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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended June 30, 2002
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
Nomura Securities Co., Ltd.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-04979
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY August 15, 2002
------------------------------------------
(Place and Date of Signing)
Report Type:
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: ____________
Form 13F Information Table Entry Total: ____________
Form 13F Information Table Value Total: $____________
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
13F File No.: Name:
------------- ---------------------
1. 28-05739 Global Funds Management, S.A.
------------- ---------------------
2. 28-04989 Nomura Asset Capital Corporation
------------- ---------------------
3. 28-04985 Nomura International plc
------------- ---------------------
4. 28-04985 Nomura Securities (Bermuda)
------------- ---------------------
6. 28-04983 Nomura Securities International, Inc.
------------- ---------------------
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/28/2002
1Page 1
0
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 48 000000001000 SH DEFINED 01 SOLE
ACE LTD ORD G0070K103 4,205 000000133081 SH DEFINED 01 SOLE
AMDOCS LTD ORD G02602103 516 000000068400 SH DEFINED 01 SOLE
CHINADOTCOM CORP CL A G2108N109 895 000000329200 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 2,271 000000057795 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 352 000000006300 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 218 000000003900 SH DEFINED 06 SOLE
GLOBALSANTAFE CORP SHS G3930E101 399 000000014600 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 4,945 000000108312 SH DEFINED 01 SOLE
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5 000000000300 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 2,454 000000063593 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 343 000000008900 SH DEFINED 06 SOLE
PARTNERRE LTD COM G6852T105 29 000000000600 SH DEFINED 01 SOLE
PXRE GROUP LTD COM G73018106 9 000000000400 SH DEFINED 01 SOLE
RENAISSANCE RE HLDGS LTD COM G7496G103 651 000000017800 SH DEFINED 01 SOLE
RENAISSANCE RE HLDGS LTD COM G7496G103 263 000000007200 SH DEFINED 06 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 184 000000012900 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 4,778 000000153387 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 5,432 000000064144 SH DEFINED 01 SOLE
UBS AG NAMEN AKT H8920M855 114 000000002300 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,997 000000147315 SH DEFINED 01 SOLE
ORBOTECH LTD ORD M75253100 38 000000001700 SH DEFINED 01 SOLE
ASML HLDG NV N Y SHS N07059111 257 000000017000 SH DEFINED 01 SOLE
ASE TEST LTD ORD Y02516105 9 000000001000 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 26 000000003736 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 785 000000342818 SH DEFINED 01 SOLE
ABN AMRO HLDG NV SPONSORED 000937102 10 000000000600 SH DEFINED 01 SOLE
ABM INDS INC COM 000957100 13 000000000800 SH DEFINED 01 SOLE
AFC ENTERPRISES INC COM 00104Q107 6 000000000200 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 7,176 000000224259 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 268 000000008400 SH DEFINED 06 SOLE
AGCO CORP COM 001084102 421 000000021600 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 173 000000008900 SH DEFINED 06 SOLE
AGL RES INC COM 001204106 11 000000000500 SH DEFINED 01 SOLE
AES CORP COM 00130H105 2,407 000000444114 SH DEFINED 01 SOLE
AES CORP COM 00130H105 55 000000010300 SH DEFINED 06 SOLE
AK STL HLDG CORP COM 001547108 23 000000001800 SH DEFINED 01 SOLE
AMR CORP COM 001765106 1,107 000000065662 SH DEFINED 01 SOLE
AOL TIME WARNER INC COM 00184A105 30,986 000002106472 SH DEFINED 01 SOLE
AT&T CORP COM 001957109 19,341 000001807635 SH DEFINED 01 SOLE
AT&T CORP COM 001957109 36,132 000003376900 SH DEFINED 04 SOLE
ATMI INC COM 00207R101 252 000000011300 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 8,183 000001398927 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 596 000000108200 SH DEFINED 02 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 21 000000003600 SH DEFINED 06 SOLE
AVX CORP NEW COM 002444107 111 000000006800 SH DEFINED 01 SOLE
1Page 2 02-08-13 10:55:24
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ABBOTT LABS COM 002824100 25,288 000000671681 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 45 000000001200 SH DEFINED 06 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 945 000000039200 SH DEFINED 01 SOLE
ABGENIX INC COM 00339B107 157 000000016045 SH DEFINED 01 SOLE
ACCREDO HEALTH INC COM 00437V104 1,504 000000032600 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 313 000000010800 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 209 000000007200 SH DEFINED 06 SOLE
ACTION PERFORMANCE COS INC COM 004933107 606 000000019200 SH DEFINED 01 SOLE
ACTEL CORP COM 004934105 10 000000000500 SH DEFINED 01 SOLE
ACXIOM CORP COM 005125109 62 000000003600 SH DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 255 000000032351 SH DEFINED 01 SOLE
ADMINISTAFF INC COM 007094105 184 000000018400 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 3,042 000000106762 SH DEFINED 01 SOLE
AEROFLEX INC COM 007768104 179 000000025833 SH DEFINED 01 SOLE
ADVANCEPCS COM 00790K109 426 000000017800 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 1,473 000000151611 SH DEFINED 01 SOLE
AEGON N V ORD AMER R 007924103 22 000000001100 SH DEFINED 01 SOLE
ADVANTA CORP CL A 007942105 240 000000022100 SH DEFINED 01 SOLE
ADVANTA CORP CL B 007942204 76 000000007000 SH DEFINED 01 SOLE
ADVANCED ENERGY INDS COM 007973100 2 000000000100 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 5,470 000000114045 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 2,625 000000055300 SH DEFINED 01 SOLE
AFFILIATED MANAGERS GROUP COM 008252108 750 000000012200 SH DEFINED 01 SOLE
AGERE SYS INC CL A 00845V100 14 000000010000 SH DEFINED 04 SOLE
AGERE SYS INC CL B 00845V209 422 000000281728 SH DEFINED 01 SOLE
AGERE SYS INC CL B 00845V209 1,485 000000990000 SH DEFINED 04 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 4,646 000000196489 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 80 000000003400 SH DEFINED 06 SOLE
AGILE SOFTWARE CORP DEL COM 00846X105 46 000000006424 SH DEFINED 01 SOLE
AIR CDA INC CL A NON V 008911307 518 000000161900 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 4,964 000000098357 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 4,542 000000090000 SH DEFINED 04 SOLE
AIRBORNE INC COM 009269101 176 000000009200 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL B CONV 013068101 1,311 000000027442 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL A 013068200 4,852 000000107400 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 6,025 000000197814 SH DEFINED 01 SOLE
ALCAN INC COM 013716105 5,101 000000135957 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 14,516 000000437907 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 171 000000006700 SH DEFINED 01 SOLE
ALFA CORP COM 015385107 2 000000000200 SH DEFINED 01 SOLE
ALKERMES INC COM 01642T108 99 000000006200 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 1,614 000000062715 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 159 000000006200 SH DEFINED 06 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 559 000000035403 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 3,651 000000054700 SH DEFINED 01 SOLE
ALLETE INC COM 018522102 8 000000000300 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ALLIANT TECHSYSTEMS INC COM 018804104 2,443 000000038300 SH DEFINED 01 SOLE
ALLIED CAP CORP NEW COM 01903Q108 79 000000003500 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 837 000000087225 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 11,154 000000301639 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 6,184 000000131584 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 18 000000000400 SH DEFINED 06 SOLE
ALPHARMA INC NOTE 3.00 020813AD3 3,447 000000035000 PRN DEFINED 01 SOLE
ALTERA CORP COM 021441100 4,494 000000330447 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 100 000000006162 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 199 000000012300 SH DEFINED 06 SOLE
AMBAC FINL GROUP INC COM 023139108 3,067 000000045654 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 268 000000004000 SH DEFINED 06 SOLE
AMERADA HESS CORP COM 023551104 3,147 000000038152 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 3,161 000000073502 SH DEFINED 01 SOLE
AMERICA ONLINE INC DEL NOTE 02364JAC8 41,615 000082000000 SH DEFINED 01 SOLE
AMERICA MOVIL S A DE C V SPON ADR L 02364W105 1,440 000000107500 SH DEFINED 01 SOLE
AMERICAN CAPITAL STRATEGIES COM 024937104 8 000000000300 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 7,421 000000185433 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 20,675 000000569248 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 9 000000000400 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 574 000000034461 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 75,450 000001105819 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 1,069 000000084649 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 2,351 000000031316 SH DEFINED 01 SOLE
AMERICAN WTR WKS INC COM 030411102 7,561 000000175000 SH DEFINED 01 SOLE
AMERICAN WOODMARK CORP COM 030506109 5 000000000100 SH DEFINED 01 SOLE
AMERICREDIT CORP COM 03060R101 2,426 000000086500 SH DEFINED 01 SOLE
AMERIPATH INC COM 03071D109 200 000000008337 SH DEFINED 01 SOLE
AMERITRADE HLDG CORP CL A 03072H109 1,875 000000409500 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 3,372 000000044377 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 18,786 000000448576 SH DEFINED 01 SOLE
AMKOR TECHNOLOGY INC COM 031652100 820 000000131955 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 295 000000008200 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 172 000000004800 SH DEFINED 06 SOLE
AMSOUTH BANCORPORATION COM 032165102 4,546 000000203140 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 5,900 000000119683 SH DEFINED 01 SOLE
ANADIGICS INC COM 032515108 70 000000008500 SH DEFINED 01 SOLE
ANALOG DEVICES INC NOTE 4.75 032654AD7 2,865 000000030000 PRN DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 6,857 000000230878 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 1,054 000000070709 SH DEFINED 01 SOLE
ANDRX GROUP COM 034553107 1,352 000000050162 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 19,512 000000390243 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 240 000000004800 SH DEFINED 06 SOLE
ANIXTER INTL INC NOTE 035290AC9 840 000003000000 SH DEFINED 01 SOLE
ANIXTER INTL INC COM 035290105 42 000000001800 SH DEFINED 01 SOLE
ANNALY MTG MGMT INC COM 035710409 717 000000037000 SH DEFINED 01 SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ANNTAYLOR STORES CORP COM 036115103 114 000000004500 SH DEFINED 01 SOLE
ANTHRACITE CAP INC COM 037023108 46 000000003500 SH DEFINED 01 SOLE
AON CORP COM 037389103 3,950 000000134019 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 3,494 000000060794 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 385 000000006700 SH DEFINED 06 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 63 000000001300 SH DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC COM 03760A101 117 000000005700 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 3,018 000000076570 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 228 000000005800 SH DEFINED 06 SOLE
APPLE COMPUTER INC COM 037833100 2,761 000000155868 SH DEFINED 01 SOLE
APPLEBEES INTL INC COM 037899101 563 000000024548 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 114 000000005100 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 1,751 000000089885 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 109 000000005600 SH DEFINED 06 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 674 000000142635 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 13,388 000000703938 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 266 000000014000 SH DEFINED 06 SOLE
AQUILA INC COM 03840P102 540 000000067500 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 3,915 000000306154 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 65 000000005100 SH DEFINED 06 SOLE
ARCHSTONE SMITH TR COM 039583109 104 000000003900 SH DEFINED 01 SOLE
ARGOSY GAMING CO COM 040228108 207 000000007300 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 323 000000015600 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 100 000000004200 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 172 000000007200 SH DEFINED 06 SOLE
ASHLAND INC COM 044204105 1,501 000000037065 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 129 000000003200 SH DEFINED 06 SOLE
ASTORIA FINL CORP COM 046265104 765 000000023900 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 16 000000000500 SH DEFINED 06 SOLE
ATLANTIC COAST AIRLINES HLDG COM 048396105 58 000000002700 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 475 000000075931 SH DEFINED 01 SOLE
ATWOOD OCEANICS INC COM 050095108 41 000000001100 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 1,949 000000147142 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 12,727 000000292256 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 181 000000012500 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 3,812 000000049318 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 579 000000007500 SH DEFINED 06 SOLE
AVAYA INC NOTE 053499AA7 1,080 000003000000 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 756 000000152861 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 2,917 000000046491 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 131 000000002100 SH DEFINED 06 SOLE
AVIRON NOTE 5.25 053762AD2 2,692 000000030000 PRN DEFINED 01 SOLE
AVISTA CORP COM 05379B107 24 000000001800 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 71 000000004500 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 124 000000007800 SH DEFINED 06 SOLE
AVON PRODS INC COM 054303102 7,636 000000146179 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AXCELIS TECHNOLOGIES INC COM 054540109 11 000000001000 SH DEFINED 01 SOLE
AZTAR CORP COM 054802103 37 000000001800 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 7,836 000000203013 SH DEFINED 01 SOLE
BCE INC COM 05534B109 57 000000003300 SH DEFINED 01 SOLE
BEI MED SYS INC COM 05538E109 1,311 000000192326 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 46 000000001400 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 789 000000020500 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 2,245 000000066283 SH DEFINED 01 SOLE
BP PLC SPONSORED 055622104 333 000000006600 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 1,949 000000117453 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 215 000000013000 SH DEFINED 06 SOLE
BAKER HUGHES INC COM 057224107 5,138 000000154367 SH DEFINED 01 SOLE
BALL CORP COM 058498106 997 000000024048 SH DEFINED 01 SOLE
BANCORP CONN INC COM 059684100 2,210 000000078793 SH DEFINED 01 SOLE
BANCORPSOUTH INC COM 059692103 40 000000002000 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 203 000000008000 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 24 000000000350 SH SOLE SOLE
BANK OF AMERICA CORPORATION COM 060505104 48,540 000000689885 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 647 000000009200 SH DEFINED 06 SOLE
BANK HAWAII CORP COM 062540109 277 000000009900 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 11,754 000000348283 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 21,158 000000549845 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 577 000000015000 SH DEFINED 04 SOLE
BANK UTD CORP LITIGATN CONT RIGHT 99/9 065416117 22 000000248800 SH DEFINED 01 SOLE
BANKNORTH GROUP INC NEW COM 06646R107 771 000000029643 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 1,588 000000028071 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 858 000000032500 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 4,394 000000231391 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 292 000000004600 SH DEFINED 01 SOLE
BARRA INC COM 068313105 66 000000001800 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 1,022 000000030206 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 12,565 000000282683 SH DEFINED 01 SOLE
BEA SYS INC NOTE 4.00 073325AD4 1,622 000000020000 PRN DEFINED 01 SOLE
BEA SYS INC COM 073325102 225 000000023704 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 4,172 000000068182 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 642 000000010500 SH DEFINED 06 SOLE
BEAZER HOMES USA INC COM 07556Q105 72 000000000900 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 4,466 000000129641 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 4,810 000000127472 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 25,092 000000796595 SH DEFINED 01 SOLE
BELO CORP COM SER A 080555105 108 000000004800 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 1,093 000000023017 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 154 000000002800 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 7,720 000000212682 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 965 000000049061 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 3,496 000000084388 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BIOMET INC COM 090613100 3,613 000000133248 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 38,521 000000463000 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 1,640 000000034043 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 438 000000009100 SH DEFINED 06 SOLE
BLACKROCK INC CL A 09247X101 17 000000000400 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 4,184 000000090662 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 272 000000005900 SH DEFINED 06 SOLE
BLOCKBUSTER INC CL A 093679108 209 000000007800 SH DEFINED 06 SOLE
BOEING CO COM 097023105 16,034 000000356327 SH DEFINED 01 SOLE
BOEING CO COM 097023105 72 000000001600 SH DEFINED 06 SOLE
BOISE CASCADE CORP COM 097383103 1,130 000000032734 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 434 000000023600 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 664 000000011500 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 190 000000003300 SH DEFINED 06 SOLE
BORON LEPORE & ASSOCS INC COM 10001P102 35 000000002178 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC COM 101121101 139 000000003500 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 5,242 000000178805 SH DEFINED 01 SOLE
BOWATER INC COM 102183100 59 000000001100 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 244 000000007700 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 23,236 000000904146 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 668,500 000025000000 SH DEFINED 02 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 141 000000005500 SH DEFINED 06 SOLE
BROADBAND HOLDRS TR DEPOSITRY 11130P104 2,067 000000250000 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 2,070 000000118055 SH DEFINED 01 SOLE
BROADWING INC COM 111620100 17 000000006900 SH DEFINED 01 SOLE
BROCADE COMMUNICATIONS SYS I COM 111621108 944 000000054006 SH DEFINED 01 SOLE
BROOKLINE BANCORP INC COM 113739106 303 000000012000 SH DEFINED 01 SOLE
BROOK-PRI AUTOMATION INC COM 11442E102 273 000000010700 SH DEFINED 01 SOLE
BROWN & BROWN INC COM 115236101 220 000000007000 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 4,269 000000060900 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 2,014 000000029201 SH DEFINED 01 SOLE
BROWN TOM INC COM NEW 115660201 14 000000000500 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 1,066 000000038096 SH DEFINED 01 SOLE
BUCA INC COM 117769109 9 000000000500 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 6,504 000000216813 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 279 000000009300 SH DEFINED 06 SOLE
BURLINGTON RES INC COM 122014103 3,292 000000086633 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 611 000000020100 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 195 000000006400 SH DEFINED 06 SOLE
C D I CORP COM 125071100 19 000000000600 SH DEFINED 01 SOLE
CDW COMPUTER CTRS INC COM 125129106 140 000000003010 SH DEFINED 01 SOLE
CEC ENTMT INC COM 125137109 247 000000006000 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 57 000000001700 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 7,066 000000072532 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 243 000000002500 SH DEFINED 06 SOLE
CKE RESTAURANTS INC COM 12561E105 50 000000004400 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CMS ENERGY CORP COM 125896100 626 000000057037 SH DEFINED 01 SOLE
CNA FINL CORP COM 126117100 47 000000001800 SH DEFINED 01 SOLE
CNF INC COM 12612W104 258 000000006800 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 785 000000041052 SH DEFINED 01 SOLE
CSX CORP COM 126408103 4,765 000000135976 SH DEFINED 01 SOLE
CTS CORP COM 126501105 10 000000000900 SH DEFINED 01 SOLE
CVS CORP COM 126650100 6,446 000000210674 SH DEFINED 01 SOLE
CV THERAPEUTICS INC COM 126667104 63 000000003400 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A NY CA 12686C109 17 000000001900 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A RAINB 12686C844 39 000000004500 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 284 000000006600 SH DEFINED 01 SOLE
CACI INTL INC CL A 127190304 646 000000016918 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 1,268 000000078700 SH DEFINED 01 SOLE
CAL DIVE INTL INC COM 127914109 11 000000000500 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 25 000000001600 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 87 000000005528 SH DEFINED 02 SOLE
CALPINE CORP COM 131347106 3,748 000000533248 SH DEFINED 01 SOLE
CAMBREX CORP COM 132011107 8 000000000200 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 5,271 000000190593 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 71 000000002600 SH DEFINED 06 SOLE
CANADIAN NATL RY CO COM 136375102 108 000000002100 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 7,829 000000128254 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 12,334 000000200859 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 378 000000008400 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 80 000000004900 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 7,448 000000269001 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 141 000000005100 SH DEFINED 06 SOLE
CATALINA MARKETING CORP COM 148867104 124 000000004400 SH DEFINED 01 SOLE
CATALYTICA ENERGY SYS INC COM 148884109 7 000000002500 SH DEFINED 01 SOLE
CATELLUS DEV CORP COM 149111106 10 000000000500 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 7,304 000000149231 SH DEFINED 01 SOLE
CELL THERAPEUTICS INC COM 150934107 239 000000043958 SH DEFINED 01 SOLE
CELESTICA INC NOTE 15101QAA6 1,263 000003000000 SH DEFINED 01 SOLE
CELESTICA INC SUB VTG SH 15101Q108 84 000000003700 SH DEFINED 01 SOLE
CELGENE CORP COM 151020104 114 000000007453 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 7,070 000000445256 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 666 000000042000 SH DEFINED 06 SOLE
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 10 000000000300 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 1,872 000000032395 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 150 000000002600 SH DEFINED 06 SOLE
CENTRA SOFTWARE INC COM 15234X103 30 000000016300 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 1,764 000000059814 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 2,053 000000045436 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 189 000000004200 SH DEFINED 06 SOLE
CERIDIAN CORP NEW COM 156779100 442 000000023300 SH DEFINED 01 SOLE
CERNER CORP COM 156782104 297 000000006220 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CERTEGY INC COM 156880106 723 000000019500 SH DEFINED 01 SOLE
CHARLES RIV LABS INTL INC COM 159864107 434 000000012400 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 4,373 000000127221 SH DEFINED 01 SOLE
CHARTER COMMUNICATIONS INC D CL A 16117M107 70 000000017297 SH DEFINED 01 SOLE
CHECKFREE CORP NEW COM 162813109 536 000000034335 SH DEFINED 01 SOLE
CHECKPOINT SYS INC COM 162825103 31 000000002700 SH DEFINED 01 SOLE
CHEESECAKE FACTORY INC COM 163072101 360 000000010155 SH DEFINED 01 SOLE
CHESAPEAKE ENERGY CORP COM 165167107 231 000000032100 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 42,601 000000481373 SH DEFINED 01 SOLE
CHILES OFFSHORE INC COM 16888M104 6,615 000000272800 SH DEFINED 01 SOLE
CHILDRENS PL RETAIL STORES I COM 168905107 223 000000008442 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 3,107 000000087893 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 102 000000002900 SH DEFINED 06 SOLE
CHOICEPOINT INC COM 170388102 172 000000003801 SH DEFINED 01 SOLE
CHRISTOPHER & BANKS CORP COM 171046105 59 000000001400 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 5,136 000000072543 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 777 000000185458 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 5 000000001400 SH DEFINED 06 SOLE
CIMA LABS INC COM 171796105 157 000000006524 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 3,195 000000068672 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 2,756 000000076598 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 1,002 000000028000 SH DEFINED 02 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 2,799 000000149311 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 3,187 000000170000 SH DEFINED 04 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 9 000000000500 SH DEFINED 06 SOLE
CIRCUIT CITY STORE INC CARMAX GRO 172737306 8 000000000400 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 43,720 000003134067 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 210 000000015100 SH DEFINED 06 SOLE
CINTAS CORP COM 172908105 4,001 000000080957 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 86,615 000002235238 SH DEFINED 01 SOLE
CITIZENS BKG CORP MICH COM 174420109 8 000000000300 SH DEFINED 01 SOLE
CITIZENS COMMUNICATIONS CO COM 17453B101 1,048 000000125367 SH DEFINED 01 SOLE
CITRIX SYS INC SDCV 177376AB6 1,881 000005000000 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 1,709 000000282993 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 1,370 000000025500 SH DEFINED 01 SOLE
CLAIRES STORES INC COM 179584107 52 000000002300 SH DEFINED 01 SOLE
CLAYTON HOMES INC COM 184190106 69 000000004400 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 9,061 000000282995 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 5,556 000000134375 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 231 000000005600 SH DEFINED 06 SOLE
COCA COLA CO COM 191216100 58,864 000001051148 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 73 000000001293 SH DEFINED 02 SOLE
COCA COLA CO COM 191216100 4,480 000000080000 SH DEFINED 04 SOLE
COCA COLA ENTERPRISES INC COM 191219104 4,756 000000215440 SH DEFINED 01 SOLE
COGNEX CORP COM 192422103 84 000000004200 SH DEFINED 01 SOLE
COGNOS INC COM 19244C109 82 000000003700 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0COLGATE PALMOLIVE CO COM 194162103 13,366 000000267053 SH DEFINED 01 SOLE
COLUMBIA SPORTSWEAR CO COM 198516106 166 000000005200 SH DEFINED 01 SOLE
COMCAST CORP DBCV 200300BH3 49,318 000065000000 SH DEFINED 01 SOLE
COMCAST CORP CL A 200300101 17,892 000000739355 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 9,766 000000409682 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 7,225 000000117679 SH DEFINED 01 SOLE
COMMERCE BANCORP INC NJ COM 200519106 724 000000016400 SH DEFINED 01 SOLE
COMMERCIAL METALS CO COM 201723103 28 000000000600 SH DEFINED 01 SOLE
COMMONWEALTH TEL ENTERPRISES COM 203349105 24 000000000600 SH DEFINED 01 SOLE
COMMSCOPE INC COM 203372107 65 000000005200 SH DEFINED 01 SOLE
COMMUNITY BKS INC MILLERSBUR COM 203628102 3 000000000117 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 426 000000015900 SH DEFINED 01 SOLE
COMPANIA DE TELECOMUNICS CHI SPON ADR N 204449300 122 000000010000 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 807 000000024033 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 204 000000006100 SH DEFINED 06 SOLE
COMPUTER ASSOC INTL INC COM 204912109 3,890 000000244826 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 181 000000011400 SH DEFINED 06 SOLE
COMPUTER SCIENCES CORP COM 205363104 3,929 000000082209 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 138 000000002900 SH DEFINED 06 SOLE
COMPUWARE CORP COM 205638109 1,028 000000169365 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 56 000000009300 SH DEFINED 06 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 1,603 000000173175 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 6,859 000000248072 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 66 000000002400 SH DEFINED 06 SOLE
CONCORD EFS INC COM 206197105 7,494 000000248643 SH DEFINED 01 SOLE
CONCURRENT COMPUTER CORP NEW COM 206710204 31 000000006792 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 123 000000076192 SH DEFINED 01 SOLE
CONOCO INC COM 208251504 7,372 000000265213 SH DEFINED 01 SOLE
CONSECO INC COM 208464107 732 000000366435 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 4,617 000000110595 SH DEFINED 01 SOLE
CONSTELLATION BRANDS INC CL A 21036P108 259 000000008100 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 2,036 000000069410 SH DEFINED 01 SOLE
CONTINENTAL AIRLS INC CL B 210795308 1,085 000000068800 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 2,009 000000103176 SH DEFINED 01 SOLE
COOPER CAMERON CORP COM 216640102 1,312 000000027100 SH DEFINED 01 SOLE
COOPER COS INC COM NEW 216648402 89 000000001900 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 636 000000030951 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 1,462 000000023468 SH DEFINED 01 SOLE
COR THERAPEUTICS INC NOTE 4.50 217753AG7 3,195 000000030000 PRN DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 9 000000000300 SH DEFINED 01 SOLE
CORNING INC COM 219350105 1,451 000000408841 SH DEFINED 01 SOLE
CORNING INC COM 219350105 13 000000003800 SH DEFINED 06 SOLE
CORPORATE EXECUTIVE BRD CO COM 21988R102 73 000000002147 SH DEFINED 01 SOLE
CORPORATE EXECUTIVE BRD CO COM 21988R102 246 000000007200 SH DEFINED 06 SOLE
CORRECTIONS CORP AMER NEW PFD CV B 1 22025Y308 1 000000000083 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 8,788 000000227567 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0COUNTRYWIDE CR INDS INC DEL COM 222372104 3,164 000000065595 SH DEFINED 01 SOLE
COUSINS PPTYS INC COM 222795106 9 000000000400 SH DEFINED 01 SOLE
COVENTRY HEALTH CARE INC COM 222862104 119 000000004200 SH DEFINED 01 SOLE
COX COMMUNICATIONS INC NEW SDEB 0.42 224044AX5 24,955 000000620000 PRN DEFINED 01 SOLE
COX COMMUNICATIONS INC NEW CL A 224044107 1,289 000000046800 SH DEFINED 01 SOLE
COX RADIO INC CL A 224051102 31 000000001300 SH DEFINED 01 SOLE
CRANE CO COM 224399105 652 000000025705 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 8 000000001100 SH DEFINED 01 SOLE
CRAWFORD & CO CL A 224633206 59 000000009700 SH DEFINED 01 SOLE
CREDENCE SYS CORP COM 225302108 60 000000003400 SH DEFINED 01 SOLE
CREE INC COM 225447101 66 000000005000 SH DEFINED 01 SOLE
CRESCENT REAL ESTATE EQUITIE COM 225756105 200 000000010700 SH DEFINED 01 SOLE
CROWN CASTLE INTL CORP COM 228227104 20 000000005200 SH DEFINED 01 SOLE
CRYOLIFE INC COM 228903100 14 000000000900 SH DEFINED 01 SOLE
CUBIST PHARMACEUTICALS INC COM 229678107 182 000000019435 SH DEFINED 01 SOLE
CULLEN FROST BANKERS INC COM 229899109 266 000000007400 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 1,338 000000040433 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 6,856 000000090700 SH DEFINED 01 SOLE
CYMER INC COM 232572107 2,302 000000065700 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP NOTE 4.00 232806AE9 1,740 000000020000 PRN DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 560 000000036900 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 9 000000000300 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 8 000000001086 SH DEFINED 01 SOLE
DQE INC COM 23329J104 53 000000003800 SH DEFINED 01 SOLE
DRS TECHNOLOGIES INC COM 23330X100 162 000000003800 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 59 000000002300 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 95 000000002100 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 3,349 000000075040 SH DEFINED 01 SOLE
DANA CORP COM 235811106 1,711 000000092388 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 4,385 000000066094 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 1,916 000000077595 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 411 000000016650 SH DEFINED 06 SOLE
DATUM INC COM 238208102 25 000000002500 SH DEFINED 01 SOLE
DEAN FOODS CO NEW COM 242370104 1,283 000000034400 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 4,819 000000100612 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 718 000000015000 SH DEFINED 04 SOLE
DEERE & CO COM 244199105 19 000000000400 SH DEFINED 06 SOLE
DELL COMPUTER CORP COM 247025109 28,884 000001104980 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 345 000000013200 SH DEFINED 06 SOLE
DELPHI CORP COM 247126105 3,483 000000263882 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,900 000000095045 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 1,285 000000033052 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 51 000000001400 SH DEFINED 01 SOLE
DEUTSCHE TELEKOM AG SPONSORED 251566105 47 000000005100 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 3,895 000000079054 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 267 000000011700 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DIAGEO P L C SPON ADR N 25243Q205 46 000000000900 SH DEFINED 01 SOLE
DIAGNOSTIC PRODS CORP COM 252450101 114 000000003100 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 490 000000024500 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 270 000000013500 SH DEFINED 06 SOLE
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,268 000000044500 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 92,539 000001000100 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 3 000000000100 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 2,409 000000091641 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 17,127 000000906207 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 127 000000006785 SH DEFINED 02 SOLE
DISNEY WALT CO COM DISNEY 254687106 111 000000005900 SH DEFINED 06 SOLE
DOCUMENTUM INC COM 256159104 271 000000022592 SH DEFINED 01 SOLE
DOLE FOOD INC COM 256605106 51 000000001800 SH DEFINED 01 SOLE
DOLE FOOD INC COM 256605106 187 000000006500 SH DEFINED 06 SOLE
DOLLAR GEN CORP COM 256669102 2,768 000000145461 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 29 000000000738 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 23 000000000600 SH DEFINED 06 SOLE
DOMINION RES INC VA NEW COM 25746U109 7,749 000000117067 SH DEFINED 01 SOLE
DONALDSON INC COM 257651109 21 000000000600 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 1,725 000000062638 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 132 000000004800 SH DEFINED 06 SOLE
DONNELLY CORP CL A 257870105 2,159 000000080000 SH DEFINED 01 SOLE
DORAL FINL CORP COM 25811P100 270 000000008110 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 3,132 000000089514 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 178 000000005100 SH DEFINED 06 SOLE
DOVER DOWNS GAMING & ENTMT I COM 260095104 640 000000050000 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 15 000000000450 SH SOLE SOLE
DOW CHEM CO COM 260543103 13,237 000000385045 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 309,735 000009000000 SH DEFINED 02 SOLE
DOW JONES & CO INC COM 260561105 2,807 000000057946 SH DEFINED 01 SOLE
DOWNEY FINL CORP COM 261018105 23 000000000500 SH DEFINED 01 SOLE
DRIL-QUIP INC COM 262037104 12 000000000500 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 20,887 000000470428 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 10,922 000000351190 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL NE COM 26483E100 9 000000000300 SH DEFINED 01 SOLE
DUPONT PHOTOMASKS INC COM 26613X101 64 000000002000 SH DEFINED 01 SOLE
DYCOM INDS INC COM 267475101 45 000000003900 SH DEFINED 01 SOLE
DYNACARE INC COM 267920205 7,049 000000320600 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 1,100 000000152884 SH DEFINED 01 SOLE
EGL INC COM 268484102 54 000000003200 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 7,175 000000950369 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 711 000000026100 SH DEFINED 01 SOLE
ENSCO INTL INC COM 26874Q100 198 000000007300 SH DEFINED 06 SOLE
EOG RES INC COM 26875P101 2,354 000000059301 SH DEFINED 01 SOLE
ESS TECHNOLOGY INC COM 269151106 189 000000010811 SH DEFINED 01 SOLE
E TRADE GROUP INC COM 269246104 34 000000006400 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EAGLE BANCSHARES INC COM 26942C109 1,066 000000041069 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 1,609 000000034310 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 6,121 000000209866 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 82 000000002804 SH DEFINED 02 SOLE
EASTMAN KODAK CO COM 277461109 183 000000006300 SH DEFINED 06 SOLE
EATON CORP COM 278058102 4,031 000000055410 SH DEFINED 01 SOLE
EATON VANCE CORP COM NON VT 278265103 349 000000011200 SH DEFINED 01 SOLE
EBAY INC COM 278642103 87 000000001416 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW NOTE 5.75 278762AG4 2,328 000000030000 PRN DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 2,095 000000112900 SH DEFINED 01 SOLE
ECLIPSYS CORP COM 278856109 19 000000002900 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 2,624 000000056780 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 2,638 000000155178 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 175 000000010300 SH DEFINED 06 SOLE
EDUCATION MGMT CORP COM 28139T101 52 000000001300 SH DEFINED 01 SOLE
J D EDWARDS & CO COM 281667105 59 000000004900 SH DEFINED 01 SOLE
EDWARDS LIFESCIENCES CORP COM 28176E108 129 000000005600 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 812 000000020900 SH DEFINED 01 SOLE
EFUNDS CORP COM 28224R101 1,749 000000184360 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 5,317 000000258016 SH DEFINED 01 SOLE
EL PASO ELEC CO COM NEW 283677854 11 000000000800 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 511 000000007743 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 145 000000002200 SH DEFINED 06 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 7,821 000000210540 SH DEFINED 01 SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 318 000000020000 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 10,592 000000197961 SH DEFINED 01 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 241 000000011400 SH DEFINED 01 SOLE
EMULEX CORP COM NEW 292475209 2,236 000000099300 SH DEFINED 01 SOLE
ENERGEN CORP COM 29265N108 46 000000001700 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 1,927 000000068051 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 9 000000000200 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 4,503 000000106119 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 195 000000004600 SH DEFINED 06 SOLE
ENZON INC NOTE 4.50 293904AB4 1,447 000000020000 PRN DEFINED 01 SOLE
ENZO BIOCHEM INC COM 294100102 27 000000001900 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 1,816 000000067286 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 329 000000012200 SH DEFINED 06 SOLE
EQUITABLE RES INC COM 294549100 34 000000001000 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 5,309 000000176400 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 602 000000020000 SH DEFINED 04 SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,519 000000157210 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR CL B S 294821400 8 000000006142 SH DEFINED 01 SOLE
ESCO TECHNOLOGIES INC COM 296315104 14 000000000400 SH DEFINED 01 SOLE
ESPEED INC CL A 296643109 2,396 000000219700 SH DEFINED 01 SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 69 000000002000 SH DEFINED 01 SOLE
EVERGREEN RES INC NOTE 4.75 299900AB6 5,375 000000050000 PRN DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EVERGREEN RES INC COM NO PAR 299900308 80 000000001900 SH DEFINED 01 SOLE
EXAR CORP COM 300645108 168 000000008526 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 8,293 000000158568 SH DEFINED 01 SOLE
EXPEDIA INC CL A 302125109 1,144 000000019300 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 412 000000008238 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 118,204 000002888668 SH DEFINED 01 SOLE
FEI CO NOTE 5.50 30241LAB5 2,647 000000030000 PRN DEFINED 01 SOLE
FEI CO COM 30241L109 401 000000016371 SH DEFINED 01 SOLE
FLIR SYS INC COM 302445101 7 000000000168 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 718 000000023800 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 5,092 000000084890 SH DEFINED 01 SOLE
FAIR ISAAC & CO INC COM 303250104 246 000000007500 SH DEFINED 01 SOLE
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 36 000000001500 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 2,635 000000074755 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 57 000000001500 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 20,358 000000332648 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 1,530 000000025000 SH DEFINED 04 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 165 000000002700 SH DEFINED 06 SOLE
FEDERAL NATL MTG ASSN COM 313586109 35,895 000000486724 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 575 000000007800 SH DEFINED 06 SOLE
FEDERAL REALTY INVT TR SH BEN INT 313747206 11 000000000400 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 3,871 000000097522 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 214 000000005400 SH DEFINED 06 SOLE
FEDEX CORP COM 31428X106 7,022 000000131508 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 202 000000003800 SH DEFINED 06 SOLE
FELCOR LODGING TR INC COM 31430F101 11 000000000600 SH DEFINED 01 SOLE
F5 NETWORKS INC COM 315616102 136 000000013991 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 202 000000006400 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 16,611 000000249240 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 1,999 000000030000 SH DEFINED 04 SOLE
FINISAR COM 31787A101 37 000000016020 SH DEFINED 01 SOLE
FIRST AMERN CORP CALIF COM 318522307 73 000000003200 SH DEFINED 01 SOLE
FIRST BANCORP P R COM 318672102 15 000000000400 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 12,094 000000325125 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 651 000000017500 SH DEFINED 06 SOLE
FIRST MIDWEST BANCORP DEL COM 320867104 8 000000000300 SH DEFINED 01 SOLE
FIRST HEALTH GROUP CORP COM 320960107 61 000000002194 SH DEFINED 01 SOLE
FIRST REP BK SAN FRANCISCO COM 336158100 19 000000000700 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 4,180 000000109149 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 145 000000003800 SH DEFINED 06 SOLE
FIRST VA BANKS INC COM 337477103 26 000000000500 SH DEFINED 01 SOLE
FISERV INC COM 337738108 5,034 000000137144 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 4,762 000000142665 SH DEFINED 01 SOLE
FLEETBOSTON FINL CORP COM 339030108 16,566 000000512106 SH DEFINED 01 SOLE
FLEMING COS INC COM 339130106 137 000000007600 SH DEFINED 01 SOLE
FLORIDA EAST COAST INDS CL B 340632207 1,199 000000050400 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FLUOR CORP NEW COM 343412102 1,331 000000034194 SH DEFINED 01 SOLE
FLOWSERVE CORP COM 34354P105 259 000000008700 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 393 000000027200 SH DEFINED 01 SOLE
FOOTSTAR INC COM 344912100 122 000000005000 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 12,274 000000767169 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 5,876 000000082996 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 431 000000006100 SH DEFINED 06 SOLE
FOREST OIL CORP COM PAR $0 346091705 34 000000001200 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 3,822 000000068254 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 543 000000009700 SH DEFINED 06 SOLE
FORWARD AIR CORP COM 349853101 9 000000000300 SH DEFINED 01 SOLE
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 42 000000000900 SH DEFINED 01 SOLE
FOX ENTMT GROUP INC CL A 35138T107 526 000000024200 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 4,811 000000112850 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 1,090 000000061085 SH DEFINED 01 SOLE
FRONTIER OIL CORP COM 35914P105 17 000000001000 SH DEFINED 01 SOLE
FUELCELL ENERGY INC COM 35952H106 80 000000007838 SH DEFINED 01 SOLE
FULTON FINL CORP PA COM 360271100 13 000000000700 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 674 000000022300 SH DEFINED 01 SOLE
GATX CORP COM 361448103 249 000000008300 SH DEFINED 01 SOLE
GABLES RESIDENTIAL TR SH BEN INT 362418105 9 000000000300 SH DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 277 000000008000 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 9,246 000000121828 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 144 000000001900 SH DEFINED 06 SOLE
GAP INC DEL COM 364760108 6,251 000000440228 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 69 000000006900 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 608 000000137147 SH DEFINED 01 SOLE
GEMSTAR-TV GUIDE INTL INC COM 36866W106 494 000000091818 SH DEFINED 01 SOLE
GENENTECH INC COM NEW 368710406 40 000000001200 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 9,131 000000085863 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 122,238 000004207855 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 530,691 000018268200 SH DEFINED 04 SOLE
GENERAL MLS INC COM 370334104 7,887 000000178943 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 15,557 000000291071 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 192 000000003600 SH DEFINED 06 SOLE
GENERAL MTRS CORP CL H NEW 370442832 376 000000036200 SH DEFINED 01 SOLE
GENESCO INC COM 371532102 60 000000002500 SH DEFINED 01 SOLE
GENESIS MICROCHIP INC DEL COM 37184C103 317 000000038020 SH DEFINED 01 SOLE
GENTEX CORP COM 371901109 227 000000008292 SH DEFINED 01 SOLE
GENTA INC COM NEW 37245M207 28 000000003441 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 2,571 000000073756 SH DEFINED 01 SOLE
GENZYME CORP SDCV 3.00 372917AK0 3,245 000000040000 PRN DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 2,052 000000106692 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 2,395 000000097439 SH DEFINED 01 SOLE
GETTY IMAGES INC NOTE 5.00 374276AE3 1,660 000000020000 PRN DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 42 000000001287 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GILEAD SCIENCES INC COM 375558103 207 000000006300 SH DEFINED 06 SOLE
GILLETTE CO COM 375766102 16,415 000000484657 SH DEFINED 01 SOLE
GLOBAL PMTS INC COM 37940X102 1,085 000000036500 SH DEFINED 01 SOLE
GOLDEN ST BANCORP INC COM 381197102 10,461 000000288600 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 6,474 000000094132 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 8,310 000000113300 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 3,238 000000118557 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 2,080 000000111216 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 2,515 000000050219 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 240 000000004800 SH DEFINED 06 SOLE
GRAY COMMUNICATIONS SYS INC CL B 389190208 324 000000024400 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 562 000000021229 SH DEFINED 01 SOLE
GREATER BAY BANCORP COM 391648102 1,434 000000046651 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 466 000000009500 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 358 000000007300 SH DEFINED 06 SOLE
GTECH HLDGS CORP COM 400518106 786 000000030800 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 237 000000009300 SH DEFINED 06 SOLE
GUIDANT CORP COM 401698105 4,773 000000157903 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 27 000000000900 SH DEFINED 06 SOLE
GULF WEST BKS INC COM 402582100 1,708 000000115800 SH DEFINED 01 SOLE
HCA INC COM 404119109 10,575 000000222648 SH DEFINED 01 SOLE
HNC SOFTWARE INC COM 40425P107 6,803 000000407400 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 3,174 000000199158 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 4,904 000000139323 SH DEFINED 01 SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 154 000000004400 SH DEFINED 06 SOLE
HANDLEMAN CO DEL COM 410252100 17 000000001200 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 6,573 000000128207 SH DEFINED 01 SOLE
HARMAN INTL INDS INC COM 413086109 320 000000006500 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 2,209 000000049828 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 323 000000007300 SH DEFINED 06 SOLE
HARRIS CORP DEL COM 413875105 108 000000003000 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 10 000000000500 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 6,763 000000113727 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 1,069 000000078863 SH DEFINED 01 SOLE
HEALTHSOUTH CORP COM 421924101 2,723 000000212939 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 2,057 000000102107 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 246 000000009200 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 99 000000003700 SH DEFINED 06 SOLE
HEICO CORP NEW CL A 422806208 393 000000035100 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 6,197 000000150788 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 4,521 000000110000 SH DEFINED 04 SOLE
HELIX TECHNOLOGY CORP COM 423319102 28 000000001400 SH DEFINED 01 SOLE
HENRY JACK & ASSOC INC COM 426281101 124 000000007436 SH DEFINED 01 SOLE
HERBALIFE INTL INC CL B 426908307 3,163 000000165000 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 535 000000046135 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 4,229 000000067666 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HEWLETT PACKARD CO COM 428236103 21,402 000001400685 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 328 000000016600 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 201 000000010200 SH DEFINED 06 SOLE
HILLENBRAND INDS INC COM 431573104 286 000000005100 SH DEFINED 01 SOLE
HILTON HOTELS CORP NOTE 5.00 432848AL3 3,311 000000035000 PRN DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 2,179 000000156816 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 72 000000005470 SH DEFINED 02 SOLE
HISPANIC BROADCASTING CORP CL A 43357B104 2,505 000000096000 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 37,286 000001015151 SH DEFINED 01 SOLE
HON INDS INC COM 438092108 19 000000000700 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 12,472 000000354017 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP N COM 440327104 28 000000001500 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 21 000000000900 SH DEFINED 01 SOLE
HOT TOPIC INC COM 441339108 61 000000002288 SH DEFINED 01 SOLE
HOTELS COM COM 44147T108 743 000000017600 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 12,808 000000257719 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 8,995 000000181000 SH DEFINED 04 SOLE
HOUSEHOLD INTL INC COM 441815107 159 000000003200 SH DEFINED 06 SOLE
HOUSTON EXPL CO COM 442120101 14 000000000500 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 2,097 000000065600 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 198 000000005800 SH DEFINED 06 SOLE
HUDSON UNITED BANCORP COM 444165104 8 000000000300 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 1,181 000000075619 SH DEFINED 01 SOLE
HUMAN GENOME SCIENCES INC COM 444903108 190 000000014252 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 2,032 000000104651 SH DEFINED 01 SOLE
ICN PHARMACEUTICALS INC NEW NOTE 6.50 448924AM2 2,936 000000030000 PRN DEFINED 01 SOLE
ICN PHARMACEUTICALS INC NEW COM 448924100 191 000000007900 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 954 000000056270 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 347 000000009815 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 49 000000001400 SH DEFINED 06 SOLE
IGEN INC COM 449536101 171 000000005458 SH DEFINED 01 SOLE
IHOP CORP COM 449623107 14 000000000500 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 3,501 000000195086 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 56 000000002600 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 183 000000008400 SH DEFINED 06 SOLE
ITT INDS INC IND COM 450911102 2,746 000000038896 SH DEFINED 01 SOLE
IDACORP INC COM 451107106 69 000000002500 SH DEFINED 01 SOLE
IDEX CORP COM 45167R104 87 000000002600 SH DEFINED 01 SOLE
IDEXX LABS INC COM 45168D104 126 000000004900 SH DEFINED 01 SOLE
IDENTIX INC COM 451906101 50 000000006986 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 8,904 000000130377 SH DEFINED 01 SOLE
IMCLONE SYS INC COM 45245W109 4 000000000502 SH DEFINED 01 SOLE
IMAGISTICS INTERNATIONAL INC COM 45247T104 85 000000004000 SH DEFINED 01 SOLE
IMMUNEX CORP NEW COM 452528102 17,394 000000778642 SH DEFINED 01 SOLE
INCO LTD COM 453258402 1,865 000000082415 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 316 000000011000 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INDYMAC BANCORP INC COM 456607100 1,537 000000067800 SH DEFINED 01 SOLE
INFOCUS CORP COM 45665B106 62 000000005300 SH DEFINED 01 SOLE
INGRAM MICRO INC CL A 457153104 26 000000001900 SH DEFINED 01 SOLE
INSTINET GROUP INC COM 457750107 495 000000076000 SH DEFINED 01 SOLE
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 71 000000003280 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 424 000000021020 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 75 000000004167 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 52,436 000002870069 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 1,905 000000100000 SH DEFINED 02 SOLE
INTERMUNE INC COM 45884X103 167 000000007919 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 52,431 000000728216 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 106 000000001461 SH DEFINED 02 SOLE
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,295 000000039876 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 4,293 000000075721 SH DEFINED 01 SOLE
INTERNATIONAL MULTIFOODS COR COM 460043102 15 000000000600 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 10,148 000000232863 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP NOTE 4.25 460254AE5 2,493 000000030000 PRN DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 1,040 000000035700 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 14 000000000500 SH DEFINED 06 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 11,722 000000484000 SH DEFINED 01 SOLE
INTERNET ARCHITECTURE HOLDR DEPOSTRY R 46060A107 384 000000015000 SH DEFINED 01 SOLE
INTERNET SEC SYS INC COM 46060X107 756 000000057632 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 1,635 000000076519 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 102 000000004800 SH DEFINED 06 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 4,136 000000167080 SH DEFINED 01 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 216 000000007500 SH DEFINED 06 SOLE
INTROGEN THERAPEUTICS INC COM 46119F107 1,951 000000940581 SH DEFINED 02 SOLE
INTUIT COM 461202103 4,804 000000096627 SH DEFINED 01 SOLE
INTUIT COM 461202103 238 000000004800 SH DEFINED 06 SOLE
INVACARE CORP COM 461203101 33 000000000900 SH DEFINED 01 SOLE
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,229 000000037600 SH DEFINED 01 SOLE
INVITROGEN CORP NOTE 5.50 46185RAB6 1,745 000000020000 PRN DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 1,129 000000035293 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 102 000000003200 SH DEFINED 06 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 675 000000020148 SH DEFINED 01 SOLE
ISIS PHARMACEUTICALS INC COM 464330109 64 000000006800 SH DEFINED 01 SOLE
ITRON INC COM 465741106 10 000000000400 SH DEFINED 01 SOLE
I2 TECHNOLOGIES INC COM 465754109 4 000000003177 SH DEFINED 01 SOLE
IVAX CORP NOTE 5.50 465823AD4 2,441 000000030000 PRN DEFINED 01 SOLE
IVEX PACKAGING CORP DEL COM 465855104 3,870 000000170000 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 1,646 000000616753 SH DEFINED 01 SOLE
JP REALTY INC COM 46624A106 7,995 000000300000 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 29,080 000000857333 SH DEFINED 01 SOLE
J P MORGAN CHASE & CO COM 46625H100 165,600 000005000000 SH DEFINED 02 SOLE
JABIL CIRCUIT INC COM 466313103 1,830 000000086706 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 238 000000011300 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0JACK IN THE BOX INC COM 466367109 57 000000001800 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 219 000000006300 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 2,987 000000063573 SH DEFINED 01 SOLE
JEFFERSON SMURFIT GROUP PLC SPONSORED 47508W107 1,792 000000056900 SH DEFINED 01 SOLE
JO-ANN STORES INC CL B NON V 47758P208 2,502 000000117500 SH DEFINED 01 SOLE
JOHN NUVEEN CO CL A 478035108 20 000000000800 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 66,892 000001279999 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 229 000000004400 SH DEFINED 06 SOLE
JOHNSON CTLS INC COM 478366107 4,953 000000060700 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 2,655 000000070805 SH DEFINED 01 SOLE
JOURNAL REGISTER CO COM 481138105 18 000000000900 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 8 000000001470 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 3,645 000000082862 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 290 000000006600 SH DEFINED 06 SOLE
K V PHARMACEUTICAL CO CL B CONV 482740107 1,204 000000045900 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL A 482740206 132 000000004900 SH DEFINED 01 SOLE
KANSAS CITY SOUTHERN COM NEW 485170302 13 000000000800 SH DEFINED 01 SOLE
KAYDON CORP COM 486587108 21 000000000900 SH DEFINED 01 SOLE
KB HOME COM 48666K109 2,108 000000040932 SH DEFINED 01 SOLE
KEANE INC COM 486665102 26 000000002100 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 6,567 000000183152 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 84 000000002600 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 119 000000006700 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 65 000000001800 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 3,820 000000071344 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 5,229 000000191575 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 150 000000005500 SH DEFINED 06 SOLE
KEYSPAN CORP COM 49337W100 2,592 000000068868 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 13,671 000000220510 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 80 000000001300 SH DEFINED 06 SOLE
KINDER MORGAN INC KANS COM 49455P101 1,965 000000051704 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC DBCV 2.75 495582AG3 2,583 000000030000 PRN DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 2,593 000000116544 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 2,426 000000038545 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 11,537 000000164635 SH DEFINED 01 SOLE
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 198 000000007200 SH DEFINED 01 SOLE
KOPIN CORP COM 500600101 66 000000010000 SH DEFINED 01 SOLE
KRAFT FOODS INC CL A 50075N104 16,912 000000413000 SH DEFINED 04 SOLE
KRAFT FOODS INC CL A 50075N104 192 000000004700 SH DEFINED 06 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 865 000000026900 SH DEFINED 01 SOLE
KROGER CO COM 501044101 8,182 000000411194 SH DEFINED 01 SOLE
KULICKE & SOFFA INDS INC COM 501242101 101 000000008225 SH DEFINED 01 SOLE
KYOCERA CORP ADR 501556203 29 000000000400 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 1,435 000000164067 SH DEFINED 01 SOLE
LTX CORP COM 502392103 86 000000006090 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,089 000000038700 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,506 000000033000 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 567 000000024800 SH DEFINED 01 SOLE
LAFARGE NORTH AMERICA INC COM 505862102 362 000000010300 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 709 000000039462 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP NOTE 4.75 518415AC8 2,118 000000025000 PRN DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 70 000000002000 SH DEFINED 01 SOLE
LEAP WIRELESS INTL INC COM 521863100 11 000000011055 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 740 000000016000 SH DEFINED 01 SOLE
LEAR CORP COM 521865105 333 000000007200 SH DEFINED 06 SOLE
LEGATO SYS INC COM 524651106 65 000000018072 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 2,023 000000086471 SH DEFINED 01 SOLE
LEGG MASON INC COM 524901105 666 000000013500 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 9,146 000000146294 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 5,314 000000085000 SH DEFINED 04 SOLE
LENNAR CORP COM 526057104 410 000000006700 SH DEFINED 01 SOLE
LENNAR CORP COM 526057104 220 000000003600 SH DEFINED 06 SOLE
LEXMARK INTL NEW CL A 529771107 5,234 000000096220 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP DEB 3.25 530715AR2 51,975 000000550000 PRN DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 5,863 000000586300 SH DEFINED 01 SOLE
LIBERTY PPTY TR SH BEN INT 531172104 7 000000000200 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 225 000000006220 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 19 000000000350 SH SOLE SOLE
LILLY ELI & CO COM 532457108 29,186 000000517491 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 5,093 000000239108 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 296 000000013900 SH DEFINED 06 SOLE
LINCOLN NATL CORP IND COM 534187109 3,647 000000086848 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 4,815 000000153213 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 198 000000006300 SH DEFINED 06 SOLE
LINENS N THINGS INC COM 535679104 62 000000001900 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 1,607 000000050538 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 82 000000002600 SH DEFINED 06 SOLE
LOCKHEED MARTIN CORP COM 539830109 13,256 000000190748 SH DEFINED 01 SOLE
LOEWS CORP NOTE 3.12 540424AL2 26,400 000000300000 PRN DEFINED 01 SOLE
LOEWS CORP COM 540424108 5,856 000000110513 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 169 000000003200 SH DEFINED 06 SOLE
LONE STAR STEAKHOUSE SALOON COM 542307103 165 000000007000 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 468 000000044265 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 14,983 000000330036 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 231 000000005100 SH DEFINED 06 SOLE
LUBRIZOL CORP COM 549271104 274 000000008200 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 2,448 000001475195 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 542 000000035900 SH DEFINED 01 SOLE
M & T BK CORP COM 55261F104 154 000000001800 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 3,533 000000062513 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 3,109 000000055000 SH DEFINED 04 SOLE
MBNA CORP COM 55262L100 12,440 000000376193 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MGIC INVT CORP WIS COM 552848103 4,463 000000065832 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 298 000000004400 SH DEFINED 06 SOLE
MGM MIRAGE COM 552953101 1,056 000000031300 SH DEFINED 01 SOLE
MGM MIRAGE COM 552953101 273 000000008100 SH DEFINED 06 SOLE
MKS INSTRUMENT INC COM 55306N104 64 000000003200 SH DEFINED 01 SOLE
MACERICH CO COM 554382101 9 000000000300 SH DEFINED 01 SOLE
MACK CALI RLTY CORP COM 554489104 10 000000000300 SH DEFINED 01 SOLE
MACROVISION CORP COM 555904101 13 000000001000 SH DEFINED 01 SOLE
MACROMEDIA INC COM 556100105 622 000000070226 SH DEFINED 01 SOLE
MAGNA INTL INC CL A 559222401 137 000000002000 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP COM 562567107 1,758 000000063800 SH DEFINED 01 SOLE
MANITOWOC INC COM 563571108 28 000000000800 SH DEFINED 01 SOLE
MANOR CARE INC NEW COM 564055101 1,149 000000049963 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 66 000000001800 SH DEFINED 01 SOLE
MANULIFE FINL CORP COM 56501R106 8 000000000300 SH DEFINED 01 SOLE
MANUGISTICS GROUP INC COM 565011103 78 000000012900 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 4,932 000000181883 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 317 000000011700 SH DEFINED 06 SOLE
MARSH & MCLENNAN COS INC COM 571748102 12,005 000000124281 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 2,913 000000094211 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 123 000000004000 SH DEFINED 06 SOLE
MARRIOTT INTL INC NEW CL A 571903202 4,036 000000106078 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 109 000000002800 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 6,077 000000224196 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 54,220 000002000000 SH DEFINED 04 SOLE
MATTEL INC COM 577081102 3,892 000000184632 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 6,772 000000176696 SH DEFINED 01 SOLE
MAXTOR CORP COM NEW 577729205 51 000000011500 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 4,871 000000147947 SH DEFINED 01 SOLE
MAXIMUS INC COM 577933104 174 000000005500 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,497 000000035117 SH DEFINED 01 SOLE
MCAFEE COM CORP CL A 579062100 195 000000013345 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 108 000000004200 SH DEFINED 01 SOLE
MCDATA CORP CL B 580031102 9,167 000001030000 SH DEFINED 01 SOLE
MCDATA CORP CL A 580031201 68 000000007800 SH DEFINED 01 SOLE
MCDERMOTT INTL INC COM 580037109 264 000000032671 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 15,520 000000545536 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 68 000000002430 SH DEFINED 02 SOLE
MCGRAW HILL COS INC COM 580645109 6,238 000000104505 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 5,067 000000154968 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 274 000000008400 SH DEFINED 06 SOLE
MEADWESTVACO CORP COM 583334107 2,838 000000084580 SH DEFINED 01 SOLE
MEDAREX INC NOTE 4.50 583916AA9 1,440 000000020000 PRN DEFINED 01 SOLE
MEDAREX INC COM 583916101 179 000000024245 SH DEFINED 01 SOLE
MEDIA GEN INC CL A 584404107 60 000000001000 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 295 000000006900 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MEDIMMUNE INC COM 584699102 2,897 000000109741 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 23,113 000000539402 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 7,409 000000235749 SH DEFINED 01 SOLE
MENS WEARHOUSE INC COM 587118100 147 000000005800 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 193 000000013578 SH DEFINED 01 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 201 000000004900 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 52,699 000001040665 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 288 000000005700 SH DEFINED 06 SOLE
MERCURY COMPUTER SYS COM 589378108 264 000000012792 SH DEFINED 01 SOLE
MERCURY GENL CORP NEW COM 589400100 48 000000001000 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP NOTE 4.75 589405AB5 1,600 000000020000 PRN DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 1,144 000000049854 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 22 000000001000 SH DEFINED 06 SOLE
MEREDITH CORP COM 589433101 804 000000020983 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC NOTE 590188A65 41,650 000085000000 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 22 000000000560 SH SOLE SOLE
MERRILL LYNCH & CO INC COM 590188108 16,467 000000406599 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 10,899 000000378451 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 293 000000010200 SH DEFINED 06 SOLE
METRIS COS INC COM 591598107 8 000000001000 SH DEFINED 01 SOLE
METRO GOLDWYN MAYER INC COM 591610100 15 000000001300 SH DEFINED 01 SOLE
METRO ONE TELECOMMUNICATIONS COM 59163F105 453 000000032475 SH DEFINED 01 SOLE
METROMEDIA INTL GROUP INC COM 591695101 1 000000021000 SH DEFINED 01 SOLE
MICHAELS STORES INC COM 594087108 78 000000002000 SH DEFINED 01 SOLE
MICREL INC COM 594793101 609 000000042369 SH DEFINED 01 SOLE
MICRO GENERAL CORP COM NEW 594838302 45 000000002700 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 126,118 000002305640 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 125 000000002265 SH DEFINED 02 SOLE
MICROSOFT CORP COM 594918104 103 000000001900 SH DEFINED 06 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 91 000000003329 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 205 000000007500 SH DEFINED 06 SOLE
MICROMUSE INC COM 595094103 94 000000020412 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 5,210 000000257682 SH DEFINED 01 SOLE
MID ATLANTIC MED SVCS INC COM 59523C107 18 000000000600 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 256 000000021082 SH DEFINED 01 SOLE
MILLENNIUM CHEMICALS INC COM 599903101 106 000000007600 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 269 000000013300 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 1,175 000000036754 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL A 604567107 339 000000055000 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL B 604567206 3,297 000000592084 SH DEFINED 01 SOLE
MIRANT CORP COM 604675108 1,241 000000170134 SH DEFINED 01 SOLE
MIRANT CORP COM 604675108 118 000000016300 SH DEFINED 06 SOLE
MISSISSIPPI VY BANCSHARES IN COM 605720101 3,321 000000064200 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 682 000000011100 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 221 000000003600 SH DEFINED 06 SOLE
MOLEX INC COM 608554101 2,767 000000082548 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MOLEX INC CL A 608554200 15,900 000000579687 SH DEFINED 01 SOLE
MONACO COACH CORP COM 60886R103 23 000000001100 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 1,262 000000070900 SH DEFINED 01 SOLE
MONY GROUP INC COM 615337102 13 000000000400 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 3,303 000000066402 SH DEFINED 01 SOLE
MOORE LTD COM 615785102 48 000000004200 SH DEFINED 01 SOLE
MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 20,145 000000467625 SH DEFINED 01 SOLE
MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 20,247 000000470000 SH DEFINED 04 SOLE
MOTOROLA INC COM 620076109 14,021 000000961037 SH DEFINED 01 SOLE
MUELLER INDS INC COM 624756102 9 000000000300 SH DEFINED 01 SOLE
MURPHY OIL CORP COM 626717102 495 000000006000 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 454 000000014500 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 470 000000015000 SH DEFINED 06 SOLE
MYRIAD GENETICS INC COM 62855J104 18 000000000900 SH DEFINED 01 SOLE
NCO GROUP INC NOTE 4.75 628858AB8 4,637 000000050000 PRN DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 1,452 000000041978 SH DEFINED 01 SOLE
NDS GROUP PLC SPONSORED 628891103 9 000000000785 SH DEFINED 01 SOLE
NPS PHARMACEUTICALS INC COM 62936P103 93 000000006100 SH DEFINED 01 SOLE
NVR INC COM 62944T105 355 000000001100 SH DEFINED 01 SOLE
NABORS INDS INC COM 629568106 473 000000013427 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 2 000000000100 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 8,568 000000257707 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 492 000000014800 SH DEFINED 06 SOLE
NATIONAL COMMERCE FINL CORP COM 63545P104 34 000000001300 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 1,800 000000080000 SH DEFINED 04 SOLE
NATIONAL-OILWELL INC COM 637071101 383 000000018200 SH DEFINED 01 SOLE
NATIONAL PROCESSING INC COM 637229105 10 000000000400 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 2,212 000000075851 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 26 000000000900 SH DEFINED 06 SOLE
NATIONWIDE FINL SVCS INC CL A 638612101 485 000000012300 SH DEFINED 01 SOLE
NAUTILUS GROUP INC COM 63910B102 771 000000025200 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 1,264 000000039503 SH DEFINED 01 SOLE
NDCHEALTH CORP COM 639480102 351 000000012600 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL A 640204202 149 000000004300 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL B 640204301 1,078 000000033400 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 61 000000003200 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 1,787 000000143651 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 146 000000011800 SH DEFINED 06 SOLE
NEUBERGER BERMAN INC COM 641234109 369 000000010100 SH DEFINED 01 SOLE
NEUROCRINE BIOSCIENCES INC COM 64125C109 63 000000002200 SH DEFINED 01 SOLE
NEW CENTURY FINANCIAL CORP COM 64352D101 594 000000017000 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 484 000000017887 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 3,303 000000064136 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 5,061 000000144366 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 576 000000015500 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 4,428 000000168176 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NEWS CORP LTD ADR NEW 652487703 2,951 000000128700 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,811 000000564449 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 44 000000013800 SH DEFINED 06 SOLE
NICOR INC COM 654086107 953 000000020838 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 7,157 000000133406 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 295 000000005403 SH DEFINED 02 SOLE
99 CENTS ONLY STORES COM 65440K106 76 000000003000 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 2,707 000000124017 SH DEFINED 01 SOLE
NOBLE ENERGY INC COM 655044105 443 000000012300 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 1,802 000000079559 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 3,839 000000164235 SH DEFINED 01 SOLE
NORTEK INC COM 656559101 1,127 000000025000 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP NEW COM 656568102 2,354 000001623955 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 23 000000000600 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 6,086 000000138144 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 6,428 000000051429 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP CL A 667280101 209 000000017348 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 494 000000154177 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 4,091 000000120332 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 204 000000006000 SH DEFINED 06 SOLE
NSTAR COM 67019E107 8 000000000200 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 4,216 000000064836 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 227 000000003500 SH DEFINED 06 SOLE
NUMERICAL TECHNOLOGIES INC COM 67053T101 36 000000009048 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 2,863 000000166680 SH DEFINED 01 SOLE
OGE ENERGY CORP COM 670837103 11 000000000500 SH DEFINED 01 SOLE
OM GROUP INC COM 670872100 24 000000000400 SH DEFINED 01 SOLE
OSI PHARMACEUTICALS INC COM 671040103 298 000000012415 SH DEFINED 01 SOLE
OAK TECHNOLOGY INC COM 671802106 7 000000001736 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 6,993 000000233182 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 503 000000016800 SH DEFINED 06 SOLE
OFFICE DEPOT INC COM 676220106 3,853 000000229398 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 339 000000020200 SH DEFINED 06 SOLE
OLD REP INTL CORP COM 680223104 311 000000009900 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 352 000000011200 SH DEFINED 06 SOLE
OMNICARE INC COM 681904108 254 000000009700 SH DEFINED 01 SOLE
OMNICOM GROUP INC NOTE 681919AK2 80,643 000085000000 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 3,754 000000081974 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 10 000000000500 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 22,153 000002339355 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 216 000000007842 SH DEFINED 01 SOLE
ORTHODONTIC CTRS AMER INC COM 68750P103 20 000000000900 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 712 000000020300 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 68 000000005000 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 3,005 000000064700 SH DEFINED 01 SOLE
OXFORD HEALTH PLANS INC COM 691471106 529 000000011400 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PG&E CORP COM 69331C108 2,948 000000164803 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 94 000000005300 SH DEFINED 06 SOLE
P F CHANGS CHINA BISTRO INC COM 69333Y108 210 000000006705 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 810 000000087424 SH DEFINED 01 SOLE
PMI GROUP INC WHEN ISSUE 69344M101 1,749 000000045800 SH DEFINED 01 SOLE
PMI GROUP INC WHEN ISSUE 69344M101 244 000000006400 SH DEFINED 06 SOLE
PNC FINL SVCS GROUP INC COM 693475105 8,846 000000169206 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 83 000000001600 SH DEFINED 06 SOLE
PPG INDS INC COM 693506107 4,990 000000080630 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 2,109 000000063772 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 390 000000011800 SH DEFINED 06 SOLE
PACCAR INC COM 693718108 2,276 000000051282 SH DEFINED 01 SOLE
PACIFIC SUNWEAR CALIF INC COM 694873100 66 000000003000 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 65 000000002400 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 1,652 000000069427 SH DEFINED 01 SOLE
PALL CORP COM 696429307 1,258 000000060654 SH DEFINED 01 SOLE
PALM INC COM 696642107 431 000000245159 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 402 000000017812 SH DEFINED 01 SOLE
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 10 000000000300 SH DEFINED 01 SOLE
PANERA BREAD CO CL A 69840W108 58 000000001700 SH DEFINED 01 SOLE
PAPA JOHNS INTL INC COM 698813102 400 000000012000 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 378 000000110454 SH DEFINED 01 SOLE
PARK PL ENTMT CORP COM 700690100 173 000000016900 SH DEFINED 01 SOLE
PARK PL ENTMT CORP COM 700690100 60 000000005948 SH DEFINED 02 SOLE
PARKER HANNIFIN CORP COM 701094104 2,380 000000049815 SH DEFINED 01 SOLE
PATTERSON DENTAL CO COM 703412106 163 000000003256 SH DEFINED 01 SOLE
PATTERSON UTI ENERGY INC COM 703481101 107 000000003800 SH DEFINED 01 SOLE
PAXAR CORP COM 704227107 21 000000001300 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 5,154 000000164744 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 242 000000004200 SH DEFINED 01 SOLE
PAYPAL INC COM 704508100 64 000000003200 SH DEFINED 01 SOLE
PEABODY ENERGY CORP COM 704549104 59 000000002100 SH DEFINED 01 SOLE
PEDIATRIX MED GROUP COM 705324101 542 000000021700 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP CL A 707389102 9 000000000600 SH DEFINED 01 SOLE
PENN VA CORP COM 707882106 19 000000000500 SH DEFINED 01 SOLE
PENNEY J C INC NOTE 5.00 708160BV7 1,992 000000020000 PRN DEFINED 01 SOLE
PENNEY J C INC COM 708160106 2,550 000000115834 SH DEFINED 01 SOLE
PENNZOIL-QUAKER STATE COMPAN COM 709323109 16,470 000000765000 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 33 000000000700 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 245 000000005100 SH DEFINED 06 SOLE
PEOPLES ENERGY CORP COM 711030106 546 000000014997 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 2,056 000000138174 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 4,881 000000158498 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 95 000000003100 SH DEFINED 06 SOLE
PEPSICO INC COM 713448108 36,134 000000749672 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 102 000000002105 SH DEFINED 02 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PEREGRINE SYSTEMS INC COM 71366Q101 3 000000011305 SH DEFINED 01 SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 237 000000007018 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 587 000000053207 SH DEFINED 01 SOLE
PETCO ANIMAL SUPPLIES COM NEW 716016209 49 000000002000 SH DEFINED 01 SOLE
PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V101 3,899 000000224100 SH DEFINED 01 SOLE
PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V408 47 000000002500 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 92,560 000002644581 SH DEFINED 01 SOLE
PHARMACIA CORP COM 71713U102 22,809 000000609073 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 1,917 000000046545 SH DEFINED 01 SOLE
PHILADELPHIA SUBN CORP COM PAR $0 718009608 64 000000003200 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 262 000000006000 SH SOLE SOLE
PHILIP MORRIS COS INC COM 718154107 41,596 000000952301 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 88,157 000002018253 SH DEFINED 04 SOLE
PHILLIPS PETE CO COM 718507106 10,700 000000181726 SH DEFINED 01 SOLE
PHILLIPS VAN HEUSEN CORP COM 718592108 17 000000001100 SH DEFINED 01 SOLE
PHOENIX COS INC NEW COM 71902E109 1,275 000000069500 SH DEFINED 01 SOLE
PHOTON DYNAMICS INC COM 719364101 51 000000001700 SH DEFINED 01 SOLE
PHOTRONICS INC COM 719405102 680 000000035916 SH DEFINED 01 SOLE
PIEDMONT NAT GAS INC COM 720186105 33 000000000900 SH DEFINED 01 SOLE
PIER 1 IMPORTS INC COM 720279108 195 000000009300 SH DEFINED 06 SOLE
PILGRIMS PRIDE CORP CL B 721467108 133 000000009500 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 2,231 000000056492 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 4,044 000000101827 SH DEFINED 01 SOLE
PITTSTON CO COM BRINKS 725701106 57 000000002400 SH DEFINED 01 SOLE
PITTSTON CO COM BRINKS 725701106 187 000000007800 SH DEFINED 06 SOLE
PLACER DOME INC COM 725906101 1,921 000000171416 SH DEFINED 01 SOLE
PLEXUS CORP COM 729132100 295 000000016349 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 2,408 000000078469 SH DEFINED 01 SOLE
POGO PRODUCING CO NOTE 5.50 730448AE7 3,015 000000030000 PRN DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 97 000000003000 SH DEFINED 01 SOLE
POLARIS INDS INC COM 731068102 97 000000001500 SH DEFINED 01 SOLE
POLO RALPH LAUREN CORP CL A 731572103 443 000000019800 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 184 000000015400 SH DEFINED 01 SOLE
POPE & TALBOT INC COM 732827100 16 000000000900 SH DEFINED 01 SOLE
POST PPTYS INC COM 737464107 9 000000000300 SH DEFINED 01 SOLE
POTASH CORP SASK INC COM 73755L107 120 000000001800 SH DEFINED 01 SOLE
POTOMAC ELEC PWR CO COM 737679100 75 000000003500 SH DEFINED 01 SOLE
POWER INTEGRATIONS INC COM 739276103 467 000000026132 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 229 000000036863 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 4,036 000000070846 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 136 000000002400 SH DEFINED 06 SOLE
PRECISION CASTPARTS CORP COM 740189105 620 000000018800 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 1,882 000000057254 SH DEFINED 01 SOLE
PRIDE INTL INC DEL COM 74153Q102 580 000000037100 SH DEFINED 01 SOLE
PRIDE INTL INC SDCV 741932AB3 2,337 000005000000 SH DEFINED 01 SOLE
PRIORITY HEALTHCARE CORP CL B 74264T102 317 000000013530 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PROCTER & GAMBLE CO COM 742718109 83 000000000940 SH SOLE SOLE
PROCTER & GAMBLE CO COM 742718109 49,777 000000557420 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 67 000000000752 SH DEFINED 02 SOLE
PROCTER & GAMBLE CO COM 742718109 428 000000004800 SH DEFINED 06 SOLE
PROGRESS ENERGY INC COM 743263105 4,870 000000093644 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 181,940 000003499200 SH DEFINED 02 SOLE
PROGRESS ENERGY INC COM 743263105 244 000000004700 SH DEFINED 06 SOLE
PROGRESSIVE CORP OHIO COM 743315103 5,894 000000101892 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 399 000000006900 SH DEFINED 06 SOLE
PROQUEST COMPANY COM 74346P102 28 000000000800 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 72 000000006674 SH DEFINED 01 SOLE
PROVIDENT FINL GROUP INC COM 743866105 5 000000000200 SH DEFINED 01 SOLE
PROVINCE HEALTHCARE CO COM 743977100 266 000000011916 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP NOTE 3.25 74406AAA0 2,066 000000030000 PRN DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 2,169 000000368936 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,272 000000098680 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 142 000000003300 SH DEFINED 06 SOLE
PUBLIC STORAGE INC COM 74460D109 378 000000010200 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 1,480 000000025753 SH DEFINED 01 SOLE
PURE RES INC COM 74622E102 8 000000000400 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 1,584 000000041581 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 9,343 000000339875 SH DEFINED 01 SOLE
QUANTA SVCS INC NOTE 4.00 74762EAA0 1,931 000000030000 PRN DEFINED 01 SOLE
QUESTAR CORP COM 748356102 12 000000000500 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 177 000000007200 SH DEFINED 06 SOLE
QUIKSILVER INC COM 74838C106 69 000000002800 SH DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 776 000000062149 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 2,504 000000894400 SH DEFINED 01 SOLE
R G S ENERGY GROUP INC COM 74956K104 16,401 000000418400 SH DEFINED 01 SOLE
RLI CORP COM 749607107 20 000000000400 SH DEFINED 01 SOLE
RPM INC OHIO COM 749685103 47 000000003088 SH DEFINED 01 SOLE
RSA SEC INC COM 749719100 7 000000001582 SH DEFINED 01 SOLE
RF MICRODEVICES INC NOTE 3.75 749941AB6 2,347 000000030000 PRN DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 1,202 000000157835 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 1,631 000000033400 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 151 000000003100 SH DEFINED 06 SOLE
RADIO ONE INC CL A 75040P108 10,345 000000695700 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 2,235 000000074384 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 204 000000006800 SH DEFINED 06 SOLE
RATIONAL SOFTWARE CORP COM NEW 75409P202 780 000000095054 SH DEFINED 01 SOLE
RAYMOND JAMES FINANCIAL INC COM 754730109 19 000000000700 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 167 000000003400 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 7,475 000000183439 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC CL A NON V 755267101 198 000000010600 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC CL B 755267200 533 000000023200 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CORP CL B 75621K304 5 000000000200 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0REEBOK INTL LTD COM 758110100 1,427 000000048380 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 232 000000007831 SH DEFINED 02 SOLE
REGENERON PHARMACEUTICALS NOTE 5.50 75886FAB3 2,370 000000030000 PRN DEFINED 01 SOLE
REGENERON PHARMACEUTICALS COM 75886F107 96 000000006646 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 3,450 000000098177 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 46,600 000000400000 SH DEFINED 01 SOLE
REHABCARE GROUP INC COM 759148109 24 000000001000 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952J108 2,170 000000128461 SH DEFINED 01 SOLE
RENAISSANCE LEARNING INC COM 75968L105 18 000000000900 SH DEFINED 01 SOLE
RENAL CARE GROUP INC COM 759930100 404 000000013000 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 1,838 000000031700 SH DEFINED 01 SOLE
REPUBLIC SVCS INC COM 760759100 154 000000008100 SH DEFINED 01 SOLE
RESEARCH IN MOTION LTD COM 760975102 11 000000001000 SH DEFINED 01 SOLE
RESMED INC COM 761152107 44 000000001500 SH DEFINED 01 SOLE
RESPIRONICS INC COM 761230101 57 000000001700 SH DEFINED 01 SOLE
RETEK INC COM 76128Q109 131 000000005400 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 150 000000005400 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 1,150 000000021400 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 1,823 000000078255 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 1,567 000000078465 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 2,121 000000077371 SH DEFINED 01 SOLE
ROGERS COMMUNICATIONS INC CL B 775109200 91 000000010000 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 4,502 000000111198 SH DEFINED 01 SOLE
ROPER INDS INC NEW COM 776696106 3 000000000100 SH DEFINED 01 SOLE
ROSLYN BANCORP INC COM 778162107 10 000000000500 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 799 000000019623 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 326 000000008000 SH DEFINED 06 SOLE
ROUSE CO COM 779273101 138 000000004200 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 1,279 000000059636 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 49,892 000000902704 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 464 000000008400 SH DEFINED 06 SOLE
RUBY TUESDAY INC COM 781182100 42 000000002200 SH DEFINED 01 SOLE
RUDOLPH TECHNOLOGIES INC COM 781270103 67 000000002700 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 1,186 000000043805 SH DEFINED 01 SOLE
RYLAND GROUP INC COM 783764103 2,049 000000041200 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 47,711 000001564325 SH DEFINED 01 SOLE
SEI INVESTMENTS CO COM 784117103 1,068 000000037915 SH DEFINED 01 SOLE
SLM CORP COM 78442P106 6,419 000000066252 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 9 000000000100 SH DEFINED 01 SOLE
SPX CORP COM 784635104 164 000000001400 SH DEFINED 01 SOLE
SPX CORP COM 784635104 223 000000001900 SH DEFINED 06 SOLE
SABRE HLDGS CORP CL A 785905100 3,335 000000093158 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 107 000000003000 SH DEFINED 06 SOLE
SAFECO CORP COM 786429100 1,729 000000055990 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 6,755 000000231432 SH DEFINED 01 SOLE
ST JOE CO COM 790148100 39 000000001300 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ST JUDE MED INC COM 790849103 3,160 000000042790 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 243 000000003300 SH DEFINED 06 SOLE
ST PAUL COS INC COM 792860108 4,263 000000109553 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 3,191 000000082000 SH DEFINED 04 SOLE
SAKS INC COM 79377W108 75 000000005900 SH DEFINED 01 SOLE
SANCHEZ COMPUTER ASSOCS INC COM 799702105 694 000000155700 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 73 000000005900 SH DEFINED 01 SOLE
SANMINA SCI CORP NOTE 4.25 800907AB3 1,770 000000020000 PRN DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 1,501 000000238024 SH DEFINED 01 SOLE
SAP AKTIENGESELLSCHAFT SPONSORED 803054204 206 000000008500 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 6,875 000000333102 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 214 000000010400 SH DEFINED 06 SOLE
SAVIA S A DE C V SPON ADR R 805175106 2,182 000000737444 SH DEFINED 04 SOLE
SCANA CORP NEW COM 80589M102 206 000000006700 SH DEFINED 06 SOLE
SCHEIN HENRY INC COM 806407102 17 000000000400 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 262 000000005900 SH DEFINED 06 SOLE
SCHERING PLOUGH CORP COM 806605101 15,483 000000629399 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 11,399 000000245140 SH DEFINED 01 SOLE
SCHOLASTIC CORP COM 807066105 149 000000003943 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 6,531 000000583159 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 1,205 000000073274 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 220 000000013400 SH DEFINED 06 SOLE
SCIOS INC COM 808905103 61 000000002000 SH DEFINED 01 SOLE
SCOTTS CO CL A 810186106 18 000000000400 SH DEFINED 01 SOLE
SEACHANGE INTL INC COM 811699107 33 000000003800 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 2,066 000000051321 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 124 000000003100 SH DEFINED 06 SOLE
SEALED AIR CORP NEW PFD CV A $ 81211K209 22,287 000000005456 PRN DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 7,468 000000137545 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 662 000000012200 SH DEFINED 06 SOLE
SECTOR SPDR TR SBI INT-EN 81369Y506 32,750 000001250000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-FI 81369Y605 87,990 000003500000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-TE 81369Y803 3,955 000000250000 SH DEFINED 01 SOLE
SEMTECH CORP COM 816850101 234 000000008800 SH DEFINED 01 SOLE
SEMTECH CORP COM 816850101 90 000000003400 SH DEFINED 06 SOLE
SEMPRA ENERGY COM 816851109 1,931 000000087300 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 117 000000005300 SH DEFINED 06 SOLE
SEPRACOR INC COM 817315104 12 000000001269 SH DEFINED 01 SOLE
SERONO S A SPONSORED 81752M101 9 000000000600 SH DEFINED 01 SOLE
SHAW GROUP INC NOTE 820280AC9 20,793 000036400000 SH DEFINED 01 SOLE
SHELL TRANS & TRADING PLC ADR NY SHS 822703609 189 000000004200 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 2,136 000000071384 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 155 000000005200 SH DEFINED 06 SOLE
SHURGARD STORAGE CTRS INC COM 82567D104 10 000000000300 SH DEFINED 01 SOLE
SICOR INC COM 825846108 44 000000002400 SH DEFINED 01 SOLE
SICOR INC COM 825846108 137 000000007400 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SIEBEL SYS INC COM 826170102 3,066 000000215664 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 1,629 000000032483 SH DEFINED 01 SOLE
SILICON STORAGE TECHNOLOGY I COM 827057100 59 000000007600 SH DEFINED 01 SOLE
SILICON VY BANCSHARES COM 827064106 1,428 000000054184 SH DEFINED 01 SOLE
SILVERSTREAM SOFTWARE INC COM 827907106 3,517 000000393500 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 2,898 000000078689 SH DEFINED 01 SOLE
SIMPLEX SOLUTIONS INC COM 828854109 728 000000052500 SH DEFINED 01 SOLE
SIRIUS SATELLITE RADIO INC COM 82966U103 16 000000004302 SH DEFINED 01 SOLE
SIX FLAGS INC COM 83001P109 251 000000017400 SH DEFINED 01 SOLE
SKILLSOFT CORP COM 83066P101 474 000000060500 SH DEFINED 01 SOLE
SKYWEST INC COM 830879102 96 000000004136 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 702 000000010300 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 196 000000010600 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 1,461 000000094805 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 778 000000026221 SH DEFINED 01 SOLE
SOLA INTL INC COM 834092108 14 000000001300 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 2,387 000000388172 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 11 000000000400 SH DEFINED 01 SOLE
SOURCECORP COM 836167106 10 000000000400 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 8,169 000000298153 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 3,854 000000147559 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 5,322 000000329391 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 17 000000001100 SH DEFINED 06 SOLE
SOVEREIGN BANCORP INC COM 845905108 185 000000012400 SH DEFINED 01 SOLE
SPECTRIAN CORP COM 847608106 1,249 000000120500 SH DEFINED 01 SOLE
SPINNAKER EXPL CO COM 84855W109 54 000000001500 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 4,001 000000377112 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 103 000000009800 SH DEFINED 06 SOLE
SPRINT CORP PCS COM SE 852061506 1,961 000000438862 SH DEFINED 01 SOLE
STANCORP FINL GROUP INC COM 852891100 188 000000003400 SH DEFINED 01 SOLE
STANCORP FINL GROUP INC COM 852891100 244 000000004400 SH DEFINED 06 SOLE
STANLEY WKS COM 854616109 1,717 000000041884 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 168 000000004100 SH DEFINED 06 SOLE
STAPLES INC COM 855030102 4,402 000000223499 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 311 000000015800 SH DEFINED 06 SOLE
STARBUCKS CORP COM 855244109 4,149 000000166998 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 2,795 000000084987 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 6,715 000000150241 SH DEFINED 01 SOLE
STEELCASE INC CL A 858155203 12 000000000900 SH DEFINED 01 SOLE
STERICYCLE INC COM 858912108 86 000000002455 SH DEFINED 01 SOLE
STERIS CORP COM 859152100 527 000000027600 SH DEFINED 01 SOLE
STILLWATER MNG CO COM 86074Q102 83 000000005100 SH DEFINED 01 SOLE
STILWELL FINL INC COM 860831106 1,787 000000098194 SH DEFINED 01 SOLE
STMICROELECTRONICS N V NY REGISTR 861012102 21 000000000900 SH DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 32 000000000800 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 594 000000037200 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0STORAGE TECHNOLOGY CORP COM PAR $0 862111200 161 000000010100 SH DEFINED 06 SOLE
STRYKER CORP COM 863667101 4,511 000000084319 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 7,734 000001543868 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 190 000000007200 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 1,171 000000032882 SH DEFINED 01 SOLE
SUNRISE ASSISTED LIVING INC COM 86768K106 107 000000004000 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 8,467 000000125039 SH DEFINED 01 SOLE
SUPERIOR INDS INTL INC COM 868168105 46 000000001000 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 1,490 000000060768 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 240 000000009800 SH DEFINED 06 SOLE
SWIFT ENERGY CO COM 870738101 14 000000000900 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 201 000000019100 SH DEFINED 01 SOLE
SYLVAN LEARNING SYS INC COM 871399101 381 000000019152 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 32 000000001001 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 216 000000006600 SH DEFINED 06 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 824 000000097052 SH DEFINED 01 SOLE
SYNCOR INTL CORP DEL COM 87157J106 5,358 000000170100 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 250 000000004568 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 21 000000000400 SH DEFINED 06 SOLE
SYNOVUS FINL CORP COM 87161C105 4,389 000000159490 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 7,690 000000282535 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 387 000000007900 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 2,129 000000086040 SH DEFINED 01 SOLE
TEPPCO PARTNERS L P UT LTD PAR 872384102 9 000000000300 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 4,503 000000229637 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 245 000000012500 SH DEFINED 06 SOLE
TRW INC COM 872649108 7,915 000000138916 SH DEFINED 01 SOLE
TMP WORLDWIDE INC COM 872941109 1,031 000000047962 SH DEFINED 01 SOLE
TVX GOLD INC COM NEW 87308K200 35 000000025000 SH DEFINED 01 SOLE
TXU CORP COM 873168108 6,623 000000128492 SH DEFINED 01 SOLE
TXU CORP COM 873168108 242 000000004700 SH DEFINED 06 SOLE
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED 874039100 19 000000001520 SH DEFINED 01 SOLE
TALBOTS INC COM 874161102 294 000000008400 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 15,482 000000406359 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 15 000000000400 SH DEFINED 01 SOLE
TECHNE CORP COM 878377100 528 000000018739 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 3,423 000000068500 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 746 000000039907 SH DEFINED 01 SOLE
TELEDYNE TECHNOLOGIES INC COM 879360105 33 000000001600 SH DEFINED 01 SOLE
TELEFONOS DE MEXICO S A SPON ADR O 879403780 641 000000020000 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 442 000000007300 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 1,087 000000175462 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 49 000000008000 SH DEFINED 06 SOLE
TEMPLE INLAND INC COM 879868107 1,459 000000025224 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 11,148 000000155814 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 257 000000003600 SH DEFINED 06 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TERADYNE INC COM 880770102 1,931 000000082199 SH DEFINED 01 SOLE
TETRA TECH INC NEW COM 88162G103 246 000000016800 SH DEFINED 01 SOLE
TEXAS INDS INC COM 882491103 34 000000001100 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 17,455 000000736540 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 3,616 000000077107 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 1,282 000000077742 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 458 000000024672 SH DEFINED 01 SOLE
THOR INDS INC COM 885160101 71 000000001000 SH DEFINED 01 SOLE
THREE RIVS BANCORP INC COM 88562Q107 71 000000004000 SH DEFINED 01 SOLE
3M CO COM 88579Y101 22,371 000000181879 SH DEFINED 01 SOLE
TICKETMASTER CL B 88633P203 1,935 000000103468 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 954 000000029000 SH DEFINED 01 SOLE
TIDEWATER INC COM 886423102 144 000000004400 SH DEFINED 06 SOLE
TIFFANY & CO NEW COM 886547108 2,170 000000061650 SH DEFINED 01 SOLE
TIMBERLAND CO CL A 887100105 279 000000007800 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 42 000000001900 SH DEFINED 01 SOLE
TITAN CORP COM 888266103 122 000000006700 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 586 000000020000 SH DEFINED 01 SOLE
TOO INC COM 890333107 24 000000000800 SH DEFINED 01 SOLE
TOOTSIE ROLL INDS INC COM 890516107 38 000000001000 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 2,291 000000059987 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 15 000000000400 SH DEFINED 06 SOLE
TORO CO COM 891092108 39 000000000700 SH DEFINED 01 SOLE
TORONTO DOMINION BK ONT COM NEW 891160509 9 000000000400 SH DEFINED 01 SOLE
TOTAL FINA ELF S A SPONSORED 89151E109 88 000000001100 SH DEFINED 01 SOLE
TOWER AUTOMOTIVE INC COM 891707101 48 000000003500 SH DEFINED 01 SOLE
TOTAL SYS SVCS INC COM 891906109 1,605 000000085350 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 2,031 000000116271 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 1,438 000000122300 SH DEFINED 01 SOLE
TRANSKARYOTIC THERAPIES INC COM 893735100 399 000000011090 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 483 000000011400 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 6,329 000000145509 SH DEFINED 01 SOLE
TRIGON HEALTHCARE INC COM 89618L100 20,980 000000208600 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 63 000000009900 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 512 000000024655 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 13,511 000001000113 SH DEFINED 01 SOLE
UAL CORP COM PAR $0 902549500 19 000000001700 SH DEFINED 01 SOLE
UST INC COM 902911106 2,430 000000071485 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 21,158 000000906160 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 10,040 000000430000 SH DEFINED 04 SOLE
US BANCORP DEL COM NEW 902973304 221 000000009500 SH DEFINED 06 SOLE
USA INTERACTIVE COM 902984103 2,004 000000085493 SH DEFINED 01 SOLE
UNILAB CORP NEW COM NEW 904763208 5,069 000000185100 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 15,674 000000241891 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 9,655 000000152579 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 107 000000001700 SH DEFINED 06 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0UNION PLANTERS CORP COM 908068109 3,417 000000105581 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 208 000000006450 SH DEFINED 06 SOLE
UNIONBANCAL CORP COM 908906100 2,319 000000049500 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 1,495 000000166199 SH DEFINED 01 SOLE
UNITED AUTO GROUP INC COM 909440109 66 000000003200 SH DEFINED 01 SOLE
UNITED DOMINION REALTY TR IN COM 910197102 11 000000000700 SH DEFINED 01 SOLE
UNITED INDL CORP COM 910671106 15 000000000700 SH DEFINED 01 SOLE
UNITED RENTALS INC COM 911363109 58 000000002700 SH DEFINED 01 SOLE
UNITED STATES CELLULAR CORP COM 911684108 101 000000004000 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW COM 912909108 1,361 000000068430 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 14,213 000000209323 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 278 000000004100 SH DEFINED 06 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 13,505 000000147525 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 384 000000004200 SH DEFINED 06 SOLE
UNITRIN INC COM 913275103 17 000000000500 SH DEFINED 01 SOLE
UNIVERSAL COMPRESSION HLDGS COM 913431102 45 000000001900 SH DEFINED 01 SOLE
UNIVERSAL HLTH SVCS INC CL B 913903100 686 000000014000 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 3,042 000000096899 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 4,052 000000109712 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 2,764 000000108611 SH DEFINED 01 SOLE
USFREIGHTWAYS CORP COM 916906100 7 000000000200 SH DEFINED 01 SOLE
UTSTARCOM INC COM 918076100 92 000000004600 SH DEFINED 06 SOLE
V F CORP COM 918204108 2,266 000000057803 SH DEFINED 01 SOLE
V F CORP COM 918204108 192 000000004900 SH DEFINED 06 SOLE
VAIL RESORTS INC COM 91879Q109 10 000000000600 SH DEFINED 01 SOLE
VALASSIS COMMUNICATIONS INC COM 918866104 116 000000003200 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 56 000000001500 SH DEFINED 01 SOLE
VALSPAR CORP COM 920355104 58 000000001300 SH DEFINED 01 SOLE
VARCO INTL INC DEL COM 922122106 382 000000021800 SH DEFINED 01 SOLE
VARIAN MED SYS INC COM 92220P105 806 000000019900 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 200 000000006100 SH DEFINED 06 SOLE
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 64 000000001900 SH DEFINED 01 SOLE
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 98 000000002900 SH DEFINED 06 SOLE
VEECO INSTRS INC DEL COM 922417100 150 000000006500 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 756 000000105150 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 46,542 000001159222 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 5,621 000000140000 SH DEFINED 04 SOLE
VERITAS SOFTWARE CO COM 923436109 3,583 000000181090 SH DEFINED 01 SOLE
VERIZON GLOBAL FDG CORP NOTE 92344GAN6 75,626 000140049000 SH DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 172 000000010597 SH DEFINED 01 SOLE
VIAD CORP COM 92552R109 304 000000011700 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 9,870 000000222000 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 33,546 000000756067 SH DEFINED 01 SOLE
VIASYS HEALTHCARE INC COM NEW 92553Q209 418 000000024000 SH DEFINED 01 SOLE
VINTAGE PETE INC COM 927460105 33 000000002800 SH DEFINED 01 SOLE
VISIONICS CORP DEL COM 92831E101 43 000000005200 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0VISTEON CORP COM 92839U107 805 000000056742 SH DEFINED 01 SOLE
VITESSE SEMICONDUCTOR CORP COM 928497106 364 000000117211 SH DEFINED 01 SOLE
VORNADO RLTY TR SH BEN INT 929042109 462 000000010000 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 1,879 000000042913 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW COM 929903102 23,955 000000627431 SH DEFINED 01 SOLE
WADDELL & REED FINL INC CL A 930059100 22 000000001000 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 103,605 000001883385 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 18,864 000000488326 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 15,747 000000424335 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 204 000000005500 SH DEFINED 06 SOLE
WASTE CONNECTIONS INC COM 941053100 20 000000000671 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 6,944 000000266587 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 1,551 000000058098 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 1,634 000000064671 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 50 000000002000 SH DEFINED 06 SOLE
WEATHERFORD INTL INC COM 947074100 665 000000015400 SH DEFINED 01 SOLE
WEBMETHODS INC COM 94768C108 74 000000007500 SH DEFINED 01 SOLE
WEBMD CORP COM 94769M105 33 000000005950 SH DEFINED 01 SOLE
WELLMAN INC COM 949702104 18 000000001100 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 4,869 000000062583 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 536 000000006900 SH DEFINED 06 SOLE
WELLS FARGO & CO NEW COM 949746101 38,320 000000765491 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 200 000000004000 SH DEFINED 06 SOLE
WENDYS INTL INC COM 950590109 1,991 000000049998 SH DEFINED 01 SOLE
WESTERN GAS RES INC COM 958259103 59 000000001600 SH DEFINED 01 SOLE
WESTERN WIRELESS CORP CL A 95988E204 9 000000003067 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 56 000000001700 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 137 000000004100 SH DEFINED 06 SOLE
WEYERHAEUSER CO COM 962166104 6,202 000000097143 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 2,310 000000035347 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 307 000000004700 SH DEFINED 06 SOLE
WHOLE FOODS MKT INC COM 966837106 887 000000018400 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 2,154 000000359707 SH DEFINED 01 SOLE
WILLIAMS SONOMA INC COM 969904101 300 000000009800 SH DEFINED 01 SOLE
WILSON GREATBATCH TECHNOLOGI COM 972232102 5 000000000200 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC COM 973149107 111 000000022273 SH DEFINED 01 SOLE
WINK COMMUNICATIONS COM 974168106 28 000000010000 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 927 000000059501 SH DEFINED 01 SOLE
WINNEBAGO INDS INC COM 974637100 105 000000002400 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 315 000000012500 SH DEFINED 01 SOLE
WORLDCOM INC GA NEW WRLDCOM GP 98157D106 5 000000007166 SH DEFINED 01 SOLE
WORLDCOM INC GA NEW MCI GROUP 98157D304 905 000000538943 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 654 000000036171 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 5,340 000000096480 SH DEFINED 01 SOLE
WYETH COM 983024100 30,909 000000603703 SH DEFINED 01 SOLE
XM SATELLITE RADIO HLDGS INC CL A 983759101 32 000000004531 SH DEFINED 01 SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0XTO ENERGY CORP COM 98385X106 78 000000003800 SH DEFINED 01 SOLE
XTO ENERGY CORP COM 98385X106 162 000000007900 SH DEFINED 06 SOLE
XCEL ENERGY INC COM 98389B100 4,942 000000294737 SH DEFINED 01 SOLE
XCEL ENERGY INC COM 98389B100 85,176 000004998600 SH DEFINED 02 SOLE
XILINX INC COM 983919101 3,696 000000164791 SH DEFINED 01 SOLE
XILINX INC COM 983919101 248 000000011100 SH DEFINED 06 SOLE
XEROX CORP COM 984121103 2,457 000000352612 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 86 000000012400 SH DEFINED 06 SOLE
YAHOO INC COM 984332106 3,776 000000255869 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 59 000000004000 SH DEFINED 06 SOLE
YORK INTL CORP NEW COM 986670107 40 000000001200 SH DEFINED 01 SOLE
YUM BRANDS INC WHEN ISSUE 988498101 3,959 000000135353 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 467 000000012900 SH DEFINED 01 SOLE
ZEBRA TECHNOLOGIES CORP CL A 989207105 96 000000002000 SH DEFINED 01 SOLE
ZIMMER HLDGS INC COM 98956P102 3,087 000000086591 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 3,057 000000058694 SH DEFINED 01 SOLE
ZORAN CORP COM 98975F101 868 000000037923 SH DEFINED 01 SOLE