UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13 (F) COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2004
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: American Express Financial Corporation
Address: 430 AXP Financial Center
Minneapolis, MN 55474-0000
Form 13F File Number: 28-139
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Jeffrey Fox
Title: V.P. Investment Accounting
Phone: 612-671-6741
Signature, Place, and Date of Signing:
/s/ Jeffrey Fox Minneapolis, MN April 14, 2004
------------------- ------------------ --------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ x ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 13
Form 13F Information Table Entry Total: 5060
Form 13F Information Table Value Total: $66666274 (thousands)
List of Other Included Managers:
No. 13F File Number Name
-------------------- -----------------------------------------
01 28-698 American Express Company
02 28-10477 American Express Asset Management Group Inc.
03 28-1045 American Express Trust Company
04 28-140 American Express Certificate Company
05 28-143 IDS Life Insurance Company
06 28-1046 IDS Life Insurance Company of New York
07 28-10459 American Partners Life
08 28-10456 American Centurion Life of New York
09 28-10457 American Enterprise Life
10 Threadneedle Asset Management Limited
11 28-06558 American Express Asset Management International
12 28-05679 American Express Asset Management International-Japan
13 28-06560 American Express Asset Management International Limited
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAON INC COM 000360206 554 28000 SH DEFINED 01 28000 0 0
AAR CORP COM 000361105 1105 89945 SH DEFINED 01 89945 0 0
ABC BANCORP COM 000400101 313 16513 SH DEFINED 01 16513 0 0
LIPMAN ELECTRONIC ENGINEERIG COM 000428011 1172 25370 SH DEFINED 01 11 0 25370 0
ADC TELECOM COM 000886101 152 52469 SH DEFINED 01 52469 0 0
ADC TELECOM COM 000886101 2083 718400 SH DEFINED 01 02 0 0 718400
ADC TELECOM COM 000886101 532 183558 SH DEFINED 01 03 0 183558 0
ADC TELECOM COM 000886101 74 25800 SH DEFINED 01 11 0 0 25800
ROYAL CARIBBEAN COM USD0.01 COM 000886286 5208 118100 SH DEFINED 01 11 0 118100 0
ACT TELECONFERENCING INC COM 000955104 96 34700 SH DEFINED 01 34700 0 0
ABM INDUSTRIES INC COM 000957100 2445 136204 SH DEFINED 01 136204 0 0
AFC ENTERPRISES COM 00104Q107 110 4784 SH DEFINED 01 4784 0 0
AFLAC INC COM 001055102 1339 33355 SH DEFINED 01 33355 0 0
AFLAC INC COM 001055102 1494 37190 SH DEFINED 01 02 0 37190 0
AFLAC INC COM 001055102 4684 116695 SH DEFINED 01 03 0 116695 0
ORBOTECH LTD COM 001082338 79 3300 SH DEFINED 01 11 0 3300 0
CHECK POINT SFTWRE ORD ILS1 COM 001082411 26040 1144117 SH DEFINED 01 11 0 1144117 0
AGCO CORP COM 001084102 10237 494277 SH DEFINED 01 494277 0 0
AGCO CORP COM 001084102 2690 129910 SH DEFINED 01 02 0 0 129910
AGL RESOURCES INC COM 001204106 1137 39177 SH DEFINED 01 39177 0 0
AGL RESOURCES INC COM 001204106 20 716 SH DEFINED 01 02 0 716 0
AGL RESOURCES INC COM 001204106 95 3261 SH DEFINED 01 03 0 3261 0
AES CORP COM 00130H105 389 45586 SH DEFINED 01 45586 0 0
AES CORP COM 00130H105 1209 141693 SH DEFINED 01 03 0 141693 0
ALCON INC COM 001382649 11658 184289 SH DEFINED 01 11 0 184289 0
AMB PROPERTY CORP. COM 00163T109 276 7419 SH DEFINED 01 7419 0 0
AMC ENTERTAINMENT IN COM 001669100 1845 120189 SH DEFINED 01 120189 0 0
AMLI. COM 001735109 1076 38100 SH DEFINED 01 0 0 38100
AMN HEALTHCARE SERV. COM 001744101 2624 142990 SH DEFINED 01 0 0 142990
AMR CORP DEL COM 001765106 38695 3039722 SH DEFINED 01 3039722 0 0
AMR CORP DEL COM 001765106 126 9920 SH DEFINED 01 02 0 9920 0
AMR CORP DEL COM 001765106 345 27100 SH DEFINED 01 03 0 27100 0
AMR CORP DEL COM 001765106 29884 2347621 SH DEFINED 01 11 0 0 2347621
APAC CUSTOMER SVCS COM 00185E106 6 2120 SH DEFINED 01 2120 0 0
ATI TECHNOLOGIES. COM 001941103 21 1297 SH DEFINED 01 03 0 1297 0
AT&T CORP COM 001957505 79293 4051809 SH DEFINED 01 4051809 0 0
AT&T CORP COM 001957505 513 26197 SH DEFINED 01 02 0 26197 0
AT&T CORP COM 001957505 5343 273021 SH DEFINED 01 03 0 273021 0
AT&T CORP COM 001957505 1565 80000 SH DEFINED 01 11 0 0 80000
AT&T CORP COM 001957505 820 41894 SH DEFINED 01 13 0 41894 0
A S A LIMITED COM 002050102 3083 71200 SH DEFINED 01 71200 0 0
ATMI INC COM 00207R101 2460 93507 SH DEFINED 01 93507 0 0
AT&T WIRELESS SVCS COM 00209A106 113573 8344801 SH DEFINED 01 8344801 0 0
AT&T WIRELESS SVCS COM 00209A106 1024 75296 SH DEFINED 01 02 0 75296 0
AT&T WIRELESS SVCS COM 00209A106 8438 619972 SH DEFINED 01 03 0 619972 0
AVX CORP COM 002444107 496 30100 SH DEFINED 01 30100 0 0
AARON RENTS INC COM 002535201 4907 197165 SH DEFINED 01 0 0 197165
AARON RENTS INC-CL A COM 002535300 65 3000 SH DEFINED 01 3000 0 0
ABAXIS COM 002567105 1499 74000 SH DEFINED 01 74000 0 0
ABBOTT LABS * COM 002824100 8030 195359 SH DEFINED 01 195359 0 0
ABBOTT LABS * COM 002824100 1265 30768 SH DEFINED 01 02 0 30768 0
ABBOTT LABS * COM 002824100 14624 355809 SH DEFINED 01 03 0 355809 0
ABBOTT LABS * COM 002824100 4495 109300 SH DEFINED 01 11 0 0 109300
ABERCROMBIE & FITCH COM 002896207 138 4082 SH DEFINED 01 4082 0 0
ABERCROMBIE & FITCH COM 002896207 499 14739 SH DEFINED 01 02 0 12113 2626
ABGENIX INC COM 00339B107 2617 196900 SH DEFINED 01 196900 0 0
ABLE LABORATORIES INC COM 00371N407 852 43600 SH DEFINED 01 43600 0 0
ABOVENET INC COM 00374N107 303 8000 SH DEFINED 01 02 0 8000 0
ABITIBI-CONSOLIDATED COM 003924107 18803 2652048 SH DEFINED 01 2652048 0 0
ACADIA REALTY TRUST COM 004239109 827 58518 SH DEFINED 01 0 0 58518
ACCESS PHARMACEUTICALS INC COM 00431M209 769 119840 SH DEFINED 01 119840 0 0
ACCREDITED HOME LENDERS COM 00437P107 2596 65886 SH DEFINED 01 65886 0 0
ACCREDO HEALTH INC COM 00437V104 8035 210885 SH DEFINED 01 210885 0 0
ACCREDO HEALTH INC COM 00437V104 4 100 SH DEFINED 01 02 0 100 0
ACE CASH EXPRESS INC COM 004403101 474 15723 SH DEFINED 01 15723 0 0
ACETO CORP COM 004446100 6 385 SH DEFINED 01 02 0 385 0
ACTIVISION INC COM 004930202 6333 400314 SH DEFINED 01 400314 0 0
ACTIVISION INC COM 004930202 1650 104220 SH DEFINED 01 02 0 1290 102930
ACTIVISION INC COM 004930202 92 5800 SH DEFINED 01 03 0 5800 0
ACTION PERFORMANCE COM 004933107 891 58365 SH DEFINED 01 58365 0 0
ACTEL CORP COM 004934105 13458 594700 SH DEFINED 01 594700 0 0
ACTEL CORP COM 004934105 70 3110 SH DEFINED 01 02 0 3110 0
ACTUATE CORP COM 00508B102 1318 408000 SH DEFINED 01 02 0 408000 0
ACTUANT CORPORATION. COM 00508X203 3928 100125 SH DEFINED 01 100125 0 0
ACUITY BRANDS INC COM 00508Y102 7180 300703 SH DEFINED 01 0 0 300703
ACUITY BRANDS INC COM 00508Y102 28 1204 SH DEFINED 01 02 0 0 1204
ACUITY BRANDS INC COM 00508Y102 137 5730 SH DEFINED 01 03 0 0 5730
ACXIOM CORP COM 005125109 32364 1473716 SH DEFINED 01 1473716 0 0
ACXIOM CORP COM 005125109 1328 60455 SH DEFINED 01 02 0 56310 4145
ACXIOM CORP COM 005125109 2051 93400 SH DEFINED 01 03 0 93400 0
ADAPTEC INC COM 00651F108 2933 334892 SH DEFINED 01 334892 0 0
ADMINISTAFF INC COM 007094105 1695 97240 SH DEFINED 01 97240 0 0
ADOBE SYSTEMS INC COM 00724F101 18719 474752 SH DEFINED 01 474752 0 0
ADOBE SYSTEMS INC COM 00724F101 1166 29555 SH DEFINED 01 02 0 29555 0
ADOBE SYSTEMS INC COM 00724F101 3430 86987 SH DEFINED 01 03 0 86987 0
ADTRAN INC COM 00738A106 172 5718 SH DEFINED 01 5718 0 0
ADVANCE AUTO PARTS. COM 00751Y106 12678 311736 SH DEFINED 01 311736 0 0
ADVANCE AUTO PARTS. COM 00751Y106 89 2193 SH DEFINED 01 02 0 0 2193
ADV DIGITAL INFORMAT. COM 007525108 3405 299248 SH DEFINED 01 299248 0 0
ADV DIGITAL INFORMAT. COM 007525108 3 270 SH DEFINED 01 02 0 270 0
ADVANCED MKTG SERV COM 00753T105 530 53486 SH DEFINED 01 53486 0 0
ADVANCED FIBRE COMM COM 00754A105 7946 360678 SH DEFINED 01 360678 0 0
ADVANCED FIBRE COMM COM 00754A105 82 3716 SH DEFINED 01 02 0 0 3716
ADVANCED NEUROMODULA. COM 00757T101 4558 126300 SH DEFINED 01 126300 0 0
ADVANCED NEUROMODULA. COM 00757T101 21537 596765 SH DEFINED 01 02 0 516965 79800
ADVANCED NEUROMODULA. COM 00757T101 615 17050 SH DEFINED 01 03 0 17050 0
ADVO INC COM 007585102 8222 255164 SH DEFINED 01 255164 0 0
ADVANCED POWER TECH COM 00761E108 1177 128500 SH DEFINED 01 128500 0 0
ADVISORY BOARD CO. COM 00762W107 2632 72000 SH DEFINED 01 0 0 72000
ADVISORY BOARD CO. COM 00762W107 3 90 SH DEFINED 01 02 0 0 90
ADVANCED MEDICAL OPTICS INC COM 00763M108 2222 91084 SH DEFINED 01 91084 0 0
AEROFLEX INC COM 007768104 7409 550460 SH DEFINED 01 550460 0 0
AEROFLEX INC COM 007768104 24 1752 SH DEFINED 01 02 0 1752 0
AEROFLEX INC COM 007768104 71 5298 SH DEFINED 01 03 0 5298 0
AEROPOSTALE INC. COM 007865108 5116 141100 SH DEFINED 01 0 0 141100
AEROPOSTALE INC. COM 007865108 168 4640 SH DEFINED 01 02 0 0 4640
ADVANCED MICRO DEV COM 007903107 1295 79809 SH DEFINED 01 79809 0 0
ADVANCED MICRO DEV COM 007903107 1288 79335 SH DEFINED 01 03 0 79335 0
ADVANCED ENERGY IND COM 007973100 1932 94785 SH DEFINED 01 94785 0 0
ADVENT SOFTWARE COM 007974108 13963 746672 SH DEFINED 01 746672 0 0
ADVENT SOFTWARE COM 007974108 562 30014 SH DEFINED 01 02 0 30014 0
ADVENT SOFTWARE COM 007974108 969 51800 SH DEFINED 01 03 0 51800 0
AETNA INC NEW COM 00817Y108 118373 1319365 SH DEFINED 01 1319365 0 0
AETNA INC NEW COM 00817Y108 6501 72450 SH DEFINED 01 02 0 72450 0
AETNA INC NEW COM 00817Y108 4612 51401 SH DEFINED 01 03 0 51401 0
AETNA INC NEW COM 00817Y108 94 1050 SH DEFINED 01 11 0 0 1050
AFFILIATED COMPUTER COM 008190100 68896 1327486 SH DEFINED 01 1327486 0 0
AFFILIATED COMPUTER COM 008190100 4974 95837 SH DEFINED 01 02 0 58000 37837
AFFILIATED COMPUTER COM 008190100 34 650 SH DEFINED 01 03 0 650 0
AFFILIATED COMPUTER COM 008190100 4344 83800 SH DEFINED 01 11 0 0 83800
AFFILIATED MANAGERS COM 008252108 9090 166572 SH DEFINED 01 166572 0 0
AFFILIATED MANAGERS COM 008252108 245 4500 SH DEFINED 01 02 0 4500 0
AFFYMETRIX. COM 00826T108 476 14094 SH DEFINED 01 14094 0 0
AFFORDABLE RESIDENTIAL COMMU COM 008273104 747 40386 SH DEFINED 01 0 0 40386
AFTERMARKET TECH. COM 008318107 164 11140 SH DEFINED 01 11140 0 0
AGERE SYSTEMS INC-CL A COM 00845V100 14020 4367800 SH DEFINED 01 4367800 0 0
AGERE SYSTEMS INC-CL A COM 00845V100 660 205595 SH DEFINED 01 02 0 0 205595
AGERE SYSTEMS INC-CL A COM 00845V100 39435 12362062 SH DEFINED 01 11 0 0 12362062
AGILENT TECHNOLOGIES COM 00846U101 12704 401640 SH DEFINED 01 401640 0 0
AGILENT TECHNOLOGIES COM 00846U101 1688 53352 SH DEFINED 01 02 0 6552 46800
AGILENT TECHNOLOGIES COM 00846U101 4280 135318 SH DEFINED 01 03 0 135318 0
AGILENT TECHNOLOGIES COM 00846U101 31 977 SH DEFINED 01 13 0 977 0
AGILE SOFTWARE CORP COM 00846X105 1023 116900 SH DEFINED 01 116900 0 0
AGNICO EAGLE MINES COM 008474108 11314 757700 SH DEFINED 01 757700 0 0
AGNICO EAGLE MINES COM 008474108 3792 253990 SH DEFINED 01 02 0 0 253990
AGILYSYS INC COM 00847J105 2965 249104 SH DEFINED 01 249104 0 0
AGREE REALTY CORP COM 008492100 872 27074 SH DEFINED 01 27074 0 0
AGRIUM COM 008916108 4304 292746 SH DEFINED 01 292746 0 0
AIR PROD & CHEM COM 009158106 165115 3294394 SH DEFINED 01 3294394 0 0
AIR PROD & CHEM COM 009158106 5424 108173 SH DEFINED 01 02 0 108173 0
AIR PROD & CHEM COM 009158106 5494 109613 SH DEFINED 01 03 0 109613 0
AIRGAS INC COM 009363102 433 20320 SH DEFINED 01 20320 0 0
AIRGAS INC COM 009363102 266 12500 SH DEFINED 01 02 0 12500 0
AIRGAS INC COM 009363102 3081 145000 SH DEFINED 01 11 0 0 145000
AIRTRAN HOLDINGS INC COM 00949P108 2134 179737 SH DEFINED 01 179737 0 0
AKAMAI TECHNOLOGIES. COM 00971T101 652 49608 SH DEFINED 01 49608 0 0
AKSYS LTD. COM 010196103 38 5894 SH DEFINED 01 5894 0 0
ALABAMA NATL BANC.. COM 010317105 1252 22560 SH DEFINED 01 22560 0 0
ALAMO GROUP INC. COM 011311107 5998 344900 SH DEFINED 01 344900 0 0
ALAMOSA HOLDINGS INC COM 011589108 6031 1032820 SH DEFINED 01 1032820 0 0
ALAMOSA HOLDINGS INC COM 011589108 5545 949550 SH DEFINED 01 02 0 0 949550
ALARIS MEDICAL SYSTEMS INC COM 011637105 4315 231368 SH DEFINED 01 231368 0 0
ALARIS MEDICAL SYSTEMS INC COM 011637105 33604 1801725 SH DEFINED 01 02 0 1605760 195965
ALARIS MEDICAL SYSTEMS INC COM 011637105 1125 60300 SH DEFINED 01 03 0 60300 0
ALASKA AIRGROUP COM 011659109 4151 168331 SH DEFINED 01 168331 0 0
ALBANY INTL CORP NEW COM 012348108 2513 93460 SH DEFINED 01 93460 0 0
ALBANY MOLECULAR RES COM 012423109 874 55000 SH DEFINED 01 55000 0 0
ALBEMARLE CORP COM 012653101 4722 162793 SH DEFINED 01 162793 0 0
ALBERTO CULVER COM 013068101 257 5858 SH DEFINED 01 5858 0 0
ALBERTO CULVER COM 013068101 899 20489 SH DEFINED 01 03 0 20489 0
ALBERTO CULVER COM 013068101 50 1150 SH DEFINED 01 11 0 0 1150
ALBERTSONS INC COM 013104104 25182 1136866 SH DEFINED 01 1136866 0 0
ALBERTSONS INC COM 013104104 1849 83491 SH DEFINED 01 03 0 83491 0
ALCAN INC. COM 013716105 7486 167152 SH DEFINED 01 167152 0 0
ALCAN INC. COM 013716105 26236 586800 SH DEFINED 01 11 0 0 586800
ALCOA INC COM 013817101 313528 9037968 SH DEFINED 01 9037968 0 0
ALCOA INC COM 013817101 9553 275400 SH DEFINED 01 02 0 275400 0
ALCOA INC COM 013817101 11148 321352 SH DEFINED 01 03 0 321352 0
ALCOA INC COM 013817101 24839 717000 SH DEFINED 01 11 0 0 717000
ALDERWOODS GROUP INC COM 014383103 21 2010 SH DEFINED 01 02 0 0 2010
ALDERWOODS GROUP INC COM 014383103 94 9000 SH DEFINED 01 03 0 0 9000
ALEXANDER & BALDWIN COM 014482103 116 3478 SH DEFINED 01 3478 0 0
ALEXION PHARMACEUTIC COM 015351109 819 34450 SH DEFINED 01 34450 0 0
ALIGN TECHNOLOGY INC. COM 016255101 333 17511 SH DEFINED 01 17511 0 0
ALKERMES INC COM 01642T108 57 3551 SH DEFINED 01 3551 0 0
ALLEGHANY CORP COM 017175100 4537 18344 SH DEFINED 01 18344 0 0
ALLEGHENY ENERGY COM 017361106 3157 230257 SH DEFINED 01 230257 0 0
ALLEGHENY ENERGY COM 017361106 396 28903 SH DEFINED 01 03 0 28903 0
ALLEGHENY TECHNOLOGY COM 01741R102 291 24061 SH DEFINED 01 24061 0 0
ALLEGHENY TECHNOLOGY COM 01741R102 222 18355 SH DEFINED 01 03 0 18355 0
ALLERGAN INC COM 018490102 15144 179949 SH DEFINED 01 179949 0 0
ALLERGAN INC COM 018490102 2514 29867 SH DEFINED 01 03 0 29867 0
ALLERGAN INC COM 018490102 198 2350 SH DEFINED 01 11 0 0 2350
ALLETE INC COM 018522102 129 3678 SH DEFINED 01 3678 0 0
ALLIANCE BANKSHARES CORP COM 018535104 599 33277 SH DEFINED 01 33277 0 0
ALLIANCE CAPITAL STK COM 01855A101 10 275 SH DEFINED 01 02 0 275 0
ALLIANCE DATA SYSTEM COM 018581108 21062 627780 SH DEFINED 01 627780 0 0
ALLIANCE GAMING CORP COM 01859P609 5190 161540 SH DEFINED 01 161540 0 0
ALLIANCE GAMING CORP COM 01859P609 6 180 SH DEFINED 01 02 0 180 0
ALLIANCE SEMI CONDUC COM 01877H100 751 98724 SH DEFINED 01 98724 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108 551 13773 SH DEFINED 01 13773 0 0
ALLIANT ENERGY CORP COM 018802108 122 4685 SH DEFINED 01 4685 0 0
ALLIANT ENERGY CORP COM 018802108 114 4400 SH DEFINED 01 11 0 0 4400
ALLIANT TECHSYSTEMS COM 018804104 6095 112052 SH DEFINED 01 112052 0 0
ALLIED DOMECQ SPS-ADR COM 019121201 2561 76000 SH DEFINED 01 0 0 76000
ALLIED WASTE IND COM 019589308 6853 514904 SH DEFINED 01 514904 0 0
ALLIED WASTE IND COM 019589308 970 72880 SH DEFINED 01 03 0 72880 0
ALLMERICA FINANCIAL COM 019754100 6117 177021 SH DEFINED 01 177021 0 0
ALLMERICA FINANCIAL COM 019754100 37 1068 SH DEFINED 01 02 0 1068 0
ALLMERICA FINANCIAL COM 019754100 165 4783 SH DEFINED 01 03 0 4783 0
ALLSCRIPTS HLTHCARE COM 01988P108 2004 206600 SH DEFINED 01 206600 0 0
ALLSTATE CORP COM 020002101 122610 2697090 SH DEFINED 01 2697090 0 0
ALLSTATE CORP COM 020002101 10198 224310 SH DEFINED 01 02 0 177878 46432
ALLSTATE CORP COM 020002101 7344 161565 SH DEFINED 01 03 0 161565 0
ALLSTATE CORP COM 020002101 277 6100 SH DEFINED 01 11 0 0 6100
ALLTEL CORP COM 020039103 6380 127897 SH DEFINED 01 127897 0 0
ALLTEL CORP COM 020039103 3543 71012 SH DEFINED 01 03 0 71012 0
ALPHARMA INC CL A COM 020813101 2858 145722 SH DEFINED 01 145722 0 0
ALTERA CORP COM 021441100 16873 825073 SH DEFINED 01 825073 0 0
ALTERA CORP COM 021441100 1998 97631 SH DEFINED 01 02 0 94315 3316
ALTERA CORP COM 021441100 2946 144050 SH DEFINED 01 03 0 144050 0
ALTERA CORP COM 021441100 342 16700 SH DEFINED 01 11 0 0 16700
ALTERA CORP COM 021441100 83 4052 SH DEFINED 01 13 0 4052 0
ALTIRIS INC COM 02148M100 3093 110720 SH DEFINED 01 0 0 110720
ALTIRIS INC COM 02148M100 3 90 SH DEFINED 01 02 0 0 90
ALTRIA GROUP INC COM 02209S103 801616 14722021 SH DEFINED 01 14722021 0 0
ALTRIA GROUP INC COM 02209S103 24496 449568 SH DEFINED 01 02 0 449313 255
ALTRIA GROUP INC COM 02209S103 29631 544186 SH DEFINED 01 03 0 544186 0
ALTRIA GROUP INC COM 02209S103 40772 748985 SH DEFINED 01 11 0 0 748985
ALTRIA GROUP INC COM 02209S103 5497 100951 SH DEFINED 01 13 0 100951 0
AMAZON COM INC COM 023135106 220493 5094600 SH DEFINED 01 5094600 0 0
AMAZON COM INC COM 023135106 5932 137099 SH DEFINED 01 02 0 137099 0
AMAZON COM INC COM 023135106 958 22137 SH DEFINED 01 03 0 22137 0
AMBAC FINANCIAL GRP COM 023139108 1551 21016 SH DEFINED 01 21016 0 0
AMBAC FINANCIAL GRP COM 023139108 3 39 SH DEFINED 01 02 0 39 0
AMBAC FINANCIAL GRP COM 023139108 1794 24320 SH DEFINED 01 03 0 24320 0
AMCOL INTL CORP. COM 02341W103 150 8582 SH DEFINED 01 8582 0 0
AMERADA HESS COM 023551104 6225 95358 SH DEFINED 01 95358 0 0
AMERADA HESS COM 023551104 1335 20455 SH DEFINED 01 03 0 20455 0
AMERADA HESS COM 023551104 501 7686 SH DEFINED 01 13 0 7686 0
AMEREN CORP COM 023608102 5961 129337 SH DEFINED 01 129337 0 0
AMEREN CORP COM 023608102 1908 41405 SH DEFINED 01 03 0 41405 0
AMERICA SERVICE GROUP INC COM 02364L109 152 4433 SH DEFINED 01 4433 0 0
AMERICA MOVIL SA CV. COM 02364W105 3582 92687 SH DEFINED 01 0 0 92687
AMERICA MOVIL SA CV. COM 02364W105 930 24045 SH DEFINED 01 02 0 0 24045
AMERICA MOVIL SA CV. COM 02364W105 31 800 SH DEFINED 01 03 0 0 800
AMERICA MOVIL SA CV. COM 02364W105 161147 4166225 SH DEFINED 01 11 0 0 4166225
AMERICA MOVIL SA CV. COM 02364W105 3213 83122 SH DEFINED 01 13 0 0 83122
AMERICA WEST HLDG CP COM 023657208 3193 335074 SH DEFINED 01 335074 0 0
AMER AXLE & MFG HDGS COM 024061103 7877 213745 SH DEFINED 01 213745 0 0
AMER AXLE & MFG HDGS COM 024061103 2452 66567 SH DEFINED 01 02 0 567 66000
AMER AXLE & MFG HDGS COM 024061103 97 2621 SH DEFINED 01 03 0 2621 0
AMER AXLE & MFG HDGS COM 024061103 83 2300 SH DEFINED 01 11 0 0 2300
AMER CAP STRATEGIES. COM 024937104 149 4487 SH DEFINED 01 4487 0 0
AMER CAP STRATEGIES. COM 024937104 14468 435000 SH DEFINED 01 11 0 0 435000
AMERICAN ELEC PWR COM 025537101 2536 77057 SH DEFINED 01 77057 0 0
AMERICAN ELEC PWR COM 025537101 2959 89886 SH DEFINED 01 03 0 89886 0
AMERICAN ELEC PWR COM 025537101 209 6350 SH DEFINED 01 11 0 0 6350
AMERICAN EAGLE OUTFI COM 02553E106 4683 173712 SH DEFINED 01 173712 0 0
AMERICAN EAGLE OUTFI COM 02553E106 29 1066 SH DEFINED 01 02 0 1066 0
AMERICAN EAGLE OUTFI COM 02553E106 112 4159 SH DEFINED 01 03 0 4159 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 1787 139000 SH DEFINED 01 02 0 139000 0
AMERICAN EXPRESS COM 025816109 4339 83681 SH DEFINED 01 83681 0 0
AMERICAN EXPRESS COM 025816109 15177 292712 SH DEFINED 01 03 0 292712 0
AMERICAN EXPRESS COM 025816109 6409 123700 SH DEFINED 01 11 0 0 123700
AMERICAN FINCIAL GRP COM 025932104 92 3090 SH DEFINED 01 3090 0 0
AMERICAN FINANCIAL REALTY TR COM 02607P305 505 29800 SH DEFINED 01 0 0 29800
AMERICAN FINANCIAL REALTY TR COM 02607P305 508 30000 SH DEFINED 01 11 0 0 30000
AM GREETINGS CL A COM 026375105 1481 65057 SH DEFINED 01 65057 0 0
AM GREETINGS CL A COM 026375105 86 3792 SH DEFINED 01 02 0 0 3792
AM GREETINGS CL A COM 026375105 347 15261 SH DEFINED 01 03 0 15261 0
AMERICAN HEALTHWAYS. COM 02649V104 4975 203700 SH DEFINED 01 203700 0 0
AMERICAN HOME MORTGAGE INVES COM 02660R107 142 4922 SH DEFINED 01 0 0 4922
AMERICAN HOME MORTGAGE INVES COM 02660R107 2417 83900 SH DEFINED 01 02 0 0 83900
AMERICAN INTL GROUP COM 026874107 843849 11826889 SH DEFINED 01 11826889 0 0
AMERICAN INTL GROUP COM 026874107 21296 298509 SH DEFINED 01 02 0 298509 0
AMERICAN INTL GROUP COM 026874107 45038 631219 SH DEFINED 01 03 0 631219 0
AMERICAN INTL GROUP COM 026874107 121979 1710643 SH DEFINED 01 11 0 83187 1627456
AMER ITALIAN PASTA COM 027070101 7779 194823 SH DEFINED 01 194823 0 0
AMERICAN MANAGEMENT COM 027352103 2346 122210 SH DEFINED 01 122210 0 0
AMERICAN MEDICAL SYS.. COM 02744M108 2500 94360 SH DEFINED 01 94360 0 0
AMERICAN MEDICAL SEC COM 02744P101 2434 91100 SH DEFINED 01 91100 0 0
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SUN LIFE FINL SVCS. COM 866796105 937 34900 SH DEFINED 01 34900 0 0
SUN MICROSYSTEMS INC. COM 866810104 890 213805 SH DEFINED 01 213805 0 0
SUN MICROSYSTEMS INC. COM 866810104 3144 755639 SH DEFINED 01 03 0 755639 0
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SYMBOL TECHNOLOGIES COM 871508107 380 27550 SH DEFINED 01 02 0 27550 0
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SYMMETRICOM INC COM 871543104 1115 124324 SH DEFINED 01 124324 0 0
SYMYX TECHNOLOGIES.. COM 87155S108 338 11800 SH DEFINED 01 02 0 11800 0
SYNAPTICS INC. COM 87157D109 3257 185700 SH DEFINED 01 185700 0 0
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THQ INC COM 872443403 28 1370 SH DEFINED 01 02 0 1370 0
THQ INC COM 872443403 129 6400 SH DEFINED 01 03 0 6400 0
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TTM TECHNOLOGIES COM 87305R109 17 1300 SH DEFINED 01 02 0 1300 0
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TORO CO COM 891092108 115 1857 SH DEFINED 01 03 0 1857 0
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