-----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, QoRoOuMTcUQsowuO/hF+hvL1SiIN8ms/AlrrelViFIWrRhZvGmsIJ0MNb++IykzK 5to+vjKq5ERhy7wcFwd6Lw== 0000036121-05-000009.txt : 20050214 0000036121-05-000009.hdr.sgml : 20050214 20050214141858 ACCESSION NUMBER: 0000036121-05-000009 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050214 DATE AS OF CHANGE: 20050214 EFFECTIVENESS DATE: 20050214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT SUISSE FIRST BOSTON INC CENTRAL INDEX KEY: 0000036121 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 132853402 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-02205 FILM NUMBER: 05607506 BUSINESS ADDRESS: STREET 1: ONE MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2123254492 MAIL ADDRESS: STREET 1: ONE MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010-3629 FORMER COMPANY: FORMER CONFORMED NAME: CS FIRST BOSTON INC DATE OF NAME CHANGE: 19931118 FORMER COMPANY: FORMER CONFORMED NAME: CS FIRST BOSTON GROUP INC/DE DATE OF NAME CHANGE: 19931029 FORMER COMPANY: FORMER CONFORMED NAME: FIRST BOSTON INC /DE/ DATE OF NAME CHANGE: 19881222 13F-HR/A 1 csfb13fdec04.txt CREDIT SUISSE FIRST BOSTON 13F AMENDMENT FILING FOR DECEMBER 2004 United States Securities and Exchange Commission Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2004 Check here if Amendment ( ); Amendment Number: _____ This Amendment (Check only one.): ( ) is a restatement ( ) adds new holdings entries Institutional Investment Manager Filing this Report: Name: CREDIT SUISSE FIRST BOSTON, INC. Address: 11 MADISON AVENUE NEW YORK, NY 10010 Form 13F File Number: 28-2205 This Form 13F is being filed by Credit Suisse First Boston, Inc., on behalf of Credit Suisse First Boston, a Swiss bank ("CSFB Bank"), and its subsidiaries identified on this report. The ultimate parent company of CSFB Bank is Credit Suisse Group. 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, schedules, 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: MICHAEL LUDWIG New York, New York February 14, 2005 (Signature) (City, State) (Date) Report Type (Check only one.): ( ) 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).) ( X ) 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. 028-03702 Credit Suisse Asset Management LLC/NY 2. 028-10202 Credit Suisse Asset Management LTD/UK Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 6373 Form 13F Information Table Value Total: $ 47,416,115 (thousands) List of Other Included Managers: Form 13F File Number Name 1. 28- Form 13F File Number Name 2. 28-2205 Credit Suisse First Boston Management Corporation* Form 13F File Number Name 3. 28-2205 Credit Suisse First Boston LLC** Form 13F File Number Name 4. 28- * CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. ** CREDIT SUISSE FIRST BOSTON LLC is also a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- A C MOORE ARTS & CRAFTS INC COM 00086T103 904 31575 SH DEFINED 03 31575 0 0 A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 2626 2575000 SH DEFINED 03 0 0 2575000 A D C TELECOMMUNICATIONS COM 000886101 3158 1178543 SH DEFINED 03 1178543 0 0 A S DAMPSKIBSSELSKABET T SPONSORED ADR 00208W109 563 13706 SH DEFINED 03 13706 0 0 A S V INC COM 001963107 792 16535 SH DEFINED 03 16535 0 0 AAIPHARMA INC COM 00252W104 170 52302 SH DEFINED 03 52302 0 0 AAMES INVT CORP MD COM 00253G108 238 22267 SH DEFINED 03 22267 0 0 AAR CORP COM 000361105 1136 83401 SH DEFINED 03 83401 0 0 AARON RENTS INC COM 002535201 665 26580 SH DEFINED 03 26580 0 0 ABAXIS INC COM 002567105 406 27979 SH DEFINED 03 27979 0 0 ABB LTD SPONSORED ADR 000375204 1083 191320 SH DEFINED 03 191320 0 0 ABBOTT LABS COM 002824100 103810 2225299 SH DEFINED 03 2225299 0 0 ABERCROMBIE & FITCH CO CL A 002896207 5840 124379 SH DEFINED 03 124379 0 0 ABGENIX INC COM 00339B107 1954 188558 SH DEFINED 03 188558 0 0 ABIOMED INC COM 003654100 391 25380 SH DEFINED 03 25380 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 107 15500 SH DEFINED 03 15500 0 0 ABLE LABORATORIES INC COM NEW 00371N407 302 13286 SH DEFINED 03 13286 0 0 ABM INDS INC COM 000957100 1509 76523 SH DEFINED 03 76523 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 552 33845 SH DEFINED 03 33845 0 0 ACCELRYS INC COM 00430U103 462 59267 SH DEFINED 03 59267 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 1365 50572 SH DEFINED 03 50572 0 0 ACCREDITED HOME LENDRS HLDG COM 00437P107 512 10316 SH DEFINED 03 10316 0 0 ACCREDO HEALTH INC COM 00437V104 1135 40991 SH DEFINED 03 40991 0 0 ACE LTD ORD G0070K103 21287 497945 SH DEFINED 03 497945 0 0 ACETO CORP COM 004446100 374 19682 SH DEFINED 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CORP COM 001084102 5318 242939 SH DEFINED 03 242939 0 0 AGERE SYS INC CL A 00845V100 63 45900 SH DEFINED 03 45900 0 0 AGERE SYS INC CL B 00845V209 415 307157 SH DEFINED 03 307157 0 0 AGILE SOFTWARE CORP DEL COM 00846X105 404 49542 SH DEFINED 03 49542 0 0 AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 256 256000 SH DEFINED 03 0 0 256000 AGILENT TECHNOLOGIES INC COM 00846U101 17152 711682 SH DEFINED 03 711682 0 0 AGILYSYS INC COM 00847J105 378 22166 SH DEFINED 03 22166 0 0 AGL RES INC COM 001204106 991 29801 SH DEFINED 03 29801 0 0 AGNICO EAGLE MINES LTD COM 008474108 149 10827 SH DEFINED 03 10827 0 0 AGRIUM INC COM 008916108 3454 205000 SH DEFINED 03 205000 0 0 AIR PRODS & CHEMS INC COM 009158106 18880 325692 SH DEFINED 03 325692 0 0 AIRGAS INC COM 009363102 2430 91674 SH DEFINED 03 91674 0 0 AIRGATE PCS INC COM NEW 009367301 22209 616904 SH DEFINED 03 616904 0 0 AIRNET COMMUNICATIONS CORP COM NEW 00941P403 30 10254 SH DEFINED 03 10254 0 0 AIRSPAN NETWORKS INC COM 00950H102 152 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SH DEFINED 03 756346 0 0 CHITTENDEN CORP COM 170228100 1213 42238 SH DEFINED 03 42238 0 0 CHOICEPOINT INC COM 170388102 1749 38031 SH DEFINED 03 38031 0 0 CHORDIANT SOFTWARE INC COM 170404107 98 42420 SH DEFINED 03 42420 0 0 CHRISTOPHER & BANKS CORP COM 171046105 432 23434 SH DEFINED 03 23434 0 0 CHRONIMED INC COM 171164106 79 12037 SH DEFINED 03 12037 0 0 CHUBB CORP COM 171232101 20558 267335 SH DEFINED 03 267335 0 0 CHUBB CORP CORP UNIT % 171232309 1449 50000 SH DEFINED 03 50000 0 0 CHURCH & DWIGHT INC COM 171340102 1067 31732 SH DEFINED 03 31732 0 0 CIBER INC COM 17163B102 430 44616 SH DEFINED 03 44616 0 0 CIENA CORP COM 171779101 8126 2438402 SH DEFINED 03 2438402 0 0 CIGNA CORP COM 125509109 18396 225519 SH DEFINED 03 225519 0 0 CIMAREX ENERGY CO COM 171798101 1636 43164 SH DEFINED 03 43164 0 0 CINCINNATI BELL INC NEW COM 171871106 1490 358988 SH DEFINED 03 358988 0 0 CINCINNATI FINL CORP COM 172062101 10606 239619 SH DEFINED 03 239619 0 0 CINERGY CORP COM 172474108 10651 255855 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COGNEX CORP COM 192422103 812 29131 SH DEFINED 03 29131 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9739 230119 SH DEFINED 03 230119 0 0 COGNOS INC COM 19244C109 417 9478 SH DEFINED 03 9478 0 0 COHERENT INC COM 192479103 1309 43092 SH DEFINED 03 43092 0 0 COHU INC COM 192576106 377 20251 SH DEFINED 03 20251 0 0 COINSTAR INC COM 19259P300 1030 38405 SH DEFINED 03 38405 0 0 COLDWATER CREEK INC COM 193068103 418 13532 SH DEFINED 03 13532 0 0 COLE KENNETH PRODTNS INC CL A 193294105 814 26380 SH DEFINED 03 26380 0 0 COLGATE PALMOLIVE CO COM 194162103 40561 792827 SH DEFINED 03 792827 0 0 COLLAGENEX PHARMACEUTICALS I COM 19419B100 322 43849 SH DEFINED 03 43849 0 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 475 23453 SH DEFINED 03 23453 0 0 COLLINS & AIKMAN CORP NEW COM NEW 194830204 95 21851 SH DEFINED 03 21851 0 0 COLONIAL BANCGROUP INC COM 195493309 1675 78895 SH DEFINED 03 78895 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 1289 32819 SH DEFINED 03 32819 0 0 COLOR KINETICS INC COM 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1926 35964 SH DEFINED 03 35964 0 0 CORNELL COMPANIES INC COM 219141108 319 21015 SH DEFINED 03 21015 0 0 CORNERSTONE RLTY INCOME TR I COM 21922V102 803 80472 SH DEFINED 03 80472 0 0 CORNING INC COM 219350105 26605 2260436 SH DEFINED 03 2260436 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 901 13469 SH DEFINED 03 13469 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1252 42644 SH DEFINED 03 42644 0 0 CORRECTIONAL PPTYS TR COM 22025E104 257 8899 SH DEFINED 03 8899 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1362 33665 SH DEFINED 03 33665 0 0 CORUS BANKSHARES INC COM 220873103 466 9756 SH DEFINED 03 9756 0 0 CORUS GROUP PLC SPONSORED ADR 22087M101 148 15100 SH DEFINED 03 15100 0 0 CORVEL CORP COM 221006109 209 7782 SH DEFINED 03 7782 0 0 COSI INC COM 22122P101 75 12346 SH DEFINED 03 12346 0 0 COST PLUS INC CALIF COM 221485105 1245 38759 SH DEFINED 03 38759 0 0 COSTAR GROUP INC COM 22160N109 475 10294 SH DEFINED 03 10294 0 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 27429 24805000 SH 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SH DEFINED 03 58546 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 282 20134 SH DEFINED 03 20134 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1227 104595 SH DEFINED 03 104595 0 0 CYTEC INDS INC COM 232820100 1798 34959 SH DEFINED 03 34959 0 0 CYTOGEN CORP COM NEW 232824300 317 27562 SH DEFINED 03 27562 0 0 CYTOKINETICS INC COM 23282W100 32236 3145210 SH DEFINED 03 3145210 0 0 CYTYC CORP NOTE 2.250% 3/1 232946AB9 1995 1650000 SH DEFINED 03 0 0 1650000 CYTYC CORP COM 232946103 4770 173329 SH DEFINED 03 173329 0 0 D & K HEALTHCARE RES INC COM 232861104 161 20100 SH DEFINED 03 20100 0 0 D R HORTON INC COM 23331A109 5149 127724 SH DEFINED 03 127724 0 0 DADE BEHRING HLDGS INC COM 23342J206 1034 18475 SH DEFINED 03 18475 0 0 DAIMLERCHRYSLER AG ORD D1668R123 1876 39040 SH DEFINED 03 39040 0 0 DAKTRONICS INC COM 234264109 629 25281 SH DEFINED 03 25281 0 0 DANA CORP COM 235811106 4006 231133 SH DEFINED 03 231133 0 0 DANAHER CORP DEL COM 235851102 25391 442267 SH DEFINED 03 442267 0 0 DANIELSON HLDG CORP COM 236274106 780 92304 SH DEFINED 03 92304 0 0 DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 74 23491 SH DEFINED 03 23491 0 0 DARDEN RESTAURANTS INC COM 237194105 8487 305966 SH DEFINED 03 305966 0 0 DARLING INTL INC COM 237266101 167 38413 SH DEFINED 03 38413 0 0 DASSAULT SYS S A SPONSORED ADR 237545108 920 18254 SH DEFINED 03 18254 0 0 DATASCOPE CORP COM 238113104 498 12530 SH DEFINED 03 12530 0 0 DATASTREAM SYS INC COM 238124101 70 10203 SH DEFINED 03 10203 0 0 DAVE & BUSTERS INC COM 23833N104 453 22415 SH DEFINED 03 22415 0 0 DAVITA INC COM 23918K108 1505 38077 SH DEFINED 03 38077 0 0 DDI CORP COM PAR $ .001 233162304 157 49221 SH DEFINED 03 49221 0 0 DEAN FOODS CO NEW COM 242370104 2462 74708 SH DEFINED 03 74708 0 0 DECKERS OUTDOOR CORP COM 243537107 448 9578 SH DEFINED 03 9578 0 0 DECODE GENETICS INC COM 243586104 311 39885 SH DEFINED 03 39885 0 0 DECS TR IX DECS EXCH LABR 24366R207 445 52600 SH DEFINED 03 52600 0 0 DEERE & CO COM 244199105 29495 396435 SH 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DIRECT GEN CORP COM 25456W204 290 9032 SH DEFINED 03 9032 0 0 DIRECTV GROUP INC COM 25459L106 1593 95138 SH DEFINED 03 95138 0 0 DISCOVERY LABORATORIES INC N COM 254668106 1783 224869 SH DEFINED 03 224869 0 0 DISNEY WALT CO COM DISNEY 254687106 140620 5058286 SH DEFINED 03 5058286 0 0 DITECH COMMUNICATIONS CORP COM 25500M103 2836 190254 SH DEFINED 03 190254 0 0 DIVERSA CORP COM 255064107 302 34534 SH DEFINED 03 34534 0 0 DJ ORTHOPEDICS INC COM 23325G104 1025 47861 SH DEFINED 03 47861 0 0 DOBSON COMMUNICATIONS CORP CL A 256069105 111 63515 SH DEFINED 03 63515 0 0 DOCUCORP INTL INC COM 255911109 502 52800 SH DEFINED 03 52800 0 0 DOLLAR GEN CORP COM 256669102 9779 470842 SH DEFINED 03 470842 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 477 15782 SH DEFINED 03 15782 0 0 DOLLAR TREE STORES INC COM 256747106 6276 217752 SH DEFINED 03 217752 0 0 DOMINION HOMES INC COM 257386102 239 9485 SH DEFINED 03 9485 0 0 DOMINION RES INC VA NEW COM 25746U109 31709 468094 SH DEFINED 03 468094 0 0 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SDCV 4.750% 8/1 26816QAB7 1498 1049000 SH DEFINED 03 0 0 1049000 DYNEGY INC NEW CL A 26816Q101 2795 605058 SH DEFINED 03 605058 0 0 DYNTEK INC COM 268180106 22 38300 SH DEFINED 03 38300 0 0 E M C CORP MASS COM 268648102 52767 3548548 SH DEFINED 03 3548548 0 0 E PIPHANY INC COM 26881V100 441 91621 SH DEFINED 03 91621 0 0 E TRADE FINANCIAL CORP COM 269246104 8289 554470 SH DEFINED 03 554470 0 0 E-LOAN INC COM 26861P107 213 63619 SH DEFINED 03 63619 0 0 EAGLE BROADBAND INC COM 269437109 198 299280 SH DEFINED 03 299280 0 0 EAGLE MATERIALS INC COM 26969P108 1874 21702 SH DEFINED 03 21702 0 0 EARTHLINK INC COM 270321102 1756 153369 SH DEFINED 03 153369 0 0 EAST WEST BANCORP INC COM 27579R104 1371 32801 SH DEFINED 03 32801 0 0 EASTGROUP PPTY INC COM 277276101 1089 28411 SH DEFINED 03 28411 0 0 EASTMAN CHEM CO COM 277432100 6380 110506 SH DEFINED 03 110506 0 0 EASTMAN KODAK CO COM 277461109 17230 534259 SH DEFINED 03 534259 0 0 EASYLINK SVCS CORP CL A NEW 27784T200 48 33882 SH DEFINED 03 33882 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DEFINED 03 13917 0 0 IPASS INC COM 46261V108 574 78002 SH DEFINED 03 78002 0 0 IPAYMENT INC COM 46262E105 333 6718 SH DEFINED 03 6718 0 0 IPC HLDGS LTD ORD G4933P101 1171 26905 SH DEFINED 03 26905 0 0 IPIX CORP COM 44982L103 197 33997 SH DEFINED 03 33997 0 0 IPSCO INC COM 462622101 2055 43000 SH DEFINED 03 43000 0 0 IRON MTN INC PA COM 462846106 923 30268 SH DEFINED 03 30268 0 0 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 458 40700 SH DEFINED 03 40700 0 0 IRVINE SENSORS CORP COM NEW 463664508 153 58900 SH DEFINED 03 58900 0 0 IRWIN FINL CORP COM 464119106 900 31693 SH DEFINED 03 31693 0 0 ISHARES INC MSCI BRAZIL 464286400 222 10000 SH DEFINED 03 10000 0 0 ISHARES INC MSCI TAIWAN 464286731 884 73310 SH DEFINED 03 73310 0 0 ISHARES INC MSCI S KOREA 464286772 878 30000 SH DEFINED 03 30000 0 0 ISHARES INC MSCI MEXICO 464286822 252 10000 SH DEFINED 03 10000 0 0 ISHARES INC MSCI JAPAN 464286848 5057 463071 SH DEFINED 03 463071 0 0 ISHARES INC MSCI HONG KONG 464286871 706 58428 SH DEFINED 03 58428 0 0 ISHARES TR S&P 100 IDX FD 464287101 14113 245700 SH DEFINED 03 245700 0 0 ISHARES TR S&P 1500 INDEX 464287150 519 4851 SH DEFINED 03 4851 0 0 ISHARES TR DJ SEL DIV INX 464287168 1744 28300 SH DEFINED 03 28300 0 0 ISHARES TR TRANSP AVE IDX 464287192 23942 348400 SH DEFINED 03 348400 0 0 ISHARES TR MSCI EMERG MKT 464287234 2623 12996 SH DEFINED 03 12996 0 0 ISHARES TR GS NAT RES IDX 464287374 3021 23012 SH DEFINED 03 23012 0 0 ISHARES TR 20+ YR TRS BD 464287432 507078 5720000 SH DEFINED 03 5720000 0 0 ISHARES TR 7-10 YR TRS BD 464287440 148908 1750000 SH DEFINED 03 1750000 0 0 ISHARES TR MSCI EAFE IDX 464287465 102 635 SH DEFINED 03 635 0 0 ISHARES TR RUSSELL MCP VL 464287473 7197 63612 SH DEFINED 03 63612 0 0 ISHARES TR RUSSELL MCP GR 464287481 5526 65400 SH DEFINED 03 65400 0 0 ISHARES TR S&P MIDCAP 400 464287507 13855 104707 SH DEFINED 03 104707 0 0 ISHARES TR GLMN SCHS SOFT 464287515 6398 150000 SH DEFINED 03 150000 0 0 ISHARES TR GLDM SCHS NETW 464287531 3162 104400 SH DEFINED 03 104400 0 0 ISHARES TR NASDQ BIO INDX 464287556 218591 2899091 SH DEFINED 03 2899091 0 0 ISHARES TR COHEN&ST RLTY 464287564 38197 280222 SH DEFINED 03 280222 0 0 ISHARES TR DJ US CON CYCL 464287580 2377 38850 SH DEFINED 03 38850 0 0 ISHARES TR RUSSELL1000VAL 464287598 44201 665976 SH DEFINED 03 665976 0 0 ISHARES TR S&P MIDCP GROW 464287606 49822 368967 SH DEFINED 03 368967 0 0 ISHARES TR RUSSELL 1000 464287622 747422 11509427 SH DEFINED 03 11509427 0 0 ISHARES TR RUSL 2000 VALU 464287630 96480 500000 SH DEFINED 03 500000 0 0 ISHARES TR RUSL 2000 GROW 464287648 162669 2417069 SH DEFINED 03 2417069 0 0 ISHARES TR RUSSELL 2000 464287655 1323357 10218972 SH DEFINED 03 10218972 0 0 ISHARES TR RUSL 3000 VALU 464287663 13156 151600 SH DEFINED 03 151600 0 0 ISHARES TR RUSSELL 3000 464287689 112828 1631637 SH DEFINED 03 1631637 0 0 ISHARES TR S&P MIDCP VALU 464287705 29539 229875 SH DEFINED 03 229875 0 0 ISHARES TR DJ US TELECOMM 464287713 3902 159996 SH DEFINED 03 159996 0 0 ISHARES TR DJ US REAL EST 464287739 204453 1659521 SH DEFINED 03 1659521 0 0 ISHARES TR DJ US INDUSTRL 464287754 2990 52731 SH DEFINED 03 52731 0 0 ISHARES TR DJ US HEALTHCR 464287762 2462 41738 SH DEFINED 03 41738 0 0 ISHARES TR DJ US FINL SVC 464287770 11797 104057 SH DEFINED 03 104057 0 0 ISHARES TR DJ US FINL SEC 464287788 2507 25595 SH DEFINED 03 25595 0 0 ISHARES TR DJ US ENERGY 464287796 238 3700 SH DEFINED 03 3700 0 0 ISHARES TR S&P SMLCAP 600 464287804 30746 188961 SH DEFINED 03 188961 0 0 ISHARES TR DJ CON NON CYCL 464287812 17089 320191 SH DEFINED 03 320191 0 0 ISHARES TR DJ US BAS MATL 464287838 36274 720000 SH DEFINED 03 720000 0 0 ISHARES TR S&P SMLCP VALU 464287879 13797 113273 SH DEFINED 03 113273 0 0 ISHARES TR S&P SMLCP GROW 464287887 20300 189543 SH DEFINED 03 189543 0 0 ISIS PHARMACEUTICALS INC COM 464330109 320 54001 SH DEFINED 03 54001 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 1756 68472 SH DEFINED 03 68472 0 0 ISOLAGEN INC COM 46488N103 201 25546 SH DEFINED 03 25546 0 0 ISTA PHARMACEUTICALS INC COM NEW 45031X204 52356 5173300 SH DEFINED 03 5173300 0 0 ISTAR FINL INC COM 45031U101 1931 42671 SH DEFINED 03 42671 0 0 ITRON INC COM 465741106 427 17926 SH DEFINED 03 17926 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 5440 114409 SH DEFINED 03 114409 0 0 ITT INDS INC IND COM 450911102 18276 216417 SH DEFINED 03 216417 0 0 IVANHOE ENERGY INC COM 465790103 4 1700 SH DEFINED 03 1700 0 0 IVAX CORP COM 465823102 2433 153802 SH DEFINED 03 153802 0 0 IVILLAGE INC COM 46588H105 255 41257 SH DEFINED 03 41257 0 0 IXIA COM 45071R109 265 15812 SH DEFINED 03 15812 0 0 IXYS CORP COM 46600W106 624 60448 SH DEFINED 03 60448 0 0 J & J SNACK FOODS CORP COM 466032109 263 5432 SH DEFINED 03 5432 0 0 J JILL GROUP INC COM 466189107 1889 127371 SH DEFINED 03 127371 0 0 JABIL CIRCUIT INC COM 466313103 10070 393662 SH DEFINED 03 393662 0 0 JACK IN THE BOX INC COM 466367109 2931 79490 SH DEFINED 03 79490 0 0 JACKSON HEWITT TAX SVCS INC COM 468202106 545 21567 SH 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SH DEFINED 03 37977 0 0 K-SWISS INC CL A 482686102 1533 52544 SH DEFINED 03 52544 0 0 KADANT INC COM 48282T104 973 47460 SH DEFINED 03 47460 0 0 KAMAN CORP CL A 483548103 223 17747 SH DEFINED 03 17747 0 0 KANBAY INTL INC COM 48369P207 763 24448 SH DEFINED 03 24448 0 0 KANEB SERVICES LLC COM 484173109 1222 28300 SH DEFINED 03 28300 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 691 38961 SH DEFINED 03 38961 0 0 KAYDON CORP COM 486587108 562 17009 SH DEFINED 03 17009 0 0 KB HOME COM 48666K109 43724 418816 SH DEFINED 03 418816 0 0 KCS ENERGY INC COM 482434206 481 32520 SH DEFINED 03 32520 0 0 KEANE INC COM 486665102 1148 78124 SH DEFINED 03 78124 0 0 KEITHLEY INSTRS INC COM 487584104 301 15285 SH DEFINED 03 15285 0 0 KELLOGG CO COM 487836108 32910 736901 SH DEFINED 03 736901 0 0 KELLWOOD CO COM 488044108 1694 49097 SH DEFINED 03 49097 0 0 KELLY SVCS INC CL A 488152208 595 19686 SH DEFINED 03 19686 0 0 KEMET CORP COM 488360108 2580 288241 SH DEFINED 03 288241 0 0 KENNAMETAL INC COM 489170100 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COM 49446R109 8809 151906 SH DEFINED 03 151906 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1020 23080 SH DEFINED 03 23080 0 0 KINDER MORGAN INC KANS COM 49455P101 12481 170673 SH DEFINED 03 170673 0 0 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 220 5401 SH DEFINED 03 5401 0 0 KINDRED HEALTHCARE INC COM 494580103 928 30975 SH DEFINED 03 30975 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 112543 1475009 SH DEFINED 03 1475009 0 0 KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 7369 7500000 SH DEFINED 03 0 0 7500000 KING PHARMACEUTICALS INC COM 495582108 14895 1201196 SH DEFINED 03 1201196 0 0 KINGSWAY FINL SVCS INC COM 496904103 873 55000 SH DEFINED 03 55000 0 0 KINROSS GOLD CORP COM NO PAR 496902404 257 36567 SH DEFINED 03 36567 0 0 KINTERA INC COM 49720P506 222 24719 SH DEFINED 03 24719 0 0 KIRBY CORP COM 497266106 669 15074 SH DEFINED 03 15074 0 0 KIRKLANDS INC COM 497498105 337 27345 SH DEFINED 03 27345 0 0 KITE RLTY GROUP TR COM 49803T102 309 20190 SH DEFINED 03 20190 0 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37717 SH DEFINED 03 37717 0 0 K2 INC COM 482732104 1536 96755 SH DEFINED 03 96755 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 17214 235037 SH DEFINED 03 235037 0 0 LA BARGE INC COM 502470107 194 15300 SH DEFINED 03 15300 0 0 LA QUINTA CORP PAIRED CTF 50419U202 1543 169768 SH DEFINED 03 169768 0 0 LA Z BOY INC COM 505336107 938 60999 SH DEFINED 03 60999 0 0 LABONE INC NEW COM 50540L105 381 11905 SH DEFINED 03 11905 0 0 LABOR READY INC COM NEW 505401208 439 25972 SH DEFINED 03 25972 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 11704 234935 SH DEFINED 03 234935 0 0 LABRANCHE & CO INC COM 505447102 1047 116834 SH DEFINED 03 116834 0 0 LACLEDE GROUP INC COM 505597104 574 18438 SH DEFINED 03 18438 0 0 LAFARGE NORTH AMERICA INC COM 505862102 2126 41429 SH DEFINED 03 41429 0 0 LAIDLAW INTL INC COM 50730R102 1522 71126 SH DEFINED 03 71126 0 0 LAKES ENTMNT INC COM 51206P109 453 27908 SH DEFINED 03 27908 0 0 LAM RESEARCH CORP COM 512807108 8105 280928 SH DEFINED 03 280928 0 0 LAMAR 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SH DEFINED 03 94864 0 0 NORTHERN TR CORP COM 665859104 15580 320647 SH DEFINED 03 320647 0 0 NORTHFIELD LABS INC COM 666135108 465 20719 SH DEFINED 03 20719 0 0 NORTHROP GRUMMAN CORP COM 666807102 32661 600837 SH DEFINED 03 600837 0 0 NORTHWEST AIRLS CORP CL A 667280101 2367 217379 SH DEFINED 03 217379 0 0 NORTHWEST BANCORP INC PA COM 667328108 296 11936 SH DEFINED 03 11936 0 0 NORTHWEST NAT GAS CO COM 667655104 758 22464 SH DEFINED 03 22464 0 0 NOVA CHEMICALS CORP COM 66977W109 809 17100 SH DEFINED 03 17100 0 0 NOVAMED INC DEL COM 66986W108 791 120519 SH DEFINED 03 120519 0 0 NOVAMERICAN STL INC COM 669959108 652 11741 SH DEFINED 03 11741 0 0 NOVARTIS A G SPONSORED ADR 66987V109 167 3300 SH DEFINED 03 3300 0 0 NOVASTAR FINL INC COM 669947400 3835 77470 SH DEFINED 03 77470 0 0 NOVATEL INC COM 669954109 271 6129 SH DEFINED 03 6129 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 1727 89008 SH DEFINED 03 89008 0 0 NOVELL INC COM 670006105 7189 1065028 SH DEFINED 03 1065028 0 0 NOVELLUS SYS INC 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NVE CORP COM NEW 629445206 2313 83101 SH DEFINED 03 83101 0 0 NVIDIA CORP COM 67066G104 9086 385649 SH DEFINED 03 385649 0 0 NVR INC COM 62944T105 1934 2513 SH DEFINED 03 2513 0 0 NYFIX INC COM 670712108 152 24641 SH DEFINED 03 24641 0 0 O CHARLEYS INC COM 670823103 446 22886 SH DEFINED 03 22886 0 0 O REILLY AUTOMOTIVE INC COM 686091109 1436 31945 SH DEFINED 03 31945 0 0 OAKLEY INC COM 673662102 1101 86386 SH DEFINED 03 86386 0 0 OCA INC COM 67083Q101 1026 161499 SH DEFINED 03 161499 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 32817 562313 SH DEFINED 03 562313 0 0 OCEANEERING INTL INC COM 675232102 634 16985 SH DEFINED 03 16985 0 0 OCTEL CORP COM 675727101 462 22201 SH DEFINED 03 22201 0 0 OCULAR SCIENCES INC COM 675744106 15716 320680 SH DEFINED 03 320680 0 0 OCWEN FINL CORP COM 675746101 640 66972 SH DEFINED 03 66972 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 1561 113771 SH DEFINED 03 113771 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 393 15582 SH DEFINED 03 15582 0 0 OFFICE DEPOT INC COM 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10445381 SH DEFINED 03 10445381 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 487 72420 SH DEFINED 03 72420 0 0 ORBITAL SCIENCES CORP COM 685564106 1257 106274 SH DEFINED 03 106274 0 0 ORBOTECH LTD ORD M75253100 458 21593 SH DEFINED 03 21593 0 0 ORCHID BIOSCIENCES INC COM PAR $0.01 68571P506 432 37639 SH DEFINED 03 37639 0 0 OREGON STL MLS INC COM 686079104 5294 260928 SH DEFINED 03 260928 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 1769 86000 SH DEFINED 03 86000 0 0 ORIENTAL FINL GROUP INC COM 68618W100 1336 47177 SH DEFINED 03 47177 0 0 ORIGEN FINL INC COM 68619E208 54 7245 SH DEFINED 03 7245 0 0 ORIX CORP SPONSORED ADR 686330101 7 100 SH DEFINED 03 100 0 0 ORTHOFIX INTL N V COM N6748L102 804 20575 SH DEFINED 03 20575 0 0 ORTHOLOGIC CORP COM 68750J107 204 32546 SH DEFINED 03 32546 0 0 ORTHOVITA INC COM 68750U102 152 37267 SH DEFINED 03 37267 0 0 OSCIENT PHARMACEUTICALS CORP COM 68812R105 326 89251 SH DEFINED 03 89251 0 0 OSHKOSH TRUCK CORP COM 688239201 1343 19635 SH DEFINED 03 19635 0 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FINL GROUP INC COM 83080P103 679 23701 SH DEFINED 03 23701 0 0 SKYWEST INC COM 830879102 751 37526 SH DEFINED 03 37526 0 0 SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB8 6266 5140000 SH DEFINED 03 0 0 5140000 SKYWORKS SOLUTIONS INC COM 83088M102 5077 538957 SH DEFINED 03 538957 0 0 SL GREEN RLTY CORP COM 78440X101 2129 35158 SH DEFINED 03 35158 0 0 SLM CORP DBCV 7/2 78442PAC0 187969 81000000 SH DEFINED 03 0 0 81000000 SLM CORP COM 78442P106 152807 2862084 SH DEFINED 03 2862084 0 0 SM&A COM 78465D105 122 14334 SH DEFINED 03 14334 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 440 8500 SH DEFINED 03 8500 0 0 SMITH A O COM 831865209 1520 50752 SH DEFINED 03 50752 0 0 SMITH INTL INC COM 832110100 12966 238311 SH DEFINED 03 238311 0 0 SMITH MICRO SOFTWARE INC COM 832154108 849 94892 SH DEFINED 03 94892 0 0 SMITHFIELD FOODS INC COM 832248108 2105 71123 SH DEFINED 03 71123 0 0 SMUCKER J M CO COM NEW 832696405 2103 44686 SH DEFINED 03 44686 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 7767 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KOREA ELECTRIC PWR SPONSORED ADR 500631106 319 24095 SH DEFINED 24095 0 0 KRAFT FOODS INC CL A 50075N104 6426 180464 SH DEFINED 180464 0 0 KROGER CO COM 501044101 17809 1015316 SH DEFINED 1015316 0 0 KT CORP SPONSORED ADR 48268K101 7743 355000 SH DEFINED 355000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 175 2386 SH DEFINED 2386 0 0 LABOR READY INC COM NEW 505401208 2 95 SH DEFINED 95 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 143 2867 SH DEFINED 2867 0 0 LAFARGE NORTH AMERICA INC COM 505862102 5358 104400 SH DEFINED 104400 0 0 LAN AIRLINES S A SPONSORED ADR 501723100 26 800 SH DEFINED 800 0 0 LEAR CORP NOTE 2/2 521865AG0 12906 250000 SH DEFINED 250000 0 0 LEGG MASON INC NOTE 6/0 524901AG0 104431 1225000 SH DEFINED 1225000 0 0 LEGGETT & PLATT INC COM 524660107 112 3956 SH DEFINED 3956 0 0 LEHMAN BROS HLDGS INC COM 524908100 537 6142 SH DEFINED 6142 0 0 LENNAR CORP NOTE 4/0 526057AF1 89238 1100000 SH DEFINED 1100000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG5 62125 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STAR TECHNOLOGIES INC COM 542312103 4 128 SH DEFINED 128 0 0 LOUISIANA PAC CORP COM 546347105 61 2281 SH DEFINED 2281 0 0 LOWES COS INC COM 548661107 2516 43691 SH DEFINED 43691 0 0 LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 7979 85000 SH DEFINED 85000 0 0 LSI LOGIC CORP COM 502161102 44 7977 SH DEFINED 7977 0 0 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 105400 765850 SH DEFINED 765850 0 0 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 5097 35000 SH DEFINED 35000 0 0 LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK3 7788 70000 SH DEFINED 70000 0 0 LUCENT TECHNOLOGIES INC COM 549463107 3004 798817 SH DEFINED 798817 0 0 M & T BK CORP COM 55261F104 1957 18149 SH DEFINED 18149 0 0 M D C HLDGS INC COM 552676108 5 56 SH DEFINED 56 0 0 MACRONIX INTL LTD SPONSORED ADR 556103109 0 1 SH DEFINED 1 0 0 MADECO SA SPONS ADR NEW 556304202 1 100 SH DEFINED 100 0 0 MAGMA DESIGN AUTOMATION COM 559181102 4986 398530 SH DEFINED 398530 0 0 MAGNA INTL INC CL A 559222401 50 600 SH DEFINED 600 0 0 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 2075 85000 SH DEFINED 85000 0 0 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 0 3 SH DEFINED 3 0 0 MANHATTAN ASSOCS INC COM 562750109 1 45 SH DEFINED 45 0 0 MANOR CARE INC NEW COM 564055101 63 1791 SH DEFINED 1791 0 0 MANUGISTICS GROUP INC COM 565011103 31 10902 SH DEFINED 10902 0 0 MARATHON OIL CORP COM 565849106 270 7182 SH DEFINED 7182 0 0 MARKEL CORP NOTE 6/0 570535AC8 11678 270000 SH DEFINED 270000 0 0 MARRIOTT INTL INC NEW CL A 571903202 292 4634 SH DEFINED 4634 0 0 MARSH & MCLENNAN COS INC COM 571748102 1761 53512 SH DEFINED 53512 0 0 MARSHALL & ILSLEY CORP COM 571834100 205 4630 SH DEFINED 4630 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5 153 SH DEFINED 153 0 0 MASCO CORP COM 574599106 339 9284 SH DEFINED 9284 0 0 MASISA S A SPONSORED ADR 574799102 6 300 SH DEFINED 300 0 0 MATTEL INC COM 577081102 176 9027 SH DEFINED 9027 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 302 7128 SH DEFINED 7128 0 0 MAXTOR CORP NOTE 6.800% 4/3 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1.000% 7/1 584699AE2 12422 129900 SH DEFINED 129900 0 0 MEDIMMUNE INC COM 584699102 141 5187 SH DEFINED 5187 0 0 MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 17697 175000 SH DEFINED 175000 0 0 MEDTRONIC INC COM 585055106 9125 183720 SH DEFINED 183720 0 0 MELLON FINL CORP COM 58551A108 273 8777 SH DEFINED 8777 0 0 MENTOR CORP MINN NOTE 2.750% 1/0 587188AC7 25575 200000 SH DEFINED 200000 0 0 MENTOR CORP MINN COM 587188103 18064 535388 SH DEFINED 535388 0 0 MERCK & CO INC COM 589331107 179476 5584199 SH DEFINED 5584199 0 0 MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB5 9052 90750 SH DEFINED 90750 0 0 MERCURY INTERACTIVE CORP COM 589405109 82 1808 SH DEFINED 1808 0 0 MEREDITH CORP COM 589433101 444 8191 SH DEFINED 8191 0 0 MERIDIAN GOLD INC COM 589975101 228 12042 SH DEFINED 12042 0 0 MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ2 10640 80000 SH DEFINED 80000 0 0 MERRILL LYNCH & CO INC COM 590188108 5566 93117 SH DEFINED 93117 0 0 METLIFE INC COM 59156R108 632 15596 SH DEFINED 15596 0 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MORGAN STANLEY COM NEW 617446448 48624 875790 SH DEFINED 875790 0 0 MOTOROLA INC COM 620076109 9692 563468 SH DEFINED 563468 0 0 MYLAN LABS INC COM 628530107 99 5576 SH DEFINED 5576 0 0 NABORS INDUSTRIES LTD SHS G6359F103 159 3098 SH DEFINED 3098 0 0 NASDAQ 100 TR UNIT SER 1 631100104 3053 76500 SH DEFINED 76500 0 0 NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 36043 950000 SH DEFINED 950000 0 0 NATIONAL CITY CORP COM 635405103 527 14040 SH DEFINED 14040 0 0 NATIONAL FUEL GAS CO N J COM 636180101 4 135 SH DEFINED 135 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 137 7611 SH DEFINED 7611 0 0 NAVISTAR INTL CORP NEW COM 63934E108 111312 2530970 SH DEFINED 2530970 0 0 NCO GROUP INC COM 628858102 0 2 SH DEFINED 2 0 0 NCR CORP NEW COM 62886E108 134 1931 SH DEFINED 1931 0 0 NET SERVICOS DE COMUNICACAO SPONSORED ADR 64109T102 2 800 SH DEFINED 800 0 0 NETWORK APPLIANCE INC COM 64120L104 757 22783 SH DEFINED 22783 0 0 NEW CENTURY FINANCIAL CORP M COM 6435EV108 403 6304 SH DEFINED 6304 0 0 NEW YORK TIMES CO CL A 650111107 123 3006 SH DEFINED 3006 0 0 NEWELL RUBBERMAID INC COM 651229106 138 5695 SH DEFINED 5695 0 0 NEWFIELD EXPL CO COM 651290108 0 1 SH DEFINED 1 0 0 NEWMONT MINING CORP COM 651639106 18837 424158 SH DEFINED 424158 0 0 NEWS CORP CL A 65248E104 56990 3054142 SH DEFINED 3054142 0 0 NEXEN INC COM 65334H102 8 200 SH DEFINED 200 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 7555 251757 SH DEFINED 251757 0 0 NEXTEL PARTNERS INC CL A 65333F107 1040 53200 SH DEFINED 53200 0 0 NICOR INC COM 654086107 34 914 SH DEFINED 914 0 0 NIKE INC CL B 654106103 782 8624 SH DEFINED 8624 0 0 NISOURCE INC COM 65473P105 128 5603 SH DEFINED 5603 0 0 NOBLE CORPORATION SHS G65422100 140 2807 SH DEFINED 2807 0 0 NOKIA CORP SPONSORED ADR 654902204 3482 222221 SH DEFINED 222221 0 0 NORDSTROM INC COM 655664100 136 2903 SH DEFINED 2903 0 0 NORFOLK SOUTHERN CORP COM 655844108 297 8206 SH DEFINED 8206 0 0 NORTEL INVERSORA S A SPON ADR PFD B 656567401 3 400 SH DEFINED 400 0 0 NORTEL NETWORKS 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PEOPLESOFT INC COM 712713106 3 128 SH DEFINED 128 0 0 PEPSI BOTTLING GROUP INC COM 713409100 140 5182 SH DEFINED 5182 0 0 PEPSICO INC COM 713448108 33464 641067 SH DEFINED 641067 0 0 PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW 71361V303 13 300 SH DEFINED 300 0 0 PERFORMANCE FOOD GROUP CO COM 713755106 0 2 SH DEFINED 2 0 0 PERKINELMER INC COM 714046109 60 2655 SH DEFINED 2655 0 0 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 17 1400 SH DEFINED 1400 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 623 17200 SH DEFINED 17200 0 0 PFIZER INC COM 717081103 209946 7807579 SH DEFINED 7807579 0 0 PG&E CORP NOTE 9.500% 6/3 69331CAD0 10670 40000 SH DEFINED 40000 0 0 PG&E CORP COM 69331C108 278 8354 SH DEFINED 8354 0 0 PHELPS DODGE CORP COM 717265102 196 1978 SH DEFINED 1978 0 0 PHILADELPHIA CONS HLDG CORP COM 717528103 5 75 SH DEFINED 75 0 0 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 1621 65000 SH DEFINED 65000 0 0 PINNACLE WEST CAP CORP COM 723484101 86 1930 SH DEFINED 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GRIFFON CORP COM 398433102 1515 56097 SH DEFINED 03 0 0 56097 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 988 16335 SH DEFINED 03 0 0 16335 GUIDANT CORP COM 401698105 5381 74626 SH DEFINED 03 0 0 74626 GUILFORD PHARMACEUTICALS INC COM 401829106 30 6000 SH DEFINED 03 0 0 6000 HALLIBURTON CO COM 406216101 1026 26152 SH DEFINED 03 0 0 26152 HANOVER COMPRESSOR CO COM 410768105 28 1999 SH DEFINED 03 0 0 1999 HARKEN ENERGY CORP COM NEW 412552309 9 17500 SH DEFINED 03 0 0 17500 HARLEY DAVIDSON INC COM 412822108 717 11810 SH DEFINED 03 0 0 11810 HARRAHS ENTMT INC COM 413619107 2685 40137 SH DEFINED 03 0 0 40137 HARRIS CORP DEL COM 413875105 17 282 SH DEFINED 03 0 0 282 HARSCO CORP COM 415864107 13 236 SH DEFINED 03 0 0 236 HARTE-HANKS INC COM 416196103 2224 85622 SH DEFINED 03 0 0 85622 HARTFORD FINL SVCS GROUP INC COM 416515104 16505 238129 SH DEFINED 03 0 0 238129 HARVEST NATURAL RESOURCES IN COM 41754V103 2 125 SH DEFINED 03 0 0 125 HCA INC COM 404119109 440 11005 SH DEFINED 03 0 0 11005 HCC INS HLDGS INC COM 404132102 139 4200 SH DEFINED 03 0 0 4200 HEALTH CARE PPTY INVS INC COM 421915109 193 6952 SH DEFINED 03 0 0 6952 HEALTH MGMT ASSOC INC NEW CL A 421933102 962 42331 SH DEFINED 03 0 0 42331 HEALTHCARE RLTY TR COM 421946104 22 530 SH DEFINED 03 0 0 530 HEALTHEXTRAS INC COM 422211102 7 413 SH DEFINED 03 0 0 413 HEARST-ARGYLE TELEVISION INC COM 422317107 413 15639 SH DEFINED 03 0 0 15639 HEINZ H J CO COM 423074103 4748 121773 SH DEFINED 03 0 0 121773 HELLENIC TELECOM ORGANIZATN SPONSORED ADR 423325307 2541 288705 SH DEFINED 03 0 0 288705 HENRY JACK & ASSOC INC COM 426281101 34 1686 SH DEFINED 03 0 0 1686 HERSHEY FOODS CORP COM 427866108 173 3112 SH DEFINED 03 0 0 3112 HEWITT ASSOCS INC COM 42822Q100 22 700 SH DEFINED 03 0 0 700 HEWLETT PACKARD CO COM 428236103 10378 494884 SH DEFINED 03 0 0 494884 HEXCEL CORP NEW COM 428291108 625 43100 SH DEFINED 03 0 0 43100 HIBERNIA CORP CL A 428656102 42 1440 SH DEFINED 03 0 0 1440 HILFIGER TOMMY CORP ORD G8915Z102 599 53140 SH DEFINED 03 0 0 53140 HILTON HOTELS CORP COM 432848109 33 1464 SH DEFINED 03 0 0 1464 HITACHI LIMITED ADR 10 COM 433578507 9975 143677 SH DEFINED 03 0 0 143677 HOLLINGER INTL INC CL A 435569108 2 118 SH DEFINED 03 0 0 118 HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 400 11600 SH DEFINED 03 0 0 11600 HOLOGIC INC COM 436440101 3 100 SH DEFINED 03 0 0 100 HOME DEPOT INC COM 437076102 5204 121761 SH DEFINED 03 0 0 121761 HONDA MOTOR LTD AMERN SHS 438128308 31 1185 SH DEFINED 03 0 0 1185 HONEYWELL INTL INC COM 438516106 983 27764 SH DEFINED 03 0 0 27764 HOOPER HOLMES INC COM 439104100 11 1784 SH DEFINED 03 0 0 1784 HORACE MANN EDUCATORS CORP N COM 440327104 7 344 SH DEFINED 03 0 0 344 HORMEL FOODS CORP COM 440452100 2 50 SH DEFINED 03 0 0 50 HOSPIRA INC COM 441060100 131 3905 SH DEFINED 03 0 0 3905 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 829 18020 SH DEFINED 03 0 0 18020 HOST MARRIOTT CORP NEW COM 44107P104 10 580 SH DEFINED 03 0 0 580 HOUSTON EXPL CO COM 442120101 98 1741 SH DEFINED 03 0 0 1741 HRPT PPTYS TR COM SH BEN INT 40426W101 1446 112715 SH DEFINED 03 0 0 112715 HSBC HLDGS PLC SPON ADR NEW 404280406 457 5366 SH DEFINED 03 0 0 5366 HUANENG PWR INTL INC SPON ADR N 443304100 351 11693 SH DEFINED 03 0 0 11693 HUBBELL INC CL B 443510201 10 200 SH DEFINED 03 0 0 200 HUDSON UNITED BANCORP COM 444165104 8 212 SH DEFINED 03 0 0 212 HUGHES SUPPLY INC COM 444482103 1420 43889 SH DEFINED 03 0 0 43889 HUMAN GENOME SCIENCES INC COM 444903108 84 6974 SH DEFINED 03 0 0 6974 HUMANA INC COM 444859102 92 3100 SH DEFINED 03 0 0 3100 HUMMINGBIRD INC COM 44544R101 67 2500 SH DEFINED 03 0 0 2500 HUNT J B TRANS SVCS INC COM 445658107 188 4190 SH DEFINED 03 0 0 4190 HYDRIL COM 448774109 7 154 SH DEFINED 03 0 0 154 HYPERION SOLUTIONS CORP COM 44914M104 223 4778 SH DEFINED 03 0 0 4778 I-FLOW CORP COM NEW 449520303 211 11552 SH DEFINED 03 0 0 11552 IAC INTERACTIVECORP COM 44919P102 491 17761 SH DEFINED 03 0 0 17761 ICOS CORP COM 449295104 3 100 SH DEFINED 03 0 0 100 ICU MED INC COM 44930G107 15 538 SH DEFINED 03 0 0 538 IDACORP INC COM 451107106 3 99 SH DEFINED 03 0 0 99 IDENTIX INC COM 451906101 37 5000 SH DEFINED 03 0 0 5000 IDEX CORP COM 45167R104 26 632 SH DEFINED 03 0 0 632 IDEXX LABS INC COM 45168D104 19 340 SH DEFINED 03 0 0 340 IDT CORP COM 448947101 27 1828 SH DEFINED 03 0 0 1828 IDT CORP CL B 448947309 28 1828 SH DEFINED 03 0 0 1828 IHOP CORP COM 449623107 22 528 SH DEFINED 03 0 0 528 IKON OFFICE SOLUTIONS INC COM 451713101 504 43621 SH DEFINED 03 0 0 43621 ILLINOIS TOOL WKS INC COM 452308109 40 433 SH DEFINED 03 0 0 433 ILLUMINA INC COM 452327109 5 500 SH DEFINED 03 0 0 500 IMAGISTICS INTERNATIONAL INC COM 45247T104 1 28 SH DEFINED 03 0 0 28 IMATION CORP COM 45245A107 15 465 SH DEFINED 03 0 0 465 IMMUNOMEDICS INC COM 452907108 24 8000 SH DEFINED 03 0 0 8000 IMPAX LABORATORIES INC COM 45256B101 449 28300 SH DEFINED 03 0 0 28300 IMPERIAL CHEM INDS PLC ADR NEW 452704505 6740 365726 SH DEFINED 03 0 0 365726 IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 208 3773 SH DEFINED 03 0 0 3773 INAMED CORP COM 453235103 465 7351 SH DEFINED 03 0 0 7351 INCO LTD COM 453258402 22 600 SH DEFINED 03 0 0 600 INDEPENDENCE CMNTY BK CORP COM 453414104 278 6538 SH DEFINED 03 0 0 6538 INDEPENDENT BANK CORP MASS COM 453836108 2830 83866 SH DEFINED 03 0 0 83866 INDYMAC BANCORP INC COM 456607100 2 50 SH DEFINED 03 0 0 50 INERGY L P UNIT LTD PTNR 456615103 57 2000 SH DEFINED 03 0 0 2000 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 5 491 SH DEFINED 03 0 0 491 INFORMATICA CORP COM 45666Q102 668 82305 SH DEFINED 03 0 0 82305 ING GROUP N V SPONSORED ADR 456837103 7212 238415 SH DEFINED 03 0 0 238415 INGERSOLL-RAND COMPANY LTD CL A G4776G101 191 2375 SH DEFINED 03 0 0 2375 INGRAM MICRO INC CL A 457153104 622 29900 SH DEFINED 03 0 0 29900 INSIGHT COMMUNICATIONS INC CL A 45768V108 8 887 SH DEFINED 03 0 0 887 INSIGNIA SOLUTIONS PLC SPONSORED ADR 45766J107 104 120000 SH DEFINED 03 0 0 120000 INSITUFORM TECHNOLOGIES INC CL A 457667103 28 1224 SH DEFINED 03 0 0 1224 INSMED INC COM NEW 457669208 5 2125 SH DEFINED 03 0 0 2125 INSTINET GROUP INC COM 457750107 6 1000 SH DEFINED 03 0 0 1000 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 18 500 SH DEFINED 03 0 0 500 INTEGRATED ALARM SVCS GROUP COM 45890M109 109 20000 SH DEFINED 03 0 0 20000 INTEGRATED CIRCUIT SYS INC COM 45811K208 157 7501 SH DEFINED 03 0 0 7501 INTEGRATED DEVICE TECHNOLOGY COM 458118106 1 45 SH DEFINED 03 0 0 45 INTEGRATED SILICON SOLUTION COM 45812P107 66 8000 SH DEFINED 03 0 0 8000 INTEL CORP COM 458140100 18267 780975 SH DEFINED 03 0 0 780975 INTER PARFUMS INC COM 458334109 2 100 SH DEFINED 03 0 0 100 INTER TEL INC COM 458372109 5 184 SH DEFINED 03 0 0 184 INTERACTIVE DATA CORP COM 45840J107 23 1050 SH DEFINED 03 0 0 1050 INTERDIGITAL COMMUNICATIONS COM 45866A105 188 8525 SH DEFINED 03 0 0 8525 INTERMAGNETICS GEN CORP COM 458771102 2 67 SH DEFINED 03 0 0 67 INTERNAP NETWORK SVCS CORP COM 45885A102 0 200 SH DEFINED 03 0 0 200 INTERNATIONAL BUSINESS MACHS COM 459200101 12250 124262 SH DEFINED 03 0 0 124262 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 262 6125 SH DEFINED 03 0 0 6125 INTERNATIONAL GAME TECHNOLOG COM 459902102 1048 30488 SH DEFINED 03 0 0 30488 INTERNATIONAL SPEEDWAY CORP CL A 460335201 3 52 SH DEFINED 03 0 0 52 INTERNATIONAL STL GROUP INC COM 460377104 32 780 SH DEFINED 03 0 0 780 INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 19 500 SH DEFINED 03 0 0 500 INTERNET CAP GROUP INC COM NEW 46059C205 38 4204 SH DEFINED 03 0 0 4204 INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 64 900 SH DEFINED 03 0 0 900 INTERPUBLIC GROUP COS INC COM 460690100 34 2560 SH DEFINED 03 0 0 2560 INTERSIL CORP CL A 46069S109 7 401 SH DEFINED 03 0 0 401 INTL PAPER CO COM 460146103 701 16697 SH DEFINED 03 0 0 16697 INTRAWARE INC COM 46118M103 10 8500 SH DEFINED 03 0 0 8500 INTRAWEST CORPORATION COM NEW 460915200 41 1791 SH DEFINED 03 0 0 1791 INTUIT COM 461202103 1433 32566 SH DEFINED 03 0 0 32566 INTUITIVE SURGICAL INC COM NEW 46120E602 130 3250 SH DEFINED 03 0 0 3250 INVACARE CORP COM 461203101 2465 53284 SH DEFINED 03 0 0 53284 INVITROGEN CORP COM 46185R100 81 1204 SH DEFINED 03 0 0 1204 IPASS INC COM 46261V108 5 642 SH DEFINED 03 0 0 642 IPC HLDGS LTD ORD G4933P101 11 250 SH DEFINED 03 0 0 250 ISHARES INC MSCI BRAZIL 464286400 1155 51930 SH DEFINED 03 0 0 51930 ISHARES INC MSCI TAIWAN 464286731 4 300 SH DEFINED 03 0 0 300 ISHARES INC MSCI MEXICO 464286822 1123 44615 SH DEFINED 03 0 0 44615 ISHARES INC MSCI JAPAN 464286848 889 81382 SH DEFINED 03 0 0 81382 ISHARES INC MSCI HONG KONG 464286871 395 32700 SH DEFINED 03 0 0 32700 ISHARES TR DJ SEL DIV INX 464287168 913 14867 SH DEFINED 03 0 0 14867 ISHARES TR US TIPS BD FD 464287176 536 5063 SH DEFINED 03 0 0 5063 ISHARES TR LEHMAN AGG BND 464287226 208 2033 SH DEFINED 03 0 0 2033 ISHARES TR MSCI EMERG MKT 464287234 1224 6063 SH DEFINED 03 0 0 6063 ISHARES TR S&P500/BAR GRW 464287309 1781 30838 SH DEFINED 03 0 0 30838 ISHARES TR GS NAT RES IDX 464287374 145 1105 SH DEFINED 03 0 0 1105 ISHARES TR S&P500/BAR VAL 464287408 2720 43264 SH DEFINED 03 0 0 43264 ISHARES TR 20+ YR TRS BD 464287432 177 2000 SH DEFINED 03 0 0 2000 ISHARES TR 7-10 YR TRS BD 464287440 3 34 SH DEFINED 03 0 0 34 ISHARES TR 1-3 YR TRS BD 464287457 212 2598 SH DEFINED 03 0 0 2598 ISHARES TR MSCI EAFE IDX 464287465 5992 37392 SH DEFINED 03 0 0 37392 ISHARES TR RUSSELL MCP VL 464287473 311 2756 SH DEFINED 03 0 0 2756 ISHARES TR RUSSELL MCP GR 464287481 386 4573 SH DEFINED 03 0 0 4573 ISHARES TR S&P MIDCAP 400 464287507 79 596 SH DEFINED 03 0 0 596 ISHARES TR GLMN SCHS SOFT 464287515 28 650 SH DEFINED 03 0 0 650 ISHARES TR NASDQ BIO INDX 464287556 645 8556 SH DEFINED 03 0 0 8556 ISHARES TR COHEN&ST RLTY 464287564 99 727 SH DEFINED 03 0 0 727 ISHARES TR RUSSELL1000VAL 464287598 702 10581 SH DEFINED 03 0 0 10581 ISHARES TR S&P MIDCP GROW 464287606 1256 9342 SH DEFINED 03 0 0 9342 ISHARES TR RUSSELL1000GRW 464287614 314 6385 SH DEFINED 03 0 0 6385 ISHARES TR RUSSELL 1000 464287622 331 5100 SH DEFINED 03 0 0 5100 ISHARES TR RUSL 2000 VALU 464287630 839 4349 SH DEFINED 03 0 0 4349 ISHARES TR RUSL 2000 GROW 464287648 2258 33552 SH DEFINED 03 0 0 33552 ISHARES TR RUSSELL 2000 464287655 1165 8998 SH DEFINED 03 0 0 8998 ISHARES TR RUSSELL 3000 464287689 223 3225 SH DEFINED 03 0 0 3225 ISHARES TR S&P MIDCP VALU 464287705 1853 14424 SH DEFINED 03 0 0 14424 ISHARES TR DJ US REAL EST 464287739 904 7338 SH DEFINED 03 0 0 7338 ISHARES TR DJ US INDUSTRL 464287754 4 68 SH DEFINED 03 0 0 68 ISHARES TR DJ US FINL SVC 464287770 28 247 SH DEFINED 03 0 0 247 ISHARES TR DJ US FINL SEC 464287788 33 338 SH DEFINED 03 0 0 338 ISHARES TR DJ US ENERGY 464287796 225 3500 SH DEFINED 03 0 0 3500 ISHARES TR S&P SMLCAP 600 464287804 326 2004 SH DEFINED 03 0 0 2004 ISHARES TR S&P SMLCP VALU 464287879 1900 15599 SH DEFINED 03 0 0 15599 ISHARES TR S&P SMLCP GROW 464287887 1319 12314 SH DEFINED 03 0 0 12314 ISTAR FINL INC COM 45031U101 15 335 SH DEFINED 03 0 0 335 ITT EDUCATIONAL SERVICES INC COM 45068B109 29 600 SH DEFINED 03 0 0 600 ITT INDS INC IND COM 450911102 4296 50874 SH DEFINED 03 0 0 50874 IVANHOE ENERGY INC COM 465790103 40 15700 SH DEFINED 03 0 0 15700 IVAX CORP COM 465823102 98 6183 SH DEFINED 03 0 0 6183 IXIA COM 45071R109 7 400 SH DEFINED 03 0 0 400 JABIL CIRCUIT INC COM 466313103 192 7515 SH DEFINED 03 0 0 7515 JACOBS ENGR GROUP INC DEL COM 469814107 17 350 SH DEFINED 03 0 0 350 JANUS CAP GROUP INC COM 47102X105 89 5286 SH DEFINED 03 0 0 5286 JDS UNIPHASE CORP COM 46612J101 188 59174 SH DEFINED 03 0 0 59174 JEFFERIES GROUP INC NEW COM 472319102 9 234 SH DEFINED 03 0 0 234 JEFFERSON PILOT CORP COM 475070108 532 10243 SH DEFINED 03 0 0 10243 JOHNSON & JOHNSON COM 478160104 18998 299560 SH DEFINED 03 0 0 299560 JOHNSON CTLS INC COM 478366107 4359 68716 SH DEFINED 03 0 0 68716 JOURNAL REGISTER CO COM 481138105 27 1407 SH DEFINED 03 0 0 1407 JPMORGAN & CHASE & CO COM 46625H100 6755 173148 SH DEFINED 03 0 0 173148 JUNIPER NETWORKS INC COM 48203R104 262 9627 SH DEFINED 03 0 0 9627 KADANT INC COM 48282T104 0 19 SH DEFINED 03 0 0 19 KANBAY INTL INC COM 48369P207 28 880 SH DEFINED 03 0 0 880 KANSAS CITY SOUTHERN COM NEW 485170302 25 1391 SH DEFINED 03 0 0 1391 KAYDON CORP COM 486587108 7 200 SH DEFINED 03 0 0 200 KB HOME COM 48666K109 7 70 SH DEFINED 03 0 0 70 KEANE INC COM 486665102 1072 72911 SH DEFINED 03 0 0 72911 KELLOGG CO COM 487836108 5331 119359 SH DEFINED 03 0 0 119359 KEMET CORP COM 488360108 622 69480 SH DEFINED 03 0 0 69480 KENNAMETAL INC COM 489170100 215 4323 SH DEFINED 03 0 0 4323 KENSEY NASH CORP COM 490057106 8 241 SH DEFINED 03 0 0 241 KERR MCGEE CORP COM 492386107 203 3518 SH DEFINED 03 0 0 3518 KEY ENERGY SVCS INC COM 492914106 59 5000 SH DEFINED 03 0 0 5000 KEYCORP NEW COM 493267108 1178 34760 SH DEFINED 03 0 0 34760 KEYSPAN CORP COM 49337W100 134 3403 SH DEFINED 03 0 0 3403 KILROY RLTY CORP COM 49427F108 4 100 SH DEFINED 03 0 0 100 KIMBERLY CLARK CORP COM 494368103 6996 106310 SH DEFINED 03 0 0 106310 KIMCO REALTY CORP COM 49446R109 319 5508 SH DEFINED 03 0 0 5508 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 3110 70164 SH DEFINED 03 0 0 70164 KINDER MORGAN INC KANS COM 49455P101 16142 220731 SH DEFINED 03 0 0 220731 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 91 2233 SH DEFINED 03 0 0 2233 KINDRED HEALTHCARE INC COM 494580103 243 8114 SH DEFINED 03 0 0 8114 KING PHARMACEUTICALS INC COM 495582108 27 2150 SH DEFINED 03 0 0 2150 KLA-TENCOR CORP COM 482480100 65 1397 SH DEFINED 03 0 0 1397 KNIGHT RIDDER INC COM 499040103 1207 18026 SH DEFINED 03 0 0 18026 KNIGHT TRANSN INC COM 499064103 10 400 SH DEFINED 03 0 0 400 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 50 1500 SH DEFINED 03 0 0 1500 KOHLS CORP COM 500255104 233 4741 SH DEFINED 03 0 0 4741 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 10620 1366748 SH DEFINED 03 0 0 1366748 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 294 11076 SH DEFINED 03 0 0 11076 KOREA ELECTRIC PWR SPONSORED ADR 500631106 3907 295065 SH DEFINED 03 0 0 295065 KORN FERRY INTL COM NEW 500643200 1 25 SH DEFINED 03 0 0 25 KRAFT FOODS INC CL A 50075N104 522 14649 SH DEFINED 03 0 0 14649 KRISPY KREME DOUGHNUTS INC COM 501014104 108 8600 SH DEFINED 03 0 0 8600 KROGER CO COM 501044101 5922 337651 SH DEFINED 03 0 0 337651 KRONOS INC COM 501052104 65 1281 SH DEFINED 03 0 0 1281 KT CORP SPONSORED ADR 48268K101 4838 221802 SH DEFINED 03 0 0 221802 K2 INC COM 482732104 111 7000 SH DEFINED 03 0 0 7000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1906 26018 SH DEFINED 03 0 0 26018 LA QUINTA CORP PAIRED CTF 50419U202 26 2846 SH DEFINED 03 0 0 2846 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1513 30377 SH DEFINED 03 0 0 30377 LAFARGE NORTH AMERICA INC COM 505862102 16 310 SH DEFINED 03 0 0 310 LAIDLAW INTL INC COM 50730R102 2506 117095 SH DEFINED 03 0 0 117095 LAM RESEARCH CORP COM 512807108 90 3115 SH DEFINED 03 0 0 3115 LAMAR ADVERTISING CO CL A 512815101 86 2017 SH DEFINED 03 0 0 2017 LANCASTER COLONY CORP COM 513847103 22 522 SH DEFINED 03 0 0 522 LANDAUER INC COM 51476K103 5 107 SH DEFINED 03 0 0 107 LAUDER ESTEE COS INC CL A 518439104 862 18833 SH DEFINED 03 0 0 18833 LAUREATE EDUCATION INC COM 518613104 97 2200 SH DEFINED 03 0 0 2200 LEAPFROG ENTERPRISES INC CL A 52186N106 7 500 SH DEFINED 03 0 0 500 LEAR CORP COM 521865105 253 4155 SH DEFINED 03 0 0 4155 LEE ENTERPRISES INC COM 523768109 512 11104 SH DEFINED 03 0 0 11104 LEGG MASON INC COM 524901105 81 1103 SH DEFINED 03 0 0 1103 LEGGETT & PLATT INC COM 524660107 9 326 SH DEFINED 03 0 0 326 LEHMAN BROS HLDGS INC COM 524908100 4951 56598 SH DEFINED 03 0 0 56598 LENNAR CORP CL A 526057104 97 1709 SH DEFINED 03 0 0 1709 LEUCADIA NATL CORP COM 527288104 164 2357 SH DEFINED 03 0 0 2357 LEVEL 3 COMMUNICATIONS INC COM 52729N100 1 150 SH DEFINED 03 0 0 150 LEXMARK INTL NEW CL A 529771107 247 2911 SH DEFINED 03 0 0 2911 LIBERTY MEDIA CORP NEW COM SER A 530718105 1660 151178 SH DEFINED 03 0 0 151178 LIBERTY MEDIA INTL INC COM SER A 530719103 295 6386 SH DEFINED 03 0 0 6386 LIBERTY PPTY TR SH BEN INT 531172104 468 10828 SH DEFINED 03 0 0 10828 LIFE TIME FITNESS INC COM 53217R207 98 3800 SH DEFINED 03 0 0 3800 LIFEPOINT HOSPITALS INC COM 53219L109 1275 36611 SH DEFINED 03 0 0 36611 LILLY ELI & CO COM 532457108 4239 74690 SH DEFINED 03 0 0 74690 LIMITED BRANDS INC COM 532716107 149 6476 SH DEFINED 03 0 0 6476 LINCARE HLDGS INC COM 532791100 43 1000 SH DEFINED 03 0 0 1000 LINCOLN NATL CORP IND COM 534187109 200 4283 SH DEFINED 03 0 0 4283 LINEAR TECHNOLOGY CORP COM 535678106 665 17166 SH DEFINED 03 0 0 17166 LIONBRIDGE TECHNOLOGIES INC COM 536252109 265 39463 SH DEFINED 03 0 0 39463 LIONS GATE ENTMNT CORP COM NEW 535919203 44 4152 SH DEFINED 03 0 0 4152 LITTELFUSE INC COM 537008104 25 729 SH DEFINED 03 0 0 729 LIZ CLAIBORNE INC COM 539320101 60 1421 SH DEFINED 03 0 0 1421 LOCKHEED MARTIN CORP COM 539830109 11616 209106 SH DEFINED 03 0 0 209106 LOEWS CORP COM 540424108 3552 50522 SH DEFINED 03 0 0 50522 LOEWS CORP CAROLNA GP STK 540424207 910 31440 SH DEFINED 03 0 0 31440 LOUISIANA PAC CORP COM 546347105 20 732 SH DEFINED 03 0 0 732 LOWES COS INC COM 548661107 1573 27311 SH DEFINED 03 0 0 27311 LSI LOGIC CORP COM 502161102 2 300 SH DEFINED 03 0 0 300 LUBRIZOL CORP COM 549271104 19 524 SH DEFINED 03 0 0 524 LUCENT TECHNOLOGIES INC COM 549463107 515 136958 SH DEFINED 03 0 0 136958 LUMINENT MTG CAP INC COM 550278303 18 1500 SH DEFINED 03 0 0 1500 LYNX THERAPEUTICS INC COM PAR $0.01 551812407 8 2000 SH DEFINED 03 0 0 2000 LYONDELL CHEMICAL CO COM 552078107 745 25763 SH DEFINED 03 0 0 25763 M & T BK CORP COM 55261F104 5 50 SH DEFINED 03 0 0 50 M/I HOMES INC COM 55305B101 15 280 SH DEFINED 03 0 0 280 MACERICH CO COM 554382101 6 100 SH DEFINED 03 0 0 100 MACK CALI RLTY CORP COM 554489104 696 15110 SH DEFINED 03 0 0 15110 MACROMEDIA INC COM 556100105 785 25215 SH DEFINED 03 0 0 25215 MACROVISION CORP COM 555904101 4 151 SH DEFINED 03 0 0 151 MAF BANCORP INC COM 55261R108 3 75 SH DEFINED 03 0 0 75 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 256 4370 SH DEFINED 03 0 0 4370 MAGUIRE PPTYS INC COM 559775101 96 3480 SH DEFINED 03 0 0 3480 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 2649 110942 SH DEFINED 03 0 0 110942 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 356 44605 SH DEFINED 03 0 0 44605 MANHATTAN ASSOCS INC COM 562750109 90 3782 SH DEFINED 03 0 0 3782 MANITOWOC INC COM 563571108 2090 55514 SH DEFINED 03 0 0 55514 MANOR CARE INC NEW COM 564055101 15 430 SH DEFINED 03 0 0 430 MANPOWER INC COM 56418H100 3 57 SH DEFINED 03 0 0 57 MANULIFE FINL CORP COM 56501R106 30 647 SH DEFINED 03 0 0 647 MARATHON OIL CORP COM 565849106 496 13198 SH DEFINED 03 0 0 13198 MARCUS CORP COM 566330106 1694 67384 SH DEFINED 03 0 0 67384 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 209 4300 SH DEFINED 03 0 0 4300 MARSH & MCLENNAN COS INC COM 571748102 425 12910 SH DEFINED 03 0 0 12910 MARSHALL & ILSLEY CORP COM 571834100 47 1065 SH DEFINED 03 0 0 1065 MARTEK BIOSCIENCES CORP COM 572901106 507 9902 SH DEFINED 03 0 0 9902 MARTHA STEWART LIVING OMNIME CL A 573083102 6 200 SH DEFINED 03 0 0 200 MARVEL ENTERPRISES INC COM 57383M108 7 350 SH DEFINED 03 0 0 350 MASCO CORP COM 574599106 57 1568 SH DEFINED 03 0 0 1568 MASSEY ENERGY CORP COM 576206106 435 12450 SH DEFINED 03 0 0 12450 MASSMUTUAL CORPORATE INVS IN COM 576292106 348 12227 SH DEFINED 03 0 0 12227 MASTEC INC COM 576323109 1 50 SH DEFINED 03 0 0 50 MATRIXONE INC COM 57685P304 14 2113 SH DEFINED 03 0 0 2113 MATSUSHITA ELEC INDL ADR 576879209 6790 423059 SH DEFINED 03 0 0 423059 MATTEL INC COM 577081102 97 4988 SH DEFINED 03 0 0 4988 MATTHEWS INTL CORP CL A 577128101 7 200 SH DEFINED 03 0 0 200 MAX RE CAPITAL LTD HAMILTON SHS G6052F103 5601 262574 SH DEFINED 03 0 0 262574 MAXIM INTEGRATED PRODS INC COM 57772K101 695 16404 SH DEFINED 03 0 0 16404 MAXIMUS INC COM 577933104 16 500 SH DEFINED 03 0 0 500 MAXYGEN INC COM 577776107 5 400 SH DEFINED 03 0 0 400 MAY DEPT STORES CO COM 577778103 10990 373824 SH DEFINED 03 0 0 373824 MAYTAG CORP COM 578592107 4959 235000 SH DEFINED 03 0 0 235000 MB FINANCIAL INC NEW COM 55264U108 126 3000 SH DEFINED 03 0 0 3000 MBIA INC COM 55262C100 133 2105 SH DEFINED 03 0 0 2105 MBNA CORP COM 55262L100 2797 99206 SH DEFINED 03 0 0 99206 MCAFEE INC COM 579064106 252 8700 SH DEFINED 03 0 0 8700 MCCLATCHY CO CL A 579489105 488 6791 SH DEFINED 03 0 0 6791 MCCORMICK & CO INC COM NON VTG 579780206 71 1850 SH DEFINED 03 0 0 1850 MCDATA CORP CL B 580031102 23 4000 SH DEFINED 03 0 0 4000 MCDATA CORP CL A 580031201 0 74 SH DEFINED 03 0 0 74 MCDONALDS CORP COM 580135101 5330 166258 SH DEFINED 03 0 0 166258 MCGRAW HILL COS INC COM 580645109 122 1338 SH DEFINED 03 0 0 1338 MCI INC COM 552691107 20 1000 SH DEFINED 03 0 0 1000 MCKESSON CORP COM 58155Q103 204 6500 SH DEFINED 03 0 0 6500 MCLEODUSA INC CL A 582266706 0 53 SH DEFINED 03 0 0 53 MEADWESTVACO CORP COM 583334107 12243 361263 SH DEFINED 03 0 0 361263 MEDAREX INC COM 583916101 12 1102 SH DEFINED 03 0 0 1102 MEDCATH CORP COM 58404W109 13 526 SH DEFINED 03 0 0 526 MEDCO HEALTH SOLUTIONS INC COM 58405U102 849 20420 SH DEFINED 03 0 0 20420 MEDIA GEN INC CL A 584404107 466 7189 SH DEFINED 03 0 0 7189 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 427 68344 SH DEFINED 03 0 0 68344 MEDICAL ACTION INDS INC COM 58449L100 39 2000 SH DEFINED 03 0 0 2000 MEDICINES CO COM 584688105 277 9604 SH DEFINED 03 0 0 9604 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 35 984 SH DEFINED 03 0 0 984 MEDIMMUNE INC COM 584699102 490 18090 SH DEFINED 03 0 0 18090 MEDTRONIC INC COM 585055106 2646 53280 SH DEFINED 03 0 0 53280 MELLON FINL CORP COM 58551A108 5169 166163 SH DEFINED 03 0 0 166163 MEMC ELECTR MATLS INC COM 552715104 9 679 SH DEFINED 03 0 0 679 MENTOR GRAPHICS CORP COM 587200106 202 13201 SH DEFINED 03 0 0 13201 MERCANTILE BANK CORP COM 587376104 3 81 SH DEFINED 03 0 0 81 MERCANTILE BANKSHARES CORP COM 587405101 145 2772 SH DEFINED 03 0 0 2772 MERCK & CO INC COM 589331107 7656 238207 SH DEFINED 03 0 0 238207 MERCURY COMPUTER SYS COM 589378108 17 585 SH DEFINED 03 0 0 585 MERCURY INTERACTIVE CORP COM 589405109 1208 26522 SH 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CORP NEW COM Y6476W104 13 751 SH DEFINED 03 0 0 751 OMNICOM GROUP INC COM 681919106 216 2559 SH DEFINED 03 0 0 2559 OMNIVISION TECHNOLOGIES INC COM 682128103 5 268 SH DEFINED 03 0 0 268 ON SEMICONDUCTOR CORP COM 682189105 219 48200 SH DEFINED 03 0 0 48200 ONEOK INC NEW COM 682680103 3 100 SH DEFINED 03 0 0 100 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 14 378 SH DEFINED 03 0 0 378 OPENWAVE SYS INC COM NEW 683718308 314 20283 SH DEFINED 03 0 0 20283 OPTION CARE INC COM 683948103 7 410 SH DEFINED 03 0 0 410 ORACLE CORP COM 68389X105 2189 159515 SH DEFINED 03 0 0 159515 ORASURE TECHNOLOGIES INC COM 68554V108 67 10000 SH DEFINED 03 0 0 10000 ORIGEN FINL INC COM 68619E208 60 8000 SH DEFINED 03 0 0 8000 ORIX CORP SPONSORED ADR 686330101 202 2939 SH DEFINED 03 0 0 2939 ORTHOFIX INTL N V COM N6748L102 27 692 SH DEFINED 03 0 0 692 ORTHOVITA INC COM 68750U102 4 955 SH DEFINED 03 0 0 955 OSHKOSH TRUCK CORP COM 688239201 205 3000 SH DEFINED 03 0 0 3000 OSI PHARMACEUTICALS INC COM 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