13F-HR 1 f04-08_1613fnonconf.txt FORM 13F REPORT
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------- --------- -------- ------- --- ---- ---------- -------- -------- -------- -------- ***DAIMLERCHRYSLER A.G. COMMON D1668R123 1939 39569 SH DEFINED 01 39569 0 0 ***ACE LTD-ORD COMMON G0070K103 5765 136258 SH DEFINED 01 0 0 136258 ***AMDOCS LIMITED COMMON G02602103 2229 95150 SH DEFINED 01 95150 0 0 ***ASPEN INSURANCE HOLDINGS COMMON G05384105 1561 67230 SH DEFINED 01 67230 0 0 ***ASSURED GUARANTY LTD COMMON G0585R106 427 25225 SH DEFINED 01 25225 0 0 ***AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 4601 164350 SH DEFINED 01 164350 0 0 ***ACCENTURE LTD CL A COMMON G1150G111 1658 60343 SH DEFINED 01 60343 0 0 ***BUNGE LTD COMMON G16962105 244 5683 SH DEFINED 01 0 0 5683 ***CAPITAL & REGIONAL COMMON G18676109 2203 265450 SH DEFINED 01 265450 0 0 ***CELLTECH GROUP ORD COMMON G1990W102 79 10000 SH DEFINED 01 10000 0 0 ***COOPER INDUSTRIES LTD COMMON G24182100 1030 14896 SH DEFINED 01 0 0 14896 ***DSG INTERNATIONAL LTD-ORD COMMON G28471103 311 95900 SH DEFINED 01 95900 0 0 ***EMERALD ENERGY COMMON G3029R104 0 15300 SH DEFINED 01 15300 0 0 ***EVEREST RE GROUP LTD COMMON G3223R108 10678 132881 SH DEFINED 01 132881 0 0 ***FRONTLINE LTD COMMON G3682E127 9004 260910 SH DEFINED 01 260910 0 0 **GARMIN LTD COMMON G37260109 723 18533 SH DEFINED 01 0 0 18533 ***GLOBALSANTAFE CORP COMMON G3930E101 858 32378 SH DEFINED 01 32378 0 0 *** GLOBALSTAR COMMON G3930H104 0 21000 SH DEFINED 01 21000 0 0 ***HELEN OF TROY LTD-BERMUDA COMMON G4388N106 1217 33008 SH DEFINED 01 33008 0 0 ***HIT ENTERTAINMENT COMMON G4513F135 338 60000 SH DEFINED 01 60000 0 0 ***INGERSOLL RAND CO LTD COMMON G4776G101 1924 27226 SH DEFINED 01 0 0 27226 ***IPC HOLDINGS LTD COMMON G4933P101 341 9250 SH DEFINED 01 9250 0 0 MARVELL TECHNOLOGY GROUP COMMON G5876H105 1573 58943 SH DEFINED 01 58943 0 0 ***MONTPELIER RE HOLDINGS LTD COMMON G62185106 583 16240 SH DEFINED 01 0 0 16240 ***NABORS INDUSTRIES LTD COMMON G6359F103 1420 31411 SH DEFINED 01 31411 0 0 ***NOBLE CORP COMMON G65422100 1537 40569 SH DEFINED 01 40569 0 0 ***PARTNERRE LTD COMMON G6852T105 3716 65517 SH DEFINED 01 65517 0 0 ***PLATINUM UNDERWRITERS COMMON G7127P100 413 13600 SH DEFINED 01 13600 0 0 ***PLAYMATES HOLDINGS LTD COMMON G7130P147 163 1000000 SH DEFINED 01 1000000 0 0 ***PXRE GROUP LTD BERMUDA COMMON G73018106 201 7971 SH DEFINED 01 7971 0 0 ***RENAISSANCERE HOLDINGS LTD COMMON G7496G103 2037 37766 SH DEFINED 01 37766 0 0 ***ROYAL BANK OF SCOTLAND COMMON G76891111 643 19888 SH DEFINED 01 19888 0 0 ***RSL COMMUNICATIONS LTD-CL A COMMON G7702U102 0 54500 SH DEFINED 01 54500 0 0 ***SEAGATE TECHNOLOGY COMMON G7945J104 843 58240 SH DEFINED 01 0 0 58240 ***SHIP FINANCE INTERNATIONAL COMMON G81075106 734 49129 SH DEFINED 01 49129 0 0 ***SINA CORPORATION COMMON G81477104 715 21687 SH DEFINED 01 21687 0 0 ***TEXWINCA HLDGS COMMON G8770Z106 9 12000 SH DEFINED 01 12000 0 0 ***TOMMY HILFIGER CORP-ORD COMMON G8915Z102 276 18242 SH DEFINED 01 18242 0 0 ***TRANSOCEAN INC. COMMON G90078109 4149 143371 SH DEFINED 01 143371 0 0 ***TSAKOS ENERGY NAVIG USD1 COMMON G9108L108 907 26725 SH DEFINED 01 26725 0 0 ***TULLOW OIL PLC COMMON G91235104 186 120000 SH DEFINED 01 120000 0 0 ***VIATEL HOLDING BERMUDA LTD COMMON G93447103 86 111627 SH DEFINED 01 111627 0 0 ***GOLAR LNG LIMITED COMMON G9456A100 1852 118200 SH DEFINED 01 118200 0 0 ***WEATHERFORD INTERNATIONAL COMMON G95089101 26677 592217 SH DEFINED 01 0 0 592217 ***WHITE MTNS INS GROUP LTD COMMON G9618E107 5912 11594 SH DEFINED 01 11594 0 0 ***WILLIS GROUP HOLDINGS LTD COMMON G96655108 15862 419378 SH DEFINED 01 0 0 419378 ***XOMA LTD-(BERMUDA) COMMON G9825R107 124 27800 SH DEFINED 01 27800 0 0 ***XL CAPITAL LTD-CL A COMMON G98255105 4789 63476 SH DEFINED 01 63476 0 0 ***ALCON INC COMMON H01301102 2039 25927 SH DEFINED 01 25927 0 0 ***UBS AG COMMON H8920M855 279 3929 SH DEFINED 01 3929 0 0 SPANISH BROADCASTING SYSTEM COMMON JEG425846 0 157386 SH DEFINED 01 157386 0 0 ***DON QUIJOTE COMMON J1235L108 228 3600 SH DEFINED 01 3600 0 0 ***MITSUBISHI HEAVY INDUSTRIES COMMON J44002129 136 44000 SH DEFINED 01 44000 0 0 FRACTIONAL VAST SOLUTION INC COMMON KCC37T102 0 202515 SH DEFINED 01 202515 0 0 FRACTIONAL VAST SOLUTIONS INC COMMON KCC37T201 0 315615 SH DEFINED 01 315615 0 0 FRACTIONAL VAST SOLUTIONS INC COMMON KCC37T300 0 315515 SH DEFINED 01 315515 0 0 ***CHECK POINT SOFTWARE COMMON M22465104 219 8145 SH DEFINED 01 0 0 8145 ***CHECK POINT SOFTWARE COMMON M22465104 1626 60253 SH DEFINED 01 60253 0 0 ***GIVEN IMAGING COMMON M52020100 460 13000 SH DEFINED 01 13000 0 0 ***M-SYSTEMS/FLASH DISK COMMON M7061C100 365 24500 SH DEFINED 01 24500 0 0 ***ASML HOLDING NV NY REG SHS COMMON N07059111 5045 294859 SH DEFINED 01 294859 0 0 ***KONINKLIJKE NEDLLOYD NV COMMON N5057Q116 15815 348900 SH DEFINED 01 348900 0 0 ***QIAGEN NV EUR 0.01 COMMON N72482107 145 12005 SH DEFINED 01 12005 0 0 ***CERVECERIAS PERUANAS BACKUS COMMON P2475L116 12 40844 SH DEFINED 01 40844 0 0 ***G ACCION SA DE CV-SER B COMMON P44077116 15 34000 SH DEFINED 01 34000 0 0 ***KERZNER INTERNATIONAL LTD COMMON P6065Y107 242 5100 SH DEFINED 01 5100 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 4775 591100 SH DEFINED 01 591100 0 0 ***PETROLEUM GEO SVS ASA COMMON R69628114 2370 57968 SH DEFINED 01 57968 0 0 ***TELECOM ITALIA MOBILE SPA COMMON T9276A104 91 16020 SH DEFINED 01 0 0 16020 ***NEPTUNE ORIENT LINES LTD COMMON V67005120 5780 5161200 SH DEFINED 01 5161200 0 0 ***ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 2053 47315 SH DEFINED 01 47315 0 0 ***STELMAR SHIPPING LTD COMMON V8726M103 2850 86000 SH DEFINED 01 86000 0 0 ***BEIJING CAPITAL LAND LIMITE COMMON Y0771C103 13 55000 SH DEFINED 01 55000 0 0 ***FLEXTRONICS INTERNATIONAL COMMON Y2573F102 18270 1145494 SH DEFINED 01 1145494 0 0 ***GENERAL MARITIME CORP ADR Y2692M103 6430 234354 SH DEFINED 01 234354 0 0 ***KOREA THRUNET CO LTD COMMON Y49975124 14 14441 SH DEFINED 01 14441 0 0 OMI CORP NEW COMMON Y6476W104 4514 379329 SH DEFINED 01 379329 0 0 ***PACIFIC INTERNET LIMITED ADR Y66183107 149 16247 SH DEFINED 01 16247 0 0 ***TEEKAY SHIPPING CORP COMMON Y8564W103 9915 265250 SH DEFINED 01 265250 0 0 ***ABB LTD ADR 000375204 220 39727 SH DEFINED 01 39727 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886101 685 236929 SH DEFINED 01 0 0 236929 ADC TELECOMMUNICATIONS INC COMMON 000886101 1162 409198 SH DEFINED 01 409198 0 0 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AB7 9414 8850000 SH DEFINED 01 8850000 0 0 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AD3 1582 1575000 SH DEFINED 01 1575000 0 0 ADE CORP-MASS COMMON 00089C107 804 37213 SH DEFINED 01 37213 0 0 ACM INCOME FD INC COMMON 000912105 185 23615 SH DEFINED 01 23615 0 0 AFLAC INC COMMON 001055102 5937 145500 SH DEFINED 01 145500 0 0 AGCO CORP COMMON 001084102 587 28837 SH DEFINED 01 28837 0 0 AGL RESOURCES INC COMMON 001204106 524 17004 SH DEFINED 01 0 0 17004 AES CORP COMMON 00130H105 1992 199567 SH DEFINED 01 0 0 199567 AK STEEL HOLDING CORP COMMON 001547108 114 21156 SH DEFINED 01 0 0 21156 AMB PROPERTY CORP REIT 00163T109 1821 52597 SH DEFINED 01 52597 0 0 AMR CORP-DEL COMMON 001765106 572 47300 SH DEFINED 01 47300 0 0 AMR CORP DEL CBONDCNV 001765BA3 1857 2000000 SH DEFINED 01 2000000 0 0 AMR CORP DEL CBONDCNV 001765BB1 2234 2700000 SH DEFINED 01 2700000 0 0 APAC CUSTOMER SVCS INC COMMON 00185E106 91 53158 SH DEFINED 01 53158 0 0 ***ATI TECHNOLOGIES INC COMMON 001941103 3481 184608 SH DEFINED 01 184608 0 0 ARM FINANCIAL GROUP INC-CL A COMMON 001944107 0 15700 SH DEFINED 01 15700 0 0 AT&T CORP COMMON 001957505 5179 346338 SH DEFINED 01 0 0 346338 ***ARC ENERGY TRUST COMMON 001986108 734 64000 SH DEFINED 01 0 0 64000 ATG INC COMMON 00206P106 1 100000 SH DEFINED 01 100000 0 0 A T & E CORP COMMON 002062107 4 151363 SH DEFINED 01 151363 0 0 AT&T WIRELESS SERVICES INC COMMON 00209A106 69000 4813208 SH DEFINED 01 0 0 4813208 ***AU OPTRONICS CORP ADR 002255107 1335 76731 SH DEFINED 01 0 0 76731 AVI BIOPHARMA INC COMMON 002346104 114 46891 SH DEFINED 01 46891 0 0 AXS-ONE INC COMMON 002458107 60 21078 SH DEFINED 01 21078 0 0 AAIPHARMA INC COMMON 00252W104 742 137079 SH DEFINED 01 137079 0 0 ABBOTT LABORATORIES COMMON 002824100 512 12569 SH DEFINED 01 0 0 12569 ABBOTT LABORATORIES COMMON 002824100 14279 350329 SH DEFINED 01 350329 0 0 ABERCROMBIE & FITCH CO-CL A CLASS 002896207 1018 26296 SH DEFINED 01 26296 0 0 ***ABBEY NATL GROUP PLC PREFERED 002920700 379 14500 SH DEFINED 01 0 0 14500 ***ABBEY NATIONAL PLC PREFERED 002920809 556 17100 SH DEFINED 01 0 0 17100 ABGENIX INC COMMON 00339B107 309 24233 SH DEFINED 01 24233 0 0 ACCESS HEALTHNET INC NEW COMMON 004315305 69 22930 SH DEFINED 01 22930 0 0 ACCREDITED HOME LENDERS COMMON 00437P107 2086 74130 SH DEFINED 01 0 0 74130 ACCREDITED HOME LENDERS COMMON 00437P107 452 16065 SH DEFINED 01 16065 0 0 ACCREDO HEALTH INC COMMON 00437V104 2655 68165 SH DEFINED 01 0 0 68165 ACCREDO HEALTH INC COMMON 00437V104 1263 32429 SH DEFINED 01 32429 0 0 ACCRUE SOFTWARE INC COMMON 00437W102 0 319000 SH DEFINED 01 319000 0 0 ACE CASH EXPRESS INC COMMON 004403101 344 13406 SH DEFINED 01 13406 0 0 ACLARA BIOSCIENCES INC COMMON 00461P106 76 16910 SH DEFINED 01 16910 0 0 ACME COMMUNICATIONS INC COMMON 004631107 119 17321 SH DEFINED 01 17321 0 0 ACTIVISION INC NEW COMMON 004930202 1667 104877 SH DEFINED 01 104877 0 0 ACTIVCARD CORP COMMON 00506J107 1090 150199 SH DEFINED 01 150199 0 0 ACTUATE CORPORATION COMMON 00508B102 1090 276128 SH DEFINED 01 276128 0 0 ACUITY BRANDS INC COMMON 00508Y102 614 22767 SH DEFINED 01 22767 0 0 ACXIOM CORP COMMON 005125109 614 24752 SH DEFINED 01 24752 0 0 ADAPTEC INC COMMON 00651F108 406 48034 SH DEFINED 01 48034 0 0 ADELPHIA COMMUNICATIONS CORP CLASS 006848105 36 73100 SH DEFINED 01 73100 0 0 ADMINISTAFF INC COMMON 007094105 3387 204085 SH DEFINED 01 0 0 204085 ADMINISTAFF INC COMMON 007094105 844 50850 SH DEFINED 01 50850 0 0 ADOBE SYSTEMS INC COMMON 00724F101 4210 90545 SH DEFINED 01 90545 0 0 ADOLOR CORP COMMON 00724X102 272 21463 SH DEFINED 01 21463 0 0 ADTRAN INC COMMON 00738A106 1229 36843 SH DEFINED 01 36843 0 0 ADTEC INC COMMON 00738C102 0 16947 SH DEFINED 01 16947 0 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 2471 54587 SH DEFINED 01 0 0 54587 ADVANCED DIGITAL INFORMATION COMMON 007525108 4321 437146 SH DEFINED 01 0 0 437146 ADVANCED FIBRE COMMUNICATIONS COMMON 00754A105 14811 728820 SH DEFINED 01 0 0 728820 ADVANCED PLANT PHARMACEUTICALS COMMON 00756F201 0 20000 SH DEFINED 01 20000 0 0 ADVO INC COMMON 007585102 396 12046 SH DEFINED 01 12046 0 0 ADVISORY BOARD CO COMMON 00762W107 907 25484 SH DEFINED 01 25484 0 0 ADVANCED MEDICAL OPTICS INC COMMON 00763M108 380 8944 SH DEFINED 01 8944 0 0 ADVANCIS PHARMACEUTICAL CORP COMMON 00764L109 395 56277 SH DEFINED 01 0 0 56277 AERO SYSTEMS INC COMMON 007698103 3 60855 SH DEFINED 01 60855 0 0 AEROFLEX INC COMMON 007768104 164 11502 SH DEFINED 01 11502 0 0 AEROPOSTALE COMMON 007865108 291 10667 SH DEFINED 01 0 0 10667 ADVANCED MICRO DEVICES INC COMMON 007903107 1415 85011 SH DEFINED 01 0 0 85011 ADVANCED VIRAL RESEARCH CORP COMMON 007928104 2 19700 SH DEFINED 01 19700 0 0 ADVENT SOFTWARE INC COMMON 007974108 218 12083 SH DEFINED 01 12083 0 0 ***AETERNA ZENTARIS INC COMMON 007975204 71 12272 SH DEFINED 01 12272 0 0 ADVANCED DETECTORS INC COMMON 007977101 0 33530 SH DEFINED 01 33530 0 0 AETHER SYSTEMS INC COMMON 00808V105 244 71064 SH DEFINED 01 71064 0 0 AETNA INC NEW COMMON 00817Y108 3381 39202 SH DEFINED 01 0 0 39202 AFFILIATED BANC CORP COMMON 008179103 26 84181 SH DEFINED 01 84181 0 0 AFFILIATED COMPUTER SERVICES CLASS 008190100 19271 363965 SH DEFINED 01 0 0 363965 AFFILIATED MANAGERS GROUP INC COMMON 008252108 576 11438 SH DEFINED 01 11438 0 0 AFFILIATED MANAGERS GROUP INC COMMON 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ROLLINS INC COMMON 775711104 282 12256 SH DEFINED 01 12256 0 0 ROPER INDUSTRIES INC NEW COMMON 776696106 474 8334 SH DEFINED 01 8334 0 0 ROSS STORES INC COMMON 778296103 1565 58500 SH DEFINED 01 58500 0 0 ROUSE CO COMMON 779273101 2134 44936 SH DEFINED 01 44936 0 0 ROWAN COMPANIES INC COMMON 779382100 86120 3539665 SH DEFINED 01 3539665 0 0 ROXIO INC COMMON 780008108 1106 225358 SH DEFINED 01 225358 0 0 ***ROYAL BK SCOTLAND GRP PLC PREFERED 780097820 384 14300 SH DEFINED 01 0 0 14300 ***ROYAL BK OF SCOTLND GRP PLC ADR 780097853 255 10000 SH DEFINED 01 10000 0 0 ***ROYAL BANK SCOTLAND GRP ADR 780097879 1548 62000 SH DEFINED 01 0 0 62000 ***ROYAL BANK SCOTLAND GRP ADR 780097879 262 10500 SH DEFINED 01 10500 0 0 ROYAL CARIBEAN CRUISES LTD CBONDCNV 780153AK8 8 17000 SH DEFINED 01 17000 0 0 ***ROYAL DUTCH PETROLEUM CO ADR 780257804 8546 164814 SH DEFINED 01 0 0 164814 ROYAL PALM SAVINGS BANK COMMON 780907101 0 20000 SH DEFINED 01 20000 0 0 ***ROYCEFIELD RESOURCES LTD COMMON 780914107 0 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SFBC INTL INC COMMON 784121105 492 14549 SH DEFINED 01 14549 0 0 SFE TECHNOLOGIES COMMON 784125106 0 348935 SH DEFINED 01 348935 0 0 SI INTERNATIONAL INC COMMON 78427V102 259 12738 SH DEFINED 01 12738 0 0 ***SK TELECOM CO LTD ADR 78440P108 331 15794 SH DEFINED 01 15794 0 0 SL GREEN REALTY CORP COMMON 78440X101 1981 42350 SH DEFINED 01 0 0 42350 SL GREEN REALTY CORP COMMON 78440X101 1683 35975 SH DEFINED 01 35975 0 0 SLM CORPORATION COMMON 78442P106 9404 232499 SH DEFINED 01 232499 0 0 STANDARD & POORS DEPOSITARY COMMON 78462F103 35950 313896 SH DEFINED 01 0 0 313896 STANDARD & POORS DEPOSITARY COMMON 78462F103 887564 7749625 SH DEFINED 01 7749625 0 0 SPSS INC COMMON 78462K102 212 11834 SH DEFINED 01 11834 0 0 S1 CORP COMMON 78463B101 232 23387 SH DEFINED 01 23387 0 0 SPX CORP COMMON 784635104 1405 29265 SH DEFINED 01 0 0 29265 SPX CORP CBONDCNV 784635AD6 16984 26959000 SH DEFINED 01 26959000 0 0 SRA INTERNATIONAL INC COMMON 78464R105 202 4780 SH DEFINED 01 4780 0 0 SM&A COMMON 78465D105 323 37426 SH DEFINED 01 37426 0 0 SWLG CORP COMMON 785020108 0 10000 SH DEFINED 01 10000 0 0 SABRE HOLDINGS CORP CL A COMMON 785905100 792 28595 SH DEFINED 01 28595 0 0 SAFECO CORP COMMON 786429100 1087 24715 SH DEFINED 01 24715 0 0 SAFEGUARD SCIENTIFICS INC COMMON 786449108 53 23389 SH DEFINED 01 23389 0 0 SAFENET INC COMMON 78645R107 1584 57232 SH DEFINED 01 57232 0 0 SAFEWAY INC COMMON 786514208 11664 459442 SH DEFINED 01 0 0 459442 SAFLINK CORP COMMON 786578302 790 336554 SH DEFINED 01 336554 0 0 ST JOE CO COMMON 790148100 582 14660 SH DEFINED 01 14660 0 0 ST JUDE MEDICAL INC COMMON 790849103 479 6340 SH DEFINED 01 0 0 6340 ST JUDE MEDICAL INC COMMON 790849103 5520 72972 SH DEFINED 01 72972 0 0 ST MARY LAND & EXPLORATION CO COMMON 792228108 202 5682 SH DEFINED 01 5682 0 0 ST PAUL TRAVELERS COMPANIES COMMON 792860108 14813 365133 SH DEFINED 01 0 0 365133 SAKS INC COMMON 79377W108 3067 204531 SH DEFINED 01 204531 0 0 SALIX PHARMACEUTICALS LTD COMMON 795435106 936 28414 SH DEFINED 01 28414 0 0 SALTON INC COMMON 795757103 128 23937 SH DEFINED 01 23937 0 0 SANDERSON FARMS INC COMMON 800013104 358 6691 SH DEFINED 01 6691 0 0 ***SANDISK CORP COMMON 80004C101 3313 152789 SH DEFINED 01 152789 0 0 SANMINA-SCI CORP COMMON 800907107 2141 235380 SH DEFINED 01 0 0 235380 SANMINA-SCI CORP COMMON 800907107 16550 1818697 SH DEFINED 01 1818697 0 0 SANI-TECH INDUSTRIES INC COMMON 801017104 0 10000 SH DEFINED 01 10000 0 0 SANSKI ENTERPRISES INC. 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DEFINED 01 1000000 0 0 SCHOLASTIC CORP COMMON 807066105 2127 71040 SH DEFINED 01 0 0 71040 SCHOLASTIC CORP COMMON 807066105 2537 84711 SH DEFINED 01 84711 0 0 CHARLES SCHWAB CORP NEW COMMON 808513105 8455 876841 SH DEFINED 01 0 0 876841 SCHWEITZER MAUDUIT INTL INC COMMON 808541106 486 15874 SH DEFINED 01 15874 0 0 SCIENTIFIC ATLANTA INC COMMON 808655104 2466 69506 SH DEFINED 01 0 0 69506 SCIENTIFIC GAMES CORP COMMON 80874P109 212 11119 SH DEFINED 01 11119 0 0 SCION PHARMACEUTICALS INC COMMON 808990212 0 1873248 SH DEFINED 01 1873248 0 0 ***SCOR SA-SPONSORED ADR ADR 80917Q106 68 45000 SH DEFINED 01 45000 0 0 SCOTTS CO-CL A CLASS 810186106 2381 37280 SH DEFINED 01 0 0 37280 SCOTTS CO-CL A CLASS 810186106 1049 16423 SH DEFINED 01 16423 0 0 E W SCRIPPS CO NEW-CL A CLASS 811054204 513 4887 SH DEFINED 01 4887 0 0 SCRIPTEL HOLDING INC COMMON 811075100 0 10000 SH DEFINED 01 10000 0 0 SEACOAST FINANCIAL SERVICES COMMON 81170Q106 202 5858 SH DEFINED 01 5858 0 0 SEAGATE TECHNOLOGY INC COMMON 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485184 SH DEFINED 01 485184 0 0 ***SECTOR SPDR TRUST COMMON 81369Y803 703 34000 SH DEFINED 01 0 0 34000 ***SECTOR SPDR TRUST COMMON 81369Y803 44603 2154779 SH DEFINED 01 2154779 0 0 SELECT SECTOR SPDR AMEX COMMON 81369Y886 43828 1846185 SH DEFINED 01 1846185 0 0 SECURE COMPUTING CORP COMMON 813705100 156 13400 SH DEFINED 01 13400 0 0 SEITEL INC NEW COMMON 816074306 348 278700 SH DEFINED 01 278700 0 0 SELECT COMFORT CORP COMMON 81616X103 976 34379 SH DEFINED 01 34379 0 0 SELECT MED CORP COMMON 816196109 5499 408376 SH DEFINED 01 0 0 408376 SELECTIVE INSURANCE GROUP INC COMMON 816300107 492 12354 SH DEFINED 01 12354 0 0 SEMICONDUCTOR HOLDRS TR COMMON 816636203 819 21700 SH DEFINED 01 0 0 21700 SEMICONDUCTOR HOLDRS TR COMMON 816636203 211285 5594003 SH DEFINED 01 5594003 0 0 SEMTECH CORP COMMON 816850101 1503 63862 SH DEFINED 01 63862 0 0 SEMPRA ENERGY COMMON 816851109 1291 37503 SH DEFINED 01 37503 0 0 SEMITOOL INC COMMON 816909105 147 13006 SH DEFINED 01 13006 0 0 ***SENNEN RESOURCES 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