SECURITIES AND EXCHANGE COMMISSION

FORM 13F-HR/A Initial quarterly Form 13F holdings report filed by institutional managers [amend]

Filing Date: 2004-12-01 | Period of Report: 2004-09-30 SEC Accession No. 0000806085-04-000212

(HTML Version on secdatabase.com)

FILER LEHMAN BROTHERS HOLDINGS INC Mailing Address Business Address LEHMAN BROTHERS LEHMAN BROTHERS CIK:806085| IRS No.: 133216325 | State of Incorp.:DE | Fiscal Year End: 1130 745 SEVENTH AVENUE 745 SEVENTH AVENUE Type: 13F-HR/A | Act: 34 | File No.: 028-03182 | Film No.: 041177215 NEW YORK NY 10019 NEW YORK NY 10019 SIC: 6211 Security brokers, dealers & flotation companies 2125267000

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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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Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document ***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 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Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document 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 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 - 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0 0 84346 APPLERA CORP COMMON 038020202 337 28866 SH DEFINED 01 28866 0 0

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Please Consider the Environment Before Printing This Document 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 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Please Consider the Environment Before Printing This Document 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 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 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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

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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

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Please Consider the Environment Before Printing This Document 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

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document 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

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Please Consider the Environment Before Printing This Document 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 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

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Please Consider the Environment Before Printing This Document 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 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 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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 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

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Please Consider the Environment Before Printing This Document 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 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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 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Please Consider the Environment Before Printing This Document ***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

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Please Consider the Environment Before Printing This Document 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 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

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Please Consider the Environment Before Printing This Document 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

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Please Consider the Environment Before Printing This Document 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

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Please Consider the Environment Before Printing This Document 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 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Please Consider the Environment Before Printing This Document ***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 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Please Consider the Environment Before Printing This Document 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 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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 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Please Consider the Environment Before Printing This Document 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 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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

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Please Consider the Environment Before Printing This Document ***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

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Please Consider the Environment Before Printing This Document 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 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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 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

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Please Consider the Environment Before Printing This Document 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

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Please Consider the Environment Before Printing This Document 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 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Please Consider the Environment Before Printing This Document 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 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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 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Please Consider the Environment Before Printing This Document 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 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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

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Please Consider the Environment Before Printing This Document 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 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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 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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 INC COMMON 726900103 125 11226 SH DEFINED 01 11226 0 0 PLANTRONICS INC NEW COMMON 727493108 1468 33966 SH DEFINED 01 33966 0 0

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Please Consider the Environment Before Printing This Document 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 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Please Consider the Environment Before Printing This Document ***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

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Please Consider the Environment Before Printing This Document ***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. 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Please Consider the Environment Before Printing This Document 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 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

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Please Consider the Environment Before Printing This Document 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 INC COMMON 866810104 117 28999 SH DEFINED 01 0 0 28999

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Please Consider the Environment Before Printing This Document 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 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

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Please Consider the Environment Before Printing This Document TEREX CORP NEW COMMON 880779103 7560 173626 SH DEFINED 01 0 0 173626 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 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 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

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Please Consider the Environment Before Printing This Document ***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 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 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

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Please Consider the Environment Before Printing This Document 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 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

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Please Consider the Environment Before Printing This Document 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. 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Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document The initial filing of this Form 13F, made on November 15, 2004, inadvertently overstated eight positions as a result of a programming error which resulted in certain pledged collateral being improperly included in the aggregate positions reported. Such overstated positions involved securities issued by (1) Citigroup Inc., (2) Magnum Hunter Resources Inc., (3) Marshall & Ilsley Corp., (4) McData Corp., (5) the NASDAQ 100, (6) Newpark Resources Inc., (7) Quest Diagnostics Inc. and (8) Telewest Global Inc. This filing provides the corrected list.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549

Form 13F/A

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: September 30, 2004

Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [X] is a restatement [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name: Lehman Brothers Holdings Inc. Address: 745 Seventh Avenue New York, New York 10019

Form 13F File Number: 28-3182

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Oliver Budde Title: Vice President Phone: 212 526-0778

Signature, Place and Date of Signing:

/s/Oliver Budde New York, NY December 1, 2004

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[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)

[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by another reporting manager(s).)

[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers: 1

Form 13F Information Table Entry Total: 2,985

Form 13F Information Table Value Total 12,644,649 (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.

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