13F-HR 1 a2129267z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2003 ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Dresdner Bank AG ------------------------------- Address: Juergen Ponto Platz 1 ------------------------------- Frankfurt am Main ------------------------------- Germany ------------------------------- Form 13F File Number: 28-6198 --------------------- 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: D. Christian Southwick ------------------------------- Title: Attorney-in-Fact ------------------------------- Phone: 212-895-1909 ------------------------------- Signature, Place, and Date of Signing: D. Christian Southwick NY, NY 2/23/2004 ------------------------------- ----------------- ------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS 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: None. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 -------------------- Form 13F Information Table Entry Total: 652 -------------------- Form 13F Information Table Value Total: 7,260,299.97 -------------------- (thousands) List of Other Included Managers: Provide 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 INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------- ---------------- --------- ---------- ----------------------- ------------ ---------- ---------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------- ---------------- --------- ---------- ---------- ----- ------ ------------ ---------- ------ -------- ------ ADC TELECOMMUNCATIONS COM 000886101 1,847.27 621,976 SH SOLE X AFLAC INC COM 001055102 14,403.97 399,002 SH SOLE X AES CORP COM 00130H105 4,542.50 481,197 SH SOLE X AMR CORP COM 001765106 1.94 150 SH SOLE X AOL TIME WARNER INC COM 00184A105 54,697.17 3,598,498 SH SOLE X AT & T WIRELESS SERVICES INC COM 00209A106 16,905.34 2,115,812 SH SOLE X ABBOTT LABORATORIES COM 002824100 59,207.40 1,270,545 SH SOLE X ADOBE SYSTEMS INC COM 00724F101 7,197.05 183,131 SH SOLE X ADTRAN INC. COM 00738A106 25.11 810 SH SOLE X ADVANCED MICRO DEV COM 007903107 4,137.46 277,682 SH SOLE X ADVANCEPCS COM 00790K109 86.58 1,646 SH SOLE X AETNA INC COM 00817Y108 7,958.39 117,902 SH SOLE X AFFILIATED COMPUTER SERVICES CL A 008190100 128.98 2,371 SH SOLE X AFFYMETRIX INC COM 00826T108 125.46 5,100 SH SOLE X AGERE SYSTEMS INC CL A 00845V100 0.03 10 SH SOLE X AGERE SYSTEMS INC CL B 00845V209 0.54 185 SH SOLE X AGILENT TECHNOLOGIES INC COM 00846U101 8,455.18 289,561 SH SOLE X AIR PRODUCTS & CHEMICALS PLC COM 009158106 20,223.67 383,024 SH SOLE X ALBERTSONS INC COM 013104104 6,439.80 284,947 SH SOLE X ALCOA INC COM 013817101 26,076.51 686,224 SH SOLE X ALEXION PHARMACEUTICALS INC COM 015351109 1.70 100 SH SOLE X ALLERGAN INC COM 018490102 7,741.44 100,800 SH SOLE X ALLIANZ aktiengesellschaft SP ADR 1/10 SHR 018805101 377.83 29,750 SH SOLE X ALLSTATE CORP COM 020002101 23,536.22 547,354 SH SOLE X ALLTEL CORP COM 020039103 11,316.19 243,359 SH SOLE X ALTERA CORP COM 021441100 6,764.90 298,013 SH SOLE X ALTRIA GROUP INC COM 02209S103 105,048.03 1,931,030 SH SOLE X AMAZON COMINC COM 023135106 349.00 6,635 SH SOLE X AMBAC FINANCIAL GROUP INC COM 023139108 5,722.38 82,574 SH SOLE X AMERADA HESS CORP COM 023551104 3,687.95 69,453 SH SOLE X AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 13.10 480 SH SOLE X AMERican ACCESS TECHNOLOGIES COM 02368F108 0.40 300 SH SOLE X AMERICAN EXPRESS CO COM 025816109 128,163.27 2,658,989 SH SOLE X AMERICAN ITLGROUP COM 026874107 119,170.92 1,800,165 SH SOLE X AMERICAN POWCONVCORP COM 029066107 3,792.49 155,430 SH SOLE X AMERSTANDARD COMPANIES INC COM 029712106 5,626.20 56,262 SH SOLE X AMERISOURCEBERGEN CORP COM 03073E105 5,229.81 93,223 SH SOLE X AMGEN INC COM 031162100 63,250.94 1,023,478 SH SOLE X AMSOUTH BANCORPORATION COM 032165102 6,646.78 271,297 SH SOLE X ANADARKO PETROCEUM CORP COM 032511107 0.51 10 SH SOLE X ANALOG DEVICES INC COM 032654105 12,943.42 283,847 SH SOLE X
ANGLOGOLD LTD SPONSORED ADR 035128206 229.72 4,919 SH SOLE X ANHEUSER BUSCH COSINC COM 035229103 33,386.54 634,725 SH SOLE X ANTHEM INC COM 03674B104 8,089.50 107,860 SH SOLE X AON CORP COM 037389103 5,825.58 243,748 SH SOLE X APACHE CORP COM 037411105 10,219.82 126,015 SH SOLE X APOLLO GROUP INC CL A 037604105 8.98 132 SH SOLE X APPLE COMPUTER INC COM 037833100 8.52 400 SH SOLE X APPLERA CORP COM AP BIO GRP 038020103 3,327.69 160,758 SH SOLE X APPLERA CORP COM CE GEN GRP 038020202 454.59 32,704 SH SOLE X APPLIED MATERIALS INC COM 038222105 29,488.86 1,316,467 SH SOLE X ARCHER DANIELS-MIDLAND CO COM 039483102 7,651.15 503,365 SH SOLE X ARIBA INC COM 04033V104 136.35 45,450 SH SOLE X ARROW ELECTRONICS INC COM 042735100 41.70 1,805 SH SOLE X ASHLAND INC COM 044204105 2,332.66 53,015 SH SOLE X ASTROPOWER INC COM 04644A101 5.01 7,700 SH SOLE X ATMEL CORP COM 049513104 50.44 8,393 SH SOLE X AUTODESK INC. COM 052769106 2,112.90 86,241 SH SOLE X AUTOMATIC DATA PROCESSING IN COM 053015103 18,353.25 463,466 SH SOLE X AUTONATION INC COM 05329W102 3,890.05 212,571 SH SOLE X AUTOZONE INC COM 053332102 0.85 10 SH SOLE X AVAYA INC COM 053499109 4,153.97 322,013 SH SOLE X AVERY DENNISON CORP COM 053611109 4,814.26 85,969 SH SOLE X AVOCENT CORP COM 053893103 30.30 830 SH SOLE X AVON PRODUCTS INC COM 054303102 12,385.90 183,767 SH SOLE X BB&T CORP COM 054937107 16,304.79 422,404 SH SOLE X BASF AG SPONSORED ADR 055262505 3,230.60 58,000 SH SOLE X BISYS GROUP INC COM 055472104 31.63 2,137 SH SOLE X BJ SERVICES CO COM 055482103 4,391.22 122,318 SH SOLE X BJ'S WHOLESALE CLUB INC. COM 05548J106 28.46 1,243 SH SOLE X BP PLC SPONSORED ADR 055622104 0.99 20 SH SOLE X BMC SOFTWARE INC COM 055921100 3,252.06 174,842 SH SOLE X BAKER HUGHES INC COM 057224107 8,357.59 260,361 SH SOLE X BALL CORP. COM 058498106 2,591.28 43,551 SH SOLE X BANK OF AMERICA CORP COM 060505104 94,869.03 1,179,963 SH SOLE X BANK HAWAII CORP COM 062540109 43.93 1,041 SH SOLE X BANK NEW YORK INC COM 064057102 20,007.46 604,455 SH SOLE X BANK ONE CORP COM 06423A103 40,722.41 894,998 SH SOLE X BANKNORTH GROUP INC NEW COM 06646R107 93.80 2,886 SH SOLE X BARNESANDNOBLECOM INC CL A 067846105 0.18 60 SH SOLE X BARR LABORATORIES INC COM 068306109 3.85 50 SH SOLE X BAUSCH & LOMB INC COM 071707103 2,102.88 40,518 SH SOLE X BEAR STEARNS COSINC COM 073902108 6,108.20 76,448 SH SOLE X BECTON,DICKINSON & CO COM 075887109 8,143.47 198,138 SH SOLE X BED BATH & BEYOND INC COM 075896100 10,128.22 233,908 SH SOLE X
BELLSOUTH CORP COM 079860102 5.66 200 SH SOLE X BEST BUY COINC COM 086516101 13,106.90 251,090 SH SOLE X BIOMET INC COM 090613100 7,316.95 201,015 SH SOLE X BIOMARIN PHARMACEUTICAL INC COM 09061G101 223.57 28,811 SH SOLE X BLACK & DECKER CORP COM 091797100 2,961.65 60,074 SH SOLE X BLOCK H& R INC COM 093671105 7,618.57 137,768 SH SOLE X BOISE CASCADE CORP COM 097383103 2,191.79 66,823 SH SOLE X BOSTON SCIENTIFIC CORP COM 101137107 23,231.94 633,023 SH SOLE X BOWATER INC COM 102183100 45.84 990 SH SOLE X BRAZIL FUND INC COM 105759104 14.34 600 SH SOLE X BRINKER INTERNATINC COM 109641100 57.53 1,738 SH SOLE X BRISTOL-MYERS SQUIBB CO COM 110122108 194,491.33 6,800,396 SH SOLE X BROADCOM CORP CL A 111320107 8,029.64 236,166 SH SOLE X BROADVISION INC COM NEW 111412607 0.00 1 SH SOLE X BROWN-FORMAN CORP CL B 115637209 4,379.62 46,891 SH SOLE X BURLINGTON NORTHN SANTA FE C COM 12189T104 9,349.85 289,469 SH SOLE X BURLINGTON RESOURCES INC COM 122014103 8,540.70 154,443 SH SOLE X CDW CORP. COM 12512N105 135.48 2,348 SH SOLE X CIGNA CORP COM 125509109 6,300.10 109,567 SH SOLE X CMGI INC COM 125750109 38.95 21,883 SH SOLE X CSX CORP COM 126408103 5,937.47 165,389 SH SOLE X CVS CORP COM 126650100 11,071.80 306,698 SH SOLE X CV THERAPEUTICS INC COM 126667104 0.29 20 SH SOLE X CABOT CORP COM 127055101 35.11 1,104 SH SOLE X CADENCE DESIGN SYSTEM INC COM 127387108 86.51 4,833 SH SOLE X CALPINE CORP COM 131347106 1,535.63 319,257 SH SOLE X CAMPBELL SOUP CO COM 134429109 21.44 800 SH SOLE X CAPITAL ONE FINL CORP COM 14040H105 11,012.94 179,950 SH SOLE X CARDINAL HEALTH INC COM 14149Y108 20,545.85 336,266 SH SOLE X CAREER EDUCATION CORP COM 141665109 111.84 2,796 SH SOLE X CARNIVAL CORP PAIRED CTF 143658300 19,281.89 485,690 SH SOLE X CATERPILLAR INC COM 149123101 22,471.25 270,738 SH SOLE X CENDANT CORP COM 151313103 19,151.58 862,684 SH SOLE X CENTERPOINT ENERGY INC COM 15189T107 2,291.97 236,529 SH SOLE X CEPHALON INC COM 156708109 114.90 2,374 SH SOLE X CERIDIAN CORP COM 156779100 55.47 2,654 SH SOLE X CERTEGY INC COM 156880106 38.64 1,178 SH SOLE X CHARTER ONE FINANCIAL INC COM 160903100 5,935.45 172,042 SH SOLE X CHEESECAKE FACTORY INC COM 163072101 40.44 919 SH SOLE X CHEVRONTEXACO CORP COM 166764100 76,373.52 884,977 SH SOLE X CHILE FUND INC COM 168834109 14.10 1,000 SH SOLE X CHINA FD INC COM 169373107 40.70 1,000 SH SOLE X CHIRON CORP COM 170040109 8,526.75 149,855 SH SOLE X CHUBB CORP COM 171232101 9,950.09 146,110 SH SOLE X
CIENA CORP COM 171779101 2,431.16 366,138 SH SOLE X CINCINNATI FINANCIAL CORP COM 172062101 5,182.16 123,975 SH SOLE X CINERGY CORP COM 172474108 5,339.19 137,608 SH SOLE X CISCO SYSTEM INC COM 17275R102 130,597.31 5,396,583 SH SOLE X CINTAS CORP. COM 172908105 6,714.30 134,018 SH SOLE X CITIGROUP INC COM 172967101 7.95 164 SH SOLE X CITIZENS COMMUNICATIONS CO COM 17453B101 2,725.58 219,805 SH SOLE X CITRIX SYSTEMS INC COM 177376100 2,730.07 128,777 SH SOLE X CLEAR CHANNEL COMMUNINC COM 184502102 27,790.12 593,806 SH SOLE X CLOROX CO COM 189054109 7,943.18 163,777 SH SOLE X COACH INC COM 189754104 122.98 3,262 SH SOLE X COCA COLA CO COM 191216100 101,013.41 1,992,375 SH SOLE X COCA-COLA ENTERPRINC COM 191219104 6,867.78 315,036 SH SOLE X COEUR D'ALENE MINES CORP. COM 192108108 372.81 64,500 SH SOLE X COLGATE-PALMOLIVE CO COM 194162103 20,863.30 417,266 SH SOLE X COMCAST CORP NEW CL A 20030N101 33,221.64 1,012,855 SH SOLE X COMCAST CORP NEW CL A SPL 20030N200 17,459.52 559,600 SH SOLE X COMERCIA INC COM 200340107 7,588.67 135,512 SH SOLE X COMPASS BANCSHARES INC. COM 20449H109 87.91 2,237 SH SOLE X COMPUTER ASSOC INTL INC COM 204912109 17,592.28 644,406 SH SOLE X COMPUTER SCIENCES CORP COM 205363104 6,398.08 144,753 SH SOLE X COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,642.64 151,008 SH SOLE X CONAGRA FOODS INC COM 205887102 10,999.26 418,223 SH SOLE X CONCORD EFS INC COM 206197105 11,979.65 809,436 SH SOLE X CONOCOPHILLIPS COM 20825C104 34,652.71 529,049 SH SOLE X CONSTELLATION BRANDS INC CL A 21036P108 61.46 1,868 SH SOLE X CONSTELLATION ENERGY GROUP COM 210371100 5,054.22 129,264 SH SOLE X CORINTHIAN COLLEGES COM 218868107 43.68 787 SH SOLE X CORNING INC COM 219350105 10,686.98 1,027,594 SH SOLE X COSTCO WHOLESALE CORP COM 22160K105 13,276.24 357,850 SH SOLE X COVANCE INC. COM 222816100 29.59 1,104 SH SOLE X COX COMMUNICATIONS INC CL A 224044107 75.68 2,200 SH SOLE X CRANE CO COM 224399105 1,409.74 45,920 SH SOLE X CYPRESS SEMICONDUCTOR CORP COM 232806109 45.22 2,123 SH SOLE X CYTYC CORP COM 232946103 26.87 1,961 SH SOLE X D R HORTON INC COM 23331A109 120.44 2,788 SH SOLE X DST SYS INC DEL COM 233326107 82.27 1,973 SH SOLE X DTE ENERGY CO COM 233331107 7,507.99 190,558 SH SOLE X DANA CORP COM 235811106 2,120.00 115,847 SH SOLE X DANAHER CORP COM 235851102 10,881.49 118,664 SH SOLE X DARDEN RESTAURANTS INC COM 237194105 2,675.42 127,401 SH SOLE X DEAN FOODS CO COM 242370104 90.99 2,774 SH SOLE X DEERE & CO COM 244199105 27,551.36 423,867 SH SOLE X DEL MONTE FOODS CO COM 24522P103 6.90 663 SH SOLE X
DELTA AIR LINES INC COM 247361108 1,125.80 95,407 SH SOLE X DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 0.02 1 SH SOLE X DEVON ENERGY CORP COM 25179M103 10,331.12 180,614 SH SOLE X DIGITAL RIVER INC COM 25388B104 0.44 20 SH SOLE X DISNEY WALT CO COM DISNEY 254687106 40,982.63 1,758,911 SH SOLE X DIVERSA CORP COM 255064107 0.40 45 SH SOLE X DOLLAR GENERAL CORP COM 256669102 6,279.07 300,434 SH SOLE X DOLLAR TREE STORES INC COM 256747106 94.59 3,153 SH SOLE X DONNELLEY RR & SONS CO COM 257867101 2,642.90 87,804 SH SOLE X DOUBLECLICK INC COM 258609304 1.02 100 SH SOLE X DOVER CORP COM 260003108 6,213.09 156,501 SH SOLE X DOW CHEMICAL CO COM 260543103 4.15 100 SH SOLE X DOW JONES & CO INC COM 260561105 3,139.09 63,034 SH SOLE X DU PONT E I DE NEMOURS COM 263534109 35,478.51 774,640 SH SOLE X DUN & BRADSTREET CORP DEL NEW COM 26483E100 66.72 1,316 SH SOLE X DURBAN ROODEPOORT DEEPLTD SPONSORED ADR 266597301 6.21 1,940 SH SOLE X DYNEGY INC CL A 26816Q101 1,165.57 272,330 SH SOLE X EMC CORP MASS COM 268648102 25,530.73 1,979,126 SH SOLE X ENSCO INTERNATIONAL INC COM 26874Q100 72.66 2,681 SH SOLE X EOG RESOURCES INC COM 26875P101 4,099.95 88,936 SH SOLE X E ON AG SPONSORED ADR 268780103 470.88 7,200 SH SOLE X E TRADE GROUP INC COM 269246104 81.76 6,489 SH SOLE X EASTMAN CHEMICAL CO COM 277432100 0.08 2 SH SOLE X EASTMAN KODAK CO COM 277461109 6,320.00 246,875 SH SOLE X EATON CORP COM 278058102 6,284.22 58,731 SH SOLE X EBAY INC COM 278642103 32,982.53 511,357 SH SOLE X ECHOSTAR COMMUNCORP -A- CL A 278762109 178.16 5,240 SH SOLE X ECOLAB INC COM 278865100 8,198.35 300,306 SH SOLE X EDISON INTERNATIONAL COM 281020107 5,513.94 251,778 SH SOLE X EDUCATION MANAGEMENT CORP COM 28139T101 39.53 1,275 SH SOLE X EDWARDS AG INC COM 281760108 51.37 1,419 SH SOLE X EL PASO CORP COM 28336L109 3,849.41 470,013 SH SOLE X ELECTRONIC ARTS INC COM 285512109 11,299.61 236,889 SH SOLE X ELECTRONIC DATA SYSTEMS CORP COM 285661104 1.23 50 SH SOLE X ELECTRONICS FOR IMAGING COM 286082102 7.80 300 SH SOLE X EMERSON ELECTRIC CO COM 291011104 21,227.03 328,084 SH SOLE X ENGELHARD CORP COM 292845104 59.80 2,000 SH SOLE X ENTERCOM COMMUNICATIONS CORP CL A 293639100 48.56 918 SH SOLE X ENTERGY CORP COM 29364G103 10,170.42 178,116 SH SOLE X ENZON PHARMACEUTICALS INC COM 293904108 2.88 240 SH SOLE X EQUIFAX INC COM 294429105 2,633.14 107,475 SH SOLE X EQUITY INNS INC COM 294703103 434.40 48,000 SH SOLE X EQUITY OFFICE PROPERTIES TRUST COM 294741103 8,912.53 311,627 SH SOLE X EQUITY RESIDENTIAL SH BEN INT 29476L107 8,353.52 283,170 SH SOLE X
ERICSSON L M TEL CO ADR B SEK 10 294821608 26.55 1,500 SH SOLE X EXELON CORP COM 30161N101 17,742.81 267,614 SH SOLE X EXPEDITORS INTL WASH INC COM 302130109 109.12 2,902 SH SOLE X EXPRESS SCRIPTS INC COM 302182100 5,577.33 83,996 SH SOLE X EXTENDED STAY AMERICA INC. COM 30224P101 24.54 1,704 SH SOLE X EXXON MOBIL CORP COM 30231G102 0.04 1 SH SOLE X FMC TECHNOLOGIES INC COM 30249U101 27.54 1,182 SH SOLE X FPL GROUP INC COM 302571104 9,362.01 143,150 SH SOLE X FAIRCHILD SEMICONDUCTOR INTL COM 303726103 52.29 2,100 SH SOLE X FAMILY DOLLAR STORES INC COM 307000109 4,770.10 133,243 SH SOLE X FASTENAL CO COM 311900104 103.84 2,081 SH SOLE X FEDHOME LOAN MTG COM 313400301 31,611.66 542,224 SH SOLE X FANNIE MAE COM 313586109 56,750.93 756,679 SH SOLE X FEDERATED DEPARTMENT STORES COM 31410H101 6,613.31 140,410 SH SOLE X FEDERATED INVESTORS INC PA CL B 314211103 2,460.41 83,973 SH SOLE X FEDEX CORP COM 31428X106 15,687.88 232,413 SH SOLE X FIDELITY NATIONAL FINANCL.INC. COM 316326107 101.82 2,631 SH SOLE X FIFTH THIRD BANCORP COM 316773100 26,235.79 443,922 SH SOLE X FIRST DATA CORP COM 319963104 54,688.14 1,333,857 SH SOLE X FIRST TENNESSEE NATIONAL CORP COM 337162101 4,277.21 96,989 SH SOLE X FISERV INC COM 337738108 6,011.86 152,199 SH SOLE X FIRSTENERGY CORP COM 337932107 9,042.49 256,889 SH SOLE X FLEETBOSTON FINANCIAL CORP COM 339030108 38,794.84 889,790 SH SOLE X FLUOR CORP NEW COM 343412102 2,589.84 65,400 SH SOLE X FORD MOTOR CO COM PAR $0.01 345370860 7.52 470 SH SOLE X FOREST LABORATORIES INC COM 345838106 17,461.59 282,550 SH SOLE X FORTUNE BRANDS INC COM 349631101 8,091.33 113,324 SH SOLE X FOUNDRY NETWORKS INC COM 35063R100 1.37 50 SH SOLE X FRANKLIN RESOURCES INC COM 354613101 10,132.46 194,855 SH SOLE X FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 6,661.36 158,227 SH SOLE X FURNITURE BRANDS INTERNAT.INC. COM 360921100 29.18 996 SH SOLE X GANNETT COINC COM 364730101 18,922.17 212,370 SH SOLE X GAP INC COM 364760108 16,116.51 694,677 SH SOLE X GARTNER INC.CL.A COM 366651107 25.76 2,280 SH SOLE X GENENTECH INC COM NEW 368710406 145.77 1,559 SH SOLE X GENERAL DYNAMICS CORP COM 369550108 13,897.71 153,906 SH SOLE X GENERAL ELECTRIC CO COM 369604103 680,810.21 22,032,693 SH SOLE X GENERAL MILLS INC COM 370334104 13,151.95 290,330 SH SOLE X GENTEX CORP COM 371901109 95.52 2,166 SH SOLE X GENUINE PARTS CO COM 372460105 4,499.86 135,538 SH SOLE X GENZYME CORP COM GENL DIV 372917104 8,353.19 169,436 SH SOLE X GEORGIA-PACIFIC CORP COM 373298108 6,153.23 201,086 SH SOLE X GILEAD SCIENCES INC COM 375558103 444.99 7,659 SH SOLE X GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 49.86 1,070 SH SOLE X
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,180.39 84,920 SH SOLE X GOLDEN WEST FINANCIAL COM 381317106 12,092.82 117,406 SH SOLE X GOODRICH CORP COM 382388106 2,690.11 90,882 SH SOLE X GOODYEAR TIRE & RUBBER COM 382550101 1,064.93 135,487 SH SOLE X WWGRAINGER INC COM 384802104 3,335.55 70,519 SH SOLE X GREAT LAKES CHEMICAL CORP COM 390568103 1,059.64 39,101 SH SOLE X GREENPOINT FINCORP COM 395384100 86.20 2,442 SH SOLE X GUIDANT CORP COM 401698105 14,606.45 242,632 SH SOLE X HCA INC COM 404119109 16,572.83 386,313 SH SOLE X HALLIBURTON CO COM 406216101 8,869.69 341,142 SH SOLE X JOHN HANCOCK FNL SERVICES INC COM 41014S106 8,455.20 225,472 SH SOLE X HARRAHS ENTERTAINMENT INC COM 413619107 4,242.64 85,365 SH SOLE X HARRIS CORP COM 413875105 45.03 1,188 SH SOLE X HARSCO CORP COM 415864107 31.84 727 SH SOLE X HARTFORD FINSERVGROUP COM 416515104 12,987.14 220,121 SH SOLE X HASBRO INC COM 418056107 2,858.52 134,836 SH SOLE X HEALTH MGMNT ASSOC INC NEW CL A 421933102 4,447.75 185,323 SH SOLE X HECLA MINING CO COM 422704106 4.73 571 SH SOLE X HEINZ H J CO COM 423074103 31,558.84 867,001 SH SOLE X HERSHEY FOODS CORP COM 427866108 7,770.82 101,051 SH SOLE X HEWLETT PACKARD CO COM 428236103 0.07 3 SH SOLE X HILLENBRAND INDUSTRIES INC COM 431573104 68.45 1,104 SH SOLE X HILTON HOTELS CORP COM 432848109 5,013.43 293,183 SH SOLE X HOME DEPOT INC COM 437076102 62,472.61 1,764,763 SH SOLE X HONEYWELL INTERNATIONAL INC COM 438516106 22,430.44 671,570 SH SOLE X HOVNANIAN ENTERPRISES INC. CL A 442487203 46.46 534 SH SOLE X HUMAN GENOME SCIENCES INC COM 444903108 2.64 200 SH SOLE X HUNTINGTON BANCSHARES INC COM 446150104 3,979.73 176,877 SH SOLE X ICOS CORP COM 449295104 4.12 100 SH SOLE X IMS HEALTH INC COM 449934108 4,589.19 185,048 SH SOLE X ITT INDUSTRIES INC COM 450911102 5,290.76 71,304 SH SOLE X ILEX ONCOLOGY INC. COM 451923106 4.66 220 SH SOLE X ILLINOIS TOOL WORKS INC COM 452308109 238,201.25 2,839,109 SH SOLE X INDEVUS PHARMACEUTICALS INC COM 454072109 7.66 1,300 SH SOLE X INFOSPACE INC COM NEW 45678T201 3.45 150 SH SOLE X INTEL CORP COM 458140100 164,941.99 5,122,422 SH SOLE X INTERACTIVECORP. COM 45840Q101 321.47 9,483 SH SOLE X IBM CORP COM 459200101 1.39 15 SH SOLE X INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,805.16 80,377 SH SOLE X INTERNATIONAL GAME TECHNOLOGY COM 459902102 11,422.11 319,947 SH SOLE X INTERNATIONAL PAPER CO COM 460146103 16,429.42 381,193 SH SOLE X INTERNET CAPITAL GROUP COM 46059C106 0.01 19 SH SOLE X INTERNET SEC SYSTEMS INC COM 46060X107 16.69 888 SH SOLE X INTERPUBLIC GROUP COS INC COM 460690100 5,065.65 324,721 SH SOLE X
INTUIT COM 461202103 8,246.58 155,890 SH SOLE X INVESTMENT TECHNOLOGY GRP.INC. COM 46145F105 13.59 844 SH SOLE X INVITROGEN CORP. COM 46185R100 139.30 1,990 SH SOLE X ISHARES TR S&P EURO PLUS 464287861 134.61 2,100 SH SOLE X JDS UNIPHASE CORP COM 46612J101 4,106.64 1,125,108 SH SOLE X JP MORGAN CHASE & CO COM 46625H100 0.51 14 SH SOLE X JABIL CIROUIT INC COM 466313103 4,368.30 154,357 SH SOLE X JANUS CAPITAL GROUP INC COM 47102X105 3,050.15 185,985 SH SOLE X JEFFERSON PILOT CORP COM 475070108 5,515.60 109,004 SH SOLE X JOHNSON CONTROLS INC COM 478366107 8,154.10 70,294 SH SOLE X JUNIPER NETWORKS INC COM 48203R104 5.02 270 SH SOLE X KLA-TENCOR CORP COM 482480100 8,955.60 152,826 SH SOLE X KT CORP SPONSORED ADR 48268K101 4.75 250 SH SOLE X KANA SOFTWARE INC COM NEW 483600300 0.08 23 SH SOLE X KELLOGG CO COM 487836108 14,510.57 381,857 SH SOLE X KERR-MCGEE CORP COM 492386107 3,639.29 78,433 SH SOLE X KEYCORP NEW COM 493267108 9,490.36 323,903 SH SOLE X KEYSPAN CORP COM 49337W100 4,523.35 122,917 SH SOLE X KIMBERLY-CLARK CORP COM 494368103 23,129.89 392,032 SH SOLE X KINDER MORGAN INC COM 49455P101 5,628.15 95,231 SH SOLE X KING PHARMACEUTICALS COM 495582108 4.04 266 SH SOLE X KNIGHT-RIDDER INC COM 499040103 4,842.15 62,641 SH SOLE X KOHLS CORP COM 500255104 11,849.20 263,902 SH SOLE X KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 9,236.50 318,500 SH SOLE X KOREA FUND INC COM 500634100 20.73 1,133 SH SOLE X KRISPY KREME DOUGHNUTS INC. COM 501014104 38.39 1,049 SH SOLE X KROGER CO COM 501044101 10,705.78 578,691 SH SOLE X KYPHON INC COM 501577100 - 240 SH SOLE X LSI LOGIC CORP COM 502161102 2,598.24 292,925 SH SOLE X L-3 COMMUNICATIONS HLDGS INC COM 502424104 88.39 1,723 SH SOLE X LAMAR ADVERTISING CO CL A 512815101 31.07 833 SH SOLE X LEGGETT & PLATT INC COM 524660107 3,203.82 148,325 SH SOLE X LEGG MASON INC COM 524901105 90.75 1,177 SH SOLE X LEHMAN BROS HLDGS INC COM 524908100 16,337.76 211,629 SH SOLE X LEVEL 3 COMMUNICATIONS INC COM 52729N100 38.09 6,682 SH SOLE X LEXMARK INTERNATIONAL INC CL A 529771107 7,898.04 100,484 SH SOLE X LIBERTY MEDIA CORP NEW COM SER A 530718105 320.96 27,200 SH SOLE X LILLY ELI & CO COM 532457108 63,170.03 898,578 SH SOLE X LIMITED BRANDS INC COM 532716107 7,215.91 400,884 SH SOLE X LINCARE HOLDINGS INC. COM 532791100 81.33 2,711 SH SOLE X LINCOLN NATIONAL CORP COM 534187109 5,579.25 138,443 SH SOLE X LINEAR TECHNOLOGY CORP COM 535678106 10,314.86 245,592 SH SOLE X LIZ CLAIBORNE INC COM 539320101 2,985.28 84,330 SH SOLE X LOCKHEED MARTIN CORP COM 539830109 22,688.78 441,416 SH SOLE X
LOEWS CORP COM 540424108 7,109.10 143,909 SH SOLE X LOUISIANA PACIFIC CORP COM 546347105 1,456.54 81,828 SH SOLE X LOWES COMPANIES INC COM 548661107 33,747.82 610,268 SH SOLE X LUCENT TECHNOLOGIES INC COM 549463107 9,222.02 3,247,190 SH SOLE X M AND T BANK CORP COM 55261F104 210.56 2,142 SH SOLE X MBIA INC COM 55262C100 42,788.52 722,779 SH SOLE X MBNA CORP COM 55262L100 24,673.57 994,902 SH SOLE X MDU RESOURCES GROUP INC COM 552690109 48.24 2,027 SH SOLE X MGIC INVESTMENT CORP COM 552848103 4,328.84 76,078 SH SOLE X MACROVISION CORP COM 555904101 19.60 871 SH SOLE X MACROMEDIA INC COM 556100105 19.95 1,121 SH SOLE X MALAYSIA FUND INC COM 560905101 18.63 3,100 SH SOLE X MARATHON OIL CORP COM 565849106 7,961.32 241,252 SH SOLE X MARSH & MCLENNAN COSINC COM 571748102 19,710.66 412,357 SH SOLE X MARSHALL & ILSLEY CORP COM 571834100 6,684.47 174,986 SH SOLE X MARRIOTT INTERNATIONAL INC CL A 571903202 8,366.50 181,093 SH SOLE X MASCO CORP COM 574599106 10,113.67 369,112 SH SOLE X MASSEY ENERGY CORP. COM 576206106 6.24 300 SH SOLE X MATTEL INC COM 577081102 6,483.94 337,705 SH SOLE X MAXIM INTERGRPRODINC COM 57772K101 13,019.46 261,435 SH SOLE X MAY DEPARTMENT STORES COM 577778103 6,499.16 224,109 SH SOLE X MAYTAG CORP COM 578592107 1,687.52 60,702 SH SOLE X MCDATA CORP CL A 580031201 19.52 2,048 SH SOLE X MCDONALDS CORP COM 580135101 3.72 150 SH SOLE X MC GRAW HILL COMPINC COM 580645109 10,496.46 150,164 SH SOLE X MCKESSON CORP COM 58155Q103 7,260.96 226,198 SH SOLE X MEADVESTVACO CORP COM 583334107 4,603.29 154,993 SH SOLE X MEDAREX INC COM 583916101 18.69 3,000 SH SOLE X MEDCOHEALTH SOLUTIONS INC. COM 58405U102 6,894.92 203,390 SH SOLE X MEDIMMUNE INC COM 584699102 5,011.22 197,292 SH SOLE X MEDTRONIC INC COM 585055106 13.85 285 SH SOLE X MELLON FINANCIAL CORP COM 58551A108 10,765.44 335,372 SH SOLE X MERCK & COINC COM 589331107 82,685.80 1,789,736 SH SOLE X MERCURY INTERACTIVE CORP COM 589405109 3,427.90 70,533 SH SOLE X MERRILL LYNCH & CO COM 590188108 0.59 10 SH SOLE X METLIFE INC COM 59156R108 19,794.90 589,134 SH SOLE X MEXICO FUND INC COM 592835102 37.67 2,297 SH SOLE X MICROSOFT CORP COM 594918104 222,999.07 8,109,057 SH SOLE X MICROSTRATEGY INC CL A NEW 594972408 0.73 14 SH SOLE X MICROCHIP TECHNOLOGY COM 595017104 179.69 5,396 SH SOLE X MICRON TECHNOLOGY INC COM 595112103 6,379.90 476,112 SH SOLE X MILLENIUM PHARMACEUTICALS I COM 599902103 8.28 445 SH SOLE X MILLIPORE CORP COM 601073109 1,621.83 37,717 SH SOLE X MOLEX INC. COM 608554101 5,153.50 148,089 SH SOLE X
MONSANTO CO COM 61166W101 5,814.05 202,580 SH SOLE X MONSTER WORLDWIDE INC COM 611742107 1,908.43 87,143 SH SOLE X MOODYS CORP COM 615369105 6,956.83 114,989 SH SOLE X MORGAN STANLEY COM NEW 617446448 5.78 100 SH SOLE X MOTOROLA INC COM 620076109 7.70 550 SH SOLE X MURPHY OIL CORP. COM 626717102 107.29 1,643 SH SOLE X MYLAN LABORATINC COM 628530107 120.96 4,800 SH SOLE X NIC INC COM 62914B100 8.43 1,050 SH SOLE X NANOGEN INC. COM 630075109 3.35 372 SH SOLE X NASDAQ 100 TR UNIT SER 1 631100104 141.96 3,900 SH SOLE X NATIONAL CITY CORP COM 635405103 16,105.14 475,078 SH SOLE X NATIONAL COMMERCE FINL CORP. COM 63545P104 99.55 3,660 SH SOLE X NATIONAL SEMICONDUCTOR CORP COM 637640103 5,644.40 143,259 SH SOLE X NETBANK INC COM 640933107 15.96 1,200 SH SOLE X NETWORK ASSOCIATES INC COM 640938106 4.50 300 SH SOLE X NET SERVICOS DE COMUNICACAO SPONSORED ADR 64109T102 0.22 75 SH SOLE X NETWORK APPLIANCE INC COM 64120L104 5.13 250 SH SOLE X NEW FOCUS INC. COM 644383101 0.38 76 SH SOLE X NEW PLAN EXCEL REALTY TR INC COM 648053106 42.95 1,746 SH SOLE X NEW YORK TIMES CO CL A 650111107 5,595.45 117,305 SH SOLE X NEWELL RUBBERMAID INC COM 651229106 4,840.75 213,249 SH SOLE X NEWMONT MINING CORP COM 651639106 17,727.87 364,771 SH SOLE X NEWS CORP LTD SP ADR PFD 652487802 1,737.07 57,519 SH SOLE X NEXTEL COMMUNICATIONS INC CL A 65332V103 24,373.47 870,481 SH SOLE X NEXPRISE INC COM NEW 65333Q202 0.03 20 SH SOLE X 99*CENTS ONLY STORES COM 65440K106 34.79 1,279 SH SOLE X NISOURCE INC COM 65473P105 4,441.89 202,826 SH SOLE X NOKIA CORP SPONSORED ADR 654902204 16.15 950 SH SOLE X NORDSTROM INC COM 655664100 3,642.90 106,207 SH SOLE X NORFOLK & SOUTHERN CORP COM 655844108 7,120.26 301,706 SH SOLE X NORTH FORK BANCORPORATION INC COM 659424105 4,735.24 117,209 SH SOLE X NORTHEAST UTILITIES INC COM 664397106 48.00 2,388 SH SOLE X NORTHERN TRUST CORP COM 665859104 7,901.18 170,284 SH SOLE X NORTHROP GRUMMAN CORP COM 666807102 13,643.75 142,717 SH SOLE X NOVELL INC COM 670006105 3,030.03 288,574 SH SOLE X NOVELLUS SYSTEMS INC COM 670008101 5,009.51 119,274 SH SOLE X NUCOR CORP COM 670346105 5,672.91 101,302 SH SOLE X NVIDIA CORP COM 67066G104 2,948.14 127,075 SH SOLE X OCCIDENTAL PETROLCORP COM 674599105 12,635.31 299,415 SH SOLE X OFFICE DEPOT INC COM 676220106 4,041.18 241,987 SH SOLE X OLD REPUBLIC INTERNATCORP COM 680223104 54.65 2,160 SH SOLE X OMNICARE INC. COM 681904108 73.14 1,815 SH SOLE X OMNICOM GROUP INC COM 681919106 96,765.76 1,108,428 SH SOLE X ORACLE CORP COM 68389X105 0.66 50 SH SOLE X
OXFORD HEALTH PLANS INC COM 691471106 64.21 1,476 SH SOLE X PG & E CORP COM 69331C108 9.70 350 SH SOLE X PMC SIERRA INC COM 69344F106 2,683.57 133,511 SH SOLE X PMI GROUP INC COM 69344M101 62.61 1,683 SH SOLE X PNC FINANCIAL SERVICES GROUP COM 693475105 11,720.08 214,261 SH SOLE X PPG INDUSTRIES INC COM 693506107 8,468.16 132,315 SH SOLE X PPL CORP COM 69351T106 5,988.39 137,034 SH SOLE X PACCAR INC COM 693718108 7,784.61 91,476 SH SOLE X PACIFIC.HEALTH SYS DEL COM 695112102 49.96 739 SH SOLE X PACTIV CORP COM 695257105 2,904.16 121,513 SH SOLE X PALL CORP COM 696429307 2,588.29 96,578 SH SOLE X PALMONE INC. COM 69713P107 17.34 1,482 SH SOLE X PARAMETRIC TECHNOLOGY CORP COM 699173100 3.60 913 SH SOLE X PARKER-HANNIFIN CORP COM 701094104 5,451.99 91,630 SH SOLE X PATTERSON DENTAL COMP. COM 703412106 120.00 1,872 SH SOLE X PATTERSON-UTI ENERGY INC COM 703481101 75.04 2,281 SH SOLE X PAYCHEX INC COM 704326107 10,971.73 294,939 SH SOLE X PEOPLESOFT INC COM 712713106 2.28 100 SH SOLE X PEPSI BOTTLING GROUP INC. COM 713409100 4,002.24 166,068 SH SOLE X PEPSICO INC COM 713448108 62,619.59 1,343,768 SH SOLE X PERKINELMER INC COM 714046109 2.26 133 SH SOLE X PFIZER INC COM 717081103 216,873.63 6,143,729 SH SOLE X PHARMACEUTICAL RESOURCES INC COM 717125108 39.45 606 SH SOLE X PINNACLE WEST CAPITAL CORP COM 723484101 2,821.40 70,535 SH SOLE X PITNEY-BOWES INC COM 724479100 7,328.99 180,517 SH SOLE X PLUM CREEK TIMBER COINC COM 729251108 4,298.99 141,414 SH SOLE X PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 25.50 2,550 SH SOLE X PRAXAIR INC COM 74005P104 9,675.60 253,288 SH SOLE X PRICE T ROWE GROUP INC COM 74144T108 4,561.11 96,226 SH SOLE X PRICELINE.COM INC. COM NEW 741503403 4.69 262 SH SOLE X PRINCIPAL FINANCIAL GROUP INC COM 74251V102 8,308.77 251,781 SH SOLE X PROCTER & GAMBLE CO COM 742718109 4.99 50 SH SOLE X PROGRESS ENERGY INC COM 743263105 8,627.78 190,880 SH SOLE X PROGRESSIVE CORP COM 743315103 14,021.15 167,918 SH SOLE X PROTEIN DESIGN LABS INC COM 74369L103 157.36 8,791 SH SOLE X PRUDENTIAL FINANCIAL INC COM 744320102 17,538.35 420,584 SH SOLE X PUGET ENERGY INC COM 745310102 39.82 1,680 SH SOLE X QLOGIC CORP COM 747277101 3,816.39 73,961 SH SOLE X QUALCOMM INC COM 747525103 10.78 200 SH SOLE X QUEST DIAGNOSTICS INC. COM 74834L100 5,981.92 81,832 SH SOLE X QWEST COMMUNICATIONS INTL IN COM 749121109 5,946.04 1,376,398 SH SOLE X RSA SEC INC COM 749719100 14.97 1,054 SH SOLE X RADIAN GROUP INC. COM 750236101 81.52 1,674 SH SOLE X RADIOSHACK CORP COM 750438103 3,880.75 126,822 SH SOLE X
RAMBUS INC DEL COM 750917106 20.72 675 SH SOLE X RAYTHEON CO COM NEW 755111507 16,543.47 551,449 SH SOLE X READERS DIGEST ASSN INC COM 755267101 25.83 1,769 SH SOLE X RED HAT INC COM 756577102 9.35 500 SH SOLE X REGIONS FINANCIAL CORP COM 758940100 6,386.61 171,683 SH SOLE X RETEK INC COM 76128Q109 8.98 968 SH SOLE X ROCKWELL AUTOMATION INC COM 773903109 5,128.89 144,070 SH SOLE X ROCKWELL COLLINS INC COM 774341101 4,103.76 136,792 SH SOLE X ROFIN SINAR TECHNOLOGIES INC COM 775043102 569.04 16,494 SH SOLE X ROHM & HAAS CO COM 775371107 7,385.69 172,967 SH SOLE X ROSTELECM OPEN JT STK LNG D SPONSORED ADR 778529107 159.69 12,775 SH SOLE X ROWAN COMP. COM 779382100 1,679.12 72,689 SH SOLE X ROYAL DUTCH PETE CO NY REG EUR .56 780257804 1,961.25 37,500 SH SOLE X RUBY TUESDAY INC. COM 781182100 32.63 1,149 SH SOLE X SBC COMMUNICATIONS INC SOM 78387G103 66,968.77 2,575,722 SH SOLE X SCM MICROSYSTEMS INC COM 784018103 275.11 35,636 SH SOLE X SEI INVESTMENT CO. COM 784117103 57.12 1,879 SH SOLE X SLM CORP COM 78442P106 13,212.15 351,387 SH SOLE X SPDR TR UNIT SER 1 78462F103 8,180.70 73,700 SH SOLE X SPX CORP COM 784635104 80.38 1,367 SH SOLE X SABRE HOLDINGS CORP.CL.A CL A 785905100 2,383.64 110,867 SH SOLE X SAFECO CORP COM 786429100 4,165.33 107,078 SH SOLE X SAFEWAY INC COM NEW 786514208 7,526.99 343,698 SH SOLE X STJUDE MED INC COM 790849103 8,172.82 133,325 SH SOLE X ST PAUL COS INC COM 792860108 8,142.27 205,613 SH SOLE X SANMINA SCI CORP COM 800907107 5,106.69 405,293 SH SOLE X SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 830.00 20,000 SH SOLE X SARA LEE CORP COM 803111103 13,350.47 615,229 SH SOLE X SASOL LTD.SPONSORED ADR'S SPONSORED ADR 803866300 4.46 310 SH SOLE X SCHERING-PLOUGH CORP COM 806605101 20,717.46 1,197,541 SH SOLE X SCHLUMBERGER N.V. COM 806857108 24,690.38 451,378 SH SOLE X SCOTTS CO CL A 810186106 33.45 566 SH SOLE X SEALED AIR CORP COM 81211K100 3,552.64 65,668 SH SOLE X SEMTECH CORP COM 816850101 29.85 1,315 SH SOLE X SEMPRA ENERGY COM 816851109 18,042.90 601,430 SH SOLE X SHERWIN WILLIAMS CO SOM 824348106 4,013.16 115,653 SH SOLE X SICOR INC. COM 825846108 57.91 2,129 SH SOLE X SIEBEL SYSTEMS INC SOM 826170102 2.22 161 SH SOLE X SIGMA ALDRICH CORP COM 826552101 3,097.62 54,249 SH SOLE X SILICON LABORATORIES INC. COM 826919102 38.15 883 SH SOLE X SILICON GRAPHICS INC COM 827056102 0.69 500 SH SOLE X SIMON PROPERTY GROUP INC COM 828806109 6,844.85 147,837 SH SOLE X SIRIUS SATELLITE RADIO INC COM 82966U103 316.00 100,000 SH SOLE X SMITH INTERNATIONAL INC COM 832110100 74.20 1,788 SH SOLE X
SMUCKER J M CO COM NEW 832696405 40.45 895 SH SOLE X SMURFIT-STONE CONTAINER CORP COM 832727101 44.84 2,424 SH SOLE X SONOCO PRODS CO COM 835495102 42.66 1,734 SH SOLE X SONY CORP ADR NEW 835699307 6.92 200 SH SOLE X SOUTHERN CO COM 842587107 3,634.21 120,338 SH SOLE X SOUTHTRUST CORP COM 844730101 8,384.90 256,419 SH SOLE X SOUTHWEST AIRLINES CO COM 844741108 9,938.87 617,321 SH SOLE X SOVEREIGN BANCORP.INC. COM 845905108 123.83 5,225 SH SOLE X SPRINT CORP-FON SER1 COM FON GROUP 852061100 11,561.16 704,949 SH SOLE X SPRINT CORP-PCS SER1- PCS COM SER 1 852061506 0.45 80 SH SOLE X STANLEY WORKS COM 854616109 2,367.68 62,637 SH SOLE X STAPLES INC COM 855030102 10,585.88 387,761 SH SOLE X STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 15,289.49 425,891 SH SOLE X STATE STREET CORP COM 857477103 62,460.94 1,201,172 SH SOLE X STRYKER CORP COM 863667101 1.70 20 SH SOLE X SUN MICROSYSTEMS COM 866810104 13,738.30 3,059,754 SH SOLE X SUNGARD DATA SYS INC COM 867363103 6,149.70 222,011 SH SOLE X SUNOCO INC COM 86764P109 3,050.26 59,692 SH SOLE X SUNTRUST BANKS INC COM 867914103 15,555.47 217,559 SH SOLE X SUPERVALU INC COM 868536103 2,953.14 103,619 SH SOLE X SYCAMORE NETWORKS INC. COM 871206108 15.72 3,000 SH SOLE X SYNOPSYS INC. COM 871607107 141.98 4,213 SH SOLE X SYNOVUS FINL CORP COM 87161C105 10,057.00 347,993 SH SOLE X SYSCO CORP COM 871829107 120,074.23 3,227,802 SH SOLE X TECO ENERGY INC COM 872375100 2,090.04 145,142 SH SOLE X TJX COMPANIES INC COM 872540109 8,703.44 395,611 SH SOLE X TXU CORP COM 873168108 6,671.48 281,497 SH SOLE X TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20.55 2,015 SH SOLE X TARGET CORP COM 87612E106 27,162.39 707,354 SH SOLE X TEKTRONIX INC COM 879131100 2,064.59 65,335 SH SOLE X TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 0.65 66 SH SOLE X TELE NORTE LESTE PART S SPON ADR PFD 879246106 0.11 7 SH SOLE X TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 2.03 60 SH SOLE X TELEFONICA SA SPONSORED ADR 879382208 8.29 188 SH SOLE X TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 15.84 480 SH SOLE X TELESP CELULAR PART S A SPON ADR PFD 87952L108 0.01 2 SH SOLE X TEMPLE INLAND INC COM 879868107 2,625.32 41,938 SH SOLE X TENET HEALTHCARE CORP COM 88033G100 5,801.14 362,571 SH SOLE X TERADYNE INC COM 880770102 3,755.72 147,863 SH SOLE X TERRA NETWORKS SA(SPONS ADR) SPONSORED ADR 88100W103 7.60 1,290 SH SOLE X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 109.03 1,923 SH SOLE X TEXAS INSTRUMENTS INC COM 882508104 42,615.62 1,454,458 SH SOLE X THAI FUND INC COM NEW 882904105 3.12 300 SH SOLE X TEXTRON INC COM 883203101 5,991.27 105,110 SH SOLE X
THERMO ELECTRON CORP COM 883556102 3,170.79 125,825 SH SOLE X 3COM CORP COM 885535104 53.92 6,600 SH SOLE X 3M CO COM 88579Y101 52,166.80 613,727 SH SOLE X TIFFANY & CO COM 886547108 5,121.84 113,315 SH SOLE X TIME WARNER INC. COM 887317105 18,383.94 1,027,036 SH SOLE X TORCHMARK CORP COM 891027104 3,979.43 87,460 SH SOLE X TOYS R US INC COM 892335100 2,078.66 164,973 SH SOLE X TRAVELERS PPTY CAS CORP NEW CL A 89420G109 664.28 39,777 SH SOLE X TRAVELERS PPTY CAS CORP NEW CL B 89420G406 12,439.14 736,044 SH SOLE X TRIAD HOSPITALS INC. COM 89579K109 44.62 1,344 SH SOLE X TRIBUNE CO NEW COM 896047107 12,569.71 243,599 SH SOLE X TRIQUINT SEMICONDUCTOR INC COM 89674K103 16.96 2,399 SH SOLE X TUPPERWARE CORP COM 899896104 781.25 45,159 SH SOLE X TYCO INT.LTD. COM 902124106 40,848.64 1,541,458 SH SOLE X TYSON FOODS INC CL A 902494103 0.59 45 SH SOLE X US BANCORP DEL COM NEW 902973304 115,954.32 3,904,186 SH SOLE X UNION PAC CORP COM 907818108 13,803.52 198,898 SH SOLE X UNION PLANTERS CORP COM 908068109 4,575.42 145,714 SH SOLE X UNISYS CORP COM 909214108 3,779.00 255,338 SH SOLE X UNITED PARCEL SERVICE INC CL B 911312106 7.45 100 SH SOLE X US AIRWAYS GROUP INC. CL A 911905107 - 500 SH SOLE X UNITED STATES STEEL CORP. COM 912909108 3.50 100 SH SOLE X UNITED TECHNOLOGIES CORP COM 913017109 35,011.16 369,706 SH SOLE X UNITEDHEALTH GROUP INC COM 91324P102 28,047.37 482,743 SH SOLE X UNITRIN INC COM 913275103 49.93 1,206 SH SOLE X UNIVISION COMMUNICATIONS CL A 914906102 9,869.15 249,221 SH SOLE X UNOCAL CORP COM 915289102 7,411.92 201,411 SH SOLE X UNUMPROVIDENT CORP COM 91529Y106 3,591.99 228,789 SH SOLE X V F CORP COM 918204108 3,607.55 83,508 SH SOLE X VALERO ENERGY CORPORATION COM 91913Y100 95.52 2,063 SH SOLE X VALSPAR CORP. COM 920355104 44.76 906 SH SOLE X VARCO INTL INC DEL COM 922122106 35.95 1,745 SH SOLE X VARIAN MED SYS INC COM 92220P105 84.44 1,222 SH SOLE X VERITAS SOFTWARE CO COM 923436109 12,554.16 338,387 SH SOLE X VERISIGN INC COM 92343E102 37.10 2,276 SH SOLE X VERIZON COMMUNICATIONS INC COM 92343V104 75,547.40 2,158,497 SH SOLE X VERTEX PHARMACEUTICALS COM 92532F100 77.32 7,580 SH SOLE X VIACOM INC CL B 925524308 60,401.68 1,363,469 SH SOLE X VIAD CORP COM 92552R109 39.58 1,583 SH SOLE X VIGNETTE CORP COM 926734104 0.34 150 SH SOLE X VISHAY INTERTECHNOLINC COM 928298108 65.43 2,857 SH SOLE X VISTEON CORP COM 92839U107 1,050.70 101,029 SH SOLE X VISX INC DEL COM 92844S105 19.84 859 SH SOLE X VITESSE SEMICONDUCTOR CORP COM 928497106 8.81 1,500 SH SOLE X
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 4.68 187 SH SOLE X VULCAN MATLS CO COM 929160109 3,818.53 80,390 SH SOLE X WACHOVIA CORP 2ND NEW COM 929903102 48,098.02 1,034,366 SH SOLE X WALGREEN CO COM 931422109 28,896.58 796,049 SH SOLE X WASHINGTON MUT INC COM 939322103 28,189.74 702,986 SH SOLE X WASHINGTON POST CO CL B 939640108 132.89 168 SH SOLE X WASTE MGMT INC DEL COM 94106L109 2.58 87 SH SOLE X WATERS CORP COM 941848103 4,644.99 140,332 SH SOLE X WATSON PHARMACEUTICALS INC COM 942683103 3,869.57 84,121 SH SOLE X WELLPOINT HEALTH NETWORKS INC COM 94973H108 11,484.30 118,517 SH SOLE X WENDYS INTERNATIONAL INC COM 950590109 3,451.40 88,046 SH SOLE X WESTAMERICA BANCORPORATION COM 957090103 29.17 587 SH SOLE X WESTELL TECHNONLOGIES INC CL A 957541105 1.26 200 SH SOLE X WESTERN DIGITAL CORP COM 958102105 17.55 1,500 SH SOLE X WESTWOOD ONE INC. COM 961815107 61.80 1,807 SH SOLE X WEYERHAEUSER CO COM 962166104 11,159.49 174,367 SH SOLE X WHIRLPOOL CORP COM 963320106 3,907.99 53,829 SH SOLE X WILLIAMS COSINC COM 969457100 3,932.31 400,439 SH SOLE X WILLIAMS SONOMA INC COM 969904101 72.25 2,082 SH SOLE X WINN DIXIE STORES INC COM 974280109 1,088.95 109,442 SH SOLE X WISCONSIN ENERGY CORP COM 976657106 69.97 2,095 SH SOLE X WRIGLEY WM JR CO COM 982526105 9,806.11 174,486 SH SOLE X WYETH COM 983024100 45,845.89 1,081,271 SH SOLE X XM SATELLITE RADIO HLDGS INC CL A 983759101 13.15 500 SH SOLE X XTO ENERGY INC COM 98385X106 93.05 3,288 SH SOLE X XCEL ENERGY INC COM 98389B100 5,249.17 310,602 SH SOLE X XILINX INC COM 983919101 10,413.74 269,089 SH SOLE X XEROX CORP COM 984121103 8,444.59 611,927 SH SOLE X YAHOO INC COM 984332106 41.40 918 SH SOLE X YUM BRANDS INC COM 988498101 7,946.88 231,014 SH SOLE X ZIMMER HOLDINGS INC COM 98956P102 13,163.81 186,986 SH SOLE X ZIONS BANCORPORATION COM 989701107 4,256.73 69,441 SH SOLE X INGERSOLL RAND CO.LTD. -A- CL A G4776G101 9,068.05 133,747 SH SOLE X NABORS INDUSTRIES LTD. SHS G6359F103 4,678.63 112,738 SH SOLE X NOBLE CORP. SHS G65422100 3,682.74 103,158 SH SOLE X TRANSOCEAN INC. ORD G90078109 5,919.94 246,664 SH SOLE X WEATHERFORD INTERNATIONAL LTD. COM G95089101 70.09 1,947 SH SOLE X XL CAPITAL LTD. -A- CL A G98255105 8,201.52 105,826 SH SOLE X ASML HOLDING N.V.(N.Y.REG.) N Y SHS N07059111 1,120.00 56,000 SH SOLE X