-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, IpSzBNiwhXh88JFQ0W1FseKsILpZYQ2LhEBP78k9jAaM0Sz5hDGkSgk9xj1919FD WkhdLivnNJMSxxP3ogphZA== 0001169232-03-005266.txt : 20030818 0001169232-03-005266.hdr.sgml : 20030818 20030818101955 ACCESSION NUMBER: 0001169232-03-005266 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030818 EFFECTIVENESS DATE: 20030818 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MILLENNIUM PARTNERS L P CENTRAL INDEX KEY: 0000851909 IRS NUMBER: 133521699 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06317 FILM NUMBER: 03851969 BUSINESS ADDRESS: STREET 1: C/O MILLENNIUM MANAGEMENT LLC STREET 2: 666 FIFTH AVE CITY: NEW YORK STATE: NY ZIP: 10103 BUSINESS PHONE: 2128414000 MAIL ADDRESS: STREET 1: C/O MILLENNIUM MANAGEMENT LLC STREET 2: 666 FIFTH AVE CITY: NEW YORK STATE: NY ZIP: 10103 13F-HR 1 d56505_13f-hr.txt HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended June 30, 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: Millennium Partners, L.P. Address: 666 Fifth Avenue, 8th Floor New York, NY 10103 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 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Robert Williams Title: Phone: 212-841-4100 Robert Williams, New York, New York, August 10, 2003 - ---------------------------------------------------- Signature, Place, and Date of Signing Report Type (Check only one): |X| 13F HOLDINGS REPORT |_| 13F NOTICE |_| 13F COMBINATION REPORT list of Other Managers Reporting for this Manager:
OTHER VALUE SHARES/ SH/ PUT/ INVS MANA- VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCR GERS SOLE SHARED NONE - ------------------------------ ----------------------- --------- -------- ----------- --- ---- ---- ----- ---- ------ ----------- 12 TECHNOLOGIES INC Stock 4657541009 135 133,573 SH sole 133,573 1ST UN RL EST EQ MTG & INVTS SH BEN INT Stock 3374001005 1,914 1,057,575 SH sole 1,057,575 21ST CENTURY INSURANCE GROUP Stock 90130N1003 1,055 73,800 SH sole 73,800 3 COM CORP Stock 8855351004 164 34,961 SH sole 34,961 3M CO Stock 88579Y1001 918 7,120 SH sole 7,120 4 KIDS ENTERTAINMENT INC Stock 3508651001 220 11,816 SH sole 11,816 A G EDWARDS INC Stock 2817601008 1,728 50,526 SH sole 50,526 ABBOTT LABORATORIES Stock 0028241000 13,899 317,618 SH sole 317,618 ABERDEEN ASIA PAC PRIME INCOME FUND INC Stock 0030091007 1,227 219,500 SH sole 219,500 ABGENIX INC Stock 00339B1007 112 10,708 SH sole 10,708 ABITIBI-CONSOLIDATED INC Stock 0039241007 153 23,879 SH sole 23,879 ACCREDO HEALTH INC Stock 00437V1004 2,896 132,833 SH sole 132,833 ACE LTD Stock G0070K1003 940 27,415 SH sole 27,415 ADAPTEC INC Stock 00651F1008 276 35,529 SH sole 35,529 ADC TELECOMMUNICATIONS INC Stock 0008861001 328 140,727 SH sole 140,727 ADELPHIA COMMUNICATIONS CORP CLASS A Stock 0068481005 11 41,407 SH sole 41,407 ADMINISTRADORA DE FONDOS DE PENSIONES PROVIDA S A -ADS EACH REPSTG 15 ORD SHARES Stock 00709P1008 248 10,300 SH sole 10,300 ADOBE SYSTEMS INC Stock 00724F1001 2,577 80,361 SH sole 80,361 ADOLOR CORP Stock 00724X1002 152 12,391 SH sole 12,391 ADOLPH COORS CO CL B Stock 2170161004 4,454 90,938 SH sole 90,938 ADVANCED DIGITAL INFORMATION CORP Stock 0075251008 309 30,902 SH sole 30,902 ADVANCED ENERGY INDS INC Stock 0079731000 655 45,934 SH sole 45,934 ADVANCED ENVIRONMENTAL RECYCLING TECHNOLOGIES INC CLASS A Stock 0079471004 363 257,800 SH sole 257,800 ADVANCED FIBRE COMMUNICATION Stock 00754A1005 1,845 113,379 SH sole 113,379 ADVANCED MEDICAL OPTICS Stock 00763M1008 203 11,900 SH sole 11,900 ADVANCED MICRO DEVICES INC Stock 0079031007 1,242 193,706 SH sole 193,706 ADVANCED SWITCHING COMM INC Stock 00757V1006 134 1,262,649 SH sole 1,262,649 ADVANCED TISSUE SCIENCES INC Stock 00755F1003 112 825,000 SH sole 825,000 ADVO INC Stock 0075851002 207 4,673 SH sole 4,673 AEGON N V ORDINARY AMERICAN REG Stock 0079241003 856 85,300 SH sole 85,300 AEROPOSTALE INC Stock 0078651008 279 13,000 SH sole 13,000 AES CORP Stock 00130H1005 1,094 172,316 SH sole 172,316 AETNA INC NEW Stock 00817Y1008 6,066 100,769 SH sole 100,769 AEW REAL ESTATE INCOME FUND Stock 00104H1007 532 34,000 SH sole 34,000 AFFILIATED COMPUTER SVCS INC CL A Stock 0081901000 1,065 23,279 SH sole 23,279 AFFUMETRIX INC Stock 00826T1008 1,402 71,156 SH sole 71,156 AFLAC INC Stock 0010551002 5,586 181,666 SH sole 181,666 AGERE SYSTEMS INC CL B Stock 00845V2009 138 60,000 SH sole 60,000 AGL RESOURCES INC -NEW Stock 0012041006 3,910 153,705 SH sole 153,705 AGNICO EAGLE MINES LTD Stock 0084741008 833 71,800 SH sole 71,800 AIM SELECT REAL ESTATE INC FD Stock 00888R1007 149 10,400 SH sole 10,400 AIRBORNE INC Stock 0092691001 22,736 1,087,825 SH sole 1,087,825 AIRGAS INC Stock 0093631002 996 59,476 SH sole 59,476 AK STEEL HOLDING CORP Stock 0015471008 3,674 1,014,950 SH sole 1,014,950 ALASKA AIR GROUP INC Stock 0116591009 1,137 52,987 SH sole 52,987 ALBERTO CULVER CO CLASS B Stock 0130681001 1,136 22,239 SH sole 22,239 ALBERTSONS INC Stock 0131041004 597 31,093 SH sole 31,093 ALCAN INC Stock 0137161005 1,663 53,138 SH sole 53,138 ALEXANDER & BALDWIN INC Stock 0144821003 1,619 61,015 SH sole 61,015 ALEXANDRIA REAL ESTATE EQTYS Stock 0152711009 494 10,976 SH sole 10,976 ALFA CORP Stock 0153851007 589 46,363 SH sole 46,363 ALKERMES INC Stock 01642T1008 3,653 339,798 SH sole 339,798 ALLEGHENY TECHNOLOGIES INC Stock 01741R1002 652 98,803 SH sole 98,803 ALLEN TELECOM INC-NEW Stock 0180911008 449 27,200 SH sole 27,200 ALLIANCE CALIFORNIA MUNICIPAL INCOME FUND Stock 0185461001 262 18,200 SH sole 18,200 ALLIANCE DATA SYSTEMS CORP Stock 0185811008 1,299 55,500 SH sole 55,500 ALLIANCE FIBER OPTIC PRODUCTS Stock 0186801008 18 22,200 SH sole 22,200 ALLIANCE GAMING CORP Stock 01859P6009 857 45,334 SH sole 45,334 ALLIANCE NATIONAL MUNICIPAL INCOME FUND Stock 01864U1006 701 48,500 SH sole 48,500 ALLIANCE NEW YORK MUNICIPAL INCOME FUND Stock 0187141005 394 27,200 SH sole 27,200 ALLIANCE WORLD DOLLAR GOVERNMENT FUND INC Stock 0187961002 234 19,200 SH sole 19,200 ALLIANCE WORLD DOLLAR GOVT FUND II Stock 01879R1006 2,201 183,000 SH sole 183,000 ALLIED CAPITAL CORP-NEW Stock 01903Q1008 1,418 61,404 SH sole 61,404 ALLIED IRISH BANKS SPONSORED ADR REPSTG ORD Stock 0192284002 1,214 40,600 SH sole 40,600 ALLIED WASTE INDS INC-NEW Stock 0195893008 116 11,494 SH sole 11,494 ALLMERICA SECURITIES TRUST SBI Stock 0199211005 1,368 136,800 SH sole 136,800 ALLOY INC Stock 0198551005 110 17,066 SH sole 17,066 ALLSTATE CORP Stock 0200021001 3,538 99,229 SH sole 99,229 ALLTEL CORP Stock 0200391003 3,662 75,942 SH sole 75,942 ALPHARMA INC CL A Stock 0208131001 425 19,676 SH sole 19,676 ALTERA CORP Stock 0214411000 10,229 623,698 SH sole 623,698 AMBERCROMBIE & FITCHCO CL A Stock 0028962007 2,904 102,211 SH sole 102,211 AMCORE FINANCIAL INC Stock 0239121008 651 27,977 SH sole 27,977 AMERADA HESS CORP Stock 0235511004 331 6,723 SH sole 6,723 AMERCAN ITALIAN PASTA CO CLASS A CONV COM STK Stock 0270701001 1,014 24,355 SH sole 24,355 AMEREN CORPORATION Stock 0236081002 19,630 445,124 SH sole 445,124 AMERICAN AXLE & MFG HLDGS INC Stock 0240611003 1,653 69,162 SH sole 69,162 AMERICAN BANK INC WTS EXP 06/30/2003 Stock 0243431103 425 57,272 SH sole 57,272 AMERICAN EXPRESS CO Stock 0258161009 10,253 245,221 SH sole 245,221 AMERICAN INTL GROUP INC Stock 0268741007 27,419 496,910 SH sole 496,910 AMERICAN PWR CONVERSION CORP Stock 0290661007 2,238 143,522 SH sole 143,522 AMERICAN STANDARD COS INC -DEL Stock 0297121006 1,361 18,404 SH sole 18,404 AMERICAN SUPERCONDUCTOR CORP Stock 0301111008 727 121,418 SH sole 121,418 AMERICAN WEST BANCORPORATION Stock 03058P1009 198 12,200 SH sole 12,200 AMERICAN WOODMARK CORP Stock 0305061009 419 8,998 SH sole 8,998 AMERUS GROUP CO Stock 03072M1008 1,100 39,006 SH sole 39,006 AMETEK AEROSPACE PRODUCTS-NEW Stock 0311001000 966 26,371 SH sole 26,371 AMPCO PITTSBURGH CORP Stock 0320371003 366 27,300 SH sole 27,300 AMPHENOL CORP--NEW CLASS A Stock 0320951001 393 8,400 SH sole 8,400 AMR CORP-DELAWARE Stock 0017651006 509 46,282 SH sole 46,282 AMYLIN PHARMACEUTICALS INC Stock 0323461008 878 40,131 SH sole 40,131 ANADARKO PETROLEUM CORP Stock 0325111007 5,668 127,458 SH sole 127,458 ANALOGIC CORP -NEW Stock 0326572007 505 10,360 SH sole 10,360 ANDRX CORP-ANDRX GROUP Stock 0345531007 2,527 126,991 SH sole 126,991 ANGLO AMERICAN PLC ADR Stock 03485P1002 240 15,624 SH sole 15,624 ANGLOGOLD LTD SPON ADR ONE ADR REP 1/2 OF ORD SHRS Stock 0351282006 459 14,396 SH sole 14,396 ANHEUSER BUSCH COMPANIES INC Stock 0352291003 11,630 227,820 SH sole 227,820 ANNUITY AND LIFE RE HOLDINGS LTD Stock G039101009 51 41,000 SH sole 41,000 ANTEON INTERNATIONAL CORP Stock 03674E1008 491 17,576 SH sole 17,576 ANTHEM INC Stock 03674B1004 6,610 85,682 SH sole 85,682 ANTIGENICS INC Stock 0370321009 294 25,485 SH sole 25,485 AON CORP Stock 0373891003 3,012 125,092 SH sole 125,092 APACHE CORP Stock 0374111005 989 15,208 SH sole 15,208 APARTMENT INVESTMENT & MGMT CO CLASS A Stock 03748R1001 1,011 29,206 SH sole 29,206 APOLLO GROUP INC CLASS A Stock 0376041005 6,646 107,606 SH sole 107,606 APPLERA CORP-APPLIED BIOSYSTEM GROUP Stock 0380201003 574 30,170 SH sole 30,170 APPLERA CORP-CELERA GENOMICS GROUP Stock 0380202002 1,177 114,064 SH sole 114,064 AQUILA INC DEL NEW Stock 03840P1002 469 181,868 SH sole 181,868 ARACRUZ CELLULOSE S.A AMERICAN DEPOSITARY SHS EACH RPSTNG 10 SHS OF CL B STK Stock 0384962004 618 29,368 SH sole 29,368 ARAMARK CORPORATION CLASS B Stock 0385211000 724 32,300 SH sole 32,300 ARCH CHEMICALS INC Stock 03937R1002 1,584 82,923 SH sole 82,923 ARCHSTONE SMITH TRUST COM Stock 0395831009 1,615 67,295 SH sole 67,295 ARK CLO 2000-1 LTD SEC NT CL C 144A RESTRCTED FIXED RT % DEC 12 2012 Bond 04070PAER1 0 175,000,000 PRN sole 175,000,000 ARRIS GROUP INC Stock 04269Q1000 80 16,200 SH sole 16,200 ARROW ELECTRONICS INC Stock 0427351000 1,441 94,545 SH sole 94,545 ASHANTI GOLDFIELDS LTD GDP RCPT ADR Stock 0437432002 2,529 317,360 SH sole 317,360 ASTORIA FINL CORP Stock 0462651004 563 20,175 SH sole 20,175 ASTRAZENCA PLC SPONS ADR EACH REPRESENTS 1 ORD Stock 0463531008 5,569 136,599 SH sole 136,599 ASTROPOWER INC Stock 04644A1001 69 21,100 SH sole 21,100 AT & T WIRELESS SVCS INC Stock 00209A1006 2,841 345,985 SH sole 345,985 AT&T CORP Stock 0019575005 12,015 624,145 SH sole 624,145 ATA HOLDINGS CORP Stock 00209H1001 165 21,700 SH sole 21,700 ATARI INC Stock 04651M1005 103 23,100 SH sole 23,100 ATHENA NEURO FIN LLC COMPANY GUARNT 7.25% 2-21-2008 Bond 04685RAA02 5,468 6,500,000 PRN sole 6,500,000 ATLAS AIR WORLDWIDE HLDGS INC Stock 0491641006 33 22,722 SH sole 22,722 ATMEL CORP Stock 0495131004 309 122,101 SH sole 122,101 AUSTRALIS HLDGS PTY LTD SR DISCOUNT NOTES O% TO 11/01/00 THEREAFTER 15% EXP 11/01/2002 Bond 05258AAE05 1 5,000,000 PRN sole 5,000,000 AUTOMATIC DATA PROCESSING Stock 0530151003 14,106 416,611 SH sole 416,611 AUTONATION INC Stock 05329W1002 1,379 87,737 SH sole 87,737 AUTOZONE INC Stock 0533321002 12,675 166,840 SH sole 166,840 AVAYA INC Stock 0534991009 499 77,309 SH sole 77,309 AVENTIS SPON ADR Stock 0535611006 618 11,300 SH sole 11,300 AVERY DENNISON CORP Stock 0536111009 1,999 39,822 SH sole 39,822 AVNET INC Stock 0538071003 1,017 80,244 SH sole 80,244 AVOCENT CORP Stock 0538931003 1,301 43,479 SH sole 43,479 AXCELIS TECHNOLOGIES INC Stock 0545401009 65 10,700 SH sole 10,700 AZTAR CORP Stock 0548021003 175 10,856 SH sole 10,856 B J'S WHOLESALE CLUB INC Stock 05548J1006 263 17,466 SH sole 17,466 BALL CORPORATION Stock 0584981006 4,148 91,145 SH sole 91,145 BALLARD POWER SYSTEMS INC Stock 05858H1004 229 16,845 SH sole 16,845 BALLY TOTAL FITNESS HLDGS CORP Stock 05873K1008 928 102,800 SH sole 102,800 BANCO SANTANDER-CHILE-ADR Stock 05965X1009 261 12,799 SH sole 12,799 BANDAG INC Stock 0598151000 693 18,597 SH sole 18,597 BANK MUTUAL CORPORATION Stock 0637481007 3,505 107,835 SH sole 107,835 BANK OF NEW YORK INC Stock 0640571002 5,971 207,676 SH sole 207,676 BANK ONE CORP Stock 06423A1003 20,278 545,390 SH sole 545,390 BANK UNITED CORP LITIGATION CONTIGENT PMT RT TR Stock 0654161107 462 5,781,249 SH sole 5,781,249 BANKATLANTIC BANCORP INC CL A Stock 0659085001 5,124 430,986 SH sole 430,986 BANTA CORP Stock 0668211009 333 10,301 SH sole 10,301 BANYAN STRATEGIC REALTY TRUST SBI Stock 06683M1002 32 106,500 SH sole 106,500 BARD C R INC N J Stock 0673831009 514 7,214 SH sole 7,214 BARNES GROUP INC Stock 0678061009 903 41,501 SH sole 41,501 BARNESANDNOBLE.COM INC Stock 0678461005 233 100,000 SH sole 100,000 BARRICK GOLD CORP Stock 0679011008 5,027 280,850 SH sole 280,850 BASF AG SPON ADR Stock 0552625005 226 5,300 SH sole 5,300 BAXTER INTERNATIONAL INC Stock 0718131009 8,061 310,047 SH sole 310,047 BAY VIEW CAPITAL CORP Stock 07262L1001 13,762 2,380,900 SH sole 2,380,900 BAY VIEW CAPITAL I 9.76% CUM PFD STK Stock 07262R2007 382 14,900 SH sole 14,900 BBVA BANCO FRANCES S A ADR Stock 07329M1000 150 24,500 SH sole 24,500 BEAR STEARNS COS INC Stock 0739021008 3,864 53,354 SH sole 53,354 BEAZER HOMES USA INC Stock 07556Q1005 2,364 28,310 SH sole 28,310 BEBE STORES INC Stock 0755711009 496 25,923 SH sole 25,923 BECKMAN COULTER INC Stock 0758111009 1,652 40,643 SH sole 40,643 BED BATH & BEYOND INC Stock 0758961000 4,901 126,270 SH sole 126,270 BEDFORD BANCSHARES INC Stock 0760141009 2,222 94,534 SH sole 94,534 BEDFORD PROPERTIES INVESTORS -NEW Stock 0764463001 667 23,501 SH sole 23,501 BEL FUSE INC CL A Stock 0773472001 211 10,300 SH sole 10,300 BELL MICROPRODUCTS INC Stock 0781371006 52 12,154 SH sole 12,154 BELLSOUTH CORP Stock 0798601002 11,395 427,895 SH sole 427,895 BELO CORPORATION SER A Stock 0805551005 615 27,483 SH sole 27,483 BERKLEY W R CORPORATION Stock 0844231002 229 4,350 SH sole 4,350 BERKSHIRE HATHAWAY INC-DEL CL A Stock 0846701008 5,438 75 SH sole 75 BIGSTAR ENTERTAINMENT INC Stock 0898961004 2 67,000 SH sole 67,000 BIO RAD LABS INC CLASS A Stock 0905722007 1,010 18,250 SH sole 18,250 BIOGEN INC Stock 0905971005 1,124 29,585 SH sole 29,585 BIOLASE TECHNOLOGY INC Stock 0909111008 115 10,700 SH sole 10,700 BIOMET INC Stock 0906131000 5,858 204,394 SH sole 204,394 BIOSITE INC Stock 0909451006 2,201 45,758 SH sole 45,758 BIOVAIL CORP Stock 09067J1009 3,176 67,483 SH sole 67,483 BISYS GROUP INC Stock 0554721004 1,229 66,877 SH sole 66,877 BJ SERVICES CO Stock 0554821003 502 13,438 SH sole 13,438 BLACK BOX CORP Stock 0918261007 1,588 43,877 SH sole 43,877 BLACK HILLS CORP Stock 0921131009 5,381 175,272 SH sole 175,272 BLACKROCK CALIF MUN INCOME TRUST II Stock 09249S1000 190 13,300 SH sole 13,300 BLACKROCK CALIF MUNI BOND TR Stock 09249J1000 165 11,400 SH sole 11,400 BLACKROCK CALIFORNIA MUNICIPAL INCOME TR SH BEN INT Stock 09248E1002 361 25,800 SH sole 25,800 BLACKROCK CORE BOND TRUST COM Stock 09249E1001 504 33,400 SH sole 33,400 BLACKROCK FLA MUNI BOND TR Stock 09249K1007 478 31,400 SH sole 31,400 BLACKROCK FLORIDA MUNICIPAL INCOME TR SH BEN INT Stock 09248H1005 818 56,400 SH sole 56,400 BLACKROCK INC CL A Stock 09247X1001 1,192 26,468 SH sole 26,468 BLACKROCK INCOME OPPORTUNITY T INC Stock 0924751002 3,267 283,800 SH sole 283,800 BLACKROCK MUNI BOND TRUST Stock 09249H1004 282 19,000 SH sole 19,000 BLACKROCK MUNI INCOME TRUST II Stock 09249N1001 337 23,600 SH sole 23,600 BLACKROCK N Y MUNI BOND TR Stock 09249P1006 389 27,000 SH sole 27,000 BLACKROCK NEW YORK MUNICIPAL INCOME TRUST SH BEN INT Stock 09248L1006 273 19,100 SH sole 19,100 BLOCKBUSTER INC CL A Stock 0936791008 1,010 59,925 SH sole 59,925 BLOUNT INTERNATIONAL INC Stock 0951801005 181 31,700 SH sole 31,700 BLYTH INC Stock 09643P1008 2,856 104,994 SH sole 104,994 BMC SOFTWARE INC Stock 0559211000 2,821 172,755 SH sole 172,755 BNS CO NEW CL A Stock 0559613004 192 38,310 SH sole 38,310 BOCA RESORTS INC CL A Stock 09688T1006 243 18,700 SH sole 18,700 BOEING COMPANY Stock 0970231005 14,231 414,642 SH sole 414,642 BOISE CASCADE CORP Stock 0973831003 3,000 125,503 SH sole 125,503 BOOULDER GRWTH&INC FD INC Stock 1015071001 300 58,326 SH sole 58,326 BORDERS GROUP INC Stock 0997091007 1,559 88,537 SH sole 88,537 BORLAND SOFTWARE CORP Stock 0998491001 595 60,934 SH sole 60,934 BOSTON COMMUNICATIONS GROUP Stock 1005821005 203 11,870 SH sole 11,870 BOSTON SCIENTIFIC CORP Stock 1011371007 1,226 20,067 SH sole 20,067 BOSTONFED BANCORP INC Stock 1011781001 210 7,800 SH sole 7,800 BOULDER TOTAL RETURN FD INC Stock 1015411000 140 10,800 SH sole 10,800 BOULDER TOTAL RETURN RT Stock 1015411108 3 10,800 SH sole 10,800 BOWATER INC Stock 1021831000 3,319 88,632 SH sole 88,632 BOYKIN LODGING TRUST INC Stock 1034301004 1,065 136,500 SH sole 136,500 BP PLC SPONS ADR Stock 0556221004 592 14,083 SH sole 14,083 BRADY CORPORATION CLASS A Stock 1046741006 497 14,900 SH sole 14,900 BRE PROPERTIES INC CLASS A Stock 05564E1006 357 10,768 SH sole 10,768 BRIGGS & STRATTON CORP Stock 1090431009 597 11,816 SH sole 11,816 BRINKER INTERNATIONAL INC Stock 1096411000 1,459 40,507 SH sole 40,507 BRINKS CO Stock 1096961004 906 62,214 SH sole 62,214 BRISTOL MYERS SQUIBB CO Stock 1101221008 11,372 418,842 SH sole 418,842 BROCADE COMMUNICATIONS SYS INC Stock 1116211008 2,530 429,480 SH sole 429,480 BROOKFIELD PROP CORP Stock 1129001005 259 12,200 SH sole 12,200 BROWN & BROWN INC Stock 1152361001 2,902 89,289 SH sole 89,289 BROWN FORMAN CORP CLASS B Stock 1156372009 411 5,222 SH sole 5,222 BROWN SHOE COMPANY INC Stock 1157361000 340 11,400 SH sole 11,400 BRT REALTY TRUST SBI Stock 0556453003 229 14,400 SH sole 14,400 BRUKER AXS INC Stock 11679P1001 541 176,353 SH sole 176,353 BUCA INC Stock 1177691009 297 52,606 SH sole 52,606 BURLINGTON COAT FACTORY WAREHOUSE CORP Stock 1215791006 328 18,300 SH sole 18,300 BURLINGTON NORTHERN SANTA FE C Stock 12189T1004 1,694 59,559 SH sole 59,559 BUSINESS OBJECTS S A SPONSORED ADR Stock 12328X1007 858 39,092 SH sole 39,092 BUTLER MANUFACTURING CO Stock 1236551002 192 11,600 SH sole 11,600 C & D TECHNOLOGIES INC Stock 1246611009 453 31,516 SH sole 31,516 C H ROBINSON WORLDWIDE INC Stock 12541W1000 3,858 108,494 SH sole 108,494 CABLE & WIRELESS P L C SPONSORED ADR Stock 1268302007 78 14,200 SH sole 14,200 CABLEVISION SYS CORP NY GROUP CLASS A Stock 12686C1009 8,386 403,958 SH sole 403,958 CADENCE DESIGN SYSTEMS INC Stock 1273871008 2,577 213,698 SH sole 213,698 CAE INC Stock 1247651008 2,350 550,450 SH sole 550,450 CALIFORNIA COASTAL COMM INC Stock 1299152003 156 23,692 SH sole 23,692 CALIFORNIA PIZZA KITCHEN INC Stock 13054D1009 339 15,768 SH sole 15,768 CALIFORNIA WATER SVC GRP DELAWARE Stock 1307881002 309 11,000 SH sole 11,000 CALIPER TECHNOLOGIES CORP Stock 1308761005 2,376 522,239 SH sole 522,239 CALL 4SPX05 06/05/07 1042.000 CBOE FLEX OPTION ON SPX BASE W/O-DIV EURO-EXCD CASH-SETL EXER SETL PX ON CLOSE Option (Equity & Index) 996P0N9FN9 3,581 300 CALL sole 0 CALL 4SPX12 06/12/07 1013.700 CBOE FLEX OPTION ON SPX BASE W/O-DIV EURO-EXCD CASH-SETL EXER SETL PX ON CLOSE Option (Equity & Index) 996QMW9FC3 2,007 150 CALL sole 0 CALL 4SPX12 06/12/07 1091.400 CBOE FLEX OPTION ON SPX BASE W/O-DIV EURO-EXCD CASH-SETL EXER SETL PX ON CLOSE Option (Equity & Index) 996Q4Z9FU6 1,996 200 CALL sole 0 CALL 4SPX13 02/13/06 1117.900 CBOE FLEX OPTION ON SPX BASE W/O-DIV EURO-EXCD CASH-SETL EXER SETL PX ON CLOSE Option (Equity & Index) 996D3A9BE0 1,338 225 CALL sole 0 CALL 4SPX14 06/14/05 1090.000 CBOE FLEX OPTION ON SPX BASE W/O-DIV EURO-EXCD CASH-SETL EXER SETL PX ON CLOSE Option (Equity & Index) 997QH59FL7 1,046 200 CALL sole 0 CALL 4SPX16 04/16/07 1120.000 CBOE FLEX OPTION ON SPX BASE W/O-DIV EURO-EXCD PHYS-SETL EXER SETL PX ON CLOSE Option (Equity & Index) 996KKA9DB1 1,117 130 CALL sole 0 CALL 4SPX26 01/26/05 1215.000 CBOE FLEX OPTION ON SPX BASE W/O-DIV EURO-EXCD CASH-SETL EXER SETL PX ON CLOSE Option (Equity & Index) 996CBW9AL7 499 350 CALL sole 0 CALL 4SPX27 09/27/04 1006.200 CBOE FLEX OPTION ON SPX BASE W/O-DIV EURO-EXCD CASH-SETL EXER SETL PX ON CLOSE Option (Equity & Index) 995ZY49IH7 1,588 250 CALL sole 0 CALL AAO AI 01/17/04 0045.000 Option (Equity & Index) 7479929AI5 207 2,300 CALL sole 0 CALL AAQ AC 01/17/04 0015.000 Option (Equity & Index) 0378339AC0 475 1,000 CALL sole 0 CALL AAQ GC 07/19/03 0015.000 Option (Equity & Index) 0378339GC7 410 1,000 CALL sole 0 CALL AAW AH 01/17/04 0040.000 Option (Equity & Index) 7479949AH1 389 1,850 CALL sole 0 CALL ABX AC 01/17/04 0015.000 Option (Equity & Index) 0679019AC8 1,050 3,000 CALL sole 0 CALL AEP AE 01/17/04 0025.000 Option (Equity & Index) 0255379AE1 270 500 CALL sole 0 CALL AMQ AJ 01/17/04 0050.000 Option (Equity & Index) 0311629AJ0 653 375 CALL sole 0 CALL ANQ AC 01/17/04 0015.000 Option (Equity & Index) 0382229AC5 468 1,750 CALL sole 0 CALL AOL AD 01/17/04 0020.000 Option (Equity & Index) 00184A9AD5 203 4,050 CALL sole 0 CALL AOL AW 01/17/04 0017.500 Option (Equity & Index) 00184A9AW5 394 3,500 CALL sole 0 CALL AXP AH 01/17/04 0040.000 Option (Equity & Index) 0258169AH9 592 1,300 CALL sole 0 CALL BAC AN 01/17/04 0070.000 Option (Equity & Index) 0605059AN4 530 500 CALL sole 0 CALL BAC AP 01/17/04 0080.000 Option (Equity & Index) 0605059AP4 286 714 CALL sole 0 CALL BAC GO 07/19/03 0075.000 Option (Equity & Index) 0605059GO1 495 1,100 CALL sole 0 CALL BAC HN 08/16/03 0070.000 Option (Equity & Index) 0605059HN9 417 439 CALL sole 0 CALL BBH AA 01/17/04 0105.000 Option (Equity & Index) 09067D9AA2 591 250 CALL sole 0 CALL BBH AC 01/17/04 0115.000 Option (Equity & Index) 09067D9AC2 588 350 CALL sole 0 CALL BSC GM 07/19/03 0065.000 Option (Equity & Index) 0739029GM5 258 340 CALL sole 0 CALL CVX IM 09/20/03 0065.000 Option (Equity & Index) 1667649IM3 344 450 CALL sole 0 CALL CYQ JC 10/18/03 0015.000 Option (Equity & Index) 17275R9JC3 500 2,000 CALL sole 0 CALL DFJ AA 01/17/04 0005.000 Option (Equity & Index) 2939919AA5 69 13,714 CALL sole 0 CALL DFJ AC 01/17/04 0015.000 Option (Equity & Index) 2939919AC5 100 20,000 CALL sole 0 CALL DLQ AE 01/17/04 0025.000 Option (Equity & Index) 2470259AE9 1,530 2,000 CALL sole 0 CALL DLQ AF 01/17/04 0030.000 Option (Equity & Index) 2470259AF9 201 503 CALL sole 0 CALL DLQ AY 01/17/04 0027.500 Option (Equity & Index) 2470259AY9 1,808 3,200 CALL sole 0 CALL DLQ AZ 01/17/04 0032.500 Option (Equity & Index) 2470259AZ9 795 3,000 CALL sole 0 CALL ELH AL 01/17/04 0060.000 PKG Option (Equity & Index) 5269909AL6 528 250 CALL sole 0 CALL GDT AG 01/17/04 0035.000 Option (Equity & Index) 4016989AG5 1,188 1,110 CALL sole 0 CALL GSF AE 01/17/04 0025.000 Option (Equity & Index) G3930E9AE1 287 1,550 CALL sole 0 CALL HD AG 01/17/04 0035.000 Option (Equity & Index) 4370769AG2 456 2,050 CALL sole 0 CALL HHY AD 01/17/04 0020.000 Option (Equity & Index) 4289979AD0 633 2,200 CALL sole 0 CALL HHY AW 01/17/04 0017.500 Option (Equity & Index) 4289979AW0 291 625 CALL sole 0 CALL IBM AQ 01/17/04 0085.000 Option (Equity & Index) 4592009AQ1 504 900 CALL sole 0 CALL IQU AH 01/17/04 0040.000 Option (Equity & Index) 4612029AH3 815 1,000 CALL sole 0 CALL KO AH 01/17/04 0040.000 Option (Equity & Index) 1912169AH0 218 300 CALL sole 0 CALL KO AJ 01/17/04 0050.000 Option (Equity & Index) 1912169AJ0 278 2,000 CALL sole 0 CALL LBM AE 01/17/04 0025.000 Option (Equity & Index) 1101239AE6 249 792 CALL sole 0 CALL LJP AH 01/17/04 0040.000 Option (Equity & Index) 61688J9AH9 329 4,250 CALL sole 0 CALL LJP AY 01/17/04 0027.500 Option (Equity & Index) 61688J9AY9 511 700 CALL sole 0 CALL LPE AB 01/17/04 0032.500 Option (Equity & Index) 7170839AB9 406 1,229 CALL sole 0 CALL LRV AH 01/17/04 0040.000 Option (Equity & Index) 1729689AH9 248 500 CALL sole 0 CALL LUH AG 01/17/04 0035.000 Option (Equity & Index) 9105829AG5 1,605 1,000 CALL sole 0 CALL LWS AB 01/17/04 0010.000 Option (Equity & Index) 8089129AB9 512 3,530 CALL sole 0 CALL LWT AJ 01/17/04 0050.000 Option (Equity & Index) 9309029AJ1 320 500 CALL sole 0 CALL LWT AL 01/17/04 0060.000 Option (Equity & Index) 9309029AL1 218 1,500 CALL sole 0 CALL MER AH 01/17/04 0040.000 Option (Equity & Index) 5901889AH8 1,069 1,250 CALL sole 0 CALL MER AI 01/17/04 0045.000 Option (Equity & Index) 5901889AI8 478 928 CALL sole 0 CALL MRK AK 01/17/04 0055.000 Option (Equity & Index) 5893319AK7 380 500 CALL sole 0 CALL MRK AL 01/17/04 0060.000 Option (Equity & Index) 5893319AL7 890 2,000 CALL sole 0 CALL MRK GL 07/19/03 0060.000 Option (Equity & Index) 5893319GL4 240 1,500 CALL sole 0 CALL NKE AJ 01/17/04 0050.000 Option (Equity & Index) 6541069AJ3 1,586 2,350 CALL sole 0 CALL NKE JJ 10/18/03 0050.000 Option (Equity & Index) 6541069JJ4 565 1,000 CALL sole 0 CALL NOK AC 01/17/04 0015.000 Option (Equity & Index) 6549029AC5 405 1,500 CALL sole 0 CALL NQ AX 01/17/04 0022.500 Option (Equity & Index) 4589969AX5 480 3,000 CALL sole 0 CALL NQ GW 07/19/03 0017.500 Option (Equity & Index) 4589969GW2 660 2,000 CALL sole 0 CALL PEP AI 01/17/04 0045.000 Option (Equity & Index) 7134489AI8 245 900 CALL sole 0 CALL PEP GH 07/19/03 0040.000 Option (Equity & Index) 7134489GH5 214 470 CALL sole 0 CALL PG AR 01/17/04 0090.000 Option (Equity & Index) 7427189AR9 827 1,901 CALL sole 0 CALL QLC AG 01/17/04 0035.000 Option (Equity & Index) 7472779AG1 459 300 CALL sole 0 CALL QXB AG 01/17/04 0035.000 Option (Equity & Index) 2786429AG3 4,610 670 CALL sole 0 CALL S AG 01/17/04 0035.000 Option (Equity & Index) 8123879AG8 325 1,000 CALL sole 0 CALL S GF 07/19/03 0030.000 Option (Equity & Index) 8123879GF5 395 1,000 CALL sole 0 CALL S GX 07/19/03 0022.500 Option (Equity & Index) 8123879GX5 966 866 CALL sole 0 CALL SPX IO 09/20/03 0875.000 Option (Equity & Index) 7837869IO9 55,718 5,200 CALL sole 0 CALL SQX AE 01/17/04 0025.000 Option (Equity & Index) 8552449AE9 528 2,400 CALL sole 0 CALL SXB IP 09/20/03 0980.000 Option (Equity & Index) 12483B9IP9 337 110 CALL sole 0 CALL SXB LJ 12/20/03 0950.000 Option (Equity & Index) 12483B9LJ2 1,249 200 CALL sole 0 CALL SXB LO 12/20/03 0975.000 Option (Equity & Index) 12483B9LO2 2,889 600 CALL sole 0 CALL TGT AH 01/17/04 0040.000 Option (Equity & Index) 87612E9AH6 325 1,300 CALL sole 0 CALL UPS AL 01/17/04 0060.000 Option (Equity & Index) 9113129AL6 260 500 CALL sole 0 CALL WFC AJ 01/17/04 0050.000 Option (Equity & Index) 9497469AJ1 310 1,000 CALL sole 0 CALL WIB AR 01/21/06 0090.000 Option (Equity & Index) 4599999AR8 1,210 1,000 CALL sole 0 CALL WM AF 01/17/04 0030.000 Option (Equity & Index) 9393229AF3 578 500 CALL sole 0 CALL WMF AG 01/21/06 0035.000 Option (Equity & Index) 5949989AG6 495 2,000 CALL sole 0 CALL XOM GG 07/19/03 0035.000 Option (Equity & Index) 30231G9GG9 240 2,000 CALL sole 0 CALL YAA AL 01/17/04 0060.000 Option (Equity & Index) 0349979AL6 285 300 CALL sole 0 CALL YAA GK 07/19/03 0055.000 Option (Equity & Index) 0349979GK3 1,100 1,000 CALL sole 0 CALL YAA GL 07/19/03 0060.000 Option (Equity & Index) 0349979GL3 819 1,321 CALL sole 0 CALL YHQ AE 01/17/04 0025.000 Option (Equity & Index) 9843329AE6 468 500 CALL sole 0 CALL YHQ AF 01/17/04 0030.000 Option (Equity & Index) 9843329AF6 535 892 CALL sole 0 CALL ZAA AC 01/22/05 0015.000 Option (Equity & Index) 0378359AC5 1,798 3,100 CALL sole 0 CALL ZAA AD 01/22/05 0020.000 Option (Equity & Index) 0378359AD5 238 755 CALL sole 0 CALL ZAA AE 01/22/05 0025.000 Option (Equity & Index) 0378359AE5 518 3,000 CALL sole 0 CALL ZAH AH 01/22/05 0040.000 Option (Equity & Index) 0266129AH1 332 335 CALL sole 0 CALL ZAM AM 01/22/05 0065.000 Option (Equity & Index) 0311639AM8 1,070 1,000 CALL sole 0 CALL ZAN AC 01/22/05 0015.000 Option (Equity & Index) 02364M9AC7 863 2,500 CALL sole 0 CALL ZAN AD 01/22/05 0020.000 Option (Equity & Index) 02364M9AD7 229 1,500 CALL sole 0 CALL ZAN AV 01/22/05 0012.500 Option (Equity & Index) 02364M9AV7 490 1,000 CALL sole 0 CALL ZAN AW 01/22/05 0017.500 Option (Equity & Index) 02364M9AW7 690 3,000 CALL sole 0 CALL ZCH AN 01/22/05 0070.000 Option (Equity & Index) 16675E9AN9 1,606 2,200 CALL sole 0 CALL ZDE AG 01/22/05 0035.000 Option (Equity & Index) 2469069AG1 1,500 4,000 CALL sole 0 CALL ZDO AF 01/22/05 0030.000 Option (Equity & Index) 26054H9AF2 259 595 CALL sole 0 CALL ZDS AD 01/22/05 0020.000 Option (Equity & Index) 25469G9AD5 974 2,906 CALL sole 0 CALL ZEM AH 01/22/05 0040.000 Option (Equity & Index) 59018X9AH3 543 500 CALL sole 0 CALL ZEM AJ 01/22/05 0050.000 Option (Equity & Index) 59018X9AJ3 989 1,750 CALL sole 0 CALL ZGY AO 01/22/05 0012.500 Option (Equity & Index) 5951169AO4 681 2,270 CALL sole 0 CALL ZHP AD 01/22/05 0020.000 Option (Equity & Index) 42823T9AD3 420 1,000 CALL sole 0 CALL ZJP AF 01/22/05 0030.000 Option (Equity & Index) 61688K9AF6 990 1,500 CALL sole 0 CALL ZJP AG 01/22/05 0035.000 Option (Equity & Index) 61688K9AG6 200 500 CALL sole 0 CALL ZKK AB 01/22/05 0010.000 Option (Equity & Index) 5009189AB7 2,182 3,010 CALL sole 0 CALL ZLU AI 01/22/05 0045.000 Option (Equity & Index) 7479309AI5 825 2,500 CALL sole 0 CALL ZMF AG 01/22/05 0035.000 Option (Equity & Index) 5939959AG3 879 6,390 CALL sole 0 CALL ZOK AC 01/22/05 0015.000 Option (Equity & Index) 6549139AC2 2,508 6,431 CALL sole 0 CALL ZOK AD 01/22/05 0020.000 Option (Equity & Index) 6549139AD2 495 2,750 CALL sole 0 CALL ZOR AV 01/22/05 0012.500 Option (Equity & Index) 6839649AV0 880 4,000 CALL sole 0 CALL ZPA AC 01/22/05 0015.000 Option (Equity & Index) 9019189AC2 420 750 CALL sole 0 CALL ZPE AG 01/22/05 0035.000 Option (Equity & Index) 7170849AG7 740 2,000 CALL sole 0 CALL ZRV AG 01/22/05 0035.000 Option (Equity & Index) 8939269AG5 615 600 CALL sole 0 CALL ZSX AH 01/22/05 0040.000 Option (Equity & Index) 1011399AH3 1,800 750 CALL sole 0 CALL ZTO AF 01/22/05 0030.000 Option (Equity & Index) 8169959AF4 328 650 CALL sole 0 CALL ZTO AG 01/22/05 0035.000 Option (Equity & Index) 8169959AG4 925 2,845 CALL sole 0 CALL ZVM AI 01/22/05 0045.000 Option (Equity & Index) 92552M9AI0 360 514 CALL sole 0 CALL ZWD AH 01/22/05 0040.000 Option (Equity & Index) 6169329AH9 321 375 CALL sole 0 CALL ZWE AD 01/22/05 0020.000 Option (Equity & Index) 0239899AD6 2,063 1,100 CALL sole 0 CALL ZWT AL 01/22/05 0060.000 Option (Equity & Index) 9311449AL9 298 700 CALL sole 0 CALL ZXO AG 01/22/05 0035.000 Option (Equity & Index) 30229G9AG6 480 1,142 CALL sole 0 CALL ZXP AF 01/22/05 0030.000 Option (Equity & Index) 02581K9AF8 1,375 1,000 CALL sole 0 CALL ZXR AV 01/22/05 0012.500 Option (Equity & Index) 9839219AV7 655 4,225 CALL sole 0 CALL ZYH AE 01/22/05 0025.000 Option (Equity & Index) 9839689AE8 790 650 CALL sole 0 CALL ZZG AG 01/22/05 0035.000 Option (Equity & Index) 3759129AG2 495 2,000 CALL sole 0 CALL ZZW AH 01/22/05 0040.000 Option (Equity & Index) 8069059AH5 558 500 CALL sole 0 CALLAWAY GOLF CO Stock 1311931004 300 22,710 SH sole 22,710 CALPINE CORP Stock 1313471006 601 91,078 SH sole 91,078 CAMDEN PROPERTY TRUST SBI Stock 1331311002 1,226 35,081 SH sole 35,081 CAMPBELL RESOURCES INC Stock 1344226009 6 19,660 SH sole 19,660 CANON INC SPON ADR Stock 1380063009 224 4,900 SH sole 4,900 CAPATEAD MORTGAGE CORP-NEW Stock 14067E5006 264 23,400 SH sole 23,400 CAPITAL AUTOMOTIVE REIT Stock 1397331009 1,302 46,532 SH sole 46,532 CAPITAL ONE FINANCIAL CORP Stock 14040H1005 3,875 78,797 SH sole 78,797 CAPITOL FEDERAL FINANCIAL Stock 14057C1006 2,333 82,992 SH sole 82,992 CARDINAL BANKSHARES CORP Stock 1414781007 2,462 120,986 SH sole 120,986 CARDINAL HEALTH INC Stock 14149Y1008 1,523 23,688 SH sole 23,688 CARLISLE COMPANIES INC Stock 1423391000 1,274 30,211 SH sole 30,211 CARNIVAL CORPORATION PAIRED STOCK Stock 1436583000 2,453 75,444 SH sole 75,444 CARRAMERICA REALTY CORP -NEW Stock 1444181000 1,064 38,275 SH sole 38,275 CASCADE NAT GAS CORP Stock 1473391005 404 21,150 SH sole 21,150 CASH AMERICA INTERNATIONAL INC Stock 14754D1000 337 25,500 SH sole 25,500 CASTLE ENERGY CORP-NEW Stock 1484493009 234 48,350 SH sole 48,350 CATALINA MARKETING CORP Stock 1488671004 2,083 118,006 SH sole 118,006 CATAYTICA ENERGY SYSTEMS Stock 1488841009 54 19,970 SH sole 19,970 CATERPILLAR INC Stock 1491231001 1,386 24,895 SH sole 24,895 CATO CORP CLASS A Stock 1492051006 282 13,400 SH sole 13,400 CATTLESALE CO Stock 1494791007 6 45,867 SH sole 45,867 CBL & ASSOCIATES PROPERTIES Stock 1248301000 3,229 75,099 SH sole 75,099 CELERITEK INC Stock 1509261003 122 16,644 SH sole 16,644 CENARGO INTL PLC 1ST MORTAGE 9.750% 06/15/2008 Bond 151295AB08 3,567 6,150,000 PRN sole 6,150,000 CENDANT CORP Stock 1513131003 2,247 122,630 SH sole 122,630 CENTERPOINT ENERGY INC Stock 15189T1007 401 49,192 SH sole 49,192 CENTERPULSE LTD SPON ADR Stock 1520051004 1,126 41,700 SH sole 41,700 CENTEX CORP Stock 1523121004 5,716 73,476 SH sole 73,476 CENTRAL EURO MEDIA ENTERPRISE CL A NEW Stock G200452002 2,548 113,254 SH sole 113,254 CENTRAL GARDEN & PET CO Stock 1535271006 226 9,463 SH sole 9,463 CENTRAL SIERRA BANK SAN AND Stock 15517A1001 536 21,900 SH sole 21,900 CEPHALON INC Stock 1567081009 2,938 71,378 SH sole 71,378 CERTEGY INC Stock 1568801006 1,999 72,025 SH sole 72,025 CHARLES SCHWAB CORP-NEW Stock 8085131005 1,573 155,943 SH sole 155,943 CHARTER ONE FINANCIAL INC Stock 1609031000 3,902 125,160 SH sole 125,160 CHATEAU COMMUNITIES INC Stock 1617261004 6,114 206,616 SH sole 206,616 CHEESECAKE FACTORY INC Stock 1630721001 572 15,937 SH sole 15,937 CHESAPEAKE UTILITIES CORP Stock 1653031008 240 10,600 SH sole 10,600 CHICO'S FAS INC Stock 1686151002 670 31,847 SH sole 31,847 CHINA MOBILE HK LTD SPON ADR REPSTG 5 ORD SHS Stock 16941M1009 626 53,201 SH sole 53,201 CHIQUITA BRANDS INTL INC NEW Stock 1700328009 1,934 133,400 SH sole 133,400 CHIQUITA BRANDS INTL INC WTS EXP 03/20/2009 Stock 1700321104 71 20,000 SH sole 20,000 CHITTENDEN CAP TRUST I CUM PFD 8.00% Stock 1702212004 1,620 60,000 SH sole 60,000 CHITTENDEN CORP Stock 1702281000 1,214 44,384 SH sole 44,384 CHUBB CORP Stock 1712321001 3,792 63,199 SH sole 63,199 CIGNA CORPORATION Stock 1255091009 6,361 135,524 SH sole 135,524 CIGNA INVESTMENT SECS INC MASSACHUSETTS Stock 17179X1006 1,872 107,400 SH sole 107,400 CIMAREX ENERGY CO Stock 1717981001 336 14,131 SH sole 14,131 CINCINNATI FINANCIAL CORP Stock 1720621001 2,228 60,073 SH sole 60,073 CINERGY CORP Stock 1724741008 2,690 73,124 SH sole 73,124 CINTAS CORP Stock 1729081005 5,400 152,382 SH sole 152,382 CISCO SYSTEMS INC Stock 17275R1002 39,333 2,356,701 SH sole 2,356,701 CITIGROUP INC Stock 1729671001 48,979 1,144,362 SH sole 1,144,362 CITIGROUP INC LITIGATION TRCKG WTS EXP 12/31/60 Stock 1729671207 5,507 5,398,540 SH sole 5,398,540 CITIZENS FIRST FINCL CORP Stock 1746231008 976 41,750 SH sole 41,750 CITIZENS SOUTH BANKING CORP NE Stock 1766821002 146 11,000 SH sole 11,000 CITRIX SYSTEMS INC Stock 1773761000 4,213 206,924 SH sole 206,924 CITY HOLDING CO Stock 1778351005 440 15,048 SH sole 15,048 CLAIRES STORES INC Stock 1795841007 325 12,826 SH sole 12,826 CLARCOR INC Stock 1798951007 347 9,000 SH sole 9,000 CLARION COMMERCIAL HOLDINGS IN CL A W/DUE BILLS Stock 18051W1009 22 363,300 SH sole 363,300 CLAYTON HOMES INC Stock 1841901006 1,302 103,733 SH sole 103,733 CLICKACTION INC ESCROW Stock 18681E9900 0 76,500 SH sole 76,500 CNF INC Stock 12612W1004 2,170 85,482 SH sole 85,482 COACHMEN INDS INC Stock 1898731002 233 19,499 SH sole 19,499 COCA COLA CO Stock 1912161000 9,869 212,639 SH sole 212,639 COCA COLA ENTERPRISES INC Stock 1912191004 6,655 366,680 SH sole 366,680 COGNEX CORP Stock 1924221003 677 30,290 SH sole 30,290 COGNIZANT TECH SOLUTIONS CORP Stock 1924461002 363 14,900 SH sole 14,900 COHU INC Stock 1925761006 1,079 69,140 SH sole 69,140 COINSTAR INC Stock 19259P3000 413 21,907 SH sole 21,907 COLGATE PALMOLIVE CO Stock 1941621003 414 7,138 SH sole 7,138 COLONIAL BANCGROUP INC Stock 1954933009 777 56,000 SH sole 56,000 COLONIAL INTERMARKET INCOME TRUST 1 SBI Stock 1957621009 222 24,900 SH sole 24,900 COLONIAL PROPERTIES TRUST COM SBI Stock 1958721006 874 24,827 SH sole 24,827 COLORADO MEDTECH INC Stock 19652U1004 485 103,244 SH sole 103,244 COMCAST CORP NEW CL A PA Stock 20030N1001 12,368 409,814 SH sole 409,814 COMCAST CORP NEW CL A SPL PA Stock 20030N2000 6,979 242,089 SH sole 242,089 COMDISCO HLDGS CO CONTINGT RTS RTS EXP 10/15/2002 Stock 2003341108 32 100,000 SH sole 100,000 COMMERCE BANCORP INC-N J Stock 2005191006 7,064 190,397 SH sole 190,397 COMMERCE GROUP INC-MASS Stock 2006411008 255 7,051 SH sole 7,051 COMMERCESOUTH INC Stock 2008581008 1,181 48,100 SH sole 48,100 COMMERCIAL FEDERAL CORP Stock 2016471004 965 45,500 SH sole 45,500 COMMONWEALTH TEL ENTERPRISES Stock 2033491005 1,088 24,755 SH sole 24,755 COMMSCOPE INC Stock 2033721007 111 11,672 SH sole 11,672 COMMUNITY HEALTH SYS INC NEW Stock 2036681008 322 16,715 SH sole 16,715 COMPASS BANCSHARES UNC Stock 20449H1009 1,200 34,343 SH sole 34,343 COMPUTER ASSOCIATES INTL INC Stock 2049121009 5,266 236,336 SH sole 236,336 COMPUTER HORIZONS CORP Stock 2059081006 1,491 328,465 SH sole 328,465 COMPUTER MOTION INC Stock 2052531007 1,185 305,380 SH sole 305,380 COMPUTER SCIENCES CORP Stock 2053631004 4,805 126,052 SH sole 126,052 COMVERSE TECHNOLOGY INC-NEW Stock 2058624002 1,616 107,495 SH sole 107,495 CONAGRA FOODS INC Stock 2058871002 3,216 136,268 SH sole 136,268 CONCORD EFS INC Stock 2061971005 14,375 976,529 SH sole 976,529 CONNETICS CORP Stock 2081921004 767 51,227 SH sole 51,227 CONSECO STRATEGIC INCOME Stock 20847A1002 314 30,900 SH sole 30,900 CONSTELLATION ENERGY GROUP INC Stock 2103711000 1,260 36,722 SH sole 36,722 CONTINENTAL AIRLINES INC CLASS B Stock 2107953008 181 12,117 SH sole 12,117 CONTINENTAL AIRLINES INC PASS THRU CERTS 8.388% NOV 01 2020 Bond 210805DA02 7,471 10,000,000 PRN sole 10,000,000 CONTINENTAL GLOBAL GROUP SENIOR NOTES 11% APR 01 2007 Bond 21144YAC02 2,685 6,000,000 PRN sole 6,000,000 CONVERGYS CORPORATION Stock 2124851006 901 56,338 SH sole 56,338 CONXUS COMMUNICATIONS INC CONV SR SUB NOTES 144A ADJ% MAY 15 2001 Bond 212876AA04 0 250,000 PRN sole 250,000 COOPER CAMERON CORP Stock 2166401002 3,441 68,307 SH sole 68,307 COOPER INDUSTRIES INC CL A BERMUDA Stock G241821000 466 11,277 SH sole 11,277 COPART INC Stock 2172041006 257 27,221 SH sole 27,221 COREL CORP Stock 21868Q1009 326 316,127 SH sole 316,127 CORIXA CORP Stock 21887F1000 105 13,531 SH sole 13,531 CORN PRODUCTS INTL INC Stock 2190231008 1,232 41,034 SH sole 41,034 CORPORATE HIGH YIELD FUND V Stock 2199311002 671 44,717 SH sole 44,717 CORRECTIONS CORP OF AMERICA CUM CONV PFD SER B Stock 22025Y3008 475 18,643 SH sole 18,643 CORVAS INTERNATIONAL INC Stock 2210051001 2,786 1,031,868 SH sole 1,031,868 COSTCO WHOLESALE CORP Stock 22160K1005 5,053 138,064 SH sole 138,064 COUNTRYWIDE FINANCIAL CORP Stock 2223721004 11,631 167,188 SH sole 167,188 COVANCE INC Stock 2228161000 1,029 56,840 SH sole 56,840 COVEST BANCSHARES INC Stock 2230321003 3,990 161,206 SH sole 161,206 COX COMMUNICATIONS INC CLASS A Stock 2240441007 2,931 91,868 SH sole 91,868 COX RADIO INC CL A Stock 2240511002 784 33,915 SH sole 33,915 CREATIVE TECH LTD -ORD Stock Y1775U1007 172 21,688 SH sole 21,688 CREDENCE SYTEMS CORP Stock 2253021008 137 16,156 SH sole 16,156 CREDIT SUISSE GROUP ADR Stock 2254011008 608 23,100 SH sole 23,100 CREE INC Stock 2254471001 3,046 187,071 SH sole 187,071 CRESCENT OPERATING INC Stock 22575M1000 132 550,000 SH sole 550,000 CRESUD S A C I F Y A SPONSORED ADR Stock 2264061006 194 21,612 SH sole 21,612 CRESUD SA COMERCIAL INDL FIN UNIT $1 PRIN NT CONV & 1 WT 8% NOV 14 2007 Bond 226406AB02 1,826 1,825,659 PRN sole 1,825,659 CRIIMI MAE INC NEW Stock 2266035004 4,601 420,200 SH sole 420,200 CROWN CASTLE INTL CORP Stock 2282271004 784 100,903 SH sole 100,903 CROWN HOLDINGS INC Stock 2283681006 537 75,242 SH sole 75,242 CRYPTOLOGIC INC Stock 2289061003 508 67,900 SH sole 67,900 CSB FINL CORP NJ COM Stock 12629D1007 2,620 94,400 SH sole 94,400 CSX CORP Stock 1264081003 1,060 35,230 SH sole 35,230 CUBIST PHARMACEUTICALS INC Stock 2296781007 184 17,237 SH sole 17,237 CULLEN FROST BANKERS INC Stock 2298991009 1,346 41,932 SH sole 41,932 CUMMINS INC Stock 2310211006 2,503 69,741 SH sole 69,741 CUNO INCORPORATED Stock 1265831003 575 15,913 SH sole 15,913 CVB FINANCIAL CORP Stock 1266001005 294 15,064 SH sole 15,064 CVS CORP Stock 1266501000 2,187 78,029 SH sole 78,029 CYSIVE INC Stock 23281T1008 428 133,300 SH sole 133,300 CYTEC INDUSTRIES INC Stock 2328201000 236 6,995 SH sole 6,995 CYTYC CORP Stock 2329461003 1,199 114,010 SH sole 114,010 D R HORTON INC Stock 23331A1009 3,339 118,818 SH sole 118,818 DANAHER CORP Stock 2358511002 5,352 78,651 SH sole 78,651 DARLING INTERNATIONAL INC Stock 2372661001 1,498 624,200 SH sole 624,200 DATASCOPE CORP Stock 2381131004 554 18,767 SH sole 18,767 DE LUXE CORP Stock 2480191001 2,231 49,793 SH sole 49,793 DEAN FOODS COMPANY-NEW Stock 2423701004 4,305 136,661 SH sole 136,661 DEERE & COMPANY Stock 2441991005 4,887 106,947 SH sole 106,947 DEL MONTE FOODS CO Stock 24522P1003 222 25,139 SH sole 25,139 DELTA AIR LINES INC Stock 2473611008 1,133 77,172 SH sole 77,172 DENDRITE INTERNATIONAL INC Stock 2482391005 140 10,854 SH sole 10,854 DENNYS CORP Stock 24869P1004 68 97,900 SH sole 97,900 DEUTSCHE BANK AG -REG Stock D181908908 1,385 21,500 SH sole 21,500 DEVON ENERGY CORP NEW Stock 25179M1003 806 15,092 SH sole 15,092 DEVRY INC (DEL) Stock 2518931003 2,962 127,195 SH sole 127,195 DIACRIN INC Stock 25243N1003 613 222,735 SH sole 222,735 DIAGNOSTIC PRODUCTS CORP Stock 2524501001 643 15,676 SH sole 15,676 DIAL CORP-NEW Stock 25247D1001 2,874 147,766 SH sole 147,766 DIAMOND OFFSHORE DRILLING INC Stock 25271C1002 1,096 52,200 SH sole 52,200 DIAMONDS TRUST SERIES I Stock 2527871006 1,731 19,253 SH sole 19,253 DIGITAL INSIGHT CORP Stock 25385P1006 637 33,416 SH sole 33,416 DILLIARDS INC CLASS A-NEW Stock 2540671001 1,301 96,549 SH sole 96,549 DIME BANCORP INC LITIGATION WT EXP 11/22/05 Stock 25429Q1100 1,863 12,422,671 SH sole 12,422,671 DIMON INC Stock 2543941009 122 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sole 5,201 SMITH A O CORP Stock 8318652009 253 9,000 SH sole 9,000 SMITH INTL INC Stock 8321101000 2,099 57,126 SH sole 57,126 SMURFIT-STONE CONTAINER CORP Stock 8327271001 1,716 131,668 SH sole 131,668 SNNOVATIVE MATERIAL INC CL A Stock 45767K1003 0 60,000 SH sole 60,000 SOHU COM INC Stock 83408W1003 1,396 40,863 SH sole 40,863 SOLAGRAM LTD AUD PAR Stock Q8569N1007 0 11,085 SH sole 11,085 SOLECTRON CORP Stock 8341821007 122 32,742 SH sole 32,742 SOLUTIA INC Stock 8343761005 48 22,154 SH sole 22,154 SONIC CORP Stock 8354511005 1,784 70,145 SH sole 70,145 SONICWALL INC Stock 8354701005 61 12,771 SH sole 12,771 SOTHEBYS HOLDINGS INC CLASS A LTD VTG Stock 8358981007 240 32,289 SH sole 32,289 SOUND FEDERAL BANCORP INC Stock 83607V1004 815 60,000 SH sole 60,000 SOUTH FINANCIAL GROUP INC Stock 8378411005 447 19,156 SH sole 19,156 SOUTHERN UNION CO-NEW Stock 8440301006 4,364 257,600 SH sole 257,600 SOUTHRUST CORP Stock 8447301001 9,161 336,804 SH sole 336,804 SOUTHWEST AIRLINES CO Stock 8447411008 3,985 231,667 SH sole 231,667 SOUTHWEST BANCORP OF TEXAS Stock 84476R1009 2,750 84,599 SH sole 84,599 SOVEREIGN BANCORP INC Stock 8459051008 753 48,131 SH sole 48,131 SPHINX INTERNATIONAL INC Stock 84842Q1008 9 21,430 SH sole 21,430 ST BARBARA MINES ORD-A Stock Q8744Q1008 6 200,000 SH sole 200,000 ST FRANCIS CAPITAL CORP Stock 7893741005 1,831 63,000 SH sole 63,000 ST JUDE MEDICAL INC Stock 7908491003 7,703 133,959 SH sole 133,959 ST MARY LAND & EXPLORATION CO Stock 7922281008 709 25,988 SH sole 25,988 STANCORP FINANCIAL GROUP INC Stock 8528911000 456 8,731 SH sole 8,731 STANDARD PACIFIC CORP Stock 85375C1001 1,991 60,051 SH sole 60,051 STAPLES INC Stock 8550301002 9,884 538,623 SH sole 538,623 STATEFED FINL CORP Stock 8575491009 523 45,501 SH sole 45,501 STATION CASINOS INC Stock 8576891003 268 10,633 SH sole 10,633 STERICYCLE INC Stock 8589121008 2,166 56,293 SH sole 56,293 STERIS CORP Stock 8591521000 954 41,327 SH sole 41,327 STEWART INFORMATION SVCS CP Stock 8603721001 259 9,300 SH sole 9,300 STMICROELECTRONICS N.V Stock 8610121002 3,682 177,098 SH sole 177,098 STORAGE NETWORKS INC Stock 86211E1003 18 13,200 SH sole 13,200 STORAGE TECHNOLOGY CORP-NEW Stock 8621112000 1,229 47,757 SH sole 47,757 STRYKER CORPORATION Stock 8636671001 558 8,050 SH sole 8,050 SUBURBAN LODGES AMR INC ESCROW Stock 8644449907 0 37,200 SH sole 37,200 SUN COMMUNITIES INC Stock 8666741004 1,018 25,900 SH sole 25,900 SUN LIFE FINCL SVCS OF CANADA Stock 8667961005 941 45,300 SH sole 45,300 SUN MICROSYSTEMS INC Stock 8668101004 2,407 523,338 SH sole 523,338 SUNCOR INC Stock 8672291006 1,543 82,300 SH sole 82,300 SUNLINK HEALTH SYSTEMS INC Stock 86737U1002 116 48,300 SH sole 48,300 SUNRISE SENIOR LIVING INC Stock 86768K1006 228 10,200 SH sole 10,200 SUNTRUST BANKS INC Stock 8679141003 4,268 71,925 SH sole 71,925 SUPERIOR ENERGY SERVICES INC Stock 8681571008 246 25,900 SH sole 25,900 SUPERIOR FIN CORP DEL Stock 8681611000 5,545 231,040 SH sole 231,040 SUREWEST COMMUNICATIONS Stock 8687331006 248 8,197 SH sole 8,197 SURMODICS INC Stock 8688731000 1,299 42,579 SH sole 42,579 SYBASE INC Stock 8711301000 411 29,551 SH sole 29,551 SYCAMORE NETWORKS INC Stock 8712061008 89 23,152 SH sole 23,152 SYMANTEC CORP Stock 8715031008 1,035 23,604 SH sole 23,604 SYMBOL TECHNOLOGIES INC Stock 8715081007 1,159 89,052 SH sole 89,052 SYSCO CORP Stock 8718291007 3,224 107,310 SH sole 107,310 TARGET CORP Stock 87612E1006 4,116 108,767 SH sole 108,767 TARO PHARMACEUTICAL INDS LTD Stock M8737E1008 321 5,856 SH sole 5,856 TAUBMAN CENTERS INC Stock 8766641003 500 26,100 SH sole 26,100 TCF FINANCIAL CORP Stock 8722751002 1,530 38,409 SH sole 38,409 TCW/DW TERM TRUST 2003 SBI Stock 87234U1008 556 52,500 SH sole 52,500 TECHKNITS INC Stock 8783324002 0 35,000 SH sole 35,000 TECHNITROL INC Stock 8785551001 1,401 93,100 SH sole 93,100 TEKELEC Stock 8791011003 579 51,210 SH sole 51,210 TEKTRONIX INC Stock 8791311000 2,140 99,073 SH sole 99,073 TELECOM HOLDERS TR DEP RECPT Stock 87927P2000 719 26,300 SH sole 26,300 TELECOM ITALIA SPA SPONSORED ADR -REPSTG ORD SH Stock 87927W1006 335 3,700 SH sole 3,700 TELEDYNE TECH INC Stock 8793601005 503 38,406 SH sole 38,406 TELEFONOS DE MEXICO S A DE C V L SH ADR Stock 8794037800 2,215 70,487 SH sole 70,487 TELESP CELULAR PARTICIPACOES S A SPONS ADR 1 ADR REPSTG 2,500 PFD SHS Stock 87952L1008 44 11,200 SH sole 11,200 TELETECH HOLDINGS INC Stock 8799391006 172 40,580 SH sole 40,580 TELLABS INC Stock 8796641000 3,140 477,893 SH sole 477,893 TEMPLE INLAND INC Stock 8798681007 2,526 58,864 SH sole 58,864 TEMPLETON EMERGING MKTS INCOME FUND INC Stock 8801921009 3,102 254,700 SH sole 254,700 TEMPLETON GLOBAL INCOME FD INC Stock 8801981006 2,274 277,600 SH sole 277,600 TENNNESSEE VALLEY AUTHORITY 6.750% SER D PFD Stock 8805913000 632 23,317 SH sole 23,317 TEXAS INSTRUMENTS INC Stock 8825081004 11,717 665,712 SH sole 665,712 TEXAS REGIONAL BANCSHARES INC CL A VTG Stock 8826731006 349 10,049 SH sole 10,049 THAKRAL CORP SINGAPORE EXCHANGE Stock Y873751004 20 330,000 SH sole 330,000 THE DUN & BRADSTREET CORP Stock 26483E1000 722 17,567 SH sole 17,567 THE PEPSI BOTTLING GROUP Stock 7134091000 2,696 134,659 SH sole 134,659 THE UTITLITIES SELECT SECTOR S Stock 81369Y8806 334 15,100 SH sole 15,100 THERASENSE INC Stock 8833811005 104 10,383 SH sole 10,383 THOMAS & BETTS CORP Stock 8843151002 479 33,148 SH sole 33,148 THOMSON CORP Stock 8849031005 676 21,500 SH sole 21,500 THOR INDUSTRIES INC Stock 8851601001 218 5,330 SH sole 5,330 THORATEC CORPORATION Stock 8851753007 641 42,987 SH sole 42,987 THORNBURG MORTGAGE INC Stock 8852181007 1,506 60,990 SH sole 60,990 TIDEWATER INC Stock 8864231002 4,372 148,854 SH sole 148,854 TIER TECHNOLOGIES INC CLASS B Stock 88650Q1000 233 30,054 SH sole 30,054 TIFFANY & CO-NEW Stock 8865471008 2,948 90,223 SH sole 90,223 TIMKEN CO Stock 8873891004 196 11,184 SH sole 11,184 TJX COS INC-NEW Stock 8725401009 4,095 217,376 SH sole 217,376 TOM BROWN INC-NEW Stock 1156602001 1,096 39,443 SH sole 39,443 TOOTSIE ROLL INDS INC Stock 8905161007 476 15,610 SH sole 15,610 TORCHMARK CORP Stock 8910271004 2,165 58,121 SH sole 58,121 TORONTO DOMINION BANK-NEW Stock 8911605009 747 26,900 SH sole 26,900 TOTAL SYSTEMS SERVICES INC Stock 8919061009 572 25,666 SH sole 25,666 TOYOTA MOTOR CORPORATION- ADR 2 COMMON Stock 8923313007 296 5,708 SH sole 5,708 TOYS R US Stock 8923351000 999 82,419 SH sole 82,419 TRANSACTION SYSTEMS ARCHITECTS INC-CLASS A Stock 8934161007 185 20,601 SH sole 20,601 TRANSATLANTIC HOLDINGS INC Stock 8935211004 463 6,700 SH sole 6,700 TRANSFINANCIAL HLDGS INC Stock 89365P1006 3 51,000 SH sole 51,000 TRANSOCEAN INC Stock G900781009 5,930 269,913 SH sole 269,913 TRAVELERS PROP CASUALT B Stock 89420G4006 6,902 437,688 SH sole 437,688 TREX CO INC Stock 89531P1005 376 9,573 SH sole 9,573 TRIAD GUARANTY INC Stock 8959251005 423 11,141 SH sole 11,141 TRIBUNE CO-NEW Stock 8960471007 5,206 107,795 SH sole 107,795 TRIMERIS INC Stock 8962631000 458 10,024 SH sole 10,024 TRITON NETWORK SYSTEMS INC Stock 8967751003 1,914 3,480,000 SH sole 3,480,000 TRIUMPH GROUP INC Stock 8968181001 390 13,850 SH sole 13,850 TRIZEC CANADA INC Stock 8968741004 1,779 169,600 SH sole 169,600 TRUMP HOTELS & CASINOS RESORTS Stock 8981681009 194 99,400 SH sole 99,400 TULARIK INC Stock 8991651004 338 33,983 SH sole 33,983 TYCO INTERNATIONAL LTD -NEW- Stock 9021241006 9,001 474,215 SH sole 474,215 TYLER TECHNOLOGIES INC Stock 9022521005 61 14,300 SH sole 14,300 U.S. BANCORP NEW Stock 9029733004 1,831 74,743 SH sole 74,743 U.S. RESTAURANTS PPTYS INC Stock 9029711000 393 25,001 SH sole 25,001 ULTIMATE ELECTRONICS INC Stock 9038491007 144 11,196 SH sole 11,196 UMPQUA HOLDINGS CORP Stock 9042141003 315 16,566 SH sole 16,566 UNIFI INC Stock 9046771001 120 19,298 SH sole 19,298 UNILEVER PLC NEW SPONS ADR Stock 9047677004 815 25,401 SH sole 25,401 UNION ACCEPTANCE CORPORATION Stock 9048321002 136 452,600 SH sole 452,600 UNION BANKSHARES CAP TRUST I 9.00% PFD Stock 9053962006 226 29,100 SH sole 29,100 UNION PACIFIC CORPORATION Stock 9078181008 8,802 151,713 SH sole 151,713 UNISOURCE ENERGY CORP (HOLDING COMPANY) Stock 9092051006 1,724 91,700 SH sole 91,700 UNITED AUTO GROUP INC Stock 9094401009 1,274 58,484 SH sole 58,484 UNITED BANKSHARES INC WEST VIRGINIA Stock 9099071007 233 8,143 SH sole 8,143 UNITED CAPITAL CORP Stock 9099121007 331 9,500 SH sole 9,500 UNITEDHEALTH GROUP INC Stock 91324P1002 1,689 33,605 SH sole 33,605 UNITRIN INC Stock 9132751003 217 8,003 SH sole 8,003 UNIVERSAL HEALTH REALTY INCOME TRUST -SBI Stock 91359E1005 1,115 41,301 SH sole 41,301 UNIVERSAL HEALTH SERVICES INC- CL B Stock 9139031000 4,570 115,348 SH sole 115,348 UNOCAL CORP Stock 9152891002 8,307 289,557 SH sole 289,557 UPM KYMMENE CORP SPONS ADR Stock 9154361009 786 54,001 SH sole 54,001 USG CORP Stock 9032934005 692 36,433 SH sole 36,433 UST INC Stock 9029111006 4,180 119,329 SH sole 119,329 V F CORP Stock 9182041008 3,963 116,670 SH sole 116,670 VALASSIS COMMUNICATIONS INC Stock 9188661004 2,017 78,420 SH sole 78,420 VALERO ENERGY CORP-NEW Stock 91913Y1000 5,228 143,912 SH sole 143,912 VALLEY NATIONAL BANCORP Stock 9197941007 1,521 57,720 SH sole 57,720 VALSPAR CORP Stock 9203551004 1,895 44,877 SH sole 44,877 VAN KAMPEN AMERICAN CAPITAL SENIOR INCOME TRUST Stock 9209611009 682 86,600 SH sole 86,600 VAN KAMPEN INCOME TR SH BEN INT Stock 9209571007 1,673 282,200 SH sole 282,200 VAN KAMPEN MERRITT ADVANTAGE PA MUNI INCOME TR SBI Stock 9209371009 358 20,700 SH sole 20,700 VAN KAMPEN MERRITT CALIF VALUE MUN INCOME TR Stock 92112B1007 453 26,800 SH sole 26,800 VAN KAMPEN MERRITT FLA QUALITY MUN TR Stock 9209211003 498 31,500 SH sole 31,500 VAN KAMPEN MERRITT MUNICIPAL INCOME TRUST Stock 9209091008 129 13,400 SH sole 13,400 VAN KAMPEN MERRITT TR INVT GRADE FLA MUNS Stock 9209321000 315 18,000 SH sole 18,000 VAN KAMPEN MERRITT TR INVT GRADE N J MUNS Stock 9209331008 514 28,900 SH sole 28,900 VARIAN INC Stock 9222061007 686 19,790 SH sole 19,790 VARSITY BRANDS INC Stock 92227P1008 252 39,300 SH sole 39,300 VECTOR GROUP LTD Stock 92240M1008 258 14,736 SH sole 14,736 VEECO INSTRUMENTS INC Stock 9224171000 635 37,291 SH sole 37,291 VENTAS INC Stock 92276F1000 336 22,157 SH sole 22,157 VERISIGN INC Stock 92343E1002 1,973 142,661 SH sole 142,661 VERIZON COMMUNICATIONS Stock 92343V1004 21,041 533,353 SH sole 533,353 VESTAUR SECS INC Stock 9254641009 293 21,900 SH sole 21,900 VIACOM INC CLASS A Stock 9255241000 3,161 72,343 SH sole 72,343 VIACOM INC CLASS B Stock 9255243008 27,456 628,854 SH sole 628,854 VIDEO NETWORK COMMUNICATIONS WTS EXP 06/15/2004 Stock 92656N1101 0 943,500 SH sole 943,500 VINTAGE PETROLEUM INC Stock 9274601005 434 38,505 SH sole 38,505 VISHAY INTERTECHNOLOGY INC Stock 9282981008 422 31,953 SH sole 31,953 VISTEON CORP Stock 92839U1007 239 34,741 SH sole 34,741 VISX INC Stock 92844S1005 1,464 84,367 SH sole 84,367 VODAFONE GROUP PLC SPON ADR Stock 92857W1000 4,866 247,650 SH sole 247,650 VULCAN MATERIALS CO Stock 9291601009 444 11,970 SH sole 11,970 W HOLDING CO INC Stock 9292511006 669 39,557 SH sole 39,557 W W GRAINGER INC Stock 3848021004 3,929 84,016 SH sole 84,016 WABTEC Stock 9297401008 1,170 84,101 SH sole 84,101 WACHOVIA CORP Stock 9299031002 17,173 429,743 SH sole 429,743 WAL MART STORES INC Stock 9311421003 42,888 799,099 SH sole 799,099 WALGREEN COMPANY Stock 9314221009 3,739 124,227 SH sole 124,227 WALT DISNEY COMPANY Stock 2546871006 12,542 635,024 SH sole 635,024 WARNACO GROUP INC Stock 9343904002 157 11,700 SH sole 11,700 WASH REAL ESTATE INVT TR SH BEN INT Stock 9396531001 689 25,335 SH sole 25,335 WASTE CONNECTIONS INC Stock 9410531000 1,217 34,720 SH sole 34,720 WATCHGUARD TECHNOLOGIES INC Stock 9411051008 106 23,088 SH sole 23,088 WATSCO INC Stock 9426222000 230 13,899 SH sole 13,899 WATSON PHARMACEUTICALS INC Stock 9426831003 6,485 160,630 SH sole 160,630 WAYNE BANCORP INC OHIO Stock 9442931009 213 7,000 SH sole 7,000 WAYPOINT FINL CORP Stock 9467561003 678 37,598 SH sole 37,598 WCI COMMUNITIES INC Stock 92923C1004 302 15,700 SH sole 15,700 WD-40 CO Stock 9292361007 644 22,548 SH sole 22,548 WEATHERFORD INTL LTD BERMUDA Stock G950891001 1,710 40,802 SH sole 40,802 WEBMETHODS INC Stock 94768C1008 890 109,529 SH sole 109,529 WEBSTER FINANCIAL CORP -WATERBURY CONN Stock 9478901009 1,266 33,500 SH sole 33,500 WEINGARTEN REALTY INVESTORS SBI Stock 9487411003 980 23,400 SH sole 23,400 WEIS MARKETS INC Stock 9488491004 422 13,600 SH sole 13,600 WELLPOINT HEALTH NETWORKS -NEW Stock 94973H1008 7,234 85,813 SH sole 85,813 WELLS FARGO & CO NEW Stock 9497461001 7,761 153,993 SH sole 153,993 WELLSFORD REAL PROPERTIES NEW Stock 9502402000 277 18,000 SH sole 18,000 WENDYS INTERNATIONAL INC Stock 9505901009 6,102 210,640 SH sole 210,640 WERNER ENTERPRISES INC Stock 9507551008 943 44,498 SH sole 44,498 WEST ESSEX BANCORP INC Stock 9526981008 5,142 146,660 SH sole 146,660 WESTAMERICA BANCORPORATION Stock 9570901003 978 22,696 SH sole 22,696 WESTERN DIGITAL CORP Stock 9581021005 4,948 480,423 SH sole 480,423 WESTERN WIRELESS CORP CL A Stock 95988E2004 1,309 113,541 SH sole 113,541 WESTFIELD FINANCIALINC Stock 96008D1001 1,178 62,600 SH sole 62,600 WESTPOINT STEVENS INC SENIOR NOTES 7.875% JUN 15 2005 Bond 961238AG07 2,271 10,565,000 PRN sole 10,565,000 WESTWOOD ONE INC Stock 9618151007 424 12,505 SH sole 12,505 WGL HOLDINGS Stock 92924F1006 2,162 80,969 SH sole 80,969 WHITE MOUNTAINS INS GRP LTD SHS Stock G9618E1007 395 1,000 SH sole 1,000 WHITNEY HOLDING CORP Stock 9666121003 2,262 70,754 SH sole 70,754 WHOLE FOODS MARKET Stock 9668371006 1,567 32,964 SH sole 32,964 WILLIS GROUP HOLDINGS LTD Stock G966551008 4,037 131,300 SH sole 131,300 WILMINGTON TRUST CORP-NEW Stock 9718071002 794 27,066 SH sole 27,066 WILSON GREATBATCH TECH INC Stock 9722321002 321 8,899 SH sole 8,899 WINN DIXIE STORES INC Stock 9742801009 930 75,510 SH sole 75,510 WINTRUST FINL CORP Stock 97650W1008 238 8,032 SH sole 8,032 WISCONSIN ENERGY CORP Stock 9766571006 6,206 214,005 SH sole 214,005 WORLDCOM INC NOTES 144A PRVT PLACMNT 7.375% JAN 15 2003 Bond 98157DAF03 3,540 12,000,000 PRN sole 12,000,000 WORLDCOM INC -WORLDCOM GROUP Stock 98157D1006 7 188,513 SH sole 188,513 WPP GROUP PLC ADR- Stock 9293093000 207 5,156 SH sole 5,156 WT10 06 NATURAL GAS SVCS GROUP INC Stock 63886Q1107 30 27,500 SH sole 27,500 WYETH Stock 9830241000 1,534 33,685 SH sole 33,685 XCEL ENERGY Stock 98389B1000 1,279 85,072 SH sole 85,072 XEROX CORP Stock 9841211003 877 82,810 SH sole 82,810 XILINX CORP Stock 9839191001 4,362 172,339 SH sole 172,339 XL CAPTIAL LTD CL A Stock G982551005 6,402 77,132 SH sole 77,132 XM SATELLITE RADIO HLDGS INC CL A Stock 9837591001 124 11,181 SH sole 11,181 XTO ENERGY INC Stock 98385X1006 3,438 170,936 SH sole 170,936 YANKEE CANDLE CO INC Stock 9847571004 1,360 58,566 SH sole 58,566 YELLOW CORP Stock 9855091008 1,612 69,633 SH sole 69,633 YORK INTERNATIONAL CORP-NEW Stock 9866701007 2,235 95,529 SH sole 95,529 ZIMMER HOLDINGS INC Stock 98956P1002 4,393 97,509 SH sole 97,509 ZIONS BANCORPORATION Stock 9897011007 2,169 42,862 SH sole 42,862 ZWEIG FUND INC Stock 9898341006 470 85,731 SH sole 85,731 Investment Discretion
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