-----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, G43KF+lOntqv/23yaNDuSCWjjhKb9KRXqErjUx+WkcVIctlpYJ4cMkjeUQYrMVqX dCA3ANUsrfjLWn+H11uaqw== 0000036121-03-000045.txt : 20030812 0000036121-03-000045.hdr.sgml : 20030812 20030812151740 ACCESSION NUMBER: 0000036121-03-000045 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030812 EFFECTIVENESS DATE: 20030812 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: 03837422 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 csfb13fjun03.txt CREDIT SUISSE FIRST BOSTON 13F AMENDMENT FILING FOR JUNE 2003 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 August 12, 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: 5175 Form 13F Information Table Value Total: $ 25,878,206 (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 317 15858 SH DEFINED 03 15858 0 0 A D C TELECOMMUNICATIONS COM 000886101 1297 556732 SH DEFINED 03 556732 0 0 A S V INC COM 001963107 202 13900 SH DEFINED 03 13900 0 0 AAR CORP COM 000361105 325 46101 SH DEFINED 03 46101 0 0 AARON RENTS INC COM 002535201 538 20838 SH DEFINED 03 20838 0 0 ABBOTT LABS COM 002824100 46436 1061160 SH DEFINED 03 1061160 0 0 ABERCROMBIE & FITCH CO CL A 002896207 2314 81461 SH DEFINED 03 81461 0 0 ABGENIX INC COM 00339B107 924 88043 SH DEFINED 03 88043 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 610 95200 SH DEFINED 03 95200 0 0 ABLE LABORATORIES INC COM NEW 00371N407 1378 69319 SH DEFINED 03 69319 0 0 ABM INDS INC COM 000957100 612 39770 SH DEFINED 03 39770 0 0 ABN AMRO HLDG NV SPONSORED ADR 000937102 332 17400 SH DEFINED 03 17400 0 0 ACCLAIM ENTMT INC COM PAR $0.02 004325205 167 232042 SH DEFINED 03 232042 0 0 ACCREDITED HOME LENDRS HLDG COM 00437P107 1016 51796 SH DEFINED 03 51796 0 0 ACCREDO HEALTH INC COM 00437V104 3356 153959 SH DEFINED 03 153959 0 0 ACE LTD ORD G0070K103 6117 178393 SH DEFINED 03 178393 0 0 ACLARA BIOSCIENCES INC COM 00461P106 226 54001 SH DEFINED 03 54001 0 0 ACTEL CORP COM 004934105 594 28955 SH DEFINED 03 28955 0 0 ACTION PERFORMANCE COS INC NOTE 4.750% 4/0 004933AB3 4881 5000000 SH DEFINED 03 0 0 5000000 ACTION PERFORMANCE COS INC COM 004933107 784 41237 SH DEFINED 03 41237 0 0 ACTIVCARD CORP COM 00506J107 698 74832 SH DEFINED 03 74832 0 0 ACTIVISION INC NEW COM NEW 004930202 3273 254869 SH DEFINED 03 254869 0 0 ACTUANT CORP CL A NEW 00508X203 480 10152 SH DEFINED 03 10152 0 0 ACUITY BRANDS INC COM 00508Y102 507 27892 SH DEFINED 03 27892 0 0 ACXIOM CORP COM 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SH DEFINED 03 42485 0 0 FULLER H B CO COM 359694106 572 25956 SH DEFINED 03 25956 0 0 FULTON FINL CORP PA COM 360271100 201 10142 SH DEFINED 03 10142 0 0 FURNITURE BRANDS INTL INC COM 360921100 1866 71513 SH DEFINED 03 71513 0 0 F5 NETWORKS INC COM 315616102 8626 511341 SH DEFINED 03 511341 0 0 G & K SVCS INC CL A 361268105 499 16859 SH DEFINED 03 16859 0 0 GA FINL INC COM 361437106 332 13200 SH DEFINED 03 13200 0 0 GABELLI ASSET MGMT INC CL A 36239Y102 210 5813 SH DEFINED 03 5813 0 0 GABLES RESIDENTIAL TR SH BEN INT 362418105 853 28215 SH DEFINED 03 28215 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1381 50775 SH DEFINED 03 50775 0 0 GALLAHER GROUP PLC SPONSORED ADR 363595109 333 8400 SH DEFINED 03 8400 0 0 GAMESTOP CORP CL A 36466R101 186 14434 SH DEFINED 03 14434 0 0 GANNETT INC COM 364730101 15515 201990 SH DEFINED 03 201990 0 0 GAP INC DEL NOTE 5.750% 3/1 364760AJ7 14926 11012000 SH DEFINED 03 0 0 11012000 GAP INC DEL COM 364760108 13704 730466 SH DEFINED 03 730466 0 0 GARDNER DENVER INC COM 365558105 287 14012 SH DEFINED 03 14012 0 0 GARMIN LTD ORD G37260109 1239 31041 SH DEFINED 03 31041 0 0 GART SPORTS CO COM 366630101 297 10477 SH DEFINED 03 10477 0 0 GARTNER INC COM 366651107 381 50248 SH DEFINED 03 50248 0 0 GARTNER INC CL B 366651206 307 40983 SH DEFINED 03 40983 0 0 GATEWAY INC COM 367626108 2665 730061 SH DEFINED 03 730061 0 0 GATX CORP COM 361448103 1390 84997 SH DEFINED 03 84997 0 0 GAYLORD ENTMT CO NEW COM 367905106 255 13037 SH DEFINED 03 13037 0 0 GBC BANCORP CALIF COM 361475106 262 6834 SH DEFINED 03 6834 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 144 28737 SH DEFINED 03 28737 0 0 GEN-PROBE INC NEW COM 36866T103 1919 47000 SH DEFINED 03 47000 0 0 GENCORP INC COM 368682100 166 18714 SH DEFINED 03 18714 0 0 GENE LOGIC INC COM 368689105 132 22278 SH DEFINED 03 22278 0 0 GENENTECH INC COM NEW 368710406 8208 113814 SH DEFINED 03 113814 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 114 21135 SH DEFINED 03 21135 0 0 GENERAL COMMUNICATION INC CL A 369385109 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SH DEFINED 03 13200 0 0 HUNT J B TRANS SVCS INC COM 445658107 790 20777 SH DEFINED 03 20777 0 0 HUNTINGTON BANCSHARES INC COM 446150104 3901 199834 SH DEFINED 03 199834 0 0 HUTCHINSON TECHNOLOGY INC COM 448407106 411 12454 SH DEFINED 03 12454 0 0 HYDRIL CO COM 448774109 447 16422 SH DEFINED 03 16422 0 0 HYPERCOM CORP COM 44913M105 60 14449 SH DEFINED 03 14449 0 0 HYPERION SOLUTIONS CORP COM 44914M104 2718 80544 SH DEFINED 03 80544 0 0 I-STAT CORP COM 450312103 294 33028 SH DEFINED 03 33028 0 0 ICN PHARMACEUTICALS INC NEW COM 448924100 820 48950 SH DEFINED 03 48950 0 0 ICOS CORP COM 449295104 2657 72058 SH DEFINED 03 72058 0 0 ICT GROUP INC COM 44929Y101 104 10161 SH DEFINED 03 10161 0 0 ICU MED INC COM 44930G107 490 15750 SH DEFINED 03 15750 0 0 IDACORP INC COM 451107106 2097 79896 SH DEFINED 03 79896 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 7213 212208 SH DEFINED 03 212208 0 0 IDENTIX INC COM 451906101 369 58080 SH DEFINED 03 58080 0 0 IDEX CORP COM 45167R104 712 19647 SH DEFINED 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45811K208 1297 41258 SH DEFINED 03 41258 0 0 INTEGRATED DEFENSE TECHNOLOG COM 45819B101 229 14775 SH DEFINED 03 14775 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 834 76281 SH DEFINED 03 76281 0 0 INTEGRATED ELECTRICAL SVC COM 45811E103 133 18335 SH DEFINED 03 18335 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 128 18406 SH DEFINED 03 18406 0 0 INTEL CORP COM 458140100 99730 4799321 SH DEFINED 03 4799321 0 0 INTELIDATA TECHNOLOGIES CORP COM 45814T107 287 94125 SH DEFINED 03 94125 0 0 INTER TEL INC COM 458372109 487 22775 SH DEFINED 03 22775 0 0 INTERACTIVE DATA CORP COM 45840J107 475 28097 SH DEFINED 03 28097 0 0 INTERCEPT INC COM 45845L107 442 52878 SH DEFINED 03 52878 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 3143 134387 SH DEFINED 03 134387 0 0 INTERFACE INC CL A 458665106 119 26049 SH DEFINED 03 26049 0 0 INTERGRAPH CORP COM 458683109 997 46353 SH DEFINED 03 46353 0 0 INTERLAND INC COM 458727104 71 73817 SH DEFINED 03 73817 0 0 INTERMAGNETICS GEN CORP COM 458771102 397 20066 SH DEFINED 03 20066 0 0 INTERMUNE INC COM 45884X103 3671 227756 SH DEFINED 03 227756 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 102815 1246242 SH DEFINED 03 1246242 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2110 66078 SH DEFINED 03 66078 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 8297 81084 SH DEFINED 03 81084 0 0 INTERNATIONAL MULTIFOODS COR COM 460043102 385 16821 SH DEFINED 03 16821 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 1157 43124 SH DEFINED 03 43124 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1128 28565 SH DEFINED 03 28565 0 0 INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 4284 138100 SH DEFINED 03 138100 0 0 INTERNET CAP GROUP INC COM 46059C106 0 46 SH DEFINED 03 46 0 0 INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 22580 582400 SH DEFINED 03 582400 0 0 INTERNET SEC SYS INC COM 46060X107 929 64474 SH DEFINED 03 64474 0 0 INTERPORE INTL COM 46062W107 132 10399 SH DEFINED 03 10399 0 0 INTERPUBLIC GROUP COS INC COM 460690100 7482 559205 SH DEFINED 03 559205 0 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0 ISHARES TR RUSSELL MIDCAP 464287499 6011 108100 SH DEFINED 03 108100 0 0 ISHARES TR S&P MIDCAP 400 464287507 2212 23039 SH DEFINED 03 23039 0 0 ISHARES TR GLMN SCHS SOFT 464287515 19893 639640 SH DEFINED 03 639640 0 0 ISHARES TR GLDM SCHS SEMI 464287523 3371 77306 SH DEFINED 03 77306 0 0 ISHARES TR GLDM SCHS NETW 464287531 5364 276800 SH DEFINED 03 276800 0 0 ISHARES TR GLDM SACHS TEC 464287549 2002 54850 SH DEFINED 03 54850 0 0 ISHARES TR NASDQ BIO INDX 464287556 3944 58880 SH DEFINED 03 58880 0 0 ISHARES TR DJ US CON CYCL 464287580 373 7650 SH DEFINED 03 7650 0 0 ISHARES TR RUSSELL1000VAL 464287598 21440 423957 SH DEFINED 03 423957 0 0 ISHARES TR S&P MIDCP GROW 464287606 34130 333789 SH DEFINED 03 333789 0 0 ISHARES TR RUSSELL1000GRW 464287614 4 100 SH DEFINED 03 100 0 0 ISHARES TR RUSSELL 1000 464287622 536241 10296478 SH DEFINED 03 10296478 0 0 ISHARES TR RUSL 2000 VALU 464287630 3651 28392 SH DEFINED 03 28392 0 0 ISHARES TR RUSL 2000 GROW 464287648 27564 583367 SH DEFINED 03 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COM 53634X100 170 33045 SH DEFINED 03 33045 0 0 LITHIA MTRS INC CL A 536797103 174 10737 SH DEFINED 03 10737 0 0 LITTELFUSE INC COM 537008104 263 11900 SH DEFINED 03 11900 0 0 LIZ CLAIBORNE INC COM 539320101 2738 77671 SH DEFINED 03 77671 0 0 LNR PPTY CORP COM 501940100 5147 137629 SH DEFINED 03 137629 0 0 LOCAL FINL CORP COM 539553107 151 10486 SH DEFINED 03 10486 0 0 LOCKHEED MARTIN CORP COM 539830109 17290 363456 SH DEFINED 03 363456 0 0 LOEWS CORP COM 540424108 7525 159128 SH DEFINED 03 159128 0 0 LOEWS CORP CAROLNA GP STK 540424207 645 23888 SH DEFINED 03 23888 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 463 21143 SH DEFINED 03 21143 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 1290 60898 SH DEFINED 03 60898 0 0 LONGS DRUG STORES CORP COM 543162101 695 41849 SH DEFINED 03 41849 0 0 LONGVIEW FIBRE CO COM 543213102 432 52722 SH DEFINED 03 52722 0 0 LOOKSMART LTD COM 543442107 164 58062 SH DEFINED 03 58062 0 0 LOUISIANA PAC CORP COM 546347105 1958 180640 SH DEFINED 03 180640 0 0 LOWES COS INC NOTE 0.861%10/1 548661CG0 23367 24228000 SH DEFINED 03 0 0 24228000 LOWES COS INC COM 548661107 31598 735694 SH DEFINED 03 735694 0 0 LSI INDS INC COM 50216C108 118 10590 SH DEFINED 03 10590 0 0 LSI LOGIC CORP COM 502161102 6147 868195 SH DEFINED 03 868195 0 0 LTC PPTYS INC COM 502175102 106 11049 SH DEFINED 03 11049 0 0 LTX CORP COM 502392103 1035 120219 SH DEFINED 03 120219 0 0 LUBRIZOL CORP COM 549271104 1137 36679 SH DEFINED 03 36679 0 0 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 26306 28750000 SH DEFINED 03 0 0 28750000 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 70266 74950000 SH DEFINED 03 0 0 74950000 LUCENT TECHNOLOGIES INC COM 549463107 6755 3327587 SH DEFINED 03 3327587 0 0 LUMINEX CORP DEL COM 55027E102 123 23791 SH DEFINED 03 23791 0 0 LYDALL INC DEL COM 550819106 96 8952 SH DEFINED 03 8952 0 0 LYONDELL CHEMICAL CO COM 552078107 1487 109876 SH DEFINED 03 109876 0 0 M & F WORLDWIDE CORP COM 552541104 275 38202 SH DEFINED 03 38202 0 0 M & T BK CORP 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22435 0 0 MARATHON OIL CORP COM 565849106 7010 266045 SH DEFINED 03 266045 0 0 MARCUS CORP COM 566330106 169 11308 SH DEFINED 03 11308 0 0 MARITRANS INC COM 570363101 347 23701 SH DEFINED 03 23701 0 0 MARKEL CORP COM 570535104 287 1123 SH DEFINED 03 1123 0 0 MARKETWATCH COM INC COM 570619106 129 15500 SH DEFINED 03 15500 0 0 MARRIOTT INTL INC NEW CL A 571903202 7964 207275 SH DEFINED 03 207275 0 0 MARSH & MCLENNAN COS INC COM 571748102 22263 435928 SH DEFINED 03 435928 0 0 MARSHALL & ILSLEY CORP COM 571834100 5895 192786 SH DEFINED 03 192786 0 0 MARTEK BIOSCIENCES CORP COM 572901106 632 14740 SH DEFINED 03 14740 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 642 68380 SH DEFINED 03 68380 0 0 MARTIN MARIETTA MATLS INC COM 573284106 1207 35912 SH DEFINED 03 35912 0 0 MASCO CORP COM 574599106 10267 430472 SH DEFINED 03 430472 0 0 MASSEY ENERGY CORP COM 576206106 1025 77918 SH DEFINED 03 77918 0 0 MASTEC INC COM 576323109 283 49179 SH DEFINED 03 49179 0 0 MATRIA HEALTHCARE INC COM NEW 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SONOCO PRODS CO COM 835495102 1672 69598 SH DEFINED 03 69598 0 0 SONOSITE INC COM 83568G104 583 29384 SH DEFINED 03 29384 0 0 SONUS NETWORKS INC COM 835916107 610 121350 SH DEFINED 03 121350 0 0 SONY CORP ADR NEW 835699307 1176 42000 SH DEFINED 03 42000 0 0 SOTHEBYS HLDGS INC CL A 835898107 506 67960 SH DEFINED 03 67960 0 0 SOUND FED BANCORP INC COM 83607V104 234 17198 SH DEFINED 03 17198 0 0 SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q109 135 67044 SH DEFINED 03 67044 0 0 SOURCE INTERLINK COS INC COM NEW 836151209 173 22800 SH DEFINED 03 22800 0 0 SOURCECORP COM 836167106 346 16010 SH DEFINED 03 16010 0 0 SOUTH FINL GROUP INC COM 837841105 712 30532 SH DEFINED 03 30532 0 0 SOUTH JERSEY INDS INC COM 838518108 287 7793 SH DEFINED 03 7793 0 0 SOUTHERN CO COM 842587107 15713 504284 SH DEFINED 03 504284 0 0 SOUTHERN FINL BANCORP INC COM 842870107 223 7300 SH DEFINED 03 7300 0 0 SOUTHERN UN CO NEW COM 844030106 1494 88219 SH DEFINED 03 88219 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 196 11002 SH DEFINED 03 11002 0 0 SOUTHTRUST CORP COM 844730101 9147 336794 SH DEFINED 03 336794 0 0 SOUTHWEST AIRLS CO COM 844741108 11079 644136 SH DEFINED 03 644136 0 0 SOUTHWEST BANCORPORATION TEX COM 84476R109 808 24849 SH DEFINED 03 24849 0 0 SOUTHWEST GAS CORP COM 844895102 590 27854 SH DEFINED 03 27854 0 0 SOUTHWESTERN ENERGY CO COM 845467109 350 23308 SH DEFINED 03 23308 0 0 SOVEREIGN BANCORP INC COM 845905108 2361 150873 SH DEFINED 03 150873 0 0 SOVRAN SELF STORAGE INC COM 84610H108 285 9060 SH DEFINED 03 9060 0 0 SPANISH BROADCASTING SYS INC CL A 846425882 245 30217 SH DEFINED 03 30217 0 0 SPARTECH CORP COM NEW 847220209 799 37648 SH DEFINED 03 37648 0 0 SPDR TR UNIT SER 1 78462F103 3445803 35288232 SH DEFINED 03 0 0 0 SPDR TR UNIT SER 1 78462F103 1953 20000 SH DEFINED 03 0 0 0 SPECTRALINK CORP COM 847580107 144 14610 SH DEFINED 03 14610 0 0 SPEECHWORKS INTL INC COM 84764M101 71 15265 SH DEFINED 03 15265 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 533 19879 SH DEFINED 03 19879 0 0 SPHERION CORP COM 848420105 243 34971 SH DEFINED 03 34971 0 0 SPINNAKER EXPL CO COM 84855W109 951 36314 SH DEFINED 03 36314 0 0 SPORTS AUTH INC COM 849176102 227 21185 SH DEFINED 03 21185 0 0 SPRINT CORP COM FON GROUP 852061100 11560 802772 SH DEFINED 03 802772 0 0 SPRINT CORP PCS COM SER 1 852061506 5287 919423 SH DEFINED 03 919423 0 0 SPS TECHNOLOGIES INC COM 784626103 242 8949 SH DEFINED 03 8949 0 0 SPSS INC COM 78462K102 170 10238 SH DEFINED 03 10238 0 0 SPX CORP COM 784635104 3818 86649 SH DEFINED 03 86649 0 0 SRA INTL INC CL A 78464R105 257 8026 SH DEFINED 03 8026 0 0 SS&C TECHNOLOGIES INC COM 85227Q100 170 10683 SH DEFINED 03 10683 0 0 ST FRANCIS CAP CORP COM 789374105 130 4462 SH DEFINED 03 4462 0 0 ST JOE CO COM 790148100 233 7470 SH DEFINED 03 7470 0 0 ST JUDE MED INC COM 790849103 7832 136210 SH DEFINED 03 136210 0 0 ST MARY LD & EXPL CO COM 792228108 796 29170 SH DEFINED 03 29170 0 0 ST PAUL COS INC COM 792860108 8530 233624 SH DEFINED 03 233624 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 490 42425 SH DEFINED 03 42425 0 0 STAGE STORES INC COM NEW 85254C305 371 15810 SH DEFINED 03 15810 0 0 STAMPS COM INC COM 852857101 157 32767 SH DEFINED 03 32767 0 0 STANCORP FINL GROUP INC COM 852891100 1977 37868 SH DEFINED 03 37868 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 180 11929 SH DEFINED 03 11929 0 0 STANDARD PAC CORP NEW COM 85375C101 2006 60488 SH DEFINED 03 60488 0 0 STANDARD REGISTER CO COM 853887107 183 11101 SH DEFINED 03 11101 0 0 STANLEY WKS COM 854616109 1837 66545 SH DEFINED 03 66545 0 0 STAPLES INC COM 855030102 9105 496723 SH DEFINED 03 496723 0 0 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 94 4300 SH DEFINED 03 0 0 0 STAR SCIENTIFIC INC COM 85517P101 184 53600 SH DEFINED 03 53600 0 0 STARBUCKS CORP COM 855244109 7350 299849 SH DEFINED 03 299849 0 0 STARTEK INC COM 85569C107 246 9359 SH DEFINED 03 9359 0 0 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 4260 148993 SH DEFINED 03 148993 0 0 STATE STR CORP COM 857477103 16955 430333 SH DEFINED 03 430333 0 0 STATEN IS BANCORP INC COM 857550107 801 41144 SH DEFINED 03 41144 0 0 STATION CASINOS INC COM 857689103 1811 71703 SH DEFINED 03 71703 0 0 STEAK N SHAKE CO COM 857873103 211 13847 SH DEFINED 03 13847 0 0 STEEL DYNAMICS INC COM 858119100 465 33965 SH DEFINED 03 33965 0 0 STEELCASE INC CL A 858155203 493 41909 SH DEFINED 03 41909 0 0 STEIN MART INC COM 858375108 78 13384 SH DEFINED 03 13384 0 0 STELLENT INC COM 85856W105 238 44092 SH DEFINED 03 44092 0 0 STERICYCLE INC COM 858912108 1845 48076 SH DEFINED 03 48076 0 0 STERIS CORP COM 859152100 1190 51559 SH DEFINED 03 51559 0 0 STERLING BANCSHARES INC COM 858907108 651 50090 SH DEFINED 03 50090 0 0 STERLING FINL CORP COM 859317109 285 12279 SH DEFINED 03 12279 0 0 STERLING FINL CORP WASH COM 859319105 216 8869 SH DEFINED 03 8869 0 0 STEWART & STEVENSON SVCS INC COM 860342104 264 16736 SH DEFINED 03 16736 0 0 STEWART ENTERPRISES INC CL A 860370105 242 56459 SH DEFINED 03 56459 0 0 STEWART INFORMATION SVCS COR COM 860372101 297 10679 SH DEFINED 03 10679 0 0 STILLWATER MNG CO COM 86074Q102 301 58574 SH DEFINED 03 58574 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 12672 609500 SH DEFINED 03 609500 0 0 STONE ENERGY CORP COM 861642106 1070 25517 SH DEFINED 03 25517 0 0 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 2165 84127 SH DEFINED 03 84127 0 0 STORAGENETWORKS INC COM 86211E103 172 124927 SH DEFINED 03 124927 0 0 STRATASYS INC COM 862685104 366 10600 SH DEFINED 03 10600 0 0 STRATEX NETWORKS INC COM 86279T109 132 42255 SH DEFINED 03 42255 0 0 STRAYER ED INC COM 863236105 830 10434 SH DEFINED 03 10434 0 0 STREETTRACKS SER TR MORGN S HI 35T 86330E703 3160 86398 SH DEFINED 03 86398 0 0 STRIDE RITE CORP COM 863314100 247 24774 SH DEFINED 03 24774 0 0 STRYKER CORP COM 863667101 9822 141590 SH DEFINED 03 141590 0 0 STUDENT LN CORP COM 863902102 64 511 SH DEFINED 03 511 0 0 STURM RUGER & CO INC COM 864159108 198 19842 SH DEFINED 03 19842 0 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 317 10825 SH DEFINED 03 0 0 0 SUMMIT AMER TELEVISION INC COM 86600T109 57 19776 SH DEFINED 03 19776 0 0 SUMMIT PPTYS INC COM 866239106 909 44030 SH DEFINED 03 44030 0 0 SUN COMMUNITIES INC COM 866674104 845 21512 SH DEFINED 03 21512 0 0 SUN MICROSYSTEMS INC COM 866810104 13018 2787626 SH DEFINED 03 2787626 0 0 SUN MICROSYSTEMS INC COM 866810104 116 25000 SH DEFINED 03 0 0 25000 SUNCOR ENERGY INC COM 867229106 203 10800 SH DEFINED 03 10800 0 0 SUNGARD DATA SYS INC COM 867363103 6084 234803 SH DEFINED 03 234803 0 0 SUNOCO INC COM 86764P109 2647 70126 SH DEFINED 03 70126 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 1192 53264 SH DEFINED 03 53264 0 0 SUNTRUST BKS INC COM 867914103 11462 193151 SH DEFINED 03 193151 0 0 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 257 111900 SH DEFINED 03 111900 0 0 SUPERGEN INC COM 868059106 272 51176 SH DEFINED 03 51176 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 853 89955 SH DEFINED 03 89955 0 0 SUPERIOR INDS INTL INC COM 868168105 1256 30127 SH DEFINED 03 30127 0 0 SUPERVALU INC COM 868536103 5250 246257 SH DEFINED 03 246257 0 0 SUPPORTSOFT INC COM 868587106 400 61800 SH DEFINED 03 61800 0 0 SUREBEAM CORP CL A 86866R102 109 40883 SH DEFINED 03 40883 0 0 SUREWEST COMMUNICATIONS COM 868733106 306 10098 SH DEFINED 03 10098 0 0 SURMODICS INC COM 868873100 1786 58562 SH DEFINED 03 58562 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 596 25469 SH DEFINED 03 25469 0 0 SWIFT ENERGY CO COM 870738101 538 48923 SH DEFINED 03 48923 0 0 SWIFT TRANSN CO COM 870756103 1023 55022 SH DEFINED 03 55022 0 0 SWISSCOM AG SPONSORED ADR 871013108 31 1100 SH DEFINED 03 1100 0 0 SWS GROUP INC COM 78503N107 655 32504 SH DEFINED 03 32504 0 0 SYBASE INC COM 871130100 2332 167662 SH DEFINED 03 167662 0 0 SYBRON DENTAL SPECIALTIES IN COM 871142105 569 24120 SH DEFINED 03 24120 0 0 SYCAMORE NETWORKS INC COM 871206108 488 126721 SH DEFINED 03 126721 0 0 SYKES ENTERPRISES INC COM 871237103 76 15853 SH DEFINED 03 15853 0 0 SYLVAN LEARNING SYS INC COM 871399101 849 37142 SH 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SH DEFINED 03 22078 0 0 UST INC COM 902911106 7648 218339 SH DEFINED 03 218339 0 0 UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 34693 465050 SH DEFINED 03 465050 0 0 UTSTARCOM INC COM 918076100 1016 28580 SH DEFINED 03 28580 0 0 V F CORP COM 918204108 5515 162351 SH DEFINED 03 162351 0 0 VA SOFTWARE CORP COM 91819B105 0 47 SH DEFINED 03 47 0 0 VAIL RESORTS INC COM 91879Q109 373 27697 SH DEFINED 03 27697 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 2112 82096 SH DEFINED 03 82096 0 0 VALENCE TECHNOLOGY INC COM 918914102 327 109504 SH DEFINED 03 109504 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3217 88559 SH DEFINED 03 88559 0 0 VALHI INC NEW COM 918905100 182 18868 SH DEFINED 03 18868 0 0 VALLEY NATL BANCORP COM 919794107 440 16707 SH DEFINED 03 16707 0 0 VALMONT INDS INC COM 920253101 321 16501 SH DEFINED 03 16501 0 0 VALSPAR CORP COM 920355104 1657 39250 SH DEFINED 03 39250 0 0 VALUECLICK INC COM 92046N102 377 62536 SH DEFINED 03 62536 0 0 VALUEVISION MEDIA INC CL A 92047K107 168 12348 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INC DEL COM 37184C103 25 1823 SH DEFINED 03 0 0 1823 GENUINE PARTS CO COM 372460105 41 1272 SH DEFINED 03 0 0 1272 GENZYME CORP COM BIOSURGERY 372917708 0 23 SH DEFINED 03 0 0 23 GEORGIA GULF CORP COM PAR $0.01 373200203 277 14000 SH DEFINED 03 0 0 14000 GEORGIA PAC CORP COM 373298108 527 27800 SH DEFINED 03 0 0 27800 GILEAD SCIENCES INC COM 375558103 33 594 SH DEFINED 03 0 0 594 GILLETTE CO COM 375766102 1677 52623 SH DEFINED 03 0 0 52623 GLATFELTER COM 377316104 86 5842 SH DEFINED 03 0 0 5842 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 5128 126493 SH DEFINED 03 0 0 126493 GLOBAL HIGH INCOME DLR FD IN COM 37933G108 209 12700 SH DEFINED 03 0 0 12700 GLOBAL POWER EQUIPMENT INC COM 37941P108 4 931 SH DEFINED 03 0 0 931 GLOBALSANTAFE CORP SHS G3930E101 890 38136 SH DEFINED 03 0 0 38136 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 122 10000 SH DEFINED 03 0 0 10000 GOLDEN WEST FINL CORP DEL COM 381317106 77 958 SH DEFINED 03 0 0 958 GOLDMAN SACHS GROUP INC COM 38141G104 1002 11969 SH DEFINED 03 0 0 11969 GOODYEAR TIRE & RUBR CO COM 382550101 653 124463 SH DEFINED 03 0 0 124463 GRACO INC COM 384109104 1313 41045 SH DEFINED 03 0 0 41045 GRAFTECH INTL LTD COM 384313102 49 9005 SH DEFINED 03 0 0 9005 GRAINGER W W INC COM 384802104 302 6465 SH DEFINED 03 0 0 6465 GRANT PRIDECO INC COM 38821G101 4 350 SH DEFINED 03 0 0 350 GREAT LAKES CHEM CORP COM 390568103 982 48153 SH DEFINED 03 0 0 48153 GREY WOLF INC COM 397888108 115 28460 SH DEFINED 03 0 0 28460 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 2651 76836 SH DEFINED 03 0 0 76836 GTECH HLDGS CORP COM 400518106 19 500 SH DEFINED 03 0 0 500 GUCCI GROUP N V COM NY REG 401566104 562 5730 SH DEFINED 03 0 0 5730 GUIDANT CORP COM 401698105 342 7700 SH DEFINED 03 0 0 7700 GUITAR CTR MGMT INC COM 402040109 621 21415 SH DEFINED 03 0 0 21415 HALLIBURTON CO COM 406216101 1233 53625 SH DEFINED 03 0 0 53625 HANCOCK JOHN FINL SVCS INC COM 41014S106 61 1976 SH DEFINED 03 0 0 1976 HANDSPRING INC COM 410293104 4 4000 SH DEFINED 03 0 0 4000 HANOVER COMPRESSOR CO COM 410768105 462 40842 SH DEFINED 03 0 0 40842 HARLEY DAVIDSON INC COM 412822108 617 15474 SH DEFINED 03 0 0 15474 HARMONIC INC COM 413160102 20 5006 SH DEFINED 03 0 0 5006 HARRAHS ENTMT INC COM 413619107 951 23622 SH DEFINED 03 0 0 23622 HARRIS INTERACTIVE INC COM 414549105 165 25000 SH DEFINED 03 0 0 25000 HARTE-HANKS INC COM 416196103 2255 118681 SH DEFINED 03 0 0 118681 HARTFORD FINL SVCS GROUP INC COM 416515104 20340 403900 SH DEFINED 03 0 0 403900 HARVEST NATURAL RESOURCES IN COM 41754V103 1 125 SH DEFINED 03 0 0 125 HAVERTY FURNITURE INC COM 419596101 20 1116 SH DEFINED 03 0 0 1116 HCA INC COM 404119109 1701 53092 SH DEFINED 03 0 0 53092 HCC INS HLDGS INC COM 404132102 1709 57791 SH DEFINED 03 0 0 57791 HEALTH CARE PPTY INVS INC COM 421915109 105 2476 SH DEFINED 03 0 0 2476 HEALTH MGMT ASSOC INC NEW CL A 421933102 2479 134364 SH DEFINED 03 0 0 134364 HEALTH NET INC COM 42222G108 20 615 SH DEFINED 03 0 0 615 HEALTHCARE RLTY TR COM 421946104 73 2500 SH 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467 24498 SH DEFINED 03 0 0 24498 HONEYWELL INTL INC COM 438516106 370 13789 SH DEFINED 03 0 0 13789 HOOPER HOLMES INC COM 439104100 18 2730 SH DEFINED 03 0 0 2730 HORACE MANN EDUCATORS CORP N COM 440327104 1623 100603 SH DEFINED 03 0 0 100603 HORMEL FOODS CORP COM 440452100 352 14860 SH DEFINED 03 0 0 14860 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 210 6720 SH DEFINED 03 0 0 6720 HOST MARRIOTT CORP NEW COM 44107P104 23 2500 SH DEFINED 03 0 0 2500 HRPT PPTYS TR COM SH BEN INT 40426W101 245 26600 SH DEFINED 03 0 0 26600 HSBC HLDGS PLC SPON ADR NEW 404280406 6244 105630 SH DEFINED 03 0 0 105630 HUDSON UNITED BANCORP COM 444165104 2216 64878 SH DEFINED 03 0 0 64878 HUGOTON RTY TR TEX UNIT BEN INT 444717102 92 5000 SH DEFINED 03 0 0 5000 HUMANA INC COM 444859102 119 7912 SH DEFINED 03 0 0 7912 HYPERION SOLUTIONS CORP COM 44914M104 0 5 SH DEFINED 03 0 0 5 ICOS CORP COM 449295104 402 10900 SH DEFINED 03 0 0 10900 ICU MED INC COM 44930G107 17 538 SH DEFINED 03 0 0 538 IDEC PHARMACEUTICALS CORP COM 449370105 7 200 SH DEFINED 03 0 0 200 IDEX CORP COM 45167R104 43 1179 SH DEFINED 03 0 0 1179 IGATE CORP COM 45169U105 1 250 SH DEFINED 03 0 0 250 IGEN INC COM 449536101 313 10000 SH DEFINED 03 0 0 10000 IHOP CORP COM 449623107 101 3213 SH DEFINED 03 0 0 3213 IKON OFFICE SOLUTIONS INC COM 451713101 6 621 SH DEFINED 03 0 0 621 ILLINOIS TOOL WKS INC COM 452308109 1065 16167 SH DEFINED 03 0 0 16167 IMAGISTICS INTERNATIONAL INC COM 45247T104 7 276 SH DEFINED 03 0 0 276 IMATION CORP COM 45245A107 12 330 SH DEFINED 03 0 0 330 IMAX CORP COM 45245E109 19 2130 SH DEFINED 03 0 0 2130 IMMUCOR INC COM 452526106 4 200 SH DEFINED 03 0 0 200 IMMUNOMEDICS INC COM 452907108 2 300 SH DEFINED 03 0 0 300 IMPATH INC COM 45255G101 14 1000 SH DEFINED 03 0 0 1000 IMPAX LABORATORIES INC COM 45256B101 120 10000 SH DEFINED 03 0 0 10000 IMPERIAL CHEM INDS PLC ADR NEW 452704505 2481 298865 SH DEFINED 03 0 0 298865 IMS HEALTH INC COM 449934108 14 800 SH DEFINED 03 0 0 800 INCO LTD COM 453258402 721 34100 SH 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4285 ISHARES TR S&P MIDCP GROW 464287606 329 3215 SH DEFINED 03 0 0 3215 ISHARES TR RUSSELL1000GRW 464287614 269 6553 SH DEFINED 03 0 0 6553 ISHARES TR RUSSELL 1000 464287622 253 4850 SH DEFINED 03 0 0 4850 ISHARES TR RUSL 2000 VALU 464287630 567 4411 SH DEFINED 03 0 0 4411 ISHARES TR RUSL 2000 GROW 464287648 1407 29783 SH DEFINED 03 0 0 29783 ISHARES TR RUSSELL 2000 464287655 394 4435 SH DEFINED 03 0 0 4435 ISHARES TR DJ US UTILS 464287697 440 8125 SH DEFINED 03 0 0 8125 ISHARES TR S&P MIDCP VALU 464287705 347 3900 SH DEFINED 03 0 0 3900 ISHARES TR DJ US TELECOMM 464287713 62 3000 SH DEFINED 03 0 0 3000 ISHARES TR DJ US REAL EST 464287739 241 2854 SH DEFINED 03 0 0 2854 ISHARES TR DJ US INDUSTRL 464287754 3 68 SH DEFINED 03 0 0 68 ISHARES TR DJ US FINL SEC 464287788 3 38 SH DEFINED 03 0 0 38 ISHARES TR S&P SMLCAP 600 464287804 161 1472 SH DEFINED 03 0 0 1472 ISHARES TR S&P SMLCP VALU 464287879 520 6386 SH DEFINED 03 0 0 6386 ISHARES TR S&P SMLCP GROW 464287887 335 4590 SH DEFINED 03 0 0 4590 ISTAR FINL INC COM 45031U101 12 335 SH DEFINED 03 0 0 335 ITT EDUCATIONAL SERVICES INC COM 45068B109 61 2076 SH DEFINED 03 0 0 2076 ITT INDS INC IND COM 450911102 4138 63221 SH DEFINED 03 0 0 63221 IXIA COM 45071R109 3 400 SH DEFINED 03 0 0 400 IXYS CORP COM 46600W106 97 12200 SH DEFINED 03 0 0 12200 J P MORGAN CHASE & CO COM 46625H100 19313 565050 SH DEFINED 03 0 0 565050 JABIL CIRCUIT INC COM 466313103 989 44770 SH DEFINED 03 0 0 44770 JACOBS ENGR GROUP INC DEL COM 469814107 432 10247 SH DEFINED 03 0 0 10247 JANUS CAP GROUP INC COM 47102X105 185 11256 SH DEFINED 03 0 0 11256 JDS UNIPHASE CORP COM 46612J101 294 83637 SH DEFINED 03 0 0 83637 JEFFERSON PILOT CORP COM 475070108 65 1566 SH DEFINED 03 0 0 1566 JLG INDS INC COM 466210101 1 100 SH DEFINED 03 0 0 100 JNI CORP COM 46622G105 17 3500 SH DEFINED 03 0 0 3500 JOHNSON & JOHNSON COM 478160104 29062 562132 SH DEFINED 03 0 0 562132 JUNIPER NETWORKS INC COM 48203R104 168 13503 SH DEFINED 03 0 0 13503 J2 GLOBAL COMMUNICATIONS INC 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231865 KING PHARMACEUTICALS INC COM 495582108 56 3800 SH DEFINED 03 0 0 3800 KLA-TENCOR CORP COM 482480100 519 11167 SH DEFINED 03 0 0 11167 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 528 62425 SH DEFINED 03 0 0 62425 KNIGHT RIDDER INC COM 499040103 89 1285 SH DEFINED 03 0 0 1285 KOHLS CORP COM 500255104 84 1636 SH DEFINED 03 0 0 1636 KOMAG INC COM NEW 500453204 6 500 SH DEFINED 03 0 0 500 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 3553 424545 SH DEFINED 03 0 0 424545 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1211 63356 SH DEFINED 03 0 0 63356 KOREA ELECTRIC PWR SPONSORED ADR 500631106 2025 227268 SH DEFINED 03 0 0 227268 KRAFT FOODS INC CL A 50075N104 1990 61152 SH DEFINED 03 0 0 61152 KRISPY KREME DOUGHNUTS INC COM 501014104 29 700 SH DEFINED 03 0 0 700 KROGER CO COM 501044101 1622 97262 SH DEFINED 03 0 0 97262 KROLL INC COM 501049100 81 3000 SH DEFINED 03 0 0 3000 KRONOS INC COM 501052104 44 873 SH DEFINED 03 0 0 873 KT CORP SPONSORED ADR 48268K101 4845 245808 SH 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524908100 226 3406 SH DEFINED 03 0 0 3406 LENNAR CORP COM 526057104 50 696 SH DEFINED 03 0 0 696 LEVEL 3 COMMUNICATIONS INC COM 52729N100 72 10800 SH DEFINED 03 0 0 10800 LEXMARK INTL NEW CL A 529771107 513 7251 SH DEFINED 03 0 0 7251 LIBERTY MEDIA CORP NEW COM SER A 530718105 1699 146944 SH DEFINED 03 0 0 146944 LIBERTY PPTY TR SH BEN INT 531172104 1753 50651 SH DEFINED 03 0 0 50651 LIFEPOINT HOSPITALS INC COM 53219L109 1052 50125 SH DEFINED 03 0 0 50125 LILLY ELI & CO COM 532457108 793 11502 SH DEFINED 03 0 0 11502 LIMITED BRANDS INC COM 532716107 12 782 SH DEFINED 03 0 0 782 LIN TV CORP CL A 532774106 141 6000 SH DEFINED 03 0 0 6000 LINCOLN NATL CORP IND COM 534187109 7 200 SH DEFINED 03 0 0 200 LINEAR TECHNOLOGY CORP COM 535678106 920 28456 SH DEFINED 03 0 0 28456 LITTELFUSE INC COM 537008104 1531 69354 SH DEFINED 03 0 0 69354 LIZ CLAIBORNE INC COM 539320101 209 5938 SH DEFINED 03 0 0 5938 LOCKHEED MARTIN CORP COM 539830109 1168 24544 SH DEFINED 03 0 0 24544 LOEWS CORP COM 540424108 2984 63096 SH DEFINED 03 0 0 63096 LOEWS CORP CAROLNA GP STK 540424207 97 3600 SH DEFINED 03 0 0 3600 LOOKSMART LTD COM 543442107 14 5000 SH DEFINED 03 0 0 5000 LOUISIANA PAC CORP COM 546347105 181 16667 SH DEFINED 03 0 0 16667 LOWES COS INC COM 548661107 624 14537 SH DEFINED 03 0 0 14537 LSI LOGIC CORP COM 502161102 72 10199 SH DEFINED 03 0 0 10199 LUCENT TECHNOLOGIES INC COM 549463107 1485 731353 SH DEFINED 03 0 0 731353 LYDALL INC DEL COM 550819106 1432 133851 SH DEFINED 03 0 0 133851 LYONDELL CHEMICAL CO COM 552078107 158 11700 SH DEFINED 03 0 0 11700 MACK CALI RLTY CORP COM 554489104 618 16995 SH DEFINED 03 0 0 16995 MAGMA DESIGN AUTOMATION COM 559181102 14 800 SH DEFINED 03 0 0 800 MAGNA INTL INC CL A 559222401 2 30 SH DEFINED 03 0 0 30 MANAGED MUNS PORTFOLIO INC COM 561662107 661 60950 SH DEFINED 03 0 0 60950 MANDALAY RESORT GROUP COM 562567107 25 770 SH DEFINED 03 0 0 770 MANHATTAN ASSOCS INC COM 562750109 6 220 SH DEFINED 03 0 0 220 MANITOWOC INC COM 563571108 1349 60474 SH DEFINED 03 0 0 60474 MANOR CARE INC NEW COM 564055101 210 8400 SH DEFINED 03 0 0 8400 MANPOWER INC COM 56418H100 11 303 SH DEFINED 03 0 0 303 MANUFACTURED HOME CMNTYS INC COM 564682102 14 400 SH DEFINED 03 0 0 400 MANUGISTICS GROUP INC COM 565011103 12 3000 SH DEFINED 03 0 0 3000 MARATHON OIL CORP COM 565849106 130 4928 SH DEFINED 03 0 0 4928 MARCUS CORP COM 566330106 1410 94297 SH DEFINED 03 0 0 94297 MARKEL CORP COM 570535104 172 673 SH DEFINED 03 0 0 673 MARSH & MCLENNAN COS INC COM 571748102 11590 226947 SH DEFINED 03 0 0 226947 MARTEK BIOSCIENCES CORP COM 572901106 45 1060 SH DEFINED 03 0 0 1060 MASCO CORP COM 574599106 64 2668 SH DEFINED 03 0 0 2668 MATSUSHITA ELEC INDL ADR 576879209 6868 683387 SH DEFINED 03 0 0 683387 MATTEL INC COM 577081102 12 657 SH DEFINED 03 0 0 657 MATTHEWS INTL CORP CL A 577128101 5 200 SH DEFINED 03 0 0 200 MAX RE CAPITAL LTD HAMILTON SHS G6052F103 2607 176179 SH DEFINED 03 0 0 176179 MAXIM INTEGRATED PRODS INC COM 57772K101 5598 163733 SH 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COM NEW 938862208 44 2000 SH DEFINED 03 0 0 2000 WASHINGTON MUT INC COM 939322103 11223 271753 SH DEFINED 03 0 0 271753 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 4 150 SH DEFINED 03 0 0 150 WASTE MGMT INC DEL COM 94106L109 3774 156665 SH DEFINED 03 0 0 156665 WATERS CORP COM 941848103 571 19596 SH DEFINED 03 0 0 19596 WATSON PHARMACEUTICALS INC COM 942683103 4 101 SH DEFINED 03 0 0 101 WATSON WYATT & CO HLDGS CL A 942712100 1636 70597 SH DEFINED 03 0 0 70597 WATTS INDS INC CL A 942749102 68 3799 SH DEFINED 03 0 0 3799 WCI CMNTYS INC COM 92923C104 38 2000 SH DEFINED 03 0 0 2000 WEATHERFORD INTERNATIONAL LT COM G95089101 35 829 SH DEFINED 03 0 0 829 WEBEX INC COM 94767L109 32 2300 SH DEFINED 03 0 0 2300 WEBMD CORP COM 94769M105 939 86588 SH DEFINED 03 0 0 86588 WEBMETHODS INC COM 94768C108 198 24386 SH DEFINED 03 0 0 24386 WEBSTER FINL CORP CONN COM 947890109 2366 62591 SH DEFINED 03 0 0 62591 WELLCHOICE INC COM 949475107 264 9000 SH DEFINED 03 0 0 9000 WELLPOINT HEALTH NETWORK 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DEFINED 03 0 0 400 WHOLE FOODS MKT INC COM 966837106 834 17550 SH DEFINED 03 0 0 17550 WILEY JOHN & SONS INC CL A 968223206 14 540 SH DEFINED 03 0 0 540 WILLIAMS COS INC DEL COM 969457100 17 2165 SH DEFINED 03 0 0 2165 WILLIAMS SONOMA INC COM 969904101 18 600 SH DEFINED 03 0 0 600 WILLIS GROUP HOLDINGS LTD SHS G96655108 680 22100 SH DEFINED 03 0 0 22100 WILLOW GROVE BANCORP INC NEW COM 97111W101 1 80 SH DEFINED 03 0 0 80 WILMINGTON TRUST CORP COM 971807102 154 5250 SH DEFINED 03 0 0 5250 WILSON GREATBATCH TECHNOLOGI COM 972232102 63 1755 SH DEFINED 03 0 0 1755 WIND RIVER SYSTEMS INC COM 973149107 23 6000 SH DEFINED 03 0 0 6000 WINN DIXIE STORES INC COM 974280109 160 13000 SH DEFINED 03 0 0 13000 WINSTON HOTELS INC COM 97563A102 8 1000 SH DEFINED 03 0 0 1000 WIRELESS FACILITIES INC COM 97653A103 24 2000 SH DEFINED 03 0 0 2000 WISCONSIN ENERGY CORP COM 976657106 5 188 SH DEFINED 03 0 0 188 WOODHEAD INDS INC COM 979438108 835 71086 SH DEFINED 03 0 0 71086 WPP GROUP PLC SPON ADR NEW 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3000 SH DEFINED 03 0 0 3000 3COM CORP COM 885535104 22 4665 SH DEFINED 03 0 0 4665 3M CO COM 88579Y101 3260 25275 SH DEFINED 03 0 0 25275 7-ELEVEN INC COM NEW 817826209 11 1000 SH DEFINED 03 0 0 1000 99 CENTS ONLY STORES COM 65440K106 24 700 SH DEFINED 03 0 0 700
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