-----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, BbSOwSgQIcUTnq1XyEjCY0pNA33WOlXMSLzkD1TSdOCapXKo9Ry0nRqz/ww8bot/ Ng6ks66IuNDGZwfdo7YGQQ== 0001169232-04-004784.txt : 20040902 0001169232-04-004784.hdr.sgml : 20040902 20040902104700 ACCESSION NUMBER: 0001169232-04-004784 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040902 DATE AS OF CHANGE: 20040902 EFFECTIVENESS DATE: 20040902 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-06317 FILM NUMBER: 041012672 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/A 1 d60643_sc13f-hra.txt AMENDMENT NO. 1 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, 2004 Check here if Amendment |X|; Amendment Number: 1 This Amendment (Check only one.): |X| is a restatement. |_| adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Millennium Partners, L.P. Address: c/o Millennium Management, LLC 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: Terry Feeney Title: COO Phone: 212-841-4100 Signature, Place, and Date of Signing: /s/ Terry Feeney New York 09/01/04 - ----------------------------------- ---------------- -------------------- Report Type (Check only one.): |X| 13F HOLDINGS REPORT. |_| 13F NOTICE. |_| 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Form 13F Information Table Entry Total: Form 13F Information Table Value Total: List of Other Included Managers:
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - --------------------------- ----------- --------- --------- ------- --- ---- ------- -------- ----- ------ -------- 1800FLOWERS.COM Equity 68243Q106 216 26535 SH sole 26535 1ST CONSTITUTION STK Equity 31986N102 1710 54717 SH sole 54717 21ST CENTURY STK Equity 90130N103 669 51680 SH sole 51680 24 7 REAL MEDIA STK Equity 901314203 561 100000 SH sole 100000 3M COMPANY Equity 88579Y101 6823 75801 SH sole 75801 4 KIDS ENTERTAINMENT STK Equity 350865101 233 9750 SH sole 9750 7-ELEVEN STK Equity 817826209 499 27945 SH sole 27945 8X8 STK Equity 282914100 10070 4475650 SH sole 4475650 99 CENTS STORES STK Equity 65440K106 5571 365334 SH sole 365334 AAR STK Equity 000361105 303 26700 SH sole 26700 ABATIX STK Equity 002564102 129 38604 SH sole 38604 ABBOTT LABS STK Equity 002824100 3245 79624 SH sole 79624 ABERCROMBIE STK A Equity 002896207 4049 104500 SH sole 104500 ABGENIX STK Equity 00339B107 2185 186434 SH sole 186434 ABITIBI CONSOL STK Equity 003924107 568 82600 SH sole 82600 ACADIA PHARMA Equity 004225108 2205 355695 SH sole 355695 ACADIA REALTY STK Equity 004239109 222 16125 SH sole 16125 ACCENTURE Equity G1150G111 1440 52400 SH sole 52400 ACCESS ANYTIME STK Equity 00431F105 390 27389 SH sole 27389 ACCR HOME LENDERS Equity 00437P107 228 8085 SH sole 8085 ACCREDO HEALTH STK Equity 00437V104 510 13103 SH sole 13103 ACE CASH EXPRESS STK Equity 004403101 774 30132 SH sole 30132 ACE STK Equity G0070K103 7821 184977 SH sole 184977 ACLARA BIO STK Equity 00461P106 90 20000 SH sole 20000 ACM INCOME FUND FD Equity 000912105 268 34100 SH sole 34100 ACM MNG INCOME FD Equity 000919100 82 19900 SH sole 19900 ACME COMMS STK Equity 004631107 105 15256 SH sole 15256 ACT TELECON STK Equity 000955104 74 29525 SH sole 29525 ACTEL STK Equity 004934105 306 16539 SH sole 16539 ACTION PERFORM Equity 004933107 212 14050 SH sole 14050 ACTIVCARD CORP Equity 00506J107 235 32500 SH sole 32500 ACTIVISION STK Equity 004930202 1165 73273 SH sole 73273 ACTUANT CORP STK Equity 00508X203 717 18400 SH sole 18400 ACTUATE STK Equity 00508B102 316 79933 SH sole 79933 ACUITY BRANDS Equity 00508Y102 996 36900 SH sole 36900 ACXIOM STK Equity 005125109 972 39157 SH sole 39157 ADAPTEC STK Equity 00651F108 378 44733 SH sole 44733 ADC TELECOM STK Equity 000886101 123 43443 SH sole 43443 ADE STK Equity 00089C107 259 12003 SH sole 12003 ADOBE SYS STK Equity 00724F101 788 16943 SH sole 16943 ADOLOR STK Equity 00724X102 900 70943 SH sole 70943 ADOLPH COORS STK Equity 217016104 1591 22000 SH sole 22000 ADTRAN STK Equity 00738A106 978 29301 SH sole 29301 ADV ENVIRO RECYC CL A Equity 007947104 298 265630 SH sole 265630 ADV FIBRE COMM STK Equity 00754A105 5956 294853 SH sole 294853 ADV MICRO DEV STK Equity 007903107 3031 190607 SH sole 190607 ADV NEUROMODULAT STK Equity 00757T101 668 20361 SH sole 20361 ADVANCE AUTO STK Equity 00751Y106 530 12000 SH sole 12000 ADVANCED ENERGY STK Equity 007973100 438 27876 SH sole 27876 ADVANCED MEDICAL OPTICS I Equity 00763M108 1567 36800 SH sole 36800 ADVANCED POWER TECHNOLOGY INC STK Equity 00761E108 291 23484 SH sole 23484 ADVANTA STK B Equity 007942204 224 9779 SH sole 9779 ADVENT SOFTWARE STK Equity 007974108 746 41308 SH sole 41308 AEGON ADR Equity 007924103 1061 87505 SH sole 87505 AEROFLEX STK Equity 007768104 900 63000 SH sole 63000 AEROPOSTALE INC Equity 007865108 2764 102700 SH sole 102700 AES STK Equity 00130H105 1034 104175 SH sole 104175 AETHER SYSTEMS STK Equity 00808V105 72 20887 SH sole 20887 AETNA INC NEW Equity 00817Y108 6281 73895 SH sole 73895 AETRIUM STK Equity 00817R103 122 16557 SH sole 16557 AEW REAL ESTATE INC FD Equity 00104H107 497 30800 SH sole 30800 AFFIL MANAGER GP STK Equity 008252108 2179 43252 SH sole 43252 AFFL COMPUTER STK Equity 008190100 638 12042 SH sole 12042 AFFORDABLE RES STK Equity 008273104 408 24600 SH sole 24600 AFFYMETRIX STK Equity 00826T108 2500 76375 SH sole 76375 AFLAC STK Equity 001055102 11295 276771 SH sole 276771 AFTERMARKT TECH STK Equity 008318107 357 21625 SH sole 21625 AGCO STK Equity 001084102 869 42683 SH sole 42683 AGERE SYSTEMS CLASS B Equity 00845V209 764 355300 SH sole 355300 AGILENT TECH STK Equity 00846U101 2526 86282 SH sole 86282 AGILYSYS INC Equity 00847J105 440 31928 SH sole 31928 AGL RESOURCES STK Equity 001204106 1516 52200 SH sole 52200 AGNICO EAGLE STK Equity 008474108 812 61500 SH sole 61500 AGNICO-EAGLE WS Warrant 008474132 47 16000 CALL sole 16000 AGREE REALTY STK Equity 008492100 369 14580 SH sole 14580 AGRIUM STK Equity 008916108 636 43700 SH sole 43700 AHOLD ADR Equity 500467303 188 23700 SH sole 23700 AIM SEL RE INCM Equity 00888R107 2922 191600 SH sole 191600 AIR PRODS & CHEM STK Equity 009158106 5423 103386 SH sole 103386 AIR TRAN HLDGS Equity 00949P108 1782 125999 SH sole 125999 AIRGAS STK Equity 009363102 241 10100 SH sole 10100 AIRSPAN NETWORKS STK Equity 00950H102 110 19661 SH sole 19661 AK STEEL STK Equity 001547108 325 61730 SH sole 61730 AKAMAI TECH STK Equity 00971T101 3584 199658 SH sole 199658 AKZO NOBEL ADR Equity 010199305 325 8716 SH sole 8716 ALADDIN KNOWL STK Equity M0392N101 472 28697 SH sole 28697 ALAMOSA HLDGS Equity 011589108 117 15872 SH sole 15872 ALASKA AIRLINES STK Equity 011659109 643 26955 SH sole 26955 ALBANY MOLECULAR STK Equity 012423109 192 14827 SH sole 14827 ALBERTO CULVER STK Equity 013068101 1673 33368 SH sole 33368 ALBERTSONS STK Equity 013104104 1443 54369 SH sole 54369 ALCAN ALUMINUM STK Equity 013716105 5279 127516 SH sole 127516 ALCATEL ALSTHOM STK Equity 013904305 623 40198 SH sole 40198 ALCOA STK Equity 013817101 5167 156442 SH sole 156442 ALCON INC Equity H01301102 330 4200 SH sole 4200 ALDERWOODS GRP Equity 014383103 839 68784 SH sole 68784 ALEX & BALDWIN STK Equity 014482103 698 20866 SH sole 20866 ALEXANDRIA RE EQ STK Equity 015271109 2510 44200 SH sole 44200 ALEXION PHARM STK Equity 015351109 436 23433 SH sole 23433 ALIGN TECH STK Equity 016255101 345 18164 SH sole 18164 ALKERMES STK Equity 01642T108 1359 99957 SH sole 99957 ALLEGHANY STK Equity 017175100 376 1310 SH sole 1310 ALLEGHENY ENERGY STK Equity 017361106 1094 71010 SH sole 71010 ALLEGHENY TECH STK Equity 01741R102 2876 159319 SH sole 159319 ALLERGAN STK Equity 018490102 2194 24513 SH sole 24513 ALLETE STK Equity 018522102 4004 120254 SH sole 120254 ALLIANCE CA FD Equity 018546101 140 10800 SH sole 10800 ALLIANCE DATA STK Equity 018581108 215 5100 SH sole 5100 ALLIANCE GAMING STK Equity 01859P609 1481 86300 SH sole 86300 ALLIANCE IMAGING STK Equity 018606202 455 99590 SH sole 99590 ALLIANCE NATL FD Equity 01864U106 662 50900 SH sole 50900 ALLIANCE NY FD Equity 018714105 355 27900 SH sole 27900 ALLIANCE SEMICON STK Equity 01877H100 150 25232 SH sole 25232 ALLIANCE WORLD STK Equity 01879R106 2227 201700 SH sole 201700 ALLIANCE WRLD DOLLAR GO Equity 018796102 1354 124200 SH sole 124200 ALLIANT TECHSYS STK Equity 018804104 1983 31300 SH sole 31300 ALLIANZ AKTIENGE Equity 018805101 194 17700 SH sole 17700 ALLIED CAPITAL STK Equity 01903Q108 855 35008 SH sole 35008 ALLIED WASTE IND STK Equity 019589308 2470 187389 SH sole 187389 ALLMERICA FINL STK Equity 019754100 6043 178782 SH sole 178782 ALLOS THERAPEUTICS STK Equity 019777101 129 57388 SH sole 57388 ALLSCRIPTS STK Equity 01988P108 134 17137 SH sole 17137 ALLSTATE STK Equity 020002101 2538 54521 SH sole 54521 ALLTEL STK Equity 020039103 1170 23121 SH sole 23121 ALPHARMA STK A Equity 020813101 438 21400 SH sole 21400 ALTERA STK Equity 021441100 7558 341064 SH sole 341064 ALTRIA GROUP Equity 02209S103 21538 430335 SH sole 430335 ALUMINUM CHINA Equity 022276109 348 6400 SH sole 6400 AM PHARMA PTNRS Equity 02886P109 3927 129267 SH sole 129267 AMAZON COM STK Equity 023135106 2221 40834 SH sole 40834 AMB PROPERTY STK Equity 00163T109 1942 56079 SH sole 56079 AMBAC FINL GRP STK Equity 023139108 1257 17110 SH sole 17110 AMBASSADORS INTL STK Equity 023178106 130 10145 SH sole 10145 AMC ENTERTAINMNT STK Equity 001669100 192 12490 SH sole 12490 AMCOL INTL STK Equity 02341W103 428 22610 SH sole 22610 AMCOR ADR Equity 02341R302 290 15044 SH sole 15044 AMDOCS STK Equity G02602103 3960 169000 SH sole 169000 AMER AXLE & MANU STK Equity 024061103 3311 91051 SH sole 91051 AMER CAP STRAT STK Equity 024937104 1168 41690 SH sole 41690 AMER EAGLE OUTF STK Equity 02553E106 1487 51439 SH sole 51439 AMER ECOLOGY STK Equity 025533407 242 20186 SH sole 20186 AMER ELEC PWR STK Equity 025537101 2079 64979 SH sole 64979 AMER EQ INV LIFE Equity 025676206 276 27760 SH sole 27760 AMER GREETINGS STK A Equity 026375105 1826 78774 SH sole 78774 AMER HLTHWAYS STK Equity 02649V104 1143 42950 SH sole 42950 AMER INTL GROUP STK Equity 026874107 16409 230207 SH sole 230207 AMER ITALIAN STK Equity 027070101 628 20600 SH sole 20600 AMER PWR CONVERS STK Equity 029066107 1815 92374 SH sole 92374 AMER SERVICE STK Equity 02364L109 825 23732 SH sole 23732 AMER STANDARD STK Equity 029712106 5006 124177 SH sole 124177 AMER SUPERCOND STK Equity 030111108 274 20939 SH sole 20939 AMER WEST HLD STK B Equity 023657208 779 85800 SH sole 85800 AMER WOODMARK STK Equity 030506109 205 3422 SH sole 3422 AMERADA HESS STK Equity 023551104 1439 18174 SH sole 18174 AMERCN FINL RLTY Equity 02607P305 4596 321600 SH sole 321600 AMERCO Equity 023586100 235 9941 SH sole 9941 AMEREN STK Equity 023608102 1689 39312 SH sole 39312 AMERICA MOVIL Equity 02364W105 957 26300 SH sole 26300 AMERICAN COMMUNITY BANCSHARES STK Equity 02520W106 1457 110074 SH sole 110074 AMERICAN EXPRESS STK Equity 025816109 8601 167405 SH sole 167405 AMERICAN TOWER 3.25% 8/1/2010 Bond 029912AK8 1705 1175000 PRN sole 1175000 AMERICAN TOWER STK Equity 029912201 306 20145 SH sole 20145 AMERICREDIT STK Equity 03060R101 4845 248100 SH sole 248100 AMERIGROUP CORP STK Equity 03073T102 364 7400 SH sole 7400 AMERISOURCEBERGN Equity 03073E105 2911 48700 SH sole 48700 AMERISTAR CASINO STK Equity 03070Q101 1501 44702 SH sole 44702 AMERITRADE HOLDING CORP Equity 03074K100 1484 130707 SH sole 130707 AMGEN STK Equity 031162100 13869 254145 SH sole 254145 AMIS HOLDINGS INC Equity 031538101 636 37607 SH sole 37607 AMKOR TECHNOLOGY STK Equity 031652100 3568 436171 SH sole 436171 AMN HEALTHCARE STK Equity 001744101 668 43707 SH sole 43707 AMPHENOL STK A Equity 032095101 893 26800 SH sole 26800 AMR STK Equity 001765106 6191 511196 SH sole 511196 AMSOUTH BANCORP STK Equity 032165102 295 11568 SH sole 11568 AMX Equity 00180C105 438 39798 SH sole 39798 AMYLIN STK Equity 032346108 327 14338 SH sole 14338 ANADARKO PETRO STK Equity 032511107 4964 84710 SH sole 84710 ANADYS PHARMACEUTICALS STK Equity 03252Q408 1065 150000 SH sole 150000 ANALOG DEVICES STK Equity 032654105 3617 76824 SH sole 76824 ANALOGIC STK Equity 032657207 850 20033 SH sole 20033 ANAREN INC. Equity 032744104 168 10301 SH sole 10301 ANCHOR BANCORP STK Equity 032839102 398 15040 SH sole 15040 ANCHOR GLASS CON Equity 03304B300 231 17106 SH sole 17106 ANCHOR GLASS CONTAINER CORP Equity 03304B300 2444 254575 SH sole 254575 ANDREW STK Equity 034425108 3810 190421 SH sole 190421 ANDRX STK Equity 034553107 1610 57654 SH sole 57654 ANGIOTECH PHARM STK Equity 034918102 3226 160100 SH sole 160100 ANGLO AMERICAN ADR Equity 03485P102 240 11500 SH sole 11500 ANHEUSER BUSCH STK Equity 035229103 4091 75759 SH sole 75759 ANIXTER INTL STK Equity 035290105 238 7000 SH sole 7000 ANNALY MORTGAGE STK Equity 035710409 1903 112227 SH sole 112227 ANNTAYLOR STORE STK Equity 036115103 2033 70150 SH sole 70150 ANSWERTHINK CONS STK Equity 036916104 522 91142 SH sole 91142 ANTHEM INC Equity 03674B104 11016 123000 SH sole 123000 ANTIGENICS STK Equity 037032109 223 26076 SH sole 26076 ANWORTH MORTGAGE STK Equity 037347101 682 57400 SH sole 57400 AON STK Equity 037389103 604 21204 SH sole 21204 APACHE STK Equity 037411105 4339 99627 SH sole 99627 APOGEE ENTER STK Equity 037598109 117 11238 SH sole 11238 APOLLO GROUP STK Equity 037604105 1164 13189 SH sole 13189 APOLLO INVST STK Equity 03761U106 2066 150000 SH sole 150000 APPLD MICRO CIRC STK Equity 03822W109 566 106380 SH sole 106380 APPLE COMPUTER STK Equity 037833100 2678 82312 SH sole 82312 APPLE COMPUTER STK Option 037833100 5487 3100 CALL sole 3100 APPLE COMPUTER STK Option 037833100 978 755 CALL sole 755 APPLE COMPUTER STK Option 037833100 855 1000 CALL sole 1000 APPLE COMPUTER STK Option 037833100 2663 2500 CALL sole 2500 APPLEBEES INTL STK Equity 037899101 5006 217480 SH sole 217480 APPLERA CORP STK Equity 038020103 899 41348 SH sole 41348 APPLERA CORP STK Equity 038020202 372 32300 SH sole 32300 APPLICA INC Equity 03815A106 125 14100 SH sole 14100 APPLIED FILMS STK Equity 038197109 308 10600 SH sole 10600 APPLIED INDUS STK Equity 03820C105 214 7100 SH sole 7100 APPLIED MATERIAL STK Equity 038222105 6579 335320 SH sole 335320 APRIA HLTHCARE STK Equity 037933108 1952 68019 SH sole 68019 APT INV MNGMT STK Equity 03748R101 730 23437 SH sole 23437 APTARGROUP STK Equity 038336103 798 18275 SH sole 18275 AQUANTIVE INC Equity 03839G105 425 43000 SH sole 43000 AQUILA INC Equity 03840P102 769 215910 SH sole 215910 ARACRUZ ADR Equity 038496204 1320 40413 SH sole 40413 ARAMARK STK Equity 038521100 1415 49200 SH sole 49200 ARCH CHEMICALS STK Equity 03937R102 455 15800 SH sole 15800 ARCH COAL STK Equity 039380100 534 14600 SH sole 14600 ARCH WIRELESS INC Equity 039392709 334 11727 SH sole 11727 ARCHER DANIELS STK Equity 039483102 2167 129169 SH sole 129169 ARCHSTONE SMITH STK Equity 039583109 1467 50007 SH sole 50007 ARCTIC CAT STK Equity 039670104 812 29488 SH sole 29488 ARDEN REALTY STK Equity 039793104 1090 37050 SH sole 37050 ARENA PHARMACEUTICALS INC STK Equity 040047102 171 31278 SH sole 31278 ARGOSY GAMING STK Equity 040228108 1451 38600 SH sole 38600 ARKANSAS BEST STK Equity 040790107 321 9749 SH sole 9749 ARMOR HOLDINGS STK Equity 042260109 3750 110300 SH sole 110300 ARQULE STK Equity 04269E107 81 15420 SH sole 15420 ARRAY BIOPHARMA STK Equity 04269X105 262 32926 SH sole 32926 ARRIS GROUP Equity 04269Q100 490 82482 SH sole 82482 ARROW ELECTRONIC STK Equity 042735100 933 34800 SH sole 34800 ARROW INTL STK Equity 042764100 642 21446 SH sole 21446 ART TECH GROUP STK Equity 04289L107 211 175772 SH sole 175772 ARTHROCARE STK Equity 043136100 1722 59286 SH sole 59286 ARTHUR J GALLAG STK Equity 363576109 2514 82575 SH sole 82575 ARTISAN CMPNTS STK Equity 042923102 259 10028 SH sole 10028 ARVINMERITOT Equity 043353101 607 31012 SH sole 31012 ASCENTIAL SFTWR STK Equity 04362P207 174 10902 SH sole 10902 ASE TEST STK Equity Y02516105 442 60008 SH sole 60008 ASHFORD HOSPITALITY TR Equity 044103109 3029 362750 SH sole 362750 ASHLAND STK Equity 044204105 1058 20025 SH sole 20025 ASHWORTH STK Equity 04516H101 390 46980 SH sole 46980 ASIAINFO HLDGS STK Equity 04518A104 123 23300 SH sole 23300 ASK JEEVES STK Equity 045174109 961 24623 SH sole 24623 ASM INTL Equity N07045102 260 12596 SH sole 12596 ASM LITHO HLDG Equity N07059111 1907 111470 SH sole 111470 ASPECT COMMS STK Equity 04523Q102 1027 72299 SH sole 72299 ASPEN TECH STK Equity 045327103 365 50280 SH sole 50280 ASSET ACCEPTANCE CAPITAL STK Equity 04543P100 250 14665 SH sole 14665 ASSOC BANCORP STK Equity 045487105 537 18121 SH sole 18121 ASSURED GUARANTY STK Equity G0585R106 3795 223900 SH sole 223900 ASTORIA FIN STK Equity 046265104 2568 70190 SH sole 70190 ASTRAZENECA STK Equity 046353108 374 8200 SH sole 8200 ASYST STK Equity 04648X107 799 77300 SH sole 77300 AT ROAD STK Equity 04648K105 329 42969 SH sole 42969 AT&T STK Equity 001957505 4695 320884 SH sole 320884 AT&T WIRELESS STK Equity 00209A106 50984 3560318 SH sole 3560318 AT&T WIRELESS STK Option 00209A106 321 3894 CALL sole 3894 AT&T WIRELESS STK Option 00209A106 1006 4327 CALL sole 4327 ATARI INC Equity 04651M105 292 121286 SH sole 121286 ATHEROGENICS INC STK Equity 047439104 992 52142 SH sole 52142 ATHEROS COMMS STK Equity 04743P108 121 11469 SH sole 11469 ATI TECHNOLOGIES STK Equity 001941103 1491 79049 SH sole 79049 ATLANTIC LIBERTY FINANCIAL CORP Equity 048668107 359 19500 SH sole 19500 ATMEL STK Equity 049513104 844 142632 SH sole 142632 ATMI STK Equity 00207R101 349 12778 SH sole 12778 ATMOS ENERGY STK Equity 049560105 714 27900 SH sole 27900 AU OPTRONICS CRP Equity 002255107 7024 429860 SH sole 429860 AUDIOVOX STK A Equity 050757103 229 13585 SH sole 13585 AUGUST TECH STK Equity 05106U105 245 19512 SH sole 19512 AUTOLIV INC Equity 052800109 918 21750 SH sole 21750 AUTOMATIC DATA STK Equity 053015103 20477 488942 SH sole 488942 AUTONATION STK Equity 05329W102 1171 68494 SH sole 68494 AUTOZONE STK Equity 053332102 6013 75063 SH sole 75063 AVALONBAY COMM STK Equity 053484101 452 8000 SH sole 8000 AVANEX STK Equity 05348W109 109 28130 SH sole 28130 AVANT IMMUNOTHER STK Equity 053491106 325 122252 SH sole 122252 AVATAR HOLDINGS STK Equity 053494100 3978 95615 SH sole 95615 AVAYA STK Equity 053499109 3986 252460 SH sole 252460 AVENTIS ADR Equity 053561106 221 2900 SH sole 2900 AVERY DENNISON STK Equity 053611109 3495 54605 SH sole 54605 AVI BIOPHARMA STK Equity 002346104 1263 526346 SH sole 526346 AVIALL STK Equity 05366B102 392 20643 SH sole 20643 AVNET INC 2% 3/15/2034 Bond 053807AL7 4483 4500000 PRN sole 4500000 AVNET STK Equity 053807103 2082 91706 SH sole 91706 AVON STK Equity 054303102 6967 150990 SH sole 150990 AVX CORP STK Equity 002444107 1564 108235 SH sole 108235 AXCELIS TECHNOLOGIES STK Equity 054540109 764 61400 SH sole 61400 BAKER HUGHES STK Equity 057224107 3501 92991 SH sole 92991 BALDOR ELECTRIC STK Equity 057741100 215 9200 SH sole 9200 BALL STK Equity 058498106 2031 28190 SH sole 28190 BALLARD POWER STK Equity 05858H104 1492 162706 SH sole 162706 BANCO BRADESCO Equity 059460303 232 5050 SH sole 5050 BANCO LATINOAMER ADR Equity P16994132 1470 93750 SH sole 93750 BANCORPSOUTH STK Equity 059692103 683 30335 SH sole 30335 BANCSHARES OF FLORIDA Equity 05976U102 1751 125160 SH sole 125160 BANK MUTUAL STK Equity 063750103 131 12002 SH sole 12002 BANK OF AMERICA STK Equity 060505104 5285 62451 SH sole 62451 BANK OF HAWAII CORP Equity 062540109 1783 39430 SH sole 39430 BANK OF NEW YORK STK Equity 064057102 13936 472712 SH sole 472712 BANK UNITED STK A Equity 06652B103 253 9800 SH sole 9800 BANKNORTH GROUP STK Equity 06646R107 1768 54445 SH sole 54445 BANKRATE STK Equity 06646V108 103 12059 SH sole 12059 BANTA STK Equity 066821109 546 12300 SH sole 12300 BARCLAYS ADR Equity 06738E204 1279 36700 SH sole 36700 BARNES & NOBLE STK Equity 067774109 1367 40226 SH sole 40226 BARNES GROUP STK Equity 067806109 313 10800 SH sole 10800 BARR PHARMACEUTICALS INC Equity 068306109 13965 414389 SH sole 414389 BARRICK GOLD STK Equity 067901108 2925 148077 SH sole 148077 BASF ADR Equity 055262505 318 5900 SH sole 5900 BASSETT FURN STK Equity 070203104 220 10120 SH sole 10120 BAUSCH & LOMB STK Equity 071707103 1435 22058 SH sole 22058 BAXTER INTL STK Equity 071813109 7513 217708 SH sole 217708 BB&T STK Equity 054937107 4424 119652 SH sole 119652 BCE STK Equity 05534B109 365 18200 SH sole 18200 BE AVIONICS STK Equity 073302101 139 18338 SH sole 18338 BEA SYSTEMS STK Equity 073325102 4457 542210 SH sole 542210 BEAR STEARNS STK Equity 073902108 2028 24051 SH sole 24051 BEARING POINT INC Equity 074002106 1098 123800 SH sole 123800 BEAZER HOMES STK Equity 07556Q105 1449 14450 SH sole 14450 BEBE STORES STK Equity 075571109 425 21228 SH sole 21228 BECKMAN COULTER STK Equity 075811109 2638 43250 SH sole 43250 BECTON DICKINSON STK Equity 075887109 3218 62130 SH sole 62130 BED BATH BEYOND STK Equity 075896100 6443 167564 SH sole 167564 BELL MICROPROD STK Equity 078137106 112 13900 SH sole 13900 BELLSOUTH STK Equity 079860102 4582 174743 SH sole 174743 BELO STK Equity 080555105 3378 125795 SH sole 125795 BEMIS STK Equity 081437105 1565 55399 SH sole 55399 BENCHMARK ELECT STK Equity 08160H101 1531 52600 SH sole 52600 BENTLEY PHARM Equity 082657107 3435 250000 SH sole 250000 BERKLEY STK Equity 084423102 1224 28500 SH sole 28500 BERKSHIRE HATHA STK A Equity 084670108 6671 75 SH sole 75 BEST BUY 2.25% 1/15/2022 Bond 086516AF8 4656 4500000 PRN sole 4500000 BEST BUY STK Equity 086516101 12556 247452 SH sole 247452 BEVERLY ENTER STK Equity 087851309 348 40500 SH sole 40500 BF GOODRICH STK Equity 382388106 775 23985 SH sole 23985 BHP BILLITON LTD Equity 088606108 338 19300 SH sole 19300 BIG 5 SPORTING Equity 08915P101 258 9870 SH sole 9870 BIG LOTS STK Equity 089302103 295 20401 SH sole 20401 BIO RAD STK A Equity 090572207 597 10150 SH sole 10150 BIO REF LABS STK Equity 09057G602 532 40102 SH sole 40102 BIOCRYST PHARM STK Equity 09058V103 1847 267659 SH sole 267659 BIOGEN IDEC INC Equity 09062X103 694 10972 SH sole 10972 BIOMARIN PHARMA STK Equity 09061G101 1331 221851 SH sole 221851 BIOMET STK Equity 090613100 1355 30493 SH sole 30493 BIOMIRA STK Equity 09161R106 246 190500 SH sole 190500 BIOVAIL Equity 09067J109 1031 54310 SH sole 54310 BISYS GROUP Equity 055472104 1905 135526 SH sole 135526 BJ SERVICES STK Equity 055482103 4408 96170 SH sole 96170 BJS WHOLESALE STK Equity 05548J106 1393 55713 SH sole 55713 BK SANTANDER ADR Equity 05964H105 130 12400 SH sole 12400 BLACK & DECKER STK Equity 091797100 2687 43240 SH sole 43240 BLACK BOX STK Equity 091826107 1046 22140 SH sole 22140 BLACKROCK ADVTG STK Equity 09247A101 233 21100 SH sole 21100 BLACKROCK CA MUN Equity 09249J100 330 25600 SH sole 25600 BLACKROCK CA MUNI INCOME FD Equity 09248E102 438 34800 SH sole 34800 BLACKROCK CR BND Equity 09249E101 201 15500 SH sole 15500 BLACKROCK FL MUN Equity 09249K107 305 23300 SH sole 23300 BLACKROCK FL MUNI INCOME FD Equity 09248H105 219 17000 SH sole 17000 BLACKROCK FL STK Equity 09247B109 360 27300 SH sole 27300 BLACKROCK INC TRST INC Equity 09247F100 107 15600 SH sole 15600 BLACKROCK MUNI BOND TRUST Equity 09249H104 402 30000 SH sole 30000 BLACKROCK NY MUN Equity 09249P106 322 24700 SH sole 24700 BLCKROCK MUNI II MF Equity 09249N101 466 36000 SH sole 36000 BLKRK LT DR INC Equity 09249W101 580 31400 SH sole 31400 BLOCKBUSTER STK Equity 093679108 4678 308161 SH sole 308161 BLOCKBUSTER STK Option 093679108 836 1130 PUT sole 1130 BLUEGREEN STK Equity 096231105 734 53200 SH sole 53200 BMC SOFTWARE STK Equity 055921100 1612 87157 SH sole 87157 BOB EVANS STK Equity 096761101 540 19732 SH sole 19732 BOEING STK Equity 097023105 4269 83563 SH sole 83563 BOISE CASCADE STK Equity 097383103 2044 54311 SH sole 54311 BOK FINANCIAL STK Equity 05561Q201 549 13980 SH sole 13980 BON TON STORES STK Equity 09776J101 637 43445 SH sole 43445 BONE CARE STK Equity 098072101 422 18029 SH sole 18029 BOOKS A MILLION STK Equity 098570104 460 77873 SH sole 77873 BORDERS GROUP STK Equity 099709107 1099 46900 SH sole 46900 BORG WARNER AUTO STK Equity 099724106 2566 58634 SH sole 58634 BORLAND SOFTWARE STK Equity 099849101 718 84527 SH sole 84527 BOSTON COMM GP STK Equity 100582105 945 92156 SH sole 92156 BOSTON PPTY STK Equity 101121101 441 8800 SH sole 8800 BOSTON PRI FINL STK Equity 101119105 3508 151474 SH sole 151474 BOSTON SCIENT STK Equity 101137107 19404 453361 SH sole 453361 BOULDER GROWTH INCOME FUND Equity 101507101 243 40965 SH sole 40965 BOULDER TOT RET STK Equity 101541100 242 15115 SH sole 15115 BOWATER STK Equity 102183100 9894 237889 SH sole 237889 BOWNE CO STK Equity 103043105 398 25100 SH sole 25100 BOYKIN LODGING STK Equity 103430104 657 85915 SH sole 85915 BP PLC ADR Equity 055622104 6086 113600 SH sole 113600 BRADELY PHARMS STK Equity 104576103 237 8500 SH sole 8500 BRANDYWINE STK Equity 105368203 3497 128599 SH sole 128599 BRASIL TELECOM ADR Equity 105530109 516 16801 SH sole 16801 BRIDGE STREET FINCL STK Equity 10805U109 547 40061 SH sole 40061 BRIGGS STRATTON STK Equity 109043109 512 5800 SH sole 5800 BRIGHTPOINT STK Equity 109473405 556 40533 SH sole 40533 BRINKER INTL STK Equity 109641100 4130 121031 SH sole 121031 BRISTOL MYERS STK Equity 110122108 5576 227587 SH sole 227587 BRISTOL WEST HOLDINGS Equity 11037M105 3078 169200 SH sole 169200 BRITISH TELECOM ADR Equity 05577E101 349 9524 SH sole 9524 BROADCOM STK A Equity 111320107 2242 48118 SH sole 48118 BROADWAY FINL STK Equity 111444105 1134 96553 SH sole 96553 BROCADE COMMS STK Equity 111621108 1169 195507 SH sole 195507 BROOKFIELD HOMES Equity 112723101 851 32500 SH sole 32500 BROOKFIELD PROP STK Equity 112900105 851 29600 SH sole 29600 BROOKLINE BNCP STK Equity 11373M107 219 14947 SH sole 14947 BROOKS PRI AUTO Equity 114340102 987 48962 SH sole 48962 BROOKTROUT STK Equity 114580103 194 17941 SH sole 17941 BROWN & BROWN STK Equity 115236101 233 5400 SH sole 5400 BROWN FORMAN STK B Equity 115637209 855 17705 SH sole 17705 BRUNSWICK STK Equity 117043109 4411 108110 SH sole 108110 BSB BANCORP STK Equity 055652101 1431 40299 SH sole 40299 BUFFALO WILD WINGS INC Equity 119848109 708 25613 SH sole 25613 BUNGE LTD Equity G16962105 1390 35700 SH sole 35700 BURLINGTON NORTH STK Equity 12189T104 1715 48916 SH sole 48916 BURLINGTON RSC STK Equity 122014103 6464 178670 SH sole 178670 C COR NET STK Equity 125010108 108 10487 SH sole 10487 C R BARD STK Equity 067383109 5407 95440 SH sole 95440 C WILLIAMS EGY STK Equity 969490101 554 23172 SH sole 23172 C&D TECHNOLOGIES STK Equity 124661109 687 38510 SH sole 38510 CABLEVISION STK Equity 12686C109 6973 354857 SH sole 354857 CABOT MICROELEC Equity 12709P103 2044 66785 SH sole 66785 CABOT STK Equity 127055101 379 9300 SH sole 9300 CACHE STK Equity 127150308 1026 75924 SH sole 75924 CACI STK Equity 127190304 1355 33500 SH sole 33500 CADENCE DESIGN STK Equity 127387108 875 59823 SH sole 59823 CAESARS ENTERTAINMENT INC Equity 127687101 417 27800 SH sole 27800 CAL DIVE INTL STK Equity 127914109 2710 89364 SH sole 89364 CAL MAINE FOODS STK Equity 128030202 461 32934 SH sole 32934 CAL MICRO DEVICE STK Equity 130439102 274 23737 SH sole 23737 CALIF AMP STK Equity 129900106 268 37918 SH sole 37918 CALIPER TECHS STK Equity 130872104 5469 1176075 SH sole 1176075 CALLAWAY GOLF STK Equity 131193104 4778 421326 SH sole 421326 CALPINE STK Option 131347106 490 4000 PUT sole 4000 CALPINE STK Equity 131347106 1620 374969 SH sole 374969 CAMBIOR STK Equity 13201L103 1747 659400 SH sole 659400 CAMBREX STK Equity 132011107 396 15700 SH sole 15700 CAMDEN PROPERTY TRUST F Equity 133131102 605 13200 SH sole 13200 CAMPBELL SOUP STK Equity 134429109 2478 92170 SH sole 92170 CANADIAN NATURAL RESOURCES STK Equity 136385101 344 11500 SH sole 11500 CANCERVAX CORP Equity 13738Y107 87 11435 SH sole 11435 CANDELA STK Equity 136907102 289 29522 SH sole 29522 CAP ONE FINAN STK Equity 14040H105 10664 155953 SH sole 155953 CAP SENR LIVING STK Equity 140475104 109 22685 SH sole 22685 CAPITAL BANK STK Equity 139793103 1113 68072 SH sole 68072 CAPITOL FED FINL STK Equity 14057C106 268 8970 SH sole 8970 CAPSTONE TURBINE STK Equity 14067D102 201 93239 SH sole 93239 CAPTL AUTOMOTIVE STK Equity 139733109 848 28921 SH sole 28921 CAPTL CROSSING STK Equity 140071101 333 5993 SH sole 5993 CARACO PHARM LAB STK Equity 14075T107 428 44415 SH sole 44415 CARBO CERAMICS STK Equity 140781105 1342 19665 SH sole 19665 CARDIAC SCIENCE STK Equity 141410209 64 26079 SH sole 26079 CARDINAL HEALTH STK Equity 14149Y108 3184 45447 SH sole 45447 CARDIODYN INTL Equity 141597104 305 60357 SH sole 60357 CAREER EDUCATION STK Option 141665109 214 200 PUT sole 200 CAREER EDUCATION STK Equity 141665109 5404 118610 SH sole 118610 CAREMARK RX STK Equity 141705103 8433 256000 SH sole 256000 CARLISLE STK Equity 142339100 791 12700 SH sole 12700 CARMAX INC Equity 143130102 2957 135200 SH sole 135200 CARNIVAL STK Equity 143658300 6871 146195 SH sole 146195 CAROLINA GR STK Equity 540424207 1800 73337 SH sole 73337 CARRAMERICA RLTY STK Equity 144418100 955 31600 SH sole 31600 CARREKER STK Equity 144433109 326 32545 SH sole 32545 CARTERS INC STK Equity 146229109 583 20020 SH sole 20020 CASELLA WASTE STK Equity 147448104 555 42226 SH sole 42226 CATALINA MKTG STK Equity 148867104 485 26500 SH sole 26500 CATERPILLAR STK Equity 149123101 10904 137257 SH sole 137257 CATHAY BANC STK Equity 149150104 3867 57974 SH sole 57974 CATO STK A Equity 149205106 789 35140 SH sole 35140 CB BANCSHRS STK Equity 124785106 435 4700 SH sole 4700 CBL & ASSOCIATES STK Equity 124830100 864 15700 SH sole 15700 CBRL GROUP STK Equity 12489V106 3192 103483 SH sole 103483 CDI STK Equity 125071100 266 7700 SH sole 7700 CDN NATL RAILWAY STK Equity 136375102 780 17900 SH sole 17900 CDN PACIFIC STK Equity 13645T100 325 13200 SH sole 13200 CDW COMPUTER CEN STK Equity 12512N105 3405 53402 SH sole 53402 CEC ENTERTAINMNT STK Equity 125137109 2995 101500 SH sole 101500 CEDAR INCOME FD STK Equity 150602209 349 30380 SH sole 30380 CEL SCI STK Equity 150837409 3590 4723739 SH sole 4723739 CELADON GROUP STK Equity 150838100 628 35683 SH sole 35683 CELERITEK STK Equity 150926103 275 72092 SH sole 72092 CELESTICA STK Equity 15101Q108 712 35700 SH sole 35700 CELGENE STK Equity 151020104 1291 22555 SH sole 22555 CELL GENESYS STK Equity 150921104 145 13959 SH sole 13959 CELL THERAPEUTIC STK Equity 150934107 296 40185 SH sole 40185 CELLEGY PHARM STK Equity 15115L103 128 32723 SH sole 32723 CELLSTAR STK Equity 150925204 121 16466 SH sole 16466 CEMEX ADR Equity 151290889 2130 73180 SH sole 73180 CENDANT STK Equity 151313103 3050 124609 SH sole 124609 CENT VT PUB SVC STK Equity 155771108 491 23955 SH sole 23955 CENTENNIAL CELL STK Equity 15133V208 187 26213 SH sole 26213 Centerpoint Energy 3.75% 5/15/2023 Bond 15189TAC1 1669 1465000 PRN sole 1465000 CENTERPOINT ENERGY INC Equity 15189T107 10690 929525 SH sole 929525 CENTEX STK Equity 152312104 12954 283146 SH sole 283146 CENTILLUM COMMS STK Equity 152319109 267 69601 SH sole 69601 CENTRA SOFTWARE STK Equity 15234X103 199 88260 SH sole 88260 CENTRAL BANCORP STK Equity 152418109 4520 131486 SH sole 131486 CENTRAL FRGHT LN Equity 153491105 229 28650 SH sole 28650 CENTRAL GARDEN STK Equity 153527106 3590 100373 SH sole 100373 CENTURY BUS SVCS STK Equity 156490104 220 50555 SH sole 50555 CENTURYTEL STK Equity 156700106 731 24337 SH sole 24337 CENVEO INC Equity 15670S105 284 96800 SH sole 96800 CEPHALON STK Equity 156708109 1904 35261 SH sole 35261 CERES GROUP STK Equity 156772105 227 36923 SH sole 36923 CERIDIAN STK Equity 156779100 1091 48488 SH sole 48488 CERNER STK Equity 156782104 833 18691 SH sole 18691 CERTEGY INC STK Equity 156880106 574 14800 SH sole 14800 CERUS STK Equity 157085101 30 12620 SH sole 12620 CFS BANCORP STK Equity 12525D102 210 15854 SH sole 15854 CH ENERGY GROUP STK Equity 12541M102 423 9105 SH sole 9105 CH ROBINSON WW STK Equity 12541W100 2051 44738 SH sole 44738 CHAMPION ENTR STK Equity 158496109 323 35200 SH sole 35200 CHARLES RIVER STK Equity 159852102 858 27729 SH sole 27729 CHARLES SCHWAB STK Equity 808513105 3564 370829 SH sole 370829 CHARLOTTE RUSSE STK Equity 161048103 439 20546 SH sole 20546 CHARMING SHOPPES 4.75% 6/1/2012 Bond 161133AC7 1647 1400000 PRN sole 1400000 CHARTER FIN CP Equity 16122M100 1604 47164 SH sole 47164 CHARTER ONE FINL STK Equity 160903100 26965 610200 SH sole 610200 CHATTEM STK Equity 162456107 686 23753 SH sole 23753 CHECK PT SFTWRE STK Equity M22465104 441 16339 SH sole 16339 CHECKERS DRIVE STK Equity 162809305 207 18201 SH sole 18201 CHECKFREE CORP STK Equity 162813109 1535 51155 SH sole 51155 CHECKPOINT SYS STK Equity 162825103 1183 66000 SH sole 66000 CHEESECAKE STK Equity 163072101 1697 42656 SH sole 42656 CHELSEA PROPERTY GR STK Equity 163421100 13468 206500 SH sole 206500 CHEMICAL FIN STK Equity 163731102 202 5479 SH sole 5479 CHESAPEAKE ENER STK Equity 165167107 821 55800 SH sole 55800 CHESAPEAKE STK Equity 165159104 445 16670 SH sole 16670 CHESTERFIELD FINL STK Equity 166435107 5371 173250 SH sole 173250 CHEVRON TEXACO STK Equity 166764100 3700 39317 SH sole 39317 CHICAGO BRIDGE STK Equity 167250109 490 17600 SH sole 17600 CHICAGO MERCHANTILE EXCHANGE Equity 167760107 10841 75093 SH sole 75093 CHICO'S FAS STK Equity 168615102 546 12100 SH sole 12100 CHILDREN'S PLACE STK Equity 168905107 492 20921 SH sole 20921 CHINA COM STK A Equity G2108N109 503 68180 SH sole 68180 CHINA LIFE ADR Equity 16939P106 216 9100 SH sole 9100 CHINA PETROLEUM ADR Equity 16941R108 717 19400 SH sole 19400 CHINA UNICOM ADR Equity 16945R104 385 48700 SH sole 48700 CHINA YUCHAI STK Equity G21082105 2516 138100 SH sole 138100 CHIPMOS TECH STK Equity G2110R106 119 17100 SH sole 17100 CHIQUITA BRANDS STK Equity 170032809 1801 86100 SH sole 86100 CHIRON STK Equity 170040109 3415 76499 SH sole 76499 CHOICE HOTELS STK Equity 169905106 396 7900 SH sole 7900 CHOLESTECH STK Equity 170393102 198 24254 SH sole 24254 CHORDIANT SFTWR STK Equity 170404107 164 35976 SH sole 35976 CHRISTOPHER & BANKS CORP STK Equity 171046105 329 18600 SH sole 18600 CHRONIMED Equity 171164106 109 13334 SH sole 13334 CHUBB STK Equity 171232101 8455 124013 SH sole 124013 CHURCH & DWIGHT STK Equity 171340102 473 10338 SH sole 10338 CIBER STK Equity 17163B102 653 79500 SH sole 79500 CIENA STK Equity 171779101 1748 472406 SH sole 472406 CIGNA STK Equity 125509109 4128 59987 SH sole 59987 CIMA LABS STK Equity 171796105 10935 324180 SH sole 324180 CINCINNATI FIN STK Equity 172062101 2724 62592 SH sole 62592 CINERGY STK Equity 172474108 13017 342547 SH sole 342547 CINTAS STK Equity 172908105 415 8705 SH sole 8705 CIRCOR INTL STK Equity 17273K109 470 23040 SH sole 23040 CIRCUIT CITY STR STK Equity 172737108 1554 119983 SH sole 119983 CIRRUS LOGIC STK Equity 172755100 498 82800 SH sole 82800 CISCO SYSTEMS Equity 17275R102 15012 633412 SH sole 633412 CISCO SYSTEMS Option 17275R102 295 1000 CALL sole 1000 CISCO SYSTEMS Option 17275R102 470 1000 CALL sole 1000 CIT GROUP Equity 125581108 1336 34900 SH sole 34900 CITADEL BROADCASTING Equity 17285T106 1319 90500 SH sole 90500 CITIGROUP STK Equity 172967101 24154 519451 SH sole 519451 CITIGROUP STK Option 172967101 510 1500 CALL sole 1500 CITIGROUP WS Equity 172967127 6433 7394280 SH sole 7394280 CITIZENS BANK STK Equity 174420109 667 21495 SH sole 21495 CITIZENS UTILS STK Equity 17453B101 825 68156 SH sole 68156 CITRIX SYSTEMS STK Equity 177376100 2007 98560 SH sole 98560 CITY HOLDING STK Equity 177835105 789 24995 SH sole 24995 CITY NATIONAL STK Equity 178566105 440 6700 SH sole 6700 CKE RESTAURANT STK Equity 12561E105 2818 211400 SH sole 211400 CLAIRES STORES STK Equity 179584107 1441 66426 SH sole 66426 CLARCOR STK Equity 179895107 1121 24467 SH sole 24467 CLARK INC Equity 181457102 536 28880 SH sole 28880 CLEAN HARBORS STK Equity 184496107 111 11752 SH sole 11752 CLEAR CHANNEL STK Equity 184502102 18118 490343 SH sole 490343 CLECO STK Equity 12561W105 467 25980 SH sole 25980 CLOROX STK Equity 189054109 5751 106929 SH sole 106929 CMGI STK Equity 125750109 26 13428 SH sole 13428 CMS ENERGY STK Equity 125896100 160 17575 SH sole 17575 CNA FINANCIAL STK Equity 126117100 1030 34800 SH sole 34800 CNB FLA BNCSHRS STK Equity 12612H107 1428 60450 SH sole 60450 CNF STK Equity 12612W104 939 22600 SH sole 22600 CNS STK Equity 126136100 119 11878 SH sole 11878 CO VALE DO RIO Equity 204412209 761 16000 SH sole 16000 COACH STK Equity 189754104 226 5000 SH sole 5000 COCA COLA ENTER STK Equity 191219104 1921 66273 SH sole 66273 COCA COLA FEMSA ADR Equity 191241108 244 11000 SH sole 11000 COCA COLA STK Equity 191216100 13692 271235 SH sole 271235 COCA COLA STK Option 191216100 360 750 CALL sole 750 COGNIZANT TECH STK A Equity 192446102 880 34648 SH sole 34648 COGNOS STK Equity 19244C109 1642 45416 SH sole 45416 COHEN STEER NDX Equity 464287564 693 6300 SH sole 6300 COHEN STEERS SLT Equity 19248A109 568 34600 SH sole 34600 COHN STR REIT Equity 19247X100 261 11300 SH sole 11300 COINSTAR STK Equity 19259P300 426 19400 SH sole 19400 COL INTR HI INCM STK Equity 195763107 536 167100 SH sole 167100 COLDWATER CREEK STK Equity 193068103 391 14774 SH sole 14774 COLGATE STK Equity 194162103 4456 76232 SH sole 76232 COLLAGENEX PHARM STK Equity 19419B100 243 25841 SH sole 25841 COLONIAL BCGROUP STK Equity 195493309 3838 211200 SH sole 211200 COLONIAL INTRMKT INC TR Equity 195762109 128 15900 SH sole 15900 COLUMBIA BANKING STK Equity 197236102 2276 102416 SH sole 102416 COLUMBIA SPTSWR STK Equity 198516106 606 11090 SH sole 11090 COLUMBUS MCKIN STK Equity 199333105 657 92874 SH sole 92874 COMCAST STK A Equity 20030N101 2612 92963 SH sole 92963 COMCAST STK A SPL Equity 20030N200 3967 143680 SH sole 143680 COMERICA STK Equity 200340107 2939 53547 SH sole 53547 COMFORT SYS STK Equity 199908104 254 39680 SH sole 39680 COML BANCSHARES STK Equity 200525103 717 15611 SH sole 15611 COMM TRUST STK Equity 204149108 332 10871 SH sole 10871 COMMERCE BANCORP Equity 200519106 5273 95859 SH sole 95859 COMMERCIAL METAL STK Equity 201723103 409 12600 SH sole 12600 COMMERCIAL NET STK Equity 202218103 525 30500 SH sole 30500 COMMONWLTH TELE STK Equity 203349105 222 4964 SH sole 4964 COMMUNITY BK SYS STK Equity 203607106 469 20600 SH sole 20600 COMMUNITY FIRST STK Equity 203902101 5994 186215 SH sole 186215 COMMUNITY HEALTH SYS STK Equity 203668108 7549 282001 SH sole 282001 COMP DE BEBIDAS ADR Equity 20441W203 245 12199 SH sole 12199 COMP VALE DO PR ADR Equity 204412100 2440 62400 SH sole 62400 COMPASS BNCSH STK Equity 20449H109 507 11791 SH sole 11791 COMPNHIA ENRG ADR Equity 204409601 191 12700 SH sole 12700 COMPUCOM SYS STK Equity 204780100 875 192742 SH sole 192742 COMPUCREDIT STK Equity 20478N100 816 47185 SH sole 47185 COMPUDYNE STK Equity 204795306 195 17000 SH sole 17000 COMPUTER ACCESS TECHNOLOGY CORP Equity 204853105 131 27740 SH sole 27740 COMPUTER ASSOC 1.625% 12/15/2009 Bond 204912AQ2 2972 1955000 PRN sole 1955000 COMPUTER ASSOC STK Equity 204912109 8018 285731 SH sole 285731 COMPUTER HORIZON STK Equity 205908106 243 61145 SH sole 61145 COMPUTER NETWORK STK Equity 204925101 421 70244 SH sole 70244 COMPUTER SCIENCE STK Equity 205363104 1006 21665 SH sole 21665 COMPUWARE STK Equity 205638109 5217 790381 SH sole 790381 COMSTOCK RSCS STK Equity 205768203 893 45900 SH sole 45900 COMSUMER PORTFOL STK Equity 210502100 68 15000 SH sole 15000 COMTECH TELECOM STK Equity 205826209 456 20232 SH sole 20232 COMVERSE TECH STK Equity 205862402 4328 217048 SH sole 217048 CON ED STK Equity 209115104 1331 33469 SH sole 33469 CONAGRA FOODS STK Equity 205887102 10539 389176 SH sole 389176 CONCORD COMM STK Equity 206186108 481 42134 SH sole 42134 CONCORDE CAREER COLLEGES INC Equity 20651H201 235 13447 SH sole 13447 CONCURRENT COMP STK Equity 206710204 263 132769 SH sole 132769 CONEXANT SYS STK Equity 207142100 5432 1254553 SH sole 1254553 CONMED STK Equity 207410101 483 17623 SH sole 17623 CONNETICS STK Equity 208192104 1073 53109 SH sole 53109 CONOCO PHILLIPS Equity 20825C104 8849 115991 SH sole 115991 CONSECO INC Equity 208464883 1825 91700 SH sole 91700 CONSOL ENERGY STK Equity 20854P109 950 26400 SH sole 26400 CONSOL GRAPHICS STK Equity 209341106 255 5800 SH sole 5800 CONSTELL ENERGY STK Equity 210371100 9847 259807 SH sole 259807 CONSTELLATION BRANDS CL A STK Equity 21036P108 201 5400 SH sole 5400 CONTL AIRLINES STK B Equity 210795308 580 51000 SH sole 51000 CONVERGYS STK Equity 212485106 2324 150912 SH sole 150912 COOPER CAMERON STK Equity 216640102 3626 74457 SH sole 74457 COOPER INDS STK Equity G24182100 383 6451 SH sole 6451 COOPER TIRE STK Equity 216831107 757 32920 SH sole 32920 COPART STK Equity 217204106 380 14246 SH sole 14246 CORAUTUS GENETICS INC Equity 218139202 1938 334220 SH sole 334220 CORILLIAN STK Equity 218725109 104 20582 SH sole 20582 CORINTHIAN COLL STK Equity 218868107 3684 148897 SH sole 148897 CORIXA STK Equity 21887F100 127 27202 SH sole 27202 CORN PROD INTL STK Equity 219023108 348 7470 SH sole 7470 CORNELL CORR STK Equity 219141108 254 18655 SH sole 18655 CORNERSTONE STK Equity 21922V102 103 11800 SH sole 11800 CORNING STK Equity 219350105 2589 198254 SH sole 198254 CORP EXEC BOARD STK Equity 21988R102 445 7698 SH sole 7698 CORP HI YLD V FD Equity 219931102 576 39517 SH sole 39517 CORP OFFICE STK Equity 22002T108 2448 98500 SH sole 98500 CORPORATE HIGH YIELD FD Equity 219914108 1374 167100 SH sole 167100 CORVIS CORP Equity 221009103 331 234810 SH sole 234810 COSI INC Equity 22122P101 123 20664 SH sole 20664 COST PLUS STK Equity 221485105 618 19053 SH sole 19053 COSTCO WHOLESAL STK Equity 22160K105 620 15059 SH sole 15059 COTT STK Equity 22163N106 626 19313 SH sole 19313 COUNTRYWIDE FINANCIAL CORP Equity 222372104 2253 32070 SH sole 32070 COVANCE STK Equity 222816100 2941 76225 SH sole 76225 COVENANT TRANS STK Equity 22284P105 976 57093 SH sole 57093 COVENTRY HEALTH STK Equity 222862104 700 14325 SH sole 14325 COX COMMUNICAT STK Equity 224044107 14188 510538 SH sole 510538 COX RADIO STK Equity 224051102 1434 82500 SH sole 82500 CP HIGH YLD III STK Equity 219925104 746 94000 SH sole 94000 CP SHIPS Equity 22409V102 381 21400 SH sole 21400 CPI STK Equity 125902106 381 25875 SH sole 25875 CRAFTMADE STK Equity 22413E104 403 20338 SH sole 20338 CRANE STK Equity 224399105 1433 45666 SH sole 45666 CRAY INC Equity 225223106 222 33536 SH sole 33536 CRED SUI INCM STK Equity 224916106 112 27000 SH sole 27000 CREDIT ACCEPT STK Equity 225310101 190 12638 SH sole 12638 CRESCENT REAL STK Equity 225756105 744 46140 SH sole 46140 CRIIMI MAE STK Equity 226603504 216 18050 SH sole 18050 CROMPTON STK Equity 227116100 379 60160 SH sole 60160 CROWN CASTLE STK Equity 228227104 974 66015 SH sole 66015 CROWN HOLDINGS INC Equity 228368106 1950 195600 SH sole 195600 CRYSTALLEX INTL STK Equity 22942F101 1742 705375 SH sole 705375 CSG SYST INTL STK Equity 126349109 1600 77289 SH sole 77289 CSK AUTO STK Equity 125965103 1873 109300 SH sole 109300 CSX STK Equity 126408103 2795 85300 SH sole 85300 CTI MOLECULAR STK Equity 22943D105 286 20195 SH sole 20195 CTS STK Equity 126501105 440 36500 SH sole 36500 CUBIC STK Equity 229669106 245 11700 SH sole 11700 CULLEN FROST STK Equity 229899109 331 7400 SH sole 7400 CULP STK Equity 230215105 203 26155 SH sole 26155 CUMMINS INC STK Equity 231021106 3513 56213 SH sole 56213 CUMULUS MEDIA STK Equity 231082108 4164 247683 SH sole 247683 CURAGEN STK Equity 23126R101 109 18197 SH sole 18197 CURATIVE HLTH STK Equity 23126W100 826 95336 SH sole 95336 CUTTER BUCK STK Equity 232217109 432 41973 SH sole 41973 CV THERAPEUTICS STK Equity 126667104 1156 69000 SH sole 69000 CVS DELAWARE STK Equity 126650100 4266 101518 SH sole 101518 CYBERGUARD CORP Equity 231910100 242 29715 SH sole 29715 CYBERONICS STK Equity 23251P102 2023 60634 SH sole 60634 CYBEROPTICS STK Equity 232517102 317 12187 SH sole 12187 CYMER STK Equity 232572107 593 15850 SH sole 15850 CYPRESS SEMI STK Equity 232806109 8779 618674 SH sole 618674 CYPRESS SEMICON 1.25% 6/15/2008 Bond 232806AH2 4341 3675000 PRN sole 3675000 D R HORTON STK Equity 23331A109 2868 100990 SH sole 100990 DADE BEHRING INC Equity 23342J206 3723 78339 SH sole 78339 DAIMLERCHRYSLER STK Equity D1668R123 1012 21500 SH sole 21500 DANA STK Equity 235811106 766 39100 SH sole 39100 DANAHER STK Equity 235851102 5672 109388 SH sole 109388 DARDEN REST STK Equity 237194105 6341 308550 SH sole 308550 DARLING INTL STK Equity 237266101 148 35300 SH sole 35300 DATASTREAM SYS STK Equity 238124101 71 10897 SH sole 10897 DAVITA STK Equity 23918K108 11000 356788 SH sole 356788 DEAN FOOD CO. Equity 242370104 228 6100 SH sole 6100 DEERE & CO STK Equity 244199105 8449 120452 SH sole 120452 DEL MONTE FOODS STK Equity 24522P103 473 46531 SH sole 46531 DELAWARE INV DIV FD Equity 245915103 2073 188100 SH sole 188100 DELAWARE INV GLB FD Equity 245916101 1460 131400 SH sole 131400 DELL STK Equity 24702R101 11720 327194 SH sole 327194 DELL STK Option 24702R101 703 1289 CALL sole 1289 DELL STK Option 24702R101 416 1300 CALL sole 1300 DELPHI CORP Equity 247126105 1095 102514 SH sole 102514 DELTA & PINELAND STK Equity 247357106 1348 61400 SH sole 61400 DELTA AIRLINES STK Equity 247361108 1378 193588 SH sole 193588 DELTA FIN STK Equity 247918105 109 13700 SH sole 13700 DELTIC TIMBER STK Equity 247850100 1874 48800 SH sole 48800 DELUXE STK Equity 248019101 1120 25755 SH sole 25755 DENBURY RSC STK Equity 247916208 378 18038 SH sole 18038 DENTSPLY INTL STK Equity 249030107 691 13268 SH sole 13268 DEPT 56 STK Equity 249509100 369 23975 SH sole 23975 DESCARTES SYSTEM STK Equity 249906108 60 54457 SH sole 54457 DESWELL INDS STK Equity 250639101 285 11850 SH sole 11850 DEUTSCHE BK AG Equity D18190898 1092 13800 SH sole 13800 DEVELOPERS DIVER STK Equity 251591103 1083 30608 SH sole 30608 DEVON ENERGY STK Equity 25179M103 356 5397 SH sole 5397 DEVRY STK Equity 251893103 1324 48303 SH sole 48303 DIAGEO Equity 25243Q205 2664 48651 SH sole 48651 DIAGNOSTIC PRODS STK Equity 252450101 901 20500 SH sole 20500 DIAMOND CLUSTER Equity 25278P106 684 78767 SH sole 78767 DIAMOND OFFSHORE STK Equity 25271C102 1428 59933 SH sole 59933 DIAMONDS TRUST STK Equity 252787106 2806 26823 SH sole 26823 DICK'S SPORTING Equity 253393102 293 8800 SH sole 8800 DIEBOLD STK Equity 253651103 1366 25828 SH sole 25828 DIGI INTL STK Equity 253798102 845 78824 SH sole 78824 DIGIMARC STK Equity 253807101 430 32245 SH sole 32245 DIGITAL HOLDINGS INC Equity 25389B103 569 28003 SH sole 28003 DIGITAL INSIGHT STK Equity 25385P106 380 18487 SH sole 18487 DIGITAL RIVER STK Equity 25388B104 1080 33107 SH sole 33107 DILLARD STK A Equity 254067101 806 36135 SH sole 36135 DIME BANCORP INC LITIGATION TRACKING WARRANT Equity 25429Q110 1737 5791496 SH sole 15791496 DIME COMMUNITY STK Equity 253922108 1007 57589 SH sole 57589 DIMON STK Equity 254394109 85 14790 SH sole 14790 DIRECT GENERAL Equity 25456W204 1002 31094 SH sole 31094 DIRECTV GROUP INC Equity 25459L106 2399 140300 SH sole 140300 DISCOVERY PARTNERS INTERNATIONAL STK Equity 254675101 87 17138 SH sole 17138 DIXIE GROUP INC. 7% 5/15/2012 Bond 255519AA8 44 46000 PRN sole 46000 DIXIE GROUP STK Equity 255519100 200 16825 SH sole 16825 DJ ORTHOPEDICS STK Equity 23325G104 423 18400 SH sole 18400 DJ US REAL EST Equity 464287739 616 6100 SH sole 6100 DOBSON COMMS STK Equity 256069105 103 31490 SH sole 31490 DOCUCORP INTL STK Equity 255911109 567 64673 SH sole 64673 DOLLAR GENERAL STK Equity 256669102 1687 86266 SH sole 86266 DOLLAR THRIFTY STK Equity 256743105 412 15010 SH sole 15010 DOLLAR TREE STK Equity 256747106 13209 481550 SH sole 481550 DOMINION RSCS STK Equity 25746U109 9608 152318 SH sole 152318 DONALDSON STK Equity 257651109 1058 36100 SH sole 36100 DONNELLEY RR STK Equity 257867101 430 13029 SH sole 13029 DORAL FINL STK Equity 25811P100 1129 32719 SH sole 32719 DOUBLECLICK STK Equity 258609304 1445 185927 SH sole 185927 DOVER DOWNS GAM Equity 260095104 246 21895 SH sole 21895 DOVER STK Equity 260003108 2196 52163 SH sole 52163 DOW CHEMICAL STK Equity 260543103 3091 75949 SH sole 75949 DOW JONES STK Equity 260561105 5693 126227 SH sole 126227 DQENE LIGHT HLDG Equity 266233105 243 12600 SH sole 12600 DR REDDYS LABS ADR Equity 256135203 2040 117400 SH sole 117400 DRESS BARN STK Equity 261570105 636 37139 SH sole 37139 DREYER GRD HDG A Equity 261877104 1191 15077 SH sole 15077 DREYFUS HI YIELD STK Equity 26200S101 844 185100 SH sole 185100 DREYFUS STRAT MUNI INC Equity 261932107 2393 294000 SH sole 294000 DRIL QUIP STK Equity 262037104 555 29700 SH sole 29700 DRS TECHNOLOGIES STK Equity 23330X100 1002 31400 SH sole 31400 DSP GROUP STK Equity 23332B106 338 12400 SH sole 12400 DST SYSTEMS STK Equity 233326107 418 8700 SH sole 8700 DTE ENERGY STK Equity 233331107 12162 299992 SH sole 299992 DTF TAX FRE INCM Equity 23334J107 192 13400 SH sole 13400 DUANE READE STK Equity 263578106 1037 63500 SH sole 63500 DUCOMMUN STK Equity 264147109 730 34125 SH sole 34125 DUFF & PHELPS STK Equity 26432K108 153 12100 SH sole 12100 DUKE ENERGY STK Equity 264399106 11501 566810 SH sole 566810 DUPONT PHOTOMSK STK Equity 26613X101 615 30250 SH sole 30250 DUPONT STK Equity 263534109 8577 193083 SH sole 193083 DURA AUTO SYS STK Equity 265903104 903 98640 SH sole 98640 DUTCHFORK BANCSHARES ST Equity 26704P108 1674 43300 SH sole 43300 DYAX STK Equity 26746E103 775 65996 SH sole 65996 DYNEGY STK Equity 26816Q101 59 13778 SH sole 13778 E LOAN STK Equity 26861P107 418 154977 SH sole 154977 E PIPHANY STK Equity 26881V100 97 20000 SH sole 20000 E TRADE FINANCIAL CP Equity 269246104 3128 280532 SH sole 280532 EAGLE MATERIALS INC Equity 26969P108 488 6868 SH sole 6868 EARTHLINK STK Equity 270321102 880 85050 SH sole 85050 EAST WEST BANCP STK Equity 27579R104 820 26722 SH sole 26722 EASTMAN CHEM STK Equity 277432100 6041 130662 SH sole 130662 EASTMAN KODAK STK Equity 277461109 4867 180377 SH sole 180377 EATON STK Equity 278058102 1188 18353 SH sole 18353 EATON VANCE FD Equity 27828Q105 933 46800 SH sole 46800 EATON VANCE PA MUNI INC Equity 27826T101 872 64800 SH sole 64800 EATON VANCE STK Equity 278265103 886 23200 SH sole 23200 EBAY STK Equity 278642103 4963 53975 SH sole 53975 ECHELON STK Equity 27874N105 164 14682 SH sole 14682 ECHOSTAR COMM STK A Equity 278762109 2074 67446 SH sole 67446 ECOLAB STK Equity 278865100 442 13940 SH sole 13940 EDGE PETROLEUM STK Equity 279862106 344 20236 SH sole 20236 EDISON INTL STK Equity 281020107 1735 67845 SH sole 67845 EDO CORP STK Equity 281347104 422 17500 SH sole 17500 EDUCATION MGMT STK Equity 28139T101 659 20050 SH sole 20050 EDWARDS LIFE SCI Equity 28176E108 394 11300 SH sole 11300 EDWARDS STK Equity 281760108 5578 163900 SH sole 163900 EGL STK Equity 268484102 253 9506 SH sole 9506 EL PASO Equity 28336L109 4120 522823 SH sole 522823 EL PASO ELECTRIC STK Equity 283677854 2153 139435 SH sole 139435 ELAN CORP WS Warrant G29539163 10 11800 CALL sole 11800 ELECTR DATA STK Equity 285661104 1838 95972 SH sole 95972 ELECTR PROCESS STK Equity 26882D109 620 42760 SH sole 42760 ELECTRO STK Equity 285229100 531 18742 SH sole 18742 ELECTRONIC ARTS STK Equity 285512109 942 17271 SH sole 17271 ELECTRONICS FOR IMAGING 1.5% 6/1/2023 Bond 286082AA0 3582 2950000 PRN sole 2950000 ELECTRONICS IMAG STK Equity 286082102 231 8183 SH sole 8183 ELI LILLY STK Equity 532457108 29842 426858 SH sole 426858 ELIZABETH ARDEN STK Equity 28660G106 720 34228 SH sole 34228 ELK CORP Equity 287456107 2545 106300 SH sole 106300 ELTR BOUTIQUE STK Equity 286045109 1043 39596 SH sole 39596 EMBREX STK Equity 290817105 220 16290 SH sole 16290 EMC STK Equity 268648102 8228 721758 SH sole 721758 EMCOR GROUP Equity 29084Q100 742 16868 SH sole 16868 EMCORE STK Equity 290846104 48 14827 SH sole 14827 EMERSON ELECTRIC STK Equity 291011104 2893 45522 SH sole 45522 EMISPHERE STK Equity 291345106 64 15589 SH sole 15589 EMMIS COMMS STK A Equity 291525103 1541 73434 SH sole 73434 EMPIRE DISTRICT STK Equity 291641108 1812 90113 SH sole 90113 EMULEX STK Equity 292475209 10780 753350 SH sole 753350 ENCANA CORP Equity 292505104 488 11300 SH sole 11300 ENCORE ACQUISITION STK Equity 29255W100 1609 57681 SH sole 57681 ENCORE MEDICAL Equity 29256E109 1663 263891 SH sole 263891 ENCORE WIRE STK Equity 292562105 368 13349 SH sole 13349 ENDEAVOR INTL Equity 29259G101 100 50000 SH sole 50000 ENDO PHARMACEUTICALS HOLDINGS STK Equity 29264F205 1092 46569 SH sole 46569 ENDOCARDIAL SOL STK Equity 292962107 280 26997 SH sole 26997 ENERGEN STK Equity 29265N108 1680 35000 SH sole 35000 ENERGIZER HOLDINGS STK Equity 29266R108 3693 82072 SH sole 82072 ENERGY EAST STK Equity 29266M109 6998 288578 SH sole 288578 ENERGY PARTNERS STK Equity 29270U105 233 15200 SH sole 15200 ENERSIS S.A. Equity 29274F104 60 10100 SH sole 10100 ENG SUPPORT STK Equity 292866100 1468 25085 SH sole 25085 ENGELHARD STK Equity 292845104 1387 42925 SH sole 42925 ENI SPA Equity 26874R108 1184 11800 SH sole 11800 ENSCO INTL STK Equity 26874Q100 5090 174900 SH sole 174900 ENTEGRIS STK Equity 29362U104 735 63508 SH sole 63508 ENTERASYS NETWORKS INC Equity 293637104 47 22322 SH sole 22322 ENTERCOM COMM STK Equity 293639100 3251 87166 SH sole 87166 ENTERGY STK Equity 29364G103 9860 176037 SH sole 176037 ENTMNT PROP TR STK Equity 29380T105 325 9100 SH sole 9100 ENTRAVISION COMMUNICATIONS CORP STK Equity 29382R107 806 105000 SH sole 105000 ENTREMED STK Equity 29382F103 97 48121 SH sole 48121 ENTRUST INC STK Equity 293848107 56 12500 SH sole 12500 ENZO BIOCHEM STK Equity 294100102 261 17400 SH sole 17400 ENZON PHARMACEUTICALS INC Equity 293904108 1126 88232 SH sole 88232 EOG RESOURCES STK Equity 26875P101 1626 27224 SH sole 27224 EON LABS INC Equity 29412E100 3698 90360 SH sole 90360 EPIX MEDICAL STK Equity 26881Q101 815 38630 SH sole 38630 EPLUS STK Equity 294268107 385 36095 SH sole 36095 EPRESENCE STK Equity 294348107 85 655534 SH sole 655534 EQUIFAX STK Equity 294429105 1263 51018 SH sole 51018 EQUITABLE RSCS STK Equity 294549100 1722 33300 SH sole 33300 EQUITY OFFICE STK Equity 294741103 651 23952 SH sole 23952 EQUITY OIL STK Equity 294749106 57 12500 SH sole 12500 EQUITY RESIDENT STK Equity 29476L107 1571 52855 SH sole 52855 ERICSSON ADR Equity 294821608 835 27917 SH sole 27917 ESCALADE STK Equity 296056104 202 8748 SH sole 8748 ESPEED STK Equity 296643109 328 18559 SH sole 18559 ESS TECHNOLOGY STK Equity 269151106 245 22900 SH sole 22900 ESSEX PROPERTY STK Equity 297178105 431 6300 SH sole 6300 ESTEE LAUDER STK Equity 518439104 1405 28800 SH sole 28800 ESTERLINE STK Equity 297425100 347 11735 SH sole 11735 ETHAN ALLEN STK Equity 297602104 5132 142900 SH sole 142900 EUROPEAN WARRANT FD Equity 298792102 213 84100 SH sole 84100 EV LTD DURATION Equity 27828H105 255 14100 SH sole 14100 EVEREST RE GROUP STK Equity G3223R108 5048 62822 SH sole 62822 EVERGREEN RSC STK Equity 299900308 19125 473400 SH sole 473400 EVERTRUST FINL STK Equity 300412103 1121 44110 SH sole 44110 EW SCRIPPS STK A Equity 811054204 536 5100 SH sole 5100 EXACT SCIENCES STK Equity 30063P105 167 27125 SH sole 27125 EXAR STK Equity 300645108 1530 104366 SH sole 104366 EXELON CORP Equity 30161N101 19964 599688 SH sole 599688 EXPEDITORS STK Equity 302130109 2133 43172 SH sole 43172 EXPRESS SCRIPTS STK Equity 302182100 998 12590 SH sole 12590 EXPRESSJET HLDGS STK Equity 30218U108 1642 135270 SH sole 135270 EXTREME NETWRKS STK Equity 30226D106 706 127959 SH sole 127959 EXULT STK Equity 302284104 130 24077 SH sole 24077 EXXON MOBIL STK Equity 30231G102 6783 152729 SH sole 152729 EXXON MOBIL STK Option 30231G102 1096 1142 CALL sole 1142 EXXON MOBIL STK Option 30231G102 459 1750 PUT sole 1750 EYETECH PHARM STK Equity 302297106 325 7568 SH sole 7568 F5 NETWORKS STK Equity 315616102 501 18920 SH sole 18920 FACTSET RESRCH STK Equity 303075105 402 8500 SH sole 8500 FAIR ISAAC CORP Equity 303250104 2091 62633 SH sole 62633 FAIRCHILD SEMI STK Equity 303726103 6697 409123 SH sole 409123 FAIRMONT HOTELS Equity 305204109 7754 287700 SH sole 287700 FALCON FINANCIAL TR Equity 306032103 2399 307500 SH sole 307500 FAMILY DLR STRS STK Equity 307000109 1684 55355 SH sole 55355 FANNIE MAE STK Equity 313586109 6710 94031 SH sole 94031 FARGO ELECTRNCS STK Equity 30744P102 290 26092 SH sole 26092 FASTENAL STK Equity 311900104 210 3700 SH sole 3700 FED AGRICULTURAL STK Equity 313148306 2029 84800 SH sole 84800 FED DEPT STRS STK Equity 31410H101 2862 58296 SH sole 58296 FED INVESTORS STK Equity 314211103 694 22888 SH sole 22888 FEDERAL REALTY STK Equity 313747206 1206 29000 SH sole 29000 FEDERAL SIGNAL STK Equity 313855108 251 13500 SH sole 13500 FEDEX STK Equity 31428X106 1504 18414 SH sole 18414 FELCOR LODGING 7.8% - Preferred A - Convertible 31430F200 455 19200 SH sole 19200 FELCOR LODGING STK Equity 31430F101 204 16900 SH sole 16900 FIDELITY BNKSHRS STK Equity 31604Q107 212 5988 SH sole 5988 FIDELITY NATL STK Equity 316326107 5745 153852 SH sole 153852 FIFTH THIRD BANC STK Equity 316773100 6302 117176 SH sole 117176 FINDWHAT COM STK Equity 317794105 615 26589 SH sole 26589 FINISH LINE STK Equity 317923100 3142 104159 SH sole 104159 FINLAY ENTER STK Equity 317884203 190 10089 SH sole 10089 FIRST ACCEPTANCE Equity 318457108 88 12550 SH sole 12550 FIRST ALBANY STK Equity 318465101 208 20677 SH sole 20677 FIRST BANCORP STK Equity 318672102 497 12200 SH sole 12200 FIRST CASH FINL STK Equity 31942D107 229 10761 SH sole 10761 FIRST CONSULTING STK Equity 31986R103 72 13122 SH sole 13122 FIRST DATA STK Equity 319963104 2873 64536 SH sole 64536 FIRST FED CAP STK Equity 319960100 1879 67500 SH sole 67500 FIRST FINANCIAL STK Equity 320209109 946 53366 SH sole 53366 FIRST HEALTH STK Equity 320960107 2082 133408 SH sole 133408 FIRST HORIZON NATIONAL STK Equity 320517105 3183 69998 SH sole 69998 FIRST MIDWEST STK Equity 320867104 598 16978 SH sole 16978 FIRST MRBLHD STK Equity 320771108 403 10000 SH sole 10000 FIRST NIAGARA FINANCIAL GROUP STK Equity 33582V108 504 41961 SH sole 41961 FIRST WASH FINL STK Equity 33748R108 269 10000 SH sole 10000 FIRSTENERGY STK Equity 337932107 12924 345471 SH sole 345471 FIRSTFED FIN STK Equity 337907109 2051 49300 SH sole 49300 FIRSTMERIT STK Equity 337915102 3316 125754 SH sole 125754 FISERV STK Equity 337738108 4156 106860 SH sole 106860 FISHER SCIENT STK Equity 338032204 5509 95400 SH sole 95400 FKLN LTD DR INCM Equity 35472T101 361 27100 SH sole 27100 FL RTE INCM STRG Equity 339735102 3547 183100 SH sole 183100 FLAGSTAR BANCP STK Equity 337930101 1126 56649 SH sole 56649 FLANDERS STK Equity 338494107 337 40708 SH sole 40708 FLEETWOOD ENTER STK Equity 339099103 936 64300 SH sole 64300 FLEXTRONICS INTL STK Equity Y2573F102 3764 236013 SH sole 236013 FLORIDA BANKS STK Equity 340560101 2693 124502 SH sole 124502 FLORIDA ROCK STK Equity 341140101 1659 39350 SH sole 39350 FLOWSERVE STK Equity 34354P105 317 12700 SH sole 12700 FMC STK Equity 302491303 1513 35100 SH sole 35100 FMC TECHNOLOGIES Equity 30249U101 1757 61000 SH sole 61000 FOMENTO ECON MEX ADR Equity 344419106 1989 43400 SH sole 43400 FOOT LOCKER STK Equity 344849104 3726 153075 SH sole 153075 FORD MOTOR CO STK Equity 345370860 2445 156237 SH sole 156237 FOREST CITY STK A Equity 345550107 239 4500 SH sole 4500 FOREST LABS STK Equity 345838106 6111 107911 SH sole 107911 FOREST OIL STK Equity 346091705 1098 40200 SH sole 40200 FORTUNE BRANDS STK Equity 349631101 4132 54785 SH sole 54785 FOSSIL STK Equity 349882100 1467 53853 SH sole 53853 FOUNDRY NETWRKS STK Equity 35063R100 3948 280571 SH sole 280571 FOUR SEASONS STK Equity 35100E104 7105 118000 SH sole 118000 FOX ENTNMT GROUP STK Equity 35138T107 5975 223789 SH sole 223789 FPIC INSURANCE STK Equity 302563101 594 24050 SH sole 24050 FPL STK Equity 302571104 1803 28193 SH sole 28193 FRANKLIN BANK Equity 352451108 494 31254 SH sole 31254 FRANKLIN RSC STK Equity 354613101 10578 211213 SH sole 211213 FRANKLIN UNVL STK Equity 355145103 180 33400 SH sole 33400 FREDDIE MAC STK Equity 313400301 435 6867 SH sole 6867 FREDS STK Equity 356108100 5348 242100 SH sole 242100 FREE MCMORAN COP STK Equity 35671D857 2472 74563 SH sole 74563 FREMONT GENERAL STK Equity 357288109 1873 106100 SH sole 106100 FRESH DEL MONTE STK Equity G36738105 1193 47200 SH sole 47200 FRIED BILL RAMS STK Equity 358434108 2021 102100 SH sole 102100 FRONTIER OIL STK Equity 35914P105 277 13065 SH sole 13065 FRONTLINE LTD Equity G3682E127 504 14600 SH sole 14600 FRST UNION REAL STK Equity 337400105 483 152795 SH sole 152795 FSF FINANCIAL STK Equity 30262K105 4516 129947 SH sole 129947 FSI INTL STK Equity 302633102 512 66028 SH sole 66028 FST COMWLTH FINL STK Equity 319829107 1685 129901 SH sole 129901 FTI CONSULTING Equity 302941109 714 43249 SH sole 43249 FUELCELL ENERGY STK Equity 35952H106 2540 217434 SH sole 217434 FULTON FINANCIAL STK Equity 360271100 1009 50068 SH sole 50068 FURNITURE BRANDS STK Equity 360921100 2037 81300 SH sole 81300 GABLES RESIDENT STK Equity 362418105 452 13300 SH sole 13300 GAMESTOP CORP Equity 36466R101 828 54400 SH sole 54400 GANNETT STK Equity 364730101 14434 170113 SH sole 170113 GAP STK Equity 364760108 2266 93444 SH sole 93444 GARMIN LTD STK Equity G37260109 1134 30586 SH sole 30586 GARTNER GROUP STK B Equity 366651206 1450 112500 SH sole 112500 GARTNER STK Equity 366651107 213 16100 SH sole 16100 GATEWAY FINCL HLDG STK Equity 368140109 406 31204 SH sole 31204 GATEWAY STK Equity 367626108 2758 612901 SH sole 612901 GATX STK Equity 361448103 480 17634 SH sole 17634 GAYLORD ENTMT STK Equity 367905106 235 7500 SH sole 7500 GEMSTAR TV GUIDE STK Equity 36866W106 48 10026 SH sole 10026 GEN PROBE STK Equity 36866T103 240 5075 SH sole 5075 GENE LOGIC STK Equity 368689105 127 31332 SH sole 31332 GENELABS TECHS STK Equity 368706107 293 126737 SH sole 126737 GENENCOR INTERNATIONAL STK Equity 368709101 509 31072 SH sole 31072 GENENTECH STK Equity 368710406 8109 144297 SH sole 144297 GENERAL CABLE STK Equity 369300108 113 13200 SH sole 13200 GENERAL DYNAMICS STK Equity 369550108 6497 65429 SH sole 65429 GENERAL ELECTRIC STK Equity 369604103 8092 249753 SH sole 249753 GENERAL ELECTRIC STK Option 369604103 460 1000 PUT sole 1000 GENERAL GROWTH STK Equity 370021107 6056 204800 SH sole 204800 GENERAL MILLS STK Equity 370334104 5416 113947 SH sole 113947 GENERAL MOTORS PREFERRED STOCK 6.25% PFD Equity 370442717 2269 78200 SH sole 78200 GENERAL MOTORS STK Equity 370442105 14583 313016 SH sole 313016 GENESCO STK Equity 371532102 744 31501 SH sole 31501 GENESEE & WYOMG STK A Equity 371559105 601 25350 SH sole 25350 GENESIS HLTHCARE Equity 37184D101 4366 150349 SH sole 150349 GENESIS MICRO STK Equity 37184C103 2469 179301 SH sole 179301 GENL MARITIME CP STK Equity Y2692M103 447 16300 SH sole 16300 GENLYTE STK Equity 372302109 458 7276 SH sole 7276 GENTA STK Equity 37245M207 468 187238 SH sole 187238 GENTEX STK Equity 371901109 1328 33457 SH sole 33457 GENTIVA HEALTH STK Equity 37247A102 224 13747 SH sole 13747 GENUINE PARTS STK Equity 372460105 1412 35589 SH sole 35589 GENWORTH FINL Equity 37247D106 1822 79400 SH sole 79400 GENZYME GEN STK Equity 372917104 10588 223700 SH sole 223700 GENZYME GEN STK Option 372917104 481 1750 CALL sole 1750 GEORGIA GULF STK Equity 373200203 1140 31800 SH sole 31800 GEORGIA PACIFIC STK Equity 373298108 2792 75505 SH sole 75505 GERBER SCIENT STK Equity 373730100 181 25660 SH sole 25660 GIANT INDUSTRIES STK Equity 374508109 288 13080 SH sole 13080 GILEAD SCIENCES Equity 375558103 694 10352 SH sole 10352 GILLETTE STK Equity 375766102 7210 170057 SH sole 170057 GILLETTE STK Option 375766102 272 500 CALL sole 500 GIVEN IMAGING STK Equity M52020100 450 12725 SH sole 12725 GlaxoSmithKline Equity 37733W105 593 14300 SH sole 14300 GLB IMAGING SYS STK Equity 37934A100 655 17866 SH sole 17866 GLENAYRE TECH STK Equity 377899109 231 100561 SH sole 100561 GLENBOROUGH RLTY STK Equity 37803P105 7875 429140 SH sole 429140 GLOBAL INCOME STK Equity 37934Y108 312 74676 SH sole 74676 GLOBAL PAYMENTS STK Equity 37940X102 2530 56200 SH sole 56200 GLOBAL POWER EQP STK Equity 37941P108 606 75530 SH sole 75530 GLOBAL SANTA FE CORP Equity G3930E101 6130 231313 SH sole 231313 GM Corp 6.25% 15-Jul-2033 Convertible 370442717 2269 78200 SH sole 78200 GOLD BANC STK Equity 379907108 166 10700 SH sole 10700 GOLD FIELDS LTD ADR Equity 38059T106 2143 203938 SH sole 203938 GOLDCORP STK A Equity 380956409 1173 100500 SH sole 100500 GOLDEN TELECOM STK Equity 38122G107 250 8875 SH sole 8875 GOLDEN WEST FIN STK Equity 381317106 6078 57150 SH sole 57150 GOLDMAN SACHS STK Equity 38141G104 17453 185350 SH sole 185350 GOODRICH PETRO STK Equity 382410405 318 38375 SH sole 38375 GOODYEAR TIRE STK Equity 382550101 2370 260711 SH sole 260711 GOODYS FAMILY STK Equity 382588101 752 72485 SH sole 72485 GOUVERNEUR BNCP STK Equity 383584109 1510 125800 SH sole 125800 GP STRATEGIES STK Equity 36225V104 127 19300 SH sole 19300 GR DEL VALLEY STK Equity 391688108 403 14195 SH sole 14195 GRACO STK Equity 384109104 356 11450 SH sole 11450 GRANITE CONSTR STK Equity 387328107 1646 90312 SH sole 90312 GREAT ATLANTIC STK Equity 390064103 115 15000 SH sole 15000 GREAT LAKES CHEM STK Equity 390568103 1705 63005 SH sole 63005 GREAT PLAINS ENERGY Equity 391164100 2354 79243 SH sole 79243 GREATER CHINA FD Equity 39167B102 456 32300 SH sole 32300 GREEN MOUNT PWR STK Equity 393154109 564 21600 SH sole 21600 GREENPOINT FIN STK Equity 395384100 19546 492331 SH sole 492331 GREG MANNING STK Equity 563823103 182 11872 SH sole 11872 GRIFFON STK Equity 398433102 1317 59100 SH sole 59100 GROUP 1 AUTO STK Equity 398905109 362 10900 SH sole 10900 GRUPO TELEVISA Equity 40049J206 420 9287 SH sole 9287 GTECH HLDGS STK Equity 400518106 3371 72800 SH sole 72800 GUESS STK Equity 401617105 527 32745 SH sole 32745 GUIDANT STK Equity 401698105 6075 108711 SH sole 108711 GULF ISLAND STK Equity 402307102 1368 63236 SH sole 63236 GYMBOREE STK Equity 403777105 612 39848 SH sole 39848 H&Q HEALTHCARE STK Equity 404052102 3088 177281 SH sole 177281 H&R BLOCK STK Equity 093671105 6903 144780 SH sole 144780 HAGGAR STK Equity 405173105 369 18442 SH sole 18442 HAIN FOOD STK Equity 405217100 1721 95101 SH sole 95101 HALLIBURTON COMPANY 3.125% 7/15.2023 Bond 406216AM3 3480 3240000 PRN sole 3240000 HALLIBURTON STK Equity 406216101 4177 138045 SH sole 138045 HALLWOOD REALTY STK Equity 40636T203 1346 10000 SH sole 10000 HAMSHIRE GRP STK Equity 408859106 246 8560 SH sole 8560 HANCOCK HOLDING STK Equity 410120109 678 23315 SH sole 23315 HANDLEMAN STK Equity 410252100 245 10560 SH sole 10560 HANGER ORTHOPED STK Equity 41043F208 1116 95253 SH sole 95253 HANOVER COMP STK Equity 410768105 947 79586 SH sole 79586 HARLAND STK Equity 412693103 294 10000 SH sole 10000 HARLEY DAVIDSON STK Equity 412822108 1750 28249 SH sole 28249 HARLEYSVILLE GRP STK Equity 412824104 307 16281 SH sole 16281 HARLEYSVILLE NAT STK Equity 412850109 280 10947 SH sole 10947 HARMAN INTL STK Equity 413086109 1984 21800 SH sole 21800 HARMONIC STK Equity 413160102 744 87423 SH sole 87423 HARMONY ADR Equity 413216300 943 89043 SH sole 89043 HARRAHS ENTER STK Equity 413619107 4264 78815 SH sole 78815 HARRIS INTERACT STK Equity 414549105 432 64341 SH sole 64341 HARSCO STK Equity 415864107 653 13899 SH sole 13899 HARTE HANKS STK Equity 416196103 644 26395 SH sole 26395 HARTFORD FINL STK Equity 416515104 862 12540 SH sole 12540 HARVARD BIOSCI STK Equity 416906105 50 11211 SH sole 11211 HARVEST NATURAL RESOURCES Equity 41754V103 224 15000 SH sole 15000 HASBRO STK Equity 418056107 4249 223637 SH sole 223637 HASTINGS ENTERT STK Equity 418365102 140 15223 SH sole 15223 HAUPPAUGE DIG STK Equity 419131107 87 15257 SH sole 15257 HAVERTY STK Equity 419596101 619 35400 SH sole 35400 HAWAI ELEC IND STK Equity 419870100 1214 46500 SH sole 46500 HB FULLER STK Equity 359694106 402 14150 SH sole 14150 HCA INC Equity 404119109 13261 318845 SH sole 318845 HCB BANCSHARES STK Equity 40413N106 2289 124061 SH sole 124061 HCC INS HLDGS STK Equity 404132102 778 23300 SH sole 23300 HEADWATERS STK Equity 42210P102 538 20739 SH sole 20739 HEALTH CARE PROP STK Equity 421915109 2707 112600 SH sole 112600 HEALTH MGMT STK Equity 421933102 1841 82103 SH sole 82103 HEALTH NET STK Equity 42222G108 859 32403 SH sole 32403 HEALTHCARE REAL STK Equity 421946104 210 5600 SH sole 5600 HEALTHEXTRAS STK Equity 422211102 192 11576 SH sole 11576 HECLA MINING STK Equity 422704106 386 67735 SH sole 67735 HEIDRICK STRUGG STK Equity 422819102 276 9288 SH sole 9288 HELEN OF TROY STK Equity G4388N106 591 16029 SH sole 16029 HELMERICH STK Equity 423452101 2480 94837 SH sole 94837 HENRY SCHEIN STK Equity 806407102 14209 225038 SH sole 225038 HERCULES STK Equity 427056106 741 60805 SH sole 60805 HERITAGE FINL STK Equity 42722X106 317 17015 SH sole 17015 HERITAGE PPTY Equity 42725M107 4422 163400 SH sole 163400 HERLEY INDS STK Equity 427398102 345 17637 SH sole 17637 HERSHEY FOODS STK Equity 427866108 7995 172800 SH sole 172800 HESKA STK Equity 42805E108 121 99392 SH sole 99392 HEWITT ASSOCIATE Equity 42822Q100 935 34000 SH sole 34000 HEWLETT PACKARD STK Equity 428236103 16021 759280 SH sole 759280 HEWLETT PACKARD STK Option 428236103 1000 2000 PUT sole 2000 HI TECH PHARM STK Equity 42840B101 478 29278 SH sole 29278 HIBERNIA STK Equity 428656102 5954 245000 SH sole 245000 HICKORY TECH STK Equity 429060106 792 78039 SH sole 78039 HIGH YIELD PLUS FD Equity 429906100 68 16600 SH sole 16600 HIGHLAND HOSP CP Equity 430141101 4811 478735 SH sole 478735 HIGHWOODS PROP STK Equity 431284108 362 15400 SH sole 15400 HILB ROGAL STK Equity 431294107 1148 32163 SH sole 32163 HILLENBRAND STK Equity 431573104 2149 35554 SH sole 35554 HILTON HOTELS STK Equity 432848109 6891 369308 SH sole 369308 HJ HEINZ STK Equity 423074103 5352 136525 SH sole 136525 HLTH CARE REIT STK Equity 42217K106 2737 84200 SH sole 84200 HOLLINGER INTL STK A Equity 435569108 11170 665300 SH sole 665300 HOLLIS EDEN PHAR STK Equity 435902101 181 15000 SH sole 15000 HOLLYWOOD ENTER STK Equity 436141105 5709 427344 SH sole 427344 HOME DEPOT STK Equity 437076102 9372 266241 SH sole 266241 HOME PROP NY STK Equity 437306103 5835 149700 SH sole 149700 HOMESTORE INC Equity 437852106 234 58718 SH sole 58718 HON INDUSTRIES STK Equity 438092108 253 5970 SH sole 5970 HONDA MOTOR ADR Equity 438128308 358 14700 SH sole 14700 HONEYWELL INTL STK Equity 438516106 7283 198827 SH sole 198827 HOOKER FURNITURE CORP Equity 439038100 213 10561 SH sole 10561 HOOPER HOLMES STK Equity 439104100 131 22768 SH sole 22768 HORMEL FOODS STK Equity 440452100 677 21770 SH sole 21770 HOSP PROP STK Equity 44106M102 512 12100 SH sole 12100 HOST MARRIOTT STK Equity 44107P104 1911 154639 SH sole 154639 HOT TOPIC STK Equity 441339108 3095 151027 SH sole 151027 HOUSTON EXPL STK Equity 442120101 1089 21001 SH sole 21001 HOVNANIAN STK Equity 442487203 1992 57402 SH sole 57402 HRPT PROPERTIES STK Equity 40426W101 3321 331800 SH sole 331800 HSBC ADR Equity 404280406 13749 183543 SH sole 183543 HUANENG POWER ADR Equity 443304100 257 7100 SH sole 7100 HUB GROUP A Equity 443320106 807 23673 SH sole 23673 HUDSON CITY BCP STK Equity 443683107 2588 77397 SH sole 77397 HUDSON RVR BANC STK Equity 444128102 3273 191745 SH sole 191745 HUDSON UNITD BNC STK Equity 444165104 675 18100 SH sole 18100 HUGHES SUPPLY STK Equity 444482103 572 9699 SH sole 9699 HUGOTON ROYALTY STK Equity 444717102 309 13499 SH sole 13499 HUMAN GENOME STK Equity 444903108 1091 93834 SH sole 93834 HUMANA STK Equity 444859102 5067 299846 SH sole 299846 HUMBOLDT BANCORP STK Equity 445069107 7444 355840 SH sole 355840 HUNTINGTON STK Equity 446150104 725 31561 SH sole 31561 HUTCHINSON TECH STK Equity 448407106 1385 56312 SH sole 56312 HYDRIL STK Equity 448774109 220 6990 SH sole 6990 HYDROGENICS STK Equity 448882100 168 34990 SH sole 34990 HYPERION SOLUT STK Equity 44914M104 420 9600 SH sole 9600 HYPERION STRATEGIC Equity 44915C105 637 47800 SH sole 47800 HYPERION TOTAL RETURN F Equity 449145101 265 29200 SH sole 29200 I FLOW STK Equity 449520303 228 19189 SH sole 19189 IAMGOLD CORP Equity 450913108 868 155500 SH sole 155500 IBERIABANK CORP Equity 450828108 420 7103 SH sole 7103 IBM STK Equity 459200101 25559 289951 SH sole 289951 ICICI BANK LTD Equity 45104G104 1775 146700 SH sole 146700 ICOS STK Equity 449295104 7230 242307 SH sole 242307 ICTS INTL STK Equity N43837108 107 30311 SH sole 30311 IDACORP STK Equity 451107106 1157 42850 SH sole 42850 IDEX STK Equity 45167R104 888 25850 SH sole 25850 IDEXX LABS STK Equity 45168D104 2890 45919 SH sole 45919 IDT CORPORATION CLASS B Equity 448947309 301 16300 SH sole 16300 IDX SYSTEMS STK Equity 449491109 1051 32962 SH sole 32962 IHOP STK Equity 449623107 379 10600 SH sole 10600 IKON OFFICE STK Equity 451713101 610 53175 SH sole 53175 ILEX ONCOLOGY STK Equity 451923106 3905 156255 SH sole 156255 ILLINOIS TOOL STK Equity 452308109 2702 28174 SH sole 28174 ILLUMINA INC Equity 452327109 289 45657 SH sole 45657 IMAGEWARE WS Warrant 45245S116 9 44000 CALL sole 44000 IMAGISTICS INTL Equity 45247T104 1349 38095 SH sole 38095 IMATION STK Equity 45245A107 394 9250 SH sole 9250 IMAX STK Equity 45245E109 57 10278 SH sole 10278 IMC GLOBAL STK Equity 449669100 1560 116400 SH sole 116400 IMCLONE STK Equity 45245W109 237 2762 SH sole 2762 IMCO RECYCLING STK Equity 449681105 841 63580 SH sole 63580 IMMUCOR STK Equity 452526106 285 8753 SH sole 8753 IMMUNOGEN STK Equity 45253H101 252 41588 SH sole 41588 IMMUNOMEDICS STK Equity 452907108 67 13774 SH sole 13774 IMPAX LABS STK Equity 45256B101 1389 71664 SH sole 71664 IMPERIAL CHEMICAL INDUSTRIES PLC Equity 452704505 273 16100 SH sole 16100 IMPERIAL SUGAR Equity 453096208 490 36564 SH sole 36564 IMS HEALTH STK Equity 449934108 3259 139029 SH sole 139029 IN FOCUS STK Equity 45665B106 104 12200 SH sole 12200 INAMED STK Equity 453235103 1794 28561 SH sole 28561 INCO LTD WS Warrant 453258139 286 19100 CALL sole 19100 INCO STK Equity 453258402 442 12800 SH sole 12800 INDEP COMM BK STK Equity 453414104 1323 36343 SH sole 36343 INDEPEN FED STK Equity 453432106 549 27051 SH sole 27051 INDIA FD Equity 454089103 387 18000 SH sole 18000 INDUS INTL STK Equity 45578L100 41 19847 SH sole 19847 Indymac Bancorp Inc Stk Equity 456607100 1297 41030 SH sole 41030 INET TECHNOLOG STK Equity 45662V105 135 10846 SH sole 10846 INFINITY PPTY Equity 45665Q103 268 8131 SH sole 8131 INFONET SERVICES STK B Equity 45666T106 51 29120 SH sole 29120 INFORMATICA STK Equity 45666Q102 1162 152331 SH sole 152331 INFOSYS TEC STK Equity 456788108 2814 30200 SH sole 30200 INFOUSA STK Equity 456818301 450 44357 SH sole 44357 ING GROEP ADR Equity 456837103 505 21300 SH sole 21300 INGER RAND STK A Equity G4776G101 12443 182157 SH sole 182157 INGLES MARKETS STK A Equity 457030104 196 17560 SH sole 17560 INGRAM MICRO STK Equity 457153104 1294 89440 SH sole 89440 INKINE PHARM STK Equity 457214104 208 53835 SH sole 53835 INNOVATIVE SOLUTIONS & SUPPORT INC STK Equity 45769N105 562 28809 SH sole 28809 INSIGHT COMMS STK A Equity 45768V108 159 17156 SH sole 17156 INSIGHT ENTR STK Equity 45765U103 564 31772 SH sole 31772 INSMED STK Equity 457669208 569 254037 SH sole 254037 INSTINET GROUP STK Equity 457750107 2393 453207 SH sole 453207 INTEG ELECTR SVC STK Equity 45811E103 121 15000 SH sole 15000 INTEGRATED CIRCT STK Equity 45811K208 2010 74006 SH sole 74006 INTEGRATED DVC STK Equity 458118106 1648 119056 SH sole 119056 INTEGRATED SILIC STK Equity 45812P107 290 23769 SH sole 23769 INTEL STK Equity 458140100 19678 712966 SH sole 712966 INTEL STK Option 458140100 600 1000 CALL sole 1000 INTEL STK Option 458140100 490 1000 PUT sole 1000 INTEL STK Option 458140100 451 1100 CALL sole 1100 INTER TEL STK Equity 458372109 245 9828 SH sole 9828 INTERACTIVE DATA STK Equity 45840J107 211 12100 SH sole 12100 INTERCEPT STK Equity 45845L107 2973 181521 SH sole 181521 INTERFACE STK A Equity 458665106 217 24754 SH sole 24754 INTERGRAPH STK Equity 458683109 7068 273311 SH sole 273311 INTERMET STK Equity 45881K104 204 48089 SH sole 48089 INTERMUNE STK Equity 45884X103 808 52373 SH sole 52373 INTERNAP NETWK STK Equity 45885A102 373 308121 SH sole 308121 INTERNET SECURITY SYSTEMS STK Equity 46060X107 816 53189 SH sole 53189 INTERPUBLIC GRP STK Equity 460690100 9112 663663 SH sole 663663 INTERSIL STK A Equity 46069S109 1091 50351 SH sole 50351 INTERSTATE BAKER STK Equity 46072H108 859 79200 SH sole 79200 INTERSTATE HOTELS & RESORTS Equity 46088S106 921 170815 SH sole 170815 INTERVOICE BRIT STK Equity 461142101 445 38774 SH sole 38774 INTERWOVEN STK Equity 46114T508 612 60600 SH sole 60600 INTEVAC STK Equity 461148108 362 40838 SH sole 40838 INTL BANCSHARES STK Equity 459044103 673 16599 SH sole 16599 INTL FLAV & FRAG STK Equity 459506101 2123 56774 SH sole 56774 INTL GAME TECH STK Equity 459902102 8564 221860 SH sole 221860 INTL PAPER STK Equity 460146103 2706 60531 SH sole 60531 INTL RECTIFIER STK Equity 460254105 2869 69271 SH sole 69271 INTL SPEEDWAY STK A Equity 460335201 665 13680 SH sole 13680 INTL STEEL GRP Equity 460377104 2166 72800 SH sole 72800 INTRADO STK Equity 46117A100 184 11432 SH sole 11432 INTRAWEST CP STK Equity 460915200 258 16200 SH sole 16200 INTUIT STK Equity 461202103 7239 187635 SH sole 187635 INVACARE STK Equity 461203101 863 19300 SH sole 19300 INVEST TECH GRP STK Equity 46145F105 1515 118442 SH sole 118442 INVISION TECH STK Equity 461851107 14892 298440 SH sole 298440 INVITROGEN STK Equity 46185R100 3231 44885 SH sole 44885 IONICS STK Equity 462218108 607 21500 SH sole 21500 IPASS INC Equity 46261V108 824 77800 SH sole 77800 IPAYMENT INC Equity 46262E105 255 6231 SH sole 6231 IPC HOLDINGS STK Equity G4933P101 301 8157 SH sole 8157 IRON MOUNTAIN STK Equity 462846106 2080 43100 SH sole 43100 IRWIN FINANCIAL Equity 464119106 264 9999 SH sole 9999 ISHARES NASDAQ BIOTECHNOLOGY Equity 464287556 3748 49910 SH sole 49910 ISHARES RUSSELL 2000 GROWTH FUND Equity 464287648 450 7200 SH sole 7200 ISHARES RUSSELL 2000 IDX FUND Equity 464287655 4779 40500 SH sole 40500 ISHARES RUSSELL 2000 VALUE INDEX FUND Equity 464287630 2446 14195 SH sole 14195 ISLE CAPRIS CASI STK Equity 464592104 1819 104250 SH sole 104250 ISTAR FINANCIAL Equity 45031U101 786 19648 SH sole 19648 ITT EDUCATION STK Equity 45068B109 1633 42953 SH sole 42953 ITT INDS IND STK Equity 450911102 7259 87452 SH sole 87452 IVAX STK Equity 465823102 3603 150200 SH sole 150200 IVILLAGE STK Equity 46588H105 143 22532 SH sole 22532 IVNHOE MINES LTD Equity 46579N103 398 73104 SH sole 73104 IXIA STK Equity 45071R109 363 36979 SH sole 36979 IXYS STK Equity 46600W106 311 39459 SH sole 39459 J&J SNACK FOODS STK Equity 466032109 622 15245 SH sole 15245 JABIL CIRCUIT STK Equity 466313103 2948 117088 SH sole 117088 JACK HENRY STK Equity 426281101 768 38200 SH sole 38200 JACK IN THE BOX STK Equity 466367109 309 10400 SH sole 10400 JACOBS ENG STK Equity 469814107 2434 61800 SH sole 61800 JACUZZI BRANDS Equity 469865109 387 48005 SH sole 48005 JAMESON INNS STK Equity 470457102 26 11750 SH sole 11750 JANUS CAPITAL GROUP Equity 47102X105 878 53264 SH sole 53264 JARDEN CORPORATION Equity 471109108 786 21850 SH sole 21850 JB HUNT TRANS STK Equity 445658107 1470 38095 SH sole 38095 JC PENNEY STK Equity 708160106 1015 26870 SH sole 26870 JDA SOFTWARE STK Equity 46612K108 405 30719 SH sole 30719 JDS UNIPHASE STK Equity 46612J101 631 166619 SH sole 166619 JEFFERIES GROUP STK Equity 472319102 3309 107002 SH sole 107002 JEFFERSON PILOT STK Equity 475070108 4300 84655 SH sole 84655 JETBLUE AIRWAYS STK Equity 477143101 2202 74965 SH sole 74965 JLG INDUSTRIES STK Equity 466210101 153 11000 SH sole 11000 JM SMUCKER STK Equity 832696405 6853 149266 SH sole 149266 JOHN WILEY SONS STK A Equity 968223206 229 7160 SH sole 7160 JOHNSON CONTROLS STK Equity 478366107 11304 211770 SH sole 211770 JOHNSON OUTDOORS Equity 479167108 7958 409169 SH sole 409169 JOHNSON&JOHNSON STK Equity 478160104 1006 18060 SH sole 18060 JONES APPAREL Equity 480074103 840 21270 SH sole 21270 JOS A BANK CLOTH STK Equity 480838101 215 6841 SH sole 6841 JOURNAL COMM Equity 481130102 881 46800 SH sole 46800 JOY GLOBAL Equity 481165108 417 13939 SH sole 13939 JP MORGAN CHASE Equity 46625H100 13746 354542 SH sole 354542 JP MORGAN CHASE Option 46625H100 436 800 PUT sole 800 JUNIPER NETWRKS STK Equity 48203R104 6459 262863 SH sole 262863 JUPITERMEDIA CORP Equity 48207D101 209 14777 SH sole 14777 K MART STK Equity 498780105 352 4905 SH sole 4905 K SWISS STK Equity 482686102 336 16642 SH sole 16642 K2 STK Equity 482732104 365 23236 SH sole 23236 KANSAS CITY STHN STK Equity 485170302 233 15000 SH sole 15000 KAYDON STK Equity 486587108 356 11500 SH sole 11500 KB HOME STK Equity 48666K109 5191 75633 SH sole 75633 KEANE STK Equity 486665102 911 66581 SH sole 66581 KEITHLEY INSTR STK Equity 487584104 394 17790 SH sole 17790 KELLOGG STK Equity 487836108 3304 78942 SH sole 78942 KELLY SERVICES STK A Equity 488152208 563 18878 SH sole 18878 KEMET STK Equity 488360108 965 79000 SH sole 79000 KENNAMETAL STK Equity 489170100 866 18900 SH sole 18900 KERR MCGEE STK Equity 492386107 8870 164956 SH sole 164956 KERYX BIOPHARMACEUTICALS INC STK Equity 492515101 322 25464 SH sole 25464 KEY ENERGY SVCS STK Equity 492914106 1467 155400 SH sole 155400 KEYCORP STK Equity 493267108 7753 259373 SH sole 259373 KEYNOTE SYSTEMS STK Equity 493308100 311 22626 SH sole 22626 KEYSPAN STK Equity 49337W100 2011 54790 SH sole 54790 KFORCE INC STK Equity 493732101 535 56699 SH sole 56699 KFX STK Equity 48245L107 633 83100 SH sole 83100 KILROY REALTY STK Equity 49427F108 1118 32800 SH sole 32800 KIMBERLY CLARK STK Equity 494368103 8393 127399 SH sole 127399 KIMCO REALTY STK Equity 49446R109 350 7700 SH sole 7700 KINDER MORGAN STK Equity 49455P101 6300 106263 SH sole 106263 KINDRED HTHCARE Equity 494580103 2384 116109 SH sole 116109 KING PHARM STK Equity 495582108 2924 255384 SH sole 255384 KINROSS GOLD STK Equity 496902206 240 43132 SH sole 43132 KIRKLANDS INC Equity 497498105 259 21693 SH sole 21693 KLA TENCOR STK Equity 482480100 1334 27012 SH sole 27012 KNIGHT RIDDER STK Equity 499040103 10530 146251 SH sole 146251 KNIGHT TRADING Equity 499063105 670 66915 SH sole 66915 KOHLS STK Equity 500255104 13887 328459 SH sole 328459 KOMAG Equity 500453204 394 28231 SH sole 28231 KON PHILIPS ADR Equity 500472303 1327 48782 SH sole 48782 KOOKMIN BANK ADR Equity 50049M109 929 29600 SH sole 29600 KOREA ELEC PWR ADR Equity 500631106 288 31400 SH sole 31400 KORN FERRY INTL STK Equity 500643200 1532 79100 SH sole 79100 KOS PHARMACEUT STK Equity 500648100 1199 36359 SH sole 36359 KOSAN BIOSCIENCE STK Equity 50064W107 213 27024 SH sole 27024 KRAFT FOODS STK Equity 50075N104 1595 50337 SH sole 50337 KRISPY KREME STK Equity 501014104 4987 261234 SH sole 261234 KROGER STK Equity 501044101 2493 136971 SH sole 136971 KROLL Equity 501049100 9897 268368 SH sole 268368 KT CORPORATION Equity 48268K101 725 40200 SH sole 40200 KULICKE & SOFFA STK Equity 501242101 903 82400 SH sole 82400 KV PHARM STK A Equity 482740206 431 18650 SH sole 18650 L 3 COMMS HLDGS STK Equity 502424104 1743 26100 SH sole 26100 LA JOLLA PHARM STK Equity 503459109 1666 685789 SH sole 685789 LA QUINTA STK Equity 50419U202 365 43500 SH sole 43500 LA Z BOY STK Equity 505336107 2334 129801 SH sole 129801 LAB CRP OF AMER STK Equity 50540R409 4383 110410 SH sole 110410 LABRANCHE STK Equity 505447102 869 103188 SH sole 103188 LAFARGE N AMER STK Equity 505862102 2197 50738 SH sole 50738 LAIDLAW INTL WI Equity 50730R102 178 13700 SH sole 13700 LAKES ENTERTAINMENT Equity 51206P109 215 18597 SH sole 18597 LAM RESEARCH STK Equity 512807108 257 9596 SH sole 9596 LAMAR ADVERTISING 2.875% 12/31/2010 Bond 512815AG6 1050 975000 PRN sole 975000 LAMAR ADVERTSNG STK A Equity 512815101 238 5485 SH sole 5485 LANCASTER COLONY STK Equity 513847103 566 13600 SH sole 13600 LANCE STK Equity 514606102 526 34132 SH sole 34132 LANDAMER FINL GP STK Equity 514936103 1222 31401 SH sole 31401 LANDEC STK Equity 514766104 180 26276 SH sole 26276 LANDSTAR SYS STK Equity 515098101 552 10433 SH sole 10433 LASALLE HOTEL STK Equity 517942108 251 10300 SH sole 10300 LASER PHOTONICS STK Equity 719358103 95 27615 SH sole 27615 LASERSCOPE STK Equity 518081104 1419 51523 SH sole 51523 LATTICE STK Equity 518415104 721 102811 SH sole 102811 LAUREATE EDUCATION INC Equity 518613104 229 6000 SH sole 6000 LAWSON SOFTWARE Equity 520780107 480 67867 SH sole 67867 LAYNE CHRISTEN STK Equity 521050104 222 13386 SH sole 13386 LEAPFROG ENTRPRS STK Equity 52186N106 394 19800 SH sole 19800 LEAR STK Equity 521865105 4782 81060 SH sole 81060 LEARNING TREE STK Equity 522015106 605 41720 SH sole 41720 LEESPORT FINANCIAL CORP Equity 524477106 5263 230248 SH sole 230248 LEGG MASON STK Equity 524901105 546 6000 SH sole 6000 LEGGETT & PLATT STK Equity 524660107 2494 93373 SH sole 93373 LEHMAN BROS HLDG STK Equity 524908100 6176 82076 SH sole 82076 LENNAR CORP B Equity 526057302 232 5600 SH sole 5600 LENNAR STK Equity 526057104 5111 114291 SH sole 114291 LENNOX INTL STK Equity 526107107 308 17000 SH sole 17000 LEUCADIA STK Equity 527288104 641 12900 SH sole 12900 LEVEL 3 COMMS STK Equity 52729N100 87 24673 SH sole 24673 LEXAR MEDIA STK Equity 52886P104 2271 340005 SH sole 340005 LEXINGTON STK Equity 529043101 6702 336600 SH sole 336600 Lexmark International Stk Equity 529771107 2614 27079 SH sole 27079 LIBERTY ALL STAR EQUITY Equity 530158104 2231 242200 SH sole 242200 LIBERTY MEDIA STK A Equity 530718105 2957 328967 SH sole 328967 LIBERTY MEDIA STK A WHEN ISSUED Equity 530719103 889 23970 SH sole 23970 LIBERTY PROP STK Equity 531172104 1812 45072 SH sole 45072 LIFEPOINT HOSPTL STK Equity 53219L109 1027 27581 SH sole 27581 LIGAND PHARM STK B Equity 53220K207 3510 201969 SH sole 201969 LIGHTBRIDGE STK Equity 532226107 244 43602 SH sole 43602 LIMITED BRANDS Equity 532716107 17890 956667 SH sole 956667 LIN TV CORP Equity 532774106 273 12900 SH sole 12900 LINCARE HLDS STK Equity 532791100 2979 90646 SH sole 90646 LINCOLN ELECTRIC STK Equity 533900106 239 7009 SH sole 7009 LINCOLN NATIONAL CONV S Equity 534183108 170 13400 SH sole 13400 LINCOLN NATL STK Equity 534187109 4778 101130 SH sole 101130 LINEAR TECH STK Equity 535678106 2586 65510 SH sole 65510 LINENS N THINGS STK Equity 535679104 3105 105921 SH sole 105921 LIONBRIDGE TECH STK Equity 536252109 645 84258 SH sole 84258 LITHIA MOTORS STK Equity 536797103 226 9101 SH sole 9101 LITTELFUSE STK Equity 537008104 913 21532 SH sole 21532 LIZ CLAIRBORNE STK Equity 539320101 1619 44985 SH sole 44985 LKQ CORP Equity 501889208 273 14696 SH sole 14696 LLOYDS TSB Equity 539439109 287 9000 SH sole 9000 LNR PROPERTY STK Equity 501940100 646 11900 SH sole 11900 LOCKHEED MARTIN STK Equity 539830109 1963 37689 SH sole 37689 LODGENET ENTMT STK Equity 540211109 427 25902 SH sole 25902 LOEWS STK Equity 540424108 3431 57226 SH sole 57226 LONE STAR STEAKH STK Equity 542307103 209 7686 SH sole 7686 LONE STAR TECH STK Equity 542312103 1064 38600 SH sole 38600 LOOKSMART STK Equity 543442107 80 36749 SH sole 36749 LOUISIANA PAC STK Equity 546347105 4852 205166 SH sole 205166 LOWES STK Equity 548661107 14653 278844 SH sole 278844 LSI LOGIC STK Equity 502161102 3853 505646 SH sole 505646 LTX STK Equity 502392103 735 68013 SH sole 68013 LUBRIZOL STK Equity 549271104 817 22300 SH sole 22300 LUBYS STK Equity 549282101 200 28900 SH sole 28900 LUCENT TECH STK Equity 549463107 1316 348257 SH sole 348257 LUM MORT CPTL Equity 550278303 281 23445 SH sole 23445 LYDALL STK Equity 550819106 521 53285 SH sole 53285 LYONDELL CHEM STK Equity 552078107 3807 218900 SH sole 218900 M I HOMES INC Equity 55305B101 780 19200 SH sole 19200 M SYS FLASH STK Equity M7061C100 1189 79741 SH sole 79741 M&T BANK STK Equity 55261F104 2908 33316 SH sole 33316 MACDERMID STK Equity 554273102 504 14900 SH sole 14900 MACERICH STK Equity 554382101 718 15000 SH sole 15000 MACROMEDIA STK Equity 556100105 1556 63380 SH sole 63380 MACROVISION STK Equity 555904101 436 17436 SH sole 17436 MADISON BNCSHRS Equity 556597102 1501 50859 SH sole 50859 MAF BANCORP STK Equity 55261R108 4089 95804 SH sole 95804 MAGELLAN HEALTH Equity 559079207 4284 128085 SH sole 128085 MAGMA DESIGN STK Equity 559181102 729 37887 SH sole 37887 MAGNA ENTERTAINMENT STOCK CLASS A Equity 559211107 84 14300 SH sole 14300 MAGNETEK STK Equity 559424106 507 60830 SH sole 60830 MAGNUM HUNTER STK Equity 55972F203 1936 186500 SH sole 186500 MAIN STREET BANK STK Equity 56034R102 1887 67166 SH sole 67166 MALAN REALTY STK Equity 561063108 146 29200 SH sole 29200 MANAGED HGH INC PORT FD Equity 56166C105 394 62400 SH sole 62400 MANAGEMNT NETWK STK Equity 561693102 101 40501 SH sole 40501 MANDALAY RESORT STK Equity 562567107 15962 232540 SH sole 232540 MANITOWIC Equity 563571108 254 7515 SH sole 7515 MANOR CARE STK Equity 564055101 11170 341796 SH sole 341796 MANPOWER STK Equity 56418H100 1909 37600 SH sole 37600 MANTECH INTL A Equity 564563104 430 22905 SH sole 22905 MANUFACT HOME STK Equity 564682102 631 19001 SH sole 19001 MANUGISTICS GRP STK Equity 565011103 1614 489223 SH sole 489223 MANULIFE FINL STK Equity 56501R106 645 15918 SH sole 15918 MAPINFO STK Equity 565105103 332 31338 SH sole 31338 MARATHON OIL Equity 565849106 868 22951 SH sole 22951 MARCUS STK Equity 566330106 488 28300 SH sole 28300 MARIMBA STK Equity 56781Q109 1048 128850 SH sole 128850 MARKEL STK Equity 570535104 722 2600 SH sole 2600 MARKETWATCH COM STK Equity 570619106 122 10421 SH sole 10421 MARRIOTT INTL STK A Equity 571903202 22211 445287 SH sole 445287 MARSH & MCLENNAN STK Equity 571748102 4006 88272 SH sole 88272 MARSHALL&ILSLEY STK Equity 571834100 1628 41642 SH sole 41642 MARTEK BIOSCI STK Equity 572901106 4065 72361 SH sole 72361 MARTEN TRANSPORT STK Equity 573075108 345 18513 SH sole 18513 MARTIN MARIETTA STK Equity 573284106 2004 45200 SH sole 45200 MARVEL ENTERPRZS STK Equity 57383M108 4054 207659 SH sole 207659 MARVELL TECHNOLOGY STK Equity G5876H105 2041 76456 SH sole 76456 MASCO STK Equity 574599106 1021 32753 SH sole 32753 MASONITE INTL Equity 575384102 905 35000 SH sole 35000 MATERIAL SCI STK Equity 576674105 135 12700 SH sole 12700 MATRIA HLTHCARE STK Equity 576817209 239 9530 SH sole 9530 MATRIX SERVICE STK Equity 576853105 232 25382 SH sole 25382 MATSUSHITA ADR Equity 576879209 178 12400 SH sole 12400 MATTEL STK Equity 577081102 759 41609 SH sole 41609 MATTHEWS INTL STK A Equity 577128101 644 19548 SH sole 19548 MATTSON TECH STK Equity 577223100 693 57695 SH sole 57695 MAVERICK TUBE CORP 4% 6/15/2033 Bond 577914AA2 6077 5000000 PRN sole 5000000 MAVERICK TUBE STK Equity 577914104 1666 63442 SH sole 63442 MAX RE CAPITAL Equity G6052F103 2555 131168 SH sole 131168 MAXIM INTEGRATED STK Equity 57772K101 3077 58703 SH sole 58703 MAXIMUS STK Equity 577933104 1283 36180 SH sole 36180 MAXTOR STK Equity 577729205 2070 312178 SH sole 312178 MAY DEPT STORES STK Equity 577778103 6681 243033 SH sole 243033 MAYTAG STK Equity 578592107 3200 130556 SH sole 130556 MBIA STK Equity 55262C100 7562 132381 SH sole 132381 MBNA STK Equity 55262L100 5076 196810 SH sole 196810 MCCLATCHY STK A Equity 579489105 203 2900 SH sole 2900 MCCORMICK STK Equity 579780206 1574 46299 SH sole 46299 MCDATA STK Equity 580031102 69 13418 SH sole 13418 MCDATA STK A Equity 580031201 148 27505 SH sole 27505 MCDERMOTT INTL STK Equity 580037109 154 15148 SH sole 15148 MCDONALDS STK Equity 580135101 5992 230447 SH sole 230447 MCG CAPITAL STK Equity 58047P107 777 50496 SH sole 50496 MCGRAW HILL STK Equity 580645109 4658 60835 SH sole 60835 MCKESSON CORP STK Equity 58155Q103 2066 60188 SH sole 60188 MDC HOLDINGS STK Equity 552676108 2161 33980 SH sole 33980 MDSI MOBILE DATA STK Equity 55268N100 857 132700 SH sole 132700 MDU RES GROUP STK Equity 552690109 2195 91330 SH sole 91330 MEADOWBROOK INS STK Equity 58319P108 234 44195 SH sole 44195 MEADWESTVACO Equity 583334107 1620 55120 SH sole 55120 MEASUREMENT STK Equity 583421102 202 9350 SH sole 9350 MEDAREX STK Equity 583916101 173 23738 SH sole 23738 MEDCATH CORP STK Equity 58404W109 329 16472 SH sole 16472 MEDIA GENERAL Equity 584404107 2557 39820 SH sole 39820 MEDICAL ACTION STK Equity 58449L100 594 32263 SH sole 32263 MEDICAL STAFFING Equity 58463F104 302 46840 SH sole 46840 MEDICINES STK Equity 584688105 501 16415 SH sole 16415 MEDICIS PHARM STK Equity 584690309 2131 53347 SH sole 53347 MEDIMMUNE STK Equity 584699102 7612 325435 SH sole 325435 MEDSOURCE TECHS Equity 58505Y103 697 98135 SH sole 98135 MEDTRONIC INC 1.25% 9/15/2021 Bond 585055AB2 2920 2875000 PRN sole 2875000 MEDTRONIC STK Equity 585055106 8829 181228 SH sole 181228 MELLON FINANCIAL STK Equity 58551A108 3999 136346 SH sole 136346 MEMC ELECTRONIC STK Equity 552715104 491 49700 SH sole 49700 MENS WAREHOUSE STK Equity 587118100 377 14300 SH sole 14300 MENTOR GRAPHICS STK Equity 587200106 4102 265159 SH sole 265159 MERCANTILE BKSHS STK Equity 587405101 1369 29243 SH sole 29243 MERCK & CO STK Equity 589331107 12138 255541 SH sole 255541 MERCURY GENERAL STK Equity 589400100 541 10900 SH sole 10900 MERCURY INTRACT STK Equity 589405109 1516 30424 SH sole 30424 MEREDITH STK Equity 589433101 707 12855 SH sole 12855 MERGE TECH STK Equity 589981109 524 35807 SH sole 35807 MERIDIAN BIOSCIENCE STK Equity 589584101 207 18651 SH sole 18651 MERIDIAN GOLD STK Equity 589975101 269 20725 SH sole 20725 MERIDIAN RSC STK Equity 58977Q109 3405 490593 SH sole 490593 MERISTAR HOSPITL STK Equity 58984Y103 829 121215 SH sole 121215 MERIT MEDIC SYS STK Equity 589889104 1442 90532 SH sole 90532 MERIX STK Equity 590049102 206 18150 SH sole 18150 MERRILL LYNCH STK Equity 590188108 20476 379320 SH sole 379320 MERRILL LYNCH STK Option 590188108 345 500 CALL sole 500 MERRILL LYNCH STK Option 590188108 1138 1750 CALL sole 1750 MESA AIR GROUP STK Equity 590479101 703 86857 SH sole 86857 METAL MGT INC Equity 591097209 250 12617 SH sole 12617 METALS USA WS Warrant 591324116 91 28000 CALL sole 28000 METHANEX STK Equity 59151K108 216 16256 SH sole 16256 METLIFE Equity 59156R108 1050 29276 SH sole 29276 METRO GOLDWYN STK Equity 591610100 1019 84200 SH sole 84200 METROCALL HLDGS STK Equity 59164X105 4269 63723 SH sole 63723 METROCP BNCSHRS STK Equity 591650106 1042 68400 SH sole 68400 METTLER TOLEDO STK Equity 592688105 496 10100 SH sole 10100 MFA MTG INVTS Equity 55272X102 384 43200 SH sole 43200 MFS MULTIMARK INC TR FD Equity 552737108 110 18800 SH sole 18800 MGI PHARM STK Equity 552880106 7013 259638 SH sole 259638 MGIC INVESTMENT STK Equity 552848103 2014 26545 SH sole 26545 MGM Mirage STK Equity 552953101 3941 83950 SH sole 83950 MI DEVELOMENTS INC Equity 55304X104 10818 400650 SH sole 400650 MICHAELS STORES Equity 594087108 761 13832 SH sole 13832 MICREL SEMICOND STK Equity 594793101 2025 166707 SH sole 166707 MICROCHIP TECH STK Equity 595017104 445 14112 SH sole 14112 MICRON TECH Equity 595112103 2482 162111 SH sole 162111 MICRON TECH Option 595112103 817 2270 CALL sole 2270 MICROS STK Equity 594901100 296 6171 SH sole 6171 MICROSOFT STK Equity 594918104 8639 302500 SH sole 302500 MICROSOFT STK Option 594918104 700 2500 CALL sole 2500 MICROSOFT STK Option 594918104 459 3600 CALL sole 3600 MICROSTRATEGY STK Equity 594972408 2526 59153 SH sole 59153 MICROTUNE INC STK Equity 59514P109 209 44753 SH sole 44753 MID STATE BANCSH STK Equity 595440108 256 10886 SH sole 10886 MIDAS STK Equity 595626102 229 13165 SH sole 13165 MIDDLEBY STK Equity 596278101 327 5979 SH sole 5979 MIDWAY GAMES STK Equity 598148104 2210 191800 SH sole 191800 MIDWEST BANC STK Equity 598251106 2175 97538 SH sole 97538 MIKOHN GAMING STK Equity 59862K108 295 60873 SH sole 60873 MILACRON STK Equity 598709103 64 16064 SH sole 16064 MILLENNIUM BNKSH Equity 60037B106 831 108770 SH sole 108770 MILLENNIUM CELL INC STK Equity 60038B105 29 15176 SH sole 15176 MILLENNIUM PHARM STK Equity 599902103 7205 522087 SH sole 522087 MILLENNIUM STK Equity 599903101 3570 206100 SH sole 206100 MILLICOM INTL CELLULAR STK Equity L6388F110 8127 133672 SH sole 133672 MILLIPORE STK Equity 601073109 2774 49216 SH sole 49216 MIM STK Equity 553044108 419 48175 SH sole 48175 MINDSPEED TECHNOLOGIES Equity 602682106 114 22932 SH sole 22932 MINERALS TECH STK Equity 603158106 1383 23850 SH sole 23850 MIPS TECHNOLOGIE STK Equity 604567107 332 54247 SH sole 54247 MIRAMAR MINING STK Equity 60466E100 67 57800 SH sole 57800 MISONIX STK Equity 604871103 139 18437 SH sole 18437 MISSION WEST STK Equity 605203108 208 17200 SH sole 17200 MKS INSTRUMENTS STK Equity 55306N104 262 11501 SH sole 11501 MOBILE TELESYS Equity 607409109 2220 18200 SH sole 18200 MOHAWK INDS STK Equity 608190104 4904 66871 SH sole 66871 MOLECULAR DEVIC STK Equity 60851C107 857 48181 SH sole 48181 MOLEX STK Equity 608554101 308 9613 SH sole 9613 MOLINA HEALTHCARE Equity 60855R100 254 6665 SH sole 6665 MONACO COACH STK Equity 60886R103 1132 40200 SH sole 40200 MONARCH COMMUNITY BANCORP INC Equity 609045109 1712 124489 SH sole 124489 MONOLITHIC SYS STK Equity 609842109 1996 265129 SH sole 265129 MONSANTO STK Equity 61166W101 1188 30855 SH sole 30855 MONSTER WORLDWIDE INC Equity 611742107 1206 46876 SH sole 46876 MONTPELIER RE HOLDINGS LTD Equity G62185106 322 9200 SH sole 9200 MONY GROUP STK Equity 615337102 1315 42000 SH sole 42000 MOODY'S CORP Equity 615369105 4130 63875 SH sole 63875 MORGAN STANLEY Equity 617446448 17560 332774 SH sole 332774 MORGAN STANLEY Option 617446448 546 1300 CALL sole 1300 MOTOROLA STK Option 620076109 268 1000 CALL sole 1000 MOTOROLA STK Option 620076109 390 1000 PUT sole 1000 MOTOROLA STK Equity 620076109 18614 1019955 SH sole 1019955 MOVADO GROUP STK Equity 624580106 461 26738 SH sole 26738 MOVIE GALLERY STK Equity 624581104 1112 56860 SH sole 56860 MPS GROUP STK Equity 553409103 172 14200 SH sole 14200 MRO SOFTWARE STK Equity 55347W105 205 15095 SH sole 15095 MRV COMM STK Equity 553477100 251 91702 SH sole 91702 MS DEAN WITTER QUAL MUN Equity 61745P734 156 11800 SH sole 11800 MS DW HIGH YIELD FD Equity 61744M104 741 125300 SH sole 125300 MSC INDUSTRIAL STK Equity 553530106 227 6900 SH sole 6900 MTNL Equity 559778402 78 10700 SH sole 10700 MTR GAMING STK Equity 553769100 586 53481 SH sole 53481 MTS SYSTEMS STK Equity 553777103 852 36335 SH sole 36335 MUELLER INDS STK Equity 624756102 695 19401 SH sole 19401 MUN NY ITM DR FD Equity 62618T100 524 41700 SH sole 41700 MUNICIPAL ADVANTAGE FD Equity 626189104 200 16200 SH sole 16200 MUNIENHANCED FD Equity 626243109 796 79000 SH sole 79000 MUNIHLDG NY INS STK Equity 625931100 590 43998 SH sole 43998 MUNIHOLD INS II STK Equity 62625A102 484 39600 SH sole 39600 MUNIHOLDINGS CA INS FD Equity 625933106 1003 75100 SH sole 75100 MUNIHOLDINGS FL STK Equity 62624W105 333 24200 SH sole 24200 MUNIHOLDINGS STK Equity 625930102 274 22000 SH sole 22000 MUNIVEST FD Equity 626295109 774 90000 SH sole 90000 MUNIYIELD CAL INS FUND Equity 62629L104 468 36700 SH sole 36700 MUNIYIELD FD Equity 626299101 243 19200 SH sole 19200 MUNIYIELD FLORIDA FD Equity 626297105 769 60000 SH sole 60000 MUNIYIELD INSURED FD Equity 62630E107 154 11500 SH sole 11500 MUNIYIELD MICHIGAN FD Equity 626300107 218 16400 SH sole 16400 MUNIYIELD MICHIGAN INS Equity 62630J106 492 34800 SH sole 34800 MUNIYIELD NEW JERSEY FD Equity 62630L101 521 38000 SH sole 38000 MUNIYIELD NY INSURED FD Equity 626301105 351 28200 SH sole 28200 MUNIYIELD PENNSYLVANIA Equity 62630V109 551 38600 SH sole 38600 MUNIYIELD QUALITY FD Equity 626302103 293 22100 SH sole 22100 MUNIYIELD QUALITY II FD Equity 62630T104 586 50200 SH sole 50200 MURPHY OIL STK Equity 626717102 877 11900 SH sole 11900 MVC CAPITAL Equity 553829102 10591 1121900 SH sole 1121900 MYLAN LABS STK Equity 628530107 2923 144333 SH sole 144333 MYOGEN INC Equity 62856E104 165 21334 SH sole 21334 MYRIAD GENETICS STK Equity 62855J104 407 27285 SH sole 27285 MYSTIC FINANCIAL STK Equity 628643108 2634 81914 SH sole 81914 N AMER PALLADIUM STK Equity 656912102 265 30300 SH sole 30300 N BANCSHARES STK Equity 657467106 859 38220 SH sole 38220 N BGR RE SEC INC Equity 64190A103 156 12300 SH sole 12300 NANOMETRICS STK Equity 630077105 163 14330 SH sole 14330 NASDAQ 100 TRUST UN Equity 631100104 244980 6497862 SH sole 6497862 NASTECH PHARM STK Equity 631728409 11451 1122664 SH sole 1122664 NATHANS FAM WS Warrant 632347118 8 12500 CALL sole 12500 NATIONAL CITY STK Equity 635405103 3450 98530 SH sole 98530 NATIONWIDE HLTH STK Equity 638620104 399 21100 SH sole 21100 NATL AUSTRALIA ADR Equity 632525408 1522 14600 SH sole 14600 NATL COMMERCE Equity 63545P104 20921 643738 SH sole 643738 NATL HEALTH INV STK Equity 63633D104 6365 234100 SH sole 234100 NATL INFO CNSRT STK Equity 62914B100 90 12625 SH sole 12625 NATL INSTRUMENT STK Equity 636518102 1132 36938 SH sole 36938 NATL MED HEALTH STK Equity 636918302 487 18104 SH sole 18104 NATL OILWELL STK Equity 637071101 944 29985 SH sole 29985 NATL PENN BKSH STK Equity 637138108 248 8328 SH sole 8328 NATL PROCESSNG STK Equity 637229105 327 11375 SH sole 11375 NATL SEMICONDUCT STK Equity 637640103 2568 116794 SH sole 116794 NATWIDE FINL STK Equity 638612101 316 8400 SH sole 8400 NAUTILUS GROUP INC Equity 63910B102 273 14000 SH sole 14000 NAVARRE STK Equity 639208107 429 29836 SH sole 29836 NAVISTAR INTL 2.5% 12/15/2007 Bond 63934EAG3 2211 1700000 PRN sole 1700000 NAVISTAR STK Equity 63934E108 4053 104562 SH sole 104562 NBTY STK Equity 628782104 356 12112 SH sole 12112 NCO GROUP STK Equity 628858102 304 11400 SH sole 11400 NCR STK Equity 62886E108 603 12165 SH sole 12165 NDC HEALTH STK Equity 639480102 1545 66600 SH sole 66600 NEIGHBORCARE INC Equity 64015Y104 3871 123566 SH sole 123566 NEIMAN MARCUS STK B Equity 640204301 4084 78700 SH sole 78700 NELNET INC Equity 64031N108 3820 215205 SH sole 215205 NELSON T STK Equity 640376109 531 23350 SH sole 23350 NEOMAGIC STK Equity 640497103 235 81054 SH sole 81054 NEOPHARM STK Equity 640919106 496 48042 SH sole 48042 NEOWARE SYS STK Equity 64065P102 388 46925 SH sole 46925 NET2PHONE STK Equity 64108N106 72 15855 SH sole 15855 NETBANK STK Equity 640933107 201 18420 SH sole 18420 NETEASE COM INC Equity 64110W102 2179 52700 SH sole 52700 NETFLIX STK Equity 64110L106 937 26022 SH sole 26022 NETGEAR INC Equity 64111Q104 204 18953 SH sole 18953 NETIQ STK Equity 64115P102 542 41037 SH sole 41037 NETWK APPLIANCE STK Equity 64120L104 2694 125106 SH sole 125106 NETWORK ENGINES STK Equity 64121A107 196 71368 SH sole 71368 NETWORK EQUIPMENT Equity 641208103 110 13525 SH sole 13525 NEUBERGER BERMAN Equity 64126D106 299 17100 SH sole 17100 NEUROBIOLOGICAL TECHNOLOGIES STK Equity 64124W106 43 11578 SH sole 11578 NEUROCRINE BIOS STK Equity 64125C109 4062 78341 SH sole 78341 NEUROGEN STK Equity 64124E106 526 70189 SH sole 70189 NEW AMERICA HIGH INCOME Equity 641876107 343 176811 SH sole 176811 NEW CENTRY FINL STK Equity 64352D101 1832 39123 SH sole 39123 NEW D&B CORP Equity 26483E100 1518 28165 SH sole 28165 NEW GERMANY FD Equity 644465106 86 11000 SH sole 11000 NEW PLAN EXCEL STK Equity 648053106 1135 48600 SH sole 48600 NEWCASTLE INVT Equity 65105M108 246 8200 SH sole 8200 NEWELL RUBBER STK Equity 651229106 2621 111547 SH sole 111547 NEWFIELD EXPLOR STK Equity 651290108 591 10600 SH sole 10600 NEWMONT MINING STK Equity 651639106 15786 407279 SH sole 407279 NEWPORT STK Equity 651824104 477 29493 SH sole 29493 NEWS CORP LTD Equity 652487703 708 20000 SH sole 20000 NEXTEL COMMS STK A Equity 65332V103 3594 134811 SH sole 134811 NEXTEL PARTNERS INC Equity 65333F107 1463 91891 SH sole 91891 NFG STK Equity 636180101 953 38100 SH sole 38100 NIC APP CONV INC Equity 65370G109 174 12400 SH sole 12400 NICHOLAS APPLGTE Equity 65370F101 950 61500 SH sole 61500 NICOR STK Equity 654086107 1657 48767 SH sole 48767 NII HOLDINGS Equity 62913F201 1548 45940 SH sole 45940 NIKE STK Equity 654106103 17271 227994 SH sole 227994 NISOURCE STK Equity 65473P105 10853 526333 SH sole 526333 NMS COMMUNICAT STK Equity 629248105 142 19296 SH sole 19296 NOBLE DRILLING STK Equity G65422100 3844 101449 SH sole 101449 NOBLE ENERGY Equity 655044105 740 14500 SH sole 14500 NOBLE INTL STK Equity 655053106 2694 108755 SH sole 108755 NOKIA ADR Equity 654902204 12110 832865 SH sole 832865 NOKIA ADR Option 654902204 235 1000 CALL sole 1000 NOKIA ADR Option 654902204 3052 5450 PUT sole 5450 NORDSON STK Equity 655663102 497 11471 SH sole 11471 NORDSTROM STK Equity 655664100 1711 40154 SH sole 40154 NORFOLK SOUTHERN STK Equity 655844108 917 34564 SH sole 34564 NORSK HYDRO ADR Equity 656531605 288 4400 SH sole 4400 NORTEL NETWORKS STK Equity 656568102 1929 386617 SH sole 386617 NORTH FORK BANC STK Equity 659424105 5753 151183 SH sole 151183 NORTHERN TRUST STK Equity 665859104 12363 292417 SH sole 292417 NORTHROP GRUMMAN STK Equity 666807102 7932 147718 SH sole 147718 NOVA CHEMICALS STK Equity 66977W109 255 8800 SH sole 8800 NOVARTIS ADR Equity 66987V109 4958 111419 SH sole 111419 NOVASTAR FINL STK Equity 669947400 686 18071 SH sole 18071 NOVELL STK Equity 670006105 5566 663379 SH sole 663379 NOVELLUS SYS STK Equity 670008101 1320 41976 SH sole 41976 NOVEN PHARM STK Equity 670009109 221 10045 SH sole 10045 NOVOSTE STK Equity 67010C100 29 10716 SH sole 10716 NPS PHARMACEUT STK Equity 62936P103 3189 151871 SH sole 151871 NRTH AMER SCIEN STK Equity 65715D100 135 16031 SH sole 16031 NSTAR STK Equity 67019E107 296 6186 SH sole 6186 NTL INC STK Equity 62940M104 4257 73889 SH sole 73889 NTN COM STK Equity 629410309 168 53400 SH sole 53400 NTT DOCOMO Equity 62942M201 348 19200 SH sole 19200 NU HORIZONS STK Equity 669908105 199 22115 SH sole 22115 NUBRGR BRMN OPP Equity 64126L108 1048 78000 SH sole 78000 NUCOR STK Equity 670346105 917 11946 SH sole 11946 NUI STK Equity 629431107 1529 104700 SH sole 104700 NUTRACEUTICAL STK Equity 67060Y101 219 10254 SH sole 10254 NUVEEN DIV ADV Equity 67066V101 213 14900 SH sole 14900 NUVEEN FLO INV QUAL MUN Equity 670970102 1063 75800 SH sole 75800 NUVEEN FLO QUAL INC MUN Equity 670978105 760 54900 SH sole 54900 NUVEEN FLTNG Equity 67072T108 364 24400 SH sole 24400 NUVEEN INS FL PR INC MN Equity 67101V108 1092 76700 SH sole 76700 NUVEEN INS QUAL MUNI FD Equity 67062N103 309 21300 SH sole 21300 NUVEEN MUNI ADVANTAGE F Equity 67062H106 190 13500 SH sole 13500 NUVEEN PA DIV 2 Equity 67071W102 414 30700 SH sole 30700 NUVEEN PFD & CON Equity 67073B106 2542 191300 SH sole 191300 NUVEEN PREM INC MUNI 4 Equity 6706K4105 153 13220 SH sole 13220 NUVEEN QUALITY PR Equity 67071S101 2027 150800 SH sole 150800 NUVEEN SEL QUAL MUNI FD Equity 670973106 205 14800 SH sole 14800 NUVEEN SENIOR FD STK Equity 67067Y104 190 19700 SH sole 19700 NUVN PFD CNV IN2 Equity 67073D102 2203 170800 SH sole 170800 NVIDIA STK Equity 67066G104 8053 393404 SH sole 393404 NVR STK Equity 62944T105 920 1900 SH sole 1900 NW BANCORP STK Equity 667328108 6451 281694 SH sole 281694 NY CMNTY BANCP Equity 649445103 9399 478785 SH sole 478785 NY TIMES STK Equity 650111107 2969 66412 SH sole 66412 NYFIX STK Equity 670712108 250 51105 SH sole 51105 O'CHARLEYS STK Equity 670823103 189 11022 SH sole 11022 O'REILLY AUTO STK Equity 686091109 554 12258 SH sole 12258 OAKLEY INC STK Equity 673662102 643 49700 SH sole 49700 OCCIDENTAL STK Equity 674599105 6870 141905 SH sole 141905 OCEANEERING INTL STK Equity 675232102 497 14500 SH sole 14500 OCWEN FINL STK Equity 675746101 130 10800 SH sole 10800 ODYSSEY HEALTHCARE Equity 67611V101 432 22972 SH sole 22972 ODYSSEY RE HLDGS STK Equity 67612W108 511 21300 SH sole 21300 OFFICE DEPOT STK Equity 676220106 1876 104726 SH sole 104726 OGE ENERGY STK Equity 670837103 3696 145100 SH sole 145100 OHIO LEGACY CP Equity 677399107 1432 127252 SH sole 127252 OLD DOMINION STK Equity 679580100 230 7804 SH sole 7804 OLD REPUBLIC STK Equity 680223104 1623 68424 SH sole 68424 OLIN STK Equity 680665205 855 48502 SH sole 48502 OLYMPIC STEEL STK Equity 68162K106 329 16100 SH sole 16100 OM GROUP STK Equity 670872100 1674 50700 SH sole 50700 OMEGA HEALTHCARE STK Equity 681936100 342 34030 SH sole 34030 OMI STK Equity Y6476W104 472 39700 SH sole 39700 OMNICARE STK Equity 681904108 3315 77431 SH sole 77431 OMNICELL Equity 68213N109 159 10901 SH sole 10901 OMNICOM STK Equity 681919106 19112 251840 SH sole 251840 OMNIVISION TECHNOLOGIES STK Equity 682128103 3359 210619 SH sole 210619 OMNOVA SOLUTIONS STK Equity 682129101 62 10200 SH sole 10200 ONEOK STK Equity 682680103 6877 312717 SH sole 312717 ONLINE RSCS COM STK Equity 68273G101 221 32444 SH sole 32444 ONYX PHARMACEUT STK Equity 683399109 1051 24810 SH sole 24810 OPEN TEXT STK Equity 683715106 319 10000 SH sole 10000 OPENWAVE SYSTEMS STK Equity 683718308 1638 128962 SH sole 128962 OPLINK COMMS STK Equity 68375Q106 109 56798 SH sole 56798 OPTIBASE STK Equity M7524R108 193 33760 SH sole 33760 OPTICAL COMM STK Equity 68382T101 30 12641 SH sole 12641 ORACLE STK Equity 68389X105 4977 417210 SH sole 417210 ORACLE STK Option 68389X105 425 5000 CALL sole 5000 ORASURE TECH STK Equity 68554V108 139 14332 SH sole 14332 ORBITZ INC Equity 68556Y100 319 14770 SH sole 14770 ORBOTECH STK Equity M75253100 446 21905 SH sole 21905 ORIENT EXPRESS HTLS STK Equity G67743107 3258 192300 SH sole 192300 ORIENTL FINL GP STK Equity 68618W100 484 17868 SH sole 17868 ORTHODONTIC CNTR STK Equity 68750P103 307 37450 SH sole 37450 ORTHOFIX INTL STK F Equity N6748L102 446 10433 SH sole 10433 ORTHOLOGIC STK Equity 68750J107 126 14535 SH sole 14535 OSI PHARMACEUT STK Equity 671040103 13404 190286 SH sole 190286 OSI SYSTEMS STK Equity 671044105 552 27722 SH sole 27722 OSTEOTECH STK Equity 688582105 144 22242 SH sole 22242 OUTBACK STEAKHSE STK Equity 689899102 3011 72810 SH sole 72810 OVERLAND STORAGE Equity 690310107 300 22590 SH sole 22590 OVERNITE CORP Equity 690322102 1021 34738 SH sole 34738 OVERSEAS SHIPHLD STK Equity 690368105 1218 27600 SH sole 27600 OVERSTOCK.COM Equity 690370101 2831 72396 SH sole 72396 OWENS ILLINOIS STK Equity 690768403 759 45300 SH sole 45300 OXFORD INDS STK Equity 691497309 1128 25900 SH sole 25900 PAC SUNWEAR CA STK Equity 694873100 5570 284305 SH sole 284305 PACCAR STK Equity 693718108 1563 26954 SH sole 26954 PACER INTL STK Equity 69373H106 1323 71517 SH sole 71517 PACFIC PREMR BN Equity 69478X105 1628 152900 SH sole 152900 PACHOLDER HI YLD STK Equity 693742108 306 35400 SH sole 35400 PACIFIC CAPITAL BANCORP Equity 69404P101 333 11855 SH sole 11855 PACIFIC INTERNET STK Equity Y66183107 180 19529 SH sole 19529 PACIFICARE HLTH STK Equity 695112102 715 18506 SH sole 18506 PACKAGING DYNAMICS CORP Equity 695160101 363 26236 SH sole 26236 PACTIV STK Equity 695257105 486 19496 SH sole 19496 PALL STK Equity 696429307 778 29725 SH sole 29725 PALMONE INC Equity 69713P107 1323 38061 SH sole 38061 PALMSOURCE Equity 697154102 457 26675 SH sole 26675 PALOMAR MED TEC STK Equity 697529303 265 15795 SH sole 15795 PAN AMER SILVER STK Equity 697900108 2214 168347 SH sole 168347 PANAMSAT STK Equity 697933109 621 26759 SH sole 26759 PANERA BREAD STK A Equity 69840W108 437 12186 SH sole 12186 PAPA JOHNS INTL STK Equity 698813102 682 23093 SH sole 23093 PAR PAHRMACEUTICAL CO Equity 69888P106 9248 262665 SH sole 262665 PARADYNE NETWKS STK Equity 69911G107 72 13002 SH sole 13002 PARAMETRIC TECH STK Equity 699173100 350 69985 SH sole 69985 PARKER HANNIFIN STK Equity 701094104 3155 53065 SH sole 53065 PARKWAY PROP STK Equity 70159Q104 227 5100 SH sole 5100 PARLUX FRAGRANCE STK Equity 701645103 169 15460 SH sole 15460 PARTNERRE STK Equity G6852T105 1407 24800 SH sole 24800 PARTY CITY Equity 702145103 883 70695 SH sole 70695 PATHFINDER BKCP STK Equity 70320A103 1039 67619 SH sole 67619 PATHMARK STORES Equity 70322A101 665 87272 SH sole 87272 PATHMRK STOR WS Warrant 70322A119 44 52000 CALL sole 52000 PATINA OIL GAS STK Equity 703224105 1423 47650 SH sole 47650 PATTERSON UTI STK Equity 703481101 6322 189219 SH sole 189219 PAYCHEX STK Equity 704326107 6862 202552 SH sole 202552 PAYLESS SHOES STK Equity 704379106 2072 139000 SH sole 139000 PC CONNECTION STK Equity 69318J100 78 11896 SH sole 11896 PEC SOLUTIONS STK Equity 705107100 438 36745 SH sole 36745 PEDIATRIX MED STK Equity 705324101 461 6602 SH sole 6602 PEGASUS SYS STK Equity 705906105 528 40191 SH sole 40191 PEMSTAR STK Equity 706552106 124 53375 SH sole 53375 PENFORD STK Equity 707051108 428 24406 SH sole 24406 PENGROWTH ENERGY UN Equity 706902103 172 12300 SH sole 12300 PENN NATL GAMING STK Equity 707569109 1457 43889 SH sole 43889 PENN REAL ESTATE STK Equity 709102107 1319 38500 SH sole 38500 PENN VIRGINIA STK Equity 707882106 392 10845 SH sole 10845 PENNFED FINAN STK Equity 708167101 321 9659 SH sole 9659 PENTAIR STK Equity 709631105 2836 84300 SH sole 84300 PENWEST PHARM STK Equity 709754105 2138 166926 SH sole 166926 PEOPLES BANK STK Equity 710198102 3045 97744 SH sole 97744 PEOPLES ENERGY STK Equity 711030106 921 21849 SH sole 21849 PEOPLESOFT STK Equity 712713106 6091 329229 SH sole 329229 PEP BOYS STK Equity 713278109 1426 56271 SH sole 56271 PEPCO HOLDINGS Equity 713291102 1387 75848 SH sole 75848 PEPSI BOTTLING STK Equity 713409100 3234 105888 SH sole 105888 PEPSIAMERICAS STK Equity 71343P200 1431 67374 SH sole 67374 PEPSICO STK Equity 713448108 7255 134654 SH sole 134654 PEPSICO STK Option 713448108 267 1300 CALL sole 1300 PERFORMANCE FOOD STK Equity 713755106 651 24542 SH sole 24542 PERINI STK Equity 713839108 176 16500 SH sole 16500 PERKINELMER STK Equity 714046109 756 37740 SH sole 37740 PERMA FIX STK Equity 714157104 75 42091 SH sole 42091 PEROT SYSTEMS STK Equity 714265105 487 36701 SH sole 36701 PERRIGO STK Equity 714290103 737 38865 SH sole 38865 PERRY ELLIS STK Equity 288853104 303 12015 SH sole 12015 PETCO ANIMAL Equity 716016209 259 8040 SH sole 8040 PETMED EXPRESS STK Equity 716382106 253 31566 SH sole 31566 PETRO CANADA STK Equity 71644E102 1119 25900 SH sole 25900 PETROBRAS ENERGIA Equity 71646M102 521 53400 SH sole 53400 PETROCHINA ADR Equity 71646E100 1051 22700 SH sole 22700 PETROLEO BRASIL Equity 71654V408 3802 135437 SH sole 135437 PETROLEO BRASIL ADR A Equity 71654V101 759 30100 SH sole 30100 PETROQUEST ENRGY STK Equity 716748108 560 131229 SH sole 131229 PETSMART STK Equity 716768106 256 7888 SH sole 7888 PF CHANG CHINA STK Equity 69333Y108 5285 128436 SH sole 128436 PFD CORP INC STR Equity 74039B105 764 36000 SH sole 36000 PFIZER STK Equity 717081103 27728 808868 SH sole 808868 PFIZER STK Option 717081103 315 875 PUT sole 875 PFS BANCORP Equity 69335R101 996 48600 SH sole 48600 PG&E STK Equity 69331C108 17690 633152 SH sole 633152 PHARM PROD DEV STK Equity 717124101 1447 45552 SH sole 45552 PHARMACOPEIA DRG Equity 7171EP101 102 17850 SH sole 17850 PHARMACOPEIA STK Equity 71713B104 186 18837 SH sole 18837 PHARMACYCLICS STK Equity 716933106 977 96381 SH sole 96381 PHARMION CORPORATION Equity 71715B409 4892 100000 SH sole 100000 PHARMOS STK Equity 717139208 73 17790 SH sole 17790 PHELPS DODGE STK Equity 717265102 2114 27272 SH sole 27272 PHILLIPS HEUSEN STK Equity 718592108 318 16523 SH sole 16523 PHOENIX COS STK Equity 71902E109 713 58200 SH sole 58200 PHOENIX TECHS STK Equity 719153108 86 12264 SH sole 12264 PHOTON DYNAMICS STK Equity 719364101 567 16172 SH sole 16172 PHOTRONICS STK Equity 719405102 836 44123 SH sole 44123 PIEDMONT NAT GAS STK Equity 720186105 354 8300 SH sole 8300 PIER 1 IMPORTS STK Equity 720279108 6480 366300 SH sole 366300 PILGRIMS PRIDE Equity 721467108 321 11100 SH sole 11100 PIMCO COMM MORT SEC TR Equity 693388100 223 17100 SH sole 17100 PIMCO FLT RT INC Equity 72201H108 239 11600 SH sole 11600 PIMCO MUNI FD Equity 72200R107 134 10100 SH sole 10100 PINNACLE AIRLINES Equity 723443107 365 32293 SH sole 32293 PINNACLE SYS STK Equity 723481107 314 43937 SH sole 43937 PINNACLE WEST STK Equity 723484101 319 7887 SH sole 7887 PIONEER NATL RSC STK Equity 723787107 361 10279 SH sole 10279 PITNEY BOWES STK Equity 724479100 2505 56619 SH sole 56619 PIXAR STK Equity 725811103 1564 22503 SH sole 22503 PIXELWORKS STK Equity 72581M107 3431 223949 SH sole 223949 PKG CORP AMER STK Equity 695156109 1697 71024 SH sole 71024 PLACER DOME STK Equity 725906101 785 47173 SH sole 47173 PLAINS EXPL PROD Equity 726505100 494 26945 SH sole 26945 PLAINS RESOURCES Equity 726540503 1037 61200 SH sole 61200 PLANER SYSTEMS STK Equity 726900103 263 19664 SH sole 19664 PLANTRONICS STK Equity 727493108 2054 48800 SH sole 48800 PLATINUM UNDERWRITERS Equity G7127P100 709 23300 SH sole 23300 PLAYTEX PROD STK Equity 72813P100 423 54100 SH sole 54100 PLEXUS STK Equity 729132100 1668 123582 SH sole 123582 PLUG POWER STK Equity 72919P103 341 45620 SH sole 45620 PLUM CREEK TIMB UN Equity 729251108 2165 66437 SH sole 66437 PLX TECHNOLOGY STK Equity 693417107 236 13675 SH sole 13675 PMA CAPITAL STK A Equity 693419202 168 18681 SH sole 18681 PMC COMM STK Equity 693434102 720 50000 SH sole 50000 PMC SIERRA STK Equity 69344F106 841 58597 SH sole 58597 PMI GROUP STK Equity 69344M101 3446 79189 SH sole 79189 PNC FINL SVC STK Equity 693475105 13242 249466 SH sole 249466 PNM RESOURCES Equity 69349H107 557 26800 SH sole 26800 POGO PRODUCING STK Equity 730448107 1798 36400 SH sole 36400 POHANG IRON ADR Equity 693483109 1225 36563 SH sole 36563 POINTE FINANCIAL STK Equity 73084P100 1489 53303 SH sole 53303 POLARIS INDS STK Equity 731068102 206 4300 SH sole 4300 POLO RALPH LAUR STK Equity 731572103 1650 47900 SH sole 47900 POLYCOM STK Equity 73172K104 1032 46061 SH sole 46061 POLYMEDICA STK Equity 731738100 830 26732 SH sole 26732 POMERY COMPUTER STK Equity 731822102 647 54425 SH sole 54425 POPULAR STK Equity 733174106 1593 37239 SH sole 37239 PORTAL SOFTWARE STK Equity 736126301 104 28576 SH sole 28576 POST PROP STK Equity 737464107 303 10400 SH sole 10400 POTASH SASKATCHE STK Equity 73755L107 1413 14581 SH sole 14581 POTLATCH STK Equity 737628107 1491 35800 SH sole 35800 POWELL INDS STK Equity 739128106 390 22833 SH sole 22833 POWER INTEGRA STK Equity 739276103 1334 53564 SH sole 53564 POWERWAVE TECH STK Equity 739363109 1297 168438 SH sole 168438 PPG INDUSTRIES STK Equity 693506107 5190 83056 SH sole 83056 PPL STK Equity 69351T106 15009 326991 SH sole 326991 PRAECIS PHARMA STK Equity 739421105 195 51222 SH sole 51222 PRAXAIR STK Equity 74005P104 2349 58852 SH sole 58852 PRECISION DRILL STK Equity 74022D100 653 13601 SH sole 13601 PREMCOR STK Equity 74045Q104 373 9950 SH sole 9950 PREMIERE TECH STK Equity 69366M104 1109 96143 SH sole 96143 PRENTISS PROP STK Equity 740706106 676 20160 SH sole 20160 PRICE COMMS STK Equity 741437305 2483 168248 SH sole 168248 PRICELINE COM STK Equity 741503403 1054 39133 SH sole 39133 PRIDE INTL STK Equity 74153Q102 1335 78005 SH sole 78005 PRIM HOSPITALITY STK Equity 741917108 195 18400 SH sole 18400 PRIMA ENERGY STK Equity 741901201 316 7996 SH sole 7996 PRIME GP REALTY STK Equity 74158J103 191 36210 SH sole 36210 PRIMEDIA STK Equity 74157K101 105 37780 SH sole 37780 PRIMUS KNOWLDGE STK Equity 74163Q100 19 10094 SH sole 10094 PRIMUS TELECOMM STK Equity 741929103 297 58370 SH sole 58370 PRINCIPAL FINL STK Equity 74251V102 7949 228549 SH sole 228549 PRIVATEBANCORP STK Equity 742962103 256 9304 SH sole 9304 PROASSURANCE STK Equity 74267C106 239 7000 SH sole 7000 PROCTER & GAMBLE STK Equity 742718109 13356 245328 SH sole 245328 PROGRESS ENERGY STK Equity 743263105 2518 57171 SH sole 57171 PROGRESS SFTW STK Equity 743312100 2345 108192 SH sole 108192 PROGRESSIVE OHIO STK Equity 743315103 4738 55540 SH sole 55540 PROLOGIS TRUST STK Equity 743410102 701 21285 SH sole 21285 PROQUEST STK Equity 74346P102 1014 37200 SH sole 37200 PROSPECT STREET HIGH IN Equity 743586406 92 30000 SH sole 30000 PROSPECT STREET INCOME Equity 743590101 936 167200 SH sole 167200 PROTECTIVE LIFE STK Equity 743674103 523 13525 SH sole 13525 PROTEIN DESIGN STK Equity 74369L103 1441 75339 SH sole 75339 PROVIDENT BKSHS STK Equity 743859100 841 29163 SH sole 29163 PROVIDENT FINL Equity 74386T105 935 53300 SH sole 53300 PROVIDIAN FINL STK Equity 74406A102 429 29216 SH sole 29216 PROVINCE HLTHCAR STK Equity 743977100 978 57000 SH sole 57000 PROXIM CORP CLASS A Equity 744283102 1587 1340327 SH sole 1340327 PRUDENTIAL FINANCIAL INC Equity 744320102 969 20856 SH sole 20856 PSS WORLD MED STK Equity 69366A100 876 78180 SH sole 78180 PT TELEKOMUN ADR Equity 715684106 608 39100 SH sole 39100 PUBL SVC ENTER STK Equity 744573106 9949 248537 SH sole 248537 PUBLIC STORAGE STK Equity 74460D109 640 13900 SH sole 13900 PUBLIC STORAGE STK A Equity 74460D729 264 10100 SH sole 10100 PUGET ENERGY STK Equity 745310102 1381 63023 SH sole 63023 PULTE HOMES STK Equity 745867101 3745 71979 SH sole 71979 PUTNAM HGH INC BOND FUND Equity 746779107 547 75600 SH sole 75600 PUTNAM HIGH INCOME OPP Equity 746479104 392 23000 SH sole 23000 PUTNAM MGE STK Equity 746819101 958 122200 SH sole 122200 PUTNAM MNGE MUN INC TR Equity 746823103 90 13100 SH sole 13100 PUTNAM PREMIER INC TR F Equity 746853100 126 20800 SH sole 20800 PUTNAM TAX FREE HLTH CR Equity 746920107 209 17700 SH sole 17700 QAD STK Equity 74727D108 139 13060 SH sole 13060 QIAGEN NV STK Equity N72482107 453 37402 SH sole 37402 QLOGIC STK Equity 747277101 11667 438778 SH sole 438778 QLT INC STK Equity 746927102 1470 73350 SH sole 73350 QRS STK Equity 74726X105 309 47372 SH sole 47372 QUAKER CITY STK Equity 74731K106 4545 82731 SH sole 82731 QUAKER FABRIC STK Equity 747399103 317 41165 SH sole 41165 QUALCOMM STK Equity 747525103 6580 90167 SH sole 90167 QUALITY DISTRIBUTION Equity 74756M102 149 13515 SH sole 13515 QUANTA SERVICES STK Equity 74762E102 134 21600 SH sole 21600 QUANTUM DSS GRP STK Equity 747906204 180 58214 SH sole 58214 QUEST DIAG STK Equity 74834L100 1269 14940 SH sole 14940 QUEST SOFTWARE STK Equity 74834T103 261 20234 SH sole 20234 QUESTAR STK Equity 748356102 506 13100 SH sole 13100 QUICKLOGIC STK Equity 74837P108 76 21825 SH sole 21825 QUIDEL STK Equity 74838J101 202 34357 SH sole 34357 QUIKSILVER STK Equity 74838C106 964 40500 SH sole 40500 QUINTON CARDIO Equity 748773108 104 10308 SH sole 10308 QWEST COMMUNICAT STK Equity 749121109 779 217024 SH sole 217024 RADIAN GROUP STK Equity 750236101 2183 45575 SH sole 45575 RADICA GAMES STK Equity G7342H107 253 28675 SH sole 28675 RADIO ONE CL D STK Equity 75040P405 1109 69244 SH sole 69244 RADIOSHACK STK Equity 750438103 13550 473284 SH sole 473284 RADYNE COMSTREAM STK Equity 750611402 763 95129 SH sole 95129 RAIT INV TR Equity 749227104 10397 421800 SH sole 421800 RALCORP HLDGS STK Equity 751028101 637 18100 SH sole 18100 RAMBUS STK Equity 750917106 3343 188566 SH sole 188566 RAMCO GERSHENSN STK Equity 751452202 303 12499 SH sole 12499 RANGE RESOURCES STK Equity 75281A109 266 18200 SH sole 18200 RARE HOSPITAL STK Equity 753820109 656 26362 SH sole 26362 RAYMOND JAMES STK Equity 754730109 304 11500 SH sole 11500 RAYONIER STK Equity 754907103 12722 286207 SH sole 286207 RAYOVAC STK Equity 755081106 236 8400 SH sole 8400 RAYTHEON STK Equity 755111507 3696 103333 SH sole 103333 READERS DIGEST STK Equity 755267101 280 17500 SH sole 17500 RECKSON ASSOC STK Equity 75621K106 681 24799 SH sole 24799 RED HAT STK Equity 756577102 259 11267 SH sole 11267 REEBOK INTL STK Equity 758110100 1693 47047 SH sole 47047 REGAL ENTMT GRP Equity 758766109 1845 101927 SH sole 101927 REGENERON PHARM STK Equity 75886F107 1732 164466 SH sole 164466 REGENT COMMS STK Equity 758865109 81 13052 SH sole 13052 REGIS STK Equity 758932107 852 19100 SH sole 19100 REGISTER COM STK Equity 75914G101 131 21912 SH sole 21912 REINSURANCE GRP STK Equity 759351109 4024 99000 SH sole 99000 RELIANCE STEEL STK Equity 759509102 1176 29160 SH sole 29160 RELIANT RESOURCE STK Equity 75952B105 357 33000 SH sole 33000 REMEC STK Equity 759543101 1126 178143 SH sole 178143 REMINGTON OIL STK Equity 759594302 590 25000 SH sole 25000 RENAISSANCE STK Equity G7496G103 771 14300 SH sole 14300 RENAL CARE GRP Equity 759930100 1585 47850 SH sole 47850 RENT A CENTER STK Equity 76009N100 2137 71410 SH sole 71410 RENT WAY STK Equity 76009U104 91 10162 SH sole 10162 REP FIRST BANCP STK Equity 760416107 1563 120788 SH sole 120788 REPLIGEN STK Equity 759916109 43 17550 SH sole 17550 REPUBLIC BANCORP STK Equity 760282103 347 24996 SH sole 24996 REPUBLIC SVCS STK Equity 760759100 3172 109600 SH sole 109600 RES CARE STK Equity 760943100 729 57376 SH sole 57376 RESMED STK Equity 761152107 357 7000 SH sole 7000 RESPIRONICS STK Equity 761230101 746 12699 SH sole 12699 RESTORATION HDWR STK Equity 760981100 130 17722 SH sole 17722 RETAIL VENTURES Equity 76128Y102 473 61080 SH sole 61080 RETEK STK Equity 76128Q109 330 53740 SH sole 53740 REVLON STK Equity 761525500 37 12500 SH sole 12500 REX STORES STK Equity 761624105 257 21000 SH sole 21000 REYNOLDS & REY STK Equity 761695105 2133 92200 SH sole 92200 RF MICRO DEVICES STK Equity 749941100 3385 451332 SH sole 451332 RH DONNELLEY STK Equity 74955W307 884 20200 SH sole 20200 RICHARDSON ELTR STK Equity 763165107 146 13211 SH sole 13211 RIGGS NATIONAL STK Equity 766570105 2277 107808 SH sole 107808 RIMAGE STK Equity 766721104 194 12928 SH sole 12928 RIO TINTO ADR Equity 767204100 343 3500 SH sole 3500 RITA MEDICAL SYSTEMS INC STK Equity 76774E103 54 12666 SH sole 12666 RITE AID STK Equity 767754104 1525 292071 SH sole 292071 RLI STK Equity 749607107 431 11801 SH sole 11801 ROANOKE ELEC STL STK Equity 769841107 154 11320 SH sole 11320 ROBBINS & MYERS STK Equity 770196103 420 18700 SH sole 18700 ROBERT HALF STK Equity 770323103 1324 44485 SH sole 44485 ROBERT MONDAVI STK A Equity 609200100 496 13391 SH sole 13391 ROCK TENN STK Equity 772739207 234 13800 SH sole 13800 ROCKWELL COLL STK Equity 774341101 1774 53254 SH sole 53254 ROFIN SINAR TECH STK Equity 775043102 374 14749 SH sole 14749 ROGERS STK Equity 775133101 259 3700 SH sole 3700 ROHM & HAAS STK Equity 775371107 5335 128308 SH sole 128308 ROLLINS STK Equity 775711104 740 32170 SH sole 32170 ROPER INDUST STK Equity 776696106 1940 34100 SH sole 34100 ROSS STORES STK Equity 778296103 1230 45954 SH sole 45954 ROUSE STK Equity 779273101 223 4700 SH sole 4700 ROWAN COMPANIES STK Equity 779382100 1277 52491 SH sole 52491 ROXIO STK Equity 780008108 356 72485 SH sole 72485 ROYAL BK CANADA STK Equity 780087102 723 16300 SH sole 16300 ROYAL CARIB STK Equity V7780T103 2852 65700 SH sole 65700 ROYAL DUTCH PETE Equity 780257804 1219 23600 SH sole 23600 ROYCE VALUE TR STK Equity 780910105 395 22410 SH sole 22410 RPC STK Equity 749660106 331 20970 SH sole 20970 RPM INTERNATIONAL Equity 749685103 1829 120300 SH sole 120300 RSCH IN MOTION STK Equity 760975102 8000 116879 SH sole 116879 RSCS CONNECTION STK Equity 76122Q105 3727 95292 SH sole 95292 RUBY TUESDAY STK Equity 781182100 2355 85806 SH sole 85806 RURAL CELL STK A Equity 781904107 242 27231 SH sole 27231 RUSS BERRIE STK Equity 782233100 472 24300 SH sole 24300 RUSSELL 1000 GROWTH Equity 464287614 2747 57400 SH sole 57400 RUSSELL 1000 VALUE Equity 464287598 886 14750 SH sole 14750 RUSSELL STK Equity 782352108 217 12100 SH sole 12100 RYANAIR HOLDINGS ADR WI Equity 783513104 466 14209 SH sole 14209 RYANS FAMILY STK Equity 783520109 746 47196 SH sole 47196 RYDER SYSTEM STK Equity 783549108 3222 80414 SH sole 80414 RYLAND GROUP STK Equity 783764103 3020 38619 SH sole 38619 S PERU COPPER STK Equity 843611104 401 9700 SH sole 9700 S R TELECOM STK Equity 78464P208 145 39503 SH sole 39503 S&P DEPOS RECPTS STK Equity 78462F103 126713 1107656 SH sole 1107656 S&P MIDCAP 400 UN Equity 595635103 2094 18850 SH sole 18850 S1 STK Equity 78463B101 105 10591 SH sole 10591 SABRE HOLDINGS STK A Equity 785905100 2853 102946 SH sole 102946 SAFECO STK Equity 786429100 865 19664 SH sole 19664 SAFEGUARD SCIENT STK Equity 786449108 32 14000 SH sole 14000 SAFFRON FUND INC Equity 78657R102 375 40000 SH sole 40000 SAKS STK Equity 79377W108 1409 93907 SH sole 93907 SALO BRO HI INCM STK Equity 794907105 240 20000 SH sole 20000 SALO GL HGH INC STK Equity 79550G102 356 27400 SH sole 27400 SALOMN EMR MKTS Equity 79550E107 358 22600 SH sole 22600 SALOMON BROS FUND INC F Equity 795477108 910 74300 SH sole 74300 SALOMON EMERGING MKTS INCOME FD II Equity 794910109 192 13400 SH sole 13400 SALOMON GLOBAL PARTNERS INC FD Equity 794914101 173 12800 SH sole 12800 SALTON STK Equity 795757103 272 50760 SH sole 50760 SANDDISK STK Equity 80004C101 9930 457800 SH sole 457800 SANFILIPPO STK Equity 800422107 577 21580 SH sole 21580 SANGAMO BIOSCI STK Equity 800677106 191 32029 SH sole 32029 SANMINA STK Equity 800907107 8156 896317 SH sole 896317 SANTARUS Equity 802817304 369 25000 SH sole 25000 SAP ADR Equity 803054204 2989 71500 SH sole 71500 SAPPI ADR Equity 803069202 198 12900 SH sole 12900 SARA LEE STK Equity 803111103 2549 110864 SH sole 110864 SATYAM COMPUTER Equity 804098101 738 39900 SH sole 39900 SAUL CENTERS STK Equity 804395101 382 11900 SH sole 11900 SAXON CAPITAL STK Equity 80556P302 6800 297871 SH sole 297871 SBC COMMS STK Equity 78387G103 13675 563911 SH sole 563911 SBS TECHNOLOGIE STK Equity 78387P103 860 53486 SH sole 53486 SCANA STK Equity 80589M102 986 27100 SH sole 27100 SCDR RREEF II Equity 81119R108 321 23500 SH sole 23500 SCG HOLDING CORP ON SEMICONDUCTOR STK Equity 682189105 64 12739 SH sole 12739 SCHERING PLOUGH STK Equity 806605101 8775 474816 SH sole 474816 SCHLUMBERGER STK Equity 806857108 6718 105785 SH sole 105785 SCHOLASTIC STK Equity 807066105 609 20328 SH sole 20328 SCHWEITZER MAUD STK Equity 808541106 757 24700 SH sole 24700 SCIENT ATLANTA STK Equity 808655104 1926 55829 SH sole 55829 SCIENTIFIC GAME Equity 80874P109 334 17430 SH sole 17430 SCO GROUP Equity 78403A106 214 36500 SH sole 36500 SCOTTS STK Equity 810186106 9322 145936 SH sole 145936 SCP POOL STK Equity 784028102 674 14979 SH sole 14979 SCUD RREEF RE FD Equity 81119Q100 963 52800 SH sole 52800 SCUDDER GLOBAL HI INCM Equity 81115E101 556 87600 SH sole 87600 SCUDDER MULTIMKT INC TR Equity 81118Q101 568 73400 SH sole 73400 SCUDDER STRATEGIC INCOME Equity 81123W101 679 58500 SH sole 58500 SEABULK INTL Equity 81169P101 209 25319 SH sole 25319 SEACHANGE INTL STK Equity 811699107 352 20845 SH sole 20845 SEACOAST FINL STK Equity 81170Q106 19844 573512 SH sole 573512 SEALED AIR STK Equity 81211K100 1508 28304 SH sole 28304 SEARS ROEBUCK STK Equity 812387108 11546 305771 SH sole 305771 SEI INVEST STK Equity 784117103 2330 80238 SH sole 80238 SELECT MEDICAL STK Equity 816196109 539 40177 SH sole 40177 SELECTICA STK Equity 816288104 164 34542 SH sole 34542 SELECTIVE INS STK Equity 816300107 239 5990 SH sole 5990 SEMCO ENERGY STK Equity 78412D109 110 18865 SH sole 18865 SEMPRA ENERGY STK Equity 816851109 697 20236 SH sole 20236 SEMTECH STK Equity 816850101 2826 120039 SH sole 120039 SENIOR HGH INCM STK Equity 81721E107 897 161400 SH sole 161400 SENSIENT TECHNOLOGIES STK Equity 81725T100 296 13800 SH sole 13800 SEPRACOR STK Equity 817315104 693 13104 SH sole 13104 SEQUENOM STK Equity 817337108 88 60313 SH sole 60313 SERENA SOFTWARE STK Equity 817492101 2020 105797 SH sole 105797 SERVICEMASTER STK Equity 81760N109 1327 107735 SH sole 107735 SFBC INTL STK Equity 784121105 345 11027 SH sole 11027 SHAW GROUP STK Equity 820280105 1069 105492 SH sole 105492 SHELL TRANSPORT & TRADING CO ADR Equity 822703609 1377 30800 SH sole 30800 SHERWIN WILLIAMS STK Equity 824348106 343 8246 SH sole 8246 SHILOH INDS STK Equity 824543102 531 36170 SH sole 36170 SHIRE PHARM GRP ADR Equity 82481R106 559 20925 SH sole 20925 SHOPKO STORES STK Equity 824911101 655 46330 SH sole 46330 SHUFFLE MASTER STK Equity 825549108 300 8275 SH sole 8275 SHURGARD STORAGE STK Equity 82567D104 281 7500 SH sole 7500 SI INTERNATIONAL Equity 78427V102 261 12799 SH sole 12799 SID NACIONAL ADR Equity 20440W105 844 69400 SH sole 69400 SIEBEL SYSTEMS STK Equity 826170102 5618 525573 SH sole 525573 SIEMENS ADR Equity 826197501 1675 23099 SH sole 23099 SIERRA HEALTH STK Equity 826322109 1270 28413 SH sole 28413 SIERRA PACIFIC STK Equity 826428104 281 36500 SH sole 36500 SIGMA ALDRICH STK Equity 826552101 1875 31462 SH sole 31462 SILGAN HLDG STK Equity 827048109 1291 32035 SH sole 32035 SILICON IMAGE STK Equity 82705T102 247 18841 SH sole 18841 SILICON LABORATORIES INC Equity 826919102 4158 89698 SH sole 89698 SILICON STORAGE STK Equity 827057100 4559 442590 SH sole 442590 SIMON PROP GRP STK Equity 828806109 837 16285 SH sole 16285 SINA COM STK Equity G81477104 8582 260142 SH sole 260142 SINCLAIR BRDCST STK A Equity 829226109 1174 114346 SH sole 114346 SIRIUS SATELLTE Equity 82966U103 129 41850 SH sole 41850 SIRVA INC. Equity 82967Y104 2960 128700 SH sole 128700 SITEL STK Equity 82980K107 129 30500 SH sole 30500 SIX FLAGS STK Equity 83001P109 180 24800 SH sole 24800 SIZELER PROPERTY STK Equity 830137105 380 41300 SH sole 41300 SK TELECOM ADR Equity 78440P108 960 45725 SH sole 45725 SKILSOFT PLC DR Equity 830928107 354 46603 SH sole 46603 SKY FINL GROUP STK Equity 83080P103 1104 44654 SH sole 44654 SKYWEST STK Equity 830879102 771 44304 SH sole 44304 SKYWORKS SOLUTIONS Equity 83088M102 2104 241030 SH sole 241030 SLM CORP Equity 78442P106 1389 34330 SH sole 34330 SM AND A Equity 78465D105 224 26039 SH sole 26039 SMART & FINAL STK Equity 831683107 422 35085 SH sole 35085 SMITH INTL STK Equity 832110100 1732 31056 SH sole 31056 SMITHFIELD FOODS STK Equity 832248108 2352 80000 SH sole 80000 SMURFIT STONE STK Equity 832727101 370 18535 SH sole 18535 SNAP ON STK Equity 833034101 2600 77482 SH sole 77482 SOHU.COM STK Equity 83408W103 4235 213005 SH sole 213005 SOLA INTL STK Equity 834092108 1128 65450 SH sole 65450 SOLECTRON STK Equity 834182107 1722 266213 SH sole 266213 SOMERA COMMS STK Equity 834458101 366 227190 SH sole 227190 SOMERSET HILLS STK Equity 834728107 804 66134 SH sole 66134 SOMERSET HLLS WS Equity 834728115 516 116200 SH sole 116200 SONIC AUTOMOTIVE STK Equity 83545G102 739 33363 SH sole 33363 SONIC INNOVATIONS STK Equity 83545M109 407 71850 SH sole 71850 SONIC SOLUTIONS STK Equity 835460106 433 20385 SH sole 20385 SONICWALL STK Equity 835470105 145 16858 SH sole 16858 SONOCO PRODUCTS STK Equity 835495102 514 20170 SH sole 20170 SONUS NETWORKS STK Equity 835916107 107 22384 SH sole 22384 SONUS PHARM STK Equity 835692104 129 27190 SH sole 27190 SONY ADR Equity 835699307 468 12300 SH sole 12300 SOTHEBYS STK Equity 835898107 327 20500 SH sole 20500 SOUND FEDERAL STK Equity 83607V104 326 24262 SH sole 24262 SOURCE INTERLINK COMPANIES INC Equity 836151209 222 19929 SH sole 19929 SOURCECORP Equity 836167106 507 18412 SH sole 18412 South Financial Group Equity 837841105 523 18430 SH sole 18430 SOUTHERN COMNTY FINL Equity 842632101 4662 448229 SH sole 448229 SOUTHERN STK Equity 842587107 2397 82221 SH sole 82221 SOUTHERN UNION STK Equity 844030106 6565 311420 SH sole 311420 SOUTHTRUST STK Equity 844730101 15549 400655 SH sole 400655 SOUTHWEST AIRLS STK Equity 844741108 4186 249623 SH sole 249623 SOUTHWEST WATER STK Equity 845331107 375 29963 SH sole 29963 SOUTHWSTN ENER STK Equity 845467109 333 11630 SH sole 11630 SOVEREIGN BANC STK Equity 845905108 416 18809 SH sole 18809 SPACEHAB STK Equity 846243103 1136 308726 SH sole 308726 SPARTECH STK Equity 847220209 923 35600 SH sole 35600 SPECTRALINK STK Equity 847580107 213 14286 SH sole 14286 SPECTRANETICS STK Equity 84760C107 560 99940 SH sole 99940 SPECTRASITE INC Equity 84761M104 475 11000 SH sole 11000 SPHERION CORP Equity 848420105 533 52600 SH sole 52600 SPINNAKER EXPLORATION STK Equity 84855W109 536 13600 SH sole 13600 SPRINT FON GP STK Equity 852061100 7087 402656 SH sole 402656 SPX STK Equity 784635104 5250 113049 SH sole 113049 SRS LABS STK Equity 78464M106 182 33149 SH sole 33149 SS & C TECH STK Equity 85227Q100 526 28155 SH sole 28155 ST JOE STK Equity 790148100 814 20500 SH sole 20500 ST JUDE MEDICAL STK Equity 790849103 3733 49347 SH sole 49347 ST MARY LAND STK Equity 792228108 217 6100 SH sole 6100 ST PAUL TRAVELERS Equity 792860108 4873 120198 SH sole 120198 STAAR SURGICAL STK Equity 852312305 311 39899 SH sole 39899 STAGE STORES Equity 85254C305 1292 34300 SH sole 34300 STANCORP FINCL STK Equity 852891100 315 4700 SH sole 4700 STANDARD MICRO STK Equity 853626109 208 8900 SH sole 8900 STANDARD MOTOR STK Equity 853666105 186 12600 SH sole 12600 STANDARD PACIFIC STK Equity 85375C101 1541 31250 SH sole 31250 STANDARD REGISTE STK Equity 853887107 291 24420 SH sole 24420 STANLEY WORKS STK Equity 854616109 2294 50322 SH sole 50322 STAPLES STK Equity 855030102 1281 43558 SH sole 43558 STARBUCKS STK Equity 855244109 1362 31322 SH sole 31322 STARTEK STK Equity 85569C107 440 12299 SH sole 12299 STARWOOD HOTELS STK Equity 85590A203 11148 248553 SH sole 248553 STATE STREET STK Equity 857477103 2976 60679 SH sole 60679 STATION CASINOS STK Equity 857689103 1278 26400 SH sole 26400 STATOIL ADR Equity 85771P102 228 17900 SH sole 17900 STEEL DYNAMICS STK Equity 858119100 1573 54951 SH sole 54951 STEEL TECHS STK Equity 858147101 914 41382 SH sole 41382 STEELCASE STK Equity 858155203 451 32200 SH sole 32200 STEIN MART STK Equity 858375108 232 14295 SH sole 14295 STEINWAY MUSIC STK Equity 858495104 231 6590 SH sole 6590 STELLENT Equity 85856W105 273 31963 SH sole 31963 STEMCELLS INC Equity 85857R105 1061 693700 SH sole 693700 STERICYCLE STK Equity 858912108 399 7706 SH sole 7706 STERIS STK Equity 859152100 1717 76119 SH sole 76119 STERLING BNCSH STK Equity 858907108 452 31859 SH sole 31859 STEWART ENTER STK Equity 860370105 145 17812 SH sole 17812 STEWART INFO SVC STK Equity 860372101 631 18675 SH sole 18675 STIFEL FINANCIAL STK Equity 860630102 391 14380 SH sole 14380 STILLWATER MIN STK Equity 86074Q102 218 14500 SH sole 14500 STMICROELECTRON STK Equity 861012102 2516 114304 SH sole 114304 STOCKERYALE STK Equity 86126T203 50 24208 SH sole 24208 STONE ENERGY STK Equity 861642106 2403 52600 SH sole 52600 STORA ENSO OYJ ADR Equity 86210M106 359 26400 SH sole 26400 STORAGE TECH STK Equity 862111200 618 21300 SH sole 21300 STRATEGIC GLOBAL INCOME Equity 862719101 2359 193500 SH sole 193500 STRIDE RITE STK Equity 863314100 583 52838 SH sole 52838 STRYKER STK Equity 863667101 1940 35264 SH sole 35264 STUDENT LOAN STK Equity 863902102 859 6290 SH sole 6290 STURM RUGER STK Equity 864159108 126 10395 SH sole 10395 SUM TOTAL SYSTEMS Equity 866615107 90 13808 SH sole 13808 SUN COMMUNITIES STK Equity 866674104 4868 129300 SH sole 129300 SUN HLTHCARE GRP Equity 866933401 467 52000 SH sole 52000 SUN MICROSYS STK Equity 866810104 2159 498690 SH sole 498690 SUNCOR ENERGY STK Equity 867229106 1497 58450 SH sole 58450 SUNGARD DATA SYS STK Equity 867363103 5292 203537 SH sole 203537 SUNLINK HEALTH Equity 86737U102 1783 321300 SH sole 321300 SUNOCO STK Equity 86764P109 5241 82387 SH sole 82387 SUNOPTA INC Equity 8676EP108 114 13381 SH sole 13381 SUNRISE ASSIST LVG STK Equity 86768K106 215 5500 SH sole 5500 SUNTERRA CORP Equity 86787D208 1075 85320 SH sole 85320 SUNTRUST BANKS STK Equity 867914103 2426 37327 SH sole 37327 SUPERCON TECH STK Equity 867931107 175 141943 SH sole 141943 SUPERGEN STK Equity 868059106 241 37375 SH sole 37375 SUPERI ENER SVCS STK Equity 868157108 847 84280 SH sole 84280 SUPERIOR INDS STK Equity 868168105 1759 52600 SH sole 52600 SUPERVALU STK Equity 868536103 4515 147517 SH sole 147517 SUPPORTSOFT INC Equity 868587106 264 30434 SH sole 30434 SUSQUEHANNA BANC STK Equity 869099101 550 21874 SH sole 21874 SWIFT ENERGY STK Equity 870738101 285 12900 SH sole 12900 SWIFT TRANSPORT STK Equity 870756103 3086 171933 SH sole 171933 SWS GROUP STK Equity 78503N107 287 18764 SH sole 18764 SYBASE STK Equity 871130100 978 54325 SH sole 54325 SYBRON DENTAL SPECIALTIES Equity 871142105 737 24700 SH sole 24700 SYCAMORE NTWRKS STK Equity 871206108 262 61982 SH sole 61982 SYKES ENTERPRIS STK Equity 871237103 448 59065 SH sole 59065 SYMANTEC STK Equity 871503108 3235 73899 SH sole 73899 SYMBOL TECHS STK Equity 871508107 1574 106817 SH sole 106817 SYMYX TECH STK Equity 87155S108 423 17537 SH sole 17537 SYNAPTICS Equity 87157D109 451 23349 SH sole 23349 SYNOPSYS STK Equity 871607107 4094 143998 SH sole 143998 SYNOVUS STK Equity 87161C105 882 34833 SH sole 34833 SYNTEL STK Equity 87162H103 603 36452 SH sole 36452 SYNTROLEUM CORP Warrant 871630117 46 14000 CALL sole 14000 SYSCO STK Equity 871829107 14824 413270 SH sole 413270 T ROWE PRICE STK Equity 74144T108 1470 29163 SH sole 29163 TAKE TWO STK Equity 874054109 395 12896 SH sole 12896 TALK AMER HLDGS STK Equity 87426R202 940 122531 SH sole 122531 TARG GENETICS STK Equity 87612M108 181 113643 SH sole 113643 TARGET STK Equity 87612E106 3972 93524 SH sole 93524 TARO PHARM INDS STK Equity M8737E108 2350 54019 SH sole 54019 TASER INTL Equity 87651B104 515 11916 SH sole 11916 TBC STK Equity 872180104 1286 54050 SH sole 54050 TCW CONVERT SEC FD Equity 872340104 690 142600 SH sole 142600 TECHNE STK Equity 878377100 273 6292 SH sole 6292 TECHNOLOGY DATA STK Equity 878237106 3676 93932 SH sole 93932 TECO ENERGY STK Equity 872375100 3908 325957 SH sole 325957 TECUMSEH PRODS STK A Equity 878895200 932 22637 SH sole 22637 TEEKAY SHIPPING STK Equity Y8564W103 2194 58700 SH sole 58700 TEKELEC STK Equity 879101103 715 39335 SH sole 39335 TEKTRONIX STK Equity 879131100 3184 93582 SH sole 93582 TELE NORTE LE ADR Equity 879246106 238 18700 SH sole 18700 TELECOM HOLDERS Equity 87927P200 720 26600 SH sole 26600 TELECOMM SYSTEMS STK Equity 87929J103 591 104100 SH sole 104100 TELEDYNE TECH STK Equity 879360105 1468 73330 SH sole 73330 TELEFLEX STK Equity 879369106 677 13500 SH sole 13500 TELEFONICA ADR Equity 879382208 919 20600 SH sole 20600 TELEFONOS DE MEXICO Equity 879403780 2470 74229 SH sole 74229 TELEFONOS DE MEXICO Option 879403780 1465 2900 CALL sole 2900 TELEMIG PART ADR Equity 87944E105 233 7900 SH sole 7900 TELEPHONE & DATA STK Equity 879433100 2157 30300 SH sole 30300 TELESP CL PA ADR Equity 87952L108 134 17000 SH sole 17000 TELESYS INTL STK Equity 879946606 122 12493 SH sole 12493 TELETECH HLDGS STK Equity 879939106 109 12395 SH sole 12395 TELIK STK Equity 87959M109 790 33100 SH sole 33100 TELLABS STK Equity 879664100 1805 206522 SH sole 206522 TEMPLE INLAND STK Equity 879868107 2273 32821 SH sole 32821 TEMPLETON DRAG STK Equity 88018T101 182 12500 SH sole 12500 TEMPLETON EMRG MKTS SER Equity 880192109 213 18500 SH sole 18500 TEMPLETON GBL INC FD FD Equity 880198106 177 22300 SH sole 22300 TENET HEALTHCARE STK Equity 88033G100 628 46833 SH sole 46833 TENNECO AUTO STK Equity 880349105 843 63720 SH sole 63720 TERADYNE STK Equity 880770102 372 16396 SH sole 16396 TERAYON COMMS STK Equity 880775101 342 146164 SH sole 146164 TEREX STK Equity 880779103 904 26500 SH sole 26500 TERRA INDUSTRIES STK Equity 880915103 543 96500 SH sole 96500 TESORO PETROLEUM STK Equity 881609101 817 29600 SH sole 29600 TESSERA TECH Equity 88164L100 475 26370 SH sole 26370 TETRA TECH STK Equity 88162G103 780 47800 SH sole 47800 TEVA PHARMACEUTICALS ADR Equity 881624209 8026 119477 SH sole 119477 TEXAS GENCO Equity 882443104 217 4820 SH sole 4820 TEXAS INDS STK Equity 882491103 263 6400 SH sole 6400 TEXAS INSTRUMENT STK Equity 882508104 26819 1109144 SH sole 1109144 TEXAS INSTRUMENT STK Option 882508104 213 500 PUT sole 500 TEXAS UTILS STK Equity 873168108 18260 450751 SH sole 450751 TEXTRON STK Equity 883203101 4136 69683 SH sole 69683 THAI FD Equity 882904105 138 16100 SH sole 16100 THE BANC STK Equity 05944B103 8886 1352489 SH sole 1352489 THE BRINKS COMPANY Equity 109696104 610 17800 SH sole 17800 THE ENERGY SEL SEC SPDR Equity 81369Y506 2679 85100 SH sole 85100 THE FST AM FINCL Equity 318522307 7709 297748 SH sole 297748 THE KEITH COS STK Equity 487539108 149 10233 SH sole 10233 THE MILLS CP STK Equity 601148109 1205 25800 SH sole 25800 THE TALBOTS STK Equity 874161102 767 19600 SH sole 19600 THE TECHNOLOGY SEL SEC Equity 81369Y803 1520 73450 SH sole 73450 THE UTILITIES SEL SEC S Equity 81369Y886 2065 87000 SH sole 87000 THERMO ELECTRON STK Equity 883556102 729 23718 SH sole 23718 THERMOGENESIS STK Equity 883623209 211 44682 SH sole 44682 THOMAS & BETTS STK Equity 884315102 650 23873 SH sole 23873 THOMAS INDS STK Equity 884425109 222 6700 SH sole 6700 THORNBURG MTG STK Equity 885218107 3780 140263 SH sole 140263 THREE FIVE SYS STK Equity 88554L108 453 88805 SH sole 88805 THREECOM STK Equity 885535104 1683 269208 SH sole 269208 TIBCO SOFTWARE STK Equity 88632Q103 1445 171006 SH sole 171006 TIDEWATER STK Equity 886423102 2335 78371 SH sole 78371 TIER TECHNOLOGIE STK B Equity 88650Q100 211 21681 SH sole 21681 TIERONE CORP Equity 88650R108 371 17260 SH sole 17260 TIFFANY STK Equity 886547108 1077 29214 SH sole 29214 TIMBERLAND STK Equity 887100105 233 3600 SH sole 3600 TIME WARNER INC Equity 887317105 4907 279145 SH sole 279145 TIME WARNER INC Option 887317105 1089 4150 PUT sole 4150 TIME WARNER INC Option 887317105 775 2500 CALL sole 2500 TIMKEN STK Equity 887389104 271 10240 SH sole 10240 TITAN STK Equity 888266103 906 69800 SH sole 69800 TITAN STK Option 888266103 221 486 PUT sole 486 TIVO STK Equity 888706108 609 85843 SH sole 85843 TJX STK Equity 872540109 1251 51834 SH sole 51834 TOLL BROTHERS STK Equity 889478103 946 22343 SH sole 22343 TOLLGRADE COMM STK Equity 889542106 1229 115705 SH sole 115705 TOMMY HILFIGER STK Equity G8915Z102 4474 295500 SH sole 295500 TOO STK Equity 890333107 979 58600 SH sole 58600 TOOTSIE ROLL STK Equity 890516107 474 14572 SH sole 14572 TOPPS STK Equity 890786106 180 18501 SH sole 18501 TORCHMARK STK Equity 891027104 2436 45271 SH sole 45271 TORO STK Equity 891092108 1051 15000 SH sole 15000 TORONTO DOMINION STK Equity 891160509 261 8100 SH sole 8100 TOT ENTNMT REST STK Equity 89150E100 263 19418 SH sole 19418 TOTAL SYS SVCS STK Equity 891906109 313 14300 SH sole 14300 TotalFina ELF Equity 89151E109 4276 44504 SH sole 44504 TOWER AUTOMOTV STK Equity 891707101 290 79800 SH sole 79800 TOYS R US STK Equity 892335100 9077 569775 SH sole 569775 TRADESTATION GROUP STK Equity 89267P105 206 28681 SH sole 28681 TRAMMELL CROW STK Equity 89288R106 166 11800 SH sole 11800 TRANS SYS ARCH STK Equity 893416107 913 42400 SH sole 42400 TRANS WORLD ENT STK Equity 89336Q100 855 155585 SH sole 155585 TRANSATLANTIC STK Equity 893521104 721 8900 SH sole 8900 TRANSKARYOTIC STK Equity 893735100 279 18654 SH sole 18654 TRANSOCEAN INC Equity G90078109 2243 77522 SH sole 77522 TRANSWITCH STK Equity 894065101 144 81600 SH sole 81600 TREDEGAR STK Equity 894650100 312 19320 SH sole 19320 TRIAD GUARANTY STK Equity 895925105 280 4808 SH sole 4808 TRIAD HOSPITALS STK Equity 89579K109 223 6000 SH sole 6000 TRIARC STK Equity 895927101 289 28000 SH sole 28000 TRIBUNE STK Equity 896047107 6481 142307 SH sole 142307 TRIDENT MICROSYS STK Equity 895919108 262 23000 SH sole 23000 TRIMERIS STK Equity 896263100 204 14158 SH sole 14158 TRINITY STK Equity 896522109 1119 35200 SH sole 35200 TRITON PCS STK A Equity 89677M106 133 30400 SH sole 30400 TRIUMPH GROUP STK Equity 896818101 538 16850 SH sole 16850 TRIZEC HAHN STK Equity 89687P107 979 60200 SH sole 60200 TRUSTMARK STK Equity 898402102 719 24871 SH sole 24871 TRW AUTOMATIVE Equity 87264S106 395 20980 SH sole 20980 TTM TECHNOLOGIES STK Equity 87305R109 650 54822 SH sole 54822 TUESDAY MORNING STK Equity 899035505 499 17207 SH sole 17207 TUMBLEWEED COMMS STK Equity 899690101 233 54812 SH sole 54812 TUPPERWARE STK Equity 899896104 972 50000 SH sole 50000 TWEETER HOME ENT STK Equity 901167106 520 96219 SH sole 96219 TWN SEMICONT MAN ADR Equity 874039100 2937 353421 SH sole 353421 TYCO INTL STK Equity 902124106 9313 281007 SH sole 281007 TYCO INTL STK Option 902124106 1200 1000 CALL sole 1000 TYSON FOODS STK Equity 902494103 1379 65800 SH sole 65800 UBIQUITEL STK Equity 903474302 174 41158 SH sole 41158 UBS AG STK Equity H8920M855 1215 17100 SH sole 17100 UCBH HOLDINGS STK Equity 90262T308 522 13212 SH sole 13212 UGI STK Equity 902681105 1136 35400 SH sole 35400 UICI STK Equity 902737105 507 21300 SH sole 21300 UIL HOLDINGS STK Equity 902748102 380 7800 SH sole 7800 ULTICOM INC Equity 903844108 129 11051 SH sole 11051 ULTIMATE SOFTWR STK Equity 90385D107 403 39701 SH sole 39701 UMB FINL STK Equity 902788108 665 12879 SH sole 12879 UMPQUA HOLDINGS STK Equity 904214103 578 27550 SH sole 27550 UNIBANCO GDR Equity 90458E107 1083 54800 SH sole 54800 UNILEVER NV STK Equity 904784709 1819 26554 SH sole 26554 UNION PACIFIC STK Equity 907818108 7460 125480 SH sole 125480 UNIONBANCAL STK Equity 908906100 1968 34900 SH sole 34900 UNISYS STK Equity 909214108 2507 180589 SH sole 180589 UNIT STK Equity 909218109 992 31549 SH sole 31549 UNITED BKSHS STK Equity 909907107 1379 42418 SH sole 42418 UNITED DEFENSE INDUSTRIES Equity 91018B104 1208 34500 SH sole 34500 UNITED MICROELEC ADR Equity 910873207 1038 240900 SH sole 240900 UNITED ONLINE Equity 911268100 1552 88128 SH sole 88128 UNITED PARCEL STK B Equity 911312106 6392 85035 SH sole 85035 UNITED RENTAL STK Equity 911363109 379 21200 SH sole 21200 UNITED STATIONER STK Equity 913004107 662 16668 SH sole 16668 UNITED TECH STK Equity 913017109 5155 56347 SH sole 56347 UNITEDGLOBAL STK Equity 913247508 737 101527 SH sole 101527 UNITEDHEALTH GRP STK Equity 91324P102 12583 202130 SH sole 202130 UNITRIN STK Equity 913275103 200 4700 SH sole 4700 UNIV AMER FINCL STK Equity 913377107 164 14926 SH sole 14926 UNIVERSAL HEALTH STK Equity 913903100 2997 65299 SH sole 65299 UNIVERSAL STK Equity 913456109 458 9000 SH sole 9000 UNIVISION COMM STK Equity 914906102 1901 59522 SH sole 59522 UNIVSL COMPRESSN STK Equity 913431102 1005 32760 SH sole 32760 UNOCAL STK Equity 915289102 3821 100561 SH sole 100561 UNOVA STK Equity 91529B106 1908 94200 SH sole 94200 UNUMPROVIDENT STK Equity 91529Y106 218 13683 SH sole 13683 UPM KYMMENE ADR Equity 915436109 195 10201 SH sole 10201 URBAN OUTFITTERS STK Equity 917047102 201 3300 SH sole 3300 URS STK Equity 903236107 942 34387 SH sole 34387 US AIRWAYS CLASS A Equity 911905503 102 43282 SH sole 43282 US BANCORP STK Equity 902973304 3521 127767 SH sole 127767 US ONCOLOGY STK Equity 90338W103 486 33000 SH sole 33000 US PHYSICAL STK Equity 90337L108 384 28012 SH sole 28012 US REST PROP STK Equity 902971100 1845 121431 SH sole 121431 US XPRESS ENT STK A Equity 90338N103 592 37618 SH sole 37618 USEC STK Equity 90333E108 138 15700 SH sole 15700 USF CORP Equity 91729Q101 1629 46357 SH sole 46357 USG STK Equity 903293405 582 33100 SH sole 33100 USI HOLDINGS CP Equity 90333H101 201 12700 SH sole 12700 UST STK Equity 902911106 4941 137258 SH sole 137258 USX US STEEL STK Equity 912909108 3368 95905 SH sole 95905 UTD DOMINION STK Equity 910197102 611 30900 SH sole 30900 UTD INDUSTRIAL STK Equity 910671106 378 16170 SH sole 16170 UTD NATURAL FDS STK Equity 911163103 727 25143 SH sole 25143 UTI WORLDWIDE STK Equity G87210103 205 3875 SH sole 3875 UTSTARCOM INC Equity 918076100 5571 184149 SH sole 184149 VA LINUX SYSTMS STK Equity 91819B105 43 17573 SH sole 17573 VAIL RESORTS STK Equity 91879Q109 1532 79970 SH sole 79970 VALASSIS COMS STK Equity 918866104 491 16122 SH sole 16122 VALENCE TECH STK Equity 918914102 415 121000 SH sole 121000 VALERO ENERGY STK Equity 91913Y100 1380 18713 SH sole 18713 VALLEY NATL BANC STK Equity 919794107 671 26552 SH sole 26552 VALSPAR STK Equity 920355104 1653 32800 SH sole 32800 VALUECLICK STK Equity 92046N102 524 43753 SH sole 43753 VALUEVISION INTERNATIONAL INC Equity 92047K107 156 11971 SH sole 11971 VAN KAMPEN ADV MUN INC Equity 921124103 1536 108800 SH sole 108800 VAN KAMPEN HIGH INCM II Equity 920913100 80 18300 SH sole 18300 VAN KAMPEN MA VAL MUNI Equity 92112R102 179 12300 SH sole 12300 VAN KAMPEN MUN OPP TR F Equity 920935103 292 20500 SH sole 20500 VAN KAMPEN OH VAL MUNI Equity 92112W101 356 26200 SH sole 26200 VAN KAMPEN PEN QUAL MU Equity 920924107 734 50500 SH sole 50500 VAN KAMPEN PENN MUN INC Equity 920937109 781 55200 SH sole 55200 VAN KAMPEN SENIOR INCM Equity 920961109 2893 326500 SH sole 326500 VAN KAMPEN TR INS MUNI Equity 920928108 828 59100 SH sole 59100 VAN KAMPEN TR INV GR CA Equity 920930104 296 21300 SH sole 21300 VAN KAMPEN TR INV GR FL Equity 920932100 360 25100 SH sole 25100 VAN KAMPEN TR INV GR NY Equity 920931102 472 32400 SH sole 32400 VAN KAMPEN TR INV GR PE Equity 920934106 610 42700 SH sole 42700 VARCO INTL STK Equity 922122106 523 23886 SH sole 23886 VARIAN MEDICAL STK Equity 92220P105 8494 107050 SH sole 107050 VARIAN SEMICOND STK Equity 922207105 487 12640 SH sole 12640 VARIAN STK Equity 922206107 1734 41147 SH sole 41147 VCA ANTECH STK Equity 918194101 700 15608 SH sole 15608 VEECO INSTRUM STK Equity 922417100 403 15608 SH sole 15608 VENTANA MED SYS STK Equity 92276H106 344 7233 SH sole 7233 VENTAS STK Equity 92276F100 750 32100 SH sole 32100 VENTIV HEALTH STK Equity 922793104 462 29873 SH sole 29873 VERISIGN STK Equity 92343E102 1471 73918 SH sole 73918 VERISITY STK Equity M97385112 355 59099 SH sole 59099 VERITAS DGC STK Equity 92343P107 477 20600 SH sole 20600 VERITAS SOFTW STK Equity 923436109 4024 144786 SH sole 144786 VERITY STK Equity 92343C106 1810 133942 SH sole 133942 VERIZON COMMUNICATIONS STK Equity 92343V104 4469 123497 SH sole 123497 VERTEX PHARM STK Equity 92532F100 752 69402 SH sole 69402 VESTA INSURANCE STK Equity 925391104 110 17050 SH sole 17050 VF STK Equity 918204108 617 12664 SH sole 12664 VIACOM B STK Equity 925524308 23904 669213 SH sole 669213 VIACOM STK A Equity 925524100 3626 99749 SH sole 99749 VIASAT STK Equity 92552V100 484 19399 SH sole 19399 VIASYS HEALTHCR Equity 92553Q209 558 26700 SH sole 26700 VICAL STK Equity 925602104 132 22735 SH sole 22735 VICURON PHARMACEUTICALS Equity 926471103 1328 105724 SH sole 105724 VIGNETTE STK Equity 926734104 197 118428 SH sole 118428 VIMPELCOM ADR Equity 68370R109 5141 53300 SH sole 53300 VION PHARMACEUT STK Equity 927624106 2101 505000 SH sole 505000 VIRAGE LOGIC CORP STK Equity 92763R104 203 22330 SH sole 22330 VIROLOGIC STK Equity 92823R201 48 19772 SH sole 19772 VISHAY INTERTECH STK Equity 928298108 4791 257845 SH sole 257845 VISTEON STK Equity 92839U107 826 70740 SH sole 70740 VITAL SIGNS STK Equity 928469105 427 14711 SH sole 14711 VITESSE SEMICON STK Equity 928497106 655 134177 SH sole 134177 VIVENDI UNIVERS ADR Equity 92851S204 589 21100 SH sole 21100 VIVUS STK Equity 928551100 232 63833 SH sole 63833 VODAFONE GROUP PLC ADR Equity 92857W100 3664 165800 SH sole 165800 VORNADO REALTY STK Equity 929042109 4506 78900 SH sole 78900 VULCAN MATERIALS STK Equity 929160109 2010 42275 SH sole 42275 W D FORTY STK Equity 929236107 473 15812 SH sole 15812 W HOLDING Equity 929251106 865 50405 SH sole 50405 WACHOVIA Equity 929903102 10220 229653 SH sole 229653 WADDELL & REED STK Equity 930059100 1518 68665 SH sole 68665 WAL MART STORES STK Equity 931142103 45280 858227 SH sole 858227 WAL MART STORES STK Option 931142103 285 500 PUT sole 500 WAL MART STORES STK Option 931142103 235 500 CALL sole 500 WALGREEN STK Equity 931422109 2011 55536 SH sole 55536 WALT DISNEY STK Equity 254687106 2001 78484 SH sole 78484 WALTER INDS STK Equity 93317Q105 317 23300 SH sole 23300 WARNACO GROUP Equity 934390402 222 10446 SH sole 10446 WARWICK COMM BNC STK Equity 936559103 1192 37203 SH sole 37203 WASHINGTON GROUP INTL Equity 938862208 913 25449 SH sole 25449 WASHINGTON MUT STK Equity 939322103 6647 172036 SH sole 172036 WASHINGTON POST STK Equity 939640108 651 700 SH sole 700 WASHINGTON REIT STK Equity 939653101 288 9800 SH sole 9800 WASTE CONNECT STK Equity 941053100 1480 49900 SH sole 49900 WASTE MANAGEMENT STK Equity 94106L109 2918 95190 SH sole 95190 WATCHGUARD TECH STK Equity 941105108 96 13361 SH sole 13361 WATERS STK Equity 941848103 894 18721 SH sole 18721 WATSCO STK Equity 942622200 494 17599 SH sole 17599 WATSON PHARM STK Equity 942683103 15119 562042 SH sole 562042 WAYNE BANCORP STK Equity 944293109 2321 81875 SH sole 81875 WAYPOINT FINL STK Equity 946756103 3993 144736 SH sole 144736 WCI COMMUNITIES Equity 92923C104 455 20410 SH sole 20410 WEATHERFORD INTL STK Equity G95089101 2157 47953 SH sole 47953 WEBEX INC Equity 94767L109 718 32987 SH sole 32987 WEBMD STK Equity 94769M105 252 27054 SH sole 27054 WEBMETHODS STK Equity 94768C108 855 99747 SH sole 99747 WEBS JAPAN STK Equity 464286848 129 12100 SH sole 12100 WEBSENSE STK Equity 947684106 1060 28476 SH sole 28476 WEBSTER CITY STK Equity 947692109 307 20100 SH sole 20100 WEBSTER PR CAP STK Equity 947890109 1913 40685 SH sole 40685 WEIGHT WATCHERS Equity 948626106 1112 28400 SH sole 28400 WEINGARTEN RLTY STK Equity 948741103 844 26970 SH sole 26970 WELLCHOICE STK Equity 949475107 625 15100 SH sole 15100 WELLMAN STK Equity 949702104 124 15300 SH sole 15300 WELLPOINT HEALTH STK Equity 94973H108 35614 317954 SH sole 317954 WELLS FARGO STK Equity 949746101 4276 74709 SH sole 74709 WENDYS INTL STK Equity 950590109 8117 232965 SH sole 232965 WERNER ENTER STK Equity 950755108 1743 82604 SH sole 82604 WESBANCO STK Equity 950810101 269 9228 SH sole 9228 WEST CORP Equity 952355105 549 20979 SH sole 20979 WEST PHARM SVC STK Equity 955306105 302 7150 SH sole 7150 WESTAMERICA BANC STK Equity 957090103 256 4886 SH sole 4886 WESTAR ENERGY INC Equity 95709T100 11508 577999 SH sole 577999 WESTCORP Equity 957907108 305 6700 SH sole 6700 WESTELL TECH STK A Equity 957541105 826 161958 SH sole 161958 WESTERN DIGITAL STK Equity 958102105 2724 314533 SH sole 314533 WESTERN OHIO FIN STK Equity 959024100 480 14000 SH sole 14000 WESTERN WIRE STK A Equity 95988E204 694 24000 SH sole 24000 WESTWOOD ONE STK Equity 961815107 5181 217670 SH sole 217670 WEYERHAEUSER STK Equity 962166104 12546 198769 SH sole 198769 WFS FINANCIAL Equity 92923B106 448 9050 SH sole 9050 WGL HOLDINGS STK Equity 92924F106 580 20200 SH sole 20200 WHEATON RIVER STK Equity 962902102 614 218500 SH sole 218500 WHIRLPOOL STK Equity 963320106 3314 48307 SH sole 48307 WHITE ELECTRONIC STK Equity 963801105 164 31376 SH sole 31376 WHITE MTN INS STK Equity G9618E107 204 400 SH sole 400 WHITEHALL JEWEL STK Equity 965063100 96 12900 SH sole 12900 WHOLE FOODS STK Equity 966837106 1243 13022 SH sole 13022 WILD OATS MKT STK Equity 96808B107 236 16765 SH sole 16765 WILLBROS GRP STK Equity 969199108 261 17300 SH sole 17300 WILLIAMS SONOMA STK Equity 969904101 1157 35101 SH sole 35101 WILLIAMS STK Equity 969457100 4960 416819 SH sole 416819 WILLM LYON HOMES STK Equity 552074106 221 2400 SH sole 2400 WILLOW GROVE Equity 97111W101 181 11341 SH sole 11341 WILMINGTON TRUST STK Equity 971807102 268 7200 SH sole 7200 WILSHIRE ST BK STK Equity 97200A101 419 17102 SH sole 17102 WILSON GREAT STK Equity 972232102 280 10000 SH sole 10000 WIND RIVER SYS STK Equity 973149107 167 14209 SH sole 14209 WINN DIXIE STK Equity 974280109 1746 242514 SH sole 242514 WINNEBAGO INDS STK Equity 974637100 1704 45707 SH sole 45707 WISCONSIN ENERGY STK Equity 976657106 1857 56955 SH sole 56955 WISER OIL STK Equity 977284108 267 25180 SH sole 25180 WITNESS SYS STK Equity 977424100 375 30871 SH sole 30871 WJ COMMUNICATIONS STK Equity 929284107 90 25454 SH sole 25454 WM WRIGLEY JR STK Equity 982526105 2450 38851 SH sole 38851 WMS INDUSTRIES STK Equity 929297109 2157 72399 SH sole 72399 WOLVERINE WW STK Equity 978097103 918 34985 SH sole 34985 WORLD CONTAINER STK Equity 981419104 310 16918 SH sole 16918 WORLD WRESTLING ENTERTAINMENT Equity 98156Q108 165 12918 SH sole 12918 WORTHINGTON INDS STK Equity 981811102 1734 84461 SH sole 84461 WR GRACE STK Equity 38388F108 439 70805 SH sole 70805 WSFS FINANCIAL STK Equity 929328102 283 5822 SH sole 5822 WST ASST CLYMR Equity 95766Q106 2154 166700 SH sole 166700 WW GRAINGER STK Equity 384802104 543 9437 SH sole 9437 WYETH Equity 983024100 21926 606368 SH sole 606368 WYNN RESORTS LTD Equity 983134107 4132 106971 SH sole 106971 X RITE STK Equity 983857103 282 19429 SH sole 19429 XCEL ENERGY STK Equity 98389B100 8377 501309 SH sole 501309 XEROX STK Option 984121103 1109 4225 CALL sole 4225 XEROX STK Equity 984121103 1693 116758 SH sole 116758 XILINX STK Equity 983919101 3305 99231 SH sole 99231 XL CAPITAL STK Equity G98255105 6428 85182 SH sole 85182 XM SATELLITE STK Equity 983759101 774 28349 SH sole 28349 XTO ENERGY INC Equity 98385X106 1481 49700 SH sole 49700 YAHOO STK Equity 984332106 3445 94646 SH sole 94646 YAHOO STK Option 984332106 275 1222 CALL sole 1222 YAHOO STK Option 984332106 3126 1300 CALL sole 1300 YAHOO STK Option 984332106 403 352 CALL sole 352 YANKEE CANDLE STK Equity 984757104 720 24600 SH sole 24600 YELLOW ROADWAY Equity 985577105 1416 35524 SH sole 35524 YORK INTL STK Equity 986670107 2787 67865 SH sole 67865 YOUNG BROADCAST STK A Equity 987434107 320 24302 SH sole 24302 YUM! BRANDS INC Equity 988498101 6352 170653 SH sole 170653 Z TEL TECHS STK Equity 988792107 312 232617 SH sole 232617 ZALE STK Equity 988858106 3648 133834 SH sole 133834 ZEBRA TECHS STK Equity 989207105 588 6760 SH sole 6760 ZENITH NATIONAL STK Equity 989390109 267 5500 SH sole 5500 ZENIX INCOME STK Equity 989414107 71 19800 SH sole 19800 ZHONE TECHNOLOGIES Equity 98950P108 367 94011 SH sole 94011 ZILA STK Equity 989513205 245 49934 SH sole 49934 ZIMMER HLDGS Equity 98956P102 1132 12833 SH sole 12833 ZIONS STK Equity 989701107 601 9787 SH sole 9787 ZOMAX STK Equity 989929104 91 24117 SH sole 24117 ZWEIG FUND STK Equity 989834106 494 102189 SH sole 102189 ZWEIG TOTAL RETURN FD Equity 989837109 5265 1048896 SH sole 1048896
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