-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, WqubbdB4jBoGvKdw/lFXzoKa6ux3JotymZwY/Jky+FMCooy6HOmlbUWnoOAu33Y3 7r/7F+wDfT6vLgfPt3jU3A== 0000902266-05-000037.txt : 20050816 0000902266-05-000037.hdr.sgml : 20050816 20050815173918 ACCESSION NUMBER: 0000902266-05-000037 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050816 DATE AS OF CHANGE: 20050815 EFFECTIVENESS DATE: 20050816 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NOMURA HOLDINGS INC CENTRAL INDEX KEY: 0001163653 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10594 FILM NUMBER: 051028401 BUSINESS ADDRESS: STREET 1: 9-1 NIHONBASHI 1-CHOME STREET 2: CHUO-KU 103-8645 CITY: TOKYO JAPAN STATE: M0 ZIP: 00000 13F-HR 1 nhi.txt NHI 2ND QUARTER 2005 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 March 31, 2005 If amended report check here: |_| Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. PRIOR FILINGS FOR THE NOMURA GROUP WERE REPORTED UNDER THE NAME NOMURA SECURITIES COMPANY, WITH CIK NUMBER 0000110097. SUBSEQUENT FILINGS WILL BE MADE UNDER THE NAME NOMURA HOLDINGS, INC., CIK NUMBER 0001163653. NOMURA HOLDINGS, INC. (NHI) IS THE PARENT HOLDING COMPANY OF A NUMBER OF OPERATING SUBSIDIARIES, SOME OF WHICH ARE OR MAY BE INSTITUTIONAL INVESTMENT MANAGERS FOR THE PURPOSES OF THE REPORTING REQUIREMENTS UNDER SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 (THE ACT) AND THE RULES PROMULGATED THEREUNDER. NHI ITSELF DOES NOT DIRECTLY EXERCISE INVESTMENT DISCRETION WITH RESPECT TO ANY SECTION 13(F) SECURITIES POSITIONS. IN THAT NHI'S OWNERSHIP INTEREST IN SUCH OPERATING SUBSIDIARIES IS DEEMED THE EXERCISE OF INVESTMENT DISCRETION REGARDING CERTAIN OF SUCH SUBSIDIARIES' MANAGED ACCOUNTS, THE INFORMATION REQUIRED BY FORM 13F IS REPORTED BY NHI ON BEHALF OF CERTAIN OF NHI'S OPERATING SUBSIDIARIES WHICH ARE INSTITUTIONAL INVESTMENT MANAGERS SUBJECT TO SECTION 13(F)OF THE ACT. Nomura Holdings Inc. - -------------------------------------------------------------------------------- Name of Institutional Investment Manager 1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan - -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 001-15270 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: David A. Leibowitz Head of Compliance and Surveillance 212-667-9387 - -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ David A.Leibowitz ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York, NY August 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: 1231 Form 13F Information Table Value Total: $15,092,631 (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 06/30/2005 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0ACE LTD ORD G0070K103 13,286 000000296249 SH DEFINED 01 SOLE AMDOCS LTD ORD G02602103 222 000000008400 SH DEFINED 01 SOLE ACCENTURE LTD BERMUDA CL A G1150G111 775 000000034200 SH DEFINED 01 SOLE BUNGE LIMITED COM G16962105 221 000000003500 SH DEFINED 01 SOLE COOPER INDS LTD CL A G24182100 6,216 000000097278 SH DEFINED 01 SOLE EVEREST RE GROUP LTD COM G3223R108 2,174 000000023380 SH DEFINED 01 SOLE GARMIN LTD ORD G37260109 1,490 000000034861 SH DEFINED 01 SOLE GLOBALSANTAFE CORP SHS G3930E101 371 000000009100 SH DEFINED 01 SOLE INGERSOLL-RAND COMPANY LTD CL A G4776G101 13,401 000000187831 SH DEFINED 01 SOLE MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 890 000000023443 SH DEFINED 01 SOLE NABORS INDUSTRIES LTD SHS G6359F103 8,582 000000141571 SH DEFINED 01 SOLE NOBLE CORPORATION SHS G65422100 8,231 000000133817 SH DEFINED 01 SOLE PARTNERRE LTD COM G6852T105 431 000000006700 SH DEFINED 01 SOLE SEAGATE TECHNOLOGY SHS G7945J104 580 000000033100 SH DEFINED 01 SOLE TRANSOCEAN INC ORD G90078109 17,024 000000315435 SH DEFINED 01 SOLE WEATHERFORD INTERNATIONAL LT COM G95089101 3,114 000000053721 SH DEFINED 01 SOLE XL CAP LTD CL A G98255105 11,007 000000147915 SH DEFINED 01 SOLE CHECK POINT SOFTWARE TECH LT ORD M22465104 2,985 000000150530 SH DEFINED 01 SOLE KERZNER INTERNATIONAL LTD SHS P6065Y107 290 000000005100 SH DEFINED 01 SOLE FLEXTRONICS INTL LTD ORD Y2573F102 761 000000057612 SH DEFINED 01 SOLE AFLAC INC COM 001055102 21,004 000000485308 SH DEFINED 01 SOLE AGCO CORP COM 001084102 887 000000046399 SH DEFINED 01 SOLE AGL RES INC COM 001204106 1,315 000000034025 SH DEFINED 01 SOLE AES CORP COM 00130H105 10,461 000000638660 SH DEFINED 01 SOLE AMB PROPERTY CORP COM 00163T109 1,518 000000034970 SH DEFINED 01 SOLE AMR CORP COM 001765106 128 000000010600 SH DEFINED 01 SOLE ATI TECHNOLOGIES INC COM 001941103 2,175 000000183560 SH DEFINED 01 SOLE AT&T CORP COM NEW 001957505 41,272 000002167685 SH DEFINED 01 SOLE ABBOTT LABS COM 002824100 72,725 000001483894 SH DEFINED 01 SOLE ABERCROMBIE & FITCH CO CL A 002896207 2,742 000000039923 SH DEFINED 01 SOLE ACCREDO HEALTH INC COM 00437V104 4,540 000000100000 SH DEFINED 01 SOLE ACTIVISION INC NEW COM NEW 004930202 1,577 000000095479 SH DEFINED 01 SOLE ACXIOM CORP COM 005125109 867 000000041551 SH DEFINED 01 SOLE ADAPTEC INC COM 00651F108 63 000000016311 SH DEFINED 01 SOLE ADESA INC COM 00686U104 918 000000042199 SH DEFINED 01 SOLE ADOBE SYS INC COM 00724F101 18,020 000000629857 SH DEFINED 01 SOLE ADTRAN INC COM 00738A106 1,351 000000054647 SH DEFINED 01 SOLE ADVANCE AUTO PARTS INC COM 00751Y106 1,872 000000029012 SH DEFINED 01 SOLE ADVANCED MEDICAL OPTICS INC COM 00763M108 1,852 000000046609 SH DEFINED 01 SOLE AEROPOSTALE COM 007865108 889 000000026465 SH DEFINED 01 SOLE ADVANCED MICRO DEVICES INC COM 007903107 6,661 000000384160 SH DEFINED 01 SOLE ADVANCED MICRO DEVICES INC COM 007903107 260 000000015000 SH DEFINED 04 SOLE ADVANTA CORP CL A 007942105 667 000000025775 SH DEFINED 01 SOLE ADVENT SOFTWARE INC COM 007974108 378 000000018704 SH DEFINED 01 SOLE AETNA INC NEW COM 00817Y108 23,042 000000278224 SH DEFINED 01 SOLE AFFILIATED COMPUTER SERVICES CL A 008190100 6,371 000000124682 SH DEFINED 01 SOLE 1Page 2 05-08-15 16:08:07 0 FORM 13F INFORMATION TABLE QUARTER ENDING 06/30/2005 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0AGILENT TECHNOLOGIES INC DBCV 3.00 00846UAB7 2,465 000000025000 PRN DEFINED 01 SOLE AGILENT TECHNOLOGIES INC COM 00846U101 9,646 000000419044 SH DEFINED 01 SOLE AIR PRODS & CHEMS INC COM 009158106 13,838 000000229498 SH DEFINED 01 SOLE AIRGAS INC COM 009363102 818 000000033195 SH DEFINED 01 SOLE AIRTRAN HLDGS INC COM 00949P108 548 000000059474 SH DEFINED 01 SOLE ALASKA AIR GROUP INC COM 011659109 513 000000017251 SH DEFINED 01 SOLE ALBEMARLE CORP COM 012653101 959 000000026305 SH DEFINED 01 SOLE ALBERTO CULVER CO COM 013068101 4,358 000000100595 SH DEFINED 01 SOLE ALBERTSONS INC COM 013104104 7,817 000000378017 SH DEFINED 01 SOLE ALCOA INC COM 013817101 22,291 000000853114 SH DEFINED 01 SOLE ALEXANDER & BALDWIN INC COM 014482103 923 000000019928 SH DEFINED 01 SOLE ALLEGHENY ENERGY INC COM 017361106 3,956 000000156895 SH DEFINED 01 SOLE ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,627 000000119108 SH DEFINED 01 SOLE ALLERGAN INC NOTE 018490AE2 7,810 000008000000 SH DEFINED 01 SOLE ALLERGAN INC COM 018490102 10,650 000000124945 SH DEFINED 01 SOLE ALLIANCE DATA SYSTEMS CORP COM 018581108 1,950 000000048098 SH DEFINED 01 SOLE ALLIANT ENERGY CORP COM 018802108 1,466 000000052090 SH DEFINED 01 SOLE ALLIANT TECHSYSTEMS INC COM 018804104 1,210 000000017151 SH DEFINED 01 SOLE ALLIED WASTE INDS INC COM PAR$.0 019589308 2,125 000000267997 SH DEFINED 01 SOLE ALLMERICA FINL CORP COM 019754100 950 000000025625 SH DEFINED 01 SOLE ALLSTATE CORP COM 020002101 38,092 000000637535 SH DEFINED 01 SOLE ALLTEL CORP COM 020039103 19,431 000000312004 SH DEFINED 01 SOLE ALTERA CORP COM 021441100 11,297 000000570593 SH DEFINED 01 SOLE ALTRIA GROUP INC COM 02209S103 127,204 000001967277 SH DEFINED 01 SOLE AMAZON COM INC COM 023135106 1,032 000000031198 SH DEFINED 01 SOLE AMBAC FINL GROUP INC COM 023139108 7,884 000000113024 SH DEFINED 01 SOLE AMERADA HESS CORP COM 023551104 8,831 000000082916 SH DEFINED 01 SOLE AMEREN CORP COM 023608102 10,716 000000193787 SH DEFINED 01 SOLE AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,869 000000061002 SH DEFINED 01 SOLE AMERICAN ELEC PWR INC COM 025537101 13,885 000000376614 SH DEFINED 01 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---- ------- -------- ---------------- 0BCE INC COM 05534B109 269 000000011400 SH DEFINED 01 SOLE BISYS GROUP INC COM 055472104 863 000000057775 SH DEFINED 01 SOLE BJS WHOLESALE CLUB INC COM 05548J106 1,057 000000032538 SH DEFINED 01 SOLE BJ SVCS CO COM 055482103 8,119 000000154723 SH DEFINED 01 SOLE BP PLC SPONSORED 055622104 249 000000004000 SH DEFINED 01 SOLE BMC SOFTWARE INC COM 055921100 4,122 000000229686 SH DEFINED 01 SOLE BAKER HUGHES INC COM 057224107 16,531 000000323137 SH DEFINED 01 SOLE BALL CORP COM 058498106 4,181 000000116271 SH DEFINED 01 SOLE BALLARD PWR SYS INC COM 05858H104 1,439 000000305000 SH DEFINED 04 SOLE BANDAG INC COM 059815100 449 000000009753 SH DEFINED 01 SOLE BANDAG INC CL A 059815308 17,475 000000431500 SH DEFINED 01 SOLE BANK OF AMERICA CORPORATION COM 060505104 173,807 000003810722 SH DEFINED 01 SOLE BANK OF AMERICA CORPORATION COM 060505104 291 000000005970 SH DEFINED 01 SOLE BANK HAWAII CORP COM 062540109 1,153 000000022730 SH DEFINED 01 SOLE BANK NEW YORK INC COM 064057102 22,141 000000769333 SH DEFINED 01 SOLE BANTA CORP COM 066821109 590 000000013013 SH DEFINED 01 SOLE BARD C R INC COM 067383109 7,725 000000116156 SH DEFINED 01 SOLE BARNES & NOBLE INC COM 067774109 1,211 000000031217 SH DEFINED 01 SOLE BARR PHARMACEUTICALS INC COM 068306109 2,740 000000056217 SH DEFINED 01 SOLE BAUSCH & LOMB INC COM 071707103 5,016 000000060436 SH DEFINED 01 SOLE BAXTER INTL INC COM 071813109 22,097 000000595607 SH DEFINED 01 SOLE BEA SYS INC COM 073325102 345 000000039379 SH DEFINED 01 SOLE BEAR STEARNS COS INC COM 073902108 11,378 000000109470 SH DEFINED 01 SOLE BEARINGPOINT INC COM 074002106 247 000000033800 SH DEFINED 01 SOLE BECKMAN COULTER INC COM 075811109 3,032 000000047702 SH DEFINED 01 SOLE BECTON DICKINSON & CO COM 075887109 14,433 000000275074 SH DEFINED 01 SOLE BED BATH & BEYOND INC COM 075896100 13,279 000000317842 SH DEFINED 01 SOLE BEL FUSE INC CL A 077347201 281 000000011119 SH DEFINED 01 SOLE BELLSOUTH CORP COM 079860102 46,938 000001766592 SH DEFINED 01 SOLE BELO CORP COM SER A 080555105 1,269 000000052964 SH DEFINED 01 SOLE BEMIS INC COM 081437105 3,144 000000118478 SH DEFINED 01 SOLE BERKLEY W R CORP COM 084423102 1,843 000000051672 SH DEFINED 01 SOLE BEST BUY INC COM 086516101 19,504 000000284524 SH DEFINED 01 SOLE BEVERLY ENTERPRISES INC COM NEW 087851309 1,592 000000125000 SH DEFINED 01 SOLE BIG LOTS INC COM 089302103 1,652 000000124792 SH DEFINED 01 SOLE BIOMET INC COM 090613100 10,867 000000313808 SH DEFINED 01 SOLE BIOGEN IDEC INC COM 09062X103 14,258 000000413877 SH DEFINED 01 SOLE BIOSOURCE INTL INC COM 09066H104 606 000000057500 SH DEFINED 01 SOLE BIOTECH HOLDERS TR DEPOSTRY R 09067D201 105,332 000000629600 SH DEFINED 01 SOLE BLACK & DECKER CORP COM 091797100 7,098 000000079009 SH DEFINED 01 SOLE BLACK HILLS CORP COM 092113109 662 000000017967 SH DEFINED 01 SOLE BLOCK H & R INC COM 093671105 9,800 000000167969 SH DEFINED 01 SOLE BLOCKBUSTER INC CL B 093679207 5,723 000000667100 SH DEFINED 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SH DEFINED 01 SOLE BOYD GAMING CORP COM 103304101 1,670 000000032671 SH DEFINED 01 SOLE BRINKER INTL INC COM 109641100 1,892 000000047249 SH DEFINED 01 SOLE BRINKS CO COM 109696104 1,319 000000036656 SH DEFINED 01 SOLE BRISTOL MYERS SQUIBB CO COM 110122108 46,699 000001869475 SH DEFINED 01 SOLE BROADCOM CORP CL A 111320107 10,777 000000303347 SH DEFINED 01 SOLE BROCADE COMMUNICATIONS SYS I COM 111621108 39 000000010200 SH DEFINED 06 SOLE BROOKFIELD HOMES CORP COM 112723101 378 000000008300 SH DEFINED 01 SOLE BROOKS AUTOMATION INC COM 114340102 466 000000031400 SH DEFINED 01 SOLE BROWN & BROWN INC COM 115236101 1,215 000000027056 SH DEFINED 01 SOLE BROWN FORMAN CORP CL A 115637100 652 000000010200 SH DEFINED 01 SOLE BROWN FORMAN CORP CL B 115637209 5,315 000000087911 SH DEFINED 01 SOLE BRUNSWICK CORP COM 117043109 4,452 000000102784 SH DEFINED 01 SOLE BRUSH ENGINEERED MATLS INC COM 117421107 409 000000028700 SH DEFINED 01 SOLE BURLINGTON NORTHN SANTA FE C COM 12189T104 17,427 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--------- ---------- ------------ --- ---- ------- -------- ---------------- 0CAMPBELL SOUP CO COM 134429109 9,540 000000310052 SH DEFINED 01 SOLE CAPITAL ONE FINL CORP COM 14040H105 19,639 000000245460 SH DEFINED 01 SOLE CARDINAL HEALTH INC COM 14149Y108 23,839 000000414032 SH DEFINED 01 SOLE CAREER EDUCATION CORP COM 141665109 1,701 000000046472 SH DEFINED 01 SOLE CAREMARK RX INC COM 141705103 19,325 000000434079 SH DEFINED 01 SOLE CARLISLE COS INC COM 142339100 1,313 000000019137 SH DEFINED 01 SOLE CARMAX INC COM 143130102 1,622 000000060887 SH DEFINED 01 SOLE CARNIVAL CORP PAIRED CTF 143658300 30,950 000000567370 SH DEFINED 01 SOLE CATALINA MARKETING CORP COM 148867104 669 000000026362 SH DEFINED 01 SOLE CATELLUS DEV CORP NEW COM 149113102 2,118 000000064600 SH DEFINED 01 SOLE CATERPILLAR INC DEL COM 149123101 30,855 000000323739 SH DEFINED 01 SOLE CENDANT CORP COM 151313103 22,841 000001021079 SH DEFINED 01 SOLE CENTERPOINT ENERGY INC NOTE 3.75 15189TAC1 2,397 000000020000 PRN 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MERCANTILE HLDGS INC CL A 167760107 738 000000002500 SH DEFINED 01 SOLE CHICOS FAS INC COM 168615102 3,438 000000100304 SH DEFINED 01 SOLE CHIRON CORP COM 170040109 6,491 000000186056 SH DEFINED 01 SOLE CHOICEPOINT INC COM 170388102 1,899 000000047420 SH DEFINED 01 SOLE CHUBB CORP COM 171232101 16,075 000000187778 SH DEFINED 01 SOLE CHURCH & DWIGHT INC COM 171340102 1,256 000000034723 SH DEFINED 01 SOLE CIENA CORP COM 171779101 1,239 000000592828 SH DEFINED 01 SOLE CINCINNATI BELL INC NEW COM 171871106 567 000000131870 SH DEFINED 01 SOLE CINCINNATI BELL INC NEW COM 171871106 1,075 000000250000 SH DEFINED 01 SOLE CINCINNATI FINL CORP COM 172062101 6,622 000000167395 SH DEFINED 01 SOLE CINERGY CORP COM 172474108 8,857 000000197630 SH DEFINED 01 SOLE CIRCUIT CITY STORE INC COM 172737108 4,091 000000236621 SH DEFINED 01 SOLE CISCO SYS INC COM 17275R102 120,276 000006303812 SH DEFINED 01 SOLE CISCO SYS INC COM 17275R102 858 000000045000 SH DEFINED 04 SOLE CINTAS CORP COM 172908105 7,486 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CO COM 191216100 90,986 000002179329 SH DEFINED 01 SOLE COCA COLA ENTERPRISES INC COM 191219104 7,669 000000348453 SH DEFINED 01 SOLE COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,848 000000081649 SH DEFINED 01 SOLE COLGATE PALMOLIVE CO COM 194162103 24,984 000000500583 SH DEFINED 01 SOLE COLONIAL BANCGROUP INC COM 195493309 1,578 000000071572 SH DEFINED 01 SOLE COMCAST CORP NEW CL A 20030N101 66,883 000002180741 SH DEFINED 01 SOLE COMCAST CORP NEW CL A SPL 20030N200 40,906 000001365840 SH DEFINED 01 SOLE COMERICA INC COM 200340107 9,325 000000161337 SH DEFINED 01 SOLE COMMERCE BANCORP INC NJ COM 200519106 2,021 000000066705 SH DEFINED 01 SOLE COMMERCIAL FEDERAL CORPORATI COM 201647104 4,378 000000130000 SH DEFINED 01 SOLE COMMERCIAL METALS CO COM 201723103 292 000000012300 SH DEFINED 01 SOLE COMMSCOPE INC COM 203372107 692 000000039761 SH DEFINED 01 SOLE COMMUNITY HEALTH SYS INC NEW COM 203668108 1,517 000000040163 SH DEFINED 01 SOLE COMPANHIA VALE DO RIO DOCE SPONSORED 204412209 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01 SOLE CONSTELLATION ENERGY GROUP I COM 210371100 9,740 000000168847 SH DEFINED 01 SOLE CONVERGYS CORP COM 212485106 2,191 000000154081 SH DEFINED 01 SOLE COOPER CAMERON CORP COM 216640102 1,444 000000023280 SH DEFINED 01 SOLE COOPER TIRE & RUBR CO COM 216831107 1,405 000000075679 SH DEFINED 01 SOLE COPART INC COM 217204106 1,250 000000052510 SH DEFINED 01 SOLE CORINTHIAN COLLEGES INC COM 218868107 975 000000076356 SH DEFINED 01 SOLE CORNING INC COM 219350105 22,940 000001380303 SH DEFINED 01 SOLE COSTCO WHSL CORP NEW COM 22160K105 21,823 000000487889 SH DEFINED 01 SOLE COUNTRYWIDE FINANCIAL CORP COM 222372104 21,778 000000564068 SH DEFINED 01 SOLE COVANCE INC COM 222816100 1,393 000000031057 SH DEFINED 01 SOLE COVENTRY HEALTH CARE INC COM 222862104 3,179 000000044944 SH DEFINED 01 SOLE CRANE CO COM 224399105 770 000000029299 SH DEFINED 01 SOLE CRAWFORD & CO CL B 224633107 207 000000028000 SH DEFINED 01 SOLE CREDENCE SYS CORP COM 225302108 531 000000058779 SH DEFINED 01 SOLE 1Page 8 05-08-15 16:08:07 0 FORM 13F INFORMATION TABLE QUARTER ENDING 06/30/2005 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0CREE INC COM 225447101 1,247 000000048985 SH DEFINED 01 SOLE CROMPTON CORP COM 227116100 1,845 000000130451 SH DEFINED 01 SOLE CROWN HOLDINGS INC COM 228368106 251 000000017700 SH DEFINED 01 SOLE CRT PROPERTIES INC COM 22876P109 204 000000007500 SH DEFINED 01 SOLE CULLEN FROST BANKERS INC COM 229899109 1,081 000000022702 SH DEFINED 01 SOLE CUMMINS INC COM 231021106 3,417 000000045811 SH DEFINED 01 SOLE CYPRESS SEMICONDUCTOR CORP COM 232806109 1,218 000000096747 SH DEFINED 01 SOLE CYTEC INDS INC COM 232820100 1,471 000000036983 SH DEFINED 01 SOLE CYTYC CORP COM 232946103 1,150 000000052137 SH DEFINED 01 SOLE DPL INC COM 233293109 1,448 000000052769 SH DEFINED 01 SOLE D R HORTON INC COM 23331A109 4,772 000000126883 SH DEFINED 01 SOLE DST SYS INC DEL COM 233326107 1,983 000000042384 SH DEFINED 01 SOLE DTE ENERGY CO COM 233331107 7,918 000000169299 SH DEFINED 01 SOLE DANA CORP COM 235811106 2,305 000000153565 SH DEFINED 01 SOLE DANAHER CORP DEL COM 235851102 14,781 000000282409 SH DEFINED 01 SOLE DARDEN RESTAURANTS INC COM 237194105 4,753 000000144146 SH DEFINED 01 SOLE DEAN FOODS CO NEW COM 242370104 2,411 000000068443 SH DEFINED 01 SOLE DEERE & CO COM 244199105 16,802 000000256571 SH DEFINED 01 SOLE DELL INC COM 24702R101 95,434 000002418501 SH DEFINED 01 SOLE DELPHI CORP COM 247126105 2,561 000000550957 SH DEFINED 01 SOLE DELTA AIR LINES INC DEL COM 247361108 623 000000165880 SH DEFINED 01 SOLE DELUXE CORP COM 248019101 960 000000023665 SH DEFINED 01 SOLE DENTSPLY INTL INC NEW COM 249030107 2,022 000000037453 SH DEFINED 01 SOLE DEVELOPERS DIVERSIFIED RLTY COM 251591103 2,011 000000043777 SH DEFINED 01 SOLE DEVON ENERGY CORP NEW COM 25179M103 23,057 000000454969 SH DEFINED 01 SOLE DEVRY INC DEL COM 251893103 679 000000034139 SH DEFINED 01 SOLE DIAMONDS TR UNIT SER 1 252787106 154,125 000001500000 SH DEFINED 01 SOLE DIEBOLD INC COM 253651103 1,629 000000036116 SH DEFINED 01 SOLE DILLARDS INC CL A 254067101 2,063 000000088118 SH DEFINED 01 SOLE DISNEY WALT CO COM DISNEY 254687106 50,457 000002003885 SH DEFINED 01 SOLE DITECH COMMUNICATIONS CORP COM 25500M103 212 000000032685 SH DEFINED 01 SOLE DOLLAR GEN CORP COM 256669102 6,686 000000328414 SH DEFINED 01 SOLE DOLLAR TREE STORES INC COM 256747106 1,503 000000062645 SH DEFINED 01 SOLE DOMINION RES INC VA NEW COM 25746U109 24,820 000000338199 SH DEFINED 01 SOLE DONALDSON INC COM 257651109 1,165 000000038414 SH DEFINED 01 SOLE DONNELLEY R R & SONS CO COM 257867101 7,031 000000203763 SH DEFINED 01 SOLE DORAL FINL CORP COM 25811P100 246 000000014900 SH DEFINED 01 SOLE DOUBLECLICK INC COM 258609304 255 000000030400 SH DEFINED 01 SOLE DOVER CORP COM 260003108 7,476 000000205508 SH DEFINED 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INC COM 267475101 1,076 000000054340 SH DEFINED 01 SOLE DYNEGY INC NEW CL A 26816Q101 1,623 000000334140 SH DEFINED 01 SOLE E M C CORP MASS COM 268648102 32,174 000002346755 SH DEFINED 01 SOLE ENSCO INTL INC COM 26874Q100 2,682 000000075035 SH DEFINED 01 SOLE ENI S P A SPONSORED 26874R108 243 000000001900 SH DEFINED 01 SOLE EOG RES INC COM 26875P101 12,923 000000227530 SH DEFINED 01 SOLE E TRADE FINANCIAL CORP COM 269246104 4,954 000000354132 SH DEFINED 01 SOLE EARTHLINK INC COM 270321102 253 000000029294 SH DEFINED 01 SOLE EASTGROUP PPTY INC COM 277276101 286 000000006800 SH DEFINED 01 SOLE EASTMAN CHEM CO COM 277432100 5,172 000000093783 SH DEFINED 01 SOLE EASTMAN KODAK CO COM 277461109 7,516 000000279953 SH DEFINED 01 SOLE EATON CORP COM 278058102 9,245 000000154356 SH DEFINED 01 SOLE EATON VANCE CORP COM NON VT 278265103 1,823 000000076285 SH DEFINED 01 SOLE EBAY INC COM 278642103 44,824 000001357921 SH DEFINED 01 SOLE EBAY INC COM 278642103 306 000000009000 SH DEFINED 01 SOLE EBAY INC COM 278642103 1,072 000000032500 SH DEFINED 04 SOLE ECHOSTAR COMMUNICATIONS NEW CL A 278762109 653 000000021671 SH DEFINED 01 SOLE ECOLAB INC COM 278865100 7,073 000000218581 SH DEFINED 01 SOLE EDISON INTL COM 281020107 12,570 000000310005 SH DEFINED 01 SOLE EDUCATION MGMT CORP COM 28139T101 1,025 000000030417 SH DEFINED 01 SOLE EDWARDS LIFESCIENCES CORP COM 28176E108 1,615 000000037563 SH DEFINED 01 SOLE EDWARDS AG INC COM 281760108 1,480 000000032786 SH DEFINED 01 SOLE EL PASO CORP COM 28336L109 7,080 000000614617 SH DEFINED 01 SOLE ELECTRONIC ARTS INC COM 285512109 18,250 000000322394 SH DEFINED 01 SOLE ELECTRONIC DATA SYS NEW NOTE 3.87 285661AF1 3,325 000000035000 PRN DEFINED 01 SOLE ELECTRONIC DATA SYS NEW COM 285661104 9,870 000000512779 SH DEFINED 01 SOLE ELKCORP COM 287456107 499 000000017500 SH DEFINED 01 SOLE EMERSON ELEC CO COM 291011104 25,673 000000409926 SH DEFINED 01 SOLE EMMIS COMMUNICATIONS CORP CL A 291525103 391 000000022141 SH DEFINED 01 SOLE EMULEX CORP COM NEW 292475209 332 000000018200 SH DEFINED 01 SOLE ENERGY EAST CORP COM 29266M109 1,890 000000065250 SH DEFINED 01 SOLE ENERGIZER HLDGS INC COM 29266R108 1,861 000000029950 SH DEFINED 01 SOLE ENGELHARD CORP COM 292845104 3,727 000000130571 SH DEFINED 01 SOLE ENGINEERED SUPPORT SYS INC COM 292866100 222 000000006216 SH DEFINED 01 SOLE ENTERCOM COMMUNICATIONS CORP CL A 293639100 929 000000027913 SH DEFINED 01 SOLE ENTERGY CORP NEW COM 29364G103 15,617 000000206723 SH DEFINED 01 SOLE EON LABS INC COM 29412E100 11,023 000000359771 SH DEFINED 01 SOLE EQUIFAX INC COM 294429105 4,564 000000127831 SH DEFINED 01 SOLE EQUITABLE RES INC COM 294549100 1,759 000000025874 SH DEFINED 01 SOLE EQUITY OFFICE PROPERTIES TRU COM 294741103 12,895 000000389580 SH DEFINED 01 SOLE EQUITY RESIDENTIAL SH BEN INT 29476L107 10,082 000000273841 SH DEFINED 01 SOLE ERICSSON L M TEL CO ADR B SEK 294821608 464 000000014531 SH DEFINED 01 SOLE ESTERLINE TECHNOLOGIES CORP COM 297425100 208 000000005200 SH DEFINED 01 SOLE EVERGREEN SOLAR INC COM 30033R108 2,313 000000339266 SH DEFINED 01 SOLE 1Page 10 05-08-15 16:08:07 0 FORM 13F INFORMATION TABLE QUARTER ENDING 06/30/2005 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0EXELON CORP COM 30161N101 33,095 000000644759 SH DEFINED 01 SOLE EXPEDITORS INTL WASH INC COM 302130109 4,035 000000081023 SH DEFINED 01 SOLE EXPRESS SCRIPTS INC COM 302182100 7,577 000000151602 SH DEFINED 01 SOLE EXTREME NETWORKS INC COM 30226D106 84 000000020763 SH DEFINED 01 SOLE EXXON MOBIL CORP COM 30231G102 342,360 000005957211 SH DEFINED 01 SOLE FMC TECHNOLOGIES INC COM 30249U101 1,037 000000032453 SH DEFINED 01 SOLE F M C CORP COM NEW 302491303 958 000000017081 SH DEFINED 01 SOLE FPL GROUP INC COM 302571104 15,710 000000373526 SH DEFINED 01 SOLE FTI CONSULTING INC COM 302941109 244 000000011700 SH DEFINED 01 SOLE FAIR ISAAC CORP COM 303250104 1,178 000000032274 SH DEFINED 01 SOLE FAIRCHILD SEMICONDUCTOR INTL COM 303726103 979 000000066436 SH DEFINED 01 SOLE FAMILY DLR STORES INC COM 307000109 4,194 000000160722 SH DEFINED 01 SOLE FASTENAL CO COM 311900104 1,806 000000029497 SH DEFINED 01 SOLE FEDERAL HOME LN MTG CORP COM 313400301 43,552 000000667683 SH DEFINED 01 SOLE FEDERAL NATL MTG ASSN COM 313586109 55,060 000000942823 SH DEFINED 01 SOLE FEDERAL SIGNAL CORP COM 313855108 456 000000029275 SH DEFINED 01 SOLE FEDERATED DEPT STORES INC DE COM 31410H101 11,921 000000162684 SH DEFINED 01 SOLE FEDERATED INVS INC PA CL B 314211103 2,783 000000092766 SH DEFINED 01 SOLE FEDEX CORP COM 31428X106 25,384 000000313355 SH DEFINED 01 SOLE FERRO CORP COM 315405100 506 000000025490 SH DEFINED 01 SOLE F5 NETWORKS INC COM 315616102 1,027 000000021739 SH DEFINED 01 SOLE FIDELITY NATL FINL INC COM 316326107 2,447 000000068567 SH DEFINED 01 SOLE FIFTH THIRD BANCORP COM 316773100 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------------ --- ---- ------- -------- ---------------- 0GATX CORP COM 361448103 871 000000025253 SH DEFINED 01 SOLE GABLES RESIDENTIAL TR SH BEN INT 362418105 7,937 000000183600 SH DEFINED 01 SOLE GALLAGHER ARTHUR J & CO COM 363576109 1,181 000000043536 SH DEFINED 01 SOLE GAMESTOP CORP COM CL B 36466R200 25,364 000000848300 SH DEFINED 01 SOLE GANNETT INC COM 364730101 18,585 000000261287 SH DEFINED 01 SOLE GAP INC DEL COM 364760108 15,396 000000779563 SH DEFINED 01 SOLE GARDNER DENVER INC COM 365558105 1,596 000000045500 SH DEFINED 01 SOLE GARTNER INC COM 366651107 1,247 000000117438 SH DEFINED 01 SOLE GATEWAY INC COM 367626108 1,029 000000312064 SH DEFINED 01 SOLE GEN-PROBE INC NEW COM 36866T103 1,026 000000028337 SH DEFINED 01 SOLE GENERAL COMMUNICATION INC CL A 369385109 987 000000100000 SH DEFINED 01 SOLE GENERAL DYNAMICS CORP COM 369550108 21,071 000000192362 SH DEFINED 01 SOLE GENERAL ELEC CO COM 369604103 346,485 000009999570 SH DEFINED 01 SOLE GENERAL MLS INC DBCV 370334AU8 54,637 000077500000 SH DEFINED 01 SOLE GENERAL MLS INC COM 370334104 16,995 000000363236 SH DEFINED 01 SOLE GENERAL MTRS CORP COM 370442105 20,211 000000594443 SH DEFINED 01 SOLE GENTEX CORP COM 371901109 1,376 000000075609 SH DEFINED 01 SOLE GENTA INC COM NEW 37245M207 118 000000100000 SH DEFINED 01 SOLE GENUINE PARTS CO COM 372460105 7,529 000000183233 SH DEFINED 01 SOLE GENZYME CORP COM 372917104 16,129 000000268423 SH DEFINED 01 SOLE GEORGIA GULF CORP COM PAR $0 373200203 353 000000011400 SH DEFINED 01 SOLE GEORGIA PAC CORP COM 373298108 8,138 000000255920 SH DEFINED 01 SOLE GEVITY HR INC COM 374393106 1,199 000000059900 SH DEFINED 01 SOLE GILEAD SCIENCES INC COM 375558103 20,573 000000467677 SH DEFINED 01 SOLE GILLETTE CO COM 375766102 99,136 000001958067 SH DEFINED 01 SOLE GLATFELTER COM 377316104 363 000000029331 SH DEFINED 01 SOLE GLOBAL SIGNAL INC COM 37944Q103 376 000000010000 SH DEFINED 01 SOLE GOLDEN WEST FINL CORP DEL COM 381317106 17,557 000000272722 SH DEFINED 01 SOLE 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PACKARD CO COM 428236103 64,198 000002730689 SH DEFINED 01 SOLE HIBERNIA CORP CL A 428656102 20,045 000000604134 SH DEFINED 01 SOLE HIGHWOODS PPTYS INC COM 431284108 767 000000025783 SH DEFINED 01 SOLE HILB ROGAL & HOBBS CO COM 431294107 381 000000011100 SH DEFINED 01 SOLE HILLENBRAND INDS INC COM 431573104 1,774 000000035098 SH DEFINED 01 SOLE HILTON HOTELS CORP COM 432848109 9,847 000000412881 SH DEFINED 01 SOLE HOME DEPOT INC COM 437076102 79,950 000002055286 SH DEFINED 01 SOLE HONEYWELL INTL INC COM 438516106 30,108 000000821963 SH DEFINED 01 SOLE HORACE MANN EDUCATORS CORP N COM 440327104 484 000000025747 SH DEFINED 01 SOLE HORMEL FOODS CORP COM 440452100 1,522 000000051902 SH DEFINED 01 SOLE HOSPITALITY PPTYS TR COM SH BEN 44106M102 1,504 000000034133 SH DEFINED 01 SOLE HOSPIRA INC COM 441060100 5,896 000000151192 SH DEFINED 01 SOLE HOT TOPIC INC COM 441339108 503 000000026320 SH DEFINED 01 SOLE HOUSTON EXPL CO COM 442120101 461 000000008700 SH DEFINED 01 SOLE HOVNANIAN 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DEFINED 01 SOLE INTL PAPER CO COM 460146103 14,560 000000481987 SH DEFINED 01 SOLE INTERNATIONAL RECTIFIER CORP COM 460254105 1,354 000000028383 SH DEFINED 01 SOLE INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,262 000000022454 SH DEFINED 01 SOLE INTERNET HOLDRS TR DEPOSIT RC 46059W102 56,000 000001033800 SH DEFINED 01 SOLE INTERSIL CORP CL A 46069S109 1,406 000000074941 SH DEFINED 01 SOLE INTERPUBLIC GROUP COS INC COM 460690100 4,967 000000407871 SH DEFINED 01 SOLE INTUITIVE SURGICAL INC COM NEW 46120E602 239 000000005142 SH DEFINED 01 SOLE INTUIT COM 461202103 8,819 000000195513 SH DEFINED 01 SOLE INVITROGEN CORP NOTE 2.25 46185RAD2 4,105 000004000000 SH DEFINED 01 SOLE INVITROGEN CORP COM 46185R100 1,717 000000020625 SH DEFINED 01 SOLE INVESTORS FINL SERVICES CORP COM 461915100 1,347 000000035620 SH DEFINED 01 SOLE IOMEGA CORP COM NEW 462030305 286 000000108300 SH DEFINED 01 SOLE IPSCO INC COM 462622101 209 000000004800 SH DEFINED 01 SOLE IRON MTN INC PA COM 462846106 341 000000011000 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000000060417 SH DEFINED 01 SOLE KENNAMETAL INC COM 489170100 818 000000017843 SH DEFINED 01 SOLE KERR MCGEE CORP COM 492386107 8,916 000000116852 SH DEFINED 01 SOLE KEY ENERGY SVCS INC COM 492914106 1,087 000000089900 SH DEFINED 01 SOLE KEYCORP NEW COM 493267108 13,520 000000407864 SH DEFINED 01 SOLE KEYSPAN CORP COM 49337W100 6,718 000000165075 SH DEFINED 01 SOLE KIMBERLY CLARK CORP COM 494368103 30,287 000000483902 SH DEFINED 01 SOLE KINDER MORGAN INC KANS COM 49455P101 8,608 000000103467 SH DEFINED 01 SOLE KING PHARMACEUTICALS INC COM 495582108 2,534 000000243203 SH DEFINED 01 SOLE KNIGHT RIDDER INC COM 499040103 4,439 000000072378 SH DEFINED 01 SOLE KNIGHT TRANSN INC COM 499064103 204 000000008394 SH DEFINED 01 SOLE KOHLS CORP COM 500255104 17,691 000000316433 SH DEFINED 01 SOLE KONINKLIJKE PHILIPS ELECTRS NY REG SH 500472303 634 000000025200 SH DEFINED 01 SOLE KORN FERRY INTL COM NEW 500643200 547 000000030826 SH DEFINED 01 SOLE KRISPY KREME DOUGHNUTS INC COM 501014104 499 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000000017002 SH DEFINED 01 SOLE MGM MIRAGE COM 552953101 1,143 000000028900 SH DEFINED 01 SOLE MGM MIRAGE COM 552953101 457 000000011500 SH DEFINED 01 SOLE MPS GROUP INC COM 553409103 599 000000063677 SH DEFINED 01 SOLE MSC INDL DIRECT INC CL A 553530106 455 000000013507 SH DEFINED 01 SOLE MACK CALI RLTY CORP COM 554489104 1,114 000000024599 SH DEFINED 01 SOLE MACROVISION CORP COM 555904101 588 000000026105 SH DEFINED 01 SOLE MACROMEDIA INC COM 556100105 5,789 000000151480 SH DEFINED 01 SOLE MAGELLAN HEALTH SVCS INC COM NEW 559079207 5,298 000000150069 SH DEFINED 01 SOLE MAJESCO HLDGS INC COM NEW 560690208 98 000000015000 SH DEFINED 01 SOLE 1Page 16 05-08-15 16:08:07 0 FORM 13F INFORMATION TABLE QUARTER ENDING 06/30/2005 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0MANOR CARE INC NEW COM 564055101 3,498 000000088048 SH DEFINED 01 SOLE MANPOWER INC COM 56418H100 2,284 000000057419 SH DEFINED 01 SOLE MARATHON OIL CORP COM 565849106 17,728 000000332190 SH DEFINED 01 SOLE MARSH & MCLENNAN COS INC COM 571748102 14,590 000000526720 SH DEFINED 01 SOLE MARSHALL & ILSLEY CORP COM 571834100 9,478 000000213246 SH DEFINED 01 SOLE MARRIOTT INTL INC NEW CL A 571903202 13,007 000000190677 SH DEFINED 01 SOLE MARTEK BIOSCIENCES CORP COM 572901106 643 000000016943 SH DEFINED 01 SOLE MARTIN MARIETTA MATLS INC COM 573284106 1,362 000000019717 SH DEFINED 01 SOLE MARVEL ENTERPRISES INC COM 57383M108 372 000000018900 SH DEFINED 01 SOLE MASCO CORP NOTE 574599BB1 2,293 000005000000 SH DEFINED 01 SOLE MASCO CORP COM 574599106 14,255 000000448863 SH DEFINED 01 SOLE MATRIX SVC CO COM 576853105 434 000000094848 SH DEFINED 01 SOLE MATTEL INC COM 577081102 7,580 000000414212 SH DEFINED 01 SOLE MAXIM INTEGRATED PRODS INC COM 57772K101 13,531 000000354040 SH DEFINED 01 SOLE MAY DEPT STORES CO COM 577778103 46,357 000001154331 SH DEFINED 01 SOLE MAVERICK TUBE CORP COM 577914104 479 000000016100 SH DEFINED 01 SOLE MAYTAG CORP COM 578592107 1,280 000000081760 SH DEFINED 01 SOLE MCAFEE INC COM 579064106 1,858 000000070980 SH DEFINED 01 SOLE MCCLATCHY CO CL A 579489105 215 000000003300 SH DEFINED 01 SOLE MCCORMICK & CO INC COM NON VT 579780206 4,426 000000135438 SH DEFINED 01 SOLE MCDATA CORP CL B 580031102 683 000000183844 SH DEFINED 01 SOLE MCDATA CORP CL A 580031201 400 000000100067 SH DEFINED 01 SOLE MCDONALDS CORP COM 580135101 35,198 000001268428 SH DEFINED 01 SOLE MCGRAW HILL COS INC COM 580645109 15,945 000000360352 SH DEFINED 01 SOLE MCKESSON CORP COM 58155Q103 12,710 000000283785 SH DEFINED 01 SOLE MEADWESTVACO CORP COM 583334107 5,224 000000186338 SH DEFINED 01 SOLE MEDCO HEALTH SOLUTIONS INC COM 58405U102 14,067 000000263643 SH DEFINED 01 SOLE MEDIA GEN INC CL A 584404107 783 000000012102 SH DEFINED 01 SOLE MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 358 000000011300 SH DEFINED 01 SOLE MEDIMMUNE INC COM 584699102 7,056 000000264084 SH DEFINED 01 SOLE MEDTRONIC INC DBCV 1.25 585055AD8 19,825 000000200000 PRN DEFINED 01 SOLE MEDTRONIC INC COM 585055106 59,781 000001154305 SH DEFINED 01 SOLE MELLON FINL CORP COM 58551A108 11,609 000000404640 SH DEFINED 01 SOLE MENTOR GRAPHICS CORP COM 587200106 572 000000056048 SH DEFINED 01 SOLE MERCANTILE BANKSHARES CORP COM 587405101 1,873 000000036364 SH DEFINED 01 SOLE MERCK & CO INC COM 589331107 65,923 000002140382 SH DEFINED 01 SOLE MERCURY INTERACTIVE CORP NOTE 589405AD1 4,643 000005000000 SH DEFINED 01 SOLE MERCURY INTERACTIVE CORP COM 589405109 4,654 000000121328 SH DEFINED 01 SOLE MEREDITH CORP COM 589433101 2,394 000000048813 SH DEFINED 01 SOLE MERRILL LYNCH & CO INC NOTE 590188W46 23,441 000023500000 SH DEFINED 01 SOLE MERRILL LYNCH & CO INC COM 590188108 49,733 000000904083 SH DEFINED 01 SOLE MERRILL LYNCH & CO INC COM 590188108 15,290 000000275000 SH DEFINED 02 SOLE METLIFE INC COM 59156R108 32,420 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INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0NEW YORK TIMES CO CL A 650111107 4,378 000000140549 SH DEFINED 01 SOLE NEWELL RUBBERMAID INC COM 651229106 6,321 000000265181 SH DEFINED 01 SOLE NEWFIELD EXPL CO COM 651290108 2,494 000000062526 SH DEFINED 01 SOLE NEWMONT MINING CORP COM 651639106 16,800 000000430442 SH DEFINED 01 SOLE NEWPORT CORP COM 651824104 400 000000028920 SH DEFINED 01 SOLE NEWS CORP CL A 65248E104 122,847 000007592528 SH DEFINED 01 SOLE NEXTEL COMMUNICATIONS INC CL A 65332V103 51,136 000001582681 SH DEFINED 01 SOLE NEXTEL COMMUNICATIONS INC CL A 65332V103 2,423 000000075000 SH DEFINED 01 SOLE NEXTEL PARTNERS INC CL A 65333F107 815 000000032400 SH DEFINED 01 SOLE NEXEN INC COM 65334H102 212 000000007000 SH DEFINED 01 SOLE NICOR INC COM 654086107 1,816 000000044110 SH DEFINED 01 SOLE NIKE INC CL B 654106103 19,184 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QUARTER ENDING 06/30/2005 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0PETROLEO BRASILEIRO SA PETRO SPONSORED 71654V101 109,137 000002370500 SH DEFINED 01 SOLE PETROLEUM GEO SVCS ASA NEW SPONSORED 716599105 2,055 000000086850 SH DEFINED 01 SOLE PETSMART INC COM 716768106 1,914 000000063067 SH DEFINED 01 SOLE PFIZER INC COM 717081103 192,531 000006980842 SH DEFINED 01 SOLE PFIZER INC COM 717081103 275 000000010000 SH DEFINED 04 SOLE PHARMACEUTICAL HLDRS TR DEPOSITRY 71712A206 5,308 000000072400 SH DEFINED 01 SOLE PHARMACEUTICAL PROD DEV INC COM 717124101 436 000000009320 SH DEFINED 01 SOLE PHELPS DODGE CORP COM 717265102 8,882 000000096030 SH DEFINED 01 SOLE PIER 1 IMPORTS INC COM 720279108 822 000000057972 SH DEFINED 01 SOLE PINNACLE SYS INC COM 723481107 236 000000043000 SH DEFINED 01 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4,464 000000120174 SH DEFINED 01 SOLE TENET HEALTHCARE CORP COM 88033G100 5,541 000000452705 SH DEFINED 01 SOLE TERADYNE INC COM 880770102 2,414 000000201750 SH DEFINED 01 SOLE TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,950 000000126874 SH DEFINED 01 SOLE TEXAS INSTRS INC COM 882508104 44,645 000001590518 SH DEFINED 01 SOLE TEXAS REGL BANCSHARES INC CL A VTG 882673106 639 000000020993 SH DEFINED 01 SOLE TEXTRON INC COM 883203101 9,952 000000131210 SH DEFINED 01 SOLE THERMO ELECTRON CORP COM 883556102 4,307 000000160313 SH DEFINED 01 SOLE THOMAS & BETTS CORP COM 884315102 828 000000029327 SH DEFINED 01 SOLE THOMAS INDS INC COM 884425109 5,994 000000150000 SH DEFINED 01 SOLE THOR INDS INC COM 885160101 909 000000028946 SH DEFINED 01 SOLE THORNBURG MTG INC COM 885218107 218 000000007500 SH DEFINED 01 SOLE 3COM CORP COM 885535104 689 000000189837 SH DEFINED 01 SOLE 1Page 25 05-08-15 16:08:07 0 FORM 13F INFORMATION TABLE QUARTER ENDING 06/30/2005 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 03M CO COM 88579Y101 52,731 000000729337 SH DEFINED 01 SOLE TIBCO SOFTWARE INC COM 88632Q103 315 000000048268 SH DEFINED 01 SOLE TIDEWATER INC COM 886423102 1,037 000000027228 SH DEFINED 01 SOLE TIFFANY & CO NEW COM 886547108 4,589 000000140095 SH DEFINED 01 SOLE TIMBERLAND CO CL A 887100105 1,227 000000031697 SH DEFINED 01 SOLE TIME WARNER INC COM 887317105 74,928 000004484028 SH DEFINED 01 SOLE TIMKEN CO COM 887389104 279 000000012100 SH DEFINED 01 SOLE TITAN CORP COM 888266103 2,254 000000099129 SH DEFINED 01 SOLE TOLL BROTHERS INC COM 889478103 2,703 000000026621 SH DEFINED 01 SOLE TOOTSIE ROLL INDS INC COM 890516107 636 000000021749 SH DEFINED 01 SOLE TORCHMARK CORP COM 891027104 5,222 000000100040 SH DEFINED 01 SOLE TORO CO COM 891092108 1,220 000000031600 SH DEFINED 01 SOLE TOTAL 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229 000000014145 SH DEFINED 01 SOLE UST INC COM 902911106 7,224 000000158217 SH DEFINED 01 SOLE US BANCORP DEL COM NEW 902973304 51,573 000001766227 SH DEFINED 01 SOLE USA MOBILITY INC COM 90341G103 839 000000028587 SH DEFINED 01 SOLE UNILEVER N V N Y SHS NE 904784709 246 000000003800 SH DEFINED 01 SOLE UNION PAC CORP COM 907818108 16,835 000000259805 SH DEFINED 01 SOLE UNISYS CORP COM 909214108 2,381 000000376280 SH DEFINED 01 SOLE UNITED DOMINION REALTY TR IN COM 910197102 1,387 000000057702 SH DEFINED 01 SOLE UNITED PARCEL SERVICE INC CL B 911312106 74,987 000001084264 SH DEFINED 01 SOLE UNITED RENTALS INC COM 911363109 786 000000038931 SH DEFINED 01 SOLE UNITED STATES STL CORP NEW COM 912909108 3,919 000000114027 SH DEFINED 01 SOLE UNITED STATES STL CORP NEW COM 912909108 2,146 000000062440 SH DEFINED 04 SOLE UNITED TECHNOLOGIES CORP COM 913017109 50,798 000000989264 SH DEFINED 01 SOLE UNITEDHEALTH GROUP INC COM 91324P102 62,962 000001207571 SH DEFINED 01 SOLE UNITRIN INC COM 913275103 1,565 000000031888 SH DEFINED 01 SOLE UNIVERSAL CORP VA COM 913456109 592 000000013532 SH DEFINED 01 SOLE UNIVERSAL HLTH SVCS INC CL B 913903100 1,867 000000030040 SH DEFINED 01 SOLE UNIVISION COMMUNICATIONS INC CL A 914906102 7,651 000000277733 SH DEFINED 01 SOLE UNOCAL CORP COM 915289102 29,144 000000448031 SH DEFINED 01 SOLE UNUMPROVIDENT CORP COM 91529Y106 5,244 000000286251 SH DEFINED 01 SOLE 1Page 26 05-08-15 16:08:07 0 FORM 13F INFORMATION TABLE QUARTER ENDING 06/30/2005 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0URBAN OUTFITTERS INC COM 917047102 1,550 000000027346 SH DEFINED 01 SOLE UTSTARCOM INC COM 918076100 893 000000119324 SH DEFINED 01 SOLE VCA ANTECH INC COM 918194101 1,140 000000047029 SH DEFINED 01 SOLE V F CORP COM 918204108 6,134 000000107216 SH DEFINED 01 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VIACOM INC CL A 925524100 3,834 000000119000 SH DEFINED 01 SOLE VIACOM INC CL B 925524308 52,910 000001652407 SH DEFINED 01 SOLE VIACELL INC COM 92554J105 687,873 000001692184 SH DEFINED 02 SOLE VICURON PHARMACEUTICALS INC COM 926471103 2,790 000000100000 SH DEFINED 01 SOLE VISHAY INTERTECHNOLOGY INC COM 928298108 1,012 000000085274 SH DEFINED 01 SOLE VISTEON CORP COM 92839U107 887 000000147247 SH DEFINED 01 SOLE VORNADO RLTY TR SH BEN INT 929042109 353 000000004400 SH DEFINED 01 SOLE VULCAN MATLS CO COM 929160109 6,478 000000099691 SH DEFINED 01 SOLE WGL HLDGS INC COM 92924F106 779 000000023186 SH DEFINED 01 SOLE WPS RESOURCES CORP COM 92931B106 958 000000017038 SH DEFINED 01 SOLE WACHOVIA CORP 2ND NEW COM 929903102 75,191 000001515950 SH DEFINED 01 SOLE WADDELL & REED FINL INC CL A 930059100 926 000000050106 SH DEFINED 01 SOLE WAL MART STORES INC COM 931142103 152,602 000003166024 SH DEFINED 01 SOLE WALGREEN CO COM 931422109 45,061 000000979810 SH DEFINED 01 SOLE WALTER INDS INC COM 93317Q105 502 000000012500 SH DEFINED 01 SOLE WASHINGTON FED INC COM 938824109 955 000000040632 SH DEFINED 01 SOLE WASHINGTON MUT INC COM 939322103 34,377 000000844866 SH DEFINED 01 SOLE WASHINGTON POST CO CL B 939640108 2,288 000000002741 SH DEFINED 01 SOLE WASTE MGMT INC DEL COM 94106L109 16,221 000000572386 SH DEFINED 01 SOLE WATERS CORP COM 941848103 4,574 000000123066 SH DEFINED 01 SOLE WATSON PHARMACEUTICALS INC COM 942683103 3,746 000000126749 SH DEFINED 01 SOLE WEATHERFORD INTL INC DBCV 947074AB6 38,025 000060000000 SH DEFINED 01 SOLE WEBSENSE INC COM 947684106 438 000000009116 SH DEFINED 01 SOLE WEBSTER FINL CORP CONN COM 947890109 1,586 000000033979 SH DEFINED 01 SOLE WEINGARTEN RLTY INVS SH BEN INT 948741103 1,398 000000035657 SH DEFINED 01 SOLE WELLPOINT INC COM 94973V107 41,230 000000592057 SH DEFINED 01 SOLE WELLS FARGO & CO NEW COM 949746101 99,378 000001613806 SH DEFINED 01 SOLE WENDYS INTL INC COM 950590109 5,781 000000121323 SH DEFINED 01 SOLE 1Page 27 05-08-15 16:08:07 0 FORM 13F INFORMATION TABLE QUARTER ENDING 06/30/2005 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0WERNER ENTERPRISES INC COM 950755108 693 000000035326 SH DEFINED 01 SOLE WESTAR ENERGY INC COM 95709T100 980 000000040816 SH DEFINED 01 SOLE WESTAMERICA BANCORPORATION COM 957090103 812 000000015388 SH DEFINED 01 SOLE WESTERN DIGITAL CORP COM 958102105 1,736 000000129364 SH DEFINED 01 SOLE WESTERN GAS RES INC COM 958259103 1,026 000000029415 SH DEFINED 01 SOLE WESTERN WIRELESS CORP CL A 95988E204 25,536 000000603700 SH DEFINED 01 SOLE WESTWOOD ONE INC COM 961815107 831 000000040680 SH DEFINED 01 SOLE WEYERHAEUSER CO COM 962166104 15,340 000000241006 SH DEFINED 01 SOLE WHIRLPOOL CORP COM 963320106 5,061 000000072195 SH DEFINED 01 SOLE WHOLE FOODS MKT INC COM 966837106 2,885 000000024406 SH DEFINED 01 SOLE WILLIAMS COS INC DEL COM 969457100 10,492 000000552249 SH DEFINED 01 SOLE WILLIAMS SONOMA INC COM 969904101 1,938 000000048987 SH DEFINED 01 SOLE WILMINGTON TRUST CORP COM 971807102 1,214 000000033726 SH DEFINED 01 SOLE WIND RIVER SYSTEMS INC COM 973149107 642 000000040951 SH DEFINED 01 SOLE WIPRO LTD SPON ADR 1 97651M109 414 000000020000 SH DEFINED 01 SOLE WISCONSIN ENERGY CORP COM 976657106 1,859 000000047669 SH DEFINED 01 SOLE WORLD HEART CORP COM NEW 980905202 128 000000100341 SH DEFINED 01 SOLE WORTHINGTON INDS INC COM 981811102 900 000000057008 SH DEFINED 01 SOLE WRIGLEY WM JR CO COM 982526105 12,959 000000188255 SH DEFINED 01 SOLE WYETH DBCV 983024AD2 10,241 000000100000 PRN DEFINED 01 SOLE WYETH COM 983024100 57,245 000001286406 SH DEFINED 01 SOLE WYNN RESORTS LTD COM 983134107 3,534 000000074779 SH DEFINED 01 SOLE XM SATELLITE RADIO HLDGS INC CL A 983759101 741 000000022021 SH DEFINED 01 SOLE XTO ENERGY INC COM 98385X106 11,664 000000343175 SH DEFINED 01 SOLE XCEL ENERGY INC COM 98389B100 7,487 000000383557 SH DEFINED 01 SOLE XILINX INC COM 983919101 12,114 000000475072 SH DEFINED 01 SOLE XEROX CORP COM 984121103 12,918 000000936812 SH DEFINED 01 SOLE YAHOO INC COM 984332106 47,266 000001364105 SH DEFINED 01 SOLE YELLOW ROADWAY CORP COM 985577105 2,791 000000054953 SH DEFINED 01 SOLE YORK INTL CORP NEW COM 986670107 1,067 000000028087 SH DEFINED 01 SOLE YUM BRANDS INC COM 988498101 15,236 000000292551 SH DEFINED 01 SOLE ZALE CORP NEW COM 988858106 646 000000020400 SH DEFINED 01 SOLE ZEBRA TECHNOLOGIES CORP CL A 989207105 1,414 000000032293 SH DEFINED 01 SOLE ZIMMER HLDGS INC COM 98956P102 18,939 000000248654 SH DEFINED 01 SOLE ZIONS BANCORPORATION COM 989701107 6,352 000000086392 SH DEFINED 01 SOLE - -LIST OF OTHER INCLUDED MANAGERS NHI 01 NSI 02 LONDON 04 BERMUDA 06 GANT FORM 13F INFORMATION TABLE ENTRY TOTAL: 1231 FORM 13F INFORMATION TABLE VALUE TOTAL: 15,092,631,893
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