13F-HR/A 1 f05-03_3113fnonconfamend1.txt 1ST QTR 2005 13F AMENDMENT NO.1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F/A Form 13F Amendment COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2005 Check here if Amendment [X]; Amendment Number:1 This Amendment (Check only one.): [ ] is a restatement [X] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Lehman Brothers Holdings Inc. Address: 745 Seventh Avenue New York, New York 10019 Form 13F File Number: 28-3182 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: James J Killerlane III Title: Vice President Phone: 212 526-1695 Signature, Place and Date of Signing: /s/ James J Killerlane III New York, NY July 1, 2005 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by another reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F/A SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 3,413 Form 13F Information Table Value Total 10,921,887 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 28-1159 Lehman Brothers Inc. Please note that confidential information has been omitted from this report and filed separately with the Securities and Exchange Commission. 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
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CORP-NON VTG COMMON 278265103 1535 65503 SH DEFINED 01 65503 0 0 EATON VANCE INSURED MUNI BOND COMMON 27827X101 238 17200 SH DEFINED 01 17200 0 0 EATON VANCE TAX ADVANTAGED COMMON 27828G107 392 17200 SH DEFINED 01 0 0 17200 EATON VANCE LIMITED DURATION COMMON 27828H105 361 20000 SH DEFINED 01 0 0 20000 EATON VANCE TAX ADVANTAGED COMMON 27828S101 496 20650 SH DEFINED 01 0 0 20650 EBAY INC COMMON 278642103 20032 534164 SH DEFINED 01 0 0 534164 ECHELON CORP COMMON 27874N105 81 11942 SH DEFINED 01 11942 0 0 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 515 17612 SH DEFINED 01 0 0 17612 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 10344 353658 SH DEFINED 01 353658 0 0 ECHOSTAR COMMUNICATIONS CORP CBONDCNV 278762AG4 5092 5137000 SH DEFINED 01 5137000 0 0 ECLIPSYS CORP COMMON 278856109 1089 70388 SH DEFINED 01 70388 0 0 ECOLAB INC COMMON 278865100 2745 83074 SH DEFINED 01 83074 0 0 EDISON BROTHERS STORES INC NEW COMMON 280875303 0 227122 SH DEFINED 01 227122 0 0 EDISON INTERNATIONAL COMMON 281020107 4398 126688 SH DEFINED 01 126688 0 0 EDO CORP CBONDCNV 281347AD6 5637 5500000 SH DEFINED 01 5500000 0 0 EDUCATE INC COMMON 28138P100 864 62338 SH DEFINED 01 62338 0 0 EDUCATION MANAGEMENT CORP COMMON 28139T101 2098 75070 SH DEFINED 01 75070 0 0 EDULINK INC COMMON 28164R103 0 20000 SH DEFINED 01 20000 0 0 EDWARDS LIFESCIENCES CORP COMMON 28176E108 697 16131 SH DEFINED 01 16131 0 0 EDWARDS LIFESCIENCES CORP CBONDCNV 28176EAB4 138 135000 SH DEFINED 01 135000 0 0 A G EDWARDS INC COMMON 281760108 930 20759 SH DEFINED 01 20759 0 0 EFUNDS CORP COMMON 28224R101 2205 98818 SH DEFINED 01 98818 0 0 EL PASO CORPORATION COMMON 28336L109 2084 197000 SH DEFINED 01 0 0 197000 EL PASO CORPORATION COMMON 28336L109 3737 353258 SH DEFINED 01 353258 0 0 EL PASO ELECTRIC CO NEW COMMON 283677854 280 14778 SH DEFINED 01 14778 0 0 ***ELAN CORP PLC-ADR ADR 284131208 1475 454485 SH DEFINED 01 0 0 454485 ***ELAN CORP PLC-ADR ADR 284131208 1296 400000 SH DEFINED 01 400000 0 0 ***ELAN CORP PLC-ADR ADR 284131208 162 50000 SH DEFINED 01 50000 0 0 ELECTRO BRAIN INTL CORP NEW COMMON 285062204 0 328029 SH DEFINED 01 328029 0 0 ELECTRONIC ARTS INC COMMON 285512109 482 9325 SH DEFINED 01 0 0 9325 ELECTRONIC ARTS INC COMMON 285512109 15290 295296 SH DEFINED 01 295296 0 0 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 836 40343 SH DEFINED 01 0 0 40343 ELECTRONIC DATA SYS CORP CBONDCNV 285661AF1 987 1000000 SH DEFINED 01 1000000 0 0 ELECTRONIC GAME CARD INC COMMON 285716106 37 20000 SH DEFINED 01 20000 0 0 ELECTRONICS BOUTIQUE HOLDINGS COMMON 286045109 1853 43143 SH DEFINED 01 43143 0 0 ***ELONG INC ADR 290138205 168 18750 SH DEFINED 01 18750 0 0 ELOT INC COMMON 290143106 0 10200 SH DEFINED 01 10200 0 0 EMAGIN CORP COMMON 29076N107 11 12000 SH DEFINED 01 12000 0 0 EMARKETPLACE INC COMMON 290783109 0 16304 SH DEFINED 01 16304 0 0 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 632 86527 SH DEFINED 01 0 0 86527 ***EMBRAER-EMPRESA BRASILEIRA ADR 29081M102 10920 348893 SH DEFINED 01 348893 0 0 EMBRACE SYSTEMS CORP COMMON 290816107 1 176211 SH DEFINED 01 176211 0 0 EMCORE CORP COMMON 290846104 33 10000 SH DEFINED 01 0 0 10000 EMERGING VISION INC COMMON 29089W102 104 526914 SH DEFINED 01 526914 0 0 EMERSON ELECTRIC CO COMMON 291011104 4306 63379 SH DEFINED 01 0 0 63379 EMMIS COMMUNICATIONS CORP-CL A CLASS 291525103 352 18339 SH DEFINED 01 18339 0 0 EMULEX CORP NEW COMMON 292475209 4288 227634 SH DEFINED 01 227634 0 0 ***ENCANA CORP COMMON 292505104 6667 94028 SH DEFINED 01 0 0 94028 ENCORE MEDICAL CORP COMMON 29256E109 172 32013 SH DEFINED 01 32013 0 0 ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 1972 192987 SH DEFINED 01 192987 0 0 ENCORE WIRE CORP COMMON 292562105 824 80786 SH DEFINED 01 80786 0 0 ENDO PHARMACEUTICALS HLDGS INC COMMON 29264F205 647 28711 SH DEFINED 01 28711 0 0 ENERGEN CORP COMMON 29265N108 1028 15439 SH DEFINED 01 15439 0 0 ENERGY CONVERSION DEVICES INC COMMON 292659109 249 10998 SH DEFINED 01 10998 0 0 ENERGY EAST CORPORATION COMMON 29266M109 1806 68906 SH DEFINED 01 68906 0 0 ENERGIZER HOLDINGS INC COMMON 29266R108 1969 32929 SH DEFINED 01 32929 0 0 ***ENERPLUS RESOURCES FUND COMMON 29274D604 1430 39450 SH DEFINED 01 0 0 39450 ENGAGE INC COMMON 292827102 134 109000 SH DEFINED 01 109000 0 0 ENGELHARD CORP COMMON 292845104 2008 66883 SH DEFINED 01 66883 0 0 ENGINEERED SUPPORT SYSTEMS INC COMMON 292866100 761 14230 SH DEFINED 01 14230 0 0 ENNIS INC COMMON 293389102 433 25638 SH DEFINED 01 25638 0 0 ENRON CORP COMMON 293561106 0 15385 SH DEFINED 01 15385 0 0 ENTERASYS NETWORKS INC COMMON 293637104 60 38380 SH DEFINED 01 0 0 38380 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 426 12018 SH DEFINED 01 12018 0 0 ENTERGY CORP NEW COMMON 29364G103 6203 87787 SH DEFINED 01 87787 0 0 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 2670 64453 SH DEFINED 01 0 0 64453 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 696 16802 SH DEFINED 01 16802 0 0 ENTERTAINMENT ARTS INC NEV COMMON 29381C101 0 100000 SH DEFINED 01 0 0 100000 ENTRAVISION COMMUNICATIONS COMMON 29382R107 344 38885 SH DEFINED 01 38885 0 0 ENTRUST INC COMMON 293848107 61 16337 SH DEFINED 01 16337 0 0 ENZON PHARMACEUTICALS INC COMMON 293904108 178 16390 SH DEFINED 01 0 0 16390 ENZON INC CBONDCNV 293904AB4 22482 25015000 SH DEFINED 01 25015000 0 0 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 12300 SH DEFINED 01 12300 0 0 ENVIROSURE MANAGEMENT CORP COMMON 294096102 0 451100 SH DEFINED 01 451100 0 0 ENZO BIOCHEM INC COMMON 294100102 1637 113532 SH DEFINED 01 113532 0 0 EQUIFAX INC COMMON 294429105 629 20504 SH DEFINED 01 20504 0 0 EQUINIX INC COMMON 29444U502 1131 26715 SH DEFINED 01 0 0 26715 EQUINIX INC COMMON 29444U502 837 19789 SH DEFINED 01 19789 0 0 EQUITABLE RESOURCES INC COMMON 294549100 804 14001 SH DEFINED 01 14001 0 0 EQUITY LIFESTYLE PROPERTIES COMMON 29472R108 219 6231 SH DEFINED 01 6231 0 0 EQUITY OFFICE PROPERTIES TRUST REIT 294741103 2506 83182 SH DEFINED 01 83182 0 0 EQUITY RESIDENTIAL PROPERTIES COMMON 29476L784 374 15500 SH DEFINED 01 15500 0 0 EQUITY RESIDENTIAL REIT 29476L107 2600 80735 SH DEFINED 01 80735 0 0 ERESEARCH TECHNOLOGY INC COMMON 29481V108 1586 134693 SH DEFINED 01 134693 0 0 ***ERICSSON L M TEL CO ADR 294821608 6511 228567 SH DEFINED 01 0 0 228567 ESSEX PROPERTY TRUST INC REIT 297178105 302 4376 SH DEFINED 01 4376 0 0 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 919 26169 SH DEFINED 01 0 0 26169 ETHAN ALLEN INTERIORS INC COMMON 297602104 205 6433 SH DEFINED 01 6433 0 0 EVEREX SYSTEMS INC COMMON 300072105 4 441405 SH DEFINED 01 441405 0 0 EVERGREEN SOLAR INC COMMON 30033R108 4714 666800 SH DEFINED 01 666800 0 0 EVOLVING SYSTEMS INC COMMON 30049R100 244 80871 SH DEFINED 01 80871 0 0 EXELON CORP COMMON 30161N101 13378 291535 SH DEFINED 01 291535 0 0 EXELIXIS INC COMMON 30161Q104 68 10130 SH DEFINED 01 10130 0 0 WTS EXIDE TECHNOLOGIES WARRANT 302051123 683 379994 SH DEFINED 01 379994 0 0 EXODUS COMMUNICATIONS INC COMMON 302088109 0 47264 SH DEFINED 01 0 0 47264 EXPEDITORS INTERNATIONAL OF COMMON 302130109 9389 175336 SH DEFINED 01 175336 0 0 EXPRESSJET HOLDINGS INC CBONDCNV 30218UAB4 2816 3070000 SH DEFINED 01 3070000 0 0 EXPRESS SCRIPTS INC COMMON CLASS 302182100 9333 107048 SH DEFINED 01 107048 0 0 EXTR@CT INC COMMON 302258108 0 20000 SH DEFINED 01 20000 0 0 EXTREME NETWORKS INC COMMON 30226D106 686 114323 SH DEFINED 01 0 0 114323 EXULT INC CBONDCNV 302284AB0 3828 4100000 SH DEFINED 01 4100000 0 0 EYETECH PHARMACEUTICALS INC COMMON 302297106 1195 42483 SH DEFINED 01 0 0 42483 EZCORP INC-CL A CLASS 302301106 509 38366 SH DEFINED 01 38366 0 0 EXXON MOBIL CORP COMMON 30231G102 7020 117788 SH DEFINED 01 0 0 117788 EXXON MOBIL CORP COMMON 30231G102 63551 1066301 SH DEFINED 01 1066301 0 0 F A TUCKER GROUP INC COMMON 302396106 0 32180 SH DEFINED 01 32180 0 0 FLIR SYSTEMS INC CBONDCNV 302445AB7 6253 4094000 SH DEFINED 01 4094000 0 0 FLIR SYSTEMS INC COMMON 302445101 7455 246049 SH DEFINED 01 0 0 246049 FLIR SYSTEMS INC COMMON 302445101 1583 52253 SH DEFINED 01 52253 0 0 FMC TECHNOLOGIES INC COMMON 30249U101 2873 86617 SH DEFINED 01 86617 0 0 FMC CORP NEW COMMON 302491303 1760 30940 SH DEFINED 01 0 0 30940 FPL GROUP INC COMMON 302571104 8747 216251 SH DEFINED 01 0 0 216251 FRMO CORP COMMON 30262F106 46 23100 SH DEFINED 01 23100 0 0 FSI INTERNATIONAL INC COMMON 302633102 260 61628 SH DEFINED 01 61628 0 0 F & M DISTRIBUTORS INC COMMON 302723101 0 113005 SH DEFINED 01 113005 0 0 FTI CONSULTING INC COMMON 302941109 2626 127234 SH DEFINED 01 127234 0 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 251 7623 SH DEFINED 01 7623 0 0 FAIR ISAAC INC COMMON 303250104 710 19653 SH DEFINED 01 0 0 19653 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 183 12000 SH DEFINED 01 0 0 12000 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 829 54077 SH DEFINED 01 54077 0 0 FAIRFIELD NOBLE CORP COMMON 304621105 0 12547 SH DEFINED 01 12547 0 0 ***FAIRMONT HOTELS & RESORTS COMMON 305204109 2819 85075 SH DEFINED 01 85075 0 0 FALCONSTOR SOFTWARE INC COMMON 306137100 148 24863 SH DEFINED 01 24863 0 0 FAMILY DOLLAR STORES INC COMMON 307000109 1667 54916 SH DEFINED 01 54916 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 1336 24162 SH DEFINED 01 24162 0 0 FANNIE MAE COMMON 313586109 422 7764 SH DEFINED 01 0 0 7764 FANNIE MAE COMMON 313586109 12555 230592 SH DEFINED 01 230592 0 0 FEDERAL SIGNAL CORP COMMON 313855108 429 22982 SH DEFINED 01 0 0 22982 FEDERATED DEPARTMENT STORES COMMON 31410H101 23580 369938 SH DEFINED 01 0 0 369938 FEDERATED DEPARTMENT STORES COMMON 31410H101 8451 132800 SH DEFINED 01 132800 0 0 FEDERATED INVESTORS INC (PA.) COMMON 314211103 787 27811 SH DEFINED 01 27811 0 0 FEDEX CORP COMMON 31428X106 201 2142 SH DEFINED 01 0 0 2142 FEDEX CORP COMMON 31428X106 5710 60779 SH DEFINED 01 60779 0 0 FERRO CORP COMMON 315405100 334 17782 SH DEFINED 01 17782 0 0 F5 NETWORKS INC COMMON 315616102 710 14074 SH DEFINED 01 14074 0 0 FIDELITY NATIONAL FINANCIAL COMMON 316326107 2093 63550 SH DEFINED 01 63550 0 0 FIELDSTONE INVESTMENT COMMON 31659U300 312 21501 SH DEFINED 01 21501 0 0 FIFTH THIRD BANCORP COMMON 316773100 3641 83823 SH DEFINED 01 0 0 83823 FINANCIAL FEDERAL CORP COMMON 317492106 458 12952 SH DEFINED 01 12952 0 0 FINISAR CORP COMMON 31787A101 15 12000 SH DEFINED 01 0 0 12000 FINISAR CORP COMMON 31787A101 307 245607 SH DEFINED 01 245607 0 0 FINLAY ENTERPRISES INC COMMON 317884203 539 40805 SH DEFINED 01 40805 0 0 FINISH LINE INC-CL A CLASS 317923100 1820 77434 SH DEFINED 01 0 0 77434 FINOVA GROUP INC COMMON 317928109 138 1459000 SH DEFINED 01 1459000 0 0 FIRST ADVANTAGE CORPORATION COMMON 31845F100 203 9700 SH DEFINED 01 0 0 9700 1ST AMERICAN BANCORP INC COMMON 318470101 110 238015 SH DEFINED 01 238015 0 0 FIRST AMERICAN BANK & TRUST CLASS 318472107 0 156736 SH DEFINED 01 156736 0 0 FIRST AMERICAN CORP COMMON 318522307 946 28725 SH DEFINED 01 28725 0 0 ***FIRST BANCORP P R COMMON 318672102 558 13217 SH DEFINED 01 13217 0 0 FIRST CAPITAL HOLDINGS CORP COMMON 319417101 0 92000 SH DEFINED 01 92000 0 0 FIRST CAPITOL FINANCIAL CORP COMMON 319418109 0 60506 SH DEFINED 01 60506 0 0 FIRST CITIZENS BANCSHARES INC CLASS 31946M103 248 1695 SH DEFINED 01 1695 0 0 FIRST COMMONWEALTH FINANCIAL COMMON 319829107 179 13130 SH DEFINED 01 13130 0 0 FIRST COMMUNITY BANCORP CALIF COMMON 31983B101 309 6996 SH DEFINED 01 6996 0 0 FIRST DATA CORP COMMON 319963104 9859 248996 SH DEFINED 01 0 0 248996 FIRST ENTERPRISE FINANCIAL COMMON 319987103 0 17050 SH DEFINED 01 17050 0 0 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 PHARMACEUTICAL COMMON 32051K106 3072 181996 SH DEFINED 01 181996 0 0 FIRST HORIZON NATL CORP COMMON 320517105 2524 61900 SH DEFINED 01 0 0 61900 FIRST HORIZON NATL CORP COMMON 320517105 1269 31114 SH DEFINED 01 31114 0 0 FIRST HORIZON NATL CORP COMMON 320517105 11258 276000 SH DEFINED 01 276000 0 0 FIRST INDUSTRIAL REALTY TRUST REIT 32054K103 505 13351 SH DEFINED 01 13351 0 0 FIRST INDIANA CORP COMMON 32054R108 292 12106 SH DEFINED 01 12106 0 0 FIRST MARBLEHEAD CORP COMMON 320771108 20536 356971 SH DEFINED 01 356971 0 0 FIRST MERCHANTS CORP COMMON 320817109 316 12204 SH DEFINED 01 12204 0 0 FIRST MIDWEST BANCORP INC-DEL COMMON 320867104 301 9272 SH DEFINED 01 9272 0 0 FIRST NIAGARA FINANCIAL GROUP COMMON 33582V108 470 35635 SH DEFINED 01 35635 0 0 FIRST REAL ESTATE INVESTMENT COMMON 336142104 1015 27092 SH DEFINED 01 27092 0 0 FIRST SERVICE BANK FOR SVGS COMMON 336408109 0 21050 SH DEFINED 01 21050 0 0 FIRST TRUST VALUE LINE COMMON 33735A100 9358 653100 SH DEFINED 01 653100 0 0 FISERV INC COMMON 337738108 2652 66649 SH DEFINED 01 66649 0 0 FIRSTFED FINANCIAL CORP DEL COMMON 337907109 318 6251 SH DEFINED 01 6251 0 0 FIRSTMERIT CORP COMMON 337915102 1891 70700 SH DEFINED 01 70700 0 0 FLAGSTAR BANCORP INC COMMON 337930101 406 20782 SH DEFINED 01 20782 0 0 FIRSTENERGY CORP COMMON 337932107 3367 80273 SH DEFINED 01 80273 0 0 FIRSTENERGY CORP COMMON 337932107 5243 125000 SH DEFINED 01 125000 0 0 FISHER SCIENTIFIC INTL INC NEW COMMON 338032204 2595 45604 SH DEFINED 01 45604 0 0 FLEETWOOD ENTERPRISES INC COMMON 339099103 3192 367008 SH DEFINED 01 367008 0 0 FLEMING COMPANIES INC COMMON 339130106 0 20650 SH DEFINED 01 20650 0 0 FLOATING POINT SYSTEMS INC COMMON 339734105 0 219585 SH DEFINED 01 219585 0 0 FLORIDA EAST COAST INDS INC COMMON 340632108 542 12777 SH DEFINED 01 12777 0 0 FLORIDA ROCK INDUSTRIES INC COMMON 341140101 242 4117 SH DEFINED 01 4117 0 0 FLUOR CORP NEW COMMON 343412102 611 8335 SH DEFINED 01 0 0 8335 FLUOR CORP CBONDCNV 343412AA0 133 118000 SH DEFINED 01 118000 0 0 FLOWERS FOODS INC COMMON 343498101 239 8478 SH DEFINED 01 8478 0 0 FLOWSERVE CORP COMMON 34354P105 447 17287 SH DEFINED 01 17287 0 0 FLUSHING FINANCIAL CORP COMMON 343873105 579 31839 SH DEFINED 01 31839 0 0 FOCAL COMMUNICATIONS CORP COMMON 344155205 0 25000 SH DEFINED 01 25000 0 0 FOOT LOCKER INC COMMON 344849104 1036 35377 SH DEFINED 01 35377 0 0 FORD MOTOR CO DEL COMMON 345370860 6839 601691 SH DEFINED 01 0 0 601691 FORD MOTOR CO CAP TR II PREFERED 345395206 469 10350 SH DEFINED 01 10350 0 0 ***FORDING CANADIAN COAL COMMON 345425102 297 3237 SH DEFINED 01 3237 0 0 FOREST CITY ENTERPRISES INC COMMON 345550107 205 3223 SH DEFINED 01 3223 0 0 FOREST LABORATORIES INC COMMON 345838106 6503 175697 SH DEFINED 01 0 0 175697 FOREST OIL CORP COMMON 346091705 2320 55298 SH DEFINED 01 0 0 55298 FORMFACTOR INC COMMON 346375108 371 16417 SH DEFINED 01 16417 0 0 FORTUNE BRANDS INC COMMON 349631101 2086 25882 SH DEFINED 01 25882 0 0 FORWARD AIR CORPORATION COMMON 349853101 478 11245 SH DEFINED 01 11245 0 0 FOSSIL INC COMMON 349882100 395 15238 SH DEFINED 01 15238 0 0 FOUNDRY NETWORKS INC COMMON 35063R100 839 84779 SH DEFINED 01 84779 0 0 4 KIDS ENTERTAINMENT INC COMMON 350865101 495 22389 SH DEFINED 01 22389 0 0 FOX ENTERTAINMENT GROUP INC COMMON 35138T107 9520 261922 SH DEFINED 01 261922 0 0 FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 282 10000 SH DEFINED 01 0 0 10000 FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 2594 92003 SH DEFINED 01 92003 0 0 FRANKLIN RESOURCES INC COMMON 354613101 3431 49460 SH DEFINED 01 0 0 49460 FRANKLIN RESOURCES INC CBONDCNV 354613AC5 27 40000 SH DEFINED 01 40000 0 0 FREDS INC-TENN CL A CLASS 356108100 283 15530 SH DEFINED 01 0 0 15530 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 3067 77450 SH DEFINED 01 0 0 77450 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 8686 219305 SH DEFINED 01 219305 0 0 FREESCALE SEMICONDUCTOR INC COMMON 35687M206 1415 81118 SH DEFINED 01 0 0 81118 FREMONT GENERAL CORP COMMON 357288109 1851 84216 SH DEFINED 01 84216 0 0 FRIEDMAN BILLINGS RAMSEY GROUP COMMON 358434108 613 38646 SH DEFINED 01 38646 0 0 FRIEDMANS INC-CL A CLASS 358438109 29 22893 SH DEFINED 01 22893 0 0 FRIES ENTERTAINMENT INC COMMON 358616100 0 120692 SH DEFINED 01 120692 0 0 FRONTIER AIRLINES INC NEW COMMON 359065109 319 30442 SH DEFINED 01 30442 0 0 FRONTIER OIL CORP COMMON 35914P105 3772 104036 SH DEFINED 01 104036 0 0 FUELCELL ENERGY INC COMMON 35952H106 186 13661 SH DEFINED 01 0 0 13661 ***FUJI PHOTO FILM CO LTD ADR- ADR 359586302 325 8902 SH DEFINED 01 8902 0 0 H B FULLER & CO COMMON 359694106 476 16435 SH DEFINED 01 16435 0 0 FULTON FEDERAL SAVINGS BANK COMMON 360266100 0 87341 SH DEFINED 01 87341 0 0 FULTON FINANCIAL CORP-PA COMMON 360271100 297 13644 SH DEFINED 01 13644 0 0 FUTURE COMMUNICATIONS INC NEW COMMON 360906200 0 12096 SH DEFINED 01 12096 0 0 FURNITURE BRANDS INTERNATIONAL COMMON 360921100 404 18531 SH DEFINED 01 18531 0 0 GATX CORP COMMON 361448103 1748 51576 SH DEFINED 01 0 0 51576 GMH COMMUNITIES TRUST COMMON 36188G102 4625 394995 SH DEFINED 01 394995 0 0 G R I CORP COMMON 362232100 0 28473 SH DEFINED 01 28473 0 0 GTC BIOTHERAPEUTICS INC COMMON 36238T104 18 17455 SH DEFINED 01 17455 0 0 GABELLI ASSET MANAGEMENT INC COMMON 36239Y102 957 21438 SH DEFINED 01 21438 0 0 GABLES RESIDENTIAL TRUST-SBI REIT 362418105 441 13264 SH DEFINED 01 13264 0 0 ***GALACTIC RESOURCES LTD COMMON 362903106 0 14800 SH DEFINED 01 14800 0 0 GALLAGHER ARTHUR J & CO COMMON 363576109 800 27799 SH DEFINED 01 27799 0 0 GAMESTOP CORP COMMON 36466R101 929 41950 SH DEFINED 01 41950 0 0 GANDER MOUNTAIN COMPANY COMMON 36471P108 262 20001 SH DEFINED 01 20001 0 0 *** GANDALF TECHNOLOGIES INC COMMON 364717108 0 14150 SH DEFINED 01 14150 0 0 GANNETT CO INC COMMON 364730101 6992 88397 SH DEFINED 01 0 0 88397 GANTRY CORP NEW COMMON 364736306 0 10000 SH DEFINED 01 10000 0 0 GAP INC COMMON 364760108 3845 175866 SH DEFINED 01 0 0 175866 GARTNER INC CL A CLASS 366651107 206 21595 SH 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MUNIHOLDINGS NEW JERSEY COMMON 625936109 495 34187 SH DEFINED 01 34187 0 0 MUNICIPAL HIGH INCOME FUND INC COMMON 626214100 129 18132 SH DEFINED 01 18132 0 0 MUNIHOLDINGS FLORIDA INSURED COMMON 62624W105 292 20000 SH DEFINED 01 20000 0 0 MUNIENHANCED FUND INC COMMON 626243109 107 10000 SH DEFINED 01 10000 0 0 MUNIYIELD FLORIDA INSURED FUND COMMON 626298103 158 11000 SH DEFINED 01 11000 0 0 MUNIYIELD NEW JERSEY FUND INC COMMON 62630L101 415 29029 SH DEFINED 01 29029 0 0 MUNIYIELD NEW YORK INSURED COMMON 626301105 430 33400 SH DEFINED 01 33400 0 0 MURPHY OIL CORP COMMON 626717102 6320 63515 SH DEFINED 01 0 0 63515 MYLAN LABORATORIES INC COMMON 628530107 9766 551149 SH DEFINED 01 551149 0 0 MYRIAD GENETICS INC COMMON 62855J104 1555 84562 SH DEFINED 01 84562 0 0 MYOGEN INC COMMON 62856E104 467 59276 SH DEFINED 01 59276 0 0 NAL FINANCIAL GROUP INC COMMON 62872M106 0 19000 SH DEFINED 01 19000 0 0 NBTY INC COMMON 628782104 4187 166888 SH DEFINED 01 166888 0 0 NCI BUILDING SYSTEMS INC COMMON 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