13F-HR/A 1 f05-02_1413fnonconf.txt FORM 13F REPORT
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------- --------- -------- ------- --- ---- ---------- -------- -------- -------- -------- ***DAIMLERCHRYSLER A.G. COMMON D1668R123 226 4707 SH DEFINED 01 4707 0 0 ***DEUTSCHE BANK AG COMMON D18190898 397 4463 SH DEFINED 01 4463 0 0 ***ACE LTD-ORD COMMON G0070K103 6966 162834 SH DEFINED 01 0 0 162834 ***AMDOCS LIMITED COMMON G02602103 547 20661 SH DEFINED 01 0 0 20661 ***ARCH CAPITAL GROUP LTD COMMON G0450A105 230 5957 SH DEFINED 01 5957 0 0 ***ARLINGTON TANKERS LTD COMMON G04899103 1038 45250 SH DEFINED 01 45250 0 0 ***ASPEN INSURANCE HOLDINGS COMMON G05384105 3038 123900 SH DEFINED 01 123900 0 0 ***ASSURED GUARANTY LTD COMMON G0585R106 1707 86800 SH DEFINED 01 86800 0 0 ***AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 4999 182724 SH DEFINED 01 182724 0 0 ***ACCENTURE LTD CL A COMMON G1150G111 6141 227445 SH DEFINED 01 227445 0 0 ***BUNGE LTD COMMON G16962105 458 7642 SH DEFINED 01 0 0 7642 ***COMMODITIES TRUST PLC-ORD COMMON G17403109 41 30000 SH DEFINED 01 30000 0 0 ***CAPITAL & REGIONAL COMMON G18676109 2599 262950 SH DEFINED 01 262950 0 0 ***CELLTECH GROUP ORD COMMON G1990W102 100 10000 SH DEFINED 01 10000 0 0 ***CENTRAL EUROPEAN MEDIA COMMON G20045202 1555 39905 SH DEFINED 01 39905 0 0 ***CHINADOTCOM CORPORATION COMMON G2108N109 127 24600 SH DEFINED 01 0 0 24600 ***CHINA YUCHAI INTERNATIONAL COMMON G21082105 144 10900 SH DEFINED 01 10900 0 0 ***CHIPMOS TECHNOLOGIES COMMON G2110R106 331 42550 SH DEFINED 01 0 0 42550 ***CHIPMOS TECHNOLOGIES COMMON G2110R106 3860 605975 SH DEFINED 01 605975 0 0 ***CONSOLIDATED WATER CO INC COMMON G23773107 309 10000 SH DEFINED 01 10000 0 0 ***COOPER INDUSTRIES LTD COMMON G24182100 274 4050 SH DEFINED 01 0 0 4050 ***COOPER INDUSTRIES LTD COMMON G24182100 2205 32487 SH DEFINED 01 32487 0 0 ***DSG INTERNATIONAL LTD-ORD COMMON G28471103 130 26900 SH DEFINED 01 26900 0 0 ***EVEREST RE GROUP LTD COMMON G3223R108 22795 254525 SH DEFINED 01 254525 0 0 ***FOSTER WHEELER LTD COMMON G36535139 4751 299421 SH DEFINED 01 0 0 299421 ***FOSTER WHEELER LTD COMMON G36535139 14600 920000 SH DEFINED 01 920000 0 0 ***FRONTLINE LTD COMMON G3682E127 221 5000 SH DEFINED 01 0 0 5000 ***FRONTLINE LTD COMMON G3682E127 3304 74490 SH DEFINED 01 74490 0 0 ***GLOBAL ASSET MGT COMMON G37163105 363 633 SH DEFINED 01 0 0 633 ***GARMIN LTD COMMON G37260109 465 7650 SH DEFINED 01 0 0 7650 ***GARMIN LTD COMMON G37260109 4233 69576 SH DEFINED 01 69576 0 0 ***GLOBALSANTAFE CORP COMMON G3930E101 1783 53856 SH DEFINED 01 53856 0 0 ***HELEN OF TROY LTD-BERMUDA COMMON G4388N106 378 11269 SH DEFINED 01 11269 0 0 ***HIT ENTERTAINMENT COMMON G4513F135 338 60000 SH DEFINED 01 60000 0 0 ***INGERSOLL RAND CO LTD COMMON G4776G101 10090 124465 SH DEFINED 01 0 0 124465 ***IPC HOLDINGS LTD COMMON G4933P101 1769 40675 SH DEFINED 01 40675 0 0 ***MARVELL TECHNOLOGY GROUP COMMON G5876H105 13323 375637 SH DEFINED 01 375637 0 0 ***MAX RE CAPITAL LTD COMMON G6052F103 209 9800 SH DEFINED 01 9800 0 0 ***NABORS INDUSTRIES LTD COMMON G6359F103 956 18640 SH DEFINED 01 0 0 18640 ***NABORS INDUSTRIES LTD COMMON G6359F103 5076 98971 SH DEFINED 01 98971 0 0 ***NOBLE CORP COMMON G65422100 1267 25492 SH DEFINED 01 25492 0 0 ***OPENTV CORP CL A SA COMMON G67543101 142 33001 SH DEFINED 01 0 0 33001 ***PARTNERRE LTD COMMON G6852T105 4741 76555 SH DEFINED 01 76555 0 0 ***PLATINUM UNDERWRITERS COMMON G7127P100 7010 225404 SH DEFINED 01 225404 0 0 ***PLATINUM UNDERWRITERS HLDGS COMMON G7127P118 751 25000 SH DEFINED 01 25000 0 0 ***PLAYMATES HOLDINGS LTD COMMON G7130P147 163 1000000 SH DEFINED 01 1000000 0 0 ***PXRE GROUP LTD BERMUDA COMMON G73018106 276 10968 SH DEFINED 01 10968 0 0 ***RENAISSANCERE HOLDINGS LTD COMMON G7496G103 2002 38453 SH DEFINED 01 38453 0 0 ***RSL COMMUNICATIONS LTD-CL A COMMON G7702U102 0 56000 SH DEFINED 01 56000 0 0 ***SEAGATE TECHNOLOGY COMMON G7945J104 1596 92442 SH DEFINED 01 92442 0 0 ***SHIP FINANCE INTERNATIONAL COMMON G81075106 2584 125942 SH DEFINED 01 0 0 125942 ***SINA CORPORATION COMMON G81477104 1422 44360 SH DEFINED 01 44360 0 0 ***STEWART W.P. & CO LTD COMMON G84922106 222 9391 SH DEFINED 01 9391 0 0 ***UTI WORLDWIDE INC COMMON G87210103 695 10228 SH DEFINED 01 10228 0 0 ***TEXWINCA HLDGS COMMON G8770Z106 11 12000 SH DEFINED 01 12000 0 0 ***TRANSOCEAN INC. COMMON G90078109 11554 270630 SH DEFINED 01 0 0 270630 ***TSAKOS ENERGY NAVIG USD1 COMMON G9108L108 1037 28985 SH DEFINED 01 28985 0 0 ***TULLOW OIL PLC COMMON G91235104 363 234500 SH DEFINED 01 234500 0 0 ***VIATEL HOLDING BERMUDA LTD COMMON G93447103 86 111627 SH DEFINED 01 111627 0 0 ***GOLAR LNG LIMITED COMMON G9456A100 4390 294830 SH DEFINED 01 294830 0 0 ***WEATHERFORD INTERNATIONAL COMMON G95089101 503 9820 SH DEFINED 01 0 0 9820 ***WEATHERFORD INTERNATIONAL COMMON G95089101 2142 41769 SH DEFINED 01 41769 0 0 ***WHITE MTNS INS GROUP LTD COMMON G9618E107 7877 12194 SH DEFINED 01 12194 0 0 ***WILLIS GROUP HOLDINGS LTD COMMON G96655108 21958 533361 SH DEFINED 01 533361 0 0 ***XOMA LTD-(BERMUDA) COMMON G9825R107 67 26120 SH DEFINED 01 26120 0 0 ***XL CAPITAL LTD-CL A COMMON G98255105 6694 86215 SH DEFINED 01 86215 0 0 ***ALCON INC COMMON H01301102 1580 19603 SH DEFINED 01 19603 0 0 ***CREDIT SUISSE GRP COMMON H3698D419 298 8012 SH DEFINED 01 0 0 8012 ***UBS AG COMMON H8920M855 325 3879 SH DEFINED 01 3879 0 0 ***SFCG CO LTD FORMERLY COMMON J74638107 382 1840 SH DEFINED 01 1840 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 880 1780 SH DEFINED 01 1780 0 0 ***CHECK POINT SOFTWARE COMMON M22465104 22042 888819 SH DEFINED 01 0 0 888819 ***GIVEN IMAGING COMMON M52020100 276 7700 SH DEFINED 01 7700 0 0 ***M-SYSTEMS/FLASH DISK COMMON M7061C100 610 30965 SH DEFINED 01 30965 0 0 ***SYNERON MEDICAL LTD COMMON M87245102 211 6900 SH DEFINED 01 6900 0 0 ***ASM INTERNATIONAL NV COMMON N07045102 182 11100 SH DEFINED 01 11100 0 0 ***ASML HOLDING NV NY REG SHS ADR N07059111 2676 168208 SH DEFINED 01 168208 0 0 ***QIAGEN NV EUR 0.01 COMMON N72482107 134 12297 SH DEFINED 01 12297 0 0 ***ROYAL P & O NEDLLOYD N V COMMON N76384101 16915 372950 SH DEFINED 01 372950 0 0 ***CERVECERIAS PERUANAS BACKUS COMMON P2475L116 14 40844 SH DEFINED 01 40844 0 0 ***G ACCION SA DE CV-SER B COMMON P44077116 27 34000 SH DEFINED 01 34000 0 0 ***KERZNER INTERNATIONAL LTD COMMON P6065Y107 270255 4500500 SH DEFINED 01 4500500 0 0 ***PERU REAL ESTATE SA-CL B COMMON P7801R109 0 22961 SH DEFINED 01 22961 0 0 ***TELECOM ARGENTINA STET- COMMON P9028N101 145 27840 SH DEFINED 01 27840 0 0 ***GLOBE INTERNATIONAL LTD COMMON Q40645105 37 100000 SH DEFINED 01 100000 0 0 ***RESTAURANT BRANDS NEW COMMON Q8121Q101 93 112102 SH DEFINED 01 112102 0 0 ***SPIKE NETWORK LTD COMMON Q8693H109 0 45000 SH DEFINED 01 45000 0 0 ***YARA INTERNATIONAL ASA COMMON R0028D100 7915 601100 SH DEFINED 01 601100 0 0 ***YARA INTERNATIONAL ASA COMMON R9900C106 242 26600 SH DEFINED 01 26600 0 0 ***PARMALAT FINANZIARIA SPA COMMON T7439K290 1 10000 SH DEFINED 01 10000 0 0 ***TELECOM ITALIA MOBILE SPA COMMON T9276A104 91 16020 SH DEFINED 01 0 0 16020 ***KEPPEL CORP LTD-ORD COMMON V53838112 1232 246500 SH DEFINED 01 246500 0 0 ***NEPTUNE ORIENT LINES LTD COMMON V67005120 6045 5398000 SH DEFINED 01 5398000 0 0 ***ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 4654 83205 SH DEFINED 01 0 0 83205 ***ASE TEST LTD-ORD ADR Y02516105 479 70871 SH DEFINED 01 70871 0 0 ***BEIJING CAPITAL LAND LIMITE COMMON Y0771C103 16 55000 SH DEFINED 01 55000 0 0 ***FLEXTRONICS INTERNATIONAL COMMON Y2573F102 6670 482699 SH DEFINED 01 482699 0 0 ***GENERAL MARITIME CORP ADR Y2692M103 9343 233876 SH DEFINED 01 233876 0 0 ***HANJIN SHIPPING COMMON Y3053K108 2269 98500 SH DEFINED 01 98500 0 0 ***KOREA THRUNET CO LTD COMMON Y49975124 14 14444 SH DEFINED 01 14444 0 0 ***OMI CORP NEW COMMON Y6476W104 5679 337036 SH DEFINED 01 337036 0 0 ***PACIFIC INTERNET LIMITED ADR Y66183107 109 15500 SH DEFINED 01 15500 0 0 ***TEEKAY SHIPPING CORP COMMON Y8564W103 22994 546060 SH DEFINED 01 546060 0 0 AAR CORP COMMON 000361105 203 14925 SH DEFINED 01 14925 0 0 ***ABB LTD ADR 000375204 503 89000 SH DEFINED 01 89000 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886101 732 271753 SH DEFINED 01 0 0 271753 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AB7 8818 8500000 SH DEFINED 01 8500000 0 0 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AD3 350 350000 SH DEFINED 01 350000 0 0 ACM INCOME FD INC COMMON 000912105 111 13615 SH DEFINED 01 13615 0 0 ABM INDUSTRIES INC COMMON 000957100 602 30534 SH DEFINED 01 30534 0 0 AFLAC INC COMMON 001055102 9138 229372 SH DEFINED 01 229372 0 0 AGCO CORP COMMON 001084102 961 43912 SH DEFINED 01 43912 0 0 AGL RESOURCES INC COMMON 001204106 2341 67644 SH DEFINED 01 0 0 67644 AES CORP COMMON 00130H105 2239 163060 SH DEFINED 01 0 0 163060 AES CORP CBONDCNV 00130HAN5 350 350000 SH DEFINED 01 350000 0 0 AK STEEL HOLDING CORP COMMON 001547108 898 62105 SH DEFINED 01 62105 0 0 AMB PROPERTY CORP REIT 00163T109 2034 50366 SH DEFINED 01 50366 0 0 AMLI RESIDENTIAL PROPERTIES REIT 001735109 416 13005 SH DEFINED 01 13005 0 0 AMR CORP-DEL COMMON 001765106 715 65325 SH DEFINED 01 65325 0 0 AMR CORP DEL CBONDCNV 001765BB1 3748 4700000 SH DEFINED 01 4700000 0 0 ***ATI TECHNOLOGIES INC COMMON 001941103 13248 683288 SH DEFINED 01 683288 0 0 ARM FINANCIAL GROUP INC-CL A COMMON 001944107 0 15700 SH DEFINED 01 15700 0 0 AT&T CORP COMMON 001957505 9997 516893 SH DEFINED 01 0 0 516893 ***ARC ENERGY TRUST COMMON 001986108 1027 69000 SH DEFINED 01 0 0 69000 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 3723 90200 SH DEFINED 01 90200 0 0 ***AU OPTRONICS CORP ADR 002255107 161 11250 SH DEFINED 01 0 0 11250 AVX CORP NEW COMMON 002444107 481 32764 SH DEFINED 01 32764 0 0 AXS-ONE INC COMMON 002458107 25 10000 SH DEFINED 01 10000 0 0 AAIPHARMA INC COMMON 00252W104 267 82254 SH DEFINED 01 82254 0 0 AAMES INVESTMENT CORPORATION COMMON 00253G108 110 10348 SH DEFINED 01 10348 0 0 AARON RENTS INC NEW CLASS 002535201 470 18800 SH DEFINED 01 0 0 18800 AARON RENTS INC NEW CLASS 002535201 246 9845 SH DEFINED 01 9845 0 0 ABAXIS INC COMMON 002567105 366 25327 SH DEFINED 01 25327 0 0 ABBOTT LABORATORIES COMMON 002824100 648 13909 SH DEFINED 01 0 0 13909 ABBOTT LABORATORIES COMMON 002824100 18520 397011 SH DEFINED 01 397011 0 0 ABERCROMBIE & FITCH CO-CL A CLASS 002896207 3042 64806 SH DEFINED 01 64806 0 0 ***ABBEY NATL GROUP PLC PREFERED 002920700 398 14500 SH DEFINED 01 0 0 14500 ***ABBEY NATIONAL PLC PREFERED 002920809 570 16500 SH DEFINED 01 0 0 16500 ABGENIX INC COMMON 00339B107 409 39569 SH DEFINED 01 39569 0 0 ABGENIX INC CBONDCNV 00339BAB3 11204 11275000 SH DEFINED 01 11275000 0 0 ACCELRYS INC COMMON 00430U103 157 14708 SH DEFINED 01 0 0 14708 ACCESS HEALTHNET INC NEW COMMON 004315305 0 19830 SH DEFINED 01 19830 0 0 ACCREDITED HOME LENDERS COMMON 00437P107 4127 83085 SH DEFINED 01 0 0 83085 ACCREDITED HOME LENDERS COMMON 00437P107 882 17769 SH DEFINED 01 17769 0 0 ACCREDO HEALTH INC COMMON 00437V104 2729 98466 SH DEFINED 01 0 0 98466 ACCREDO HEALTH INC COMMON 00437V104 1130 40769 SH DEFINED 01 40769 0 0 ACCRUE SOFTWARE INC COMMON 00437W102 0 319200 SH DEFINED 01 319200 0 0 ACE CASH EXPRESS INC COMMON 004403101 433 14616 SH DEFINED 01 14616 0 0 ACETO CORP COMMON 004446100 226 11900 SH DEFINED 01 11900 0 0 ACME COMMUNICATIONS INC COMMON 004631107 105 15001 SH DEFINED 01 15001 0 0 ACTIVISION INC NEW COMMON 004930202 1284 63661 SH DEFINED 01 63661 0 0 ACTION PERFORMANCE COMPANIES COMMON 004933107 128 11716 SH DEFINED 01 11716 0 0 ACTEL CORP COMMON 004934105 323 18445 SH DEFINED 01 18445 0 0 ACTIVCARD CORP COMMON 00506J107 1259 141519 SH DEFINED 01 141519 0 0 ACTUATE CORPORATION COMMON 00508B102 36 14397 SH DEFINED 01 14397 0 0 ACTUANT CORP COMMON 00508X203 761 14595 SH DEFINED 01 14595 0 0 ACUITY BRANDS INC COMMON 00508Y102 1217 38292 SH DEFINED 01 38292 0 0 ACXIOM CORP COMMON 005125109 569 21648 SH DEFINED 01 21648 0 0 ADAPTEC INC COMMON 00651F108 625 82445 SH DEFINED 01 82445 0 0 ADELPHIA COMMUNICATIONS CORP CLASS 006848105 28 73100 SH DEFINED 01 73100 0 0 ADESA INC COMMON 00686U104 1017 47956 SH DEFINED 01 47956 0 0 ADMINISTAFF INC COMMON 007094105 2121 168250 SH DEFINED 01 0 0 168250 ADMINISTAFF INC COMMON 007094105 521 41353 SH DEFINED 01 41353 0 0 ADOBE SYSTEMS INC COMMON 00724F101 16115 256866 SH DEFINED 01 256866 0 0 ADOLOR CORP COMMON 00724X102 445 44913 SH DEFINED 01 44913 0 0 ADTRAN INC COMMON 00738A106 672 35119 SH DEFINED 01 35119 0 0 ADTEC INC COMMON 00738C102 0 16947 SH DEFINED 01 16947 0 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 4466 102253 SH DEFINED 01 102253 0 0 ADVANCED DIGITAL INFORMATION COMMON 007525108 395 39430 SH DEFINED 01 39430 0 0 ADVANCED RADIO TELECOM CORP COMMON 00754U101 0 102500 SH DEFINED 01 102500 0 0 ADVANCED PLANT PHARMACEUTICALS COMMON 00756F201 0 20000 SH DEFINED 01 20000 0 0 ADVANCED NEUROMODULATION SYS COMMON 00757T101 259 6567 SH DEFINED 01 6567 0 0 ADVO INC COMMON 007585102 920 25820 SH DEFINED 01 25820 0 0 ADVANCED MEDICAL OPTICS INC COMMON 00763M108 2259 54922 SH DEFINED 01 54922 0 0 ADVANCED MEDICAL OPTICS INC CBONDCNV 00763MAE8 767 350000 SH DEFINED 01 350000 0 0 ADVANCED MEDICAL OPTICS INC CBONDCNV 00763MAG3 12332 11340000 SH DEFINED 01 11340000 0 0 ADVANCIS PHARMACEUTICAL CORP COMMON 00764L109 70 16362 SH DEFINED 01 0 0 16362 AERO SYSTEMS INC COMMON 007698103 3 60855 SH DEFINED 01 60855 0 0 AEROFLEX INC COMMON 007768104 1560 128777 SH DEFINED 01 128777 0 0 AEROPOSTALE COMMON 007865108 1046 35414 SH DEFINED 01 0 0 35414 ADVANCED MICRO DEVICES INC COMMON 007903107 2863 126025 SH DEFINED 01 0 0 126025 ***AEGON NV-ORD AMERICAN REGD ADR 007924103 339 24784 SH DEFINED 01 24784 0 0 ADVANCED VIRAL RESEARCH CORP COMMON 007928104 2 19700 SH DEFINED 01 19700 0 0 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 338 37070 SH DEFINED 01 37070 0 0 ADVENT SOFTWARE INC COMMON 007974108 275 13466 SH DEFINED 01 13466 0 0 ***AETERNA ZENTARIS INC COMMON 007975204 85 10675 SH DEFINED 01 0 0 10675 ADVANCED DETECTORS INC COMMON 007977101 0 33530 SH DEFINED 01 33530 0 0 AETNA INC NEW COMMON 00817Y108 608 4875 SH DEFINED 01 0 0 4875 AETNA INC NEW COMMON 00817Y108 9636 77246 SH DEFINED 01 77246 0 0 AFFILIATED BANC CORP COMMON 008179103 26 84181 SH DEFINED 01 84181 0 0 AFFILIATED COMPUTER SERVICES CLASS 008190100 9417 156424 SH DEFINED 01 0 0 156424 AFFILIATED MANAGERS GROUP INC COMMON 008252108 12274 181205 SH DEFINED 01 181205 0 0 AFFILIATED MANAGERS GROUP INC COMMON 008252884 2081 2000 SH DEFINED 01 2000 0 0 AFFILIATED MANAGERS GROUP INC CBONDCNV 008252AE8 21535 13400000 SH DEFINED 01 13400000 0 0 AFFYMETRIX INC CBONDCNV 00826TAF5 666 500000 SH DEFINED 01 500000 0 0 AFFYMETRIX INC COMMON 00826T108 1820 49807 SH DEFINED 01 49807 0 0 AFFORDABLE RESIDENTIAL COMMON 008273104 629 43891 SH DEFINED 01 43891 0 0 AFTERMARKET TECHNOLOGY CORP COMMON 008318107 292 18141 SH DEFINED 01 18141 0 0 AGERE SYSTEMS INC COMMON 00845V100 22 16085 SH DEFINED 01 0 0 16085 AGERE SYSTEMS INC COMMON 00845V100 473 345478 SH DEFINED 01 345478 0 0 AGERE SYSTEMS INC COMMON 00845V209 161 116196 SH DEFINED 01 0 0 116196 AGERE SYSTEMS INC CBONDCNV 00845VAA8 2668 2523000 SH DEFINED 01 2523000 0 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 2924 119182 SH DEFINED 01 0 0 119182 AGILENT TECHNOLOGIES INC CBONDCNV 00846UAB7 49 49000 SH DEFINED 01 49000 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 323 39558 SH DEFINED 01 39558 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 20327 2488 SH DEFINED 01 2488 0 0 AGILYSYS INC COMMON 00847J105 292 17057 SH DEFINED 01 17057 0 0 ***AGNICO EAGLE MINES LTD COMMON 008474108 255 18600 SH DEFINED 01 18600 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 8333 143753 SH DEFINED 01 143753 0 0 AIRGAS INC COMMON 009363102 915 34524 SH DEFINED 01 34524 0 0 AIRTRAN HOLDINGS INC COMMON 00949P108 1143 99507 SH DEFINED 01 99507 0 0 AIRSPAN NETWORKS INC COMMON 00950H102 195 35939 SH DEFINED 01 35939 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 1158 88931 SH DEFINED 01 88931 0 0 AKAMAI TECHNOLOGIES INC CBONDCNV 00971TAE1 6449 5850000 SH DEFINED 01 5850000 0 0 ***AKZO NOBEL NV-SPONSORED ADR ADR 010199305 1200 28261 SH DEFINED 01 28261 0 0 ALAMOSA HOLDINGS INC COMMON 011589108 178 14287 SH DEFINED 01 14287 0 0 ALASKA AIR GROUP INC COMMON 011659109 426 12726 SH DEFINED 01 12726 0 0 ALASKA AIR GROUP INC CBONDCNV 011659AG4 3462 2500000 SH DEFINED 01 2500000 0 0 ALBANY INTERNATIONAL CORP NEW CLASS 012348108 345 9831 SH DEFINED 01 9831 0 0 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 174 15659 SH DEFINED 01 15659 0 0 ALBEMARLE CORP COMMON 012653101 1823 47098 SH DEFINED 01 47098 0 0 ALBERTO CULVER COMPANY CLASS 013068101 1212 24962 SH DEFINED 01 24962 0 0 ALBERTSONS INC COMMON 013104104 1838 76983 SH DEFINED 01 76983 0 0 ***ALCAN INC COMMON 013716105 7245 147356 SH DEFINED 01 0 0 147356 ALCOA INC COMMON 013817101 12624 398657 SH DEFINED 01 0 0 398657 ***ALCATEL - SPONSORED ADR ADR 013904305 2873 181825 SH DEFINED 01 0 0 181825 ***ALCATEL - SPONSORED ADR ADR 013904305 1238 79226 SH DEFINED 01 79226 0 0 ALERIS INTERNATIONAL INC COMMON 014477103 571 33806 SH DEFINED 01 33806 0 0 ALEXANDER & BALDWIN INC COMMON 014482103 1127 26569 SH DEFINED 01 26569 0 0 ALEXANDERS INC COMMON 014752109 690 3213 SH DEFINED 01 3213 0 0 ALEXANDRIA REAL ESTATE COMMON 015271109 756 10169 SH DEFINED 01 10169 0 0 ALEXION PHARMACEUTICALS INC COMMON 015351109 492 19539 SH DEFINED 01 19539 0 0 ALFA CORP COMMON 015385107 163 10798 SH DEFINED 01 10798 0 0 ***ALGOMA STEEL INC COMMON 01566M204 2438 100000 SH DEFINED 01 100000 0 0 ALGOREX CORP COMMON 015867104 8 34502 SH DEFINED 01 34502 0 0 ALIGN TECHNOLOGY INC COMMON 016255101 205 19151 SH DEFINED 01 19151 0 0 ALKERMES INC COMMON 01642T108 786 55788 SH DEFINED 01 55788 0 0 ALLEGHENY ENERGY INC COMMON 017361106 1089 55263 SH DEFINED 01 55263 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 1143 52769 SH DEFINED 01 52769 0 0 ALLERION INC COMMON 01849X100 85 341800 SH DEFINED 01 341800 0 0 ALLERGAN INC CBONDCNV 018490AE2 2539 2598000 SH DEFINED 01 2598000 0 0 ALLERGAN INC COMMON 018490102 2605 32136 SH DEFINED 01 32136 0 0 ALLETE INC COMMON 018522300 376 10243 SH DEFINED 01 10243 0 0 ALLIANCE DATA SYSTEM CORP COMMON 018581108 1729 36422 SH DEFINED 01 36422 0 0 ALLIANCE GAMING CORPORATION COMMON 01859P609 2795 202411 SH DEFINED 01 202411 0 0 ALLIANCE IMAGING INC DEL COMMON 018606202 122 10885 SH DEFINED 01 10885 0 0 ALLIANCE SEMICONDUCTOR CORP COMMON 01877H100 37 10039 SH DEFINED 01 10039 0 0 ALLIANCE WORLD DOLLAR COMMON 01879R106 545 44047 SH DEFINED 01 44047 0 0 ALLIANCE WORLD DOLLAR COMMON 018796102 947 70652 SH DEFINED 01 0 0 70652 ALLIANT ENERGY CORP COMMON 018802108 824 28824 SH DEFINED 01 28824 0 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 1488 22767 SH DEFINED 01 22767 0 0 ALLIANT TECHSYSTEMS INC CBONDCNV 018804AH7 11 11000 SH DEFINED 01 11000 0 0 ALLICO CORP COMMON 018836106 0 71428 SH DEFINED 01 71428 0 0 ALLIED CAPITAL CORP NEW COMMON 01903Q108 3944 152638 SH DEFINED 01 152638 0 0 ALLIED WASTE INDUSTRIES INC COMMON 019589308 2088 225081 SH DEFINED 01 0 0 225081 ALLIED WASTE 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COMMON 801052101 0 80000 SH DEFINED 01 80000 0 0 SANTARUS INC COMMON 802817304 109 12036 SH DEFINED 01 12036 0 0 ***SAP AKTIENGESELLSCHAFT ADR 803054204 831 18800 SH DEFINED 01 18800 0 0 SAPIENT CORP COMMON 803062108 139 17573 SH DEFINED 01 17573 0 0 ***SAPPI LTD ADR 803069202 1975 128446 SH DEFINED 01 0 0 128446 SARA LEE CORP COMMON 803111103 5401 223740 SH DEFINED 01 223740 0 0 SAVIENT PHARMACEUTICALS COMMON 80517Q100 46 17166 SH DEFINED 01 17166 0 0 SAXON CAPITAL INC COMMON 80556T106 456 19040 SH DEFINED 01 19040 0 0 SCANA CORPORATION NEW COMMON 80589M102 1227 31146 SH DEFINED 01 31146 0 0 SCANSOFT INC COMMON 80603P107 274 64662 SH DEFINED 01 0 0 64662 SCHAWK INC-CL A CLASS 806373106 220 12149 SH DEFINED 01 12149 0 0 HENRY SCHEIN INC COMMON 806407102 1263 18137 SH DEFINED 01 18137 0 0 SCHERING PLOUGH CORP COMMON 806605101 1761 84352 SH DEFINED 01 0 0 84352 SCHERING PLOUGH CORP COMMON 806605101 8990 430568 SH DEFINED 01 430568 0 0 ***SCHLUMBERGER LTD COMMON 806857108 12790 188771 SH DEFINED 01 0 0 188771 SCHLUMBERGER LTD CBONDCNV 806857AC2 935 854000 SH DEFINED 01 854000 0 0 SCHLUMBERGER LTD CBONDCNV 806857AD0 4438 4110000 SH DEFINED 01 4110000 0 0 SCHNITZER STEEL INDUSTRIES INC CLASS 806882106 770 22694 SH DEFINED 01 22694 0 0 SCHOLASTIC CORP COMMON 807066105 2943 79633 SH DEFINED 01 0 0 79633 SCHOLASTIC CORP COMMON 807066105 1506 40753 SH DEFINED 01 40753 0 0 SCHOOL SPECIALTY INC COMMON 807863105 1077 27945 SH DEFINED 01 0 0 27945 SCHOOL SPECIALTY INC COMMON 807863105 1207 31314 SH DEFINED 01 31314 0 0 A SCHULMAN INC COMMON 808194104 212 9931 SH DEFINED 01 9931 0 0 CHARLES SCHWAB CORP NEW COMMON 808513105 7423 620729 SH DEFINED 01 620729 0 0 SCHWEITZER MAUDUIT INTL INC COMMON 808541106 322 9505 SH DEFINED 01 9505 0 0 SCICLONE PHARMACEUTICALS INC COMMON 80862K104 118 31960 SH DEFINED 01 31960 0 0 SCIENTIFIC ATLANTA INC COMMON 808655104 3985 118729 SH DEFINED 01 0 0 118729 SCIENTIFIC GAMES CORP COMMON 80874P109 1166 48910 SH DEFINED 01 48910 0 0 SCION PHARMACEUTICALS INC COMMON 808990212 0 1873248 SH DEFINED 01 1873248 0 0 ***SCOTTISH POWER PLC ADR 81013T705 251 7670 SH DEFINED 01 0 0 7670 SCOTTS CO-CL A CLASS 810186106 3060 41634 SH DEFINED 01 0 0 41634 SCOTTS CO-CL A CLASS 810186106 1655 22511 SH DEFINED 01 22511 0 0 SCRIPTEL HOLDING INC COMMON 811075100 0 10000 SH DEFINED 01 10000 0 0 SEACHANGE INTERNATIONAL INC COMMON 811699107 980 56203 SH DEFINED 01 56203 0 0 SEAGATE TECHNOLOGY INC COMMON 811804988 70 708210 SH DEFINED 01 708210 0 0 SEACOR HOLDINGS INC COMMON 811904101 1443 25237 SH DEFINED 01 0 0 25237 SEALED AIR CORP NEW COMMON 81211K100 1242 23318 SH DEFINED 01 23318 0 0 SEARS ROEBUCK & CO COMMON 812387108 15498 303721 SH DEFINED 01 303721 0 0 SEATTLE GENETICS INC COMMON 812578102 170 26178 SH DEFINED 01 26178 0 0 SECOND NATIONAL BANCORPORATION COMMON 813192101 0 151645 SH DEFINED 01 151645 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y100 9182 308538 SH DEFINED 01 308538 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y209 249 8266 SH DEFINED 01 0 0 8266 SELECT SECTOR SPDR FUND COMMON 81369Y209 22900 758537 SH DEFINED 01 758537 0 0 SECTOR SPDR TRUST COMMON 81369Y308 251 10889 SH DEFINED 01 0 0 10889 SECTOR SPDR TRUST COMMON 81369Y308 5242 227132 SH DEFINED 01 227132 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y407 774 21937 SH DEFINED 01 0 0 21937 SELECT SECTOR SPDR FUND COMMON 81369Y407 14317 405709 SH DEFINED 01 405709 0 0 SECTOR SPDR TRUST COMMON 81369Y506 120403 3326069 SH DEFINED 01 3326069 0 0 SECTOR SPDR TRUST COMMON 81369Y605 365 11982 SH DEFINED 01 0 0 11982 SECTOR SPDR TRUST COMMON 81369Y605 170555 5586500 SH DEFINED 01 5586500 0 0 SECTOR SPDR TRUST COMMON 81369Y704 7208 230405 SH DEFINED 01 0 0 230405 SECTOR SPDR TRUST COMMON 81369Y803 745 35300 SH DEFINED 01 0 0 35300 SECTOR SPDR TRUST COMMON 81369Y803 15389 729030 SH DEFINED 01 729030 0 0 SELECT SECTOR SPDR AMEX COMMON 81369Y886 14081 505612 SH DEFINED 01 505612 0 0 SECURE COMPUTING CORP COMMON 813705100 282 28321 SH DEFINED 01 28321 0 0 SEITEL INC COMMON 816074405 76 62223 SH DEFINED 01 62223 0 0 SELECT COMFORT CORP COMMON 81616X103 310 17287 SH DEFINED 01 17287 0 0 SELECT MED CORP COMMON 816196109 6956 393900 SH DEFINED 01 0 0 393900 SELECTIVE INSURANCE GROUP INC COMMON 816300107 1077 24359 SH DEFINED 01 24359 0 0 ***SEMICONDUCTOR MFG INTL CORP ADR 81663N206 2041 189600 SH DEFINED 01 189600 0 0 SEMICONDUCTOR HOLDRS TR COMMON 816636203 1247 37400 SH DEFINED 01 0 0 37400 SEMICONDUCTOR HOLDRS TR COMMON 816636203 65782 1971910 SH DEFINED 01 1971910 0 0 SEMTECH CORP COMMON 816850101 3478 159047 SH DEFINED 01 159047 0 0 SEMPRA ENERGY COMMON 816851109 2589 70597 SH DEFINED 01 70597 0 0 SEMPRA ENERGY COMMON 816851208 298 9600 SH DEFINED 01 9600 0 0 SEMITOOL INC COMMON 816909105 109 11826 SH DEFINED 01 11826 0 0 ***SENNEN RESOURCES LTD COMMON 816921100 7 15000 SH DEFINED 01 15000 0 0 SENIOR HSG PPTYS TR COMMON 81721M109 588 31023 SH DEFINED 01 0 0 31023 SENOMYX INC. COMMON 81724Q107 722 87173 SH DEFINED 01 87173 0 0 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 640 26692 SH DEFINED 01 26692 0 0 SEPRACOR INC COMMON 817315104 3311 55773 SH DEFINED 01 55773 0 0 SEQUA CORP-CL A CLASS 817320104 307 5035 SH DEFINED 01 5035 0 0 SEQUENOM INC COMMON 817337108 19 13715 SH DEFINED 01 13715 0 0 SERAC HOLDINGS INC COMMON 81747S106 0 10000 SH DEFINED 01 10000 0 0 SERENA SOFTWARE INC COMMON 817492101 202 9352 SH DEFINED 01 9352 0 0 SEROLOGICALS CORP COMMON 817523103 2881 130254 SH DEFINED 01 0 0 130254 SEROLOGICALS CORP COMMON 817523103 1009 45636 SH DEFINED 01 45636 0 0 SERVICE CORP INTERNATIONAL COMMON 817565104 1320 177202 SH DEFINED 01 0 0 177202 7-ELEVEN INC COMMON 817826209 506 21146 SH DEFINED 01 21146 0 0 SHAMAN PHARMACEUTICALS INC COMMON 819319500 0 12002 SH DEFINED 01 12002 0 0 SHAW GROUP INC COMMON 820280105 515 28884 SH DEFINED 01 28884 0 0 ***SHELL TRANSPORT & TRADING ADR 822703609 426 7003 SH DEFINED 01 0 0 7003 SHERWIN WILLIAMS CO COMMON 824348106 1463 32781 SH DEFINED 01 32781 0 0 ***SHIRE PHARMACEUTICALS GROUP ADR 82481R106 456 14298 SH DEFINED 01 14298 0 0 SHUFFLE MASTER INC COMMON 825549108 1082 22984 SH DEFINED 01 22984 0 0 SIEBEL SYSTEMS INC COMMON 826170102 5324 507082 SH DEFINED 01 507082 0 0 ***SIEMENS A G ADR 826197501 1067 12613 SH DEFINED 01 12613 0 0 SIERRA HEALTH SERVICES INC COMMON 826322109 3411 61907 SH DEFINED 01 61907 0 0 SIERRA PACIFIC RESOURCES NEW COMMON 826428104 629 59981 SH DEFINED 01 59981 0 0 SIERRA PACIFIC RESOURCES CBONDCNV 826428AF1 7466 3000000 SH DEFINED 01 3000000 0 0 SIGMA-ALDRICH CORP COMMON 826552101 3694 61104 SH DEFINED 01 61104 0 0 SIGMATEL INC COMMON 82661W107 459 12946 SH DEFINED 01 12946 0 0 SILICON LABORATORIES INC COMMON 826919102 1137 32212 SH DEFINED 01 32212 0 0 SILGAN HOLDINGS INC COMMON 827048109 1189 19506 SH DEFINED 01 19506 0 0 SILICON IMAGE INC COMMON 82705T102 510 31019 SH DEFINED 01 31019 0 0 SILICON GRAPHICS INC COMMON 827056102 122 70631 SH DEFINED 01 70631 0 0 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 466 78323 SH DEFINED 01 78323 0 0 SILICON VALLEY BANCSHARES COMMON 827064106 9629 214842 SH DEFINED 01 214842 0 0 SILICONIX INC NEW COMMON 827079203 348 9560 SH DEFINED 01 9560 0 0 ***SILICONWARE PRECISION INDS ADR 827084864 205 50000 SH DEFINED 01 50000 0 0 ***SILVER PEAK RESOURCES LTD COMMON 827905100 0 13998 SH DEFINED 01 13998 0 0 SIMON PROPERTY GROUP INC 6% PREFERED 828806802 16433 277493 SH DEFINED 01 277493 0 0 SIMON PROPERTY GROUP INC REIT 828806109 5606 86695 SH DEFINED 01 86695 0 0 SIMPLETECH INC COMMON 828823104 105 18854 SH DEFINED 01 0 0 18854 SIMPSON MANUFACTURING CO INC COMMON 829073105 477 13671 SH DEFINED 01 13671 0 0 SINCLAIR BROADCAST GROUP INC COMMON 829226109 811 88144 SH DEFINED 01 0 0 88144 SINCLAIR BROADCAST GROUP INC COMMON 829226109 457 49724 SH DEFINED 01 49724 0 0 SIRENZA MICRODEVICES INC COMMON 82966T106 113 17300 SH DEFINED 01 17300 0 0 SIRIUS SATELLITE RADIO INC COMMON 82966U103 9746 1269041 SH DEFINED 01 0 0 1269041 SIRIUS SATELLITE RADIO INC CBONDCNV 82966UAC7 3990 2121000 SH DEFINED 01 2121000 0 0 SIRIUS SATELLITE RADIO INC CBONDCNV 82966UAD5 12287 7175000 SH DEFINED 01 7175000 0 0 ***SIRIT INC COMMON 82967G103 12 10000 SH DEFINED 01 10000 0 0 SIRVA INC COMMON 82967Y104 250 13034 SH DEFINED 01 13034 0 0 SITEL CORP COMMON 82980K107 47 19477 SH DEFINED 01 19477 0 0 SIPEX CORP COMMON 829909100 66 14201 SH DEFINED 01 14201 0 0 SIX FLAGS INC COMMON 83001P109 252 47000 SH DEFINED 01 0 0 47000 SIX FLAGS INC COMMON 83001P109 266 49696 SH DEFINED 01 49696 0 0 SIX FLAGS INC CBONDCNV 83001PAJ8 8240 7325000 SH DEFINED 01 7325000 0 0 SIZELER PROPERTY INVESTORS INC REIT 830137105 355 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 602 21023 SH DEFINED 01 21023 0 0 SKYWEST INC COMMON 830879102 1386 69130 SH DEFINED 01 69130 0 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 853 90500 SH DEFINED 01 90500 0 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 1108 114944 SH DEFINED 01 0 0 114944 ***SKILLSOFT PLC ADR 830928107 81 14491 SH DEFINED 01 14491 0 0 SMARTDISK CORPORATION COMMON 83169Q105 37 205700 SH DEFINED 01 205700 0 0 ***SMITH & NEPHEW P L C ADR 83175M205 277 5360 SH DEFINED 01 5360 0 0 SMITH CORONA CORP COMMON 831858105 1 12300 SH DEFINED 01 12300 0 0 A O SMITH CORP COMMON 831865209 497 16621 SH DEFINED 01 16621 0 0 SMITH INTERNATIONAL INC COMMON 832110100 4864 88154 SH DEFINED 01 0 0 88154 SMITHFIELD FOODS INC COMMON 832248108 1324 44758 SH DEFINED 01 44758 0 0 SMUCKER J M COMPANY COMMON 832696405 2071 43991 SH DEFINED 01 0 0 43991 SMURFIT-STONE CONTAINER CORP COMMON 832727101 3594 191563 SH DEFINED 01 0 0 191563 SNAP-ON INC COMMON 833034101 3116 90688 SH DEFINED 01 0 0 90688 SNAP-ON INC COMMON 833034101 876 25521 SH DEFINED 01 25521 0 0 SOFTBRANDS INC COMMON 83402A107 31 14211 SH DEFINED 01 14211 0 0 SOFTWARE HOLDRS TRUST COMMON 83404B103 22906 568671 SH DEFINED 01 568671 0 0 SOHU.COM INC COMMON 83408W103 929 52488 SH DEFINED 01 52488 0 0 SOLA INTERNATIONAL INC COMMON 834092108 374 13596 SH DEFINED 01 13596 0 0 SOLAR FINANCIAL SERVICES INC COMMON 83414F201 0 47800 SH DEFINED 01 47800 0 0 SOLECTRON CORP COMMON 834182107 53 10000 SH DEFINED 01 0 0 10000 SOLECTRON CORP COMMON 834182107 2964 556275 SH DEFINED 01 556275 0 0 SOLECTRON CORP CBONDCNV 834182AS6 1755 2000000 SH DEFINED 01 2000000 0 0 SOLO SERVE CORP NEW COMMON 834263204 0 46030 SH DEFINED 01 46030 0 0 ***SOLOMON RESOURCES LTD COMMON 83427D102 2 15000 SH DEFINED 01 15000 0 0 SONIC AUTOMOTIVE INC-CL A CLASS 83545G102 7001 282300 SH DEFINED 01 282300 0 0 SONIC CORP COMMON 835451105 2531 83002 SH DEFINED 01 0 0 83002 SONIC CORP COMMON 835451105 1078 35357 SH DEFINED 01 35357 0 0 SONIC SOLUTIONS COMMON 835460106 1207 53806 SH DEFINED 01 53806 0 0 SONICWALL INC COMMON 835470105 262 41573 SH DEFINED 01 41573 0 0 SONOCO PRODUCTS CO COMMON 835495102 1413 47662 SH DEFINED 01 47662 0 0 SONTRA MEDICAL CORPORATION COMMON 83568W109 28 13300 SH DEFINED 01 13300 0 0 ***SONY CORP-ADR NEW ADR 835699307 2386 60747 SH DEFINED 01 0 0 60747 SOTHEBYS HOLDINGS INC-CL A CLASS 835898107 786 42395 SH DEFINED 01 0 0 42395 SONUS NETWORKS INC COMMON 835916107 1719 299055 SH DEFINED 01 0 0 299055 SOURCE INTERLINK COMPANIES INC COMMON 836151209 277 20866 SH DEFINED 01 20866 0 0 SOURCE MEDIA INC NEW COMMON 836153304 0 20000 SH DEFINED 01 20000 0 0 SOUTH FINL GROUP INC COMMON 837841105 734 22593 SH DEFINED 01 22593 0 0 SOUTHERN CO COMMON 842587107 14661 437398 SH DEFINED 01 437398 0 0 SOUTHERN PERU COPPER CORP COMMON 843611104 1684 34073 SH DEFINED 01 0 0 34073 SOUTHERN UNION CO NEW COMMON 844030106 2620 109292 SH DEFINED 01 109292 0 0 SOUTHMARK CORP NEW COMMON 844544809 0 40274 SH DEFINED 01 0 0 40274 SOUTHWEST AIRLINES CO COMMON 844741108 5232 315852 SH DEFINED 01 0 0 315852 SOUTHWEST BANCORPORATION OF COMMON 84476R109 1115 47913 SH DEFINED 01 47913 0 0 SOUTHWEST GAS CORP COMMON 844895102 342 13484 SH DEFINED 01 13484 0 0 SOUTHWESTERN ENERGY CO COMMON 845467109 1179 23275 SH DEFINED 01 23275 0 0 SOVEREIGN BANCORP INC COMMON 845905108 2581 110491 SH DEFINED 01 0 0 110491 SOVRAN SELF STORAGE INC REIT 84610H108 301 7149 SH DEFINED 01 7149 0 0 SPANISH BROADCASTING SYSTEM COMMON 846425882 1098 100016 SH DEFINED 01 0 0 100016 SPARTECH CORP NEW COMMON 847220209 280 10346 SH DEFINED 01 10346 0 0 SPECTRALINK CORP COMMON 847580107 158 11143 SH DEFINED 01 11143 0 0 SPECTRASITE INC COMMON 84761M104 354 4119 SH DEFINED 01 0 0 4119 SPHERION CORP COMMON 848420105 527 62765 SH DEFINED 01 62765 0 0 SPINNAKER EXPL CO COMMON 84855W109 347 9911 SH DEFINED 01 9911 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 SPORTS AUTHORITY INC COMMON 84917U109 610 23724 SH DEFINED 01 23724 0 0 SPORTSTOWN INC COMMON 849198106 17 110705 SH DEFINED 01 110705 0 0 SPRINT CORP COMMON 852061100 59461 2387900 SH DEFINED 01 0 0 2387900 STAGE STORES INC COMMON 85254C305 787 18889 SH DEFINED 01 0 0 18889 STANCORP FINL GROUP INC COMMON 852891100 1011 12258 SH DEFINED 01 12258 0 0 STANDARD FEDERAL SAVINGS & COMMON 853390102 0 95450 SH DEFINED 01 95450 0 0 STANDARD MICROSYSTEMS CORP COMMON 853626109 320 17977 SH DEFINED 01 17977 0 0 STANDARD PACIFIC CORP NEW COMMON 85375C101 4687 73090 SH DEFINED 01 0 0 73090 STANDARD PACIFIC CORP NEW COMMON 85375C101 1537 23973 SH DEFINED 01 23973 0 0 STANLEY FURNITURE CO INC NEW COMMON 854305208 243 5407 SH DEFINED 01 5407 0 0 STANLEY WORKS COMMON 854616109 1323 27021 SH DEFINED 01 27021 0 0 STAPLES INC COMMON 855030102 13907 412569 SH DEFINED 01 412569 0 0 STAR WORLD PRODUCTIONS INC COMMON 855196101 0 235000 SH DEFINED 01 235000 0 0 STARBUCKS CORP COMMON 855244109 29755 475909 SH DEFINED 01 0 0 475909 STARS TO GO INC COMMON 855682100 10 107087 SH DEFINED 01 107087 0 0 STARTEK INC COMMON 85569C107 326 11473 SH DEFINED 01 11473 0 0 STARWOOD HOTELS & RESORTS REIT 85590A203 15881 271948 SH DEFINED 01 271948 0 0 STATE STREET CORP COMMON 857477103 12997 264617 SH DEFINED 01 264617 0 0 STATE STREET CORPORATION COMMON 857477202 2016 9000 SH DEFINED 01 9000 0 0 STATEWIDE BANCORP-N.J. COMMON 857658108 0 129772 SH DEFINED 01 129772 0 0 STATION CASINOS INC COMMON 857689103 770 14100 SH DEFINED 01 0 0 14100 STATION CASINOS INC COMMON 857689103 873 15967 SH DEFINED 01 15967 0 0 STATORDYNE CORP COMMON 85771N107 5 21360 SH DEFINED 01 21360 0 0 STEAK N SHAKE CO COMMON 857873103 515 25688 SH DEFINED 01 25688 0 0 STEEL DYNAMICS INC COMMON 858119100 876 23149 SH DEFINED 01 23149 0 0 STEELCASE INC-MICH CL A COMMON 858155203 641 46342 SH DEFINED 01 46342 0 0 STEIN MART INC COMMON 858375108 2284 133890 SH DEFINED 01 0 0 133890 STEIN MART INC COMMON 858375108 1118 65550 SH DEFINED 01 65550 0 0 ***STELCO INC CLASS A CLASS 858525108 1772 1000000 SH DEFINED 01 1000000 0 0 STERLING BANCSHARES INC COMMON 858907108 218 15338 SH DEFINED 01 15338 0 0 STERICYCLE INC COMMON 858912108 1421 30934 SH DEFINED 01 30934 0 0 STERIS CORP COMMON 859152100 1066 44945 SH DEFINED 01 44945 0 0 STERLING BANCORP-N.Y. COMMON 859158107 263 9336 SH DEFINED 01 9336 0 0 STERLING FINANCIAL CORP-WASH COMMON 859319105 418 10648 SH DEFINED 01 10648 0 0 STEWART & STEVENSON SERVICES COMMON 860342104 282 13340 SH DEFINED 01 0 0 13340 STEWART ENTERPRISES INC-CL A CLASS 860370105 185 26474 SH DEFINED 01 26474 0 0 STEWART INFORMATION SERVICES COMMON 860372101 225 5418 SH DEFINED 01 5418 0 0 STILLWATER MINING CO COMMON 86074Q102 338 29063 SH DEFINED 01 0 0 29063 STONE & WEBSTER INC COMMON 861ESC994 0 757200 SH DEFINED 01 757200 0 0 ***STMICROELECTRONICS N V ADR 861012102 8345 431986 SH DEFINED 01 431986 0 0 STOCKERYALE INC COMMON 86126T203 13 10400 SH DEFINED 01 10400 0 0 STONE ENERGY CORP COMMON 861642106 675 14991 SH DEFINED 01 14991 0 0 STORAGENETWORKS INC COMMON 86211E103 39 15900 SH DEFINED 01 0 0 15900 STORAGE TECHNOLOGY CORP NEW COMMON 862111200 1338 42332 SH DEFINED 01 42332 0 0 STOTLER GROUP INC COMMON 862280104 0 39165 SH DEFINED 01 39165 0 0 STRATEX NETWORKS INC COMMON 86279T109 71 31817 SH DEFINED 01 31817 0 0 STRAYER EDUCATION INC COMMON 863236105 2193 19975 SH DEFINED 01 19975 0 0 STREETTRACKS SER TR COMMON 86330E604 5308 28300 SH DEFINED 01 28300 0 0 STREETTRACKS SER TR COMMON 86330E703 900 17790 SH DEFINED 01 17790 0 0 STREETTRACKS SER TR COMMON 86330E869 13912 86200 SH DEFINED 01 86200 0 0 STREETTRACKS GOLD TRUST COMMON 863307104 8935 203000 SH DEFINED 01 0 0 203000 STREETTRACKS INDEX SHS FDS COMMON 863308201 23040 575000 SH DEFINED 01 575000 0 0 STRIDE RITE CORP COMMON 863314100 261 23379 SH DEFINED 01 23379 0 0 STROUDS INC COMMON 863451100 0 10000 SH DEFINED 01 10000 0 0 STRYKER CORP COMMON 863667101 4850 100525 SH DEFINED 01 100525 0 0 STUDENT LOAN CORP COMMON 863902102 3732 20283 SH DEFINED 01 0 0 20283 STUDENT LOAN CORP COMMON 863902102 611 3322 SH DEFINED 01 3322 0 0 SUMMA MEDICAL CORP NEW COMMON 865629406 0 10000 SH DEFINED 01 10000 0 0 SUMMIT PROPERTIES INC REIT 866239106 328 10084 SH DEFINED 01 10084 0 0 SUMMUS INC COMMON 866366107 13 20000 SH DEFINED 01 20000 0 0 SUN COMMUNITIES INC REIT 866674104 308 7656 SH DEFINED 01 7656 0 0 SUN MICROSYSTEMS INC COMMON 866810104 177 33004 SH DEFINED 01 0 0 33004 SUN MICROSYSTEMS INC COMMON 866810104 9852 1831249 SH DEFINED 01 1831249 0 0 SUN STATE SVGS & LN ASSN-ARIZ COMMON 866876105 0 130218 SH DEFINED 01 130218 0 0 SUNBEAM CORP-DEL NEW COMMON 867071102 0 11500 SH DEFINED 01 11500 0 0 ***SUNCOR ENERGY INC COMMON 867229106 18942 532612 SH DEFINED 01 0 0 532612 SUNGARD DATA SYSTEMS INC COMMON 867363103 3846 135544 SH DEFINED 01 0 0 135544 SUNOCO INC COMMON 86764P109 5337 65327 SH DEFINED 01 65327 0 0 SUNRISE SENIOR LIVING INC COMMON 86768K106 1746 37669 SH DEFINED 01 37669 0 0 SUNTERRA CORPORATION COMMON 86787D208 197 14102 SH DEFINED 01 14102 0 0 SUNRISE SVGS & LOAN ASSN FLA COMMON 867903106 2 11680 SH DEFINED 01 11680 0 0 SUNTRUST BANKS INC COMMON 867914103 8956 121230 SH DEFINED 01 121230 0 0 SUPERCOMPUTING SOLUTIONS INC COMMON 868047101 0 80290 SH DEFINED 01 80290 0 0 SUPERGEN INC COMMON 868059106 402 57071 SH DEFINED 01 57071 0 0 SUPERIOR ENERGY SERVICES INC COMMON 868157108 500 32489 SH DEFINED 01 32489 0 0 SUPERIOR INDUSTRIES INTL INC COMMON 868168105 4765 164029 SH DEFINED 01 164029 0 0 SUPERVALU INC COMMON 868536103 1437 41646 SH DEFINED 01 41646 0 0 SUPPORTSOFT INC COMMON 868587106 187 28117 SH DEFINED 01 28117 0 0 SURMODICS INC COMMON 868873100 424 13047 SH DEFINED 01 13047 0 0 SUSQUEHANNA BANCSHARES INC-PA COMMON 869099101 697 27963 SH DEFINED 01 27963 0 0 SWIFT ENERGY CO COMMON 870738101 3666 126680 SH DEFINED 01 0 0 126680 SWIFT ENERGY CO COMMON 870738101 917 31693 SH DEFINED 01 31693 0 0 SWIFT TRANSPORTATION CO INC COMMON 870756103 1021 47573 SH DEFINED 01 47573 0 0 ***SWISSCOM SPONSORED ADR ADR 871013108 239 6049 SH DEFINED 01 6049 0 0 SYBASE INC COMMON 871130100 540 27083 SH DEFINED 01 27083 0 0 SYBRON DENTAL SPECIALTIES INC COMMON 871142105 612 17298 SH DEFINED 01 17298 0 0 SYCAMORE NETWORKS INC COMMON 871206108 329 80185 SH DEFINED 01 0 0 80185 SYCAMORE NETWORKS INC COMMON 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