OMB APPROVAL
----------------------------
OMB Number:
Expires:
Estimated average burden
hours per response.....
----------------------------
SEC USE ONLY
----------------------------
----------------------------
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended September 30, 2004
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
PRIOR FILINGS FOR THE NOMURA GROUP WERE REPORTED UNDER THE NAME NOMURA
SECURITIES COMPANY, WITH CIK NUMBER 0000110097. SUBSEQUENT FILINGS WILL
BE MADE UNDER THE NAME NOMURA HOLDINGS, INC., CIK NUMBER 0001163653.
NOMURA HOLDINGS, INC. (NHI) IS THE PARENT HOLDING COMPANY OF A NUMBER
OF OPERATING SUBSIDIARIES, SOME OF WHICH ARE OR MAY BE INSTITUTIONAL
INVESTMENT MANAGERS FOR THE PURPOSES OF THE REPORTING REQUIREMENTS UNDER
SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 (THE ACT) AND THE RULES
PROMULGATED THEREUNDER. NHI ITSELF DOES NOT DIRECTLY EXERCISE INVESTMENT
DISCRETION WITH RESPECT TO ANY SECTION 13(F) SECURITIES POSITIONS. IN
THAT NHI'S OWNERSHIP INTEREST IN SUCH OPERATING SUBSIDIARIES IS DEEMED THE
EXERCISE OF INVESTMENT DISCRETION REGARDING CERTAIN OF SUCH SUBSIDIARIES'
MANAGED ACCOUNTS, THE INFORMATION REQUIRED BY FORM 13F IS REPORTED BY NHI
ON BEHALF OF CERTAIN OF NHI'S OPERATING SUBSIDIARIES WHICH ARE INSTITUTIONAL
INVESTMENT MANAGERS SUBJECT TO SECTION 13(F)OF THE ACT.
Nomura Holdings Inc.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 001-15270
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY November 15, 2004
------------------------------------------
(Place and Date of Signing)
Report Type:
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 988
Form 13F Information Table Value Total: $11,043,625
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
13F File No.: Name:
------------- ---------------------
6. 28-05739 Global Funds Management, S.A.
------------- ---------------------
2. 28-04985 Nomura International plc
------------- ---------------------
4. 28-04993 Nomura Securities (Bermuda)
------------- ---------------------
1. 28-04983 Nomura Securities International, Inc.
------------- ---------------------
1Page 1 04-11-08 14:47:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DAIMLERCHRYSLER AG ORD D1668R123 202 000000004900 SH DEFINED 01 SOLE
ACE LTD ORD G0070K103 12,014 000000299901 SH DEFINED 01 SOLE
APEX SILVER MINES LTD ORD G04074103 3,472 000000160000 SH DEFINED 01 SOLE
BUNGE LIMITED COM G16962105 459 000000011500 SH DEFINED 01 SOLE
COOPER INDS LTD CL A G24182100 4,243 000000071920 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD COM G3223R108 200 000000002700 SH DEFINED 01 SOLE
GARMIN LTD ORD G37260109 305 000000007059 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD CL A G4776G101 8,792 000000129361 SH DEFINED 01 SOLE
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 370 000000014188 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD SHS G6359F103 5,258 000000111049 SH DEFINED 01 SOLE
NOBLE CORPORATION SHS G65422100 4,446 000000098924 SH DEFINED 01 SOLE
PLATINUM UNDERWRITER HLDGS L COM G7127P100 2,488 000000085000 SH DEFINED 01 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 1,055 000000106900 SH DEFINED 01 SOLE
TRANSOCEAN INC ORD G90078109 8,423 000000235416 SH DEFINED 01 SOLE
GOLAR LNG LTD BERMUDA SHS G9456A100 1,250 000000080000 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 7,643 000000103300 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,420 000000142610 SH DEFINED 01 SOLE
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 3,302 000000555000 SH DEFINED 01 SOLE
STELMAR SHIPPING LTD COM V8726M103 1,134 000000030000 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD ORD Y2573F102 463 000000034956 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 1,161 000000641573 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 15,794 000000402809 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 337 000000008600 SH DEFINED 01 SOLE
AES CORP COM 00130H105 8,574 000000858278 SH DEFINED 01 SOLE
AMB PROPERTY CORP COM 00163T109 318 000000008600 SH DEFINED 01 SOLE
ATI TECHNOLOGIES INC COM 001941103 270 000000017632 SH DEFINED 01 SOLE
AT&T CORP COM NEW 001957505 8,546 000000596811 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 56,860 000003847113 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 1,034 000000070000 SH DEFINED 01 SOLE
AT&T WIRELESS SVCS INC COM 00209A106 127,794 000008655200 SH DEFINED 02 SOLE
ABBOTT LABS COM 002824100 48,839 000001152955 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 223 000000007100 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 145 000000010469 SH DEFINED 01 SOLE
ACTUANT CORP SDCV 2.00 00508XAB0 1,205 000000010000 PRN DEFINED 01 SOLE
ADESA INC COM 00686U104 300 000000018300 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 9,369 000000189398 SH DEFINED 01 SOLE
ADTRAN INC COM 00738A106 272 000000012011 SH DEFINED 01 SOLE
AEROPOSTALE COM 007865108 436 000000016660 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 3,573 000000274888 SH DEFINED 01 SOLE
ADVANTA CORP CL B 007942204 532 000000022026 SH DEFINED 01 SOLE
ADVENT SOFTWARE INC COM 007974108 199 000000011873 SH DEFINED 01 SOLE
AETNA INC NEW COM 00817Y108 11,674 000000116822 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 5,697 000000102343 SH DEFINED 01 SOLE
AGERE SYS INC CL A 00845V100 1,664 000001585100 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC COM 00846U101 7,975 000000369732 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 9,206 000000169304 SH DEFINED 01 SOLE
1Page 2 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AIRTRAN HLDGS INC COM 00949P108 142 000000014330 SH DEFINED 01 SOLE
ALBERTO CULVER CO COM 013068101 3,802 000000087463 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 6,698 000000279929 SH DEFINED 01 SOLE
ALCAN INC COM 013716105 219 000000004600 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 22,557 000000671546 SH DEFINED 01 SOLE
ALCATEL SPONSORED 013904305 265 000000022600 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 1,646 000000103187 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,578 000000086509 SH DEFINED 01 SOLE
ALLERGAN INC NOTE 018490AE2 2,284 000002500000 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 7,063 000000097354 SH DEFINED 01 SOLE
ALLIANCE DATA SYSTEMS CORP COM 018581108 308 000000007600 SH DEFINED 01 SOLE
ALLIANCE GAMING CORP COM NEW 01859P609 151 000000010033 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP COM 018802108 400 000000016100 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 689 000000011400 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC SDCV 4.25 019589AD2 5,257 000000060000 PRN DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 2,139 000000241727 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 24,876 000000518364 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 12,466 000000227033 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 7,620 000000389388 SH DEFINED 01 SOLE
ALTRIA GROUP INC COM 02209S103 71,532 000001520667 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 1,919 000000046981 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 690 000000016900 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 6,395 000000079988 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 6,075 000000068265 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 6,788 000000147092 SH DEFINED 01 SOLE
AMERICAN AXLE & MFG HLDGS IN COM 024061103 450 000000015400 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 203 000000005512 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 9,552 000000298879 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 48,320 000000938986 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 427 000000014300 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 129,915 000001910806 SH DEFINED 01 SOLE
AMERICAN MED SEC GROUP INC COM 02744P101 1,280 000000040034 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 3,109 000000178794 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 6,350 000000163200 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP COM 03073E105 5,530 000000102969 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 345 000000011400 SH DEFINED 01 SOLE
AMGEN INC NOTE 031162AE0 21,900 000030000000 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 60,285 000001061183 SH DEFINED 01 SOLE
AMKOR TECHNOLOGY INC COM 031652100 50 000000013788 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 6,537 000000267929 SH DEFINED 01 SOLE
AMVESCAP PLC SPONSORED 03235E100 2,194 000000200000 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 12,229 000000184285 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 11,058 000000285161 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 1,525 000000124628 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 30,208 000000604774 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 384 000000016450 SH DEFINED 01 SOLE
1Page 3 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ANTHEM INC COM 03674B104 10,765 000000123386 SH DEFINED 01 SOLE
AON CORP COM 037389103 6,698 000000233055 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 12,263 000000244727 SH DEFINED 01 SOLE
APARTMENT INVT & MGMT CO CL A 03748R101 2,482 000000071365 SH DEFINED 01 SOLE
APOGENT TECHNOLOGIES INC DBCV 03760AAK7 17,821 000000145000 PRN DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 11,526 000000157101 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 11,616 000000299785 SH DEFINED 01 SOLE
APPLERA CORP COM AP BIO 038020103 3,022 000000160195 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 809 000000258529 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 24,159 000001465104 SH DEFINED 01 SOLE
AQUILA INC COM 03840P102 145 000000046625 SH DEFINED 01 SOLE
ARAMARK CORP CL B 038521100 743 000000030800 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 8,371 000000493021 SH DEFINED 01 SOLE
ARCHSTONE SMITH TR COM 039583109 240 000000007600 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 230 000000010200 SH DEFINED 01 SOLE
ARVINMERITOR INC COM 043353101 213 000000011404 SH DEFINED 01 SOLE
ASCENTIAL SOFTWARE CORP COM NEW 04362P207 190 000000014113 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 2,985 000000053244 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 244 000000006900 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 145 000000040058 SH DEFINED 01 SOLE
ATRIX LABS INC COM 04962L101 2,622 000000085437 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 4,094 000000084191 SH DEFINED 01 SOLE
AUTOLIV INC COM 052800109 282 000000007000 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN COM 053015103 17,821 000000431316 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 3,626 000000212348 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 4,764 000000061677 SH DEFINED 01 SOLE
AVAYA INC COM 053499109 4,687 000000336271 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 5,368 000000081611 SH DEFINED 01 SOLE
AVNET INC DBCV 2.00 053807AL7 16,428 000000175000 PRN DEFINED 01 SOLE
AVNET INC COM 053807103 350 000000020500 SH DEFINED 01 SOLE
AVOCENT CORP COM 053893103 226 000000008718 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 15,542 000000355818 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 16,329 000000411438 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 166 000000011424 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 6,225 000000118789 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 2,654 000000167925 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 10,719 000000245178 SH DEFINED 01 SOLE
BALL CORP COM 058498106 3,207 000000085686 SH DEFINED 01 SOLE
BANDAG INC CL A 059815308 14,556 000000361300 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 128,495 000002965505 SH DEFINED 01 SOLE
BANK HAWAII CORP COM 062540109 217 000000004600 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 16,838 000000577270 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 4,551 000000080372 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 288 000000007800 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 2,810 000000042297 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 14,831 000000461179 SH DEFINED 01 SOLE
1Page 4 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BEA SYS INC COM 073325102 354 000000051295 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 7,447 000000077445 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 353 000000006300 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 9,534 000000184424 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 10,725 000000289017 SH DEFINED 01 SOLE
BEL FUSE INC CL A 077347201 834 000000029749 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 36,793 000001356698 SH DEFINED 01 SOLE
BELO CORP COM SER A 080555105 624 000000027700 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 2,261 000000085083 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 202 000000004800 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 13,040 000000240416 SH DEFINED 01 SOLE
BIG LOTS INC COM 089302103 1,149 000000093958 SH DEFINED 01 SOLE
BIOCRYST PHARMACEUTICALS COM 09058V103 181 000000035677 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 9,769 000000208387 SH DEFINED 01 SOLE
BIOGEN IDEC INC COM 09062X103 15,904 000000259999 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR DEPOSTRY R 09067D201 81,917 000000566900 SH DEFINED 01 SOLE
BIOVERIS CORP COM 090676107 619 000000099759 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 4,722 000000060977 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 252 000000009099 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 6,199 000000125436 SH DEFINED 01 SOLE
BLOCKBUSTER INC CL A 093679108 2,770 000000365000 SH DEFINED 01 SOLE
BLYTH INC COM 09643P108 277 000000008968 SH DEFINED 01 SOLE
BOEING CO COM 097023105 31,878 000000617568 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 2,910 000000087462 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 998 000000030000 SH DEFINED 01 SOLE
BORG WARNER INC COM 099724106 597 000000013800 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC COM 101121101 221 000000004000 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 24,697 000000621635 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 654 000000021000 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 34,237 000001446458 SH DEFINED 01 SOLE
BROADCOM CORP CL A 111320107 7,571 000000277449 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 477 000000010200 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL B 115637209 4,553 000000099414 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 3,292 000000071948 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C COM 12189T104 10,532 000000274932 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 12,027 000000294799 SH DEFINED 01 SOLE
CBRL GROUP INC NOTE 12489VAB2 11,843 000025000000 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 212 000000005891 SH DEFINED 01 SOLE
C D W CORP COM 12512N105 665 000000011466 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 339 000000007315 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 7,160 000000102840 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 1,219 000000128114 SH DEFINED 01 SOLE
CNF INC COM 12612W104 836 000000020400 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 279 000000018108 SH DEFINED 01 SOLE
CSX CORP COM 126408103 5,275 000000158914 SH DEFINED 01 SOLE
CVS CORP COM 126650100 12,429 000000295032 SH DEFINED 01 SOLE
1Page 5 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CABLEVISION SYS CORP CL A NY CA 12686C109 608 000000030000 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 416 000000010800 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP COM 12709P103 529 000000014612 SH DEFINED 01 SOLE
CACI INTL INC CL A 127190304 363 000000006881 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 183 000000014100 SH DEFINED 01 SOLE
CAESARS ENTMT INC COM 127687101 4,607 000000275900 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 140 000000013299 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 1,195 000000412202 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 8,188 000000311475 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 13,308 000000180089 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 14,050 000000321017 SH DEFINED 01 SOLE
CAREER EDUCATION CORP COM 141665109 1,359 000000047820 SH DEFINED 01 SOLE
CAREMARK RX INC COM 141705103 11,002 000000343079 SH DEFINED 01 SOLE
CARLISLE COS INC COM 142339100 581 000000009100 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 26,385 000000557949 SH DEFINED 01 SOLE
CARNIVAL CORP PAIRED CTF 143658300 5,362 000000112396 SH DEFINED 02 SOLE
CARNIVAL CORP PAIRED CTF 143658300 10,403 000000220000 SH DEFINED 04 SOLE
CATALINA MARKETING CORP COM 148867104 245 000000010644 SH DEFINED 01 SOLE
CATELLUS DEV CORP NEW COM 149113102 225 000000008500 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 20,591 000000255958 SH DEFINED 01 SOLE
CENDANT CORP DBCV 3.87 151313AN3 18,615 000000185000 PRN DEFINED 01 SOLE
CENDANT CORP COM 151313103 16,847 000000779954 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC NOTE 2.87 15189TAL1 3,640 000000035000 PRN DEFINED 01 SOLE
CENTERPOINT ENERGY INC COM 15189T107 2,407 000000232341 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 4,615 000000091464 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 3,447 000000100698 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 453 000000009464 SH DEFINED 01 SOLE
CERIDIAN CORP NEW COM 156779100 193 000000010500 SH DEFINED 01 SOLE
CHARTER COMMUNICATIONS INC D CL A 16117M107 38 000000014900 SH DEFINED 06 SOLE
CHELSEA PPTY GROUP INC COM 163421100 45,386 000000676400 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 83,652 000001559525 SH DEFINED 01 SOLE
CHEVRONTEXACO CORP COM 166764100 214 000000004000 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 878 000000025700 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 9,486 000000214619 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 281 000000006600 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 10,028 000000142700 SH DEFINED 01 SOLE
CHURCH & DWIGHT INC DBCV 5.25 171340AC6 2,345 000000020000 PRN DEFINED 01 SOLE
CHURCH & DWIGHT INC COM 171340102 255 000000009100 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 922 000000466147 SH DEFINED 01 SOLE
CINCINNATI BELL INC NEW COM 171871106 137 000000039523 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 5,358 000000129988 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 5,545 000000140035 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC COM 172737108 2,471 000000161118 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 94,289 000005209386 SH DEFINED 01 SOLE
CINTAS CORP COM 172908105 6,428 000000152903 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 172,740 000003915234 SH DEFINED 01 SOLE
1Page 6 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CITIZENS COMMUNICATIONS CO COM 17453B101 3,312 000000247406 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 2,710 000000154735 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 474 000000007300 SH DEFINED 01 SOLE
CLAIRES STORES INC COM 179584107 247 000000009900 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 14,372 000000461115 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 8,381 000000157251 SH DEFINED 01 SOLE
COACH INC COM 189754104 5,883 000000138706 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 75,652 000001888961 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC COM 191219104 6,569 000000347581 SH DEFINED 01 SOLE
COEUR D ALENE MINES CORP IDA COM 192108108 1,211 000000255639 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 351 000000011521 SH DEFINED 01 SOLE
COLE NATIONAL CORP NEW CL A 193290103 555 000000020039 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 18,875 000000417784 SH DEFINED 01 SOLE
COMCAST CORP NEW CL A 20030N101 60,877 000002155726 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 7,790 000000131258 SH DEFINED 01 SOLE
COMMERCE BANCORP INC NJ COM 200519106 215 000000003900 SH DEFINED 01 SOLE
COMMERCE BANCSHARES INC COM 200525103 338 000000007032 SH DEFINED 01 SOLE
COMMUNITY HEALTH SYS INC NEW COM 203668108 549 000000020600 SH DEFINED 01 SOLE
COMMUNITY FIRST BANKSHARES I COM 203902101 7,269 000000226742 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 385 000000008789 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 11,372 000000432413 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 6,694 000000142144 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 1,892 000000367443 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 5,802 000000308147 SH DEFINED 01 SOLE
CONAGRA FOODS INC COM 205887102 10,347 000000402455 SH DEFINED 01 SOLE
CONNETICS CORP COM 208192104 1,184 000000043830 SH DEFINED 01 SOLE
CONOCOPHILLIPS COM 20825C104 42,383 000000511571 SH DEFINED 01 SOLE
CONSECO INC PFD B CV 5 208464867 1,231 000000000500 PRN DEFINED 01 SOLE
CONSECO INC COM NEW 208464883 1,180 000000066822 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 7,722 000000183697 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I COM 210371100 5,192 000000130341 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 1,490 000000111020 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 1,251 000000062061 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 2,057 000000030286 SH DEFINED 01 SOLE
COPART INC COM 217204106 247 000000013082 SH DEFINED 01 SOLE
CORINTHIAN COLLEGES INC COM 218868107 142 000000010559 SH DEFINED 01 SOLE
CORNING INC COM 219350105 11,392 000001028215 SH DEFINED 01 SOLE
CORPORATE EXECUTIVE BRD CO COM 21988R102 239 000000003905 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 15,117 000000364188 SH DEFINED 01 SOLE
COTT CORP QUE COM 22163N106 233 000000008100 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP COM 222372104 22,352 000000567467 SH DEFINED 01 SOLE
COX COMMUNICATIONS INC NEW CL A 224044107 4,853 000000146200 SH DEFINED 02 SOLE
COX RADIO INC CL A 224051102 204 000000013700 SH DEFINED 01 SOLE
CRANE CO COM 224399105 1,394 000000048205 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 187 000000028037 SH DEFINED 01 SOLE
CREDENCE SYS CORP COM 225302108 148 000000020623 SH DEFINED 01 SOLE
1Page 7 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CROMPTON CORP COM 227116100 213 000000022541 SH DEFINED 01 SOLE
CUMMINS INC COM 231021106 2,718 000000036797 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP CL B 231561408 16,873 000000311900 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 385 000000043600 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 268 000000008100 SH DEFINED 01 SOLE
DST SYS INC DEL DBCV 3.62 233326AD9 14,328 000000125000 PRN DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 5,408 000000128183 SH DEFINED 01 SOLE
DANA CORP COM 235811106 2,016 000000113984 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 11,657 000000227324 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 2,921 000000125293 SH DEFINED 01 SOLE
DEAN FOODS CO NEW COM 242370104 1,365 000000045500 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 12,430 000000192576 SH DEFINED 01 SOLE
DELL INC COM 24702R101 74,221 000002084878 SH DEFINED 01 SOLE
DELL INC COM 24702R101 9,192 000000258000 SH DEFINED 02 SOLE
DELPHI CORP COM 247126105 3,877 000000417332 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 412 000000125373 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 1,587 000000038704 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 348 000000006706 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 12,689 000000178699 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 227 000000011000 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 151,305 000001500000 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 630 000000013500 SH DEFINED 01 SOLE
DIGENE CORP COM 253752109 987 000000038033 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 1,302 000000065966 SH DEFINED 01 SOLE
DISNEY WALT CO COM DISNEY 254687106 34,356 000001523565 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 5,194 000000257771 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 2,008 000000074524 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW COM 25746U109 16,389 000000251186 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 5,065 000000161738 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 6,348 000000163322 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 31,404 000000695093 SH DEFINED 01 SOLE
DOW JONES & CO INC COM 260561105 2,599 000000064023 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 31,849 000000744146 SH DEFINED 01 SOLE
DUKE ENERGY CORP NOTE 1.75 264399EJ1 10,650 000000100000 PRN DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 15,852 000000692552 SH DEFINED 01 SOLE
DUQUESNE LT HLDGS INC COM 266233105 226 000000012610 SH DEFINED 01 SOLE
DYNEGY INC NEW CL A 26816Q101 1,479 000000296482 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 20,605 000001785539 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 5,721 000000086881 SH DEFINED 01 SOLE
E TRADE FINANCIAL CORP COM 269246104 3,187 000000279150 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 2,781 000000058493 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 6,952 000000215768 SH DEFINED 01 SOLE
EATON CORP COM 278058102 7,679 000000121101 SH DEFINED 01 SOLE
EBAY INC COM 278642103 46,601 000000506874 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 385 000000012389 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 5,964 000000189709 SH DEFINED 01 SOLE
1Page 8 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EDISON INTL COM 281020107 6,353 000000239683 SH DEFINED 01 SOLE
EDUCATION MGMT CORP COM 28139T101 623 000000023388 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 595 000000017200 SH DEFINED 01 SOLE
EFUNDS CORP COM 28224R101 1,396 000000075132 SH DEFINED 01 SOLE
EL PASO CORP COM 28336L109 4,367 000000475252 SH DEFINED 01 SOLE
ELAN PLC ADR 284131208 468 000000020000 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 14,284 000000310600 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW NOTE 3.87 285661AF1 15,441 000000155000 PRN DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 7,532 000000388484 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 19,375 000000313061 SH DEFINED 01 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 205 000000011353 SH DEFINED 01 SOLE
EMULEX CORP COM NEW 292475209 198 000000017218 SH DEFINED 01 SOLE
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 275 000000015000 SH DEFINED 01 SOLE
ENERGY EAST CORP COM 29266M109 214 000000008500 SH DEFINED 01 SOLE
ENERGIZER HLDGS INC COM 29266R108 216 000000004700 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 3,013 000000106301 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 336 000000010300 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 10,145 000000167391 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 2,737 000000103835 SH DEFINED 01 SOLE
EQUITABLE RES INC COM 294549100 233 000000004300 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU COM 294741103 8,118 000000297929 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,679 000000215452 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR B SEK 294821608 390 000000012500 SH DEFINED 01 SOLE
ESPEED INC CL A 296643109 4,424 000000450069 SH DEFINED 01 SOLE
EVERGREEN RES INC COM NO PAR 299900308 22,207 000000554500 SH DEFINED 01 SOLE
EXELON CORP COM 30161N101 17,894 000000487733 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 368 000000007129 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC COM 302182100 4,389 000000067172 SH DEFINED 01 SOLE
EXXON MOBIL CORP COM 30231G102 228,830 000004734747 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 237 000000004882 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 9,343 000000136756 SH DEFINED 01 SOLE
FAIR ISAAC CORP COM 303250104 296 000000010150 SH DEFINED 01 SOLE
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 145 000000010300 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 3,406 000000125690 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 1,074 000000018657 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 34,981 000000536198 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 46,092 000000727009 SH DEFINED 01 SOLE
FEDERAL SIGNAL CORP COM 313855108 190 000000010235 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE COM 31410H101 6,063 000000133461 SH DEFINED 01 SOLE
FEDERATED INVS INC PA CL B 314211103 2,408 000000084685 SH DEFINED 01 SOLE
FEDEX CORP COM 31428X106 18,943 000000221068 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 598 000000015720 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 26,528 000000538969 SH DEFINED 01 SOLE
FIRST AMERN CORP CALIF COM 318522307 283 000000009200 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 30,897 000000710290 SH DEFINED 01 SOLE
FIRST HORIZON NATL CORP COM 320517105 4,007 000000092414 SH DEFINED 01 SOLE
1Page 9 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FIRST HEALTH GROUP CORP COM 320960107 476 000000029624 SH DEFINED 01 SOLE
FIRST NATL BANKSHRS FL INC N COM 321100109 1,556 000000063420 SH DEFINED 01 SOLE
FISERV INC COM 337738108 5,792 000000166165 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 9,976 000000242866 SH DEFINED 01 SOLE
FISHER SCIENTIFIC INTL INC COM NEW 338032204 5,163 000000088527 SH DEFINED 01 SOLE
FLUOR CORP NEW NOTE 1.50 343412AA0 5,218 000000050000 PRN DEFINED 01 SOLE
FLUOR CORP NEW COM 343412102 2,810 000000063139 SH DEFINED 01 SOLE
FOOT LOCKER INC COM 344849104 289 000000012200 SH DEFINED 01 SOLE
FORD MTR CO DEL COM PAR $0 345370860 19,051 000001355974 SH DEFINED 01 SOLE
FOREST LABS INC COM 345838106 13,210 000000293820 SH DEFINED 01 SOLE
FOREST OIL CORP COM PAR $0 346091705 208 000000006909 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 8,157 000000110099 SH DEFINED 01 SOLE
FOUR SEASONS HOTEL INC NOTE 1.87 35100EAE4 4,972 000004500000 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 10,264 000000184079 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 5,300 000000130886 SH DEFINED 01 SOLE
FRONTIER OIL CORP COM 35914P105 1,678 000000071073 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 16,771 000000200238 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 12,789 000000685767 SH DEFINED 01 SOLE
GARTNER INC COM 366651107 144 000000012400 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 1,448 000000292579 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 15,058 000000147491 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 257,478 000007667621 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 12,613 000000280930 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 17,830 000000419731 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 849 000000020000 SH DEFINED 01 SOLE
GENERAL MTRS CORP DEB SR CON 370442733 34,669 000000014500 PRN DEFINED 01 SOLE
GENTEX CORP COM 371901109 549 000000015629 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 5,271 000000137362 SH DEFINED 01 SOLE
GENZYME CORP NOTE 1.25 372917AN4 7,856 000000075000 PRN DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 10,559 000000194078 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM 373298108 7,048 000000196055 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 12,541 000000335510 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 31,119 000000745548 SH DEFINED 01 SOLE
GLATFELTER COM 377316104 216 000000017479 SH DEFINED 01 SOLE
GOLD FIELDS LTD NEW SPONSORED 38059T106 3,003 000000220000 SH DEFINED 01 SOLE
GOLDEN STAR RES LTD CDA COM 38119T104 1,317 000000250000 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 13,061 000000117720 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 33,611 000000360481 SH DEFINED 01 SOLE
GOODRICH CORP COM 382388106 3,099 000000098835 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 1,470 000000136881 SH DEFINED 01 SOLE
GOOGLE INC CL A 38259P508 460 000000003500 SH DEFINED 02 SOLE
GRAINGER W W INC COM 384802104 3,898 000000067620 SH DEFINED 01 SOLE
GRAY TELEVISION INC CL A 389375205 1,275 000000114500 SH DEFINED 01 SOLE
GREAT LAKES CHEM CORP COM 390568103 1,132 000000044234 SH DEFINED 01 SOLE
GREAT PLAINS ENERGY INC COM 391164100 256 000000008800 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 51,695 000001117500 SH DEFINED 01 SOLE
1Page 10 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GRUPO TMM S A SP ADR A S 40051D105 414 000000175000 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 582 000000023000 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 15,770 000000238807 SH DEFINED 01 SOLE
HCA INC COM 404119109 13,635 000000357429 SH DEFINED 01 SOLE
HNI CORP COM 404251100 304 000000007700 SH DEFINED 01 SOLE
HALLIBURTON CO NOTE 3.12 406216AM3 2,846 000000025000 PRN DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 10,961 000000325368 SH DEFINED 01 SOLE
HANOVER COMPRESSOR CO COM 410768105 142 000000010609 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 13,951 000000234723 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 4,669 000000088136 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 13,429 000000216857 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 2,508 000000133418 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW NOTE 1.50 421933AF9 5,150 000000050000 PRN DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 3,912 000000191531 SH DEFINED 01 SOLE
HEALTH NET INC COM 42222G108 2,612 000000105700 SH DEFINED 01 SOLE
HEICO CORP NEW CL A 422806208 2,526 000000187450 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 10,022 000000278244 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 1,321 000000092739 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 8,464 000000181209 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 42,010 000002240557 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 356 000000013500 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 899 000000017800 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 5,579 000000296134 SH DEFINED 01 SOLE
HOLLYWOOD ENTMT CORP COM 436141105 146 000000014833 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 63,307 000001614982 SH DEFINED 01 SOLE
HONEYWELL INTL INC COM 438516106 23,092 000000643962 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP N COM 440327104 177 000000010117 SH DEFINED 01 SOLE
HOSPIRA INC COM 441060100 3,555 000000116192 SH DEFINED 01 SOLE
HUBBELL INC CL A 443510102 14,258 000000338600 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 2,427 000000121474 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS INC COM 445658107 459 000000012363 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 4,449 000000178603 SH DEFINED 01 SOLE
IDT CORP CL B 448947309 150 000000010000 SH DEFINED 01 SOLE
HYPERION SOLUTIONS CORP COM 44914M104 209 000000006157 SH DEFINED 01 SOLE
IAC INTERACTIVECORP COM 44919P102 3,503 000000159100 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 366 000000015200 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 4,241 000000177331 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 5,824 000000072813 SH DEFINED 01 SOLE
IDENIX PHARMACEUTICALS INC COM 45166R204 2,734 000000930974 SH DEFINED 02 SOLE
ILLINOIS TOOL WKS INC COM 452308109 20,921 000000224549 SH DEFINED 01 SOLE
IMCLONE SYS INC COM 45245W109 1,987 000000037601 SH DEFINED 01 SOLE
IMPAX LABORATORIES INC COM 45256B101 389 000000025334 SH DEFINED 01 SOLE
INAMED CORP COM 453235103 562 000000011790 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 224 000000005745 SH DEFINED 01 SOLE
INDYMAC BANCORP INC COM 456607100 376 000000010400 SH DEFINED 01 SOLE
INET TECHNOLOGIES INC COM 45662V105 2,517 000000200083 SH DEFINED 01 SOLE
1Page 11 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INFORMATION HLDGS INC COM 456727106 681 000000025034 SH DEFINED 01 SOLE
INSTINET GROUP INC COM 457750107 4,753 000000945000 SH DEFINED 01 SOLE
INTEGRATED CIRCUIT SYS INC COM 45811K208 322 000000015017 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 354 000000037226 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 98,130 000004891839 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 20,643 000001026000 SH DEFINED 02 SOLE
INTERCEPT INC COM 45845L107 3,359 000000179363 SH DEFINED 01 SOLE
INTERMUNE INC COM 45884X103 237 000000020176 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 105,023 000001224903 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 2,350 000000027420 SH DEFINED 01 SOLE
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,719 000000071197 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOG COM 459902102 9,165 000000254955 SH DEFINED 01 SOLE
INTL PAPER CO DBCV 460146BM4 5,500 000010000000 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 15,910 000000393736 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 260 000000007600 SH DEFINED 01 SOLE
INTERNATIONAL SPEEDWAY CORP CL A 460335201 443 000000008897 SH DEFINED 01 SOLE
INTERNET HOLDRS TR DEPOSIT RC 46059W102 28,875 000000484000 SH DEFINED 01 SOLE
INTERSIL CORP CL A 46069S109 953 000000059825 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 3,332 000000314725 SH DEFINED 01 SOLE
INTUIT COM 461202103 7,749 000000170702 SH DEFINED 01 SOLE
INVERESK RESH GROUP INC COM 461238107 12,385 000000335731 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 347 000000006316 SH DEFINED 01 SOLE
INVISION TECHNOLOGIES INC COM 461851107 2,927 000000065062 SH DEFINED 01 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 299 000000006640 SH DEFINED 01 SOLE
ISHARES TR RUSSELL 20 464287655 18,899 000000166000 SH DEFINED 01 SOLE
IVAX CORP NOTE 1.50 465823AJ1 1,584 000000015000 PRN DEFINED 01 SOLE
IVAX CORP COM 465823102 1,221 000000063800 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 3,928 000001165592 SH DEFINED 01 SOLE
JPMORGAN & CHASE & CO COM 46625H100 103,389 000002602291 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 3,519 000000153029 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 302 000000007900 SH DEFINED 01 SOLE
JANUS CAP GROUP INC COM 47102X105 2,463 000000180970 SH DEFINED 01 SOLE
JEFFERIES GROUP INC NEW COM 472319102 261 000000007600 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 5,242 000000105571 SH DEFINED 01 SOLE
JETBLUE AWYS CORP COM 477143101 3,070 000000146754 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 122,385 000002172646 SH DEFINED 01 SOLE
JOHNSON CTLS INC COM 478366107 7,995 000000140749 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 4,135 000000115526 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC COM 48203R104 838 000000035550 SH DEFINED 01 SOLE
KLA-TENCOR CORP COM 482480100 7,607 000000183409 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL A 482740206 203 000000011373 SH DEFINED 01 SOLE
KB HOME COM 48666K109 3,054 000000036153 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 13,364 000000313272 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 462 000000012675 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 143 000000017704 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 6,359 000000111085 SH DEFINED 01 SOLE
1Page 12 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0KEYCORP NEW COM 493267108 9,535 000000301758 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 4,881 000000124538 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 24,042 000000372225 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS COM 49455P101 5,724 000000091120 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC COM 495582108 2,186 000000183120 SH DEFINED 01 SOLE
KMART HLDG CORPORATION COM 498780105 201 000000002300 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 3,764 000000057514 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 12,523 000000259877 SH DEFINED 01 SOLE
KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 309 000000013500 SH DEFINED 01 SOLE
KOSAN BIOSCIENCES INC COM 50064W107 235 000000040841 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC COM 501014104 3,011 000000237852 SH DEFINED 01 SOLE
KROGER CO COM 501044101 8,907 000000573946 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 1,305 000000302897 SH DEFINED 01 SOLE
LTX CORP COM 502392103 147 000000027332 SH DEFINED 01 SOLE
LA JOLLA PHARMACEUTICAL CO COM 503459109 279 000000091500 SH DEFINED 01 SOLE
LA Z BOY INC COM 505336107 170 000000011257 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS NOTE 50540RAC6 18,437 000025000000 SH DEFINED 01 SOLE
LABRANCHE & CO INC COM 505447102 144 000000017049 SH DEFINED 01 SOLE
LAM RESEARCH CORP COM 512807108 1,645 000000075183 SH DEFINED 01 SOLE
LAMAR ADVERTISING CO CL A 512815101 484 000000011653 SH DEFINED 01 SOLE
LANDAMERICA FINL GROUP INC COM 514936103 1,067 000000023463 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 142 000000029000 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 1,057 000000025300 SH DEFINED 01 SOLE
LEAPFROG ENTERPRISES INC CL A 52186N106 2,445 000000120764 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 4,034 000000143576 SH DEFINED 01 SOLE
LEGG MASON INC COM 524901105 807 000000015150 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 16,122 000000202244 SH DEFINED 01 SOLE
LENNAR CORP CL B 526057302 11,646 000000265900 SH DEFINED 01 SOLE
LEUCADIA NATL CORP COM 527288104 1,155 000000020400 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 313 000000120929 SH DEFINED 01 SOLE
LEXMARK INTL NEW CL A 529771107 9,009 000000107249 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW COM SER A 530718105 6,540 000000750000 SH DEFINED 01 SOLE
LIBERTY MEDIA INTL INC COM SER A 530719103 333 000000010000 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 350 000000011684 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 51,197 000000852583 SH DEFINED 01 SOLE
LIMITED BRANDS INC COM 532716107 7,752 000000347803 SH DEFINED 01 SOLE
LINCARE HLDGS INC COM 532791100 1,212 000000040803 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 6,101 000000129809 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 9,789 000000270117 SH DEFINED 01 SOLE
LINENS N THINGS INC COM 535679104 625 000000027012 SH DEFINED 01 SOLE
LIONS GATE ENTMNT CORP COM NEW 535919203 261 000000030000 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 3,352 000000088886 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 18,732 000000335832 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 7,992 000000136616 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 2,300 000000088645 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 31,320 000000576269 SH DEFINED 01 SOLE
1Page 13 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LUBRIZOL CORP COM 549271104 283 000000008200 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 10,548 000003327694 SH DEFINED 01 SOLE
M & T BK CORP COM 55261F104 8,836 000000092334 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 6,673 000000114648 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 23,803 000000944572 SH DEFINED 01 SOLE
MDU RES GROUP INC COM 552690109 223 000000008500 SH DEFINED 01 SOLE
MCI INC COM 552691107 1,792 000000107021 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 5,500 000000082652 SH DEFINED 01 SOLE
MPS GROUP INC COM 553409103 142 000000017002 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC COM NEW 559079207 3,660 000000100124 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP COM 562567107 13,867 000000202000 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP COM 562567107 2,003 000000029200 SH DEFINED 02 SOLE
MANOR CARE INC NEW COM 564055101 2,454 000000081914 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 204 000000004600 SH DEFINED 01 SOLE
MARATHON OIL CORP COM 565849106 10,680 000000258736 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 17,633 000000385340 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP COM 571834100 7,178 000000178136 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 8,776 000000168903 SH DEFINED 01 SOLE
MARTEK BIOSCIENCES CORP COM 572901106 223 000000004593 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 546 000000012061 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 11,009 000000318835 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 5,589 000000308303 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 14,167 000000335010 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 5,596 000000218354 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,486 000000080909 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 3,541 000000103129 SH DEFINED 01 SOLE
MCDATA CORP CL B 580031102 3,842 000000817500 SH DEFINED 01 SOLE
MCDATA CORP CL A 580031201 197 000000039290 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 26,210 000000935099 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 11,161 000000140063 SH DEFINED 01 SOLE
MCKESSON CORP COM 58155Q103 5,737 000000223689 SH DEFINED 01 SOLE
MEADWESTVACO CORP COM 583334107 4,762 000000149304 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC COM 58405U102 6,222 000000201387 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 710 000000018200 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 7,172 000000302638 SH DEFINED 01 SOLE
MEDTRONIC INC DBCV 1.25 585055AB2 15,375 000000150000 PRN DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 46,646 000000898783 SH DEFINED 01 SOLE
MELLON FINL CORP COM 58551A108 8,929 000000322491 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 140 000000012775 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 54,051 000001637917 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP NOTE 589405AD1 7,153 000007500000 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP COM 589405109 5,674 000000162676 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 2,280 000000044380 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC FRNT 590188A73 3,977 000000040000 PRN DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 37,504 000000754319 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 20,778 000000419000 SH DEFINED 02 SOLE
1Page 14 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0METALS USA INC COM NEW 591324207 1,001 000000056451 SH DEFINED 01 SOLE
METLIFE INC COM 59156R108 21,373 000000553005 SH DEFINED 01 SOLE
METRO GOLDWYN MAYER INC COM 591610100 578 000000050000 SH DEFINED 01 SOLE
MICREL INC COM 594793101 140 000000013496 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 226,260 000008183029 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 495 000000017930 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 561 000000020938 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 5,444 000000452571 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS I COM 599902103 489 000000035774 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 265 000000010771 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 2,215 000000046302 SH DEFINED 01 SOLE
MINE SAFETY APPLIANCES CO COM 602720104 222 000000005459 SH DEFINED 01 SOLE
MISSION RESOURCES CORP COM 605109107 478 000000076000 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 8,114 000000272120 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 54,373 000002065879 SH DEFINED 01 SOLE
MONACO COACH CORP COM 60886R103 270 000000012475 SH DEFINED 01 SOLE
MONSANTO CO NEW COM 61166W101 7,218 000000198195 SH DEFINED 01 SOLE
MONSTER WORLDWIDE INC COM 611742107 2,217 000000089989 SH DEFINED 01 SOLE
MOODYS CORP COM 615369105 7,981 000000108964 SH DEFINED 01 SOLE
MORGAN STANLEY COM NEW 617446448 40,974 000000831124 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 31,418 000001741618 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 2,740 000000153000 SH DEFINED 02 SOLE
MUELLER INDS INC COM 624756102 222 000000005183 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 3,601 000000200083 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 3,535 000000071299 SH DEFINED 01 SOLE
NTL INC DEL COM 62940M104 1,775 000000028600 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 610,800 000017381907 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 19,038 000000492960 SH DEFINED 01 SOLE
NATIONAL COMMERCE FINL CORP COM 63545P104 18,815 000000550000 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 263 000000009300 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 231 000000007640 SH DEFINED 01 SOLE
NATIONAL-OILWELL INC COM 637071101 423 000000012900 SH DEFINED 01 SOLE
NATIONAL PROCESSING INC COM 637229105 1,591 000000060025 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 4,285 000000276647 SH DEFINED 01 SOLE
NATIONWIDE FINL SVCS INC CL A 638612101 368 000000010500 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 1,987 000000053429 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL A 640204202 303 000000005270 SH DEFINED 01 SOLE
NEIMAN MARCUS GROUP INC CL B 640204301 11,991 000000225200 SH DEFINED 01 SOLE
NEKTAR THERAPEUTICS COM 640268108 832 000000057500 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 6,513 000000282584 SH DEFINED 01 SOLE
NEUROCRINE BIOSCIENCES INC COM 64125C109 213 000000004532 SH DEFINED 01 SOLE
NEW YORK CMNTY BANCORP INC COM 649445103 829 000000040368 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 4,531 000000115900 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 4,999 000000249456 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 330 000000005400 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 15,364 000000337453 SH DEFINED 01 SOLE
1Page 15 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NEWPORT CORP COM 651824104 172 000000015031 SH DEFINED 01 SOLE
NEWS CORP LTD ADR NEW 652487703 32,285 000000982225 SH DEFINED 01 SOLE
NEWS CORP LTD SP ADR PFD 652487802 38,022 000001213626 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 26,908 000001128712 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,008 000000085000 SH DEFINED 02 SOLE
NICOR INC COM 654086107 1,275 000000034762 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 18,856 000000239302 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 4,345 000000206818 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 4,367 000000114206 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 9,073 000000305096 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP NEW COM 656568102 1,613 000000474500 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 5,683 000000127863 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 345 000000017800 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 6,914 000000169472 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 14,199 000000266262 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP CL A 667280101 92 000000011292 SH DEFINED 01 SOLE
NOVARTIS A G SPONSORED 66987V109 1,493 000000032000 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 1,863 000000295339 SH DEFINED 01 SOLE
NOVELLUS SYS INC COM 670008101 3,289 000000123494 SH DEFINED 01 SOLE
NSTAR COM 67019E107 240 000000004900 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 5,596 000000061247 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 2,221 000000152971 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 16,100 000000287871 SH DEFINED 01 SOLE
OCULAR SCIENCES INC COM 675744106 6,389 000000133195 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 4,105 000000273179 SH DEFINED 01 SOLE
OIL SVC HOLDRS TR DEPOSTRY R 678002106 65,360 000000800000 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 360 000000012700 SH DEFINED 01 SOLE
OMNICOM GROUP INC NOTE 681919AP1 7,284 000007500000 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 10,157 000000139026 SH DEFINED 01 SOLE
ON SEMICONDUCTOR CORP COM 682189105 78 000000025000 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 221 000000008500 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 44,693 000003962206 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 388 000000010134 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 364 000000022800 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 8,989 000000295702 SH DEFINED 01 SOLE
PMA CAP CORP CL A 693419202 3,549 000000470093 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 1,293 000000146782 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 454 000000011200 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC COM 693475105 11,389 000000210535 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 8,258 000000134763 SH DEFINED 01 SOLE
PPL CORP COM 69351T106 6,786 000000143838 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 9,424 000000136354 SH DEFINED 01 SOLE
PACIFIC SUNWEAR CALIF INC COM 694873100 769 000000036566 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 245 000000006700 SH DEFINED 01 SOLE
PACKAGING CORP AMER COM 695156109 203 000000008300 SH DEFINED 01 SOLE
PACTIV CORP COM 695257105 2,758 000000118635 SH DEFINED 01 SOLE
1Page 16 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PALL CORP COM 696429307 2,346 000000095847 SH DEFINED 01 SOLE
PALMONE INC COM 69713P107 2,237 000000073514 SH DEFINED 01 SOLE
PAR PHARMACEUTICAL COS INC COM 69888P106 887 000000024707 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,138 000000215628 SH DEFINED 01 SOLE
PARKER DRILLING CO COM 701081101 936 000000255268 SH DEFINED 01 SOLE
PARKER DRILLING CO COM 701081101 550 000000150000 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 5,197 000000088296 SH DEFINED 01 SOLE
PARTNERS TR FINL GROUP INC N COM 70213F102 156 000000015095 SH DEFINED 01 SOLE
PATTERSON COMPANIES INC COM 703395103 715 000000009343 SH DEFINED 01 SOLE
PATTERSON UTI ENERGY INC COM 703481101 346 000000018156 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 10,578 000000350848 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 366 000000036187 SH DEFINED 01 SOLE
PENN ENGR & MFG CORP CL A 707389102 455 000000029500 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 7,693 000000218079 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 1,492 000000035806 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 6,007 000000302622 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC COM 713409100 5,099 000000187838 SH DEFINED 01 SOLE
PEPSIAMERICAS INC COM 71343P200 271 000000014200 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 61,337 000001260782 SH DEFINED 01 SOLE
PERKINELMER INC COM 714046109 1,754 000000101906 SH DEFINED 01 SOLE
PETROCHINA CO LTD SPONSORED 71646E100 526 000000009800 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 421 000000014855 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 171,896 000005617518 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 6,713 000000072948 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 3,147 000000075838 SH DEFINED 01 SOLE
PIONEER NAT RES CO COM 723787107 520 000000015100 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 7,666 000000173835 SH DEFINED 01 SOLE
PIXAR COM 725811103 205 000000002607 SH DEFINED 01 SOLE
PLEXUS CORP COM 729132100 142 000000012873 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC COM 729251108 4,747 000000135533 SH DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 251 000000005300 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 499 000000077038 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 146 000000023737 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 10,243 000000239673 SH DEFINED 01 SOLE
PREMCOR INC COM 74045Q104 519 000000013500 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC COM 74144T108 4,804 000000094324 SH DEFINED 01 SOLE
PRIDE INTL INC DEL NOTE 3.25 74153QAD4 5,443 000000050000 PRN DEFINED 01 SOLE
PRIDE INTL INC DEL COM 74153Q102 2,576 000000130200 SH DEFINED 01 SOLE
PRIME HOSPITALITY CORP COM 741917108 122 000000010079 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 8,788 000000244323 SH DEFINED 01 SOLE
PRIORITY HEALTHCARE CORP CL B 74264T102 385 000000019123 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 101,560 000001876588 SH DEFINED 01 SOLE
PROGRESS ENERGY INC COM 743263105 8,550 000000201958 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 13,828 000000163174 SH DEFINED 01 SOLE
PROLOGIS SH BEN INT 743410102 4,738 000000134468 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 569 000000014500 SH DEFINED 01 SOLE
1Page 17 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PROTEIN DESIGN LABS INC COM 74369L103 942 000000048129 SH DEFINED 01 SOLE
PROVINCE HEALTHCARE CO COM 743977100 839 000000040136 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP NOTE 4.00 74406AAC6 3,967 000000030000 PRN DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 6,581 000000423529 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC COM 744320102 17,992 000000382490 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,953 000000186697 SH DEFINED 01 SOLE
PULTE HOMES INC COM 745867101 6,086 000000099184 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 2,368 000000079709 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 50,147 000001284509 SH DEFINED 01 SOLE
QUALITY DISTR INC FLA COM 74756M102 1,228 000000201039 SH DEFINED 01 SOLE
QUANTA SVCS INC COM 74762E102 140 000000023174 SH DEFINED 01 SOLE
QUANTUM CORP COM DSSG 747906204 150 000000064998 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 6,612 000000074950 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 449 000000009800 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN COM 749121109 4,502 000001352187 SH DEFINED 01 SOLE
RPM INTL INC COM 749685103 716 000000040600 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 229 000000036132 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 531 000000011500 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 12,922 000000904300 SH DEFINED 01 SOLE
RADIOSHACK CORP COM 750438103 3,488 000000121819 SH DEFINED 01 SOLE
RAYMOND JAMES FINANCIAL INC COM 754730109 283 000000011750 SH DEFINED 01 SOLE
RAYTHEON CO COM NEW 755111507 12,606 000000331933 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC COM 755267101 157 000000010761 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CORP COM 75621K106 293 000000010200 SH DEFINED 01 SOLE
REDWOOD TR INC COM 758075402 3,747 000000060043 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 1,740 000000047392 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 215 000000005370 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR DEPOSITRY 75902E100 53,484 000000400000 SH DEFINED 01 SOLE
REGIONS FINANCIAL CORP NEW COM 7591EP100 11,482 000000347309 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 377 000000014607 SH DEFINED 01 SOLE
RESEARCH IN MOTION LTD COM 760975102 341 000000004472 SH DEFINED 01 SOLE
RESPIRONICS INC COM 761230101 424 000000007935 SH DEFINED 01 SOLE
RETAIL HOLDRS TR DEP RCPT 76127U101 37,711 000000413500 SH DEFINED 01 SOLE
RETEK INC COM 76128Q109 149 000000032748 SH DEFINED 01 SOLE
REWARDS NETWORK INC COM 761557107 1,334 000000200046 SH DEFINED 01 SOLE
REYNOLDS AMERICAN INC COM 761713106 7,424 000000109113 SH DEFINED 01 SOLE
RIGEL PHARMACEUTICALS INC COM NEW 766559603 506 000000020014 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 3,403 000000132070 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC COM 773903109 5,937 000000153414 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC COM 774341101 4,859 000000130851 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 7,129 000000165926 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 466 000000019902 SH DEFINED 01 SOLE
ROUSE CO COM 779273101 34,777 000000520000 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 2,139 000000081036 SH DEFINED 01 SOLE
ROXIO INC COM 780008108 3,084 000000600000 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG EUR 780257804 505 000000009800 SH DEFINED 01 SOLE
1Page 18 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0RUBY TUESDAY INC COM 781182100 487 000000017500 SH DEFINED 01 SOLE
RYANAIR HLDGS PLC SPONSORED 783513104 289 000000009914 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 2,295 000000048808 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 63,433 000002444470 SH DEFINED 01 SOLE
SEI INVESTMENTS CO COM 784117103 3,142 000000093306 SH DEFINED 01 SOLE
SLM CORP COM 78442P106 14,318 000000321046 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 355,579 000003181637 SH DEFINED 01 SOLE
S1 CORPORATION COM 78463B101 3,592 000000450188 SH DEFINED 01 SOLE
SPX CORP COM 784635104 1,490 000000042100 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 2,586 000000105452 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 4,579 000000100313 SH DEFINED 01 SOLE
SAFENET INC COM 78645R107 1,391 000000052738 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 6,896 000000357165 SH DEFINED 01 SOLE
ST JOE CO COM 790148100 300 000000006300 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 9,821 000000130484 SH DEFINED 01 SOLE
ST PAUL TRAVELERS INC COM 792860108 16,708 000000505409 SH DEFINED 01 SOLE
SAKS INC COM 79377W108 143 000000011900 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 420 000000014444 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 3,240 000000459624 SH DEFINED 01 SOLE
SANMINA SCI CORP COM 800907107 74 000000010700 SH DEFINED 06 SOLE
SANOFI AVENTIS SPONSORED 80105N105 15,804 000000431706 SH DEFINED 01 SOLE
SANOFI AVENTIS SP ADR TEM 80105N204 31,254 000000857233 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 13,388 000000585660 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 728 000000011685 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 21,313 000001118241 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 29,271 000000434869 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 9,345 000001016871 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 3,632 000000140147 SH DEFINED 01 SOLE
SCRIPPS E W CO OHIO CL A 811054204 909 000000019044 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 3,701 000000079862 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 6,284 000000157706 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-EN 81369Y506 69,860 000002000000 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-FI 81369Y605 170,760 000006000000 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR SBI INT-UT 81369Y886 50,100 000002000000 SH DEFINED 01 SOLE
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 20,314 000000671760 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 6,472 000000178855 SH DEFINED 01 SOLE
SHELL TRANS & TRADING PLC ADR NY SHS 822703609 387 000000008700 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 5,064 000000115208 SH DEFINED 01 SOLE
SIEBEL SYS INC COM 826170102 4,556 000000604263 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 140 000000015737 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 3,351 000000057778 SH DEFINED 01 SOLE
SILICON VY BANCSHARES NOTE 827064AC0 5,461 000004500000 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW COM 828806109 8,245 000000153748 SH DEFINED 01 SOLE
SINCLAIR BROADCAST GROUP INC CL A 829226109 438 000000060000 SH DEFINED 01 SOLE
SIX FLAGS INC COM 83001P109 136 000000025074 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 290 000000011600 SH DEFINED 01 SOLE
1Page 19 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SMUCKER J M CO COM NEW 832696405 603 000000013600 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 251 000000012984 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 1,298 000000047119 SH DEFINED 01 SOLE
SOLECTRON CORP NOTE 0.50 834182AS6 2,084 000000025000 PRN DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 3,546 000000716433 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 309 000000011700 SH DEFINED 01 SOLE
SONUS PHARMACEUTICALS INC COM 835692104 219 000000059200 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 16,349 000000545362 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 49,594 000001190468 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 8,312 000000610324 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 5,917 000000271205 SH DEFINED 01 SOLE
SPINNAKER EXPL CO COM 84855W109 451 000000012872 SH DEFINED 01 SOLE
SPRINT CORP COM FON 852061100 21,514 000001068795 SH DEFINED 01 SOLE
STANCORP FINL GROUP INC COM 852891100 655 000000009200 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 2,950 000000069368 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 11,579 000000388298 SH DEFINED 01 SOLE
STARBUCKS CORP COM 855244109 14,540 000000319857 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD NOTE 3.50 85590AAJ3 3,801 000000035000 PRN DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 7,454 000000160586 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 12,087 000000283002 SH DEFINED 01 SOLE
STEEL DYNAMICS INC NOTE 4.00 858119AD2 3,532 000000015000 PRN DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 261 000000005978 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 315 000000012500 SH DEFINED 01 SOLE
STREETTRACKS SER TR SPDR O STR 86330E869 406 000000002800 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 14,285 000000297109 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 10,278 000002544241 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 5,083 000000213870 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 4,138 000000055940 SH DEFINED 01 SOLE
SUNTERRA CORP COM NEW 86787D208 476 000000050000 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 14,850 000000210914 SH DEFINED 01 SOLE
SUPERIOR INDS INTL INC COM 868168105 436 000000014576 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 3,318 000000120471 SH DEFINED 01 SOLE
SWIFT TRANSN CO COM 870756103 555 000000033013 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 449 000000032600 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 13,314 000000242619 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 2,324 000000183876 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 2,847 000000180699 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 5,993 000000229186 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 15,609 000000521710 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 299 000000009900 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 2,144 000000158516 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 8,108 000000367894 SH DEFINED 01 SOLE
TXU CORP COM 873168108 10,400 000000217031 SH DEFINED 01 SOLE
TARGET CORP COM 87612E106 30,192 000000667245 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 239 000000006210 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL B 878895101 375 000000009178 SH DEFINED 01 SOLE
1Page 20 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TEKTRONIX INC COM 879131100 2,127 000000063997 SH DEFINED 01 SOLE
TELEFLEX INC COM 879369106 357 000000008400 SH DEFINED 01 SOLE
TELEWEST GLOBAL INC COM 87956T107 9,806 000000843925 SH DEFINED 01 SOLE
TELIK INC COM 87959M109 766 000000034392 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 3,063 000000333323 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 3,422 000000050970 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 3,758 000000348337 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 2,073 000000154748 SH DEFINED 01 SOLE
TETRA TECH INC NEW COM 88162G103 377 000000029802 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,618 000000062370 SH DEFINED 01 SOLE
TEXAS GENCO HLDGS INC COM 882443104 3,592 000000077000 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 27,629 000001298401 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 6,962 000000108329 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 3,521 000000130312 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 234 000000008746 SH DEFINED 01 SOLE
THOR INDS INC COM 885160101 328 000000012400 SH DEFINED 01 SOLE
3COM CORP COM 885535104 138 000000032861 SH DEFINED 01 SOLE
3M CO COM 88579Y101 46,955 000000587164 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 3,350 000000108995 SH DEFINED 01 SOLE
TIME WARNER INC COM 887317105 59,076 000003660245 SH DEFINED 01 SOLE
TITAN CORP COM 888266103 143 000000010244 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 273 000000005900 SH DEFINED 01 SOLE
TOO INC COM 890333107 185 000000010284 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 4,403 000000082806 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 2,846 000000160453 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 2,603 000000140085 SH DEFINED 01 SOLE
TRIARC COS INC CL B SER 1 895927309 335 000000029288 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 10,760 000000261504 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 144 000000036954 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 173 000000010244 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 45,393 000001480560 SH DEFINED 01 SOLE
UST INC COM 902911106 4,910 000000121975 SH DEFINED 01 SOLE
US BANCORP DEL COM NEW 902973304 40,254 000001392905 SH DEFINED 01 SOLE
USEC INC COM 90333E108 132 000000012744 SH DEFINED 01 SOLE
UNIFI INC COM 904677101 270 000000118800 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 11,267 000000192279 SH DEFINED 01 SOLE
UNIONBANCAL CORP COM 908906100 290 000000004900 SH DEFINED 01 SOLE
UNISOURCE ENERGY CORP COM 909205106 2,072 000000085098 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 2,606 000000252539 SH DEFINED 01 SOLE
UNITED AUTO GROUP INC COM 909440109 221 000000008835 SH DEFINED 01 SOLE
UNITED DOMINION REALTY TR IN COM 910197102 206 000000010400 SH DEFINED 01 SOLE
UNITED ONLINE INC COM 911268100 366 000000038146 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC CL B 911312106 65,601 000000864092 SH DEFINED 01 SOLE
UNITED RENTALS INC COM 911363109 316 000000019921 SH DEFINED 01 SOLE
UNITED STATES CELLULAR CORP COM 911684108 1,661 000000038500 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW COM 912909108 3,191 000000084824 SH DEFINED 01 SOLE
1Page 21 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0UNITED TECHNOLOGIES CORP COM 913017109 36,385 000000389651 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC COM 91324P102 36,062 000000489045 SH DEFINED 01 SOLE
UNITRIN INC COM 913275103 328 000000007900 SH DEFINED 01 SOLE
UNIVERSAL HLTH SVCS INC CL B 913903100 582 000000013400 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 7,577 000000239722 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 8,409 000000195577 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 5,904 000000376342 SH DEFINED 01 SOLE
USF CORP COM 91729Q101 207 000000005777 SH DEFINED 01 SOLE
V F CORP COM 918204108 4,298 000000086919 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 7,575 000000094447 SH DEFINED 01 SOLE
VALSPAR CORP COM 920355104 317 000000006800 SH DEFINED 01 SOLE
VARCO INTL INC DEL COM 922122106 2,708 000000101000 SH DEFINED 01 SOLE
VARIAN INC COM 922206107 333 000000008817 SH DEFINED 01 SOLE
VECTREN CORP COM 92240G101 319 000000012700 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 215 000000010835 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS COM 92343V104 80,568 000002045929 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 11,879 000000667384 SH DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 153 000000014584 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 69,097 000002058910 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 192 000000014900 SH DEFINED 01 SOLE
VISTEON CORP COM 92839U107 856 000000107157 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 369 000000017946 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 4,002 000000078560 SH DEFINED 01 SOLE
WGL HLDGS INC COM 92924F106 212 000000007534 SH DEFINED 01 SOLE
WMS INDS INC COM 929297109 296 000000011541 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW COM 929903102 45,423 000000967480 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 165,244 000003106107 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 27,114 000000756755 SH DEFINED 01 SOLE
WARWICK CMNTY BANCORP INC COM 936559103 4,738 000000143253 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 25,198 000000644798 SH DEFINED 01 SOLE
WASHINGTON POST CO CL B 939640108 276 000000000300 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 12,040 000000440414 SH DEFINED 01 SOLE
WATERS CORP COM 941848103 4,025 000000091292 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 2,468 000000083808 SH DEFINED 01 SOLE
WAYNE BANCORP INC OHIO COM 944293109 401 000000014114 SH DEFINED 01 SOLE
WEBMD CORP NOTE 1.75 94769MAE5 2,037 000000025000 PRN DEFINED 01 SOLE
WEBMD CORP COM 94769M105 118 000000017023 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 397 000000008050 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 14,810 000000140936 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 73,851 000001238490 SH DEFINED 01 SOLE
WENDYS INTL INC COM 950590109 4,125 000000122789 SH DEFINED 01 SOLE
WERNER ENTERPRISES INC COM 950755108 330 000000017108 SH DEFINED 01 SOLE
WESTERN DIGITAL CORP COM 958102105 2,637 000000300000 SH DEFINED 01 SOLE
WESTERN GAS RES INC COM 958259103 526 000000018400 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 496 000000025100 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 11,969 000000180054 SH DEFINED 01 SOLE
1Page 22 04-11-08 16:37:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2004
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WHIRLPOOL CORP COM 963320106 3,027 000000050378 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC COM 966837106 357 000000004170 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 4,673 000000386207 SH DEFINED 01 SOLE
WILLIAMS SONOMA INC COM 969904101 319 000000008500 SH DEFINED 01 SOLE
WILMINGTON TRUST CORP COM 971807102 343 000000009500 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC COM 973149107 159 000000013035 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 418 000000135338 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 1,478 000000069259 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 10,709 000000169153 SH DEFINED 01 SOLE
WYETH DBCV 983024AD2 19,642 000000200000 PRN DEFINED 01 SOLE
WYETH COM 983024100 38,665 000001033845 SH DEFINED 01 SOLE
XCEL ENERGY INC COM 98389B100 5,114 000000295268 SH DEFINED 01 SOLE
XILINX INC COM 983919101 9,632 000000356749 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 8,766 000000622602 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 36,270 000001069617 SH DEFINED 01 SOLE
YELLOW CORP NOTE 3.37 985509AQ1 15,930 000000120000 PRN DEFINED 01 SOLE
YORK INTL CORP NEW COM 986670107 689 000000021816 SH DEFINED 01 SOLE
YUM BRANDS INC COM 988498101 8,698 000000213930 SH DEFINED 01 SOLE
ZIMMER HLDGS INC COM 98956P102 16,554 000000209444 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 4,300 000000070448 SH DEFINED 01 SOLE
ZORAN CORP COM 98975F101 227 000000014450 SH DEFINED 01 SOLE
ZOLL MED CORP COM 989922109 1 000000000038 SH DEFINED 01 SOLE