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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 June 30, 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 August 16, 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: 1291
Form 13F Information Table Value Total: $13,014,983
(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
06/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ACE LTD ORD G0070K103 13,728 000000324694 SH DEFINED 01 SOLE
AMDOCS LTD ORD G02602103 283 000000012100 SH DEFINED 01 SOLE
APEX SILVER MINES LTD ORD G04074103 2,857 000000167600 SH DEFINED 01 SOLE
BUNGE LIMITED COM G16962105 210 000000005400 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 5,393 000000090786 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 691 000000008600 SH DEFINED 01 SOLE
GARMIN LTD ORD G37260109 1,224 000000033031 SH DEFINED 01 SOLE
GLOBALSANTAFE CORP SHS G3930E101 291 000000011000 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 10,447 000000152947 SH DEFINED 01 SOLE
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 539 000000020213 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD SHS G6359F103 5,923 000000130991 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 4,570 000000120621 SH DEFINED 01 SOLE
PARTNERRE LTD COM G6852T105 289 000000005100 SH DEFINED 01 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 228 000000015100 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 8,277 000000286008 SH DEFINED 01 SOLE
GOLAR LNG LTD BERMUDA SHS G9456A100 862 000000055000 SH DEFINED 01 SOLE
WILLIS GROUP HOLDINGS LTD SHS G96655108 2,996 000000080000 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 9,356 000000123994 SH DEFINED 01 SOLE
UBS AG NAMEN AKT H8920M855 213 000000003000 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 353 000000013099 SH DEFINED 01 SOLE
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 2,961 000000515000 SH DEFINED 01 SOLE
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 247 000000005700 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 1,881 000000117983 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 2,217 000000780736 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 18,808 000000460879 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 291 000000014300 SH DEFINED 01 SOLE
AGL RES INC COM 001204106 307 000000010600 SH DEFINED 01 SOLE
AES CORP COM 00130H105 9,257 000000932287 SH DEFINED 01 SOLE
AK STL HLDG CORP COM 001547108 257 000000048800 SH DEFINED SOLE
AMB PROPERTY CORP COM 00163T109 283 000000008200 SH DEFINED 01 SOLE
AMR CORP COM 001765106 280 000000023200 SH DEFINED 01 SOLE
ATI TECHNOLOGIES INC COM 001941103 608 000000032265 SH DEFINED 01 SOLE
AT&T CORP COM NEW 001957505 11,963 000000817706 SH DEFINED 01 SOLE
ATP OIL & GAS CORP COM 00208J108 345 000000045000 SH DEFINED SOLE
AT&T WIRELESS SVCS INC COM 00209A106 501 000000035000 SH DEFINED SOLE
AT&T WIRELESS SVCS INC COM 00209A106 54,137 000003780522 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 86,567 000006034700 SH DEFINED 02 SOLE
ABBOTT LABS COM 002824100 57,609 000001413394 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 255 000000006600 SH DEFINED 01 SOLE
ABGENIX INC COM 00339B107 122 000000010435 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 289 000000018227 SH DEFINED 01 SOLE
ACXIOM CORP COM 005125109 283 000000011415 SH DEFINED 01 SOLE
ADECCO SA SPONSORED 006754105 125 000000010000 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 11,067 000000238014 SH DEFINED 01 SOLE
ADTRAN INC COM 00738A106 502 000000015059 SH DEFINED 01 SOLE
ADVANCED FIBRE COMMUNICATION COM 00754A105 295 000000014640 SH DEFINED 01 SOLE
1Page 2 04-08-03 16:24:56
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ADVISORY BRD CO COM 00762W107 913 000000025649 SH DEFINED 01 SOLE
ADVANCED MEDICAL OPTICS INC COM 00763M108 259 000000006100 SH DEFINED 01 SOLE
AEROPOSTALE COM 007865108 363 000000013500 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 5,073 000000319103 SH DEFINED 01 SOLE
ADVANTA CORP CL B 007942204 1,615 000000070498 SH DEFINED 01 SOLE
ADVENT SOFTWARE INC COM 007974108 346 000000019163 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 13,417 000000157850 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 6,407 000000121032 SH DEFINED 01 SOLE
AGERE SYS INC CL A 00845V100 3,367 000001464200 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 11,542 000005368700 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 617 000000287300 SH DEFINED 04 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 12,707 000000434001 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 10,667 000000203377 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 294 000000012300 SH DEFINED 01 SOLE
ALARIS MEDICAL SYSTEMS INC COM 011637105 1,158 000000052500 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC COM 011659109 329 000000013800 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 307 000000009700 SH DEFINED 01 SOLE
ALBERTO CULVER CO COM 013068101 4,197 000000083710 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 8,795 000000331404 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 25,596 000000774941 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 464 000000013878 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 1,951 000000126613 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,560 000000086454 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 10,308 000000115156 SH DEFINED 01 SOLE
ALLETE INC COM 018522102 1,262 000000037900 SH DEFINED 01 SOLE
ALLIANCE GAMING CORP COM NEW 01859P609 530 000000030900 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP COM 018802108 477 000000018300 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 329 000000005200 SH DEFINED 01 SOLE
ALLIED CAP CORP NEW COM 01903Q108 383 000000015700 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC SDCV 4.25 019589AD2 3,940 000000040000 PRN DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 3,898 000000295774 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 327 000000009700 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 29,096 000000625063 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 13,868 000000273967 SH DEFINED 01 SOLE
ALSTOM SPONSORED 021244108 494 000000430000 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 9,515 000000429398 SH DEFINED 01 SOLE
ALTRIA GROUP INC COM 02209S103 92,869 000001855533 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 1,430 000000026290 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 7,147 000000097326 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 950 000000012000 SH DEFINED SOLE
AMERADA HESS CORP COM 023551104 6,337 000000080027 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 6,944 000000161647 SH DEFINED 01 SOLE
AMERICA MOVIL S A DE C V SPON ADR L 02364W105 1,563 000000043000 SH DEFINED 01 SOLE
AMERICAN AXLE & MFG HLDGS IN COM 024061103 254 000000007000 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 302 000000010450 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 11,148 000000348402 SH DEFINED 01 SOLE
1Page 3 04-08-03 16:24:56
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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 EXPRESS CO COM 025816109 1,130 000000022000 SH DEFINED SOLE
AMERICAN EXPRESS CO COM 025816109 58,165 000001132058 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 629 000000020600 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 356 000000015400 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 1,140 000000016000 SH DEFINED SOLE
AMERICAN INTL GROUP INC COM 026874107 159,293 000002234752 SH DEFINED 01 SOLE
AMERICAN ITALIAN PASTA CO CL A 027070101 216 000000007100 SH DEFINED 01 SOLE
AMERICAN PHARMACEUTICALS PTN COM 02886P109 317 000000010435 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 4,649 000000236613 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 7,608 000000188748 SH DEFINED 01 SOLE
AMERICREDIT CORP COM 03060R101 376 000000019300 SH DEFINED 01 SOLE
AMERUS GROUP CO COM 03072M108 360 000000008700 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 6,754 000000112996 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 327 000000010600 SH DEFINED 01 SOLE
AMGEN INC NOTE 031162AE0 22,050 000030000000 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 68,524 000001255719 SH DEFINED 01 SOLE
AMKOR TECHNOLOGY INC COM 031652100 187 000000022883 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 356 000000010700 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 7,925 000000311172 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 13,387 000000228454 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 1,167 000000024800 SH DEFINED SOLE
ANALOG DEVICES INC COM 032654105 17,021 000000361534 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 3,172 000000158527 SH DEFINED 01 SOLE
ANGLOGOLD ASHANTI LTD SPONSORED 035128206 347 000000010800 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 38,305 000000709364 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 299 000000010350 SH DEFINED 01 SOLE
ANTHEM INC COM 03674B104 13,031 000000145503 SH DEFINED 01 SOLE
AON CORP DBCV 3.50 037389AT0 13,276 000000095000 PRN DEFINED 01 SOLE
AON CORP COM 037389103 7,979 000000280285 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 12,557 000000288351 SH DEFINED 01 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 2,818 000000090553 SH DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC COM 03760A101 22,601 000000706300 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 16,431 000000186109 SH DEFINED 01 SOLE
APOLLO GROUP INC COM UNV PH 037604204 474 000000005414 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 11,740 000000360792 SH DEFINED 01 SOLE
APPLEBEES INTL INC COM 037899101 1,135 000000049336 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 367 000000012800 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 4,010 000000184387 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,907 000000358464 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 686 000000035000 SH DEFINED SOLE
APPLIED MATLS INC COM 038222105 34,343 000001750447 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 3,717 000000189100 SH DEFINED 02 SOLE
AQUA AMERICA INC COM 03836W103 400 000000019975 SH DEFINED 01 SOLE
AQUILA INC COM 03840P102 312 000000087800 SH DEFINED 01 SOLE
ARCH COAL INC COM 039380100 482 000000013200 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 10,011 000000596624 SH DEFINED 01 SOLE
1Page 4 04-08-03 16:24:56
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ARMOR HOLDINGS INC COM 042260109 819 000000024100 SH DEFINED 01 SOLE
ARRIS GROUP INC COM 04269Q100 83 000000014078 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 514 000000019200 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 293 000000015000 SH DEFINED 01 SOLE
ASCENTIAL SOFTWARE CORP COM NEW 04362P207 492 000000030811 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 3,566 000000067531 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 311 000000010501 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 380 000000010400 SH DEFINED 01 SOLE
ATLANTIC COAST AIRLINES HLDG COM 048396105 75 000000013212 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 265 000000044775 SH DEFINED 01 SOLE
ATRIX LABS INC COM 04962L101 2,553 000000074500 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 4,637 000000108327 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 22,626 000000540268 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 4,325 000000252946 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 6,059 000000075643 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 7,029 000000445170 SH DEFINED 01 SOLE
AVENTIS SPONSORED 053561106 8,900 000000117000 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 6,451 000000100792 SH DEFINED 01 SOLE
AVNET INC DBCV 2.00 053807AL7 22,303 000000225000 PRN DEFINED 01 SOLE
AVNET INC COM 053807103 717 000000031600 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 314 000000008554 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 19,053 000000412956 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 18,818 000000509020 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 590 000000042000 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 305 000000012200 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 6,725 000000146718 SH DEFINED 01 SOLE
BP PLC SPONSORED 055622104 508 000000009500 SH DEFINED 01 SOLE
BSB BANCORP COM 055652101 355 000000010000 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 5,743 000000310456 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 10,996 000000292084 SH DEFINED 01 SOLE
BALL CORP COM 058498106 3,727 000000051735 SH DEFINED 01 SOLE
BANDAG INC COM 059815100 307 000000006900 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 12,979 000000312000 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 147,992 000001748911 SH DEFINED 01 SOLE
BANK HAWAII CORP COM 062540109 325 000000007200 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 20,689 000000701802 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 510 000000010000 SH DEFINED SOLE
BANK ONE CORP COM 06423A103 87,677 000001719170 SH DEFINED 01 SOLE
BANKNORTH GROUP INC NEW COM 06646R107 480 000000014800 SH DEFINED 01 SOLE
BANTA CORP COM 066821109 350 000000007900 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 5,891 000000104004 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 519 000000015300 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 790 000000040000 SH DEFINED 01 SOLE
BARR PHARMACEUTICALS INC COM 068306109 2,052 000000060900 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 3,599 000000055311 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 18,890 000000547378 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BAY VIEW CAP CORP DEL COM 07262L101 224 000000108900 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 1,083 000000131781 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 7,919 000000093938 SH DEFINED 01 SOLE
BEARINGPOINT INC COM 074002106 98 000000011100 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 396 000000006500 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 11,909 000000229911 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 12,541 000000326184 SH DEFINED 01 SOLE
BEL FUSE INC CL A 077347201 1,361 000000037850 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 42,826 000001633343 SH DEFINED 01 SOLE
BELO CORP COM SER A 080555105 977 000000036400 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 2,971 000000105186 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 322 000000007500 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 14,965 000000294954 SH DEFINED 01 SOLE
BEVERLY ENTERPRISES INC NOTE 2.75 087851AR2 4,196 000000030000 PRN DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,800 000000124533 SH DEFINED 01 SOLE
BIO RAD LABS INC CL A 090572207 570 000000009700 SH DEFINED 01 SOLE
BIOCRYST PHARMACEUTICALS COM 09058V103 245 000000035600 SH DEFINED 01 SOLE
BIOMARIN PHARMACEUTICAL INC COM 09061G101 371 000000061980 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 10,973 000000246938 SH DEFINED 01 SOLE
BIOGEN IDEC INC COM 09062X103 20,738 000000327879 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 82,451 000000563000 SH DEFINED 01 SOLE
BIOVERIS CORP COM 090676107 1,120 000000134670 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 5,511 000000088707 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 330 000000010500 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 7,415 000000155533 SH DEFINED 01 SOLE
BLOCKBUSTER INC CL A 093679108 3,576 000000235600 SH DEFINED 01 SOLE
BLYTH INC COM 09643P108 355 000000010300 SH DEFINED 01 SOLE
BOB EVANS FARMS INC COM 096761101 443 000000016183 SH DEFINED 01 SOLE
BOEING CO COM 097023105 408 000000008000 SH DEFINED SOLE
BOEING CO COM 097023105 37,919 000000742205 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 1,129 000000030000 SH DEFINED SOLE
BOISE CASCADE CORP COM 097383103 4,662 000000123862 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 539 000000023000 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 372 000000008500 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 32,905 000000768810 SH DEFINED 01 SOLE
BOWATER INC COM 102183100 715 000000017200 SH DEFINED 01 SOLE
BOYD GAMING CORP COM 103304101 345 000000013000 SH DEFINED 01 SOLE
BRIGGS & STRATTON CORP COM 109043109 742 000000008400 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 1,020 000000029900 SH DEFINED 01 SOLE
BRINKS CO COM 109696104 328 000000009600 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 44,542 000001818064 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 13,985 000000300108 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS I COM 111621108 147 000000024608 SH DEFINED 01 SOLE
BROWN & BROWN INC COM 115236101 254 000000005900 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 490 000000010200 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 5,425 000000112396 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BRUNSWICK CORP COM 117043109 3,791 000000092926 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 11,617 000000331273 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 12,566 000000347322 SH DEFINED 01 SOLE
CBRL GROUP INC NOTE 12489VAB2 9,025 000020000000 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 294 000000009560 SH DEFINED 01 SOLE
C D W CORP COM 12512N105 1,318 000000020678 SH DEFINED 01 SOLE
CEC ENTMT INC COM 125137109 274 000000009300 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 994 000000021695 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 8,956 000000130170 SH DEFINED 01 SOLE
CKE RESTAURANTS INC COM 12561E105 187 000000014100 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 1,536 000000168251 SH DEFINED 01 SOLE
CSK AUTO CORP COM 125965103 229 000000013400 SH DEFINED 01 SOLE
CNF INC COM 12612W104 469 000000011300 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 345 000000016687 SH DEFINED 01 SOLE
CSX CORP COM 126408103 7,878 000000240428 SH DEFINED 01 SOLE
CVS CORP COM 126650100 16,021 000000381273 SH DEFINED 01 SOLE
CV THERAPEUTICS INC COM 126667104 196 000000011723 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 589 000000030000 SH DEFINED SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 982 000000050000 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 276 000000006800 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 530 000000017326 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 441 000000030200 SH DEFINED 01 SOLE
CAESARS ENTMT INC COM 127687101 366 000000024400 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 895 000000079000 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 1,877 000000434645 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 10,369 000000385768 SH DEFINED 01 SOLE
CANADIAN NATL RY CO COM 136375102 501 000000011500 SH DEFINED SOLE
CAPITAL ONE FINL CORP COM 14040H105 14,688 000000214810 SH DEFINED 01 SOLE
CARBO CERAMICS INC COM 140781105 327 000000004800 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 26,586 000000379530 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 3,476 000000076297 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 14,592 000000442988 SH DEFINED 01 SOLE
CARLISLE COS INC COM 142339100 292 000000004700 SH DEFINED 01 SOLE
CARMAX INC COM 143130102 995 000000045500 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 27,466 000000584396 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 5,285 000000112496 SH DEFINED 02 SOLE
CARNIVAL CORP PAIRED CTF 143658300 4,230 000000090000 SH DEFINED 04 SOLE
CATALINA MARKETING CORP COM 148867104 365 000000020000 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 24,550 000000309044 SH DEFINED 01 SOLE
CELGENE CORP COM 151020104 1,146 000000020020 SH DEFINED 01 SOLE
CENDANT CORP DBCV 3.87 151313AN3 21,575 000000200000 PRN DEFINED 01 SOLE
CENDANT CORP COM 151313103 22,148 000000904764 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC NOTE 3.75 15189TAC1 5,675 000000050000 PRN DEFINED 01 SOLE
CENTERPOINT ENERGY INC NOTE 2.87 15189TAL1 22,365 000000210000 PRN DEFINED 01 SOLE
CENTERPOINT ENERGY INC COM 15189T107 3,290 000000286115 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 5,271 000000115218 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CENTURYTEL INC COM 156700106 3,793 000000126281 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 679 000000012582 SH DEFINED 01 SOLE
CERADYNE INC COM 156710105 268 000000007511 SH DEFINED 01 SOLE
CERIDIAN CORP NEW COM 156779100 447 000000019900 SH DEFINED 01 SOLE
CERTEGY INC COM 156880106 263 000000006800 SH DEFINED 01 SOLE
CHARLES RIV LABS INTL INC COM 159864107 371 000000007600 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 33,602 000000760403 SH DEFINED 01 SOLE
CHARTER COMMUNICATIONS INC D CL A 16117M107 725 000000185500 SH DEFINED 01 SOLE
CHECKFREE CORP NEW COM 162813109 271 000000009062 SH DEFINED 01 SOLE
CHEESECAKE FACTORY INC COM 163072101 274 000000006890 SH DEFINED 01 SOLE
CHELSEA PPTY GROUP INC COM 163421100 3,697 000000056700 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 87,557 000000930369 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 225 000000005000 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 10,970 000000245766 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 342 000000007500 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 11,496 000000168626 SH DEFINED 01 SOLE
CHURCH & DWIGHT INC COM 171340102 302 000000006600 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 2,291 000000619339 SH DEFINED 01 SOLE
CINCINNATI BELL INC NEW COM 171871106 309 000000069800 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 6,942 000000159514 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 6,208 000000163381 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC COM 172737108 2,563 000000197928 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 2,180 000000092000 SH DEFINED SOLE
CISCO SYS INC COM 17275R102 141,153 000005955832 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 366 000000015500 SH DEFINED 02 SOLE
CISCO SYS INC COM 17275R102 284 000000012000 SH DEFINED 04 SOLE
CINTAS CORP COM 172908105 8,438 000000177025 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 2,678 000000057600 SH DEFINED SOLE
CITIGROUP INC COM 172967101 204,994 000004408479 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 3,313 000000273804 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 7,487 000000367777 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 328 000000005000 SH DEFINED 01 SOLE
CLAIRES STORES INC COM 179584107 403 000000018600 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 23,843 000000645302 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 10,062 000000187097 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 107,013 000002119911 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC COM 191219104 12,138 000000418717 SH DEFINED 01 SOLE
COEUR D ALENE MINES CORP IDA COM 192108108 1,632 000000400000 SH DEFINED 01 SOLE
COGNOS INC COM 19244C109 227 000000006296 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 242 000000009556 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 27,562 000000471554 SH DEFINED 01 SOLE
COLONIAL BANCGROUP INC COM 195493309 486 000000026800 SH DEFINED 01 SOLE
COLUMBIA SPORTSWEAR CO COM 198516106 208 000000003814 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A 20030N101 77,633 000002762759 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 8,419 000000153422 SH DEFINED 01 SOLE
COMMERCE BANCSHARES INC COM 200525103 215 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0COMMONWEALTH INDS INC DEL COM 203004106 424 000000041073 SH DEFINED 01 SOLE
COMMSCOPE INC COM 203372107 328 000000015300 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 647 000000024200 SH DEFINED 01 SOLE
COMMUNITY FIRST BANKSHARES I COM 203902101 6,256 000000194352 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 327 000000007614 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC NOTE 1.62 204912AQ2 12,888 000000085000 PRN DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 14,702 000000523978 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 7,964 000000171533 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 7,066 000001070671 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 5,960 000000298910 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 13,505 000000498741 SH DEFINED 01 SOLE
CONNETICS CORP COM 208192104 858 000000042500 SH DEFINED 01 SOLE
CONOCOPHILLIPS COM 20825C104 46,336 000000607371 SH DEFINED 01 SOLE
CONSECO INC COM NEW 208464883 3,431 000000172441 SH DEFINED SOLE
CONSECO INC COM NEW 208464883 2,121 000000106600 SH DEFINED 01 SOLE
CONSOL ENERGY INC COM 20854P109 666 000000018500 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 9,045 000000227498 SH DEFINED 01 SOLE
CONSTELLATION BRANDS INC CL A 21036P108 233 000000006300 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 5,972 000000157583 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 2,318 000000150566 SH DEFINED 01 SOLE
COOPER CAMERON CORP COM 216640102 569 000000011700 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 1,738 000000075574 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 2,650 000000036644 SH DEFINED 01 SOLE
COPART INC COM 217204106 411 000000015424 SH DEFINED 01 SOLE
CORINTHIAN COLLEGES INC COM 218868107 1,724 000000069707 SH DEFINED 01 SOLE
CORNING INC COM 219350105 15,728 000001204364 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 17,949 000000435888 SH DEFINED 01 SOLE
COTT CORP QUE COM 22163N106 330 000000010200 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP COM 222372104 22,477 000000319958 SH DEFINED 01 SOLE
COVANCE INC COM 222816100 289 000000007500 SH DEFINED 01 SOLE
COVENTRY HEALTH CARE INC COM 222862104 229 000000004700 SH DEFINED 01 SOLE
COX COMMUNICATIONS INC NEW CL A 224044107 2,879 000000103600 SH DEFINED 01 SOLE
CRANE CO COM 224399105 1,892 000000060288 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 138 000000028000 SH DEFINED 01 SOLE
CREDENCE SYS CORP COM 225302108 486 000000035246 SH DEFINED 01 SOLE
CREE INC COM 225447101 1,115 000000048165 SH DEFINED 01 SOLE
CRESCENT REAL ESTATE EQUITIE COM 225756105 277 000000017200 SH DEFINED 01 SOLE
CROMPTON CORP COM 227116100 330 000000052500 SH DEFINED 01 SOLE
CULLEN FROST BANKERS INC COM 229899109 281 000000006300 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 2,784 000000044544 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 17,937 000000333600 SH DEFINED 01 SOLE
CYBERONICS INC COM 23251P102 410 000000012299 SH DEFINED 01 SOLE
CYMER INC COM 232572107 236 000000006325 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 550 000000038800 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 304 000000006700 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 285 000000011234 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DPL INC COM 233293109 487 000000025100 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 465 000000016400 SH DEFINED 01 SOLE
DST SYS INC DEL DBCV 4.12 233326AB3 6,250 000000050000 PRN DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 831 000000017300 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 6,204 000000153052 SH DEFINED 01 SOLE
DANA CORP COM 235811106 2,770 000000141338 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 14,031 000000270623 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 3,993 000000194337 SH DEFINED 01 SOLE
DAVITA INC COM 23918K108 514 000000016700 SH DEFINED 01 SOLE
DEAN FOODS CO NEW COM 242370104 279 000000007500 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 15,428 000000219962 SH DEFINED 01 SOLE
DEL MONTE FOODS CO COM 24522P103 156 000000015400 SH DEFINED 01 SOLE
DELL INC COM 24702R101 1,217 000000034000 SH DEFINED SOLE
DELL INC COM 24702R101 81,958 000002288071 SH DEFINED 01 SOLE
DELL INC COM 24702R101 15,753 000000444000 SH DEFINED 02 SOLE
DELPHI CORP COM 247126105 5,332 000000499343 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,304 000000183281 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 2,153 000000049496 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 630 000000012094 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 594 000000009000 SH DEFINED SOLE
DEVON ENERGY CORP NEW COM 25179M103 14,038 000000212699 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 435 000000015900 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 156,945 000001500000 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 243 000000004600 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 1,852 000000083092 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 46,020 000001805444 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 5,803 000000296683 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 4,627 000000168688 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 18,182 000000288247 SH DEFINED 01 SOLE
DONALDSON INC COM 257651109 287 000000009800 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 6,936 000000210055 SH DEFINED 01 SOLE
DOUBLECLICK INC COM 258609304 195 000000025122 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 7,539 000000179097 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 33,919 000000833405 SH DEFINED 01 SOLE
DOW JONES & CO INC COM 260561105 3,578 000000079349 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 40,112 000000903020 SH DEFINED 01 SOLE
DUKE ENERGY CORP NOTE 1.75 264399EJ1 10,075 000000100000 PRN DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 16,392 000000807920 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL NE COM 26483E100 415 000000007700 SH DEFINED 01 SOLE
DUPONT PHOTOMASKS INC COM 26613X101 482 000000023755 SH DEFINED 01 SOLE
DUQUESNE LT HLDGS INC COM 266233105 301 000000015600 SH DEFINED 01 SOLE
DYCOM INDS INC COM 267475101 372 000000013300 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 1,631 000000382963 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 193 000000017000 SH DEFINED SOLE
E M C CORP MASS COM 268648102 25,501 000002236930 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 224 000000007700 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ENI S P A SPONSORED 26874R108 290 000000002900 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 6,130 000000102675 SH DEFINED 01 SOLE
E TRADE FINANCIAL CORP COM 269246104 3,701 000000331964 SH DEFINED 01 SOLE
EARTHLINK INC COM 270321102 105 000000010192 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 3,434 000000074285 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 6,830 000000253181 SH DEFINED 01 SOLE
EATON CORP COM 278058102 8,930 000000137948 SH DEFINED 01 SOLE
EATON VANCE CORP COM NON VT 278265103 271 000000007100 SH DEFINED 01 SOLE
EBAY INC COM 278642103 55,468 000000603244 SH DEFINED 01 SOLE
EBAY INC COM 278642103 23,136 000000253000 SH DEFINED 02 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 2,713 000000088233 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 7,314 000000230735 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 7,301 000000285565 SH DEFINED 01 SOLE
EDUCATION MGMT CORP COM 28139T101 648 000000019736 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 508 000000014600 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 820 000000024100 SH DEFINED 01 SOLE
EFUNDS CORP COM 28224R101 1,312 000000075000 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 4,543 000000576604 SH DEFINED 01 SOLE
ELAN PLC ADR 284131208 272 000000011000 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 16,256 000000298006 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 8,317 000000434358 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 889 000000014000 SH DEFINED SOLE
EMERSON ELEC CO COM 291011104 24,422 000000384297 SH DEFINED 01 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 592 000000028228 SH DEFINED 01 SOLE
EMULEX CORP COM NEW 292475209 570 000000039900 SH DEFINED 01 SOLE
ENERGY EAST CORP COM 29266M109 397 000000016400 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 351 000000007800 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 3,806 000000117798 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 481 000000012900 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 11,392 000000203394 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 3,179 000000128466 SH DEFINED 01 SOLE
EQUITABLE RES INC COM 294549100 258 000000005000 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 9,705 000000356835 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,468 000000251216 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR B SEK 294821608 1,495 000000050000 SH DEFINED 01 SOLE
ESPEED INC CL A 296643109 1,610 000000091258 SH DEFINED 01 SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 487 000000013579 SH DEFINED 01 SOLE
EVERGREEN RES INC COM NO PAR 299900308 8,245 000000204100 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 732 000000022000 SH DEFINED SOLE
EXELON CORP COM 30161N101 19,507 000000585982 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 533 000000010796 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 6,672 000000084223 SH DEFINED 01 SOLE
EXTREME NETWORKS INC COM 30226D106 65 000000011825 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 1,296 000000029200 SH DEFINED SOLE
EXXON MOBIL CORP COM 30231G102 246,879 000005559102 SH DEFINED 01 SOLE
FMC TECHNOLOGIES INC COM 30249U101 293 000000010200 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0F M C CORP COM NEW 302491303 387 000000009000 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 10,514 000000164411 SH DEFINED 01 SOLE
FAIR ISAAC CORP COM 303250104 312 000000009350 SH DEFINED 01 SOLE
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,193 000000072900 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 4,810 000000158131 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 604 000000010635 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 42,500 000000671412 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 61,007 000000854923 SH DEFINED 01 SOLE
FEDERAL SIGNAL CORP COM 313855108 321 000000017300 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 8,054 000000164045 SH DEFINED 01 SOLE
FEDERATED INVS INC PA CL B 314211103 3,054 000000100670 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 1,307 000000016000 SH DEFINED SOLE
FEDEX CORP COM 31428X106 21,393 000000261889 SH DEFINED 01 SOLE
FERRO CORP COM 315405100 312 000000011700 SH DEFINED 01 SOLE
F5 NETWORKS INC COM 315616102 263 000000009942 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 273 000000007320 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 27,035 000000502710 SH DEFINED 01 SOLE
FINISH LINE INC CL A 317923100 251 000000008350 SH DEFINED 01 SOLE
FIRST AMERN CORP CALIF COM 318522307 724 000000028000 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 39,592 000000889309 SH DEFINED 01 SOLE
FIRST HORIZON NATL CORP COM 320517105 5,408 000000118943 SH DEFINED 01 SOLE
FIRST HEALTH GROUP CORP COM 320960107 766 000000049086 SH DEFINED 01 SOLE
FISERV INC COM 337738108 7,614 000000195795 SH DEFINED 01 SOLE
FIRSTMERIT CORP COM 337915102 289 000000010983 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 11,285 000000301670 SH DEFINED 01 SOLE
FISHER SCIENTIFIC INTL INC COM NEW 338032204 560 000000009700 SH DEFINED 01 SOLE
FLORIDA BANKS INC COM 340560101 2,799 000000129422 SH DEFINED 01 SOLE
FLUOR CORP NEW NOTE 1.50 343412AA0 22,225 000000215000 PRN DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 3,845 000000080659 SH DEFINED 01 SOLE
FLOWSERVE CORP COM 34354P105 416 000000016700 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 331 000000013600 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 25,417 000001624149 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 19,761 000000348953 SH DEFINED 01 SOLE
FOREST OIL CORP COM PAR $0 346091705 683 000000025000 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 10,622 000000140823 SH DEFINED 01 SOLE
FOX ENTMT GROUP INC CL A 35138T107 827 000000031000 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 11,191 000000223470 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 6,436 000000194149 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 743 000000029700 SH DEFINED 01 SOLE
GATX CORP COM 361448103 359 000000013200 SH DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 307 000000010100 SH DEFINED 01 SOLE
GALYANS TRADING INC COM 36458R101 1,368 000000082050 SH DEFINED 01 SOLE
GAMESTOP CORP CL A 36466R101 211 000000013900 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 22,088 000000260320 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 19,231 000000793065 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 1,240 000000093800 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GATEWAY INC COM 367626108 1,694 000000376521 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 286 000000005100 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 1,042 000000010500 SH DEFINED SOLE
GENERAL DYNAMICS CORP COM 369550108 17,603 000000177275 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 2,164 000000066800 SH DEFINED SOLE
GENERAL ELEC CO COM 369604103 289,931 000008948507 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 16,007 000000336795 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 745 000000016000 SH DEFINED SOLE
GENERAL MTRS CORP COM 370442105 23,580 000000506128 SH DEFINED 01 SOLE
GENERAL MTRS CORP DEB SR CON 370442733 35,829 000000014500 PRN DEFINED 01 SOLE
GENESIS MICROCHIP INC DEL COM 37184C103 137 000000010000 SH DEFINED 01 SOLE
GENTEX CORP COM 371901109 886 000000022335 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 6,238 000000157224 SH DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 12,635 000000266962 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 8,510 000000230131 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 2,579 000000038498 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 1,696 000000040000 SH DEFINED SOLE
GILLETTE CO COM 375766102 37,671 000000888475 SH DEFINED 01 SOLE
GLATFELTER COM 377316104 337 000000024000 SH DEFINED 01 SOLE
GLAXOSMITHKLINE PLC SPONSORED 37733W105 414 000000010000 SH DEFINED 01 SOLE
GOLD FIELDS LTD NEW SPONSORED 38059T106 1,511 000000143800 SH DEFINED 01 SOLE
GOLDCORP INC NEW COM 380956409 159 000000013700 SH DEFINED 01 SOLE
GOLDEN STAR RES LTD CDA COM 38119T104 1,067 000000230000 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 14,327 000000134722 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 40,454 000000429636 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 3,517 000000108813 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 1,720 000000189262 SH DEFINED 01 SOLE
GRACO INC COM 384109104 355 000000011450 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 4,950 000000086093 SH DEFINED 01 SOLE
GRANITE BROADCASTING CORP COM 387241102 70 000000100000 SH DEFINED SOLE
GRANITE CONSTR INC COM 387328107 433 000000023800 SH DEFINED 01 SOLE
GRANT PRIDECO INC COM 38821G101 276 000000015000 SH DEFINED 01 SOLE
GRAY TELEVISION INC CL A 389375205 1,431 000000114500 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 1,445 000000053434 SH DEFINED 01 SOLE
GREAT PLAINS ENERGY INC COM 391164100 501 000000016900 SH DEFINED 01 SOLE
GREATER BAY BANCORP COM 391648102 448 000000015519 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 18,988 000000478300 SH DEFINED 01 SOLE
GROUP 1 SOFTWARE INC NEW COM 39943Y103 3,191 000000139070 SH DEFINED 01 SOLE
GRUPO TMM S A SP ADR A S 40051D105 281 000000115000 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 1,167 000000025200 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 1,229 000000022000 SH DEFINED SOLE
GUIDANT CORP COM 401698105 15,702 000000280999 SH DEFINED 01 SOLE
HCA INC COM 404119109 17,887 000000430096 SH DEFINED 01 SOLE
HCC INS HLDGS INC COM 404132102 337 000000010100 SH DEFINED 01 SOLE
HNI CORP COM 404251100 304 000000007200 SH DEFINED 01 SOLE
HALLIBURTON CO NOTE 3.12 406216AM3 5,350 000000050000 PRN DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HALLIBURTON CO COM 406216101 11,664 000000385467 SH DEFINED 01 SOLE
HANOVER COMPRESSOR CO COM 410768105 320 000000026900 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 15,955 000000257598 SH DEFINED 01 SOLE
HARMAN INTL INDS INC COM 413086109 382 000000004200 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 5,964 000000110252 SH DEFINED 01 SOLE
HARRIS CORP DEL COM 413875105 390 000000007700 SH DEFINED 01 SOLE
HARSCO CORP COM 415864107 352 000000007500 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 329 000000013500 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 824 000000012000 SH DEFINED SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 18,152 000000264070 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 3,438 000000180997 SH DEFINED 01 SOLE
HAWAIIAN ELEC INDUSTRIES COM 419870100 281 000000010800 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW NOTE 1.50 421933AF9 7,865 000000075000 PRN DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 5,252 000000234271 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 484 000000018300 SH DEFINED 01 SOLE
HEICO CORP NEW CL A 422806208 2,670 000000191450 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 12,492 000000318690 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 326 000000012500 SH DEFINED 01 SOLE
HENRY JACK & ASSOC INC COM 426281101 312 000000015563 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 1,418 000000116383 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 10,690 000000231036 SH DEFINED 01 SOLE
HEWITT ASSOCS INC COM 42822Q100 1,034 000000037600 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 57,420 000002721346 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 250 000000010300 SH DEFINED 01 SOLE
HIGHWOODS PPTYS INC COM 431284108 310 000000013200 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 320 000000005300 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 6,523 000000349603 SH DEFINED 01 SOLE
HOLLINGER INTL INC CL A 435569108 251 000000015000 SH DEFINED 01 SOLE
HOLLYWOOD ENTMT CORP COM 436141105 988 000000074000 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 1,548 000000044000 SH DEFINED SOLE
HOME DEPOT INC COM 437076102 68,709 000001951979 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 27,757 000000757778 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP N COM 440327104 319 000000018300 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 270 000000008700 SH DEFINED 01 SOLE
HOSPITALITY PPTYS TR COM SH BEN 44106M102 287 000000006800 SH DEFINED 01 SOLE
HOSPIRA INC COM 441060100 3,896 000000141160 SH DEFINED 01 SOLE
HOT TOPIC INC COM 441339108 227 000000011100 SH DEFINED 01 SOLE
HOUSTON EXPL CO COM 442120101 336 000000006500 SH DEFINED 01 SOLE
HOVNANIAN ENTERPRISES INC CL A 442487203 270 000000007800 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 16,360 000000374800 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 644 000000013800 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 2,662 000000157572 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS INC COM 445658107 267 000000006945 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 5,375 000000233932 SH DEFINED 01 SOLE
IDT CORP CL B 448947309 184 000000010000 SH DEFINED 01 SOLE
IMC GLOBAL INC COM 449669100 308 000000023000 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0IMS HEALTH INC COM 449934108 4,896 000000208899 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 832 000000021900 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 6,904 000000083182 SH DEFINED 01 SOLE
IDACORP INC COM 451107106 491 000000018200 SH DEFINED 01 SOLE
IDEXX LABS INC COM 45168D104 378 000000006019 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 26,452 000000275866 SH DEFINED 01 SOLE
IMATION CORP COM 45245A107 322 000000007572 SH DEFINED 01 SOLE
INCO LTD COM 453258402 1,382 000000040000 SH DEFINED SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 331 000000009104 SH DEFINED 01 SOLE
INDEVUS PHARMACEUTICALS INC COM 454072109 87 000000014300 SH DEFINED 01 SOLE
INDYMAC BANCORP INC COM 456607100 502 000000015900 SH DEFINED 01 SOLE
INFOSPACE INC COM NEW 45678T201 251 000000006613 SH DEFINED 01 SOLE
INSTINET GROUP INC COM 457750107 4,910 000000930000 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 325 000000011968 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 561 000000040588 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 662 000000024000 SH DEFINED SOLE
INTEL CORP COM 458140100 160,876 000005828859 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 23,495 000000855000 SH DEFINED 02 SOLE
INTERACTIVECORP COM 45840Q101 5,976 000000198292 SH DEFINED 01 SOLE
INTERCEPT INC COM 45845L107 425 000000026000 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 1,160 000000013170 SH DEFINED SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 128,064 000001452800 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 362 000000004111 SH DEFINED 02 SOLE
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,251 000000086936 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 12,863 000000333247 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 19,621 000000438952 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 642 000000015500 SH DEFINED 01 SOLE
INTERNATIONAL SPEEDWAY CORP CL A 460335201 420 000000008654 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 31,159 000000484000 SH DEFINED 01 SOLE
INTERNET SEC SYS INC COM 46060X107 290 000000018919 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 805 000000037186 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 5,156 000000375600 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 322 000000029700 SH DEFINED 01 SOLE
INTERWOVEN INC COM NEW 46114T508 477 000000047300 SH DEFINED 01 SOLE
INTUIT COM 461202103 11,756 000000304722 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 1,601 000000022244 SH DEFINED 01 SOLE
INVISION TECHNOLOGIES INC COM 461851107 10,735 000000215131 SH DEFINED 01 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 455 000000010463 SH DEFINED 01 SOLE
IVAX CORP COM 465823102 319 000000013300 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 5,412 000001428157 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 1,628 000000042000 SH DEFINED SOLE
J P MORGAN CHASE & CO COM 46625H100 70,919 000001829242 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 232 000000006000 SH DEFINED 04 SOLE
JABIL CIRCUIT INC COM 466313103 4,684 000000186051 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 236 000000006000 SH DEFINED 01 SOLE
JANUS CAP GROUP INC COM 47102X105 3,598 000000218206 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0JEFFERIES GROUP INC NEW COM 472319102 281 000000009100 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 6,312 000000124257 SH DEFINED 01 SOLE
JETBLUE AWYS CORP COM 477143101 510 000000017359 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 1,726 000000031000 SH DEFINED SOLE
JOHNSON & JOHNSON COM 478160104 142,467 000002557756 SH DEFINED 01 SOLE
JOHNSON CTLS INC COM 478366107 9,127 000000170996 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 4,686 000000118701 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 245 000000010000 SH DEFINED SOLE
JUNIPER NETWORKS INC COM 48203R104 1,206 000000049094 SH DEFINED 01 SOLE
KFX INC COM 48245L107 1,531 000000201000 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 10,181 000000206177 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL A 482740206 325 000000014100 SH DEFINED 01 SOLE
KB HOME COM 48666K109 3,146 000000045849 SH DEFINED 01 SOLE
KEANE INC COM 486665102 436 000000031900 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 15,715 000000375515 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 317 000000007300 SH DEFINED 01 SOLE
KELLY SVCS INC CL A 488152208 319 000000010732 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 369 000000030200 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 306 000000006700 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 7,084 000000131759 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 11,188 000000374339 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 5,222 000000142307 SH DEFINED 01 SOLE
KEYSTONE PPTY TR CORP COM 493596100 3,522 000000146600 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 29,519 000000448075 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS COM 49455P101 6,759 000000114010 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 3,126 000000273029 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 6,257 000000086915 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 15,138 000000358043 SH DEFINED 01 SOLE
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 315 000000011600 SH DEFINED 01 SOLE
KOSAN BIOSCIENCES INC COM 50064W107 316 000000040000 SH DEFINED 01 SOLE
KORN FERRY INTL COM NEW 500643200 478 000000024700 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 1,132 000000059300 SH DEFINED 01 SOLE
KROGER CO COM 501044101 11,945 000000656320 SH DEFINED 01 SOLE
KROLL INC COM 501049100 5,143 000000139455 SH DEFINED 01 SOLE
KULICKE & SOFFA INDS INC COM 501242101 143 000000013100 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 2,841 000000372861 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 100 000000013400 SH DEFINED 06 SOLE
LTX CORP COM 502392103 405 000000037554 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 928 000000013900 SH DEFINED 01 SOLE
LA JOLLA PHARMACEUTICAL CO COM 503459109 157 000000065000 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS NOTE 50540RAC6 18,000 000025000000 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS COM NEW 50540R409 353 000000008900 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 324 000000038500 SH DEFINED 01 SOLE
LAFARGE NORTH AMERICA INC COM 505862102 225 000000005200 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 1,007 000000037586 SH DEFINED 01 SOLE
LAMAR ADVERTISING CO CL A 512815101 355 000000008210 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LANCASTER COLONY CORP COM 513847103 303 000000007277 SH DEFINED 01 SOLE
LANDAMERICA FINL GROUP INC COM 514936103 1,697 000000043600 SH DEFINED 01 SOLE
LANDRYS RESTAURANTS INC COM 51508L103 218 000000007300 SH DEFINED 01 SOLE
LANDSTAR SYS INC COM 515098101 269 000000005100 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 444 000000063339 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 253 000000005200 SH DEFINED 01 SOLE
LAUREATE EDUCATION INC COM 518613104 367 000000009602 SH DEFINED 01 SOLE
LEAPFROG ENTERPRISES INC CL A 52186N106 1,093 000000055000 SH DEFINED 01 SOLE
LEAR CORP NOTE 521865AG0 12,687 000025000000 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 513 000000008700 SH DEFINED 01 SOLE
LEE ENTERPRISES INC COM 523768109 283 000000005900 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 4,923 000000184350 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 18,567 000000246747 SH DEFINED 01 SOLE
LENNAR CORP CL A 526057104 380 000000008500 SH DEFINED 01 SOLE
LENNAR CORP CL B 526057302 10,742 000000259300 SH DEFINED 01 SOLE
LEUCADIA NATL CORP COM 527288104 1,242 000000025000 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 406 000000115716 SH DEFINED 01 SOLE
LEXAR MEDIA INC COM 52886P104 2,863 000000428700 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 723 000000007500 SH DEFINED SOLE
LEXMARK INTL NEW CL A 529771107 11,391 000000118007 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW DEB 0.75 530718AF2 4,565 000000040000 PRN DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 6,742 000000750000 SH DEFINED 01 SOLE
LIBERTY MEDIA INTL INC COM SER A 530719103 927 000000025000 SH DEFINED 01 SOLE
LIBERTY PPTY TR SH BEN INT 531172104 337 000000008400 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 661 000000017763 SH DEFINED 01 SOLE
LIGAND PHARMACEUTICALS INC CL B 53220K207 906 000000052134 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 70,562 000001009332 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 7,766 000000415295 SH DEFINED 01 SOLE
LINCARE HLDGS INC COM 532791100 1,120 000000034085 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 7,838 000000165894 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 13,048 000000330605 SH DEFINED 01 SOLE
LINENS N THINGS INC COM 535679104 668 000000022800 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 3,802 000000105686 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 20,627 000000396080 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 9,855 000000164374 SH DEFINED 01 SOLE
LONGVIEW FIBRE CO COM 543213102 325 000000022100 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 2,591 000000109574 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 36,658 000000697595 SH DEFINED 01 SOLE
LUBRIZOL CORP COM 549271104 296 000000008095 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 14,125 000003737002 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 267 000000015400 SH DEFINED 01 SOLE
M & T BK CORP COM 55261F104 9,620 000000110204 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 7,951 000000139214 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 29,201 000001132293 SH DEFINED 01 SOLE
M D C HLDGS INC COM 552676108 502 000000007900 SH DEFINED 01 SOLE
MDU RES GROUP INC COM 552690109 360 000000015000 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MGIC INVT CORP WIS COM 552848103 6,757 000000089084 SH DEFINED 01 SOLE
MGI PHARMA INC COM 552880106 715 000000026500 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 366 000000007800 SH DEFINED 01 SOLE
MPS GROUP INC COM 553409103 316 000000026100 SH DEFINED 01 SOLE
MACK CALI RLTY CORP COM 554489104 351 000000008500 SH DEFINED 01 SOLE
MACROVISION CORP COM 555904101 356 000000014240 SH DEFINED 01 SOLE
MACROMEDIA INC COM 556100105 451 000000018411 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC COM NEW 559079207 6,072 000000181548 SH DEFINED SOLE
MAGELLAN HEALTH SVCS INC COM NEW 559079207 890 000000026632 SH DEFINED 01 SOLE
MAGNA INTL INC CL A 559222401 229 000000002700 SH DEFINED 01 SOLE
MAGNUM HUNTER RES INC COM PAR $0 55972F203 103 000000010000 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP COM 562567107 1,352 000000019700 SH DEFINED 01 SOLE
MANOR CARE INC NEW NOTE 2.12 564055AE1 6,062 000000050000 PRN DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 2,734 000000083674 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 228 000000004500 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 11,609 000000306792 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 21,057 000000464018 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 7,761 000000198557 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 10,812 000000216761 SH DEFINED 01 SOLE
MARTEK BIOSCIENCES CORP COM 572901106 273 000000004875 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 434 000000009800 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 12,148 000000389625 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 7,126 000000390490 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 18,153 000000346307 SH DEFINED 01 SOLE
MAXTOR CORP COM NEW 577729205 68 000000010400 SH DEFINED 01 SOLE
MAXWELL SHOE INC CL A 577766108 697 000000030028 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 7,903 000000287489 SH DEFINED 01 SOLE
MAVERICK TUBE CORP COM 577914104 438 000000016700 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 2,063 000000084186 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 4,695 000000138093 SH DEFINED 01 SOLE
MCDATA CORP CL B 580031102 4,917 000000962358 SH DEFINED 01 SOLE
MCDATA CORP CL A 580031201 351 000000065417 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 29,124 000001120185 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 995 000000013000 SH DEFINED SOLE
MCGRAW HILL COS INC COM 580645109 12,883 000000168261 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 9,113 000000265458 SH DEFINED 01 SOLE
MEADWESTVACO CORP COM 583334107 6,121 000000208277 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC COM 58405U102 8,952 000000238722 SH DEFINED 01 SOLE
MEDIA GEN INC CL A 584404107 372 000000005800 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,474 000000036900 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 6,109 000000261187 SH DEFINED 01 SOLE
MEDTRONIC INC DBCV 1.25 585055AB2 29,942 000000295000 PRN DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 52,785 000001083453 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 11,073 000000377560 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 388 000000025082 SH DEFINED 01 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 251 000000005367 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MERCK & CO INC COM 589331107 92,023 000001937331 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 4,899 000000098333 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 2,675 000000048688 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 46,450 000000860509 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 24,840 000000460000 SH DEFINED 02 SOLE
METALS USA INC COM NEW 591324207 2,458 000000137500 SH DEFINED SOLE
METLIFE INC COM 59156R108 23,861 000000665600 SH DEFINED 01 SOLE
MICHAELS STORES INC COM 594087108 236 000000004300 SH DEFINED 01 SOLE
MICREL INC COM 594793101 746 000000061404 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 1,822 000000063800 SH DEFINED SOLE
MICROSOFT CORP COM 594918104 270,754 000009480189 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 1,000 000000031718 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 8,525 000000556880 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 1,292 000000093644 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 138 000000010000 SH DEFINED 04 SOLE
MILLER HERMAN INC COM 600544100 355 000000012274 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 2,625 000000046570 SH DEFINED 01 SOLE
MINERALS TECHNOLOGIES INC COM 603158106 313 000000005400 SH DEFINED 01 SOLE
MISSION RESOURCES CORP COM 605109107 433 000000076000 SH DEFINED SOLE
MODINE MFG CO COM 607828100 319 000000010046 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 740 000000010100 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 5,941 000000185204 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 50,454 000001849497 SH DEFINED 01 SOLE
MONOLITHIC SYS TECHNOLOGY IN COM 609842109 165 000000022000 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 9,135 000000237287 SH DEFINED 01 SOLE
MONSTER WORLDWIDE INC COM 611742107 3,317 000000128981 SH DEFINED 01 SOLE
MONY GROUP INC COM 615337102 2,485 000000079400 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 8,610 000000133161 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 1,282 000000024300 SH DEFINED SOLE
MORGAN STANLEY COM NEW 617446448 53,711 000001017838 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 38,401 000002104166 SH DEFINED 01 SOLE
MPOWER HOLDING CORP COM NEW 62473L309 1,068 000000905536 SH DEFINED SOLE
MYLAN LABS INC COM 628530107 6,196 000000305997 SH DEFINED 01 SOLE
MYRIAD GENETICS INC COM 62855J104 160 000000010786 SH DEFINED 01 SOLE
NBTY INC COM 628782104 396 000000013500 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 4,219 000000085088 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 877,119 000023241107 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 19,498 000000556945 SH DEFINED 01 SOLE
NATIONAL COMMERCE FINL CORP COM 63545P104 10,273 000000316100 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 475 000000019000 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 427 000000013942 SH DEFINED 01 SOLE
NATIONAL-OILWELL INC COM 637071101 390 000000012400 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 7,375 000000335391 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 3,004 000000077513 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL A 640204202 283 000000005100 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL B 640204301 7,795 000000150500 SH DEFINED 01 SOLE
1Page 19 04-08-03 16:24:56
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INFORMATION TABLE
QUARTER ENDING
06/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NEKTAR THERAPEUTICS COM 640268108 1,099 000000055100 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 554 000000030600 SH DEFINED 01 SOLE
NETFLIX COM INC COM 64110L106 282 000000007856 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 7,301 000000339119 SH DEFINED 01 SOLE
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,298 000000025047 SH DEFINED 01 SOLE
NEW ENGLAND BUSINESS SVC INC COM 643872104 3,960 000000090000 SH DEFINED 01 SOLE
NEW PLAN EXCEL RLTY TR INC COM 648053106 306 000000013100 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 505 000000025768 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 6,366 000000142403 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 6,238 000000265487 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 529 000000009500 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 15,419 000000397826 SH DEFINED 01 SOLE
NEWPORT CORP COM 651824104 324 000000020046 SH DEFINED 01 SOLE
NEWS CORP LTD ADR NEW 652487703 34,790 000000982225 SH DEFINED 01 SOLE
NEWS CORP LTD SP ADR PFD 652487802 40,476 000001231026 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 32,462 000001217661 SH DEFINED 01 SOLE
NEXTEL PARTNERS INC NOTE 1.50 65333FAS6 2,790 000000020000 PRN DEFINED 01 SOLE
NEXTEL PARTNERS INC CL A 65333F107 259 000000016300 SH DEFINED 01 SOLE
NICOR INC COM 654086107 1,536 000000045242 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 17,831 000000235404 SH DEFINED 01 SOLE
99 CENTS ONLY STORES COM 65440K106 977 000000064100 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 4,843 000000234902 SH DEFINED 01 SOLE
NOBLE ENERGY INC COM 655044105 367 000000007200 SH DEFINED 01 SOLE
NORDSON CORP COM 655663102 304 000000007030 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 5,414 000000127060 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 10,758 000000405664 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP NEW COM 656568102 1,175 000000235500 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP NEW COM 656568102 276 000000055350 SH DEFINED 04 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 6,033 000000158558 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 290 000000014900 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 8,665 000000204956 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 17,115 000000318723 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP CL A 667280101 134 000000012067 SH DEFINED 01 SOLE
NOVARTIS A G SPONSORED 66987V109 1,112 000000025000 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 251 000000030000 SH DEFINED SOLE
NOVELL INC COM 670006105 3,066 000000365502 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 5,015 000000159523 SH DEFINED 01 SOLE
NSTAR COM 67019E107 268 000000005600 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 5,507 000000071751 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 4,247 000000207512 SH DEFINED 01 SOLE
OGE ENERGY CORP COM 670837103 280 000000011000 SH DEFINED 01 SOLE
OSI PHARMACEUTICALS INC COM 671040103 739 000000010500 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 16,869 000000348470 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 5,089 000000284147 SH DEFINED 01 SOLE
OHIO CAS CORP COM 677240103 307 000000015254 SH DEFINED 01 SOLE
OIL SVC HOLDRS TR DEPOSTRY R 678002106 57,784 000000800000 SH DEFINED 01 SOLE
1Page 20 04-08-03 16:24:56
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QUARTER ENDING
06/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0OLD REP INTL CORP COM 680223104 259 000000010950 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 311 000000017700 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 286 000000006700 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 13,223 000000174245 SH DEFINED 01 SOLE
ON SEMICONDUCTOR CORP COM 682189105 125 000000025000 SH DEFINED SOLE
ONEOK INC NEW COM 682680103 294 000000013400 SH DEFINED 01 SOLE
ONYX PHARMACEUTICALS INC COM 683399109 219 000000005179 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 149 000000012500 SH DEFINED SOLE
ORACLE CORP COM 68389X105 58,696 000004920051 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 532 000000011776 SH DEFINED 01 SOLE
OSHKOSH TRUCK CORP COM 688239201 206 000000003600 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 554 000000013400 SH DEFINED 01 SOLE
OVERSEAS SHIPHOLDING GROUP I COM 690368105 300 000000006800 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 452 000000027000 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 20,392 000000370500 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 10,326 000000369592 SH DEFINED 01 SOLE
P F CHANGS CHINA BISTRO INC COM 69333Y108 663 000000016114 SH DEFINED 01 SOLE
PMA CAP CORP CL A 693419202 3,961 000000440130 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 2,751 000000191725 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 544 000000012500 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 13,852 000000260973 SH DEFINED 01 SOLE
PNM RES INC COM 69349H107 389 000000018750 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 9,710 000000155394 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 7,312 000000159310 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 10,047 000000173265 SH DEFINED 01 SOLE
PACIFIC SUNWEAR CALIF INC COM 694873100 1,383 000000070644 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 270 000000007000 SH DEFINED 01 SOLE
PACKAGING CORP AMER COM 695156109 303 000000012700 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 3,490 000000139964 SH DEFINED 01 SOLE
PALL CORP COM 696429307 3,129 000000119491 SH DEFINED 01 SOLE
PALMONE INC COM 69713P107 872 000000025100 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 399 000000017198 SH DEFINED 01 SOLE
PANERA BREAD CO CL A 69840W108 238 000000006653 SH DEFINED 01 SOLE
PAR PHARMACEUTICAL COS INC COM 69888P106 1,570 000000044600 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 2,350 000000470185 SH DEFINED 01 SOLE
PARKER DRILLING CO COM 701081101 573 000000150000 SH DEFINED SOLE
PARKER DRILLING CO COM 701081101 955 000000250000 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 6,863 000000115427 SH DEFINED 01 SOLE
PATTERSON DENTAL CO COM 703412106 1,237 000000016185 SH DEFINED 01 SOLE
PATTERSON UTI ENERGY INC COM 703481101 1,481 000000044344 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 15,380 000000453960 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 478 000000032100 SH DEFINED 01 SOLE
PEABODY ENERGY CORP COM 704549104 498 000000008900 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP CL A 707389102 538 000000029500 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 9,296 000000246188 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 259 000000007700 SH DEFINED 01 SOLE
1Page 21 04-08-03 16:24:56
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PEOPLES ENERGY CORP COM 711030106 1,800 000000042712 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 7,244 000000391614 SH DEFINED 01 SOLE
PEPCO HOLDINGS INC COM 713291102 480 000000026300 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 7,200 000000235767 SH DEFINED 01 SOLE
PEPSIAMERICAS INC COM 71343P200 405 000000019100 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 80,711 000001497994 SH DEFINED 01 SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 828 000000031224 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 2,526 000000126077 SH DEFINED 01 SOLE
PERRIGO CO COM 714290103 383 000000020191 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 513 000000015831 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 2,704 000000078900 SH DEFINED SOLE
PFIZER INC COM 717081103 224,564 000006550882 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 6,686 000000086262 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 293 000000016600 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 3,384 000000083785 SH DEFINED 01 SOLE
PIONEER NAT RES CO COM 723787107 228 000000006500 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 9,467 000000213962 SH DEFINED 01 SOLE
PIXAR COM 725811103 381 000000005490 SH DEFINED 01 SOLE
PLAINS EXPL& PRODTN CO COM 726505100 550 000000030000 SH DEFINED 01 SOLE
PLAINS RES INC COM PAR $0 726540503 3,220 000000190000 SH DEFINED 01 SOLE
PLANTRONICS INC NEW COM 727493108 395 000000009400 SH DEFINED 01 SOLE
PLEXUS CORP COM 729132100 384 000000028456 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 5,291 000000162421 SH DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 671 000000013600 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 284 000000012701 SH DEFINED 01 SOLE
POTASH CORP SASK INC COM 73755L107 310 000000003200 SH DEFINED 01 SOLE
POTLATCH CORP COM 737628107 308 000000007400 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 1,072 000000097695 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 332 000000043129 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 11,445 000000286774 SH DEFINED 01 SOLE
PRECISION CASTPARTS CORP COM 740189105 257 000000004700 SH DEFINED 01 SOLE
PRECISION DRILLING CORP COM 74022D100 518 000000010800 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 5,847 000000116024 SH DEFINED 01 SOLE
PRIDE INTL INC DEL NOTE 3.25 74153QAD4 2,005 000000020000 PRN DEFINED 01 SOLE
PRIDE INTL INC DEL COM 74153Q102 2,169 000000126800 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 10,402 000000299101 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 1,742 000000032000 SH DEFINED SOLE
PROCTER & GAMBLE CO COM 742718109 121,427 000002230478 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 9,808 000000222674 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 16,342 000000191583 SH DEFINED 01 SOLE
PROLOGIS SH BEN INT 743410102 5,377 000000163362 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 371 000000009600 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 1,219 000000063769 SH DEFINED 01 SOLE
PROVIDENT FINL GROUP INC COM 743866105 4,151 000000105199 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP NOTE 4.00 74406AAC6 2,542 000000020000 PRN DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 733 000000050000 SH DEFINED SOLE
1Page 22 04-08-03 16:24:56
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INFORMATION TABLE
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06/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PROVIDIAN FINL CORP COM 74406A102 6,930 000000472420 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC COM 744320102 21,488 000000462423 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 8,752 000000218637 SH DEFINED 01 SOLE
PUGET ENERGY INC NEW COM 745310102 359 000000016400 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 5,915 000000113700 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 3,855 000000145002 SH DEFINED 01 SOLE
QUAKER CITY BANCORP INC COM 74731K106 3,368 000000061306 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 55,404 000000759176 SH DEFINED 01 SOLE
QUANTA SVCS INC COM 74762E102 342 000000055000 SH DEFINED 01 SOLE
QUANTUM CORP COM DSSG 747906204 315 000000101700 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 7,704 000000090689 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 251 000000006500 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 5,699 000001587700 SH DEFINED 01 SOLE
RPM INTL INC COM 749685103 884 000000058200 SH DEFINED 01 SOLE
RSA SEC INC COM 749719100 353 000000017291 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 500 000000066697 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 531 000000011100 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 13,709 000000853629 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 4,217 000000147314 SH DEFINED 01 SOLE
RAYMOND JAMES FINANCIAL INC COM 754730109 302 000000011450 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 285 000000006431 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 14,268 000000398882 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC COM 755267101 321 000000020100 SH DEFINED 01 SOLE
REDWOOD TR INC COM 758075402 3,724 000000066900 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 2,506 000000069651 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 303 000000006800 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 7,158 000000195858 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 52,180 000000400000 SH DEFINED 01 SOLE
RENAL CARE GROUP INC COM 759930100 885 000000026716 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 439 000000014674 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 384 000000013300 SH DEFINED 01 SOLE
RESEARCH IN MOTION LTD COM 760975102 1,231 000000017996 SH DEFINED 01 SOLE
RETAIL HOLDRS TR DEP RCPT 76127U101 37,764 000000413500 SH DEFINED 01 SOLE
RETEK INC COM 76128Q109 343 000000055873 SH DEFINED 01 SOLE
REWARDS NETWORK INC COM 761557107 607 000000067500 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 328 000000014200 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 5,189 000000076774 SH DEFINED 01 SOLE
RITE AID CORP COM 767754104 54 000000010400 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 4,583 000000153966 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 6,344 000000169148 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 5,253 000000157670 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 8,481 000000203978 SH DEFINED 01 SOLE
ROLLINS INC COM 775711104 322 000000014000 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 798 000000029851 SH DEFINED 01 SOLE
ROUSE CO COM 779273101 598 000000012600 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 2,603 000000107004 SH DEFINED 01 SOLE
1Page 23 04-08-03 16:24:56
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INFORMATION TABLE
QUARTER ENDING
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ROXIO INC COM 780008108 2,209 000000450000 SH DEFINED 01 SOLE
RUBY TUESDAY INC COM 781182100 485 000000017700 SH DEFINED 01 SOLE
RUDDICK CORP COM 781258108 314 000000014000 SH DEFINED 01 SOLE
RYANAIR HLDGS PLC SPONSORED 783513104 815 000000024887 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 3,125 000000078008 SH DEFINED 01 SOLE
RYLAND GROUP INC COM 783764103 297 000000003800 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 71,045 000002929720 SH DEFINED 01 SOLE
SEI INVESTMENTS CO COM 784117103 3,822 000000131641 SH DEFINED 01 SOLE
SLM CORP COM 78442P106 15,743 000000389205 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 244,594 000002135637 SH DEFINED 01 SOLE
S1 CORPORATION COM 78463B101 3,619 000000364096 SH DEFINED 01 SOLE
SPX CORP COM 784635104 417 000000009000 SH DEFINED SOLE
SPX CORP COM 784635104 1,226 000000026400 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 3,675 000000132645 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 5,430 000000123422 SH DEFINED 01 SOLE
SAFENET INC COM 78645R107 2,491 000000090000 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 10,082 000000397886 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 12,351 000000163268 SH DEFINED 01 SOLE
ST PAUL TRAVELERS INC COM 792860108 472 000000011664 SH DEFINED SOLE
ST PAUL TRAVELERS INC COM 792860108 27,448 000000677080 SH DEFINED 01 SOLE
SAKS INC COM 79377W108 399 000000026600 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 1,586 000000073148 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 5,613 000000616908 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 94 000000010400 SH DEFINED 06 SOLE
SAP AKTIENGESELLSCHAFT SPONSORED 803054204 1,124 000000026900 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 16,703 000000726546 SH DEFINED 01 SOLE
SCANA CORP NEW COM 80589M102 229 000000006300 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 1,378 000000021830 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 720 000000039000 SH DEFINED SOLE
SCHERING PLOUGH CORP COM 806605101 24,074 000001302729 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 32,814 000000516684 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 398 000000013306 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 11,708 000001218376 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 6,282 000000182101 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 907 000000014200 SH DEFINED 01 SOLE
SCRIPPS E W CO OHIO CL A 811054204 354 000000003372 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 4,062 000000076256 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 7,255 000000192137 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-EN 81369Y506 62,960 000002000000 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-FI 81369Y605 171,480 000006000000 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-UT 81369Y886 47,520 000002000000 SH DEFINED 01 SOLE
SELECT MEDICAL CORP COM 816196109 526 000000039200 SH DEFINED 01 SOLE
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 37,830 000001000000 SH DEFINED 01 SOLE
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1,728 000000046000 SH DEFINED 02 SOLE
SEMTECH CORP COM 816850101 462 000000019652 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 7,202 000000209203 SH DEFINED 01 SOLE
1Page 24 04-08-03 16:24:56
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INFORMATION TABLE
QUARTER ENDING
06/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SENSIENT TECHNOLOGIES CORP COM 81725T100 320 000000014900 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 221 000000004187 SH DEFINED 01 SOLE
SEQUA CORPORATION CL A 817320104 321 000000005500 SH DEFINED 01 SOLE
SERENA SOFTWARE INC COM 817492101 367 000000019249 SH DEFINED 01 SOLE
SHELL TRANS & TRADING PLC ADR NY SHS 822703609 397 000000008900 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 5,277 000000127021 SH DEFINED 01 SOLE
SIEBEL SYS INC COM 826170102 5,617 000000525455 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 317 000000041200 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 4,245 000000071229 SH DEFINED 01 SOLE
SILICON LABORATORIES INC COM 826919102 300 000000006488 SH DEFINED 01 SOLE
SILICON VY BANCSHARES NOTE 827064AC0 5,737 000004500000 SH DEFINED 01 SOLE
SILICON VY BANCSHARES COM 827064106 307 000000007754 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 9,525 000000185258 SH DEFINED 01 SOLE
SINCLAIR BROADCAST GROUP INC CL A 829226109 616 000000060000 SH DEFINED SOLE
SIX FLAGS INC COM 83001P109 312 000000043100 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 429 000000007700 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 346 000000011800 SH DEFINED 01 SOLE
SMUCKER J M CO COM NEW 832696405 1,124 000000024500 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 447 000000022413 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 2,004 000000059740 SH DEFINED 01 SOLE
SOHU COM INC COM 83408W103 604 000000030427 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 5,673 000000876966 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 591 000000023198 SH DEFINED 01 SOLE
SONUS PHARMACEUTICALS INC COM 835692104 281 000000059200 SH DEFINED 01 SOLE
SOTHEBYS HLDGS INC CL A 835898107 325 000000020400 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 1,002 000000034400 SH DEFINED SOLE
SOUTHERN CO COM 842587107 19,015 000000652336 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 15,594 000000401823 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 11,678 000000696399 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 291 000000013200 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 22,679 000001288612 SH DEFINED 01 SOLE
STANCORP FINL GROUP INC COM 852891100 335 000000005000 SH DEFINED 01 SOLE
STANDARD PAC CORP NEW COM 85375C101 423 000000008600 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 3,622 000000079484 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 13,693 000000465621 SH DEFINED 01 SOLE
STARBUCKS CORP COM 855244109 326 000000007500 SH DEFINED SOLE
STARBUCKS CORP COM 855244109 17,280 000000397341 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD NOTE 3.50 85590AAJ3 7,533 000000070000 PRN DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 8,441 000000188218 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 14,731 000000300388 SH DEFINED 01 SOLE
STATION CASINOS INC COM 857689103 237 000000004900 SH DEFINED 01 SOLE
STEEL DYNAMICS INC NOTE 4.00 858119AD2 1,846 000000010000 PRN DEFINED 01 SOLE
STERICYCLE INC COM 858912108 363 000000007024 SH DEFINED 01 SOLE
STERIS CORP COM 859152100 333 000000014800 SH DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 411 000000009000 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 266 000000009200 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0STRYKER CORP COM 863667101 19,216 000000349388 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 13,577 000003135750 SH DEFINED 01 SOLE
SUNCOR ENERGY INC COM 867229106 409 000000016000 SH DEFINED SOLE
SUNGARD DATA SYS INC COM 867363103 7,433 000000285911 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 4,325 000000067990 SH DEFINED 01 SOLE
SUNTERRA CORP COM NEW 86787D208 630 000000050000 SH DEFINED SOLE
SUNTRUST BKS INC COM 867914103 17,604 000000270880 SH DEFINED 01 SOLE
SUPERIOR INDS INTL INC COM 868168105 341 000000010200 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 4,763 000000155631 SH DEFINED 01 SOLE
SWIFT TRANSN CO COM 870756103 479 000000026688 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 345 000000019200 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 525 000000012000 SH DEFINED SOLE
SYMANTEC CORP COM 871503108 13,530 000000309054 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 3,316 000000225003 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 1,452 000000051105 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 6,922 000000273402 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 21,768 000000606877 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 267 000000004600 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 2,401 000000200256 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 10,531 000000436265 SH DEFINED 01 SOLE
TXU CORP COM 873168108 11,357 000000280357 SH DEFINED 01 SOLE
TALBOTS INC COM 874161102 344 000000008800 SH DEFINED 01 SOLE
TALISMAN ENERGY INC COM 87425E103 2,717 000000125000 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 1,443 000000034000 SH DEFINED SOLE
TARGET CORP COM 87612E106 34,580 000000814235 SH DEFINED 01 SOLE
TASER INTL INC COM 87651B104 259 000000006000 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 446 000000011412 SH DEFINED 01 SOLE
TECHNE CORP COM 878377100 207 000000004773 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 885 000000020875 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL A 878895200 335 000000008148 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 3,104 000000091250 SH DEFINED 01 SOLE
TELEFLEX INC COM 879369106 506 000000010100 SH DEFINED 01 SOLE
TELEFONOS DE MEXICO S A SPON ADR O 879403780 332 000000010000 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 441 000000006200 SH DEFINED 01 SOLE
TELIK INC COM 87959M109 657 000000027558 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 3,913 000000447712 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 3,698 000000053406 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 5,585 000000416536 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 4,269 000000188092 SH DEFINED 01 SOLE
TETRA TECH INC NEW COM 88162G103 456 000000028002 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,302 000000019392 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL FIN II L DBCV 0.50 88164RAA5 5,162 000000050000 PRN DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 38,076 000001574694 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 7,734 000000130318 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 4,584 000000149144 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 1,628 000000059806 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0THOR INDS INC COM 885160101 307 000000009200 SH DEFINED 01 SOLE
3COM CORP COM 885535104 604 000000096648 SH DEFINED 01 SOLE
3M CO COM 88579Y101 1,440 000000016000 SH DEFINED SOLE
3M CO COM 88579Y101 62,326 000000692441 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 292 000000009800 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 5,155 000000139900 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 515 000000014000 SH DEFINED 04 SOLE
TIMBERLAND CO CL A 887100105 271 000000004200 SH DEFINED 01 SOLE
TIME WARNER INC COM 887317105 74,735 000004251169 SH DEFINED 01 SOLE
TITAN CORP COM 888266103 269 000000020800 SH DEFINED 01 SOLE
TIVO INC COM 888706108 132 000000018620 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 292 000000006900 SH DEFINED 01 SOLE
TOO INC COM 890333107 415 000000024900 SH DEFINED 01 SOLE
TOOTSIE ROLL INDS INC COM 890516107 290 000000008931 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 5,345 000000099352 SH DEFINED 01 SOLE
TORONTO DOMINION BK ONT COM NEW 891160509 547 000000017000 SH DEFINED SOLE
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TOYS R US INC COM 892335100 3,277 000000205719 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 412 000000019178 SH DEFINED 01 SOLE
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TRIARC COS INC CL B SER 1 895927309 296 000000029200 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 14,089 000000309379 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 387 000000012200 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 372 000000068224 SH DEFINED 01 SOLE
TULARIK INC COM 899165104 4,526 000000182500 SH DEFINED 01 SOLE
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TYCO INTL GROUP S A DBCV 2.75 902118BF4 7,512 000000050000 PRN DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 58,427 000001763042 SH DEFINED 01 SOLE
UST INC COM 902911106 5,362 000000148962 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 46,800 000001698122 SH DEFINED 01 SOLE
U S G CORP COM NEW 903293405 1,125 000000064000 SH DEFINED 01 SOLE
USEC INC COM 90333E108 109 000000012500 SH DEFINED 01 SOLE
UNIFI INC COM 904677101 406 000000138800 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 14,657 000000246550 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 5,042 000000169161 SH DEFINED 01 SOLE
UNISOURCE ENERGY CORP COM 909205106 2,112 000000085000 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 624 000000045000 SH DEFINED SOLE
UNISYS CORP COM 909214108 4,311 000000310614 SH DEFINED 01 SOLE
UNITED DOMINION REALTY TR IN COM 910197102 269 000000013600 SH DEFINED 01 SOLE
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UNITED ONLINE INC COM 911268100 1,528 000000086800 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 73,982 000000984204 SH DEFINED 01 SOLE
UNITED RENTALS INC COM 911363109 642 000000035900 SH DEFINED 01 SOLE
UNITED STATES CELLULAR CORP COM 911684108 674 000000017500 SH DEFINED 01 SOLE
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UNITED STATES STL CORP NEW COM 912909108 3,781 000000107668 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 1,463 000000016000 SH DEFINED SOLE
UNITED TECHNOLOGIES CORP COM 913017109 41,783 000000456749 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 35,149 000000564658 SH DEFINED 01 SOLE
UNITEDGLOBALCOM CL A 913247508 133 000000018382 SH DEFINED 01 SOLE
UNITRIN INC COM 913275103 259 000000006100 SH DEFINED 01 SOLE
UNIVERSAL CORP VA COM 913456109 305 000000006000 SH DEFINED 01 SOLE
UNIVERSAL HLTH SVCS INC CL B 913903100 279 000000006100 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 9,647 000000302141 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 8,911 000000234522 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 7,502 000000471886 SH DEFINED 01 SOLE
UTSTARCOM INC COM 918076100 281 000000009291 SH DEFINED 01 SOLE
V F CORP COM 918204108 4,772 000000098002 SH DEFINED 01 SOLE
VALASSIS COMMUNICATIONS INC COM 918866104 295 000000009700 SH DEFINED 01 SOLE
VALEANT PHARMACEUTICALS INTL COM 91911X104 402 000000020100 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 8,325 000000112868 SH DEFINED 01 SOLE
VALSPAR CORP COM 920355104 352 000000007000 SH DEFINED 01 SOLE
VANS INC COM 921930103 2,379 000000115802 SH DEFINED 01 SOLE
VARCO INTL INC DEL COM 922122106 286 000000013100 SH DEFINED 01 SOLE
VARIAN MED SYS INC COM 92220P105 1,571 000000019800 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 400 000000009494 SH DEFINED 01 SOLE
VECTREN CORP COM 92240G101 288 000000011500 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 734 000000036920 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 88,149 000002435751 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 12,388 000000445796 SH DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 315 000000029074 SH DEFINED 01 SOLE
VIAD CORP COM 92552R109 280 000000010400 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 2,874 000000079090 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 1,143 000000032000 SH DEFINED SOLE
VIACOM INC CL B 925524308 59,813 000001674499 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 680 000000036600 SH DEFINED 01 SOLE
VISTEON CORP COM 92839U107 1,547 000000132599 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 406 000000015200 SH DEFINED 01 SOLE
VODAFONE GROUP PLC NEW SPONSORED 92857W100 711 000000032200 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 4,386 000000092241 SH DEFINED 01 SOLE
WGL HLDGS INC COM 92924F106 298 000000010400 SH DEFINED 01 SOLE
W HLDG CO INC COM 929251106 223 000000013016 SH DEFINED 01 SOLE
WPS RESOURCES CORP COM 92931B106 287 000000006200 SH DEFINED 01 SOLE
WABASH NATL CORP COM 929566107 223 000000008100 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW COM 929903102 1,780 000000040000 SH DEFINED SOLE
WACHOVIA CORP 2ND NEW COM 929903102 54,579 000001226496 SH DEFINED 01 SOLE
WADDELL & REED FINL INC CL A 930059100 446 000000020200 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 2,110 000000040000 SH DEFINED SOLE
WAL MART STORES INC COM 931142103 195,744 000003710094 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 1,267 000000035000 SH DEFINED SOLE
WALGREEN CO COM 931422109 32,837 000000906868 SH DEFINED 01 SOLE
WARWICK CMNTY BANCORP INC COM 936559103 3,314 000000103426 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WASHINGTON FED INC COM 938824109 306 000000012750 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 29,876 000000773208 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 15,948 000000520335 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 5,123 000000107239 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 4,638 000000172422 SH DEFINED 01 SOLE
WAYNE BANCORP INC OHIO COM 944293109 306 000000010814 SH DEFINED 01 SOLE
WEBMD CORP COM 94769M105 150 000000016176 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 474 000000010100 SH DEFINED 01 SOLE
WELLCHOICE INC COM 949475107 306 000000007400 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 22,072 000000197056 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 84,587 000001478019 SH DEFINED 01 SOLE
WENDYS INTL INC COM 950590109 3,996 000000114699 SH DEFINED 01 SOLE
WERNER ENTERPRISES INC COM 950755108 386 000000018334 SH DEFINED 01 SOLE
WESTAR ENERGY INC COM 95709T100 342 000000017200 SH DEFINED 01 SOLE
WESTAMERICA BANCORPORATION COM 957090103 296 000000005644 SH DEFINED 01 SOLE
WESTERN DIGITAL CORP COM 958102105 256 000000029600 SH DEFINED 01 SOLE
WESTERN GAS RES INC COM 958259103 360 000000011100 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 1,454 000000061100 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 14,500 000000229724 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 4,420 000000064445 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC COM 966837106 777 000000008144 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 5,473 000000459948 SH DEFINED 01 SOLE
WILLIAMS SONOMA INC COM 969904101 237 000000007200 SH DEFINED 01 SOLE
WILMINGTON TRUST CORP COM 971807102 286 000000007700 SH DEFINED 01 SOLE
WILSON GREATBATCH TECHNOLOGI COM 972232102 265 000000009500 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC COM 973149107 314 000000026702 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 1,201 000000166884 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 238 000000007300 SH DEFINED 01 SOLE
WISER OIL CO DEL COM 977284108 530 000000050000 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 1,785 000000086946 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 12,644 000000200553 SH DEFINED 01 SOLE
WYETH COM 983024100 216 000000006000 SH DEFINED SOLE
WYETH COM 983024100 44,449 000001229233 SH DEFINED 01 SOLE
WYNN RESORTS LTD COM 983134107 212 000000005495 SH DEFINED 01 SOLE
XTO ENERGY INC COM 98385X106 386 000000012975 SH DEFINED 01 SOLE
XCEL ENERGY INC COM 98389B100 5,887 000000352317 SH DEFINED 01 SOLE
XILINX INC COM 983919101 14,248 000000427753 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 10,344 000000713393 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 43,665 000001199599 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 25,147 000000697000 SH DEFINED 02 SOLE
YAHOO INC COM 984332106 455 000000012500 SH DEFINED 04 SOLE
YELLOW CORP NOTE 3.37 985509AQ1 11,662 000000100000 PRN DEFINED 01 SOLE
YORK INTL CORP NEW COM 986670107 332 000000008100 SH DEFINED 01 SOLE
YUM BRANDS INC COM 988498101 9,467 000000254363 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 498 000000018300 SH DEFINED 01 SOLE
ZEBRA TECHNOLOGIES CORP CL A 989207105 526 000000006056 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ZIMMER HLDGS INC COM 98956P102 18,938 000000214723 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 4,912 000000079940 SH DEFINED 01 SOLE
ZOLL MED CORP COM 989922109 1 000000000050 SH DEFINED 01 SOLE