-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
Originator-Key-Asymmetric:
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MIC-Info: RSA-MD5,RSA,
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-04-000030.txt :
-04-000030.hdr.sgml :
ACCESSION NUMBER:
-04-000030
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT:
CONFORMED PERIOD OF REPORT:
FILED AS OF DATE:
EFFECTIVENESS DATE:
COMPANY DATA:
COMPANY CONFORMED NAME:
LEHMAN BROTHERS HOLDINGS INC
CENTRAL INDEX KEY:
STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211]
IRS NUMBER:
STATE OF INCORPORATION:
FISCAL YEAR END:
FILING VALUES:
FORM TYPE:
SEC FILE NUMBER: 028-03182
FILM NUMBER:
BUSINESS ADDRESS:
LEHMAN BROTHERS
745 SEVENTH AVENUE
BUSINESS PHONE:
MAIL ADDRESS:
LEHMAN BROTHERS
745 SEVENTH AVENUE
FORMER COMPANY:
FORMER CONFORMED NAME: SHEARSON LEHMAN HUTTON HOLDINGS INC
DATE OF NAME CHANGE:
f04-02_1713fnonconf.txt
FORM 13F REPORT
NON-CONFIDENTIAL
SHRS OR SH/ PUT/ INVESTMENT
VOTING AUTHORITY
NAME OF ISSUER
PRN AMT PRN CALL DISCRETION MANAGERS
- -------------------------------- -------- --------- --------
------- --- ---- ---------- -------- -------- -------- --------
***LERNOUT & HAUSPIE SPEECH
DU PONT E I DE NEMOU
FRACTIONAL ENBRIDGE ENRGY MGMT
EQUIMED INC NEW-FRACTIONAL SHS
FRACTIONAL SHS FLEETWOOD
FORD MOTOR CO DEL
***BAYERISCHE MOTEREN WERKE AG
***DAIMLERCHRYSLER A.G.
FRACTIONAL KINDER MORGAN MGMT
NORTH ATLANTIC TRADING INC
***ACE LTD-ORD
***AMDOCS LIMITED
***BAE SYSTEMS PLC ORD
*** BANK OF BERMUDA LTD
***ACCENTURE LTD CL A
***BUNGE LTD
***COMMODITIES TRUST PLC-ORD
***WTS BZW COMMODITIES TRUST
***CELLTECH GROUP ORD
***COOPER INDUSTRIES LTD
***EMERALD ENERGY
***EVEREST RE GROUP LTD
**GARMIN LTD
***GLOBAL CROSSING LTD
***GLOBALSANTAFE CORP
*** GLOBALSTAR
***WTS GLOBALSTAR
***HELEN OF TROY LTD-BERMUDA
***HIT ENTERTAINMENT
***HSBC HLDGS PLC
***INGERSOLL RAND CO LTD
***WTS LORAL SPACE &
MARVELL TECHNOLOGY GROUP
***NABORS INDUSTRIES LTD
***NELSON RESOURCES LTD
***NOBLE CORP
***PLAYMATES HOLDINGS LTD
***RSL COMMUNICATIONS LTD-CL A
***SEAGATE TECHNOLOGY
***TRANSOCEAN INC.
***VIATEL HOLDING BERMUDA LTD
***VODAFONE GROUP
***WEATHERFORD INTERNATIONAL
***XL CAPITAL LTD-CL A
***NTT DOCOMO INC ORD
***SHARP CORP
***TAKEDA CHEMICAL INDUSTRIES
***TOYOTA MOTOR CORP
FRACTIONAL VAST SOLUTION INC
FRACTIONAL VAST SOLUTIONS INC
FRACTIONAL VAST SOLUTIONS INC
***CHECK POINT SOFTWARE
***CHECK POINT SOFTWARE
GIVEN IMAGING
***JACADA LTD
***QIAGEN NV EUR 0.01
***CERVECERIAS PERUANAS BACKUS
***EMBOTELLADORAS ARCA SA DE
***G ACCION SA DE CV-SER B
***PERU REAL ESTATE SA-CL B
***TELECOM ARGENTINA STET-
***WTS VENEZUELA (REPUBLIC OF)
***AUSTRALIA & NEW ZEALAND
***COMMONWEALTH BANK OF
***GLOBE INTERNATIONAL LTD
***PRANA BIOTECHNOLOGY LTD
***RESTAURANT BRANDS NEW
***PETROLEUM GEO SVS ASA
***TELECOM ITALIA MOBILE SPA
***ROYAL CARIBBEAN CRUISES LTD
***P T BANK BIRA (FOREIGN)
***FLEXTRONICS INTERNATIONAL
***KOREA THRUNET CO LTD
OMI CORP NEW
***PACIFIC INTERNET LIMITED
***PHILEX MINING CORP-CL B NEW
ADC TELECOMMUNICATIONS INC
2834557 SH
ADC TELECOMMUNICATIONS INC
ACM INCOME FD INC
ABM INDUSTRIES INC
AGL RESOURCES INC
AK STEEL HOLDING CORP
AMB PROPERTY CORP
AMC ENTERTAINMENT INC
AMR CORP-DEL
***ATI TECHNOLOGIES INC
A T & E CORP
AT&T WIRELESS SERVICES INC
AT&T WIRELESS SERVICES INC
1270308 SH
AXS-ONE INC
AAIPHARMA INC
AAMES FINL CORP
ABAXIS INC
ABBOTT LABORATORIES
ABBOTT LABORATORIES
ABERCROMBIE & FITCH CO-CL A
***ABBEY NATL GROUP PLC
***ABBEY NATL GROUP PLC
***ABBEY NATIONAL PLC
***ABBEY NATIONAL PLC
ABGENIX INC
ACACIA RESEARCH - ACACIA
ACCESS HEALTHNET INC NEW
ACCREDO HEALTH INC
ACCRUE SOFTWARE INC
ACETO CORP
ACTIVISION INC NEW
ACTIVCARD CORP
ACTUANT CORP
ACUITY BRANDS INC
ACXIOM CORP
ADAPTEC INC
***ADECCO SA-SPONSORED ADR
ADELPHIA COMMUNICATIONS CORP
ADMINISTAFF INC
ADMINISTAFF INC
ADOBE SYSTEMS INC
ADTRAN INC
ADVANCE AUTO PARTS INC
ADVANCED DIGITAL INFORMATION
ADVANCED MAGNETICS INC
ADVANCED FIBRE COMMUNICATIONS
***ADVANCED SEMICONDUCTOR ENGR
***ADVANCED SEMICONDUCTOR ENGR
ADVANCED NEUROMODULATION SYS
ADVANCIS PHARMACEUTICAL CORP
ADVANCIS PHARMACEUTICAL CORP
AERO SYSTEMS INC
AEROFLEX INC
ADVANCE PCS
1240080 SH
ADVANCED MICRO DEVICES INC
ADVANCED ENERGY INDUSTRIES INC
ADVENT SOFTWARE INC
ADVANCED DETECTORS INC
AES TR III
AETHER SYSTEMS INC
AETNA INC NEW
AFFILIATED BANC CORP
AFFILIATED COMPUTER SERVICES
AFFILIATED MANAGERS GROUP INC
AFFILIATED MANAGERS GROUP INC
6000000 SH
AFFYMETRIX INC
AGERE SYSTEMS INC
AGERE SYSTEMS INC
AGERE SYSTEMS INC
AGILENT TECHNOLOGIES INC
AGILE SOFTWARE CORP DEL
AGILE SOFTWARE CORP DEL
AIR PRODUCTS & CHEMICALS INC
AIRGAS INC
AIRGATE PCS INC
AIRTRAN HOLDINGS INC
AKAMAI TECHNOLOGIES INC
ALASKA AIR GROUP INC
ALASKA AIR GROUP INC
ALBANY INTERNATIONAL CORP NEW
ALBEMARLE CORP
ALBERTO CULVER COMPANY
ALBERTSONS INC
***ALCATEL - SPONSORED ADR
ALEXANDER & BALDWIN INC
ALEXANDRIA REAL ESTATE
ALEXANDRIA REAL ESTATE
ALGOREX CORP
ALIGN TECHNOLOGY INC
ALKERMES INC
ALLEGHENY ENERGY INC
ALLEGHENY TECHNOLOGIES INC
ALLERION INC
ALLERGAN INC
ALLETE INC
ALLIANCE CAP MGMT HLDG L P
ALLIANCE GAMING CORPORATION
ALLIANCE SEMICONDUCTOR CORP
ALLIANCE RESOURCE PARTNERS L P
ALLIANCE WORLD DOLLAR
ALLIANCE WORLD DOLLAR
ALLIANT ENERGY CORP
ALLICO CORP
ALLIED CAPITAL CORP NEW
ALLIED WASTE INDUSTRIES INC
ALLIED WASTE INDUSTRIES INC
ALLMERICA FINANCIAL CORP
ALLOS THERAPEUTICS INC
ALLSTATE CORP
ALLTEL CORP
ALPHARMA INC-CL A
ALTAIR NANOTECHNOLOGIES INC
ALTEON INC
ALTERA CORP
ALTEX INDUSTRIES INC
ALTIRIS INC
ALTRIA GROUP INC
ALTRIA GROUP INC
ALTUS BANK-A FEDERAL SVGS BANK
AMASYS CORP
AMBAC FINANCIAL GROUP INC
AMBASE CORP
AMBERS STORES INC
AMCOL INTERNATIONAL CORP
AMERADA HESS CORP
AMERICA ONLINE INC DEL
CBONDCNV 02364JAC8
***AMERICA MOVIL S A DE C V
AMERICA ONLINE LATIN AMER INC
AMERICA WEST HOLDING CORP-CL B
AMERICAN CAPITAL CORP
AMERICAN CLASSIC VOYAGES CO
AMERICAN CAPITAL STRATEGIES
AMERICAN COMPLEX CARE INC NEW
AMERICAN EAGLE OUTFITTERS INC
AMERICAN ELECTRIC POWER CO INC
AMERICAN EQUITY INVESTMENT
AMERICAN EXPRESS COMPANY
AMERICAN EXPRESS COMPANY
AMERICAN FINANCIAL GROUP INC
AMERICAN GREETINGS CORP-CL A
AMERICAN HEALTHWAYS INC
AMERICAN HEALTHWAYS INC
AMERICAN HOME MORTGAGE
AMERICAN INTEGRITY CORP
AMERICAN INTERNATIONAL GROUP
AMERICAN INTERNATIONAL GROUP
AMERICAN ITALIAN PASTA CO-CL A
AMERICAN MANAGEMENT SYSTEMS
AMERICAN POWER CONVERSION CORP
AMERICAN SAVINGS BANK FSB NY
***AMERICAN SENSORS INC
AMERICAN STANDARD COMPANIES
AMERICAN TOWER CORP
AMERICAN TOWER CORP
AMERICAN SUPERCONDUCTOR CORP
AMERICAN WOODMARK CORP
AMERICREDIT CORP
AMERICREDIT CORP
AMERIFIRST BANK FSB
AMERUS GROUP CO
AMERUS GROUP CO
CBONDCNV 03072MAD0
7000000 SH
AMERISOURCEBERGEN CORP
AMERIGROUP CORP
AMERITRADE HOLDING CORP
AMES DEPARTMENT STORES INC
AMERIGAS PARTNERS LP
AMETEK INC NEW
4000000 SH
AMOSKEAG BANK SHARES INC
AMSOUTH BANCORPORATION
AMSURG CORP
AMYLIN PHARMACEUTICALS INC
***AMVESCAP PLC
ANADARKO PETROLEUM CORP
ANALOG DEVICES INC
ANALOGIC CORP NEW
ANCHOR GLASS CONTAINER CORP
ANDREA ELECTRONICS CORP
ANDREW CORP
ANDRX GROUP
***ANGIOTECH PHARMACEUTICALS
***ANGLOGOLD LTD (NEW)
ANHEUSER BUSCH COMPANIES INC
ANIXTER INTERNATIONAL INC
ANNALY MORTGAGE MANAGEMENT INC
ANNTAYLOR STORES CORP
ANTHEM INC
ANTEON INTL CORP
ANTHRACITE CAPITAL INC
2600000 SH
APACHE CORP
APARTMENT INVESTMENT &
***APCO ARGENTINA INC (CAYMEN
APOGENT TECHNOLOGIES INC
APOLLO GROUP INC-CL A
APPLE COMPUTER INC
APPLE COMPUTER INC
APPLEBEES INTERNATIONAL INC
APRIA HEALTHCARE GROUP INC
APPLERA CORP
APPLERA CORP
***APPLIED DIGITAL SOLUTIONS
APPLIED MAGNETICS CORP
APPLIED MICRO CIRCUITS CORP
APPLIED MICRO CIRCUITS CORP
APPLIED MATERIALS INC
APPLIED MATERIALS INC
APPLIED MOLECULAR EVOLUTION
AQUANATURAL CO
AQUANTIVE INC
AQUILA INC
ARAMARK CORP
ARBITRON INC
ARCH COAL INC
ARCH WIRELESS INC
ARCH WIRELESS INC CL A
ARCHER-DANIELS-MIDLAND CO
ARCTIC CAT INC
ARGOSY GAMING CORP
ARIAD PHARMACEUTICALS INC-DEL
ARIL GROUP INC
ARKANSAS BEST CORP-DEL
***ARM HOLDINGS PLC
ARMSTRONG HOLDINGS INC
ARRIS GROUP INC
ARROW ELECTRONICS INC
***ARTISAN COMPONENTS INC
ARNDILLY LEASING LTD
1036800 SH
ARNDILLY LEASING LTD
1036800 SH
ARNDILLY LEASING LTD
1036800 SH
ARNDILLY LEASING LTD
1036800 SH
ARMS PARK LEASING LTD
1101600 SH
ARMS PARK LEASING LTD
1101600 SH
ARTESYN TECHNOLOGIES INC
ARVINMERITOR INC
ASCENTIAL SOFTWARE CORPORATION
ASCENT PEDIATRICS INC
ASHLAND INC
ASK JEEVES INC
ASPECT COMMUNICATIONS CORP
ASPECT MEDICAL SYSTEMS INC
ASPEN TECHNOLOGY INC
ASSOCIATED BANC CORP
AT HOME CORP-SER A
ASTORIA FINANCIAL CORP
ASTORIA FINANCIAL CORP
***ASTRAZENECA PLC
AT ROAD INC
ASYST TECHNOLOGIES INC
***ATHLONE MINERALS
ATLANTIC COAST AIRLINES HLDGS
ATLAS ENGINEERING CO
ATMEL CORP
ATMEL CORP
ATMOS ENERGY CORP
ATRATECH INC NEW
AUGUST TECHNOLOGY CORP
***AURORA PLATINUM CORP
AUTODESK INC
AUTOLIV INC
AUTOMATIC DATA PROCESSING INC
AUTONATION INC DEL
AUTOZONE INC
AVANEX CORP
AVALONBAY COMMUNITIES INC
AVANT IMMUNOTHERAPEUTICS INC
***AVENTIS
AVERY DENNISON CORP
AVICI SYSTEMS INC
AVID TECHNOLOGY INC
AVISTA CORP
AVITAR INC NEW
AVOCENT CORP
AVON PRODUCTS INC
AXCELIS TECHNOLOGIES INC
AZCO MINING INC-DEL
AZTAR CORP
***BAA PLC-SPONSORED ADR
BISYS GROUP INC
BJS WHOLESALE CLUB INC
BJ SERVICES CO
***BP P L C SPONSORED ADR
BMC SOFTWARE INC
BAKER HUGHES INC
BALLYS TOTAL FITNESS HOLDING
***BANCO BILBAO VIZCAYA
BANDAG INC
BANK OF AMERICA CORP
BANK OF AMERICA CORP
BANK HAWAII CORP
BANK MUTUAL CORPORATION
BANK OF NEW ENGLAND CORP
BANK OF NEW YORK CO INC
BANK ONE CORP
RTS BANK UNITED CORP
BANKNORTH GROUP INC
BANKUNITED FINANCIAL CORP-CL A
BANKUNITED FINANCIAL CORP-CL A
***BANPAIS SA-SPONSORED ADR
BANTA CORP
C R BARD INC
BARNES & NOBLE INC
***BARRICK GOLD CORP
BARR LABORATORIES INC
BARR LABORATORIES INC
BASIC LEASING CORP
BASIX CORP NEW
BAUSCH & LOMB INC
BAXTER INTERNATIONAL INC
BAY VIEW CAPITAL CORP-DEL
BEA SYSTEMS INC
BEAR STEARNS COMPANIES INC
BEARINGPOINT INC
BEAZER HOMES USA INC
BEBE STORES INC
BECKMAN COULTER INC
BECTON DICKINSON & CO
BED BATH & BEYOND INC
BELL SAVINGS HOLDINGS INC
BELLSOUTH CORP
***BEMA GOLD CORP
BEMIS CO INC
BENCHMARK ELECTRONICS INC
W R BERKLEY CORP
BERKSHIRE HATHAWAY INC
BERKSHIRE HATHAWAY INC
BEST BUY COMPANY INC
BEST BUY COMPANY INC
BEST BUY INC
BEST PRODUCTS CO INC NEW
BEVERLY ENTERPRISES INC NEW
BIG LOTS INC
BIOMEDICAL WASTE SYSTEMS INC
BIOMARIN PHARMACEUTICAL INC
BIOMET INC
BIOGEN IDEC INC
BIOPLASTY INC
BIOPURE CORP
BIOTECH HOLDRS TR
***BIOVAIL CORP
BIRCH TELECOM
BIOSONICS INC
BIOLASE TECHNOLOGY INC
BLACK & DECKER CORP
BLACK BOX CORP-DEL
BLACK HILLS CORP
BLACKROCK NEW JERSEY INVT
BLACKROCK INCOME TRUST INC
BLACKROCK NEW YORK MUN BD TR
H & R BLOCK INC
BLOUNT INTL INC NEW
BOARDROOM BUSINESS PRODUCTS
BOB EVANS FARMS INC
BOISE CASCADE CORP
***BOOKHAM TECHNOLOGY PLC
BONNEVILLE PACIFIC CORP
BOOTS & COOTS INTERNATIONAL
BORDERS GROUP INC
***BOREALIS EXPLORATION LTD
BORG WARNER AUTOMOTIVE INC
BORLAND SOFTWARE CORP
BOSTON SCIENTIFIC CORP
BOWATER INC
BOYD GAMING CORP
BOYKIN LODGING CO
BRADY CORPORATION CL A
***BRETT RESOURCES INC
BRIDGE BANK NATIONAL ASSOC
BRIGGS & STRATTON CORP
BRIGHTPOINT INC
BRINKER INTERNATIONAL INC
BRINKER INTERNATIONAL INC
BRINK'S COMPANY
BRISTOL MYERS SQUIBB CO
BROADBAND HOLDRS TR
BROADCOM CORP
BROADVISION INC
BROADWAY FINANCIAL CORP-N.J.
BROCADE COMMUNICATIONS SYS INC
BRODIE EXPLORATION CORP
BROOKLINE BANCORP INC
***BROOKS AUTOMATION INC
BROWN & BROWN INC
BROWN FORMAN CORP-CL B
TOM BROWN INC NEW
BRUNSWICK CORP
BUCKEYE PARTNERS LP
BUCKEYE PARTNERS LP
BURLINGTON NORTHERN SANTA FE
BURLINGTON RESOURCES INC
BURRITT INTERFINANCIAL
CBRL GROUP INC
CEC ENTERTAINMENT INC
CEC ENTERTAINMENT INC
CH ENERGY GROUP INC
C H ROBINSON WORLDWIDE INC
CIGNA CORP
CIGNA HIGH INCOME SHARES-SBI
CIT GROUP INC NEW
CKE RESTAURANTS INC
CLECO CORP HLDGS NEW
CMS ENERGY CORP
CSK AUTO CORP
CSK AUTO CORP
2235005 SH
CNA FINANCIAL CORP
***CNF INC
CNET NETWORKS INC
CNET NETWORKS INC
CPC REXCEL INC
CSG SYSTEMS INTERNATIONAL INC
CV THERAPEUTICS INC
CABLEVISION SYSTEMS CORP-CL A
CABLE DESIGN TECHNOLOGIES CORP
CABOT CORP
CABOT MICROELECTRONICS CORP
CABOT OIL & GAS CORP
CACI INTERNATIONAL INC-CL A
***CADBURY SCHWEPPES PLC-ADR
CADENCE DESIGN SYSTEMS INC
CAL DIVE INTERNATIONAL INC
CALAMOS CONVERTIBLE
CALIFORNIA MICRO DEVICES CORP
CALIFORNIA PIZZA KITCHEN INC
CALIFORNIA WATER SERVICE GROUP
CALLAWAY GOLF CO
CALPINE CORP
CALPINE CORP
CAMPBELL SOUP CO
***CANADIAN NATIONAL RAILWAY
***CANADIAN OIL SANDS TR NEW
***CANADIAN ZINC CORPORATION
CANDELA CORP
CANCERVAX CORPORATION
CANCERVAX CORPORATION
CAPITAL AUTOMOTIVE REIT-SBI
CAPITAL ONE FINANCIAL CORP
CAPITAL ONE FINANCIAL CORP
CAPITOL FEDERAL FINANCIAL
CAPSULE SYSTEMS INC
CARBO CERAMICS INC
CAPSTAR HOTEL CORP
CARDIAC SCIENCE INC NEW
CARDINAL HEALTH INC
CAREADVANTAGE INC NEW
CAREER EDUCATION CORP
CAREERCOM CORP
CAREMARK RX INC
CARLISLE COMPANIES INC
CARMAX INC
***CARNIVAL CORP
CAROLCO PICTURES INC
CARPENTER TECHNOLOGY CORP
CASCADE INTERNATIONAL INC
CASEYS GENERAL STORES INC
CATALINA MARKETING CORP
CATERPILLAR INC
CATHAY GENERAL BANCORP
CATTLEGUARD INC
CELL GENESYS INC
CELL THERAPEUTICS INC NEW
***CELESTICA INC
CELGENE CORP
CENDANT CORP
CENDANT CORP
CENTENNIAL COMMUNICATIONS CORP
CENTENE CORP DEL
CENTERPOINT ENERGY INC
CENTEX CORP
CENTILLIUM COMMUNICATIONS INC
CENTURI INC
CENTURY ALUMINUM CO
CENTURY BUSINESS SERVICES INC
CENTURYTEL INC
CENVEST INC
CEPHALON INC
CERIDIAN CORP
CERNER CORP
CERTEGY INC
CHAMPION ENTERPRISES INC
CHARLES RIVER LABORATORIES
CHARTER ONE FINANCIAL INC
CHARTERMAC
CHARMING SHOPPES INC
CHARTER COMMUNICATIONS INC DEL
CHARTER COMMUNICATIONS INC DEL
CHARTER COMMUNICATION INC DEL
CBONDCNV 16117MAB3
1000000 SH
CHARTER COMMUNICATIONS INC DEL
CBONDCNV 16117MAC1
CHATTEM INC
CHATTEM INC
CHECKFREE CORP
CHECKPOINT SYSTEM INC
2863908 SH
CHEESECAKE FACTORY INC
CHEMICAL FINANCIAL CORP
CHESAPEAKE ENERGY CORP
CHESAPEAKE ENERGY CORP
CHESAPEAKE INDUSTRIES INC
CHEVRONTEXACO CORP
CHEVRONTEXACO CORP
CHICAGO PIZZA & BREWERY INC
CHICOS FAS INC
CHILDRENS PLACE RETAIL STORES
CHINATEK INC NEW
CHIPPAC INC
CHIQUITA BRANDS INTL INC
WTS CHIQUITA BRANDS INTL INC
CHIRON CORP
CHITTENDEN CORP
CHOICEPOINT INC
CHRISTOPHER & BANKS CORP
CHUBB CORP
CHUBB CORP
CHURCH & DWIGHT CO INC
CIENA CORP
CIENA CORP
CIENA CORP
CIMAREX ENERGY CO
CINCINNATI BELL INC NEW
CINCINNATI FINANCIAL CORP
CINEMASTAR LUXURY THEATERS INC
CINERGY CORP
CIPHERGEN BIOSYSTEMS INC
CIRCUIT CITY STORES INC
CISCO SYSTEMS INC
CISCO SYSTEMS INC
2557310 SH
CISCO SYSTEMS INC
CIRRUS LOGIC INC
CITADEL SECURITY SOFTWARE INC
CINTAS CORP
CITIGROUP INC
CITIGROUP INC
2854688 SH
CITIZENS BANKING CORP
CITIZENS COMMUNICATIONS CO
CITRIX SYSTEMS INC
CITY NATIONAL CORP
CITY NATIONAL CORP
CITYFED FINANCIAL CORP
CLAIRES STORES INC (FLA)
CLANCY SYSTEMS INTL INC
CLARCOR INC
CLEAR CHANNEL COMMUNICATIONS
CLEAR CHANNEL COMMUNICATIONS
CLEVELAND CLIFFS INC
CLOTHESTIME INC
COCA COLA CO
COCA COLA CO
COCA COLA ENTERPRISES INC
COEUR D ALENE MINES CORP
COEUR D ALENE MINES CORP
COGNEX CORP
***COGNOS INC
COGNIZANT TECHNOLOGY SOLUTIONS
COHERENT INC
COINSTAR INC
COLGATE PALMOLIVE CO
COLGATE PALMOLIVE CO
COLLINS & AIKMAN CORP NEW
COLONIAL BANCGROUP INC
COLONIAL PROPERTIES TRUST
COLONIAL PROPERTIES TRUST
COLUMBIA LABORATORIES INC
COLUMBIA SAVINGS & LOAN ASSN
COLUMBIA SPORTSWEAR CO
COMCAST CORP
2348162 SH
COMCAST CORPORATION
3121585 SH
COMCAST HOLDINGS CORPORATION
COMERICA INC
COMFED BANCORP INC
COMMERCE BANCORP INC-N.J.
COMMERCE BANCORP INC-N.J.
COMMERCE GROUP INC-MASS
COMMERCE GROUP INC-MASS
COMMERCIAL FEDERAL CORP
COMMERCIAL METALS CO
COMMERCIAL NET LEASE REALTY
COMMONWEALTH TELEPHONE
COMMSCOPE INC
COMMUNITY HEALTH COMPUTING
COMMUNITY HEALTH SYSTEM INC
COMMUNITY FIRST BANKSHARES INC
***COMPANHIA PARANAENSE DE
***COMPANHIA VALE DO RIO DOCE
***COMPANIA DE TELECOMUNICACI-
COMPASS BANCSHARES INC
COMPARATOR SYSTEMS CORP NEW
COMPASS MINERALS INTL INC
COMPUTER ASSOCIATES INTL INC
COMPOSITECH LTD
COMPUTER SCIENCES CORP
COMPUTERIZED THERMAL IMAGING
COMPUWARE CORP
COMSTOCK RESOURCES INC NEW
COMVERSE TECHNOLOGY INC NEW
CONAGRA FOODS INC
CONCERO INC
CONCORD EFS INC
1412715 SH
CONCURRENT COMPUTER CORP NEW
CONEXANT SYSTEMS INC
CONEXANT SYSTEMS INC
CONMED CORP
CONNECTICUT BANCSHARES INC
CONOCOPHILLIPS
CONSOL ENERGY INC
CONSOLIDATED EDISON INC
CONSTELLATION BRANDS INC
CONSTELLATION ENERGY GROUP INC
CONTINENTAL AIRLINES INC-CL B
WTS CONVERGENT COMMUNICATIONS
CONVERGYS CORP
COOPER CAMERON CORP
COOPER COMPANIES INC NEW (THE)
COOPER COMPANIES INC NEW (THE)
COOPER TIRE & RUBBER CO
ADOLPH COORS CO-CL B
COPART INC
CORAL COMPANIES INC NEW
CORILLIAN CORP
CORINTHIAN COLLEGES INC
CORIXA CORP
CORN PRODUCTS INTERNATIONAL
CORNERSTONE REALTY INCOME
CORNING INC
CORRECTIONS CORP AMERICA
CORVIS CORP
COST PLUS INC-CALIF
COSTCO WHOLESALE CORP-NEW
COSTCO COS INC
CBONDCNV 22160QAC6
COUNTRYWIDE FINANCIAL CORP
COUNTY BANK-A FED SVGS BANK
COVANCE INC
COVANCE INC
COVENTRY HEALTH CARE INC
COVENTRY HEALTH CARE INC
COVINGTON DEVELOPMENT GROUP
COX COMMUNICATIONS INC NEW
CRAY COMPUTER CORP
CREDENCE SYSTEMS CORP
CREDIT SUISSE HIGH YIELD BD FD
CRESCENT REAL ESTATE EQUITIES
CRITICAL INDUSTRIES INC
CROMPTON CORP
CROSSROADS SYS INC
CROWN CASTLE INTL CORP
CROWN HOLDINGS INC
WTS CROWN PACKAGING HOLDINGS
CRYSTAL BRANDS INC
CTI MOLECULAR IMAGING INC
CUBIST PHARMACEUTICALS INC
CULLEN FROST BANKERS INC
CUMMINS INC
CUMULUS MEDIA INC-CL A
CURAGEN CORP
CURTISS WRIGHT CORP
CYBERGUARD CORP
CYBERNETIC SERVICES INC
CYPRESS SEMICONDUCTOR CORP
CYTEC INDUSTRIES INC
CYTYC CORP
DNP SELECT INCOME FD INC
DRS TECHNOLOGIES INC
D R HORTON INC
D R HORTON INC
DSP GROUP INC
DST SYSTEMS INC-DEL
DTE ENERGY CO
DADE BEHRING HOLDINGS INC
DANAHER CORP
DARDEN RESTAURANTS INC
DARLING INTERNATIONAL INC
DAVE & BUSTERS INC
DEAN FOODS CO NEW
DECISIONLINK INC
DECODE GENETICS INC
DEERE & CO
DEL MONTE FOODS CO
2877149 SH
DELPHI CORP
DELPHI FINANCIAL GROUP INC
DELTA & PINE LAND CO
DELTA AIR LINES INC
*** DELTA PETROLEUM CORP LTD
DELUXE CORP
DENDREON CORP
DENTAL/MEDICAL DIAGNOSTIC
DENTSPLY INTERNATIONAL INC NEW
DEPOMED INC
***DEUTSCHE TELEKOM AG
***DEUTSCHE TELEKOM AG
DEVON ENERGY CORPORATION NEW
DEVON ENERGY CORP NEW
CBONDCNV 25179MAB9
DEVON ENERGY CORPORATION NEW
CBONDCNV 25179MAD5
1006000 SH
DEVRY INC-DEL
DIAGNOSTIC PRODUCTS CORP
DIAL CORP NEW
DIAL-THRU INTL CORP
DIAMOND OFFSHORE DRILLING INC
DIAMOND OFFSHORE DRILLING INC
CBONDCNV 25271CAE2
4012000 SH
DIAMONDCLUSTER INTL INC
DIAMONDS TRUST-UNIT SERIES 1
DIEBOLD INC
DIGITL VIDEO SYSTEMS INC
DIGITAL RIVER INC
DIGITALTHINK INC
DIME COMMUNITY BANCSHARES
DILLARDS INC-CL A
DIOMED HOLDINGS INC
DIONEX CORP
DISCOVERY LABORATORIES INC NEW
WALT DISNEY CO HOLDING CO
2333053 SH
DISTRIBUTIVE DATA CORP
DISTRIBUTED ENERGY SYSTEMS
DOBSON COMMUNICATIONS CORP
DOLLAR GENERAL CORP
DOLLAR TREE STORES INC
DOMAIN TECHNOLOGY INC
DOMINION RESOURCES INC VA NEW
DOMINION RESOURCES INC VA
CBONDCNV 25746UAP4
2500000 SH
DONALDSON CO INC
R R DONNELLEY & SONS CO
***DORAL FINANCIAL CORP
DOT HILL SYS CORP
DOUBLECLICK INC
DOVER CORP
DOVER INVESTMENT CORP-CL A
DOW CHEMICAL CO
DOW CHEMICAL CO
DOW JONES & CO INC
DREAMAIRE GROUP INC
E I DU PONT DE NEMOURS & CO
DUALSTAR TECHNOLOGIES INC
DUANE READE INC
DUKE ENERGY CORP
DUN & BRADSTREET CORP
DUQUESNE LIGHT HOLDINGS INC
DUQUESNE LIGHT HOLDINGS INC
DYCOM INDUSTRIES INC
DYNEGY INC (HOLDING CO)
***ECI TELECOM LTD -ORD
E-DOCS.MD INC
E-LOAN INC
EMC CORP-MASS
EMC CORP-MASS
1008152 SH
EMC CORP-MASS
ENSCO INTERNATIONAL INC
EOG RES INC
EOG RESOURCES INC
E.PIPHANY INC
E R I GOLD & SILVER CORP
ESS TECHNOLOGY INC
E SPIRE COMMUNICATIONS INC
ETC TECHNOLOGIES CORP
E TRADE FINANCIAL CORPORATION
E TRADE FINANCIAL CORPORATION
EAGLE BROADBAND INC
EARTHLINK INC
EAST WEST BANCORP INC
EASTLAND FINANCIAL CORP
EASTMAN CHEMICAL CO
EASTMAN KODAK CO
EATON CORP
EATON VANCE NEW JERSEY MUN
EATON VANCE NEW JERSEY MUN
EATON VANCE NEW YORK MUN INC
EATON VANCE CORP-NON VTG
EATON VANCE CORP-NON VTG
EATON VANCE INSURED MUNI BOND
EATON VANCE INSURED MUNI BOND
EATON VANCE SENIOR FLOATING
EATON VANCE INSURED NEW JERSEY
ECHOSTAR COMMUNICATIONS CORP
ECHOSTAR COMMUNICATIONS CORP
ECLIPSYS CORP
ECOLAB INC
EDISON INTERNATIONAL
EDUCATION MANAGEMENT CORP
EDWARDS LIFESCIENCES CORP
A G EDWARDS INC
EFUNDS CORP
EL PASO CORPORATION
EL PASO CORPORATION
EL PASO CORP
CBONDCNV 28336LAC3
5626000 SH
EL PASO ELECTRIC CO NEW
***ELAN CORP PLC-ADR
ELDERTRUST-SBI
ELECTRIC CITY CORP
ELECTRO BRAIN INTL CORP NEW
ELECTRO SCIENTIFIC INDUSTRIES
ELECTRONIC ARTS INC
ELECTRONIC DATA SYSTEMS CORP
ELECTRONICS FOR IMAGING INC
ELIZABETH ARDEN INC
EMARKETPLACE INC
EMBARCADERO TECHNOLOGIES INC
EMBRACE SYSTEMS CORP
WTS EMERGING VISION INC
EMERSON ELECTRIC CO
EMMIS COMMUNICATIONS CORP-CL A
EMULEX CORP NEW
ENBRIDGE ENERGY PARTNERS L P
ENBRIDGE ENERGY PARTNERS L P
ENBRIDGE ENERGY MANAGEMENT LLC
***ENCANA CORP
ENCYSIVE PHARMACEUTICALS INC
ENDO PHARMACEUTICALS HLDGS INC
ENERGEN CORP
ENERGY EAST CORPORATION
ENERGIZER HOLDINGS INC
***ENERPLUS RESOURCES FUND
***ENERPLUS RESOURCES FUND
ENGAGE INC
ENGELHARD CORP
ENGINEERED SUPPORT SYSTEMS INC
EMPIRIX INC
ENPRO INDUSTRIES INC
ENTEGRIS INC
ENTERASYS NETWORKS INC
ENTERASYS NETWORKS INC
ENTERCOM COMMUNICATIONS CORP
ENTERGY CORP NEW
***ENTERPRISE GOLD MINES NL
ENTERPRISE PRODUCTS PARTNERS
ENTERPRISE PRODUCTS PARTNERS
ENTERTAINMENT PROPERTIES TRUST
ENTERTAINMENT PROPERTIES TRUST
ENTERTAINMENT ARTS INC NEV
ENTREMED INC
ENTRUST INC
ENZON PHARMACEUTICALS INC
ENTERMEDIA INC
ENTRECAP INTERNATIONAL INC
ENVIROSURE MANAGEMENT CORP
ENZO BIOCHEM INC
EQUIFAX INC
EQUINIX INC
EQUINIX INC
EQUITABLE RESOURCES INC
EQUITY INNS INC
EQUITY OFFICE PROPERTIES TRUST
EQUITY RESIDENTIAL
ERESEARCH TECHNOLOGY INC
***ERICSSON L M TEL CO
ESPERION THERAPEUTICS INC
ESSEX CORP
ESSEX PROPERTY TRUST INC
ESSXSPORT CORP
EVERGREEN RESOURCES INC NEW
EVEREX SYSTEMS INC
EXELON CORP
EXELIXIS INC
***EXPATRIATE RESOURCES LTD
EXODUS COMMUNICATIONS INC
EXPEDITORS INTERNATIONAL OF
EXPRESS SCRIPTS INC COMMON
EXTENDED STAY AMERICA INC
EXTREME NETWORKS INC
EXXON MOBIL CORP
EXXON MOBIL CORP
1058216 SH
F A TUCKER GROUP INC
FLIR SYSTEMS INC
FLIR SYSTEMS INC
FMC TECHNOLOGIES INC
FMC CORP NEW
FPL GROUP INC
F & M DISTRIBUTORS INC
FTI CONSULTING INC
FAIR ISAAC INC
FAIRCHILD SEMICONDUCTOR INTL
FAIRFIELD NOBLE CORP
FALCON FINANCIAL INVESTMENT
FALCONSTOR SOFTWARE INC
FAMILY DOLLAR STORES INC
FAMILY GOLF CENTERS INC
FAMOUS RESTAURANTS INC
FAST FOOD OPERATORS INC
FASTENAL CO
FREDDIE MAC-VOTING COMMON
FANNIE MAE
FANNIE MAE
2582918 SH
FEDERAL SIGNAL CORP
FEDERATED DEPARTMENT STORES
FEDERATED INVESTORS INC (PA.)
FEDEX CORP
FELCOR LODGING TRUST INC
FERRELLGAS PARTNERS LP
FERRO CORP
F5 NETWORKS INC
FIDELITY NASDAQ COMPOSITE
FIDELITY NATIONAL FINANCIAL
FIFTH THIRD BANCORP
FILENET CORP
FINANCIAL FEDERAL CORP
FINISAR CORP
FINISAR CORP
FIRST ADVANTAGE CORPORATION
1ST AMERICAN BANCORP INC
FIRST AMERICAN BANK & TRUST
FIRST AMERICAN CORP
FIRST AMERN CORP CALIF
FIRST CAPITAL HOLDINGS CORP
FIRST CAPITOL FINANCIAL CORP
FIRST COMMONWEALTH FINANCIAL
FIRST DATA CORP
FIRST DATA CORP
5250000 SH
FIRST FEDERAL BANCORP INC-DEL
FIRST FILMS INC
FIRST HORIZON PHARMACEUTICAL
FIRST INDUSTRIAL REALTY TRUST
FIRST HEALTH GROUP CORP
FIRST NIAGARA FINANCIAL GROUP
FIRST REAL ESTATE INVESTMENT
FIRST SERVICE BANK FOR SVGS
FIRST TENNESSEE NATIONAL CORP
FISERV INC
FIRSTFED FINANCIAL CORP DEL
FIRSTMERIT CORP
FLAGSTAR BANCORP INC
FIRSTENERGY CORP
***FLAMEL TECHNOLOGIES SA
FLEETBOSTON FINL CORP
2206172 SH
FLEETWOOD ENTERPRISES INC
FLOATING POINT SYSTEMS INC
FLORIDA ROCK INDUSTRIES INC
FLUOR CORP NEW
FLOWERS FOODS INC
FLOWSERVE CORP
FOCAL COMMUNICATIONS CORP
FOOTSTAR INC
FORD MOTOR CO DEL
FORD MTR CO CAP TR II
FOREST LABORATORIES INC
FOREST OIL CORP
WTS FOREST OIL CORP
FORTUNE BRANDS INC
FOSSIL INC
FORTIS U S REGCAPS FDG TR II
FOUNDRY NETWORKS INC
FOUNDRY NETWORKS INC
4 KIDS ENTERTAINMENT INC
***FRANCE TELECOM
FRANKLIN RESOURCES INC
FREDS INC-TENN CL A
FREDS INC-TENN CL A
FREEMARKETS INC
FREEPORT MCMORAN COPPER & GOLD
FREEPORT MCMORAN COPPER & GOLD
FREMONT GENERAL CORP
FREQUENCY ELECTRONICS INC
FRESCO INDEX SHARES FUNDS
FRIES ENTERTAINMENT INC
FRONTIER AIRLINES INC NEW
FUELCELL ENERGY INC
H B FULLER & CO
FULTON FEDERAL SAVINGS BANK
FUTURE COMMUNICATIONS INC NEW
FURNITURE BRANDS INTERNATIONAL
GA FINANCIAL INC
G R I CORP
WTS GT GROUP TELECOM INC
GABLES RESIDENTIAL TRUST-SBI
GADZOOKS INC
***GADZOOX NETWORKS INC
***GALACTIC RESOURCES LTD
GALLAGHER ARTHUR J & CO
*** GANDALF TECHNOLOGIES INC
GANNETT CO INC
GANTRY CORP NEW
4990000 SH
GARTNER INC
1189200 SH
GARTNER INC CL A
GATEWAY INC
GEN PROBE INC
GEMSTAR TV GUIDE INTL INC
GENCORP INC
GENENTECH INC
GENENTECH INC
GENERAL COMMUNICATION INC-CL A
GENERAL DYNAMICS CORP
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO
1571433 SH
GENERAL GROWTH PROPERTIES INC
GENERAL MILLS INC
GENERAL MILLS INC
GENERAL MOTORS CORP
GENERAL MOTORS CORP
GENERAL MOTORS CORPORATION
2049100 SH
GENESEE & WYOMING INC-CL A
GENESIS MICROCHIP INC
GENTEX CORP
GENEVA STEEL HOLDINGS
GENLYTE GROUP INC
GENTA INC NEW
GENUINE PARTS CO
GENZYME CORP
GENZYME CORP
GEORGIA GULF CORP NEW
GEORGIA PACIFIC CORP
GERON CORP
GILEAD SCIENCES INC
GILLETTE CO
GITANO GROUP INC
GLATFELTER
***GLAXOSMITHKLINE PLC
GLENAYRE TECHNOLOGIES INC
GLOBAL ITECHNOLOGY INC
GLOBAL INDUSTRIES LTD
GLOBAL TELESYSTEMS INC
***WTS GLOBALSTAR TELECOMMUN-
GLOBAL PAYMENTS INC
GLOBAL PAYMENTS INC
GLOBAL PWR EQUIP GROUP INC
GLOBESPANVIRATA INC
1302574 SH
GLOWPOINT INC
GOLD BANC CORP INC
***GOLD FIELDS LTD NEW
***GOLDCORP INC
GOLDEN WEST FINANCIAL CORP-DEL
GOLDMAN SACHS GROUP INC
GOLDMAN SACHS GROUP INC
GOLF TRUST OF AMERICA INC
GOLF ROUNDS COM INC
***GOLDERA RESOURCES INC
GOODRICH CORPORATION
***GOODYEAR TIRE & RUBBER CO
GOSS HOLDINGS INC CL B
GOTHAM APPAREL CORP
W R GRACE & CO-DEL NEW
GRAFTECH INTERNATIONAL LTD
W W GRAINGER INC
GRANITE CONSTRUCTION INC
GRANT PRIDECO INC
GRAPHIC PACKAGING CORPORATION
GRAY TELEVISION INC
GREAT AMERICAN BANK-A FSB
GREAT LAKES CHEMICAL CORP
GREAT PLAINS ENERGY INC
GREATER BAY BANCORP
GREENPOINT FINANCIAL CORP
GREY WOLF INC
GRIFFIN LAND & NURSERIES INC
GRIP TECHNOLOGIES INC
GROSSMANS INC
GUARDIAN BANCORP-LOS ANGELES
***GUCCI GROUP NV (NY LISTED)
GUIDANT CORP
GUILFORD PHARMACEUTICALS INC
GUITAR CENTER INC
GULF USA CORP
GULFMARK OFFSHORE INC
4060452 SH
GULFTERRA ENERGY PARTNERS LP
GULFTERRA ENERGY PARTNERS LP
GYMBOREE CORP
HCC INSURANCE HOLDINGS INC
HMS HOLDINGS CORP
HQ OFFICE SUPPLIES WAREHOUSE
HRPT PROPERTIES TR-SBI
***HSBC HOLDINGS PLC
***HSBC HOLDINGS PLC
HAIN CELESTIAL GROUP INC
HALLIBURTON CO
HAMILTON-BIOPHILE COS
HANCOCK HOLDING CO
HANCOCK JOHN FINL SVCS INC
1680074 SH
HANOVER COMPRESSOR CO
HANOVER COMPRESSOR CO
4350000 SH
HANOVER COMPRESSOR CO
4965000 SH
JOHN HANSON BANCORP INC
HAPPINESS EXPRESS INC
HARBOR FLORIDA BANCSHARES INC
HARKEN ENERGY CORP
JOHN H HARLAND CO
HARLEY DAVIDSON INC
HARMAN INTERNATIONAL
HARMAN INTERNATIONAL
HARMONIC INC
***HARMONY GOLD MINING CO LTD
HARRAHS ENTERTAINMENT INC
HARRAHS ENTERTAINMENT INC
HARRIS CORP-DEL
HARRIS INTERACTIVE INC
HARSCO CORP
HARTE-HANKS INC
HARTFORD FINANCIAL SERVICES
HARVARD INDUSTRIES INC
1089372 SH
HARVEST NATURAL RESOURCES INC
HASBRO INC
HASBRO INC
4350000 SH
HAUSERMAN INC
HAWAIIAN ELECTRIC INDUSTRIES
HEALTHSOUTH CORP
HEALTHSOUTH CORP
HEALTH MANAGEMENT ASSOCIATES
HEALTHCARE REALTY TRUST
HEADWATERS INC
HEALTH CARE REIT INC
HEALTHEXTRAS INC
HEALTH NET INC
HEARTLAND EXPRESS INC
HEARTLAND PARTNERS LP
HECLA MINING CO
HECLA MINING CO
H J HEINZ CO
HELDOR INDUSTRIES INC
HELMERICH & PAYNE INC
HENRY JACK & ASSOCIATES INC
HERITAGE PROPANE PARTNERS LP
HERCULES INC
HERITAGE BANCORP INC-DEL
HERSHEY FOODS CORP
HEWLETT PACKARD CO
HI / FN INC
HIBERNIA CORP-CL A
HIBERNIA CORP-CL A
HIGHLAND HOSPITALITY CORP
HIGHLINE INDUSTRIES INC
HIGHWOODS PROPERTIES INC
HILB ROGAL & HAMILTON CO
HILLENBRAND INDUSTRIES INC
HILTON HOTELS CORP
HILTON HOTELS CORP
HOLLIS-EDEN PHARMACEUTICALS
HOLLYWOOD ENTERTAINMENT CORP
HOME DEPOT INC
HOME DEPOT INC
HOME OWNERS SAVINGS BANK FSB
HOME PROPERTIES INC
HOMESTORE INC
HON INDUSTRIES INC
HONEYWELL INTL INC
HOOPER HOLMES INC
HORACE MANN EDUCATORS CORP NEW
HORMEL FOODS CORP
HOSPITALITY PROPERTIES TRUST
HOT TOPIC INC
HOUSTON OIL ROYALTY TRUST UBI
HOVNANIAN ENTERPRISES INC-CL A
HOVNANIAN ENTERPRISES INC-CL A
HOWARD SAVINGS BANK-NEWARK N J
HUBBELL INC-CL B
HUGHES ELECTRONICS CORP
HUGHES ELECTRONICS CORP
HUGHES SUPPLY INC
HUGOTON ROYALTY TRUST TEXAS
HUMANA INC
HUMANA INC
HUMAN GENOME SCIENCES INC
JB HUNT TRANSPORT SERVICES INC
HUNTINGTON BANCSHARES INC
HUTCHINSON TECHNOLOGY INC
HYPERION SOLUTIONS CORP
I C H CORP NEW
IGEN INTERNATIONAL INC-DEL
IHOP CORP NEW
IMC GLOBAL INC
IPM INC NEW
IMS HEALTH INC
IRT CORP NEW
ISTAR FINANCIAL INC
ISTAR FINANCIAL INC
I-STAT CORP
IBEAM BROADCASTING CORP
ITT INDUSTRIES INC
***IDACORP INC
IDIAL NETWORKS INC
IDEXX LABORATORIES CORP
IKON OFFICE SOLUTIONS INC
IDENTIX INC
ILLINOIS TOOL WORKS INC
IMATION CORP
IMCLONE SYSTEMS INC
IMMERSION CORP
IMMERSION CORP
IMMUNOGEN INC
IMPAC MORTGAGE HOLDINGS INC
IMPAX LABORATORIES INC
IMPERIAL CREDIT INDUSTRIES INC
WTS IMPERIAL CREDIT INDUSTRIES
IMMUNOMEDICS INC
IN STORE ADVERTISING INC
IMPERIAL SUGAR CO
3247156 SH
***IMPERIAL TOBACCO GROUP PLC
INAMED CORP
***INCO LTD
***INCO LTD
2000000 SH
INCYTE CORPORATION
INDEPENDENCE COMMUNITY BANK
INDEVUS PHARMACEUTICALS INC
INDYMAC BANCORP INC
INERGY L P
INFINITY PROPERTY & CASUALTY
INFORMATICA CORPORATION
INFONET SERVICES CORP
INFORMATION SCIENCE INC
INFOSPACE INC
INFOTECHNOLOGY INC
INFOUSA INC NEW
INGENUUS CORP
INFORMATION RESOURCES INC
INNOVEX INC
INNOVET INC
INSIGHT ENTERPRISES INC
INPUT/OUTPUT INC
INSIGHT COMMUNICATIONS INC
INSTINET GROUP INC
INTEGRATED WASTE SERVICES INC
INTEGRA LIFESCIENCES HOLDINGS
INTEGRATED ELECTRICAL SERVICES
INTEGRATED CIRCUIT SYS INC
INTEGRATED DEVICE TECHNOLOGY
***INTEGRATED MICRO PRODUCTS
INTEGRATED RESOURCES INC
***WTS INTELCOM GROUP INC-B.C.
INTELIDATA TECHNOLOGIES CORP
INTEL CORP
INTEL CORP
2701482 SH
INTELOGIC TRACE INC NEW
INTELLIGROUP INC
INTERACTIVE DATA CORP
***INTERACTIVECORP
WTS INTERACTIVECORP
INTERFACE INC-CL A
INTERGRAPH CORP
INTERMUNE INC
INTERNAP NETWORK SVCS CORP
INTEGRATED ALARM SVCS GROUP
INTERNATIONAL BROADCASTING
INTERNATIONAL BUSINESS
INTERNATIONAL BUSINESS
INTL CONSUMER BRANDS INC
INTL FLAVORS & FRAGRANCES INC
INTL GAMING MANAGEMENT INC
INTL GAME TECHNOLOGY
INTERNATIONAL GAME TECHNOLOGY
INTERNATIONAL PAPER CO
INTERNATIONAL PAPER CO
INTERNATIONAL RECTIFIER CORP
INTL RESEARCH & DEVELOPMENT
INTERNATIONAL SPEEDWAY CORP
INTERNATIONAL WIRELESS
INTERPHARM HOLDINGS INC
***INTERNET HOLDRS TR
INTERNET ARCHITECTURE
INTERNET SEC SYS INC
INTERSIL CORPORATION CL A
INTERSIL CORPORATION CL A
INTERPUBLIC GROUP OF COS INC
INTERPUBLIC GROUP COS INC
INTERPUBLIC GROUP COS INC
5677000 SH
INTERPUBLIC GROUP COS INC
7000000 SH
INTERSTATE BAKERIES CORP-DEL
INTRADO INC
INTUITIVE SURGICAL INC NEW
INTUIT INC
INVACARE CORP
INVESTMENT TECHNOLOGY GROUP
INVESTORS FINANCIAL CORP-VA
INVITROGEN CORP
INVITROGEN CORP
INVISION TECHNOLOGIES INC
INVIVO CORP
INVESTORS FINANCIAL SERVICES
IOMEGA CORP
IONICA PLC
WTS IRIDIUM WORLD
IROQUOIS BRANDS LTD
I C ISAACS & CO INC
***ISHARES INC
***ISHARES INC
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TR
ISHARES TRUST
ISHARES TR GOLDMAN SACHS
ISHARES TR
ISHARES TR
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISHARES TRUST
ISIS PHARMACEUTICALS INC
I2 TECHNOLOGIES INC
***IVANHOE MINES LTD
***JDS UNIPHASE CORP
JLG INDUSTRIES INC
JPM INDUSTRIES INC-CL A
1284289 SH
***J P MORGAN CHASE & CO
***J P MORGAN CHASE & CO
9584439 SH
J2 GLOBAL COMMUNICATIONS INC
JABIL CIRCUIT INC
JACK IN THE BOX INC
JACOBS ENGINEERING GROUP INC
JACUZZI BRANDS INC
JANUS CAPITAL GROUP INC
JEFFERIES GROUP INC NEW
JEFFERIES GROUP INC NEW
JEFFERSON NATIONAL BANK
JEFFERSON PILOT CORP
JETBLUE AIRWAYS CORP
JOHNSON & JOHNSON
JOHNSON & JOHNSON
JOHNSON CONTROLS INC
JONES APPAREL GROUP INC
JONES APPAREL GRP INC /JONES
JONES PLUMBING SYSTEMS INC
JOURNAL COMPANY (THE)
JOY GLOBAL INC
JUNIPER NETWORKS
JUNIPER NETWORKS
KCS ENERGY INC
KLA-TENCOR CORP
K MART CORP
K-SWISS INC-CL A
KVH INDUSTRIES INC
K V PHARMACEUTICAL CO-CL B
K V PHARMACEUTICAL CO-CL B
KANA SOFTWARE INC
KANEB PIPE LINE PARTNERS LP
KANSAS CITY SOUTHERN
KAY MERCHANDISING INTL LTD
KELLOGG CO
KELLWOOD CO
KELLY MOTORS LTD
KELLY SERVICES INC-CL A
KELLY SERVICES INC-CL A
KEMET CORP
KENDALL SQUARE RESEARCH CORP
KENNAMETAL INC
KERR MCGEE CORP
KERR-MCGEE CORP
KEY ENERGY GROUP INC
KILROY REALTY CORP
KIMBERLY CLARK CORP
KINDER MORGAN ENERGY PARTNERS
KINDER MORGAN ENERGY PARTNERS
KING OF VIDEO INC
KING PHARMACEUTICALS INC
***KINROSS GOLD CORPORATION
KNIGHT-RIDDER INC
KNIGHT TRADING GROUP INC
KNIGHT TRANSPORTATION INC
KOHLS CORP
WTS KOMAG INC
***KONINKLIJKE AHOLD NV
KOPIN CORP
KOSAN BIOSCIENCES INC
KORN FERRY INTL
KOS PHARMACEUTICALS INC
KRAFT FOODS INC
KRISPY KREME DOUGHNUTS INC
KRONOS INC
KULICKE & SOFFA INDUSTRIES INC
LKQ CORPORATION
LSI LOGIC CORP
LSI LOGIC CORP
LTC PROPERTIES INC
L-3 COMMUNICATIONS HOLDINGS
2329426 SH
L-3 COMMUNICATIONS HOLDINGS
2244098 SH
L-3 COMMUNICATIONS HLDGS
L-3 COMMUNICATIONS HLDGS
LA JOLLA PHARMACEUTICAL CO
LA QUINTA CORP
LABONE INC
LABORATORY CORP AMER HLDGS
LABORATORY CORP AMER HLDGS
CBONDCNV 50540RAC6
LABOR READY INC NEW
LABRANCHE & CO INC
LAHINCH LEASING LTD
1036800 SH
LAHINCH LEASING LTD
1036800 SH
LAHINCH LEASING LTD
1036800 SH
LAHINCH LEASING LTD
1036800 SH
LAHINCH LEASING LTD
1036800 SH
LAHINCH LEASING LTD
1036800 SH
LAHINCH LEASING LTD
1036800 SH
LAHINCH LEASING LTD
1036800 SH
LAHINCH LEASING LTD
1036800 SH
LAHINCH LEASING LTD
1036800 SH
***LAKE SHORE GOLD CORP
LAM RESEARCH CORP
LAM RESEARCH CORP
LAMAR ADVERTISING CO-CL A
LAMAR ADVERTISING CO
LANCASTER COLONY CORP
LANDAMERICA FINANCIAL GROUP
LANDMARK COMMUNITY BANCORP INC
LANDSTAR SYSTEMS INC
LATTICE SEMICONDUCTOR CORP
ESTEE LAUDER COMPANIES INC
LAWRENCE INSURANCE GROUP INC
LAWSON SOFTWARE INC
LEAPFROG ENTERPRISES INC
WTS LEAP WIRELESS INTL INC
LEE ENTERPRISES INC
LEE PHARMACEUTICALS INC
***LEGAL & GENERAL GROUP PLC
LEGGETT & PLATT INC
LEGG MASON INC
LEGG MASON INC
5000000 SH
LEHMAN BROTHERS HOLDINGS INC
LBH "WFT YEELDS"
LBH "SPX SUNS 3"
***LEGACY HOTELS REAL ESTATE
LEHMAN BROTHERS FIRST TRUST
LEHMAN BROTHERS FIRST TRUST
LENNAR CORP
LENNOX INTL INC
***LEP GROUP PLC
LEUCADIA NATIONAL CORP
LEVEL 3 COMMUNICATIONS INC
LEXAR MEDIA INC
LEXINGTON CORPORATE PROPERTIES
LEXMARK INTERNATIONAL INC
LIBERATE TECHNOLOGIES
LIBERTY MEDIA INC
7169000 SH
LIBERTY MEDIA CORP
LIBERTY MEDIA CORP
3226952 SH
LIBERTY PROPERTY TRUST-SBI
LIFEPOINT HOSPITALS INC
LIGAND PHARMACEUTICALS INC
ELI LILLY & CO
ELI LILLY & CO
LIMITED BRANDS INC
LIN TV CORP
LINCARE HOLDINGS INC
LINCARE HOLDINGS INC
LINCOLN NATIONAL CORP-IND
LINEAR TECHNOLOGY CORP
LINENS N THINGS INC
LINK ENERGY LLC
2303678 SH
LIONBRIDGE TECHNOLOGIES INC
LITTELFUSE INC
LIZ CLAIBORNE INC
LIZ CLAIBORNE INC
LOCKHEED MARTIN CORP
LOEWS CORP
LOEWS CORP
LOEWS CORP SUB NOTE
7078000 SH
LOGICVISION INC DEL
LOMAS FINANCIAL CORP NEW
LONE STAR LIQUIDATING TRUST
1153000 SH
LONGS DRUG STORES CORP
LONGVIEW FIBRE CO
LOOKSMART LTD
LOUISIANA PACIFIC CORP
LOWES COMPANIES INC
LUBRIZOL CORP
LUCENT TECHNOLOGIES INC
LUCENT TECHNOLOGIES INC
1158967 SH
LUCENT TECHNOLOGIES INC
1350000 SH
LUMINANT WORLDWIDE CORP
LYONDELL CHEMICAL COMPANY
M & T BANK CORP
MAF BANCORP INC
MB FINANCIAL INC
MDU RESOURCES GROUP INC
MEI DIVERSIFIED INC
MFC DEVELOPMENT CORP
MFA MORTGAGE INVESTMENTS INC
MGIC INVESTMENT CORP-WISC
MGI PHARMA INC
MGM MIRAGE
M I SCHOTTENSTEIN HOMES INC
MKS INSTRUMENTS INC
MPS GROUP INC
MRV COMMUNICATIONS INC
MACDERMID INC
MACERICH CO
MACK-CALI REALTY CORP
MACROVISION CORP
MACROMEDIA INC
MAGELLAN MIDSTREAM PARTNERS LP
MAGELLAN MIDSTREAM PARTNERS LP
***MAGIC SOFTWARE ENTERPRISES
MAGMA DESIGN AUTOMATION INC
MAGNUM HUNTER RESOURCES INC
MAGUIRE PROPERTIES INC
MALLARD COACH CO INC
***MANDALAY RESORT GROUP
MANHATTAN ASSOCIATES INC
***MANDORIN GOLDFIELDS INC
MANITOWOC CO INC
MANOR CARE INC NEW
MANPOWER INC-WISC
MANPOWER INC WIS
CBONDCNV 56418HAC4
9524000 SH
MANUFACTURED HOMES INC-CL A
***MANULIFE FINANCIAL CORP
***MANULIFE FINANCIAL CORP
MANUGISTICS GROUP INC
MARATHON OIL CORP
MAPLE LEAF LEASING 7 LTD
3861000 SH
MAPLE LEAF LEASING 8 LTD
3684831 SH
MAPLE LEAF LEASING 9 LTD
3926880 SH
MAPLE LEAF LEASING 11 LTD
1101600 SH
MAPLE LEAF LEASING 13 LTD
1101600 SH
MARCHFIRST INC
1969900 SH
MARINER HEALTH CARE INC
WTS MARINER HEALTH CARE INC
MARSH & MCLENNAN COMPANIES INC
MARSHALL & ILSLEY CORP
1065770 SH
MARRIOTT INTERNATIONAL INC NEW
MARTEK BIOSCIENCES CORP
MARTIN MARIETTA MATERIALS INC
MASCO CORP
MASCO CORP
MASSEY ENERGY CORP
MATRIXONE INC
MATTEL INC
MATTHEWS INTERNATIONAL CORP
MAXIM INTEGRATED PRODUCTS INC
MAXTOR CORP (NEW)
MAXCOM TELECOMUNICACIONES S A
MAY DEPARTMENT STORES CO
MAY DEPARTMENT STORES CO
***MAXY GOLD CORP
MAVERICK TUBE CORP
MAYTAG CORP
MCCORMICK & CO INC NON-VOTING
MCDATA CORP
MCDONALDS CORP
MCGRAW HILL COMPANIES INC
MCKESSON CORP
MCLEODUSA INC
MEADOWBROOK INSURANCE GROUP
MEADWESTVACO CORP
MEDAREX INC
MEDCO HEALTH SOLUTIONS INC
MEDGROUP INC-CALIF NEW
MEDIA GENERAL INC-CL A
MEDIA VISION TECHNOLOGY INC
MEDIACOM COMMUNICATIONS CORP
MEDICAL PROPERTIES INC
MEDICINES CO
MEDIMMUNE INC
MEDIMMUNE INC
MEGAFOODS STORES INC
MEDTRONIC INC
MEDTRONIC INC
MEDTRONIC INC
MELLON FINL CORP
MELLON FINL CORP
MENS WEARHOUSE INC
MENTOR CORP-MINN
MENTOR GRAPHICS CORP
MERCANTILE BANKSHARES CORP
MERCER INSURANCE GROUP INC
MERCK & CO INC
MERCK & CO INC
MERCURY INTERACTIVE CORP
MEREDITH CORP
MERIDIAN RESOURCE CORP (THE)
MERISTAR HOSPITALITY CORP
CBONDCNV 58984YAJ2
6318000 SH
MERISTAR HOSPITALITY CORP
MERITAGE CORPORATION
MERIX CORP
MERRILL LYNCH & CO INC
MERRILL LYNCH & CO INC
MERRILL LYNCH & CO INC
MERRIMACK BANCORP INC-MASS
MESA AIR GROUP INC
MESA OFFSHORE TRUST-UBI
METAL RECOVERY TECHNOLOGIES
***METHANEX CORP
METLIFE INC
***WTS METRICOM INC
METRIS COMPANIES INC
METROCALL HOLDINGS INC
METROMEDIA FIBER NETWORK INC
METROPOLITAN FEDERAL BANK FSB
MICHAELS STORES INC
MICREL INC
MICROS SYSTEMS INC
MICROSOFT CORP
MICROSOFT CORP
3554610 SH
MICROCHIP TECHNOLOGY INC
MICROMEDICAL DEVICES INC
MICROMUSE INC
MICRON TECHNOLOGY INC
4242385 SH
MICROSEMI CORP
MICROTUNE INC DEL
MID ATLANTIC MEDICAL SERVICES
STANDARD & POORS MIDCAP 400
STANDARD & POORS MIDCAP 400
MIDWAY GAMES INC
MILACRON INC
MILLENNIUM PHARMACEUTICALS INC
MILLENNIUM PHARMACEUTICALS INC
MILLENNIUM CHEMICALS INC
HERMAN MILLER INC
MILLIPORE CORP
MINDSPEED TECHNOLOGIES INC
MINDSPEED TECHNOLOGIES INC
MINE SAFETY APPLIANCES CO
MINERALS TECHNOLOGIES INC
MINISCRIBE CORP
MIPS TECHNOLOGIES INC
MIRANT CORP
2476900 SH
***MITSUBISHI TOKYO FINANCIAL
MIZLOU COMMUNICATIONS CO INC
MODINE MANUFACTURING CO
MOHAWK INDUSTRIES INC
MOLEX INC-CL A
MONACO COACH CORP
MONITERM CORP
MONSANTO CO
MONSTER WORLDWIDE INC
MONY GROUP INC
MOODYS CORP
MOOG INC-CL A
MOOG INC-CL A
***MOORE WALLACE INC
MORGAN STANLEY
MORGAN STANLEY
MORSE BOULGER INTL CORP
MOTOROLA INC
MOTOROLA INC
MOTOROLA INC
MOVIE GALLERY INC
MOVIE GALLERY INC
MUELLER INDUSTRIES INC
MULTIMEDIA GAMES INC
MUNIYIELD NEW JERSEY INSURED
MUNIYIELD NEW JERSEY INSURED
MUNIHOLDINGS NEW YORK INSURED
MUNIHOLDINGS CALIFORNIA
MUNIHOLDINGS NEW JERSEY
MUNIHOLDINGS NEW JERSEY
MUNICIPAL HIGH INCOME FUND INC
MUNIENHANCED FUND INC
MUNIYIELD CALIFORNIA INSURED
MUNIYIELD NEW JERSEY FUND INC
MUNIYIELD NEW JERSEY FUND INC
MUNIYIELD NEW YORK INSURED
MURPHY OIL CORP
MURRAY UNITED DEVELOPMENT CORP
MYLAN LABORATORIES INC
***NBTY INC
NCR CORP NEW
NCT GROUP INC
3680500 SH
NII HOLDINGS INC
NMS COMMUNICATIONS CORP
NPS PHAMACEUTICALS INC
NTL INC DEL
NTL EUROPE INC
NVE CORPORATION
NABI BIOPHARMACEUTICALS
NACCO INDUSTRIES INC-CL A
NAHAMA & WEAGANT ENERGY CO NEW
***WTS NAKORNTHAI STRIP ML PUB
7913655 SH
NARA BANCORP INC
NASDAQ 100 SHARES
NASDAQ 100 SHARES
***NATIONAL AUSTRALIA BANK LTD
NATIONAL CITY CORP
NATIONAL COMMERCE FINANCIAL
NATIONAL COMMERCE FINANCIAL
NATIONAL FUEL GAS CO
NATIONAL INSTRUMENTS CORP
NATIONAL-OILWELL INC
NATIONAL SEMICONDUCTOR
NATIONWIDE HEALTH PROPERTIES
NATIONWIDE LEGAL SERVICES INC
NAUTILUS GROUP INC
NAVISTAR INTERNATIONAL CORP
NAVIGANT CONSULTING INC
NDCHEALTH CORP
NDCHEALTH CORP
NEIGHBORCARE INC
NEIMAN-MARCUS GROUP INC
NEKTAR THERAPEUTICS
NELNET INC
NEOMAGIC CORP
NET.BANK INC
NETWORKS ASSOCIATES INC
***NESTLE SA-SPONSORED ADR
NET2PHONE INC
NETFLIX COM INC
NETEGRITY INC
NETCURRENTS INFORMATION SVCS
NETGEAR INC
NETGEAR INC
NETIQ CORP
NETIQ CORP
NETSCREEN TECHNOLOGIES INC
NETSCREEN TECHNOLOGIES INC
NETWORK APPLIANCE INC
5420989 SH
NETWORK APPLIANCE INC
5472357 SH
NETWORK EQUIPMENT TECHNOLOGIES
NETWORK ENGINES INC
NEUROCRINE BIOSCIENCES INC
NEW AMERICAN SHOE CO
***NEUBERGER BERMAN REAL EST
NEW CENTURY FINANCIAL CORP
NEW FOCUS INC
NEW FOCUS INC
NEW HAMPSHIRE SAVINGS BANK
NEW JERSEY RESOURCES CORP
NEW PLAN EXCEL REALTY TRUST
NEW VISIONS ENTERTAINMENT CORP
NEW YORK COMMUNITY BANCORP INC
NEW YORK TELECOMPUTING &
NEW YORK TIMES CO-CL A
NEWCASTLE INVESTMENT CORP
NEWELL RUBBERMAID INC
NEWHALL LAND & FARMING CO-CAL
NEWMONT MINING CORP
NEWPARK RESOURCES INC NEW
2424884 SH
NEWPORT CORP
***NEWS CORP LTD-SPONSORED ADR
NEXTERA ENTERPRISES INC
NEXTWAVE TELECOM INC-CL B
NEXTEL COMMUNICATIONS INC-CL A
NEXTEL COMMUNICATIONS INC-CL A
NEXTEL PARTNERS INC
NEXSTAR BROADCASTING GROUP INC
NIKE INC-CL B
NIMSLO TECHNOLOGY INC
99 CENTS ONLY STORES
99 CENTS ONLY STORES
***NIPPON TELEGRAPH &
NISOURCE INC
***NOKIA CORP-SPONSORED ADR
***NOKIA CORP-SPONSORED ADR
NO WONDER INC
NOBLE ENERGY INC
NOEL GROUP INC
NOEL GROUP INC
NOEL LIQUIDATING TR
NOMAS CORP NEV
***NOMURA HLDGS INC
NORDSON CORP
NORDSTROM INC
NORFOLK SOUTHERN CORP
***NORTEL NETWORKS CORP
***NORTEL NETWORKS CORP
***NORTEL NETWORKS CORP
NORTH AMERICAN RECYCLING
NORTH FORK BANCORPORATION INC
NORTHEAST UTILITIES
NORTHERN BORDER PARTNERS LP
NORTHERN BORDER PARTNERS LP
NORTHERN TRUST CORP
NORTHROP GRUMMAN CORP
NORTHWEST AIRLINES CORP
NORTHWEST NATURAL GAS CO
***NOVARTIS AG-SPONSORED ADR
NOVASTAR FINANCIAL INC
NUANCE COMMUNICATIONS INC
NOVELL INC
NOVELLUS SYSTEMS INC
NUCOR CORP
NUEVO ENERGY CO
NUMEREX CORP-PA CL A
NUMERICA FINANCIAL CORP
NUVEEN PREMIUM INCOME
NUVEEN NEW YORK PERFORMANCE
NUVEEN NEW YORK INVESTMENT
NVIDIA CORP
NUTRITION 21 INC
NUVELO INC
O CHARLEYS INC
OGE ENERGY CORP
OM GROUP INC
NUVEEN MUNICIPAL VALUE FUND
NUVEEN FLORIDA INVESTMENT
NUVEEN NEW JERSEY INVESTMENT
NUVEEN NEW YORK SELECT QUALITY
NUVEEN FLORIDA QUALITY INCOME
NUVEEN NEW JERSEY PREMIUM
NUVEEN NEW JERSEY PREMIUM
NUVEEN INSURED NEW YORK PREM-
NUVEEN INSURED FLORIDA PREMIUM
WTS O SULLIVAN INDUSTRIES INC
OSI PHARMACEUTICALS INC
OCCIDENTAL PETE CORP
OCWEN FINANCIAL CORP
ODYSSEY HEALTHCARE INC
OFFICE DEPOT INC
OFFICE DEPOT INC
OFFICE PRODUCTS OF AMERICA INC
OHIO CASUALTY CORP
OIL SVC HOLDRS TR
OLD REPUBLIC INTL CORP
OLIN CORP NEW
OLIVERS STORES INC
OMNICARE INC
OMNICARE INC
OMNICOM GROUP INC
OMNICOM GROUP INC
OMEGA HEALTHCARE INVESTORS INC
OMNI INTERNATIONAL TRADING INC
OMNITEC INC
OMNIVISION TECHNOLOGIES INC
OMNIVISION TECHNOLOGIES INC
OMNOVA SOLUTIONS INC
OMNICELL INC
ON ASSIGNMENT INC
ON SEMICONDUCTOR CORP
ONEOK INC NEW
ONEOK INC NEW
ONGARD SYSTEMS INC
ONYX PHARMACEUTICALS INC
OPENWAVE SYSTEMS INC
OPLINK COMMUNICATIONS INC
OPLINK COMMUNICATIONS INC
OPSWARE INC
ORACLE CORP
ORACLE CORP
1968660 SH
OPTO MECHANIK INC
ORBITAL SCIENCES CORP
ORBITRON CAPITAL CORP NEW
ORGANOGENESIS INC
OREGON STEEL MILLS INC
O REILLY AUTOMOTIVE INC
ORIGEN FINANCIAL INC
ORTHODONTIC CENTERS OF AMERICA
OSHKOSH TRUCK CORP
OUTBACK STEAKHOUSE INC
OVERSEAS SHIPHOLDING GROUP INC
OWENS & MINOR INC HOLDING CO
OWENS ILLINOIS INC NEW
OXFORD HEALTH PLANS INC
OXFORD INDUSTRIES INC
PC-TEL INC
PF CHANGS CHINA BISTRO INC
PMC-SIERRA INC
PMI GROUP INC
PNC FINANCIAL SVCS GROUP INC
PNM RESOURCES INC
PNM RESOURCES INC
PPG INDUSTRIES INC
PPL CORPORATION
PRG SCHULTZ INTERNATIONAL INC
PSS WORLD MEDICAL INC
PTEK HOLDINGS
PACCAR INC
PACESETTER BUSINESS PROPERTIES
PACESETTER HOMES INC
PACER INTERNATIONAL INC TENN
PACIFIC CAPITAL BANCORP
PACIFIC CREST CAPITAL INC
***PACIFIC ENERGY PARTNERS L P
***PACIFIC ENGINEERED
PACIFIC SUNWEAR OF CALIFORNIA
PACIFICAMERICA MONEY CENTER
PACIFICARE HEALTH SYSTEMS INC
PACKAGING CORP AMER
PACTIV CORP
PAIN SUPPRESSION LABS INC
PALATIN TECHNOLOGIES INC NEW
PALMONE INC
PAN AM CORP
PANAMSAT CORP NEW
PAN PACIFIC RETAIL PROPERTIES
PANERA BREAD CO CL A
PARAMETRIC TECHNOLOGY CORP
PARKPLACE ENTERTAINMENT CORP
PARKER DRILLING CO
PARKER DRILLING CORP
7275000 SH
PARKER HANNIFIN CORP
PATHE COMMUNICATIONS CORP
PATINA OIL & GAS CORP
PATTERSON DENTAL CO
PATTERSON-UTI ENERGY INC
PAYCHEX INC
PAYLESS SHOESOURCE INC
PEABODY ENERGY CORPORATION
PEABODY ENERGY CORPORATION
PEDIATRIX MEDICAL GROUP INC
PEDIATRIX MEDICAL GROUP INC
PEETS COFFEE & TEA INC
PEMSTAR INC
3909168 SH
PEMSTAR INC
4959903 SH
***PENGROWTH ENERGY TRUST
***PENGROWTH ENERGY TRUST
PENN NATIONAL GAMING INC
PENN VA RESOURCE PARTNERS L P
J C PENNEY CO INC
PENNSYLVANIA ENGINEERING CORP
PENNSYLVANIA REAL ESTATE
PENTAIR INC
PEOPLESOFT INC
PEP BOYS-MANNY MOE & JACK
PEPCO HOLDINGS INC
THE PEPSI BOTTLING GROUP INC
PEPSIAMERICAS INC
PEPSICO INC
PEPSICO INC
PEREGRINE PHARMACEUTICALS INC
PERKINELMER INC
PEROT SYSTEMS CORP
PERPETUAL FINANCIAL CORP
PERRIGO CO
PETCO ANIMAL SUPPLIES INC
PETROL INDUSTRIES INC
PETROLEUM DEVELOPMENT CORP-NEV
***PETROLEUM GEO SVCS ASA NEW
PETSMART INC
PFIZER INC
PFIZER INC
2011476 SH
PFSWEB INC
PHARMACEUTICAL HOLDRS TR
PHARMACEUTICAL HOLDRS TR
PHARMACEUTICAL PRODUCT
PHARMACEUTICAL PRODUCT
PHARMACEUTICAL RESOURCES INC
PHARMOS CORP NEW
PHELPS DODGE CORP
PHILADELPHIA CONSOLIDATED
PHILADELPHIA CONSOLIDATED
PHILADELPHIA SUBURBAN CORP NEW
PHILLIPS VAN HEUSEN CORP
PHILLIPS VAN HEUSEN CORP
PHOENIX COMPANIES INC NEW
PHOENIX LASER SYSTEMS INC NEW
PHOENIX MEDICAL TECHNOLOGY INC
PHYSICIAN COMPUTER NETWORK INC
PHOTRONICS INC
PHYSICIANS RESOURCE GROUP INC
PIEDMONT FEDERAL CORP
PIEDMONT NATURAL GAS CO INC
PIER 1 IMPORTS INC
WTS PILLOWTEX CORPORATION NEW
PIMCO CALIFORNIA MUNI INCOME
PIMCO NEW YORK MUN INCOME FUND
PINNACLE ENTERTAINMENT INC
PINNACLE SYSTEMS INC
PINNACLE WEST CAPITAL CORP
***PIONEER METALS CORP NEW
PIONEER NATURAL RESOURCES CO
PIONEER SAVINGS BANK FSB
PIONEER SYSTEMS INC
PITNEY BOWES INC
PIXELWORKS INC
PIXELWORKS INC
***PLACER DOME INC
PLAINS ALL AMERICAN PIPELINE
PLAINS ALL AMERICAN PIPELINE
PLAINS EXPLORATION AND
PLAINS RESOURCES INC NEW
PLANAR SYSTEMS INC
PLANTRONICS INC NEW
PLAYTEX PRODUCTS INC
PLEXUS CORP
PLUG PWR INC
PLUM CREEK TIMBER CO INC
PLUMTREE SOFTWARE INC
PLYMOUTH FIVE CENTS SAVINGS
POCON INC-UTAH
POGO PRODUCING CO
POLARIS INDUSTRIES INC
POLIFLY FINANCIAL CORP
POLYCOM INC
POLYMEDICA CORP
POLYONE CORP
POLYONE CORP
POPE EVANS & ROBBINS INC
PORTACOM WIRELESS INC-DEL
POST PROPERTIES INC
***POTASH CORP OF SASKATCHEWAN
POTLATCH CORP
POWER INTEGRATIONS INC
POWER-ONE INC
POWERLINX INC
WTS POWERTEL INC
POWERWAVE TECHNOLOGIES INC
PRAECIS PHARMACEUTICALS INC
PRAXAIR INC
PRECISION CASTPARTS CORP
PREFERREDPLUS TRUST
PREFERREDPLUS TRUST
PREFERREDPLUS TR SER QWS1
PRENTISS PROPERTIES TRUST-SBI
PRESIDENTIAL LIFE CORP
PRESSTEK INC
PREWAY INC
PRICE COMMUNICATIONS CORP NEW
PRICE T ROWE GROUP INC
PRIDE INTERNATIONAL INC
PRIMEDIA INC
PRIMA ENERGY CORP NEW
PRIME HOSPITALITY CORP
PRIMUS TELECOMMUNICATIONS
WTS PRIMUS TELECOMMUNICATIONS
PRINCETON REVIEW INC
PRINCIPAL FINANCIAL GROUP INC
PRIORITY HEALTHCARE CORP-CL B
PROASSURANCE CORP
PRIVATE BUSINESS INC
PROCTER & GAMBLE CO
PROCTER & GAMBLE CO
PROFIT TECHNOLOGY INC
PROGENITOR INC
PROGRAMMING & SYSTEMS INC
PROGRESS SOFTWARE CORP
PROGRESSIVE CORP-OHIO
PROTECTIVE LIFE CORP
PROTECTIVE LIFE CORP
PROTEIN DESIGN LABS INC
PROTEIN DESIGN LABS INC
PROTON ENERGY SYS INC
PROVIDENT BANKSHARES CORP
PROVIDENT FINANCIAL SERVICES
PROVIDENT FINANCIAL GROUP INC
PROVINCE HEALTHCARE CO
PROVIDIAN FINANCIAL CORP
PROXIM CORP
PRUDENTIAL FINANCIAL INC
PSINET INC
PUBLIC SERVICE ENTERPRISE
PUBLIC SERVICE ENTERPRISE
PUGET ENERGY INC
PULTE HOMES INC
PUMATECH INC
PUTNAM PREMIER INCOME TRUST
PUTNAM MASTER INTERMEDIATE
***QLT INC
***Q ENTERTAINMENT INC
QLOGIC CORP
QUADREX CORP
QUAKER CITY INDUSTRIES INC
QUALCOMM INC
2083800 SH
QUALCOMM INC
QUALITY PRODUCTS INC NEW
QUANTA SERVICES INC
QUANEX CORP
QUANTUM CORP DSSG COM
QUERYOBJECT SYSTEMS CORP
QUEST DIAGNOSTICS INC
5314330 SH
***QUEST SOFTWARE INC
QUESTAR CORP
QUIKSILVER INC
QUIDEL CORP
QUIDEL CORP
QUINTUS CORP
QWEST COMMUNICATIONS
QWEST COMMUNICATIONS
***R&G FINANCIAL CORP-CL B
R E X PRODUCTIONS INC NEW
R H DONNELLEY CORP (NEW)
RPM INTERNATIONAL INC
RSA SECURITY INC
RF MICRO DEVICES INC
RF MICRO DEVICES INC
RADIAN GROUP INC
RADIOSHACK CORP
RAGEN CORP
RAINDANCE COMMUNICATIONS INC
RAMBUS INC
RALCORP HOLDINGS INC NEW
RAMTRON INTL CORP
RANGE RESOURCES CORP
RARE HOSPITALITY INTERNATIONAL
RAYMOND JAMES FINANCIAL INC
RAYMOND JAMES FINANCIAL INC
RAYONIER INC
RAYOVAC CORP
RAYTHEON CO
RAYTHEON CO
READERS DIGEST ASSOCIATION INC
REALNETWORKS INC
REALNETWORKS INC
RECKSON ASSOCIATES REALTY CORP
***RED HAT INC
REDBACK NETWORKS INC
REEBOK INTERNATIONAL LTD
REGAL COMMUNICATIONS CORP NEW
REGENERON PHARMACEUTICALS INC
REGENERATION TECH INC DEL
1615085 SH
REGENERX BIOPHARMACEUTICALS
RELIABLE INDUSTRIES INC
REGIONS FINANCIAL CORP
REGIONAL BK HOLDRS TR
REINSURANCE GROUP OF AMERICA
RELIANCE STEEL & ALUMINUM CO
RELIANT RESOURCES INC
REPLIGEN CORP
RENT A CENTER INC-NEW
REPTRON ELECTRS INC
CBONDCNV 76026WAA7
1890000 SH
REPUBLIC BANCORP INC-MICH
REPUBLIC SERVICES INC
REPUBLIC SERVICES INC
***ARENAGOLD RESOURCES INC
***RESEARCH IN MOTION LTD
RETAIL HOLDRS TR
REWARDS NETWORK INC
REYNOLDS & REYNOLDS CO-CL A
REYNOLDS R J TOB HOLDINGS INC
RHYTHMS NETCONNECTIONS INC
***RIO TINTO PLC
RITE AID CORP
RIVERSTONE NETWORKS INC
ROBERT HALF INTERNATIONAL INC
***ROCHE HOLDING LTD
ROCKWELL AUTOMATION INC
ROCKWELL COLLINS INC
***RODDY RESOURCES INC
ROHM & HAAS CO
ROLLINS INC
ROPER INDUSTRIES INC NEW
ROSS STORES INC
ROWAN COMPANIES INC
***ROYAL BANK OF SCOTLAND GRP
***ROYAL BANK OF SCOTLAND GRP
***ROYAL BK SCOTLAND GRP PLC
***ROYAL BK OF SCOTLND GRP PLC
***ROYAL BANK SCOTLAND GRP
ROYAL CARIBEAN CRUISES LTD
3204000 SH
***ROYAL DUTCH PETROLEUM CO
ROYAL GOLD INC
ROYAL PALM SAVINGS BANK
***ROYCEFIELD RESOURCES LTD
RUBY TUESDAY INC
RUDDICK CORP
***RYANAIR HOLDINGS PLC
RYANS FAMILY STEAK HOUSES INC
RYDER SYSTEM INC
RYLAND GROUP INC
SBC COMMUNICATIONS INC
SBC COMMUNICATIONS INC
SBA COMMUNICATIONS CORP
SCP POOL CORP
SEI INVESTMENTS CO
SFE TECHNOLOGIES
***SK TELECOM CO LTD
SL GREEN REALTY CORP
SL GREEN REALTY CORP
SLM CORPORATION
CBONDCNV 78442PAB2
STANDARD & POORS DEPOSITARY
STANDARD & POORS DEPOSITARY
7105411 SH
SABRE HOLDINGS CORP CL A
SAFECO CORP
SAFEGUARD SCIENTIFICS INC
SAFENET INC
SAFEWAY INC
SAFEWAY INC
ST JUDE MEDICAL INC
ST MARY LAND & EXPLORATION CO
ST PAUL COMPANIES INC
SALIX PHARMACEUTICALS LTD
SANDISK CORP
JOHN B SANFILIPPO & SON INC
SANMINA-SCI CORP
SANMINA-SCI CORP
SANI-TECH INDUSTRIES INC
***SAP AKTIENGESELLSCHAFT
***SAP AKTIENGESELLSCHAFT
SAPIENT CORP
SARA LEE CORP
SAVIENT PHARMACEUTICALS
SCANA CORPORATION NEW
SCANSOFT INC
HENRY SCHEIN INC
SCHERING PLOUGH CORP
SCHERING PLOUGH CORP
***SCHLUMBERGER LTD
SCHNITZER STEEL INDUSTRIES INC
SCHOLASTIC CORP
SCHOLASTIC CORP
A SCHULMAN INC
CHARLES SCHWAB CORP NEW
SCICLONE PHARMACEUTICALS INC
SCIENTIFIC ATLANTA INC
SCIENTIFIC GAMES CORP
SCION PHARMACEUTICALS INC
1873248 SH
SCOTTS CO-CL A
SCOTTS CO-CL A
SEACOAST FINANCIAL SERVICES
SEAGATE TECHNOLOGY INC
SEACOR SMIT INC
SEALED AIR CORP NEW
SEARS ROEBUCK & CO
SEATTLE GENETICS INC
SECOND NATIONAL BANCORPORATION
SELECT SECTOR SPDR FUND
SELECT SECTOR SPDR FUND
SECTOR SPDR TRUST
SELECT SECTOR SPDR FUND
SELECT SECTOR SPDR FUND
SECTOR SPDR TRUST
***SECTOR SPDR TRUST
6010277 SH
SECTOR SPDR TRUST
***SECTOR SPDR TRUST
SECTOR SPDR TRUST
SEEBEYOND TECHNOLOGIES CORP
***SEKISUI HOUSE LTD
SELECT COMFORT CORP
SELECT MED CORP
SELECT MED CORP
SELECTIVE INSURANCE GROUP INC
SEMICONDUCTOR HOLDRS TR
SEMICONDUCTOR HOLDRS TR
SEMTECH CORP
SEMPRA ENERGY
***SENNEN RESOURCES LTD
SENIOR HSG PPTYS TR
SENSIENT TECHNOLOGIES CORP
SEPRACOR INC
SEQUENOM INC
SERENA SOFTWARE INC
SEROLOGICALS CORP
SEROLOGICALS CORP
SERVICE CORP INTERNATIONAL
SHARPER IMAGE CORP
SHAW GROUP INC
***SHELL TRANSPORT & TRADING
SHERWIN WILLIAMS CO
***SHIRE PHARMACEUTICALS GROUP
***SHISEIDO CO LTD
SHUFFLE MASTER INC
SIEBEL SYSTEMS INC
***SIEMENS A G
SIERRA HEALTH SERVICES INC
SIERRA PACIFIC RESOURCES NEW
SIGMA-ALDRICH CORP
SILICON LABORATORIES INC
SILICON IMAGE INC
SILICON GRAPHICS INC
SILICON STORAGE TECHNOLOGY INC
SILICON VALLEY BANCSHARES
SILICONWARE PRECISION INDS LTD
SILICONWARE PRECISION INDS LTD
***SILVER PEAK RESOURCES LTD
***SILVERCREST MINES INC
SIMON PROPERTY GROUP INC
SIMPLETECH INC
SIMPLETECH INC
SIMPSON MANUFACTURING CO INC
SINCLAIR BROADCAST GROUP INC
SINCLAIR BROADCAST GROUP INC
SIRIUS SATELLITE RADIO INC
SITEL CORP
SIX FLAGS INC
SKECHERS USA INC
SKOLNIKS INC NEW
SKYWEST INC
SKYWORKS SOLUTIONS INC
SKYWORKS SOLUTIONS INC
SMARTDISK CORPORATION
SMITH CORONA CORP
A O SMITH CORP
SMITH INTERNATIONAL INC
SMITHFIELD FOODS INC
SMUCKER J M COMPANY
SMURFIT-STONE CONTAINER CORP
SNAP-ON INC
SNAP-ON INC
***SOCIETE GENERALE
SOFTWARE HOLDRS TRUST
SOLAR FINANCIAL SERVICES INC
SOLECTRON CORP
SOLO SERVE CORP NEW
***SOLOMON RESOURCES LTD
SOLUTIA INC
SONIC AUTOMOTIVE INC-CL A
SONIC CORP
SONIC CORP
SONICBLUE INC
SONICWALL INC
SONOCO PRODUCTS CO
***SONY CORP-ADR NEW
SOTHEBYS HOLDINGS INC-CL A
SONUS NETWORKS INC
SONUS NETWORKS INC
SONUS NETWORKS INC
SOURCE INTERLINK COMPANIES INC
SOUTH FINL GROUP INC
SOUTHERN CO
***SOUTHERN PERU COPPER CORP
SOUTHERN UNION CO NEW
SOUTHMARK CORP NEW
SOUTHTRUST CORP
SOUTHWEST AIRLINES CO
SOUTHWEST BANCORPORATION OF
SOUTHWESTERN ENERGY CO
SOVEREIGN BANCORP INC
SPANISH BROADCASTING SYSTEM
SPANISH BROADCASTING SYSTEM
SPARTECH CORP NEW
SPHERION CORP
SPINNAKER EXPL CO
SPORT OF KINGS INC
SPORTS AUTHORITY INC
SPORTSTOWN INC
SPRINT CORP
SPRINT CORP PCS GROUP SER 1
STANCORP FINL GROUP INC
STANDARD FEDERAL SAVINGS &
STANDARD PACIFIC CORP NEW
STANLEY WORKS
STAPLES INC
STAR GAS PARTNERS LP
STARBUCKS CORP
STARS TO GO INC
WTS STARTEC GLOBAL COMMUNCORP
STARWOOD HOTELS & RESORTS
STATE STREET CORP
STATEN ISLAND BANCORP INC
STATEWIDE BANCORP-N.J.
STATORDYNE CORP
STEEL DYNAMICS INC
STELLENT INC
STERLING BANCSHARES INC
STERICYCLE INC
STERIS CORP
STEWART & STEVENSON SERVICES
STEWART ENTERPRISES INC-CL A
STILLWATER MINING CO
STONE ENERGY CORP
STONE & WEBSTER INC
STORAGE TECHNOLOGY CORP NEW
STOTLER GROUP INC
STRATEX NETWORKS INC
STRATOS INTERNATIONAL INC
STRAYER EDUCATION INC
STRIDE RITE CORP
STROUDS INC
STRYKER CORP
STUDENT LOAN CORP
STUDENT LOAN CORP
SUBURBAN PROPANE PARTNERS LP
SUMMA MEDICAL CORP NEW
SUMMIT AMERICA TELEVISION INC
SUN BANCORP INC-N.J.
SUN MICROSYSTEMS INC
SUN MICROSYSTEMS INC
1188258 SH
SUN STATE SVGS & LN ASSN-ARIZ
WTS SUN HEALTHCARE GROUP INC
WTS SUNBEAM CORP DEL NEW
***SUNCOR ENERGY INC
SUNGARD DATA SYSTEMS INC
***SUNOPTA INC
SUNOCO LOGISTICS PARTNERS LP
SUNOCO INC
SUNRISE SENIOR LIVING INC
SUNRISE TECHNOLOGIES INTL INC
SUNRISE SVGS & LOAN ASSN FLA
SUNTRUST BANKS INC
SUPERCONDUCTOR TECHNOLOGIES
SUPERCOMPUTING SOLUTIONS INC
SUPERGEN INC
SUPERIOR ENERGY SERVICES INC
SUPERIOR INDUSTRIES INTL INC
SUPERVALU INC
SUPERVALUE INC
SUPPORTSOFT INC
SUPPORTSOFT INC
SURMODICS INC
SUSQUEHANNA BANCSHARES INC-PA
SWIFT ENERGY CO
SWIFT ENERGY CO
SWIFT TRANSPORTATION CO INC
SYBASE INC
SYBRON DENTAL SPECIALTIES INC
SYCAMORE NETWORKS INC
SYCAMORE NETWORKS INC
SYLVAN LEARNING SYSTEMS INC
SYMANTEC CORP
SYMBION INC
SYMBOL TECHNOLOGIES INC
SYMMETRICOM INC
SYN-TREK INC
SYNAPTICS INC
SYNOPSYS INC
SYNOVUS FINANCIAL CORP
SYSCO CORP
SYSTEMS & COMPUTER TECHNOLOGY
TBA ENTERTAINMENT CORP
TCF FINANCIAL CORP
TC PIPELINES LP
TC PIPELINES LP
***TDC A/S
TECO ENERGY INC
TEPPCO PARTNERS LP
THQ INC NEW
TJX COMPANIES INC NEW
TJX COS INC
2090000 SH
TRC COMPANIES INC
TSL HOLDINGS INC
1390302 SH
TTM TECHNOLOGIES INC
TVMAX HOLDINGS INC
***TAIWAN SEMICONDUCTOR MFG CO
***TAIWAN SEMICONDUCTOR MFG CO
TAKE-TWO INTERACTIVE SOFTWARE
TARGET CORP
TAUBMAN CENTERS INC
TECH DATA CORP
TECHNE CORP
TECHNITROL INC
TECUMSEH PRODUCTS CO-CL A
***TEECO PROPERTIES LP
TEKELEC INC
TEKTRONIX INC
***TELECOM HOLDRS TR
TELEDYNE TECHNOLOGIES INC
TELEFLEX INC
***TELEFONICA SA
***TELEFONOS DE MEXICO S A
*** TELEFONOS DE MEXICO SADE
***TELEGUARD SYSTEMS INTL INC
TELEPHONE & DATA SYSTEMS INC
TELLABS INC
TELLABS INC
TEMPLE INLAND INC
TELESPHERE COMMUNICATIONS INC
TELETECH HOLDINGS INC
***TELESYSTEM INTERNATIONAL
TEMPUR PEDIC INTERNATIONAL INC
TEMPUR PEDIC INTERNATIONAL INC
TENFOLD CORP
3985889 SH
TENET HEALTHCARE CORP
TENNECO AUTOMOTIVE INC
TENNIS LADY INC
TERADYNE INC
TERAYON COMMUNICATION SYSTEMS
TEREX CORP NEW
TESORO PETROLEUM CORP
TESSERACT GROUP INC (THE)
TETRA TECH INC NEW
***TEVA PHARMACEUTICAL
TESSERA TECHNOLOGIES INC
TESSERA TECHNOLOGIES INC
TEXAS AMERICAN GROUP INC NEW
TEXAS INDUSTRIES INC
TEXAS INSTRUMENTS INC
TEXAS INSTRUMENTS INC
TEXAS REGIONAL BANCSHARES INC
TEXTRON INC
THE GROUP INC
THERASENSE INC
THERASENSE INC
THERASENSE INC
THERMO ELECTRON CORP
THOMAS & BETTS CORP
THOR INDUSTRIES INC
THORATEC CORP
THORNBURG MORTGAGE INC
3M COMPANY
TIBCO SOFTWARE INC
TIDEWATER INC
TIFFANY & CO NEW
TIMBERLAND CO-CL A
TIME WARNER INC
TIME WARNER INC
1369697 SH
TIME WARNER TELECOM INC
TITAN CORP
TOLL BROTHERS INC
***TOMAHAWK CORP
2385237 SH
TOOTSIE ROLL INDUSTRIES INC
TORCHMARK CORP
TOTAL ASSETS PROTECTION INC
***TOTAL S.A.
TOUR CFG INC
TOWER AUTOMOTIVE INC
TOYS R US INC
TRACTOR SUPPLY CO
TRACTOR SUPPLY CO
TRADITIONAL INDUSTRIES INC NEW
TRANSACTION SYSTEMS ARCHITECTS
TRANSBOTICS CORPORATION
TRANSCOASTAL MARINE SERVICES
TRANSKARYOTIC THERAPIES INC
TRANSMETA CORP DEL
TRANSMETA CORP DEL
TRANSOCEAN SECDCO FOREX INC
TRANSPORT CORPORATION OF
TRANSMONTAIGNE INC
4867147 SH
TRANSWITCH CORP
TRAVELERS PROPERTY CASUALTY
TRAVELERS PROPERTY CASUALTY
TRAVELERS PROPERTY CASUALTY
TREESOURCE INDUSTRIES INC
TRIAD HOSPITAL INC
TRIDENT MICROSYSTEMS INC
TRIARC COMPANIES INC
TRIARC COMPANIES INC-CL A
TRIBUNE CO NEW
TRICORD SYSTEMS INC
TRIKON TECHNOLOGIES INC
TRIMBLE NAVIGATION LTD
TRIMBLE NAVIGATION LTD
TRINITY INDUSTRIES INC
TRIQUINT SEMICONDUCTOR INC
TRIQUINT SEMICONDUCTOR INC
TRITON PCS HLDGS INC
TRIZEC PROPERTIES INC
TRUST CO OF NEW JERSEY NEW
TRUSTCO BANK CORP N Y
TULARIK INC
***TUMBLEWEED COMMUNICATIONS
TUPPERWARE CORP
TWO PESOS INC
TYCO INTERNATIONAL GROUP S A
***TYCO INTERNATIONAL LTD
***TYCO INTERNATIONAL LTD
TYLER TECHNOLOGIES INC
TYSON FOODS INC-CL A
UCBH HOLDINGS INC
UDC HOMES INC
USA CLASSIC INC
US BANCORP DEL
US BANCORP DEL
URS CORP NEW
USA BANCORP INC
U S I HOLDINGS CORPORATION
U S CONCRETE INC
U S PHYSICAL THERAPY INC
US ONCOLOGY INC
ULTRATECH INC
UMPQUA HLDGS CORP
WTS UNIFI COMMUNICATIONS INC
UNION PACIFIC CORP
UNIONBANCAL CORP
UNIQUEST INC
UNISOURCE ENERGY CORP
UNISYS CORP
UNITED AUTO GROUP INC
UNITED COMPANIES FINANCIAL
UNITED NATIONAL BANCORP N J
UNITED NATIONAL BANCORP N J
UNITED DEFENSE INDUSTRIES INC
UNITED DOMINION REALTY TRUST
UNITED MERCHANTS &
1192780 SH
A WTS UNITED MERCHANTS &
UNITED NATURAL FOODS INC
UNITED ONLINE INC
UNITED PARCEL SVC INC
UNITED PARCEL SVC INC
UNITED RENTALS INC
UNITED STATES STL CORP NEW
UNITED STATIONERS INC
UNITED SURGICAL PARTNERS INTL
UNITED TECHNOLOGIES CORP
UNITED TECHNOLOGIES CORP
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
UNITEDGLOBALCOM
UNITRIN INC
UNITY HEALTHCARE HOLDING CO
UNIVERSAL CORP-VA
UNIVERSAL HEALTH SERVICES INC
UNIVERSITY BANK N.A.
UNIVISION COMMUNICATIONS INC
UNOCAL CORP
UNUMPROVIDENT CORP
URBAN OUTFITTERS INC
USF CORPORATION
V I TECHNOLOGIES INC
UTILITIES HOLDRS TR
UTSTARCOM INC
VA SOFTWARE CORP
VCA ANTECH INC
VALASSIS COMMUNICATIONS INC
VALENCE TECHNOLOGY INC
VALEANT PHARMACEUTICALS INTL
VALERO L P
VALERO L P
VALERO ENERGY CORP NEW
VALLEY INDUSTRIES INC
VALSPAR CORP
VALSPAR CORP
VALUE ADDED COMMUNICATIONS INC
VALUECLICK INC
VALUE TRADING INDUSTRIES INC
VAN KAMPEN TR FOR INVESTMENT
VARCO INTL INC DEL
VARIAN MEDICAL SYSTEMS INC
VARIAN INC
VARIAN SEMICONDUCTOR EQUIPMENT
VAST SOLUTIONS INC
VAST SOLUTIONS INC
VAST SOLUTIONS INC
VECTREN CORP
VECTOR GROUP LTD
VEECO INSTRUMENTS INC-DEL
VENCOR INC (NEW)
VENTAS INC
VENTANA MEDICAL SYSTEMS INC
***VENTURE SEISMIC LTD
B WTS VERADO HLDGS INC
VERITY INC
VERISIGN INC
VERITAS SOFTWARE CORP
VERSO TECHNOLOGIES INC
VERTEX PHARMACEUTICALS INC
VESTA INSURANCE GROUP INC
VIACOM INC-CL A
VIACOM INC-CL B
VIACOM INC-CL B
***VIACORP TECHNOLOGIES INC
VIASYS HEALTHCARE INC
VICURON PHARMACEUTICALS INC
VIGNETTE CORP
VINTAGE PETROLEUM INC
VIRAGE LOGIC CORP
VIRAGE LOGIC CORP
VISHAY INTERTECHNOLOGY INC
VISION TWENTY-ONE INC-FLA
VISTEON CORP
VISX INC-DEL
VITALWORKS INC
VITRIA TECHNOLOGY INC NEW
VITESSE SEMICONDUCTOR CORP
1868004 SH
VITESSE SEMICONDUCTOR CORP
VITESSE SEMICONDUCTOR CORP
***VIVENDI UNIVERSAL
***VODAFONE GROUP PLC NEW
VULCAN MATERIALS CO
WGL HOLDINGS INC
***W HLDG CO INC
WMS INDUSTRIES INC
WMS INDUSTRIES INC
WPS RESOURCES CORP
WABASH NATIONAL CORP
WACHOVIA CORP 2ND NEW
WADDELL & REED FINANCIAL INC
WAL-MART STORES INC
WAL-MART STORES INC
WALGREEN CO
WARWICK INSURANCE MANAGERS INC
WASHINGTON FEDERAL INC
WASHINGTON GROUP INTL INC
WASHINGTON MUTUAL INC
WASHINGTON MUTUAL INC
1415735 SH
WASHINGTON POST CO-CL B
WASHINGTON REAL ESTATE
WASTE CONNECTIONS INC
WASTE MANAGEMENT INC DEL
WATERS CORP
WATSCO INC
WATSCO INC
WATSON PHARMACEUTICALS INC
WATSON WYATT & CO HLDGS
WAUSAU-MOSINEE PAPER CORP
WAYPOINT FINANCIAL CORP
WEATHERFORD INTL INC NEW
2260000 SH
WEBMETHODS INC
WEBMETHODS INC
WEBSENSE INC
WEBMD CORP
WEBSTER FINANCIAL CORP
WEBVAN GROUP INC
WEINGARTEN REALTY INVESTORS
WELLMAN INC
WELLPOINT HEALTH NETWORKS INC
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO COMPANY
WELLS AMERICAN CORP
WELLSTEAD INDUSTRIES INC
WENDYS INTERNATIONAL INC
WERNER ENTERPRISES INC
WESTAR ENERGY INC
WESTAMERICA BANCORP
WESTELL TECHNOLOGIES INC-CL A
WESTERN DIGITAL CORP
WESTERN GAS RESOURCES INC
WESTERN SAVINGS & LOAN ASSN
WESTERN WIRELESS CORP-CL A
WESTPORT RESOURCES CORP
WESTPORT RESOURCES CORP
WESTWOOD ONE INC
WEYERHAEUSER CO
WHIRLPOOL CORP
WHIRLWIND MARKETING INC
WHOLE FOODS MARKET INC
WHOLE FOODS MARKETS INC
WILF LEASING LTD
1053000 SH
WILF LEASING LTD
1053000 SH
WILLIAMS COMMUNICATIONS GROUP
WILLIAMS COMPANIES INC
1182252 SH
WILLIAMS SONOMA INC
WILMINGTON TRUST CORP
WILSON GREATBATCH TECHS INC
WIND RIVER SYSTEMS INC
WINN-DIXIE STORES INC
WINNEBAGO INDUSTRIES INC
WINNEBAGO INDUSTRIES INC
WINSTAR COMMUNICATIONS INC
WINSTON HOTELS INC
WINTRUST FINANCIAL CORP
WIRELESS FACILITIES INC
WIRELESS FACILITIES INC
WISCONSIN ENERGY CORP
WITNESS SYSTEMS INC
WOLVERINE WORLD WIDE INC
WORLD ACCEPTANCE CORP-S.C.
WORLD WIDE BINGO INC
WORLDWIDE COLLECTIONS FUND INC
WORLDCOM INC-GA NEW
WORTHINGTON INDUSTRIES INC
WM WRIGLEY JR CO
WYNN RESORTS LTD
XCM CORP NEW
XL CAP LTD
CBONDCNV 98372PAB4
A WTS XM SATELLITE RADIO INC
XM SATELLITE RADIO HLDGS INC
XO COMMUNICATIONS INC
XTO ENERGY INC
XTO ENERGY INC
XCEL ENERGY INC
9182148 SH
XILINX INC
XEROX CORP
XYBERNAUT CORP
Y & A GROUP INC
YELLOW ROADWAY CORPORATION
YORK INTERNATIONAL CORP NEW
YOUNG & RUBICAM INC
YUM BRANDS INC
ZALE CORP NEW
WTS ZI CORP
ZEBRA TECHNOLOGIES CORP-CL A
ZENIX INCOME FUND INC
ZHONE TECHNOLOGIES INC NEW
ZIMMER HOLDINGS INC
ZIONS BANCORPORATION
***ZORAN CORP
ZYMOGENETICS INC
f04-02_1713fcovsumm.txt
13F 4TH QTR. 2003 COVER PAGE & SUMMARY PAGE
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended:
December 31, 2003
Check here if Amendment
Amendment Number:
This Amendment (Check only one.):
] is a restatement
] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Lehman Brothers Holdings Inc.
Address: 745 Seventh Avenue
New York, New York 10019
Form 13F File Number:
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:
Oliver Budde
Vice President
212 526-0778
Signature, Place and Date of Signing:
/s/Oliver Budde
New York, NY
February 17, 2004
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
] 13F NOTICE. (Check here if no holdings reported are in this
report, and all holdings are reported by another reporting manager(s).)
] 13F COMBINATION REPORT. (Check here if a portion of the holdings
for this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total:
Form 13F Information Table Value Total
12,053,494 (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.
Form 13F File Number
____________________
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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