-----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, GTtsv6jv8W+wA66K3qftGWNL1a5vweudbgN1mNnRbngIPJdL2qsRuF4iRKMawEwE kigyRMGdes4VaiyJO03LHg== 0000036121-03-000011.txt : 20030515 0000036121-03-000011.hdr.sgml : 20030515 20030515111447 ACCESSION NUMBER: 0000036121-03-000011 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030515 EFFECTIVENESS DATE: 20030515 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: 03701910 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: CS FIRST BOSTON INC DATE OF NAME CHANGE: 19931118 FORMER COMPANY: FORMER CONFORMED NAME: CS FIRST BOSTON GROUP INC/DE DATE OF NAME CHANGE: 19931029 FORMER COMPANY: FORMER CONFORMED NAME: FIRST BOSTON INC /DE/ DATE OF NAME CHANGE: 19881222 13F-HR/A 1 csfb13fdec02amd4.txt CREDIT SUISSE FIRST BOSTON 13F AMENDMENT FILING FOR DECEMBER 2002 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2002 Check here if Amendment ( X ); Amendment Number: 4 This Amendment (Check only one.): ( ) is a restatement ( X ) 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 May 15, 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: 5561 Form 13F Information Table Value Total: $ 19,134,243 (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 341 26858 SH DEFINED 03 26858 0 0 A D C TELECOMMUNICATIONS COM 000886101 2534 1212387 SH DEFINED 03 1212387 0 0 AAIPHARMA INC COM 00252W104 195 13895 SH DEFINED 03 13895 0 0 AAON INC COM PAR $0.004 000360206 222 12072 SH DEFINED 03 12072 0 0 AAR CORP COM 000361105 171 33189 SH DEFINED 03 33189 0 0 AARON RENTS INC COM 002535201 360 16449 SH DEFINED 03 16449 0 0 ABBOTT LABS COM 002824100 47922 1198040 SH DEFINED 03 1198040 0 0 ABC BANCORP COM 000400101 165 12748 SH DEFINED 03 12748 0 0 ABERCROMBIE & FITCH CO CL A 002896207 4519 220849 SH DEFINED 03 220849 0 0 ABGENIX INC COM 00339B107 1526 207065 SH DEFINED 03 207065 0 0 ABIOMED INC COM 003654100 56 15435 SH DEFINED 03 15435 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 194 25100 SH DEFINED 03 25100 0 0 ABM INDS INC COM 000957100 901 58100 SH DEFINED 03 58100 0 0 ABN AMRO HLDG NV SPONSORED ADR 000937102 199 12300 SH DEFINED 03 12300 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 128 17214 SH DEFINED 03 17214 0 0 ACCLAIM ENTMT INC COM PAR $0.02 004325205 55 83673 SH DEFINED 03 83673 0 0 ACCREDO HEALTH INC COM 00437V104 209 5937 SH DEFINED 03 5937 0 0 ACE LTD ORD G0070K103 8654 294970 SH DEFINED 03 294970 0 0 ACME COMMUNICATION INC COM 004631107 93 11598 SH DEFINED 03 11598 0 0 ACTEL CORP COM 004934105 509 31411 SH DEFINED 03 31411 0 0 ACTERNA CORP COM 00503U105 667 4170075 SH DEFINED 03 4170075 0 0 ACTION PERFORMANCE COS INC COM 004933107 383 20160 SH DEFINED 03 20160 0 0 ACTIVE POWER INC COM 00504W100 73 41112 SH DEFINED 03 41112 0 0 ACTIVISION INC NEW COM NEW 004930202 1411 96792 SH DEFINED 03 96792 0 0 ACTUANT CORP CL A NEW 00508X203 556 11970 SH DEFINED 03 11970 0 0 ACTUATE CORP COM 00508B102 94 53326 SH DEFINED 03 53326 0 0 ACTV INC COM 00088E104 93 145541 SH DEFINED 03 145541 0 0 ACUITY BRANDS INC COM 00508Y102 670 49467 SH DEFINED 03 49467 0 0 ACXIOM CORP COM 005125109 1493 97395 SH DEFINED 03 97395 0 0 ADAPTEC INC COM 00651F108 981 174309 SH DEFINED 03 174309 0 0 ADE CORP MASS COM 00089C107 72 12040 SH DEFINED 03 12040 0 0 ADMINISTAFF INC COM 007094105 338 56408 SH DEFINED 03 56408 0 0 ADOBE SYS INC COM 00724F101 4688 189032 SH DEFINED 03 189032 0 0 ADOLOR CORP COM 00724X102 29740 2138824 SH DEFINED 03 2138824 0 0 ADTRAN INC COM 00738A106 2030 61694 SH DEFINED 03 61694 0 0 ADVANCED AUTO PARTS INC COM 00751Y106 153 3137 SH DEFINED 03 3137 0 0 ADVANCED DIGITAL INFORMATION COM 007525108 672 100261 SH DEFINED 03 100261 0 0 ADVANCED ENERGY INDS COM 007973100 408 32104 SH DEFINED 03 32104 0 0 ADVANCED FIBRE COMMUNICATION COM 00754A105 1502 90091 SH DEFINED 03 90091 0 0 ADVANCED MARKETING SVCS INC COM 00753T105 334 22741 SH DEFINED 03 22741 0 0 ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE7 1603 25350 SH DEFINED 03 0 0 25350 ADVANCED MICRO DEVICES INC NOTE 4.500%12/0 007903AF4 1150 1000000 SH DEFINED 03 0 0 1000000 ADVANCED MICRO DEVICES INC COM 007903107 4539 702580 SH DEFINED 03 702580 0 0 ADVANCED NEUROMODULATION SYS COM 00757T101 381 10888 SH DEFINED 03 10888 0 0 ADVANCED POWER TECHNOLOGY IN COM 00761E108 22 6920 SH DEFINED 03 6920 0 0 ADVANCEPCS COM 00790K109 2676 120668 SH DEFINED 03 120668 0 0 ADVANTA CORP CL B 007942204 275 29421 SH DEFINED 03 29421 0 0 ADVENT SOFTWARE INC COM 007974108 504 37101 SH DEFINED 03 37101 0 0 ADVO INC COM 007585102 843 25672 SH DEFINED 03 25672 0 0 AEGON N V ORD AMER REG 007924103 307 23900 SH DEFINED 03 23900 0 0 AEROFLEX INC COM 007768104 579 83065 SH DEFINED 03 83065 0 0 AEROPOSTALE COM 007865108 154 14608 SH DEFINED 03 14608 0 0 AES CORP COM 00130H105 1099 363803 SH DEFINED 03 363803 0 0 AETHER SYS INC COM 00808V105 208 54997 SH DEFINED 03 54997 0 0 AETNA INC NEW COM 00817Y108 4207 102310 SH DEFINED 03 102310 0 0 AFC ENTERPRISES INC COM 00104Q107 326 15448 SH DEFINED 03 15448 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 7358 139760 SH DEFINED 03 139760 0 0 AFFYMETRIX INC COM 00826T108 270 11802 SH DEFINED 03 11802 0 0 AFLAC INC COM 001055102 11238 373091 SH DEFINED 03 373091 0 0 AFTERMARKET TECHNOLOGY CORP COM 008318107 180 12435 SH DEFINED 03 12435 0 0 AGCO CORP COM 001084102 1766 79920 SH DEFINED 03 79920 0 0 AGERE SYS INC CL A 00845V100 0 15 SH DEFINED 03 15 0 0 AGERE SYS INC CL B 00845V209 201 143292 SH DEFINED 03 143292 0 0 AGILE SOFTWARE CORP DEL COM 00846X105 384 49557 SH DEFINED 03 49557 0 0 AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 1167 1219000 SH DEFINED 03 0 0 1219000 AGILENT TECHNOLOGIES INC COM 00846U101 5926 329966 SH DEFINED 03 329966 0 0 AGL RES INC COM 001204106 3303 135936 SH DEFINED 03 135936 0 0 AGNICO EAGLE MINES LTD COM 008474108 92 6173 SH DEFINED 03 6173 0 0 AGRIUM INC COM 008916108 119 10500 SH DEFINED 03 10500 0 0 AIR PRODS & CHEMS INC COM 009158106 8943 209189 SH DEFINED 03 209189 0 0 AIRBORNE INC COM 009269101 1609 108508 SH DEFINED 03 108508 0 0 AIRGAS INC COM 009363102 2482 143867 SH DEFINED 03 143867 0 0 AIRGATE PCS INC COM 009367103 18 29747 SH DEFINED 03 29747 0 0 AIRTRAN HLDGS INC COM 00949P108 300 76883 SH DEFINED 03 76883 0 0 AK STL HLDG CORP COM 001547108 920 115058 SH DEFINED 03 115058 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 205 120380 SH DEFINED 03 120380 0 0 AKSYS LTD COM 010196103 162 30639 SH DEFINED 03 30639 0 0 AKZO NOBEL NV SPONSORED ADR 010199305 68 2154 SH DEFINED 03 2154 0 0 ALABAMA NATL BANCORP DELA COM 010317105 512 11780 SH DEFINED 03 11780 0 0 ALAMOSA HLDGS INC COM 011589108 47 90051 SH DEFINED 03 90051 0 0 ALARIS MED INC COM 011637105 108 17671 SH DEFINED 03 17671 0 0 ALASKA AIR GROUP INC COM 011659109 1530 70660 SH DEFINED 03 70660 0 0 ALASKA COMMUNICATIONS SYS G COM 01167P101 1146 622608 SH DEFINED 03 622608 0 0 ALBANY INTL CORP CL A 012348108 1651 79926 SH DEFINED 03 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1064 SH DEFINED 03 1064 0 0 ALLEGHENY ENERGY INC COM 017361106 1505 199063 SH DEFINED 03 199063 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 728 116817 SH DEFINED 03 116817 0 0 ALLEGIANCE TELECOM INC COM 01747T102 90 134341 SH DEFINED 03 134341 0 0 ALLEGIANT BANCORP INC COM 017476102 264 14665 SH DEFINED 03 14665 0 0 ALLEN TELECOM INC COM 018091108 509 53771 SH DEFINED 03 53771 0 0 ALLERGAN INC COM 018490102 8794 152616 SH DEFINED 03 152616 0 0 ALLETE INC COM 018522102 2542 112064 SH DEFINED 03 112064 0 0 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 109 3500 SH DEFINED 03 0 0 0 ALLIANCE GAMING CORP COM NEW 01859P609 874 51320 SH DEFINED 03 51320 0 0 ALLIANCE IMAGING INC COM NEW 018606202 79 14964 SH DEFINED 03 14964 0 0 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 140 35848 SH DEFINED 03 35848 0 0 ALLIANT ENERGY CORP COM 018802108 2122 128239 SH DEFINED 03 128239 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 784 12567 SH DEFINED 03 12567 0 0 ALLIED CAP CORP NEW COM 01903Q108 395 18079 SH DEFINED 03 18079 0 0 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 403 15000 SH DEFINED 03 15000 0 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 2597 259679 SH DEFINED 03 259679 0 0 ALLMERICA FINL CORP COM 019754100 928 91883 SH DEFINED 03 91883 0 0 ALLOS THERAPEUTICS INC COM 019777101 6201 825240 SH DEFINED 03 825240 0 0 ALLOY INC COM 019855105 423 38603 SH DEFINED 03 38603 0 0 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 66 28662 SH DEFINED 03 28662 0 0 ALLSTATE CORP COM 020002101 19389 524176 SH DEFINED 03 524176 0 0 ALLTEL CORP COM 020039103 11699 229394 SH DEFINED 03 229394 0 0 ALLTEL CORP CORP UNT 7.75% 020039822 430 8400 SH DEFINED 03 8400 0 0 ALPHARMA INC CL A 020813101 1274 106948 SH DEFINED 03 106948 0 0 ALTERA CORP COM 021441100 4511 364375 SH DEFINED 03 364375 0 0 AMAZON COM INC COM 023135106 3535 187209 SH DEFINED 03 187209 0 0 AMB PROPERTY CORP COM 00163T109 533 19472 SH DEFINED 03 19472 0 0 AMBAC FINL GROUP INC COM 023139108 5297 94194 SH DEFINED 03 94194 0 0 AMC 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SH DEFINED 03 48643 0 0 APPLERA CORP COM AP BIO GRP 038020103 2943 167805 SH DEFINED 03 167805 0 0 APPLERA CORP COM CE GEN GRP 038020202 1543 161519 SH DEFINED 03 161519 0 0 APPLICA INC COM 03815A106 107 21397 SH DEFINED 03 21397 0 0 APPLIED FILMS CORP COM 038197109 258 13007 SH DEFINED 03 13007 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 485 25687 SH DEFINED 03 25687 0 0 APPLIED MATLS INC COM 038222105 15721 1206497 SH DEFINED 03 1206497 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 1043 276662 SH DEFINED 03 276662 0 0 APPLIED MOLECULAR EVOLUTION COM 03823E108 34 16682 SH DEFINED 03 16682 0 0 APRIA HEALTHCARE GROUP INC COM 037933108 3120 140278 SH DEFINED 03 140278 0 0 APTARGROUP INC COM 038336103 278 8889 SH DEFINED 03 8889 0 0 AQUILA INC COM 03840P102 343 193866 SH DEFINED 03 193866 0 0 ARBITRON INC COM 03875Q108 1777 53051 SH DEFINED 03 53051 0 0 ARCH CAP GROUP LTD ORD G0450A105 193 6188 SH DEFINED 03 6188 0 0 ARCH CHEMICALS INC COM 03937R102 466 25536 SH DEFINED 03 25536 0 0 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337756209 313 5939 SH DEFINED 03 5939 0 0 FISHER SCIENTIFIC INTL INC COM NEW 338032204 110576 3676051 SH DEFINED 03 3676051 0 0 FLAGSTAR BANCORP INC COM 337930101 369 17080 SH DEFINED 03 17080 0 0 FLEETBOSTON FINL CORP COM 339030108 23946 985435 SH DEFINED 03 985435 0 0 FLEETWOOD ENTERPRISES INC COM 339099103 980 124870 SH DEFINED 03 124870 0 0 FLEMING COS INC COM 339130106 540 82159 SH DEFINED 03 82159 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 2130 260123 SH DEFINED 03 260123 0 0 FLIR SYS INC COM 302445101 812 16639 SH DEFINED 03 16639 0 0 FLORIDA EAST COAST INDS CL A 340632108 658 28342 SH DEFINED 03 28342 0 0 FLORIDA ROCK INDS INC COM 341140101 1788 46983 SH DEFINED 03 46983 0 0 FLOW INTL CORP COM 343468104 42 16344 SH DEFINED 03 16344 0 0 FLOWERS FOODS INC COM 343498101 657 33695 SH DEFINED 03 33695 0 0 FLOWSERVE CORP COM 34354P105 892 60339 SH DEFINED 03 60339 0 0 FLUOR CORP NEW COM 343412102 1540 54997 SH DEFINED 03 54997 0 0 FLUSHING FINL CORP COM 343873105 205 12584 SH DEFINED 03 12584 0 0 FMC TECHNOLOGIES INC COM 30249U101 1362 66645 SH DEFINED 03 66645 0 0 FOAMEX INTL INC COM 344123104 78 26688 SH DEFINED 03 26688 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 277 7600 SH DEFINED 03 7600 0 0 FOOT LOCKER INC COM 344849104 2919 278039 SH DEFINED 03 278039 0 0 FOOTSTAR INC COM 344912100 385 55316 SH DEFINED 03 55316 0 0 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 280 6900 SH DEFINED 03 6900 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 11763 1264869 SH DEFINED 03 1264869 0 0 FOREST LABS INC COM 345838106 12215 124367 SH DEFINED 03 124367 0 0 FOREST OIL CORP COM PAR $0.01 346091705 1674 60555 SH DEFINED 03 60555 0 0 FORRESTER RESH INC COM 346563109 319 20524 SH DEFINED 03 20524 0 0 FORTUNE BRANDS INC COM 349631101 4792 103022 SH DEFINED 03 103022 0 0 FORWARD AIR CORP COM 349853101 272 14019 SH DEFINED 03 14019 0 0 FOSSIL INC COM 349882100 659 32383 SH DEFINED 03 32383 0 0 FOUNDRY NETWORKS INC COM 35063R100 1329 188781 SH DEFINED 03 188781 0 0 FOUR SEASONS HOTEL INC NOTE 9/2 35100EAD6 14414 495200 SH DEFINED 03 0 0 495200 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 692 24500 SH DEFINED 03 24500 0 0 FOX ENTMT GROUP INC CL A 35138T107 289 11143 SH DEFINED 03 11143 0 0 FPIC INS GROUP INC COM 302563101 78 11254 SH DEFINED 03 11254 0 0 FPL GROUP INC COM 302571104 7871 130900 SH DEFINED 03 130900 0 0 FRANCE TELECOM SPONSORED ADR 35177Q105 518 29162 SH DEFINED 03 29162 0 0 FRANKLIN ELEC INC COM 353514102 393 8145 SH DEFINED 03 8145 0 0 FRANKLIN RES INC COM 354613101 6427 188581 SH DEFINED 03 188581 0 0 FREDS INC CL A 356108100 709 27575 SH DEFINED 03 27575 0 0 FREEMARKETS INC COM 356602102 765 119709 SH DEFINED 03 119709 0 0 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 3608 215030 SH DEFINED 03 215030 0 0 FREMONT GEN CORP COM 357288109 303 67549 SH DEFINED 03 67549 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 739 39100 SH DEFINED 03 39100 0 0 FRIEDMAN BILLINGS RAMSEY GRO CL A 358433100 193 20636 SH DEFINED 03 20636 0 0 FRIEDMANS INC CL A 358438109 186 21406 SH DEFINED 03 21406 0 0 FRONTIER AIRLINES INC NEW COM 359065109 252 37263 SH DEFINED 03 37263 0 0 FRONTIER FINL CORP WASH COM 35907K105 510 19923 SH DEFINED 03 19923 0 0 FRONTIER OIL CORP COM 35914P105 766 44456 SH DEFINED 03 44456 0 0 FSI INTL INC COM 302633102 166 36865 SH DEFINED 03 36865 0 0 FTI CONSULTING INC COM 302941109 1033 25730 SH DEFINED 03 25730 0 0 FUELCELL ENERGY INC COM 35952H106 426 65059 SH DEFINED 03 65059 0 0 FULLER H B CO COM 359694106 2371 91601 SH DEFINED 03 91601 0 0 FULTON FINL CORP PA COM 360271100 244 13861 SH DEFINED 03 13861 0 0 FURNITURE BRANDS INTL INC COM 360921100 1957 82042 SH DEFINED 03 82042 0 0 F5 NETWORKS INC COM 315616102 324 30119 SH DEFINED 03 30119 0 0 G & K SVCS INC CL A 361268105 874 24680 SH DEFINED 03 24680 0 0 GABELLI ASSET MGMT INC CL A 36239Y102 324 10776 SH DEFINED 03 10776 0 0 GABLES RESIDENTIAL TR SH BEN INT 362418105 986 39533 SH DEFINED 03 39533 0 0 GALLAGHER ARTHUR J & CO COM 363576109 2702 91979 SH DEFINED 03 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SH DEFINED 03 339809 0 0 ISHARES TR S&P500/BAR GRW 464287309 4341 96670 SH DEFINED 03 96670 0 0 ISHARES TR GS NAT RES IDX 464287374 4070 50000 SH DEFINED 03 50000 0 0 ISHARES TR S&P500/BAR VAL 464287408 2524 58647 SH DEFINED 03 58647 0 0 ISHARES TR 20+ YR TRS BD 464287432 185663 2100000 SH DEFINED 03 2100000 0 0 ISHARES TR 7-10 YR TRS BD 464287440 259593 3000000 SH DEFINED 03 3000000 0 0 ISHARES TR 1-3 YR TRS BD 464287457 247077 3000000 SH DEFINED 03 3000000 0 0 ISHARES TR RUSSELL MCP VL 464287473 21639 315671 SH DEFINED 03 315671 0 0 ISHARES TR RUSSELL MCP GR 464287481 2844 55000 SH DEFINED 03 55000 0 0 ISHARES TR GLMN SCHS SOFT 464287515 12500 496640 SH DEFINED 03 496640 0 0 ISHARES TR GLDM SCHS SEMI 464287523 676 19506 SH DEFINED 03 19506 0 0 ISHARES TR GLDM SCHS NETW 464287531 3222 237800 SH DEFINED 03 237800 0 0 ISHARES TR GLDM SACHS TEC 464287549 1648 54850 SH DEFINED 03 54850 0 0 ISHARES TR NASDQ BIO INDX 464287556 22851 463040 SH DEFINED 03 463040 0 0 ISHARES TR RUSSELL1000VAL 464287598 27347 593848 SH DEFINED 03 593848 0 0 ISHARES TR S&P MIDCP GROW 464287606 33337 364539 SH DEFINED 03 364539 0 0 ISHARES TR RUSSELL1000GRW 464287614 6648 181896 SH DEFINED 03 181896 0 0 ISHARES TR RUSSELL 1000 464287622 16497 353112 SH DEFINED 03 353112 0 0 ISHARES TR RUSL 2000 VALU 464287630 8715 78160 SH DEFINED 03 78160 0 0 ISHARES TR RUSL 2000 GROW 464287648 15815 396875 SH DEFINED 03 396875 0 0 ISHARES TR RUSSELL 2000 464287655 16908 223029 SH DEFINED 03 223029 0 0 ISHARES TR RUSSELL 3000 464287689 13416 274021 SH DEFINED 03 274021 0 0 ISHARES TR DJ US UTILS 464287697 2401 50140 SH DEFINED 03 50140 0 0 ISHARES TR S&P MIDCP VALU 464287705 16514 206450 SH DEFINED 03 206450 0 0 ISHARES TR DJ US TECH SEC 464287721 1324 40750 SH DEFINED 03 40750 0 0 ISHARES TR DJ US FINL SVC 464287770 6581 84000 SH DEFINED 03 84000 0 0 ISHARES TR DJ US FINL SEC 464287788 3408 50300 SH DEFINED 03 50300 0 0 ISHARES TR S&P SMLCAP 600 464287804 33339 342114 SH DEFINED 03 342114 0 0 ISHARES TR DJ US BAS MATL 464287838 1205 35000 SH DEFINED 03 35000 0 0 ISHARES TR S&P SMLCP VALU 464287879 10123 139147 SH DEFINED 03 139147 0 0 ISHARES TR S&P SMLCP GROW 464287887 13049 200440 SH DEFINED 03 200440 0 0 ISIS PHARMACEUTICALS INC COM 464330109 385 58600 SH DEFINED 03 58600 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 342 25924 SH DEFINED 03 25924 0 0 ISTA PHARMACEUTICALS INC COM NEW 45031X204 14092 4473681 SH DEFINED 03 4473681 0 0 ISTAR FINL INC COM 45031U101 222 7912 SH DEFINED 03 7912 0 0 ITLA CAP CORP COM 450565106 200 6025 SH DEFINED 03 6025 0 0 ITRON INC COM 465741106 527 27514 SH DEFINED 03 27514 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 2334 99113 SH DEFINED 03 99113 0 0 ITT INDS INC IND COM 450911102 4887 80524 SH DEFINED 03 80524 0 0 ITXC CORP COM 45069F109 52 22238 SH DEFINED 03 22238 0 0 IVAX CORP COM 465823102 2819 232411 SH DEFINED 03 232411 0 0 IXIA COM 45071R109 97 26529 SH DEFINED 03 26529 0 0 IXYS CORP COM 46600W106 110 15565 SH DEFINED 03 15565 0 0 I2 TECHNOLOGIES INC COM 465754109 29 25447 SH DEFINED 03 25447 0 0 J & J SNACK FOODS CORP COM 466032109 230 6437 SH DEFINED 03 6437 0 0 J D EDWARDS & CO COM 281667105 266 23537 SH DEFINED 03 23537 0 0 J JILL GROUP INC COM 466189107 677 48227 SH DEFINED 03 48227 0 0 J P MORGAN CHASE & CO COM 46625H100 41051 1710468 SH DEFINED 03 1710468 0 0 JABIL CIRCUIT INC COM 466313103 2690 150128 SH DEFINED 03 150128 0 0 JACK IN THE BOX INC COM 466367109 1655 95723 SH DEFINED 03 95723 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 2054 57704 SH DEFINED 03 57704 0 0 JAKKS PAC INC COM 47012E106 421 31286 SH DEFINED 03 31286 0 0 JARDEN CORP COM 471109108 320 13398 SH DEFINED 03 13398 0 0 JDA SOFTWARE GROUP INC COM 46612K108 446 46214 SH DEFINED 03 46214 0 0 JDN RLTY CORP COM 465917102 1133 103506 SH DEFINED 03 103506 0 0 JDS UNIPHASE CORP COM 46612J101 3971 1620648 SH DEFINED 03 1620648 0 0 JEFFERIES GROUP INC NEW COM 472319102 1037 24715 SH DEFINED 03 24715 0 0 JEFFERSON PILOT CORP COM 475070108 4847 127194 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INC COM 499040103 3566 56376 SH DEFINED 03 56376 0 0 KNIGHT TRADING GROUP INC COM 499063105 529 108892 SH DEFINED 03 108892 0 0 KNIGHT TRANSN INC COM 499064103 567 27045 SH DEFINED 03 27045 0 0 KOGER EQUITY INC COM 500228101 413 26498 SH DEFINED 03 26498 0 0 KOHLS CORP COM 500255104 14774 264066 SH DEFINED 03 264066 0 0 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 107 8400 SH DEFINED 03 8400 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 5679 321200 SH DEFINED 03 321200 0 0 KOPIN CORP COM 500600101 436 111575 SH DEFINED 03 111575 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 392 46065 SH DEFINED 03 46065 0 0 KORN FERRY INTL COM NEW 500643200 630 84241 SH DEFINED 03 84241 0 0 KOS PHARMACEUTICALS INC COM 500648100 679 35781 SH DEFINED 03 35781 0 0 KOSAN BIOSCIENCES INC COM 50064W107 130 21350 SH DEFINED 03 21350 0 0 KRAFT FOODS INC CL A 50075N104 1088 27937 SH DEFINED 03 27937 0 0 KRAMONT RLTY TR COM SH BEN INT 50075Q107 345 23523 SH DEFINED 03 23523 0 0 KRISPY KREME DOUGHNUTS 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LACLEDE GROUP INC COM 505597104 542 22377 SH DEFINED 03 22377 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 37 410000 SH DEFINED 03 410000 0 0 LADISH INC COM NEW 505754200 95 11902 SH DEFINED 03 11902 0 0 LAKELAND BANCORP INC COM 511637100 260 14591 SH DEFINED 03 14591 0 0 LAM RESEARCH CORP COM 512807108 2288 212235 SH DEFINED 03 212235 0 0 LAMAR ADVERTISING CO CL A 512815101 1879 55862 SH DEFINED 03 55862 0 0 LANCASTER COLONY CORP COM 513847103 1673 42829 SH DEFINED 03 42829 0 0 LANCE INC COM 514606102 302 25680 SH DEFINED 03 25680 0 0 LANDAMERICA FINL GROUP INC COM 514936103 1256 35418 SH DEFINED 03 35418 0 0 LANDAUER INC COM 51476K103 343 9859 SH DEFINED 03 9859 0 0 LANDRYS RESTAURANTS INC COM 51508L103 844 39726 SH DEFINED 03 39726 0 0 LANDSTAR SYS INC COM 515098101 1075 18436 SH DEFINED 03 18436 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 290 20742 SH DEFINED 03 20742 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1898 216425 SH DEFINED 03 216425 0 0 LAUDER ESTEE COS INC CL A 518439104 4543 172089 SH DEFINED 03 172089 0 0 LAWSON SOFTWARE INC COM 520780107 99 17103 SH DEFINED 03 17103 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 556 22100 SH DEFINED 03 22100 0 0 LEAR CORP COM 521865105 5391 161979 SH DEFINED 03 161979 0 0 LEARNING TREE INTL INC COM 522015106 399 29276 SH DEFINED 03 29276 0 0 LECROY CORP COM 52324W109 174 15670 SH DEFINED 03 15670 0 0 LEE ENTERPRISES INC COM 523768109 2504 74692 SH DEFINED 03 74692 0 0 LEGATO SYS INC COM 524651106 1095 219094 SH DEFINED 03 219094 0 0 LEGG MASON INC COM 524901105 3702 76267 SH DEFINED 03 76267 0 0 LEGGETT & PLATT INC COM 524660107 3582 159623 SH DEFINED 03 159623 0 0 LEHMAN BROS HLDGS INC COM 524908100 15930 298934 SH DEFINED 03 298934 0 0 LENNAR CORP COM 526057104 4686 90806 SH DEFINED 03 90806 0 0 LENNOX INTL INC COM 526107107 1024 81624 SH DEFINED 03 81624 0 0 LEUCADIA NATL CORP COM 527288104 2545 68213 SH DEFINED 03 68213 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 474 97928 SH DEFINED 03 97928 0 0 LEXAR MEDIA INC COM 52886P104 267 42929 SH DEFINED 03 42929 0 0 LEXICON GENETICS INC COM 528872104 211 44662 SH DEFINED 03 44662 0 0 LEXINGTON CORP PPTYS TR COM 529043101 517 32536 SH DEFINED 03 32536 0 0 LEXMARK INTL NEW CL A 529771107 5417 89541 SH DEFINED 03 89541 0 0 LIBBEY INC COM 529898108 558 21479 SH DEFINED 03 21479 0 0 LIBERATE TECHNOLOGIES COM 530129105 187 130199 SH DEFINED 03 130199 0 0 LIBERTY CORP S C COM 530370105 1368 35269 SH DEFINED 03 35269 0 0 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 23702 458000 SH DEFINED 03 0 0 458000 LIBERTY MEDIA CORP NEW COM SER A 530718105 2381 266366 SH DEFINED 03 266366 0 0 LIBERTY PPTY TR SH BEN INT 531172104 3652 114340 SH DEFINED 03 114340 0 0 LIFECORE BIOMEDICAL INC COM 532187101 110 12806 SH DEFINED 03 12806 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 3007 100664 SH DEFINED 03 100664 0 0 LIGAND PHARMACEUTICALS INC CL B 53220K207 472 87817 SH DEFINED 03 87817 0 0 LIGHTBRIDGE INC COM 532226107 217 35266 SH DEFINED 03 35266 0 0 LILLY ELI & CO COM 532457108 48095 757405 SH DEFINED 03 757405 0 0 LIMITED BRANDS INC COM 532716107 5364 385071 SH DEFINED 03 385071 0 0 LINCARE HLDGS INC COM 532791100 4839 153731 SH DEFINED 03 153731 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1168 50452 SH DEFINED 03 50452 0 0 LINCOLN NATL CORP IND COM 534187109 4178 132290 SH DEFINED 03 132290 0 0 LINDSAY MFG CO COM 535555106 272 12709 SH DEFINED 03 12709 0 0 LINEAR TECHNOLOGY CORP COM 535678106 8806 343189 SH DEFINED 03 343189 0 0 LINENS N THINGS INC COM 535679104 1598 70719 SH DEFINED 03 70719 0 0 LITHIA MTRS INC CL A 536797103 215 13729 SH DEFINED 03 13729 0 0 LITTELFUSE INC COM 537008104 426 25310 SH DEFINED 03 25310 0 0 LIZ CLAIBORNE INC COM 539320101 2513 84750 SH DEFINED 03 84750 0 0 LNR PPTY CORP COM 501940100 1249 35274 SH DEFINED 03 35274 0 0 LOCAL FINL CORP COM 539553107 351 23993 SH DEFINED 03 23993 0 0 LOCKHEED MARTIN CORP COM 539830109 19527 338123 SH DEFINED 03 338123 0 0 LODGENET ENTMT CORP COM 540211109 147 13725 SH DEFINED 03 13725 0 0 LOEWS CORP COM 540424108 5564 125137 SH DEFINED 03 125137 0 0 LOGITECH INTERNATIONAL S A SPONSORED ADR 541419107 232 7627 SH DEFINED 03 7627 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 393 20324 SH DEFINED 03 20324 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 483 32460 SH DEFINED 03 32460 0 0 LONGS DRUG STORES CORP COM 543162101 1593 76807 SH DEFINED 03 76807 0 0 LONGVIEW FIBRE CO COM 543213102 828 114500 SH DEFINED 03 114500 0 0 LOOKSMART LTD COM 543442107 200 83218 SH DEFINED 03 83218 0 0 LOUISIANA PAC CORP COM 546347105 1573 195115 SH DEFINED 03 195115 0 0 LOWES COS INC NOTE 2/1 548661CF2 14605 198110 SH DEFINED 03 0 0 198110 LOWES COS INC COM 548661107 21323 568602 SH DEFINED 03 568602 0 0 LSI INDS INC COM 50216C108 246 17786 SH DEFINED 03 17786 0 0 LSI LOGIC CORP COM 502161102 1973 342006 SH DEFINED 03 342006 0 0 LTC PPTYS INC COM 502175102 119 17737 SH DEFINED 03 17737 0 0 LTX CORP COM 502392103 832 137808 SH DEFINED 03 137808 0 0 LUBRIZOL CORP COM 549271104 1667 54653 SH DEFINED 03 54653 0 0 LUBYS INC COM 549282101 87 29956 SH DEFINED 03 29956 0 0 LUCENT TECHNOLOGIES INC COM 549463107 2960 2349429 SH DEFINED 03 2349429 0 0 LUMINEX CORP DEL COM 55027E102 105 25951 SH DEFINED 03 25951 0 0 LYDALL INC DEL COM 550819106 194 17069 SH DEFINED 03 17069 0 0 LYONDELL CHEMICAL CO COM 552078107 2763 218554 SH DEFINED 03 218554 0 0 M & T BK CORP COM 55261F104 8075 101765 SH DEFINED 03 101765 0 0 M D C HLDGS INC COM 552676108 908 23729 SH DEFINED 03 23729 0 0 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 397 14267 SH DEFINED 03 14267 0 0 MACDERMID INC COM 554273102 1189 52040 SH DEFINED 03 52040 0 0 MACERICH CO COM 554382101 1761 57263 SH DEFINED 03 57263 0 0 MACK CALI RLTY CORP COM 554489104 659 21743 SH DEFINED 03 21743 0 0 MACROCHEM CORP DEL COM 555903103 0 386 SH DEFINED 03 386 0 0 MACROMEDIA INC COM 556100105 913 86107 SH DEFINED 03 86107 0 0 MACROVISION CORP COM 555904101 2408 150132 SH DEFINED 03 150132 0 0 MADDEN STEVEN LTD COM 556269108 216 11948 SH DEFINED 03 11948 0 0 MAF BANCORP INC COM 55261R108 858 25246 SH DEFINED 03 25246 0 0 MAGMA DESIGN AUTOMATION COM 559181102 658 69022 SH DEFINED 03 69022 0 0 MAGNA ENTMT CORP CL A 559211107 335 54428 SH DEFINED 03 54428 0 0 MAGNETEK INC COM 559424106 132 29768 SH DEFINED 03 29768 0 0 MAGNUM HUNTER RES INC *W EXP 03/21/200 55972F138 7 24250 SH DEFINED 03 0 0 0 MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 431 72458 SH DEFINED 03 72458 0 0 MAIL-WELL INC COM 560321200 88 35169 SH DEFINED 03 35169 0 0 MAIN STR BKS INC NEW COM 56034R102 245 12747 SH DEFINED 03 12747 0 0 MANDALAY RESORT GROUP COM 562567107 2184 71357 SH DEFINED 03 71357 0 0 MANHATTAN ASSOCS INC COM 562750109 630 26600 SH DEFINED 03 26600 0 0 MANITOWOC INC COM 563571108 791 31018 SH DEFINED 03 31018 0 0 MANOR CARE INC NEW COM 564055101 1314 70597 SH DEFINED 03 70597 0 0 MANPOWER INC COM 56418H100 3117 97701 SH DEFINED 03 97701 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 613 20687 SH DEFINED 03 20687 0 0 MANUFACTURERS SVCS LTD COM 565005105 90044 16253401 SH DEFINED 03 16253401 0 0 MANUGISTICS GROUP INC COM 565011103 182 75889 SH DEFINED 03 75889 0 0 MANULIFE FINL CORP COM 56501R106 321 14800 SH DEFINED 03 14800 0 0 MAPICS INC COM 564910107 124 17902 SH DEFINED 03 17902 0 0 MAPINFO CORP COM 565105103 217 39149 SH DEFINED 03 39149 0 0 MARATHON OIL CORP COM 565849106 4813 226086 SH DEFINED 03 226086 0 0 MARCUS CORP COM 566330106 315 22169 SH DEFINED 03 22169 0 0 MARKEL CORP COM 570535104 166 806 SH DEFINED 03 806 0 0 MARRIOTT INTL INC NEW CL A 571903202 5459 166067 SH DEFINED 03 166067 0 0 MARSH & MCLENNAN COS INC COM 571748102 18221 394314 SH DEFINED 03 394314 0 0 MARSHALL & ILSLEY CORP COM 571834100 4872 177942 SH DEFINED 03 177942 0 0 MARTEK BIOSCIENCES CORP COM 572901106 1032 41195 SH DEFINED 03 41195 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 298 30175 SH DEFINED 03 30175 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2131 69512 SH DEFINED 03 69512 0 0 MARVEL ENTERPRISES INC COM 57383M108 186 20701 SH 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16715 SH DEFINED 16715 0 0 CAREMARK RX INC COM 141705103 0 1 SH DEFINED 1 0 0 CARLISLE COS INC COM 142339100 66 1601 SH DEFINED 1601 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 41252 393810 SH DEFINED 393810 0 0 CARNIVAL CORP COM 143658102 613 24563 SH DEFINED 24563 0 0 CATALINA MARKETING CORP COM 148867104 278 15000 SH DEFINED 15000 0 0 CATERPILLAR INC DEL COM 149123101 1560 34121 SH DEFINED 34121 0 0 CBRL GROUP INC NOTE 4/0 12489VAB2 11698 255000 SH DEFINED 255000 0 0 CBRL GROUP INC COM 12489V106 0 2 SH DEFINED 2 0 0 CDW COMPUTER CTRS INC COM 125129106 70 1600 SH DEFINED 1600 0 0 CEC ENTMT INC COM 125137109 71 2300 SH DEFINED 2300 0 0 CELGENE CORP COM 151020104 0 2 SH DEFINED 2 0 0 CEMEX S A SPON ADR 5 ORD 151290889 83158 3866000 SH DEFINED 3866000 0 0 CENDANT CORP DBCV 3.875%11/2 151313AN3 222681 2255000 SH DEFINED 2255000 0 0 CENDANT CORP COM 151313103 672 64153 SH DEFINED 64153 0 0 CENTERPOINT ENERGY INC COM 15189T107 100 11739 SH DEFINED 11739 0 0 CENTEX CORP COM 152312104 2182 43475 SH DEFINED 43475 0 0 CENTURYTEL INC COM 156700106 290 9887 SH DEFINED 9887 0 0 CEPHALON INC COM 156708109 54 1108 SH DEFINED 1108 0 0 CERNER CORP COM 156782104 281 9000 SH DEFINED 9000 0 0 CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 1600 20000 SH DEFINED 20000 0 0 CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB3 8815 410000 SH DEFINED 410000 0 0 CHARTER ONE FINL INC COM 160903100 245 8537 SH DEFINED 8537 0 0 CHESAPEAKE ENERGY CORP COM 165167107 67 8600 SH DEFINED 8600 0 0 CHEVRONTEXACO CORP COM 166764100 7626 114712 SH DEFINED 114712 0 0 CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA7 13517 138450 SH DEFINED 138450 0 0 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 48 4000 SH DEFINED 4000 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 80 4800 SH DEFINED 4800 0 0 CHIRON CORP COM 170040109 1694 45050 SH DEFINED 45050 0 0 CHUBB CORP COM 171232101 337 6462 SH DEFINED 6462 0 0 CHURCH & DWIGHT INC COM 171340102 274 9000 SH DEFINED 9000 0 0 CIENA CORP COM 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SH DEFINED 183478 0 0 COCA COLA ENTERPRISES INC COM 191219104 573 26375 SH DEFINED 26375 0 0 COLGATE PALMOLIVE CO COM 194162103 1066 20332 SH DEFINED 20332 0 0 COLLINS & AIKMAN CORP NEW COM NEW 194830204 3405 765100 SH DEFINED 765100 0 0 COLOMBIA REP DEB 9.750% 4/2 195325AT2 20193 193230 SH DEFINED 193230 0 0 COLONIAL BANCGROUP INC COM 195493309 66 5500 SH DEFINED 5500 0 0 COMCAST CORP NEW CL A 20030N101 2610 110717 SH DEFINED 110717 0 0 COMCAST CORP NEW CL A SPL 20030N200 36810 1629500 SH DEFINED 1629500 0 0 COMERICA INC COM 200340107 553 12800 SH DEFINED 12800 0 0 COMMERCE BANCSHARES INC COM 200525103 67 1700 SH DEFINED 1700 0 0 COMMERCIAL FEDERAL CORPORATI COM 201647104 65 2800 SH DEFINED 2800 0 0 COMPASS BANCSHARES INC COM 20449H109 69 2200 SH DEFINED 2200 0 0 COMPUTER ASSOC INTL INC COM 204912109 345 25582 SH DEFINED 25582 0 0 COMPUTER SCIENCES CORP COM 205363104 257 7462 SH DEFINED 7462 0 0 COMPUWARE CORP COM 205638109 69 14276 SH DEFINED 14276 0 0 COMVERSE TECHNOLOGY INC COM PAR 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CO INC COM 260561105 135 3115 SH DEFINED 3115 0 0 DQE INC COM 23329J104 134 8800 SH DEFINED 8800 0 0 DREYERS GRAND ICE CREAM INC COM 261878102 135 1900 SH DEFINED 1900 0 0 DTE ENERGY CO COM 233331107 294 6326 SH DEFINED 6326 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1976 46601 SH DEFINED 46601 0 0 DUKE ENERGY CORP COM 264399106 668 34183 SH DEFINED 34183 0 0 DYNEGY INC NEW CL A 26816Q101 17 14028 SH DEFINED 14028 0 0 E M C CORP MASS COM 268648102 2701 439962 SH DEFINED 439962 0 0 E TRADE GROUP INC NOTE 6.000% 2/0 269246AB0 26991 362900 SH DEFINED 362900 0 0 E TRADE GROUP INC NOTE 6.750% 5/1 269246AD6 47974 578000 SH DEFINED 578000 0 0 E TRADE GROUP INC COM 269246104 19 3914 SH DEFINED 3914 0 0 EARTHLINK INC COM 270321102 195 35800 SH DEFINED 35800 0 0 EASTMAN CHEM CO COM 277432100 243 6620 SH DEFINED 6620 0 0 EASTMAN KODAK CO COM 277461109 1776 50675 SH DEFINED 50675 0 0 EATON CORP COM 278058102 208 2663 SH DEFINED 2663 0 0 EBAY INC COM 278642103 1142 16837 SH DEFINED 16837 0 0 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605431 0 0 F M C CORP COM NEW 302491303 71 2600 SH DEFINED 2600 0 0 FAMILY DLR STORES INC COM 307000109 338 10833 SH DEFINED 10833 0 0 FEDERAL HOME LN MTG CORP COM 313400301 1559 26407 SH DEFINED 26407 0 0 FEDERAL NATL MTG ASSN COM 313586109 2515 39099 SH DEFINED 39099 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 202 7200 SH DEFINED 7200 0 0 FEDERAL SIGNAL CORP COM 313855108 72 3700 SH DEFINED 3700 0 0 FEDERATED DEPT STORES INC DE COM 31410H101 285 9910 SH DEFINED 9910 0 0 FEDEX CORP COM 31428X106 660 12168 SH DEFINED 12168 0 0 FERRO CORP COM 315405100 269 11000 SH DEFINED 11000 0 0 FIFTH THIRD BANCORP COM 316773100 1323 22589 SH DEFINED 22589 0 0 FIRST AMERN CORP CALIF COM 318522307 135 6100 SH DEFINED 6100 0 0 FIRST DATA CORP COM 319963104 1226 34616 SH DEFINED 34616 0 0 FIRST TENN NATL CORP COM 337162101 170 4744 SH DEFINED 4744 0 0 FIRST VA BANKS INC COM 337477103 208 5600 SH DEFINED 5600 0 0 FIRSTENERGY CORP COM 337932107 371 11243 SH DEFINED 11243 0 0 FIRSTMERIT CORP COM 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91529Y106 297 16923 SH DEFINED 16923 0 0 US BANCORP DEL COM NEW 902973304 1598 75328 SH DEFINED 75328 0 0 UST INC COM 902911106 213 6381 SH DEFINED 6381 0 0 V F CORP COM 918204108 285 7904 SH DEFINED 7904 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 277 9400 SH DEFINED 9400 0 0 VALERO ENERGY CORP NEW COM 91913Y100 70 1900 SH DEFINED 1900 0 0 VARCO INTL INC DEL COM 922122106 258 14800 SH DEFINED 14800 0 0 VARIAN INC COM 922206107 0 2 SH DEFINED 2 0 0 VARIAN MED SYS INC COM 92220P105 69 1400 SH DEFINED 1400 0 0 VERISIGN INC COM 92343E102 87 10812 SH DEFINED 10812 0 0 VERITAS SOFTWARE CO COM 923436109 306 19607 SH DEFINED 19607 0 0 VERIZON COMMUNICATIONS COM 92343V104 25333 653759 SH DEFINED 653759 0 0 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 205483 3558150 SH DEFINED 3558150 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 44 2759 SH DEFINED 2759 0 0 VIACOM INC CL B 925524308 2712 66524 SH DEFINED 66524 0 0 VIMPELCOM B V NOTE 5.500% 7/2 927185AA6 2860 20000 SH DEFINED 20000 0 0 VISTEON CORP COM 92839U107 34 4914 SH DEFINED 4914 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 42 19320 SH DEFINED 19320 0 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 794 43810 SH DEFINED 43810 0 0 VULCAN MATLS CO COM 929160109 144 3835 SH DEFINED 3835 0 0 WACHOVIA CORP 2ND NEW COM 929903102 1950 53510 SH DEFINED 53510 0 0 WAL MART STORES INC COM 931142103 17910 354589 SH DEFINED 354589 0 0 WALGREEN CO COM 931422109 1200 41115 SH DEFINED 41115 0 0 WASHINGTON MUT INC COM 939322103 1287 37273 SH DEFINED 37273 0 0 WASTE MGMT INC DEL COM 94106L109 573 24995 SH DEFINED 24995 0 0 WATERS CORP COM 941848103 106 4878 SH DEFINED 4878 0 0 WATSON PHARMACEUTICALS INC COM 942683103 312 11037 SH DEFINED 11037 0 0 WEATHERFORD INTERNATIONAL LT COM G95089101 64 1600 SH DEFINED 1600 0 0 WEATHERFORD INTL INC DBCV 6/3 947074AB6 29166 458400 SH DEFINED 458400 0 0 WEBSTER FINL CORP CONN COM 947890109 202 5800 SH DEFINED 5800 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 606 8519 SH DEFINED 8519 0 0 WELLS 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MEDIMMUNE INC COM 584699102 5 188 SH DEFINED 03 188 0 0 MEDQUIST INC COM 584949101 4 200 SH DEFINED 03 0 0 200 MEDTRONIC INC COM 585055106 16593 363878 SH DEFINED 03 363878 0 0 MELLON FINL CORP COM 58551A108 52 2000 SH DEFINED 03 0 0 2000 MENTOR GRAPHICS CORP COM 587200106 6 772 SH DEFINED 03 772 0 0 MERCANTILE BANKSHARES CORP COM 587405101 74 1920 SH DEFINED 03 0 0 1920 MERCATOR SOFTWARE INC COM 587587106 10 10000 SH DEFINED 03 0 0 10000 MERCK & CO INC COM 589331107 13311 235137 SH DEFINED 03 235137 0 0 MERCURY COMPUTER SYS COM 589378108 3 93 SH DEFINED 03 0 0 93 MERCURY GENL CORP NEW COM 589400100 71 1896 SH DEFINED 03 0 0 1896 MERCURY INTERACTIVE CORP COM 589405109 373 12564 SH DEFINED 03 12564 0 0 MEREDITH CORP COM 589433101 3668 89213 SH DEFINED 03 0 0 89213 MERIDIAN GOLD INC COM 589975101 4 200 SH DEFINED 03 0 0 200 MERIT MED SYS INC COM 589889104 2 100 SH DEFINED 03 0 0 100 MERRILL LYNCH & CO INC COM 590188108 10521 277233 SH DEFINED 03 0 0 277233 METLIFE INC COM 59156R108 394 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