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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 March 31, 2005
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. (NHI) IS THE PARENT HOLDING COMPANY OF A NUMBER
OF OPERATING SUBSIDIARIES, SOME OF WHICH ARE OR MAY BE INSTITUTIONAL
INVESTMENT MANAGERS FOR THE PURPOSES OF THE REPORTING REQUIREMENTS UNDER
SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 (THE ACT) AND THE RULES
PROMULGATED THEREUNDER. NHI ITSELF DOES NOT DIRECTLY EXERCISE INVESTMENT
DISCRETION WITH RESPECT TO ANY SECTION 13(F) SECURITIES POSITIONS. IN
THAT NHI'S OWNERSHIP INTEREST IN SUCH OPERATING SUBSIDIARIES IS DEEMED THE
EXERCISE OF INVESTMENT DISCRETION REGARDING CERTAIN OF SUCH SUBSIDIARIES'
MANAGED ACCOUNTS, THE INFORMATION REQUIRED BY FORM 13F IS REPORTED BY NHI
ON BEHALF OF CERTAIN OF NHI'S OPERATING SUBSIDIARIES WHICH ARE INSTITUTIONAL
INVESTMENT MANAGERS SUBJECT TO SECTION 13(F)OF THE ACT.
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 August 15, 2005
------------------------------------------
(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: 1231
Form 13F Information Table Value Total: $15,092,631
(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 05-02-10 16:19:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/2005
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 13,286 000000296249 SH DEFINED 01 SOLE
AMDOCS LTD ORD G02602103 222 000000008400 SH DEFINED 01 SOLE
ACCENTURE LTD BERMUDA CL A G1150G111 775 000000034200 SH DEFINED 01 SOLE
BUNGE LIMITED COM G16962105 221 000000003500 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 6,216 000000097278 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 2,174 000000023380 SH DEFINED 01 SOLE
GARMIN LTD ORD G37260109 1,490 000000034861 SH DEFINED 01 SOLE
GLOBALSANTAFE CORP SHS G3930E101 371 000000009100 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 13,401 000000187831 SH DEFINED 01 SOLE
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 890 000000023443 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD SHS G6359F103 8,582 000000141571 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 8,231 000000133817 SH DEFINED 01 SOLE
PARTNERRE LTD COM G6852T105 431 000000006700 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY SHS G7945J104 580 000000033100 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 17,024 000000315435 SH DEFINED 01 SOLE
WEATHERFORD INTERNATIONAL LT COM G95089101 3,114 000000053721 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 11,007 000000147915 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,985 000000150530 SH DEFINED 01 SOLE
KERZNER INTERNATIONAL LTD SHS P6065Y107 290 000000005100 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 761 000000057612 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 21,004 000000485308 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 887 000000046399 SH DEFINED 01 SOLE
AGL RES INC COM 001204106 1,315 000000034025 SH DEFINED 01 SOLE
AES CORP COM 00130H105 10,461 000000638660 SH DEFINED 01 SOLE
AMB PROPERTY CORP COM 00163T109 1,518 000000034970 SH DEFINED 01 SOLE
AMR CORP COM 001765106 128 000000010600 SH DEFINED 01 SOLE
ATI TECHNOLOGIES INC COM 001941103 2,175 000000183560 SH DEFINED 01 SOLE
AT&T CORP COM NEW 001957505 41,272 000002167685 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 72,725 000001483894 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 2,742 000000039923 SH DEFINED 01 SOLE
ACCREDO HEALTH INC COM 00437V104 4,540 000000100000 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 1,577 000000095479 SH DEFINED 01 SOLE
ACXIOM CORP COM 005125109 867 000000041551 SH DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 63 000000016311 SH DEFINED 01 SOLE
ADESA INC COM 00686U104 918 000000042199 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 18,020 000000629857 SH DEFINED 01 SOLE
ADTRAN INC COM 00738A106 1,351 000000054647 SH DEFINED 01 SOLE
ADVANCE AUTO PARTS INC COM 00751Y106 1,872 000000029012 SH DEFINED 01 SOLE
ADVANCED MEDICAL OPTICS INC COM 00763M108 1,852 000000046609 SH DEFINED 01 SOLE
AEROPOSTALE COM 007865108 889 000000026465 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 6,661 000000384160 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 260 000000015000 SH DEFINED 04 SOLE
ADVANTA CORP CL A 007942105 667 000000025775 SH DEFINED 01 SOLE
ADVENT SOFTWARE INC COM 007974108 378 000000018704 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 23,042 000000278224 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 6,371 000000124682 SH DEFINED 01 SOLE
1Page 2 05-08-15 16:08:07
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AGILENT TECHNOLOGIES INC DBCV 3.00 00846UAB7 2,465 000000025000 PRN DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 9,646 000000419044 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 13,838 000000229498 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 818 000000033195 SH DEFINED 01 SOLE
AIRTRAN HLDGS INC COM 00949P108 548 000000059474 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC COM 011659109 513 000000017251 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 959 000000026305 SH DEFINED 01 SOLE
ALBERTO CULVER CO COM 013068101 4,358 000000100595 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 7,817 000000378017 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 22,291 000000853114 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 923 000000019928 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 3,956 000000156895 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,627 000000119108 SH DEFINED 01 SOLE
ALLERGAN INC NOTE 018490AE2 7,810 000008000000 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 10,650 000000124945 SH DEFINED 01 SOLE
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,950 000000048098 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP COM 018802108 1,466 000000052090 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 1,210 000000017151 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 2,125 000000267997 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 950 000000025625 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 38,092 000000637535 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 19,431 000000312004 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 11,297 000000570593 SH DEFINED 01 SOLE
ALTRIA GROUP INC COM 02209S103 127,204 000001967277 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 1,032 000000031198 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 7,884 000000113024 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 8,831 000000082916 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 10,716 000000193787 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,869 000000061002 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 13,885 000000376614 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO DBCV 1.85 025816AS8 3,543 000000035000 PRN DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 60,323 000001133269 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 1,032 000000030806 SH DEFINED 01 SOLE
AMERICAN FINL RLTY TR COM 02607P305 172 000000011200 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 841 000000031768 SH DEFINED 01 SOLE
AMERICAN HEALTHWAYS INC COM 02649V104 448 000000010609 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 141,458 000002434735 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 4,822 000000204417 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 8,288 000000197714 SH DEFINED 01 SOLE
AMERICREDIT CORP COM 03060R101 1,605 000000062945 SH DEFINED 01 SOLE
AMERUS GROUP CO COM 03072M108 921 000000019188 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 6,961 000000100673 SH DEFINED 01 SOLE
AMERITRADE HLDG CORP NEW COM 03074K100 930 000000050000 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 1,403 000000033535 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 74,090 000001225440 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 1,556 000000038736 SH DEFINED 01 SOLE
1Page 3 05-08-15 16:08:07
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AMSOUTH BANCORPORATION COM 032165102 8,766 000000337191 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 18,721 000000227897 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 13,250 000000355154 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 2,346 000000183878 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 34,468 000000753401 SH DEFINED 01 SOLE
ANNALY MTG MGMT INC COM 035710409 455 000000025400 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 825 000000034005 SH DEFINED 01 SOLE
ANTEON INTL CORP COM 03674E108 720 000000015799 SH DEFINED 01 SOLE
AON CORP COM 037389103 7,592 000000303218 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 20,430 000000316269 SH DEFINED 01 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 3,772 000000092183 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 13,381 000000171078 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 32,253 000000876216 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 1,288 000000035000 SH DEFINED 04 SOLE
APPLEBEES INTL INC COM 037899101 1,153 000000043529 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 1,145 000000033069 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 4,144 000000210715 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 843 000000329466 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 28,360 000001752804 SH DEFINED 01 SOLE
AQUA AMERICA INC COM 03836W103 1,224 000000041164 SH DEFINED 01 SOLE
AQUILA INC COM 03840P102 512 000000142089 SH DEFINED 01 SOLE
ARAMARK CORP CL B 038521100 205 000000007800 SH DEFINED 01 SOLE
ARCH COAL INC COM 039380100 1,458 000000026785 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 12,795 000000598461 SH DEFINED 01 SOLE
ARCHSTONE SMITH TR COM 039583109 7,378 000000191066 SH DEFINED 01 SOLE
ARGOSY GAMING CO COM 040228108 17,623 000000378100 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 1,559 000000057418 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 717 000000040354 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 4,633 000000064476 SH DEFINED 01 SOLE
ASK JEEVES INC COM 045174109 4,228 000000140000 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 2,105 000000062703 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 1,231 000000043242 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 556 000000235634 SH DEFINED 01 SOLE
AUGUST TECHNOLOGY CORP COM 05106U105 757 000000065000 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 11,525 000000335629 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 25,378 000000604680 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 4,766 000000232263 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 6,255 000000067658 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 3,919 000000471152 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 5,220 000000098579 SH DEFINED 01 SOLE
AVID TECHNOLOGY INC COM 05367P100 399 000000007492 SH DEFINED 01 SOLE
AVNET INC DBCV 2.00 053807AL7 7,190 000000075000 PRN DEFINED 01 SOLE
AVNET INC COM 053807103 1,178 000000052322 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 707 000000027059 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 18,974 000000501306 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 21,587 000000540093 SH DEFINED 01 SOLE
1Page 4 05-08-15 16:08:07
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BCE INC COM 05534B109 269 000000011400 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 863 000000057775 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 1,057 000000032538 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 8,119 000000154723 SH DEFINED 01 SOLE
BP PLC SPONSORED 055622104 249 000000004000 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 4,122 000000229686 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 16,531 000000323137 SH DEFINED 01 SOLE
BALL CORP COM 058498106 4,181 000000116271 SH DEFINED 01 SOLE
BALLARD PWR SYS INC COM 05858H104 1,439 000000305000 SH DEFINED 04 SOLE
BANDAG INC COM 059815100 449 000000009753 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 17,475 000000431500 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 173,807 000003810722 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 291 000000005970 SH DEFINED 01 SOLE
BANK HAWAII CORP COM 062540109 1,153 000000022730 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 22,141 000000769333 SH DEFINED 01 SOLE
BANTA CORP COM 066821109 590 000000013013 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 7,725 000000116156 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 1,211 000000031217 SH DEFINED 01 SOLE
BARR PHARMACEUTICALS INC COM 068306109 2,740 000000056217 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 5,016 000000060436 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 22,097 000000595607 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 345 000000039379 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 11,378 000000109470 SH DEFINED 01 SOLE
BEARINGPOINT INC COM 074002106 247 000000033800 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 3,032 000000047702 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 14,433 000000275074 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 13,279 000000317842 SH DEFINED 01 SOLE
BEL FUSE INC CL A 077347201 281 000000011119 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 46,938 000001766592 SH DEFINED 01 SOLE
BELO CORP COM SER A 080555105 1,269 000000052964 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 3,144 000000118478 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 1,843 000000051672 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 19,504 000000284524 SH DEFINED 01 SOLE
BEVERLY ENTERPRISES INC COM NEW 087851309 1,592 000000125000 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,652 000000124792 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 10,867 000000313808 SH DEFINED 01 SOLE
BIOGEN IDEC INC COM 09062X103 14,258 000000413877 SH DEFINED 01 SOLE
BIOSOURCE INTL INC COM 09066H104 606 000000057500 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 105,332 000000629600 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 7,098 000000079009 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 662 000000017967 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 9,800 000000167969 SH DEFINED 01 SOLE
BLOCKBUSTER INC CL B 093679207 5,723 000000667100 SH DEFINED 01 SOLE
BLYTH INC COM 09643P108 621 000000022166 SH DEFINED 01 SOLE
BOB EVANS FARMS INC COM 096761101 628 000000026941 SH DEFINED 01 SOLE
BOEING CO COM 097023105 52,219 000000791207 SH DEFINED 01 SOLE
1Page 5 05-08-15 16:08:07
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BONE CARE INTL INC COM 098072101 1,484 000000045000 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 1,322 000000052265 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 1,438 000000026807 SH DEFINED 01 SOLE
BORLAND SOFTWARE CORP COM 099849101 85 000000012423 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC COM 101121101 203 000000002900 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 21,133 000000782733 SH DEFINED 01 SOLE
BOWATER INC COM 102183100 965 000000029815 SH DEFINED 01 SOLE
BOYD GAMING CORP COM 103304101 1,670 000000032671 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 1,892 000000047249 SH DEFINED 01 SOLE
BRINKS CO COM 109696104 1,319 000000036656 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 46,699 000001869475 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 10,777 000000303347 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS I COM 111621108 39 000000010200 SH DEFINED 06 SOLE
BROOKFIELD HOMES CORP COM 112723101 378 000000008300 SH DEFINED 01 SOLE
BROOKS AUTOMATION INC COM 114340102 466 000000031400 SH DEFINED 01 SOLE
BROWN & BROWN INC COM 115236101 1,215 000000027056 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 652 000000010200 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 5,315 000000087911 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 4,452 000000102784 SH DEFINED 01 SOLE
BRUSH ENGINEERED MATLS INC COM 117421107 409 000000028700 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 17,427 000000370175 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 20,423 000000369716 SH DEFINED 01 SOLE
CBRL GROUP INC NOTE 12489VAB2 3,609 000007500000 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 873 000000022468 SH DEFINED 01 SOLE
C D W CORP COM 12512N105 2,034 000000035716 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 1,951 000000033527 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 13,470 000000125853 SH DEFINED 01 SOLE
CIT GROUP INC COM 125581108 8,659 000000201518 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 3,202 000000212642 SH DEFINED 01 SOLE
CNA FINL CORP COM 126117100 335 000000011800 SH DEFINED 01 SOLE
CNF INC COM 12612W104 1,209 000000026928 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 706 000000037213 SH DEFINED 01 SOLE
CSX CORP DBCV 126408GA5 3,465 000004000000 SH DEFINED 01 SOLE
CSX CORP COM 126408103 9,148 000000214455 SH DEFINED 01 SOLE
CUNO INC COM 126583103 4,107 000000057500 SH DEFINED 01 SOLE
CVS CORP COM 126650100 22,955 000000789658 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 966 000000030000 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 966 000000030000 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 960 000000029117 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 652 000000022521 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC NOTE 127387AB4 990 000001000000 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 2,094 000000153339 SH DEFINED 01 SOLE
CAESARS ENTMT INC FRNT 127687AB7 15,111 000000120000 PRN DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 640 000000041519 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 1,825 000000536845 SH DEFINED 01 SOLE
CAMDEN PPTY TR SH BEN INT 133131102 209 000000003900 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CAMPBELL SOUP CO COM 134429109 9,540 000000310052 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 19,639 000000245460 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 23,839 000000414032 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 1,701 000000046472 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 19,325 000000434079 SH DEFINED 01 SOLE
CARLISLE COS INC COM 142339100 1,313 000000019137 SH DEFINED 01 SOLE
CARMAX INC COM 143130102 1,622 000000060887 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 30,950 000000567370 SH DEFINED 01 SOLE
CATALINA MARKETING CORP COM 148867104 669 000000026362 SH DEFINED 01 SOLE
CATELLUS DEV CORP NEW COM 149113102 2,118 000000064600 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 30,855 000000323739 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 22,841 000001021079 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC NOTE 3.75 15189TAC1 2,397 000000020000 PRN DEFINED 01 SOLE
CENTERPOINT ENERGY INC COM 15189T107 3,718 000000281505 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 8,777 000000124201 SH DEFINED 01 SOLE
CENTRAL PAC FINL CORP COM 154760102 217 000000006100 SH DEFINED 01 SOLE
CENTRAL PKG CORP COM 154785109 152 000000011100 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 4,473 000000129181 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 6,556 000000189000 SH DEFINED 02 SOLE
CEPHALON INC NOTE 156708AK5 2,209 000002500000 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 2,761 000000069392 SH DEFINED 01 SOLE
CERIDIAN CORP NEW COM 156779100 1,304 000000066973 SH DEFINED 01 SOLE
CERTEGY INC COM 156880106 1,043 000000027312 SH DEFINED 01 SOLE
CHARLES RIV LABS INTL INC COM 159864107 1,359 000000028184 SH DEFINED 01 SOLE
CHECKFREE CORP NEW COM 162813109 1,652 000000048526 SH DEFINED 01 SOLE
CHEESECAKE FACTORY INC COM 163072101 1,527 000000043978 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 111,617 000001996016 SH DEFINED 01 SOLE
CHICAGO MERCANTILE HLDGS INC CL A 167760107 738 000000002500 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 3,438 000000100304 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 6,491 000000186056 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 1,899 000000047420 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 16,075 000000187778 SH DEFINED 01 SOLE
CHURCH & DWIGHT INC COM 171340102 1,256 000000034723 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 1,239 000000592828 SH DEFINED 01 SOLE
CINCINNATI BELL INC NEW COM 171871106 567 000000131870 SH DEFINED 01 SOLE
CINCINNATI BELL INC NEW COM 171871106 1,075 000000250000 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 6,622 000000167395 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 8,857 000000197630 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC COM 172737108 4,091 000000236621 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 120,276 000006303812 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 858 000000045000 SH DEFINED 04 SOLE
CINTAS CORP COM 172908105 7,486 000000193952 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 226,198 000004892895 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 4,658 000000346646 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 4,016 000000185433 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 1,460 000000020373 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CLAIRES STORES INC COM 179584107 1,099 000000045737 SH DEFINED 01 SOLE
CLEAN HARBORS INC COM 184496107 325 000000015000 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 15,116 000000488732 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 9,896 000000177607 SH DEFINED 01 SOLE
COACH INC COM 189754104 12,093 000000360244 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 90,986 000002179329 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC COM 191219104 7,669 000000348453 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,848 000000081649 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 24,984 000000500583 SH DEFINED 01 SOLE
COLONIAL BANCGROUP INC COM 195493309 1,578 000000071572 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A 20030N101 66,883 000002180741 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A SPL 20030N200 40,906 000001365840 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 9,325 000000161337 SH DEFINED 01 SOLE
COMMERCE BANCORP INC NJ COM 200519106 2,021 000000066705 SH DEFINED 01 SOLE
COMMERCIAL FEDERAL CORPORATI COM 201647104 4,378 000000130000 SH DEFINED 01 SOLE
COMMERCIAL METALS CO COM 201723103 292 000000012300 SH DEFINED 01 SOLE
COMMSCOPE INC COM 203372107 692 000000039761 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,517 000000040163 SH DEFINED 01 SOLE
COMPANHIA VALE DO RIO DOCE SPONSORED 204412209 1,475 000000050400 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 5,417 000000120378 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC NOTE 1.62 204912AQ2 2,837 000000020000 PRN DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 14,041 000000510984 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 8,859 000000202729 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 3,012 000000418916 SH DEFINED 01 SOLE
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 358 000000010983 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 5,023 000000212595 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 13,564 000000585668 SH DEFINED 01 SOLE
CONNETICS CORP COM 208192104 324 000000018406 SH DEFINED 01 SOLE
CONOCOPHILLIPS COM 20825C104 76,791 000001335745 SH DEFINED 01 SOLE
CONSECO INC COM NEW 208464883 1,458 000000066822 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 10,862 000000231896 SH DEFINED 01 SOLE
CONSTELLATION BRANDS INC CL A 21036P108 2,437 000000082623 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 9,740 000000168847 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 2,191 000000154081 SH DEFINED 01 SOLE
COOPER CAMERON CORP COM 216640102 1,444 000000023280 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 1,405 000000075679 SH DEFINED 01 SOLE
COPART INC COM 217204106 1,250 000000052510 SH DEFINED 01 SOLE
CORINTHIAN COLLEGES INC COM 218868107 975 000000076356 SH DEFINED 01 SOLE
CORNING INC COM 219350105 22,940 000001380303 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 21,823 000000487889 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP COM 222372104 21,778 000000564068 SH DEFINED 01 SOLE
COVANCE INC COM 222816100 1,393 000000031057 SH DEFINED 01 SOLE
COVENTRY HEALTH CARE INC COM 222862104 3,179 000000044944 SH DEFINED 01 SOLE
CRANE CO COM 224399105 770 000000029299 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 207 000000028000 SH DEFINED 01 SOLE
CREDENCE SYS CORP COM 225302108 531 000000058779 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CREE INC COM 225447101 1,247 000000048985 SH DEFINED 01 SOLE
CROMPTON CORP COM 227116100 1,845 000000130451 SH DEFINED 01 SOLE
CROWN HOLDINGS INC COM 228368106 251 000000017700 SH DEFINED 01 SOLE
CRT PROPERTIES INC COM 22876P109 204 000000007500 SH DEFINED 01 SOLE
CULLEN FROST BANKERS INC COM 229899109 1,081 000000022702 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 3,417 000000045811 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,218 000000096747 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 1,471 000000036983 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 1,150 000000052137 SH DEFINED 01 SOLE
DPL INC COM 233293109 1,448 000000052769 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 4,772 000000126883 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 1,983 000000042384 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 7,918 000000169299 SH DEFINED 01 SOLE
DANA CORP COM 235811106 2,305 000000153565 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 14,781 000000282409 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 4,753 000000144146 SH DEFINED 01 SOLE
DEAN FOODS CO NEW COM 242370104 2,411 000000068443 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 16,802 000000256571 SH DEFINED 01 SOLE
DELL INC COM 24702R101 95,434 000002418501 SH DEFINED 01 SOLE
DELPHI CORP COM 247126105 2,561 000000550957 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 623 000000165880 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 960 000000023665 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 2,022 000000037453 SH DEFINED 01 SOLE
DEVELOPERS DIVERSIFIED RLTY COM 251591103 2,011 000000043777 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 23,057 000000454969 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 679 000000034139 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 154,125 000001500000 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 1,629 000000036116 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 2,063 000000088118 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 50,457 000002003885 SH DEFINED 01 SOLE
DITECH COMMUNICATIONS CORP COM 25500M103 212 000000032685 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 6,686 000000328414 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 1,503 000000062645 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 24,820 000000338199 SH DEFINED 01 SOLE
DONALDSON INC COM 257651109 1,165 000000038414 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 7,031 000000203763 SH DEFINED 01 SOLE
DORAL FINL CORP COM 25811P100 246 000000014900 SH DEFINED 01 SOLE
DOUBLECLICK INC COM 258609304 255 000000030400 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 7,476 000000205508 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 41,905 000000941063 SH DEFINED 01 SOLE
DOW JONES & CO INC COM 260561105 2,473 000000069773 SH DEFINED 01 SOLE
DRIL-QUIP INC COM 262037104 214 000000007400 SH DEFINED 01 SOLE
DRUGSTORE COM INC COM 262241102 80 000000019271 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 42,165 000000980364 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 26,405 000000888169 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,014 000000032675 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 252 000000059000 SH DEFINED 01 SOLE
DUQUESNE LT HLDGS INC COM 266233105 709 000000037984 SH DEFINED 01 SOLE
DYCOM INDS INC COM 267475101 1,076 000000054340 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 1,623 000000334140 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 32,174 000002346755 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 2,682 000000075035 SH DEFINED 01 SOLE
ENI S P A SPONSORED 26874R108 243 000000001900 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 12,923 000000227530 SH DEFINED 01 SOLE
E TRADE FINANCIAL CORP COM 269246104 4,954 000000354132 SH DEFINED 01 SOLE
EARTHLINK INC COM 270321102 253 000000029294 SH DEFINED 01 SOLE
EASTGROUP PPTY INC COM 277276101 286 000000006800 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 5,172 000000093783 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 7,516 000000279953 SH DEFINED 01 SOLE
EATON CORP COM 278058102 9,245 000000154356 SH DEFINED 01 SOLE
EATON VANCE CORP COM NON VT 278265103 1,823 000000076285 SH DEFINED 01 SOLE
EBAY INC COM 278642103 44,824 000001357921 SH DEFINED 01 SOLE
EBAY INC COM 278642103 306 000000009000 SH DEFINED 01 SOLE
EBAY INC COM 278642103 1,072 000000032500 SH DEFINED 04 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 653 000000021671 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 7,073 000000218581 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 12,570 000000310005 SH DEFINED 01 SOLE
EDUCATION MGMT CORP COM 28139T101 1,025 000000030417 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 1,615 000000037563 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 1,480 000000032786 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 7,080 000000614617 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 18,250 000000322394 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW NOTE 3.87 285661AF1 3,325 000000035000 PRN DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 9,870 000000512779 SH DEFINED 01 SOLE
ELKCORP COM 287456107 499 000000017500 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 25,673 000000409926 SH DEFINED 01 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 391 000000022141 SH DEFINED 01 SOLE
EMULEX CORP COM NEW 292475209 332 000000018200 SH DEFINED 01 SOLE
ENERGY EAST CORP COM 29266M109 1,890 000000065250 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 1,861 000000029950 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 3,727 000000130571 SH DEFINED 01 SOLE
ENGINEERED SUPPORT SYS INC COM 292866100 222 000000006216 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 929 000000027913 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 15,617 000000206723 SH DEFINED 01 SOLE
EON LABS INC COM 29412E100 11,023 000000359771 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 4,564 000000127831 SH DEFINED 01 SOLE
EQUITABLE RES INC COM 294549100 1,759 000000025874 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 12,895 000000389580 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,082 000000273841 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR B SEK 294821608 464 000000014531 SH DEFINED 01 SOLE
ESTERLINE TECHNOLOGIES CORP COM 297425100 208 000000005200 SH DEFINED 01 SOLE
EVERGREEN SOLAR INC COM 30033R108 2,313 000000339266 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EXELON CORP COM 30161N101 33,095 000000644759 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 4,035 000000081023 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 7,577 000000151602 SH DEFINED 01 SOLE
EXTREME NETWORKS INC COM 30226D106 84 000000020763 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 342,360 000005957211 SH DEFINED 01 SOLE
FMC TECHNOLOGIES INC COM 30249U101 1,037 000000032453 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 958 000000017081 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 15,710 000000373526 SH DEFINED 01 SOLE
FTI CONSULTING INC COM 302941109 244 000000011700 SH DEFINED 01 SOLE
FAIR ISAAC CORP COM 303250104 1,178 000000032274 SH DEFINED 01 SOLE
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 979 000000066436 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 4,194 000000160722 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 1,806 000000029497 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 43,552 000000667683 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 55,060 000000942823 SH DEFINED 01 SOLE
FEDERAL SIGNAL CORP COM 313855108 456 000000029275 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 11,921 000000162684 SH DEFINED 01 SOLE
FEDERATED INVS INC PA CL B 314211103 2,783 000000092766 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 25,384 000000313355 SH DEFINED 01 SOLE
FERRO CORP COM 315405100 506 000000025490 SH DEFINED 01 SOLE
F5 NETWORKS INC COM 315616102 1,027 000000021739 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 2,447 000000068567 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 20,907 000000507827 SH DEFINED 01 SOLE
FIRST AMERN CORP CALIF COM 318522307 1,439 000000035859 SH DEFINED 01 SOLE
FIRST BANCORP P R COM 318672102 333 000000008300 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 30,048 000000748583 SH DEFINED 01 SOLE
FIRST HORIZON NATL CORP COM 320517105 5,298 000000125547 SH DEFINED 01 SOLE
FISERV INC COM 337738108 9,130 000000212892 SH DEFINED 01 SOLE
FIRSTMERIT CORP COM 337915102 976 000000037417 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 15,102 000000313918 SH DEFINED 01 SOLE
FISHER SCIENTIFIC INTL INC COM NEW 338032204 7,632 000000117602 SH DEFINED 01 SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 314 000000031000 SH DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 5,257 000000091284 SH DEFINED 01 SOLE
FLOWSERVE CORP COM 34354P105 792 000000026204 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 1,904 000000069953 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 18,372 000001794226 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 12,775 000000328838 SH DEFINED 01 SOLE
FOREST OIL CORP COM PAR $0 346091705 1,043 000000024843 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 12,421 000000139885 SH DEFINED 01 SOLE
FOUNDRY NETWORKS INC COM 35063R100 244 000000028352 SH DEFINED 01 SOLE
FOUR SEASONS HOTEL INC NOTE 1.87 35100EAE4 2,182 000002000000 SH DEFINED 01 SOLE
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 363 000000005500 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 14,546 000000188971 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 6,428 000000171712 SH DEFINED 01 SOLE
FREESCALE SEMICONDUCTOR INC CL B 35687M206 17,330 000000818239 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 666 000000030835 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GATX CORP COM 361448103 871 000000025253 SH DEFINED 01 SOLE
GABLES RESIDENTIAL TR SH BEN INT 362418105 7,937 000000183600 SH DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 1,181 000000043536 SH DEFINED 01 SOLE
GAMESTOP CORP COM CL B 36466R200 25,364 000000848300 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 18,585 000000261287 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 15,396 000000779563 SH DEFINED 01 SOLE
GARDNER DENVER INC COM 365558105 1,596 000000045500 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 1,247 000000117438 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 1,029 000000312064 SH DEFINED 01 SOLE
GEN-PROBE INC NEW COM 36866T103 1,026 000000028337 SH DEFINED 01 SOLE
GENERAL COMMUNICATION INC CL A 369385109 987 000000100000 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 21,071 000000192362 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 346,485 000009999570 SH DEFINED 01 SOLE
GENERAL MLS INC DBCV 370334AU8 54,637 000077500000 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 16,995 000000363236 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 20,211 000000594443 SH DEFINED 01 SOLE
GENTEX CORP COM 371901109 1,376 000000075609 SH DEFINED 01 SOLE
GENTA INC COM NEW 37245M207 118 000000100000 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 7,529 000000183233 SH DEFINED 01 SOLE
GENZYME CORP COM 372917104 16,129 000000268423 SH DEFINED 01 SOLE
GEORGIA GULF CORP COM PAR $0 373200203 353 000000011400 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 8,138 000000255920 SH DEFINED 01 SOLE
GEVITY HR INC COM 374393106 1,199 000000059900 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 20,573 000000467677 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 99,136 000001958067 SH DEFINED 01 SOLE
GLATFELTER COM 377316104 363 000000029331 SH DEFINED 01 SOLE
GLOBAL SIGNAL INC COM 37944Q103 376 000000010000 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 17,557 000000272722 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 43,743 000000428778 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 4,828 000000117891 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 2,799 000000187859 SH DEFINED 01 SOLE
GRACO INC COM 384109104 1,358 000000039867 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 5,022 000000091662 SH DEFINED 01 SOLE
GRANITE CONSTR INC COM 387328107 571 000000020337 SH DEFINED 01 SOLE
GRANT PRIDECO INC COM 38821G101 1,389 000000052521 SH DEFINED 01 SOLE
GRAY TELEVISION INC CL A 389375205 1,546 000000136900 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 12,142 000000385833 SH DEFINED 01 SOLE
GREAT PLAINS ENERGY INC COM 391164100 1,051 000000032973 SH DEFINED 01 SOLE
GREATER BAY BANCORP COM 391648102 677 000000025716 SH DEFINED 01 SOLE
GREIF INC CL A 397624107 262 000000004300 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 2,006 000000068608 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 42,793 000000635865 SH DEFINED 01 SOLE
GUITAR CTR MGMT INC COM 402040109 337 000000005779 SH DEFINED 01 SOLE
HCA INC COM 404119109 23,050 000000406752 SH DEFINED 01 SOLE
HCC INS HLDGS INC COM 404132102 1,404 000000037085 SH DEFINED 01 SOLE
HNI CORP COM 404251100 1,255 000000024539 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HALLIBURTON CO COM 406216101 23,060 000000482244 SH DEFINED 01 SOLE
HANOVER COMPRESSOR CO COM 410768105 524 000000045568 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 13,808 000000278401 SH DEFINED 01 SOLE
HARMAN INTL INDS INC COM 413086109 3,449 000000042404 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 13,493 000000187226 SH DEFINED 01 SOLE
HARRIS CORP DEL COM 413875105 1,867 000000059836 SH DEFINED 01 SOLE
HARSCO CORP COM 415864107 1,018 000000018679 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 1,022 000000034402 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 21,342 000000285410 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 3,570 000000171724 SH DEFINED 01 SOLE
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,099 000000040997 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 6,171 000000235732 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 1,752 000000045916 SH DEFINED 01 SOLE
HEICO CORP NEW CL A 422806208 4,241 000000235400 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 12,868 000000363301 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 1,060 000000022603 SH DEFINED 01 SOLE
HENRY JACK & ASSOC INC COM 426281101 731 000000039955 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 1,611 000000113920 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 13,297 000000214134 SH DEFINED 01 SOLE
HEWITT ASSOCS INC COM 42822Q100 209 000000007900 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 64,198 000002730689 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 20,045 000000604134 SH DEFINED 01 SOLE
HIGHWOODS PPTYS INC COM 431284108 767 000000025783 SH DEFINED 01 SOLE
HILB ROGAL & HOBBS CO COM 431294107 381 000000011100 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 1,774 000000035098 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 9,847 000000412881 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 79,950 000002055286 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 30,108 000000821963 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP N COM 440327104 484 000000025747 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 1,522 000000051902 SH DEFINED 01 SOLE
HOSPITALITY PPTYS TR COM SH BEN 44106M102 1,504 000000034133 SH DEFINED 01 SOLE
HOSPIRA INC COM 441060100 5,896 000000151192 SH DEFINED 01 SOLE
HOT TOPIC INC COM 441339108 503 000000026320 SH DEFINED 01 SOLE
HOUSTON EXPL CO COM 442120101 461 000000008700 SH DEFINED 01 SOLE
HOVNANIAN ENTERPRISES INC CL A 442487203 1,363 000000020919 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 15,363 000000376000 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 1,213 000000027516 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 6,444 000000162162 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS INC COM 445658107 1,906 000000099137 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 5,675 000000235112 SH DEFINED 01 SOLE
HUNTSMAN CORP COM 447011107 1,190 000000058710 SH DEFINED 01 SOLE
HUNTSMAN CORP PFD MND CV 447011206 217 000000004725 SH DEFINED 01 SOLE
HUTCHINSON TECHNOLOGY INC COM 448407106 366 000000009517 SH DEFINED 01 SOLE
HYPERION SOLUTIONS CORP COM 44914M104 517 000000012859 SH DEFINED 01 SOLE
IAC INTERACTIVECORP COM 44919P102 1,913 000000079644 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 5,381 000000217242 SH DEFINED 01 SOLE
1Page 13 05-08-15 16:08:07
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ITT EDUCATIONAL SERVICES INC COM 45068B109 1,087 000000020358 SH DEFINED 01 SOLE
IXIA COM 45071R109 234 000000012050 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 8,585 000000087935 SH DEFINED 01 SOLE
IDACORP INC COM 451107106 698 000000022797 SH DEFINED 01 SOLE
IDENIX PHARMACEUTICALS INC COM 45166R204 20,509 000000930974 SH DEFINED 02 SOLE
ILLINOIS TOOL WKS INC COM 452308109 22,655 000000284329 SH DEFINED 01 SOLE
IMATION CORP COM 45245A107 781 000000020155 SH DEFINED 01 SOLE
IMCLONE SYS INC NOTE 1.37 45245WAF6 1,228 000000015000 PRN DEFINED 01 SOLE
IMCLONE SYS INC COM 45245W109 1,011 000000032664 SH DEFINED 01 SOLE
IMMUCOR INC COM 452526106 448 000000015488 SH DEFINED 01 SOLE
INAMED CORP COM 453235103 1,069 000000015964 SH DEFINED 01 SOLE
INCO LTD COM 453258402 724 000000019200 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 1,344 000000036394 SH DEFINED 01 SOLE
INDYMAC BANCORP INC COM 456607100 1,741 000000042759 SH DEFINED 01 SOLE
INFORMATICA CORP COM 45666Q102 109 000000013058 SH DEFINED 01 SOLE
INFOSYS TECHNOLOGIES LTD SPONSORED 456788108 2,520 000000033262 SH DEFINED 01 SOLE
INSIGHT COMMUNICATIONS INC CL A 45768V108 1,328 000000120190 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 1,757 000000085140 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,216 000000113188 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 157,415 000006049796 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 112,566 000001517072 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 446 000000006000 SH DEFINED 01 SOLE
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,403 000000093970 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG DBCV 459902AL6 3,568 000005500000 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 9,282 000000329757 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 14,560 000000481987 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 1,354 000000028383 SH DEFINED 01 SOLE
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,262 000000022454 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 56,000 000001033800 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 1,406 000000074941 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 4,967 000000407871 SH DEFINED 01 SOLE
INTUITIVE SURGICAL INC COM NEW 46120E602 239 000000005142 SH DEFINED 01 SOLE
INTUIT COM 461202103 8,819 000000195513 SH DEFINED 01 SOLE
INVITROGEN CORP NOTE 2.25 46185RAD2 4,105 000004000000 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 1,717 000000020625 SH DEFINED 01 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 1,347 000000035620 SH DEFINED 01 SOLE
IOMEGA CORP COM NEW 462030305 286 000000108300 SH DEFINED 01 SOLE
IPSCO INC COM 462622101 209 000000004800 SH DEFINED 01 SOLE
IRON MTN INC PA COM 462846106 341 000000011000 SH DEFINED 01 SOLE
ISHARES TR RUSSELL 10 464287622 1,611 000000025000 SH DEFINED 01 SOLE
ISHARES TR RUSSELL 20 464287655 2,700 000000042400 SH DEFINED 01 SOLE
IVAX CORP COM 465823102 2,214 000000103011 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 2,606 000001714605 SH DEFINED 01 SOLE
JPMORGAN & CHASE & CO COM 46625H100 116,871 000003308926 SH DEFINED 01 SOLE
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 263 000000007654 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 5,702 000000185581 SH DEFINED 01 SOLE
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06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0JACK IN THE BOX INC COM 466367109 284 000000007500 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 1,375 000000024444 SH DEFINED 01 SOLE
JANUS CAP GROUP INC COM 47102X105 3,705 000000246384 SH DEFINED 01 SOLE
JARDEN CORP COM 471109108 237 000000004400 SH DEFINED 01 SOLE
JEFFERIES GROUP INC NEW COM 472319102 983 000000025965 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 6,640 000000131699 SH DEFINED 01 SOLE
JETBLUE AWYS CORP COM 477143101 1,654 000000080946 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 181,828 000002797357 SH DEFINED 01 SOLE
JOHNSON CTLS INC COM 478366107 10,610 000000188370 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 4,119 000000132705 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 1,566 000000062194 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 10,875 000000248977 SH DEFINED 01 SOLE
KB HOME COM 48666K109 6,249 000000081988 SH DEFINED 01 SOLE
KEANE INC COM 486665102 482 000000035222 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 15,716 000000353651 SH DEFINED 01 SOLE
KELLY SVCS INC CL A 488152208 467 000000016325 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 380 000000060417 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 818 000000017843 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 8,916 000000116852 SH DEFINED 01 SOLE
KEY ENERGY SVCS INC COM 492914106 1,087 000000089900 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 13,520 000000407864 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 6,718 000000165075 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 30,287 000000483902 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS COM 49455P101 8,608 000000103467 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 2,534 000000243203 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 4,439 000000072378 SH DEFINED 01 SOLE
KNIGHT TRANSN INC COM 499064103 204 000000008394 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 17,691 000000316433 SH DEFINED 01 SOLE
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 634 000000025200 SH DEFINED 01 SOLE
KORN FERRY INTL COM NEW 500643200 547 000000030826 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 499 000000071780 SH DEFINED 01 SOLE
KROGER CO COM 501044101 13,218 000000694635 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 3,203 000000377279 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 168 000000019600 SH DEFINED 06 SOLE
LTX CORP COM 502392103 309 000000062449 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 8,739 000000114119 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,732 000000134920 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 305 000000048452 SH DEFINED 01 SOLE
LAFARGE NORTH AMERICA INC COM 505862102 218 000000003500 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 3,431 000000118548 SH DEFINED 01 SOLE
LAMAR ADVERTISING CO CL A 512815101 1,160 000000027128 SH DEFINED 01 SOLE
LANCASTER COLONY CORP COM 513847103 653 000000015208 SH DEFINED 01 SOLE
LANDSTAR SYS INC COM 515098101 727 000000024113 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 356 000000080192 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 809 000000020700 SH DEFINED 01 SOLE
LAUREATE EDUCATION INC COM 518613104 1,068 000000022318 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LEAR CORP COM 521865105 2,713 000000074587 SH DEFINED 01 SOLE
LEE ENTERPRISES INC COM 523768109 852 000000021260 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 5,000 000000188120 SH DEFINED 01 SOLE
LEGG MASON INC COM 524901105 5,056 000000048566 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 26,309 000000265004 SH DEFINED 01 SOLE
LENNAR CORP CL A 526057104 3,547 000000055918 SH DEFINED 01 SOLE
LENNAR CORP CL B 526057302 10,581 000000179900 SH DEFINED 01 SOLE
LEUCADIA NATL CORP COM 527288104 1,920 000000049703 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 334 000000164829 SH DEFINED 01 SOLE
LEXAR MEDIA INC COM 52886P104 161 000000032937 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 9,079 000000140046 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW DEB 0.75 530718AF2 2,637 000000025000 PRN DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,314 000000227100 SH DEFINED 01 SOLE
LIBERTY PPTY TR SH BEN INT 531172104 1,642 000000037074 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 1,159 000000022941 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 61,125 000001097212 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 7,822 000000365185 SH DEFINED 01 SOLE
LINCARE HLDGS INC COM 532791100 3,286 000000080353 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 7,777 000000165756 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 12,357 000000336803 SH DEFINED 01 SOLE
LINENS N THINGS INC COM 535679104 546 000000023100 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 4,683 000000117789 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 26,097 000000402308 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 14,184 000000183027 SH DEFINED 01 SOLE
LONGVIEW FIBRE CO COM 543213102 580 000000028264 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 2,820 000000114729 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 43,711 000000750805 SH DEFINED 01 SOLE
LUBRIZOL CORP COM 549271104 1,222 000000029097 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 12,361 000004247877 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 2,331 000000088264 SH DEFINED 01 SOLE
M & T BK CORP COM 55261F104 9,818 000000093363 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 7,922 000000133574 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 32,283 000001234078 SH DEFINED 01 SOLE
MDU RES GROUP INC COM 552690109 1,515 000000053797 SH DEFINED 01 SOLE
MCI INC COM 552691107 19,737 000000767693 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 6,331 000000097085 SH DEFINED 01 SOLE
MGI PHARMA INC COM 552880106 369 000000017002 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 1,143 000000028900 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 457 000000011500 SH DEFINED 01 SOLE
MPS GROUP INC COM 553409103 599 000000063677 SH DEFINED 01 SOLE
MSC INDL DIRECT INC CL A 553530106 455 000000013507 SH DEFINED 01 SOLE
MACK CALI RLTY CORP COM 554489104 1,114 000000024599 SH DEFINED 01 SOLE
MACROVISION CORP COM 555904101 588 000000026105 SH DEFINED 01 SOLE
MACROMEDIA INC COM 556100105 5,789 000000151480 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC COM NEW 559079207 5,298 000000150069 SH DEFINED 01 SOLE
MAJESCO HLDGS INC COM NEW 560690208 98 000000015000 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MANOR CARE INC NEW COM 564055101 3,498 000000088048 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 2,284 000000057419 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 17,728 000000332190 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 14,590 000000526720 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 9,478 000000213246 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 13,007 000000190677 SH DEFINED 01 SOLE
MARTEK BIOSCIENCES CORP COM 572901106 643 000000016943 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 1,362 000000019717 SH DEFINED 01 SOLE
MARVEL ENTERPRISES INC COM 57383M108 372 000000018900 SH DEFINED 01 SOLE
MASCO CORP NOTE 574599BB1 2,293 000005000000 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 14,255 000000448863 SH DEFINED 01 SOLE
MATRIX SVC CO COM 576853105 434 000000094848 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 7,580 000000414212 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 13,531 000000354040 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 46,357 000001154331 SH DEFINED 01 SOLE
MAVERICK TUBE CORP COM 577914104 479 000000016100 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,280 000000081760 SH DEFINED 01 SOLE
MCAFEE INC COM 579064106 1,858 000000070980 SH DEFINED 01 SOLE
MCCLATCHY CO CL A 579489105 215 000000003300 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 4,426 000000135438 SH DEFINED 01 SOLE
MCDATA CORP CL B 580031102 683 000000183844 SH DEFINED 01 SOLE
MCDATA CORP CL A 580031201 400 000000100067 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 35,198 000001268428 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 15,945 000000360352 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 12,710 000000283785 SH DEFINED 01 SOLE
MEADWESTVACO CORP COM 583334107 5,224 000000186338 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC COM 58405U102 14,067 000000263643 SH DEFINED 01 SOLE
MEDIA GEN INC CL A 584404107 783 000000012102 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 358 000000011300 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 7,056 000000264084 SH DEFINED 01 SOLE
MEDTRONIC INC DBCV 1.25 585055AD8 19,825 000000200000 PRN DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 59,781 000001154305 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 11,609 000000404640 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 572 000000056048 SH DEFINED 01 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 1,873 000000036364 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 65,923 000002140382 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP NOTE 589405AD1 4,643 000005000000 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 4,654 000000121328 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 2,394 000000048813 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC NOTE 590188W46 23,441 000023500000 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 49,733 000000904083 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 15,290 000000275000 SH DEFINED 02 SOLE
METLIFE INC COM 59156R108 32,420 000000721409 SH DEFINED 01 SOLE
METTLER TOLEDO INTERNATIONAL COM 592688105 614 000000013200 SH DEFINED 01 SOLE
MICHAELS STORES INC COM 594087108 2,820 000000068172 SH DEFINED 01 SOLE
MICREL INC COM 594793101 500 000000043469 SH DEFINED 01 SOLE
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06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MICROSOFT CORP COM 594918104 239,197 000009629539 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 4,024 000000135857 SH DEFINED 01 SOLE
MICROMUSE INC COM 595094103 82 000000014563 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 6,494 000000636056 SH DEFINED 01 SOLE
MICROSEMI CORP COM 595137100 304 000000016203 SH DEFINED 01 SOLE
MIDCAP SPDR TR UNIT SER 1 595635103 126,130 000001007029 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 1,350 000000145665 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 142 000000015350 SH DEFINED 04 SOLE
MILLER HERMAN INC COM 600544100 976 000000031651 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 2,774 000000048907 SH DEFINED 01 SOLE
MINERALS TECHNOLOGIES INC COM 603158106 1,447 000000023494 SH DEFINED 01 SOLE
MISSION RESOURCES CORP COM 605109107 613 000000076000 SH DEFINED 01 SOLE
MODINE MFG CO COM 607828100 566 000000017410 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 2,623 000000031806 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 4,930 000000189343 SH DEFINED 01 SOLE
MOLSON COORS BREWING CO CL B 60871R209 5,124 000000082660 SH DEFINED 01 SOLE
MONACO COACH CORP COM 60886R103 276 000000016100 SH DEFINED 01 SOLE
MONEYGRAM INTL INC COM 60935Y109 838 000000043879 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 16,056 000000255387 SH DEFINED 01 SOLE
MONSTER WORLDWIDE INC COM 611742107 3,382 000000117923 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 11,923 000000265212 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 56,106 000001069312 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 315 000000024200 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 42,842 000002346260 SH DEFINED 01 SOLE
MOVIE GALLERY INC COM 624581104 1,751 000000066265 SH DEFINED 01 SOLE
MURPHY OIL CORP COM 626717102 3,528 000000067559 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 4,976 000000258655 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 6,540 000000186247 SH DEFINED 01 SOLE
NTL INC DEL COM 62940M104 1,633 000000023870 SH DEFINED 01 SOLE
NABORS INDS INC NOTE 629568AL0 1,543 000001500000 SH DEFINED 01 SOLE
NAPSTER INC COM 630797108 84 000000020000 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 534,696 000014537707 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 19,985 000000585749 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 1,224 000000042349 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 830 000000039151 SH DEFINED 01 SOLE
NATIONAL OILWELL VARCO INC COM 637071101 7,790 000000163872 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 7,333 000000332900 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 2,776 000000086771 SH DEFINED 01 SOLE
NAVIGANT CONSULTING INC COM 63935N107 324 000000018400 SH DEFINED 01 SOLE
NEIGHBORCARE INC COM 64015Y104 497 000000015000 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL A 640204202 3,855 000000039782 SH DEFINED 01 SOLE
NEKTAR THERAPEUTICS COM 640268108 256 000000015244 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 12,612 000000446147 SH DEFINED 01 SOLE
NEW CENTURY FINANCIAL CORP M COM 6435EV108 730 000000014200 SH DEFINED 01 SOLE
NEW PLAN EXCEL RLTY TR INC COM 648053106 1,203 000000044300 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 1,816 000000100250 SH DEFINED 01 SOLE
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INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NEW YORK TIMES CO CL A 650111107 4,378 000000140549 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 6,321 000000265181 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 2,494 000000062526 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 16,800 000000430442 SH DEFINED 01 SOLE
NEWPORT CORP COM 651824104 400 000000028920 SH DEFINED 01 SOLE
NEWS CORP CL A 65248E104 122,847 000007592528 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 51,136 000001582681 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,423 000000075000 SH DEFINED 01 SOLE
NEXTEL PARTNERS INC CL A 65333F107 815 000000032400 SH DEFINED 01 SOLE
NEXEN INC COM 65334H102 212 000000007000 SH DEFINED 01 SOLE
NICOR INC COM 654086107 1,816 000000044110 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 19,184 000000221525 SH DEFINED 01 SOLE
NIKU CORP COM NEW 654113703 1,457 000000070300 SH DEFINED 01 SOLE
99 CENTS ONLY STORES COM 65440K106 621 000000048899 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 6,423 000000259735 SH DEFINED 01 SOLE
NOBLE ENERGY INC COM 655044105 2,706 000000035772 SH DEFINED 01 SOLE
NORDSON CORP COM 655663102 594 000000017338 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 8,244 000000121292 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 12,169 000000393066 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 12,883 000000458633 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 1,229 000000058932 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 9,028 000000198036 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 20,088 000000363595 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP CL A 667280101 301 000000066135 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 2,327 000000375447 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 6,113 000000247407 SH DEFINED 01 SOLE
NSTAR COM 67019E107 1,387 000000044994 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 8,541 000000187223 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 4,443 000000166288 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 534 000000020000 SH DEFINED 04 SOLE
OGE ENERGY CORP COM 670837103 1,138 000000039330 SH DEFINED 01 SOLE
NUVEEN INVTS INC CL A 67090F106 304 000000008100 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 29,229 000000379955 SH DEFINED 01 SOLE
OCTEL CORP COM 675727101 873 000000048500 SH DEFINED 01 SOLE
OFFICEMAX INC DEL COM 67622P101 4,661 000000156587 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 6,957 000000304619 SH DEFINED 01 SOLE
OHIO CAS CORP COM 677240103 863 000000035739 SH DEFINED 01 SOLE
OIL SVC HOLDRS TR DEPOSTRY R 678002106 180,757 000001773700 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 1,902 000000075239 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 820 000000044997 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 2,043 000000048158 SH DEFINED 01 SOLE
OMNICOM GROUP INC NOTE 681919AK2 9,787 000010000000 SH DEFINED 01 SOLE
OMNICOM GROUP INC NOTE 681919AM8 15,480 000015500000 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 15,484 000000193900 SH DEFINED 01 SOLE
OMNIVISION TECHNOLOGIES INC COM 682128103 571 000000042049 SH DEFINED 01 SOLE
OMNOVA SOLUTIONS INC COM 682129101 68 000000014700 SH DEFINED 01 SOLE
1Page 19 05-08-15 16:08:07
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ON SEMICONDUCTOR CORP COM 682189105 132 000000028798 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 1,484 000000045464 SH DEFINED 01 SOLE
ONYX PHARMACEUTICALS INC COM 683399109 297 000000012502 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 58,156 000004405805 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 1,434 000000048094 SH DEFINED 01 SOLE
OSHKOSH B GOSH INC CL A 688222207 2,582 000000099368 SH DEFINED 01 SOLE
OSHKOSH TRUCK CORP COM 688239201 399 000000005100 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 1,375 000000030409 SH DEFINED 01 SOLE
OVERNITE CORP COM 690322102 4,835 000000112500 SH DEFINED 01 SOLE
OVERSEAS SHIPHOLDING GROUP I COM 690368105 981 000000016448 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 13,251 000000352995 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 1,824 000000195508 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 1,709 000000043853 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 15,026 000000275925 SH DEFINED 01 SOLE
PNM RES INC COM 69349H107 948 000000032906 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 11,413 000000181855 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 10,737 000000180831 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 13,450 000000197802 SH DEFINED 01 SOLE
PACIFIC SUNWEAR CALIF INC COM 694873100 908 000000039526 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 2,500 000000035002 SH DEFINED 01 SOLE
PACKAGING CORP AMER COM 695156109 1,301 000000061822 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 3,765 000000174512 SH DEFINED 01 SOLE
PALL CORP COM 696429307 4,065 000000133896 SH DEFINED 01 SOLE
PANERA BREAD CO CL A 69840W108 586 000000009447 SH DEFINED 01 SOLE
PAR PHARMACEUTICAL COS INC COM 69888P106 590 000000018560 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,999 000000313379 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 7,143 000000115207 SH DEFINED 01 SOLE
PARTNERS TR FINL GROUP INC N COM 70213F102 106 000000010000 SH DEFINED 01 SOLE
PATTERSON COMPANIES INC COM 703395103 4,846 000000107524 SH DEFINED 01 SOLE
PATTERSON UTI ENERGY INC COM 703481101 1,933 000000069493 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 12,331 000000379206 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 650 000000033881 SH DEFINED 01 SOLE
PEABODY ENERGY CORP COM 704549104 2,534 000000048706 SH DEFINED 01 SOLE
PEDIATRIX MED GROUP COM 705324101 419 000000005700 SH DEFINED 01 SOLE
PEGASUS SOLUTIONS INC COM 705906105 305 000000027388 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 13,251 000000252023 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 1,783 000000041653 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 1,668 000000038391 SH DEFINED 01 SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 199 000000014700 SH DEFINED 01 SOLE
PEPCO HOLDINGS INC COM 713291102 2,088 000000087244 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 5,784 000000202176 SH DEFINED 01 SOLE
PEPSIAMERICAS INC COM 71343P200 1,224 000000047703 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 88,279 000001636927 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 2,581 000000136608 SH DEFINED 01 SOLE
PERRIGO CO COM 714290103 735 000000052781 SH DEFINED 01 SOLE
PETRO-CDA COM 71644E102 267 000000004100 SH DEFINED 01 SOLE
1Page 20 05-08-15 16:08:07
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V101 109,137 000002370500 SH DEFINED 01 SOLE
PETROLEUM GEO SVCS ASA NEW SPONSORED 716599105 2,055 000000086850 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 1,914 000000063067 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 192,531 000006980842 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 275 000000010000 SH DEFINED 04 SOLE
PHARMACEUTICAL HLDRS TR DEPOSITRY 71712A206 5,308 000000072400 SH DEFINED 01 SOLE
PHARMACEUTICAL PROD DEV INC COM 717124101 436 000000009320 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 8,882 000000096030 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 822 000000057972 SH DEFINED 01 SOLE
PINNACLE SYS INC COM 723481107 236 000000043000 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 4,328 000000097374 SH DEFINED 01 SOLE
PIONEER NAT RES CO COM 723787107 3,134 000000074486 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 9,941 000000228281 SH DEFINED 01 SOLE
PIXAR COM 725811103 1,557 000000031118 SH DEFINED 01 SOLE
PLAINS EXPL& PRODTN CO COM 726505100 1,187 000000033428 SH DEFINED 01 SOLE
PLANTRONICS INC NEW COM 727493108 894 000000024599 SH DEFINED 01 SOLE
PLEXUS CORP COM 729132100 467 000000032818 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 6,385 000000175898 SH DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 1,479 000000028503 SH DEFINED 01 SOLE
POLARIS INDS INC COM 731068102 415 000000007700 SH DEFINED 01 SOLE
POLO RALPH LAUREN CORP CL A 731572103 435 000000010100 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 1,114 000000074737 SH DEFINED 01 SOLE
POTLATCH CORP COM 737628107 729 000000013940 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 561 000000054941 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 14,444 000000309974 SH DEFINED 01 SOLE
PRECISION CASTPARTS CORP COM 740189105 2,117 000000027188 SH DEFINED 01 SOLE
PRECISION DRILLING CORP COM 74022D100 260 000000006600 SH DEFINED 01 SOLE
PREMCOR INC COM 74045Q104 4,079 000000055000 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 7,395 000000118144 SH DEFINED 01 SOLE
PRIDE INTL INC DEL COM 74153Q102 1,562 000000060795 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 11,916 000000284401 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 125,486 000002378882 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 11,684 000000258285 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 18,701 000000189268 SH DEFINED 01 SOLE
PROLOGIS SH BEN INT 743410102 7,181 000000178479 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 1,257 000000029775 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 979 000000048462 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 11,945 000000677578 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC COM 744320102 33,066 000000503607 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 14,528 000000238879 SH DEFINED 01 SOLE
PUGET ENERGY INC NEW COM 745310102 1,258 000000053846 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 9,507 000000112853 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 6,339 000000205353 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 59,288 000001796089 SH DEFINED 01 SOLE
QUANTA SVCS INC COM 74762E102 540 000000061454 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 9,247 000000173605 SH DEFINED 01 SOLE
1Page 21 05-08-15 16:08:07
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0QUESTAR CORP COM 748356102 2,225 000000033766 SH DEFINED 01 SOLE
QUIKSILVER INC COM 74838C106 343 000000021500 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 5,944 000001602262 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 63 000000017200 SH DEFINED 06 SOLE
RPM INTL INC COM 749685103 1,128 000000061804 SH DEFINED 01 SOLE
RSA SEC INC COM 749719100 469 000000040856 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 618 000000114329 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 2,490 000000052749 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 12,925 000001015335 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 4,227 000000182439 SH DEFINED 01 SOLE
RAINMAKER SYSTEMS COM 750875106 59 000000100000 SH DEFINED 01 SOLE
RAMBUS INC DEL COM 750917106 309 000000023158 SH DEFINED 01 SOLE
RAMBUS INC DEL COM 750917106 3,077 000000230000 SH DEFINED 04 SOLE
RAYMOND JAMES FINANCIAL INC COM 754730109 936 000000033141 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 1,155 000000021793 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 17,047 000000435763 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC COM 755267101 1,048 000000063525 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 2,520 000000060248 SH DEFINED 01 SOLE
REGENCY CTRS CORP COM 758849103 1,526 000000026682 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 1,454 000000037224 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 113,378 000000845100 SH DEFINED 01 SOLE
REGIONS FINANCIAL CORP NEW COM 7591EP100 15,015 000000443196 SH DEFINED 01 SOLE
REINSURANCE GROUP AMER INC COM 759351109 251 000000005400 SH DEFINED 01 SOLE
RELIANCE STEEL & ALUMINUM CO COM 759509102 222 000000006000 SH DEFINED 01 SOLE
RENAL CARE GROUP INC COM 759930100 2,248 000000048773 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 1,083 000000046506 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 2,218 000000061618 SH DEFINED 01 SOLE
RESEARCH IN MOTION LTD COM 760975102 1,438 000000019492 SH DEFINED 01 SOLE
RESMED INC COM 761152107 230 000000003500 SH DEFINED 01 SOLE
RETAIL HOLDRS TR DEP RCPT 76127U101 88,051 000000919600 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 747 000000027665 SH DEFINED 01 SOLE
REYNOLDS AMERICAN INC COM 761713106 9,127 000000115826 SH DEFINED 01 SOLE
RITE AID CORP COM 767754104 340 000000081500 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 4,185 000000167620 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 9,207 000000189019 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 8,550 000000179341 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 9,152 000000197501 SH DEFINED 01 SOLE
ROLLINS INC COM 775711104 543 000000027123 SH DEFINED 01 SOLE
ROPER INDS INC NEW COM 776696106 264 000000003700 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 1,794 000000062074 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 3,329 000000112051 SH DEFINED 01 SOLE
RUBY TUESDAY INC COM 781182100 843 000000032564 SH DEFINED 01 SOLE
RUDDICK CORP COM 781258108 598 000000023438 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 3,173 000000086704 SH DEFINED 01 SOLE
RYERSON TULL INC NEW COM 78375P107 306 000000021500 SH DEFINED 01 SOLE
RYLAND GROUP INC COM 783764103 1,494 000000019699 SH DEFINED 01 SOLE
1Page 22 05-08-15 16:08:07
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SBC COMMUNICATIONS INC COM 78387G103 74,501 000003136920 SH DEFINED 01 SOLE
SEI INVESTMENTS CO COM 784117103 1,346 000000036064 SH DEFINED 01 SOLE
SLM CORP COM 78442P106 20,459 000000402738 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 115,177 000000966417 SH DEFINED 01 SOLE
SPX CORP COM 784635104 1,521 000000033083 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 2,929 000000146859 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 6,613 000000121697 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 9,685 000000428768 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 15,089 000000346002 SH DEFINED 01 SOLE
ST PAUL TRAVELERS INC COM 792860108 26,130 000000661020 SH DEFINED 01 SOLE
SAKS INC COM 79377W108 3,117 000000164353 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 2,182 000000091967 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 3,217 000000588253 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 16,456 000000830692 SH DEFINED 01 SOLE
SATYAM COMPUTER SERVICES LTD ADR 804098101 747 000000028000 SH DEFINED 01 SOLE
SCANA CORP NEW COM 80589M102 2,110 000000049416 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 1,554 000000037430 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 26,928 000001412853 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 42,681 000000562044 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 722 000000018735 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 12,327 000001092900 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 6,077 000000182665 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 1,066 000000014980 SH DEFINED 01 SOLE
SCRIPPS E W CO OHIO CL A 811054204 839 000000017200 SH DEFINED 01 SOLE
SEABULK INTL INC COM 81169P101 1,381 000000065028 SH DEFINED 01 SOLE
SEABULK INTL INC COM 81169P101 1,270 000000059800 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 4,372 000000087821 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI MATERI 81369Y100 52,750 000001943660 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI HEALTH 81369Y209 12,279 000000395725 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI CONS S 81369Y308 17,822 000000783400 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI CONS D 81369Y407 6,991 000000213300 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-EN 81369Y506 128,072 000002881271 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-FI 81369Y605 218,749 000007422771 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-IN 81369Y704 20,340 000000692320 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-TE 81369Y803 21,512 000001079924 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-UT 81369Y886 81,809 000002592187 SH DEFINED 01 SOLE
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 6,885 000000204500 SH DEFINED 01 SOLE
SEMTECH CORP COM 816850101 662 000000039789 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 9,418 000000227999 SH DEFINED 01 SOLE
SENSIENT TECHNOLOGIES CORP COM 81725T100 543 000000026393 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 3,080 000000051337 SH DEFINED 01 SOLE
SEQUA CORPORATION CL A 817320104 377 000000005700 SH DEFINED 01 SOLE
SERENA SOFTWARE INC COM 817492101 224 000000011619 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 5,698 000000121006 SH DEFINED 01 SOLE
SHILOH INDS INC COM 824543102 688 000000056242 SH DEFINED 01 SOLE
SHOPKO STORES INC COM 824911101 1,531 000000063000 SH DEFINED 01 SOLE
1Page 23 05-08-15 16:08:07
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INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SIEBEL SYS INC COM 826170102 5,283 000000593636 SH DEFINED 01 SOLE
SIERRA HEALTH SVCS INC COM 826322109 214 000000003000 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 709 000000056984 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 5,602 000000099972 SH DEFINED 01 SOLE
SIGMATEL INC COM 82661W107 413 000000024075 SH DEFINED 01 SOLE
SILICON LABORATORIES INC COM 826919102 923 000000035219 SH DEFINED 01 SOLE
SILICON IMAGE INC COM 82705T102 117 000000011412 SH DEFINED 01 SOLE
SILICON VY BANCSHARES NOTE 827064AC0 7,796 000005500000 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 15,204 000000209750 SH DEFINED 01 SOLE
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,271 000000140000 SH DEFINED 01 SOLE
SIRIUS SATELLITE RADIO INC COM 82966U103 1,020 000000157441 SH DEFINED 01 SOLE
SKYWORKS SOLUTIONS INC COM 83088M102 79 000000010748 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 2,923 000000045892 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 1,337 000000049039 SH DEFINED 01 SOLE
SMUCKER J M CO COM NEW 832696405 1,867 000000039782 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 926 000000091104 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 1,993 000000058109 SH DEFINED 01 SOLE
SOHU COM INC COM 83408W103 254 000000011586 SH DEFINED 01 SOLE
SOLECTRON CORP NOTE 0.50 834182AT4 1,865 000000025000 PRN DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 3,576 000000943790 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 1,588 000000059949 SH DEFINED 01 SOLE
SOTHEBYS HLDGS INC CL A 835898107 417 000000030477 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 24,619 000000710112 SH DEFINED 01 SOLE
SOUTHERN PERU COPPER CORP COM 843611104 334 000000007800 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 10,537 000000756462 SH DEFINED 01 SOLE
SOUTHWESTERN ENERGY CO COM 845467109 220 000000004700 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 8,346 000000373604 SH DEFINED 01 SOLE
SPECTRASITE INC COM 84761M104 744 000000010000 SH DEFINED 01 SOLE
SPRINT CORP COM FON 852061100 35,448 000001412864 SH DEFINED 01 SOLE
SPRINT CORP COM FON 852061100 1,003 000000040000 SH DEFINED 01 SOLE
SPRINT CORP COM FON 852061100 10,021 000000398700 SH DEFINED 02 SOLE
STANCORP FINL GROUP INC COM 852891100 1,782 000000023279 SH DEFINED 01 SOLE
STANDARD PAC CORP NEW COM 85375C101 413 000000004700 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 3,464 000000076067 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 17,999 000000845451 SH DEFINED 01 SOLE
STARBUCKS CORP COM 855244109 25,048 000000484876 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 12,329 000000210515 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 15,640 000000324165 SH DEFINED 01 SOLE
STATION CASINOS INC COM 857689103 511 000000007700 SH DEFINED 01 SOLE
STEEL DYNAMICS INC COM 858119100 1,245 000000047464 SH DEFINED 01 SOLE
STERICYCLE INC COM 858912108 1,391 000000027645 SH DEFINED 01 SOLE
STERIS CORP COM 859152100 851 000000033058 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 164 000000010300 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 9,225 000000254217 SH DEFINED 01 SOLE
STRAYER ED INC COM 863236105 431 000000005000 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 18,423 000000387379 SH DEFINED 01 SOLE
1Page 24 05-08-15 16:08:07
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INFORMATION TABLE
QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0STUDENT LN CORP COM 863902102 285 000000001300 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 13,280 000003560383 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 20,706 000000588743 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 7,544 000000066366 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 24,604 000000340597 SH DEFINED 01 SOLE
SUPERIOR INDS INTL INC COM 868168105 237 000000010000 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 4,633 000000142082 SH DEFINED 01 SOLE
SWIFT TRANSN CO COM 870756103 807 000000034658 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 799 000000043546 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 16,597 000000763447 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 652 000000030000 SH DEFINED 04 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 2,614 000000264911 SH DEFINED 01 SOLE
SYMMETRICOM INC COM 871543104 127 000000012350 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 2,303 000000138181 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 8,855 000000308883 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 23,442 000000647768 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 1,467 000000056709 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 3,860 000000204163 SH DEFINED 01 SOLE
TJX COS INC NEW NOTE 872540AL3 2,062 000002500000 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 11,148 000000457835 SH DEFINED 01 SOLE
TXU CORP COM 873168108 18,950 000000228068 SH DEFINED 01 SOLE
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 597 000000023488 SH DEFINED 01 SOLE
TALBOTS INC COM 874161102 431 000000013300 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 45,872 000000843088 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 1,033 000000028233 SH DEFINED 01 SOLE
TECHNE CORP COM 878377100 867 000000018899 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 254 000000009178 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL A 878895200 398 000000014529 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 2,179 000000093643 SH DEFINED 01 SOLE
TELEFLEX INC COM 879369106 1,020 000000017195 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 2,124 000000052060 SH DEFINED 01 SOLE
TELEWEST GLOBAL INC COM 87956T107 4,091 000000179594 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 4,263 000000490112 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 4,464 000000120174 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 5,541 000000452705 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 2,414 000000201750 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,950 000000126874 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 44,645 000001590518 SH DEFINED 01 SOLE
TEXAS REGL BANCSHARES INC CL A VTG 882673106 639 000000020993 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 9,952 000000131210 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 4,307 000000160313 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 828 000000029327 SH DEFINED 01 SOLE
THOMAS INDS INC COM 884425109 5,994 000000150000 SH DEFINED 01 SOLE
THOR INDS INC COM 885160101 909 000000028946 SH DEFINED 01 SOLE
THORNBURG MTG INC COM 885218107 218 000000007500 SH DEFINED 01 SOLE
3COM CORP COM 885535104 689 000000189837 SH DEFINED 01 SOLE
1Page 25 05-08-15 16:08:07
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06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
03M CO COM 88579Y101 52,731 000000729337 SH DEFINED 01 SOLE
TIBCO SOFTWARE INC COM 88632Q103 315 000000048268 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 1,037 000000027228 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 4,589 000000140095 SH DEFINED 01 SOLE
TIMBERLAND CO CL A 887100105 1,227 000000031697 SH DEFINED 01 SOLE
TIME WARNER INC COM 887317105 74,928 000004484028 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 279 000000012100 SH DEFINED 01 SOLE
TITAN CORP COM 888266103 2,254 000000099129 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 2,703 000000026621 SH DEFINED 01 SOLE
TOOTSIE ROLL INDS INC COM 890516107 636 000000021749 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 5,222 000000100040 SH DEFINED 01 SOLE
TORO CO COM 891092108 1,220 000000031600 SH DEFINED 01 SOLE
TOTAL S A SPONSORED 89151E109 444 000000003800 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 13,893 000000524662 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS COM 893416107 1,614 000000065532 SH DEFINED 01 SOLE
TRANSATLANTIC HLDGS INC COM 893521104 279 000000005000 SH DEFINED 01 SOLE
TRAVELZOO INC COM 89421Q106 552 000000016828 SH DEFINED 01 SOLE
TREX INC COM 89531P105 213 000000008300 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 1,869 000000034208 SH DEFINED 01 SOLE
TRIARC COS INC CL B SER 1 895927309 451 000000030400 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 10,656 000000302909 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 1,966 000000061405 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 347 000000104404 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 665 000000028468 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 56,524 000001935785 SH DEFINED 01 SOLE
TYSON FOODS INC CL A 902494103 2,309 000000129757 SH DEFINED 01 SOLE
UCBH HOLDINGS INC COM 90262T308 229 000000014145 SH DEFINED 01 SOLE
UST INC COM 902911106 7,224 000000158217 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 51,573 000001766227 SH DEFINED 01 SOLE
USA MOBILITY INC COM 90341G103 839 000000028587 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 246 000000003800 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 16,835 000000259805 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 2,381 000000376280 SH DEFINED 01 SOLE
UNITED DOMINION REALTY TR IN COM 910197102 1,387 000000057702 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 74,987 000001084264 SH DEFINED 01 SOLE
UNITED RENTALS INC COM 911363109 786 000000038931 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW COM 912909108 3,919 000000114027 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW COM 912909108 2,146 000000062440 SH DEFINED 04 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 50,798 000000989264 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 62,962 000001207571 SH DEFINED 01 SOLE
UNITRIN INC COM 913275103 1,565 000000031888 SH DEFINED 01 SOLE
UNIVERSAL CORP VA COM 913456109 592 000000013532 SH DEFINED 01 SOLE
UNIVERSAL HLTH SVCS INC CL B 913903100 1,867 000000030040 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 7,651 000000277733 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 29,144 000000448031 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 5,244 000000286251 SH DEFINED 01 SOLE
1Page 26 05-08-15 16:08:07
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QUARTER ENDING
06/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0URBAN OUTFITTERS INC COM 917047102 1,550 000000027346 SH DEFINED 01 SOLE
UTSTARCOM INC COM 918076100 893 000000119324 SH DEFINED 01 SOLE
VCA ANTECH INC COM 918194101 1,140 000000047029 SH DEFINED 01 SOLE
V F CORP COM 918204108 6,134 000000107216 SH DEFINED 01 SOLE
VALASSIS COMMUNICATIONS INC COM 918866104 857 000000023152 SH DEFINED 01 SOLE
VALEANT PHARMACEUTICALS INTL COM 91911X104 914 000000051886 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 19,292 000000243866 SH DEFINED 01 SOLE
VALSPAR CORP COM 920355104 1,146 000000023749 SH DEFINED 01 SOLE
VARIAN MED SYS INC COM 92220P105 2,048 000000054882 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 703 000000018617 SH DEFINED 01 SOLE
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 515 000000013922 SH DEFINED 01 SOLE
VECTREN CORP COM 92240G101 981 000000034149 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 3,767 000000130994 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 1,398 000000048629 SH DEFINED 04 SOLE
VERIZON COMMUNICATIONS COM 92343V104 94,239 000002727633 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 12,442 000000509926 SH DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 763 000000045319 SH DEFINED 01 SOLE
VIAD CORP COM NEW 92552R406 892 000000031500 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 3,834 000000119000 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 52,910 000001652407 SH DEFINED 01 SOLE
VIACELL INC COM 92554J105 687,873 000001692184 SH DEFINED 02 SOLE
VICURON PHARMACEUTICALS INC COM 926471103 2,790 000000100000 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 1,012 000000085274 SH DEFINED 01 SOLE
VISTEON CORP COM 92839U107 887 000000147247 SH DEFINED 01 SOLE
VORNADO RLTY TR SH BEN INT 929042109 353 000000004400 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 6,478 000000099691 SH DEFINED 01 SOLE
WGL HLDGS INC COM 92924F106 779 000000023186 SH DEFINED 01 SOLE
WPS RESOURCES CORP COM 92931B106 958 000000017038 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW COM 929903102 75,191 000001515950 SH DEFINED 01 SOLE
WADDELL & REED FINL INC CL A 930059100 926 000000050106 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 152,602 000003166024 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 45,061 000000979810 SH DEFINED 01 SOLE
WALTER INDS INC COM 93317Q105 502 000000012500 SH DEFINED 01 SOLE
WASHINGTON FED INC COM 938824109 955 000000040632 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 34,377 000000844866 SH DEFINED 01 SOLE
WASHINGTON POST CO CL B 939640108 2,288 000000002741 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 16,221 000000572386 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 4,574 000000123066 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 3,746 000000126749 SH DEFINED 01 SOLE
WEATHERFORD INTL INC DBCV 947074AB6 38,025 000060000000 SH DEFINED 01 SOLE
WEBSENSE INC COM 947684106 438 000000009116 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 1,586 000000033979 SH DEFINED 01 SOLE
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,398 000000035657 SH DEFINED 01 SOLE
WELLPOINT INC COM 94973V107 41,230 000000592057 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 99,378 000001613806 SH DEFINED 01 SOLE
WENDYS INTL INC COM 950590109 5,781 000000121323 SH DEFINED 01 SOLE
1Page 27 05-08-15 16:08:07
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INFORMATION TABLE
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WERNER ENTERPRISES INC COM 950755108 693 000000035326 SH DEFINED 01 SOLE
WESTAR ENERGY INC COM 95709T100 980 000000040816 SH DEFINED 01 SOLE
WESTAMERICA BANCORPORATION COM 957090103 812 000000015388 SH DEFINED 01 SOLE
WESTERN DIGITAL CORP COM 958102105 1,736 000000129364 SH DEFINED 01 SOLE
WESTERN GAS RES INC COM 958259103 1,026 000000029415 SH DEFINED 01 SOLE
WESTERN WIRELESS CORP CL A 95988E204 25,536 000000603700 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 831 000000040680 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 15,340 000000241006 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 5,061 000000072195 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC COM 966837106 2,885 000000024406 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 10,492 000000552249 SH DEFINED 01 SOLE
WILLIAMS SONOMA INC COM 969904101 1,938 000000048987 SH DEFINED 01 SOLE
WILMINGTON TRUST CORP COM 971807102 1,214 000000033726 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC COM 973149107 642 000000040951 SH DEFINED 01 SOLE
WIPRO LTD SPON ADR 1 97651M109 414 000000020000 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 1,859 000000047669 SH DEFINED 01 SOLE
WORLD HEART CORP COM NEW 980905202 128 000000100341 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 900 000000057008 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 12,959 000000188255 SH DEFINED 01 SOLE
WYETH DBCV 983024AD2 10,241 000000100000 PRN DEFINED 01 SOLE
WYETH COM 983024100 57,245 000001286406 SH DEFINED 01 SOLE
WYNN RESORTS LTD COM 983134107 3,534 000000074779 SH DEFINED 01 SOLE
XM SATELLITE RADIO HLDGS INC CL A 983759101 741 000000022021 SH DEFINED 01 SOLE
XTO ENERGY INC COM 98385X106 11,664 000000343175 SH DEFINED 01 SOLE
XCEL ENERGY INC COM 98389B100 7,487 000000383557 SH DEFINED 01 SOLE
XILINX INC COM 983919101 12,114 000000475072 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 12,918 000000936812 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 47,266 000001364105 SH DEFINED 01 SOLE
YELLOW ROADWAY CORP COM 985577105 2,791 000000054953 SH DEFINED 01 SOLE
YORK INTL CORP NEW COM 986670107 1,067 000000028087 SH DEFINED 01 SOLE
YUM BRANDS INC COM 988498101 15,236 000000292551 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 646 000000020400 SH DEFINED 01 SOLE
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,414 000000032293 SH DEFINED 01 SOLE
ZIMMER HLDGS INC COM 98956P102 18,939 000000248654 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 6,352 000000086392 SH DEFINED 01 SOLE
-LIST OF OTHER INCLUDED MANAGERS
NHI
01 NSI
02 LONDON
04 BERMUDA
06 GANT
FORM 13F INFORMATION TABLE ENTRY TOTAL: 1231
FORM 13F INFORMATION TABLE VALUE TOTAL: 15,092,631,893