13F-HR 1 csfb13fmar04.txt CREDIT SUISSE FIRST BOSTON 13F AMENDMENT FILING FOR MARCH 2004 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2004 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 April 30, 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: 5585 Form 13F Information Table Value Total: $ 32,225,641 (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 FRNT 6/1 000886AB7 3966 3600000 SH DEFINED 03 0 0 3600000 A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD3 546 514000 SH DEFINED 03 0 0 514000 A D C TELECOMMUNICATIONS COM 000886101 3396 1173636 SH DEFINED 03 1173636 0 0 A S V INC COM 001963107 212 6968 SH DEFINED 03 6968 0 0 AAIPHARMA INC COM 00252W104 2073 313164 SH DEFINED 03 313164 0 0 AAR CORP COM 000361105 499 40675 SH DEFINED 03 40675 0 0 AARON RENTS INC COM 002535201 217 8712 SH DEFINED 03 8712 0 0 ABAXIS INC COM 002567105 681 33557 SH DEFINED 03 33557 0 0 ABB LTD SPONSORED ADR 000375204 474 79300 SH DEFINED 03 79300 0 0 ABBOTT LABS COM 002824100 64304 1564580 SH DEFINED 03 1564580 0 0 ABERCROMBIE 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RCPT 46060A107 5029 141100 SH DEFINED 03 141100 0 0 INTERNET CAP GROUP INC COM 46059C106 7 17188 SH DEFINED 03 17188 0 0 INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 23640 463800 SH DEFINED 03 463800 0 0 INTERNET SEC SYS INC COM 46060X107 3407 193258 SH DEFINED 03 193258 0 0 INTERPORE INTL COM 46062W107 642 44689 SH DEFINED 03 44689 0 0 INTERPUBLIC GROUP COS INC COM 460690100 6931 450618 SH DEFINED 03 450618 0 0 INTERSIL CORP CL A 46069S109 4704 211234 SH DEFINED 03 211234 0 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 489 43011 SH DEFINED 03 43011 0 0 INTERSTATE HOTELS & RESRTS I COM 46088S106 232 39400 SH DEFINED 03 39400 0 0 INTERTAN INC COM 461120107 398 28454 SH DEFINED 03 28454 0 0 INTERTAPE POLYMER GROUP INC COM 460919103 219 22300 SH DEFINED 03 22300 0 0 INTERVOICE INC NEW COM 461142101 1598 94888 SH DEFINED 03 94888 0 0 INTERWOVEN INC COM NEW 46114T508 823 82557 SH DEFINED 03 82557 0 0 INTEVAC INC COM 461148108 190 18473 SH DEFINED 03 18473 0 0 INTL PAPER CO COM 460146103 29958 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64817 572440 SH DEFINED 03 572440 0 0 ISHARES TR MSCI EMERG MKT 464287234 17550 100000 SH DEFINED 03 100000 0 0 ISHARES TR S&P500/BAR GRW 464287309 23049 415142 SH DEFINED 03 415142 0 0 ISHARES TR GS NAT RES IDX 464287374 6664 60312 SH DEFINED 03 60312 0 0 ISHARES TR S&P500/BAR VAL 464287408 93 1630 SH DEFINED 03 1630 0 0 ISHARES TR 20+ YR TRS BD 464287432 145282 1627100 SH DEFINED 03 1627100 0 0 ISHARES TR MSCI EAFE IDX 464287465 28 200 SH DEFINED 03 200 0 0 ISHARES TR RUSSELL MCP VL 464287473 19124 195721 SH DEFINED 03 195721 0 0 ISHARES TR RUSSELL MCP GR 464287481 13695 177400 SH DEFINED 03 177400 0 0 ISHARES TR RUSSELL MIDCAP 464287499 3975 56563 SH DEFINED 03 56563 0 0 ISHARES TR GLMN SCHS SOFT 464287515 16577 437840 SH DEFINED 03 437840 0 0 ISHARES TR GLDM SCHS SEMI 464287523 2523 40926 SH DEFINED 03 40926 0 0 ISHARES TR GLDM SCHS NETW 464287531 2870 91570 SH DEFINED 03 91570 0 0 ISHARES TR GLDM SACHS TEC 464287549 2440 53850 SH DEFINED 03 53850 0 0 ISHARES TR NASDQ BIO INDX 464287556 41490 536815 SH DEFINED 03 536815 0 0 ISHARES TR DJ US CON CYCL 464287580 1273 22350 SH DEFINED 03 22350 0 0 ISHARES TR RUSSELL1000VAL 464287598 45751 763658 SH DEFINED 03 763658 0 0 ISHARES TR S&P MIDCP GROW 464287606 52916 426745 SH DEFINED 03 426745 0 0 ISHARES TR RUSSELL1000GRW 464287614 8281 175813 SH DEFINED 03 175813 0 0 ISHARES TR RUSSELL 1000 464287622 714014 11798478 SH DEFINED 03 11798478 0 0 ISHARES TR RUSL 2000 VALU 464287630 17893 104546 SH DEFINED 03 104546 0 0 ISHARES TR RUSL 2000 GROW 464287648 142928 2286847 SH DEFINED 03 2286847 0 0 ISHARES TR RUSSELL 2000 464287655 546417 4646404 SH DEFINED 03 4646404 0 0 ISHARES TR RUSL 3000 VALU 464287663 11845 151600 SH DEFINED 03 151600 0 0 ISHARES TR RUSSELL 3000 464287689 7127 111064 SH DEFINED 03 111064 0 0 ISHARES TR S&P MIDCP VALU 464287705 29001 250875 SH DEFINED 03 250875 0 0 ISHARES TR DJ US TELECOMM 464287713 22792 1053737 SH DEFINED 03 1053737 0 0 ISHARES TR DJ US TECH SEC 464287721 13697 288656 SH DEFINED 03 288656 0 0 ISHARES TR DJ US INDUSTRL 464287754 2460 50453 SH DEFINED 03 50453 0 0 ISHARES TR DJ US HEALTHCR 464287762 2628 45790 SH DEFINED 03 45790 0 0 ISHARES TR DJ US FINL SVC 464287770 8984 84019 SH DEFINED 03 84019 0 0 ISHARES TR DJ US ENERGY 464287796 203 3891 SH DEFINED 03 3891 0 0 ISHARES TR S&P SMLCAP 600 464287804 47752 335336 SH DEFINED 03 335336 0 0 ISHARES TR DJ CON NON CYCL 464287812 2248 44215 SH DEFINED 03 44215 0 0 ISHARES TR DJ US BAS MATL 464287838 5338 120000 SH DEFINED 03 120000 0 0 ISHARES TR S&P SMLCP VALU 464287879 14604 136503 SH DEFINED 03 136503 0 0 ISHARES TR S&P SMLCP GROW 464287887 15451 164914 SH DEFINED 03 164914 0 0 ISIS PHARMACEUTICALS INC COM 464330109 149 19308 SH DEFINED 03 19308 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 1010 40069 SH DEFINED 03 40069 0 0 ISOLAGEN INC COM 46488N103 214 18167 SH DEFINED 03 18167 0 0 ISPAT INTL N V NY REG SH CL A 464899103 247 22600 SH DEFINED 03 22600 0 0 ISTA PHARMACEUTICALS INC COM NEW 45031X204 2636 204801 SH 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LANDAMERICA FINL GROUP INC COM 514936103 3266 72160 SH DEFINED 03 72160 0 0 LANDSTAR SYS INC COM 515098101 596 14565 SH DEFINED 03 14565 0 0 LASERSCOPE COM 518081104 903 46206 SH DEFINED 03 46206 0 0 LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE4 2011 2000000 SH DEFINED 03 0 0 2000000 LATTICE SEMICONDUCTOR CORP COM 518415104 1381 158159 SH DEFINED 03 158159 0 0 LAUDER ESTEE COS INC CL A 518439104 1199 27042 SH DEFINED 03 27042 0 0 LAWSON SOFTWARE INC COM 520780107 169 20459 SH DEFINED 03 20459 0 0 LCA-VISION INC COM PAR $.001 501803308 1009 42811 SH DEFINED 03 42811 0 0 LCC INTERNATIONAL INC CL A 501810105 103 17091 SH DEFINED 03 17091 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 2523 130401 SH DEFINED 03 130401 0 0 LEAR CORP COM 521865105 8701 140430 SH DEFINED 03 140430 0 0 LEARNING TREE INTL INC COM 522015106 184 11574 SH DEFINED 03 11574 0 0 LECG CORP COM 523234102 406 20986 SH DEFINED 03 20986 0 0 LECROY CORP COM 52324W109 239 11503 SH DEFINED 03 11503 0 0 LEE ENTERPRISES INC COM 523768109 1916 42417 SH DEFINED 03 42417 0 0 LEGG MASON INC COM 524901105 4946 53313 SH DEFINED 03 53313 0 0 LEGGETT & PLATT INC COM 524660107 4851 204584 SH DEFINED 03 204584 0 0 LEHMAN BROS HLDGS INC FRNT 4/0 524908EC0 16625 16625000 SH DEFINED 03 0 0 16625000 LEHMAN BROS HLDGS INC COM 524908100 20870 251845 SH DEFINED 03 251845 0 0 LENNAR CORP CL A 526057104 6800 125852 SH DEFINED 03 125852 0 0 LEUCADIA NATL CORP COM 527288104 2947 55317 SH DEFINED 03 55317 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 1867 464512 SH DEFINED 03 464512 0 0 LEXAR MEDIA INC COM 52886P104 474 28625 SH DEFINED 03 28625 0 0 LEXICON GENETICS INC COM 528872104 104 16226 SH DEFINED 03 16226 0 0 LEXINGTON CORP PPTYS TR COM 529043101 268 12279 SH DEFINED 03 12279 0 0 LEXMARK INTL NEW CL A 529771107 11916 129519 SH DEFINED 03 129519 0 0 LIBERTY CORP S C COM 530370105 482 10426 SH DEFINED 03 10426 0 0 LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 60937 54166000 SH DEFINED 03 0 0 54166000 LIBERTY MEDIA CORP NEW 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1966 104393 SH DEFINED 03 104393 0 0 LONGVIEW FIBRE CO COM 543213102 1250 111992 SH DEFINED 03 111992 0 0 LOUDEYE CORP COM 545754103 13 6873 SH DEFINED 03 6873 0 0 LOUISIANA PAC CORP COM 546347105 4210 163175 SH DEFINED 03 163175 0 0 LOWES COS INC NOTE 0.861%10/1 548661CG0 7311 6712000 SH DEFINED 03 0 0 6712000 LOWES COS INC COM 548661107 42492 757023 SH DEFINED 03 757023 0 0 LSI LOGIC CORP COM 502161102 6784 726294 SH DEFINED 03 726294 0 0 LTX CORP COM 502392103 717 47482 SH DEFINED 03 47482 0 0 LUBRIZOL CORP COM 549271104 2980 94624 SH DEFINED 03 94624 0 0 LUBYS INC COM 549282101 233 39177 SH DEFINED 03 39177 0 0 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 72134 48250000 SH DEFINED 03 0 0 48250000 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 136328 86695000 SH DEFINED 03 0 0 86695000 LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK3 1145 970000 SH DEFINED 03 0 0 970000 LUCENT TECHNOLOGIES INC COM 549463107 18422 4482167 SH DEFINED 03 4482167 0 0 LUMINENT MTG CAP INC COM 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KROGER CO COM 501044101 16898 1015478 SH DEFINED 1015478 0 0 KROLL INC COM 501049100 480 17893 SH DEFINED 17893 0 0 KT CORP SPONSORED ADR 48268K101 6780 356109 SH DEFINED 356109 0 0 LABOR READY INC COM NEW 505401208 501 37064 SH DEFINED 37064 0 0 LAFARGE NORTH AMERICA INC COM 505862102 4244 104400 SH DEFINED 104400 0 0 LAM RESEARCH CORP NOTE 4.000% 6/0 512807AE8 7035 70000 SH DEFINED 70000 0 0 LEAR CORP NOTE 2/2 521865AG0 37541 705000 SH DEFINED 705000 0 0 LEGG MASON INC NOTE 6/0 524901AG0 38588 525000 SH DEFINED 525000 0 0 LEGGETT & PLATT INC COM 524660107 95 4005 SH DEFINED 4005 0 0 LEHMAN BROS HLDGS INC COM 524908100 626 7557 SH DEFINED 7557 0 0 LENNAR CORP NOTE 4/0 526057AF1 17691 225000 SH DEFINED 225000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG5 610 10000 SH DEFINED 10000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 3763 45000 SH DEFINED 45000 0 0 LEXMARK INTL NEW CL A 529771107 2367 25726 SH DEFINED 25726 0 0 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 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MCGRAW HILL COS INC COM 580645109 303 3982 SH DEFINED 3982 0 0 MCKESSON CORP COM 58155Q103 182 6046 SH DEFINED 6046 0 0 MEADWESTVACO CORP COM 583334107 118 4185 SH DEFINED 4185 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 191 5615 SH DEFINED 5615 0 0 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 0 2 SH DEFINED 2 0 0 MEDIMMUNE INC NOTE 1.000% 7/1 584699AE2 12308 129900 SH DEFINED 129900 0 0 MEDIMMUNE INC COM 584699102 167 7254 SH DEFINED 7254 0 0 MEDTRONIC INC COM 585055106 5525 115704 SH DEFINED 115704 0 0 MELLON FINL CORP COM 58551A108 280 8938 SH DEFINED 8938 0 0 MENTOR CORP MINN COM 587188103 16847 559700 SH DEFINED 559700 0 0 MERCK & CO INC COM 589331107 122721 2777112 SH DEFINED 2777112 0 0 MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB5 5119 50750 SH DEFINED 50750 0 0 MERCURY INTERACTIVE CORP NOTE 5/0 589405AD1 11190 101840 SH DEFINED 101840 0 0 MERCURY INTERACTIVE CORP COM 589405109 88 1963 SH DEFINED 1963 0 0 MEREDITH CORP COM 589433101 53 1047 SH DEFINED 1047 0 0 MERISTAR 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COM 61166W101 203 5525 SH DEFINED 5525 0 0 MONSTER WORLDWIDE INC COM 611742107 62 2353 SH DEFINED 2353 0 0 MOODYS CORP COM 615369105 219 3091 SH DEFINED 3091 0 0 MORGAN STANLEY COM NEW 617446448 21305 371815 SH DEFINED 371815 0 0 MOTOROLA INC COM 620076109 6213 353024 SH DEFINED 353024 0 0 NABORS INDS INC DBCV 2/0 629568AF3 10600 160000 SH DEFINED 160000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1663 36359 SH DEFINED 36359 0 0 NASDAQ 100 TR UNIT SER 1 631100104 134286 3746807 SH DEFINED 3746807 0 0 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 37335 950000 SH DEFINED 950000 0 0 NATIONAL CITY CORP COM 635405103 449 12608 SH DEFINED 12608 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 165 3704 SH DEFINED 3704 0 0 NAVISTAR INTL CORP NEW COM 63934E108 47495 1035884 SH DEFINED 1035884 0 0 NCO GROUP INC COM 628858102 0 2 SH DEFINED 2 0 0 NCR CORP NEW COM 62886E108 87 1974 SH DEFINED 1974 0 0 NETWORK APPLIANCE INC COM 64120L104 155 7200 SH DEFINED 7200 0 0 NETWORKS ASSOCS INC NOTE 5.250% 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0 0 19871 HOOPER HOLMES INC COM 439104100 19 2967 SH DEFINED 03 0 0 2967 HORACE MANN EDUCATORS CORP N COM 440327104 7 466 SH DEFINED 03 0 0 466 HORMEL FOODS CORP COM 440452100 22 736 SH DEFINED 03 0 0 736 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1087 23420 SH DEFINED 03 0 0 23420 HOST MARRIOTT CORP NEW COM 44107P104 75 5838 SH DEFINED 03 0 0 5838 HOT TOPIC INC COM 441339108 18 680 SH DEFINED 03 0 0 680 HOUSTON EXPL CO COM 442120101 2269 50729 SH DEFINED 03 0 0 50729 HRPT PPTYS TR COM SH BEN INT 40426W101 1697 150158 SH DEFINED 03 0 0 150158 HSBC HLDGS PLC SPON ADR NEW 404280406 301 4030 SH DEFINED 03 0 0 4030 HUDSON UNITED BANCORP COM 444165104 65 1701 SH DEFINED 03 0 0 1701 HUGHES SUPPLY INC COM 444482103 1509 28794 SH DEFINED 03 0 0 28794 HUMANA INC COM 444859102 22 1179 SH DEFINED 03 0 0 1179 HUNT J B TRANS SVCS INC COM 445658107 19 687 SH DEFINED 03 0 0 687 HYPERION SOLUTIONS CORP COM 44914M104 46 1110 SH DEFINED 03 0 0 1110 ICOS CORP COM 449295104 276 7440 SH DEFINED 03 0 0 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ISHARES TR NASDQ BIO INDX 464287556 580 7505 SH DEFINED 03 0 0 7505 ISHARES TR RUSSELL1000VAL 464287598 716 11948 SH DEFINED 03 0 0 11948 ISHARES TR S&P MIDCP GROW 464287606 477 3850 SH DEFINED 03 0 0 3850 ISHARES TR RUSSELL1000GRW 464287614 699 14837 SH DEFINED 03 0 0 14837 ISHARES TR RUSSELL 1000 464287622 309 5100 SH DEFINED 03 0 0 5100 ISHARES TR RUSL 2000 VALU 464287630 614 3589 SH DEFINED 03 0 0 3589 ISHARES TR RUSL 2000 GROW 464287648 677 10824 SH DEFINED 03 0 0 10824 ISHARES TR RUSSELL 2000 464287655 2302 19572 SH DEFINED 03 0 0 19572 ISHARES TR S&P MIDCP VALU 464287705 677 5855 SH DEFINED 03 0 0 5855 ISHARES TR DJ US TELECOMM 464287713 22 1000 SH DEFINED 03 0 0 1000 ISHARES TR DJ US REAL EST 464287739 587 5364 SH DEFINED 03 0 0 5364 ISHARES TR DJ US INDUSTRL 464287754 3 68 SH DEFINED 03 0 0 68 ISHARES TR DJ US HEALTHCR 464287762 97 1695 SH DEFINED 03 0 0 1695 ISHARES TR S&P SMLCAP 600 464287804 306 2148 SH DEFINED 03 0 0 2148 ISHARES TR DJ CON NON CYCL 464287812 25 500 SH DEFINED 03 0 0 500 ISHARES TR DJ US BAS MATL 464287838 22 500 SH DEFINED 03 0 0 500 ISHARES TR S&P SMLCP VALU 464287879 526 4915 SH DEFINED 03 0 0 4915 ISHARES TR S&P SMLCP GROW 464287887 557 5945 SH DEFINED 03 0 0 5945 ISLE OF CAPRI CASINOS INC COM 464592104 11 450 SH DEFINED 03 0 0 450 ISPAT INTL N V NY REG SH CL A 464899103 60 5500 SH DEFINED 03 0 0 5500 ISTAR FINL INC COM 45031U101 14 335 SH DEFINED 03 0 0 335 ITT EDUCATIONAL SERVICES INC COM 45068B109 48 1534 SH DEFINED 03 0 0 1534 ITT INDS INC IND COM 450911102 4383 57428 SH DEFINED 03 0 0 57428 IVAX CORP COM 465823102 19 819 SH DEFINED 03 0 0 819 J P MORGAN CHASE & CO COM 46625H100 6975 166263 SH DEFINED 03 0 0 166263 JABIL CIRCUIT INC COM 466313103 410 13927 SH DEFINED 03 0 0 13927 JACOBS ENGR GROUP INC DEL COM 469814107 4 100 SH DEFINED 03 0 0 100 JANUS CAP GROUP INC COM 47102X105 91 5581 SH DEFINED 03 0 0 5581 JDA SOFTWARE GROUP INC COM 46612K108 15 1000 SH DEFINED 03 0 0 1000 JDS UNIPHASE CORP COM 46612J101 381 93662 SH 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COM 883203101 3836 72174 SH DEFINED 03 0 0 72174 THERASENSE INC COM 883381105 135 5000 SH DEFINED 03 0 0 5000 THERMO ELECTRON CORP COM 883556102 81 2865 SH DEFINED 03 0 0 2865 THOR INDS INC COM 885160101 9 350 SH DEFINED 03 0 0 350 THORATEC CORP COM NEW 885175307 19 1500 SH DEFINED 03 0 0 1500 THORNBURG MTG INC COM 885218107 31 1000 SH DEFINED 03 0 0 1000 THQ INC COM NEW 872443403 97 4800 SH DEFINED 03 0 0 4800 TIBCO SOFTWARE INC COM 88632Q103 48 5900 SH DEFINED 03 0 0 5900 TIME WARNER INC COM 887317105 5080 301306 SH DEFINED 03 0 0 301306 TIMKEN CO COM 887389104 70 3000 SH DEFINED 03 0 0 3000 TITAN CORP COM 888266103 1 50 SH DEFINED 03 0 0 50 TITAN PHARMACEUTICALS INC COM 888314101 1 100 SH DEFINED 03 0 0 100 TIVO INC COM 888706108 13 1500 SH DEFINED 03 0 0 1500 TJX COS INC NEW COM 872540109 12117 493347 SH DEFINED 03 0 0 493347 TOLL BROTHERS INC COM 889478103 20 440 SH DEFINED 03 0 0 440 TOO INC COM 890333107 113 5406 SH DEFINED 03 0 0 5406 TOOTSIE ROLL INDS INC COM 890516107 104 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ULTIMATE SOFTWARE GROUP INC COM 90385D107 17 1254 SH DEFINED 03 0 0 1254 ULTRATECH INC COM 904034105 1 40 SH DEFINED 03 0 0 40 UNIFI INC COM 904677101 136 30800 SH DEFINED 03 0 0 30800 UNILEVER N V N Y SHS NEW 904784709 9131 131494 SH DEFINED 03 0 0 131494 UNILEVER PLC SPON ADR NEW 904767704 39 970 SH DEFINED 03 0 0 970 UNION PAC CORP COM 907818108 99 1650 SH DEFINED 03 0 0 1650 UNION PLANTERS CORP COM 908068109 10 350 SH DEFINED 03 0 0 350 UNISOURCE ENERGY CORP COM 909205106 0 10 SH DEFINED 03 0 0 10 UNISYS CORP COM 909214108 4100 287120 SH DEFINED 03 0 0 287120 UNITED ONLINE INC COM 911268100 1 63 SH DEFINED 03 0 0 63 UNITED PARCEL SERVICE INC CL B 911312106 134 1925 SH DEFINED 03 0 0 1925 UNITED RENTALS INC COM 911363109 36 2000 SH DEFINED 03 0 0 2000 UNITED STATES STL CORP NEW COM 912909108 270 7234 SH DEFINED 03 0 0 7234 UNITED STATIONERS INC COM 913004107 6 152 SH DEFINED 03 0 0 152 UNITED SURGICAL PARTNERS INT COM 913016309 92 2719 SH DEFINED 03 0 0 2719 UNITED TECHNOLOGIES CORP COM 913017109 19956 231239 SH DEFINED 03 0 0 231239 UNITEDGLOBALCOM CL A 913247508 2 200 SH DEFINED 03 0 0 200 UNITEDHEALTH GROUP INC COM 91324P102 1089 16897 SH DEFINED 03 0 0 16897 UNIVERSAL CORP VA COM 913456109 1 25 SH DEFINED 03 0 0 25 UNIVERSAL HLTH SVCS INC CL B 913903100 130 2826 SH DEFINED 03 0 0 2826 UNIVISION COMMUNICATIONS INC CL A 914906102 355 10750 SH DEFINED 03 0 0 10750 UNOCAL CORP COM 915289102 2167 58138 SH DEFINED 03 0 0 58138 UNOVA INC COM 91529B106 0 4 SH DEFINED 03 0 0 4 UNUMPROVIDENT CORP COM 91529Y106 89 6080 SH DEFINED 03 0 0 6080 URBAN OUTFITTERS INC COM 917047102 240 4990 SH DEFINED 03 0 0 4990 US BANCORP DEL COM NEW 902973304 6066 219378 SH DEFINED 03 0 0 219378 USF CORP COM 91729Q101 10 300 SH DEFINED 03 0 0 300 UST INC COM 902911106 2948 81662 SH DEFINED 03 0 0 81662 UTSTARCOM INC COM 918076100 105 3667 SH DEFINED 03 0 0 3667 VALASSIS COMMUNICATIONS INC COM 918866104 76 2506 SH DEFINED 03 0 0 2506 VALERO ENERGY CORP NEW COM 91913Y100 183 3060 SH DEFINED 03 0 0 3060 VALERO L P COM UT LTD PRT 91913W104 629 11500 SH DEFINED 03 0 0 11500 VALSPAR CORP COM 920355104 75 1519 SH DEFINED 03 0 0 1519 VARCO INTL INC DEL COM 922122106 1830 101626 SH DEFINED 03 0 0 101626 VARIAN INC COM 922206107 2470 61491 SH DEFINED 03 0 0 61491 VARIAN MED SYS INC COM 92220P105 54 621 SH DEFINED 03 0 0 621 VASTERA INC COM 92239N109 12 3000 SH DEFINED 03 0 0 3000 VCA ANTECH INC COM 918194101 96 2692 SH DEFINED 03 0 0 2692 VECTREN CORP COM 92240G101 12 500 SH DEFINED 03 0 0 500 VEECO INSTRS INC DEL COM 922417100 241 8600 SH DEFINED 03 0 0 8600 VERISIGN INC COM 92343E102 1414 85216 SH DEFINED 03 0 0 85216 VERITAS SOFTWARE CO COM 923436109 7591 282106 SH DEFINED 03 0 0 282106 VERIZON COMMUNICATIONS COM 92343V104 20174 552102 SH DEFINED 03 0 0 552102 VERSO TECHNOLOGIES INC COM 925317109 99 59500 SH DEFINED 03 0 0 59500 VIA NET WRKS INC COM 925912107 2 1750 SH DEFINED 03 0 0 1750 VIACOM INC CL A 925524100 262 6619 SH DEFINED 03 0 0 6619 VIACOM INC CL B 925524308 18516 472235 SH DEFINED 03 0 0 472235 VIAD CORP COM 92552R109 80 3323 SH DEFINED 03 0 0 3323 VIASAT INC COM 92552V100 36 1435 SH DEFINED 03 0 0 1435 VICURON PHARMACEUTICALS INC COM 926471103 236 10384 SH DEFINED 03 0 0 10384 VISHAY INTERTECHNOLOGY INC COM 928298108 257 12038 SH DEFINED 03 0 0 12038 VISTEON CORP COM 92839U107 14 1424 SH DEFINED 03 0 0 1424 VITESSE SEMICONDUCTOR CORP COM 928497106 0 1 SH DEFINED 03 0 0 1 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 2037 85226 SH DEFINED 03 0 0 85226 VORNADO RLTY TR SH BEN INT 929042109 584 9650 SH DEFINED 03 0 0 9650 W HLDG CO INC COM 929251106 14 765 SH DEFINED 03 0 0 765 W-H ENERGY SVCS INC COM 92925E108 109 7507 SH DEFINED 03 0 0 7507 WABASH NATL CORP COM 929566107 22 929 SH DEFINED 03 0 0 929 WACHOVIA CORP 2ND NEW COM 929903102 16490 350848 SH DEFINED 03 0 0 350848 WADDELL & REED FINL INC CL A 930059100 17 699 SH DEFINED 03 0 0 699 WAL MART STORES INC COM 931142103 17579 294512 SH DEFINED 03 0 0 294512 WALGREEN CO COM 931422109 1340 40671 SH DEFINED 03 0 0 40671 WALTER INDS INC COM 93317Q105 1 100 SH DEFINED 03 0 0 100 WARNACO GROUP INC COM NEW 934390402 1784 88788 SH DEFINED 03 0 0 88788 WASHINGTON FED INC COM 938824109 66 2593 SH DEFINED 03 0 0 2593 WASHINGTON MUT INC COM 939322103 7724 180838 SH DEFINED 03 0 0 180838 WASHINGTON POST CO CL B 939640108 23 26 SH DEFINED 03 0 0 26 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 410 12650 SH DEFINED 03 0 0 12650 WASTE CONNECTIONS INC COM 941053100 30 742 SH DEFINED 03 0 0 742 WASTE MGMT INC DEL COM 94106L109 2771 91805 SH DEFINED 03 0 0 91805 WATERS CORP COM 941848103 119 2921 SH DEFINED 03 0 0 2921 WATSON PHARMACEUTICALS INC COM 942683103 50 1170 SH DEFINED 03 0 0 1170 WATSON WYATT & CO HLDGS CL A 942712100 1635 64761 SH DEFINED 03 0 0 64761 WCI CMNTYS INC COM 92923C104 8 300 SH DEFINED 03 0 0 300 WD-40 CO COM 929236107 2 50 SH DEFINED 03 0 0 50 WEATHERFORD INTERNATIONAL LT COM G95089101 2747 65357 SH DEFINED 03 0 0 65357 WEBEX COMMUNICATIONS INC COM 94767L109 110 3700 SH DEFINED 03 0 0 3700 WEBMD CORP COM 94769M105 903 101594 SH DEFINED 03 0 0 101594 WEBSTER FINL CORP CONN COM 947890109 1444 28481 SH DEFINED 03 0 0 28481 WEIGHT WATCHERS INTL INC NEW COM 948626106 76 1800 SH DEFINED 03 0 0 1800 WEINGARTEN RLTY INVS SH BEN INT 948741103 3 100 SH DEFINED 03 0 0 100 WELLCHOICE INC COM 949475107 221 6000 SH DEFINED 03 0 0 6000 WELLPOINT HEALTH NETWORK NEW COM 94973H108 1847 16241 SH DEFINED 03 0 0 16241 WELLS FARGO & CO NEW COM 949746101 22499 397019 SH DEFINED 03 0 0 397019 WENDYS INTL INC COM 950590109 37 900 SH DEFINED 03 0 0 900 WERNER ENTERPRISES INC COM 950755108 3239 170923 SH DEFINED 03 0 0 170923 WESTAR ENERGY INC COM 95709T100 28 1358 SH DEFINED 03 0 0 1358 WESTCORP INC COM 957907108 45 1025 SH DEFINED 03 0 0 1025 WESTERN DIGITAL CORP COM 958102105 50 4494 SH DEFINED 03 0 0 4494 WESTERN WIRELESS CORP CL A 95988E204 1 50 SH DEFINED 03 0 0 50 WESTPORT RES CORP NEW COM 961418100 26 800 SH DEFINED 03 0 0 800 WESTWOOD ONE INC COM 961815107 21 699 SH DEFINED 03 0 0 699 WEYERHAEUSER CO COM 962166104 13 200 SH DEFINED 03 0 0 200 WGL HLDGS INC COM 92924F106 2034 67561 SH DEFINED 03 0 0 67561 WHIRLPOOL CORP COM 963320106 15 213 SH DEFINED 03 0 0 213 WHITE MTNS INS GROUP LTD COM G9618E107 62 119 SH DEFINED 03 0 0 119 WHITEHALL JEWELLERS INC COM 965063100 64 7042 SH DEFINED 03 0 0 7042 WHITNEY HLDG CORP COM 966612103 15 365 SH DEFINED 03 0 0 365 WHOLE FOODS MKT INC COM 966837106 50 662 SH DEFINED 03 0 0 662 WILLIAMS COS INC DEL COM 969457100 44 4583 SH DEFINED 03 0 0 4583 WILLIS GROUP HOLDINGS LTD SHS G96655108 212 5700 SH DEFINED 03 0 0 5700 WILMINGTON TRUST CORP COM 971807102 260 6950 SH DEFINED 03 0 0 6950 WILSON GREATBATCH TECHNOLOGI COM 972232102 108 2974 SH DEFINED 03 0 0 2974 WIRELESS FACILITIES INC COM 97653A103 22 2000 SH DEFINED 03 0 0 2000 WISCONSIN ENERGY CORP COM 976657106 16 486 SH DEFINED 03 0 0 486 WOLVERINE TUBE INC COM 978093102 52 6200 SH DEFINED 03 0 0 6200 WOODHEAD INDS INC COM 979438108 985 65653 SH DEFINED 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1154 YUM BRANDS INC COM 988498101 49 1286 SH DEFINED 03 0 0 1286 ZALE CORP NEW COM 988858106 14 221 SH DEFINED 03 0 0 221 ZEBRA TECHNOLOGIES CORP CL A 989207105 178 2566 SH DEFINED 03 0 0 2566 ZIMMER HLDGS INC COM 98956P102 105 1417 SH DEFINED 03 0 0 1417 ZIONS BANCORPORATION COM 989701107 229 4000 SH DEFINED 03 0 0 4000 ZIX CORP COM 98974P100 0 10 SH DEFINED 03 0 0 10 ZORAN CORP COM 98975F101 312 18000 SH DEFINED 03 0 0 18000 3COM CORP COM 885535104 15 2115 SH DEFINED 03 0 0 2115 3M CO COM 88579Y101 2951 36047 SH DEFINED 03 0 0 36047 8X8 INC NEW COM 282914100 28 8000 SH DEFINED 03 0 0 8000 99 CENTS ONLY STORES COM 65440K106 17 700 SH DEFINED 03 0 0 700