-----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, L0lmoIGgEIPZGJ+t3XcusIkzjmAqesvDITGJ2l//sviiea4mRNj4pLen52zG/cPT XNzxOYZ4T6nQIXfzApd7Pw== 0000036121-03-000006.txt : 20030310 0000036121-03-000006.hdr.sgml : 20030310 20030310172210 ACCESSION NUMBER: 0000036121-03-000006 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20030310 EFFECTIVENESS DATE: 20030310 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT SUISSE FIRST BOSTON INC CENTRAL INDEX KEY: 0000036121 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 132853402 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-02205 FILM NUMBER: 03598527 BUSINESS ADDRESS: STREET 1: ONE MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2123254492 MAIL ADDRESS: STREET 1: ONE MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010-3629 FORMER COMPANY: FORMER CONFORMED NAME: FIRST BOSTON INC /DE/ DATE OF NAME CHANGE: 19881222 FORMER COMPANY: FORMER CONFORMED NAME: CS FIRST BOSTON GROUP INC/DE DATE OF NAME CHANGE: 19931029 FORMER COMPANY: FORMER CONFORMED NAME: CS FIRST BOSTON INC DATE OF NAME CHANGE: 19931118 13F-HR/A 1 csfb13fsep02amd1.txt CREDIT SUISSE FIRST BOSTON 13F AMENDMENT FILING FOR SEPTEMBER 2002 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2002 Check here if Amendment ( x ); Amendment Number: 1 This Amendment (Check only one.): ( x ) is a restatement ( ) adds new holdings entries Institutional Investment Manager Filing this Report: Name: CREDIT SUISSE FIRST BOSTON, INC. Address: 11 MADISON AVENUE NEW YORK, NY 10010 Form 13F File Number: 28-2205 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schdeules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Eugene Rosati Title: Director Phone: 212-325-4492 Signature, Place, and Date of Signing: Eugene Rosati New York, New York March 10, 2003 (Signature) (City, State) (Date) Report Type (Check only one.): ( X ) 13F HOLDING REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ( ) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ( ) 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F File Number Name 1. 28- Form 13F File Number Name 2. 28-2205 CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION* Form 13F File Number Name 3. 28-2205 CREDIT SUISSE FIRST BOSTON LLC** Form 13F File Number Name 4. 28- * CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. ** CREDIT SUISSE FIRST BOSTON LLC is also a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 5441 Form 13F Information Table Value Total: $ 23,187,249 (thousands) Information requested to be treated confidentially has been filed separately. List of Other Included Managers: Provided 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. Form 13F File Number Name 1. 28- Form 13F File Number Name 2. 28-2205 CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION* Form 13F File Number Name 3. 28-2205 CREDIT SUISSE FIRST BOSTON LLC** Form 13F File Number Name 4. 28- * CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. ** CREDIT SUISSE FIRST BOSTON LLC is also a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- A C MOORE ARTS & CRAFTS INC COM 00086T103 307 14543 SH DEFINED 03 14543 0 0 A D C TELECOMMUNICATIONS COM 000886101 682 592766 SH DEFINED 03 592766 0 0 AAIPHARMA INC COM 00252W104 177 14761 SH DEFINED 03 14761 0 0 AAON INC COM PAR $0.004 000360206 174 10357 SH DEFINED 03 10357 0 0 AAR CORP COM 000361105 161 33989 SH DEFINED 03 33989 0 0 AARON RENTS INC COM 002535201 353 15347 SH DEFINED 03 15347 0 0 ABBOTT LABS COM 002824100 45790 1133413 SH DEFINED 03 1133413 0 0 ABC BANCORP COM 000400101 141 11070 SH DEFINED 03 11070 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1948 99040 SH DEFINED 03 99040 0 0 ABGENIX INC COM 00339B107 1129 174261 SH DEFINED 03 174261 0 0 ABIOMED INC COM 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COOPER TIRE & RUBR CO COM 216831107 1793 111104 SH DEFINED 03 111104 0 0 COORS ADOLPH CO CL B 217016104 1554 27601 SH DEFINED 03 27601 0 0 COORSTEK INC COM 217020106 230 15447 SH DEFINED 03 15447 0 0 COPART INC COM 217204106 848 78182 SH DEFINED 03 78182 0 0 CORINTHIAN COLLEGES INC COM 218868107 1651 43893 SH DEFINED 03 43893 0 0 CORIXA CORP COM 21887F100 375 59312 SH DEFINED 03 59312 0 0 CORN PRODS INTL INC COM 219023108 1333 46348 SH DEFINED 03 46348 0 0 CORNELL COMPANIES INC COM 219141108 121 15165 SH DEFINED 03 15165 0 0 CORNERSTONE RLTY INCOME TR I COM 21922V102 502 56405 SH DEFINED 03 56405 0 0 CORNING INC COM 219350105 1105 690709 SH DEFINED 03 690709 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 1902 66621 SH DEFINED 03 66621 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 273 20147 SH DEFINED 03 20147 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 536 38131 SH DEFINED 03 38131 0 0 CORUS BANKSHARES INC COM 220873103 459 10535 SH DEFINED 03 10535 0 0 CORVEL CORP COM 221006109 222 7409 SH DEFINED 03 7409 0 0 CORVIS CORP COM 221009103 66 118533 SH DEFINED 03 118533 0 0 COST PLUS INC CALIF COM 221485105 844 31335 SH DEFINED 03 31335 0 0 COSTAR GROUP INC COM 22160N109 402 22418 SH DEFINED 03 22418 0 0 COSTCO WHSL CORP NEW COM 22160K105 11813 364932 SH DEFINED 03 364932 0 0 COSTCO WHSL CORP NEW COM 22160K105 324 10000 SH DEFINED 03 0 0 10000 COUNTRYWIDE CR INDS INC DEL COM 222372104 4784 101469 SH DEFINED 03 101469 0 0 COUSINS PPTYS INC COM 222795106 269 11680 SH DEFINED 03 11680 0 0 COVANCE INC COM 222816100 2351 120133 SH DEFINED 03 120133 0 0 COVANSYS CORP COM 22281W103 40 23402 SH DEFINED 03 23402 0 0 COX COMMUNICATIONS INC NEW CL A 224044107 726 29510 SH DEFINED 03 29510 0 0 COX RADIO INC CL A 224051102 634 24226 SH DEFINED 03 24226 0 0 CPB INC COM 125903104 383 8286 SH DEFINED 03 8286 0 0 CRANE CO COM 224399105 1016 51392 SH DEFINED 03 51392 0 0 CRAWFORD & CO CL B 224633107 199 31528 SH DEFINED 03 31528 0 0 CRAY INC COM 225223106 202 51303 SH DEFINED 03 51303 0 0 CREDENCE SYS CORP COM 225302108 998 115596 SH DEFINED 03 115596 0 0 CREDIT ACCEP CORP MICH COM 225310101 140 17076 SH DEFINED 03 17076 0 0 CREE INC COM 225447101 1891 151924 SH DEFINED 03 151924 0 0 CRESCENT REAL ESTATE EQUITIE COM 225756105 792 50458 SH DEFINED 03 50458 0 0 CROMPTON CORP COM 227116100 2324 231263 SH DEFINED 03 231263 0 0 CROSS CTRY INC COM 22748P105 544 38499 SH DEFINED 03 38499 0 0 CROSS MEDIA MARKETING CORP COM NEW 22754R201 8 10199 SH DEFINED 03 10199 0 0 CROWN AMERN RLTY TR SH BEN INT 228186102 327 35635 SH DEFINED 03 35635 0 0 CROWN CASTLE INTL CORP COM 228227104 521 240220 SH DEFINED 03 240220 0 0 CROWN CORK & SEAL INC COM 228255105 1085 206653 SH DEFINED 03 206653 0 0 CROWN MEDIA HLDGS INC CL A 228411104 103 29870 SH DEFINED 03 29870 0 0 CRYOLIFE INC COM 228903100 50 19316 SH DEFINED 03 19316 0 0 CSG SYS INTL INC COM 126349109 639 58655 SH DEFINED 03 58655 0 0 CSK AUTO CORP COM 125965103 420 33618 SH DEFINED 03 33618 0 0 CSX CORP COM 126408103 4078 154593 SH DEFINED 03 154593 0 0 CT COMMUNICATIONS INC COM NEW 126426402 285 19681 SH DEFINED 03 19681 0 0 CTS CORP COM 126501105 337 73301 SH DEFINED 03 73301 0 0 CUBIC CORP COM 229669106 326 19200 SH DEFINED 03 19200 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 246 48143 SH DEFINED 03 48143 0 0 CULLEN FROST BANKERS INC COM 229899109 661 19345 SH DEFINED 03 19345 0 0 CUMMINS INC COM 231021106 1847 78189 SH DEFINED 03 78189 0 0 CUNO INC COM 126583103 547 17967 SH DEFINED 03 17967 0 0 CURAGEN CORP COM 23126R101 209 50344 SH DEFINED 03 50344 0 0 CURATIVE HEALTH SVCS INC COM 231264102 129 11879 SH DEFINED 03 11879 0 0 CURTISS WRIGHT CORP COM 231561101 660 11043 SH DEFINED 03 11043 0 0 CV THERAPEUTICS INC COM 126667104 817 39113 SH DEFINED 03 39113 0 0 CVB FINL CORP COM 126600105 690 31560 SH DEFINED 03 31560 0 0 CVS CORP COM 126650100 8411 331785 SH DEFINED 03 331785 0 0 CYBERONICS INC COM 23251P102 1149 66912 SH DEFINED 03 66912 0 0 CYBERSOURCE CORP COM 23251J106 29 15556 SH DEFINED 03 15556 0 0 CYMER INC COM 232572107 271 14521 SH DEFINED 03 14521 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1637 249528 SH DEFINED 03 249528 0 0 CYTEC INDS INC COM 232820100 2705 123215 SH DEFINED 03 123215 0 0 CYTYC CORP COM 232946103 1228 114517 SH DEFINED 03 114517 0 0 D & K HEALTHCARE RES INC COM 232861104 141 15757 SH DEFINED 03 15757 0 0 D R HORTON INC COM 23331A109 2320 124580 SH DEFINED 03 124580 0 0 DAISYTEK INTL CORP COM 234053106 280 21580 SH DEFINED 03 21580 0 0 DAKTRONICS INC COM 234264109 152 15953 SH DEFINED 03 15953 0 0 DANA CORP COM 235811106 2246 171737 SH DEFINED 03 171737 0 0 DANAHER CORP DEL COM 235851102 7262 127732 SH DEFINED 03 127732 0 0 DARDEN RESTAURANTS INC COM 237194105 3442 141998 SH DEFINED 03 141998 0 0 DATASCOPE CORP COM 238113104 352 12998 SH DEFINED 03 12998 0 0 DATASTREAM SYS INC COM 238124101 91 18297 SH DEFINED 03 18297 0 0 DAVE & BUSTERS INC COM 23833N104 292 26009 SH DEFINED 03 26009 0 0 DDI CORP COM 233162106 8 55538 SH DEFINED 03 55538 0 0 DEAN FOODS CO NEW COM 242370104 4428 111309 SH DEFINED 03 111309 0 0 DECODE GENETICS INC COM 243586104 94 42878 SH DEFINED 03 42878 0 0 DEERE & CO COM 244199105 10418 229228 SH DEFINED 03 229228 0 0 DEL MONTE FOODS CO COM 24522P103 399 48852 SH DEFINED 03 48852 0 0 DELIAS CORP CL A 24688Q101 40 38495 SH DEFINED 03 38495 0 0 DELL COMPUTER CORP COM 247025109 47631 2026865 SH DEFINED 03 2026865 0 0 DELPHI CORP COM 247126105 3449 403418 SH DEFINED 03 403418 0 0 DELPHI FINL GROUP INC CL A 247131105 688 18880 SH DEFINED 03 18880 0 0 DELTA & PINE LD CO COM 247357106 747 39871 SH DEFINED 03 39871 0 0 DELTA AIR LINES INC DEL COM 247361108 2381 256342 SH DEFINED 03 256342 0 0 DELTAGEN INC COM 24783R103 12 8100 SH DEFINED 03 8100 0 0 DELTIC TIMBER CORP COM 247850100 236 10730 SH DEFINED 03 10730 0 0 DELUXE CORP COM 248019101 2172 48193 SH DEFINED 03 48193 0 0 DENBURY RES INC COM NEW 247916208 290 28474 SH DEFINED 03 28474 0 0 DENDRITE INTL INC COM 248239105 215 34047 SH DEFINED 03 34047 0 0 DENTSPLY INTL INC NEW COM 249030107 3925 97711 SH DEFINED 03 97711 0 0 DEPARTMENT 56 INC COM 249509100 128 12241 SH DEFINED 03 12241 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1564 189096 SH DEFINED 03 189096 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 147 6678 SH DEFINED 03 6678 0 0 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 334 334000 SH DEFINED 03 0 0 334000 DEVON ENERGY CORP NEW COM 25179M103 6987 144807 SH DEFINED 03 144807 0 0 DEVRY INC DEL COM 251893103 1532 82254 SH DEFINED 03 82254 0 0 DHB INDS INC COM 23321E103 41 19504 SH DEFINED 03 19504 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 154 3095 SH DEFINED 03 3095 0 0 DIAL CORP NEW COM 25247D101 1917 89345 SH DEFINED 03 89345 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 3808 190863 SH DEFINED 03 190863 0 0 DIAMONDCLUSTER INTL INC CL A 25278P106 79 24240 SH DEFINED 03 24240 0 0 DIAMONDS TR UNIT SER 1 252787106 100560 1323156 SH DEFINED 03 0 0 0 DIANON SYS INC COM 252826102 504 10692 SH DEFINED 03 10692 0 0 DIEBOLD INC COM 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7 24399 SH DEFINED 03 24399 0 0 DOCUCORP INTL INC COM 255911109 121 11291 SH DEFINED 03 11291 0 0 DOCUMENTUM INC COM 256159104 938 81616 SH DEFINED 03 81616 0 0 DOLE FOOD INC COM 256605106 4816 165902 SH DEFINED 03 165902 0 0 DOLLAR GEN CORP COM 256669102 3164 235752 SH DEFINED 03 235752 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 972 60555 SH DEFINED 03 60555 0 0 DOLLAR TREE STORES INC COM 256747106 2861 129870 SH DEFINED 03 129870 0 0 DOMINION RES INC VA NEW COM 25746U109 12759 251516 SH DEFINED 03 251516 0 0 DONALDSON INC COM 257651109 1319 38420 SH DEFINED 03 38420 0 0 DONNELLEY R R & SONS CO COM 257867101 3476 147849 SH DEFINED 03 147849 0 0 DORAL FINL CORP COM 25811P100 1582 65566 SH DEFINED 03 65566 0 0 DOUBLECLICK INC COM 258609304 911 177334 SH DEFINED 03 177334 0 0 DOVER CORP COM 260003108 3995 157394 SH DEFINED 03 157394 0 0 DOVER DOWNS GAMING & ENTMT I COM 260095104 95 11706 SH DEFINED 03 11706 0 0 DOVER MOTORSPORTS INC COM 260174107 74 18410 SH DEFINED 03 18410 0 0 DOW 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GLDM SACHS TEC 464287549 1746 70000 SH DEFINED 03 70000 0 0 ISHARES TR NASDQ BIO INDX 464287556 25821 558300 SH DEFINED 03 558300 0 0 ISHARES TR DJ US CON CYCL 464287580 456 11100 SH DEFINED 03 11100 0 0 ISHARES TR RUSSELL1000VAL 464287598 26111 616978 SH DEFINED 03 616978 0 0 ISHARES TR S&P MIDCP GROW 464287606 15457 177039 SH DEFINED 03 177039 0 0 ISHARES TR RUSSELL1000GRW 464287614 6742 196666 SH DEFINED 03 196666 0 0 ISHARES TR RUSSELL 1000 464287622 15336 351512 SH DEFINED 03 351512 0 0 ISHARES TR RUSL 2000 VALU 464287630 6709 62760 SH DEFINED 03 62760 0 0 ISHARES TR RUSL 2000 GROW 464287648 4106 109920 SH DEFINED 03 109920 0 0 ISHARES TR RUSSELL 2000 464287655 12776 178559 SH DEFINED 03 178559 0 0 ISHARES TR RUSSELL 3000 464287689 14958 330121 SH DEFINED 03 330121 0 0 ISHARES TR DJ US UTILS 464287697 1853 40140 SH DEFINED 03 40140 0 0 ISHARES TR S&P MIDCP VALU 464287705 19439 256350 SH DEFINED 03 256350 0 0 ISHARES TR DJ US TELECOMM 464287713 392 27950 SH DEFINED 03 27950 0 0 ISHARES TR DJ US TECH SEC 464287721 1955 73500 SH DEFINED 03 73500 0 0 ISHARES TR DJ US HEALTHCR 464287762 1444 31000 SH DEFINED 03 31000 0 0 ISHARES TR DJ US FINL SEC 464287788 679 10850 SH DEFINED 03 10850 0 0 ISHARES TR DJ US ENERGY 464287796 1020 26900 SH DEFINED 03 26900 0 0 ISHARES TR S&P SMLCAP 600 464287804 415 4456 SH DEFINED 03 4456 0 0 ISHARES TR DJ US BAS MATL 464287838 1097 35000 SH DEFINED 03 35000 0 0 ISHARES TR S&P SMLCP VALU 464287879 11826 170647 SH DEFINED 03 170647 0 0 ISHARES TR S&P SMLCP GROW 464287887 12410 201040 SH DEFINED 03 201040 0 0 ISIS PHARMACEUTICALS INC COM 464330109 969 98342 SH DEFINED 03 98342 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 1062 63985 SH DEFINED 03 63985 0 0 ISTAR FINL INC COM 45031U101 312 11170 SH DEFINED 03 11170 0 0 ITRON INC COM 465741106 426 23176 SH DEFINED 03 23176 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 1009 53759 SH DEFINED 03 53759 0 0 ITT INDS INC IND COM 450911102 4408 70718 SH DEFINED 03 70718 0 0 ITXC CORP COM 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150131 SH DEFINED 03 150131 0 0 KINDRED HEALTHCARE INC COM 494580103 518 14023 SH DEFINED 03 14023 0 0 KING PHARMACEUTICALS INC COM 495582108 4467 245864 SH DEFINED 03 245864 0 0 KIRBY CORP COM 497266106 466 20596 SH DEFINED 03 20596 0 0 KLA-TENCOR CORP COM 482480100 3889 139175 SH DEFINED 03 139175 0 0 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 231 27869 SH DEFINED 03 27869 0 0 KNIGHT RIDDER INC COM 499040103 3794 67251 SH DEFINED 03 67251 0 0 KNIGHT TRADING GROUP INC COM 499063105 362 96704 SH DEFINED 03 96704 0 0 KNIGHT TRANSN INC COM 499064103 451 29071 SH DEFINED 03 29071 0 0 KOGER EQUITY INC COM 500228101 378 22396 SH DEFINED 03 22396 0 0 KOHLS CORP COM 500255104 15021 247015 SH DEFINED 03 247015 0 0 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 214 17588 SH DEFINED 03 17588 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 5640 388129 SH DEFINED 03 388129 0 0 KOPIN CORP COM 500600101 336 97584 SH DEFINED 03 97584 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 495 53100 SH DEFINED 03 53100 0 0 KORN FERRY INTL COM NEW 500643200 582 74240 SH DEFINED 03 74240 0 0 KOS PHARMACEUTICALS INC COM 500648100 180 16271 SH DEFINED 03 16271 0 0 KOSAN BIOSCIENCES INC COM 50064W107 127 19912 SH DEFINED 03 19912 0 0 KPMG CONSULTING INC COM 48265R109 143 22437 SH DEFINED 03 22437 0 0 KRAFT FOODS INC CL A 50075N104 840 23034 SH DEFINED 03 23034 0 0 KRAMONT RLTY TR COM SH BEN INT 50075Q107 319 21532 SH DEFINED 03 21532 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 2144 68586 SH DEFINED 03 68586 0 0 KROGER CO COM 501044101 8338 591333 SH DEFINED 03 591333 0 0 KROLL INC COM 501049100 492 24831 SH DEFINED 03 24831 0 0 KRONOS INC COM 501052104 672 27106 SH DEFINED 03 27106 0 0 KT CORP SPONSORED ADR 48268K101 573 25840 SH DEFINED 03 25840 0 0 KULICKE & SOFFA INDS INC COM 501242101 443 147647 SH DEFINED 03 147647 0 0 K2 INC COM 482732104 178 22566 SH DEFINED 03 22566 0 0 L-3 COMMUNICATIONS HLDGS INC DEBT 4.000% 9/1 502424AD6 578 480000 SH DEFINED 03 0 0 480000 L-3 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COLONY CORP COM 513847103 2146 50978 SH DEFINED 03 50978 0 0 LANCE INC COM 514606102 335 26411 SH DEFINED 03 26411 0 0 LANDAMERICA FINL GROUP INC COM 514936103 966 29364 SH DEFINED 03 29364 0 0 LANDAUER INC COM 51476K103 331 9980 SH DEFINED 03 9980 0 0 LANDRYS RESTAURANTS INC COM 51508L103 556 24622 SH DEFINED 03 24622 0 0 LANDSTAR SYS INC COM 515098101 913 18634 SH DEFINED 03 18634 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 310 24763 SH DEFINED 03 24763 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1116 182326 SH DEFINED 03 182326 0 0 LAUDER ESTEE COS INC CL A 518439104 610 21232 SH DEFINED 03 21232 0 0 LAWSON SOFTWARE INC COM 520780107 57 16210 SH DEFINED 03 16210 0 0 LEAP WIRELESS INTL INC COM 521863100 2 11895 SH DEFINED 03 11895 0 0 LEAR CORP COM 521865105 2713 65135 SH DEFINED 03 65135 0 0 LEARNING TREE INTL INC COM 522015106 282 19210 SH DEFINED 03 19210 0 0 LECROY CORP COM 52324W109 90 10072 SH DEFINED 03 10072 0 0 LEE ENTERPRISES INC COM 523768109 1424 43326 SH DEFINED 03 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SH DEFINED 03 21649 0 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 3911 544688 SH DEFINED 03 544688 0 0 LIBERTY PPTY TR SH BEN INT 531172104 202 6503 SH DEFINED 03 6503 0 0 LIFECORE BIOMEDICAL INC COM 532187101 75 12083 SH DEFINED 03 12083 0 0 LIFEPOINT HOSPITALS INC NOTE 4.500% 6/0 53219LAE9 1972 2000000 SH DEFINED 03 0 0 2000000 LIFEPOINT HOSPITALS INC COM 53219L109 2125 68167 SH DEFINED 03 68167 0 0 LIGAND PHARMACEUTICALS INC CL B 53220K207 738 108966 SH DEFINED 03 108966 0 0 LIGHTBRIDGE INC COM 532226107 225 33404 SH DEFINED 03 33404 0 0 LILLY ELI & CO COM 532457108 43725 790110 SH DEFINED 03 790110 0 0 LIMITED BRANDS INC COM 532716107 5092 355110 SH DEFINED 03 355110 0 0 LINCARE HLDGS INC COM 532791100 3308 106642 SH DEFINED 03 106642 0 0 LINCOLN ELEC HLDGS INC COM 533900106 912 41235 SH DEFINED 03 41235 0 0 LINCOLN NATL CORP IND COM 534187109 4324 141545 SH DEFINED 03 141545 0 0 LINDSAY MFG CO COM 535555106 262 10807 SH DEFINED 03 10807 0 0 LINEAR TECHNOLOGY CORP COM 535678106 4721 227856 SH DEFINED 03 227856 0 0 LINENS N THINGS INC COM 535679104 1359 73989 SH DEFINED 03 73989 0 0 LITHIA MTRS INC CL A 536797103 211 12387 SH DEFINED 03 12387 0 0 LITTELFUSE INC COM 537008104 455 27235 SH DEFINED 03 27235 0 0 LIZ CLAIBORNE INC COM 539320101 2073 83071 SH DEFINED 03 83071 0 0 LNR PPTY CORP COM 501940100 1202 36036 SH DEFINED 03 36036 0 0 LOCAL FINL CORP COM 539553107 319 23129 SH DEFINED 03 23129 0 0 LOCKHEED MARTIN CORP COM 539830109 20605 318623 SH DEFINED 03 318623 0 0 LODGENET ENTMT CORP COM 540211109 102 13281 SH DEFINED 03 13281 0 0 LOEWS CORP COM 540424108 5968 139156 SH DEFINED 03 139156 0 0 LOEWS CORP CAROLNA GP STK 540424207 40 2144 SH DEFINED 03 2144 0 0 LOGITECH INTERNATIONAL S A SPONSORED ADR 541419107 1994 73460 SH DEFINED 03 73460 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 726 34790 SH DEFINED 03 34790 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 377 31781 SH DEFINED 03 31781 0 0 LONGS DRUG STORES CORP COM 543162101 1490 64514 SH DEFINED 03 64514 0 0 LONGVIEW FIBRE CO COM 543213102 680 98021 SH DEFINED 03 98021 0 0 LOOKSMART LTD COM 543442107 78 80513 SH DEFINED 03 80513 0 0 LORAL SPACE & COMMUNICATIONS COM G56462107 12 44200 SH DEFINED 03 44200 0 0 LOUISIANA PAC CORP COM 546347105 1380 213364 SH DEFINED 03 213364 0 0 LOWES COS INC COM 548661107 22637 546785 SH DEFINED 03 546785 0 0 LSI INDS INC COM 50216C108 177 17666 SH DEFINED 03 17666 0 0 LSI LOGIC CORP COM 502161102 1703 268260 SH DEFINED 03 268260 0 0 LTC PPTYS INC COM 502175102 148 18263 SH DEFINED 03 18263 0 0 LTX CORP COM 502392103 573 125575 SH DEFINED 03 125575 0 0 LUBRIZOL CORP COM 549271104 1263 44685 SH DEFINED 03 44685 0 0 LUBYS INC COM 549282101 120 24463 SH DEFINED 03 24463 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1861 2448679 SH DEFINED 03 2448679 0 0 LUMENIS LTD SHS M6778Q105 50 12749 SH DEFINED 03 12749 0 0 LUMINEX CORP DEL COM 55027E102 183 26131 SH DEFINED 03 26131 0 0 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 304 23600 SH DEFINED 03 23600 0 0 LYDALL INC DEL COM 550819106 187 15846 SH DEFINED 03 15846 0 0 LYONDELL CHEMICAL CO COM 552078107 3480 291452 SH DEFINED 03 291452 0 0 M & T BK CORP COM 55261F104 7277 92335 SH DEFINED 03 92335 0 0 M D C HLDGS INC COM 552676108 1466 41525 SH DEFINED 03 41525 0 0 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 457 14499 SH DEFINED 03 14499 0 0 MACDERMID INC COM 554273102 661 33144 SH DEFINED 03 33144 0 0 MACERICH CO COM 554382101 1187 38311 SH DEFINED 03 38311 0 0 MACK CALI RLTY CORP COM 554489104 521 16225 SH DEFINED 03 16225 0 0 MACROCHEM CORP DEL COM 555903103 1 786 SH DEFINED 03 786 0 0 MACROMEDIA INC COM 556100105 420 54316 SH DEFINED 03 54316 0 0 MACROVISION CORP COM 555904101 1099 89888 SH DEFINED 03 89888 0 0 MADDEN STEVEN LTD COM 556269108 214 14921 SH DEFINED 03 14921 0 0 MAF BANCORP INC COM 55261R108 716 23176 SH DEFINED 03 23176 0 0 MAGELLAN HEALTH SVCS INC COM 559079108 7 28509 SH DEFINED 03 28509 0 0 MAGMA DESIGN AUTOMATION COM 559181102 369 41426 SH DEFINED 03 41426 0 0 MAGNA 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61276 SH DEFINED 03 61276 0 0 SOUTHTRUST CORP COM 844730101 5928 245989 SH DEFINED 03 245989 0 0 SOUTHWEST AIRLS CO COM 844741108 7408 567245 SH DEFINED 03 567245 0 0 SOUTHWEST BANCORPORATION TEX COM 84476R109 1105 30412 SH DEFINED 03 30412 0 0 SOUTHWEST GAS CORP COM 844895102 818 36782 SH DEFINED 03 36782 0 0 SOUTHWEST WTR CO COM 845331107 147 10295 SH DEFINED 03 10295 0 0 SOUTHWESTERN ENERGY CO COM 845467109 341 28401 SH DEFINED 03 28401 0 0 SOVEREIGN BANCORP INC COM 845905108 3483 270017 SH DEFINED 03 270017 0 0 SOVRAN SELF STORAGE INC COM 84610H108 458 15051 SH DEFINED 03 15051 0 0 SPANISH BROADCASTING SYS INC CL A 846425882 483 73841 SH DEFINED 03 73841 0 0 SPARTAN MTRS INC COM 846819100 123 10978 SH DEFINED 03 10978 0 0 SPARTECH CORP COM NEW 847220209 370 17469 SH DEFINED 03 17469 0 0 SPDR TR UNIT SER 1 78462F103 258760 3163711 SH DEFINED 03 0 0 0 SPDR TR UNIT SER 1 78462F103 204 2500 SH DEFINED 03 0 0 0 SPECTRALINK CORP COM 847580107 190 33566 SH DEFINED 03 33566 0 0 SPECTRIAN 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SH DEFINED 03 13958 0 0 STEWART & STEVENSON SVCS INC COM 860342104 668 68303 SH DEFINED 03 68303 0 0 STEWART ENTERPRISES INC CL A 860370105 574 112628 SH DEFINED 03 112628 0 0 STEWART INFORMATION SVCS COR COM 860372101 393 18422 SH DEFINED 03 18422 0 0 STILLWATER MNG CO COM 86074Q102 776 129359 SH DEFINED 03 129359 0 0 STILWELL FINL INC COM 860831106 2066 171187 SH DEFINED 03 171187 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 955 70601 SH DEFINED 03 70601 0 0 STONE ENERGY CORP COM 861642106 1832 56379 SH DEFINED 03 56379 0 0 STONERIDGE INC COM 86183P102 256 15079 SH DEFINED 03 15079 0 0 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1386 131897 SH DEFINED 03 131897 0 0 STORAGENETWORKS INC COM 86211E103 97 77488 SH DEFINED 03 77488 0 0 STRATEX NETWORKS INC COM 86279T109 230 198098 SH DEFINED 03 198098 0 0 STRATOS LIGHTWAVE INC COM 863100103 31 89145 SH DEFINED 03 89145 0 0 STRATTEC SEC CORP COM 863111100 204 3992 SH DEFINED 03 3992 0 0 STRAYER ED INC COM 863236105 521 8774 SH 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