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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended September 30, 2002
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
Nomura Securities Co., Ltd.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-04979
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY November 14, 2002
------------------------------------------
(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: ____________
Form 13F Information Table Entry Total: ____________
Form 13F Information Table Value Total: $____________
(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:
------------- ---------------------
1. 28-05739 Global Funds Management, S.A.
------------- ---------------------
2. 28-04989 Nomura Asset Capital Corporation
------------- ---------------------
3. 28-04985 Nomura International plc
------------- ---------------------
4. 28-04985 Nomura Securities (Bermuda)
------------- ---------------------
6. 28-04983 Nomura Securities International, Inc.
------------- ---------------------
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DAIMLERCHRYSLER AG ORD D1668R123 137 000000004100 SH DEFINED 01 SOLE
ACE LTD ORD G0070K103 3,697 000000124877 SH DEFINED 01 SOLE
APEX SILVER MINES LTD ORD G04074103 12 000000000900 SH DEFINED 01 SOLE
ACCENTURE LTD BERMUDA CL A G1150G111 277 000000019400 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 1,810 000000059668 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 197 000000003600 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 189 000000003400 SH DEFINED 06 SOLE
FRESH DEL MONTE PRODUCE INC ORD G36738105 102 000000004000 SH DEFINED 01 SOLE
GLOBALSANTAFE CORP SHS G3930E101 290 000000013000 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 3,082 000000089502 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD SHS G6359F103 2,088 000000063780 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 2,745 000000088567 SH DEFINED 01 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 28 000000003100 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 3,624 000000174261 SH DEFINED 01 SOLE
WEATHERFORD INTERNATIONAL LT COM G95089101 167 000000004500 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 4,421 000000060159 SH DEFINED 01 SOLE
UBS AG NAMEN AKT H8920M855 131 000000003200 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,503 000000109414 SH DEFINED 01 SOLE
ORBOTECH LTD ORD M75253100 49 000000003400 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 856 000000122904 SH DEFINED 01 SOLE
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 45 000000001600 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 655 000000569689 SH DEFINED 01 SOLE
ABN AMRO HLDG NV SPONSORED 000937102 20 000000001800 SH DEFINED 01 SOLE
ABM INDS INC COM 000957100 12 000000000900 SH DEFINED 01 SOLE
AFC ENTERPRISES INC COM 00104Q107 84 000000004200 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 184 000000006000 SH SOLE SOLE
AFLAC INC COM 001055102 7,104 000000231504 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 191 000000006300 SH DEFINED 06 SOLE
AGCO CORP COM 001084102 171 000000007600 SH DEFINED 06 SOLE
AES CORP COM 00130H105 1,047 000000417459 SH DEFINED 01 SOLE
AK STL HLDG CORP COM 001547108 71 000000009000 SH DEFINED 01 SOLE
AMB PROPERTY CORP COM 00163T109 20 000000000700 SH DEFINED 01 SOLE
AMR CORP COM 001765106 286 000000068501 SH DEFINED 01 SOLE
AOL TIME WARNER INC COM 00184A105 23,820 000002035937 SH DEFINED 01 SOLE
ATI TECHNOLOGIES INC COM 001941103 13 000000002800 SH DEFINED 01 SOLE
AT&T CORP COM 001957109 27,620 000002299758 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 5,775 000001401853 SH DEFINED 01 SOLE
AVX CORP NEW COM 002444107 61 000000007100 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 27,870 000000689876 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 10,706 000000265000 SH DEFINED 04 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 316 000000016100 SH DEFINED 01 SOLE
ABGENIX INC COM 00339B107 118 000000018215 SH DEFINED 01 SOLE
ACCREDO HEALTH INC COM 00437V104 324 000000006800 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 454 000000019000 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 155 000000006200 SH DEFINED 06 SOLE
ACXIOM CORP COM 005125109 255 000000018000 SH DEFINED 01 SOLE
1Page 2 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ADOBE SYS INC COM 00724F101 3,010 000000157601 SH DEFINED 01 SOLE
ADTRAN INC COM 00738A106 43 000000002800 SH DEFINED 01 SOLE
ADVANCED AUTO PARTS INC COM 00751Y106 136 000000002500 SH DEFINED 01 SOLE
ADVANCED FIBRE COMMUNICATION COM 00754A105 218 000000016500 SH DEFINED 01 SOLE
ADVO INC COM 007585102 19 000000000600 SH DEFINED 01 SOLE
ADVANCEPCS COM 00790K109 96 000000004300 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 887 000000166165 SH DEFINED 01 SOLE
ADVANTA CORP CL A 007942105 6 000000000600 SH DEFINED 01 SOLE
ADVANTA CORP CL B 007942204 72 000000007000 SH DEFINED 01 SOLE
ADVENT SOFTWARE INC COM 007974108 90 000000007900 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 2,531 000000070687 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 153 000000003600 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 681 000000688528 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 980 000000990000 SH DEFINED 04 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 2,708 000000207405 SH DEFINED 01 SOLE
AGNICO EAGLE MINES LTD COM 008474108 200 000000012500 SH DEFINED 01 SOLE
AIR CDA INC CL A NON V 008911307 291 000000161900 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 4,231 000000100735 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 1,932 000000046000 SH DEFINED 04 SOLE
AIRBORNE INC COM 009269101 62 000000005500 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 153 000000011700 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC COM 011659109 49 000000002800 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 2 000000000100 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL B CONV 013068101 1,404 000000028655 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL A 013068200 8,404 000000182300 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 4,371 000000180947 SH DEFINED 01 SOLE
ALCAN INC COM 013716105 46 000000001900 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 7,345 000000380585 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 46 000000002100 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 1,252 000000095602 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 246 000000035607 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 3,491 000000064181 SH DEFINED 01 SOLE
ALLETE INC COM 018522102 17 000000000800 SH DEFINED 01 SOLE
ALLIANCE CAP MGMT HLDG L P UNIT LTD P 01855A101 141 000000005100 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP COM 018802108 40 000000002100 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 642 000000087362 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 172 000000014400 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 11,383 000000320201 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 5,511 000000137342 SH DEFINED 01 SOLE
ALPHARMA INC NOTE 3.00 020813AD3 2,075 000000025000 PRN DEFINED 01 SOLE
ALTERA CORP COM 021441100 2,483 000000286447 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 1,209 000000075941 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 142 000000008400 SH DEFINED 06 SOLE
AMBAC FINL GROUP INC COM 023139108 3,387 000000062858 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 2,756 000000040606 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 2,665 000000064008 SH DEFINED 01 SOLE
1Page 3 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AMERICAN AXLE & MFG HLDGS IN COM 024061103 32 000000001300 SH DEFINED 01 SOLE
AMERICAN CAPITAL STRATEGIES COM 024937104 194 000000010300 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 489 000000040600 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 4,265 000000149625 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 18,453 000000591837 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 2,968 000000095214 SH DEFINED 04 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 39 000000001700 SH DEFINED 01 SOLE
AMERICAN FINL HLDGS INC COM 026075101 325 000000010700 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 467 000000029046 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 21 000000000400 SH SOLE SOLE
AMERICAN INTL GROUP INC COM 026874107 63,361 000001158352 SH DEFINED 01 SOLE
AMERICAN ITALIAN PASTA CO CL A 027070101 185 000000005200 SH DEFINED 01 SOLE
AMERICAN MGMT SYS INC COM 027352103 8 000000000700 SH DEFINED 01 SOLE
AMERICAN MED SYS HLDGS INC COM 02744M108 64 000000003100 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 898 000000093968 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 2,126 000000033426 SH DEFINED 01 SOLE
AMERICAN WTR WKS INC COM 030411102 10,048 000000225000 SH DEFINED 01 SOLE
AMERUS GROUP CO COM 03072M108 36 000000001300 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 3,339 000000046764 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 29 000000001000 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 28,998 000000695409 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 137 000000004400 SH DEFINED 06 SOLE
AMSOUTH BANCORPORATION COM 032165102 3,284 000000158371 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 148 000000007200 SH DEFINED 06 SOLE
AMYLIN PHARMACEUTICALS INC COM 032346108 229 000000013800 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 5,293 000000118841 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 3,925 000000199288 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 283 000000043310 SH DEFINED 01 SOLE
ANDRX GROUP COM 034553107 339 000000015326 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 19,428 000000383956 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 118 000000002300 SH DEFINED 06 SOLE
ANIXTER INTL INC COM 035290105 24 000000001200 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 218 000000009500 SH DEFINED 01 SOLE
ANSYS INC COM 03662Q105 49 000000002900 SH DEFINED 01 SOLE
ANTHEM INC COM 03674B104 4,046 000000062256 SH DEFINED 01 SOLE
AON CORP COM 037389103 2,467 000000120445 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 4,904 000000082499 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 270 000000004600 SH DEFINED 06 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 221 000000005700 SH DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC COM 03760A101 126 000000006800 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 5,262 000000121174 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 148 000000003400 SH DEFINED 06 SOLE
APPLE COMPUTER INC COM 037833100 27 000000001900 SH SOLE SOLE
APPLE COMPUTER INC COM 037833100 4,314 000000297564 SH DEFINED 01 SOLE
APPLEBEES INTL INC COM 037899101 96 000000004400 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 1,791 000000097884 SH DEFINED 01 SOLE
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0APPLERA CORP COM AP BIO 038020103 73 000000004200 SH DEFINED 06 SOLE
APPLIED INDL TECHNOLOGIES IN COM 03820C105 10 000000000600 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 599 000000209525 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 10,598 000000917601 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 108 000000009200 SH DEFINED 06 SOLE
APTARGROUP INC COM 038336103 24 000000000900 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 3,599 000000287710 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 115 000000009200 SH DEFINED 06 SOLE
ARDEN RLTY INC COM 039793104 66 000000002800 SH DEFINED 01 SOLE
ARIBA INC COM 04033V104 11 000000008300 SH DEFINED 01 SOLE
ARMOR HOLDINGS INC COM 042260109 11 000000000800 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 32 000000002600 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 162 000000008300 SH DEFINED 06 SOLE
ASHLAND INC COM 044204105 858 000000032055 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 76 000000002800 SH DEFINED 06 SOLE
ASSOCIATED BANC CORP COM 045487105 12 000000000400 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 556 000000022800 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 81 000000076729 SH DEFINED 01 SOLE
ATWOOD OCEANICS INC COM 050095108 38 000000001300 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 1,083 000000085552 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 9,546 000000274548 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 343 000000029800 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 3,869 000000049066 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 447 000000005600 SH DEFINED 06 SOLE
AVALONBAY CMNTYS INC COM 053484101 12 000000000300 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 228 000000159827 SH DEFINED 01 SOLE
AVENTIS SPONSORED 053561106 183 000000003500 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 2,837 000000049803 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 82 000000001400 SH DEFINED 06 SOLE
AVISTA CORP COM 05379B107 24 000000002200 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 166 000000012430 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 4,824 000000104645 SH DEFINED 01 SOLE
AZTAR CORP COM 054802103 47 000000003600 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 7,481 000000213512 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 103 000000006200 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 747 000000039300 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 2,551 000000098121 SH DEFINED 01 SOLE
BP PLC SPONSORED 055622104 387 000000009700 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 1,518 000000116169 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 149 000000011200 SH DEFINED 06 SOLE
BAKER HUGHES INC COM 057224107 4,325 000000149001 SH DEFINED 01 SOLE
BALL CORP COM 058498106 1,363 000000027060 SH DEFINED 01 SOLE
BANCORPSOUTH INC COM 059692103 17 000000000900 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 1,698 000000062900 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 35 000000000550 SH SOLE SOLE
BANK OF AMERICA CORPORATION COM 060505104 42,334 000000663546 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BANK OF AMERICA CORPORATION COM 060505104 262 000000004100 SH DEFINED 06 SOLE
BANK HAWAII CORP COM 062540109 100 000000003600 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 12,381 000000430822 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 19,658 000000525622 SH DEFINED 01 SOLE
BANK UTD CORP LITIGATN CONT RIGHT 99/9 065416117 14 000000248800 SH DEFINED 01 SOLE
BANKNORTH GROUP INC NEW COM 06646R107 736 000000031000 SH DEFINED 01 SOLE
BANKNORTH GROUP INC NEW COM 06646R107 138 000000005900 SH DEFINED 06 SOLE
BARD C R INC COM 067383109 1,243 000000022767 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 141 000000006700 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 228 000000014700 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 896 000000014400 SH DEFINED 01 SOLE
BARRA INC COM 068313105 177 000000006500 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 789 000000023806 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 9,593 000000314013 SH DEFINED 01 SOLE
BAY VIEW CAP CORP DEL COM 07262L101 567 000000100000 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 427 000000082473 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 2,671 000000047375 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 361 000000006400 SH DEFINED 06 SOLE
BEBE STORES INC COM 075571109 24 000000002100 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 89 000000002300 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 3,406 000000119962 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 7,094 000000217812 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 16,131 000000878625 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 15,606 000000850000 SH DEFINED 04 SOLE
BELO CORP COM SER A 080555105 277 000000012700 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 1,219 000000024680 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 27 000000000800 SH DEFINED 01 SOLE
BEST BUY INC SDCV 2.25 086516AF8 1,560 000000020000 PRN DEFINED 01 SOLE
BEST BUY INC COM 086516101 3,166 000000141917 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,063 000000067211 SH DEFINED 01 SOLE
BIO RAD LABS INC CL A 090572207 45 000000001200 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 3,821 000000130559 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 5,164 000000193951 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 36,067 000000463000 SH DEFINED 01 SOLE
BIOVAIL CORP COM 09067J109 133 000000005400 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 1,491 000000035565 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 335 000000007800 SH DEFINED 06 SOLE
BLACKROCK INC CL A 09247X101 37 000000000900 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 3,851 000000091689 SH DEFINED 01 SOLE
BLOCKBUSTER INC CL A 093679108 168 000000006900 SH DEFINED 06 SOLE
BOB EVANS FARMS INC COM 096761101 206 000000008699 SH DEFINED 01 SOLE
BOEING CO COM 097023105 5 000000000150 SH SOLE SOLE
BOEING CO COM 097023105 12,710 000000372407 SH DEFINED 01 SOLE
BOEING CO COM 097023105 111 000000003200 SH DEFINED 06 SOLE
BOISE CASCADE CORP COM 097383103 586 000000025734 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 312 000000019800 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BORG WARNER INC COM 099724106 580 000000011700 SH DEFINED 01 SOLE
BORLAND SOFTWARE CORP COM 099849101 151 000000019500 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC COM 101121101 59 000000001600 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 5,714 000000181077 SH DEFINED 01 SOLE
BOYD GAMING CORP COM 103304101 11 000000000600 SH DEFINED 01 SOLE
BRIGGS & STRATTON CORP COM 109043109 97 000000002600 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 507 000000019600 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 20,357 000000855378 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 480,500 000020000000 SH DEFINED 02 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 63,154 000002653530 SH DEFINED 04 SOLE
BROADBAND HOLDRS TR DEPOSITRY 11130P104 1,532 000000250000 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 1,722 000000161246 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS I COM 111621108 426 000000056658 SH DEFINED 01 SOLE
BROWN & BROWN INC COM 115236101 72 000000002400 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 4,750 000000069700 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 2,235 000000033398 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 843 000000040093 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 66 000000003100 SH DEFINED 06 SOLE
BURLINGTON COAT FACTORY COM 121579106 14 000000000800 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 4,557 000000190537 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 190 000000007600 SH DEFINED 06 SOLE
BURLINGTON RES INC COM 122014103 3,440 000000089691 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 19 000000000500 SH DEFINED 06 SOLE
CBRL GROUP INC COM 12489V106 889 000000039000 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 139 000000006000 SH DEFINED 06 SOLE
CDW COMPUTER CTRS INC COM 125129106 931 000000021985 SH DEFINED 01 SOLE
CEC ENTMT INC COM 125137109 40 000000001200 SH DEFINED 01 SOLE
CH ENERGY GROUP INC COM 12541M102 14 000000000300 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 53 000000001964 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 5,007 000000070778 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 244 000000003400 SH DEFINED 06 SOLE
CMS ENERGY CORP COM 125896100 512 000000063532 SH DEFINED 01 SOLE
CNF INC COM 12612W104 15 000000000500 SH DEFINED 01 SOLE
CNF INC COM 12612W104 125 000000003900 SH DEFINED 06 SOLE
CSG SYS INTL INC COM 126349109 485 000000044573 SH DEFINED 01 SOLE
CSX CORP COM 126408103 2,851 000000108108 SH DEFINED 01 SOLE
CVS CORP COM 126650100 4,534 000000178866 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 81 000000003900 SH DEFINED 01 SOLE
CACI INTL INC CL A 127190304 7 000000000200 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 274 000000027000 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 49 000000004800 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 31 000000003028 SH DEFINED 02 SOLE
CALPINE CORP COM 131347106 410 000000166345 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 4,328 000000196043 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 146 000000006600 SH DEFINED 06 SOLE
CANADIAN NATL RY CO COM 136375102 504 000000013500 SH DEFINED 01 SOLE
1Page 7 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CAPITAL ONE FINL CORP COM 14040H105 3,416 000000097839 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 100 000000002900 SH DEFINED 06 SOLE
CARBO CERAMICS INC COM 140781105 10 000000000300 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 12,406 000000199458 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 163 000000003400 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 35 000000002100 SH DEFINED 01 SOLE
CARLISLE COS INC COM 142339100 172 000000004700 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 7,069 000000281666 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 87 000000003400 SH DEFINED 06 SOLE
CATALINA MARKETING CORP COM 148867104 103 000000003700 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 6,110 000000164173 SH DEFINED 01 SOLE
CELESTICA INC SUB VTG SH 15101Q108 193 000000014800 SH DEFINED 01 SOLE
CEMEX S A SPON ADR 5 151290889 41 000000002000 SH DEFINED 01 SOLE
CENDANT CORP DBCV 151313AH6 23,611 000000245000 PRN DEFINED 01 SOLE
CENDANT CORP COM 151313103 5,069 000000471134 SH DEFINED 01 SOLE
CENTENNIAL BANCORP COM 15133T104 1,927 000000222100 SH DEFINED 01 SOLE
CENTENE CORP DEL COM 15135B101 26 000000001000 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 1,507 000000034000 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 80 000000001800 SH DEFINED 06 SOLE
CENTRA SOFTWARE INC COM 15234X103 20 000000016300 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 1,405 000000062651 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 609 000000014936 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 110 000000002800 SH DEFINED 06 SOLE
CERIDIAN CORP NEW COM 156779100 86 000000006100 SH DEFINED 01 SOLE
CERNER CORP COM 156782104 21 000000000600 SH DEFINED 01 SOLE
CHARLES RIV LABS INTL INC COM 159864107 15 000000000400 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 3,483 000000117205 SH DEFINED 01 SOLE
CHARTER COMMUNICATIONS INC D CL A 16117M107 124 000000067110 SH DEFINED 01 SOLE
CHEESECAKE FACTORY INC COM 163072101 175 000000005900 SH DEFINED 01 SOLE
CHEMFIRST INC COM 16361A106 1,438 000000050000 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 33,007 000000476647 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 19 000000001200 SH DEFINED 01 SOLE
CHILDRENS PL RETAIL STORES I COM 168905107 47 000000004726 SH DEFINED 01 SOLE
CHIQUITA BRANDS INTL INC COM 170032809 26 000000001700 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 5,316 000000152153 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 77 000000002200 SH DEFINED 06 SOLE
CHOICEPOINT INC COM 170388102 231 000000006500 SH DEFINED 01 SOLE
CHRISTOPHER & BANKS CORP COM 171046105 170 000000006800 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 4,340 000000079159 SH DEFINED 01 SOLE
CHURCH & DWIGHT INC COM 171340102 13 000000000400 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 899 000000302962 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 3,032 000000085223 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 2,327 000000074038 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 1,889 000000124716 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CARMAX GRO 172737306 524 000000032700 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 40,196 000003835535 SH DEFINED 01 SOLE
1Page 8 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CISCO SYS INC COM 17275R102 181 000000016200 SH DEFINED 06 SOLE
CINTAS CORP COM 172908105 5,084 000000121292 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 71,549 000002413151 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 844 000000124623 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 1,209 000000200550 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 841 000000018000 SH DEFINED 01 SOLE
CLAIRES STORES INC COM 179584107 39 000000001800 SH DEFINED 01 SOLE
CLARCOR INC COM 179895107 24 000000000800 SH DEFINED 01 SOLE
CLAYTON HOMES INC COM 184190106 355 000000032400 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS NOTE 2.62 184502AB8 13,098 000000134000 PRN DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 9,398 000000270450 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 4,283 000000106620 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 642 000000016000 SH DEFINED 04 SOLE
CLOROX CO DEL COM 189054109 192 000000004700 SH DEFINED 06 SOLE
COACH INC COM 189754104 225 000000008800 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 52,874 000001102464 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 52 000000001093 SH DEFINED 02 SOLE
COCA COLA CO COM 191216100 17,553 000000366000 SH DEFINED 04 SOLE
COCA COLA ENTERPRISES INC COM 191219104 4,528 000000213183 SH DEFINED 01 SOLE
COGNOS INC COM 19244C109 16 000000001000 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 13,055 000000242000 SH DEFINED 01 SOLE
COLUMBIA SPORTSWEAR CO COM 198516106 83 000000002400 SH DEFINED 01 SOLE
COMCAST CORP DBCV 200300BH3 51,025 000065000000 SH DEFINED 01 SOLE
COMCAST CORP CL A 200300101 21,108 000000989600 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 11,164 000000535234 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 4,547 000000094301 SH DEFINED 01 SOLE
COMMERCE BANCSHARES INC COM 200525103 250 000000006400 SH DEFINED 01 SOLE
COMMERCE GROUP INC MASS COM 200641108 16 000000000500 SH DEFINED 01 SOLE
COMMERCIAL FEDERAL CORPORATI COM 201647104 28 000000001300 SH DEFINED 01 SOLE
COMMONWEALTH TEL ENTERPRISES COM 203349105 10 000000000300 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 143 000000005400 SH DEFINED 01 SOLE
COMMUNITY FIRST BANKSHARES I COM 203902101 94 000000003400 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 442 000000015003 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 2,448 000000255104 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 74 000000007700 SH DEFINED 06 SOLE
COMPUTER SCIENCES CORP COM 205363104 2,767 000000099572 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 88 000000003400 SH DEFINED 06 SOLE
COMPUWARE CORP COM 205638109 661 000000216821 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 1,495 000000213916 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 6,825 000000274685 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 40 000000001600 SH DEFINED 06 SOLE
CONCORD EFS INC COM 206197105 5,612 000000353445 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 70 000000063934 SH DEFINED 01 SOLE
CONOCOPHILLIPS COM 20825C104 14,476 000000313080 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 3,785 000000094122 SH DEFINED 01 SOLE
CONSTELLATION BRANDS INC CL A 21036P108 57 000000002500 SH DEFINED 01 SOLE
1Page 9 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CONSTELLATION ENERGY GROUP I COM 210371100 1,848 000000074580 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 1,589 000000105780 SH DEFINED 01 SOLE
COOPER CAMERON CORP COM 216640102 309 000000007400 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 706 000000043766 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 1,187 000000021085 SH DEFINED 01 SOLE
COPART INC COM 217204106 257 000000023700 SH DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 20 000000000700 SH DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 151 000000005400 SH DEFINED 06 SOLE
CORNING INC COM 219350105 672 000000420279 SH DEFINED 01 SOLE
CORPORATE EXECUTIVE BRD CO COM 21988R102 99 000000003500 SH DEFINED 01 SOLE
CORRECTIONS CORP AMER NEW PFD CV B 1 22025Y308 1 000000000085 SH DEFINED 01 SOLE
COST PLUS INC CALIF COM 221485105 21 000000000800 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 8,202 000000253393 SH DEFINED 01 SOLE
COTT CORP QUE COM 22163N106 10 000000000700 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 2,921 000000061957 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 184 000000003900 SH DEFINED 06 SOLE
COX COMMUNICATIONS INC NEW SDEB 0.42 224044AX5 1,660 000000040000 PRN DEFINED 01 SOLE
COX COMMUNICATIONS INC NEW CL A 224044107 528 000000021500 SH DEFINED 01 SOLE
CRANE CO COM 224399105 529 000000026818 SH DEFINED 01 SOLE
CRAWFORD & CO CL A 224633206 24 000000004700 SH DEFINED 01 SOLE
CRESCENT REAL ESTATE EQUITIE COM 225756105 12 000000000800 SH DEFINED 01 SOLE
CUBIC CORP COM 229669106 20 000000001200 SH DEFINED 01 SOLE
CULLEN FROST BANKERS INC COM 229899109 239 000000007000 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 579 000000024540 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 5,093 000000086700 SH DEFINED 01 SOLE
CYMER INC COM 232572107 29 000000001600 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 92 000000004200 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 304 000000028443 SH DEFINED 01 SOLE
DPL INC COM 233293109 78 000000004800 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 3,009 000000073955 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 88,726 000002200000 SH DEFINED 02 SOLE
DANA CORP COM 235811106 1,045 000000079915 SH DEFINED 01 SOLE
DANA CORP COM 235811106 69 000000005300 SH DEFINED 06 SOLE
DANAHER CORP DEL COM 235851102 3,813 000000067075 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 1,860 000000076746 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 314 000000012800 SH DEFINED 06 SOLE
DATUM INC COM 238208102 181 000000024900 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 4,957 000000109077 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 189 000000004200 SH DEFINED 06 SOLE
DELL COMPUTER CORP COM 247025109 32,160 000001367970 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 216 000000008900 SH DEFINED 06 SOLE
DELPHI CORP COM 247126105 2,112 000000247057 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 531 000000057230 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 1,243 000000027605 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 184 000000004600 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 3,950 000000081886 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DEVRY INC DEL COM 251893103 83 000000004500 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 198 000000009200 SH DEFINED 06 SOLE
DIAMOND OFFSHORE DRILLING IN COM 25271C102 420 000000021100 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 76,000 000001000000 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 1,213 000000060150 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 14,515 000000958747 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 72 000000004785 SH DEFINED 02 SOLE
DISNEY WALT CO COM DISNEY 254687106 201 000000013200 SH DEFINED 06 SOLE
DOLE FOOD INC COM 256605106 435 000000015000 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 2,384 000000177665 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 1,227 000000055710 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 6,808 000000134217 SH DEFINED 01 SOLE
DONALDSON INC COM 257651109 109 000000003200 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 1,510 000000064238 SH DEFINED 01 SOLE
DONNELLY CORP CL A 257870105 4,347 000000167800 SH DEFINED 01 SOLE
DOUBLECLICK INC COM 258609304 31 000000006200 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 2,271 000000089515 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 129 000000005100 SH DEFINED 06 SOLE
DOW CHEM CO COM 260543103 10,983 000000402162 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 453,750 000016500000 SH DEFINED 02 SOLE
DOW CHEM CO COM 260543103 53,664 000001965000 SH DEFINED 04 SOLE
DOW JONES & CO INC COM 260561105 1,925 000000050124 SH DEFINED 01 SOLE
DREYERS GRAND ICE CREAM INC COM 261878102 3,318 000000047500 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 15,821 000000438630 SH DEFINED 01 SOLE
DUANE READE INC COM 263578106 9 000000000600 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 7,192 000000367922 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL NE COM 26483E100 20 000000000600 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL NE COM 26483E100 177 000000005300 SH DEFINED 06 SOLE
DYNEGY INC NEW CL A 26816Q101 189 000000163088 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 4,446 000000973070 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 428 000000017100 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 184 000000007400 SH DEFINED 06 SOLE
ENI S P A SPONSORED 26874R108 185 000000002700 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 2,157 000000060000 SH DEFINED 01 SOLE
ESS TECHNOLOGY INC COM 269151106 1 000000000233 SH DEFINED 01 SOLE
E TRADE GROUP INC COM 269246104 52 000000011900 SH DEFINED 06 SOLE
EASTGROUP PPTY INC COM 277276101 9 000000000400 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 1,463 000000038336 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 4,803 000000176334 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 44 000000001604 SH DEFINED 02 SOLE
EASTMAN KODAK CO COM 277461109 278 000000010000 SH DEFINED 06 SOLE
EATON CORP COM 278058102 2,054 000000032232 SH DEFINED 01 SOLE
EBAY INC COM 278642103 9,294 000000175995 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,019 000000058922 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 2,579 000000061816 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 1,438 000000143875 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EDISON INTL COM 281020107 115 000000011700 SH DEFINED 06 SOLE
EDO CORP COM 281347104 53 000000002400 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 28 000000001100 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 178 000000007100 SH DEFINED 06 SOLE
EDWARDS AG INC COM 281760108 207 000000006500 SH DEFINED 01 SOLE
EFUNDS CORP COM 28224R101 681 000000072600 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 3,128 000000378262 SH DEFINED 01 SOLE
EL PASO ELEC CO COM NEW 283677854 13 000000001100 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 6,280 000000095214 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 149 000000002200 SH DEFINED 06 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 2,965 000000212101 SH DEFINED 01 SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 101 000000006800 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 8,394 000000191034 SH DEFINED 01 SOLE
EMULEX CORP COM NEW 292475209 106 000000009500 SH DEFINED 01 SOLE
ENBRIDGE INC COM 29250N105 11 000000000400 SH DEFINED 01 SOLE
ENERGEN CORP COM 29265N108 65 000000002600 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 1,603 000000067299 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 47 000000001000 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 4,115 000000098928 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 166 000000004100 SH DEFINED 06 SOLE
ENZON INC COM 293904108 134 000000007000 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 1,528 000000070294 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 226 000000010100 SH DEFINED 06 SOLE
EQUITABLE RES INC COM 294549100 110 000000003200 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 5,112 000000198021 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,951 000000123273 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR CL B S 294821400 70 000000197049 SH DEFINED 01 SOLE
ESTERLINE TECHNOLOGIES CORP COM 297425100 21 000000001300 SH DEFINED 01 SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 51 000000001600 SH DEFINED 01 SOLE
EXAR CORP COM 300645108 76 000000006624 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 6,949 000000146295 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 165 000000003500 SH DEFINED 06 SOLE
EXPRESS SCRIPTS INC COM 302182100 837 000000015358 SH DEFINED 01 SOLE
EXTENDED STAY AMER INC COM 30224P101 30 000000002400 SH DEFINED 01 SOLE
EXTREME NETWORKS INC COM 30226D106 8 000000002100 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 102,490 000003212880 SH DEFINED 01 SOLE
FEI CO NOTE 5.50 30241LAB5 2,186 000000030000 PRN DEFINED 01 SOLE
FMC TECHNOLOGIES INC COM 30249U101 60 000000003600 SH DEFINED 01 SOLE
FMC TECHNOLOGIES INC COM 30249U101 94 000000005600 SH DEFINED 06 SOLE
FPL GROUP INC COM 302571104 5,182 000000096328 SH DEFINED 01 SOLE
FACTSET RESH SYS INC COM 303075105 106 000000004000 SH DEFINED 01 SOLE
FAIR ISAAC & CO INC COM 303250104 75 000000002300 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 2,328 000000086623 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 378 000000012000 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 17,637 000000315516 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 122 000000002200 SH DEFINED 06 SOLE
1Page 12 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FEDERAL NATL MTG ASSN COM 313586109 27,553 000000462780 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 344 000000005600 SH DEFINED 06 SOLE
FEDERAL SIGNAL CORP COM 313855108 84 000000004600 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 3,458 000000117476 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 115 000000003700 SH DEFINED 06 SOLE
FEDEX CORP COM 31428X106 7,111 000000142027 SH DEFINED 01 SOLE
FERRO CORP COM 315405100 83 000000003600 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 255 000000008900 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 115 000000004000 SH DEFINED 06 SOLE
FIFTH THIRD BANCORP COM 316773100 15,870 000000259202 SH DEFINED 01 SOLE
FILENET CORP COM 316869106 71 000000006900 SH DEFINED 01 SOLE
FIRST AMERN CORP CALIF COM 318522307 87 000000004300 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 9,582 000000342840 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 384 000000013600 SH DEFINED 06 SOLE
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 18 000000000600 SH DEFINED 01 SOLE
FIRST MIDWEST BANCORP DEL COM 320867104 72 000000002700 SH DEFINED 01 SOLE
FIRST HEALTH GROUP CORP COM 320960107 35 000000001300 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 3,728 000000107555 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 87 000000002500 SH DEFINED 06 SOLE
FISERV INC COM 337738108 4,095 000000145835 SH DEFINED 01 SOLE
FIRSTMERIT CORP COM 337915102 117 000000005500 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 3,928 000000131431 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 9,495 000000467058 SH DEFINED 01 SOLE
FLORIDA EAST COAST INDS CL B 340632207 1,797 000000081900 SH DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 870 000000035618 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 24 000000002500 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 7,888 000000804962 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 54 000000005700 SH DEFINED 06 SOLE
FOREST CITY ENTERPRISES INC CL A 345550107 3 000000000100 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 6,509 000000079372 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 319 000000003900 SH DEFINED 06 SOLE
FOREST OIL CORP COM PAR $0 346091705 66 000000002600 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 3,606 000000076274 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 296 000000006300 SH DEFINED 06 SOLE
FORWARD AIR CORP COM 349853101 94 000000005200 SH DEFINED 01 SOLE
FOUNDRY NETWORKS INC COM 35063R100 192 000000035045 SH DEFINED 01 SOLE
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 60 000000001900 SH DEFINED 01 SOLE
FOX ENTMT GROUP INC CL A 35138T107 79 000000003600 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 3,833 000000123276 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 1,279 000000095084 SH DEFINED 01 SOLE
FRONTIER OIL CORP COM 35914P105 24 000000002000 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 20 000000000900 SH DEFINED 01 SOLE
GATX CORP COM 361448103 229 000000011600 SH DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 192 000000007800 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 8,786 000000121733 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 4,167 000000384100 SH DEFINED 01 SOLE
1Page 13 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GAP INC DEL COM 364760108 27 000000002501 SH DEFINED 02 SOLE
GARTNER INC COM 366651107 132 000000016400 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 424 000000143086 SH DEFINED 01 SOLE
GEMSTAR-TV GUIDE INTL INC COM 36866W106 464 000000184173 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 221 000000006800 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 80 000000002500 SH DEFINED 06 SOLE
GENERAL DYNAMICS CORP COM 369550108 7,506 000000092295 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 1,138 000000014000 SH DEFINED 04 SOLE
GENERAL ELEC CO COM 369604103 110,470 000004481566 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 277,265 000011248090 SH DEFINED 04 SOLE
GENERAL MLS INC COM 370334104 7,475 000000168296 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 1,110 000000025000 SH DEFINED 04 SOLE
GENERAL MTRS CORP COM 370442105 10,411 000000267637 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 397 000000010000 SH DEFINED 06 SOLE
GENESIS MICROCHIP INC DEL COM 37184C103 112 000000014700 SH DEFINED 01 SOLE
GENTA INC COM NEW 37245M207 25 000000004000 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 2,364 000000077159 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 3,972 000000192758 SH DEFINED 01 SOLE
GEORGIA GULF CORP COM PAR $0 373200203 84 000000003700 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 1,439 000000109982 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 1,419 000000042336 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 147 000000004400 SH DEFINED 06 SOLE
GILLETTE CO COM 375766102 14,035 000000474187 SH DEFINED 01 SOLE
GLATFELTER COM 377316104 18 000000001600 SH DEFINED 01 SOLE
GLAXOSMITHKLINE PLC SPONSORED 37733W105 46 000000001200 SH DEFINED 01 SOLE
GOLDEN ST BANCORP INC COM 381197102 8,080 000000250000 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 5,705 000000091750 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 15,870 000000240348 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 999 000000052887 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 1,010 000000113709 SH DEFINED 01 SOLE
GRACO INC COM 384109104 29 000000001200 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 1,910 000000044910 SH DEFINED 01 SOLE
GRANITE CONSTR INC COM 387328107 23 000000001400 SH DEFINED 01 SOLE
GRAY TELEVISION INC COM 389375106 238 000000021800 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 700 000000029164 SH DEFINED 01 SOLE
GREAT PLAINS ENERGY INC COM 391164100 145 000000007600 SH DEFINED 06 SOLE
GREATER BAY BANCORP COM 391648102 638 000000035100 SH DEFINED 01 SOLE
GREATER BAY BANCORP COM 391648102 119 000000006300 SH DEFINED 06 SOLE
GREENPOINT FINL CORP COM 395384100 751 000000018000 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 268 000000006400 SH DEFINED 06 SOLE
GROUP 1 AUTOMOTIVE INC COM 398905109 93 000000003600 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 258 000000010400 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 186 000000007600 SH DEFINED 06 SOLE
GUCCI GROUP N V COM NY REG 401566104 253 000000003000 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 5,237 000000162100 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 228 000000006900 SH DEFINED 06 SOLE
1Page 14 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HCA INC COM 404119109 11,084 000000232809 SH DEFINED 01 SOLE
HCC INS HLDGS INC COM 404132102 3,361 000000140000 SH DEFINED 04 SOLE
HAEMONETICS CORP COM 405024100 49 000000002100 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 2,487 000000192688 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 63 000000004800 SH DEFINED 06 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 3,633 000000130696 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 109 000000003900 SH DEFINED 06 SOLE
HARLEY DAVIDSON INC COM 412822108 6,200 000000133498 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 2,378 000000049334 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 236 000000005000 SH DEFINED 06 SOLE
HARRIS CORP DEL COM 413875105 117 000000003500 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 35 000000001900 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 4,680 000000114162 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 1,246 000000111957 SH DEFINED 01 SOLE
HEALTHSOUTH CORP COM 421924101 767 000000185037 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW NOTE 421933AD4 8,725 000010000000 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 2,352 000000116362 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 79 000000003700 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 53 000000002500 SH DEFINED 06 SOLE
HEARST-ARGYLE TELEVISION INC COM 422317107 69 000000002800 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 5,782 000000173276 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 462 000000013500 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 444 000000048220 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 3,743 000000060336 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 15,759 000001350394 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 5,835 000000500000 SH DEFINED 04 SOLE
HIBERNIA CORP CL A 428656102 75 000000003800 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 223 000000011400 SH DEFINED 06 SOLE
HILB ROGAL & HAMILTON CO COM 431294107 37 000000000900 SH DEFINED 01 SOLE
HILTON HOTELS CORP NOTE 5.00 432848AL3 1,840 000000020000 PRN DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 1,987 000000174648 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 31 000000002770 SH DEFINED 02 SOLE
HISPANIC BROADCASTING CORP CL A 43357B104 2,816 000000151000 SH DEFINED 01 SOLE
HOLLY CORP COM PAR $0 435758305 5 000000000300 SH DEFINED 01 SOLE
HOLLYWOOD CASINO CORP CL A 436132203 1,208 000000100000 SH DEFINED 01 SOLE
HOLLYWOOD ENTMT CORP COM 436141105 249 000000017200 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 37,412 000001433448 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 128 000000004800 SH DEFINED 06 SOLE
HONEYWELL INTL INC COM 438516106 8,172 000000377288 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 28 000000001300 SH DEFINED 01 SOLE
HOST MARRIOTT CORP NEW COM 44107P104 40 000000004400 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 6,030 000000213028 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 12,739 000000450000 SH DEFINED 04 SOLE
HOUSEHOLD INTL INC COM 441815107 46 000000001700 SH DEFINED 06 SOLE
HOVNANIAN ENTERPRISES INC CL A 442487203 57 000000001700 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 2,361 000000085400 SH DEFINED 01 SOLE
1Page 15 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HUBBELL INC CL B 443510201 150 000000005100 SH DEFINED 06 SOLE
HUDSON CITY BANCORP COM 443683107 17 000000001100 SH DEFINED 01 SOLE
HUDSON UNITED BANCORP COM 444165104 10 000000000400 SH DEFINED 01 SOLE
HUGHES SUPPLY INC COM 444482103 29 000000001000 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 1,621 000000130750 SH DEFINED 01 SOLE
HUMAN GENOME SCIENCES INC COM 444903108 503 000000041712 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS INC COM 445658107 101 000000004300 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 1,996 000000109737 SH DEFINED 01 SOLE
HUTCHINSON TECHNOLOGY INC COM 448407106 41 000000002600 SH DEFINED 01 SOLE
IDT CORP COM 448947101 573 000000035200 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 275 000000013124 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 1,529 000000036826 SH DEFINED 01 SOLE
IGEN INC COM 449536101 152 000000005200 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 2,390 000000159699 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 135 000000007200 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 117 000000006400 SH DEFINED 06 SOLE
ITT INDS INC IND COM 450911102 3,065 000000049176 SH DEFINED 01 SOLE
IDEX CORP COM 45167R104 105 000000003700 SH DEFINED 01 SOLE
IDEXX LABS INC COM 45168D104 49 000000001600 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 8,230 000000141100 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 39,081 000000670000 SH DEFINED 04 SOLE
IMCLONE SYS INC COM 45245W109 128 000000016471 SH DEFINED 01 SOLE
INCO LTD COM 453258402 303 000000018900 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 303 000000012100 SH DEFINED 01 SOLE
INDYMAC BANCORP INC COM 456607100 926 000000048100 SH DEFINED 01 SOLE
INGRAM MICRO INC CL A 457153104 67 000000005100 SH DEFINED 01 SOLE
INSIGHT ENTERPRISES INC COM 45765U103 23 000000002300 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 73 000000004700 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 274 000000026263 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 47,987 000003454801 SH DEFINED 01 SOLE
INTER TEL INC COM 458372109 77 000000003800 SH DEFINED 01 SOLE
INTERACTIVE DATA CORP COM 45840J107 23 000000001900 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 43,796 000000751094 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 73 000000001261 SH DEFINED 02 SOLE
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,364 000000042837 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 2,714 000000039267 SH DEFINED 01 SOLE
INTERNATIONAL MULTIFOODS COR COM 460043102 17 000000000900 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 7,313 000000219046 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 65 000000004200 SH DEFINED 01 SOLE
INTL SPECIALTY PRODS INC NEW COM 460337108 48 000000005000 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 9,287 000000484000 SH DEFINED 01 SOLE
INTERNET ARCHITECTURE HOLDR DEPOSTRY R 46060A107 299 000000015000 SH DEFINED 01 SOLE
INTERNET SEC SYS INC COM 46060X107 251 000000020400 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 18 000000001400 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 3,245 000000204753 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 21 000000000800 SH DEFINED 01 SOLE
1Page 16 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INTERSTATE BAKERIES CORP DEL COM 46072H108 167 000000006500 SH DEFINED 06 SOLE
INTROGEN THERAPEUTICS INC COM 46119F107 1,768 000000940581 SH DEFINED 02 SOLE
INTUIT COM 461202103 7,185 000000157829 SH DEFINED 01 SOLE
INTUIT COM 461202103 91 000000002000 SH DEFINED 06 SOLE
INVACARE CORP COM 461203101 37 000000001100 SH DEFINED 01 SOLE
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 178 000000006100 SH DEFINED 01 SOLE
INVITROGEN CORP NOTE 5.50 46185RAB6 1,807 000000020000 PRN DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 807 000000023708 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 73 000000002200 SH DEFINED 06 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 43 000000001600 SH DEFINED 01 SOLE
IRON MTN INC PA COM 462846106 87 000000003500 SH DEFINED 01 SOLE
I2 TECHNOLOGIES INC COM 465754109 52 000000101653 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 1,783 000000915493 SH DEFINED 01 SOLE
JDA SOFTWARE GROUP INC COM 46612K108 136 000000019500 SH DEFINED 01 SOLE
J JILL GROUP INC COM 466189107 1 000000000100 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 27,167 000001430628 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 671,125 000035000000 SH DEFINED 02 SOLE
J P MORGAN CHASE & CO COM 46625H100 17,072 000000899000 SH DEFINED 04 SOLE
JABIL CIRCUIT INC COM 466313103 1,485 000000100474 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 125 000000008200 SH DEFINED 06 SOLE
JACK IN THE BOX INC COM 466367109 278 000000012200 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 163 000000005300 SH DEFINED 01 SOLE
JEFFERIES GROUP INC NEW COM 472319102 186 000000004900 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 2,805 000000069968 SH DEFINED 01 SOLE
JETBLUE AWYS CORP COM 477143101 28 000000000700 SH DEFINED 01 SOLE
JO-ANN STORES INC CL A 47758P109 64 000000002290 SH DEFINED 01 SOLE
JO-ANN STORES INC CL B NON V 47758P208 5,266 000000227000 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 71,384 000001319973 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 209 000000003800 SH DEFINED 06 SOLE
JOHNSON CTLS INC COM 478366107 3,049 000000039699 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 2,038 000000066396 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 690 000000143929 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 3,772 000000135011 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 117 000000004100 SH DEFINED 06 SOLE
K V PHARMACEUTICAL CO CL B CONV 482740107 761 000000040300 SH DEFINED 01 SOLE
KANSAS CITY SOUTHERN COM NEW 485170302 4 000000000400 SH DEFINED 01 SOLE
KB HOME COM 48666K109 1,528 000000031296 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 6,021 000000181096 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 64 000000002800 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 162 000000019000 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 2,442 000000056224 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 5,092 000000203949 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 94 000000003800 SH DEFINED 06 SOLE
KEYSPAN CORP COM 49337W100 2,319 000000069245 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 80,400 000002400000 SH DEFINED 02 SOLE
KIMBERLY CLARK CORP COM 494368103 13,028 000000230027 SH DEFINED 01 SOLE
1Page 17 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0KIMBERLY CLARK CORP COM 494368103 51 000000000900 SH DEFINED 06 SOLE
KINDER MORGAN INC KANS COM 49455P101 1,946 000000054895 SH DEFINED 01 SOLE
KINDRED HEALTHCARE INC COM 494580103 11 000000000300 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 2,307 000000127019 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 2,135 000000037863 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 9,277 000000152565 SH DEFINED 01 SOLE
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 306 000000021100 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 271 000000008700 SH DEFINED 01 SOLE
KROGER CO COM 501044101 5,572 000000395200 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 1,047 000000164898 SH DEFINED 01 SOLE
LA Z BOY INC COM 505336107 85 000000003700 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS NOTE 50540RAC6 12,184 000017500000 SH DEFINED 01 SOLE
LACLEDE GROUP INC COM 505597104 11 000000000500 SH DEFINED 01 SOLE
LAFARGE NORTH AMERICA INC COM 505862102 112 000000003900 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 56 000000006300 SH DEFINED 01 SOLE
LAMAR ADVERTISING CO CL A 512815101 88 000000002900 SH DEFINED 01 SOLE
LANCASTER COLONY CORP COM 513847103 143 000000003400 SH DEFINED 01 SOLE
LANDAMERICA FINL GROUP INC COM 514936103 46 000000001400 SH DEFINED 01 SOLE
LANDRYS RESTAURANTS INC COM 51508L103 47 000000002100 SH DEFINED 01 SOLE
LANDSTAR SYS INC COM 515098101 14 000000000300 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 27 000000004400 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 387 000000013500 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 162 000000003900 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 197 000000004700 SH DEFINED 06 SOLE
LEE ENTERPRISES INC COM 523768109 174 000000005300 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 1,746 000000088256 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 5,304 000000108137 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 7,357 000000150000 SH DEFINED 04 SOLE
LENNAR CORP COM 526057104 563 000000010100 SH DEFINED 01 SOLE
LENNAR CORP COM 526057104 168 000000003000 SH DEFINED 06 SOLE
LENNOX INTL INC COM 526107107 44 000000003400 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 2,723 000000700000 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 2,749 000000058503 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,872 000000400000 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 255 000000008200 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 32,020 000000578614 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 3,937 000000274551 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 134 000000008900 SH DEFINED 06 SOLE
LINCARE HLDGS INC COM 532791100 950 000000030620 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 2,622 000000085840 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 5,129 000000247578 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 71 000000003300 SH DEFINED 06 SOLE
LINENS N THINGS INC COM 535679104 620 000000033800 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 1,439 000000057703 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 46 000000001800 SH DEFINED 06 SOLE
LOCKHEED MARTIN CORP COM 539830109 13,346 000000206383 SH DEFINED 01 SOLE
1Page 18 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LOEWS CORP NOTE 3.12 540424AL2 12,975 000000150000 PRN DEFINED 01 SOLE
LOEWS CORP COM 540424108 3,576 000000083381 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 158 000000003700 SH DEFINED 06 SOLE
LONE STAR STEAKHOUSE SALOON COM 542307103 91 000000004375 SH DEFINED 01 SOLE
LONE STAR TECHNOLOGIES INC COM 542312103 26 000000002200 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 344 000000053184 SH DEFINED 01 SOLE
LOWES COS INC NOTE 0.86 548661CG0 9,700 000000100000 PRN DEFINED 01 SOLE
LOWES COS INC COM 548661107 16,806 000000405964 SH DEFINED 01 SOLE
LUBRIZOL CORP COM 549271104 8 000000000300 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 1,152 000001515832 SH DEFINED 01 SOLE
M & T BK CORP COM 55261F104 331 000000004200 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 3,358 000000084056 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 10,386 000000565105 SH DEFINED 01 SOLE
M D C HLDGS INC COM 552676108 67 000000001900 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 3,100 000000075945 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 121 000000003000 SH DEFINED 06 SOLE
MGM MIRAGE COM 552953101 167 000000004500 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 238 000000006500 SH DEFINED 06 SOLE
MKS INSTRUMENT INC COM 55306N104 14 000000001300 SH DEFINED 01 SOLE
MSC INDL DIRECT INC CL A 553530106 30 000000002900 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC COM 559079108 22 000000050000 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP COM 562567107 261 000000007800 SH DEFINED 01 SOLE
MANHATTAN ASSOCS INC COM 562750109 181 000000013400 SH DEFINED 01 SOLE
MANITOWOC INC COM 563571108 131 000000004800 SH DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 1,385 000000061620 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 114 000000003900 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 3,919 000000172810 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 187 000000008200 SH DEFINED 06 SOLE
MARKEL CORP COM 570535104 59 000000000300 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 9,992 000000239974 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 1,540 000000037000 SH DEFINED 04 SOLE
MARSHALL & ILSLEY CORP COM 571834100 2,589 000000092841 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 241 000000008600 SH DEFINED 06 SOLE
MARRIOTT INTL INC NEW CL A 571903202 3,651 000000125973 SH DEFINED 01 SOLE
MARTHA STEWART LIVING OMNIME CL A 573083102 371 000000053100 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 4,985 000000254989 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 3,549 000000197090 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 6,265 000000253034 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 3,370 000000148034 SH DEFINED 01 SOLE
MAXIMUS INC COM 577933104 20 000000000900 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 969 000000041818 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 70 000000003000 SH DEFINED 06 SOLE
MCDATA CORP CL B 580031102 6,025 000001097491 SH DEFINED 01 SOLE
MCDERMOTT INTL INC COM 580037109 171 000000027960 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 11,140 000000630843 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 39 000000002230 SH DEFINED 02 SOLE
1Page 19 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MCGRAW HILL COS INC COM 580645109 5,391 000000088067 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 4,339 000000153174 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 81 000000002800 SH DEFINED 06 SOLE
MEADWESTVACO CORP COM 583334107 1,726 000000089888 SH DEFINED 01 SOLE
MEDIA GEN INC CL A 584404107 55 000000001100 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 224 000000005500 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 3,851 000000184115 SH DEFINED 01 SOLE
MEDTRONIC INC DBCV 1.25 585055AB2 10,300 000000100000 PRN DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 22,568 000000535804 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 121,516 000002885000 SH DEFINED 04 SOLE
MELLON FINL CORP COM 58551A108 6,961 000000268456 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 803 000000031000 SH DEFINED 04 SOLE
MENS WEARHOUSE INC COM 587118100 44 000000003000 SH DEFINED 01 SOLE
MENTOR CORP MINN COM 587188103 197 000000006200 SH DEFINED 01 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 95 000000002500 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 48,790 000001067383 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 1,332 000000077664 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 968 000000022507 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 13 000000000410 SH SOLE SOLE
MERRILL LYNCH & CO INC COM 590188108 12,590 000000382119 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 8,017 000000352242 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 91 000000004000 SH DEFINED 06 SOLE
METROMEDIA INTL GROUP INC COM 591695101 1 000000021000 SH DEFINED 01 SOLE
METTLER TOLEDO INTERNATIONAL COM 592688105 33 000000001300 SH DEFINED 01 SOLE
MICHAELS STORES INC COM 594087108 301 000000006600 SH DEFINED 01 SOLE
MICREL INC COM 594793101 78 000000012700 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 122,439 000002799247 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 85 000000001965 SH DEFINED 02 SOLE
MICROSOFT CORP COM 594918104 81 000000001800 SH DEFINED 06 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 905 000000044270 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 177 000000008500 SH DEFINED 06 SOLE
MICRON TECHNOLOGY INC COM 595112103 3,413 000000275957 SH DEFINED 01 SOLE
MID ATLANTIC MED SVCS INC COM 59523C107 61 000000001700 SH DEFINED 01 SOLE
MID ATLANTIC MED SVCS INC COM 59523C107 176 000000004900 SH DEFINED 06 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 637 000000068399 SH DEFINED 01 SOLE
MILLENNIUM CHEMICALS INC COM 599903101 18 000000001900 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 44 000000002500 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 729 000000022961 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL A 604567107 73 000000055000 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL B 604567206 883 000000724160 SH DEFINED 01 SOLE
MIRANT CORP COM 604675108 392 000000177507 SH DEFINED 01 SOLE
MISSISSIPPI VY BANCSHARES IN COM 605720101 9,904 000000198800 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 6,327 000000269037 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 41 000000002000 SH DEFINED 01 SOLE
MONACO COACH CORP COM 60886R103 12 000000000600 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 5,051 000000330371 SH DEFINED 01 SOLE
1Page 20 02-11-13 13:00:52
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MOODYS CORP COM 615369105 3,328 000000068623 SH DEFINED 01 SOLE
MOOG INC CL A 615394202 14 000000000500 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 16,426 000000484842 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 60,780 000001794000 SH DEFINED 04 SOLE
MORGAN STANLEY COM NEW 617446448 23 000000000700 SH DEFINED 06 SOLE
MOTOROLA INC COM 620076109 10,615 000001042823 SH DEFINED 01 SOLE
MOVIE GALLERY INC COM 624581104 75 000000005000 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 828 000000025300 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 331 000000010300 SH DEFINED 06 SOLE
NBTY INC COM 628782104 90 000000006960 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 1,090 000000055092 SH DEFINED 01 SOLE
NPS PHARMACEUTICALS INC COM 62936P103 76 000000003700 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 6,601 000000318600 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 8,408 000000294735 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 1,198 000000042000 SH DEFINED 04 SOLE
NATIONAL CITY CORP COM 635405103 355 000000012500 SH DEFINED 06 SOLE
NATIONAL COMMERCE FINL CORP COM 63545P104 340 000000013600 SH DEFINED 01 SOLE
NATIONAL GOLF PPTYS INC COM 63623G109 230 000000020000 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 137 000000006300 SH DEFINED 01 SOLE
NATIONAL-OILWELL INC COM 637071101 279 000000014400 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,106 000000092638 SH DEFINED 01 SOLE
NATIONWIDE FINL SVCS INC CL A 638612101 34 000000001300 SH DEFINED 01 SOLE
NAUTILUS GROUP INC COM 63910B102 44 000000002300 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 578 000000026703 SH DEFINED 01 SOLE
NDCHEALTH CORP COM 639480102 127 000000008200 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL B 640204301 776 000000031700 SH DEFINED 01 SOLE
NETBANK INC COM 640933107 40 000000003900 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 188 000000017700 SH DEFINED 01 SOLE
NETIQ CORP COM 64115P102 201 000000013900 SH DEFINED 01 SOLE
NETSCREEN TECHNOLOGIES INC COM 64117V107 17 000000001600 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 1,654 000000225783 SH DEFINED 01 SOLE
NEUBERGER BERMAN INC COM 641234109 121 000000004500 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 3,182 000000070030 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 4,460 000000144482 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 493 000000014700 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 5,130 000000186485 SH DEFINED 01 SOLE
NEWS CORP LTD ADR NEW 652487703 5,982 000000310800 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 4,901 000000649225 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 64 000000008800 SH DEFINED 06 SOLE
NICOR INC COM 654086107 547 000000019428 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 5,088 000000117842 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 159 000000003703 SH DEFINED 02 SOLE
99 CENTS ONLY STORES COM 65440K106 178 000000008600 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 1,828 000000106099 SH DEFINED 01 SOLE
NOBLE ENERGY INC COM 655044105 332 000000009800 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 1,400 000000078045 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NORFOLK SOUTHERN CORP COM 655844108 3,733 000000184934 SH DEFINED 01 SOLE
NORTEK INC COM 656559101 2,379 000000055000 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 2,968 000000078460 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 3,692 000000097887 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 7,018 000000056582 SH DEFINED 01 SOLE
NORTHWEST NAT GAS CO COM 667655104 17 000000000600 SH DEFINED 01 SOLE
NOVARTIS A G SPONSORED 66987V109 39 000000001000 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 337 000000160855 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 2,001 000000096172 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 1,641 000000043321 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 1,152 000000030400 SH DEFINED 04 SOLE
NUCOR CORP COM 670346105 198 000000005000 SH DEFINED 06 SOLE
NVIDIA CORP COM 67066G104 887 000000103693 SH DEFINED 01 SOLE
OGE ENERGY CORP COM 670837103 59 000000003500 SH DEFINED 01 SOLE
OM GROUP INC COM 670872100 4 000000000100 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 6,232 000000219611 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 384 000000013400 SH DEFINED 06 SOLE
OFFICE DEPOT INC COM 676220106 1,923 000000155836 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 85 000000006500 SH DEFINED 06 SOLE
OHIO CAS CORP COM 677240103 26 000000001600 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 337 000000011900 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 259 000000009200 SH DEFINED 06 SOLE
OMNICARE INC COM 681904108 120 000000005700 SH DEFINED 01 SOLE
OMNICOM GROUP INC NOTE 681919AK2 59,025 000060000000 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 4,622 000000083012 SH DEFINED 01 SOLE
ON SEMICONDUCTOR CORP COM 682189105 34 000000025000 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 22,725 000002891334 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 105 000000003700 SH DEFINED 01 SOLE
OSHKOSH TRUCK CORP COM 688239201 67 000000001200 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 197 000000007200 SH DEFINED 01 SOLE
OVERTURE SVCS INC COM 69039R100 297 000000012619 SH DEFINED 01 SOLE
OWENS & MINOR INC NEW COM 690732102 8 000000000600 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 52 000000004600 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 268 000000006900 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 401 000000010200 SH DEFINED 06 SOLE
P & O PRINCESS CRUISES PLC ADR 693070104 142 000000005000 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 1,954 000000173623 SH DEFINED 01 SOLE
P F CHANGS CHINA BISTRO INC COM 69333Y108 89 000000003068 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 443 000000114298 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 718 000000026400 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 124 000000004600 SH DEFINED 06 SOLE
PNC FINL SVCS GROUP INC COM 693475105 5,288 000000125412 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 843 000000020000 SH DEFINED 04 SOLE
PNC FINL SVCS GROUP INC COM 693475105 150 000000003600 SH DEFINED 06 SOLE
POSCO SPONSORED 693483109 21 000000001000 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 4,688 000000104884 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PPL CORP COM 69351T106 2,486 000000076421 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 176 000000005500 SH DEFINED 06 SOLE
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 79 000000006400 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 2,727 000000080728 SH DEFINED 01 SOLE
PACIFIC CAP BANCORP NEW COM 69404P101 32 000000001200 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 34 000000001500 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 1,674 000000101784 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 104 000000006200 SH DEFINED 06 SOLE
PALL CORP COM 696429307 904 000000057297 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 813 000000046880 SH DEFINED 01 SOLE
PANERA BREAD CO CL A 69840W108 251 000000009300 SH DEFINED 01 SOLE
PAPA JOHNS INTL INC COM 698813102 136 000000004700 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 207 000000115337 SH DEFINED 01 SOLE
PARK PL ENTMT CORP COM 700690100 152 000000019200 SH DEFINED 01 SOLE
PARK PL ENTMT CORP COM 700690100 23 000000003048 SH DEFINED 02 SOLE
PARKER HANNIFIN CORP COM 701094104 1,991 000000052121 SH DEFINED 01 SOLE
PAXAR CORP COM 704227107 21 000000001500 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 5,925 000000244155 SH DEFINED 01 SOLE
PAYPAL INC COM 704508100 984 000000047100 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP CL A 707389102 3 000000000300 SH DEFINED 01 SOLE
PENN VA CORP COM 707882106 22 000000000700 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 1,879 000000118047 SH DEFINED 01 SOLE
PENNZOIL-QUAKER STATE COMPAN COM 709323109 17,026 000000775000 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 92 000000002500 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 177 000000004700 SH DEFINED 06 SOLE
PEOPLES ENERGY CORP COM 711030106 527 000000015656 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 3,488 000000282052 SH DEFINED 01 SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 149 000000012200 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 3,243 000000138594 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 51 000000002100 SH DEFINED 06 SOLE
PEPSI-GEMEX S A DE C V GDR REP OR 713435105 747 000000075000 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 5 000000000150 SH SOLE SOLE
PEPSICO INC COM 713448108 29,485 000000797983 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 70 000000001905 SH DEFINED 02 SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 342 000000010100 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 300 000000055200 SH DEFINED 01 SOLE
PEROT SYS CORP CL A 714265105 23 000000002500 SH DEFINED 01 SOLE
PERRIGO CO COM 714290103 39 000000003700 SH DEFINED 01 SOLE
PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V101 2,443 000000255900 SH DEFINED 01 SOLE
PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V408 35 000000003300 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 79,485 000002738982 SH DEFINED 01 SOLE
PHARMACEUTICAL PROD DEV INC COM 717124101 81 000000004200 SH DEFINED 01 SOLE
PHARMACIA CORP COM 71713U102 34,592 000000889734 SH DEFINED 01 SOLE
PHARMACIA CORP COM 71713U102 24,105 000000620000 SH DEFINED 04 SOLE
PHELPS DODGE CORP COM 717265102 1,219 000000047562 SH DEFINED 01 SOLE
PHILADELPHIA SUBN CORP COM PAR $0 718009608 89 000000004400 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PHILIP MORRIS COS INC COM 718154107 36,218 000000933454 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 588,000 000015000000 SH DEFINED 02 SOLE
PHILIP MORRIS COS INC COM 718154107 21,922 000000565000 SH DEFINED 04 SOLE
PHILLIPS VAN HEUSEN CORP COM 718592108 17 000000001400 SH DEFINED 01 SOLE
PHOENIX COS INC NEW COM 71902E109 46 000000003400 SH DEFINED 01 SOLE
PHOTRONICS INC COM 719405102 23 000000002300 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 182 000000009200 SH DEFINED 06 SOLE
PILGRIMS PRIDE CORP CL A 721467207 80 000000011200 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 1,186 000000042734 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 3,560 000000116764 SH DEFINED 01 SOLE
PITTSTON CO COM BRINKS 725701106 110 000000005000 SH DEFINED 06 SOLE
PLACER DOME INC COM 725906101 331 000000036300 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 1,845 000000081629 SH DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 231 000000006800 SH DEFINED 01 SOLE
POLARIS INDS INC COM 731068102 496 000000008000 SH DEFINED 01 SOLE
POLO RALPH LAUREN CORP CL A 731572103 197 000000009500 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 47 000000007000 SH DEFINED 01 SOLE
POLYMEDICA CORP COM 731738100 147 000000005600 SH DEFINED 01 SOLE
POPULAR INC COM 733174106 120 000000003800 SH DEFINED 01 SOLE
POTASH CORP SASK INC COM 73755L107 105 000000001700 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 105 000000035252 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 3,688 000000072174 SH DEFINED 01 SOLE
PRECISION DRILLING CORP COM 74022D100 162 000000005400 SH DEFINED 01 SOLE
PRICE COMMUNICATIONS CORP COM NEW 741437305 44 000000003900 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 1,349 000000054074 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 4,266 000000162980 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 51,544 000000576693 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 58 000000000652 SH DEFINED 02 SOLE
PROCTER & GAMBLE CO COM 742718109 246 000000002800 SH DEFINED 06 SOLE
PROGRESS ENERGY INC COM 743263105 4,720 000000115495 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 126,604 000003100000 SH DEFINED 02 SOLE
PROGRESSIVE CORP OHIO COM 743315103 4,867 000000096144 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 254 000000005000 SH DEFINED 06 SOLE
PROQUEST COMPANY COM 74346P102 78 000000002600 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 101 000000003300 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 228 000000027514 SH DEFINED 01 SOLE
PROVIDENT FINL GROUP INC COM 743866105 122 000000004900 SH DEFINED 01 SOLE
PROVINCE HEALTHCARE CO COM 743977100 466 000000027200 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 625 000000127606 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC COM 744320102 7,417 000000259704 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,191 000000104648 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 1,228 000000028820 SH DEFINED 01 SOLE
PURE RES INC COM 74622E102 2,504 000000111800 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 1,657 000000063658 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 118 000000004400 SH DEFINED 06 SOLE
QUALCOMM INC COM 747525103 15,844 000000573652 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0QUANEX CORP COM 747620102 24 000000000700 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 196 000000003200 SH DEFINED 01 SOLE
QUEST SOFTWARE INC COM 74834T103 51 000000005500 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 79 000000003500 SH DEFINED 01 SOLE
QUIKSILVER INC COM 74838C106 65 000000002900 SH DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 493 000000051925 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 1,688 000000740499 SH DEFINED 01 SOLE
R H DONNELLEY CORP COM NEW 74955W307 26 000000001000 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 252 000000042040 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 1,064 000000032600 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 67 000000002100 SH DEFINED 06 SOLE
RADIO ONE INC CL A 75040P108 19,349 000001161434 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 1,894 000000094446 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 13,239 000000660000 SH DEFINED 04 SOLE
RARE HOSPITALITY INTL INC COM 753820109 7 000000000300 SH DEFINED 01 SOLE
RATIONAL SOFTWARE CORP COM NEW 75409P202 559 000000129565 SH DEFINED 01 SOLE
RAYOVAC CORP COM 755081106 17 000000001400 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 6,018 000000205412 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 20,539 000000701000 SH DEFINED 04 SOLE
READERS DIGEST ASSN INC CL A NON V 755267101 156 000000010000 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC CL B 755267200 75 000000004100 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CORP CL B 75621K304 4 000000000200 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 961 000000038374 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 130 000000005231 SH DEFINED 02 SOLE
REGENERON PHARMACEUTICALS COM 75886F107 357 000000026500 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 127 000000004500 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 3,285 000000100572 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 40,180 000000400000 SH DEFINED 01 SOLE
REINSURANCE GROUP AMER INC COM 759351109 28 000000001100 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952J108 1,344 000000134283 SH DEFINED 01 SOLE
RENAISSANCE LEARNING INC COM 75968L105 26 000000001900 SH DEFINED 01 SOLE
RENAL CARE GROUP INC COM 759930100 230 000000007000 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 161 000000003100 SH DEFINED 06 SOLE
REPUBLIC SVCS INC COM 760759100 163 000000008700 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 24 000000001300 SH DEFINED 06 SOLE
RESMED INC COM 761152107 28 000000001000 SH DEFINED 01 SOLE
RESPIRONICS INC COM 761230101 169 000000005300 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 20 000000000900 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 1,771 000000043944 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 1,289 000000081239 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 1,334 000000082050 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 52 000000003200 SH DEFINED 06 SOLE
ROCKWELL COLLINS INC COM 774341101 1,772 000000080783 SH DEFINED 01 SOLE
ROGERS COMMUNICATIONS INC CL B 775109200 62 000000010000 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 3,708 000000119622 SH DEFINED 01 SOLE
ROPER INDS INC NEW COM 776696106 93 000000002700 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ROSLYN BANCORP INC COM 778162107 13 000000000800 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 74 000000002100 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 243 000000006600 SH DEFINED 06 SOLE
ROWAN COS INC COM 779382100 1,092 000000058606 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG EUR 780257804 241 000000006000 SH DEFINED 01 SOLE
ROYAL GOLD INC COM 780287108 162 000000008500 SH DEFINED 01 SOLE
RUBY TUESDAY INC COM 781182100 75 000000004000 SH DEFINED 01 SOLE
RUDDICK CORP COM 781258108 30 000000002000 SH DEFINED 01 SOLE
RYANS FAMILY STEAK HOUSE INC COM 783519101 59 000000004900 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 814 000000032671 SH DEFINED 01 SOLE
RYLAND GROUP INC COM 783764103 40 000000001100 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 31,070 000001545817 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 39,496 000001965000 SH DEFINED 04 SOLE
SCP POOL CORP COM 784028102 90 000000003300 SH DEFINED 01 SOLE
SEI INVESTMENTS CO COM 784117103 1,767 000000074000 SH DEFINED 01 SOLE
SLM CORP COM 78442P106 6,631 000000071200 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 323,702 000003957731 SH DEFINED 01 SOLE
SPX CORP COM 784635104 484 000000004800 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 1,237 000000063974 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 1,990 000000062628 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 196 000000006200 SH DEFINED 06 SOLE
SAFEWAY INC COM NEW 786514208 5,117 000000229502 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 3,752 000000105111 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 18 000000000500 SH DEFINED 06 SOLE
ST PAUL COS INC COM 792860108 2,870 000000099939 SH DEFINED 01 SOLE
SAKS INC COM 79377W108 116 000000011100 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 51 000000003900 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 981 000000354420 SH DEFINED 01 SOLE
SAP AKTIENGESELLSCHAFT SPONSORED 803054204 167 000000014900 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 6,336 000000346423 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 132 000000007100 SH DEFINED 06 SOLE
SAVIA S A DE C V SPON ADR R 805175106 1,659 000000737444 SH DEFINED 04 SOLE
SCHEIN HENRY INC COM 806407102 186 000000003500 SH DEFINED 06 SOLE
SCHERING PLOUGH CORP COM 806605101 14,067 000000659843 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 9,872 000000256686 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 277 000000006200 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 5,243 000000602716 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 1,082 000000086564 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 19 000000001600 SH DEFINED 06 SOLE
SCIOS INC COM 808905103 17 000000000700 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 204 000000004900 SH DEFINED 01 SOLE
SCRIPPS E W CO OHIO CL A 811054204 76 000000001100 SH DEFINED 01 SOLE
SEABOARD CORP COM 811543107 2 000000000011 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 626 000000037066 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 5,936 000000152219 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 398 000000009800 SH DEFINED 06 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SECTOR SPDR TR SBI INT-FI 81369Y605 72,345 000003500000 SH DEFINED 01 SOLE
SEMTECH CORP COM 816850101 148 000000015300 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 1,777 000000090447 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 127 000000006600 SH DEFINED 06 SOLE
SENSIENT TECHNOLOGIES CORP COM 81725T100 21 000000001000 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 97 000000018551 SH DEFINED 01 SOLE
SERONO S A SPONSORED 81752M101 62 000000005200 SH DEFINED 01 SOLE
SERVICEMASTER CO COM 81760N109 217 000000020000 SH DEFINED 04 SOLE
SHAW GROUP INC NOTE 820280AC9 1,734 000003400000 SH DEFINED 01 SOLE
SHAW GROUP INC COM 820280105 127 000000009100 SH DEFINED 06 SOLE
SHELL TRANS & TRADING PLC ADR NY SHS 822703609 117 000000003300 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 1,910 000000080660 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 122 000000005200 SH DEFINED 06 SOLE
SHOPKO STORES INC COM 824911101 74 000000005700 SH DEFINED 01 SOLE
SIEBEL SYS INC COM 826170102 1,996 000000347221 SH DEFINED 01 SOLE
SIERRA HEALTH SVCS INC COM 826322109 91 000000005100 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 2,519 000000051131 SH DEFINED 01 SOLE
SILICON LABORATORIES INC COM 826919102 23 000000001300 SH DEFINED 01 SOLE
SILICON VY BANCSHARES COM 827064106 264 000000015600 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 2,927 000000081928 SH DEFINED 01 SOLE
SMITH A O COM 831865209 45 000000001600 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 155 000000005300 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 204 000000013000 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 867 000000068981 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 81 000000006200 SH DEFINED 06 SOLE
SNAP ON INC COM 833034101 665 000000028967 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 767 000000363803 SH DEFINED 01 SOLE
SONIC AUTOMOTIVE INC CL A 83545G102 76 000000004300 SH DEFINED 01 SOLE
SONIC CORP COM 835451105 197 000000008564 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 168 000000007900 SH DEFINED 01 SOLE
SOUTH FINL GROUP INC COM 837841105 71 000000003400 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 9,006 000000312937 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 3,713 000000153127 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 4,457 000000341310 SH DEFINED 01 SOLE
SOUTHWEST BANCORPORATION TEX COM 84476R109 65 000000001800 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 239 000000018600 SH DEFINED 01 SOLE
SPEEDFAM-IPEC INC COM 847705100 159 000000042900 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 3,850 000000422246 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 93 000000009900 SH DEFINED 06 SOLE
SPRINT CORP PCS COM SE 852061506 862 000000440266 SH DEFINED 01 SOLE
STANCORP FINL GROUP INC COM 852891100 100 000000001900 SH DEFINED 01 SOLE
STANCORP FINL GROUP INC COM 852891100 180 000000003400 SH DEFINED 06 SOLE
STANDARD PAC CORP NEW COM 85375C101 102 000000004400 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 1,235 000000037815 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 3,875 000000303018 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 203 000000015300 SH DEFINED 06 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0STARBUCKS CORP COM 855244109 6,287 000000304605 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 2,082 000000093365 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 5,590 000000144693 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 2,704 000000070000 SH DEFINED 04 SOLE
STATEN IS BANCORP INC COM 857550107 53 000000003100 SH DEFINED 01 SOLE
STEAK N SHAKE CO COM 857873103 11 000000001000 SH DEFINED 01 SOLE
STEELCASE INC CL A 858155203 20 000000002000 SH DEFINED 01 SOLE
STERICYCLE INC COM 858912108 186 000000005500 SH DEFINED 01 SOLE
STERIS CORP COM 859152100 239 000000009600 SH DEFINED 01 SOLE
STEWART INFORMATION SVCS COR COM 860372101 12 000000000600 SH DEFINED 01 SOLE
STILWELL FINL INC COM 860831106 1,218 000000100917 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 175 000000013000 SH DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 139 000000004300 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 5,027 000000087290 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 4,514 000001743099 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 2,705 000000139083 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 1,321 000000043801 SH DEFINED 01 SOLE
SUNRISE ASSISTED LIVING INC COM 86768K106 51 000000002400 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 7,737 000000125855 SH DEFINED 01 SOLE
SUPERIOR INDS INTL INC COM 868168105 164 000000003500 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 1,431 000000088656 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 157 000000009400 SH DEFINED 06 SOLE
SWIFT ENERGY CO COM 870738101 30 000000002900 SH DEFINED 01 SOLE
SWIFT TRANSN CO COM 870756103 199 000000012800 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 382 000000032900 SH DEFINED 01 SOLE
SYLVAN LEARNING SYS INC COM 871399101 23 000000001700 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 1,982 000000058951 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 188 000000005500 SH DEFINED 06 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 777 000000101326 SH DEFINED 01 SOLE
SYNCOR INTL CORP DEL COM 87157J106 12,937 000000402900 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 586 000000015363 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 2,763 000000134008 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 8,316 000000292929 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 1,384 000000048784 SH DEFINED 04 SOLE
TECO ENERGY INC COM 872375100 1,226 000000077220 SH DEFINED 01 SOLE
THQ INC COM NEW 872443403 312 000000015000 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 4,415 000000259751 SH DEFINED 01 SOLE
TRW INC COM 872649108 21,183 000000361794 SH DEFINED 01 SOLE
TMP WORLDWIDE INC COM 872941109 679 000000075542 SH DEFINED 01 SOLE
TXU CORP COM 873168108 5,515 000000132227 SH DEFINED 01 SOLE
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 252 000000008700 SH DEFINED 01 SOLE
TALISMAN ENERGY INC COM 87425E103 100 000000002500 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 13,594 000000460526 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 327 000000012400 SH DEFINED 01 SOLE
TECHNITROL INC COM 878555101 22 000000001500 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 3,769 000000096661 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TECUMSEH PRODS CO CL A 878895200 25 000000000600 SH DEFINED 01 SOLE
TEKELEC COM 879101103 151 000000017600 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 853 000000051923 SH DEFINED 01 SOLE
TELEFLEX INC COM 879369106 100 000000002200 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 4,131 000000081900 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 87 000000001700 SH DEFINED 06 SOLE
TELLABS INC COM 879664100 948 000000233119 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 1,196 000000030980 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 10,684 000000215845 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 341 000000006900 SH DEFINED 06 SOLE
TERADYNE INC COM 880770102 790 000000082333 SH DEFINED 01 SOLE
TEXAS INDS INC COM 882491103 26 000000001100 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 11,790 000000798267 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 2,891 000000084794 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 83 000000002400 SH DEFINED 06 SOLE
THERMO ELECTRON CORP COM 883556102 1,185 000000073524 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 362 000000025742 SH DEFINED 01 SOLE
3COM CORP COM 885535104 341 000000086600 SH DEFINED 01 SOLE
3M CO COM 88579Y101 19,236 000000174925 SH DEFINED 01 SOLE
TIBCO SOFTWARE INC COM 88632Q103 49 000000013200 SH DEFINED 01 SOLE
TICKETMASTER CL B 88633P203 259 000000017000 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 561 000000020800 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 1,378 000000064341 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 466 000000021000 SH DEFINED 01 SOLE
TOO INC COM 890333107 132 000000005700 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 1,874 000000054727 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 79 000000002300 SH DEFINED 06 SOLE
TOTAL FINA ELF S A SPONSORED 89151E109 52 000000000800 SH DEFINED 01 SOLE
TOTAL SYS SVCS INC COM 891906109 1,236 000000094000 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 1,155 000000113481 SH DEFINED 01 SOLE
TRACTOR SUPPLY CO COM 892356106 12 000000000400 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 675 000000109000 SH DEFINED 01 SOLE
TRANSATLANTIC HLDGS INC COM 893521104 19 000000000300 SH DEFINED 01 SOLE
TRANSKARYOTIC THERAPIES INC COM 893735100 586 000000018100 SH DEFINED 01 SOLE
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 25,023 000001849491 SH DEFINED 01 SOLE
TREDEGAR CORP COM 894650100 15 000000000900 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 265 000000007000 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 6,556 000000156811 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 118 000000002800 SH DEFINED 06 SOLE
TRINITY INDS INC COM 896522109 60 000000003700 SH DEFINED 01 SOLE
TRIUMPH GROUP INC NEW COM 896818101 42 000000001500 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 466 000000028044 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 13,832 000000981045 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 2,227 000000158000 SH DEFINED 04 SOLE
TYSON FOODS INC CL A 902494103 62 000000005400 SH DEFINED 01 SOLE
UIL HLDG CORP COM 902748102 24 000000000700 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0UST INC COM 902911106 2,390 000000084731 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 16,017 000000862090 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 7,803 000000420000 SH DEFINED 04 SOLE
US BANCORP DEL COM NEW 902973304 150 000000008200 SH DEFINED 06 SOLE
USA INTERACTIVE COM 902984103 1,861 000000096047 SH DEFINED 01 SOLE
URS CORP NEW COM 903236107 24 000000001500 SH DEFINED 01 SOLE
US ONCOLOGY INC COM 90338W103 28 000000003500 SH DEFINED 01 SOLE
UNILAB CORP NEW COM NEW 904763208 209 000000010000 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 47 000000000800 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 7,570 000000130819 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 59 000000001000 SH DEFINED 06 SOLE
UNION PLANTERS CORP COM 908068109 2,830 000000103089 SH DEFINED 01 SOLE
UNIONBANCAL CORP COM 908906100 911 000000021700 SH DEFINED 01 SOLE
UNISOURCE ENERGY CORP COM 909205106 3 000000000200 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 998 000000142713 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 30,870 000000493692 SH DEFINED 01 SOLE
UNITED RENTALS INC COM 911363109 136 000000016200 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW COM 912909108 522 000000044965 SH DEFINED 01 SOLE
UNITED STATIONERS INC COM 913004107 47 000000001800 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 11,767 000000208307 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 158 000000002800 SH DEFINED 06 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 12,009 000000137687 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 69 000000000800 SH DEFINED 06 SOLE
UNIVERSAL COMPRESSION HLDGS COM 913431102 4 000000000300 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 2,552 000000111971 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 3,918 000000124841 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 2,307 000000113395 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 345 000000017000 SH DEFINED 04 SOLE
USFREIGHTWAYS CORP COM 916906100 229 000000008000 SH DEFINED 01 SOLE
UTSTARCOM INC COM 918076100 63 000000003900 SH DEFINED 06 SOLE
V F CORP COM 918204108 1,809 000000050305 SH DEFINED 01 SOLE
V F CORP COM 918204108 160 000000004300 SH DEFINED 06 SOLE
VAIL RESORTS INC COM 91879Q109 2 000000000200 SH DEFINED 01 SOLE
VALASSIS COMMUNICATIONS INC COM 918866104 192 000000005500 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 63 000000002400 SH DEFINED 01 SOLE
VARCO INTL INC DEL COM 922122106 428 000000025300 SH DEFINED 01 SOLE
VARIAN MED SYS INC COM 92220P105 30 000000000700 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 128 000000004400 SH DEFINED 06 SOLE
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 294 000000017884 SH DEFINED 01 SOLE
VEECO INSTRS INC DEL COM 922417100 63 000000005900 SH DEFINED 01 SOLE
VERITY INC COM 92343C106 30 000000003100 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 246 000000048910 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 33,409 000001217536 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 547,021 000019946100 SH DEFINED 02 SOLE
VERIZON COMMUNICATIONS COM 92343V104 33,394 000001217000 SH DEFINED 04 SOLE
VERITAS SOFTWARE CO COM 923436109 4,269 000000291012 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0VERIZON GLOBAL FDG CORP NOTE 92344GAN6 54,276 000100049000 SH DEFINED 01 SOLE
VIAD CORP COM 92552R109 120 000000005900 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 20,891 000000515200 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 32,169 000000793338 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 249 000000028300 SH DEFINED 01 SOLE
VISTEON CORP COM 92839U107 675 000000071323 SH DEFINED 01 SOLE
VITESSE SEMICONDUCTOR CORP COM 928497106 32 000000047775 SH DEFINED 01 SOLE
VORNADO RLTY TR SH BEN INT 929042109 149 000000003800 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 1,620 000000044816 SH DEFINED 01 SOLE
WGL HLDGS INC COM 92924F106 4 000000000200 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW COM 929903102 22,558 000000690072 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 96,958 000001969099 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 13,915 000000452379 SH DEFINED 01 SOLE
WALTER INDS INC COM 93317Q105 2 000000000200 SH DEFINED 01 SOLE
WARREN BANCORP INC COM 934710104 797 000000051050 SH DEFINED 01 SOLE
WASHINGTON FED INC COM 938824109 93 000000004185 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 14,283 000000453890 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 98 000000003100 SH DEFINED 06 SOLE
WASTE MGMT INC DEL COM 94106L109 6,368 000000273100 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 1,404 000000057925 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 1,479 000000060381 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 32 000000001300 SH DEFINED 06 SOLE
WATTS INDS INC CL A 942749102 13 000000000800 SH DEFINED 01 SOLE
WEBEX INC COM 94767L109 2 000000000200 SH DEFINED 01 SOLE
WEBMD CORP COM 94769M105 29 000000005900 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 120 000000003600 SH DEFINED 01 SOLE
WEIGHT WATCHERS INTL INC NEW COM 948626106 4 000000000100 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 4,796 000000065434 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 334 000000004500 SH DEFINED 06 SOLE
WELLS FARGO & CO NEW COM 949746101 36,411 000000756044 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 169 000000003500 SH DEFINED 06 SOLE
WENDYS INTL INC COM 950590109 1,691 000000051075 SH DEFINED 01 SOLE
WERNER ENTERPRISES INC COM 950755108 11 000000000600 SH DEFINED 01 SOLE
WEST PHARMACEUTICAL SVSC INC COM 955306105 12 000000000600 SH DEFINED 01 SOLE
WESTERN GAS RES INC COM 958259103 59 000000001900 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 146 000000004100 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 139 000000003800 SH DEFINED 06 SOLE
WET SEAL INC CL A 961840105 132 000000013200 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 4,398 000000100486 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 2,009 000000043811 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 117 000000002500 SH DEFINED 06 SOLE
WILLIAMS COS INC DEL COM 969457100 515 000000228087 SH DEFINED 01 SOLE
WILSON GREATBATCH TECHNOLOGI COM 972232102 11 000000000400 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 869 000000066284 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 131 000000009800 SH DEFINED 06 SOLE
WINNEBAGO INDS INC COM 974637100 185 000000004700 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WISCONSIN ENERGY CORP COM 976657106 255 000000010500 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 160 000000006500 SH DEFINED 06 SOLE
WORTHINGTON INDS INC COM 981811102 706 000000037799 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 5,020 000000101440 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 445 000000009000 SH DEFINED 04 SOLE
WYETH COM 983024100 18,900 000000594363 SH DEFINED 01 SOLE
XL CAP LTD DBCV 98372PAB4 6,137 000010000000 SH DEFINED 01 SOLE
XTO ENERGY CORP COM 98385X106 169 000000008200 SH DEFINED 01 SOLE
XCEL ENERGY INC COM 98389B100 1,636 000000175768 SH DEFINED 01 SOLE
XILINX INC COM 983919101 4,241 000000267790 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 1,595 000000322419 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 44 000000008400 SH DEFINED 06 SOLE
YAHOO INC COM 984332106 3,143 000000328497 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 86 000000008200 SH DEFINED 06 SOLE
YORK INTL CORP NEW COM 986670107 11 000000000400 SH DEFINED 01 SOLE
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