13F-HR 1 a2161011z13f-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: 6/30/2005 ----------------------- 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 7/18/2005 ------------------------------- ----------------- ------------- /s/ D. Christian Southwick New York, NY 7/18/2005 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: 1392 -------------------- Form 13F Information Table Value Total: 23,293,266.90 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------- ----- --------------- --------- ------------ ----------------------- ---------- ---------- ------------------ VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (xX $1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------- ----- --------------- --------- ------------ ----------- ----- ------ ---------- ---------- ---- -------- ---- ACE LTD. ORD G0070K103 79,~~856~~019.6974 ~~190~~201,~~373~~109 SH SOLE X ACCENTURE LTD. CL A G1150G111 ~~55,417~~45.1034 2,~~294,704~~000 SH SOLE X BUNGE LTD. COM G16962105 1619.1602 300 SH SOLE X ~~CHINA~~CDC ~~YUCHAI~~CORP ~~INT.LTD.~~SHS ~~COM~~A ~~G21082105~~G2022L106 973.0616 111,~~500~~100 SH SOLE X ~~CHINADOTCOM~~CHINA ~~CORP~~YUCHAI INT.~~-A-~~LTD. CLCOM AG21082105 ~~G2108N109 0~~133.3154 ~~100~~11,000 SH SOLE X COOPER INDUSTRIES LTD -A- CL A G24182100 54,~~136~~612.3569 7172,~~817~~186 SH SOLE X CREDICORP LTD. COM G2519Y108 ~~502~~779.8977 2939,204 SH SOLE X EVEREST REINSURANCE GROUP LTD. COM G3223R108 ~~131~~144.8443 1,~~549~~553 SH SOLE X FRONTLINE LTD. ORD G3682E127 ~~298~~31.4179 6790 SH SOLE X GARMIN LTD. ORD G37260109 148.04 3,~~090~~463 SH SOLE X INGERSOLL RAND CO.LTD. -A- CL A G4776G101 119,~~352~~653.8301 ~~142~~135,~~534~~291 SH SOLE X NABORS INDUSTRIES LTD. SHS G6359F103 36,~~706~~790.4835 62112,~~673~~015 SH SOLE X NOBLE CORP. SHS G65422100 26,~~978~~220.0601 52101,~~981~~122 SH SOLE X SHIP FINANCE INTL. -REG.- L SHS G81075106 384.2039 ~~1,882~~232 SH SOLE X TRANSOCEAN INC. ORD G90078109 813,~~185~~442.0747 ~~159~~249,~~057~~073 SH SOLE X WEATHERFORD INTERNATIONAL LTD. COM G95089101 220.9396 3,~~813~~811 SH SOLE X XL CAPITAL LTD. -A- CL A G98255105 45,~~857~~360.0484 6772,~~114~~035 SH SOLE X BLADEX CL.E CL E P16994132 4438.2788 2,166 SH SOLE X ~~GENERAL~~ABB ~~MARITIME~~LTD ~~SHS~~ADR ~~Y2692M103~~000375204 5016.8618 ~~1,050 SH SOLE X OMI CORP. COM Y6476W104 50.40~~ 2,~~632~~500 SH SOLE X ~~TOP~~A ~~TANKERS~~D ~~INC.~~C ~~-REG.-~~TELECOMMUNICATIONS COM ~~Y8897Y107~~NEW ~~49.31~~000886309 2,~~658 SH SOLE X ADC TELECOMMUNCAT~~067.~~INC.~~98 ~~COM 000886101 15~~94,~~101.57~~992 ~~1,084,104~~ SH SOLE X ~~ABN AMRO HLDG N.V. SPONS. ADR'S SPONSORED ADR 000937102 31.31 1,262 SH SOLE X ACT TELECONFERENCING INC. COM 000955104 263.20 470,000 SH SOLE X~~ AFLAC INC. COM 001055102 1731,~~752~~573.7945 ~~476~~729,~~457~~516 SH SOLE X AGCO CORP. COM 001084102 9084.9693 4,~~984~~442 SH SOLE X AGL RESOURCES INC. COM 001204106 ~~148~~164.3819 4,248 SH SOLE X ~~AES~~AT&T CORP. COM ~~00130H105~~NEW 6001957505 15,~~657~~026.8879 ~~406~~789,~~464~~222 SH SOLE X ~~AMR~~AU OPTRONICS CORP.-SP.ADRS/10- ~~COM~~SPONSORED ~~001765106~~ADR ~~27,655~~002255107 536.8695 234,~~584,660~~550 SH SOLE X ATABBOTT &LABORATORIES ~~T (NEW)~~ COM ~~NEW~~002824100 ~~001957505 4~~125,~~385~~441.9854 ~~233~~2,~~919~~559,509 SH SOLE X ~~5,25%*ATMI~~ABERCROMBIE ~~INC.~~& ~~CV06~~FTCH ~~15.M/N~~CL ~~NOTE~~A ~~5.250%11/1~~002896207 ~~00207RAC5 314,853~~429.0024 26,~~726,000~~248 ~~PRN~~SH SOLE X AUABBEY ~~OPTRONICS~~NATL ~~CORP.~~ADR-~~SP.~~B ~~ADRS/10-~~ADR ~~SPONSORED~~PRF ~~ADR~~B7.375 ~~002255107~~002920700 ~~506~~342.5077 3412,~~550~~790 SH SOLE X ~~AVI~~ACME ~~BIOPHARMA~~UTD ~~INC.~~CORP COM ~~002346104~~004816104 ~~100~~94.0034 405,~~000~~002 SH SOLE X ~~AXM~~ACXIOM ~~PHARMA INC~~CORP. ~~-REG.-~~ COM ~~002457109~~005125109 ~~321~~101.9514 ~~117~~4,~~500~~844 SH SOLE X ~~AXS~~AEROPOSTALE ~~ONE~~ INC. COM ~~002458107~~007865108 ~~2,010~~102.0061 ~~600~~3,~~000~~054 SH SOLE X ~~AAIPHARMA~~AEGON ~~INC~~N.V.-N.J.SHARES ~~COM~~ORD ~~00252W104~~AMER 1REG 007924103 18.4230 21,~~000~~422 SH SOLE X ~~AASTROM~~ADVANTA ~~BIOSCIENCES~~CORP. ~~INC~~CL.A ~~COM~~CL ~~00253U107~~A ~~346~~007942105 1,568.5393 ~~166~~60,600 SH SOLE X ~~ABBOTT~~ADVENT ~~LABORATORIES~~SOFTWARE INC. COM ~~002824100~~007974108 ~~73,109~~29.4882 1,~~568,200~~472 SH SOLE X ~~ABERCROMBIE~~AFFILIATED &COMP. ~~FTCH~~- CLCLASS A ~~002896207 275.32 4,810 SH SOLE X ABBEY NATL ADR~~-B ~~ADR~~CL ~~PRF~~A ~~B7.375~~008190100 ~~002920700 343~~10,645.9077 12208,~~880~~332 SH SOLE X ~~ABGENIX~~AFFORDABLE RESID.COMMUNIT.INC. COM ~~00339B107~~008273104 28323.7074 424,~~100~~250 SH SOLE X ~~ACCELR8~~AGNICO-EAGLE ~~TECHNOLOGY~~MINES ~~CORP~~LTD. COM ~~NEW~~008474108 ~~004304200 0~~11.1609 60880 SH SOLE X ~~ACCESS~~AIR ~~PHARMACEUTICALS~~PRODUCTS ~~INC.~~& ~~COM~~CHEMICALS ~~NEW~~PLC ~~00431M209~~COM ~~560~~009158106 14,206.2586 ~~225~~235,~~000~~603 SH SOLE X ~~ACCESSITY~~AKZO ~~CORP~~NOBEL N.V. ~~COM~~ADR'S ~~NEW~~SPONSORED ~~00433F202~~ADR ~~140~~010199305 31.4204 ~~14,000~~790 SH SOLE X ~~ACCREDO~~ALASKA ~~HEALTH~~AIR GROUP INC. COM ~~00437V104~~011659109 842.8830 ~~200~~1,422 SH SOLE X ~~ACE~~ALBERTO ~~COMM~~CULVER ~~CORP~~CO. CL.B COM ~~004404109~~013068101 16,~~840~~027.90 ~~578~~139,~~900~~116 SH SOLE X ~~ACTIVISION~~ALCAN INC. COM ~~NEW~~013716105 ~~004930202 181~~8.8025 ~~12,284~~275 SH SOLE X ~~ACTIVE~~ALCOA ~~POWER~~ INC. COM ~~00504W100~~013817101 ~~163~~21,025.6271 50804,~~500~~658 SH SOLE X ~~ACXIOM~~ALEXANDER ~~CORP~~& BALDWIN INC. COM ~~005125109~~014482103 53111.3780 2,~~550~~412 SH SOLE X

ALLEGHENY ENERGY INC. COM 017361106 5,796.19 229,825 SH SOLE X ALLERGAN INC. COM 018490102 18,958.48 222,413 SH SOLE X ALLIANCE DATA SYSTEMS CORP. COM 018581108 149.02 3,674 SH SOLE X ALLIANT ENERGY CORP. COM 018802108 180.22 6,402 SH SOLE X ALLIANT TECHSYSTEMS INC. COM 018804104 524.49 7,429 SH SOLE X ALLIANZ -V.NAM.-(SP.ADRS)1/10 SP ADR 1/10 SHR 018805101 393.48 34,365 SH SOLE X ALLIED DOMECQ PLC SPON ADR NEW 019121201 1,919.41 39,600 SH SOLE X ALLIED WASTE INDUSTRIES INC. COM PAR$.01NEW 019589308 3,293.11 415,272 SH SOLE X ALLMERICA FINANCIAL CORP. COM 019754100 109.19 2,944 SH SOLE X THE*ALLSTATE CORP. COM 020002101 56,841.01 951,314 SH SOLE X ALLTEL CORP. COM 020039103 33,986.94 545,712 SH SOLE X ALPHARMA INC CL A 020813101 70.90 4,900 SH SOLE X ALTERA CORP. COM 021441100 11,211.43 566,234 SH SOLE X AMBAC FINANCIAL GROUP INC. COM 023139108 10,077.18 144,455 SH SOLE X AMERADA HESS CORP. COM 023551104 13,770.15 129,285 SH SOLE X AMEREN CORP. COM 023608102 4,304.88 77,846 SH SOLE X AMERICAN EXPRESS CO. COM 025816109 291,875.79 5,483,295 SH SOLE X AMERICAN FINANCIAL GROUP INC. COM 025932104 108.14 3,226 SH SOLE X AMERICAN GREET.CORP.CLASS A CL A 026375105 100.01 3,774 SH SOLE X AMERICAN ITL.GROUP COM 026874107 284,961.21 4,904,668 SH SOLE X AMERICAN POW.CONV.CORP. COM 029066107 6,889.62 292,057 SH SOLE X AMER.STANDARD COMPANIES INC. COM 029712106 11,777.93 280,962 SH SOLE X AMER.SUPERCONDUCTOR CORP. COM 030111108 30.20 3,300 SH SOLE X AMETEK INC. COM 031100100 171.50 4,098 SH SOLE X AMGEN INC. COM 031162100 129,594.26 2,143,471 SH SOLE X AMPHENOL CORP NEW CL A 032095101 97.61 2,430 SH SOLE X AMYLIN PHARMACEUTICALS INC. COM 032346108 22.60 1,080 SH SOLE X ANADARKO PETROCEUM CORP. COM 032511107 29,866.45 363,560 SH SOLE X ANALOG DEVICES INC. COM 032654105 20,735.18 555,754 SH SOLE X ANAREN INC COM 032744104 1.32 100 SH SOLE X ANDREW CORP. COM 034425108 3,374.34 264,447 SH SOLE X ANGIOTECH PHARMACEUTICALS IN COM 034918102 44.29 3,200 SH SOLE X ANGLOGOLD LTD.-SP.ADRS 1/2- SPONSORED ADR 035128206 268.33 7,510 SH SOLE X ANHEUSER BUSCH COS.INC. COM 035229103 57,633.93 1,259,758 SH SOLE X ANN TAYLOR STORES CORP. COM 036115103 97.61 4,020 SH SOLE X ANTHRACITE CAP INC COM 037023108 256.19 21,619 SH SOLE X AON CORP. COM 037389103 11,109.85 443,684 SH SOLE X APACHE CORP. COM 037411105 34,454.60 533,353 SH SOLE X APPLE COMPUTER INC. COM 037833100 130,083.96 3,533,930 SH SOLE X APPLEBEE'S INTERNATIONAL COM 037899101 118.41 4,470 SH SOLE X APRIA HEALTHCARE GROUP INC. COM 037933108 93.60 2,702 SH SOLE X APPLERA CORP. -APPL.BIOSYST.- COM AP BIO GRP 038020103 6,214.93 315,960 SH SOLE X APPLERA CORP. -CELERA GR.- COM CE GEN GRP 038020202 250.30 22,817 SH SOLE X APPLIED DIGITAL SOLUTIONS COM NEW COM NEW 038188306 2.30 700 SH SOLE X APPLIED MATERIALS INC. COM 038222105 56,395.75 3,485,522 SH SOLE X ARCH COAL INC. COM 039380100 19.23 353 SH SOLE X ARCHER DANIELS-MIDLAND CO COM 039483102 21,784.04 1,018,898 SH SOLE X

ARCHSTONE SMITH TR COM 039583109 326.61 8,457 SH SOLE X AROTECH CORP. -REG.- COM 042682104 74.13 70,600 SH SOLE X ARROW ELECTRONICS INC. COM 042735100 176.05 6,482 SH SOLE X ARVINMERITOR INC. COM 043353101 68.70 3,862 SH SOLE X ASHLAND INC COM 044204105 6,531.98 90,886 SH SOLE X ASK JEEVES INC COM 045174109 9,065.29 300,175 SH SOLE X ASSOCIATED BANC-CORP. COM 045487105 236.34 7,038 SH SOLE X ASTORIA FINANCIAL CORP. COM 046265104 157.55 5,534 SH SOLE X ATHEROGENICS INC. COM 047439104 760.65 47,600 SH SOLE X ATMEL CORP. COM 049513104 35.19 14,910 SH SOLE X AUTHENTIDATE HOLDING CORP. COM 052666104 7.98 3,000 SH SOLE X AUTODESK INC. COM 052769106 13,038.49 379,688 SH SOLE X AUTOMA.DATA PROCES.INC.-SPLIT- COM 053015103 40,110.14 955,686 SH SOLE X AUTOZONE INC. COM 053332102 9,889.43 106,959 SH SOLE X AVANT IMMUNOTHERAPEUTICS INC. COM 053491106 0.64 550 SH SOLE X AVAYA INC. COM 053499109 6,432.25 773,107 SH SOLE X AVERY DENNISON CORP. COM 053611109 7,993.94 150,943 SH SOLE X AVNET INC. COM 053807103 149.78 6,648 SH SOLE X AVOCENT CORP. COM 053893103 45.38 1,736 SH SOLE X AVON PRODUCTS INC. COM 054303102 31,261.19 825,923 SH SOLE X BB&T CORP. COM 054937107 7,944.40 198,759 SH SOLE X BASF AG (SP.ADR'S) SPONSORED ADR 055262505 67.32 1,020 SH SOLE X BJ SERVICES CO. COM 055482103 9,176.02 174,848 SH SOLE X BP PLC -ADR'S- SPONSORED ADR 055622104 35,687.60 572,100 SH SOLE X BMC SOFTWARE INC. COM 055921100 6,462.32 360,018 SH SOLE X BAKER HUGHES INC. COM 057224107 26,630.93 520,542 SH SOLE X BALDWIN TECHNOLOGY CO.INC. -A- CL A 058264102 1.55 500 SH SOLE X BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 27.75 300 SH SOLE X BANDAG INC. -A- CL A 059815308 6,010.20 148,400 SH SOLE X BANK OF AMERICA CORP. COM 060505104 425,298.47 9,324,676 SH SOLE X BANK OF HAWAII CORP. COM 062540109 146.36 2,884 SH SOLE X BK.OF NEW YORK CO.INC. COM 064057102 31,281.59 1,086,921 SH SOLE X BANKATLANTIC BANCORP CL A 065908501 2,776.18 146,500 SH SOLE X BANTA CORP. COM 066821109 61.96 1,366 SH SOLE X C.R.*BARD INC. COM 067383109 11,379.66 171,097 SH SOLE X BARNES & NOBLE INC. COM 067774109 154.50 3,982 SH SOLE X BARRICK GOLD CORP. COM 067901108 125.15 5,000 SH SOLE X BARR LABORATORIES INC. COM 068306109 333.77 6,848 SH SOLE X BAUSCH & LOMB INC. COM 071707103 12,436.06 149,832 SH SOLE X BAXTER INTERNATIONAL COM 071813109 37,745.99 1,017,412 SH SOLE X BEA SYSTEMS INC. COM 073325102 822.97 93,732 SH SOLE X BEAR STEARNS COS.INC. COM 073902108 11,590.35 111,510 SH SOLE X BECTON,DICKINSON & CO. COM 075887109 21,916.93 417,704 SH SOLE X BED BATH & BEYOND INC. COM 075896100 25,930.51 620,644 SH SOLE X BELLSOUTH CORP. COM 079860102 79,395.84 2,988,176 SH SOLE X BELO CORP.CL.A COM SER A 080555105 141.23 5,892 SH SOLE X BEMIS INC. COM 081437105 4,529.05 170,650 SH SOLE X

BERKLEY W.R. CORP. COM 084423102 244.98 6,866 SH SOLE X BERKSHIRE HATHAWAY INC.CL.A CL A 084670108 501.00 6 SH SOLE X BERKSHIRE HATHAWAY INC. -B- CL B 084670207 2,282.47 820 SH SOLE X BEST BUY CO.INC. COM 086516101 26,456.32 385,942 SH SOLE X BIG LOTS INC. COM 089302103 2,438.30 184,162 SH SOLE X BIOMET INC. COM 090613100 15,219.82 439,498 SH SOLE X BIOLASE TECHNOLOGY INC. COM 090911108 31.60 5,000 SH SOLE X THE*BLACK & DECKER CORP. COM 091797100 11,950.23 133,002 SH SOLE X BLACK HILLS CORP. COM 092113109 66.04 1,792 SH SOLE X H.&R.*BLOCK INC. COM 093671105 15,112.94 259,005 SH SOLE X BLOCKBUSTER INC CL A 093679108 180.26 19,765 SH SOLE X BLOCKBUSTER INC CL B 093679207 30.82 3,592 SH SOLE X BOB EVANS FARMS INC. COM 096761101 45.47 1,948 SH SOLE X BOEING CO. COM 097023105 81,897.35 1,240,869 SH SOLE X BORDERS GROUP INC. COM 099709107 99.11 3,916 SH SOLE X BORGWARNER INC. COM 099724106 177.16 3,301 SH SOLE X BOSTON SCIENTIFIC CORP. COM 101137107 46,910.61 1,737,430 SH SOLE X BOYD GAMING CORP COM 103304101 287.56 5,624 SH SOLE X BRASIL TELECOM PARTICIP.SP.ADR SPONS ADR PFD 105530109 23.10 640 SH SOLE X BRIGHT HORIZON FAMILY SOLUTI COM 109195107 100.09 2,458 SH SOLE X BRINKER INTERNAT.INC. COM 109641100 203.77 5,088 SH SOLE X BRINK'S CO. COM 109696104 1,002.28 27,841 SH SOLE X BRISTOL-MYERS SQUIBB CO. COM 110122108 20,690.91 828,299 SH SOLE X BROADCOM CORP.-A- CL A 111320107 15,967.93 449,421 SH SOLE X BROADVISION INC. COM NEW 111412607 0.07 61 SH SOLE X BROOKFIELD HOMES CORP COM 112723101 106.89 2,344 SH SOLE X BROWN-FORMAN CORP.CL.-B-SPLIT CL B 115637209 8,870.63 146,719 SH SOLE X BRUNSWICK CORP. COM 117043109 6,833.34 157,741 SH SOLE X BUFFALO WILD WINGS INC COM 119848109 31.20 1,000 SH SOLE X BUILDING MATERIALS HLDG CORP. COM 120113105 107.12 1,546 SH SOLE X BURLINGTON RESOURCES INC. COM 122014103 32,835.93 594,423 SH SOLE X CIGNA CORP. COM 125509109 22,899.28 213,952 SH SOLE X CIT GROUP INC. NEW COM 125581108 13,402.21 311,897 SH SOLE X CMGI INC. COM 125750109 5.23 2,765 SH SOLE X CMS ENERGY CORP. COM 125896100 4,686.37 311,180 SH SOLE X CSK AUTO CORP. -REG.- COM 125965103 50.99 3,057 SH SOLE X CNS INC COM 126136100 50.09 2,192 SH SOLE X CSG SYSTEMS INT.INC. COM 126349109 55.50 2,924 SH SOLE X CSX CORP. COM 126408103 14,409.95 337,786 SH SOLE X C.T.S.CORP. COM 126501105 8.17 665 SH SOLE X CVS CORP. COM 126650100 20,493.71 704,978 SH SOLE X CV THERAPEUTICS INC COM 126667104 6.73 300 SH SOLE X CADENCE DESIGN SYSTEM INC. COM 127387108 268.00 19,619 SH SOLE X CAL DIVE INTL INC COM 127914109 50.59 966 SH SOLE X CALLAWAY GOLF CO. COM 131193104 125.11 8,108 SH SOLE X CALPINE CORP. COM 131347106 2,638.92 776,154 SH SOLE X CAMPBELL SOUP CO. COM 134429109 16,672.79 541,852 SH SOLE X

CANON INC ADR ADR 138006309 291.83 5,545 SH SOLE X CAPITAL CITY BK GROUP INC COM 139674105 38.78 1,200 SH SOLE X CAREER EDUCATION CORP. COM 141665109 387.96 10,597 SH SOLE X CAREMARK RX INC. COM 141705103 33,010.91 741,485 SH SOLE X CARLISLE COS.INC. COM 142339100 117.77 1,716 SH SOLE X CARMAX INC. COM 143130102 162.27 6,089 SH SOLE X CARNIVAL -PAIRED CTF- PAIRED CTF 143658300 22,481.69 412,130 SH SOLE X CARTER COM 146229109 160.08 2,742 SH SOLE X CASTLE ENERGY CORP. PAR$0.50N 148449309 251.53 20,400 SH SOLE X CATALINA MARKETING CORP. COM 148867104 66.52 2,618 SH SOLE X CATERPILLAR INC. COM 149123101 28,934.40 607,164 SH SOLE X CELL THERAPEUTICS INC COM 150934107 104.61 38,600 SH SOLE X CELGENE CORP. COM 151020104 311.36 7,650 SH SOLE X CEMEX S.A.(SPONS.ADR'S)5 SPON ADR 5 ORD 151290889 129.34 3,049 SH SOLE X CENDANT CORP. COM 151313103 38,412.80 1,717,157 SH SOLE X CENTEX CORP. COM 152312104 14,874.55 210,479 SH SOLE X CENTRAL EUROPEAN DIST CORP COM 153435102 102.36 2,742 SH SOLE X CENTURYTEL INC. COM 156700106 7,854.64 226,816 SH SOLE X CERIDIAN CORP. COM 156779100 156.81 8,050 SH SOLE X CERNER CORP COM 156782104 18.35 270 SH SOLE X CERTEGY INC. COM 156880106 130.18 3,406 SH SOLE X CHARLES RIVER LABORATORIES INC COM 159864107 203.52 4,218 SH SOLE X CHECKFREE CORP. NEW COM 162813109 176.57 5,184 SH SOLE X CHEESECAKE FACTORY INC. COM 163072101 157.05 4,522 SH SOLE X CHESAPEAKE ENERGY CORP. COM 165167107 6,266.58 274,850 SH SOLE X CHEVRONTEXACO CORP. COM 166764100 124,916.11 2,233,836 SH SOLE X CHICAGO MERCAN.EXCHANGE HLDGS. CL A 167760107 250.58 848 SH SOLE X CHICO'S FAS INC. COM 168615102 443.93 12,950 SH SOLE X THE*CHINA FUND INC. COM 169373107 347.50 12,236 SH SOLE X CHINA TEL.CORP.LTD.(ADRS) S.H SPON ADR H SHS 169426103 10.68 300 SH SOLE X CHIRON CORP. COM 170040109 8,319.07 238,437 SH SOLE X CHOICEPOINT INC. COM 170388102 199.05 4,970 SH SOLE X THE*CHUBB CORP. COM 171232101 23,941.52 279,658 SH SOLE X CHURCH & DWIGHT CO.INC. COM 171340102 126.63 3,498 SH SOLE X CIENA CORP. COM 171779101 2,060.10 985,695 SH SOLE X CIMAREX ENERGY CO COM 171798101 105.06 2,700 SH SOLE X CINCINNATI BELL INC. COM 171871106 58.21 13,538 SH SOLE X CINCINNATI FINANCIAL CORP. COM 172062101 9,200.90 232,581 SH SOLE X CINERGY CORP. COM 172474108 12,528.76 279,535 SH SOLE X CIRCUIT CITY STORES INC. COM 172737108 5,750.33 332,581 SH SOLE X CINTAS CORP. COM 172908105 9,474.37 245,450 SH SOLE X CITIGROUP INC. COM 172967101 403,903.47 8,736,826 SH SOLE X CITRIX SYSTEMS INC. COM 177376100 6,237.65 287,980 SH SOLE X CITY NATIONAL CORP. COM 178566105 178.27 2,486 SH SOLE X CLAIRE'S STORES INC. COM 179584107 131.41 5,464 SH SOLE X CLEAN HARBORS INC COM 184496107 1.08 50 SH SOLE X CLEAR CHANNEL COMMUN.INC. COM 184502102 170,187.19 5,502,334 SH SOLE X

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FUTUREMEDIA PLC (SP.ADR'S) SPONSORED ADR 360912109 273.86 621,006 SH SOLE X FURNITURE BRANDS INTERNAT.INC. COM 360921100 100.64 4,657 SH SOLE X GATX CORP. COM 361448103 94.94 2,752 SH SOLE X GALLAGHER & CO.,ARTHUR J. COM 363576109 1,104.73 40,720 SH SOLE X GANNETT CO.INC. COM 364730101 29,319.15 412,191 SH SOLE X GAP INC. COM 364760108 46,299.94 2,344,301 SH SOLE X GARTNER INC.CL.A COM 366651107 50.55 4,760 SH SOLE X GATEWAY INC. COM 367626108 1,595.53 483,494 SH SOLE X GENE LOGIC INC COM 368689105 0.83 250 SH SOLE X GENENTECH INC. COM NEW 368710406 966.01 12,033 SH SOLE X GENERAL DYNAMICS CORP. COM 369550108 116,985.87 1,067,974 SH SOLE X GENERAL ELECTRIC CO. COM 369604103 1,167,625.72 33,697,712 SH SOLE X GENERAL MILLS INC. COM 370334104 30,155.59 644,488 SH SOLE X GENERAL MOTORS CORP. COM 370442105 35,736.11 1,051,062 SH SOLE X GENTEX CORP. COM 371901109 144.98 7,966 SH SOLE X GENUINE PARTS CO. COM 372460105 11,686.45 284,411 SH SOLE X GENZYME CORP.GEN DIV. COM GENL DIV 372917104 27,794.69 462,551 SH SOLE X GEORGIA-PACIFIC CORP. COM 373298108 39,624.77 1,246,062 SH SOLE X GERDAU S A ADR 373737105 87.57 9,000 SH SOLE X GETTY IMAGES INC. COM 374276103 195.97 2,639 SH SOLE X GILEAD SCIENCES INC. COM 375558103 27,434.63 623,656 SH SOLE X THE*GILLETTE CO. COM 375766102 82,970.87 1,638,769 SH SOLE X GLAMIS GOLD LTD. COM 376775102 22.73 1,321 SH SOLE X GLATFELTER COM 377316104 25.54 2,060 SH SOLE X GLIMCHER RLTY TR SH BEN INT SH BEN INT 379302102 281.94 10,160 SH SOLE X GOLDCORP INC. COM 380956409 31.06 1,968 SH SOLE X GOLDEN WEST FINANCIAL COM 381317106 25,202.13 391,459 SH SOLE X GOODRICH CORP. COM 382388106 7,619.26 186,017 SH SOLE X GOODYEAR TIRE & RUBBER COM 382550101 2,922.16 196,118 SH SOLE X GRACO INC. COM 384109104 129.87 3,812 SH SOLE X W.W.GRAINGER INC. COM 384802104 7,101.77 129,618 SH SOLE X GRANITE CONSTRUCTION INC. COM 387328107 57.49 2,046 SH SOLE X GREAT LAKES CHEMICAL CORP. COM 390568103 2,628.63 83,528 SH SOLE X GREATER BAY BANCORP INC. COM 391648102 74.20 2,818 SH SOLE X GREY WOLF INC COM 397888108 7.41 1,000 SH SOLE X GROUP 1 AUTOMOTIVE INC COM 398905109 24.30 1,011 SH SOLE X GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 399909100 325.71 40,361 SH SOLE X GRUMA SA DE C.V.-B- -ADR'S-4 SPON ADR CL B 400131306 0.78 84 SH SOLE X GTECH HOLDINGS CORP. COM 400518106 418.13 14,300 SH SOLE X GUIDANT CORP. COM 401698105 509,137.29 7,565,190 SH SOLE X HCC INSURANCE HOLDINGS INC. COM 404132102 145.65 3,846 SH SOLE X HNI CORP COM 404251100 72.89 1,425 SH SOLE X HSBC HOLDINGS PLC SPONS.ADR'S SPON ADR NEW 404280406 39.83 500 SH SOLE X HALLIBURTON CO. COM 406216101 43,628.24 912,343 SH SOLE X HANOVER COMPRESSOR CO. COM 410768105 49.65 4,314 SH SOLE X HANSEN NATURAL CORP. COM 411310105 89.80 1,060 SH SOLE X HARLEY-DAVIDSON INC. COM 412822108 26,794.91 540,220 SH SOLE X

HARMAN INTERN,INDUSTRIES COM 413086109 281.10 3,455 SH SOLE X HARMONY GOLD MINING ADR'S SPONSORED ADR 413216300 742.48 86,738 SH SOLE X HARRAHS ENTERTAINMENT INC. COM 413619107 14,097.04 195,602 SH SOLE X HARRIS CORP. COM 413875105 229.64 7,358 SH SOLE X HARTE-HANKS INC. COM 416196103 116.18 3,908 SH SOLE X HARTFORD FIN.SERV.GROUP COM 416515104 38,035.80 508,636 SH SOLE X HASBRO INC. COM 418056107 5,693.34 273,850 SH SOLE X HAWAIIAN ELECTRIC IND.INC. COM 419870100 149.84 5,589 SH SOLE X HEALTHCARE SVCS GRP INC COM 421906108 50.38 2,509 SH SOLE X HEALTH MANAGEMENT ASSOC.-A- CL A 421933102 10,566.12 403,595 SH SOLE X HECLA MINING CO. COM 422704106 375.97 82,449 SH SOLE X H-J.*HEINZ CO. COM 423074103 41,738.64 1,178,392 SH SOLE X HELMERICH & PAYNE INC. COM 423452101 132.31 2,820 SH SOLE X HENRY (JACK) & ASSOCIATES INC. COM 426281101 82.03 4,480 SH SOLE X HERCULES INC. COM 427056106 2,433.15 171,954 SH SOLE X HERSHEY FOODS CORP. COM 427866108 21,973.46 353,840 SH SOLE X HEWLETT - PACKARD CO. COM 428236103 118,253.35 5,029,917 SH SOLE X HIBBETT SPORTING GOODS INC COM 428565105 101.71 2,688 SH SOLE X HIBERNIA CORP. -A- CL A 428656102 286.81 8,644 SH SOLE X HILLENBRAND INDUSTRIES INC. COM 431573104 162.87 3,222 SH SOLE X HILTON HOTELS CORP. COM 432848109 14,868.57 623,420 SH SOLE X HITACHI LIMITED ADR 10 COM 433578507 270.06 4,455 SH SOLE X HOLLINGER INTERNATIONAL INC. A CL A 435569108 20,020.00 2,000,000 SH SOLE X THE*HOME DEPOT INC. COM 437076102 43,449.82 1,116,962 SH SOLE X HONDA MOTOR SHS.2 (ADR'S) AMERN SHS 438128308 654.13 26,580 SH SOLE X HONEYWELL INTERNATIONAL INC. COM 438516106 47,866.25 1,306,750 SH SOLE X HORACE MANN EDUCATORS CORP. COM 440327104 44.45 2,362 SH SOLE X HORMEL FOODS CORP. COM 440452100 169.76 5,788 SH SOLE X HOSPIRA INC. COM 441060100 10,036.34 257,342 SH SOLE X HOVNANIAN ENTERPRISES INC. CL A 442487203 214.77 3,294 SH SOLE X HUANENG POW.INT.-N-SPON.ADRS40 SPON ADR N 443304100 73.75 2,500 SH SOLE X HUBBELL INC. CLASS B CL B 443510201 149.68 3,394 SH SOLE X HUMANA INC. COM 444859102 10,505.23 264,349 SH SOLE X HUMAN GENOME SCIENCES INC COM 444903108 106.18 9,169 SH SOLE X HUNT (J.B.) TRANSPORT SERVICES COM 445658107 221.26 11,506 SH SOLE X HUNTINGTON BANCSHARES INC. COM 446150104 7,823.39 324,084 SH SOLE X HUNTSMAN CORP PFD MND CV 5% 447011206 32,270.00 700,000 SH SOLE X IMS HEALTH INC. COM 449934108 9,409.23 379,864 SH SOLE X IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 78.08 6,400 SH SOLE X ITT INDUSTRIES INC. COM 450911102 14,320.47 146,681 SH SOLE X IDACORP INC. COM 451107106 68.12 2,224 SH SOLE X IDENTIX INC COM 451906101 2.01 400 SH SOLE X ILLINOIS TOOL WKS INC COM 452308109 138,143.29 1,733,726 SH SOLE X IMPERAL CHEM.IND. SHAR.4 ADR'S ADR NEW 452704505 38.30 2,100 SH SOLE X INAMED CORP. COM 453235103 10,853.46 161,992 SH SOLE X INDEPENDENCE COMMUNITY BK.CORP COM 453414104 158.80 4,300 SH SOLE X THE*INDIA FUND INC. COM 454089103 1,262.66 42,300 SH SOLE X

INDUSTRIAS BACHOCO S A DE C SP ADR B&L SHS 456463108 825.00 50,000 SH SOLE X INDYMAC BANCORP INC WIRES 2031 456607209 125,148.29 1,882,637 SH SOLE X INFOSYS TECH.SP.ADR'S SPONSORED ADR 456788108 77.60 1,000 SH SOLE X ING GROEP N.V. ADR'S SPONSORED ADR 456837103 163.81 5,840 SH SOLE X INSTINET GROUP INC. COM 457750107 558.58 106,600 SH SOLE X INTEL CORP. COM 458140100 476,607.01 18,316,949 SH SOLE X IBM CORP. COM 459200101 300,466.96 4,049,420 SH SOLE X INTERNAT.FLAVORS & FRAG. COM 459506101 4,826.79 133,263 SH SOLE X INTERNATIONAL GAME TECHNOLOGY COM 459902102 37,818.65 1,343,469 SH SOLE X INTERNATIONAL PAPER CO. COM 460146103 34,694.92 1,148,458 SH SOLE X INTERNATIONAL SPEEDWAY CORP-A- CL A 460335201 137.00 2,436 SH SOLE X INTERPUBLIC GR.OF COMP.INC. COM 460690100 8,394.04 689,166 SH SOLE X INTUIT COM 461202103 14,596.47 323,575 SH SOLE X INVESTORS FINANCIAL SVCS CORP. COM 461915100 57.86 1,530 SH SOLE X IOWA TELECOMM SERVICES INC COM 462594201 338.18 18,036 SH SOLE X ISHS MSCI AUS INDX MSCI AUSTRALIA 464286103 7.25 410 SH SOLE X ISHARES INC MSCI AUSTRIA 464286202 7.72 322 SH SOLE X ISHS MSCI BRA INDX MSCI BRAZIL 464286400 120.75 4,865 SH SOLE X ISHS MSCI EMU INDX MSCI EMU INDEX 464286608 810.85 11,398 SH SOLE X ISHARES INC.-MSCI PAC. -REG.- MSCI PAC J IDX 464286665 413.75 4,395 SH SOLE X ISHARES INC.-UK INDEX SERIES MSCI UTD KINGD 464286699 934.67 52,013 SH SOLE X ISHARES INC.-TAIWAN WEBS INDEX MSCI TAIWAN 464286731 1,917.54 158,474 SH SOLE X ISHARES INC.-KOREA WEBS INDEX MSCI S KOREA 464286772 1,898.88 59,340 SH SOLE X ISHARES INC MSCI STH AFRCA 464286780 72.49 1,000 SH SOLE X ISHARES INC.-GERMANY WEBS I.S. MSCI GERMAN 464286806 78.68 4,435 SH SOLE X ISHS MSCI MEX INDX MSCI MEXICO 464286822 289.21 10,680 SH SOLE X ISHARES INC.-MSCI MAL.FR. MSCI MALAYSIA 464286830 1,119.14 161,725 SH SOLE X ISHARES INC.-JAPAN WEBS I.S. MSCI JAPAN 464286848 2,849.54 281,020 SH SOLE X ISHARES INC MSCI ITALY 464286855 33.74 1,370 SH SOLE X ISHARES INC.-HONGKONG WEBS I.S MSCI HONG KONG 464286871 572.62 46,105 SH SOLE X ISHARES TR US TIPS BD FD 464287176 449.62 4,193 SH SOLE X ISHARES TR FTSE XNHUA IDX 464287184 138.61 2,427 SH SOLE X ISHARES TRUST - SHS OF S&P500 S&P 500 INDEX 464287200 570.54 4,790 SH SOLE X ISHS MSCI EMG INDX MSCI EMRG MKT 464287234 781.66 10,917 SH SOLE X ISHARES TR S&P LTN AM 40 464287390 21.39 230 SH SOLE X ISHARES TR MSCI EAFE IDX 464287465 254.62 4,860 SH SOLE X ISHARES TR.-GLDM.S.SEMIC.I.FD GLDM SCHS SEMI 464287523 0.05 1 SH SOLE X ISHARES TR RUSL 2000 VALU 464287630 30.48 474 SH SOLE X ISHARES TR DJ US REAL EST 464287739 61,404.59 965,481 SH SOLE X ISHARES TR DJ US INDUSTRL 464287754 190.60 3,550 SH SOLE X ISHS DJ US FIN FD DJ US FINL SVC 464287770 45.92 425 SH SOLE X ISHARES TR DJ US ENERGY 464287796 24.95 324 SH SOLE X ISHARES TR CONS GOODS IDX 464287812 239.12 4,566 SH SOLE X ISHARES TR DJ US BAS MATL 464287838 13,920.05 300,001 SH SOLE X ISHARES TRUST, SHS.S&P EUR.350 S&P EURO PLUS 464287861 1,787.03 23,987 SH SOLE X ITRON INC COM 465741106 99.55 2,228 SH SOLE X IVAX CORP COM 465823102 174.82 8,131 SH SOLE X

JLG INDS INC COM 466210101 38.47 1,400 SH SOLE X JABIL CIROUIT INC. COM 466313103 9,237.50 300,602 SH SOLE X JACOBS ENGENEERING GRP. COM 469814107 177.78 3,160 SH SOLE X JACUZZI BRANDS INC. COM 469865109 7,568.08 705,320 SH SOLE X JEFFERIES GROUP INC. COM 472319102 108.37 2,860 SH SOLE X JEFFERSON-PILOT CORP. COM 475070108 9,569.51 189,796 SH SOLE X JET BLUE AIRWAYS CORP. COM 477143101 145.74 7,130 SH SOLE X JOHNSON & JOHNSON COM 478160104 300,542.32 4,623,728 SH SOLE X JOHNSON CONTROLS INC. COM 478366107 18,284.66 324,599 SH SOLE X JONES APPAREL GROUP INC. COM 480074103 6,723.20 216,598 SH SOLE X JOS A BANK CLOTHIERS INC COM 480838101 104.96 2,424 SH SOLE X KCS ENERGY INC COM 482434206 694.80 40,000 SH SOLE X KLA-TENCOR CORP. COM 482480100 12,719.09 291,188 SH SOLE X KAYDON CORP. COM 486587108 22.28 800 SH SOLE X KEANE INC. COM 486665102 42.36 3,092 SH SOLE X KELLOGG CO. COM 487836108 33,883.32 762,451 SH SOLE X KELLWOOD CO COM 488044108 26.90 1,000 SH SOLE X KELLY SERVICES -A- NON.VOT. CL A 488152208 43.25 1,510 SH SOLE X KEMET CORP. COM 488360108 30.06 4,772 SH SOLE X KENNAMETAL INC. COM 489170100 95.92 2,092 SH SOLE X KERR-MCGEE CORP. COM 492386107 13,156.99 172,415 SH SOLE X KEYCORP.-NEW- COM 493267108 12,401.55 374,104 SH SOLE X KIMBERLY-CLARK CORP. COM 494368103 55,989.82 894,549 SH SOLE X KINDRED HEALTHCARE INC COM 494580103 102.27 2,582 SH SOLE X KING PHARMACEUTICALS COM 495582108 4,501.60 432,015 SH SOLE X KNIGHT CAPITAL GROUP INC CL A 499005106 8.38 1,100 SH SOLE X KNIGHT-RIDDER INC. COM 499040103 8,165.83 133,124 SH SOLE X KOHL'S CORP. COM 500255104 39,094.90 699,247 SH SOLE X KON.AHOLD N.V.(SP.ADR'S) SPON ADR NEW 500467303 48.26 5,900 SH SOLE X PHILIPS ELECTR.NV -SP.ADR'S- NY REG SH NEW 500472303 2.52 100 SH SOLE X KOOR INDS LTD SPONSORED ADR 500507108 5.55 500 SH SOLE X KOREA EL.POWER -ADR'S- SPONSORED ADR 500631106 125.83 8,030 SH SOLE X KORN FERRY INTERNATIONAL COM NEW 500643200 34.40 1,938 SH SOLE X KRISPY KREME DOUGHNUTS INC. COM 501014104 27.16 3,902 SH SOLE X THE*KROGER CO. COM 501044101 5,685.25 298,752 SH SOLE X LKQ CORP COM 501889208 101.65 3,744 SH SOLE X LSI LOGIC CORP. COM 502161102 5,036.39 593,214 SH SOLE X LTX CORP COM 502392103 16.76 3,386 SH SOLE X L-3 COMMUNICATIONS HLDGS INC. COM 502424104 14,561.30 190,145 SH SOLE X LA BARGE INC COM 502470107 104.36 5,750 SH SOLE X LA JOLLA PHARMACEUTICAL CO COM 503459109 4.00 5,000 SH SOLE X LABRANCHE & CO. INC. COM 505447102 42.03 6,672 SH SOLE X LAMAR ADVERTISING CO. -A- CL A 512815101 213.81 4,999 SH SOLE X LANCASTER COLONY CORP. COM 513847103 71.45 1,664 SH SOLE X LANDSTAR SYSTEMS INC. COM 515098101 1,509.00 50,000 SH SOLE X LASERSCOPE COM 518081104 1.33 32 SH SOLE X LATTICE SEMICONDUCTOR CORP COM 518415104 27.79 6,258 SH SOLE X

THE*ESTEE LAUDER COMP.-A- CL A 518439104 62.96 1,609 SH SOLE X LAUREATE EDUCATION INC COM 518613104 65.14 1,361 SH SOLE X LEAR CORP. COM 521865105 123.87 3,405 SH SOLE X LEE ENTERPRISES INC. COM 523768109 100.23 2,500 SH SOLE X LEGG MASON INC. COM 524901105 655.27 6,294 SH SOLE X LEHM.BROTHERS HOLD.INC. COM 524908100 36,704.71 369,709 SH SOLE X LENNAR CORP. -CL.B- CL B 526057302 8,334.79 141,700 SH SOLE X LEUCADIA NATIONAL CORP. COM 527288104 191.10 4,947 SH SOLE X LEXMARK INTERNATIONAL INC. -A- CL A 529771107 13,308.37 205,281 SH SOLE X LIBERTY MEDIA CORP. NEW -CL.A COM SER A 530718105 722.47 70,900 SH SOLE X LIBERTY MEDIA INTL INC COM SER A 530719103 229.83 4,931 SH SOLE X LIFECELL CORP. COM 531927101 31.62 2,000 SH SOLE X ELI*LILLY & CO. COM 532457108 122,498.55 2,198,861 SH SOLE X LIMITED BRANDS INC. COM 532716107 3,011.72 140,603 SH SOLE X LINCARE HOLDINGS INC. COM 532791100 512.07 12,520 SH SOLE X LINCOLN NATIONAL CORP. COM 534187109 12,225.52 260,561 SH SOLE X LINEAR TECHNOLOGY CORP. COM 535678106 20,788.37 566,595 SH SOLE X LINKTONE LTD ADR ADR 535925101 15.86 2,000 SH SOLE X LIZ CLAIBORNE INC. COM 539320101 7,025.51 176,698 SH SOLE X LOCKHEED MARTIN CORP. COM 539830109 48,997.61 755,320 SH SOLE X LOEW'S CORP. COM 540424108 17,584.13 226,892 SH SOLE X LOEWS CORP CAROLNA GP STK 540424207 33,320.00 1,000,000 SH SOLE X LONE STAR TECHNOLOGIES INC COM 542312103 63.70 1,400 SH SOLE X LONGVIEW FIBRE CO. COM 543213102 57.83 2,814 SH SOLE X LOUISIANA PACIFIC CORP. COM 546347105 4,344.93 176,767 SH SOLE X LOWE'S COMPANIES INC. COM 548661107 25,346.25 435,353 SH SOLE X LUCENT TECHNOLOGIES INC. COM 549463107 21,562.43 7,409,769 SH SOLE X LUFKIN INDS INC COM 549764108 102.61 2,852 SH SOLE X M D C HLDGS INC COM 552676108 177.91 2,163 SH SOLE X MDU RESOURCES GROUP INC. COM 552690109 183.78 6,524 SH SOLE X MCI COM 552691107 11,059.77 430,174 SH SOLE X MGIC INVESTMENT CORP. COM 552848103 8,540.36 130,947 SH SOLE X MGM MIRAGE COM 552953101 11.32 286 SH SOLE X MPS GROUP INC. COM 553409103 53.79 5,710 SH SOLE X MRV COMMUNICATIONS INC COM 553477100 6.51 3,000 SH SOLE X MACROVISION CORP. COM 555904101 62.66 2,780 SH SOLE X MACROMEDIA INC. COM 556100105 234.75 6,142 SH SOLE X MAGYAR TAVKOE.SPON.ADR'S -A- SPONSORED ADR 559776109 752.62 35,169 SH SOLE X MANOR CARE INC. COM 564055101 5,591.16 140,729 SH SOLE X MARATHON OIL CORP. COM 565849106 28,696.62 537,692 SH SOLE X MARITRANS INC COM 570363101 104.20 3,852 SH SOLE X MARLTON TECHNOLOGIES INC COM 571263102 5.32 7,000 SH SOLE X MARSH & MCLENNAN COS.INC. COM 571748102 46,776.85 1,688,695 SH SOLE X MARSHALL & ILSLEY CORP. COM 571834100 9,204.66 207,079 SH SOLE X MARRIOTT INTERNATIONAL INC.-A- CL A 571903202 22,071.28 323,531 SH SOLE X MARTEK BIOSCIENCES CORP COM 572901106 66.20 1,744 SH SOLE X MARTIN MARIETTA MATERIALS INC. COM 573284106 177.50 2,568 SH SOLE X

MASCO CORP COM 574599106 25,029.13 788,071 SH SOLE X MATSUSHITA ELEC INDL ADR 576879209 59.20 3,900 SH SOLE X MATTEL INC. COM 577081102 12,423.10 678,858 SH SOLE X MAXTOR CORP. COM NEW 577729205 75.09 14,440 SH SOLE X MAY DEPARTMENT STORES COM 577778103 5,180.64 129,000 SH SOLE X MAVERICK TUBE CORP COM 577914104 11.92 400 SH SOLE X MAYTAG CORP. COM 578592107 2,154.14 137,557 SH SOLE X MCAFEE INC. COM 579064106 143.54 5,483 SH SOLE X MCCORMICK & CO.INC. COM 579780206 6,376.19 195,110 SH SOLE X MCDATA CORP.-B- CL B 580031102 2,786.65 749,100 SH SOLE X MCDONALD'S CORP. COM 580135101 68,592.89 2,471,816 SH SOLE X MC GRAW HILL COMP.INC. COM 580645109 27,462.04 620,611 SH SOLE X MCLEODUSA INC. SHARES CL.A CL A 582266706 0.10 2,000 SH SOLE X MEADVESTVACO CORP. COM 583334107 8,338.56 297,381 SH SOLE X MECHANICAL TECHN.INC. COM 583538103 2.14 600 SH SOLE X MEDAREX INC. COM 583916101 16.77 2,020 SH SOLE X MEDIA GENERAL INC. -A- CL A 584404107 85.48 1,320 SH SOLE X MEDIMMUNE INC. COM 584699102 11,402.25 426,731 SH SOLE X MEDTRONIC INC. COM 585055106 306,721.51 5,922,408 SH SOLE X MENTOR GRAPHICS COM 587200106 43.94 4,304 SH SOLE X MERCANTILE BANKSHARES CORP. COM 587405101 225.70 4,380 SH SOLE X MERCK & CO.INC. COM 589331107 129,730.86 4,212,041 SH SOLE X MERCURY COMPUTER SYS COM 589378108 4.11 150 SH SOLE X MERCURY INTERACTIVE CORP. COM 589405109 5,500.21 143,384 SH SOLE X MEREDITH CORP. COM 589433101 3,687.94 75,172 SH SOLE X MERIDIAN GOLD INC. COM 589975101 2.70 150 SH SOLE X MERRILL LYNCH & CO. COM 590188108 51,238.73 931,444 SH SOLE X METROGAS SA -B- ADR'S SPON ADR B 591673207 4.40 1,000 SH SOLE X THE*MEXICO EQUITY INCOME FUND COM 592834105 34.98 2,000 SH SOLE X THE MEXICO FUND INC. COM 592835102 48.02 2,000 SH SOLE X MICHAELS STORES INC. COM 594087108 308.45 7,456 SH SOLE X MICROS SYSTEMS INC. COM 594901100 98.90 2,210 SH SOLE X MICROSOFT CORP COM 594918104 272,966.11 10,988,974 SH SOLE X MICROSTRATEGY INC. -CL.A- NEW CL A NEW 594972408 289.86 5,465 SH SOLE X MICRON TECHNOLOGY INC. COM 595112103 6,838.65 669,799 SH SOLE X MILLENIUM PHARMACEUTIC.INC. COM 599902103 431.86 46,587 SH SOLE X MILLER (HERMANN) COM 600544100 119.54 3,876 SH SOLE X MILLIPORE CORP. COM 601073109 4,612.26 81,302 SH SOLE X MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 82.09 9,680 SH SOLE X SPONSORED SPONSORED ADR 607409109 51.32 1,525 SH SOLE X MODINE MANUFACTURING CO. COM 607828100 58.54 1,798 SH SOLE X MOHAWK INDUSTRIES INC. COM 608190104 269.78 3,270 SH SOLE X MOLEX INC. COM 608554101 4,960.59 190,499 SH SOLE X MONARCH CASINO & RESORT INC. COM 609027107 103.63 4,702 SH SOLE X MONSTER WORLDWIDE INC. COM 611742107 5,325.10 185,673 SH SOLE X MOODY'S CORP. COM 615369105 17,302.45 384,841 SH SOLE X MORGAN STANLEY COM NEW 617446448 60,314.42 1,149,503 SH SOLE X

MOTOROLA INC. COM 620076109 39,524.45 2,164,537 SH SOLE X MURPHY OIL CORP. COM 626717102 525.02 10,052 SH SOLE X MYLAN LABORAT.INC. COM 628530107 24,207.27 1,258,174 SH SOLE X NDS GROUP PLC SPONSORED ADR 628891103 19.99 600 SH SOLE X NAM TAI ELECTRONICS INC. COM PAR $0.02 629865205 45.48 2,000 SH SOLE X NANOPHASE TCHNOLOGIES CORP COM 630079101 6.06 1,000 SH SOLE X NASDAQ-100 TRUST-S.1 UNITS UNIT SER 1 631100104 1,903.07 51,742 SH SOLE X NATIONAL CITY CORP. COM 635405103 19,415.85 569,046 SH SOLE X NATIONAL FUEL GAS CO. COM 636180101 114.95 3,976 SH SOLE X NATIONAL INSTRUMENTS COM 636518102 78.06 3,682 SH SOLE X NATIONAL-OILWELL INC. COM 637071101 12,825.25 269,778 SH SOLE X NATIONAL SEMICONDUCTOR CORP. COM 637640103 11,480.80 521,144 SH SOLE X NDCHEALTH CORP COM 639480102 341.43 19,000 SH SOLE X NEIMAN-MARCUS GROUP INC.-SPLIT CL A 640204202 309.76 3,196 SH SOLE X NETBANK INC COM 640933107 2.80 300 SH SOLE X NEW FRONTIER MEDIA INC COM 644398109 26.60 4,000 SH SOLE X NEW RIV PHARMACEUTICALS INC COM 648468205 431.78 14,383 SH SOLE X NEW YORK COMMUN.BANCORP COM 649445103 1,039.87 57,388 SH SOLE X NEW YORK TIM.CL.A NON-VOT. CL A 650111107 7,425.26 238,371 SH SOLE X NEWELL RUBBERMAID INC. COM 651229106 10,744.95 450,711 SH SOLE X NEWFIELD EXPLORATION CO. COM 651290108 277.79 6,964 SH SOLE X NEWMONT MINING CORP. COM 651639106 31,999.80 819,877 SH SOLE X NEWPARK RESOURCES INC. COM PAR $.01NEW 651718504 7.50 1,000 SH SOLE X NEWPORT CORP. COM 651824104 74.51 5,376 SH SOLE X NICOR INC. COM 654086107 2,561.89 62,227 SH SOLE X NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 59.69 2,780 SH SOLE X NISSAN MOTORS ADR 654744408 283.49 14,260 SH SOLE X NOKIA CORP.-A- SP.ADR'S SPONSORED ADR 654902204 516.36 31,031 SH SOLE X NOBLE ENERGY INC. COM 655044105 362.82 4,796 SH SOLE X NORDSON CORP. COM 655663102 73.12 2,133 SH SOLE X NORDSTROM INC. COM 655664100 6,805.33 200,245 SH SOLE X NORFOLK & SOUTHERN CORP. COM 655844108 19,545.14 631,303 SH SOLE X NORTEL NETWORKS CORP. COM 656568102 125.36 48,030 SH SOLE X NORTH FORK BANCORPORATION INC. COM 659424105 14,509.72 516,544 SH SOLE X NORTHEAST UTILITIES INC. COM 664397106 137.22 6,578 SH SOLE X NOTHERN TRUST CORP. COM 665859104 8,269.11 181,380 SH SOLE X NORTHFIELD LABORATORIES INC. COM 666135108 746.40 52,159 SH SOLE X NORTHROP GRUMMAN CORP. COM 666807102 38,202.94 691,456 SH SOLE X NOVATEL INC COM 669954109 30.21 1,126 SH SOLE X NOVELL INC. COM 670006105 3,783.68 610,271 SH SOLE X NOVELLUS SYSTEMS INC. COM 670008101 5,314.78 215,086 SH SOLE X NUCOR CORP. COM 670346105 39,188.31 859,016 SH SOLE X OGE ENERGY CORP. COM 670837103 154.97 5,355 SH SOLE X OM GROUP INC COM 670872100 561.85 22,756 SH SOLE X OSI PHARMACEUTICALS INC. COM 671040103 138.96 3,400 SH SOLE X OCCIDENTAL PETROL.CORP. COM 674599105 47,613.05 618,914 SH SOLE X OFFICE DEPOT INC. COM 676220106 11,789.07 516,159 SH SOLE X

OHIO CASUALTY CORP. COM 677240103 83.39 3,450 SH SOLE X OIL SERV.HLD.TR.DEP.REC. DEPOSTRY RCPT 678002106 10.19 100 SH SOLE X OIL STS INTL INC COM 678026105 101.89 4,048 SH SOLE X OLD REPUBLIC INTERNAT.CORP. COM 680223104 254.52 10,064 SH SOLE X OMNICARE INC. COM 681904108 364.35 8,587 SH SOLE X OMNICOM GROUP INC. COM 681919106 36,126.67 452,375 SH SOLE X OMNIVISION TECHNOLOGIES INC. COM 682128103 501.13 36,875 SH SOLE X ONEOK INC. (NEW) COM 682680103 183.43 5,618 SH SOLE X O REILLY AUTOMOTIVE INC COM 686091109 173.61 5,820 SH SOLE X OUTBACK STEAKHOUSE INC. COM 689899102 169.47 3,746 SH SOLE X OVERSEAS SHIPHOLDING GROUP INC COM 690368105 114.05 1,912 SH SOLE X OXIGENE INC. COM 691828107 0.45 100 SH SOLE X PHH CORP COM NEW 693320202 88.58 3,444 SH SOLE X POSCO -SP.ADRS- SPONSORED ADR 693483109 6.60 150 SH SOLE X PPG INDUSTRIES INC. COM 693506107 16,934.78 269,834 SH SOLE X PACCAR INC COM 693718108 73,714.11 1,084,031 SH SOLE X PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 95.04 4,134 SH SOLE X PACIFIC.HEALTH SYS.INC. COM 695112102 342.96 4,800 SH SOLE X PACKAGING CORP.OF AMERIKA COM 695156109 98.43 4,676 SH SOLE X PACTIV CORP. COM 695257105 5,114.81 237,016 SH SOLE X PALL CORP. COM 696429307 5,835.07 192,196 SH SOLE X PALMSOURCE-WI COM 697154102 3.62 426 SH SOLE X PANTRY INC COM 698657103 106.97 2,762 SH SOLE X PAR TECHNOLOGY CORP COM 698884103 108.67 3,396 SH SOLE X PARAMETRIC TECHNOLOGY CORP. COM 699173100 2,829.08 443,429 SH SOLE X PARKER-HANNIFIN CORP. COM 701094104 11,598.97 187,050 SH SOLE X PARLUX FRAGRANCES INC COM 701645103 49.00 1,771 SH SOLE X PATTERSON COMPANIES INC COM 703395103 489.42 10,859 SH SOLE X PATTERSON-UTI ENERGY INC. COM 703481101 360.68 12,960 SH SOLE X PAYCHEX INC. COM 704326107 19,613.30 603,115 SH SOLE X PAYLESS SHOESOURCE INC. COM 704379106 71.27 3,712 SH SOLE X PEETS COFFEE & TEA INC COM 705560100 100.44 3,040 SH SOLE X PENN NATIONAL GAMING INC. COM 707569109 104.90 2,874 SH SOLE X J.C.*PENNEY CO.INC. COM 708160106 23,307.66 443,280 SH SOLE X PENTAIR INC. COM 709631105 891.82 20,832 SH SOLE X PEOPLES BK BRIDGEPORT CONN COM 710198102 12.16 402 SH SOLE X PEOPLES ENERGY CORP. COM 711030106 2,332.93 53,680 SH SOLE X PEPSI BOTTLING GROUP INC. COM 713409100 9,138.55 319,418 SH SOLE X PEPSICO INC. COM 713448108 132,484.76 2,456,606 SH SOLE X PEREGRINE PHARMACEUTICALS INC. COM 713661106 9.67 10,070 SH SOLE X PERKINELMER INC. COM 714046109 3,989.13 211,065 SH SOLE X PERRIGO CO. COM 714290103 68.45 4,910 SH SOLE X PETSMART INC. COM 716768106 436.77 14,391 SH SOLE X PFIZER INC. COM 717081103 418,771.27 15,183,875 SH SOLE X PHELPS DODGE CORP. COM 717265102 16,744.44 181,021 SH SOLE X PIER 1 IMPORTS INC. COM 720279108 59.27 4,177 SH SOLE X PINNACLE WEST CAPITAL CORP. COM 723484101 6,168.68 138,778 SH SOLE X

PIONEER CORP JAPAN SPONSORED ADR 723646105 3.79 250 SH SOLE X PIONEER DRILLING CO COM 723655106 7.63 500 SH SOLE X PIONEER NATURAL RESOURCES CO. COM 723787107 333.78 7,932 SH SOLE X PITNEY-BOWES INC. COM 724479100 15,655.88 359,492 SH SOLE X PIXAR INC. COM 725811103 423.72 8,466 SH SOLE X PLAINS EXPLO.& PROD.COMP.L.P. COM 726505100 151.50 4,264 SH SOLE X PLANTRONICS INC. COM 727493108 94.25 2,592 SH SOLE X PLAYBOY ENTERPRISES INC CL A 728117201 0.23 20 SH SOLE X PLEXUS CORP. COM 729132100 33.98 2,388 SH SOLE X PLUM CREEK TIMBER CO INC COM 729251108 1,323.06 36,448 SH SOLE X POGO PRODUCING CO. COM 730448107 164.07 3,160 SH SOLE X POLARIS INDS INC COM 731068102 8.64 160 SH SOLE X POLO RALPH LAUREN CORP. -A- CL A 731572103 1,294.16 30,020 SH SOLE X PORTAL SOFTWARE INC. -REG.- COM NEW 736126301 0.11 56 SH SOLE X POWER-ONE INC. COM 739308104 333.04 52,780 SH SOLE X POWERWAVE TECHNOLOGIES INC. COM 739363109 56.13 5,492 SH SOLE X PRECISION CASTPARTS CORP. COM 740189105 294.70 3,783 SH SOLE X PRICELINE.COM INC. COM NEW 741503403 4.13 177 SH SOLE X PRICESMART COM 741511109 31.76 3,750 SH SOLE X PRICESMART INC RIGHT 99/99/9999 741511117 2.51 3,750 SH SOLE X PRIMUS TELECOMMUNICATIONS GR COM 741929103 6.30 10,000 SH SOLE X PROCTER & GAMBLE CO. COM 742718109 218,139.29 4,135,342 SH SOLE X PROGENICS PHARMACEUTICALS IN COM 743187106 3.23 155 SH SOLE X PROGRESSIVE CORP. COM 743315103 27,840.90 281,762 SH SOLE X PROLOGIS SH BEN INT 743410102 543.32 13,502 SH SOLE X PROTECTIVE LIFE CORP. COM 743674103 161.96 3,836 SH SOLE X PROXIM CORP CL A NEW 744283201 0.00 10 SH SOLE X PRUDENTIAL FINANCIAL INC. COM 744320102 49,556.56 754,745 SH SOLE X PT INDOSAT TBK SPONSORED ADR 744383100 25.85 905 SH SOLE X PUGET ENERGY INC. COM 745310102 150.66 6,444 SH SOLE X PULTE HOMES INC. COM 745867101 15,965.12 189,497 SH SOLE X QLOGIC CORP. COM 747277101 4,758.12 154,134 SH SOLE X QUALCOMM INC. COM 747525103 156,254.12 4,733,539 SH SOLE X QUALITY SYS INC COM 747582104 52.78 1,114 SH SOLE X QUANTUM CORP COM DSSG 747906204 14.85 5,000 SH SOLE X QUESTAR CORP. COM 748356102 346.83 5,263 SH SOLE X QWEST COMM.INT.INC COM 749121109 10,200.00 2,749,325 SH SOLE X RSA SECURITY INC. COM 749719100 48.49 4,224 SH SOLE X RADIAN GROUP INC. COM 750236101 224.11 4,746 SH SOLE X RADIATION THERAPY SVCS INC COM 750323206 48.67 1,833 SH SOLE X RADIOSHACK CORP. COM 750438103 1,786.92 77,122 SH SOLE X RAMCO-GERSHENSON PPTYS TR PFD CV C 7.95% 751452509 3,707.00 118,001 SH SOLE X RANDGOLD RES LTD ADR 752344309 370.59 26,358 SH SOLE X RAYMOND JAMES FINANCIAL INC. COM 754730109 103.79 3,674 SH SOLE X RAYTHEON CO. COM NEW 755111507 52,086.13 1,331,445 SH SOLE X READER'S DIGEST ASS.CLASS A COM 755267101 90.52 5,486 SH SOLE X RED HAT INC. COM 756577102 313.55 23,935 SH SOLE X

REEBOK INTERNATIONAL LTD. COM 758110100 3,872.04 92,566 SH SOLE X REGIS CORP.(MINN.) COM 758932107 96.84 2,478 SH SOLE X REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 43,929.50 737,691 SH SOLE X RENAL CARE GROUP INC. COM 759930100 172.69 3,746 SH SOLE X REPUBLIC SERVICES INC. -A- COM 760759100 255.89 7,106 SH SOLE X REYNOLDS & REYNOLDS INC.CL.A CL A 761695105 85.79 3,174 SH SOLE X RICA FOODS INC. COM NEW 762582203 177.50 35,500 SH SOLE X ROBERT HALF INTERNATIONAL INC. COM 770323103 6,169.79 247,088 SH SOLE X ROCKWELL AUTOMATION INC. COM 773903109 13,254.62 272,113 SH SOLE X ROCKWELL COLLINS INC. COM 774341101 13,225.29 277,376 SH SOLE X ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 774678403 51.72 2,351 SH SOLE X ROFIN SINAR TECHNOLOGIES INC. COM 775043102 1,051.24 32,050 SH SOLE X ROHM & HAAS CO. COM 775371107 13,883.05 299,591 SH SOLE X ROLLINS INC. COM 775711104 54.31 2,710 SH SOLE X ROPER INDUSTRIES INC. COM 776696106 456.05 6,390 SH SOLE X ROSS STORES INC. COM 778296103 498.00 17,226 SH SOLE X ROWAN COS INC COM 779382100 4,401.92 148,163 SH SOLE X ROYAL BK CDA MONTREAL QUE COM 780087102 43.37 700 SH SOLE X ROYAL DUTCH PETROL.NEW YORK NY REG EUR .56 780257804 341.70 5,265 SH SOLE X ROYAL GOLD INC. COM 780287108 11.07 550 SH SOLE X RUBY TUESDAY INC. COM 781182100 86.77 3,350 SH SOLE X RUDDICK CORP. COM 781258108 63.31 2,480 SH SOLE X RUSS BERRIE & CO COM 782233100 35.64 2,782 SH SOLE X RYDER SYSTEM INC. COM 783549108 3,508.88 95,871 SH SOLE X RYLAND GROUP INC. COM 783764103 193.77 2,554 SH SOLE X SCM MICROSYSTEMS INC COM 784018103 11.47 4,142 SH SOLE X SCP POOL CORP COM 784028102 35.09 1,000 SH SOLE X SEI INVESTMENT CO. COM 784117103 253.68 6,792 SH SOLE X SPX CORP. COM 784635104 832.01 18,095 SH SOLE X SABRE HOLDINGS CORP.CL.A CL A 785905100 4,248.45 212,955 SH SOLE X SAFECO CORP. COM 786429100 10,430.89 191,956 SH SOLE X ST.JUDE MEDICAL INC. COM 790849103 25,765.75 590,822 SH SOLE X ST.PAUL COMPANIES INC. COM 792860108 36,635.53 926,778 SH SOLE X SANMINA-SCI CORP. COM 800907107 4,962.72 907,262 SH SOLE X SAP VORZ.SPONS.ADR'S SPONSORED ADR 803054204 8.66 200 SH SOLE X SAPPI LTD SPON ADR NEW 803069202 21.64 2,000 SH SOLE X SARA LEE CORP. COM 803111103 26,798.27 1,352,765 SH SOLE X SASOL LTD SPONSORED ADR 803866300 8.36 310 SH SOLE X HENRY SCHEIN INC. COM 806407102 198.38 4,778 SH SOLE X SCHERING-PLOUGH CORP. COM 806605101 48,128.43 2,525,101 SH SOLE X SCHLUMBERGER N.V. COM 806857108 35,769.33 471,021 SH SOLE X SCHOLASTIC CORP. COM 807066105 79.57 2,064 SH SOLE X CHARLES SCHWAB COM 808513105 12,963.51 1,149,247 SH SOLE X SCIENTIFIC ATLANTA INC COM 808655104 8,258.11 248,215 SH SOLE X SEARS HLDGS CORP COM 812350106 13,336.18 88,985 SH SOLE X SEMPRA ENERGY COM 816851109 14,017.56 339,326 SH SOLE X SEPRACOR INC. COM 817315104 69,079.43 1,151,132 SH SOLE X

SEQUA CORP. -A- CL A 817320104 30.70 464 SH SOLE X SERENA SOFTWARE INC COM 817492101 0.68 35 SH SOLE X SERVICE CORP. INT. COM 817565104 39.01 4,864 SH SOLE X 7-ELEVEN INC COM NEW 817826209 12.61 417 SH SOLE X THE*SHAW GROUP INC. COM 820280105 167.78 7,800 SH SOLE X THE*SHELL TRANSP.TR.-ADR/6- ADR NY SHS NEW 822703609 336.75 5,800 SH SOLE X SHERWIN-WILLIAMS CO. COM 824348106 9,623.41 204,362 SH SOLE X SHUFFLE MASTER INC. COM 825549108 89.70 3,200 SH SOLE X SIEBEL SYSTEMS INC. COM 826170102 8,106.10 910,798 SH SOLE X SIEMENS A G SPONSORED ADR 826197501 330.56 4,550 SH SOLE X SIERRA PACIFIC RESOURCES (NEW) COM 826428104 80.63 6,476 SH SOLE X SIERRA WIRELESS INC COM 826516106 2.93 400 SH SOLE X SIGMA-ALDRICH CORP. COM 826552101 6,116.49 109,145 SH SOLE X SILICON LABORATORIES INC. COM 826919102 10.96 418 SH SOLE X SIMON PPTY GROUP INC NEW COM 828806109 1,394.42 19,236 SH SOLE X SIRNA THERAPEUTICS INC COM 829669100 0.23 133 SH SOLE X SKYWEST INC. COM 830879102 69.90 3,845 SH SOLE X SMITH INTERNATIONAL INC-SPLIT- COM 832110100 372.52 5,848 SH SOLE X J.M.SMUCKER CO. COM NEW 832696405 85.48 1,821 SH SOLE X SNAP-ON INC. COM 833034101 3,226.98 94,081 SH SOLE X SOC.QUIMICA MIN.CHILE ADR'S-B- SPON ADR SER B 833635105 99.10 991 SH SOLE X SOC.QUIMICA MIN.SPONS.ADR'S SPONSORED ADR 833636103 52.70 519 SH SOLE X SOLEKTRON CORP. COM 834182107 6,013.57 1,586,695 SH SOLE X SONOCO PRODUCTS CO. COM 835495102 160.75 6,066 SH SOLE X SONY CORP.ADR'S ADR NEW 835699307 105.39 3,060 SH SOLE X SOTHEBY'S HOLDINGS INC.CL.A CL A 835898107 43.18 3,152 SH SOLE X THE*SOUTHERN CO. COM 842587107 46,902.30 1,352,821 SH SOLE X SOUTHERN PERU COPPER CORP COM 843611104 138.16 3,225 SH SOLE X SOUTHWEST AIRLINES CO. COM 844741108 21,233.16 1,524,276 SH SOLE X SOUTHWESTERN ENERGY COM 845467109 107.96 2,298 SH SOLE X SOVEREIGN BANCORP.INC. COM 845905108 13,608.41 609,150 SH SOLE X STANCORP FINANCIAL GROUP INC. COM 852891100 118.09 1,542 SH SOLE X THE*STANLEY WORKS COM 854616109 5,585.07 122,641 SH SOLE X STAPLES INC. COM 855030102 26,439.33 1,241,866 SH SOLE X STARBUCKS CORP. COM 855244109 38,038.39 736,322 SH SOLE X STATE STREET CORP. COM 857477103 48,751.51 1,010,394 SH SOLE X STERICYCLE INC. COM 858912108 122.48 2,434 SH SOLE X STERIS CORP. COM 859152100 98.18 3,810 SH SOLE X STORAGE TECHN.CORP. COM PAR $0.10 862111200 214.55 5,912 SH SOLE X STREETTRACKS GOLD TR GOLD SHS 863307104 324.80 7,477 SH SOLE X STRYKER CORP. COM 863667101 29,094.40 611,741 SH SOLE X STUDENT LN CORP COM 863902102 10.55 48 SH SOLE X SUN LIFE FINL INC COM 866796105 235.90 7,000 SH SOLE X SUN MICROSYSTEMS COM 866810104 25,910.06 6,946,398 SH SOLE X SUN HYDRAULICS CORP COM 866942105 50.51 1,388 SH SOLE X SUNGARD DATA SYST.INC. COM 867363103 21,892.52 622,477 SH SOLE X SUNTRUST BANKS INC. COM 867914103 24,507.71 339,254 SH SOLE X

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VIACOM INC. -B- CL B 925524308 91,451.97 2,856,089 SH SOLE X VIA NET.WORKS INC. COM 925912107 0.04 500 SH SOLE X VICURON PHARMACEUTICALS INC COM 926471103 2,870.91 102,900 SH SOLE X VIGNETTE CORP COM NEW ADDED COM NEW 926734401 0.84 75 SH SOLE X VISHAY INTERTECHNOL.INC. COM 928298108 212.28 17,884 SH SOLE X VITESSE SEMICONDUCT.CORP. COM 928497106 24.08 11,579 SH SOLE X VULCAN MATERIALS COM 929160109 10,595.06 163,026 SH SOLE X WACHOVIA CORP. COM 929903102 79,958.77 1,612,072 SH SOLE X WADDELL& REED FINANCIAL -A- CL A 930059100 76.79 4,151 SH SOLE X WAL-MART STORES INC. COM 931142103 187,457.95 3,889,169 SH SOLE X WALGREEN CO. COM 931422109 25,786.18 560,691 SH SOLE X WARNER MUSIC GROUP CORP COM 934550104 3,102.30 191,500 SH SOLE X WASHINGTON FEDERAL INC. COM 938824109 112.38 4,778 SH SOLE X WASHINGTON MUTUAL INC. COM 939322103 50,493.48 1,240,931 SH SOLE X WASHINGTON POST CO. -B- CL B 939640108 317.31 380 SH SOLE X WATERS CORP. COM 941848103 7,156.30 192,529 SH SOLE X WATSON PHARMACEUTICALS INC. COM 942683103 5,397.77 182,604 SH SOLE X WAVE SYSTEMS CORP CL A 943526103 0.15 188 SH SOLE X WEBSTER FINANCIAL CORP. COM 947890109 138.30 2,962 SH SOLE X WELLCHOICE INC COM 949475107 956.12 13,763 SH SOLE X WELLS FARGO & CO. COM 949746101 109,371.99 1,776,096 SH SOLE X WENDY'S INTERNATIONAL INC. COM 950590109 8,929.75 187,403 SH SOLE X WERNER ENTERPRISES INC COM 950755108 68.67 3,500 SH SOLE X WESTAMERICA BANCORPORATION COM 957090103 95.37 1,806 SH SOLE X WESTELL TECHN.INC.CL.A CL A 957541105 16.15 2,700 SH SOLE X WESTERN DIGITAL CORP COM 958102105 157.39 11,728 SH SOLE X WESTERN GAS RESOURCES INC. COM 958259103 124.17 3,558 SH SOLE X WESTWOOD ONE INC. COM 961815107 95.90 4,694 SH SOLE X WEYERHAEUSER CO. COM 962166104 23,726.68 372,768 SH SOLE X WHIRLPOOL CORP. COM 963320106 7,599.57 108,395 SH SOLE X WHOLE FOODS MARKET INC. COM 966837106 814.35 6,889 SH SOLE X WILLIAMS COS.INC. COM 969457100 18,925.16 996,061 SH SOLE X WILLIAMS-SONOMA INC. COM 969904101 308.57 7,798 SH SOLE X WILMINGTON TRUST CORP. COM 971807102 144.26 4,006 SH SOLE X WIND RIVER SYSTEMS INC. COM 973149107 68.27 4,354 SH SOLE X WISCONSIN ENERGY CORP. COM 976657106 251.32 6,444 SH SOLE X WORTHINGTON INDUSTRIES INC. COM 981811102 317.74 20,110 SH SOLE X WRIGLEY (WM.)JR.CO. COM 982526105 22,105.07 321,108 SH SOLE X WYETH COM 983024100 102,872.07 2,311,732 SH SOLE X WYNDHAM INT.INC.CL.-A- CL A 983101106 13.32 12,000 SH SOLE X WYNN RESORTS LTD. COM 983134107 472.84 10,003 SH SOLE X XM SATELLITE RADIO HLDGS INC. CL A 983759101 5,382.27 159,901 SH SOLE X XILINX INC. COM 983919101 14,996.52 588,099 SH SOLE X XEROX CORP. COM 984121103 21,643.17 1,569,483 SH SOLE X YAHOO INC. COM 984332106 42,707.30 1,232,534 SH SOLE X YELLOW ROADWAY CORP COM 985577105 78.94 1,554 SH SOLE X YORK INTERNATIONAL CORP. COM 986670107 87.93 2,314 SH SOLE X

YUM BRANDS INC. COM 988498101 24,653.47 473,377 SH SOLE X ZEBRA TECHNOLOGIES CORP.-A- CL A 989207105 191.19 4,366 SH SOLE X ZIONS UTAH BANCORP COM 989701107 10,499.79 142,796 SH SOLE X DUN & BRADSTREET CORP.(DEL.) COM 26483E100 231.31 3,752 SH SOLE X BT GROUP PLC ADR 05577E101 49.50 1,190 SH SOLE X PETROCHINA CO. LTD.(SP.ADR'S) SPONSORED ADR 71646E100 86.52 1,178 SH SOLE X REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 201,256.90 1,500,126 SH SOLE X CENTER FINL CORP CALIF COM 15146E102 101.85 4,102 SH SOLE X LUMINEX CORP DEL COM 55027E102 3.84 390 SH SOLE X QUANTA SERVICES INC. COM 74762E102 47.36 5,382 SH SOLE X VERISIGN INC. COM 92343E102 467.09 16,241 SH SOLE X AMERISOURCEBERGEN CORP. COM 03073E105 12,020.07 173,826 SH SOLE X NEWS CORP CL A 65248E104 37,945.85 2,345,232 SH SOLE X BOOKHAM INC. COM 09856E105 62.30 19,654 SH SOLE X AMERICAN EAGLE OUTFITTERS INC. COM 02553E106 347.40 11,338 SH SOLE X TELEMIG CELULAR PART.PF.ADR'S SPON ADR PFD 87944E105 1,175.63 36,007 SH SOLE X ARQULE INC COM 04269E107 1.24 191 SH SOLE X TARGET CORP. COM 87612E106 24,959.17 458,724 SH SOLE X ANTEON INTL CORP COM 03674E108 80.75 1,770 SH SOLE X NSTAR COM 67019E107 181.22 5,878 SH SOLE X UNIBANCO GDR'S GDR REP PFD UT 90458E107 81.87 2,120 SH SOLE X EDWARDS LIFESCIENCES CORP. COM 28176E108 141.11 3,280 SH SOLE X NCR CORP. COM 62886E108 10,705.88 304,837 SH SOLE X NAVISTAR INTERNAT.CORP. COM 63934E108 6,357.70 198,678 SH SOLE X TOTAL FINA -B-ADR'S 1/2 FF50,- SPONSORED ADR 89151E109 11.69 100 SH SOLE X NEWS CORP.-B- CL B 65248E203 58.17 3,450 SH SOLE X WESTERN WIRELESS CORP CL A 95988E204 5.63 133 SH SOLE X AES CORP. COM 00130H105 11,543.12 704,708 SH SOLE X ABGENIX INC. COM 00339B107 46.33 5,400 SH SOLE X ACTIVE POWER INC. COM 00504W100 1.63 500 SH SOLE X ADESA INC. -REG.- COM 00686U104 107.11 4,920 SH SOLE X ADOBE SYS INC COM 00724F101 980.04 34,255 SH SOLE X ADTRAN INC. COM 00738A106 68.72 2,779 SH SOLE X ADVANCE AUTO PARTS INC. COM 00751Y106 254.71 3,946 SH SOLE X ADVANCED MEDICAL OPTICS INC COM 00763M108 142.38 3,582 SH SOLE X AETNA INC. COM 00817Y108 39,458.60 476,438 SH SOLE X AFFYMETRIX INC. COM 00826T108 377.39 6,999 SH SOLE X AGILENT TECHNOLOGIES INC. COM 00846U101 16,197.63 703,633 SH SOLE X AIRTRAN HOLDINGS INC. COM 00949P108 42.96 4,654 SH SOLE X AKAMAI TECHNOLOGIES INC. COM 00971T101 48.71 3,710 SH SOLE X ALLEGHENY TECHNOLOGIES INC. COM 01741R102 3,010.51 136,469 SH SOLE X ALLSCRIPTS HEALTHCARE SOL.INC. COM 01988P108 16.61 1,000 SH SOLE X ALTEON INC. COM 02144G107 0.04 200 SH SOLE X ALTRIA GROUP INC. COM 02209S103 316,262.79 4,891,166 SH SOLE X AMAZON COM INC NOTE 4.750% 2/0 023135AF3 2,010.75 21,000 PRN SOLE X AMERICA MOVIL-L-SP.ADR'S SPON ADR L SHS 02364W105 59.61 1,000 SH SOLE X AMER.ACCESS TECHNOLOGIES INC. COM 02368F108 1.64 800 SH SOLE X

AMERICREDIT CORP. COM 03060R101 207.47 8,136 SH SOLE X AMERUS GROUP CO. -A- COM 03072M108 103.69 2,158 SH SOLE X AMERITRADE HOLDING CORP. COM 03074K100 2.79 150 SH SOLE X ANGIODYNAMICS INC COM 03475V101 103.92 4,780 SH SOLE X ANGLO AMERN PLC ADR 03485P102 0.38 16 SH SOLE X APARTMENT INVT & MGMT CO CL A 03748R101 769.75 18,811 SH SOLE X APPLIED MICRO CIRCUITS COM 03822W109 1,191.59 465,465 SH SOLE X AQUA AMERICA INC COM 03836W103 78.48 2,639 SH SOLE X AQUILA INC. (DEL.) COM 03840P102 48.10 13,324 SH SOLE X ARES CAP CORP COM 04010L103 12,051.28 675,899 SH SOLE X ARIBA INC COM NEW 04033V203 19.87 3,443 SH SOLE X ASIAINFO HLDGS INC COM 04518A104 2.76 500 SH SOLE X ASPECT COMMUNICATIONS CORP COM 04523Q102 645.99 57,524 SH SOLE X ASYST TECHNOLOGY CORP COM 04648X107 4.46 1,000 SH SOLE X AUTONATION INC. COM 05329W102 7,458.55 363,477 SH SOLE X AVANEX CORP COM 05348W109 9.00 10,000 SH SOLE X BJ'S WHOLESALE CLUB INC. COM 05548J106 122.49 3,770 SH SOLE X BALLARD POWER SYSTEMS INC. COM 05858H104 30.68 6,500 SH SOLE X BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 60.52 3,940 SH SOLE X BCO.SANTAND.CENT.HISP.-ADR'S- ADR 05964H105 117.11 10,113 SH SOLE X BANCOLOMBIA S A SPON ADR PREF 05968L102 50.48 3,157 SH SOLE X BANKUNITED FINL CORP CL A 06652B103 108.16 4,000 SH SOLE X BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 720.64 115,303 SH SOLE X BEAZER HOMES USA INC. COM 07556Q105 11,539.79 201,921 SH SOLE X BIOMARIN PHARMACEUTICAL INC. COM 09061G101 11.59 1,550 SH SOLE X BIOGEN IDEC COM 09062X103 13,660.46 396,530 SH SOLE X BIOTECH HOLDERS TRUST DEP. DEPOSTRY RCPTS 09067D201 29.28 175 SH SOLE X BLYTH INC. COM 09643P108 54.42 1,940 SH SOLE X BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q105 0.52 30 SH SOLE X BURLINGTON NORTH.SANTA FE COM 12189T104 30,565.37 649,222 SH SOLE X CBRL GROUP INC. COM 12489V106 127.38 3,278 SH SOLE X C D W CORP COM 12512N105 377.52 6,629 SH SOLE X C.H.ROBINSON WORLDWIDE INC. COM 12541W100 591.54 10,164 SH SOLE X CKX INC COM 12562M106 836.23 65,000 SH SOLE X CNF INC. COM 12612W104 130.21 2,900 SH SOLE X CRA INTL INC COM 12618T105 61.93 1,150 SH SOLE X CABOT MICROELECTRONICS CORP. COM 12709P103 69.43 2,395 SH SOLE X CAMBIOR INC COM 13201L103 34.88 16,000 SH SOLE X CAPITAL ONE FINANC.-SPLIT- COM 14040H105 28,081.43 350,974 SH SOLE X CAPSTONE TURBINE CORP. COM 14067D102 0.91 714 SH SOLE X CARDINAL HEALTH INC. COM 14149Y108 52,217.46 906,868 SH SOLE X CELSION CORP. COM 15117N107 6.60 20,000 SH SOLE X CENTERPOINT ENERGY INC. COM 15189T107 5,414.53 409,881 SH SOLE X CHARTER COMM. INC.CL.A CL A 16117M107 57.06 48,356 SH SOLE X CHARTERED SEMICONDUCTOR MFG ADR 16133R106 2.69 350 SH SOLE X CHEMED CORP NEW COM 16359R103 53.18 1,301 SH SOLE X CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 81.90 3,000 SH SOLE X

CHINA MOBILE (HK) ADR'S SPONSORED ADR 16941M109 11.15 600 SH SOLE X CHINA UNICOM LTD.(SP.ADR'S)-H- SPONSORED ADR 16945R104 60.34 7,200 SH SOLE X CISCO SYSTEM INC. COM 17275R102 180,759.17 9,473,751 SH SOLE X CITIZENS COMMUNICATIONS CO.-B- COM 17453B101 7,563.67 562,773 SH SOLE X COMCAST CORP. NEW CL.A (SPEZ) CL A SPL 20030N200 60,676.60 2,025,930 SH SOLE X CIA SIDERURGICA NAC.SP.ADR'S SPONSORED ADR 20440W105 16.15 1,000 SH SOLE X COMPANHIA DE SANEAMENTO BASI ADR 20441A102 45.15 3,000 SH SOLE X CIA.PARANAENSE ENER./B/PR.ADRS SPON ADR PFD 20441B407 455.53 81,200 SH SOLE X COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 4.07 160 SH SOLE X AMBEV-CIA DE BEB.-SP.ADR'S- SPON ADR PFD 20441W203 24.72 800 SH SOLE X COMPASS BANCSHARES INC. COM 20449H109 7,791.35 173,141 SH SOLE X CONOCOPHILLIPS COM 20825C104 125,419.15 2,181,582 SH SOLE X CONSTELLATION BRANDS -A- CL A 21036P108 339.43 11,506 SH SOLE X CORPBANCA SP ADR REG S 21987A209 28.71 1,100 SH SOLE X CORPORATE EXECUTIVE BRD CO COM 21988R102 11.75 150 SH SOLE X COSTCO WHOLESALE CORP. COM 22160K105 14,870.49 332,450 SH SOLE X COTHERIX INC COM 22163T103 50.95 5,000 SH SOLE X CROSSROADS SYS INC COM 22765D100 0.47 500 SH SOLE X D.R.HORTON INC. COM 23331A109 769.09 20,449 SH SOLE X DAVITA INC COM 23918K108 22.74 500 SH SOLE X DEL MONTE FOODS CO COM 24522P103 7.14 663 SH SOLE X DELL COM 24702R101 178,729.02 4,529,372 SH SOLE X DELTATHREE INC COM 24783N102 0.07 20 SH SOLE X DEVON ENERGY CORP. COM 25179M103 36,818.16 726,483 SH SOLE X DIAMOND OFFSHORE DRILLING IN COM 25271C102 180.75 3,383 SH SOLE X DIGITAL RIVER INC. COM 25388B104 66.68 2,100 SH SOLE X DIRECTV GROUP INC COM 25459L106 54.20 3,497 SH SOLE X DISTRIBUTED ENERGY SYS CORP COM 25475V104 2.53 600 SH SOLE X DOMINION RESOURCES INC. (NEW) COM 25746U109 41,883.82 570,702 SH SOLE X DORAL FINL CORP COM 25811P100 47.98 2,901 SH SOLE X DRDGOLD LTD SPONSORED ADR 26152H103 33.18 37,700 SH SOLE X DREAMWORKS ANIMATION SKG INC CL A 26153C103 85.86 3,277 SH SOLE X DYNEGY INC. -A- CL A 26816Q101 2,363.93 486,405 SH SOLE X ENSCO INTERNATIONAL INC. COM 26874Q100 288.07 8,058 SH SOLE X EOG RESOURCES INC. COM 26875P101 23,930.41 421,310 SH SOLE X EDUCATE INC COM 28138P100 262.62 18,560 SH SOLE X EDUCATION MANAGEMENT CORP. COM 28139T101 127.03 3,766 SH SOLE X EL PASO CORP. COM 28336L109 11,773.88 1,022,038 SH SOLE X ELITE PHARMACEUTICALS INC CL A NEW 28659T200 308.00 100,000 SH SOLE X EMAGIN CORP. COM 29076N107 24.28 26,974 SH SOLE X EM.EM.BRAS.D.AERON.(SP.ADRS) SP ADR PFD SHS 29081M102 102.52 3,100 SH SOLE X EMBRATEL PARICIP.PFD (ADR'S) SP ADR PFD NEW 29081N209 63.85 6,058 SH SOLE X EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 14.33 1,150 SH SOLE X EMERGE INTERACTIVE INC. CL.A CL A 29088W103 0.14 210 SH SOLE X ENERGY EAST CORP. COM 29266M109 235.14 8,114 SH SOLE X ENERGIZER HOLDINGS INC. COM 29266R108 275.91 4,438 SH SOLE X ENERSIS S.A.(SPONS.ADR'S)50 SPONSORED ADR 29274F104 4.73 453 SH SOLE X

ENTERGY CORP. COM 29364G103 22,646.64 299,757 SH SOLE X EQUITY RESIDENTIAL SH BEN INT 29476L107 1,104.08 29,986 SH SOLE X EXELON CORP. COM 30161N101 51,418.44 1,001,723 SH SOLE X EXXON MOBIL CORP. COM 30231G102 645,072.93 11,224,516 SH SOLE X FMC TECHNOLOGIES INC. COM 30249U101 121.81 3,810 SH SOLE X FARGO ELECTRONICS INC COM 30744P102 103.35 5,170 SH SOLE X FEDERATED DEPARTMENT STORES COM 31410H101 2,828.61 38,600 SH SOLE X FEDEX CORP. COM 31428X106 29,760.72 367,371 SH SOLE X FIDELITY BANKSHARES INC NEW COM 31604Q107 53.04 2,000 SH SOLE X FIVE STAR QUALITY CARE INC COM 33832D106 0.37 50 SH SOLE X FLOWSERVE CORP. COM 34354P105 92.11 3,044 SH SOLE X FREESCALE SEMICOND. INC.CL.B CL B 35687M206 8,641.67 408,011 SH SOLE X GP STRATEGIES CORP COM 36225V104 1.02 125 SH SOLE X GSI COMMERCE INC. COM 36238G102 1.12 67 SH SOLE X GEN-PROBE INC NEW COM 36866T103 100.86 2,784 SH SOLE X GEMSTAR-TV GUIDE INTL.INC. COM 36866W106 12.95 3,608 SH SOLE X GENAISSANCE PHARMACEUTIC.INC. COM 36867W105 7.31 6,531 SH SOLE X GENTA INC COM NEW 37245M207 1.37 1,160 SH SOLE X GENWORTH FINL INC CL A 37247D106 192.14 6,356 SH SOLE X GOLD FIELDS LTD.(SP.ADR'S) SPONSORED ADR 38059T106 1,553.76 136,895 SH SOLE X GOLDEN TELECOM INC COM 38122G107 0.71 23 SH SOLE X GOLDMAN SACHS GROUP INC. COM 38141G104 57,665.68 565,239 SH SOLE X GOOGLE INC. -A- CL A 38259P508 13,037.90 44,324 SH SOLE X GRANT PRIDECO INC. COM 38821G101 186.68 7,058 SH SOLE X HEALTH NET INC. COM 42222G108 236.44 6,196 SH SOLE X HEWITT ASSOCS INC COM 42822Q100 28.29 1,067 SH SOLE X ITT EDUCATIONAL SVC COM 45068B109 168.54 3,155 SH SOLE X ICICI BK LTD ADR 45104G104 2.19 100 SH SOLE X IMATION CORP. COM 45245A107 71.84 1,852 SH SOLE X IMCLONE SYSTEMS INC. COM 45245W109 378.45 12,220 SH SOLE X INFOSPACE INC. COM NEW 45678T201 161.55 4,906 SH SOLE X INTERNET CAP GROUP INC COM NEW 46059C205 6.33 864 SH SOLE X INTERNET INITIATIVE JAPAN IN ADR 46059T109 2.00 263 SH SOLE X INTERSTATE HOTELS & RESORTS COM 46088S106 390.11 79,453 SH SOLE X INVERNESS MED INNOVATIONS IN COM 46126P106 1.15 42 SH SOLE X INVITROGEN CORP. COM 46185R100 704.05 8,453 SH SOLE X IONA TECHNOLOGIES -SPONS.ADRS- SPONSORED ADR 46206P109 632.97 207,531 SH SOLE X IPASS INC. COM 46261V108 1.82 300 SH SOLE X IVILLAGE INC. COM 46588H105 23.21 3,881 SH SOLE X JDS UNIPHASE CORP. COM 46612J101 3,720.45 2,447,664 SH SOLE X JP MORGAN CHASE & CO. COM 46625H100 553,527.34 15,671,782 SH SOLE X JANUS CAPITAL GROUP INC. COM 47102X105 4,752.52 315,992 SH SOLE X KEYSPAN CORP. COM 49337W100 9,919.97 243,734 SH SOLE X KINDER MORGAN INC. COM 49455P101 14,166.21 170,267 SH SOLE X KOOKMIN BANK (NEW) (SP.ADRS) SPONSORED ADR 50049M109 5,232.68 114,802 SH SOLE X KRAFT FOODS INC. CL A 50075N104 80,415.36 2,527,990 SH SOLE X LABORATORY CORP.AMERICA COM NEW 50540R409 11,257.94 225,610 SH SOLE X

LEVEL 3 COMMUNICATIONS INC. COM 52729N100 228.41 112,515 SH SOLE X LEXAR MEDIA INC. COM 52886P104 640.90 130,530 SH SOLE X LIFEPOINT HOSPITALS INC COM 53219L109 50.85 1,006 SH SOLE X LIGAND PHARMACEUTICALS INC.-B- CL B 53220K207 34.75 5,000 SH SOLE X M AND T BANK CORP. COM 55261F104 14,348.24 136,442 SH SOLE X MBIA INC. COM 55262C100 49,075.29 827,437 SH SOLE X MBNA CORP. COM 55262L100 46,363.55 1,772,307 SH SOLE X MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X108 1,887.27 66,500 SH SOLE X MANPOWER INC. COM 56418H100 187.05 4,702 SH SOLE X MANULIFE FINL CORP COM 56501R106 165.18 3,455 SH SOLE X MATRIXONE INC COM 57685P304 0.55 110 SH SOLE X MAXIM INTERGR.PROD.INC. COM 57772K101 19,911.66 520,975 SH SOLE X MCKESSON CORP. COM 58155Q103 21,479.45 479,559 SH SOLE X MEDCOHEALTH SOLUTIONS INC. COM 58405U102 16,342.14 306,262 SH SOLE X MELLON FINANCIAL CORP. COM 58551A108 11,480.68 400,163 SH SOLE X MERITAGE CORP. COM 59001A102 99.22 1,248 SH SOLE X METLIFE INC. COM 59156R108 46,604.35 1,037,035 SH SOLE X MILLEA HOLDINGS INC ADR 60032R106 65.59 970 SH SOLE X MITTAL STEEL CO N V NY REG SH CL A 60684P101 77.16 3,250 SH SOLE X MOLSON COORS BREWING CO CL B 60871R209 3,986.35 64,296 SH SOLE X MONEYGRAM INTERNATIONAL INC. COM 60935Y109 90.97 4,758 SH SOLE X MONSANTO CO. COM 61166W101 25,740.17 409,419 SH SOLE X MORGAN STANLEY INDIA INVS FD COM 61745C105 43.66 1,360 SH SOLE X MYRIAD GENETICS INC COM 62855J104 7.36 470 SH SOLE X NIC INC COM 62914B100 4.85 1,050 SH SOLE X NTL INC DEL COM 62940M104 396.43 5,794 SH SOLE X NTT DOCOMO INC. (SP.ADR'S) SPONS ADR 62942M201 204.53 13,810 SH SOLE X NATIONAL FINL PRTNS COM 63607P208 5,240.85 133,900 SH SOLE X NETFLIX INC. COM 64110L106 32.16 1,960 SH SOLE X NETWORK APPLIANCE INC. COM 64120L104 17,553.01 620,906 SH SOLE X NETWORK ENGINES INC COM 64121A107 4.09 2,300 SH SOLE X NEUROCRINE BIOSCIENCES INC COM 64125C109 3.36 80 SH SOLE X NEXTEL COMM. -A- CL A 65332V103 121,788.93 3,769,388 SH SOLE X NEXTEL PARTNERS INC. CL A 65333F107 12,638.39 502,121 SH SOLE X 99*CENTS ONLY STORES COM 65440K106 41.36 3,254 SH SOLE X NISOURCE INC. COM 65473P105 9,572.02 387,061 SH SOLE X NOMURA HOLDINGS ADR SPONSORED ADR 65535H208 300.10 25,130 SH SOLE X NOVARTIS AG -ADR'S- SPONSORED ADR 66987V109 106.03 2,235 SH SOLE X NOVELIS INC COM 67000X106 0.56 22 SH SOLE X NOVOGEN LTD. SHS(SPONS.ADRS) SPONSORED ADR 67010F103 27.11 1,500 SH SOLE X NVIDIA CORP. COM 67066G104 60,804.17 2,275,605 SH SOLE X ODYSSEY HEALTHCARE INC COM 67611V101 66.55 4,615 SH SOLE X OFFICEMAX INC DEL COM 67622P101 1,708.47 57,389 SH SOLE X ON2 TECHNOLOGIES INC. COM 68338A107 8.64 14,900 SH SOLE X VYMPELKOM. -NAM.(SP.ADR'S)- SPONSORED ADR 68370R109 156.54 4,600 SH SOLE X OPSWARE INC COM 68383A101 1.69 330 SH SOLE X ORACLE CORP. COM 68389X105 109,816.41 8,319,425 SH SOLE X

ORTHOLOGIC CORP COM 68750J107 7.74 2,000 SH SOLE X PC-TEL INC COM 69325Q105 2.35 300 SH SOLE X PG & E CORP. COM 69331C108 27,909.60 743,463 SH SOLE X PMC SIERRA INC. COM 69344F106 2,577.57 276,267 SH SOLE X THE PMI GROUP INC. COM 69344M101 12,002.53 307,915 SH SOLE X PNM RESOURCES INC. COM 69349H107 109.54 3,802 SH SOLE X PPL CORP. COM 69351T106 15,895.79 267,696 SH SOLE X PAC-WEST TELECOMM INC. COM 69371Y101 0.22 210 SH SOLE X PAIN THERAPEUTICS INC COM 69562K100 11.80 1,748 SH SOLE X PALMONE INC. COM 69713P107 180.50 6,063 SH SOLE X PANERA BREAD CO CL A 69840W108 49.30 794 SH SOLE X PAR PHARMACEUTICAL COS INC COM 69888P106 29.97 942 SH SOLE X PEPSIAMERICAS INC COM 71343P200 73.70 2,872 SH SOLE X PETROBR.ENERG.PA.B.(ADRS)AP SP ADR B SHS 71646M102 773.76 67,874 SH SOLE X PETROKAZAKHSTAN INC CL.-A- COM 71649P102 139.00 3,800 SH SOLE X PETROLEO BRAS.PREF.SP.ADR'S SPONSORED ADR 71654V101 382.59 8,310 SH SOLE X PETROLEO BRASI.PETROBR.(ADR'S) SPONSORED ADR 71654V408 114.16 2,190 SH SOLE X PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 14.66 200 SH SOLE X PLUG POWER INC. COM 72919P103 2.74 400 SH SOLE X POLYCOM INC. COM 73172K104 119.28 8,000 SH SOLE X PRAXAIR INC. COM 74005P104 23,397.49 502,092 SH SOLE X PREMCOR INC COM 74045Q104 7,429.50 100,155 SH SOLE X T.ROWE PRICE GROUP INC. COM 74144T108 10,825.48 172,931 SH SOLE X PRIDE INTERNATIONAL INC.(DEL) COM 74153Q102 218.66 8,508 SH SOLE X PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 17,220.82 410,998 SH SOLE X PRIVATE MEDIA GROUP INC. COM 74266R104 2.07 800 SH SOLE X PROTEIN DESIGN LABS INC. COM 74369L103 252.93 12,515 SH SOLE X PROVIDENT ENERGY TR TR UNIT 74386K104 62.94 6,000 SH SOLE X PSYCHIATRIC SOLUTIONS INC. COM 74439H108 108.14 2,220 SH SOLE X QUEST DIAGNOSTICS INC. COM 74834L100 17,042.14 319,920 SH SOLE X QUEST SOFTWARE INC. COM 74834T103 85.45 6,269 SH SOLE X QUICKSILVER RESOURCES INC COM 74837R104 68.28 1,602 SH SOLE X QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 106.00 4,400 SH SOLE X QUOVADX INC. COM 74913K106 2.76 1,000 SH SOLE X RADIO ONE INC. CL.A CL A 75040P108 509.20 40,000 SH SOLE X REALNETWORKS INC COM 75605L104 4.96 1,000 SH SOLE X REGIONS FINANCIAL -NEW- COM 7591EP100 21,933.88 647,399 SH SOLE X RELIANT ENERGY INC COM 75952B105 15.18 1,226 SH SOLE X RENT -A- CENTER INC. COM 76009N100 90.13 3,870 SH SOLE X REPSOL YPF -ADR'S- SPONSORED ADR 76026T205 50.51 2,010 SH SOLE X RETAIL HOLDRS TR DEP RCPT 76127U101 572,680.75 5,981,000 SH SOLE X SBC COMMUNICATIONS COM 78387G103 160,563.85 6,760,583 SH SOLE X SK TELECOM -SP.ADR'S 1/9- SPONSORED ADR 78440P108 1,744.20 85,500 SH SOLE X SLM CORP. COM 78442P106 9,474.35 186,503 SH SOLE X S R TELECOM INC COM NEW 78464P208 0.03 73 SH SOLE X SVB FINL GROUP COM 78486Q101 46.80 977 SH SOLE X SAKS INC. COM 79377W108 146.03 7,698 SH SOLE X

SANDISK CORP. COM 80004C101 2,752.21 115,980 SH SOLE X SCANA CORP. COM 80589M102 267.02 6,252 SH SOLE X SCOTTISH PWR PLC SPON ADR FINAL 81013T705 7.12 200 SH SOLE X SEALED AIR CORP. COM 81211K100 3,850.41 77,333 SH SOLE X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 31,268.35 703,450 SH SOLE X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 83,709.62 2,840,503 SH SOLE X SECTOR SPDR TRUST-BENEF.INT.- SBI INT-TECH 81369Y803 35.86 1,800 SH SOLE X SELECT COMFORT CORP COM 81616X103 4.29 200 SH SOLE X SENIOR HSG PPTYS TR SH BEN INT 81721M109 4.73 250 SH SOLE X SERONO S.A. SPONSORED ADR 81752M101 49.36 3,087 SH SOLE X SHANDA INTERACTIVE ENTMT LTD ADR 81941Q203 218.02 5,926 SH SOLE X SIGMATEL INC COM 82661W107 163.67 9,538 SH SOLE X SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 34.50 1,000 SH SOLE X SIRIUS SATELLITE RADIO INC. COM 82966U103 638.04 98,463 SH SOLE X SOHU.COM INC. COM 83408W103 48.29 2,201 SH SOLE X SS&C TECHNOLOGIES INC COM 85227Q100 107.40 3,390 SH SOLE X STANDARD PAC CORP NEW COM 85375C101 118.56 1,348 SH SOLE X STARWOOD HOTELS&RES.WORLDW.INC PAIRED CTF 85590A203 20,661.74 352,770 SH SOLE X STATOIL ASA ADR 85771P102 51.85 2,554 SH SOLE X STEMCELLS INC COM 85857R105 90.98 21,610 SH SOLE X STILLWATER MNG CO COM 86074Q102 23.33 3,144 SH SOLE X SUN CO. COM 86764P109 11,581.83 101,881 SH SOLE X SYNGENTA NAM.SPONS.ADR'S SPONSORED ADR 87160A100 2.20 108 SH SOLE X SYNOVUS FINANCIAL CORP. COM 87161C105 7,759.05 270,633 SH SOLE X TD BANKNORTH INC COM 87235A101 14.30 480 SH SOLE X TASER INTERNATIONAL INC. COM 87651B104 79.47 7,915 SH SOLE X TELE CENTRO (SPONS.ADR'S)PREF. SPON ADR PFD 87923P105 24.29 2,412 SH SOLE X TELE NORTE CELULAR ADR'S/PFD SPON ADR PFD 87924Y105 0.01 2 SH SOLE X TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 35.13 1,122 SH SOLE X TELE LESTE CEL.ADR'S/PREF. SPON ADR PFD 87943B102 0.02 3 SH SOLE X TELESP CELULAR PREF.SP.ADR'S SPON ADR PFD 87952L108 246.77 57,791 SH SOLE X TELEWEST GLOBAL INC. COM 87956T107 6.90 303 SH SOLE X TEMPLETON DRAGON FUND INC. COM 88018T101 75.94 4,200 SH SOLE X TEMPLETON RUS AND EAST EUR F COM 88022F105 918.43 23,222 SH SOLE X TEMPUR PEDIC INTL INC COM 88023U101 48.04 2,166 SH SOLE X TENARIS ADR SPONSORED ADR 88031M109 161.94 2,069 SH SOLE X TENET HEALTHCARE CORP. COM 88033G100 9,002.25 735,478 SH SOLE X 3M CO. COM 88579Y101 91,185.19 1,261,206 SH SOLE X TIBCO SOFTWARE INC. COM 88632Q103 36.26 5,545 SH SOLE X TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 9.42 596 SH SOLE X TRAVELZOO INC. COM 89421Q106 73.38 2,235 SH SOLE X TRIAD HOSPITALS INC. COM 89579K109 342.92 6,276 SH SOLE X TRIQUINT SEMICONDUCTOR INC COM 89674K103 27.13 8,148 SH SOLE X ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 87.75 5,000 SH SOLE X UNITED THERAPEUTICS CORP.(DEL) COM 91307C102 101.22 2,100 SH SOLE X UNITED HEALTH GROUP INC. COM 91324P102 110,790.04 2,124,857 SH SOLE X UNUMPROVIDENT CORP. COM 91529Y106 5,001.87 273,028 SH SOLE X

VALEANT PHARMACEUTICALS INTL. COM 91911X104 89.88 5,098 SH SOLE X VALERO ENERGY CORPORATION COM 91913Y100 29,255.12 369,803 SH SOLE X VALUECLICK INC. COM 92046N102 4.06 329 SH SOLE X VARIAN MEDICAL SYSTEMS INC. COM 92220P105 390.47 10,460 SH SOLE X VECTREN CORP. COM 92240G101 120.44 4,192 SH SOLE X VENTANA MEDICAL SYSTEMS INC. COM 92276H106 100.49 2,498 SH SOLE X VERIZON COMMUNICATIONS INC. COM 92343V104 180,183.23 5,215,144 SH SOLE X VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 309,375.00 5,000,000 PRN SOLE X VERTEX PHARMACEUTICALS COM 92532F100 314.10 18,641 SH SOLE X VERTICALNET INC COM NEW 92532L206 0.02 27 SH SOLE X VIACELL INC COM 92554J105 21.30 2,000 SH SOLE X VISTEON CORP. COM 92839U107 1,265.43 209,855 SH SOLE X VIVENDI UNIVERSAL (SPONS.ADRS) SPON ADR NEW 92851S204 82.46 2,632 SH SOLE X VODAFONE GROUP PLC (SP.ADR'S) SPONSORED ADR 92857W100 248.43 10,215 SH SOLE X WGL HOLDINGS INC. COM 92924F106 90.22 2,682 SH SOLE X WPS RESOURCES CORP. COM 92931B106 117.23 2,084 SH SOLE X WARREN RES INC COM 93564A100 10.49 1,000 SH SOLE X WASTE MANAGEMENT INC.(DEL.) COM 94106L109 25,257.00 891,214 SH SOLE X WEBMETHODS INC COM 94768C108 0.45 80 SH SOLE X WELLCARE HEALTH PLANS INC COM 94946T106 99.64 2,806 SH SOLE X WELLPOINT COM 94973V107 70,691.36 1,015,097 SH SOLE X WESTAR ENERGY INC. COM 95709T100 114.67 4,772 SH SOLE X WRIGHT MEDICAL GROUP INC COM 98235T107 82.80 3,100 SH SOLE X XTO ENERGY INC. COM 98385X106 29,603.11 870,936 SH SOLE X XCEL ENERGY INC. COM 98389B100 17,849.83 914,438 SH SOLE X XERIUM TECHNOLOGIES INC COM 98416J100 1,943.40 164,000 SH SOLE X ZIMMER HOLDINGS INC. COM 98956P102 30,689.12 402,903 SH SOLE X ZIPREALTY INC COM 98974V107 64.20 5,000 SH SOLE X ZORAN CORP COM 98975F101 21.26 1,600 SH SOLE X 23,293,266.90

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