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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, 2003
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
PRIOR FILINGS FOR THE NOMURA GROUP WERE REPORTED UNDER THE NAME NOMURA
SECURITIES COMPANY, WITH CIK NUMBER 0000110097. SUBSEQUENT FILINGS WILL
BE MADE UNDER THE NAME NOMURA HOLDINGS, INC., CIK NUMBER 0001163653.
Nomura Holdings Inc.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 001-15270
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY November 15, 2003
------------------------------------------
(Place and Date of Signing)
Report Type:
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 967
Form 13F Information Table Value Total: $10,063,557
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
13F File No.: Name:
------------- ---------------------
6. 28-05739 Global Funds Management, S.A.
------------- ---------------------
2. 28-04985 Nomura International plc
------------- ---------------------
4. 28-04993 Nomura Securities (Bermuda)
------------- ---------------------
1. 28-04983 Nomura Securities International, Inc.
------------- ---------------------
1Page 1 03-02-12 14:47:43
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INFORMATION TABLE
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09/30/2003
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DAIMLERCHRYSLER AG ORD D1668R123 410 000000011700 SH DEFINED 01 SOLE
ACE LTD ORD G0070K103 7,094 000000214457 SH DEFINED 01 SOLE
AMDOCS LTD ORD G02602103 374 000000019900 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 3,514 000000073166 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 751 000000010000 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 7,228 000000135269 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD SHS G6359F103 4,191 000000112494 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 3,507 000000103185 SH DEFINED 01 SOLE
RENAISSANCE RE HLDGS LTD COM G7496G103 1,323 000000029000 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 5,143 000000257151 SH DEFINED 01 SOLE
WILLIS GROUP HOLDINGS LTD SHS G96655108 3,075 000000100000 SH DEFINED 01 SOLE
WILLIS GROUP HOLDINGS LTD SHS G96655108 41,512 000001350000 SH DEFINED 04 SOLE
XL CAP LTD CL A G98255105 9,834 000000126992 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,138 000000126978 SH DEFINED 01 SOLE
ASML HLDG NV N Y SHS N07059111 270 000000020588 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 1,486 000000637296 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 13,761 000000426058 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 488 000000028500 SH DEFINED 01 SOLE
AES CORP COM 00130H105 3,609 000000486444 SH DEFINED 01 SOLE
AK STL HLDG CORP COM 001547108 97 000000048800 SH DEFINED SOLE
AMR CORP COM 001765106 2,638 000000230400 SH DEFINED 01 SOLE
AOL TIME WARNER INC COM 00184A105 54,553 000003610403 SH DEFINED 01 SOLE
AT&T CORP COM NEW 001957505 323 000000015000 SH DEFINED SOLE
AT&T CORP COM NEW 001957505 13,121 000000608868 SH DEFINED 01 SOLE
ATMI INC COM 00207R101 206 000000008158 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 19,789 000002419277 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 50,983 000001198197 SH DEFINED 01 SOLE
ABGENIX INC COM 00339B107 402 000000027771 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 388 000000032470 SH DEFINED 01 SOLE
ACRES GAMING INC COM 004936100 800 000000070000 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 7,030 000000178479 SH DEFINED 01 SOLE
ADTRAN INC COM 00738A106 523 000000008538 SH DEFINED 01 SOLE
ADVANCED FIBRE COMMUNICATION COM 00754A105 339 000000016204 SH DEFINED 01 SOLE
ADVANCEPCS COM 00790K109 2,506 000000055000 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 3,269 000000294241 SH DEFINED 01 SOLE
ADVANTA CORP CL A 007942105 411 000000037498 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 7,393 000000121139 SH DEFINED 01 SOLE
AFFYMETRIX INC COM 00826T108 414 000000019748 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 16,536 000005722100 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 830 000000287300 SH DEFINED 04 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 8,717 000000394297 SH DEFINED 01 SOLE
AGNICO EAGLE MINES LTD COM 008474108 232 000000018800 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 8,550 000000189595 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 3,923 000000087000 SH DEFINED 04 SOLE
ALBERTO CULVER CO CL B CONV 013068101 2,684 000000045643 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL A 013068200 79,439 000001384200 SH DEFINED 01 SOLE
1Page 2 03-11-10 15:44:40
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ALBERTSONS INC COM 013104104 6,505 000000316256 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 17,046 000000651620 SH DEFINED 01 SOLE
ALKERMES INC COM 01642T108 288 000000021000 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 938 000000102728 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 470 000000071764 SH DEFINED 01 SOLE
ALLERGAN INC NOTE 018490AE2 10,738 000011000000 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 7,894 000000100274 SH DEFINED 01 SOLE
ALLIANCE BANCORP NEW ENG INC COM 01852Q109 666 000000020000 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 1,814 000000168010 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 19,791 000000541792 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 11,169 000000241043 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 6,142 000000324509 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 272 000000014000 SH DEFINED 06 SOLE
ALTRIA GROUP INC COM 02209S103 67,917 000001550626 SH DEFINED 01 SOLE
ALTRIA GROUP INC COM 02209S103 24,090 000000550000 SH DEFINED 04 SOLE
AMBAC FINL GROUP INC COM 023139108 5,243 000000081926 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 3,480 000000069476 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 258 000000005200 SH DEFINED 06 SOLE
AMEREN CORP COM 023608102 5,334 000000124329 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 9,150 000000305021 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 675 000000015000 SH DEFINED SOLE
AMERICAN EXPRESS CO COM 025816109 44,487 000000987289 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 1,035 000000053314 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC DBCV 026874AP2 9,825 000015000000 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 1,500 000000026000 SH DEFINED SOLE
AMERICAN INTL GROUP INC COM 026874107 114,943 000001992091 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 2,653 000000153393 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 4,658 000000055295 SH DEFINED 01 SOLE
AMERICAN TOWER CORP NOTE 5.00 029912AF9 280 000000003100 SH DEFINED SOLE
AMERISOURCEBERGEN CORP COM 03073E105 5,471 000000101234 SH DEFINED 01 SOLE
AMGEN INC NOTE 031162AE0 20,553 000027000000 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 65,103 000001009045 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 461 000000007100 SH DEFINED 02 SOLE
AMKOR TECHNOLOGY INC COM 031652100 143 000000010113 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 5,839 000000275197 SH DEFINED 01 SOLE
AMYLIN PHARMACEUTICALS INC COM 032346108 254 000000008994 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 8,355 000000200084 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 1,722 000000045300 SH DEFINED SOLE
ANALOG DEVICES INC COM 032654105 10,693 000000281258 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 2,082 000000172424 SH DEFINED 01 SOLE
ANDRX CORP DEL ANDRX GROU 034553107 289 000000015490 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 345 000000007000 SH DEFINED SOLE
ANHEUSER BUSCH COS INC COM 035229103 31,533 000000639104 SH DEFINED 01 SOLE
ANNALY MTG MGMT INC COM 035710409 528 000000032200 SH DEFINED 01 SOLE
ANTHEM INC COM 03674B104 8,477 000000118853 SH DEFINED 01 SOLE
ANTHRACITE CAP INC COM 037023108 570 000000059100 SH DEFINED 01 SOLE
1Page 3 03-11-10 15:44:40
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ANWORTH MORTGAGE ASSET CP COM 037347101 685 000000048000 SH DEFINED 01 SOLE
AON CORP DBCV 3.50 037389AT0 22,595 000000195000 PRN DEFINED 01 SOLE
AON CORP COM 037389103 10,056 000000482323 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 8,597 000000123992 SH DEFINED 01 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 2,866 000000072832 SH DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC DEBT 2.25 03760AAE1 25,735 000000258000 PRN DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 9,915 000000150174 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 9,593 000000463003 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 3,594 000000161104 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,463 000000301228 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 580 000000032000 SH DEFINED SOLE
APPLIED MATLS INC COM 038222105 24,931 000001375165 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 6,693 000000510571 SH DEFINED 01 SOLE
ASHANTI GOLDFIELDS LTD GLOB DEP R 043743202 209 000000020000 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 1,760 000000053586 SH DEFINED 01 SOLE
ASTRAZENECA PLC SPONSORED 046353108 217 000000005000 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 1,507 000000088574 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 17,241 000000480923 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 3,796 000000216444 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 6,430 000000071825 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 247 000000002700 SH DEFINED 06 SOLE
AVAYA INC COM 053499109 3,502 000000321323 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 141 000000012800 SH DEFINED 06 SOLE
AVERY DENNISON CORP COM 053611109 4,981 000000098611 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 11,711 000000181409 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 15,767 000000439081 SH DEFINED 01 SOLE
BCE INC COM 05534B109 502 000000023000 SH DEFINED SOLE
BISYS GROUP INC COM 055472104 368 000000028000 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 203 000000010500 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 4,255 000000124553 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 278 000000008100 SH DEFINED 06 SOLE
BMC SOFTWARE INC COM 055921100 3,338 000000239671 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 7,639 000000258194 SH DEFINED 01 SOLE
BALL CORP COM 058498106 2,494 000000046201 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 13,512 000000442300 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 88,939 000001139670 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 440 000000005600 SH DEFINED 06 SOLE
BANK NEW YORK INC COM 064057102 17,454 000000599591 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 386 000000010000 SH DEFINED SOLE
BANK ONE CORP COM 06423A103 34,099 000000882267 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 109,379 000002830000 SH DEFINED 04 SOLE
BANK UTD CORP LITIGATN CONT RIGHT 99/9 065416117 12 000000248800 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 2,851 000000040166 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 497 000000007300 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 1,864 000000042224 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 13,606 000000468221 SH DEFINED 01 SOLE
1Page 4 03-11-10 15:44:40
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BAXTER INTL INC COM 071813109 3,119 000000108700 SH DEFINED 02 SOLE
BAY VIEW CAP CORP DEL COM 07262L101 1,365 000000225000 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 2,342 000000194535 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 602 000000050000 SH DEFINED 04 SOLE
BEAR STEARNS COS INC COM 073902108 5,870 000000078479 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 312 000000004200 SH DEFINED 06 SOLE
BECTON DICKINSON & CO COM 075887109 7,382 000000204388 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 9,706 000000253640 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 34,862 000001472229 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 20,457 000000863934 SH DEFINED 04 SOLE
BELO CORP COM SER A 080555105 259 000000010700 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 1,868 000000042169 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 260 000000007600 SH DEFINED 01 SOLE
BEST BUY INC DBCV 0.68 086516AD3 7,400 000000100000 PRN DEFINED 01 SOLE
BEST BUY INC COM 086516101 17,049 000000358786 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,461 000000092467 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 15,689 000000411586 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 6,611 000000197373 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 60,003 000000465000 SH DEFINED 01 SOLE
BIOVAIL CORP COM 09067J109 516 000000013900 SH DEFINED 01 SOLE
BIOSITE INC COM 090945106 420 000000014853 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 2,475 000000061058 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 6,348 000000147130 SH DEFINED 01 SOLE
BOEING CO COM 097023105 22,710 000000661548 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 1,841 000000066733 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 236 000000012500 SH DEFINED 01 SOLE
BOSTON COMMUNICATIONS GROUP COM 100582105 113 000000011344 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 21,219 000000332593 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 1,157 000000045100 SH DEFINED SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 38,260 000001491046 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 103,174 000004020844 SH DEFINED 04 SOLE
BROADCOM CORP CL A 111320107 6,188 000000232118 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS I COM 111621108 2,184 000000418577 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 2,211 000000027200 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 4,193 000000053008 SH DEFINED 01 SOLE
BROWN TOM INC COM NEW 115660201 221 000000008600 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 2,013 000000078410 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 8,263 000000286247 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 27,715 000000960000 SH DEFINED 04 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 325 000000011200 SH DEFINED 06 SOLE
BURLINGTON RES INC COM 122014103 7,732 000000160428 SH DEFINED 01 SOLE
CBRL GROUP INC NOTE 12489VAB2 12,653 000026500000 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 284 000000007900 SH DEFINED 06 SOLE
CIGNA CORP COM 125509109 6,027 000000135001 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 870 000000118067 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 180 000000012214 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CSX CORP DBCV 126408GA5 4,112 000005000000 SH DEFINED 01 SOLE
CSX CORP COM 126408103 4,813 000000164562 SH DEFINED 01 SOLE
CVS CORP COM 126650100 10,895 000000350788 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 891 000000016028 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 1,971 000000403233 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 8,358 000000315431 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 9,993 000000175193 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 20,407 000000349505 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 393 000000017400 SH DEFINED 01 SOLE
CARMAX INC COM 143130102 414 000000012700 SH DEFINED 01 SOLE
CARNIVAL CORP DBCV 2.00 143658AN2 16,462 000000150000 PRN DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 16,169 000000491631 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 18,449 000000268001 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 276 000000004000 SH DEFINED 06 SOLE
CELGENE CORP COM 151020104 875 000000020211 SH DEFINED 01 SOLE
CENDANT CORP DBCV 3.87 151313AN3 29,818 000000285000 PRN DEFINED 01 SOLE
CENDANT CORP COM 151313103 14,487 000000775160 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC COM 15189T107 2,188 000000238692 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 4,050 000000052010 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 236 000000003100 SH DEFINED 06 SOLE
CENTILLIUM COMMUNICATIONS IN COM 152319109 146 000000020765 SH DEFINED 01 SOLE
CENTRA SOFTWARE INC COM 15234X103 74 000000021300 SH DEFINED 01 SOLE
CENTURYTEL INC DBCV 4.75 156700AH9 17,921 000000155000 PRN DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 3,756 000000110855 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 286 000000006236 SH DEFINED 01 SOLE
CHARLES RIV LABS INTL INC COM 159864107 527 000000017200 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 5,423 000000177235 SH DEFINED 01 SOLE
CHATEAU CMNTYS INC COM 161726104 4,910 000000165000 SH DEFINED 01 SOLE
CHECKFREE CORP NEW COM 162813109 652 000000032448 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 58,501 000000818779 SH DEFINED 01 SOLE
CHICAGO MERCANTILE HLDGS INC CL A 167760107 612 000000008900 SH DEFINED 01 SOLE
CHIPPAC INC CL A 169657103 115 000000019539 SH DEFINED 01 SOLE
CHIRON CORP NOTE 170040AE9 14,625 000025000000 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 8,625 000000166453 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 921 000000027500 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 10,168 000000156726 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 3,458 000000053300 SH DEFINED 04 SOLE
CIENA CORP COM 171779101 4,158 000000709724 SH DEFINED 01 SOLE
CIMA LABS INC COM 171796105 279 000000010000 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 5,006 000000125156 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 3,984 000000099600 SH DEFINED 04 SOLE
CINERGY CORP COM 172474108 5,145 000000140211 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC COM 172737108 1,593 000000167245 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 2,370 000000121000 SH DEFINED SOLE
CISCO SYS INC COM 17275R102 104,726 000005345937 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 1,287 000000065000 SH DEFINED 02 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CINTAS CORP COM 172908105 6,893 000000186265 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 2,803 000000061600 SH DEFINED SOLE
CITIGROUP INC COM 172967101 177,992 000003911071 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 2,488 000000221980 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 2,978 000000134598 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 392 000000007700 SH DEFINED 01 SOLE
CLARCOR INC COM 179895107 273 000000007000 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 19,066 000000497824 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 7,749 000000168939 SH DEFINED 01 SOLE
COACH INC COM 189754104 671 000000012300 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 584 000000013600 SH DEFINED SOLE
COCA COLA CO COM 191216100 83,559 000001945046 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC COM 191219104 6,946 000000364472 SH DEFINED 01 SOLE
COGNEX CORP COM 192422103 218 000000008332 SH DEFINED 01 SOLE
COGNOS INC COM 19244C109 214 000000006900 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 23,140 000000414030 SH DEFINED 01 SOLE
COLLAGENEX PHARMACEUTICALS I COM 19419B100 161 000000015000 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A 20030N101 57,273 000001858317 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A SPL 20030N200 56,161 000001894779 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 6,279 000000134743 SH DEFINED 01 SOLE
COMMONWEALTH TEL ENTERPRISES COM 203349105 1,243 000000031000 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 269 000000012400 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 11,533 000000441719 SH DEFINED 01 SOLE
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COMPUTER SCIENCES CORP COM 205363104 7,271 000000193553 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 3,345 000000624107 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 5,025 000000335709 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 9,428 000000443912 SH DEFINED 01 SOLE
COMPUTER HORIZONS CORP COM 205908106 62 000000017000 SH DEFINED 01 SOLE
CONCORD EFS INC COM 206197105 7,773 000000568684 SH DEFINED 01 SOLE
CONNECTICUT BANCSHARES INC COM 207540105 1,517 000000029600 SH DEFINED 01 SOLE
CONOCOPHILLIPS COM 20825C104 28,925 000000528314 SH DEFINED 01 SOLE
CONSECO INC COM NEW 208464883 3,115 000000172495 SH DEFINED SOLE
CONSOLIDATED EDISON INC COM 209115104 7,060 000000173229 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 4,585 000000128150 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 2,231 000000121660 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 1,028 000000064810 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 1,726 000000032120 SH DEFINED 01 SOLE
CORINTHIAN COLLEGES INC COM 218868107 241 000000004231 SH DEFINED 01 SOLE
CORNING INC COM 219350105 9,567 000001015650 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 11,268 000000361744 SH DEFINED 01 SOLE
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COUNTRYWIDE FINANCIAL CORP COM 222372104 12,595 000000160907 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP COM 222372104 333 000000004300 SH DEFINED 06 SOLE
CRANE CO COM 224399105 1,190 000000050846 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 159 000000022700 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CRESCENT REAL ESTATE EQUITIE COM 225756105 172 000000011900 SH DEFINED 01 SOLE
CROWN AMERN RLTY TR SH BEN INT 228186102 3,030 000000254700 SH DEFINED 01 SOLE
CROWN HOLDINGS INC COM 228368106 104 000000015500 SH DEFINED 01 SOLE
CTI MOLECULAR IMAGING INC COM 22943D105 173 000000011756 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 1,655 000000037260 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 11,205 000000156500 SH DEFINED 01 SOLE
DPL INC COM 233293109 277 000000016200 SH DEFINED 01 SOLE
DRS TECHNOLOGIES INC COM 23330X100 229 000000009500 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 282 000000007500 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 4,863 000000131848 SH DEFINED 01 SOLE
DANA CORP COM 235811106 2,013 000000130480 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 8,697 000000117756 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 2,849 000000149958 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 10,472 000000196453 SH DEFINED 01 SOLE
DEL MONTE FOODS CO COM 24522P103 178 000000020500 SH DEFINED 01 SOLE
DELL INC COM 24702R101 1,236 000000037000 SH DEFINED SOLE
DELL INC COM 24702R101 65,667 000001964925 SH DEFINED 01 SOLE
DELPHI CORP COM 247126105 3,900 000000430965 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,359 000000102211 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 2,169 000000054058 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 8,922 000000185158 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 697 000000029500 SH DEFINED 01 SOLE
DIAMOND OFFSHORE DRILLING IN DBCV 1.50 25271CAE2 17,921 000000196400 PRN DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 46,565 000000500000 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 945 000000067662 SH DEFINED 01 SOLE
DISNEY WALT CO NOTE 2.12 254687AU0 40,850 000000400000 PRN DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 38,625 000001915007 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 5,409 000000270497 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 15,591 000000251887 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 2,776 000000111633 SH DEFINED 01 SOLE
DORAL FINL CORP COM 25811P100 202 000000004300 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 5,498 000000155453 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 23,166 000000711930 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 71,750 000002205000 SH DEFINED 04 SOLE
DOW JONES & CO INC COM 260561105 3,101 000000065496 SH DEFINED 01 SOLE
DREYERS GRAND ICE CREAM HL I COM A CALL 261877104 777 000000010000 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 31,825 000000795449 SH DEFINED 01 SOLE
DUKE ENERGY CORP NOTE 1.75 264399EJ1 16,355 000000165000 PRN DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 12,412 000000696954 SH DEFINED 01 SOLE
DYCOM INDS INC COM 267475101 203 000000010000 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 1,086 000000301827 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 21,423 000001696209 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 3,709 000000088860 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 2,309 000000068933 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 4,710 000000224974 SH DEFINED 01 SOLE
EATON CORP COM 278058102 5,391 000000060833 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EATON VANCE CORP COM NON VT 278265103 328 000000009800 SH DEFINED 01 SOLE
EBAY INC COM 278642103 26,480 000000493680 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 5,083 000000201336 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 4,776 000000250080 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 308 000000015900 SH DEFINED 06 SOLE
EDUCATION MGMT CORP COM 28139T101 360 000000006233 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 3,380 000000463122 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 10,427 000000113122 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 7,979 000000395043 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 17,192 000000326537 SH DEFINED 01 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 473 000000023377 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 448 000000012200 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 2,973 000000107470 SH DEFINED 01 SOLE
ENTEGRIS INC COM 29362U104 174 000000015450 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 309 000000006900 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 9,691 000000178970 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 294 000000005400 SH DEFINED 06 SOLE
EQUIFAX INC COM 294429105 2,632 000000118215 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 8,442 000000306683 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,144 000000209852 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR B SEK 294821608 1,463 000000099542 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 381 000000006000 SH DEFINED SOLE
EXELON CORP COM 30161N101 16,117 000000253821 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 242 000000007058 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 3,627 000000059365 SH DEFINED 01 SOLE
EXTREME NETWORKS INC COM 30226D106 490 000000077557 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 1,947 000000053200 SH DEFINED SOLE
EXXON MOBIL CORP COM 30231G102 187,596 000005125583 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 9,092 000000143868 SH DEFINED 01 SOLE
FTI CONSULTING INC COM 302941109 520 000000030000 SH DEFINED 01 SOLE
FACTSET RESH SYS INC COM 303075105 687 000000015500 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 5,259 000000131839 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 314 000000006000 SH DEFINED SOLE
FEDERAL HOME LN MTG CORP COM 313400301 30,693 000000586319 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 80,095 000001530000 SH DEFINED 04 SOLE
FEDERAL NATL MTG ASSN COM 313586109 52,398 000000746424 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 278 000000004000 SH DEFINED 06 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 6,057 000000144565 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 511 000000012200 SH DEFINED 06 SOLE
FEDERATED INVS INC PA CL B 314211103 2,674 000000096536 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 15,075 000000233985 SH DEFINED 01 SOLE
FIDELITY NATIONAL SOLTNS INC COM 31620P109 1,988 000000080000 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 1,653 000000055000 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 203 000000006900 SH DEFINED 06 SOLE
FIFTH THIRD BANCORP COM 316773100 24,849 000000447418 SH DEFINED 01 SOLE
FINDWHAT COM COM 317794105 280 000000016236 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FIRST COLONIAL GROUP INC COM 319734109 947 000000016400 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 22,746 000000569229 SH DEFINED 01 SOLE
FIRST ESSEX BANCORP INC COM 320103104 2,432 000000047800 SH DEFINED 01 SOLE
FIRST HEALTH GROUP CORP COM 320960107 314 000000011961 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 4,381 000000103196 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 347 000000008200 SH DEFINED 06 SOLE
FISERV INC COM 337738108 5,775 000000159140 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 7,998 000000250750 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 24,796 000000822448 SH DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 2,371 000000063520 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 338 000000020900 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 15,141 000001405918 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 15,088 000000293275 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 6,380 000000112433 SH DEFINED 01 SOLE
FOX ENTMT GROUP INC CL A 35138T107 2,135 000000076300 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 8,828 000000199700 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 4,300 000000129931 SH DEFINED 01 SOLE
FRONTIER OIL CORP COM 35914P105 177 000000012100 SH DEFINED 01 SOLE
GBC BANCORP CALIF COM 361475106 2,087 000000054630 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 16,115 000000207781 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 12,112 000000707515 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 290 000000016600 SH DEFINED 06 SOLE
GARTNER INC CL B 366651206 875 000000080400 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 1,457 000000257582 SH DEFINED 01 SOLE
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GENERAL DYNAMICS CORP COM 369550108 858 000000011000 SH DEFINED SOLE
GENERAL DYNAMICS CORP COM 369550108 13,102 000000167851 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 2,647 000000088800 SH DEFINED SOLE
GENERAL ELEC CO COM 369604103 230,526 000007733192 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 105,229 000003530000 SH DEFINED 04 SOLE
GENERAL MLS INC COM 370334104 13,497 000000286758 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 13,791 000000293000 SH DEFINED 04 SOLE
GENERAL MTRS CORP COM 370442105 17,633 000000430815 SH DEFINED 01 SOLE
GENERAL MTRS CORP DEB SR CON 370442733 34,470 000000015000 PRN DEFINED 01 SOLE
GENTEX CORP COM 371901109 1,056 000000030324 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 4,564 000000142741 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 8,438 000000182224 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 5,010 000000206713 SH DEFINED 01 SOLE
GETTY IMAGES INC COM 374276103 696 000000019800 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 4,836 000000086296 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 224 000000004000 SH DEFINED 06 SOLE
GILLETTE CO COM 375766102 1,279 000000040000 SH DEFINED SOLE
GILLETTE CO COM 375766102 25,689 000000803304 SH DEFINED 01 SOLE
GLOBAL MARINE INC DBCV 379352AN7 23,370 000041000000 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 10,487 000000117169 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 30,804 000000367159 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GOODRICH CORP COM 382388106 2,227 000000091881 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 944 000000143768 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 3,565 000000074990 SH DEFINED 01 SOLE
GRANITE BROADCASTING CORP COM 387241102 255 000000100000 SH DEFINED SOLE
GRAPHIC PACKAGING CORP DEL COM 388688103 101 000000020000 SH DEFINED 01 SOLE
GRAY TELEVISION INC CL A 389375205 1,059 000000091300 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 970 000000048254 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 806 000000027000 SH DEFINED 01 SOLE
GUCCI GROUP N V COM NY REG 401566104 5,327 000000063200 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 937 000000020000 SH DEFINED SOLE
GUIDANT CORP COM 401698105 11,775 000000251354 SH DEFINED 01 SOLE
HCA INC COM 404119109 14,236 000000386238 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 10,883 000000448798 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 7,565 000000223824 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 11,461 000000237800 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 3,799 000000090223 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 223 000000005300 SH DEFINED 06 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 368 000000007000 SH DEFINED SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 11,588 000000220181 SH DEFINED 01 SOLE
HASBRO INC DBCV 2.75 418056AN7 23,373 000000212000 PRN DEFINED 01 SOLE
HASBRO INC COM 418056107 2,836 000000151826 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 4,866 000000223130 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 383 000000012100 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 245 000000007800 SH DEFINED 06 SOLE
HEICO CORP NEW CL A 422806208 288 000000025800 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 9,270 000000270435 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 224 000000008600 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 1,079 000000095273 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 7,352 000000101162 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 48,746 000002517922 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 75,502 000003899900 SH DEFINED 04 SOLE
HILLENBRAND INDS INC COM 431573104 214 000000003800 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 4,701 000000289836 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 1,911 000000060000 SH DEFINED SOLE
HOME DEPOT INC COM 437076102 56,218 000001765096 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 17,946 000000681089 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP N NOTE 1.42 440327AG9 5,117 000000115000 PRN DEFINED 01 SOLE
HORIZON ORGANIC HOLDING COM 44043T103 478 000000020000 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 16,222 000000455700 SH DEFINED 01 SOLE
HUDSON UNITED BANCORP COM 444165104 1,350 000000038400 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 2,616 000000144979 SH DEFINED 01 SOLE
HUMAN GENOME SCIENCES INC COM 444903108 815 000000059388 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 3,761 000000189505 SH DEFINED 01 SOLE
HYPERION SOLUTIONS CORP COM 44914M104 470 000000016222 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 1,576 000000041106 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP NOTE 449370AE5 11,750 000020000000 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0IDEC PHARMACEUTICALS CORP COM 449370105 450 000000013539 SH DEFINED 01 SOLE
IGEN INC COM 449536101 2,389 000000041500 SH DEFINED 01 SOLE
IMC GLOBAL INC COM 449669100 117 000000018300 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 3,882 000000184026 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 270 000000005600 SH DEFINED 06 SOLE
ITT INDS INC IND COM 450911102 5,482 000000091616 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 485 000000066400 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 16,177 000000244154 SH DEFINED 01 SOLE
IMCLONE SYS INC COM 45245W109 1,872 000000048112 SH DEFINED 01 SOLE
INCO LTD NOTE 453258AM7 5,164 000006600000 SH DEFINED 01 SOLE
INCO LTD COM 453258402 1,110 000000040000 SH DEFINED SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 774 000000025777 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 283 000000022864 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 1,926 000000070000 SH DEFINED SOLE
INTEL CORP COM 458140100 136,339 000004954184 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 247 000000009000 SH DEFINED 04 SOLE
INTEL CORP COM 458140100 465 000000016400 SH DEFINED 06 SOLE
INTERACTIVECORP COM 45840Q101 2,795 000000084248 SH DEFINED 01 SOLE
INTERGRAPH CORP COM 458683109 1,007 000000042922 SH DEFINED 01 SOLE
INTERMUNE INC COM 45884X103 288 000000015076 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 1,572 000000017800 SH DEFINED SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 116,266 000001316277 SH DEFINED 01 SOLE
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INTERNATIONAL GAME TECHNOLOG COM 459902102 28,150 000001000000 SH DEFINED 04 SOLE
INTL PAPER CO COM 460146103 14,888 000000381560 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 20,570 000000484000 SH DEFINED 01 SOLE
INTERNET ARCHITECTURE HOLDR DEPOSTRY R 46060A107 492 000000015000 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 758 000000031873 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 4,725 000000334662 SH DEFINED 01 SOLE
INTUIT COM 461202103 7,636 000000158312 SH DEFINED 01 SOLE
INVISION TECHNOLOGIES INC COM 461851107 266 000000010931 SH DEFINED 01 SOLE
IRON MTN INC PA COM 462846106 527 000000014700 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 4,869 000001352714 SH DEFINED 01 SOLE
JNI CORP COM 46622G105 139 000000020000 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 1,888 000000055000 SH DEFINED SOLE
J P MORGAN CHASE & CO COM 46625H100 53,516 000001558880 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 240 000000007000 SH DEFINED 04 SOLE
JABIL CIRCUIT INC COM 466313103 4,610 000000177001 SH DEFINED 01 SOLE
JACK IN THE BOX INC COM 466367109 329 000000018500 SH DEFINED 01 SOLE
JANUS CAP GROUP INC COM 47102X105 3,538 000000253294 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 4,836 000000108974 SH DEFINED 01 SOLE
JETBLUE AWYS CORP COM 477143101 231 000000003800 SH DEFINED 01 SOLE
JO-ANN STORES INC CL B NON V 47758P208 929 000000038100 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 1,337 000000027000 SH DEFINED SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0JOHNSON & JOHNSON COM 478160104 112,844 000002278767 SH DEFINED 01 SOLE
JOHNSON CTLS INC COM 478366107 6,774 000000071611 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 2,935 000000098076 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 2,087 000000139145 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 9,247 000000179215 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL B CONV 482740107 2,045 000000089500 SH DEFINED 01 SOLE
KANSAS CITY SOUTHERN COM NEW 485170302 112 000000010200 SH DEFINED 01 SOLE
KB HOME COM 48666K109 2,389 000000040050 SH DEFINED 01 SOLE
KB HOME COM 48666K109 281 000000004800 SH DEFINED 06 SOLE
KELLOGG CO COM 487836108 10,539 000000316020 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 207 000000006200 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 3,479 000000077936 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 8,865 000000346730 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 4,363 000000124387 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 20,261 000000394816 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS COM 49455P101 5,103 000000094483 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 2,830 000000186808 SH DEFINED 01 SOLE
KLAMATH FIRST BANCORP INC COM 49842P103 2,479 000000115398 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 4,237 000000063536 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 14,738 000000275487 SH DEFINED 01 SOLE
KONINKLIJKE AHOLD N V SPON ADR N 500467303 139 000000014600 SH DEFINED 01 SOLE
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 284 000000012400 SH DEFINED 01 SOLE
KRAFT FOODS INC CL A 50075N104 536 000000018200 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 1,185 000000030800 SH DEFINED 01 SOLE
KROGER CO COM 501044101 10,361 000000579832 SH DEFINED 01 SOLE
KROLL INC COM 501049100 284 000000015273 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 2,684 000000298655 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,033 000000023900 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS NOTE 50540RAC6 51,406 000073833000 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS COM NEW 50540R409 574 000000020000 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 362 000000024800 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 432 000000019454 SH DEFINED 01 SOLE
LAMAR ADVERTISING CO NOTE 2.87 512815AG6 252 000000002750 SH DEFINED SOLE
LAMAR ADVERTISING CO CL A 512815101 1,464 000000049720 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 600 000000017600 SH DEFINED 01 SOLE
LEAR CORP NOTE 521865AG0 17,852 000037000000 SH DEFINED 01 SOLE
LEGATO SYS INC COM 524651106 6,957 000000615706 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 3,476 000000160725 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 13,156 000000190456 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 4,144 000000060000 SH DEFINED 04 SOLE
LEHMAN BROS HLDGS INC COM 524908100 268 000000003900 SH DEFINED 06 SOLE
LENNAR CORP CL B 526057302 5,623 000000075000 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 118 000000021952 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 6,465 000000102605 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 5,453 000000547000 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 687 000000028405 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LIGAND PHARMACEUTICALS INC CL B 53220K207 543 000000042121 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 52,120 000000877444 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 6,567 000000435530 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 4,902 000000138565 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 2,052 000000058000 SH DEFINED 04 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 10,835 000000301581 SH DEFINED 01 SOLE
LINENS N THINGS INC COM 535679104 411 000000017300 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 2,923 000000085860 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 18,109 000000392401 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 5,994 000000148495 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 1,159 000000084138 SH DEFINED 01 SOLE
LOWES COS INC NOTE 0.86 548661CG0 10,412 000000100000 PRN DEFINED 01 SOLE
LOWES COS INC COM 548661107 31,216 000000601479 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 6,861 000003176506 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 292 000000022900 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 6,113 000000111219 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 2,424 000000044100 SH DEFINED 04 SOLE
MBNA CORP COM 55262L100 22,510 000000987306 SH DEFINED 01 SOLE
MFA MTG INVTS INC COM 55272X102 523 000000055000 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 4,045 000000077685 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 614 000000016800 SH DEFINED 01 SOLE
MANHATTAN ASSOCS INC COM 562750109 344 000000013301 SH DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 2,185 000000072855 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 463 000000012500 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 6,822 000000239383 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 19,833 000000416573 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 5,500 000000174523 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 7,703 000000179017 SH DEFINED 01 SOLE
MARTHA STEWART LIVING OMNIME CL A 573083102 107 000000011600 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 513 000000014100 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 9,269 000000378655 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 12,598 000000514640 SH DEFINED 04 SOLE
MATRIXONE INC COM 57685P304 145 000000029500 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 6,493 000000342484 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 11,768 000000298778 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 5,947 000000241464 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,546 000000061915 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 2,961 000000108014 SH DEFINED 01 SOLE
MCDATA CORP CL B 580031102 25,260 000002142538 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 23,165 000000984108 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 9,232 000000148596 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 7,612 000000228682 SH DEFINED 01 SOLE
MEADWESTVACO CORP COM 583334107 4,219 000000165484 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5,377 000000207392 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 216 000000003700 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 8,371 000000253452 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MEDTRONIC INC DBCV 1.25 585055AB2 11,261 000000110000 PRN DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 44,646 000000951539 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 375 000000008000 SH DEFINED 04 SOLE
MELLON FINL CORP COM 58551A108 566 000000018800 SH DEFINED SOLE
MELLON FINL CORP COM 58551A108 10,040 000000333127 SH DEFINED 01 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 597 000000014933 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 354 000000007000 SH DEFINED SOLE
MERCK & CO INC COM 589331107 87,319 000001725001 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 3,059 000000067098 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 1,896 000000041072 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC NOTE 590188A65 5,350 000010000000 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 38,289 000000715283 SH DEFINED 01 SOLE
METALS USA INC COM NEW 591324207 756 000000120000 SH DEFINED SOLE
METLIFE INC COM 59156R108 16,920 000000603240 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 2,718 000000097800 SH DEFINED SOLE
MICROSOFT CORP COM 594918104 228,208 000008208926 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 1,641 000000068513 SH DEFINED 01 SOLE
MICROMUSE INC COM 595094103 239 000000029334 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 6,493 000000483901 SH DEFINED 01 SOLE
MID ATLANTIC MED SVCS INC COM 59523C107 344 000000006700 SH DEFINED 01 SOLE
MID-ATLANTIC RLTY TR SH BEN INT 595232109 525 000000025000 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 373 000000024154 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 306 000000013472 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 1,769 000000038421 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL B 604567206 2,976 000000749798 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 4,248 000000148664 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 29,513 000001206116 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 4,814 000000201097 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 301 000000012300 SH DEFINED 06 SOLE
MONSTER WORLDWIDE INC COM 611742107 3,145 000000124709 SH DEFINED 01 SOLE
MONY GROUP INC COM 615337102 488 000000015000 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 6,286 000000114362 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 1,074 000000021300 SH DEFINED SOLE
MORGAN STANLEY COM NEW 617446448 42,086 000000834057 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 21,293 000001781867 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 20,554 000001720000 SH DEFINED 04 SOLE
MOUNTAINBANK FINL CORP COM 62451E103 2,264 000000068500 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 390 000000010100 SH DEFINED 01 SOLE
NBTY INC COM 628782104 352 000000015094 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 2,456 000000077513 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 252,493 000007788214 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 7,681 000000234600 SH DEFINED 02 SOLE
NATIONAL CITY CORP COM 635405103 15,231 000000517022 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 265 000000009000 SH DEFINED 06 SOLE
NATIONAL COMMERCE FINL CORP COM 63545P104 248 000000010000 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 4,564 000000141359 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NAVISTAR INTL CORP NEW COM 63934E108 2,641 000000070864 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL B 640204301 1,753 000000044800 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 6,434 000000313437 SH DEFINED 01 SOLE
NEW FOCUS INC COM 644383101 606 000000135000 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 444 000000014101 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 5,057 000000116377 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 6,159 000000284246 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 262 000000006800 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 12,232 000000312919 SH DEFINED 01 SOLE
NEWS CORP LTD SP ADR PFD 652487802 35,832 000001313026 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 19,036 000000965818 SH DEFINED 01 SOLE
NICOR INC COM 654086107 1,238 000000035241 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 12,793 000000210345 SH DEFINED 01 SOLE
99 CENTS ONLY STORES COM 65440K106 310 000000009600 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 4,235 000000211981 SH DEFINED 01 SOLE
NOKIA CORP SPONSORED 654902204 2,655 000000170200 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 2,613 000000105327 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 6,081 000000328749 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 4,368 000000125702 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 7,187 000000169721 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 13,911 000000161352 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 1,565 000000295345 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 5,820 000000173226 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 3,083 000000067204 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 18,352 000000400000 SH DEFINED 04 SOLE
NVIDIA CORP COM 67066G104 3,283 000000205575 SH DEFINED 01 SOLE
OSI PHARMACEUTICALS INC COM 671040103 1,001 000000030669 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 10,564 000000299872 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 455 000000013000 SH DEFINED 06 SOLE
ODYSSEY HEALTHCARE INC COM 67611V101 288 000000009684 SH DEFINED 01 SOLE
OFFICEMAX INC COM 67622M108 6,137 000000655000 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 4,246 000000302209 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 244 000000007400 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 188 000000011900 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 11,097 000000154449 SH DEFINED 01 SOLE
ON SEMICONDUCTOR CORP COM 682189105 100 000000025000 SH DEFINED SOLE
ONEOK INC NEW COM 682680103 359 000000017800 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 219 000000019500 SH DEFINED SOLE
ORACLE CORP COM 68389X105 50,096 000004453036 SH DEFINED 01 SOLE
OVERTURE SVCS INC COM 69039R100 7,837 000000297668 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 371 000000032500 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 7,518 000000314580 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 1,786 000000135468 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 10,262 000000215687 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 6,820 000000130605 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 5,557 000000135714 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PACCAR INC COM 693718108 8,953 000000120359 SH DEFINED 01 SOLE
PACIFIC NORTHWEST BANCORP COM 69466M103 1,540 000000043200 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 2,575 000000126974 SH DEFINED 01 SOLE
PALL CORP COM 696429307 2,330 000000103870 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 218 000000015065 SH DEFINED 01 SOLE
PANERA BREAD CO CL A 69840W108 271 000000006612 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 693 000000220029 SH DEFINED 01 SOLE
PARKER DRILLING CO COM 701081101 354 000000150000 SH DEFINED SOLE
PARKER HANNIFIN CORP COM 701094104 4,766 000000106644 SH DEFINED 01 SOLE
PATHMARK STORES INC NEW COM 70322A101 83 000000012000 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 9,878 000000289705 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 257 000000019900 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 4,476 000000209454 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 5,530 000000258820 SH DEFINED 04 SOLE
PEOPLES ENERGY CORP COM 711030106 1,212 000000029300 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 5,118 000000280146 SH DEFINED 01 SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 180 000000011800 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 4,915 000000238845 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 60,524 000001320621 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 1,625 000000106175 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 603 000000026519 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 180,045 000005926462 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 730 000000024000 SH DEFINED 02 SOLE
PHELPS DODGE CORP COM 717265102 3,372 000000072067 SH DEFINED 01 SOLE
PILGRIMS PRIDE CORP CL A 721467207 146 000000011700 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 2,829 000000079715 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 6,897 000000179987 SH DEFINED 01 SOLE
PIXELWORKS INC COM 72581M107 119 000000013774 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 3,856 000000151588 SH DEFINED 01 SOLE
POLO RALPH LAUREN CORP CL A 731572103 544 000000020300 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 738 000000070951 SH DEFINED 01 SOLE
PRACTICEWORKS INC COM 739419109 1,810 000000084426 SH DEFINED 01 SOLE
PRAECIS PHARMACEUTICALS INC COM 739421105 152 000000022500 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 8,408 000000135725 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 3,922 000000095010 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 8,388 000000270669 SH DEFINED 01 SOLE
PRIORITY HEALTHCARE CORP CL B 74264T102 648 000000031465 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 1,577 000000017000 SH DEFINED SOLE
PROCTER & GAMBLE CO COM 742718109 93,116 000001003189 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 8,325 000000187261 SH DEFINED 01 SOLE
PROGRESS FINL CORP COM 743266108 2,053 000000075000 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 11,554 000000167190 SH DEFINED 01 SOLE
PROLOGIS SH BEN INT 743410102 4,177 000000138098 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 140 000000010000 SH DEFINED 01 SOLE
PROVINCE HEALTHCARE CO COM 743977100 262 000000020300 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 2,659 000000225554 SH DEFINED 01 SOLE
1Page 17 03-11-10 15:44:40
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PRUDENTIAL FINL INC COM 744320102 15,663 000000419265 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,764 000000184860 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 3,310 000000048670 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 3,441 000000073201 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 209 000000004300 SH DEFINED 06 SOLE
QUALCOMM INC COM 747525103 25,449 000000610738 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 5,256 000000086682 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 4,920 000001447245 SH DEFINED 01 SOLE
R H DONNELLEY CORP COM NEW 74955W307 319 000000007900 SH DEFINED 01 SOLE
RPM INTL INC COM 749685103 2,059 000000157700 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 226 000000005100 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 8,606 000000585483 SH DEFINED 01 SOLE
RADIO ONE INC CL D NON V 75040P405 7,180 000000500000 SH DEFINED 04 SOLE
RADIOSHACK CORP COM 750438103 3,634 000000127944 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 310 000000011000 SH DEFINED 06 SOLE
RAYTHEON CO COM NEW 755111507 10,100 000000360722 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 7,696 000000274881 SH DEFINED 04 SOLE
READERS DIGEST ASSN INC COM 755267101 149 000000010700 SH DEFINED 01 SOLE
REDWOOD TR INC COM 758075402 424 000000010000 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 1,578 000000047211 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 436 000000013600 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 5,894 000000172103 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 45,320 000000400000 SH DEFINED 01 SOLE
RENAL CARE GROUP INC COM 759930100 344 000000010100 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 391 000000017300 SH DEFINED 01 SOLE
RESOURCES BANKSHARES CORP COM 76121R104 1,195 000000041016 SH DEFINED 01 SOLE
RESPIRONICS INC COM 761230101 212 000000005080 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 2,592 000000065572 SH DEFINED 01 SOLE
RIGHT MGMT CONSULTANTS INC COM 766573109 632 000000035000 SH DEFINED 01 SOLE
ROADWAY CORP COM 769742107 3,869 000000079349 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 3,200 000000164120 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 4,006 000000152624 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 3,493 000000138346 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 6,327 000000189172 SH DEFINED 01 SOLE
ROSLYN BANCORP INC COM 778162107 13,827 000000588400 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 241 000000005199 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 1,814 000000073804 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 1,491 000000050872 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 482 000000021700 SH DEFINED SOLE
SBC COMMUNICATIONS INC COM 78387G103 57,161 000002569048 SH DEFINED 01 SOLE
SLM CORP COM 78442P106 1,032 000000026500 SH DEFINED SOLE
SLM CORP COM 78442P106 13,507 000000346699 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 58,104 000000581337 SH DEFINED 01 SOLE
S1 CORPORATION COM 78463B101 3,084 000000610800 SH DEFINED 01 SOLE
SPX CORP NOTE 784635AD6 15,812 000025000000 SH DEFINED 01 SOLE
SPX CORP COM 784635104 452 000000010000 SH DEFINED SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SABRE HLDGS CORP CL A 785905100 2,729 000000127018 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 7,616 000000215450 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 1,414 000000040000 SH DEFINED 04 SOLE
SAFEWAY INC COM NEW 786514208 8,040 000000350513 SH DEFINED 01 SOLE
ST FRANCIS CAP CORP COM 789374105 3,244 000000110200 SH DEFINED 01 SOLE
ST JOE CO COM 790148100 205 000000006400 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 7,077 000000131622 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 6,479 000000174974 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 462 000000007200 SH DEFINED 06 SOLE
SANMINA SCI CORP COM 800907107 3,822 000000395723 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 11,310 000000616035 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 17,354 000001138723 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 677 000000014000 SH DEFINED SOLE
SCHLUMBERGER LTD COM 806857108 21,654 000000447414 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 12,429 000001043579 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 4,168 000000133823 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 3,101 000000065675 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 9,460 000000216337 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-FI 81369Y605 101,640 000004000000 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 5,023 000000171112 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 1,805 000000061500 SH DEFINED 04 SOLE
SEPRACOR INC COM 817315104 553 000000020034 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 3,313 000000112674 SH DEFINED 01 SOLE
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SIEBEL SYS INC COM 826170102 3,741 000000383390 SH DEFINED 01 SOLE
SIERRA HEALTH SVCS INC COM 826322109 211 000000010300 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 2,929 000000056165 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 6,424 000000147410 SH DEFINED 01 SOLE
SINCLAIR BROADCAST GROUP INC CL A 829226109 613 000000060000 SH DEFINED SOLE
SKYWORKS SOLUTIONS INC COM 83088M102 475 000000052230 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 642 000000043010 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 1,515 000000054799 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 3,759 000000642604 SH DEFINED 01 SOLE
SOLUTIA INC COM 834376105 877 000000220000 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 1,244 000000042400 SH DEFINED SOLE
SOUTHERN CO COM 842587107 16,448 000000560421 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 7,617 000000259463 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 10,803 000000610357 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 10,489 000000694641 SH DEFINED 01 SOLE
SPRINT CORP PCS COM SE 852061506 4,662 000000813738 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 1,971 000000066780 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 9,074 000000380642 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 286 000000011800 SH DEFINED 06 SOLE
STARBUCKS CORP COM 855244109 1,008 000000035000 SH DEFINED SOLE
STARBUCKS CORP COM 855244109 8,640 000000300000 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 5,534 000000159037 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0STATE STR CORP COM 857477103 11,498 000000255521 SH DEFINED 01 SOLE
STERIS CORP COM 859152100 324 000000014100 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 493 000000020500 SH DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 261 000000007400 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 11,515 000000152905 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 8,203 000002478355 SH DEFINED 01 SOLE
SUNCOR ENERGY INC COM 867229106 556 000000030000 SH DEFINED SOLE
SUNCOR ENERGY INC COM 867229106 378 000000020400 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 5,798 000000220379 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 2,411 000000059957 SH DEFINED 01 SOLE
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SYMANTEC CORP COM 871503108 7,823 000000123805 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 2,306 000000193034 SH DEFINED 01 SOLE
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TXU CORP COM 873168108 5,815 000000246842 SH DEFINED 01 SOLE
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TARGET CORP COM 87612E106 1,730 000000046000 SH DEFINED SOLE
TARGET CORP COM 87612E106 26,854 000000713643 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 2,346 000000065817 SH DEFINED 01 SOLE
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TELLABS INC COM 879664100 2,201 000000323135 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 2,071 000000042669 SH DEFINED 01 SOLE
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TERADYNE INC COM 880770102 2,716 000000146030 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,862 000000032569 SH DEFINED 01 SOLE
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THERMO ELECTRON CORP COM 883556102 2,814 000000129689 SH DEFINED 01 SOLE
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3M CO COM 88579Y101 2,072 000000030000 SH DEFINED SOLE
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TIFFANY & CO NEW COM 886547108 4,167 000000111646 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 320 000000021000 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TOYS R US INC COM 892335100 2,006 000000166786 SH DEFINED 01 SOLE
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TRIAD HOSPITALS INC COM 89579K109 320 000000010600 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 11,073 000000241244 SH DEFINED 01 SOLE
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TRITON PCS HLDGS INC CL A 89677M106 312 000000070000 SH DEFINED SOLE
TRIZEC PROPERTIES INC COM 89687P107 2,819 000000230000 SH DEFINED 04 SOLE
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TYCO INTL LTD NEW COM 902124106 31,303 000001532255 SH DEFINED 01 SOLE
UST INC COM 902911106 4,726 000000134354 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 35,487 000001479267 SH DEFINED 01 SOLE
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UNITED PARCEL SERVICE INC CL B 911312106 68,924 000001080323 SH DEFINED 01 SOLE
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UNITEDHEALTH GROUP INC COM 91324P102 23,735 000000471694 SH DEFINED 01 SOLE
UNIVERSAL HLTH SVCS INC CL B 913903100 351 000000007100 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 8,309 000000260249 SH DEFINED 01 SOLE
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URSTADT BIDDLE PPTYS INS COM 917286106 152 000000011700 SH DEFINED 01 SOLE
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V F CORP COM 918204108 3,422 000000087960 SH DEFINED 01 SOLE
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VERISIGN INC COM 92343E102 1,851 000000137544 SH DEFINED 01 SOLE
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VERITAS SOFTWARE CO COM 923436109 11,035 000000350112 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0VIACOM INC CL A 925524100 21,004 000000547000 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 53,741 000001403162 SH DEFINED 01 SOLE
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VULCAN MATLS CO COM 929160109 3,378 000000084649 SH DEFINED 01 SOLE
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WADDELL & REED FINL INC CL A 930059100 11,785 000000500000 SH DEFINED 04 SOLE
WAL MART STORES INC COM 931142103 2,345 000000042000 SH DEFINED SOLE
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WALGREEN CO COM 931422109 1,149 000000037500 SH DEFINED SOLE
WALGREEN CO COM 931422109 24,206 000000790020 SH DEFINED 01 SOLE
WASHINGTON FED INC COM 938824109 705 000000027987 SH DEFINED 04 SOLE
WASHINGTON MUT INC COM 939322103 28,693 000000728829 SH DEFINED 01 SOLE
WASTE CONNECTIONS INC COM 941053100 273 000000007800 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 11,901 000000454791 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 3,425 000000124891 SH DEFINED 01 SOLE
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WHIRLPOOL CORP COM 963320106 3,899 000000057547 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 3,776 000000400932 SH DEFINED 01 SOLE
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WINN DIXIE STORES INC COM 974280109 1,096 000000113590 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 1,100 000000087637 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 9,569 000000173049 SH DEFINED 01 SOLE
WYETH COM 983024100 1,959 000000042500 SH DEFINED SOLE
WYETH COM 983024100 47,162 000001023056 SH DEFINED 01 SOLE
XL CAP LTD DBCV 98372PAB4 3,175 000005000000 SH DEFINED 01 SOLE
XCEL ENERGY INC COM 98389B100 4,736 000000306189 SH DEFINED 01 SOLE
XILINX INC COM 983919101 7,437 000000261621 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 6,217 000000605948 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 16,472 000000465468 SH DEFINED 01 SOLE
YUM BRANDS INC COM 988498101 6,754 000000228040 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 546 000000012300 SH DEFINED 01 SOLE
ZIMMER HLDGS INC COM 98956P102 9,565 000000173598 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 3,895 000000069571 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ZORAN CORP COM 98975F101 1,212 000000061969 SH DEFINED 01 SOLE