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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended March 31, 2005
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
PRIOR FILINGS FOR THE NOMURA GROUP WERE REPORTED UNDER THE NAME NOMURA
SECURITIES COMPANY, WITH CIK NUMBER 0000110097. SUBSEQUENT FILINGS WILL
BE MADE UNDER THE NAME NOMURA HOLDINGS, INC., CIK NUMBER 0001163653.
NOMURA HOLDINGS, INC. (NHI) IS THE PARENT HOLDING COMPANY OF A NUMBER
OF OPERATING SUBSIDIARIES, SOME OF WHICH ARE OR MAY BE INSTITUTIONAL
INVESTMENT MANAGERS FOR THE PURPOSES OF THE REPORTING REQUIREMENTS UNDER
SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 (THE ACT) AND THE RULES
PROMULGATED THEREUNDER. NHI ITSELF DOES NOT DIRECTLY EXERCISE INVESTMENT
DISCRETION WITH RESPECT TO ANY SECTION 13(F) SECURITIES POSITIONS. IN
THAT NHI'S OWNERSHIP INTEREST IN SUCH OPERATING SUBSIDIARIES IS DEEMED THE
EXERCISE OF INVESTMENT DISCRETION REGARDING CERTAIN OF SUCH SUBSIDIARIES'
MANAGED ACCOUNTS, THE INFORMATION REQUIRED BY FORM 13F IS REPORTED BY NHI
ON BEHALF OF CERTAIN OF NHI'S OPERATING SUBSIDIARIES WHICH ARE INSTITUTIONAL
INVESTMENT MANAGERS SUBJECT TO SECTION 13(F)OF THE ACT.
Nomura Holdings Inc.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 001-15270
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY May 16, 2005
------------------------------------------
(Place and Date of Signing)
Report Type:
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1214
Form 13F Information Table Value Total: $14,208,117
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
13F File No.: Name:
------------- ---------------------
6. 28-05739 Global Funds Management, S.A.
------------- ---------------------
2. 28-04985 Nomura International plc
------------- ---------------------
4. 28-04993 Nomura Securities (Bermuda)
------------- ---------------------
1. 28-04983 Nomura Securities International, Inc.
------------- ---------------------
1Page 1 05-02-10 16:19:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DAIMLERCHRYSLER AG ORD D1668R123 500 000000011200 SH DEFINED 01 SOLE
ACE LTD ORD G0070K103 12,431 000000301219 SH DEFINED 01 SOLE
APEX SILVER MINES LTD ORD G04074103 2,162 000000135000 SH DEFINED 01 SOLE
ACCENTURE LTD BERMUDA CL A G1150G111 449 000000018600 SH DEFINED 01 SOLE
BUNGE LIMITED COM G16962105 1,384 000000025700 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 6,577 000000091961 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 212 000000002500 SH DEFINED 01 SOLE
GARMIN LTD ORD G37260109 1,571 000000033920 SH DEFINED 01 SOLE
GLOBALSANTAFE CORP SHS G3930E101 592 000000016000 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 13,245 000000166299 SH DEFINED 01 SOLE
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 673 000000017570 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD SHS G6359F103 7,957 000000134559 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 7,402 000000131693 SH DEFINED 01 SOLE
PLATINUM UNDERWRITER HLDGS L COM G7127P100 2,970 000000100000 SH DEFINED 01 SOLE
PRIMUS GUARANTY LTD SHS G72457107 1,954 000000150000 SH DEFINED 01 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 828 000000070800 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 15,472 000000300661 SH DEFINED 01 SOLE
WEATHERFORD INTERNATIONAL LT COM G95089101 840 000000014500 SH DEFINED 01 SOLE
WILLIS GROUP HOLDINGS LTD SHS G96655108 387 000000010500 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 10,424 000000144048 SH DEFINED 01 SOLE
UBS AG NAMEN AKT H8920M855 633 000000007500 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 452 000000020810 SH DEFINED 01 SOLE
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 2,362 000000364608 SH DEFINED 01 SOLE
TECNOMATIX TECHNOLOGIES LTD ORD M8743P105 2,716 000000160000 SH DEFINED 01 SOLE
VERISITY LTD ORD M97385112 1,197 000000100478 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 1,347 000000111944 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 1,595 000000801940 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 18,151 000000487151 SH DEFINED 01 SOLE
AES CORP COM 00130H105 9,914 000000605311 SH DEFINED 01 SOLE
AK STL HLDG CORP COM 001547108 216 000000019574 SH DEFINED 01 SOLE
AMB PROPERTY CORP COM 00163T109 495 000000013100 SH DEFINED 01 SOLE
ATI TECHNOLOGIES INC COM 001941103 484 000000028027 SH DEFINED 01 SOLE
AT&T CORP COM NEW 001957505 18,395 000000981083 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 68,450 000001468273 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 492 000000008600 SH DEFINED 01 SOLE
ABGENIX INC COM 00339B107 151 000000021711 SH DEFINED 01 SOLE
ACCREDITED HOME LENDRS HLDG COM 00437P107 361 000000009983 SH DEFINED 01 SOLE
ACCREDO HEALTH INC COM 00437V104 4,441 000000100000 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 943 000000063719 SH DEFINED 01 SOLE
ACTUANT CORP SDCV 2.00 00508XAB0 1,290 000000010000 PRN DEFINED 01 SOLE
ACTUANT CORP CL A NEW 00508X203 319 000000007112 SH DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 73 000000015370 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 15,998 000000238185 SH DEFINED 01 SOLE
ADVANCE AUTO PARTS INC COM 00751Y106 494 000000009800 SH DEFINED 01 SOLE
ADVANCED DIGITAL INFORMATION COM 007525108 88 000000010825 SH DEFINED 01 SOLE
ADVANCED MEDICAL OPTICS INC COM 00763M108 915 000000025286 SH DEFINED 01 SOLE
1Page 2 05-05-10 15:43:43
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INFORMATION TABLE
QUARTER ENDING
03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ADVANCED MICRO DEVICES INC COM 007903107 6,028 000000373984 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 241 000000015000 SH DEFINED 04 SOLE
AETNA INC NEW COM 00817Y108 21,056 000000280946 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 6,565 000000123313 SH DEFINED 01 SOLE
AFFILIATED MANAGERS GROUP COM 008252108 427 000000006896 SH DEFINED 01 SOLE
AFFYMETRIX INC COM 00826T108 244 000000005700 SH DEFINED 01 SOLE
AGERE SYS INC CL A 00845V100 143 000000100000 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 9,515 000000428629 SH DEFINED 01 SOLE
AGNICO EAGLE MINES LTD COM 008474108 154 000000010600 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 13,455 000000212608 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 776 000000032484 SH DEFINED 01 SOLE
AIRTRAN HLDGS INC COM 00949P108 171 000000018980 SH DEFINED 01 SOLE
ALAMOSA HLDGS INC COM 011589108 327 000000028049 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 512 000000014084 SH DEFINED 01 SOLE
ALBERTO CULVER CO COM 013068101 5,014 000000104774 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 8,228 000000398473 SH DEFINED 01 SOLE
ALCAN INC COM 013716105 690 000000018200 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 26,278 000000864713 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 459 000000011165 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 2,779 000000134513 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,112 000000087612 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 9,463 000000136220 SH DEFINED 01 SOLE
ALLIANCE GAMING CORP COM NEW 01859P609 115 000000012014 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP COM 018802108 565 000000021100 SH DEFINED 01 SOLE
ALLIED CAP CORP NEW COM 01903Q108 271 000000010400 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 2,493 000000341122 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 34,466 000000637561 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 15,743 000000287032 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 987 000000018000 SH DEFINED 02 SOLE
ALTERA CORP COM 021441100 8,350 000000422183 SH DEFINED 01 SOLE
ALTRIA GROUP INC COM 02209S103 127,360 000001947711 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 817 000000023848 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 8,349 000000111700 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 8,010 000000083265 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 9,614 000000196175 SH DEFINED 01 SOLE
AMERICA MOVIL S A DE C V SPON ADR L 02364W105 3,612 000000070000 SH DEFINED 01 SOLE
AMERICAN CAPITAL STRATEGIES COM 024937104 478 000000015238 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 12,376 000000363368 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO DBCV 1.85 025816AS8 2,556 000000025000 PRN DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 61,755 000001202171 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 304 000000009900 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 137,432 000002480292 SH DEFINED 01 SOLE
AMERICAN MED SYS HLDGS INC COM 02744M108 346 000000020197 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 4,548 000000173920 SH DEFINED 01 SOLE
AMERICAN REPROGRAPHICS CO COM 029263100 288 000000020100 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 7,820 000000168253 SH DEFINED 01 SOLE
1Page 3 05-05-10 15:43:43
0 FORM 13F
INFORMATION TABLE
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03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AMERICAN TOWER CORP NOTE 3.00 029912AR3 1,627 000000015000 PRN DEFINED 01 SOLE
AMERICAN TOWER CORP CL A 029912201 486 000000026700 SH DEFINED 01 SOLE
AMERICREDIT CORP COM 03060R101 527 000000022500 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 6,961 000000121521 SH DEFINED 01 SOLE
AMERIGROUP CORP COM 03073T102 921 000000025198 SH DEFINED 01 SOLE
AMGEN INC NOTE 031162AE0 61,910 000085100000 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 70,697 000001214519 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 300 000000008100 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 8,626 000000332416 SH DEFINED 01 SOLE
AMYLIN PHARMACEUTICALS INC COM 032346108 429 000000024530 SH DEFINED 01 SOLE
AMVESCAP PLC SPONSORED 03235E100 1,521 000000120000 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 17,205 000000226097 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 12,607 000000348845 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 2,116 000000180748 SH DEFINED 01 SOLE
ANGLOGOLD ASHANTI LTD SPONSORED 035128206 337 000000009800 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 34,490 000000727797 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 420 000000016450 SH DEFINED 01 SOLE
AON CORP COM 037389103 7,351 000000321872 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 19,060 000000311297 SH DEFINED 01 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 3,758 000000101028 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 12,344 000000166678 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 32,939 000000790489 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 791 000000019000 SH DEFINED 04 SOLE
APPLEBEES INTL INC COM 037899101 369 000000013416 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 3,670 000000185941 SH DEFINED 01 SOLE
APPLIED INDL TECHNOLOGIES IN COM 03820C105 231 000000008506 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,201 000000366193 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 25,867 000001591851 SH DEFINED 01 SOLE
AQUILA INC COM 03840P102 169 000000044296 SH DEFINED 01 SOLE
ARAMARK CORP CL B 038521100 441 000000016800 SH DEFINED 01 SOLE
ARCH COAL INC COM 039380100 210 000000004900 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 14,519 000000590687 SH DEFINED 01 SOLE
ARCHIPELAGO HLDG INC COM 03957A104 420 000000023778 SH DEFINED 01 SOLE
ARCHSTONE SMITH TR COM 039583109 6,507 000000190780 SH DEFINED 01 SOLE
ARGOSY GAMING CO COM 040228108 10,415 000000226810 SH DEFINED 01 SOLE
ARKANSAS BEST CORP DEL COM 040790107 338 000000008953 SH DEFINED 01 SOLE
ARMOR HOLDINGS INC COM 042260109 231 000000006230 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 166 000000010758 SH DEFINED 01 SOLE
ASCENTIAL SOFTWARE CORP COM NEW 04362P207 3,296 000000177908 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 4,278 000000063412 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 763 000000024432 SH DEFINED 01 SOLE
ASTRAZENECA PLC SPONSORED 046353108 541 000000013700 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 154 000000052392 SH DEFINED 01 SOLE
ATMOS ENERGY CORP COM 049560105 205 000000007616 SH DEFINED 01 SOLE
AUGUST TECHNOLOGY CORP COM 05106U105 822 000000070142 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 7,237 000000243186 SH DEFINED 01 SOLE
1Page 4 05-05-10 15:43:43
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INFORMATION TABLE
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03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AUTOLIV INC COM 052800109 314 000000006600 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 24,514 000000545369 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 4,364 000000230417 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 7,639 000000089143 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 5,366 000000459483 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 6,140 000000099154 SH DEFINED 01 SOLE
AVID TECHNOLOGY INC COM 05367P100 754 000000013945 SH DEFINED 01 SOLE
AVNET INC DBCV 2.00 053807AL7 19,833 000000215000 PRN DEFINED 01 SOLE
AVNET INC COM 053807103 331 000000018000 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 536 000000020891 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 19,512 000000454412 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 20,258 000000518385 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 176 000000011268 SH DEFINED 01 SOLE
BJ SVCS CO NOTE 0.50 055482AF0 2,460 000000030000 PRN DEFINED 01 SOLE
BJ SVCS CO COM 055482103 7,909 000000152457 SH DEFINED 01 SOLE
BP PLC SPONSORED 055622104 1,067 000000017100 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 3,172 000000211483 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 14,321 000000321905 SH DEFINED 01 SOLE
BALL CORP COM 058498106 4,723 000000113868 SH DEFINED 01 SOLE
BALLARD PWR SYS INC COM 05858H104 1,318 000000255000 SH DEFINED 04 SOLE
BANDAG INC CL A 059815308 14,236 000000335600 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 166,115 000003766783 SH DEFINED 01 SOLE
BANK HAWAII CORP COM 062540109 393 000000008700 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 21,812 000000750855 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 7,055 000000103637 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 344 000000010000 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 591 000000024700 SH DEFINED 01 SOLE
BARR PHARMACEUTICALS INC COM 068306109 205 000000004200 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 3,726 000000050838 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 19,972 000000587779 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 1,053 000000132130 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 11,930 000000119421 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 1,036 000000015600 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 14,227 000000243539 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 11,532 000000315606 SH DEFINED 01 SOLE
BEL FUSE INC CL A 077347201 398 000000016319 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 45,147 000001717290 SH DEFINED 01 SOLE
BELO CORP COM SER A 080555105 398 000000016500 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 3,175 000000102037 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 257 000000005200 SH DEFINED 01 SOLE
BERRY PETE CO CL A 085789105 218 000000004246 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 15,347 000000284169 SH DEFINED 01 SOLE
BEVERLY ENTERPRISES INC COM NEW 087851309 1,186 000000095862 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,380 000000114837 SH DEFINED 01 SOLE
BIO RAD LABS INC CL A 090572207 211 000000004340 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 12,967 000000357219 SH DEFINED 01 SOLE
1Page 5 05-05-10 15:43:43
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BIOGEN IDEC INC COM 09062X103 12,920 000000374409 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 88,641 000000629600 SH DEFINED 01 SOLE
BIOVERIS CORP COM 090676107 464 000000087927 SH DEFINED 01 SOLE
BIOSITE INC COM 090945106 5,265 000000101204 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 6,674 000000084498 SH DEFINED 01 SOLE
BLACKROCK INC CL A 09247X101 274 000000003662 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 9,606 000000189931 SH DEFINED 01 SOLE
BLOCKBUSTER INC CL B 093679207 2,971 000000355500 SH DEFINED 01 SOLE
BOEING CO COM 097023105 47,018 000000804280 SH DEFINED 01 SOLE
BOMBAY CO INC COM 097924104 248 000000046886 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 258 000000009700 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 774 000000015900 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 22,285 000000760871 SH DEFINED 01 SOLE
BOWATER INC COM 102183100 546 000000014500 SH DEFINED 01 SOLE
BOYD GAMING CORP COM 103304101 274 000000005266 SH DEFINED 01 SOLE
BRADLEY PHARMACEUTICALS INC COM 104576103 139 000000014608 SH DEFINED 01 SOLE
BRIGGS & STRATTON CORP COM 109043109 338 000000009300 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 843 000000023300 SH DEFINED 01 SOLE
BRINKS CO COM 109696104 325 000000009400 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 46,631 000001831562 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 8,499 000000284075 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS I COM 111621108 83 000000014100 SH DEFINED 06 SOLE
BROOKS AUTOMATION INC COM 114340102 460 000000030358 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 561 000000010200 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 4,842 000000088450 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 4,424 000000094434 SH DEFINED 01 SOLE
BRUSH ENGINEERED MATLS INC COM 117421107 682 000000035852 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 19,046 000000353179 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 18,212 000000363747 SH DEFINED 01 SOLE
CBRL GROUP INC NOTE 12489VAB2 7,387 000015000000 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 297 000000007202 SH DEFINED 01 SOLE
C D W CORP COM 12512N105 640 000000011292 SH DEFINED 01 SOLE
CEC ENTMT INC COM 125137109 453 000000012400 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 702 000000013634 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 10,999 000000123171 SH DEFINED 01 SOLE
CIT GROUP INC COM 125581108 7,803 000000205350 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 2,477 000000189961 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 169 000000010419 SH DEFINED 01 SOLE
CSX CORP COM 126408103 8,398 000000201649 SH DEFINED 01 SOLE
CVS CORP COM 126650100 19,719 000000374752 SH DEFINED 01 SOLE
CV THERAPEUTICS INC COM 126667104 984 000000048343 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 406 000000014500 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 841 000000030000 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 374 000000011200 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 248 000000007916 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC NOTE 127387AB4 2,115 000002000000 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CADENCE DESIGN SYSTEM INC COM 127387108 159 000000010700 SH DEFINED 01 SOLE
CAESARS ENTMT INC FRNT 127687AB7 26,633 000000225000 PRN DEFINED 01 SOLE
CAESARS ENTMT INC COM 127687101 4,803 000000242700 SH DEFINED 01 SOLE
CAL DIVE INTL INC COM 127914109 662 000000014617 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 273 000000021340 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 1,499 000000535694 SH DEFINED 01 SOLE
CAMECO CORP COM 13321L108 327 000000007400 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 8,872 000000305750 SH DEFINED 01 SOLE
CANDELA CORP COM 136907102 536 000000060191 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 18,491 000000247307 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 23,174 000000415306 SH DEFINED 01 SOLE
CARDIOME PHARMA CORP COM NEW 14159U202 341 000000055000 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 781 000000022825 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 17,043 000000428432 SH DEFINED 01 SOLE
CARMAX INC COM 143130102 270 000000008600 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 32,890 000000634820 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 5,808 000000112318 SH DEFINED 02 SOLE
CASH AMER INTL INC COM 14754D100 230 000000010528 SH DEFINED 01 SOLE
CATALINA MARKETING CORP COM 148867104 311 000000012020 SH DEFINED 01 SOLE
CATELLUS DEV CORP NEW COM 149113102 285 000000010700 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 32,150 000000351607 SH DEFINED 01 SOLE
CELL THERAPEUTICS INC COM 150934107 109 000000030490 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 21,853 000001063940 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC NOTE 3.75 15189TAC1 11,450 000000100000 PRN DEFINED 01 SOLE
CENTERPOINT ENERGY INC COM 15189T107 3,311 000000275300 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 7,259 000000126761 SH DEFINED 01 SOLE
CENTRA SOFTWARE INC COM 15234X103 24 000000010545 SH DEFINED 01 SOLE
CENTURY ALUM CO COM 156431108 330 000000010921 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 4,175 000000127149 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 987 000000030000 SH DEFINED 02 SOLE
CEPHALON INC COM 156708109 635 000000013571 SH DEFINED 01 SOLE
CERADYNE INC COM 156710105 313 000000014027 SH DEFINED 01 SOLE
CERIDIAN CORP NEW COM 156779100 994 000000058300 SH DEFINED 01 SOLE
CHECKFREE CORP NEW COM 162813109 646 000000015857 SH DEFINED 01 SOLE
CHESAPEAKE ENERGY CORP COM 165167107 283 000000012900 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 114,416 000001962215 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 228 000000008100 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 7,457 000000212701 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 717 000000017900 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 14,236 000000179595 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 1,009 000000587152 SH DEFINED 01 SOLE
CINCINNATI BELL INC NEW COM 171871106 183 000000043270 SH DEFINED 01 SOLE
CINCINNATI BELL INC NEW COM 171871106 1,062 000000250000 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 6,912 000000158514 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 7,276 000000179572 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC COM 172737108 2,936 000000182938 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CISCO SYS INC COM 17275R102 107,518 000006009980 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 1,431 000000080000 SH DEFINED 04 SOLE
CITADEL BROADCASTING CORP NOTE 1.87 17285TAB2 3,355 000000040000 PRN DEFINED 01 SOLE
CINTAS CORP COM 172908105 6,913 000000167359 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 221,114 000004920214 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 4,207 000000325142 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 3,980 000000167095 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 202 000000002900 SH DEFINED 01 SOLE
CLAIRES STORES INC COM 179584107 262 000000011400 SH DEFINED 01 SOLE
CLEAN HARBORS INC COM 184496107 275 000000015000 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 17,048 000000494577 SH DEFINED 01 SOLE
CLEVELAND CLIFFS INC COM 185896107 267 000000003672 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 9,036 000000143453 SH DEFINED 01 SOLE
CLOSURE MED CORP COM 189093107 3,625 000000135780 SH DEFINED 01 SOLE
COACH INC COM 189754104 10,398 000000183613 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 90,635 000002175083 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC COM 191219104 6,827 000000332705 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 519 000000011242 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 25,660 000000491854 SH DEFINED 01 SOLE
COLONIAL BANCGROUP INC COM 195493309 572 000000027900 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A 20030N101 70,711 000002093308 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 9,798 000000177892 SH DEFINED 01 SOLE
COMMERCE BANCORP INC NJ COM 200519106 224 000000006900 SH DEFINED 01 SOLE
COMMSCOPE INC SDCV 1.00 203372AD9 464 000000005000 PRN DEFINED 01 SOLE
COMMSCOPE INC COM 203372107 310 000000020732 SH DEFINED 01 SOLE
COMMUNITY BK NORTHN VA COM 203566104 267 000000013300 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 656 000000018800 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 5,680 000000125119 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC NOTE 1.62 204912AQ2 15,688 000000110000 PRN DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 13,525 000000499082 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 8,991 000000196105 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 2,669 000000370779 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 4,879 000000193486 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 13,376 000000495060 SH DEFINED 01 SOLE
CONOCOPHILLIPS COM 20825C104 70,638 000000655034 SH DEFINED 01 SOLE
CONSECO INC PFD B CV 5 208464867 1,325 000000000500 PRN DEFINED 01 SOLE
CONSECO INC COM NEW 208464883 1,364 000000066822 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 9,674 000000229365 SH DEFINED 01 SOLE
CONSTELLATION BRANDS INC CL A 21036P108 449 000000008500 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 8,554 000000165459 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 2,060 000000138042 SH DEFINED 01 SOLE
COOPER CAMERON CORP COM 216640102 223 000000003900 SH DEFINED 01 SOLE
COOPER COS INC COM NEW 216648402 590 000000008100 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 1,673 000000091163 SH DEFINED 01 SOLE
COPART INC COM 217204106 919 000000039029 SH DEFINED 01 SOLE
CORGENTECH INC COM 21872P105 134 000000058175 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CORILLIAN CORP COM 218725109 1,740 000000500260 SH DEFINED 01 SOLE
CORINTHIAN COLLEGES INC COM 218868107 161 000000010284 SH DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 467 000000017986 SH DEFINED 01 SOLE
CORNERSTONE RLTY INCOME TR I COM 21922V102 2,292 000000231104 SH DEFINED 01 SOLE
CORNING INC COM 219350105 14,751 000001325355 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 20,254 000000458444 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP COM 222372104 19,286 000000594161 SH DEFINED 01 SOLE
CRANE CO COM 224399105 204 000000007102 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 200 000000028104 SH DEFINED 01 SOLE
CREDENCE SYS CORP COM 225302108 166 000000021097 SH DEFINED 01 SOLE
CREO INC COM 225606102 1,606 000000100000 SH DEFINED 01 SOLE
CRESCENT REAL ESTATE EQUITIE COM 225756105 163 000000010000 SH DEFINED 01 SOLE
CROMPTON CORP COM 227116100 1,015 000000069522 SH DEFINED 01 SOLE
CROWN HOLDINGS INC COM 228368106 311 000000020028 SH DEFINED 01 SOLE
CTI MOLECULAR IMAGING INC COM 22943D105 4,261 000000210250 SH DEFINED 01 SOLE
CUBIST PHARMACEUTICALS INC COM 229678107 862 000000081200 SH DEFINED 01 SOLE
CULLEN FROST BANKERS INC COM 229899109 748 000000016584 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 3,305 000000046993 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 5,459 000000096800 SH DEFINED 01 SOLE
CYPRESS BIOSCIENCES INC COM PAR $. 232674507 665 000000072836 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 162 000000012900 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 1,904 000000082763 SH DEFINED 01 SOLE
DPL INC COM 233293109 277 000000011100 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 358 000000012266 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 337 000000007300 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 7,739 000000170164 SH DEFINED 01 SOLE
DANA CORP COM 235811106 1,954 000000152829 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 13,777 000000257949 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 4,314 000000140621 SH DEFINED 01 SOLE
DEAN FOODS CO NEW COM 242370104 301 000000008800 SH DEFINED 01 SOLE
DECKERS OUTDOOR CORP COM 243537107 223 000000006265 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 15,530 000000231355 SH DEFINED 01 SOLE
DEL MONTE FOODS CO COM 24522P103 132 000000012200 SH DEFINED 01 SOLE
DELL INC COM 24702R101 91,419 000002379472 SH DEFINED 01 SOLE
DELPHI CORP COM 247126105 2,424 000000541112 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 633 000000156416 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 295 000000007401 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 717 000000013179 SH DEFINED 01 SOLE
DEVELOPERS DIVERSIFIED RLTY COM 251591103 445 000000011200 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 21,375 000000447660 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 52,495 000000500000 SH DEFINED 01 SOLE
DIGENE CORP COM 253752109 210 000000010155 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 1,931 000000071805 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 55,873 000001944769 SH DEFINED 01 SOLE
DOBSON COMMUNICATIONS CORP CL A 256069105 202 000000100000 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 6,348 000000289753 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DOLLAR TREE STORES INC COM 256747106 384 000000013372 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 24,031 000000322874 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 7,177 000000227002 SH DEFINED 01 SOLE
DORAL FINL CORP COM 25811P100 2,118 000000096800 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 7,659 000000202693 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 45,653 000000915820 SH DEFINED 01 SOLE
DOW JONES & CO INC COM 260561105 3,064 000000082000 SH DEFINED 01 SOLE
DRIL-QUIP INC COM 262037104 275 000000008952 SH DEFINED 01 SOLE
DRUGSTORE COM INC COM 262241102 63 000000024627 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 49,757 000000971076 SH DEFINED 01 SOLE
DUKE ENERGY CORP NOTE 1.75 264399EJ1 23,950 000000200000 PRN DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 24,545 000000876305 SH DEFINED 01 SOLE
DUPONT PHOTOMASKS INC COM 26613X101 538 000000020201 SH DEFINED 01 SOLE
DUQUESNE LT HLDGS INC COM 266233105 184 000000010312 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 1,514 000000387321 SH DEFINED 01 SOLE
EGL INC COM 268484102 517 000000022692 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 30,011 000002435958 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 941 000000025000 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 10,947 000000224602 SH DEFINED 01 SOLE
E TRADE FINANCIAL CORP COM 269246104 4,199 000000349935 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 4,339 000000073548 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 8,779 000000269736 SH DEFINED 01 SOLE
EATON CORP COM 278058102 10,972 000000167773 SH DEFINED 01 SOLE
EATON VANCE CORP COM NON VT 278265103 904 000000038600 SH DEFINED 01 SOLE
EBAY INC COM 278642103 43,991 000001180672 SH DEFINED 01 SOLE
EBAY INC COM 278642103 633 000000017000 SH DEFINED 04 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 492 000000016831 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 6,835 000000206832 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 10,604 000000305420 SH DEFINED 01 SOLE
EDUCATION MGMT CORP COM 28139T101 324 000000011618 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 280 000000006500 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 519 000000011600 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 6,721 000000635283 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 19,246 000000371700 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 10,340 000000500287 SH DEFINED 01 SOLE
ELKCORP COM 287456107 309 000000008058 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 25,732 000000396309 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 358 000000006000 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 3,486 000000116097 SH DEFINED 01 SOLE
ENGINEERED SUPPORT SYS INC COM 292866100 264 000000004941 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 273 000000007700 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 14,116 000000199777 SH DEFINED 01 SOLE
EON LABS INC COM 29412E100 302 000000010000 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 3,921 000000127773 SH DEFINED 01 SOLE
EQUITABLE RES INC COM 294549100 746 000000013000 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 11,362 000000377131 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EQUITY RESIDENTIAL SH BEN INT 29476L107 8,549 000000265423 SH DEFINED 01 SOLE
ERESEARCHTECHNOLOGY INC COM 29481V108 838 000000071170 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR B SEK 294821608 708 000000025140 SH DEFINED 01 SOLE
ESPEED INC CL A 296643109 3,497 000000380194 SH DEFINED 01 SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 440 000000013766 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 30,216 000000658455 SH DEFINED 01 SOLE
EXIDE TECHNOLOGIES COM NEW 302051206 572 000000044360 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 814 000000015202 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 6,438 000000073842 SH DEFINED 01 SOLE
EXTREME NETWORKS INC COM 30226D106 117 000000019879 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 354,228 000005943429 SH DEFINED 01 SOLE
FLIR SYS INC COM 302445101 343 000000011348 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 208 000000003892 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 14,713 000000366471 SH DEFINED 01 SOLE
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 165 000000010800 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 5,219 000000171931 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 1,108 000000020051 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 46,180 000000730708 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 52,364 000000961704 SH DEFINED 01 SOLE
FEDERAL SIGNAL CORP COM 313855108 166 000000010986 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 10,123 000000159077 SH DEFINED 01 SOLE
FEDERATED INVS INC PA CL B 314211103 2,662 000000094049 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 28,208 000000300252 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 1,278 000000038800 SH DEFINED 01 SOLE
FIELDSTONE INVT CORP COM 31659U300 2,940 000000200000 SH DEFINED 02 SOLE
FIFTH THIRD BANCORP COM 316773100 24,419 000000568162 SH DEFINED 01 SOLE
FIRST AMERN CORP CALIF COM 318522307 553 000000016800 SH DEFINED 01 SOLE
FIRST BANCORP P R COM 318672102 294 000000006976 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 29,669 000000754756 SH DEFINED 01 SOLE
FIRST HORIZON NATL CORP COM 320517105 5,306 000000130103 SH DEFINED 01 SOLE
FIRST MARBLEHEAD CORP COM 320771108 598 000000010400 SH DEFINED 01 SOLE
FISERV INC COM 337738108 7,673 000000192802 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 12,938 000000308433 SH DEFINED 01 SOLE
FISHER SCIENTIFIC INTL INC COM NEW 338032204 7,043 000000123749 SH DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 5,149 000000092905 SH DEFINED 01 SOLE
FLOW INTL CORP COM 343468104 60 000000010000 SH DEFINED 01 SOLE
FLYI INC COM 34407T104 108 000000085397 SH DEFINED 01 SOLE
FOMENTO ECONOMICO MEXICANO S SPON ADR U 344419106 208 000000003900 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 369 000000012600 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 20,562 000001814829 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 13,995 000000378779 SH DEFINED 01 SOLE
FOREST OIL CORP COM PAR $0 346091705 291 000000007204 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 11,505 000000142694 SH DEFINED 01 SOLE
FOUR SEASONS HOTEL INC NOTE 1.87 35100EAE4 6,270 000005500000 SH DEFINED 01 SOLE
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 346 000000004900 SH DEFINED 01 SOLE
FOX ENTMT GROUP INC CL A 35138T107 646 000000017798 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FRANKLIN RES INC COM 354613101 13,855 000000201827 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 8,178 000000206480 SH DEFINED 01 SOLE
FREESCALE SEMICONDUCTOR INC CL B 35687M206 11,152 000000646524 SH DEFINED 01 SOLE
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 203 000000012800 SH DEFINED 01 SOLE
FUELCELL ENERGY INC COM 35952H106 155 000000015618 SH DEFINED 01 SOLE
GATX CORP NOTE 5.00 361448AE3 5,800 000000040000 PRN DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 558 000000019400 SH DEFINED 01 SOLE
GAMESTOP CORP CL A 36466R101 272 000000012300 SH DEFINED 01 SOLE
GAMESTOP CORP COM CL B 36466R200 11,738 000000526400 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 19,013 000000240430 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 15,194 000000695737 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 495 000000051812 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 1,222 000000303431 SH DEFINED 01 SOLE
GEN-PROBE INC NEW COM 36866T103 206 000000004644 SH DEFINED 01 SOLE
GENENCOR INTL INC COM 368709101 385 000000020060 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 2,173 000000038400 SH DEFINED 01 SOLE
GENERAL COMMUNICATION INC CL A 369385109 913 000000100000 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 20,767 000000193997 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 353,827 000009812201 SH DEFINED 01 SOLE
GENERAL MLS INC DBCV 370334AU8 24,806 000035000000 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 17,049 000000346896 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 16,751 000000569957 SH DEFINED 01 SOLE
GENERAL MTRS CORP DEB SR CON 370442733 6,538 000000003500 PRN DEFINED 01 SOLE
GENERAL MTRS CORP DEB SR CON 370442741 3,525 000000001500 PRN DEFINED 01 SOLE
GENTEX CORP COM 371901109 315 000000009905 SH DEFINED 01 SOLE
GENITOPE CORP COM 37229P507 981 000000078500 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 7,347 000000168952 SH DEFINED 01 SOLE
GENZYME CORP COM 372917104 13,965 000000243986 SH DEFINED 01 SOLE
GEORGIA GULF CORP COM PAR $0 373200203 396 000000008630 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 11,428 000000322011 SH DEFINED 01 SOLE
GETTY IMAGES INC COM 374276103 263 000000003700 SH DEFINED 01 SOLE
GEVITY HR INC COM 374393106 961 000000050290 SH DEFINED 01 SOLE
GIANT INDS INC COM 374508109 236 000000009186 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 16,027 000000447705 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 87,951 000001742300 SH DEFINED 01 SOLE
GLAMIS GOLD LTD COM 376775102 181 000000011600 SH DEFINED 01 SOLE
GLATFELTER COM 377316104 174 000000011830 SH DEFINED 01 SOLE
GLAXOSMITHKLINE PLC SPONSORED 37733W105 1,138 000000024800 SH DEFINED 01 SOLE
GLOBAL POWER EQUIPMENT INC COM 37941P108 1,439 000000150272 SH DEFINED 01 SOLE
GLOBAL SIGNAL INC COM 37944Q103 301 000000010078 SH DEFINED 01 SOLE
GOLD BANC CORP INC COM 379907108 446 000000031822 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 16,056 000000265395 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 46,115 000000419269 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 4,340 000000113368 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 3,014 000000225791 SH DEFINED 01 SOLE
GOOGLE INC CL A 38259P508 1,534 000000008500 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GOOGLE INC CL A 38259P508 13,538 000000075000 SH DEFINED 04 SOLE
GRAINGER W W INC COM 384802104 4,890 000000078544 SH DEFINED 01 SOLE
GRANITE CONSTR INC COM 387328107 222 000000008468 SH DEFINED 01 SOLE
GRAY TELEVISION INC CL A 389375205 1,489 000000114500 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 9,276 000000288815 SH DEFINED 01 SOLE
GREATER BAY BANCORP NOTE 391648AP7 4,443 000005000000 SH DEFINED 01 SOLE
GRUPO TELEVISA SA DE CV SP ADR REP 40049J206 640 000000010900 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 247 000000010500 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 61,462 000000831703 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 16,050 000000217000 SH DEFINED 02 SOLE
HCA INC COM 404119109 20,572 000000384028 SH DEFINED 01 SOLE
HCC INS HLDGS INC COM 404132102 527 000000014597 SH DEFINED 01 SOLE
HRPT PPTYS TR COM SH BEN 40426W101 184 000000015500 SH DEFINED 01 SOLE
HSBC HLDGS PLC SPON ADR N 404280406 516 000000006500 SH DEFINED 01 SOLE
HALLIBURTON CO NOTE 3.12 406216AM3 9,030 000000070000 PRN DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 20,957 000000484565 SH DEFINED 01 SOLE
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 209 000000035172 SH DEFINED 01 SOLE
HANOVER COMPRESSOR CO COM 410768105 223 000000018518 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 17,095 000000295977 SH DEFINED 01 SOLE
HARMAN INTL INDS INC COM 413086109 2,715 000000030700 SH DEFINED 01 SOLE
HARMONY GOLD MNG LTD SPONSORED 413216300 2,255 000000289200 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 6,916 000000107095 SH DEFINED 01 SOLE
HARSCO CORP COM 415864107 280 000000004700 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 19,611 000000286052 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 3,271 000000159979 SH DEFINED 01 SOLE
HAWAIIAN ELEC INDUSTRIES COM 419870100 372 000000014600 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW NOTE 1.50 421933AF9 7,647 000000070000 PRN DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 6,364 000000243093 SH DEFINED 01 SOLE
HECLA MNG CO COM 422704106 85 000000015552 SH DEFINED 01 SOLE
HEICO CORP NEW CL A 422806208 3,537 000000222900 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 12,247 000000332440 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 222 000000005606 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 1,615 000000111472 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 13,649 000000225754 SH DEFINED 01 SOLE
HEWITT ASSOCS INC COM 42822Q100 763 000000028700 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 61,110 000002785331 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 13,722 000000428700 SH DEFINED 01 SOLE
HIGHLAND HOSPITALITY CORP COM 430141101 830 000000080278 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 299 000000005400 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 8,730 000000390638 SH DEFINED 01 SOLE
HOLLYWOOD ENTMT CORP COM 436141105 3,233 000000245522 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 79,969 000002091246 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 31,564 000000848293 SH DEFINED 01 SOLE
HOSPITALITY PPTYS TR COM SH BEN 44106M102 492 000000012200 SH DEFINED 01 SOLE
HOSPIRA INC COM 441060100 4,744 000000147040 SH DEFINED 01 SOLE
HOUSTON EXPL CO COM 442120101 911 000000016002 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HOVNANIAN ENTERPRISES INC CL A 442487203 260 000000005100 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 18,181 000000387500 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 214 000000004200 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 5,346 000000167386 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS INC COM 445658107 767 000000017544 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 5,450 000000228067 SH DEFINED 01 SOLE
HUNTSMAN CORP PFD MND CV 447011206 255 000000005000 SH DEFINED 01 SOLE
IDT CORP CL B 448947309 147 000000010000 SH DEFINED 01 SOLE
IAC INTERACTIVECORP COM 44919P102 1,933 000000086805 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 5,320 000000218136 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 7,785 000000086279 SH DEFINED 01 SOLE
IDACORP INC COM 451107106 423 000000014936 SH DEFINED 01 SOLE
IDENIX PHARMACEUTICALS INC COM 45166R204 18,214 000000930974 SH DEFINED 02 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 445 000000045000 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 24,204 000000270347 SH DEFINED 01 SOLE
IMATION CORP COM 45245A107 224 000000006464 SH DEFINED 01 SOLE
IMCLONE SYS INC NOTE 1.37 45245WAF6 4,661 000000055000 PRN DEFINED 01 SOLE
IMCLONE SYS INC COM 45245W109 817 000000023709 SH DEFINED 01 SOLE
INAMED CORP COM 453235103 2,962 000000042397 SH DEFINED 01 SOLE
INCYTE CORP COM 45337C102 778 000000114053 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 351 000000009010 SH DEFINED 01 SOLE
INDYMAC BANCORP INC COM 456607100 703 000000020700 SH DEFINED 01 SOLE
INFORMATICA CORP COM 45666Q102 88 000000010690 SH DEFINED 01 SOLE
INSIGHT COMMUNICATIONS INC CL A 45768V108 1,246 000000105158 SH DEFINED 01 SOLE
INSTINET GROUP INC COM 457750107 3,087 000000525000 SH DEFINED 01 SOLE
INTEGRATED ELECTRICAL SVC COM 45811E103 296 000000107264 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 456 000000023857 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 172 000000014343 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 136,788 000005888423 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 9,250 000000397000 SH DEFINED 02 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 140,880 000001541700 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 1,298 000000014210 SH DEFINED 01 SOLE
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,353 000000084893 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG DBCV 459902AL6 2,885 000004500000 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 10,046 000000376832 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 21,912 000000595610 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 232 000000005100 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 57,034 000001033800 SH DEFINED 01 SOLE
INTERNET SEC SYS INC COM 46060X107 301 000000016495 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 500 000000028904 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 4,888 000000398060 SH DEFINED 01 SOLE
INTUIT COM 461202103 8,136 000000185903 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 2,401 000000034704 SH DEFINED 01 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 590 000000012080 SH DEFINED 01 SOLE
IOMEGA CORP COM NEW 462030305 869 000000202614 SH DEFINED 01 SOLE
ISHARES TR RUSSELL 20 464287655 1,099 000000009000 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0IVAX CORP COM 465823102 1,383 000000070000 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 2,712 000001624390 SH DEFINED 01 SOLE
JPMORGAN & CHASE & CO COM 46625H100 118,499 000003424855 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 4,977 000000174532 SH DEFINED 01 SOLE
JANUS CAP GROUP INC COM 47102X105 3,422 000000245344 SH DEFINED 01 SOLE
JEFFERIES GROUP INC NEW COM 472319102 395 000000010500 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 6,269 000000127812 SH DEFINED 01 SOLE
JETBLUE AWYS CORP COM 477143101 2,094 000000110008 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 186,823 000002781765 SH DEFINED 01 SOLE
JOHNSON CTLS INC COM 478366107 10,018 000000179673 SH DEFINED 01 SOLE
JOHNSON OUTDOORS INC CL A 479167108 227 000000012000 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 4,399 000000131369 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 2,043 000000092620 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 9,331 000000202811 SH DEFINED 01 SOLE
KB HOME COM 48666K109 4,736 000000040328 SH DEFINED 01 SOLE
KEANE INC COM 486665102 246 000000018906 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 14,718 000000340166 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 374 000000013018 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 161 000000020896 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 213 000000004494 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 12,360 000000157794 SH DEFINED 01 SOLE
KEY ENERGY SVCS INC COM 492914106 1,324 000000115450 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 13,146 000000405128 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 5,884 000000150994 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 29,658 000000451217 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS COM 49455P101 8,650 000000114272 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 2,083 000000250731 SH DEFINED 01 SOLE
KMART HLDG CORPORATION COM 498780105 10,418 000000078236 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 4,814 000000071595 SH DEFINED 01 SOLE
KNIGHT TRADING GROUP INC COM 499063105 1,318 000000136745 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 16,770 000000324815 SH DEFINED 01 SOLE
KOS PHARMACEUTICALS INC COM 500648100 1,254 000000030096 SH DEFINED 01 SOLE
KRAFT FOODS INC CL A 50075N104 918 000000027800 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 144 000000018942 SH DEFINED 01 SOLE
KROGER CO COM 501044101 13,059 000000814710 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 2,096 000000374981 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 104 000000018700 SH DEFINED 06 SOLE
LTX CORP COM 502392103 163 000000036876 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 8,344 000000117490 SH DEFINED 01 SOLE
LA QUINTA CORP PAIRED CTF 50419U202 101 000000011910 SH DEFINED 01 SOLE
LA Z BOY INC COM 505336107 317 000000022822 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS NOTE 50540RAC6 3,750 000005000000 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS COM NEW 50540R409 8,449 000000175303 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 171 000000018426 SH DEFINED 01 SOLE
LAIDLAW INTL INC COM 50730R102 200 000000009634 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 594 000000020597 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LAMAR ADVERTISING CO CL A 512815101 788 000000019576 SH DEFINED 01 SOLE
LANDAMERICA FINL GROUP INC COM 514936103 392 000000007844 SH DEFINED 01 SOLE
LANDSTAR SYS INC COM 515098101 544 000000016639 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 180 000000033653 SH DEFINED 01 SOLE
LAUREATE EDUCATION INC COM 518613104 323 000000007571 SH DEFINED 01 SOLE
LEAPFROG ENTERPRISES INC CL A 52186N106 2,272 000000200220 SH DEFINED 01 SOLE
LEAR CORP NOTE 521865AG0 2,281 000005000000 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 1,024 000000023100 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 5,177 000000179289 SH DEFINED 01 SOLE
LEGG MASON INC COM 524901105 875 000000011200 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 24,441 000000259577 SH DEFINED 01 SOLE
LENNAR CORP CL B 526057302 12,070 000000229000 SH DEFINED 01 SOLE
LEUCADIA NATL CORP NOTE 3.75 527288AX2 3,950 000000040000 PRN DEFINED 01 SOLE
LEUCADIA NATL CORP COM 527288104 513 000000014950 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 333 000000161722 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 9,719 000000121534 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 622 000000060000 SH DEFINED 01 SOLE
LIBERTY MEDIA INTL INC COM SER A 530719103 482 000000011041 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 370 000000008444 SH DEFINED 01 SOLE
LIGAND PHARMACEUTICALS INC CL B 53220K207 649 000000113414 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 55,839 000001071773 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 312 000000006000 SH DEFINED 04 SOLE
LIMITED BRANDS INC COM 532716107 8,716 000000358691 SH DEFINED 01 SOLE
LINCARE HLDGS INC COM 532791100 389 000000008810 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 7,470 000000165500 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 11,756 000000306869 SH DEFINED 01 SOLE
LINENS N THINGS INC COM 535679104 652 000000026262 SH DEFINED 01 SOLE
LIONS GATE ENTMNT CORP COM NEW 535919203 4,199 000000380000 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 4,459 000000111121 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 22,956 000000375969 SH DEFINED 01 SOLE
LOEWS CORP NOTE 3.12 540424AL2 12,589 000000125000 PRN DEFINED 01 SOLE
LOEWS CORP COM 540424108 10,995 000000149522 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 2,944 000000117128 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 41,497 000000726881 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 12,891 000004687761 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 1,549 000000055500 SH DEFINED 01 SOLE
M & T BK CORP COM 55261F104 9,403 000000092137 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 7,035 000000134567 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 29,716 000001210461 SH DEFINED 01 SOLE
M D C HLDGS INC COM 552676108 578 000000008300 SH DEFINED 01 SOLE
MDU RES GROUP INC COM 552690109 309 000000011200 SH DEFINED 01 SOLE
MCI INC COM 552691107 3,007 000000120788 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 5,601 000000090832 SH DEFINED 01 SOLE
MGI PHARMA INC COM 552880106 1,018 000000040300 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 637 000000009000 SH DEFINED 01 SOLE
MPS GROUP INC COM 553409103 176 000000016746 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MACERICH CO COM 554382101 202 000000003800 SH DEFINED 01 SOLE
MACROVISION CORP COM 555904101 224 000000009844 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC COM NEW 559079207 4,999 000000146829 SH DEFINED 01 SOLE
MAGNA INTL INC CL A 559222401 327 000000004900 SH DEFINED 01 SOLE
MAGNUM HUNTER RES INC COM PAR $0 55972F203 6,468 000000401498 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP DBCV 562567AK3 8,246 000000057500 PRN DEFINED 01 SOLE
MANDALAY RESORT GROUP COM 562567107 34,871 000000494700 SH DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 3,072 000000084512 SH DEFINED 01 SOLE
MAPICS INC COM 564910107 1,339 000000105204 SH DEFINED 01 SOLE
MANULIFE FINL CORP COM 56501R106 301 000000006300 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 15,295 000000325992 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 15,250 000000501335 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 8,527 000000204256 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 12,580 000000188161 SH DEFINED 01 SOLE
MARTHA STEWART LIVING OMNIME CL A 573083102 826 000000036594 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 234 000000004200 SH DEFINED 01 SOLE
MASCO CORP NOTE 574599BB1 1,940 000004000000 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 15,175 000000437707 SH DEFINED 01 SOLE
MATRIX SVC CO COM 576853105 454 000000104430 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 8,468 000000396630 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 13,355 000000326788 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 20,345 000000549572 SH DEFINED 01 SOLE
MAVERICK TUBE CORP COM 577914104 501 000000015440 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,592 000000114014 SH DEFINED 01 SOLE
MCAFEE INC COM 579064106 320 000000014200 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 4,980 000000144647 SH DEFINED 01 SOLE
MCDATA CORP CL B 580031102 2,324 000000666169 SH DEFINED 01 SOLE
MCDATA CORP CL A 580031201 253 000000067315 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 38,970 000001251464 SH DEFINED 01 SOLE
MCF CORP COM 580395101 35 000000025000 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 16,345 000000187343 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 10,426 000000276191 SH DEFINED 01 SOLE
MEADWESTVACO CORP COM 583334107 6,241 000000196145 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC COM 58405U102 12,750 000000257214 SH DEFINED 01 SOLE
MEDICINES CO COM 584688105 942 000000041584 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 596 000000019900 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 6,019 000000252801 SH DEFINED 01 SOLE
MEDTRONIC INC DBCV 1.25 585055AD8 14,962 000000150000 PRN DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 61,863 000001214206 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 11,473 000000402020 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 167 000000012225 SH DEFINED 01 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 210 000000004139 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 68,029 000002101625 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 582 000000018000 SH DEFINED 04 SOLE
MERCURY INTERACTIVE CORP COM 589405109 5,981 000000126237 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 2,313 000000049484 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MERIDIAN RESOURCE CORP COM 58977Q109 79 000000015490 SH DEFINED 01 SOLE
MERITAGE HOMES CORP COM 59001A102 1,011 000000017170 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC NOTE 590188W46 21,078 000021000000 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 50,928 000000899790 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 23,772 000000420000 SH DEFINED 02 SOLE
METALS USA INC COM NEW 591324207 1,105 000000056451 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 28,487 000000728571 SH DEFINED 01 SOLE
METRO GOLDWYN MAYER INC COM 591610100 4,224 000000353500 SH DEFINED 01 SOLE
MICREL INC COM 594793101 282 000000030678 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 225,220 000009318203 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 1,579 000000060716 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 5,971 000000577475 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 906 000000107685 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 147 000000017500 SH DEFINED 04 SOLE
MILLIPORE CORP COM 601073109 2,095 000000048292 SH DEFINED 01 SOLE
MISSION RESOURCES CORP COM 605109107 538 000000076000 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 1,213 000000014400 SH DEFINED 01 SOLE
MOLINA HEALTHCARE INC COM 60855R100 1,847 000000040084 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 4,294 000000162905 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 4,503 000000190810 SH DEFINED 01 SOLE
MOLSON COORS BREWING CO CL B 60871R209 5,849 000000075797 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 16,045 000000248772 SH DEFINED 01 SOLE
MONSTER WORLDWIDE INC COM 611742107 3,763 000000134363 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 11,345 000000140306 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 61,152 000001068162 SH DEFINED 01 SOLE
MOSAIC CO COM 61945A107 1,893 000000111018 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 34,936 000002333735 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 802 000000053598 SH DEFINED 04 SOLE
MOVIE GALLERY INC COM 624581104 2,418 000000084333 SH DEFINED 01 SOLE
MURPHY OIL CORP COM 626717102 217 000000002200 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 4,496 000000253779 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 6,139 000000181956 SH DEFINED 01 SOLE
NTL INC DEL COM 62940M104 4,879 000000076638 SH DEFINED 01 SOLE
NABORS INDS INC NOTE 629568AL0 3,539 000003500000 SH DEFINED 01 SOLE
NANOGEN INC COM 630075109 35 000000010181 SH DEFINED 01 SOLE
NAPSTER INC COM 630797108 2,766 000000425000 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 489,310 000013380107 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 21,313 000000636227 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 305 000000010700 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 294 000000010881 SH DEFINED 01 SOLE
NATIONAL OILWELL VARCO INC COM 637071101 7,937 000000169975 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 6,845 000000332143 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 2,803 000000077017 SH DEFINED 01 SOLE
NEENAH PAPER INC COM 640079109 219 000000006540 SH DEFINED 01 SOLE
NEIGHBORCARE INC COM 64015Y104 301 000000010302 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL B 640204301 11,894 000000131800 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NETWORK APPLIANCE INC COM 64120L104 10,104 000000365328 SH DEFINED 01 SOLE
NEW CENTURY FINANCIAL CORP M COM 6435EV108 3,503 000000074820 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 551 000000030367 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 5,712 000000156160 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 6,622 000000301842 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 861 000000011600 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 19,304 000000456913 SH DEFINED 01 SOLE
NEWPORT CORP COM 651824104 159 000000011032 SH DEFINED 01 SOLE
NEWS CORP CL A 65248E104 134,754 000007964220 SH DEFINED 01 SOLE
NEWS CORP CL B 65248E203 32,832 000001864450 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 33,323 000001172547 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 568 000000020000 SH DEFINED 01 SOLE
NEXTEL PARTNERS INC CL A 65333F107 1,488 000000067905 SH DEFINED 01 SOLE
NICOR INC COM 654086107 1,629 000000043930 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 18,460 000000221591 SH DEFINED 01 SOLE
99 CENTS ONLY STORES COM 65440K106 503 000000038194 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 5,798 000000254411 SH DEFINED 01 SOLE
NOKIA CORP SPONSORED 654902204 956 000000062000 SH DEFINED 01 SOLE
NOBLE ENERGY INC COM 655044105 340 000000005000 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 6,893 000000124476 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 14,037 000000378883 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 13,065 000000470991 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 393 000000020400 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 8,460 000000194772 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 18,272 000000338502 SH DEFINED 01 SOLE
NOVARTIS A G SPONSORED 66987V109 715 000000015300 SH DEFINED 01 SOLE
NOVASTAR FINL INC COM 669947400 1,088 000000030216 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 2,215 000000371762 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 3,992 000000149373 SH DEFINED 01 SOLE
NSTAR COM 67019E107 320 000000005900 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 8,664 000000150536 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 3,908 000000164499 SH DEFINED 01 SOLE
NUVEEN INVTS INC CL A 67090F106 315 000000009200 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 26,426 000000371310 SH DEFINED 01 SOLE
OCTEL CORP COM 675727101 898 000000048500 SH DEFINED 01 SOLE
OFFICEMAX INC DEL COM 67622P101 6,828 000000203823 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 6,517 000000293829 SH DEFINED 01 SOLE
OHIO CAS CORP COM 677240103 396 000000017262 SH DEFINED 01 SOLE
OIL SVC HOLDRS TR DEPOSTRY R 678002106 132,485 000001377900 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 666 000000028600 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 527 000000023658 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 467 000000013200 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 15,420 000000174204 SH DEFINED 01 SOLE
OMNOVA SOLUTIONS INC COM 682129101 78 000000014624 SH DEFINED 01 SOLE
ON SEMICONDUCTOR CORP COM 682189105 98 000000025000 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 271 000000008800 SH DEFINED 01 SOLE
1Page 19 05-05-10 15:43:43
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03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ORACLE CORP COM 68389X105 54,672 000004380799 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 365 000000007385 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 210 000000004600 SH DEFINED 01 SOLE
OVERSTOCK COM INC DEL COM 690370101 682 000000015884 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 482 000000019200 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 11,553 000000338798 SH DEFINED 01 SOLE
PHH CORP COM NEW 693320202 542 000000024800 SH DEFINED 01 SOLE
PMA CAP CORP CL A 693419202 2,001 000000250218 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 1,716 000000195046 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 798 000000021000 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 13,806 000000268185 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 12,397 000000173350 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 9,589 000000177607 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 13,876 000000191694 SH DEFINED 01 SOLE
PACIFIC SUNWEAR CALIF INC COM 694873100 203 000000007277 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 1,292 000000022700 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 3,394 000000145388 SH DEFINED 01 SOLE
PALL CORP COM 696429307 3,203 000000118123 SH DEFINED 01 SOLE
PAR PHARMACEUTICAL COS INC COM 69888P106 494 000000014776 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,541 000000275681 SH DEFINED 01 SOLE
PARKER DRILLING CO COM 701081101 575 000000100000 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 8,482 000000139241 SH DEFINED 01 SOLE
PARTNERS TR FINL GROUP INC N COM 70213F102 108 000000010248 SH DEFINED 01 SOLE
PARTY CITY CORP COM 702145103 246 000000016858 SH DEFINED 01 SOLE
PATINA OIL & GAS CORP COM 703224105 14,312 000000357800 SH DEFINED 01 SOLE
PATTERSON COMPANIES INC COM 703395103 490 000000009823 SH DEFINED 01 SOLE
PATTERSON UTI ENERGY INC COM 703481101 205 000000008199 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 11,282 000000343763 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 177 000000011248 SH DEFINED 01 SOLE
PEDIATRIX MED GROUP COM 705324101 238 000000003480 SH DEFINED 01 SOLE
PEGASUS SOLUTIONS INC COM 705906105 289 000000024533 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP COM NON VT 707389300 878 000000048686 SH DEFINED 01 SOLE
PENN VA CORP COM 707882106 346 000000007546 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 13,845 000000266664 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 643 000000016500 SH DEFINED 01 SOLE
PENWEST PHARMACEUTICALS CO COM 709754105 592 000000047953 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 1,701 000000040586 SH DEFINED 01 SOLE
PEPCO HOLDINGS INC COM 713291102 474 000000022600 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 5,198 000000186651 SH DEFINED 01 SOLE
PEPSIAMERICAS INC COM 71343P200 444 000000019600 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 83,476 000001574129 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 2,600 000000126075 SH DEFINED 01 SOLE
PERRIGO CO COM 714290103 205 000000010756 SH DEFINED 01 SOLE
PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V101 88,111 000002290400 SH DEFINED 01 SOLE
PETROLEUM GEO SVCS ASA NEW SPONSORED 716599105 1,944 000000028950 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 433 000000015072 SH DEFINED 01 SOLE
1Page 20 05-05-10 15:43:43
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03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PFIZER INC COM 717081103 184,719 000007031587 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 380 000000014500 SH DEFINED 04 SOLE
PHELPS DODGE CORP COM 717265102 9,543 000000093813 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 198 000000010900 SH DEFINED 01 SOLE
PILGRIMS PRIDE CORP COM 721467108 228 000000006400 SH DEFINED 01 SOLE
PINNACLE SYS INC COM 723481107 170 000000030554 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 3,718 000000087480 SH DEFINED 01 SOLE
PIONEER NAT RES CO COM 723787107 683 000000016000 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 9,765 000000216438 SH DEFINED 01 SOLE
PIXAR COM 725811103 266 000000002736 SH DEFINED 01 SOLE
PLACER DOME INC COM 725906101 835 000000051500 SH DEFINED 01 SOLE
PLEXUS CORP COM 729132100 191 000000016638 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 6,566 000000183922 SH DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 497 000000010100 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 276 000000016297 SH DEFINED 01 SOLE
POTASH CORP SASK INC COM 73755L107 1,128 000000012900 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 236 000000048620 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 165 000000021399 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 14,431 000000301535 SH DEFINED 01 SOLE
PRECISION CASTPARTS CORP COM 740189105 231 000000003000 SH DEFINED 01 SOLE
PRECISION DRILLING CORP COM 74022D100 425 000000005700 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 7,428 000000125098 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 10,931 000000284016 SH DEFINED 01 SOLE
PRIORITY HEALTHCARE CORP CL B 74264T102 1,051 000000048630 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 125,692 000002371550 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 10,053 000000239649 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 17,205 000000187500 SH DEFINED 01 SOLE
PROLOGIS SH BEN INT 743410102 6,411 000000172807 SH DEFINED 01 SOLE
PROQUEST COMPANY COM 74346P102 306 000000008492 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 436 000000011098 SH DEFINED 01 SOLE
PROVINCE HEALTHCARE CO COM 743977100 4,827 000000200396 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 4,946 000000288273 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC COM 744320102 28,205 000000491379 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 12,120 000000222836 SH DEFINED 01 SOLE
PUGET ENERGY INC NEW COM 745310102 376 000000017100 SH DEFINED 01 SOLE
PULITZER INC COM 745769109 4,618 000000072468 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 8,298 000000112706 SH DEFINED 01 SOLE
QLT INC COM 746927102 771 000000060000 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 3,830 000000094592 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 60,095 000001640615 SH DEFINED 01 SOLE
QUALITY DISTR INC FLA COM 74756M102 1,085 000000100068 SH DEFINED 01 SOLE
QUANTA SVCS INC COM 74762E102 166 000000021880 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 9,126 000000086816 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 705 000000011900 SH DEFINED 01 SOLE
QUICKSILVER RESOURCES INC COM 74837R104 245 000000005038 SH DEFINED 01 SOLE
QUIKSILVER INC COM 74838C106 992 000000034172 SH DEFINED 01 SOLE
1Page 21 05-05-10 15:43:43
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INFORMATION TABLE
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03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0QWEST COMMUNICATIONS INTL IN COM 749121109 5,804 000001568786 SH DEFINED 01 SOLE
R H DONNELLEY CORP COM NEW 74955W307 501 000000008632 SH DEFINED 01 SOLE
RPM INTL INC COM 749685103 616 000000033700 SH DEFINED 01 SOLE
RSA SEC INC COM 749719100 165 000000010420 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 499 000000095675 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 15,776 000001074674 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 4,421 000000180459 SH DEFINED 01 SOLE
RAINMAKER SYSTEMS COM 750875106 60 000000100000 SH DEFINED 01 SOLE
RAMBUS INC DEL COM 750917106 1,838 000000122000 SH DEFINED 04 SOLE
RAYMOND JAMES FINANCIAL INC COM 754730109 274 000000009050 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 204 000000004131 SH DEFINED 01 SOLE
RAYOVAC CORP COM 755081106 237 000000005700 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 16,452 000000425127 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC COM 755267101 294 000000016996 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 2,468 000000055713 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 433 000000010600 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 73,544 000000556100 SH DEFINED 01 SOLE
REGIONS FINANCIAL CORP NEW COM 7591EP100 14,218 000000438840 SH DEFINED 01 SOLE
REINSURANCE GROUP AMER INC COM 759351109 587 000000013800 SH DEFINED 01 SOLE
RELIANCE STEEL & ALUMINUM CO COM 759509102 301 000000007526 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952B105 398 000000035000 SH DEFINED 01 SOLE
RENAL CARE GROUP INC COM 759930100 227 000000006000 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 377 000000013823 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 274 000000008200 SH DEFINED 01 SOLE
RESEARCH IN MOTION LTD COM 760975102 1,169 000000015306 SH DEFINED 01 SOLE
RETAIL HOLDRS TR DEP RCPT 76127U101 421 000000004400 SH DEFINED 01 SOLE
RETEK INC COM 76128Q109 3,192 000000284545 SH DEFINED 01 SOLE
REWARDS NETWORK INC COM 761557107 1,040 000000250128 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 216 000000008000 SH DEFINED 01 SOLE
REYNOLDS AMERICAN INC COM 761713106 8,777 000000108915 SH DEFINED 01 SOLE
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,284 000000080096 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 4,143 000000153673 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 9,440 000000166671 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 8,111 000000170441 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 8,852 000000184426 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 385 000000013229 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 3,314 000000110756 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG EUR 780257804 1,434 000000023900 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 3,069 000000073610 SH DEFINED 01 SOLE
RYLAND GROUP INC COM 783764103 210 000000003400 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 74,129 000003129138 SH DEFINED 01 SOLE
SEI INVESTMENTS CO COM 784117103 3,419 000000094554 SH DEFINED 01 SOLE
SLM CORP DBCV 78442PAC0 17,906 000000175000 PRN DEFINED 01 SOLE
SLM CORP COM 78442P106 20,161 000000404520 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 1,005,658 000008525417 SH DEFINED 01 SOLE
S1 CORPORATION COM 78463B101 3,126 000000450568 SH DEFINED 01 SOLE
1Page 22 05-05-10 15:43:43
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SPX CORP COM 784635104 289 000000006700 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 2,953 000000134978 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 5,819 000000119478 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 8,092 000000436738 SH DEFINED 01 SOLE
ST JOE CO COM 790148100 538 000000008000 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 12,559 000000348887 SH DEFINED 01 SOLE
ST PAUL TRAVELERS INC COM 792860108 23,992 000000653220 SH DEFINED 01 SOLE
SAKS INC COM 79377W108 362 000000020100 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 652 000000023479 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 3,842 000000736091 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 16,691 000000753224 SH DEFINED 01 SOLE
SCANA CORP NEW COM 80589M102 286 000000007500 SH DEFINED 01 SOLE
SCANSOFT INC COM 80603P107 225 000000060650 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 581 000000016218 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 26,857 000001479734 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 39,705 000000563364 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 11,855 000001128026 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 4,377 000000155131 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 235 000000003353 SH DEFINED 01 SOLE
SEABULK INTL INC COM 81169P101 1,192 000000057375 SH DEFINED 01 SOLE
SEABULK INTL INC COM 81169P101 1,243 000000059800 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 4,154 000000079984 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 15,001 000000299781 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-EN 81369Y506 85,740 000002000000 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-FI 81369Y605 170,340 000006000000 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-UT 81369Y886 72,874 000002499976 SH DEFINED 01 SOLE
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 9,742 000000299500 SH DEFINED 01 SOLE
SEMTECH CORP COM 816850101 214 000000011990 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 9,316 000000233841 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 1,310 000000022834 SH DEFINED 01 SOLE
7-ELEVEN INC COM NEW 817826209 225 000000009400 SH DEFINED 01 SOLE
SHELL TRANS & TRADING PLC ADR NY SHS 822703609 375 000000006900 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 5,233 000000118973 SH DEFINED 01 SOLE
SHILOH INDS INC COM 824543102 766 000000058739 SH DEFINED 01 SOLE
SHIRE PHARMACEUTICALS GRP PL SPONSORED 82481R106 315 000000009201 SH DEFINED 01 SOLE
SIEBEL SYS INC COM 826170102 5,574 000000610597 SH DEFINED 01 SOLE
SIEMENS A G SPONSORED 826197501 205 000000002600 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 169 000000015742 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 4,226 000000069012 SH DEFINED 01 SOLE
SIGMATEL INC COM 82661W107 843 000000022523 SH DEFINED 01 SOLE
SILICON LABORATORIES INC COM 826919102 362 000000012209 SH DEFINED 01 SOLE
SILICON VY BANCSHARES NOTE 827064AC0 7,390 000005500000 SH DEFINED 01 SOLE
SILICONIX INC COM NEW 827079203 1,726 000000048931 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 12,606 000000208091 SH DEFINED 01 SOLE
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,124 000000140000 SH DEFINED 01 SOLE
SIRIUS SATELLITE RADIO INC COM 82966U103 915 000000162894 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SKYWORKS SOLUTIONS INC COM 83088M102 236 000000037298 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 483 000000007700 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 896 000000028400 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 968 000000062619 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 1,823 000000057359 SH DEFINED 01 SOLE
SOLECTRON CORP NOTE 0.50 834182AT4 1,803 000000025000 PRN DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 3,434 000000989734 SH DEFINED 01 SOLE
SONIC CORP COM 835451105 374 000000011204 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 233 000000008100 SH DEFINED 01 SOLE
SONUS PHARMACEUTICALS INC COM 835692104 380 000000144000 SH DEFINED 01 SOLE
SOTHEBYS HLDGS INC CL A 835898107 170 000000010068 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 22,149 000000695879 SH DEFINED 01 SOLE
SOUTHERN PERU COPPER CORP COM 843611104 388 000000007000 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 9,843 000000691288 SH DEFINED 01 SOLE
SOUTHWEST BANCORPORATION TEX COM 84476R109 220 000000012026 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 9,691 000000437358 SH DEFINED 01 SOLE
SPECTRASITE INC COM 84761M104 666 000000011500 SH DEFINED 01 SOLE
SPRINT CORP COM FON 852061100 31,517 000001385390 SH DEFINED 01 SOLE
SPRINT CORP COM FON 852061100 910 000000040000 SH DEFINED 01 SOLE
SPRINT CORP COM FON 852061100 52,906 000002323000 SH DEFINED 02 SOLE
STANCORP FINL GROUP INC COM 852891100 401 000000004740 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 3,807 000000084117 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 15,180 000000482982 SH DEFINED 01 SOLE
STARBUCKS CORP COM 855244109 20,657 000000399870 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 12,562 000000209266 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 13,725 000000313931 SH DEFINED 01 SOLE
STEEL DYNAMICS INC COM 858119100 652 000000018931 SH DEFINED 01 SOLE
STERICYCLE INC COM 858912108 457 000000010352 SH DEFINED 01 SOLE
STERIS CORP COM 859152100 208 000000008262 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 431 000000025900 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 548 000000017800 SH DEFINED 01 SOLE
STREETTRACKS GOLD TR GOLD SHS 863307104 1,862 000000043500 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 15,751 000000353101 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 13,975 000003459349 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 65 000000015900 SH DEFINED 06 SOLE
SUNGARD DATA SYS INC COM 867363103 15,420 000000446982 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 7,087 000000068461 SH DEFINED 01 SOLE
SUNTERRA CORP COM NEW 86787D208 754 000000050000 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 23,345 000000323934 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 4,481 000000134383 SH DEFINED 01 SOLE
SWIFT ENERGY CO COM 870738101 282 000000009922 SH DEFINED 01 SOLE
SWIFT TRANSN CO COM 870756103 541 000000024469 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 190 000000010300 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 16,189 000000758996 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 3,293 000000154412 SH DEFINED 04 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 5,083 000000350805 SH DEFINED 01 SOLE
1Page 24 05-05-10 15:43:43
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INFORMATION TABLE
QUARTER ENDING
03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SYNOPSYS INC COM 871607107 537 000000029669 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 8,156 000000292752 SH DEFINED 01 SOLE
SYNIVERSE HLDGS INC COM 87163F106 207 000000015000 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 21,355 000000596531 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 969 000000035700 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 3,109 000000198327 SH DEFINED 01 SOLE
TJX COS INC NEW NOTE 872540AL3 1,682 000002000000 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 11,148 000000452649 SH DEFINED 01 SOLE
TXU CORP COM 873168108 17,842 000000224064 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 42,035 000000840376 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 699 000000018882 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 356 000000009178 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 2,744 000000111887 SH DEFINED 01 SOLE
TELE NORTE LESTE PART S A SPON ADR P 879246106 396 000000025600 SH DEFINED 01 SOLE
TELECOMMUNICATION SYS INC CL A 87929J103 145 000000054404 SH DEFINED 01 SOLE
TELEFLEX INC COM 879369106 366 000000007158 SH DEFINED 01 SOLE
TELEFONOS DE MEXICO S A SPON ADR O 879403780 514 000000014900 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 481 000000005900 SH DEFINED 01 SOLE
TELEWEST GLOBAL INC COM 87956T107 4,516 000000253903 SH DEFINED 01 SOLE
TELEWEST GLOBAL INC COM 87956T107 7,794 000000438125 SH DEFINED 01 SOLE
TELIK INC COM 87959M109 478 000000031743 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 3,440 000000471333 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 4,582 000000063157 SH DEFINED 01 SOLE
TELESYSTEM INTL WIRELESS INC COM NEW 879946606 2,650 000000173800 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 5,095 000000441906 SH DEFINED 01 SOLE
TENNECO AUTOMOTIVE INC COM 880349105 143 000000011536 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 2,728 000000186854 SH DEFINED 01 SOLE
TETRA TECH INC NEW COM 88162G103 235 000000018656 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,659 000000053554 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 41,029 000001609625 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 10,178 000000136404 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 4,230 000000167269 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 231 000000007175 SH DEFINED 01 SOLE
THOMAS INDS INC COM 884425109 2,878 000000072616 SH DEFINED 01 SOLE
THOR INDS INC COM 885160101 340 000000011388 SH DEFINED 01 SOLE
THORATEC CORP NOTE 1.37 885175AB5 2,368 000000045000 PRN DEFINED 01 SOLE
3COM CORP COM 885535104 155 000000043718 SH DEFINED 01 SOLE
3M CO COM 88579Y101 64,215 000000749389 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 575 000000014800 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 4,766 000000138070 SH DEFINED 01 SOLE
TIME WARNER INC COM 887317105 79,588 000004534956 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 776 000000028400 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 457 000000005800 SH DEFINED 01 SOLE
TOO INC COM 890333107 500 000000020276 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 5,546 000000106261 SH DEFINED 01 SOLE
TOTAL S A SPONSORED 89151E109 961 000000008200 SH DEFINED 01 SOLE
1Page 25 05-05-10 15:43:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TOYS R US INC COM 892335100 12,161 000000472110 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS COM 893416107 1,346 000000058170 SH DEFINED 01 SOLE
TRAVELZOO INC COM 89421Q106 347 000000006996 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 245 000000004900 SH DEFINED 01 SOLE
TRIARC COS INC CL B SER 1 895927309 407 000000029488 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 11,535 000000289333 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 1,126 000000039994 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 205 000000060702 SH DEFINED 01 SOLE
TRITON PCS HLDGS INC CL A 89677M106 74 000000033706 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 216 000000010620 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 64,164 000001898354 SH DEFINED 01 SOLE
TYSON FOODS INC CL A 902494103 193 000000011600 SH DEFINED 01 SOLE
UST INC COM 902911106 7,987 000000154506 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 51,436 000001784735 SH DEFINED 01 SOLE
USEC INC COM 90333E108 507 000000031174 SH DEFINED 01 SOLE
U S I HLDGS COM 90333H101 128 000000010888 SH DEFINED 01 SOLE
UNIFI INC COM 904677101 263 000000078800 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 17,011 000000244070 SH DEFINED 01 SOLE
UNIONBANCAL CORP COM 908906100 379 000000006204 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 2,459 000000348301 SH DEFINED 01 SOLE
UNITED DEFENSE INDS INC COM 91018B104 2,386 000000032500 SH DEFINED 01 SOLE
UNITED DOMINION REALTY TR IN COM 910197102 331 000000015900 SH DEFINED 01 SOLE
UNITED INDL CORP COM 910671106 250 000000008462 SH DEFINED 01 SOLE
UNITED MICROELECTRONICS CORP SPONSORED 910873207 166 000000049500 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 78,062 000001073176 SH DEFINED 01 SOLE
UNITED RENTALS INC COM 911363109 245 000000012146 SH DEFINED 01 SOLE
UNITED STATES CELLULAR CORP COM 911684108 200 000000004400 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW COM 912909108 5,673 000000111572 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 51,712 000000508680 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 57,193 000000599635 SH DEFINED 01 SOLE
UNITEDGLOBALCOM CL A 913247508 3,464 000000366200 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 7,858 000000283811 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 15,548 000000252049 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 7,073 000000415578 SH DEFINED 01 SOLE
URBAN OUTFITTERS INC COM 917047102 257 000000005369 SH DEFINED 01 SOLE
USF CORP COM 91729Q101 9,532 000000197522 SH DEFINED 01 SOLE
UTSTARCOM INC COM 918076100 588 000000053700 SH DEFINED 01 SOLE
V F CORP COM 918204108 5,723 000000096783 SH DEFINED 01 SOLE
VALASSIS COMMUNICATIONS INC COM 918866104 231 000000006618 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 17,520 000000239118 SH DEFINED 01 SOLE
VALUECLICK INC COM 92046N102 299 000000028235 SH DEFINED 01 SOLE
VARIAN MED SYS INC COM 92220P105 1,405 000000041000 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 316 000000008365 SH DEFINED 01 SOLE
VECTREN CORP COM 92240G101 245 000000009200 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 4,205 000000146517 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 1,179 000000041087 SH DEFINED 04 SOLE
1Page 26 05-05-10 15:43:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0VERIZON COMMUNICATIONS COM 92343V104 94,301 000002656372 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 10,795 000000464917 SH DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 256 000000027433 SH DEFINED 01 SOLE
VIAD CORP COM NEW 92552R406 1,616 000000060100 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 420 000000012000 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 56,324 000001617130 SH DEFINED 01 SOLE
VION PHARMACEUTICALS INC COM 927624106 149 000000052384 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 198 000000016000 SH DEFINED 01 SOLE
VISTEON CORP COM 92839U107 796 000000139512 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 6,715 000000286492 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 5,501 000000096807 SH DEFINED 01 SOLE
WGL HLDGS INC COM 92924F106 219 000000007092 SH DEFINED 01 SOLE
WPS RESOURCES CORP COM 92931B106 259 000000004900 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW COM 929903102 76,583 000001504286 SH DEFINED 01 SOLE
WADDELL & REED FINL INC CL A 930059100 280 000000014200 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 159,060 000003174232 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 42,662 000000960436 SH DEFINED 01 SOLE
WASHINGTON FED INC COM 938824109 406 000000017396 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 34,222 000000866392 SH DEFINED 01 SOLE
WASHINGTON POST CO CL B 939640108 228 000000000256 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 15,377 000000533026 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 4,221 000000117959 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 3,527 000000114786 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 544 000000012000 SH DEFINED 01 SOLE
WEINGARTEN RLTY INVS SH BEN INT 948741103 327 000000009500 SH DEFINED 01 SOLE
WELLPOINT INC COM 94973V107 35,798 000000285588 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 94,635 000001582531 SH DEFINED 01 SOLE
WENDYS INTL INC COM 950590109 4,531 000000116073 SH DEFINED 01 SOLE
WERNER ENTERPRISES INC COM 950755108 614 000000031633 SH DEFINED 01 SOLE
WESCO INTL INC COM 95082P105 290 000000010360 SH DEFINED 01 SOLE
WESTAR ENERGY INC COM 95709T100 240 000000011100 SH DEFINED 01 SOLE
WESTERN GAS RES INC COM 958259103 520 000000015100 SH DEFINED 01 SOLE
WESTERN WIRELESS CORP CL A 95988E204 20,020 000000527400 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 830 000000040800 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 15,965 000000233078 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 4,468 000000065974 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC COM 966837106 750 000000007348 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 10,023 000000532882 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC COM 973149107 175 000000011617 SH DEFINED 01 SOLE
WINNEBAGO INDS INC COM 974637100 313 000000009908 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 276 000000007800 SH DEFINED 01 SOLE
WORLD HEART CORP COM NEW 980905202 120 000000101241 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 539 000000028001 SH DEFINED 01 SOLE
WRIGHT EXPRESS CORP COM 98233Q105 2,412 000000141100 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 12,842 000000195854 SH DEFINED 01 SOLE
WYETH DBCV 983024AD2 23,067 000000225000 PRN DEFINED 01 SOLE
1Page 27 05-05-10 15:43:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
03/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WYETH COM 983024100 52,851 000001252991 SH DEFINED 01 SOLE
WYNN RESORTS LTD COM 983134107 705 000000010417 SH DEFINED 01 SOLE
XM SATELLITE RADIO HLDGS INC CL A 983759101 1,055 000000033356 SH DEFINED 01 SOLE
XTO ENERGY INC COM 98385X106 10,991 000000334686 SH DEFINED 01 SOLE
XCEL ENERGY INC COM 98389B100 6,798 000000395698 SH DEFINED 01 SOLE
XILINX INC COM 983919101 10,016 000000342683 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 13,597 000000897550 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 46,473 000001370891 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 748 000000022068 SH DEFINED 04 SOLE
YELLOW ROADWAY CORP COM 985577105 570 000000009754 SH DEFINED 01 SOLE
YORK INTL CORP NEW COM 986670107 236 000000006032 SH DEFINED 01 SOLE
YUM BRANDS INC COM 988498101 14,096 000000272077 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 520 000000017526 SH DEFINED 01 SOLE
ZEBRA TECHNOLOGIES CORP CL A 989207105 974 000000020527 SH DEFINED 01 SOLE
ZIMMER HLDGS INC COM 98956P102 20,832 000000267739 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 5,820 000000084330 SH DEFINED 01 SOLE
ZIX CORP COM 98974P100 180 000000048260 SH DEFINED 01 SOLE
ZOLL MED CORP COM 989922109 32 000000001426 SH DEFINED 01 SOLE
-LIST OF OTHER INCLUDED MANAGERS
NHI
01 NSI
02 LONDON
04 BERMUDA
06 GANT
FORM 13F INFORMATION TABLE ENTRY TOTAL: 1214
FORM 13F INFORMATION TABLE VALUE TOTAL: 14,208,117,248