13F-HR 1 a2158411z13f-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: 3/31/2005 ----------------------- 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 5/16/2005 ------------------------------- ----------------- ------------- /s/ D. Christian Southwick New York, NY 5/16/2005 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: 1637 -------------------- Form 13F Information Table Value Total: 45,445,410.31 -------------------- (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

ADESA INC. -REG.- COM 00686U104 118.20 5,060 SH SOLE X ADTRAN INC. COM 00738A106 40.48 2,295 SH SOLE X ADVANCE AUTO PARTS INC. COM 00751Y106 204.73 4,058 SH SOLE X ADVANCED PHOTONIX INC. -A- CL A 00754E107 118.50 50,000 SH SOLE X AEROPOSTALE INC. COM 007865108 100.61 3,072 SH SOLE X AEGON N.V.-N.J.SHARES ORD AMER REG 007924103 13.46 1,000 SH SOLE X ADVANTA CORP. CL.A CL A 007942105 1,260.48 60,600 SH SOLE X ADVENT SOFTWARE INC. COM 007974108 14.07 774 SH SOLE X AETNA INC. COM 00817Y108 35,950.59 479,661 SH SOLE X AFFILIATED COMP. - CLASS A - CL A 008190100 6,675.87 125,392 SH SOLE X 1,25%*AFFILIATED MAN.CV08/33FL DBCV 2/2 008252AE8 1,170,549.44 8,342,000 SH SOLE X AFFYMETRIX INC. COM 00826T108 170.81 3,990 SH SOLE X AFFORDABLE RESID. COMMUNIT.INC. COM 008273104 306.76 24,250 SH SOLE X AGILENT TECHNOLOGIES INC. COM 00846U101 7,851.05 353,651 SH SOLE X AGNICO-EAGLE MINES LTD. COM 008474108 12.80 880 SH SOLE X AGILYSYS INC. COM 00847J105 47.18 2,400 SH SOLE X AIR PRODUCTS & CHEMICALS PLC COM 009158106 21,872.01 345,584 SH SOLE X AIRTRAN HOLDINGS INC. COM 00949P108 42.82 4,732 SH SOLE X AKAMAI TECHNOLOGIES INC. COM 00971T101 26.15 2,054 SH SOLE X AKZO NOBEL N.V. ADR'S SPONSORED ADR 010199305 18.16 395 SH SOLE X ALASKA AIR GROUP INC. COM 011659109 41.86 1,422 SH SOLE X ALBERTO CULVER CO. CL.B COM 013068101 6,559.98 137,066 SH SOLE X ALCAN INC. COM 013716105 4.17 110 SH SOLE X ALCOA INC. COM 013817101 49,792.68 1,638,456 SH SOLE X ALCATEL S.A. (SPONS.ADR'S) SPONSORED ADR 013904305 24.56 2,035 SH SOLE X ALEXANDER & BALDWIN INC. COM 014482103 127.72 3,100 SH SOLE X ALEXION PHARMACEUTICALS INC. COM 015351109 0.69 32 SH SOLE X ALLEGHENY ENERGY INC. COM 017361106 2,111.58 102,206 SH SOLE X ALLEGHENY TECHNOLOGIES INC. COM 01741R102 4,326.20 179,436 SH SOLE X ALLERGAN INC. COM 018490102 8,444.50 121,556 SH SOLE X ALLIANCE DATA SYSTEMS CORP. COM 018581108 78.70 1,948 SH SOLE X ALLIANT ENERGY CORP. COM 018802108 171.77 6,414 SH SOLE X ALLIANT TECHSYSTEMS INC. COM 018804104 184.77 2,586 SH SOLE X ALLIANZ -V.NAM.-(SP.ADRS) 1/10 SP ADR 1/10 SHR 018805101 197.73 15,545 SH SOLE X ALLIED CAPITAL CORP.(NEW) COM 01903Q108 641.75 24,588 SH SOLE X ALLIED WASTE INDUSTRIES INC. COM NEW 019589308 1,829.39 250,258 SH SOLE X ALLMERICA FINANCIAL CORP. COM 019754100 105.91 2,946 SH SOLE X ALLOY INC. COM 019855105 441.00 75,000 SH SOLE X ALLSCRIPTS HEALTHCARE SOL.INC. COM 01988P108 14.30 1,000 SH SOLE X THE*ALLSTATE CORP. COM 020002101 35,837.29 662,917 SH SOLE X ALLTEL CORP. COM 020039103 13,962.01 254,549 SH SOLE X ALTERA CORP. COM 021441100 4,060.38 205,277 SH SOLE X ALTEON INC. COM 02144G107 0.12 200 SH SOLE X ALTRIA GROUP INC. COM 02209S103 296,187.80 4,529,558 SH SOLE X AMAZON COM.INC. COM 023135106 5,930.12 173,041 SH SOLE X AMBAC FINANCIAL GROUP INC. COM 023139108 9,677.36 129,463 SH SOLE X AMERADA HESS CORP. COM 023551104 3,696.20 38,418 SH SOLE X AMERCO COM 023586100 101.86 2,200 SH SOLE X AMEREN CORP. COM 023608102 13,031.71 265,899 SH SOLE X AMERICA MOVIL-L-SP.ADR'S SPON ADR L SHS 02364W105 34.06 660 SH SOLE X AMERICA ONLINE LATIN AMER.INC CL A 02365B100 0.04 300 SH SOLE X

AMER.ACCESS TECHNOLOGIES INC. COM 02368F108 1.27 800 SH SOLE X AMERICAN ELECTRIC POWER CO. COM 025537101 9,556.42 280,576 SH SOLE X AMERICAN EAGLE OUTFITTERS INC. COM 02553E106 334.51 11,320 SH SOLE X AMERICAN EXPRESS CO. COM 025816109 225,885.60 4,397,228 SH SOLE X AMERICAN FINANCIAL GROUP INC. COM 025932104 1,023.24 33,222 SH SOLE X AMERICAN GREET.CORP. CLASS A CL A 026375105 97.03 3,808 SH SOLE X AMERICAN ITL.GROUP COM 026874107 210,976.79 3,807,558 SH SOLE X 0%*AMER.INT.GRP CV 06/31 ZERO DBCV 11/0 026874AP2 198,000.00 3,000,000 SH SOLE X AMERICAN PHARMA PARTNERS INC. COM 02886P109 154.03 2,977 SH SOLE X AMERICAN POW.CONV.CORP. COM 029066107 9,647.34 368,923 SH SOLE X AMER.STANDARD COMPANIES INC. COM 029712106 13,052.42 280,818 SH SOLE X AMER.SUPERCONDUCTOR CORP. COM 030111108 32.93 3,300 SH SOLE X AMERICAN TECHNOLOGY CORP. COM NEW 030145205 1,136.80 140,000 SH SOLE X AMERICREDIT CORP. COM 03060R101 7,228.57 308,386 SH SOLE X AMERISTAR CASINOS INC. COM 03070Q101 97.39 1,781 SH SOLE X AMERUS GROUP CO. -A- COM 03072M108 102.82 2,176 SH SOLE X AMERISOURCEBERGEN CORP. COM 03073E105 5,875.61 102,559 SH SOLE X AMERITRADE HOLDING CORP. COM 03074K100 13.02 1,275 SH SOLE X AMETEK INC. COM 031100100 189.66 4,712 SH SOLE X AMGEN INC. COM 031162100 75,192.53 1,291,746 SH SOLE X 5.75 AMKOR 06 SCVN NOTE 5.750% 6/0 031652AN0 94,750.00 1,000,000 PRN SOLE X AMPHENOL CORP. -A- CL A 032095101 49.12 1,326 SH SOLE X AMSOUTH BANCORPORATION COM 032165102 2,396.64 92,356 SH SOLE X AMYLIN PHARMACEUTICALS INC. COM 032346108 123.83 7,080 SH SOLE X ANADARKO PETROCEUM CORP. COM 032511107 19,345.76 254,215 SH SOLE X ANADIGCS INC. COM 032515108 309.60 215,000 SH SOLE X ANALOG DEVICES INC. COM 032654105 18,270.97 505,561 SH SOLE X ANAREN INC. COM 032744104 1.21 100 SH SOLE X ANDREW CORP. COM 034425108 1,324.13 113,077 SH SOLE X ANGLO AMERICAN PLC SP. ADR'S SPONSORED ADR 03485P102 0.38 16 SH SOLE X ANGIOTECH PHARMACEUTICALS INC. COM 034918102 49.12 3,200 SH SOLE X ANGLOGOLD LTD.-SP.ADRS 1/2- SPONSORED ADR 035128206 239.43 6,950 SH SOLE X ANHEUSER BUSCH COS.INC. COM 035229103 67,567.90 1,425,784 SH SOLE X ANN TAYLOR STORES CORP. COM 036115103 99.70 3,896 SH SOLE X ANSYS INC. COM 03662Q105 98.08 2,867 SH SOLE X ANTHRACITE CAPITAL INC. COM 037023108 240.84 21,619 SH SOLE X ANTIGENICS INC.(DEL.) COM 037032109 14.74 2,200 SH SOLE X AON CORP. COM 037389103 4,971.40 217,662 SH SOLE X APACHE CORP. COM 037411105 20,163.83 329,313 SH SOLE X APOLLO GROUP INC.-A- CL A 037604105 7,511.46 101,424 SH SOLE X APOGEE TECHNOLOGY INC. COM 03760F100 87.12 44,000 SH SOLE X APPLE COMPUTER INC. COM 037833100 133,165.74 3,195,722 SH SOLE X APPLEBEE'S INTERNATIONAL COM 037899101 123.36 4,476 SH SOLE X APRIA HEALTHCARE GROUP INC. COM 037933108 85.90 2,676 SH SOLE X APPLERA CORP. -APPL. BIOSYST.- COM AP BIO GRP * 038020103 6,287.88 318,535 SH SOLE X APPLERA CORP. -CELERA GR.- COM CE GEN GRP 038020202 431.70 42,117 SH SOLE X APPLIED DIGITAL SOLUT. -REG.- COM NEW 038188306 12.11 3,500 SH SOLE X APPLIED MATERIALS INC. COM 038222105 42,396.20 2,608,997 SH SOLE X APPLIED MICRO CIRCUITS COM 03822W109 904.24 275,682 SH SOLE X AQUA AMERICA INC. COM 03836W103 62.70 2,574 SH SOLE X AQUILA INC. (DEL.) COM 03840P102 51.12 13,346 SH SOLE X

ARCH COAL INC. COM 039380100 48.30 1,123 SH SOLE X ARCHER DANIELS-MIDLAND CO COM 039483102 20,195.98 821,643 SH SOLE X ARES CAPITAL COM 04010L103 8,621.46 525,699 SH SOLE X ARIBA COM NEW 04033V203 20.53 2,645 SH SOLE X AROTECH CORP. -REG.- COM 042682104 88.40 63,600 SH SOLE X ARRIS GROUP INC. COM 04269Q100 4.49 650 SH SOLE X 0%*ARROW ELECTRONICS CV 06/21 DBCV 2/2 042735AY6 525,937.50 9,900,000 SH SOLE X ARVINMERITOR INC. COM 043353101 554.85 35,866 SH SOLE X ASCENTIAL SOFTWARE CORP. COM NEW 04362P207 32.09 1,732 SH SOLE X ASHLAND INC. COM 044204105 2,884.48 42,752 SH SOLE X ASSOCIATED BANC-CORP. COM 045487105 223.17 7,146 SH SOLE X ASTORIA FINANCIAL CORP. COM 046265104 143.45 5,670 SH SOLE X ASTRAZENECA PLC (SP.ADR'S)3 SPONSORED ADR 046353108 837.25 21,180 SH SOLE X ATHEROGENICS INC. COM 047439104 654.50 50,000 SH SOLE X ATLAS AMERICA INC. COM 049167109 45.39 1,255 SH SOLE X ATMEL CORP. COM 049513104 268.40 90,984 SH SOLE X AUTHENTIDATE HOLDING CORP. COM 052666104 11.97 3,000 SH SOLE X AUTODESK INC. COM 052769106 3,652.80 122,742 SH SOLE X AUTOMA.DATA PROCES.INC. -SPLIT- COM 053015103 35,278.29 784,834 SH SOLE X AUTONATION INC. COM 05329W102 3,488.79 184,202 SH SOLE X AUTOZONE INC. COM 053332102 8,215.63 95,865 SH SOLE X AVANEX CORP. COM 05348W109 1,313.00 1,010,000 SH SOLE X AVANT IMMUNOTHERAPEUTICS INC. COM 053491106 0.90 550 SH SOLE X AVAYA INC. COM 053499109 5,343.87 457,523 SH SOLE X AVERY DENNISON CORP. COM 053611109 6,967.00 112,498 SH SOLE X AVNET INC. COM 053807103 66.50 3,610 SH SOLE X AVOCENT CORP. COM 053893103 44.19 1,722 SH SOLE X AVON PRODUCTS INC. COM 054303102 21,996.32 512,257 SH SOLE X AXA S.A.SP.ADR'S 1/2 SPONSORED ADR 054536107 88.15 3,304 SH SOLE X AXONYX INC. COM 05461R101 1.23 1,000 SH SOLE X BB&T CORP. COM 054937107 6,494.43 166,183 SH SOLE X BASF AG (SP.ADR'S) SPONSORED ADR 055262505 71.96 1,020 SH SOLE X BJ SERVICES CO. COM 055482103 5,685.11 109,582 SH SOLE X BJ'S WHOLESALE CLUB INC. COM 05548J106 119.15 3,836 SH SOLE X BP PLC -ADR'S- SPONSORED ADR 055622104 35,665.34 571,560 SH SOLE X BP PRUDHOE BAY ROYALTY TRUST UNIT BEN INT 055630107 114.12 1,635 SH SOLE X BT GROUP PLC -SP.ADR'S10- ADR 05577E101 23.17 595 SH SOLE X BMC SOFTWARE INC. COM 055921100 5,053.98 336,932 SH SOLE X BAKER HUGHES INC. COM 057224107 12,669.68 284,776 SH SOLE X BALDWIN TECHNOLOGY CO. INC.-A- CL A 058264102 1.20 500 SH SOLE X BALLARD POWER SYSTEMS INC. COM 05858H104 33.61 6,500 SH SOLE X BCO.BILBAO VIZ.ARGENT.SP. ADR'S SPONSORED ADR 05946K101 32.05 1,970 SH SOLE X BCO.ITAU -PFD- -SP. ADR'S-500 SP ADR 500 PFD 059602201 24.35 300 SH SOLE X BCO.SANTAND.CENT.HISP. -ADR'S- ADR 05964H105 90.02 7,403 SH SOLE X BANCORPSOUTH INC. COM 059692103 846.24 41,000 SH SOLE X BANDAG INC. -A- CL A 059815308 6,295.13 148,400 SH SOLE X BANK OF AMERICA CORP. COM 060505104 470,226.92 10,662,742 SH SOLE X BANK OF HAWAII CORP. COM 062540109 133.61 2,952 SH SOLE X BK.OF NEW YORK CO.INC. COM 064057102 73,774.31 2,539,563 SH SOLE X BANTA CORP. COM 066821109 58.89 1,376 SH SOLE X C.R.*BARD INC. COM 067383109 11,565.02 169,874 SH SOLE X

BARNES & NOBLE INC. COM 067774109 138.03 4,002 SH SOLE X BARRICK GOLD CORP. COM 067901108 119.80 5,000 SH SOLE X BARR LABORATORIES INC. COM 068306109 331.21 6,783 SH SOLE X BAUSCH & LOMB INC. COM 071707103 8,351.73 113,939 SH SOLE X BAXTER INTERNATIONAL COM 071813109 34,565.37 1,017,227 SH SOLE X BAYER AG ADR 072730302 16.55 500 SH SOLE X BBVA BCO.FRANCES (SP.ADR'S) SPONSORED ADR 07329M100 430.16 68,280 SH SOLE X BEACON POWER CORP. COM 073677106 1,751.00 1,700,000 SH SOLE X BEAR STEARNS COS.INC. COM 073902108 10,279.91 102,902 SH SOLE X BEAZER HOMES USA INC. COM 07556Q105 11,115.94 222,943 SH SOLE X BEBE STORES INC. COM 075571109 136.72 4,027 SH SOLE X BECKMAN COULTER INC. COM 075811109 226.99 3,416 SH SOLE X BECTON,DICKINSON & CO. COM 075887109 25,425.84 435,225 SH SOLE X BED BATH & BEYOND INC. COM 075896100 5,042.48 137,999 SH SOLE X BELLSOUTH CORP. COM 079860102 40,798.45 1,551,862 SH SOLE X BELO CORP.CL.A SER A 080555105 143.05 5,926 SH SOLE X BEMIS INC. COM 081437105 2,929.82 94,146 SH SOLE X BENCHMARK ELECTRONICS INC. COM 08160H101 18.21 572 SH SOLE X BERKLEY W.R. CORP. COM 084423102 530.62 16,047 SH SOLE X BERKSHIRE HATHAWAY INC. CL.A CL A 084670108 522.00 6 SH SOLE X BERKSHIRE HATHAWAY INC. -B- CL B 084670207 2,319.07 812 SH SOLE X BHP LTD. -ADR'S-/2 SPONSORED ADR 088606108 91.13 3,257 SH SOLE X BIG 5 SPORTING GOODS CORP. COM 08915P101 71.63 2,900 SH SOLE X BIG LOTS INC. COM 089302103 1,397.40 116,256 SH SOLE X BIOMET INC. COM 090613100 8,274.84 227,957 SH SOLE X BIOMARIN PHARMACEUTICAL INC. COM 09061G101 7.98 1,550 SH SOLE X BIOGEN IDEC COM 09062X103 13,428.84 389,129 SH SOLE X BIOPURE CORP. CL A 09065H105 0.33 1,000 SH SOLE X BIOSPHERE MEDICAL INC. COM 09066V103 0.40 100 SH SOLE X BIOTECH HOLDERS TRUST DEP. DEPOSTRY RCPTS 09067D201 70.40 500 SH SOLE X BIOLASE TECHNOLOGY INC. COM 090911108 42.50 5,000 SH SOLE X THE*BLACK & DECKER CORP. COM 091797100 6,505.14 82,354 SH SOLE X BLACK BOX CORP. COM 091826107 76.47 2,044 SH SOLE X BLACK HILLS CORP. COM 092113109 59.26 1,792 SH SOLE X H.&R.*BLOCK INC. COM 093671105 13,086.87 258,736 SH SOLE X BLOCKBUSTER -B- CL B 093679207 30.03 3,592 SH SOLE X BLYTH INC. COM 09643P108 61.83 1,942 SH SOLE X BOB EVANS FARMS INC. COM 096761101 45.77 1,952 SH SOLE X BOEING CO. COM 097023105 56,432.02 965,310 SH SOLE X BOOKHAM INC. COM 09856E105 63.60 19,937 SH SOLE X BORDERS GROUP INC. COM 099709107 110.31 4,144 SH SOLE X BORGWARNER INC. COM 099724106 160.11 3,289 SH SOLE X BOSTON SCIENTIFIC CORP. COM 101137107 61,256.34 2,091,374 SH SOLE X BOWATER INC. COM 102183100 0.98 26 SH SOLE X BOYD GAMING COM 103304101 284.58 5,457 SH SOLE X BRASIL TELECOM PARTICIP. SP.ADR SPONS ADR PFD 105530109 25.83 791 SH SOLE X THE BRAZIL FUND INC. COM 105759104 5,373.58 158,000 SH SOLE X BRAZILIAN EQUITY FUND INC. COM 105884100 6.00 645 SH SOLE X BRILLIAN CORP. -REGIST.- COM 10949P107 708.00 400,000 SH SOLE X BRILL.CHINA AUT. (SP.ADR'S) SPONSORED ADR 10949Q105 0.53 30 SH SOLE X BRINKER INTERNAT.INC. COM 109641100 256.69 7,087 SH SOLE X

BRINK'S CO. COM 109696104 108.37 3,132 SH SOLE X BRISTOL-MYERS SQUIBB CO. COM 110122108 26,989.56 1,060,077 SH SOLE X BRITESMILE INC. COM NEW 110415205 124.95 35,000 SH SOLE X BROADCOM CORP.-A- CL A 111320107 4,751.80 158,817 SH SOLE X BROADVISION INC. COM NEW 111412607 3.83 2,250 SH SOLE X BROADWING CORP. COM 11161E101 3,355.06 810,400 SH SOLE X BROOKFIELD HOMES COM 112723101 100.38 2,378 SH SOLE X BROWN & BROWN INC. COM 115236101 158.37 3,436 SH SOLE X BROWN-FORMAN CORP.CL. -B-SPLIT CL B 115637209 8,004.45 146,200 SH SOLE X BRUNSWICK CORP. COM 117043109 7,372.55 157,365 SH SOLE X BUCKEYE TECHNOLOGIES INC. COM 118255108 28.08 2,600 SH SOLE X BUFFALO WILD WINGS COM 119848109 37.83 1,000 SH SOLE X BUILDING MATERIALS HLDG CORP. COM 120113105 96.83 2,177 SH SOLE X BURLINGTON NORTH.SANTA FE COM 12189T104 33,216.62 615,921 SH SOLE X BURLINGTON RESOURCES INC. COM 122014103 13,737.61 274,368 SH SOLE X CBRL GROUP INC. COM 12489V106 137.20 3,322 SH SOLE X CB RICHARD ELLIS GROUP -A- CL A 12497T101 49.20 1,406 SH SOLE X CDW CORP. COM 12512N105 131.21 2,315 SH SOLE X CFC INTERNATIONAL INC. COM 125252106 3,919.59 177,277 SH SOLE X CIGNA CORP. COM 125509109 19,160.74 214,566 SH SOLE X CIT GROUP INC. NEW COM 125581108 11,229.91 295,524 SH SOLE X CKE RESTAURANTS INC. COM 12561E105 562.68 35,500 SH SOLE X CLECO CORP. (NEW) COM 12561W105 807.27 37,900 SH SOLE X CMGI INC. COM 125750109 3.13 1,525 SH SOLE X CMS ENERGY CORP. COM 125896100 1,918.04 147,089 SH SOLE X CSK AUTO CORP. -REG.- COM 125965103 53.96 3,057 SH SOLE X CNF INC. COM 12612W104 86.66 1,852 SH SOLE X CSG SYSTEMS INT.INC. COM 126349109 26.88 1,650 SH SOLE X CSX CORP. COM 126408103 12,619.12 302,980 SH SOLE X C.T.S.CORP. COM 126501105 8.65 665 SH SOLE X CVS CORP. COM 126650100 12,029.04 228,602 SH SOLE X CV THERAPEUTICS INC. COM 126667104 20.36 1,000 SH SOLE X CABELA*S INC. -REG.- COM 126804301 2,063.00 100,000 SH SOLE X CABLE AND WIRELESS PLC ADR'S SPONSORED ADR 126830207 5,329.69 732,100 SH SOLE X CABOT CORP. COM 127055101 66,839.54 1,999,388 SH SOLE X CABOT OIL & GAS CORP. -A- COM 127097103 55.15 1,500 SH SOLE X CABOT MICROELECTRONICS CORP. COM 12709P103 71.36 2,274 SH SOLE X CADENCE DESIGN SYSTEM INC. COM 127387108 170.00 11,371 SH SOLE X CAESARS ENTMT. INC. -REG- COM 127687101 448.46 22,661 SH SOLE X CAL DIVE INTERNATIONAL INC. COM 127914109 51.55 1,138 SH SOLE X CALLAWAY GOLF CO. COM 131193104 132.04 10,316 SH SOLE X CALPINE CORP. COM 131347106 12,102.36 4,322,272 SH SOLE X CAMBIOR INC. COM 13201L103 34.72 16,000 SH SOLE X CAMPBELL SOUP CO. COM 134429109 14,038.08 483,738 SH SOLE X CANTEL MEDICAL CORP. COM 138098108 103.10 3,560 SH SOLE X CANYON RESOURCES CORP. COM NEW 138869300 144.00 200,000 SH SOLE X CAPITAL ONE FINANC. -SPLIT- COM 14040H105 18,024.88 241,071 SH SOLE X CAPSTONE TURBINE CORP. COM 14067D102 1.88 1,214 SH SOLE X CARDINAL HEALTH INC. COM 14149Y108 32,710.85 586,216 SH SOLE X CARDIOTECH INTERNAT COM 14160C100 380.00 200,000 SH SOLE X CAREMARK RX INC. COM 141705103 29,776.48 748,529 SH SOLE X

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EATON VANCE CORP. (NON-VTG) NON VTG 278265103 181.99 7,764 SH SOLE X EBAY INC. COM 278642103 50,590.73 1,357,776 SH SOLE X 5,75%*ECHOSTAR COMM. CV04/08 NOTE 5.750% 5/1 278762AG4 2,696,200.00 27,200,000 PRN SOLE X ECOLAB INC. COM 278865100 11,119.84 336,455 SH SOLE X EDGAR ONLINE INC. COM 279765101 287.10 90,000 SH SOLE X EDISON INTERNATIONAL COM 281020107 38,488.99 1,108,554 SH SOLE X EDUCATE COM 28138P100 465.48 33,560 SH SOLE X EDUCATION MANAGEMENT CORP. COM 28139T101 105.09 3,760 SH SOLE X A.G.*EDWARDS INC. COM 281760108 188.07 4,198 SH SOLE X EDWARDS LIFESCIENCES CORP. COM 28176E108 142.11 3,288 SH SOLE X 8 X 8 INC. COM 282914100 543.08 325,200 SH SOLE X EL PASO CORP. COM 28336L109 8,285.29 783,109 SH SOLE X ELAN CORP.PLC ADR'S ADR 284131208 571.85 176,497 SH SOLE X ELECTRONIC ARTS INC. COM 285512109 9,078.28 175,324 SH SOLE X ELECTRONIC DATA SYSTEMS CORP. COM 285661104 8,917.86 431,440 SH SOLE X ELITE PHARMACEUTICALS INC. CL A NEW 28659T200 440.00 100,000 SH SOLE X EMAGIN CORP. COM 29076N107 24.55 26,974 SH SOLE X EM.EM.BRAS.D.AERON. (SP.ADRS) SP ADR PFD SHS 29081M102 184,760.30 5,902,885 SH SOLE X EMBRATEL PARICIP.PFD (ADR'S) SP ADR PFD NEW 29081N209 49.38 6,059 SH SOLE X EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 14.89 1,150 SH SOLE X EMERGE INTERACTIVE INC. CL.A CL A 29088W103 148.93 175,210 SH SOLE X EMERSON ELECTRIC CO. COM 291011104 35,845.65 552,066 SH SOLE X EMISPHERE TECHNOLOGIES INC. COM 291345106 954.20 260,000 SH SOLE X EMMIS COMM.CORP.CL.A CL A 291525103 54.39 2,830 SH SOLE X EMPRESAS SOC.CONTROL. -ADR'S- SPONSORED ADR 292448107 222.30 95,000 SH SOLE X ENCORE ACQUISITION CO. COM 29255W100 100.73 2,439 SH SOLE X ENDEAVOR INTERNATIONAL CORP. COM 29259G101 174.50 50,000 SH SOLE X ENERGY CONVERSION DEVICES INC. COM 292659109 2,273.00 100,000 SH SOLE X ENERGY EAST CORP. COM 29266M109 212.64 8,110 SH SOLE X ENERGIZER HOLDINGS INC. COM 29266R108 233.46 3,904 SH SOLE X ENERSIS S.A.(SPONS.ADR'S) 50 SPONSORED ADR 29274F104 3.81 453 SH SOLE X ENGELHARD CORP. COM 292845104 5,517.20 183,723 SH SOLE X ENGINEERED SUPPORT SYSTEMS INC COM 292866100 60.51 1,696 SH SOLE X ENTERASYS NETWORKS INC. COM 293637104 1.68 1,200 SH SOLE X ENTERCOM COMM.CLASS A CL A 293639100 86.53 2,436 SH SOLE X ENTERGY CORP. COM 29364G103 21,220.05 300,312 SH SOLE X ENTERPRISE PRODS PARTN. -UNITS- COM 293792107 311.43 12,118 SH SOLE X ENTRUST INC. COM 293848107 0.03 8 SH SOLE X ENZON PHARMACEUTICALS INC. COM 293904108 163.96 16,090 SH SOLE X EQUIFAX INC. COM 294429105 6,403.59 208,654 SH SOLE X EQUITABLE RESOURCES INC. COM 294549100 173.24 3,016 SH SOLE X EQUITY LIFESTYLE PROPERT. INC. COM 29472R108 114.25 3,241 SH SOLE X EQUITY OFFICE PROPERTIES TRUST COM 294741103 4,404.95 146,198 SH SOLE X EQUITY RESIDENTIAL -BENEF.INT- SH BEN INT 29476L107 4,260.58 132,275 SH SOLE X ERICSSON -B- ADR'S ADR B SEK 10 294821608 2,293.22 81,320 SH SOLE X ERIE INDEMNITY-A CL A 29530P102 115.19 2,210 SH SOLE X ESCALON MEDICAL CORP. COM NEW 296074305 4.96 934 SH SOLE X ESPEED INC. CL.A CL A 296643109 26.86 2,920 SH SOLE X EXELON CORP. COM 30161N101 38,255.97 833,645 SH SOLE X EXELIXIS INC. COM 30161Q104 7.80 1,150 SH SOLE X EXPRESS SCRIPTS -A- COM 302182100 7,561.90 86,729 SH SOLE X

EXTREME NETWORKS INC. COM 30226D106 1.86 316 SH SOLE X EXXON MOBIL CORP. COM 30231G102 452,046.93 7,584,680 SH SOLE X FLIR SYSTEMS INC. COM 302445101 12.12 400 SH SOLE X FMC TECHNOLOGIES INC. COM 30249U101 125.22 3,774 SH SOLE X FPL GROUP INC. COM 302571104 19,610.42 488,429 SH SOLE X FAIR,ISAAC & CO. INC. COM 303250104 66.81 1,940 SH SOLE X FAIRCHILD SEMICON.INTL. CORP.-A COM 303726103 81.95 5,346 SH SOLE X FAMILY DOLLAR STORES INC. COM 307000109 8,365.27 275,536 SH SOLE X FED.HOME LOAN MTG. COM 313400301 358,654.00 5,674,905 SH SOLE X FANNIE MAE COM 313586109 725,534.49 13,324,784 SH SOLE X FEDERAL SIGNAL CORP. COM 313855108 40.29 2,656 SH SOLE X FEDERATED DEPARTMENT STORES COM 31410H101 5,911.33 92,887 SH SOLE X FEDERATED INVESTORS INC. (PA.) CL B 314211103 4,464.43 157,698 SH SOLE X FEDEX CORP. COM 31428X106 33,005.01 351,304 SH SOLE X F5 NETWORKS INC. COM 315616102 104.11 2,062 SH SOLE X FIDELITY NATIONAL FINANCL.INC. COM 316326107 8,986.36 272,810 SH SOLE X FINISH LINE INC., THE -A- CL A 317923100 54.33 2,347 SH SOLE X FIRST AMERICAN CORP. COM 318522307 148.30 4,502 SH SOLE X FIRST DATA CORP. COM 319963104 23,069.35 586,857 SH SOLE X FIRST HORIZON NATIONAL CORP. COM 320517105 2,613.37 64,069 SH SOLE X FIRST NIAG.FINL.NEW -REG.- COM 33582V108 893.00 67,600 SH SOLE X FISERV INC. COM 337738108 4,369.76 109,793 SH SOLE X FIRSTMERIT CORP. COM 337915102 124.27 4,644 SH SOLE X FIRSTENERGY CORP. COM 337932107 17,957.33 428,065 SH SOLE X FISHER SCIENTIFIC INTL INC. COM NEW 338032204 10,828.23 190,236 SH SOLE X FIVE STAR QUALITY CARE INC. COM 33832D106 0.42 50 SH SOLE X FLEETWOOD ENTERPRISES INC. COM 339099103 8.70 1,000 SH SOLE X FLORIDA ROCK INDUSTRIES INC. COM 341140101 23.53 400 SH SOLE X FLUOR CORP.(NEW) COM 343412102 4,560.89 82,282 SH SOLE X FLOWSERVE CORP. COM 34354P105 78.96 3,052 SH SOLE X FOCUS ENHANCEMENTS INC. COM 344159108 157.10 158,684 SH SOLE X FOOT LOCKER INC. COM 344849104 258.75 8,831 SH SOLE X FORD MOTOR CO. COM PAR $0.01 345370860 35,763.85 3,156,562 SH SOLE X FORD MOTOR C.C.TR.II 6,5% PFD PFD TR CV6.5% 345395206 39.45 870 SH SOLE X FOREST LABORATORIES INC. COM 345838106 21,085.59 570,652 SH SOLE X FORTUNE BRANDS INC. COM 349631101 19,048.27 236,243 SH SOLE X FOSSIL INC. COM 349882100 77.78 3,000 SH SOLE X FOUNDATION COAL -REG.- COM 35039W100 6.00 255 SH SOLE X FRANCE TELECOM S.A. ADR'S SPONSORED ADR 35177Q105 1,504.10 50,355 SH SOLE X FRANKLIN RESOURCES INC. COM 354613101 34,684.11 505,231 SH SOLE X FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 11,948.71 301,659 SH SOLE X FREESCALE SEMICOND. INC. CL.B CL B 35687M206 6,933.19 401,924 SH SOLE X FREMONT GENERAL COM 357288109 315.58 14,351 SH SOLE X FRESEN.MED.CARE SPONS.ADR'S SPONSORED ADR 358029106 2,065.68 76,000 SH SOLE X FUJI PHOTO FILM ADR'S ADR 359586302 9.88 270 SH SOLE X FUTUREMEDIA PLC (SP.ADR'S) SPONSORED ADR 360912109 236.04 621,006 SH SOLE X FURNITURE BRANDS INTERNAT.INC. COM 360921100 113.85 5,220 SH SOLE X GATX CORP. COM 361448103 90.61 2,730 SH SOLE X GSI COMMERCE INC. COM 36238G102 0.91 67 SH SOLE X GALLAGHER & CO.,ARTHUR J. COM 363576109 537.75 18,672 SH SOLE X GALLAHER GROUP PLC (SP.ADR'S) SPONSORED ADR 363595109 6,525.36 114,500 SH SOLE X

GANNETT CO.INC. COM 364730101 26,617.22 336,586 SH SOLE X GAP INC. COM 364760108 3,334.86 152,695 SH SOLE X GARTNER INC.CL.A COM 366651107 45.06 4,708 SH SOLE X GATEWAY INC. COM 367626108 2,834.81 703,428 SH SOLE X GEN-PROBE INC.(NEW) COM 36866T103 122.54 2,750 SH SOLE X GEMSTAR-TV GUIDE INTL.INC. COM 36866W106 48.32 11,108 SH SOLE X GENAISSANCE PHARMACEUTIC. INC. COM 36867W105 57.99 46,431 SH SOLE X GENCORP.INC. COM 368682100 80.00 4,000 SH SOLE X GENENTECH INC. COM NEW 368710406 593.16 10,478 SH SOLE X GENERAL DYNAMICS CORP. COM 369550108 34,896.37 325,982 SH SOLE X GENERAL ELECTRIC CO. COM 369604103 790,274.08 21,915,532 SH SOLE X GENERAL MILLS INC. COM 370334104 14,779.31 300,698 SH SOLE X 0%*GENERAL MILLS CV05/22-ZO- DBCV 10/2 370334AU8 93,909.38 1,325,000 SH SOLE X GENERAL MOTORS CORP. COM 370442105 32,400.33 1,102,427 SH SOLE X GENL.MOT.6,25% S.DEB CON.C7/33 DEB SR CV C 33 370442717 4,160.00 200,000 SH SOLE X GENL.MOT.5 1/4%PFD-B- DEB SR CONV B 370442733 620.18 33,200 SH SOLE X GENTEX CORP. COM 371901109 58.57 3,672 SH SOLE X GENITOPE CORP. COM 37229P507 1,562.50 125,000 SH SOLE X GENTA INC. COM NEW 37245M207 1.08 960 SH SOLE X GENUINE PARTS CO. COM 372460105 12,333.46 283,593 SH SOLE X GENZYME CORP.GEN DIV. COM GENL DIV 372917104 8,826.81 154,207 SH SOLE X GEORGIA-PACIFIC CORP. COM 373298108 62,578.49 1,763,271 SH SOLE X GERDAU S.A.(SP.ADR'S) ADR 373737105 33.00 3,000 SH SOLE X GETTY IMAGES INC. COM 374276103 230.68 3,244 SH SOLE X GILEAD SCIENCES INC. COM 375558103 11,690.67 326,555 SH SOLE X THE*GILLETTE CO. COM 375766102 81,364.72 1,611,821 SH SOLE X GLAMIS GOLD LTD. COM 376775102 20.62 1,321 SH SOLE X GLATFELTER COM 377316104 30.39 2,060 SH SOLE X GLIMCHER REALTY TRUST SH BEN INT 379302102 240.79 10,160 SH SOLE X GLOBAL E-POINT INC. -REG.- COM 37940U108 460.29 164,980 SH SOLE X GLOBAL PAYMENTS INC. COM 37940X102 17,741.71 275,108 SH SOLE X GLYCOGENESYS INC. NEW COM NEW 37989P200 11.55 15,000 SH SOLE X GOLD BANC CORP. COM 379907108 30.87 2,200 SH SOLE X GOLD FIELDS LTD. (SP.ADR'S) SPONSORED ADR 38059T106 4,587.50 399,260 SH SOLE X GOLDCORP INC. COM 380956409 42.18 2,968 SH SOLE X GOLDEN WEST FINANCIAL COM 381317106 11,261.29 186,137 SH SOLE X GOLDMAN SACHS GROUP INC. COM 38141G104 59,024.70 536,637 SH SOLE X GOODRICH CORP. COM 382388106 6,173.42 161,228 SH SOLE X GOODRICH PETROLEUM CORP. COM NEW 382410405 21,130.00 1,000,000 SH SOLE X GOODYEAR TIRE & RUBBER COM 382550101 1,140.50 85,431 SH SOLE X GOOGLE INC. -A- CL A 38259P508 8,792.28 48,708 SH SOLE X GRACO INC. COM 384109104 165.80 4,108 SH SOLE X W.W.GRAINGER INC. COM 384802104 8,037.25 129,071 SH SOLE X GRANITE CONSTRUCTION INC. COM 387328107 53.70 2,044 SH SOLE X GRANT PRIDECO INC. COM 38821G101 169.60 7,020 SH SOLE X GREAT ATLANTIC & PACIFIC TEA COM 390064103 5,960.00 400,000 SH SOLE X GREAT LAKES CHEMICAL CORP. COM 390568103 2,640.62 82,211 SH SOLE X GREAT PLAINS ENERGY INC. COM 391164100 9,669.70 316,210 SH SOLE X GREATER BAY BANCORP INC. COM 391648102 68.69 2,814 SH SOLE X GRP. FIN.GALICIA -B- SP. ADRS CP ADR 10 SH B 399909100 6.60 875 SH SOLE X GRUMA SA DE C.V.-B- -ADR'S-4 SPON ADR CL B 400131306 0.75 84 SH SOLE X

GTECH HOLDINGS CORP. COM 400518106 130.17 5,532 SH SOLE X GRP.AEROP.D.SUR.-B- (SP.ADR'S) SPON ADR SER B 40051E202 47.74 1,702 SH SOLE X GUIDANT CORP. COM 401698105 565,655.28 7,654,334 SH SOLE X GUITAR CENTER INC. COM 402040109 32.90 600 SH SOLE X GURUNET COM 403307101 5,109.38 272,500 SH SOLE X HCC INSURANCE HOLDINGS INC. COM 404132102 135.60 3,750 SH SOLE X HDFC BANK LTD.(SP.ADRS)3 ADR REPS 3 SHS 40415F101 1,050.75 25,000 SH SOLE X HNI CORP. COM 404251100 64.23 1,429 SH SOLE X HSBC HOLDINGS PLC SPONS. ADR'S SPON ADR NEW 404280406 59.79 753 SH SOLE X HALLIBURTON CO. COM 406216101 22,453.45 519,155 SH SOLE X HANOVER COMPRESSOR CO. COM 410768105 52.05 4,312 SH SOLE X HANSEN NATURAL CORP. COM 411310105 7,597.96 126,734 SH SOLE X HARKEN ENERGY CORP. COM NEW 412552309 49.00 100,000 SH SOLE X HARLEY-DAVIDSON INC. COM 412822108 17,723.42 306,846 SH SOLE X HARLEYSVILLE GROUP INC. COM 412824104 853.98 43,000 SH SOLE X HARMAN INTERN,INDUSTRIES COM 413086109 321.55 3,635 SH SOLE X HARMONY GOLD MINING ADR'S SPONSORED ADR 413216300 655.50 84,038 SH SOLE X HARRAHS ENTERTAINMENT INC. COM 413619107 3,522.65 54,547 SH SOLE X HARRIS & HARRIS GROUP INC. COM 413833104 24.08 2,000 SH SOLE X HARRIS CORP. COM 413875105 87.96 2,694 SH SOLE X HARSCO CORP. COM 415864107 178.23 2,990 SH SOLE X HARTE-HANKS INC. COM 416196103 109.03 3,956 SH SOLE X HARTFORD FIN.SERV.GROUP COM 416515104 28,561.34 416,589 SH SOLE X HASBRO INC. COM 418056107 3,481.12 170,226 SH SOLE X HAWAIIAN ELECTRIC IND. INC. COM 419870100 113.72 4,456 SH SOLE X HAYES LEMMERZ COM NEW 420781304 208.52 40,100 SH SOLE X HEALTHCARE SERVICES GROUP INC. COM 421906108 34.69 2,146 SH SOLE X HEALTH MANAGEMENT ASSOC. -A- CL A 421933102 6,565.11 250,768 SH SOLE X HEADWATERS INC. COM 42210P102 56.12 1,710 SH SOLE X HEALTH NET INC. COM 42222G108 200.45 6,128 SH SOLE X HEARUSA INC. COM NEW 422360305 398.00 200,000 SH SOLE X HECLA MINING CO. COM 422704106 410.17 74,849 SH SOLE X HEICO CORP. -A- CL A 422806208 82.52 5,200 SH SOLE X H-J.*HEINZ CO. COM 423074103 39,716.69 1,078,086 SH SOLE X HELMERICH & PAYNE INC. COM 423452101 111.21 2,802 SH SOLE X HENRY (JACK) & ASSOCIATES INC. COM 426281101 38.68 2,150 SH SOLE X HERCULES INC. COM 427056106 1,441.73 99,498 SH SOLE X HERSHEY FOODS CORP. COM 427866108 11,916.85 197,103 SH SOLE X HEWLETT - PACKARD CO. COM 428236103 93,191.09 4,247,543 SH SOLE X 0%*HEWLETT-PACK.CV00/17 ZERO NOTE 10/1 428236AC7 1,270,780.00 21,910,000 PRN SOLE X HIBBETT SPORTING GOODS INC. COM 428565105 45.06 1,500 SH SOLE X HIBERNIA CORP. -A- CL A 428656102 274.13 8,564 SH SOLE X HILLENBRAND INDUSTRIES INC. COM 431573104 179.94 3,244 SH SOLE X HILTON HOTELS CORP. COM 432848109 21,675.83 969,836 SH SOLE X HINES HORTICULTURE -REG.- COM 433245107 443.99 104,100 SH SOLE X HITACHI LTD. ADR'S COM 433578507 52.19 840 SH SOLE X HOLLINGER INTERNATIONAL INC. A CL A 435569108 25,321.25 2,323,050 SH SOLE X THE*HOME DEPOT INC. COM 437076102 21,123.43 552,391 SH SOLE X HONDA MOTOR SHS.2 (ADR'S) AMERN SHS 438128308 320.51 12,800 SH SOLE X HONEYWELL INTERNATIONAL INC. COM 438516106 35,504.59 954,168 SH SOLE X HORACE MANN EDUCATORS CORP. COM 440327104 41.90 2,362 SH SOLE X

HORIZON OFFSHORE INC. COM 44043J105 300.64 751,600 SH SOLE X HORMEL FOODS CORP. COM 440452100 180.25 5,794 SH SOLE X HOSPIRA INC. COM 441060100 8,174.02 253,301 SH SOLE X HOVNANIAN ENTERPRISES INC. CL A 442487203 83.18 1,631 SH SOLE X HUANENG POW.INT.-N-SPON. ADRS40 SPON ADR N 443304100 73.85 2,500 SH SOLE X HUB GROUP INC. CL.A CL A 443320106 49.85 1,591 SH SOLE X HUBBELL INC. CLASS B CL B 443510201 173.43 3,394 SH SOLE X HUMANA INC. COM 444859102 8,456.31 264,756 SH SOLE X HUMAN GENOME SHARES COM 444903108 84.54 9,169 SH SOLE X HUNT (J.B.) TRANSPORT SERVICES COM 445658107 259.82 5,936 SH SOLE X HUNTINGTON BANCSHARES INC. COM 446150104 3,728.97 156,024 SH SOLE X HUNTSMAN CORP. COM 447011107 1,247.62 53,500 SH SOLE X HUNTSMAN 5%MAND.CV.PFD SHS. CV 5% ADDED 447011206 21,761.70 426,700 SH SOLE X HYDRIL CO. COM 448774109 158.17 2,708 SH SOLE X IDT CORP. COM 448947101 411.80 29,000 SH SOLE X IAC/INTERACTIVECORP COM 44919P102 2,570.94 115,444 SH SOLE X ICOS CORP. COM 449295104 60.64 2,700 SH SOLE X ICAD INC. COM 44934S107 2,014.00 530,000 SH SOLE X IMS HEALTH INC. COM 449934108 9,200.96 377,243 SH SOLE X IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 27.61 2,200 SH SOLE X ISTAR FINANCIAL INC. CL.A COM 45031U101 16.97 412 SH SOLE X I-SECTOR CORP. COM 45031W107 282.96 54,000 SH SOLE X ITT EDUCATIONAL SVC COM 45068B109 220.48 4,546 SH SOLE X ITT INDUSTRIES INC. COM 450911102 14,149.72 156,801 SH SOLE X ICICI BK.-SHS (SPONS.ADR'S)2 ADR 45104G104 41,435.86 1,999,800 SH SOLE X IDACORP INC. COM 451107106 63.27 2,230 SH SOLE X IGATE CORP. COM 45169U105 7.46 2,000 SH SOLE X ILLINOIS TOOL WORKS INC. COM 452308109 195,952.70 2,188,682 SH SOLE X IMATION CORP. COM 45245A107 90.77 2,612 SH SOLE X IMAGEWARE SYS.INC. -REG.- COM 45245S108 1,340.45 415,000 SH SOLE X IMCLONE SYSTEMS INC. COM 45245W109 249.09 7,220 SH SOLE X IMMERSION CORP. COM 452521107 1,200.00 200,000 SH SOLE X IMMUCOR INC. COM 452526106 101.98 3,378 SH SOLE X IMMUNE RESPONSE CORP. COM NEW 45252T205 312.00 400,000 SH SOLE X IMPERAL CHEM.IND. SHAR.4 ADR'S ADR NEW 452704505 89.76 4,400 SH SOLE X IMPLANT SCIENCES CORP. COM 45320R108 1,886.15 317,000 SH SOLE X INAMED CORP. COM 453235103 138.22 1,978 SH SOLE X INDEPENDENCE COMMUNITY BK.CORP COM 453414104 169.10 4,336 SH SOLE X THE*INDIA FUND INC. COM 454089103 1,257.97 46,300 SH SOLE X INDUS INTERNATIONAL INC. COM 45578L100 1,098.00 450,000 SH SOLE X INDUSTR.BACHOCO UNITS SP.ADR'S SP ADR B&L SHS 456463108 882.00 60,000 SH SOLE X INDYMAC BANCORP. COM 456607100 116.69 3,432 SH SOLE X INFOSYS TECH.SP.ADR'S SPONSORED ADR 456788108 124.31 1,686 SH SOLE X ING GROEP N.V. ADR'S SPONSORED ADR 456837103 3,611.06 119,453 SH SOLE X INGLES MARKETS INC. -A- CL A 457030104 544.79 40,900 SH SOLE X INSMED INC. COM NEW 457669208 176.80 208,000 SH SOLE X INNOVATIVE SOL. & SUPP. INC. COM 45769N105 47.02 1,481 SH SOLE X INSTINET GROUP INC. COM 457750107 294.00 50,000 SH SOLE X INTEGRAMED AMERICA COM NEW 45810N302 920.00 100,000 SH SOLE X INTEGRATED DEVICE TECHNOLOGY COM 458118106 27.97 2,325 SH SOLE X INTEGRATED BIOPHARMA INC. COM 45811V105 410.75 77,500 SH SOLE X

INTEL CORP. COM 458140100 385,740.05 16,605,254 SH SOLE X INTELLI-CHECK INC. COM 45817G102 109.80 21,700 SH SOLE X INTER-TEL INC. COM 458372109 58.80 2,400 SH SOLE X INTERACTIVE DATA CORP. COM 45840J107 6.85 330 SH SOLE X INTERMAGNETICS GENERAL CORP. COM 458771102 102.23 4,200 SH SOLE X INTERMUNE INC. COM 45884X103 0.13 12 SH SOLE X IBM CORP. COM 459200101 294,283.44 3,220,436 SH SOLE X INT.DISPLAY.INC -REG.- COM 459412102 714.75 75,000 SH SOLE X INTERNAT.FLAVORS & FRAG. COM 459506101 11,322.68 286,650 SH SOLE X INTERNATIONAL GAME TECHNOLOGY COM 459902102 14,043.47 526,762 SH SOLE X INTERNATIONAL PAPER CO. COM 460146103 32,897.47 894,196 SH SOLE X INTERNATIONAL SPEEDWAY CORP-A- CL A 460335201 132.37 2,440 SH SOLE X INTERNET CAP. GRP. -REG.- COM NEW 46059C205 1.58 225 SH SOLE X INTERPUBLIC GR.OF COMP. INC. COM 460690100 5,912.19 481,449 SH SOLE X INTERSTATE HOTELS & RESORTS COM 46088S106 382.96 79,453 SH SOLE X INTERVOICE INC. COM 461142101 65.02 5,800 SH SOLE X INTUIT COM 461202103 5,411.29 123,630 SH SOLE X INTRUSION INC. COM NEW 46121E205 372.25 173,900 SH SOLE X INVERNESS MEDICAL INNOVA. INC. COM 46126P106 0.99 42 SH SOLE X INVESTORS FINANCIAL SVCS CORP. COM 461915100 52.43 1,072 SH SOLE X IONA TECHNOLOGIES -SPONS.ADRS- SPONSORED ADR 46206P109 413.60 103,400 SH SOLE X IOWA TELECOMM COM 462594201 336.88 17,276 SH SOLE X IPASS INC. COM 46261V108 4.80 784 SH SOLE X ISHS MSCI AUS INDX MSCI AUSTRALIA 464286103 25.44 1,500 SH SOLE X ISHARES INC MSCI AUSTRIA 464286202 7.35 322 SH SOLE X ISHS MSCI BRA INDX MSCI BRAZIL 464286400 134.63 5,910 SH SOLE X ISHS MSCI EMU INDX MSCI EMU INDEX 464286608 585.49 8,098 SH SOLE X ISHARES INC.-MSCI PAC. -REG.- MSCI PAC J IDX 464286665 472.07 5,240 SH SOLE X ISHARES INC MSCI SINGAPORE 464286673 6.30 870 SH SOLE X ISHARES INC.-UK INDEX SERIES MSCI UTD KINGD 464286699 976.99 53,888 SH SOLE X ISHARES INC.-TAIWAN WEBS INDEX MSCI TAIWAN 464286731 2,094.52 180,874 SH SOLE X ISHARES INC.-KOREA WEBS INDEX MSCI S KOREA 464286772 2,290.32 72,000 SH SOLE X ISHARES INC.-GERMANY WEBS I.S. MSCI GERMAN 464286806 80.18 4,435 SH SOLE X ISHS MSCI MEX INDX MSCI MEXICO 464286822 535.20 22,180 SH SOLE X ISHARES INC.-MSCI MAL.FR. MSCI MALAYSIA 464286830 1,239.62 182,565 SH SOLE X ISHARES INC.-JAPAN WEBS I.S. MSCI JAPAN 464286848 4,047.30 385,825 SH SOLE X ISHARES INC.-ITALY IDX SERIES MSCI ITALY 464286855 35.33 1,370 SH SOLE X ISHARES INC.-HONGKONG WEBS I.S MSCI HONG KONG 464286871 666.43 57,900 SH SOLE X ISHS DJ DIV IND FD DJ SEL DIV INX 464287168 119.90 2,000 SH SOLE X ISHARE LEHMAN TIPS US TIPS BD FD 464287176 822.94 7,813 SH SOLE X ISHS FT/XI CH 25 IN FTSE XNHUA IDX 464287184 216.76 3,970 SH SOLE X ISHARES TRUST - SHS OF S&P500 S&P 500 INDEX 464287200 1,833.28 15,560 SH SOLE X ISHS MSCI EMG INDX MSCI EMRG MKT 464287234 1,519.17 7,491 SH SOLE X ISHS S&P LATIN AMER S&P LTN AM 40 464287390 24.94 305 SH SOLE X ISHARES TR.-MSCI EAFE INDEX FD MSCI EAFE IDX 464287465 257.37 1,620 SH SOLE X ISHARES TR RUSSEL MCP VL 464287473 17.49 155 SH SOLE X ISHARES TR.-RU.2000 VA.IND. RUSL 2000 VALU 464287630 657.22 3,567 SH SOLE X ISHARES TR.-RUSSEL 2000 IND.- RUSSELL 2000 464287655 1,902.36 15,574 SH SOLE X ISHARES TR. DJ US TECH.SEC.IND DJ US TECH SEC 464287721 22.40 500 SH SOLE X ISHS DJ US RE ES FD DJ US REAL EST 464287739 77,198.54 688,044 SH SOLE X ISHS DJ US IND FD DJ US INDUSTRL 464287754 195.89 3,550 SH SOLE X

ISHS DJ US FIN FD DJ US FINL SVC 464287770 44.58 425 SH SOLE X ISHS DJ ENGY IND FD DJ US ENERGY 464287796 537.94 7,144 SH SOLE X ISHARES TR CONS GOODS IDX 464287812 335.99 6,406 SH SOLE X ISHARES TR.DJ US BAS.MAT.SEC DJ US BAS MATL 464287838 2,559.16 50,101 SH SOLE X ISHARES TRUST, SHS.S&P EUR.350 S&P EURO PLUS 464287861 2,166.77 28,737 SH SOLE X ISONICS CORP. COM 464895101 1,217.70 495,000 SH SOLE X IVAX CORP. COM 465823102 189.79 9,600 SH SOLE X IVILLAGE INC. COM 46588H105 23.64 3,881 SH SOLE X JDS UNIPHASE CORP. COM 46612J101 2,076.62 1,243,487 SH SOLE X JLG INDUSTRIES INC. COM 466210101 30.17 1,400 SH SOLE X JMAR TECHNOLOGIES INC. COM 466212107 942.20 673,000 SH SOLE X JP MORGAN CHASE & CO. COM 46625H100 443,023.24 12,804,140 SH SOLE X J2 GLOBAL COMMUNICATIONS INC. COM NEW 46626E205 48.03 1,400 SH SOLE X JABIL CIROUIT INC. COM 466313103 5,112.61 179,264 SH SOLE X JACOBS ENGENEERING GRP. COM 469814107 162.92 3,138 SH SOLE X JACUZZI BRANDS INC. COM 469865109 47.78 4,895 SH SOLE X JANUS CAPITAL GROUP INC. COM 47102X105 2,287.09 163,949 SH SOLE X JEFFERIES GROUP INC. COM 472319102 107.01 2,840 SH SOLE X JEFFERSON-PILOT CORP. COM 475070108 6,319.36 128,835 SH SOLE X JET BLUE AIRWAYS CORP. COM 477143101 103.08 5,414 SH SOLE X JOHNSON & JOHNSON COM 478160104 266,084.90 3,961,955 SH SOLE X JOHNSON CONTROLS INC. COM 478366107 11,808.30 211,770 SH SOLE X JONES APPAREL GROUP INC. COM 480074103 6,679.81 199,457 SH SOLE X KLA-TENCOR CORP. COM 482480100 3,839.81 83,456 SH SOLE X K-SWISS INC. -A- CL A 482686102 104.64 3,168 SH SOLE X KT-CORP. -SPONS.ADRS- 1/2 SPONSORED ADR 48268K101 21,352.51 1,001,995 SH SOLE X K2 INC. COM 482732104 15.13 1,100 SH SOLE X KAMAN 0,10NON-CUM.PARTIC. CL.A CL A 483548103 28.64 2,300 SH SOLE X KANA SOFTWARE INC. COM NEW 483600300 4,103.32 2,428,000 SH SOLE X KAYDON CORP. COM 486587108 50.24 1,600 SH SOLE X KEANE INC. COM 486665102 18.89 1,450 SH SOLE X KELLOGG CO. COM 487836108 31,382.43 725,270 SH SOLE X KELLWOOD CO. COM 488044108 28.79 1,000 SH SOLE X KELLY SERVICES -A- NON.VOT. CL A 488152208 43.47 1,510 SH SOLE X KEMET CORP. COM 488360108 55.34 7,140 SH SOLE X KENNAMETAL INC. COM 489170100 98.30 2,070 SH SOLE X KERR-MCGEE CORP. COM 492386107 7,995.61 102,076 SH SOLE X KEYCORP.-NEW- COM 493267108 8,278.22 255,107 SH SOLE X KEYSPAN CORP. COM 49337W100 5,271.47 135,270 SH SOLE X KIMBERLY-CLARK CORP. COM 494368103 33,520.00 509,965 SH SOLE X KINDER MORGAN INC. COM 49455P101 9,990.89 131,980 SH SOLE X KINDRED HEALTHCARE INC. COM 494580103 52.65 1,500 SH SOLE X KING PHARMACEUTICALS COM 495582108 2,038.74 245,336 SH SOLE X KMART HLDG-WI COM 498780105 20,058.33 150,622 SH SOLE X KNIGHT-RIDDER INC. COM 499040103 7,134.01 106,082 SH SOLE X KNIGHT TRADING GROUP INC. CL.A COM 499063105 36.63 3,800 SH SOLE X KNIGHT TRANSPORTATION INC. COM 499064103 194.57 7,887 SH SOLE X KOHL'S CORP. COM 500255104 2,201.81 42,646 SH SOLE X KON.AHOLD N.V.(SP.ADR'S) SPON ADR NEW 500467303 24.54 2,950 SH SOLE X PHILIPS ELECTR.NV -SP.ADR'S- NY REG SH NEW 500472303 2.75 100 SH SOLE X KONGZHONG CORP.ADRS/40 SPONSORED ADR 50047P104 0.32 40 SH SOLE X

KOOKMIN BANK (NEW) (SP.ADRS) SPONSORED ADR 50049M109 6,034.54 135,152 SH SOLE X KOOR INDUSTRIES -SP.ADRS-1/5 SPONSORED ADR 500507108 11.83 1,120 SH SOLE X KOREA EL.POWER -ADR'S- SPONSORED ADR 500631106 75.26 5,600 SH SOLE X THE KOREA FUND INC. COM 500634100 26,350.00 1,000,000 SH SOLE X KORN FERRY INTERNATIONAL COM NEW 500643200 36.50 1,918 SH SOLE X KRAFT FOODS INC. CL A 50075N104 219.78 6,650 SH SOLE X KRISPY KREME DOUGHNUTS INC. COM 501014104 23.71 3,108 SH SOLE X THE*KROGER CO. COM 501044101 373.24 23,284 SH SOLE X LAN CHILE S.A.-SP.ADR'S- SPONSORED ADR 501723100 50.91 1,430 SH SOLE X LCC INTERNATIONAL INC.SH.CL.A CL A 501810105 577.19 137,100 SH SOLE X LSI LOGIC CORP. COM 502161102 1,660.02 296,962 SH SOLE X LTX CORP COM 502392103 19.00 4,280 SH SOLE X L-3 COMMUNICATIONS HLDGS INC. COM 502424104 13,306.66 187,365 SH SOLE X LA*JOLLA PHARMACEUTICAL CO. COM 503459109 7.00 10,000 SH SOLE X LABORATORY CORP.AMERICA COM NEW 50540R409 11,207.85 232,528 SH SOLE X 0%*LABORATORY AMER.CV06/21ZERO HLDGS NOTE 9/1 50540RAC6 354,750.00 4,730,000 PRN SOLE X LABRANCHE & CO. INC. COM 505447102 61.83 6,648 SH SOLE X LACLEDE GROUP INC. COM 505597104 2.92 100 SH SOLE X LAKELAND INDUSTR. -REG.- COM 511795106 3,380.59 195,000 SH SOLE X LANCASTER COLONY CORP. COM 513847103 72.08 1,694 SH SOLE X LARGE SCALE BIOLOGY CORP. COM 517053104 405.00 450,000 SH SOLE X THE*ESTEE LAUDER COMP.-A- CL A 518439104 31.49 700 SH SOLE X LAUREATE EDUCATION INC. COM 518613104 165.21 3,861 SH SOLE X LEAR CORP. COM 521865105 134.14 3,024 SH SOLE X LEE ENTERPRISES INC. COM 523768109 108.67 2,504 SH SOLE X LEGGETT & PLATT INC. COM 524660107 8,934.29 309,359 SH SOLE X LEGG MASON INC. COM 524901105 889.39 11,382 SH SOLE X LEHM.BROTHERS HOLD.INC. COM 524908100 16,669.62 177,035 SH SOLE X LENNAR CORP. -CL.B- CL B 526057302 11,564.57 219,400 SH SOLE X LEUCADIA NATIONAL CORP. COM 527288104 160.90 4,684 SH SOLE X 6%*LEV.3 COMM. CV 09 NOTE 6.000% 9/1 52729NAG5 77,437.50 1,500,000 PRN SOLE X LEXAR MEDIA INC. COM 52886P104 7,737.43 1,553,700 SH SOLE X LEXMARK INTERNATIONAL INC. -A- CL A 529771107 10,152.59 126,955 SH SOLE X LIBERTY MEDIA CORP. NEW -CL.A COM SER A 530718105 2,380.95 229,600 SH SOLE X LIFECELL CORP. COM 531927101 18.69 2,100 SH SOLE X LIGAND PHARMACEUTICALS INC.-B- CL B 53220K207 27.50 4,800 SH SOLE X ELI*LILLY & CO. COM 532457108 95,915.68 1,840,992 SH SOLE X LINCOLN NATIONAL CORP. COM 534187109 7,065.58 156,526 SH SOLE X LINEAR TECHNOLOGY CORP. COM 535678106 8,290.59 216,408 SH SOLE X LINENS'N THINGS INC. COM 535679104 64.56 2,600 SH SOLE X LITTELFUSE INC. COM 537008104 63.03 2,200 SH SOLE X LIZ CLAIBORNE INC. COM 539320101 7,065.65 176,069 SH SOLE X LOCKHEED MARTIN CORP. COM 539830109 32,593.52 533,795 SH SOLE X LOEW'S CORP. COM 540424108 15,831.84 215,282 SH SOLE X LOEW'S CORP. -CAR. GRP.- CAROLNA GP STK 540424207 45,915.49 1,387,175 SH SOLE X LONE STAR TECHNOLOGIES INC. COM 542312103 11.83 300 SH SOLE X LONGVIEW FIBRE CO. COM 543213102 52.90 2,820 SH SOLE X LOUDEYE CORP. COM 545754103 74.50 50,000 SH SOLE X LOUISIANA PACIFIC CORP. COM 546347105 4,454.13 177,173 SH SOLE X LOWE'S COMPANIES INC. COM 548661107 6,198.15 108,568 SH SOLE X 0%*LOWE'S COMP.CV04/21 ZERO NOTE 2/1 548661CF2 610,187.50 6,500,000 PRN SOLE X

LUCENT TECHNOLOGIES INC. COM 549463107 13,232.11 4,811,675 SH SOLE X LUMINEX CORP.DEL COM 55027E102 2.94 390 SH SOLE X LYONDELL CHEMICAL CO. COM 552078107 17,132.35 613,623 SH SOLE X M AND T BANK CORP. COM 55261F104 11,178.84 109,532 SH SOLE X MBIA INC. COM 55262C100 68,043.47 1,301,520 SH SOLE X MBNA CORP. COM 55262L100 43,265.28 1,762,333 SH SOLE X M.D.C. HOLDINGS INC. COM 552676108 139.30 2,000 SH SOLE X MDU RESOURCES GROUP INC. COM 552690109 180.36 6,530 SH SOLE X MCI COM 552691107 3,370.96 135,380 SH SOLE X MGIC INVESTMENT CORP. COM 552848103 4,523.49 73,350 SH SOLE X MGM MIRAGE COM 552953101 51.34 725 SH SOLE X MPS GROUP INC. COM 553409103 59.49 5,660 SH SOLE X MRV COMMUNICATIONS COM 553477100 9.69 3,000 SH SOLE X MACE SECURITY INTL INC. -REG.- COM NEW 554335208 5.28 2,000 SH SOLE X MACROCHEM CORP. COM 555903103 42.90 110,000 SH SOLE X MACROVISION CORP. COM 555904101 34.09 1,496 SH SOLE X MACQUARIE INFR-SBI SH BEN INT 55607X108 2,100.00 75,000 SH SOLE X MACROMEDIA INC. COM 556100105 160.33 4,786 SH SOLE X MAGNETEK INC. COM 559424106 7.46 1,400 SH SOLE X MAGYAR TAVKOE.SPON.ADR'S -A- SPONSORED ADR 559776109 1,766.25 75,000 SH SOLE X MANDALAY RESORT GROUP COM 562567107 7,699.48 109,228 SH SOLE X MANITOWOC CO.INC. COM 563571108 52.51 1,300 SH SOLE X MANOR CARE INC. COM 564055101 3,337.85 91,800 SH SOLE X MANPOWER INC. COM 56418H100 3,253.73 74,764 SH SOLE X MANULIFE FINANCIAL CORP. COM 56501R106 165.56 3,455 SH SOLE X MARATHON OIL CORP. COM 565849106 16,337.87 348,207 SH SOLE X MARKETAXESS HOLDINGS INC. COM 57060D108 4.47 400 SH SOLE X MARLTON TECHNOLOGIES INC. COM 571263102 8.19 7,000 SH SOLE X MARSH & MCLENNAN COS.INC. COM 571748102 18,722.60 615,470 SH SOLE X MARSHALL & ILSLEY CORP. COM 571834100 4,829.01 115,665 SH SOLE X MARRIOTT INTERNATIONAL INC.-A- CL A 571903202 39,080.94 584,519 SH SOLE X MARTEK BIOSCIENCES CORP. COM 572901106 99.74 1,714 SH SOLE X MARTIN MARIETTA MATERIALS INC. COM 573284106 145.62 2,604 SH SOLE X MATRITECH INC. COM 576818108 794.58 779,000 SH SOLE X MATRIX SERVICE CO. COM 576853105 3,001.50 690,000 SH SOLE X MATSUSHITA ELECTR.IND. -ADR'S- ADR 576879209 28.70 1,950 SH SOLE X MATTEL INC. COM 577081102 9,851.32 461,420 SH SOLE X MATTHEWS INC.CORP.-A- CL A 577128101 85.83 2,620 SH SOLE X MATTSON TECHNOLOGY INC. COM 577223100 158.80 20,000 SH SOLE X MAXIM INTERGR.PROD.INC. COM 57772K101 4,546.99 111,255 SH SOLE X MAY DEPARTMENT STORES COM 577778103 39,465.25 1,066,052 SH SOLE X MAVERICK TUBE CORP. COM 577914104 13.00 400 SH SOLE X MAYTAG CORP. COM 578592107 4,019.35 287,713 SH SOLE X MCAFEE INC. COM 579064106 74.29 3,293 SH SOLE X MCCORMICK & CO.INC. NON VTG 579780206 4,253.79 123,549 SH SOLE X MCDATA CORP.-B- CL B 580031102 3,315.50 950,000 SH SOLE X MCDONALD'S CORP. COM 580135101 74,641.83 2,396,976 SH SOLE X MC GRAW HILL COMP.INC. COM 580645109 34,417.33 394,468 SH SOLE X MCKESSON CORP. COM 58155Q103 14,476.52 383,484 SH SOLE X MCLEODUSA INC. SHARES CL.A CL A 582266706 0.36 2,000 SH SOLE X MEADVESTVACO CORP. COM 583334107 9,787.04 307,575 SH SOLE X

MECHANICAL TECHN.INC. COM 583538103 2.65 600 SH SOLE X MEDAREX INC. COM 583916101 0.14 20 SH SOLE X MEDCOHEALTH SOLUTIONS INC. COM 58405U102 10,359.04 208,978 SH SOLE X MEDIA GENERAL INC. -A- CL A 584404107 81.77 1,322 SH SOLE X MEDIABAY INC. COM 58446J108 85.50 150,000 SH SOLE X MEDIMMUNE INC. COM 584699102 4,026.58 169,113 SH SOLE X MEDTRONIC INC. COM 585055106 49,741.31 976,277 SH SOLE X MEDWAVE INC. COM 585081102 78.20 20,000 SH SOLE X MELLON FINANCIAL CORP. COM 58551A108 8,870.66 310,815 SH SOLE X MENTOR CORP. COM 587188103 77.04 2,400 SH SOLE X MENTOR GRAPHICS COM 587200106 30.77 2,246 SH SOLE X MERCANTILE BANKSHARES CORP. COM 587405101 222.36 4,372 SH SOLE X MERCK & CO.INC. COM 589331107 115,656.62 3,572,957 SH SOLE X MERCURY INTERACTIVE CORP. COM 589405109 2,177.44 45,957 SH SOLE X MEREDITH CORP. COM 589433101 3,916.15 83,768 SH SOLE X MERIDIAN GOLD INC. COM 589975101 2.53 150 SH SOLE X MERGE TECHNOLOGIES INC. COM 589981109 4,387.50 250,000 SH SOLE X MERRILL LYNCH & CO. COM 590188108 33,405.60 590,205 SH SOLE X 0%*MERRILL LYNCH CV08/32 -ZERO NOTE 3/1 590188W46 6,624,750.00 66,000,000 PRN SOLE X METLIFE INC. COM 59156R108 34,760.10 889,005 SH SOLE X METROGAS SA -B- ADR'S SPON ADR B 591673207 4.52 1,000 SH SOLE X THE*MEXICO EQUITY INCOME FUND COM 592834105 31.72 2,000 SH SOLE X THE MEXICO FUND INC. COM 592835102 43.20 2,000 SH SOLE X MICHAELS STORES INC. COM 594087108 269.96 7,437 SH SOLE X MICROSOFT CORP COM 594918104 130,810.19 5,412,089 SH SOLE X MICROSTRATEGY INC. -CL.A- NEW CL A NEW 594972408 19.81 365 SH SOLE X MICROMUSE INC. COM 595094103 0.27 60 SH SOLE X MICRON TECHNOLOGY INC. COM 595112103 21,216.74 2,051,909 SH SOLE X MICROTEK MEDICAL HOLDINGS INC. COM 59515B109 2,685.00 750,000 SH SOLE X MILACRON INC. COM 598709103 9,150.00 3,000,000 SH SOLE X MILLEA HLDGS.INC. (ADRS)0,005 ADR 60032R106 35.16 485 SH SOLE X MILLER (HERMANN) COM 600544100 116.20 3,858 SH SOLE X MILLIPORE CORP. COM 601073109 3,500.86 80,665 SH SOLE X MIPS TECHNOLOGIES INC. COM 604567107 0.15 13 SH SOLE X MITSUBISHI TOKYO (ADRS)1/1000 SPONSORED ADR 606816106 52.68 6,090 SH SOLE X MITTAL STEEL CO. A NY SHS REG SH CL A 60684P101 817.65 25,275 SH SOLE X MODINE MANUFACTURING CO. COM 607828100 52.38 1,786 SH SOLE X MOHAWK INDUSTRIES INC. COM 608190104 276.67 3,282 SH SOLE X MOLEX INC. COM 608554101 4,784.58 181,509 SH SOLE X MOLSON COORS BREW. B CL B 60871R209 2,733.59 35,423 SH SOLE X MONARCH CASINO & RESORT INC. COM 609027107 51.60 2,593 SH SOLE X MONEYGRAM INTERNATIONAL INC. COM 60935Y109 89.39 4,732 SH SOLE X MONSANTO CO. COM 61166W101 26,018.27 403,384 SH SOLE X MONSTER WORLDWIDE INC. COM 611742107 3,278.54 117,049 SH SOLE X MOODY'S CORP. COM 615369105 12,750.09 157,681 SH SOLE X MORGAN STANLEY COM NEW 617446448 33,052.09 577,329 SH SOLE X MORGAN ST. ASIA-PACIFIC FD INC COM 61744U106 49.65 3,900 SH SOLE X MORGAN ST.INDIA INV.FUND INC. COM 61745C105 40.77 1,405 SH SOLE X MOTOROLA INC. COM 620076109 50,241.49 3,356,145 SH SOLE X MURPHY OIL CORP. COM 626717102 496.02 5,024 SH SOLE X MYLAN LABORAT.INC. COM 628530107 32,927.07 1,858,187 SH SOLE X

NCR CORP. COM 62886E108 8,131.68 241,010 SH SOLE X NDS GROUP -SP.ADR'S- SPONSORED ADR 628891103 20.84 600 SH SOLE X NIC INC. COM 62914B100 5.01 1,050 SH SOLE X NTL INC.(DEL.) COM 62940M104 9.87 155 SH SOLE X NTT DOCOMO INC. (SP.ADR'S) SPONS ADR 62942M201 16.75 1,000 SH SOLE X NVR INC. COM 62944T105 98.13 125 SH SOLE X NAM TAI ELECTRONICS INC. COM PAR $0.02 629865205 38.84 1,460 SH SOLE X NANOPHASE TECHNOLOGIES CORP. COM 630079101 5.73 1,000 SH SOLE X NASDAQ-100 TRUST-S.1 UNITS UNIT SER 1 631100104 7,626.67 208,550 SH SOLE X NASH FINCH CO. COM 631158102 15,196.00 400,000 SH SOLE X NASTECH PHARMACEUTICAL CO.INC. COM PAR $0.006 * 631728409 2.96 300 SH SOLE X NATL.AUSTR.BK.EXCAPS CAP UTS EXCHBL 632525309 32,417.11 883,300 SH SOLE X NATIO.AUSTR.BK.SPONS. ADR'S/5 SPONSORED ADR 632525408 8,856.83 80,700 SH SOLE X NATIONAL CITY CORP. COM 635405103 17,606.60 525,570 SH SOLE X NATIONAL FINL PRTNS COM 63607P208 3,737.22 93,900 SH SOLE X NATIONAL FUEL GAS CO. COM 636180101 123.45 4,318 SH SOLE X NATIONAL INSTRUMENTS COM 636518102 45.61 1,686 SH SOLE X NATIONAL-OILWELL INC. COM 637071101 9,354.76 200,316 SH SOLE X NATIONAL SEMICONDUCTOR CORP. COM 637640103 8,562.12 415,435 SH SOLE X NAVISTAR INTERNAT.CORP. COM 63934E108 1,852.03 50,880 SH SOLE X NEIMAN-MARCUS GROUP INC. -SPLIT CL A 640204202 1,546.70 16,902 SH SOLE X NELNET-A CL A 64031N108 95.24 2,992 SH SOLE X NEORX CORP. COM PAR $0.02 * 640520300 341.55 345,000 SH SOLE X NEOWARE SYSTEMS INC. COM 64065P102 2,923.20 280,000 SH SOLE X NETBANK INC. COM 640933107 2.12 250 SH SOLE X NET SERV.COM. PFD.SHS(SP.ADRS) SPONSORED ADR 64109T102 0.02 5 SH SOLE X NETFLIX INC. COM 64110L106 0.35 32 SH SOLE X NETGEAR INC. COM 64111Q104 0.60 40 SH SOLE X NETWORK APPLIANCE INC. COM 64120L104 5,547.52 200,561 SH SOLE X NETWORK ENGINES INC. COM 64121A107 4.05 2,300 SH SOLE X NEW FRONTIER MEDIA INC. COM 644398109 35.75 5,000 SH SOLE X 3,75%*NEW PL.EXC.RLTY 08/23 NOTE 3.750% 6/0 648053AB2 1,702,000.00 16,000,000 PRN SOLE X NEW YORK COMMUN.BANCORP COM 649445103 1,064.68 58,628 SH SOLE X NEW YORK TIM.CL.A NON-VOT. CL A 650111107 4,995.18 136,555 SH SOLE X NEWCASTLE INVESTM.SHS O.BENEF. COM 65105M108 5,180.00 175,000 SH SOLE X NEWELL RUBBERMAID INC. COM 651229106 8,640.15 393,808 SH SOLE X NEWFIELD EXPLORATION CO. COM 651290108 308.48 4,154 SH SOLE X NEWMONT MINING CORP. COM 651639106 60,512.27 1,432,243 SH SOLE X NEWPARK RESOURCES INC. COM PAR $.01NEW 651718504 5.89 1,000 SH SOLE X NEWPORT CORP. COM 651824104 77.78 5,368 SH SOLE X NEWS CORP. -A- CL A 65248E104 15,432.90 912,110 SH SOLE X NEXMED INC. COM 652903105 271.20 240,000 SH SOLE X NEXTEL COMM. -A- CL A 65332V103 89,825.93 3,160,659 SH SOLE X NEXTEL PARTNERS INC. CL A 65333F107 21,517.99 981,660 SH SOLE X NICOR INC. COM 654086107 1,555.96 41,951 SH SOLE X NIKE INC.-CLASS B- CL B 654106103 15,663.03 188,009 SH SOLE X 99*CENTS ONLY STORES COM 65440K106 42.96 3,262 SH SOLE X NIPPON TELEG.AND TELEPH.ARR'S SPONSORED ADR 654624105 30.37 1,390 SH SOLE X NISOURCE INC. COM 65473P105 5,471.95 240,103 SH SOLE X NISSAN MOTOR SP ADR SPONSORED ADR 654744408 20.47 1,000 SH SOLE X NITROMED INC. COM 654798503 138.48 8,000 SH SOLE X

NOKIA CORP.-A- SP.ADR'S SPONSORED ADR 654902204 4,550.74 294,928 SH SOLE X NOBLE ENERGY INC. COM 655044105 221.75 3,260 SH SOLE X NOMURA HOLDINGS ADR SPONSORED ADR 65535H208 56.83 4,100 SH SOLE X NORDSON CORP. COM 655663102 88.74 2,410 SH SOLE X NORDSTROM INC. COM 655664100 9,673.34 174,672 SH SOLE X NORFOLK & SOUTHERN CORP. COM 655844108 17,308.06 467,154 SH SOLE X NORTEL NETWORKS CORP. COM 656568102 166.61 61,030 SH SOLE X NORTH FORK BANCORPORATION INC. COM 659424105 64,011.88 2,307,566 SH SOLE X NORTHEAST UTILITIES INC. COM 664397106 115.35 5,986 SH SOLE X NORRHERN ORION RESOURCES -REG- COM 665575106 5.22 1,800 SH SOLE X NOTHERN TRUST CORP. COM 665859104 7,315.04 168,394 SH SOLE X NORTHFIELD LABORATORIES INC. COM 666135108 598.04 53,159 SH SOLE X NORTHROP GRUMMAN CORP. COM 666807102 30,094.98 557,521 SH SOLE X NORTHWEST AIRLINES CORP. -A- CL A 667280101 10,707.91 1,600,584 SH SOLE X NORTHWEST NATURAL GAS CO. COM 667655104 32.55 900 SH SOLE X NOVARTIS AG -ADR'S- SPONSORED ADR 66987V109 116.25 2,485 SH SOLE X NOVATEL INC COM 669954109 23.53 1,126 SH SOLE X NOVELL INC. COM 670006105 2,672.27 448,367 SH SOLE X NOVELLUS SYSTEMS INC. COM 670008101 1,970.38 73,714 SH SOLE X NOVELIS INC. COM 67000X106 0.48 22 SH SOLE X NOVOGEN LTD. SHS(SPONS.ADRS) SPONSORED ADR 67010F103 28.50 1,500 SH SOLE X NSTAR COM 67019E107 10,399.59 191,521 SH SOLE X NUCOR CORP. COM 670346105 67,434.13 1,171,545 SH SOLE X NVIDIA CORP. COM 67066G104 44,881.21 1,888,940 SH SOLE X NUVEEN DIVIDEND-SBI COM SH BEN INT 67070X101 56.40 4,000 SH SOLE X OGE ENERGY CORP. COM 670837103 11,252.57 417,535 SH SOLE X OM GROUP INC. COM 670872100 728.74 23,956 SH SOLE X OSI PHARMACEUTICALS INC. COM 671040103 140.56 3,400 SH SOLE X OAKLEY INC. COM 673662102 47.43 3,700 SH SOLE X OCCIDENTAL PETROL.CORP. COM 674599105 27,709.19 389,338 SH SOLE X ODYSSEY HEALTHCARE INC. COM 67611V101 71.97 6,120 SH SOLE X OFFICE DEPOT INC. COM 676220106 10,946.89 493,548 SH SOLE X OFFICEMAX INC. COM 67622P101 19,282.37 575,593 SH SOLE X OHIO CASUALTY CORP. COM 677240103 79.19 3,446 SH SOLE X OIL SERV.HLD.TR.DEP.REC. DEPOSTRY RCPT 678002106 14,634.03 152,200 SH SOLE X OLD NATIONAL BANCORP. (IND.) COM 680033107 832.30 41,000 SH SOLE X OLD REPUBLIC INTERNAT. CORP. COM 680223104 234.39 10,064 SH SOLE X OMNICARE INC. COM 681904108 335.53 9,465 SH SOLE X OMNICOM GROUP INC. COM 681919106 24,640.07 278,356 SH SOLE X OMEGA FINANCIAL CORP. -REG.- COM 682092101 792.28 26,600 SH SOLE X OMNIVISION TECHNOLOGIES INC. COM 682128103 639.60 42,218 SH SOLE X ONE LIBERTY PROPTS -REG.- COM 682406103 270.57 14,500 SH SOLE X ONEOK INC. (NEW) COM 682680103 977.18 31,706 SH SOLE X ON2 TECHNOLOGIES INC. COM 68338A107 25.54 39,900 SH SOLE X VYMPELKOM. -NAM. (SP.ADR'S)- SPONSORED ADR 68370R109 2,498.89 72,600 SH SOLE X OPEN SOLUTIONS COM 68371P102 29,745.00 1,500,000 SH SOLE X OPSWARE INC. COM 68383A101 1.70 330 SH SOLE X ORACLE CORP. COM 68389X105 81,340.56 6,517,673 SH SOLE X O REILLY AUTOMOTIVE COM 686091109 143.93 2,906 SH SOLE X OUTBACK STEAKHOUSE INC. COM 689899102 171.53 3,746 SH SOLE X OVERSEAS SHIPHOLDING GROUP INC COM 690368105 220.50 3,505 SH SOLE X

OXIGENE INC. COM 691828107 2.04 500 SH SOLE X PC CONNECTION INC. COM 69318J100 2,011.65 342,700 SH SOLE X PC MALL INC. COM 69323K100 3,383.21 272,400 SH SOLE X PG & E CORP. COM 69331C108 35,965.82 1,054,716 SH SOLE X PHH CORP. REG.SHS.NEW COM NEW 693320202 76.20 3,484 SH SOLE X PMC SIERRA INC. COM 69344F106 1,393.18 158,316 SH SOLE X THE PMI GROUP INC. COM 69344M101 8,272.91 217,651 SH SOLE X PNM RESOURCES INC. COM 69349H107 91.54 3,431 SH SOLE X PPG INDUSTRIES INC. COM 693506107 14,511.69 202,904 SH SOLE X PPL CORP. COM 69351T106 19,009.34 352,090 SH SOLE X PACCAR INC. COM 693718108 34,721.57 479,646 SH SOLE X PAC-WEST TELECOMM INC. COM 69371Y101 0.34 210 SH SOLE X PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 114.66 4,098 SH SOLE X PACIFIC.HEALTH SYS.INC. COM 695112102 272.31 4,784 SH SOLE X PACIFICNET COM NEW 69511V207 204.75 25,000 SH SOLE X PACKAGING CORP.OF AMERIKA COM 695156109 113.73 4,682 SH SOLE X PACTIV CORP. COM 695257105 3,118.25 133,544 SH SOLE X PAIN THERAPEUTICS INC. COM 69562K100 8.88 1,748 SH SOLE X PALL CORP. COM 696429307 2,869.68 105,814 SH SOLE X PALMONE INC. COM 69713P107 107.31 4,228 SH SOLE X PALMSOURCE-WI COM 697154102 3.99 441 SH SOLE X PANERA BREAD CO. CL.A CL A 69840W108 150.48 2,662 SH SOLE X PARAMETRIC TECHNOLOGY CORP. COM 699173100 2,393.34 428,146 SH SOLE X PARKER DRILLING CO. COM 701081101 4.60 800 SH SOLE X PARKER-HANNIFIN CORP. COM 701094104 9,642.48 158,281 SH SOLE X PARLUX FRAGRANCES INC. COM 701645103 3,298.51 152,356 SH SOLE X PARTNERS TR.FIN.GRP(NEW) -REG.- COM 70213F102 896.76 84,600 SH SOLE X PATH 1 NETWORK TECHN. INC. COM NEW 703186205 356.95 60,500 SH SOLE X PATTERSON COS. INC. -REG.- COM 703395103 156.29 3,129 SH SOLE X PATTERSON-UTI ENERGY INC. COM 703481101 336.97 13,468 SH SOLE X PAYCHEX INC. COM 704326107 6,090.05 185,559 SH SOLE X PAYLESS SHOESOURCE INC. COM 704379106 59.34 3,758 SH SOLE X PEABODY ENERGY CORP. COM 704549104 69.59 1,501 SH SOLE X J.C.*PENNEY CO.INC. COM 708160106 16,834.75 324,244 SH SOLE X PENTAIR INC. COM 709631105 227.06 5,822 SH SOLE X PEOPLE'S BANK(BRIDGEP., CONN.) COM 710198102 7.32 268 SH SOLE X PEOPLES ENERGY CORP. COM 711030106 12,632.13 301,339 SH SOLE X PEPCO HOLDINGS INC. COM 713291102 9,893.53 471,345 SH SOLE X PEPSI BOTTLING GROUP INC. COM 713409100 4,765.61 171,117 SH SOLE X PEPSIAMERICAS INC. COM 71343P200 66.26 2,924 SH SOLE X PEPSICO INC. COM 713448108 141,277.86 2,664,112 SH SOLE X PEREGRINE PHARMACEUTICALS INC. COM 713661106 98.59 67,070 SH SOLE X PERKINELMER INC. COM 714046109 4,259.21 206,457 SH SOLE X PERRIGO CO. COM 714290103 93.91 4,904 SH SOLE X PERUS.PERSER.-B- (SPON.ADR'S)20 SPONSORED ADR 715684106 93.70 5,000 SH SOLE X PETROCHINA CO. LTD. (SP.ADR'S) SPONSORED ADR 71646E100 546.85 8,650 SH SOLE X PETROBR.ENERG.PA.B. (ADRS)AP SP ADR B SHS 71646M102 569.78 46,703 SH SOLE X PETROHAWK ENERGY CORP. COM 716495106 4,716.00 450,000 SH SOLE X PETROKAZAKHSTAN INC CL.-A- COM 71649P102 4.82 120 SH SOLE X PETROLEO BRAS.PREF.SP. ADR'S SPONSORED ADR 71654V101 682,425.29 17,739,155 SH SOLE X PETROLEO BRASI.PETROBR. (ADR'S) SPONSORED ADR 71654V408 682,085.74 15,438,790 SH SOLE X

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PULTE HOMES INC. COM 745867101 21,585.15 293,157 SH SOLE X QLOGIC CORP. COM 747277101 3,791.04 93,606 SH SOLE X QUALCOMM INC. COM 747525103 123,614.60 3,374,682 SH SOLE X QUALITY SYSTEMS INC. COM 747582104 45.56 1,076 SH SOLE X QUANEX CORP. COM 747620102 96.62 1,812 SH SOLE X QUANTA SERVICES INC. COM 74762E102 40.97 5,370 SH SOLE X QUANTUM FUEL SYST.TECH. WORLDW. COM 74765E109 4,606.85 995,000 SH SOLE X QUANTUM CORP.SHS.OT DSSG STOCK COM DSSG 747906204 14.55 5,000 SH SOLE X Q-MED.INC. COM 747914109 1,961.30 178,300 SH SOLE X QUEST DIAGNOSTICS INC. COM 74834L100 14,686.35 139,697 SH SOLE X QUEST SOFTWARE INC. COM 74834T103 167.20 12,081 SH SOLE X QUESTAR CORP. COM 748356102 300.10 5,065 SH SOLE X QUICKSILVER RESOURCES INC. COM 74837R104 100.24 2,057 SH SOLE X QWEST COMM.INT.INC COM 749121109 179,809.73 48,597,224 SH SOLE X QUOVADX INC. COM 74913K106 3.09 1,000 SH SOLE X RSA SECURITY INC. COM 749719100 37.06 2,338 SH SOLE X RADIAN GROUP INC. COM 750236101 233.07 4,882 SH SOLE X RADIATION THERAPY SERVICES INC COM 750323206 47.83 2,520 SH SOLE X RADIO ONE INC. CL.A CL A 75040P108 1,729.36 117,804 SH SOLE X RADIOSHACK CORP. COM 750438103 571.93 23,344 SH SOLE X RAE SYSTEMS INC. COM 75061P102 2,302.50 750,000 SH SOLE X RAMBUS INC.(DEL.) COM 750917106 313.15 20,780 SH SOLE X RANGOLD RESOURCES (ADRS) ADR 752344309 486.46 39,358 SH SOLE X RANGE RESOURCES CORP. COM 75281A109 1,168.00 50,000 SH SOLE X RARE HOSPITALITY INTERNAT.INC. COM 753820109 67.94 2,200 SH SOLE X RAYMOND JAMES FINANCIAL INC. COM 754730109 111.08 3,666 SH SOLE X RAYTHEON CO. COM NEW 755111507 14,601.90 377,310 SH SOLE X READER'S DIGEST ASS. CLASS A COM 755267101 95.14 5,496 SH SOLE X REALITY INCOME CORP. COM 756109104 730.95 31,947 SH SOLE X RED HAT INC. COM 756577102 277.15 25,403 SH SOLE X REDIFF.COM INDIA LTD. (SP.ADRS) SPONSORED ADR 757479100 172.73 24,500 SH SOLE X REEBOK INTERNATIONAL LTD. COM 758110100 2,599.66 58,683 SH SOLE X REGIS CORP.(MINN.) COM 758932107 101.02 2,468 SH SOLE X REGIONAL BK. H.T.DER-R.B. DEPOSITRY RCPT 75902E100 64.27 486 SH SOLE X REGIONS FINANCIAL -NEW- COM 7591EP100 18,964.95 585,338 SH SOLE X RELIANT RESOURCES INC. COM 75952B105 13.95 1,226 SH SOLE X RENAL CARE GROUP INC. COM 759930100 142.05 3,744 SH SOLE X RENT -A- CENTER INC. COM 76009N100 105.69 3,870 SH SOLE X RENTECH INC. COM 760112102 1,310.00 1,000,000 SH SOLE X REPSOL YPF -ADR'S- SPONSORED ADR 76026T205 34.12 1,285 SH SOLE X REPUBLIC SERVICES INC. -A- COM 760759100 260.01 7,766 SH SOLE X RESOURCE AMERICA INC. CL.A CL A 761195205 48.15 1,374 SH SOLE X RETEK INC. COM 76128Q109 51.52 4,592 SH SOLE X REYNOLDS & REYNOLDS INC. CL.A CL A 761695105 58.29 2,154 SH SOLE X REYNOLDS AMERICAN INC. COM 761713106 91,815.62 1,139,293 SH SOLE X RHODIA SP.ADR SPONSORED ADR 762397107 535.00 250,000 SH SOLE X RICA FOODS INC. COM NEW 762582203 177.50 35,500 SH SOLE X ROBERT HALF INTERNATIONAL INC. COM 770323103 4,003.29 148,490 SH SOLE X ROCKWELL AUTOMATION INC. COM 773903109 15,366.49 271,301 SH SOLE X ROCKWELL COLLINS INC. COM 774341101 11,242.71 236,241 SH SOLE X ROCKY MOUNTAIN CHOC.FACT. INC. COM PAR $0.03 774678403 54.05 2,191 SH SOLE X

ROFIN SINAR TECHNOLOGIES INC. COM 775043102 1,439.84 44,799 SH SOLE X ROHM & HAAS CO. COM 775371107 14,539.58 302,908 SH SOLE X ROLLINS INC. COM 775711104 50.52 2,716 SH SOLE X ROPER INDUSTRIES INC. COM 776696106 445.86 6,807 SH SOLE X ROSTELEKOM OAO M.-SPONS. ADR'S- SPONSORED ADR 778529107 12.54 1,000 SH SOLE X ROWAN COMP. COM 779382100 345.21 11,534 SH SOLE X ROYAL DUTCH PETROL. NEW YORK NY REG EUR .56 780257804 292.09 4,865 SH SOLE X ROYAL GOLD INC. COM 780287108 10.08 550 SH SOLE X RUBY TUESDAY INC. COM 781182100 76.27 3,140 SH SOLE X RUDDICK CORP. COM 781258108 57.23 2,472 SH SOLE X RUSS BERRIE & CO.INC. COM 782233100 3,044.85 159,000 SH SOLE X RYDER SYSTEM INC. COM 783549108 3,886.31 93,197 SH SOLE X RYLAND GROUP INC. COM 783764103 163.98 2,644 SH SOLE X SBC COMMUNICATIONS COM 78387G103 72,637.59 3,066,171 SH SOLE X SCM MICROSYSTEMS INC. COM 784018103 9.09 2,822 SH SOLE X SCP POOL CORP. COM 784028102 31.86 1,000 SH SOLE X SCOLR PHARMA INC. COM 78402X107 220.29 52,700 SH SOLE X SEI INVESTMENT CO. COM 784117103 263.61 7,290 SH SOLE X SK TELECOM -SP.ADR'S 1/9- SPONSORED ADR 78440P108 1,747.19 88,600 SH SOLE X SLM CORP. COM 78442P106 8,643.75 173,430 SH SOLE X SPDR TRUST S & P DEPOS. REC. TR UNIT SER 1 78462F103 12,087.72 102,473 SH SOLE X SPX CORP. COM 784635104 192.94 4,458 SH SOLE X SR TELECOM INC. COM NEW 78464P208 0.04 73 SH SOLE X SABRE HOLDINGS CORP.CL.A CL A 785905100 4,572.24 208,969 SH SOLE X SADIA S A CP ADR PFD 30 786326108 4.92 300 SH SOLE X SAFECO CORP. COM 786429100 4,976.80 102,172 SH SOLE X SAFEWAY INC. COM NEW 786514208 802.52 43,309 SH SOLE X ST.JUDE MEDICAL INC. COM 790849103 21,086.64 585,740 SH SOLE X ST.PAUL COMPANIES INC. COM 792860108 29,976.42 816,129 SH SOLE X SAKS INC. COM 79377W108 139.20 7,712 SH SOLE X SANPAOLO IMI SP.ADR SPONSORED ADR 799175104 18,754.69 599,000 SH SOLE X SANDISK CORP. COM 80004C101 580.10 20,867 SH SOLE X SANMINA-SCI CORP. COM 800907107 2,443.25 468,055 SH SOLE X SAP VORZ.SPONS.ADR'S SPONSORED ADR 803054204 32.06 800 SH SOLE X SARA LEE CORP. COM 803111103 33,214.29 1,498,840 SH SOLE X SASOL LTD.SPONSORED ADR'S SPONSORED ADR 803866300 7.39 310 SH SOLE X SATYAM COMP.SERV. (SP.ADRS) 2 ADR REG S 804098101 2,452.80 105,000 SH SOLE X SCANA CORP. COM 80589M102 9,219.85 241,231 SH SOLE X HENRY SCHEIN INC. COM 806407102 228.59 6,378 SH SOLE X SCHERING-PLOUGH CORP. COM 806605101 40,662.35 2,240,350 SH SOLE X SCHLUMBERGER N.V. COM 806857108 28,758.87 408,043 SH SOLE X SCHOLASTIC CORP. COM 807066105 75.77 2,054 SH SOLE X CHARLES SCHWAB COM 808513105 5,731.21 545,310 SH SOLE X SCIENTIFIC-ATLANTA INC. COM 808655104 4,923.46 174,467 SH SOLE X SCOTTISH POWER PLC (SP.ADR'S) SPON ADR FINAL 81013T705 6.24 200 SH SOLE X THE*SCOTTS CO., CLASS A CL A 810186106 8.64 123 SH SOLE X SEALED AIR CORP. COM 81211K100 3,979.33 76,614 SH SOLE X SECTOR SPDR TRUST -FINL SBI- SBI INT-FINL 81369Y605 28,972.11 1,020,504 SH SOLE X SECTOR SPDR TRUST-BENEF. INT.- SBI INT-TECH 81369Y803 35.21 1,800 SH SOLE X SELECT COMFORT CORP. COM 81616X103 4.09 200 SH SOLE X SEMPRA ENERGY COM 816851109 43,463.61 1,090,954 SH SOLE X

SENESCO TECHNOLOG. -REG.- COM NEW 817208408 170.00 50,000 SH SOLE X SENIOR HOUSING PROP.SHS. BENEF. SH BEN INT 81721M109 4.17 250 SH SOLE X SEPRACOR INC. COM 817315104 34,768.64 605,620 SH SOLE X SEQUA CORP. -A- CL A 817320104 34.32 662 SH SOLE X SERENA SOFTWARE INC. COM 817492101 0.83 35 SH SOLE X SERONO S.A. SPONSORED ADR 81752M101 74.23 4,090 SH SOLE X SERVICE CORP. INT. COM 817565104 36.38 4,864 SH SOLE X SERVICE MASTER CO. COM 81760N109 9,369.00 694,000 SH SOLE X 7-ELEVEN INC. COM NEW 817826209 10.02 417 SH SOLE X 724 SOLUTIONS INC. COM NEW 81788Q209 0.30 20 SH SOLE X THE*SHAW GROUP INC. COM 820280105 170.04 7,800 SH SOLE X THE*SHELL TRANSP.TR. -ADR/6- ADR NY SHS NEW 822703609 326.16 6,000 SH SOLE X SHERWIN-WILLIAMS CO. COM 824348106 9,066.25 206,098 SH SOLE X SHUFFLE MASTER INC. COM 825549108 92.67 3,200 SH SOLE X SIEBEL SYSTEMS INC. COM 826170102 4,361.69 477,732 SH SOLE X SIEMENS AG (SP.ADR'S) SPONSORED ADR 826197501 197.65 2,500 SH SOLE X SIERRA HEALTH SERVICES COM 826322109 103.17 1,616 SH SOLE X SIERRA PACIFIC RESOURCES (NEW) COM 826428104 69.68 6,482 SH SOLE X SIERRA WIRELESS INC. COM 826516106 3.28 400 SH SOLE X SIGMA-ALDRICH CORP. COM 826552101 4,128.99 67,412 SH SOLE X SIGMA DESIGNS INC. COM 826565103 0.14 13 SH SOLE X SILICON LABORATORIES INC. COM 826919102 124.90 4,204 SH SOLE X SILGAN HOLDING INC. COM 827048109 6.50 100 SH SOLE X SILICON GRAPHICS INC. COM 827056102 78.05 65,592 SH SOLE X SILICON VALLEY BANCSHARES COM 827064106 145.13 3,294 SH SOLE X SILICONWARE PREC.INDS (ADR'S) SPONSD ADR SPL 827084864 8,420.00 2,000,000 SH SOLE X THE SINGING MACHINE CO. INC. COM NEW 829322304 46.15 65,000 SH SOLE X SINOPEC SHAN.PETR.-H- SP. ADR'S SPON ADR H 82935M109 44.72 1,100 SH SOLE X SINOPEC BEIJING YAN.PETR. H-ADR SPON ADR H SHS 82935N107 4.72 200 SH SOLE X SIRNA THERAPEUTICS INC. COM 829669100 118.00 40,000 SH SOLE X SKYWEST INC. COM 830879102 94.53 5,085 SH SOLE X SMITH INTERNATIONAL INC -SPLIT- COM 832110100 367.22 5,854 SH SOLE X J.M.SMUCKER CO. COM NEW 832696405 145.72 2,897 SH SOLE X SNAP-ON INC. COM 833034101 2,987.43 93,974 SH SOLE X SOC.QUIMICA MIN.CHILE ADR'S-B- SPON ADR SER B 833635105 93.28 1,158 SH SOLE X SOC.QUIMICA MIN.SPONS. ADR'S SPONSORED ADR 833636103 60.29 722 SH SOLE X SOHU.COM INC. COM 83408W103 27.78 1,580 SH SOLE X SOLEKTRON CORP. COM 834182107 15,035.32 4,332,946 SH SOLE X SONOCO PRODUCTS CO. COM 835495102 200.91 6,964 SH SOLE X SONY CORP.ADR'S ADR NEW 835699307 3,159.98 78,960 SH SOLE X SOTHEBY'S HOLDINGS INC.CL.A CL A 835898107 70.01 4,128 SH SOLE X THE*SOUTHERN CO. COM 842587107 39,762.77 1,249,223 SH SOLE X SOUTHERN PERU COPPER CORP. COM 843611104 108.65 1,959 SH SOLE X SOUTHERN UNION COMPANY COM 844030106 12.56 500 SH SOLE X SOUTHWEST AIRLINES CO. COM 844741108 21,045.61 1,477,922 SH SOLE X SOUTHWEST BANCORP COM 84476R109 849.61 46,300 SH SOLE X SOUTHWESTERN ENERGY COM 845467109 132.25 2,330 SH SOLE X SOVEREIGN BANCORP.INC. COM 845905108 17,744.84 800,760 SH SOLE X SPATIALIGHT INC. COM 847248101 505.00 100,000 SH SOLE X SPECTRUM PHARMACEUTICALS (NEW) COM 84763A108 119.40 20,000 SH SOLE X SPINNAKER EXPL COM 84855W109 24.87 700 SH SOLE X

SPRINT CORP.-FON SER.1 COM FON GROUP 852061100 14,939.36 656,675 SH SOLE X STAAR SURGICAL CO. COM PAR $0.01 * 852312305 1,564.00 400,000 SH SOLE X STANCORP FINANCIAL GROUP INC. COM 852891100 133.10 1,570 SH SOLE X STANDARD PACIFIC CORP. COM 85375C101 97.96 1,357 SH SOLE X THE*STANLEY WORKS COM 854616109 5,099.71 112,651 SH SOLE X STAPLES INC. COM 855030102 9,096.62 434,137 SH SOLE X STAR SCIENTIFIC INC. COM 85517P101 2,645.00 500,000 SH SOLE X STARBUCKS CORP. COM 855244109 14,535.88 281,376 SH SOLE X STARWOOD HOTELS&RES. WORLDW.INC PAIRED CTF 85590A203 12,918.28 215,197 SH SOLE X STATE STREET CORP. COM 857477103 9,215.74 210,790 SH SOLE X STATOIL (SP.ADR'S) ADR 85771P102 17.14 1,000 SH SOLE X STEAK N SHAKE CO. COM 857873103 23.22 1,200 SH SOLE X STEMCELLS INC. COM 85857R105 9.45 3,000 SH SOLE X STERICYCLE INC. COM 858912108 109.44 2,476 SH SOLE X STERIS CORP. COM 859152100 188.59 7,469 SH SOLE X STEWART & STEVENSON SERV.INC. COM 860342104 84.69 3,700 SH SOLE X STMICROELECTR. (N.Y.REGIST.) NY REGISTRY 861012102 5,263.53 315,938 SH SOLE X STOCKERYALE INC. COM NEW 86126T203 128.70 130,000 SH SOLE X STONE ENERGY CORP. COM 861642106 9.71 200 SH SOLE X STORAGE TECHN.CORP. COM PAR $0.10 * 862111200 141.50 4,594 SH SOLE X STREICHER MOBILE FUELING COM 862924107 33.30 15,000 SH SOLE X STREETTRACKS GOLD TRUST GOLD SHS 863307104 309.37 7,225 SH SOLE X STRYKER CORP. COM 863667101 14,175.18 317,758 SH SOLE X STUDENT LOAN CORP. COM 863902102 101.79 487 SH SOLE X SUN LIFE FINL SRVCS OF CA INC. COM 866796105 227.78 7,000 SH SOLE X SUN MICROSYSTEMS COM 866810104 15,845.42 3,922,133 SH SOLE X SUN HYDRAULICS INC. COM 866942105 56.33 1,874 SH SOLE X SUNGARD DATA SYST.INC. COM 867363103 19,252.31 558,038 SH SOLE X SUN CO. COM 86764P109 5,305.19 51,248 SH SOLE X SUNTERRA CORP. COM NEW 86787D208 1,508.00 100,000 SH SOLE X SUNTRUST BANKS INC. COM 867914103 14,390.43 199,673 SH SOLE X SUPERTEX INC. COM 868532102 7.32 400 SH SOLE X SUPERVALU INC. COM 868536103 7,285.21 218,447 SH SOLE X SURMODICS INC. COM 868873100 48.41 1,517 SH SOLE X SUSQUEHANNA BANCSHARES INC. COM 869099101 877.68 36,000 SH SOLE X SWIFT TRANSPORTATION INC. COM 870756103 37.90 1,712 SH SOLE X SYBASE INC. COM 871130100 51.72 2,802 SH SOLE X SYMANTEC CORP. COM 871503108 14,925.30 699,733 SH SOLE X SYMBOL TECHNOL.INC. COM 871508107 3,872.02 267,220 SH SOLE X SYMYX TECHNOLOGIES INC. COM 87155S108 0.11 5 SH SOLE X SYNAPTICS INC. COM 87157D109 190.24 8,200 SH SOLE X SYNGENTA NAM.SPONS.ADR'S SPONSORED ADR 87160A100 2.27 108 SH SOLE X SYNOVUS FINANCIAL CORP. COM 87161C105 11,622.58 417,178 SH SOLE X SYSCO CORP. COM 871829107 28,769.92 803,629 SH SOLE X TCF FINANCIAL CORP. COM 872275102 190.21 7,006 SH SOLE X TECO ENERGY INC. COM 872375100 4,549.60 290,153 SH SOLE X TUX COMPANIES INC COM 872540109 520.41 21,129 SH SOLE X TXU CORP. COM 873168108 20,994.53 263,651 SH SOLE X TAIWAN SEMCOND.MANUF. ADR'S SPONSORED ADR 874039100 21,351.83 2,517,905 SH SOLE X TARGET CORP. COM 87612E106 6,154.46 123,040 SH SOLE X TASER INTERNATIONAL INC. COM 87651B104 1,577.58 131,465 SH SOLE X

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YORK INTERNATIONAL CORP. COM 986670107 89.88 2,294 SH SOLE X YUM BRANDS INC. COM 988498101 24,675.19 476,263 SH SOLE X ZEBRA TECHNOLOGIES CORP.-A- CL A 989207105 131.45 2,768 SH SOLE X ZIMMER HOLDINGS INC. COM 98956P102 19,358.04 248,786 SH SOLE X ZIONS UTAH BANCORP COM 989701107 9,106.15 131,935 SH SOLE X ZIX CORP. COM 98974P100 3,728.78 997,000 SH SOLE X ZORAN CORP. COM 98975F101 10.35 1,000 SH SOLE X ZOLTEK COMPANIES INC. COM 98975W104 5,362.56 441,000 SH SOLE X 45,445,410.31

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