-----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, EW/n4EOXCvSMElGFbg18Y9vjOEhvvxfe+Nrei1OMN08kESkKQNJuAwF4Th0BKdzp 41Jp6QbL3QJeBG0dIlMDyw== 0000036121-03-000012.txt : 20030515 0000036121-03-000012.hdr.sgml : 20030515 20030515122739 ACCESSION NUMBER: 0000036121-03-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 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 SEC ACT: 1934 Act SEC FILE NUMBER: 028-02205 FILM NUMBER: 03702504 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 1 csfb13fmar03.txt CREDIT SUISSE FIRST BOSTON 13F FILING FOR MARCH 2003 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2003 Check here if Amendment ( ); Amendment Number: _____ This Amendment (Check only one.): ( ) is a restatement ( ) adds new holdings entries Institutional Investment Manager Filing this Report: Name: 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: 5034 Form 13F Information Table Value Total: $ 17,069,181 (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 D C TELECOMMUNICATIONS COM 000886101 716 349058 SH DEFINED 03 349058 0 0 AAIPHARMA INC COM 00252W104 92 10534 SH DEFINED 03 10534 0 0 AAR CORP COM 000361105 66 17488 SH DEFINED 03 17488 0 0 ABBOTT LABS COM 002824100 24672 656005 SH DEFINED 03 656005 0 0 ABERCROMBIE & FITCH CO CL A 002896207 2893 96334 SH DEFINED 03 96334 0 0 ABGENIX INC COM 00339B107 551 62926 SH DEFINED 03 62926 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 88 12700 SH DEFINED 03 12700 0 0 ABM INDS INC COM 000957100 520 39573 SH DEFINED 03 39573 0 0 ABN AMRO HLDG NV SPONSORED ADR 000937102 318 21700 SH DEFINED 03 21700 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 12 10128 SH DEFINED 03 10128 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 513 33100 SH DEFINED 03 33100 0 0 ACCLAIM ENTMT INC COM PAR $0.02 004325205 14 36851 SH DEFINED 03 36851 0 0 ACCREDO HEALTH INC COM 00437V104 511 21021 SH DEFINED 03 21021 0 0 ACE LTD ORD G0070K103 2983 103057 SH DEFINED 03 103057 0 0 ACTEL CORP COM 004934105 267 15502 SH DEFINED 03 15502 0 0 ACTION PERFORMANCE COS INC COM 004933107 221 10435 SH DEFINED 03 10435 0 0 ACTIVE POWER INC COM 00504W100 19 16783 SH DEFINED 03 16783 0 0 ACTIVISION INC NEW COM NEW 004930202 1035 71675 SH DEFINED 03 71675 0 0 ACTUATE CORP COM 00508B102 32 23293 SH DEFINED 03 23293 0 0 ACTV INC COM 00088E104 26 50319 SH DEFINED 03 50319 0 0 ACUITY BRANDS INC COM 00508Y102 333 24752 SH DEFINED 03 24752 0 0 ACXIOM CORP COM 005125109 807 48092 SH DEFINED 03 48092 0 0 ADAPTEC INC COM 00651F108 767 126965 SH DEFINED 03 126965 0 0 ADMINISTAFF INC COM 007094105 107 17163 SH DEFINED 03 17163 0 0 ADOBE SYS INC COM 00724F101 5477 177536 SH DEFINED 03 177536 0 0 ADOLOR CORP COM 00724X102 21089 2128052 SH DEFINED 03 2128052 0 0 ADTRAN INC COM 00738A106 971 27111 SH DEFINED 03 27111 0 0 ADVANCED AUTO PARTS INC COM 00751Y106 113 2451 SH DEFINED 03 2451 0 0 ADVANCED DIGITAL INFORMATION COM 007525108 616 90211 SH DEFINED 03 90211 0 0 ADVANCED ENERGY INDS COM 007973100 853 99283 SH DEFINED 03 99283 0 0 ADVANCED FIBRE COMMUNICATION COM 00754A105 2836 187434 SH DEFINED 03 187434 0 0 ADVANCED MARKETING SVCS INC COM 00753T105 118 10527 SH DEFINED 03 10527 0 0 ADVANCED MICRO DEVICES INC COM 007903107 3188 515828 SH DEFINED 03 515828 0 0 ADVANCED NEUROMODULATION SYS COM 00757T101 212 4951 SH DEFINED 03 4951 0 0 ADVANCEPCS COM 00790K109 3195 112721 SH DEFINED 03 112721 0 0 ADVANTA CORP CL B 007942204 89 11746 SH DEFINED 03 11746 0 0 ADVENT SOFTWARE INC COM 007974108 321 26407 SH DEFINED 03 26407 0 0 ADVO INC COM 007585102 486 14718 SH DEFINED 03 14718 0 0 AEGON N V ORD AMER REG 007924103 149 19700 SH DEFINED 03 19700 0 0 AEROFLEX INC COM 007768104 419 74017 SH DEFINED 03 74017 0 0 AES CORP COM 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TR COM SH BEN INT 44106M102 1220 39934 SH DEFINED 03 39934 0 0 HOST MARRIOTT CORP NEW COM 44107P104 728 105246 SH DEFINED 03 105246 0 0 HOT TOPIC INC COM 441339108 821 35265 SH DEFINED 03 35265 0 0 HOTELS COM COM 44147T108 611 10612 SH DEFINED 03 10612 0 0 HOUSEHOLD INTL INC COM 441815107 280540 9897273 SH DEFINED 03 9897273 0 0 HOUSTON EXPL CO COM 442120101 1278 47318 SH DEFINED 03 47318 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 567 16402 SH DEFINED 03 16402 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 566 66558 SH DEFINED 03 66558 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 20126 393700 SH DEFINED 03 393700 0 0 HUBBELL INC CL B 443510201 1151 36760 SH DEFINED 03 36760 0 0 HUDSON UNITED BANCORP COM 444165104 615 19960 SH DEFINED 03 19960 0 0 HUGHES SUPPLY INC COM 444482103 799 34317 SH DEFINED 03 34317 0 0 HUGOTON RTY TR TEX UNIT BEN INT 444717102 469 33600 SH DEFINED 03 0 0 0 HUMAN GENOME SCIENCES INC COM 444903108 1599 186559 SH DEFINED 03 186559 0 0 HUMANA INC COM 444859102 1135 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COM 526057104 2878 53735 SH DEFINED 03 53735 0 0 LENNOX INTL INC COM 526107107 364 25294 SH DEFINED 03 25294 0 0 LEUCADIA NATL CORP COM 527288104 1109 31026 SH DEFINED 03 31026 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 361 70021 SH DEFINED 03 70021 0 0 LEXAR MEDIA INC COM 52886P104 63 19246 SH DEFINED 03 19246 0 0 LEXICON GENETICS INC COM 528872104 79 19965 SH DEFINED 03 19965 0 0 LEXINGTON CORP PPTYS TR COM 529043101 229 13421 SH DEFINED 03 13421 0 0 LEXMARK INTL NEW CL A 529771107 3835 57277 SH DEFINED 03 57277 0 0 LIBBEY INC COM 529898108 382 15521 SH DEFINED 03 15521 0 0 LIBERTY CORP S C COM 530370105 606 13892 SH DEFINED 03 13892 0 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 1305 134090 SH DEFINED 03 134090 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2217 70843 SH DEFINED 03 70843 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 1643 65423 SH DEFINED 03 65423 0 0 LIGAND PHARMACEUTICALS INC CL B 53220K207 295 45445 SH DEFINED 03 45445 0 0 LIGHTBRIDGE INC COM 532226107 106 16657 SH 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INC COM 542312103 357 16924 SH DEFINED 03 16924 0 0 LONGS DRUG STORES CORP COM 543162101 578 38538 SH DEFINED 03 38538 0 0 LONGVIEW FIBRE CO COM 543213102 296 44565 SH DEFINED 03 44565 0 0 LOOKSMART LTD COM 543442107 100 36091 SH DEFINED 03 36091 0 0 LORAL SPACE & COMMUNICATIONS COM G56462107 1 3000 SH DEFINED 03 3000 0 0 LOUISIANA PAC CORP COM 546347105 873 110092 SH DEFINED 03 110092 0 0 LOWES COS INC NOTE 0.861%10/1 548661CG0 10728 11175000 SH DEFINED 03 0 0 11175000 LOWES COS INC COM 548661107 15689 384346 SH DEFINED 03 384346 0 0 LSI LOGIC CORP COM 502161102 1202 265998 SH DEFINED 03 265998 0 0 LTX CORP COM 502392103 324 64735 SH DEFINED 03 64735 0 0 LUBRIZOL CORP COM 549271104 868 28915 SH DEFINED 03 28915 0 0 LUBYS INC COM 549282101 15 11673 SH DEFINED 03 11673 0 0 LUCENT TECHNOLOGIES INC COM 549463107 2306 1568817 SH DEFINED 03 1568817 0 0 LUMINEX CORP DEL COM 55027E102 56 12114 SH DEFINED 03 12114 0 0 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 405 37600 SH DEFINED 03 37600 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DEFINED 16982 0 0 AETNA INC NEW COM 00817Y108 232 4702 SH DEFINED 4702 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 89 2012 SH DEFINED 2012 0 0 AFFYMETRIX INC COM 00826T108 10 379 SH DEFINED 379 0 0 AFLAC INC COM 001055102 581 18120 SH DEFINED 18120 0 0 AGERE SYS INC CL A 00845V100 25 15370 SH DEFINED 15370 0 0 AGERE SYS INC CL B 00845V209 770 513493 SH DEFINED 513493 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 248 18828 SH DEFINED 18828 0 0 AGL RES INC COM 001204106 135 5700 SH DEFINED 5700 0 0 AGNICO EAGLE MINES LTD COM 008474108 33014 2518243 SH DEFINED 2518243 0 0 AIR PRODS & CHEMS INC COM 009158106 294 7096 SH DEFINED 7096 0 0 AIRGAS INC COM 009363102 584 31550 SH DEFINED 31550 0 0 ALBEMARLE CORP COM 012653101 131 5400 SH DEFINED 5400 0 0 ALBERTO CULVER CO CL B CONV 013068101 321 6514 SH DEFINED 6514 0 0 ALBERTSONS INC COM 013104104 359 19067 SH DEFINED 19067 0 0 ALCAN INC COM 013716105 38 1374 SH DEFINED 1374 0 0 ALCATEL SPONSORED ADR 013904305 510 74000 SH DEFINED 74000 0 0 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2262 SH DEFINED 2262 0 0 AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF9 10593 134300 SH DEFINED 134300 0 0 AMERISOURCEBERGEN CORP COM 03073E105 306 5838 SH DEFINED 5838 0 0 AMERITRADE HLDG CORP NEW COM 03074K100 82 16600 SH DEFINED 16600 0 0 AMGEN INC NOTE 3/0 031162AE0 73231 961980 SH DEFINED 961980 0 0 AMGEN INC COM 031162100 6172 107239 SH DEFINED 107239 0 0 AMSOUTH BANCORPORATION COM 032165102 221 11099 SH DEFINED 11099 0 0 ANADARKO PETE CORP DBCV 3/0 032511AP2 5948 101250 SH DEFINED 101250 0 0 ANADARKO PETE CORP COM 032511107 549 12064 SH DEFINED 12064 0 0 ANALOG DEVICES INC NOTE 4.750%10/0 032654AD7 13635 135000 SH DEFINED 135000 0 0 ANALOG DEVICES INC COM 032654105 393 14284 SH DEFINED 14284 0 0 ANDREW CORP COM 034425108 81 14663 SH DEFINED 14663 0 0 ANHEUSER BUSCH COS INC COM 035229103 3480 74663 SH DEFINED 74663 0 0 ANIXTER INTL INC COM 035290105 131 5800 SH DEFINED 5800 0 0 ANNTAYLOR STORES CORP SDCV 0.550% 6/1 036115AC7 25200 400000 SH DEFINED 400000 0 0 ANNTAYLOR STORES CORP COM 036115103 0 1 SH DEFINED 1 0 0 ANTHEM INC COM 03674B104 293 4417 SH DEFINED 4417 0 0 AOL TIME WARNER INC COM 00184A105 6404 589660 SH DEFINED 589660 0 0 AON CORP COM 037389103 200 9674 SH DEFINED 9674 0 0 APACHE CORP COM 037411105 308 4986 SH DEFINED 4986 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 183 5022 SH DEFINED 5022 0 0 APOLLO GROUP INC CL A 037604105 417 8348 SH DEFINED 8348 0 0 APPLE COMPUTER INC COM 037833100 613 43324 SH DEFINED 43324 0 0 APPLERA CORP COM AP BIO GRP 038020103 350 22134 SH DEFINED 22134 0 0 APPLERA CORP COM CE GEN GRP 038020202 8 985 SH DEFINED 985 0 0 APPLIED MATLS INC COM 038222105 718 57056 SH DEFINED 57056 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 31 9434 SH DEFINED 9434 0 0 APRIA HEALTHCARE GROUP INC COM 037933108 63 2700 SH DEFINED 2700 0 0 ARBITRON INC COM 03875Q108 285 9000 SH DEFINED 9000 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 218 20197 SH DEFINED 20197 0 0 ARCHSTONE SMITH TR COM 039583109 66 3000 SH DEFINED 3000 0 0 ARIBA INC COM 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053499109 28 13886 SH DEFINED 13886 0 0 AVENTIS SPONSORED ADR 053561106 578 13100 SH DEFINED 13100 0 0 AVERY DENNISON CORP COM 053611109 201 3429 SH DEFINED 3429 0 0 AVON PRODS INC NOTE 7/1 054303AP7 16655 307000 SH DEFINED 307000 0 0 AVON PRODS INC COM 054303102 453 7934 SH DEFINED 7934 0 0 AXA SPONSORED ADR 054536107 554 46952 SH DEFINED 46952 0 0 BAKER HUGHES INC COM 057224107 365 12183 SH DEFINED 12183 0 0 BALL CORP COM 058498106 333 5974 SH DEFINED 5974 0 0 BANK HAWAII CORP COM 062540109 55 1800 SH DEFINED 1800 0 0 BANK NEW YORK INC COM 064057102 503 24530 SH DEFINED 24530 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 15 437 SH DEFINED 437 0 0 BANK OF AMERICA CORPORATION COM 060505104 28410 425046 SH DEFINED 425046 0 0 BANK ONE CORP COM 06423A103 1392 40216 SH DEFINED 40216 0 0 BARD C R INC COM 067383109 102 1614 SH DEFINED 1614 0 0 BARNES & NOBLE INC NOTE 5.250% 3/1 067774AD1 1963 20000 SH DEFINED 20000 0 0 BARRICK GOLD CORP COM 067901108 25181 1618320 SH DEFINED 1618320 0 0 BAUSCH & LOMB INC COM 071707103 230 6985 SH DEFINED 6985 0 0 BAXTER INTL INC DBCV 1.250% 6/0 071813AR0 74531 750000 SH DEFINED 750000 0 0 BAXTER INTL INC COM 071813109 482 25878 SH DEFINED 25878 0 0 BAYER A G SPONSORED ADR 072730302 59 4300 SH DEFINED 4300 0 0 BB&T CORP COM 054937107 506 16089 SH DEFINED 16089 0 0 BCE INC COM 05534B109 28 1511 SH DEFINED 1511 0 0 BEA SYS INC COM 073325102 21 2099 SH DEFINED 2099 0 0 BEAR STEARNS COS INC COM 073902108 203 3095 SH DEFINED 3095 0 0 BECTON DICKINSON & CO COM 075887109 280 8139 SH DEFINED 8139 0 0 BED BATH & BEYOND INC COM 075896100 2293 66373 SH DEFINED 66373 0 0 BELLSOUTH CORP COM 079860102 3748 172942 SH DEFINED 172942 0 0 BEMIS INC COM 081437105 305 7253 SH DEFINED 7253 0 0 BEST BUY INC DBCV 0.684% 6/2 086516AD3 11815 170000 SH DEFINED 170000 0 0 BEST BUY INC COM 086516101 2142 79417 SH DEFINED 79417 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 0 1 SH DEFINED 1 0 0 BIG LOTS INC COM 089302103 41 3626 SH DEFINED 3626 0 0 BIOGEN INC COM 090597105 261 8705 SH DEFINED 8705 0 0 BIOMET INC COM 090613100 248 8077 SH DEFINED 8077 0 0 BIOVAIL CORP COM 09067J109 6 150 SH DEFINED 150 0 0 BJ SVCS CO COM 055482103 168 4895 SH DEFINED 4895 0 0 BLACK & DECKER CORP COM 091797100 85 2451 SH DEFINED 2451 0 0 BLACK BOX CORP DEL COM 091826107 219 7400 SH DEFINED 7400 0 0 BLOCK H & R INC COM 093671105 238 5572 SH DEFINED 5572 0 0 BMC SOFTWARE INC COM 055921100 342 22651 SH DEFINED 22651 0 0 BOEING CO COM 097023105 1258 50217 SH DEFINED 50217 0 0 BOISE CASCADE CORP COM 097383103 40 1820 SH DEFINED 1820 0 0 BORLAND SOFTWARE CORP COM 099849101 67 7300 SH DEFINED 7300 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1501 36837 SH DEFINED 36837 0 0 BOYD GAMING CORP COM 103304101 312 24500 SH DEFINED 24500 0 0 BP PLC SPONSORED ADR 055622104 386 10000 SH DEFINED 10000 0 0 BRE PROPERTIES INC CL A 05564E106 318 10800 SH DEFINED 10800 0 0 BRIGGS & STRATTON CORP COM 109043109 763 19656 SH DEFINED 19656 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1943 91945 SH DEFINED 91945 0 0 BROADCOM CORP CL A 111320107 124 10052 SH DEFINED 10052 0 0 BROWN & BROWN INC COM 115236101 0 2 SH DEFINED 2 0 0 BROWN FORMAN CORP CL B 115637209 145 1882 SH DEFINED 1882 0 0 BROWN TOM INC COM NEW 115660201 194 8000 SH DEFINED 8000 0 0 BRUNSWICK CORP COM 117043109 53 2815 SH DEFINED 2815 0 0 BUNGE LIMITED COM G16962105 196 7800 SH DEFINED 7800 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 291 11693 SH DEFINED 11693 0 0 BURLINGTON RES INC COM 122014103 300 6287 SH DEFINED 6287 0 0 CACI INTL INC CL A 127190304 314 9400 SH DEFINED 9400 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 28 2790 SH DEFINED 2790 0 0 CALPINE CORP NOTE 4.000%12/2 131347BA3 4585 70000 SH DEFINED 70000 0 0 CALPINE CORP COM 131347106 6152 1864104 SH DEFINED 1864104 0 0 CAMPBELL SOUP CO COM 134429109 269 12799 SH DEFINED 12799 0 0 CANON INC ADR 138006309 18 500 SH DEFINED 500 0 0 CAPITAL ONE FINL CORP COM 14040H105 244 8129 SH DEFINED 8129 0 0 CAPSTAR HOTEL CO NOTE 4.750%10/1 140918AC7 2869 33700 SH DEFINED 33700 0 0 CAPSTONE TURBINE CORP COM 14067D102 0 1 SH DEFINED 1 0 0 CARDINAL HEALTH INC COM 14149Y108 866 15203 SH DEFINED 15203 0 0 CAREMARK RX INC COM 141705103 64 3501 SH DEFINED 3501 0 0 CARLISLE COS INC COM 142339100 182 4501 SH DEFINED 4501 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 35756 343810 SH DEFINED 343810 0 0 CARNIVAL CORP COM 143658102 1451 60179 SH DEFINED 60179 0 0 CATERPILLAR INC DEL COM 149123101 529 10749 SH DEFINED 10749 0 0 CBRL GROUP INC NOTE 4/0 12489VAB2 11443 255000 SH DEFINED 255000 0 0 CBRL GROUP INC COM 12489V106 0 2 SH DEFINED 2 0 0 CDW COMPUTER CTRS INC COM 125129106 184 4500 SH DEFINED 4500 0 0 CEC ENTMT INC COM 125137109 122 4500 SH DEFINED 4500 0 0 CELGENE CORP COM 151020104 0 2 SH DEFINED 2 0 0 CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AD9 12340 114660 SH DEFINED 114660 0 0 CEMEX S A SPON ADR 5 ORD 151290889 67423 3866000 SH DEFINED 3866000 0 0 CENDANT CORP DBCV 3.875%11/2 151313AN3 65871 645000 SH DEFINED 645000 0 0 CENDANT CORP COM 151313103 10709 843222 SH DEFINED 843222 0 0 CENTERPOINT ENERGY INC COM 15189T107 314 44549 SH DEFINED 44549 0 0 CENTEX CORP COM 152312104 4338 79794 SH DEFINED 79794 0 0 CENTURYTEL INC COM 156700106 313 11353 SH DEFINED 11353 0 0 CEPHALON INC COM 156708109 2332 58382 SH DEFINED 58382 0 0 CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 2381 30000 SH DEFINED 30000 0 0 CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB3 8610 410000 SH DEFINED 410000 0 0 CHARTER ONE FINL INC COM 160903100 195 7057 SH DEFINED 7057 0 0 CHECKFREE CORP NEW COM 162813109 828 36835 SH DEFINED 36835 0 0 CHEESECAKE FACTORY INC COM 163072101 77 2400 SH DEFINED 2400 0 0 CHEVRONTEXACO CORP COM 166764100 8487 131283 SH DEFINED 131283 0 0 CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA7 7406 75000 SH DEFINED 75000 0 0 CHIRON CORP NOTE 6/1 170040AE9 2900 50000 SH DEFINED 50000 0 0 CHIRON CORP COM 170040109 228 6071 SH DEFINED 6071 0 0 CHITTENDEN CORP COM 170228100 227 8700 SH DEFINED 8700 0 0 CHOICEPOINT INC COM 170388102 458 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DEFINED 7275 0 0 CMS ENERGY CORP COM 125896100 117 26600 SH DEFINED 26600 0 0 CNA FINL CORP COM 126117100 65 2900 SH DEFINED 2900 0 0 COCA COLA CO COM 191216100 12466 307947 SH DEFINED 307947 0 0 COCA COLA ENTERPRISES INC COM 191219104 503 26934 SH DEFINED 26934 0 0 COLGATE PALMOLIVE CO COM 194162103 987 18135 SH DEFINED 18135 0 0 COLONIAL BANCGROUP INC COM 195493309 62 5500 SH DEFINED 5500 0 0 COMCAST CORP NEW CL A 20030N101 2762 96620 SH DEFINED 96620 0 0 COMERICA INC COM 200340107 207 5456 SH DEFINED 5456 0 0 COMMERCE BANCSHARES INC COM 200525103 249 6800 SH DEFINED 6800 0 0 COMMONWEALTH TEL ENTERPRISES COM 203349105 113 2900 SH DEFINED 2900 0 0 COMPUTER ASSOC INTL INC COM 204912109 269 19729 SH DEFINED 19729 0 0 COMPUTER SCIENCES CORP COM 205363104 215 6610 SH DEFINED 6610 0 0 COMPUWARE CORP COM 205638109 40 11802 SH DEFINED 11802 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 106 9340 SH DEFINED 9340 0 0 CONAGRA FOODS INC COM 205887102 397 19771 SH DEFINED 19771 0 0 CONCORD EFS INC COM 206197105 928 98728 SH DEFINED 98728 0 0 CONCURRENT COMPUTER CORP NEW COM 206710204 0 2 SH DEFINED 2 0 0 CONEXANT SYSTEMS INC COM 207142100 24 16401 SH DEFINED 16401 0 0 CONOCOPHILLIPS COM 20825C104 1131 21110 SH DEFINED 21110 0 0 CONSOLIDATED EDISON INC COM 209115104 319 8300 SH DEFINED 8300 0 0 CONSTELLATION BRANDS INC CL A 21036P108 175 7700 SH DEFINED 7700 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 204 7344 SH DEFINED 7344 0 0 CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD6 2665 69000 SH DEFINED 69000 0 0 CONTINENTAL AIRLS INC CL B 210795308 1569 306500 SH DEFINED 306500 0 0 CONVERGYS CORP COM 212485106 71 5413 SH DEFINED 5413 0 0 COOPER CAMERON CORP DBCV 5/1 216640AA0 20968 265000 SH DEFINED 265000 0 0 COOPER INDS LTD CL A G24182100 104 2908 SH DEFINED 2908 0 0 COOPER TIRE & RUBR CO COM 216831107 28 2297 SH DEFINED 2297 0 0 COORS ADOLPH CO CL B 217016104 196 4033 SH DEFINED 4033 0 0 CORNING INC DBCV 11/0 219350AJ4 66867 986960 SH DEFINED 986960 0 0 CORNING INC COM 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CORP COM 232946103 137 10500 SH DEFINED 10500 0 0 DANA CORP COM 235811106 169 23940 SH DEFINED 23940 0 0 DANAHER CORP DEL COM 235851102 372 5660 SH DEFINED 5660 0 0 DARDEN RESTAURANTS INC COM 237194105 277 15537 SH DEFINED 15537 0 0 DAVITA INC COM 23918K108 170 8200 SH DEFINED 8200 0 0 DEERE & CO COM 244199105 293 7451 SH DEFINED 7451 0 0 DELL COMPUTER CORP COM 247025109 5056 185131 SH DEFINED 185131 0 0 DELPHI CORP COM 247126105 119 17438 SH DEFINED 17438 0 0 DELTA & PINE LD CO COM 247357106 68 3000 SH DEFINED 3000 0 0 DELTA AIR LINES INC DEL COM 247361108 34 3852 SH DEFINED 3852 0 0 DELUXE CORP COM 248019101 77 1928 SH DEFINED 1928 0 0 DENTSPLY INTL INC NEW COM 249030107 125 3600 SH DEFINED 3600 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 6775 614751 SH DEFINED 614751 0 0 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 15225 150000 SH DEFINED 150000 0 0 DEVON ENERGY CORP NEW DBCV 6/2 25179MAD5 21694 406450 SH DEFINED 406450 0 0 DEVON ENERGY CORP NEW COM 25179M103 236 4893 SH 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KEYSPAN CORP COM 49337W100 283 8768 SH DEFINED 8768 0 0 KIMBERLY CLARK CORP COM 494368103 1031 22675 SH DEFINED 22675 0 0 KINDER MORGAN INC KANS COM 49455P101 293 6501 SH DEFINED 6501 0 0 KING PHARMACEUTICALS INC COM 495582108 91 7595 SH DEFINED 7595 0 0 KLA-TENCOR CORP COM 482480100 834 23212 SH DEFINED 23212 0 0 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 326 52560 SH DEFINED 52560 0 0 KNIGHT RIDDER INC COM 499040103 324 5545 SH DEFINED 5545 0 0 KOHLS CORP NOTE 6/1 500255AJ3 10120 160000 SH DEFINED 160000 0 0 KOHLS CORP COM 500255104 2347 41476 SH DEFINED 41476 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 37 2387 SH DEFINED 2387 0 0 KROGER CO COM 501044101 20061 1525567 SH DEFINED 1525567 0 0 KRONOS INC COM 501052104 438 12485 SH DEFINED 12485 0 0 KULICKE & SOFFA INDS INC NOTE 4.750%12/1 501242AE1 10757 163290 SH DEFINED 163290 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 4 100 SH DEFINED 100 0 0 LA Z BOY INC COM 505336107 107 6200 SH DEFINED 6200 0 0 LAFARGE NORTH 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SH DEFINED 03 0 0 2992 ISHARES TR RUSL 2000 GROW 464287648 479 12521 SH DEFINED 03 0 0 12521 ISHARES TR RUSSELL 2000 464287655 249 3455 SH DEFINED 03 0 0 3455 ISHARES TR DJ US UTILS 464287697 149 3265 SH DEFINED 03 0 0 3265 ISHARES TR S&P MIDCP VALU 464287705 239 3175 SH DEFINED 03 0 0 3175 ISHARES TR DJ US FINL SVC 464287770 75 1000 SH DEFINED 03 0 0 1000 ISHARES TR DJ US FINL SEC 464287788 2 38 SH DEFINED 03 0 0 38 ISHARES TR S&P SMLCAP 600 464287804 119 1300 SH DEFINED 03 0 0 1300 ISHARES TR DJ US BAS MATL 464287838 28 875 SH DEFINED 03 0 0 875 ISHARES TR S&P SMLCP VALU 464287879 389 5825 SH DEFINED 03 0 0 5825 ISHARES TR S&P SMLCP GROW 464287887 240 3850 SH DEFINED 03 0 0 3850 ISTAR FINL INC COM 45031U101 10 335 SH DEFINED 03 0 0 335 ITO YOKADO LTD ADR NEW 465714301 218 8143 SH DEFINED 03 0 0 8143 ITT EDUCATIONAL SERVICES INC COM 45068B109 65 2326 SH DEFINED 03 2326 0 0 ITT INDS INC IND COM 450911102 68 1267 SH DEFINED 03 1267 0 0 IVAX CORP NOTE 4.500% 5/1 465823AG7 13 150 SH 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