-----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, AQXpLSCPk7+rlKBL3/0D0slSy7Kuo0L0MdTPJ2TngeE3vu8PLvdukb6z6qd1QcE0 W7IgTbMwPUiqD3JuvTd4QA== 0000036121-04-000026.txt : 20040813 0000036121-04-000026.hdr.sgml : 20040813 20040813142049 ACCESSION NUMBER: 0000036121-04-000026 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040813 EFFECTIVENESS DATE: 20040813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT SUISSE FIRST BOSTON INC CENTRAL INDEX KEY: 0000036121 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 132853402 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02205 FILM NUMBER: 04973459 BUSINESS ADDRESS: STREET 1: ONE MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2123254492 MAIL ADDRESS: STREET 1: ONE MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010-3629 FORMER COMPANY: FORMER CONFORMED NAME: CS FIRST BOSTON INC DATE OF NAME CHANGE: 19931118 FORMER COMPANY: FORMER CONFORMED NAME: CS FIRST BOSTON GROUP INC/DE DATE OF NAME CHANGE: 19931029 FORMER COMPANY: FORMER CONFORMED NAME: FIRST BOSTON INC /DE/ DATE OF NAME CHANGE: 19881222 13F-HR 1 csfb13fjune04.txt CREDIT SUISSE FIRST BOSTON 13F AMENDMENT FILING FOR JUNE 2004 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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: Michael Ludwig Title: Vice President Phone: 212-538-3866 Signature, Place, and Date of Signing: Eugene Rosati New York, New York August 13, 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: 5724 Form 13F Information Table Value Total: $ 39,012,865 (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 3896 3600000 SH DEFINED 03 0 0 3600000 A D C TELECOMMUNICATIONS COM 000886101 2928 1030905 SH DEFINED 03 1030905 0 0 AAIPHARMA INC COM 00252W104 1744 322433 SH DEFINED 03 322433 0 0 AAR CORP COM 000361105 379 33389 SH DEFINED 03 33389 0 0 AARON RENTS INC COM 002535201 322 9711 SH DEFINED 03 9711 0 0 ABB LTD SPONSORED ADR 000375204 408 73500 SH DEFINED 03 73500 0 0 ABBOTT LABS COM 002824100 71355 1750610 SH DEFINED 03 1750610 0 0 ABERCROMBIE & FITCH CO CL A 002896207 3807 98239 SH DEFINED 03 98239 0 0 ABGENIX INC NOTE 3.500% 3/1 00339BAB3 395 425000 SH DEFINED 03 0 0 425000 ABGENIX INC COM 00339B107 2493 213637 SH DEFINED 03 213637 0 0 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BANCORP INC COM 151408101 34 3069 SH DEFINED 03 3069 0 0 CENTERPOINT ENERGY INC COM 15189T107 4599 399887 SH DEFINED 03 399887 0 0 CENTERPOINT PPTYS TR COM 151895109 3490 45468 SH DEFINED 03 45468 0 0 CENTEX CORP COM 152312104 6615 144601 SH DEFINED 03 144601 0 0 CENTILLIUM COMMUNICATIONS IN COM 152319109 187 49002 SH DEFINED 03 49002 0 0 CENTRA SOFTWARE INC COM 15234X103 42 18700 SH DEFINED 03 18700 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 681 26415 SH DEFINED 03 26415 0 0 CENTRAL FGHT LINES INC NEV COM 153491105 365 46141 SH DEFINED 03 46141 0 0 CENTRAL GARDEN & PET CO COM 153527106 679 19038 SH DEFINED 03 19038 0 0 CENTRAL PKG CORP COM 154785109 491 26246 SH DEFINED 03 26246 0 0 CENTURY ALUM CO COM 156431108 1881 75890 SH DEFINED 03 75890 0 0 CENTURY BUSINESS SVCS INC COM 156490104 73 16799 SH DEFINED 03 16799 0 0 CENTURYTEL INC COM 156700106 5716 190275 SH DEFINED 03 190275 0 0 CENVEO INC COM 15670S105 73 24900 SH DEFINED 03 24900 0 0 CEPHALON INC NOTE 2.500%12/1 156708AE9 4579 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22943 SH DEFINED 03 22943 0 0 CYTOKINETICS INC COM 23282W100 46482 3130131 SH DEFINED 03 3130131 0 0 CYTYC CORP COM 232946103 8088 318911 SH DEFINED 03 318911 0 0 D & K HEALTHCARE RES INC COM 232861104 404 33733 SH DEFINED 03 33733 0 0 D R HORTON INC COM 23331A109 5658 199231 SH DEFINED 03 199231 0 0 DADE BEHRING HLDGS INC COM 23342J206 3263 68680 SH DEFINED 03 68680 0 0 DAIMLERCHRYSLER AG ORD D1668R123 27 570 SH DEFINED 03 570 0 0 DAKTRONICS INC COM 234264109 295 11860 SH DEFINED 03 11860 0 0 DANA CORP COM 235811106 3449 175952 SH DEFINED 03 175952 0 0 DANAHER CORP DEL COM 235851102 16748 323010 SH DEFINED 03 323010 0 0 DANIELSON HLDG CORP COM 236274106 1096 158560 SH DEFINED 03 158560 0 0 DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 93 20700 SH DEFINED 03 20700 0 0 DARDEN RESTAURANTS INC COM 237194105 5480 266688 SH DEFINED 03 266688 0 0 DATASCOPE CORP COM 238113104 221 5605 SH DEFINED 03 5605 0 0 DAVE & BUSTERS INC COM 23833N104 383 20376 SH DEFINED 03 20376 0 0 DAVITA INC COM 23918K108 3136 101735 SH DEFINED 03 101735 0 0 DEAN FOODS CO NEW COM 242370104 4280 114719 SH DEFINED 03 114719 0 0 DECODE GENETICS INC COM 243586104 157 18474 SH DEFINED 03 18474 0 0 DECS TR IX DECS EXCH LABR 24366R207 513 52600 SH DEFINED 03 52600 0 0 DEERE & CO COM 244199105 28641 408338 SH DEFINED 03 408338 0 0 DEL MONTE FOODS CO COM 24522P103 997 98139 SH DEFINED 03 98139 0 0 DELL INC COM 24702R101 111952 3112368 SH DEFINED 03 3112368 0 0 DELPHI CORP COM 247126105 6031 564674 SH DEFINED 03 564674 0 0 DELPHI FINL GROUP INC CL A 247131105 243 5463 SH DEFINED 03 5463 0 0 DELTA & PINE LD CO COM 247357106 360 16405 SH DEFINED 03 16405 0 0 DELTA AIR LINES INC DEL COM 247361108 752 105588 SH DEFINED 03 105588 0 0 DELUXE CORP COM 248019101 3788 87084 SH DEFINED 03 87084 0 0 DENBURY RES INC COM NEW 247916208 491 23414 SH DEFINED 03 23414 0 0 DENDREON CORP COM 24823Q107 834 68472 SH DEFINED 03 68472 0 0 DENTSPLY INTL INC NEW COM 249030107 4748 91219 SH DEFINED 03 91219 0 0 DEPARTMENT 56 INC COM 249509100 162 10540 SH DEFINED 03 10540 0 0 DEPOMED INC COM 249908104 58 11827 SH DEFINED 03 11827 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 536 6780 SH DEFINED 03 6780 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 641 36200 SH DEFINED 03 36200 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 8425 238187 SH DEFINED 03 238187 0 0 DEVON ENERGY CORP NEW COM 25179M103 20655 312957 SH DEFINED 03 312957 0 0 DEVRY INC DEL COM 251893103 1535 55982 SH DEFINED 03 55982 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 4046 73900 SH DEFINED 03 73900 0 0 DIAGNOSTIC PRODS CORP COM 252450101 242 5506 SH DEFINED 03 5506 0 0 DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE2 11290 12200000 SH DEFINED 03 0 0 12200000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 4083 171343 SH DEFINED 03 171343 0 0 DIAMONDCLUSTER INTL INC COM 25278P106 329 37537 SH DEFINED 03 37537 0 0 DIAMONDS TR UNIT SER 1 252787106 189608 1812172 SH DEFINED 03 0 0 0 DICKS SPORTING GOODS INC COM 253393102 1253 37560 SH DEFINED 03 37560 0 0 DIEBOLD INC COM 253651103 2612 49402 SH DEFINED 03 49402 0 0 DIGENE CORP COM 253752109 268 7331 SH DEFINED 03 7331 0 0 DIGI INTL INC COM 253798102 325 30299 SH DEFINED 03 30299 0 0 DIGITAL GENERATION SYS INC COM 253921100 11 7600 SH DEFINED 03 7600 0 0 DIGITAL INSIGHT CORP COM 25385P106 610 29717 SH DEFINED 03 29717 0 0 DIGITAL RIV INC COM 25388B104 2523 77693 SH DEFINED 03 77693 0 0 DIGITALNET HLDGS INC COM 25389B103 235 11567 SH DEFINED 03 11567 0 0 DILLARDS INC CL A 254067101 4706 211036 SH DEFINED 03 211036 0 0 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 7 62163 SH DEFINED 03 0 0 0 DIME CMNTY BANCSHARES COM 253922108 479 27380 SH DEFINED 03 27380 0 0 DIMON INC COM 254394109 161 28150 SH DEFINED 03 28150 0 0 DIRECT GEN CORP COM 25456W204 78 2414 SH DEFINED 03 2414 0 0 DIRECTV GROUP INC COM 25459L106 3562 208292 SH DEFINED 03 208292 0 0 DISCOVERY LABORATORIES INC N COM 254668106 115 11961 SH DEFINED 03 11961 0 0 DISNEY WALT CO (C) COM 254687106 3791 150000 SH CALL DEFINED 03 0 0 0 DISNEY WALT CO COM DISNEY 254687106 52747 2069316 SH DEFINED 03 2069316 0 0 DITECH COMMUNICATIONS CORP COM 25500M103 1257 53884 SH DEFINED 03 53884 0 0 DIVERSA CORP COM 255064107 106 10567 SH DEFINED 03 10567 0 0 DJ ORTHOPEDICS INC COM 23325G104 588 25555 SH DEFINED 03 25555 0 0 DOBSON COMMUNICATIONS CORP CL A 256069105 145 44825 SH DEFINED 03 44825 0 0 DOCUCORP INTL INC COM 255911109 243 27927 SH DEFINED 03 27927 0 0 DOLLAR GEN CORP COM 256669102 7853 401466 SH DEFINED 03 401466 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 361 13156 SH DEFINED 03 13156 0 0 DOLLAR TREE STORES INC COM 256747106 4317 157824 SH DEFINED 03 157824 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAP4 833 830000 SH DEFINED 03 0 0 830000 DOMINION RES INC VA NEW COM 25746U109 29022 460088 SH DEFINED 03 460088 0 0 DONALDSON INC COM 257651109 1794 61212 SH DEFINED 03 61212 0 0 DONNELLEY R R & SONS CO COM 257867101 8237 249441 SH DEFINED 03 249441 0 0 DORAL FINL CORP COM 25811P100 1869 54188 SH DEFINED 03 54188 0 0 DOT HILL SYS CORP COM 25848T109 1043 93491 SH DEFINED 03 93491 0 0 DOUBLECLICK INC COM 258609304 1639 210913 SH DEFINED 03 210913 0 0 DOV PHARMACEUTICAL INC COM 259858108 350 25154 SH DEFINED 03 25154 0 0 DOVER CORP COM 260003108 8374 198910 SH DEFINED 03 198910 0 0 DOW CHEM CO COM 260543103 34114 838179 SH DEFINED 03 838179 0 0 DOW JONES & CO INC COM 260561105 4083 90526 SH DEFINED 03 90526 0 0 DOWNEY FINL CORP COM 261018105 1323 24854 SH DEFINED 03 24854 0 0 DPL INC COM 233293109 2212 113910 SH DEFINED 03 113910 0 0 DR REDDYS LABS LTD ADR 256135203 1477 85000 SH DEFINED 03 85000 0 0 DREXLER TECHNOLOGY CORP COM 261876106 547 41286 SH DEFINED 03 41286 0 0 DRS TECHNOLOGIES INC COM 23330X100 121 3783 SH DEFINED 03 3783 0 0 DRUGSTORE COM INC COM 262241102 36 10294 SH DEFINED 03 10294 0 0 DSL NET INC COM 262506108 8 27800 SH DEFINED 03 27800 0 0 DST SYS INC DEL COM 233326107 4245 88278 SH DEFINED 03 88278 0 0 DTE ENERGY CO COM 233331107 22470 554268 SH DEFINED 03 554268 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 44409 999747 SH DEFINED 03 999747 0 0 DUANE READE INC COM 263578106 28886 1768898 SH DEFINED 03 1768898 0 0 DUKE ENERGY CORP COM 264399106 47546 2343301 SH DEFINED 03 2343301 0 0 DUKE REALTY CORP COM NEW 264411505 6971 219147 SH DEFINED 03 219147 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 2760 51190 SH DEFINED 03 51190 0 0 DUPONT PHOTOMASKS INC NOTE 1.250% 5/1 26613XAE1 3377 3220000 SH DEFINED 03 0 0 3220000 DUPONT PHOTOMASKS INC COM 26613X101 1410 69359 SH DEFINED 03 69359 0 0 DUQUESNE LT HLDGS INC COM 266233105 1689 87484 SH DEFINED 03 87484 0 0 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 490 53781 SH DEFINED 03 53781 0 0 DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 266597301 111 43940 SH DEFINED 03 43940 0 0 DUSA PHARMACEUTICALS INC COM 266898105 210 22195 SH DEFINED 03 22195 0 0 DYCOM INDS INC COM 267475101 876 31282 SH DEFINED 03 31282 0 0 DYNEGY INC NEW CL A 26816Q101 1501 352310 SH DEFINED 03 352310 0 0 E M C CORP MASS COM 268648102 32190 2823658 SH DEFINED 03 2823658 0 0 E ON AG SPONSORED ADR 268780103 36 500 SH DEFINED 03 500 0 0 E PIPHANY INC COM 26881V100 243 50447 SH DEFINED 03 50447 0 0 E TRADE FINANCIAL CORP COM 269246104 4656 417571 SH DEFINED 03 417571 0 0 E-LOAN INC COM 26861P107 38 14301 SH DEFINED 03 14301 0 0 EAGLE BROADBAND INC COM 269437109 137 138664 SH DEFINED 03 138664 0 0 EAGLE MATERIALS INC COM 26969P108 1028 14472 SH DEFINED 03 14472 0 0 EAGLE MATERIALS INC CL B 26969P207 1064 15371 SH DEFINED 03 15371 0 0 EARTHLINK INC COM 270321102 446 43098 SH DEFINED 03 43098 0 0 EAST WEST BANCORP INC COM 27579R104 1049 34344 SH DEFINED 03 34344 0 0 EASTGROUP PPTY INC COM 277276101 1029 30565 SH DEFINED 03 30565 0 0 EASTMAN CHEM CO COM 277432100 17759 384137 SH DEFINED 03 384137 0 0 EASTMAN KODAK CO COM 277461109 8939 331315 SH DEFINED 03 331315 0 0 EASYLINK SVCS CORP CL A NEW 27784T200 70 43000 SH DEFINED 03 43000 0 0 EATON CORP COM 278058102 8971 138564 SH DEFINED 03 138564 0 0 EATON VANCE CORP COM NON VTG 278265103 2727 71369 SH DEFINED 03 71369 0 0 EBAY INC COM 278642103 84500 918176 SH DEFINED 03 918176 0 0 EBOOKERS PLC SPONSORED ADR 278725106 192 19400 SH DEFINED 03 19400 0 0 ECHELON CORP COM 27874N105 146 13069 SH DEFINED 03 13069 0 0 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG4 7805 7652000 SH DEFINED 03 0 0 7652000 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 6884 224071 SH DEFINED 03 224071 0 0 ECI TELECOM LTD ORD 268258100 189 27767 SH DEFINED 03 27767 0 0 ECLIPSYS CORP COM 278856109 573 37658 SH DEFINED 03 37658 0 0 ECOLAB INC COM 278865100 6771 213587 SH DEFINED 03 213587 0 0 ECOLLEGE COM COM 27887E100 265 16577 SH DEFINED 03 16577 0 0 EDGE PETE CORP DEL COM 279862106 562 33205 SH DEFINED 03 33205 0 0 EDISON INTL COM 281020107 10689 418047 SH DEFINED 03 418047 0 0 EDUCATION MGMT CORP COM 28139T101 1760 53906 SH DEFINED 03 53906 0 0 EDWARDS AG INC COM 281760108 4648 136588 SH DEFINED 03 136588 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 3051 87549 SH DEFINED 03 87549 0 0 EFJ INC COM 26843B101 221 25344 SH DEFINED 03 25344 0 0 EFUNDS CORP COM 28224R101 254 14531 SH DEFINED 03 14531 0 0 EGL INC COM 268484102 3051 114887 SH DEFINED 03 114887 0 0 EL PASO CORP COM 28336L109 6766 858632 SH DEFINED 03 858632 0 0 EL PASO ELEC CO COM NEW 283677854 226 14625 SH DEFINED 03 14625 0 0 ELAN PLC ADR 284131208 3216 130000 SH DEFINED 03 130000 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 414 14597 SH DEFINED 03 14597 0 0 ELECTROGLAS INC COM 285324109 97 18079 SH DEFINED 03 18079 0 0 ELECTRONIC ARTS INC COM 285512109 24241 445277 SH DEFINED 03 445277 0 0 ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 56 58000 SH DEFINED 03 0 0 58000 ELECTRONIC DATA SYS NEW COM 285661104 19023 993361 SH DEFINED 03 993361 0 0 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 842 31934 SH DEFINED 03 31934 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 364 12918 SH DEFINED 03 12918 0 0 ELIZABETH ARDEN INC COM 28660G106 673 31976 SH DEFINED 03 31976 0 0 ELKCORP COM 287456107 1054 44016 SH DEFINED 03 44016 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 254 20583 SH DEFINED 03 20583 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 411 14380 SH DEFINED 03 14380 0 0 EMCOR GROUP INC COM 29084Q100 2407 54735 SH DEFINED 03 54735 0 0 EMCORE CORP COM 290846104 41 12691 SH DEFINED 03 12691 0 0 EMERSON ELEC CO COM 291011104 25821 406310 SH DEFINED 03 406310 0 0 EMERSON RADIO CORP COM NEW 291087203 107 34105 SH DEFINED 03 34105 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 44 10700 SH DEFINED 03 10700 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 2387 113799 SH DEFINED 03 113799 0 0 EMPIRE DIST ELEC CO COM 291641108 201 9981 SH DEFINED 03 9981 0 0 EMPIRE RESORTS INC COM 292052107 176 12588 SH DEFINED 03 12588 0 0 EMULEX CORP COM NEW 292475209 3873 270615 SH DEFINED 03 270615 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 46 1000 SH DEFINED 03 1000 0 0 ENCANA CORP COM 292505104 527 12200 SH DEFINED 03 12200 0 0 ENCORE ACQUISITION CO COM 29255W100 267 9579 SH DEFINED 03 9579 0 0 ENCORE MED CORP COM 29256E109 270 42928 SH DEFINED 03 42928 0 0 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 229 27082 SH DEFINED 03 27082 0 0 ENDESA S A SPONSORED ADR 29258N107 8 400 SH DEFINED 03 400 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 811 34499 SH DEFINED 03 34499 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 45682 1312700 SH DEFINED 03 1312700 0 0 ENERGEN CORP COM 29265N108 394 8219 SH DEFINED 03 8219 0 0 ENERGIZER HLDGS INC COM 29266R108 2807 62367 SH DEFINED 03 62367 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 285 25571 SH DEFINED 03 25571 0 0 ENERGY EAST CORP COM 29266M109 3192 131642 SH DEFINED 03 131642 0 0 ENERGY PARTNERS LTD COM 29270U105 93 6072 SH DEFINED 03 6072 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 250 6400 SH DEFINED 03 0 0 0 ENERSIS S A SPONSORED ADR 29274F104 134 22400 SH DEFINED 03 22400 0 0 ENESCO GROUP INC COM 292973104 142 15900 SH DEFINED 03 15900 0 0 ENGELHARD CORP COM 292845104 3852 119227 SH DEFINED 03 119227 0 0 ENGINEERED SUPPORT SYS INC COM 292866100 1001 17083 SH DEFINED 03 17083 0 0 ENI S P A SPONSORED ADR 26874R108 722 7200 SH DEFINED 03 7200 0 0 ENPRO INDS INC COM 29355X107 649 28259 SH DEFINED 03 28259 0 0 ENSCO INTL INC COM 26874Q100 5909 203068 SH DEFINED 03 203068 0 0 ENTEGRIS INC COM 29362U104 350 30396 SH DEFINED 03 30396 0 0 ENTERASYS NETWORKS INC COM 293637104 269 127532 SH DEFINED 03 127532 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 3530 94645 SH DEFINED 03 94645 0 0 ENTERGY CORP NEW COM 29364G103 12101 216051 SH DEFINED 03 216051 0 0 ENTERRA ENERGY TR TR UNIT 29381P102 242 18625 SH DEFINED 03 18625 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 348 9735 SH DEFINED 03 9735 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 536 68790 SH DEFINED 03 68790 0 0 ENTRUST INC COM 293848107 46 10349 SH DEFINED 03 10349 0 0 ENZO BIOCHEM INC COM 294100102 471 31425 SH DEFINED 03 31425 0 0 ENZON PHARMACEUTICALS INC COM 293904108 1164 91130 SH DEFINED 03 91130 0 0 EOG RES INC COM 26875P101 7241 121271 SH DEFINED 03 121271 0 0 EON COMMUNICATIONS CORP COM 268763109 40 28700 SH DEFINED 03 28700 0 0 EON LABS INC COM 29412E100 2216 54017 SH DEFINED 03 54017 0 0 EPICOR SOFTWARE CORP COM 29426L108 425 30387 SH DEFINED 03 30387 0 0 EPIQ SYS INC COM 26882D109 355 24582 SH DEFINED 03 24582 0 0 EPIX MEDICAL INC COM 26881Q101 347 16411 SH DEFINED 03 16411 0 0 EPOCH BIOSCIENCES INC COM 294273107 25 13200 SH DEFINED 03 13200 0 0 EQUANT N V NY REG SHS 294409107 85 11100 SH DEFINED 03 11100 0 0 EQUIFAX INC COM 294429105 3208 129627 SH DEFINED 03 129627 0 0 EQUINIX INC COM NEW 29444U502 190 5599 SH DEFINED 03 5599 0 0 EQUITABLE RES INC COM 294549100 17215 332907 SH DEFINED 03 332907 0 0 EQUITY INNS INC COM 294703103 1904 204987 SH DEFINED 03 204987 0 0 EQUITY OFFICE PROPERTIES TRU COM 294741103 25249 928259 SH DEFINED 03 928259 0 0 EQUITY ONE COM 294752100 1788 98914 SH DEFINED 03 98914 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 20474 688677 SH DEFINED 03 688677 0 0 EQUITY RESIDENTIAL PFD CONV E 7% 29476L883 21548 650000 SH DEFINED 03 650000 0 0 EQUITY SECURITIES TR II EQTY SEC TR 29477Q204 452 20700 SH DEFINED 03 20700 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 2881 96419 SH DEFINED 03 96419 0 0 ERIE INDTY CO CL A 29530P102 323 6931 SH DEFINED 03 6931 0 0 ESCALADE INC COM 296056104 218 9418 SH DEFINED 03 9418 0 0 ESCALON MED CORP COM NEW 296074305 119 12400 SH DEFINED 03 12400 0 0 ESCO TECHNOLOGIES INC COM 296315104 252 4729 SH DEFINED 03 4729 0 0 ESPEED INC CL A 296643109 61 3463 SH DEFINED 03 3463 0 0 ESS TECHNOLOGY INC COM 269151106 993 92762 SH DEFINED 03 92762 0 0 ESSEX PPTY TR INC COM 297178105 2466 36085 SH DEFINED 03 36085 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 273 9230 SH DEFINED 03 9230 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 4240 118085 SH DEFINED 03 118085 0 0 EVEREST RE GROUP LTD COM G3223R108 3459 43043 SH DEFINED 03 43043 0 0 EVERGREEN RES INC COM NO PAR 299900308 880 21773 SH DEFINED 03 21773 0 0 EVERGREEN SOLAR INC COM 30033R108 83 25900 SH DEFINED 03 25900 0 0 EVOLVING SYS INC COM 30049R100 90 18534 SH DEFINED 03 18534 0 0 EXACT SCIENCES CORP COM 30063P105 170 27772 SH DEFINED 03 27772 0 0 EXAR CORP COM 300645108 948 64572 SH DEFINED 03 64572 0 0 EXELIXIS INC COM 30161Q104 102 10174 SH DEFINED 03 10174 0 0 EXELON CORP COM 30161N101 20517 616323 SH DEFINED 03 616323 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 19067 932969 SH DEFINED 03 932969 0 0 EXPEDITORS INTL WASH INC COM 302130109 5946 120880 SH DEFINED 03 120880 0 0 EXPONENT INC COM 30214U102 227 8458 SH DEFINED 03 8458 0 0 EXPRESS SCRIPTS INC COM 302182100 8566 108162 SH DEFINED 03 108162 0 0 EXPRESSJET HOLDINGS INC CL A 30218U108 764 62926 SH DEFINED 03 62926 0 0 EXTREME NETWORKS INC COM 30226D106 388 70144 SH DEFINED 03 70144 0 0 EXULT INC DEL COM 302284104 261 48073 SH DEFINED 03 48073 0 0 EXXON MOBIL CORP COM 30231G102 270159 6083290 SH DEFINED 03 6083290 0 0 EYETECH PHARMACEUTICALS INC COM 302297106 221 5169 SH DEFINED 03 5169 0 0 F M C CORP COM NEW 302491303 2607 60462 SH DEFINED 03 60462 0 0 FACTSET RESH SYS INC COM 303075105 3036 64236 SH DEFINED 03 64236 0 0 FAIR ISAAC CORP COM 303250104 4314 129252 SH DEFINED 03 129252 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 13364 816366 SH DEFINED 03 816366 0 0 FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ0 4827 4751000 SH DEFINED 03 0 0 4751000 FAIRMONT HOTELS RESORTS INC COM 305204109 279 10340 SH DEFINED 03 10340 0 0 FALCONSTOR SOFTWARE INC COM 306137100 206 26643 SH DEFINED 03 26643 0 0 FAMILY DLR STORES INC COM 307000109 5585 183591 SH DEFINED 03 183591 0 0 FASTENAL CO COM 311900104 4850 85366 SH DEFINED 03 85366 0 0 FEDERAL HOME LN MTG CORP COM 313400301 360846 5700562 SH DEFINED 03 5700562 0 0 FEDERAL NATL MTG ASSN COM 313586109 88995 1247123 SH DEFINED 03 1247123 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3405 81879 SH DEFINED 03 81879 0 0 FEDERAL SIGNAL CORP COM 313855108 724 38911 SH DEFINED 03 38911 0 0 FEDERATED DEPT STORES INC DE COM 31410H101 9505 193576 SH DEFINED 03 193576 0 0 FEDERATED INVS INC PA CL B 314211103 2962 97623 SH DEFINED 03 97623 0 0 FEDEX CORP COM 31428X106 22558 276144 SH DEFINED 03 276144 0 0 FEI CO NOTE 6/1 30241LAD1 3960 3650000 SH DEFINED 03 0 0 3650000 FEI CO COM 30241L109 371 15519 SH DEFINED 03 15519 0 0 FELCOR LODGING TR INC COM 31430F101 1158 95700 SH DEFINED 03 95700 0 0 FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 36 1700 SH DEFINED 03 0 0 0 FERRO CORP COM 315405100 788 29518 SH DEFINED 03 29518 0 0 FIBERNET TELECOM GRP INC COM NEW 315653303 44 40800 SH DEFINED 03 40800 0 0 FIDELITY NATL FINL INC COM 316326107 23691 634469 SH DEFINED 03 634469 0 0 FIFTH THIRD BANCORP COM 316773100 26918 499312 SH DEFINED 03 499312 0 0 FILENET CORP COM 316869106 242 7684 SH DEFINED 03 7684 0 0 FINANCIAL FED CORP COM 317492106 238 6741 SH DEFINED 03 6741 0 0 FINDWHAT COM COM 317794105 294 12710 SH DEFINED 03 12710 0 0 FINISAR COM 31787A101 48 24628 SH DEFINED 03 24628 0 0 FINISH LINE INC CL A 317923100 1342 44475 SH DEFINED 03 44475 0 0 FINLAY ENTERPRISES INC COM NEW 317884203 419 22416 SH DEFINED 03 22416 0 0 FIRST ADVANTAGE CORP CL A 31845F100 297 15754 SH DEFINED 03 15754 0 0 FIRST AMERN CORP CALIF COM 318522307 7247 279913 SH DEFINED 03 279913 0 0 FIRST BANCORP P R COM 318672102 2253 55281 SH DEFINED 03 55281 0 0 FIRST CASH FINL SVCS INC COM 31942D107 269 12592 SH DEFINED 03 12592 0 0 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12248 327399 SH DEFINED 03 327399 0 0 FIRSTFED FINL CORP COM 337907109 141 3390 SH DEFINED 03 3390 0 0 FIRSTMERIT CORP COM 337915102 1716 65144 SH DEFINED 03 65144 0 0 FISERV INC COM 337738108 11835 304469 SH DEFINED 03 304469 0 0 FISHER COMMUNICATIONS INC COM 337756209 155 3103 SH DEFINED 03 3103 0 0 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 297 287000 SH DEFINED 03 0 0 287000 FISHER SCIENTIFIC INTL INC COM NEW 338032204 6913 119704 SH DEFINED 03 119704 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 55 12400 SH DEFINED 03 12400 0 0 FLAGSTAR BANCORP INC COM 337930101 1549 77905 SH DEFINED 03 77905 0 0 FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 283 11475 SH DEFINED 03 11475 0 0 FLANDERS CORP COM 338494107 299 36105 SH DEFINED 03 36105 0 0 FLEETWOOD ENTERPRISES INC COM 339099103 797 54803 SH DEFINED 03 54803 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 11960 749844 SH DEFINED 03 749844 0 0 FLIR SYS INC COM 302445101 485 8836 SH DEFINED 03 8836 0 0 FLORIDA EAST COAST INDS COM 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16825 0 0 IMPAC MTG HLDGS INC COM 45254P102 24408 1083821 SH DEFINED 03 1083821 0 0 IMPAX LABORATORIES INC COM 45256B101 435 22555 SH DEFINED 03 22555 0 0 IMPERIAL CHEM INDS PLC ADR NEW 452704505 142 8400 SH DEFINED 03 8400 0 0 IMPERIAL SUGAR CO NEW COM NEW 453096208 1068 80110 SH DEFINED 03 80110 0 0 IMPLANT SCIENCES CORP COM 45320R108 113 10200 SH DEFINED 03 10200 0 0 IMS HEALTH INC COM 449934108 6173 263370 SH DEFINED 03 263370 0 0 INAMED CORP COM 453235103 899 14304 SH DEFINED 03 14304 0 0 INCO LTD NOTE 3/2 453258AM7 1062 1105000 SH DEFINED 03 0 0 1105000 INCO LTD COM 453258402 7700 222800 SH DEFINED 03 222800 0 0 INCYTE CORP COM 45337C102 2616 342876 SH DEFINED 03 342876 0 0 INDEPENDENCE CMNTY BK CORP COM 453414104 2204 60574 SH DEFINED 03 60574 0 0 INDEPENDENT BANK CORP MASS COM 453836108 106 3650 SH DEFINED 03 3650 0 0 INDEVUS PHARMACEUTICALS INC NOTE 6.250% 7/1 454072AB5 2380 2000000 SH DEFINED 03 0 0 2000000 INDEVUS PHARMACEUTICALS INC COM 454072109 296 48064 SH DEFINED 03 48064 0 0 INDUSTRIAL DISTR GROUP INC COM 456061100 85 10300 SH DEFINED 03 10300 0 0 INDYMAC BANCORP INC COM 456607100 1470 46517 SH DEFINED 03 46517 0 0 INET TECHNOLOGIES INC COM 45662V105 248 19809 SH DEFINED 03 19809 0 0 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 3339 245500 SH DEFINED 03 245500 0 0 INFOCUS CORP COM 45665B106 1196 141141 SH DEFINED 03 141141 0 0 INFONET SVCS CORP CL B 45666T106 18 10090 SH DEFINED 03 10090 0 0 INFONOW CORP COM NEW 456664309 24 11695 SH DEFINED 03 11695 0 0 INFORMATICA CORP COM 45666Q102 601 78435 SH DEFINED 03 78435 0 0 INFORMATION HLDGS INC COM 456727106 709 25908 SH DEFINED 03 25908 0 0 INFOSPACE INC COM NEW 45678T201 253 6659 SH DEFINED 03 6659 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 691 7448 SH DEFINED 03 7448 0 0 INFOUSA INC NEW COM 456818301 324 31698 SH DEFINED 03 31698 0 0 ING GROUP N V SPONSORED ADR 456837103 24950 1052727 SH DEFINED 03 1052727 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 13474 197255 SH DEFINED 03 197255 0 0 INGRAM MICRO INC CL A 457153104 5958 411740 SH DEFINED 03 411740 0 0 INKINE PHARMACEUTICALS INC COM 457214104 304 78261 SH DEFINED 03 78261 0 0 INNKEEPERS USA TR COM 4576J0104 2133 206924 SH DEFINED 03 206924 0 0 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 399 20393 SH DEFINED 03 20393 0 0 INPUT/OUTPUT INC COM 457652105 273 32928 SH DEFINED 03 32928 0 0 INSIGHT COMMUNICATIONS INC CL A 45768V108 227 24536 SH DEFINED 03 24536 0 0 INSIGHT ENTERPRISES INC COM 45765U103 403 22781 SH DEFINED 03 22781 0 0 INSPIRE PHARMACEUTICALS INC COM 457733103 230 13737 SH DEFINED 03 13737 0 0 INSTINET GROUP INC COM 457750107 634 120929 SH DEFINED 03 120929 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB5 668 550000 SH DEFINED 03 0 0 550000 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 696 19747 SH DEFINED 03 19747 0 0 INTEGRAL SYS INC MD COM 45810H107 408 25358 SH DEFINED 03 25358 0 0 INTEGRATED ALARM SVCS GROUP COM 45890M109 835 154674 SH DEFINED 03 154674 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 1506 55465 SH DEFINED 03 55465 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 3144 227989 SH DEFINED 03 227989 0 0 INTEGRATED ELECTRICAL SVC COM 45811E103 158 19618 SH DEFINED 03 19618 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 784 64178 SH DEFINED 03 64178 0 0 INTEL CORP COM 458140100 205405 7426354 SH DEFINED 03 7426354 0 0 INTELIDATA TECHNOLOGIES CORP COM 45814T107 29 43852 SH DEFINED 03 43852 0 0 INTELLISYNC CORP COM 458176104 117 40559 SH DEFINED 03 40559 0 0 INTER TEL INC COM 458372109 479 19194 SH DEFINED 03 19194 0 0 INTERACTIVE DATA CORP COM 45840J107 1068 61311 SH DEFINED 03 61311 0 0 INTERACTIVECORP COM 45840Q101 15735 521380 SH DEFINED 03 521380 0 0 INTERCEPT INC COM 45845L107 753 45978 SH DEFINED 03 45978 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 1123 59661 SH DEFINED 03 59661 0 0 INTERFACE INC CL A 458665106 186 21331 SH DEFINED 03 21331 0 0 INTERGRAPH CORP COM 458683109 846 32863 SH DEFINED 03 32863 0 0 INTERMAGNETICS GEN CORP COM 458771102 215 6338 SH 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COM 46119F107 220 51595 SH DEFINED 03 51595 0 0 INTUIT COM 461202103 15552 402590 SH DEFINED 03 402590 0 0 INVACARE CORP COM 461203101 239 5348 SH DEFINED 03 5348 0 0 INVERESK RESH GROUP INC COM 461238107 354 11449 SH DEFINED 03 11449 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 269 12262 SH DEFINED 03 12262 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1111 86883 SH DEFINED 03 86883 0 0 INVESTOOLS INC COM 46145P103 0 13468 SH DEFINED 03 13468 0 0 INVESTORS FINL SERVICES CORP COM 461915100 2227 51118 SH DEFINED 03 51118 0 0 INVITROGEN CORP NOTE 2.250%12/1 46185RAD2 4918 4634000 SH DEFINED 03 0 0 4634000 INVITROGEN CORP NOTE 2.000% 8/0 46185RAF7 4360 3474000 SH DEFINED 03 0 0 3474000 INVITROGEN CORP COM 46185R100 4213 58555 SH DEFINED 03 58555 0 0 IOMEGA CORP COM NEW 462030305 497 89012 SH DEFINED 03 89012 0 0 IONICS INC COM 462218108 556 19675 SH DEFINED 03 19675 0 0 IPC HLDGS LTD ORD G4933P101 628 17005 SH DEFINED 03 17005 0 0 IPSCO INC COM 462622101 201 8900 SH DEFINED 03 8900 0 0 IRELAND BK SPONSORED ADR 46267Q103 27 500 SH DEFINED 03 500 0 0 IRON MTN INC PA COM 462846106 988 20471 SH DEFINED 03 20471 0 0 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 119 16000 SH DEFINED 03 16000 0 0 IRVINE SENSORS CORP COM NEW 463664508 108 48200 SH DEFINED 03 48200 0 0 IRWIN FINL CORP COM 464119106 467 17702 SH DEFINED 03 17702 0 0 ISHARES INC MSCI GERMAN 464286806 965 59700 SH DEFINED 03 59700 0 0 ISHARES INC MSCI MEXICO 464286822 19 1000 SH DEFINED 03 1000 0 0 ISHARES TR S&P 100 IDX FD 464287101 2579 47300 SH DEFINED 03 47300 0 0 ISHARES TR DJ SEL DIV INX 464287168 1708 30700 SH DEFINED 03 30700 0 0 ISHARES TR S&P 500 INDEX 464287200 11489 100276 SH DEFINED 03 100276 0 0 ISHARES TR MSCI EMERG MKT 464287234 10 60 SH DEFINED 03 60 0 0 ISHARES TR S&P500/BAR GRW 464287309 9518 167542 SH DEFINED 03 167542 0 0 ISHARES TR GS NAT RES IDX 464287374 6935 60312 SH DEFINED 03 60312 0 0 ISHARES TR 20+ YR TRS BD 464287432 308205 3692400 SH DEFINED 03 3692400 0 0 ISHARES TR 7-10 YR TRS BD 464287440 82942 1000000 SH DEFINED 03 1000000 0 0 ISHARES TR MSCI EAFE IDX 464287465 8 55 SH DEFINED 03 55 0 0 ISHARES TR RUSSELL MCP VL 464287473 29296 295621 SH DEFINED 03 295621 0 0 ISHARES TR RUSSELL MCP GR 464287481 9001 115400 SH DEFINED 03 115400 0 0 ISHARES TR RUSSELL MIDCAP 464287499 4014 56563 SH DEFINED 03 56563 0 0 ISHARES TR S&P MIDCAP 400 464287507 5296 43549 SH DEFINED 03 43549 0 0 ISHARES TR GLMN SCHS SOFT 464287515 7689 201290 SH DEFINED 03 201290 0 0 ISHARES TR GLDM SCHS SEMI 464287523 1258 21239 SH DEFINED 03 21239 0 0 ISHARES TR GLDM SCHS NETW 464287531 2901 91570 SH DEFINED 03 91570 0 0 ISHARES TR GLDM SACHS TEC 464287549 2844 61350 SH DEFINED 03 61350 0 0 ISHARES TR NASDQ BIO INDX 464287556 278592 3709615 SH DEFINED 03 3709615 0 0 ISHARES TR COHEN&ST RLTY 464287564 33000 300000 SH DEFINED 03 300000 0 0 ISHARES TR DJ US CON CYCL 464287580 2912 52350 SH DEFINED 03 52350 0 0 ISHARES TR RUSSELL1000VAL 464287598 47832 796400 SH DEFINED 03 796400 0 0 ISHARES TR S&P MIDCP GROW 464287606 52035 417145 SH DEFINED 03 417145 0 0 ISHARES TR RUSSELL1000GRW 464287614 7992 167013 SH DEFINED 03 167013 0 0 ISHARES TR RUSSELL 1000 464287622 723510 11846000 SH DEFINED 03 11846000 0 0 ISHARES TR RUSL 2000 VALU 464287630 12767 74096 SH DEFINED 03 74096 0 0 ISHARES TR RUSL 2000 GROW 464287648 138469 2215497 SH DEFINED 03 2215497 0 0 ISHARES TR RUSSELL 2000 464287655 1609334 13639581 SH DEFINED 03 13639581 0 0 ISHARES TR RUSL 3000 VALU 464287663 11851 151600 SH DEFINED 03 151600 0 0 ISHARES TR RUSSELL 3000 464287689 6972 107664 SH DEFINED 03 107664 0 0 ISHARES TR S&P MIDCP VALU 464287705 23434 200875 SH DEFINED 03 200875 0 0 ISHARES TR DJ US TELECOMM 464287713 7318 342607 SH DEFINED 03 342607 0 0 ISHARES TR DJ US TECH SEC 464287721 12137 251128 SH DEFINED 03 251128 0 0 ISHARES TR DJ US REAL EST 464287739 155700 1541126 SH DEFINED 03 1541126 0 0 ISHARES TR DJ US HEALTHCR 464287762 3151 53715 SH DEFINED 03 53715 0 0 ISHARES TR DJ US FINL SVC 464287770 8772 85019 SH DEFINED 03 85019 0 0 ISHARES TR DJ US FINL SEC 464287788 2300 25595 SH DEFINED 03 25595 0 0 ISHARES TR DJ US ENERGY 464287796 150 2691 SH DEFINED 03 2691 0 0 ISHARES TR DJ US BAS MATL 464287838 5424 120000 SH DEFINED 03 120000 0 0 ISHARES TR S&P SMLCP VALU 464287879 12426 113273 SH DEFINED 03 113273 0 0 ISHARES TR S&P SMLCP GROW 464287887 22418 229714 SH DEFINED 03 229714 0 0 ISIS PHARMACEUTICALS INC COM 464330109 87 15144 SH DEFINED 03 15144 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 1149 65681 SH DEFINED 03 65681 0 0 ISPAT INTL N V NY REG SH CL A 464899103 559 38050 SH DEFINED 03 38050 0 0 ISTA PHARMACEUTICALS INC COM NEW 45031X204 46889 4487067 SH DEFINED 03 4487067 0 0 ISTAR FINL INC COM 45031U101 970 24241 SH DEFINED 03 24241 0 0 ITC DELTACOM INC COM NEW 45031T401 189 33331 SH DEFINED 03 33331 0 0 ITRON INC COM 465741106 895 38962 SH DEFINED 03 38962 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 2861 75245 SH DEFINED 03 75245 0 0 ITT INDS INC IND COM 450911102 9545 115002 SH 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ENERGY SVCS INC COM 492914106 2580 273292 SH DEFINED 03 273292 0 0 KEYCORP NEW COM 493267108 24767 828594 SH DEFINED 03 828594 0 0 KEYSPAN CORP COM 49337W100 16229 442215 SH DEFINED 03 442215 0 0 KEYSTONE PPTY TR CORP COM 493596100 9610 399912 SH DEFINED 03 399912 0 0 KFORCE INC COM 493732101 118 12474 SH DEFINED 03 12474 0 0 KILROY RLTY CORP COM 49427F108 1507 44192 SH DEFINED 03 44192 0 0 KIMBERLY CLARK CORP COM 494368103 31583 479408 SH DEFINED 03 479408 0 0 KIMCO REALTY CORP COM 49446R109 7950 174730 SH DEFINED 03 174730 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1237 30450 SH DEFINED 03 30450 0 0 KINDER MORGAN INC KANS COM 49455P101 6862 115737 SH DEFINED 03 115737 0 0 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 330 8982 SH DEFINED 03 8982 0 0 KINDRED HEALTHCARE INC COM 494580103 2851 108196 SH DEFINED 03 108196 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 72940 1461718 SH DEFINED 03 1461718 0 0 KING PHARMACEUTICALS INC COM 495582108 4689 409561 SH DEFINED 03 409561 0 0 KINGSWAY FINL SVCS INC COM 496904103 362 30300 SH DEFINED 03 30300 0 0 KINROSS GOLD CORP COM NEW 496902206 131 23572 SH DEFINED 03 23572 0 0 KINTERA INC COM 49720P506 210 20219 SH DEFINED 03 20219 0 0 KIRBY CORP COM 497266106 281 7215 SH DEFINED 03 7215 0 0 KIRKLANDS INC COM 497498105 324 27175 SH DEFINED 03 27175 0 0 KLA-TENCOR CORP COM 482480100 15282 309424 SH DEFINED 03 309424 0 0 KMART HLDG CORPORATION COM 498780105 2174 30184 SH DEFINED 03 30184 0 0 KNIGHT RIDDER INC COM 499040103 6939 96379 SH DEFINED 03 96379 0 0 KNIGHT TRADING GROUP INC COM 499063105 752 75051 SH DEFINED 03 75051 0 0 KNIGHT TRANSN INC COM 499064103 357 12448 SH DEFINED 03 12448 0 0 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 1779 61455 SH DEFINED 03 61455 0 0 KOGER EQUITY INC COM 500228101 924 39970 SH DEFINED 03 39970 0 0 KOHLS CORP COM 500255104 18761 443739 SH DEFINED 03 443739 0 0 KOMAG INC COM NEW 500453204 148 10576 SH DEFINED 03 10576 0 0 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 143 18000 SH DEFINED 03 18000 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 3892 143072 SH DEFINED 03 143072 0 0 KOOKMIN BK NEW SPONSORED ADR 50049M109 1099 35012 SH DEFINED 03 35012 0 0 KOPIN CORP COM 500600101 96 19122 SH DEFINED 03 19122 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 555 60600 SH DEFINED 03 60600 0 0 KORN FERRY INTL COM NEW 500643200 1358 70107 SH DEFINED 03 70107 0 0 KOS PHARMACEUTICALS INC COM 500648100 2921 88551 SH DEFINED 03 88551 0 0 KRAFT FOODS INC CL A 50075N104 14023 442660 SH DEFINED 03 442660 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 2483 130066 SH DEFINED 03 130066 0 0 KROGER CO COM 501044101 13396 736062 SH DEFINED 03 736062 0 0 KROLL INC COM 501049100 587 15950 SH DEFINED 03 15950 0 0 KRONOS INC COM 501052104 197 4785 SH DEFINED 03 4785 0 0 KT CORP SPONSORED ADR 48268K101 5452 302230 SH DEFINED 03 302230 0 0 KULICKE & SOFFA INDS INC COM 501242101 724 66160 SH DEFINED 03 66160 0 0 KVH INDS INC COM 482738101 546 42846 SH DEFINED 03 42846 0 0 KYPHON INC COM 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SCIENTIFIC ATLANTA INC COM 808655104 6675 193470 SH DEFINED 03 193470 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 335 17500 SH DEFINED 03 17500 0 0 SCM MICROSYSTEMS INC COM 784018103 95 14705 SH DEFINED 03 14705 0 0 SCO GROUP INC COM 78403A106 106 18181 SH DEFINED 03 18181 0 0 SCOTTS CO CL A 810186106 4300 67307 SH DEFINED 03 67307 0 0 SCP POOL CORP COM 784028102 972 21614 SH DEFINED 03 21614 0 0 SCRIPPS E W CO OHIO CL A 811054204 936 8910 SH DEFINED 03 8910 0 0 SCS TRANSN INC COM 81111T102 529 20021 SH DEFINED 03 20021 0 0 SEA CONTAINERS LTD CL A 811371707 1071 61100 SH DEFINED 03 61100 0 0 SEABULK INTL INC COM 81169P101 97045 11748811 SH DEFINED 03 11748811 0 0 SEACHANGE INTL INC COM 811699107 461 27303 SH DEFINED 03 27303 0 0 SEACOAST FINL SVCS CORP COM 81170Q106 24727 714453 SH DEFINED 03 714453 0 0 SEACOR HOLDINGS INC COM 811904101 114 2603 SH DEFINED 03 2603 0 0 SEAGATE TECHNOLOGY SHS G7945J104 1232 85400 SH DEFINED 03 85400 0 0 SEALED AIR CORP NEW COM 81211K100 4967 93238 SH 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COM 835495102 1875 73511 SH DEFINED 03 73511 0 0 SONUS NETWORKS INC COM 835916107 379 79382 SH DEFINED 03 79382 0 0 SONY CORP ADR NEW 835699307 3250 85410 SH DEFINED 03 85410 0 0 SORRENTO NETWORKS CORP COM NEW 83586Q209 72 20974 SH DEFINED 03 20974 0 0 SOTHEBYS HLDGS INC CL A 835898107 990 62044 SH DEFINED 03 62044 0 0 SOURCECORP COM 836167106 400 14519 SH DEFINED 03 14519 0 0 SOUTH FINL GROUP INC COM 837841105 694 24495 SH DEFINED 03 24495 0 0 SOUTHERN CMNTY FINL CORP COM 842632101 173 16647 SH DEFINED 03 16647 0 0 SOUTHERN CO COM 842587107 44204 1516427 SH DEFINED 03 1516427 0 0 SOUTHERN PERU COPPER CORP COM 843611104 2840 68712 SH DEFINED 03 68712 0 0 SOUTHERN UN CO NEW COM 844030106 382 18128 SH DEFINED 03 18128 0 0 SOUTHTRUST CORP COM 844730101 65134 1677683 SH DEFINED 03 1677683 0 0 SOUTHWEST AIRLS CO COM 844741108 12965 773086 SH DEFINED 03 773086 0 0 SOUTHWEST BANCORPORATION TEX COM 84476R109 278 6323 SH DEFINED 03 6323 0 0 SOUTHWEST GAS CORP COM 844895102 237 9824 SH DEFINED 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625 15733 SH DEFINED 03 15733 0 0 ST JUDE MED INC COM 790849103 13452 177823 SH DEFINED 03 177823 0 0 ST MARY LD & EXPL CO COM 792228108 264 7395 SH DEFINED 03 7395 0 0 ST PAUL TRAVELERS INC COM 792860108 35105 865935 SH DEFINED 03 865935 0 0 ST PAUL TRAVELERS INC COM 792860108 176 4334 SH DEFINED 03 0 0 4334 ST PAUL TRAVELERS INC EQUITY UNIT 792860306 12953 175400 SH DEFINED 03 175400 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 262 33721 SH DEFINED 03 33721 0 0 STAGE STORES INC COM NEW 85254C305 752 19984 SH DEFINED 03 19984 0 0 STAKTEK HLDGS INC COM 85256P106 275 52515 SH DEFINED 03 52515 0 0 STAMPS COM INC COM NEW 852857200 166 16229 SH DEFINED 03 16229 0 0 STANCORP FINL GROUP INC COM 852891100 1437 21446 SH DEFINED 03 21446 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 423 18157 SH DEFINED 03 18157 0 0 STANDARD MTR PRODS INC COM 853666105 311 21103 SH DEFINED 03 21103 0 0 STANDARD PAC CORP NEW COM 85375C101 1986 40291 SH DEFINED 03 40291 0 0 STANDARD REGISTER CO COM 853887107 400 33650 SH DEFINED 03 33650 0 0 STANLEY WKS COM 854616109 3603 79057 SH DEFINED 03 79057 0 0 STAPLES INC COM 855030102 20906 712758 SH DEFINED 03 712758 0 0 STARBUCKS CORP COM 855244109 28017 644363 SH DEFINED 03 644363 0 0 STARCRAFT CORP COM 855269106 714 52755 SH DEFINED 03 52755 0 0 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 9433 210333 SH DEFINED 03 210333 0 0 STATE STR CORP COM 857477103 17326 353313 SH DEFINED 03 353313 0 0 STATE STR CORP UNIT 99/99/9999 857477202 5700 25000 SH DEFINED 03 0 0 0 STATION CASINOS INC COM 857689103 1073 22173 SH DEFINED 03 22173 0 0 STEEL DYNAMICS INC COM 858119100 1184 41538 SH DEFINED 03 41538 0 0 STEEL TECHNOLOGIES INC COM 858147101 368 16731 SH DEFINED 03 16731 0 0 STEELCASE INC CL A 858155203 504 35981 SH DEFINED 03 35981 0 0 STEIN MART INC COM 858375108 238 14685 SH DEFINED 03 14685 0 0 STEINER LEISURE LTD ORD P8744Y102 275 12500 SH DEFINED 03 12500 0 0 STELLENT INC COM 85856W105 226 26341 SH DEFINED 03 26341 0 0 STELMAR SHIPPING LTD COM 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INC COM 452308109 616 6426 SH DEFINED 6426 0 0 IMPAC MTG HLDGS INC COM 45254P102 497 22059 SH DEFINED 22059 0 0 IMS HEALTH INC COM 449934108 114 4875 SH DEFINED 4875 0 0 INCO LTD NOTE 3/2 453258AM7 16970 177000 SH DEFINED 177000 0 0 INCO LTD COM 453258402 14 400 SH DEFINED 400 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 246 3595 SH DEFINED 3595 0 0 INTEL CORP COM 458140100 35822 1297887 SH DEFINED 1297887 0 0 INTERACTIVECORP COM 45840Q101 11 363 SH DEFINED 363 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 41645 472438 SH DEFINED 472438 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 73 1957 SH DEFINED 1957 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 305 7891 SH DEFINED 7891 0 0 INTERPUBLIC GROUP COS INC COM 460690100 121 8790 SH DEFINED 8790 0 0 INTL PAPER CO DBCV 6/2 460146BM4 53976 979160 SH DEFINED 979160 0 0 INTL PAPER CO COM 460146103 1448 32400 SH DEFINED 32400 0 0 INTRAWEST CORPORATION COM NEW 460915200 0 2 SH DEFINED 2 0 0 INTUIT COM 461202103 156 4052 SH DEFINED 4052 0 0 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0 0 MCCORMICK & CO INC COM NON VTG 579780206 97 2853 SH DEFINED 2853 0 0 MCDATA CORP NOTE 2.250% 2/1 580031AD4 6600 75000 SH DEFINED 75000 0 0 MCDONALDS CORP COM 580135101 9654 371295 SH DEFINED 371295 0 0 MCGRAW HILL COS INC COM 580645109 303 3952 SH DEFINED 3952 0 0 MCKESSON CORP COM 58155Q103 209 6074 SH DEFINED 6074 0 0 MEADWESTVACO CORP COM 583334107 123 4181 SH DEFINED 4181 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 211 5623 SH DEFINED 5623 0 0 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 0 2 SH DEFINED 2 0 0 MEDICINES CO COM 584688105 27 900 SH DEFINED 900 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 23650 200000 SH DEFINED 200000 0 0 MEDIMMUNE INC NOTE 1.000% 7/1 584699AE2 12211 129900 SH DEFINED 129900 0 0 MEDIMMUNE INC COM 584699102 122 5212 SH DEFINED 5212 0 0 MEDTRONIC INC COM 585055106 6945 142556 SH DEFINED 142556 0 0 MELLON FINL CORP COM 58551A108 258 8806 SH DEFINED 8806 0 0 MENTOR CORP MINN COM 587188103 16435 479300 SH DEFINED 479300 0 0 MERCK & CO INC 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MOLEX INC COM 608554101 126 3934 SH DEFINED 3934 0 0 MONSANTO CO NEW COM 61166W101 212 5509 SH DEFINED 5509 0 0 MONSTER WORLDWIDE INC COM 611742107 63 2431 SH DEFINED 2431 0 0 MOODYS CORP COM 615369105 201 3105 SH DEFINED 3105 0 0 MORGAN STANLEY COM NEW 617446448 32378 613574 SH DEFINED 613574 0 0 MOTOROLA INC COM 620076109 4655 255044 SH DEFINED 255044 0 0 MYLAN LABS INC COM 628530107 113 5571 SH DEFINED 5571 0 0 NABORS INDS INC DBCV 2/0 629568AF3 655 10000 SH DEFINED 10000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 139 3082 SH DEFINED 3082 0 0 NASDAQ 100 TR UNIT SER 1 631100104 149339 3957057 SH DEFINED 3957057 0 0 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 33687 950000 SH DEFINED 950000 0 0 NATIONAL CITY CORP COM 635405103 451 12889 SH DEFINED 12889 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 597 27156 SH DEFINED 27156 0 0 NAVISTAR INTL CORP NEW COM 63934E108 83652 2158198 SH DEFINED 2158198 0 0 NCO GROUP INC COM 628858102 0 2 SH DEFINED 2 0 0 NCR CORP NEW COM 62886E108 97 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NOKIA CORP SPONSORED ADR 654902204 8356 574691 SH DEFINED 574691 0 0 NORDSTROM INC COM 655664100 1847 43351 SH DEFINED 43351 0 0 NORFOLK SOUTHERN CORP COM 655844108 216 8133 SH DEFINED 8133 0 0 NORTEL NETWORKS CORP NEW COM 656568102 12 2344 SH DEFINED 2344 0 0 NORTH FORK BANCORPORATION NY COM 659424105 137 3588 SH DEFINED 3588 0 0 NORTHERN TR CORP COM 665859104 193 4572 SH DEFINED 4572 0 0 NORTHROP GRUMMAN CORP COM 666807102 400 7458 SH DEFINED 7458 0 0 NORTHWEST AIRLS CORP CL A 667280101 8 752 SH DEFINED 752 0 0 NOVELL INC COM 670006105 67 8022 SH DEFINED 8022 0 0 NOVELLUS SYS INC COM 670008101 96 3069 SH DEFINED 3069 0 0 NUCOR CORP COM 670346105 141 1837 SH DEFINED 1837 0 0 NVIDIA CORP COM 67066G104 71 3462 SH DEFINED 3462 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 393 8115 SH DEFINED 8115 0 0 OFFICE DEPOT INC COM 676220106 116 6490 SH DEFINED 6490 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 289 4000 SH DEFINED 4000 0 0 OMNICOM GROUP INC NOTE 7/3 681919AM8 15269 152305 SH DEFINED 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2185 SH DEFINED 03 0 0 2185 ISHARES TR S&P MIDCP VALU 464287705 747 6405 SH DEFINED 03 0 0 6405 ISHARES TR DJ US REAL EST 464287739 640 6331 SH DEFINED 03 0 0 6331 ISHARES TR DJ US HEALTHCR 464287762 99 1695 SH DEFINED 03 0 0 1695 ISHARES TR DJ US FINL SVC 464287770 41 398 SH DEFINED 03 0 0 398 ISHARES TR DJ US FINL SEC 464287788 167 1859 SH DEFINED 03 0 0 1859 ISHARES TR DJ US ENERGY 464287796 196 3500 SH DEFINED 03 0 0 3500 ISHARES TR S&P SMLCAP 600 464287804 311 2113 SH DEFINED 03 0 0 2113 ISHARES TR S&P SMLCP VALU 464287879 605 5515 SH DEFINED 03 0 0 5515 ISHARES TR S&P SMLCP GROW 464287887 616 6312 SH DEFINED 03 0 0 6312 ISPAT INTL N V NY REG SH CL A 464899103 50 3400 SH DEFINED 03 0 0 3400 ISTAR FINL INC COM 45031U101 13 335 SH DEFINED 03 0 0 335 ITC DELTACOM INC COM NEW 45031T401 0 6 SH DEFINED 03 0 0 6 ITT EDUCATIONAL SERVICES INC COM 45068B109 58 1534 SH DEFINED 03 0 0 1534 ITT INDS INC IND COM 450911102 4569 55049 SH DEFINED 03 0 0 55049 IXIA COM 45071R109 4 400 SH DEFINED 03 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0 2230 LANCASTER COLONY CORP COM 513847103 22 522 SH DEFINED 03 0 0 522 LATTICE SEMICONDUCTOR CORP COM 518415104 8 1177 SH DEFINED 03 0 0 1177 LAUDER ESTEE COS INC CL A 518439104 8004 164093 SH DEFINED 03 0 0 164093 LAWSON SOFTWARE INC COM 520780107 137 19376 SH DEFINED 03 0 0 19376 LEAPFROG ENTERPRISES INC CL A 52186N106 20 1000 SH DEFINED 03 0 0 1000 LEAR CORP COM 521865105 4927 83515 SH DEFINED 03 0 0 83515 LEE ENTERPRISES INC COM 523768109 260 5417 SH DEFINED 03 0 0 5417 LEGG MASON INC COM 524901105 98 1078 SH DEFINED 03 0 0 1078 LEGGETT & PLATT INC COM 524660107 9 326 SH DEFINED 03 0 0 326 LEHMAN BROS HLDGS INC COM 524908100 4534 60253 SH DEFINED 03 0 0 60253 LENNAR CORP CL A 526057104 67 1503 SH DEFINED 03 0 0 1503 LEUCADIA NATL CORP COM 527288104 2 40 SH DEFINED 03 0 0 40 LEVEL 3 COMMUNICATIONS INC COM 52729N100 8 2150 SH DEFINED 03 0 0 2150 LEXMARK INTL NEW CL A 529771107 378 3911 SH DEFINED 03 0 0 3911 LIBERTY MEDIA CORP NEW COM SER A 530718105 1282 142567 SH DEFINED 03 0 0 142567 LIBERTY PPTY TR SH BEN INT 531172104 214 5328 SH DEFINED 03 0 0 5328 LIFEPOINT HOSPITALS INC COM 53219L109 1822 48940 SH DEFINED 03 0 0 48940 LIGAND PHARMACEUTICALS INC CL B 53220K207 9 505 SH DEFINED 03 0 0 505 LILLY ELI & CO COM 532457108 6646 95059 SH DEFINED 03 0 0 95059 LIMITED BRANDS INC COM 532716107 64 3420 SH DEFINED 03 0 0 3420 LINCARE HLDGS INC COM 532791100 54 1650 SH DEFINED 03 0 0 1650 LINCOLN NATL CORP IND COM 534187109 209 4430 SH DEFINED 03 0 0 4430 LINEAR TECHNOLOGY CORP COM 535678106 843 21361 SH DEFINED 03 0 0 21361 LINENS N THINGS INC COM 535679104 166 5648 SH DEFINED 03 0 0 5648 LINKTONE LTD ADR 535925101 137 12550 SH DEFINED 03 0 0 12550 LITTELFUSE INC COM 537008104 42 998 SH DEFINED 03 0 0 998 LIZ CLAIBORNE INC COM 539320101 59 1628 SH DEFINED 03 0 0 1628 LNR PPTY CORP COM 501940100 11 200 SH DEFINED 03 0 0 200 LOCKHEED MARTIN CORP COM 539830109 6672 128114 SH DEFINED 03 0 0 128114 LOEWS CORP COM 540424108 3351 55890 SH DEFINED 03 0 0 55890 LOEWS CORP CAROLNA GP STK 540424207 115 4700 SH DEFINED 03 0 0 4700 LOUDEYE CORP COM 545754103 9 6000 SH DEFINED 03 0 0 6000 LOUISIANA PAC CORP COM 546347105 212 8956 SH DEFINED 03 0 0 8956 LOWES COS INC COM 548661107 793 15089 SH DEFINED 03 0 0 15089 LSI LOGIC CORP COM 502161102 129 16869 SH DEFINED 03 0 0 16869 LTX CORP COM 502392103 6 600 SH DEFINED 03 0 0 600 LUBYS INC COM 549282101 1 200 SH DEFINED 03 0 0 200 LUCENT TECHNOLOGIES INC COM 549463107 557 147287 SH DEFINED 03 0 0 147287 LYNX THERAPEUTICS INC COM PAR $0.01 551812407 5 2000 SH DEFINED 03 0 0 2000 LYONDELL CHEMICAL CO COM 552078107 268 15430 SH DEFINED 03 0 0 15430 M & T BK CORP COM 55261F104 4 50 SH DEFINED 03 0 0 50 MACE SEC INTL INC COM NEW 554335208 11 2000 SH DEFINED 03 0 0 2000 MACERICH CO COM 554382101 5 100 SH DEFINED 03 0 0 100 MACK CALI RLTY CORP COM 554489104 476 11510 SH DEFINED 03 0 0 11510 MACROMEDIA INC COM 556100105 137 5567 SH DEFINED 03 0 0 5567 MAF BANCORP INC COM 55261R108 65 1524 SH DEFINED 03 0 0 1524 MAGELLAN 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572901106 15 275 SH DEFINED 03 0 0 275 MARTHA STEWART LIVING OMNIME CL A 573083102 18 2000 SH DEFINED 03 0 0 2000 MARVEL ENTERPRISES INC COM 57383M108 1 70 SH DEFINED 03 0 0 70 MASCO CORP COM 574599106 127 4068 SH DEFINED 03 0 0 4068 MASTEC INC COM 576323109 0 50 SH DEFINED 03 0 0 50 MATRIXONE INC COM 57685P304 15 2128 SH DEFINED 03 0 0 2128 MATSUSHITA ELEC INDL ADR 576879209 6649 463046 SH DEFINED 03 0 0 463046 MATTEL INC COM 577081102 73 3996 SH DEFINED 03 0 0 3996 MATTHEWS INTL CORP CL A 577128101 7 200 SH DEFINED 03 0 0 200 MAX RE CAPITAL LTD HAMILTON SHS G6052F103 3907 200579 SH DEFINED 03 0 0 200579 MAXIM INTEGRATED PRODS INC COM 57772K101 1308 24944 SH DEFINED 03 0 0 24944 MAXIMUS INC COM 577933104 18 500 SH DEFINED 03 0 0 500 MAXYGEN INC COM 577776107 4 400 SH DEFINED 03 0 0 400 MAY DEPT STORES CO COM 577778103 230 8375 SH DEFINED 03 0 0 8375 MB FINANCIAL INC NEW COM 55264U108 110 3000 SH DEFINED 03 0 0 3000 MBIA INC COM 55262C100 121 2112 SH DEFINED 03 0 0 2112 MBNA CORP COM 55262L100 3444 133525 SH DEFINED 03 0 0 133525 MCCLATCHY CO CL A 579489105 234 3332 SH DEFINED 03 0 0 3332 MCCORMICK & CO INC COM NON VTG 579780206 114 3341 SH DEFINED 03 0 0 3341 MCDATA CORP CL A 580031201 336 62529 SH DEFINED 03 0 0 62529 MCDONALDS CORP COM 580135101 4880 187682 SH DEFINED 03 0 0 187682 MCGRAW HILL COS INC COM 580645109 102 1338 SH DEFINED 03 0 0 1338 MCKESSON CORP COM 58155Q103 275 8000 SH DEFINED 03 0 0 8000 MCLEODUSA INC CL A 582266706 2 5071 SH DEFINED 03 0 0 5071 MEADWESTVACO CORP COM 583334107 6834 232537 SH DEFINED 03 0 0 232537 MEDCATH CORP COM 58404W109 9 471 SH DEFINED 03 0 0 471 MEDCO HEALTH SOLUTIONS INC COM 58405U102 643 17138 SH DEFINED 03 0 0 17138 MEDIA GEN INC CL A 584404107 59 921 SH DEFINED 03 0 0 921 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 534 68344 SH DEFINED 03 0 0 68344 MEDICAL STAFFING NETWK HLDGS COM 58463F104 2 250 SH DEFINED 03 0 0 250 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 39 986 SH DEFINED 03 0 0 986 MEDIMMUNE INC COM 584699102 784 33508 SH DEFINED 03 0 0 33508 MEDQUIST INC COM 584949101 2 150 SH DEFINED 03 0 0 150 MEDTRONIC INC COM 585055106 3460 71028 SH DEFINED 03 0 0 71028 MELLON FINL CORP COM 58551A108 174 5941 SH DEFINED 03 0 0 5941 MEMC ELECTR MATLS INC COM 552715104 32 3236 SH DEFINED 03 0 0 3236 MENTOR CORP MINN COM 587188103 34 1000 SH DEFINED 03 0 0 1000 MENTOR GRAPHICS CORP COM 587200106 26 1701 SH DEFINED 03 0 0 1701 MERCANTILE BANKSHARES CORP COM 587405101 82 1746 SH DEFINED 03 0 0 1746 MERCK & CO INC COM 589331107 8170 171997 SH DEFINED 03 0 0 171997 MERCURY COMPUTER SYS COM 589378108 7 277 SH DEFINED 03 0 0 277 MERCURY INTERACTIVE CORP COM 589405109 1279 25676 SH DEFINED 03 0 0 25676 MEREDITH CORP COM 589433101 4379 79668 SH DEFINED 03 0 0 79668 MERRILL LYNCH & CO INC COM 590188108 11638 215601 SH DEFINED 03 0 0 215601 MESA AIR GROUP INC COM 590479101 421 52000 SH DEFINED 03 0 0 52000 METALS USA INC COM NEW 591324207 284 15900 SH DEFINED 03 0 0 15900 METASOLV INC COM 59139P104 3 1000 SH DEFINED 03 0 0 1000 METLIFE INC COM 59156R108 223 6209 SH DEFINED 03 0 0 6209 METRIS COS INC COM 591598107 97 11201 SH DEFINED 03 0 0 11201 METTLER TOLEDO INTERNATIONAL COM 592688105 59 1200 SH DEFINED 03 0 0 1200 MFA MTG INVTS INC COM 55272X102 129 14500 SH DEFINED 03 0 0 14500 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 67 11500 SH DEFINED 03 0 0 11500 MGI PHARMA INC COM 552880106 203 7500 SH DEFINED 03 0 0 7500 MGM MIRAGE COM 552953101 113 2411 SH DEFINED 03 0 0 2411 MICREL INC COM 594793101 45 3725 SH DEFINED 03 0 0 3725 MICROCHIP TECHNOLOGY INC COM 595017104 63 1998 SH DEFINED 03 0 0 1998 MICROMUSE INC COM 595094103 4 550 SH DEFINED 03 0 0 550 MICRON TECHNOLOGY INC COM 595112103 3461 226070 SH DEFINED 03 0 0 226070 MICROSOFT CORP COM 594918104 27002 945463 SH DEFINED 03 0 0 945463 MIDCAP SPDR TR UNIT SER 1 595635103 2316 20846 SH DEFINED 03 0 0 20846 MILLEA HOLDINGS INC ADR 60032R106 9493 126949 SH DEFINED 03 0 0 126949 MILLENNIUM CHEMICALS INC COM 599903101 648 37400 SH 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