-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, FFA8sNBPDLGKzx1TtNDTC/NP+yOGppSMfxWQFxYdbS+cUEwxm2ltGSLmN5rpP25o H8JpYpS84DbI/6/ZNRFH6g== 0001085146-04-000448.txt : 20041112 0001085146-04-000448.hdr.sgml : 20041111 20041112152526 ACCESSION NUMBER: 0001085146-04-000448 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041112 DATE AS OF CHANGE: 20041112 EFFECTIVENESS DATE: 20041112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001269119 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10748 FILM NUMBER: 041138882 MAIL ADDRESS: STREET 1: 200 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10166 13F-HR 1 opco3q04.txt ACN _ OPPENHEIMER ASSET MGMT 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: Oppenheimer Asset Management Inc. Address: 200 Park Avenue New York, NY 10166 13F File Number: 28-10748 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: Catherine McCabe Title: Administrative Director Phone: 212.667.4439 Signature, Place, and Date of Signing: /s/ Catherine McCabe New York, NY November 10, 2004 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 7 Form13F Information Table Entry Total: 1081 Form13F Information Table Value Total: $3,050,691 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name 01 28-10451 Alkeon Capital Management, LLC 02 28-04639 Ardsley Advisory Partners 03 28-06423 CWH Associates 04 28-04847 KBW Asset Management, Inc 05 28-06279 Kilkenny Capital Management, LLC 06 28-02406 Mark Asset Management Corp 07 28-04503 Ridgecrest Investment Management 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 1 800 FLOWERS COM CL A 68243Q106 160 19320 SH DEFINED 0 0 19320 3M CO COM 88579Y101 7809 97655 SH DEFINED 0 0 97655 99 CENTS ONLY STORES COM 65440K106 3065 215383 SH DEFINED 0 0 215383 A S V INC COM 001963107 240 6400 SH DEFINED 0 0 6400 AARON RENTS INC COM 002535201 274 12600 SH DEFINED 0 0 12600 ABB LTD SPONSORED ADR 000375204 713 116552 SH DEFINED 0 0 116552 ABBOTT LABS COM 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SH DEFINED 0 0 22567 DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 665 175347 SH DEFINED 0 0 175347 DARDEN RESTAURANTS INC COM 237194105 816 35012 SH DEFINED 0 0 35012 DASSAULT SYS S A SPONSORED ADR 237545108 340 7287 SH DEFINED 0 0 7287 DEAN FOODS CO NEW COM 242370104 397 13238 SH DEFINED 0 0 13238 DECKERS OUTDOOR CORP COM 243537107 273 8022 SH DEFINED 0 0 8022 DEERE & CO COM 244199105 258 4000 SH DEFINED 0 0 4000 DELL INC COM 24702R101 13393 376412 SH DEFINED 0 0 376412 DELPHI CORP COM 247126105 1357 146134 SH DEFINED 0 0 146134 DELPHI FINL GROUP INC CL A 247131105 444 11046 SH DEFINED 0 0 11046 DELUXE CORP COM 248019101 3599 87757 SH DEFINED 0 0 87757 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 11695 626746 SH DEFINED 0 0 626746 DEVELOPERS DIVERSIFIED RLTY COM 251591103 368 9410 SH DEFINED 0 0 9410 DEVON ENERGY CORP NEW COM 25179M103 3725 52457 SH DEFINED 0 0 52457 DIAGEO P L C SPON ADR NEW 25243Q205 8352 165618 SH DEFINED 0 0 165618 DIAGNOSTIC PRODS CORP COM 252450101 3054 74737 SH DEFINED 0 0 74737 DIEBOLD INC COM 253651103 356 7615 SH DEFINED 0 0 7615 DIGIMARC CORP COM 253807101 131 14500 SH DEFINED 0 0 14500 DIGITAL INSIGHT CORP COM 25385P106 381 27948 SH DEFINED 0 0 27948 DISNEY WALT CO COM DISNEY 254687106 7808 346232 SH DEFINED 0 0 346232 DOLLAR GEN CORP COM 256669102 287 14244 SH DEFINED 0 0 14244 DOLLAR TREE STORES INC COM 256747106 2095 77740 SH DEFINED 0 0 77740 DONALDSON INC COM 257651109 2429 85579 SH DEFINED 0 0 85579 DONNELLEY R R & SONS CO COM 257867101 265 8459 SH DEFINED 0 0 8459 DORAL FINL CORP COM 25811P100 1110 26764 SH DEFINED 0 0 26764 DOVER CORP COM 260003108 2226 57266 SH DEFINED 0 0 57266 DOW CHEM CO COM 260543103 8011 177302 SH DEFINED 0 0 177302 DOW JONES & CO INC COM 260561105 2067 50878 SH DEFINED 0 0 50878 DU PONT E I DE NEMOURS & CO COM 263534109 3852 90021 SH DEFINED 0 0 90021 DUKE ENERGY CORP COM 264399106 6223 271872 SH DEFINED 0 0 271872 DUKE REALTY CORP COM NEW 264411505 961 28923 SH DEFINED 0 0 28923 DUN & BRADSTREET CORP DEL NE COM 26483E100 1765 30064 SH DEFINED 0 0 30064 DYNEGY INC NEW CL A 26816Q101 982 196828 SH DEFINED 0 0 196828 E M C CORP MASS COM 268648102 11411 988860 SH DEFINED 0 0 988860 E ON AG SPONSORED ADR 268780103 5116 69411 SH DEFINED 0 0 69411 E TRADE FINANCIAL CORP COM 269246104 119 10461 SH DEFINED 0 0 10461 EARTHLINK INC COM 270321102 108 10450 SH DEFINED 0 0 10450 EASTMAN KODAK CO COM 277461109 2245 69667 SH DEFINED 0 0 69667 EATON CORP COM 278058102 632 9965 SH DEFINED 0 0 9965 EATON VANCE CORP COM NON VTG 278265103 3909 96796 SH DEFINED 0 0 96796 EBAY INC COM 278642103 12569 136695 SH DEFINED 0 0 136695 ECOLAB INC COM 278865100 3626 115343 SH DEFINED 0 0 115343 EDUCATION MGMT CORP COM 28139T101 595 22348 SH DEFINED 0 0 22348 EDWARDS LIFESCIENCES CORP COM 28176E108 588 17531 SH DEFINED 0 0 17531 EL PASO CORP COM 28336L109 2883 313685 SH DEFINED 0 0 313685 ELECTRONIC ARTS INC COM 285512109 1981 43041 SH DEFINED 0 0 43041 ELECTRONIC DATA SYS NEW COM 285661104 14224 733529 SH DEFINED 0 0 733529 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 573 16806 SH DEFINED 0 0 16806 ELIZABETH ARDEN INC COM 28660G106 570 27210 SH DEFINED 0 0 27210 EMERSON ELEC CO COM 291011104 17623 284735 SH DEFINED 0 0 284735 EMMIS COMMUNICATIONS CORP CL A 291525103 250 13897 SH DEFINED 0 0 13897 EMULEX CORP COM NEW 292475209 423 36700 SH DEFINED 0 0 36700 ENCANA CORP COM 292505104 971 20966 SH DEFINED 0 0 20966 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 102 11300 SH DEFINED 0 0 11300 ENDESA S A SPONSORED ADR 29258N107 2737 143231 SH DEFINED 0 0 143231 ENERGY EAST CORP COM 29266M109 1301 51683 SH DEFINED 0 0 51683 ENGELHARD CORP COM 292845104 562 19810 SH DEFINED 0 0 19810 ENGINEERED SUPPORT SYS INC COM 292866100 1117 24470 SH DEFINED 0 0 24470 ENI S P A SPONSORED ADR 26874R108 5093 45353 SH DEFINED 0 0 45353 ENPRO INDS INC COM 29355X107 2542 105315 SH DEFINED 0 0 105315 ENTERCOM COMMUNICATIONS CORP CL A 293639100 275 8408 SH DEFINED 0 0 8408 ENTERGY CORP NEW COM 29364G103 224 3696 SH DEFINED 0 0 3696 ENTRAVISION COMMUNICATIONS C CL A 29382R107 201 26367 SH DEFINED 0 0 26367 ENZON PHARMACEUTICALS INC COM 293904108 163 10244 SH DEFINED 0 0 10244 EOG RES INC COM 26875P101 2510 38115 SH DEFINED 0 0 38115 EPICOR SOFTWARE CORP COM 29426L108 195 16215 SH DEFINED 0 0 16215 EQUIFAX INC COM 294429105 8046 305235 SH DEFINED 0 0 305235 EQUITY INCOME FD UT 1 EX SR-ATT 294700703 449 5324 SH DEFINED 0 0 5324 EQUITY OFFICE PROPERTIES TRU COM 294741103 1859 68216 SH DEFINED 0 0 68216 EQUITY ONE COM 294752100 384 19556 SH DEFINED 0 0 19556 EQUITY RESIDENTIAL SH BEN INT 29476L107 3534 113993 SH DEFINED 0 0 113993 ESS TECHNOLOGY INC COM 269151106 99 14500 SH DEFINED 0 0 14500 ESSEX PPTY TR INC COM 297178105 802 11166 SH DEFINED 0 0 11166 EVEREST RE GROUP LTD COM G3223R108 251 3375 SH DEFINED 0 0 3375 EXELON CORP COM 30161N101 1875 51106 SH DEFINED 0 0 51106 EXPEDITORS INTL WASH INC COM 302130109 437 8453 SH DEFINED 0 0 8453 EXPRESS SCRIPTS INC COM 302182100 1792 27426 SH DEFINED 0 0 27426 EXXON MOBIL CORP COM 30231G102 30638 633931 SH DEFINED 0 0 633931 FACTSET RESH SYS INC COM 303075105 369 7649 SH DEFINED 0 0 7649 FAIR ISAAC CORP COM 303250104 4319 147913 SH DEFINED 0 0 147913 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 806 56858 SH DEFINED 0 0 56858 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 3163 25334 SH DEFINED 0 0 25334 FAIRMONT HOTELS RESORTS INC COM 305204109 487 17825 SH DEFINED 0 0 17825 FAMILY DLR STORES INC COM 307000109 631 23296 SH DEFINED 0 0 23296 FEDERAL HOME LN MTG CORP COM 313400301 3286 50376 SH DEFINED 0 0 50376 FEDERAL NATL MTG ASSN COM 313586109 6085 95983 SH DEFINED 0 0 95983 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1316 29916 SH DEFINED 0 0 29916 FEDERATED DEPT STORES INC DE COM 31410H101 272 5990 SH DEFINED 0 0 5990 FEDEX CORP COM 31428X106 1983 23141 SH DEFINED 0 0 23141 FIDELITY NATL FINL INC COM 316326107 2265 59451 SH DEFINED 0 0 59451 FIFTH THIRD BANCORP COM 316773100 2549 51796 SH DEFINED 0 0 51796 FILENET CORP COM 316869106 281 16051 SH DEFINED 0 0 16051 FINANCIAL FED CORP COM 317492106 509 13587 SH DEFINED 0 0 13587 FIRST CMNTY BANCORP CALIF COM 31983B101 289 7050 SH DEFINED 0 0 7050 FIRST DATA CORP COM 319963104 10083 231783 SH DEFINED 0 0 231783 FIRST HEALTH GROUP CORP COM 320960107 2892 179837 SH DEFINED 0 0 179837 FIRST NIAGARA FINL GP INC COM 33582V108 153 11419 SH DEFINED 0 0 11419 FIRST TR VALUE LINE 100 FD COM SHS 33735D104 414 27700 SH DEFINED 0 0 27700 FIRST TR VALUE LINE DIV FD COM SHS 33735A100 1043 72519 SH DEFINED 0 0 72519 FISERV INC COM 337738108 8211 235565 SH DEFINED 0 0 235565 FISHER COMMUNICATIONS INC COM 337756209 3532 74305 SH DEFINED 0 0 74305 FISHER SCIENTIFIC INTL INC COM NEW 338032204 421 7214 SH DEFINED 0 0 7214 FLEXTRONICS INTL LTD ORD Y2573F102 601 45396 SH DEFINED 0 0 45396 FLIR SYS INC COM 302445101 479 8183 SH DEFINED 0 0 8183 FLORIDA EAST COAST INDS COM 340632108 274 7286 SH DEFINED 0 0 7286 FOOT LOCKER INC COM 344849104 208 8783 SH DEFINED 0 0 8783 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 2428 46430 SH DEFINED 0 0 46430 FORD MTR CO DEL COM PAR $0.01 345370860 3908 278114 SH DEFINED 0 0 278114 FOREST LABS INC COM 345838106 1140 25349 SH DEFINED 0 0 25349 FORTUNE BRANDS INC COM 349631101 1127 15207 SH DEFINED 0 0 15207 FORWARD AIR CORP COM 349853101 403 10095 SH DEFINED 0 0 10095 FOUNDRY NETWORKS INC COM 35063R100 133 14030 SH DEFINED 0 0 14030 FOX ENTMT GROUP INC CL A 35138T107 5732 206626 SH DEFINED 0 0 206626 FPL GROUP INC COM 302571104 2109 30871 SH DEFINED 0 0 30871 FRANCE TELECOM SPONSORED ADR 35177Q105 6117 244687 SH DEFINED 0 0 244687 FRANKLIN ELEC INC COM 353514102 3658 92360 SH DEFINED 0 0 92360 FREDS INC CL A 356108100 290 16172 SH DEFINED 0 0 16172 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 477 11770 SH DEFINED 0 0 11770 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 949 49670 SH DEFINED 0 0 49670 FRONTLINE LTD ORD G3682E127 210 4455 SH DEFINED 0 0 4455 FTI CONSULTING INC COM 302941109 398 21076 SH DEFINED 0 0 21076 FUJI PHOTO FILM LTD ADR 359586302 3954 120299 SH DEFINED 0 0 120299 G & K SVCS INC CL A 361268105 582 14688 SH DEFINED 0 0 14688 GABELLI ASSET MGMT INC CL A 36239Y102 243 5659 SH DEFINED 0 0 5659 GABLES RESIDENTIAL TR SH BEN INT 362418105 396 11590 SH DEFINED 0 0 11590 GALLAGHER ARTHUR J & CO COM 363576109 476 14378 SH DEFINED 0 0 14378 GANNETT INC COM 364730101 3828 45706 SH DEFINED 0 0 45706 GAP INC DEL COM 364760108 2342 125570 SH DEFINED 0 0 125570 GARTNER INC CL B 366651206 5853 506731 SH DEFINED 0 0 506731 GEN-PROBE INC NEW COM 36866T103 616 15451 SH DEFINED 0 0 15451 GENENTECH INC COM NEW 368710406 3415 65140 SH DEFINED 0 0 65140 GENERAL DYNAMICS CORP COM 369550108 22039 215845 SH DEFINED 0 0 215845 GENERAL ELEC CO COM 369604103 34057 1014186 SH DEFINED 0 0 1014186 GENERAL GROWTH PPTYS INC COM 370021107 396 12760 SH DEFINED 0 0 12760 GENERAL MLS INC COM 370334104 330 7343 SH DEFINED 0 0 7343 GENERAL MTRS CORP COM 370442105 6897 162354 SH DEFINED 0 0 162354 GENESEE & WYO INC CL A 371559105 2098 82840 SH DEFINED 0 0 82840 GENTEX CORP COM 371901109 5060 144125 SH DEFINED 0 0 144125 GENUINE PARTS CO COM 372460105 1272 33151 SH DEFINED 0 0 33151 GENZYME CORP COM GENL DIV 372917104 943 17353 SH DEFINED 0 0 17353 GEORGIA PAC CORP COM 373298108 3465 96381 SH DEFINED 0 0 96381 GETTY IMAGES INC COM 374276103 1606 29043 SH DEFINED 0 0 29043 GILEAD SCIENCES INC COM 375558103 1326 35476 SH DEFINED 0 0 35476 GILLETTE CO COM 375766102 1289 30873 SH DEFINED 0 0 30873 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 29883 683350 SH DEFINED 0 0 683350 GLOBAL IMAGING SYSTEMS COM 37934A100 1394 44903 SH DEFINED 0 0 44903 GLOBAL INDS LTD COM 379336100 297 48050 SH DEFINED 0 0 48050 GLOBAL PMTS INC COM 37940X102 693 12948 SH DEFINED 0 0 12948 GLOBALSANTAFE CORP SHS G3930E101 1098 35812 SH DEFINED 0 0 35812 GOLDEN WEST FINL CORP DEL COM 381317106 4825 43493 SH DEFINED 0 0 43493 GOLDMAN SACHS GROUP INC COM 38141G104 12635 135514 SH DEFINED 0 0 135514 GOODRICH CORP COM 382388106 885 28211 SH DEFINED 0 0 28211 GOODYEAR TIRE & RUBR CO COM 382550101 1060 98745 SH DEFINED 0 0 98745 GRAFTECH INTL LTD COM 384313102 4030 288930 SH DEFINED 0 0 288930 GRAINGER W W INC COM 384802104 239 4150 SH DEFINED 0 0 4150 GRANT PRIDECO INC COM 38821G101 495 24164 SH DEFINED 0 0 24164 GRAY TELEVISION INC COM 389375106 168 14125 SH DEFINED 0 0 14125 GREY GLOBAL GROUP INC COM 39787M108 2361 2382 SH DEFINED 0 0 2382 GREY WOLF INC COM 397888108 1018 208180 SH DEFINED 0 0 208180 GROUP 1 AUTOMOTIVE INC COM 398905109 759 27814 SH DEFINED 0 0 27814 GUIDANT CORP COM 401698105 6977 105644 SH DEFINED 0 0 105644 HALLIBURTON CO COM 406216101 3571 106004 SH DEFINED 0 0 106004 HANOVER COMPRESSOR CO COM 410768105 762 56628 SH DEFINED 0 0 56628 HARLAND JOHN H CO COM 412693103 308 9835 SH DEFINED 0 0 9835 HARLEY DAVIDSON INC COM 412822108 11804 198573 SH DEFINED 0 0 198573 HARMAN INTL INDS INC COM 413086109 1373 12745 SH DEFINED 0 0 12745 HARRAHS ENTMT INC COM 413619107 735 13874 SH DEFINED 0 0 13874 HARRIS CORP DEL COM 413875105 557 10140 SH DEFINED 0 0 10140 HARSCO CORP COM 415864107 734 16350 SH DEFINED 0 0 16350 HARTFORD FINL SVCS GROUP INC COM 416515104 1725 27853 SH DEFINED 0 0 27853 HCA INC COM 404119109 7369 193145 SH DEFINED 0 0 193145 HCC INS HLDGS INC COM 404132102 387 12834 SH DEFINED 0 0 12834 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1006 29626 SH DEFINED 0 0 29626 HEADWATERS INC COM 42210P102 341 11040 SH DEFINED 0 0 11040 HEALTH CARE PPTY INVS INC COM 421915109 1881 72362 SH DEFINED 0 0 72362 HEALTH MGMT ASSOC INC NEW CL A 421933102 480 23510 SH DEFINED 0 0 23510 HEALTHCARE RLTY TR COM 421946104 1866 47805 SH DEFINED 0 0 47805 HEINZ H J CO COM 423074103 1731 48058 SH DEFINED 0 0 48058 HENRY JACK & ASSOC INC COM 426281101 3193 170305 SH DEFINED 0 0 170305 HERSHEY FOODS CORP COM 427866108 5107 109331 SH DEFINED 0 0 109331 HEWLETT PACKARD CO COM 428236103 7931 422964 SH DEFINED 0 0 422964 HILTON HOTELS CORP COM 432848109 624 33162 SH DEFINED 0 0 33162 HITACHI LIMITED ADR 10 COM 433578507 13188 218517 SH DEFINED 0 0 218517 HOLLYWOOD MEDIA CORP COM 436233100 67 19400 SH DEFINED 0 0 19400 HOME DEPOT INC COM 437076102 12893 328900 SH DEFINED 0 0 328900 HONEYWELL INTL INC COM 438516106 5831 162588 SH DEFINED 0 0 162588 HOST MARRIOTT CORP NEW COM 44107P104 1424 101464 SH DEFINED 0 0 101464 HOVNANIAN ENTERPRISES INC CL A 442487203 342 8525 SH DEFINED 0 0 8525 HSBC HLDGS PLC SPON ADR NEW 404280406 12643 158429 SH DEFINED 0 0 158429 HUDSON UNITED BANCORP COM 444165104 649 17600 SH DEFINED 0 0 17600 HUMANA INC COM 444859102 3886 194505 SH DEFINED 0 0 194505 HUNT J B TRANS SVCS INC COM 445658107 291 7834 SH DEFINED 0 0 7834 HUNTINGTON BANCSHARES INC COM 446150104 1257 50559 SH DEFINED 0 0 50559 HYDRIL COM 448774109 221 5137 SH DEFINED 0 0 5137 HYPERION SOLUTIONS CORP COM 44914M104 344 10130 SH DEFINED 0 0 10130 ICT GROUP INC COM 44929Y101 90 12212 SH DEFINED 0 0 12212 ICU MED INC COM 44930G107 414 15892 SH DEFINED 0 0 15892 IDACORP INC COM 451107106 256 8800 SH DEFINED 0 0 8800 IDEX CORP COM 45167R104 4065 119715 SH DEFINED 0 0 119715 IDEXX LABS INC COM 45168D104 321 6334 SH DEFINED 0 0 6334 IHOP CORP COM 449623107 3087 80792 SH DEFINED 0 0 80792 ILLINOIS TOOL WKS INC COM 452308109 5363 57552 SH DEFINED 0 0 57552 IMATION CORP COM 45245A107 881 24733 SH DEFINED 0 0 24733 IMAX CORP COM 45245E109 787 139961 SH DEFINED 0 0 139961 IMPERIAL CHEM INDS PLC ADR NEW 452704505 3756 243889 SH DEFINED 0 0 243889 IMPERIAL OIL LTD COM NEW 453038408 847 16386 SH DEFINED 0 0 16386 IMS HEALTH INC COM 449934108 5154 215496 SH DEFINED 0 0 215496 INAMED CORP COM 453235103 713 14958 SH DEFINED 0 0 14958 INFOCUS CORP COM 45665B106 231 25300 SH DEFINED 0 0 25300 INFORMATICA CORP COM 45666Q102 318 54302 SH DEFINED 0 0 54302 ING GROUP N V SPONSORED ADR 456837103 20639 816421 SH DEFINED 0 0 816421 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1932 28424 SH DEFINED 0 0 28424 INGLES MKTS INC CL A 457030104 1116 92533 SH DEFINED 0 0 92533 INPUT/OUTPUT INC COM 457652105 111 10762 SH DEFINED 0 0 10762 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 216 6717 SH DEFINED 0 0 6717 INTEGRATED CIRCUIT SYS INC COM 45811K208 787 36592 SH DEFINED 0 0 36592 INTEL CORP COM 458140100 18634 929444 SH DEFINED 0 0 929444 INTERCONTINENTAL HOTELS GP P SPONSORED ADR 458573102 3112 269214 SH DEFINED 0 0 269214 INTERNATIONAL BUSINESS MACHS COM 459200101 16057 187277 SH DEFINED 0 0 187277 INTERNATIONAL GAME TECHNOLOG COM 459902102 396 11013 SH DEFINED 0 0 11013 INTERNATIONAL SPEEDWAY CORP CL A 460335201 414 8300 SH DEFINED 0 0 8300 INTERNET SEC SYS INC COM 46060X107 782 46020 SH DEFINED 0 0 46020 INTERPUBLIC GROUP COS INC COM 460690100 290 27399 SH DEFINED 0 0 27399 INTERSIL CORP CL A 46069S109 2110 132424 SH DEFINED 0 0 132424 INTL PAPER CO COM 460146103 3203 79268 SH DEFINED 0 0 79268 INTRAWEST CORPORATION COM NEW 460915200 5999 316715 SH DEFINED 0 0 316715 INTUIT COM 461202103 217 4777 SH DEFINED 0 0 4777 INVERESK RESH GROUP INC COM 461238107 586 15875 SH DEFINED 0 0 15875 INVESTORS FINL SERVICES CORP COM 461915100 1030 22813 SH DEFINED 0 0 22813 ISHARES INC MSCI EMU INDEX 464286608 214 3435 SH DEFINED 0 0 3435 ISHARES INC MSCI JAPAN 464286848 634 65370 SH DEFINED 0 0 65370 ISHARES INC MSCI UTD KINGD 464286699 263 16100 SH DEFINED 0 0 16100 ISHARES TR S&P SMLCAP 600 464287804 737 5110 SH DEFINED 0 0 5110 ISHARES TR S&P SMLCP VALU 464287879 1743 15935 SH DEFINED 0 0 15935 ISHARES TR S&P MIDCAP 400 464287507 1178 9915 SH DEFINED 0 0 9915 ISHARES TR S&P GLB100INDX 464287572 1149 20370 SH DEFINED 0 0 20370 ISHARES TR S&P EURO PLUS 464287861 677 10150 SH DEFINED 0 0 10150 ISHARES TR RUSSELL 3000 464287689 712 11260 SH DEFINED 0 0 11260 ISHARES TR MSCI EMERG MKT 464287234 257 1490 SH DEFINED 0 0 1490 ISHARES TR MSCI EAFE IDX 464287465 953 6740 SH DEFINED 0 0 6740 ISHARES TR COHEN&ST RLTY 464287564 569 4800 SH DEFINED 0 0 4800 ISHARES TR S&P 500 INDEX 464287200 257 2300 SH DEFINED 0 0 2300 ITRON INC COM 465741106 547 31378 SH DEFINED 0 0 31378 JACOBS ENGR GROUP INC DEL COM 469814107 4659 121685 SH DEFINED 0 0 121685 JANUS CAP GROUP INC COM 47102X105 1518 111500 SH DEFINED 0 0 111500 JEFFERIES GROUP INC NEW COM 472319102 355 10311 SH DEFINED 0 0 10311 JLG INDS INC COM 466210101 423 25200 SH DEFINED 0 0 25200 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 1066 108488 SH DEFINED 0 0 108488 JOHNSON & JOHNSON COM 478160104 23486 416930 SH DEFINED 0 0 416930 JOHNSON CTLS INC COM 478366107 662 11647 SH DEFINED 0 0 11647 JOY GLOBAL INC COM 481165108 399 11620 SH DEFINED 0 0 11620 JPMORGAN & CHASE & CO COM 46625H100 23179 583406 SH DEFINED 0 0 583406 JUNIPER NETWORKS INC COM 48203R104 4291 181852 SH DEFINED 0 0 181852 JUPITERMEDIA CORP COM 48207D101 191 10770 SH DEFINED 0 0 10770 K2 INC COM 482732104 341 23800 SH DEFINED 0 0 23800 KANSAS CITY SOUTHERN COM NEW 485170302 4367 287873 SH DEFINED 0 0 287873 KEANE INC COM 486665102 235 15311 SH DEFINED 0 0 15311 KELLOGG CO COM 487836108 214 5028 SH DEFINED 0 0 5028 KENSEY NASH CORP COM 490057106 391 14911 SH DEFINED 0 0 14911 KERR MCGEE CORP COM 492386107 725 12655 SH DEFINED 0 0 12655 KEY ENERGY SVCS INC COM 492914106 853 77185 SH DEFINED 0 0 77185 KEYCORP NEW COM 493267108 16030 507297 SH DEFINED 0 0 507297 KEYSPAN CORP COM 49337W100 315 8040 SH DEFINED 0 0 8040 KILROY RLTY CORP COM 49427F108 267 7014 SH DEFINED 0 0 7014 KIMBERLY CLARK CORP COM 494368103 6128 94869 SH DEFINED 0 0 94869 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 602 12845 SH DEFINED 0 0 12845 KINETIC CONCEPTS INC COM NEW 49460W208 920 17502 SH DEFINED 0 0 17502 KOHLS CORP COM 500255104 721 14960 SH DEFINED 0 0 14960 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 8341 1305212 SH DEFINED 0 0 1305212 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 754 32929 SH DEFINED 0 0 32929 KOPIN CORP COM 500600101 90 22329 SH DEFINED 0 0 22329 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4995 473428 SH DEFINED 0 0 473428 KRAFT FOODS INC CL A 50075N104 1183 37295 SH DEFINED 0 0 37295 KROGER CO COM 501044101 14908 960517 SH DEFINED 0 0 960517 KRONOS INC COM 501052104 345 7786 SH DEFINED 0 0 7786 KT CORP SPONSORED ADR 48268K101 5775 319599 SH DEFINED 0 0 319599 KYOCERA CORP ADR 501556203 303 4305 SH DEFINED 0 0 4305 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1822 27197 SH DEFINED 0 0 27197 LA QUINTA CORP PAIRED CTF 50419U202 443 56796 SH DEFINED 0 0 56796 LABORATORY CORP AMER HLDGS COM NEW 50540R409 477 10914 SH DEFINED 0 0 10914 LAFARGE NORTH AMERICA INC COM 505862102 601 12825 SH DEFINED 0 0 12825 LAM RESEARCH CORP COM 512807108 253 11568 SH DEFINED 0 0 11568 LANCASTER COLONY CORP COM 513847103 274 6499 SH DEFINED 0 0 6499 LANCER CORP COM 514614106 178 15802 SH DEFINED 0 0 15802 LAUDER ESTEE COS INC CL A 518439104 1083 25907 SH DEFINED 0 0 25907 LAUREATE EDUCATION INC COM 518613104 210 5653 SH DEFINED 0 0 5653 LEAPFROG ENTERPRISES INC CL A 52186N106 560 27656 SH DEFINED 0 0 27656 LEGGETT & PLATT INC COM 524660107 399 14194 SH DEFINED 0 0 14194 LEHMAN BROS HLDGS INC COM 524908100 596 7472 SH DEFINED 0 0 7472 LENNAR CORP CL A 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