SEC Info - Invesco Asset Management Ltd. - ‘13F-HR’ for 9/30/04

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Invesco Asset Management Ltd. – ‘13F-HR’ for 9/30/04

On: Monday, 11/15/04, at 12:35pm ET · Effective: 11/15/04 · For: 9/30/04 · Accession #: 950144-4-11129 · File #: 28-05683

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

11/15/04  Invesco Asset Management Ltd.     13F-HR      9/30/04    1:81K                                    Bowne of Atlanta Inc./FA

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Invesco Asset Management Ltd                          33    172K 

13F-HR 1st Page of 33 TOC ↑Top Previous Next ↓Bottom Just 1st
 
 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM 13F

 FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: September 30, 2004               

Check here if Amendment [        ]; Amendment Number:                           
This Amendment (check only one.): [        ] is a restatement.                  
                         [        ] adds new holdings entries.

Institutional Investment Manager Filing this Report:                            

Name:    INVESCO Asset Management Limited                                       
Address: 30 Finsbury Square                                                     
London, England EC2A 1AG                                      

13F File Number:                                                                

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:     Michael S. Perman                                                     
Title:    Group Company Secretary                                               
Phone:    (44) 171 626 3434                                                     
Signature, Place and Date of Signing:                                           

/s/ Michael Perman                    London                        11/15/04    
-----------------------          ---------------------          --------------- 
 [Signature]                   [City, State]                    [Date]

Report Type  (Check only one.):                                                 

[ X ] 13F HOLDING REPORT.                                                       

[   ] 13F NOTICE.                                                               

[   ] 13F COMBINATION REPORT.                                                   

List of  Other Managers Reporting for this Manager:                             

Form 13F File Number                Name                                        

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 FORM 13F SUMMARY PAGE

Report Summary:                                                                 

Number of Other Included Managers:                                              

Form 13F Information Table Entry Total:  1038                                   

Form 13F Information Table Value Total:  6,912,345                              

List of Other Included Managers:                                                

No.                        13F File Number                 Name                 

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 13F Filing Report

Filter 01: Legal Unit HLD:INVESCO GLOBAL                                        
As of Date:  09/30/04                                                           

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
AFLAC INC                        COMMON   001055102      1598    40759       SH              SOLE               40759   0         0 
AGCO CORP                        COMMON   001084102     43610  1927926       SH              SOLE             1927926   0         0 
AES CORPORATION                  COMMON   00130H105       597    59753       SH              SOLE               59753   0         0 
AMR CORP/DEL                     COMMON   001765106      5995   817900       SH              SOLE              817900   0         0 
ATI TECHNOLOGIES INC             COMMON   001941103      2068   134936       SH              SOLE              134936   0         0 
AT&T CORP                        COMMON   001957505      6899   481756       SH              SOLE              481756   0         0 
AT&T WIRELESS SVCS INC           COMMON   00209A106      9926   671591       SH              SOLE              671591   0         0 
AVX CORP                         COMMON   002444107       359    30300       SH              SOLE               30300   0         0 
ABBOTT LABORATORIES              COMMON   002824100     19141   451863       SH              SOLE              451863   0         0 
ABLE LABORATORIES INC            COMMON   00371N407      4292   224000       SH              SOLE              224000   0         0 
ABITIBI-CONSOLIDATED INC         COMMON   003924107       144    22933       SH              SOLE               22933   0         0 
ACCREDO HEALTH INC               COMMON   00437V104       486    20600       SH              SOLE               20600   0         0 
ACXIOM CORP                      COMMON   005125109       197     8300       SH              SOLE                8300   0         0 
ADOBE SYSTEMS INC                COMMON   00724F101      2309    46668       SH              SOLE               46668   0         0 
ADTRAN INC                       COMMON   00738A106      1625    71670       SH              SOLE               71670   0         0 
ADVANCED SEMICONDUCTOR ADR       COMMON   00756M404      2967   882950       SH              SOLE              882950   0         0 
ADVANCED MEDICAL OPTICS          COMMON   00763M108      4958   125300       SH              SOLE              125300   0         0 
AEROFLEX INC                     COMMON   007768104      1351   127820       SH              SOLE              127820   0         0 
AEROPOSTALE INC                  COMMON   007865108       664    25350       SH              SOLE               25350   0         0 
ADVANCED MICRO DEVICES           COMMON   007903107        90     6949       SH              SOLE                6949   0         0 
AETNA US HEALTHCARE INC -NEW     COMMON   00817Y108     12692   127005       SH              SOLE              127005   0         0 
AFFILIATED COMPUTER SVCS CL A    COMMON   008190100      2115    38000       SH              SOLE               38000   0         0 
AFFILIATED MANAGERS GROUP        COMMON   008252108      1526    28500       SH              SOLE               28500   0         0 
AFFYMETRIX INC                   COMMON   00826T108       461    15000       SH              SOLE               15000   0         0 
AGERE SYSTEMS INC CL A           COMMON   00845V100       931   886200       SH              SOLE              886200   0         0 
AGILENT TECHNOLOGIES INC         COMMON   00846U101      4319   200222       SH              SOLE              200222   0         0 
AGILE SOFTWARE CORP DE           COMMON   00846X105       760    95800       SH              SOLE               95800   0         0 
AGNICO-EAGLE MINES LTD           COMMON   008474108      1371    96000       SH              SOLE               96000   0         0 
AIR PRODUCTS & CHEMICALS INC     COMMON   009158106      2540    46703       SH              SOLE               46703   0         0 
AIRGAS INC                       COMMON   009363102      1218    50600       SH              SOLE               50600   0         0 
AKAMAI TECHNOLOGIES              COMMON   00971T101       620    44100       SH              SOLE               44100   0         0 
ALAMOSA HOLDINGS INC             COMMON   011589108       620    81100       SH              SOLE               81100   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------- -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
ALBERTO CULVER CO CL B           COMMON    013068101      809    18616       SH              SOLE               18616   0         0 
ALBERTSON'S INC                  COMMON    013104104     2775   115982       SH              SOLE              115982   0         0 
ALCAN INC                        COMMON    013716105     1461    30556       SH              SOLE               30556   0         0 
ALCOA INC                        COMMON    013817101     3584   106708       SH              SOLE              106708   0         0 
ALIGN TECHNOLOGY INC             COMMON    016255101      356    23300       SH              SOLE               23300   0         0 
ALLEGHENY TECHNOLOGIES INC       COMMON    01741R102     1090    59700       SH              SOLE               59700   0         0 
ALLERGAN INC                     COMMON    018490102     5765    79460       SH              SOLE               79460   0         0 
ALLIED CAPITAL CORP              COMMON    01903Q108     2168    88900       SH              SOLE               88900   0         0 
ALLIED WASTE INDUSTRIES INC      COMMON    019589308     6703   757400       SH              SOLE              757400   0         0 
ALLSTATE CORP                    COMMON    020002101    45131   940430       SH              SOLE              940430   0         0 
ALLTEL CORP                      COMMON    020039103     9303   169424       SH              SOLE              169424   0         0 
ALNYLAM PHARMACEUTICALS INC      COMMON   002043Q107      317    55000       SH              SOLE               55000   0         0 
ALTERA CORPORATION               COMMON    021441100    13279   678537       SH              SOLE              678537   0         0 
ALTRIA GROUP INC                 COMMON    02209S103   276866  5885760       SH              SOLE             5885760   0         0 
AMAZON COM INC                   COMMON    023135106      459    11222       SH              SOLE               11222   0         0 
AMBAC FINANCIAL GROUP INC        COMMON    023139108      286     3582       SH              SOLE                3582   0         0 
AMEREN CORPORATION               COMMON    023608102      351     7605       SH              SOLE                7605   0         0 
AMERICA MOVIL- SERIES L ADR      COMMON    02364W105     9311   238550       SH              SOLE              238550   0         0 
AMERICAN ELECTRIC POWER          COMMON    025537101      422    13191       SH              SOLE               13191   0         0 
AMERICAN EAGLE OUTFITTERS        COMMON    02553E106     1760    47751       SH              SOLE               47751   0         0 
AMERICAN EXPRESS COMPANY         COMMON    025816109    13068   253940       SH              SOLE              253940   0         0 
AMERICAN INTERNATIONAL GROUP     COMMON    026874107    33445   491904       SH              SOLE              491904   0         0 
AMERICAN STANDARD COMPANIES      COMMON    029712106      409    10505       SH              SOLE               10505   0         0 
AMERICAN TOWER CORP CL A         COMMON    029912201     2778   180960       SH              SOLE              180960   0         0 
AMERISOURCEBERGEN CORP           COMMON    03073E105      298     5552       SH              SOLE                5552   0         0 
AMGEN INC                        COMMON    031162100    23312   410351       SH              SOLE              410351   0         0 
AMPHENOL CORP CL A               COMMON    032095101      880    25700       SH              SOLE               25700   0         0 
AMSOUTH BANCORPORATION           COMMON    032165102     1655    67823       SH              SOLE               67823   0         0 
ANADARKO PETROLEUM CORP          COMMON    032511107     1759    26513       SH              SOLE               26513   0         0 
ANALOG DEVICES                   COMMON    032654105    10529   271494       SH              SOLE              271494   0         0 
ANDRX GROUP                      COMMON    034553107      452    20200       SH              SOLE               20200   0         0 
ANGIOTECH PHARMACEUTICALS INC    COMMON    034918102     1020    50300       SH              SOLE               50300   0         0 
ANGLOGOLD ASHANTI LTD ADR        COMMON    035128206      513    13200       SH              SOLE               13200   0         0 
ANHEUSER-BUSCH COS INC           COMMON    035229103     8332   166807       SH              SOLE              166807   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
ANNTAYLOR STORES CORP            COMMON   036115103      1031    44064       SH              SOLE               44064   0         0 
ANTHEM INC                       COMMON   03674B104     18115   207621       SH              SOLE              207621   0         0 
AON CORP                         COMMON   037389103       298    10364       SH              SOLE               10364   0         0 
APACHE CORP                      COMMON   037411105      7054   140775       SH              SOLE              140775   0         0 
APOLLO GROUP INC CL A            COMMON   037604105      7189    97976       SH              SOLE               97976   0         0 
APOLLO GOLD CORP                 COMMON   037604105       240   300000       SH              SOLE              300000   0         0 
APOLLO INVESTMENT CORP CF        COMMON   03761U106     10774   761400       SH              SOLE              761400   0         0 
APPLE COMPUTER INC               COMMON   037833100      5832   150497       SH              SOLE              150497   0         0 
APPLEBEE'S INTL INC              COMMON   037899101       149     5900       SH              SOLE                5900   0         0 
APPLERA CORP-APPLIED BIOSYSTEM   COMMON   038020103      1910   101226       SH              SOLE              101226   0         0 
APPLIED MATERIALS INC            COMMON   038222105     16804  1019039       SH              SOLE             1019039   0         0 
ARCH COAL INC                    COMMON   039380100      1068    30100       SH              SOLE               30100   0         0 
ARCHER-DANIELS-MIDLAND CO        COMMON   039483102      9777   575797       SH              SOLE              575797   0         0 
ARCHSTONE-SMITH TRUST            COMMON   039583109      2167    68500       SH              SOLE               68500   0         0 
ARRIS GROUP INC                  COMMON   04269Q100       845   161900       SH              SOLE              161900   0         0 
ARTHROCARE CORP                  COMMON   043136100      1076    36730       SH              SOLE               36730   0         0 
ASSURANT INC                     COMMON   04621X108     14049   540355       SH              SOLE              540355   0         0 
ASTORIA FINANCIAL CORP           COMMON   046265104      2180    61414       SH              SOLE               61414   0         0 
ASTRAZENECA PLC ADR              COMMON   046353108      4800   116700       SH              SOLE              116700   0         0 
ATMEL CORP                       COMMON   049513104      1676   463077       SH              SOLE              463077   0         0 
AUTODESK INC                     COMMON   052769106       146     3000       SH              SOLE                3000   0         0 
AUTOLIV INC                      COMMON   052800109      1034    25600       SH              SOLE               25600   0         0 
AUTOMATIC DATA PROCESSING        COMMON   053015103      7017   169815       SH              SOLE              169815   0         0 
AUTOZONE INC                     COMMON   053332102     11737   151940       SH              SOLE              151940   0         0 
AUXILIUM PHARMACEUTICALS INC     COMMON   05334D107       200    23500       SH              SOLE               23500   0         0 
AVAYA INC                        COMMON   053499109      5838   418830       SH              SOLE              418830   0         0 
AVENTIS ADR                      COMMON   053561106      1714    20300       SH              SOLE               20300   0         0 
AVERY DENNISON CORP              COMMON   053611109       249     3790       SH              SOLE                3790   0         0 
AVIALL INC                       COMMON   05366B102       894    43800       SH              SOLE               43800   0         0 
AVID TECHNOLOGY INC              COMMON   05367P100      1026    21900       SH              SOLE               21900   0         0 
AVNET INC                        COMMON   053807103      1201    70132       SH              SOLE               70132   0         0 
AVON PRODUCTS INC                COMMON   054303102      2191    50157       SH              SOLE               50157   0         0 
BB&T CORPORATION                 COMMON   054937107       556    14020       SH              SOLE               14020   0         0 
BCE INC                          COMMON   05534B109      1419    65597       SH              SOLE               65597   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
BJ SERVICES CO                   COMMON   055482103      5676   108298       SH              SOLE              108298   0         0 
BP PLC ADR                       COMMON   055622104      2359    41000       SH              SOLE               41000   0         0 
BMC SOFTWARE INC                 COMMON   055921100      2112   133584       SH              SOLE              133584   0         0 
BAKER HUGHES INC                 COMMON   057224107      7445   170299       SH              SOLE              170299   0         0 
BALL CORP                        COMMON   058498106       112     2982       SH              SOLE                2982   0         0 
BANCO BRADESCO SA ADR REP1 PRF   COMMON   059460303       527    10000       SH              SOLE               10000   0         0 
BANCO ITAU HOLDING FIN-ADR       COMMON   059602201      1823    32850       SH              SOLE               32850   0         0 
BANCO SANTANDER CHILE ADR        COMMON   05965X109       251     9000       SH              SOLE                9000   0         0 
BANK OF AMERICA CORP             COMMON   060505104     55559  1282228       SH              SOLE             1282228   0         0 
BANK OF HAWAII CORP              COMMON   062540109       874    18500       SH              SOLE               18500   0         0 
BANK OF MONTREAL                 COMMON   063671101      5090   116514       SH              SOLE              116514   0         0 
BANK OF NEW YORK CO INC          COMMON   064057102      2784    95457       SH              SOLE               95457   0         0 
BANK OF NOVA SCOTIA              COMMON   064149107      3543   121251       SH              SOLE              121251   0         0 
BANKNORTH GROUP INC              COMMON   06646R107       716    20451       SH              SOLE               20451   0         0 
BARD (C.R.) INC                  COMMON   067383109      1926    34011       SH              SOLE               34011   0         0 
BARNES & NOBLE INC               COMMON   067774109       490    13232       SH              SOLE               13232   0         0 
BARRICK GOLD CORP                COMMON   067901108      2335   111016       SH              SOLE              111016   0         0 
BAUSCH & LOMB INC                COMMON   071707103      4935    74270       SH              SOLE               74270   0         0 
BAXTER INTERNATIONAL INC         COMMON   071813109     30496   948265       SH              SOLE              948265   0         0 
BEA SYSTEMS INC                  COMMON   073325102      7391  1069663       SH              SOLE             1069663   0         0 
BEAR STEARNS COMPANIES INC       COMMON   073902108     24970   259641       SH              SOLE              259641   0         0 
BECTON DICKINSON & CO            COMMON   075887109     23460   453770       SH              SOLE              453770   0         0 
BED BATH & BEYOND INC            COMMON   075896100      2976    80196       SH              SOLE               80196   0         0 
BELLSOUTH CORP                   COMMON   079860102     46816  1726238       SH              SOLE             1726238   0         0 
BELO CORPORATION                 COMMON   080555105      1393    61810       SH              SOLE               61810   0         0 
BEMIS COMPANY                    COMMON   081437105       182     6864       SH              SOLE                6864   0         0 
BERKSHIRE HATHAWAY INC CLASS B   COMMON   084670207      4594     1600       SH              SOLE                1600   0         0 
BEST BUY COMPANY INC             COMMON   086516101      2062    38024       SH              SOLE               38024   0         0 
BIOMET INC                       COMMON   090613100      2119    45201       SH              SOLE               45201   0         0 
BIOGEN IDEC INC                  COMMON   09062X103     11398   186325       SH              SOLE              186325   0         0 
BLACK & DECKER CORP              COMMON   091797100      9124   117818       SH              SOLE              117818   0         0 
BLOCK H & R INC                  COMMON   093671105       655    13254       SH              SOLE               13254   0         0 
BLOCKBUSTER INC CL A             COMMON   093679108      3340   440000       SH              SOLE              440000   0         0 
BOEING CO                        COMMON   097023105     41987   813380       SH              SOLE              813380   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
BONE CARE INTERNATIONAL INC      COMMON   098072101       666    27400       SH              SOLE               27400   0         0 
BOOKHAM INC                      COMMON   09856E105     15105  2323775       SH              SOLE             2323775   0         0 
BORDERS GROUP INC                COMMON   099709107       843    34000       SH              SOLE               34000   0         0 
BOSTON SCIENTIFIC CORP           COMMON   101137107     15349   386327       SH              SOLE              386327   0         0 
BOYD GAMING CORP                 COMMON   103304101      1689    60000       SH              SOLE               60000   0         0 
BRASCAN CORPORATION              COMMON   10549P606       996    32996       SH              SOLE               32996   0         0 
BRASIL TELECOM PART SA ADR       COMMON   105530109       126     3900       SH              SOLE                3900   0         0 
BRINKER INTERNATIONAL INC        COMMON   109641100       107     3430       SH              SOLE                3430   0         0 
THE BRINK'S CO                   COMMON   109696104       790    26200       SH              SOLE               26200   0         0 
BRISTOL-MYERS SQUIBB CO          COMMON   110122108     14937   631042       SH              SOLE              631042   0         0 
BROADCOM CORP CL A               COMMON   111320107      2393    87686       SH              SOLE               87686   0         0 
BROOKFIELD PROPERTIES CORP       COMMON   112900105        17      542       SH              SOLE                 542   0         0 
BROWN & BROWN INC                COMMON   115236101       916    20040       SH              SOLE               20040   0         0 
BRUNSWICK CORP                   COMMON   117043109       220     4800       SH              SOLE                4800   0         0 
BUCYRUS INTERNATIONAL INC-A      COMMON   118759109       413    12300       SH              SOLE               12300   0         0 
BURLINGTON NORTHERN SANTA FE     COMMON   12189T104     12887   336382       SH              SOLE              336382   0         0 
BURLINGTON RESOURCES INC         COMMON   122014103     12464   305478       SH              SOLE              305478   0         0 
CBRL GROUP INC                   COMMON   12489V106      1873    51900       SH              SOLE               51900   0         0 
CB RICHARD ELLIS GROUP, INC.     COMMON   12497T101      1021    44200       SH              SOLE               44200   0         0 
CDW CORP                         COMMON   12512N105      1962    33809       SH              SOLE               33809   0         0 
CEC ENTERTAINMENT INC            COMMON   125137109       566    15400       SH              SOLE               15400   0         0 
CIGNA CORP                       COMMON   125509109      4116    59114       SH              SOLE               59114   0         0 
CIT GROUP INC                    COMMON   125581108      8124   217269       SH              SOLE              217269   0         0 
CNA FINANCIAL CORP               COMMON   126117100       115     4800       SH              SOLE                4800   0         0 
CNET NETWORKS INC                COMMON   12613R104       674    73700       SH              SOLE               73700   0         0 
CSX CORP                         COMMON   126408103       271     8157       SH              SOLE                8157   0         0 
CVS CORP                         COMMON   126650100       787    18688       SH              SOLE               18688   0         0 
CABLEVISION SYSTEMS CL A         COMMON   12686C109      5096   251299       SH              SOLE              251299   0         0 
CADENCE DESIGN SYS INC           COMMON   127387108     33154  2542473       SH              SOLE             2542473   0         0 
CAESARS ENTERTAINMENT INC        COMMON   127687101       441    26400       SH              SOLE               26400   0         0 
CALPINE CORPORATION              COMMON   131347106       111    38250       SH              SOLE               38250   0         0 
CAMBIOR INC                      COMMON   13201L103      1694   550000       SH              SOLE              550000   0         0 
CAMPBELL SOUP CO                 COMMON   134429109       217     8258       SH              SOLE                8258   0         0 
CAN IMPERIAL BK OF COMMERCE      COMMON   136069101      1965    36776       SH              SOLE               36776   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
CANADIAN NATL RAILWAY CO         COMMON   136375102      1013    20812       SH              SOLE               20812   0         0 
CANADIAN NATURAL RESOURCES       COMMON   136385101      4067   101990       SH              SOLE              101990   0         0 
CP RAILWAY LIMITED               COMMON   13645T100       189     7301       SH              SOLE                7301   0         0 
CANON INC- SP ADR                COMMON   138006309       166     3525       SH              SOLE                3525   0         0 
CAPITAL ONE FINANCIAL CORP       COMMON   14040H105     11537   156120       SH              SOLE              156120   0         0 
CARDINAL HEALTH INC              COMMON   14149Y108     31538   720532       SH              SOLE              720532   0         0 
CAREER EDUCATION CORP            COMMON   141665109        71     2496       SH              SOLE                2496   0         0 
CAREMARK RX INC                  COMMON   141705103      5398   168330       SH              SOLE              168330   0         0 
CARNIVAL CORP                    COMMON   143658300      2923    61818       SH              SOLE               61818   0         0 
CARTERS INC                      COMMON   146229109       263     9500       SH              SOLE                9500   0         0 
CATERPILLAR INC                  COMMON   149123101      2929    36405       SH              SOLE               36405   0         0 
CEDAR FAIR LP                    COMMON   150185106       273     8900       SH              SOLE                8900   0         0 
CELESTICA INC                    COMMON   15101Q108       944    74339       SH              SOLE               74339   0         0 
CELGENE CORP                     COMMON   151020104       769    13200       SH              SOLE               13200   0         0 
CEMEX SA ADR                     COMMON   151290889      5377   191095       SH              SOLE              191095   0         0 
CENDANT CORP                     COMMON   151313103      6546   303036       SH              SOLE              303036   0         0 
CENTERPOINT ENERGY INC           COMMON   15189T107       786    75834       SH              SOLE               75834   0         0 
CENTEX CORP                      COMMON   152312104     18366   363979       SH              SOLE              363979   0         0 
CENTURYTEL INC                   COMMON   156700106      1640    47900       SH              SOLE               47900   0         0 
CEPHALON INC                     COMMON   156708109       278     5800       SH              SOLE                5800   0         0 
CHARTERMAC                       COMMON   160908109      1898    86300       SH              SOLE               86300   0         0 
CHARTER COMMUNICATIONS INC CL    COMMON   16117M107       347   130300       SH              SOLE              130300   0         0 
CHECKFREE CORP                   COMMON   162813109       564    20400       SH              SOLE               20400   0         0 
CHEVRONTEXACO CORP               COMMON   166764100     23083   430336       SH              SOLE              430336   0         0 
CHICAGO BRIDGE & IRON-NY SHR     COMMON   167250109       768    25600       SH              SOLE               25600   0         0 
CHICO'S FAS INC                  COMMON   168615102       769    22493       SH              SOLE               22493   0         0 
CHINA LIFE INSURANCE CO- ADR     COMMON   16939P106      2456    96250       SH              SOLE               96250   0         0 
CHINA MOBILE HK LTD SP ADR       COMMON   16941M109       765    50000       SH              SOLE               50000   0         0 
CHIRON CORP                      COMMON   170040109      4671   105670       SH              SOLE              105670   0         0 
CHOICEPOINT INC                  COMMON   170388102       183     4301       SH              SOLE                4301   0         0 
CHUBB CORP                       COMMON   171232101       419     5960       SH              SOLE                5960   0         0 
CHURCH & DWIGHT CO INC           COMMON   171340102      1060    37784       SH              SOLE               37784   0         0 
CIENA CORP                       COMMON   171779101         8     3885       SH              SOLE                3885   0         0 
CINCINNATI FINANCIAL CORP        COMMON   172062101       639    15503       SH              SOLE                15503   0         0

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
CINERGY CORP                     COMMON   172474108       243     6146       SH              SOLE                6146   0         0 
CIRCUIT CITY STORES-CIRCUIT      COMMON   172737108      3847   250799       SH              SOLE              250799   0         0 
CISCO SYSTEMS INC                COMMON   17275R102     88710  4901105       SH              SOLE             4901105   0         0 
CITADEL BROADCASTING CORP        COMMON   17285T106       137    10700       SH              SOLE               10700   0         0 
CINTAS CORP                      COMMON   172908105       213     5064       SH              SOLE                5064   0         0 
CITIGROUP INC                    COMMON   172967101    131324  2976527       SH              SOLE             2976527   0         0 
CITIZENS COMMUNICATIONS CO       COMMON   17453B101      1344   100380       SH              SOLE              100380   0         0 
CITRIX SYSTEMS INC               COMMON   177376100       646    36859       SH              SOLE               36859   0         0 
CLAIRE'S STORES INC              COMMON   179584107      1007    40200       SH              SOLE               40200   0         0 
CLEAR CHANNEL COMMUNICATIONS     COMMON   184502102     50896  1632868       SH              SOLE             1632868   0         0 
CLOROX COMPANY                   COMMON   189054109      1990    37334       SH              SOLE               37334   0         0 
COACH INC                        COMMON   189754104       412     9718       SH              SOLE                9718   0         0 
COCA-COLA COMPANY                COMMON   191216100     20797   519271       SH              SOLE              519271   0         0 
COCA-COLA ENTERPRISES            COMMON   191219104       281    14866       SH              SOLE               14866   0         0 
COGNEX CORP                      COMMON   192422103       215     8200       SH              SOLE                8200   0         0 
COGNIZANT TECH SOLUTIONS CRP     COMMON   192446102      4814   157800       SH              SOLE              157800   0         0 
COLGATE-PALMOLIVE CO             COMMON   194162103      1973    43670       SH              SOLE               43670   0         0 
COLUMBIA SPORTSWEAR CO           COMMON   198516106       768    14100       SH              SOLE               14100   0         0 
COMCAST CORP CL A                COMMON   20030N101      8310   294253       SH              SOLE              294253   0         0 
COMCAST CORP  SPECIAL CL A       COMMON   20030N200       798    28594       SH              SOLE               28594   0         0 
COMERICA INC                     COMMON   200340107       352     5933       SH              SOLE                5933   0         0 
COMMERCE BANCORP INC/NJ          COMMON   200519106       144     2603       SH              SOLE                2603   0         0 
COMMUNITY HEALTH SYSTEMS         COMMON   203668108      4130   154800       SH              SOLE              154800   0         0 
COMPANHIA ENERGETICA DE MINAS    COMMON   204409601      3156   148500       SH              SOLE              148500   0         0 
COMPANHIA BRASILEIRA DE DISTRB   COMMON   20440T201       370    18500       SH              SOLE               18500   0         0 
CIA VALE DO RIO DOCE-ADR         COMMON   204412209      2474   110100       SH              SOLE              110100   0         0 
COMPANHIA DE BEBIDAS ADR         COMMON   20441W203      2721   121480       SH              SOLE              121480   0         0 
COMPANIA DE MINAS BUENAVENTURA   COMMON   204448104      2328    98000       SH              SOLE               98000   0         0 
COMPANIA DE TELECOMUNICS CHILE   COMMON   204449300       968    87300       SH              SOLE               87300   0         0 
COMPASS BANCSHARES INC           COMMON   20449H109       208     4741       SH              SOLE                4741   0         0 
COMPUTER ASSOCIATES INTL INC     COMMON   204912109      3249   123521       SH              SOLE              123521   0         0 
COMPUTER SCIENCES CORP           COMMON   205363104     28676   608842       SH              SOLE              608842   0         0 
COMPUWARE CORP                   COMMON   205638109       931   180721       SH              SOLE              180721   0         0 
COMVERSE TECHNOLOGY INC          COMMON   205862402      8457   449149       SH              SOLE              449149   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
CONAGRA FOODS INC                COMMON   205887102       451    17534       SH              SOLE               17534   0         0 
CONNECTICS CORP                  COMMON   208192104     12151   449700       SH              SOLE              449700   0         0 
CONOCOPHILLIPS                   COMMON   20825C104      2754    33235       SH              SOLE               33235   0         0 
CONSOL ENERGY INC                COMMON   20854P109      1256    36000       SH              SOLE               36000   0         0 
CONSOLIDATED EDISON INC          COMMON   209115104       325     7738       SH              SOLE                7738   0         0 
CONSTELLATION ENERGY GROUP       COMMON   210371100     15215   381900       SH              SOLE              381900   0         0 
CONVERGYS CORP                   COMMON   212485106       215    16000       SH              SOLE               16000   0         0 
COOPER CAMERON CORP              COMMON   216640102      1236    22532       SH              SOLE               22532   0         0 
COOPER COMPANIES INC             COMMON   216648402       802    11700       SH              SOLE               11700   0         0 
COORS (ADOLPH)  CL B             COMMON   217016104       126     1857       SH              SOLE                1857   0         0 
CORN PRODUCTS INTL INC           COMMON   219023108       539    11700       SH              SOLE               11700   0         0 
CORNING INC                      COMMON   219350105      4753   428940       SH              SOLE              428940   0         0 
CORPORATE EXECUTIVE BOARD CO     COMMON   21988R102      1988    32460       SH              SOLE               32460   0         0 
COSTCO WHOLESALE CORP            COMMON   22160K105      8454   203655       SH              SOLE              203655   0         0 
COUNTRYWIDE FINANCIAL CORP       COMMON   222372104     22912   581668       SH              SOLE              581668   0         0 
COVANCE INC                      COMMON   222816100      1099    27500       SH              SOLE               27500   0         0 
COVENTRY HEALTH CARE INC         COMMON   222862104     18729   350927       SH              SOLE              350927   0         0 
COX COMMUNICATIONS INC CL A      COMMON   224044107       961    29013       SH              SOLE               29013   0         0 
COX RADIO INC CL A               COMMON   224051102        13      900       SH              SOLE                 900   0         0 
CREE INC                         COMMON   225447101       990    32473       SH              SOLE               32473   0         0 
CROSS TIMBERS ROYALTY TRUST      COMMON   22757R109         5      140       SH              SOLE                 140   0         0 
CROWN CASTLE INTL CORP           COMMON   228227104      1073    72110       SH              SOLE               72110   0         0 
CUMMINS ENGINE                   COMMON   231021106      1020    13800       SH              SOLE               13800   0         0 
CURTISS-WRIGHT CORP              COMMON   231561101       928    16223       SH              SOLE               16223   0         0 
CYPRESS SEMICONDUCTOR CORP       COMMON   232806109      6550   740900       SH              SOLE              740900   0         0 
CYTYC CORPORATION                COMMON   232946103       620    25667       SH              SOLE               25667   0         0 
DPL INC                          COMMON   233293109       313    15200       SH              SOLE               15200   0         0 
D.R. HORTON INC                  COMMON   23331A109      1478    44649       SH              SOLE               44649   0         0 
DST SYSTEMS INC                  COMMON   233326107      1952    43900       SH              SOLE               43900   0         0 
DTE ENERGY COMPANY               COMMON   233331107       257     6083       SH              SOLE                6083   0         0 
DADE BEHRING HOLDINGS INC        COMMON   23342J206       791    14200       SH              SOLE               14200   0         0 
DANAHER CORP                     COMMON   235851102      5149   100410       SH              SOLE              100410   0         0 
DARDEN RESTAURANTS INC           COMMON   237194105      1007    43163       SH              SOLE               43163   0         0 
DAVITA INC                       COMMON   23918K108      1438    46150       SH              SOLE               46150   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
DEAN FOODS CO                    COMMON   242370104       146     4879       SH              SOLE                4879   0         0 
DEERE & CO                       COMMON   244199105     22313   345663       SH              SOLE              345663   0         0 
DELL INC                         COMMON   24702R101     34045   956330       SH              SOLE              956330   0         0 
DELPHI CORP                      COMMON   247126105       176    18931       SH              SOLE               18931   0         0 
DENBURY RESOURCES INC            COMMON   247916208       608    23950       SH              SOLE               23950   0         0 
DENDRITE INTERNATIONAL INC       COMMON   248239105      1684   104479       SH              SOLE              104479   0         0 
DENTSPLY INTERNATIONAL INC       COMMON   249030107       109     2100       SH              SOLE                2100   0         0 
DEVON ENERGY CORPORATION         COMMON   25179M103      8509   119829       SH              SOLE              119829   0         0 
DEX MEDIA INC                    COMMON   2.52E+104     18498   873800       SH              SOLE              873800   0         0 
DICKS SPORTING GOODS INC         COMMON   253393102       313     8800       SH              SOLE                8800   0         0 
DILLARDS INC CL A                COMMON   254067101       418    21200       SH              SOLE               21200   0         0 
DIONEX CORP                      COMMON   254546104       848    15500       SH              SOLE               15500   0         0 
DIRECTV GROUP INC/THE            COMMON   25459L106      1016    57776       SH              SOLE               57776   0         0 
THE WALT DISNEY CO               COMMON   254687106     40001  1773882       SH              SOLE             1773882   0         0 
DOLLAR GENERAL                   COMMON   256669102       235    11644       SH              SOLE               11644   0         0 
DOLLAR TREE STORES INC           COMMON   256747106       216     8000       SH              SOLE                8000   0         0 
DOMINION RESOURCES INC/VA        COMMON   25746U109       678    10384       SH              SOLE               10384   0         0 
DONALDSON CO INC                 COMMON   257651109       965    34000       SH              SOLE               34000   0         0 
DONNELLEY (R.R.) & SONS CO       COMMON   257867101        28      885       SH              SOLE                 885   0         0 
DORAL FINANCIAL CORP             COMMON   25811P100       191     4600       SH              SOLE                4600   0         0 
DOVER CORP                       COMMON   260003108      2969    76387       SH              SOLE               76387   0         0 
DOW CHEMICAL                     COMMON   260543103      6377   141138       SH              SOLE              141138   0         0 
DOW JONES & CO INC               COMMON   260561105       552    13600       SH              SOLE               13600   0         0 
DU PONT (E.I.) DE NEMOURS        COMMON   263534109      3819    89235       SH              SOLE               89235   0         0 
DUKE ENERGY CORP                 COMMON   264399106       679    29660       SH              SOLE               29660   0         0 
DUN & BRADSTREET CORP-NEW        COMMON   2.65E+104       481     8200       SH              SOLE                8200   0         0 
EMC CORP/MASS                    COMMON   268648102     16184  1402469       SH              SOLE             1402469   0         0 
ENI SPA ADR                      COMMON   26874R108       929     8270       SH              SOLE                8270   0         0 
EOG RESOURCES INC                COMMON   26875P101      1973    29964       SH              SOLE               29964   0         0 
E*TRADE FINANCIAL CORPORATION    COMMON   269246104       483    42300       SH              SOLE               42300   0         0 
EARTHLINK INC                    COMMON   270321102       645    62600       SH              SOLE               62600   0         0 
EASTMAN CHEMICAL COMPANY         COMMON   277432100       214     4500       SH              SOLE                4500   0         0 
EASTMAN KODAK CO                 COMMON   277461109      5660   175655       SH              SOLE              175655   0         0 
EATON CORP                       COMMON   278058102      5905    93122       SH              SOLE               93122   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
EATON VANCE CORP                 COMMON   278265103       848    21000       SH              SOLE               21000   0         0 
EBAY INC                         COMMON   278642103     20060   218183       SH              SOLE              218183   0         0 
ECHOSTAR COMMUNICATIONS CL A     COMMON   278762109      2335    75032       SH              SOLE               75032   0         0 
ECOLAB INC                       COMMON   278865100      1171    37244       SH              SOLE               37244   0         0 
EDISON INTERNATIONAL             COMMON   281020107     20960   790650       SH              SOLE              790650   0         0 
EL PASO CORPORATION              COMMON   28336L109       321    34956       SH              SOLE               34956   0         0 
ELAN CORP PLC ADR                COMMON   284131208      5455   233100       SH              SOLE              233100   0         0 
ELDORADO GOLD CORP               COMMON   284902103      1687   522000       SH              SOLE              522000   0         0 
ELECTRONIC ARTS INC              COMMON   285512109      4419    96094       SH              SOLE               96094   0         0 
ELECTRONIC DATA SYSTEMS CORP     COMMON   285661104       334    17212       SH              SOLE               17212   0         0 
ELECTRONICS FOR IMAGING          COMMON   286082102       143     8800       SH              SOLE                8800   0         0 
EMBOTELLADORA ANDINA ADR B       COMMON   29081P303       388    32300       SH              SOLE               32300   0         0 
EMERSON ELECTRIC CO              COMMON   291011104      7327   118382       SH              SOLE              118382   0         0 
EMMIS COMMUNICATIONS CL A        COMMON   291525103       354    19600       SH              SOLE               19600   0         0 
ENCANA CORPORATION               COMMON   292505104      3131    67767       SH              SOLE               67767   0         0 
ENBRIDGE INC                     COMMON   29250N105       542    13010       SH              SOLE               13010   0         0 
ENDESA ADR                       COMMON   29258N107       614    32150       SH              SOLE               32150   0         0 
ENERGEN CORP                     COMMON   29265N108      1407    27300       SH              SOLE               27300   0         0 
ENERGIZER HOLDINGS INC           COMMON   29266R108      9676   209899       SH              SOLE              209899   0         0 
ENGELHARD CORP                   COMMON   292845104      3685   129968       SH              SOLE              129968   0         0 
ENTERASYS NETWORKS INC           COMMON   293637104      2929  1830500       SH              SOLE             1830500   0         0 
ENTERCOM COMMUNICATIONS CORP     COMMON   293639100       180     5500       SH              SOLE                5500   0         0 
ENTERGY CORP                     COMMON   29364G103       676    11161       SH              SOLE               11161   0         0 
EON LABS INC                     COMMON   2.94E+104       100     4600       SH              SOLE                4600   0         0 
EQUIFAX INC                      COMMON   294429105      2501    94891       SH              SOLE               94891   0         0 
EQUITABLE RESOURCES INC          COMMON   294549100      2167    39900       SH              SOLE               39900   0         0 
EQUITY RESIDENTIAL               COMMON   29476L107      3103   100100       SH              SOLE              100100   0         0 
ERESEARCH TECHNOLOGY INC         COMMON   29481V108       735    55150       SH              SOLE               55150   0         0 
ERICSSON (LM) TEL ADR            COMMON   294821608      6984   223550       SH              SOLE              223550   0         0 
EXELON CORPORATION               COMMON   30161N101     16066   437887       SH              SOLE              437887   0         0 
EXPEDITORS INTL WASH INC         COMMON   302130109       238     4597       SH              SOLE                4597   0         0 
EXPRESS SCRIPTS INC -COMMON      COMMON   302182100       147     2244       SH              SOLE                2244   0         0 
EXTREME NETWORKS INC             COMMON   30226D106       937   210500       SH              SOLE              210500   0         0 
EXXON MOBIL CORPORATION          COMMON   30231G102    128078  2650063       SH              SOLE             2650063   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
FLIR SYSTEMS INC                 COMMON   302445101      1147    19600       SH              SOLE               19600   0         0 
FMC TECHNOLOGIES COM             COMMON   30249U101      1169    35000       SH              SOLE               35000   0         0 
FPL GROUP INC                    COMMON   302571104     11802   172743       SH              SOLE              172743   0         0 
FACTSET RESEARCH SYSTEMS INC     COMMON   303075105      1475    30600       SH              SOLE               30600   0         0 
FAIRCHILD SEMICON INTL CL A      COMMON   303726103        37     2640       SH              SOLE                2640   0         0 
FAIRFAX FINANCIAL HLDGS LTD      COMMON   303901102        42      339       SH              SOLE                 339   0         0 
FAMILY DOLLAR STORES             COMMON   307000109     19182   707809       SH              SOLE              707809   0         0 
FREDDIE MAC                      COMMON   313400301     12779   195876       SH              SOLE              195876   0         0 
FANNIE MAE                       COMMON   313586109     66879  1054872       SH              SOLE             1054872   0         0 
FEDERATED DEPARTMENT STORES      COMMON   31410H101     22134   487202       SH              SOLE              487202   0         0 
FEDEX CORPORATION                COMMON   31428X106      8418    98243       SH              SOLE               98243   0         0 
F5 NETWORKS INC                  COMMON   315616102       524    17200       SH              SOLE               17200   0         0 
FIDELITY NATIONAL FINL INC       COMMON   316326107      5831   153057       SH              SOLE              153057   0         0 
FIFTH THIRD BANCORP              COMMON   316773100       747    15179       SH              SOLE               15179   0         0 
FIRST DATA CORP                  COMMON   319963104      5314   122166       SH              SOLE              122166   0         0 
FIRST HORIZON NATIONAL CORP      COMMON   320517105      4370   100785       SH              SOLE              100785   0         0 
FISERV INC                       COMMON   337738108      1316    37738       SH              SOLE               37738   0         0 
FIRSTENERGY CORP                 COMMON   337932107       403     9798       SH              SOLE                9798   0         0 
FISHER SCIENTIFIC INTL           COMMON   338032204       356     6100       SH              SOLE                6100   0         0 
FLUOR CORP                       COMMON   343412102       129     2906       SH              SOLE                2906   0         0 
FOMENTO ECONOMICO MEX ADR        COMMON   344419106      2850    64517       SH              SOLE               64517   0         0 
FOOT LOCKER INC                  COMMON   344849104        32     1341       SH              SOLE                1341   0         0 
FORD MOTOR COMPANY               COMMON   345370860     27459  1954409       SH              SOLE             1954409   0         0 
FOREST LABORATORIES INC          COMMON   345838106      2713    60333       SH              SOLE               60333   0         0 
FOREST OIL CORP                  COMMON   346091705       988    32800       SH              SOLE               32800   0         0 
FORTUNE BRANDS INC               COMMON   349631101     14112   190467       SH              SOLE              190467   0         0 
FOX ENTERTAINMENT GRP INC CL A   COMMON   35138T107      2831   102069       SH              SOLE              102069   0         0 
FRANKLIN BANK CORP-HOUSTON T     COMMON   352451108      4557   267300       SH              SOLE              267300   0         0 
FRANKLIN RESOURCES INC           COMMON   354613101       959    17192       SH              SOLE               17192   0         0 
FREEPORT-MCMORAN COPPER CL B     COMMON   35671D857      2501    61742       SH              SOLE               61742   0         0 
FREMONT GENERAL CORP             COMMON   357288109       493    21300       SH              SOLE               21300   0         0 
FUJI PHOTO FILM COMPANY LTD AD   COMMON   359586302       264     8025       SH              SOLE                8025   0         0 
GANNETT CO                       COMMON   364730101      2734    32640       SH              SOLE               32640   0         0 
GAP INC                          COMMON   364760108      8637   463116       SH              SOLE              463116   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
GEN PROBE INC                    COMMON   36866T103      2735    68600       SH              SOLE               68600   0         0 
GEMSTAR TV GUIDE INTERNATIONAL   COMMON   36866W106        34     6100       SH              SOLE                6100   0         0 
GENENTECH INC                    COMMON   368710406     20902   398739       SH              SOLE              398739   0         0 
GENERAL DYNAMICS CORP            COMMON   369550108     11450   112144       SH              SOLE              112144   0         0 
GENERAL ELECTRIC COMPANY         COMMON   369604103    165741  4935742       SH              SOLE             4935742   0         0 
GENERAL MILLS INC                COMMON   370334104     12393   276020       SH              SOLE              276020   0         0 
GENERAL MOTORS CORP              COMMON   370442105      2135    50257       SH              SOLE               50257   0         0 
GENESIS MICROCHIP INC            COMMON   37184C103       919    68100       SH              SOLE               68100   0         0 
GENUINE PARTS CO                 COMMON   372460105       266     6926       SH              SOLE                6926   0         0 
GENWORTH FINANCIAL INC CL-A      COMMON   37247D106     18943   813000       SH              SOLE              813000   0         0 
GENZYME CORP - GENL DIVISION     COMMON   372917104      2761    50737       SH              SOLE               50737   0         0 
GEORGIA-PAC (GEORGIA-PAC GP)     COMMON   373298108     16400   456200       SH              SOLE              456200   0         0 
GETTY IMAGES INC                 COMMON   374276103       304     5500       SH              SOLE                5500   0         0 
GILEAD SCIENCES INC              COMMON   375558103      4140   110754       SH              SOLE              110754   0         0 
GILLETTE COMPANY                 COMMON   375766102     24318   582597       SH              SOLE              582597   0         0 
GLAMIS GOLD LTD                  COMMON   376775102      2232   119239       SH              SOLE              119239   0         0 
GLAXOSMITHKLINE PLC ADR          COMMON   37733W105     15077   344775       SH              SOLE              344775   0         0 
GOLD FIELDS LTD ADR              COMMON   38059T106      1638   120000       SH              SOLE              120000   0         0 
GOLDCORP INC                     COMMON   380956409       624    45000       SH              SOLE               45000   0         0 
GOLDEN STAR RESOURCES LTD        COMMON   38119T104       527   100000       SH              SOLE              100000   0         0 
GOLDEN TELECOM INC               COMMON   38122G107       571    20000       SH              SOLE               20000   0         0 
GOLDEN WEST FINANCIAL CORP       COMMON   381317106      6723    60595       SH              SOLE               60595   0         0 
GOLDMAN SACHS GROUP INC          COMMON   38141G104     28005   300353       SH              SOLE              300353   0         0 
GOODRICH CORPORATION             COMMON   382388106      1060    33800       SH              SOLE               33800   0         0 
GOODYEAR TIRE & RUBBER CO        COMMON   382550101       204    19000       SH              SOLE               19000   0         0 
GRACO INC                        COMMON   384109104       956    28538       SH              SOLE               28538   0         0 
GRAFTECH INTERNATIONAL           COMMON   384313102      1073    76900       SH              SOLE               76900   0         0 
GRAINGER (W.W.) INC              COMMON   384802104      2414    41881       SH              SOLE               41881   0         0 
GRANT PRIDECO INC                COMMON   38821G101      1229    60000       SH              SOLE               60000   0         0 
GRAY TELE VISION INC             COMMON   389375106      1102    92600       SH              SOLE               92600   0         0 
GREATER BAY BANCORP              COMMON   391648102       978    34000       SH              SOLE               34000   0         0 
GREENHILL & CO INC               COMMON   395259104       651    27600       SH              SOLE               27600   0         0 
GREENPOINT FINANCIAL CORP        COMMON   395384100      1189    25701       SH              SOLE               25701   0         0 
GREY WOLF INC                    COMMON   397888108      3091   632200       SH              SOLE              632200   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
GRUPO TELEVISA SA ADR            COMMON   40049J206      4318    81891       SH              SOLE               81891   0         0 
GRUPO AEROPORTUARIO SUR ADR      COMMON   4.01E+206       415    18800       SH              SOLE               18800   0         0 
GUIDANT CORP                     COMMON   401698105     12204   184796       SH              SOLE              184796   0         0 
GYMBOREE CORP                    COMMON   403777105       433    30100       SH              SOLE               30100   0         0 
HCA INC                          COMMON   404119109     16247   425881       SH              SOLE              425881   0         0 
HCC INSURANCE HOLDINGS INC       COMMON   404132102        32     1046       SH              SOLE                1046   0         0 
HDFC BANK LTD ADR                COMMON   40415F101      8850   260677       SH              SOLE              260677   0         0 
HSBC HOLDINGS PLC ADR            COMMON   404280406       767     9610       SH              SOLE                9610   0         0 
HALLIBURTON CO                   COMMON   406216101       519    15418       SH              SOLE               15418   0         0 
HARLEY-DAVIDSON INC              COMMON   412822108     11539   194132       SH              SOLE              194132   0         0 
HARMAN INTERNATIONAL             COMMON   413086109      3014    27971       SH              SOLE               27971   0         0 
HARMONY GOLD MNG SPON ADR        COMMON   413216300      1362   100000       SH              SOLE              100000   0         0 
HARRAH'S ENTERTAINMENT INC       COMMON   413619107     11614   219222       SH              SOLE              219222   0         0 
HARRIS CORP                      COMMON   413875105      3292    59913       SH              SOLE               59913   0         0 
HARTE-HANKS INC                  COMMON   416196103      1183    47300       SH              SOLE               47300   0         0 
HARTFORD FINANCIAL SVCS GRP      COMMON   416515104      2692    43465       SH              SOLE               43465   0         0 
HASBRO INC                       COMMON   418056107      6668   354706       SH              SOLE              354706   0         0 
HEALTH MGMT ASSOCIATES INC CL    COMMON   421933102      1937    94826       SH              SOLE               94826   0         0 
HEALTH NET INC                   COMMON   42222G108       114     4616       SH              SOLE                4616   0         0 
HECLA MINING CO                  COMMON   422704106       670    90000       SH              SOLE               90000   0         0 
HEIDRICK & STRUGGLES INTL        COMMON   422819102      1522    52800       SH              SOLE               52800   0         0 
HEINZ (H.J.) CO                  COMMON   423074103      5611   155785       SH              SOLE              155785   0         0 
HERSHEY FOODS CORP               COMMON   427866108       329     7040       SH              SOLE                7040   0         0 
HEWLETT-PACKARD CO               COMMON   428236103     29269  1561010       SH              SOLE             1561010   0         0 
HIBERNIA CORP CL A               COMMON   428656102       457    17292       SH              SOLE               17292   0         0 
HIGHLAND HOSPITALITY CORP        COMMON   430141101      8940   784200       SH              SOLE              784200   0         0 
HILB ROGAL & HOBBS CO            COMMON   431294107        75     2058       SH              SOLE                2058   0         0 
HILTON HOTELS CORP               COMMON   432848109      2106   111796       SH              SOLE              111796   0         0 
HOME DEPOT INC                   COMMON   437076102     45753  1167176       SH              SOLE             1167176   0         0 
HONEYWELL INTERNATIONAL INC      COMMON   438516106      4790   133587       SH              SOLE              133587   0         0 
HOSPIRA INC                      COMMON   441060100     35484  1159605       SH              SOLE             1159605   0         0 
HOST MARRIOTT CORP               COMMON   44107P104        95     6800       SH              SOLE                6800   0         0 
HOUSTON EXPLORATION COMPANY      COMMON   442120101      2683    45200       SH              SOLE               45200   0         0 
HUDSON UNITED BANCORP            COMMON   444165104       453    12300       SH              SOLE               12300   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
HUMANA INC                       COMMON   444859102      1477    73900       SH              SOLE               73900   0         0 
HUMAN GENOME SCIENCES INC        COMMON   444903108       121    11100       SH              SOLE               11100   0         0 
HUNT (JB) TRANSPRT SVCS INC      COMMON   445658107      2392    64400       SH              SOLE               64400   0         0 
HUNTINGTON BANCSHARES            COMMON   446150104      5215   209367       SH              SOLE              209367   0         0 
HYDRIL                           COMMON   448774109      1572    36600       SH              SOLE               36600   0         0 
HYPERION SOLUTIONS CORP          COMMON   44914M104      1033    30400       SH              SOLE               30400   0         0 
IAC INTERACTIVECORP              COMMON   44919P102      3852   174919       SH              SOLE              174919   0         0 
IMS HEALTH INC                   COMMON   449934108     12324   515211       SH              SOLE              515211   0         0 
ITT INDUSTRIES INC               COMMON   450911102      1146    14328       SH              SOLE               14328   0         0 
IAMGOLD CORPORATION              COMMON   450913108      1839   230000       SH              SOLE              230000   0         0 
ICON PLC ADR                     COMMON   45103T107      3343   101536       SH              SOLE              101536   0         0 
ICICI BANK LTD ADR               COMMON   45104G104      9794   709700       SH              SOLE              709700   0         0 
IDEX CORP                        COMMON   45167R104      1204    35450       SH              SOLE               35450   0         0 
IDEXX LABORATORIES INC           COMMON   45168D104       107     2100       SH              SOLE                2100   0         0 
ILLINOIS TOOL WORKS              COMMON   452308109      3759    40345       SH              SOLE               40345   0         0 
IMCLONE SYSTEMS                  COMMON   45245W109      7831   148179       SH              SOLE              148179   0         0 
IMPERIAL OIL LTD                 COMMON   453038408      1029    19902       SH              SOLE               19902   0         0 
INAMED CORP                      COMMON   453235103       486    10200       SH              SOLE               10200   0         0 
INCO LTD                         COMMON   453258402       350     8955       SH              SOLE                8955   0         0 
INCYTE CORP                      COMMON   45337C102       979   101700       SH              SOLE              101700   0         0 
INDYMAC MORTGAGE HOLDINGS        COMMON   456607100      1535    42400       SH              SOLE               42400   0         0 
INFINEON TECHNOLOGIES AG ADR     COMMON   45662N103       460    45000       SH              SOLE               45000   0         0 
INFOSYS TECHNOLOGIES LTD ADR     COMMON   456788108       340     6000       SH              SOLE                6000   0         0 
INFOSPACE INC                    COMMON   45678T201      1137    24000       SH              SOLE               24000   0         0 
ING GROEP NV ADR                 COMMON   456837103       166     6575       SH              SOLE                6575   0         0 
INSIGHT ENTERPRISES INC          COMMON   45765U103      1300    77200       SH              SOLE               77200   0         0 
INSPIRE PHARMACEUTICALS INC      COMMON   457733103       492    31300       SH              SOLE               31300   0         0 
INTEGRATED DEVICE TECH INC       COMMON   458118106       163    17100       SH              SOLE               17100   0         0 
INTEL CORP                       COMMON   458140100     45709  2278617       SH              SOLE             2278617   0         0 
INTEGRATED ALARM SERVICES        COMMON   45890M109      6187  1498000       SH              SOLE             1498000   0         0 
INTL BUSINESS MACHINES CORP      COMMON   459200101    146200  1705159       SH              SOLE             1705159   0         0 
INTL FLAVORS & FRAGRANCES        COMMON   459506101       897    23491       SH              SOLE               23491   0         0 
INTL GAME TECHNOLOGY             COMMON   459902102     11283   313850       SH              SOLE              313850   0         0 
INTERNATIONAL PAPER CO           COMMON   460146103      9724   240626       SH              SOLE              240626   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
INTERNET SECURITY SYSYTEMS       COMMON   46060X107       558    32800       SH              SOLE               32800   0         0 
INTERPUBLIC GROUP COS INC        COMMON   460690100      1577   148910       SH              SOLE              148910   0         0 
INTRAWEST CORP                   COMMON   460915200      1334    70423       SH              SOLE               70423   0         0 
INTERVOICE INC                   COMMON   461142101       841    78100       SH              SOLE               78100   0         0 
INTUIT INC                       COMMON   461202103      2355    51862       SH              SOLE               51862   0         0 
INVITROGEN CORP                  COMMON   46185R100      1709    31082       SH              SOLE               31082   0         0 
INVESTORS FINANCIAL SVCS CP      COMMON   461915100        33      738       SH              SOLE                 738   0         0 
ISHARES S&P 500 INDEX ETF        COMMON   464287200       850     7600       SH              SOLE                7600   0         0 
ISHARES RUSSELL 1000 INDEX ETF   COMMON   464287622       996    16700       SH              SOLE               16700   0         0 
ISHARES RUSSELL 2000 I SHARE E   COMMON   464287648       850    14500       SH              SOLE               14500   0         0 
IVAX CORP                        COMMON   465823102       941    49125       SH              SOLE               49125   0         0 
IVILLAGE INC                     COMMON   46588H105       955   159200       SH              SOLE              159200   0         0 
JDS UNIPHASE CORP                COMMON   46612J101       163    48293       SH              SOLE               48293   0         0 
JP MORGAN CHASE & CO             COMMON   46625H100     39064   983228       SH              SOLE              983228   0         0 
J2 GLOBAL COMMUNICATIONS INC     COMMON   4.66E+209       960    30400       SH              SOLE               30400   0         0 
JABIL CIRCUIT INC                COMMON   466313103      2378   103408       SH              SOLE              103408   0         0 
JARDEN CORP                      COMMON   471109108      1376    37700       SH              SOLE               37700   0         0 
JEFFERSON-PILOT CORP             COMMON   475070108      3374    67936       SH              SOLE               67936   0         0 
JOHNSON & JOHNSON                COMMON   478160104    109639  1946368       SH              SOLE             1946368   0         0 
JOHNSON CONTROLS INC             COMMON   478366107      1411    24844       SH              SOLE               24844   0         0 
JONES APPAREL GROUP INC          COMMON   480074103      6672   186365       SH              SOLE              186365   0         0 
JOS A BANK CLOTHIERS INC         COMMON   480838101       887    32036       SH              SOLE               32036   0         0 
JOY GLOBAL INC                   COMMON   481165108       928    27000       SH              SOLE               27000   0         0 
JUNIPER NETWORKS INC             COMMON   48203R104      6123   259451       SH              SOLE              259451   0         0 
KLA-TENCOR CORPORATION           COMMON   482480100      2810    67754       SH              SOLE               67754   0         0 
KT CORP- ADR                     COMMON   48268K101      4954   274140       SH              SOLE              274140   0         0 
KB HOME                          COMMON   48666K109      1352    15997       SH              SOLE               15997   0         0 
KELLOGG CO                       COMMON   487836108      3704    86825       SH              SOLE               86825   0         0 
KENNAMETAL INC                   COMMON   489170100      1088    24100       SH              SOLE               24100   0         0 
KERR-MCGEE CORP                  COMMON   492386107      1907    33310       SH              SOLE               33310   0         0 
KEYCORP                          COMMON   493267108      4305   136243       SH              SOLE              136243   0         0 
KEYSPAN CORPORATION              COMMON   49337W100       224     5707       SH              SOLE                5707   0         0 
KIMBERLY-CLARK CORP              COMMON   494368103     11923   184602       SH              SOLE              184602   0         0 
KIMCO REALTY CORP                COMMON   49446R109        56     1100       SH              SOLE                1100   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
KINDER MORGAN INC                COMMON   49455P101       206     3276       SH              SOLE                3276   0         0 
KINETIC CONCEPTS INC             COMMON   49460W208      2896    55100       SH              SOLE               55100   0         0 
KING PHARMACEUTICALS INC         COMMON   495582108       223    18700       SH              SOLE               18700   0         0 
KINROSS GOLD CORP                COMMON   496902206      1767   261000       SH              SOLE              261000   0         0 
KMART HOLDING CORP               COMMON   498780105       227     2600       SH              SOLE                2600   0         0 
KNIGHT RIDDER INC                COMMON   499040103      2432    37160       SH              SOLE               37160   0         0 
KNIGHT TRADING GROUP INC         COMMON   499063105       978   106000       SH              SOLE              106000   0         0 
KOHLS CORP                       COMMON   500255104     12698   263491       SH              SOLE              263491   0         0 
KONINKLIJKE PHILIPS ELECTRONIC   COMMON   500472303        80     3500       SH              SOLE                3500   0         0 
KOOKMIN BANK-SPONS ADR           COMMON   50049M109      5098   160098       SH              SOLE              160098   0         0 
KOREA ELEC POWER CORP ADR        COMMON   500631106       167    15800       SH              SOLE               15800   0         0 
KOS PHARMACEUTICALS INC          COMMON   500648100       434    12200       SH              SOLE               12200   0         0 
KRAFT FOODS INC CL A             COMMON   50075N104       197     6206       SH              SOLE                6206   0         0 
KROGER CO                        COMMON   501044101      5451   351206       SH              SOLE              351206   0         0 
LSI LOGIC CORP                   COMMON   502161102       218    50500       SH              SOLE               50500   0         0 
LABOR READY INC                  COMMON   505401208      1228    87600       SH              SOLE               87600   0         0 
LABORATORY CRP OF AMER HLDGS     COMMON   50540R409       753    17214       SH              SOLE               17214   0         0 
LAM RESEARCH CORP                COMMON   512807108      2044    93400       SH              SOLE               93400   0         0 
LAMAR ADVERTISING CO             COMMON   512815101       104     2500       SH              SOLE                2500   0         0 
ESTEE LAUDER COMPANIES CL A      COMMON   518439104      1966    47039       SH              SOLE               47039   0         0 
LAUREATE EDUCATION INC           COMMON   518613104      1787    48000       SH              SOLE               48000   0         0 
ROYAL DUTCH PETROLEUM            COMMON   5202704       30637   594876       SH              SOLE              594876   0         0 
LEAR CORPORATION                 COMMON   521865105        16      286       SH              SOLE                 286   0         0 
LEAPFROG ENTERPRISES             COMMON   52186N106       468    23100       SH              SOLE               23100   0         0 
LEGG MASON INC                   COMMON   524901105       190     3568       SH              SOLE                3568   0         0 
LEHMAN BROTHERS HOLDINGS INC     COMMON   524908100      6724    84349       SH              SOLE               84349   0         0 
LENNAR CORP CL A                 COMMON   526057104       284     5976       SH              SOLE                5976   0         0 
LEXMARK INTL GROUP INC CL A      COMMON   529771107     11050   131528       SH              SOLE              131528   0         0 
LIBERTY MEDIA CORP CL A          COMMON   530718105      5334   611669       SH              SOLE              611669   0         0 
LIBERTY MEDIA CORP-B             COMMON   530718204       304    32975       SH              SOLE               32975   0         0 
LIBERTY MEDIA INTL INC-A         COMMON   530719103      1025    30727       SH              SOLE               30727   0         0 
LILLY (ELI) & CO                 COMMON   532457108      9323   155256       SH              SOLE              155256   0         0 
LIMITED BRANDS INC               COMMON   532716107      7506   336733       SH              SOLE              336733   0         0 
LINCARE HOLDINGS INC             COMMON   532791100      4071   137025       SH              SOLE              137025   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
LINCOLN NATIONAL CORP            COMMON   534187109     11334   241159       SH              SOLE              241159   0         0 
LINEAR TECHNOLOGY CORP           COMMON   535678106     11713   323205       SH              SOLE              323205   0         0 
LIZ CLAIBORNE INC                COMMON   539320101       166     4388       SH              SOLE                4388   0         0 
LOCKHEED MARTIN CORPORATION      COMMON   539830109       974    17463       SH              SOLE               17463   0         0 
LOEWS CORP                       COMMON   540424108       573     9800       SH              SOLE                9800   0         0 
LOUISIANA-PACIFIC CORP           COMMON   546347105      5343   205890       SH              SOLE              205890   0         0 
LOWES COMPANIES INC              COMMON   548661107      8211   151070       SH              SOLE              151070   0         0 
LUCENT TECHNOLOGIES INC          COMMON   549463107      2851   899389       SH              SOLE              899389   0         0 
LUXOTTICA GROUP SPA ADR          COMMON   55068R202      2381   133400       SH              SOLE              133400   0         0 
LYONDELL CHEMICAL COMPANY        COMMON   552078107      1729    77000       SH              SOLE               77000   0         0 
M & T BANK CORPORATION           COMMON   55261F104       224     2337       SH              SOLE                2337   0         0 
MBIA INC                         COMMON   55262C100      6313   108446       SH              SOLE              108446   0         0 
MBNA CORP                        COMMON   55262L100     15736   624441       SH              SOLE              624441   0         0 
MDC HOLDINGS INC                 COMMON   552676108       366     5003       SH              SOLE                5003   0         0 
MGIC INVESTMENT CORP             COMMON   552848103      3541    53206       SH              SOLE               53206   0         0 
MGI PHARMA INC                   COMMON   552880106       859    32200       SH              SOLE               32200   0         0 
MGM MIRAGE                       COMMON   552953101      1070    21550       SH              SOLE               21550   0         0 
MI DEVELOPMENTS INC CL A         COMMON   55304X104       322    12526       SH              SOLE               12526   0         0 
MKS INSTRUMENTS INC              COMMON   55306N104      2226   145300       SH              SOLE              145300   0         0 
MPS GROUP INC                    COMMON   553409103       758    90100       SH              SOLE               90100   0         0 
MACERICH COMPANY (THE)           COMMON   554382101        37      700       SH              SOLE                 700   0         0 
MACROVISION CORP                 COMMON   555904101       645    26800       SH              SOLE               26800   0         0 
MACROMEDIA INC                   COMMON   556100105      1217    60600       SH              SOLE               60600   0         0 
MAGNA INTERNATIONAL INC CL A     COMMON   559222401       254     3428       SH              SOLE                3428   0         0 
MAGNUM HUNTER RESOURCES          COMMON   55972F203      2051   177700       SH              SOLE              177700   0         0 
MATAV RT ADR                     COMMON   559776109     10484   512900       SH              SOLE              512900   0         0 
MAHANAGAR TELEPHONE NIGA-ADR     COMMON   559778402      2099   297800       SH              SOLE              297800   0         0 
MANDALAY RESORT GROUP            COMMON   562567107       982    14300       SH              SOLE               14300   0         0 
MANNKIND CORP                    COMMON   56400P201       399    19900       SH              SOLE               19900   0         0 
MANOR CARE INC                   COMMON   564055101        84     2800       SH              SOLE                2800   0         0 
MANPOWER INC                     COMMON   56418H100      2066    46429       SH              SOLE               46429   0         0 
MANULIFE FINANCIAL CORP          COMMON   56501R106      5596   127799       SH              SOLE              127799   0         0 
MARATHON OIL CORP                COMMON   565849106      2004    48557       SH              SOLE               48557   0         0 
MARSH & MCLENNAN COS             COMMON   571748102      8986   196376       SH              SOLE              196376   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ----- 
                                                                                                                                    
MARSHALL & ILSLEY CORP           COMMON   571834100       235     5820       SH              SOLE                5820   0         0 
MARRIOTT INTERNATIONAL CL A      COMMON   571903202      2297    44216       SH              SOLE               44216   0         0 
MARTEK BIOSCIENCES CORP          COMMON   572901106      1313    27000       SH              SOLE               27000   0         0 
MARVEL ENTERPRISES INC           COMMON   57383M108      1018    69950       SH              SOLE               69950   0         0 
MASCO CORP                       COMMON   574599106      7777   225214       SH              SOLE              225214   0         0 
MATTEL INC                       COMMON   577081102       936    51651       SH              SOLE               51651   0         0 
MAXIM INTEGRATED PRODUCTS        COMMON   57772K101     24334   575415       SH              SOLE              575415   0         0 
MAY DEPARTMENT STORES CO         COMMON   577778103      1876    73199       SH              SOLE               73199   0         0 
MAVERICK TUBE CORP               COMMON   577914104       792    25700       SH              SOLE               25700   0         0 
MCCLATCHY COMPANY CL A           COMMON   579489105      1448    20450       SH              SOLE               20450   0         0 
MCDONALD'S CORPORATION           COMMON   580135101     47847  1706994       SH              SOLE             1706994   0         0 
MCGRAW-HILL COMPANIES INC        COMMON   580645109      5443    68306       SH              SOLE               68306   0         0 
MCKESSON CORP                    COMMON   58155Q103      2358    91928       SH              SOLE               91928   0         0 
MEADWESTVACO CORP                COMMON   583334107       239     7496       SH              SOLE                7496   0         0 
MEDCO HEALTH SOLUTIONS INC       COMMON   58405U102      4673   151225       SH              SOLE              151225   0         0 
MEDICIS PHARMACEUTICAL CORP      COMMON   584690309      2164    55428       SH              SOLE               55428   0         0 
MEDIMMUNE INC                    COMMON   584699102      1924    81170       SH              SOLE               81170   0         0 
MEDTRONIC INC                    COMMON   585055106     18513   356699       SH              SOLE              356699   0         0 
MELLON FINANCIAL CORP            COMMON   58551A108       399    14408       SH              SOLE               14408   0         0 
MENTOR CORP                      COMMON   587188103        20      600       SH              SOLE                 600   0         0 
MERCK & CO INC                   COMMON   589331107     47330  1434255       SH              SOLE             1434255   0         0 
MERCURY GENL CORP NEW            COMMON   589400100       937    17710       SH              SOLE               17710   0         0 
MERCURY INTERACTIVE CORP         COMMON   589405109      1686    48339       SH              SOLE               48339   0         0 
MEREDITH CORP                    COMMON   589433101      2718    52900       SH              SOLE               52900   0         0 
MERIDIAN GOLD INC                COMMON   589975101      1505    90000       SH              SOLE               90000   0         0 
MERRILL LYNCH & CO               COMMON   590188108      8802   177041       SH              SOLE              177041   0         0 
METABASIS THERAPEUTICS INC       COMMON   59101M105       129    22200       SH              SOLE               22200   0         0 
METLIFE INC                      COMMON   59156R108      3958   102394       SH              SOLE              102394   0         0 
METRO GOLDWYN MAYER INC          COMMON   591610100      1135    98090       SH              SOLE               98090   0         0 
METROLOGIC INSTRUMENTS INC       COMMON   591676101       989    62400       SH              SOLE               62400   0         0 
MICHAELS STORES INC              COMMON   594087108       658    11106       SH              SOLE               11106   0         0 
MICREL INC                       COMMON   594793101       313    30100       SH              SOLE               30100   0         0 
MICROSOFT CORP                   COMMON   594918104    140894  5095635       SH              SOLE             5095635   0         0 
MICROCHIP TECHNOLOGY INC         COMMON   595017104      6972   259758       SH              SOLE              259758   0         0 

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SECURITY                        TITLE OF               MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP      VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ----------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                    
MICRON TECHNOLOGY INC            COMMON   595112103      1367   113655       SH              SOLE              113655   0         0 
MICROSEMI CORP                   COMMON   595137100      1169    82900       SH              SOLE               82900   0         0 
MILLENNIUM PHARMACEUTICALS       COMMON   599902103       132     9661       SH              SOLE                9661   0         0 
MILLIPORE CORP                   COMMON   601073109       134     2800       SH              SOLE                2800   0         0 
MOBILE TELESYSTEMS SP ADR        COMMON   607409109     15837   109230       SH              SOLE              109230   0         0 
MOHAWK INDS INC                  COMMON   608190104        16      203       SH              SOLE                 203   0         0 
MOLEX INC - CL A                 COMMON   608554200      2553    97000       SH              SOLE               97000   0         0 
MOLINA HEALTHCARE INC            COMMON   60855R100       209     5900       SH              SOLE                5900   0         0 
MONSANTO COMPANY                 COMMON   61166W101      2318    63644       SH              SOLE               63644   0         0 
MONSTER WORLDWIDE INC            COMMON   611742107      2503   101600       SH              SOLE              101600   0         0 
MOODYS CORPORATION               COMMON   615369105     12023   164141       SH              SOLE              164141   0         0 
MORGAN STANLEY                   COMMON   617446448     31606   641088       SH              SOLE              641088   0         0 
MOTOROLA INC                     COMMON   620076109     52133  2889873       SH              SOLE             2889873   0         0 
MULTIMEDIA GAMES INC             COMMON   625453105       543    35000       SH              SOLE               35000   0         0 
MURPHY OIL CORP                  COMMON   626717102      3237    37300       SH              SOLE               37300   0         0 
MYLAN LABORATORIES               COMMON   628530107       526    29200       SH              SOLE               29200   0         0 
NBTY INC                         COMMON   628782104      2106    97693       SH              SOLE               97693   0         0 
NCR CORPORATION                  COMMON   6.29E+112      4964   100109       SH              SOLE              100109   0         0 
NII HOLDINGS INC                 COMMON   62913F201      2733    66310       SH              SOLE               66310   0         0 
NTL INC                          COMMON   62940M104       794    12791       SH              SOLE               12791   0         0 
NVR INC                          COMMON   62944T105      2649     4808       SH              SOLE                4808   0         0 
NABI BIOPHARMACEUTICALS          COMMON   629519109       826    61700       SH              SOLE               61700   0         0 
NATIONAL AUSTRALIA BANK ADR      COMMON   632525408       610     6225       SH              SOLE                6225   0         0 
NATIONAL CITY CORP               COMMON   635405103     10293   266524       SH              SOLE              266524   0         0 
NATIONAL COMMERCE FINANCIAL CO   COMMON   63545P104       914    26721       SH              SOLE               26721   0         0 
NATIONAL FINANCIAL PARTNERS      COMMON   63607P208       988    27600       SH              SOLE               27600   0         0 
NATIONAL FUEL GAS CO NJ          COMMON   636180101       555    19600       SH              SOLE               19600   0         0 
NATIONAL OILWELL INC             COMMON   637071101      1676    51000       SH              SOLE               51000   0         0 
NATIONAL SEMICONDUCTOR CORP      COMMON   637640103      3586   231474       SH              SOLE              231474   0         0 
NAVTEQ CORP                      COMMON   63936L100      1483    41600       SH              SOLE               41600   0         0 
NETEASE.COM INC ADR              COMMON   64110W102      6772   178500       SH              SOLE              178500   0         0 
NETGEAR INC                      COMMON   64111Q104       893    73100       SH              SOLE               73100   0         0 
NETWORK APPLIANCE INC            COMMON   64120L104       683    29630       SH              SOLE               29630   0         0 
NEW CENTURY FINANCIAL CORP       COMMON   64352D101       721    11972       SH              SOLE               11972   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
NEW YORK COMMUNITY BANCORP       COMMON   649445103      120     5847       SH              SOLE                5847   0         0 
NEW YORK TIMES CO                COMMON   650111107      227     5807       SH              SOLE                5807   0         0 
NEWELL RUBBERMAID INC            COMMON   651229106      214    10673       SH              SOLE               10673   0         0 
NEWFIELD EXPL CO                 COMMON   651290108     1225    20000       SH              SOLE               20000   0         0 
NEWMONT MINING CORP HLDG CO      COMMON   651639106     2935    64465       SH              SOLE               64465   0         0 
NEWS CORP LTD ADR                COMMON   652487802     3679   117413       SH              SOLE              117413   0         0 
NEXTEL COMMUNICATIONS INC        COMMON   65332V103     7813   327733       SH              SOLE              327733   0         0 
NEXTEL PARTNERS INC              COMMON   65333F107     1849   111500       SH              SOLE              111500   0         0 
NEXEN INC                        COMMON   65334H102     2459    58934       SH              SOLE               58934   0         0 
NICE SYS LTD ADR                 COMMON   653656108      692    32000       SH              SOLE               27400   0      4600 
NIKE INC                         COMMON   654106103     1625    20626       SH              SOLE               20626   0         0 
NISOURCE INC                     COMMON   65473P105      220    10474       SH              SOLE               10474   0         0 
NOKIA OYJ ADR                    COMMON   654902204     1885   137372       SH              SOLE              137372   0         0 
NOBLE ENERGY INC                 COMMON   655044105     3244    55700       SH              SOLE               55700   0         0 
NORANDA INC                      COMMON   655422103      180    10329       SH              SOLE               10329   0         0 
NORDSTROM INC                    COMMON   655664100     2320    60660       SH              SOLE               60660   0         0 
NORFOLK SOUTHERN CORP            COMMON   655844108     1956    65779       SH              SOLE               65779   0         0 
NORTEL NETWORKS CORP             COMMON   656568102     1262   371951       SH              SOLE              371951   0         0 
NORTH FORK BANCORPORATION        COMMON   659424105     2026    45589       SH              SOLE               45589   0         0 
NORTHEAST UTILS                  COMMON   664397106      107     5500       SH              SOLE                5500   0         0 
NORTHERN TRUST CORP              COMMON   665859104      254     6237       SH              SOLE                6237   0         0 
NORTHROP GRUMMAN CORP            COMMON   666807102      935    17523       SH              SOLE               17523   0         0 
NOVATEL WIRELESS INC             COMMON   66987M604     1046    44500       SH              SOLE               44500   0         0 
NOVARTIS ADR                     COMMON   66987V109     3718    79675       SH              SOLE               79675   0         0 
NOVELL INC                       COMMON   670006105      810   128400       SH              SOLE              128400   0         0 
NOVELLUS SYSTEMS INC             COMMON   670008101     1837    68956       SH              SOLE               68956   0         0 
NSTAR                            COMMON   6.70E+111      717    14600       SH              SOLE               14600   0         0 
NUCOR CORP                       COMMON   670346105    20653   226040       SH              SOLE              226040   0         0 
OSI PHARMACEUTICALS INC          COMMON   671040103     1346    21900       SH              SOLE               21900   0         0 
OCCIDENTAL PETROLEUM CORP        COMMON   674599105    40899   731257       SH              SOLE              731257   0         0 
OCEANFIRST FINANCIAL CORP        COMMON   675234108       15      635       SH              SOLE                 635   0         0 
OCWEN FINL CORP                  COMMON   675746101       33     3615       SH              SOLE                3615   0         0 
OFFICE DEPOT INC                 COMMON   676220106      757    50351       SH              SOLE               50351   0         0 
OLD DOMINION FREIGHT LINE        COMMON   679580100     1147    39800       SH              SOLE               39800   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
OLD REPUBLIC INTERNATIONAL COR   COMMON   680223104      260    10381       SH              SOLE               10381   0         0 
OMNICARE INC                     COMMON   681904108       83     2928       SH              SOLE                2928   0         0 
OMNICOM GROUP                    COMMON   681919106     8490   116204       SH              SOLE              116204   0         0 
OPEN JT STK CO-VIMPEL COMMUNIC   COMMON   68370R109    16263   149480       SH              SOLE              149480   0         0 
OPEN SOLUTIONS INC               COMMON   68371P102     1171    46900       SH              SOLE               46900   0         0 
ORACLE CORPORATION               COMMON   68389X105    57499  5097427       SH              SOLE             5097427   0         0 
OSHKOSH TRUCK CORP               COMMON   688239201     1130    19800       SH              SOLE               19800   0         0 
OVERNITE CORP                    COMMON   690322102      789    25100       SH              SOLE               25100   0         0 
OWENS-ILLINOIS INC               COMMON   690768403      104     6500       SH              SOLE                6500   0         0 
PG&E CORP                        COMMON   69331C108     2801    92147       SH              SOLE               92147   0         0 
PF CHANG'S CHINA BISTRO INC      COMMON   69333Y108     1044    21520       SH              SOLE               21520   0         0 
PMC-SIERRA INC                   COMMON   69344F106      925   104990       SH              SOLE              104990   0         0 
PMI GROUP INC (THE)              COMMON   69344M101     2439    60113       SH              SOLE               60113   0         0 
PNC FINANCIAL SERVICES GROUP     COMMON   693475105     1439    26593       SH              SOLE               26593   0         0 
POHANG IRON & STEEL CO ADR       COMMON   693483109     1122    29650       SH              SOLE               29650   0         0 
PPG INDUSTRIES INC               COMMON   693506107     6034    98458       SH              SOLE               98458   0         0 
PPL CORPORATION                  COMMON   69351T106      282     5976       SH              SOLE                5976   0         0 
PACCAR INC                       COMMON   693718108     1533    22174       SH              SOLE               22174   0         0 
PACIFIC SUNWEAR OF CALIFORNIA    COMMON   694873100     1685    80033       SH              SOLE               80033   0         0 
PACIFIC RIM MINING CORP          COMMON   694915208      178   250000       SH              SOLE              250000   0         0 
PACTIV CORPORATION               COMMON   695257105      113     4848       SH              SOLE                4848   0         0 
PANERA BREAD CO CL A             COMMON   69840W108     1824    48600       SH              SOLE               48600   0         0 
PARKER HANNIFIN CORP             COMMON   701094104    11739   199441       SH              SOLE              199441   0         0 
PATTERSON COS INC                COMMON   703395103       31      401       SH              SOLE                 401   0         0 
PATTERSON - UTI ENERGY INC       COMMON   703481101     1106    58000       SH              SOLE               58000   0         0 
PAYCHEX INC                      COMMON   704326107     2984    98970       SH              SOLE               98970   0         0 
PEABODY ENERGY CORP              COMMON   704549104     1012    17000       SH              SOLE               17000   0         0 
J. C. PENNEY CO                  COMMON   708160106     5828   165194       SH              SOLE              165194   0         0 
PEOPLESOFT INC                   COMMON   712713106      640    32238       SH              SOLE               32238   0         0 
PEPCO HOLDINGS INC               COMMON   713291102      168     8450       SH              SOLE                8450   0         0 
PEPSI BOTTLING GROUP INC         COMMON   713409100     6562   241700       SH              SOLE              241700   0         0 
PEPSICO INC                      COMMON   713448108     8166   167848       SH              SOLE              167848   0         0 
PERKINELMER INC                  COMMON   714046109      305    17700       SH              SOLE               17700   0         0 
TELEKOMUNIKASI ADR               COMMON   715684106     7406   418659       SH              SOLE              418659   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
PETRO-CANADA                     COMMON   7.16E+106     5767    111024      SH              SOLE              111024   0       0   
PETROLEO BRASILEIRO SA ADR       COMMON   71654V101     8518    266854      SH              SOLE              266854   0       0   
PETSMART INC                     COMMON   716768106      138      4844      SH              SOLE                4844   0       0   
PFIZER INC                       COMMON   717081103   120163   3926880      SH              SOLE             3926880   0       0   
PHARMION CORP                    COMMON   71715B409    12335    238600      SH              SOLE              238600   0       0   
PHELPS DODGE CORP                COMMON   717265102     1055     11461      SH              SOLE               11461   0       0   
PHILIPPINE LONG DIST ADR         COMMON   718252604    12179    486400      SH              SOLE              486400   0       0   
PINNACLE ENTMT INC               COMMON   723456109      930     67400      SH              SOLE               67400   0       0   
PINNACLE WEST CAPITAL CORP       COMMON   723484101      141      3391      SH              SOLE                3391   0       0   
PIONEER NAT RES CO               COMMON   723787107     1729     50131      SH              SOLE               50131   0       0   
PITNEY BOWES INC                 COMMON   724479100      475     10775      SH              SOLE               10775   0       0   
PIXAR                            COMMON   725811103     1206     15290      SH              SOLE               15290   0       0   
PLACER DOME INC                  COMMON   725906101     2639    132734      SH              SOLE              132734   0       0   
PLANTRONICS INC                  COMMON   727493108      329      7600      SH              SOLE                7600   0       0   
PLUM CREEK TIMBER CO INC         COMMON   729251108      620     17700      SH              SOLE               17700   0       0   
POLO RALPH LAUREN CORP           COMMON   731572103     2499     68700      SH              SOLE               68700   0       0   
POLYCOM INC                      COMMON   73172K104      496     25000      SH              SOLE               25000   0       0   
PORTUGAL TELECOM SGPS ADR        COMMON   737273102     2689    244450      SH              SOLE              244450   0       0   
POTASH CORP OF SASKATCHEWAN      COMMON   73755L107      321      5012      SH              SOLE                5012   0       0   
POTLATCH CORP                    COMMON   737628107      314      6700      SH              SOLE                6700   0       0   
POWER-ONE INC                    COMMON   739308104      558     86100      SH              SOLE               86100   0       0   
PRAXAIR INC                      COMMON   74005P104     3818     89326      SH              SOLE               89326   0       0   
T ROWE PRICE GROUP INC           COMMON   74144T108      357      7013      SH              SOLE                7013   0       0   
PROCTER & GAMBLE CO              COMMON   742718109    70041   1294179      SH              SOLE             1294179   0       0   
PRIVATEBANCORP INC               COMMON   742962103      949     35200      SH              SOLE               35200   0       0   
PROGRESS ENERGY INC              COMMON   743263105      318      7521      SH              SOLE                7521   0       0   
PROGRESSIVE CORP                 COMMON   743315103     6818     80451      SH              SOLE               80451   0       0   
PROTECTIVE LIFE CORP             COMMON   743674103      916     23300      SH              SOLE               23300   0       0   
PROVIDIAN FINANCIAL CORP         COMMON   74406A102      945     60801      SH              SOLE               60801   0       0   
PRUDENTIAL FINANCIAL INC         COMMON   744320102     8545    181648      SH              SOLE              181648   0       0   
PUBLIC SERVICE ENTERPRISE GROU   COMMON   744573106      321      7533      SH              SOLE                7533   0       0   
PULTE HOMES INC                  COMMON   745867101     1236     20139      SH              SOLE               20139   0       0   
QLOGIC CORP                      COMMON   747277101      208      7000      SH              SOLE                7000   0       0   
QUALCOMM INC                     COMMON   747525103    41571   1064829      SH              SOLE             1064829   0       0   

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
QUEST DIAGNOSTICS INC            COMMON   74834L100     3937    44628       SH              SOLE               44628   0         0 
QUEST SOFTWARE INC               COMMON   74834T103      895    80500       SH              SOLE               80500   0         0 
QUESTAR CORP                     COMMON   748356102     1026    22387       SH              SOLE               22387   0         0 
QUICKSILVER RESOURCE             COMMON   74837R104     1000    30600       SH              SOLE               30600   0         0 
QUIKSILVER INC                   COMMON   74838C106      735    28900       SH              SOLE               28900   0         0 
QUILMES INDUSTRIAL QUINS ADR     COMMON   74838Y207      959    53300       SH              SOLE               53300   0         0 
QUINENCO SA ADR                  COMMON   748718103      228    20000       SH              SOLE               20000   0         0 
QWEST COMMUNICATIONS INTL INC    COMMON   749121109      587   176334       SH              SOLE              176334   0         0 
RH DONNELLEY CORP                COMMON   74955W307      503    10200       SH              SOLE               10200   0         0 
RPM INTERNATIONAL INC            COMMON   749685103    17000   963194       SH              SOLE              963194   0         0 
RSA SECURITY INC                 COMMON   749719100      636    32960       SH              SOLE               32960   0         0 
RADIAN GROUP INC                 COMMON   750236101     2794    60435       SH              SOLE               60435   0         0 
RADIO ONE INC CL D WI            COMMON   75040P405     1617   113600       SH              SOLE              113600   0         0 
RADIOSHACK CORPORATION           COMMON   750438103    18404   642601       SH              SOLE              642601   0         0 
RANGOLD RESOURCES LTD            COMMON   752344309     1327   134400       SH              SOLE              134400   0         0 
RAYMOND JAMES FINANCIAL INC      COMMON   754730109      844    35000       SH              SOLE               35000   0         0 
RAYTHEON COMPANY                 COMMON   755111507      560    14745       SH              SOLE               14745   0         0 
REGAL ENTERTAINMENT GROUP        COMMON   758766109      456    23900       SH              SOLE               23900   0         0 
REGIS CORP MINN                  COMMON   758932107      282     7000       SH              SOLE                7000   0         0 
REGIONS FINANCIAL CORP           COMMON   7591EP100     2093    63319       SH              SOLE               63319   0         0 
RELIANT ENERGY INC               COMMON   75952B105      215    23000       SH              SOLE               23000   0         0 
REPUBLIC SVCS INC                COMMON   760759100     2976    99994       SH              SOLE               99994   0         0 
RESEARCH IN MOTION LTD           COMMON   760975102     3206    42000       SH              SOLE               42000   0         0 
RESOURCES CONNECTION INC         COMMON   76122Q105     1042    27570       SH              SOLE               27570   0         0 
RESPIRONICS INC                  COMMON   761230101      844    15800       SH              SOLE               15800   0         0 
REYNOLDS AMERICAN INC            COMMON   761713106   636655  9357067       SH              SOLE             9357067   0         0 
RIGEL PHARMACEUTICALS INC        COMMON   766559603      620    24500       SH              SOLE               24500   0         0 
RIGGS NATL CORP WASHINGTON DC    COMMON   766570105      126     5670       SH              SOLE                5670   0         0 
RITE AID CORP                    COMMON   767754104      156    44200       SH              SOLE               44200   0         0 
ROBERT HALF INTERNATIONAL INC    COMMON   770323103     1817    70519       SH              SOLE               70519   0         0 
ROCKWELL AUTOMATION INC          COMMON   773903109     1542    39845       SH              SOLE               39845   0         0 
ROCKWELL COLLINS                 COMMON   774341101      372    10010       SH              SOLE               10010   0         0 
ROGERS COMMUNICATIONS  CL B      COMMON   775109200      187     9251       SH              SOLE                9251   0         0 
ROHM & HAAS CO                   COMMON   775371107      239     5562       SH              SOLE                5562   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
ROSS STORES INC                  COMMON   778296103       21      889       SH              SOLE                 889   0         0 
DEUTSCHE- ALTRIA GROUP I WT      COMMON   7783111          0  2940000       SH              SOLE             2940000   0         0 
ROSTELECOM OPEN JT STK LNG DST   COMMON   778529107      406    30000       SH              SOLE               30000   0         0 
ROUSE CO                         COMMON   779273101      375     5600       SH              SOLE                5600   0         0 
ROWAN COS INC                    COMMON   779382100    15906   602500       SH              SOLE              602500   0         0 
ROYAL BANK OF CANADA             COMMON   780087102     4025    85040       SH              SOLE               85040   0         0 
RYANAIR HLDGS PLC ADR            COMMON   783513104     1621    55500       SH              SOLE               55500   0         0 
RYDER SYSTEM INC                 COMMON   783549108     1011    21500       SH              SOLE               21500   0         0 
SBC COMMUNICATIONS INC           COMMON   78387G103    41242  1589298       SH              SOLE             1589298   0         0 
SEI INVESTMENTS CO               COMMON   784117103      987    29300       SH              SOLE               29300   0         0 
SFBC INTERNATIONAL INC           COMMON   784121105      584    22200       SH              SOLE               22200   0         0 
SK TELECOM ADR                   COMMON   78440P108    25682  1320409       SH              SOLE             1320409   0         0 
SLM CORP                         COMMON   78442P106      942    21124       SH              SOLE               21124   0         0 
S & P 500 DEPOSITORY RECEIPTS    COMMON   78462F103      972     8700       SH              SOLE                8700   0         0 
SPX CORP                         COMMON   784635104      268     7557       SH              SOLE                7557   0         0 
SRA INTERNATIONAL INC CLASS A    COMMON   78464R105     1449    28100       SH              SOLE               28100   0         0 
SABRE HOLDINGS CORP              COMMON   785905100     8804   358895       SH              SOLE              358895   0         0 
SAFECO CORP                      COMMON   786429100      982    21507       SH              SOLE               21507   0         0 
SAFEWAY INC                      COMMON   786514208    11335   587026       SH              SOLE              587026   0         0 
ST JUDE MEDICAL INC              COMMON   790849103     1438    19105       SH              SOLE               19105   0         0 
ST MARY LAND & EXPLORATION       COMMON   792228108     1019    25600       SH              SOLE               25600   0         0 
ST PAUL TRAVELERS COS INC        COMMON   792860108    42360  1281309       SH              SOLE             1281309   0         0 
SALIX PHARMACEUTICALS LTD        COMMON   795435106     1580    73400       SH              SOLE               73400   0         0 
SANDISK CORP                     COMMON   80004C101     3633   124769       SH              SOLE              124769   0         0 
SANMINA- SCI CORP                COMMON   800907107     7360  1043982       SH              SOLE             1043982   0         0 
SANOFI-AVENTIS ADR               COMMON   80105N105     8625   235600       SH              SOLE              235600   0         0 
SAP AG ADR                       COMMON   803054204     6894   177000       SH              SOLE              177000   0         0 
SAPIENT CORP                     COMMON   803062108      990   129700       SH              SOLE              129700   0         0 
SARA LEE CORP                    COMMON   803111103     1811    79225       SH              SOLE               79225   0         0 
SCHEIN HENRY INC                 COMMON   806407102      499     8010       SH              SOLE                8010   0         0 
SCHERING-PLOUGH CORPORATION      COMMON   806605101     6208   325720       SH              SOLE              325720   0         0 
SCHLUMBERGER LTD                 COMMON   806857108     6020    89434       SH              SOLE               89434   0         0 
SCHWAB (CHARLES) CORP            COMMON   808513105      352    38349       SH              SOLE               38349   0         0 
SCIENTIFIC-ATLANTA INC           COMMON   808655104    10040   387335       SH              SOLE              387335   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
SCIENTIFIC GAMES CORP-A          COMMON   80874P109      989    51800       SH              SOLE               51800   0         0 
SCRIPPS E W CO OHIO              COMMON   811054204     1151    24100       SH              SOLE               24100   0         0 
SEALED AIR CORP                  COMMON   81211K100       30      645       SH              SOLE                 645   0         0 
SEARS ROEBUCK & CO               COMMON   812387108      361     9052       SH              SOLE                9052   0         0 
CONSUMER DISCRETIONARY SELT ET   COMMON   81369Y407       22      700       SH              SOLE                 700   0         0 
SELECT MEDICAL CORP              COMMON   816196109      153    11400       SH              SOLE               11400   0         0 
SEMTECH CORP                     COMMON   816850101     1102    57500       SH              SOLE               57500   0         0 
SEMPRA ENERGY                    COMMON   816851109     1137    31413       SH              SOLE               31413   0         0 
SEPRACOR INC                     COMMON   817315104      185     3800       SH              SOLE                3800   0         0 
SERONA SA ADR                    COMMON   81752M101     1945   126900       SH              SOLE              126900   0         0 
SERVICEMASTER COMPANY            COMMON   81760N109      450    34978       SH              SOLE               34978   0         0 
SHANDA INTERACTIVE ENTER-ADR     COMMON   81941Q203     5923   247000       SH              SOLE              247000   0         0 
SHAW COMMUNICATIONS INC CL B C   COMMON   82028K200      186    11159       SH              SOLE               11159   0         0 
SHERWIN-WILLIAMS CO              COMMON   824348106    19371   440640       SH              SOLE              440640   0         0 
SHINHAN FINANCIAL GRP ADR        COMMON   824596100    12710   367330       SH              SOLE              367330   0         0 
SHIRE PHARMACEUTICALS GRP PLC    COMMON   82481R106     5383   187900       SH              SOLE              187900   0         0 
SHUFFLE MASTER INC               COMMON   825549108     1206    32200       SH              SOLE               32200   0         0 
SIEBEL SYSTEMS INC               COMMON   826170102     1795   238068       SH              SOLE              238068   0         0 
SIERRA HEALTH SERVICES           COMMON   826322109      709    14800       SH              SOLE               14800   0         0 
SIERRA WIRELESS INC              COMMON   826516106      459    25800       SH              SOLE               25800   0         0 
SIGMA-ALDRICH                    COMMON   826552101     5585    96297       SH              SOLE               96297   0         0 
SILICON LABORATORIES             COMMON   826919102     2114    63900       SH              SOLE               63900   0         0 
SILICON IMAGE INC                COMMON   82705T102      897    71000       SH              SOLE               71000   0         0 
SILICON VALLEY BANCSHARES        COMMON   827064106     1234    33200       SH              SOLE               33200   0         0 
SIMON PROPERTY GROUP INC REIT    COMMON   828806109     5551   103500       SH              SOLE              103500   0         0 
SINCLAIR BROADCAST GROUP INC     COMMON   829226109      599    82120       SH              SOLE               82120   0         0 
SMITH INTERNATIONAL INC          COMMON   832110100     2094    34484       SH              SOLE               34484   0         0 
SOLECTRON CORP                   COMMON   834182107      135    27232       SH              SOLE               27232   0         0 
SONY CORPORATION ADR             COMMON   835699307      517    15020       SH              SOLE               15020   0         0 
SOUTHERN CO                      COMMON   842587107      979    32646       SH              SOLE               32646   0         0 
SOUTHTRUST CORP                  COMMON   844730101     2136    51283       SH              SOLE               51283   0         0 
SOUTHWEST AIRLINES               COMMON   844741108      320    23500       SH              SOLE               23500   0         0 
SOUTHWEST BANCORP OF TEXAS       COMMON   84476R109     1031    51200       SH              SOLE               51200   0         0 
SOVEREIGN BANCORP INC            COMMON   845905108     3204   146830       SH              SOLE              146830   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
SPANISH BROADCASTING SYS INC     COMMON   846425882      421    42820       SH              SOLE               42820   0         0 
SPECTRASITE INC                  COMMON   84761M104      831    17880       SH              SOLE               17880   0         0 
SPINNAKER EXPL CO                COMMON   84855W109      869    24800       SH              SOLE               24800   0         0 
SPORTS AUTHORITY INC             COMMON   84917U109      364    15700       SH              SOLE               15700   0         0 
SPRINT CORP (FON GROUP)          COMMON   852061100     1986    98660       SH              SOLE               98660   0         0 
STANCORP FINL GROUP INC          COMMON   852891100      420     5900       SH              SOLE                5900   0         0 
STANLEY WORKS                    COMMON   854616109    10907   256465       SH              SOLE              256465   0         0 
STAPLES INC                      COMMON   855030102     4962   166389       SH              SOLE              166389   0         0 
STARBUCKS CORP                   COMMON   855244109     4571   100550       SH              SOLE              100550   0         0 
STARWOOD HOTELS & RESORTS WORL   COMMON   85590A203     4821   103863       SH              SOLE              103863   0         0 
STATE STREET CORP                COMMON   857477103     3508    82131       SH              SOLE               82131   0         0 
STATION CASINOS INC              COMMON   857689103     1216    24800       SH              SOLE               24800   0         0 
STERICYCLE INC                   COMMON   858912108     1077    23460       SH              SOLE               23460   0         0 
STONE ENERGY CORP                COMMON   861642106      481    11000       SH              SOLE               11000   0         0 
STORAGE TECHNOLOGY CORP          COMMON   862111200      179     7100       SH              SOLE                7100   0         0 
STRATEGIC DIAGNOSTICS INC        COMMON   862700101        0      178       SH              SOLE                 178   0         0 
STRYKER CORP                     COMMON   863667101     3252    67641       SH              SOLE               67641   0         0 
SUN LIFE FINANCIAL SVSC CAN      COMMON   866796105     4574   151728       SH              SOLE              151728   0         0 
SUN MICROSYSTEMS INC             COMMON   866810104     5520  1366313       SH              SOLE             1366313   0         0 
SUNCOR ENERGY INC                COMMON   867229106     2509    78534       SH              SOLE               78534   0         0 
SUNGARD DATA SYSTEMS INC         COMMON   867363103      563    23706       SH              SOLE               23706   0         0 
SUNOCO INC                       COMMON   86764P109    27334   369483       SH              SOLE              369483   0         0 
SUNTRUST BANKS INC               COMMON   867914103     2917    41422       SH              SOLE               41422   0         0 
SUPERVALU INC                    COMMON   868536103     3959   143700       SH              SOLE              143700   0         0 
SWIFT TRANSN CO                  COMMON   870756103      138     8200       SH              SOLE                8200   0         0 
SYMANTEC CORP                    COMMON   871503108     9680   176390       SH              SOLE              176390   0         0 
SYMBOL TECHNOLOGIES INC          COMMON   871508107       17     1350       SH              SOLE                1350   0         0 
SYNAPTICS INC                    COMMON   87157D109      687    34100       SH              SOLE               34100   0         0 
SYNOPSYS INC                     COMMON   871607107       92     5824       SH              SOLE                5824   0         0 
SYNOVUS FINANCIAL CORP           COMMON   87161C105      212     8122       SH              SOLE                8122   0         0 
SYSCO CORP                       COMMON   871829107      906    30280       SH              SOLE               30280   0         0 
TCF FINANCIAL CORP               COMMON   872275102      137     4525       SH              SOLE                4525   0         0 
TJX COMPANIES INC                COMMON   872540109      878    39836       SH              SOLE               39836   0         0 
TXU CORPORATION                  COMMON   873168108     2996    62515       SH              SOLE               62515   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
TAIWAN SEMICONDUCTOR ADR         COMMON   874039100     2917   408539       SH              SOLE              408539   0         0 
TALISMAN ENERGY INC              COMMON   8.74E+107     2357    90997       SH              SOLE               90997   0         0 
TARGET CORPORATION               COMMON   8.76E+110     5413   119626       SH              SOLE              119626   0         0 
TECH DATA CORP                   COMMON   878237106      197     5100       SH              SOLE                5100   0         0 
TECHNE CORP                      COMMON   878377100      344     9000       SH              SOLE                9000   0         0 
TEKELEC                          COMMON   879101103      916    54900       SH              SOLE               54900   0         0 
TEKTRONIX INC                    COMMON   879131100      153     4600       SH              SOLE                4600   0         0 
TELE CELULAR SUL PART SA ADR     COMMON   879238103      395    27700       SH              SOLE               27700   0         0 
TELE CENTRO OESTE CELULAR SA A   COMMON   87923P105     2122   208000       SH              SOLE              208000   0         0 
TELE NORTE LESTE PART SA ADR     COMMON   879246106      770    58192       SH              SOLE               58192   0         0 
TELECOMM ARGENTINA SA SP ADR     COMMON   879273209      218    20000       SH              SOLE               20000   0         0 
TELEFONOS DE MEXICO SA ADR       COMMON   879403780     9061   280790       SH              SOLE              280790   0         0 
TELEWEST GLOBAL INC              COMMON   87956T107    11493   989086       SH              SOLE              989086   0         0 
TELLABS INC                      COMMON   879664100     2763   300699       SH              SOLE              300699   0         0 
TEMPLE-INLAND INC                COMMON   879868107      175     2600       SH              SOLE                2600   0         0 
TENARIS SA-ADR                   COMMON   88031M109     1240    27190       SH              SOLE               27190   0         0 
TENET HEALTHCARE CORPORATION     COMMON   88033G100      802    74369       SH              SOLE               74369   0         0 
TENNANT COMPANY                  COMMON   880345103      758    18700       SH              SOLE               18700   0         0 
TERADYNE INC                     COMMON   880770102      148    11020       SH              SOLE               11020   0         0 
TEVA PHARMACEUTICAL INDS LTD A   COMMON   881624209    12472   480620       SH              SOLE              460020   0     20600 
TEXAS INSTRUMENTS INC            COMMON   882508104    17195   808028       SH              SOLE              808028   0         0 
TEXTRON INC                      COMMON   883203101     9203   143192       SH              SOLE              143192   0         0 
THERMO ELECTRON CORP             COMMON   883556102     1340    49592       SH              SOLE               49592   0         0 
THOMSON CORP                     COMMON   884903105      841    24241       SH              SOLE               24241   0         0 
3M CO                            COMMON   88579Y101    20127   251683       SH              SOLE              251683   0         0 
TIFFANY & CO                     COMMON   886547108     1160    37723       SH              SOLE               37723   0         0 
TIME WARNER INC                  COMMON   887317105    42329  2622589       SH              SOLE             2622589   0         0 
TODCO-A                          COMMON   88889T107     1230    70900       SH              SOLE               70900   0         0 
TORCHMARK CORP                   COMMON   891027104     4657    87569       SH              SOLE               87569   0         0 
TORO CO                          COMMON   891092108      925    13549       SH              SOLE               13549   0         0 
TORONTO-DOMINION BANK            COMMON   891160509     1306    36000       SH              SOLE               36000   0         0 
TOTAL SA-SPON ADR                COMMON   8.92E+113     2531    24770       SH              SOLE               24770   0         0 
TOYS 'R US INC                   COMMON   892335100       21     1193       SH              SOLE                1193   0         0 
TRANSCANADA CORP                 COMMON   89353D107     1043    47755       SH              SOLE               47755   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
TRIAD GUARANTY INC               COMMON   895925105       90     1631       SH              SOLE                1631   0         0 
TRIBUNE CO                       COMMON   896047107     2200    53459       SH              SOLE               53459   0         0 
TRIMBLE NAVIGATION LTD           COMMON   896239100     1375    43500       SH              SOLE               43500   0         0 
TRIUMPH GROUP INC                COMMON   896818101     1103    32600       SH              SOLE               32600   0         0 
TUESDAY MORNING CORP             COMMON   899035505     1339    43300       SH              SOLE               43300   0         0 
TUPPERWARE CORP                  COMMON   899896104      207    12200       SH              SOLE               12200   0         0 
TURKCELL ILETISIM HI ADR         COMMON   900111204      308    27463       SH              SOLE               27463   0         0 
TYCO INTERNATIONAL LTD           COMMON   902124106    26389   860688       SH              SOLE              860688   0         0 
TYSON FOODS INC                  COMMON   902494103     2764   172534       SH              SOLE              172534   0         0 
UCBH HOLDINGS INC                COMMON   90262T308     1168    29900       SH              SOLE               29900   0         0 
US BANCORP                       COMMON   902973304    13081   452622       SH              SOLE              452622   0         0 
UNIBANCO-UNIAO DE BANCOS BRASL   COMMON   9.05E+111     1086    44800       SH              SOLE               44800   0         0 
UNION PACIFIC CORP               COMMON   907818108      420     7169       SH              SOLE                7169   0         0 
UNIONBANCAL CORP                 COMMON   908906100      787    13300       SH              SOLE               13300   0         0 
UNISYS CORPORATION               COMMON   909214108      130    12644       SH              SOLE               12644   0         0 
UNITED DEFENSE INDUSTRIES        COMMON   91018B104      300     7500       SH              SOLE                7500   0         0 
UNITED MICROELECTRONICS ADR      COMMON   910873207      510   150755       SH              SOLE              150755   0         0 
UNITED NATIONAL GROUP LTD        COMMON   91103X102      958    66000       SH              SOLE               66000   0         0 
UNITED PARCEL SERVICE INC        COMMON   911312106     2520    33199       SH              SOLE               33199   0         0 
UNITED STATES STEEL CORP         COMMON   912909108      267     7100       SH              SOLE                7100   0         0 
UNITED  SURGICAL PARTNERS        COMMON   913016309     1041    30300       SH              SOLE               30300   0         0 
UNITED TECHNOLOGIES CORP         COMMON   913017109    15856   169805       SH              SOLE              169805   0         0 
UNITEDHEALTH GROUP INCORPORATE   COMMON   91324P102    41801   566864       SH              SOLE              566864   0         0 
UNIVISION COMMUNICATIONS INC     COMMON   914906102     3284   103893       SH              SOLE              103893   0         0 
UNOCAL CORP                      COMMON   915289102     2014    46828       SH              SOLE               46828   0         0 
UNUMPROVIDENT CORP               COMMON   91529Y106      185    11812       SH              SOLE               11812   0         0 
URBAN OUTFITTERS INC             COMMON   917047102     2466    71686       SH              SOLE               71686   0         0 
UTSTARCOM INC                    COMMON   918076100      215    13376       SH              SOLE               13376   0         0 
VCA ANTECH INC                   COMMON   918194101      757    36700       SH              SOLE               36700   0         0 
VF CORPORATION                   COMMON   918204108      915    18500       SH              SOLE               18500   0         0 
VALEANT PHARMACEUTICALS          COMMON   91911X104    15092   625700       SH              SOLE              625700   0         0 
VALERO ENERGY CORP               COMMON   91913Y100     2549    31777       SH              SOLE               31777   0         0 
VARIAN MEDICAL SYSTEMS INC       COMMON   92220P105     2821    81610       SH              SOLE               81610   0         0 
VECTOR GROUP LTD                 COMMON   92240M108    17399  1157624       SH              SOLE             1157624   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
VERITAS SOFTWARE CORP            COMMON   923436109     3768   211660       SH              SOLE              211660   0         0 
VERISIGN INC                     COMMON   9.23E+106     5291   266162       SH              SOLE              266162   0         0 
VERIZON COMMUNICATIONS           COMMON   92343V104    62147  1578141       SH              SOLE             1578141   0         0 
VIACOM INC CL A                  COMMON   925524100       24      700       SH              SOLE                 700   0         0 
VIACOM INC CL B                  COMMON   925524308    53984  1608595       SH              SOLE             1608595   0         0 
VIDESH SANCHAR NIGAM SP ADR      COMMON   92659G600        2      302       SH              SOLE                 302   0         0 
VISHAY INTERTECHNOLOGY INC       COMMON   928298108     6942   538150       SH              SOLE              538150   0         0 
VISTEON CORP                     COMMON   92839U107       78     9700       SH              SOLE                9700   0         0 
VISX INC                         COMMON   92844S105      416    20200       SH              SOLE               20200   0         0 
VITESSE SEMICONDUCTOR CORP       COMMON   928497106      619   226700       SH              SOLE              226700   0         0 
VODAFONE GROUP PLC ADR           COMMON   92857W100      834    34600       SH              SOLE               34600   0         0 
VOTORANTIM CELULOSE E PAPEL SA   COMMON   92906P106     2404    69585       SH              SOLE               69585   0         0 
VULCAN MATERIALS CO              COMMON   929160109     3230    63392       SH              SOLE               63392   0         0 
W HOLDING COMPANY INC            COMMON   929251106      114     6000       SH              SOLE                6000   0         0 
WABASH NATL CORP                 COMMON   929566107     1066    38800       SH              SOLE               38800   0         0 
WACHOVIA CORP                    COMMON   929903102    30736   654662       SH              SOLE              654662   0         0 
WAL-MART STORES INC              COMMON   931142103    19610   368612       SH              SOLE              368612   0         0 
WALGREEN CO                      COMMON   931422109     5991   167201       SH              SOLE              167201   0         0 
WASHINGTON MUTUAL INC            COMMON   939322103     3170    81117       SH              SOLE               81117   0         0 
WASTE MANAGEMENT INC             COMMON   94106L109      834    30497       SH              SOLE               30497   0         0 
WATERS CORP                      COMMON   941848103      850    19274       SH              SOLE               19274   0         0 
WEBSENSE INC                     COMMON   947684106      563    13500       SH              SOLE               13500   0         0 
WEBMD CORPORATION                COMMON   94769M105       86    12400       SH              SOLE               12400   0         0 
WEIGHT WATCHERS INTERNATIONAL    COMMON   948626106     1351    34800       SH              SOLE               34800   0         0 
WELLCARE HEALTH PLANS INC        COMMON   94946T106      146     7700       SH              SOLE                7700   0         0 
WELLPOINT HEALTH NETWORKS        COMMON   94973H108     2619    24923       SH              SOLE               24923   0         0 
WELLS FARGO & COMPANY            COMMON   949746101    19110   320470       SH              SOLE              320470   0         0 
WENDY'S INTERNATIONAL INC        COMMON   950590109    10076   299874       SH              SOLE              299874   0         0 
WESTERN WIRELESS                 COMMON   9.60E+208      609    23700       SH              SOLE               23700   0         0 
WESTWOOD ONE INC                 COMMON   961815107      219    11067       SH              SOLE               11067   0         0 
WEYERHAEUSER CO                  COMMON   962166104    18110   272407       SH              SOLE              272407   0         0 
WHEATON RIVER MINERALS LTD       COMMON   962902102     1882   600000       SH              SOLE              600000   0         0 
WHIRLPOOL CORP                   COMMON   963320106      174     2901       SH              SOLE                2901   0         0 
WHOLE FOODS MKT INC              COMMON   966837106      839     9782       SH              SOLE                9782   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
WILLIAMS COS INC                 COMMON   969457100      743    61380       SH              SOLE               61380   0         0 
WIMM-BILL-DANN FOODS 144A ADR    COMMON   97263M109      381    25000       SH              SOLE               25000   0         0 
WINN-DIXIE STORES INC            COMMON   974280109       87    28300       SH              SOLE               28300   0         0 
WINNEBAGO INDUSTRIES             COMMON   974637100     2155    62200       SH              SOLE               62200   0         0 
WIPRO LTD-ADR                    COMMON   97651M109      193    10200       SH              SOLE               10200   0         0 
WISCONSIN ENERGY CORP            COMMON   976657106      189     5914       SH              SOLE                5914   0         0 
WORTHINGTON INDUSTRIES           COMMON   981811102       49     2300       SH              SOLE                2300   0         0 
WRIGLEY (WM) JR CO               COMMON   982526105     1006    15891       SH              SOLE               15891   0         0 
WYETH                            COMMON   983024100    58895  1574745       SH              SOLE             1574745   0         0 
WYNN RESORTS LTD                 COMMON   983134107     2290    44300       SH              SOLE               44300   0         0 
XM SATELLITE RADIO               COMMON   983759101      132     4246       SH              SOLE                4246   0         0 
XTO ENERGY INC                   COMMON   98385X106      207     6358       SH              SOLE                6358   0         0 
XCEL ENERGY INC                  COMMON   98389B100      247    14263       SH              SOLE               14263   0         0 
XILINX INC                       COMMON   983919101     5303   196421       SH              SOLE              196421   0         0 
XEROX CORP                       COMMON   984121103     2928   207960       SH              SOLE              207960   0         0 
YAHOO INC                        COMMON   984332106    29398   866941       SH              SOLE              866941   0         0 
YUM! BRANDS INC                  COMMON   988498101     6011   147827       SH              SOLE              147827   0         0 
ZALE CORP                        COMMON   988858106     1031    36700       SH              SOLE               36700   0         0 
ZEBRA TECHNOLOGIES CORP CL A     COMMON   989207105     4969    81450       SH              SOLE               81450   0         0 
ZENITH NATIONAL INSURANCE CP     COMMON   989390109      965    22800       SH              SOLE               22800   0         0 
ZIMMER HOLDINGS INC              COMMON   98956P102    10513   133011       SH              SOLE              133011   0         0 
ZIONS BANCORPORATION             COMMON   989701107     3259    53389       SH              SOLE               53389   0         0 
DAIMLERCHRYSLER AG               COMMON   D1668R123     5460   132624       SH              SOLE              132624   0         0 
DEUTSCHE BANK AG                 COMMON   D18190898    43977   613172       SH              SOLE              613172   0         0 
ACE LTD                          COMMON   G0070K103      666    16621       SH              SOLE               16621   0         0 
AMDOCS LTD                       COMMON   G02602103     4571   209370       SH              SOLE              209370   0         0 
ACCENTURE LTD CL A               COMMON   G1150G111     3015   111457       SH              SOLE              111457   0         0 
COOPER INDUSTRIES INC            COMMON   G24182100      280     4753       SH              SOLE                4753   0         0 
CREDICORP LTD                    COMMON   G2519Y108      140    10000       SH              SOLE               10000   0         0 
EVEREST RE GROUP LTD             COMMON   G3223R108       23      307       SH              SOLE                 307   0         0 
FRONTLINE LTD                    COMMON   G3682E127    17465   372459       SH              SOLE              372459   0         0 
GLOBALSANTAFE CORP               COMMON   G3930E101      226     7364       SH              SOLE                7364   0         0 
INGERSOLL-RAND CO CL A           COMMON   G4776G101     3743    55073       SH              SOLE               55073   0         0 
MARVELL TECHNOLOGY               COMMON   G5876H105     3367   128858       SH              SOLE              128858   0         0 

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SECURITY                        TITLE OF              MARKET                              INVESTMENT  13F   VOTING   VOTING  VOTING
DESCRIPTION                       CLASS     CUSIP     VALUE    PAR VALUE  SH/PRN PUT/CALL DISCRETION  MGR    SOLE    SHARED   NONE 
------------------------------  --------  ---------  -------  ----------  ------ -------- ----------  ---  --------- ------  ------
                                                                                                                                   
MONTPELIER RE HOLDING            COMMON   G62185106     2997    81700       SH              SOLE               81700   0         0 
NABORS INDS LTD                  COMMON   G6359F103    12027   254012       SH              SOLE              254012   0         0 
NOBLE CORP                       COMMON   G65422100     2214    49261       SH              SOLE               49261   0         0 
QUANTA CAPITAL HOLDINGS LTD      COMMON   G7313F106     1548   189900       SH              SOLE              189900   0         0 
RENAISSANCERE HOLDINGS LTD       COMMON   G7496G103       65     1259       SH              SOLE                1259   0         0 
SHIP FINANCE INTL LTD            COMMON   G81075106      468    23279       SH              SOLE               23279   0         0 
TRANSOCEAN INC                   COMMON   G90078109     7092   198221       SH              SOLE              198221   0         0 
WEATHERFORD INTL LTD             COMMON   G95089101     1925    37739       SH              SOLE               37739   0         0 
WHITE MOUNTAINS INSURANCE GP     COMMON   G9618E107       28       54       SH              SOLE                  54   0         0 
WILLIS GROUP HLDGS LTD           COMMON   G96655108       19      500       SH              SOLE                 500   0         0 
XL CAPITAL LIMITED CL A          COMMON   G98255105      330     4463       SH              SOLE                4463   0         0 
ALCON INC                        COMMON   H01301102     3368    42000       SH              SOLE               42000   0         0 
UBS AG                           COMMON   H8920M855    44607   632785       SH              SOLE              632785   0         0 
SBS BROADCASTING                 COMMON   L8137F102       30      900       SH              SOLE                 900   0         0 
CHECK POINT SOFTWARE TECH LTD    COMMON   M22465104     9955   586600       SH              SOLE              581000   0      5600 
ASM INTERNATIONAL                COMMON   N07045102    14344  1073447       SH              SOLE             1073447   0         0 
ASML HOLDING NV ADR              COMMON   N07059111     1737   135000       SH              SOLE              135000   0         0 
QIAGEN NV                        COMMON   N72482107      899    80000       SH              SOLE               80000   0         0 
ROYAL CARIBBEAN CRUISES LTD      COMMON   V7780T103     1059    24300       SH              SOLE               24300   0         0 
FLEXTRONICS INTL LTD             COMMON   Y2573F102     1871   141222       SH              SOLE              141222   0         0 
                                                     -------  -------                                      ---------   -     ----- 
GRAND TOTAL                                          6912345        0                                      219812717   0     30800 

Report Name: 1New13F SOLE                                                       
Run Date: 11/05/04                                                              

Total Entries 1038

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Dates Referenced Herein

		Referenced-On Page
This ‘13F-HR’ Filing	Date	First	Last	Other Filings

Filed on / Effective on:	11/15/04			None on these Dates
For Period end:	9/30/04	1
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Filing Submission 0000950144-04-011129 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Invesco Asset Management Ltd. – ‘13F-HR’ for 9/30/04

On: Monday, 11/15/04, at 12:35pm ET · Effective: 11/15/04 · For: 9/30/04 · Accession #: 950144-4-11129 · File #: 28-05683

Previous ‘13F-HR’: ‘13F-HR’ on 8/12/04 for 6/30/04 · Latest ‘13F-HR’: This Filing

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents