-----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, Gic8Lnto7aEnjeInnxqWoAEzziIQMwZdYTpvpCHjyLCOCf3MwbpnZvViTUbrtN1d xKQth88KOK/ZOUQd7CJGKg== 0000820027-03-000579.txt : 20030811 0000820027-03-000579.hdr.sgml : 20030811 20030811092010 ACCESSION NUMBER: 0000820027-03-000579 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030811 EFFECTIVENESS DATE: 20030811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMERICAN EXPRESS FINANCIAL CORP CENTRAL INDEX KEY: 0000820027 IRS NUMBER: 133180631 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00139 FILM NUMBER: 03833271 BUSINESS ADDRESS: STREET 1: 200 AXP FINANCIAL CENTER STREET 2: H27/52 CITY: MINNEAPOLIS STATE: MN ZIP: 55474 BUSINESS PHONE: 612-671-2711 MAIL ADDRESS: STREET 1: 200 AXP FINANCIAL CENTER STREET 2: H27/52 CITY: MINNEAPOLIS STATE: MN ZIP: 55474 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN EXPRESS FINANCIAL ADVISORS DATE OF NAME CHANGE: 19950711 FORMER COMPANY: FORMER CONFORMED NAME: IDS FINANCIAL CORP/MN/ DATE OF NAME CHANGE: 19920703 13F-HR 1 second-quarter2003.txt AEFA 6/30/2003 FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13 (F) COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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: American Express Financial Corporation Address: 430 AXP Financial Center Minneapolis, MN 55474-0000 Form 13F File Number: 28-139 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: Jeffrey Fox Title: V.P. Investment Accounting Phone: 612-671-6741 Signature, Place, and Date of Signing: /s/ Jeffrey Fox Minneapolis, MN July 30, 2003 - ------------------- ------------------ -------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 12 Form 13F Information Table Entry Total: 4538 Form 13F Information Table Value Total: $53422395 (thousands) List of Other Included Managers: No. 13F File Number Name - -------------------- ----------------------------------------- 01 28-698 American Express Company 02 28-10477 American Express Asset Management Group Inc. 03 28-1045 American Express Trust Company 04 28-140 American Express Certificate Company 05 28-143 IDS Life Insurance Company 06 28-1046 IDS Life Insurance Company of New York 07 28-10459 American Partners Life 08 28-10456 American Centurion Life of New York 09 28-10457 American Enterprise Life 11 28-06558 American Express Asset Management International 12 28-05679 American Express Asset Management International-Japan 13 28-06560 American Express Asset Management International Limited 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AAR CORP COM 000361105 654 92565 SH DEFINED 01 92565 0 0 ADC TELECOM COM 000886101 110 47219 SH DEFINED 01 47219 0 0 ADC TELECOM COM 000886101 450 193131 SH DEFINED 01 03 0 193131 0 ABM INDUSTRIES INC COM 000957100 2203 143024 SH DEFINED 01 143024 0 0 AFC ENTERPRISES COM 00104Q107 1340 82540 SH DEFINED 01 82540 0 0 AFLAC INC COM 001055102 30183 981547 SH DEFINED 01 981547 0 0 AFLAC INC COM 001055102 9041 294020 SH DEFINED 01 02 0 294020 0 AFLAC INC COM 001055102 3643 118485 SH DEFINED 01 03 0 118485 0 AFLAC INC COM 001055102 583 18976 SH DEFINED 01 13 0 18976 0 AGCO CORP COM 001084102 1087 63665 SH DEFINED 01 63665 0 0 AGL RESOURCES INC COM 001204106 24625 967967 SH DEFINED 01 967967 0 0 AGL RESOURCES INC COM 001204106 130 5075 SH DEFINED 01 02 0 5075 0 AGL RESOURCES INC COM 001204106 92 3614 SH DEFINED 01 03 0 3614 0 AES CORP COM 00130H105 1806 284476 SH DEFINED 01 284476 0 0 AES CORP COM 00130H105 901 141928 SH DEFINED 01 03 0 141928 0 AK STEEL COM 001547108 17 4637 SH DEFINED 01 4637 0 0 AMB PROPERTY CORP. 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COM 29412E100 218 6200 SH DEFINED 01 02 0 6200 0 Epimmune Inc COM 29425y101 29 20310 SH DEFINED 01 20310 0 0 EQUIFAX INC COM 294429105 216 8297 SH DEFINED 01 8297 0 0 EQUIFAX INC COM 294429105 846 32541 SH DEFINED 01 03 0 32541 0 EQUITABLE RESOURCES COM 294549100 46154 1132885 SH DEFINED 01 1132885 0 0 EQUITABLE RESOURCES COM 294549100 730 17930 SH DEFINED 01 02 0 17930 0 EQUITY OFFICE COM 294741103 30973 1146705 SH DEFINED 01 1146705 0 0 EQUITY OFFICE COM 294741103 2521 93338 SH DEFINED 01 03 0 93338 0 EQUITY RESIDENTIAL COM 29476L107 1669 64309 SH DEFINED 01 0 0 64309 EQUITY RESIDENTIAL COM 29476L107 1638 63158 SH DEFINED 01 03 0 0 63158 ERICSSON LM B ADR COM 294821608 10 950 SH DEFINED 01 03 0 0 950 ERIE INDTY CO. COM 29530P102 2962 71800 SH DEFINED 01 0 0 71800 ESPEED INC. COM 296643109 2080 105300 SH DEFINED 01 105300 0 0 ESPEED INC. COM 296643109 4 180 SH DEFINED 01 02 0 180 0 ESPERION THERAPEUTIC COM 29664R106 3325 169700 SH DEFINED 01 169700 0 0 ESPERION THERAPEUTIC COM 29664R106 927 47277 SH DEFINED 01 02 0 47277 0 ESPERION THERAPEUTIC COM 29664R106 37 1891 SH DEFINED 01 03 0 1891 0 ESSEX PROP TRUST COM 297178105 5889 102870 SH DEFINED 01 0 0 102870 ESTERLINE TECHNOLOGIES CORP COM 297425100 1054 60535 SH DEFINED 01 60535 0 0 ETHAN ALLEN COM 297602104 3792 107847 SH DEFINED 01 107847 0 0 EURONET WORLDWIDE COM 298736109 700 64800 SH DEFINED 01 64800 0 0 EVERGREEN RESOURCE COM 299900308 6907 127183 SH DEFINED 01 127183 0 0 EVERGREEN RESOURCE COM 299900308 134 2480 SH DEFINED 01 02 0 2480 0 EXACT SCIENCES CORP.. COM 30063P105 1045 95400 SH DEFINED 01 95400 0 0 EXACT SCIENCES CORP.. COM 30063P105 2 220 SH DEFINED 01 02 0 220 0 EXAR CORP COM 300645108 3508 221597 SH DEFINED 01 221597 0 0 EXAR CORP COM 300645108 2 120 SH DEFINED 01 02 0 120 0 EXELON CORP COM 30161N101 82917 1386345 SH DEFINED 01 1386345 0 0 EXELON CORP COM 30161N101 1212 20250 SH DEFINED 01 02 0 20250 0 EXELON CORP COM 30161N101 5267 88060 SH DEFINED 01 03 0 88060 0 EXELON CORP COM 30161N101 603 10073 SH DEFINED 01 13 0 10073 0 EXELIXIS INC COM 30161Q104 1067 153738 SH DEFINED 01 153738 0 0 EXIDE CORP 144A CONV BND 302051AF4 22 16500000 PRN DEFINED 01 02 0 0 16500000 EXPEDIA INC CL A COM 302125109 27176 354400 SH DEFINED 01 354400 0 0 EXPEDIA INC WTS WT 302125125 3 50 SH DEFINED 01 0 0 50 EXPEDITORS INTL WASH COM 302130109 11893 343366 SH DEFINED 01 343366 0 0 EXPEDITORS INTL WASH COM 302130109 2449 70700 SH DEFINED 01 02 0 70700 0 EXPEDITORS INTL WASH COM 302130109 29 823 SH DEFINED 01 03 0 823 0 EXPRESS SCRIPTS INC COM 302182100 62504 916347 SH DEFINED 01 916347 0 0 EXPRESS SCRIPTS INC COM 302182100 2920 42834 SH DEFINED 01 02 0 42834 0 EXPRESS SCRIPTS INC COM 302182100 3203 46959 SH DEFINED 01 03 0 46959 0 EXTENDED STAY AMERIC COM 30224P101 54 4019 SH DEFINED 01 4019 0 0 EXTREME NETWORKS INC COM 30226D106 1523 287400 SH DEFINED 01 287400 0 0 EXTREME NETWORKS INC COM 30226D106 1 160 SH DEFINED 01 02 0 160 0 EXULT INC DEL. COM 302284104 343 40000 SH DEFINED 01 40000 0 0 EXXON MOBIL CORP COM 30231G102 585473 16303860 SH DEFINED 01 16303860 0 0 EXXON MOBIL CORP COM 30231G102 24529 682940 SH DEFINED 01 02 0 682940 0 EXXON MOBIL CORP COM 30231G102 56457 1572186 SH DEFINED 01 03 0 1572186 0 EXXON MOBIL CORP COM 30231G102 945 26300 SH DEFINED 01 13 0 26300 0 FBL FINL GROUP INC COM 30239F106 2773 137600 SH DEFINED 01 137600 0 0 FEI COMPANY COM 30241L109 2355 125500 SH DEFINED 01 125500 0 0 FLIR SYSTEMS INC COM 302445101 5599 185733 SH DEFINED 01 185733 0 0 FLIR SYSTEMS INC COM 302445101 4 120 SH DEFINED 01 02 0 120 0 FMC CORP COM 302491303 34 1504 SH DEFINED 01 1504 0 0 FMC TECHNOLOGIES INC COM 30249U101 59 2818 SH DEFINED 01 2818 0 0 FPL GROUP INC. COM 302571104 92144 1378344 SH DEFINED 01 1378344 0 0 FPL GROUP INC. COM 302571104 6643 99370 SH DEFINED 01 02 0 99370 0 FPL GROUP INC. COM 302571104 3229 48310 SH DEFINED 01 03 0 48310 0 FPL GROUP PFD CVT CONV PRF 302571203 29815 500000 SH DEFINED 01 0 0 500000 FTI CONSULTING INC COM 302941109 355 14235 SH DEFINED 01 14235 0 0 FACTSET RESEARCH COM 303075105 5278 119812 SH DEFINED 01 119812 0 0 FACTSET RESEARCH COM 303075105 4 95 SH DEFINED 01 02 0 95 0 FAIR ISAAC INC COM 303250104 50860 988521 SH DEFINED 01 988521 0 0 FAIR ISAAC INC COM 303250104 15363 298586 SH DEFINED 01 02 0 298586 0 FAIR ISAAC INC COM 303250104 4512 87700 SH DEFINED 01 03 0 87700 0 FAIRCHILD CO. COM 303698104 101 25000 SH DEFINED 01 25000 0 0 FAIRCHILD SEMICONDUC COM 303726103 11415 892469 SH DEFINED 01 892469 0 0 FAMILY DLR STORES COM 307000109 42388 1111098 SH DEFINED 01 1111098 0 0 FAMILY DLR STORES COM 307000109 1514 39696 SH DEFINED 01 03 0 39696 0 FARGO ELECTRONICS COM 30744P102 862 88600 SH DEFINED 01 88600 0 0 FARGO ELECTRONICS COM 30744P102 1 120 SH DEFINED 01 02 0 120 0 FASTENAL CO COM 311900104 53834 1586156 SH DEFINED 01 1586156 0 0 FASTENAL CO COM 311900104 55539 1636372 SH DEFINED 01 02 0 1636372 0 FASTENAL CO COM 311900104 4887 143981 SH DEFINED 01 03 0 143981 0 FEDDERS CORPORATION COM 313135501 264 86125 SH DEFINED 01 86125 0 0 FREDDIE MAC COM 313400301 40146 790720 SH DEFINED 01 790720 0 0 FREDDIE MAC COM 313400301 1223 24100 SH DEFINED 01 02 0 24100 0 FREDDIE MAC COM 313400301 8112 159793 SH DEFINED 01 03 0 159793 0 FANNIE MAE COM 313586109 272962 4047497 SH DEFINED 01 4047497 0 0 FANNIE MAE COM 313586109 19447 288397 SH DEFINED 01 02 0 288397 0 FANNIE MAE COM 313586109 17712 262636 SH DEFINED 01 03 0 262636 0 FANNIE MAE COM 313586109 21 315 SH DEFINED 01 13 0 315 0 FEDERAL SIGNAL CORP COM 313855108 36 2051 SH DEFINED 01 2051 0 0 FEDERATED DPT STORES COM 31410H101 4450 120750 SH DEFINED 01 120750 0 0 FEDERATED DPT STORES COM 31410H101 1593 43226 SH DEFINED 01 03 0 43226 0 FEDERATED INVESTORS. COM 314211103 176 6410 SH DEFINED 01 0 0 6410 FEDERATED INVESTORS. COM 314211103 690 25160 SH DEFINED 01 03 0 0 25160 FEDEX CORPORATION COM 31428X106 3117 50251 SH DEFINED 01 50251 0 0 FEDEX CORPORATION COM 31428X106 4271 68855 SH DEFINED 01 03 0 68855 0 FEDEX CORPORATION COM 31428X106 517 8336 SH DEFINED 01 13 0 8336 0 FERRO CORP COM 315405100 2211 98134 SH DEFINED 01 98134 0 0 F5 NETWORKS INC COM 315616102 932 55300 SH DEFINED 01 55300 0 0 F5 NETWORKS INC COM 315616102 3 150 SH DEFINED 01 02 0 150 0 FIBROGEN INC CVT PFD CONV PRF 316000XX1 9000 3340757 SH DEFINED 01 0 0 3340757 FIDELITY NAT FINL COM 316326107 10179 330956 SH DEFINED 01 330956 0 0 FIDELITY NAT FINL COM 316326107 74 2402 SH DEFINED 01 02 0 2402 0 FIDELITY NAT FINL COM 316326107 50 1625 SH DEFINED 01 03 0 1625 0 FIFTH THIRD BANCORP COM 316773100 1940 33831 SH DEFINED 01 33831 0 0 FIFTH THIRD BANCORP COM 316773100 7600 132546 SH DEFINED 01 03 0 132546 0 FILENET CORP COM 316869106 5155 285788 SH DEFINED 01 285788 0 0 FILENET CORP COM 316869106 2 90 SH DEFINED 01 02 0 90 0 FINANCIAL FEDERAL COM 317492106 1313 53814 SH DEFINED 01 53814 0 0 FINISH LINE INC COM 317923100 83 3768 SH DEFINED 01 02 0 3768 0 FIRST AMERICAN CORP COM 318522307 1997 75759 SH DEFINED 01 75759 0 0 FIRST AMERICAN CORP COM 318522307 26 994 SH DEFINED 01 02 0 994 0 FIRST BANCORP/PR COM 318672102 5410 197068 SH DEFINED 01 197068 0 0 FIRST BANCORP/PR COM 318672102 3 115 SH DEFINED 01 02 0 115 0 FIRST COMMUNITY BANCORP COM 31983B101 119 3800 SH DEFINED 01 02 0 3800 0 FIRST CONSULTING GP COM 31986R103 1274 272800 SH DEFINED 01 272800 0 0 FIRST FEDERAL CAPITAL CORP. COM 319960100 2377 119711 SH DEFINED 01 119711 0 0 FIRST FEDERAL CAPITAL CORP. COM 319960100 75 3764 SH DEFINED 01 02 0 3764 0 FIRST FEDERAL CAPITAL CORP. COM 319960100 56 2825 SH DEFINED 01 03 0 2825 0 FIRST DATA CORP COM 319963104 102694 2478130 SH DEFINED 01 2478130 0 0 FIRST DATA CORP COM 319963104 8205 198000 SH DEFINED 01 02 0 198000 0 FIRST DATA CORP COM 319963104 7188 173449 SH DEFINED 01 03 0 173449 0 FIRST MIDWEST BANC COM 320867104 3901 135412 SH DEFINED 01 135412 0 0 FIRST HEALTH GROUP COM 320960107 32941 1193541 SH DEFINED 01 1193541 0 0 FIRST HEALTH GROUP COM 320960107 31575 1143965 SH DEFINED 01 02 0 1143965 0 FIRST HEALTH GROUP COM 320960107 2170 78594 SH DEFINED 01 03 0 78594 0 FIRST NIAGARA FINANCIAL.. COM 33582V108 349 25000 SH DEFINED 01 25000 0 0 FIRST REPUBLIC BANK COM 336158100 2846 106987 SH DEFINED 01 106987 0 0 FIRST REPUBLIC BANK COM 336158100 65 2427 SH DEFINED 01 02 0 2427 0 FIRST REPUBLIC BANK COM 336158100 42 1597 SH DEFINED 01 03 0 1597 0 FIRST TN NAT`L CORP COM 337162101 1683 38353 SH DEFINED 01 38353 0 0 FIRST TN NAT`L CORP COM 337162101 1280 29155 SH DEFINED 01 03 0 29155 0 FIRST VIRGINIA BANK COM 337477103 730 16931 SH DEFINED 01 16931 0 0 FIRSTBANK CORP . COM 33761G104 668 22000 SH DEFINED 01 22000 0 0 FIRSTBANK CORP . COM 33761G104 58 1891 SH DEFINED 01 02 0 1891 0 FIRSTBANK CORP . COM 33761G104 42 1379 SH DEFINED 01 03 0 1379 0 FISERV INC COM 337738108 101216 2842371 SH DEFINED 01 2842371 0 0 FISERV INC COM 337738108 5922 166272 SH DEFINED 01 02 0 166272 0 FISERV INC COM 337738108 6033 169412 SH DEFINED 01 03 0 169412 0 FISHER COMMUNICATIONS COM 337756209 831 17000 SH DEFINED 01 17000 0 0 FIRSTFED FINL CORP COM 337907109 4677 132524 SH DEFINED 01 132524 0 0 FIRSTFED FINL CORP COM 337907109 123 3481 SH DEFINED 01 02 0 3481 0 FIRSTFED FINL CORP COM 337907109 91 2571 SH DEFINED 01 03 0 2571 0 FIRSTMERIT CORP COM 337915102 83 3611 SH DEFINED 01 3611 0 0 FLAGSTAR BANCORP INC COM 337930101 5512 225460 SH DEFINED 01 225460 0 0 FLAGSTAR BANCORP INC COM 337930101 69 2848 SH DEFINED 01 02 0 2848 0 FLAGSTAR BANCORP INC COM 337930101 44 1804 SH DEFINED 01 03 0 1804 0 FIRSTENERGY CORP COM 337932107 73321 1906902 SH DEFINED 01 1906902 0 0 FIRSTENERGY CORP COM 337932107 4736 123210 SH DEFINED 01 02 0 123210 0 FIRSTENERGY CORP COM 337932107 2653 69015 SH DEFINED 01 03 0 69015 0 FISHER SCIENTIFIC IN COM 338032204 6615 189558 SH DEFINED 01 189558 0 0 FISHER SCIENTIFIC IN COM 338032204 25 718 SH DEFINED 01 02 0 718 0 FISHER SCIENTIFIC IN COM 338032204 19 550 SH DEFINED 01 03 0 550 0 FIVE STAR QUALITY CR COM 33832D106 0 0 SH DEFINED 01 0 0 0 FLEETBOSTON FINL CO COM 339030108 63748 2145717 SH DEFINED 01 2145717 0 0 FLEETBOSTON FINL CO COM 339030108 310 10428 SH DEFINED 01 02 0 10428 0 FLEETBOSTON FINL CO COM 339030108 7950 267611 SH DEFINED 01 03 0 267611 0 FLEETWOOD ENTERPRISE COM 339099103 773 104435 SH DEFINED 01 104435 0 0 FL EAST COAST RY CO.. COM 340632108 224 8800 SH DEFINED 01 8800 0 0 FL EAST COAST RY CO.. COM 340632108 12 465 SH DEFINED 01 03 0 465 0 FLORIDA ROCK COM 341140101 9437 228610 SH DEFINED 01 228610 0 0 FLUOR CORP (NEW) COM 343412102 16258 483295 SH DEFINED 01 483295 0 0 FLUOR CORP (NEW) COM 343412102 633 18819 SH DEFINED 01 03 0 18819 0 FLOWERS FOODS INC COM 343498101 4375 221437 SH DEFINED 01 221437 0 0 FLOWERS FOODS INC COM 343498101 82 4168 SH DEFINED 01 02 0 4168 0 FLOWSERVE CORP COM 34354P105 1422 72361 SH DEFINED 01 72361 0 0 FOCAL COMM WTS07 WT 344155114 0 19 SH DEFINED 01 0 0 19 FOMENTO ECONOMICO MX COM 344419106 452 10955 SH DEFINED 01 0 0 10955 FOOT LOCKER INC COM 344849104 1684 127100 SH DEFINED 01 127100 0 0 FOOT LOCKER INC COM 344849104 84 6324 SH DEFINED 01 02 0 6324 0 FOOTSTAR INC COM 344912100 762 58592 SH DEFINED 01 58592 0 0 FOOTSTAR INC COM 344912100 65 5013 SH DEFINED 01 02 0 5013 0 FOOTSTAR INC COM 344912100 48 3674 SH DEFINED 01 03 0 3674 0 FORD MOTOR CO COM 345370860 1233 112141 SH DEFINED 01 112141 0 0 FORD MOTOR CO COM 345370860 19 1711 SH DEFINED 01 02 0 1711 0 FORD MOTOR CO COM 345370860 4643 422431 SH DEFINED 01 03 0 422431 0 FORDING CANADIAN COAL TRUST COM 345425102 2901 160100 SH DEFINED 01 0 0 160100 FOREST CITY ENTERPRI COM 345550107 9897 238773 SH DEFINED 01 238773 0 0 FOREST LABS COM 345838106 135876 2481745 SH DEFINED 01 2481745 0 0 FOREST LABS COM 345838106 6039 110366 SH DEFINED 01 02 0 110366 0 FOREST LABS COM 345838106 4861 88778 SH DEFINED 01 03 0 88778 0 FOREST LABS COM 345838106 605 11057 SH DEFINED 01 13 0 11057 0 FOREST OIL CORP COM 346091705 4501 179159 SH DEFINED 01 179159 0 0 FOREST OIL CORP COM 346091705 92 3664 SH DEFINED 01 02 0 3664 0 FORMFACTOR INC COM 346375108 953 53800 SH DEFINED 01 53800 0 0 FORMFACTOR INC COM 346375108 336 18995 SH DEFINED 01 02 0 18995 0 FORTUNE BRANDS COM 349631101 5396 103369 SH DEFINED 01 103369 0 0 FORTUNE BRANDS COM 349631101 1758 33681 SH DEFINED 01 03 0 33681 0 FORTUNE BRANDS COM 349631101 316 6051 SH DEFINED 01 13 0 6051 0 FORWARD AIR CORP COM 349853101 2652 104539 SH DEFINED 01 104539 0 0 FORWARD AIR CORP COM 349853101 2 90 SH DEFINED 01 02 0 90 0 FOSSIL INC COM 349882100 4679 198600 SH DEFINED 01 198600 0 0 FOUNDRY NETWORKS INC COM 35063R100 5113 355100 SH DEFINED 01 355100 0 0 FOUNDRY NETWORKS INC COM 35063R100 3 240 SH DEFINED 01 02 0 240 0 4KIDS ENTERTAINMENT COM 350865101 710 38177 SH DEFINED 01 38177 0 0 FOX ENTERTAINMENT GR COM 35138T107 2216 77000 SH DEFINED 01 77000 0 0 FRANKLIN RESOURCES COM 354613101 583 14920 SH DEFINED 01 14920 0 0 FRANKLIN RESOURCES COM 354613101 2285 58491 SH DEFINED 01 03 0 58491 0 FRANKLIN RES CVT CONV BND 354613AC5 233 390000 PRN DEFINED 01 0 0 390000 FREDS INC COM 356108100 5119 137670 SH DEFINED 01 137670 0 0 FREDS INC COM 356108100 77 2080 SH DEFINED 01 02 0 2080 0 FREEMARKETS INC COM 356602102 212 30500 SH DEFINED 01 30500 0 0 FREEPORT MCMORAN COP. COM 35671D857 80543 3287478 SH DEFINED 01 3287478 0 0 FREEPORT MCMORAN COP. COM 35671D857 10970 447745 SH DEFINED 01 02 0 447745 0 FREEPORT MCMORAN COP. COM 35671D857 1755 71659 SH DEFINED 01 03 0 71659 0 FREEPORT MCMORAN CVT CONV BND 35671DAF2 693 390000 PRN DEFINED 01 0 0 390000 FREMONT GENERAL CORP COM 357288109 3015 220100 SH DEFINED 01 220100 0 0 FRIEDMAN BILLINGS. COM 358434108 817 61000 SH DEFINED 01 61000 0 0 FRIEDMAN BILLINGS. COM 358434108 26 1986 SH DEFINED 01 02 0 1986 0 FRIEDMAN BILLINGS. COM 358434108 18 1338 SH DEFINED 01 03 0 1338 0 FRONTIER AIRLINES COM 359065109 783 86193 SH DEFINED 01 86193 0 0 FRONTIER OIL CORP COM 35914P105 2718 178775 SH DEFINED 01 178775 0 0 FULLER H B COMPANY COM 359694106 2102 95490 SH DEFINED 01 95490 0 0 FULTON FINL CORP COM 360271100 812 40822 SH DEFINED 01 40822 0 0 FURNITURE BRAND INTL COM 360921100 707 27079 SH DEFINED 01 27079 0 0 G&K SERVICES CL A COM 361268105 1783 60251 SH DEFINED 01 60251 0 0 GATX CORP COM 361448103 852 52097 SH DEFINED 01 52097 0 0 GBC BANCORP/CALIFORN COM 361475106 1290 33598 SH DEFINED 01 33598 0 0 GABLE RESIDENTIAL COM 362418105 4166 137830 SH DEFINED 01 0 0 137830 GALLAGHER ARTHUR J COM 363576109 105 3850 SH DEFINED 01 3850 0 0 GALLAGHER ARTHUR J COM 363576109 1698 62400 SH DEFINED 01 02 0 62400 0 GALLAHER GROUP ADR COM 363595109 178 4500 SH DEFINED 01 0 0 4500 GALYANS TRADING CO. COM 36458R101 1117 77900 SH DEFINED 01 77900 0 0 GAMESTOP CORP COM 36466R101 1203 93100 SH DEFINED 01 0 0 93100 GANNETT CO INC COM 364730101 193025 2513040 SH DEFINED 01 2513040 0 0 GANNETT CO INC COM 364730101 7472 97315 SH DEFINED 01 02 0 97315 0 GANNETT CO INC COM 364730101 5200 67698 SH DEFINED 01 03 0 67698 0 GANNETT CO INC COM 364730101 765 9955 SH DEFINED 01 13 0 9955 0 GAP INC. THE COM 364760108 23895 1273761 SH DEFINED 01 1273761 0 0 GAP INC. THE COM 364760108 637 33950 SH DEFINED 01 02 0 33950 0 GAP INC. THE COM 364760108 5356 285483 SH DEFINED 01 03 0 285483 0 GAP STORES CVT CONV BND 364760AJ7 793 590000 PRN DEFINED 01 0 0 590000 GARDNER DENVER INC COM 365558105 2865 140040 SH DEFINED 01 140040 0 0 GARDNER DENVER INC COM 365558105 103 5081 SH DEFINED 01 02 0 5081 0 GARDNER DENVER INC COM 365558105 74 3607 SH DEFINED 01 03 0 3607 0 GARTNER GRP INC CL B COM 366651206 26 3409 SH DEFINED 01 3409 0 0 GATEWAY INC COM 367626108 70 19081 SH DEFINED 01 19081 0 0 GATEWAY INC COM 367626108 273 74800 SH DEFINED 01 03 0 74800 0 GAYLORD ENTERTAINMEN COM 367905106 1820 93000 SH DEFINED 01 93000 0 0 GEN-PROBE INC. COM 36866T103 2668 65306 SH DEFINED 01 65306 0 0 GEN-PROBE INC. 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COM 596680108 525 21300 SH DEFINED 01 21300 0 0 MIDWAY GAMES INC COM 598148104 490 135050 SH DEFINED 01 135050 0 0 MILACRON INC COM 598709103 481 98307 SH DEFINED 01 98307 0 0 MILLENIUM PHARM COM 599902103 11682 742602 SH DEFINED 01 742602 0 0 MILLENIUM PHARM COM 599902103 1527 97099 SH DEFINED 01 02 0 97099 0 MILLENIUM PHARM COM 599902103 41 2614 SH DEFINED 01 03 0 2614 0 MILLENNIUM CHEM INC COM 599903101 2102 221000 SH DEFINED 01 221000 0 0 MILLENNIUM CHEM INC COM 599903101 74 7773 SH DEFINED 01 02 0 7773 0 MILLENNIUM CHEM INC COM 599903101 69 7287 SH DEFINED 01 03 0 7287 0 HERMAN MILLER COM 600544100 63 3110 SH DEFINED 01 3110 0 0 MILLIPORE CORP COM 601073109 126 2846 SH DEFINED 01 2846 0 0 MILLIPORE CORP COM 601073109 497 11193 SH DEFINED 01 03 0 11193 0 MINERALS TECHNOLOGIE COM 603158106 1355 27858 SH DEFINED 01 27858 0 0 MIRANT CORPORATION COM 604675108 501 172834 SH DEFINED 01 172834 0 0 MIRANT CORPORATION COM 604675108 271 93636 SH DEFINED 01 03 0 93636 0 MOBILE TELESYSTM ADR COM 607409109 3356 56866 SH DEFINED 01 0 0 56866 MOBILE TELESYSTM ADR COM 607409109 431 7300 SH DEFINED 01 11 0 0 7300 MOBILE TELESYSTM ADR COM 607409109 649 11000 SH DEFINED 01 13 0 0 11000 MOBILE MINI INC. COM 60740F105 679 41552 SH DEFINED 01 41552 0 0 MODINE MFG CO COM 607828100 2449 126443 SH DEFINED 01 126443 0 0 MODTECH HOLDINGS INC . COM 60783C100 2222 241700 SH DEFINED 01 241700 0 0 MOHAWK INDUSTRIES COM 608190104 157 2820 SH DEFINED 01 2820 0 0 MOHAWK INDUSTRIES COM 608190104 75 1354 SH DEFINED 01 02 0 1354 0 MOLEX INC COM 608554101 322 11913 SH DEFINED 01 11913 0 0 MOLEX INC COM 608554101 1211 44897 SH DEFINED 01 03 0 44897 0 MONACO COACH CORP COM 60886R103 1293 84324 SH DEFINED 01 84324 0 0 MONDAVI ROBERT CORP COM 609200100 253 10000 SH DEFINED 01 10000 0 0 MONOLITHIC SYS TECH COM 609842109 815 90000 SH DEFINED 01 90000 0 0 MONRO MUFFLER BRAKE INC COM 610236101 424 15000 SH DEFINED 01 15000 0 0 MONSANTO CO NEW COM 61166W101 40035 1850091 SH DEFINED 01 1850091 0 0 MONSANTO CO NEW COM 61166W101 1306 60329 SH DEFINED 01 03 0 60329 0 MONSTER WORLDWIDE INC COM 611742107 150 7583 SH DEFINED 01 7583 0 0 MONSTER WORLDWIDE INC COM 611742107 528 26776 SH DEFINED 01 03 0 26776 0 MONTPELIER RE HLDGS COM 614500981 14220 500000 SH DEFINED 01 500000 0 0 MONY GROUP INC COM 615337102 4522 167807 SH DEFINED 01 167807 0 0 MOODY`S CORPORATION COM 615369105 8290 157281 SH DEFINED 01 157281 0 0 MOODY`S CORPORATION COM 615369105 1804 34221 SH DEFINED 01 03 0 34221 0 MOOG INC CL A COM 615394202 3249 93500 SH DEFINED 01 9350 0 0 MOOG INC CL A COM 615394202 92 2640 SH DEFINED 01 02 0 264 0 MOOG INC CL A COM 615394202 69 1995 SH DEFINED 01 03 0 200 0 MOORE WALLACE INC COM 615857109 644 43895 SH DEFINED 01 43895 0 0 MORGAN STANLEY COM 617446448 212501 4970827 SH DEFINED 01 4970827 0 0 MORGAN STANLEY COM 617446448 5168 120955 SH DEFINED 01 02 0 120955 0 MORGAN STANLEY COM 617446448 12324 288274 SH DEFINED 01 03 0 288274 0 MOSSIMO COM 619696107 362 87500 SH DEFINED 01 87500 0 0 MOSSIMO COM 619696107 39 9598 SH DEFINED 01 02 0 9598 0 MOSSIMO COM 619696107 18 4407 SH DEFINED 01 03 0 4407 0 MOTIENT CORP-WT04 WT 619908148 0 4 SH DEFINED 01 0 0 4 MOTOROLA COM 620076109 89308 9470511 SH DEFINED 01 9470511 0 0 MOTOROLA COM 620076109 3968 420844 SH DEFINED 01 02 0 420844 0 MOTOROLA COM 620076109 5040 534470 SH DEFINED 01 03 0 534470 0 MOVIE GALLERY. COM 624581104 1771 95993 SH DEFINED 01 95993 0 0 MUELLER INDS COM 624756102 2700 99582 SH DEFINED 01 99582 0 0 MULTIMEDIA GAMES INC. COM 625453105 3302 129500 SH DEFINED 01 129500 0 0 MURPHY OIL COM 626717102 57055 1084712 SH DEFINED 01 1084712 0 0 MURPHY OIL COM 626717102 3930 74724 SH DEFINED 01 02 0 74724 0 MURPHY OIL COM 626717102 4344 82590 SH DEFINED 01 03 0 82590 0 MYERS IND INC COM 628464109 831 87505 SH DEFINED 01 87505 0 0 MYKROLIS CORP. COM 62852P103 1975 194510 SH DEFINED 01 194510 0 0 MYLAN LABS COM 628530107 273 7857 SH DEFINED 01 7857 0 0 MYLAN LABS COM 628530107 7 200 SH DEFINED 01 02 0 200 0 MYRIAD GENETICS COM 62855J104 746 54800 SH DEFINED 01 54800 0 0 MYRIAD GENETICS COM 62855J104 1 60 SH DEFINED 01 02 0 60 0 NBTY INC COM 628782104 6423 304977 SH DEFINED 01 304977 0 0 NBTY INC COM 628782104 3 160 SH DEFINED 01 02 0 160 0 NCI BUILDING SYSTEMS COM 628852105 1642 98300 SH DEFINED 01 98300 0 0 NCO GROUP COM 628858102 1511 84340 SH DEFINED 01 84340 0 0 NCR CORPORATION COM 62886E108 144 5611 SH DEFINED 01 5611 0 0 NCR CORPORATION COM 62886E108 564 22011 SH DEFINED 01 03 0 22011 0 NII HOLDINGS INC COM 62913F201 1680 43900 SH DEFINED 01 0 0 43900 NII HOLDINGS INC COM 62913F201 71 1850 SH DEFINED 01 02 0 0 1850 NII HOLDINGS INC COM 62913F201 51 1326 SH DEFINED 01 03 0 0 1326 NN INC COM 629337106 323 25480 SH DEFINED 01 25480 0 0 NPS PHARMACEUTICALS. COM 62936P103 389 16000 SH DEFINED 01 16000 0 0 NTL INC COM 62940M104 33066 969100 SH DEFINED 01 0 0 969100 NTL INC COM 62940M104 4005 117399 SH DEFINED 01 02 0 0 117399 NTL INC SERIES A WTS WT 62940M138 0 1 SH DEFINED 01 0 0 1 NTL EUROPE PFD 10% 1/10/23 PRF 62940R202 0 114 SH DEFINED 01 02 0 0 114 NUI CORP COM 629431107 1033 66561 SH DEFINED 01 66561 0 0 NUI CORP COM 629431107 145 9316 SH DEFINED 01 02 0 9316 0 NVR INC COM 62944T105 8585 20889 SH DEFINED 01 20889 0 0 NABI BIOPHARMACEUTICALS COM 629519109 1197 174500 SH DEFINED 01 174500 0 0 NABORS INDUSTRIES INC. CVT CONV BND 629568AD8 367 560000 PRN DEFINED 01 0 0 560000 NASDAQ-100 SHARES COM 631100104 284222 9512100 SH DEFINED 01 0 0 9512100 NASDAQ-100 SHARES COM 631100104 6345 212395 SH DEFINED 01 02 0 0 212395 NASDAQ-100 SHARES COM 631100104 656 21950 SH DEFINED 01 03 0 0 21950 NASDAQ STOCK MARKET COM 631103108 4 600 SH DEFINED 01 05 0 0 600 NASH FINCH CO COM 631158102 578 34740 SH DEFINED 01 34740 0 0 NATIONAL CITY CORP COM 635405103 11328 346268 SH DEFINED 01 346268 0 0 NATIONAL CITY CORP COM 635405103 4657 142358 SH DEFINED 01 03 0 142358 0 NATL COMMERCE FINL COM 63545P104 194 8747 SH DEFINED 01 8747 0 0 NATIONAL FUEL GAS CO COM 636180101 90 3454 SH DEFINED 01 3454 0 0 NATIONAL INSTRUMENT COM 636518102 83 2201 SH DEFINED 01 2201 0 0 NATIONAL INSTRUMENT COM 636518102 113 3000 SH DEFINED 01 02 0 3000 0 NATIONAL OILWELL INC COM 637071101 721 32801 SH DEFINED 01 32801 0 0 NATIONAL OILWELL INC COM 637071101 106 4800 SH DEFINED 01 02 0 4800 0 NATL PRESTO IND COM 637215104 626 19809 SH DEFINED 01 19809 0 0 NATIONAL PROCESSING COM 637229105 3303 205400 SH DEFINED 01 205400 0 0 NATL SEMICONDUCTOR COM 637640103 21834 1107181 SH DEFINED 01 1107181 0 0 NATL SEMICONDUCTOR COM 637640103 30 1528 SH DEFINED 01 02 0 1528 0 NATL SEMICONDUCTOR COM 637640103 830 42111 SH DEFINED 01 03 0 42111 0 NATIONAL VISION INC COM 63845P101 200 292419 SH DEFINED 01 02 0 292419 0 NAVIGATORS GROUP INC COM 638904102 1232 41300 SH DEFINED 01 41300 0 0 NAVIGATORS GROUP INC COM 638904102 63 2140 SH DEFINED 01 02 0 2140 0 NAVIGATORS GROUP INC COM 638904102 44 1463 SH DEFINED 01 03 0 1463 0 NATURES SUNSHINE PRO COM 639027101 324 40456 SH DEFINED 01 40456 0 0 NATUZZI SPA-SP ADR COM 63905A101 3540 441400 SH DEFINED 01 0 0 441400 NAUTICA ENTERPRISES COM 639089101 5195 404926 SH DEFINED 01 404926 0 0 NAUTILUS GROUP INC COM 63910B102 1553 125215 SH DEFINED 01 125215 0 0 NAUTILUS GROUP INC COM 63910B102 1 57 SH DEFINED 01 02 0 57 0 NAVISTAR INTL CORP COM 63934E108 4387 134409 SH DEFINED 01 134409 0 0 NAVISTAR INTL CORP COM 63934E108 514 15741 SH DEFINED 01 03 0 15741 0 NDCHEALTH CORP COM 639480102 2774 151133 SH DEFINED 01 151133 0 0 NDCHEALTH CORP COM 639480102 1 70 SH DEFINED 01 02 0 70 0 NEIMAN-MARCUS GROUP COM 640204202 2669 72931 SH DEFINED 01 72931 0 0 NEKTAR THERAPEUTICS COM 640268108 397 43000 SH DEFINED 01 43000 0 0 NEKTAR THERAPEUTICS COM 640268108 24 2572 SH DEFINED 01 03 0 2572 0 NELSON (THOMAS) INC COM 640376109 935 74762 SH DEFINED 01 74762 0 0 NET.B@NK INC. COM 640933107 757 57500 SH DEFINED 01 57500 0 0 NETWORK ASSOCIATES COM 640938106 9802 772987 SH DEFINED 01 772987 0 0 NETWORK ASSOCIATES COM 640938106 1247 98339 SH DEFINED 01 02 0 98339 0 NETFLIX.COM INC COM 64110L106 958 37500 SH DEFINED 01 37500 0 0 NETEGRITY INC COM 64110P107 583 99756 SH DEFINED 01 99756 0 0 NETEASE.COM INC COM 64110W102 802 22000 SH DEFINED 01 0 0 22000 NET IQ COM 64115P102 2 110 SH DEFINED 01 02 0 110 0 NETSCREEN TECH INC COM 64117V107 39686 1759900 SH DEFINED 01 0 0 1759900 NETSCREEN TECH INC COM 64117V107 25469 1129430 SH DEFINED 01 02 0 0 1129430 NETSCREEN TECH INC COM 64117V107 2236 99200 SH DEFINED 01 03 0 0 99200 NETWORK EQUIP TECH COM 641208103 554 65777 SH DEFINED 01 65777 0 0 NETWORK APPLIANCE COM 64120L104 56712 3498637 SH DEFINED 01 3498637 0 0 NETWORK APPLIANCE COM 64120L104 2726 168673 SH DEFINED 01 02 0 168673 0 NETWORK APPLIANCE COM 64120L104 3053 188358 SH DEFINED 01 03 0 188358 0 NEUBERGER BERMAN COM 641234109 120 3004 SH DEFINED 01 3004 0 0 NEURO CRINE COM 64125C109 2615 52350 SH DEFINED 01 52350 0 0 NEURO CRINE COM 64125C109 12026 240820 SH DEFINED 01 02 0 240820 0 NEURO CRINE COM 64125C109 390 7800 SH DEFINED 01 03 0 7800 0 NEW CENTURY FINL. COM 64352D101 5865 134380 SH DEFINED 01 134380 0 0 NEW CENTURY FINL. COM 64352D101 111 2545 SH DEFINED 01 02 0 2545 0 NEW CENTURY FINL. COM 64352D101 72 1645 SH DEFINED 01 03 0 1645 0 NEW ENGLAND BUS SERV COM 643872104 1132 37742 SH DEFINED 01 37742 0 0 NEW JERSEY RESOURCES COM 646025106 23919 673791 SH DEFINED 01 673791 0 0 NEW JERSEY RESOURCES COM 646025106 143 4029 SH DEFINED 01 02 0 4029 0 NEW JERSEY RESOURCES COM 646025106 102 2872 SH DEFINED 01 03 0 2872 0 NEW PLAN EXCEL REALT COM 648053106 89 4149 SH DEFINED 01 0 0 4149 NEW YORK COM BANCORP COM 649445103 17000 584365 SH DEFINED 01 584365 0 0 NEW YORK TIMES CLA COM 650111107 3198 70281 SH DEFINED 01 21084 0 0 NEW YORK TIMES CLA COM 650111107 1952 42900 SH DEFINED 01 02 0 12870 0 NEW YORK TIMES CLA COM 650111107 1583 34790 SH DEFINED 01 03 0 10437 0 NEWELL RUBBERMAID COM 651229106 22752 812534 SH DEFINED 01 812534 0 0 NEWELL RUBBERMAID COM 651229106 1772 63294 SH DEFINED 01 03 0 63294 0 NEWFIELD EXPLORATION COM 651290108 34998 932029 SH DEFINED 01 932029 0 0 NEWFIELD EXPLORATION COM 651290108 65292 1738854 SH DEFINED 01 02 0 1738854 0 NEWFIELD EXPLORATION COM 651290108 3585 95475 SH DEFINED 01 03 0 95475 0 NEWMONT MINING COM 651639106 67036 2065173 SH DEFINED 01 2065173 0 0 NEWMONT MINING COM 651639106 3025 93196 SH DEFINED 01 03 0 93196 0 NEWPARK RESOURCES COM 651718504 738 134600 SH DEFINED 01 134600 0 0 NEWPARK RESOURCES COM 651718504 1 170 SH DEFINED 01 02 0 170 0 NEWPORT CORP COM 651824104 1606 108552 SH DEFINED 01 108552 0 0 NEWPORT CORP COM 651824104 51 3418 SH DEFINED 01 02 0 3418 0 NEWPORT CORP COM 651824104 36 2399 SH DEFINED 01 03 0 2399 0 NEWS CORP LTD ADR JH COM 652487703 315 10407 SH DEFINED 01 0 0 10407 NEWS CORP ADR PFD COM 652487802 2906 116000 SH DEFINED 01 0 0 116000 NEWS CORP CVT PFD .75% 3/15/23 CONV PRF 65248V205 295 280 SH DEFINED 01 0 0 280 NEWTEK CAPITAL -RESTRICTED COM 652526997 27 5000 SH DEFINED 01 05 0 5000 0 NEXTEL COMMUNICATION COM 65332V103 23674 1309315 SH DEFINED 01 1309315 0 0 NEXTEL COMMUNICATION COM 65332V103 4493 248497 SH DEFINED 01 03 0 248497 0 NEXTEL COMMUNICATION COM 65332V103 859 47499 SH DEFINED 01 13 0 47499 0 NEXTEL PIK PFD 11.125 2/15/10 PRF 65332V707 6390 6000 SH DEFINED 01 6000 0 0 NEXTEL COMMUNICATION CONVERTIB CONV BND 65332VAY9 2820 3000000 PRN DEFINED 01 02 0 0 3000000 NEXTEL PARTNERS INC COM 65333F107 5495 752587 SH DEFINED 01 752587 0 0 NEXTEL PARTNERS INC COM 65333F107 1263 172976 SH DEFINED 01 02 0 172976 0 NEXTEL PARTNERS INC COM 65333F107 52 7065 SH DEFINED 01 03 0 7065 0 NICOR COM 654086107 571 15379 SH DEFINED 01 15379 0 0 NICOR COM 654086107 379 10214 SH DEFINED 01 03 0 10214 0 NIKE INC CL B COM 654106103 5835 109071 SH DEFINED 01 109071 0 0 NIKE INC CL B COM 654106103 3259 60923 SH DEFINED 01 03 0 60923 0 99 CENTS ONLY STORE COM 65440K106 44570 1298638 SH DEFINED 01 1298638 0 0 99 CENTS ONLY STORE COM 65440K106 56953 1659484 SH DEFINED 01 02 0 1659484 0 99 CENTS ONLY STORE COM 65440K106 4795 139699 SH DEFINED 01 03 0 139699 0 NISOURCE INC COM 65473P105 2988 157254 SH DEFINED 01 157254 0 0 NISOURCE INC COM 65473P105 1155 60823 SH DEFINED 01 03 0 60823 0 NOKIA ADR A COM 654902204 93201 5672579 SH DEFINED 01 0 0 5672579 NOKIA ADR A COM 654902204 2451 149188 SH DEFINED 01 02 0 0 149188 NOKIA ADR A COM 654902204 1551 94400 SH DEFINED 01 03 0 0 94400 NOBLE ENERGY INC COM 655044105 433 11453 SH DEFINED 01 11453 0 0 NORDSON CORP COM 655663102 34 1441 SH DEFINED 01 1441 0 0 NORDSTROM INC COM 655664100 156 7986 SH DEFINED 01 7986 0 0 NORDSTROM INC COM 655664100 612 31351 SH DEFINED 01 03 0 31351 0 NORFOLK SOUTHERN CO COM 655844108 3378 175964 SH DEFINED 01 175964 0 0 NORFOLK SOUTHERN CO COM 655844108 1727 89966 SH DEFINED 01 03 0 89966 0 NORTEL NETWORKS CORP COM 656568102 243 90038 SH DEFINED 01 90038 0 0 NORTH FOLK BANCORP COM 659424105 2262 66394 SH DEFINED 01 66394 0 0 NORTH FOLK BANCORP COM 659424105 1231 36155 SH DEFINED 01 03 0 36155 0 NORTHEAST UTILITIES COM 664397106 2791 166689 SH DEFINED 01 166689 0 0 NORTHERN TRUST CORP COM 665859104 1043 24977 SH DEFINED 01 24977 0 0 NORTHERN TRUST CORP COM 665859104 2126 50863 SH DEFINED 01 03 0 50863 0 NORTHROP GRUMMAN COR. COM 666807102 62698 726602 SH DEFINED 01 726602 0 0 NORTHROP GRUMMAN COR. COM 666807102 6155 71332 SH DEFINED 01 02 0 71332 0 NORTHROP GRUMMAN COR. COM 666807102 3658 42398 SH DEFINED 01 03 0 42398 0 NORTHROP GRUMMAN CVT CONV PRF 666807409 2817 27685 SH DEFINED 01 02 0 0 27685 NWA COM 667280101 21210 1878743 SH DEFINED 01 1878743 0 0 NWA COM 667280101 205 18200 SH DEFINED 01 02 0 18200 0 NWA COM 667280101 734 65000 SH DEFINED 01 03 0 65000 0 NW NATURAL GAS CO COM 667655104 2032 74574 SH DEFINED 01 74574 0 0 NORTHWESTERN CORP COM 668074107 219 109509 SH DEFINED 01 109509 0 0 NOVARTIS AG-ADR COM 66987V109 2138 53700 SH DEFINED 01 0 0 53700 NOVARTIS AG-ADR COM 66987V109 30 750 SH DEFINED 01 02 0 0 750 NU HORIZONS ELEC COR COM 669908105 3887 647800 SH DEFINED 01 647800 0 0 NOVASTAR FINANCIAL INC. COM 669947400 1966 32900 SH DEFINED 01 32900 0 0 NOVASTAR FINANCIAL INC. COM 669947400 2 40 SH DEFINED 01 02 0 40 0 NOVAVAX INC.. COM 670002104 651 116900 SH DEFINED 01 116900 0 0 NOVELL INC COM 670006105 1086 352486 SH DEFINED 01 352486 0 0 NOVELL INC COM 670006105 262 85024 SH DEFINED 01 03 0 85024 0 NOVELLUS SYSTEMS INC COM 670008101 52352 1429541 SH DEFINED 01 1429541 0 0 NOVELLUS SYSTEMS INC COM 670008101 47319 1292167 SH DEFINED 01 02 0 1292167 0 NOVELLUS SYSTEMS INC COM 670008101 5346 145983 SH DEFINED 01 03 0 145983 0 NOVEN PHARMACEUTICAL COM 670009109 669 65366 SH DEFINED 01 65366 0 0 NU SKIN ENTERPRISES. COM 67018T105 3578 342400 SH DEFINED 01 342400 0 0 NSTAR COM 67019E107 2837 62267 SH DEFINED 01 62267 0 0 NUCOR CORP COM 670346105 132671 2715895 SH DEFINED 01 2715895 0 0 NUCOR CORP COM 670346105 5305 108605 SH DEFINED 01 02 0 108605 0 NUCOR CORP COM 670346105 2898 59338 SH DEFINED 01 03 0 59338 0 NUEVO ENERGY CO COM 670509108 976 55938 SH DEFINED 01 55938 0 0 NVIDIA CORP COM 67066G104 227 9828 SH DEFINED 01 9828 0 0 NVIDIA CORP COM 67066G104 1528 66400 SH DEFINED 01 02 0 66400 0 NVIDIA CORP COM 67066G104 877 38100 SH DEFINED 01 03 0 38100 0 NYFIX INC COM 670712108 575 90534 SH DEFINED 01 90534 0 0 O`CHARLEY`S COM 670823103 1264 58725 SH DEFINED 01 58725 0 0 OGE ENERGY CORP COM 670837103 72 3386 SH DEFINED 01 3386 0 0 OM GROUP INC COM 670872100 2306 156510 SH DEFINED 01 156510 0 0 OM GROUP INC COM 670872100 77 5246 SH DEFINED 01 02 0 5246 0 OM GROUP INC COM 670872100 43 2906 SH DEFINED 01 03 0 2906 0 OSI PHARMACEUTICALS COM 671040103 1031 32000 SH DEFINED 01 32000 0 0 OSI PHARMACEUTICALS COM 671040103 2 60 SH DEFINED 01 02 0 60 0 OSI PHARMACEUTICALS COM 671040103 45 1383 SH DEFINED 01 03 0 1383 0 OAK HILL FINANCIAL INC COM 671337103 516 20600 SH DEFINED 01 20600 0 0 OAK HILL FINANCIAL INC COM 671337103 63 2519 SH DEFINED 01 02 0 2519 0 OAK HILL FINANCIAL INC COM 671337103 45 1800 SH DEFINED 01 03 0 1800 0 OAK TECHNOLOGY COM 671802106 660 106300 SH DEFINED 01 106300 0 0 OAK TECHNOLOGY COM 671802106 3 520 SH DEFINED 01 02 0 520 0 OAKLEY INC COM 673662102 4248 360900 SH DEFINED 01 360900 0 0 OAKLEY INC COM 673662102 3 250 SH DEFINED 01 02 0 250 0 OCCIDENTAL PETROLEUM COM 674599105 8409 250640 SH DEFINED 01 250640 0 0 OCCIDENTAL PETROLEUM COM 674599105 2937 87535 SH DEFINED 01 03 0 87535 0 OCCIDENTAL PETROLEUM COM 674599105 613 18284 SH DEFINED 01 13 0 18284 0 OCEANEERING INT`L COM 675232102 1780 69684 SH DEFINED 01 69684 0 0 OCEANEERING INT`L COM 675232102 109 4286 SH DEFINED 01 02 0 4286 0 OCEANEERING INT`L COM 675232102 61 2403 SH DEFINED 01 03 0 2403 0 OCULAR SCIENCES COM 675744106 3191 160800 SH DEFINED 01 160800 0 0 ODYSSEY HEALTHCARE COM 67611V101 1678 45350 SH DEFINED 01 45350 0 0 ODYSSEY HEALTHCARE COM 67611V101 166 4500 SH DEFINED 01 02 0 4500 0 ODYSSEY RE HOLDING. COM 67612W108 3367 159505 SH DEFINED 01 319010 0 0 ODYSSEY RE HOLDING. COM 67612W108 52 2440 SH DEFINED 01 02 0 4880 0 ODYSSEY RE HOLDING. 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