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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 September 30, 2005
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
PRIOR FILINGS FOR THE NOMURA GROUP WERE REPORTED UNDER THE NAME NOMURA
SECURITIES COMPANY, WITH CIK NUMBER 0000110097. SUBSEQUENT FILINGS WILL
BE MADE UNDER THE NAME NOMURA HOLDINGS, INC., CIK NUMBER 0001163653.
NOMURA HOLDINGS, INC. (NHI) IS THE PARENT HOLDING COMPANY OF A NUMBER
OF OPERATING SUBSIDIARIES, SOME OF WHICH ARE OR MAY BE INSTITUTIONAL
INVESTMENT MANAGERS FOR THE PURPOSES OF THE REPORTING REQUIREMENTS UNDER
SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 (THE ACT) AND THE RULES
PROMULGATED THEREUNDER. NHI ITSELF DOES NOT DIRECTLY EXERCISE INVESTMENT
DISCRETION WITH RESPECT TO ANY SECTION 13(F) SECURITIES POSITIONS. IN
THAT NHI'S OWNERSHIP INTEREST IN SUCH OPERATING SUBSIDIARIES IS DEEMED THE
EXERCISE OF INVESTMENT DISCRETION REGARDING CERTAIN OF SUCH SUBSIDIARIES'
MANAGED ACCOUNTS, THE INFORMATION REQUIRED BY FORM 13F IS REPORTED BY NHI
ON BEHALF OF CERTAIN OF NHI'S OPERATING SUBSIDIARIES WHICH ARE INSTITUTIONAL
INVESTMENT MANAGERS SUBJECT TO SECTION 13(F)OF THE ACT.
Nomura Holdings Inc.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 001-15270
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY November 15, 2005
------------------------------------------
(Place and Date of Signing)
Report Type:
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1111
Form 13F Information Table Value Total: $14,351,534
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
13F File No.: Name:
------------- ---------------------
6. 28-05739 Global Funds Management, S.A.
------------- ---------------------
2. 28-04985 Nomura International plc
------------- ---------------------
4. 28-04993 Nomura Securities (Bermuda)
------------- ---------------------
1. 28-04983 Nomura Securities International, Inc.
------------- ---------------------
1Page 1 05-02-10 16:19:43
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
ACE LTD G0070K103 11,373 000000241626 SH DEFINED 01 SOLE
AMDOCS LTD G02602103 257 000000009300 SH DEFINED 01 SOLE
BUNGE LIMITED G16962105 299 000000005700 SH DEFINED 01 SOLE
COOPER INDS LTD G24182100 5,184 000000074979 SH DEFINED 01 SOLE
EVEREST RE GROUP LTD G3223R108 478 000000004891 SH DEFINED 01 SOLE
GARMIN LTD G37260109 527 000000007770 SH DEFINED 01 SOLE
GLOBALSANTAFE CORP G3930E101 488 000000010700 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD G4776G101 10,362 000000271051 SH DEFINED 01 SOLE
IPC HLDGS LTD G4933P101 210 000000006447 SH DEFINED 01 SOLE
MARVELL TECHNOLOGY GRO UP LTD G5876H105 1,217 000000026399 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD G6359F103 9,028 000000125695 SH DEFINED 01 SOLE
NOBLE CORPORATION G65422100 8,014 000000117069 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY G7945J104 307 000000019400 SH DEFINED 01 SOLE
TRANSOCEAN INC G90078109 15,584 000000254190 SH DEFINED 01 SOLE
WEATHERFORD INTERNATIO NAL LT G95089101 7,616 000000110934 SH DEFINED 01 SOLE
XL CAP LTD G98255105 8,763 000000128815 SH DEFINED 01 SOLE
ALCON INC H01301102 230 000000001800 SH DEFINED 01 SOLE
CHECK POINT SOFTWARE T ECH LT M22465104 1,996 000000082083 SH DEFINED 01 SOLE
ASML HLDG NV N07059111 478 000000029000 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD Y2573F102 1,512 000000117705 SH DEFINED 01 SOLE
GENERAL MARITIME CORP Y2692M103 393 000000010700 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIO NS 000886309 2,144 000000093802 SH DEFINED 01 SOLE
AFLAC INC 001055102 17,758 000000392029 SH DEFINED 01 SOLE
AGCO CORP 001084102 432 000000023761 SH DEFINED 01 SOLE
AES CORP 00130H105 8,457 000000514737 SH DEFINED 01 SOLE
AMR CORP 001765106 171 000000015300 SH DEFINED 01 SOLE
AMR CORP 001765106 391 000000035000 SH DEFINED 04 SOLE
ATI TECHNOLOGIES INC 001941103 540 000000038802 SH DEFINED 01 SOLE
AT&T CORP 001957505 46,801 000002363730 SH DEFINED 01 SOLE
ABBOTT LABS 002824100 53,462 000001260912 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO 002896207 906 000000018193 SH DEFINED 01 SOLE
ABITIBI-CONSOLIDATED I NC 003924107 934 000000200000 SH DEFINED 01 SOLE
ACCREDITED HOME LENDRS HLDG 00437P107 643 000000018292 SH DEFINED 01 SOLE
ACTIVISION INC NEW 004930202 233 000000011408 SH DEFINED 01 SOLE
ACTION PERFORMANCE COS INC 004933107 500 000000040000 SH DEFINED 01 SOLE
ACXIOM CORP 005125109 374 000000020029 SH DEFINED 01 SOLE
ADOBE SYS INC 00724F101 12,485 000000418275 SH DEFINED 01 SOLE
ADVANCE AUTO PARTS INC 00751Y106 226 000000005844 SH DEFINED 01 SOLE
ADVANCED MEDICAL OPTIC S INC 00763M108 535 000000014104 SH DEFINED 01 SOLE
AEROPOSTALE 007865108 758 000000035694 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC 007903107 7,902 000000313606 SH DEFINED 01 SOLE
ADVANTA CORP 007942105 953 000000036596 SH DEFINED 01 SOLE
AETNA INC NEW 00817Y108 19,315 000000224232 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SE RVICES 008190100 5,508 000000100887 SH DEFINED 01 SOLE
AFFILIATED MANAGERS GR OUP 008252108 543 000000007500 SH DEFINED 01 SOLE
AFFYMETRIX INC 00826T108 722 000000015634 SH DEFINED 01 SOLE
1Page 2 05-11-14 13:44:57
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 AGILENT TECHNOLOGIES I NC 00846U101 12,485 000000381222 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC 009158106 9,690 000000175738 SH DEFINED 01 SOLE
AIRTRAN HLDGS INC 00949P108 190 000000015084 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC 011659109 221 000000007631 SH DEFINED 01 SOLE
ALBERTO CULVER CO 013068101 2,798 000000062539 SH DEFINED 01 SOLE
ALBERTSONS INC 013104104 9,496 000000370237 SH DEFINED 01 SOLE
ALCOA INC 013817101 19,822 000000811741 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN IN C 014482103 364 000000006839 SH DEFINED 01 SOLE
ALKERMES INC 01642T108 329 000000019637 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC 017361106 4,033 000000131315 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC 01741R102 2,329 000000075200 SH DEFINED 01 SOLE
ALLERGAN INC 018490102 10,123 000000110491 SH DEFINED 01 SOLE
ALLIANCE DATA SYSTEMS CORP 018581108 878 000000022441 SH DEFINED 01 SOLE
ALLIANT ENERGY CORP 018802108 523 000000017978 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS IN C 018804104 436 000000005847 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC 019589308 1,530 000000181183 SH DEFINED 01 SOLE
ALLSTATE CORP 020002101 29,202 000000528161 SH DEFINED 01 SOLE
ALLTEL CORP 020039103 19,329 000000296876 SH DEFINED 01 SOLE
ALTERA CORP 021441100 8,035 000000420494 SH DEFINED 01 SOLE
ALTRIA GROUP INC 02209S103 120,862 000001639706 SH DEFINED 01 SOLE
AMAZON COM INC 023135AF3 2,443 000002500000 PRN DEFINED 01 SOLE
AMAZON COM INC 023135106 1,642 000000036260 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC 023139108 6,225 000000086391 SH DEFINED 01 SOLE
AMDOCS LTD 02342TAD1 1,825 000002000000 PRN DEFINED 01 SOLE
AMEGY BANCORPORATION I NC 02343R102 7,722 000000341258 SH DEFINED 01 SOLE
AMERADA HESS CORP 023551104 9,213 000000067008 SH DEFINED 01 SOLE
AMEREN CORP 023608102 9,499 000000177590 SH DEFINED 01 SOLE
AMERICAN CAPITAL STRAT EGIES 024937104 428 000000011681 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITT ERS NE 02553E106 1,296 000000055084 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC 025537101 12,184 000000306909 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO 025816109 57,282 000000997257 SH DEFINED 01 SOLE
AMERICAN FINL GROUP IN C OHIO 025932104 718 000000021175 SH DEFINED 01 SOLE
AMERICAN FINL RLTY T R 02607PAB3 2,835 000003000000 PRN DEFINED 01 SOLE
AMERICAN GREETINGS COR P 026375105 255 000000009324 SH DEFINED 01 SOLE
AMERICAN INTL GROUP IN C 026874107 123,227 000001988827 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSIO N CORP 029066107 3,987 000000153904 SH DEFINED 01 SOLE
AMERICAN STD COS INC D EL 029712106 6,765 000000145340 SH DEFINED 01 SOLE
AMERICAN TOWER CORP 029912AF9 5,962 000006000000 PRN DEFINED 01 SOLE
AMERICREDIT CORP 03060R101 602 000000025244 SH DEFINED 01 SOLE
AMERUS GROUP CO 03072M108 290 000000005059 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP 03073E105 6,703 000000086717 SH DEFINED 01 SOLE
AMETEK INC NEW 031100100 217 000000005062 SH DEFINED 01 SOLE
AMGEN INC 031162AL4 17,011 000021500000 SH DEFINED 01 SOLE
AMGEN INC 031162100 79,442 000000997140 SH DEFINED 01 SOLE
AMKOR TECHNOLOGY INC 031652100 104 000000024044 SH DEFINED 01 SOLE
AMPHENOL CORP NEW 032095101 466 000000011557 SH DEFINED 01 SOLE
1Page 3 05-11-14 13:44:57
0 FORM 13F
INFORMATION TABLE
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09/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 AMSOUTH BANCORPORATION 032165102 6,951 000000275185 SH DEFINED 01 SOLE
ANADARKO PETE CORP 032511107 17,841 000000186333 SH DEFINED 01 SOLE
ANALOG DEVICES INC 032654105 12,606 000000339434 SH DEFINED 01 SOLE
ANDREW CORP 034425108 1,676 000000150377 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC 035229103 27,578 000000640776 SH DEFINED 01 SOLE
ANIXTER INTL INC 035290AG0 3,390 000006000000 SH DEFINED 01 SOLE
ANNALY MTG MGMT INC 035710409 369 000000028500 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP 036115103 222 000000008366 SH DEFINED 01 SOLE
AON CORP 037389103 8,122 000000253183 SH DEFINED 01 SOLE
APACHE CORP 037411105 19,263 000000256091 SH DEFINED 01 SOLE
APARTMENT INVT & MGMT CO 03748R101 3,824 000000098613 SH DEFINED 01 SOLE
APOLLO GROUP INC 037604105 9,199 000000138561 SH DEFINED 01 SOLE
APPLE COMPUTER INC 037833100 36,520 000000681223 SH DEFINED 01 SOLE
APPLE COMPUTER INC 037833100 3,216 000000060000 SH DEFINED 04 SOLE
APPLEBEES INTL INC 037899101 442 000000021367 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC 037933108 380 000000011931 SH DEFINED 01 SOLE
APPLERA CORP 038020103 3,703 000000159377 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP 03822W109 809 000000269672 SH DEFINED 01 SOLE
APPLIED MATLS INC 038222105 25,532 000001505440 SH DEFINED 01 SOLE
AQUA AMERICA INC 03836W103 209 000000005517 SH DEFINED 01 SOLE
AQUILA INC 03840P102 178 000000045179 SH DEFINED 01 SOLE
ARAMARK CORP 038521100 251 000000009400 SH DEFINED 01 SOLE
ARCH COAL INC 039380100 563 000000008344 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO 039483102 12,861 000000521534 SH DEFINED 01 SOLE
ARCHSTONE SMITH TR 039583109 6,676 000000167456 SH DEFINED 01 SOLE
ARGOSY GAMING CO 040228108 24,434 000000520000 SH DEFINED 01 SOLE
ARROW ELECTRS INC 042735AY6 5,412 000010000000 SH DEFINED 01 SOLE
ARROW ELECTRS INC 042735100 207 000000006605 SH DEFINED 01 SOLE
ARVINMERITOR INC 043353101 213 000000012783 SH DEFINED 01 SOLE
ASHLAND INC NEW 044209104 4,003 000000072482 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP 045487105 801 000000026301 SH DEFINED 01 SOLE
ATMEL CORP 049513104 184 000000089566 SH DEFINED 01 SOLE
ATMOS ENERGY CORP 049560105 361 000000012800 SH DEFINED 01 SOLE
AUGUST TECHNOLOGY CORP 05106U105 1,067 000000100000 SH DEFINED 01 SOLE
AUTODESK INC 052769106 8,993 000000193648 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESS ING IN 053015103 20,230 000000470028 SH DEFINED 01 SOLE
AUTONATION INC 05329W102 3,449 000000172758 SH DEFINED 01 SOLE
AUTOZONE INC 053332102 5,723 000000068745 SH DEFINED 01 SOLE
AVAYA INC 053499109 3,703 000000359575 SH DEFINED 01 SOLE
AVERY DENNISON CORP 053611109 5,397 000000103019 SH DEFINED 01 SOLE
AVNET INC 053807103 313 000000012831 SH DEFINED 01 SOLE
AVOCENT CORP 053893103 336 000000010622 SH DEFINED 01 SOLE
AVON PRODS INC 054303102 13,518 000000500690 SH DEFINED 01 SOLE
AZTAR CORP 054802103 231 000000007500 SH DEFINED 01 SOLE
BB&T CORP 054937107 24,846 000000636286 SH DEFINED 01 SOLE
BCE INC 05534B109 257 000000009400 SH DEFINED 01 SOLE
1Page 4 05-11-14 13:44:57
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09/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 BISYS GROUP INC 055472104 524 000000039046 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC 05548J106 346 000000012481 SH DEFINED 01 SOLE
BJ SVCS CO 055482103 9,045 000000251341 SH DEFINED 01 SOLE
BMC SOFTWARE INC 055921100 3,933 000000186405 SH DEFINED 01 SOLE
BAKER HUGHES INC 057224107 15,702 000000263116 SH DEFINED 01 SOLE
BALL CORP 058498106 3,280 000000089293 SH DEFINED 01 SOLE
BALLARD PWR SYS INC 05858H104 96 000000017285 SH DEFINED 01 SOLE
BALLARD PWR SYS INC 05858H104 976 000000174600 SH DEFINED 04 SOLE
BANDAG INC 059815100 211 000000004935 SH DEFINED 01 SOLE
BANK OF AMERICA CORPOR ATION 060505104 130,868 000003108519 SH DEFINED 01 SOLE
BANK NEW YORK INC 064057102 18,719 000000636517 SH DEFINED 01 SOLE
BANTA CORP 066821109 211 000000004163 SH DEFINED 01 SOLE
BARD C R INC 067383109 5,583 000000084559 SH DEFINED 01 SOLE
BARNES & NOBLE INC 067774109 354 000000009409 SH DEFINED 01 SOLE
BARRICK GOLD CORP 067901108 223 000000007700 SH DEFINED 01 SOLE
BARR PHARMACEUTICALS I NC 068306109 551 000000010046 SH DEFINED 01 SOLE
BAUSCH & LOMB INC 071707103 14,265 000000176810 SH DEFINED 01 SOLE
BAXTER INTL INC 071813109 19,250 000000482825 SH DEFINED 01 SOLE
BEA SYS INC 073325102 1,423 000000158299 SH DEFINED 01 SOLE
BEAR STEARNS COS INC 073902108 10,091 000000091953 SH DEFINED 01 SOLE
BEARINGPOINT INC 074002106 225 000000029700 SH DEFINED 01 SOLE
BECKMAN COULTER INC 075811109 617 000000011447 SH DEFINED 01 SOLE
BECTON DICKINSON & CO 075887109 10,281 000000196095 SH DEFINED 01 SOLE
BED BATH & BEYOND INC 075896100 10,054 000000250233 SH DEFINED 01 SOLE
BEL FUSE INC 077347201 328 000000011119 SH DEFINED 01 SOLE
BELLSOUTH CORP 079860102 38,967 000001481647 SH DEFINED 01 SOLE
BELO CORP 080555105 399 000000017489 SH DEFINED 01 SOLE
BEMIS INC 081437105 2,705 000000109545 SH DEFINED 01 SOLE
BERKLEY W R CORP 084423102 267 000000006775 SH DEFINED 01 SOLE
BEST BUY INC 086516AF8 2,187 000002000000 PRN DEFINED 01 SOLE
BEST BUY INC 086516101 13,980 000000321170 SH DEFINED 01 SOLE
BEVERLY ENTERPRISES IN C 087851309 1,837 000000150000 SH DEFINED 01 SOLE
BIG LOTS INC 089302103 1,093 000000099457 SH DEFINED 01 SOLE
BIOMET INC 090613100 8,113 000000233737 SH DEFINED 01 SOLE
BIOGEN IDEC INC 09062X103 17,315 000000438598 SH DEFINED 01 SOLE
BIOSOURCE INTL INC 09066H104 440 000000035000 SH DEFINED 01 SOLE
BIOTECH HOLDERS TR 09067D201 120,077 000000629600 SH DEFINED 01 SOLE
BLACK & DECKER CORP 091797100 5,780 000000070419 SH DEFINED 01 SOLE
BLOCK H & R INC 093671105 7,663 000000319565 SH DEFINED 01 SOLE
BLOCKBUSTER INC 093679108 926 000000195000 SH DEFINED 01 SOLE
BLYTH INC 09643P108 310 000000013921 SH DEFINED 01 SOLE
BOB EVANS FARMS INC 096761101 200 000000008811 SH DEFINED 01 SOLE
BOEING CO 097023105 43,507 000000640284 SH DEFINED 01 SOLE
BOOKS-A-MILLION INC 098570104 184 000000020512 SH DEFINED 01 SOLE
BORDERS GROUP INC 099709107 604 000000027284 SH DEFINED 01 SOLE
BORG WARNER INC 099724106 723 000000012807 SH DEFINED 01 SOLE
1Page 5 05-11-14 13:44:57
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 BOSTON SCIENTIFIC CORP 101137107 11,352 000000485772 SH DEFINED 01 SOLE
BOWATER INC 102183100 662 000000023431 SH DEFINED 01 SOLE
BOYD GAMING CORP 103304101 459 000000010645 SH DEFINED 01 SOLE
BRIGGS & STRATTON CORP 109043109 300 000000008700 SH DEFINED 01 SOLE
BRINKER INTL INC 109641100 467 000000012439 SH DEFINED 01 SOLE
BRINKS CO 109696104 614 000000014970 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO 110122AN8 7,374 000007500000 PRN DEFINED 01 SOLE
BRISTOL MYERS SQUIBB C O 110122108 37,155 000001544279 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB C O 110122108 360 000000015000 SH DEFINED 04 SOLE
BROADCOM CORP 111320107 11,700 000000249369 SH DEFINED 01 SOLE
BROWN & BROWN INC 115236101 358 000000007224 SH DEFINED 01 SOLE
BROWN FORMAN CORP 115637100 629 000000010200 SH DEFINED 01 SOLE
BROWN FORMAN CORP 115637209 4,418 000000074205 SH DEFINED 01 SOLE
BRUNSWICK CORP 117043109 3,742 000000099193 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANT A FE C 12189T104 17,293 000000289187 SH DEFINED 01 SOLE
BURLINGTON RES INC 122014103 23,837 000000293129 SH DEFINED 01 SOLE
CBRL GROUP INC 12489VAB2 2,058 000004500000 SH DEFINED 01 SOLE
CBRL GROUP INC 12489V106 352 000000010474 SH DEFINED 01 SOLE
C D W CORP 12512N105 805 000000013666 SH DEFINED 01 SOLE
CEC ENTMT INC 125137109 317 000000010000 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC 12541W100 599 000000009342 SH DEFINED 01 SOLE
CIGNA CORP 125509109 12,091 000000102589 SH DEFINED 01 SOLE
CIT GROUP INC 125581108 10,632 000000235329 SH DEFINED 01 SOLE
CMS ENERGY CORP 125896100 2,900 000000176334 SH DEFINED 01 SOLE
CSK AUTO CORP 125965103 156 000000010500 SH DEFINED 01 SOLE
CNA FINL CORP 126117100 564 000000018900 SH DEFINED 01 SOLE
CNF INC 12612W104 984 000000018747 SH DEFINED 01 SOLE
CSX CORP 126408GA5 3,189 000003500000 SH DEFINED 01 SOLE
CSX CORP 126408103 8,050 000000173211 SH DEFINED 01 SOLE
CVS CORP 126650100 18,323 000000631619 SH DEFINED 01 SOLE
CABLEVISION SYS CORP 12686C109 2,913 000000095000 SH DEFINED 01 SOLE
CABLEVISION SYS CORP 12686C109 920 000000030000 SH DEFINED 01 SOLE
CABOT MICROELECTRONICS CORP 12709P103 304 000000010371 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTE M INC 127387AB4 3,292 000003000000 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC 127387108 185 000000011475 SH DEFINED 01 SOLE
CALLAWAY GOLF CO 131193104 183 000000012151 SH DEFINED 01 SOLE
CALPINE CORP 131347106 1,245 000000480733 SH DEFINED 01 SOLE
CAMPBELL SOUP CO 134429109 6,411 000000215508 SH DEFINED 01 SOLE
CANON INC 138006309 542 000000010000 SH DEFINED 01 SOLE
CAPITAL AUTOMOTIVE R EIT 139733109 3,085 000000079709 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP 14040H105 18,763 000000235958 SH DEFINED 01 SOLE
CARDINAL HEALTH INC 14149Y108 21,321 000000336094 SH DEFINED 01 SOLE
CAREER EDUCATION CORP 141665109 400 000000011257 SH DEFINED 01 SOLE
CAREMARK RX INC 141705103 17,498 000000350451 SH DEFINED 01 SOLE
CARLISLE COS INC 142339100 210 000000003305 SH DEFINED 01 SOLE
CARMIKE CINEMAS INC 143436400 515 000000022478 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 CARNIVAL CORP 143658AV4 1,485 000002000000 SH DEFINED 01 SOLE
CARNIVAL CORP 143658300 17,120 000000342542 SH DEFINED 01 SOLE
CATERPILLAR INC DEL 149123101 31,284 000000532504 SH DEFINED 01 SOLE
CELGENE CORP 151020104 326 000000006013 SH DEFINED 01 SOLE
CENDANT CORP 151313103 16,833 000000815597 SH DEFINED 01 SOLE
CENTERPOINT ENERGY I NC 15189TAM9 2,647 000002000000 PRN DEFINED 01 SOLE
CENTERPOINT ENERGY INC 15189T107 3,649 000000245458 SH DEFINED 01 SOLE
CENTEX CORP 152312104 7,142 000000110592 SH DEFINED 01 SOLE
CENTURYTEL INC 156700106 4,124 000000117914 SH DEFINED 01 SOLE
CEPHALON INC 156708AK5 2,820 000003000000 SH DEFINED 01 SOLE
CEPHALON INC 156708109 332 000000007166 SH DEFINED 01 SOLE
CERIDIAN CORP NEW 156779100 295 000000014246 SH DEFINED 01 SOLE
CHARLES RIV LABS INTL INC 159864107 1,816 000000041640 SH DEFINED 01 SOLE
CHATTEM INC 162456107 307 000000008673 SH DEFINED 01 SOLE
CHECKERS DRIVE-IN RE STAURANT 162809305 532 000000034827 SH DEFINED 01 SOLE
CHECKFREE CORP NEW 162813109 1,159 000000030652 SH DEFINED 01 SOLE
CHEMTURA CORP 163893100 217 000000017544 SH DEFINED 01 SOLE
CHEVRON CORP NEW 166764100 111,969 000001729788 SH DEFINED 01 SOLE
CHICAGO MERCANTILE HLD GS INC 167760107 573 000000001700 SH DEFINED 01 SOLE
CHICOS FAS INC 168615102 201 000000005485 SH DEFINED 01 SOLE
CHIRON CORP 170040109 7,939 000000181892 SH DEFINED 01 SOLE
CHUBB CORP 171232101 14,353 000000160280 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 COLGATE PALMOLIVE CO 194162103 21,544 000000408121 SH DEFINED 01 SOLE
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CP SHIPS LTD 22409V102 1,128 000000052900 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 CYTEC INDS INC 232820100 532 000000012286 SH DEFINED 01 SOLE
D R HORTON INC 23331A109 7,652 000000211268 SH DEFINED 01 SOLE
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DELL INC 24702R101 64,948 000001899072 SH DEFINED 01 SOLE
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DU PONT E I DE NEMOURS & CO 263534109 32,065 000000818636 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 EATON CORP 278058102 8,243 000000129719 SH DEFINED 01 SOLE
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ECOLAB INC 278865100 4,805 000000150498 SH DEFINED 01 SOLE
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ENGELHARD CORP 292845104 3,223 000000115487 SH DEFINED 01 SOLE
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EXPRESS SCRIPTS INC 302182100 7,798 000000125384 SH DEFINED 01 SOLE
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FEDERAL HOME LN MTG CO RP 313400301 33,599 000000595094 SH DEFINED 01 SOLE
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FEDERATED DEPT STORES INC DE 31410H101 14,174 000000211967 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 FEDERATED INVS INC PA 314211103 2,396 000000072130 SH DEFINED 01 SOLE
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FIRSTENERGY CORP 337932107 13,497 000000258966 SH DEFINED 01 SOLE
FISHER SCIENTIFIC INTL INC 338032204 6,357 000000102452 SH DEFINED 01 SOLE
FLUOR CORP NEW 343412102 4,740 000000073632 SH DEFINED 01 SOLE
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FRANKLIN RES INC 354613101 10,514 000000125229 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPE R & GO 35671D857 7,040 000000144895 SH DEFINED 01 SOLE
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GILEAD SCIENCES INC 375558103 18,337 000000376081 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 GILLETTE CO 375766102 115,828 000001990184 SH DEFINED 01 SOLE
GLATFELTER 377316104 181 000000012895 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL 381317106 12,707 000000213963 SH DEFINED 01 SOLE
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GOODRICH CORP 382388106 4,590 000000103537 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR C O 382550101 2,372 000000152201 SH DEFINED 01 SOLE
GRACO INC 384109104 324 000000009457 SH DEFINED 01 SOLE
GRAINGER W W INC 384802104 4,192 000000066636 SH DEFINED 01 SOLE
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GRANT PRIDECO INC 38821G101 230 000000005665 SH DEFINED 01 SOLE
GRAY TELEVISION INC 389375205 1,294 000000130800 SH DEFINED 01 SOLE
GREAT PLAINS ENERGY IN C 391164100 299 000000010027 SH DEFINED 01 SOLE
GUIDANT CORP 401698105 32,823 000000476466 SH DEFINED 01 SOLE
HCA INC 404119109 16,769 000000349958 SH DEFINED 01 SOLE
HCC INS HLDGS INC 404132102 215 000000007545 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 HUDSON UNITED BANCORP 444165104 9,503 000000224500 SH DEFINED 01 SOLE
HUGHES SUPPLY INC 444482103 1,052 000000032300 SH DEFINED 01 SOLE
HUMANA INC 444859102 6,547 000000136740 SH DEFINED 01 SOLE
HUNT J B TRANS SVCS IN C 445658107 315 000000016575 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC 446150104 4,838 000000215345 SH DEFINED 01 SOLE
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IAC INTERACTIVECORP 44919P300 828 000000032690 SH DEFINED 01 SOLE
ID BIOMEDICAL CORP 44936D108 1,502 000000050000 SH DEFINED 01 SOLE
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IMS HEALTH INC 449934108 4,490 000000178398 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVIC ES INC 45068B109 442 000000008966 SH DEFINED 01 SOLE
ITT INDS INC IND 450911102 12,094 000000106466 SH DEFINED 01 SOLE
IDENIX PHARMACEUTICA LS INC 45166R204 23,614 000000930974 SH DEFINED 02 SOLE
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IDENTIX INC 451906101 47 000000010106 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC 452308109 14,264 000000173258 SH DEFINED 01 SOLE
IMAGE ENTMT INC 452439201 251 000000060000 SH DEFINED 01 SOLE
IMATION CORP 45245A107 221 000000005178 SH DEFINED 01 SOLE
IMCLONE SYS INC 45245WAF6 2,486 000003000000 PRN DEFINED 01 SOLE
IMPAC MTG HLDGS INC 45254P102 236 000000019300 SH DEFINED 01 SOLE
INCO LTD 453258402 326 000000006900 SH DEFINED 01 SOLE
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INSIGHT COMMUNICATIONS INC 45768V108 1,250 000000107500 SH DEFINED 01 SOLE
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INTERNATIONAL RECTIF IER CORP 460254AE5 2,412 000002500000 PRN DEFINED 01 SOLE
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INTERNATIONAL SPEEDWAY CORP 460335201 544 000000010378 SH DEFINED 01 SOLE
INTERNET HOLDRS TR 46059W102 63,558 000001033800 SH DEFINED 01 SOLE
INTERNET SEC SYS INC 46060X107 1,010 000000042100 SH DEFINED 01 SOLE
INTERSIL CORP 46069S109 624 000000028674 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC 460690100 3,916 000000336475 SH DEFINED 01 SOLE
INTUIT 461202103 6,879 000000153528 SH DEFINED 01 SOLE
INVITROGEN CORP 46185RAD2 6,903 000007000000 SH DEFINED 01 SOLE
INVITROGEN CORP 46185R100 616 000000008190 SH DEFINED 01 SOLE
INVESTORS FINL SERVICE S CORP 461915100 507 000000015422 SH DEFINED 01 SOLE
IOMEGA CORP 462030305 136 000000045400 SH DEFINED 01 SOLE
IVAX CORP 465823102 13,360 000000506831 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 JDS UNIPHASE CORP 46612JAB7 2,112 000002500000 SH DEFINED 01 SOLE
JDS UNIPHASE CORP 46612J101 3,200 000001441795 SH DEFINED 01 SOLE
JPMORGAN & CHASE & CO 46625H100 91,768 000002704638 SH DEFINED 01 SOLE
J2 GLOBAL COMMUNICATIO NS INC 46626E205 1,067 000000026400 SH DEFINED 01 SOLE
JABIL CIRCUIT INC 466313103 4,290 000000138759 SH DEFINED 01 SOLE
JACK IN THE BOX INC 466367109 278 000000009300 SH DEFINED 01 SOLE
JACUZZI BRANDS INC 469865109 95 000000011900 SH DEFINED 01 SOLE
JANUS CAP GROUP INC 47102X105 2,695 000000186548 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP 475070108 5,861 000000114547 SH DEFINED 01 SOLE
JOHNSON & JOHNSON 478160104 145,132 000002293493 SH DEFINED 01 SOLE
JOHNSON CTLS INC 478366107 9,800 000000157939 SH DEFINED 01 SOLE
JONES APPAREL GROUP IN C 480074103 3,182 000000111656 SH DEFINED 01 SOLE
JOY GLOBAL INC 481165108 235 000000004659 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC 48203R104 2,343 000000098457 SH DEFINED 01 SOLE
KLA-TENCOR CORP 482480100 8,222 000000168626 SH DEFINED 01 SOLE
KB HOME 48666K109 5,085 000000069477 SH DEFINED 01 SOLE
KEANE INC 486665102 183 000000016083 SH DEFINED 01 SOLE
KELLOGG CO 487836108 9,621 000000208564 SH DEFINED 01 SOLE
KELLWOOD CO 488044AF5 2,109 000002500000 PRN DEFINED 01 SOLE
KELLY SVCS INC 488152208 211 000000006900 SH DEFINED 01 SOLE
KEMET CORP 488360108 183 000000021942 SH DEFINED 01 SOLE
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KERR MCGEE CORP 492386107 9,169 000000094422 SH DEFINED 01 SOLE
KEYCORP NEW 493267108 11,450 000000355039 SH DEFINED 01 SOLE
KEYSPAN CORP 49337W100 5,241 000000142505 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP 494368103 22,142 000000371954 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS 49455P101 7,743 000000080525 SH DEFINED 01 SOLE
KING PHARMACEUTICALS I NC 495582108 2,975 000000193438 SH DEFINED 01 SOLE
KNIGHT RIDDER INC 499040103 5,231 000000089157 SH DEFINED 01 SOLE
KOHLS CORP 500255104 15,308 000000305070 SH DEFINED 01 SOLE
KORN FERRY INTL 500643200 231 000000014121 SH DEFINED 01 SOLE
KRAFT FOODS INC 50075N104 299 000000009800 SH DEFINED 01 SOLE
KRISPY KREME DOUGHNUTS INC 501014104 174 000000027945 SH DEFINED 01 SOLE
KROGER CO 501044101 11,798 000000573045 SH DEFINED 01 SOLE
LSI LOGIC CORP 502161102 3,043 000000308981 SH DEFINED 01 SOLE
LSI LOGIC CORP 502161102 146 000000015300 SH DEFINED 06 SOLE
LTX CORP 502392103 188 000000044598 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLD GS INC 502424104 7,741 000000097903 SH DEFINED 01 SOLE
LA Z BOY INC 505336107 241 000000018300 SH DEFINED 01 SOLE
LABONE INC NEW 50540L105 435 000000010000 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS 50540RAC6 4,761 000006500000 SH DEFINED 01 SOLE
LABORATORY CORP AMER H LDGS 50540R409 5,401 000000110881 SH DEFINED 01 SOLE
LABRANCHE & CO INC 505447102 175 000000020177 SH DEFINED 01 SOLE
LAM RESEARCH CORP 512807108 2,775 000000091100 SH DEFINED 01 SOLE
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LANCASTER COLONY CORP 513847103 308 000000007186 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 LATTICE SEMICONDUCTOR CORP 518415104 178 000000041705 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC 518439104 2,006 000000057600 SH DEFINED 01 SOLE
LEAR CORP 521865105 2,297 000000067629 SH DEFINED 01 SOLE
LEGGETT & PLATT INC 524660107 3,964 000000196267 SH DEFINED 01 SOLE
LEGG MASON INC 524901105 253 000000002315 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC 524908100 24,641 000000211551 SH DEFINED 01 SOLE
LENNAR CORP 526057104 1,442 000000024141 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC 52729N100 256 000000110514 SH DEFINED 01 SOLE
LEXMARK INTL NEW 529771107 7,143 000000117004 SH DEFINED 01 SOLE
LIBERTY GLOBAL INC 530555101 3,269 000000120676 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW 530718AF2 8,325 000007500000 PRN DEFINED 01 SOLE
LIBERTY MEDIA CORP NEW 530718105 3,760 000000467100 SH DEFINED 01 SOLE
LIBERTY PPTY TR 531172104 306 000000007196 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS IN C 53219L109 373 000000008530 SH DEFINED 01 SOLE
LILLY ELI & CO 532457108 49,834 000000931134 SH DEFINED 01 SOLE
LIMITED BRANDS INC 532716107 5,857 000000286727 SH DEFINED 01 SOLE
LINCARE HLDGS INC 532791100 641 000000015626 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND 534187109 7,235 000000139096 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP 535678106 13,348 000000355108 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC 539320101 3,603 000000091656 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP 539830109 17,277 000000283058 SH DEFINED 01 SOLE
LOEWS CORP 540424108 11,248 000000121721 SH DEFINED 01 SOLE
LOUISIANA PAC CORP 546347105 2,672 000000096529 SH DEFINED 01 SOLE
LOWES COS INC 548661107 41,171 000000639309 SH DEFINED 01 SOLE
LUBRIZOL CORP 549271104 254 000000005864 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES IN C 549463107 11,519 000003544547 SH DEFINED 01 SOLE
M & T BK CORP 55261F104 7,063 000000066816 SH DEFINED 01 SOLE
MBIA INC 55262C100 6,628 000000109349 SH DEFINED 01 SOLE
MBNA CORP 55262L100 58,509 000002374593 SH DEFINED 01 SOLE
MDU RES GROUP INC 552690109 256 000000007190 SH DEFINED 01 SOLE
MCI INC 552691107 26,420 000001039765 SH DEFINED 01 SOLE
MEMC ELECTR MATLS INC 552715104 588 000000025840 SH DEFINED 01 SOLE
MGIC INVT CORP WIS 552848103 5,109 000000079588 SH DEFINED 01 SOLE
MGI PHARMA INC 552880106 525 000000022623 SH DEFINED 01 SOLE
MPS GROUP INC 553409103 179 000000015196 SH DEFINED 01 SOLE
MACROMEDIA INC 556100105 7,847 000000192963 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS I NC 559079207 3,522 000000100202 SH DEFINED 01 SOLE
MANOR CARE INC NEW 564055101 3,389 000000088239 SH DEFINED 01 SOLE
MANPOWER INC 56418H100 573 000000012925 SH DEFINED 01 SOLE
MARATHON OIL CORP 565849106 19,573 000000283956 SH DEFINED 01 SOLE
MARKEL CORP 570535104 462 000000001400 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS I NC 571748102 12,777 000000420439 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP 571834100 7,511 000000172640 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW 571903202 8,815 000000139924 SH DEFINED 01 SOLE
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MARTHA STEWART LIVING OMNIME 573083102 703 000000028100 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 MARTIN MARIETTA MATLS INC 573284106 214 000000002739 SH DEFINED 01 SOLE
MASCO CORP 574599BB1 3,440 000007500000 SH DEFINED 01 SOLE
MASCO CORP 574599106 13,698 000000446502 SH DEFINED 01 SOLE
MATTEL INC 577081102 6,104 000000365996 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC 57772K101 13,796 000000323479 SH DEFINED 01 SOLE
MAYTAG CORP 578592107 2,839 000000155521 SH DEFINED 01 SOLE
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MCAFEE INC 579064106 244 000000007793 SH DEFINED 01 SOLE
MCDATA CORP 580031102 3,955 000000818990 SH DEFINED 01 SOLE
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MCGRAW HILL COS INC 580645109 14,618 000000304291 SH DEFINED 01 SOLE
MCKESSON CORP 58155Q103 11,325 000000238683 SH DEFINED 01 SOLE
MEADWESTVACO CORP 583334107 4,364 000000158006 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC 58405U102 12,923 000000235696 SH DEFINED 01 SOLE
MEDIA GEN INC 584404107 397 000000006856 SH DEFINED 01 SOLE
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MEDIMMUNE INC 584699102 8,455 000000251276 SH DEFINED 01 SOLE
MEDTRONIC INC 585055AD8 29,962 000030000000 PRN DEFINED 01 SOLE
MEDTRONIC INC 585055106 54,866 000001023241 SH DEFINED 01 SOLE
MELLON FINL CORP 58551A108 10,417 000000325855 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP 587200AB2 2,981 000003000000 PRN DEFINED 01 SOLE
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MERCK & CO INC 589331107 48,276 000001774232 SH DEFINED 01 SOLE
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MERRILL LYNCH & CO I NC 590188W46 33,028 000032500000 SH DEFINED 01 SOLE
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METLIFE INC 59156R108 30,964 000000621409 SH DEFINED 01 SOLE
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MODINE MFG CO 607828100 221 000000006045 SH DEFINED 01 SOLE
MOHAWK INDS INC 608190104 1,194 000000014879 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 MOLEX INC 608554101 21,643 000000811218 SH DEFINED 01 SOLE
MOLSON COORS BREWING C O 60871R209 3,652 000000057055 SH DEFINED 01 SOLE
MONSANTO CO NEW 61166W101 14,565 000000232116 SH DEFINED 01 SOLE
MONSTER WORLDWIDE INC 611742107 3,453 000000112464 SH DEFINED 01 SOLE
MOODYS CORP 615369105 10,551 000000206563 SH DEFINED 01 SOLE
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MURPHY OIL CORP 626717102 7,805 000000156507 SH DEFINED 01 SOLE
MYLAN LABS INC 628530107 3,380 000000175529 SH DEFINED 01 SOLE
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NCI BUILDING SYS INC 628852105 228 000000005600 SH DEFINED 01 SOLE
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NTL INC DEL 62940M104 1,466 000000021956 SH DEFINED 01 SOLE
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NAPSTER INC 630797108 80 000000020041 SH DEFINED 01 SOLE
NASDAQ 100 TR 631100104 537,459 000013620364 SH DEFINED 01 SOLE
NATIONAL CITY CORP 635405103 16,571 000000495547 SH DEFINED 01 SOLE
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NDCHEALTH CORP 639480102 1,892 000000100000 SH DEFINED 01 SOLE
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NETFLIX COM INC 64110L106 1,070 000000041207 SH DEFINED 01 SOLE
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NEXTEL PARTNERS INC 65333F107 1,443 000000057526 SH DEFINED 01 SOLE
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NIKE INC 654106103 13,376 000000163772 SH DEFINED 01 SOLE
99 CENTS ONLY STORES 65440K106 292 000000031654 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 NISOURCE INC 65473P105 5,218 000000215181 SH DEFINED 01 SOLE
NOBLE ENERGY INC 655044105 213 000000004560 SH DEFINED 01 SOLE
NORDSTROM INC 655664100 6,054 000000176413 SH DEFINED 01 SOLE
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NOVASTAR FINL INC 669947400 270 000000008200 SH DEFINED 01 SOLE
NOVELL INC 670006105 3,089 000000414660 SH DEFINED 01 SOLE
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NUCOR CORP 670346105 7,813 000000132451 SH DEFINED 01 SOLE
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OGE ENERGY CORP 670837103 259 000000009239 SH DEFINED 01 SOLE
OSI PHARMACEUTICALS IN C 671040103 223 000000007648 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP D EL 674599105 26,697 000000312511 SH DEFINED 01 SOLE
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OIL SVC HOLDRS TR 678002106 320,750 000002586700 SH DEFINED 01 SOLE
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ORACLE CORP 68389X105 40,868 000003295865 SH DEFINED 01 SOLE
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PG&E CORP 69331C108 11,392 000000290267 SH DEFINED 01 SOLE
P F CHANGS CHINA BISTR O INC 69333Y108 269 000000006001 SH DEFINED 01 SOLE
PMC-SIERRA INC 69344F106 1,799 000000204304 SH DEFINED 01 SOLE
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PACKAGING CORP AMER 695156109 389 000000020045 SH DEFINED 01 SOLE
PACTIV CORP 695257105 2,796 000000159619 SH DEFINED 01 SOLE
PALL CORP 696429307 3,651 000000132786 SH DEFINED 01 SOLE
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PANAMSAT HLDG CORP 69831Y105 1,210 000000050000 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 PARAMETRIC TECHNOLOGY CORP 699173100 1,560 000000223936 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP 701094104 7,880 000000122543 SH DEFINED 01 SOLE
PATTERSON COMPANIES IN C 703395103 1,831 000000045765 SH DEFINED 01 SOLE
PAYCHEX INC 704326107 10,375 000000279732 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC 704379106 258 000000014878 SH DEFINED 01 SOLE
PEABODY ENERGY CORP 704549104 307 000000003643 SH DEFINED 01 SOLE
PENNEY J C INC 708160106 9,350 000000197186 SH DEFINED 01 SOLE
PENTAIR INC 709631105 819 000000022440 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP 711030106 1,774 000000045058 SH DEFINED 01 SOLE
PEPCO HOLDINGS INC 713291102 387 000000016668 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP I NC 713409100 4,236 000000148393 SH DEFINED 01 SOLE
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PEPSICO INC 713448108 80,690 000001422854 SH DEFINED 01 SOLE
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PERRIGO CO 714290103 327 000000022908 SH DEFINED 01 SOLE
PETCO ANIMAL SUPPLIES 716016209 523 000000024736 SH DEFINED 01 SOLE
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PHELPS DODGE CORP 717265102 10,413 000000080146 SH DEFINED 01 SOLE
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POGO PRODUCING CO 730448107 326 000000005537 SH DEFINED 01 SOLE
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PRICE T ROWE GROUP INC 74144T108 6,598 000000101055 SH DEFINED 01 SOLE
PRIDE INTL INC DEL 74153Q102 1,242 000000043571 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GR OUP IN 74251V102 10,644 000000224708 SH DEFINED 01 SOLE
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09/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 PRIORITY HEALTHCARE CO RP 74264T102 4,977 000000178653 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO 742718109 115,403 000001940865 SH DEFINED 01 SOLE
PROGRESS ENERGY INC 743263105 8,979 000000200664 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO 743315103 16,160 000000154247 SH DEFINED 01 SOLE
PROLOGIS 743410102 8,688 000000196074 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP 743674103 920 000000022360 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS IN C 74369L103 263 000000009416 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP 74406A102 18,179 000001028268 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC 744320102 29,152 000000431507 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP 744573106 12,110 000000188169 SH DEFINED 01 SOLE
PUBLIC STORAGE INC 74460D109 4,558 000000068030 SH DEFINED 01 SOLE
PULTE HOMES INC 745867101 7,309 000000170306 SH DEFINED 01 SOLE
QLT INC 746927102 110 000000014346 SH DEFINED 01 SOLE
QLOGIC CORP 747277101 2,717 000000079453 SH DEFINED 01 SOLE
QUALCOMM INC 747525103 63,959 000001429272 SH DEFINED 01 SOLE
QUANTA SVCS INC 74762E102 216 000000016932 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC 74834L100 6,758 000000133730 SH DEFINED 01 SOLE
QUESTAR CORP 748356102 736 000000008353 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS I NTL IN 749121109 4,868 000001187358 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS I NTL IN 749121109 71 000000017900 SH DEFINED 06 SOLE
R & G FINANCIAL CORP 749136107 174 000000012675 SH DEFINED 01 SOLE
RCN CORP 749361200 1,380 000000065035 SH DEFINED 01 SOLE
R H DONNELLEY CORP 74955W307 714 000000011300 SH DEFINED 01 SOLE
RPM INTL INC 749685103 231 000000012566 SH DEFINED 01 SOLE
RSA SEC INC 749719100 305 000000024026 SH DEFINED 01 SOLE
RF MICRODEVICES INC 749941100 544 000000096356 SH DEFINED 01 SOLE
RADIAN GROUP INC 750236101 747 000000014072 SH DEFINED 01 SOLE
RADIO ONE INC 75040P108 13,364 000001015904 SH DEFINED 01 SOLE
RADIOSHACK CORP 750438103 2,994 000000120756 SH DEFINED 01 SOLE
RAMBUS INC DEL 750917106 2,541 000000210000 SH DEFINED 04 SOLE
RAYMOND JAMES FINANCIA L INC 754730109 201 000000006269 SH DEFINED 01 SOLE
RAYTHEON CO 755111507 13,714 000000360723 SH DEFINED 01 SOLE
READERS DIGEST ASSN IN C 755267101 196 000000012302 SH DEFINED 01 SOLE
REEBOK INTL LTD 758110100 3,422 000000060492 SH DEFINED 01 SOLE
REGIS CORP MINN 758932107 663 000000017536 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR 75902E100 165,814 000001271100 SH DEFINED 01 SOLE
REGIONS FINANCIAL CORP NEW 7591EP100 12,183 000000391487 SH DEFINED 01 SOLE
REINSURANCE GROUP AMER INC 759351109 335 000000007500 SH DEFINED 01 SOLE
RENAL CARE GROUP INC 759930100 4,688 000000099077 SH DEFINED 01 SOLE
REPUBLIC SVCS INC 760759100 359 000000010190 SH DEFINED 01 SOLE
RESEARCH IN MOTION LTD 760975102 901 000000013196 SH DEFINED 01 SOLE
RETAIL HOLDRS TR 76127U101 195,186 000002102400 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO 761695105 413 000000015093 SH DEFINED 01 SOLE
REYNOLDS AMERICAN INC 761713106 5,855 000000070536 SH DEFINED 01 SOLE
ROBERT HALF INTL INC 770323103 4,850 000000136293 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION IN C 773903109 7,489 000000141573 SH DEFINED 01 SOLE
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09/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 ROCKWELL COLLINS INC 774341101 7,172 000000148428 SH DEFINED 01 SOLE
ROHM & HAAS CO 775371107 4,964 000000120696 SH DEFINED 01 SOLE
ROSS STORES INC 778296103 661 000000027909 SH DEFINED 01 SOLE
ROWAN COS INC 779382100 3,578 000000100827 SH DEFINED 01 SOLE
RUBY TUESDAY INC 781182100 683 000000031433 SH DEFINED 01 SOLE
RUDDICK CORP 781258108 210 000000009139 SH DEFINED 01 SOLE
RYDER SYS INC 783549108 2,284 000000066765 SH DEFINED 01 SOLE
RYLAND GROUP INC 783764103 1,189 000000017387 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC 78387G103 61,659 000002572349 SH DEFINED 01 SOLE
SLM CORP 78442PAC0 4,096 000004000000 PRN DEFINED 01 SOLE
SLM CORP 78442P106 17,434 000000325028 SH DEFINED 01 SOLE
SPDR TR 78462F103 1,289,707 000010482017 SH DEFINED 01 SOLE
SRA INTL INC 78464R105 404 000000011412 SH DEFINED 01 SOLE
SABRE HLDGS CORP 785905100 2,503 000000123470 SH DEFINED 01 SOLE
SAFECO CORP 786429100 5,224 000000097895 SH DEFINED 01 SOLE
SAFEWAY INC 786514208 9,144 000000357205 SH DEFINED 01 SOLE
ST JOE CO 790148100 1,548 000000024800 SH DEFINED 01 SOLE
ST JUDE MED INC 790849103 13,506 000000288602 SH DEFINED 01 SOLE
ST PAUL TRAVELERS INC 792860108 23,614 000000526293 SH DEFINED 01 SOLE
SAKS INC 79377W108 1,295 000000070043 SH DEFINED 01 SOLE
SALESFORCE COM INC 79466L302 809 000000035000 SH DEFINED 04 SOLE
SANDISK CORP 80004C101 1,171 000000024286 SH DEFINED 01 SOLE
SANMINA SCI CORP 800907107 2,354 000000548758 SH DEFINED 01 SOLE
SAPIENT CORP 803062108 91 000000014700 SH DEFINED 01 SOLE
SARA LEE CORP 803111103 13,218 000000697545 SH DEFINED 01 SOLE
SCANA CORP NEW 80589M102 222 000000005260 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP 806605101 24,652 000001171157 SH DEFINED 01 SOLE
SCHLUMBERGER LTD 806857108 38,377 000000454816 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NE W 808513105 18,588 000001288212 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC 808655104 5,134 000000136896 SH DEFINED 01 SOLE
SEACOR HOLDINGS INC 811904101 1,169 000000016110 SH DEFINED 01 SOLE
SEALED AIR CORP NEW 81211K100 3,260 000000068705 SH DEFINED 01 SOLE
SEARS HLDGS CORP 812350106 11,170 000000089776 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y100 78,845 000002867106 SH DEFINED 01 SOLE
SEMICONDUCTOR HLDRS TR 816636203 179,864 000004869100 SH DEFINED 01 SOLE
SEMTECH CORP 816850101 188 000000011442 SH DEFINED 01 SOLE
SEMPRA ENERGY 816851109 9,566 000000203288 SH DEFINED 01 SOLE
SEPRACOR INC 817315AW4 7,621 000007500000 SH DEFINED 01 SOLE
SEPRACOR INC 817315104 530 000000008987 SH DEFINED 01 SOLE
SEQUA CORPORATION 817320104 255 000000004332 SH DEFINED 01 SOLE
7-ELEVEN INC 817826209 1,157 000000032500 SH DEFINED 01 SOLE
SHAW GROUP INC 820280105 471 000000019100 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO 824348106 4,251 000000096475 SH DEFINED 01 SOLE
SHILOH INDS INC 824543102 322 000000024076 SH DEFINED 01 SOLE
SHOPKO STORES INC 824911101 1,921 000000075300 SH DEFINED 01 SOLE
SIEBEL SYS INC 826170102 14,623 000001415650 SH DEFINED 01 SOLE
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09/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 SIERRA HEALTH SVCS INC 826322109 337 000000004900 SH DEFINED 01 SOLE
SIERRA PAC RES NEW 826428104 175 000000011832 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP 826552101 3,705 000000057837 SH DEFINED 01 SOLE
SILICON VY BANCSHARE S 827064AC0 6,502 000004500000 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC N EW 828806109 10,845 000000146328 SH DEFINED 01 SOLE
SIRIUS SATELLITE RADIO INC 82966U103 990 000000151505 SH DEFINED 01 SOLE
SIX FLAGS INC 83001P109 540 000000075200 SH DEFINED 01 SOLE
SMUCKER J M CO 832696405 269 000000005557 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINE R CORP 832727101 1,056 000000102002 SH DEFINED 01 SOLE
SNAP ON INC 833034101 1,815 000000050260 SH DEFINED 01 SOLE
SOLECTRON CORP 834182AT4 1,875 000002500000 PRN DEFINED 01 SOLE
SOLECTRON CORP 834182107 3,002 000000767998 SH DEFINED 01 SOLE
SONOCO PRODS CO 835495102 439 000000016100 SH DEFINED 01 SOLE
SOTHEBYS HLDGS INC 835898107 204 000000012255 SH DEFINED 01 SOLE
SOUTHERN CO 842587107 21,422 000000599070 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO 844741108 8,006 000000539153 SH DEFINED 01 SOLE
SOUTHWESTERN ENERGY CO 845467109 455 000000006200 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC 845905108 7,021 000000318591 SH DEFINED 01 SOLE
SPINNAKER EXPL CO 84855W109 4,204 000000065000 SH DEFINED 01 SOLE
SPRINT NEXTEL CORP 852061100 55,158 000002319538 SH DEFINED 01 SOLE
SPRINT NEXTEL CORP 852061100 3,211 000000135062 SH DEFINED 01 SOLE
SS&C TECHNOLOGIES INC 85227Q100 2,757 000000075265 SH DEFINED 01 SOLE
STANCORP FINL GROUP IN C 852891100 223 000000002657 SH DEFINED 01 SOLE
STANDARD PAC CORP NEW 85375C101 1,100 000000026500 SH DEFINED 01 SOLE
STANLEY WKS 854616109 3,196 000000068470 SH DEFINED 01 SOLE
STAPLES INC 855030102 13,235 000000620796 SH DEFINED 01 SOLE
STARBUCKS CORP 855244109 16,509 000000329527 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORT S WRLD 85590A203 10,296 000000180108 SH DEFINED 01 SOLE
STATE STR CORP 857477103 12,772 000000261093 SH DEFINED 01 SOLE
STERIS CORP 859152100 206 000000008678 SH DEFINED 01 SOLE
STRAYER ED INC 863236105 226 000000002400 SH DEFINED 01 SOLE
STRYKER CORP 863667101 12,237 000000247566 SH DEFINED 01 SOLE
SUN LIFE FINL INC 866796105 303 000000008100 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC 866810104 11,221 000002855354 SH DEFINED 01 SOLE
SUNOCO INC 86764P109 8,562 000000109490 SH DEFINED 01 SOLE
SUNTRUST BKS INC 867914103 19,990 000000287846 SH DEFINED 01 SOLE
SUPERVALU INC 868536103 4,852 000000155930 SH DEFINED 01 SOLE
SWIFT TRANSN CO 870756103 275 000000015570 SH DEFINED 01 SOLE
SYBASE INC 871130100 365 000000015588 SH DEFINED 01 SOLE
SYMANTEC CORP 871503108 25,926 000001144148 SH DEFINED 01 SOLE
SYMANTEC CORP 871503108 453 000000020000 SH DEFINED 04 SOLE
SYMBOL TECHNOLOGIES IN C 871508107 1,907 000000197020 SH DEFINED 01 SOLE
SYMMETRICOM INC 871543104 112 000000014531 SH DEFINED 01 SOLE
SYNOPSYS INC 871607107 415 000000021963 SH DEFINED 01 SOLE
SYNOVUS FINL CORP 87161C105 7,536 000000271884 SH DEFINED 01 SOLE
SYSCO CORP 871829107 16,092 000000512984 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 TBC CORP NEW 872183108 7,170 000000207905 SH DEFINED 01 SOLE
TCF FINL CORP 872275102 528 000000019747 SH DEFINED 01 SOLE
TECO ENERGY INC 872375100 3,106 000000172404 SH DEFINED 01 SOLE
TJX COS INC NEW 872540109 8,035 000000392367 SH DEFINED 01 SOLE
TXU CORP 873168108 21,087 000000186814 SH DEFINED 01 SOLE
TAIWAN SEMICONDUCTOR M FG LTD 874039100 1,252 000000152401 SH DEFINED 01 SOLE
TAKE-TWO INTERACTIVE S OFTWAR 874054109 425 000000019245 SH DEFINED 01 SOLE
TARGET CORP 87612E106 36,959 000000711714 SH DEFINED 01 SOLE
TASER INTL INC 87651B104 218 000000035353 SH DEFINED 01 SOLE
TECHNE CORP 878377100 561 000000009848 SH DEFINED 01 SOLE
TEKTRONIX INC 879131100 1,804 000000071531 SH DEFINED 01 SOLE
TELEFLEX INC 879369106 227 000000003233 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS I NC 879433100 16,415 000000420909 SH DEFINED 01 SOLE
TELEWEST GLOBAL INC 87956T107 1,941 000000084594 SH DEFINED 01 SOLE
TELLABS INC 879664100 3,926 000000373232 SH DEFINED 01 SOLE
TEMPLE INLAND INC 879868107 3,788 000000092742 SH DEFINED 01 SOLE
TEMPUR PEDIC INTL INC 88023U101 519 000000043900 SH DEFINED 01 SOLE
TEMPUR PEDIC INTL INC 88023U101 414 000000035000 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP 88033G100 4,140 000000368677 SH DEFINED 01 SOLE
TERADYNE INC 880770102 3,234 000000196030 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL IN DS LTD 881624209 848 000000025384 SH DEFINED 01 SOLE
TEVA PHARMACEUTICAL IN DS LTD 881624209 324 000000009700 SH DEFINED 01 SOLE
TEXAS INSTRS INC 882508104 42,479 000001253096 SH DEFINED 01 SOLE
TEXTRON INC 883203101 8,533 000000118984 SH DEFINED 01 SOLE
THERMO ELECTRON CORP 883556102 4,136 000000133863 SH DEFINED 01 SOLE
THOMAS & BETTS CORP 884315102 257 000000007483 SH DEFINED 01 SOLE
THORNBURG MTG INC 885218107 293 000000011700 SH DEFINED 01 SOLE
3COM CORP 885535104 183 000000044991 SH DEFINED 01 SOLE
3M CO 88579Y101 75,508 000001029292 SH DEFINED 01 SOLE
TIFFANY & CO NEW 886547108 4,725 000000118817 SH DEFINED 01 SOLE
TIMBERLAND CO 887100105 385 000000011416 SH DEFINED 01 SOLE
TIME WARNER INC 887317105 74,774 000004128901 SH DEFINED 01 SOLE
TIME WARNER INC 887317105 398 000000022000 SH DEFINED 01 SOLE
TIMKEN CO 887389104 337 000000011398 SH DEFINED 01 SOLE
TOLL BROTHERS INC 889478103 876 000000019622 SH DEFINED 01 SOLE
TORCHMARK CORP 891027104 4,470 000000084618 SH DEFINED 01 SOLE
TORO CO 891092108 205 000000005600 SH DEFINED 01 SOLE
TOTAL S A 89151E109 353 000000002600 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHIT ECTS 893416107 221 000000007945 SH DEFINED 01 SOLE
TREEHOUSE FOODS INC 89469A104 473 000000017600 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC 89579K109 247 000000005474 SH DEFINED 01 SOLE
TRIBUNE CO NEW 896047107 8,090 000000238738 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC 89674K103 182 000000051906 SH DEFINED 01 SOLE
TYCO INTL LTD NEW 902124106 49,139 000001764431 SH DEFINED 01 SOLE
TYSON FOODS INC 902494103 3,584 000000198562 SH DEFINED 01 SOLE
UICI 902737105 4,500 000000125000 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 UST INC 902911106 5,815 000000138930 SH DEFINED 01 SOLE
US BANCORP DEL 902973304 41,402 000001474460 SH DEFINED 01 SOLE
U S G CORP 903293405 357 000000005200 SH DEFINED 01 SOLE
USA MOBILITY INC 90341G103 962 000000035687 SH DEFINED 01 SOLE
UNION PAC CORP 907818108 14,710 000000205162 SH DEFINED 01 SOLE
UNISYS CORP 909214108 1,828 000000275424 SH DEFINED 01 SOLE
UNIT CORP 909218109 292 000000005300 SH DEFINED 01 SOLE
UNITED DOMINION REALTY TR IN 910197102 376 000000015903 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC 911312106 73,706 000001066207 SH DEFINED 01 SOLE
UNITED RENTALS INC 911363109 337 000000017123 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW 912909108 3,924 000000092672 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CO RP 913017109 42,456 000000818997 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC 91324P102 54,851 000000976007 SH DEFINED 01 SOLE
UNITRIN INC 913275103 746 000000015731 SH DEFINED 01 SOLE
UNIVERSAL CORP VA 913456109 234 000000006042 SH DEFINED 01 SOLE
UNIVERSAL HLTH SVCS IN C 913903100 496 000000010434 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIO NS INC 914906102 5,231 000000197201 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP 91529Y106 5,053 000000246509 SH DEFINED 01 SOLE
URBAN OUTFITTERS INC 917047102 205 000000006980 SH DEFINED 01 SOLE
UTSTARCOM INC 918076100 182 000000022299 SH DEFINED 01 SOLE
V F CORP 918204108 4,580 000000079007 SH DEFINED 01 SOLE
VALASSIS COMMUNICATION S INC 918866104 215 000000005526 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW 91913Y100 26,955 000000238415 SH DEFINED 01 SOLE
VALSPAR CORP 920355104 297 000000013308 SH DEFINED 01 SOLE
VARIAN MED SYS INC 92220P105 818 000000020718 SH DEFINED 01 SOLE
VARIAN INC 922206107 316 000000009233 SH DEFINED 01 SOLE
VARIAN SEMICONDUCTOR E QUIPMN 922207105 599 000000014152 SH DEFINED 01 SOLE
VECTREN CORP 92240G101 237 000000008390 SH DEFINED 01 SOLE
VEECO INSTRS INC DEL 922417100 172 000000010784 SH DEFINED 01 SOLE
VERISIGN INC 92343E102 583 000000027319 SH DEFINED 01 SOLE
VERISIGN INC 92343E102 506 000000023700 SH DEFINED 04 SOLE
VERIZON COMMUNICATIONS 92343V104 69,991 000002141075 SH DEFINED 01 SOLE
VERINT SYS INC 92343X100 235 000000005743 SH DEFINED 01 SOLE
VERIZON GLOBAL FDG C ORP 92344GAN6 3,118 000005000000 PRN DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC 92532F100 207 000000009305 SH DEFINED 01 SOLE
VIACOM INC 925524100 13,194 000000397200 SH DEFINED 01 SOLE
VIACELL INC 92554J105 686,273 000001692184 SH DEFINED 02 SOLE
VISHAY INTERTECHNOLOGY INC 928298108 196 000000016442 SH DEFINED 01 SOLE
VISTEON CORP 92839U107 1,113 000000113851 SH DEFINED 01 SOLE
VODAFONE GROUP PLC NEW 92857W100 659 000000025400 SH DEFINED 01 SOLE
VORNADO RLTY TR 929042109 8,244 000000095183 SH DEFINED 01 SOLE
VULCAN MATLS CO 929160109 6,120 000000082471 SH DEFINED 01 SOLE
WFS FINL INC 92923B106 2,647 000000039400 SH DEFINED 01 SOLE
WPS RESOURCES CORP 92931B106 230 000000003991 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW 929903102 61,273 000001287527 SH DEFINED 01 SOLE
WADDELL & REED FINL IN C 930059100 197 000000010191 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 WAL MART STORES INC 931142103 96,641 000002205427 SH DEFINED 01 SOLE
WALGREEN CO 931422109 38,059 000000875936 SH DEFINED 01 SOLE
WARNACO GROUP INC 934390402 295 000000013500 SH DEFINED 01 SOLE
WASHINGTON FED INC 938824109 246 000000010923 SH DEFINED 01 SOLE
WASHINGTON MUT INC 939322103 28,142 000000717563 SH DEFINED 01 SOLE
WASHINGTON POST CO 939640108 415 000000000518 SH DEFINED 01 SOLE
WASTE MGMT INC DEL 94106L109 12,810 000000447780 SH DEFINED 01 SOLE
WATERS CORP 941848103 3,866 000000092953 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC 942683103 3,112 000000085028 SH DEFINED 01 SOLE
WATTS WATER TECHNOLOGI ES INC 942749102 360 000000012500 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN 947890109 262 000000005835 SH DEFINED 01 SOLE
WEIGHT WATCHERS INTL I NC NEW 948626106 479 000000009300 SH DEFINED 01 SOLE
WEINGARTEN RLTY INVS 948741103 356 000000009431 SH DEFINED 01 SOLE
WELLCHOICE INC 949475107 3,157 000000041600 SH DEFINED 01 SOLE
WELLPOINT INC 94973V107 38,165 000000503375 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW 949746FA4 36,557 000037000000 PRN DEFINED 01 SOLE
WELLS FARGO & CO NEW 949746101 79,168 000001351697 SH DEFINED 01 SOLE
WENDYS INTL INC 950590109 4,306 000000095375 SH DEFINED 01 SOLE
WERNER ENTERPRISES INC 950755108 482 000000027887 SH DEFINED 01 SOLE
WEST CORP 952355105 309 000000008284 SH DEFINED 01 SOLE
WESTAR ENERGY INC 95709T100 307 000000012743 SH DEFINED 01 SOLE
WESTCORP INC 957907108 2,927 000000049700 SH DEFINED 01 SOLE
WESTERN DIGITAL CORP 958102105 922 000000071368 SH DEFINED 01 SOLE
WESTERN GAS RES INC 958259103 272 000000005328 SH DEFINED 01 SOLE
WESTWOOD ONE INC 961815107 423 000000021291 SH DEFINED 01 SOLE
WEYERHAEUSER CO 962166104 13,356 000000194274 SH DEFINED 01 SOLE
WHIRLPOOL CORP 963320106 6,270 000000082761 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC 966837106 949 000000007062 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL 969457100 11,077 000000442196 SH DEFINED 01 SOLE
WILLIAMS SONOMA INC 969904101 1,023 000000026700 SH DEFINED 01 SOLE
WILMINGTON TRUST CORP 971807102 275 000000007556 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC 973149107 191 000000014824 SH DEFINED 01 SOLE
WORLD HEART CORP 980905202 40 000000038894 SH DEFINED 01 SOLE
WORLD FUEL SVCS CORP 981475106 337 000000010400 SH DEFINED 01 SOLE
WRIGLEY WM JR CO 982526105 10,551 000000146798 SH DEFINED 01 SOLE
WYETH 983024AD2 7,738 000007500000 PRN DEFINED 01 SOLE
WYETH 983024100 49,944 000001079410 SH DEFINED 01 SOLE
WYNN RESORTS LTD 983134107 812 000000017996 SH DEFINED 01 SOLE
XM SATELLITE RADIO HLD GS INC 983759101 726 000000020243 SH DEFINED 01 SOLE
XTO ENERGY INC 98385X106 12,729 000000280887 SH DEFINED 01 SOLE
XCEL ENERGY INC 98389B100 6,207 000000316560 SH DEFINED 01 SOLE
XILINX INC 983919101 8,574 000000307896 SH DEFINED 01 SOLE
XEROX CORP 984121103 10,478 000000767624 SH DEFINED 01 SOLE
YAHOO INC 984332106 34,811 000001028705 SH DEFINED 01 SOLE
YAHOO INC 984332106 101 000000003000 SH DEFINED 04 SOLE
YANKEE CANDLE INC 984757104 208 000000008500 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 YELLOW ROADWAY CORP 985577105 3,433 000000082906 SH DEFINED 01 SOLE
YORK INTL CORP NEW 986670107 6,896 000000123006 SH DEFINED 01 SOLE
YUM BRANDS INC 988498101 18,157 000000375080 SH DEFINED 01 SOLE
ZENITH NATL INS CORP 989390109 244 000000003900 SH DEFINED 01 SOLE
ZIMMER HLDGS INC 98956P102 16,880 000000245038 SH DEFINED 01 SOLE
ZIONS BANCORPORATION 989701107 6,216 000000087288 SH DEFINED 01 SOLE
ZORAN CORP 98975F101 245 000000017185 SH DEFINED 01 SOLE
-LIST OF OTHER INCLUDED MANAGERS
NHI
01 NSI
02 LONDON
04 BERMUDA
06 GANT
FORM 13F INFORMATION TABLE ENTRY TOTAL: 1111
FORM 13F INFORMATION TABLE VALUE TOTAL: 14,351,534,704