED 01 32434 0 0 ***FIRST BANCORP P R COMMON 318672102 878 18193 SH DEFINED 01 18193 0 0 ***FIRST CALGARY PETROLEUMS COMMON 319384301 122 10000 SH DEFINED 01 10000 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 419 30798 SH DEFINED 01 30798 0 0 FIRST COMMUNITY BANCORP CALIF COMMON 31983B101 248 6051 SH DEFINED 01 6051 0 0 FIRST DATA CORP COMMON 319963104 18346 419781 SH DEFINED 01 0 0 419781 FIRST FEDERAL BANCORP INC-DEL COMMON 32017G108 3 129643 SH DEFINED 01 129643 0 0 FIRST FILMS INC COMMON 320205107 1 325051 SH DEFINED 01 325051 0 0 FIRST HORIZON NATL CORP COMMON 320517105 2784 64225 SH DEFINED 01 0 0 64225 FIRST HORIZON NATL CORP COMMON 320517105 1660 38285 SH DEFINED 01 38285 0 0 FIRST INDUSTRIAL REALTY TRUST REIT 32054K103 240 6526 SH DEFINED 01 6526 0 0 FIRST INDIANA CORP COMMON 32054R108 908 45186 SH DEFINED 01 45186 0 0 FIRST MARBLEHEAD CORP COMMON 320771108 201 4345 SH DEFINED 01 4345 0 0 FIRST MIDWEST BANCORP INC-DEL COMMON 320867104 276 8015 SH DEFINED 01 8015 0 0 FIRST HEALTH GROUP CORP COMMON 320960107 977 60732 SH DEFINED 01 60732 0 0 FIRST NIAGARA FINANCIAL GROUP COMMON 33582V108 283 21178 SH DEFINED 01 21178 0 0 FIRST REAL ESTATE INVESTMENT COMMON 336142104 609 27092 SH DEFINED 01 27092 0 0 FIRST SERVICE BANK FOR SVGS COMMON 336408109 0 21050 SH DEFINED 01 21050 0 0 FISERV INC COMMON 337738108 3883 111395 SH DEFINED 01 111395 0 0 FIRSTFED FINANCIAL CORP DEL COMMON 337907109 276 5656 SH DEFINED 01 5656 0 0 FIRSTMERIT CORP COMMON 337915102 1969 74870 SH DEFINED 01 74870 0 0 FLAGSTAR BANCORP INC COMMON 337930101 659 30979 SH DEFINED 01 30979 0 0 FIRSTENERGY CORP COMMON 337932107 3568 86859 SH DEFINED 01 86859 0 0 FISHER SCIENTIFIC INTL INC NEW COMMON 338032204 443 7600 SH DEFINED 01 0 0 7600 FISHER SCIENTIFIC INTL INC NEW COMMON 338032204 4380 75093 SH DEFINED 01 75093 0 0 FLEETWOOD ENTERPRISES INC COMMON 339099103 533 35134 SH DEFINED 01 35134 0 0 FLEMING COMPANIES INC COMMON 339130106 0 11000 SH DEFINED 01 11000 0 0 FLOATING POINT SYSTEMS INC COMMON 339734105 0 219585 SH DEFINED 01 219585 0 0 FLORIDA EAST COAST INDS INC COMMON 340632108 495 13186 SH DEFINED 01 13186 0 0 FLORIDA ROCK INDUSTRIES INC COMMON 341140101 1539 31422 SH DEFINED 01 31422 0 0 FLUOR CORP NEW COMMON 343412102 1233 25008 SH DEFINED 01 0 0 25008 FLOWERS FOODS INC COMMON 343498101 244 9454 SH DEFINED 01 9454 0 0 FLOWSERVE CORP COMMON 34354P105 797 32997 SH DEFINED 01 32997 0 0 FLUSHING FINANCIAL CORP COMMON 343873105 286 15090 SH DEFINED 01 15090 0 0 FOCAL COMMUNICATIONS CORP COMMON 344155205 0 25000 SH DEFINED 01 25000 0 0 FOOT LOCKER INC COMMON 344849104 22180 935900 SH DEFINED 01 935900 0 0 FOOTSTAR INC COMMON 344912100 1432 403500 SH DEFINED 01 403500 0 0 FORD MOTOR CO DEL COMMON 345370860 12330 875587 SH DEFINED 01 0 0 875587 FORD MTR CO CAP TR II PREFERED 345395206 17144 327939 SH DEFINED 01 327939 0 0 FOREST LABORATORIES INC COMMON 345838106 5425 120324 SH DEFINED 01 0 0 120324 FOREST OIL CORP COMMON 346091705 701 23294 SH DEFINED 01 23294 0 0 FORTUNE BRANDS INC COMMON 349631101 7977 107171 SH DEFINED 01 0 0 107171 FOUNDRY NETWORKS INC COMMON 35063R100 319 33662 SH DEFINED 01 33662 0 0 FOX ENTERTAINMENT GROUP INC COMMON 35138T107 1347 48582 SH DEFINED 01 48582 0 0 FRANKLIN RESOURCES INC COMMON 354613101 7009 125152 SH DEFINED 01 0 0 125152 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 2253 55650 SH DEFINED 01 0 0 55650 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 4326 106827 SH DEFINED 01 106827 0 0 FREMONT GENERAL CORP COMMON 357288109 271 11740 SH DEFINED 01 11740 0 0 FRIEDMAN BILLINGS RAMSEY GROUP COMMON 358434108 479 25095 SH DEFINED 01 25095 0 0 FRIES ENTERTAINMENT INC COMMON 358616100 0 120692 SH DEFINED 01 120692 0 0 FRONTIER OIL CORP COMMON 35914P105 1820 74505 SH DEFINED 01 0 0 74505 FUELCELL ENERGY INC COMMON 35952H106 135 13249 SH DEFINED 01 13249 0 0 H B FULLER & CO COMMON 359694106 239 8756 SH DEFINED 01 8756 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 769 30111 SH DEFINED 01 0 0 30111 GATX CORP COMMON 361448103 1774 65468 SH DEFINED 01 0 0 65468 G R I CORP COMMON 362232100 0 28473 SH DEFINED 01 28473 0 0 GABLES RESIDENTIAL TRUST-SBI REIT 362418105 230 6759 SH DEFINED 01 6759 0 0 ***GALACTIC RESOURCES LTD COMMON 362903106 0 14800 SH DEFINED 01 14800 0 0 GALLAGHER ARTHUR J & CO COMMON 363576109 1000 30191 SH DEFINED 01 30191 0 0 *** GANDALF TECHNOLOGIES INC COMMON 364717108 0 13150 SH DEFINED 01 13150 0 0 GANNETT CO INC COMMON 364730101 17065 203741 SH DEFINED 01 203741 0 0 GANTRY CORP NEW COMMON 364736306 0 10000 SH DEFINED 01 10000 0 0 GAP INC COMMON 364760108 2599 138858 SH DEFINED 01 0 0 138858 GAP INC CBONDCNV 364760AJ7 15 13000 SH DEFINED 01 13000 0 0 GARTNER INC CL A CLASS 366651107 438 37535 SH DEFINED 01 37535 0 0 GATEWAY INC COMMON 367626108 1069 215325 SH DEFINED 01 0 0 215325 GAYLORD ENTERTAINMENT CO NEW COMMON 367905106 744 24012 SH DEFINED 01 24012 0 0 GEN PROBE INC COMMON 36866T103 643 16141 SH DEFINED 01 16141 0 0 GEMSTAR TV GUIDE INTL INC COMMON 36866W106 1822 319532 SH DEFINED 01 0 0 319532 GENAERA CORP COMMON 36867G100 85 21951 SH DEFINED 01 21951 0 0 GENE LOGIC INC COMMON 368689105 87 23481 SH DEFINED 01 23481 0 0 GENENTECH INC COMMON 368710406 14885 282715 SH DEFINED 01 0 0 282715 GENERAL CABLE CORP-DEL NEW COMMON 369300108 265 24942 SH DEFINED 01 24942 0 0 GENERAL DYNAMICS CORP COMMON 369550108 10146 98644 SH DEFINED 01 0 0 98644 GENERAL ELECTRIC CO COMMON 369604103 1350 40214 SH DEFINED 01 0 0 40214 GENERAL ELECTRIC CO COMMON 369604103 92531 2755546 SH DEFINED 01 2755546 0 0 GENERAL GROWTH PROPERTIES INC REIT 370021107 998 32204 SH DEFINED 01 32204 0 0 GENERAL MILLS INC COMMON 370334104 5374 119710 SH DEFINED 01 119710 0 0 GENERAL MILLS INC CBONDCNV 370334AU8 54120 77177000 SH DEFINED 01 77177000 0 0 GENERAL MOTORS CORP COMMON 370442105 22543 529110 SH DEFINED 01 0 0 529110 GENERAL MOTORS CORP COMMON 370442733 9218 385544 SH DEFINED 01 385544 0 0 GENERAL MOTORS CORP COMMON 370442741 285 11250 SH DEFINED 01 11250 0 0 GENTEX CORP COMMON 371901109 2339 66586 SH DEFINED 01 66586 0 0 GENEVA STEEL HOLDINGS COMMON 372257105 1 397690 SH DEFINED 01 397690 0 0 GENLYTE GROUP INC COMMON 372302109 250 3883 SH DEFINED 01 3883 0 0 GENTA INC NEW COMMON 37245M207 53 19839 SH DEFINED 01 19839 0 0 GENVEC INC COMMON 37246C109 50 19505 SH DEFINED 01 19505 0 0 GENUINE PARTS CO COMMON 372460105 1300 33884 SH DEFINED 01 33884 0 0 GENWORTH FINANCIAL INC COMMON 37247D106 340 14623 SH DEFINED 01 14623 0 0 GENZYME CORP COMMON 372917104 624 11482 SH DEFINED 01 0 0 11482 GENZYME CORP COMMON 372917104 17670 324765 SH DEFINED 01 324765 0 0 GEORGIA GULF CORP NEW COMMON 373200203 1375 30845 SH DEFINED 01 30845 0 0 GEORGIA PACIFIC CORP COMMON 373298108 3388 93657 SH DEFINED 01 0 0 93657 GERON CORP COMMON 374163103 597 94552 SH DEFINED 01 94552 0 0 GETTY IMAGES INC COMMON 374276103 2059 37247 SH DEFINED 01 37247 0 0 GETTY REALTY CORP NEW COMMON 374297109 1074 40968 SH DEFINED 01 40968 0 0 GIANT JR INVESTMENTS CORP COMMON 374512101 0 16729 SH DEFINED 01 16729 0 0 GIGA-TRONICS INC COMMON 375175106 37 22594 SH DEFINED 01 22594 0 0 GILEAD SCIENCES INC COMMON 375558103 12128 324468 SH DEFINED 01 324468 0 0 GILLETTE CO COMMON 375766102 23257 557211 SH DEFINED 01 557211 0 0 GITANO GROUP INC COMMON 376365102 0 38400 SH DEFINED 01 38400 0 0 GLATFELTER COMMON 377316104 202 16362 SH DEFINED 01 16362 0 0 ***GLAXOSMITHKLINE PLC ADR 37733W105 3219 69503 SH DEFINED 01 0 0 69503 GLENBOROUGH REALTY TRUST INC REIT 37803P105 274 13199 SH DEFINED 01 13199 0 0 GLIMCHER REALTY TRUST-SBI REIT 379302102 264 10881 SH DEFINED 01 10881 0 0 GLOBAL INDUSTRIES LTD COMMON 379336100 82 13387 SH DEFINED 01 13387 0 0 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 676 21775 SH DEFINED 01 21775 0 0 GLOBAL TELESYSTEMS INC COMMON 37936U104 0 59600 SH DEFINED 01 59600 0 0 GLOBAL PAYMENTS INC COMMON 37940X102 3072 57367 SH DEFINED 01 0 0 57367 GLOBAL PAYMENTS INC COMMON 37940X102 805 15034 SH DEFINED 01 15034 0 0 GLOBAL SIGNAL INC COMMON 37944Q103 799 34907 SH DEFINED 01 34907 0 0 GOLD BANC CORP INC COMMON 379907108 1234 91516 SH DEFINED 01 91516 0 0 GOLD & MINERALS INC (NEW) COMMON 380470203 0 25000 SH DEFINED 01 25000 0 0 ***GOLD FIELDS LTD NEW ADR 38059T106 2460 180239 SH DEFINED 01 180239 0 0 GOLDOME COMMON 380934109 0 557453 SH DEFINED 01 557453 0 0 ***GOLDCORP INC COMMON 380956409 188 13574 SH DEFINED 01 13574 0 0 ***GOLDEN STAR RESOURCES LTD COMMON 38119T104 147 28000 SH DEFINED 01 0 0 28000 GOLDEN WEST FINANCIAL CORP-DEL COMMON 381317106 731 6300 SH DEFINED 01 0 0 6300 GOLDEN WEST FINANCIAL CORP-DEL COMMON 381317106 3338 30087 SH DEFINED 01 30087 0 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 22060 234797 SH DEFINED 01 0 0 234797 GOLF TRUST OF AMERICA INC REIT 38168B103 1962 775800 SH DEFINED 01 775800 0 0 ***GOLDERA RESOURCES INC COMMON 381903103 11 12000 SH DEFINED 01 12000 0 0 GOODRICH CORPORATION COMMON 382388106 1833 58471 SH DEFINED 01 58471 0 0 GOODYEAR TIRE & RUBBER CO COMMON 382550101 2224 207127 SH DEFINED 01 207127 0 0 GOODYS FAMILY CLOTHING INC COMMON 382588101 96 11428 SH DEFINED 01 11428 0 0 GOOGLE INC COMMON 38259P508 1789 13810 SH DEFINED 01 13810 0 0 GOREMOTE INTERNET COMMON 382859106 70 52800 SH DEFINED 01 0 0 52800 GOSS HOLDINGS INC CL B COMMON 383413101 0 70112 SH DEFINED 01 70112 0 0 GOTHAM APPAREL CORP COMMON 383450103 0 10000 SH DEFINED 01 10000 0 0 W R GRACE & CO-DEL NEW COMMON 38388F108 141 14997 SH DEFINED 01 14997 0 0 GRACO INC COMMON 384109104 606 18094 SH DEFINED 01 18094 0 0 GRAFTECH INTERNATIONAL LTD COMMON 384313102 582 41737 SH DEFINED 01 41737 0 0 W W GRAINGER INC COMMON 384802104 1135 19697 SH DEFINED 01 19697 0 0 GRAMERCY CAPITAL CORP COMMON 384871109 577 37000 SH DEFINED 01 37000 0 0 GRANITE CONSTRUCTION INC COMMON 387328107 519 21746 SH DEFINED 01 21746 0 0 GRANT PRIDECO INC COMMON 38821G101 1092 53295 SH DEFINED 01 53295 0 0 GREAT AMERICAN BANK-A FSB COMMON 389908104 0 304174 SH DEFINED 01 304174 0 0 GREAT LAKES CHEMICAL CORP COMMON 390568103 1033 40369 SH DEFINED 01 40369 0 0 GREAT PLAINS ENERGY INC COMMON 391164100 2075 71194 SH DEFINED 01 71194 0 0 GREATER BAY BANCORP COMMON 391648102 2178 75776 SH DEFINED 01 75776 0 0 GREENFIELD ONLINE INC COMMON 395150105 274 13496 SH DEFINED 01 13496 0 0 GREENPOINT FINANCIAL CORP COMMON 395384100 1637 35402 SH DEFINED 01 35402 0 0 GREY GLOBAL GROUP INC COMMON 39787M108 1095 1101 SH DEFINED 01 1101 0 0 GREY WOLF INC COMMON 397888108 200 41000 SH DEFINED 01 0 0 41000 GREY WOLF INC COMMON 397888108 160 32890 SH DEFINED 01 32890 0 0 GRIFFIN LAND & NURSERIES INC COMMON 398231100 822 35000 SH DEFINED 01 35000 0 0 GRIFFON CORP COMMON 398433102 386 18309 SH DEFINED 01 18309 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 ***GROUPE DANONE-SPONSORED ADR ADR 399449107 251 16000 SH DEFINED 01 16000 0 0 ***GRUPO TMM S A ADR 40051D105 554 231800 SH DEFINED 01 0 0 231800 GTECH HOLDINGS CORP COMMON 400518106 3255 128576 SH DEFINED 01 128576 0 0 GUARDIAN BANCORP-LOS ANGELES COMMON 401321104 6 197772 SH DEFINED 01 197772 0 0 GUIDANT CORP COMMON 401698105 5109 76194 SH DEFINED 01 0 0 76194 GUILFORD PHARMACEUTICALS INC COMMON 401829106 126 25394 SH DEFINED 01 25394 0 0 GUITAR CENTER INC COMMON 402040109 282 6528 SH DEFINED 01 6528 0 0 GULF USA CORP COMMON 402571103 69 372323 SH DEFINED 01 372323 0 0 GULFMARK OFFSHORE INC. COMMON 402629109 50946 3677090 SH DEFINED 01 3677090 0 0 HCA INC COMMON 404119109 22551 591061 SH DEFINED 01 0 0 591061 HCC INSURANCE HOLDINGS INC COMMON 404132102 1427 47338 SH DEFINED 01 47338 0 0 HNI CORPORATION COMMON 404251100 1053 26624 SH DEFINED 01 26624 0 0 HRPT PROPERTIES TR-SBI REIT 40426W101 1936 175692 SH DEFINED 01 0 0 175692 ***HSBC HOLDINGS PLC ADR 404280406 1512 18950 SH DEFINED 01 0 0 18950 ***HSBC HOLDINGS PLC ADR 404280406 1239 15536 SH DEFINED 01 15536 0 0 HAIN CELESTIAL GROUP INC COMMON 405217100 825 44064 SH DEFINED 01 0 0 44064 HALLIBURTON CO COMMON 406216101 282 8392 SH DEFINED 01 0 0 8392 HALLIBURTON CO COMMON 406216101 38955 1156289 SH DEFINED 01 1156289 0 0 HALLIBURTON CO CBONDCNV 406216AM3 27046 23751000 SH DEFINED 01 23751000 0 0 HAMILTON-BIOPHILE COS COMMON 40701P201 0 21475 SH DEFINED 01 21475 0 0 JOHN Q HAMMONS HOTELS INC-CL A CLASS 408623106 109 10000 SH DEFINED 01 10000 0 0 JOHN HANCOCK BANK & THRIFT COMMON 409735107 393 40000 SH DEFINED 01 40000 0 0 HANCOCK HOLDING CO COMMON 410120109 370 11649 SH DEFINED 01 11649 0 0 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 74 14784 SH DEFINED 01 14784 0 0 HANOVER COMPRESSOR CO COMMON 410768105 1267 92789 SH DEFINED 01 0 0 92789 HANOVER COMPRESSOR CO CBONDCNV 410768AC9 5082 5350000 SH DEFINED 01 5350000 0 0 HANOVER COMPRESSOR CO CBONDCNV 410768AE5 1559 1265000 SH DEFINED 01 1265000 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 HARLEY DAVIDSON INC COMMON 412822108 13591 228646 SH DEFINED 01 0 0 228646 HARMAN INTERNATIONAL COMMON 413086109 9324 86537 SH DEFINED 01 0 0 86537 HARMAN INTERNATIONAL COMMON 413086109 3654 33913 SH DEFINED 01 33913 0 0 HARMONIC INC COMMON 413160102 221 33245 SH DEFINED 01 33245 0 0 ***HARMONY GOLD MINING CO LTD ADR 413216300 239 17569 SH DEFINED 01 17569 0 0 HARRAHS ENTERTAINMENT INC COMMON 413619107 9347 175684 SH DEFINED 01 0 0 175684 HARRIS & HARRIS GROUP INC COMMON 413833104 320 30958 SH DEFINED 01 30958 0 0 HARRIS CORP-DEL COMMON 413875105 3212 58481 SH DEFINED 01 58481 0 0 HARRIS INTERACTIVE INC COMMON 414549105 70 10674 SH DEFINED 01 10674 0 0 HARSCO CORP COMMON 415864107 1331 29661 SH DEFINED 01 29661 0 0 HARTE-HANKS INC COMMON 416196103 788 31530 SH DEFINED 01 31530 0 0 HARTFORD FINANCIAL SERVICES COMMON 416515104 6718 106928 SH DEFINED 01 0 0 106928 HARVARD INDUSTRIES INC COMMON 417434503 11 1089372 SH DEFINED 01 1089372 0 0 HARVEST NATURAL RESOURCES INC COMMON 41754V103 482 29065 SH DEFINED 01 29065 0 0 HASBRO INC COMMON 418056107 1069 56909 SH DEFINED 01 56909 0 0 HAUSERMAN INC COMMON 419148101 0 45700 SH DEFINED 01 45700 0 0 HAWAIIAN ELECTRIC INDUSTRIES COMMON 419870100 921 34738 SH DEFINED 01 34738 0 0 HAYES LEMMERZ INTERNATIONAL COMMON 420781304 117 11598 SH DEFINED 01 11598 0 0 HEALTH CARE PROPERTY INVS INC REIT 421915109 1053 40528 SH DEFINED 01 40528 0 0 HEALTHSOUTH CORP COMMON 421924101 3694 718972 SH DEFINED 01 0 0 718972 HEALTH MANAGEMENT ASSOCIATES CLASS 421933102 865 42361 SH DEFINED 01 42361 0 0 HEALTHCARE REALTY TRUST REIT 421946104 696 17836 SH DEFINED 01 17836 0 0 HEADWATERS INC COMMON 42210P102 270 8779 SH DEFINED 01 8779 0 0 HEALTH NET INC COMMON 42222G108 973 39395 SH DEFINED 01 39395 0 0 HEARST-ARGYLE TELEVISION INC COMMON 422317107 1281 52400 SH DEFINED 01 52400 0 0 HEARTLAND PARTNERS LP UT LTD 422357103 868 187400 SH DEFINED 01 187400 0 0 HECLA MINING CO COMMON 422704106 324 43662 SH DEFINED 01 0 0 43662 HECLA MINING CO COMMON 422704106 137 18488 SH DEFINED 01 18488 0 0 H J HEINZ CO COMMON 423074103 3377 93274 SH DEFINED 01 0 0 93274 HELDOR INDUSTRIES INC COMMON 423085109 0 78200 SH DEFINED 01 78200 0 0 HELIX TECHNOLOGY CORP COMMON 423319102 162 11987 SH DEFINED 01 11987 0 0 HELMERICH & PAYNE INC COMMON 423452101 1683 58692 SH DEFINED 01 58692 0 0 HENRY JACK & ASSOCIATES INC COMMON 426281101 466 24828 SH DEFINED 01 24828 0 0 HERCULES INC COMMON 427056106 1161 81488 SH DEFINED 01 81488 0 0 HERITAGE BANCORP INC-DEL COMMON 427207105 0 38259 SH DEFINED 01 38259 0 0 HERSHEY FOODS CORP COMMON 427866108 2831 59710 SH DEFINED 01 0 0 59710 HEWITT ASSOCIATES INC COMMON 42822Q100 628 23754 SH DEFINED 01 23754 0 0 HEWLETT PACKARD CO COMMON 428236103 19572 1036349 SH DEFINED 01 0 0 1036349 HIBBETT SPORTING GOODS INC COMMON 428565105 315 15379 SH DEFINED 01 15379 0 0 HIBERNIA CORP-CL A CLASS 428656102 1100 41675 SH DEFINED 01 0 0 41675 HIBERNIA CORP-CL A CLASS 428656102 1527 57835 SH DEFINED 01 57835 0 0 HIGH SPEED ACCESS CORP COMMON 42979U102 0 11930 SH DEFINED 01 11930 0 0 HIGHWOODS PROPERTIES INC REIT 431284108 478 19451 SH DEFINED 01 19451 0 0 HILB ROGAL & HOBBS CO COMMON 431294107 359 9920 SH DEFINED 01 9920 0 0 HILLENBRAND INDUSTRIES INC COMMON 431573104 1167 23105 SH DEFINED 01 23105 0 0 HILTON HOTELS CORP COMMON 432848109 2031 107825 SH DEFINED 01 107825 0 0 HILTON HOTELS CORP CBONDCNV 432848AZ2 92 84000 SH DEFINED 01 84000 0 0 HOLLYWOOD MEDIA CORP COMMON 436233100 80 23800 SH DEFINED 01 23800 0 0 HOME DEPOT INC COMMON 437076102 31890 809117 SH DEFINED 01 0 0 809117 HOME OWNERS SAVINGS BANK FSB COMMON 437292105 0 92337 SH DEFINED 01 92337 0 0 HOME PROPERTIES INC REIT 437306103 613 15503 SH DEFINED 01 15503 0 0 HOMEBANC CORP GA COMMON 43738R109 1053 117023 SH DEFINED 01 117023 0 0 HONEYWELL INTL INC COMMON 438516106 374 10450 SH DEFINED 01 0 0 10450 HONEYWELL INTL INC COMMON 438516106 12047 335973 SH DEFINED 01 335973 0 0 HOOPER HOLMES INC COMMON 439104100 57 12784 SH DEFINED 01 12784 0 0 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 492 28031 SH DEFINED 01 28031 0 0 HORIZON ENTERPRISES INC COMMON 44041N108 0 25000 SH DEFINED 01 25000 0 0 HORMEL FOODS CORP COMMON 440452100 1755 65571 SH DEFINED 01 65571 0 0 HOSPITALITY PROPERTIES TRUST REIT 44106M102 2115 49799 SH DEFINED 01 49799 0 0 HOSPIRA INC COMMON 441060100 3056 96631 SH DEFINED 01 0 0 96631 HOST MARRIOTT CORP-NEW REIT COMMON 44107P104 2234 159280 SH DEFINED 01 159280 0 0 HOT TOPIC INC COMMON 441339108 1700 99811 SH DEFINED 01 99811 0 0 HOUSTON OIL ROYALTY TRUST UBI COMMON 442283107 0 39713 SH DEFINED 01 39713 0 0 HOVNANIAN ENTERPRISES INC-CL A COMMON 442487203 7264 181148 SH DEFINED 01 0 0 181148 HOVNANIAN ENTERPRISES INC-CL A COMMON 442487203 2048 51083 SH DEFINED 01 51083 0 0 HOWARD SAVINGS BANK-NEWARK N J COMMON 442765103 2 78854 SH DEFINED 01 78854 0 0 HUBBELL INC-CL B CLASS 443510201 689 15386 SH DEFINED 01 15386 0 0 HUDSON UNITED BANCORP COMMON 444165104 508 13791 SH DEFINED 01 13791 0 0 HUGHES SUPPLY INC COMMON 444482103 276 9192 SH DEFINED 01 9192 0 0 HUGOTON ROYALTY TRUST TEXAS COMMON 444717102 420 15000 SH DEFINED 01 15000 0 0 HUMANA INC COMMON 444859102 562 28164 SH DEFINED 01 28164 0 0 HUMAN GENOME SCIENCES INC COMMON 444903108 741 68010 SH DEFINED 01 68010 0 0 JB HUNT TRANSPORT SERVICES INC COMMON 445658107 1423 37725 SH DEFINED 01 0 0 37725 HUNTINGTON BANCSHARES INC COMMON 446150104 7887 316658 SH DEFINED 01 316658 0 0 HUTCHINSON TECHNOLOGY INC COMMON 448407106 867 32472 SH DEFINED 01 32472 0 0 HYDRIL COMMON 448774109 344 8018 SH DEFINED 01 8018 0 0 IDT CORP COMMON 448947101 9106 624567 SH DEFINED 01 624567 0 0 HYPERCOM CORP COMMON 44913M105 78 10686 SH DEFINED 01 10686 0 0 HYPERION SOLUTIONS CORP COMMON 44914M104 3644 107217 SH DEFINED 01 107217 0 0 IAC/INTERACTIVECORP COMMON 44919P102 209 9503 SH DEFINED 01 0 0 9503 IAC/INTERACTIVECORP COMMON 44919P102 17211 781610 SH DEFINED 01 781610 0 0 WTS IAC/INTERACTIVECORP WARRANT 44919P128 3973 210234 SH DEFINED 01 210234 0 0 ICOS CORP COMMON 449295104 845 34021 SH DEFINED 01 0 0 34021 IMC GLOBAL INC COMMON 449669100 2431 137050 SH DEFINED 01 0 0 137050 IPM INC NEW COMMON 449816206 0 12000 SH DEFINED 01 12000 0 0 IMS HEALTH INC COMMON 449934108 1185 49542 SH DEFINED 01 49542 0 0 IRT CORP NEW COMMON 450052303 0 96791 SH DEFINED 01 96791 0 0 ISTAR FINANCIAL INC COMMON 45031U101 12055 291889 SH DEFINED 01 0 0 291889 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 692 19200 SH DEFINED 01 19200 0 0 ITT INDUSTRIES INC COMMON 450911102 1393 17415 SH DEFINED 01 17415 0 0 IDACORP INC COMMON 451107106 396 13652 SH DEFINED 01 13652 0 0 IDENIX PHARMACEUTICALS INC COMMON 45166R204 235 14720 SH DEFINED 01 14720 0 0 IDEX CORP COMMON 45167R104 1721 50680 SH DEFINED 01 50680 0 0 IDEXX LABORATORIES CORP COMMON 45168D104 2919 57529 SH DEFINED 01 57529 0 0 IGENE BIOTECHNOLOGY INC COMMON 451695100 1 15849 SH DEFINED 01 15849 0 0 IKON OFFICE SOLUTIONS INC COMMON 451713101 240 19998 SH DEFINED 01 19998 0 0 IDENTIX INC COMMON 451906101 309 46500 SH DEFINED 01 0 0 46500 IDENTIX INC COMMON 451906101 874 131256 SH DEFINED 01 131256 0 0 ILLINOIS TOOL WORKS INC COMMON 452308109 376 4040 SH DEFINED 01 0 0 4040 ILLINOIS TOOL WORKS INC COMMON 452308109 5631 60438 SH DEFINED 01 60438 0 0 IMATION CORP COMMON 45245A107 670 18846 SH DEFINED 01 18846 0 0 ***IMAX CORP COMMON 45245E109 542 96400 SH DEFINED 01 96400 0 0 IMCLONE SYSTEMS INC COMMON 45245W109 2278 42106 SH DEFINED 01 0 0 42106 IMAGISTICS INTL INC COMMON 45247T104 513 15293 SH DEFINED 01 15293 0 0 IMMERSION CORP COMMON 452521107 634 119000 SH DEFINED 01 0 0 119000 IMMERSION CORP COMMON 452521107 506 95000 SH DEFINED 01 95000 0 0 IMPAX LABORATORIES INC COMMON 45256B101 164 10696 SH DEFINED 01 10696 0 0 IN STORE ADVERTISING INC COMMON 452918105 0 50300 SH DEFINED 01 50300 0 0 IMPERIAL SUGAR CO COMMON 453096208 33925 3247156 SH DEFINED 01 3247156 0 0 ***IMPERIAL TOBACCO GROUP PLC ADR 453142101 222 5067 SH DEFINED 01 5067 0 0 INAMED CORP COMMON 453235103 446 9371 SH DEFINED 01 9371 0 0 ***INCO LTD COMMON 453258402 450 11544 SH DEFINED 01 11544 0 0 INCYTE CORPORATION COMMON 45337C102 142 14845 SH DEFINED 01 14845 0 0 INDEPENDENCE COMMUNITY BANK COMMON 453414104 2384 61053 SH DEFINED 01 61053 0 0 INDEVUS PHARMACEUTICALS INC COMMON 454072109 138 19541 SH DEFINED 01 19541 0 0 INDYMAC BANCORP INC REIT 456607100 1044 28848 SH DEFINED 01 28848 0 0 INFONET SERVICES CORP COMMON 45666T106 20 12262 SH DEFINED 01 12262 0 0 INFORMATION SCIENCE INC COMMON 456751106 0 13600 SH DEFINED 01 13600 0 0 INFOSPACE INC COMMON 45678T201 452 9557 SH DEFINED 01 9557 0 0 ***INFOSYS TECHNOLOGIES LTD ADR 456788108 222 3933 SH DEFINED 01 3933 0 0 INFOTECHNOLOGY INC COMMON 456798107 0 22750 SH DEFINED 01 22750 0 0 INFOUSA INC NEW COMMON 456818301 102 11553 SH DEFINED 01 11553 0 0 INFRASOURCE SERVICES INC COMMON 45684P102 6413 603801 SH DEFINED 01 0 0 603801 INGRAM MICRO INC-CL A CLASS 457153104 553 34361 SH DEFINED 01 34361 0 0 INNOVEX INC COMMON 457647105 62 15395 SH DEFINED 01 15395 0 0 INNOVET INC COMMON 45765P104 0 25600 SH DEFINED 01 25600 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 492 29252 SH DEFINED 01 29252 0 0 INPUT/OUTPUT INC COMMON 457652105 146 14235 SH DEFINED 01 14235 0 0 INSITE VISION INC COMMON 457660108 18 33213 SH DEFINED 01 33213 0 0 INSMED INC COMMON 457669208 25 15000 SH DEFINED 01 15000 0 0 INSIGHT COMMUNICATIONS INC COMMON 45768V108 176 20000 SH DEFINED 01 0 0 20000 INSPIRE PHARMACEUTICALS INC COMMON 457733103 409 20569 SH DEFINED 01 20569 0 0 INSTINET GROUP INC COMMON 457750107 623 123880 SH DEFINED 01 123880 0 0 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 677 21092 SH DEFINED 01 21092 0 0 INSIGHT ENTERTAINMENT CORP COMMON 457986107 0 20000 SH DEFINED 01 20000 0 0 INTEGRATED CIRCUIT SYS INC COMMON 45811K208 584 27188 SH DEFINED 01 27188 0 0 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 843 83520 SH DEFINED 01 0 0 83520 ***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 INTEL CORP COMMON 458140100 1111 55421 SH DEFINED 01 0 0 55421 INTEL CORP COMMON 458140100 71005 3539654 SH DEFINED 01 3539654 0 0 INTELOGIC TRACE INC NEW COMMON 45815W109 0 147773 SH DEFINED 01 147773 0 0 INTERCEPT INC COMMON 45845L107 1131 60399 SH DEFINED 01 60399 0 0 INTERGRAPH CORP COMMON 458683109 208 7676 SH DEFINED 01 7676 0 0 INTERNAP NETWORK SVCS CORP COMMON 45885A102 39 59367 SH DEFINED 01 59367 0 0 INTERNATIONAL BANCSHARES CORP COMMON 459044103 236 6437 SH DEFINED 01 6437 0 0 INTERNATIONAL BROADCASTING COMMON 459173209 2 39501 SH DEFINED 01 39501 0 0 INTERNATIONAL BUSINESS COMMON 459200101 499 5830 SH DEFINED 01 0 0 5830 INTERNATIONAL BUSINESS COMMON 459200101 73108 852681 SH DEFINED 01 852681 0 0 INTL CONSUMER BRANDS INC COMMON 459356101 0 20800 SH DEFINED 01 20800 0 0 INTL FLAVORS & FRAGRANCES INC COMMON 459506101 973 25481 SH DEFINED 01 25481 0 0 INTL GAMING MANAGEMENT INC COMMON 459548103 0 105100 SH DEFINED 01 105100 0 0 INTL GAME TECHNOLOGY COMMON 459902102 5041 140147 SH DEFINED 01 0 0 140147 INTERNATIONAL GAME TECHNOLOGY CBONDCNV 459902AL6 282 357000 SH DEFINED 01 357000 0 0 INTERNATIONAL PAPER CO COMMON 460146103 11927 295173 SH DEFINED 01 295173 0 0 INTERNATIONAL RECTIFIER CORP COMMON 460254105 857 24993 SH DEFINED 01 24993 0 0 INTL RESEARCH & DEVELOPMENT COMMON 460263106 153 136796 SH DEFINED 01 136796 0 0 INTERNATIONAL SPEEDWAY CORP CLASS 460335201 1166 23374 SH DEFINED 01 23374 0 0 INTERNATIONAL STEEL GROUP INC COMMON 460377104 793 23535 SH DEFINED 01 23535 0 0 INTERNATIONAL WIRELESS COMMON 46058G504 0 423014 SH DEFINED 01 423014 0 0 INTERNET INFRASTRUCTURE COMMON 46059V104 248 74800 SH DEFINED 01 74800 0 0 INTERNET HOLDRS TR ADR 46059W102 18788 314919 SH DEFINED 01 314919 0 0 INTERNET ARCHITECTURE COMMON 46060A107 11706 363000 SH DEFINED 01 363000 0 0 INTERNET SEC SYS INC COMMON 46060X107 330 19438 SH DEFINED 01 19438 0 0 INTERSIL CORPORATION CL A COMMON 46069S109 3214 200568 SH DEFINED 01 0 0 200568 INTERPUBLIC GROUP OF COS INC COMMON 460690100 1770 167197 SH DEFINED 01 167197 0 0 INTERSTATE BAKERIES CORP-DEL COMMON 46072H108 118 30258 SH DEFINED 01 30258 0 0 INTERWOVEN INC COMMON 46114T508 218 30167 SH DEFINED 01 30167 0 0 INTUITIVE SURGICAL INC NEW COMMON 46120E602 349 14114 SH DEFINED 01 14114 0 0 INTUIT INC COMMON 461202103 3726 80910 SH DEFINED 01 0 0 80910 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 208 13623 SH DEFINED 01 13623 0 0 INVESTORS FINANCIAL CORP-VA COMMON 46150T107 0 95471 SH DEFINED 01 95471 0 0 INVITROGEN CORP COMMON 46185R100 3224 58631 SH DEFINED 01 58631 0 0 INVISION TECHNOLOGIES INC COMMON 461851107 2123 47202 SH DEFINED 01 47202 0 0 INVESTORS FINANCIAL SERVICES COMMON 461915100 1061 23525 SH DEFINED 01 23525 0 0 IONICA PLC COMMON 462213992 0 351712 SH DEFINED 01 351712 0 0 IROQUOIS BRANDS LTD COMMON 463349100 0 16759 SH DEFINED 01 16759 0 0 ISHARES INC COMMON 464286665 456 5700 SH DEFINED 01 0 0 5700 ISHARES INC COMMON 464286848 405 37465 SH DEFINED 01 0 0 37465 ISHARES INC COMMON 464286848 1037 107000 SH DEFINED 01 107000 0 0 ISHARES TRUST COMMON 464287101 58225 1088320 SH DEFINED 01 1088320 0 0 ISHARES TRUST COMMON 464287176 375 3450 SH DEFINED 01 0 0 3450 ISHARES TRUST-DOW JONES US COMMON 464287192 409 7000 SH DEFINED 01 0 0 7000 ISHARES TRUST-DOW JONES US COMMON 464287192 9640 165000 SH DEFINED 01 165000 0 0 ISHARES TRUST COMMON 464287200 67759 606077 SH DEFINED 01 606077 0 0 ISHARES TRUST COMMON 464287226 250 2435 SH DEFINED 01 2435 0 0 ISHARES TRUST COMMON 464287309 19772 367110 SH DEFINED 01 367110 0 0 ISHARES TRUST COMMON 464287408 38423 667537 SH DEFINED 01 667537 0 0 ISHARES TRUST COMMON 464287440 7274 84643 SH DEFINED 01 0 0 84643 ISHARES TRUST COMMON 464287457 10166 122960 SH DEFINED 01 0 0 122960 ISHARES TRUST COMMON 464287465 8601 60491 SH DEFINED 01 0 0 60491 ISHARES TR COMMON 464287473 8096 80886 SH DEFINED 01 80886 0 0 ISHARES TRUST COMMON 464287507 9242 76621 SH DEFINED 01 0 0 76621 ISHARES TRUST COMMON 464287515 8749 252450 SH DEFINED 01 252450 0 0 ISHARES TR GOLDMAN SACHS COMMON 464287549 13976 340800 SH DEFINED 01 340800 0 0 ISHARES TR COMMON 464287556 41518 593125 SH DEFINED 01 593125 0 0 ISHARES TR COMMON 464287564 17478 147373 SH DEFINED 01 147373 0 0 ISHARES TRUST COMMON 464287580 1953 36000 SH DEFINED 01 36000 0 0 ISHARES TRUST COMMON 464287606 2042 17011 SH DEFINED 01 17011 0 0 ISHARES TRUST COMMON 464287614 6069 134281 SH DEFINED 01 134281 0 0 ISHARES TRUST COMMON 464287630 19497 113562 SH DEFINED 01 113562 0 0 ISHARES TRUST COMMON 464287648 23290 397448 SH DEFINED 01 397448 0 0 ISHARES TRUST COMMON 464287655 209 1838 SH DEFINED 01 0 0 1838 ISHARES TRUST COMMON 464287655 1237 10867 SH DEFINED 01 10867 0 0 ISHARES TRUST COMMON 464287663 1255 15153 SH DEFINED 01 0 0 15153 ISHARES TRUST COMMON 464287689 70698 1118641 SH DEFINED 01 1118641 0 0 ISHARES TRUST COMMON 464287713 239 10000 SH DEFINED 01 0 0 10000 ISHARES TRUST COMMON 464287721 1241 28900 SH DEFINED 01 28900 0 0 ISHARES TRUST COMMON 464287739 22753 209685 SH DEFINED 01 0 0 209685 ISHARES TRUST COMMON 464287754 257 5000 SH DEFINED 01 5000 0 0 ISHARES TRUST COMMON 464287762 6981 124175 SH DEFINED 01 0 0 124175 ISHARES TRUST COMMON 464287788 12770 140300 SH DEFINED 01 0 0 140300 ISHARES TRUST COMMON 464287796 624 10000 SH DEFINED 01 10000 0 0 ISHARES TRUST COMMON 464287804 9224 63950 SH DEFINED 01 63950 0 0 ISHARES TRUST COMMON 464287812 2689 56000 SH DEFINED 01 56000 0 0 ISHARES TR COMMON 464287861 200 3000 SH DEFINED 01 0 0 3000 ISHARES TRUST COMMON 464287879 5599 51200 SH DEFINED 01 51200 0 0 ISHARES TRUST COMMON 464287887 11833 125400 SH DEFINED 01 125400 0 0 ISLE CAPRI CASINOS INC COMMON 464592104 237 12266 SH DEFINED 01 12266 0 0 ITERIS HOLDINGS INC COMMON 46564M102 32 10000 SH DEFINED 01 10000 0 0 I2 TECHNOLOGIES INC COMMON 465754109 2224 3131975 SH DEFINED 01 0 0 3131975 IVAX CORP COMMON 465823102 1790 93518 SH DEFINED 01 93518 0 0 IVILLAGE INC COMMON 46588H105 659 109969 SH DEFINED 01 109969 0 0 J & J SNACK FOOD CORP COMMON 466032109 247 5778 SH DEFINED 01 5778 0 0 JDS UNIPHASE CORP COMMON 46612J101 50 15121 SH DEFINED 01 0 0 15121 JDS UNIPHASE CORP COMMON 46612J101 5555 1648630 SH DEFINED 01 1648630 0 0 ***JDS UNIPHASE CORP CBONDCNV 46612JAB7 8070 8000000 SH DEFINED 01 8000000 0 0 JDA SOFTWARE GROUP INC COMMON 46612K108 113 10478 SH DEFINED 01 10478 0 0 JLG INDUSTRIES INC COMMON 466210101 190 11346 SH DEFINED 01 11346 0 0 JPM INDUSTRIES INC-CL A CLASS 46624D100 0 1284289 SH DEFINED 01 1284289 0 0 JPMORGAN CHASE & CO COMMON 46625H100 1180 29711 SH DEFINED 01 0 0 29711 JPMORGAN CHASE & CO COMMON 46625H100 83470 2100934 SH DEFINED 01 2100934 0 0 JABIL CIRCUIT INC COMMON 466313103 1332 57931 SH DEFINED 01 57931 0 0 JACKSON HEWITT TAX SERVICE INC COMMON 468202106 3919 192750 SH DEFINED 01 0 0 192750 JACOBS ENGINEERING GROUP INC COMMON 469814107 550 14379 SH DEFINED 01 14379 0 0 JACUZZI BRANDS INC COMMON 469865109 115 12424 SH DEFINED 01 12424 0 0 JAMDAT MOBILE INC COMMON 47023T100 381 16550 SH DEFINED 01 0 0 16550 JAMDAT MOBILE INC COMMON 47023T100 3500 151720 SH DEFINED 01 151720 0 0 JANUS CAPITAL GROUP INC COMMON 47102X105 608 44700 SH DEFINED 01 44700 0 0 JARDEN CORPORATION COMMON 471109108 3644 99867 SH DEFINED 01 99867 0 0 JEFFERIES GROUP INC NEW COMMON 472319102 3859 111978 SH DEFINED 01 0 0 111978 JEFFERIES GROUP INC NEW COMMON 472319102 1407 40829 SH DEFINED 01 40829 0 0 JEFFERSON NATIONAL BANK COMMON 474243102 0 36892 SH DEFINED 01 36892 0 0 JEFFERSON PILOT CORP COMMON 475070108 1475 29718 SH DEFINED 01 29718 0 0 JETBLUE AIRWAYS CORP COMMON 477143101 694 33190 SH DEFINED 01 33190 0 0 JOHNSON & JOHNSON COMMON 478160104 958 17019 SH DEFINED 01 0 0 17019 JOHNSON & JOHNSON COMMON 478160104 50722 900454 SH DEFINED 01 900454 0 0 JOHNSON CONTROLS INC COMMON 478366107 4109 72330 SH DEFINED 01 72330 0 0 JONES APPAREL GROUP INC COMMON 480074103 2309 64366 SH DEFINED 01 0 0 64366 ***JONES SODA CO COMMON 48023P106 1203 299500 SH DEFINED 01 299500 0 0 JONES PLUMBING SYSTEMS INC COMMON 480237106 5 11815 SH DEFINED 01 11815 0 0 JOY GLOBAL INC COMMON 481165108 734 21360 SH DEFINED 01 0 0 21360 JOY GLOBAL INC COMMON 481165108 976 28415 SH DEFINED 01 28415 0 0 JUNIPER NETWORKS COMMON 48203R104 6467 271419 SH DEFINED 01 0 0 271419 JUNIPER NETWORKS INC CBONDCNV 48203RAC8 4914 3600000 SH DEFINED 01 3600000 0 0 KCS ENERGY INC COMMON 482434206 380 27341 SH DEFINED 01 27341 0 0 KFX INC COMMON 48245L107 2301 298478 SH DEFINED 01 298478 0 0 KKR FINANCIAL CORPORATION COMMON 482476108 0 2500000 SH DEFINED 01 2500000 0 0 KLA-TENCOR CORP COMMON 482480100 6264 148767 SH DEFINED 01 0 0 148767 K MART CORP COMMON 482584109 20 246965 SH DEFINED 01 246965 0 0 ***KT CORP ADR 48268K101 190 10515 SH DEFINED 01 10515 0 0 K-SWISS INC-CL A CLASS 482686102 496 25818 SH DEFINED 01 25818 0 0 K V PHARMACEUTICAL CO-CL B CLASS 482740107 1864 101232 SH DEFINED 01 0 0 101232 K V PHARMACEUTICAL CO-CL B CLASS 482740107 360 19560 SH DEFINED 01 19560 0 0 K V PHARMACEUTICAL CO-CL A CLASS 482740206 355 19861 SH DEFINED 01 0 0 19861 KANBAY INTL INC COMMON 48369P207 598 23677 SH DEFINED 01 23677 0 0 KANSAS CITY SOUTHERN COMMON 485170302 388 25597 SH DEFINED 01 25597 0 0 KAYDON CORP COMMON 486587108 490 17038 SH DEFINED 01 17038 0 0 KB HOME COMMON 48666K109 3574 42312 SH DEFINED 01 42312 0 0 KEANE INC COMMON 486665102 310 20195 SH DEFINED 01 20195 0 0 KELLOGG CO COMMON 487836108 6102 143053 SH DEFINED 01 143053 0 0 KELLWOOD CO COMMON 488044108 497 13655 SH DEFINED 01 13655 0 0 KELLY SERVICES INC-CL A COMMON 488152208 1653 61901 SH DEFINED 01 0 0 61901 KELLY SERVICES INC-CL A COMMON 488152208 618 23170 SH DEFINED 01 23170 0 0 KEMET CORP COMMON 488360108 850 105106 SH DEFINED 01 105106 0 0 KENDALL SQUARE RESEARCH CORP COMMON 488789108 1 123327 SH DEFINED 01 123327 0 0 KENNAMETAL INC COMMON 489170100 3277 72594 SH DEFINED 01 72594 0 0 KERR MCGEE CORP COMMON 492386107 212 3705 SH DEFINED 01 0 0 3705 KERR MCGEE CORP COMMON 492386107 7940 138695 SH DEFINED 01 138695 0 0 KERR-MCGEE CORP CBONDCNV 492386AP2 21829 20545000 SH DEFINED 01 20545000 0 0 KEY ENERGY SERVICES INC COMMON 492914106 3409 308573 SH DEFINED 01 308573 0 0 KEYCORP NEW COMMON 493267108 6676 211288 SH DEFINED 01 211288 0 0 KEYSPAN CORP COMMON 49337W100 1459 37225 SH DEFINED 01 37225 0 0 KIMBERLY CLARK CORP COMMON 494368103 8380 127622 SH DEFINED 01 0 0 127622 KIMCO REALTY CORP REIT 49446R109 3419 66652 SH DEFINED 01 66652 0 0 KINETIC CONCEPTS INC COMMON 49460W208 461 8780 SH DEFINED 01 8780 0 0 KING OF VIDEO INC COMMON 495564106 0 18000 SH DEFINED 01 18000 0 0 KING PHARMACEUTICALS INC COMMON 495582108 2570 214752 SH DEFINED 01 0 0 214752 ***KINROSS GOLD CORPORATION COMMON 496902206 386 56936 SH DEFINED 01 56936 0 0 KIRBY CORP COMMON 497266106 273 6821 SH DEFINED 01 6821 0 0 ***KIRIN BREWERY LTD ADR 497350306 117 13518 SH DEFINED 01 13518 0 0 KITE RLTY GROUP TRUST COMMON 49803T102 1972 150013 SH DEFINED 01 150013 0 0 KMART HOLDING CORPORATION COMMON 498780105 2111 24137 SH DEFINED 01 24137 0 0 KNIGHT-RIDDER INC COMMON 499040103 925 14138 SH DEFINED 01 14138 0 0 KNIGHT TRADING GROUP INC COMMON 499063105 624 67659 SH DEFINED 01 67659 0 0 KOHLS CORP COMMON 500255104 10584 218041 SH DEFINED 01 0 0 218041 ***KONINKLIJKE AHOLD NV ADR 500467303 70 11100 SH DEFINED 01 11100 0 0 ***KOOKMIN BK NEW ADR 50049M109 657 20651 SH DEFINED 01 20651 0 0 KOREA EQUITY FUND INC COMMON 50063B104 1053 194000 SH DEFINED 01 194000 0 0 ***KOREA ELECTRIC POWER CORP ADR 500631106 137 13000 SH DEFINED 01 0 0 13000 ***KOREA ELECTRIC POWER CORP ADR 500631106 400 37993 SH DEFINED 01 37993 0 0 KOREA FUND INC COMMON 500634100 2539 123051 SH DEFINED 01 123051 0 0 KOSAN BIOSCIENCES INC COMMON 50064W107 214 37304 SH DEFINED 01 37304 0 0 KORN FERRY INTL COMMON 500643200 267 13812 SH DEFINED 01 0 0 13812 KRAFT FOODS INC COMMON 50075N104 2307 72758 SH DEFINED 01 72758 0 0 KRISPY KREME DOUGHNUTS INC COMMON 501014104 243 19170 SH DEFINED 01 0 0 19170 KROGER CO COMMON 501044101 3548 228497 SH DEFINED 01 0 0 228497 KULICKE & SOFFA INDUSTRIES INC COMMON 501242101 254 45121 SH DEFINED 01 45121 0 0 LNR PROPERTY CORP COMMON 501940100 2512 40578 SH DEFINED 01 40578 0 0 LSI LOGIC CORP COMMON 502161102 2916 672293 SH DEFINED 01 0 0 672293 LTC PROPERTIES INC PREFERED 502175508 352 10000 SH DEFINED 01 10000 0 0 LTX CORP COMMON 502392103 231 42800 SH DEFINED 01 42800 0 0 L-3 COMMUNICATIONS HOLDINGS COMMON 502424104 234 3500 SH DEFINED 01 0 0 3500 L-3 COMMUNICATIONS HOLDINGS COMMON 502424104 9449 141041 SH DEFINED 01 141041 0 0 LA QUINTA CORP COMMON 50419U202 350 44917 SH DEFINED 01 44917 0 0 LABORATORY CORP AMER HLDGS COMMON 50540R409 11310 258699 SH DEFINED 01 258699 0 0 LABOR READY INC NEW COMMON 505401208 516 36806 SH DEFINED 01 36806 0 0 LABRANCHE & CO INC COMMON 505447102 222 26351 SH DEFINED 01 26351 0 0 LAHINCH LEASING LTD COMMON 507990083 105753 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 33 39500 SH DEFINED 01 39500 0 0 LAM RESEARCH CORP COMMON 512807108 9155 412430 SH DEFINED 01 0 0 412430 LAMAR ADVERTISING CO-CL A COMMON 512815101 808 19434 SH DEFINED 01 19434 0 0 LAMAR ADVERTISING CO CBONDCNV 512815AG6 43 40000 SH DEFINED 01 40000 0 0 LANCASTER COLONY CORP COMMON 513847103 877 20806 SH DEFINED 01 20806 0 0 LANCE INC COMMON 514606102 217 13494 SH DEFINED 01 13494 0 0 LANDAUER INC COMMON 51476K103 267 5690 SH DEFINED 01 5690 0 0 LANDAMERICA FINANCIAL GROUP COMMON 514936103 711 15627 SH DEFINED 01 15627 0 0 LANDMARK COMMUNITY BANCORP INC COMMON 515057107 0 28412 SH DEFINED 01 28412 0 0 LANDSTAR SYSTEMS INC COMMON 515098101 1008 17188 SH DEFINED 01 17188 0 0 LARGE SCALE BIOLOGY CORP COMMON 517053104 19 20000 SH DEFINED 01 20000 0 0 LASALLE HOTEL PROPERTIES REIT 517942108 290 10534 SH DEFINED 01 10534 0 0 LATTICE SEMICONDUCTOR CORP COMMON 518415104 187 38181 SH DEFINED 01 38181 0 0 ESTEE LAUDER COMPANIES INC COMMON 518439104 1061 25402 SH DEFINED 01 25402 0 0 LAUREATE EDUCATION INC COMMON 518613104 1463 39313 SH DEFINED 01 39313 0 0 LAWRENCE INSURANCE GROUP INC COMMON 520075102 6 67900 SH DEFINED 01 67900 0 0 LAWSON SOFTWARE INC COMMON 520780107 1030 183390 SH DEFINED 01 0 0 183390 LEADIS TECHNOLOGY INC COMMON 52171N103 173 15345 SH DEFINED 01 15345 0 0 LEAP WIRELESS INTL INC COMMON 521863308 4178 189934 SH DEFINED 01 189934 0 0 LEAR CORP COMMON 521865105 3111 57083 SH DEFINED 01 0 0 57083 LEAR CORP CBONDCNV 521865AG0 10668 21336000 SH DEFINED 01 21336000 0 0 LEE ENTERPRISES INC COMMON 523768109 514 11100 SH DEFINED 01 11100 0 0 LEE PHARMACEUTICALS INC COMMON 524038106 5 50000 SH DEFINED 01 50000 0 0 LEGGETT & PLATT INC COMMON 524660107 935 33297 SH DEFINED 01 33297 0 0 LEGG MASON INC COMMON 524901105 2192 41164 SH DEFINED 01 41164 0 0 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 45389 567619 SH DEFINED 01 0 0 567619 ***LBHI "RDC YEELDS" YEELDS COMMON 524908647 5545 250000 SH DEFINED 01 250000 0 0 LBH "SPX SUNS 3" COMMON 524908779 574 58558 SH DEFINED 01 58558 0 0 LBH "HAL SYN CONVERT" CBONDCNV 52517PVE8 125 33250 SH DEFINED 01 33250 0 0 LBH "VIAB SYN CONVERT" CBONDCNV 52517PVG3 13 15000 SH DEFINED 01 15000 0 0 LEHMAN BROTHERS FIRST TRUST COMMON 525178109 809 50800 SH DEFINED 01 0 0 50800 LEHMAN BROTHERS FIRST TRUST COMMON 525178109 4335 272138 SH DEFINED 01 272138 0 0 LENNAR CORP COMMON 526057104 15025 315663 SH DEFINED 01 315663 0 0 LENNAR CORP CBONDCNV 526057AF1 69 100000 SH DEFINED 01 100000 0 0 LENNOX INTL INC COMMON 526107107 254 17045 SH DEFINED 01 17045 0 0 LEUCADIA NATIONAL CORP COMMON 527288104 1891 32398 SH DEFINED 01 0 0 32398 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 2398 926031 SH DEFINED 01 926031 0 0 LEVITT CORPORATION COMMON 52742P108 314 13426 SH DEFINED 01 13426 0 0 LEXAR MEDIA INC COMMON 52886P104 599 71430 SH DEFINED 01 71430 0 0 LEXINGTON CORPORATE PROPERTIES REIT 529043101 396 18284 SH DEFINED 01 18284 0 0 LEXMARK INTERNATIONAL INC COMMON 529771107 1935 23041 SH DEFINED 01 23041 0 0 LIBBEY INC COMMON 529898108 560 29962 SH DEFINED 01 29962 0 0 LIBERTY CORP-S.C. COMMON 530370105 343 8636 SH DEFINED 01 8636 0 0 LIBERTY MEDIA CORP CBONDCNV 530715AN1 18 20000 SH DEFINED 01 20000 0 0 LIBERTY MEDIA INC CBONDCNV 530715AR2 10797 11914000 SH DEFINED 01 11914000 0 0 LIBERTY MEDIA INTL INC COMMON 530719103 9832 289090 SH DEFINED 01 0 0 289090 LIBERTY PROPERTY TRUST-SBI REIT 531172104 1021 25643 SH DEFINED 01 25643 0 0 LIFE TIME FITNESS INC COMMON 53217R207 983 38323 SH DEFINED 01 38323 0 0 LIFEPOINT HOSPITALS INC COMMON 53219L109 3619 120600 SH DEFINED 01 120600 0 0 LIGAND PHARMACEUTICALS INC COMMON 53220K207 340 34016 SH DEFINED 01 34016 0 0 LIGHTBRIDGE INC COMMON 532226107 50 10500 SH DEFINED 01 10500 0 0 ELI LILLY & CO COMMON 532457108 858 14300 SH DEFINED 01 0 0 14300 ELI LILLY & CO COMMON 532457108 26986 449406 SH DEFINED 01 449406 0 0 LIMITED BRANDS INC COMMON 532716107 2668 119711 SH DEFINED 01 119711 0 0 LIN TV CORP COMMON 532774106 840 43129 SH DEFINED 01 43129 0 0 LINCARE HOLDINGS INC COMMON 532791100 2013 67698 SH DEFINED 01 0 0 67698 LINCOLN NATIONAL CORP-IND COMMON 534187109 15360 326815 SH DEFINED 01 326815 0 0 LINEAR TECHNOLOGY CORP COMMON 535678106 10313 284580 SH DEFINED 01 284580 0 0 LINENS N THINGS INC COMMON 535679104 486 20983 SH DEFINED 01 20983 0 0 ***LIONS GATE ENTERTAINMENT COMMON 535919203 354 40800 SH DEFINED 01 40800 0 0 LIONBRIDGE TECHNOLOGIES INC COMMON 536252109 249 29000 SH DEFINED 01 0 0 29000 LITHIA MOTORS INC-CL A COMMON 536797103 470 19167 SH DEFINED 01 19167 0 0 LITTELFUSE INC COMMON 537008104 532 15407 SH DEFINED 01 15407 0 0 LIZ CLAIBORNE INC COMMON 539320101 2117 56140 SH DEFINED 01 0 0 56140 LIZ CLAIBORNE INC COMMON 539320101 898 23830 SH DEFINED 01 23830 0 0 LOJACK CORP COMMON 539451104 145 13000 SH DEFINED 01 13000 0 0 LOCKHEED MARTIN CORP COMMON 539830109 10340 184035 SH DEFINED 01 0 0 184035 LODGENET ENTERTAINMENT CORP COMMON 540211109 170 12901 SH DEFINED 01 12901 0 0 LOEWS CORP COMMON 540424108 3698 63229 SH DEFINED 01 63229 0 0 LOEWS CORP COMMON 540424207 478 19653 SH DEFINED 01 19653 0 0 LOEWS CORP SUB NOTE CBONDCNV 540424AL2 23392 23900000 SH DEFINED 01 23900000 0 0 LOGICVISION INC DEL COMMON 54140W107 59 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 23 1153000 SH DEFINED 01 1153000 0 0 LONE STAR STEAKHOUSE & SALOON COMMON 542307103 216 8400 SH DEFINED 01 8400 0 0 LONE STAR TECHNOLOGIES INC COMMON 542312103 390 8591 SH DEFINED 01 0 0 8591 LONGS DRUG STORES CORP COMMON 543162101 608 25130 SH DEFINED 01 25130 0 0 LONGVIEW FIBRE CO COMMON 543213102 277 18224 SH DEFINED 01 18224 0 0 ***LORING WARD INTERNATIONAL COMMON 54416P109 19 20000 SH DEFINED 01 20000 0 0 LOUISIANA PACIFIC CORP COMMON 546347105 1207 46522 SH DEFINED 01 46522 0 0 LOWES COMPANIES INC COMMON 548661107 9246 169407 SH DEFINED 01 0 0 169407 LOWES COS INC CBONDCNV 548661CG0 10185 9937000 SH DEFINED 01 9937000 0 0 LUBRIZOL CORP COMMON 549271104 1066 30371 SH DEFINED 01 0 0 30371 LUCENT TECHNOLOGIES INC COMMON 549463107 429 135589 SH DEFINED 01 0 0 135589 LUCENT TECHNOLOGIES INC COMMON 549463107 7390 2331305 SH DEFINED 01 2331305 0 0 LUCENT TECHNOLOGIES INC CBONDCNV 549463AG2 3723 3000000 SH DEFINED 01 3000000 0 0 LUCENT TECHNOLOGIES INC CBONDCNV 549463AH0 1749 1350000 SH DEFINED 01 1350000 0 0 LUCENT TECHNOLOGIES INC CBONDCNV 549463AK3 194 180000 SH DEFINED 01 180000 0 0 LUMINANT WORLDWIDE CORP COMMON 550260103 0 84800 SH DEFINED 01 84800 0 0 LUMINENT MTG CAP INC COMMON 550278105 794 70000 SH DEFINED 01 70000 0 0 LUMINENT MORTGAGE CAPITAL INC COMMON 550278303 592 46731 SH DEFINED 01 46731 0 0 LYONDELL CHEMICAL COMPANY COMMON 552078107 3981 173007 SH DEFINED 01 0 0 173007 M & T BANK CORP COMMON 55261F104 2603 27205 SH DEFINED 01 27205 0 0 MAF BANCORP INC COMMON 55261R108 1282 29731 SH DEFINED 01 29731 0 0 MBIA INC COMMON 55262C100 7523 129195 SH DEFINED 01 0 0 129195 MBNA CORP COMMON 55262L100 466 18500 SH DEFINED 01 0 0 18500 MBNA CORP COMMON 55262L100 14946 593113 SH DEFINED 01 593113 0 0 MB FINANCIAL INC COMMON 55264U108 707 17857 SH DEFINED 01 17857 0 0 MDC HOLDINGS INC-DEL COMMON 552676108 250 3429 SH DEFINED 01 3429 0 0 MDU RESOURCES GROUP INC COMMON 552690109 1019 38707 SH DEFINED 01 38707 0 0 MCI INC COMMON 552691107 1825 108965 SH DEFINED 01 108965 0 0 MEI DIVERSIFIED INC COMMON 552712101 48 130800 SH DEFINED 01 130800 0 0 MFC DEVELOPMENT CORP COMMON 55272V106 46 31800 SH DEFINED 01 31800 0 0 MFA MORTGAGE INVESTMENTS INC COMMON 55272X102 172 18780 SH DEFINED 01 18780 0 0 MFS INTERMEDIATE INCOME TRUST COMMON 55273C107 127 19450 SH DEFINED 01 19450 0 0 MGIC INVESTMENT CORP-WISC COMMON 552848103 1793 26171 SH DEFINED 01 0 0 26171 MGI PHARMA INC COMMON 552880106 276 10356 SH DEFINED 01 10356 0 0 MGM MIRAGE COMMON 552953101 4889 98477 SH DEFINED 01 98477 0 0 MI HOMES INC COMMON 55305B101 281 6630 SH DEFINED 01 6630 0 0 MKS INSTRUMENTS INC COMMON 55306N104 465 29981 SH DEFINED 01 0 0 29981 MPS GROUP INC COMMON 553409103 332 39484 SH DEFINED 01 39484 0 0 MRV COMMUNICATIONS INC COMMON 553477100 58 16533 SH DEFINED 01 0 0 16533 MACDERMID INC COMMON 554273102 467 16156 SH DEFINED 01 16156 0 0 MACERICH CO REIT 554382101 334 6274 SH DEFINED 01 6274 0 0 MACK-CALI REALTY CORP REIT 554489104 1466 33093 SH DEFINED 01 33093 0 0 MACROVISION CORP COMMON 555904101 601 24014 SH DEFINED 01 0 0 24014 MACROMEDIA INC COMMON 556100105 1007 50160 SH DEFINED 01 50160 0 0 ***MAGNA ENTERTAINMENT CORP COMMON 559211107 175 32248 SH DEFINED 01 32248 0 0 MAGNUM HUNTER RESOURCES INC COMMON 55972F203 184 16000 SH DEFINED 01 0 0 16000 MAGNUM HUNTER RESOURCES INC COMMON 55972F203 166 14504 SH DEFINED 01 14504 0 0 MAGUIRE PROPERTIES INC COMMON 559775101 902 37134 SH DEFINED 01 37134 0 0 MALLARD COACH CO INC COMMON 561208109 0 129060 SH DEFINED 01 129060 0 0 MANDALAY RESORT GROUP COMMON 562567107 21629 315062 SH DEFINED 01 315062 0 0 MANHATTAN ASSOCIATES INC COMMON 562750109 657 26945 SH DEFINED 01 26945 0 0 MANNKIND CORP COMMON 56400P201 666 33266 SH DEFINED 01 33266 0 0 MANOR CARE INC NEW COMMON 564055101 1336 44609 SH DEFINED 01 44609 0 0 MANPOWER INC-WISC COMMON 56418H100 2680 60255 SH DEFINED 01 60255 0 0 MANUFACTURED HOMES INC-CL A COMMON 564685105 0 70576 SH DEFINED 01 70576 0 0 ***MANULIFE FINANCIAL CORP COMMON 56501R106 1235 28206 SH DEFINED 01 0 0 28206 ***MANULIFE FINANCIAL CORP COMMON 56501R106 1335 30489 SH DEFINED 01 30489 0 0 MARATHON OIL CORP COMMON 565849106 447 10835 SH DEFINED 01 0 0 10835 MARATHON OIL CORP COMMON 565849106 8062 195310 SH DEFINED 01 195310 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 3684830 SH DEFINED 01 3684830 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 1969400 SH DEFINED 01 1969400 0 0 ***MARGO CARIBE INC COMMON 566605101 440 110000 SH DEFINED 01 110000 0 0 MARK HOLDINGS INC COMMON 570390104 0 10000 SH DEFINED 01 10000 0 0 MARKEL CORP HOLDING CO COMMON 570535104 497 1614 SH DEFINED 01 1614 0 0 MARSH & MCLENNAN COMPANIES INC COMMON 571748102 11969 261536 SH DEFINED 01 0 0 261536 MARSHALL & ILSLEY CORP COMMON 571834100 2588 64232 SH DEFINED 01 64232 0 0 MARRIOTT INTERNATIONAL INC NEW COMMON 571903202 5375 103459 SH DEFINED 01 103459 0 0 MARTEK BIOSCIENCES CORP COMMON 572901106 1041 21421 SH DEFINED 01 21421 0 0 MARTIN MARIETTA MATERIALS INC COMMON 573284106 1133 25039 SH DEFINED 01 25039 0 0 MARVEL ENTERPRISES INC COMMON 57383M108 543 37352 SH DEFINED 01 37352 0 0 MASCO CORP COMMON 574599106 7916 229268 SH DEFINED 01 229268 0 0 MASCO CORP CBONDCNV 574599AW6 1193 2500000 SH DEFINED 01 2500000 0 0 MASCOTECH INC COMMON 574670998 0 17024 SH DEFINED 01 0 0 17024 MASSEY ENERGY CORP COMMON 576206106 662 22917 SH DEFINED 01 22917 0 0 ***MATSUSHITA ELECTRIC ADR 576879209 149 11119 SH DEFINED 01 11119 0 0 MATTEL INC COMMON 577081102 3965 218419 SH DEFINED 01 0 0 218419 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 7531 176588 SH DEFINED 01 0 0 176588 MAXTOR CORP (NEW) COMMON 577729205 179 34497 SH DEFINED 01 34497 0 0 MAXCOM TELECOMUNICACIONES S A COMMON 57773A300 0 51000 SH DEFINED 01 51000 0 0 MAY DEPARTMENT STORES CO COMMON 577778103 511 19965 SH DEFINED 01 0 0 19965 MAY DEPARTMENT STORES CO COMMON 577778103 2438 95128 SH DEFINED 01 95128 0 0 ***MAXY GOLD CORP COMMON 57778C103 4 11250 SH DEFINED 01 11250 0 0 MAYTAG CORP COMMON 578592107 7045 383555 SH DEFINED 01 383555 0 0 MCAFEE INC COMMON 579064106 1251 62243 SH DEFINED 01 62243 0 0 MCCORMICK & CO INC NON-VOTING COMMON 579780206 1502 43758 SH DEFINED 01 43758 0 0 MCDATA CORP COMMON 580031201 232 46190 SH DEFINED 01 0 0 46190 ***MCDERMOTT INTERNATIONAL INC COMMON 580037109 173 14745 SH DEFINED 01 14745 0 0 MCDONALDS CORP COMMON 580135101 21820 778379 SH DEFINED 01 0 0 778379 MCG CAPITAL CORP COMMON 58047P107 513 29592 SH DEFINED 01 29592 0 0 MCGRAW HILL COMPANIES INC COMMON 580645109 7358 92345 SH DEFINED 01 92345 0 0 MCKESSON CORP COMMON 58155Q103 6011 230359 SH DEFINED 01 0 0 230359 MCMORAN EXPLORATION COMPANY COMMON 582411104 717 55050 SH DEFINED 01 55050 0 0 MCMORAN EXPLORATION CO CBONDCNV 582411AB0 61 50000 SH DEFINED 01 50000 0 0 MEADWESTVACO CORP COMMON 583334107 2190 68170 SH DEFINED 01 0 0 68170 ***MEDALLION BOOKS LTD COMMON 583911102 0 45500 SH DEFINED 01 45500 0 0 MEDAREX INC COMMON 583916101 405 54820 SH DEFINED 01 0 0 54820 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 1676 53824 SH DEFINED 01 0 0 53824 MEDGROUP INC-CALIF NEW COMMON 584364202 0 11927 SH DEFINED 01 11927 0 0 MEDIA GENERAL INC-CL A COMMON 584404107 388 6947 SH DEFINED 01 6947 0 0 MEDIA VISION TECHNOLOGY INC COMMON 58445H103 0 181604 SH DEFINED 01 181604 0 0 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 5002 765922 SH DEFINED 01 0 0 765922 MEDIAX CORP-NEW COMMON 58447C201 0 18500 SH DEFINED 01 18500 0 0 MEDIMMUNE INC COMMON 584699102 3804 159692 SH DEFINED 01 0 0 159692 MEGAFOODS STORES INC COMMON 584951107 0 144855 SH DEFINED 01 144855 0 0 MEDTRONIC INC COMMON 585055106 568 10955 SH DEFINED 01 0 0 10955 MEDTRONIC INC COMMON 585055106 18338 353346 SH DEFINED 01 353346 0 0 MELLON FINL CORP COMMON 58551A108 4010 138382 SH DEFINED 01 0 0 138382 MENS WEARHOUSE INC COMMON 587118100 278 9596 SH DEFINED 01 9596 0 0 MENTOR GRAPHICS CORP COMMON 587200106 1185 107328 SH DEFINED 01 0 0 107328 MERCANTILE BANKSHARES CORP COMMON 587405101 1075 22426 SH DEFINED 01 22426 0 0 MERCK & CO INC COMMON 589331107 822 24935 SH DEFINED 01 0 0 24935 MERCK & CO INC COMMON 589331107 41598 1260564 SH DEFINED 01 1260564 0 0 MERCURY INTERACTIVE CORP COMMON 589405109 1339 38202 SH DEFINED 01 0 0 38202 MERCURY INTERACTIVE CORP CBONDCNV 589405AD1 400 420000 SH DEFINED 01 420000 0 0 MEREDITH CORP COMMON 589433101 705 13727 SH DEFINED 01 13727 0 0 MERET INC COMMON 589493105 0 56744 SH DEFINED 01 56744 0 0 MERISTAR HOSPITALITY CORP CBONDCNV 58984YAJ2 8307 7360000 SH DEFINED 01 7360000 0 0 MERIT MEDICAL SYSTEMS INC COMMON 589889104 170 11313 SH DEFINED 01 11313 0 0 ***MERIDIAN GOLD INC COMMON 589975101 256 15326 SH DEFINED 01 15326 0 0 MERITAGE HOMES CORPORATION COMMON 59001A102 3208 40815 SH DEFINED 01 0 0 40815 MERITAGE HOMES CORPORATION COMMON 59001A102 638 8129 SH DEFINED 01 8129 0 0 MERIX CORP COMMON 590049102 104 10099 SH DEFINED 01 10099 0 0 MERRILL LYNCH & CO INC COMMON 590188108 357 7195 SH DEFINED 01 0 0 7195 MERRILL LYNCH & CO INC COMMON 590188108 33400 671768 SH DEFINED 01 671768 0 0 MERRIMACK BANCORP INC-MASS COMMON 590270104 0 89910 SH DEFINED 01 89910 0 0 MESA AIR GROUP INC COMMON 590479101 106 20905 SH DEFINED 01 20905 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 6568 435893 SH DEFINED 01 435893 0 0 METHODE ELECTRONICS INC COMMON 591520200 243 19030 SH DEFINED 01 19030 0 0 METLIFE INC COMMON 59156R108 11974 309808 SH DEFINED 01 309808 0 0 METRIS COMPANIES INC COMMON 591598107 196 20046 SH DEFINED 01 20046 0 0 METRO-GOLDWYN-MAYER INC NEW COMMON 591610100 4663 403044 SH DEFINED 01 403044 0 0 METROMEDIA FIBER NETWORK INC COMMON 591689104 2 268871 SH DEFINED 01 268871 0 0 METROPOLITAN FEDERAL BANK FSB COMMON 591911102 0 26800 SH DEFINED 01 26800 0 0 METROPOLITAN HEALTH NETWORKS COMMON 592142103 33 23250 SH DEFINED 01 23250 0 0 ***METSO CORP COMMON 592671101 132 10195 SH DEFINED 01 10195 0 0 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 258 5477 SH DEFINED 01 5477 0 0 MICHAELS STORES INC COMMON 594087108 1493 25229 SH DEFINED 01 25229 0 0 MICREL INC COMMON 594793101 294 28321 SH DEFINED 01 28321 0 0 MICROSOFT CORP COMMON 594918104 1883 68105 SH DEFINED 01 0 0 68105 MICROSOFT CORP COMMON 594918104 171536 6203835 SH DEFINED 01 6203835 0 0 MICROSTRATEGY INC COMMON 594972408 447 10880 SH DEFINED 01 10880 0 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 9618 358382 SH DEFINED 01 358382 0 0 MICROMEDICAL DEVICES INC COMMON 595089103 0 10000 SH DEFINED 01 10000 0 0 MICROMUSE INC COMMON 595094103 41 11282 SH DEFINED 01 11282 0 0 MICRON TECHNOLOGY INC COMMON 595112103 3771 311093 SH DEFINED 01 0 0 311093 MICROSEMI CORP COMMON 595137100 266 18872 SH DEFINED 01 18872 0 0 MICROTUNE INC DEL COMMON 59514P109 64 12300 SH DEFINED 01 0 0 12300 MICROTUNE INC DEL COMMON 59514P109 61 11597 SH DEFINED 01 11597 0 0 STANDARD & POORS MIDCAP 400 COMMON 595635103 8663 79903 SH DEFINED 01 0 0 79903 STANDARD & POORS MIDCAP 400 COMMON 595635103 27761 256056 SH DEFINED 01 256056 0 0 MIDWAY GAMES INC COMMON 598148104 565 57020 SH DEFINED 01 57020 0 0 MIKOHN GAMING CORP COMMON 59862K108 594 102500 SH DEFINED 01 102500 0 0 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 3426 240368 SH DEFINED 01 0 0 240368 MILLBROOK PRESS INC COMMON 600179105 3 14000 SH DEFINED 01 14000 0 0 ***MILLEA HOLDINGS INC ADR 60032R106 224 3496 SH DEFINED 01 3496 0 0 HERMAN MILLER INC COMMON 600544100 434 17624 SH DEFINED 01 17624 0 0 MILLIPORE CORP COMMON 601073109 2276 47488 SH DEFINED 01 0 0 47488 MINERALS TECHNOLOGIES INC COMMON 603158106 698 11479 SH DEFINED 01 0 0 11479 MINISCRIBE CORP COMMON 603669102 0 17750 SH DEFINED 01 17750 0 0 MIPS TECHNOLOGIES INC COMMON 604567107 110 11365 SH DEFINED 01 0 0 11365 MISSION WEST PPTYS INC MD COMMON 605203108 153 14845 SH DEFINED 01 14845 0 0 ***MITSUBISHI TOKYO FINANCIAL ADR 606816106 178 21409 SH DEFINED 01 21409 0 0 MIZLOU COMMUNICATIONS CO INC COMMON 606910107 0 69900 SH DEFINED 01 69900 0 0 MODINE MANUFACTURING CO COMMON 607828100 328 10905 SH DEFINED 01 10905 0 0 MOHAWK INDUSTRIES INC COMMON 608190104 1892 23838 SH DEFINED 01 23838 0 0 MOLECULAR DEVICES CORP COMMON 60851C107 282 12000 SH DEFINED 01 0 0 12000 MOLECULAR DIAGNOSTIC INC COMMON 60851R104 72 14158 SH DEFINED 01 0 0 14158 MOLINA HEALTHCARE INC COMMON 60855R100 993 27985 SH DEFINED 01 27985 0 0 MOLEX INC COMMON 608554101 1837 61623 SH DEFINED 01 61623 0 0 MOMENTA PHARMACEUTICALS INC COMMON 60877T100 167 20300 SH DEFINED 01 20300 0 0 MONACO COACH CORP COMMON 60886R103 259 11993 SH DEFINED 01 11993 0 0 MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 2184 127905 SH DEFINED 01 127905 0 0 MONITERM CORP COMMON 609395108 0 64434 SH DEFINED 01 64434 0 0 MONSANTO CO COMMON 61166W101 3300 90619 SH DEFINED 01 90619 0 0 MONSTER WORLDWIDE INC COMMON 611742107 1025 38624 SH DEFINED 01 0 0 38624 MOODYS CORP COMMON 615369105 5276 70540 SH DEFINED 01 0 0 70540 MOOG INC-CL A COMMON 615394202 1917 52826 SH DEFINED 01 0 0 52826 MOOG INC-CL A COMMON 615394202 507 13991 SH DEFINED 01 13991 0 0 MORGAN STANLEY COMMON 617446448 30652 619051 SH DEFINED 01 0 0 619051 MORGAN STANLEY GROUP INC CBONDCNV 617446GR4 104 115000 SH DEFINED 01 115000 0 0 MORGAN STANLEY CBONDCNV 617446MH9 235 250000 SH DEFINED 01 250000 0 0 MORGAN STANLEY COMMON 61745C105 232 10205 SH DEFINED 01 10205 0 0 MORSE BOULGER INTL CORP COMMON 619027105 81 65850 SH DEFINED 01 65850 0 0 MORTGAGEIT HOLDINGS INC COMMON 61915Q108 764 52881 SH DEFINED 01 52881 0 0 MOSSIMO INC COMMON 619696107 42 10800 SH DEFINED 01 10800 0 0 MOTIVE INC COMMON 61980V107 133 11930 SH DEFINED 01 11930 0 0 MOTOROLA INC COMMON 620076109 267 14850 SH DEFINED 01 0 0 14850 MOTOROLA INC COMMON 620076109 19041 1055537 SH DEFINED 01 1055537 0 0 MOTOROLA INC COMMON 620076208 270 4400 SH DEFINED 01 0 0 4400 MOVIE GALLERY INC COMMON 624581104 1488 84917 SH DEFINED 01 0 0 84917 MOVIE GALLERY INC COMMON 624581104 325 18555 SH DEFINED 01 18555 0 0 MUELLER INDUSTRIES INC COMMON 624756102 820 18553 SH DEFINED 01 0 0 18553 MULTI-FINELINE ELECTRONIX INC COMMON 62541B101 141 15129 SH DEFINED 01 15129 0 0 MULTIMEDIA GAMES INC COMMON 625453105 452 29217 SH DEFINED 01 29217 0 0 MUNIYIELD NEW JERSEY INSURED COMMON 625921101 906 60100 SH DEFINED 01 0 0 60100 MUNIYIELD NEW JERSEY INSURED COMMON 625921101 439 29131 SH DEFINED 01 29131 0 0 MUNIHOLDINGS NEW YORK INSURED COMMON 625931100 421 29847 SH DEFINED 01 29847 0 0 MUNIHOLDINGS NEW JERSEY COMMON 625936109 660 45000 SH DEFINED 01 0 0 45000 MUNIHOLDINGS NEW JERSEY COMMON 625936109 501 34187 SH DEFINED 01 34187 0 0 MUNICIPAL HIGH INCOME FUND INC COMMON 626214100 133 18132 SH DEFINED 01 18132 0 0 MUNIHOLDINGS FLORIDA INSURED COMMON 62624W105 299 20000 SH DEFINED 01 20000 0 0 MUNIENHANCED FUND INC COMMON 626243109 119 11100 SH DEFINED 01 11100 0 0 MUNIYIELD NEW JERSEY FUND INC COMMON 62630L101 538 37000 SH DEFINED 01 0 0 37000 MUNIYIELD NEW JERSEY FUND INC COMMON 62630L101 422 29029 SH DEFINED 01 29029 0 0 MUNIYIELD NEW YORK INSURED COMMON 626301105 437 33400 SH DEFINED 01 33400 0 0 MURPHY OIL CORP COMMON 626717102 6136 70725 SH DEFINED 01 70725 0 0 MURRAY UNITED DEVELOPMENT CORP COMMON 627189103 0 22000 SH DEFINED 01 22000 0 0 MYLAN LABORATORIES INC COMMON 628530107 2179 121096 SH DEFINED 01 121096 0 0 MYRIAD GENETICS INC COMMON 62855J104 292 17126 SH DEFINED 01 17126 0 0 NBTY INC COMMON 628782104 514 23879 SH DEFINED 01 23879 0 0 NCI BUILDING SYSTEMS INC COMMON 628852105 551 17300 SH DEFINED 01 17300 0 0 NCR CORP NEW COMMON 62886E108 1375 27730 SH DEFINED 01 27730 0 0 NCT GROUP INC COMMON 62888Q109 73 3680500 SH DEFINED 01 3680500 0 0 NESB CORP COMMON 628914103 0 122566 SH DEFINED 01 122566 0 0 NII HOLDINGS INC COMMON 62913F201 456 11082 SH DEFINED 01 11082 0 0 NIC INC COMMON 62914B100 381 71100 SH DEFINED 01 0 0 71100 NIC INC COMMON 62914B100 87 16260 SH DEFINED 01 16260 0 0 NL INDUSTRIES INC NEW COMMON 629156407 331 18101 SH DEFINED 01 18101 0 0 NRG ENERGY INC COMMON 629377508 209 7758 SH DEFINED 01 7758 0 0 NTL INC DEL COMMON 62940M104 304 4910 SH DEFINED 01 4910 0 0 NVR INC COMMON 62944T105 551 1001 SH DEFINED 01 1001 0 0 NABI BIOPHARMACEUTICALS COMMON 629519109 2075 155149 SH DEFINED 01 0 0 155149 NABI BIOPHARMACEUTICALS COMMON 629519109 3184 237985 SH DEFINED 01 237985 0 0 NACCO INDUSTRIES INC-CL A CLASS 629579103 277 3217 SH DEFINED 01 3217 0 0 NAHAMA & WEAGANT ENERGY CO NEW COMMON 629775206 0 20000 SH DEFINED 01 20000 0 0 ***NAM TAI ELECTRONICS INC COMMON 629865205 330 9700 SH DEFINED 01 0 0 9700 NARA BANCORP INC COMMON 63080P105 346 17217 SH DEFINED 01 17217 0 0 NASDAQ 100 SHARES COMMON 631100104 2169 61734 SH DEFINED 01 0 0 61734 NASDAQ 100 SHARES COMMON 631100104 621160 17671656 SH DEFINED 01 17671656 0 0 NATIONAL CITY CORP COMMON 635405103 242 6275 SH DEFINED 01 0 0 6275 NATIONAL CITY CORP COMMON 635405103 5598 144958 SH DEFINED 01 144958 0 0 NATIONAL COMMERCE FINANCIAL COMMON 63545P104 1878 54897 SH DEFINED 01 54897 0 0 NATIONAL FUEL GAS CO COMMON 636180101 717 25324 SH DEFINED 01 25324 0 0 ***NATIONAL GRID TRANSCO PLC ADR 636274102 618 14445 SH DEFINED 01 14445 0 0 NATIONAL INSTRUMENTS CORP COMMON 636518102 1379 45589 SH DEFINED 01 45589 0 0 NATIONAL-OILWELL INC COMMON 637071101 6446 196168 SH DEFINED 01 196168 0 0 NATIONAL SEMICONDUCTOR COMMON 637640103 5004 323067 SH DEFINED 01 323067 0 0 NATIONAL WESTERN LIFE INS CO COMMON 638522102 418 2568 SH DEFINED 01 2568 0 0 NATIONWIDE HEALTH PROPERTIES REIT 638620104 603 29079 SH DEFINED 01 29079 0 0 NATIONWIDE LEGAL SERVICES INC COMMON 638654103 0 12300 SH DEFINED 01 12300 0 0 NAVISTAR FINANCIAL CORP CBONDCNV 638902AM8 15527 15764000 SH DEFINED 01 15764000 0 0 NAVISTAR INTERNATIONAL CORP COMMON 63934E108 2443 65667 SH DEFINED 01 0 0 65667 NEIGHBORCARE INC COMMON 64015Y104 252 9966 SH DEFINED 01 9966 0 0 NEIMAN-MARCUS GROUP INC COMMON 640204202 1419 24695 SH DEFINED 01 24695 0 0 NEIMAN-MARCUS GROUP INC COMMON 640204301 1623 30485 SH DEFINED 01 30485 0 0 NELNET INC COMMON 64031N108 216 9693 SH DEFINED 01 9693 0 0 NET.BANK INC COMMON 640933107 253 25350 SH DEFINED 01 25350 0 0 NESS TECHNOLOGIES INC COMMON 64104X108 362 28500 SH DEFINED 01 0 0 28500 NESS TECHNOLOGIES INC COMMON 64104X108 435 34250 SH DEFINED 01 34250 0 0 ***NETEASE.COM INC ADR 64110W102 3866 101950 SH DEFINED 01 101950 0 0 NETGEAR INC COMMON 64111Q104 190 15600 SH DEFINED 01 0 0 15600 NETSOLVE INC COMMON 64115J106 711 62164 SH DEFINED 01 62164 0 0 NETIQ CORP COMMON 64115P102 393 36754 SH DEFINED 01 36754 0 0 NETRATINGS INC COMMON 64116M108 192 10770 SH DEFINED 01 10770 0 0 NETWORK APPLIANCE INC COMMON 64120L104 119991 5217012 SH DEFINED 01 0 0 5217012 NETWORK APPLIANCE INC COMMON 64120L104 115613 5026657 SH DEFINED 01 5026657 0 0 NEUBERGER BERMAN REAL ESTATE COMMON 64126D106 764 38770 SH DEFINED 01 38770 0 0 NEUBERGER BERMAN REALTY INCOME COMMON 64126G109 1156 65970 SH DEFINED 01 65970 0 0 NEUBERGER BERMAN DIVIDEND COMMON 64127J102 860 41000 SH DEFINED 01 0 0 41000 NEW AMERICAN SHOE CO COMMON 641890108 22 10100 SH DEFINED 01 10100 0 0 NEUBERGER BERMAN REAL EST COMMON 64190A103 1334 86150 SH DEFINED 01 0 0 86150 NEW CENTURY FINANCIAL CORP COMMON 64352D101 4050 67262 SH DEFINED 01 67262 0 0 NEW HAMPSHIRE SAVINGS BANK COMMON 644670101 4 117438 SH DEFINED 01 117438 0 0 ***NEW GUINEA GOLD CORP COMMON 644902108 3 10000 SH DEFINED 01 10000 0 0 NEW JERSEY RESOURCES CORP COMMON 646025106 213 5160 SH DEFINED 01 5160 0 0 NEW PLAN EXCEL REALTY TRUST REIT 648053106 793 31739 SH DEFINED 01 31739 0 0 NEW VISIONS ENTERTAINMENT CORP COMMON 649098100 0 35500 SH DEFINED 01 35500 0 0 NEW YORK COMMUNITY BANCORP INC COMMON 649445103 4946 240337 SH DEFINED 01 0 0 240337 NEW YORK DAILY TAX FREE INCOME COMMON 649457108 882 882306 SH DEFINED 01 882306 0 0 NEW YORK TELECOMPUTING & COMMON 650097108 0 10000 SH DEFINED 01 10000 0 0 NEW YORK TIMES CO-CL A CLASS 650111107 1997 50263 SH DEFINED 01 0 0 50263 NEWALLIANCE BANCSHARES INC COMMON 650203102 822 57346 SH DEFINED 01 57346 0 0 NEWCASTLE INVESTMENT CORP COMMON 65105M108 362 11801 SH DEFINED 01 11801 0 0 NEWELL RUBBERMAID INC COMMON 651229106 4610 229976 SH DEFINED 01 0 0 229976 NEWFIELD EXPLORATION CO COMMON 651290108 2935 47928 SH DEFINED 01 47928 0 0 NEWMONT MINING CORP COMMON 651639106 669 14715 SH DEFINED 01 0 0 14715 NEWMONT MINING CORP COMMON 651639106 12628 277361 SH DEFINED 01 277361 0 0 NEWPARK RESOURCES INC NEW COMMON 651718504 140 23479 SH DEFINED 01 23479 0 0 NEWPORT CORP COMMON 651824104 329 21270 SH DEFINED 01 0 0 21270 ***NEWS CORP LTD-ADR NEW ADR 652487703 589 17930 SH DEFINED 01 17930 0 0 NEXTERA ENTERPRISES INC COMMON 65332E101 37 100250 SH DEFINED 01 100250 0 0 NEXTWAVE TELECOM INC-CL B COMMON 65332M103 476 81714 SH DEFINED 01 0 0 81714 NEXTEL COMMUNICATIONS INC-CL A COMMON 65332V103 13118 546588 SH DEFINED 01 0 0 546588 NEXTEL COMMUNICATIONS INC CBONDCNV 65332VAY9 1182 1187000 SH DEFINED 01 1187000 0 0 NEXTEL PARTNERS INC COMMON 65333F107 733 44250 SH DEFINED 01 0 0 44250 NEXTEL PARTNERS INC COMMON 65333F107 627 37869 SH DEFINED 01 37869 0 0 NEXSTAR BROADCASTING GROUP INC COMMON 65336K103 1604 188277 SH DEFINED 01 188277 0 0 ***NIKO RESOURCES LTD COMMON 653905109 630 20000 SH DEFINED 01 20000 0 0 NICOR INC COMMON 654086107 606 16525 SH DEFINED 01 16525 0 0 NIKE INC-CL B CLASS 654106103 21927 278274 SH DEFINED 01 278274 0 0 NIMSLO TECHNOLOGY INC COMMON 65439Q106 0 50400 SH DEFINED 01 50400 0 0 99 CENTS ONLY STORES COMMON 65440K106 2725 186747 SH DEFINED 01 0 0 186747 NISOURCE INC COMMON 65473P105 1250 59497 SH DEFINED 01 59497 0 0 ***NOKIA CORP-SPONSORED ADR ADR 654902204 421 30710 SH DEFINED 01 0 0 30710 ***NOKIA CORP-SPONSORED ADR ADR 654902204 7994 582681 SH DEFINED 01 582681 0 0 NO WONDER INC COMMON 654990159 0 65000 SH DEFINED 01 0 0 65000 NOBLE ENERGY INC COMMON 655044105 2108 36201 SH DEFINED 01 36201 0 0 NOEL GROUP INC COMMON 655260107 0 25000 SH DEFINED 01 25000 0 0 NOEL LIQUIDATING TR COMMON 655266104 0 590395 SH DEFINED 01 590395 0 0 NOMAS CORP NEV COMMON 65531N100 0 75673 SH DEFINED 01 75673 0 0 ***NOMURA HLDGS INC ADR 65535H208 142 11040 SH DEFINED 01 11040 0 0 NORDSON CORP COMMON 655663102 480 13999 SH DEFINED 01 13999 0 0 NORDSTROM INC COMMON 655664100 2188 57239 SH DEFINED 01 57239 0 0 NORFOLK SOUTHERN CORP COMMON 655844108 3329 111043 SH DEFINED 01 0 0 111043 ***NORTEL NETWORKS CORP COMMON 656568102 45 13283 SH DEFINED 01 0 0 13283 ***NORTEL NETWORKS CORP COMMON 656568102 4132 1215488 SH DEFINED 01 1215488 0 0 ***NORTEL NETWORKS CORP COMMON 656568102 151 44350 SH DEFINED 01 44350 0 0 NORTEL NETWORKS CORP NEW CBONDCNV 656568AB8 4344 4525000 SH DEFINED 01 4525000 0 0 NORTH AMERICAN RECYCLING COMMON 657077103 0 88000 SH DEFINED 01 88000 0 0 NORTH FORK BANCORPORATION INC COMMON 659424105 12953 291413 SH DEFINED 01 291413 0 0 NORTHEAST UTILITIES COMMON 664397106 1735 89515 SH DEFINED 01 89515 0 0 ***NORTHERN ORION RESOURCES COMMON 665575106 51 20000 SH DEFINED 01 20000 0 0 NORTHERN TRUST CORP COMMON 665859104 5309 128626 SH DEFINED 01 0 0 128626 NORTHROP GRUMMAN CORP COMMON 666807102 7419 137524 SH DEFINED 01 0 0 137524 NORTH WEST AIRLINES CORP CBONDCNV 667280AC5 1786 2276000 SH DEFINED 01 2276000 0 0 NORTHWEST AIRLINES CORP CLASS 667280101 106 12925 SH DEFINED 01 0 0 12925 NORTHWEST AIRLINES CORP CLASS 667280101 172 21048 SH DEFINED 01 21048 0 0 NORTHWEST NATURAL GAS CO COMMON 667655104 694 21879 SH DEFINED 01 21879 0 0 ***NOVARTIS AG-SPONSORED ADR ADR 66987V109 9142 195904 SH DEFINED 01 195904 0 0 NOVASTAR FINANCIAL INC COMMON 669947400 489 11223 SH DEFINED 01 11223 0 0 NOVELL INC COMMON 670006105 971 151608 SH DEFINED 01 0 0 151608 NOVELLUS SYSTEMS INC COMMON 670008101 1635 61521 SH DEFINED 01 61521 0 0 NSTAR COMMON 67019E107 1971 40159 SH DEFINED 01 40159 0 0 NUCOR CORP COMMON 670346105 2270 24849 SH DEFINED 01 24849 0 0 NUMERICA FINANCIAL CORP COMMON 67053K100 0 84064 SH DEFINED 01 84064 0 0 NUVEEN NEW YORK PERFORMANCE COMMON 67062R104 250 16000 SH DEFINED 01 16000 0 0 NUVEEN NEW YORK INVESTMENT COMMON 67062X101 248 16000 SH DEFINED 01 16000 0 0 NVIDIA CORP COMMON 67066G104 1199 80611 SH DEFINED 01 0 0 80611 NUTRITION 21 INC COMMON 67069V108 30 30000 SH DEFINED 01 30000 0 0 NUVEEN CALIFORNIA DIVIDEND COMMON 67070Y109 154 11500 SH DEFINED 01 0 0 11500 OGE ENERGY CORP COMMON 670837103 1489 59025 SH DEFINED 01 59025 0 0 OM GROUP INC COMMON 670872100 841 22539 SH DEFINED 01 22539 0 0 NUVEEN MUNICIPAL VALUE FUND COMMON 670928100 91 10000 SH DEFINED 01 0 0 10000 NUVEEN FLORIDA INVESTMENT COMMON 670970102 318 20800 SH DEFINED 01 20800 0 0 NUVEEN NEW JERSEY INVESTMENT COMMON 670971100 3460 223260 SH DEFINED 01 0 0 223260 NUVEEN FLORIDA QUALITY INCOME COMMON 670978105 480 28400 SH DEFINED 01 28400 0 0 NUVEEN NEW JERSEY PREMIUM COMMON 67101N106 547 35200 SH DEFINED 01 0 0 35200 NUVEEN NEW JERSEY PREMIUM COMMON 67101N106 334 21509 SH DEFINED 01 21509 0 0 NUVEEN INSURED NEW YORK PREM- COMMON 67101R107 425 27935 SH DEFINED 01 27935 0 0 NUVEEN INSURED FLORIDA PREMIUM COMMON 67101V108 328 20700 SH DEFINED 01 20700 0 0 OSI PHARMACEUTICALS INC COMMON 671040103 2360 38104 SH DEFINED 01 0 0 38104 OAKLEY INC COMMON 673662102 599 50337 SH DEFINED 01 50337 0 0 OCCAM NETWORKS INC DEL COMMON 67457P101 25 279000 SH DEFINED 01 279000 0 0 OCCIDENTAL PETE CORP COMMON 674599105 9704 172882 SH DEFINED 01 0 0 172882 OCEANEERING INTERNATIONAL INC COMMON 675232102 352 9558 SH DEFINED 01 9558 0 0 OCULAR SCIENCES INC COMMON 675744106 232 4843 SH DEFINED 01 4843 0 0 OFFICE DEPOT INC COMMON 676220106 11183 742835 SH DEFINED 01 0 0 742835 OFFICE PRODUCTS OF AMERICA INC CLASS 676221104 0 42500 SH DEFINED 01 42500 0 0 OFFSHORE LOGISTICS INC COMMON 676255102 217 6331 SH DEFINED 01 6331 0 0 OHIO CASUALTY CORP COMMON 677240103 634 30333 SH DEFINED 01 30333 0 0 OHIO CASUALTY CORP CBONDCNV 677240AC7 4245 4000000 SH DEFINED 01 4000000 0 0 OIL SVC HOLDRS TR COMMON 678002106 168898 2066286 SH DEFINED 01 2066286 0 0 OLD REPUBLIC INTL CORP COMMON 680223104 8298 331531 SH DEFINED 01 331531 0 0 OLIN CORP NEW COMMON 680665205 1048 52442 SH DEFINED 01 52442 0 0 OLIVERS STORES INC COMMON 681002101 0 20050 SH DEFINED 01 20050 0 0 OMNICARE INC COMMON 681904108 780 27504 SH DEFINED 01 27504 0 0 OMNICOM GROUP INC COMMON 681919106 7923 108454 SH DEFINED 01 108454 0 0 OMNICOM GROUP INC CBONDCNV 681919AK2 15431 15490000 SH DEFINED 01 15490000 0 0 OMNI INTERNATIONAL TRADING INC COMMON 682108105 0 22170 SH DEFINED 01 22170 0 0 OMNITEC INC COMMON 682124102 1 15100 SH DEFINED 01 15100 0 0 OMNIVISION TECHNOLOGIES INC COMMON 682128103 1599 107529 SH DEFINED 01 0 0 107529 ON ASSIGNMENT INC COMMON 682159108 89 20086 SH DEFINED 01 0 0 20086 ON SEMICONDUCTOR CORP COMMON 682189105 1244 396470 SH DEFINED 01 396470 0 0 1800 FLOWERS.COM INC CL A COMMON 68243Q106 616 74336 SH DEFINED 01 74336 0 0 ONEOK INC NEW COMMON 682680103 2716 104400 SH DEFINED 01 0 0 104400 ONEOK INC NEW COMMON 682680103 1798 69110 SH DEFINED 01 69110 0 0 ***ONEX CORPORATION COMMON 68272K103 2252 168900 SH DEFINED 01 168900 0 0 ONGARD SYSTEMS INC COMMON 682727102 3 16000 SH DEFINED 01 16000 0 0 ONYX PHARMACEUTICALS INC COMMON 683399109 878 20418 SH DEFINED 01 20418 0 0 ***OPEN JT STK CO-VIMPEL ADR 68370R109 733 6740 SH DEFINED 01 0 0 6740 OPEN SOLUTIONS INC COMMON 68371P102 515 16721 SH DEFINED 01 16721 0 0 OPENWAVE SYSTEMS INC COMMON 683718308 93 10599 SH DEFINED 01 0 0 10599 OPENWAVE SYSTEMS INC COMMON 683718308 231 26302 SH DEFINED 01 26302 0 0 OPLINK COMMUNICATIONS INC COMMON 68375Q106 44 25000 SH DEFINED 01 0 0 25000 OPLINK COMMUNICATIONS INC COMMON 68375Q106 140 78557 SH DEFINED 01 78557 0 0 ORACLE CORP COMMON 68389X105 168 14930 SH DEFINED 01 0 0 14930 ORACLE CORP COMMON 68389X105 38925 3450881 SH DEFINED 01 3450881 0 0 OPTO MECHANIK INC COMMON 683891105 0 22335 SH DEFINED 01 22335 0 0 OPTION CARE INC COMMON 683948103 212 13758 SH DEFINED 01 13758 0 0 ORBITTRAVEL.COM CORP COMMON 68556V106 0 10000 SH DEFINED 01 10000 0 0 ORBITAL SCIENCES CORP COMMON 685564106 180 15045 SH DEFINED 01 0 0 15045 ORBITRON CAPITAL CORP NEW COMMON 685566309 5 184174 SH DEFINED 01 184174 0 0 OREGON STEEL MILLS INC COMMON 686079104 212 12779 SH DEFINED 01 12779 0 0 O REILLY AUTOMOTIVE INC COMMON 686091109 805 21030 SH DEFINED 01 21030 0 0 ORIGEN FINANCIAL INC COMMON 68619E109 5250 525001 SH DEFINED 01 525001 0 0 ORIGEN FINANCIAL INC COMMON 68619E208 287 39000 SH DEFINED 01 0 0 39000 OSCIENT PHARMACEUTICALS COMMON 68812R105 953 259621 SH DEFINED 01 259621 0 0 OUTBACK STEAKHOUSE INC COMMON 689899102 885 21315 SH DEFINED 01 21315 0 0 OVERNITE CORP COMMON 690322102 481 15328 SH DEFINED 01 15328 0 0 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 1901 38308 SH DEFINED 01 38308 0 0 OVERSTOCK COM INC COMMON 690370101 308 8390 SH DEFINED 01 8390 0 0 OWENS CORNING COMMON 69073F103 880 1375500 SH DEFINED 01 1375500 0 0 OWENS ILLINOIS INC NEW COMMON 690768403 2686 167888 SH DEFINED 01 167888 0 0 OWENS ILLINOIS INC PREFCONV 690768502 346 9935 SH DEFINED 01 9935 0 0 PC-TEL INC COMMON 69325Q105 100 12174 SH DEFINED 01 12174 0 0 PG&E CORP COMMON 69331C108 13010 426328 SH DEFINED 01 0 0 426328 PMA CAPITAL CORP-CL A COMMON 693419202 92 12197 SH DEFINED 01 12197 0 0 PMC-SIERRA INC COMMON 69344F106 405 45972 SH DEFINED 01 45972 0 0 PMI GROUP INC COMMON 69344M101 3061 74948 SH DEFINED 01 0 0 74948 PMI GROUP INC CBONDCNV 69344MAE1 3364 3031000 SH DEFINED 01 3031000 0 0 PNC FINANCIAL SVCS GROUP INC COMMON 693475105 7273 134453 SH DEFINED 01 134453 0 0 PNM RESOURCES INC COMMON 69349H107 2655 117986 SH DEFINED 01 0 0 117986 PNM RESOURCES INC COMMON 69349H107 1556 69126 SH DEFINED 01 69126 0 0 PPG INDUSTRIES INC COMMON 693506107 2767 44337 SH DEFINED 01 0 0 44337 PPL CORPORATION COMMON 69351T106 1510 32012 SH DEFINED 01 32012 0 0 PPL ENERGY SUPPLY LLC CBONDCNV 69352JAE7 265 250000 SH DEFINED 01 250000 0 0 PRG SCHULTZ INTERNATIONAL INC COMMON 69357C107 74 13000 SH DEFINED 01 0 0 13000 PRG SCHULTZ INTERNATIONAL INC COMMON 69357C107 201 35023 SH DEFINED 01 35023 0 0 PACCAR INC COMMON 693718108 6620 93833 SH DEFINED 01 93833 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 ***PACIFIC ENGINEERED COMMON 69423D105 0 70900 SH DEFINED 01 70900 0 0 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 963 45789 SH DEFINED 01 45789 0 0 PACIFICARE HEALTH SYSTEMS INC CLASS 695112102 5791 154160 SH DEFINED 01 0 0 154160 PACKAGING CORP AMER COMMON 695156109 1578 64518 SH DEFINED 01 64518 0 0 PACKETEER INC COMMON 695210104 139 12860 SH DEFINED 01 12860 0 0 PACTIV CORP COMMON 695257105 7790 335073 SH DEFINED 01 335073 0 0 PAIN SUPPRESSION LABS INC COMMON 695624106 0 13700 SH DEFINED 01 13700 0 0 PALATIN TECHNOLOGIES INC NEW COMMON 696077304 196 64533 SH DEFINED 01 0 0 64533 PALL CORP COMMON 696429307 1646 67272 SH DEFINED 01 67272 0 0 PALMONE INC COMMON 69713P107 4705 152567 SH DEFINED 01 0 0 152567 PAN AM CORP COMMON 697757102 0 29846 SH DEFINED 01 29846 0 0 ***PAN AMERICAN SILVER CORP COMMON 697900108 451 26500 SH DEFINED 01 0 0 26500 ***PAN AMERICAN SILVER CORP COMMON 697900108 437 25700 SH DEFINED 01 25700 0 0 PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 311 5762 SH DEFINED 01 5762 0 0 PANERA BREAD CO CL A COMMON 69840W108 761 20282 SH DEFINED 01 20282 0 0 PAR PHARMACEUTICAL COMPANIES COMMON 69888P106 1103 30712 SH DEFINED 01 30712 0 0 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 106 20150 SH DEFINED 01 0 0 20150 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 899 170434 SH DEFINED 01 170434 0 0 PARK NATIONAL CORP COMMON 700658107 273 2151 SH DEFINED 01 2151 0 0 PARKER DRILLING CO COMMON 701081101 76 14818 SH DEFINED 01 0 0 14818 PARKER HANNIFIN CORP COMMON 701094104 2236 38003 SH DEFINED 01 38003 0 0 PARTY CITY CORP COMMON 702145103 227 15425 SH DEFINED 01 15425 0 0 PATHE COMMUNICATIONS CORP COMMON 703193102 0 14300 SH DEFINED 01 14300 0 0 PATINA OIL & GAS CORP COMMON 703224105 488 16504 SH DEFINED 01 16504 0 0 PATTERSON COMPANIES INC COMMON 703395103 2781 36332 SH DEFINED 01 36332 0 0 PATTERSON-UTI ENERGY INC COMMON 703481101 2484 130298 SH DEFINED 01 130298 0 0 PAXAR CORP COMMON 704227107 736 32479 SH DEFINED 01 32479 0 0 PAYCHEX INC COMMON 704326107 10769 357184 SH DEFINED 01 357184 0 0 PAYLESS SHOESOURCE INC COMMON 704379106 424 41900 SH DEFINED 01 41900 0 0 PEABODY ENERGY CORPORATION COMMON 704549104 1735 28796 SH DEFINED 01 0 0 28796 PECO II INC COMMON 705221109 7 11456 SH DEFINED 01 11456 0 0 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 3698 67422 SH DEFINED 01 0 0 67422 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 1948 35533 SH DEFINED 01 35533 0 0 PEMSTAR INC COMMON 706552106 7154 3931018 SH DEFINED 01 3931018 0 0 PEMSTAR INC COMMON 706552106 9424 4959903 SH DEFINED 01 4959903 0 0 ***PENGROWTH ENERGY TRUST COMMON 706902301 286 16000 SH DEFINED 01 0 0 16000 ***PENGROWTH ENERGY TRUST COMMON 706902301 2262 126204 SH DEFINED 01 126204 0 0 J C PENNEY CO INC COMMON 708160106 3916 111007 SH DEFINED 01 111007 0 0 PENNSYLVANIA ENGINEERING CORP COMMON 708713102 0 11325 SH DEFINED 01 11325 0 0 PENNSYLVANIA REAL ESTATE REIT 709102107 1659 42925 SH DEFINED 01 42925 0 0 PENTAIR INC COMMON 709631105 6722 192563 SH DEFINED 01 192563 0 0 PEOPLES BANK-BRIDGEPORT CONN COMMON 710198102 311 8723 SH DEFINED 01 8723 0 0 PEOPLES ENERGY CORP COMMON 711030106 1471 35314 SH DEFINED 01 35314 0 0 PEOPLESOFT INC COMMON 712713106 4468 225123 SH DEFINED 01 225123 0 0 PEPCO HOLDINGS INC COMMON 713291102 1170 58797 SH DEFINED 01 58797 0 0 THE PEPSI BOTTLING GROUP INC COMMON 713409100 1378 50787 SH DEFINED 01 50787 0 0 PEPSIAMERICAS INC COMMON 71343P200 1103 57766 SH DEFINED 01 57766 0 0 PEPSICO INC COMMON 713448108 353 7270 SH DEFINED 01 0 0 7270 PEPSICO INC COMMON 713448108 21970 451613 SH DEFINED 01 451613 0 0 PERFORMANCE FOOD GROUP CO COMMON 713755106 392 16547 SH DEFINED 01 16547 0 0 PERKINELMER INC COMMON 714046109 412 23969 SH DEFINED 01 23969 0 0 PEROT SYSTEMS CORP COMMON 714265105 607 37825 SH DEFINED 01 37825 0 0 PERPETUAL FINANCIAL CORP COMMON 714275104 0 197543 SH DEFINED 01 197543 0 0 PERRIGO CO COMMON 714290103 918 44697 SH DEFINED 01 44697 0 0 ***PETRO-CANADA COMMON 71644E102 311 6000 SH DEFINED 01 6000 0 0 PETROCORP INC COMMON 71645N994 0 15251 SH DEFINED 01 15251 0 0 ***PETROCHINA CO ADS EACH REPR ADR 71646E100 201 3750 SH DEFINED 01 0 0 3750 ***PETROCHINA CO ADS EACH REPR ADR 71646E100 1223 22750 SH DEFINED 01 22750 0 0 PETROL INDUSTRIES INC COMMON 716502109 3 13449 SH DEFINED 01 13449 0 0 ***PETROLEO BRASILEIRO SA ADR 71654V408 748 21220 SH DEFINED 01 21220 0 0 PETROLEUM DEVELOPMENT CORP-NEV COMMON 716578109 365 8346 SH DEFINED 01 8346 0 0 PETSMART INC COMMON 716768106 3041 107129 SH DEFINED 01 107129 0 0 ***PEYTO ENERGY TRUST UNIT COMMON 717045108 907 30000 SH DEFINED 01 30000 0 0 PFIZER INC COMMON 717081103 2949 96393 SH DEFINED 01 0 0 96393 PFIZER INC COMMON 717081103 87044 2844583 SH DEFINED 01 2844583 0 0 PFSWEB INC COMMON 717098107 36 24000 SH DEFINED 01 24000 0 0 PHARMACEUTICAL HOLDRS TR COMMON 71712A206 391 5500 SH DEFINED 01 0 0 5500 PHARMACEUTICAL HOLDRS TR COMMON 71712A206 105246 1478595 SH DEFINED 01 1478595 0 0 PHARMACEUTICAL PRODUCT COMMON 717124101 4931 136980 SH DEFINED 01 0 0 136980 PHARMACEUTICAL PRODUCT COMMON 717124101 1378 38295 SH DEFINED 01 38295 0 0 PHARMOS CORP NEW COMMON 717139208 30 10454 SH DEFINED 01 10454 0 0 PHASE FORWARD INCORPORATED COMMON 71721R406 97 11801 SH DEFINED 01 11801 0 0 PHELPS DODGE CORP COMMON 717265102 378 4112 SH DEFINED 01 0 0 4112 PHELPS DODGE CORP COMMON 717265102 7115 77322 SH DEFINED 01 77322 0 0 PHILADELPHIA CONSOLIDATED COMMON 717528103 3963 71906 SH DEFINED 01 0 0 71906 PHILADELPHIA CONSOLIDATED COMMON 717528103 1514 27479 SH DEFINED 01 27479 0 0 PHILLIPS VAN HEUSEN CORP COMMON 718592108 3085 138470 SH DEFINED 01 0 0 138470 PHILLIPS VAN HEUSEN CORP COMMON 718592108 588 26429 SH DEFINED 01 26429 0 0 PHOENIX COMPANIES INC NEW COMMON 71902E109 373 35829 SH DEFINED 01 35829 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 401600 SH DEFINED 01 401600 0 0 PHOTRONICS INC COMMON 719405102 863 51974 SH DEFINED 01 51974 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 412 9383 SH DEFINED 01 9383 0 0 PIER 1 IMPORTS INC COMMON 720279108 1081 59829 SH DEFINED 01 59829 0 0 PILGRIMS PRIDE CORP COMMON 721467108 377 13946 SH DEFINED 01 13946 0 0 PIMCO CALIFORNIA MUNI INCOME COMMON 72200M108 196 14000 SH DEFINED 01 0 0 14000 PIMCO HIGH INCOME FUND COMMON 722014107 686 45100 SH DEFINED 01 45100 0 0 PINNACLE SYSTEMS INC COMMON 723481107 210 50414 SH DEFINED 01 50414 0 0 PINNACLE WEST CAPITAL CORP COMMON 723484101 730 17609 SH DEFINED 01 17609 0 0 PIONEER NATURAL RESOURCES CO COMMON 723787107 15003 435128 SH DEFINED 01 435128 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 2801 59847 SH DEFINED 01 0 0 59847 PIXAR COMMON 725811103 3919 48474 SH DEFINED 01 0 0 48474 PIXELWORKS INC COMMON 72581M107 303 30316 SH DEFINED 01 30316 0 0 ***PLACER DOME INC COMMON 725906101 11772 583270 SH DEFINED 01 0 0 583270 PLACER SIERRA BANCSHARES COMMON 726079106 312 14900 SH DEFINED 01 14900 0 0 PLAINS EXPLORATION AND COMMON 726505100 1683 70544 SH DEFINED 01 70544 0 0 PLANAR SYSTEMS INC COMMON 726900103 125 11226 SH DEFINED 01 11226 0 0 PLANTRONICS INC NEW COMMON 727493108 1468 33966 SH DEFINED 01 33966 0 0 PLAYBOY ENTERPRISES INC CLASS 728117300 316 31507 SH DEFINED 01 31507 0 0 PLEXUS CORP COMMON 729132100 215 19502 SH DEFINED 01 19502 0 0 PLUM CREEK TIMBER CO INC COMMON 729251108 3999 113483 SH DEFINED 01 0 0 113483 PLUMTREE SOFTWARE INC COMMON 72940Q104 85 25000 SH DEFINED 01 0 0 25000 PLUMTREE SOFTWARE INC COMMON 72940Q104 109 32100 SH DEFINED 01 32100 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 3017 62597 SH DEFINED 01 0 0 62597 POLARIS INDUSTRIES INC COMMON 731068102 512 9181 SH DEFINED 01 9181 0 0 POLIFLY FINANCIAL CORP COMMON 731113106 3 15400 SH DEFINED 01 15400 0 0 POLO RALPH LAUREN CORP-CL A COMMON 731572103 208 5742 SH DEFINED 01 5742 0 0 POLYCOM INC COMMON 73172K104 681 34409 SH DEFINED 01 34409 0 0 POLYMEDICA CORP COMMON 731738100 583 18952 SH DEFINED 01 18952 0 0 POLYONE CORP COMMON 73179P106 131 17500 SH DEFINED 01 0 0 17500 POLYONE CORP COMMON 73179P106 3741 497489 SH DEFINED 01 497489 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 531 20219 SH DEFINED 01 20219 0 0 POSSIS MEDICAL INC COMMON 737407106 778 49741 SH DEFINED 01 49741 0 0 ***POTASH CORP OF SASKATCHEWAN COMMON 73755L107 2542 39324 SH DEFINED 01 0 0 39324 POTLATCH CORP COMMON 737628107 1220 26078 SH DEFINED 01 26078 0 0 POWER INTEGRATIONS INC COMMON 739276103 325 15917 SH DEFINED 01 15917 0 0 POWER-ONE INC COMMON 739308104 114 17595 SH DEFINED 01 17595 0 0 POWERLINX INC COMMON 73933F105 9 30000 SH DEFINED 01 0 0 30000 POWERWAVE TECHNOLOGIES INC COMMON 739363109 303 49195 SH DEFINED 01 49195 0 0 PRAECIS PHARMACEUTICALS INC COMMON 739421105 112 51041 SH DEFINED 01 51041 0 0 PRAXAIR INC COMMON 74005P104 19565 457782 SH DEFINED 01 457782 0 0 PRECISION CASTPARTS CORP COMMON 740189105 2200 36640 SH DEFINED 01 36640 0 0 PREFERREDPLUS TR SER QWS1 COMMON 740434873 2051 107800 SH DEFINED 01 107800 0 0 PREMCOR INC COMMON 74045Q104 289 7513 SH DEFINED 01 7513 0 0 PRENTISS PROPERTIES TRUST-SBI REIT 740706106 441 12257 SH DEFINED 01 12257 0 0 PRESSTEK INC COMMON 741113104 277 23155 SH DEFINED 01 0 0 23155 PREWAY INC COMMON 741394100 0 17200 SH DEFINED 01 17200 0 0 PRICE T ROWE GROUP INC COMMON 74144T108 2132 41860 SH DEFINED 01 41860 0 0 PRICELINE COM INC COM NEW COMMON 741503403 7354 331737 SH DEFINED 01 331737 0 0 PRIDE INTERNATIONAL INC COMMON 74153Q102 920 42903 SH DEFINED 01 0 0 42903 PRIMEDIA INC COMMON 74157K101 32 13780 SH DEFINED 01 13780 0 0 PRIME HOSPITALITY CORP COMMON 741917108 142 11675 SH DEFINED 01 11675 0 0 PRIMUS TELECOMMUNICATIONS CBONDCNV 741929AL7 2932 3858000 SH DEFINED 01 3858000 0 0 PRIMUS TELECOMMUNICATIONS CBONDCNV 741929AN3 14 25000 SH DEFINED 01 25000 0 0 PRINCIPAL FINANCIAL GROUP INC COMMON 74251V102 3312 92078 SH DEFINED 01 92078 0 0 PROCTER & GAMBLE CO COMMON 742718109 414 7660 SH DEFINED 01 0 0 7660 PROCTER & GAMBLE CO COMMON 742718109 35836 662172 SH DEFINED 01 662172 0 0 PROFIT TECHNOLOGY INC COMMON 743169104 0 62300 SH DEFINED 01 62300 0 0 PROGENITOR INC COMMON 743188104 37 151256 SH DEFINED 01 151256 0 0 PROGRAMMING & SYSTEMS INC COMMON 743209108 0 66718 SH DEFINED 01 66718 0 0 PROGRESS ENERGY INC COMMON 743263105 2324 54894 SH DEFINED 01 54894 0 0 PROGRESSIVE CORP-OHIO COMMON 743315103 298 3528 SH DEFINED 01 0 0 3528 PROGRESSIVE CORP-OHIO COMMON 743315103 8283 97745 SH DEFINED 01 97745 0 0 PROLOGIS COMMON 743410102 1761 49992 SH DEFINED 01 49992 0 0 PROTECTIVE LIFE CORP COMMON 743674103 2010 51149 SH DEFINED 01 0 0 51149 PROTECTIVE LIFE CORP COMMON 743674103 1136 28923 SH DEFINED 01 28923 0 0 PROTEIN DESIGN LABS INC COMMON 74369L103 956 47669 SH DEFINED 01 0 0 47669 PROVIDENT BANKSHARES CORP COMMON 743859100 258 7710 SH DEFINED 01 7710 0 0 PROVINCE HEALTHCARE CO COMMON 743977100 881 42126 SH DEFINED 01 42126 0 0 PROVIDIAN FINANCIAL CORP COMMON 74406A102 944 56185 SH DEFINED 01 0 0 56185 PROVIDIAN FINL CORP CBONDCNV 74406AAA0 733 745000 SH DEFINED 01 745000 0 0 PROVIDIAN FINANCIAL CORP CBONDCNV 74406AAC6 7935 6000000 SH DEFINED 01 6000000 0 0 PROVIDIAN FINANCIAL CORP CBONDCNV 74406AAD4 8786 7502000 SH DEFINED 01 7502000 0 0 PRUDENTIAL FINANCIAL INC COMMON 744320102 213 4545 SH DEFINED 01 0 0 4545 PRUDENTIAL FINANCIAL INC COMMON 744320102 8805 187197 SH DEFINED 01 187197 0 0 PSINET INC COMMON 74437C101 1 391188 SH DEFINED 01 0 0 391188 PUBLIC SERVICE ENTERPRISE COMMON 744573106 3699 86850 SH DEFINED 01 86850 0 0 PUBLIC STORAGE INC COMMON 74460D109 1955 39466 SH DEFINED 01 39466 0 0 PUGET ENERGY INC COMMON 745310102 1116 49180 SH DEFINED 01 49180 0 0 PULITZER INC COMMON 745769109 223 4523 SH DEFINED 01 4523 0 0 PULTE HOMES INC COMMON 745867101 27606 449432 SH DEFINED 01 0 0 449432 PUTNAM PREMIER INCOME TRUST COMMON 746853100 95 14507 SH DEFINED 01 14507 0 0 PUTNAM MASTER INTERMEDIATE COMMON 746909100 679 100899 SH DEFINED 01 100899 0 0 ***QLT INC COMMON 746927102 203 12220 SH DEFINED 01 12220 0 0 ***Q ENTERTAINMENT INC COMMON 746937101 1 126800 SH DEFINED 01 126800 0 0 QLOGIC CORP COMMON 747277101 2501 84467 SH DEFINED 01 84467 0 0 QSOUND LABS INC COMMON 74728C307 65 14000 SH DEFINED 01 0 0 14000 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 162012 4149900 SH DEFINED 01 0 0 4149900 QUALCOMM INC COMMON 747525103 32222 825383 SH DEFINED 01 825383 0 0 QUALITY PRODUCTS INC NEW COMMON 747578409 40 27000 SH DEFINED 01 27000 0 0 QUANTA SERVICES INC COMMON 74762E102 240 39707 SH DEFINED 01 39707 0 0 QUANEX CORP COMMON 747620102 576 11243 SH DEFINED 01 11243 0 0 QUANTUM CORP DSSG COM COMMON 747906204 146 62483 SH DEFINED 01 0 0 62483 ***QUESTEC INC COMMON 747936102 0 15000 SH DEFINED 01 15000 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 4130 46818 SH DEFINED 01 46818 0 0 QUEST SOFTWARE INC COMMON 74834T103 407 36642 SH DEFINED 01 36642 0 0 QUESTAR CORP COMMON 748356102 1047 22872 SH DEFINED 01 22872 0 0 QUICKSILVER RESOURCES INC COMMON 74837R104 248 7616 SH DEFINED 01 7616 0 0 QUIKSILVER INC COMMON 74838C106 225 8854 SH DEFINED 01 8854 0 0 QUIDEL CORP COMMON 74838J101 81 18000 SH DEFINED 01 0 0 18000 QUINTUS CORP COMMON 748798105 16 12966 SH DEFINED 01 12966 0 0 QWEST COMMUNICATIONS COMMON 749121109 1090 325124 SH DEFINED 01 0 0 325124 ***R&G FINANCIAL CORP-CL B COMMON 749136107 375 9716 SH DEFINED 01 9716 0 0 RC2 CORPORATION COMMON 749388104 403 12267 SH DEFINED 01 12267 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 943 19123 SH DEFINED 01 19123 0 0 RLI CORP COMMON 749607107 653 17404 SH DEFINED 01 17404 0 0 RLI INC COMMON 74961D103 0 50000 SH DEFINED 01 50000 0 0 RPM INTERNATIONAL INC COMMON 749685103 667 37798 SH DEFINED 01 37798 0 0 RSA SECURITY INC COMMON 749719100 680 35248 SH DEFINED 01 35248 0 0 RF MICRO DEVICES INC COMMON 749941100 97 15400 SH DEFINED 01 0 0 15400 RF MICRO DEVICES INC COMMON 749941100 1750 276128 SH DEFINED 01 276128 0 0 RADIAN GROUP INC COMMON 750236101 8469 181393 SH DEFINED 01 0 0 181393 RADIAN GROUP INC CBONDCNV 750236AF8 5223 5210000 SH DEFINED 01 5210000 0 0 RADIATION THERAPY SERVICES COMMON 750323206 151 13341 SH DEFINED 01 13341 0 0 RADIOSHACK CORP COMMON 750438103 1633 51977 SH DEFINED 01 0 0 51977 RADISYS CORP COMMON 750459109 172 12376 SH DEFINED 01 12376 0 0 RAGEN CORP COMMON 750633109 0 21304 SH DEFINED 01 21304 0 0 RAILAMERICA INC COMMON 750753105 196 17775 SH DEFINED 01 17775 0 0 RAMBUS INC COMMON 750917106 3279 209043 SH DEFINED 01 209043 0 0 RALCORP HOLDINGS INC NEW COMMON 751028101 359 8764 SH DEFINED 01 0 0 8764 RARE HOSPITALITY INTERNATIONAL COMMON 753820109 342 12863 SH DEFINED 01 12863 0 0 RAYMOND JAMES FINANCIAL INC COMMON 754730109 2780 115292 SH DEFINED 01 0 0 115292 RAYMOND JAMES FINANCIAL INC COMMON 754730109 1048 43460 SH DEFINED 01 43460 0 0 RAYONIER INC COMMON 754907103 3147 69574 SH DEFINED 01 69574 0 0 RAYOVAC CORP COMMON 755081106 515 19577 SH DEFINED 01 19577 0 0 RAYTHEON CO COMMON 755111507 451 11900 SH DEFINED 01 0 0 11900 RAYTHEON CO COMMON 755111507 10515 276874 SH DEFINED 01 276874 0 0 READERS DIGEST ASSOCIATION INC CLASS 755267101 897 61529 SH DEFINED 01 61529 0 0 REALNETWORKS INC COMMON 75605L104 79 16918 SH DEFINED 01 0 0 16918 REALNETWORKS INC COMMON 75605L104 5 1037 SH DEFINED 01 1037 0 0 REALTY EQUITIES CORPORATION OF COMMON 756095105 0 36830 SH DEFINED 01 36830 0 0 REALTY INCOME CORP REIT 756109104 345 7677 SH DEFINED 01 7677 0 0 RED HAT INC COMMON 756577102 1804 147424 SH DEFINED 01 147424 0 0 RED HAT INC CBONDCNV 756577AB8 2200 2500000 SH DEFINED 01 2500000 0 0 REDWOOD TRUST INC REIT 758075402 1452 23262 SH DEFINED 01 23262 0 0 REEBOK INTERNATIONAL LTD COMMON 758110100 2468 67213 SH DEFINED 01 67213 0 0 REGAL COMMUNICATIONS CORP NEW COMMON 758756308 0 141098 SH DEFINED 01 141098 0 0 REGAL ENTERTAINMENT GROUP COMMON 758766109 1309 68577 SH DEFINED 01 68577 0 0 REGENCY CENTERS CORP COMMON 758849103 473 10184 SH DEFINED 01 10184 0 0 REGENERATION TECHNOLOGIES INC. COMMON 75886N100 12888 1615085 SH DEFINED 01 1615085 0 0 REGENERX BIOPHARMACEUTICALS COMMON 75886X108 70 40200 SH DEFINED 01 40200 0 0 RELIABLE INDUSTRIES INC COMMON 758911101 0 10000 SH DEFINED 01 10000 0 0 REGIS CORPORATION COMMON 758932107 805 20018 SH DEFINED 01 20018 0 0 REGIONAL BK HOLDRS TR COMMON 75902E100 124160 928577 SH DEFINED 01 928577 0 0 REGIONS FINANCIAL CORP COMMON 7591EP100 3643 110196 SH DEFINED 01 110196 0 0 REINSURANCE GROUP OF AMERICA COMMON 759351109 9762 236951 SH DEFINED 01 236951 0 0 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 738 18607 SH DEFINED 01 18607 0 0 RELIANT ENERGY INC COMMON 75952B105 2564 274891 SH DEFINED 01 274891 0 0 REMINGTON OIL & GAS CORP COMMON 759594302 220 8387 SH DEFINED 01 8387 0 0 RENAL CARE GROUP INC COMMON 759930100 903 28038 SH DEFINED 01 28038 0 0 RENT A CENTER INC-NEW COMMON 76009N100 641 24742 SH DEFINED 01 0 0 24742 REPUBLIC SERVICES INC COMMON 760759100 2955 99317 SH DEFINED 01 0 0 99317 REPUBLIC SERVICES INC COMMON 760759100 3019 101454 SH DEFINED 01 101454 0 0 ***ARENAGOLD RESOURCES INC COMMON 760974105 2 33072 SH DEFINED 01 33072 0 0 ***RESEARCH IN MOTION LTD COMMON 760975102 5140 67085 SH DEFINED 01 0 0 67085 RESMED INC COMMON 761152107 782 16429 SH DEFINED 01 16429 0 0 RETAIL HOLDRS TR COMMON 76127U101 315497 3459026 SH DEFINED 01 3459026 0 0 RETEK INC COMMON 76128Q109 117 25819 SH DEFINED 01 25819 0 0 REVLON INC-CL A CLASS 761525500 44 17711 SH DEFINED 01 17711 0 0 REWARDS NETWORK INC COMMON 761557107 75 11330 SH DEFINED 01 11330 0 0 REYNOLDS & REYNOLDS CO-CL A COMMON 761695105 701 28443 SH DEFINED 01 28443 0 0 REYNOLDS AMERICAN INC COMMON 761713106 2339 34384 SH DEFINED 01 34384 0 0 REXON INC COMMON 761901107 35 230239 SH DEFINED 01 230239 0 0 ***RHODIA ADR 762397107 186 125000 SH DEFINED 01 125000 0 0 RHYTHMS NETCONNECTIONS INC COMMON 762430205 0 61800 SH DEFINED 01 61800 0 0 RIGHTNOW TECHNOLOGIES INC COMMON 76657R106 201 16120 SH DEFINED 01 16120 0 0 ***RIO TINTO PLC ADR 767204100 1520 13489 SH DEFINED 01 0 0 13489 ***RIO TINTO PLC ADR 767204100 3253 29946 SH DEFINED 01 29946 0 0 RITE AID CORP COMMON 767754104 363 102391 SH DEFINED 01 0 0 102391 RIVERSTONE NETWORKS INC COMMON 769320102 18 19393 SH DEFINED 01 0 0 19393 ROBERT HALF INTERNATIONAL INC COMMON 770323103 941 36537 SH DEFINED 01 36537 0 0 ROCKWELL AUTOMATION INC COMMON 773903109 1961 50682 SH DEFINED 01 50682 0 0 ROCKWELL COLLINS INC COMMON 774341101 2858 76953 SH DEFINED 01 76953 0 0 ***RODDY RESOURCES INC COMMON 774852107 0 25000 SH DEFINED 01 25000 0 0 ROHM & HAAS CO COMMON 775371107 2946 68570 SH DEFINED 01 68570 0 0 ROLLINS INC COMMON 775711104 465 19173 SH DEFINED 01 19173 0 0 ROSS STORES INC COMMON 778296103 1738 74164 SH DEFINED 01 74164 0 0 ROUSE CO COMMON 779273101 4256 63647 SH DEFINED 01 63647 0 0 ROWAN COMPANIES INC COMMON 779382100 90557 3430201 SH DEFINED 01 3430201 0 0 ***ROYAL BK SCOTLAND GROUP PLC PREFERED 780097796 798 31600 SH DEFINED 01 31600 0 0 ***ROYAL BANK OF SCOTLAND GRP PREFERED 780097804 274 10000 SH DEFINED 01 0 0 10000 ***ROYAL BK SCOTLAND GRP PLC PREFERED 780097820 396 14300 SH DEFINED 01 0 0 14300 ***ROYAL BANK SCOTLAND GRP PREFERED 780097879 1515 60000 SH DEFINED 01 0 0 60000 ***ROYAL BANK SCOTLAND GRP PREFERED 780097879 227 9000 SH DEFINED 01 9000 0 0 ***ROYAL BK OF SCOTLND GRP PLC ADR 780097853 255 10000 SH DEFINED 01 10000 0 0 ROYAL CARIBEAN CRUISES LTD CBONDCNV 780153AK8 20 40000 SH DEFINED 01 40000 0 0 ***ROYAL DUTCH PETROLEUM CO ADR 780257804 362 7030 SH DEFINED 01 0 0 7030 ***ROYAL DUTCH PETROLEUM CO ADR 780257804 4660 90327 SH DEFINED 01 90327 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 489 16893 SH DEFINED 01 0 0 16893 RUDDICK CORP COMMON 781258108 550 28006 SH DEFINED 01 28006 0 0 ***RYANAIR HOLDINGS PLC ADR 783513104 326 11193 SH DEFINED 01 11193 0 0 RYDER SYSTEM INC COMMON 783549108 1272 27061 SH DEFINED 01 27061 0 0 RYLAND GROUP INC COMMON 783764103 7015 75712 SH DEFINED 01 75712 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 2115 81505 SH DEFINED 01 0 0 81505 SBC COMMUNICATIONS INC COMMON 78387G103 29938 1153712 SH DEFINED 01 1153712 0 0 SBT CORP COMMON 783877103 0 16727 SH DEFINED 01 16727 0 0 SBA COMMUNICATIONS CORP COMMON 78388J106 92 13170 SH DEFINED 01 13170 0 0 SCI SYSTEMS INC CBONDCNV 783890AF3 286 305000 SH DEFINED 01 305000 0 0 SCP POOL CORP COMMON 784028102 246 9203 SH DEFINED 01 9203 0 0 SEI INVESTMENTS CO COMMON 784117103 959 28492 SH DEFINED 01 28492 0 0 SFE TECHNOLOGIES COMMON 784125106 0 348935 SH DEFINED 01 348935 0 0 ***SK TELECOM CO LTD ADR 78440P108 390 20064 SH DEFINED 01 20064 0 0 SL GREEN REALTY CORP COMMON 78440X101 2319 44779 SH DEFINED 01 0 0 44779 SL GREEN REALTY CORP COMMON 78440X101 1749 33762 SH DEFINED 01 33762 0 0 SLM CORPORATION COMMON 78442P106 12572 281887 SH DEFINED 01 281887 0 0 SLM CORP CBONDCNV 78442PAB2 15901 16000000 SH DEFINED 01 16000000 0 0 STANDARD & POORS DEPOSITARY COMMON 78462F103 36221 324101 SH DEFINED 01 0 0 324101 STANDARD & POORS DEPOSITARY COMMON 78462F103 344688 3084183 SH DEFINED 01 3084183 0 0 SPX CORP COMMON 784635104 794 21432 SH DEFINED 01 0 0 21432 SRA INTERNATIONAL INC COMMON 78464R105 293 5701 SH DEFINED 01 5701 0 0 SWLG CORP COMMON 785020108 0 10000 SH DEFINED 01 10000 0 0 SABRE HOLDINGS CORP CL A COMMON 785905100 512 20893 SH DEFINED 01 20893 0 0 SAFECO CORP COMMON 786429100 2067 45286 SH DEFINED 01 45286 0 0 SAFEGUARD SCIENTIFICS INC COMMON 786449108 38 20521 SH DEFINED 01 20521 0 0 SAFEWAY INC COMMON 786514208 1579 80188 SH DEFINED 01 0 0 80188 ST JOE CO COMMON 790148100 5443 113948 SH DEFINED 01 113948 0 0 ST JUDE MEDICAL INC COMMON 790849103 4759 63127 SH DEFINED 01 0 0 63127 ST MARY LAND & EXPLORATION CO COMMON 792228108 1277 32092 SH DEFINED 01 32092 0 0 ST PAUL TRAVELERS COMPANIES COMMON 792860108 15270 461627 SH DEFINED 01 0 0 461627 SAKS INC COMMON 79377W108 1774 147268 SH DEFINED 01 147268 0 0 SALESFORCE.COM INC COMMON 79466L302 745 47726 SH DEFINED 01 47726 0 0 SANDERSON FARMS INC COMMON 800013104 266 7976 SH DEFINED 01 7976 0 0 ***SANDISK CORP COMMON 80004C101 7211 247640 SH DEFINED 01 247640 0 0 SANMINA-SCI CORP COMMON 800907107 2005 284527 SH DEFINED 01 0 0 284527 SANMINA-SCI CORP COMMON 800907107 3516 498757 SH DEFINED 01 498757 0 0 SANI-TECH INDUSTRIES INC COMMON 801017104 0 10000 SH DEFINED 01 10000 0 0 ***SANOFI AVENTIS ADR 80105N105 232 6341 SH DEFINED 01 6341 0 0 SANSKI ENTERPRISES INC. COMMON 801052101 0 80000 SH DEFINED 01 80000 0 0 SANTARUS INC COMMON 802817304 1629 179643 SH DEFINED 01 179643 0 0 SAPIENT CORP COMMON 803062108 76 10082 SH DEFINED 01 10082 0 0 ***SAPPI LTD ADR 803069202 729 43166 SH DEFINED 01 0 0 43166 SARA LEE CORP COMMON 803111103 5654 247367 SH DEFINED 01 247367 0 0 SCANA CORPORATION NEW COMMON 80589M102 2052 54969 SH DEFINED 01 54969 0 0 SCANSOFT INC COMMON 80603P107 55 11034 SH DEFINED 01 0 0 11034 HENRY SCHEIN INC COMMON 806407102 1319 21178 SH DEFINED 01 21178 0 0 ***SCHERING A G ADR 806585204 256 4081 SH DEFINED 01 4081 0 0 SCHERING PLOUGH CORP COMMON 806605101 1794 94152 SH DEFINED 01 0 0 94152 SCHERING PLOUGH CORP COMMON 806605101 13946 731722 SH DEFINED 01 731722 0 0 ***SCHLUMBERGER LTD COMMON 806857108 969 14410 SH DEFINED 01 0 0 14410 ***SCHLUMBERGER LTD COMMON 806857108 10786 160248 SH DEFINED 01 160248 0 0 SCHLUMBERGER LTD CBONDCNV 806857AD0 6987 6500000 SH DEFINED 01 6500000 0 0 SCHOLASTIC CORP COMMON 807066105 2434 78818 SH DEFINED 01 0 0 78818 SCHOLASTIC CORP COMMON 807066105 1370 44377 SH DEFINED 01 44377 0 0 SCHOOL SPECIALTY INC COMMON 807863105 1035 26280 SH DEFINED 01 0 0 26280 SCHOOL SPECIALTY INC COMMON 807863105 271 6894 SH DEFINED 01 6894 0 0 CHARLES SCHWAB CORP NEW COMMON 808513105 6027 655914 SH DEFINED 01 655914 0 0 SCIENTIFIC ATLANTA INC COMMON 808655104 960 35071 SH DEFINED 01 0 0 35071 SCIENTIFIC GAMES CORP COMMON 80874P109 348 18258 SH DEFINED 01 18258 0 0 SCION PHARMACEUTICALS INC COMMON 808990212 0 1873248 SH DEFINED 01 1873248 0 0 SCOTTS CO-CL A CLASS 810186106 2608 40669 SH DEFINED 01 0 0 40669 SCOTTS CO-CL A CLASS 810186106 1697 26455 SH DEFINED 01 26455 0 0 E W SCRIPPS CO NEW-CL A CLASS 811054204 1041 21797 SH DEFINED 01 21797 0 0 SCRIPTEL HOLDING INC COMMON 811075100 0 10000 SH DEFINED 01 10000 0 0 SEACHANGE INTERNATIONAL INC COMMON 811699107 487 30481 SH DEFINED 01 30481 0 0 SEAGATE TECHNOLOGY INC COMMON 811804988 70 708210 SH DEFINED 01 708210 0 0 SEACOR HOLDINGS INC COMMON 811904101 955 18633 SH DEFINED 01 0 0 18633 SEALED AIR CORP NEW COMMON 81211K100 2853 61555 SH DEFINED 01 61555 0 0 SEARS ROEBUCK & CO COMMON 812387108 5593 140359 SH DEFINED 01 140359 0 0 SECOND NATIONAL BANCORPORATION COMMON 813192101 0 151645 SH DEFINED 01 151645 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y209 14722 505686 SH DEFINED 01 0 0 505686 SECTOR SPDR TRUST COMMON 81369Y308 8239 372821 SH DEFINED 01 0 0 372821 SELECT SECTOR SPDR FUND COMMON 81369Y407 684 21937 SH DEFINED 01 0 0 21937 SELECT SECTOR SPDR FUND COMMON 81369Y407 23933 767110 SH DEFINED 01 767110 0 0 SECTOR SPDR TRUST COMMON 81369Y506 810 23150 SH DEFINED 01 0 0 23150 SECTOR SPDR TRUST COMMON 81369Y506 80425 2297879 SH DEFINED 01 2297879 0 0 SECTOR SPDR TRUST COMMON 81369Y605 341 11982 SH DEFINED 01 0 0 11982 SECTOR SPDR TRUST COMMON 81369Y605 167498 5885407 SH DEFINED 01 5885407 0 0 SECTOR SPDR TRUST COMMON 81369Y704 12490 440434 SH DEFINED 01 440434 0 0 SECTOR SPDR TRUST COMMON 81369Y803 650 34000 SH DEFINED 01 0 0 34000 SECTOR SPDR TRUST COMMON 81369Y803 5666 296379 SH DEFINED 01 296379 0 0 SELECT SECTOR SPDR AMEX COMMON 81369Y886 11240 448741 SH DEFINED 01 448741 0 0 SEITEL INC COMMON 816074405 146 148150 SH DEFINED 01 148150 0 0 SELECT COMFORT CORP COMMON 81616X103 258 14200 SH DEFINED 01 14200 0 0 SELECT MED CORP COMMON 816196109 198 13331 SH DEFINED 01 0 0 13331 SELECTIVE INSURANCE GROUP INC COMMON 816300107 283 7616 SH DEFINED 01 7616 0 0 SEMICONDUCTOR HOLDRS TR COMMON 816636203 1099 36400 SH DEFINED 01 0 0 36400 SEMICONDUCTOR HOLDRS TR COMMON 816636203 113960 3773538 SH DEFINED 01 3773538 0 0 SEMTECH CORP COMMON 816850101 1887 98461 SH DEFINED 01 98461 0 0 SEMPRA ENERGY COMMON 816851109 4374 120884 SH DEFINED 01 120884 0 0 ***SENNEN RESOURCES LTD COMMON 816921100 1 15000 SH DEFINED 01 15000 0 0 SENIOR HSG PPTYS TR COMMON 81721M109 246 13768 SH DEFINED 01 0 0 13768 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 806 37256 SH DEFINED 01 37256 0 0 SENSYTECH INC COMMON 81726S101 450 16100 SH DEFINED 01 16100 0 0 SEPRACOR INC COMMON 817315104 10931 224088 SH DEFINED 01 224088 0 0 SEQUA CORP-CL A CLASS 817320104 214 4116 SH DEFINED 01 4116 0 0 SEQUENOM INC COMMON 817337108 16 17615 SH DEFINED 01 17615 0 0 SEROLOGICALS CORP COMMON 817523103 2750 117904 SH DEFINED 01 0 0 117904 SEROLOGICALS CORP COMMON 817523103 668 28634 SH DEFINED 01 28634 0 0 SERVICE CORP INTERNATIONAL COMMON 817565104 773 124501 SH DEFINED 01 0 0 124501 SERVICEMASTER CO (THE) COMMON 81760N109 397 30902 SH DEFINED 01 30902 0 0 SHAMAN PHARMACEUTICALS INC COMMON 819319500 0 12002 SH DEFINED 01 12002 0 0 SHAW GROUP INC COMMON 820280105 1214 101228 SH DEFINED 01 101228 0 0 ***SHELL TRANSPORT & TRADING ADR 822703609 358 6746 SH DEFINED 01 0 0 6746 SHERWIN WILLIAMS CO COMMON 824348106 2037 46349 SH DEFINED 01 46349 0 0 ***SHIRE PHARMACEUTICALS GROUP ADR 82481R106 450 15726 SH DEFINED 01 15726 0 0 SHUFFLE MASTER INC COMMON 825549108 378 10091 SH DEFINED 01 10091 0 0 SIEBEL SYSTEMS INC COMMON 826170102 1700 225505 SH DEFINED 01 225505 0 0 ***SIEMENS A G ADR 826197501 403 5474 SH DEFINED 01 5474 0 0 SIERRA HEALTH SERVICES INC COMMON 826322109 2725 56862 SH DEFINED 01 56862 0 0 SIERRA PACIFIC RESOURCES NEW COMMON 826428104 508 56826 SH DEFINED 01 56826 0 0 SIERRA PACIFIC RESOURCES CBONDCNV 826428AF1 3271 1500000 SH DEFINED 01 1500000 0 0 SIGMA-ALDRICH CORP COMMON 826552101 2172 35735 SH DEFINED 01 35735 0 0 SILICON LABORATORIES INC COMMON 826919102 1753 52991 SH DEFINED 01 52991 0 0 SILGAN HOLDINGS INC COMMON 827048109 660 14257 SH DEFINED 01 14257 0 0 SILICON GRAPHICS INC COMMON 827056102 62 38807 SH DEFINED 01 0 0 38807 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 139 19471 SH DEFINED 01 0 0 19471 SILICON VALLEY BANCSHARES COMMON 827064106 878 23631 SH DEFINED 01 23631 0 0 ***SILICONWARE PRECISION INDS ADR 827084864 157 46700 SH DEFINED 01 46700 0 0 ***SILVER PEAK RESOURCES LTD COMMON 827905100 0 13998 SH DEFINED 01 13998 0 0 SIMON PROPERTY GROUP INC REIT 828806109 3128 58338 SH DEFINED 01 58338 0 0 SIMPLETECH INC COMMON 828823104 190 43079 SH DEFINED 01 0 0 43079 SIMPSON MANUFACTURING CO INC COMMON 829073105 523 8290 SH DEFINED 01 8290 0 0 SINCLAIR BROADCAST GROUP INC COMMON 829226109 1602 219574 SH DEFINED 01 0 0 219574 SINCLAIR BROADCAST GROUP INC COMMON 829226109 1692 231843 SH DEFINED 01 231843 0 0 SINGING MACHINE CO INC NEW COMMON 829322304 5 10000 SH DEFINED 01 10000 0 0 SIRIUS SATELLITE RADIO INC COMMON 82966U103 177 55500 SH DEFINED 01 0 0 55500 SIRIUS SATELLITE RADIO INC COMMON 82966U103 366 114674 SH DEFINED 01 114674 0 0 SITEL CORP COMMON 82980K107 1557 721092 SH DEFINED 01 721092 0 0 SIX FLAGS INC COMMON 83001P109 231 42630 SH DEFINED 01 42630 0 0 SIZELER PROPERTY INVESTORS INC REIT 830137105 280 30200 SH DEFINED 01 30200 0 0 SKOLNIKS INC NEW COMMON 830798401 0 32209 SH DEFINED 01 32209 0 0 SKY FINANCIAL GROUP INC COMMON 83080P103 331 13264 SH DEFINED 01 13264 0 0 SKYWEST INC COMMON 830879102 326 21715 SH DEFINED 01 21715 0 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 424 40466 SH DEFINED 01 0 0 40466 SMARTDISK CORPORATION COMMON 83169Q105 37 198100 SH DEFINED 01 198100 0 0 ***SMITH & NEPHEW P L C ADR 83175M205 250 5405 SH DEFINED 01 5405 0 0 SMITH CORONA CORP COMMON 831858105 1 12300 SH DEFINED 01 12300 0 0 A O SMITH CORP COMMON 831865209 257 10591 SH DEFINED 01 10591 0 0 SMITH INTERNATIONAL INC COMMON 832110100 3097 51004 SH DEFINED 01 51004 0 0 SMITHFIELD FOODS INC COMMON 832248108 1058 42331 SH DEFINED 01 42331 0 0 SMUCKER J M COMPANY COMMON 832696405 1509 33978 SH DEFINED 01 0 0 33978 SMURFIT-STONE CONTAINER CORP COMMON 832727101 987 49852 SH DEFINED 01 0 0 49852 SNAP-ON INC COMMON 833034101 2285 82938 SH DEFINED 01 0 0 82938 SNAP-ON INC COMMON 833034101 1080 39195 SH DEFINED 01 39195 0 0 SOFTBRANDS INC COMMON 83402A107 13 12111 SH DEFINED 01 12111 0 0 SOFTWARE HOLDRS TRUST COMMON 83404B103 14175 406557 SH DEFINED 01 0 0 406557 SOLAR FINANCIAL SERVICES INC COMMON 83414F201 0 47800 SH DEFINED 01 47800 0 0 SOLECTRON CORP COMMON 834182107 115 23300 SH DEFINED 01 0 0 23300 SOLECTRON CORP COMMON 834182107 1379 278777 SH DEFINED 01 278777 0 0 SOLO SERVE CORP NEW COMMON 834263204 0 46030 SH DEFINED 01 46030 0 0 ***SOLOMON RESOURCES LTD COMMON 83427D102 1 15000 SH DEFINED 01 15000 0 0 SOLUTIA INC COMMON 834376105 2 10000 SH DEFINED 01 10000 0 0 SONIC AUTOMOTIVE INC-CL A CLASS 83545G102 6426 320506 SH DEFINED 01 320506 0 0 SONIC CORP COMMON 835451105 2048 79907 SH DEFINED 01 0 0 79907 SONIC CORP COMMON 835451105 974 38030 SH DEFINED 01 38030 0 0 SONICBLUE INC COMMON 83546Q109 0 13419 SH DEFINED 01 13419 0 0 SONIC SOLUTIONS COMMON 835460106 462 28310 SH DEFINED 01 28310 0 0 SONICWALL INC COMMON 835470105 170 25170 SH DEFINED 01 25170 0 0 SONOCO PRODUCTS CO COMMON 835495102 2199 83176 SH DEFINED 01 83176 0 0 ***SONY CORP-ADR NEW ADR 835699307 7055 204950 SH DEFINED 01 0 0 204950 SOTHEBYS HOLDINGS INC-CL A CLASS 835898107 349 21519 SH DEFINED 01 0 0 21519 SONUS NETWORKS INC COMMON 835916107 521 91703 SH DEFINED 01 0 0 91703 SONUS NETWORKS INC COMMON 835916107 1408 250000 SH DEFINED 01 250000 0 0 SOURCE MEDIA INC NEW COMMON 836153304 0 20000 SH DEFINED 01 20000 0 0 SOUTHERN CO COMMON 842587107 7231 241207 SH DEFINED 01 241207 0 0 SOUTHMARK CORP NEW COMMON 844544809 0 40274 SH DEFINED 01 0 0 40274 SOUTHTRUST CORP COMMON 844730101 8302 199285 SH DEFINED 01 199285 0 0 SOUTHWEST AIRLINES CO COMMON 844741108 2677 191042 SH DEFINED 01 0 0 191042 SOUTHWEST BANCORPORATION OF COMMON 84476R109 421 20924 SH DEFINED 01 20924 0 0 SOUTHWEST GAS CORP COMMON 844895102 219 9152 SH DEFINED 01 9152 0 0 SOUTHWESTERN ENERGY CO COMMON 845467109 841 20042 SH DEFINED 01 20042 0 0 SOVEREIGN BANCORP INC COMMON 845905108 2612 115748 SH DEFINED 01 0 0 115748 SPANISH BROADCASTING SYSTEM COMMON 846425882 2999 300847 SH DEFINED 01 0 0 300847 SPECTRASITE INC COMMON 84761M104 638 11728 SH DEFINED 01 0 0 11728 SPHERION CORP COMMON 848420105 239 30647 SH DEFINED 01 30647 0 0 SPINNAKER EXPL CO COMMON 84855W109 208 5939 SH DEFINED 01 5939 0 0 SPIRIT FINANCE CORPORATION COMMON 848568200 0 10000 SH DEFINED 01 10000 0 0 SPORT OF KINGS INC COMMON 848917100 0 140090 SH DEFINED 01 140090 0 0 SPORTSTOWN INC COMMON 849198106 17 110705 SH DEFINED 01 110705 0 0 SPRINT CORP COMMON 852061100 37683 1871824 SH DEFINED 01 0 0 1871824 STAGE STORES INC COMMON 85254C305 422 12263 SH DEFINED 01 0 0 12263 STANCORP FINL GROUP INC COMMON 852891100 563 7917 SH DEFINED 01 7917 0 0 STANDARD FEDERAL SAVINGS & COMMON 853390102 0 95450 SH DEFINED 01 95450 0 0 STANDARD MOTOR PRODUCTS INC COMMON 853666105 191 12675 SH DEFINED 01 12675 0 0 STANDARD PACIFIC CORP NEW COMMON 85375C101 3866 68585 SH DEFINED 01 0 0 68585 STANDARD PACIFIC CORP NEW COMMON 85375C101 1175 20858 SH DEFINED 01 20858 0 0 STANLEY WORKS COMMON 854616109 653 15363 SH DEFINED 01 15363 0 0 STAPLES INC COMMON 855030102 16680 559378 SH DEFINED 01 559378 0 0 STAR SCIENTIFIC INC COMMON 85517P101 119 20124 SH DEFINED 01 20124 0 0 STAR WORLD PRODUCTIONS INC COMMON 855196101 0 235000 SH DEFINED 01 235000 0 0 STARBUCKS CORP COMMON 855244109 8925 195091 SH DEFINED 01 0 0 195091 STARS TO GO INC COMMON 855682100 10 107087 SH DEFINED 01 107087 0 0 STARWOOD HOTELS & RESORTS REIT 85590A203 3257 70172 SH DEFINED 01 70172 0 0 STATE STREET CORP COMMON 857477103 11609 271830 SH DEFINED 01 271830 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 ***STATS CHIPPAC LTD ADR 85771T104 62 10401 SH DEFINED 01 10401 0 0 STEAK N SHAKE CO COMMON 857873103 313 18373 SH DEFINED 01 18373 0 0 STEEL DYNAMICS INC COMMON 858119100 294 7621 SH DEFINED 01 7621 0 0 ***STELCO INC-CONV SER A CLASS 858525108 543 500000 SH DEFINED 01 500000 0 0 STERLING BANCSHARES INC COMMON 858907108 148 11059 SH DEFINED 01 11059 0 0 STERICYCLE INC COMMON 858912108 980 21356 SH DEFINED 01 21356 0 0 STERIS CORP COMMON 859152100 993 45295 SH DEFINED 01 45295 0 0 STEREOTAXIS INC COMMON 85916J102 137 14118 SH DEFINED 01 14118 0 0 STERLING FINANCIAL CORP-WASH COMMON 859319105 265 7535 SH DEFINED 01 7535 0 0 STEWART ENTERPRISES INC-CL A CLASS 860370105 113 16296 SH DEFINED 01 16296 0 0 STILLWATER MINING CO COMMON 86074Q102 336 20717 SH DEFINED 01 0 0 20717 STONE & WEBSTER INC COMMON 861ESC994 0 757200 SH DEFINED 01 757200 0 0 ***STMICROELECTRONICS N V ADR 861012102 14844 859030 SH DEFINED 01 859030 0 0 STOCKERYALE INC COMMON 86126T203 11 10000 SH DEFINED 01 10000 0 0 STORAGE TECHNOLOGY CORP NEW COMMON 862111200 1149 45506 SH DEFINED 01 45506 0 0 STOTLER GROUP INC COMMON 862280104 0 39165 SH DEFINED 01 39165 0 0 STRATEGIC HOTEL CAPITAL INC COMMON 86272T106 894 66195 SH DEFINED 01 66195 0 0 STRAYER EDUCATION INC COMMON 863236105 1957 17024 SH DEFINED 01 17024 0 0 STREETTRACKS SER TR COMMON 86330E604 3235 19650 SH DEFINED 01 19650 0 0 STREETTRACKS SER TR COMMON 86330E703 1109 25000 SH DEFINED 01 25000 0 0 STREETTRACKS INDEX SHS FDS COMMON 863308201 20065 590000 SH DEFINED 01 590000 0 0 STROUDS INC COMMON 863451100 0 10000 SH DEFINED 01 10000 0 0 STRYKER CORP COMMON 863667101 5828 121222 SH DEFINED 01 121222 0 0 STUDENT LOAN CORP COMMON 863902102 1747 12328 SH DEFINED 01 0 0 12328 STUDENT LOAN CORP COMMON 863902102 307 2167 SH DEFINED 01 2167 0 0 SUMMA MEDICAL CORP NEW COMMON 865629406 0 10000 SH DEFINED 01 10000 0 0 SUN COMMUNITIES INC REIT 866674104 301 7706 SH DEFINED 01 7706 0 0 SUN MICROSYSTEMS INC COMMON 866810104 117 28999 SH DEFINED 01 0 0 28999 SUN MICROSYSTEMS INC COMMON 866810104 5846 1447143 SH DEFINED 01 1447143 0 0 SUN STATE SVGS & LN ASSN-ARIZ COMMON 866876105 0 130218 SH DEFINED 01 130218 0 0 SUN HEALTHCARE GROUP INC COMMON 866933401 108 13500 SH DEFINED 01 13500 0 0 ***SUNCOR ENERGY INC COMMON 867229106 18712 582082 SH DEFINED 01 0 0 582082 SUNGARD DATA SYSTEMS INC COMMON 867363103 1035 43352 SH DEFINED 01 0 0 43352 SUNOCO INC COMMON 86764P109 3201 43274 SH DEFINED 01 43274 0 0 SUNRISE SENIOR LIVING INC COMMON 86768K106 588 16760 SH DEFINED 01 16760 0 0 SUNTERRA CORPORATION COMMON 86787D208 128 13524 SH DEFINED 01 13524 0 0 SUNRISE SVGS & LOAN ASSN FLA COMMON 867903106 2 11680 SH DEFINED 01 11680 0 0 SUNTRUST BANKS INC COMMON 867914103 14315 203318 SH DEFINED 01 203318 0 0 SUPERCOMPUTING SOLUTIONS INC COMMON 868047101 0 80290 SH DEFINED 01 80290 0 0 SUPERGEN INC COMMON 868059106 138 18397 SH DEFINED 01 0 0 18397 SUPERIOR INDUSTRIES INTL INC COMMON 868168105 429 14334 SH DEFINED 01 14334 0 0 SUPERVALU INC COMMON 868536103 921 33446 SH DEFINED 01 33446 0 0 SUPERVALUE INC CBONDCNV 868536AP8 1396 4281000 SH DEFINED 01 4281000 0 0 SUPPORTSOFT INC COMMON 868587106 246 25329 SH DEFINED 01 25329 0 0 SUSQUEHANNA BANCSHARES INC-PA COMMON 869099101 341 13899 SH DEFINED 01 13899 0 0 SWIFT ENERGY CO COMMON 870738101 2887 120520 SH DEFINED 01 0 0 120520 SWIFT ENERGY CO COMMON 870738101 601 25110 SH DEFINED 01 25110 0 0 SWIFT TRANSPORTATION CO INC COMMON 870756103 2159 128376 SH DEFINED 01 128376 0 0 SYBASE INC COMMON 871130100 481 34938 SH DEFINED 01 34938 0 0 SYCAMORE NETWORKS INC COMMON 871206108 177 46860 SH DEFINED 01 46860 0 0 SYCAMORE NETWORKS INC COMMON 871206108 922 244027 SH DEFINED 01 244027 0 0 SYKES ENTERPRISES INC COMMON 871237103 669 145922 SH DEFINED 01 145922 0 0 SYMANTEC CORP COMMON 871503108 16219 295545 SH DEFINED 01 295545 0 0 SYMBION INC COMMON 871504106 0 13400 SH DEFINED 01 13400 0 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 1427 112934 SH DEFINED 01 112934 0 0 SYN-TREK INC COMMON 871559100 0 25000 SH DEFINED 01 25000 0 0 SYNAPTICS INC COMMON 87157D109 274 13627 SH DEFINED 01 13627 0 0 ***SYNGENTA AG ADR 87160A100 201 10560 SH DEFINED 01 10560 0 0 SYNOPSYS INC COMMON 871607107 1201 75798 SH DEFINED 01 0 0 75798 SYNOVUS FINANCIAL CORP COMMON 87161C105 1946 74454 SH DEFINED 01 74454 0 0 SYNTROLEUM CORP COMMON 871630109 81 11661 SH DEFINED 01 11661 0 0 SYSCO CORP COMMON 871829107 3822 125757 SH DEFINED 01 0 0 125757 TCF FINANCIAL CORP COMMON 872275102 1087 35909 SH DEFINED 01 35909 0 0 TDX CORP COMMON 872363106 2 33000 SH DEFINED 01 33000 0 0 TECO ENERGY INC COMMON 872375100 721 53303 SH DEFINED 01 53303 0 0 THQ INC NEW COMMON 872443403 277 14250 SH DEFINED 01 0 0 14250 THQ INC NEW COMMON 872443403 261 13444 SH DEFINED 01 13444 0 0 TJX COMPANIES INC NEW COMMON 872540109 2633 119504 SH DEFINED 01 119504 0 0 TSL HOLDINGS INC COMMON 872918107 1 1390302 SH DEFINED 01 1390302 0 0 TNS INC COMMON 872960109 1096 56500 SH DEFINED 01 0 0 56500 TNS INC COMMON 872960109 4519 232943 SH DEFINED 01 232943 0 0 TVMAX HOLDINGS INC COMMON 87307X104 79 20760 SH DEFINED 01 20760 0 0 TXU CORP COMMON 873168108 29177 608882 SH DEFINED 01 608882 0 0 ***TXU CORP CBONDCNV 873168AE8 43842 27943000 SH DEFINED 01 27943000 0 0 ***TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 136 13842 SH DEFINED 01 0 0 13842 ***TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 2941 412018 SH DEFINED 01 412018 0 0 TAKE-TWO INTERACTIVE SOFTWARE COMMON 874054109 806 24540 SH DEFINED 01 24540 0 0 TALBOTS INC COMMON 874161102 227 9197 SH DEFINED 01 9197 0 0 ***TALISMAN ENERGY INC COMMON 87425E103 15797 609949 SH DEFINED 01 609949 0 0 TANGER FACTORY OUTLET CENTERS REIT 875465106 294 6574 SH DEFINED 01 6574 0 0 TANOX INC COMMON 87588Q109 308 18282 SH DEFINED 01 18282 0 0 TARGET CORP COMMON 87612E106 15800 348605 SH DEFINED 01 0 0 348605 TASER INTERNATIONAL INC COMMON 87651B104 975 25978 SH DEFINED 01 25978 0 0 TECH DATA CORP COMMON 878237106 615 15978 SH DEFINED 01 15978 0 0 TECHNE CORP COMMON 878377100 530 13891 SH DEFINED 01 13891 0 0 TECHNICAL OLYMPIC USA INC COMMON 878483106 288 10229 SH DEFINED 01 10229 0 0 TECUMSEH PRODUCTS CO-CL A CLASS 878895200 357 8534 SH DEFINED 01 8534 0 0 TEECO PROPERTIES LP COMMON 879002103 0 108310 SH DEFINED 01 108310 0 0 TEGAL CORP COMMON 879008100 20 16300 SH DEFINED 01 16300 0 0 TEKELEC INC COMMON 879101103 515 30626 SH DEFINED 01 0 0 30626 TEKTRONIX INC COMMON 879131100 821 24707 SH DEFINED 01 24707 0 0 ***TELECOM HOLDRS TR COMMON 87927P200 43300 1506114 SH DEFINED 01 1506114 0 0 TELEDYNE TECHNOLOGIES INC COMMON 879360105 268 10727 SH DEFINED 01 10727 0 0 TELEFLEX INC COMMON 879369106 532 12522 SH DEFINED 01 12522 0 0 *** TELEFONOS DE MEXICO SADE ADR 879403780 1018 31550 SH DEFINED 01 31550 0 0 ***TELEGUARD SYSTEMS INTL INC COMMON 87942E107 0 20000 SH DEFINED 01 20000 0 0 TELEPHONE & DATA SYSTEMS INC COMMON 879433100 1327 15769 SH DEFINED 01 15769 0 0 TELEWEST GLOBAL INC COMMON 87956T107 4612 396925 SH DEFINED 01 396925 0 0 TELIK INC COMMON 87959M109 258 11602 SH DEFINED 01 11602 0 0 TELLABS INC COMMON 879664100 3321 356434 SH DEFINED 01 0 0 356434 TEMPLE INLAND INC COMMON 879868107 2424 36100 SH DEFINED 01 36100 0 0 TELESPHERE COMMUNICATIONS INC COMMON 879908101 0 329507 SH DEFINED 01 329507 0 0 TEMPLETON DRAGON FUND INC COMMON 88018T101 361 12770 SH DEFINED 01 0 0 12770 TEMPUR PEDIC INTERNATIONAL INC COMMON 88023U101 4707 314016 SH DEFINED 01 314016 0 0 TENFOLD CORP COMMON 88033A103 5297 3924125 SH DEFINED 01 0 0 3924125 TENET HEALTHCARE CORP COMMON 88033G100 888 77250 SH DEFINED 01 0 0 77250 TENNIS LADY INC COMMON 880647102 0 18056 SH DEFINED 01 18056 0 0 TERADYNE INC COMMON 880770102 945 70563 SH DEFINED 01 70563 0 0 TERADYNE INC CBONDCNV 880770AD4 19 20000 SH DEFINED 01 20000 0 0 TEREX CORP NEW COMMON 880779103 7560 173626 SH DEFINED 01 0 0 173626 TERRA INDUSTRIES INC COMMON 880915103 99 11516 SH DEFINED 01 11516 0 0 TERREMARK WORLDWIDE INC COMMON 881448104 16 25280 SH DEFINED 01 25280 0 0 TESORO PETROLEUM CORP COMMON 881609101 3419 115800 SH DEFINED 01 115800 0 0 ***TEVA PHARMACEUTICAL ADR 881624209 283 10910 SH DEFINED 01 0 0 10910 ***TEVA PHARMACEUTICAL ADR 881624209 5216 201038 SH DEFINED 01 201038 0 0 TESSERA TECHNOLOGIES INC COMMON 88164L100 1212 54850 SH DEFINED 01 0 0 54850 TESSERA TECHNOLOGIES INC COMMON 88164L100 2495 112933 SH DEFINED 01 112933 0 0 ***TEVA PHARMACEUTICAL FIN II CBONDCNV 88164RAA5 4806 5000000 SH DEFINED 01 5000000 0 0 TEXAS AMERICAN GROUP INC NEW COMMON 882150303 0 85000 SH DEFINED 01 85000 0 0 TEXAS CAPITAL BANCSHARES INC COMMON 88224Q107 222 12254 SH DEFINED 01 12254 0 0 TEXAS GENCO HLDGS INC COMMON 882443104 735 15775 SH DEFINED 01 15775 0 0 TEXAS INDUSTRIES INC COMMON 882491103 488 9495 SH DEFINED 01 9495 0 0 TEXAS INSTRUMENTS INC COMMON 882508104 34052 1600200 SH DEFINED 01 0 0 1600200 TEXAS INSTRUMENTS INC COMMON 882508104 21788 1023877 SH DEFINED 01 1023877 0 0 THAI FUND INC COMMON 882904105 441 54972 SH DEFINED 01 54972 0 0 TEXTRON INC COMMON 883203101 1568 24411 SH DEFINED 01 24411 0 0 THE GROUP INC COMMON 883353104 0 20993 SH DEFINED 01 20993 0 0 THERMO ELECTRON CORP COMMON 883556102 1831 67413 SH DEFINED 01 0 0 67413 THERMO ELECTRON CORP CBONDCNV 883556AJ1 222 225000 SH DEFINED 01 225000 0 0 **THIRD AVENUE SMALL-CAP VALUE COMMON 884116203 377 18154 SH DEFINED 01 18154 0 0 THOMAS & BETTS CORP COMMON 884315102 864 32251 SH DEFINED 01 32251 0 0 THOR INDUSTRIES INC COMMON 885160101 1024 38722 SH DEFINED 01 38722 0 0 THORATEC CORP COMMON 885175307 947 98477 SH DEFINED 01 98477 0 0 THORNBURG MORTGAGE INC REIT 885218107 3260 111598 SH DEFINED 01 0 0 111598 3COM CORP COMMON 885535104 902 213875 SH DEFINED 01 0 0 213875 3COM CORP COMMON 885535104 1368 324344 SH DEFINED 01 324344 0 0 3CX INC COMMON 88554H107 0 10000 SH DEFINED 01 10000 0 0 3M COMPANY COMMON 88579Y101 30829 383219 SH DEFINED 01 0 0 383219 TIBCO SOFTWARE INC COMMON 88632Q103 3134 361776 SH DEFINED 01 0 0 361776 TIDEWATER INC COMMON 886423102 709 20960 SH DEFINED 01 0 0 20960 TIFFANY & CO NEW COMMON 886547108 4800 156170 SH DEFINED 01 156170 0 0 TIMBERLAND CO-CL A CLASS 887100105 1247 21970 SH DEFINED 01 21970 0 0 TIME WARNER INC COMMON 887317105 2327 144200 SH DEFINED 01 0 0 144200 TIME WARNER INC COMMON 887317105 35350 2190235 SH DEFINED 01 2190235 0 0 TITAN CORP COMMON 888266103 585 41944 SH DEFINED 01 41944 0 0 TOKYO BOWL RESTAURANTS INC COMMON 889103107 0 20000 SH DEFINED 01 20000 0 0 TOLL BROTHERS INC COMMON 889478103 28308 611024 SH DEFINED 01 611024 0 0 ***TOMAHAWK CORP COMMON 88978C106 143 2385237 SH DEFINED 01 2385237 0 0 TOO INC COMMON 890333107 304 16852 SH DEFINED 01 16852 0 0 TOOTSIE ROLL INDUSTRIES INC COMMON 890516107 1939 66383 SH DEFINED 01 66383 0 0 TOOTSIE ROLL INDUSTRIES INC CLASS 890516206 10740 267833 SH DEFINED 01 267833 0 0 TORCHMARK CORP COMMON 891027104 1443 27136 SH DEFINED 01 27136 0 0 TORO CO COMMON 891092108 606 8880 SH DEFINED 01 8880 0 0 TORTOISE ENERGY INFRASTRUCTURE COMMON 89147L100 1138 43800 SH DEFINED 01 0 0 43800 TORTOISE ENERGY INFRASTRUCTURE COMMON 89147L100 439 16900 SH DEFINED 01 16900 0 0 TOTAL ASSETS PROTECTION INC COMMON 891495103 0 41285 SH DEFINED 01 41285 0 0 ***TOTAL S.A. ADR 89151E109 1457 14263 SH DEFINED 01 14263 0 0 TOUR CFG INC COMMON 89155B101 0 20000 SH DEFINED 01 20000 0 0 TOWN & COUNTRY TRUST REIT 892081100 899 33340 SH DEFINED 01 0 0 33340 ***TOYOTA MOTOR CORP-ADR NEW ADR 892331307 847 11095 SH DEFINED 01 11095 0 0 TOYS R US INC COMMON 892335100 624 35205 SH DEFINED 01 35205 0 0 TRACTOR SUPPLY CO COMMON 892356106 627 19967 SH DEFINED 01 19967 0 0 TRADITIONAL INDUSTRIES INC NEW COMMON 892682204 0 75370 SH DEFINED 01 75370 0 0 TRADUX CORP COMMON 892685108 0 100000 SH DEFINED 01 100000 0 0 TRANSACTION SYSTEMS ARCHITECTS COMMON 893416107 241 12972 SH DEFINED 01 12972 0 0 TRANSATLANTIC HOLDINGS INC COMMON 893521104 415 7647 SH DEFINED 01 7647 0 0 TRANSBOTICS CORPORATION COMMON 893524108 25 57066 SH DEFINED 01 57066 0 0 TRANSMETA CORP DEL COMMON 89376R109 21 16953 SH DEFINED 01 16953 0 0 TRANSOCEAN SECDCO FOREX INC CBONDCNV 893830AA7 6150 10000000 SH DEFINED 01 10000000 0 0 TRANSPORT CORPORATION OF COMMON 89385P102 440 56000 SH DEFINED 01 56000 0 0 TREESOURCE INDUSTRIES INC COMMON 894688100 0 10000 SH DEFINED 01 10000 0 0 TRIAD HOSPITAL INC COMMON 89579K109 1050 30501 SH DEFINED 01 30501 0 0 TRIARC COMPANIES INC COMMON 895927309 221 19281 SH DEFINED 01 19281 0 0 TRIARC COMPANIES INC-CL A CLASS 895927101 720 63075 SH DEFINED 01 63075 0 0 TRIBUNE CO NEW COMMON 896047107 2627 63798 SH DEFINED 01 0 0 63798 TRICORD SYSTEMS INC COMMON 896121100 0 16874 SH DEFINED 01 16874 0 0 TRIMBLE NAVIGATION LTD COMMON 896239100 255 7270 SH DEFINED 01 0 0 7270 TRIMERIS INC COMMON 896263100 265 17650 SH DEFINED 01 17650 0 0 TRINITY INDUSTRIES INC COMMON 896522109 804 25826 SH DEFINED 01 25826 0 0 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 592 151799 SH DEFINED 01 151799 0 0 TRITON PCS HLDGS INC COMMON 89677M106 82 32252 SH DEFINED 01 32252 0 0 TRUSTCO BANK CORP N Y COMMON 898349105 204 15966 SH DEFINED 01 15966 0 0 TUESDAY MORNING CORP-NEW COMMON 899035505 329 10657 SH DEFINED 01 10657 0 0 TUPPERWARE CORP COMMON 899896104 819 48277 SH DEFINED 01 48277 0 0 TURBOCHEF TECHNOLOGIES INC COMMON 900006107 55 11500 SH DEFINED 01 11500 0 0 2-INFINITY INC COMMON 90206R103 0 40610 SH DEFINED 01 40610 0 0 TWO PESOS INC COMMON 902068105 0 181910 SH DEFINED 01 181910 0 0 ***TYCO INTERNATIONAL GROUP CBONDCNV 902118BF4 18535 13228000 SH DEFINED 01 13228000 0 0 ***TYCO INTERNATIONAL GROUP CBONDCNV 902118BG2 706 472000 SH DEFINED 01 472000 0 0 ***TYCO INTERNATIONAL LTD COMMON 902124106 635 20739 SH DEFINED 01 0 0 20739 ***TYCO INTERNATIONAL LTD COMMON 902124106 20721 675832 SH DEFINED 01 675832 0 0 TYSON FOODS INC-CL A CLASS 902494103 1490 93030 SH DEFINED 01 93030 0 0 UBICS INC COMMON 90261L108 3 17300 SH DEFINED 01 17300 0 0 UCBH HOLDINGS INC COMMON 90262T308 280 7171 SH DEFINED 01 7171 0 0 UDC HOMES INC COMMON 902646108 0 42631 SH DEFINED 01 42631 0 0 UICI COMMON 902737105 496 15166 SH DEFINED 01 15166 0 0 UST INC COMMON 902911106 1574 39103 SH DEFINED 01 39103 0 0 USA CLASSIC INC COMMON 902928100 0 119156 SH DEFINED 01 119156 0 0 US BANCORP DEL COMMON 902973304 224 7773 SH DEFINED 01 0 0 7773 US BANCORP DEL COMMON 902973304 9698 335577 SH DEFINED 01 335577 0 0 URS CORP NEW COMMON 903236107 1192 42619 SH DEFINED 01 0 0 42619 USA BANCORP INC COMMON 90329A102 6 68200 SH DEFINED 01 68200 0 0 USG CORP NEW COMMON 903293405 988 54240 SH DEFINED 01 54240 0 0 USEC INC COMMON 90333E108 222 21500 SH DEFINED 01 0 0 21500 USEC INC COMMON 90333E108 170 16488 SH DEFINED 01 16488 0 0 U S CONCRETE INC COMMON 90333L102 149 24254 SH DEFINED 01 24254 0 0 ULTIMATE ELECTRONICS INC COMMON 903849107 35 11800 SH DEFINED 01 11800 0 0 ***ULTRA PETROLEUM CORP COMMON 903914109 12968 264397 SH DEFINED 01 264397 0 0 WTS UNIFI COMMUNICATIONS INC COMMON 90467N114 0 23000 SH DEFINED 01 23000 0 0 UNIFI INC COMMON 904677101 76 33362 SH DEFINED 01 33362 0 0 UNION PACIFIC CORP COMMON 907818108 5309 87768 SH DEFINED 01 0 0 87768 UNIONBANCAL CORP COMMON 908906100 1542 26057 SH DEFINED 01 26057 0 0 UNIQUEST INC COMMON 90915Q107 0 10000 SH DEFINED 01 10000 0 0 UNISYS CORP COMMON 909214108 725 70311 SH DEFINED 01 70311 0 0 UNITED AUTO GROUP INC COMMON 909440109 296 11834 SH DEFINED 01 11834 0 0 UNITED COMPANIES FINANCIAL COMMON 909870107 0 106600 SH DEFINED 01 106600 0 0 UNITED BANKSHARES INC-W VA COMMON 909907107 709 20489 SH DEFINED 01 20489 0 0 UNITED DEFENSE INDUSTRIES INC COMMON 91018B104 759 17604 SH DEFINED 01 0 0 17604 UNITED DOMINION REALTY TRUST REIT 910197102 737 37208 SH DEFINED 01 37208 0 0 UNITED MERCHANTS & COMMON 910858406 0 1192780 SH DEFINED 01 1192780 0 0 ***UNITED MICROELECTRONICS ADR 910873207 39 11806 SH DEFINED 01 0 0 11806 ***UNITED MICROELECTRONICS ADR 910873207 1614 477574 SH DEFINED 01 477574 0 0 UNITED NATIONAL GROUP LTD COMMON 91103X102 291 20100 SH DEFINED 01 20100 0 0 UNITED NATURAL FOODS INC COMMON 911163103 440 16557 SH DEFINED 01 16557 0 0 UNITED ONLINE INC COMMON 911268100 226 23506 SH DEFINED 01 23506 0 0 UNITED PARCEL SVC INC COMMON 911312106 245 3240 SH DEFINED 01 0 0 3240 UNITED PARCEL SVC INC COMMON 911312106 16660 219447 SH DEFINED 01 219447 0 0 UNITED RENTALS INC COMMON 911363109 692 43584 SH DEFINED 01 43584 0 0 US CELLULAR CORP COMMON 911684108 444 10308 SH DEFINED 01 10308 0 0 UNITED STATES STL CORP NEW COMMON 912909108 1509 40118 SH DEFINED 01 40118 0 0 UNITED SURGICAL PARTNERS INTL COMMON 913016309 496 14449 SH DEFINED 01 14449 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 420 4505 SH DEFINED 01 0 0 4505 UNITED TECHNOLOGIES CORP COMMON 913017109 31646 338900 SH DEFINED 01 338900 0 0 UNITED THERAPEUTICS CORP DEL COMMON 91307C102 4198 120192 SH DEFINED 01 120192 0 0 UNITEDHEALTH GROUP INC COMMON 91324P102 1123 15239 SH DEFINED 01 0 0 15239 UNITEDHEALTH GROUP INC COMMON 91324P102 24539 332783 SH DEFINED 01 332783 0 0 UNITEDGLOBALCOM COMMON 913247508 341 45700 SH DEFINED 01 45700 0 0 UNITRIN INC COMMON 913275103 1590 38264 SH DEFINED 01 38264 0 0 UNITY HEALTHCARE HOLDING CO COMMON 913298105 0 84800 SH DEFINED 01 84800 0 0 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 555 15759 SH DEFINED 01 0 0 15759 UNIVERSAL CORP-VA COMMON 913456109 1228 27530 SH DEFINED 01 27530 0 0 UNIVERSAL HEALTH REALTY REIT 91359E105 244 8074 SH DEFINED 01 8074 0 0 UNIVERSAL MONEY CENTERS INC COMMON 913756300 0 13900 SH DEFINED 01 13900 0 0 UNIVERSAL HEALTH SERVICES INC COMMON 913903100 2072 47650 SH DEFINED 01 47650 0 0 UNIVERSAL TECHNICAL INSTITUTE COMMON 913915104 257 8517 SH DEFINED 01 8517 0 0 UNIVERSITY BANK N.A. COMMON 914101100 0 101136 SH DEFINED 01 101136 0 0 UNIVISION COMMUNICATIONS INC COMMON 914906102 2152 65959 SH DEFINED 01 0 0 65959 UNOCAL CORP COMMON 915289102 3202 74473 SH DEFINED 01 74473 0 0 UNUMPROVIDENT CORP COMMON 91529Y106 1569 100005 SH DEFINED 01 100005 0 0 URBAN OUTFITTERS INC COMMON 917047102 1486 43210 SH DEFINED 01 43210 0 0 USF CORPORATION COMMON 91729Q101 388 10815 SH DEFINED 01 10815 0 0 UTILITIES HOLDRS TR COMMON 918019100 143024 1663071 SH DEFINED 01 1663071 0 0 UTSTARCOM INC COMMON 918076100 3251 201597 SH DEFINED 01 0 0 201597 UTSTARCOM INC CBONDCNV 918076AB6 7481 7500000 SH DEFINED 01 7500000 0 0 V F CORP COMMON 918204108 993 20081 SH DEFINED 01 20081 0 0 VTN CORP COMMON 918346107 0 27500 SH DEFINED 01 27500 0 0 VALASSIS COMMUNICATIONS INC COMMON 918866104 1078 34900 SH DEFINED 01 0 0 34900 VHX COMMON 918990243 0 13000 SH DEFINED 01 13000 0 0 VALEANT PHARMACEUTICALS INTL COMMON 91911X104 1424 59076 SH DEFINED 01 59076 0 0 VALERO ENERGY CORP NEW COMMON 91913Y100 17707 220765 SH DEFINED 01 220765 0 0 VALLEY INDUSTRIES INC COMMON 919720102 0 113900 SH DEFINED 01 113900 0 0 VALLEY NATIONAL BANCORP COMMON 919794107 422 16555 SH DEFINED 01 16555 0 0 VALSPAR CORP COMMON 920355104 1712 36692 SH DEFINED 01 0 0 36692 VALSPAR CORP COMMON 920355104 1192 25547 SH DEFINED 01 25547 0 0 VALUE ADDED COMMUNICATIONS INC COMMON 920383106 0 196175 SH DEFINED 01 196175 0 0 VALUECLICK INC COMMON 92046N102 127 13467 SH DEFINED 01 13467 0 0 VALUE TRADING INDUSTRIES INC COMMON 92047F108 0 28751 SH DEFINED 01 28751 0 0 VAN KAMPEN TR FOR INVESTMENT COMMON 920933108 371 21700 SH DEFINED 01 0 0 21700 VARCO INTL INC DEL COMMON 922122106 1140 42531 SH DEFINED 01 42531 0 0 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 3266 94478 SH DEFINED 01 94478 0 0 VARIAN INC COMMON 922206107 426 11257 SH DEFINED 01 11257 0 0 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 213 6902 SH DEFINED 01 6902 0 0 ***VASOGEN INC COMMON 92232F103 54 11900 SH DEFINED 01 11900 0 0 VASOMEDICAL INC COMMON 922321104 18 17200 SH DEFINED 01 17200 0 0 VAST SOLUTIONS INC COMMON 92237T108 0 149357 SH DEFINED 01 149357 0 0 VAST SOLUTIONS INC COMMON 92237T207 0 149357 SH DEFINED 01 149357 0 0 VAST SOLUTIONS INC COMMON 92237T306 0 149357 SH DEFINED 01 149357 0 0 VASTERA INC COMMON 92239N109 31 17730 SH DEFINED 01 0 0 17730 VCAMPUS CORP COMMON 92240C308 25 20000 SH DEFINED 01 20000 0 0 VECTREN CORP COMMON 92240G101 541 21498 SH DEFINED 01 21498 0 0 VECTOR GROUP LTD COMMON 92240M108 351 23354 SH DEFINED 01 23354 0 0 VEECO INSTRUMENTS INC-DEL COMMON 922417100 20920 997661 SH DEFINED 01 997661 0 0 VENCOR INC (NEW) COMMON 92260R102 0 22094 SH DEFINED 01 22094 0 0 VENTANA MEDICAL SYSTEMS INC COMMON 92276H106 459 9111 SH DEFINED 01 9111 0 0 VERISIGN INC COMMON 92343E102 1734 86968 SH DEFINED 01 0 0 86968 VERITAS DGC INC COMMON 92343P107 206 9059 SH DEFINED 01 9059 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 795 20190 SH DEFINED 01 0 0 20190 VERIZON COMMUNICATIONS COMMON 92343V104 62300 1582045 SH DEFINED 01 1582045 0 0 VERINT SYSTEMS INC COMMON 92343X100 342 9298 SH DEFINED 01 9298 0 0 VERITAS SOFTWARE CORP COMMON 923436109 6971 383458 SH DEFINED 01 0 0 383458 VERSO TECHNOLOGIES INC COMMON 925317109 13 14550 SH DEFINED 01 14550 0 0 VERTEX PHARMACEUTICALS INC COMMON 92532F100 309 29512 SH DEFINED 01 29512 0 0 VESTA INSURANCE GROUP INC COMMON 925391104 483 107657 SH DEFINED 01 107657 0 0 VIAD CORP COMMON 92552R406 341 14393 SH DEFINED 01 14393 0 0 VIASAT INC COMMON 92552V100 1082 53858 SH DEFINED 01 53858 0 0 VIACOM INC-CL A COMMON 925524100 414 12190 SH DEFINED 01 12190 0 0 VIACOM INC-CL B CLASS 925524308 367 10950 SH DEFINED 01 0 0 10950 VIACOM INC-CL B CLASS 925524308 36633 1091588 SH DEFINED 01 1091588 0 0 ***VIACORP TECHNOLOGIES INC COMMON 92553L101 4 10000 SH DEFINED 01 10000 0 0 VICURON PHARMACEUTICALS INC COMMON 926471103 228 15588 SH DEFINED 01 15588 0 0 VIGNETTE CORP COMMON 926734104 53 40088 SH DEFINED 01 40088 0 0 VINTAGE PETROLEUM INC COMMON 927460105 9115 454205 SH DEFINED 01 454205 0 0 VIRAGE LOGIC CORP COMMON 92763R104 1915 155356 SH DEFINED 01 0 0 155356 VIRAGE LOGIC CORP COMMON 92763R104 1113 90341 SH DEFINED 01 90341 0 0 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1074 83269 SH DEFINED 01 83269 0 0 VISTEON CORP COMMON 92839U107 593 74278 SH DEFINED 01 74278 0 0 VISX INC-DEL COMMON 92844S105 623 30257 SH DEFINED 01 30257 0 0 VITESSE SEMICONDUCTOR CORP COMMON 928497106 5466 2002507 SH DEFINED 01 0 0 2002507 VITESSE SEMICONDUCTOR CORP COMMON 928497106 1950 714571 SH DEFINED 01 714571 0 0 ***VODAFONE GROUP PLC NEW ADR 92857W100 19739 818446 SH DEFINED 01 0 0 818446 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 143 11579 SH DEFINED 01 11579 0 0 VORNADO REALTY TRUST REIT 929042109 2541 40546 SH DEFINED 01 40546 0 0 VULCAN MATERIALS CO COMMON 929160109 1108 21759 SH DEFINED 01 21759 0 0 WFS FINANCIAL INC COMMON 92923B106 576 12387 SH DEFINED 01 12387 0 0 WGL HOLDINGS INC COMMON 92924F106 485 17196 SH DEFINED 01 17196 0 0 WCA WASTE CORPORATION COMMON 92926K103 521 59300 SH DEFINED 01 59300 0 0 WMS INDUSTRIES INC COMMON 929297109 2815 109594 SH DEFINED 01 0 0 109594 WMS INDUSTRIES INC COMMON 929297109 574 22364 SH DEFINED 01 22364 0 0 WPS RESOURCES CORP COMMON 92931B106 593 13202 SH DEFINED 01 13202 0 0 WABASH NATIONAL CORP COMMON 929566107 461 16784 SH DEFINED 01 16784 0 0 WACHOVIA CORP 2ND NEW COMMON 929903102 19217 405443 SH DEFINED 01 0 0 405443 WADDELL & REED FINANCIAL INC COMMON 930059100 1119 50865 SH DEFINED 01 50865 0 0 WAL-MART STORES INC COMMON 931142103 46771 876047 SH DEFINED 01 0 0 876047 WALGREEN CO COMMON 931422109 13235 369404 SH DEFINED 01 369404 0 0 WALTER INDUSTRIES INC NEW COMMON 93317Q105 278 17407 SH DEFINED 01 17407 0 0 WARNACO GROUP INC COMMON 934390402 683 30742 SH DEFINED 01 30742 0 0 WARWICK INSURANCE MANAGERS INC COMMON 936586403 7 100000 SH DEFINED 01 100000 0 0 WASHINGTON FEDERAL INC COMMON 938824109 547 21760 SH DEFINED 01 21760 0 0 WASHINGTON GROUP INTL INC COMMON 938862208 318 9202 SH DEFINED 01 9202 0 0 WASHINGTON MUTUAL INC COMMON 939322103 668 17109 SH DEFINED 01 0 0 17109 WASHINGTON MUTUAL INC COMMON 939322103 58131 1487488 SH DEFINED 01 1487488 0 0 WASHINGTON POST CO-CL B COMMON 939640108 2538 2759 SH DEFINED 01 2759 0 0 WASHINGTON REAL ESTATE REIT 939653101 480 15849 SH DEFINED 01 15849 0 0 WASTE CONNECTIONS INC COMMON 941053100 2619 82087 SH DEFINED 01 0 0 82087 WASTE MANAGEMENT INC DEL COMMON 94106L109 2858 104437 SH DEFINED 01 0 0 104437 WATERS CORP COMMON 941848103 1877 42573 SH DEFINED 01 42573 0 0 WATSCO INC COMMON 942622200 2297 76514 SH DEFINED 01 0 0 76514 WATSCO INC COMMON 942622200 534 17810 SH DEFINED 01 17810 0 0 WATSON PHARMACEUTICALS INC COMMON 942683103 5214 177000 SH DEFINED 01 177000 0 0 WATSON WYATT & CO HLDGS COMMON 942712100 538 20464 SH DEFINED 01 20464 0 0 WATTS WATER TECHNOLOGIES INC CLASS 942749102 279 10403 SH DEFINED 01 10403 0 0 WEBMETHODS INC COMMON 94768C108 1939 364505 SH DEFINED 01 364505 0 0 WEBMETHODS INC COMMON 94768C108 2071 389929 SH DEFINED 01 389929 0 0 WEBLINK WIRELESS INC COMMON 94769A101 0 16250 SH DEFINED 01 16250 0 0 WEBMD CORP COMMON 94769M105 453 61442 SH DEFINED 01 0 0 61442 WEBSTER FINANCIAL CORP COMMON 947890109 1283 25988 SH DEFINED 01 25988 0 0 WEBVAN GROUP INC COMMON 94845V103 0 833021 SH DEFINED 01 833021 0 0 WEIGHT WATCHERS INTL INC NEW COMMON 948626106 821 21173 SH DEFINED 01 21173 0 0 WEINGARTEN REALTY INVESTORS REIT 948741103 1176 32063 SH DEFINED 01 0 0 32063 WELLCARE HEALTH PLANS INC COMMON 94946T106 438 23163 SH DEFINED 01 23163 0 0 WELLCHOICE INC COMMON 949475107 775 20766 SH DEFINED 01 20766 0 0 WELLPOINT HEALTH NETWORKS INC CLASS 94973H108 3335 31742 SH DEFINED 01 31742 0 0 WELLS FARGO & CO COMMON 949746101 975 16352 SH DEFINED 01 0 0 16352 WELLS FARGO & CO COMMON 949746101 24250 406682 SH DEFINED 01 406682 0 0 WELLS FARGO & CO CBONDCNV 949746FA4 717 725000 SH DEFINED 01 725000 0 0 WELLS AMERICAN CORP COMMON 949900104 0 30320 SH DEFINED 01 30320 0 0 WELLSTEAD INDUSTRIES INC COMMON 950246108 0 19120 SH DEFINED 01 19120 0 0 WENDYS INTERNATIONAL INC COMMON 950590109 2153 64091 SH DEFINED 01 64091 0 0 WERNER ENTERPRISES INC COMMON 950755108 484 25109 SH DEFINED 01 25109 0 0 WESCO FINANCIAL CORP COMMON 950817106 746 2123 SH DEFINED 01 2123 0 0 WESTAR ENERGY INC COMMON 95709T100 1533 75932 SH DEFINED 01 75932 0 0 WESTAMERICA BANCORP COMMON 957090103 1212 22083 SH DEFINED 01 22083 0 0 WESTELL TECHNOLOGIES INC-CL A COMMON 957541105 82 16000 SH DEFINED 01 0 0 16000 WESTCORP-CALIF COMMON 957907108 614 13981 SH DEFINED 01 13981 0 0 WESTERN DIGITAL CORP COMMON 958102105 2129 242292 SH DEFINED 01 242292 0 0 WESTERN GAS RESOURCES INC COMMON 958259103 533 18663 SH DEFINED 01 18663 0 0 WESTERN SAVINGS & LOAN ASSN COMMON 959432105 0 78500 SH DEFINED 01 78500 0 0 WESTERN WIRELESS CORP-CL A COMMON 95988E204 1349 46744 SH DEFINED 01 0 0 46744 WESTLAKE CHEMICAL CORP COMMON 960413102 906 40636 SH DEFINED 01 40636 0 0 WESTWOOD ONE INC COMMON 961815107 548 25750 SH DEFINED 01 0 0 25750 WEYERHAEUSER CO COMMON 962166104 216 3250 SH DEFINED 01 0 0 3250 WEYERHAEUSER CO COMMON 962166104 6110 91908 SH DEFINED 01 91908 0 0 WHIRLWIND MARKETING INC COMMON 963341102 0 14645 SH DEFINED 01 14645 0 0 WHITEHALL JEWELLERS INC COMMON 965063100 965 120200 SH DEFINED 01 120200 0 0 WHITING PETROLEUM CORPORATION COMMON 966387102 2151 70780 SH DEFINED 01 70780 0 0 WHITNEY HOLDING CORP COMMON 966612103 601 14311 SH DEFINED 01 14311 0 0 WHOLE FOODS MARKET INC COMMON 966837106 12100 141050 SH DEFINED 01 141050 0 0 WHOLE FOODS MARKETS INC CBONDCNV 966837AC0 945 1033000 SH DEFINED 01 1033000 0 0 JOHN WILEY & SONS INC-CL A COMMON 968223206 576 18029 SH DEFINED 01 18029 0 0 JOHN WILEY & SONS INC-CL B COMMON 968223305 410 12800 SH DEFINED 01 12800 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 ***WILLBROS GROUP INC COMMON 969199108 2369 158925 SH DEFINED 01 158925 0 0 WILLIAMS COMMUNICATIONS GROUP COMMON 969455104 1 271037 SH DEFINED 01 271037 0 0 WILLIAMS COMPANIES INC COMMON 969457100 19642 1617732 SH DEFINED 01 0 0 1617732 WILLIAMS SONOMA INC COMMON 969904101 1413 37645 SH DEFINED 01 37645 0 0 WILMINGTON TRUST CORP COMMON 971807102 623 17206 SH DEFINED 01 17206 0 0 WILSON GREATBATCH TECHS INC COMMON 972232102 406 22720 SH DEFINED 01 22720 0 0 WIND RIVER SYSTEMS INC COMMON 973149107 1188 97437 SH DEFINED 01 97437 0 0 WINN-DIXIE STORES INC COMMON 974280109 105 34059 SH DEFINED 01 34059 0 0 WINNEBAGO INDUSTRIES INC COMMON 974637100 1625 46937 SH DEFINED 01 0 0 46937 WINNEBAGO INDUSTRIES INC COMMON 974637100 451 13038 SH DEFINED 01 13038 0 0 WINSTAR COMMUNICATIONS INC COMMON 975515107 0 121900 SH DEFINED 01 121900 0 0 WIRELESS FACILITIES INC COMMON 97653A103 148 21252 SH DEFINED 01 21252 0 0 WIRELESS FACILITIES INC COMMON 97653A103 6 805 SH DEFINED 01 805 0 0 WISCONSIN ENERGY CORP COMMON 976657106 985 30880 SH DEFINED 01 30880 0 0 WOLVERINE WORLD WIDE INC COMMON 978097103 323 12826 SH DEFINED 01 12826 0 0 WORLD ACCEPTANCE CORP-S.C. COMMON 981419104 242 10417 SH DEFINED 01 10417 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 WORLDCAST INTERACTIVE INC COMMON 98157B100 0 10000 SH DEFINED 01 10000 0 0 WORLDCOM INC-GA NEW COMMON 98157D106 2 293932 SH DEFINED 01 0 0 293932 WORTHINGTON INDUSTRIES INC COMMON 981811102 662 31043 SH DEFINED 01 31043 0 0 WRIGHT MEDICAL GROUP INC COMMON 98235T107 977 38923 SH DEFINED 01 38923 0 0 WM WRIGLEY JR CO COMMON 982526105 3809 58680 SH DEFINED 01 0 0 58680 WYETH COMMON 983024100 11773 313972 SH DEFINED 01 0 0 313972 WYETH CBONDCNV 983024AD2 7709 7850000 SH DEFINED 01 7850000 0 0 WYNDHAM INTERNATIONAL INC COMMON 983101106 102 125000 SH DEFINED 01 125000 0 0 WYNN RESORTS LTD COMMON 983134107 1371 26536 SH DEFINED 01 26536 0 0 XCM CORP NEW COMMON 983707209 0 34000 SH DEFINED 01 34000 0 0 XM SATELLITE RADIO HLDGS INC COMMON 983759101 3370 107163 SH DEFINED 01 0 0 107163 XO COMMUNICATIONS INC COMMON 983764101 1 15500 SH DEFINED 01 15500 0 0 XTO ENERGY INC COMMON 98385X106 941 29000 SH DEFINED 01 0 0 29000 XTO ENERGY INC COMMON 98385X106 4273 131576 SH DEFINED 01 131576 0 0 XCEL ENERGY INC COMMON 98389B100 1860 107108 SH DEFINED 01 0 0 107108 XCYTE THERAPIES INC COMMON 98389F309 307 97732 SH DEFINED 01 97732 0 0 XECHEM INTERNATIONAL INC COMMON 983895301 11 500000 SH DEFINED 01 500000 0 0 XILINX INC COMMON 983919101 8048 296609 SH DEFINED 01 0 0 296609 XEROX CORP COMMON 984121103 2750 195365 SH DEFINED 01 195365 0 0 XYBERNAUT CORP COMMON 984149104 15 13613 SH DEFINED 01 13613 0 0 Y & A GROUP INC COMMON 984190108 2 18450 SH DEFINED 01 18450 0 0 YAHOO INC COMMON 984332106 208 6160 SH DEFINED 01 0 0 6160 YAHOO INC COMMON 984332106 46781 1379564 SH DEFINED 01 1379564 0 0 YELLOW ROADWAY CORPORATION COMMON 985577105 920 19625 SH DEFINED 01 19625 0 0 YORK INTERNATIONAL CORP NEW COMMON 986670107 647 20493 SH DEFINED 01 20493 0 0 YOUBET.COM INC COMMON 987413101 264 95800 SH DEFINED 01 95800 0 0 YOUNG & RUBICAM INC CBONDCNV 987425AC9 186 186000 SH DEFINED 01 186000 0 0 YUM BRANDS INC COMMON 988498101 6531 160626 SH DEFINED 01 160626 0 0 ZALE CORP NEW COMMON 988858106 422 15032 SH DEFINED 01 15032 0 0 ZEBRA TECHNOLOGIES CORP-CL A COMMON 989207105 2281 37403 SH DEFINED 01 37403 0 0 ZENIX INCOME FUND INC COMMON 989414107 299 76500 SH DEFINED 01 76500 0 0 ZIMMER HOLDINGS INC COMMON 98956P102 9179 116136 SH DEFINED 01 116136 0 0 ZIONS BANCORPORATION COMMON 989701107 1359 22275 SH DEFINED 01 22275 0 0 ZWEIG TOTAL RETURN FUND INC COMMON 989837109 59 11240 SH DEFINED 01 11240 0 0