13F-HR 1 a2152048z13f-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: 12/31/2004 ----------------------- 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: 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 2/16/2005 ------------------------------- ----------------- ------------- /s/ D. Christian Southwick New York, NY 2/16/05 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: 1359 -------------------- Form 13F Information Table Value Total: 11,632,785.74 -------------------- (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.
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 -------------- -------------- --------- ------------ --------- --- ---- ---------- -------- ---- ------ ---- ACE LTD. ORD G0070K103 8,606.13 201313 SH SOLE X ACCENTURE LTD. CL A G1150G111 62,113.50 2300500 SH SOLE X BUNGE LTD. COM G16962105 111.63 1958 SH SOLE X CHINA YUCHAI INT.LTD. COM G21082105 152.72 11500 SH SOLE X CHINADOTCOM CORP.-A- CL A G2108N109 0.46 100 SH SOLE X CHIPMOS TECH.(BERMUDA)LTD. SHS G2110R106 12.74 2000 SH SOLE X COOPER INDUSTRIES LTD -A- CL A G24182100 4,654.20 68555 SH SOLE X CREDICORP LTD. COM G2519Y108 382.67 24204 SH SOLE X EVEREST REINSURANCE GROUP LTD. COM G3223R108 134.25 1499 SH SOLE X FRONTLINE LTD. ORD G3682E127 333.50 7518 SH SOLE X GARMIN LTD. ORD G37260109 179.11 2944 SH SOLE X GLOBALSANTAFE CORP. SHS G3930E101 11.59 350 SH SOLE X INGERSOLL RAND CO.LTD. -A- CL A G4776G101 10,989.22 136852 SH SOLE X NABORS INDUSTRIES LTD. SHS G6359F103 1,792.79 34954 SH SOLE X NOBLE CORP. SHS G65422100 1,056.98 21250 SH SOLE X NORD.AMER.TANKER SHIPPING LTD. COM G65773106 102.78 2632 SH SOLE X OPENTV CORP. CLASS A CL A G67543101 257.67 67101 SH SOLE X SEAGATE TECHNOLOGY HOLDINGS SHS G7945J104 19.86 1150 SH SOLE X SHIP FINANCE INTL. -REG.- L SHS G81075106 30.08 1466 SH SOLE X SINA.COM ORD G81477104 83.36 2600 SH SOLE X TRANSOCEAN INC. ORD G90078109 4,252.27 100313 SH SOLE X GOLAR LNG LTD. SHS G9456A100 75.79 5090 SH SOLE X WEATHERFORD INTERNATIONAL LTD. COM G95089101 186.17 3629 SH SOLE X XL CAPITAL LTD. -A- CL A G98255105 5,606.72 72205 SH SOLE X BLADEX CL.E CL E P16994132 43.19 2166 SH SOLE X General Maritime SHS Y2692M103 101.87 2550 SH SOLE X TOP TANKERS INC. COM Y8897Y107 98.43 6057 SH SOLE X ADC TELECOMMUNCAT.INC. COM 000886101 2,108.01 786570 SH SOLE X ABN AMRO HLDG N.V. SPONS.ADR'S SPONSORED ADR 000937102 32.03 1204 SH SOLE X AFLAC INC. COM 001055102 15,565.33 390696 SH SOLE X AGCO CORP. COM 001084102 52.80 2412 SH SOLE X AGL RESOURCES INC. COM 001204106 66.55 2002 SH SOLE X AES CORP. COM 00130H105 6,079.12 444705 SH SOLE X ATI TECHNOLOGIES INC. COM 001941103 6.15 317 SH SOLE X AU OPTRONICS CORP.-SP.ADRS/10- SPONSORED ADR 002255107 602.16 42050 SH SOLE X ABBOTT LABORATORIES COM 002824100 58,718.36 1258700 SH SOLE X ABERCROMBIE & FTCH CL A 002896207 109.35 2329 SH SOLE X ABBEY NATL ADR-B ADR PRF B7.375 002920700 369.19 13425 SH SOLE X ABGENIX INC. COM 00339B107 19.35 1871 SH SOLE X Accred. Home Lender COM 00437P107 102.94 2072 SH SOLE X ACCREDO HEALTH INC. COM 00437V104 5.54 200 SH SOLE X ACTIVISION INC. COM NEW 004930202 178.49 8845 SH SOLE X ACTIVE POWER INC. COM 00504W100 2.33 500 SH SOLE X ACXIOM CORP. COM 005125109 60.62 2305 SH SOLE X ADESA INC. -REG.- COM 00686U104 51.97 2449 SH SOLE X ADTRAN INC. COM 00738A106 43.26 2260 SH SOLE X ADVANCE AUTO PARTS INC. COM 00751Y106 86.27 1975 SH SOLE X AEROPOSTALE INC. COM 007865108 43.76 1487 SH SOLE X AEGON N.V.-N.J.SHARES ORD AMER REG 007924103 13.71 1000 SH SOLE X ADVANTA CORP. CL.A CL A 007942105 685.39 30300 SH SOLE X ADVENT SOFTWARE INC. COM 007974108 17.84 871 SH SOLE X AETNA INC. COM 00817Y108 14,511.54 116325 SH SOLE X AFFILIATED COMP. - CLASS A - CL A 008190100 6,199.63 103001 SH SOLE X AFFYMETRIX INC. COM 00826T108 25.59 700 SH SOLE X AFFORDABLE RESID.COMMUNIT.INC. COM 008273104 434.09 30250 SH SOLE X AGERE SYSTEMS INC. CL.B CL B 00845V209 8.97 6646 SH SOLE X AGILENT TECHNOLOGIES INC. COM 00846U101 9,194.58 381518 SH SOLE X AGNICO-EAGLE MINES LTD. COM 008474108 569.25 41400 SH SOLE X AIR PRODUCTS & CHEMICALS PLC COM 009158106 10,144.75 175000 SH SOLE X AIRGAS INC. COM 009363102 53.13 2004 SH SOLE X AIRTRAN HOLDINGS INC. COM 00949P108 24.50 2290 SH SOLE X AKAMAI TECHNOLOGIES INC. COM 00971T101 74.32 5704 SH SOLE X AKZO NOBEL N.V. ADR'S SPONSORED ADR 010199305 16.78 395 SH SOLE X ALASKA AIR GROUP INC. COM 011659109 24.05 718 SH SOLE X ALBEMARLE CORP. COM 012653101 43.08 1113 SH SOLE X ALBERTO CULVER CO. CL.B COM 013068101 3,468.43 71411 SH SOLE X ALBERTSON'S INC. COM 013104104 783.69 32818 SH SOLE X ALCAN INC COM 013716105 5.39 110 SH SOLE X ALCOA INC. COM 013817101 4,020.13 127948 SH SOLE X ALCATEL S.A. (SPONS.ADR'S) SPONSORED ADR 013904305 31.81 2035 SH SOLE X ALEXANDER & BALDWIN INC. COM 014482103 78.05 1840 SH SOLE X ALLEGHENY ENERGY INC. COM 017361106 1,829.97 92845 SH SOLE X ALLEGHENY TECHNOLOGIES INC. COM 01741R102 1,582.60 73032 SH SOLE X ALLERGAN INC. COM 018490102 8,350.45 103003 SH SOLE X ALLIANCE DATA SYSTEMS CORP. COM 018581108 13.39 282 SH SOLE X ALLINACE RES. PARTS UTS L P UT LTD PART 01877R108 106.34 1437 SH SOLE X ALLIANT ENERGY CORP. COM 018802108 88.26 3086 SH SOLE X ALLIANT TECHSYSTEMS INC. COM 018804104 65.84 1007 SH SOLE X ALLIANZ -V.NAM.-(SP.ADRS)1/10 SP ADR 1/10 SHR 018805101 206.59 15545 SH SOLE X ALLIED WASTE INDUSTRIES INC. COM PAR$.01NEW 019589308 2,185.46 235502 SH SOLE X ALLMERICA FINANCIAL CORP. COM 019754100 46.68 1422 SH SOLE X ALLSCRIPTS HEALTHCARE SOL.INC. COM 01988P108 10.67 1000 SH SOLE X THE*ALLSTATE CORP. COM 020002101 25,724.55 497381 SH SOLE X ALLTEL CORP. COM 020039103 14,004.56 238335 SH SOLE X ALTERA CORP. COM 021441100 5,687.37 274752 SH SOLE X ALTEON INC. COM 02144G107 0.26 200 SH SOLE X ALTRIA GROUP INC. COM 02209S103 127,983.12 2094650 SH SOLE X AMBAC FINANCIAL GROUP INC. COM 023139108 6,248.37 76079 SH SOLE X AMERADA HESS CORP. COM 023551104 1,464.80 17781 SH SOLE X AMEREN CORP. COM 023608102 6,705.62 133738 SH SOLE X AMERICA MOVIL-L-SP.ADR'S SPON ADR L SHS 02364W105 34.55 660 SH SOLE X AMERICA ONLINE LATIN AMER.INC CL A 02365B100 0.23 300 SH SOLE X AMER.ACCESS TECHNOLOGIES INC. COM 02368F108 1.10 500 SH SOLE X AMERICAN ELECTRIC POWER CO. COM 025537101 9,132.38 265940 SH SOLE X AMERICAN EAGLE OUTFITTERS INC. COM 02553E106 194.24 4124 SH SOLE X AMERICAN EXPRESS CO. COM 025816109 230,012.77 4080411 SH SOLE X AMERICAN FINANCIAL GROUP INC. COM 025932104 61.71 1971 SH SOLE X AMERICAN GREET.CORP.CLASS A CL A 026375105 46.39 1830 SH SOLE X AMERICAN ITL.GROUP COM 026874107 144,595.29 2201847 SH SOLE X AMERICAN MED.SYS.HLDGS INC. COM 02744M108 99.68 2384 SH SOLE X AMERICAN PHARMA PARTNERS INC. COM 02886P109 340.24 9095 SH SOLE X AMERICAN POW.CONV.CORP. COM 029066107 3,104.67 145078 SH SOLE X AMER.STANDARD COMPANIES INC. COM 029712106 6,646.98 160866 SH SOLE X AMER.SUPERCONDUCTOR CORP. COM 030111108 49.14 3300 SH SOLE X AMERICREDIT CORP. COM 03060R101 101.44 4149 SH SOLE X AMERUS GROUP CO. -A- COM 03072M108 47.43 1047 SH SOLE X AMERISOURCEBERGEN CORP. COM 03073E105 4,971.78 84727 SH SOLE X AMERITRADE HOLDING CORP. COM 03074K100 30.93 2175 SH SOLE X AMETEK INC. COM 031100100 65.28 1830 SH SOLE X AMGEN INC. COM 031162100 73,039.46 1138573 SH SOLE X AMSOUTH BANCORPORATION COM 032165102 182,744.94 7055789 SH SOLE X AMYLIN PHARMACEUTICALS INC. COM 032346108 118.67 5080 SH SOLE X ANADARKO PETROCEUM CORP. COM 032511107 5,955.13 91886 SH SOLE X ANALOG DEVICES INC. COM 032654105 10,259.22 277877 SH SOLE X ANDREW CORP. COM 034425108 1,801.67 132184 SH SOLE X ANDRX GROUP COM 034553107 91.69 4200 SH SOLE X ANGIOTECH PHARMACEUTICALS IN COM 034918102 58.91 3200 SH SOLE X ANGLOGOLD LTD.-SP.ADRS 1/2- SPONSORED ADR 035128206 252.63 6950 SH SOLE X ANHEUSER BUSCH COS.INC. COM 035229103 46,447.78 915588 SH SOLE X ANN TAYLOR STORES CORP. COM 036115103 40.58 1885 SH SOLE X ANTIGENICS INC.(DEL.) COM 037032109 40.48 4000 SH SOLE X AON CORP. COM 037389103 5,393.70 226056 SH SOLE X APACHE CORP. COM 037411105 6,332.58 125224 SH SOLE X APOLLO GROUP INC.-A- CL A 037604105 11,536.93 142943 SH SOLE X APPLE COMPUTER INC. COM 037833100 18,994.78 294950 SH SOLE X APPLEBEE'S INTERNATIONAL COM 037899101 57.29 2166 SH SOLE X APRIA HEALTHCARE GROUP INC. COM 037933108 42.67 1295 SH SOLE X APPLERA CORP. -APPL.BIOSYST.- COM AP BIO GRP 038020103 3,228.38 154394 SH SOLE X APPLERA CORP. -CELERA GR.- COM CE GEN GRP 038020202 0.87 63 SH SOLE X APPLIED MATERIALS INC. COM 038222105 28,459.85 1664319 SH SOLE X APPLIED MICRO CIRCUITS COM 03822W109 1,038.67 246714 SH SOLE X AQUILA INC. (DEL.) COM 03840P102 23.83 6457 SH SOLE X ARCH COAL INC. COM 039380100 59.17 1665 SH SOLE X ARCHER DANIELS-MIDLAND CO COM 039483102 11,597.21 519821 SH SOLE X ARES CAP CORP COM 04010L103 7,434.89 382650 SH SOLE X ARIBA INC COM NEW 04033V203 57.15 3443 SH SOLE X AROTECH CORP. -REG.- COM 042682104 16.20 10000 SH SOLE X ARRIS GROUP INC. COM 04269Q100 4.58 650 SH SOLE X ARROW ELECTRONICS INC. COM 042735100 75.21 3095 SH SOLE X ARVINMERITOR INC. COM 043353101 41.45 1853 SH SOLE X ASCENTIAL SOFTWARE CORP. COM NEW 04362P207 25.59 1569 SH SOLE X ASSOCIATED BANC-CORP. COM 045487105 114.91 3458 SH SOLE X ASTA FUNDING INC. COM 046220109 102.80 3830 SH SOLE X ASTORIA FINANCIAL CORP. COM 046265104 79.46 1988 SH SOLE X ATHEROGENICS INC. COM 047439104 471.20 20000 SH SOLE X ATLAS AMERICA INC. COM 049167109 98.81 2764 SH SOLE X ATMEL CORP. COM 049513104 14.90 3801 SH SOLE X AUTHENTIDATE HOLDING CORP. COM 052666104 18.57 3000 SH SOLE X AUTODESK INC. COM 052769106 6,842.08 180292 SH SOLE X AUTOMA.DATA PROCES.INC.-SPLIT- COM 053015103 20,640.62 465403 SH SOLE X AUTONATION INC. COM 05329W102 3,988.30 207616 SH SOLE X AUTOZONE INC. COM 053332102 5,751.98 62994 SH SOLE X AVANEX CORP COM 05348W109 33.10 10000 SH SOLE X AVANT IMMUNOTHERAPEUTICS INC. COM 053491106 1.11 550 SH SOLE X AVAYA INC. COM 053499109 6,206.77 360859 SH SOLE X AVERY DENNISON CORP. COM 053611109 4,982.31 83080 SH SOLE X AVICI SYS INC COM NEW 05367L802 5.93 655 SH SOLE X AVNET INC. COM 053807103 76.95 4219 SH SOLE X AVOCENT CORP. COM 053893103 13.44 331 SH SOLE X AVON PRODUCTS INC. COM 054303102 18,922.33 488949 SH SOLE X AXA S.A.SP.ADR'S 1/2 SPONSORED ADR 054536107 81.77 3304 SH SOLE X AXONYX INC COM 05461R101 12.40 2000 SH SOLE X BB&T CORP. COM 054937107 4,592.53 109216 SH SOLE X BASF AG (SP.ADR'S) SPONSORED ADR 055262505 73.46 1020 SH SOLE X BISYS GROUP INC. COM 055472104 121.43 7382 SH SOLE X BJ SERVICES CO. COM 055482103 217.06 4664 SH SOLE X BJ'S WHOLESALE CLUB INC. COM 05548J106 54.07 1856 SH SOLE X BP PLC -ADR'S- SPONSORED ADR 055622104 33,218.50 568810 SH SOLE X BT GROUP PLC ADR 05577E101 23.52 595 SH SOLE X BMC SOFTWARE INC. COM 055921100 3,239.60 174172 SH SOLE X BAKER HUGHES INC. COM 057224107 5,156.46 120845 SH SOLE X BALDWIN TECHNOLOGY CO.INC. -A- CL A 058264102 1.50 500 SH SOLE X BALL CORP. COM 058498106 1,904.03 43293 SH SOLE X BALLARD POWER SYSTEMS INC. COM 05858H104 46.10 6800 SH SOLE X BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 34.95 1970 SH SOLE X BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 22.55 300 SH SOLE X BCO.SANTAND.CENT.HISP.-ADR'S- ADR 05964H105 91.58 7403 SH SOLE X BANDAG INC. -A- CL A 059815308 3,669.34 79200 SH SOLE X BANK OF AMERICA CORP. COM 060505104 249,345.48 5306352 SH SOLE X BANK OF HAWAII CORP. COM 062540109 71.80 1415 SH SOLE X BK.OF NEW YORK CO.INC. COM 064057102 18,395.47 550433 SH SOLE X BANKNORTH INC. (NEW) COM 06646R107 171.95 4698 SH SOLE X BANTA CORP. COM 066821109 29.81 666 SH SOLE X C.R.*BARD INC. COM 067383109 5,253.33 82109 SH SOLE X BARNES & NOBLE INC. COM 067774109 76.54 2372 SH SOLE X BARRICK GOLD CORP. COM 067901108 604.92 24976 SH SOLE X BARR LABORATORIES INC. COM 068306109 210.99 4633 SH SOLE X BAUSCH & LOMB INC. COM 071707103 2,704.29 41953 SH SOLE X BAXTER INTERNATIONAL COM 071813109 17,084.80 494638 SH SOLE X BAYER AG ADR 072730302 16.99 500 SH SOLE X BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 414.28 57779 SH SOLE X BEA SYSTEMS INC. COM 073325102 303.29 34231 SH SOLE X BEAR STEARNS COS.INC. COM 073902108 6,092.05 59545 SH SOLE X BEAZER HOMES USA INC. COM 07556Q105 30.85 211 SH SOLE X BEBE STORES INC. COM 075571109 122.41 4537 SH SOLE X BECKMAN COULTER INC. COM 075811109 108.79 1624 SH SOLE X BECTON,DICKINSON & CO. COM 075887109 12,628.86 222339 SH SOLE X BED BATH & BEYOND INC. COM 075896100 9,591.30 240806 SH SOLE X BELLSOUTH CORP. COM 079860102 40,012.96 1439833 SH SOLE X BELO CORP.CL.A COM SER A 080555105 80.58 3071 SH SOLE X BEMA GOLD CORP COM 08135F107 6.10 2000 SH SOLE X BEMIS INC. COM 081437105 2,386.19 82028 SH SOLE X BERKLEY W.R. CORP. COM 084423102 106.04 2248 SH SOLE X BERKSHIRE HATHAWAY INC.CL.A CL A 084670108 1,406.40 16 SH SOLE X BERKSHIRE HATHAWAY INC. -B- CL B 084670207 2,301.82 784 SH SOLE X BERRY PETROLEUM CO. CLASS A CL A 085789105 101.03 2118 SH SOLE X BEST BUY CO.INC. COM 086516101 32,139.62 540889 SH SOLE X BHP BILLITON LTD SPONSORED ADR 088606108 4.92 205 SH SOLE X BIG LOTS INC. COM 089302103 1,074.34 88569 SH SOLE X BIOMET INC. COM 090613100 8,899.20 205098 SH SOLE X BIOMARIN PHARMACEUTICAL INC. COM 09061G101 9.90 1550 SH SOLE X Biogen IDEC COM 09062X103 424.11 6367 SH SOLE X BIOTECH HOLDERS TRUST DEP. DEPOSTRY RCPTS 09067D201 76.46 500 SH SOLE X BIOLASE TECHNOLOGY INC. COM 090911108 54.35 5000 SH SOLE X BIOSITE INC. COM 090945106 101.97 1657 SH SOLE X THE*BLACK & DECKER CORP. COM 091797100 5,800.19 65665 SH SOLE X BLACK HILLS CORP. COM 092113109 26.60 867 SH SOLE X H.&R.*BLOCK INC. COM 093671105 6,287.04 128307 SH SOLE X BLYTH INC. COM 09643P108 32.31 1093 SH SOLE X BOB EVANS FARMS INC. COM 096761101 24.65 943 SH SOLE X BOEING CO. COM 097023105 33,166.71 640655 SH SOLE X BOOKHAM INC. COM 09856E105 100.66 20798 SH SOLE X BORDERS GROUP INC. COM 099709107 50.95 2006 SH SOLE X BORGWARNER INC. COM 099724106 76.43 1411 SH SOLE X BOSTON SCIENTIFIC CORP. COM 101137107 34,899.58 981704 SH SOLE X BOWATER INC. COM 102183100 89.92 2045 SH SOLE X BRASIL TELECOM PARTICIP.SP.ADR SPONS ADR PFD 105530109 30.18 791 SH SOLE X BRAZILIAN EQUITY FUND INC. COM 105884100 5.99 645 SH SOLE X BRINKER INTERNAT.INC. COM 109641100 175.84 5014 SH SOLE X BRINK'S CO. COM 109696104 59.91 1516 SH SOLE X BRISTOL-MYERS SQUIBB CO. COM 110122108 14,049.96 548398 SH SOLE X BROADCOM CORP.-A- CL A 111320107 8,469.92 262389 SH SOLE X BROADVISION INC. COM NEW 111412607 0.03 10 SH SOLE X BROCADE COMMUNICAT.SYSTEMS INC COM 111621108 174.80 22880 SH SOLE X BROOKS AUTOMATION INC. COM 114340102 464.94 27000 SH SOLE X BROWN & BROWN INC. COM 115236101 80.44 1847 SH SOLE X BROWN-FORMAN CORP.CL.-B-SPLIT CL B 115637209 4,651.81 95559 SH SOLE X BRUNSWICK CORP. COM 117043109 3,736.46 75484 SH SOLE X BUFFALO WILD WINGS INC COM 119848109 34.81 1000 SH SOLE X BUILDING MATERIALS HLDG CORP. COM 120113105 98.44 2571 SH SOLE X BURLINGTON NORTH.SANTA FE COM 12189T104 13,395.26 283138 SH SOLE X BURLINGTON RESOURCES INC. COM 122014103 6,169.87 141836 SH SOLE X CBRL GROUP INC. COM 12489V106 53.86 1287 SH SOLE X C.H.ROBINSON WORLDWIDE INC. COM 12541W100 193.49 3485 SH SOLE X CIGNA CORP. COM 125509109 8,591.77 105330 SH SOLE X CIT GROUP INC. NEW COM 125581108 8,410.22 183549 SH SOLE X CMGI INC. COM 125750109 24.29 9525 SH SOLE X CMS ENERGY CORP. COM 125896100 1,376.55 131727 SH SOLE X CSK AUTO CORP. -REG.- COM 125965103 51.17 3057 SH SOLE X CNF INC. COM 12612W104 19.04 380 SH SOLE X CNET NETWORKS INC COM 12613R104 22.46 2000 SH SOLE X CSG SYSTEMS INT.INC. COM 126349109 25.53 1365 SH SOLE X CSX CORP. COM 126408103 6,464.98 161302 SH SOLE X C.T.S.CORP. COM 126501105 8.84 665 SH SOLE X CVS CORP. COM 126650100 12,240.20 271582 SH SOLE X CABLE AND WIRELESS PLC ADR'S SPONSORED ADR 126830207 4,978.28 732100 SH SOLE X CABOT CORP. COM 127055101 63.74 1648 SH SOLE X CABOT MICROELECTRONICS CORP. COM 12709P103 26.53 662 SH SOLE X CACI INTERNATIONAL -A- CL A 127190304 101.38 1488 SH SOLE X CADENCE DESIGN SYSTEM INC. COM 127387108 172.54 12494 SH SOLE X CALLAWAY GOLF CO. COM 131193104 27.51 2038 SH SOLE X CALPINE CORP. COM 131347106 1,562.16 396488 SH SOLE X CAMBIOR INC COM 13201L103 42.72 16000 SH SOLE X CAMECO CORP. COM 13321L108 24.47 700 SH SOLE X CAMPBELL SOUP CO. COM 134429109 10,009.29 334871 SH SOLE X CANTEL MEDICAL CORP. COM 138098108 68.08 2729 SH SOLE X CAPITAL ONE FINANC.-SPLIT- COM 14040H105 14,474.69 171888 SH SOLE X CAPSTONE TURBINE CORP. COM 14067D102 3.14 1714 SH SOLE X CARDINAL HEALTH INC. COM 14149Y108 19,778.33 340126 SH SOLE X CAREER EDUCATION CORP. COM 141665109 164.16 4104 SH SOLE X CAREMARK RX INC. COM 141705103 14,119.45 358089 SH SOLE X CARLISLE COS.INC. COM 142339100 53.95 831 SH SOLE X CARMAX INC. COM 143130102 86.32 2780 SH SOLE X CARNIVAL -PAIRED CTF- PAIRED CTF 143658300 36,080.99 626080 SH SOLE X CARRIZO OIL & GAS INC. COM 144577103 141.25 12500 SH SOLE X CARTER COM 146229109 33.99 1000 SH SOLE X CASTLE ENERGY CORP. PAR$0.50N 148449309 254.78 20400 SH SOLE X CATALINA MARKETING CORP. COM 148867104 41.36 1396 SH SOLE X CATERPILLAR INC. COM 149123101 26,055.84 267212 SH SOLE X CELGENE CORP. COM 151020104 10.61 400 SH SOLE X CELSION CORP. COM 15117N107 11.40 20000 SH SOLE X CEMEX S.A.(SPONS.ADR'S)5 SPON ADR 5 ORD 151290889 107.40 2949 SH SOLE X CENDANT CORP. COM 151313103 20,891.25 893552 SH SOLE X CENTENE CORP. COM 15135B101 98.54 3476 SH SOLE X CENTERPOINT ENERGY INC. COM 15189T107 2,352.87 208219 SH SOLE X CENTEX CORP. COM 152312104 5,881.92 98723 SH SOLE X CENTURYTEL INC. COM 156700106 3,745.49 105596 SH SOLE X CEPHALON INC. COM 156708109 203.06 3991 SH SOLE X CEPHED COM 15670R107 4.97 500 SH SOLE X CERIDIAN CORP. COM 156779100 72.55 3969 SH SOLE X CERTEGY INC. COM 156880106 59.34 1670 SH SOLE X CHARLES RIVER ASSOCIATES INC. COM 159852102 53.79 1150 SH SOLE X CHARLES RIVER LABORATORIES INC COM 159864107 79.64 1731 SH SOLE X CHARTER COMM. INC.CL.A CL A 16117M107 78.08 34856 SH SOLE X CHECKFREE CORP. NEW COM 162813109 126.31 3317 SH SOLE X CHEESECAKE FACTORY INC. COM 163072101 67.47 2078 SH SOLE X CHESAPEAKE ENERGY CORP. COM 165167107 23.93 1450 SH SOLE X CHEVRONTEXACO CORP. COM 166764100 81,133.67 1545109 SH SOLE X CHICAGO MERCAN.EXCHANGE HLDGS. CL A 167760107 549.34 2402 SH SOLE X CHICO'S FAS INC. COM 168615102 108.59 2385 SH SOLE X THE*CHINA FUND INC. 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COM 391648102 37.97 1362 SH SOLE X GRUMA SA DE C.V.-B- -ADR'S-4 SPON ADR CL B 400131306 0.80 84 SH SOLE X GTECH HOLDINGS CORP. COM 400518106 80.32 3095 SH SOLE X GUIDANT CORP. COM 401698105 18,152.69 251771 SH SOLE X GuruNet COM 403307101 126.15 14500 SH SOLE X HCC INSURANCE HOLDINGS INC. COM 404132102 59.98 1811 SH SOLE X HSBC HOLDINGS PLC SPONS.ADR'S SPON ADR NEW 404280406 64.11 753 SH SOLE X HALLIBURTON CO. COM 406216101 6,837.57 174250 SH SOLE X HANOVER COMPRESSOR CO. COM 410768105 29.49 2087 SH SOLE X HANSEN NATURAL CORP. COM 411310105 104.64 2874 SH SOLE X HARLEY-DAVIDSON INC. COM 412822108 15,132.58 249096 SH SOLE X HARMAN INTERN,INDUSTRIES COM 413086109 747.14 5883 SH SOLE X HARMONY GOLD MINING ADR'S SPONSORED ADR 413216300 325.89 35155 SH SOLE X HARRAHS ENTERTAINMENT INC. COM 413619107 2,537.00 37928 SH SOLE X HARRIS CORP. COM 413875105 110.42 1787 SH SOLE X HARSCO CORP. COM 415864107 61.43 1102 SH SOLE X HARTE-HANKS INC. COM 416196103 59.21 2279 SH SOLE X HARTFORD FIN.SERV.GROUP COM 416515104 19,013.88 274331 SH SOLE X HASBRO INC. COM 418056107 2,692.06 138909 SH SOLE X HAWAIIAN ELECTRIC IND.INC. COM 419870100 62.76 2153 SH SOLE X HEALTH CARE PROPERTY INV.INC. COM 421915109 1,014.51 36638 SH SOLE X HEALTH MANAGEMENT ASSOC.-A- CL A 421933102 4,404.57 193863 SH SOLE X HEADWATERS INC. COM 42210P102 46.88 1645 SH SOLE X HEALTH NET INC. COM 42222G108 85.63 2966 SH SOLE X HECLA MINING CO. COM 422704106 6.41 1100 SH SOLE X HEICO CORP. -A- CL A 422806208 44.95 2600 SH SOLE X HEIDRICK & STRUGGLES INTL IN COM 422819102 81.56 2380 SH SOLE X H-J.*HEINZ CO. COM 423074103 10,695.70 274319 SH SOLE X HELMERICH & PAYNE INC. COM 423452101 45.85 1347 SH SOLE X HENRY (JACK) & ASSOCIATES INC. COM 426281101 48.12 2417 SH SOLE X HERCULES INC. COM 427056106 1,280.83 86251 SH SOLE X HERSHEY FOODS CORP. COM 427866108 10,740.55 193384 SH SOLE X HEWLETT - PACKARD CO. COM 428236103 62,209.35 2966588 SH SOLE X HIBERNIA CORP. -A- CL A 428656102 122.23 4142 SH SOLE X HILLENBRAND INDUSTRIES INC. COM 431573104 91.81 1653 SH SOLE X HILTON HOTELS CORP. COM 432848109 6,904.32 303620 SH SOLE X HITACHI LIMITED ADR 10 COM 433578507 58.32 840 SH SOLE X HOLLINGER INTERNATIONAL INC. A CL A 435569108 5,065.42 323050 SH SOLE X THE*HOME DEPOT INC. COM 437076102 23,316.68 545547 SH SOLE X HONDA MOTOR SHS.2 (ADR'S) AMERN SHS 438128308 333.57 12800 SH SOLE X HONEYWELL INTERNATIONAL INC. COM 438516106 24,830.66 701233 SH SOLE X HORACE MANN EDUCATORS CORP. COM 440327104 21.83 1144 SH SOLE X HORMEL FOODS CORP. COM 440452100 116.21 3707 SH SOLE X HOSPIRA INC. COM 441060100 4,113.87 122802 SH SOLE X HOVNANIAN ENTERPRISES INC. CL A 442487203 83.29 1682 SH SOLE X HUANENG POW.INT.-N-SPON.ADRS40 SPON ADR N 443304100 75.05 2500 SH SOLE X HUBBELL INC. CLASS B CL B 443510201 85.09 1627 SH SOLE X HUMANA INC. COM 444859102 3,815.05 128496 SH SOLE X HUNT (J.B.) 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COM 454089103 1,608.32 54280 SH SOLE X INDUSTRIAS BACHOCO S A DE C SP ADR B&L SHS 456463108 851.40 60000 SH SOLE X INDYMAC BANCORP. COM 456607100 57.01 1655 SH SOLE X INFOSYS TECH.SP.ADR'S SPONSORED ADR 456788108 69.31 1000 SH SOLE X INFOSPACE INC. COM NEW 45678T201 19.02 400 SH SOLE X ING GROEP N.V. ADR'S SPONSORED ADR 456837103 149.83 4953 SH SOLE X INSTINET GROUP INC. COM 457750107 603.00 100000 SH SOLE X INTEGRATED SILICON SOLUTION COM 45812P107 12.30 1500 SH SOLE X INTEL CORP. COM 458140100 241,731.42 10334819 SH SOLE X INTERACTIVE DATA CORP COM 45840J107 7.17 330 SH SOLE X IBM CORP. COM 459200101 215,649.86 2187562 SH SOLE X INTERNAT.FLAVORS & FRAG. COM 459506101 3,097.12 72295 SH SOLE X INTERNATIONAL GAME TECHNOLOGY COM 459902102 8,722.82 253718 SH SOLE X INTERNATIONAL PAPER CO. COM 460146103 15,053.81 358424 SH SOLE X INTERNATIONAL SPEEDWAY CORP-A- CL A 460335201 75.13 1423 SH SOLE X INTERNET CAP GROUP INC COM NEW 46059C205 5.40 600 SH SOLE X INTERPUBLIC GR.OF COMP.INC. COM 460690100 4,454.28 332409 SH SOLE X INTERSTATE HOTELS & RESORTS COM 46088S106 425.87 79453 SH SOLE X INTUIT COM 461202103 8,140.09 184960 SH SOLE X INVITROGEN CORP. COM 46185R100 490.12 7301 SH SOLE X INVESTORS FINANCIAL SVCS CORP. COM 461915100 88.71 1775 SH SOLE X IONA TECHNOLOGIES -SPONS.ADRS- SPONSORED ADR 46206P109 313.61 62100 SH SOLE X IOWA TELECOMM SERVICES INC COM 462594201 345.98 16040 SH SOLE X IPASS INC. COM 46261V108 28.00 3784 SH SOLE X ISHS MSCI AUS INDX MSCI AUSTRALIA 464286103 25.05 1500 SH SOLE X ISHS MSCI BRA INDX MSCI BRAZIL 464286400 783.96 35250 SH SOLE X ISHS MSCI EMU INDX MSCI EMU INDEX 464286608 501.88 6913 SH SOLE X ISHARES INC.-MSCI PAC. -REG.- MSCI PAC J IDX 464286665 488.27 5415 SH SOLE X ISHARES INC.-UK INDEX SERIES MSCI UTD KINGD 464286699 897.50 49613 SH SOLE X ISHARES INC.-TAIWAN WEBS INDEX MSCI TAIWAN 464286731 2,181.34 180874 SH SOLE X ISHARES INC.-KOREA WEBS INDEX MSCI S KOREA 464286772 2,106.00 72000 SH SOLE X ISHARES INC.-GERMANY WEBS I.S. MSCI GERMAN 464286806 82.62 4435 SH SOLE X ISHS MSCI MEX INDX MSCI MEXICO 464286822 935.45 37180 SH SOLE X ISHARES INC.-MSCI MAL.FR. MSCI MALAYSIA 464286830 1,394.71 195065 SH SOLE X ISHARES INC.-JAPAN WEBS I.S. MSCI JAPAN 464286848 4,108.57 376243 SH SOLE X ISHARES INC.-HONGKONG WEBS I.S MSCI HONG KONG 464286871 713.49 59015 SH SOLE X ISHARES TR DJ SEL DIV INX 464287168 184.20 3000 SH SOLE X ISHARES TR US TIPS BD FD 464287176 775.59 7330 SH SOLE X ISHARES TR FTSE XNHUA IDX 464287184 201.08 3625 SH SOLE X ISHARES TRUST - SHS OF S&P500 S&P 500 INDEX 464287200 1,694.61 14005 SH SOLE X ISHS MSCI EMG INDX MSCI EMRG MKT 464287234 1,263.18 6258 SH SOLE X ISHS S&P GLBL TELE S&P GBL TELCM 464287275 48.14 900 SH SOLE X ISHARES TR S&P LTN AM 40 464287390 16.51 205 SH SOLE X ISHARE TR. S&P500/B. VAL.INDEX S&P500/BAR VAL 464287408 251.52 4000 SH SOLE X ISHARES TR MSCI EAFE IDX 464287465 259.61 1620 SH SOLE X ISHARES TR.-GLDM.S.SEMIC.I.FD GLDM SCHS SEMI 464287523 32.28 600 SH SOLE X ISHS GS NETWK FD GLDM SCHS NETW 464287531 24.23 800 SH SOLE X ISHARES TR RUSL 2000 VALU 464287630 682.50 3537 SH SOLE X ISHARES TR.-RUSSEL 2000 IND.- RUSSELL 2000 464287655 873.48 6745 SH SOLE X ISHARES TR DJ US TECH SEC 464287721 24.23 500 SH SOLE X ISHARES TR DJ US REAL EST 464287739 29.57 240 SH SOLE X ISHARES TR DJ US INDUSTRL 464287754 8.21 145 SH SOLE X ISHS DJ US FIN FD DJ US FINL SVC 464287770 48.09 425 SH SOLE X ISHARES TR DJ US ENERGY 464287796 202.22 3145 SH SOLE X ISHARES TR DJ US BAS MATL 464287838 5.04 100 SH SOLE X ISHARES TRUST, SHS.S&P EUR.350 S&P EURO PLUS 464287861 1,667.46 22159 SH SOLE X IVANHOE MINES LTD COM 46579N103 7.19 1000 SH SOLE X IVILLAGE INC. COM 46588H105 23.98 3881 SH SOLE X JDS UNIPHASE CORP. COM 46612J101 4,088.56 1289767 SH SOLE X JMAR TECHNOLOGIES INC. 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COM 486587108 26.42 800 SH SOLE X KEANE INC. COM 486665102 24.36 1657 SH SOLE X KELLOGG CO. COM 487836108 15,121.07 338582 SH SOLE X KELLWOOD CO COM 488044108 34.50 1000 SH SOLE X KELLY SERVICES -A- NON.VOT. CL A 488152208 28.40 941 SH SOLE X KEMET CORP. COM 488360108 20.68 2311 SH SOLE X KENNAMETAL INC. COM 489170100 50.57 1016 SH SOLE X KERR-MCGEE CORP. COM 492386107 1,346.97 23308 SH SOLE X KEYCORP.-NEW- COM 493267108 6,455.81 190437 SH SOLE X KEYSPAN CORP. COM 49337W100 4,285.14 108622 SH SOLE X KIMBERLY-CLARK CORP. COM 494368103 25,288.15 384260 SH SOLE X KINDER MORGAN INC. COM 49455P101 4,660.79 63733 SH SOLE X Kinetic Concepts COM NEW 49460W208 102.09 1338 SH SOLE X KING PHARMACEUTICALS COM 495582108 2,831.69 228362 SH SOLE X KINROSS GOLD CORP. COM NO PAR 496902404 132.12 18767 SH SOLE X Kmart Hldg-WI COM 498780105 466.65 4716 SH SOLE X KNIGHT-RIDDER INC. COM 499040103 6,911.22 103245 SH SOLE X KNIGHT TRADING GROUP INC. CL.A COM 499063105 27.38 2500 SH SOLE X KOHL'S CORP. COM 500255104 4,021.32 81784 SH SOLE X KON.AHOLD N.V.(SP.ADR'S) SPON ADR NEW 500467303 22.92 2950 SH SOLE X PHILIPS ELECTR.NV -SP.ADR'S- NY REG SH NEW 500472303 126.03 4756 SH SOLE X KOOKMIN BANK (NEW) (SP.ADRS) SPONSORED ADR 50049M109 4,654.51 119102 SH SOLE X KOOR INDS LTD SPONSORED ADR 500507108 6.55 620 SH SOLE X KOREA EL.POWER -ADR'S- SPONSORED ADR 500631106 133,995.42 10120500 SH SOLE X KORN FERRY INTERNATIONAL COM NEW 500643200 21.60 1041 SH SOLE X KRAFT FOODS INC. CL A 50075N104 188.73 5300 SH SOLE X KRISPY KREME DOUGHNUTS INC. COM 501014104 6.17 490 SH SOLE X THE*KROGER CO. COM 501044101 1,779.36 101446 SH SOLE X LSI LOGIC CORP. COM 502161102 1,604.94 292873 SH SOLE X LTX CORP COM 502392103 12.60 1638 SH SOLE X L-3 COMMUNICATIONS HLDGS INC. COM 502424104 6,845.45 93466 SH SOLE X LA JOLLA PHARMACEUTICAL CO COM 503459109 8.35 5000 SH SOLE X LABORATORY CORP.AMERICA COM NEW 50540R409 6,089.10 122222 SH SOLE X LABRANCHE & CO. INC. COM 505447102 45.73 5104 SH SOLE X LAMAR ADVERTISING CO. -A- CL A 512815101 47.70 1115 SH SOLE X LANCASTER COLONY CORP. COM 513847103 40.21 938 SH SOLE X LANDSTAR SYSTEMS INC. COM 515098101 49.85 1354 SH SOLE X THE*ESTEE LAUDER COMP.-A- CL A 518439104 32.04 700 SH SOLE X LAUREATE EDUCATION INC COM 518613104 110.23 2500 SH SOLE X LEAR CORP. COM 521865105 109.76 1799 SH SOLE X LEE ENTERPRISES INC. COM 523768109 55.62 1207 SH SOLE X LEGGETT & PLATT INC. COM 524660107 4,258.76 149798 SH SOLE X LEGG MASON INC. COM 524901105 609.01 8313 SH SOLE X LEHM.BROTHERS HOLD.INC. COM 524908100 14,374.45 164317 SH SOLE X LENNAR CORP. -CL.B- CL B 526057302 9,366.47 179400 SH SOLE X LEUCADIA NATIONAL CORP. COM 527288104 88.75 1916 SH SOLE X LEVEL 3 COMMUNICATIONS INC. COM 52729N100 187.72 55375 SH SOLE X LEXAR MEDIA INC. COM 52886P104 7.84 1000 SH SOLE X LEXMARK INTERNATIONAL INC. -A- CL A 529771107 8,685.05 102177 SH SOLE X LIBERTY MEDIA CORP. NEW -CL.A COM SER A 530718105 533.63 48600 SH SOLE X LIFECELL CORP. COM 531927101 20.44 2000 SH SOLE X LIGAND PHARMACEUTICALS INC.-B- CL B 53220K207 58.20 5000 SH SOLE X ELI*LILLY & CO. COM 532457108 50,244.24 885361 SH SOLE X LIMITED BRANDS INC. COM 532716107 1,448.63 62929 SH SOLE X LINCARE HOLDINGS INC. COM 532791100 168.42 3949 SH SOLE X LINCOLN NATIONAL CORP. COM 534187109 6,287.33 134690 SH SOLE X LINEAR TECHNOLOGY CORP. COM 535678106 8,707.86 224661 SH SOLE X LIZ CLAIBORNE INC. COM 539320101 3,595.24 85175 SH SOLE X LOCKHEED MARTIN CORP. COM 539830109 26,291.54 473295 SH SOLE X LOEW'S CORP. COM 540424108 9,265.26 131796 SH SOLE X LONE STAR TECHNOLOGIES INC COM 542312103 23.42 700 SH SOLE X LONGVIEW FIBRE CO. COM 543213102 24.74 1364 SH SOLE X LOUISIANA PACIFIC CORP. COM 546347105 2,527.87 94535 SH SOLE X LOWE'S COMPANIES INC. COM 548661107 9,637.46 167346 SH SOLE X LUBRIZOL CORP. COM 549271104 65.68 1782 SH SOLE X LUCENT TECHNOLOGIES INC. COM 549463107 16,300.18 4335153 SH SOLE X M AND T BANK CORP. COM 55261F104 8,869.84 82250 SH SOLE X MBIA INC. COM 55262C100 6,270.23 99087 SH SOLE X MBNA CORP. COM 55262L100 25,473.56 903638 SH SOLE X M D C HLDGS INC COM 552676108 66.49 1000 SH SOLE X MDU RESOURCES GROUP INC. COM 552690109 84.18 3155 SH SOLE X MCI COM 552691107 225.21 11171 SH SOLE X MGIC INVESTMENT CORP. COM 552848103 4,726.33 68587 SH SOLE X MGM MIRAGE COM 552953101 104.89 1442 SH SOLE X M/I SCHOTTENSTEIN HOMES INC. COM 55305B101 51.91 942 SH SOLE X MPS GROUP INC. COM 553409103 33.58 2739 SH SOLE X MRV COMMUNICATIONS INC COM 553477100 11.01 3000 SH SOLE X MTS SYSTEMS CORP. COM 553777103 100.35 2968 SH SOLE X MACE SEC INTL INC COM NEW 554335208 9.60 2000 SH SOLE X MACROVISION CORP. COM 555904101 34.16 1328 SH SOLE X MACROMEDIA INC. COM 556100105 59.03 1897 SH SOLE X MAGYAR TAVKOE.SPON.ADR'S -A- SPONSORED ADR 559776109 1,220.50 50000 SH SOLE X MANDALAY RESORT GROUP COM 562567107 126.99 1803 SH SOLE X MANOR CARE INC. COM 564055101 2,406.62 67926 SH SOLE X MANPOWER INC. COM 56418H100 3,381.48 70010 SH SOLE X MANULIFE FINL CORP COM 56501R106 159.62 3455 SH SOLE X MARATHON OIL CORP. COM 565849106 3,851.83 102415 SH SOLE X MARINE PRODUCTS CORP. COM 568427108 104.94 4019 SH SOLE X MARLTON TECHNOLOGIES INC COM 571263102 5.95 7000 SH SOLE X MARSH & MCLENNAN COS.INC. COM 571748102 14,046.42 426943 SH SOLE X MARSHALL & ILSLEY CORP. COM 571834100 5,007.64 113295 SH SOLE X MARRIOTT INTERNATIONAL INC.-A- CL A 571903202 10,926.27 173488 SH SOLE X MARTIN MARIETTA MATERIALS INC. COM 573284106 68.85 1283 SH SOLE X MATSUSHITA ELEC INDL ADR 576879209 31.30 1950 SH SOLE X MATTEL INC. COM 577081102 6,473.27 332133 SH SOLE X MATTHEWS INC.CORP.-A- CL A 577128101 92.74 2520 SH SOLE X MATTSON TECHNOLOGY INC. COM 577223100 280.25 25000 SH SOLE X MAXTOR CORP. COM NEW 577729205 31.80 6000 SH SOLE X MAXIM INTERGR.PROD.INC. COM 57772K101 10,240.75 241584 SH SOLE X MAY DEPARTMENT STORES COM 577778103 1,106.35 37631 SH SOLE X MAYTAG CORP. COM 578592107 1,522.70 72166 SH SOLE X MCAFEE INC. COM 579064106 26.04 900 SH SOLE X MCCORMICK & CO.INC. COM 579780206 4,140.85 107276 SH SOLE X MCDATA CORP.-B- CL B 580031102 4,000.71 710606 SH SOLE X MCDONALD'S CORP. COM 580135101 37,977.22 1184567 SH SOLE X MC GRAW HILL COMP.INC. COM 580645109 14,239.50 155555 SH SOLE X MCKESSON CORP. COM 58155Q103 7,224.25 229633 SH SOLE X MCLEODUSA INC. SHARES CL.A CL A 582266706 1.44 2000 SH SOLE X MEADVESTVACO CORP. COM 583334107 5,293.79 156205 SH SOLE X MECHANICAL TECHN.INC. COM 583538103 3.69 600 SH SOLE X MEDAREX INC. COM 583916101 0.22 20 SH SOLE X MEDCOHEALTH SOLUTIONS INC. COM 58405U102 5,790.01 139183 SH SOLE X MEDIA GENERAL INC. -A- CL A 584404107 41.09 634 SH SOLE X MEDIMMUNE INC. COM 584699102 5,669.30 209122 SH SOLE X MEDTRONIC INC. COM 585055106 48,280.03 972016 SH SOLE X MELLON FINANCIAL CORP. COM 58551A108 6,361.78 204493 SH SOLE X MENTOR GRAPHICS COM 587200106 31.18 2039 SH SOLE X MERCANTILE BANKSHARES CORP. COM 587405101 110.40 2115 SH SOLE X MERCK & CO.INC. COM 589331107 53,821.26 1674588 SH SOLE X MERCURY INTERACTIVE CORP. COM 589405109 3,052.76 67020 SH SOLE X MEREDITH CORP. COM 589433101 2,126.32 39231 SH SOLE X MERIDIAN GOLD INC. COM 589975101 313.95 16550 SH SOLE X MERITAGE CORP. COM 59001A102 51.45 913 SH SOLE X MERRILL LYNCH & CO. COM 590188108 31,424.79 525762 SH SOLE X METLIFE INC. COM 59156R108 21,695.45 535558 SH SOLE X METROGAS SA -B- ADR'S SPON ADR B 591673207 4.26 1000 SH SOLE X THE*MEXICO EQUITY INCOME FUND COM 592834105 34.48 2000 SH SOLE X THE MEXICO FUND INC. COM 592835102 43.28 2000 SH SOLE X MICHAELS STORES INC. COM 594087108 108.58 3623 SH SOLE X MICROS SYSTEMS INC. COM 594901100 52.11 1335 SH SOLE X MICROSTRATEGY INC. -CL.A- NEW CL A NEW 594972408 3.01 50 SH SOLE X MICROCHIP TECHNOLOGY COM 595017104 197.24 7418 SH SOLE X MICRON TECHNOLOGY INC. COM 595112103 6,918.41 560195 SH SOLE X MILLENIUM PHARMACEUTIC.INC. COM 599902103 225.69 18591 SH SOLE X MILLEA HOLDINGS INC ADR 60032R106 36.19 485 SH SOLE X MILLER (HERMANN) COM 600544100 52.17 1888 SH SOLE X MILLIPORE CORP. COM 601073109 1,943.64 39021 SH SOLE X MINDSPEED TECHNOLOGIES INC. COM 602682106 0.46 166 SH SOLE X MINE SAFETY APPLIANCES CO. COM 602720104 100.49 1982 SH SOLE X MINERALS TECHNOLOGIES INC. COM 603158106 36.55 548 SH SOLE X MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 62.24 6090 SH SOLE X MODINE MANUFACTURING CO. COM 607828100 31.20 924 SH SOLE X MOHAWK INDUSTRIES INC. COM 608190104 162.52 1781 SH SOLE X MOLEX INC. COM 608554101 30.00 1000 SH SOLE X MONARCH CASINO & RESORT INC. COM 609027107 97.00 2392 SH SOLE X MONEYGRAM INTERNATIONAL INC. COM 60935Y109 50.02 2366 SH SOLE X MONSANTO CO. COM 61166W101 11,377.36 204813 SH SOLE X MONSTER WORLDWIDE INC. COM 611742107 2,964.12 88113 SH SOLE X MOODY'S CORP. COM 615369105 9,199.59 105925 SH SOLE X MORGAN STANLEY COM NEW 617446448 34,843.85 627591 SH SOLE X MORGAN STANLEY ASIA PAC FD I COM 61744U106 49.96 3900 SH SOLE X MORGAN STANLEY INDIA INVS FD COM 61745C105 67.80 2190 SH SOLE X MOTOROLA INC. COM 620076109 16,832.52 978635 SH SOLE X MURPHY OIL CORP. COM 626717102 197.75 2458 SH SOLE X MYLAN LABORAT.INC. COM 628530107 3,778.57 213720 SH SOLE X NCR CORP. COM 62886E108 4,072.66 117656 SH SOLE X NTT DOCOMO INC. (SP.ADR'S) SPONS ADR 62942M201 18.62 1000 SH SOLE X NVR INC. COM 62944T105 103.87 135 SH SOLE X NAM TAI ELECTRONICS INC. COM PAR $0.02 629865205 28.11 1460 SH SOLE X NANOPHASE TCHNOLOGIES CORP COM 630079101 8.87 1000 SH SOLE X NASDAQ-100 TRUST-S.1 UNITS UNIT SER 1 631100104 2,583.46 64724 SH SOLE X NATIONAL CITY CORP. COM 635405103 13,839.32 368557 SH SOLE X NATIONAL FINL PRTNS COM 63607P208 3,604.52 92900 SH SOLE X NATIONAL FUEL GAS CO. COM 636180101 62.52 2206 SH SOLE X NATIONAL INSTRUMENTS COM 636518102 57.61 2114 SH SOLE X NATIONAL-OILWELL INC. COM 637071101 81.03 2296 SH SOLE X NATIONAL SEMICONDUCTOR CORP. COM 637640103 4,579.98 255152 SH SOLE X NAVISTAR INTERNAT.CORP. COM 63934E108 2,273.77 51700 SH SOLE X NEENAH PAPER INC. COM 640079109 0.26 8 SH SOLE X NEIMAN-MARCUS GROUP INC.-SPLIT CL A 640204202 93.22 1303 SH SOLE X NETFLIX INC. COM 64110L106 16.65 1350 SH SOLE X NETEASE.COM INC.(SP.ADR'S) SPONSORED ADR 64110W102 74.09 1400 SH SOLE X NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 98.20 10000 SH SOLE X NETWORK APPLIANCE INC. COM 64120L104 9,743.39 293299 SH SOLE X NETWORK ENGINES INC COM 64121A107 6.42 2300 SH SOLE X NEW FRONTIER MEDIA INC COM 644398109 39.60 5000 SH SOLE X NEW YORK COMMUN.BANCORP COM 649445103 759.81 36938 SH SOLE X NEW YORK TIM.CL.A NON-VOT. CL A 650111107 4,644.43 113834 SH SOLE X NEWELL RUBBERMAID INC. COM 651229106 5,288.85 218638 SH SOLE X NEWFIELD EXPLORATION CO. COM 651290108 98.20 1663 SH SOLE X NEWMONT MINING CORP. COM 651639106 17,959.49 404402 SH SOLE X NEWPARK RESOURCES INC. COM PAR $.01NEW 651718504 5.15 1000 SH SOLE X NEWPORT CORP. COM 651824104 58.46 4146 SH SOLE X NEWS CORP.-B- CL B 65248E203 16,931.54 881851 SH SOLE X NEXTEL COMM. -A- CL A 65332V103 44,338.75 1477466 SH SOLE X NEXTEL PARTNERS INC. CL A 65333F107 32.44 1660 SH SOLE X NICOR INC. COM 654086107 1,101.48 29818 SH SOLE X NIKE INC.-CLASS B- CL B NEW 654106103 18,665.18 205813 SH SOLE X 99*CENTS ONLY STORES COM 65440K106 30.01 1857 SH SOLE X NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 31.34 1390 SH SOLE X NISOURCE INC. COM 65473P105 4,166.17 182887 SH SOLE X NOKIA CORP.-A- SP.ADR'S SPONSORED ADR 654902204 1,492.29 95232 SH SOLE X NOBLE ENERGY INC. COM 655044105 96.87 1571 SH SOLE X NOMURA HOLDINGS ADR SPONSORED ADR 65535H208 59.70 4100 SH SOLE X NORANDA INC. COM 655422103 2,640.00 150000 SH SOLE X NORDSON CORP. COM 655663102 38.83 969 SH SOLE X NORDSTROM INC. COM 655664100 5,136.19 109912 SH SOLE X NORFOLK & SOUTHERN CORP. COM 655844108 10,862.32 300147 SH SOLE X NORTEL NETWORKS CORP. COM 656568102 1,944.12 560266 SH SOLE X NORTH FORK BANCORPORATION INC. COM 659424105 7,451.58 258287 SH SOLE X NORTHEAST UTILITIES INC. COM 664397106 64.66 3430 SH SOLE X NOTHERN TRUST CORP. COM 665859104 5,159.83 106213 SH SOLE X NORTHFIELD LABORATORIES INC. COM 666135108 1,127.50 50000 SH SOLE X NORTHROP GRUMMAN CORP. COM 666807102 43,576.93 801636 SH SOLE X NOVARTIS AG -ADR'S- SPONSORED ADR 66987V109 125.59 2485 SH SOLE X NOVATEL INC COM 669954109 106.80 2406 SH SOLE X NOVELL INC. COM 670006105 2,029.54 300673 SH SOLE X NOVELLUS SYSTEMS INC. COM 670008101 2,793.85 100174 SH SOLE X NOVOGEN LTD. SHS(SPONS.ADRS) SPONSORED ADR 67010F103 33.12 1500 SH SOLE X NSTAR COM 67019E107 77.13 1421 SH SOLE X NUCOR CORP. COM 670346105 6,398.98 122258 SH SOLE X NVIDIA CORP. COM 67066G104 26,894.49 1141532 SH SOLE X NUVEEN DIVIDEND-SBI COM SH BEN INT 67070X101 56.72 4000 SH SOLE X OGE ENERGY CORP. COM 670837103 63.01 2377 SH SOLE X OSI PHARMACEUTICALS INC. COM 671040103 276.95 3700 SH SOLE X OSI SYSTEMS INC COM 671044105 9.54 420 SH SOLE X OAKLEY INC. COM 673662102 47.18 3700 SH SOLE X OCCIDENTAL PETROL.CORP. COM 674599105 9,370.05 160556 SH SOLE X OFFICE DEPOT INC. COM 676220106 4,274.26 246213 SH SOLE X OHIO CASUALTY CORP. COM 677240103 38.37 1653 SH SOLE X OIL SERV.HLD.TR.DEP.REC. DEPOSTRY RCPT 678002106 8.51 100 SH SOLE X OLD REPUBLIC INTERNAT.CORP. COM 680223104 123.24 4871 SH SOLE X OLIN CORP. COM PAR $1 680665205 41.29 1875 SH SOLE X OMNICARE INC. COM 681904108 220.11 6358 SH SOLE X OMNICOM GROUP INC. COM 681919106 18,920.23 224386 SH SOLE X OMNIVISION TECHNOLOGIES INC. COM 682128103 201.26 10968 SH SOLE X ONEOK INC. (NEW) COM 682680103 78.50 2762 SH SOLE X ON2 TECHNOLOGIES INC. 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COM 740189105 115.33 1756 SH SOLE X T.ROWE PRICE GROUP INC. COM 74144T108 5,644.77 90752 SH SOLE X PRICELINE.COM INC. COM NEW 741503403 2.22 94 SH SOLE X Pricesmart COM 741511109 28.35 3750 SH SOLE X PRIDE INTERNATIONAL INC.(DEL) COM 74153Q102 74.77 3640 SH SOLE X PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 8,901.46 217427 SH SOLE X PRIVATE MEDIA GROUP INC. COM 74266R104 3.40 800 SH SOLE X PROCTER & GAMBLE CO. COM 742718109 151,510.10 2750728 SH SOLE X PROGRESS ENERGY INC. COM 743263105 7,558.97 167086 SH SOLE X PROGRESSIVE CORP. COM 743315103 12,337.18 145417 SH SOLE X PROTECTIVE LIFE CORP. COM 743674103 79.19 1855 SH SOLE X PROTEIN DESIGN LABS INC. COM 74369L103 57.35 2776 SH SOLE X PROVINCE HEALTHCARE CO. COM 743977100 2,470.14 110521 SH SOLE X PROVIDIAN FINANCIAL CORP. COM 74406A102 3,511.88 213229 SH SOLE X PROXIM CORP CL A NEW 744283201 12.27 3000 SH SOLE X PRUDENTIAL FINANCIAL INC. COM 744320102 21,642.48 393786 SH SOLE X PSYCHIATRIC SOLUTIONS INC. 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COM 783549108 2,253.07 47165 SH SOLE X RYLAND GROUP INC. COM 783764103 38.61 671 SH SOLE X SBC COMMUNICATIONS COM 78387G103 67,773.53 2629939 SH SOLE X SCP POOL CORP COM 784028102 31.90 1000 SH SOLE X SEI INVESTMENT CO. COM 784117103 253.17 6038 SH SOLE X SFBC INTERNATIONAL INC. COM 784121105 100.88 2554 SH SOLE X SK TELECOM -SP.ADR'S 1/9- SPONSORED ADR 78440P108 2,356.28 105900 SH SOLE X SLM CORP. COM 78442P106 5,572.85 104380 SH SOLE X SPX CORP. COM 784635104 111.25 2777 SH SOLE X S R TELECOM INC COM NEW 78464P208 0.23 73 SH SOLE X SRA INTERNATIONAL - CL.A CLA 78464R105 102.33 1594 SH SOLE X SABRE HOLDINGS CORP.CL.A CL A 785905100 2,355.90 106313 SH SOLE X SAFECO CORP. COM 786429100 5,298.29 101422 SH SOLE X SAFEWAY INC. COM NEW 786514208 161.14 8163 SH SOLE X ST.JUDE MEDICAL INC. COM 790849103 11,803.21 281498 SH SOLE X ST.PAUL COMPANIES INC. COM 792860108 17,867.11 481983 SH SOLE X SAKS INC. COM 79377W108 54.05 3725 SH SOLE X SANDISK CORP. COM 80004C101 1,397.12 55952 SH SOLE X SANMINA-SCI CORP. COM 800907107 3,624.42 427913 SH SOLE X SAP VORZ.SPONS.ADR'S SPONSORED ADR 803054204 35.37 800 SH SOLE X SARA LEE CORP. COM 803111103 15,842.84 656290 SH SOLE X SCANA CORP. COM 80589M102 118.24 3001 SH SOLE X HENRY SCHEIN INC. COM 806407102 153.56 2205 SH SOLE X SCHERING-PLOUGH CORP. COM 806605101 24,261.95 1161971 SH SOLE X SCHLUMBERGER N.V. COM 806857108 20,997.86 313635 SH SOLE X SCHOLASTIC CORP. COM 807066105 39.18 1060 SH SOLE X CHARLES SCHWAB COM 808513105 9,163.05 766141 SH SOLE X SCOTTISH PWR PLC SPON ADR FINAL 81013T705 6.23 200 SH SOLE X THE*SCOTTS CO., CLASS A CL A 810186106 64.55 878 SH SOLE X SEALED AIR CORP. COM 81211K100 1,923.74 36113 SH SOLE X SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 340.20 9640 SH SOLE X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 270.58 7450 SH SOLE X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 15.27 500 SH SOLE X SECTOR SPDR TRUST-BENEF.INT.- SBI INT-TECH 81369Y803 38.00 1800 SH SOLE X SEMPRA ENERGY COM 816851109 5,790.71 157871 SH SOLE X SENSIENT TECHNOLOGIES CORP. COM 81725T100 30.06 1253 SH SOLE X SEPRACOR INC. COM 817315104 35,735.22 601907 SH SOLE X SEQUA CORP. -A- CL A 817320104 17.12 280 SH SOLE X SERENA SOFTWARE INC COM 817492101 17.16 794 SH SOLE X SERONO S.A. SPONSORED ADR 81752M101 64.22 3935 SH SOLE X SERVICE CORP. INT. COM 817565104 10.68 1434 SH SOLE X 724 SOLUTIONS INC COM NEW 81788Q209 0.16 20 SH SOLE X THE*SHAW GROUP INC. COM 820280105 139.23 7800 SH SOLE X THE*SHELL TRANSP.TR.-ADR/6- ADR NY SHS NEW 822703609 154.20 3000 SH SOLE X SHERWIN-WILLIAMS CO. COM 824348106 4,949.87 110909 SH SOLE X SHUFFLE MASTER INC. COM 825549108 69.08 2200 SH SOLE X SIEBEL SYSTEMS INC. COM 826170102 4,526.15 431473 SH SOLE X SIERRA HEALTH SERVICES COM 826322109 100.47 1823 SH SOLE X SIERRA PACIFIC RESOURCES (NEW) COM 826428104 32.94 3137 SH SOLE X SIERRA WIRELESS INC COM 826516106 7.07 400 SH SOLE X SIGMA-ALDRICH CORP. COM 826552101 3,254.80 53834 SH SOLE X SILICON LABORATORIES INC. COM 826919102 104.16 2950 SH SOLE X SILICON VALLEY BANCSHARES COM 827064106 43.07 961 SH SOLE X SILICONWARE PREC.INDS (ADR'S) SPONSD ADR SPL 827084864 12.30 3000 SH SOLE X SILVER STANDARD RESOURCES INC. COM 82823L106 101.76 8418 SH SOLE X SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 37.30 1000 SH SOLE X SIRIUS SATELLITE RADIO INC. COM 82966U103 39.33 5162 SH SOLE X SKYWEST INC. COM 830879102 98.09 4890 SH SOLE X SMITH INTERNATIONAL INC-SPLIT- COM 832110100 152.46 2802 SH SOLE X J.M.SMUCKER CO. COM NEW 832696405 78.23 1662 SH SOLE X SMURFIT-STONE CONTAINER CORP. COM 832727101 183.76 9837 SH SOLE X SNAP-ON INC. 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COM 855030102 13,396.66 397409 SH SOLE X STARBUCKS CORP. COM 855244109 21,445.60 343900 SH SOLE X STARWOOD HOTELS&RES.WORLDW.INC PAIRED CTF 85590A203 1,911.72 32735 SH SOLE X STATE STREET CORP. COM 857477103 9,360.85 190571 SH SOLE X STATOIL ASA ADR 85771P102 15.88 1000 SH SOLE X STEEL DYNAMICS INC. COM 858119100 45.68 1206 SH SOLE X STERICYCLE INC. COM 858912108 55.28 1203 SH SOLE X STERIS CORP. COM 859152100 126.93 5351 SH SOLE X STORAGE TECHN.CORP. COM PAR $0.10 862111200 89.99 2847 SH SOLE X STREETTRACKS GOLD TR GOLD SHS 863307104 311.64 7115 SH SOLE X STRYKER CORP. COM 863667101 15,302.34 317147 SH SOLE X SUN LIFE FINL INC COM 866796105 234.78 7000 SH SOLE X SUN MICROSYSTEMS COM 866810104 18,369.52 3408074 SH SOLE X SUNGARD DATA SYST.INC. COM 867363103 7,819.16 276003 SH SOLE X SUN CO. COM 86764P109 755.57 9247 SH SOLE X SUNTRUST BANKS INC. COM 867914103 14,411.77 195070 SH SOLE X SUPERVALU INC. COM 868536103 3,636.51 105345 SH SOLE X SYBASE INC. COM 871130100 50.69 2541 SH SOLE X SYCAMORE NETWORKS INC. COM 871206108 11.57 2850 SH SOLE X SYMANTEC CORP. COM 871503108 16,968.37 658710 SH SOLE X SYMBOL TECHNOL.INC. COM 871508107 3,279.87 189588 SH SOLE X SYMYX TECHNOLOGIES INC. COM 87155S108 98.35 3273 SH SOLE X SYNAPTICS INC COM 87157D109 0.92 30 SH SOLE X SYNOPSYS INC. COM 871607107 122.07 6244 SH SOLE X SYNGENTA NAM.SPONS.ADR'S SPONSORED ADR 87160A100 2.31 108 SH SOLE X SYNOVUS FINANCIAL CORP. COM 87161C105 4,558.97 159516 SH SOLE X SYSCO CORP. COM 871829107 20,471.22 536317 SH SOLE X TCF FINANCIAL CORP. COM 872275102 119.14 3707 SH SOLE X TECO ENERGY INC. COM 872375100 2,073.23 135064 SH SOLE X TUX COMPANIES INC COM 872540109 1,460.78 58129 SH SOLE X TXU CORP. COM 873168108 10,430.77 161567 SH SOLE X TAIWAN SEMCOND.MANUF.ADR'S SPONSORED ADR 874039100 1,660.39 195570 SH SOLE X TAKE-TWO INTERACTIVE SOFTW.INC COM 874054109 1,304.63 37500 SH SOLE X TARGET CORP. COM 87612E106 9,839.96 189485 SH SOLE X TASER INTERNATIONAL INC. 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