UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13 (F) COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2003
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 October 03, 2003
------------------- ------------------ --------------------
[Signature] [City, State] [Date]
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: 12
Form 13F Information Table Entry Total: 4825
Form 13F Information Table Value Total: $54938362 (thousands)
List of Other Included Managers:
No. 13F File Number Name
-------------------- -----------------------------------------
01 28-698 American Express Company
02 28-2069 American Express Asset Management Group Inc.
03 28-1151 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
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP COM 000361105 752 93768 SH DEFINED 01 93768 0 0
ABC BANCORP COM 000400101 36 2279 SH DEFINED 01 2279 0 0
AC MOORE COM 00086T103 78 3500 SH DEFINED 01 3500 0 0
ADC TELECOM COM 000886101 794 341060 SH DEFINED 01 341060 0 0
ADC TELECOM COM 000886101 451 193506 SH DEFINED 01 03 0 193506 0
ABM INDUSTRIES INC COM 000957100 2001 141414 SH DEFINED 01 141414 0 0
AFC ENTERPRISES COM 00104Q107 78 4784 SH DEFINED 01 4784 0 0
AFLAC INC COM 001055102 4533 140326 SH DEFINED 01 140326 0 0
AFLAC INC COM 001055102 3538 109564 SH DEFINED 01 02 0 109564 0
AFLAC INC COM 001055102 3829 118555 SH DEFINED 01 03 0 118555 0
AGCO CORP COM 001084102 1655 96517 SH DEFINED 01 96517 0 0
AGL RESOURCES INC COM 001204106 26159 928600 SH DEFINED 01 928600 0 0
AGL RESOURCES INC COM 001204106 97 3466 SH DEFINED 01 02 0 3466 0
AGL RESOURCES INC COM 001204106 70 2481 SH DEFINED 01 03 0 2481 0
AES CORP COM 00130H105 1644 221336 SH DEFINED 01 221336 0 0
AES CORP COM 00130H105 1065 143508 SH DEFINED 01 03 0 143508 0
AMB PROPERTY CORP. COM 00163T109 114 3710 SH DEFINED 01 3710 0 0
AMC ENTERTAINMENT IN COM 001669100 1482 110600 SH DEFINED 01 110600 0 0
AMN HEALTHCARE SERV. COM 001744101 7847 483200 SH DEFINED 01 0 0 483200
AMR CORP DEL COM 001765106 50813 4437822 SH DEFINED 01 4437822 0 0
AMR CORP DEL COM 001765106 433 37860 SH DEFINED 01 02 0 37860 0
AMR CORP DEL COM 001765106 1671 145900 SH DEFINED 01 03 0 145900 0
AMR CORP RESTRICTED COM 001765999 19 2350 SH DEFINED 01 0 0 2350
AMR CORP RESTRICTED COM 001765999 73 9089 SH DEFINED 01 05 0 0 9089
AOL TIME WARNER INC COM 00184A105 46171 3055689 SH DEFINED 01 3055689 0 0
AOL TIME WARNER INC COM 00184A105 473 31345 SH DEFINED 01 02 0 31345 0
AOL TIME WARNER INC COM 00184A105 17377 1150050 SH DEFINED 01 03 0 1150050 0
AOL TIME WARNER INC COM 00184A105 245 16236 SH DEFINED 01 13 0 16236 0
AT&T CORP COM 001957505 72199 3350399 SH DEFINED 01 3350399 0 0
AT&T CORP COM 001957505 364 16900 SH DEFINED 01 02 0 16900 0
AT&T CORP COM 001957505 5386 249926 SH DEFINED 01 03 0 249926 0
AT&T CORP COM 001957505 542 25188 SH DEFINED 01 13 0 25188 0
A S A LIMITED COM 002050102 3409 80300 SH DEFINED 01 80300 0 0
ATMI INC COM 00207R101 4127 163327 SH DEFINED 01 163327 0 0
AT&T WIRELESS SVCS COM 00209A106 13318 1628156 SH DEFINED 01 1628156 0 0
AT&T WIRELESS SVCS COM 00209A106 18 2190 SH DEFINED 01 02 0 2190 0
AT&T WIRELESS SVCS COM 00209A106 5140 628277 SH DEFINED 01 03 0 628277 0
AT&T WIRELESS SVCS COM 00209A106 228 27900 SH DEFINED 01 13 0 27900 0
AVX COM 002444107 5872 428900 SH DEFINED 01 428900 0 0
AZZ INC COM 002474104 356 32500 SH DEFINED 01 02 0 32500 0
AAIPHARMA INC COM 00252W104 2084 121758 SH DEFINED 01 121758 0 0
AAIPHARMA INC COM 00252W104 5 270 SH DEFINED 01 02 0 270 0
AARON RENTS INC COM 002535201 4162 198624 SH DEFINED 01 0 0 198624
AARON RENTS INC-CL A COM 002535300 59 3000 SH DEFINED 01 3000 0 0
ABAXIS COM 002567105 1029 74000 SH DEFINED 01 74000 0 0
ABBOTT LABS * COM 002824100 38810 912072 SH DEFINED 01 912072 0 0
ABBOTT LABS * COM 002824100 10630 249865 SH DEFINED 01 02 0 249865 0
ABBOTT LABS * COM 002824100 15334 360379 SH DEFINED 01 03 0 360379 0
ABERCROMBIE & FITCH COM 002896207 2304 83136 SH DEFINED 01 83136 0 0
ABERCROMBIE & FITCH COM 002896207 12 425 SH DEFINED 01 03 0 425 0
ABGENIX INC COM 00339B107 2760 190400 SH DEFINED 01 190400 0 0
ABGENIX INC COM 00339B107 73 4984 SH DEFINED 01 02 0 4984 0
ABGENIX INC COM 00339B107 50 3440 SH DEFINED 01 03 0 3440 0
ABLE LABORATORIES INC COM 00371N407 690 36851 SH DEFINED 01 36851 0 0
ABITIBI-CONSOLIDATED COM 003924107 21201 3028748 SH DEFINED 01 3028748 0 0
ABITIBI-CONSOLIDATED COM 003924107 92 13200 SH DEFINED 01 02 0 13200 0
ABITIBI-CONSOLIDATED COM 003924107 359 51300 SH DEFINED 01 03 0 51300 0
ACCREDITED HOME LENDERS COM 00437P107 701 32286 SH DEFINED 01 32286 0 0
ACCREDO HEALTH INC COM 00437V104 6709 239655 SH DEFINED 01 239655 0 0
ACCREDO HEALTH INC COM 00437V104 3 100 SH DEFINED 01 02 0 100 0
ACETO CORP COM 004446100 280 20000 SH DEFINED 01 20000 0 0
ACTIVISION INC COM 004930202 2020 169002 SH DEFINED 01 169002 0 0
ACTIVISION INC COM 004930202 110 9314 SH DEFINED 01 02 0 9314 0
ACTIVISION INC COM 004930202 41 3433 SH DEFINED 01 03 0 3433 0
ACTION PERFORMANCE COM 004933107 2276 93112 SH DEFINED 01 93112 0 0
ACTEL CORP COM 004934105 11546 481687 SH DEFINED 01 481687 0 0
ACTEL CORP COM 004934105 277 11480 SH DEFINED 01 02 0 11480 0
ACTEL CORP COM 004934105 38 1565 SH DEFINED 01 03 0 1565 0
ACTUANT CORPORATION. COM 00508X203 1068 19019 SH DEFINED 01 19019 0 0
ACUITY BRANDS INC COM 00508Y102 5024 278201 SH DEFINED 01 0 0 278201
ACUITY BRANDS INC COM 00508Y102 96 5307 SH DEFINED 01 02 0 0 5307
ACUITY BRANDS INC COM 00508Y102 66 3639 SH DEFINED 01 03 0 0 3639
ACXIOM CORP COM 005125109 25641 1626972 SH DEFINED 01 1626972 0 0
ACXIOM CORP COM 005125109 1684 106887 SH DEFINED 01 02 0 106887 0
ACXIOM CORP COM 005125109 1924 122100 SH DEFINED 01 03 0 122100 0
ADAPTEC INC COM 00651F108 2350 310782 SH DEFINED 01 310782 0 0
ADMINISTAFF INC COM 007094105 2036 229020 SH DEFINED 01 229020 0 0
ADMINISTAFF INC COM 007094105 2 200 SH DEFINED 01 02 0 200 0
ADOBE SYSTEMS INC COM 00724F101 12674 322814 SH DEFINED 01 322814 0 0
ADOBE SYSTEMS INC COM 00724F101 344 8750 SH DEFINED 01 02 0 8750 0
ADOBE SYSTEMS INC COM 00724F101 2569 65424 SH DEFINED 01 03 0 65424 0
ADOLOR COM 00724X102 2035 110900 SH DEFINED 01 110900 0 0
ADOLOR COM 00724X102 4 230 SH DEFINED 01 02 0 230 0
ADTRAN COM 00738A106 206 3366 SH DEFINED 01 3366 0 0
ADVANCED AUTO PARTS COM 00751Y106 30 421 SH DEFINED 01 02 0 421 0
ADV DIGITAL INFORMAT COM 007525108 1378 98300 SH DEFINED 01 98300 0 0
ADVANCED MKTG SERV COM 00753T105 560 54756 SH DEFINED 01 54756 0 0
ADVANCED FIBRE COMM COM 00754A105 1427 68066 SH DEFINED 01 68066 0 0
ADVANCED FIBRE COMM COM 00754A105 75 3587 SH DEFINED 01 02 0 3587 0
ADVANCED NEUROMODULA. COM 00757T101 2173 54452 SH DEFINED 01 54452 0 0
ADVANCED NEUROMODULA. COM 00757T101 19475 488075 SH DEFINED 01 02 0 488075 0
ADVANCED NEUROMODULA. COM 00757T101 708 17750 SH DEFINED 01 03 0 17750 0
ADVO INC COM 007585102 7274 174723 SH DEFINED 01 174723 0 0
ADVO INC COM 007585102 2 40 SH DEFINED 01 02 0 40 0
ADVANCED POWER TECH COM 00761E108 2478 277800 SH DEFINED 01 277800 0 0
ADVISORY BOARD CO COM 00762W107 509 11200 SH DEFINED 01 0 0 11200
ADVANCED MEDICAL OPTICS INC COM 00763M108 1501 83555 SH DEFINED 01 83555 0 0
AEROFLEX INC COM 007768104 4226 477459 SH DEFINED 01 477459 0 0
AEROFLEX INC COM 007768104 59 6672 SH DEFINED 01 02 0 6672 0
AEROFLEX INC COM 007768104 40 4496 SH DEFINED 01 03 0 4496 0
AEROPOSTALE INC. COM 007865108 189 7000 SH DEFINED 01 02 0 0 7000
ADVANCED MICRO DEV COM 007903107 815 73359 SH DEFINED 01 73359 0 0
ADVANCED MICRO DEV COM 007903107 889 80025 SH DEFINED 01 03 0 80025 0
ADVANCED MICRO DEVIC CVT CONV BND 007903AF4 1234 730000 PRN DEFINED 01 0 0 730000
ADVANCEPCS COM 00790K109 6981 153181 SH DEFINED 01 153181 0 0
ADVANCEPCS COM 00790K109 23 500 SH DEFINED 01 02 0 500 0
ADVANTA B. COM 007942204 19 1742 SH DEFINED 01 0 0 1742
ADVANCED ENERGY IND COM 007973100 1750 92748 SH DEFINED 01 92748 0 0
ADVENT SOFTWARE COM 007974108 9659 600289 SH DEFINED 01 600289 0 0
ADVENT SOFTWARE COM 007974108 618 38319 SH DEFINED 01 02 0 38319 0
ADVENT SOFTWARE COM 007974108 719 44700 SH DEFINED 01 03 0 44700 0
AETHER SYS. COM 00808V105 618 135200 SH DEFINED 01 135200 0 0
AETHER SYS. COM 00808V105 2 480 SH DEFINED 01 02 0 480 0
AETNA INC NEW COM 00817Y108 15658 256579 SH DEFINED 01 256579 0 0
AETNA INC NEW COM 00817Y108 3978 65176 SH DEFINED 01 02 0 65176 0
AETNA INC NEW COM 00817Y108 2227 36491 SH DEFINED 01 03 0 36491 0
AFFILIATED COMPUTER COM 008190100 59115 1214086 SH DEFINED 01 1214086 0 0
AFFILIATED COMPUTER COM 008190100 3842 78904 SH DEFINED 01 02 0 78904 0
AFFILIATED MANAGERS COM 008252108 5769 91840 SH DEFINED 01 91840 0 0
AFFILIATED MANAGERS COM 008252108 176 2790 SH DEFINED 01 02 0 2790 0
AFFYMETRIX. COM 00826T108 202 9600 SH DEFINED 01 9600 0 0
AFFYMETRIX. COM 00826T108 59 2800 SH DEFINED 01 02 0 2800 0
AFTERMARKET TECH. COM 008318107 31 2702 SH DEFINED 01 2702 0 0
AGERE SYSTEMS INC-CL A COM 00845V100 4089 1332000 SH DEFINED 01 1332000 0 0
AGERE SYSTEMS INC-CL A COM 00845V100 0 4 SH DEFINED 01 02 0 4 0
AGERE SYSTEMS INC-CL B COM 00845V209 0 105 SH DEFINED 01 02 0 420 0
AGILENT TECHNOLOGIES COM 00846U101 2720 123043 SH DEFINED 01 123043 0 0
AGILENT TECHNOLOGIES COM 00846U101 2403 108698 SH DEFINED 01 03 0 108698 0
AGILENT TECH CVT CONV BND 00846UAB7 424 420000 PRN DEFINED 01 0 0 420000
AGILE SOFTWARE CORP. COM 00846X105 420 44100 SH DEFINED 01 44100 0 0
AGILYSYS INC COM 00847J105 1604 182892 SH DEFINED 01 182892 0 0
AGILYSYS INC COM 00847J105 1 90 SH DEFINED 01 02 0 90 0
AGRIUM COM 008916108 7759 617725 SH DEFINED 01 617725 0 0
AIR PROD & CHEM COM 009158106 130010 2882694 SH DEFINED 01 2882694 0 0
AIR PROD & CHEM COM 009158106 5391 119509 SH DEFINED 01 02 0 119509 0
AIR PROD & CHEM COM 009158106 5327 118113 SH DEFINED 01 03 0 118113 0
AIRGAS INC COM 009363102 508 28591 SH DEFINED 01 28591 0 0
AIRGAS INC COM 009363102 206 11600 SH DEFINED 01 02 0 11600 0
AIRTRAN HOLDINGS INC. COM 00949P108 1567 93481 SH DEFINED 01 93481 0 0
AKAMAI TECHNOLOGIES. COM 00971T101 295 68691 SH DEFINED 01 68691 0 0
AKSYS LTD. COM 010196103 29 2927 SH DEFINED 01 2927 0 0
ALAMO GROUP INC. COM 011311107 4825 338400 SH DEFINED 01 338400 0 0
ALARIS MEDICAL SYSTEMS INC COM 011637105 2617 157693 SH DEFINED 01 157693 0 0
ALARIS MEDICAL SYSTEMS INC COM 011637105 16384 987050 SH DEFINED 01 02 0 987050 0
ALARIS MEDICAL SYSTEMS INC COM 011637105 531 32000 SH DEFINED 01 03 0 32000 0
ALASKA AIRGROUP COM 011659109 34 1210 SH DEFINED 01 1210 0 0
ALBANY INTL CORP NEW COM 012348108 5394 174900 SH DEFINED 01 174900 0 0
ALBANY INTL CORP NEW COM 012348108 119 3877 SH DEFINED 01 02 0 3877 0
ALBANY INTL CORP NEW COM 012348108 80 2587 SH DEFINED 01 03 0 2587 0
ALBEMARLE CORP COM 012653101 5204 189591 SH DEFINED 01 189591 0 0
ALBERTO CULVER COM 013068101 217 3679 SH DEFINED 01 3679 0 0
ALBERTO CULVER COM 013068101 797 13556 SH DEFINED 01 03 0 13556 0
ALBERTSONS INC COM 013104104 1223 59424 SH DEFINED 01 59424 0 0
ALBERTSONS INC COM 013104104 61 2983 SH DEFINED 01 02 0 2983 0
ALBERTSONS INC COM 013104104 1741 84621 SH DEFINED 01 03 0 84621 0
ALCAN INC COM 013716105 5675 148352 SH DEFINED 01 148352 0 0
ALCOA INC COM 013817101 107723 4117784 SH DEFINED 01 4117784 0 0
ALCOA INC COM 013817101 5826 222712 SH DEFINED 01 02 0 222712 0
ALCOA INC COM 013817101 7711 294742 SH DEFINED 01 03 0 294742 0
ALCOA INC COM 013817101 555 21200 SH DEFINED 01 13 0 21200 0
ALEXANDER & BALDWIN COM 014482103 6165 219510 SH DEFINED 01 219510 0 0
ALEX REAL ESTATE EQU. COM 015271109 127 2640 SH DEFINED 01 2640 0 0
ALEXION PHARMACEUTIC COM 015351109 499 30300 SH DEFINED 01 30300 0 0
ALEXION PHARMACEUTIC COM 015351109 3422 205270 SH DEFINED 01 02 0 205270 0
ALIGN TECHNOLOGY INC. COM 016255101 71 5696 SH DEFINED 01 5696 0 0
ALKERMES INC. COM 01642T108 406 29600 SH DEFINED 01 29600 0 0
ALLEGHANY CORP COM 017175100 2364 12110 SH DEFINED 01 12110 0 0
ALLEGHENY ENERGY COM 017361106 1900 207867 SH DEFINED 01 207867 0 0
ALLEGHENY ENERGY COM 017361106 265 28983 SH DEFINED 01 03 0 28983 0
ALLEGHENY TECHNOLOGY COM 01741R102 33 5085 SH DEFINED 01 5085 0 0
ALLEGHENY TECHNOLOGY COM 01741R102 123 18725 SH DEFINED 01 03 0 18725 0
ALLERGAN INC COM 018490102 16804 213445 SH DEFINED 01 213445 0 0
ALLERGAN INC COM 018490102 1186 15059 SH DEFINED 01 02 0 15059 0
ALLERGAN INC COM 018490102 2371 30117 SH DEFINED 01 03 0 30117 0
ALLERGAN INC CVT CONV BND 018490AE2 391 400000 PRN DEFINED 01 0 0 400000
ALLETE COM 018522102 9280 338927 SH DEFINED 01 338927 0 0
ALLIANCE DATA SYSTEM COM 018581108 16596 628640 SH DEFINED 01 628640 0 0
ALLIANCE DATA SYSTEM COM 018581108 77 2916 SH DEFINED 01 02 0 2916 0
ALLIANCE GAMING CORP COM 01859P609 3472 171242 SH DEFINED 01 171242 0 0
ALLIANCE GAMING CORP COM 01859P609 3 170 SH DEFINED 01 02 0 170 0
ALLIANCE SEMI CONDUC COM 01877H100 547 100574 SH DEFINED 01 100574 0 0
ALLIANT ENERGY CORP COM 018802108 110 5015 SH DEFINED 01 5015 0 0
ALLIANT TECHSYSTEMS COM 018804104 5327 110858 SH DEFINED 01 110858 0 0
ALLIED DOMECQ SPS-ADR COM 019121201 2499 97000 SH DEFINED 01 0 0 97000
ALLIED WASTE IND COM 019589308 12829 1187917 SH DEFINED 01 1187917 0 0
ALLIED WASTE IND COM 019589308 591 54700 SH DEFINED 01 02 0 54700 0
ALLIED WASTE IND COM 019589308 522 48290 SH DEFINED 01 03 0 48290 0
ALLMERICA FINANCIAL COM 019754100 1713 71975 SH DEFINED 01 71975 0 0
ALLMERICA FINANCIAL COM 019754100 71 2988 SH DEFINED 01 02 0 2988 0
ALLMERICA FINANCIAL COM 019754100 46 1913 SH DEFINED 01 03 0 1913 0
ALLOS THERAPEUTICS COM 019777101 348 113000 SH DEFINED 01 113000 0 0
ALLSCRIPTS HLTHCARE COM 01988P108 1015 248700 SH DEFINED 01 248700 0 0
ALLSTATE CORP COM 020002101 90886 2487991 SH DEFINED 01 2487991 0 0
ALLSTATE CORP COM 020002101 10655 291685 SH DEFINED 01 02 0 291685 0
ALLSTATE CORP COM 020002101 6005 164369 SH DEFINED 01 03 0 164369 0
ALLTEL CORP COM 020039103 3450 74451 SH DEFINED 01 74451 0 0
ALLTEL CORP COM 020039103 3347 72222 SH DEFINED 01 03 0 72222 0
ALLTEL CVT PFD CONV PRF 020039822 8556 175000 SH DEFINED 01 0 0 175000
ALPHARMA INC CL A COM 020813101 2783 149611 SH DEFINED 01 149611 0 0
ALTERA CORP COM 021441100 30070 1590971 SH DEFINED 01 1590971 0 0
ALTERA CORP COM 021441100 3092 163508 SH DEFINED 01 02 0 163508 0
ALTERA CORP COM 021441100 2667 141140 SH DEFINED 01 03 0 141140 0
ALTERA CORP COM 021441100 1089 57577 SH DEFINED 01 13 0 57577 0
ALTIRIS INC COM 02148M100 499 19000 SH DEFINED 01 0 0 19000
ALTRIA GROUP INC COM 02209S103 706194 16123188 SH DEFINED 01 16123188 0 0
ALTRIA GROUP INC COM 02209S103 31735 724552 SH DEFINED 01 02 0 724552 0
ALTRIA GROUP INC COM 02209S103 22660 517348 SH DEFINED 01 03 0 517348 0
ALTRIA GROUP INC COM 02209S103 1913 43665 SH DEFINED 01 13 0 43665 0
ALZA (JNJ) CVT CONV BND 02261WAB5 689 1000000 PRN DEFINED 01 0 0 1000000
AMAZON COM INC COM 023135106 276372 5714900 SH DEFINED 01 5714900 0 0
AMAZON COM INC COM 023135106 5372 111115 SH DEFINED 01 02 0 111115 0
AMAZON COM INC COM 023135106 1185 24518 SH DEFINED 01 03 0 24518 0
AMBAC FINANCIAL GRP COM 023139108 464 7243 SH DEFINED 01 7243 0 0
AMBAC FINANCIAL GRP COM 023139108 2362 36900 SH DEFINED 01 02 0 36900 0
AMBAC FINANCIAL GRP COM 023139108 1576 24620 SH DEFINED 01 03 0 24620 0
AMCOL INTL CORP. COM 02341W103 56 4535 SH DEFINED 01 4535 0 0
AMERADA HESS COM 023551104 4700 93804 SH DEFINED 01 93804 0 0
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AMEREN CORP COM 023608102 2020 47092 SH DEFINED 01 47092 0 0
AMEREN CORP COM 023608102 1610 37520 SH DEFINED 01 03 0 37520 0
AMERICA MOVIL SA CV. COM 02364W105 10770 466033 SH DEFINED 01 0 0 466033
AMERICA MOVIL SA CV. COM 02364W105 910 39397 SH DEFINED 01 11 0 0 39397
AMERICA MOVIL SA CV. COM 02364W105 1242 53776 SH DEFINED 01 13 0 0 53776
AMERICA WEST HLDG CP COM 023657208 1603 164842 SH DEFINED 01 164842 0 0
AMERICA WEST HLDG CP COM 023657208 61 6285 SH DEFINED 01 02 0 6285 0
AMERICA WEST HLDG CP COM 023657208 39 4030 SH DEFINED 01 03 0 4030 0
AMER AXLE & MFG HDGS COM 024061103 1743 58951 SH DEFINED 01 58951 0 0
AMER AXLE & MFG HDGS COM 024061103 38 1270 SH DEFINED 01 02 0 1270 0
AMER CAP STRATEGIES. COM 024937104 500 20162 SH DEFINED 01 20162 0 0
AMERICAN ELEC PWR COM 025537101 15797 526555 SH DEFINED 01 526555 0 0
AMERICAN ELEC PWR COM 025537101 2747 91546 SH DEFINED 01 03 0 91546 0
AMERICAN EAGLE OUTFI COM 02553E106 2539 170828 SH DEFINED 01 170828 0 0
AMERICAN EAGLE OUTFI COM 02553E106 84 5676 SH DEFINED 01 02 0 5676 0
AMERICAN EAGLE OUTFI COM 02553E106 57 3859 SH DEFINED 01 03 0 3859 0
AEMG - SMALL CAP GROWTH FUND COM 025810987 13369 10000000 SH DEFINED 01 05 0 0 10000000
AMERICAN EXPRESS COM 025816109 3636 80671 SH DEFINED 01 80671 0 0
AMERICAN EXPRESS COM 025816109 13375 296832 SH DEFINED 01 03 0 296832 0
AMERICAN FINCIAL GRP COM 025932104 69 3164 SH DEFINED 01 3164 0 0
AMERICAN FINANCIAL REALTY TR COM 02607P305 2184 154967 SH DEFINED 01 0 0 154967
AM GREETINGS CL A COM 026375105 80 4127 SH DEFINED 01 4127 0 0
AM GREETINGS CL A COM 026375105 296 15211 SH DEFINED 01 03 0 15211 0
AMERICAN HEALTHWAYS. COM 02649V104 4542 108160 SH DEFINED 01 108160 0 0
AMERICAN HOME MTG H. COM 02660M108 24 1338 SH DEFINED 01 1338 0 0
AMERICAN INTL GROUP COM 026874107 463460 8032260 SH DEFINED 01 8032260 0 0
AMERICAN INTL GROUP COM 026874107 19362 335557 SH DEFINED 01 02 0 335557 0
AMERICAN INTL GROUP COM 026874107 36877 639117 SH DEFINED 01 03 0 639117 0
AMERICAN INTL GROUP COM 026874107 932 16152 SH DEFINED 01 13 0 16152 0
AMERICAN INTL GROUP CONV BND 026874AP2 609 930000 PRN DEFINED 01 0 0 930000
AMER ITALIAN PASTA COM 027070101 2944 76099 SH DEFINED 01 76099 0 0
AMER ITALIAN PASTA COM 027070101 12556 324550 SH DEFINED 01 02 0 324550 0
AMER ITALIAN PASTA COM 027070101 464 12000 SH DEFINED 01 03 0 12000 0
AMERICAN MANAGEMENT COM 027352103 3544 277984 SH DEFINED 01 277984 0 0
AMERICAN MEDICAL SYS.. COM 02744M108 2054 94660 SH DEFINED 01 94660 0 0
AMERICAN MEDICAL SEC COM 02744P101 1019 50200 SH DEFINED 01 50200 0 0
AMERICAN PHARM PART. COM 02886P109 24575 783900 SH DEFINED 01 0 0 783900
AMERICAN PHARM PART. COM 02886P109 12728 406014 SH DEFINED 01 02 0 0 406014
AMERICAN PHARM PART. COM 02886P109 2068 65950 SH DEFINED 01 03 0 0 65950
AMERICAN PHYSICIANS CAP INC COM 028884104 20 736 SH DEFINED 01 736 0 0
AMER PWR CONVERSION COM 029066107 29927 1746110 SH DEFINED 01 1746110 0 0
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AMERICREDIT CORP COM 03060R101 61 5962 SH DEFINED 01 03 0 5962 0
AMERICA'S CAR-MART INC COM 03062T105 362 12100 SH DEFINED 01 12100 0 0
AMERISTAR CASINOS IN COM 03070Q101 46 1832 SH DEFINED 01 1832 0 0
AMERON INTL CORP. COM 030710107 46 1394 SH DEFINED 01 1394 0 0
AMERSHAM. COM 030719108 3 60 SH DEFINED 01 02 0 0 60
AMERUS GROUP CO COM 03072M108 3484 102476 SH DEFINED 01 102476 0 0
AMERISOURCEBERGEN COM 03073E105 133635 2472442 SH DEFINED 01 2472442 0 0
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OIL SERVICE HOLDRS TRUST JAN 0 OPT OIH/AJ 738 843 SH CALL DEFINED 01 02 0 0 843
NASDAQ 100 QQQ OCT03 OPT QAVVFCO03 6072 83750 SH PUT DEFINED 01 0 0 83750
RETAIL HOLDRS TRUST OCT 03 90P OPT RTH/VR 727 1385 SH PUT DEFINED 01 02 0 0 1385
SEMI CONDUCTOR HLD TRUST OCT 0 OPT SMH/VF 231 18500 SH PUT DEFINED 01 02 0 0 18500
SEMI CONDUCTOR HLD TRUST NOV 0 OPT SMH/WG 588 2400 SH PUT DEFINED 01 02 0 0 2400
S&P 500 INDEX NOV 03 1010P OPT SPQ/WB 928 242 SH PUT DEFINED 01 02 0 0 242
S&P 500 INDEX OCT 03 975P OPT SXB/VO 572 578 SH PUT DEFINED 01 02 0 0 578
ROYAL CARIBBEAN COM V7780T103 48629 1729962 SH DEFINED 01 1729962 0 0
PHILA GOLD & SILVER INDEX DEC OPT XAU/LR 548 800 SH CALL DEFINED 01 02 0 0 800
ASE TEST LTD COM Y02516105 1880 216300 SH DEFINED 01 216300 0 0
FLEXTRONICS INTL LTD COM Y2573F102 23005 1622400 SH DEFINED 01 1622400 0 0
FLEXTRONICS INTL LTD COM Y2573F102 64 4535 SH DEFINED 01 03 0 4535 0
OMI CORP COM Y6476W104 918 138716 SH DEFINED 01 138716 0 0
TATA ENGINEERING COM Y85740127 69 10357 SH DEFINED 01 13 0 10357 0