13F-HR 1 csfbf13fdec03.txt CREDIT SUISSE FIRST BOSTON 13F AMENDMENT FILING FOR DECEMBER 2003 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 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 February 12, 2004 (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: 5157 Form 13F Information Table Value Total: $ 28,483,995 (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 452 23481 SH DEFINED 03 23481 0 0 A D C TELECOMMUNICATIONS COM 000886101 7048 2380962 SH DEFINED 03 2380962 0 0 A S V INC COM 001963107 303 8155 SH DEFINED 03 8155 0 0 AAIPHARMA INC COM 00252W104 1006 39845 SH DEFINED 03 39845 0 0 AAR CORP COM 000361105 236 15756 SH DEFINED 03 15756 0 0 AARON RENTS INC COM 002535201 467 23210 SH DEFINED 03 23210 0 0 ABB LTD SPONSORED ADR 000375204 429 84500 SH DEFINED 03 84500 0 0 ABBOTT LABS COM 002824100 61680 1323600 SH DEFINED 03 1323600 0 0 ABERCROMBIE & FITCH CO CL A 002896207 4415 178683 SH DEFINED 03 178683 0 0 ABGENIX INC COM 00339B107 859 69543 SH DEFINED 03 69543 0 0 ABN AMRO HLDG NV SPONSORED 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41539 0 0 DONNELLEY R R & SONS CO COM 257867101 2777 92091 SH DEFINED 03 92091 0 0 DORAL FINL CORP COM 25811P100 2080 64441 SH DEFINED 03 64441 0 0 DOT HILL SYS CORP COM 25848T109 576 38147 SH DEFINED 03 38147 0 0 DOUBLECLICK INC COM 258609304 1245 121033 SH DEFINED 03 121033 0 0 DOVER CORP COM 260003108 7944 199837 SH DEFINED 03 199837 0 0 DOW CHEM CO COM 260543103 32004 769873 SH DEFINED 03 769873 0 0 DOW JONES & CO INC COM 260561105 3721 74640 SH DEFINED 03 74640 0 0 DOWNEY FINL CORP COM 261018105 264 5362 SH DEFINED 03 5362 0 0 DPL INC COM 233293109 2037 97541 SH DEFINED 03 97541 0 0 DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 254 3272 SH DEFINED 03 3272 0 0 DRIL-QUIP INC COM 262037104 184 11277 SH DEFINED 03 11277 0 0 DRS TECHNOLOGIES INC COM 23330X100 1018 36630 SH DEFINED 03 36630 0 0 DRUGSTORE COM INC COM 262241102 76 13680 SH DEFINED 03 13680 0 0 DST SYS INC DEL COM 233326107 2432 58235 SH DEFINED 03 58235 0 0 DTE ENERGY CO COM 233331107 22210 563704 SH DEFINED 03 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INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB5 290 255000 SH DEFINED 03 0 0 255000 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 645 22514 SH DEFINED 03 22514 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 2088 73354 SH DEFINED 03 73354 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2629 153855 SH DEFINED 03 153855 0 0 INTEGRATED ELECTRICAL SVC COM 45811E103 285 30800 SH DEFINED 03 30800 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 405 25825 SH DEFINED 03 25825 0 0 INTEL CORP COM 458140100 182438 5692283 SH DEFINED 03 5692283 0 0 INTER PARFUMS INC COM 458334109 368 16274 SH DEFINED 03 16274 0 0 INTER TEL INC COM 458372109 494 19788 SH DEFINED 03 19788 0 0 INTERACTIVE DATA CORP COM 45840J107 472 28502 SH DEFINED 03 28502 0 0 INTERACTIVECORP COM 45840Q101 2469 72776 SH DEFINED 03 72776 0 0 INTERCEPT INC COM 45845L107 409 36323 SH DEFINED 03 36323 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 978 47517 SH DEFINED 03 47517 0 0 INTERFACE INC CL A 458665106 143 25596 SH DEFINED 03 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INC COM 46059C106 5 14096 SH DEFINED 03 14096 0 0 INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 28385 565550 SH DEFINED 03 565550 0 0 INTERNET SEC SYS INC COM 46060X107 2683 141937 SH DEFINED 03 141937 0 0 INTERPORE INTL COM 46062W107 333 25649 SH DEFINED 03 25649 0 0 INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ9 2793 3003000 SH DEFINED 03 0 0 3003000 INTERPUBLIC GROUP COS INC COM 460690100 6414 411136 SH DEFINED 03 411136 0 0 INTERSIL CORP CL A 46069S109 4196 169411 SH DEFINED 03 169411 0 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 840 59044 SH DEFINED 03 59044 0 0 INTERSTATE HOTELS & RESRTS I COM 46088S106 78 14500 SH DEFINED 03 14500 0 0 INTERTAN INC COM 461120107 152 15026 SH DEFINED 03 15026 0 0 INTERVOICE INC NEW COM 461142101 311 26198 SH DEFINED 03 26198 0 0 INTERWOVEN INC COM NEW 46114T508 1072 83562 SH DEFINED 03 83562 0 0 INTL PAPER CO COM 460146103 17543 406927 SH DEFINED 03 406927 0 0 INTRADO INC COM 46117A100 596 27115 SH DEFINED 03 27115 0 0 INTRAWARE INC COM 46118M103 1 400 SH DEFINED 03 400 0 0 INTRAWEST CORPORATION COM NEW 460915200 359 19400 SH DEFINED 03 19400 0 0 INTUIT COM 461202103 12588 238054 SH DEFINED 03 238054 0 0 INVACARE CORP COM 461203101 228 5651 SH DEFINED 03 5651 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 930 57560 SH DEFINED 03 57560 0 0 INVESTOOLS INC COM 46145P103 0 13468 SH DEFINED 03 13468 0 0 INVESTORS FINL SERVICES CORP COM 461915100 2265 59115 SH DEFINED 03 59115 0 0 INVISION TECHNOLOGIES INC COM 461851107 593 17638 SH DEFINED 03 17638 0 0 INVITROGEN CORP NOTE 5.500% 3/0 46185RAB6 44773 43477000 SH DEFINED 03 0 0 43477000 INVITROGEN CORP NOTE 2.250%12/1 46185RAD2 3224 3054000 SH DEFINED 03 0 0 3054000 INVITROGEN CORP COM 46185R100 1142 16324 SH DEFINED 03 16324 0 0 IOMEGA CORP COM NEW 462030305 771 128975 SH DEFINED 03 128975 0 0 IONICS INC COM 462218108 353 11094 SH DEFINED 03 11094 0 0 IPC HLDGS LTD ORD G4933P101 500 12849 SH DEFINED 03 12849 0 0 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 158 15800 SH DEFINED 03 15800 0 0 IRVINE SENSORS CORP COM NEW 463664508 108 31800 SH DEFINED 03 31800 0 0 ISHARES TR S&P 100 IDX FD 464287101 2496 45900 SH DEFINED 03 45900 0 0 ISHARES TR S&P 500 INDEX 464287200 76754 690110 SH DEFINED 03 690110 0 0 ISHARES TR S&P500/BAR GRW 464287309 9151 164579 SH DEFINED 03 164579 0 0 ISHARES TR GS NAT RES IDX 464287374 6442 60312 SH DEFINED 03 60312 0 0 ISHARES TR S&P500/BAR VAL 464287408 366 6614 SH DEFINED 03 6614 0 0 ISHARES TR 20+ YR TRS BD 464287432 68639 800000 SH DEFINED 03 800000 0 0 ISHARES TR RUSSELL MCP VL 464287473 18256 195671 SH DEFINED 03 195671 0 0 ISHARES TR RUSSELL MCP GR 464287481 13074 177400 SH DEFINED 03 177400 0 0 ISHARES TR RUSSELL MIDCAP 464287499 3900 58100 SH DEFINED 03 58100 0 0 ISHARES TR GLMN SCHS SOFT 464287515 4023 106540 SH DEFINED 03 106540 0 0 ISHARES TR GLDM SCHS SEMI 464287523 1078 17176 SH DEFINED 03 17176 0 0 ISHARES TR GLDM SCHS NETW 464287531 3053 110570 SH DEFINED 03 110570 0 0 ISHARES TR GLDM SACHS TEC 464287549 2515 54850 SH DEFINED 03 54850 0 0 ISHARES TR NASDQ BIO INDX 464287556 16148 224430 SH DEFINED 03 224430 0 0 ISHARES TR DJ US CON CYCL 464287580 1238 22350 SH DEFINED 03 22350 0 0 ISHARES TR RUSSELL1000VAL 464287598 9278 158957 SH DEFINED 03 158957 0 0 ISHARES TR S&P MIDCP GROW 464287606 56322 474489 SH DEFINED 03 474489 0 0 ISHARES TR RUSSELL1000GRW 464287614 7199 153833 SH DEFINED 03 153833 0 0 ISHARES TR RUSSELL 1000 464287622 613773 10296478 SH DEFINED 03 10296478 0 0 ISHARES TR RUSL 2000 VALU 464287630 28432 177256 SH DEFINED 03 177256 0 0 ISHARES TR RUSL 2000 GROW 464287648 122972 2075120 SH DEFINED 03 2075120 0 0 ISHARES TR RUSSELL 2000 464287655 193006 1741929 SH DEFINED 03 1741929 0 0 ISHARES TR RUSL 3000 VALU 464287663 10311 136100 SH DEFINED 03 136100 0 0 ISHARES TR RUSL 3000 GROW 464287671 1304 34500 SH DEFINED 03 34500 0 0 ISHARES TR RUSSELL 3000 464287689 6993 111064 SH DEFINED 03 111064 0 0 ISHARES TR S&P MIDCP VALU 464287705 27653 250275 SH DEFINED 03 250275 0 0 ISHARES TR DJ US TECH SEC 464287721 14079 290221 SH DEFINED 03 290221 0 0 ISHARES TR DJ US REAL EST 464287739 2488 25026 SH DEFINED 03 25026 0 0 ISHARES TR DJ US INDUSTRL 464287754 2449 49897 SH DEFINED 03 49897 0 0 ISHARES TR DJ US FINL SVC 464287770 8610 83670 SH DEFINED 03 83670 0 0 ISHARES TR DJ US FINL SEC 464287788 2465 27995 SH DEFINED 03 27995 0 0 ISHARES TR S&P SMLCAP 600 464287804 63272 472181 SH DEFINED 03 472181 0 0 ISHARES TR DJ CON NON CYCL 464287812 2136 44215 SH DEFINED 03 44215 0 0 ISHARES TR DJ US BAS MATL 464287838 5471 120000 SH DEFINED 03 120000 0 0 ISHARES TR S&P SMLCP VALU 464287879 13971 138947 SH DEFINED 03 138947 0 0 ISHARES TR S&P SMLCP GROW 464287887 16857 190005 SH DEFINED 03 190005 0 0 ISIS PHARMACEUTICALS INC COM 464330109 323 49701 SH DEFINED 03 49701 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 315 14686 SH DEFINED 03 14686 0 0 ISPAT INTL N V NY REG SH CL A 464899103 169 19000 SH DEFINED 03 19000 0 0 ISTA PHARMACEUTICALS INC COM NEW 45031X204 43416 4678482 SH 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03 33183 0 0 JANUS CAP GROUP INC COM 47102X105 5040 307117 SH DEFINED 03 307117 0 0 JARDEN CORP COM 471109108 635 23209 SH DEFINED 03 23209 0 0 JDA SOFTWARE GROUP INC COM 46612K108 870 52738 SH DEFINED 03 52738 0 0 JDS UNIPHASE CORP COM 46612J101 4570 1252008 SH DEFINED 03 1252008 0 0 JEFFERIES GROUP INC NEW COM 472319102 326 9870 SH DEFINED 03 9870 0 0 JEFFERSON PILOT CORP COM 475070108 5793 114381 SH DEFINED 03 114381 0 0 JETBLUE AWYS CORP COM 477143101 4534 171355 SH DEFINED 03 171355 0 0 JLG INDS INC COM 466210101 455 29889 SH DEFINED 03 29889 0 0 JO-ANN STORES INC COM 47758P307 301 14770 SH DEFINED 03 14770 0 0 JOHNSON & JOHNSON COM 478160104 125941 2437882 SH DEFINED 03 2437882 0 0 JOHNSON CTLS INC COM 478366107 11466 98741 SH DEFINED 03 98741 0 0 JONES APPAREL GROUP INC COM 480074103 4743 134616 SH DEFINED 03 134616 0 0 JONES LANG LASALLE INC COM 48020Q107 245 11806 SH DEFINED 03 11806 0 0 JOURNAL REGISTER CO COM 481138105 178 8607 SH DEFINED 03 8607 0 0 JOY GLOBAL INC COM 481165108 1559 59944 SH DEFINED 03 59944 0 0 JUNIPER NETWORKS INC COM 48203R104 879 47052 SH DEFINED 03 47052 0 0 JUPITERMEDIA CORP COM 48207D101 2474 544843 SH DEFINED 03 544843 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1388 55991 SH DEFINED 03 55991 0 0 K V PHARMACEUTICAL CO CL A 482740206 640 25082 SH DEFINED 03 25082 0 0 K-SWISS INC CL A 482686102 886 36782 SH DEFINED 03 36782 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 242 16883 SH DEFINED 03 16883 0 0 KAYDON CORP COM 486587108 274 10595 SH DEFINED 03 10595 0 0 KB HOME COM 48666K109 4988 68775 SH DEFINED 03 68775 0 0 KEANE INC COM 486665102 1049 71672 SH DEFINED 03 71672 0 0 KELLOGG CO COM 487836108 12506 328422 SH DEFINED 03 328422 0 0 KELLWOOD CO COM 488044108 279 6797 SH DEFINED 03 6797 0 0 KELLY SVCS INC CL A 488152208 895 31238 SH DEFINED 03 31238 0 0 KEMET CORP COM 488360108 1502 109747 SH DEFINED 03 109747 0 0 KENNAMETAL INC COM 489170100 1910 48042 SH DEFINED 03 48042 0 0 KENSEY NASH CORP COM 490057106 301 12958 SH 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400000 SH DEFINED 400000 0 0 ANNTAYLOR STORES CORP COM 036115103 0 1 SH DEFINED 1 0 0 ANTHEM INC COM 03674B104 216 2886 SH DEFINED 2886 0 0 AO TATNEFT SPON ADR REG S 03737P306 226 9909 SH DEFINED 9909 0 0 AON CORP COM 037389103 169 7047 SH DEFINED 7047 0 0 APACHE CORP COM 037411105 299 3685 SH DEFINED 3685 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 68 1966 SH DEFINED 1966 0 0 APOLLO GROUP INC CL A 037604105 250 3680 SH DEFINED 3680 0 0 APPLE COMPUTER INC COM 037833100 1060 49620 SH DEFINED 49620 0 0 APPLERA CORP COM AP BIO GRP 038020103 90 4341 SH DEFINED 4341 0 0 APPLERA CORP COM CE GEN GRP 038020202 51 3683 SH DEFINED 3683 0 0 APPLIED MATLS INC COM 038222105 1596 71126 SH DEFINED 71126 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 38 6406 SH DEFINED 6406 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 205 13495 SH DEFINED 13495 0 0 ARROW ELECTRS INC DBCV 2/2 042735AY6 52312 1006000 SH DEFINED 1006000 0 0 ASHLAND INC COM 044204105 63 1432 SH DEFINED 1432 0 0 ASML HLDG NV N Y SHS 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149 2944 SH DEFINED 2944 0 0 JOHNSON & JOHNSON COM 478160104 70657 1367728 SH DEFINED 1367728 0 0 JOHNSON CTLS INC COM 478366107 219 1885 SH DEFINED 1885 0 0 JONES APPAREL GROUP INC COM 480074103 93 2636 SH DEFINED 2636 0 0 JONES APPAREL GROUP INC / NOTE 2/0 480081AD0 24863 450000 SH DEFINED 450000 0 0 JUNIPER NETWORKS INC COM 48203R104 6 301 SH DEFINED 301 0 0 KB HOME COM 48666K109 70 967 SH DEFINED 967 0 0 KELLOGG CO COM 487836108 1349 35430 SH DEFINED 35430 0 0 KERR MCGEE CORP COM 492386107 98 2105 SH DEFINED 2105 0 0 KEYCORP NEW COM 493267108 256 8747 SH DEFINED 8747 0 0 KEYSPAN CORP COM 49337W100 122 3319 SH DEFINED 3319 0 0 KIMBERLY CLARK CORP COM 494368103 1510 25548 SH DEFINED 25548 0 0 KINDER MORGAN INC KANS COM 49455P101 152 2572 SH DEFINED 2572 0 0 KING PHARMACEUTICALS INC COM 495582108 79 5145 SH DEFINED 5145 0 0 KLA-TENCOR CORP COM 482480100 2383 40713 SH DEFINED 40713 0 0 KMART HLDG CORPORATION COM 498780105 9247 386100 SH DEFINED 386100 0 0 KNIGHT RIDDER INC COM 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SANMINA SCI CORP COM 800907107 143 11325 SH DEFINED 11325 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1039 25000 SH DEFINED 25000 0 0 SARA LEE CORP COM 803111103 358 16492 SH DEFINED 16492 0 0 SBC COMMUNICATIONS INC COM 78387G103 50458 1935485 SH DEFINED 1935485 0 0 SCHERING PLOUGH CORP COM 806605101 2245 129111 SH DEFINED 129111 0 0 SCHLUMBERGER LTD COM 806857108 3486 63712 SH DEFINED 63712 0 0 SCHWAB CHARLES CORP NEW COM 808513105 335 28310 SH DEFINED 28310 0 0 SCIENTIFIC ATLANTA INC COM 808655104 87 3169 SH DEFINED 3169 0 0 SEAGATE TECHNOLOGY SHS G7945J104 378 20000 SH DEFINED 20000 0 0 SEALED AIR CORP NEW COM 81211K100 96 1773 SH DEFINED 1773 0 0 SEARS ROEBUCK & CO COM 812387108 241 5297 SH DEFINED 5297 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 8616 306300 SH DEFINED 306300 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1452 35000 SH DEFINED 35000 0 0 SEMPRA ENERGY COM 816851109 142 4721 SH DEFINED 4721 0 0 SEPRACOR INC COM 817315104 16449 687400 SH DEFINED 687400 0 0 SEROLOGICALS CORP COM 817523103 679 36513 SH DEFINED 36513 0 0 SGL CARBON AG SPONSORED ADR 784188203 401 71000 SH DEFINED 71000 0 0 SHERWIN WILLIAMS CO COM 824348106 106 3042 SH DEFINED 3042 0 0 SIEBEL SYS INC COM 826170102 148 10639 SH DEFINED 10639 0 0 SIGMA ALDRICH CORP COM 826552101 83 1447 SH DEFINED 1447 0 0 SILICON VY BANCSHARES COM 827064106 15826 438756 SH DEFINED 438756 0 0 SIMON PPTY GROUP INC NEW COM 828806109 185 3992 SH DEFINED 3992 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 879 47128 SH DEFINED 47128 0 0 SKECHERS U S A INC NOTE 4.500% 4/1 830566AB1 2373 26000 SH DEFINED 26000 0 0 SLM CORP COM 78442P106 354 9408 SH DEFINED 9408 0 0 SMITH INTL INC COM 832110100 0 2 SH DEFINED 2 0 0 SNAP ON INC COM 833034101 39 1216 SH DEFINED 1216 0 0 SOLECTRON CORP NOTE 11/2 834182AL1 10591 185000 SH DEFINED 185000 0 0 SOLECTRON CORP COM 834182107 107 18102 SH DEFINED 18102 0 0 SONY CORP ADR NEW 835699307 3796 109502 SH DEFINED 109502 0 0 SOUTHERN CO COM 842587107 1003 33144 SH DEFINED 33144 0 0 SOUTHTRUST CORP COM 844730101 227 6924 SH DEFINED 6924 0 0 SOUTHWEST AIRLS CO COM 844741108 298 18488 SH DEFINED 18488 0 0 SOVEREIGN BANCORP INC COM 845905108 0 2 SH DEFINED 2 0 0 SPECTRASITE INC COM 84761M104 3128 90000 SH DEFINED 90000 0 0 SPINNAKER EXPL CO COM 84855W109 627 19426 SH DEFINED 19426 0 0 SPRINT CORP COM FON GROUP 852061100 334 20356 SH DEFINED 20356 0 0 SPRINT CORP PCS COM SER 1 852061506 130 23099 SH DEFINED 23099 0 0 ST JUDE MED INC COM 790849103 221 3600 SH DEFINED 3600 0 0 ST PAUL COS INC COM 792860108 205 5179 SH DEFINED 5179 0 0 STANLEY WKS COM 854616109 64 1691 SH DEFINED 1691 0 0 STAPLES INC COM 855030102 282 10333 SH DEFINED 10333 0 0 STARBUCKS CORP COM 855244109 300 9047 SH DEFINED 9047 0 0 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 171 4750 SH DEFINED 4750 0 0 STATE STR CORP COM 857477103 363 6974 SH DEFINED 6974 0 0 STERIS CORP COM 859152100 0 1 SH DEFINED 1 0 0 STMICROELECTRONICS N V NOTE 9/2 861012AB8 15482 172500 SH DEFINED 172500 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 10 387 SH DEFINED 387 0 0 STRYKER CORP COM 863667101 354 4163 SH DEFINED 4163 0 0 SUN LIFE FINL INC COM 866796105 24 971 SH DEFINED 971 0 0 SUN MICROSYSTEMS INC COM 866810104 15214 3403485 SH DEFINED 3403485 0 0 SUNCOR ENERGY INC COM 867229106 13 514 SH DEFINED 514 0 0 SUNGARD DATA SYS INC COM 867363103 166 5995 SH DEFINED 5995 0 0 SUNOCO INC COM 86764P109 82 1612 SH DEFINED 1612 0 0 SUNTRUST BKS INC COM 867914103 420 5875 SH DEFINED 5875 0 0 SUPERVALU INC NOTE 11/0 868536AP8 68695 2066000 SH DEFINED 2066000 0 0 SUPERVALU INC COM 868536103 80 2798 SH DEFINED 2798 0 0 SWIFT TRANSN CO COM 870756103 0 1 SH DEFINED 1 0 0 SYMANTEC CORP COM 871503108 743 21526 SH DEFINED 21526 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 81 4811 SH DEFINED 4811 0 0 SYNOVUS FINL CORP COM 87161C105 182 6297 SH DEFINED 6297 0 0 SYSCO CORP COM 871829107 503 13505 SH DEFINED 13505 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 0 1 SH DEFINED 1 0 0 TARGET CORP COM 87612E106 730 19021 SH DEFINED 19021 0 0 TECHNE CORP COM 878377100 10 252 SH DEFINED 252 0 0 TECO ENERGY INC COM 872375100 56 3919 SH DEFINED 3919 0 0 TEKTRONIX INC COM 879131100 56 1764 SH DEFINED 1764 0 0 TELEFONICA S A SPONSORED ADR 879382208 2 46 SH DEFINED 46 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 5909 178900 SH DEFINED 178900 0 0 TELETECH HOLDINGS INC COM 879939106 0 2 SH DEFINED 2 0 0 TELLABS INC COM 879664100 76 9008 SH DEFINED 9008 0 0 TEMPLE INLAND INC COM 879868107 71 1133 SH DEFINED 1133 0 0 TENET HEALTHCARE CORP COM 88033G100 804 50070 SH DEFINED 50070 0 0 TERADYNE INC COM 880770102 102 3994 SH DEFINED 3994 0 0 TEXAS GENCO HLDGS INC COM 882443104 13 412 SH DEFINED 412 0 0 TEXAS INSTRS INC COM 882508104 3293 112092 SH DEFINED 112092 0 0 TEXTRON INC COM 883203101 162 2838 SH DEFINED 2838 0 0 THERMO ELECTRON CORP COM 883556102 86 3398 SH DEFINED 3398 0 0 THOMAS & BETTS CORP COM 884315102 28 1220 SH DEFINED 1220 0 0 TIFFANY & CO NEW COM 886547108 138 3060 SH DEFINED 3060 0 0 TIME WARNER INC COM 887317105 18765 1043080 SH DEFINED 1043080 0 0 TITAN CORP COM 888266103 9815 450000 SH DEFINED 450000 0 0 TITAN PHARMACEUTICALS INC COM 888314101 1752 600000 SH DEFINED 600000 0 0 TJX COS INC NEW COM 872540109 232 10502 SH DEFINED 10502 0 0 TORCHMARK CORP COM 891027104 108 2362 SH DEFINED 2362 0 0 TOTAL S A SPONSORED ADR 89151E109 3192 34500 SH DEFINED 34500 0 0 TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE1 6254 61920 SH DEFINED 61920 0 0 TOYS R US INC COM 892335100 56 4455 SH DEFINED 4455 0 0 TRANSCANADA CORP COM 89353D107 12 552 SH DEFINED 552 0 0 TRANSKARYOTIC THERAPIES INC COM 893735100 0 1 SH DEFINED 1 0 0 TRANSOCEAN INC ORD G90078109 160 6676 SH DEFINED 6676 0 0 TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD1 65710 673950 SH DEFINED 673950 0 0 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 10 600 SH DEFINED 600 0 0 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 359 21170 SH DEFINED 21170 0 0 TRIBUNE CO NEW COM 896047107 336 6516 SH DEFINED 6516 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 236 33400 SH DEFINED 33400 0 0 TUPPERWARE CORP COM 899896104 21 1219 SH DEFINED 1219 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 19 710 SH DEFINED 710 0 0 TXU CORP COM 873168108 580 24433 SH DEFINED 24433 0 0 TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF4 5105 40000 SH DEFINED 40000 0 0 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG2 20513 150000 SH DEFINED 150000 0 0 TYCO INTL LTD NEW COM 902124106 9403 354821 SH DEFINED 354821 0 0 TYSON FOODS INC CL A 902494103 0 1 SH DEFINED 1 0 0 UNILEVER N V N Y SHS NEW 904784709 2596 40000 SH DEFINED 40000 0 0 UNION PAC CORP COM 907818108 371 5335 SH DEFINED 5335 0 0 UNION PLANTERS CORP COM 908068109 124 3935 SH DEFINED 3935 0 0 UNISYS CORP COM 909214108 102 6895 SH DEFINED 6895 0 0 UNITED MICROELECTRONICS COR SPONSORED ADR 910873207 207 41788 SH DEFINED 41788 0 0 UNITED PARCEL SERVICE INC CL B 911312106 6744 90461 SH DEFINED 90461 0 0 UNITED STATES STL CORP NEW COM 912909108 75 2155 SH DEFINED 2155 0 0 UNITED TECHNOLOGIES CORP COM 913017109 931 9820 SH DEFINED 9820 0 0 UNITEDGLOBALCOM CL A 913247508 1276 150503 SH DEFINED 150503 0 0 UNITEDHEALTH GROUP INC COM 91324P102 712 12242 SH DEFINED 12242 0 0 UNIVISION COMMUNICATIONS INC CL A 914906102 267 6730 SH DEFINED 6730 0 0 UNOCAL CORP COM 915289102 199 5404 SH DEFINED 5404 0 0 UNUMPROVIDENT CORP COM 91529Y106 97 6178 SH DEFINED 6178 0 0 US BANCORP DEL COM NEW 902973304 1528 51300 SH DEFINED 51300 0 0 UST INC COM 902911106 124 3461 SH DEFINED 3461 0 0 UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 6303 80400 SH DEFINED 80400 0 0 UTSTARCOM INC COM 918076100 13627 367589 SH DEFINED 367589 0 0 V F CORP COM 918204108 98 2255 SH DEFINED 2255 0 0 VARIAN INC COM 922206107 0 2 SH DEFINED 2 0 0 VENATOR GROUP INC NOTE 5.500% 6/0 922944AB9 8961 59050 SH DEFINED 59050 0 0 VERISIGN INC COM 92343E102 5 292 SH DEFINED 292 0 0 VERITAS SOFTWARE CO COM 923436109 346 9350 SH DEFINED 9350 0 0 VERIZON COMMUNICATIONS COM 92343V104 69530 1982052 SH DEFINED 1982052 0 0 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 77728 1287420 SH DEFINED 1287420 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 33 3236 SH DEFINED 3236 0 0 VIACOM INC CL A 925524100 7037 158960 SH DEFINED 158960 0 0 VIACOM INC CL B 925524308 2144 48304 SH DEFINED 48304 0 0 VINTAGE PETE INC COM 927460105 9 715 SH DEFINED 715 0 0 VISTEON CORP COM 92839U107 706 67828 SH DEFINED 67828 0 0 VITESSE SEMICONDUCTOR CORP SDCV 4.000% 3/1 928497AB2 11390 115050 SH DEFINED 115050 0 0 VULCAN MATLS CO COM 929160109 101 2122 SH DEFINED 2122 0 0 WACHOVIA CORP 2ND NEW COM 929903102 1650 35425 SH DEFINED 35425 0 0 WAL MART STORES INC COM 931142103 52847 996182 SH DEFINED 996182 0 0 WALGREEN CO COM 931422109 778 21394 SH DEFINED 21394 0 0 WASHINGTON GROUP INTL INC COM NEW 938862208 508 14966 SH DEFINED 14966 0 0 WASHINGTON MUT INC COM 939322103 753 18768 SH DEFINED 18768 0 0 WASTE MGMT INC DEL COM 94106L109 360 12155 SH DEFINED 12155 0 0 WATERS CORP COM 941848103 84 2534 SH DEFINED 2534 0 0 WATSON PHARMACEUTICALS INC COM 942683103 773 16814 SH DEFINED 16814 0 0 WEATHERFORD INTERNATIONAL LT COM G95089101 637 17700 SH DEFINED 17700 0 0 WEATHERFORD INTL INC DBCV 6/3 947074AB6 4175 67479 SH DEFINED 67479 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 308 3171 SH DEFINED 3171 0 0 WELLS FARGO & CO NEW COM 949746101 6889 116983 SH DEFINED 116983 0 0 WENDYS INTL INC COM 950590109 93 2378 SH DEFINED 2378 0 0 WESTERN DIGITAL CORP COM 958102105 0 1 SH DEFINED 1 0 0 WEYERHAEUSER CO COM 962166104 294 4587 SH DEFINED 4587 0 0 WHIRLPOOL CORP COM 963320106 106 1454 SH DEFINED 1454 0 0 WHOLE FOODS MKT INC SDCV 3/0 966837AC0 66367 924980 SH DEFINED 924980 0 0 WHX CORP PFD CV SER A 929248201 309 62469 SH DEFINED 62469 0 0 WHX CORP PFD CV SER B 929248300 24 5000 SH DEFINED 5000 0 0 WHX CORP COM NEW 929248409 26 9605 SH DEFINED 9605 0 0 WILLIAMS COS INC DEL COM 969457100 227 23134 SH DEFINED 23134 0 0 WINN DIXIE STORES INC COM 974280109 29 2955 SH DEFINED 2955 0 0 WOODWARD GOVERNOR CO COM 980745103 0 1 SH DEFINED 1 0 0 WORTHINGTON INDS INC COM 981811102 32 1797 SH DEFINED 1797 0 0 WRIGLEY WM JR CO COM 982526105 264 4690 SH DEFINED 4690 0 0 WYETH COM 983024100 18533 436595 SH DEFINED 436595 0 0 XCEL ENERGY INC COM 98389B100 141 8323 SH DEFINED 8323 0 0 XEROX CORP COM 984121103 265 19216 SH DEFINED 19216 0 0 XILINX INC COM 983919101 276 7144 SH DEFINED 7144 0 0 XL CAP LTD CL A G98255105 242 3116 SH DEFINED 3116 0 0 XL CAP LTD DBCV 5/2 98372PAB4 28744 450000 SH DEFINED 450000 0 0 XL CAP LTD NOTE 9/0 98372PAD0 44096 717000 SH DEFINED 717000 0 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 9202 350000 SH DEFINED 350000 0 0 YAHOO INC COM 984332106 1000 22200 SH DEFINED 22200 0 0 YORK INTL CORP NEW COM 986670107 483 13125 SH DEFINED 13125 0 0 YUM BRANDS INC COM 988498101 238 6917 SH DEFINED 6917 0 0 ZIMMER HLDGS INC COM 98956P102 355 5046 SH DEFINED 5046 0 0 ZIONS BANCORPORATION COM 989701107 115 1875 SH DEFINED 1875 0 0 3M CO COM 88579Y101 5934 69791 SH DEFINED 69791 0 0 CANON INC ADR 138006309 319 6700 SH DEFINED 04 02 0 0 6700 CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA7 19647 196720 SH DEFINED 04 02 0 0 196720 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 16982 1093500 SH DEFINED 04 02 0 0 1093500 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 3806 85700 SH DEFINED 04 02 0 0 85700 CHINA UNICOM LTD SPONSORED ADR 16945R104 814 87200 SH DEFINED 04 02 0 0 87200 CNOOC LTD SPONSORED ADR 126132109 1046 26200 SH DEFINED 04 02 0 0 26200 FUJI PHOTO FILM LTD ADR 359586302 312 9500 SH DEFINED 04 02 0 0 9500 HONDA MOTOR LTD AMERN SHS 438128308 248 11000 SH DEFINED 04 02 0 0 11000 HUANENG PWR INTL INC SPON ADR N 443304100 2776 40000 SH DEFINED 04 02 0 0 40000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 25 264 SH DEFINED 04 02 0 0 264 MATSUSHITA ELEC INDL ADR 576879209 13 900 SH DEFINED 04 02 0 0 900 NEWMONT MINING CORP COM 651639106 972 20000 SH DEFINED 04 02 20000 0 0 NISSAN MOTORS SPONSORED ADR 654744408 541 24100 SH DEFINED 04 02 0 0 24100 NOMURA HLDGS INC SPONSORED ADR 65535H208 518 30600 SH DEFINED 04 02 0 0 30600 NTT DOCOMO INC SPONS ADR 62942M201 190 8300 SH DEFINED 04 02 0 0 8300 PETROCHINA CO LTD SPONSORED ADR 71646E100 9687 169800 SH DEFINED 04 02 0 0 169800 SK TELECOM LTD SPONSORED ADR 78440P108 1792 96100 SH DEFINED 04 02 0 0 96100 SONY CORP ADR NEW 835699307 381 11000 SH DEFINED 04 02 0 0 11000 TDK CORP AMERN DEP SH 872351408 179 2500 SH DEFINED 04 02 0 0 2500 VA SOFTWARE CORP COM 91819B105 391 100000 SH DEFINED 04 02 100000 0 0 A D C TELECOMMUNICATIONS COM 000886101 17 5670 SH DEFINED 03 0 0 5670 AAIPHARMA INC COM 00252W104 5 200 SH DEFINED 03 0 0 200 AAR CORP COM 000361105 4 274 SH DEFINED 03 0 0 274 ABBOTT LABS COM 002824100 18024 386787 SH DEFINED 03 0 0 386787 ABERDEEN ASIA PACIFIC INCOM COM 003009107 198 31131 SH DEFINED 03 0 0 31131 ABITIBI-CONSOLIDATED INC COM 003924107 89 11000 SH DEFINED 03 0 0 11000 ABN AMRO HLDG NV SPONSORED ADR 000937102 7271 309686 SH DEFINED 03 0 0 309686 ACCENTURE LTD BERMUDA CL A G1150G111 8 300 SH DEFINED 03 0 0 300 ACCREDO HEALTH INC COM 00437V104 26 830 SH DEFINED 03 0 0 830 ACE LTD ORD G0070K103 374 9027 SH DEFINED 03 0 0 9027 ACM INCOME FUND INC COM 000912105 271 31605 SH DEFINED 03 0 0 31605 ACTEL CORP COM 004934105 23 941 SH DEFINED 03 0 0 941 ACTIVISION INC NEW COM NEW 004930202 109 6000 SH DEFINED 03 0 0 6000 ACXIOM CORP COM 005125109 1 40 SH DEFINED 03 0 0 40 ADMINISTAFF INC COM 007094105 54 3100 SH DEFINED 03 0 0 3100 ADOBE SYS INC COM 00724F101 1269 32283 SH DEFINED 03 0 0 32283 ADVANCED AUTO PARTS INC COM 00751Y106 7 80 SH DEFINED 03 0 0 80 ADVANCED DIGITAL INFORMATION COM 007525108 7 500 SH DEFINED 03 0 0 500 ADVANCED FIBRE COMMUNICATION COM 00754A105 8 413 SH DEFINED 03 0 0 413 ADVANCED MARKETING SVCS INC COM 00753T105 6 500 SH DEFINED 03 0 0 500 ADVANCED MEDICAL OPTICS INC COM 00763M108 3 158 SH DEFINED 03 0 0 158 ADVANCED MICRO DEVICES INC COM 007903107 76 5100 SH DEFINED 03 0 0 5100 ADVENT SOFTWARE INC COM 007974108 30 1705 SH DEFINED 03 0 0 1705 AEGON N V ORD AMER REG 007924103 156 10549 SH DEFINED 03 0 0 10549 AES CORP COM 00130H105 1650 174812 SH DEFINED 03 0 0 174812 AETHER SYS INC COM 00808V105 0 100 SH DEFINED 03 0 0 100 AETNA INC NEW COM 00817Y108 5411 80074 SH DEFINED 03 0 0 80074 AFFILIATED COMPUTER SERVICES CL A 008190100 65 1187 SH DEFINED 03 0 0 1187 AFFILIATED MANAGERS GROUP COM 008252108 22 313 SH DEFINED 03 0 0 313 AFFYMETRIX INC COM 00826T108 74 3025 SH DEFINED 03 0 0 3025 AFLAC INC COM 001055102 1718 47480 SH DEFINED 03 0 0 47480 AGERE SYS INC CL A 00845V100 207 68011 SH DEFINED 03 0 0 68011 AGERE SYS INC CL B 00845V209 61 21173 SH DEFINED 03 0 0 21173 AGILENT TECHNOLOGIES INC COM 00846U101 181 6174 SH DEFINED 03 0 0 6174 AGL RES INC COM 001204106 155 5314 SH DEFINED 03 0 0 5314 AIR PRODS & CHEMS INC COM 009158106 37 700 SH DEFINED 03 0 0 700 AIRGAS INC COM 009363102 85 3980 SH DEFINED 03 0 0 3980 AIRTRAN HLDGS INC COM 00949P108 3 239 SH DEFINED 03 0 0 239 AK STL HLDG CORP COM 001547108 1 230 SH DEFINED 03 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03 0 0 1300 ALLIANCE GAMING CORP COM NEW 01859P609 20 796 SH DEFINED 03 0 0 796 ALLIANCE WORLD DLR GV FD II COM 01879R106 194 14905 SH DEFINED 03 0 0 14905 ALLIANT TECHSYSTEMS INC COM 018804104 3456 59836 SH DEFINED 03 0 0 59836 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 61 4792 SH DEFINED 03 0 0 4792 ALLIED CAP CORP NEW COM 01903Q108 223 8000 SH DEFINED 03 0 0 8000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 702 50570 SH DEFINED 03 0 0 50570 ALLSTATE CORP COM 020002101 7607 176826 SH DEFINED 03 0 0 176826 ALLTEL CORP COM 020039103 5479 117616 SH DEFINED 03 0 0 117616 ALLTEL CORP CORP UNT 7.75% 020039822 12 250 SH DEFINED 03 0 0 250 ALPHARMA INC CL A 020813101 16 800 SH DEFINED 03 0 0 800 ALTERA CORP COM 021441100 322 14200 SH DEFINED 03 0 0 14200 ALTRIA GROUP INC COM 02209S103 13031 239461 SH DEFINED 03 0 0 239461 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 211 2735 SH DEFINED 03 0 0 2735 AMAZON COM INC COM 023135106 224 4250 SH DEFINED 03 0 0 4250 AMB PROPERTY CORP COM 00163T109 181 5500 SH DEFINED 03 0 0 5500 AMBAC FINL GROUP INC COM 023139108 489 7044 SH DEFINED 03 0 0 7044 AMDOCS LTD ORD G02602103 41 1817 SH DEFINED 03 0 0 1817 AMEREN CORP COM 023608102 25 550 SH DEFINED 03 0 0 550 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 5964 218160 SH DEFINED 03 0 0 218160 AMERICAN AXLE & MFG HLDGS IN COM 024061103 319 7900 SH DEFINED 03 0 0 7900 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 131 8000 SH DEFINED 03 0 0 8000 AMERICAN ELEC PWR INC COM 025537101 25 831 SH DEFINED 03 0 0 831 AMERICAN EXPRESS CO COM 025816109 1139 23607 SH DEFINED 03 0 0 23607 AMERICAN FINL GROUP INC OHIO COM 025932104 672 25386 SH DEFINED 03 0 0 25386 AMERICAN GREETINGS CORP CL A 026375105 28 1294 SH DEFINED 03 0 0 1294 AMERICAN HEALTHWAYS INC COM 02649V104 48 2000 SH DEFINED 03 0 0 2000 AMERICAN INTL GROUP INC COM 026874107 6775 102211 SH DEFINED 03 0 0 102211 AMERICAN MED SYS HLDGS INC COM 02744M108 719 33000 SH DEFINED 03 0 0 33000 AMERICAN MGMT SYS INC COM 027352103 1 60 SH DEFINED 03 0 0 60 AMERICAN PHARMACEUTICALS PTN COM 02886P109 5 150 SH DEFINED 03 0 0 150 AMERICAN PWR CONVERSION CORP COM 029066107 22 892 SH DEFINED 03 0 0 892 AMERICAN STD COS INC DEL COM 029712106 435 4323 SH DEFINED 03 0 0 4323 AMERICREDIT CORP COM 03060R101 0 1 SH DEFINED 03 0 0 1 AMERIGAS PARTNERS L P UNIT L P INT 030975106 300 10701 SH DEFINED 03 0 0 10701 AMERISOURCEBERGEN CORP COM 03073E105 232 4140 SH DEFINED 03 0 0 4140 AMERITRADE HLDG CORP NEW COM 03074K100 1 87 SH DEFINED 03 0 0 87 AMERUS GROUP CO COM 03072M108 69 1976 SH DEFINED 03 0 0 1976 AMETEK INC NEW COM 031100100 1609 33349 SH DEFINED 03 0 0 33349 AMGEN INC NOTE 3/0 031162AE0 2 20 SH DEFINED 03 0 0 20 AMGEN INC COM 031162100 20386 329863 SH DEFINED 03 0 0 329863 AMKOR TECHNOLOGY INC COM 031652100 4 245 SH DEFINED 03 0 0 245 AMPAL AMERN ISRAEL CORP CL A 032015109 130 40000 SH DEFINED 03 0 0 40000 AMPHENOL CORP NEW CL A 032095101 2081 32558 SH DEFINED 03 0 0 32558 AMR CORP COM 001765106 90 6968 SH DEFINED 03 0 0 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03 0 0 18795 ISHARES TR S&P MIDCP VALU 464287705 646 5855 SH DEFINED 03 0 0 5855 ISHARES TR DJ US REAL EST 464287739 504 5076 SH DEFINED 03 0 0 5076 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 313 2339 SH DEFINED 03 0 0 2339 ISHARES TR S&P SMLCP VALU 464287879 494 4915 SH DEFINED 03 0 0 4915 ISHARES TR S&P SMLCP GROW 464287887 554 6245 SH DEFINED 03 0 0 6245 ISPAT INTL N V NY REG SH CL A 464899103 67 7500 SH DEFINED 03 0 0 7500 ISTAR FINL INC COM 45031U101 13 335 SH DEFINED 03 0 0 335 ITT EDUCATIONAL SERVICES INC COM 45068B109 39 834 SH DEFINED 03 0 0 834 ITT INDS INC IND COM 450911102 4633 62427 SH DEFINED 03 0 0 62427 IVANHOE ENERGY INC COM 465790103 88 23500 SH DEFINED 03 0 0 23500 IVAX CORP COM 465823102 20 819 SH DEFINED 03 0 0 819 J P MORGAN CHASE & CO COM 46625H100 18197 495419 SH DEFINED 03 0 0 495419 JABIL CIRCUIT INC COM 466313103 435 15372 SH DEFINED 03 0 0 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COM 595112103 3388 251499 SH DEFINED 03 0 0 251499 MICROS SYS INC COM 594901100 20 450 SH DEFINED 03 0 0 450 MICROSOFT CORP COM 594918104 35479 1288256 SH DEFINED 03 0 0 1288256 MIDCAP SPDR TR UNIT SER 1 595635103 2546 24151 SH DEFINED 03 0 0 24151 MILLEA HOLDINGS INC ADR 60032R106 8506 126199 SH DEFINED 03 0 0 126199 MILLENNIUM CELL INC COM 60038B105 132 56500 SH DEFINED 03 0 0 56500 MILLENNIUM CHEMICALS INC COM 599903101 737 58150 SH DEFINED 03 0 0 58150 MILLENNIUM PHARMACEUTICALS I COM 599902103 518 27750 SH DEFINED 03 0 0 27750 MILLER HERMAN INC COM 600544100 16 666 SH DEFINED 03 0 0 666 MINDSPEED TECHNOLOGIES INC COM 602682106 3 404 SH DEFINED 03 0 0 404 MINERALS TECHNOLOGIES INC COM 603158106 2 30 SH DEFINED 03 0 0 30 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 8159 1042041 SH DEFINED 03 0 0 1042041 MMO2 PLC ADR 55309W101 1200 87819 SH DEFINED 03 0 0 87819 MODINE MFG CO COM 607828100 1532 56779 SH DEFINED 03 0 0 56779 MOHAWK INDS INC COM 608190104 2 25 SH DEFINED 03 0 0 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