-----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, PSHwxXgBSDXZr5Y0FUuZsJO10f26Gis9Y1zitVfIUq+SCayFsmXIxSN6vgLYxu6i 0gTXTcrFO70YLkiySwtssQ== 0000036121-04-000031.txt : 20041112 0000036121-04-000031.hdr.sgml : 20041111 20041112160929 ACCESSION NUMBER: 0000036121-04-000031 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041112 DATE AS OF CHANGE: 20041112 EFFECTIVENESS DATE: 20041112 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: 041139461 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 csfb13fsept04.txt CREDIT SUISSE FIRST BOSTON 13F AMENDMENT FILING FOR SEPTEMBER 2004 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 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: 212-538-38662 Signature, Place, and Date of Signing: MICHAEL LUDWIG New York, New York November 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: 5824 Form 13F Information Table Value Total: $ 37,470,228 (thousands) Information requested to be treated confidentially has been filed separately. List of Other Included Managers: Provided a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. Form 13F File Number Name 1. 28- Form 13F File Number Name 2. 28-2205 CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION* Form 13F File Number Name 3. 28-2205 CREDIT SUISSE FIRST BOSTON LLC** Form 13F File Number Name 4. 28- * CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. ** CREDIT SUISSE FIRST BOSTON LLC is also a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- A D C TELECOMMUNICATIONS COM 000886101 1888 1054583 SH DEFINED 03 1054583 0 0 AAR CORP COM 000361105 175 14021 SH DEFINED 03 14021 0 0 AARON RENTS INC COM 002535201 609 27991 SH DEFINED 03 27991 0 0 ABAXIS INC COM 002567105 200 15383 SH DEFINED 03 15383 0 0 ABB LTD SPONSORED ADR 000375204 633 103420 SH DEFINED 03 103420 0 0 ABBOTT LABS COM 002824100 75612 1784986 SH DEFINED 03 1784986 0 0 ABERCROMBIE & FITCH CO CL A 002896207 2896 91934 SH DEFINED 03 91934 0 0 ABGENIX INC NOTE 3.500% 3/1 00339BAB3 4659 5000000 SH DEFINED 03 0 0 5000000 ABGENIX INC COM 00339B107 1264 127582 SH DEFINED 03 127582 0 0 ABIOMED INC COM 003654100 549 62071 SH DEFINED 03 62071 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 127 20100 SH DEFINED 03 20100 0 0 ABM INDS INC COM 000957100 307 15234 SH DEFINED 03 15234 0 0 ABN AMRO HLDG NV SPONSORED ADR 000937102 9 400 SH DEFINED 03 400 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 481 32582 SH DEFINED 03 32582 0 0 ACCELRYS INC COM 00430U103 288 44514 SH DEFINED 03 44514 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 3976 147000 SH DEFINED 03 147000 0 0 ACCREDITED HOME LENDRS HLDG COM 00437P107 411 10678 SH DEFINED 03 10678 0 0 ACCREDO HEALTH INC COM 00437V104 309 13111 SH DEFINED 03 13111 0 0 ACE LTD ORD G0070K103 12701 317058 SH DEFINED 03 317058 0 0 ACETO CORP COM 004446100 442 30845 SH DEFINED 03 30845 0 0 ACLARA BIOSCIENCES INC COM 00461P106 88 22661 SH DEFINED 03 22661 0 0 ACT TELECONFERENCING INC COM 000955104 27 21800 SH DEFINED 03 21800 0 0 ACTEL CORP COM 004934105 234 15427 SH DEFINED 03 15427 0 0 ACTION PERFORMANCE COS INC COM 004933107 658 64974 SH DEFINED 03 64974 0 0 ACTIVISION INC NEW COM NEW 004930202 2244 161815 SH DEFINED 03 161815 0 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INC COM 15189T107 7748 747922 SH DEFINED 03 747922 0 0 CENTERPOINT PPTYS TR COM 151895109 2798 64215 SH DEFINED 03 64215 0 0 CENTEX CORP COM 152312104 7745 153483 SH DEFINED 03 153483 0 0 CENTILLIUM COMMUNICATIONS IN COM 152319109 34 14200 SH DEFINED 03 14200 0 0 CENTRA SOFTWARE INC COM 15234X103 27 16500 SH DEFINED 03 16500 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 513 23004 SH DEFINED 03 23004 0 0 CENTRAL PAC FINL CORP COM 154760102 408 14820 SH DEFINED 03 14820 0 0 CENTRAL PKG CORP COM 154785109 381 28853 SH DEFINED 03 28853 0 0 CENTURY ALUM CO COM 156431108 1338 48277 SH DEFINED 03 48277 0 0 CENTURY BUSINESS SVCS INC COM 156490104 66 14866 SH DEFINED 03 14866 0 0 CENTURYTEL INC COM 156700106 5509 160908 SH DEFINED 03 160908 0 0 CEPHALON INC NOTE 2.500%12/1 156708AE9 2646 2710000 SH DEFINED 03 0 0 2710000 CEPHALON INC NOTE 6/1 156708AJ8 4255 4226000 SH DEFINED 03 0 0 4226000 CEPHALON INC COM 156708109 8110 169351 SH DEFINED 03 169351 0 0 CERADYNE INC COM 156710105 289 6609 SH 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CORP COM NEW 232437202 43 35300 SH DEFINED 03 35300 0 0 CYBERGUARD CORP COM 231910100 53 8985 SH DEFINED 03 8985 0 0 CYBERONICS INC COM 23251P102 1569 76667 SH DEFINED 03 76667 0 0 CYBEROPTICS CORP COM 232517102 301 19494 SH DEFINED 03 19494 0 0 CYBERSOURCE CORP COM 23251J106 501 103234 SH DEFINED 03 103234 0 0 CYMER INC NOTE 3.500% 2/1 232572AE7 1665 1693000 SH DEFINED 03 0 0 1693000 CYMER INC COM 232572107 289 10085 SH DEFINED 03 10085 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 3473 392890 SH DEFINED 03 392890 0 0 CYTEC INDS INC COM 232820100 2077 42437 SH DEFINED 03 42437 0 0 CYTOGEN CORP COM NEW 232824300 220 20747 SH DEFINED 03 20747 0 0 CYTOKINETICS INC COM 23282W100 41446 3116222 SH DEFINED 03 3116222 0 0 CYTYC CORP COM 232946103 3545 146853 SH DEFINED 03 146853 0 0 D & K HEALTHCARE RES INC COM 232861104 146 14826 SH DEFINED 03 14826 0 0 D R HORTON INC COM 23331A109 4450 134412 SH DEFINED 03 134412 0 0 DADE BEHRING HLDGS INC COM 23342J206 1096 19677 SH DEFINED 03 19677 0 0 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DIGITAL RIV INC COM 25388B104 498 16757 SH DEFINED 03 16757 0 0 DIGITAS INC COM 25388K104 109 14112 SH DEFINED 03 14112 0 0 DILLARDS INC CL A 254067101 3416 173054 SH DEFINED 03 173054 0 0 DIME CMNTY BANCSHARES COM 253922108 275 16439 SH DEFINED 03 16439 0 0 DIMON INC COM 254394109 190 32254 SH DEFINED 03 32254 0 0 DIONEX CORP COM 254546104 669 12236 SH DEFINED 03 12236 0 0 DIRECT GEN CORP COM 25456W204 87 3025 SH DEFINED 03 3025 0 0 DIRECTV GROUP INC COM 25459L106 1623 92290 SH DEFINED 03 92290 0 0 DISCOVERY LABORATORIES INC N COM 254668106 121 18179 SH DEFINED 03 18179 0 0 DISNEY WALT CO COM DISNEY 254687106 55788 2473966 SH DEFINED 03 2473966 0 0 DITECH COMMUNICATIONS CORP COM 25500M103 2524 112771 SH DEFINED 03 112771 0 0 DIVERSA CORP COM 255064107 215 25796 SH DEFINED 03 25796 0 0 DJ ORTHOPEDICS INC COM 23325G104 605 34276 SH DEFINED 03 34276 0 0 DOBSON COMMUNICATIONS CORP CL A 256069105 41 30642 SH DEFINED 03 30642 0 0 DOCUCORP INTL INC COM 255911109 246 29300 SH DEFINED 03 29300 0 0 DOLLAR GEN CORP COM 256669102 7479 371162 SH DEFINED 03 371162 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 341 14026 SH DEFINED 03 14026 0 0 DOLLAR TREE STORES INC COM 256747106 3351 124434 SH DEFINED 03 124434 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAP4 2383 2330000 SH DEFINED 03 0 0 2330000 DOMINION RES INC VA NEW COM 25746U109 31695 485751 SH DEFINED 03 485751 0 0 DOMINOS PIZZA INC COM 25754A201 2102 143000 SH DEFINED 03 143000 0 0 DONALDSON INC COM 257651109 1733 61047 SH DEFINED 03 61047 0 0 DONNELLEY R R & SONS CO COM 257867101 8732 278807 SH DEFINED 03 278807 0 0 DORAL FINL CORP COM 25811P100 2907 70089 SH DEFINED 03 70089 0 0 DOT HILL SYS CORP COM 25848T109 560 69891 SH DEFINED 03 69891 0 0 DOUBLECLICK INC COM 258609304 2211 374150 SH DEFINED 03 374150 0 0 DOVER CORP COM 260003108 8663 222868 SH DEFINED 03 222868 0 0 DOW CHEM CO COM 260543103 42048 930676 SH DEFINED 03 930676 0 0 DOW JONES & CO INC COM 260561105 3502 86238 SH DEFINED 03 86238 0 0 DPL INC COM 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2425400 0 0 DUKE REALTY CORP COM NEW 264411505 13899 418650 SH DEFINED 03 418650 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 2641 44986 SH DEFINED 03 44986 0 0 DUPONT PHOTOMASKS INC COM 26613X101 1245 73176 SH DEFINED 03 73176 0 0 DUQUESNE LT HLDGS INC COM 266233105 1311 72978 SH DEFINED 03 72978 0 0 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 194 27368 SH DEFINED 03 27368 0 0 DURATEK INC COM 26658Q102 315 17797 SH DEFINED 03 17797 0 0 DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 266597301 211 104826 SH DEFINED 03 104826 0 0 DUSA PHARMACEUTICALS INC COM 266898105 202 17657 SH DEFINED 03 17657 0 0 DYCOM INDS INC COM 267475101 819 28848 SH DEFINED 03 28848 0 0 DYNAMEX INC COM 26784F103 578 33500 SH DEFINED 03 33500 0 0 DYNEGY INC NEW CL A 26816Q101 1708 342343 SH DEFINED 03 342343 0 0 E M C CORP MASS COM 268648102 42222 3658727 SH DEFINED 03 3658727 0 0 E ON AG SPONSORED ADR 268780103 287 3900 SH DEFINED 03 3900 0 0 E PIPHANY INC COM 26881V100 127 31682 SH DEFINED 03 31682 0 0 E TRADE FINANCIAL CORP COM 269246104 4532 396882 SH DEFINED 03 396882 0 0 EAGLE BROADBAND INC COM 269437109 73 101267 SH DEFINED 03 101267 0 0 EAGLE MATERIALS INC COM 26969P108 1083 15185 SH DEFINED 03 15185 0 0 EARTHLINK INC COM 270321102 1204 116748 SH DEFINED 03 116748 0 0 EAST WEST BANCORP INC COM 27579R104 1305 38833 SH DEFINED 03 38833 0 0 EASTGROUP PPTY INC COM 277276101 824 24815 SH DEFINED 03 24815 0 0 EASTMAN CHEM CO COM 277432100 16463 346220 SH DEFINED 03 346220 0 0 EASTMAN KODAK CO COM 277461109 17928 556434 SH DEFINED 03 556434 0 0 EASYLINK SVCS CORP CL A NEW 27784T200 57 48400 SH DEFINED 03 48400 0 0 EATON CORP COM 278058102 9322 147013 SH DEFINED 03 147013 0 0 EATON VANCE CORP COM NON VTG 278265103 2672 66151 SH DEFINED 03 66151 0 0 EBAY INC COM 278642103 83989 913320 SH DEFINED 03 913320 0 0 EBOOKERS PLC SPONSORED ADR 278725106 152 19121 SH DEFINED 03 19121 0 0 ECHELON CORP COM 27874N105 148 18831 SH DEFINED 03 18831 0 0 ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG4 14665 14388000 SH DEFINED 03 0 0 14388000 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 3998 128681 SH DEFINED 03 128681 0 0 ECI TELECOM LTD ORD 268258100 240 34367 SH DEFINED 03 34367 0 0 ECLIPSYS CORP COM 278856109 409 26246 SH DEFINED 03 26246 0 0 ECOLAB INC COM 278865100 7665 243791 SH DEFINED 03 243791 0 0 ECOLLEGE COM COM 27887E100 256 26668 SH DEFINED 03 26668 0 0 EDGE PETE CORP DEL COM 279862106 723 45474 SH DEFINED 03 45474 0 0 EDISON INTL COM 281020107 10956 413279 SH DEFINED 03 413279 0 0 EDUCATION MGMT CORP COM 28139T101 1777 66648 SH DEFINED 03 66648 0 0 EDWARDS AG INC COM 281760108 2419 69871 SH DEFINED 03 69871 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1969 58781 SH DEFINED 03 58781 0 0 EFUNDS CORP COM 28224R101 713 38351 SH DEFINED 03 38351 0 0 EGL INC NOTE 5.000%12/1 268484AB8 1321 750000 SH DEFINED 03 0 0 750000 EGL INC COM 268484102 361 11944 SH DEFINED 03 11944 0 0 EL PASO CORP COM 28336L109 6453 702126 SH DEFINED 03 702126 0 0 EL PASO ELEC CO COM NEW 283677854 583 36269 SH DEFINED 03 36269 0 0 ELAN PLC ADR 284131208 1411 60300 SH DEFINED 03 60300 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 774 44812 SH DEFINED 03 44812 0 0 ELECTRONIC ARTS INC COM 285512109 24854 539977 SH DEFINED 03 539977 0 0 ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 1707 1704000 SH DEFINED 03 0 0 1704000 ELECTRONIC DATA SYS NEW COM 285661104 19769 1019536 SH DEFINED 03 1019536 0 0 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 1350 39604 SH DEFINED 03 39604 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 2348 144523 SH DEFINED 03 144523 0 0 ELIZABETH ARDEN INC COM 28660G106 733 34979 SH DEFINED 03 34979 0 0 ELKCORP COM 287456107 226 8132 SH DEFINED 03 8132 0 0 ELLIS PERRY INTL INC COM 288853104 376 16784 SH DEFINED 03 16784 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 336 40033 SH DEFINED 03 40033 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 1270 48100 SH DEFINED 03 48100 0 0 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N209 145 12800 SH DEFINED 03 12800 0 0 EMCOR GROUP INC COM 29084Q100 2673 71043 SH DEFINED 03 71043 0 0 EMERSON ELEC CO COM 291011104 32941 532256 SH DEFINED 03 532256 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 1221 67788 SH DEFINED 03 67788 0 0 EMPIRE DIST ELEC CO COM 291641108 157 7630 SH DEFINED 03 7630 0 0 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 384 24490 SH DEFINED 03 24490 0 0 EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 292448107 69 33300 SH DEFINED 03 33300 0 0 EMULEX CORP NOTE 1.750% 2/0 292475AB6 196 200000 SH DEFINED 03 0 0 200000 EMULEX CORP COM NEW 292475209 1774 153991 SH DEFINED 03 153991 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 645 13500 SH DEFINED 03 13500 0 0 ENCANA CORP COM 292505104 1208 26100 SH DEFINED 03 26100 0 0 ENCORE ACQUISITION CO COM 29255W100 162 4682 SH DEFINED 03 4682 0 0 ENCORE MED CORP COM 29256E109 128 25703 SH DEFINED 03 25703 0 0 ENCORE WIRE CORP COM 292562105 615 46388 SH DEFINED 03 46388 0 0 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 475 52575 SH DEFINED 03 52575 0 0 ENDESA S A SPONSORED ADR 29258N107 204 10700 SH DEFINED 03 10700 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 817 44510 SH DEFINED 03 44510 0 0 ENDOCARDIAL SOLUTIONS INC COM 292962107 315 27292 SH DEFINED 03 27292 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 42846 1332700 SH DEFINED 03 1332700 0 0 ENERGEN CORP COM 29265N108 398 7712 SH DEFINED 03 7712 0 0 ENERGIZER HLDGS INC COM 29266R108 2082 45169 SH DEFINED 03 45169 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 713 53869 SH DEFINED 03 53869 0 0 ENERGY EAST CORP COM 29266M109 2888 114679 SH DEFINED 03 114679 0 0 ENERGY PARTNERS LTD COM 29270U105 870 53421 SH DEFINED 03 53421 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 639 13400 SH DEFINED 03 0 0 0 ENERSYS COM 29275Y102 658 51200 SH DEFINED 03 51200 0 0 ENESCO GROUP INC COM 292973104 92 13400 SH DEFINED 03 13400 0 0 ENGELHARD CORP COM 292845104 4150 146388 SH DEFINED 03 146388 0 0 ENGINEERED SUPPORT SYS INC COM 292866100 341 7474 SH DEFINED 03 7474 0 0 ENI S P A SPONSORED ADR 26874R108 761 6780 SH DEFINED 03 6780 0 0 ENNIS INC COM 293389102 260 12141 SH DEFINED 03 12141 0 0 ENPRO INDS INC COM 29355X107 1370 56767 SH DEFINED 03 56767 0 0 ENSCO INTL INC COM 26874Q100 6343 194145 SH DEFINED 03 194145 0 0 ENTEGRIS INC COM 29362U104 351 42131 SH DEFINED 03 42131 0 0 ENTERASYS NETWORKS INC COM 293637104 203 126652 SH DEFINED 03 126652 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 2784 85252 SH DEFINED 03 85252 0 0 ENTERGY CORP NEW COM 29364G103 22024 363378 SH DEFINED 03 363378 0 0 ENTERRA ENERGY TR TR UNIT 29381P102 419 28825 SH DEFINED 03 28825 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 220 5819 SH DEFINED 03 5819 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 411 52968 SH DEFINED 03 52968 0 0 ENTRUST INC COM 293848107 23 9236 SH DEFINED 03 9236 0 0 ENZO BIOCHEM INC COM 294100102 246 16384 SH DEFINED 03 16384 0 0 ENZON PHARMACEUTICALS INC COM 293904108 1061 66578 SH DEFINED 03 66578 0 0 EOG RES INC COM 26875P101 9288 141054 SH DEFINED 03 141054 0 0 EON COMMUNICATIONS CORP COM 268763109 42 28700 SH DEFINED 03 28700 0 0 EON LABS INC COM 29412E100 2146 98744 SH DEFINED 03 98744 0 0 EPICOR SOFTWARE CORP COM 29426L108 1042 86689 SH DEFINED 03 86689 0 0 EPIQ SYS INC COM 26882D109 700 44851 SH DEFINED 03 44851 0 0 EPIX MEDICAL INC COM 26881Q101 284 14767 SH DEFINED 03 14767 0 0 EPOCH BIOSCIENCES INC COM 294273107 20 10200 SH DEFINED 03 10200 0 0 EQUANT N V NY REG SHS 294409107 44 11100 SH DEFINED 03 11100 0 0 EQUIFAX INC COM 294429105 3496 132642 SH DEFINED 03 132642 0 0 EQUINIX INC COM NEW 29444U502 247 8047 SH DEFINED 03 8047 0 0 EQUITABLE RES INC COM 294549100 17850 328677 SH DEFINED 03 328677 0 0 EQUITY INNS INC COM 294703103 508 51442 SH DEFINED 03 51442 0 0 EQUITY OFFICE PROPERTIES TRU COM 294741103 21416 785912 SH DEFINED 03 785912 0 0 EQUITY ONE COM 294752100 1561 79559 SH DEFINED 03 79559 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 20096 648273 SH DEFINED 03 648273 0 0 EQUITY RESIDENTIAL PFD CONV E 7% 29476L883 19056 555411 SH DEFINED 03 555411 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 4704 353145 SH DEFINED 03 353145 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 561 17955 SH DEFINED 03 17955 0 0 ERIE INDTY CO CL A 29530P102 300 5890 SH DEFINED 03 5890 0 0 ESCALADE INC COM 296056104 349 25109 SH DEFINED 03 25109 0 0 ESCALON MED CORP COM NEW 296074305 127 10600 SH DEFINED 03 10600 0 0 ESCO TECHNOLOGIES INC COM 296315104 844 12460 SH DEFINED 03 12460 0 0 ESPEED INC CL A 296643109 1218 123871 SH DEFINED 03 123871 0 0 ESS TECHNOLOGY INC COM 269151106 1125 164489 SH DEFINED 03 164489 0 0 ESSEX PPTY TR INC COM 297178105 2157 30020 SH DEFINED 03 30020 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 1800 51810 SH DEFINED 03 51810 0 0 EUROBANCSHARES INC COM 298716101 835 44436 SH DEFINED 03 44436 0 0 EURONET WORLDWIDE INC COM 298736109 344 18391 SH DEFINED 03 18391 0 0 EVEREST RE GROUP LTD COM G3223R108 4491 60418 SH DEFINED 03 60418 0 0 EVERGREEN RES INC COM NO PAR 299900308 698 17433 SH DEFINED 03 17433 0 0 EVERGREEN SOLAR INC COM 30033R108 182 63700 SH DEFINED 03 63700 0 0 EVOLVING SYS INC COM 30049R100 44 14334 SH DEFINED 03 14334 0 0 EXACT SCIENCES CORP COM 30063P105 92 28352 SH DEFINED 03 28352 0 0 EXAR CORP COM 300645108 387 27318 SH DEFINED 03 27318 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 311 7400 SH DEFINED 03 7400 0 0 EXELIXIS INC COM 30161Q104 114 14149 SH DEFINED 03 14149 0 0 EXELON CORP COM 30161N101 30726 837457 SH DEFINED 03 837457 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 812 51617 SH DEFINED 03 51617 0 0 EXPEDITORS INTL WASH INC COM 302130109 5389 104295 SH DEFINED 03 104295 0 0 EXPRESS SCRIPTS INC COM 302182100 9123 139638 SH DEFINED 03 139638 0 0 EXPRESSJET HOLDINGS INC CL A 30218U108 645 64444 SH DEFINED 03 64444 0 0 EXTRA SPACE STORAGE INC COM 30225T102 428 33600 SH DEFINED 03 33600 0 0 EXTREME NETWORKS INC COM 30226D106 365 82436 SH DEFINED 03 82436 0 0 EXXON MOBIL CORP COM 30231G102 304150 6293191 SH DEFINED 03 6293191 0 0 F M C CORP COM NEW 302491303 1451 29880 SH DEFINED 03 29880 0 0 FACTSET RESH SYS INC COM 303075105 3421 70966 SH DEFINED 03 70966 0 0 FAIR ISAAC CORP NOTE 1.500% 8/1 303250AB0 1228 1238000 SH DEFINED 03 0 0 1238000 FAIR ISAAC CORP COM 303250104 2276 77959 SH DEFINED 03 77959 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 3147 222058 SH DEFINED 03 222058 0 0 FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ0 13279 13351000 SH DEFINED 03 0 0 13351000 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 25 200 SH DEFINED 03 200 0 0 FAIRMONT HOTELS RESORTS INC COM 305204109 352 12900 SH DEFINED 03 12900 0 0 FALCONSTOR SOFTWARE INC COM 306137100 304 40865 SH DEFINED 03 40865 0 0 FAMILY DLR STORES INC COM 307000109 6852 252842 SH DEFINED 03 252842 0 0 FASTENAL CO COM 311900104 5837 101349 SH DEFINED 03 101349 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 228 10280 SH DEFINED 03 10280 0 0 FEDERAL HOME LN MTG CORP COM 313400301 370783 5683373 SH DEFINED 03 5683373 0 0 FEDERAL NATL MTG ASSN COM 313586109 123693 1950993 SH DEFINED 03 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457733103 298 18944 SH DEFINED 03 18944 0 0 INSTINET GROUP INC COM 457750107 341 68141 SH DEFINED 03 68141 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB5 4794 4150000 SH DEFINED 03 0 0 4150000 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 229 7125 SH DEFINED 03 7125 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 1037 48274 SH DEFINED 03 48274 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2946 309430 SH DEFINED 03 309430 0 0 INTEGRATED ELECTRICAL SVC COM 45811E103 157 32665 SH DEFINED 03 32665 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 805 110821 SH DEFINED 03 110821 0 0 INTEL CORP COM 458140100 232939 11629243 SH DEFINED 03 11629243 0 0 INTELLIGROUP INC COM 45816A106 14 10700 SH DEFINED 03 10700 0 0 INTER PARFUMS INC COM 458334109 201 14827 SH DEFINED 03 14827 0 0 INTER TEL INC COM 458372109 574 26557 SH DEFINED 03 26557 0 0 INTERCEPT INC COM 45845L107 13499 720732 SH DEFINED 03 720732 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 426 26133 SH DEFINED 03 26133 0 0 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SEL DIV INX 464287168 1624 28300 SH DEFINED 03 28300 0 0 ISHARES TR TRANSP AVE IDX 464287192 30337 519200 SH DEFINED 03 519200 0 0 ISHARES TR S&P 500 INDEX 464287200 9081 81226 SH DEFINED 03 81226 0 0 ISHARES TR S&P500/BAR GRW 464287309 7117 132142 SH DEFINED 03 132142 0 0 ISHARES TR S&P GBL HLTHCR 464287325 1384 30000 SH DEFINED 03 30000 0 0 ISHARES TR GS NAT RES IDX 464287374 7584 60312 SH DEFINED 03 60312 0 0 ISHARES TR 20+ YR TRS BD 464287432 364002 4120000 SH DEFINED 03 4120000 0 0 ISHARES TR 7-10 YR TRS BD 464287440 81567 950000 SH DEFINED 03 950000 0 0 ISHARES TR RUSSELL MCP VL 464287473 24587 245621 SH DEFINED 03 245621 0 0 ISHARES TR RUSSELL MCP GR 464287481 4885 65400 SH DEFINED 03 65400 0 0 ISHARES TR S&P MIDCAP 400 464287507 12735 107159 SH DEFINED 03 107159 0 0 ISHARES TR GLMN SCHS SOFT 464287515 5798 167290 SH DEFINED 03 167290 0 0 ISHARES TR GLDM SCHS SEMI 464287523 1010 21072 SH DEFINED 03 21072 0 0 ISHARES TR GLDM SCHS NETW 464287531 12304 459970 SH DEFINED 03 459970 0 0 ISHARES TR GLDM SACHS TEC 464287549 1954 47650 SH DEFINED 03 47650 0 0 ISHARES TR NASDQ BIO INDX 464287556 214902 3070030 SH DEFINED 03 3070030 0 0 ISHARES TR COHEN&ST RLTY 464287564 33436 281922 SH DEFINED 03 281922 0 0 ISHARES TR DJ US CON CYCL 464287580 2108 38850 SH DEFINED 03 38850 0 0 ISHARES TR RUSSELL1000VAL 464287598 41038 677636 SH DEFINED 03 677636 0 0 ISHARES TR S&P MIDCP GROW 464287606 50091 417145 SH DEFINED 03 417145 0 0 ISHARES TR RUSSELL1000GRW 464287614 2621 57988 SH DEFINED 03 57988 0 0 ISHARES TR RUSSELL 1000 464287622 701022 11750289 SH DEFINED 03 11750289 0 0 ISHARES TR RUSL 2000 VALU 464287630 87183 507796 SH DEFINED 03 507796 0 0 ISHARES TR RUSL 2000 GROW 464287648 162935 2780469 SH DEFINED 03 2780469 0 0 ISHARES TR RUSSELL 2000 464287655 1783873 15668627 SH DEFINED 03 15668627 0 0 ISHARES TR RUSL 3000 VALU 464287663 11934 151600 SH DEFINED 03 151600 0 0 ISHARES TR RUSSELL 3000 464287689 95307 1508030 SH DEFINED 03 1508030 0 0 ISHARES TR S&P MIDCP VALU 464287705 26498 229875 SH DEFINED 03 229875 0 0 ISHARES TR DJ US TELECOMM 464287713 12671 559667 SH DEFINED 03 559667 0 0 ISHARES TR DJ US TECH SEC 464287721 860 20016 SH DEFINED 03 20016 0 0 ISHARES TR DJ US REAL EST 464287739 384783 3564121 SH DEFINED 03 3564121 0 0 ISHARES TR DJ US INDUSTRL 464287754 2595 50453 SH DEFINED 03 50453 0 0 ISHARES TR DJ US HEALTHCR 464287762 2930 52560 SH DEFINED 03 52560 0 0 ISHARES TR DJ US FINL SVC 464287770 13996 134853 SH DEFINED 03 134853 0 0 ISHARES TR DJ US FINL SEC 464287788 2310 25595 SH DEFINED 03 25595 0 0 ISHARES TR DJ US ENERGY 464287796 168 2691 SH DEFINED 03 2691 0 0 ISHARES TR S&P SMLCAP 600 464287804 404 2800 SH DEFINED 03 2800 0 0 ISHARES TR DJ CON NON CYCL 464287812 29903 622591 SH DEFINED 03 622591 0 0 ISHARES TR DJ US BAS MATL 464287838 52786 1120000 SH DEFINED 03 1120000 0 0 ISHARES TR S&P SMLCP VALU 464287879 12389 113273 SH DEFINED 03 113273 0 0 ISHARES TR S&P SMLCP GROW 464287887 22746 241034 SH DEFINED 03 241034 0 0 ISIS PHARMACEUTICALS INC COM 464330109 407 83254 SH DEFINED 03 83254 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 1417 73339 SH DEFINED 03 73339 0 0 ISPAT INTL N V NY REG SH CL A 464899103 2024 69800 SH DEFINED 03 69800 0 0 ISTA PHARMACEUTICALS INC COM NEW 45031X204 63209 5185440 SH DEFINED 03 5185440 0 0 ISTAR FINL INC COM 45031U101 561 13607 SH DEFINED 03 13607 0 0 ITRON INC COM 465741106 340 19499 SH DEFINED 03 19499 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 937 25982 SH DEFINED 03 25982 0 0 ITT INDS INC IND COM 450911102 7922 99040 SH DEFINED 03 99040 0 0 IVAX CORP COM 465823102 2899 151401 SH DEFINED 03 151401 0 0 IXYS CORP COM 46600W106 76 10624 SH DEFINED 03 10624 0 0 J JILL GROUP INC COM 466189107 197 9953 SH DEFINED 03 9953 0 0 JABIL CIRCUIT INC COM 466313103 6172 268366 SH DEFINED 03 268366 0 0 JACK IN THE BOX INC COM 466367109 2069 65203 SH DEFINED 03 65203 0 0 JACKSON HEWITT TAX SVCS INC COM 468202106 3192 157800 SH DEFINED 03 157800 0 0 JACOBS ENGR GROUP INC DEL COM 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437036 SH DEFINED 03 437036 0 0 KFORCE INC COM 493732101 202 24286 SH DEFINED 03 24286 0 0 KFX INC COM 48245L107 169 21881 SH DEFINED 03 21881 0 0 KILROY RLTY CORP COM 49427F108 1251 32898 SH DEFINED 03 32898 0 0 KIMBERLY CLARK CORP COM 494368103 34751 538029 SH DEFINED 03 538029 0 0 KIMCO REALTY CORP COM 49446R109 9276 180820 SH DEFINED 03 180820 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 2844 60880 SH DEFINED 03 60880 0 0 KINDER MORGAN INC KANS COM 49455P101 13880 220943 SH DEFINED 03 220943 0 0 KINDRED HEALTHCARE INC COM 494580103 742 30420 SH DEFINED 03 30420 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 76704 1459633 SH DEFINED 03 1459633 0 0 KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 7369 7500000 SH DEFINED 03 0 0 7500000 KING PHARMACEUTICALS INC COM 495582108 14035 1175491 SH DEFINED 03 1175491 0 0 KINGSWAY FINL SVCS INC COM 496904103 453 34500 SH DEFINED 03 34500 0 0 KINROSS GOLD CORP COM NEW 496902206 153 22567 SH DEFINED 03 22567 0 0 KINTERA INC COM 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SH DEFINED 03 7074063 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 155343 5477535 SH DEFINED 03 5477535 0 0 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 17921 937305 SH DEFINED 03 937305 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 48833 1949425 SH DEFINED 03 1949425 0 0 SELECTICA INC COM 816288104 53 14155 SH DEFINED 03 14155 0 0 SELECTIVE INS GROUP INC COM 816300107 211 5656 SH DEFINED 03 5656 0 0 SEMCO ENERGY INC COM 78412D109 192 34886 SH DEFINED 03 34886 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 112180 3714571 SH DEFINED 03 3714571 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 302 10000 SH DEFINED 03 0 0 10000 SEMPRA ENERGY COM 816851109 8582 237134 SH DEFINED 03 237134 0 0 SEMPRA ENERGY INCOME EQTY UT 816851208 215 6305 SH DEFINED 03 6305 0 0 SEMTECH CORP COM 816850101 889 46286 SH DEFINED 03 46286 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 1889 106012 SH DEFINED 03 106012 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 726 33538 SH DEFINED 03 33538 0 0 SEPRACOR INC SDCV 5.000% 2/1 817315AL8 9809 9500000 SH DEFINED 03 0 0 9500000 SEPRACOR INC NOTE 12/1 817315AT1 12522 7500000 SH DEFINED 03 0 0 7500000 SEPRACOR INC NOTE 12/1 817315AU8 23622 13351000 SH DEFINED 03 0 0 13351000 SEPRACOR INC COM 817315104 6729 138034 SH DEFINED 03 138034 0 0 SEQUA CORPORATION CL A 817320104 304 5814 SH DEFINED 03 5814 0 0 SERENA SOFTWARE INC COM 817492101 536 31915 SH DEFINED 03 31915 0 0 SEROLOGICALS CORP COM 817523103 1197 51241 SH DEFINED 03 51241 0 0 SERVICE CORP INTL COM 817565104 586 94307 SH DEFINED 03 94307 0 0 SERVICEMASTER CO COM 81760N109 581 45171 SH DEFINED 03 45171 0 0 SFBC INTL INC COM 784121105 400 15237 SH DEFINED 03 15237 0 0 SHARPER IMAGE CORP COM 820013100 2329 108431 SH DEFINED 03 108431 0 0 SHAW GROUP INC COM 820280105 601 50115 SH DEFINED 03 50115 0 0 SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 405 9100 SH DEFINED 03 9100 0 0 SHERWIN WILLIAMS CO COM 824348106 7091 161296 SH DEFINED 03 161296 0 0 SHILOH INDS INC COM 824543102 573 41400 SH 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SOUTHWEST AIRLS CO COM 844741108 10422 765235 SH DEFINED 03 765235 0 0 SOUTHWEST BANCORPORATION TEX COM 84476R109 314 15634 SH DEFINED 03 15634 0 0 SOUTHWEST GAS CORP COM 844895102 432 18055 SH DEFINED 03 18055 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1267 30168 SH DEFINED 03 30168 0 0 SOVEREIGN BANCORP INC COM 845905108 14929 684207 SH DEFINED 03 684207 0 0 SOVRAN SELF STORAGE INC COM 84610H108 807 20607 SH DEFINED 03 20607 0 0 SPARTECH CORP COM NEW 847220209 233 9265 SH DEFINED 03 9265 0 0 SPDR TR UNIT SER 1 78462F103 646170 5781766 SH DEFINED 03 0 0 0 SPECTRALINK CORP COM 847580107 231 24557 SH DEFINED 03 24557 0 0 SPECTRASITE INC COM 84761M104 376 8089 SH DEFINED 03 8089 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 189 30200 SH DEFINED 03 30200 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 557 16706 SH DEFINED 03 16706 0 0 SPHERION CORP COM 848420105 279 35651 SH DEFINED 03 35651 0 0 SPINNAKER EXPL CO COM 84855W109 1471 41972 SH DEFINED 03 41972 0 0 SPORTS AUTH INC NEW COM 84917U109 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858375108 523 34271 SH DEFINED 03 34271 0 0 STEINER LEISURE LTD ORD P8744Y102 324 14674 SH DEFINED 03 14674 0 0 STELLENT INC COM 85856W105 233 30279 SH DEFINED 03 30279 0 0 STELMAR SHIPPING LTD COM V8726M103 2953 78100 SH DEFINED 03 78100 0 0 STEREOTAXIS INC COM 85916J102 837 85303 SH DEFINED 03 85303 0 0 STERICYCLE INC COM 858912108 2081 45367 SH DEFINED 03 45367 0 0 STERIS CORP COM 859152100 2157 98298 SH DEFINED 03 98298 0 0 STERLING BANCSHARES INC COM 858907108 178 13269 SH DEFINED 03 13269 0 0 STEWART & STEVENSON SVCS INC COM 860342104 410 23182 SH DEFINED 03 23182 0 0 STEWART ENTERPRISES INC CL A 860370105 215 30984 SH DEFINED 03 30984 0 0 STEWART INFORMATION SVCS COR COM 860372101 3916 99387 SH DEFINED 03 99387 0 0 STEWART W P & CO LTD COM G84922106 230 11500 SH DEFINED 03 11500 0 0 STIFEL FINL CORP COM 860630102 382 19465 SH DEFINED 03 19465 0 0 STILLWATER MNG CO COM 86074Q102 368 23730 SH DEFINED 03 23730 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 2431 140685 SH DEFINED 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CORP COM 589405109 70 2011 SH DEFINED 2011 0 0 MEREDITH CORP COM 589433101 53 1039 SH DEFINED 1039 0 0 MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ2 9030 80000 SH DEFINED 80000 0 0 MERRILL LYNCH & CO INC COM 590188108 3480 70001 SH DEFINED 70001 0 0 METLIFE INC COM 59156R108 606 15690 SH DEFINED 15690 0 0 MGIC INVT CORP WIS COM 552848103 136 2038 SH DEFINED 2038 0 0 MGM MIRAGE COM 552953101 459 9252 SH DEFINED 9252 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 3 123 SH DEFINED 123 0 0 MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG8 55430 460000 SH DEFINED 460000 0 0 MICRON TECHNOLOGY INC COM 595112103 2966 246554 SH DEFINED 246554 0 0 MICROSOFT CORP COM 594918104 42485 1536531 SH DEFINED 1536531 0 0 MICROSTRATEGY INC CL A NEW 594972408 1027 25000 SH DEFINED 25000 0 0 MILLENNIUM PHARMACEUTICALS I COM 599902103 1 47 SH DEFINED 47 0 0 MILLIPORE CORP COM 601073109 49 1026 SH DEFINED 1026 0 0 MOLEX INC COM 608554101 117 3923 SH DEFINED 3923 0 0 MONSANTO CO NEW COM 61166W101 201 5524 SH 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RAYTHEON CO COM NEW 755111507 367 9675 SH DEFINED 9675 0 0 REDWOOD TR INC COM 758075402 6 91 SH DEFINED 91 0 0 REEBOK INTL LTD COM 758110100 45 1224 SH DEFINED 1224 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 316 9559 SH DEFINED 9559 0 0 RELIANT ENERGY INC COM 75952B105 2 198 SH DEFINED 198 0 0 REYNOLDS AMERICAN INC COM 761713106 1569 23062 SH DEFINED 23062 0 0 ROBERT HALF INTL INC COM 770323103 92 3564 SH DEFINED 3564 0 0 ROCKWELL AUTOMATION INC COM 773903109 148 3813 SH DEFINED 3813 0 0 ROCKWELL COLLINS INC COM 774341101 136 3662 SH DEFINED 3662 0 0 ROHM & HAAS CO COM 775371107 451 10493 SH DEFINED 10493 0 0 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 93 6900 SH DEFINED 6900 0 0 ROWAN COS INC COM 779382100 58 2209 SH DEFINED 2209 0 0 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 31275 600000 SH DEFINED 600000 0 0 ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM4 14000 200000 SH DEFINED 200000 0 0 RYDER SYS INC COM 783549108 63 1332 SH DEFINED 1332 0 0 SABRE HLDGS CORP CL A 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MSCI JAPAN 464286848 683 70382 SH DEFINED 03 0 0 70382 ISHARES INC MSCI HONG KONG 464286871 338 30400 SH DEFINED 03 0 0 30400 ISHARES TR S&P 100 IDX FD 464287101 59 1100 SH DEFINED 03 0 0 1100 ISHARES TR DJ SEL DIV INX 464287168 989 17233 SH DEFINED 03 0 0 17233 ISHARES TR US TIPS BD FD 464287176 600 5754 SH DEFINED 03 0 0 5754 ISHARES TR S&P 500 INDEX 464287200 461 4125 SH DEFINED 03 0 0 4125 ISHARES TR MSCI EMERG MKT 464287234 802 4652 SH DEFINED 03 0 0 4652 ISHARES TR S&P500/BAR GRW 464287309 1130 20978 SH DEFINED 03 0 0 20978 ISHARES TR S&P GBL HLTHCR 464287325 59 1267 SH DEFINED 03 0 0 1267 ISHARES TR GS NAT RES IDX 464287374 139 1105 SH DEFINED 03 0 0 1105 ISHARES TR S&P500/BAR VAL 464287408 1928 33493 SH DEFINED 03 0 0 33493 ISHARES TR 20+ YR TRS BD 464287432 177 2000 SH DEFINED 03 0 0 2000 ISHARES TR MSCI EAFE IDX 464287465 3290 23269 SH DEFINED 03 0 0 23269 ISHARES TR RUSSELL MCP VL 464287473 153 1534 SH DEFINED 03 0 0 1534 ISHARES TR RUSSELL MCP GR 464287481 352 4746 SH DEFINED 03 0 0 4746 ISHARES TR S&P MIDCAP 400 464287507 70 591 SH DEFINED 03 0 0 591 ISHARES TR NASDQ BIO INDX 464287556 557 7964 SH DEFINED 03 0 0 7964 ISHARES TR COHEN&ST RLTY 464287564 86 727 SH DEFINED 03 0 0 727 ISHARES TR RUSSELL1000VAL 464287598 686 11321 SH DEFINED 03 0 0 11321 ISHARES TR S&P MIDCP GROW 464287606 818 6815 SH DEFINED 03 0 0 6815 ISHARES TR RUSSELL1000GRW 464287614 384 8493 SH DEFINED 03 0 0 8493 ISHARES TR RUSSELL 1000 464287622 304 5100 SH DEFINED 03 0 0 5100 ISHARES TR RUSL 2000 VALU 464287630 400 2332 SH DEFINED 03 0 0 2332 ISHARES TR RUSL 2000 GROW 464287648 2132 36381 SH DEFINED 03 0 0 36381 ISHARES TR RUSSELL 2000 464287655 2674 23490 SH DEFINED 03 0 0 23490 ISHARES TR RUSSELL 3000 464287689 204 3225 SH DEFINED 03 0 0 3225 ISHARES TR S&P MIDCP VALU 464287705 1227 10644 SH DEFINED 03 0 0 10644 ISHARES TR DJ US REAL EST 464287739 627 5809 SH DEFINED 03 0 0 5809 ISHARES TR DJ US INDUSTRL 464287754 4 68 SH DEFINED 03 0 0 68 ISHARES TR DJ US HEALTHCR 464287762 94 1695 SH DEFINED 03 0 0 1695 ISHARES TR DJ US FINL SVC 464287770 35 339 SH DEFINED 03 0 0 339 ISHARES TR DJ US FINL SEC 464287788 52 578 SH DEFINED 03 0 0 578 ISHARES TR DJ US ENERGY 464287796 125 2000 SH DEFINED 03 0 0 2000 ISHARES TR S&P SMLCAP 600 464287804 289 2003 SH DEFINED 03 0 0 2003 ISHARES TR DJ CON NON CYCL 464287812 24 500 SH DEFINED 03 0 0 500 ISHARES TR DJ US BAS MATL 464287838 94 2000 SH DEFINED 03 0 0 2000 ISHARES TR S&P SMLCP VALU 464287879 1231 11256 SH DEFINED 03 0 0 11256 ISHARES TR S&P SMLCP GROW 464287887 925 9798 SH DEFINED 03 0 0 9798 ISTAR FINL INC COM 45031U101 14 335 SH DEFINED 03 0 0 335 ITT EDUCATIONAL SERVICES INC COM 45068B109 41 1134 SH DEFINED 03 0 0 1134 ITT INDS INC IND COM 450911102 4498 56228 SH DEFINED 03 0 0 56228 IVAX CORP COM 465823102 137 7133 SH DEFINED 03 0 0 7133 J JILL GROUP INC COM 466189107 143 7188 SH DEFINED 03 0 0 7188 J P MORGAN CHASE & CO COM 46625H100 7650 192561 SH DEFINED 03 0 0 192561 JABIL CIRCUIT INC COM 466313103 228 9926 SH 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COM 495582108 33 2750 SH DEFINED 03 0 0 2750 KINROSS GOLD CORP COM NEW 496902206 41 6000 SH DEFINED 03 0 0 6000 KLA-TENCOR CORP COM 482480100 26 630 SH DEFINED 03 0 0 630 KMART HLDG CORPORATION COM 498780105 13 145 SH DEFINED 03 0 0 145 KNIGHT RIDDER INC COM 499040103 860 13135 SH DEFINED 03 0 0 13135 KOHLS CORP COM 500255104 235 4874 SH DEFINED 03 0 0 4874 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 8453 1322826 SH DEFINED 03 0 0 1322826 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 109 4767 SH DEFINED 03 0 0 4767 KOPIN CORP COM 500600101 3 740 SH DEFINED 03 0 0 740 KOREA ELECTRIC PWR SPONSORED ADR 500631106 3384 320731 SH DEFINED 03 0 0 320731 KORN FERRY INTL COM NEW 500643200 0 25 SH DEFINED 03 0 0 25 KRAFT FOODS INC CL A 50075N104 560 17650 SH DEFINED 03 0 0 17650 KRISPY KREME DOUGHNUTS INC COM 501014104 176 13900 SH DEFINED 03 0 0 13900 KROGER CO COM 501044101 3056 196916 SH DEFINED 03 0 0 196916 KRONOS INC COM 501052104 67 1506 SH DEFINED 03 0 0 1506 KT CORP SPONSORED ADR 48268K101 4278 236728 SH DEFINED 03 0 0 236728 KULICKE & SOFFA INDS INC COM 501242101 355 62760 SH DEFINED 03 0 0 62760 KYOCERA CORP ADR 501556203 170 2408 SH DEFINED 03 0 0 2408 K2 INC COM 482732104 100 7000 SH DEFINED 03 0 0 7000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2041 30465 SH DEFINED 03 0 0 30465 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2138 48907 SH DEFINED 03 0 0 48907 LABRANCHE & CO INC COM 505447102 8 1000 SH DEFINED 03 0 0 1000 LAFARGE NORTH AMERICA INC COM 505862102 15 310 SH DEFINED 03 0 0 310 LAIDLAW INTL INC COM 50730R102 2084 126702 SH DEFINED 03 0 0 126702 LAM RESEARCH CORP COM 512807108 107 4873 SH DEFINED 03 0 0 4873 LAMAR ADVERTISING CO CL A 512815101 176 4230 SH DEFINED 03 0 0 4230 LANCASTER COLONY CORP COM 513847103 35 824 SH DEFINED 03 0 0 824 LAUDER ESTEE COS INC CL A 518439104 777 18588 SH DEFINED 03 0 0 18588 LAUREATE EDUCATION INC COM 518613104 119 3200 SH DEFINED 03 0 0 3200 LAWSON SOFTWARE INC COM 520780107 112 20039 SH DEFINED 03 0 0 20039 LEAPFROG ENTERPRISES INC CL A 52186N106 10 500 SH DEFINED 03 0 0 500 LEAR CORP COM 521865105 4515 82922 SH DEFINED 03 0 0 82922 LEE ENTERPRISES INC COM 523768109 302 6517 SH DEFINED 03 0 0 6517 LEGG MASON INC COM 524901105 123 2315 SH DEFINED 03 0 0 2315 LEGGETT & PLATT INC COM 524660107 9 326 SH DEFINED 03 0 0 326 LEHMAN BROS HLDGS INC COM 524908100 4862 60988 SH DEFINED 03 0 0 60988 LENNAR CORP CL A 526057104 165 3474 SH DEFINED 03 0 0 3474 LEUCADIA NATL CORP COM 527288104 44 770 SH DEFINED 03 0 0 770 LEVEL 3 COMMUNICATIONS INC COM 52729N100 6 2150 SH DEFINED 03 0 0 2150 LEXMARK INTL NEW CL A 529771107 294 3504 SH DEFINED 03 0 0 3504 LIBERTY MEDIA CORP NEW COM SER A 530718105 1198 137338 SH DEFINED 03 0 0 137338 LIBERTY MEDIA INTL INC COM SER A 530719103 232 6956 SH DEFINED 03 0 0 6956 LIBERTY PPTY TR SH BEN INT 531172104 232 5828 SH DEFINED 03 0 0 5828 LIFEPOINT HOSPITALS INC COM 53219L109 1365 45475 SH DEFINED 03 0 0 45475 LILLY ELI & CO COM 532457108 5337 88876 SH DEFINED 03 0 0 88876 LIMITED BRANDS INC COM 532716107 127 5691 SH DEFINED 03 0 0 5691 LINCARE HLDGS INC COM 532791100 55 1850 SH DEFINED 03 0 0 1850 LINCOLN NATL CORP IND COM 534187109 216 4588 SH DEFINED 03 0 0 4588 LINEAR TECHNOLOGY CORP COM 535678106 832 22968 SH DEFINED 03 0 0 22968 LINENS N THINGS INC COM 535679104 207 8928 SH DEFINED 03 0 0 8928 LIONS GATE ENTMNT CORP COM NEW 535919203 15 1778 SH DEFINED 03 0 0 1778 LITTELFUSE INC COM 537008104 23 671 SH DEFINED 03 0 0 671 LIZ CLAIBORNE INC COM 539320101 59 1559 SH DEFINED 03 0 0 1559 LOCKHEED MARTIN CORP COM 539830109 11617 208267 SH DEFINED 03 0 0 208267 LOEWS CORP COM 540424108 3099 52970 SH DEFINED 03 0 0 52970 LOEWS CORP CAROLNA GP STK 540424207 519 21305 SH DEFINED 03 0 0 21305 LOUDEYE CORP COM 545754103 6 6000 SH DEFINED 03 0 0 6000 LOUISIANA PAC CORP COM 546347105 54 2088 SH DEFINED 03 0 0 2088 LOWES COS INC COM 548661107 1048 19274 SH DEFINED 03 0 0 19274 LSI LOGIC CORP COM 502161102 1 300 SH DEFINED 03 0 0 300 LUBYS INC COM 549282101 1 200 SH DEFINED 03 0 0 200 LUCENT TECHNOLOGIES INC COM 549463107 469 147847 SH DEFINED 03 0 0 147847 LYNX THERAPEUTICS INC COM PAR $0.01 551812407 5 2000 SH DEFINED 03 0 0 2000 LYONDELL CHEMICAL CO COM 552078107 234 10430 SH DEFINED 03 0 0 10430 M & T BK CORP COM 55261F104 5 50 SH DEFINED 03 0 0 50 M/I HOMES INC COM 55305B101 12 280 SH DEFINED 03 0 0 280 MACE SEC INTL INC COM NEW 554335208 39 12000 SH DEFINED 03 0 0 12000 MACERICH CO COM 554382101 5 100 SH DEFINED 03 0 0 100 MACK CALI RLTY CORP COM 554489104 656 14810 SH DEFINED 03 0 0 14810 MACROMEDIA INC COM 556100105 140 6950 SH DEFINED 03 0 0 6950 MACROVISION CORP COM 555904101 4 151 SH DEFINED 03 0 0 151 MAF BANCORP INC COM 55261R108 66 1524 SH DEFINED 03 0 0 1524 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 130 2360 SH DEFINED 03 0 0 2360 MAGNA INTL INC CL A 559222401 2 30 SH DEFINED 03 0 0 30 MAGUIRE PPTYS INC COM 559775101 85 3505 SH DEFINED 03 0 0 3505 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 1749 85557 SH DEFINED 03 0 0 85557 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 202 28605 SH DEFINED 03 0 0 28605 MANHATTAN ASSOCS INC COM 562750109 95 3882 SH DEFINED 03 0 0 3882 MANITOWOC INC COM 563571108 2130 60073 SH DEFINED 03 0 0 60073 MANOR CARE INC NEW COM 564055101 96 3206 SH DEFINED 03 0 0 3206 MANPOWER INC COM 56418H100 3 70 SH DEFINED 03 0 0 70 MANUFACTURED HOME CMNTYS INC COM 564682102 13 400 SH DEFINED 03 0 0 400 MANULIFE FINL CORP COM 56501R106 2 47 SH DEFINED 03 0 0 47 MARATHON OIL CORP COM 565849106 3702 89681 SH DEFINED 03 0 0 89681 MARCUS CORP COM 566330106 1419 72886 SH DEFINED 03 0 0 72886 MARSH & MCLENNAN COS INC COM 571748102 1227 26813 SH DEFINED 03 0 0 26813 MARSHALL & ILSLEY CORP COM 571834100 14 348 SH DEFINED 03 0 0 348 MARTEK BIOSCIENCES CORP COM 572901106 11 220 SH DEFINED 03 0 0 220 MARVEL ENTERPRISES INC COM 57383M108 5 350 SH DEFINED 03 0 0 350 MASCO CORP COM 574599106 140 4068 SH DEFINED 03 0 0 4068 MASSEY ENERGY CORP COM 576206106 87 3000 SH DEFINED 03 0 0 3000 MASTEC INC COM 576323109 0 50 SH DEFINED 03 0 0 50 MATRIXONE INC COM 57685P304 54 10753 SH DEFINED 03 0 0 10753 MATSUSHITA ELEC INDL ADR 576879209 6080 453026 SH DEFINED 03 0 0 453026 MATTEL INC COM 577081102 91 4996 SH DEFINED 03 0 0 4996 MATTHEWS INTL CORP CL A 577128101 7 200 SH DEFINED 03 0 0 200 MAX RE CAPITAL LTD HAMILTON SHS G6052F103 4012 200579 SH DEFINED 03 0 0 200579 MAXIM INTEGRATED PRODS INC COM 57772K101 985 23283 SH DEFINED 03 0 0 23283 MAXIMUS INC COM 577933104 14 500 SH DEFINED 03 0 0 500 MAXYGEN INC COM 577776107 4 400 SH DEFINED 03 0 0 400 MAY DEPT STORES CO COM 577778103 377 14713 SH DEFINED 03 0 0 14713 MAYTAG CORP COM 578592107 277 15096 SH DEFINED 03 0 0 15096 MB FINANCIAL INC NEW COM 55264U108 119 3000 SH DEFINED 03 0 0 3000 MBIA INC COM 55262C100 105 1805 SH DEFINED 03 0 0 1805 MBNA CORP COM 55262L100 2764 109692 SH DEFINED 03 0 0 109692 MCCLATCHY CO CL A 579489105 342 4832 SH DEFINED 03 0 0 4832 MCCORMICK & CO INC COM NON VTG 579780206 64 1850 SH DEFINED 03 0 0 1850 MCDATA CORP CL A 580031201 314 62523 SH DEFINED 03 0 0 62523 MCDERMOTT INTL INC COM 580037109 71 6000 SH DEFINED 03 0 0 6000 MCDONALDS CORP COM 580135101 5181 184837 SH DEFINED 03 0 0 184837 MCGRAW HILL COS INC COM 580645109 107 1338 SH DEFINED 03 0 0 1338 MCKESSON CORP COM 58155Q103 167 6500 SH DEFINED 03 0 0 6500 MCLEODUSA INC CL A 582266706 0 71 SH DEFINED 03 0 0 71 MEADWESTVACO CORP COM 583334107 12986 407100 SH DEFINED 03 0 0 407100 MEDAREX INC COM 583916101 8 1102 SH DEFINED 03 0 0 1102 MEDCATH CORP COM 58404W109 6 401 SH DEFINED 03 0 0 401 MEDCO HEALTH SOLUTIONS INC COM 58405U102 575 18598 SH DEFINED 03 0 0 18598 MEDIA GEN INC CL A 584404107 342 6121 SH DEFINED 03 0 0 6121 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 451 68999 SH DEFINED 03 0 0 68999 MEDICAL STAFFING NETWK HLDGS COM 58463F104 2 250 SH DEFINED 03 0 0 250 MEDICINES CO COM 584688105 99 4113 SH DEFINED 03 0 0 4113 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 38 984 SH DEFINED 03 0 0 984 MEDIMMUNE INC 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