-----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, M/qe6lRteJYHHWAvr45aE6wGiRJivQ+kJ7PXhkHvaI1Hcww7YwzQXRN9dO2OUrbO OdDYpDXIsnI49Y7lEYQiSw== 0000950123-04-009809.txt : 20040816 0000950123-04-009809.hdr.sgml : 20040816 20040816164024 ACCESSION NUMBER: 0000950123-04-009809 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040816 EFFECTIVENESS DATE: 20040816 FILER: COMPANY DATA: COMPANY CONFORMED NAME: U S TRUST CORP /NY CENTRAL INDEX KEY: 0000936301 STANDARD INDUSTRIAL CLASSIFICATION: STATE COMMERCIAL BANKS [6022] IRS NUMBER: 133818952 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06577 FILM NUMBER: 04979249 BUSINESS ADDRESS: STREET 1: 114 WEST 47TH ST CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 2128521000 MAIL ADDRESS: STREET 1: 114 WEST 47TH STREET CITY: NEW YORK STATE: NY ZIP: 10036 FORMER COMPANY: FORMER CONFORMED NAME: NEW USTC HOLDINGS CORP DATE OF NAME CHANGE: 19950126 13F-HR 1 y00579e13fvhr.txt 13F-HR 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 [ ]; Amendment Number: _____ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: U.S. Trust Corporation* Address: 114 West 47th Street New York, NY 10036-1532 * U.S. Trust Corporation ("UST"), a Bank Holding Company, is a wholly-owned direct subsidiary of The Charles Schwab Corporation ("Schwab"), which is a publicly-traded company. Charles Schwab Investment Management, Inc. ("CSIM"), which is a wholly-owned direct subsidiary of Schwab, files separate Forms 13F. Neither UST nor CSIM shares any power with respect to the voting or disposition of securities reflected on the other's Forms 13F. United States Trust Company of New York, which is a New York State-Chartered Bank, is a wholly-owned direct subsidiary of UST. U.S. Trust Company, N.A., which is a National Bank with headquarters in Connecticut, is a wholly-owned direct subsidiary of UST. Form 13F File Number: 28- 389 The Institutional Investment Manager filing this report and the person by whom it is signed represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Joseph A. Tricarico Title: Authorized Agent/Vice President and Trust Counsel Phone: (212) 852-3812 Signature, Place, and Date of Signing: /s/ Joseph A. Tricarico New York, NY 8/16/04 - ------------------------------- -------------------------- --------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------------------- ----------------------------- [Repeat as necessary.] Page 1 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 ----------- Form 13F Information Table Entry Total: 4,200 ----------- Form 13F Information Table Value Total: 44,461,388 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
No. Form 13F File Number Name 01 28 - 380 United States Trust Company of New York 02 28 - 4052 U.S. Trust Company, N.A.
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ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 1 800 FLOWERS COM CL A 68243Q106 4 500 X 1 500 0 0 1-800 CONTACTS INC COM 681977104 1 100 X 1 100 0 0 1ST SOURCE CORP COM 336901103 12 500 X 1 100 0 400 21ST CENTY INS GROUP COM 90130N103 109 8,400 X 1 8400 0 0 3COM CORP COM 885535104 30,415 4,866,367 X 1 3370716 124900 1,370,751 3-D SYS CORP DEL COM NEW 88554D205 15 1,300 X 1 300 0 1,000 3M CO COM 88579Y101 554,301 6,158,210 X 1 4894365 357712 906,133 4 KIDS ENTMT INC COM 350865101 7 300 X 1 300 0 0 7-ELEVEN INC COM NEW 817826209 982 55,042 X 1 90 0 54,952 99 CENTS ONLY STORES COM 65440K106 71 4,670 X 1 4470 0 200 A C MOORE ARTS & CRAFTS INC COM 00086T103 7,029 255,500 X 1 245500 0 10,000 A D C TELECOMMUNICATIONS COM 000886101 8,129 2,862,193 X 1 1773971 1055722 32,500 A S V INC COM 001963107 63 2,000 X 1 1800 0 200 AAIPHARMA INC COM 00252W104 164 30,300 X 1 30300 0 0 AAON INC COM PAR $0.004 000360206 754 37,327 X 1 13672 1200 22,455 AAR CORP COM 000361105 10 900 X 1 0 0 900 AARON RENTS INC COM 002535201 7 200 X 1 200 0 0 ABAXIS INC COM 002567105 4 200 X 1 200 0 0 ABBEY NATL PLC ADR PRF B7.375 002920700 235 9,000 X 1 9000 0 0 ABBEY NATL PLC GDR 002920809 154 6,000 X 1 6000 0 0 ABBOTT LABS COM 00W9999900 119 3,000 CALL X 3,000 ABBOTT LABS COM 002824100 211,397 5,186,373 X 1 3789039 261020 1,136,314 ABER DIAMOND CORP COM 002893105 274 9,268 X 1 9268 0 0 ABERCROMBIE & FITCH CO CL A 002896207 3,311 85,462 X 1 38562 1300 45,600 ABERDEEN ASIA PACIFIC INCOM COM 003009107 316 54,890 X 1 36730 10000 8,160 ABGENIX INC COM 00339B107 563 48,000 X 1 8100 3000 36,900 ABIOMED INC COM 003654100 31 2,500 X 1 2400 0 100 ABITIBI- CONSOLIDATED INC COM 003924107 1 158 X 1 58 0 100 ABLE LABORATORIES INC COM NEW 00371N407 12 600 X 1 600 0 0 ABM INDS INC COM 000957100 39,382 2,022,723 X 1 1728565 11450 282,708 ABN AMRO HLDG NV SPONSORED ADR 000937102 470 21,313 X 1 10273 0 11,040 ABRAXAS PETE CORP COM 003830106 20 12,000 X 1 10000 2000 0 ACACIA RESH CORP COMBIMTRX COM 003881208 435 100,000 X 1 100000 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 147 10,700 X 1 9700 0 1,000 ACCELRYS INC COM 00430U103 0 30 X 1 30 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 53,185 1,935,399 X 1 1486297 76200 372,902 ACCREDO HEALTH INC COM 00437V104 328 8,400 X 1 4050 0 4,350 ACE CASH EXPRESS INC COM 004403101 128 5,000 X 1 0 5000 0 ACE LIMITED COM 00Z99G9830 82 2,000 CALL X 2,000 ACE LTD ORD G0070K103 172,392 4,077,375 X 1 3046860 96075 934,440 ACETO CORP COM 004446100 13 750 X 1 300 0 450 ACLARA BIOSCIENCES INC COM 00461P106 1 200 X 1 200 0 0 ACM MANAGED INCOME FD INC COM 000919100 20 4,937 X 1 0 0 4,937 ACME COMMUNICATION INC COM 004631107 10 1,400 X 1 1400 0 0 ACTEL CORP COM 004934105 20 1,100 X 1 1100 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ACTION PERFORMANCE COS INC COM 004933107 2 150 X 1 150 0 0 ACTIVCARD CORP COM 00506J107 59 8,100 X 1 7400 0 700 ACTIVE POWER INC COM 00504W100 33 10,300 X 1 5100 0 5,200 ACTIVISION INC NEW COM NEW 004930202 231 14,510 X 1 13760 0 750 ACTUANT CORP CL A NEW 00508X203 362 9,280 X 1 5580 0 3,700 ACUITY BRANDS INC COM 00508Y102 3,103 114,925 X 1 67550 225 47,150 ACUSPHERE INC COM 00511R870 280 43,700 X 1 0 3200 40,500 ACXIOM CORP COM 005125109 713 28,690 X 1 13825 0 14,865 ADAMS EXPRESS CO COM 006212104 156 12,265 X 1 0 0 12,265 ADAPTEC INC COM 00651F108 71 8,310 X 1 4710 0 3,600 ADE CORP MASS COM 00089C107 456 21,100 X 1 0 0 21,100 ADMINISTAFF INC COM 007094105 5 300 X 1 0 0 300 ADOBE SYS INC COM 00724F101 43,354 932,347 X 1 566724 46063 319,560 ADOLOR CORP COM 00724X102 80 6,300 X 1 5300 0 1,000 ADTRAN INC COM 00738A106 204 6,100 X 1 4750 0 1,350 ADVANCE AUTO PARTS INC COM 00751Y106 3,851 87,155 X 1 1400 2000 83,755 ADVANCED DIGITAL INFORMATION COM 007525108 134 13,800 X 1 13800 0 0 ADVANCED ENERGY INDS COM 007973100 9 580 X 1 280 0 300 ADVANCED FIBRE COMMUNICATION COM 00754A105 337 16,659 X 1 16530 0 129 ADVANCED MARKETING SVCS INC COM 00753T105 649 50,295 X 1 7620 11250 31,425 ADVANCED MEDICAL OPTICS INC COM 00763M108 9,100 213,745 X 1 82277 0 131,468 ADVANCED MICRO DEVICES INC COM 007903107 984 61,884 X 1 50354 0 11,530 ADVANCED NEUROMODULATION SYS COM 00757T101 166 5,050 X 1 1100 0 3,950 ADVANCED PHOTONIX INC CL A 00754E107 2 1,000 X 1 1000 0 0 ADVANCIS PHARMACEUTICALS COR COM 00764L109 269 40,000 X 1 1000 2700 36,300 ADVANTA CORP CL B 007942204 30 1,300 X 1 1300 0 0 ADVENT SOFTWARE INC COM 007974108 3,442 190,481 X 1 101446 0 89,035 ADVISORY BRD CO COM 00762W107 16 460 X 1 100 0 360 ADVO INC COM 007585102 101 3,074 X 1 1358 0 1,716 AEGON N V ORD AMER REG 007924103 3,128 258,057 X 1 177588 297 80,172 AEROFLEX INC COM 007768104 337 23,575 X 1 6125 0 17,450 AEROPOSTALE COM 007865108 627 23,300 X 1 1100 0 22,200 AES CORP SDCV 4.500% 8/1 00130HAN5 294 300,000 X 1 0 0 300,000 AES CORP COM 00130H105 44,813 4,512,854 X 1 3411858 230950 870,046 AES TR III PFD CV 6.75% 00808N202 294 7,000 X 1 7000 0 0 AETHER SYS INC COM 00808V105 50 14,395 X 1 12555 0 1,840 AETNA INC NEW COM 00817Y108 8,413 98,984 X 1 73287 2600 23,097 AFFILIATED COMPUTER SERVICES CL A 008190100 6,652 125,648 X 1 53931 6592 65,125 AFFILIATED MANAGERS GROUP COM 008252108 383 7,610 X 1 2435 0 5,175 AFFORDABLE RESIDENTIAL CMTYS COM 008273104 5 300 X 1 300 0 0 AFFYMETRIX INC COM 00826T108 442 13,500 X 1 9750 0 3,750 AFLAC INC COM 001055102 75,378 1,847,046 X 1 1330280 42530 474,236 AGCO CORP COM 001084102 14,846 728,811 X 1 728811 0 0 AGERE SYS INC CL A 00845V100 16,013 6,962,087 X 1 6959972 204 1,911 AGERE SYS INC CL B 00845V209 378 175,664 X 1 84076 5160 86,428 AGILE SOFTWARE CORP DEL COM 00846X105 36 4,100 X 1 4100 0 0 AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 33 31,000 X 1 31000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 14,056 480,074 X 1 373791 56220 50,063 AGILYSYS INC COM 00847J105 19 1,350 X 1 1350 0 0 AGL RES INC COM 001204106 512 17,650 X 1 12950 0 4,700
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AGNICO EAGLE MINES LTD COM NPV COM 008474108 3 250 X 1 250 0 0 AGREE REALTY CORP COM 008492100 13 500 X 1 0 0 500 AGRIUM INC COM 008916108 73 5,000 X 1 5000 0 0 AIR PRODS & CHEMS INC COM 009158106 107,551 2,050,543 X 1 1576344 65075 409,124 AIRGAS INC COM 009363102 2,161 90,375 X 1 89500 0 875 AIRNET COMMUNICATIONS CORP COM 00941P106 0 500 X 1 500 0 0 AIRTRAN HLDGS INC COM 00949P108 25 1,750 X 1 1700 0 50 AK STL HLDG CORP COM 001547108 4 695 X 1 600 0 95 AKAMAI TECHNOLOGIES INC COM 00971T101 961 53,550 X 1 53050 0 500 AKSYS LTD COM 010196103 7 1,200 X 1 1200 0 0 AKZO NOBEL NV SPONSORED ADR 010199305 2,969 79,720 X 1 400 0 79,320 ALABAMA NATL BANCORP DELA COM 010317105 172 3,100 X 1 3100 0 0 ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 0 1 X 1 1 0 0 ALAMOSA HLDGS INC COM 011589108 270 36,700 X 1 1700 35000 0 ALASKA AIR GROUP INC COM 011659109 12 500 X 1 500 0 0 ALBANY INTL CORP CL A 012348108 982 29,281 X 1 27081 0 2,200 ALBANY MOLECULAR RESH INC COM 012423109 19 1,500 X 1 1500 0 0 ALBEMARLE CORP COM 012653101 117 3,694 X 1 2894 0 800 ALBERTO CULVER CO COM 013068101 19,020 379,329 X 1 199736 47050 132,543 ALBERTSONS INC COM 013104104 26,077 982,546 X 1 779360 6275 196,911 ALCAN INC COM 013716105 968 23,381 X 1 13858 4650 4,873 ALCATEL SPONSORED ADR 013904305 267 17,253 X 1 13780 1000 2,473 ALCIDE CORP COM NEW 013742507 17 839 X 1 0 0 839 ALCOA INC COM 013817101 61,621 1,865,611 X 1 1328246 93476 443,889 ALCON INC COM SHS H01301102 9,994 127,071 X 1 88931 7200 30,940 ALEXANDER & BALDWIN INC COM 014482103 2,489 74,422 X 1 73422 0 1,000 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 318 5,600 X 1 500 0 5,100 ALEXION PHARMACEUTICALS INC COM 015351109 3,103 166,831 X 1 97801 0 69,030 ALFA CORP COM 015385107 6 400 X 1 400 0 0 ALICO INC COM 016230104 145 3,600 X 1 3600 0 0 ALIGN TECHNOLOGY INC COM 016255101 707 37,222 X 1 37222 0 0 ALKERMES INC COM 01642T108 3,175 233,470 X 1 125541 0 107,929 ALLEGHANY CORP DEL COM 017175100 2,284 7,960 X 1 3724 1828 2,408 ALLEGHENY ENERGY INC COM 017361106 818 53,092 X 1 42129 0 10,963 ALLEGHENY TECHNOLOGIES INC COM 01741R102 683 37,859 X 1 37259 0 600 ALLERGAN INC COM 018490102 13,130 146,672 X 1 99412 13000 34,260 ALLETE INC COM 018522102 1,201 36,092 X 1 17462 9300 9,330 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 19,653 578,871 X 1 526246 10800 41,825 ALLIANCE DATA SYSTEMS CORP COM 018581108 243 5,750 X 1 3250 0 2,500 ALLIANCE FINANCIAL CORP NY COM 019205103 233 8,316 X 1 8316 0 0 ALLIANCE GAMING CORP COM NEW 01859P609 83 4,800 X 1 4800 0 0 ALLIANCE RES PARTNER L P UT LTD PART 01877R108 1,635 35,040 X 1 26240 1800 7,000 ALLIANCE WORLD DLR GV FD II COM 01879R106 477 43,183 X 1 34367 3500 5,316 ALLIANT ENERGY CORP COM 018802108 1,042 39,939 X 1 36429 1110 2,400 ALLIANT TECHSYSTEMS INC COM 018804104 1,873 29,566 X 1 24933 337 4,296 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 14 1,300 X 1 1300 0 0 ALLIED CAP CORP NEW COM 01903Q108 7,473 306,020 X 1 145370 32150 128,500 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 836 26,985 X 1 9780 3800 13,405 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 387 29,410 X 1 27980 0 1,430 ALLMERICA FINL CORP COM 019754100 856 25,325 X 1 21855 0 3,470
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ALLMERICA SECS TR SH BEN INT 019921105 10 1,086 X 1 0 0 1,086 ALLOY INC COM 019855105 27 4,400 X 1 3600 0 800 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 196 24,997 X 1 3000 0 21,997 ALLSTATE CORP COM 020002101 96,060 2,063,587 X 1 1641518 62466 359,603 ALLTEL CORP COM 020039103 58,746 1,160,536 X 1 890601 43581 226,354 ALLTEL CORP CORP UNT 7.75% 020039822 9,924 197,840 X 1 148130 17700 32,010 ALPHARMA INC CL A 020813101 18 900 X 1 900 0 0 ALSTOM SPONSORED ADR 021244108 0 300 X 1 300 0 0 ALTAIR NANOTECHNOLOGIES INC COM 021373105 30 13,300 X 1 0 0 13,300 ALTERA CORP COM 021441100 5,522 249,209 X 1 206583 20400 22,226 ALTIRIS INC COM 02148M100 3 100 X 1 100 0 0 ALTRIA GROUP INC COM 02209S103 129,146 2,580,327 X 1 1924617 113962 541,748 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 73 1,350 X 1 1350 0 0 ALZA CORP SDCV 7/2 02261WAB5 38 50,000 X 1 0 0 50,000 ALZA CORP DEL NOTE 7/1 022615AC2 71 50,000 X 1 50000 0 0 AMARIN CORP PLC SPONSORED ADR 023111107 9 10,000 X 1 10000 0 0 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 659 660,000 X 1 419000 0 241,000 AMAZON COM INC COM 023135106 2,414 44,361 X 1 27512 700 16,149 AMB PROPERTY CORP COM 00163T109 4,340 125,338 X 1 116008 0 9,330 AMBAC FINL GROUP INC COM 023139108 2,226 30,318 X 1 25476 3000 1,842 AMC ENTMT INC COM 001669100 77 5,000 X 1 3400 0 1,600 AMCOR LTD ADR NEW 02341R302 8 392 X 1 392 0 0 AMCORE FINL INC COM 023912108 100 3,300 X 1 3300 0 0 AMDOCS LTD ORD G02602103 117 4,990 X 1 640 0 4,350 AMEDISYS INC COM 023436108 17 500 X 1 500 0 0 AMERADA HESS CORP COM 023551104 4,268 53,890 X 1 20590 0 33,300 AMERADA HESS CORP PFD CV ACES 7% 023551401 5 65 X 1 65 0 0 AMEREN CORP COM 023608102 5,430 126,395 X 1 64575 37282 24,538 AMERICA FIRST APT INV INC COM 02363X104 211 19,856 X 1 18753 0 1,103 AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V107 37 5,500 X 1 0 0 5,500 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 87,344 2,401,563 X 1 2290632 8100 102,831 AMERICA MOVIL S A DE C V SPON ADR A SHS 02364W204 2 53 X 1 0 0 53 AMERICA ONLINE INC DEL NOTE 12/0 02364JAC8 54 85,000 X 1 0 0 85,000 AMERICA SVC GROUP INC COM 02364L109 1,014 29,175 X 1 525 0 28,650 AMERICAN AXLE & MFG HLDGS IN COM 024061103 3,764 103,530 X 1 102510 0 1,020 AMERICAN BLDG CTL INC COM 024750101 61 39,533 X 1 39533 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 36,007 1,285,062 X 1 1001361 43800 239,901 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4,461 154,295 X 1 4450 0 149,845 AMERICAN ELEC PWR INC COM 025537101 8,643 270,078 X 1 140729 36320 93,029 AMERICAN EQTY INVT LIFE HLD COM 025676206 8 800 X 1 0 0 800 AMERICAN EXPRESS CO COM 025816109 172,761 3,362,417 X 1 2489022 277533 595,862 AMERICAN FINL GROUP INC OHIO COM 025932104 481 15,750 X 1 3150 570 12,030 AMERICAN FINL RLTY TR COM 02607P305 38 2,660 X 1 1100 0 1,560 AMERICAN GREETINGS CORP CL A 026375105 443 19,116 X 1 17416 1200 500 AMERICAN HEALTHWAYS INC COM 02649V104 124 4,684 X 1 4534 0 150 AMERICAN HOME MTG INVT CORP COM 02660R107 147 5,657 X 1 3157 0 2,500 AMERICAN INDEPENDENCE CORP COM NEW 026760405 269 16,133 X 1 16133 0 0 AMERICAN INSD MTG-INVS L P 8 DEPOSITARY UNIT 02686E106 3 1,245 X 1 1245 0 0 AMERICAN INTL GROUP INC COM 026874107 861,753 12,089,693 X 1 7761497 1216212 3,111,984 AMERICAN ITALIAN PASTA CO CL A 027070101 6,959 228,291 X 1 180070 12750 35,471 AMERICAN MED SEC GROUP INC COM 02744P101 1,559 57,200 X 1 200 0 57,000 AMERICAN MED SYS HLDGS INC COM 02744M108 13 400 X 1 400 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMERICAN MTG ACCEP CO SH BEN INT 027568104 27 2,000 X 1 2000 0 0 AMERICAN NATL INS CO COM 028591105 127 1,370 X 1 1360 0 10 AMERICAN PHARMACEUTICALS PTN COM 02886P109 8 250 X 1 250 0 0 AMERICAN PHYSICIANS CAPITAL COM 028884104 32 1,400 X 1 1100 0 300 AMERICAN PWR CONVERSION CORP COM 029066107 51,425 2,617,071 X 1 1423016 327100 866,955 AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 029169109 14 644 X 1 0 0 644 AMERICAN RETIREMENT CORP COM 028913101 102 20,300 1 20300 0 0 AMERICAN SOFTWARE INC CL A 029683109 4 600 X 1 0 0 600 AMERICAN STD COS INC DEL COM 029712106 7,247 179,773 X 1 87928 0 91,845 AMERICAN STS WTR CO COM 029899101 256 10,996 X 1 10696 0 300 AMERICAN SUPERCONDUCTOR CORP COM 030111108 493 37,700 X 1 12700 25000 0 AMERICAN TECHNOLOGY CORP COM NEW 030145205 13 2,200 X 1 200 0 2,000 AMERICAN TOWER CORP CL A 029912201 1,197 78,750 X 1 76920 0 1,830 AMERICAN WOODMARK CORP COM 030506109 5,553 92,785 X 1 36635 18800 37,350 AMERICREDIT CORP COM 03060R101 539 27,630 X 1 25810 0 1,820 AMERIGAS PARTNERS L P UNIT L P INT 030975106 800 30,800 X 1 19200 8000 3,600 AMERISERV FINL INC COM 03074A102 32 5,700 X 1 0 0 5,700 AMERISOURCEBERGAN CORP INC COM 03Z99A9720 54 1,000 CALL X 1,000 AMERISOURCEBERGAN CORP INC COM 03Z99A9720 54 1,000 CALL X 1,000 AMERISOURCEBERGAN CORP INC COM 03Z99A9720 215 4,000 CALL X 4,000 AMERISOURCEBERGEN CORP COM 03073E105 85,334 1,427,464 X 1 1225883 23750 177,831 AMERISTAR CASINOS INC COM 03070Q101 77 2,300 X 1 1900 0 400 AMERITRADE HLDG CORP NEW COM 03074K100 714 62,900 X 1 60400 0 2,500 AMERIVEST PPTYS INC DEL COM 03071L101 1,266 215,000 X 1 215000 0 0 AMERON INTL INC COM 030710107 14 400 X 1 400 0 0 AMERUS GROUP CO COM 03072M108 208 5,020 X 1 5020 0 0 AMETEK INC NEW COM 031100100 4,752 153,760 X 1 149800 0 3,960 AMGEN COM 03199T8J3 27 500 CALL X 500 AMGEN INC COM 031162100 247,357 4,532,843 X 1 3403784 201139 927,920 AMKOR TECHNOLOGY INC COM 031652100 87 10,660 X 1 7810 0 2,850 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 110 3,750 X 1 3750 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 31 2,000 X 1 2000 0 0 AMPAL AMERN ISRAEL CORP PFD CV 6.50% 032015307 3 270 X 1 270 0 0 AMPHENOL CORP NEW CL A 032095101 1,001 30,026 X 1 17660 0 12,366 AMR CORP COM 001765106 20,661 1,706,115 X 1 16960 0 1,689,155 AMSOUTH BANCORPORATION COM 032165102 6,582 258,406 X 1 126077 18842 113,487 AMSURG CORP COM 03232P405 47 1,866 X 1 1713 0 153 AMVESCAP PLC SPONSORED ADR 03235E100 36,855 2,651,455 X 1 2507530 0 143,925 AMX CORP NEW COM 00180C105 11 1,000 X 1 1000 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 372 16,311 X 1 5120 0 11,191 ANADARKO PETE CORP COM 03499W9Z60 182 3,000 CALL X 3,000 ANADARKO PETE CORP COM 032511107 144,317 2,462,743 X 1 1649013 196907 616,823 ANADIGICS INC COM 032515108 34 6,620 X 1 0 0 6,620 ANALEX CORP COM 032653107 10 3,000 X 1 3000 0 0 ANALOG DEVICES INC COM 032654105 145,650 3,093,668 X 1 2488020 133791 471,857 ANALOGIC CORP COM PAR $0.05 032657207 33 790 X 1 500 0 290 ANALYSTS INTL CORP COM 032681108 1 200 X 1 200 0 0 ANALYTICAL SURVEYS INC COM PAR $.0001 032683401 0 150 X 1 150 0 0 ANCHOR BANCORP WIS INC COM 032839102 13 500 X 1 500 0 0 ANDREW CORP COM 034425108 677 33,832 X 1 26822 0 7,010
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ANDRX CORP DEL ANDRX GROUP 034553107 548 19,603 X 1 15843 0 3,760 ANGIOTECH PHARMACEUTICALS IN COM 034918102 905 44,900 X 1 0 0 44,900 ANGLO AMERN PLC ADR 03485P102 64 3,043 X 1 0 0 3,043 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 214 6,650 X 1 4200 0 2,450 ANHEUSER BUSCH COS INC COM 035229103 145,878 2,701,441 X 1 1944775 113690 642,976 ANIMAS CORP DEL COM 03525Y105 21 1,150 X 1 1150 0 0 ANIXTER INTL INC COM 035290105 509 14,958 X 1 6673 1000 7,285 ANNALY MTG MGMT INC COM 035710409 2,399 141,470 X 1 123235 800 17,435 ANNTAYLOR STORES CORP COM 036115103 4,156 143,425 X 1 5200 0 138,225 ANSWERTHINK INC COM 036916104 311 54,300 X 1 0 0 54,300 ANSYS INC COM 03662Q105 14 300 X 1 300 0 0 ANTEON INTL CORP COM 03674E108 2,371 72,675 X 1 200 0 72,475 ANTHEM INC COM 03674B104 82,360 919,609 X 1 653062 52015 214,532 ANTHRACITE CAP INC COM 037023108 423 35,294 X 1 26100 0 9,194 ANTIGENICS INC DEL COM 037032109 324 37,900 X 1 1000 2700 34,200 ANWORTH MORTGAGE ASSET CP COM 037347101 106 8,950 X 1 3450 700 4,800 AON CORP COM 037389103 2,081 73,076 X 1 60615 4700 7,761 APAC CUSTOMER SERVICES INC COM 00185E106 10 5,600 X 1 0 0 5,600 APACHE CORP COM 037411105 73,604 1,690,103 X 1 1358622 53135 278,346 APARTMENT INVT & MGMT CO CL A 03748R101 10,861 348,882 X 1 334658 3153 11,071 APCO ARGENTINA INC CAYMAN IS ORD 037489101 5 137 X 1 137 0 0 APHTON CORP COM 03759P101 2 550 X 1 300 0 250 APOGEE ENTERPRISES INC COM 037598109 125 12,010 X 1 4500 0 7,510 APOGENT TECHNOLOGIES INC DEBT 2.250%10/1 03760AAE1 3 3,000 X 1 3000 0 0 APOGENT TECHNOLOGIES INC COM 03760A101 1,521 47,530 X 1 12080 32000 3,450 APOLLO GROUP INC CL A 037604105 18,034 204,256 X 1 182225 4025 18,006 APOLLO GROUP INC COM UNV PHOENX 037604204 886 10,115 X 1 9935 0 180 APOLLO INVT CORP COM 03761U106 22,797 1,655,500 X 1 1653000 0 2,500 APPLE COMPUTER INC COM 0379999V3 46 1,500 CALL X 1,500 APPLE COMPUTER INC COM 037833100 5,909 181,580 X 1 141680 4100 35,800 APPLEBEES INTL INC COM 037899101 8,645 375,512 X 1 153203 29047 193,262 APPLERA CORP COM AP BIO GRP 038020103 17,724 814,890 X 1 586842 40299 187,749 APPLERA CORP COM CE GEN GRP 038020202 3,349 290,924 X 1 206467 1650 82,807 APPLERA CORP APPLIED BIOSYS GRP COM 03899U9450 85 4,000 CALL X 4,000 APPLIED DIGITAL SOLUTIONS COM NEW 038188306 12 5,000 X 1 5000 0 0 APPLIED EXTRUSION TECHNOLOGIES COM 038196101 10 20,000 X 1 20000 0 0 APPLIED FILMS CORP COM 038197109 371 12,800 X 1 0 0 12,800 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,135 37,700 X 1 23300 0 14,400 APPLIED INNOVATION INC COM 037916103 4 1,000 X 1 0 0 1,000 APPLIED MATLS INC COM 03799J9R00 45 2,500 CALL X 2,500 APPLIED MATLS INC COM 03799J9U30 91 5,000 CALL X 5,000 APPLIED MATLS INC COM 03799J9T60 36 2,000 CALL X 2,000 APPLIED MATLS INC COM 03799J9S80 36 2,000 PUT X 2,000 APPLIED MATLS INC COM 038222105 96,769 4,932,166 X 1 3779852 126300 1,026,014 APPLIED MICRO CIRCUITS CORP COM 03822W109 222 41,688 X 1 41570 0 118 APRIA HEALTHCARE GROUP INC COM 037933108 80 2,800 X 1 1800 0 1,000 APROPOS TECHNOLOGY INC COM 038334108 19 4,800 X 1 4800 0 0 APTARGROUP INC COM 038336103 12,310 281,749 X 1 255449 0 26,300 AQUA AMERICA INC COM 03836W103 13,294 663,023 X 1 582756 22000 58,267 AQUANTIVE INC COM 03839G105 151 15,300 X 1 15300 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AQUILA INC COM 03840P102 181 50,815 X 1 15388 0 35,427 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 144,391 4,421,038 X 1 3346801 199005 875,232 ARAMARK CORP CL B 038521100 19,006 660,876 X 1 98615 800 561,461 ARBITRON INC COM 03875Q108 53 1,441 X 1 1441 0 0 ARCADIS N V NY REGISTRY SH 03923E107 32 2,400 X 1 0 0 2,400 ARCH CHEMICALS INC COM 03937R102 95 3,274 X 1 1040 1684 550 ARCH COAL INC COM 039380100 11,513 314,648 X 1 211998 1500 101,150 ARCH WIRELESS INC CL A 039392709 25 880 X 1 0 0 880 ARCHER DANIELS MIDLAND CO COM 039483102 12,439 741,318 X 1 535999 154864 50,455 ARCHSTONE SMITH TR COM 039583109 3,985 135,884 X 1 78784 12600 44,500 ARCTIC CAT INC COM 039670104 36 1,300 X 1 1300 0 0 ARDEN RLTY INC COM 039793104 649 22,070 X 1 14170 0 7,900 ARENA PHARMACEUTICALS INC COM 040047102 5,697 1,043,340 X 1 322928 4200 716,212 ARGONAUT GROUP INC COM 040157109 503 27,307 X 1 27307 0 0 ARGONAUT TECHNOLOGIES INC COM 040175101 1 563 X 1 563 0 0 ARGOSY GAMING CO COM 040228108 110 2,925 X 1 2925 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 9 1,200 X 1 1200 0 0 ARIBA INC COM 04033V104 81 40,700 X 1 40700 0 0 ARISTOTLE CORP COM NEW 040448201 15 3,000 X 1 0 0 3,000 ARKANSAS BEST CORP DEL COM 040790107 305 9,269 X 1 200 0 9,069 ARM HLDGS PLC SPONSORED ADR COM 042068106 33 5,000 X 1 5000 0 0 ARMOR HOLDINGS INC COM 042260109 37 1,100 X 1 1100 0 0 ARQULE INC COM 04269E107 14 2,700 X 1 2700 0 0 ARRIS GROUP INC COM 04269Q100 14 2,400 X 1 2000 0 400 ARROW ELECTRS INC COM 042735100 1,088 40,575 X 1 28940 0 11,635 ARROW FINL CORP COM 042744102 95 3,110 X 1 1610 1500 0 ARROW INTL INC COM 042764100 16,676 557,350 X 1 513250 8000 36,100 ART TECHNOLOGY GROUP INC COM 04289L107 3 2,900 X 1 2700 0 200 ARTHROCARE CORP COM 043136100 96 3,300 X 1 1300 1000 1,000 ARTISAN COMPONENTS INC COM 042923102 18 700 X 1 700 0 0 ARVINMERITOR INC COM 043353101 83 4,246 X 1 4198 0 48 ASA LTD COM 002050102 91 2,525 X 1 2525 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 39 2,600 X 1 2600 0 0 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 312 19,490 X 1 10923 2001 6,566 ASHLAND INC COM 044204105 8,669 164,145 X 1 14006 0 150,139 ASHWORTH INC COM 04516H101 1 100 X 1 100 0 0 ASIA PAC FD INC COM 044901106 11 900 X 1 900 0 0 ASIAINFO HLDGS INC COM 04518A104 2 400 X 1 400 0 0 ASK JEEVES INC COM 045174109 329 8,450 X 1 2050 0 6,400 ASM INTL N V COM N07045102 944 45,650 X 1 37950 0 7,700 ASML HLDG NV N Y SHS N07059111 142 8,299 X 1 5899 0 2,400 ASPECT COMMUNICATIONS CORP COM 04523Q102 9 600 X 1 600 0 0 ASPECT MEDICAL SYS INC COM 045235108 4 200 X 1 200 0 0 ASPEN TECHNOLOGY INC COM 045327103 976 134,400 X 1 0 0 134,400 ASSET ACCEP CAP CORP COM 04543P100 261 15,300 X 1 200 0 15,100 ASSOCIATED BANC CORP COM 045487105 507 17,116 X 1 16257 0 859 ASSOCIATED ESTATES RLTY CORP COM 045604105 58 7,200 X 1 7200 0 0 ASSURANT INC COM 04621X108 192 7,293 X 1 856 0 6,437 ASTA FDG INC COM 046220109 54 3,125 X 1 1300 0 1,825 ASTEA INTL INC COM NEW 04622E208 285 31,910 X 1 0 3160 28,750
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ASTEC INDS INC COM 046224101 79 4,200 X 1 4200 0 0 ASTORIA FINL CORP COM 046265104 4,037 110,353 X 1 100240 0 10,113 ASTRAZENECA PLC SPONSORED ADR 046353108 1,365 29,904 X 1 18344 0 11,560 ASTRO MED INC NEW COM 04638F108 10 1,010 X 1 1010 0 0 ASYST TECHNOLOGY CORP COM 04648X107 45 4,325 X 1 4275 0 50 AT RD INC COM 04648K105 23 3,000 X 1 3000 0 0 AT&T CORP COM NEW 001957505 6,777 463,245 X 1 172593 9822 280,830 AT&T WIRELESS SVCS INC COM 00209A106 25,623 1,789,248 X 1 825047 154838 809,363 ATARI INC COM 04651M105 1 300 X 1 300 0 0 ATHEROGENICS INC COM 047439104 10 500 X 1 500 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 2 200 X 1 200 0 0 ATLANTIC COAST AIRLINES HLDG COM 048396105 32 5,500 X 1 5000 0 500 ATLANTIC LIBERTY FINL CORP COM 048668107 30 1,632 X 1 0 0 1,632 ATMEL CORP COM 049513104 211 35,673 X 1 34880 0 793 ATMI INC COM 00207R101 291 10,645 X 1 6770 0 3,875 ATMOS ENERGY CORP COM 049560105 848 33,107 X 1 28920 0 4,187 ATRIX LABS INC COM 04962L101 62 1,800 X 1 1800 0 0 ATS MED INC COM 002083103 20 5,399 X 1 1400 0 3,999 ATWOOD OCEANICS INC COM 050095108 67 1,600 X 1 800 0 800 AU OPTRONICS CORP SPONSORED ADR 002255107 63,110 3,862,281 X 1 2919081 33765 909,435 AUDIO CODES COM M15342104 12 1,000 X 1 1000 0 0 AUDIOVOX CORP CL A 050757103 83 4,900 X 1 2100 0 2,800 AUTHENTIDATE HLDG CORP COM 052666104 22 2,000 X 1 0 0 2,000 AUTOBYTEL INC COM 05275N106 9 1,000 X 1 1000 0 0 AUTODESK INC COM 052769106 1,774 41,440 X 1 37230 900 3,310 AUTOLIV INC COM 052800109 1,279 30,294 X 1 26645 0 3,649 AUTOMATIC DATA PROCESSING IN NOTE 2/2 053015AC7 61,373 565,000 X 1 565000 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 304,383 7,267,976 X 1 5559268 343812 1,364,896 AUTONATION INC COM 05329W102 423 24,720 X 1 24720 0 0 AUTOZONE COM 05099K9650 355 4,500 CALL X 4,500 AUTOZONE COM 05099K9570 118 1,500 CALL X 1,500 AUTOZONE COM 05099K9730 118 1,500 CALL X 1,500 AUTOZONE INC COM 053332102 92,999 1,161,043 X 1 815658 57525 287,860 AVALON HLDGS CORP CL A 05343P109 0 125 X 1 0 0 125 AVALONBAY CMNTYS INC COM 053484101 7,956 140,758 X 1 81892 4932 53,934 AVANEX CORP COM 05348W109 29 7,539 X 1 7539 0 0 AVANIR PHARMACEUTICALS CL A 05348P104 18 11,000 X 1 11000 0 0 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 1 400 X 1 400 0 0 AVATAR HLDGS INC COM 053494100 4 100 X 1 100 0 0 AVAYA INC COM 053499109 95,701 6,060,831 X 1 5985337 930 74,564 AVENTIS SPONSORED ADR 053561106 650 8,536 X 1 6786 0 1,750 AVERY DENNISON CORP COM 053611109 432,513 6,756,960 X 1 502073 1110 6,253,777 AVI BIOPHARMA INC COM 002346104 0 200 X 1 100 0 100 AVIALL INC NEW COM 05366B102 13 700 X 1 700 0 0 AVICI SYS INC COM NEW 05367L802 392 30,169 X 1 4019 1750 24,400 AVID TECHNOLOGY INC COM 05367P100 106 1,950 X 1 950 0 1,000 AVISTA CORP COM 05379B107 274 14,851 X 1 12838 0 2,013 AVNET INC DBCV 2.000% 3/1 053807AL7 3 3,000 X 1 3000 0 0 AVNET INC COM 053807103 704 30,997 X 1 28122 0 2,875 AVOCENT CORP COM 053893103 603 16,415 X 1 8290 0 8,125
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AVON PRODS INC COM 054303102 225,973 4,897,537 X 1 4210961 139250 547,326 AVX CORP NEW COM 002444107 14,885 1,030,134 X 1 696740 30445 302,949 AWARE INC MASS COM 05453N100 2 500 X 1 500 0 0 AXA SPONSORED ADR 054536107 367 16,617 X 1 11523 0 5,094 AXCAN PHARMA INC COM 054923107 4 200 X 1 200 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 3,042 244,483 X 1 243733 500 250 AXONYX INC COM 05461R101 342 65,259 X 1 65259 0 0 AXT INC COM 00246W103 132 67,200 X 1 61700 2000 3,500 AZTAR CORP COM 054802103 126 4,500 X 1 3600 0 900 B A S F A G SPONSORED ADR 055262505 606 11,260 X 1 4750 1400 5,110 B2B INTERNET HOLDRS TR DEPOSTRY RCPT 056033103 18 6,750 X 1 4750 0 2,000 BACK YD BURGERS INC COM 05635W101 6 1,000 X 1 1000 0 0 BADGER METER INC COM 056525108 44 1,000 X 1 1000 0 0 BAKER HUGHES INC COM 057224107 14,673 389,709 X 1 315333 10766 63,610 BAKER MICHAEL CORP COM 057149106 5 300 X 1 300 0 0 BALDOR ELEC CO COM 057741100 48 2,040 X 1 2040 0 0 BALDWIN TECHNOLOGY INC CL A 058264102 27 7,500 X 1 0 0 7,500 BALL CORP COM 058498106 438 6,088 X 1 5688 400 0 BALLARD PWR SYS INC COM 05858H104 363 39,589 X 1 7750 0 31,839 BALLY TOTAL FITNESS HLDG COR COM 05873K108 8 1,650 X 1 1650 0 0 BAM ENTMNT INC COM 059361105 0 480 X 1 0 0 480 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 52 3,826 X 1 0 3826 0 BANCO SANTANDER CENT HISPANO ADR 05964H105 619 58,962 X 1 58962 0 0 BANCORP RHODE ISLAND INC COM 059690107 88 2,500 X 1 0 0 2,500 BANCORPSOUTH INC COM 059692103 458 20,347 X 1 20307 0 40 BANCSHARES FLA INC COM 05976U102 119 8,500 X 1 1000 0 7,500 BANCTRUST FINANCIAL GP COM 05978R107 333 19,000 X 1 19000 0 0 BANDAG INC COM 059815100 31 700 X 1 700 0 0 BANDAG INC CL A 059815308 37 900 X 1 0 0 900 BANK HAWAII CORP COM 062540109 1,124 24,870 X 1 12370 0 12,500 BANK MARIN CORTE MADERA CA COM 063431100 57 1,800 X 1 1800 0 0 BANK MONTREAL QUE COM 063671101 240 6,000 X 1 6000 0 0 BANK MUTUAL CORP NEW COM 063750103 14 1,300 X 1 1300 0 0 BANK NEW YORK INC COM 064057102 29,530 1,001,694 X 1 518044 58562 425,088 BANK NOVA SCOTIA HALIFAX COM 064149107 517 19,200 X 1 17800 0 1,400 BANK OF AMERICA CORPORATION COM 060505104 327,672 3,872,267 X 1 2886050 178437 807,780 BANK OF GRANITE CORP COM 062401104 42 2,023 X 1 2023 0 0 BANK ONE CORP COM 06423A103 29,911 586,484 X 1 404745 34575 147,164 BANK SOUTH CAROLINA CORP COM 065066102 5 350 X 1 350 0 0 BANK UTD CORP LITIGATN CONT CTF RT CONTGT 065416117 0 900 X 1 900 0 0 BANKATLANTIC BANCORP CL A 065908501 302 16,371 X 1 14571 0 1,800 BANKNORTH GROUP INC NEW COM 06646R107 11,751 361,798 X 1 345358 0 16,440 BANKRATE INC COM 06646V108 727 84,900 X 1 84900 0 0 BANKUNITED FINL CORP CL A 06652B103 41 1,600 X 1 1600 0 0 BANNER CORP COM 06652V109 23 800 X 1 800 0 0 BANTA CORP COM 066821109 436 9,820 X 1 9820 0 0 BARCLAYS PLC ADR 06738E204 774 22,225 X 1 16110 0 6,115 BARD C R INC COM 067383109 11,132 196,510 X 1 132266 19200 45,044 BARNES & NOBLE INC COM 067774109 580 17,070 X 1 11620 0 5,450 BARNES GROUP INC COM 067806109 46 1,600 X 1 1100 0 500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BARR PHARMACEUTICALS INC COM 068306109 94,189 2,794,926 X 1 1951948 124916 718,062 BARRICK GOLD CORP COM 067901108 7,098 359,365 X 1 331959 0 27,406 BASSETT FURNITURE INDS INC COM 070203104 346 15,916 X 1 4616 0 11,300 BAUSCH & LOMB INC COM 071707103 2,898 44,542 X 1 29260 6100 9,182 BAXTER INTL INC COM 071813109 73,336 2,125,066 X 1 1411614 86253 627,199 BAXTER INTL INC CORP UNITS 7% 071813406 115,160 2,021,777 X 1 1548880 71857 401,040 BAY VIEW CAP CORP DEL COM 07262L101 42 20,221 X 1 20221 0 0 BAYER A G SPONSORED ADR 072730302 120 4,100 X 1 4100 0 0 BB&T CORP COM 054937107 33,822 914,863 X 1 763488 29128 122,247 BCE INC COM 05534B109 344 17,150 X 1 10850 6000 300 BE AEROSPACE INC COM 073302101 15 2,000 X 1 2000 0 0 BEA SYS INC COM 073325102 3,378 410,961 X 1 342626 5000 63,335 BEAR STEARNS COS INC COM 073902108 2,678 31,761 X 1 29104 400 2,257 BEARINGPOINT INC COM 074002106 437 49,287 X 1 23840 0 25,447 BEAZER HOMES USA INC COM 07556Q105 231 2,300 X 1 2300 0 0 BEBE STORES INC COM 075571109 2 100 X 1 100 0 0 BECKMAN COULTER INC COM 075811109 2,095 34,347 X 1 16410 11952 5,985 BECTON DICKINSON & CO COM 075887109 21,144 408,189 X 1 265049 15300 127,840 BED BATH & BEYOND INC COM 075896100 193,728 5,038,442 X 1 509108 36200 4,493,134 BEDFORD PPTY INVS INC COM PAR $0.02 076446301 384 13,140 X 1 12440 0 700 BEL FUSE INC CL A 077347201 18 500 X 1 0 0 500 BEL FUSE INC CL B 077347300 67 1,600 X 1 100 0 1,500 BELDEN INC COM 077459105 47 2,200 X 1 1200 500 500 BELL INDS INC COM 078107109 4 1,443 X 1 0 0 1,443 BELL MICROPRODUCTS INC COM 078137106 25 3,050 X 1 0 0 3,050 BELLSOUTH CORP COM 079860102 58,808 2,242,889 X 1 1651831 153403 437,655 BELO CORP COM SER A 080555105 25,164 937,224 X 1 175072 657952 104,200 BEMA GOLD CORP COM 08135F107 56 20,500 X 1 10500 0 10,000 BEMIS INC COM 081437105 8,475 299,995 X 1 276955 0 23,040 BENCHMARK ELECTRS INC COM 08160H101 2,131 73,215 X 1 7340 2250 63,625 BENETTON GROUP SPA ADR NEW 081795403 165 7,190 X 1 330 0 6,860 BENTLEY PHARMACEUTICALS INC COM 082657107 69 5,000 X 1 500 0 4,500 BERKLEY W R CORP COM 084423102 227 5,277 X 1 4586 0 691 BERKSHIRE HATHAWAY INC DEL CL A 084670108 159,310 1,791 X 1 1158 151 482 BERKSHIRE HATHAWAY INC DEL CL B 084670207 165,770 56,098 X 1 39223 3812 13,063 BERKSHIRE HILLS BANCORP INC COM 084680107 108 2,900 X 1 1900 0 1,000 BERRY PETE CO CL A 085789105 9 300 X 1 300 0 0 BEST BUY INC COM 086516101 25,356 499,719 X 1 425224 15850 58,645 BEVERLY ENTERPRISES INC COM NEW 087851309 31 3,550 X 1 3550 0 0 BF ENTERPRISES INC COM 055387104 145 18,700 X 1 0 0 18,700 BG PLC ADR FIN INST N 055434203 30 956 X 1 956 0 0 BHA GROUP HLDGS INC COM 055446108 19 500 X 1 500 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 1,292 73,728 X 1 22750 10000 40,978 BIG 5 SPORTING GOODS CORP COM 08915P101 1,171 44,700 X 1 0 0 44,700 BIG LOTS INC COM 089302103 243 16,826 X 1 9920 0 6,906 BINDVIEW DEV CORP COM 090327107 413 117,900 X 1 0 8600 109,300 BIO IMAGING TECHNOLOGIES INC COM 09056N103 46 10,000 X 1 10000 0 0 BIO RAD LABS INC CL B 090572108 75 1,300 X 1 1300 0 0 BIO RAD LABS INC CL A 090572207 119 2,025 X 1 1925 0 100 BIOENVISION INC COM 09059N100 9 1,000 X 1 0 0 1,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BIOGEN IDEC INC COM 09062X103 46,082 728,582 X 1 661739 8742 58,101 BIOMARIN PHARMACEUTICAL INC COM 09061G101 38 6,300 X 1 5500 0 800 BIOMET INC COM 09099T99209 73 1,500 CALL X 1,500 BIOMET INC COM 090613100 61,836 1,391,441 X 1 934926 45796 410,719 BIOPURE CORP CL A 09065H105 3 5,000 X 1 2000 0 3,000 BIOSITE INC COM 090945106 491 10,900 X 1 9400 0 1,500 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 3,910 26,700 X 1 26215 0 485 BIOVAIL CORP COM 09067J109 9 500 X 1 0 0 500 BIOVERIS CORP COM 090676107 330 39,638 X 1 39638 0 0 BISYS GROUP INC COM 055472104 1,326 94,330 X 1 63030 0 31,300 BJ SVCS CO COM 055482103 5,257 114,680 X 1 112540 0 2,140 BJS WHOLESALE CLUB INC COM 05548J106 22,274 890,956 X 1 734888 13672 142,396 BKF CAP GROUP INC COM 05548G102 15 500 X 1 500 0 0 BLACK & DECKER CORP COM 091797100 166,982 2,687,615 X 1 2409369 27800 250,446 BLACK BOX CORP DEL COM 091826107 33 700 X 1 700 0 0 BLACK HILLS CORP COM 092113109 1,743 55,315 X 1 27690 2000 25,625 BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 279 22,166 X 1 22166 0 0 BLACKROCK CORE BD TR SHS BEN INT 09249E101 22 1,730 X 1 1730 0 0 BLACKROCK FL INS MUN INC TR COM 09250G102 13 1,000 X 1 0 0 1,000 BLACKROCK HIGH YIELD TR SH BEN INT 09248N102 587 63,314 X 1 38014 0 25,300 BLACKROCK INC CL A 09247X101 187 2,930 X 1 2530 0 400 BLACKROCK INCOME OPP TRUST I COM 092475102 126 11,860 X 1 11860 0 0 BLACKROCK INCOME TR INC COM 09247F100 618 90,318 X 1 90318 0 0 BLACKROCK INSD MUN TERM TR I COM 092474105 113 10,500 X 1 10500 0 0 BLACKROCK MUN TARGET TERM TR COM 09247M105 669 62,788 X 1 62788 0 0 BLACKROCK NY INSD MUN 2008 T COM 09247L107 438 27,816 X 1 19305 0 8,511 BLACKROCK STRATEGIC MUN TR COM 09248T109 88 6,600 X 1 6600 0 0 BLAIR CORP COM 092828102 6 200 X 1 200 0 0 BLOCK H & R INC COM 093671105 27,894 585,015 X 1 353043 125080 106,892 BLOCKBUSTER INC COM 09399F9X6 22 1,500 CALL X 1,500 BLOCKBUSTER INC CL A 093679108 29 1,900 X 1 1900 0 0 BLOUNT INTL INC NEW COM 095180105 0 22 X 1 22 0 0 BLUE COAT SYS INC COM 09534T508 74 2,200 X 1 2200 0 0 BLUE MARTINI SOFTWARE INC COM NEW 095698502 4 1,000 X 1 0 0 1,000 BLYTH INC COM 09643P108 7,419 215,119 X 1 147944 1700 65,475 BMC SOFTWARE INC COM 055921100 2,307 124,691 X 1 66460 0 58,231 BNP RESIDENTIAL PPTYS INC COM 05564T103 30 2,250 X 1 2250 0 0 BOARDWALK BANK NJ COM 096611108 140 9,115 X 1 9115 0 0 BOARDWALK BANK NJ WARRANT OR RIGHT 096611116 8 2,000 X 1 2000 0 0 BOB EVANS FARMS INC COM 096761101 149 5,431 X 1 4971 0 460 BOC GROUP PLC SPONSORED ADR 055617609 300 8,850 X 1 420 0 8,430 BOCA RESORTS INC CL A 09688T106 77 3,900 X 1 3600 0 300 BOEING CO COM 097023105 664,738 32,584,424 X 1 32441950 40940 101,534 BOISE CASCADE CORP COM 097383103 1,222 32,462 X 1 27732 500 4,230 BOK FINL CORP COM NEW 05561Q201 230 5,845 X 1 5815 0 30 BOMBAY CO INC COM 097924104 31 5,000 X 1 500 0 4,500 BONE CARE INTL INC COM 098072101 2 100 X 1 100 0 0 BOOKHAM TECHNOLOGY PLC SPONSORED ADR 09856Q108 9 9,429 X 1 9429 0 0 BOOTS & COOTS/INTL WELL CTRL COM NEW 099469504 75 60,000 X 1 10000 50000 0 BORDERS GROUP INC COM 099709107 715 30,498 X 1 13598 6300 10,600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BORG WARNER INC COM 099724106 1,065 24,330 X 1 23830 0 500 BORLAND SOFTWARE CORP COM 099849101 48 5,650 X 1 2550 0 3,100 BOSTON BEER INC CL A 100557107 103 5,120 X 1 4170 0 950 BOSTON COMMUNICATIONS GROUP COM 100582105 146 14,200 X 1 3800 0 10,400 BOSTON PRIVATE FINL HLDGS IN COM 101119105 564 24,347 X 1 23772 0 575 BOSTON PROPERTIES INC COM 101121101 5,541 110,650 X 1 99000 0 11,650 BOSTON SCIENTIFIC CORP COM 101137107 27,028 631,505 X 1 540153 5675 85,677 BOSTONFED BANCORP INC COM 101178101 6 150 X 1 150 0 0 BOULDER TOTAL RETURN FD INC COM 101541100 2 117 X 1 0 0 117 BOWATER INC COM 102183100 109 2,630 X 1 2630 0 0 BOWNE & CO INC COM 103043105 156 9,873 X 1 5493 0 4,380 BOYD GAMING CORP COM 103304101 959 36,100 X 1 36100 0 0 BOYDS COLLECTION LTD COM 103354106 12 3,600 X 1 3600 0 0 BOYKIN LODGING CO COM 103430104 8 1,000 X 1 1000 0 0 BP PLC SPONSORED ADR 055622104 573,097 10,698,104 X 1 7594046 787602 2,316,456 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 507 15,567 X 1 2300 2267 11,000 BRADY CORP CL A 104674106 166 3,600 X 1 3500 0 100 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 466 17,135 X 1 10835 1000 5,300 BRASCAN CORP CL A LTD VT SH 10549P606 51 1,800 X 1 1800 0 0 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 5 165 X 1 0 0 165 BRE PROPERTIES INC CL A 05564E106 1,059 30,488 X 1 25418 1000 4,070 BRIGGS & STRATTON CORP COM 109043109 9,058 102,526 X 1 53166 17942 31,418 BRIGHAM EXPLORATION CO COM 109178103 30 3,300 X 1 2000 0 1,300 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 11,016 205,484 X 1 135725 18900 50,859 BRILLIAN CORP COM 10949P107 0 8 X 1 8 0 0 BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q105 15 500 X 1 500 0 0 BRINKER INTL INC COM 109641100 14,454 423,621 X 1 180716 11450 231,455 BRINKS CO COM 109696104 16,003 467,220 X 1 371120 30900 65,200 BRISTOL MYERS SQUIBB COM 11099Z88709 239 10,000 CALL X 10,000 BRISTOL MYERS SQUIBB COM 11099Z8530 191 8,000 CALL X 8,000 BRISTOL MYERS SQUIBB COM 11099Z8530 119 5,000 CALL X 5,000 BRISTOL MYERS SQUIBB COM 11099Z8610 418 17,500 CALL X 17,500 BRISTOL MYERS SQUIBB CO COM 110122108 210,768 8,602,787 X 1 6559533 487996 1,555,258 BRISTOL MYERS SQUIBB CO PFD CV $2 110122207 199 410 X 1 410 0 0 BRISTOL WEST HLDGS INC COM 11037M105 16 900 X 1 900 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 116 3,695 X 1 2815 0 880 BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P104 977 58,600 X 1 56700 0 1,900 BROADCOM CORP CL A 111320107 22,531 483,494 X 1 425546 6450 51,498 BROADVISION INC COM NEW 111412607 0 16 X 1 16 0 0 BROCADE COMMUNICATIONS SYS I COM 111621108 297 49,605 X 1 48455 1000 150 BROOKFIELD HOMES CORP COM 112723101 10 400 X 1 400 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 15 1,000 X 1 1000 0 0 BROOKS AUTOMATION INC COM 114340102 110 5,490 X 1 5290 0 200 BROOKSTONE INC COM 114537103 14 675 X 1 0 0 675 BROWN & BROWN INC COM 115236101 386 8,970 X 1 6870 0 2,100 BROWN FORMAN CORP CL A 115637100 36 750 X 1 0 0 750 BROWN FORMAN CORP CL B 115637209 2,414 50,020 X 1 43880 4940 1,200 BROWN SHOE INC NEW COM 115736100 1,510 36,890 X 1 12490 0 24,400 BRUKER BIOSCIENCES CORP COM 116794108 29 6,100 X 1 6100 0 0 BRUNSWICK CORP COM 117043109 734 17,995 X 1 12880 0 5,115
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BRUSH ENGINEERED MATLS INC COM 117421107 312 16,500 X 1 16500 0 0 BSB BANCORP COM 055652101 298 8,400 X 1 3400 2500 2,500 BSQUARE CORP COM 11776U102 5 5,000 X 1 0 0 5,000 BT GROUP PLC ADR 05577E101 379 10,376 X 1 3775 600 6,001 BUCA INC COM 117769109 3 500 X 1 0 0 500 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1,909 47,070 X 1 33970 0 13,100 BUCKEYE TECHNOLOGIES INC COM 118255108 282 24,520 X 1 24520 0 0 BUCKLE INC COM 118440106 266 9,400 X 1 100 0 9,300 BUILDING MATLS HLDG CORP COM 120113105 64 3,400 X 1 3000 0 400 BUNGE LIMITED COM G16962105 77 1,978 X 1 978 0 1,000 BURLINGTON NORTHN SANTA FE C COM 12189T104 12,045 343,447 X 1 200356 12300 130,791 BURLINGTON RES INC COM 122014103 111,664 3,086,350 X 1 2688796 63306 334,248 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 77 3,417 X 1 3417 0 0 C COR NET CORP COM 125010108 4 400 X 1 400 0 0 C D I CORP COM 125071100 178 5,150 X 1 1450 0 3,700 C D W CORP COM 12512N105 552 8,654 X 1 7229 0 1,425 C H ROBINSON WORLDWIDE INC COM 12541W100 1,711 37,320 X 1 36100 0 1,220 C&D TECHNOLOGIES INC COM 124661109 242 13,600 X 1 3200 0 10,400 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 17 2,400 X 1 400 0 2,000 CABLE DESIGN TECHNOLOGIES CO COM 126924109 15 1,400 X 1 1400 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,676 85,329 X 1 35909 0 49,420 CABOT CORP COM 127055101 45,806 1,125,450 X 1 1086431 9700 29,319 CABOT MICROELECTRONICS CORP COM 12709P103 7,721 252,236 X 1 244740 2243 5,253 CABOT OIL & GAS CORP COM 127097103 1,372 32,453 X 1 32453 0 0 CACI INTL INC CL A 127190304 651 16,090 X 1 5090 0 11,000 CADBURY SCHWEPPES PLC ADR 127209302 2,731 77,860 X 1 26740 16500 34,620 CADENCE DESIGN SYSTEM INC COM 127387108 488 33,404 X 1 33004 0 400 CAESARS ENTMT INC COM 127687101 613 40,878 X 1 31271 0 9,607 CAL DIVE INTL INC COM 127914109 23,799 784,930 X 1 676130 7000 101,800 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 138 9,000 X 1 9000 0 0 CALCASIEU REAL ESTATE & OIL COM NEW 128685203 20 2,500 X 1 0 2500 0 CALGON CARBON CORP COM 129603106 67 10,000 X 1 10000 0 0 CALIFORNIA COASTAL CMNTYS IN COM NEW 129915203 24 1,200 X 1 1200 0 0 CALIFORNIA MICRO DEVICES COR COM 130439102 660 57,200 X 1 0 0 57,200 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 33 1,720 X 1 800 0 920 CALIFORNIA WTR SVC GROUP COM 130788102 242 8,790 X 1 8490 0 300 CALIPER LIFE SCIENCES INC COM 130872104 1 125 X 1 125 0 0 CALLAWAY GOLF CO COM 131193104 6,787 598,560 X 1 571810 1500 25,250 CALPINE CORP NOTE 4.000%12/2 131347BA3 825 850,000 X 1 425000 0 425,000 CALPINE CORP COM 131347106 48,983 11,338,765 X 1 10064090 41800 1,232,875 CAMBIOR INC COM 13201L103 27 10,000 X 1 0 0 10,000 CAMBREX CORP COM 132011107 34,521 1,368,238 X 1 1338638 9500 20,100 CAMBRIDGE ANTIBODY TECHNOLOGY COM 132148107 103 11,000 X 1 11000 0 0 CAMCO FINL CORP COM 132618109 24 1,700 X 1 1700 0 0 CAMDEN NATL CORP COM 133034108 30 900 X 1 900 0 0 CAMDEN PPTY TR SH BEN INT 133131102 3,757 82,037 X 1 80937 1000 100 CAMECO CORP COM 13321L108 147 2,500 X 1 0 0 2,500 CAMPBELL SOUP CO COM 134429109 3,860 143,583 X 1 94188 2900 46,495 CANADA SOUTHN PETE LTD LTD VTG SH 135231108 6 1,146 X 1 146 0 1,000 CANADIAN NAT RES LTD COM 136385101 1,887 63,100 X 1 24100 0 39,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CANADIAN NATL RY CO COM 136375102 4,707 107,979 X 1 100854 1875 5,250 CANADIAN PAC RY LTD COM 13645T100 1,059 42,987 X 1 28837 11650 2,500 CANARGO ENERGY CORP COM 137225108 292 436,364 X 1 436364 0 0 CANCERVAX CORP COM 13738Y107 238 31,300 X 1 0 2300 29,000 CANDELA CORP COM 136907102 1,003 102,300 X 1 2700 6000 93,600 CANON INC ADR 138006309 7,453 139,565 X 1 79765 11450 48,350 CANTEL MEDICAL CORP COM 138098108 2 100 X 1 100 0 0 CANTERBURY PARK HOLDING CORP COM 13811E101 1,105 64,800 X 1 64800 0 0 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 179 6,100 X 1 5200 0 900 CAPITAL BK CORP COM 139793103 34 2,054 X 1 2054 0 0 CAPITAL CROSSING BK COM 140071101 22 400 X 1 400 0 0 CAPITAL LEASE FDG INC COM 140288101 11,447 1,100,700 X 1 1100700 0 0 CAPITAL ONE FINL CORP COM 14040H105 11,045 161,526 X 1 100826 400 60,300 CAPITAL SOUTHWEST CORP COM 140501107 131 1,660 X 1 0 0 1,660 CAPITAL SR LIVING CORP COM 140475104 24 5,000 X 1 5000 0 0 CAPITAL TITLE GROUP INC COM 140919101 43 9,929 X 1 9929 0 0 CAPITAL TRUST INC MD CL A NEW 14052H506 16,925 633,406 X 1 33362 0 600,044 CAPITALSOURCE INC COM 14055X102 7 300 X 1 300 0 0 CAPITOL BANCORP LTD COM 14056D105 3 100 X 1 0 0 100 CAPITOL FED FINL COM 14057C106 246 8,200 X 1 8200 0 0 CAPSTEAD MTG CORP PFD B CV $1.26 14067E308 556 41,950 X 1 34300 4150 3,500 CAPSTEAD MTG CORP COM NO PAR 14067E506 39 2,875 X 1 1375 1500 0 CAPSTONE TURBINE CORP COM 14067D102 27 12,489 X 1 6689 0 5,800 CAPTARIS INC COM 14071N104 641 99,300 X 1 6000 7700 85,600 CARAUSTAR INDS INC COM 140909102 8,369 593,165 X 1 592465 0 700 CARBO CERAMICS INC COM 140781105 3,492 51,170 X 1 1170 0 50,000 CARDIAC SCIENCE INC COM NEW 141410209 6 2,500 X 1 2500 0 0 CARDINAL FINL CORP COM 14149F109 221 24,353 X 1 0 0 24,353 CARDINAL HEALTH INC COM 14149Y108 101,372 1,447,139 X 1 1094341 88400 264,398 CARDINAL STATE BANK DURHAM N COM 141546101 28 2,548 X 1 2548 0 0 CARDIODYNAMICS INTL CORP COM 141597104 146 29,000 X 1 27000 2000 0 CARDIOTECH INTL INC COM 14160C100 89 21,348 X 1 2461 0 18,887 CAREER EDUCATION CORP COM 141665109 11,129 244,265 X 1 218296 3850 22,119 CAREMARK RX INC COM 141705103 36,373 1,104,224 X 1 862461 29485 212,278 CARLISLE COS INC COM 142339100 3,989 64,075 X 1 5895 0 58,180 CARMAX INC COM 143130102 927 42,393 X 1 18587 2197 21,609 CARMIKE CINEMAS INC COM 143436400 18 460 X 1 460 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 17 13,000 X 1 13000 0 0 CARNIVAL CORP PAIRED CTF 143658300 31,654 673,488 X 1 558202 18491 96,795 CAROLINA BK HLDGS INC GREENS COM 143785103 8 660 X 1 660 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 351 10,300 X 1 6900 2000 1,400 CARRAMERICA RLTY CORP COM 144418100 2,034 67,290 X 1 61600 2100 3,590 CARRIZO OIL & CO INC COM 144577103 1,345 131,700 X 1 130000 0 1,700 CASCADE BANCORP COM 147154108 12 637 X 1 637 0 0 CASCADE CORP COM 147195101 3,227 103,275 X 1 102675 0 600 CASCADE NAT GAS CORP COM 147339105 379 17,185 X 1 16585 0 600 CASELLA WASTE SYS INC CL A 147448104 11 800 X 1 400 0 400 CASEYS GEN STORES INC COM 147528103 110 6,020 X 1 6020 0 0 CASH AMER INTL INC COM 14754D100 660 28,700 X 1 28700 0 0 CASTLE A M & CO COM 148411101 8,392 780,658 X 1 774658 0 6,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CASTLE ENERGY CORP COM PAR$0.50N 148449309 1 52 X 1 52 0 0 CATALINA MARKETING CORP COM 148867104 988 54,038 X 1 51538 1700 800 CATALYTICA ENERGY SYS INC COM 148884109 43 15,151 X 1 15151 0 0 CATELLUS DEV CORP NEW COM 149113102 3,825 155,191 X 1 119110 0 36,081 CATERPILLAR INC DEL COM 149123101 52,359 659,096 X 1 420241 66328 172,527 CATHAY GENERAL BANCORP COM 149150104 151 2,261 X 1 2005 0 256 CATO CORP NEW CL A 149205106 31 1,400 X 1 200 0 1,200 CAVCO INDS INC DEL COM 149568107 182 4,601 X 1 1250 390 2,961 CBL & ASSOC PPTYS INC COM 124830100 1,178 21,410 X 1 11160 0 10,250 CBRL GROUP INC COM 12489V106 243 7,887 X 1 6887 0 1,000 CCC INFORMATION SVCS GROUP I COM 12487Q109 29 1,730 X 1 300 0 1,430 CEC ENTMT INC COM 125137109 23 800 X 1 800 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 1,413 44,775 X 1 39350 0 5,425 CEDAR SHOPPING CTRS INC COM NEW 150602209 1,724 150,000 X 1 150000 0 0 CELERITEK INC COM 150926103 389 102,000 X 1 0 7400 94,600 CELESTICA INC SUB VTG SHS 15101Q108 416 20,882 X 1 10634 0 10,248 CELGENE CORP COM 151020104 851 14,850 X 1 11140 0 3,710 CELL GENESYS INC COM 150921104 248 23,900 X 1 1600 1300 21,000 CELL THERAPEUTICS INC COM 150934107 7 1,000 X 1 1000 0 0 CELLEGY PHARMACEUTICALS INC COM 15115L103 8 2,000 X 1 0 0 2,000 CELLSTAR CORP COM NEW 150925204 6 800 X 1 800 0 0 CEL-SCI CORP COM NEW 150837409 1 1,000 X 1 1000 0 0 CEMEX S A SPON ADR 5 ORD 151290889 24,249 833,311 X 1 447110 193410 192,791 CENDANT CORP DBCV 3.875%11/2 151313AN3 3 3,000 X 1 3000 0 0 CENDANT CORP COM 151313103 83,659 3,417,442 X 1 3114680 40200 262,562 CENTENE CORP DEL COM 15135B101 35 900 X 1 900 0 0 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 3 400 X 1 400 0 0 CENTER BANCORP INC COM 151408101 1 100 X 1 100 0 0 CENTERPOINT ENERGY INC COM 15189T107 127,255 11,065,631 X 1 7468280 692018 2,905,333 CENTERPOINT PPTYS TR COM 151895109 2,490 64,874 X 1 54900 9974 0 CENTEX CORP COM 152312104 155,135 3,390,927 X 1 2953758 37500 399,669 CENTILLIUM COMMUNICATIONS IN COM 152319109 293 76,343 X 1 3543 4900 67,900 CENTRAL EUROPE AND RUSSIA FD COM 153436100 64 3,000 X 1 3000 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 36 1,388 X 1 1388 0 0 CENTRAL GARDEN & PET CO COM 153527106 89 2,500 X 1 100 1300 1,100 CENTRAL PAC FINL CORP COM 154760102 11 400 X 1 400 0 0 CENTRAL PKG CORP COM 154785109 117 6,270 X 1 5400 0 870 CENTRAL SECS CORP COM 155123102 186,914 8,039,316 X 1 13111 0 8,026,205 CENTRAL VT PUB SVC CORP COM 155771108 57 2,800 X 1 2300 0 500 CENTURY ALUM CO COM 156431108 260 10,500 X 1 10500 0 0 CENTURY BANCORP INC CL A NON VTG 156432106 1,803 54,800 X 1 54800 0 0 CENTURY BUSINESS SVCS INC COM 156490104 177 40,676 X 1 700 5010 34,966 CENTURYTEL INC COM 156700106 9,171 305,326 X 1 155495 34435 115,396 CENVEO INC COM 15670S105 13 4,500 X 1 0 0 4,500 CEPHALON INC COM 156708109 620 11,480 X 1 11380 0 100 CERADYNE INC COM 156710105 4 100 X 1 100 0 0 CERES GROUP INC COM 156772105 29 4,800 X 1 0 0 4,800 CERIDIAN CORP NEW COM 156779100 742 33,011 X 1 19416 0 13,595 CERNER CORP COM 156782104 12,532 281,129 X 1 71300 23000 186,829 CERTEGY INC COM 156880106 2,697 69,510 X 1 8160 0 61,350
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CERUS CORP COM 157085101 55 23,000 X 1 20000 0 3,000 CEVA INC COM 157210105 1 70 X 1 0 0 70 CFS BANCORP INC COM 12525D102 27 2,000 X 1 2000 0 0 CH ENERGY GROUP INC COM 12541M102 228 4,890 X 1 4536 0 354 CHALONE WINE GROUP LTD COM 157639105 56 5,103 X 1 5103 0 0 CHAMPION ENTERPRISES INC COM 158496109 17 1,900 X 1 1900 0 0 CHARLES RIV LABS INTL INC COM 159864107 6,357 130,088 X 1 100425 1500 28,163 CHARLOTTE RUSSE HLDG INC COM 161048103 11 510 X 1 200 0 310 CHARMING SHOPPES INC COM 161133103 244 27,300 X 1 5200 0 22,100 CHARTER COMMUNICATIONS INC D CL A 16117M107 22 5,575 X 1 4675 0 900 CHARTER ONE FINL INC COM 160903100 15,834 358,310 X 1 270313 32950 55,047 CHARTERMAC SH BEN INT 160908109 267 13,578 X 1 13578 0 0 CHATTEM INC COM 162456107 111 3,870 X 1 3870 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 5,122 189,771 X 1 181465 1000 7,306 CHECKFREE CORP NEW COM 162813109 7,003 233,426 X 1 65220 2712 165,494 CHECKPOINT SYS INC COM 162825103 27 1,500 X 1 1500 0 0 CHEESECAKE FACTORY INC COM 163072101 554 13,939 X 1 12300 0 1,639 CHELSEA PPTY GROUP INC COM 163421100 496 7,603 X 1 7103 0 500 CHEMED CORP NEW COM 16359R103 129 2,676 X 1 1500 0 1,176 CHEMICAL FINL CORP COM 163731102 7 200 X 1 200 0 0 CHEROKEE INC DEL NEW COM 16444H102 396 15,800 X 1 15800 0 0 CHESAPEAKE CORP COM 165159104 313 11,738 X 1 10738 0 1,000 CHESAPEAKE ENERGY CORP COM 165167107 586 39,800 X 1 16400 8000 15,400 CHESAPEAKE UTILS CORP COM 165303108 52 2,300 X 1 2300 0 0 CHESTER VALLEY BANCORP COM 166335109 26 1,218 X 1 1218 0 0 CHEVRON CORP COM 1667529V90 0 0 PUT X 0 CHEVRON TEXACO CORP COM 16699M9W 65 700 CALL X 700 CHEVRON TEXACO CORP COM 16699M9V70 47 500 CALL X 500 CHEVRONTEXACO CORP COM 166764100 313,302 3,329,099 X 1 2274272 273602 781,225 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 16,766 602,009 X 1 441474 20900 139,635 CHICAGO MERCANTILE HLDGS INC CL A 167760107 13,568 93,978 X 1 80788 4400 8,790 CHICAGO PIZZA & BREWERY INC COM 167889104 12 800 X 1 800 0 0 CHICOS FAS INC COM 168615102 3,609 79,929 X 1 30954 2100 46,875 CHILDRENS PL RETAIL STORES I COM 168905107 16 700 X 1 700 0 0 CHILE FD INC COM 168834109 7 590 X 1 590 0 0 CHINA FD INC COM 169373107 399 13,850 X 1 10750 3100 0 CHINA LIFE INS CO LTD SPONSORE COM 16939P106 10 429 X 1 429 0 0 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 3,473 229,100 X 1 223400 0 5,700 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 6 150 X 1 150 0 0 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 71 2,000 X 1 2000 0 0 CHINA UNICOM LTD SPONSORED ADR 16945R104 4 500 X 1 500 0 0 CHIPPAC INC CL A 169657103 6 1,000 X 1 1000 0 0 CHIQUITA BRANDS INTL INC WARRANT OR RIGHT 170032114 286 43,013 X 1 237 0 42,776 CHIQUITA BRANDS INTL INC COM 170032809 119 5,679 X 1 3113 0 2,566 CHIRON CORP COM 170040109 6,265 140,357 X 1 104726 2700 32,931 CHITTENDEN CORP COM 170228100 1,604 45,628 X 1 45093 0 535 CHOICE HOTELS INTL INC COM 169905106 173 3,450 X 1 3450 0 0 CHOICEPOINT INC COM 170388102 1,237 27,093 X 1 14296 0 12,797 CHOLESTECH CORP COM 170393102 5 600 X 1 600 0 0 CHORDIANT SOFTWARE INC COM 170404107 15 3,200 X 1 3200 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHRISTOPHER & BANKS CORP COM 171046105 5,129 289,612 X 1 12775 0 276,837 CHROMAVISION MED SYS INC COM 17111P104 101 53,600 X 1 3600 0 50,000 CHRONIMED INC COM 171164106 49 6,034 X 1 4034 0 2,000 CHUBB CORP COM 171232101 42,289 620,247 X 1 387327 65595 167,325 CHUBB CORP CORP UNIT % 171232309 557 20,115 X 1 13115 7000 0 CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 5 270 X 1 0 0 270 CHURCH & DWIGHT INC COM 171340102 20,059 438,170 X 1 42860 387100 8,210 CHURCHILL DOWNS INC COM 171484108 19 460 X 1 400 0 60 CIBER INC COM 17163B102 67 8,208 X 1 2000 0 6,208 CIENA CORP NOTE 3.750% 2/0 171779AA9 211 240,000 X 1 240000 0 0 CIENA CORP COM 171779101 783 211,545 X 1 136562 1000 73,983 CIGNA CORP COM 125509109 21,319 309,815 X 1 184592 21013 104,210 CIM HIGH YIELD SECS SH BEN INT 125527101 4 1,000 X 1 0 0 1,000 CIMA LABS INC COM 171796105 7,134 211,498 X 1 99485 0 112,013 CIMAREX ENERGY CO COM 171798101 1,168 38,618 X 1 20709 6639 11,270 CINCINNATI BELL INC NEW COM 171871106 296 66,702 X 1 24149 0 42,553 CINCINNATI BELL INC NEW PFD CV DEP1/20 171871403 17 400 X 1 400 0 0 CINCINNATI FINL CORP COM 172062101 9,854 226,413 X 1 225773 525 115 CINERGY CORP COM 172474108 402,334 10,587,752 X 1 57807 0 10,529,945 CINTAS CORP COM 172908105 13,148 275,795 X 1 190139 31150 54,506 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 1 100 X 1 100 0 0 CIPRICO INC COM 172529109 42 9,200 X 1 0 0 9,200 CIRCUIT CITY STORE INC COM 172737108 15,765 1,217,359 X 1 825931 32075 359,353 CIRRUS LOGIC INC COM 172755100 9 1,434 X 1 1434 0 0 CISCO SYS INC COM 17275R102 432,611 18,253,601 X 1 13205378 1151795 3,896,428 CISCO SYSTEMS INC COM 17099S8150 34 1,500 CALL X 1,500 CISCO SYSTEMS INC COM 17099S8070 34 1,500 PUT X 1,500 CIT GROUP INC COM 13299R9960 149 4,000 CALL X 4,000 CIT GROUP INC COM 125581108 59,627 1,557,259 X 1 1188258 48700 320,301 CITADEL BROADCASTING CORP COM 17285T106 188 12,900 X 1 12900 0 0 CITIGROUP COM 17699Z8V7 23 500 CALL X 500 CITIGROUP INC COM 17699Z8U90 160 3,500 CALL X 3,500 CITIGROUP INC COM 172967101 686,019 14,753,087 X 1 10815340 671051 3,266,696 CITIGROUP INC WARRANT OR RIGHT 172967127 1,875 2,154,811 X 1 1096847 0 1,057,964 CITIGROUP INVTS LN FD INC COM 17307C107 149 10,090 X 1 10090 0 0 CITIZENS BKG CORP MICH COM 174420109 106 3,400 X 1 2800 0 600 CITIZENS COMMUNICATIONS CO COM 17453B101 886 73,210 X 1 70288 0 2,922 CITIZENS FIRST BANCORP INC D COM 17461R106 14 600 X 1 600 0 0 CITIZENS UTILS TR PFD EPPICS CV 177351202 60 1,200 X 1 700 0 500 CITRIX SYS INC COM 177376100 669 32,845 X 1 32095 0 750 CITY HLDG CO COM 177835105 25 800 X 1 800 0 0 CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 4 2,126 X 1 1952 0 174 CITY NATL CORP COM 178566105 304 4,633 X 1 4568 0 65 CKE RESTAURANTS INC COM 12561E105 343 25,700 X 1 2000 0 23,700 CLAIRES STORES INC COM 179584107 146 6,747 X 1 6747 0 0 CLARCOR INC COM 179895107 238 5,202 X 1 5202 0 0 CLARK INC COM 181457102 232 12,530 X 1 12530 0 0 CLARUS CORP COM 182707109 262 22,800 X 1 22800 0 0 CLASSIC BANCSHARES INC COM 18272M104 44 1,100 X 1 0 0 1,100 CLEAN HARBORS INC COM 184496107 5 500 X 1 500 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CLEAR CHANNEL COMMUNICATIONS COM 184502102 50,530 1,367,514 X 1 1008339 35200 323,975 CLECO CORP NEW COM 12561W105 7,311 406,606 X 1 309308 6775 90,523 CLEVELAND CLIFFS INC COM 185896107 11,620 206,059 X 1 203207 0 2,852 CLOROX CO DEL COM 189054109 42,790 795,653 X 1 471884 12298 311,471 CLOSURE MED CORP COM 189093107 35 1,390 X 1 1390 0 0 CMGI INC COM 125750109 7 3,338 X 1 2388 850 100 CMS ENERGY CORP COM 125896100 4,220 462,267 X 1 247909 0 214,358 CNA FINL CORP COM 126117100 71 2,400 X 1 2100 0 300 CNA SURETY CORP COM 12612L108 35 3,200 X 1 3200 0 0 CNET NETWORKS INC COM 12613R104 201 18,140 X 1 18140 0 0 CNF INC COM 12612W104 189 4,550 X 1 4550 0 0 CNOOC LTD SPONSORED ADR 126132109 2,800 65,500 X 1 65100 0 400 CNS INC COM 126136100 39 3,900 X 1 0 0 3,900 COACH INC COM 189754104 31,248 691,463 X 1 587429 3100 100,934 COACHMEN INDS INC COM 189873102 224 13,980 X 1 1680 1800 10,500 COACTIVE MARKETING GROUP INC COM 189875107 19 10,000 X 1 0 0 10,000 COBIZ INC COM 190897108 8 600 X 1 600 0 0 COCA COLA BOTTLING CO CONS COM 191098102 1 16 X 1 16 0 0 COCA COLA CO COM 191216100 340,151 6,738,325 X 1 4679201 388222 1,670,902 COCA COLA ENTERPRISES INC COM 191219104 1,713 59,080 X 1 56280 1500 1,300 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 67 3,000 X 1 0 3000 0 COEUR D ALENE MINES CORP IDA COM 192108108 72 17,588 X 1 2588 0 15,000 COGNEX CORP COM 192422103 642 16,700 X 1 15200 0 1,500 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 612 24,086 X 1 12738 4296 7,052 COGNOS INC COM 19244C109 880 24,330 X 1 19480 0 4,850 COHEN & STEERS ADV INC RLTY COM 19247W102 5 300 X 1 0 0 300 COHEN & STEERS PREM INC RLTY COM 19247V104 113 6,500 X 1 0 6500 0 COHEN & STEERS QUALITY RLTY COM 19247L106 97 5,800 X 1 500 3300 2,000 COHEN & STEERS TOTAL RETURN COM 19247R103 149 8,758 X 1 0 8758 0 COHERENT INC COM 192479103 85 2,850 X 1 2850 0 0 COHU INC COM 192576106 192 10,100 X 1 6100 0 4,000 COINSTAR INC COM 19259P300 1,033 47,036 X 1 2900 0 44,136 COLDWATER CREEK INC COM 193068103 183 6,925 X 1 1025 0 5,900 COLE KENNETH PRODTNS INC CL A 193294105 356 10,375 X 1 0 0 10,375 COLGATE PALMOLIVE CO COM 194162103 167,938 2,873,191 X 1 1837763 378809 656,619 COLLAGENEX PHARMACEUTICALS I COM 19419B100 11 1,200 X 1 1200 0 0 COLONIAL BANCGROUP INC COM 195493309 515 28,335 X 1 28335 0 0 COLONIAL INTER HIGH INCOME F SH BEN INT 195763107 79 24,700 X 1 24700 0 0 COLONIAL INVT GRADE MUN TR SH BEN INT 195768106 1,391 144,489 X 1 144489 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 955 24,775 X 1 16775 8000 0 COLUMBIA BANCORP ORE COM 197231103 12 900 X 1 900 0 0 COLUMBIA BKG SYS INC COM 197236102 15 661 X 1 661 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 290,034 5,310,049 X 1 5308799 0 1,250 COMCAST CORP COM 20199S9900 40 1,500 CALL X 1,500 COMCAST CORP COM 20199S9900 40 1,500 CALL X 1,500 COMCAST CORP COM 20199S9900 161 6,000 CALL X 6,000 COMCAST CORP NEW CL A 20030N101 43,116 1,534,378 X 1 1032319 94879 407,180 COMCAST CORP NEW CL A SPL 20030N200 90,886 3,291,777 X 1 2302535 249850 739,392 COMERICA INC COM 200340107 41,367 753,768 X 1 470422 84200 199,146 COMMERCE BANCORP INC NJ COM 200519106 734 13,336 X 1 12038 0 1,298
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COMMERCE BANCSHARES INC COM 200525103 603 13,123 X 1 11048 0 2,075 COMMERCE GROUP INC MASS COM 200641108 2,012 40,753 X 1 40000 0 753 COMMERCE ONE INC DEL COM NEW 200693208 2 2,292 X 1 2192 0 100 COMMERCIAL BANKSHARES INC COM 201607108 4,422 166,422 X 1 166422 0 0 COMMERCIAL CAP BANCORP INC COM 20162L105 313 18,066 X 1 18066 0 0 COMMERCIAL FEDERAL CORPORATI COM 201647104 569 21,008 X 1 16008 0 5,000 COMMERCIAL METALS CO COM 201723103 552 17,020 X 1 17020 0 0 COMMERCIAL NET LEASE RLTY IN COM 202218103 194 11,270 X 1 8770 1000 1,500 COMMONWEALTH TEL ENTERPRISES COM 203349105 80 1,800 X 1 1800 0 0 COMMSCOPE INC COM 203372107 24,102 1,123,638 X 1 1055038 18500 50,100 COMMUNICATIONS SYS INC COM 203900105 2 200 X 1 200 0 0 COMMUNITY BK SYS INC COM 203607106 136 5,948 X 1 3800 0 2,148 COMMUNITY FIRST BANKSHARES I COM 203902101 206 6,400 X 1 6400 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 276 10,340 X 1 4240 0 6,100 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 467 23,265 X 1 22000 0 1,265 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 196 5,000 X 1 5000 0 0 COMPANHIA VALE DO RIO DOCE COM 204412209 4 75 X 1 75 0 0 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 3,979 197,457 X 1 197457 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 4 200 X 1 200 0 0 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 3,249 266,504 X 1 266504 0 0 COMPASS BANCSHARES INC COM 20449H109 2,470 57,436 X 1 38842 0 18,594 COMPASS MINERALS INTL INC COM 20451N101 10 500 X 1 500 0 0 COMPUTER ACCESS TECHNOLOGY COM 204853105 301 63,800 X 1 0 7200 56,600 COMPUTER ASSOC INTL INC COM 204912109 3,636 129,597 X 1 117482 1300 10,815 COMPUTER HORIZONS CORP COM 205908106 6 1,400 X 1 1400 0 0 COMPUTER NETWORK TECHNOLOGY COM 204925101 1 100 X 1 100 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 40 1,960 X 1 1760 0 200 COMPUTER SCIENCES COM 20599F9450 135 3,000 CALL X 3,000 COMPUTER SCIENCES CORP COM 205363104 41,287 889,229 X 1 641536 28725 218,968 COMPUWARE CORP COM 205638109 1,296 196,310 X 1 37610 0 158,700 COMSTOCK RES INC COM NEW 205768203 1,878 96,500 X 1 1600 0 94,900 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 18 800 X 1 800 0 0 COMVERSE TECHNOLOGY INC DBCV 1.500%12/0 205862AJ4 1,785 1,838,000 X 1 1508000 0 330,000 COMVERSE TECHNOLOGY INC DEBT 5/1 205862AL9 4 3,000 X 1 3000 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 7,614 381,827 X 1 255906 2500 123,421 CONAGRA FOODS INC COM 205887102 146,603 5,413,701 X 1 4385699 208434 819,568 CONCEPTUS INC COM 206016107 39 3,500 X 1 3500 0 0 CONCORD CAMERA CORP COM 206156101 9 2,800 X 1 0 0 2,800 CONCORD COMMUNICATIONS INC COM 206186108 448 39,260 X 1 3160 2900 33,200 CONCORDE CAREER COLLEGES INC COM NEW 20651H201 87 4,980 X 1 3000 0 1,980 CONEXANT SYSTEMS INC COM 207142100 235 54,382 X 1 49204 0 5,178 CONMED CORP COM 207410101 150 5,500 X 1 3150 0 2,350 CONNECTICUT WTR SVC INC COM 207797101 642 24,875 X 1 24875 0 0 CONNETICS CORP COM 208192104 40 1,958 X 1 1650 102 206 CONOCOPHILLIPS COM 20825C104 128,212 1,680,591 X 1 1379172 60184 241,235 CONSECO INC WARRANT OR RIGHT 208464123 705 130,035 X 1 75163 0 54,872 CONSECO INC COM NEW 208464883 3,994 200,687 X 1 96744 0 103,943 CONSOL ENERGY INC COM 20854P109 60,252 1,673,655 X 1 1582130 19000 72,525 CONSOLIDATED EDISON INC COM 209115104 6,252 157,242 X 1 128879 3522 24,841 CONSOLIDATED GRAPHICS INC COM 209341106 19 420 X 1 420 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CONSOLIDATED TOMOKA LD CO COM 210226106 8 200 X 1 200 0 0 CONSTAR INTL INC NEW COM 21036U107 696 149,643 X 1 117695 0 31,948 CONSTELLATION BRANDS INC CL A 21036P108 2,218 59,745 X 1 53325 0 6,420 CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P306 37 1,120 X 1 120 0 1,000 CONSTELLATION ENERGY GROUP I COM 210371100 2,758 72,783 X 1 56220 2955 13,608 CONSUMER PORTFOLIO SVCS INC COM 210502100 68 15,000 X 1 15000 0 0 CONTINENTAL AIRLS INC CL B 210795308 156 13,680 X 1 12000 0 1,680 CONVERA CORP CL A 211919105 7 3,000 X 1 0 0 3,000 CONVERGYS CORP COM 212485106 699 45,369 X 1 44969 0 400 COOPER CAMERON CORP COM 216640102 1,969 40,433 X 1 34198 2004 4,231 COOPER COS INC COM NEW 216648402 777 12,300 X 1 2300 0 10,000 COOPER INDS LTD CL A G24182100 1,805 30,380 X 1 23534 0 6,846 COOPER TIRE & RUBR CO COM 216831107 375 16,331 X 1 12381 800 3,150 COORS ADOLPH CO CL B 217016104 2,323 32,105 X 1 18580 0 13,525 COPART INC COM 217204106 149 5,590 X 1 5590 0 0 COPPER MTN NETWORKS INC COM NEW 217510205 1 50 X 1 50 0 0 CORAUTUS GENETICS INC COM NEW 218139202 29 5,051 X 1 5051 0 0 CORE LABORATORIES N V COM N22717107 1,904 82,800 X 1 23700 0 59,100 CORILLIAN CORP COM 218725109 10 2,000 X 1 2000 0 0 CORINTHIAN COLLEGES INC COM 218868107 1,347 54,450 X 1 32550 2000 19,900 CORIXA CORP COM 21887F100 167 35,746 X 1 19769 938 15,039 CORN PRODS INTL INC COM 219023108 694 14,897 X 1 10353 3386 1,158 CORNELL COMPANIES INC COM 219141108 3 200 X 1 200 0 0 CORNERSTONE BANCORP INC COM 218925105 372 13,662 X 1 0 0 13,662 CORNERSTONE RLTY INCOME TR I COM 21922V102 139 15,880 X 1 15880 0 0 CORNERSTONE TOTAL RTRN FD IN COM 21924U102 2 109 X 1 109 0 0 CORNING INC DBCV 11/0 219350AJ4 664 850,000 X 1 850000 0 0 CORNING INC NOTE 3.500%11/0 219350AK1 32 23,000 X 1 23000 0 0 CORNING INC COM 219350105 13,866 1,061,717 X 1 648017 35600 378,100 CORPORATE EXECUTIVE BRD CO COM 21988R102 1,361 23,552 X 1 7150 0 16,402 CORPORATE HIGH YIELD FD III COM 219925104 997 125,524 X 1 125524 0 0 CORPORATE HIGH YIELD FD V IN COM 219931102 555 38,083 X 1 38083 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 80 3,200 X 1 3200 0 0 CORRECTIONAL PPTYS TR COM 22025E104 15 500 X 1 500 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 41 1,037 X 1 1000 37 0 CORRPRO COS INC COM 220317101 10 5,500 X 1 0 0 5,500 CORTECH INC COM NEW 22051J308 3 960 X 1 0 960 0 CORTEX PHARMACEUTICALS INC COM NEW 220524300 9 3,500 X 1 3500 0 0 CORUS ENTERTAINMENT INC COM CL B NON VTG 220874101 11 566 X 1 566 0 0 CORUS GROUP PLC SPONSORED ADR 22087M101 1 200 X 1 200 0 0 CORVEL CORP COM 221006109 6 200 X 1 200 0 0 CORVIS CORP COM 221009103 397 281,900 X 1 160000 4800 117,100 COSI INC COM 22122P101 1 100 X 1 0 0 100 COSINE COMMUNICATIONS INC COM NEW 221222607 0 50 X 1 50 0 0 COST PLUS INC CALIF COM 221485105 151 4,647 X 1 1225 0 3,422 COSTAR GROUP INC COM 22160N109 28 600 X 1 600 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 47 50,000 X 1 0 0 50,000 COSTCO WHOLESALE COM 22199Y977 82 2,000 CALL X 2,000 COSTCO WHSL CORP NEW COM 22160K105 59,089 1,434,880 X 1 1217141 22150 195,589 COST-U-LESS INC COM 221492101 3 500 X 1 500 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COTT CORP QUE COM 22163N106 32 973 X 1 300 0 673 COUNSEL CORP COM 22226R102 7 10,000 X 1 10000 0 0 COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE4 5 3,000 X 1 3000 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 3,487 49,639 X 1 45115 1120 3,404 COURIER CORP COM 222660102 1,254 30,375 X 1 30375 0 0 COUSINS PPTYS INC COM 222795106 3,063 92,970 X 1 90130 0 2,840 COVANCE INC COM 222816100 644 16,685 X 1 5785 650 10,250 COVENANT TRANS INC CL A 22284P105 2 100 X 1 100 0 0 COVENTRY HEALTH CARE INC COM 222862104 559 11,438 X 1 9309 0 2,129 COX COMMUNICATIONS COM 2239999620 84 3,000 CALL X 3,000 COX COMMUNICATIONS INC NEW CL A 224044107 30,715 1,105,244 X 1 754785 36514 313,945 COX RADIO INC CL A 224051102 334 19,200 X 1 3200 0 16,000 CP HOLDRS DEP RCPTS CP 12616K106 1,261 21,150 X 1 6150 0 15,000 CP SHIPS LTD COM 22409V102 36 2,000 X 1 0 1250 750 CPI CORP COM 125902106 40 2,700 X 1 2300 0 400 CRANE CO COM 224399105 837 26,674 X 1 17023 700 8,951 CRAWFORD & CO CL B 224633107 5 1,000 X 1 1000 0 0 CRAY INC COM 225223106 24 3,560 X 1 3560 0 0 CREDENCE SYS CORP COM 225302108 239 17,300 X 1 6000 0 11,300 CREDICORP LTD COM G2519Y108 484 37,200 X 1 37200 0 0 CREDIT ACCEP CORP MICH COM 225310101 2 100 X 1 100 0 0 CREDIT SUISSE ASSET MGMT INC COM 224916106 194 46,735 X 1 46335 0 400 CREDIT SUISSE GROUP SPONSORED ADR 225401108 176 4,905 X 1 4905 0 0 CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 335 68,288 X 1 68288 0 0 CREE INC COM 225447101 6,910 298,479 X 1 251129 1000 46,350 CRESCENT FINL CORP COM 225744101 42 3,225 X 1 3225 0 0 CRESCENT REAL ESTATE EQUITIE COM 225756105 2,234 138,584 X 1 129984 0 8,600 CRIIMI MAE INC COM NEW 226603504 53 4,452 X 1 952 0 3,500 CRITICAL PATH INC COM NEW 22674V506 90 64,884 X 1 0 0 64,884 CROMPTON CORP COM 227116100 90 14,287 X 1 8740 0 5,547 CROSS A T CO CL A 227478104 10 2,000 X 1 0 0 2,000 CROSS CTRY HEALTHCARE INC COM 227483104 47 2,600 X 1 2100 0 500 CROSS TIMBERS RTY TR TR UNIT 22757R109 115 4,154 X 1 4002 0 152 CROSSROADS SYS INC COM 22765D100 259 151,500 X 1 0 14200 137,300 CROWN CASTLE INTL CORP COM 228227104 496 33,663 X 1 30663 3000 0 CROWN HOLDINGS INC COM 228368106 210 21,100 X 1 7600 0 13,500 CROWN MEDIA HLDGS INC CL A 228411104 9 1,000 X 1 1000 0 0 CRYOLIFE INC COM 228903100 31 5,750 X 1 5750 0 0 CRYPTOLOGIC INC COM 228906103 18 1,000 X 1 0 0 1,000 CRYSTALLEX INTL CORP COM 22942F101 0 200 X 1 200 0 0 CSG SYS INTL INC COM 126349109 199 9,610 X 1 9210 0 400 CSK AUTO CORP COM 125965103 22 1,310 X 1 600 0 710 CSS INDS INC COM 125906107 213 6,100 X 1 6100 0 0 CSX CORP COM 126408103 11,028 336,525 X 1 236001 37100 63,424 CT COMMUNICATIONS INC COM NEW 126426402 43 2,868 X 1 2468 0 400 CTI INDUSTRIES CORP COM NEW 125961300 1 396 X 1 396 0 0 CTI MOLECULAR IMAGING INC COM 22943D105 14 1,000 X 1 1000 0 0 CTS CORP COM 126501105 34 2,800 X 1 2800 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 200 18,005 X 1 9034 0 8,971 CULLEN FROST BANKERS INC COM 229899109 15,748 351,925 X 1 300090 9200 42,635
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CUMMINS INC COM 231021106 500 7,997 X 1 3597 0 4,400 CUMULUS MEDIA INC CL A 231082108 65 3,842 X 1 3670 0 172 CUNO INC COM 126583103 1,140 21,365 X 1 19632 1233 500 CURAGEN CORP COM 23126R101 2 350 X 1 0 0 350 CURIS INC COM 231269101 3 572 X 1 572 0 0 CURON MED INC COM 231292103 4,024 2,381,088 X 1 2381088 0 0 CURTISS WRIGHT CORP COM 231561101 202 3,600 X 1 3600 0 0 CURTISS WRIGHT CORP CL B 231561408 551 10,252 X 1 9346 538 368 CUSIP DESC NOT AVAILABLE 082641101 5 750 X 1 750 0 0 CUSIP DESC NOT AVAILABLE 29444U502 88 2,600 X 1 2600 0 0 CUSIP DESC NOT AVAILABLE 306754102 7 200 X 1 200 0 0 CUSIP DESC NOT AVAILABLE 335716106 23 1,200 X 1 1200 0 0 CUSIP DESC NOT AVAILABLE 44913S508 0 150 X 1 150 0 0 CUSIP DESC NOT AVAILABLE 598039105 70 2,000 X 1 0 0 2,000 CUSIP DESC NOT AVAILABLE 713839306 32 1,000 X 1 0 0 1,000 CUSIP DESC NOT AVAILABLE 730026101 26 19,150 X 1 19150 0 0 CUSIP DESC NOT AVAILABLE 730026200 12 48,012 X 1 48012 0 0 CUSIP DESC NOT AVAILABLE 740444104 489 21,000 X 1 21000 0 0 CUSIP DESC NOT AVAILABLE 75952R100 5 532 X 1 532 0 0 CUSIP DESC NOT AVAILABLE 783978109 28 9,500 X 1 9500 0 0 CUTERA INC COM 232109108 398 29,300 X 1 0 0 29,300 CUTTER & BUCK INC COM 232217109 24 2,300 X 1 0 0 2,300 CV THERAPEUTICS INC COM 126667104 33 1,968 X 1 1895 0 73 CVB FINL CORP COM 126600105 276 12,689 X 1 8836 0 3,853 CVS CORP COM 12Z99B9710 126 3,000 CALL X 3,000 CVS CORP COM 12Z99B9890 126 3,000 CALL X 3,000 CVS CORP COM 126650100 14,793 352,049 X 1 238248 28000 85,801 CYANOTECH CORP COM NEW 232437202 0 200 X 1 200 0 0 CYBERGUARD CORP COM 231910100 380 46,618 X 1 18 0 46,600 CYBERONICS INC COM 23251P102 364 10,900 X 1 9500 1400 0 CYMER INC COM 232572107 77 2,061 X 1 2020 0 41 CYPRESS SEMICONDUCTOR CORP COM 232806109 481 33,906 X 1 32503 0 1,403 CYTEC INDS INC COM 232820100 717 15,785 X 1 11399 1110 3,276 CYTOGEN CORP COM NEW 232824300 2 100 X 1 0 0 100 CYTYC CORP COM 232946103 612 24,124 X 1 19970 0 4,154 D & E COMMUNICATIONS INC COM 232860106 67 4,974 X 1 972 3361 641 D & K HEALTHCARE RES INC COM 232861104 4 300 X 1 300 0 0 D R HORTON INC COM 23331A109 893 31,427 X 1 31093 0 334 DADE BEHRING HLDGS INC COM 23342J206 24 500 X 1 500 0 0 DAIMLERCHRYSLER AG ORD D1668R123 431 9,156 X 1 8907 0 249 DAKTRONICS INC COM 234264109 12 500 X 1 500 0 0 DANA CORP COM 235811106 1,406 71,742 X 1 58776 0 12,966 DANAHER CORP COM 23Z99A905 30 600 CALL X 600 DANAHER CORP DEL COM 235851102 132,414 2,553,781 X 1 2069625 65600 418,556 DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 24 5,490 X 1 300 0 5,190 DARDEN RESTAURANTS INC COM 237194105 3,025 147,161 X 1 87851 48706 10,604 DASSAULT SYS S A SPONSORED ADR 237545108 52 1,100 X 1 0 0 1,100 DATASCOPE CORP COM 238113104 484 12,200 X 1 700 1000 10,500 DATASTREAM SYS INC COM 238124101 5 800 X 1 800 0 0 DATAWATCH CORP COM NEW 237917208 34 7,600 X 1 7600 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DAVE & BUSTERS INC COM 23833N104 49 2,600 X 1 2000 0 600 DAVITA INC COM 23918K108 674 21,851 X 1 17650 0 4,201 DEAN FOODS CO NEW COM 242370104 148,133 3,970,317 X 1 3217758 103450 649,109 DEBT STRATEGIES FD INC NEW COM 24276Q109 755 116,637 X 1 103660 8477 4,500 DECKERS OUTDOOR CORP COM 243537107 383 13,000 X 1 0 0 13,000 DECODE GENETICS INC COM 243586104 418 49,177 X 1 35677 0 13,500 DEERE & CO COM 244199105 7,083 100,984 X 1 81192 7500 12,292 DEL MONTE FOODS CO COM 24522P103 1,657 163,079 X 1 81383 23938 57,758 DELAWARE INVTS DIV & INCOME COM 245915103 43 3,923 X 1 3923 0 0 DELCATH SYS INC COM 24661P104 18 9,316 X 1 9316 0 0 DELL INC COM 24702R101 152,303 4,251,908 X 1 3499008 105905 646,995 DELPHI CORP COM 247126105 3,608 337,811 X 1 126377 14963 196,471 DELPHI FINL GROUP INC CL A 247131105 152 3,407 X 1 1450 0 1,957 DELTA & PINE LD CO COM 247357106 93 4,260 X 1 2900 0 1,360 DELTA AIR LINES INC DEL COM 247361108 298 41,835 X 1 39235 0 2,600 DELTA PETE CORP COM NEW 247907207 1,246 92,625 X 1 1275 0 91,350 DELTIC TIMBER CORP COM 247850100 55 1,420 X 1 200 0 1,220 DELUXE CORP COM 248019101 79,129 1,819,060 X 1 1592939 7370 218,751 DENBURY RES INC COM NEW 247916208 25 1,200 X 1 1200 0 0 DENDREON CORP COM 24823Q107 79 6,500 X 1 6500 0 0 DENDRITE INTL INC COM 248239105 16,096 866,300 X 1 805100 12000 49,200 DENTSPLY INTL INC NEW COM 249030107 13,974 268,222 X 1 127892 93595 46,735 DEPARTMENT 56 INC COM 249509100 274 17,808 X 1 16208 0 1,600 DESCARTES SYS GROUP INC COM 249906108 116 105,200 X 1 0 7400 97,800 DEUTSCHE BANK AG NAMEN ORD D18190898 2,079 26,273 X 1 16553 0 9,720 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 221 12,450 X 1 9541 0 2,909 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,491 42,152 X 1 30168 6800 5,184 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 235 228,000 X 1 0 228000 0 DEVON ENERGY CORP NEW COM 25179M103 245,677 3,722,390 X 1 2832573 171914 717,903 DEVRY INC DEL COM 251893103 1,516 55,290 X 1 15915 11700 27,675 DIAGEO P L C SPON ADR NEW 25243Q205 1,998 36,489 X 1 27444 0 9,045 DIAGNOSTIC PRODS CORP COM 252450101 218 4,960 X 1 4360 600 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,317 97,210 X 1 67560 0 29,650 DIAMONDCLUSTER INTL INC CL A COM 25278P106 9 1,000 X 1 1000 0 0 DIAMONDS TR UNIT SER 1 252787106 1,881 17,975 X 1 15429 1000 1,546 DICKS SPORTING GOODS INC COM 253393102 8,526 255,665 X 1 247515 0 8,150 DIEBOLD INC COM 253651103 65,719 1,243,026 X 1 593014 193778 456,234 DIGENE CORP COM 253752109 42 1,150 X 1 300 0 850 DIGI INTL INC COM 253798102 746 69,580 X 1 55580 0 14,000 DIGIMARC CORP COM 253807101 43 3,200 X 1 2400 0 800 DIGITAL IMPACT INC DEL COM 25385G106 72 38,000 X 1 0 0 38,000 DIGITAL INSIGHT CORP COM 25385P106 609 29,632 X 1 29632 0 0 DIGITAL RIV INC COM 25388B104 117 3,590 X 1 3590 0 0 DIGITAS INC COM 25388K104 800 72,515 X 1 24515 0 48,000 DILLARDS INC CL A 254067101 15,384 689,861 X 1 341410 38890 309,561 DIME BANCORP INC NEW WARRANT OR RIGHT 25429Q110 12 106,229 X 1 11392 0 94,837 DIME CMNTY BANCSHARES COM 253922108 146 8,327 X 1 8327 0 0 DIMON INC COM 254394109 5,019 877,387 X 1 877387 0 0 DIODES INC COM 254543101 135 5,700 X 1 0 0 5,700 DIONEX CORP COM 254546104 145 2,624 X 1 2100 0 524
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DIRECT GEN CORP COM 25456W204 3 100 X 1 100 0 0 DIRECTV GROUP INC COM 25459L106 6,062 354,482 X 1 163320 1970 189,192 DISCOVERY LABORATORIES INC N COM 254668106 550 57,362 X 1 1840 20850 34,672 DISCOVERY PARTNERS INTL INC COM 254675101 1 124 X 1 124 0 0 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 4 4,000 X 1 4000 0 0 DISNEY WALT CO COM DISNEY 254687106 172,611 6,771,742 X 1 5081042 429812 1,260,888 DISNEY WALT CO COM 254686785 25 1,000 CALL X 1,000 DITECH COMMUNICATIONS CORP COM 25500M103 873 37,409 X 1 300 0 37,109 DIVERSA CORP COM 255064107 80 7,947 X 1 7280 0 667 DIXIE GROUP INC SDCV 7.000% 5/1 255519AA8 74 84,000 X 1 54000 0 30,000 DJ ORTHOPEDICS INC COM 23325G104 46 2,000 X 1 2000 0 0 DNP SELECT INCOME FD COM 23325P104 72 6,814 X 1 3814 0 3,000 DOBSON COMMUNICATIONS CORP CL A 256069105 2 700 X 1 700 0 0 DOCUCORP INTL INC COM 255911109 9 1,000 X 1 1000 0 0 DOCUMENT SCIENCES CORP COM 25614R105 314 57,800 X 1 0 0 57,800 DOLLAR GEN CORP COM 256669102 1,094 55,922 X 1 52402 800 2,720 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 6 200 X 1 200 0 0 DOLLAR TREE STORES INC COM 256747106 1,415 51,572 X 1 50334 0 1,238 DOMINION HOMES INC COM 257386102 12 500 X 1 500 0 0 DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q108 53 1,750 X 1 1750 0 0 DOMINION RES INC VA NEW COM 25746U109 44,002 697,565 X 1 465281 71844 160,440 DONALDSON INC COM 257651109 9,710 331,386 X 1 280086 26400 24,900 DONEGAL GROUP INC CL A 257701201 26 1,300 X 1 0 0 1,300 DONNELLEY R R & SONS CO COM 257867101 50,304 1,523,451 X 1 1047414 48500 427,537 DORAL FINL CORP COM 25811P100 2,427 70,344 X 1 67835 0 2,509 DORCHESTER MINERALS LP COM UNIT 25820R105 3,696 194,350 X 1 141145 42588 10,617 DOT HILL SYS CORP COM 25848T109 864 77,100 X 1 200 0 76,900 DOUBLECLICK INC COM 258609304 115 14,830 X 1 13140 0 1,690 DOVER CORP COM 260003108 42,235 1,003,202 X 1 620997 51800 330,405 DOVER DOWNS GAMING & ENTMT I COM 260095104 21 1,900 X 1 1900 0 0 DOVER MOTORSPORTS INC COM 260174107 2 500 X 1 500 0 0 DOW CHEM CO COM 260543103 51,592 1,267,621 X 1 766075 103304 398,242 DOW JONES & CO INC COM 260561105 126,811 2,811,776 X 1 1807227 29300 975,249 DOWNEY FINL CORP COM 261018105 73 1,373 X 1 620 0 753 DPL INC COM 233293109 1,756 90,385 X 1 75050 3375 11,960 DR REDDYS LABS LTD ADR 256135203 78 4,500 X 1 3000 0 1,500 DRAXIS HEALTH INC COM 26150J101 4 1,000 X 1 1000 0 0 DRESS BARN INC COM 261570105 7,504 438,328 X 1 191239 6675 240,414 DREW INDS INC COM NEW 26168L205 102 2,500 X 1 2000 0 500 DREXLER TECHNOLOGY CORP COM 261876106 113 8,450 X 1 1450 7000 0 DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 411 5,200 X 1 5200 0 0 DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 10 2,166 X 1 2166 0 0 DRIL-QUIP INC COM 262037104 7 390 X 1 390 0 0 DRS TECHNOLOGIES INC COM 23330X100 66 2,048 X 1 1048 0 1,000 DRUGSTORE COM INC COM 262241102 4 1,200 X 1 1100 0 100 DSL NET INC COM 262506108 18 57,937 X 1 57937 0 0 DSP GROUP INC COM 23332B106 65 2,410 X 1 2000 0 410 DST SYS INC DEL COM 233326107 2,803 58,277 X 1 57102 0 1,175 DTE ENERGY CO COM 233331107 153,139 3,777,499 X 1 3773503 173 3,823 DU PONT E I DE NEMOURS & CO COM 263534109 292,221 6,578,594 X 1 4519173 687766 1,371,655
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DUANE READE INC COM 263578106 134 8,203 X 1 6400 0 1,803 DUCOMMUN INC DEL COM 264147109 83 3,900 X 1 1400 0 2,500 DUFF & PHELPS UTIL CORP BD T COM 26432K108 4 282 X 1 282 0 0 DUKE ENERGY CO COM 26499E9870 20 1,000 CALL X 1,000 DUKE ENERGY CORP COM 264399106 66,396 3,272,356 X 1 2589818 163407 519,131 DUKE REALTY CORP COM NEW 264411505 29,057 913,445 X 1 697865 54165 161,415 DUN & BRADSTREET CORP DEL NE COM 26483E100 4,463 82,803 X 1 21299 6350 55,154 DUPONT PHOTOMASKS INC COM 26613X101 9 450 X 1 450 0 0 DUQUESNE LT HLDGS INC COM 266233105 278 14,444 X 1 12794 0 1,650 DURA AUTOMOTIVE SYS CAP TR PFD TR CONV 26632M201 44 2,000 X 1 0 0 2,000 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 7 800 X 1 800 0 0 DURATEK INC COM 26658Q102 23 1,500 X 1 1000 0 500 DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 266597301 13 5,000 X 1 5000 0 0 DURECT CORP COM 266605104 2 700 X 1 700 0 0 DYAX CORP COM 26746E103 38 3,245 X 1 3245 0 0 DYCOM INDS INC COM 267475101 1,926 68,790 X 1 3290 0 65,500 DYNABAZAAR INC COM 26779R104 0 263 X 1 0 0 263 DYNAMEX INC COM 26784F103 1 100 X 1 100 0 0 DYNEGY INC NEW CL A 26816Q101 175 41,160 X 1 22660 0 18,500 E M C CORP MASS COM 268648102 29,019 2,545,558 X 1 1733302 89700 722,556 E ON AG SPONSORED ADR 268780103 473 6,525 X 1 945 0 5,580 E PIPHANY INC COM 26881V100 10 2,100 X 1 2100 0 0 E TRADE FINANCIAL CORP COM 269246104 12,167 1,091,244 X 1 1017444 18000 55,800 EAGLE BANCORP INC MD COM 268948106 256 14,225 X 1 4500 0 9,725 EAGLE BROADBAND INC COM 269437109 530 535,000 X 1 535000 0 0 EAGLE MATERIALS INC COM 26969P108 624 8,788 X 1 5670 845 2,273 EAGLE MATERIALS INC CL B 26969P207 33,181 479,154 X 1 448307 2855 27,992 EARTHLINK INC COM 270321102 56 5,385 X 1 4985 0 400 EAST WEST BANCORP INC COM 27579R104 467 15,200 X 1 15200 0 0 EASTERN AMERN NAT GAS TR SPERS RCT UNIT 276217106 42 1,800 X 1 1800 0 0 EASTERN CO COM 276317104 380 22,750 X 1 0 0 22,750 EASTGROUP PPTY INC COM 277276101 347 10,295 X 1 8725 1000 570 EASTMAN CHEM CO COM 277432100 12,676 274,200 X 1 215800 1949 56,451 EASTMAN KODAK CO COM 2774629S80 90 3,500 CALL X 3,500 EASTMAN KODAK CO COM 277461109 58,796 2,179,252 X 1 1425244 79802 674,206 EATON CORP COM 278058102 3,392 52,397 X 1 49137 500 2,760 EATON VANCE CORP COM NON VTG 278265103 287 7,510 X 1 6690 0 820 EATON VANCE INS MUN BD FD COM 27827X101 13 1,000 X 1 1000 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 63 3,494 X 1 19 0 3,475 EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 300 20,310 X 1 20310 0 0 EATON VANCE SR INCOME TR SH BEN INT 27826S103 199 21,086 X 1 19086 0 2,000 EATON VANCE TAX ADVT DIV INC COM 27828G107 13 679 X 1 679 0 0 EBAY INC COM 278642103 18,472 200,900 X 1 155912 1200 43,788 ECHELON CORP COM 27874N105 339 30,287 X 1 8620 0 21,667 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 14,061 457,289 X 1 443419 900 12,970 ECLIPSYS CORP COM 278856109 43 2,820 X 1 1910 0 910 ECOLAB INC COM 278865100 92,419 2,915,435 X 1 1530080 853326 532,029 ECOLLEGE COM COM 27887E100 6 400 X 1 400 0 0 EDAP TMS S A SPONSORED ADR 268311107 7 2,800 X 1 0 0 2,800 EDGAR ONLINE INC COM 279765101 70 65,050 X 1 65050 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EDGE PETE CORP DEL COM 279862106 8 489 X 1 489 0 0 EDISON INTL COM 281020107 3,360 131,401 X 1 122775 2600 6,026 EDO CORP COM 281347104 53 2,200 X 1 2200 0 0 EDUCATION MGMT CORP COM 28139T101 273 8,300 X 1 2950 0 5,350 EDWARDS AG INC COM 281760108 7,092 208,421 X 1 125734 46421 36,266 EDWARDS LIFESCIENCES CORP COM 28176E108 547 15,702 X 1 7975 1501 6,226 EFUNDS CORP COM 28224R101 192 10,947 X 1 10337 0 610 EGL INC COM 268484102 59 2,200 X 1 2000 0 200 EL PASO CORP DBCV 2/2 28336LAC3 958 2,000,000 X 1 950000 0 1,050,000 EL PASO CORP COM 28336L109 33,659 4,271,374 X 1 2908629 167366 1,195,379 EL PASO ELEC CO COM NEW 283677854 99 6,380 X 1 6380 0 0 EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 19,549 699,442 X 1 492103 14787 192,552 ELAN PLC ADR 284131208 1,864 75,332 X 1 57380 600 17,352 ELDORADO GOLD CORP NEW COM 284902103 26 10,000 X 1 0 0 10,000 ELECTRO RENT CORP COM 285218103 188 18,000 X 1 18000 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 473 16,705 X 1 16705 0 0 ELECTRONIC ARTS INC COM 285512109 31,719 581,452 X 1 485978 7300 88,174 ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB0 938 1,180,000 X 1 1030000 0 150,000 ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 3 3,000 X 1 3000 0 0 ELECTRONIC DATA SYS NEW COM 285661104 34,411 1,796,913 X 1 1144379 28054 624,480 ELECTRONICS FOR IMAGING INC COM 286082102 256 9,073 X 1 4225 0 4,848 ELIZABETH ARDEN INC COM 28660G106 48 2,300 X 1 0 0 2,300 ELKCORP COM 287456107 265 11,057 X 1 1250 0 9,807 EMBARCADERO TECHNOLOGIES INC COM 290787100 1,843 149,150 X 1 149150 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 12,791 447,400 X 1 445683 0 1,717 EMBREX INC COM 290817105 24 1,800 X 1 1800 0 0 EMC CORP COM 27099C9Y60 55 5,000 CALL X 5,000 EMCOR GROUP INC COM 29084Q100 310 7,057 X 1 2980 0 4,077 EMCORE CORP COM 290846104 7 2,000 X 1 2000 0 0 EMERGE INTERACTIVE INC CL A 29088W103 38 20,030 X 1 20000 0 30 EMERGING MKTS TELECOMNC FD N COM 290890102 8 1,042 X 1 0 0 1,042 EMERITUS CORP COM 291005106 23 3,000 X 1 3000 0 0 EMERSON ELEC CO COM 291011104 164,047 2,581,382 X 1 1971798 135389 474,195 EMERSON RADIO CORP COM NEW 291087203 2 700 X 1 700 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 339 82,600 X 1 27000 22400 33,200 EMMIS COMMUNICATIONS CORP CL A 291525103 20 940 X 1 500 0 440 EMPIRE DIST ELEC CO COM 291641108 334 16,630 X 1 16430 0 200 EMS TECHNOLOGIES INC COM 26873N108 494 25,400 X 1 900 1300 23,200 EMULEX CORP COM NEW 292475209 977 68,283 X 1 61420 0 6,863 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 71 1,661 X 1 0 0 1,661 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 6,589 142,323 X 1 78207 22838 41,278 ENCANA CORP COM 292505104 10,836 251,067 X 1 204775 16340 29,952 ENCORE ACQUISITION CO COM 29255W100 20 700 X 1 700 0 0 ENCORE CAP GROUP INC COM 292554102 3 250 X 1 0 0 250 ENCORE MED CORP COM 29256E109 158 25,100 X 1 0 0 25,100 ENCORE WIRE CORP COM 292562105 8 300 X 1 300 0 0 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 121 14,285 X 1 14285 0 0 ENDESA S A SPONSORED ADR 29258N107 852 44,975 X 1 17330 0 27,645 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 231 9,850 X 1 500 0 9,350 ENDOCARDIAL SOLUTIONS INC COM 292962107 52 5,000 X 1 5000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ENDOLOGIX INC COM 29266S106 122 25,200 X 1 0 2400 22,800 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 11 320 X 1 0 0 320 ENDWAVE CORP COM NEW 29264A206 9 1,149 X 1 0 0 1,149 ENEL SOCIETA PER AZIONI ADR 29265W108 1,203 29,875 X 1 1175 0 28,700 ENERGEN CORP COM 29265N108 1,237 25,759 X 1 24750 0 1,009 ENERGIZER HLDGS INC COM 29266R108 574 12,746 X 1 9826 0 2,920 ENERGY CONVERSION DEVICES IN COM 292659109 145 12,900 X 1 7600 0 5,300 ENERGY EAST CORP COM 29266M109 1,580 65,179 X 1 41123 3660 20,396 ENERGY PARTNERS LTD COM 29270U105 5,262 343,900 X 1 211700 0 132,200 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 29 750 X 1 500 250 0 ENERGYSOUTH INC COM 292970100 9,802 244,929 X 1 244929 0 0 ENERPLUS RES FD UNIT TR G NEW 29274D604 1,979 69,537 X 1 41627 7500 20,410 ENGELHARD CORP COM 292845104 3,039 94,056 X 1 49544 1100 43,412 ENGINEERED SUPPORT SYS INC COM 292866100 7 127 X 1 127 0 0 ENI S P A SPONSORED ADR 26874R108 710 7,072 X 1 1247 0 5,825 ENNIS BUSINESS FORMS INC COM 293389102 1,391 71,375 X 1 68000 3375 0 ENPRO INDS INC COM 29355X107 2,224 96,777 X 1 4677 0 92,100 ENSCO INTL INC COM 26874Q100 422 14,491 X 1 11417 0 3,074 ENTEGRIS INC COM 29362U104 54 4,660 X 1 4660 0 0 ENTERASYS NETWORKS INC COM 293637104 2 1,175 X 1 1175 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 135 3,635 X 1 2365 0 1,270 ENTERGY CORP NEW COM 29364G103 14,806 264,349 X 1 239098 8500 16,751 ENTERPRISE PRODS PARTNERS L COM 293792107 12,327 580,077 X 1 331577 64200 184,300 ENTERRA ENERGY TRUST COM 29199N9W10 66 5,000 CALL X 5,000 ENTERRA ENERGY TRUST COM 29199N9X90 66 5,000 CALL X 5,000 ENTERRA ENERGY TRUST COM 29199N9Y70 66 5,000 CALL X 5,000 ENTERRA ENERGY TRUST COM 29199N9Z40 53 4,000 CALL X 4,000 ENTERRA ENERGY TRUST COM 29199N9190 79 6,000 CALL X 6,000 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 201 5,615 X 1 3515 0 2,100 ENTRAVISION COMMUNICATIONS C CL A 29382R107 22 2,800 X 1 2800 0 0 ENTREMED INC COM 29382F103 11 5,440 X 1 4940 0 500 ENTRUST INC COM 293848107 11 2,475 X 1 2475 0 0 ENTRX CORP COM 293850103 0 5 X 1 5 0 0 ENZO BIOCHEM INC COM 294100102 281 18,701 X 1 17286 0 1,415 ENZON PHARMACEUTICALS INC COM 293904108 334 26,200 X 1 25900 0 300 EOG RES INC COM 26875P101 2,876 48,162 X 1 29394 0 18,768 EON LABS INC COM 29412E100 20 500 X 1 400 0 100 EPICOR SOFTWARE CORP COM 29426L108 35 2,490 X 1 2490 0 0 EPIMMUNE INC COM 29425Y101 74 43,500 X 1 43500 0 0 EPIQ SYS INC COM 26882D109 0 30 X 1 30 0 0 EPIX MEDICAL INC COM 26881Q101 4 200 X 1 200 0 0 EQUIDYNE CORP COM 29442R105 6 11,500 X 1 11500 0 0 EQUIFAX INC COM 294429105 4,146 167,510 X 1 24760 0 142,750 EQUIFIN INC COM 29442V106 6 30,000 X 1 0 30000 0 EQUIFIN INC WARRANT OR RIGHT 29442V114 0 7,500 X 1 0 7500 0 EQUITABLE RES INC COM 294549100 3,554 68,742 X 1 17798 10600 40,344 EQUITY INCOME FD UT 1 EX SR-ATT 294700703 570 7,126 X 1 4516 300 2,310 EQUITY INNS INC COM 294703103 107 11,560 X 1 8560 0 3,000 EQUITY OFFICE PROPERTIES TRU COM 294741103 11,757 432,247 X 1 389152 2951 40,144 EQUITY ONE COM 294752100 161 8,887 X 1 7132 0 1,755
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EQUITY RESIDENTIAL SH BEN INT 29476L107 17,019 572,463 X 1 364391 55200 152,872 EQUITY RESIDENTIAL PFD CV H $1.75 29476L842 43 1,000 X 1 1000 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 50 1,800 X 1 1800 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 918 30,686 X 1 24749 0 5,937 ERIE INDTY CO CL A 29530P102 89 1,900 X 1 1900 0 0 ESB FINL CORP COM 26884F102 3 200 X 1 200 0 0 ESCALON MED CORP COM NEW 296074305 19 2,000 X 1 2000 0 0 ESCO TECHNOLOGIES INC COM 296315104 253 4,750 X 1 1850 0 2,900 ESPEED INC CL A 296643109 15 870 X 1 870 0 0 ESS TECHNOLOGY INC COM 269151106 103 9,600 X 1 8400 0 1,200 ESSEX PPTY TR INC COM 297178105 7 100 X 1 100 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 97 3,300 X 1 3300 0 0 ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 383 7,472 X 1 7472 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 1,916 53,348 X 1 15606 742 37,000 EURONET WORLDWIDE INC COM 298736109 67 2,900 X 1 2900 0 0 EVEREST RE GROUP LTD COM G3223R108 59 737 X 1 480 0 257 EVERGREEN RES INC COM NO PAR 299900308 495 12,250 X 1 1250 800 10,200 EVERGREEN SOLAR INC COM 30033R108 23 7,000 X 1 7000 0 0 EXACT SCIENCES CORP COM 30063P105 14 2,200 X 1 2200 0 0 EXAR CORP COM 300645108 68 4,600 X 1 4600 0 0 EXCEL TECHNOLOGY INC COM 30067T103 290 8,750 X 1 5125 0 3,625 EXELIXIS INC COM 30161Q104 341 33,835 X 1 6400 4472 22,963 EXELON CORP COM 30161N101 11,484 344,966 X 1 290414 17800 36,752 EXIDE TECHNOLOGIES COM NEW 302051206 12 600 X 1 200 0 400 EXPEDITORS INTL WASH INC COM 302130109 3,774 76,368 X 1 64378 0 11,990 EXPRESS SCRIPTS INC COM 302182100 1,904 24,030 X 1 19730 4200 100 EXPRESSJET HOLDINGS INC CL A 30218U108 311 25,600 X 1 23600 2000 0 EXTENDED SYS INC COM 301973103 40 8,000 X 1 8000 0 0 EXTREME NETWORKS INC COM 30226D106 36 6,460 X 1 6460 0 0 EXULT INC DEL COM 302284104 20 3,600 X 1 3000 0 600 EXXON MOBIL CORP COM 3022968M1 3 1,000 PUT X 1000 EXXON MOBIL CORP COM 30099L8E5 227 5,000 CALL X 1 5,000 EXXON MOBIL CORP COM 30099L888 435 10,000 CALL X 1 10,000 EXXON MOBIL CORP COM 30099L8E509 363 8,000 CALL X 1 8,000 EXXON MOBIL CORP COM 30099L8E50 91 2,000 CALL X 1 2,000 EXXON MOBIL CORP COM 30099L8E50 32 700 CALL X 700 EXXON MOBIL CORP COM 30099L8880 32 700 CALL X 700 EXXON MOBIL CORP COM 30099L7890 32 700 PUT X 700 EXXON MOBIL CORP COM 30099L7970 32 700 PUT X 700 EXXON MOBIL CORP COM 30099L7630 45 1,000 CALL X 1 1,000 EXXON MOBIL CORP COM 30099L7710 68 1,500 CALL X 1 1,500 EXXON MOBIL CORP COM 30099L8B10 41 900 CALL X 1 900 EXXON MOBIL CORP COM 30099L8C90 36 800 CALL X 1 800 EXXON MOBIL CORP COM 30099L8E50 91 2,000 CALL X 1 2,000 EXXON MOBIL CORP COM 30099L8F20 54 1,200 CALL X 1 1,200 EXXON MOBIL CORP COM 30099L8G0 14 300 CALL X 1 300 EXXON MOBIL CORP COM 30099L8H80 91 2,000 CALL X 1 2,000 EXXON MOBIL CORP COM 30099L8J40 181 4,000 CALL X 1 4,000 EXXON MOBIL CORP COM 3099L8L90 91 2,000 CALL X 1 2,000 EXXON MOBIL CORP COM 30099L8880 45 1,000 CALL X 1 1,000 EXXON MOBIL CORP COM 30099L7220 45 1,000 PUT X 1 1,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EXXON MOBIL CORP COM 30231G102 726,393 38,873,969 X 1 23516125 2796459 12,561,385 EYETECH PHARMACEUTICALS INC COM 302297106 163 3,800 X 1 3500 0 300 F M C CORP COM NEW 302491303 92 2,135 X 1 1835 0 300 F N B CORP N C COM 302519103 53 2,700 X 1 2700 0 0 F5 NETWORKS INC COM 315616102 88 3,325 X 1 1200 0 2,125 FACTSET RESH SYS INC COM 303075105 187,424 3,964,972 X 1 33657 0 3,931,315 FAIR ISAAC CORP COM 303250104 5,383 161,244 X 1 140330 690 20,224 FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ0 3 3,000 X 1 3000 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,436 87,758 X 1 84758 0 3,000 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 18 106 X 1 0 0 106 FAIRMONT HOTELS RESORTS INC COM 305204109 122 4,525 X 1 2325 1375 825 FALCONSTOR SOFTWARE INC COM 306137100 229 29,700 X 1 0 4000 25,700 FAMILY DLR STORES INC COM 307000109 977 32,103 X 1 31403 0 700 FARGO ELECTRONICS INC COM 30744P102 22 2,000 X 1 0 0 2,000 FARMER BROS CO COM 307675108 38 1,400 X 1 1400 0 0 FASTENAL CO COM 311900104 590 10,380 X 1 9030 0 1,350 FED NAT MTGE ASSOC COM 31199W9490 108 1,500 CALL X 1,500 FEDDERS CORP COM 313135501 64 14,812 X 1 14812 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 31 1,300 X 1 100 1200 0 FEDERAL HOME LN MTG CORP COM 313400301 97,132 1,534,469 X 1 1354919 18100 161,450 FEDERAL NATL MTG ASSN COM 313586109 86,091 1,206,428 X 1 696097 128285 382,046 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,484 83,759 X 1 79766 3000 993 FEDERAL SIGNAL CORP COM 313855108 166 8,948 X 1 7998 0 950 FEDERATED DEPT STORES INC DE COM 31410H101 13,639 277,792 X 1 267026 1030 9,736 FEDERATED INVS INC PA CL B 314211103 1,330 43,830 X 1 17980 0 25,850 FEDERATED PREM INTR MUN INC COM 31423M105 13 1,000 X 1 1000 0 0 FEDEX CORP COM 31428X106 65,407 800,671 X 1 482350 21764 296,557 FEI CO COM 30241L109 16,572 693,095 X 1 576470 3000 113,625 FELCOR LODGING TR INC COM 31430F101 101 8,380 X 1 6200 0 2,180 FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 141 6,550 X 1 4550 0 2,000 FERRO CORP COM 315405100 1,556 58,301 X 1 25019 3375 29,907 FIDELITY BANKSHARES INC NEW COM 31604Q107 110 3,100 X 1 1800 0 1,300 FIDELITY NATL FINL INC COM 316326107 1,452 38,899 X 1 30535 0 8,364 FIFTH THIRD BANCORP COM 316773100 74,708 1,389,132 X 1 1261919 5040 122,173 FILENET CORP COM 316869106 74 2,350 X 1 1800 0 550 FINANCIAL FED CORP COM 317492106 11 300 X 1 300 0 0 FINDWHAT COM COM 317794105 7 300 X 1 0 0 300 FINISH LINE INC CL A 317923100 21 700 X 1 0 0 700 FINLAY ENTERPRISES INC COM NEW 317884203 32 1,700 X 1 300 0 1,400 FIRST ALBANY COS INC COM 318465101 0 40 X 1 40 0 0 FIRST AMERN CORP CALIF COM 318522307 463 17,900 X 1 16900 0 1,000 FIRST BANCORP N C COM 318910106 30 900 X 1 900 0 0 FIRST BANCORP P R COM 318672102 79 1,930 X 1 1920 0 10 FIRST CHARTER CORP COM 319439105 35 1,600 X 1 1600 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 13 400 X 1 400 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 26 2,025 X 1 2025 0 0 FIRST CONSULTING GROUP INC COM 31986R103 1 200 X 1 200 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,805 22,993 X 1 11190 0 11,803 FIRST DATA CORP COM 319963104 120,104 2,697,764 X 1 2191617 62308 443,839 FIRST FED CAP CORP COM 319960100 25 900 X 1 900 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FIRST FINL BANCORP OH COM 320209109 104 5,900 X 1 5900 0 0 FIRST FINL BANKSHARES COM 32020R109 8 200 X 1 200 0 0 FIRST FINL CORP IND COM 320218100 38 1,192 X 1 1192 0 0 FIRST FINL FD INC COM 320228109 43 2,413 X 1 1900 0 513 FIRST FINL HLDGS INC COM 320239106 170 5,900 X 1 5200 0 700 FIRST FINL SVC CORP COM 32022D108 2 100 X 1 100 0 0 FIRST HEALTH GROUP CORP COM 320960107 310 19,870 X 1 19870 0 0 FIRST HORIZON NATL CORP COM 320517105 3,945 86,760 X 1 80545 0 6,215 FIRST HORIZON PHARMACEUTICAL COM 32051K106 11 600 X 1 600 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,292 35,026 X 1 34126 0 900 FIRST ISRAEL FD INC COM 32063L100 20 1,500 X 1 1500 0 0 FIRST LONG IS CORP COM 320734106 29 625 X 1 625 0 0 FIRST MERCHANTS CORP COM 320817109 1,229 47,356 X 1 47356 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 184 5,225 X 1 5225 0 0 FIRST NATL BANKSHRS FL INC N COM 321100109 141 7,298 X 1 5198 0 2,100 FIRST NIAGARA FINL GP INC COM 33582V108 10 817 X 1 817 0 0 FIRST REP BK SAN FRANCISCO COM 336158100 1,331 30,899 X 1 29799 0 1,100 FIRST SENTINEL BANCORP INC COM 33640T103 61 2,957 X 1 0 0 2,957 FIRST ST BANCORPORATION COM 336453105 17 550 X 1 550 0 0 FIRST UN REAL EST EQ&MTG INV SH BEN INT 337400105 63 20,000 X 1 0 0 20,000 FIRST W VA BANCORP INC COM 337493100 17 734 X 1 734 0 0 FIRSTBANK CORP MICH COM 33761G104 12 400 X 1 400 0 0 FIRSTENERGY CORP COM 337932107 3,444 92,062 X 1 62242 2221 27,599 FIRSTFED FINL CORP COM 337907109 4 100 X 1 100 0 0 FIRSTMERIT CORP COM 337915102 2,900 109,940 X 1 54690 4100 51,150 FIRSTSERVICE CORP SUB VTG SH 33761N109 15 600 X 1 0 0 600 FISERV INC COM 337738108 6,856 176,289 X 1 157609 400 18,280 FISHER COMMUNICATIONS INC COM 337756209 274 5,450 X 1 5450 0 0 FISHER SCIENTIFIC INTL INC COM NEW 338032204 402 6,957 X 1 5077 0 1,880 FIVE STAR QUALITY CARE INC COM 33832D106 8 1,794 X 1 74 0 1,720 FLAG FINL CORP COM 33832H107 1 100 X 1 100 0 0 FLAGSTAR BANCORP INC COM 337930101 127 6,388 X 1 6388 0 0 FLAHERTY & CRUMRINE PFD INC COM 33848E106 320 25,480 X 1 13980 3500 8,000 FLAHERTY & CRUMRINE PFD INC COM 338480106 52 3,078 X 1 3065 0 13 FLAMEL TECHNOLOGIES COM 34099T990 24 1,000 CALL X 1,000 FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 28 1,150 X 1 1150 0 0 FLEETBOSTON FINL CORP COM 339030108 179 4,000 X 1 4000 0 0 FLEETWOOD ENTERPRISES INC COM 339099103 16 1,100 X 1 1100 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 20,169 1,264,500 X 1 1220907 5500 38,093 FLIR SYS INC COM 302445101 24,201 440,827 X 1 406677 8000 26,150 FLORIDA EAST COAST INDS COM 340632108 2,274 58,825 X 1 54187 0 4,638 FLORIDA ROCK INDS INC COM 341140101 4,807 114,000 X 1 114000 0 0 FLOWERS FOODS INC COM 343498101 1,382 52,832 X 1 52832 0 0 FLOWSERVE CORP COM 34354P105 275 11,060 X 1 10460 0 600 FLUOR CORP NEW COM 343412102 7,665 160,792 X 1 78434 2200 80,158 FLUSHING FINL CORP COM 343873105 38 2,137 X 1 2137 0 0 FMC TECHNOLOGIES INC COM 30249U101 2,573 89,334 X 1 4169 0 85,165 FNB CORP PA COM 302520101 449 22,004 X 1 6156 0 15,848 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 101 2,200 X 1 2200 0 0 FONAR CORP COM 344437108 51 39,775 X 1 0 0 39,775
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FOOT LOCKER INC COM 344849104 804 33,057 X 1 24107 0 8,950 FOOTHILL INDPT BANCORP COM 344905104 886 42,244 X 1 41839 0 405 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 87,419 1,596,404 X 1 1370764 10795 214,845 FORD MTR CO DEL COM PAR $0.01 345370860 9,421 601,975 X 1 431121 21381 149,473 FORDING CDN COAL TR TR UNIT 345425102 143 3,401 X 1 300 2174 927 FOREST CITY ENTERPRISES INC CL A 345550107 4,967 93,728 X 1 57350 21500 14,878 FOREST LABS INC COM 345838106 30,863 544,998 X 1 308399 61000 175,599 FOREST OIL CORP COM PAR $0.01 346091705 181 6,608 X 1 908 0 5,700 FORMFACTOR INC COM 346375108 4 200 X 1 200 0 0 FORRESTER RESH INC COM 346563109 14,316 767,600 X 1 705100 12000 50,500 FORTUNE BRANDS INC COM 349631101 60,510 802,197 X 1 506841 87697 207,659 FORTUNE BRANDS INC PFD CV $2.67 349631200 6 15 X 1 15 0 0 FORWARD AIR CORP COM 349853101 40 1,075 X 1 875 0 200 FOSSIL INC COM 349882100 30,951 1,135,806 X 1 846899 109274 179,633 FOSTER L B CO COM 350060109 40 5,000 X 1 5000 0 0 FOUNDRY NETWORKS INC COM 35063R100 668 47,490 X 1 45190 500 1,800 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 360 5,988 X 1 5000 0 988 FOX ENTMT GROUP INC CL A 35138T107 825 30,900 X 1 29535 0 1,365 FPIC INS GROUP INC COM 302563101 9 370 X 1 0 0 370 FPL GROUP INC COM 302571104 33,442 522,936 X 1 392039 33979 96,918 FRANCE GROWTH FD INC COM 35177K108 1,252 148,735 X 1 148735 0 0 FRANCE TELECOM SPONSORED ADR 35177Q105 372 14,150 X 1 2570 0 11,580 FRANKLIN BK CORP DEL COM 352451108 5 300 X 1 300 0 0 FRANKLIN ELEC INC COM 353514102 38 1,000 X 1 600 0 400 FRANKLIN RES INC COM 354613101 19,980 398,967 X 1 327166 500 71,301 FREDS INC CL A 356108100 216 9,775 X 1 4050 0 5,725 FREEMARKETS INC COM 356602102 24 3,700 X 1 2600 0 1,100 FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK1 739 530,000 X 1 500000 30000 0 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 46,511 1,403,038 X 1 964948 116378 321,712 FREEPORT-MCMORAN COPPER INC CL COM 35671D105 0 164 X 1 0 0 164 FREMONT GEN CORP COM 357288109 278 15,725 X 1 10125 0 5,600 FREQUENCY ELECTRS INC COM 358010106 42 3,000 X 1 0 0 3,000 FRESENIUS MED CARE AG SPONSORED ADR 358029106 57 2,305 X 1 1573 0 732 FRESH DEL MONTE PRODUCE INC ORD G36738105 23 900 X 1 900 0 0 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 57,879 2,924,680 X 1 2614520 5700 304,460 FRIENDLY ICE CREAM CORP NEW COM 358497105 8,850 673,000 X 1 673000 0 0 FRONTIER FINL CORP WASH COM 35907K105 7 200 X 1 200 0 0 FRONTIER OIL CORP COM 35914P105 125 5,900 X 1 2800 0 3,100 FSI INTL INC COM 302633102 256 33,000 X 1 33000 0 0 FTI CONSULTING INC COM 302941109 18 1,090 X 1 1090 0 0 FUELCELL ENERGY INC COM 35952H106 801 68,525 X 1 66725 0 1,800 FUEL-TECH N V COM 359523107 128 25,000 X 1 0 25000 0 FUJI PHOTO FILM LTD ADR 359586302 290 9,140 X 1 1380 0 7,760 FULLER H B CO COM 359694106 2,255 79,411 X 1 76812 0 2,599 FULTON FINL CORP PA COM 360271100 946 46,960 X 1 10797 945 35,218 FURNITURE BRANDS INTL INC COM 360921100 13,576 541,931 X 1 354801 31200 155,930 G & K SVCS INC CL A 361268105 2,408 59,923 X 1 46548 0 13,375 GABELLI ASSET MGMT INC CL A 36239Y102 45 1,060 X 1 1060 0 0 GABELLI CONV & INCOME SECS F CONV SECS FD 36240B109 202 20,100 X 1 20100 0 0 GABELLI EQUITY TR INC COM 362397101 67 8,212 X 1 2899 0 5,313
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 3 306 X 1 306 0 0 GABELLI UTIL TR COM 36240A101 4 382 X 1 382 0 0 GABLES RESIDENTIAL TR SH BEN INT 362418105 316 9,310 X 1 9310 0 0 GALLAGHER ARTHUR J & CO COM 363576109 840 27,589 X 1 15939 1000 10,650 GALLAHER GROUP PLC SPONSORED ADR 363595109 3,459 71,474 X 1 20228 5058 46,188 GALYANS TRADING INC COM 36458R101 22 1,330 X 1 1330 0 0 GAMESTOP CORP CL A 36466R101 215 14,100 X 1 3475 0 10,625 GANNETT INC COM 364730101 71,047 837,331 X 1 701741 32000 103,590 GAP INC DEL COM 364760108 8,619 355,425 X 1 245950 7250 102,225 GARDNER DENVER INC COM 365558105 130 4,675 X 1 1575 0 3,100 GARMIN CORP COM G37260109 89 2,400 X 1 1200 0 1,200 GARTNER INC COM 366651107 80 6,018 X 1 6018 0 0 GARTNER INC CL B 366651206 3 221 X 1 0 0 221 GATEWAY INC COM 367626108 23 5,088 X 1 5088 0 0 GATX CORP COM 361448103 615 22,585 X 1 21460 650 475 GAYLORD ENTMT CO NEW COM 367905106 1,736 55,296 X 1 200 0 55,096 GEAC COMPUTER LTD COM 368289104 34 5,000 X 1 0 0 5,000 GEHL CO COM 368483103 40 2,000 X 1 2000 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 87 18,084 X 1 15934 0 2,150 GENCORP INC COM 368682100 84 6,308 X 1 2700 0 3,608 GENE LOGIC INC COM 368689105 12 3,000 X 1 1000 0 2,000 GENENCOR INTL INC COM 368709101 2 100 X 1 0 0 100 GENENTECH INC COM NEW 368710406 70,704 1,258,076 X 1 789280 88230 380,566 GENERAL AMERN INVS INC COM 368802104 3,298 109,423 X 1 6473 36116 66,834 GENERAL BEARING CORP COM 369147103 745 197,077 X 1 197077 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 29 3,370 X 1 1550 0 1,820 GENERAL COMMUNICATION INC CL A 369385109 570 71,809 X 1 18009 0 53,800 GENERAL DYNAMICS CORP COM 3695519320 148 1,500 CALL X 1,500 GENERAL DYNAMICS CORP COM 369550108 57,496 579,015 X 1 372187 29110 177,718 GENERAL ELEC CO COM 37399I8H70 64 2,000 CALL X 2,000 GENERAL ELEC CO COM 37399I8H70 128 4,000 CALL X 4,000 GENERAL ELEC CO COM 369604103 277,713 39,435,596 X 1 27347515 3329599 8,758,482 GENERAL ELECTRIC COM 3696078M1 3 1,300 PUT X 1 1000 300 GENERAL GROWTH PPTYS INC COM 370021107 5,397 182,525 X 1 151215 0 31,310 GENERAL MARITIME CORP SHS Y2692M103 1,770 64,500 X 1 0 0 64,500 GENERAL MLS INC DBCV 10/2 370334AU8 4 5,000 X 1 5000 0 0 GENERAL MLS INC COM 370334104 74,080 1,558,607 X 1 1146002 146896 265,709 GENERAL MTRS CORP COM 370442105 14,458 310,335 X 1 237350 32060 40,925 GENERAL MTRS CORP DEB SR CV C 33 370442717 3,647 125,600 X 1 100600 0 25,000 GENERAL MTRS CORP DEB SR CONV B 370442733 564 22,830 X 1 22255 0 575 GENERAL MTRS CORP DEB SR CONV A 370442741 54 2,100 X 1 2100 0 0 GENESCO INC COM 371532102 36 1,520 X 1 500 0 1,020 GENESIS ENERGY L P UNIT LTD COM 371927104 75 6,700 X 1 6700 0 0 GENESIS MICROCHIP INC DEL COM 37184C103 30 2,150 X 1 1850 0 300 GENLYTE GROUP INC COM 372302109 35 555 X 1 555 0 0 GEN-PROBE INC NEW COM 36866T103 143 3,030 X 1 3030 0 0 GENTA INC COM NEW 37245M207 22 8,800 X 1 2800 2000 4,000 GENTEX CORP COM 371901109 17,778 448,033 X 1 354285 2550 91,198 GENTIVA HEALTH SERVICES INC COM 37247A102 15 900 X 1 900 0 0 GENUINE PARTS CO COM 372460105 10,261 258,585 X 1 202538 3730 52,317 GENWORTH FINL INC COM CL A 37247D106 693 30,200 X 1 200 0 30,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GENZYME CORP COM GENL DIV 372917104 21,121 446,249 X 1 273296 29685 143,268 GEO GROUP INC COM 36159R103 2 100 X 1 100 0 0 GEORGIA GULF CORP COM PAR $0.01 373200203 7,549 210,500 X 1 210500 0 0 GEORGIA PAC CORP COM 373298108 96,123 2,599,315 X 1 2217551 28500 353,264 GERBER SCIENTIFIC INC COM 373730100 34 4,918 X 1 4918 0 0 GERMAN AMERN BANCORP COM 373865104 30 1,800 X 1 1800 0 0 GERMANY FD INC COM 374143105 694 97,368 X 1 97368 0 0 GERON CORP COM 374163103 123 15,300 X 1 8300 0 7,000 GETTY IMAGES INC COM 374276103 1,384 23,060 X 1 19550 0 3,510 GETTY RLTY CORP NEW COM 374297109 289 11,500 X 1 3900 0 7,600 GEVITY HR INC COM 374393106 1,383 52,800 X 1 200 0 52,600 GILEAD SCIENCES INC COM 375558103 34,166 509,928 X 1 430632 12800 66,496 GILLETTE CO COM 375766102 147,061 3,468,432 X 1 2515652 334904 617,876 GIVEN IMAGING ORD SHS M52020100 11 300 X 1 300 0 0 GLACIER BANCORP INC NEW COM 37637Q105 39 1,387 X 1 1387 0 0 GLACIER WATER SVCS INC COM 376395109 93 5,000 X 1 0 0 5,000 GLADSTONE CAPITAL CORP COM 376535100 77 3,800 X 1 3800 0 0 GLATFELTER COM 377316104 422 29,966 X 1 16660 6000 7,306 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 18,248 440,138 X 1 239272 32370 168,496 GLENAYRE TECHNOLOGIES INC COM 377899109 595 258,685 X 1 10385 17100 231,200 GLENBOROUGH RLTY TR INC COM 37803P105 165 8,985 X 1 8285 0 700 GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P204 17 700 X 1 700 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 198 8,970 X 1 7440 0 1,530 GLOBAL CROSSING LTD SHS NEW G3921A175 2 130 X 1 0 0 130 GLOBAL HIGH INCOME DLR FD IN COM 37933G108 120 8,000 X 1 8000 0 0 GLOBAL IMAGING SYSTEMS COM 37934A100 201 5,500 X 1 5500 0 0 GLOBAL INDS LTD COM 379336100 20 3,500 X 1 3500 0 0 GLOBAL PMTS INC COM 37940X102 425 9,447 X 1 3120 600 5,727 GLOBAL POWER EQUIPMENT INC COM 37941P108 64 8,000 X 1 7600 0 400 GLOBAL SIGNAL INC COM 37944Q103 44 2,000 X 1 0 0 2,000 GLOBALSANTAFE CORP SHS G3930E101 10,792 407,242 X 1 213736 41300 152,206 GOLAR LNG LTD BERMUDA SHS G9456A100 1,371 87,410 X 1 87410 0 0 GOLD BANC CORP INC COM 379907108 150 9,700 X 1 8900 0 800 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 3,068 291,900 X 1 287900 0 4,000 GOLDCORP INC NEW COM 380956409 18,587 1,592,758 X 1 935108 109500 548,150 GOLDEN ST VINTNERS INC CL B 38121K208 36 4,317 X 1 4317 0 0 GOLDEN TELECOM INC COM 38122G107 3 100 X 1 100 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 11,914 112,026 X 1 83301 300 28,425 GOLDMAN SACHS GROUP COM 38299H9X20 91 1,000 CALL X 1,000 GOLDMAN SACHS GROUP INC COM 38141G104 113,063 1,200,754 X 1 968784 28955 203,015 GOOD TIMES RESTAURANTS INC COM PAR $0.001 382140887 89 27,100 X 1 0 8500 18,600 GOODRICH CORP COM 382388106 5,056 156,386 X 1 100286 0 56,100 GOODRICH PETE CORP COM NEW 382410405 6 781 X 1 781 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 192 21,129 X 1 17519 0 3,610 GOODYS FAMILY CLOTHING INC COM 382588101 52 5,000 X 1 1400 0 3,600 GORMAN RUPP CO COM 383082104 4 150 X 1 150 0 0 GRACE W R & CO DEL NEW COM 38388F108 21 3,450 X 1 2200 0 1,250 GRACO INC COM 384109104 11,904 383,379 X 1 20599 0 362,780 GRAFTECH INTL LTD COM 384313102 38 3,640 X 1 3640 0 0 GRAINGER W W INC COM 384802104 51,743 899,885 X 1 477686 81278 340,921
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GRANITE CONSTR INC COM 387328107 87 4,750 X 1 4550 0 200 GRANT PRIDECO INC COM 38821G101 5,371 290,955 X 1 237700 1855 51,400 GRAY TELEVISION INC COM 389375106 141 10,147 X 1 10000 0 147 GRAY TELEVISION INC CL A 389375205 9 757 X 1 0 0 757 GREAT ATLANTIC & PAC TEA INC COM 390064103 49 6,500 X 1 6500 0 0 GREAT LAKES CHEM CORP COM 390568103 163 6,020 X 1 6020 0 0 GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 391064102 96 1,000 X 1 1000 0 0 GREAT PLAINS ENERGY INC COM 391164100 1,100 37,026 X 1 30226 1200 5,600 GREAT SOUTHN BANCORP INC COM 390905107 5 160 X 1 160 0 0 GREATER BAY BANCORP COM 391648102 1,128 39,035 X 1 37989 0 1,046 GREATER CHINA FD INC COM 39167B102 8,450 598,441 X 1 332091 147600 118,750 GREATER COMMUNITY BANCORP COM 39167M108 40 2,785 X 1 2785 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 24 1,300 X 1 600 0 700 GREENBRIER COS INC COM 393657101 166 8,700 X 1 8500 0 200 GREENE CNTY BANCSHARES INC COM NEW 394361208 5 200 X 1 200 0 0 GREENHILL & CO INC COM 395259104 4 200 X 1 200 0 0 GREENMAN TECHNOLOGIES INC NEW COM 395379308 3 1,900 X 1 1900 0 0 GREENPOINT FINL CORP COM 395384100 1,479 37,241 X 1 20091 0 17,150 GREIF INC CL A 397624107 63 1,500 X 1 1400 0 100 GREY GLOBAL GROUP INC COM 39787M108 383 388 X 1 338 0 50 GREY WOLF INC COM 397888108 12,568 2,964,193 X 1 2944193 10000 10,000 GRIFFON CORP COM 398433102 60,839 2,730,636 X 1 1800 0 2,728,836 GROUP 1 AUTOMOTIVE INC COM 398905109 163 4,900 X 1 4900 0 0 GROUP 1 SOFTWARE INC NEW COM 39943Y103 14 600 X 1 300 0 300 GROUPE DANONE SPONSORED ADR COM 399449107 105 6,000 X 1 6000 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 2,211 119,500 X 1 119500 0 0 GRUPO RADIO CENTRO S A DE C SPONSORED ADR 40049C102 6 943 X 1 446 0 497 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 181 4,000 X 1 0 0 4,000 GRUPO TMM S A SP ADR A SHS 40051D105 83 33,700 X 1 15000 0 18,700 GSE SYS INC COM 36227K106 15 6,189 X 1 0 0 6,189 GTECH HLDGS CORP COM 400518106 191 4,120 X 1 3320 0 800 GTSI CORP COM 36238K103 115 10,000 X 1 0 0 10,000 GUESS INC COM 401617105 13 800 X 1 800 0 0 GUIDANT CORP COM 40299Q9M20 136 2,500 CALL X 2,500 GUIDANT CORP COM 401698105 76,799 1,374,361 X 1 1005217 39563 329,581 GUILFORD PHARMACEUTICALS INC COM 401829106 5 1,000 X 1 0 0 1,000 GUITAR CTR MGMT INC COM 402040109 20 450 X 1 450 0 0 GULF ISLAND FABRICATION INC COM 402307102 80 3,700 X 1 2900 0 800 GULFMARK OFFSHORE INC COM 402629109 188 11,900 X 1 11900 0 0 GULFTERRA ENERGY PARTNERS LP COM 40274U108 1,897 49,021 X 1 20604 800 27,617 GYMBOREE CORP COM 403777105 23 1,500 X 1 400 0 1,100 H & Q HEALTHCARE FD SH BEN INT 404052102 436 25,032 X 1 5254 0 19,778 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 0 5 X 1 5 0 0 HAEMONETICS CORP COM 405024100 15 500 X 1 300 0 200 HAIN CELESTIAL GROUP INC COM 405217100 9,433 521,160 X 1 379181 3600 138,379 HALIFAX CORP COM 405752106 23 5,000 X 1 0 0 5,000 HALLIBURTON CO COM 406216101 13,018 430,190 X 1 374518 9200 46,472 HALLWOOD RLTY PARTNERS L P DEPOSIT UT NEW 40636T203 2 17 X 1 17 0 0 HANCOCK FABRICS INC COM 409900107 5 400 X 1 100 0 300 HANCOCK HLDG CO COM 410120109 6 200 X 1 200 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HANCOCK JOHN INVS TR COM 410142103 10 500 X 1 0 0 500 HANCOCK JOHN PATRIOT PFD DIV COM 41013J107 19 1,500 X 1 1500 0 0 HANCOCK JOHN PATRIOT PREM DI COM 41013Q101 115 12,800 X 1 12800 0 0 HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W108 3 130 X 1 130 0 0 HANDLEMAN CO DEL COM 410252100 44 1,900 X 1 1700 0 200 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 28 2,375 X 1 2375 0 0 HANMI FINANCIAL CORPORATION COM 410495105 115 3,900 X 1 3900 0 0 HANOVER COMPRESSOR CO COM 410768105 123 10,330 X 1 9300 0 1,030 HANSON PLC NEW SPONSORED ADR 411349103 22 636 X 1 100 0 536 HARBOR FLA BANCSHARES INC COM 411901101 32 1,150 X 1 1150 0 0 HARLAND JOHN H CO COM 412693103 231 7,860 X 1 6300 700 860 HARLEY DAVIDSON INC COM 412822108 60,806 981,707 X 1 741010 25000 215,697 HARLEYSVILLE GROUP INC COM 412824104 75 3,950 X 1 3650 0 300 HARLEYSVILLE NATL CORP PA COM 412850109 23 900 X 1 900 0 0 HARLEYSVILLE SVGS FINL CORP COM 412865107 22 824 X 1 0 0 824 HARMAN INTL INDS INC COM 413086109 139,802 1,536,286 X 1 1407774 0 128,512 HARMONIC INC COM 413160102 8 900 X 1 900 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 108 10,220 X 1 1370 0 8,850 HARRAHS ENTMT INC COM 413619107 789 14,585 X 1 12565 0 2,020 HARRIS & HARRIS GROUP INC COM 413833104 105 8,600 X 1 8600 0 0 HARRIS CORP DEL COM 413875105 131,800 2,597,059 X 1 2324000 13050 260,009 HARRIS INTERACTIVE INC COM 414549105 6 900 X 1 900 0 0 HARSCO CORP COM 415864107 644 13,711 X 1 12711 0 1,000 HARTE-HANKS INC COM 416196103 1,529 62,635 X 1 58335 2100 2,200 HARTFORD FINL SVCS GROUP INC COM 416515104 91,199 1,326,721 X 1 987994 66092 272,635 HARTMARX CORP COM 417119104 13 2,000 X 1 2000 0 0 HARVEST NATURAL RESOURCES IN COM 41754V103 60 4,000 X 1 4000 0 0 HASBRO INC DBCV 2.750%12/0 418056AN7 3 3,000 X 1 3000 0 0 HASBRO INC COM 418056107 925 48,684 X 1 36172 1300 11,212 HAVERTY FURNITURE INC COM 419596101 33 1,900 X 1 1900 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 768 29,396 X 1 27596 0 1,800 HAWKINS INC COM 420261109 15 1,222 X 1 0 0 1,222 HAYES LEMMERZ INTL INC COM NEW 420781304 6 400 X 1 400 0 0 HCA INC COM 404119109 93,410 2,245,976 X 1 1908030 25255 312,691 HCC INS HLDGS INC COM 404132102 496 14,847 X 1 8900 0 5,947 HDFC BANK LTD ADR REPS 3 SHS 40415F101 92 3,400 X 1 3400 0 0 HEADWATERS INC COM 42210P102 54 2,100 X 1 1400 0 700 HEALTH CARE PPTY INVS INC COM 421915109 1,767 73,494 X 1 60674 7628 5,192 HEALTH CARE REIT INC COM 42217K106 116 3,560 X 1 2900 0 660 HEALTH MGMT ASSOC COM 42199F9920 86 4,000 CALL X 4,000 HEALTH MGMT ASSOC INC NEW CL A 421933102 79,988 3,567,738 X 1 2249339 164436 1,153,963 HEALTH NET INC COM 42222G108 498 18,788 X 1 9816 0 8,972 HEALTHAXIS INC NEW COM 42219D308 1 400 X 1 400 0 0 HEALTHCARE RLTY TR COM 421946104 12,490 333,233 X 1 192104 45600 95,529 HEALTHCARE SVCS GRP INC COM 421906108 19 1,250 X 1 0 0 1,250 HEARST-ARGYLE TELEVISION INC COM 422317107 538 20,883 X 1 16663 0 4,220 HEARTLAND EXPRESS INC COM 422347104 1,579 57,714 X 1 52164 0 5,550 HEARTLAND FINL USA INC COM 42234Q102 4 200 X 1 200 0 0 HEARUSA INC COM NEW 422360305 128 73,000 X 1 0 73000 0 HECLA MNG CO COM 422704106 57 10,000 X 1 5000 0 5,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HECTOR COMMUNICATIONS CORP COM 422730101 151 7,300 X 1 6100 0 1,200 HEICO CORP NEW COM 422806109 20 1,100 X 1 1100 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 1,342 45,200 X 1 3500 0 41,700 HEINZ H J CO COM 423074103 23,483 599,052 X 1 360573 60955 177,524 HEINZ H J CO PFD 3 CV $1.70 423074509 1 2 X 1 0 0 2 HELEN OF TROY CORP LTD COM G4388N106 118 3,200 X 1 2200 0 1,000 HELIX TECHNOLOGY CORP COM 423319102 13 600 X 1 600 0 0 HELMERICH & PAYNE INC COM 423452101 11,136 425,877 X 1 360150 16000 49,727 HENRY JACK & ASSOC INC COM 426281101 220 10,961 X 1 6100 0 4,861 HERCULES INC COM 427056106 311 25,519 X 1 14769 0 10,750 HERITAGE FINL CORP WASH COM 42722X106 2 100 X 1 100 0 0 HERITAGE PPTY INVT TR INC COM 42725M107 2,168 80,100 X 1 80100 0 0 HERLEY INDS INC DEL COM 427398102 512 26,200 X 1 0 0 26,200 HERSHEY FOODS CORP COM 427866108 14,231 307,566 X 1 215036 9400 83,130 HEWITT ASSOCS INC COM 42822Q100 223 8,100 X 1 2050 0 6,050 HEWLETT PACKARD CO COM 428236103 162,947 7,722,595 X 1 5787260 510022 1,425,313 HEXCEL CORP NEW COM 428291108 472 40,800 X 1 300 0 40,500 HI / FN INC COM 428358105 2,593 216,975 X 1 164500 4100 48,375 HIBBETT SPORTING GOODS INC COM 428565105 12,100 442,395 X 1 245287 46550 150,558 HIBERNIA CORP CL A 428656102 3,953 162,647 X 1 73190 27157 62,300 HICKORY TECH CORP COM 429060106 5 500 X 1 500 0 0 HIGH YIELD INCOME FD INC COM 429904105 453 83,200 X 1 83200 0 0 HIGHLAND HOSPITALITY CORP COM 430141101 978 97,300 X 1 95000 0 2,300 HIGHWOODS PPTYS INC COM 431284108 121 5,150 X 1 5150 0 0 HILB ROGAL & HOBBS CO COM 431294107 341 9,578 X 1 9242 0 336 HILFIGER TOMMY CORP ORD G8915Z102 16 1,080 X 1 1080 0 0 HILLENBRAND INDS INC COM 431573104 50,025 827,547 X 1 823925 0 3,622 HILTON HOTELS CORP COM 432848109 1,632 87,475 X 1 66810 0 20,665 HITACHI LIMITED ADR 10 COM 433578507 110 1,587 X 1 1487 100 0 HMS HLDGS CORP COM 40425J101 51 8,500 X 1 6000 0 2,500 HNI CORP COM 404251100 495 11,690 X 1 8240 0 3,450 HOLLINGER INTL INC CL A 435569108 693 41,300 X 1 38300 0 3,000 HOLLY CORP COM PAR $0.01 435758305 88 2,346 X 1 2346 0 0 HOLLYWOOD ENTMT CORP COM 436141105 32 2,400 X 1 2400 0 0 HOLOGIC INC COM 436440101 16 700 X 1 500 0 200 HOME DEPOT INC COM 437076102 208,852 5,933,303 X 1 4198533 320020 1,414,750 HOME PROPERTIES INC COM 437306103 2,271 58,250 X 1 56000 500 1,750 HOMESTORE INC COM 437852106 176 44,200 X 1 600 4500 39,100 HONDA MOTOR LTD AMERN SHS 438128308 3,585 124,867 X 1 92067 600 32,200 HONEYWELL INTL INC COM 43799U983 36 1,000 CALL X 1,000 HONEYWELL INTL INC COM 438516106 509,604 13,912,216 X 1 13710512 73723 127,981 HOOKER FURNITURE CORP COM 439038100 1 40 X 1 0 0 40 HOOPER HOLMES INC COM 439104100 41 7,110 X 1 2300 0 4,810 HORACE MANN EDUCATORS CORP N COM 440327104 325 18,600 X 1 18200 0 400 HORIZON FINL CORP WASH COM 44041F105 20 1,000 X 1 1000 0 0 HORIZON OFFSHORE INC COM 44043J105 0 400 X 1 0 0 400 HORMEL FOODS CORP COM 440452100 392 12,595 X 1 4225 0 8,370 HOSPIRA INC COM 441060100 11,125 403,080 X 1 237507 25746 139,827 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 9,512 224,870 X 1 123345 48600 52,925 HOST MARRIOTT CORP NEW COM 44107P104 20,203 1,634,535 X 1 1627818 217 6,500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HOT TOPIC INC COM 441339108 196 9,590 X 1 9000 0 590 HOUSTON EXPL CO COM 442120101 52 1,000 X 1 1000 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 69 1,998 X 1 1998 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 1,469 146,724 X 1 58824 71400 16,500 HSBC HLDGS PLC SPON ADR NEW 404280406 23,734 316,828 X 1 222865 29537 64,426 HUANENG PWR INTL INC SPON ADR N 443304100 3,433 94,842 X 1 69736 1400 23,706 HUBBELL INC CL A 443510102 16 375 X 1 375 0 0 HUBBELL INC CL B 443510201 24,631 527,323 X 1 346933 12800 167,590 HUDSON CITY BANCORP COM 443683107 127 3,800 X 1 3600 0 200 HUDSON HIGHLAND GROUP INC COM 443792106 2,481 80,936 X 1 50136 8000 22,800 HUDSON RIV BANCORP INC COM 444128102 67 3,900 X 1 3900 0 0 HUDSON UNITED BANCORP COM 444165104 5,718 153,390 X 1 28157 0 125,233 HUGHES SUPPLY INC COM 444482103 386 6,551 X 1 2501 1150 2,900 HUGOTON RTY TR TEX UNIT BEN INT 444717102 786 34,400 X 1 34400 0 0 HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH1 3,061 3,265,000 X 1 2360000 0 905,000 HUMAN GENOME SCIENCES INC COM 444903108 4,896 420,979 X 1 235045 17800 168,134 HUMANA INC COM 444859102 424 25,076 X 1 23026 1450 600 HUMBOLDT BANCORP COM 445069107 4 200 X 1 200 0 0 HUMMINGBIRD INC COM 44544R101 23 1,000 X 1 0 0 1,000 HUNT J B TRANS SVCS INC COM 445658107 40 1,040 X 1 1040 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1,578 68,686 X 1 38930 20487 9,269 HUTCHINSON TECHNOLOGY INC COM 448407106 79 3,225 X 1 2925 0 300 HUTTIG BLDG PRODS INC COM 448451104 1 66 X 1 66 0 0 HYDRIL COM 448774109 112 3,550 X 1 1950 0 1,600 HYPERCOM CORP COM 44913M105 3,277 387,813 X 1 182837 0 204,976 HYPERION 2005 INVT GRADE OPP COM 448918102 14 1,500 X 1 1500 0 0 HYPERION SOLUTIONS CORP COM 44914M104 1,144 26,160 X 1 3710 0 22,450 IBM CORP COM 4639H8640 427 5,000 CALL X 5,000 IBM CORP COM 46399H872 213 2,500 CALL X 2,500 ICICI BK LTD ADR 45104G104 2,722 224,950 X 1 206350 0 18,600 ICOS CORP COM 449295104 641 21,470 X 1 13170 0 8,300 ICT GROUP INC COM 44929Y101 1,768 193,053 X 1 0 170303 22,750 ICU MED INC COM 44930G107 10 300 X 1 200 0 100 IDACORP INC COM 451107106 1,081 40,028 X 1 21460 7050 11,518 IDENTIX INC COM 451906101 71 9,494 X 1 9494 0 0 IDEX CORP COM 45167R104 1,641 47,750 X 1 40700 1800 5,250 IDEXX LABS INC COM 45168D104 5,659 89,911 X 1 45211 5000 39,700 IDT CORP COM 448947101 4,917 272,700 X 1 271250 0 1,450 IDT CORP CL B 448947309 74 4,050 X 1 3300 0 750 IDX SYS CORP COM 449491109 128 4,000 X 1 4000 0 0 IGATE CORP COM 45169U105 0 100 X 1 100 0 0 IHOP CORP COM 449623107 125 3,500 X 1 3500 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 97 8,400 X 1 8400 0 0 ILEX ONCOLOGY INC COM 451923106 43 1,720 X 1 1720 0 0 ILLINOIS TOOL WKS INC COM 452308109 273,517 2,852,404 X 1 2221807 145491 485,106 ILLUMINA INC COM 452327109 660 104,200 X 1 104200 0 0 IMAGEWARE SYS INC COM 45245S108 22 8,000 X 1 8000 0 0 IMAGISTICS INTERNATIONAL INC COM 45247T104 1,269 35,837 X 1 27883 656 7,298 I-MANY INC COM 44973Q103 30 25,000 X 1 25000 0 0 IMATION CORP COM 45245A107 3,712 87,096 X 1 62396 900 23,800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ IMAX CORP COM 45245E109 12 2,200 X 1 2000 0 200 IMC GLOBAL INC COM 449669100 358 26,750 X 1 19301 299 7,150 IMCLONE SYS INC COM 45245W109 1,561 18,196 X 1 12879 0 5,317 IMCO RECYCLING INC COM 449681105 4 300 X 1 0 0 300 IMMUCOR INC COM 452526106 134 4,100 X 1 4100 0 0 IMMUNOMEDICS INC COM 452907108 1 200 X 1 200 0 0 IMPAC MED SYS INC COM 45255A104 15 1,000 X 1 1000 0 0 IMPAC MTG HLDGS INC COM 45254P102 576 25,596 X 1 11970 0 13,626 IMPAX LABORATORIES INC COM 45256B101 10 500 X 1 0 0 500 IMPCO TECHNOLOGIES INC COM 45255W106 153 24,000 X 1 24000 0 0 IMPERIAL CHEM INDS PLC ADR NEW 452704505 25 1,500 X 1 0 1500 0 IMPERIAL OIL LTD COM NEW 453038408 15,376 328,403 X 1 223732 12500 92,171 IMPERIAL SUGAR CO NEW WARRANT OR RIGHT 453096117 4 2,136 X 1 0 0 2,136 IMPERIAL SUGAR CO NEW COM NEW 453096208 7 520 X 1 0 0 520 IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 106 2,412 X 1 1336 0 1,076 IMS HEALTH INC COM 449934108 4,842 206,567 X 1 117641 12646 76,280 INAMED CORP COM 453235103 25 400 X 1 400 0 0 INCO LTD DBCV 1.000% 3/1 453258AT2 4 3,000 X 1 3000 0 0 INCO LTD COM 453258402 1,216 35,186 X 1 33136 0 2,050 INCYTE CORP NOTE 5.500% 2/0 45337CAC6 127 128,000 X 1 124000 0 4,000 INCYTE CORP COM 45337C102 311 40,760 X 1 1900 2600 36,260 INDEPENDENCE CMNTY BK CORP COM 453414104 1,487 40,839 X 1 16669 0 24,170 INDEPENDENT BANK CORP MASS COM 453836108 315 10,871 X 1 9921 0 950 INDEPENDENT BANK CORP MICH COM 453838104 10 400 X 1 400 0 0 INDEVUS PHARMACEUTICALS INC COM 454072109 6 1,000 X 1 1000 0 0 INDIA FD INC COM 454089103 10,867 505,900 X 1 503900 2000 0 INDONESIA FD INC COM 455778100 4 947 X 1 947 0 0 INDYMAC BANCORP INC COM 456607100 176 5,565 X 1 5530 0 35 INDYMAC BANCORP INC WIRES 2031 456607209 14 250 X 1 0 0 250 INERGY L P UNIT LTD PTNR 456615103 70 2,900 X 1 2900 0 0 INET TECHNOLOGIES INC COM 45662V105 201 16,100 X 1 15700 0 400 INFINITY PPTY & CAS CORP COM 45665Q103 13 400 X 1 400 0 0 INFOCUS CORP COM 45665B106 283 33,286 X 1 10000 1900 21,386 INFORMATICA CORP COM 45666Q102 15 1,940 X 1 1940 0 0 INFORMATION HLDGS INC COM 456727106 6 210 X 1 210 0 0 INFORTE CORP COM 45677R107 43 4,300 X 1 4300 0 0 INFOSPACE INC COM NEW 45678T201 31 824 X 1 800 0 24 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 84 900 X 1 900 0 0 INFRASOURCE SVCS INC COM 45684P102 1,584 129,200 X 1 75200 0 54,000 ING GROUP N V SPONSORED ADR 456837103 214 9,039 X 1 6419 0 2,620 ING PRIME RATE TR SH BEN INT 44977W106 86 10,650 X 1 7650 0 3,000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 26,131 382,532 X 1 306909 32310 43,313 INGLES MKTS INC CL A 457030104 88 7,900 X 1 7000 0 900 INGRAM MICRO INC CL A 457153104 132 9,134 X 1 8934 0 200 INKINE PHARMACEUTICALS INC COM 457214104 48 12,500 X 1 7500 0 5,000 INLAND REAL ESTATE CORP COM 457461101 13 1,000 X 1 1000 0 0 INNKEEPERS USA TR COM 4576J0104 136 13,200 X 1 11140 0 2,060 INNOVATIVE SOLUTIONS & SUPPORT COM 45769N105 113 5,800 X 1 5800 0 0 INNOVEX INC COM 457647105 8 1,800 X 1 1800 0 0 INPUT/OUTPUT INC COM 457652105 3,388 408,700 X 1 301400 0 107,300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INSIGHT COMMUNICATIONS INC CL A 45768V108 74 8,010 X 1 7610 0 400 INSIGHT ENTERPRISES INC COM 45765U103 1,508 84,900 X 1 10650 0 74,250 INSIGNIA SOLUTIONS PLC SPONSORED ADR 45766J107 10 11,100 X 1 0 0 11,100 INSITUFORM TECHNOLOGIES INC CL A 457667103 99 6,100 X 1 5400 0 700 INSPIRE PHARMACEUTICALS INC COM 457733103 936 55,998 X 1 11698 3100 41,200 INSTINET GROUP INC COM 457750107 5,104 966,800 X 1 963800 0 3,000 INSURANCE AUTO AUCTIONS INC COM 457875102 116 6,840 X 1 2030 0 4,810 INTEGRA BK CORP COM 45814P105 20 900 X 1 900 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 35 975 X 1 975 0 0 INTEGRAL SYS INC MD COM 45810H107 3 170 X 1 170 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 224 8,242 X 1 8180 0 62 INTEGRATED DEVICE TECHNOLOGY COM 458118106 301 21,727 X 1 14652 0 7,075 INTEGRATED ELECTRICAL SVC COM 45811E103 37 4,600 X 1 4200 0 400 INTEGRATED SILICON SOLUTION COM 45812P107 713 58,400 X 1 0 1900 56,500 INTEL CORP COM 45899Y5750 66 2,500 CALL X 2,500 INTEL CORP COM 45899Y6E90 66 2,500 CALL X 2,500 INTEL CORP COM 45899Y5910 66 2,500 PUT X 2,500 INTEL CORP COM 45899Y6E90 66 2,500 CALL X 2,500 INTEL CORP COM 45899Y5910 66 2,500 PUT X 2,500 INTEL CORP COM 45899Y5670 79 3,000 CALL X 3,000 INTEL CORP COM 45899Y5590 79 3,000 PUT X 3,000 INTEL CORP COM 458140100 536,541 19,439,871 X 1 14943597 767454 3,728,820 INTELIDATA TECHNOLOGIES CORP COM 45814T107 7 10,000 X 1 10000 0 0 INTELLIGROUP INC COM 45816A106 25 4,800 X 1 4800 0 0 INTER TEL INC COM 458372109 4,089 163,744 X 1 89499 1000 73,245 INTERACTIVE DATA CORP COM 45840J107 12 650 X 1 150 0 500 INTERACTIVECORP COM 45840Q101 5,897 195,660 X 1 154803 14800 26,057 INTERACTIVECORP WARRANT OR RIGHT 45840Q119 0 42 X 1 42 0 0 INTERACTIVECORP COM 46X999943 30 1,000 CALL X 1,000 INTERCEPT INC COM 45845L107 84 5,150 X 1 5150 0 0 INTERCHANGE FINL SVCS S B N COM 458447109 151 6,070 X 1 4070 0 2,000 INTERCONTINENTAL HOTELS GP P SPONSORED ADR 458573102 647 60,020 X 1 1095 0 58,925 INTERDIGITAL COMMUNICATIONS COM 45866A105 161 8,580 X 1 8280 0 300 INTERFACE INC CL A 458665106 78 8,876 X 1 8876 0 0 INTERGRAPH CORP COM 458683109 325 12,586 X 1 4900 700 6,986 INTERLAND INC COM NEW 458727203 3 970 X 1 970 0 0 INTERLINK ELECTRS COM 458751104 7 750 X 1 0 0 750 INTERMAGNETICS GEN CORP COM 458771102 24 700 X 1 400 0 300 INTERMET CORP COM 45881K104 20 4,800 X 1 0 0 4,800 INTERMUNE INC COM 45884X103 505 32,768 X 1 32768 0 0 INTERNAP NETWORK SVCS CORP COM 45885A102 35 29,029 X 1 0 0 29,029 INTERNATIONAL ALUM CORP COM 458884103 9 300 X 1 300 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 72 1,773 X 1 1773 0 0 INTERNATIONAL BUSINESS COM 46199I8P2 213 2,500 CALL X 2,500 INTERNATIONAL BUSINESS COM 4592016F10 26 300 CALL X 300 INTERNATIONAL BUSINESS MACHS COM 459200101 522,939 5,932,377 X 1 3931969 627159 1,373,249 INTERNATIONAL BUSINESS MACHS COM 4592038M0 2 100 PUT X 100 INTERNATIONAL BUSINESS MACHS COM 4592038N8 14 400 PUT X 400 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 9,298 248,592 X 1 170569 5200 72,823 INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL6 42 49,000 X 1 49000 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 11,115 287,967 X 1 234985 2625 50,357 INTERNATIONAL RECTIFIER CORP COM 460254105 565 13,650 X 1 9025 0 4,625
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL SPEEDWAY CORP CL A 460335201 3,610 74,227 X 1 30971 2600 40,656 INTERNATIONAL STL GROUP INC COM 460377104 42 1,400 X 1 1400 0 0 INTERNET CAP GROUP INC COM NEW 46059C205 11 1,423 X 1 279 0 1,144 INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T109 3 800 X 1 0 0 800 INTERNET SEC SYS INC COM 46060X107 38 2,460 X 1 1700 0 760 INTERPUBLIC GROUP COMPANIES COM 46499K9400 52 4,000 CALL X 4,000 INTERPUBLIC GROUP COS INC COM 460690100 16,945 1,234,185 X 1 901509 45576 287,100 INTERPUBLIC GROUP COS INC PFD CONV SER A 460690308 2 30 X 1 30 0 0 INTERSIL CORP CL A 46069S109 383 17,707 X 1 17507 0 200 INTERSTATE BAKERIES CORP DEL COM 46072H108 37 3,400 X 1 3400 0 0 INTERVEST BANCSHARES CORP SDCV 8.000% 7/0 460927AB2 72 70,000 X 1 0 0 70,000 INTERVEST BANCSHARES CORP CL A 460927106 257 15,100 X 1 3000 0 12,100 INTERVOICE INC NEW COM 461142101 749 65,300 X 1 21600 0 43,700 INTERWOVEN INC COM NEW 46114T508 84 8,362 X 1 8362 0 0 INTEVAC INC COM 461148108 17 1,910 X 1 0 0 1,910 INTL PAPER CO COM 460146103 19,456 435,270 X 1 329984 22289 82,997 INTRABIOTICS PHARMACEUTICALS COM NEW 46116T506 32 8,108 X 1 0 550 7,558 INTRADO INC COM 46117A100 48 3,000 X 1 2400 0 600 INTRUSION INC COM NEW 46121E205 3 1,325 X 1 1325 0 0 INTUIT COM 461202103 2,307 59,806 X 1 31982 2800 25,024 INTUITIVE SURGICAL INC COM NEW 46120E602 2,550 134,249 X 1 134249 0 0 INVACARE CORP COM 461203101 577 12,900 X 1 11500 0 1,400 INVERESK RESH GROUP INC COM 461238107 25 800 X 1 800 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 2 75 X 1 0 0 75 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 6,227 486,859 X 1 484067 0 2,792 INVESTORS FINL SERVICES CORP COM 461915100 224 5,140 X 1 4940 0 200 INVESTORS REAL ESTATE TR SH BEN INT 461730103 119 11,500 X 1 11500 0 0 INVESTORS TITLE CO COM 461804106 104 3,300 X 1 0 3300 0 INVISION TECHNOLOGIES INC COM 461851107 55 1,100 X 1 600 0 500 INVITROGEN CORP COM 46185R100 2,034 28,255 X 1 27555 0 700 IOMEGA CORP COM NEW 462030305 7 1,343 X 1 1343 0 0 IONICS INC COM 462218108 381 13,500 X 1 9300 2500 1,700 IPASS INC COM 46261V108 5 500 X 1 500 0 0 IRELAND BK SPONSORED ADR COM 46267Q103 97 1,810 X 1 1810 0 0 IRON MTN INC PA COM 462846106 28,089 767,549 X 1 564478 10387 192,684 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,225 165,300 X 1 165300 0 0 IRWIN FINL CORP COM 464119106 63 2,400 X 1 2400 0 0 ISHARES INC MSCI EMU INDEX 464286608 809 12,900 X 1 11000 1500 400 ISHARES INC MSCI PAC J IDX 464286665 1,566 21,396 X 1 13796 3600 4,000 ISHARES INC MSCI UTD KINGD 464286699 11 700 X 1 700 0 0 ISHARES INC MSCI TAIWAN 464286731 5,734 529,900 X 1 525900 4000 0 ISHARES INC MSCI S KOREA 464286772 4,370 179,550 X 1 179180 0 370 ISHARES INC MSCI MEXICO 464286822 58 3,000 X 1 3000 0 0 ISHARES INC MSCI JAPAN 464286848 29,165 2,746,210 X 1 1923257 204500 618,453 ISHARES INC MSCI HONG KONG 464286871 33 3,275 X 1 3275 0 0 ISHARES TR DJ SEL DIV INX 464287168 924 16,595 X 1 12350 2445 1,800 ISHARES TR US TIPS BD FD 464287176 15,940 156,394 X 1 150602 1000 4,792 ISHARES TR S&P 500 INDEX 464287200 9,042 78,922 X 1 58713 18874 1,335 ISHARES TR MSCI EMERG MKT 464287234 9,900 61,254 X 1 58909 600 1,745 ISHARES TR GS CORP BD FD 464287242 12,598 116,970 X 1 30575 7860 78,535
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- ISHARES TR S&P GBL INF 464287291 418 8,200 X 1 5800 2400 0 ISHARES TR S&P500/BAR GRW 464287309 612 10,777 X 1 8477 0 2,300 ISHARES TR S&P GBL ENER 464287341 129 2,000 X 1 2000 0 0 ISHARES TR GS NAT RES IDX 464287374 6 50 X 1 50 0 0 ISHARES TR S&P/TOPIX 150 464287382 55 600 X 1 600 0 0 ISHARES TR S&P LTN AM 40 464287390 95 1,625 X 1 1625 0 0 ISHARES TR S&P500/BAR VAL 464287408 15 258 X 1 258 0 0 ISHARES TR 20+ YR TRS BD 464287432 10 125 X 1 0 0 125 ISHARES TR 7-10 YR TRS BD 464287440 509 6,125 X 1 5900 0 225 ISHARES TR 1-3 YR TRS BD 464287457 2,170 26,554 X 1 20179 4900 1,475 ISHARES TR MSCI EAFE IDX 464287465 39,144 273,737 X 1 271556 0 2,181 ISHARES TR RUSSELL MCP VL 464287473 897 9,050 X 1 4850 0 4,200 ISHARES TR RUSSELL MCP GR 464287481 51 660 X 1 660 0 0 ISHARES TR RUSSELL MIDCAP 464287499 1,121 15,797 X 1 15532 0 265 ISHARES TR S&P MIDCAP 400 464287507 2,961 24,354 X 1 20969 710 2,675 ISHARES TR GLDM SCHS SEMI 464287523 1,325 22,368 X 1 21848 0 520 ISHARES TR GLDM SACHS TEC 464287549 51 1,100 X 1 1100 0 0 ISHARES TR NASDQ BIO INDX 464287556 2,471 32,906 X 1 29778 0 3,128 ISHARES TR COHEN&ST RLTY 464287564 581 5,286 X 1 3586 0 1,700 ISHARES TR DJ US CON CYCL 464287580 23 413 X 1 413 0 0 ISHARES TR RUSSELL1000VAL 464287598 1,696 28,242 X 1 20407 0 7,835 ISHARES TR S&P MIDCP GROW 464287606 175 1,400 X 1 1250 0 150 ISHARES TR RUSSELL1000GRW 464287614 2,407 50,310 X 1 42861 0 7,449 ISHARES TR RUSSELL 1000 464287622 3,076 50,323 X 1 46873 0 3,450 ISHARES TR RUSL 2000 VALU 464287630 3,535 20,514 X 1 18739 500 1,275 ISHARES TR RUSL 2000 GROW 464287648 3,490 55,837 X 1 44650 0 11,187 ISHARES TR RUSSELL 2000 464287655 27,267 231,092 X 1 213626 900 16,566 ISHARES TR RUSSELL 3000 464287689 5,207 80,401 X 1 80068 0 333 ISHARES TR DJ US UTILS 464287697 104 1,775 X 1 1675 0 100 ISHARES TR S&P MIDCP VALU 464287705 23 200 X 1 200 0 0 ISHARES TR DJ US TELECOMM 464287713 128 6,000 X 1 6000 0 0 ISHARES TR DJ US TECH SEC 464287721 840 17,437 X 1 15059 0 2,378 ISHARES TR DJ US REAL EST 464287739 374 3,700 X 1 3700 0 0 ISHARES TR DJ US INDUSTRL 464287754 93 1,772 X 1 578 0 1,194 ISHARES TR DJ US HEALTHCR 464287762 241 4,108 X 1 2248 0 1,860 ISHARES TR DJ US FINL SVC 464287770 68 663 X 1 663 0 0 ISHARES TR DJ US ENERGY 464287796 196 3,495 X 1 3495 0 0 ISHARES TR S&P SMLCAP 600 464287804 1,328 9,023 X 1 8143 300 580 ISHARES TR DJ US BAS MATL 464287838 29 642 X 1 642 0 0 ISHARES TR DJ US TOTL MKT 464287846 2,892 53,196 X 1 16610 0 36,586 ISHARES TR S&P EURO PLUS 464287861 1,192 17,922 X 1 13722 1200 3,000 ISHARES TR S&P SMLCP VALU 464287879 706 6,440 X 1 5940 0 500 ISHARES TR S&P SMLCP GROW 464287887 795 8,150 X 1 6800 0 1,350 ISIS PHARMACEUTICALS INC COM 464330109 18 3,200 X 1 200 0 3,000 ISLE OF CAPRI CASINOS INC COM 464592104 13 750 X 1 0 0 750 ISTA PHARMACEUTICALS INC COM NEW 45031X204 330 31,600 X 1 100 2500 29,000 ISTAR FINL INC COM 45031U101 19,411 485,272 X 1 244700 0 240,572 ITC DELTACOM INC NEW COM 45031T401 0 11 X 1 11 0 0 ITRON INC COM 465741106 21 900 X 1 100 0 800 ITT EDUCATIONAL SERVICES INC COM 45068B109 657 17,285 X 1 14310 0 2,975
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- ITT INDS INC IND COM 45Z99B9300 107 1,300 CALL X 1,300 ITT INDS INC IND COM 450911102 98,942 1,192,072 X 1 818132 93964 279,976 IVANHOE ENERGY INC COM 465790103 4 1,750 X 1 0 0 1,750 IVANHOE MINES LTD COM 46579N103 11 2,000 X 1 2000 0 0 IVAX CORP COM 465823102 1,329 55,407 X 1 44512 0 10,895 IVAX DIAGNOSTICS INC COM 45070W109 13 2,000 X 1 2000 0 0 IVILLAGE INC COM 46588H105 160 25,138 X 1 17732 0 7,406 IXIA COM 45071R109 9 900 X 1 900 0 0 IXYS CORP COM 46600W106 6 750 X 1 0 0 750 J & J SNACK FOODS CORP COM 466032109 24 600 X 1 600 0 0 J F CHINA REGION FD INC COM 46614T107 11 1,004 X 1 1004 0 0 J JILL GROUP INC COM 466189107 41 1,740 X 1 1740 0 0 J P MORGAN CHASE & CO COM 46625H100 293,263 7,564,172 X 1 5196057 574495 1,793,620 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 267 9,600 X 1 0 0 9,600 JABIL CIRCUIT INC COM 466313103 1,809 71,854 X 1 71154 600 100 JACK IN THE BOX INC COM 466367109 48 1,600 X 1 1400 0 200 JACOBS ENGR GROUP INC DEL COM 469814107 66,501 1,688,697 X 1 1242155 63775 382,767 JACUZZI BRANDS INC COM 469865109 442 54,846 X 1 8040 0 46,806 JAKKS PAC INC COM 47012E106 1,069 51,400 X 1 400 0 51,000 JAMES HARDIE INDS N V SPONSORED ADR 47030M106 14 700 X 1 700 0 0 JAMES MONROE BANCORP INC COM 470338104 109 5,816 X 1 5816 0 0 JANUS CAP GROUP INC COM 47102X105 5,051 306,300 X 1 277096 20000 9,204 JAPAN EQUITY FD INC COM 471057109 45 7,000 X 1 7000 0 0 JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 466 36,000 X 1 0 36000 0 JARDEN CORP COM 471109108 2,299 63,875 X 1 4550 0 59,325 JDA SOFTWARE GROUP INC COM 46612K108 67 5,100 X 1 3300 0 1,800 JDS UNIPHASE CORP COM 46612J101 5,714 1,507,536 X 1 892233 106190 509,113 JEFFERIES GROUP INC NEW COM 472319102 37,362 1,208,320 X 1 1174820 6600 26,900 JEFFERSON PILOT CORP COM 475070108 24,000 472,433 X 1 396575 4162 71,696 JEFFERSONVILLE BANCORP COM 47559A103 18 1,000 X 1 1000 0 0 JETBLUE AWYS CORP COM 477143101 515 17,523 X 1 12823 1100 3,600 JLG INDS INC COM 466210101 36 2,600 X 1 2600 0 0 JO-ANN STORES INC COM 47758P307 12 400 X 1 400 0 0 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 11 1,209 X 1 0 0 1,209 JOHNSON & JOHNSON COM 47899L876 109 2,000 CALL X 2,000 JOHNSON & JOHNSON COM 4781638M3 36 4,000 PUT X 1 4,000 JOHNSON & JOHNSON COM 47899L9N0 55 1,000 CALL X 1,000 JOHNSON & JOHNSON COM 47899L9N0 38 700 CALL X 700 JOHNSON & JOHNSON COM 47899L9P50 33 600 PUT X 600 JOHNSON & JOHNSON COM 47899L9N0 55 1,000 CALL X 1,000 JOHNSON & JOHNSON COM 47899L9509 55 1,000 PUT X 1,000 JOHNSON & JOHNSON COM 478160104 46,312 18,784,776 X 1 10806537 4284035 3,694,204 JOHNSON CTLS INC COM 478366107 17,581 329,344 X 1 197232 17350 114,762 JONES APPAREL GROUP INC COM 480074103 7,937 201,043 X 1 116831 52325 31,887 JONES LANG LASALLE INC COM 48020Q107 179 6,600 X 1 6100 0 500 JOS A BANK CLOTHIERS INC COM 480838101 71 2,250 X 1 0 0 2,250 JOURNAL COMMUNICATIONS INC CL A 481130102 16,984 901,940 X 1 900000 0 1,940 JOURNAL REGISTER CO COM 481138105 394 19,681 X 1 15469 0 4,212 JOY GLOBAL INC COM 481165108 301 10,075 X 1 5700 0 4,375 JUNIPER NETWORKS INC COM 48203R104 5,299 215,641 X 1 129806 1500 84,335 K V PHARMACEUTICAL CO CL A 482740206 1,359 58,857 X 1 3107 0 55,750
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- K2 INC COM 482732104 617 39,272 X 1 400 0 38,872 KADANT INC COM 48282T104 148 6,434 X 1 1975 992 3,467 KAMAN CORP CL A 483548103 235 16,789 X 1 2100 0 14,689 KANA SOFTWARE INC COM NEW 483600300 0 1 X 1 0 0 1 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 709 15,442 X 1 3700 0 11,742 KANEB SERVICES LLC COM 484173109 51 1,800 X 1 1500 300 0 KANSAS CITY LIFE INS CO COM 484836101 8 200 X 1 200 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 25,738 1,660,500 X 1 1385925 42000 232,575 KAYDON CORP COM 486587108 213 6,884 X 1 3700 0 3,184 KB HOME COM 48666K109 745 10,863 X 1 4350 600 5,913 KCS ENERGY INC COM 482434206 3,277 246,000 X 1 246000 0 0 KEANE INC COM 486665102 15,852 1,157,900 X 1 959500 14000 184,400 KEITHLEY INSTRS INC COM 487584104 92 4,175 X 1 0 0 4,175 KELLOGG CO COM 487836108 14,333 342,475 X 1 301618 4000 36,857 KELLWOOD CO COM 488044108 44 1,001 X 1 1001 0 0 KELLY SVCS INC CL A 488152208 182 6,100 X 1 100 0 6,000 KEMET CORP COM 488360108 438 35,822 X 1 26709 0 9,113 KENNAMETAL INC COM 489170100 14,509 316,785 X 1 290560 5000 21,225 KENSEY NASH CORP COM 490057106 24,864 720,700 X 1 632200 15000 73,500 KERR MCGEE CORP COM 492386107 40,302 749,534 X 1 538221 21935 189,378 KERR MCGEE CORP DECS 080404 492386305 36 645 X 1 645 0 0 KERZNER INTL LTD COM P6065Y107 5 100 X 1 100 0 0 KEY ENERGY SVCS INC COM 492914106 188 19,905 X 1 11000 0 8,905 KEYCORP NEW COM 493267108 9,468 316,786 X 1 183386 24332 109,068 KEYNOTE SYS INC COM 493308100 451 32,800 X 1 600 1600 30,600 KEYSPAN CORP COM 49337W100 3,737 101,829 X 1 79133 4625 18,071 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 53 1,900 X 1 0 0 1,900 KEYSTONE PPTY TR CORP COM 493596100 1,157 48,166 X 1 45836 0 2,330 KFORCE INC COM 493732101 218 23,100 X 1 0 2900 20,200 KFX INC COM 48245L107 229 30,000 X 1 0 30000 0 KILROY RLTY CORP COM 49427F108 177 5,200 X 1 5200 0 0 KIMBALL INTL INC CL B 494274103 19 1,300 X 1 800 0 500 KIMBERLY CLARK CORP COM 494368103 89,900 1,364,592 X 1 1098377 31748 234,467 KIMCO REALTY CORP COM 49446R109 23,324 512,612 X 1 275040 27700 209,872 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 18,049 443,564 X 1 320064 21500 102,000 KINDER MORGAN INC KANS COM 49455P101 7,968 134,393 X 1 121689 0 12,704 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 34 934 X 1 700 0 234 KINDRED HEALTHCARE INC COM 494580103 100 3,800 X 1 3800 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 140 2,800 X 1 500 0 2,300 KING PHARMACEUTICALS INC COM 495582108 137 11,940 X 1 11810 0 130 KINROSS GOLD CORP COM NEW 496902206 13 2,313 X 1 2313 0 0 KIRBY CORP COM 497266106 1,821 46,807 X 1 46617 0 190 KIRKLANDS INC COM 497498105 6 500 X 1 200 0 300 KLA-TENCOR CORP COM 482480100 19,240 389,630 X 1 346955 16925 25,750 KNBT BANCORP INC COM 482921103 17 1,000 X 1 1000 0 0 KNIGHT RIDDER INC COM 499040103 67,621 939,178 X 1 287538 1850 649,790 KNIGHT TRADING GROUP INC COM 499063105 88 8,750 X 1 8350 0 400 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 490 16,930 X 1 16930 0 0 KOGER EQUITY INC COM 500228101 277 11,980 X 1 11980 0 0 KOHLS CORP COM 500255104 19,774 467,679 X 1 392432 8155 67,092
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 144 18,107 X 1 17912 0 195 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 14,945 549,423 X 1 466095 0 83,328 KONINKLIJKE PHILIPS ELECTRS N V COM 50399M9800 26 1,000 CALL X 1,000 KONINKLIJKE PHILIPS ELECTRS N V COM 50399M9720 26 1,000 PUT X 1,000 KOOKMIN BK NEW SPONSORED ADR 50049M109 14 442 X 1 0 0 442 KOPIN CORP COM 500600101 1,442 282,116 X 1 189216 0 92,900 KOREA ELECTRIC PWR SPONSORED ADR 500631106 304 33,190 X 1 1540 0 31,650 KOREA FD COM 500634100 53 2,832 X 1 2832 0 0 KORN FERRY INTL COM NEW 500643200 4,671 241,161 X 1 241161 0 0 KOS PHARMACEUTICALS INC COM 500648100 49 1,500 X 1 1500 0 0 KRAFT FOODS INC CL A 50075N104 129,202 4,078,349 X 1 3314194 54995 709,160 KRAMONT RLTY TR COM SH BEN INT 50075Q107 128 8,000 X 1 2500 0 5,500 KRAMONT RLTY TR PFD CV B-1 BEN 50075Q206 20 700 X 1 700 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 578 30,233 X 1 28184 0 2,049 KROGER CO COM 50Z99A973 21 1,200 CALL X 1,200 KROGER CO COM 50Z99A109 31 1,800 PUT X 1,800 KROGER CO COM 501044101 6,699 368,097 X 1 275962 22900 69,235 KROLL INC COM 501049100 461 12,500 X 1 500 1000 11,000 KRONOS INC COM 501052104 251 6,096 X 1 6096 0 0 KRONOS WORLDWIDE INC COM 50105F105 94 2,748 X 1 2298 0 450 K-SEA TRANSN PARTNERS L P COM 48268Y101 26 1,000 X 1 1000 0 0 K-SWISS INC CL A 482686102 40 2,000 X 1 2000 0 0 KT CORP SPONSORED ADR 48268K101 3,354 185,938 X 1 185938 0 0 KULICKE & SOFFA INDS INC COM 501242101 72 6,580 X 1 4580 2000 0 KYOCERA CORP ADR 501556203 384 4,480 X 1 210 0 4,270 KYPHON INC COM 501577100 66 2,336 X 1 2204 0 132 L S B BANCSHARES N C COM 502158108 19 1,200 X 1 1200 0 0 L-3 COMMUNICATIONS HLDGS INC DEBT 4.000% 9/1 502424AD6 30 24,000 X 1 24000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 26,890 402,554 X 1 374416 650 27,488 LA JOLLA PHARMACEUTICAL CO COM 503459109 0 200 X 1 200 0 0 LA QUINTA CORP PAIRED CTF 50419U202 171 20,343 X 1 15142 0 5,201 LA Z BOY INC COM 505336107 2,943 163,680 X 1 163680 0 0 LABONE INC NEW COM 50540L105 111 3,500 X 1 3500 0 0 LABOR READY INC COM NEW 505401208 211 13,600 X 1 13600 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,777 44,760 X 1 36910 5000 2,850 LABRANCHE & CO INC COM 505447102 14,468 1,718,300 X 1 1604300 22000 92,000 LACLEDE GROUP INC COM 505597104 148 5,400 X 1 5400 0 0 LAFARGE COPPEE S A SPON ADR NEW 505861401 288 12,809 X 1 4129 0 8,680 LAFARGE NORTH AMERICA INC COM 505862102 51,448 1,188,160 X 1 1161660 0 26,500 LAIDLAW INTL INC COM 50730R102 53,734 4,146,139 X 1 141717 0 4,004,422 LAKELAND BANCORP INC COM 511637100 2 100 X 1 100 0 0 LAM RESEARCH CORP COM 512807108 365 13,650 X 1 12950 0 700 LAMAR ADVERTISING CO CL A 512815101 454 10,458 X 1 10358 0 100 LAMSON & SESSIONS CO COM 513696104 0 19 X 1 0 0 19 LANCASTER COLONY CORP COM 513847103 1,898 45,582 X 1 44052 0 1,530 LANCE INC COM 514606102 271 17,600 X 1 4900 12400 300 LANDAMERICA FINL GROUP INC COM 514936103 70 1,800 X 1 1500 0 300 LANDAUER INC COM 51476K103 116 2,600 X 1 1800 0 800 LANDEC CORP COM 514766104 71 10,436 X 1 0 5500 4,936 LANDRYS RESTAURANTS INC COM 51508L103 38 1,275 X 1 1275 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- LANDSTAR SYS INC COM 515098101 398 7,528 X 1 7528 0 0 LANTRONIX INC COM 516548104 113 90,000 X 1 0 7400 82,600 LARGE SCALE BIOLOGY CORP COM 517053104 104 75,161 X 1 75161 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 118 4,840 X 1 4840 0 0 LASERSCOPE COM 518081104 8 300 X 1 300 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 169 24,125 X 1 20425 0 3,700 LAUDER ESTEE COS INC CL A 518439104 6,519 133,632 X 1 122462 1450 9,720 LAUREATE EDUCATION INC COM 518613104 3,680 96,225 X 1 57975 3325 34,925 LAWSON PRODS INC COM 520776105 99 2,600 X 1 0 2600 0 LAWSON SOFTWARE INC COM 520780107 3,865 545,855 X 1 374165 0 171,690 LEAPFROG ENTERPRISES INC CL A 52186N106 91 4,560 X 1 4160 0 400 LEAR CORP COM 521865105 1,154 19,555 X 1 15255 0 4,300 LEARNING TREE INTL INC COM 522015106 17 1,200 X 1 400 0 800 LECROY CORP COM 52324W109 196 10,900 X 1 200 0 10,700 LEE ENTERPRISES INC COM 523768109 3,645 75,926 X 1 71906 0 4,020 LEESPORT FINANCIAL CORP COM 524477106 194 8,467 X 1 8467 0 0 LEGG MASON INC COM 524901105 8,520 93,614 X 1 8976 0 84,638 LEGGETT & PLATT INC COM 524660107 58,513 2,190,672 X 1 1581762 100475 508,435 LEHMAN BROS HLDGS INC COM 524908100 168,710 2,241,987 X 1 1864197 48811 328,979 LENNAR CORP CL A 526057104 755 16,883 X 1 10501 1000 5,382 LENNAR CORP CL B 526057302 33 808 X 1 424 0 384 LENNOX INTL INC COM 526107107 12,567 694,327 X 1 694327 0 0 LEUCADIA NATL CORP COM 527288104 704 14,160 X 1 3960 0 10,200 LEVEL 3 COMMUNICATIONS COM 52799B9780 17 5,500 PUT X 5,500 LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 77 100,000 X 1 0 0 100,000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 395 112,461 X 1 108820 0 3,641 LEVITT CORP CL A 52742P108 92 3,567 X 1 2892 0 675 LEXAR MEDIA INC COM 52886P104 44 6,500 X 1 5000 0 1,500 LEXICON GENETICS INC COM 528872104 86 10,950 X 1 5450 0 5,500 LEXINGTON CORP PPTYS TR COM 529043101 402 20,168 X 1 18268 0 1,900 LEXMARK INTL NEW CL A 529771107 33,473 346,756 X 1 272390 14650 59,716 LIBBEY INC COM 529898108 375 13,500 X 1 3200 10000 300 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 10 1,057 X 1 61 0 996 LIBERTY CORP S C COM 530370105 683 14,540 X 1 14540 0 0 LIBERTY MEDIA CORP COM 53099C9630 87 10,000 CALL X 10,000 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 3 3,000 X 1 3000 0 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 136,488 15,182,165 X 1 12238071 577618 2,366,476 LIBERTY MEDIA INTL INC COM SER A 530719103 25,776 694,756 X 1 555938 28531 110,287 LIBERTY PPTY TR SH BEN INT 531172104 12,423 308,956 X 1 181699 39700 87,557 LIFECORE BIOMEDICAL INC COM 532187101 24 3,920 X 1 300 0 3,620 LIFELINE SYS INC COM 532192101 9 400 X 1 400 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 114,620 3,079,524 X 1 497933 6800 2,574,791 LIGAND PHARMACEUTICALS INC CL B 53220K207 152 8,758 X 1 5558 0 3,200 LIGHTBRIDGE INC COM 532226107 270 48,288 X 1 200 3600 44,488 LILLY ELI & CO COM 5324587420 34 500 CALL X 500 LILLY ELI & CO COM 5324587750 135 2,000 CALL X 2,000 LILLY ELI & CO COM 532457108 168,675 2,412,737 X 1 1532349 157984 722,404 LIMITED BRANDS INC COM 532716107 24,346 1,301,892 X 1 1139232 25600 137,060 LIN TV CORP CL A 532774106 361 17,007 X 1 600 0 16,407 LINCARE HLDGS INC COM 532791100 7,875 239,648 X 1 123045 26400 90,203
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- LINCOLN ELEC HLDGS INC COM 533900106 6,763 198,380 X 1 195980 0 2,400 LINCOLN NATL CORP IND COM 534187109 8,893 188,202 X 1 142861 3950 41,391 LINDSAY MFG CO COM 535555106 319 13,275 X 1 13075 0 200 LINEAR TECHNOLOGY CORP COM 535678106 28,648 725,807 X 1 666946 13000 45,861 LINENS N THINGS INC COM 535679104 1,358 46,340 X 1 8165 2400 35,775 LIONBRIDGE TECHNOLOGIES INC COM 536252109 73 9,525 X 1 1725 0 7,800 LIONS GATE ENTMNT CORP COM NEW 535919203 147 21,000 X 1 21000 0 0 LIQUIDMETAL TECHNOLOGIES INC COM 53634X100 12 8,258 X 1 1000 0 7,258 LITHIA MTRS INC CL A 536797103 22 900 X 1 900 0 0 LITTELFUSE INC COM 537008104 785 18,500 X 1 8000 0 10,500 LIZ CLAIBORNE INC COM 539320101 1,786 49,655 X 1 31455 1000 17,200 LL & E RTY TR UNIT BEN INT 502003106 5 830 X 1 330 0 500 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 342 10,725 X 1 1455 0 9,270 LOCKHEED MARTIN CORP COM 539830109 406,889 84,617,686 X 1 1247017 8254588 35,116,081 LODGENET ENTMT CORP COM 540211109 30 1,800 X 1 1800 0 0 LOEWS CORP NOTE 3.125% 9/1 540424AL2 158 165,000 X 1 90000 75000 0 LOEWS CORP COM 540424108 44,987 750,289 X 1 703234 0 47,055 LOEWS CORP CAROLNA GP STK 540424207 55,872 2,275,860 X 1 2123565 2070 150,225 LOGITECH INTERNATIONAL S A SPONSORED ADR 541419107 279 6,100 X 1 280 0 5,820 LONE STAR STEAKHOUSE SALOON COM 542307103 6,841 251,607 X 1 151665 19600 80,342 LONE STAR TECHNOLOGIES INC COM 542312103 1,611 58,470 X 1 20370 7000 31,100 LONGS DRUG STORES CORP COM 543162101 473 19,810 X 1 11100 1000 7,710 LONGVIEW FIBRE CO COM 543213102 256 17,400 X 1 16300 0 1,100 LOUDEYE CORP COM 545754103 2 1,000 X 1 1000 0 0 LOUISIANA PAC CORP COM 546347105 483 20,428 X 1 20428 0 0 LOWES COS INC COM 548661107 176,380 3,356,433 X 1 2309453 208484 838,496 LSI INDS INC COM 50216C108 21 1,825 X 1 1200 0 625 LSI LOGIC CORP COM 502161102 735 96,461 X 1 64768 0 31,693 LTC PPTYS INC COM 502175102 198 11,900 X 1 11400 0 500 LTX CORP COM 502392103 203 18,800 X 1 18800 0 0 LUBRIZOL CORP COM 549271104 1,538 41,974 X 1 28244 0 13,730 LUBYS INC COM 549282101 69 10,000 X 1 10000 0 0 LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK3 494 440,000 X 1 440000 0 0 LUCENT TECHNOLOGIES INC COM 549463107 3,242 857,710 X 1 639592 37732 180,386 LUFKIN INDS INC COM 549764108 1,146 35,825 X 1 35825 0 0 LUMINENT MTG CAP INC COM 550278303 15,046 1,253,850 X 1 1250500 0 3,350 LUMINEX CORP DEL COM 55027E102 288 28,600 X 1 23775 0 4,825 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 14,489 857,306 X 1 497556 166900 192,850 LYDALL INC DEL COM 550819106 3 300 X 1 300 0 0 LYNCH CORP COM 551137102 7 500 X 1 500 0 0 LYNCH INTERACTIVE CORP COM 551146103 34 1,000 X 1 1000 0 0 LYNX THERAPEUTICS INC COM PAR $0.01 551812407 16 7,000 X 1 7000 0 0 LYONDELL CHEMICAL CO COM 552078107 2,177 125,198 X 1 114828 4700 5,670 M & F WORLDWIDE CORP COM 552541104 1 41 X 1 41 0 0 M & T BK CORP COM 55261F104 5,489 62,882 X 1 27496 15700 19,686 M D C HLDGS INC COM 552676108 39 620 X 1 620 0 0 M SYS FLASH DISK PIONEERS LT ORD M7061C100 319 21,400 X 1 0 0 21,400 MACATAWA BK CORP COM 554225102 0 8 X 1 8 0 0 MACDERMID INC COM 554273102 676 19,967 X 1 13867 0 6,100 MACE SEC INTL INC COM NEW 554335208 14 2,450 X 1 2450 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- MACERICH CO COM 554382101 2,495 52,120 X 1 42900 0 9,220 MAC-GRAY CORP COM 554153106 1 100 X 1 0 0 100 MACK CALI RLTY CORP COM 554489104 3,767 91,041 X 1 51451 18000 21,590 MACROCHEM CORP DEL COM 555903103 4 2,500 X 1 0 0 2,500 MACROMEDIA INC COM 556100105 387 15,750 X 1 9950 0 5,800 MACROVISION CORP COM 555904101 1,203 48,060 X 1 7060 0 41,000 MAD CATZ INTERACTIVE INC COM 556162105 6 10,000 X 1 10000 0 0 MADDEN STEVEN LTD COM 556269108 34 1,700 X 1 0 0 1,700 MAF BANCORP INC COM 55261R108 22 516 X 1 516 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 107 2,100 X 1 1500 0 600 MAGELLAN PETE CORP COM 559091301 78 59,368 X 1 59368 0 0 MAGMA DESIGN AUTOMATION COM 559181102 40 2,100 X 1 2100 0 0 MAGNA ENTMT CORP CL A 559211107 34 5,700 X 1 5000 0 700 MAGNA INTL INC CL A 559222401 199 2,342 X 1 1475 0 867 MAGNETEK INC COM 559424106 24 2,900 X 1 0 0 2,900 MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 116 11,200 X 1 6200 0 5,000 MAGUIRE PPTYS INC COM 559775101 7 275 X 1 275 0 0 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 61 3,000 X 1 0 0 3,000 MAINE & MARITIMES CORP COM 560377103 18 560 X 1 560 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1 30 X 1 30 0 0 MAIR HOLDINGS INC COM 560635104 14 1,700 X 1 1700 0 0 MALAYSIA FD INC COM 560905101 4 700 X 1 700 0 0 MANAGED HIGH YIELD PLUS FD I COM 561911108 95 18,000 X 1 0 0 18,000 MANAGED MUNS PORTFOLIO INC COM 561662107 96 8,914 X 1 0 0 8,914 MANDALAY RESORT GROUP COM 562567107 266 3,878 X 1 3603 0 275 MANHATTAN ASSOCS INC COM 562750109 18 575 X 1 575 0 0 MANITOWOC INC COM 563571108 1,586 46,863 X 1 41633 0 5,230 MANOR CARE INC NEW COM 564055101 8,726 266,986 X 1 217786 1900 47,300 MANPOWER INC DBCV 8/1 56418HAC4 4 5,000 X 1 5000 0 0 MANPOWER INC COM 56418H100 1,940 38,212 X 1 23632 450 14,130 MANTECH INTL CORP CL A 564563104 6 300 X 1 300 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 56 1,700 X 1 1700 0 0 MANUGISTICS GROUP INC COM 565011103 5 1,500 X 1 0 0 1,500 MANULIFE FINL CORP COM 56501R106 2,834 69,985 X 1 66623 0 3,362 MAPICS INC COM 564910107 97 9,204 X 1 1400 752 7,052 MAPINFO CORP COM 565105103 3 250 X 1 250 0 0 MARATHON OIL CORP COM 565849106 6,031 159,385 X 1 128490 0 30,895 MARCUS CORP COM 566330106 10 600 X 1 300 0 300 MARINE PETE TR UNIT BEN INT 568423107 57 1,900 X 1 1900 0 0 MARISA CHRISTINA INC COM 570268102 33 26,644 X 1 0 0 26,644 MARKEL CORP COM 570535104 500 1,800 X 1 1725 0 75 MARRIOTT INTL INC NEW CL A 571903202 5,889 118,074 X 1 95644 4800 17,630 MARSH & MCLENNAN COS INC COM 571748102 138,144 3,044,165 X 1 1970743 166798 906,624 MARSHALL & ILSLEY CORP COM 571834100 4,321 110,530 X 1 83130 20800 6,600 MARTEK BIOSCIENCES CORP COM 572901106 913 16,259 X 1 590 3000 12,669 MARTEN TRANS LTD COM 573075108 2 100 X 1 100 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 25 2,830 X 1 2230 100 500 MARTIN MARIETTA MATLS INC COM 573284106 1,490 33,612 X 1 32572 0 1,040 MARVEL ENTERPRISES INC COM 57383M108 150 7,675 X 1 7675 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 762 28,550 X 1 0 0 28,550
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- MASCO CORP COM 574599106 31,555 1,012,028 X 1 776441 31672 203,915 MASSEY ENERGY CORP COM 576206106 447 15,850 X 1 14050 200 1,600 MASSMUTUAL CORPORATE INVS IN COM 576292106 48 2,000 X 1 2000 0 0 MASSMUTUAL PARTN INVS SH BEN INT 576299101 56 5,000 X 1 5000 0 0 MASTEC INC COM 576323109 6 1,100 X 1 300 0 800 MATERIAL SCIENCES CORP COM 576674105 53 5,020 X 1 0 0 5,020 MATRIA HEALTHCARE INC COM NEW 576817209 38 1,500 X 1 1000 0 500 MATRITECH INC COM 576818108 3 2,000 X 1 0 2000 0 MATRIX BANCORP INC COM 576819106 73 6,000 X 1 6000 0 0 MATRIXONE INC COM 57685P304 402 58,277 X 1 52915 0 5,362 MATSUSHITA ELEC INDL ADR 576879209 2,580 179,620 X 1 13100 0 166,520 MATTEL INC COM 577081102 9,282 508,609 X 1 299243 121400 87,966 MATTHEWS INTL CORP CL A 577128101 95 2,880 X 1 1250 0 1,630 MATTSON TECHNOLOGY INC COM 577223100 1 70 X 1 70 0 0 MAVERICK TUBE CORP COM 577914104 5,203 198,120 X 1 101120 0 97,000 MAXIM INTEGRATED PRODS INC COM 57772K101 18,990 362,260 X 1 302350 1125 58,785 MAXIM PHARMACEUTICALS INC COM 57772M107 48 5,000 X 1 5000 0 0 MAXIMUS INC COM 577933104 134 3,775 X 1 725 0 3,050 MAXTOR CORP COM NEW 577729205 284 42,835 X 1 25214 0 17,621 MAXWELL SHOE INC CL A 577766108 31 1,350 X 1 0 0 1,350 MAXXAM INC COM 577913106 37 1,404 X 1 11 0 1,393 MAXYGEN INC COM 577776107 17 1,650 X 1 1650 0 0 MAY DEPT STORES CO COM 577778103 32,306 1,175,185 X 1 551319 43628 580,238 MAYTAG CORP COM 578592107 1,139 46,454 X 1 28981 0 17,473 MB FINL INC NEW COM 55264U108 226 6,150 X 1 6150 0 0 MBIA INC COM 55262C100 14,992 262,456 X 1 177477 25125 59,854 MBNA CORP COM 55262L100 59,814 2,319,275 X 1 1221305 279356 818,614 MBT FINL CORP COM 578877102 525 28,796 X 1 28796 0 0 MCCLATCHY CO CL A 579489105 479 6,830 X 1 6330 0 500 MCCORMICK & CO INC COM NON VTG 579780206 13,733 403,927 X 1 318207 37000 48,720 MCDATA CORP CL B 580031102 11 2,200 X 1 800 0 1,400 MCDATA CORP CL A 580031201 89 16,519 X 1 15035 7 1,477 MCDERMOTT INTL INC COM 580037109 297 29,226 X 1 28032 0 1,194 MCDONALDS CORP COM 580135101 61,742 2,374,687 X 1 1746950 46904 580,833 MCG CAPITAL CORP COM 58047P107 40,480 2,632,003 X 1 2489204 0 142,799 MCGRATH RENTCORP COM 580589109 5 130 X 1 130 0 0 MCGRAW HILL COS INC COM 580645109 119,997 1,567,152 X 1 910504 176676 479,972 MCGRAW HILL INC COM 58099Z9Y00 38 500 CALL X 500 MCGRAW HILL INC COM 58099Z9X20 38 500 PUT X 500 MCKESSON CORP COM 58155Q103 31,808 926,556 X 1 537196 62900 326,460 MCLEODUSA INC CL A 582266706 0 529 X 1 529 0 0 MCMORAN EXPLORATION CO COM 582411104 3,207 205,851 X 1 205483 43 325 MDS INC COM 55269P302 31 2,000 X 1 2000 0 0 MDU RES GROUP INC COM 552690109 2,598 108,101 X 1 89126 1200 17,775 MEADOWBROOK INS GROUP INC COM 58319P108 15 2,900 X 1 0 0 2,900 MEADWESTVACO CORP COM 583334107 9,146 311,184 X 1 242397 4365 64,422 MEDAREX INC COM 583916101 1,887 258,800 X 1 152975 2000 103,825 MEDCO HEALTH SOLUTIONS INC COM 58405U102 18,039 481,038 X 1 325347 52105 103,586 MEDIA GEN INC CL A 584404107 231 3,600 X 1 2300 0 1,300 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 77 9,882 X 1 9160 0 722
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- MEDICAL ACTION INDS INC COM 58449L100 17 900 X 1 600 0 300 MEDICAL STAFFING NETWK HLDGS COM 58463F104 2 300 X 1 300 0 0 MEDICINES CO COM 584688105 131 4,309 X 1 3601 0 708 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 808 20,224 X 1 11170 500 8,554 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 32 22,000 X 1 22000 0 0 MEDIMMUNE INC COM 584699102 3,989 170,553 X 1 139384 8000 23,169 MEDIWARE INFORMATION SYS INC COM 584946107 19 1,500 X 1 0 0 1,500 MEDQUIST INC COM 584949101 45 3,920 X 1 3520 0 400 MEDTOX SCIENTIFIC INC COM NEW 584977201 20 1,936 X 1 242 0 1,694 MEDTRONIC INC COM 585055106 429,315 8,811,874 X 1 6696964 300618 1,814,292 MELLON FINL CORP COM 58551A108 66,142 2,255,100 X 1 1752110 163395 339,595 MEMC ELECTR MATLS INC COM 552715104 699 70,740 X 1 8540 0 62,200 MENS WEARHOUSE INC COM 587118100 2,531 95,900 X 1 800 0 95,100 MENTOR CORP MINN COM 587188103 117 3,400 X 1 3400 0 0 MENTOR GRAPHICS CORP COM 587200106 69 4,400 X 1 4200 0 200 MERCANTILE BANK CORP COM 587376104 23 630 X 1 525 0 105 MERCANTILE BANKSHARES CORP COM 587405101 18,628 397,861 X 1 193241 62191 142,429 MERCER INS GROUP INC COM 587902107 151 12,548 X 1 4594 0 7,954 MERCHANTS BANCSHARES INC COM 588448100 481 18,330 X 1 18330 0 0 MERCK & CO COM 58799X9C60 463 10,000 CALL X 10,000 MERCK & CO COM 58799X9E20 949 20,500 CALL X 20,500 MERCK & CO COM 58799X9C60 14 300 CALL X 300 MERCK & CO COM 58799X9D40 14 300 CALL X 300 MERCK & CO INC COM 589331107 609,045 12,822,001 X 1 7749012 2540986 2,532,003 MERCURY COMPUTER SYS COM 589378108 15 600 X 1 600 0 0 MERCURY GENL CORP NEW COM 589400100 55 1,100 X 1 1100 0 0 MERCURY INTERACTIVE CORP COM 589405109 959 19,234 X 1 10965 300 7,969 MEREDITH CORP COM 589433101 804 14,631 X 1 6320 700 7,611 MERGE TECHNOLOGIES INC COM 589981109 15 1,000 X 1 1000 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 3 298 X 1 298 0 0 MERIDIAN RESOURCE CORP COM 58977Q109 4 600 X 1 600 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 4,057 593,085 X 1 286337 0 306,748 MERRILL LYNCH & CO INC COM 590188108 65,226 1,208,337 X 1 1045914 41725 120,698 MERRILL MERCHANTS BANC COM 59021H103 174 7,265 X 1 5205 0 2,060 MESA AIR GROUP INC COM 590479101 81 10,000 X 1 10000 0 0 MESA RTY TR UNIT BEN INT 590660106 135 2,500 X 1 0 2500 0 MESABI TR CTF BEN INT 590672101 16 2,000 X 1 2000 0 0 MESTEK INC COM 590829107 2 100 X 1 100 0 0 META GROUP INC COM 591002100 257 62,048 X 1 62048 0 0 METAL MGMT INC NEW COM 591097209 6 300 X 1 300 0 0 METHANEX CORP COM 59151K108 123 9,243 X 1 195 0 9,048 METHODE ELECTRS INC CL A COM 591520200 21 1,600 X 1 1600 0 0 METLIFE INC COM 59156R108 62,091 1,731,977 X 1 1701163 900 29,914 METRIS COS INC COM 591598107 4 500 X 1 500 0 0 METRO GOLDWYN MAYER INC COM 591610100 110 9,050 X 1 7700 0 1,350 METRO ONE TELECOMMUNICATIONS COM 59163F105 300 204,100 X 1 203163 0 937 METROCORP BANCSHARES INC COM 591650106 66 4,300 X 1 2300 2000 0 METROLOGIC INSTRS INC COM 591676101 20 1,000 X 1 0 0 1,000 METTLER TOLEDO INTERNATIONAL COM 592688105 3,766 76,635 X 1 43309 10200 23,126 MFA MTG INVTS INC COM 55272X102 66 7,430 X 1 5120 0 2,310
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- MFC BANCORP LTD COM NEW 55271X202 19 1,000 X 1 1000 0 0 MFS CHARTER INCOME TR SH BEN INT 552727109 176 21,087 X 1 15087 0 6,000 MFS GOVT MKTS INCOME TR SH BEN INT 552939100 43 6,635 X 1 6635 0 0 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 73 12,504 X 1 5004 2500 5,000 MFS SPL VALUE TR SH BEN INT 55274E102 0 11 X 1 11 0 0 MGE ENERGY INC COM 55277P104 243 7,452 X 1 6375 0 1,077 MGI PHARMA INC COM 552880106 2,104 77,900 X 1 1800 6600 69,500 MGIC INVT CORP WIS COM 552848103 1,736 22,885 X 1 21785 0 1,100 MGM MIRAGE COM 552953101 79 1,680 X 1 1680 0 0 MI DEVS INC CL A SUB VTG 55304X104 3,728 138,077 X 1 57861 0 80,216 MICHAELS STORES INC COM 594087108 575 10,450 X 1 7915 0 2,535 MICREL INC COM 594793101 1,912 157,356 X 1 15510 0 141,846 MICRO LINEAR CORP COM 594850109 1 200 X 1 200 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1,652 52,376 X 1 31456 0 20,920 MICROMUSE INC COM 595094103 47 7,000 X 1 6500 0 500 MICRON TECHNOLOGY INC COM 595112103 1,614 105,445 X 1 94580 0 10,865 MICROS SYS INC COM 594901100 60 1,250 X 1 1050 0 200 MICROSEMI CORP COM 595137100 31 2,200 X 1 2200 0 0 MICROSOFT CORP COM 59499Z7N00 98 3,500 CALL X 3,500 MICROSOFT CORP COM 59499Z7R10 98 3,500 CALL X 3,500 MICROSOFT CORP COM 59499Z7L40 281 10,000 CALL X 10,000 MICROSOFT CORP COM 59499Z7P50 3 100 CALL X 100 MICROSOFT CORP COM 59499Z7P50 3 100 CALL X 100 MICROSOFT CORP COM 59499Z7P50 3 100 CALL X 100 MICROSOFT CORP COM 59499Z7P50 3 100 CALL X 100 MICROSOFT CORP COM 59499Z7R10 281 10,000 CALL X 10,000 MICROSOFT CORP COM 59499Z7Q30 281 10,000 PUT X 10,000 MICROSOFT CORP COM 594918104 820,417 28,726,088 X 1 23275816 956572 4,493,700 MICROSTRATEGY INC CL A NEW 594972408 130 3,040 X 1 3030 0 10 MICROTEK MEDICAL HLDGS INC COM 59515B109 12 2,300 X 1 0 0 2,300 MICROTUNE INC DEL COM 59514P109 22 4,651 X 1 4651 0 0 MICROVISION INC WASH COM 594960106 126 15,000 X 1 0 15000 0 MID-AMER APT CMNTYS INC COM 59522J103 664 17,522 X 1 16022 0 1,500 MIDAS GROUP INC COM 595626102 69 3,953 X 1 3933 0 20 MIDCAP SPDR TR UNIT SER 1 595635103 26,928 242,378 X 1 218867 10815 12,696 MIDDLEBURG FINANCIAL CORP COM 596094102 878 24,720 X 1 0 23400 1,320 MIDDLESEX WATER CO COM 596680108 293 15,099 X 1 12466 533 2,100 MID-STATE BANCSHARES COM 595440108 21 900 X 1 900 0 0 MIDWAY GAMES INC COM 598148104 67 5,800 X 1 2800 0 3,000 MIDWEST BANC HOLDINGS INC COM 598251106 161 7,200 X 1 7200 0 0 MILACRON INC COM 598709103 7,624 1,906,052 X 1 1070817 0 835,235 MILLEA HOLDINGS INC ADR 60032R106 488 6,533 X 1 6533 0 0 MILLENNIUM CHEMICALS INC COM 599903101 89 5,104 X 1 4600 0 504 MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB9 153 150,000 X 1 150000 0 0 MILLENNIUM PHARMACEUTICALS I COM 599902103 4,687 339,630 X 1 169983 25000 144,647 MILLER HERMAN INC COM 600544100 27,070 935,390 X 1 687830 48500 199,060 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 26 1,200 X 1 0 0 1,200 MILLIPORE CORP COM 601073109 7,181 127,390 X 1 73280 9400 44,710 MILLS CORP COM 601148109 208 4,450 X 1 4050 0 400 MIM CORP COM 553044108 264 30,400 X 1 400 0 30,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- MIND CTI LTD COM M70240102 0 42 X 1 0 0 42 MINDSPEED TECHNOLOGIES INC COM 602682106 71 14,425 X 1 14299 0 126 MINE SAFETY APPLIANCES CO COM 602720104 40 1,200 X 1 1200 0 0 MINERALS TECHNOLOGIES INC COM 603158106 7 127 X 1 127 0 0 MINORPLANET SYS USA INC COM NEW 604363200 0 902 X 1 902 0 0 MIPS TECHNOLOGIES INC COM 604567107 273 44,618 X 1 101 0 44,517 MISSION WEST PPTYS INC COM 605203108 161 13,300 X 1 12700 0 600 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 1,055 112,615 X 1 112265 0 350 MITY-LITE INC COM 606850105 5 300 X 1 300 0 0 MKS INSTRUMENT INC COM 55306N104 82 3,600 X 1 500 0 3,100 ML MACADAMIA ORCHARDS L P COM 55307U107 0 100 X 1 0 0 100 MMO2 PLC ADR 55309W101 52 3,051 X 1 3050 0 1 MOBILE MINI INC COM 60740F105 183 6,425 X 1 1700 0 4,725 MOBIUS MGMT SYSTEMS INC COM 606925105 1 100 X 1 100 0 0 MOCON INC COM 607494101 305 35,837 X 1 24700 0 11,137 MODEM MEDIA INC CL A 607533106 2,772 529,973 X 1 523773 0 6,200 MODINE MFG CO COM 607828100 479 15,039 X 1 1200 0 13,839 MODTECH HLDGS INC COM 60783C100 9 1,200 X 1 1200 0 0 MOHAWK INDS INC COM 608190104 15,305 208,724 X 1 186693 0 22,031 MOLEX INC COM 608554101 9,599 299,238 X 1 128164 38482 132,592 MOLEX INC CL A 608554200 62,644 2,296,327 X 1 1470374 157676 668,277 MOLINA HEALTHCARE INC COM 60855R100 8 200 X 1 200 0 0 MONACO COACH CORP COM 60886R103 25 900 X 1 900 0 0 MONDAVI ROBERT CORP CL A 609200100 4,107 110,950 X 1 92450 1100 17,400 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 1 180 X 1 180 0 0 MONSANTO CO NEW COM 61166W101 33,408 867,734 X 1 620171 53852 193,711 MONSTER WORLDWIDE INC COM 611742107 318 12,372 X 1 10315 0 2,057 MONTEREY PASTA CO COM 612570101 11 3,000 X 1 3000 0 0 MONTGOMERY STR INCOME SECS I COM 614115103 17 947 X 1 947 0 0 MONY GROUP INC COM 615337102 269 8,602 X 1 8252 0 350 MOODYS CORP COM 615369105 30,734 475,323 X 1 338422 12400 124,501 MOOG INC CL A 615394202 28 750 X 1 750 0 0 MORGAN STANLEY DEBT 1.250%12/3 617446GR4 18 20,000 X 1 0 0 20,000 MORGAN STANLEY COM NEW 617446448 205,394 3,892,249 X 1 2700476 229051 962,722 MORGAN STANLEY INSD MUN INCM 61745P791 38 2,830 X 1 575 0 2,255 MORGAN STANLEY COM 61999X9950 100 2,000 CALL X 2,000 MORGAN STANLEY ASIA PAC FD I COM 61744U106 79 7,000 X 1 0 7000 0 MORGAN STANLEY DEAN WITTER COM 61899V9T6 50 1,000 CALL X 1,000 MORGAN STANLEY EMER MKTS DEB COM 61744H105 115 13,855 X 1 13855 0 0 MORGAN STANLEY EMER MKTS FD COM 61744G107 350 26,468 X 1 25000 0 1,468 MORGAN STANLEY GROUP COM 61799J9310 100 2,000 CALL X 2,000 MORGAN STANLEY HIGH YIELD FD COM 61744M104 44 7,450 X 1 200 0 7,250 MOSCOW CABLECOM CORP COM 61945R100 2,085 245,000 X 1 0 0 245,000 MOTOROLA INC COM 620076109 35,834 1,963,489 X 1 1528168 91784 343,537 MOTOROLA INC EQTY UNIT 7% 620076208 98 1,975 X 1 975 0 1,000 MOVIE GALLERY INC COM 624581104 367 18,750 X 1 0 0 18,750 MPS GROUP INC COM 553409103 310 25,610 X 1 14285 0 11,325 MRO SOFTWARE INC COM 55347W105 130 9,600 X 1 2600 0 7,000 MRV COMMUNICATIONS INC COM 553477100 901 329,000 X 1 329000 0 0 MSC INDL DIRECT INC CL A 553530106 2,736 83,320 X 1 5325 0 77,995
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- MSC SOFTWARE CORP COM 553531104 816 91,190 X 1 3300 0 87,890 MTR GAMING GROUP INC COM 553769100 62 5,700 X 1 5700 0 0 MTS SYS CORP COM 553777103 460 19,600 X 1 12600 0 7,000 MUELLER INDS INC COM 624756102 24,418 682,081 X 1 457037 15400 209,644 MULTIMEDIA GAMES INC COM 625453105 1,708 63,700 X 1 62000 0 1,700 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 660 28,326 X 1 19700 0 8,626 MUNIHOLDINGS CALIF INSD FD I COM 625933106 19 1,436 X 1 1436 0 0 MUNIHOLDINGS N J INSD FD INC COM 625936109 41 3,034 X 1 1334 0 1,700 MUNIVEST FD II INC COM 62629P105 485 35,037 X 1 34690 0 347 MUNIVEST FD INC COM 626295109 427 49,615 X 1 44325 0 5,290 MUNIYIELD CALIF INS FD COM 62629L104 18 1,449 X 1 1449 0 0 MUNIYIELD FD INC COM 626299101 22 1,767 X 1 1767 0 0 MUNIYIELD INSD FD INC COM 62630E107 47 3,553 X 1 0 0 3,553 MUNIYIELD N J FD INC COM 62630L101 45 3,252 X 1 1552 0 1,700 MUNIYIELD PA INSD FD COM 62630V109 11 800 X 1 0 0 800 MUNIYIELD QUALITY FD II COM 62630T104 8 700 X 1 0 0 700 MUNIYIELD QUALITY FD INC COM 626302103 363 27,390 X 1 26990 0 400 MURPHY OIL CORP COM 626717102 7,896 107,140 X 1 96266 64 10,810 MVC CAP COM 553829102 12 1,250 X 1 1250 0 0 MYERS INDS INC COM 628464109 7 500 X 1 500 0 0 MYKROLIS CORP COM 62852P103 919 52,740 X 1 28617 1353 22,770 MYLAN LABS INC COM 628530107 1,117 55,166 X 1 48586 2250 4,330 MYRIAD GENETICS INC COM 62855J104 46 3,100 X 1 3100 0 0 MYSTIC FINL INC COM 628643108 1 25 X 1 0 0 25 NABI BIOPHARMACEUTICALS COM 629519109 40 2,800 X 1 2800 0 0 NABORS INDUSTRIES LTD SHS G6359F103 39,327 869,688 X 1 715512 17850 136,326 NACCO INDS INC CL A COM 629579103 1,925 20,267 X 1 20267 0 0 NANOGEN INC COM 630075109 14 2,000 X 1 2000 0 0 NANOMETRICS INC COM 630077105 11 1,000 X 1 1000 0 0 NARA BANCORP INC COM 63080P105 17 1,000 X 1 1000 0 0 NASDAQ 100 COM 63199X9Z10 361 10,000 PUT X 10,000 NASDAQ 100 TR UNIT SER 1 631100104 7,129 188,888 X 1 164752 4725 19,411 NASH FINCH CO COM 631158102 70 2,800 X 1 700 0 2,100 NASHUA CORP COM 631226107 1 100 X 1 0 0 100 NASSDA CORP COM 63172M101 6 1,400 X 1 1400 0 0 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 2,568 251,732 X 1 97500 28282 125,950 NATCO GROUP INC CL A 63227W203 2 300 X 1 300 0 0 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 28 790 X 1 790 0 0 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 516 4,948 X 1 2288 0 2,660 NATIONAL BANKSHARES INC VA COM 634865109 1 20 X 1 20 0 0 NATIONAL BEVERAGE CORP COM 635017106 5 500 X 1 500 0 0 NATIONAL CITY CORP COM 635405103 10,441 298,243 X 1 173527 44000 80,716 NATIONAL COMMERCE FINL CORP COM 63545P104 6,038 185,773 X 1 184449 0 1,324 NATIONAL FINL PARTNERS CORP COM 63607P208 18 500 X 1 500 0 0 NATIONAL FUEL GAS CO N J COM 636180101 9,191 367,648 X 1 186665 14000 166,983 NATIONAL GRID TRANSCO PLC SPONSORED ADR 636274102 61 1,555 X 1 1555 0 0 NATIONAL HEALTH INVS INC COM 63633D104 150 5,500 X 1 5500 0 0 NATIONAL HEALTH REALTY INC COM 635905102 24 1,400 X 1 1400 0 0 NATIONAL HEALTHCARE CORP COM 635906100 3 100 X 1 100 0 0 NATIONAL INSTRS CORP COM 636518102 41,276 1,346,711 X 1 962150 47350 337,211
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- NATIONAL PENN BANCSHARES INC COM 637138108 81 2,710 X 1 2710 0 0 NATIONAL PRESTO INDS INC COM 637215104 124 3,000 X 1 1400 0 1,600 NATIONAL PROCESSING INC COM 637229105 55 1,900 X 1 1900 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 4,367 198,627 X 1 187004 1200 10,423 NATIONAL WESTMINSTER BK PLC ADR REP PREF B 638539700 707 27,711 X 1 26911 0 800 NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 26 1,000 X 1 1000 0 0 NATIONAL-OILWELL INC COM 637071101 826 26,238 X 1 18255 2400 5,583 NATIONWIDE FINL SVCS INC CL A 638612101 1,987 52,842 X 1 42633 150 10,059 NATIONWIDE HEALTH PPTYS INC COM 638620104 743 39,337 X 1 33674 4300 1,363 NATURES SUNSHINE PRODUCTS IN COM 639027101 53 3,700 X 1 3700 0 0 NATUS MEDICAL INC DEL COM 639050103 1,233 193,241 X 1 87741 0 105,500 NATUZZI S P A ADR 63905A101 7 650 X 1 0 0 650 NAUTILUS GROUP INC COM 63910B102 37 1,938 X 1 1938 0 0 NAVIGANT CONSULTING INC COM 63935N107 258 12,050 X 1 4925 0 7,125 NAVIGANT INTL INC COM 63935R108 84 4,738 X 1 4738 0 0 NAVISTAR INTL CORP NEW COM 63934E108 534 13,792 X 1 12492 400 900 NBT BANCORP INC COM 628778102 60 2,670 X 1 2270 0 400 NBTY INC COM 628782104 91 3,080 X 1 1530 0 1,550 NCI BUILDING SYS INC COM 628852105 4,379 134,525 X 1 67530 0 66,995 NCO GROUP INC COM 628858102 48 1,800 X 1 1800 0 0 NCR CORP NEW COM 62886E108 5,890 118,771 X 1 94794 537 23,440 NDCHEALTH CORP COM 639480102 75 3,200 X 1 1200 0 2,000 NEIGHBORCARE INC COM 64015Y104 64 2,030 X 1 500 0 1,530 NEIMAN MARCUS GROUP INC CL A 640204202 234 4,212 X 1 4012 0 200 NEIMAN MARCUS GROUP INC CL B 640204301 93 1,782 X 1 1782 0 0 NEKTAR THERAPEUTICS COM 640268108 198 9,917 X 1 7880 0 2,037 NELNET INC CL A 64031N108 2 100 X 1 100 0 0 NELSON THOMAS INC COM 640376109 7 300 X 1 0 0 300 NEOFORMA COM INC COM NEW 640475505 23 1,859 X 1 1859 0 0 NEOMAGIC CORP COM 640497103 59 20,300 X 1 0 6600 13,700 NEON SYS INC COM 640509105 59 16,300 X 1 0 3200 13,100 NEOSE TECHNOLOGIES INC COM 640522108 2 200 X 1 200 0 0 NEOWARE SYS INC COM 64065P102 624 75,400 X 1 6000 0 69,400 NET2PHONE COM 64108N106 32 7,000 X 1 7000 0 0 NETBANK INC COM 640933107 76 6,910 X 1 5010 0 1,900 NETEGRITY INC COM 64110P107 25 2,950 X 1 2500 0 450 NETFLIX COM INC COM 64110L106 32 900 X 1 900 0 0 NETIQ CORP COM 64115P102 36 2,700 X 1 2700 0 0 NETSCOUT SYS INC COM 64115T104 1 100 X 1 100 0 0 NETSOLVE INC COM 64115J106 386 39,000 X 1 0 3100 35,900 NETWORK APPLIANCE INC COM 64120L104 2,600 120,773 X 1 96489 0 24,284 NETWORK EQUIP TECHNOLOGIES SDCV 7.250% 5/1 641208AA1 891 1,010,000 X 1 758000 52000 200,000 NETWORK EQUIP TECHNOLOGIES COM 641208103 82 10,040 X 1 10040 0 0 NETWORKS ASSOCS INC COM 640938106 12,938 713,617 X 1 461799 21100 230,718 NEUBERGER BERMAN INTER MUNI COM 64124P101 21 1,700 X 1 1700 0 0 NEUBERGER BERMAN RE ES SEC F COM 64190A103 13 1,000 X 1 1000 0 0 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 3 700 X 1 0 0 700 NEUROCRINE BIOSCIENCES INC COM 64299X9W50 51 1,000 CALL X 1,000 NEUROCRINE BIOSCIENCES INC COM 64125C109 781 15,068 X 1 9700 0 5,368 NEW CENTURY FINANCIAL CORP COM 64352D101 148 3,167 X 1 1367 0 1,800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- NEW ENGLAND BUSINESS SVC INC COM 643872104 93 2,110 X 1 510 600 1,000 NEW ENGLAND RLTY ASSOC LTD P DEPOSITRY RCPT 644206104 25 400 X 1 400 0 0 NEW GERMANY FD INC COM 644465106 566 72,500 X 1 72500 0 0 NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 563 18,200 X 1 17700 0 500 NEW JERSEY RES COM 646025106 7,662 184,267 X 1 116099 16750 51,418 NEW PLAN EXCEL RLTY TR INC COM 648053106 1,376 58,925 X 1 33225 7400 18,300 NEW YORK CMNTY BANCORP INC COM 649445103 2,175 110,818 X 1 42781 0 68,037 NEW YORK CMNTY CAP TR V BONUSES 64944P307 24 445 X 1 445 0 0 NEW YORK TIMES CO CL A 650111107 32,653 730,328 X 1 621764 32440 76,124 NEWALLIANCE BANCSHARES INC COM 650203102 169 12,100 X 1 1100 0 11,000 NEWCASTLE INVT CORP COM 65105M108 476 15,900 X 1 14900 0 1,000 NEWELL RUBBERMAID INC COM 651229106 178,787 7,607,966 X 1 5764381 296200 1,547,385 NEWFIELD EXPL CO COM 651290108 5,382 96,550 X 1 88941 0 7,609 NEWMONT MINING CORP COM 651639106 16,260 419,499 X 1 306382 11100 102,017 NEWPARK RES INC COM PAR $.01NEW 651718504 110 17,800 X 1 3600 0 14,200 NEWPORT CORP COM 651824104 448 27,700 X 1 27400 0 300 NEWS CORP LTD ADR NEW 652487703 17,269 487,552 X 1 339080 39900 108,572 NEWS CORP LTD SP ADR PFD 652487802 125,161 3,806,614 X 1 3050550 71389 684,675 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 131 135,000 X 1 135000 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 119,622 4,486,944 X 1 2932495 278067 1,276,382 NEXTEL PARTNERS INC CL A 65333F107 661 41,520 X 1 16170 0 25,350 NIC INC COM 62914B100 51 7,100 X 1 0 0 7,100 NICOR INC COM 654086107 738 21,733 X 1 20803 0 930 NII HLDGS INC CL B NEW 62913F201 193 5,750 X 1 950 0 4,800 NIKE INC CL B 654106103 3,325 43,899 X 1 41176 300 2,423 NIKU CORP COM NEW 654113703 14 1,264 X 1 464 0 800 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 721 26,865 X 1 26495 0 370 NISOURCE INC COM 65473P105 1,874 90,864 X 1 75104 0 15,760 NISSAN MOTORS SPONSORED ADR 654744408 5,975 267,221 X 1 191260 16800 59,161 NL INDS INC COM NEW 629156407 79 5,422 X 1 4534 0 888 NMS COMMUNICATIONS CORP COM 629248105 240 32,500 X 1 5500 4800 22,200 NN INC COM 629337106 44 3,500 X 1 1200 0 2,300 NOBLE CORPORATION SHS G65422100 11,960 315,663 X 1 268360 8400 38,903 NOBLE ENERGY INC COM 655044105 42,720 837,650 X 1 835520 0 2,130 NOBLE INTL LTD COM 655053106 832 33,600 X 1 5000 0 28,600 NOKIA CORP SPONSORED ADR 654902204 130,112 8,948,609 X 1 6379652 589498 1,979,459 NOMURA HLDGS INC SPONSORED ADR 65535H208 732 48,970 X 1 4790 0 44,180 NORAM ENERGY CORP SDCV 6.000% 3/1 655419AC3 59 60,000 X 1 60000 0 0 NORANDA INC COM 655422103 275 16,000 X 1 16000 0 0 NORDIC AMERICAN TANKER SHIPP COM G65773106 101 3,066 X 1 530 0 2,536 NORDSON CORP COM 655663102 126 2,900 X 1 2900 0 0 NORDSTROM INC COM 655664100 4,430 103,985 X 1 28585 0 75,400 NORFOLK SOUTHERN CORP COM 655844108 22,269 839,706 X 1 541611 91452 206,643 NORSK HYDRO A S SPONSORED ADR 656531605 1,347 20,588 X 1 16668 0 3,920 NORSTAN INC COM 656535101 3 1,000 X 1 1000 0 0 NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB8 96 100,000 X 1 100000 0 0 NORTEL NETWORKS CORP NEW COM 656568102 13,377 2,680,802 X 1 1822231 32900 825,671 NORTH AMERN PALLADIUM LTD COM 656912102 200 22,799 X 1 20399 0 2,400 NORTH AMERN SCIENTIFIC INC COM 65715D100 24 2,903 X 1 1903 0 1,000 NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 1,029 41,564 X 1 30364 5000 6,200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- NORTH FORK BANCORPORATION NY COM 659424105 93,252 2,450,783 X 1 1569293 180950 700,540 NORTH PITTSBURGH SYS INC COM 661562108 39 1,930 X 1 1930 0 0 NORTHEAST BANCORP COM 663904100 14 700 X 1 0 400 300 NORTHEAST UTILS COM 664397106 591 30,326 X 1 26333 693 3,300 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 1,779 44,526 X 1 31633 0 12,893 NORTHERN TR CORP COM 665859104 492,559 11,649,926 X 1 1340796 36000 10,273,130 NORTHROP GRUMMAN CORP COM 666807102 504,746 9,399,377 X 1 181507 2756 9,215,114 NORTHWAY FINL INC COM 667270102 577 16,500 X 1 16500 0 0 NORTHWEST AIRLS CORP CL A 667280101 211 19,050 X 1 18300 0 750 NORTHWEST BANCORP INC PA COM 667328108 16 700 X 1 700 0 0 NORTHWEST NAT GAS CO COM 667655104 506 16,595 X 1 11295 0 5,300 NORTHWEST PIPE CO COM 667746101 28 1,600 X 1 0 0 1,600 NOVA CHEMICALS CORP COM 66977W109 1,426 49,300 X 1 10200 10000 29,100 NOVARTIS A G SPONSORED ADR 66987V109 17,983 404,102 X 1 299546 10516 94,040 NOVASTAR FINL INC COM 669947400 73 1,910 X 1 1910 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 3 100 X 1 100 0 0 NOVAVAX INC COM 670002104 108 20,000 X 1 20000 0 0 NOVELL INC COM 670006105 392 46,677 X 1 38040 0 8,637 NOVELLUS SYS INC COM 670008101 929 29,563 X 1 16286 7000 6,277 NOVEN PHARMACEUTICALS INC COM 670009109 1,553 70,535 X 1 70535 0 0 NOVO-NORDISK A S ADR 670100205 80,285 1,545,729 X 1 907451 66335 571,943 NOVOSTE CORP COM 67010C100 2 700 X 1 700 0 0 NPS PHARMACEUTICALS INC COM 62936P103 992 47,230 X 1 33380 0 13,850 NRG ENERGY INC COM NEW 629377508 10 400 X 1 400 0 0 NS GROUP INC COM 628916108 889 54,100 X 1 1100 0 53,000 NSTAR COM 67019E107 1,223 25,539 X 1 25310 0 229 NSTOR TECHNOLOGIES INC COM 67018N108 49 180,200 X 1 0 0 180,200 NTL INC DEL COM 62940M104 228 3,956 X 1 3656 0 300 NTL INC DEL WARRANT OR RIGHT 62940M138 1 95 X 1 36 0 59 NTN COMMUNUNICATIONS INC COM NEW 629410309 2 700 X 1 0 0 700 NU SKIN ENTERPRISES INC CL A 67018T105 2,871 113,400 X 1 1600 0 111,800 NUANCE COMMUNICATIONS INC COM 669967101 45 9,780 X 1 9780 0 0 NUCOR CORP COM 670346105 5,844 76,143 X 1 56933 0 19,210 NUI CORP COM 629431107 3,235 221,592 X 1 141933 0 79,659 NUTRITION 21 INC COM 67069V108 3 4,700 X 1 4700 0 0 NUVASIVE INC COM 670704105 11 1,000 X 1 1000 0 0 NUVEEN CA SELECT QUALITY MUN COM 670975101 168 12,000 X 1 12000 0 0 NUVEEN CALIF MUN VALUE FD COM 67062C107 13 1,500 X 1 1500 0 0 NUVEEN CALIF PERFORM PLUS MU COM 67062Q106 47 3,500 X 1 3500 0 0 NUVEEN CALIF QUALITY INCM MU COM 670985100 8 532 X 1 532 0 0 NUVEEN CONN DIVID ADVANTAGE COM 67071R103 45 3,000 X 1 3000 0 0 NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D107 400 27,182 X 1 12000 1600 13,582 NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 109 7,654 X 1 3654 0 4,000 NUVEEN INSD CALIF PREM INCOM COM 67061X102 86 6,200 X 1 6200 0 0 NUVEEN INSD FLA PREM INCOME COM 67101V108 264 18,516 X 1 18516 0 0 NUVEEN INSD MUN OPPORTUNITY COM 670984103 200 14,079 X 1 13079 0 1,000 NUVEEN INSD NY PREM INCOME F COM 67101R107 151 10,941 X 1 10000 0 941 NUVEEN INSD PREM INCOME MUN COM 6706D8104 134 10,619 X 1 3100 0 7,519 NUVEEN INSD QUALITY MUN FD I COM 67062N103 108 7,473 X 1 6473 0 1,000 NUVEEN INVT QUALITY MUN FD I COM 67062E103 63 4,549 X 1 4549 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- NUVEEN INVTS INC CL A 67090F106 248 9,260 X 1 9230 0 30 NUVEEN MASS PREM INCOME MUN COM 67061E104 72 5,100 X 1 0 0 5,100 NUVEEN MD PREM INCOME MUN FD COM 67061Q107 40 2,698 X 1 0 0 2,698 NUVEEN MUN ADVANTAGE FD INC COM 67062H106 11 813 X 1 613 0 200 NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 40 2,963 X 1 2963 0 0 NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P100 67 4,500 X 1 4500 0 0 NUVEEN N Y INVT QUALITY MUN COM 67062X101 226 15,891 X 1 3998 0 11,893 NUVEEN NJ INVT QUALITY MUN F COM 670971100 375 26,458 X 1 21773 0 4,685 NUVEEN NY MUN VALUE FD COM 67062M105 328 37,872 X 1 35675 0 2,197 NUVEEN NY PERFORM PLUS MUN F COM 67062R104 162 11,231 X 1 8740 0 2,491 NUVEEN NY QUALITY INCM MUN F COM 670986108 92 6,775 X 1 300 0 6,475 NUVEEN NY SELECT QUALITY MUN COM 670976109 106 7,500 X 1 0 0 7,500 NUVEEN NY SELECT TAX FREE PR SH BEN INT 67063V104 441 34,275 X 1 21325 0 12,950 NUVEEN OHIO QUALITY INCOME M COM 670980101 16 1,000 X 1 0 0 1,000 NUVEEN PA INVT QUALITY MUN F COM 670972108 70 5,130 X 1 0 0 5,130 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 613 44,862 X 1 44862 0 0 NUVEEN PFD & CONV INC FD COM 67073B106 40 3,000 X 1 1000 0 2,000 NUVEEN PFD & CONV INCOME FD COM SHS 67073D102 138 10,661 X 1 10661 0 0 NUVEEN PREM INCOME MUN FD COM 67062T100 189 14,378 X 1 2288 0 12,090 NUVEEN PREM INCOME MUN FD 2 COM 67063W102 152 11,330 X 1 10250 0 1,080 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 29 2,465 X 1 2465 0 0 NUVEEN PREMIER MUN INCOME FD COM 670988104 93 6,933 X 1 1750 0 5,183 NUVEEN QUALITY INCOME MUN FD COM 670977107 223 16,766 X 1 10733 0 6,033 NUVEEN QUALITY PFD INCOME FD COM 67072C105 258 18,360 X 1 18360 0 0 NUVEEN REAL ESTATE INCOME FD COM 67071B108 25 1,511 X 1 1511 0 0 NUVEEN SELECT MAT MUN FD SH BEN INT 67061T101 5 500 X 1 500 0 0 NUVEEN SELECT QUALITY MUN FD COM 670973106 59 4,245 X 1 4245 0 0 NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C106 21 1,680 X 1 1119 0 561 NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X100 315 24,892 X 1 24892 0 0 NUVEEN TEX QUALITY INCOME MU COM 670983105 69 4,951 X 1 4951 0 0 NVE CORP COM NEW 629445206 27 675 X 1 675 0 0 NVIDIA CORP COM 67066G104 475 23,200 X 1 19350 800 3,050 NVR INC COM 62944T105 193 400 X 1 400 0 0 NYFIX INC COM 670712108 13 2,700 X 1 2700 0 0 NYMAGIC INC COM 629484106 53 2,000 X 1 0 2000 0 O CHARLEYS INC COM 670823103 27 1,580 X 1 600 0 980 O REILLY AUTOMOTIVE INC COM 686091109 5,602 123,956 X 1 57140 43000 23,816 OAK INDS INC NOTE 4.875% 3/0 671400AL3 26 25,000 X 1 25000 0 0 OAKLEY INC COM 673662102 12,990 1,003,900 X 1 926700 16000 61,200 OCCIDENTAL PETE CORP DEL COM 674599105 38,545 796,235 X 1 586199 39300 170,736 OCEAN BIO CHEM INC COM 674631106 1 667 X 1 0 0 667 OCEANEERING INTL INC COM 675232102 9,080 265,100 X 1 245900 0 19,200 OCEANFIRST FINL CORP COM 675234108 109 4,550 X 1 4550 0 0 OCTEL CORP COM 675727101 3,079 116,957 X 1 52591 0 64,366 OCULAR SCIENCES INC COM 675744106 42 1,100 X 1 1100 0 0 OCWEN FINL CORP COM 675746101 25 2,080 X 1 2080 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 14 725 X 1 725 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 12 500 X 1 500 0 0 OFFICE DEPOT INC COM 676220106 1,607 89,773 X 1 81427 1000 7,346 OFFSHORE LOGISTICS INC COM 676255102 64 2,250 X 1 2250 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- OGE ENERGY CORP COM 670837103 2,158 84,733 X 1 62311 2800 19,622 OHIO ART CO COM 677143109 1 100 X 1 100 0 0 OHIO CAS CORP COM 677240103 98 4,900 X 1 4300 0 600 OIL STS INTL INC COM 678026105 18 1,200 X 1 1200 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 65 900 X 1 900 0 0 OLD DOMINION FGHT LINES INC COM 679580100 13 450 X 1 450 0 0 OLD NATL BANCORP IND COM 680033107 247 9,922 X 1 9892 0 30 OLD POINT FINL CORP COM 680194107 21 700 X 1 700 0 0 OLD REP INTL CORP COM 680223104 723 30,474 X 1 18249 0 12,225 OLIN CORP COM PAR $1 680665205 179 10,128 X 1 3810 3368 2,950 OLYMPIC STEEL INC COM 68162K106 41 2,000 X 1 2000 0 0 OM GROUP INC COM 670872100 1,349 40,850 X 1 28200 9000 3,650 OMEGA FINL CORP COM 682092101 31 900 X 1 500 0 400 OMEGA PROTEIN CORP COM 68210P107 13 1,300 X 1 1300 0 0 OMI CORP NEW COM Y6476W104 326 27,400 X 1 400 27000 0 OMNICARE INC COM 681904108 6,909 161,407 X 1 120273 10500 30,634 OMNICELL INC COM 68213N109 1,265 86,600 X 1 0 0 86,600 OMNICOM GROUP INC COM 681919106 25,390 334,566 X 1 274791 2800 56,975 OMNIVISION TECHNOLOGIES INC COM 682128103 146 9,165 X 1 9165 0 0 OMNOVA SOLUTIONS INC COM 682129101 72 11,873 X 1 3853 0 8,020 ON ASSIGNMENT INC COM 682159108 1,151 195,000 X 1 129900 12700 52,400 ONEOK INC NEW COM 682680103 971 44,184 X 1 33984 0 10,200 ONLINE RES CORP COM 68273G101 269 39,500 X 1 0 0 39,500 ONVIA COM INC COM NEW 68338T403 3 500 X 1 500 0 0 ONYX PHARMACEUTICALS INC COM 683399109 21 500 X 1 300 0 200 OPEN SOLUTIONS INC COM 68371P102 1,064 42,600 X 1 0 0 42,600 OPEN TEXT CORP COM 683715106 112 3,500 X 1 1500 0 2,000 OPENTV CORP CL A G67543101 5 2,199 X 1 0 0 2,199 OPENWAVE SYS INC COM NEW 683718308 28 2,160 X 1 2160 0 0 OPINION RESH CORP COM 683755102 25 3,581 X 1 3481 0 100 OPNET TECHNOLOGIES INC COM 683757108 65 4,925 X 1 925 0 4,000 OPPENHEIMER MULTI-SECTOR INC SH BEN INT 683933105 12 1,569 X 1 1569 0 0 OPSWARE INC COM 68383A101 13 1,600 X 1 1600 0 0 OPTIMAL GROUP INC CL A NEW 68388R208 2 200 X 1 200 0 0 OPTION CARE INC COM 683948103 24 1,600 X 1 400 0 1,200 ORACLE CORP COM 68389X105 54,208 4,543,888 X 1 3022003 228600 1,293,285 ORASURE TECHNOLOGIES INC COM 68554V108 49 5,000 X 1 0 0 5,000 ORBITAL SCIENCES CORP COM 685564106 33 2,400 X 1 2400 0 0 ORBITAL SCIENCES CORP WARRANT OR RIGHT 685564130 10 1,067 X 1 1016 0 51 ORCHID BIOSCIENCES INC COM PAR $0.01 68571P506 130 16,906 X 1 16800 0 106 ORIENTAL FINL GROUP INC COM 68618W100 35 1,310 X 1 1310 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 3,906 230,585 X 1 229485 0 1,100 ORTHODONTIC CTRS AMER INC COM 68750P103 115 14,020 X 1 13520 0 500 ORTHOFIX INTL N V COM N6748L102 7 155 X 1 155 0 0 ORTHOLOGIC CORP COM 68750J107 406 46,800 X 1 0 6800 40,000 ORTHOVITA INC COM 68750U102 5,140 1,000,000 X 1 1000000 0 0 OSCIENT PHARMACEUTICALS CORP COM 68812R105 271 53,067 X 1 0 0 53,067 OSHKOSH B GOSH INC CL A 688222207 40 1,600 X 1 1600 0 0 OSHKOSH TRUCK CORP COM 688239201 32 550 X 1 550 0 0 OSI PHARMACEUTICALS INC COM 671040103 2,784 39,530 X 1 5230 1500 32,800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ OSI SYSTEMS INC COM 671044105 2 105 X 1 105 0 0 OSTEOTECH INC COM 688582105 13 2,000 X 1 2000 0 0 OTTER TAIL CORP COM 689648103 494 18,388 X 1 15638 0 2,750 OUTBACK STEAKHOUSE INC COM 689899102 2,868 69,340 X 1 50980 0 18,360 OVERNITE CORP COM 690322102 35,280 1,200,000 X 1 1200000 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 97 2,200 X 1 1500 0 700 OVERSTOCK COM INC DEL COM 690370101 12 300 X 1 300 0 0 OWENS & MINOR INC NEW COM 690732102 96 3,700 X 1 3500 0 200 OWENS ILL INC COM NEW 690768403 110,718 6,606,099 X 1 6606099 0 0 OWENS ILL INC PFD CONV $.01 690768502 34 1,000 X 1 1000 0 0 OXFORD HEALTH PLANS INC COM 691471106 844 15,325 X 1 9355 0 5,970 P A M TRANSN SVCS INC COM 693149106 38 2,000 X 1 2000 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 259 6,298 X 1 1710 0 4,588 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 530 34,090 X 1 18625 0 15,465 PAB BANKSHARES INC COM 69313P101 1 100 X 1 100 0 0 PACCAR INC COM 693718108 6,935 119,581 X 1 106099 450 13,032 PACER INTL INC TENN COM 69373H106 17 900 X 1 900 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 4,905 174,385 X 1 123994 8522 41,869 PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 23 900 X 1 900 0 0 PACIFIC MERCANTILE BANCORP COM 694552100 33 3,000 X 1 3000 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 151 7,725 X 1 7725 0 0 PACIFICARE HEALTH SYS DEL COM 695112102 188 4,851 X 1 3951 0 900 PACKAGING CORP AMER COM 695156109 112 4,690 X 1 90 0 4,600 PACKETEER INC COM 695210104 911 56,390 X 1 55990 0 400 PACTIV CORP COM 695257105 361 14,489 X 1 13365 700 424 PAC-WEST TELECOM INC COM 69371Y101 0 30 X 1 0 0 30 PAIN THERAPEUTICS INC COM 69562K100 295 36,600 X 1 2300 4400 29,900 PALATIN TECHNOLOGIES INC COM 696077304 63 15,000 X 1 15000 0 0 PALL CORP COM 696429307 21,656 826,864 X 1 692379 43960 90,525 PALM HARBOR HOMES COM 696639103 7,303 411,908 X 1 181650 82576 147,682 PALMONE INC COM 69713P107 5,121 147,293 X 1 66255 0 81,038 PALMSOURCE INC COM 697154102 24 1,377 X 1 679 0 698 PAN AMERICAN SILVER CORP COM 697900108 79 6,000 X 1 2000 0 4,000 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 362 7,160 X 1 6912 0 248 PANAMSAT CORP NEW COM 697933109 51 2,200 X 1 2200 0 0 PANERA BREAD CO CL A 69840W108 13,297 370,611 X 1 240399 4200 126,012 PAPA JOHNS INTL INC COM 698813102 62 2,100 X 1 1300 600 200 PAR PHARMACEUTICAL COS INC COM 69888P106 1,949 55,357 X 1 36960 0 18,397 PARADIGM GENETICS INC COM 69900R106 33 41,880 1 41880 0 0 PARADYNE NETWORKS INC COM 69911G107 14 2,500 X 1 2500 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 124 24,880 X 1 24510 0 370 PAREXEL INTL CORP COM 699462107 186 9,400 X 1 400 0 9,000 PARK ELECTROCHEMICAL CORP COM 700416209 12 450 X 1 450 0 0 PARK NATL CORP COM 700658107 14,732 115,350 X 1 104150 2700 8,500 PARKER DRILLING CO COM 701081101 80 21,000 X 1 21000 0 0 PARKER HANNIFIN CORP COM 701094104 15,791 265,583 X 1 184091 42362 39,130 PARKERVISION INC COM 701354102 192 33,700 X 1 27200 1500 5,000 PARKVALE FINL CORP COM 701492100 5 200 X 1 200 0 0 PARKWAY PPTYS INC COM 70159Q104 2,133 47,979 X 1 47979 0 0 PARTNERRE LTD COM G6852T105 326 5,754 X 1 75 5400 279
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PARTNERS TRUST FINCL GROUP I COM 70213A103 38 1,920 X 1 1920 0 0 PARTY CITY CORP COM 702145103 0 1 X 1 1 0 0 PATHMARK STORES INC NEW COM 70322A101 36 4,700 X 1 4200 0 500 PATINA OIL & GAS CORP COM 703224105 90 3,024 X 1 3024 0 0 PATRICK INDS INC COM 703343103 9 900 X 1 900 0 0 PATRIOT NATL BANCORP INC COM 70336F104 28 2,000 X 1 0 0 2,000 PATTERSON DENTAL CO COM 703412106 27,305 356,977 X 1 220636 19300 117,041 PATTERSON UTI ENERGY INC COM 703481101 6,026 356,225 X 1 341290 1052 13,883 PAULA FINL DEL COM 703588103 10 3,352 X 1 1500 0 1,852 PAXAR CORP COM 704227107 219 11,202 X 1 10702 0 500 PAXSON COMMUNICATIONS CORP COM 704231109 15 4,600 X 1 4600 0 0 PAYCHEX INC COM 704326107 15,299 451,566 X 1 323832 27614 100,120 PAYLESS SHOESOURCE INC COM 704379106 13,730 920,813 X 1 432217 660 487,936 PC MALL INC COM 69323K100 19 1,000 X 1 0 0 1,000 PC-TEL INC COM 69325Q105 104 8,800 X 1 8100 0 700 PDF SOLUTIONS INC COM 693282105 8 900 X 1 900 0 0 PDI INC COM 69329V100 39 1,300 X 1 1000 0 300 PEABODY ENERGY CORP COM 704549104 5,552 99,160 X 1 81760 0 17,400 PEAPACK-GLADSTONE FINL CORP COM 704699107 807 25,115 X 1 13471 0 11,644 PEARSON PLC SPONSORED ADR 705015105 235 18,850 X 1 15500 0 3,350 PEC SOLUTIONS INC COM 705107100 7 600 X 1 200 0 400 PEDIATRIX MED GROUP COM 705324101 274 3,925 X 1 1925 0 2,000 PEERLESS SYS CORP COM 705536100 20 15,800 X 1 0 0 15,800 PEETS COFFEE & TEA INC COM 705560100 450 18,021 X 1 17968 0 53 PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 5 204 X 1 204 0 0 PEGASUS SOLUTIONS INC COM 705906105 9 700 X 1 400 0 300 PEGASYSTEMS INC COM 705573103 43 5,000 X 1 5000 0 0 PEMSTAR INC COM 706552106 7 2,900 X 1 0 0 2,900 PENGROWTH ENERGY TR COM 706902103 980 70,074 X 1 56505 0 13,569 PENN ENGR & MFG CORP CL A 707389102 28 1,535 X 1 1535 0 0 PENN ENGR & MFG CORP COM NON VTG 707389300 48 2,232 X 1 2232 0 0 PENN NATL GAMING INC COM 707569109 7 200 X 1 200 0 0 PENN VA CORP COM 707882106 51 1,400 X 1 1400 0 0 PENN VA RESOURCES PARTNERS L COM 707884102 2,286 63,956 X 1 59056 0 4,900 PENN-AMER GROUP INC COM 707247102 2 150 X 1 0 150 0 PENNEY J C INC COM 708160106 3,270 86,600 X 1 76160 1400 9,040 PENNFED FINL SVCS INC COM 708167101 3 90 X 1 90 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,046 30,535 X 1 19282 3500 7,753 PENTAIR INC COM 709631105 1,284 38,175 X 1 19710 0 18,465 PENWEST PHARMACEUTICALS CO COM 709754105 283 22,065 X 1 22065 0 0 PEOPLES BANCORP INC COM 709789101 140 5,190 X 1 950 0 4,240 PEOPLES BK BRIDGEPORT CONN COM 710198102 2,373 76,149 X 1 30024 0 46,125 PEOPLES ENERGY CORP COM 711030106 730 17,325 X 1 8630 2000 6,695 PEOPLESOFT INC COM 712713106 1,281 69,244 X 1 56849 1000 11,395 PEP BOYS MANNY MOE & JACK NOTE 4.250% 6/0 713278AP4 4 3,000 X 1 3000 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 335 13,200 X 1 3750 0 9,450 PEPCO HOLDINGS INC COM 713291102 1,657 90,670 X 1 56035 2997 31,638 PEPSI BOTTLING GROUP INC COM 713409100 803 26,280 X 1 23680 700 1,900 PEPSIAMERICAS INC COM 71343P200 284 13,376 X 1 8800 0 4,576 PEPSICO INC COM 99140BX1 21 751,753 CALL X 751,753
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PEPSICO INC COM 7134498900 32 600 CALL X 600 PEPSICO INC COM 7134498740 32 600 PUT X 600 PEPSICO INC COM 713448108 505,947 9,390,258 X 1 6565824 424797 2,399,637 PEREGRINE PHARMACEUTICALS IN COM 713661106 7 5,000 X 1 0 0 5,000 PERFORMANCE FOOD GROUP CO COM 713755106 263 9,895 X 1 9355 0 540 PERFORMANCE TECHNOLOGIES INC COM 71376K102 94 10,000 X 1 0 0 10,000 PERICOM SEMICONDUCTOR CORP COM 713831105 10 900 X 1 900 0 0 PERINI CORP COM 713839108 7 650 X 1 450 0 200 PERKINELMER INC COM 714046109 1,282 63,973 X 1 55132 0 8,841 PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 1 500 X 1 500 0 0 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 245 27,000 X 1 27000 0 0 PEROT SYS CORP CL A 714265105 4,279 322,433 X 1 272183 300 49,950 PERRIGO CO COM 714290103 162 8,490 X 1 7880 0 610 PER-SE TECHNOLOGIES INC COM NEW 713569309 885 60,851 X 1 60649 0 202 PETCO ANIMAL SUPPLIES COM NEW 716016209 218 6,775 X 1 1250 0 5,525 PETRO-CDA COM 71644E102 4 100 X 1 100 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 1,292 27,900 X 1 18200 0 9,700 PETROFUND ENERGY TRUST TR UNIT 71648W108 113 10,167 X 1 9467 700 0 PETROKAZAKHSTAN INC COM 71649P102 129 4,750 X 1 4000 0 750 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 244 9,690 X 1 9000 0 690 PETROLEUM & RES CORP COM 716549100 24 1,007 X 1 1007 0 0 PETROLEUM DEV CORP COM 716578109 19 700 X 1 300 0 400 PETROLEUM HELICOPTERS INC COM NON VTG 716604202 10 500 X 1 0 0 500 PETSMART INC COM 716768106 24,325 749,609 X 1 628689 9375 111,545 PFF BANCORP INC COM 69331W104 98 2,620 X 1 2620 0 0 PFIZER INC COM 71799W709 843 25,000 CALL X 25,000 PFIZER INC COM 71799W8L2 14 400 CALL X 400 PFIZER INC COM 71799W7250 34 1,000 CALL X 1,000 PFIZER INC COM 71799W8Z10 34 1,000 CALL X 1,000 PFIZER INC COM 71799W8160 34 1,000 CALL X 1,000 PFIZER INC COM 71799W7250 67 2,000 CALL X 2,000 PFIZER INC COM 71799W8L20 34 1,000 CALL X 1,000 PFIZER INC COM 71799W8Z10 101 3,000 CALL X 3,000 PFIZER INC COM 71799W7Z20 843 25,000 CALL X 25,000 PFIZER INC COM 71799W7410 843 25,000 CALL X 25,000 PFIZER INC COM 71799W7660 169 5,000 CALL X 5,000 PFIZER INC COM 71799W8L20 337 10,000 CALL X 10,000 PFIZER INC COM 71799W8160 337 10,000 CALL X 10,000 PFIZER INC COM 717081103 95,538 31,958,496 X 1 21889427 2592422 7,476,647 PFSWEB INC COM 717098107 308 184,700 X 1 0 24600 160,100 PG&E CORP COM 69331C108 2,181 78,079 X 1 68777 5000 4,302 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 39 500 X 1 500 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 144 4,530 X 1 3700 0 830 PHARMACYCLICS INC COM 716933106 186 18,300 X 1 0 1900 16,400 PHARMION CORP COM 71715B409 186 3,800 X 1 3800 0 0 PHELPS DODGE CORP COM 717265102 19,569 252,472 X 1 227825 4236 20,411 PHELPS DODGE CORP PFD A CV 6.75% 717265508 1 10 X 1 10 0 0 PHILADELPHIA CONS HLDG CORP COM 717528103 20,369 339,085 X 1 323885 5000 10,200 PHILLIPS VAN HEUSEN CORP COM 718592108 46 2,400 X 1 2400 0 0 PHOENIX COS INC NEW COM 71902E109 383 31,257 X 1 27132 0 4,125
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 10 3,698 X 1 3400 0 298 PHOTOMEDEX INC COM 719358103 27 7,985 X 1 3900 0 4,085 PHOTON DYNAMICS INC COM 719364101 112 3,200 X 1 3100 0 100 PHOTRONICS INC COM 719405102 388 20,460 X 1 14780 0 5,680 PHYSIOMETRIX INC COM 718928104 16 10,000 X 1 10000 0 0 PICO HLDGS INC COM NEW 693366205 4 220 X 1 220 0 0 PIEDMONT NAT GAS INC COM 720186105 13,514 316,481 X 1 133806 52765 129,910 PIER 1 IMPORTS INC COM 720279108 16,058 907,723 X 1 735020 14450 158,253 PILGRIMS PRIDE CORP COM 721467108 3 100 X 1 100 0 0 PIMCO COML MTG SECS TR INC COM 693388100 39 2,960 X 1 2960 0 0 PIMCO FLOATING RATE INCOME F COM 72201H108 42 2,050 X 1 2050 0 0 PIMCO HIGH INCOME FD COM SHS 722014107 137 10,000 X 1 7000 0 3,000 PIMCO MUN INCOME FD III COM 72201A103 727 54,836 X 1 26798 14000 14,038 PIMCO STRATEGIC GBL GOV FD I COM 72200X104 47 4,475 X 1 4475 0 0 PINNACLE AIRL CORP COM 723443107 2 200 X 1 200 0 0 PINNACLE ENTMT INC COM 723456109 3 200 X 1 200 0 0 PINNACLE SYS INC COM 723481107 563 78,691 X 1 6350 3600 68,741 PINNACLE WEST CAP CORP COM 723484101 1,147 28,410 X 1 26110 0 2,300 PIONEER INTREST SHS COM 723703104 14 1,265 X 1 1265 0 0 PIONEER NAT RES CO COM 723787107 4,992 142,294 X 1 115627 596 26,071 PIPER JAFFRAY COS COM 724078100 2,214 48,932 X 1 43297 1057 4,578 PITNEY BOWES INC COM 724479100 93,577 2,114,735 X 1 1245888 226956 641,891 PITTSBURGH & W VA RR SH BEN INT 724819107 27 3,000 X 1 0 0 3,000 PIXAR COM 725811103 245 3,531 X 1 3031 0 500 PIXELWORKS INC COM 72581M107 20 1,300 X 1 1300 0 0 PLACER DOME INC COM 725906101 3,704 222,609 X 1 210645 0 11,964 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 324 9,700 X 1 9300 0 400 PLAINS EXPL& PRODTN CO COM 726505100 1,728 94,182 X 1 6627 0 87,555 PLAINS RES INC COM PAR $0.10 726540503 37 2,200 X 1 1200 0 1,000 PLANAR SYS INC COM 726900103 29 2,170 X 1 1870 0 300 PLANTRONICS INC NEW COM 727493108 73,376 1,742,879 X 1 1681979 8000 52,900 PLATINUM UNDERWRITER HLDGS L COM G7127P100 22,689 745,619 X 1 515358 5350 224,911 PLATO LEARNING INC COM 72764Y100 47 4,790 X 1 0 0 4,790 PLAYBOY ENTERPRISES INC CL B 728117300 13 1,100 X 1 1100 0 0 PLAYTEX PRODS INC COM 72813P100 10,622 1,358,340 X 1 694834 0 663,506 PLEXUS CORP COM 729132100 110 8,110 X 1 4010 0 4,100 PLUG POWER INC COM 72919P103 39 5,262 X 1 1824 0 3,438 PLUM CREEK TIMBER CO INC COM 729251108 104,728 3,214,495 X 1 2040117 227382 946,996 PMA CAP CORP CL A 693419202 134 14,900 X 1 14900 0 0 PMC-SIERRA INC COM 69344F106 272 18,920 X 1 18020 0 900 PMI GROUP INC COM 69344M101 352 8,100 X 1 8100 0 0 PNC FINL SVCS GROUP INC COM 693475105 65,301 1,230,235 X 1 1038964 21350 169,921 PNM RES INC COM 69349H107 300 14,423 X 1 12560 0 1,863 POGO PRODUCING CO COM 730448107 5,946 120,360 X 1 119160 900 300 POLARIS INDS INC COM 731068102 371 7,730 X 1 4830 0 2,900 POLO RALPH LAUREN CORP CL A 731572103 303 8,800 X 1 4100 0 4,700 POLYCOM INC COM 73172K104 691 30,829 X 1 16660 0 14,169 POLYMEDICA CORP COM 731738100 471 15,202 X 1 15202 0 0 POLYONE CORP COM 73179P106 3,391 455,808 X 1 186598 0 269,210 POMEROY IT SOLUTIONS INC COM 731822102 963 80,975 X 1 35775 1000 44,200
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ POPE & TALBOT INC COM 732827100 8,302 419,921 X 1 238479 33000 148,442 POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 732857107 3,164 162,241 X 1 76843 1500 83,898 POPULAR INC COM 733174106 663 15,501 X 1 10385 0 5,116 PORTAL SOFTWARE INC COM NEW 736126301 4 1,195 X 1 1195 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 6 200 X 1 200 0 0 POSCO SPONSORED ADR 693483109 74 2,195 X 1 2195 0 0 POSSIS MEDICAL INC COM 737407106 51 1,500 X 1 500 0 1,000 POST PPTYS INC COM 737464107 2,274 78,010 X 1 74300 0 3,710 POTASH CORP SASK INC COM 73755L107 1,073 11,073 X 1 858 500 9,715 POTLATCH CORP COM 737628107 1,976 47,444 X 1 47444 0 0 POWER INTEGRATIONS INC COM 739276103 104 4,180 X 1 4180 0 0 POWER-ONE INC COM 739308104 302 27,500 X 1 27250 0 250 POWERWAVE TECHNOLOGIES INC COM 739363109 17 2,200 X 1 2200 0 0 PPG INDS INC COM 693506107 66,731 1,067,871 X 1 991752 17414 58,705 PPL CORP COM 69351T106 2,956 64,398 X 1 33117 6316 24,965 PRAECIS PHARMACEUTICALS INC COM 739421105 28 7,500 X 1 7500 0 0 PRAXAIR INC COM 74005P104 28,456 713,014 X 1 462706 33400 216,908 PRE PAID LEGAL SVCS INC COM 740065107 114 4,770 X 1 4770 0 0 PRECISION CASTPARTS CORP COM 740189105 2,124 38,822 X 1 30260 0 8,562 PRECISION DRILLING CORP COM 74022D100 183 3,799 X 1 400 0 3,399 PREMCOR INC COM 74045Q104 5,663 151,000 X 1 133700 0 17,300 PRENTISS PPTYS TR SH BEN INT 740706106 3,769 112,436 X 1 102067 0 10,369 PRESIDENTIAL LIFE CORP COM 740884101 36 2,000 X 1 2000 0 0 PRESSTEK INC COM 741113104 539 51,300 X 1 13150 0 38,150 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 28 5,100 X 1 4300 0 800 PRICE COMMUNICATIONS CORP COM NEW 741437305 192 13,030 X 1 12505 0 525 PRICE LEGACY CORP COM NEW 74144P502 2 100 X 1 100 0 0 PRICE T ROWE GROUP INC COM 74144T108 40,363 800,848 X 1 671709 4175 124,964 PRICELINE COM INC COM NEW 741503403 103 3,825 X 1 3700 0 125 PRIDE INTL INC DEL FRNT 2.500% 3/0 74153QAB8 3 3,000 X 1 3000 0 0 PRIDE INTL INC DEL COM 74153Q102 132 7,744 X 1 7590 0 154 PRIMA ENERGY CORP COM PAR $0.015 741901201 32 800 X 1 500 0 300 PRIME HOSPITALITY CORP COM 741917108 34 3,209 X 1 2800 0 409 PRIME MED SVCS INC NEW COM 74156D108 19 2,400 X 1 0 0 2,400 PRIMEDIA INC COM 74157K101 16 5,940 X 1 3600 0 2,340 PRIMEWEST ENERGY TR TR UNIT NEW 741930309 11 650 X 1 650 0 0 PRIMUS KNOWLEDGE SOLUTIONS I COM 74163Q100 5 2,962 X 1 2962 0 0 PRIMUS TELECOMMUNICATIONS GR COM 741929103 18 3,540 X 1 2540 0 1,000 PRINCETON REVIEW INC COM 742352107 20 2,600 X 1 2100 0 500 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,483 42,626 X 1 38916 500 3,210 PRINTRONIX INC COM 742578107 7 500 X 1 0 0 500 PRIORITY HEALTHCARE CORP CL B 74264T102 2,457 107,075 X 1 105697 0 1,378 PRIVATEBANCORP INC COM 742962103 426 15,500 X 1 800 0 14,700 PROASSURANCE CORP COM 74267C106 27 800 X 1 800 0 0 PROCENTURY CORP COM 74268T108 18 1,800 X 1 0 0 1,800 PROCTER & GAMBLE COM 73999X9J80 163 3,000 CALL X 3,000 PROCTER & GAMBLE COM 73999X9L30 82 1,500 PUT X 1,500 PROCTER & GAMBLE CO COM 742718109 518,189 9,518,527 X 1 6477307 502300 2,538,920 PROGRESS ENERGY INC COM 743263105 9,809 222,688 X 1 186877 2600 33,211 PROGRESS SOFTWARE CORP COM 743312100 201 9,280 X 1 3855 0 5,425
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PROGRESSIVE CORP OHIO COM 743315103 10,776 126,329 X 1 75490 540 50,299 PROLOGIS SH BEN INT 743410102 3,513 106,715 X 1 103515 600 2,600 PROQUEST COMPANY COM 74346P102 22 800 X 1 800 0 0 PROSPERITY BANCSHARES INC COM 743606105 41 1,700 X 1 1700 0 0 PROTECTIVE LIFE CORP COM 743674103 736 19,025 X 1 9725 0 9,300 PROTEIN DESIGN LABS INC COM 74369L103 115 6,020 X 1 4700 0 1,320 PROVIDENCE SVC CORP COM 743815102 40 2,125 X 1 400 0 1,725 PROVIDENT BANKSHARES CORP COM 743859100 287 9,966 X 1 4660 0 5,306 PROVIDENT ENERGY TR TR UNIT 74386K104 29 3,700 X 1 900 0 2,800 PROVIDENT FINL GROUP INC COM 743866105 331 8,410 X 1 8410 0 0 PROVIDENT FINL SVCS INC COM 74386T105 14 800 X 1 800 0 0 PROVIDIAN FINL CORP NOTE 4.000% 5/1 74406AAC6 4 3,000 X 1 3000 0 0 PROVIDIAN FINL CORP COM 74406A102 771 52,539 X 1 46639 500 5,400 PROVINCE HEALTHCARE CO COM 743977100 118 6,860 X 1 2660 4000 200 PROXIM CORP CL A 744283102 36 30,646 X 1 12866 0 17,780 PROXYMED PHARMACY INC COM NEW 744290305 16 914 X 1 800 0 114 PRUDENTIAL FINL INC COM 744320102 7,659 164,814 X 1 141806 1800 21,208 PS BUSINESS PKS INC CALIF COM 69360J107 117 2,900 X 1 900 2000 0 PSS WORLD MED INC COM 69366A100 2,768 247,100 X 1 4975 2000 240,125 PTEK HLDGS INC COM 69366M104 888 77,022 X 1 71822 0 5,200 PUBLIC STORAGE INC COM 74460D109 3,798 82,556 X 1 82556 0 0 PUBLIC STORAGE INC COM A DP1/1000 74460D729 19 722 X 1 722 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 55,319 1,381,928 X 1 1134449 51850 195,629 PUGET ENERGY INC NEW COM 745310102 441 20,139 X 1 14681 0 5,458 PULITZER INC COM 745769109 28 570 X 1 570 0 0 PULTE HOMES INC COM 745867101 1,137 21,850 X 1 17740 1600 2,510 PUTNAM MANAGED HIGH YIELD TR SH BEN INT 746819101 1,158 147,700 X 1 74400 17500 55,800 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 102 8,400 X 1 8400 0 0 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 269 44,460 X 1 38260 0 6,200 PYR ENERGY CORP COM 693677106 109 88,750 X 1 88750 0 0 Q MED COM 747914109 34 4,000 X 1 0 0 4,000 QIAGEN N V ORD N72482107 19 1,600 X 1 0 0 1,600 QLOGIC CORP COM 747277101 1,066 40,105 X 1 37895 0 2,210 QLT INC COM 746927102 16 795 X 1 795 0 0 QRS CORP COM 74726X105 535 81,864 X 1 81864 0 0 QUAKER CHEM CORP COM 747316107 1,096 39,678 X 1 24500 0 15,178 QUAKER CITY BANCORP INC COM 74731K106 33 600 X 1 600 0 0 QUAKER FABRIC CORP NEW COM 747399103 77 10,000 X 1 0 0 10,000 QUALCOMM INC COM 75299Q9710 50 700 CALL X 700 QUALCOMM INC COM 75299Q9710 214 3,000 CALL X 3,000 QUALCOMM INC COM 75299Q9710 157 2,200 CALL X 2,200 QUALCOMM INC COM 75299Q9710 122 1,700 CALL X 1,700 QUALCOMM INC COM 71799R9240 71 1,000 CALL X 1,000 QUALCOMM INC COM 71799R9160 71 1,000 PUT X 1,000 QUALCOMM INC COM 71799R9Z10 71 1,000 CALL X 1,000 QUALCOMM INC COM 71799R9080 71 1,000 PUT X 1,000 QUALCOMM INC COM 747525103 61,684 845,224 X 1 592546 32293 220,385 QUALITY SYS INC COM 747582104 5 100 X 1 100 0 0 QUALSTAR CORP COM 74758R109 18 2,900 X 1 0 0 2,900 QUANEX CORP COM 747620102 8,372 171,900 X 1 171900 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ QUANTA SVCS INC COM 74762E102 8,216 1,320,838 X 1 1307540 0 13,298 QUANTUM CORP COM DSSG 747906204 17 5,370 X 1 4600 0 770 QUANTUM FUEL SYS TECH WORLDW COM 74765E109 306 50,000 X 1 50000 0 0 QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF7 3 3,000 X 1 3000 0 0 QUEST DIAGNOSTICS INC COM 74834L100 3,632 42,756 X 1 34806 600 7,350 QUEST SOFTWARE INC COM 74834T103 21 1,620 X 1 1500 0 120 QUESTAR CORP COM 748356102 18,581 480,873 X 1 335624 17152 128,097 QUICKLOGIC CORP COM 74837P108 35 10,000 X 1 10000 0 0 QUICKSILVER RESOURCES INC COM 74837R104 241 7,200 X 1 1500 0 5,700 QUIDEL CORP COM 74838J101 5 800 X 1 800 0 0 QUIKSILVER INC COM 74838C106 141 5,900 X 1 5900 0 0 QUINTON CARDIOLOGY SYS INC COM 748773108 22 2,200 X 1 0 0 2,200 QUIXOTE CORP COM 749056107 90 4,500 X 1 0 0 4,500 QUOVADX INC COM 74913K106 90 80,600 X 1 0 5400 75,200 QWEST COMMUNICATIONS INTL IN COM 749121109 2,372 660,684 X 1 505283 9864 145,537 R & G FINANCIAL CORP CL B 749136107 141 4,250 X 1 4250 0 0 R H DONNELLEY CORP COM NEW 74955W307 590 13,502 X 1 1619 1000 10,883 RADCOM LTD ORD M81865103 5 3,700 X 1 3700 0 0 RADIAN GROUP INC COM 750236101 357 7,460 X 1 7250 0 210 RADIANT SYSTEMS INC COM 75025N102 12 2,600 X 1 2600 0 0 RADIO ONE INC CL D NON VTG 75040P405 323 20,225 X 1 12050 0 8,175 RADIOSHACK CORP COM 750438103 1,761 61,515 X 1 41360 0 20,155 RADISYS CORP COM 750459109 54 2,925 X 1 625 0 2,300 RADVIEW SOFTWARE LTD COM M81867109 1 1,000 X 1 1000 0 0 RADVISION LTD ORD M81869105 126 10,180 X 1 180 0 10,000 RAILAMERICA INC COM 750753105 64 4,400 X 1 4000 0 400 RAINDANCE COMM COM 75086X106 0 46 X 1 46 0 0 RAINMAKER SYSTEMS COM 750875106 19 9,500 X 1 0 0 9,500 RAIT INVT TR COM 749227104 30 1,200 X 1 1200 0 0 RALCORP HLDGS INC NEW COM 751028101 1,554 44,142 X 1 26133 2200 15,809 RAMBUS INC DEL COM 750917106 104 5,900 X 1 5500 0 400 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 10 400 X 1 400 0 0 RANGE RES CORP COM 75281A109 479 32,800 X 1 2800 30000 0 RARE HOSPITALITY INTL INC COM 753820109 24 1,000 X 1 700 0 300 RAYMOND JAMES FINANCIAL INC COM 754730109 668 25,253 X 1 17660 0 7,593 RAYONIER INC COM 754907103 17,591 395,750 X 1 252065 1193 142,492 RAYOVAC CORP COM 755081106 160 5,700 X 1 5700 0 0 RAYTHEON CO COM NEW 755111507 15,322 428,343 X 1 249462 21314 157,567 READERS DIGEST ASSN INC COM 755267101 513 32,084 X 1 22275 0 9,809 REALNETWORKS INC COM 75605L104 105 15,390 X 1 15390 0 0 REALTY INCOME CORP COM 756109104 79 1,890 X 1 1870 0 20 RECKSON ASSOCS RLTY CORP COM 75621K106 289 10,521 X 1 9621 0 900 RED HAT INC COM 756577102 2,778 120,950 X 1 74200 1050 45,700 RED ROBIN GOURMET BURGERS IN COM 75689M101 153 5,575 X 1 1250 0 4,325 REDBACK NETWORKS INC COM NEW 757209507 5 771 X 1 771 0 0 REDWOOD EMPIRE BANCORP COM 757897103 5 200 X 1 200 0 0 REDWOOD TR INC COM 758075402 10,501 188,600 X 1 126900 5550 56,150 REEBOK INTL LTD COM 758110100 109 3,040 X 1 2440 600 0 REED ELSEVIER N V SPONSORED ADR 758204101 400 14,062 X 1 967 0 13,095 REED ELSEVIER P L C SPONSORED ADR 758205108 45 1,141 X 1 1100 0 41
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ REGAL BELOIT CORP COM 758750103 1,027 46,136 X 1 45936 0 200 REGAL ENTMT GROUP CL A 758766109 51 2,820 X 1 2820 0 0 REGENCY CTRS CORP COM 758849103 43 1,000 X 1 1000 0 0 REGENERATION TECH INC DEL COM 75886N100 8 700 X 1 300 0 400 REGENERON PHARMACEUTICALS COM 75886F107 78 7,400 X 1 700 1000 5,700 REGENT COMMUNICATIONS INC DE COM 758865109 183 29,567 X 1 28867 0 700 REGIONS FINL CORP COM 758940100 9,630 263,458 X 1 241424 9600 12,434 REGIS CORP MINN COM 758932107 7,173 160,871 X 1 108216 5550 47,105 REGISTER COM INC COM 75914G101 46 7,797 X 1 6800 0 997 REHABCARE GROUP INC COM 759148109 32 1,200 X 1 200 0 1,000 REINSURANCE GROUP AMER INC COM 759351109 24 600 X 1 600 0 0 REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 28 500 X 1 500 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 179 4,420 X 1 4420 0 0 RELIANT ENERGY INC COM 75952B105 7,906 730,009 X 1 426804 2928 300,277 REMEC INC COM 759543101 318 50,400 X 1 4700 3700 42,000 REMINGTON OIL & GAS CORP COM 759594302 2 100 X 1 100 0 0 RENAISSANCE LEARNING INC COM 75968L105 8,144 363,250 X 1 341850 5000 16,400 RENAISSANCE RE HLDGS LTD COM G7496G103 92,254 1,709,998 X 1 1193046 76054 440,898 RENAL CARE GROUP INC COM 759930100 2,909 87,817 X 1 76592 0 11,225 RENOVIS INC COM 759885106 296 32,300 X 1 0 2300 30,000 RENT A CTR INC NEW COM 76009N100 150 5,011 X 1 4438 0 573 RENT WAY INC COM 76009U104 186 20,692 X 1 0 4000 16,692 REPLIGEN CORP COM 759916109 5 2,000 X 1 2000 0 0 REPSOL YPF S A SPONSORED ADR 76026T205 1,127 51,560 X 1 36625 0 14,935 REPUBLIC BANCORP INC COM 760282103 168 12,087 X 1 12087 0 0 REPUBLIC SVCS INC COM 760759100 585 20,210 X 1 16910 0 3,300 RESEARCH FRONTIERS INC COM 760911107 4 600 X 1 600 0 0 RESEARCH IN MOTION LTD COM 760975102 397 5,800 X 1 400 0 5,400 RESMED INC COM 761152107 1,867 36,650 X 1 3325 0 33,325 RESOURCE AMERICA INC CL A 761195205 5 200 X 1 200 0 0 RESOURCES CONNECTION INC COM 76122Q105 22 567 X 1 500 0 67 RESPIRONICS INC COM 761230101 5,935 101,010 X 1 66335 550 34,125 RETEK INC COM 76128Q109 11 1,800 X 1 1800 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 1 200 X 1 200 0 0 REUTERS GROUP PLC SPONSORED ADR 76132M102 1,456 35,707 X 1 13313 5997 16,397 REVLON INC CL A 761525500 37 12,700 X 1 12700 0 0 REWARDS NETWORK INC COM 761557107 90 10,000 X 1 0 0 10,000 REYNOLDS & REYNOLDS CO CL A 761695105 680 29,382 X 1 12272 0 17,110 REYNOLDS R J TOB HLDGS INC COM 76182K105 1,547 22,876 X 1 20600 1200 1,076 RF MICRODEVICES INC COM 749941100 156 20,708 X 1 17008 0 3,700 RICHARDSON ELECTRS LTD COM 763165107 13 1,200 X 1 500 0 700 RIGEL PHARMACEUTICALS INC COM NEW 766559603 2 162 X 1 162 0 0 RIGGS NATL CORP WASH DC COM 766570105 237 11,200 X 1 700 0 10,500 RIMAGE CORP COM 766721104 2 100 X 1 100 0 0 RIO TINTO PLC SPONSORED ADR 767204100 28,449 290,148 X 1 172083 16500 101,565 RITE AID CORP COM 767754104 521 99,746 X 1 27316 0 72,430 RLI CORP COM 749607107 15 400 X 1 400 0 0 RMR REAL ESTATE FD SH BEN INT 74963F106 1 102 X 1 102 0 0 ROBBINS & MYERS INC COM 770196103 4 200 X 1 200 0 0 ROBERT HALF INTL INC COM 770323103 2,248 75,501 X 1 40412 20000 15,089
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ROCK-TENN CO CL A 772739207 46 2,700 X 1 2200 0 500 ROCKWELL AUTOMATION INC COM 773903109 2,590 69,041 X 1 60211 700 8,130 ROCKWELL COLLINS INC COM 774341101 1,931 57,961 X 1 47475 0 10,486 ROFIN SINAR TECHNOLOGIES INC COM 775043102 23 900 X 1 900 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 644 35,500 X 1 35500 0 0 ROGERS CORP COM 775133101 258 3,700 X 1 1625 0 2,075 ROHM & HAAS CO COM 775371107 7,045 169,436 X 1 50035 11800 107,601 ROLLINS INC COM 775711104 1,866 81,114 X 1 5339 8625 67,150 ROPER INDS INC NEW COM 776696106 2,028 35,640 X 1 3197 0 32,443 ROSS STORES INC COM 778296103 837 31,290 X 1 29470 0 1,820 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 3,839 297,100 X 1 297100 0 0 ROUSE CO COM 779273101 23,369 491,991 X 1 412529 40666 38,796 ROWAN COS INC COM 779382100 4,955 203,655 X 1 198725 0 4,930 ROXIO INC COM 780008108 5 991 X 1 400 0 591 ROYAL BANCSHARES PA INC CL A 780081105 29 1,156 X 1 1156 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 3,086 69,630 X 1 69630 0 0 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 780097606 471 18,200 X 1 9200 0 9,000 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 780097705 97 3,628 X 1 2528 0 1,100 ROYAL BK SCOTLAND GROUP PLC SPON ADR F 780097804 134 5,000 X 1 5000 0 0 ROYAL BK SCOTLAND GROUP PLC SP ADR PFD K 780097820 226 8,670 X 1 5800 0 2,870 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF J 780097853 51 2,000 X 1 2000 0 0 ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 780097861 100 4,000 X 1 2000 0 2,000 ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 311 12,450 X 1 11450 0 1,000 ROYAL BK SCOTLAND GROUP PLC SPON ADR PRF G 780097887 101 4,000 X 1 4000 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7799A962 65 1,500 CALL X 1,500 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 171 3,950 X 1 400 0 3,550 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 3,852 72,000 X 1 72000 0 0 ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM4 4 6,000 X 1 6000 0 0 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 194,489 3,764,053 X 1 2176500 393223 1,194,330 ROYAL GOLD INC COM 780287108 59 4,190 X 1 4190 0 0 ROYCE FOCUS TR COM 78080N108 23 2,644 X 1 2644 0 0 ROYCE VALUE TR INC COM 780910105 589 33,445 X 1 33445 0 0 RPC INC COM 749660106 5 300 X 1 300 0 0 RPM INTL INC COM 749685103 9,094 598,345 X 1 453512 2735 142,098 RSA SEC INC COM 749719100 22,275 1,088,187 X 1 1013487 14000 60,700 RTI INTL METALS INC COM 74973W107 129 8,120 X 1 7720 0 400 RUBIOS RESTAURANTS INC COM 78116B102 8 1,000 X 1 1000 0 0 RUBY TUESDAY INC COM 781182100 3,863 140,741 X 1 137516 0 3,225 RUDDICK CORP COM 781258108 76 3,380 X 1 3380 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 10 560 X 1 560 0 0 RUSH ENTERPISES INC CL B 781846308 213 16,400 X 1 0 0 16,400 RUSS BERRIE & CO COM 782233100 695 35,771 X 1 1300 0 34,471 RUSSELL CORP COM 782352108 22 1,200 X 1 1200 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 524 16,000 X 1 2000 0 14,000 RYANS RESTAURANT GROUP INC COM 783520109 170 10,765 X 1 9840 0 925 RYDER SYS INC COM 783549108 42,221 1,053,680 X 1 1052270 900 510 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 234 1,636 X 1 0 0 1,636 RYERSON TULL INC NEW COM 78375P107 7,770 489,263 X 1 275357 0 213,906 RYLAND GROUP INC COM 783764103 680 8,695 X 1 1600 0 7,095 S & T BANCORP INC COM 783859101 13 400 X 1 400 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ S R TELECOM INC COM NEW 78464P208 0 28 X 1 0 0 28 S&P 500 PROTECTED EQUITY FD COM 78379P103 18 2,000 X 1 2000 0 0 S1 CORPORATION COM 78463B101 16,860 1,696,200 X 1 1390700 14000 291,500 SABINE ROYALTY TR UNIT BEN INT 785688102 973 28,488 X 1 5750 0 22,738 SABRE HLDGS CORP CL A 785905100 873 31,500 X 1 29357 601 1,542 SAFECO CORP COM 786429100 6,509 147,931 X 1 118741 2700 26,490 SAFEGUARD SCIENTIFICS INC NOTE 5.000% 6/1 786449AE8 15 15,000 X 1 15000 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 39 17,105 X 1 2125 0 14,980 SAFENET INC COM 78645R107 718 25,930 X 1 330 0 25,600 SAFEWAY INC COM NEW 786514208 5,080 200,465 X 1 154855 1450 44,160 SAGA COMMUNICATIONS CL A 786598102 225 12,316 X 1 12016 0 300 SAKS INC COM 79377W108 651 43,360 X 1 25260 1800 16,300 SALEM COMMUNICATIONS CORP DE CL A 794093104 3 100 X 1 100 0 0 SALISBURY BANCORP INC COM 795226109 75 2,056 X 1 2056 0 0 SALIX PHARMACEUTICALS INC COM 795435106 26 800 X 1 800 0 0 SALOMON BR EMRG MKT INCM FD COM 794908103 11 639 X 1 639 0 0 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 899 36,925 X 1 30550 0 6,375 SAN PAOLO-IMI S P A SPONSORED ADR 799175104 4 175 X 1 105 0 70 SANDERSON FARMS INC COM 800013104 2,790 52,026 X 1 726 0 51,300 SANDISK CORP COM 80004C101 532 24,524 X 1 23724 0 800 SANDY SPRING BANCORP INC COM 800363103 66 1,900 X 1 400 0 1,500 SANFILIPPO JOHN B & SON INC COM 800422107 13 500 X 1 500 0 0 SANMINA SCI CORP COM 800907107 887 97,489 X 1 90304 2200 4,985 SANOFI-SYNTHELABO SPONSORED AD COM 80105N105 10 300 X 1 300 0 0 SANTA FE ENERGY TR RCPT DEP UNITS 802013102 17 600 X 1 500 0 100 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 54,111 1,294,215 X 1 1046737 39525 207,953 SAPIENT CORP COM 803062108 84 13,988 X 1 13988 0 0 SAPPI LTD SPON ADR NEW 803069202 15 1,000 X 1 1000 0 0 SARA LEE CORP COM 803111103 59,878 2,604,520 X 1 1617655 184050 802,815 SASOL LTD SPONSORED ADR 803866300 142 9,025 X 1 9025 0 0 SATCON TECHNOLOGY CORP COM 803893106 5 2,000 X 1 2000 0 0 SAUL CTRS INC COM 804395101 71 2,200 X 1 200 0 2,000 SAVIENT PHARMACEUTICALS INC COM 80517Q100 4 1,600 X 1 1600 0 0 SAXON CAPITAL INC COM 80556P302 9 400 X 1 400 0 0 SBC COMMUNICATIONS INC COM 78387G103 112,301 4,630,975 X 1 3365789 321539 943,647 SBS BROADCASTING SA ORD L8137F102 9 300 X 1 0 0 300 SBS TECHNOLOGIES INC COM 78387P103 51 3,200 X 1 3200 0 0 SCANA CORP NEW COM 80589M102 950 26,116 X 1 18166 0 7,950 SCANSOFT INC COM 80603P107 20 3,960 X 1 3530 0 430 SCANSOURCE INC COM 806037107 24 400 X 1 400 0 0 SCHEIN HENRY INC COM 806407102 7,190 113,868 X 1 74024 7875 31,969 SCHERING A G SPONSORED ADR 806585204 218 3,680 X 1 160 0 3,520 SCHERING PLOUGH CORP COM 806605101 33,136 1,793,044 X 1 1268465 65538 459,041 SCHLUMBERGER LTD COM 806857108 164,243 2,586,101 X 1 1792303 238821 554,977 SCHMITT INDS INC ORE COM NEW 806870200 9 2,200 X 1 2200 0 0 SCHNITZER STL INDS CL A 806882106 93 2,750 X 1 2750 0 0 SCHOLASTIC CORP COM 807066105 1,094 36,539 X 1 28213 1000 7,326 SCHOOL SPECIALTY INC COM 807863105 199 5,496 X 1 4596 0 900 SCHULMAN A INC COM 808194104 415 19,308 X 1 8000 0 11,308 SCHWAB CHARLES CORP NEW COM 808513105 38,807 4,038,184 X 1 2082461 132883 1,822,840
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SCHWEITZER-MAUDUIT INTL INC COM 808541106 148 4,819 X 1 1110 0 3,709 SCI SYS INC NOTE 3.000% 3/1 783890AF3 19 20,000 X 1 20000 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 292 57,500 X 1 1900 0 55,600 SCIENTIFIC ATLANTA INC COM 808655104 1,216 35,227 X 1 32385 0 2,842 SCIENTIFIC GAMES CORP CL A 80874P109 14,051 734,100 X 1 687900 0 46,200 SCIENTIFIC LEARNING CORP COM 808760102 101 16,000 X 1 15000 0 1,000 SCIQUEST INC COM NEW 80908Q404 1 113 X 1 113 0 0 SCITEX LTD ORD 809090103 1,970 317,158 X 1 125447 0 191,711 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 2,681 90,866 X 1 30661 13460 46,745 SCOTTISH RE GROUP LTD ORD G7885T104 60 2,600 X 1 300 0 2,300 SCOTTS CO CL A 810186106 10,958 171,549 X 1 107609 50375 13,565 SCP POOL CORP COM 784028102 229 5,088 X 1 5088 0 0 SCRIPPS E W CO OHIO CL A 811054204 1,214 11,561 X 1 4440 100 7,021 SCS TRANSN INC COM 81111T102 779 29,500 X 1 300 0 29,200 SCUDDER GLOBAL HIGH INCOME F COM 81115E101 274 43,168 X 1 43168 0 0 SCUDDER HIGH INCOME TR SH BEN INT 811153105 25 3,922 X 1 3922 0 0 SCUDDER INTER GOVT TR SH BEN INT 811163104 8 1,300 X 1 0 0 1,300 SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q101 15 2,000 X 1 2000 0 0 SCUDDER NEW ASIA FD INC COM 811183102 5 400 X 1 0 0 400 SEA CONTAINERS LTD CL A 811371707 15 857 X 1 193 0 664 SEABULK INTL INC COM 81169P101 7 800 X 1 400 0 400 SEACHANGE INTL INC COM 811699107 5 300 X 1 300 0 0 SEACOAST BKG CORP FLA COM 811707306 1,156 55,212 X 1 2000 0 53,212 SEACOAST FINL SVCS CORP COM 81170Q106 7,209 208,366 X 1 206866 0 1,500 SEACOR HOLDINGS INC COM 811904101 385 8,750 X 1 3250 0 5,500 SEAGATE TECHNOLOGY SHS G7945J104 4,231 293,182 X 1 293182 0 0 SEALED AIR CORP NEW COM 81211K100 6,084 114,212 X 1 63475 16582 34,155 SEARS ROEBUCK & CO COM 81399Z9780 36 1,000 CALL X 1,000 SEARS ROEBUCK & CO COM 81399Z9520 61 1,700 CALL X 1,700 SEARS ROEBUCK & CO COM 812387108 7,618 201,746 X 1 161537 18053 22,156 SEATTLE GENETICS INC COM 812578102 251 35,755 X 1 35755 0 0 SECOND BANCORP INC COM 813114105 9 300 X 1 300 0 0 SECURE COMPUTING CORP COM 813705100 29 2,449 X 1 2449 0 0 SEEBEYOND TECHNOLOGIES CORP COM 815704101 2 500 X 1 500 0 0 SEGUE SOFTWARE INC COM 815807102 24 6,300 X 1 0 2100 4,200 SEI INVESTMENTS CO COM 784117103 253 8,708 X 1 8608 0 100 SELECT COMFORT CORP COM 81616X103 3,175 111,775 X 1 2275 0 109,500 SELECT MEDICAL CORP COM 816196109 95 7,070 X 1 1950 0 5,120 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 99 3,692 X 1 2766 0 926 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 59 1,930 X 1 112 0 1,818 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 81 3,489 X 1 1442 0 2,047 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 114 3,595 X 1 1444 0 2,151 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 361 11,478 X 1 8807 0 2,671 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 136 4,754 X 1 638 0 4,116 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 81 2,828 X 1 236 0 2,592 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 818 39,500 X 1 38979 0 521 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,097 46,165 X 1 37649 0 8,516 SELECTIVE INS GROUP INC COM 816300107 128 3,200 X 1 3200 0 0 SEMCO ENERGY INC COM 78412D109 1,537 264,009 X 1 138086 0 125,923 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 8 200 X 1 200 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 1,635 152,419 X 1 152000 0 419 SEMITOOL INC COM 816909105 283 25,000 X 1 25000 0 0 SEMPRA ENERGY COM 816851109 79,933 2,321,597 X 1 65873 2600 2,253,124 SEMTECH CORP COM 816850101 2,756 117,078 X 1 117078 0 0 SENETEK PLC SPONSORED ADR 817209307 3 5,000 X 1 0 0 5,000 SENIOR HIGH INCOME PORTFOLIO COM 81721E107 18 3,321 X 1 3321 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 321 19,111 X 1 13370 5241 500 SENSIENT TECHNOLOGIES CORP COM 81725T100 2,612 121,605 X 1 90290 2350 28,965 SEPRACOR INC SDCV 5.000% 2/1 817315AL8 917 900,000 X 1 400000 0 500,000 SEPRACOR INC COM 817315104 1,599 30,230 X 1 29320 0 910 SEQUA CORP CL A COM 817320104 1 20 X 1 20 0 0 SEQUA CORPORATION PFD CONV $5 817320302 11 113 X 1 113 0 0 SERACARE LIFE SCIENCES INC COM 81747Q100 21 1,587 X 1 1587 0 0 SERENA SOFTWARE INC COM 817492101 1,965 102,919 X 1 119 0 102,800 SEROLOGICALS CORP COM 817523103 1,523 76,200 X 1 600 0 75,600 SERONO S A SPONSORED ADR 81752M101 16 1,000 X 1 1000 0 0 SERVICE CORP INTL COM 817565104 198 26,770 X 1 11370 0 15,400 SERVICEMASTER CO COM 81760N109 2,709 219,917 X 1 209574 7331 3,012 SFBC INTL INC COM 784121105 17 550 X 1 550 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 15,384 915,165 X 1 425205 70700 419,260 SHAW GROUP INC COM 820280105 102 10,100 X 1 9200 0 900 SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 3,546 79,332 X 1 46682 5000 27,650 SHENANDOAH TELECOMMUNICATION COM 82312B106 5 200 X 1 200 0 0 SHERWIN WILLIAMS CO COM 824348106 22,666 545,500 X 1 408103 24300 113,097 SHILOH INDS INC COM 824543102 37 2,500 X 1 0 0 2,500 SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R106 6,194 231,798 X 1 230098 0 1,700 SHOE CARNIVAL INC COM 824889109 3 170 X 1 170 0 0 SHOPKO STORES INC COM 824911101 43 3,030 X 1 3030 0 0 SHORE BANCSHARES INC COM 825107105 32 1,231 X 1 20 0 1,211 SHUFFLE MASTER INC COM 825549108 16 451 X 1 451 0 0 SHURGARD STORAGE CTRS INC COM 82567D104 118 3,165 X 1 3135 0 30 SIEBEL SYS INC COM 826170102 3,273 306,172 X 1 270847 2400 32,925 SIEMENS A G SPONSORED ADR 826197501 1,104 15,226 X 1 6054 0 9,172 SIERRA HEALTH SVCS INC COM 826322109 134 3,000 X 1 3000 0 0 SIERRA PAC RES NEW COM 826428104 2,391 310,060 X 1 124218 15000 170,842 SIERRA WIRELESS INC COM 826516106 2,811 75,900 X 1 700 0 75,200 SIGMA ALDRICH CORP COM 826552101 42,379 710,931 X 1 487395 56713 166,823 SIGMATEL INC COM 82661W107 1,563 53,800 X 1 0 0 53,800 SIGNET GROUP PLC SP ADR REP 30S 82668L872 181 2,820 X 1 140 0 2,680 SILICON GRAPHICS INC COM 827056102 203 92,418 X 1 0 0 92,418 SILICON IMAGE INC COM 82705T102 28 2,140 X 1 2140 0 0 SILICON LABORATORIES INC COM 826919102 454 9,792 X 1 8767 0 1,025 SILICON STORAGE TECHNOLOGY I COM 827057100 4 360 X 1 300 0 60 SILICON VY BANCSHARES COM 827064106 4,168 105,120 X 1 3320 0 101,800 SILVER STD RES INC COM 82823L106 62 5,000 X 1 1000 0 4,000 SIMON PPTY GROUP INC NEW COM 828806109 6,705 130,405 X 1 124105 2600 3,700 SIMPSON MANUFACTURING CO INC COM 829073105 26,842 478,300 X 1 445400 5000 27,900 SINCLAIR BROADCAST GROUP INC CL A 829226109 18 1,800 X 1 1800 0 0 SINCLAIR BROADCAST GROUP INC P PFD 829226505 43 1,000 X 1 1000 0 0 SINGAPORE FD INC COM 82929L109 7 900 X 1 900 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SINOPEC SHANGHAI PETROCHEMICAL COM 82935M109 3 100 X 1 100 0 0 SIPEX CORP COM 829909100 48 8,500 X 1 8500 0 0 SIRENZA MICRODEVICES INC COM 82966T106 3 598 X 1 0 0 598 SIRIUS SATELLITE RADIO INC COM 82966U103 1,141 370,316 X 1 210326 24000 135,990 SIRNA THERAPEUTICS INC COM 829669100 4 1,371 X 1 1371 0 0 SIRVA INC COM 82967Y104 1,615 70,200 X 1 0 0 70,200 SIX FLAGS INC COM 83001P109 77 10,600 X 1 10600 0 0 SIZELER PPTY INVS INC COM 830137105 47 5,100 X 1 5100 0 0 SJW CORP COM 784305104 245 7,199 X 1 7199 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 3,696 176,100 X 1 176100 0 0 SKECHERS U S A INC CL A 830566105 33 2,500 X 1 2500 0 0 SKILLSOFT PLC SPONSORED ADR 830928107 114 15,000 X 1 15000 0 0 SKY FINL GROUP INC COM 83080P103 538 21,780 X 1 19920 0 1,860 SKYEPHARMA PLC SPONSORED ADR 830808101 1 100 X 1 0 0 100 SKYLINE CORP COM 830830105 57 1,400 X 1 1400 0 0 SKYWEST INC COM 830879102 130 7,470 X 1 6300 0 1,170 SKYWORKS SOLUTIONS INC COM 83088M102 190 21,807 X 1 21094 0 713 SL GREEN RLTY CORP COM 78440X101 248 5,300 X 1 3700 1000 600 SLM CORP COM 78442P106 45,142 1,115,985 X 1 789701 84572 241,712 SMART & FINAL INC COM 831683107 44 3,700 X 1 3700 0 0 SMITH & NEPHEW P L C SPONSORED COM 83175M205 111 2,000 X 1 2000 0 0 SMITH A O COM 831865209 3 100 X 1 100 0 0 SMITH INTL INC COM 832110100 6,542 117,315 X 1 107115 0 10,200 SMITHFIELD FOODS INC COM 832248108 445 15,130 X 1 14630 0 500 SMITHTOWN BANCORP INC COM 832449102 836 20,544 X 1 0 0 20,544 SMTC CORP COM 832682108 2 3,800 X 1 3800 0 0 SMUCKER J M CO COM NEW 832696405 35,305 769,018 X 1 493366 83776 191,876 SMURFIT-STONE CONTAINER CORP COM 832727101 717 35,899 X 1 35184 0 715 SMURFIT-STONE CONTAINER CORP P PFD 832727200 49 2,000 X 1 2000 0 0 SNAP ON INC COM 833034101 10,933 325,872 X 1 234505 3345 88,022 SOHU COM INC COM 83408W103 66 3,300 X 1 3300 0 0 SOLA INTL INC COM 834092108 7,099 412,000 X 1 367300 12000 32,700 SOLECTRON CORP COM 834182107 10,043 1,552,216 X 1 1060930 23800 467,486 SOMANETICS CORP COM NEW 834445405 157 11,417 X 1 11417 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 13 600 X 1 600 0 0 SONIC CORP COM 835451105 6,555 288,125 X 1 281154 0 6,971 SONIC FDRY INC COM 83545R108 0 100 X 1 0 0 100 SONIC SOLUTIONS COM 835460106 21 1,000 X 1 0 0 1,000 SONICWALL INC COM 835470105 61 7,000 X 1 6800 0 200 SONOCO PRODS CO COM 835495102 35,041 1,374,166 X 1 1080410 44221 249,535 SONOSITE INC COM 83568G104 195 8,108 X 1 2683 0 5,425 SONUS NETWORKS INC COM 835916107 82 17,200 X 1 17200 0 0 SONY CORP ADR NEW 835699307 8,986 236,144 X 1 112097 7440 116,607 SOTHEBYS HLDGS INC CL A 835898107 41,416 2,594,983 X 1 2078118 101900 414,965 SOUND FED BANCORP INC COM 83607V104 4 276 X 1 276 0 0 SOURCE CAP INC COM 836144105 468 7,204 X 1 2538 4666 0 SOURCE INTERLINK COS INC COM NEW 836151209 77 6,900 X 1 5000 0 1,900 SOURCECORP COM 836167106 25 900 X 1 700 0 200 SOUTH FINL GROUP INC COM 837841105 259 9,117 X 1 8317 0 800 SOUTH JERSEY INDS INC COM 838518108 272 6,168 X 1 5368 0 800
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SOUTHERN CO COM 842587107 10,483 359,620 X 1 226646 54500 78,474 SOUTHERN PERU COPPER CORP COM 843611104 285 6,900 X 1 6800 0 100 SOUTHERN UN CO NEW COM 844030106 103 4,905 X 1 4485 0 420 SOUTHTRUST CORP COM 844730101 7,559 194,763 X 1 187099 600 7,064 SOUTHWEST AIRLS CO COM 844741108 54,447 3,246,714 X 1 2905703 8737 332,274 SOUTHWEST BANCORP INC OKLA COM 844767103 7 400 X 1 400 0 0 SOUTHWEST BANCORPORATION TEX COM 84476R109 1,090 24,696 X 1 17196 7500 0 SOUTHWEST GAS CORP COM 844895102 572 23,700 X 1 23700 0 0 SOUTHWEST WTR CO COM 845331107 55 4,364 X 1 3764 0 600 SOUTHWESTERN ENERGY CO COM 845467109 6,061 211,407 X 1 120307 0 91,100 SOVEREIGN BANCORP INC COM 845905108 154,157 6,975,443 X 1 887387 99200 5,988,856 SOVRAN SELF STORAGE INC COM 84610H108 176 4,611 X 1 2440 0 2,171 SPAIN FD COM 846330108 94 9,300 X 1 9300 0 0 SPANISH BROADCASTING SYS INC CL A 846425882 16 1,700 X 1 1100 0 600 SPARTECH CORP COM NEW 847220209 16 615 X 1 615 0 0 SPARTON CORP COM 847235108 4 441 X 1 441 0 0 SPATIALIGHT INC COM 847248101 83 13,800 X 1 13800 0 0 SPDR TR UNIT SER 1 78462F103 46,718 407,908 X 1 340616 1539 65,753 SPECIALTY LABORATORIES INC COM 84749R100 22 2,500 X 1 2000 0 500 SPECTRALINK CORP COM 847580107 659 44,200 X 1 2000 0 42,200 SPECTRASITE INC COM 84761M104 17 400 X 1 400 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 1 80 X 1 0 0 80 SPEEDUS CORP COM 847723103 4 1,800 X 1 0 0 1,800 SPEEDWAY MOTORSPORTS INC COM 847788106 40 1,200 X 1 1200 0 0 SPHERION CORP COM 848420105 23 2,300 X 1 2300 0 0 SPINNAKER EXPL CO COM 84855W109 3,087 78,400 X 1 78400 0 0 SPIRE COM 848565107 17 3,000 1 3000 0 0 SPORTS AUTH INC NEW COM 84917U109 66 1,849 X 1 111 0 1,738 SPRINT CORP COM FON GROUP 852061100 12,743 724,017 X 1 504174 118254 101,589 SPSS INC COM 78462K102 31 1,732 X 1 100 0 1,632 SPX CORP COM 784635104 1,325 28,544 X 1 28256 0 288 SPX CORP COM 78Z99B949 38 900 CALL X 900 SRA INTL INC CL A 78464R105 1,027 24,260 X 1 0 0 24,260 SS&C TECHNOLOGIES INC COM 85227Q100 11 600 X 1 600 0 0 ST JOE CO COM 790148100 154,225 3,884,743 X 1 2717798 206195 960,750 ST JUDE MED INC COM 790849103 7,750 102,453 X 1 80203 0 22,250 ST MARY LD & EXPL CO COM 792228108 89 2,490 X 1 2100 0 390 ST PAUL TRAVELERS INC COM 792860108 54,617 1,347,247 X 1 1191622 30130 125,495 ST PAUL TRAVELERS INC EQUITY UNIT 792860306 163 2,200 X 1 200 2000 0 STAGE STORES INC COM NEW 85254C305 30 800 X 1 800 0 0 STAMPS COM INC COM NEW 852857200 18 1,768 X 1 150 0 1,618 STANCORP FINL GROUP INC COM 852891100 530 7,917 X 1 7592 0 325 STANDARD COML CORP COM 853258101 22 1,200 X 1 400 800 0 STANDARD MICROSYSTEMS CORP COM 853626109 399 17,100 X 1 17100 0 0 STANDARD MTR PRODS INC COM 853666105 4 280 X 1 280 0 0 STANDARD PAC CORP NEW COM 85375C101 460 9,340 X 1 540 0 8,800 STANDARD REGISTER CO COM 853887107 59 4,950 X 1 4950 0 0 STANDEX INTL CORP COM 854231107 718 26,400 X 1 15800 3300 7,300 STANLEY FURNITURE INC COM NEW 854305208 101 2,400 X 1 1500 0 900 STANLEY WKS COM 854616109 2,563 56,235 X 1 40978 3000 12,257
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ STAPLES INC COM 855030102 20,487 696,603 X 1 501613 40425 154,565 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 122 5,212 X 1 4312 0 900 STARBUCKS CORP COM 855244109 75,013 1,724,831 X 1 1412991 27925 283,915 STARRETT L S CO CL A 855668109 48 2,970 X 1 1281 0 1,689 STARTEK INC COM 85569C107 11 310 X 1 10 0 300 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 5,284 117,813 X 1 112628 0 5,185 STATE BANCORP INC N.Y COM 855716106 1,493 58,218 X 1 50050 0 8,168 STATE FINL SVCS CORP CL A 856855101 3 100 X 1 100 0 0 STATE STR CORP COM 857477103 82,653 1,685,437 X 1 788005 15800 881,632 STATE STR CORP UNIT 99/99/9999 857477202 13 55 X 1 55 0 0 STATION CASINOS INC COM 857689103 29 600 X 1 600 0 0 STEAK N SHAKE CO COM 857873103 27 1,500 X 1 1500 0 0 STEEL DYNAMICS INC COM 858119100 2,905 101,450 X 1 101450 0 0 STEELCASE INC CL A 858155203 385 27,500 X 1 26700 0 800 STEIN MART INC COM 858375108 460 28,300 X 1 300 0 28,000 STELLENT INC COM 85856W105 54 6,320 X 1 0 0 6,320 STELMAR SHIPPING LTD COM V8726M103 1,658 50,000 X 1 50000 0 0 STEMCELLS INC COM 85857R105 1 398 X 1 398 0 0 STERICYCLE INC COM 858912108 64,323 1,243,200 X 1 849472 35550 358,178 STERIS CORP COM 859152100 863 38,250 X 1 23300 800 14,150 STERLING BANCORP COM 859158107 138 4,998 X 1 4998 0 0 STERLING BANCSHARES INC COM 858907108 656 46,246 X 1 28143 0 18,103 STERLING FINL CORP WASH COM 859319105 51 1,603 X 1 1603 0 0 STET HELLAS COMMUNICATIONS S ADR 859823106 34 2,000 X 1 2000 0 0 STEWART & STEVENSON SVCS INC COM 860342104 122 6,800 X 1 6800 0 0 STEWART ENTERPRISES INC CL A 860370105 24 3,000 X 1 3000 0 0 STEWART INFORMATION SVCS COR COM 860372101 17 500 X 1 100 0 400 STEWART W P & CO LTD COM G84922106 37,148 1,813,005 X 1 1141338 45468 626,199 STILLWATER MNG CO COM 86074Q102 5,290 352,415 X 1 352415 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 881 40,050 X 1 21180 0 18,870 STOLT NIELSEN S A SP ADR REG COM 861565109 1,752 119,830 X 1 47651 0 72,179 STONE ENERGY CORP COM 861642106 486 10,641 X 1 300 0 10,341 STONERIDGE INC COM 86183P102 34 2,000 X 1 2000 0 0 STORA ENSO CORP SPON ADR REP R 86210M106 1,948 143,423 X 1 141744 0 1,679 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 4,948 170,630 X 1 145130 0 25,500 STRATAGENE CORP COM 86269H107 8 1,000 X 1 1000 0 0 STRATEGIC GLOBAL INCOME FD COM 862719101 177 14,500 X 1 14500 0 0 STRATEX NETWORKS INC COM 86279T109 22 7,600 X 1 6400 0 1,200 STRATTEC SEC CORP COM 863111100 178 2,600 X 1 2100 0 500 STRATUS PPTYS INC COM NEW 863167201 4 355 X 1 167 0 188 STRAYER ED INC COM 863236105 13 120 X 1 120 0 0 STREETTRACKS SER TR WILSHIRE REIT 86330E604 280 1,810 X 1 0 0 1,810 STRIDE RITE CORP COM 863314100 86 7,795 X 1 6095 0 1,700 STRYKER CORP COM 863667101 88,047 1,600,852 X 1 1450972 2250 147,630 STUDENT LN CORP COM 863902102 68 500 X 1 500 0 0 STURM RUGER & CO INC COM 864159108 87 7,210 X 1 5310 0 1,900 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 824 25,619 X 1 19619 0 6,000 SUFFOLK BANCORP COM 864739107 89 2,754 X 1 2754 0 0 SUMMIT PPTYS INC COM 866239106 1,408 54,900 X 1 54900 0 0 SUN BANCORP INC COM 86663B102 260 12,217 X 1 12217 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SUN BANCORP INC COM 866634108 123 5,480 X 1 0 5263 217 SUN COMMUNITIES INC COM 866674104 239 6,360 X 1 6360 0 0 SUN LIFE FINL INC COM 866796105 1,167 40,336 X 1 26081 0 14,255 SUN MICROSYSTEMS INC COM 866810104 14,001 3,233,324 X 1 2559955 42400 630,969 SUNCOR ENERGY INC COM 86Z99C9810 206 8,000 CALL X 8,000 SUNCOR ENERGY INC COM 867229106 62,629 2,445,506 X 1 1704957 116625 623,924 SUNGARD DATA SYS INC COM 867363103 15,423 593,200 X 1 448397 20620 124,183 SUNOCO INC COM 86764P109 2,541 39,925 X 1 21463 4900 13,562 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 1,335 37,179 X 1 36634 0 545 SUNRISE SENIOR LIVING INC COM 86768K106 4,061 103,752 X 1 39575 0 64,177 SUNTERRA CORP COM NEW 86787D208 7 580 X 1 580 0 0 SUNTRUST BKS INC COM 867914103 29,920 460,378 X 1 262324 25774 172,280 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 0 160 X 1 140 0 20 SUPERGEN INC COM 868059106 32 5,000 X 1 5000 0 0 SUPERIOR CONSULTANT HLDGS CO COM 868146101 119 19,800 X 1 0 1600 18,200 SUPERIOR ENERGY SVCS INC COM 868157108 20 2,000 X 1 2000 0 0 SUPERIOR INDS INTL INC COM 868168105 31 930 X 1 580 0 350 SUPERTEX INC COM 868532102 7 440 X 1 440 0 0 SUPERVALU INC COM 868536103 4,929 161,012 X 1 156487 0 4,525 SUPPORT.COM INC COM 868587106 3 300 X 1 300 0 0 SUREWEST COMMUNICATIONS COM 868733106 241 7,641 X 1 5120 0 2,521 SURMODICS INC COM 868873100 391 15,860 X 1 11600 1200 3,060 SUSQUEHANNA BANCSHARES INC P COM 869099101 1,178 46,831 X 1 3775 39313 3,743 SWIFT ENERGY CO COM 870738101 77 3,500 X 1 2600 0 900 SWIFT TRANSN CO COM 870756103 74 4,120 X 1 4120 0 0 SWISS HELVETIA FD INC COM 870875101 259 19,844 X 1 18844 0 1,000 SWISSCOM SPONSORED ADR COM 871013108 50 1,500 X 1 1500 0 0 SWS GROUP INC COM 78503N107 45 2,930 X 1 2930 0 0 SYBASE INC COM 871130100 362 20,124 X 1 9464 1202 9,458 SYBRON DENTAL SPECIALTIES IN COM 871142105 207 6,933 X 1 6933 0 0 SYCAMORE NETWORKS INC COM 871206108 872 206,201 X 1 185651 0 20,550 SYKES ENTERPRISES INC COM 871237103 4 500 X 1 0 0 500 SYMANTEC CORP COM 87Z99B9650 125 3,000 CALL X 3,000 SYMANTEC CORP COM 871503108 57,838 1,321,108 X 1 922794 42625 355,689 SYMBOL TECHNOLOGIES INC COM 871508107 19,269 1,307,294 X 1 1050885 55675 200,734 SYMMETRICOM INC COM 871543104 829 93,168 X 1 0 4800 88,368 SYMYX TECHNOLOGIES COM 87155S108 609 25,276 X 1 25276 0 0 SYNAPTICS INC COM 87157D109 124 6,414 X 1 1795 925 3,694 SYNGENTA AG SPONSORED ADR 87160A100 1,199 71,395 X 1 14222 0 57,173 SYNOPSYS INC COM 871607107 3,938 138,520 X 1 92136 0 46,384 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 139 12,900 X 1 12900 0 0 SYNOVUS FINL CORP COM 87161C105 1,686 66,558 X 1 63303 0 3,255 SYSCO CORP COM 87199Y9U90 139 4,000 CALL X 4,000 SYSCO CORP COM 871829107 334,253 9,318,461 X 1 7243622 388999 1,685,840 SYSTEMAX INC COM 871851101 13 2,000 X 1 0 0 2,000 TAIWAN FD INC COM 874036106 29 2,600 X 1 2600 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4,924 592,496 X 1 242712 7250 342,534 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 74 2,400 X 1 2100 0 300 TALBOTS INC COM 874161102 321 8,188 X 1 3075 0 5,113 TALISMAN ENERGY INC COM 87425E103 1,338 61,549 X 1 2132 1500 57,917
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TALK AMERICA HLDGS INC COM NEW 87426R202 2 210 X 1 210 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 395 10,100 X 1 7950 0 2,150 TANOX INC COM 87588Q109 404 21,200 X 1 3400 1300 16,500 TAPESTRY PHARMACEUTICALS INC COM 876031105 21 11,900 X 1 0 0 11,900 TARAGON RLTY INVS INC COM 876287103 100 6,755 X 1 3630 0 3,125 TARGET CORP COM 87612E106 207,244 4,879,782 X 1 3726590 294977 858,215 TARGET CORP COM 8779939Z00 66 1,600 CALL X 1,600 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 4,161 95,651 X 1 58226 2400 35,025 TASTY BAKING CO COM 876553306 27 2,875 X 1 1900 975 0 TAUBMAN CTRS INC COM 876664103 320 13,966 X 1 13966 0 0 TAYLOR CAP GROUP INC COM 876851106 9 400 X 1 400 0 0 TBC CORP COM 872180104 225 9,445 X 1 1525 0 7,920 TC PIPELINES LP UT COM LTD PRT 87233Q108 10 300 X 1 0 0 300 TCF FINL CORP COM 872275102 18,814 324,096 X 1 249876 6400 67,820 TCW CONV SECS FD INC COM 872340104 310 64,000 X 1 64000 0 0 TDC A/S SPONSORED ADR 87236N102 26 1,600 X 1 1000 0 600 TECH DATA CORP COM 878237106 4,472 114,287 X 1 58575 4250 51,462 TECHNE CORP COM 878377100 1,853 42,640 X 1 41200 0 1,440 TECHNITROL INC COM 878555101 18,144 828,475 X 1 767875 11000 49,600 TECHNOLOGY SOLUTIONS CO COM 87872T108 5 5,000 X 1 5000 0 0 TECO ENERGY INC COM 872375100 2,864 238,877 X 1 156378 18500 63,999 TECUMSEH PRODS CO CL A 878895200 22,181 538,508 X 1 276785 4100 257,623 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 4,164 111,375 X 1 107350 0 4,025 TEJON RANCH CO DEL COM 879080109 70 2,000 X 1 2000 0 0 TEKELEC COM 879101103 2,365 130,161 X 1 5425 0 124,736 TEKTRONIX INC COM 879131100 1,010 29,695 X 1 14449 0 15,246 TELE CELULAR SUL PART S A SPON ADR PFD 879238103 0 1 X 1 1 0 0 TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 2,579 281,229 X 1 281116 0 113 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 3 249 X 1 111 0 138 TELE SUDESTE CELULAR PART S SPON ADR PFD 879252104 0 8 X 1 0 0 8 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 181 6,061 X 1 6061 0 0 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 16 552 X 1 0 0 552 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 1 40 X 1 0 0 40 TELEDYNE TECHNOLOGIES INC COM 879360105 375 18,727 X 1 18727 0 0 TELEFLEX INC COM 879369106 20,720 413,149 X 1 181434 43097 188,618 TELEFONICA S A SPONSORED ADR 879382208 4,200 94,094 X 1 32564 3231 58,299 TELEFONOS DE MEXICO S A SPON ADR A SHS 879403707 2 53 X 1 0 0 53 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 7,316 219,919 X 1 211325 0 8,594 TELEGLOBE INTL HLDGS LTD COM G87340108 1 125 X 1 125 0 0 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 2,552 86,500 X 1 76800 0 9,700 TELEPHONE & DATA SYS INC COM 879433100 7,455 104,706 X 1 76451 21355 6,900 TELESP CELULAR PART S A SPON ADR PFD 87952L108 0 40 X 1 40 0 0 TELETECH HOLDINGS INC COM 879939106 31 3,580 X 1 600 0 2,980 TELIK INC COM 87959M109 38 1,600 X 1 1600 0 0 TELKONET INC COM 879604106 29 8,000 X 1 1000 0 7,000 TELLABS INC COM 879664100 1,267 144,965 X 1 105753 3400 35,812 TEMPLE INLAND INC COM 879868107 5,922 85,518 X 1 81350 500 3,668 TEMPLETON DRAGON FD INC COM 88018T101 27 1,825 X 1 825 0 1,000 TEMPLETON EMERG MKTS INCOME COM 880192109 380 32,970 X 1 28670 4000 300 TEMPLETON EMERGING MKTS FD I COM 880191101 827 66,400 X 1 64400 0 2,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TEMPUR PEDIC INTL INC COM 88023U101 675 48,200 X 1 0 0 48,200 TENET HEALTHCARE CORP COM 88033G100 4,632 345,445 X 1 214699 14100 116,646 TENNANT CO COM 880345103 165 3,969 X 1 1839 0 2,130 TENNECO AUTOMOTIVE INC COM 880349105 575 43,463 X 1 42953 0 510 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 20,092 527,627 X 1 274215 71200 182,212 TERADYNE INC COM 880770102 1,215 53,494 X 1 39054 1000 13,440 TERAYON COMMUNICATION SYS COM 880775101 3 1,275 X 1 1175 0 100 TEREX CORP NEW COM 880779103 62 1,800 X 1 1800 0 0 TERRA NETWORKS S A SPONSORED ADR 88100W103 0 59 X 1 8 0 51 TERREMARK WORLDWIDE INC COM 881448104 51 60,000 X 1 20000 0 40,000 TESORO PETE CORP COM 881609101 196 7,100 X 1 7050 0 50 TESSERA TECHNOLOGIES INC COM 88164L100 4 200 X 1 200 0 0 TETRA TECH INC NEW COM 88162G103 122 7,500 X 1 6100 0 1,400 TETRA TECHNOLOGIES INC DEL COM 88162F105 111 4,150 X 1 4150 0 0 TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB1 5 3,000 X 1 3000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 88,589 2,571,666 X 1 2050216 85030 436,420 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 382 23,000 X 1 23000 0 0 TEXAS GENCO HLDGS INC COM 882443104 6,112 135,556 X 1 71112 186 64,258 TEXAS INDS INC COM 882491103 376 9,140 X 1 1900 1200 6,040 TEXAS INSTRS INC COM 882508104 211,518 8,747,630 X 1 5810918 793652 2,143,060 TEXAS INSTRUMENTS INC COM 88599K9170 99 1,000 CALL X 1,000 TEXAS INSTRUMENTS INC COM 88599K9W9 34 1,500 CALL X 1,500 TEXAS INSTRUMENTS INC COM 88699S9680 34 1,500 PUT X 1,500 TEXAS PAC LD TR SUB CTF PROP I T 882610108 235 3,600 X 1 0 0 3,600 TEXAS REGL BANCSHARES INC CL A VTG 882673106 616 13,414 X 1 13084 0 330 TEXS INSTRUMENTS COM 88599K9X7 565 25,000 CALL X 25,000 TEXTRON INC COM 883203101 2,709 45,647 X 1 39070 700 5,877 THAI CAP FD INC COM NEW 882905201 3 375 X 1 375 0 0 THAI FD INC COM 882904105 5 572 X 1 572 0 0 THERAGENICS CORP COM 883375107 181 39,100 X 1 39100 0 0 THERMO ELECTRON CORP COM 883556102 9,782 318,204 X 1 129961 37000 151,243 THESTREET COM COM 88368Q103 12 3,300 X 1 3300 0 0 THOMAS & BETTS CORP COM 884315102 23,287 855,194 X 1 760844 22000 72,350 THOMAS INDS INC COM 884425109 23 700 X 1 400 0 300 THOMSON SPONSORED ADR 885118109 308 15,510 X 1 750 0 14,760 THOMSON CORP COM 884903105 46 1,386 X 1 1386 0 0 THOR INDS INC COM 885160101 18,869 563,930 X 1 516780 10200 36,950 THORATEC CORP COM NEW 885175307 587 54,690 X 1 53355 0 1,335 THORNBURG MTG INC COM 885218107 648 24,028 X 1 22890 0 1,138 THQ INC COM NEW 872443403 48 2,100 X 1 2100 0 0 THREE FIVE SYS INC COM 88554L108 0 16 X 1 16 0 0 TIB FINL CORP COM 872449103 5 250 X 1 250 0 0 TIBCO SOFTWARE INC COM 88632Q103 2,679 317,094 X 1 18844 0 298,250 TIDEWATER INC COM 886423102 1,055 35,407 X 1 24115 0 11,292 TIER TECHNOLOGIES INC CL B 88650Q100 11 1,100 X 1 1100 0 0 TIERONE CORP COM 88650R108 9 400 X 1 400 0 0 TIFFANY & CO NEW COM 886547108 37,248 1,010,815 X 1 789285 29900 191,630 TIMBERLAND CO CL A 887100105 49,230 762,182 X 1 558567 31250 172,365 TIME WARNER INC COM 88799F9810 18 1,000 CALL X 1,000 TIME WARNER INC COM 88799F9Y40 53 3,000 CALL X 3,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TIME WARNER INC COM 88799F9Z10 88 5,000 CALL X 5,000 TIME WARNER INC COM 887317105 111,372 6,335,171 X 1 3949916 453267 1,931,988 TIME WARNER TELECOM INC CL A 887319101 8 1,900 X 1 1900 0 0 TIMKEN CO COM 887389104 2,910 109,860 X 1 7380 0 102,480 TITAN CORP COM 888266103 279 21,450 X 1 21050 0 400 TITAN PHARMACEUTICALS INC DE COM 888314101 112 41,700 X 1 0 3500 38,200 TIVO INC COM 888706108 42 5,900 X 1 5900 0 0 TJX COS INC NEW COM 872540109 82,526 3,418,621 X 1 3073996 33200 311,425 TODCO CL A 88889T107 17,067 1,103,200 X 1 1101200 0 2,000 TOLL BROTHERS INC COM 889478103 63 1,480 X 1 1480 0 0 TOLLGRADE COMMUNICATIONS INC COM 889542106 85 8,000 X 1 2050 0 5,950 TOMPKINSTRUSTCO INC COM 890110109 71 1,488 X 1 200 0 1,288 TOO INC COM 890333107 45 2,701 X 1 2442 0 259 TOOTSIE ROLL INDS INC COM 890516107 2,604 80,144 X 1 49156 0 30,988 TOPPS INC COM 890786106 69 7,030 X 1 700 0 6,330 TORCHMARK CORP COM 891027104 4,583 85,182 X 1 43617 1300 40,265 TOREADOR RES CORP COM 891050106 29 4,000 X 1 0 0 4,000 TORO CO COM 891092108 1,231 17,570 X 1 12120 0 5,450 TORONTO DOMINION BK ONT COM NEW 891160509 454 14,100 X 1 14100 0 0 TOTAL FINA ELF SA COM 89Y9999750 49 500 CALL X 500 TOTAL FINA ELF SA COM 89Y9999420 49 500 PUT X 500 TOTAL S A SPONSORED ADR 89151E109 14,448 150,376 X 1 128124 1000 21,252 TOTAL SYS SVCS INC COM 891906109 85 3,900 X 1 3400 0 500 TOWN & CTRY TR SH BEN INT 892081100 84 3,320 X 1 2420 0 900 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2,178 26,690 X 1 5690 0 21,000 TOYS R US INC COM 892335100 453 28,478 X 1 24399 3000 1,079 TPG N V SPONSORED ADR 892339102 313 13,565 X 1 630 0 12,935 TRACTOR SUPPLY CO COM 892356106 8,246 197,172 X 1 168672 3300 25,200 TRADESTATION GROUP INC COM 89267P105 4 610 X 1 110 0 500 TRAMMELL CROW CO COM 89288R106 96 6,800 X 1 6200 0 600 TRANS WORLD ENTMT CORP COM 89336Q100 30 3,000 X 1 0 0 3,000 TRANSACT TECHNOLOGIES INC COM 892918103 24 753 X 1 753 0 0 TRANSACTION SYS ARCHITECTS CL A 893416107 73 3,400 X 1 3400 0 0 TRANSATLANTIC HLDGS INC COM 893521104 2,268 28,004 X 1 11257 0 16,747 TRANSCANADA CORP COM 89353D107 84 4,251 X 1 3700 0 551 TRANSKARYOTIC THERAPIES INC COM 893735100 85 5,682 X 1 5290 0 392 TRANSMETA CORP DEL COM 89376R109 1 250 X 1 250 0 0 TRANSMONTAIGNE INC COM 893934109 20 3,600 X 1 3600 0 0 TRANSOCEAN INC ORD G90078109 6,415 221,666 X 1 172701 16777 32,188 TRANSPRO INC COM 893885103 1 158 X 1 158 0 0 TRC COS INC COM 872625108 12 700 X 1 700 0 0 TREDEGAR CORP COM 894650100 292 18,125 X 1 17005 0 1,120 TREX INC COM 89531P105 1,200 31,800 X 1 1600 0 30,200 TRI CONTL CORP COM 895436103 1,420 84,361 X 1 56777 0 27,584 TRIAD GTY INC COM 895925105 58 1,000 X 1 1000 0 0 TRIAD HOSPITALS INC COM 89579K109 102,237 2,746,081 X 1 2745781 0 300 TRIARC COS INC CL A 895927101 58 5,651 X 1 2501 0 3,150 TRIARC COS INC CL B SER 1 895927309 147 14,430 X 1 8100 0 6,330 TRIBUNE CO NEW COM 896047107 30,486 669,430 X 1 418564 64315 186,551 TRIBUNE CO NEW SB DB EXCH2%29 896047305 8 100 X 1 100 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TRIKON TECHNOLOGIES INC COM NEW 896187408 433 146,200 X 1 38100 7700 100,400 TRIMBLE NAVIGATION LTD COM 896239100 48 1,740 X 1 1540 0 200 TRIMERIS INC COM 896263100 37 2,552 X 1 2210 0 342 TRINITY BIOTECH PLC SPONSORED ADR 896438108 42 12,400 X 1 12400 0 0 TRINITY INDS INC COM 896522109 518 16,300 X 1 16300 0 0 TRIPATH IMAGING INC COM 896942109 19 2,001 X 1 1500 0 501 TRIPOS INC COM 896928108 15 3,064 X 1 0 0 3,064 TRIQUINT SEMICONDUCTOR INC COM 89674K103 2,969 543,810 X 1 417910 13000 112,900 TRITON PCS HLDGS INC CL A 89677M106 0 200 X 1 200 0 0 TRIUMPH GROUP INC NEW COM 896818101 3 100 X 1 100 0 0 TRIZEC PROPERTIES INC COM 89687P107 14,008 861,507 X 1 673025 0 188,482 TRIZETTO GROUP INC COM 896882107 6 947 X 1 947 0 0 TRUSTCO BK CORP N Y COM 898349105 235 17,958 X 1 14600 0 3,358 TRUSTMARK CORP COM 898402102 162 5,600 X 1 5570 0 30 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 4 200 X 1 200 0 0 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,387 40,850 X 1 1150 0 39,700 TTM TECHNOLOGIES INC COM 87305R109 5 400 X 1 400 0 0 TUESDAY MORNING CORP COM NEW 899035505 9 300 X 1 300 0 0 TUFCO TECHNOLOGIES INC COM 899040109 12 1,500 X 1 1500 0 0 TULARIK INC COM 899165104 5,668 228,563 X 1 228363 0 200 TUMBLEWEED COMMUNICATIONS CO COM 899690101 260 61,000 X 1 61000 0 0 TUPPERWARE CORP COM 899896104 3,828 197,059 X 1 79777 15850 101,432 TUT SYSTEMS COM 901103101 399 126,600 X 1 0 11600 115,000 TWEETER HOME ENTMT GROUP INC COM 901167106 2 400 X 1 0 0 400 TXU CORP COM 873168108 14,447 356,626 X 1 293835 14400 48,391 TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF4 6 4,000 X 1 4000 0 0 TYCO INTL LTD NEW COM 90799J9L0 670 21,000 CALL X 21,000 TYCO INTL LTD NEW COM 90799J9L0 367 11,500 CALL X 11,500 TYCO INTL LTD NEW NOTE 11/1 902124AC0 39 50,000 X 1 0 0 50,000 TYCO INTL LTD NEW COM 902124106 119,128 3,594,667 X 1 3049517 39540 505,610 TYLER TECHNOLOGIES INC COM 902252105 96 10,200 X 1 0 0 10,200 TYSON FOODS INC CL A 902494103 694 33,157 X 1 28724 0 4,433 U S B HLDG INC COM 902910108 166 7,243 X 1 7243 0 0 U S CONCRETE INC COM 90333L102 27 3,795 X 1 2295 0 1,500 U S G CORP COM NEW 903293405 188 10,732 X 1 732 0 10,000 U S I HLDGS COM 90333H101 1,546 97,867 X 1 200 0 97,667 U S PHYSICAL THERAPY INC COM 90337L108 14 1,000 X 1 1000 0 0 U S RESTAURANT PPTYS INC COM 902971100 680 44,750 X 1 44750 0 0 U S XPRESS ENTERPRISES INC CL A 90338N103 5 300 X 1 300 0 0 UBS AG NAMEN AKT H8920M855 8,176 115,062 X 1 87210 0 27,852 UCBH HOLDINGS INC COM 90262T308 492 12,448 X 1 11948 0 500 UGI CORP NEW COM 902681105 10,745 334,714 X 1 188515 89400 56,799 UICI COM 902737105 17 700 X 1 700 0 0 UIL HLDG CORP COM 902748102 342 7,020 X 1 4920 0 2,100 ULTICOM INC COM 903844108 7 600 X 1 600 0 0 ULTIMATE ELECTRS INC COM 903849107 10 2,000 X 1 2000 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 284 38,800 X 1 0 0 38,800 ULTRA PETROLEUM CORP COM 903914109 1,311 35,125 X 1 31000 0 4,125 ULTRALIFE BATTERIES INC COM 903899102 188 9,700 X 1 1900 0 7,800 ULTRATECH INC COM 904034105 0 20 X 1 20 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ UMB FINL CORP COM 902788108 17 330 X 1 330 0 0 UMPQUA HLDGS CORP COM 904214103 54 2,582 X 1 2048 0 534 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 14 700 X 1 700 0 0 UNIFI INC COM 904677101 507 172,884 X 1 170884 0 2,000 UNIFIRST CORP COM 904708104 207 7,100 X 1 0 0 7,100 UNILEVER N V N Y SHS NEW 904784709 10,351 151,076 X 1 69367 13957 67,752 UNILEVER PLC SPON ADR NEW 904767704 677 17,022 X 1 6713 357 9,952 UNION PAC CORP COM 907818108 116,805 1,964,760 X 1 1586563 78602 299,595 UNION PLANTERS CORP COM 908068109 1,193 39,998 X 1 36886 1100 2,012 UNIONBANCAL CORP COM 908906100 159 2,830 X 1 2730 0 100 UNISOURCE ENERGY CORP COM 909205106 258 10,400 X 1 9900 0 500 UNISYS CORP COM 909214108 26,660 1,920,760 X 1 1878835 25330 16,595 UNIT CORP COM 909218109 162 5,158 X 1 3558 0 1,600 UNITED AUTO GROUP INC COM 909440109 219 7,132 X 1 1300 0 5,832 UNITED BANCSHARES INC OHIO COM 909458101 229 14,586 X 1 4713 0 9,873 UNITED BANKSHARES INC WEST V COM 909907107 3,709 114,112 X 1 3153 0 110,959 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 38 1,500 X 1 1500 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 4 300 X 1 300 0 0 UNITED DEFENSE INDS INC COM 91018B104 265 7,575 X 1 2325 0 5,250 UNITED DOMINION REALTY TR IN COM 910197102 3,453 174,546 X 1 95453 34700 44,393 UNITED FIRE & CAS CO COM 910331107 366 6,337 X 1 400 0 5,937 UNITED INDL CORP COM 910671106 58 2,500 X 1 2200 0 300 UNITED NAT FOODS INC COM 911163103 283 9,800 X 1 9800 0 0 UNITED ONLINE INC COM 911268100 82 4,647 X 1 4447 0 200 UNITED PARCEL SERVICE INC COM 92099F8W8 2,209 30,000 CALL X 30,000 UNITED PARCEL SERVICE INC CL B 911312106 535,407 7,122,624 X 1 4333066 232256 2,557,302 UNITED RENTALS INC COM 911363109 90,222 5,043,160 X 1 4373400 79500 590,260 UNITED STATES CELLULAR CORP COM 911684108 227 5,890 X 1 4700 0 1,190 UNITED STATES STL CORP NEW COM 912909108 621 17,670 X 1 12460 500 4,710 UNITED STATIONERS INC COM 913004107 239 6,024 X 1 6024 0 0 UNITED SURGICAL PARTNERS INT COM 913016309 75 1,900 X 1 1900 0 0 UNITED TECHNOLOGIES CORP COM 9130189090 53 600 CALL X 600 UNITED TECHNOLOGIES CORP COM 9130189Z20 53 600 PUT X 600 UNITED TECHNOLOGIES CORP COM 913017109 763,156 8,342,332 X 1 8156574 13630 172,128 UNITED THERAPEUTICS CORP DEL COM 91307C102 10 400 X 1 400 0 0 UNITEDGLOBALCOM CL A 913247508 5,916 814,901 X 1 384605 0 430,296 UNITEDHEALTH GROUP INC COM 91324P102 26,960 433,096 X 1 344731 13650 74,715 UNITIL CORP COM 913259107 168 6,376 X 1 6376 0 0 UNITRIN INC COM 913275103 4,521 106,145 X 1 91945 0 14,200 UNIVERSAL AMERN FINL CORP COM 913377107 70 6,400 X 1 3000 0 3,400 UNIVERSAL COMPRESSION HLDGS COM 913431102 6 200 X 1 200 0 0 UNIVERSAL CORP VA COM 913456109 250 4,910 X 1 4910 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 65 6,100 X 1 1000 0 5,100 UNIVERSAL ELECTRS INC COM 913483103 328 18,768 X 1 17068 0 1,700 UNIVERSAL FST PRODS INC COM 913543104 13 400 X 1 400 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 196 6,830 X 1 5830 0 1,000 UNIVERSAL HLTH SVCS INC DBCV 0.426% 6/2 913903AL4 3 5,000 X 1 5000 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 210 4,575 X 1 3975 0 600 UNIVERSAL SEC INSTRS INC COM NEW 913821302 3 200 X 1 0 0 200 UNIVERSAL STAINLESS & ALLOY COM 913837100 38 3,500 X 1 3500 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ UNIVERSAL TECHNICAL INST INC COM 913915104 36 900 X 1 100 0 800 UNIVEST CORP PA COM 915271100 822 16,127 X 1 0 16127 0 UNIVISION COMMUNICATIONS INC CL A 914906102 32,570 1,020,046 X 1 860315 18225 141,506 UNIZAN FINANCIAL CORP COM 91528W101 706 27,061 X 1 27061 0 0 UNOCAL CORP COM 915289102 12,598 331,547 X 1 207198 0 124,349 UNOVA INC COM 91529B106 3,787 187,012 X 1 176262 0 10,750 UNUMPROVIDENT CORP COM 91W999957 151 10,000 CALL X 10,000 UNUMPROVIDENT CORP COM 91W999965 151 10,000 CALL X 10,000 UNUMPROVIDENT CORP COM 91W999999 303 20,000 CALL X 20,000 UNUMPROVIDENT CORP COM 91W999957 151 10,000 CALL X 10,000 UNUMPROVIDENT CORP COM 91W999965 303 20,000 CALL X 20,000 UNUMPROVIDENT CORP COM 91W999999 303 20,000 CALL X 20,000 UNUMPROVIDENT CORP COM 91W999957 151 10,000 CALL X 10,000 UNUMPROVIDENT CORP COM 91W999965 151 10,000 CALL X 10,000 UNUMPROVIDENT CORP COM 91W999999 303 20,000 CALL X 20,000 UNUMPROVIDENT CORP COM 91W999957 76 5,000 CALL X 5,000 UNUMPROVIDENT CORP COM 91W999999 68 4,500 CALL X 4,500 UNUMPROVIDENT CORP COM 91W999957 227 15,000 CALL X 15,000 UNUMPROVIDENT CORP COM 91W999999 189 12,500 CALL X 12,500 UNUMPROVIDENT CORP COM 91W999957 227 15,000 CALL X 15,000 UNUMPROVIDENT CORP COM 91W999999 204 13,500 CALL X 13,500 UNUMPROVIDENT CORP COM 91529Y106 38,654 2,431,065 X 1 2262049 4500 164,516 UPM KYMMENE CORP SPONSORED ADR 915436109 10 515 X 1 515 0 0 UQM TECHNOLOGIES INC COM 903213106 132 50,000 X 1 50000 0 0 URBAN OUTFITTERS INC COM 917047102 17,581 288,640 X 1 284690 0 3,950 UROLOGIX INC COM 917273104 676 43,800 X 1 3600 0 40,200 URS CORP NEW COM 903236107 101 3,700 X 1 3700 0 0 URSTADT BIDDLE PPTYS INS COM 917286106 265 18,800 X 1 1400 1200 16,200 URSTADT BIDDLE PPTYS INS CL A 917286205 647 43,700 X 1 9300 18200 16,200 US BANCORP DEL COM NEW 902973304 148,745 5,397,152 X 1 4201973 229912 965,267 US ONCOLOGY INC COM 90338W103 292 19,856 X 1 9817 0 10,039 USEC INC COM 90333E108 38 4,300 X 1 4300 0 0 USF CORP COM 91729Q101 32 900 X 1 900 0 0 UST INC COM 902911106 11,408 316,880 X 1 55398 17400 244,082 UTI WORLDWIDE INC ORD G87210103 83 1,577 X 1 250 0 1,327 UTSTARCOM INC COM 918076100 16,611 549,119 X 1 435089 6600 107,430 V F CORP COM 918204108 2,348 48,210 X 1 18160 0 30,050 VAIL RESORTS INC COM 91879Q109 68 3,550 X 1 100 0 3,450 VALASSIS COMMUNICATIONS INC COM 918866104 280 9,190 X 1 8790 0 400 VALEANT PHARMACEUTICALS INTL COM 91911X104 216 10,815 X 1 10215 0 600 VALENCE TECHNOLOGY INC COM 918914102 2 600 X 1 600 0 0 VALERO ENERGY CORP NEW COM 91913Y100 7,905 107,174 X 1 85845 2244 19,085 VALERO L P COM UT LTD PRT 91913W104 1,408 28,742 X 1 16942 0 11,800 VALHI INC NEW COM 918905100 14 1,200 X 1 1200 0 0 VALLEY NATL BANCORP COM 919794107 1,499 59,313 X 1 43946 1349 14,018 VALMONT INDS INC COM 920253101 9 400 X 1 400 0 0 VALSPAR CORP COM 920355104 105,285 2,089,390 X 1 2081090 0 8,300 VALUECLICK INC COM 92046N102 17 1,400 X 1 1400 0 0 VALUEVISION MEDIA INC CL A 92047K107 50 3,860 X 1 300 0 3,560 VAN DER MOOLEN HLDG N.V. SPONSORED ADR 921020103 17,677 2,408,333 X 1 1564321 5880 838,132
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ VAN KAMPEN MUN INCOME TR COM 920909108 26 2,878 X 1 2878 0 0 VAN KAMPEN MUN OPPORTUNITY I COM 920944105 24 1,848 X 1 0 0 1,848 VAN KAMPEN MUN OPPORTUNITY T COM 920935103 482 33,864 X 1 33864 0 0 VAN KAMPEN MUN TR SH BEN INT 920919107 80 5,897 X 1 5561 0 336 VAN KAMPEN PA VALUE MUN INCO COM 92112T108 36 2,500 X 1 0 0 2,500 VAN KAMPEN TR INVT GRADE N J COM 920933108 75 4,700 X 1 2700 0 2,000 VANGUARD INDEX TR EXT MKT VIPERS 922908652 177 2,377 X 1 0 0 2,377 VANGUARD INDEX TR STK MRK VIPERS 922908769 527 4,781 X 1 2850 0 1,931 VANS INC COM 921930103 4 200 X 1 200 0 0 VARCO INTL INC DEL COM 922122106 97 4,430 X 1 4430 0 0 VARIAN INC COM 922206107 330 7,829 X 1 4414 0 3,415 VARIAN MED SYS INC COM 92220P105 13,600 171,396 X 1 96340 12200 62,856 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 206 5,332 X 1 5132 0 200 VASOMEDICAL INC COM 922321104 63 55,000 X 1 0 0 55,000 VASTERA INC COM 92239N109 5 1,800 X 1 1800 0 0 VAXGEN INC COM NEW 922390208 4 254 X 1 250 0 4 VCA ANTECH INC COM 918194101 9,493 211,800 X 1 211500 0 300 VECTOR GROUP LTD COM 92240M108 96 6,080 X 1 6080 0 0 VECTREN CORP COM 92240G101 7,022 279,845 X 1 221952 2325 55,568 VEECO INSTRS INC DEL COM 922417100 287 11,115 X 1 11065 0 50 VENTANA MED SYS INC COM 92276H106 689 14,500 X 1 7900 500 6,100 VENTAS INC COM 92276F100 77 3,300 X 1 2400 0 900 VENTURI PARTNERS INC COM 92330P102 100 7,808 X 1 7808 0 0 VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 321 11,314 X 1 1514 9000 800 VERILINK CORP COM 923432108 154 38,500 X 1 0 0 38,500 VERINT SYS INC COM 92343X100 3 100 X 1 100 0 0 VERISIGN INC COM 92343E102 1,682 84,525 X 1 55145 20000 9,380 VERITAS DGC INC COM 92343P107 96 4,125 X 1 3225 0 900 VERITAS SOFTWARE CO COM 923436109 20,865 750,801 X 1 644306 10010 96,485 VERITY INC COM 92343C106 38 2,800 X 1 2800 0 0 VERIZON COMMUNICATIONS COM 92343V104 212,361 5,867,934 X 1 4279940 460182 1,127,812 VERMONT PURE HLDGS LTD NEW COM 924237100 98 35,000 X 1 35000 0 0 VERMONT TEDDY BEAR INC COM 92427X109 2,502 460,839 X 1 460839 0 0 VERNALIS PLC SPONSORED ADR 92431M107 34 15,000 X 1 0 1000 14,000 VERSATA INC COM NEW 925298200 129 69,817 X 1 67817 0 2,000 VERSO TECHNOLOGIES INC COM 925317109 0 117 X 1 117 0 0 VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD2 19 20,000 X 1 20000 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 72 6,650 X 1 6650 0 0 VERTICALNET INC COM NEW 92532L206 0 105 X 1 100 0 5 VESTA INS GROUP INC COM 925391104 19 3,000 X 1 0 0 3,000 VESTAUR SECURITIES FUND COM 925464109 12 1,000 X 1 1000 0 0 VIACOM INC CL A 925524100 5,396 148,439 X 1 76309 16200 55,930 VIACOM INC CL B 925524308 80,925 2,265,529 X 1 1627987 108557 528,985 VIAD CORP COM 92552R109 53,764 1,990,493 X 1 1670723 400 319,370 VIASAT INC COM 92552V100 17 700 X 1 700 0 0 VIASYS HEALTHCARE INC COM NEW 92553Q209 448 21,447 X 1 14016 3518 3,913 VICOR CORP COM 925815102 74 4,000 X 1 4000 0 0 VICURON PHARMACEUTICALS INC COM 926471103 12 960 X 1 960 0 0 VIGNETTE CORP COM 926734104 16 9,840 X 1 9840 0 0 VIISAGE TECHNOLOGY INC COM 92675K106 21 2,400 X 1 2400 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ VINA CONCHA Y TORO S A SPONSORED ADR 927191106 1,599 32,979 X 1 32979 0 0 VINEYARD NATL BANCORP COM 927426106 4 100 X 1 100 0 0 VINTAGE PETE INC COM 927460105 3,405 200,625 X 1 75025 43900 81,700 VION PHARMACEUTICALS INC COM 927624106 21 5,000 X 1 4000 0 1,000 VIRAGE LOGIC CORP COM 92763R104 4 400 X 1 400 0 0 VIRAGEN INC COM NEW 927638403 1 600 X 1 500 0 100 VISHAY INTERTECHNOLOGY INC COM 928298108 74,438 4,006,379 X 1 3327969 191400 487,010 VISTACARE INC CL A 92839Y109 2 100 X 1 100 0 0 VISTEON CORP COM 92839U107 15,935 1,365,441 X 1 909882 6427 449,132 VISUAL NETWORKS INC COM 928444108 127 42,034 X 1 41639 0 395 VISX INC DEL COM 92844S105 3,468 129,800 X 1 2700 0 127,100 VITAL IMAGES INC COM 92846N104 89 7,200 X 1 7200 0 0 VITAL SIGNS INC COM 928469105 3 100 X 1 100 0 0 VITALWORKS INC COM 928483106 1 400 X 1 400 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 192 39,217 X 1 28317 0 10,900 VITRAN INC COM 92850E107 558 33,900 X 1 0 0 33,900 VITRIA TECHNOLOGY COM NEW 92849Q401 9 2,946 X 1 2946 0 0 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 1,346 48,222 X 1 38882 2080 7,260 VIVUS INC COM 928551100 1 200 X 1 200 0 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 76,023 3,439,937 X 1 2472897 224502 742,538 VOLVO AKTIEBOLAGET ADR B 928856400 3 76 X 1 26 0 50 VORNADO RLTY TR SH BEN INT 929042109 9,183 160,787 X 1 87577 71300 1,910 VULCAN MATLS CO COM 929160109 5,003 105,205 X 1 67600 2400 35,205 W HLDG CO INC COM 929251106 9 535 X 1 535 0 0 W P CAREY & CO LLC COM 92930Y107 255 8,546 X 1 8546 0 0 WABASH NATL CORP COM 929566107 179 6,500 X 1 1000 0 5,500 WABTEC CORP COM 929740108 94 5,200 X 1 4900 0 300 WACHOVIA CORP 2ND NEW COM 929903102 78,830 1,771,454 X 1 1320346 143115 307,993 WADDELL & REED FINL INC CL A 930059100 431 19,477 X 1 18676 0 801 WAL MART STORES INC COM 931142103 317,303 6,014,082 X 1 4777327 102200 1,134,555 WALGREEN COM 93199A9130 73 2,000 CALL X 2,000 WALGREEN CO COM 931422109 144,348 3,986,416 X 1 3080028 135150 771,238 WALTER INDS INC COM 93317Q105 8 600 X 1 300 0 300 WAL-MART STORES COM 9311448M4 29 1500 PUT X 1500 WARNACO GROUP INC COM NEW 934390402 26 1,230 X 1 930 0 300 WARWICK VALLEY TEL CO COM 936750108 196 9,213 X 1 5350 0 3,863 WASHINGTON FED INC COM 938824109 242 10,084 X 1 10044 0 40 WASHINGTON GROUP INTL INC COM NEW 938862208 25 700 X 1 700 0 0 WASHINGTON MUT INC COM 939322103 69,512 1,798,952 X 1 1297474 72410 429,068 WASHINGTON MUTUAL INC COM 93999B947 19 500 CALL X 500 WASHINGTON POST CO CL B 939640108 29,519 31,740 X 1 19984 0 11,756 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 536 18,246 X 1 9957 0 8,289 WASHINGTON TR BANCORP COM 940610108 49 1,900 X 1 1900 0 0 WASHTENAW GROUP INC COM 941022105 101 25,143 X 1 25143 0 0 WASTE CONNECTIONS INC COM 941053100 122 4,125 X 1 2925 0 1,200 WASTE MGMT INC DEL COM 94106L109 8,359 272,703 X 1 254257 1000 17,446 WATCHGUARD TECHNOLOGIES INC COM 941105108 248 34,400 X 1 0 2400 32,000 WATER PIK TECHNOLOGIES INC COM 94113U100 98 5,909 X 1 3209 0 2,700 WATERS CORP COM 941848103 17,552 367,355 X 1 175085 117050 75,220 WATSCO INC COM 942622200 34 1,200 X 1 1200 0 0 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 23 24,000 X 1 24000 0 0
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WATSON PHARMACEUTICALS INC COM 942683103 771 28,638 X 1 22928 0 5,710 WATSON WYATT & CO HLDGS CL A 942712100 131 4,920 X 1 1800 0 3,120 WATTS WATER TECHNOLOGIES INC CL A 942749102 34 1,275 X 1 1275 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 1,828 105,675 X 1 105175 0 500 WAVE SYSTEMS CORP CL A 943526103 4 2,986 X 1 700 0 2,286 WAYNE BANCORP INC OHIO COM 944293109 28 1,000 X 1 1000 0 0 WAYPOINT FINL CORP COM 946756103 23 820 X 1 820 0 0 WCI CMNTYS INC COM 92923C104 36 1,600 X 1 1600 0 0 WD-40 CO COM 929236107 4,112 137,350 X 1 51050 52600 33,700 WEATHERFORD INTERNATIONAL LT COM G95089101 19,236 427,642 X 1 354472 19855 53,315 WEBEX COMMUNICATIONS INC COM 94767L109 10 449 X 1 300 0 149 WEBMD CORP COM 94769M105 703 75,400 X 1 48400 0 27,000 WEBMETHODS INC COM 94768C108 232 27,067 X 1 6330 0 20,737 WEBSENSE INC COM 947684106 93 2,500 X 1 2500 0 0 WEBSTER FINL CORP CONN COM 947890109 2,089 44,437 X 1 19603 8436 16,398 WEIGHT WATCHERS INTL INC NEW COM 948626106 33,509 856,152 X 1 610714 31700 213,738 WEINGARTEN RLTY INVS SH BEN INT 948741103 7,444 237,970 X 1 227626 2500 7,844 WEIS MKTS INC COM 948849104 14 400 X 1 400 0 0 WELLCHOICE INC COM 949475107 84 2,034 X 1 2034 0 0 WELLMAN INC COM 949702104 3,433 422,250 X 1 220050 13700 188,500 WELLPOINT HEALTH NETWORK NEW COM 94973H108 19,761 176,428 X 1 146697 400 29,331 WELLS FARGO & CO NEW COM 949746101 334,559 5,845,871 X 1 4867200 159803 818,868 WENDYS INTL INC COM 950590109 2,892 83,025 X 1 77535 600 4,890 WERNER ENTERPRISES INC COM 950755108 1,581 74,905 X 1 880 0 74,025 WESBANCO INC COM 950810101 125 4,300 X 1 4300 0 0 WESCAST INDS INC CL A SUB VTG 950813105 720 29,800 X 1 2000 0 27,800 WESCO FINL CORP COM 950817106 217 600 X 1 600 0 0 WEST BANCORPORATION INC CAP STK 95123P106 19 1,100 X 1 1100 0 0 WEST COAST BANCORP ORE NEW COM 952145100 81 3,799 X 1 3299 0 500 WEST CORP COM 952355105 16 619 X 1 200 0 419 WEST MARINE INC COM 954235107 601 22,400 X 1 700 0 21,700 WEST PHARMACEUTICAL SVSC INC COM 955306105 89 2,100 X 1 600 0 1,500 WESTAMERICA BANCORPORATION COM 957090103 460 8,770 X 1 5750 0 3,020 WESTAR ENERGY INC COM 95709T100 935 47,003 X 1 28898 0 18,105 WESTCOAST HOSPITALITY CORP COM 95750P106 9 1,600 X 1 0 0 1,600 WESTCORP INC COM 957907108 14 300 X 1 300 0 0 WESTERN DIGITAL CORP COM 958102105 337 38,858 X 1 29380 0 9,478 WESTERN GAS RES INC COM 958259103 127 3,900 X 1 3900 0 0 WESTERN WIRELESS CORP CL A 95988E204 604 20,900 X 1 20900 0 0 WESTFIELD FINANCIAL INC COM 96008D101 14 700 X 1 500 0 200 WESTMORELAND COAL CO COM 960878106 45 2,300 X 1 2300 0 0 WESTPAC BKG CORP SPONSORED ADR 961214301 283 4,590 X 1 4590 0 0 WESTPORT RES CORP NEW COM 961418100 6,972 182,046 X 1 165446 16600 0 WESTWOOD HLDGS GROUP INC COM 961765104 180 10,000 X 1 0 0 10,000 WESTWOOD ONE INC COM 961815107 739 31,038 X 1 30768 0 270 WET SEAL INC CL A 961840105 14 2,700 X 1 500 0 2,200 WEYERHAEUSER CO COM 962166104 54,009 855,651 X 1 525606 200650 129,395 WFS FINL INC COM 92923B106 65 1,303 X 1 20 0 1,283 WGL HLDGS INC COM 92924F106 2,408 83,855 X 1 43575 23600 16,680 WHEATON RIV MINERALS LTD COM 962902102 28 10,000 X 1 0 0 10,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------------------------------------------------------------------------------------------------------------ Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ------------------------------------------------------------------------------------------------------------------------------------ PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WHEELING PITTSBURGH CORP COM NEW 963142302 82,556 3,957,600 X 1 3957600 0 0 WHIRLPOOL CORP COM 963320106 8,503 123,951 X 1 53880 300 69,771 WHITE MTNS INS GROUP LTD COM G9618E107 11,952 23,435 X 1 16030 1760 5,645 WHITEHALL JEWELLERS INC COM 965063100 36 4,799 X 1 300 0 4,499 WHITING PETE CORP NEW COM 966387102 1,937 77,000 X 1 75350 0 1,650 WHITNEY HLDG CORP COM 966612103 5,092 114,006 X 1 39102 0 74,904 WHOLE FOODS MKT INC COM 966837106 89,627 938,993 X 1 652333 34550 252,110 WHX CORP PFD CV SER B 929248300 1 300 X 1 300 0 0 WILBER CORP COM 967797101 328 26,046 X 1 0 0 26,046 WILD OATS MARKETS INC COM 96808B107 32 2,300 X 1 1900 0 400 WILEY JOHN & SONS INC CL A 968223206 108,629 3,394,648 X 1 2631047 152760 610,841 WILEY JOHN & SONS INC CL B 968223305 415 12,801 X 1 12801 0 0 WILLAMETTE VY VINEYARD INC COM 969136100 1 600 X 1 600 0 0 WILLBROS GROUP INC COM 969199108 3,796 251,900 X 1 250000 0 1,900 WILLIAMS COS INC DEL COM 969457100 15,855 1,332,411 X 1 526142 32500 773,769 WILLIAMS SONOMA INC COM 969904101 877 26,635 X 1 15635 8000 3,000 WILLIS GROUP HOLDINGS LTD SHS G96655108 773 20,648 X 1 16748 1000 2,900 WILLIS LEASE FINANCE CORP COM 970646105 33 4,000 X 1 0 0 4,000 WILLOW GROVE BANCORP INC NEW COM 97111W101 104 6,500 X 1 5700 0 800 WILMINGTON TRUST CORP COM 971807102 3,842 103,248 X 1 45744 2150 55,354 WILSHIRE OIL CO OF TEXAS COM 971889100 5 917 X 1 917 0 0 WILSON GREATBATCH TECHNOLOGI COM 972232102 1,327 47,500 X 1 5300 0 42,200 WIND RIVER SYSTEMS INC COM 973149107 224 19,080 X 1 19080 0 0 WINN DIXIE STORES INC COM 974280109 1,282 178,031 X 1 100506 0 77,525 WINNEBAGO INDS INC COM 974637100 22 600 X 1 600 0 0 WINSTON HOTELS INC COM 97563A102 143 13,850 X 1 10250 0 3,600 WINTRUST FINANCIAL CORP COM 97650W108 187 3,700 X 1 1700 2000 0 WIRELESS FACILITIES INC COM 97653A103 11 1,130 X 1 300 0 830 WISCONSIN ENERGY CORP COM 976657106 2,350 72,077 X 1 64433 1300 6,344 WITNESS SYS INC COM 977424100 888 73,100 X 1 0 0 73,100 WMC RES LTD SPONSORED ADR 92928R106 304 22,010 X 1 985 0 21,025 WMS INDS INC COM 929297109 6 200 X 1 200 0 0 WMX TECHNOLOGIES INC NOTE 2.000% 1/2 92929QAF4 12 12,000 X 1 0 0 12,000 WOLVERINE WORLD WIDE INC COM 978097103 7,292 277,803 X 1 102103 39700 136,000 WOODHEAD INDS INC COM 979438108 23 1,500 X 1 0 0 1,500 WOODWARD GOVERNOR CO COM 980745103 58 800 X 1 600 0 200 WORLD ACCEP CORP DEL COM 981419104 16 900 X 1 0 0 900 WORLD FUEL SVCS CORP COM 981475106 276 6,111 X 1 6111 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 110 8,600 X 1 8300 0 300 WORTHINGTON INDS INC COM 981811102 4,577 222,955 X 1 222955 0 0 WPP GROUP PLC SPON ADR NEW 929309300 2,130 41,577 X 1 28850 2839 9,888 WPS RESOURCES CORP COM 92931B106 500 10,784 X 1 8930 0 1,854 WRIGHT MED GROUP INC COM 98235T107 205 5,750 X 1 950 0 4,800 WRIGLEY WM JR CO COM 982526105 89,640 1,421,729 X 1 891554 76950 453,225 WSFS FINL CORP COM 929328102 49 1,000 X 1 1000 0 0 WVS FINL CORP COM 929358109 88 5,000 X 1 5000 0 0 WYETH COM 983024100 229,731 6,353,173 X 1 4330180 504522 1,518,471 WYETH OPTIONS COM 98399L940 11 300 CALL X 300 WYETH OPTIONS COM 98399L9400 11 300 CALL X 300 WYETH OPTIONS COM 98399L9400 4 100 CALL X 100
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ----------------------------------------------------------------------------------------------------------------------------------- Market Value INVESTMENT DISCRETION VOTING AUTHORITY - ----------------------------------------------------------------------------------------------------------------------------------- PUT/ VOTING VOTING VOTING NAME OF ISSUER TITLE CUSIP (THOUS.) SHARES CALL SOLE SHARED NONE MANAGER SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- WYETH OPTIONS COM 98399L9400 14 400 CALL X 400 WYETH OPTIONS COM 98399L9Z10 125 3,500 CALL X 3,500 WYNDHAM INTL INC CL A 983101106 23 22,514 X 1 12014 0 10,500 WYNN RESORTS LTD COM 983134107 27 700 X 1 600 0 100 XATA CORP COM NEW 983882309 5 1,000 X 1 1000 0 0 XCEL ENERGY INC COM 98389B100 8,929 534,363 X 1 373107 18846 142,410 XCELERA INC COM G31611109 165 113,000 X 1 2000 0 111,000 XENOVA GROUP PLC SPONS ADR NEW 984111302 2 1,000 X 1 0 0 1,000 XEROX CORP COM 984121103 5,416 373,516 X 1 133290 3400 236,826 XEROX CORP PFD CONV SER C 984121509 34 255 X 1 255 0 0 XETA TECHNOLOGIES INC COM 983909102 0 100 X 1 0 0 100 XICOR INC COM 984903104 11 700 X 1 700 0 0 XILINX INC COM 983919101 10,256 307,878 X 1 202382 900 104,596 XL CAP LTD CL A G98255105 37,630 498,665 X 1 482078 400 16,187 XM SATELLITE RADIO HLDGS INC CL A 983759101 152,882 5,602,140 X 1 5589370 0 12,770 XOMA LTD ORD G9825R107 31 7,000 X 1 2000 0 5,000 XTO ENERGY INC COM 98385X106 6,919 232,243 X 1 191463 0 40,780 YAHOO INC COM 984332106 9,250 254,124 X 1 181344 2600 70,180 YANKEE CANDLE INC COM 984757104 58 1,966 X 1 1666 0 300 YARDVILLE NATL BANCORP COM 985021104 27 1,100 X 1 1100 0 0 YELLOW ROADWAY CORP COM 985577105 648 16,249 X 1 15999 0 250 YORK INTL CORP NEW COM 986670107 11,937 290,649 X 1 228204 15450 46,995 YORK WTR CO COM 987184108 215 11,677 X 1 7846 0 3,831 YOUNG BROADCASTING INC CL A 987434107 32 2,420 X 1 2420 0 0 YUM BRANDS COM 98899D9920 73 2,000 CALL X 2,000 YUM BRANDS INC COM 988498101 23,614 634,449 X 1 284934 81900 267,615 ZALE CORP NEW COM 988858106 70,321 2,579,630 X 1 2429430 24800 125,400 ZAPATA CORP COM 989070602 0 1 X 1 1 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 630 7,238 X 1 6938 0 300 ZENITH NATL INS CORP COM 989390109 115 2,360 X 1 2360 0 0 ZHONE TECHNOLOGIES INC NEW COM 98950P108 33 8,400 X 1 7250 0 1,150 ZIMMER HLDGS INC COM 98956P102 84,515 958,216 X 1 766244 32965 159,007 ZIONS BANCORPORATION COM 989701107 1,775 28,882 X 1 13726 700 14,456 ZIX CORP COM 98974P100 24 3,000 X 1 3000 0 0 ZOLL MED CORP COM 989922109 14,071 401,100 X 1 339200 7000 54,900 ZOLTEK COS INC COM 98975W104 7 1,000 X 1 0 0 1,000 ZOMAX INC MINN COM 989929104 6 1,640 X 1 1640 0 0 ZORAN CORP COM 98975F101 227 12,348 X 1 12148 0 200 ZWEIG FD COM 989834106 31 6,470 X 1 6470 0 0 ZWEIG TOTAL RETURN FD INC COM 989837109 383 76,208 X 1 76208 0 0 ZYGO CORP COM 989855101 17 1,500 X 1 1500 0 0 ZYMOGENETICS INC COM 98985T109 27 1,400 X 1 1400 0 0 44,461,301 1,453,283,474
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