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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended March 31, 2004
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
PRIOR FILINGS FOR THE NOMURA GROUP WERE REPORTED UNDER THE NAME NOMURA
SECURITIES COMPANY, WITH CIK NUMBER 0000110097. SUBSEQUENT FILINGS WILL
BE MADE UNDER THE NAME NOMURA HOLDINGS, INC., CIK NUMBER 0001163653.
NOMURA HOLDINGS, INC. (NHI) IS THE PARENT HOLDING COMPANY OF A NUMBER
OF OPERATING SUBSIDIARIES, SOME OF WHICH ARE OR MAY BE INSTITUTIONAL
INVESTMENT MANAGERS FOR THE PURPOSES OF THE REPORTING REQUIREMENTS UNDER
SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 (THE ACT) AND THE RULES
PROMULGATED THEREUNDER. NHI ITSELF DOES NOT DIRECTLY EXERCISE INVESTMENT
DISCRETION WITH RESPECT TO ANY SECTION 13(F) SECURITIES POSITIONS. IN
THAT NHI'S OWNERSHIP INTEREST IN SUCH OPERATING SUBSIDIARIES IS DEEMED THE
EXERCISE OF INVESTMENT DISCRETION REGARDING CERTAIN OF SUCH SUBSIDIARIES'
MANAGED ACCOUNTS, THE INFORMATION REQUIRED BY FORM 13F IS REPORTED BY NHI
ON BEHALF OF CERTAIN OF NHI'S OPERATING SUBSIDIARIES WHICH ARE INSTITUTIONAL
INVESTMENT MANAGERS SUBJECT TO SECTION 13(F)OF THE ACT.
Nomura Holdings Inc.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 001-15270
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY May 17, 2004
------------------------------------------
(Place and Date of Signing)
Report Type:
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1283
Form 13F Information Table Value Total: $10,275,391
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
13F File No.: Name:
------------- ---------------------
6. 28-05739 Global Funds Management, S.A.
------------- ---------------------
2. 28-04985 Nomura International plc
------------- ---------------------
4. 28-04993 Nomura Securities (Bermuda)
------------- ---------------------
1. 28-04983 Nomura Securities International, Inc.
------------- ---------------------
1Page 1 03-02-12 14:47:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
03/31/2004
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 250 000000006000 SH DEFINED 01 SOLE
ACE LTD ORD G0070K103 10,584 000000248105 SH DEFINED 01 SOLE
APEX SILVER MINES LTD ORD G04074103 2,256 000000100000 SH DEFINED 01 SOLE
ACCENTURE LTD BERMUDA CL A G1150G111 1,178 000000047500 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 3,538 000000061883 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 723 000000008464 SH DEFINED 01 SOLE
GARMIN LTD ORD G37260109 632 000000014815 SH DEFINED 01 SOLE
GLOBALSANTAFE CORP SHS G3930E101 574 000000020700 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 7,809 000000115444 SH DEFINED 01 SOLE
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 848 000000018883 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD SHS G6359F103 4,465 000000097613 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 3,585 000000093314 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY SHS G7945J104 243 000000015100 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 5,793 000000207744 SH DEFINED 01 SOLE
WEATHERFORD INTERNATIONAL LT COM G95089101 756 000000017988 SH DEFINED 01 SOLE
WILLIS GROUP HOLDINGS LTD SHS G96655108 3,199 000000086000 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 6,722 000000088407 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 668 000000029363 SH DEFINED 01 SOLE
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 2,217 000000250000 SH DEFINED 01 SOLE
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 346 000000005980 SH DEFINED 01 SOLE
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 216 000000004900 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 2,936 000000171828 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 2,480 000000855196 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 13,317 000000331773 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 1,025 000000049523 SH DEFINED 01 SOLE
AGL RES INC COM 001204106 304 000000010491 SH DEFINED 01 SOLE
AES CORP COM 00130H105 4,761 000000558241 SH DEFINED 01 SOLE
AK STL HLDG CORP COM 001547108 286 000000048800 SH DEFINED SOLE
AMB PROPERTY CORP COM 00163T109 272 000000007341 SH DEFINED 01 SOLE
AMR CORP COM 001765106 220 000000017300 SH DEFINED 01 SOLE
ATI TECHNOLOGIES INC COM 001941103 538 000000032915 SH DEFINED 01 SOLE
AT&T CORP COM NEW 001957505 10,048 000000513445 SH DEFINED 01 SOLE
ATP OIL & GAS CORP COM 00208J108 287 000000045000 SH DEFINED SOLE
AT&T WIRELESS SVCS INC COM 00209A106 30,197 000002218746 SH DEFINED 01 SOLE
AAIPHARMA INC COM 00252W104 153 000000023217 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 40,978 000000997040 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 276 000000008185 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 299 000000018958 SH DEFINED 01 SOLE
ACXIOM CORP COM 005125109 477 000000021766 SH DEFINED 01 SOLE
ADECCO SA SPONSORED 006754105 207 000000015000 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 6,782 000000172572 SH DEFINED 01 SOLE
ADTRAN INC COM 00738A106 418 000000013947 SH DEFINED 01 SOLE
ADVANCED DIGITAL INFORMATION COM 007525108 153 000000013500 SH DEFINED 01 SOLE
ADVANCED FIBRE COMMUNICATION COM 00754A105 440 000000019958 SH DEFINED 01 SOLE
ADVANCED NEUROMODULATION SYS COM 00757T101 209 000000005808 SH DEFINED 01 SOLE
ADVISORY BRD CO COM 00762W107 978 000000026654 SH DEFINED 01 SOLE
1Page 2 04-05-17 11:22:07
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ADVANCED MICRO DEVICES INC COM 007903107 3,910 000000240972 SH DEFINED 01 SOLE
ADVANTA CORP CL B 007942204 1,163 000000070498 SH DEFINED 01 SOLE
ADVENT SOFTWARE INC COM 007974108 328 000000017586 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 8,836 000000098486 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 223 000000004302 SH DEFINED 01 SOLE
AFFYMETRIX INC COM 00826T108 229 000000006800 SH DEFINED 01 SOLE
AGERE SYS INC CL A 00845V100 2,645 000000824200 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 13,078 000004191700 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 896 000000287300 SH DEFINED 04 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 9,950 000000314576 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 7,595 000000151540 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 430 000000020216 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC COM 011659109 332 000000013479 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 316 000000010922 SH DEFINED 01 SOLE
ALBERTO CULVER CO COM 013068101 2,699 000000061544 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 6,008 000000271284 SH DEFINED 01 SOLE
ALCAN INC COM 013716105 349 000000007800 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 19,510 000000562414 SH DEFINED 01 SOLE
ALCATEL SPONSORED 013904305 911 000000057500 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 348 000000010562 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 1,531 000000111681 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,000 000000082695 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 7,620 000000090546 SH DEFINED 01 SOLE
ALLETE INC COM 018522102 696 000000019857 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP COM 018802108 357 000000013727 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 250 000000004600 SH DEFINED 01 SOLE
ALLIED CAP CORP NEW COM 01903Q108 202 000000006700 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 2,897 000000217715 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 378 000000010957 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 20,606 000000453279 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 10,079 000000202039 SH DEFINED 01 SOLE
ALLSTREAM INC CL B LT VT 02004C204 1,730 000000030800 SH DEFINED SOLE
ALTERA CORP COM 021441100 7,255 000000354279 SH DEFINED 01 SOLE
ALTRIA GROUP INC COM 02209S103 75,791 000001391953 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 498 000000011383 SH DEFINED SOLE
AMAZON COM INC COM 023135106 1,515 000000035015 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 5,570 000000075504 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 7,093 000000108662 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 5,758 000000124932 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 496 000000018431 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 10,581 000000321440 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 43,007 000000829461 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 567 000000019015 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 1,286 000000056488 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 112,894 000001582257 SH DEFINED 01 SOLE
AMERICAN MGMT SYS INC COM 027352103 3,184 000000166017 SH DEFINED 01 SOLE
1Page 3 04-05-17 11:22:07
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AMERICAN PHARMACEUTICALS PTN COM 02886P109 279 000000005965 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 3,820 000000166169 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 5,217 000000045864 SH DEFINED 01 SOLE
AMERICAN TOWER CORP CL A 029912201 170 000000015000 SH DEFINED SOLE
AMERICREDIT CORP COM 03060R101 382 000000022464 SH DEFINED 01 SOLE
AMERUS GROUP CO COM 03072M108 339 000000008416 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 4,568 000000083544 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 346 000000013497 SH DEFINED 01 SOLE
AMGEN INC NOTE 031162AE0 15,025 000020000000 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 54,860 000000943432 SH DEFINED 01 SOLE
AMKOR TECHNOLOGY INC COM 031652100 746 000000051000 SH DEFINED SOLE
AMSOUTH BANCORPORATION COM 032165102 5,332 000000226838 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 8,795 000000169595 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 13,371 000000278523 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 1,940 000000110891 SH DEFINED 01 SOLE
ANDRX CORP DEL ANDRX GROU 034553107 1,144 000000042066 SH DEFINED 01 SOLE
ANGIOTECH PHARMACEUTICALS IN COM 034918102 1,360 000000055722 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 26,584 000000521267 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 309 000000007234 SH DEFINED 01 SOLE
ANTHEM INC COM 03674B104 7,867 000000086795 SH DEFINED 01 SOLE
AON CORP DBCV 3.50 037389AT0 20,245 000000145000 PRN DEFINED 01 SOLE
AON CORP COM 037389103 5,496 000000196932 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 9,484 000000219695 SH DEFINED 01 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 2,345 000000075432 SH DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC DEBT 2.25 03760AAE1 14,681 000000135000 PRN DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC COM 03760A101 3,036 000000098961 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 10,583 000000122830 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 7,369 000000272554 SH DEFINED 01 SOLE
APPLEBEES INTL INC COM 037899101 479 000000011607 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 543 000000018151 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 3,153 000000159417 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,324 000000231875 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 27,075 000001269369 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 2,858 000000134031 SH DEFINED 04 SOLE
AQUA AMERICA INC COM 03836W103 311 000000014348 SH DEFINED 01 SOLE
AQUILA INC COM 03840P102 363 000000077276 SH DEFINED 01 SOLE
ARCH COAL INC COM 039380100 755 000000024055 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 7,289 000000432079 SH DEFINED 01 SOLE
ARIAD PHARMACEUTICALS INC COM 04033A100 101 000000010594 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 420 000000016532 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 466 000000023505 SH DEFINED 01 SOLE
ASCENTIAL SOFTWARE CORP COM NEW 04362P207 375 000000017224 SH DEFINED 01 SOLE
ASHANTI GOLDFIELDS LTD GLOB DEP R 043743202 1,361 000000112000 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 2,569 000000055265 SH DEFINED 01 SOLE
ASK JEEVES INC COM 045174109 225 000000006313 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 292 000000006529 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ASTORIA FINL CORP COM 046265104 362 000000009534 SH DEFINED 01 SOLE
ASTRAZENECA PLC SPONSORED 046353108 700 000000015000 SH DEFINED 01 SOLE
ASYST TECHNOLOGY CORP COM 04648X107 114 000000013900 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 267 000000041150 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 2,396 000000076023 SH DEFINED 01 SOLE
AUTOLIV INC COM 052800109 258 000000006300 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 16,093 000000383184 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 3,053 000000179066 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 5,453 000000063439 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 4,986 000000313999 SH DEFINED 01 SOLE
AVENTIS SPONSORED 053561106 1,076 000000014000 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 4,472 000000071900 SH DEFINED 01 SOLE
AVNET INC DBCV 2.00 053807AL7 10,625 000000100000 PRN DEFINED 01 SOLE
AVNET INC COM 053807103 415 000000016955 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 288 000000007838 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 11,244 000000148201 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 12,712 000000360132 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 559 000000033355 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 801 000000031506 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 4,844 000000111954 SH DEFINED 01 SOLE
BP PLC SPONSORED 055622104 209 000000004100 SH DEFINED 01 SOLE
BSB BANCORP COM 055652101 1,379 000000035912 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 2,885 000000147585 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 7,928 000000217351 SH DEFINED 01 SOLE
BALL CORP COM 058498106 2,756 000000040667 SH DEFINED 01 SOLE
BANDAG INC COM 059815100 326 000000006557 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 21,546 000000468400 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 72,168 000000891188 SH DEFINED 01 SOLE
BANK HAWAII CORP COM 062540109 276 000000005961 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 15,983 000000507420 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 545 000000010000 SH DEFINED SOLE
BANK ONE CORP COM 06423A103 47,535 000000871883 SH DEFINED 01 SOLE
BANKNORTH GROUP INC NEW COM 06646R107 234 000000006881 SH DEFINED 01 SOLE
BANTA CORP COM 066821109 429 000000009275 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 3,342 000000034229 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 867 000000026601 SH DEFINED 01 SOLE
BARNESANDNOBLE COM INC CL A 067846105 821 000000271118 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 713 000000030000 SH DEFINED 01 SOLE
BARR PHARMACEUTICALS INC COM 068306109 1,207 000000026298 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 2,203 000000036749 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 12,144 000000393156 SH DEFINED 01 SOLE
BAY VIEW CAP CORP DEL COM 07262L101 267 000000120000 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 886 000000069720 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 5,850 000000066728 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 560 000000010282 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 7,916 000000163295 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BED BATH & BEYOND INC COM 075896100 10,233 000000244231 SH DEFINED 01 SOLE
BEL FUSE INC CL A 077347201 1,204 000000042553 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 32,507 000001173995 SH DEFINED 01 SOLE
BELO CORP COM SER A 080555105 312 000000011242 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 1,920 000000073866 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 440 000000011046 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 11,650 000000225261 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,342 000000092577 SH DEFINED 01 SOLE
BIO RAD LABS INC CL A 090572207 422 000000007500 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 9,809 000000255726 SH DEFINED 01 SOLE
BIOGEN IDEC INC COM 09062X103 12,720 000000228791 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 80,002 000000563000 SH DEFINED 01 SOLE
BIOVAIL CORP COM 09067J109 262 000000016800 SH DEFINED 01 SOLE
BIOVERIS CORP COM 090676107 237 000000020000 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 3,133 000000055036 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 407 000000012795 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 7,319 000000143430 SH DEFINED 01 SOLE
BLUE RHINO CORP COM 095811105 2,695 000000159131 SH DEFINED 01 SOLE
BLYTH INC COM 09643P108 304 000000009334 SH DEFINED 01 SOLE
BOB EVANS FARMS INC COM 096761101 312 000000009651 SH DEFINED 01 SOLE
BOEING CO COM 097023105 22,607 000000550458 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 2,182 000000062979 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 494 000000020831 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 923 000000010881 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 22,525 000000531512 SH DEFINED 01 SOLE
BOWATER INC COM 102183100 286 000000006564 SH DEFINED 01 SOLE
BOYD GAMING CORP COM 103304101 311 000000013593 SH DEFINED 01 SOLE
BRIGGS & STRATTON CORP COM 109043109 222 000000003300 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 405 000000010683 SH DEFINED 01 SOLE
BRINKS CO COM 109696104 401 000000014560 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 656 000000027100 SH DEFINED SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 33,279 000001373494 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 277 000000011467 SH DEFINED 04 SOLE
BROADCOM CORP CL A 111320107 8,718 000000223502 SH DEFINED 01 SOLE
BROWN & BROWN INC COM 115236101 271 000000007003 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 565 000000011200 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 4,305 000000090334 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 2,886 000000070702 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 7,451 000000236559 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 8,360 000000131391 SH DEFINED 01 SOLE
CBRL GROUP INC NOTE 12489VAB2 12,468 000025000000 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 418 000000010550 SH DEFINED 01 SOLE
C D W CORP COM 12512N105 1,745 000000025810 SH DEFINED 01 SOLE
CEC ENTMT INC COM 125137109 343 000000009900 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 720 000000017354 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 5,421 000000091861 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CMS ENERGY CORP COM 125896100 1,139 000000127366 SH DEFINED 01 SOLE
CNF INC COM 12612W104 576 000000017147 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 337 000000019657 SH DEFINED 01 SOLE
CSX CORP COM 126408103 5,374 000000177446 SH DEFINED 01 SOLE
CVS CORP COM 126650100 9,879 000000279872 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 686 000000030000 SH DEFINED SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 1,656 000000072400 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 317 000000009682 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 293 000000006965 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 251 000000017076 SH DEFINED 01 SOLE
CAESARS ENTMT INC COM 127687101 237 000000018195 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 471 000000024823 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 1,794 000000384276 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 7,099 000000260330 SH DEFINED 01 SOLE
CANADIAN NATL RY CO COM 136375102 648 000000016500 SH DEFINED SOLE
CAPITAL ONE FINL CORP COM 14040H105 11,127 000000147524 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 19,151 000000277964 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 783 000000013857 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 10,180 000000306178 SH DEFINED 01 SOLE
CARLISLE COS INC COM 142339100 311 000000005491 SH DEFINED 01 SOLE
CARMAX INC COM 143130102 1,159 000000039706 SH DEFINED 01 SOLE
CARNIVAL CORP DBCV 2.00 143658AN2 32,156 000000250000 PRN DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 19,464 000000433421 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 6,134 000000136846 SH DEFINED 02 SOLE
CARNIVAL CORP PAIRED CTF 143658300 6,062 000000135000 SH DEFINED 04 SOLE
CATALINA MARKETING CORP COM 148867104 487 000000025158 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 20,756 000000262509 SH DEFINED 01 SOLE
CENDANT CORP DBCV 3.87 151313AN3 16,500 000000150000 PRN DEFINED 01 SOLE
CENDANT CORP COM 151313103 15,502 000000635600 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC NOTE 3.75 15189TAC1 8,615 000000075000 PRN DEFINED 01 SOLE
CENTERPOINT ENERGY INC COM 15189T107 2,561 000000224097 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 4,771 000000088257 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 2,626 000000095533 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 977 000000017058 SH DEFINED 01 SOLE
CERIDIAN CORP NEW COM 156779100 333 000000016941 SH DEFINED 01 SOLE
CERTEGY INC COM 156880106 332 000000009490 SH DEFINED 01 SOLE
CHARLES RIV LABS INTL INC COM 159864107 447 000000010435 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 5,458 000000154368 SH DEFINED 01 SOLE
CHARTER COMMUNICATIONS INC D CL A 16117M107 1,271 000000269428 SH DEFINED 01 SOLE
CHECKFREE CORP NEW COM 162813109 512 000000017392 SH DEFINED 01 SOLE
CHEESECAKE FACTORY INC COM 163072101 575 000000012481 SH DEFINED 01 SOLE
CHESAPEAKE ENERGY CORP COM 165167107 211 000000015800 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 60,798 000000692627 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 457 000000009857 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 8,982 000000204107 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 257 000000006758 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CHUBB CORP COM 171232101 8,517 000000122481 SH DEFINED 01 SOLE
CHURCH & DWIGHT INC COM 171340102 330 000000007621 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 1,677 000000337482 SH DEFINED 01 SOLE
CIMA LABS INC COM 171796105 1,576 000000050000 SH DEFINED 02 SOLE
CINCINNATI BELL INC NEW COM 171871106 468 000000115121 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 4,678 000000107676 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 4,604 000000112605 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC COM 172737108 1,757 000000155545 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 2,404 000000102000 SH DEFINED SOLE
CISCO SYS INC COM 17275R102 108,689 000004611332 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 1,225 000000052000 SH DEFINED 04 SOLE
CINTAS CORP COM 172908105 6,407 000000147340 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 2,977 000000057600 SH DEFINED SOLE
CITIGROUP INC COM 172967101 168,650 000003262104 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 2,532 000000195702 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 2,788 000000128991 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 511 000000008544 SH DEFINED 01 SOLE
CLAIRES STORES INC COM 179584107 533 000000025590 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 20,599 000000486409 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 6,558 000000134094 SH DEFINED 01 SOLE
COACH INC COM 189754104 346 000000008451 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 76,261 000001516130 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC COM 191219104 7,180 000000297092 SH DEFINED 01 SOLE
COEUR D ALENE MINES CORP IDA COM 192108108 1,094 000000156300 SH DEFINED 01 SOLE
COGNOS INC COM 19244C109 321 000000010337 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 838 000000018537 SH DEFINED 01 SOLE
COLE NATIONAL CORP NEW CL A 193290103 443 000000020100 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 18,902 000000343058 SH DEFINED 01 SOLE
COLONIAL BANCGROUP INC COM 195493309 543 000000029375 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A 20030N101 47,724 000001659416 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A SPL 20030N200 34,237 000001229343 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 6,508 000000119816 SH DEFINED 01 SOLE
COMMERCE BANCORP INC NJ COM 200519106 232 000000003524 SH DEFINED 01 SOLE
COMMSCOPE INC COM 203372107 379 000000022775 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 692 000000024891 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 326 000000007876 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC NOTE 1.62 204912AQ2 20,385 000000135000 PRN DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 9,918 000000369280 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 5,396 000000133807 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 4,379 000000590981 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 5,968 000000329031 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 9,205 000000341705 SH DEFINED 01 SOLE
CONNECTICUT BANCSHARES INC COM 207540105 480 000000009235 SH DEFINED 01 SOLE
CONNETICS CORP COM 208192104 902 000000040964 SH DEFINED 01 SOLE
CONOCOPHILLIPS COM 20825C104 30,627 000000438727 SH DEFINED 01 SOLE
CONSECO INC COM NEW 208464883 3,885 000000172441 SH DEFINED SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CONSOL ENERGY INC COM 20854P109 444 000000016600 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 6,306 000000142998 SH DEFINED 01 SOLE
CONSTELLATION BRANDS INC CL A 21036P108 408 000000012712 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 4,720 000000118163 SH DEFINED 01 SOLE
CONTINENTAL AIRLS INC CL B 210795308 226 000000018100 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 1,602 000000105410 SH DEFINED 01 SOLE
COOPER CAMERON CORP COM 216640102 429 000000009759 SH DEFINED 01 SOLE
COOPER COS INC COM NEW 216648402 302 000000005600 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 1,399 000000069445 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 1,919 000000027635 SH DEFINED 01 SOLE
COPART INC COM 217204106 307 000000014151 SH DEFINED 01 SOLE
CORINTHIAN COLLEGES INC COM 218868107 369 000000011201 SH DEFINED 01 SOLE
CORNING INC COM 219350105 9,510 000000850702 SH DEFINED 01 SOLE
CORPORATE EXECUTIVE BRD CO COM 21988R102 632 000000013449 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 11,979 000000318520 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP COM 222372104 14,691 000000153192 SH DEFINED 01 SOLE
COVANCE INC COM 222816100 440 000000012785 SH DEFINED 01 SOLE
COVENTRY HEALTH CARE INC COM 222862104 426 000000010066 SH DEFINED 01 SOLE
COX COMMUNICATIONS INC NEW CL A 224044107 312 000000009900 SH DEFINED 01 SOLE
CRANE CO COM 224399105 1,449 000000043930 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 142 000000028000 SH DEFINED 01 SOLE
CRAY INC COM 225223106 192 000000029079 SH DEFINED 01 SOLE
CREDENCE SYS CORP COM 225302108 326 000000027442 SH DEFINED 01 SOLE
CREE INC COM 225447101 671 000000030186 SH DEFINED 01 SOLE
CROMPTON CORP COM 227116100 326 000000051128 SH DEFINED 01 SOLE
CROWN CASTLE INTL CORP COM 228227104 289 000000022900 SH DEFINED 01 SOLE
CULLEN FROST BANKERS INC COM 229899109 288 000000006753 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 1,857 000000031777 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 16,308 000000357100 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 412 000000020155 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 423 000000011916 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 347 000000015634 SH DEFINED 01 SOLE
DPL INC COM 233293109 747 000000039873 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 487 000000010746 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 4,596 000000111694 SH DEFINED 01 SOLE
DANA CORP COM 235811106 2,208 000000111204 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 9,588 000000102689 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 2,930 000000118212 SH DEFINED 01 SOLE
DEAN FOODS CO NEW COM 242370104 409 000000012261 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 10,809 000000155956 SH DEFINED 01 SOLE
DEL MONTE FOODS CO COM 24522P103 132 000000011800 SH DEFINED 01 SOLE
DELL INC COM 24702R101 1,143 000000034000 SH DEFINED SOLE
DELL INC COM 24702R101 57,003 000001695522 SH DEFINED 01 SOLE
DELPHI CORP COM 247126105 3,789 000000380506 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,080 000000136411 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 1,484 000000037028 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DENDREON CORP COM 24823Q107 170 000000012836 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 641 000000014468 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 9,302 000000159970 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 455 000000015107 SH DEFINED 01 SOLE
DIAGEO P L C SPON ADR N 25243Q205 222 000000004200 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 1,436 000000050000 SH DEFINED 01 SOLE
DIAMOND OFFSHORE DRILLING IN COM 25271C102 200 000000008300 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 467,640 000004500000 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 1,006 000000020915 SH DEFINED 01 SOLE
DIGENE CORP COM 253752109 981 000000028555 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 1,236 000000064537 SH DEFINED 01 SOLE
DISNEY WALT CO NOTE 2.12 254687AU0 5,525 000000050000 PRN DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 33,523 000001341486 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 5,196 000000270634 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 2,021 000000065518 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 16,928 000000263266 SH DEFINED 01 SOLE
DONALDSON INC COM 257651109 402 000000015156 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 5,680 000000187769 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 5,008 000000129181 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 26,062 000000647044 SH DEFINED 01 SOLE
DOW JONES & CO INC COM 260561105 2,863 000000059766 SH DEFINED 01 SOLE
DREYERS GRAND ICE CREAM HL I COM A CALL 261877104 791 000000010000 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 29,110 000000689504 SH DEFINED 01 SOLE
DUKE ENERGY CORP NOTE 1.75 264399EJ1 17,758 000000165000 PRN DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 12,935 000000572387 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL NE COM 26483E100 375 000000007015 SH DEFINED 01 SOLE
DUQUESNE LT HLDGS INC COM 266233105 308 000000015822 SH DEFINED 01 SOLE
DYCOM INDS INC COM 267475101 547 000000020642 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 1,190 000000300610 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 22,915 000001683744 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 643 000000022846 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 3,625 000000079008 SH DEFINED 01 SOLE
E TRADE FINANCIAL CORP COM 269246104 230 000000017280 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 2,235 000000052384 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 8,991 000000343566 SH DEFINED 01 SOLE
EATON CORP COM 278058102 6,034 000000107389 SH DEFINED 01 SOLE
EATON VANCE CORP COM NON VT 278265103 297 000000007802 SH DEFINED 01 SOLE
EBAY INC COM 278642103 31,893 000000460361 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 3,332 000000101768 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 4,655 000000163164 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 4,988 000000205384 SH DEFINED 01 SOLE
EDUCATION MGMT CORP COM 28139T101 446 000000014029 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 401 000000012575 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 509 000000013036 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 3,199 000000449979 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 11,701 000000217742 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ELECTRONIC DATA SYS NEW COM 285661104 6,221 000000321528 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 599 000000010000 SH DEFINED SOLE
EMERSON ELEC CO COM 291011104 16,563 000000276422 SH DEFINED 01 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 331 000000013905 SH DEFINED 01 SOLE
ENERGY EAST CORP COM 29266M109 259 000000010231 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 305 000000006540 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 2,544 000000085138 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 500 000000011052 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 8,789 000000147721 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 2,459 000000095252 SH DEFINED 01 SOLE
EQUITABLE RES INC COM 294549100 283 000000006382 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 7,300 000000252697 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,271 000000176611 SH DEFINED 01 SOLE
ERESEARCHTECHNOLOGY INC COM 29481V108 204 000000007301 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR B SEK 294821608 1,735 000000062500 SH DEFINED 01 SOLE
ESPEED INC CL A 296643109 3,544 000000169088 SH DEFINED 01 SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 288 000000007000 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 14,485 000000210338 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 858 000000021801 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 4,226 000000056692 SH DEFINED 01 SOLE
EXTENDED STAY AMER INC COM 30224P101 2,620 000000135287 SH DEFINED 01 SOLE
EXULT INC DEL COM 302284104 74 000000012085 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 1,422 000000034200 SH DEFINED SOLE
EXXON MOBIL CORP COM 30231G102 166,005 000003991476 SH DEFINED 01 SOLE
FMC TECHNOLOGIES INC COM 30249U101 424 000000015695 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 518 000000012104 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 8,005 000000119760 SH DEFINED 01 SOLE
FTI CONSULTING INC COM 302941109 194 000000011700 SH DEFINED 01 SOLE
FAIR ISAAC CORP COM 303250104 727 000000020158 SH DEFINED 01 SOLE
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 426 000000017748 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 4,436 000000123395 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 672 000000012520 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 27,470 000000465136 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 52,946 000000712128 SH DEFINED 01 SOLE
FEDERAL SIGNAL CORP COM 313855108 314 000000015842 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 6,325 000000117035 SH DEFINED 01 SOLE
FEDERATED INVS INC PA CL B 314211103 2,330 000000074161 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 300 000000004000 SH DEFINED SOLE
FEDEX CORP COM 31428X106 14,139 000000188127 SH DEFINED 01 SOLE
FERRO CORP COM 315405100 324 000000012422 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 415 000000010501 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 20,205 000000364922 SH DEFINED 01 SOLE
FIRST AMERN CORP CALIF COM 318522307 661 000000021731 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 28,293 000000671107 SH DEFINED 01 SOLE
FIRST HEALTH GROUP CORP COM 320960107 787 000000036003 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 4,066 000000085253 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FISERV INC COM 337738108 6,757 000000188904 SH DEFINED 01 SOLE
FIRSTMERIT CORP COM 337915102 313 000000012021 SH DEFINED 01 SOLE
FIRSTFED AMER BANCORP INC COM 337929103 2,817 000000101100 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 8,109 000000207522 SH DEFINED 01 SOLE
FISHER SCIENTIFIC INTL INC NOTE 3.25 338032AX3 21,250 000000200000 PRN DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 64,860 000001444547 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 14,038 000000311521 SH DEFINED 02 SOLE
FLORIDA BANKS INC COM 340560101 1,309 000000058400 SH DEFINED 01 SOLE
FLUOR CORP NEW NOTE 1.50 343412AA0 25,281 000000250000 PRN DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 2,264 000000058521 SH DEFINED 01 SOLE
FLOWSERVE CORP COM 34354P105 407 000000019463 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 350 000000013600 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 16,282 000001199868 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 18,576 000000259380 SH DEFINED 01 SOLE
FOREST OIL CORP COM PAR $0 346091705 776 000000030758 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 7,284 000000095056 SH DEFINED 01 SOLE
FOUNDRY NETWORKS INC COM 35063R100 172 000000010036 SH DEFINED 01 SOLE
FOX ENTMT GROUP INC CL A 35138T107 1,588 000000058600 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 8,866 000000159243 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 4,911 000000125642 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 559 000000017365 SH DEFINED 01 SOLE
GATX CORP COM 361448103 486 000000021945 SH DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 318 000000009766 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 15,252 000000173045 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 12,863 000000586841 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 1,139 000000097782 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 1,524 000000288698 SH DEFINED 01 SOLE
GEMSTAR-TV GUIDE INTL INC COM 36866W106 196 000000029324 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 3,216 000000030400 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 937 000000010500 SH DEFINED SOLE
GENERAL DYNAMICS CORP COM 369550108 11,685 000000130812 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 2,221 000000072800 SH DEFINED SOLE
GENERAL ELEC CO COM 369604103 189,149 000006197550 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 11,457 000000245458 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 753 000000016000 SH DEFINED SOLE
GENERAL MTRS CORP COM 370442105 20,978 000000445395 SH DEFINED 01 SOLE
GENERAL MTRS CORP DEB SR CON 370442733 38,250 000000015000 PRN DEFINED 01 SOLE
GENTEX CORP COM 371901109 652 000000015045 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 3,689 000000112769 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 9,581 000000204810 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 5,577 000000165554 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 3,060 000000055192 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 1,329 000000034000 SH DEFINED SOLE
GILLETTE CO COM 375766102 25,134 000000642823 SH DEFINED 01 SOLE
GLATFELTER COM 377316104 380 000000033829 SH DEFINED 01 SOLE
GOLDEN STAR RES LTD CDA COM 38119T104 786 000000110000 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GOLDEN WEST FINL CORP DEL COM 381317106 10,946 000000097780 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 38,384 000000367845 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 2,234 000000079619 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 1,203 000000140908 SH DEFINED 01 SOLE
GRACO INC COM 384109104 233 000000008034 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 2,880 000000060012 SH DEFINED 01 SOLE
GRANITE BROADCASTING CORP COM 387241102 167 000000100000 SH DEFINED SOLE
GRANITE CONSTR INC COM 387328107 349 000000014723 SH DEFINED 01 SOLE
GRANT PRIDECO INC COM 38821G101 321 000000020758 SH DEFINED 01 SOLE
GRAPHIC PACKAGING CORP DEL COM 388688103 73 000000015000 SH DEFINED 01 SOLE
GRAY TELEVISION INC CL A 389375205 1,620 000000114500 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 1,127 000000047269 SH DEFINED 01 SOLE
GREAT LAKES REIT INC COM 390752103 774 000000050000 SH DEFINED 01 SOLE
GREAT PLAINS ENERGY INC COM 391164100 456 000000013504 SH DEFINED 01 SOLE
GREATER BAY BANCORP COM 391648102 312 000000010675 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 15,512 000000354894 SH DEFINED 01 SOLE
GRUPO TMM S A SP ADR A S 40051D105 235 000000085000 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 258 000000004374 SH DEFINED 01 SOLE
GUCCI GROUP N V COM NY REG 401566104 6,837 000000080000 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 1,394 000000022000 SH DEFINED SOLE
GUIDANT CORP COM 401698105 13,522 000000213393 SH DEFINED 01 SOLE
HCA INC COM 404119109 14,445 000000355629 SH DEFINED 01 SOLE
HCC INS HLDGS INC COM 404132102 423 000000013088 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 8,783 000000289022 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 39,861 000000912369 SH DEFINED 01 SOLE
HANOVER COMPRESSOR CO COM 410768105 431 000000035717 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 10,474 000000196377 SH DEFINED 01 SOLE
HARMAN INTL INDS INC COM 413086109 811 000000010194 SH DEFINED 01 SOLE
HARMONIC INC COM 413160102 152 000000015697 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 4,009 000000073038 SH DEFINED 01 SOLE
HARRIS CORP DEL COM 413875105 498 000000010297 SH DEFINED 01 SOLE
HARSCO CORP COM 415864107 396 000000008721 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 301 000000012858 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 573 000000009000 SH DEFINED SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 12,445 000000195372 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 2,626 000000120744 SH DEFINED 01 SOLE
HAWAIIAN ELEC INDUSTRIES COM 419870100 431 000000008317 SH DEFINED 01 SOLE
HAWTHORNE FINL CORP COM 420542102 2,872 000000065237 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 3,877 000000167063 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 5,338 000000214135 SH DEFINED 01 SOLE
HEICO CORP NEW CL A 422806208 2,735 000000222250 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 8,621 000000231214 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 376 000000013148 SH DEFINED 01 SOLE
HENRY JACK & ASSOC INC COM 426281101 325 000000017031 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 1,082 000000094263 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 7,087 000000085549 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HEWLETT PACKARD CO COM 428236103 48,382 000002118342 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 297 000000012658 SH DEFINED 01 SOLE
HIGHWOODS PPTYS INC COM 431284108 308 000000011757 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 379 000000005583 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 4,127 000000253973 SH DEFINED 01 SOLE
HOLLYWOOD ENTMT CORP COM 436141105 139 000000010292 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 1,643 000000044000 SH DEFINED SOLE
HOME DEPOT INC COM 437076102 55,403 000001482976 SH DEFINED 01 SOLE
HON INDS INC COM 438092108 511 000000013772 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 18,438 000000544701 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP N COM 440327104 354 000000022526 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 302 000000010309 SH DEFINED 01 SOLE
HOSPITALITY PPTYS TR COM SH BEN 44106M102 273 000000005897 SH DEFINED 01 SOLE
HOVNANIAN ENTERPRISES INC CL A 442487203 223 000000005190 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 17,055 000000438100 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 316 000000007876 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 2,555 000000134374 SH DEFINED 01 SOLE
HUMAN GENOME SCIENCES INC COM 444903108 172 000000013740 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS INC COM 445658107 333 000000011837 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 3,851 000000174849 SH DEFINED 01 SOLE
HUTCHINSON TECHNOLOGY INC COM 448407106 534 000000019042 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 1,101 000000029830 SH DEFINED 01 SOLE
IMC GLOBAL INC COM 449669100 326 000000022840 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 4,614 000000198405 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 665 000000021335 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 4,503 000000059003 SH DEFINED 01 SOLE
IDACORP INC COM 451107106 350 000000011713 SH DEFINED 01 SOLE
ILEX ONCOLOGY INC COM 451923106 1,435 000000060000 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 15,726 000000198486 SH DEFINED 01 SOLE
IMATION CORP COM 45245A107 304 000000008104 SH DEFINED 01 SOLE
IMCLONE SYS INC COM 45245W109 213 000000004200 SH DEFINED 01 SOLE
INCO LTD COM 453258402 1,385 000000040000 SH DEFINED SOLE
INCO LTD COM 453258402 419 000000012100 SH DEFINED 01 SOLE
INCYTE CORP COM 45337C102 276 000000033300 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 361 000000008870 SH DEFINED 01 SOLE
INDYMAC BANCORP INC COM 456607100 292 000000008064 SH DEFINED 01 SOLE
INFORMATICA CORP COM 45666Q102 102 000000011944 SH DEFINED 01 SOLE
INGRAM MICRO INC CL A 457153104 193 000000010700 SH DEFINED 01 SOLE
INSTINET GROUP INC COM 457750107 4,228 000000599800 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 297 000000011877 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 573 000000038249 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 924 000000034000 SH DEFINED SOLE
INTEL CORP COM 458140100 116,316 000004276328 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 843 000000031000 SH DEFINED 04 SOLE
INTERACTIVECORP COM 45840Q101 6,907 000000218393 SH DEFINED 01 SOLE
INTERDIGITAL COMMUNICATIONS COM 45866A105 210 000000012041 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INTERGRAPH CORP COM 458683109 974 000000040163 SH DEFINED 01 SOLE
INTERMUNE INC COM 45884X103 791 000000040615 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 303 000000003300 SH DEFINED SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 100,718 000001096669 SH DEFINED 01 SOLE
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,609 000000073511 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 10,094 000000224530 SH DEFINED 01 SOLE
INTERNATIONAL MULTIFOODS COR COM 460043102 741 000000030000 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 14,904 000000352697 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 271 000000005894 SH DEFINED 01 SOLE
INTERNATIONAL SPEEDWAY CORP CL A 460335201 388 000000008256 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 24,635 000000484000 SH DEFINED 01 SOLE
INTERNET SEC SYS INC COM 46060X107 326 000000018491 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 1,508 000000067642 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 4,208 000000273621 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 365 000000032132 SH DEFINED 01 SOLE
INTUIT COM 461202103 7,562 000000169450 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 2,711 000000037818 SH DEFINED 01 SOLE
INVISION TECHNOLOGIES INC NOTE 3.00 461851AB3 7,837 000000050000 PRN DEFINED 01 SOLE
INVISION TECHNOLOGIES INC COM 461851107 7,357 000000148136 SH DEFINED 01 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 780 000000018892 SH DEFINED 01 SOLE
IRWIN FINL CORP COM 464119106 210 000000007800 SH DEFINED 01 SOLE
IVAX CORP COM 465823102 459 000000020180 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 4,549 000001117934 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 1,971 000000047000 SH DEFINED SOLE
J P MORGAN CHASE & CO COM 46625H100 54,287 000001294100 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 3,765 000000127963 SH DEFINED 01 SOLE
JACK IN THE BOX INC COM 466367109 244 000000009800 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 283 000000006365 SH DEFINED 01 SOLE
JANUS CAP GROUP INC COM 47102X105 2,682 000000163778 SH DEFINED 01 SOLE
JEFFERIES GROUP INC NEW COM 472319102 397 000000011263 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 4,918 000000089408 SH DEFINED 01 SOLE
JETBLUE AWYS CORP COM 477143101 1,896 000000075119 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 1,420 000000028000 SH DEFINED SOLE
JOHNSON & JOHNSON COM 478160104 97,345 000001919266 SH DEFINED 01 SOLE
JOHNSON CTLS INC COM 478366107 7,080 000000119702 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 3,326 000000092026 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 2,216 000000085181 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 260 000000010000 SH DEFINED 04 SOLE
KLA-TENCOR CORP COM 482480100 7,758 000000154296 SH DEFINED 01 SOLE
KB HOME COM 48666K109 2,635 000000032621 SH DEFINED 01 SOLE
KEANE INC COM 486665102 357 000000022689 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 10,335 000000263381 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 541 000000013800 SH DEFINED 01 SOLE
KELLY SVCS INC CL A 488152208 320 000000010838 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 336 000000023455 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 375 000000009107 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0KERR MCGEE CORP COM 492386107 3,641 000000070701 SH DEFINED 01 SOLE
KEY ENERGY SVCS INC COM 492914106 141 000000012900 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 8,716 000000287781 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 3,910 000000102328 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 20,532 000000325395 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS COM 49455P101 5,107 000000081042 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 3,610 000000214420 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 3,982 000000054364 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 10,765 000000222758 SH DEFINED 01 SOLE
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 312 000000010800 SH DEFINED 01 SOLE
KORN FERRY INTL COM NEW 500643200 329 000000020611 SH DEFINED 01 SOLE
KRAFT FOODS INC CL A 50075N104 1,421 000000044400 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 758 000000022080 SH DEFINED 01 SOLE
KROGER CO COM 501044101 8,826 000000530428 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 2,369 000000253684 SH DEFINED 01 SOLE
LTX CORP COM 502392103 319 000000021226 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 434 000000007311 SH DEFINED 01 SOLE
LA JOLLA PHARMACEUTICAL CO COM 503459109 179 000000065000 SH DEFINED 01 SOLE
LA Z BOY INC COM 505336107 302 000000013900 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS NOTE 50540RAC6 36,875 000050000000 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 378 000000033776 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 732 000000029157 SH DEFINED 01 SOLE
LAMAR ADVERTISING CO CL A 512815101 730 000000018099 SH DEFINED 01 SOLE
LANCASTER COLONY CORP COM 513847103 307 000000007611 SH DEFINED 01 SOLE
LANDEC CORP COM 514766104 1,106 000000132300 SH DEFINED SOLE
LANDAMERICA FINL GROUP INC COM 514936103 479 000000010600 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 357 000000040911 SH DEFINED 01 SOLE
LEAPFROG ENTERPRISES INC CL A 52186N106 1,246 000000064400 SH DEFINED 01 SOLE
LEAR CORP NOTE 521865AG0 15,975 000030000000 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 570 000000009202 SH DEFINED 01 SOLE
LEE ENTERPRISES INC COM 523768109 295 000000006533 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 2,977 000000125596 SH DEFINED 01 SOLE
LEGG MASON INC COM 524901105 352 000000003796 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 14,600 000000176182 SH DEFINED 01 SOLE
LENNAR CORP CL A 526057104 348 000000006459 SH DEFINED 01 SOLE
LENNAR CORP CL B 526057302 23,204 000000455800 SH DEFINED 01 SOLE
LEUCADIA NATL CORP COM 527288104 1,199 000000022506 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 942 000000235672 SH DEFINED 01 SOLE
LEVITT CORP CL A 52742P108 246 000000010000 SH DEFINED 02 SOLE
LEXMARK INTL NEW CL A 529771107 506 000000005500 SH DEFINED SOLE
LEXMARK INTL NEW CL A 529771107 7,528 000000081829 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 8,459 000000772600 SH DEFINED 01 SOLE
LIBERTY PPTY TR SH BEN INT 531172104 249 000000005547 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 326 000000010096 SH DEFINED 01 SOLE
LIGAND PHARMACEUTICALS INC CL B 53220K207 438 000000021838 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 49,235 000000735951 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LIMITED BRANDS INC COM 532716107 6,710 000000335509 SH DEFINED 01 SOLE
LINCARE HLDGS INC DBCV 3.00 532791AB6 2,531 000000025000 PRN DEFINED 01 SOLE
LINCARE HLDGS INC COM 532791100 1,180 000000037586 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 5,382 000000113743 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 11,025 000000297259 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 3,109 000000084761 SH DEFINED 01 SOLE
LOCAL FINL CORP COM 539553107 2,267 000000104000 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 13,408 000000293794 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 6,978 000000118160 SH DEFINED 01 SOLE
LONGS DRUG STORES CORP COM 543162101 371 000000019711 SH DEFINED 01 SOLE
LONGVIEW FIBRE CO COM 543213102 358 000000032151 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 1,910 000000074043 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 28,128 000000501129 SH DEFINED 01 SOLE
LUBRIZOL CORP COM 549271104 310 000000009852 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 10,878 000002646795 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 319 000000021522 SH DEFINED 01 SOLE
M & T BK CORP COM 55261F104 8,425 000000093772 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 6,665 000000106305 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 22,620 000000818696 SH DEFINED 01 SOLE
MDU RES GROUP INC COM 552690109 281 000000011995 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 4,113 000000064046 SH DEFINED 01 SOLE
MGI PHARMA INC COM 552880106 1,623 000000026506 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 430 000000009500 SH DEFINED 01 SOLE
MPS GROUP INC COM 553409103 320 000000028808 SH DEFINED 01 SOLE
MACK CALI RLTY CORP COM 554489104 281 000000006277 SH DEFINED 01 SOLE
MACROVISION CORP COM 555904101 433 000000022963 SH DEFINED 01 SOLE
MACROMEDIA INC COM 556100105 529 000000026402 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC COM NEW 559079207 5,090 000000181548 SH DEFINED SOLE
MANDALAY RESORT GROUP DBCV 562567AK3 6,468 000000048000 PRN DEFINED 01 SOLE
MANDALAY RESORT GROUP COM 562567107 377 000000006592 SH DEFINED 01 SOLE
MANHATTAN ASSOCS INC COM 562750109 213 000000007673 SH DEFINED 01 SOLE
MANITOWOC INC COM 563571108 313 000000010600 SH DEFINED 01 SOLE
MANOR CARE INC NEW NOTE 2.12 564055AE1 9,289 000000072500 PRN DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 2,194 000000062177 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 249 000000005362 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 8,620 000000256030 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 15,575 000000336402 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 5,550 000000146803 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 6,753 000000158715 SH DEFINED 01 SOLE
MARTEK BIOSCIENCES CORP COM 572901106 885 000000015545 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 514 000000011144 SH DEFINED 01 SOLE
MARVEL ENTERPRISES INC COM 57383M108 205 000000010700 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 8,681 000000285191 SH DEFINED 01 SOLE
MASSEY ENERGY CORP COM 576206106 216 000000009800 SH DEFINED 01 SOLE
MATRIXONE INC COM 57685P304 253 000000034900 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 5,042 000000273450 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MAXIM INTEGRATED PRODS INC COM 57772K101 12,792 000000272357 SH DEFINED 01 SOLE
MAXTOR CORP COM NEW 577729205 863 000000106000 SH DEFINED 01 SOLE
MAXWELL SHOE INC CL A 577766108 225 000000010000 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 6,956 000000201164 SH DEFINED 01 SOLE
MAVERICK TUBE CORP COM 577914104 200 000000008500 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,763 000000055868 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 3,010 000000089799 SH DEFINED 01 SOLE
MCDATA CORP CL A 580031201 517 000000073505 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 25,939 000000907936 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 456 000000006000 SH DEFINED SOLE
MCGRAW HILL COS INC COM 580645109 9,909 000000130145 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 5,832 000000193840 SH DEFINED 01 SOLE
MEADWESTVACO CORP COM 583334107 4,162 000000147132 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5,831 000000171526 SH DEFINED 01 SOLE
MEDIA GEN INC CL A 584404107 334 000000004969 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 5,252 000000227566 SH DEFINED 01 SOLE
MEDTRONIC INC DBCV 1.25 585055AB2 11,371 000000110000 PRN DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 37,936 000000794488 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 9,024 000000288421 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 321 000000018052 SH DEFINED 01 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 522 000000012182 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 61,561 000001393102 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 5,235 000000116869 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 1,807 000000035748 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 36,680 000000615865 SH DEFINED 01 SOLE
METALS USA INC COM NEW 591324207 1,777 000000137500 SH DEFINED SOLE
METLIFE INC COM 59156R108 17,363 000000486634 SH DEFINED 01 SOLE
METRIS COS INC COM 591598107 114 000000014300 SH DEFINED 01 SOLE
MICHAELS STORES INC COM 594087108 354 000000007300 SH DEFINED 01 SOLE
MICREL INC COM 594793101 371 000000027773 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 1,765 000000070800 SH DEFINED SOLE
MICROSOFT CORP COM 594918104 171,243 000006868960 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 1,179 000000044657 SH DEFINED 01 SOLE
MICROMUSE INC COM 595094103 113 000000014521 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 7,805 000000467135 SH DEFINED 01 SOLE
MIDWAY GAMES INC COM 598148104 122 000000016800 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 866 000000051292 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 721 000000027120 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 1,819 000000035406 SH DEFINED 01 SOLE
MINDSPEED TECHNOLOGIES INC COM 602682106 83 000000012796 SH DEFINED 01 SOLE
MINERALS TECHNOLOGIES INC COM 603158106 311 000000005460 SH DEFINED 01 SOLE
MODINE MFG CO COM 607828100 319 000000012255 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 543 000000006597 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 4,381 000000144191 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 32,036 000001229807 SH DEFINED 01 SOLE
MONOLITHIC SYS TECHNOLOGY IN COM 609842109 1,272 000000095000 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MONSANTO CO NEW COM 61166W101 6,098 000000166319 SH DEFINED 01 SOLE
MONSTER WORLDWIDE INC COM 611742107 2,268 000000086602 SH DEFINED 01 SOLE
MONY GROUP INC COM 615337102 1,400 000000044539 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 6,609 000000093356 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 1,392 000000024300 SH DEFINED SOLE
MORGAN STANLEY COM NEW 617446448 39,907 000000696467 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 26,402 000001500122 SH DEFINED 01 SOLE
MULTIMEDIA GAMES INC COM 625453105 202 000000008176 SH DEFINED 01 SOLE
MURPHY OIL CORP COM 626717102 445 000000007071 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 531 000000023392 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 3,015 000000068433 SH DEFINED 01 SOLE
NII HLDGS INC CL B NEW 62913F201 206 000000005900 SH DEFINED 01 SOLE
NPS PHARMACEUTICALS INC COM 62936P103 1,096 000000038433 SH DEFINED 01 SOLE
NTL INC DEL COM 62940M104 4,173 000000070100 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 822,926 000022961114 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 1,918 000000053732 SH DEFINED 02 SOLE
NATIONAL CITY CORP COM 635405103 13,914 000000391081 SH DEFINED 01 SOLE
NATIONAL COMMERCE FINL CORP COM 63545P104 274 000000009605 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 431 000000017541 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 434 000000013808 SH DEFINED 01 SOLE
NATIONAL-OILWELL INC COM 637071101 765 000000027051 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 4,982 000000112147 SH DEFINED 01 SOLE
NATIONWIDE FINL SVCS INC CL A 638612101 371 000000010300 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 2,583 000000056357 SH DEFINED 01 SOLE
NDCHEALTH CORP COM 639480102 206 000000007600 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL A 640204202 951 000000017644 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL B 640204301 7,672 000000153000 SH DEFINED 01 SOLE
NEKTAR THERAPEUTICS COM 640268108 1,387 000000064478 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 274 000000015276 SH DEFINED 01 SOLE
NET2PHONE COM 64108N106 67 000000013100 SH DEFINED 01 SOLE
NETFLIX COM INC COM 64110L106 297 000000008715 SH DEFINED 01 SOLE
NETSCREEN TECHNOLOGIES INC COM 64117V107 5,402 000000148413 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 5,506 000000255756 SH DEFINED 01 SOLE
NEW CENTURY FINANCIAL CORP COM 64352D101 345 000000007120 SH DEFINED 01 SOLE
NEW PLAN EXCEL RLTY TR INC COM 648053106 273 000000009994 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 758 000000022131 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 4,766 000000107849 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 5,003 000000215689 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 536 000000011200 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 12,814 000000274821 SH DEFINED 01 SOLE
NEWPORT CORP COM 651824104 332 000000019880 SH DEFINED 01 SOLE
NEWS CORP LTD ADR NEW 652487703 21,588 000000600000 SH DEFINED 01 SOLE
NEWS CORP LTD SP ADR PFD 652487802 17,108 000000539526 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 24,689 000001001213 SH DEFINED 01 SOLE
NICOR INC COM 654086107 1,264 000000035891 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 13,560 000000174138 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
099 CENTS ONLY STORES COM 65440K106 789 000000032313 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 3,607 000000169772 SH DEFINED 01 SOLE
NOKIA CORP SPONSORED 654902204 2,735 000000134900 SH DEFINED 01 SOLE
NOBLE ENERGY INC COM 655044105 634 000000013468 SH DEFINED 01 SOLE
NORDSON CORP COM 655663102 325 000000008686 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 3,713 000000093074 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 6,583 000000298028 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP NEW COM 656568102 2,849 000000479700 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 4,448 000000105109 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 303 000000016276 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 7,023 000000150746 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 12,278 000000124760 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP CL A 667280101 221 000000021900 SH DEFINED 01 SOLE
NOVARTIS A G SPONSORED 66987V109 511 000000012000 SH DEFINED 01 SOLE
NOVADIGM INC COM 669937104 860 000000141342 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 227 000000020000 SH DEFINED SOLE
NOVELL INC COM 670006105 2,814 000000247344 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 3,985 000000125852 SH DEFINED 01 SOLE
NPTEST HLDG CORP COM 67019A105 354 000000023400 SH DEFINED 01 SOLE
NSTAR COM 67019E107 368 000000007257 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 3,219 000000052365 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 3,247 000000123019 SH DEFINED 01 SOLE
OGE ENERGY CORP COM 670837103 294 000000011157 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 11,807 000000256403 SH DEFINED 01 SOLE
OCEANEERING INTL INC COM 675232102 225 000000007400 SH DEFINED 01 SOLE
ODYSSEY HEALTHCARE INC COM 67611V101 437 000000023215 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 3,745 000000198991 SH DEFINED 01 SOLE
OHIO CAS CORP COM 677240103 316 000000015839 SH DEFINED 01 SOLE
OIL SVC HOLDRS TR DEPOSTRY R 678002106 22,122 000000315000 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 299 000000012185 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 348 000000019504 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 855 000000019302 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 9,740 000000121383 SH DEFINED 01 SOLE
ON SEMICONDUCTOR CORP COM 682189105 188 000000025000 SH DEFINED SOLE
ON SEMICONDUCTOR CORP COM 682189105 188 000000025000 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 647 000000028702 SH DEFINED 01 SOLE
OPENWAVE SYS INC COM NEW 683718308 185 000000013900 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 150 000000012500 SH DEFINED SOLE
ORACLE CORP COM 68389X105 45,558 000003796505 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 362 000000009057 SH DEFINED 01 SOLE
OSHKOSH TRUCK CORP COM 688239201 345 000000006200 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 419 000000008621 SH DEFINED 01 SOLE
OVERSEAS SHIPHOLDING GROUP I COM 690368105 405 000000011116 SH DEFINED 01 SOLE
OVERSTOCK COM INC DEL COM 690370101 224 000000007278 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 220 000000015700 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 1,931 000000039544 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PG&E CORP COM 69331C108 7,671 000000264796 SH DEFINED 01 SOLE
P F CHANGS CHINA BISTRO INC COM 69333Y108 205 000000004087 SH DEFINED 01 SOLE
PMA CAP CORP CL A 693419202 2,003 000000330000 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 2,788 000000164345 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 2,259 000000060477 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 9,908 000000178793 SH DEFINED 01 SOLE
PNM RES INC COM 69349H107 484 000000016119 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 6,525 000000111929 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 5,339 000000117093 SH DEFINED 01 SOLE
PSS WORLD MED INC COM 69366A100 150 000000013453 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 7,331 000000130810 SH DEFINED 01 SOLE
PACIFIC SUNWEAR CALIF INC COM 694873100 205 000000008328 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 338 000000008547 SH DEFINED 01 SOLE
PACKAGING CORP AMER COM 695156109 325 000000014411 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 2,352 000000105737 SH DEFINED 01 SOLE
PALL CORP COM 696429307 2,367 000000104344 SH DEFINED 01 SOLE
PALMONE INC COM 69713P107 233 000000010900 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 415 000000016973 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,246 000000275856 SH DEFINED 01 SOLE
PARKER DRILLING CO COM 701081101 625 000000150000 SH DEFINED SOLE
PARKER DRILLING CO COM 701081101 671 000000161100 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 4,681 000000082860 SH DEFINED 01 SOLE
PARTNERS TRUST FINCL GROUP I COM 70213A103 513 000000015000 SH DEFINED 01 SOLE
PATHMARK STORES INC NEW COM 70322A101 95 000000012000 SH DEFINED 01 SOLE
PATRIOT BANK CORP PA COM 70335P103 1,419 000000048412 SH DEFINED 01 SOLE
PATTERSON DENTAL CO COM 703412106 945 000000013804 SH DEFINED 01 SOLE
PATTERSON UTI ENERGY INC COM 703481101 1,175 000000033210 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 10,934 000000307154 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 360 000000025801 SH DEFINED 01 SOLE
PEABODY ENERGY CORP COM 704549104 1,129 000000024281 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP CL A 707389102 442 000000029500 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 6,124 000000176082 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 280 000000004746 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 1,365 000000030580 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 5,919 000000320171 SH DEFINED 01 SOLE
PEPCO HOLDINGS INC COM 713291102 288 000000014106 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 5,136 000000172639 SH DEFINED 01 SOLE
PEPSIAMERICAS INC COM 71343P200 280 000000013730 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 57,354 000001065087 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 1,891 000000091403 SH DEFINED 01 SOLE
PERRIGO CO COM 714290103 314 000000015668 SH DEFINED 01 SOLE
PETROKAZAKHSTAN INC COM 71649P102 202 000000007200 SH DEFINED 01 SOLE
PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V101 1,837 000000062200 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 643 000000023792 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 2,520 000000071900 SH DEFINED SOLE
PFIZER INC COM 717081103 167,572 000004780951 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PFIZER INC COM 717081103 297 000000008500 SH DEFINED 04 SOLE
PHARMACEUTICAL HLDRS TR DEPOSITRY 71712A206 2,291 000000030000 SH DEFINED 01 SOLE
PHARMACEUTICAL RES INC COM 717125108 2,291 000000040300 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 5,071 000000062103 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 444 000000018762 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 2,722 000000069182 SH DEFINED 01 SOLE
PIONEER NAT RES CO COM 723787107 628 000000019452 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 6,400 000000150202 SH DEFINED 01 SOLE
PIXAR COM 725811103 703 000000010914 SH DEFINED 01 SOLE
PLAINS RES INC COM PAR $0 726540503 2,954 000000162500 SH DEFINED 01 SOLE
PLANTRONICS INC NEW COM 727493108 645 000000017636 SH DEFINED 01 SOLE
PLEXUS CORP COM 729132100 383 000000021567 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 3,795 000000116864 SH DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 297 000000006488 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 424 000000019988 SH DEFINED 01 SOLE
POTLATCH CORP COM 737628107 313 000000007685 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 875 000000079118 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 340 000000043656 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 7,866 000000211929 SH DEFINED 01 SOLE
PRECISION CASTPARTS CORP COM 740189105 902 000000020491 SH DEFINED 01 SOLE
PRECISION DRILLING CORP COM 74022D100 363 000000007800 SH DEFINED 01 SOLE
PRICE COMMUNICATIONS CORP COM NEW 741437305 339 000000021660 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 4,328 000000080415 SH DEFINED 01 SOLE
PRIDE INTL INC DEL COM 74153Q102 1,953 000000114500 SH DEFINED 01 SOLE
PRIMUS TELECOMMUNICATIONS GR COM 741929103 131 000000015435 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 7,425 000000208399 SH DEFINED 01 SOLE
PRIORITY HEALTHCARE CORP CL B 74264T102 408 000000019200 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 1,573 000000015000 SH DEFINED SOLE
PROCTER & GAMBLE CO COM 742718109 87,010 000000829617 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 7,294 000000154934 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 12,185 000000139106 SH DEFINED 01 SOLE
PROLOGIS SH BEN INT 743410102 4,124 000000114971 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 314 000000008403 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 298 000000012542 SH DEFINED 01 SOLE
PROVIDENT FINL GROUP INC COM 743866105 297 000000007399 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 655 000000050000 SH DEFINED SOLE
PROVIDIAN FINL CORP COM 74406A102 6,907 000000527272 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC COM 744320102 15,515 000000346485 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,002 000000149053 SH DEFINED 01 SOLE
PUGET ENERGY INC NEW COM 745310102 480 000000021478 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 4,423 000000079567 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 3,020 000000091530 SH DEFINED 01 SOLE
QUAKER CITY BANCORP INC COM 74731K106 2,767 000000050864 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 36,620 000000552422 SH DEFINED 01 SOLE
QUANTA SVCS INC COM 74762E102 326 000000046144 SH DEFINED 01 SOLE
QUANTUM CORP COM DSSG 747906204 320 000000086631 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0QUEST DIAGNOSTICS INC COM 74834L100 5,397 000000065159 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 369 000000010145 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 5,023 000001165607 SH DEFINED 01 SOLE
RPM INTL INC COM 749685103 953 000000057642 SH DEFINED 01 SOLE
RSA SEC INC COM 749719100 349 000000018581 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 486 000000057543 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 778 000000018277 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 14,256 000000768129 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 3,579 000000107955 SH DEFINED 01 SOLE
RAYMOND JAMES FINANCIAL INC COM 754730109 327 000000013166 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 344 000000007875 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 8,264 000000263717 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC COM 755267101 444 000000031592 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 1,893 000000045801 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 436 000000009831 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 5,238 000000143437 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 53,340 000000400000 SH DEFINED 01 SOLE
RELIANT RES INC COM 75952B105 168 000000020500 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 409 000000012427 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 248 000000009168 SH DEFINED 01 SOLE
RESEARCH IN MOTION LTD COM 760975102 833 000000008927 SH DEFINED 01 SOLE
RESOURCES BANKSHARES CORP COM 76121R104 1,395 000000042808 SH DEFINED 01 SOLE
RETAIL HOLDRS TR DEP RCPT 76127U101 38,765 000000413500 SH DEFINED 01 SOLE
RETEK INC COM 76128Q109 368 000000048745 SH DEFINED 01 SOLE
REWARDS NETWORK INC COM 761557107 500 000000050000 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 301 000000010597 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 3,317 000000054827 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 2,855 000000120891 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 4,860 000000140180 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 3,620 000000114522 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 5,658 000000142037 SH DEFINED 01 SOLE
ROLLINS INC COM 775711104 315 000000012233 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 1,046 000000034175 SH DEFINED 01 SOLE
ROUSE CO COM 779273101 364 000000006800 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 2,299 000000109020 SH DEFINED 01 SOLE
ROXIO INC COM 780008108 1,092 000000244419 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG EUR 780257804 613 000000012900 SH DEFINED 01 SOLE
RUBY TUESDAY INC COM 781182100 363 000000011295 SH DEFINED 01 SOLE
RUDDICK CORP COM 781258108 322 000000015937 SH DEFINED 01 SOLE
RYANAIR HLDGS PLC SPONSORED 783513104 746 000000021827 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 2,099 000000054208 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 50,890 000002073771 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 269 000000011000 SH DEFINED 04 SOLE
SEI INVESTMENTS CO COM 784117103 394 000000011953 SH DEFINED 01 SOLE
SK TELECOM LTD SPONSORED 78440P108 330 000000015500 SH DEFINED 01 SOLE
SLM CORP COM 78442P106 355 000000008500 SH DEFINED SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SLM CORP COM 78442P106 12,871 000000307566 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 346,158 000003060637 SH DEFINED 01 SOLE
S1 CORPORATION COM 78463B101 3,173 000000417500 SH DEFINED 01 SOLE
SPX CORP COM 784635104 591 000000013000 SH DEFINED SOLE
SPX CORP COM 784635104 578 000000012723 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 2,726 000000109901 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 4,483 000000103979 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 6,493 000000315521 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 8,024 000000111291 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 5,776 000000144388 SH DEFINED 01 SOLE
SAKS INC COM 79377W108 653 000000037103 SH DEFINED 01 SOLE
SANCHEZ COMPUTER ASSOCS INC COM 799702105 842 000000128818 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 2,178 000000076816 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 4,364 000000395328 SH DEFINED 01 SOLE
SAP AKTIENGESELLSCHAFT SPONSORED 803054204 1,206 000000030700 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 11,210 000000512809 SH DEFINED 01 SOLE
SCANA CORP NEW COM 80589M102 269 000000007627 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 1,780 000000024975 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 17,102 000001054433 SH DEFINED 01 SOLE
SCHLUMBERGER LTD DBCV 1.50 806857AC2 13,750 000000125000 PRN DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 23,941 000000374968 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 314 000000011531 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 10,016 000000862759 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 3,198 000000098914 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 294 000000004596 SH DEFINED 01 SOLE
SEACHANGE INTL INC COM 811699107 432 000000028237 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 3,006 000000060459 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 6,764 000000157454 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-FI 81369Y605 88,200 000003000000 SH DEFINED 01 SOLE
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 39,500 000001000000 SH DEFINED 01 SOLE
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 852 000000021500 SH DEFINED 02 SOLE
SEMTECH CORP COM 816850101 308 000000013507 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 5,207 000000163767 SH DEFINED 01 SOLE
SENSIENT TECHNOLOGIES CORP COM 81725T100 377 000000020238 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 255 000000005321 SH DEFINED 01 SOLE
SEQUA CORPORATION CL A 817320104 337 000000006831 SH DEFINED 01 SOLE
SERVICE CORP INTL COM 817565104 133 000000017900 SH DEFINED 01 SOLE
SHAW GROUP INC COM 820280105 128 000000011900 SH DEFINED 01 SOLE
SHELL TRANS & TRADING PLC ADR NY SHS 822703609 235 000000005900 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 3,603 000000093757 SH DEFINED 01 SOLE
SIEBEL SYS INC COM 826170102 4,486 000000389076 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 323 000000043746 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 3,342 000000060348 SH DEFINED 01 SOLE
SILICON LABORATORIES INC COM 826919102 407 000000007704 SH DEFINED 01 SOLE
SILICON VY BANCSHARES COM 827064106 315 000000009711 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 6,994 000000119687 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SINCLAIR BROADCAST GROUP INC CL A 829226109 759 000000060000 SH DEFINED SOLE
SIX FLAGS INC COM 83001P109 323 000000041173 SH DEFINED 01 SOLE
SKY FINL GROUP INC COM 83080P103 234 000000009019 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 427 000000007996 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 450 000000016627 SH DEFINED 01 SOLE
SMUCKER J M CO COM NEW 832696405 335 000000006348 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 1,017 000000057877 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 1,418 000000043848 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 3,174 000000574048 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 555 000000022888 SH DEFINED 01 SOLE
SONUS PHARMACEUTICALS INC COM 835692104 311 000000045200 SH DEFINED 01 SOLE
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SONUS NETWORKS INC COM 835916107 584 000000154232 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 1,049 000000034400 SH DEFINED SOLE
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SOUTHERN FINL BANCORP INC COM 842870107 5,071 000000113704 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 7,076 000000213331 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 7,578 000000533311 SH DEFINED 01 SOLE
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SPINNAKER EXPL CO COM 84855W109 211 000000005900 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 10,504 000000569991 SH DEFINED 01 SOLE
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STARWOOD HOTELS&RESORTS WRLD NOTE 3.50 85590AAJ3 3,195 000000030000 PRN DEFINED 01 SOLE
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STATE STR CORP COM 857477103 11,082 000000212600 SH DEFINED 01 SOLE
STATEN IS BANCORP INC COM 857550107 5,189 000000208600 SH DEFINED 01 SOLE
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STERIS CORP COM 859152100 415 000000016106 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 795 000000033700 SH DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 222 000000004500 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 479 000000017227 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 11,245 000000127020 SH DEFINED 01 SOLE
SUMMIT AMER TELEVISION INC COM 86600T109 1,031 000000255330 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 12,937 000003102504 SH DEFINED 01 SOLE
SUNCOR ENERGY INC COM 867229106 656 000000024000 SH DEFINED SOLE
SUNCOR ENERGY INC COM 867229106 391 000000014300 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 5,407 000000197371 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 3,379 000000054181 SH DEFINED 01 SOLE
SUNTERRA CORP COM NEW 86787D208 677 000000050000 SH DEFINED SOLE
SUNTRUST BKS INC COM 867914103 12,752 000000182936 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SUPERIOR INDS INTL INC COM 868168105 367 000000010379 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 3,038 000000099485 SH DEFINED 01 SOLE
SWIFT TRANSN CO COM 870756103 828 000000047930 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 320 000000015285 SH DEFINED 01 SOLE
SYLVAN LEARNING SYS INC COM 871399101 354 000000010097 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 555 000000012000 SH DEFINED SOLE
SYMANTEC CORP COM 871503108 10,087 000000217878 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 2,560 000000185563 SH DEFINED 01 SOLE
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SYSCO CORP COM 871829107 15,910 000000407432 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 393 000000007709 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 1,969 000000134652 SH DEFINED 01 SOLE
TJX COS INC NEW NOTE 872540AL3 20,326 000023000000 SH DEFINED 01 SOLE
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TXU CORP COM 873168108 5,820 000000203093 SH DEFINED 01 SOLE
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED 874039100 192 000000018400 SH DEFINED 01 SOLE
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 210 000000005731 SH DEFINED 01 SOLE
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TARGET CORP COM 87612E106 25,796 000000572756 SH DEFINED 01 SOLE
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TEKTRONIX INC COM 879131100 2,024 000000061907 SH DEFINED 01 SOLE
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TEMPLE INLAND INC COM 879868107 2,357 000000037216 SH DEFINED 01 SOLE
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TERADYNE INC COM 880770102 3,052 000000128098 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,295 000000067777 SH DEFINED 01 SOLE
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THERMO ELECTRON CORP COM 883556102 3,663 000000129535 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 1,107 000000050736 SH DEFINED 01 SOLE
THOR INDS INC COM 885160101 338 000000012600 SH DEFINED 01 SOLE
3COM CORP COM 885535104 288 000000040886 SH DEFINED 01 SOLE
3M CO COM 88579Y101 1,801 000000022000 SH DEFINED SOLE
3M CO COM 88579Y101 41,682 000000509135 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TIDEWATER INC COM 886423102 1,102 000000039179 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 3,928 000000102920 SH DEFINED 01 SOLE
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TIME WARNER INC COM 887317105 52,366 000003105963 SH DEFINED 01 SOLE
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TIVO INC COM 888706108 205 000000023100 SH DEFINED 01 SOLE
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TORCHMARK CORP COM 891027104 3,880 000000072140 SH DEFINED 01 SOLE
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UST INC COM 902911106 4,120 000000114128 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0UNITED TECHNOLOGIES CORP COM 913017109 28,592 000000331320 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
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WELLS FARGO & CO NEW COM 949746101 59,431 000001048737 SH DEFINED 01 SOLE
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