13F-HR 1 hr_citigroup.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F 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: Name: Citigroup Inc. Address: 399 Park Avenue, New York, New York 10043 Form 13F File Number: 28-2427 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 herein 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: Serena D. Moe Title: Assistant Secretary Phone: (212) 559-1000 Signature, Place, and Date of Signing: /s/ Serena D. Moe New York, New York 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 other 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: 45 Form 13F Information Table Entry Total: 13,747 Form 13F Information Table Value Total: $177,435,987,424 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 01 Acciones y Valores de Mexico, S.A. de C.V. 02 28-10294 AMAD Holdings Inc. 03 28-1876 Associated Madison Companies, Inc. 04 28-10381 Associates First Capital Corporation 05 Citi Overseas Investments Bahamas Inc. 06 28-1833 Citibank (Switzerland) 07 28-5347 Citibank Overseas Investment Corporation 08 28-749 Citibank, N.A. 09 28-45 Citicorp 10 Citicorp (Mexico) Holdings LLC 11 28-7574 Citicorp Banking Corporation 12 Citicorp Deutschland GmbH 13 28-6221 Citicorp Funding, Inc. 14 28-10072 Citicorp Trust Bank, fsb 15 28-1090 Citicorp Venture Capital Ltd. 16 28-10074 CitiFinancial Credit Company 17 28-10293 Citigroup Alternative Investments LLC 18 28-6251 Citigroup Asset Management Limited 19 28-1114 Citigroup Financial Products Inc. 20 Citigroup Global Markets Deutschland AG & Co. KGaA 21 28-7570 Citigroup Global Markets Europe Limited 22 Citigroup Global Markets Finance Corporation & Co. beschrankt haftende KG 23 28-1109 Citigroup Global Markets Holdings Inc. 24 28-541 Citigroup Global Markets Inc. 25 28-7566 Citigroup Global Markets International LLC 26 28-7568 Citigroup Global Markets Limited 27 28-6229 Citigroup Global Markets U.K. Equity Limited 28 28-5343 Citigroup Holdings Company 29 28-5154 Citigroup Insurance Holding Corporation 30 28-10296 Citigroup Investment Holdings Inc. 31 28-10295 Citigroup Investments Inc. 32 Citigroup Overseas Investment LLC 33 28-10071 Court Square Capital Limited 34 Grupo Financiero Banamex, S.A. de C.V. 35 Impulsora de Fondos, S.A. de C.V. 36 28-4684 Plaza LLC 37 28-2568 Salomon Brothers Asset Management Inc 38 28-5476 Smith Barney Corporate Trust Company 39 28-4024 Smith Barney Fund Management LLC 40 28-1299 The Travelers Insurance Company 41 28-2551 The Travelers Investment Management Company 42 28-3308 Travelers Asset Management International Company LLC 43 28-5774 Travelers Insurance Group Holdings Inc. 44 28-4152 Travelers Property Casualty Corp. 45 28-6022 Tribeca Management LLC FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ---------------------- ------------ --------- -------- --------- --- ---- ------- -------------------- --------- --------- --------- CELANESE AG ORD D1497A101 11 259 SH DEFINED 19,23,24 250 0 9 CELANESE AG ORD D1497A101 695 17074 SH DEFINED 19,21,23,25,26 17074 0 0 DAIMLERCHRYSLER AG ORD D1668R123 2632 56311 SH DEFINED 8,9,28 7145 0 49166 DAIMLERCHRYSLER AG ORD D1668R123 509 10885 SH DEFINED 4,9,11,14,16,28 10885 0 0 DAIMLERCHRYSLER AG ORD D1668R123 10012 214214 SH DEFINED 18,19,23,25 108688 0 105526 DAIMLERCHRYSLER AG ORD D1668R123 170122 3639750 SH DEFINED 5,7-9,12,20,22,28,32 3639750 0 0 DAIMLERCHRYSLER AG ORD D1668R123 6832 146179 SH DEFINED 19,23,24 110421 0 35757 DAIMLERCHRYSLER AG ORD D1668R123 45672 977145 SH DEFINED 19,21,23,25,26 977145 0 0 DAIMLERCHRYSLER AG ORD D1668R123 92823 1985952 SH CALL DEFINED 19,21,23,25,26 1985952 0 0 DAIMLERCHRYSLER AG ORD D1668R123 24305 520000 SH PUT DEFINED 19,21,23,25,26 520000 0 0 DAIMLERCHRYSLER AG ORD D1668R123 40 861 SH DEFINED 19,23,37 861 0 0 DAIMLERCHRYSLER AG ORD D1668R123 969 20724 SH DEFINED 23,39 20724 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 87 1045 SH DEFINED 6,9,11,28 0 0 1045 DEUTSCHE BANK AG NAMEN ORD D18190898 5235 63144 SH DEFINED 8,9,28 2060 0 61084 DEUTSCHE BANK AG NAMEN ORD D18190898 207 2500 SH DEFINED 4,9,11,14,16,28 2500 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 3027 36510 SH DEFINED 18,19,23,25 0 0 36510 DEUTSCHE BANK AG NAMEN ORD D18190898 389416 4697421 SH DEFINED 5,7-9,12,20,22,28,32 4697421 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 20026 241567 SH DEFINED 19,23,24 228167 0 13400 DEUTSCHE BANK AG NAMEN ORD D18190898 42391 511351 SH DEFINED 19,21,23,25,26 511351 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 34543 416680 SH CALL DEFINED 19,21,23,25,26 416680 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 1658 20000 SH PUT DEFINED 19,21,23,25,26 20000 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 170 2049 SH OTHER 19,23,37 0 2049 0 ACE LTD ORD G0070K103 474 11515 SH DEFINED 4,9,11,14,16,28 11515 0 0 ACE LTD ORD G0070K103 54 1303 SH DEFINED 18,19,23,25 1303 0 0 ACE LTD ORD G0070K103 13322 323733 SH DEFINED 19,23,24 258624 0 65108 ACE LTD ORD G0070K103 1 15 SH DEFINED 19,23,37 15 0 0 ACE LTD ORD G0070K103 76 1850 SH DEFINED 38 0 1850 0 ACE LTD ORD G0070K103 2048 49776 SH DEFINED 23,39 49776 0 0 ACE LTD ORD G0070K103 814 19773 SH DEFINED 23,41 19773 0 0 ACE LTD ORD G0070K103 1360 33050 SH DEFINED 3,29,36,40,42 33050 0 0 AMDOCS LTD ORD G02602103 413 18435 SH DEFINED 6,9,11,28 0 0 18435 AMDOCS LTD ORD G02602103 2261 100899 SH DEFINED 8,9,28 100899 0 0 AMDOCS LTD ORD G02602103 244 10900 SH DEFINED 9,11,13,28 10900 0 0 AMDOCS LTD ORD G02602103 8 345 SH DEFINED 4,9,11,14,16,28 345 0 0 AMDOCS LTD ORD G02602103 5767 257338 SH DEFINED 18,19,23,25 137074 0 120264 AMDOCS LTD ORD G02602103 2101 93752 SH DEFINED 19,23,24 82503 0 11249 AMDOCS LTD ORD G02602103 134 6000 SH CALL DEFINED 19,23,24 6000 0 0 AMDOCS LTD ORD G02602103 336 15000 SH DEFINED 19,21,23,25,26 15000 0 0 AMDOCS LTD ORD G02602103 448 20000 SH DEFINED 38 0 20000 0 AMDOCS LTD ORD G02602103 17058 761171 SH DEFINED 23,39 761171 0 0 AMDOCS LTD ORD G02602103 6304 281300 SH DEFINED 3,29,36,40,42 281300 0 0 APEX SILVER MINES LTD ORD G04074103 34 1610 SH DEFINED 4,9,11,14,16,28 1610 0 0 APEX SILVER MINES LTD ORD G04074103 2474 117231 SH DEFINED 19,23,24 96176 0 21055 APEX SILVER MINES LTD ORD G04074103 2108 99900 SH DEFINED 23,39 99900 0 0 ARCH CAP GROUP LTD ORD G0450A105 345 8550 SH DEFINED 19,23,24 5269 0 3281 ASPEN INSURANCE HOLDIN SHS G05384105 49 2000 SH DEFINED 8,9,28 2000 0 0 ASPEN INSURANCE HOLDIN SHS G05384105 149 6070 SH DEFINED 4,9,11,14,16,28 6070 0 0 ASPEN INSURANCE HOLDIN SHS G05384105 62 2500 SH DEFINED 19,23,24 2500 0 0 ASPEN INSURANCE HOLDIN SHS G05384105 705 28650 SH DEFINED 19,23,37 28650 0 0 ASPEN INSURANCE HOLDIN SHS G05384105 929 37750 SH DEFINED 23,39 37750 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 156 6030 SH DEFINED 8,9,28 0 0 6030 ACCENTURE LTD BERMUDA CL A G1150G111 2243 86528 SH DEFINED 4,9,11,14,16,28 86528 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 1560 60200 SH DEFINED 18,19,23,25 60200 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 370 14287 SH DEFINED 19,23,24 11018 0 3269 ACCENTURE LTD BERMUDA CL A G1150G111 1 25 SH DEFINED 19,23,37 25 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 952 36745 SH DEFINED 38 0 36745 0 ACCENTURE LTD BERMUDA CL A G1150G111 3056 117900 SH DEFINED 23,39 117900 0 0 BUNGE LIMITED COM G16962105 10 293 SH DEFINED 4,9,11,14,16,28 293 0 0 BUNGE LIMITED COM G16962105 11366 344525 SH DEFINED 19,23,24 219560 0 124964 BUNGE LIMITED COM G16962105 16446 498500 SH DEFINED 19,21,23,25,26 498500 0 0 CHINADOTCOM CORP CL A G2108N109 549 60636 SH DEFINED 19,23,24 44782 0 15854 CHINA YUCHAI INTL LTD COM G21082105 8 235 SH DEFINED 4,9,11,14,16,28 235 0 0 CHINA YUCHAI INTL LTD COM G21082105 2018 62629 SH DEFINED 19,23,24 33767 0 28862 COOPER INDS LTD CL A G24182100 1678 29155 SH DEFINED 4,9,11,14,16,28 29155 0 0 COOPER INDS LTD CL A G24182100 6227 108207 SH DEFINED 19,23,24 87036 0 21171 COOPER INDS LTD CL A G24182100 87 1520 SH OTHER 19,23,37 0 1520 0 COOPER INDS LTD CL A G24182100 1146 19906 SH DEFINED 23,39 19906 0 0 COOPER INDS LTD CL A G24182100 699 12144 SH DEFINED 23,41 12144 0 0 COOPER INDS LTD CL A G24182100 178 3101 SH DEFINED 3,29,36,40,42 3101 0 0 ENDURANCE SPECIALTY HL SHS G30397106 11 311 SH DEFINED 4,9,11,14,16,28 311 0 0 ENDURANCE SPECIALTY HL SHS G30397106 1186 35020 SH DEFINED 19,23,24 24300 0 10720 EVEREST RE GROUP LTD COM G3223R108 72 859 SH DEFINED 4,9,11,14,16,28 859 0 0 EVEREST RE GROUP LTD COM G3223R108 2175 25951 SH DEFINED 19,23,24 23887 0 2064 EVEREST RE GROUP LTD COM G3223R108 964 11500 SH DEFINED 19,23,37 11500 0 0 EVEREST RE GROUP LTD COM G3223R108 4878 58200 SH DEFINED 23,39 58200 0 0 EVEREST RE GROUP LTD COM G3223R108 1413 16860 SH DEFINED 23,41 16860 0 0 EVEREST RE GROUP LTD COM G3223R108 1019 12162 SH DEFINED 3,29,36,40,42 12162 0 0 FRESH DEL MONTE PRODUC ORD G36738105 11 465 SH DEFINED 4,9,11,14,16,28 465 0 0 FRESH DEL MONTE PRODUC ORD G36738105 2101 88281 SH DEFINED 19,23,24 74187 0 14094 FRESH DEL MONTE PRODUC ORD G36738105 64 2700 SH DEFINED 38 0 2700 0 FRONTLINE LTD ORD G3682E127 14 550 SH DEFINED 4,9,11,14,16,28 550 0 0 FRONTLINE LTD ORD G3682E127 804 31004 SH DEFINED 19,23,24 27086 0 3918 FRONTLINE LTD ORD G3682E127 75 2900 SH DEFINED 38 0 2900 0 GARMIN LTD ORD G37260109 77 1440 SH DEFINED 8,9,28 0 0 1440 GARMIN LTD ORD G37260109 1067 19880 SH DEFINED 4,9,11,14,16,28 19880 0 0 GARMIN LTD ORD G37260109 3370 62775 SH DEFINED 19,23,24 51142 0 11633 GARMIN LTD ORD G37260109 1178 21950 SH DEFINED 23,39 21950 0 0 GLOBALSANTAFE CORP SHS G3930E101 70 2800 SH DEFINED 6,9,11,28 0 0 2800 GLOBALSANTAFE CORP SHS G3930E101 44 1770 SH DEFINED 8,9,28 0 0 1770 GLOBALSANTAFE CORP SHS G3930E101 1328 53408 SH DEFINED 4,9,11,14,16,28 53408 0 0 GLOBALSANTAFE CORP SHS G3930E101 219851 8843548 SH DEFINED 19,23,24 4251879 0 4591669 GLOBALSANTAFE CORP SHS G3930E101 2 100 SH CALL DEFINED 19,23,24 100 0 0 GLOBALSANTAFE CORP SHS G3930E101 54091 2175806 SH DEFINED 19,23,37 2175806 0 0 GLOBALSANTAFE CORP SHS G3930E101 148490 5973033 SH DEFINED 23,39 5973033 0 0 GLOBALSANTAFE CORP SHS G3930E101 823 33100 SH DEFINED 3,29,36,40,42 33100 0 0 HELEN OF TROY CORP LTD COM G4388N106 1392 60371 SH DEFINED 19,23,24 51723 0 8648 INGERSOLL-RAND COMPANY CL A G4776G101 6314 94190 SH DEFINED 6,9,11,28 0 0 94190 INGERSOLL-RAND COMPANY CL A G4776G101 9791 146072 SH DEFINED 7,8,9,28 250 141630 4192 INGERSOLL-RAND COMPANY CL A G4776G101 3555 53030 SH DEFINED 8,9,28 52680 0 350 INGERSOLL-RAND COMPANY CL A G4776G101 519 7742 SH DEFINED 9,11,28 7300 0 442 INGERSOLL-RAND COMPANY CL A G4776G101 1705 25434 SH DEFINED 4,9,11,14,16,28 25434 0 0 INGERSOLL-RAND COMPANY CL A G4776G101 17340 258693 SH DEFINED 18,19,23,25 55521 0 203172 INGERSOLL-RAND COMPANY CL A G4776G101 73362 1094465 SH DEFINED 19,23,24 797735 0 296730 INGERSOLL-RAND COMPANY CL A G4776G101 1358 20267 SH DEFINED 19,21,23,25,26 20267 0 0 INGERSOLL-RAND COMPANY CL A G4776G101 9590 143067 SH OTHER 19,23,37 141755 1312 0 INGERSOLL-RAND COMPANY CL A G4776G101 51171 763411 SH DEFINED 23,39 763411 0 0 INGERSOLL-RAND COMPANY CL A G4776G101 2700 40283 SH DEFINED 23,41 40283 0 0 INGERSOLL-RAND COMPANY CL A G4776G101 786 11731 SH DEFINED 3,29,36,40,42 11731 0 0 IPC HLDGS LTD ORD G4933P101 330 8200 SH DEFINED 8,9,28 8200 0 0 IPC HLDGS LTD ORD G4933P101 1023 25424 SH DEFINED 4,9,11,14,16,28 25424 0 0 IPC HLDGS LTD ORD G4933P101 777 19292 SH DEFINED 19,23,24 11130 0 8162 IPC HLDGS LTD ORD G4933P101 4790 119000 SH DEFINED 19,23,37 119000 0 0 IPC HLDGS LTD ORD G4933P101 19596 486857 SH DEFINED 23,39 486857 0 0 MARVELL TECHNOLOGY GRO ORD G5876H105 60 1573 SH DEFINED 4,9,11,14,16,28 1573 0 0 MARVELL TECHNOLOGY GRO ORD G5876H105 1612 42530 SH DEFINED 19,23,24 36752 0 5778 MARVELL TECHNOLOGY GRO ORD G5876H105 694 18300 SH DEFINED 38 0 18300 0 MARVELL TECHNOLOGY GRO ORD G5876H105 1342 35400 SH DEFINED 23,39 35400 0 0 MARVELL TECHNOLOGY GRO ORD G5876H105 3214 84800 SH DEFINED 3,29,36,40,42 84800 0 0 MAX RE CAPITAL LTD HAM SHS G6052F103 196 8786 SH DEFINED 19,23,24 5450 0 3336 MAX RE CAPITAL LTD HAM SHS G6052F103 13579 607833 SH DEFINED 3,29,40 607833 0 0 MAX RE CAPITAL LTD HAM SHS G6052F103 23654 1058833 SH DEFINED 17,31,43,44 1058833 0 0 NABORS INDUSTRIES LTD SHS G6359F103 308 7416 SH DEFINED 9,11,13,28 7416 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1039 25000 SH CALL DEFINED 9,11,13,28 25000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 220 5290 SH DEFINED 4,9,11,14,16,28 5290 0 0 NABORS INDUSTRIES LTD SHS G6359F103 58672 1412092 SH DEFINED 19,23,24 1208589 0 203503 NABORS INDUSTRIES LTD SHS G6359F103 34728 835819 SH OTHER 19,23,37 835000 819 0 NABORS INDUSTRIES LTD SHS G6359F103 62827 1512079 SH DEFINED 23,39 1512079 0 0 NABORS INDUSTRIES LTD SHS G6359F103 399 9600 SH DEFINED 3,29,36,40,42 9600 0 0 NOBLE CORPORATION SHS G65422100 46 1300 SH DEFINED 7,8,9,28 1300 0 0 NOBLE CORPORATION SHS G65422100 95 2680 SH DEFINED 8,9,28 0 0 2680 NOBLE CORPORATION SHS G65422100 95 2680 SH DEFINED 9,11,28 2680 0 0 NOBLE CORPORATION SHS G65422100 100 2815 SH DEFINED 4,9,11,14,16,28 2815 0 0 NOBLE CORPORATION SHS G65422100 14174 398042 SH DEFINED 19,23,24 183784 0 214258 NOBLE CORPORATION SHS G65422100 31611 887710 SH OTHER 19,23,37 886800 910 0 NOBLE CORPORATION SHS G65422100 69293 1945875 SH DEFINED 23,39 1945875 0 0 NOBLE CORPORATION SHS G65422100 507 14230 SH DEFINED 3,29,36,40,42 14230 0 0 ORIENT-EXPRESS HOTELS CL A G67743107 17 1000 SH DEFINED 19,23,24 0 0 1000 ORIENT-EXPRESS HOTELS CL A G67743107 244856 14403300 SH DEFINED 7,8,9,28 14403300 0 0 O2MICRO INTERNATIONAL ORD G6797E106 256 11400 SH DEFINED 9,11,13,28 11400 0 0 O2MICRO INTERNATIONAL ORD G6797E106 241 10733 SH DEFINED 19,23,24 10057 0 676 O2MICRO INTERNATIONAL ORD G6797E106 330 14700 SH DEFINED 38 0 14700 0 PARTNERRE LTD COM G6852T105 7828 134916 SH DEFINED 8,9,28 134916 0 0 PARTNERRE LTD COM G6852T105 763 13153 SH DEFINED 4,9,11,14,16,28 13153 0 0 PARTNERRE LTD COM G6852T105 9953 171541 SH DEFINED 19,23,24 52195 0 119345 PARTNERRE LTD COM G6852T105 31203 537800 SH DEFINED 19,23,37 537800 0 0 PARTNERRE LTD COM G6852T105 58612 1010211 SH DEFINED 23,39 1010211 0 0 PLATINUM UNDERWRITER H COM G7127P100 287 9417 SH DEFINED 8,9,28 2092 0 7325 PLATINUM UNDERWRITER H COM G7127P100 302 9900 SH DEFINED 9,28 9900 0 0 PLATINUM UNDERWRITER H COM G7127P100 440 14431 SH DEFINED 4,9,11,14,16,28 14431 0 0 PLATINUM UNDERWRITER H COM G7127P100 1541 50510 SH DEFINED 19,23,24 27637 0 22873 PLATINUM UNDERWRITER H COM G7127P100 1013 33223 SH DEFINED 19,23,37 33223 0 0 PLATINUM UNDERWRITER H COM G7127P100 787 25800 SH DEFINED 23,39 25800 0 0 PXRE GROUP LTD COM G73018106 227 9400 SH DEFINED 19,23,24 9400 0 0 RENAISSANCE RE HLDGS L COM G7496G103 9 190 SH DEFINED 8,9,28 0 0 190 RENAISSANCE RE HLDGS L COM G7496G103 94 1900 SH DEFINED 9,28 1900 0 0 RENAISSANCE RE HLDGS L COM G7496G103 112 2260 SH DEFINED 4,9,11,14,16,28 2260 0 0 RENAISSANCE RE HLDGS L COM G7496G103 1391 28050 SH DEFINED 19,23,24 19434 0 8616 SCOTTISH RE GROUP LTD ORD G7885T104 47 2275 SH DEFINED 4,9,11,14,16,28 2275 0 0 SCOTTISH RE GROUP LTD ORD G7885T104 5667 272320 SH DEFINED 19,23,24 90448 0 181872 SCOTTISH RE GROUP LTD ORD G7885T104 331 15900 SH DEFINED 19,23,37 15900 0 0 SCOTTISH RE GROUP LTD ORD G7885T104 5835 280400 SH DEFINED 23,39 280400 0 0 SEAGATE TECHNOLOGY SHS G7945J104 907 46981 SH DEFINED 19,23,24 27368 0 19613 SEAGATE TECHNOLOGY SHS G7945J104 902 46700 SH DEFINED 3,29,36,40,42 46700 0 0 SINA CORP ORD G81477104 17 443 SH DEFINED 4,9,11,14,16,28 443 0 0 SINA CORP ORD G81477104 1442 38045 SH DEFINED 19,23,24 22626 0 15419 STEWART W P & CO LTD COM G84922106 1702 77114 SH DEFINED 19,23,24 49989 0 27125 TIERS PRINCIPAL PROTEC S&P 01-19 TR G88653129 9595 1033970 SH DEFINED 19,23,24 1030080 0 3890 TIERS PRINCIPAL PROTEC TIERS2000-20 G88653400 58 6000 SH DEFINED 4,9,11,14,16,28 6000 0 0 TIERS PRINCIPAL PROTEC TIERS2000-20 G88653400 10829 1122792 SH DEFINED 19,23,24 1112292 0 10500 TIERS PRINCIPAL PROTEC S&P 2001 11 G88653608 13387 1430263 SH DEFINED 19,23,24 1407263 0 23000 TIERS PRINCIPAL PROTEC TIERS 2001-1 G88653707 2980 320136 SH DEFINED 19,23,24 318661 0 1475 TIERS PRINCIPAL PROTEC DJIA 2001-26 G88653806 21308 2213813 SH DEFINED 19,23,24 2207850 0 5963 TIERS PRINCIPAL PROTEC 2002-1 TR CT G88653889 11253 1175208 SH DEFINED 19,23,24 1172208 0 3000 HILFIGER TOMMY CORP ORD G8915Z102 114 7755 SH DEFINED 4,9,11,14,16,28 7755 0 0 HILFIGER TOMMY CORP ORD G8915Z102 461 31432 SH DEFINED 19,23,24 25760 0 5672 HILFIGER TOMMY CORP ORD G8915Z102 440 30000 SH DEFINED 23,39 30000 0 0 TRANSOCEAN INC ORD G90078109 38 1570 SH DEFINED 8,9,28 0 0 1570 TRANSOCEAN INC ORD G90078109 359 15000 SH DEFINED 9,28 15000 0 0 TRANSOCEAN INC ORD G90078109 7958 332411 SH DEFINED 4,9,11,14,16,28 332411 0 0 TRANSOCEAN INC ORD G90078109 126342 5277454 SH DEFINED 19,23,24 2981702 0 2295751 TRANSOCEAN INC ORD G90078109 45394 1896159 SH DEFINED 19,23,37 1896159 0 0 TRANSOCEAN INC ORD G90078109 73262 3060224 SH DEFINED 23,39 3060224 0 0 TRANSOCEAN INC ORD G90078109 719 30046 SH DEFINED 23,41 30046 0 0 TRANSOCEAN INC ORD G90078109 229 9581 SH DEFINED 3,29,36,40,42 9581 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 144 10035 SH DEFINED 19,23,24 8413 0 1622 WEATHERFORD INTERNATIO COM G95089101 123 3395 SH DEFINED 8,9,28 0 0 3395 WEATHERFORD INTERNATIO COM G95089101 7589 210283 SH DEFINED 4,9,11,14,16,28 210283 0 0 WEATHERFORD INTERNATIO COM G95089101 402613 11155813 SH DEFINED 19,23,24 755216 0 10400596 WEATHERFORD INTERNATIO COM G95089101 7348 203600 SH DEFINED 19,23,37 203600 0 0 WEATHERFORD INTERNATIO COM G95089101 265907 7367885 SH DEFINED 23,39 7367885 0 0 WEATHERFORD INTERNATIO COM G95089101 1067 29563 SH DEFINED 23,41 29563 0 0 WEATHERFORD INTERNATIO COM G95089101 769 21306 SH DEFINED 3,29,36,40,42 21306 0 0 WHITE MTNS INS GROUP L COM G9618E107 91 200 SH DEFINED 4,9,11,14,16,28 200 0 0 WHITE MTNS INS GROUP L COM G9618E107 9693 21350 SH DEFINED 19,23,24 17907 0 3442 WHITE MTNS INS GROUP L COM G9618E107 215 474 SH OTHER 19,23,37 0 474 0 WILLIS GROUP HOLDINGS SHS G96655108 9 270 SH DEFINED 8,9,28 0 0 270 WILLIS GROUP HOLDINGS SHS G96655108 248 7200 SH DEFINED 9,28 7200 0 0 WILLIS GROUP HOLDINGS SHS G96655108 620 17955 SH DEFINED 4,9,11,14,16,28 17955 0 0 WILLIS GROUP HOLDINGS SHS G96655108 47011 1362244 SH DEFINED 19,23,24 886454 0 475789 WILLIS GROUP HOLDINGS SHS G96655108 16601 481055 SH DEFINED 19,23,37 481055 0 0 WILLIS GROUP HOLDINGS SHS G96655108 20246 586678 SH DEFINED 23,39 586678 0 0 XOMA LTD ORD G9825R107 2 240 SH DEFINED 4,9,11,14,16,28 240 0 0 XOMA LTD ORD G9825R107 10632 1586820 SH DEFINED 19,23,24 1512145 0 74675 XOMA LTD ORD G9825R107 1026 153100 SH DEFINED 19,23,37 153100 0 0 XOMA LTD ORD G9825R107 23096 3447100 SH DEFINED 23,39 3447100 0 0 XL CAP LTD CL A G98255105 19454 250400 SH CALL DEFINED 8,9,28 250400 0 0 XL CAP LTD CL A G98255105 19454 250400 SH PUT DEFINED 8,9,28 250400 0 0 XL CAP LTD CL A G98255105 383 4926 SH DEFINED 4,9,11,14,16,28 4926 0 0 XL CAP LTD CL A G98255105 673 8665 SH DEFINED 18,19,23,25 8665 0 0 XL CAP LTD CL A G98255105 8624 111000 SH CALL DEFINED 19,23,24 111000 0 0 XL CAP LTD CL A G98255105 7847 101000 SH PUT DEFINED 19,23,24 101000 0 0 XL CAP LTD CL A G98255105 28812 370854 SH DEFINED 19,23,24 318573 0 52280 XL CAP LTD CL A G98255105 13689 176200 SH DEFINED 19,23,37 176200 0 0 XL CAP LTD CL A G98255105 2006 25815 SH DEFINED 38 0 25815 0 XL CAP LTD CL A G98255105 17097 220069 SH DEFINED 23,39 220069 0 0 ALCON INC COM SHS H01301102 687 11487 SH DEFINED 4,9,11,14,16,28 11487 0 0 ALCON INC COM SHS H01301102 1056 17656 SH DEFINED 18,19,23,25 17656 0 0 ALCON INC COM SHS H01301102 4431 74071 SH DEFINED 19,23,24 33768 0 40303 ALCON INC COM SHS H01301102 317 5300 SH DEFINED 38 0 5300 0 ALCON INC COM SHS H01301102 1056 17656 SH DEFINED 23,39 17656 0 0 ALCON INC COM SHS H01301102 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DIRECT GEN CORP COM 25456W204 87 2651 SH DEFINED 19,23,24 2651 0 0 DIRECT GEN CORP COM 25456W204 3925 120000 SH DEFINED 23,39 120000 0 0 DISNEY WALT CO NOTE 2.125% 254687AU0 102 96000 PRN DEFINED 8,9,28 0 0 96000 DISNEY WALT CO NOTE 2.125% 254687AU0 322 303000 PRN DEFINED 4,9,11,14,16,28 303000 0 0 DISNEY WALT CO NOTE 2.125% 254687AU0 366 344000 PRN DEFINED 19,23,24 307000 0 37000 DISNEY WALT CO NOTE 2.125% 254687AU0 7344 6912000 PRN DEFINED 3,29,40 6912000 0 0 DISNEY WALT CO NOTE 2.125% 254687AU0 6007 5654000 PRN DEFINED 3,29,36,40,42 5654000 0 0 DISNEY WALT CO NOTE 2.125% 254687AU0 5774 5434000 PRN DEFINED 17,31,43,44 5434000 0 0 DISNEY WALT CO COM DISNEY 254687106 523 22109 SH DEFINED 6,9,11,28 0 0 22109 DISNEY WALT CO COM DISNEY 254687106 501 21149 SH DEFINED 8,9,28 0 0 21149 DISNEY WALT CO COM DISNEY 254687106 2367 100000 SH CALL DEFINED 8,9,28 100000 0 0 DISNEY WALT CO COM DISNEY 254687106 4684 197900 SH PUT DEFINED 9,11,13,28 197900 0 0 DISNEY WALT CO COM DISNEY 254687106 81751 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40600 0 0 FRANKLIN TEMPLETON LTD COM 35472T101 192 13040 SH DEFINED 4,9,11,14,16,28 13040 0 0 FRANKLIN TEMPLETON LTD COM 35472T101 1828 124383 SH DEFINED 19,23,24 116619 0 7763 FRANKLIN UNVL TR SH BEN INT 355145103 1895 326807 SH DEFINED 19,23,24 266639 0 60168 FREDS INC CL A 356108100 35 1177 SH DEFINED 8,9,28 0 0 1177 FREDS INC CL A 356108100 88 2948 SH DEFINED 4,9,11,14,16,28 2948 0 0 FREDS INC CL A 356108100 591 19860 SH DEFINED 19,23,24 5314 0 14546 FREDS INC CL A 356108100 99 3337 SH DEFINED 19,23,37 3337 0 0 FREDS INC CL A 356108100 419 14088 SH DEFINED 23,39 14088 0 0 FREDS INC CL A 356108100 192 6467 SH DEFINED 23,41 6467 0 0 FREEMARKETS INC COM 356602102 6 766 SH DEFINED 4,9,11,14,16,28 766 0 0 FREEMARKETS INC COM 356602102 104 13373 SH DEFINED 19,23,24 4948 0 8425 FREEMARKETS INC COM 356602102 3613 466848 SH DEFINED 23,41 350460 0 116388 FREEPORT-MCMORAN COPPE CL B 35671D857 169 4028 SH DEFINED 4,9,11,14,16,28 4028 0 0 FREEPORT-MCMORAN COPPE CL B 35671D857 38246 912581 SH 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SH DEFINED 23,41 34192 0 0 KIMBERLY CLARK CORP COM 494368103 1342 22881 SH DEFINED 3,29,36,40,42 22881 0 0 KIMCO REALTY CORP COM 49446R109 250 5568 SH DEFINED 4,9,11,14,16,28 5568 0 0 KIMCO REALTY CORP COM 49446R109 2542 56680 SH DEFINED 19,23,24 48493 0 8186 KIMCO REALTY CORP COM 49446R109 2243 50000 SH DEFINED 23,39 50000 0 0 KINDER MORGAN INC KANS COM 49455P101 454 7768 SH DEFINED 4,9,11,14,16,28 7768 0 0 KINDER MORGAN INC KANS COM 49455P101 6863 117321 SH DEFINED 19,23,24 82923 0 34397 KINDER MORGAN INC KANS COM 49455P101 1287 22000 SH DEFINED 23,39 22000 0 0 KINDER MORGAN INC KANS COM 49455P101 79 1345 SH DEFINED 23,41 1345 0 0 KINDER MORGAN MANAGEME SHS 49455U100 1044 24704 SH DEFINED 19,23,24 10597 0 14107 KINDER MORGAN ENERGY P UT LTD PARTN 494550106 261 5478 SH DEFINED 4,9,11,14,16,28 5478 0 0 KINDER MORGAN ENERGY P UT LTD PARTN 494550106 22533 472102 SH DEFINED 19,23,24 274917 0 197185 KINDER MORGAN ENERGY P UT LTD PARTN 494550106 1623 34000 SH CALL DEFINED 19,23,24 34000 0 0 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44252 SH DEFINED 4,9,11,14,16,28 44252 0 0 KNIGHT TRANSN INC COM 499064103 162 6202 SH DEFINED 19,23,24 4938 0 1264 KNIGHT TRANSN INC COM 499064103 89 3407 SH DEFINED 19,23,37 3407 0 0 KNIGHT TRANSN INC COM 499064103 2303 88247 SH DEFINED 23,41 44742 0 43505 KOGER EQUITY INC COM 500228101 147 7000 SH DEFINED 4,9,11,14,16,28 7000 0 0 KOGER EQUITY INC COM 500228101 708 33649 SH DEFINED 19,23,24 23303 0 10346 KOHLS CORP COM 500255104 1554 35422 SH DEFINED 8,9,28 13980 0 21442 KOHLS CORP COM 500255104 635 14481 SH DEFINED 4,9,11,14,16,28 14481 0 0 KOHLS CORP COM 500255104 34891 795518 SH DEFINED 19,23,24 475204 0 320314 KOHLS CORP COM 500255104 44 1000 SH CALL DEFINED 19,23,24 0 0 1000 KOHLS CORP COM 500255104 246 5603 SH DEFINED 19,21,23,25,26 5603 0 0 KOHLS CORP COM 500255104 10595 241558 SH DEFINED 19,23,37 241558 0 0 KOHLS CORP COM 500255104 21508 490377 SH DEFINED 23,39 490377 0 0 KOHLS CORP COM 500255104 51 1171 SH DEFINED 23,41 1171 0 0 KOHLS CORP COM 500255104 21060 480170 SH 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134827 KOOKMIN BK NEW SPONSORED AD 50049M109 666 17391 SH DEFINED 19,23,24 15607 0 1784 KOOKMIN BK NEW SPONSORED AD 50049M109 176 4600 SH DEFINED 38 0 4600 0 KOOKMIN BK NEW SPONSORED AD 50049M109 2934 76600 SH DEFINED 23,39 76600 0 0 KOOR INDS LTD SPONSORED AD 500507108 270 34400 SH DEFINED 19,23,24 31050 0 3350 KOOR INDS LTD SPONSORED AD 500507108 31 4000 SH DEFINED 19,21,23,25,26 4000 0 0 KOPIN CORP COM 500600101 25 3747 SH DEFINED 4,9,11,14,16,28 3747 0 0 KOPIN CORP COM 500600101 800 118537 SH DEFINED 19,23,24 81303 0 37234 KOPIN CORP COM 500600101 82 12200 SH DEFINED 38 0 12200 0 KOREA EQUITY FD INC COM 50063B104 159 31300 SH DEFINED 19,23,24 23900 0 7400 KOREA ELECTRIC PWR SPONSORED AD 500631106 292 28052 SH DEFINED 4,9,11,14,16,28 28052 0 0 KOREA ELECTRIC PWR SPONSORED AD 500631106 5694 547529 SH DEFINED 18,19,23,25 216450 0 331079 KOREA ELECTRIC PWR SPONSORED AD 500631106 4975 478319 SH DEFINED 19,23,24 409823 0 68496 KOREA ELECTRIC PWR SPONSORED AD 500631106 208 20000 SH 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170000 0 0 KRAFT FOODS INC CL A 50075N104 43596 1358968 SH DEFINED 19,23,37 1358968 0 0 KRAFT FOODS INC CL A 50075N104 215 6700 SH DEFINED 38 0 6700 0 KRAFT FOODS INC CL A 50075N104 80900 2521836 SH DEFINED 23,39 2521836 0 0 KRAFT FOODS INC CL A 50075N104 100 3113 SH DEFINED 23,41 3113 0 0 KRAMONT RLTY TR COM SH BEN I 50075Q107 198 10922 SH DEFINED 4,9,11,14,16,28 10922 0 0 KRAMONT RLTY TR COM SH BEN I 50075Q107 118 6497 SH DEFINED 19,23,24 3658 0 2839 KRISPY KREME DOUGHNUTS COM 501014104 27 725 SH DEFINED 4,9,11,14,16,28 725 0 0 KRISPY KREME DOUGHNUTS COM 501014104 2200 60030 SH DEFINED 19,23,24 44511 0 15519 KRISPY KREME DOUGHNUTS COM 501014104 37 1000 SH CALL DEFINED 19,23,24 1000 0 0 KRISPY KREME DOUGHNUTS COM 501014104 459 12517 SH DEFINED 23,41 12517 0 0 KRISPY KREME DOUGHNUTS COM 501014104 331 9025 SH DEFINED 3,29,36,40,42 9025 0 0 KROGER CO COM 501044101 887 48012 SH DEFINED 4,9,11,14,16,28 48012 0 0 KROGER CO COM 501044101 112794 6103597 SH DEFINED 19,23,24 5476628 0 626969 KROGER CO COM 501044101 46 2500 SH CALL DEFINED 19,23,24 2300 0 200 KROGER CO COM 501044101 47124 2550000 SH DEFINED 19,23,37 2550000 0 0 KROGER CO COM 501044101 63959 3460991 SH DEFINED 23,39 3460991 0 0 KROLL INC COM 501049100 97 3673 SH DEFINED 4,9,11,14,16,28 3673 0 0 KROLL INC COM 501049100 791 30104 SH DEFINED 19,23,24 22875 0 7229 KROLL INC COM 501049100 1767 67201 SH DEFINED 23,41 61051 0 6150 KRONOS INC COM 501052104 774 18941 SH DEFINED 19,23,24 12464 0 6477 KRONOS INC COM 501052104 8691 212595 SH DEFINED 23,39 212595 0 0 KRONOS INC COM 501052104 2803 68576 SH DEFINED 23,41 51346 0 17230 KULICKE & SOFFA INDS I NOTE 5.250% 501242AJ0 2075 2000000 PRN DEFINED 19,23,24 2000000 0 0 KULICKE & SOFFA INDS I COM 501242101 3 228 SH DEFINED 4,9,11,14,16,28 228 0 0 KULICKE & SOFFA INDS I COM 501242101 151 10742 SH DEFINED 19,23,24 6310 0 4432 KULICKE & SOFFA INDS I COM 501242101 1484 105628 SH DEFINED 23,39 105628 0 0 KULICKE & SOFFA INDS I COM 501242101 470 33450 SH DEFINED 23,41 33450 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2332 120435 SH DEFINED 8,9,28 7540 0 112895 TOMKINS PLC SPONSORED AD 890030208 58 2980 SH DEFINED 4,9,11,14,16,28 2980 0 0 TOMKINS PLC SPONSORED AD 890030208 1229 63504 SH DEFINED 19,23,24 6173 0 57330 TOMKINS PLC SPONSORED AD 890030208 23504 1214029 SH DEFINED 19,21,23,25,27 1214029 0 0 TOO INC COM 890333107 19 1143 SH DEFINED 8,9,28 0 0 1143 TOO INC COM 890333107 26 1550 SH DEFINED 4,9,11,14,16,28 1550 0 0 TOO INC COM 890333107 167 10130 SH DEFINED 19,23,24 9188 0 942 TOO INC COM 890333107 55 3300 SH DEFINED 19,23,37 3300 0 0 TOO INC COM 890333107 430 26040 SH DEFINED 23,41 26040 0 0 TOOTSIE ROLL INDS INC COM 890516107 117 3235 SH DEFINED 4,9,11,14,16,28 3235 0 0 TOOTSIE ROLL INDS INC COM 890516107 985 27126 SH DEFINED 19,23,24 15762 0 11363 TORCH OFFSHORE INC COM 891019101 75 13340 SH DEFINED 19,23,24 13340 0 0 TORCHMARK CORP COM 891027104 1203 26400 SH CALL DEFINED 8,9,28 26400 0 0 TORCHMARK CORP COM 891027104 1203 26400 SH PUT DEFINED 8,9,28 26400 0 0 TORCHMARK CORP COM 891027104 241 5295 SH DEFINED 4,9,11,14,16,28 5295 0 0 TORCHMARK CORP COM 891027104 554 12166 SH DEFINED 19,23,24 11148 0 1018 TORCHMARK CORP COM 891027104 2756 60500 SH DEFINED 19,23,37 60500 0 0 TORCHMARK CORP COM 891027104 1045 22947 SH DEFINED 23,39 22947 0 0 TORO CO COM 891092108 8 170 SH DEFINED 4,9,11,14,16,28 170 0 0 TORO CO COM 891092108 1281 27824 SH DEFINED 19,23,24 26626 0 1198 TORO CO COM 891092108 1764 38315 SH DEFINED 23,39 38315 0 0 TORO CO COM 891092108 812 17630 SH DEFINED 23,41 17630 0 0 TORONTO DOMINION BK ON COM NEW 891160509 36598 1078000 SH CALL DEFINED 8,9,28 1078000 0 0 TORONTO DOMINION BK ON COM NEW 891160509 36598 1078000 SH PUT DEFINED 8,9,28 1078000 0 0 TORONTO DOMINION BK ON COM NEW 891160509 3272 96370 SH DEFINED 19,23,24 81843 0 14527 TOTAL ENTMT RESTAURANT COM 89150E100 270 22838 SH DEFINED 19,23,24 18654 0 4184 TOTAL S A SPONSORED AD 89151E109 181 1940 SH DEFINED 6,9,11,28 0 0 1940 TOTAL S A SPONSORED AD 89151E109 500 5361 SH DEFINED 7,8,9,28 5361 0 0 TOTAL S A SPONSORED AD 89151E109 45 480 SH DEFINED 8,9,28 0 0 480 TOTAL S A SPONSORED AD 89151E109 12649 135647 SH DEFINED 4,9,11,14,16,28 135647 0 0 TOTAL S A SPONSORED AD 89151E109 242512 2600665 SH DEFINED 19,23,24 1908345 0 692319 TOTAL S A SPONSORED AD 89151E109 746 8000 SH DEFINED 19,21,23,25,26 8000 0 0 TOTAL S A SPONSORED AD 89151E109 118967 1275782 SH OTHER 19,23,37 1273479 2303 0 TOTAL S A SPONSORED AD 89151E109 152926 1639960 SH DEFINED 23,39 1639960 0 0 TOTAL S A SPONSORED AD 89151E109 352 3770 SH DEFINED 3,29,36,40,42 3770 0 0 TOWER AUTOMOTIVE INC NOTE 5.000% 891707AE1 2089 2066000 PRN DEFINED 19,23,24 2066000 0 0 TOWER AUTOMOTIVE INC COM 891707101 30 4305 SH DEFINED 4,9,11,14,16,28 4305 0 0 TOWER AUTOMOTIVE INC COM 891707101 589 85460 SH DEFINED 19,23,24 75580 0 9880 TOWER AUTOMOTIVE INC COM 891707101 869 126068 SH DEFINED 23,39 126068 0 0 TOWER AUTOMOTIVE INC COM 891707101 2470 358423 SH DEFINED 23,41 210277 0 148146 TOTAL SYS SVCS INC COM 891906109 288 9414 SH DEFINED 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DEFINED 19,23,24 656773 0 164176 TOYS R US INC COM 892335100 486 39580 SH DEFINED 23,39 39580 0 0 TOYS R US INC COM 892335100 1232 100348 SH DEFINED 23,41 100348 0 0 TOYS R US INC COM 892335100 315 25629 SH DEFINED 3,29,36,40,42 25629 0 0 TRACTOR SUPPLY CO COM 892356106 31 794 SH DEFINED 4,9,11,14,16,28 794 0 0 TRACTOR SUPPLY CO COM 892356106 1503 38168 SH DEFINED 19,23,24 25381 0 12787 TRACTOR SUPPLY CO COM 892356106 6264 159100 SH DEFINED 23,39 159100 0 0 TRADESTATION GROUP INC COM 89267P105 45 4937 SH DEFINED 4,9,11,14,16,28 4937 0 0 TRADESTATION GROUP INC COM 89267P105 448 48985 SH DEFINED 19,23,24 48390 0 595 TRADESTATION GROUP INC COM 89267P105 3557 388700 SH DEFINED 23,39 388700 0 0 TRAFFIX INC COM 892721101 128 22340 SH DEFINED 19,23,24 21670 0 670 TRAMMELL CROW CO COM 89288R106 1 100 SH DEFINED 19,23,24 100 0 0 TRAMMELL CROW CO COM 89288R106 1617 121017 SH DEFINED 23,39 121017 0 0 TRAMMELL CROW CO COM 89288R106 740 55375 SH DEFINED 23,41 55375 0 0 TRANSACT TECHNOLOGIES COM 892918103 7 300 SH DEFINED 4,9,11,14,16,28 300 0 0 TRANSACT TECHNOLOGIES COM 892918103 976 39857 SH DEFINED 19,23,24 31257 0 8600 TRANSATLANTIC HLDGS IN COM 893521104 70 871 SH DEFINED 4,9,11,14,16,28 871 0 0 TRANSATLANTIC HLDGS IN COM 893521104 29 362 SH DEFINED 19,23,24 234 0 128 TRANSATLANTIC HLDGS IN COM 893521104 624 7750 SH DEFINED 38 0 7750 0 TRANSCANADA CORP COM 89353D107 799 36500 SH DEFINED 4,9,11,14,16,28 36500 0 0 TRANSCANADA CORP COM 89353D107 359 16390 SH DEFINED 19,23,24 9685 0 6705 TRANSKARYOTIC THERAPIE COM 893735100 688 44100 SH DEFINED 8,9,28 44100 0 0 TRANSKARYOTIC THERAPIE COM 893735100 2412 154610 SH DEFINED 4,9,11,14,16,28 154610 0 0 TRANSKARYOTIC THERAPIE COM 893735100 3 178 SH DEFINED 19,23 178 0 0 TRANSKARYOTIC THERAPIE COM 893735100 928 59518 SH DEFINED 19,23,24 59518 0 0 TRANSKARYOTIC THERAPIE COM 893735100 10541 675710 SH DEFINED 19,23,37 675710 0 0 TRANSKARYOTIC THERAPIE COM 893735100 13601 871857 SH DEFINED 23,39 871857 0 0 TRANSKARYOTIC THERAPIE COM 893735100 2311 148153 SH DEFINED 23,41 86213 0 61940 TRANSMETA CORP DEL COM 89376R109 19 5484 SH DEFINED 19,23,24 4684 0 800 TRANSMETA CORP DEL COM 89376R109 2082 612323 SH DEFINED 23,41 612323 0 0 TRANSPORTADORA DE GAS SPON ADR B 893870204 474 99766 SH DEFINED 7,8,9,28 99766 0 0 TRANSPORTADORA DE GAS SPON ADR B 893870204 5 1100 SH DEFINED 19,23,24 1100 0 0 TRANSCEND SERVICES INC COM NEW 893929208 61 14340 SH DEFINED 19,23,24 340 0 14000 TRANSMONTAIGNE INC COM 893934109 76 11800 SH DEFINED 19,23,24 8800 0 3000 TRANSMONTAIGNE INC COM 893934109 3563 551564 SH DEFINED 3,29,40 551564 0 0 TRANSMONTAIGNE INC COM 893934109 3685 570507 SH DEFINED 17,31,43,44 570507 0 0 TRANSWITCH CORP NOTE 4.500% 894065AB7 89 100000 PRN DEFINED 4,9,11,14,16,28 100000 0 0 TRANSWITCH CORP NOTE 4.500% 894065AB7 978 1100000 PRN DEFINED 19,23,24 1100000 0 0 TRAVELERS PPTY CAS COR CL A 89420G109 198982 11809000 SH DEFINED 2,3 11809000 0 0 TRAVELERS PPTY CAS COR CL A 89420G109 1 86 SH DEFINED 6,9,11,28 0 0 86 TRAVELERS PPTY CAS COR CL A 89420G109 164 9726 SH DEFINED 8,9,28 0 0 9726 TRAVELERS PPTY CAS COR CL A 89420G109 1280 75965 SH DEFINED 4,9,11,14,16,28 75965 0 0 TRAVELERS PPTY CAS COR CL A 89420G109 8953 531314 SH DEFINED 19,23,24 198217 0 333096 TRAVELERS PPTY CAS COR CL A 89420G109 10 578 SH DEFINED 19,21,23,25,26 578 0 0 TRAVELERS PPTY CAS COR CL A 89420G109 642681 38141335 SH DEFINED 30 38141335 0 0 TRAVELERS PPTY CAS COR CL A 89420G109 1 86 SH DEFINED 19,23,37 86 0 0 TRAVELERS PPTY CAS COR CL A 89420G109 63 3752 SH DEFINED 3,29,36,40,42 3752 0 0 TRAVELERS PPTY CAS COR NT CV JR 203 89420G307 224 9100 SH DEFINED 4,9,11,14,16,28 9100 0 0 TRAVELERS PPTY CAS COR NT CV JR 203 89420G307 548 22290 SH DEFINED 19,23,24 14280 0 8010 TRAVELERS PPTY CAS COR CL B 89420G406 199454 11809000 SH DEFINED 2,3 11809000 0 0 TRAVELERS PPTY CAS COR CL B 89420G406 3 177 SH DEFINED 6,9,11,28 0 0 177 TRAVELERS PPTY CAS COR CL B 89420G406 338 19984 SH DEFINED 8,9,28 0 0 19984 TRAVELERS PPTY CAS COR CL B 89420G406 1958 115939 SH DEFINED 4,9,11,14,16,28 115939 0 0 TRAVELERS PPTY CAS COR CL B 89420G406 8857 524379 SH DEFINED 19,23,24 265527 0 258851 TRAVELERS PPTY CAS COR CL B 89420G406 20 1188 SH DEFINED 19,21,23,25,26 1188 0 0 TRAVELERS PPTY CAS COR CL B 89420G406 633378 37500168 SH DEFINED 30 37500168 0 0 TRAVELERS PPTY CAS COR CL B 89420G406 3 177 SH DEFINED 19,23,37 177 0 0 TRAVELERS PPTY CAS COR CL B 89420G406 3040 179963 SH DEFINED 23,39 179963 0 0 TRAVELERS PPTY CAS COR CL B 89420G406 130 7709 SH DEFINED 3,29,36,40,42 7709 0 0 TRI CONTL CORP COM 895436103 10 593 SH DEFINED 4,9,11,14,16,28 593 0 0 TRI CONTL CORP COM 895436103 3770 229863 SH DEFINED 19,23,24 178547 0 51316 TRIAD HOSPITALS INC COM 89579K109 73 2204 SH DEFINED 4,9,11,14,16,28 2204 0 0 TRIAD HOSPITALS INC COM 89579K109 2913 87914 SH DEFINED 19,23,24 80979 0 6935 TRIAD HOSPITALS INC COM 89579K109 2418 73000 SH CALL DEFINED 19,23,24 73000 0 0 TRIAD HOSPITALS INC COM 89579K109 6530 197100 SH DEFINED 19,23,37 197100 0 0 TRIAD HOSPITALS INC COM 89579K109 81 2450 SH DEFINED 38 0 2450 0 TRIAD HOSPITALS INC COM 89579K109 447 13498 SH DEFINED 23,41 13498 0 0 TRIAD HOSPITALS INC COM 89579K109 322 9730 SH DEFINED 3,29,36,40,42 9730 0 0 TRIAD GTY INC COM 895925105 552 11079 SH DEFINED 19,23,24 10279 0 800 TRIAD GTY INC COM 895925105 2321 46600 SH DEFINED 23,39 46600 0 0 TRIAD GTY INC COM 895925105 2357 47336 SH DEFINED 23,41 23999 0 23337 TRIARC COS INC CL A 895927101 121 10200 SH DEFINED 4,9,11,14,16,28 10200 0 0 TRIARC COS INC CL A 895927101 13 1098 SH DEFINED 19,23,24 1000 0 98 TRIARC COS INC CL B SER 1 895927309 217 20400 SH DEFINED 4,9,11,14,16,28 20400 0 0 TRIARC COS INC CL B SER 1 895927309 30 2771 SH DEFINED 19,23,24 2575 0 196 TRIBUNE CO NEW COM 896047107 4414 86013 SH DEFINED 4,9,11,14,16,28 86013 0 0 TRIBUNE CO NEW COM 896047107 20 398 SH DEFINED 18,19,23,25 398 0 0 TRIBUNE CO NEW COM 896047107 13954 271905 SH DEFINED 19,23,24 166062 0 105843 TRIBUNE CO NEW COM 896047107 1 10 SH DEFINED 19,23,37 10 0 0 TRIBUNE CO NEW COM 896047107 59481 1159016 SH DEFINED 23,39 1159016 0 0 TRIBUNE CO NEW COM 896047107 1907 37162 SH DEFINED 23,41 37162 0 0 TRIBUNE CO NEW COM 896047107 1031 20091 SH DEFINED 3,29,36,40,42 20091 0 0 TRICO MARINE SERVICES COM 896106101 100 55632 SH DEFINED 4,9,11,14,16,28 55632 0 0 TRIKON TECHNOLOGIES IN COM NEW 896187408 101 17320 SH DEFINED 19,23,24 11110 0 6210 TRIMBLE NAVIGATION LTD COM 896239100 2034 55395 SH DEFINED 19,23,24 44161 0 11234 TRIMBLE NAVIGATION LTD COM 896239100 1256 34195 SH DEFINED 23,39 34195 0 0 TRIMBLE NAVIGATION LTD COM 896239100 2930 79793 SH DEFINED 23,41 79793 0 0 TRIMERIS INC COM 896263100 2 94 SH DEFINED 8,9,28 0 0 94 TRIMERIS INC COM 896263100 1 30 SH DEFINED 4,9,11,14,16,28 30 0 0 TRIMERIS INC COM 896263100 482 22940 SH DEFINED 19,23,24 22940 0 0 TRIMERIS INC COM 896263100 327 15552 SH DEFINED 23,39 15552 0 0 TRIMERIS INC COM 896263100 721 34339 SH DEFINED 23,41 34339 0 0 TRINITY BIOTECH PLC SPONSORED AD 896438108 55 10450 SH DEFINED 19,23,24 5400 0 5050 TRINITY INDS INC COM 896522109 159 5156 SH DEFINED 19,23,24 5056 0 100 TRINITY INDS INC COM 896522109 1478 47892 SH DEFINED 23,39 47892 0 0 TRINITY INDS INC COM 896522109 679 21992 SH DEFINED 23,41 21992 0 0 TRIQUINT SEMICONDUCTOR COM 89674K103 468 64088 SH DEFINED 19,23,24 21171 0 42917 TRIQUINT SEMICONDUCTOR COM 89674K103 772 105700 SH DEFINED 23,39 105700 0 0 TRIQUINT SEMICONDUCTOR COM 89674K103 344 47064 SH DEFINED 23,41 47064 0 0 TRIQUINT SEMICONDUCTOR COM 89674K103 248 33949 SH DEFINED 3,29,36,40,42 33949 0 0 TRITON PCS HLDGS INC CL A 89677M106 349 62773 SH DEFINED 19,23,24 62185 0 588 TRIZEC PROPERTIES INC COM 89687P107 230 15000 SH DEFINED 4,9,11,14,16,28 15000 0 0 TRIZEC PROPERTIES INC COM 89687P107 87 5700 SH DEFINED 19,23,24 4000 0 1700 TRIPATH IMAGING INC COM 896942109 229 28526 SH DEFINED 19,23,24 7010 0 21516 TRIPATH IMAGING INC COM 896942109 688 85816 SH DEFINED 23,39 85816 0 0 TRIPATH IMAGING INC COM 896942109 316 39410 SH DEFINED 23,41 39410 0 0 TRUSTCO BK CORP N Y COM 898349105 23 1693 SH DEFINED 8,9,28 0 0 1693 TRUSTCO BK CORP N Y COM 898349105 51 3827 SH DEFINED 4,9,11,14,16,28 3827 0 0 TRUSTCO BK CORP N Y COM 898349105 9704 725786 SH DEFINED 19,23,24 661575 0 64211 TRUSTCO BK CORP N Y COM 898349105 63 4730 SH DEFINED 19,23,37 4730 0 0 TRUSTMARK CORP COM 898402102 133 4510 SH DEFINED 4,9,11,14,16,28 4510 0 0 TRUSTMARK CORP COM 898402102 2542 85972 SH DEFINED 19,23,24 6263 0 79709 TUESDAY MORNING CORP COM NEW 899035505 281 9356 SH DEFINED 19,23,24 7705 0 1651 TUESDAY MORNING CORP COM NEW 899035505 1585 52748 SH DEFINED 23,39 52748 0 0 TUESDAY MORNING CORP COM NEW 899035505 1029 34241 SH DEFINED 23,41 34241 0 0 TULARIK INC COM 899165104 1054 63468 SH DEFINED 19,23,24 37962 0 25506 TULARIK INC COM 899165104 3333 200800 SH DEFINED 23,39 200800 0 0 TULARIK INC COM 899165104 1765 106318 SH DEFINED 23,41 106318 0 0 TUPPERWARE CORP COM 899896104 63 3585 SH DEFINED 4,9,11,14,16,28 3585 0 0 TUPPERWARE CORP COM 899896104 18712 1063206 SH DEFINED 19,23,24 1051062 0 12143 TUPPERWARE CORP COM 899896104 56 3200 SH DEFINED 38 0 3200 0 TUPPERWARE CORP COM 899896104 1472 83609 SH DEFINED 23,39 83609 0 0 TURKISH INVT FD INC COM 900145103 675 61398 SH DEFINED 19,23,24 55895 0 5503 TV AZTECA S A DE C V SPONSORED AD 901145102 1056 114735 SH DEFINED 19,23,24 95844 0 18891 TWEETER HOME ENTMT GRO COM 901167106 1 102 SH DEFINED 4,9,11,14,16,28 102 0 0 TWEETER HOME ENTMT GRO COM 901167106 552 61520 SH DEFINED 19,23,24 59220 0 2300 TWEETER HOME ENTMT GRO COM 901167106 203 22600 SH DEFINED 38 0 22600 0 TWEETER HOME ENTMT GRO COM 901167106 173 19297 SH DEFINED 23,39 19297 0 0 TWEETER HOME ENTMT GRO COM 901167106 80 8862 SH DEFINED 23,41 8862 0 0 21ST CENTY INS GROUP COM 90130N103 2 110 SH DEFINED 4,9,11,14,16,28 110 0 0 21ST CENTY INS GROUP COM 90130N103 556 40001 SH DEFINED 23,41 40001 0 0 21ST CENTY HLDG CO COM 90136Q100 1179 52423 SH DEFINED 19,23,24 35192 0 17231 II VI INC COM 902104108 107 4167 SH DEFINED 19,23,24 3967 0 200 II VI INC COM 902104108 528 20518 SH DEFINED 23,39 20518 0 0 II VI INC COM 902104108 242 9416 SH DEFINED 23,41 9416 0 0 TYCO INTL GROUP S A DBCV 3.125% 902118BE7 47739 34500000 PRN DEFINED 19,23,37 34500000 0 0 TYCO INTL GROUP S A DBCV 3.125% 902118BE7 2352 1700000 PRN DEFINED 3,29,36,40,42 1700000 0 0 TYCO INTL GROUP S A DBCV 3.125% 902118BE7 48431 35000000 PRN DEFINED 31,45 0 0 35000000 TYCO INTL GROUP S A DBCV 2.750% 902118BF4 459 355000 PRN DEFINED 4,9,11,14,16,28 355000 0 0 TYCO INTL GROUP S A DBCV 2.750% 902118BF4 11748 9089000 PRN DEFINED 19,23,24 9073000 0 16000 TYCO INTL GROUP S A DBCV 2.750% 902118BF4 1939 1500000 PRN DEFINED 19,23,37 1500000 0 0 TYCO INTL GROUP S A DBCV 2.750% 902118BF4 323 250000 PRN DEFINED 23,39 250000 0 0 TYCO INTL GROUP S A DBCV 3.125% 902118BG2 68 49000 PRN DEFINED 4,9,11,14,16,28 49000 0 0 TYCO INTL GROUP S A DBCV 3.125% 902118BG2 10536 7614000 PRN DEFINED 19,23,24 7614000 0 0 TYCO INTL GROUP S A DBCV 3.125% 902118BG2 2076 1500000 PRN DEFINED 19,23,37 1500000 0 0 TYCO INTL LTD NEW NOTE 902124AC0 23 30000 PRN DEFINED 19,23,24 22000 0 8000 TYCO INTL LTD NEW COM 902124106 164 6090 SH DEFINED 6,9,11,28 0 0 6090 TYCO INTL LTD NEW COM 902124106 81 2994 SH DEFINED 8,9,28 0 0 2994 TYCO INTL LTD NEW COM 902124106 13144 486820 SH DEFINED 9,11,13,28 486820 0 0 TYCO INTL LTD NEW COM 902124106 8967 332112 SH DEFINED 4,9,11,14,16,28 332112 0 0 TYCO INTL LTD NEW COM 902124106 47 1738 SH DEFINED 18,19,23,25 1738 0 0 TYCO INTL LTD NEW COM 902124106 719496 26647991 SH DEFINED 19,23,24 8229393 0 18418597 TYCO INTL LTD NEW COM 902124106 17923 663800 SH CALL DEFINED 19,23,24 660300 0 3500 TYCO INTL LTD NEW COM 902124106 23382 866000 SH PUT DEFINED 19,23,24 865000 0 1000 TYCO INTL LTD NEW COM 902124106 1465 54241 SH DEFINED 19,21,23,25,26 54241 0 0 TYCO INTL LTD NEW COM 902124106 61475 2276869 SH DEFINED 19,23,37 2276869 0 0 TYCO INTL LTD NEW COM 902124106 1650 61095 SH DEFINED 38 0 61095 0 TYCO INTL LTD NEW COM 902124106 442532 16390078 SH DEFINED 23,39 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84287 0 0 WOLVERINE WORLD WIDE I COM 978097103 804 38704 SH DEFINED 23,41 38704 0 0 WORKFLOW MGMT INC COM 98137N109 71 12110 SH DEFINED 19,23,24 10 0 12100 WORKSTREAM INC COM 981402100 347 206667 SH DEFINED 19,23,24 5000 0 201667 WORLD ACCEP CORP DEL COM 981419104 152 6837 SH DEFINED 19,23,24 6394 0 443 WORLD ACCEP CORP DEL COM 981419104 970 43592 SH DEFINED 23,41 43592 0 0 WORLD COLOR PRESS INC NOTE 6.000% 981443AA2 4995 4814000 PRN DEFINED 19,23,24 4804000 0 10000 WORLD FUEL SVCS CORP COM 981475106 13 395 SH DEFINED 4,9,11,14,16,28 395 0 0 WORLD FUEL SVCS CORP COM 981475106 242 7121 SH DEFINED 19,23,24 7121 0 0 WORLD FUEL SVCS CORP COM 981475106 68 2000 SH DEFINED 38 0 2000 0 WORLD FUEL SVCS CORP COM 981475106 655 19232 SH DEFINED 23,39 19232 0 0 WORLD FUEL SVCS CORP COM 981475106 301 8833 SH DEFINED 23,41 8833 0 0 WORLD WRESTLING ENTMT CL A 98156Q108 1305 98923 SH DEFINED 19,23,24 98900 0 23 WORLD WRESTLING ENTMT CL A 98156Q108 15103 1145000 SH DEFINED 23,39 1145000 0 0 WORTHINGTON 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563 19966 SH DEFINED 38 0 19966 0 XTO ENERGY INC COM 98385X106 5508 195333 SH DEFINED 23,39 195333 0 0 XTO ENERGY INC COM 98385X106 1090 38660 SH DEFINED 23,41 38660 0 0 XTO ENERGY INC COM 98385X106 786 27863 SH DEFINED 3,29,36,40,42 27863 0 0 X-RITE INC COM 983857103 13 1122 SH DEFINED 19,23,24 1122 0 0 X-RITE INC COM 983857103 622 53414 SH DEFINED 23,39 53414 0 0 X-RITE INC COM 983857103 286 24516 SH DEFINED 23,41 24516 0 0 XCEL ENERGY INC COM 98389B100 195 11469 SH DEFINED 4,9,11,14,16,28 11469 0 0 XCEL ENERGY INC COM 98389B100 7005 412814 SH DEFINED 19,23,24 328923 0 83891 XCEL ENERGY INC COM 98389B100 1341 79014 SH DEFINED 23,39 79014 0 0 XILINX INC COM 983919101 462 12000 SH DEFINED 8,9,28 0 0 12000 XILINX INC COM 983919101 2572 66791 SH DEFINED 4,9,11,14,16,28 66791 0 0 XILINX INC COM 983919101 1106 28727 SH DEFINED 18,19,23,25 28727 0 0 XILINX INC COM 983919101 72124 1872862 SH DEFINED 19,23,24 443744 0 1429118 XILINX INC COM 983919101 193 5000 SH DEFINED 19,21,23,25,26 5000 0 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0 0 YUM BRANDS INC COM 988498101 1006 30000 SH DEFINED 9,28 30000 0 0 YUM BRANDS INC COM 988498101 971 28960 SH DEFINED 4,9,11,14,16,28 28960 0 0 YUM BRANDS INC COM 988498101 5160 153905 SH DEFINED 19,23,24 84962 0 68943 YUM BRANDS INC COM 988498101 8718 260000 SH CALL DEFINED 19,23,24 260000 0 0 YUM BRANDS INC COM 988498101 8718 260000 SH CALL DEFINED 19,21,23,25,26 260000 0 0 YUM BRANDS INC COM 988498101 8718 260000 SH PUT DEFINED 19,21,23,25,26 260000 0 0 YUM BRANDS INC COM 988498101 1758 52435 SH DEFINED 23,39 52435 0 0 YUM BRANDS INC COM 988498101 106 3159 SH DEFINED 23,41 3159 0 0 ZALE CORP NEW COM 988858106 194 3700 SH DEFINED 8,9,28 3700 0 0 ZALE CORP NEW COM 988858106 720 13700 SH DEFINED 4,9,11,14,16,28 13700 0 0 ZALE CORP NEW COM 988858106 369 7026 SH DEFINED 19,23,24 6215 0 811 ZALE CORP NEW COM 988858106 2968 56510 SH DEFINED 19,23,37 56510 0 0 ZALE CORP NEW COM 988858106 4477 85231 SH DEFINED 23,39 85231 0 0 ZALE CORP NEW COM 988858106 3523 67063 SH DEFINED 23,41 42912 0 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COM 98975W104 59 11300 SH DEFINED 19,23,24 10100 0 1200 ZWEIG FD COM 989834106 1040 211824 SH DEFINED 19,23,24 174459 0 37365 ZWEIG TOTAL RETURN FD COM 989837109 4871 972247 SH DEFINED 19,23,24 810670 0 161576 ZYMOGENETICS INC COM 98985T109 1 90 SH DEFINED 4,9,11,14,16,28 90 0 0 ZYMOGENETICS INC COM 98985T109 58 3587 SH DEFINED 19,23,24 1387 0 2200 ZYMOGENETICS INC COM 98985T109 323 19896 SH DEFINED 23,39 19896 0 0 ZYMOGENETICS INC COM 98985T109 1270 78144 SH DEFINED 23,41 78144 0 0 ZYGO CORP COM 989855101 1 42 SH DEFINED 4,9,11,14,16,28 42 0 0 ZYGO CORP COM 989855101 67 3980 SH DEFINED 19,23,24 2997 0 983 ZYGO CORP COM 989855101 1241 73551 SH DEFINED 23,39 73551 0 0 ZYGO CORP COM 989855101 570 33775 SH DEFINED 23,41 33775 0 0 ZOLL MED CORP COM 989922109 28 790 SH DEFINED 8,9,28 0 0 790 ZOLL MED CORP COM 989922109 491 13810 SH DEFINED 4,9,11,14,16,28 13810 0 0 ZOLL MED CORP COM 989922109 3564 100216 SH DEFINED 19,23,24 80993 0 19223 ZOLL MED CORP COM 989922109 445 12500 SH DEFINED 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