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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 December 31, 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 February 17, 2004
------------------------------------------
(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: 957
Form 13F Information Table Value Total: $10,778,023
(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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12/31/2003
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ACE LTD ORD G0070K103 8,357 000000201774 SH DEFINED 01 SOLE
AMDOCS LTD ORD G02602103 388 000000017300 SH DEFINED 01 SOLE
BANK OF BERMUDA LTD SHS G07644100 7,418 000000165000 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 3,967 000000068490 SH DEFINED 01 SOLE
GARMIN LTD ORD G37260109 787 000000014452 SH DEFINED 01 SOLE
GLOBALSANTAFE CORP SHS G3930E101 218 000000008800 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 8,506 000000125312 SH DEFINED 01 SOLE
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,003 000000026452 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD SHS G6359F103 4,462 000000107538 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 4,128 000000115386 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 5,716 000000238098 SH DEFINED 01 SOLE
WEATHERFORD INTERNATIONAL LT COM G95089101 334 000000009300 SH DEFINED 01 SOLE
WILLIS GROUP HOLDINGS LTD SHS G96655108 3,407 000000100000 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 7,643 000000098562 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,024 000000120095 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 1,302 000000088040 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 1,800 000000606109 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 13,650 000000377287 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 763 000000037900 SH DEFINED 01 SOLE
AES CORP COM 00130H105 4,208 000000445793 SH DEFINED 01 SOLE
AK STL HLDG CORP COM 001547108 248 000000048800 SH DEFINED 01 SOLE
AMR CORP COM 001765106 3,056 000000236000 SH DEFINED 01 SOLE
ATI TECHNOLOGIES INC COM 001941103 333 000000022027 SH DEFINED 01 SOLE
AT&T CORP COM NEW 001957505 11,656 000000574213 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 16,567 000002073589 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 52,495 000001126507 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 810 000000032800 SH DEFINED 01 SOLE
ABGENIX INC COM 00339B107 296 000000023980 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 7,992 000000204526 SH DEFINED 01 SOLE
ADTRAN INC COM 00738A106 422 000000013571 SH DEFINED 01 SOLE
ADVANCED FIBRE COMMUNICATION COM 00754A105 611 000000030367 SH DEFINED 01 SOLE
ADVISORY BRD CO COM 00762W107 522 000000015000 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 4,019 000000269762 SH DEFINED 01 SOLE
ADVANTA CORP CL B 007942204 431 000000033915 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 7,465 000000110466 SH DEFINED 01 SOLE
AFFILIATED MANAGERS GROUP COM 008252108 208 000000003000 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 18,439 000006358300 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 833 000000287300 SH DEFINED 04 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 10,250 000000350563 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 8,590 000000162600 SH DEFINED 01 SOLE
AIRTRAN HLDGS INC COM 00949P108 216 000000018200 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL B CONV 013068101 2,919 000000046276 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 6,033 000000266367 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 23,362 000000614793 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 1,317 000000103248 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 879 000000066561 SH DEFINED 01 SOLE
1Page 2 04-02-11 11:59:26
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ALLERGAN INC COM 018490102 7,432 000000096761 SH DEFINED 01 SOLE
ALLIANCE BANCORP NEW ENG INC COM 01852Q109 268 000000006800 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP COM 018802108 214 000000008600 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 329 000000005700 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 3,401 000000245047 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 203 000000006600 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 21,623 000000502647 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 10,884 000000233681 SH DEFINED 01 SOLE
ALLSTREAM INC CL B LT VT 02004C204 1,766 000000030800 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 8,190 000000361617 SH DEFINED 01 SOLE
ALTRIA GROUP INC COM 02209S103 77,698 000001427758 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 1,312 000000024943 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 5,766 000000083107 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 4,074 000000076626 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 5,334 000000115976 SH DEFINED 01 SOLE
AMERICAN AXLE & MFG HLDGS IN COM 024061103 274 000000006800 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 200 000000012213 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 8,576 000000281103 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 44,177 000000915968 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 1,167 000000053362 SH DEFINED 01 SOLE
AMERICAN HEALTHWAYS INC COM 02649V104 206 000000008661 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 120,862 000001823514 SH DEFINED 01 SOLE
AMERICAN PHARMACEUTICALS PTN COM 02886P109 715 000000021282 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 3,941 000000160880 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 5,328 000000052913 SH DEFINED 01 SOLE
AMERICAN TOWER CORP CL A 029912201 142 000000013200 SH DEFINED 01 SOLE
AMERICREDIT CORP COM 03060R101 175 000000011000 SH DEFINED 01 SOLE
AMERUS GROUP CO COM 03072M108 444 000000012700 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 4,619 000000082266 SH DEFINED 01 SOLE
AMERITRADE HLDG CORP NEW COM 03074K100 177 000000012558 SH DEFINED 01 SOLE
AMGEN INC NOTE 031162AE0 15,075 000020000000 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 59,895 000000969335 SH DEFINED 01 SOLE
AMKOR TECHNOLOGY INC COM 031652100 925 000000051000 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 6,131 000000250249 SH DEFINED 01 SOLE
AMYLIN PHARMACEUTICALS INC COM 032346108 539 000000024274 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 10,092 000000197853 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 11,908 000000260874 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 1,649 000000142297 SH DEFINED 01 SOLE
ANGIOTECH PHARMACEUTICALS IN COM 034918102 716 000000015620 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 30,918 000000586917 SH DEFINED 01 SOLE
ANTHEM INC COM 03674B104 7,588 000000101180 SH DEFINED 01 SOLE
AON CORP DBCV 3.50 037389AT0 24,082 000000195000 PRN DEFINED 01 SOLE
AON CORP COM 037389103 5,348 000000223402 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 9,293 000000114594 SH DEFINED 01 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 2,614 000000075797 SH DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC DEBT 2.25 03760AAE1 20,904 000000208000 PRN DEFINED 01 SOLE
1Page 3 04-02-11 11:59:26
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0APOGENT TECHNOLOGIES INC COM 03760A101 393 000000017100 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 9,657 000000142420 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 9,001 000000421208 SH DEFINED 01 SOLE
APPLEBEES INTL INC COM 037899101 200 000000005103 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 3,523 000000170124 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,524 000000255288 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 29,557 000001317198 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 1,122 000000050000 SH DEFINED 04 SOLE
APPLIED MOLECULAR EVOLUTION COM 03823E108 1,248 000000070000 SH DEFINED 01 SOLE
AQUILA INC COM 03840P102 80 000000023600 SH DEFINED 01 SOLE
ARCH COAL INC COM 039380100 514 000000016500 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 7,059 000000463856 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 203 000000008800 SH DEFINED 01 SOLE
ASHANTI GOLDFIELDS LTD GLOB DEP R 043743202 652 000000050000 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 2,228 000000050580 SH DEFINED 01 SOLE
ASK JEEVES INC COM 045174109 221 000000012198 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 283 000000006615 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 279 000000007500 SH DEFINED 01 SOLE
ATLANTIC COAST AIRLINES HLDG COM 048396105 303 000000030853 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 84 000000014078 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 2,037 000000082878 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 17,317 000000437191 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 3,632 000000197731 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 6,210 000000072885 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 4,002 000000309339 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 4,470 000000079798 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 12,002 000000177840 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 15,677 000000405725 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 212 000000014300 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 436 000000019000 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 4,060 000000113102 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 3,085 000000165424 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 7,795 000000242400 SH DEFINED 01 SOLE
BALL CORP COM 058498106 2,471 000000041481 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 15,372 000000380500 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 83,872 000001042801 SH DEFINED 01 SOLE
BANK HAWAII CORP COM 062540109 282 000000006700 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 18,195 000000549390 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 37,084 000000813436 SH DEFINED 01 SOLE
BANK UTD CORP LITIGATN CONT RIGHT 99/9 065416117 8 000000070000 SH DEFINED 01 SOLE
BANKNORTH GROUP INC NEW COM 06646R107 201 000000006200 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 3,058 000000037644 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 410 000000012500 SH DEFINED 01 SOLE
BARNESANDNOBLE COM INC CL A 067846105 160 000000054900 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 1,208 000000015700 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 2,048 000000039477 SH DEFINED 01 SOLE
1Page 4 04-02-11 11:59:26
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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 14,074 000000461147 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 3,025 000000099700 SH DEFINED 02 SOLE
BAY VIEW CAP CORP DEL COM 07262L101 386 000000180400 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 1,068 000000086841 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 5,888 000000073656 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 493 000000009700 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 7,500 000000182320 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 11,250 000000259528 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 37,712 000001332609 SH DEFINED 01 SOLE
BELO CORP COM SER A 080555105 388 000000013700 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 2,153 000000043071 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 496 000000014200 SH DEFINED 01 SOLE
BEST BUY INC DBCV 0.68 086516AD3 7,512 000000100000 PRN DEFINED 01 SOLE
BEST BUY INC COM 086516101 13,371 000000255954 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,658 000000116696 SH DEFINED 01 SOLE
BIO RAD LABS INC CL A 090572207 1,372 000000023700 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 9,093 000000251054 SH DEFINED 01 SOLE
BIOGEN IDEC INC COM 09062X103 10,389 000000283102 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 62,648 000000463000 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 3,002 000000060870 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 217 000000007300 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 7,339 000000132545 SH DEFINED 01 SOLE
BLOCKBUSTER INC CL A 093679108 301 000000016800 SH DEFINED 01 SOLE
BOEING CO COM 097023105 25,755 000000611178 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 2,517 000000076628 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 589 000000026900 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 22,859 000000621869 SH DEFINED 01 SOLE
BOYD GAMING CORP COM 103304101 161 000000010000 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 371 000000011200 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO DBCV 110122AM0 36,101 000000350000 PRN DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 41,107 000001437316 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 8,261 000000242841 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS I COM 111621108 432 000000074772 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 1,114 000000011500 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 4,066 000000043512 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 2,316 000000072770 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 8,747 000000270403 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 8,146 000000147102 SH DEFINED 01 SOLE
BUSINESS BANCORP NEW COM 12323X102 1,663 000000055000 SH DEFINED 01 SOLE
CBRL GROUP INC NOTE 12489VAB2 12,250 000025000000 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 588 000000015379 SH DEFINED 01 SOLE
C D W CORP COM 12512N105 1,173 000000020318 SH DEFINED 01 SOLE
CEC ENTMT INC COM 125137109 582 000000012300 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 1,488 000000039257 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 6,122 000000106477 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 1,094 000000128458 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 COM 126408103 5,638 000000156893 SH DEFINED 01 SOLE
CVS CORP COM 126650100 11,584 000000320720 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 270 000000008500 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 799 000000016310 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 225 000000013400 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 1,617 000000336325 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 7,859 000000293251 SH DEFINED 01 SOLE
CANADIAN NATL RY CO COM 136375102 949 000000015000 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 10,173 000000165988 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 19,013 000000310877 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 1,303 000000032373 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 848 000000033500 SH DEFINED 01 SOLE
CARNIVAL CORP DBCV 2.00 143658AN2 17,643 000000150000 PRN DEFINED 01 SOLE
CARNIVAL CORP DBCV 1.13 143658AV4 4,501 000006500000 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 17,871 000000449816 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 5,863 000000147678 SH DEFINED 02 SOLE
CATALINA MARKETING CORP COM 148867104 298 000000014800 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 20,510 000000247059 SH DEFINED 01 SOLE
CELGENE CORP COM 151020104 243 000000005428 SH DEFINED 01 SOLE
CENDANT CORP DBCV 3.87 151313AN3 27,000 000000250000 PRN DEFINED 01 SOLE
CENDANT CORP COM 151313103 16,224 000000728556 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC COM 15189T107 2,192 000000226229 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 5,130 000000047659 SH DEFINED 01 SOLE
CENTURYTEL INC DBCV 4.75 156700AH9 17,631 000000155000 PRN DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 3,394 000000104048 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 722 000000014924 SH DEFINED 01 SOLE
CERIDIAN CORP NEW COM 156779100 337 000000016100 SH DEFINED 01 SOLE
CERNER CORP COM 156782104 487 000000012887 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 5,695 000000164836 SH DEFINED 01 SOLE
CHEESECAKE FACTORY INC COM 163072101 733 000000016656 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 65,278 000000755627 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 325 000000008800 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 9,425 000000165419 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 415 000000010900 SH DEFINED 01 SOLE
CHRISTOPHER & BANKS CORP COM 171046105 292 000000015000 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 9,336 000000137106 SH DEFINED 01 SOLE
CHURCH & DWIGHT INC COM 171340102 233 000000005900 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 2,297 000000350283 SH DEFINED 01 SOLE
CIMA LABS INC COM 171796105 815 000000025007 SH DEFINED 01 SOLE
CINCINNATI BELL INC NEW COM 171871106 84 000000016700 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 4,987 000000119454 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 4,936 000000127199 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC COM 172737108 1,845 000000182223 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 124,400 000005134148 SH DEFINED 01 SOLE
CINTAS CORP COM 172908105 7,830 000000156288 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 177,304 000003652744 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CITIGROUP INC COM 172967101 364 000000007500 SH DEFINED 04 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 2,584 000000208054 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 3,263 000000154211 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 360 000000005800 SH DEFINED 01 SOLE
CLAIRES STORES INC COM 179584107 785 000000041700 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 20,539 000000438588 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 7,337 000000151106 SH DEFINED 01 SOLE
COACH INC COM 189754104 879 000000023300 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 88,009 000001734179 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC COM 191219104 7,396 000000338197 SH DEFINED 01 SOLE
COGNOS INC COM 19244C109 575 000000018810 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 217 000000004776 SH DEFINED 01 SOLE
COLE NATIONAL CORP NEW CL A 193290103 442 000000022100 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 21,883 000000437230 SH DEFINED 01 SOLE
COLUMBIA SPORTSWEAR CO COM 198516106 227 000000004172 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A 20030N101 59,267 000001807502 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A SPL 20030N200 82,379 000002632767 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 6,999 000000124857 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 962 000000036200 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 375 000000009545 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC NOTE 1.62 204912AQ2 20,655 000000135000 PRN DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 11,725 000000428876 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 6,227 000000140801 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 2,016 000000333854 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 5,455 000000310123 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 10,260 000000388807 SH DEFINED 01 SOLE
CONCERTO SOFTWARE INC COM 20602T106 574 000000047976 SH DEFINED 01 SOLE
CONCORD EFS INC COM 206197105 7,356 000000495719 SH DEFINED 01 SOLE
CONNECTICUT BANCSHARES INC COM 207540105 1,030 000000020000 SH DEFINED 01 SOLE
CONOCOPHILLIPS COM 20825C104 31,759 000000484364 SH DEFINED 01 SOLE
CONSECO INC COM NEW 208464883 3,759 000000172441 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 6,947 000000161530 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 5,013 000000128036 SH DEFINED 01 SOLE
CONTINENTAL AIRLS INC CL B 210795308 190 000000011700 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 2,004 000000114792 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 1,308 000000061190 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 1,797 000000032041 SH DEFINED 01 SOLE
CORINTHIAN COLLEGES INC COM 218868107 304 000000005482 SH DEFINED 01 SOLE
CORNING INC COM 219350105 9,786 000000938308 SH DEFINED 01 SOLE
CORPORATE EXECUTIVE BRD CO COM 21988R102 640 000000013719 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 13,873 000000373145 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP NOTE 222372AE4 60,187 000050000000 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP COM 222372104 15,928 000000210001 SH DEFINED 01 SOLE
COX COMMUNICATIONS INC NEW CL A 224044107 489 000000014200 SH DEFINED 01 SOLE
CRANE CO COM 224399105 1,465 000000047661 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 194 000000027500 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CREDENCE SYS CORP COM 225302108 168 000000012768 SH DEFINED 01 SOLE
CROMPTON CORP COM 227116100 87 000000012200 SH DEFINED 01 SOLE
CROWN CASTLE INTL CORP COM 228227104 134 000000012200 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 1,932 000000039488 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 7,879 000000175500 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 273 000000012800 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 175 000000012675 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 5,021 000000127458 SH DEFINED 01 SOLE
DANA CORP COM 235811106 2,028 000000110566 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 10,013 000000109141 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 2,775 000000131900 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 11,487 000000176593 SH DEFINED 01 SOLE
DELL INC COM 24702R101 66,006 000001942497 SH DEFINED 01 SOLE
DELPHI CORP COM 247126105 4,249 000000416229 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,240 000000105076 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 1,631 000000039473 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 947 000000020986 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 9,468 000000165357 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 633 000000025200 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 8,341 000000293000 SH DEFINED 01 SOLE
DIAMOND OFFSHORE DRILLING IN COM 25271C102 219 000000010700 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 470,565 000004500000 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 1,281 000000077880 SH DEFINED 01 SOLE
DISNEY WALT CO NOTE 2.12 254687AU0 42,350 000000400000 PRN DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 34,770 000001490387 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 5,865 000000279436 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 986 000000032793 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 14,855 000000232738 SH DEFINED 01 SOLE
DONALDSON INC COM 257651109 278 000000004700 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 4,143 000000137413 SH DEFINED 01 SOLE
DORAL FINL CORP COM 25811P100 201 000000006250 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 6,213 000000156323 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 27,416 000000659531 SH DEFINED 01 SOLE
DOW JONES & CO INC COM 260561105 3,521 000000070648 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 32,759 000000713874 SH DEFINED 01 SOLE
DUKE ENERGY CORP NOTE 1.75 264399EJ1 17,036 000000165000 PRN DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 13,298 000000650312 SH DEFINED 01 SOLE
DYCOM INDS INC COM 267475101 238 000000008900 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 1,259 000000294216 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 22,863 000001769608 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 307 000000011300 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 3,900 000000084471 SH DEFINED 01 SOLE
EARTHLINK INC COM 270321102 169 000000016970 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 2,419 000000061202 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 5,584 000000217549 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EATON CORP COM 278058102 6,400 000000059279 SH DEFINED 01 SOLE
EATON VANCE CORP COM NON VT 278265103 329 000000009000 SH DEFINED 01 SOLE
EBAY INC COM 278642103 33,401 000000516970 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 5,065 000000149017 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 5,135 000000187636 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 5,073 000000231359 SH DEFINED 01 SOLE
EDUCATION MGMT CORP COM 28139T101 284 000000009159 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 369 000000012300 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 655 000000018100 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 3,587 000000437994 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 11,562 000000242498 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 8,382 000000341596 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 20,077 000000310082 SH DEFINED 01 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 257 000000009515 SH DEFINED 01 SOLE
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 724 000000037439 SH DEFINED 01 SOLE
ENERGY EAST CORP COM 29266M109 212 000000009500 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 296 000000007900 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 3,203 000000106959 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 9,309 000000162950 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 2,696 000000110075 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 8,191 000000285909 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,797 000000196467 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR B SEK 294821608 780 000000044119 SH DEFINED 01 SOLE
ESPERION THERAPEUTICS INC COM 29664R106 692 000000020000 SH DEFINED 01 SOLE
ESPEED INC CL A 296643109 2,583 000000110045 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 16,257 000000244995 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 922 000000024500 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 4,237 000000063787 SH DEFINED 01 SOLE
EXTENDED STAY AMER INC COM 30224P101 241 000000016700 SH DEFINED 01 SOLE
EXTREME NETWORKS INC COM 30226D106 359 000000049812 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 190,773 000004653022 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 211 000000006200 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 8,865 000000135513 SH DEFINED 01 SOLE
FACTSET RESH SYS INC COM 303075105 687 000000018000 SH DEFINED 01 SOLE
FAIR ISAAC CORP COM 303250104 781 000000015900 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 4,876 000000135904 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 1,378 000000027715 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 32,962 000000565195 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 51,780 000000689856 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 6,637 000000140842 SH DEFINED 01 SOLE
FEDERATED INVS INC PA CL B 314211103 2,554 000000087010 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 16,483 000000244194 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 4,545 000000117200 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 24,312 000000411387 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 21,425 000000521431 SH DEFINED 01 SOLE
FIRST ESSEX BANCORP INC COM 320103104 1,092 000000018793 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FIRST HEALTH GROUP CORP COM 320960107 1,762 000000090300 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 4,565 000000103522 SH DEFINED 01 SOLE
FISERV INC COM 337738108 6,387 000000161553 SH DEFINED 01 SOLE
FIRSTFED AMER BANCORP INC COM 337929103 1,431 000000055000 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 8,281 000000235278 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 58,661 000001343912 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 10,921 000000250800 SH DEFINED 02 SOLE
FLORIDA ROCK INDS INC COM 341140101 268 000000004900 SH DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 2,420 000000061059 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 20,678 000001292397 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 16,209 000000262283 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 7,591 000000106195 SH DEFINED 01 SOLE
FOX ENTMT GROUP INC CL A 35138T107 813 000000027900 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 9,312 000000178887 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 5,537 000000131441 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 305 000000010400 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 17,790 000000199537 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 14,963 000000644703 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 892 000000078900 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 1,174 000000255431 SH DEFINED 01 SOLE
GEN-PROBE INC NEW COM 36866T103 676 000000018541 SH DEFINED 01 SOLE
GEMSTAR-TV GUIDE INTL INC COM 36866W106 97 000000019123 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 1,964 000000021000 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 13,955 000000154392 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 222,066 000007168076 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 12,833 000000283294 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 22,094 000000413747 SH DEFINED 01 SOLE
GENERAL MTRS CORP DEB SR CON 370442733 40,305 000000015000 PRN DEFINED 01 SOLE
GENTEX CORP COM 371901109 1,097 000000024857 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 4,172 000000125671 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 9,260 000000187876 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 5,874 000000191533 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 2,596 000000044556 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 28,009 000000762577 SH DEFINED 01 SOLE
GLATFELTER COM 377316104 237 000000019100 SH DEFINED 01 SOLE
GLOBESPANVIRATA INC COM 37957V106 1,044 000000178497 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 11,151 000000108068 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 33,584 000000340163 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 2,834 000000095458 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 1,097 000000139631 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 4,158 000000087744 SH DEFINED 01 SOLE
GRANITE BROADCASTING CORP COM 387241102 165 000000100000 SH DEFINED 01 SOLE
GRANT PRIDECO INC COM 38821G101 169 000000013000 SH DEFINED 01 SOLE
GRAPHIC PACKAGING CORP DEL COM 388688103 60 000000015000 SH DEFINED 01 SOLE
GRAY TELEVISION INC CL A 389375205 1,298 000000085600 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 1,209 000000044491 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GTECH HLDGS CORP COM 400518106 207 000000004200 SH DEFINED 01 SOLE
GUCCI GROUP N V COM NY REG 401566104 5,406 000000063200 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 14,477 000000240491 SH DEFINED 01 SOLE
HCA INC COM 404119109 15,353 000000357399 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 8,083 000000310901 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 26,113 000000696350 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 10,425 000000219352 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 4,005 000000080481 SH DEFINED 01 SOLE
HARRIS CORP DEL COM 413875105 242 000000006400 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 12,329 000000208865 SH DEFINED 01 SOLE
HASBRO INC DBCV 2.75 418056AN7 25,752 000000222000 PRN DEFINED 01 SOLE
HASBRO INC COM 418056107 3,131 000000147154 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 5,091 000000212150 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 372 000000011400 SH DEFINED 01 SOLE
HEICO CORP NEW CL A 422806208 1,134 000000080600 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 9,816 000000269470 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 223 000000008000 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 1,107 000000090777 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 7,345 000000095406 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 53,214 000002316674 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 4,807 000000280641 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 59,275 000001670204 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 20,465 000000612204 SH DEFINED 01 SOLE
HORIZON ORGANIC HOLDING COM 44043T103 479 000000020000 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 17,261 000000410300 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 242 000000005500 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 2,685 000000117537 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS INC COM 445658107 387 000000014334 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 3,781 000000168080 SH DEFINED 01 SOLE
HUTCHINSON TECHNOLOGY INC COM 448407106 840 000000027326 SH DEFINED 01 SOLE
IDT CORP COM 448947101 693 000000031300 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 1,875 000000045441 SH DEFINED 01 SOLE
IGEN INC COM 449536101 3,402 000000057804 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 4,319 000000173745 SH DEFINED 01 SOLE
I-STAT CORP COM 450312103 1,836 000000120000 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 657 000000014000 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 5,060 000000068194 SH DEFINED 01 SOLE
IDEXX LABS INC COM 45168D104 257 000000005570 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 18,846 000000224606 SH DEFINED 01 SOLE
IMCLONE SYS INC COM 45245W109 1,622 000000040900 SH DEFINED 01 SOLE
INCO LTD COM 453258402 1,592 000000040000 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 331 000000009229 SH DEFINED 01 SOLE
INSTINET GROUP INC COM 457750107 2,008 000000390030 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 211 000000007436 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 229 000000013346 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 153,249 000004781574 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INTEL CORP COM 458140100 801 000000025000 SH DEFINED 04 SOLE
INTERACTIVECORP COM 45840Q101 5,958 000000175606 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 112,384 000001212604 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 699 000000007561 SH DEFINED 02 SOLE
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,570 000000073620 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 8,712 000000244039 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 14,801 000000343338 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 24,291 000000484000 SH DEFINED 01 SOLE
INTERPORE INTL COM 46062W107 357 000000027500 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 1,084 000000043661 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 5,470 000000350698 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 229 000000016100 SH DEFINED 01 SOLE
INTUIT COM 461202103 9,046 000000171145 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 541 000000007751 SH DEFINED 01 SOLE
INVIVO CORP COM 461858102 219 000000010000 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 4,624 000001270359 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 55,335 000001506547 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 275 000000007500 SH DEFINED 04 SOLE
JABIL CIRCUIT INC COM 466313103 4,042 000000142836 SH DEFINED 01 SOLE
JANUS CAP GROUP INC COM 47102X105 2,884 000000175762 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 5,086 000000100421 SH DEFINED 01 SOLE
JETBLUE AWYS CORP COM 477143101 760 000000028686 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 109,239 000002114590 SH DEFINED 01 SOLE
JOHNSON CTLS INC COM 478366107 7,534 000000064887 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 3,421 000000097111 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 818 000000043812 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 9,284 000000158598 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL B CONV 482740107 2,672 000000103150 SH DEFINED 01 SOLE
KNBT BANCORP INC COM 482921103 263 000000015000 SH DEFINED 01 SOLE
KB HOME COM 48666K109 2,726 000000037603 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 11,121 000000292049 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 3,649 000000078496 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 8,786 000000299691 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 4,196 000000114022 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 21,597 000000365496 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS COM 49455P101 5,167 000000087441 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 2,760 000000180924 SH DEFINED 01 SOLE
KLAMATH FIRST BANCORP INC COM 49842P103 3,478 000000132198 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 4,600 000000059465 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 12,753 000000283788 SH DEFINED 01 SOLE
KRAFT FOODS INC CL A 50075N104 869 000000027000 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 958 000000026200 SH DEFINED 01 SOLE
KROGER CO COM 501044101 9,902 000000534990 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 2,465 000000277940 SH DEFINED 01 SOLE
LTX CORP COM 502392103 161 000000010772 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 765 000000014900 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LA JOLLA PHARMACEUTICAL CO COM 503459109 191 000000045000 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS NOTE 50540RAC6 47,179 000066333000 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 185 000000015900 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 849 000000026297 SH DEFINED 01 SOLE
LAMAR ADVERTISING CO CL A 512815101 456 000000012238 SH DEFINED 01 SOLE
LEAPFROG ENTERPRISES INC CL A 52186N106 493 000000018600 SH DEFINED 01 SOLE
LEAR CORP NOTE 521865AG0 20,850 000040000000 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 392 000000006400 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 3,068 000000141867 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 15,130 000000195942 SH DEFINED 01 SOLE
LENNAR CORP CL B 526057302 17,676 000000193400 SH DEFINED 01 SOLE
LEUCADIA NATL CORP COM 527288104 1,240 000000026900 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 338 000000059350 SH DEFINED 01 SOLE
LEXAR MEDIA INC COM 52886P104 178 000000010261 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 7,813 000000099362 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW DEB 0.75 530718AF2 590 000000005000 PRN DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 4,577 000000385000 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 479 000000016287 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 56,903 000000809091 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 6,940 000000384942 SH DEFINED 01 SOLE
LINCARE HLDGS INC COM 532791100 4,614 000000153404 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 5,960 000000147637 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 11,252 000000267463 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 3,077 000000086774 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 16,834 000000327525 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 6,565 000000132772 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 1,737 000000097160 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 31,388 000000566681 SH DEFINED 01 SOLE
LUBRIZOL CORP COM 549271104 357 000000011000 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 8,357 000002942830 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 6,217 000000104966 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 23,398 000000941585 SH DEFINED 01 SOLE
M D C HLDGS INC COM 552676108 393 000000006100 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 4,283 000000075231 SH DEFINED 01 SOLE
MACROMEDIA INC COM 556100105 366 000000020638 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP DBCV 562567AK3 5,274 000000048000 PRN DEFINED 01 SOLE
MANHATTAN ASSOCS INC COM 562750109 232 000000008407 SH DEFINED 01 SOLE
MANOR CARE INC NEW NOTE 2.12 564055AE1 7,545 000000060000 PRN DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 2,352 000000068043 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 7,467 000000225675 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 18,228 000000380641 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 6,148 000000160737 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 8,293 000000179511 SH DEFINED 01 SOLE
MARTHA STEWART LIVING OMNIME CL A 573083102 114 000000011600 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 9,286 000000338784 SH DEFINED 01 SOLE
MATRIXONE INC COM 57685P304 181 000000029500 SH DEFINED 01 SOLE
1Page 13 04-02-11 11:59:26
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MATTEL INC COM 577081102 6,553 000000340092 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 14,015 000000282687 SH DEFINED 01 SOLE
MAXTOR CORP COM NEW 577729205 2,133 000000192200 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 6,210 000000213626 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,907 000000068477 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 3,030 000000100670 SH DEFINED 01 SOLE
MCDATA CORP CL B 580031102 10,442 000001093063 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 23,713 000000955054 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 9,867 000000141122 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 6,832 000000212463 SH DEFINED 01 SOLE
MEADWESTVACO CORP COM 583334107 4,438 000000149183 SH DEFINED 01 SOLE
MEDAREX INC COM 583916101 93 000000015064 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC COM 58405U102 6,476 000000190548 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 6,228 000000245415 SH DEFINED 01 SOLE
MEDTRONIC INC DBCV 1.25 585055AB2 11,261 000000110000 PRN DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 42,095 000000865993 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 10,316 000000321295 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 72,689 000001573373 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP NOTE 589405AD1 2,868 000002500000 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 3,813 000000078398 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 1,843 000000037773 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 39,400 000000671794 SH DEFINED 01 SOLE
METALS USA INC COM NEW 591324207 1,384 000000137500 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 18,501 000000549495 SH DEFINED 01 SOLE
METRO GOLDWYN MAYER INC COM 591610100 181 000000010600 SH DEFINED 01 SOLE
MICHAELS STORES INC COM 594087108 623 000000014100 SH DEFINED 01 SOLE
MICREL INC COM 594793101 199 000000012819 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 217,551 000007948545 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 1,040 000000031184 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 6,050 000000449173 SH DEFINED 01 SOLE
MID ATLANTIC MED SVCS INC COM 59523C107 16,355 000000252400 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 879 000000047179 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 429 000000017707 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 1,609 000000037382 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 938 000000013300 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 5,644 000000161781 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 45,409 000001549292 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 5,379 000000186934 SH DEFINED 01 SOLE
MONSTER WORLDWIDE INC COM 611742107 2,250 000000102477 SH DEFINED 01 SOLE
MONY GROUP INC COM 615337102 553 000000017700 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 6,395 000000105616 SH DEFINED 01 SOLE
MOORE WALLACE INC COM 615857109 8,123 000000433700 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 46,190 000000798173 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 24,102 000001721627 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 420 000000030000 SH DEFINED 04 SOLE
MURPHY OIL CORP COM 626717102 535 000000008200 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MYLAN LABS INC COM 628530107 644 000000025500 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 2,722 000000070160 SH DEFINED 01 SOLE
NPS PHARMACEUTICALS INC COM 62936P103 309 000000010096 SH DEFINED 01 SOLE
NTL INC DEL COM 62940M104 1,547 000000022183 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 475,912 000013053014 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 4,999 000000137350 SH DEFINED 02 SOLE
NATIONAL CITY CORP COM 635405103 14,743 000000434389 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 329 000000013500 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 237 000000005221 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 5,182 000000131505 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 2,411 000000050363 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL A 640204202 262 000000004900 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL B 640204301 3,360 000000067200 SH DEFINED 01 SOLE
NEKTAR THERAPEUTICS COM 640268108 455 000000033447 SH DEFINED 01 SOLE
NETEASE COM INC SPONSORED 64110W102 217 000000005904 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 6,513 000000318651 SH DEFINED 01 SOLE
NEW CENTURY FINANCIAL CORP COM 64352D101 1,787 000000045057 SH DEFINED 01 SOLE
NEW FOCUS INC COM 644383101 361 000000072000 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 532 000000014001 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 5,327 000000111483 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 5,567 000000244516 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 481 000000010800 SH DEFINED 01 SOLE
NEWHALL LAND & FARMING CO CA DEPOSITARY 651426108 480 000000011900 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 14,882 000000306171 SH DEFINED 01 SOLE
NEWS CORP LTD SP ADR PFD 652487802 40,729 000001346427 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 24,150 000000860686 SH DEFINED 01 SOLE
NICOR INC COM 654086107 1,416 000000041621 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 13,271 000000193855 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 4,441 000000202416 SH DEFINED 01 SOLE
NOKIA CORP SPONSORED 654902204 3,027 000000178100 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 3,575 000000104228 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 6,665 000000281839 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 4,618 000000114133 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 7,662 000000165569 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 13,279 000000138905 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP CL A 667280101 145 000000011542 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 2,857 000000271352 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 5,296 000000125966 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 3,883 000000069343 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 3,094 000000133396 SH DEFINED 01 SOLE
OSI PHARMACEUTICALS INC COM 671040103 663 000000020561 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 11,617 000000275037 SH DEFINED 01 SOLE
ODYSSEY HEALTHCARE INC COM 67611V101 431 000000014648 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 3,887 000000232659 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 268 000000010600 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 11,810 000000135236 SH DEFINED 01 SOLE
1Page 15 04-02-11 11:59:26
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0OMNIVISION TECHNOLOGIES INC COM 682128103 361 000000006551 SH DEFINED 01 SOLE
ON SEMICONDUCTOR CORP COM 682189105 162 000000025000 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 335 000000015200 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 54,013 000004082662 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 350 000000009078 SH DEFINED 01 SOLE
ORTHODONTIC CTRS AMER INC COM 68750P103 100 000000012500 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 1,012 000000022900 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 360 000000030300 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 661 000000015200 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 8,095 000000291510 SH DEFINED 01 SOLE
PMA CAP CORP CL A 693419202 1,177 000000230000 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 2,545 000000126648 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 275 000000007400 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 10,938 000000199864 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 7,807 000000121956 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 5,579 000000127533 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 8,452 000000099301 SH DEFINED 01 SOLE
PACIFIC CREST CAP INC COM 694166109 1,551 000000060000 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 371 000000005500 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 2,741 000000114706 SH DEFINED 01 SOLE
PALL CORP COM 696429307 2,456 000000091554 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 901 000000041796 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 868 000000220540 SH DEFINED 01 SOLE
PARK PL ENTMT CORP COM 700690100 218 000000020200 SH DEFINED 01 SOLE
PARKER DRILLING CO COM 701081101 382 000000150000 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 5,050 000000084884 SH DEFINED 01 SOLE
PATHMARK STORES INC NEW COM 70322A101 91 000000012000 SH DEFINED 01 SOLE
PATINA OIL & GAS CORP COM 703224105 509 000000010400 SH DEFINED 01 SOLE
PATRIOT BANK CORP PA COM 70335P103 1,111 000000038840 SH DEFINED 01 SOLE
PATTERSON DENTAL CO COM 703412106 1,656 000000025885 SH DEFINED 01 SOLE
PATTERSON UTI ENERGY INC COM 703481101 484 000000014727 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 12,756 000000342926 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 184 000000013800 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP CL A 707389102 332 000000019700 SH DEFINED 01 SOLE
PENN NATL GAMING INC COM 707569109 396 000000017135 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 5,307 000000201948 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 1,227 000000029188 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 7,024 000000308234 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 5,120 000000211776 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 58,019 000001244524 SH DEFINED 01 SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 697 000000019284 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 1,786 000000104645 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 839 000000035272 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 190,554 000005393574 SH DEFINED 01 SOLE
PHARMACEUTICAL PROD DEV INC COM 717124101 290 000000010789 SH DEFINED 01 SOLE
PHARMACEUTICAL RES INC COM 717125108 579 000000008900 SH DEFINED 01 SOLE
1Page 16 04-02-11 11:59:26
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PHELPS DODGE CORP COM 717265102 4,833 000000063524 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 550 000000025200 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 2,685 000000067112 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 7,165 000000176401 SH DEFINED 01 SOLE
PIXAR COM 725811103 863 000000012461 SH DEFINED 01 SOLE
PLAINS RES INC COM PAR $0 726540503 722 000000045000 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 4,020 000000132034 SH DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 376 000000007800 SH DEFINED 01 SOLE
POLARIS INDS INC COM 731068102 239 000000002700 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 335 000000017196 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 772 000000071366 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 119 000000015411 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 9,046 000000236816 SH DEFINED 01 SOLE
PRECISION CASTPARTS CORP COM 740189105 366 000000008070 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 4,229 000000089206 SH DEFINED 01 SOLE
PRIDE INTL INC DEL COM 74153Q102 249 000000013400 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 7,924 000000239625 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 93,500 000000936127 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 8,195 000000181073 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 12,749 000000152520 SH DEFINED 01 SOLE
PROLOGIS SH BEN INT 743410102 4,132 000000128789 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 408 000000022831 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 6,318 000000542828 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC COM 744320102 16,166 000000387027 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,350 000000167828 SH DEFINED 01 SOLE
PUGET ENERGY INC NEW COM 745310102 330 000000013900 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 4,320 000000046154 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 4,460 000000086492 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 33,622 000000623449 SH DEFINED 01 SOLE
QUANTA SVCS INC COM 74762E102 143 000000019700 SH DEFINED 01 SOLE
QUANTUM CORP COM DSSG 747906204 83 000000026700 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 5,666 000000077502 SH DEFINED 01 SOLE
QUIKSILVER INC COM 74838C106 294 000000016600 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 5,539 000001282213 SH DEFINED 01 SOLE
RPM INTL INC COM 749685103 1,315 000000079900 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 1,223 000000025100 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 9,687 000000495510 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 3,828 000000124774 SH DEFINED 01 SOLE
RAMBUS INC DEL COM 750917106 875 000000028503 SH DEFINED 01 SOLE
RAYMOND JAMES FINANCIAL INC COM 754730109 384 000000010200 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 9,329 000000310568 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC COM 755267101 379 000000025900 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 1,892 000000048122 SH DEFINED 01 SOLE
REGAL ENTMT GROUP CL A 758766109 244 000000011900 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 335 000000008500 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 6,047 000000162563 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 53,043 000000400000 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 285 000000009517 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 315 000000012300 SH DEFINED 01 SOLE
RESEARCH IN MOTION LTD COM 760975102 393 000000005893 SH DEFINED 01 SOLE
RESOURCES BANKSHARES CORP COM 76121R104 1,122 000000035603 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 3,642 000000062646 SH DEFINED 01 SOLE
RIGHT MGMT CONSULTANTS INC COM 766573109 1,893 000000101500 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 2,989 000000128087 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 4,987 000000140105 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 3,814 000000127030 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 7,096 000000166150 SH DEFINED 01 SOLE
ROPER INDS INC NEW COM 776696106 620 000000012600 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 674 000000025498 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 1,770 000000076432 SH DEFINED 01 SOLE
ROXIO INC COM 780008108 65 000000013683 SH DEFINED 01 SOLE
RUBY TUESDAY INC COM 781182100 358 000000012600 SH DEFINED 01 SOLE
RYANAIR HLDGS PLC SPONSORED 783513104 925 000000018274 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 1,651 000000048365 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 61,206 000002347766 SH DEFINED 01 SOLE
SLM CORP COM 78442P106 12,859 000000341289 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 740,839 000006657437 SH DEFINED 01 SOLE
S1 CORPORATION COM 78463B101 3,591 000000445000 SH DEFINED 01 SOLE
SPX CORP NOTE 784635AD6 17,000 000025000000 SH DEFINED 01 SOLE
SPX CORP COM 784635104 870 000000014800 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 2,397 000000111024 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 3,915 000000100586 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 7,079 000000323123 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 8,674 000000141401 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 6,459 000000162922 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 1,275 000000020839 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 5,143 000000408191 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 12,546 000000577909 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 393 000000005822 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 18,577 000001068304 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 22,776 000000416235 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 11,847 000001000610 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 3,100 000000113585 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 289 000000004900 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 3,724 000000068798 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 10,175 000000223689 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI MATERI 81369Y100 26,690 000001000000 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-EN 81369Y506 27,550 000001000000 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-FI 81369Y605 84,390 000003000000 SH DEFINED 01 SOLE
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 414 000000010000 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 4,833 000000160784 SH DEFINED 01 SOLE
SENSIENT TECHNOLOGIES CORP COM 81725T100 253 000000012800 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SEPRACOR INC COM 817315104 572 000000023913 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 3,643 000000104881 SH DEFINED 01 SOLE
SICOR INC COM 825846108 3,485 000000128136 SH DEFINED 01 SOLE
SIEBEL SYS INC COM 826170102 6,024 000000432827 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 85 000000011600 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 3,380 000000059129 SH DEFINED 01 SOLE
SILICON LABORATORIES INC COM 826919102 373 000000008636 SH DEFINED 01 SOLE
SILICON VY BANCSHARES COM 827064106 258 000000007154 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 6,634 000000143172 SH DEFINED 01 SOLE
SINCLAIR BROADCAST GROUP INC CL A 829226109 898 000000060000 SH DEFINED 01 SOLE
SIX FLAGS INC COM 83001P109 85 000000011400 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 385 000000018600 SH DEFINED 01 SOLE
SMUCKER J M CO COM NEW 832696405 407 000000009000 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 493 000000026596 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 1,450 000000044978 SH DEFINED 01 SOLE
SOHU COM INC COM 83408W103 312 000000010453 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 3,734 000000631901 SH DEFINED 01 SOLE
SOLUTIA INC COM 834376105 127 000000350000 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 216 000000008800 SH DEFINED 01 SOLE
SONUS PHARMACEUTICALS INC COM 835692104 130 000000025600 SH DEFINED 01 SOLE
SONUS NETWORKS INC COM 835916107 509 000000067577 SH DEFINED 01 SOLE
SOUNDVIEW TECHNOLOGY GROUP N COM NEW 83611Q406 2,323 000000150000 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 17,135 000000566461 SH DEFINED 01 SOLE
SOUTHERN FINL BANCORP INC COM 842870107 2,099 000000048754 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 7,740 000000236413 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 10,497 000000650426 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 10,618 000000646662 SH DEFINED 01 SOLE
SPRINT CORP PCS COM SE 852061506 4,162 000000740723 SH DEFINED 01 SOLE
STANCORP FINL GROUP INC COM 852891100 238 000000003800 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 2,564 000000067710 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 11,152 000000408501 SH DEFINED 01 SOLE
STARBUCKS CORP COM 855244109 12,148 000000366348 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 5,583 000000155231 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 12,727 000000244393 SH DEFINED 01 SOLE
STATEN IS BANCORP INC COM 857550107 2,571 000000114300 SH DEFINED 01 SOLE
STATION CASINOS INC COM 857689103 248 000000008100 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 324 000000012000 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 2,402 000000093300 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 12,077 000000142070 SH DEFINED 01 SOLE
SUMMIT AMER TELEVISION INC COM 86600T109 530 000000135000 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 11,432 000002557653 SH DEFINED 01 SOLE
SUNCOR ENERGY INC COM 867229106 751 000000030000 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 5,885 000000212409 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 2,953 000000057748 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 14,599 000000204184 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 2,973 000000103991 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SWIFT TRANSN CO COM 870756103 238 000000011370 SH DEFINED 01 SOLE
SYLVAN LEARNING SYS INC COM 871399101 216 000000007507 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 8,649 000000250720 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 2,969 000000175831 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 734 000000021698 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 6,314 000000218330 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 17,532 000000470917 SH DEFINED 01 SOLE
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 1,016 000000062100 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 379 000000007400 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 2,432 000000168817 SH DEFINED 01 SOLE
TJX COS INC NEW NOTE 872540AL3 19,262 000023000000 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 8,339 000000378228 SH DEFINED 01 SOLE
TXU CORP COM 873168108 5,470 000000230616 SH DEFINED 01 SOLE
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED 874039100 778 000000076000 SH DEFINED 01 SOLE
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 499 000000017349 SH DEFINED 01 SOLE
TALISMAN ENERGY INC COM 87425E103 339 000000006000 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 25,923 000000675091 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 244 000000006156 SH DEFINED 01 SOLE
TECHNITROL INC COM 878555101 232 000000011200 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 1,003 000000021406 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 2,238 000000070852 SH DEFINED 01 SOLE
TELEFLEX INC COM 879369106 328 000000006800 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 462 000000007400 SH DEFINED 01 SOLE
TELIK INC COM 87959M109 512 000000022267 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 3,396 000000403891 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 2,716 000000043347 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 5,379 000000335199 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 3,506 000000137791 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,159 000000055710 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 37,004 000001259510 SH DEFINED 01 SOLE
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THERMO ELECTRON CORP COM 883556102 3,903 000000154893 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 1,077 000000047074 SH DEFINED 01 SOLE
THOR INDS INC COM 885160101 382 000000006800 SH DEFINED 01 SOLE
3COM CORP COM 885535104 87 000000010665 SH DEFINED 01 SOLE
3M CO COM 88579Y101 49,962 000000587589 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 4,898 000000108368 SH DEFINED 01 SOLE
TIME WARNER INC COM 887317105 62,057 000003449543 SH DEFINED 01 SOLE
TITAN CORP COM 888266103 5,537 000000253900 SH DEFINED 01 SOLE
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TORCHMARK CORP COM 891027104 3,728 000000081869 SH DEFINED 01 SOLE
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TOTAL S A SPONSORED 89151E109 212 000000002300 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 2,203 000000174356 SH DEFINED 01 SOLE
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 5,629 000000335500 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TRAVELERS PPTY CAS CORP NEW CL B 89420G406 28,162 000001659528 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 226 000000006800 SH DEFINED 01 SOLE
TRIARC COS INC CL B SER 1 895927309 242 000000022500 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 11,619 000000225177 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 209 000000006800 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 84 000000011997 SH DEFINED 01 SOLE
TRITON PCS HLDGS INC CL A 89677M106 390 000000070000 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 946 000000054602 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 37,524 000001416037 SH DEFINED 01 SOLE
TYSON FOODS INC CL A 902494103 169 000000012800 SH DEFINED 01 SOLE
UST INC COM 902911106 4,366 000000122358 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 40,779 000001369371 SH DEFINED 01 SOLE
UNIFI INC COM 904677101 86 000000013400 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 14,012 000000201673 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 5,038 000000160018 SH DEFINED 01 SOLE
UNISOURCE ENERGY CORP COM 909205106 1,356 000000055000 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 4,193 000000282372 SH DEFINED 01 SOLE
UNITED DEFENSE INDS INC COM 91018B104 242 000000007600 SH DEFINED 01 SOLE
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UNITED ONLINE INC COM 911268100 1,815 000000108139 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 59,627 000000799828 SH DEFINED 01 SOLE
UNITED STATES CELLULAR CORP COM 911684108 1,043 000000029400 SH DEFINED 01 SOLE
US AIRWAYS GROUP INC CL A 911905503 171 000000027569 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW COM 912909108 2,636 000000075292 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 33,742 000000356044 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 24,444 000000420155 SH DEFINED 01 SOLE
UNITRIN INC COM 913275103 215 000000005200 SH DEFINED 01 SOLE
UNIVERSAL HLTH SVCS INC CL B 913903100 359 000000006700 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 8,984 000000226368 SH DEFINED 01 SOLE
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V F CORP COM 918204108 3,428 000000079289 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 227 000000004900 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 217 000000005226 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 560 000000034390 SH DEFINED 01 SOLE
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VERIZON COMMUNICATIONS COM 92343V104 438 000000012500 SH DEFINED 04 SOLE
VERITAS SOFTWARE CO COM 923436109 12,432 000000335822 SH DEFINED 01 SOLE
VIAD CORP COM 92552R109 232 000000009300 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 3,196 000000072200 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 55,543 000001251546 SH DEFINED 01 SOLE
VISTEON CORP COM 92839U107 1,264 000000121511 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 289 000000012500 SH DEFINED 01 SOLE
VORNADO RLTY TR SH BEN INT 929042109 284 000000005200 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 3,495 000000073472 SH DEFINED 01 SOLE
WGL HLDGS INC COM 92924F106 230 000000008300 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WACHOVIA CORP 2ND NEW COM 929903102 46,832 000001005215 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 167,118 000003150207 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 28,342 000000779062 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 26,727 000000666192 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 12,276 000000414747 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 3,126 000000094293 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 4,058 000000088229 SH DEFINED 01 SOLE
WEBMETHODS INC COM 94768C108 100 000000011039 SH DEFINED 01 SOLE
WEBMD CORP COM 94769M105 200 000000022315 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 238 000000005200 SH DEFINED 01 SOLE
WEIGHT WATCHERS INTL INC NEW COM 948626106 276 000000007200 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 22,111 000000227982 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 70,464 000001196545 SH DEFINED 01 SOLE
WENDYS INTL INC COM 950590109 3,914 000000099765 SH DEFINED 01 SOLE
WESTERN GAS RES INC COM 958259103 212 000000004500 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 304 000000008900 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 10,409 000000162655 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 4,095 000000056371 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC COM 966837106 508 000000007581 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 3,739 000000380821 SH DEFINED 01 SOLE
WILLIAMS SONOMA INC COM 969904101 347 000000010000 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC COM 973149107 88 000000010114 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 1,298 000000130537 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 1,331 000000073855 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 9,505 000000169101 SH DEFINED 01 SOLE
WYETH COM 983024100 42,798 000001008202 SH DEFINED 01 SOLE
XCEL ENERGY INC COM 98389B100 4,813 000000283507 SH DEFINED 01 SOLE
XILINX INC COM 983919101 10,589 000000274132 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 7,720 000000559423 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 22,177 000000492514 SH DEFINED 01 SOLE
YANKEE CANDLE INC COM 984757104 213 000000007800 SH DEFINED 01 SOLE
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YUM BRANDS INC COM 988498101 7,186 000000208896 SH DEFINED 01 SOLE
ZEBRA TECHNOLOGIES CORP CL A 989207105 510 000000007696 SH DEFINED 01 SOLE
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