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					UNIVERSITY OF WISCONSIN SYSTEMS HOLDINGS REPORT
As of December 31, 2004
MANAGER                SECURITY DESCRIPTION                                             SHARES          MARKET       % OF
                                                                                                        VALUE       ASSETS
PROVIDENT INVESTMENT   AARON RENTS INC COM                                                 12,450   $     311,250     0.09%
CHICAGO EQUITY PARTN   ABERCROMBIE & FITCH CO CL A                                          4,100   $     192,495     0.05%
ICM ASSET MGMT         ACCREDO HEALTH INC COM                                              21,600   $     598,752     0.17%
ICM ASSET MGMT         ACTION PERFORMANCE COS INC                                          47,100   $     517,629     0.15%
ADAMS STREET PTNRS     ADAMS STREET 2002 FUND LP                                        1,999,242   $   1,999,242     0.57%
ADAMS STREET PTNRS     ADAMS STREET 2002 NON-US LP                                        482,467   $     482,467     0.14%
ADAMS STREET PTNRS     ADAMS STREET 2004 NON-US FUND                                      198,443   $     198,443     0.06%
ADAMS STREET PTNRS     ADAMS STREET 2004 US FUND LP                                       623,114   $     623,114     0.18%
CHICAGO EQUITY PARTN   ADOBE SYS INC DEL COM                                                6,700   $     420,358     0.12%
UBS GLOBAL ASST MGM    ADVANCED AUTO PTS INC                                               14,000   $     611,520     0.17%
ICM ASSET MGMT         AEROFLEX INC                                                        43,300   $     524,796     0.15%
PROVIDENT INVESTMENT   AEROFLEX INC                                                        11,800   $     143,016     0.04%
PROVIDENT INVESTMENT   AEROPOSTALE INC                                                      7,400   $     217,782     0.06%
OAK ASSOCIATES         AFFYMETRIX INC OC-CAP STK                                            9,300   $     339,915     0.10%
UBS GLOBAL ASST MGM    AFLAC INC COM                                                        9,200   $     366,528     0.10%
ICM ASSET MGMT         AGCO CORP COM                                                       18,650   $     408,249     0.12%
UBS GLOBAL ASST MGM    ALBERTSONS INC COM                                                  46,000   $   1,098,480     0.31%
UBS GLOBAL ASST MGM    ALCOA INC COM                                                       13,700   $     430,454     0.12%
UBS GLOBAL ASST MGM    ALLERGAN INC COM                                                    18,019   $   1,460,800     0.42%
PROVIDENT INVESTMENT   ALLIANCE DATA SYS CORP COM                                           8,500   $     403,580     0.12%
UBS GLOBAL ASST MGM    ALLSTATE CORP COM                                                    6,900   $     356,868     0.10%
CHICAGO EQUITY PARTN   ALLSTATE CORP COM                                                   10,300   $     532,716     0.15%
REAMS ASSET MGT        ALLSTATE LIFE GBL MTN #TR00003   3.500% 07/30/2007 DD 07/29/04     140,000   $     139,406     0.04%
PROVIDENT INVESTMENT   ALTIRIS INC                                                          5,900   $     209,037     0.06%
CHICAGO EQUITY PARTN   ALTRIA GROUP INC                                                     6,000   $     366,600     0.10%
STANDISH MELLON        ALTRIA GROUP INC NT              7.000% 11/04/2013 DD 11/04/03      70,000   $      75,899     0.02%
CHICAGO EQUITY PARTN   AMERADA HESS CORP COM                                                2,400   $     197,712     0.06%
BRADFORD & MARZEC      AMERICA MOVIL S A 144A           5.750% 01/15/2015 DD 11/03/04     100,000   $     100,209     0.03%
PROVIDENT INVESTMENT   AMERICA SVC GROUP INC                                                9,675   $     259,000     0.07%
REAMS ASSET MGT        AMERICAN AIRLS P/T 02 1 CL G     VAR RT 03/23/2009 DD 09/24/02     193,056   $     193,446     0.06%
UBS GLOBAL ASST MGM    AMERICAN ELEC PWR INC COM                                           11,200   $     384,608     0.11%
REAMS ASSET MGT        AMERICAN EXPRESS MTN #TR00475    4.375% 07/30/2009 DD 07/30/04      95,000   $      96,366     0.03%
BRADFORD & MARZEC      AMERICAN GEN FIN MTN #TR00394    4.000% 03/15/2011 DD 03/16/04     105,000   $     101,630     0.03%
ICM ASSET MGMT         AMERICAN GREETINGS CORP CL A                                        16,150   $     409,403     0.12%
PROVIDENT INVESTMENT   AMERICAN HEALTHWAYS INC                                             10,750   $     355,180     0.10%
UBS GLOBAL ASST MGM    AMERICAN INTL GROUP INC COM                                          4,226   $     277,521     0.08%
PROVIDENT INVESTMENT   AMERICAN PHARMACEUTICALS                                             3,200   $     119,712     0.03%
PROVIDENT INVESTMENT   AMERIGROUP CORP                                                      3,700   $     279,942     0.08%
BRADFORD & MARZEC      AMERIQUEST MTG SECS 03-11 AV-2   VAR RT 01/25/2034 DD 11/12/03      43,278   $      43,339     0.01%
BRADFORD & MARZEC      AMERIQUEST MTG SECS 03-12 AV-2   VAR RT 11/25/2033 DD 12/05/03      80,548   $      80,636     0.02%
BRADFORD & MARZEC      AMERIQUEST MTG SECS 04-R A-1B    VAR RT 05/25/2034 DD 04/08/04      68,371   $      68,373     0.02%
CHICAGO EQUITY PARTN   AMERISOURCEBERGEN CORP COM                                           1,300   $      76,284     0.02%
CHICAGO EQUITY PARTN   AMGEN INC                                                            5,792   $     371,557     0.11%
OAK ASSOCIATES         AMGEN INC                                                            9,100   $     583,765     0.17%
STANDISH MELLON        AMOCO CORP DEBENTURES            6.500% 08/01/2007 DD 08/01/97     100,000   $     107,286     0.03%
STANDISH MELLON        AMSOUTH BK NA BIRMINGHAM ALA     4.850% 04/01/2013 DD 03/27/03      60,000   $      60,043     0.02%
STANDISH MELLON        AMVESCAPE PLC SR NT              5.375% 02/27/2013 DD 02/27/03      75,000   $      76,366     0.02%
PROVIDENT INVESTMENT   ANTEON INTL CORP                                                     6,900   $     288,834     0.08%
BRADFORD & MARZEC      ANZ CAP TR I TR SECS 144A        5.360% 12/29/2049 DD 11/26/03      55,000   $      55,790     0.02%
STANDISH MELLON        AOL TIME WARNER INC NT           6.750% 04/15/2011 DD 04/19/01     110,000   $     123,236     0.04%
REAMS ASSET MGT        AOL TIME WARNER INC NT           6.750% 04/15/2011 DD 04/19/01     125,000   $     140,041     0.04%
STANDISH MELLON        APPALACHIAN PWR CO SR NT SER H   5.950% 05/15/2033 DD 05/05/03      30,000   $      30,309     0.01%
ICM ASSET MGMT         APPLICA INC COM                                                     43,650   $     264,083     0.08%
OAK ASSOCIATES         APPLIED MATLS INC COM                                               34,500   $     589,950     0.17%
PROVIDENT INVESTMENT   APPLIED SIGNAL TECHNOLOGY INC                                        3,500   $     123,375     0.04%
STANDISH MELLON        ARAMARK SVCS INC GTD INC         7.000% 07/15/2006 DD 07/07/98      30,000   $      31,509     0.01%
STANDISH MELLON        ARAMARK SVCS INC NT              6.375% 02/15/2008 DD 08/23/02      50,000   $      53,137     0.02%
PROVIDENT INVESTMENT   ARBINET THEXCHANGE INC COM                                           1,500   $      37,245     0.01%
STANDISH MELLON        ARCHSTONE SMITH OPER TR NT       5.625% 08/15/2014 DD 08/02/04      25,000   $      25,951     0.01%
STANDISH MELLON        ARCHSTONE SMITH TR SR NT         5.000% 08/15/2007 DD 08/15/02      40,000   $      41,193     0.01%
BRADFORD & MARZEC      ARGENT SECS INC 04-W1 AV2        VAR RT 03/25/2034 DD 02/05/04      58,637   $      58,729     0.02%
PROVIDENT INVESTMENT   ARGON ST INC                                                         5,700   $     201,609     0.06%
PROVIDENT INVESTMENT   ARIBA INC                                                           10,000   $     166,000     0.05%
STANDISH MELLON        ARIZONA PUB SVC CO NT            6.500% 03/01/2012 DD 03/01/02      50,000   $      55,200     0.02%
PROVIDENT INVESTMENT   ASK JEEVES INC OC-COM                                                7,600   $     203,300     0.06%
PROVIDENT INVESTMENT   ASV INC                                                              3,000   $     143,700     0.04%
CHICAGO EQUITY PARTN   AT&T CORP                                                           15,200   $     289,712     0.08%
STANDISH MELLON        AT&T WIRELESS SVCS INC SR NT     8.750% 03/01/2031 DD 09/01/01      35,000   $      47,186     0.01%
REAMS ASSET MGT        ATMOS ENERGY CORP SR NT          4.000% 10/15/2009 DD 10/22/04     145,000   $     143,084     0.04%
PROVIDENT INVESTMENT   ATP OIL & GAS CORP                                                   7,400   $     137,566     0.04%
BRADFORD & MARZEC      AUBURN HILLS TR GTD CTF EXCH     STEP UP 05/01/2020                 25,000   $      39,211     0.01%
OAK ASSOCIATES         AVID TECHNOLOGY INC COM                                              6,100   $     376,675     0.11%
PROVIDENT INVESTMENT   AVID TECHNOLOGY INC COM                                              4,900   $     302,575     0.09%
ICM ASSET MGMT         AVISTA CORP COM                                                     33,100   $     584,877     0.17%
PROVIDENT INVESTMENT   AVOCENT CORP COM                                                     7,000   $     284,270     0.08%
CHICAGO EQUITY PARTN   AVON PRODS INC COM                                                   2,600   $     100,620     0.03%
CHICAGO EQUITY PARTN   BAKER HUGHES INC COM                                                 5,800   $     247,486     0.07%
BRADFORD & MARZEC      BANC AMER MTG SECS 04-E 2A9      VAR RT 06/25/2034 DD 05/25/04      87,475   $      87,476     0.02%
REAMS ASSET MGT        BANC ONE CORP NTS                2.625% 06/30/2008 DD 06/18/03     100,000   $      96,163     0.03%
BRADFORD & MARZEC      BANCO SANTANDER CHILE NEW SUB    7.375% 07/18/2012 DD 01/18/03     105,000   $     120,585     0.03%
REAMS ASSET MGT        BANK AMER CORP SR NT             3.375% 02/17/2009 DD 01/29/04     365,000   $     357,376     0.10%
MANAGER                SECURITY DESCRIPTION                                              SHARES        MARKET        % OF
                                                                                                       VALUE        ASSETS
STANDISH MELLON        BANK AMER CORP SUB NT            7.400% 01/15/2011 DD 01/23/01       95,000   $    110,196     0.03%
REAMS ASSET MGT        BANK MONTREAL CHICAGO BRH ILL    7.800% 04/01/2007 DD 04/06/95       80,000   $     87,151     0.02%
CHICAGO EQUITY PARTN   BANK OF AMERICA CORP                                                 19,952   $    937,544     0.27%
BRADFORD & MARZEC      BANK ONE ISSUANCE TR 03-2 CL C   VAR RT 12/15/2010 DD 05/06/03       84,000   $     85,693     0.02%
PROVIDENT INVESTMENT   BANKUNITED FIN CORP CL A                                              6,800   $    217,260     0.06%
CHICAGO EQUITY PARTN   BARD C R INC                                                          3,700   $    236,726     0.07%
STANDISH MELLON        BB&T CORP SUB NT                 5.200% 12/23/2015 DD 12/23/03      150,000   $    151,899     0.04%
UBS GLOBAL ASST MGM    BEA SYS INC COM                                                       3,400   $     30,124     0.01%
STANDISH MELLON        BEAR STEARNS COML MTG CL A3 03   4.240% 08/13/2039 DD 10/01/03       75,000   $     74,911     0.02%
CHICAGO EQUITY PARTN   BEAR STEARNS COS INC COM                                              3,000   $    306,930     0.09%
STANDISH MELLON        BEAR STEARNS COS INC GLOBAL NT   4.500% 10/28/2010 DD 10/28/03       45,000   $     45,342     0.01%
REAMS ASSET MGT        BEAR STEARNS COS INC NT          2.875% 07/02/2008 DD 06/25/03      265,000   $    256,378     0.07%
STANDISH MELLON        BEAR STEARNS MTG 98-2 CL B       6.750% 04/30/2030 DD 02/01/98        3,299   $      3,288     0.00%
CHICAGO EQUITY PARTN   BECTON DICKINSON & CO COM                                             5,100   $    289,680     0.08%
REAMS ASSET MGT        BELLSOUTH CORP NT                4.750% 11/15/2012 DD 11/15/04       85,000   $     85,633     0.02%
PROVIDENT INVESTMENT   BENCHMARK ELECTRS INC                                                 6,550   $    223,355     0.06%
ICM ASSET MGMT         BEVERLY ENTERPRISES INC COM                                          81,550   $    746,183     0.21%
APPLIED SECURITIES     BLACK & DECKER CORP SR NT        7.125% 06/01/2011 DD 06/05/01      215,000   $    246,279     0.07%
APPLIED SECURITIES     BLOCK FINL CORP GTD SR NT        8.500% 04/15/2007 DD 04/18/00      250,000   $    275,369     0.08%
STANDISH MELLON        BOEING CAP CORP SR NT            7.375% 09/27/2010 DD 09/27/00       65,000   $     75,029     0.02%
STANDISH MELLON        BOEING CAP CORP SR NT            4.750% 08/25/2008 DD 08/25/03       45,000   $     46,431     0.01%
UBS GLOBAL ASST MGM    BOEING CO COM                                                         9,900   $    512,523     0.15%
STANDISH MELLON        BOSTON PPTYS LTD PARTNERSHIP     5.625% 04/15/2015 DD 03/18/03       25,000   $     25,739     0.01%
STANDISH MELLON        BOSTON PPTYS LTD PRTNR SR NT     6.250% 01/15/2013 DD 12/13/02       75,000   $     81,409     0.02%
PROVIDENT INVESTMENT   BRADLEY PHARMACEUTICALS INC                                           3,450   $     66,930     0.02%
UBS NON US EQUITY      BRINSON NON US EQUITY                                             2,352,644   $ 33,206,153     9.47%
UBS GLOBAL ASST MGM    BRISTOL MYERS SQUIBB CO COM                                           8,343   $    213,748     0.06%
STANDISH MELLON        BRITISH SKY BROADCASTING NTS     6.875% 02/23/2009 DD 02/23/99       70,000   $     76,779     0.02%
BRADFORD & MARZEC      BRITISH TELECOM PLC BDS          7.000% 23-MAY-2007                  80,000   $     85,720     0.02%
REAMS ASSET MGT        BRITISH TELECOMMUNICATIONS NT    STEP UP 12/15/2010 DD 12/12/00     105,000   $    125,806     0.04%
PROVIDENT INVESTMENT   BROCADE COMMN SYS INC COM                                            34,400   $    262,816     0.07%
ICM ASSET MGMT         BROOKLINE BANCORP INC DEL                                            32,750   $    534,480     0.15%
PROVIDENT INVESTMENT   BUCYRUS INTL INC NEW CL A                                             2,650   $    107,696     0.03%
PROVIDENT INVESTMENT   BUILD A BEAR WORKSHOP INC                                             3,350   $    117,753     0.03%
UBS GLOBAL ASST MGM    BURLINGTON NORTH SANTA FE CORP                                       14,800   $    700,188     0.20%
REAMS ASSET MGT        BURLINGTON NORTHN RR 95-B1       6.940% 01/02/2014 DD 06/29/95      272,162   $    296,197     0.08%
REAMS ASSET MGT        BURLINGTON NORTHN SANTA FE 001   8.251% 01/15/2021 DD 06/29/00      188,036   $    233,751     0.07%
CHICAGO EQUITY PARTN   BURLINGTON RES INC COM                                                6,800   $    295,800     0.08%
STANDISH MELLON        CABOT FIN B V NT 144A            5.250% 09/01/2013 DD 09/24/03       75,000   $     75,082     0.02%
PROVIDENT INVESTMENT   CACI INTL INC CL A                                                    5,000   $    340,650     0.10%
ICM ASSET MGMT         CAL DIVE INTL INC COM                                                 4,000   $    163,000     0.05%
ICM ASSET MGMT         CALGON CARBON CORP COM                                               52,050   $    472,614     0.13%
REAMS ASSET MGT        CALIFORNIA INFR PG&E-1 97-1 A7   6.420% 09/25/2008 DD 12/08/97      276,963   $    285,308     0.08%
STANDISH MELLON        CALWEST INDL TR 02 144A CL A     6.127% 02/15/2017 DD 02/26/02       70,000   $     76,148     0.02%
ICM ASSET MGMT         CAMBREX CORP COM                                                     12,150   $    329,265     0.09%
STANDISH MELLON        CAPCO AMER SECR 98-D7 A-1B       6.260% 10/15/2030 DD 09/11/98       60,000   $     64,644     0.02%
REAMS ASSET MGT        CAPCO AMER SECUR 98-D7 A-1A      5.860% 10/15/2030 DD 09/11/98      160,328   $    165,373     0.05%
ICM ASSET MGMT         CAPITAL AUTOMOTIVE REIT COM SH                                       13,050   $    463,601     0.13%
CHICAGO EQUITY PARTN   CAPITAL ONE FINL CORP                                                 3,200   $    269,472     0.08%
STANDISH MELLON        CAPITAL ONE MULTI 03-2 CL C      4.320% 04/15/2009 DD 06/04/03      175,000   $    176,743     0.05%
STANDISH MELLON        CAPITAL ONE MULTI 04-1 CL C      3.400% 11/16/2009 DD 01/21/04      140,000   $    138,887     0.04%
STANDISH MELLON        CAPITAL ONE PRIME AUTO 04-1 A3   2.020% 11/15/2007 DD 01/29/04       25,000   $     24,765     0.01%
BRADFORD & MARZEC      CARGIL INC NT                    6.125% 04/19/2034 DD 04/19/04       60,000   $     63,431     0.02%
REAMS ASSET MGT        CAROLINA POWER & LIGHT SR NTS    5.950% 03/01/2009 DD 03/05/99      175,000   $    187,431     0.05%
REAMS ASSET MGT        CAROLINA PWR & LT CO SHELF 13    6.800% 08/15/2007 DD 08/15/97      270,000   $    290,374     0.08%
ICM ASSET MGMT         CASEYS GEN STORES INC                                                21,550   $    391,133     0.11%
BRADFORD & MARZEC      CASH                                                                      -   $      4,102     0.00%
JP MORGAN              CASH                                                                      -   $     79,565     0.02%
REAMS ASSET MGT        CASH                                                                      -   $    583,935     0.17%
STANDISH MELLON        CATERPILLAR FINL MTN #TR00772    3.100% 05/15/2007 DD 04/29/04       75,000   $     74,248     0.02%
STANDISH MELLON        CBA CAP TR I TR PFD SECS 144A    5.805% 12/31/2049 DD 08/06/03      150,000   $    156,164     0.04%
PROVIDENT INVESTMENT   CELEBRATE EXPRESS INC                                                 1,850   $     35,150     0.01%
STANDISH MELLON        CENTERPOINT ENERGY HOUSTON       5.750% 01/15/2014 DD 09/09/03      150,000   $    158,452     0.05%
STANDISH MELLON        CENTEX HOME EQ LN TR 04-B AF2    VAR RT 12/25/2021 DD 03/01/04       80,000   $     78,930     0.02%
UBS GLOBAL ASST MGM    CEPHALON INC COM                                                      6,525   $    331,992     0.09%
PROVIDENT INVESTMENT   CHARLES RIV ASSOCS INC COM                                            5,000   $    233,850     0.07%
ICM ASSET MGMT         CHARMING SHOPPES INC PA COM                                          71,550   $    670,424     0.19%
STANDISH MELLON        CHASE COML MTG SECS 97-1 CL D    7.370% 06/19/2029 DD 06/01/97      125,000   $    134,439     0.04%
STANDISH MELLON        CHASE COML MTG SECS 97-1 CL E    7.370% 06/19/2029 DD 06/01/97      200,000   $    215,442     0.06%
STANDISH MELLON        CHASE COML MTG SECS 97-2 CL C    6.600% 12/12/2029 DD 12/01/97       30,000   $     32,096     0.01%
STANDISH MELLON        CHASE MANHATTAN AUTO 03-C CTFS   2.780% 06/15/2010 DD 12/16/03       95,000   $     93,293     0.03%
STANDISH MELLON        CHEC LN TR 04-2 ASSET BKD A1     VAR RT 01/25/2025 DD 10/28/04      112,311   $    112,313     0.03%
PROVIDENT INVESTMENT   CHEROKEE INTL CORP                                                    9,300   $     89,373     0.03%
CHICAGO EQUITY PARTN   CHEVRONTEXACO CORP COM                                                7,972   $    418,610     0.12%
BRADFORD & MARZEC      CHINA DEV BK NT                  4.750% 10/08/2014 DD 10/08/04      185,000   $    179,944     0.05%
CHICAGO EQUITY PARTN   CIRCUIT CITY GROUP COM                                                7,400   $    115,736     0.03%
CHICAGO EQUITY PARTN   CISCO SYS INC COM                                                    20,100   $    388,332     0.11%
OAK ASSOCIATES         CISCO SYS INC COM                                                    39,900   $    770,868     0.22%
REAMS ASSET MGT        CIT EQUIP COLL TR 02 CL A3       4.030% 01/20/2006 DD 05/16/02       45,058   $     45,156     0.01%
CHICAGO EQUITY PARTN   CIT GROUP INC                                                         5,400   $    247,428     0.07%
REAMS ASSET MGT        CIT GROUP INC NEW SR NT          3.650% 11/23/2007 DD 11/23/04      115,000   $    114,550     0.03%
APPLIED SECURITIES     CITGROUP INC NEW GLOBAL SR NT    5.000% 02/13/2014 DD 02/13/04      100,000   $     99,935     0.03%
BRADFORD & MARZEC      CITIBAANK CR CARD 02 C3 NT       VAR RT 12/15/2009 DD 12/17/02       70,000   $     71,269     0.02%
BRADFORD & MARZEC      CITIBANK CR CARD 2002-C1         VAR RT 02/09/2009 DD 01/28/02      140,000   $    141,869     0.04%
MANAGER                SECURITY DESCRIPTION                                             SHARES          MARKET       % OF
                                                                                                        VALUE       ASSETS
APPLIED SECURITIES     CITIBANK CR CARD 99-5 CL A       6.100% 05/15/2008 DD 05/12/99     386,000   $     400,768     0.11%
REAMS ASSET MGT        CITIBANK CR CARD ISS TR 03 A-6   2.900% 05/17/2010 DD 05/15/03     465,000   $     452,984     0.13%
STANDISH MELLON        CITIBANK CR CARD TR CL 2001-C3   6.650% 05/15/2008 DD 05/24/01     160,000   $     166,520     0.05%
UBS GLOBAL ASST MGM    CITIGROUP INC COM                                                   38,540   $   1,856,857     0.53%
CHICAGO EQUITY PARTN   CITIGROUP INC COM                                                    7,300   $     351,714     0.10%
OAK ASSOCIATES         CITIGROUP INC COM                                                   11,566   $     557,250     0.16%
REAMS ASSET MGT        CITIGROUP INC GLOBAL SUB NT      5.625% 08/27/2012 DD 08/26/02     315,000   $     335,443     0.10%
BRADFORD & MARZEC      CITIGROUP INC SUB NT 144A        5.000% 09/15/2014 DD 09/16/04     171,000   $     171,663     0.05%
STANDISH MELLON        CITY NATL BK CALIF SUB NTS       6.375% 01/15/2008 DD 01/12/98     250,000   $     267,070     0.08%
STANDISH MELLON        CLEAR CHANNEL COMMUNICATIONS     4.250% 05/15/2009 DD 05/01/03      75,000   $      74,151     0.02%
BRADFORD & MARZEC      CLEVELAND ELEC ILLUM CO SR NT    5.650% 12/15/2013 DD 06/15/04      80,000   $      82,974     0.02%
CHICAGO EQUITY PARTN   CLOROX CO COM                                                        1,600   $      94,288     0.03%
UBS GLOBAL ASST MGM    CMS ENERGY CORP COM                                                 22,800   $     238,260     0.07%
PROVIDENT INVESTMENT   CNET NETWORKS INC COM                                               13,800   $     154,974     0.04%
CHICAGO EQUITY PARTN   COACH INC COM                                                        2,300   $     129,720     0.04%
PROVIDENT INVESTMENT   COGENT INC                                                           1,200   $      39,600     0.01%
OAK ASSOCIATES         COGNIZANT TECH SOLUTIONS CL A                                        9,200   $     389,436     0.11%
APPLIED SECURITIES     COMCAST CABLE COMM INC SR NT     7.125% 06/15/2013 DD 06/04/01     200,000   $     231,275     0.07%
STANDISH MELLON        COMCAST CORP NEW NT              5.500% 03/15/2011 DD 03/14/03      75,000   $      79,148     0.02%
REAMS ASSET MGT        COMCAST CORP NEW NT              5.850% 01/15/2010 DD 01/10/03     245,000   $     261,283     0.07%
BRADFORD & MARZEC      COMCAST CORP SR SUB DEB          10.625% 07/15/2012                155,000   $     203,800     0.06%
CHICAGO EQUITY PARTN   COMERICA INC COM                                                     3,700   $     225,774     0.06%
REAMS ASSET MGT        COMM 2003 LNB1 COML CTF A1       3.251% 06/10/2038 DD 06/01/03     134,455   $     129,265     0.04%
REAMS ASSET MGT        COMMERCIAL MTG 99-C1 CL A-1      6.250% 01/17/2032 DD 03/11/99     144,232   $     146,772     0.04%
BRADFORD & MARZEC      COMMIT TO PUR FHLMC GOLD SFM     5.500% 01/01/2035 DD 01/01/05     235,000   $     238,745     0.07%
BRADFORD & MARZEC      COMMIT TO PUR FNMA               4.500% 01/01/2020 DD 01/01/05     225,000   $     224,262     0.06%
STANDISH MELLON        COMMIT TO PUR FNMA SF MTG        5.000% 01/01/2020 DD 01/01/05     375,000   $     380,918     0.11%
STANDISH MELLON        COMMIT TO PUR FNMA SF MTG        5.500% 01/01/2020 DD 01/01/05   1,475,000   $   1,524,320     0.43%
STANDISH MELLON        COMMIT TO PUR FNMA SF MTG        5.500% 01/01/2035 DD 01/01/05   1,755,000   $   1,781,325     0.51%
STANDISH MELLON        COMMIT TO PUR FNMA SF MTG        6.000% 01/01/2020 DD 01/01/05   1,425,000   $   1,493,133     0.43%
STANDISH MELLON        COMMIT TO PUR FNMA SF MTG        6.000% 01/01/2035 DD 01/01/05   2,250,000   $   2,326,050     0.66%
BRADFORD & MARZEC      COMMIT TO PUR FNMA SF MTG        6.000% 01/01/2035 DD 01/01/05     498,000   $     514,730     0.15%
BRADFORD & MARZEC      COMMIT TO PUR FNMA SF MTG        5.500% 01/01/2020 DD 01/01/05     240,000   $     248,025     0.07%
APPLIED SECURITIES     COMMIT TO PUR FNMA SF MTG        6.000% 01/01/2035 DD 01/01/05     900,000   $     930,234     0.27%
APPLIED SECURITIES     COMMIT TO PUR FNMA SF MTG        5.500% 01/01/2035 DD 01/01/05   1,550,000   $   1,573,250     0.45%
BRADFORD & MARZEC      COMMIT TO PUR GNMA SF MTG        5.000% 01/15/2035 DD 01/01/05     200,000   $     200,063     0.06%
BRADFORD & MARZEC      COMMIT TO PUR GNMA SF MTG        6.000% 01/15/2035 DD 01/01/05     246,000   $     254,130     0.07%
BRADFORD & MARZEC      COMPUTER ASSOC INTL INC 144A     4.750% 12/01/2009 DD 11/18/04      60,000   $      60,440     0.02%
CHICAGO EQUITY PARTN   COMPUTER SCIENCES CORP COM                                           4,500   $     253,665     0.07%
UBS GLOBAL ASST MGM    CONOCOPHILLIPS                                                       3,635   $     315,627     0.09%
REAMS ASSET MGT        CONOCOPHILLIPS NT                4.750% 10/15/2012 DD 10/09/02     270,000   $     274,941     0.08%
REAMS ASSET MGT        CONSOLIDATED EDISON CO NYC INC   7.500% 09/01/2010 DD 08/28/00     375,000   $     437,108     0.12%
APPLIED SECURITIES     CONSTELLATION ENERGY GROUP INC   4.550% 06/15/2015 DD 06/13/03     100,000   $      95,441     0.03%
REAMS ASSET MGT        CONSUMERS ENERGY CO 1ST MTG F    4.000% 05/15/2010 DD 11/15/03     185,000   $     180,657     0.05%
BRADFORD & MARZEC      CONTINENTAL CABLEVISION INC SR   9.500% 08/01/2013                 200,000   $     216,358     0.06%
CHICAGO EQUITY PARTN   COORS ADOLPH CO CL B                                                 1,300   $      98,371     0.03%
BRADFORD & MARZEC      CORPORACION ANDINA DE FOMENTO    5.200% 05/21/2013 DD 05/21/03      55,000   $      55,901     0.02%
BRADFORD & MARZEC      CORPORACION NACIONAL 144A        4.750% 10/15/2014 DD 10/28/04     100,000   $      98,031     0.03%
ICM ASSET MGMT         CORPORATE OFFICE PPTYS TR COM                                       12,750   $     374,213     0.11%
PROVIDENT INVESTMENT   COST PLUS INC CALIF                                                  4,100   $     131,733     0.04%
PROVIDENT INVESTMENT   COSTAR GROUP INC COM                                                 6,650   $     307,097     0.09%
UBS GLOBAL ASST MGM    COSTCO WHSL CORP NEW COM                                            42,300   $   2,047,743     0.58%
CHICAGO EQUITY PARTN   COUNTRYWIDE FINANCIAL CORP COM                                       2,298   $      85,049     0.02%
STANDISH MELLON        COUNTRYWIDE HOME MTN #TR00313    4.000% 03/22/2011 DD 03/22/04     155,000   $     150,257     0.04%
BRADFORD & MARZEC      COUNTRYWIDE HOME MTN #TR00324    4.125% 09/15/2009 DD 09/16/04     170,000   $     169,256     0.05%
REAMS ASSET MGT        COX COMMUNICATIONS INC 144A      5.450% 12/15/2014 DD 12/15/04     135,000   $     135,323     0.04%
REAMS ASSET MGT        CREDIT SUISSE FB                 4.125% 01/15/2010 DD 12/15/04     100,000   $      99,579     0.03%
STANDISH MELLON        CREDIT SUISSE FB 01 CF2 CL A 4   6.505% 02/15/2034 DD 04/01/01     135,000   $     149,908     0.04%
REAMS ASSET MGT        CREDIT SUISSE FB 03 1 CL IA1     7.000% 02/25/2033 DD 01/01/03     119,664   $     122,517     0.03%
BRADFORD & MARZEC      CREDIT SUISSE FB 03-8 A2         VAR RT 04/25/2034 DD 12/23/03      67,883   $      67,977     0.02%
REAMS ASSET MGT        CREDIT SUISSE FB LONDON 144A     FIX/FLOAT 12/31/2049              125,000   $     135,918     0.04%
REAMS ASSET MGT        CREDIT SUISSE FB MTG 04-C2 A1    3.819% 05/15/2036 DD 06/01/04     549,100   $     535,959     0.15%
REAMS ASSET MGT        CREDIT SUISSE FIRST BOSTON       2.079% 05/15/2038 DD 06/01/03     372,395   $     360,744     0.10%
REAMS ASSET MGT        CREDIT SUISSE FIRST BOSTON MTG   5.960% 11/11/2030 DD 11/11/98     192,342   $     196,613     0.06%
UBS GLOBAL ASST MGM    CSX CORP COM                                                         6,600   $     264,528     0.08%
REAMS ASSET MGT        CSX CORP DEB                     9.000% 08/15/2006 DD 08/25/86     230,000   $     249,691     0.07%
CHICAGO EQUITY PARTN   CUMMINS INC COM                                                      5,400   $     452,466     0.13%
PROVIDENT INVESTMENT   CUMULUS MEDIA INC CL A                                               5,300   $      79,924     0.02%
CHICAGO EQUITY PARTN   CVS CORP                                                             1,900   $      85,633     0.02%
STANDISH MELLON        CVS CORP NT                      4.000% 09/15/2009 DD 09/14/04      25,000   $      24,896     0.01%
STANDISH MELLON        CWABS INC 04-14 ASSET CL A-1     VAR RT 06/25/2036 DD 12/30/04     170,000   $     170,000     0.05%
BRADFORD & MARZEC      CWALT INC 04-5CB 2A1             5.000% 03/25/2034 DD 03/01/04      83,869   $      84,945     0.02%
PROVIDENT INVESTMENT   CYMER INC COM                                                        3,800   $     112,252     0.03%
BRADFORD & MARZEC      DAI ICHI MUT LIFE INS CO 144A    5.730% 03/17/2014 DD 03/17/04      45,000   $      46,005     0.01%
STANDISH MELLON        DAIMLER CHRYSLER NORTH AMER      4.750% 01/15/2008 DD 01/16/03      35,000   $      35,686     0.01%
REAMS ASSET MGT        DAIMLER CHRYSLER NT              7.750% 01/18/2011 DD 01/18/01     180,000   $     207,393     0.06%
REAMS ASSET MGT        DEERE JOHN CAP MTN # TR 00323    3.375% 10/01/2007 DD 10/07/04     365,000   $     361,635     0.10%
CHICAGO EQUITY PARTN   DELL INC COM                                                         9,400   $     396,116     0.11%
OAK ASSOCIATES         DELL INC COM                                                        15,700   $     661,598     0.19%
UBS GLOBAL ASST MGM    DELTA AIR LINES INC DEL COM                                         26,300   $     196,724     0.06%
PROVIDENT INVESTMENT   DELTA PETROLEUM CORP                                                 8,100   $     127,008     0.04%
PROVIDENT INVESTMENT   DENBURY RES INC COM NEW                                              5,100   $     139,995     0.04%
BRADFORD & MARZEC      DEUTSCHE TELEKOM INTL FIN BV     STEP 06/15/2005 DD 07/06/00       315,000   $     322,333     0.09%
STANDISH MELLON        DEUTSCHE TELEKOM INTL FIN BV     STEP 06/15/2010 DD 07/06/00       120,000   $     143,005     0.04%
MANAGER                SECURITY DESCRIPTION                                             SHARES        MARKET       % OF
                                                                                                      VALUE       ASSETS
STANDISH MELLON        DEUTSCHE TELEKOM INTL FIN BV     VAR RT 06/15/2030 DD 07/06/00    85,000   $     111,962     0.03%
UBS GLOBAL ASST MGM    DEVON ENERGY CORP NEW COM                                          5,800   $     225,736     0.06%
REAMS ASSET MGT        DEVON ENERGY CORP NEW SR NT      2.750% 08/01/2006 DD 08/04/03   155,000   $     153,505     0.04%
PROVIDENT INVESTMENT   DIRECT GENERAL CORP                                                8,200   $     263,220     0.08%
CHICAGO EQUITY PARTN   DISNEY WALT CO COM                                                 9,700   $     269,660     0.08%
STANDISH MELLON        DLJ COML MTG 99-C91 CL A-1A      6.080% 03/10/2032 DD 03/01/99   101,554   $     105,165     0.03%
REAMS ASSET MGT        DLJ COML MTG CORP 98-CF1 A1B     6.410% 02/18/2031 DD 03/01/98   175,000   $     186,084     0.05%
STANDISH MELLON        DLJ COML MTG CORP COML MTG       6.240% 11/12/2031 DD 12/01/98   100,000   $     107,460     0.03%
STANDISH MELLON        DOMINION RES INC DEL SR NT       5.250% 08/01/2033 DD 07/24/03    70,000   $      70,459     0.02%
STANDISH MELLON        DOMINION RES INC VA NEW SER G    3.660% 11/15/2006 DD 11/15/04    10,000   $      10,017     0.00%
BRADFORD & MARZEC      DOMINION RES INC VA NEW SER G    3.660% 11/15/2006 DD 11/15/04   190,000   $     190,325     0.05%
REAMS ASSET MGT        DOMINION RES INC VA NEW SER G    3.660% 11/15/2006 DD 11/15/04   280,000   $     280,479     0.08%
STANDISH MELLON        DOMTAR INC NT                    5.375% 12/01/2013 DD 11/18/03    40,000   $      39,654     0.01%
BRADFORD & MARZEC      DONALDSON LUFKIN & JEN SR NTS    6.500% 06/01/2008 DD 06/08/98    85,000   $      92,151     0.03%
STANDISH MELLON        DONNELLEY R R & SONS CO SR NT    4.950% 04/01/2014 DD 03/10/04   105,000   $     104,314     0.03%
BRADFORD & MARZEC      DOWNEY FINL CORP SR NT           6.500% 07/01/2014 DD 06/23/04    90,000   $      93,684     0.03%
REAMS ASSET MGT        DRYDEN INV TR CTF 144A           7.157% 07/23/2008 DD 07/23/98   258,378   $     273,044     0.08%
REAMS ASSET MGT        DUKE ENERGY CORP 1ST & REF MTG   3.750% 03/05/2008 DD 09/05/03   170,000   $     169,603     0.05%
APPLIED SECURITIES     DUKE ENERGY FIELD SVCS LLC NT    7.500% 08/16/2005 DD 08/16/00   250,000   $     256,600     0.07%
STANDISH MELLON        DUKE RLTY PARTNERSHIP MTN        3.500% 11/01/2007 DD 10/24/03    75,000   $      74,777     0.02%
STANDISH MELLON        DUKE WEEKS RLTY LP SR NT         7.750% 11/15/2009 DD 11/16/99    70,000   $      80,128     0.02%
UBS GLOBAL ASST MGM    EASTMAN CHEM CO COM                                                6,600   $     381,018     0.11%
CHICAGO EQUITY PARTN   EASTMAN KODAK CO COM                                               2,400   $      77,400     0.02%
OAK ASSOCIATES         EBAY INC COM                                                       8,900   $   1,035,426     0.30%
UBS GLOBAL ASST MGM    ECOLAB INC COM                                                     6,800   $     238,884     0.07%
PROVIDENT INVESTMENT   EDUCATION MGMT CORP                                               10,300   $     339,900     0.10%
OAK ASSOCIATES         ELECTRONIC ARTS                                                   11,100   $     684,648     0.20%
OAK ASSOCIATES         EMC CORP MASS                                                     50,700   $     753,909     0.21%
STANDISH MELLON        ENBRIDGE ENERGY PARTNERS LP NT   6.300% 12/15/2034 DD 12/03/04    45,000   $      46,582     0.01%
REAMS ASSET MGT        ENTERGY GULF STS INC             5.250% 08/01/2015 DD 02/01/04   265,000   $     256,227     0.07%
BRADFORD & MARZEC      ENTERPRISE PRODS OPER L P 144A   6.650% 10/15/2034 DD 10/04/04    50,000   $      51,711     0.01%
STANDISH MELLON        EOP OPER LTD PARTN GTD NT        7.000% 07/15/2011 DD 07/18/01   115,000   $     129,614     0.04%
REAMS ASSET MGT        EOP OPER LTD PARTN NT            7.750% 11/15/2007 DD 11/20/00   140,000   $     154,490     0.04%
UBS GLOBAL ASST MGM    EQUIFAX INC COM                                                    2,600   $      73,060     0.02%
PROVIDENT INVESTMENT   EQUINIX INC                                                        9,900   $     423,126     0.12%
STANDISH MELLON        ERAC USA FIN CO NT 3-C7 144A     7.950% 12/15/2009 DD 12/09/99    60,000   $      69,675     0.02%
STANDISH MELLON        ERP OPER LTD PARTNERSHIP NT      6.625% 03/15/2012 DD 03/14/02    20,000   $      22,202     0.01%
STANDISH MELLON        ERP OPER LTD PARTNERSHIP SR NT   4.750% 06/15/2009 DD 06/04/04    30,000   $      30,716     0.01%
REAMS ASSET MGT        ERP OPER LTD PARTNERSHIP SR NT   4.750% 06/15/2009 DD 06/04/04   140,000   $     143,341     0.04%
PROVIDENT INVESTMENT   ESTERLINE TECHNOLOGIES CORP                                        6,400   $     208,960     0.06%
PROVIDENT INVESTMENT   EURONET WORLDWIDE INC COM                                          9,000   $     234,180     0.07%
STANDISH MELLON        EXXON CAPITAL CORP BDS           6.125% 08/SEP/2008               80,000   $      86,344     0.02%
UBS GLOBAL ASST MGM    EXXON MOBIL CORP                                                  43,600   $   2,234,936     0.64%
CHICAGO EQUITY PARTN   EXXON MOBIL CORP                                                   8,980   $     460,315     0.13%
PROVIDENT INVESTMENT   F5 NETWORK INC COM                                                 6,700   $     326,424     0.09%
PROVIDENT INVESTMENT   FARO TECHNOLOGY INC                                               10,900   $     339,862     0.10%
REAMS ASSET MGT        FEDERAL FARM CR BKS CONS DEBS    1.830% 04/07/2006 DD 07/07/03   245,000   $     241,145     0.07%
APPLIED SECURITIES     FEDERAL HOME LN BKS CONS BD      4.125% 01/14/2005 DD 01/08/02   600,000   $     600,417     0.17%
REAMS ASSET MGT        FEDERAL HOME LN BKS CONS BD      3.065% 01/22/2008 DD 04/22/04   465,000   $     456,608     0.13%
REAMS ASSET MGT        FEDERAL HOME LN BKS CONS BD      1.850% 01/23/2006 DD 04/23/04   105,000   $     103,163     0.03%
REAMS ASSET MGT        FEDERAL HOME LN MTG CORP MTN     2.750% 07/23/2007 DD 07/23/03   210,000   $     206,085     0.06%
STANDISH MELLON        FEDERAL NATL MTG ASSN 2004-1     NON CUMULATIVE PREFERRED STOCK 500        $      28,375     0.01%
BRADFORD & MARZEC      FEDERAL NATL MTG ASSN DEBS       4.625% 10/15/2013 DD 09/26/03   221,000   $     222,961     0.06%
BRADFORD & MARZEC      FEDERAL NATL MTG ASSN DEBS       3.600% 12/21/2007 DD 12/21/04   430,000   $     427,871     0.12%
APPLIED SECURITIES     FEDERAL NATL MTG ASSN DEBS       4.375% 03/15/2013 DD 03/28/03   500,000   $     497,819     0.14%
STANDISH MELLON        FEDERAL NATL MTG ASSN DISCOUNT   MAT 01/13/2005                5,350,000   $   5,334,282     1.52%
BRADFORD & MARZEC      FEDERAL NATL MTG ASSN DISCOUNT   MAT 01/13/2005                  366,000   $     365,303     0.10%
STANDISH MELLON        FEDERAL NATL MTG ASSN DISCOUNT   MAT 01/19/2005                1,890,000   $   1,883,832     0.54%
BRADFORD & MARZEC      FEDERAL NATL MTG ASSN DISCOUNT   MAT 01/19/2005                  323,000   $     322,293     0.09%
BRADFORD & MARZEC      FEDERAL NATL MTG ASSN DISCOUNT   MAT 01/20/2005                  332,000   $     331,523     0.09%
CHICAGO EQUITY PARTN   FEDERATED DEPT STORES INC DEL                                      5,400   $     312,066     0.09%
STANDISH MELLON        FEDEX CORP NT                    2.650% 04/01/2007 DD 03/25/04    55,000   $      53,852     0.02%
PROVIDENT INVESTMENT   FEI COMPANY                                                        3,900   $      81,900     0.02%
STANDISH MELLON        FHLMC POOL #A1-9418              5.500% 03/01/2034 DD 03/01/04    72,966   $      74,215     0.02%
BRADFORD & MARZEC      FHLMC POOL #B1-0476              5.500% 10/01/2018 DD 10/01/03   248,441   $     256,741     0.07%
BRADFORD & MARZEC      FHLMC POOL #C6-2983              7.000% 01/01/2032 DD 01/01/02    62,361   $      65,960     0.02%
BRADFORD & MARZEC      FHLMC POOL #C6-3689              7.000% 02/01/2032 DD 02/01/02   193,014   $     204,158     0.06%
BRADFORD & MARZEC      FHLMC POOL #C6-4701              7.000% 03/01/2032 DD 03/01/02    28,188   $      29,815     0.01%
STANDISH MELLON        FHLMC POOL #E9-9785              5.000% 10/01/2018 DD 09/01/03   103,223   $     104,986     0.03%
BRADFORD & MARZEC      FHLMC POOL #G1-1295              5.500% 09/01/2017 DD 08/01/02    49,238   $      50,877     0.01%
REAMS ASSET MGT        FHLMC POOL #M8-0914              5.000% 03/01/2011 DD 03/01/04   529,019   $     537,244     0.15%
REAMS ASSET MGT        FHLMC POOL #M9-0766              5.000% 11/01/2007 DD 11/01/02   217,423   $     221,572     0.06%
REAMS ASSET MGT        FHLMC POOL #M9-0804              5.000% 03/01/2008 DD 03/01/03   447,721   $     456,300     0.13%
STANDISH MELLON        FHLMC POOL #M9-0951              4.500% 10/01/2009 DD 10/01/04   147,901   $     149,871     0.04%
REAMS ASSET MGT        FHLMC POOL #P6-0085              6.500% 10/01/2006 DD 01/01/03   189,810   $     192,895     0.06%
REAMS ASSET MGT        FHLMC POOL #W1-0001              6.420% 12/01/2005 DD 12/01/95   350,793   $     356,301     0.10%
BRADFORD & MARZEC      FHLMC GROUP #C2-9119             6.500% 07/01/2029 DD 07/01/99     3,791   $       3,977     0.00%
REAMS ASSET MGT        FHLMC MULTICLASS CTF 1601 PL     6.000% 10/15/2008               134,726   $     138,197     0.04%
REAMS ASSET MGT        FHLMC MULTICLASS CTFS 2513 DA    5.000% 10/15/2032 DD 10/01/02   152,913   $     155,094     0.04%
REAMS ASSET MGT        FHLMC MULTICLASS CTFS 2598 QA    2.750% 02/15/2016 DD 04/01/03   143,054   $     142,769     0.04%
REAMS ASSET MGT        FHLMC MULTICLASS MTG 2535 PL     4.000% 06/15/2029 DD 12/01/02   438,625   $     440,594     0.13%
REAMS ASSET MGT        FHLMC MULTICLASS MTG 2775 ON     3.000% 11/15/2013 DD 04/01/04   300,000   $     295,419     0.08%
REAMS ASSET MGT        FHLMC MULTICLASS MTG P/C 1565G   6.000% 08/15/2008               270,539   $     278,222     0.08%
PROVIDENT INVESTMENT   FILENET CORP                                                       4,300   $     110,768     0.03%
MANAGER                SECURITY DESCRIPTION                                             SHARES          MARKET       % OF
                                                                                                        VALUE       ASSETS
UBS GLOBAL ASST MGM    FIRST DATA CORP COM                                                 18,252   $     776,440     0.22%
BRADFORD & MARZEC      FIRST ENERGY CORP NT SER A       5.500% 11/15/2006 DD 11/15/01     170,000   $     175,498     0.05%
BRADFORD & MARZEC      FIRST FRANKLIN MTG 04-FF10 A-2   VAR RT 11/25/2034 DD 10/21/04      65,000   $      65,183     0.02%
BRADFORD & MARZEC      FIRST FRANKLIN MTG LN 04-FFH3    VAR RT 10/25/2034 DD 09/15/04     168,000   $     168,289     0.05%
ICM ASSET MGMT         FIRST HEALTH GROUP CORP COM                                         38,950   $     728,755     0.21%
REAMS ASSET MGT        FIRST TENN BK NA TENN SUB NT     6.400% 04/01/2008 DD 03/30/98     105,000   $     113,170     0.03%
UBS GLOBAL ASST MGM    FIRSTENERGY CORP COM                                                10,402   $     410,983     0.12%
BRADFORD & MARZEC      FIRSTENERGY CORP NT SER C        7.375% 11/15/2031 DD 11/15/01     205,000   $     234,116     0.07%
BRADFORD & MARZEC      FLEET FINL GROUP INC NEW NTS     6.500% 03/15/2008 DD 03/09/98     280,000   $     302,970     0.09%
PROVIDENT INVESTMENT   FLIR SYS INC                                                         6,000   $     382,740     0.11%
ICM ASSET MGMT         FLOW INTL INC                                                       30,300   $      90,597     0.03%
ICM ASSET MGMT         FLOWSERVE CORP COM                                                  15,250   $     419,985     0.12%
REAMS ASSET MGT        FNMA POOL #0073383               6.190% 02/01/2006 DD 02/01/96     281,947   $     286,530     0.08%
REAMS ASSET MGT        FNMA POOL #0073394               6.265% 03/01/2006 DD 03/01/96     336,516   $     346,813     0.10%
REAMS ASSET MGT        FNMA POOL #0254506               5.000% 10/01/2012 DD 09/01/02     321,566   $     328,688     0.09%
REAMS ASSET MGT        FNMA POOL #0254508               5.000% 11/01/2012 DD 10/01/02     108,423   $     110,824     0.03%
REAMS ASSET MGT        FNMA POOL #0254584               5.000% 12/01/2012 DD 11/01/02     339,351   $     346,867     0.10%
REAMS ASSET MGT        FNMA POOL #0254663               5.000% 02/01/2013 DD 01/01/03     531,034   $     548,166     0.16%
REAMS ASSET MGT        FNMA POOL #0254682               5.000% 03/01/2013 DD 02/01/03     702,841   $     725,467     0.21%
REAMS ASSET MGT        FNMA POOL #0254718               5.000% 04/01/2013 DD 03/01/03     336,870   $     344,332     0.10%
STANDISH MELLON        FNMA POOL #0254753               4.000% 05/01/2010 DD 04/01/03     180,673   $     179,936     0.05%
REAMS ASSET MGT        FNMA POOL #0255013               5.000% 11/01/2013 DD 10/01/03     402,699   $     411,618     0.12%
REAMS ASSET MGT        FNMA POOL #0255052               4.000% 11/01/2023 DD 11/01/03     635,721   $     610,971     0.17%
BRADFORD & MARZEC      FNMA POOL #0255166               6.000% 03/01/2024 DD 02/01/04     143,639   $     149,168     0.04%
BRADFORD & MARZEC      FNMA POOL #0255257               6.000% 04/01/2024 DD 04/01/04      88,967   $      92,392     0.03%
BRADFORD & MARZEC      FNMA POOL #0255269               5.500% 07/01/2034 DD 06/01/04     310,970   $     315,905     0.09%
STANDISH MELLON        FNMA POOL #0255468               5.000% 10/01/2011 DD 09/01/04     249,018   $     252,608     0.07%
STANDISH MELLON        FNMA POOL #0255493               5.500% 11/01/2024 DD 10/01/04     296,450   $     303,327     0.09%
STANDISH MELLON        FNMA POOL #0255550               5.500% 12/01/2024 DD 11/01/04      74,613   $      76,344     0.02%
STANDISH MELLON        FNMA POOL #0255575               5.500% 01/01/2025 DD 12/01/04     175,000   $     178,974     0.05%
REAMS ASSET MGT        FNMA POOL #0385537               4.745% 11/01/2012 DD 11/01/02     670,000   $     671,536     0.19%
STANDISH MELLON        FNMA POOL #0386255               3.530% 07/01/2010 DD 07/01/03      73,172   $      70,731     0.02%
BRADFORD & MARZEC      FNMA POOL #0426860               8.500% 10/01/2009 DD 04/01/98      10,595   $      11,019     0.00%
STANDISH MELLON        FNMA POOL #0461030               4.060% 06/01/2013 DD 06/01/03      50,000   $      47,412     0.01%
BRADFORD & MARZEC      FNMA POOL #0545639               6.500% 04/01/2032 DD 04/01/02     115,511   $     121,003     0.03%
BRADFORD & MARZEC      FNMA POOL #0545836               5.500% 07/01/2017 DD 07/01/02     265,236   $     274,253     0.08%
REAMS ASSET MGT        FNMA POOL #0555203               7.000% 09/01/2032 DD 01/01/03     344,473   $     365,030     0.10%
BRADFORD & MARZEC      FNMA POOL #0555880               5.500% 11/01/2033 DD 10/01/03     150,000   $     152,454     0.04%
BRADFORD & MARZEC      FNMA POOL #0613143               6.500% 11/01/2031 DD 11/01/01     205,247   $     214,989     0.06%
STANDISH MELLON        FNMA POOL #0619191               6.500% 12/01/2015 DD 01/01/02      31,445   $      33,310     0.01%
STANDISH MELLON        FNMA POOL #0633685               6.000% 07/01/2017 DD 07/01/02      37,365   $      39,158     0.01%
STANDISH MELLON        FNMA POOL #0644692               7.000% 05/01/2032 DD 05/01/02     214,370   $     226,785     0.06%
STANDISH MELLON        FNMA POOL #0653112               6.000% 07/01/2017 DD 07/01/02      98,974   $     103,722     0.03%
BRADFORD & MARZEC      FNMA POOL #0670370               5.500% 09/01/2017 DD 10/01/02      52,637   $      54,426     0.02%
BRADFORD & MARZEC      FNMA POOL #0689082               5.000% 06/01/2018 DD 06/01/03     408,355   $     415,412     0.12%
BRADFORD & MARZEC      FNMA POOL #0725257               5.500% 02/01/2034 DD 02/01/04     768,331   $     780,897     0.22%
BRADFORD & MARZEC      FNMA POOL #0726017               VAR RT 08/01/2033 DD 07/01/03      91,071   $      91,600     0.03%
BRADFORD & MARZEC      FNMA POOL #0728790               5.500% 08/01/2033 DD 07/01/03     469,875   $     477,560     0.14%
STANDISH MELLON        FNMA POOL #0729827               6.000% 05/01/2033 DD 07/01/03     105,811   $     109,351     0.03%
BRADFORD & MARZEC      FNMA POOL #0733655               5.500% 09/01/2033 DD 08/01/03     180,806   $     183,763     0.05%
BRADFORD & MARZEC      FNMA POOL #0738632               5.000% 11/01/2018 DD 11/01/03      76,771   $      78,098     0.02%
STANDISH MELLON        FNMA POOL #0739423               5.500% 10/01/2033 DD 09/01/03     290,158   $     294,904     0.08%
BRADFORD & MARZEC      FNMA POOL #0743888               5.500% 11/01/2033 DD 10/01/03      92,405   $      93,916     0.03%
BRADFORD & MARZEC      FNMA POOL #0748901               5.500% 12/01/2033 DD 12/01/03      80,366   $      81,681     0.02%
STANDISH MELLON        FNMA POOL #0751816               5.500% 10/01/2033 DD 10/01/03     203,286   $     206,611     0.06%
BRADFORD & MARZEC      FNMA POOL #0756187               5.500% 12/01/2033 DD 12/01/03     115,298   $     117,184     0.03%
BRADFORD & MARZEC      FNMA POOL #0756236               6.000% 01/01/2034 DD 01/01/04     327,154   $     338,224     0.10%
STANDISH MELLON        FNMA POOL #0757489               5.500% 02/01/2034 DD 01/01/04     183,437   $     186,437     0.05%
STANDISH MELLON        FNMA POOL #0761989               5.500% 02/01/2034 DD 02/01/04      51,709   $      52,530     0.01%
STANDISH MELLON        FNMA POOL #0766961               5.000% 01/01/2019 DD 01/01/04      22,446   $      22,829     0.01%
STANDISH MELLON        FNMA POOL #0767200               5.500% 01/01/2034 DD 01/01/04     120,865   $     122,842     0.04%
BRADFORD & MARZEC      FNMA POOL #0769787               5.500% 02/01/2034 DD 03/01/04     171,942   $     174,670     0.05%
STANDISH MELLON        FNMA POOL #0770681               5.000% 04/01/2019 DD 03/01/04     117,161   $     119,159     0.03%
BRADFORD & MARZEC      FNMA POOL #0776696               5.500% 04/01/2034 DD 04/01/04      31,642   $      32,144     0.01%
BRADFORD & MARZEC      FNMA POOL #0780885               5.000% 05/01/2034 DD 05/01/04     213,548   $     212,125     0.06%
BRADFORD & MARZEC      FNMA POOL #0786206               VAR RT 07/01/2034 DD 06/01/04      39,759   $      40,226     0.01%
BRADFORD & MARZEC      FNMA POOL #0787820               5.500% 07/01/2034 DD 07/01/04     170,825   $     173,536     0.05%
STANDISH MELLON        FNMA GTD REMIC P/T               6.088% 05/25/2011 DD 06/01/01     160,000   $     175,498     0.05%
STANDISH MELLON        FNMA GTD REMIC P/T               4.769% 04/25/2012 DD 07/01/02     101,707   $     104,662     0.03%
REAMS ASSET MGT        FNMA GTD REMIC P/T               8.000% 06/25/2007 DD 06/01/92      97,146   $      99,784     0.03%
REAMS ASSET MGT        FNMA GTD REMIC P/T               6.360% 12/25/2006 DD 07/01/98      96,295   $      96,670     0.03%
REAMS ASSET MGT        FNMA GTD REMIC P/T               5.000% 11/25/2032 DD 02/01/03   1,688,316   $   1,700,743     0.48%
REAMS ASSET MGT        FNMA GTD REMIC P/T               3.539% 06/25/2044 DD 06/01/04     237,323   $     236,889     0.07%
REAMS ASSET MGT        FNMA GTD REMIC P/T 01-4 D        6.500% 04/25/2028 DD 02/01/01     247,447   $     248,335     0.07%
REAMS ASSET MGT        FNMA GTD REMIC P/T 02-W12 AF4    4.241% 02/25/2033 DD 12/01/02     370,000   $     371,619     0.11%
REAMS ASSET MGT        FNMA GTD REMIC P/T 03-16 PA      4.500% 11/25/2009 DD 02/01/03     466,549   $     468,214     0.13%
REAMS ASSET MGT        FNMA GTD REMIC P/T 03-M2 A       2.920% 05/25/2009 DD 05/01/03     513,634   $     509,352     0.15%
REAMS ASSET MGT        FNMA GTD REMIC P/T 03-W10 3A1    1.623% 03/25/2032 DD 06/01/03      47,635   $      47,554     0.01%
REAMS ASSET MGT        FNMA GTD REMIC P/T 03-W12 1A2    3.460% 06/25/2043 DD 07/01/03     560,863   $     558,951     0.16%
REAMS ASSET MGT        FNMA GTD REMIC P/T 03-W14 1A1    1.950% 09/25/2043 DD 08/01/03       5,385   $       5,377     0.00%
REAMS ASSET MGT        FNMA GTD REMIC P/T 04-64 BA      5.000% 03/25/2034 DD 07/01/04     286,741   $     290,209     0.08%
BRADFORD & MARZEC      FNMA GTD REMIC P/T 04-T1 1A3     7.000% 01/25/2044 DD 02/01/04     103,111   $     107,894     0.03%
REAMS ASSET MGT        FNMA GTD REMIC P/T 2001-T10 A1   7.000% 12/25/2041 DD 10/01/01      91,170   $      96,108     0.03%
BRADFORD & MARZEC      FNMA GTD REMIC P/T 2001-T12 A1   6.500% 08/25/2041 DD 11/01/01     124,794   $     130,488     0.04%
MANAGER                SECURITY DESCRIPTION                                              SHARES        MARKET        % OF
                                                                                                       VALUE        ASSETS
BRADFORD & MARZEC      FNMA GTD REMIC P/T 2002-90 A2    6.500% 11/25/2042 DD 11/01/02      230,646   $    242,800     0.07%
REAMS ASSET MGT        FNMA GTD REMIC P/T 2002-T3 A     5.139% 12/25/2011 DD 02/01/02      504,166   $    526,092     0.15%
CHICAGO EQUITY PARTN   FORD MTR CO DEL COM PAR $0.01                                        13,200   $    193,248     0.06%
STANDISH MELLON        FORD MTR CR CO GBL LANDMARK      7.875% 06/15/2010 DD 06/14/00       35,000   $     38,513     0.01%
BRADFORD & MARZEC      FORD MTR CR CO GBL LANDMARK      7.875% 06/15/2010 DD 06/14/00       75,000   $     82,527     0.02%
STANDISH MELLON        FORD MTR CR CO GBL LANDMARK      7.250% 10/25/2011 DD 10/25/01      150,000   $    160,448     0.05%
STANDISH MELLON        FORD MTR CR CO GLOBAL NT         5.625% 10/01/2008 DD 09/23/03       15,000   $     15,297     0.00%
STANDISH MELLON        FORD MTR CR CO GLOBAL SECS       6.500% 01/25/2007 DD 10/25/01       35,000   $     36,352     0.01%
REAMS ASSET MGT        FORD MTR CR CO SR NT             5.700% 01/15/2010 DD 12/09/04      245,000   $    247,021     0.07%
CHICAGO EQUITY PARTN   FOREST LABS INC CL A COM                                              2,200   $     98,692     0.03%
CHICAGO EQUITY PARTN   FORTUNE BRANDS INC COM                                                1,500   $    115,770     0.03%
PROVIDENT INVESTMENT   FOSSIL INC COM                                                        5,400   $    138,456     0.04%
PROVIDENT INVESTMENT   FOUNDATION COAL HLDGS INC                                             7,500   $    172,950     0.05%
PROVIDENT INVESTMENT   FOXHOLLOW TECHNOLOGIES INC                                            1,650   $     40,574     0.01%
STANDISH MELLON        FRANCE TELECOM SA NT             STEP 03/01/2011 DD 09/01/01         60,000   $     71,552     0.02%
UBS GLOBAL ASST MGM    FREDDIE MAC CORP COM                                                 12,100   $    891,770     0.25%
CHICAGO EQUITY PARTN   FREDDIE MAC CORP COM                                                  3,400   $    250,580     0.07%
UBS GLOBAL ASST MGM    FREESCALE SEMICONDUCTOR INC CL                                        2,506   $     46,010     0.01%
BRADFORD & MARZEC      FREMONT HOME LN TR 04-1 IIA2     VAR RT 02/25/2034 DD 04/29/04      183,000   $    183,057     0.05%
PROVIDENT INVESTMENT   GAYLORD ENTMT CO NEW COM                                              6,600   $    274,098     0.08%
CHICAGO EQUITY PARTN   GENERAL DYNAMICS CORP COM                                             1,400   $    146,440     0.04%
STANDISH MELLON        GENERAL ELEC CAP MTN #TR 00528   6.750% 03/15/2032 DD 03/20/02      110,000   $    128,490     0.04%
REAMS ASSET MGT        GENERAL ELEC CAP MTN #TR 00551   6.000% 06/15/2012 DD 06/07/02      350,000   $    381,585     0.11%
UBS GLOBAL ASST MGM    GENERAL ELEC CO COM                                                  16,200   $    591,300     0.17%
REAMS ASSET MGT        GENERAL ELEC CORP MTN #TR00590   3.500% 05/01/2008 DD 05/02/03      245,000   $    243,185     0.07%
REAMS ASSET MGT        GENERAL MLS INC MTN #TR00138     6.449% 10/15/2006 DD 10/15/04      225,000   $    236,108     0.07%
REAMS ASSET MGT        GENERAL MTRS ACCEP CORP GBL NT   6.750% 12/01/2014 DD 11/24/04      555,000   $    552,633     0.16%
STANDISH MELLON        GENERAL MTRS ACCEP CORP SR NT    6.875% 08/28/2012 DD 08/29/02      150,000   $    151,639     0.04%
BRADFORD & MARZEC      GENERAL MTRS CORP SR DEB         8.250% 07/15/2023 DD 07/03/03      240,000   $    246,081     0.07%
ICM ASSET MGMT         GENESIS MICROCHIP INC                                                24,850   $    403,067     0.11%
PROVIDENT INVESTMENT   GENESSE & WYO INC CL A                                                6,200   $    174,406     0.05%
UBS GLOBAL ASST MGM    GENZYME CORP COM                                                     15,000   $    871,050     0.25%
REAMS ASSET MGT        GEORGIA GULF CORP NT             7.625% 11/15/2005 DD 11/15/95       95,000   $     98,088     0.03%
REAMS ASSET MGT        GEORGIA PWR CO SR NT SER V       4.100% 08/15/2009 DD 08/20/04      165,000   $    165,282     0.05%
ICM ASSET MGMT         GIANT INDS INC                                                       12,950   $    343,305     0.10%
CHICAGO EQUITY PARTN   GILLETTE CO COM                                                       7,100   $    317,938     0.09%
STANDISH MELLON        GLENCORE FDG LLC GTD NT 144A     6.000% 04/15/2014 DD 04/05/04       90,000   $     87,075     0.02%
BRADFORD & MARZEC      GLENCORE FDG LLC GTD NT 144A     6.000% 04/15/2014 DD 04/05/04      185,000   $    178,988     0.05%
ICM ASSET MGMT         GLOBAL INDS LTD COM                                                  57,100   $    473,359     0.13%
UBS GLOBAL ASST MGM    GLOBALSANTAFE CORPORATION SHS                                        10,600   $    350,966     0.10%
REAMS ASSET MGT        GMAC COML MTG SEC 03-C1 A-1      3.337% 05/10/2036 DD 05/01/03      480,474   $    463,930     0.13%
GMO EMERGING MKTS FD   GMO EMERGING MARKETS FUND III                                     1,855,463   $ 31,839,753     9.08%
STANDISH MELLON        GNMA POOL #0505859               8.000% 09/15/2029 DD 09/01/99       10,328   $     11,147     0.00%
BRADFORD & MARZEC      GNMA POOL #0634338               6.000% 08/15/2034 DD 08/01/04      111,952   $    116,093     0.03%
BRADFORD & MARZEC      GNMA POOL #0780358               9.000% 04/15/2026 DD 04/01/96      105,170   $    116,493     0.03%
STANDISH MELLON        GNMA POOL #0781070               8.000% 07/15/2029 DD 07/01/99       21,745   $     23,480     0.01%
BRADFORD & MARZEC      GNMA POOL #0781113               7.000% 11/15/2029 DD 11/01/99       40,747   $     43,254     0.01%
BRADFORD & MARZEC      GNMA POOL #0781834               6.000% 09/15/2034 DD 11/01/04      395,992   $    410,358     0.12%
STANDISH MELLON        GNMA GTD REMIC 03-72 A           3.206% 04/16/2018 DD 08/01/03       67,411   $     66,630     0.02%
BRADFORD & MARZEC      GNMA GTD REMIC 2001-53 CL F      VAR RT 10/20/2031 DD 11/20/01       66,767   $     67,014     0.02%
STANDISH MELLON        GNMA GTD REMIC P/T 03-48 AC      2.712% 02/16/2020 DD 05/01/03      140,002   $    136,852     0.04%
STANDISH MELLON        GNMA GTD REMIC P/T 03-88 AC      2.9141% 06/16/2018 DD 10/01/03      69,240   $     67,792     0.02%
STANDISH MELLON        GNMA GTD REMIC P/T 03-96 B       3.6072% 08/16/2018 DD 11/01/03     150,000   $    148,931     0.04%
STANDISH MELLON        GNMA GTD REMIC P/T 04/25 AC      3.377% 01/16/2023 DD 04/01/04      125,000   $    122,929     0.04%
STANDISH MELLON        GNMA GTD REMIC P/T 04-12 A       3.110% 01/16/2019 DD 02/01/04      141,738   $    138,658     0.04%
STANDISH MELLON        GNMA GTD REMIC P/T 04-23 B       2.946% 03/16/2019 DD 04/01/04      150,000   $    144,103     0.04%
STANDISH MELLON        GNMA GTD REMIC P/T 04-43 A       2.822% 12/16/2019 DD 06/01/04      171,236   $    166,909     0.05%
STANDISH MELLON        GNMA GTD REMIC P/T 04-51 A       4.145% 02/16/2018 DD 07/01/04      122,352   $    121,874     0.03%
STANDISH MELLON        GNMA GTD REMIC P/T 04-57 A       3.022% 01/16/2019 DD 07/01/04       73,533   $     71,294     0.02%
STANDISH MELLON        GNMA GTD REMIC P/T 04-67 A       3.648% 09/16/2017 DD 08/01/04      147,408   $    145,141     0.04%
STANDISH MELLON        GNMA GTD REMIC P/T 04-77 A       3.402% 03/16/2020 DD 09/01/04      123,744   $    122,093     0.03%
STANDISH MELLON        GNMA GTD REMIC P/T 04-9 A        3.360% 08/16/2022 DD 02/01/04      141,333   $    138,970     0.04%
STANDISH MELLON        GNMA GTD REMIC P/T 04-97 AB      3.084% 04/16/2022 DD 11/01/04      164,517   $    160,564     0.05%
REAMS ASSET MGT        GNMA II POOL #0008357            7.375% 05/20/2018 DD 05/01/88        6,986   $      7,091     0.00%
CHICAGO EQUITY PARTN   GOLDMAN SACHS GROUP INC COM                                           1,800   $    187,272     0.05%
STANDISH MELLON        GOLDMAN SACHS GROUP INC NT       6.875% 01/15/2011 DD 01/16/01      125,000   $    140,978     0.04%
BRADFORD & MARZEC      GOLDMAN SACHS GROUP INC NT       5.000% 10/01/2014 DD 09/29/04       80,000   $     79,699     0.02%
REAMS ASSET MGT        GOLDMAN SACHS GROUP INC SR NT    3.875% 01/15/2009 DD 01/13/04      255,000   $    254,126     0.07%
CHICAGO EQUITY PARTN   GRAINGER W W INC COM                                                  4,300   $    286,466     0.08%
PROVIDENT INVESTMENT   GREAT WOLF RESORTS INC                                                1,200   $     26,808     0.01%
STANDISH MELLON        GUARANTEED EXP TR S-93D GTD      5.230% 05/15/2005 DD 09/20/93       12,765   $     12,850     0.00%
PROVIDENT INVESTMENT   GUITAR CTR INC COM                                                    5,100   $    268,719     0.08%
BRADFORD & MARZEC      HALLIBURTON CO MTN #TR 00006     6.000% 08/01/2006 DD 07/16/01      130,000   $    134,940     0.04%
STANDISH MELLON        HALLIBURTON CO SR NT             5.500% 10/15/2010 DD 10/17/03       40,000   $     42,162     0.01%
BRADFORD & MARZEC      HALLIBURTON CO SR NT             5.500% 10/15/2010 DD 10/17/03      135,000   $    142,298     0.04%
OAK ASSOCIATES         HARMAN INTL INDS INC NEW COM                                          2,600   $    330,200     0.09%
UBS GLOBAL ASST MGM    HARTFORD FINL SVCS GROUP INC                                          5,600   $    388,136     0.11%
BRADFORD & MARZEC      HBOS CAP FDG NO 2 LP 144A        VAR RT 06/30/2049 DD 06/24/04      110,000   $    117,888     0.03%
STANDISH MELLON        HBOS PLC MTN #SB 00007 144A      VAR RT 11/29/2049 DD 10/30/03      115,000   $    117,911     0.03%
PROVIDENT INVESTMENT   HEADWATERS INC COM                                                   11,400   $    324,900     0.09%
BRADFORD & MARZEC      HEALTHCARE PPTYS NTS             VAR RT 06/08/2005 DD 06/08/98      100,000   $    101,562     0.03%
STANDISH MELLON        HEALTHCARE RLTY TR INC SR NT     8.125% 05/01/2011 DD 05/15/01       65,000   $     75,643     0.02%
PROVIDENT INVESTMENT   HEALTHEXTRAS INC COM                                                  8,000   $    130,400     0.04%
STANDISH MELLON        HEINZ H J CO DEALER REMKT 144A   VAR RT 12/01/2020 DD 12/01/04       75,000   $     76,840     0.02%
MANAGER                SECURITY DESCRIPTION                                              SHARES          MARKET        % OF
                                                                                                         VALUE        ASSETS
CHICAGO EQUITY PARTN   HERSHEY FOODS CORP                                                    5,000   $     277,700      0.08%
UBS GLOBAL ASST MGM    HEWLETT PACKARD CO COM                                               46,700   $     979,299      0.28%
CHICAGO EQUITY PARTN   HEWLETT PACKARD CO COM                                               12,314   $     258,225      0.07%
PROVIDENT INVESTMENT   HEXCEL CORP NEW                                                      11,100   $     160,950      0.05%
ICM ASSET MGMT         HOLLYWOOD ENTMT CORP COM                                             13,600   $     178,024      0.05%
CHICAGO EQUITY PARTN   HOME DEPOT INC COM                                                   15,100   $     645,374      0.18%
REAMS ASSET MGT        HOME DEPOT INC SR NT 144A        3.750% 09/15/2009 DD 09/16/04      210,000   $     208,050      0.06%
STANDISH MELLON        HONDA AUTO REC 03-4 CL A-3       2.190% 05/15/2007 DD 10/30/03      125,000   $     124,082      0.04%
CHICAGO EQUITY PARTN   HOST MARRIOTT CORP NEW COM                                            8,200   $     141,860      0.04%
REAMS ASSET MGT        HOUSEHOLD FIN CORP GLOBAL NT     4.750% 07/15/2013 DD 07/21/03      340,000   $     336,510      0.10%
STANDISH MELLON        HOUSEHOLD FIN CORP NT            6.375% 10/15/2011 DD 10/23/01      120,000   $     132,229      0.04%
BRADFORD & MARZEC      HUGHES SUPPLY INC SR NT 144A     5.500% 10/15/2014 DD 10/12/04       95,000   $      93,797      0.03%
CHICAGO EQUITY PARTN   HUMANA INC COM                                                       12,900   $     383,001      0.11%
CHICAGO EQUITY PARTN   HUNT J B TRANS SVCS INC                                               3,900   $     174,915      0.05%
BRADFORD & MARZEC      HUTCHISON WHAMPOA INTL 144A      7.450% 11/24/2033 DD 11/24/03       65,000   $      72,048      0.02%
STANDISH MELLON        HYUNDAI AUTO REC TR 04-A B       3.460% 08/15/2011 DD 09/01/04      130,000   $     128,996      0.04%
PROVIDENT INVESTMENT   I FLOW CORP NEW                                                       7,300   $     133,079      0.04%
UBS GLOBAL ASST MGM    IAC/INTERACTIVECORP COM                                               9,800   $     270,676      0.08%
UBS GLOBAL ASST MGM    IBM CORP COM                                                          6,600   $     650,628      0.19%
CHICAGO EQUITY PARTN   IBM CORP COM                                                          1,500   $     147,870      0.04%
STANDISH MELLON        ICI WILMINGTON INC GTD NT        4.375% 12/01/2008 DD 11/24/03       20,000   $      20,012      0.01%
STANDISH MELLON        ICI WILMINGTON INC GTD NT        5.625% 12/01/2013 DD 11/24/03       95,000   $      98,064      0.03%
REAMS ASSET MGT        ICI WILMINGTON INC GTD NT        4.375% 12/01/2008 DD 11/24/03      200,000   $     200,120      0.06%
UBS GLOBAL ASST MGM    ILLINOIS TOOL WKS INC COM                                            11,100   $   1,028,748      0.29%
ICM ASSET MGMT         IMAX CORP                                                            40,500   $     334,085      0.10%
PROVIDENT INVESTMENT   IMMUCOR INC                                                           7,500   $     176,325      0.05%
STANDISH MELLON        INCOME CASH                                                               -   $     401,234      0.11%
BRADFORD & MARZEC      INCOME CASH                                                               -   $        (579)     0.00%
REAMS ASSET MGT        INCOME CASH                                                               -   $       8,024      0.00%
PROVIDENT INVESTMENT   INFOSPACE INC NEW COM                                                 2,700   $     128,385      0.04%
PROVIDENT INVESTMENT   INTEGRATED CIRCUIT SYS INC                                            5,700   $     119,244      0.03%
UBS GLOBAL ASST MGM    INTEL CORP                                                           62,200   $   1,454,858      0.41%
CHICAGO EQUITY PARTN   INTEL CORP                                                           20,100   $     470,139      0.13%
STANDISH MELLON        INTERNATIONAL FLAVORS & FRAGAN   6.450% 05/15/2006 DD 05/07/01      150,000   $     156,200      0.04%
REAMS ASSET MGT        INTERNATIONAL LEASE FIN CORP     4.750% 07/01/2009 DD 06/18/04      300,000   $     305,996      0.09%
BRADFORD & MARZEC      INTERNATIONAL LEASE MTN #00568   3.125% 05/03/2007 DD 04/16/04       90,000   $      88,902      0.03%
STANDISH MELLON        INTERNATIONAL PAPER CO NT        5.300% 04/01/2015 DD 03/19/03      100,000   $     101,268      0.03%
ICM ASSET MGMT         INTERNET SEC SYS INC COM                                             26,300   $     611,475      0.17%
UBS GLOBAL ASST MGM    INTERPUBLIC GROUP COS INC COM                                         3,900   $      52,260      0.01%
BRADFORD & MARZEC      INTERPUBLIC GROUP COS INC NT     6.250% 11/15/2014 DD 11/18/04       70,000   $      70,831      0.02%
PROVIDENT INVESTMENT   INTUITIVE SURGICAL INC                                                7,900   $     316,158      0.09%
ICM ASSET MGMT         IONICS INC                                                            6,750   $     292,545      0.08%
ICM ASSET MGMT         IPASS INC                                                            37,900   $     280,460      0.08%
PROVIDENT INVESTMENT   IPAYMENT INC                                                          6,500   $     321,880      0.09%
BRADFORD & MARZEC      ISTAR FINL INC SR NT             5.120% 04/01/2011 DD 03/30/04      125,000   $     126,025      0.04%
CHICAGO EQUITY PARTN   JC PENNEY CO INC COM                                                  4,700   $     194,580      0.06%
STANDISH MELLON        JEFFERIES GROUP INC NEW SR NT    5.500% 03/15/2016 DD 03/08/04       25,000   $      24,652      0.01%
STANDISH MELLON        JEFFERIES GROUP SR NTS SER B     7.500% 08/15/2007 DD 02/15/98       80,000   $      87,537      0.02%
ICM ASSET MGMT         JLG INDS INC COM                                                     36,200   $     710,606      0.20%
UBS GLOBAL ASST MGM    JOHNSON & JOHNSON COM                                                26,300   $   1,667,946      0.48%
CHICAGO EQUITY PARTN   JOHNSON & JOHNSON COM                                                15,700   $     995,694      0.28%
UBS GLOBAL ASST MGM    JOHNSON CTLS INC COM                                                 15,300   $     970,632      0.28%
PROVIDENT INVESTMENT   JOY GLOBAL INC                                                        6,300   $     273,609      0.08%
STANDISH MELLON        JP MORGAN CHASE & CO             5.125% 09/15/2014 DD 09/15/04      140,000   $     140,913      0.04%
REAMS ASSET MGT        JP MORGAN CHASE & CO SUB NT      5.750% 01/02/2013 DD 11/25/02      210,000   $     222,580      0.06%
JP MORGAN              JP MORGAN EUROPEAN POOLED CORP   FIN INSTL INVESTORS II LLC         160,787   $     160,787      0.05%
JP MORGAN              JP MORGAN US DIRECT CORP         FINANCE INSTL INVESTORS II LLC     131,016   $     131,016      0.04%
JP MORGAN              JP MORGAN US POOLED CORPORATE    FINANCE INSTL INVESTOR II LLC    1,107,396   $   1,107,396      0.32%
UBS GLOBAL ASST MGM    JPMORGAN CHASE & CO COM                                              19,900   $     776,299      0.22%
CHICAGO EQUITY PARTN   JPMORGAN CHASE & CO COM                                               4,604   $     179,602      0.05%
OAK ASSOCIATES         JUNIPER NETWORKS INC COM                                             23,300   $     633,527      0.18%
PROVIDENT INVESTMENT   K V PHARMACEUTICAL CO CL A                                            6,662   $     146,897      0.04%
ICM ASSET MGMT         K2 INC COM                                                           40,800   $     647,904      0.18%
REAMS ASSET MGT        KERN RIV FDG CORP SR NT 144A     4.893% 04/30/2018 DD 05/01/03      204,160   $     207,859      0.06%
CHICAGO EQUITY PARTN   KEYCORP NEW COM                                                       6,100   $     206,790      0.06%
STANDISH MELLON        KEYSPAN CORP NT                  4.650% 04/01/2013 DD 04/04/03       40,000   $      40,031      0.01%
REAMS ASSET MGT        KEYSTONE OWNER 98 P1 M1 144A     7.530% 05/25/2025 DD 05/01/98       80,115   $      82,518      0.02%
PROVIDENT INVESTMENT   KFX INC                                                              13,900   $     201,828      0.06%
UBS GLOBAL ASST MGM    KIMBERLY CLARK CORP COM                                              11,300   $     743,653      0.21%
UBS GLOBAL ASST MGM    KOHLS CORP COM                                                       32,800   $   1,612,776      0.46%
ICM ASSET MGMT         KOPIN CORP                                                           81,850   $     316,760      0.09%
UBS GLOBAL ASST MGM    KROGER CO COM                                                        34,200   $     599,868      0.17%
STANDISH MELLON        KROGER CO NT                     8.050% 02/01/2010 DD 02/11/00       80,000   $      93,336      0.03%
CHICAGO EQUITY PARTN   LABORATORY CORP AMER HLDGS                                              800   $      39,856      0.01%
STANDISH MELLON        LABORATORY CORP AMER HLDGS SR    5.500% 02/01/2013 DD 01/31/03       40,000   $      41,725      0.01%
APPLIED SECURITIES     LABORATORY CORP AMER HLDGS SR    5.500% 02/01/2013 DD 01/31/03      250,000   $     260,779      0.07%
ICM ASSET MGMT         LACLEDE GROUP INC COM                                                12,500   $     389,375      0.11%
CHICAGO EQUITY PARTN   LAM RESH CORP COM                                                     3,700   $     106,967      0.03%
ICM ASSET MGMT         LANCASTER COLONY CORP COM                                             9,050   $     387,974      0.11%
APPLIED SECURITIES     LAUDER ESTEE COS INC SR NT       6.000% 01/15/2012 DD 01/10/02      320,000   $     346,507      0.10%
STANDISH MELLON        LB COML CONDUIT MTG 99-C1 CL B   6.930% 06/15/2031 DD 06/01/99       55,000   $      61,053      0.02%
BRADFORD & MARZEC      LENFEST COMMUNI INC SR SUB NT    10.500% 06/15/2006 DD 06/27/96     160,000   $     175,050      0.05%
CHICAGO EQUITY PARTN   LEXMARK INTERNATIONAL INC COM                                         1,500   $     127,500      0.04%
BRADFORD & MARZEC      LIBERTY MEDIA CORP NEW SR NT     3.500% 09/25/2006 DD 09/17/03      165,000   $     164,062      0.05%
MANAGER                SECURITY DESCRIPTION                                              SHARES          MARKET       % OF
                                                                                                         VALUE       ASSETS
BRADFORD & MARZEC      LIBERTY MEDIA CORP SR DEB        8.250% 02/01/2030 DD 02/02/00       50,000   $      57,040     0.02%
REAMS ASSET MGT        LIBERTY PPTY LTD PARTNERSHIP     7.750% 04/15/2009 DD 04/20/99      130,000   $     146,260     0.04%
PROVIDENT INVESTMENT   LIFE TIME FITNESS INC                                                 5,100   $     131,988     0.04%
CHICAGO EQUITY PARTN   LIMITED BRANDS INC                                                    4,000   $      92,080     0.03%
CHICAGO EQUITY PARTN   LINCOLN NATL CORP IND COM                                             3,000   $     140,040     0.04%
OAK ASSOCIATES         LINEAR TECHNOLOGY CORP COM                                           15,900   $     616,284     0.18%
UBS GLOBAL ASST MGM    LOCKHEED MARTIN CORP COM                                             14,400   $     799,920     0.23%
CHICAGO EQUITY PARTN   LOUISIANA PAC CORP COM                                               12,300   $     328,902     0.09%
REAMS ASSET MGT        LS PWR FDG CORP SR SECD SER A    7.190% 06/30/2010 DD 12/30/95      335,486   $     363,529     0.10%
BRADFORD & MARZEC      LUBRIZOL CORP NTS                5.875% 12/01/2008 DD 11/25/98       42,000   $      44,126     0.01%
STANDISH MELLON        LUBRIZOL CORP SR DEB             6.500% 10/01/2034 DD 09/28/04      115,000   $     117,119     0.03%
BRADFORD & MARZEC      LUBRIZOL CORP SR DEB             6.500% 10/01/2034 DD 09/28/04      112,000   $     114,064     0.03%
STANDISH MELLON        LUBRIZOL CORP SR NT              4.625% 10/01/2009 DD 09/28/04       40,000   $      39,937     0.01%
STANDISH MELLON        MACH ONE 2004 1 LLC 144A         3.890% 05/28/2040 DD 07/01/04      117,620   $     117,191     0.03%
PROVIDENT INVESTMENT   MACROMEDIA INC COM                                                   11,300   $     351,656     0.10%
BRADFORD & MARZEC      MAGELLAN MIDSTREAM PARTNERS      6.450% 06/01/2014 DD 05/25/04       30,000   $      32,442     0.01%
ICM ASSET MGMT         MAGNETEK INC COM                                                     74,800   $     516,120     0.15%
PROVIDENT INVESTMENT   MAIN STR BKS INC NEW COM                                              3,800   $     132,734     0.04%
UBS GLOBAL ASST MGM    MARATHON OIL CORP                                                    15,500   $     582,955     0.17%
APPLIED SECURITIES     MARRIOTT INTL INC                7.875% 09/15/2009 DD 09/20/99       85,000   $      98,153     0.03%
UBS GLOBAL ASST MGM    MARTIN MARIETTA MATLS INC COM                                         5,700   $     305,862     0.09%
UBS GLOBAL ASST MGM    MASCO CORP COM                                                       21,100   $     770,783     0.22%
CHICAGO EQUITY PARTN   MASCO CORP COM                                                        5,000   $     182,650     0.05%
STANDISH MELLON        MASSMUTUAL GBL TR 00016 144A     3.800% 04/15/2009 DD 10/15/03       55,000   $      54,501     0.02%
OAK ASSOCIATES         MAXIM INTEGRATED PRODS INC COM                                       13,700   $     580,743     0.17%
STANDISH MELLON        MAY DEPT STORES CO SR NT         6.650% 07/15/2024 DD 07/20/04       80,000   $      83,808     0.02%
OAK ASSOCIATES         MBNA CORP COM                                                        23,075   $     650,484     0.19%
STANDISH MELLON        MBNA CR CARD MASTER NT TR 01-3   6.550% 12/15/2008 DD 07/25/01       95,000   $      99,102     0.03%
BRADFORD & MARZEC      MBNA CR CARD MASTER TR 01-1 C    FLTG RT 10/15/2008 DD 05/24/01     130,000   $     130,183     0.04%
BRADFORD & MARZEC      MBNA CR CARD MASTER TR 03-5 B    VAR RT 02/15/2011 DD 10/02/03       50,000   $      50,394     0.01%
BRADFORD & MARZEC      MBNA CR CARD MSTR NT TR 03-3 B   VAR RT 01/18/2011 DD 08/20/03      139,000   $     139,478     0.04%
CHICAGO EQUITY PARTN   MCDONALDS CORP COM                                                   10,500   $     336,630     0.10%
CHICAGO EQUITY PARTN   MCGRAW HILL COS INC COM                                               2,800   $     256,312     0.07%
STANDISH MELLON        MEADWESTVACO CORP NT             6.800% 11/15/2032 DD 11/21/02       55,000   $      60,083     0.02%
UBS GLOBAL ASST MGM    MEDCO HEALTH SOLUTIONS INC                                            1,700   $      70,720     0.02%
CHICAGO EQUITY PARTN   MEDCO HEALTH SOLUTIONS INC                                            4,243   $     176,509     0.05%
PROVIDENT INVESTMENT   MEDICINES CO COM                                                      3,600   $     103,680     0.03%
UBS GLOBAL ASST MGM    MEDTRONIC INC COM                                                     5,100   $     253,317     0.07%
OAK ASSOCIATES         MEDTRONIC INC COM                                                    10,900   $     541,403     0.15%
UBS GLOBAL ASST MGM    MELLON FINL CORP COM                                                 47,300   $   1,471,503     0.42%
PROVIDENT INVESTMENT   MERIT MED SYS INC COM                                                10,200   $     155,856     0.04%
STANDISH MELLON        MERITA BANK SUB NTS 144A         STEP 12/29/2049 DD 01/30/97        110,000   $     117,356     0.03%
CHICAGO EQUITY PARTN   MERRILL LYNCH & CO INC                                                3,900   $     233,103     0.07%
APPLIED SECURITIES     MERRILL LYNCH & CO INC NTS       6.000% 02/17/2009 DD 02/17/99      300,000   $     322,284     0.09%
STANDISH MELLON        MERRILL LYNCH & CO MTN TR00440   4.125% 09/10/2009 DD 09/10/04       60,000   $      59,941     0.02%
BRADFORD & MARZEC      MERRILL LYNCH MTG 04-WMC2 A2B2   VAR RT 12/25/2034 DD 04/07/04      155,000   $     155,003     0.04%
CHICAGO EQUITY PARTN   METLIFE INC COM                                                       3,400   $     137,734     0.04%
REAMS ASSET MGT        METROPOLITAN LIFE MTN #TR00011   4.250% 07/30/2009 DD 07/26/04      290,000   $     291,902     0.08%
UBS GLOBAL ASST MGM    METTLER-TOLEDO INTL INC                                               6,300   $     323,253     0.09%
ICM ASSET MGMT         MICROMUSE INC                                                       132,900   $     737,595     0.21%
PROVIDENT INVESTMENT   MICROSEMI CORP                                                       15,700   $     272,552     0.08%
UBS GLOBAL ASST MGM    MICROSOFT CORP COM                                                   81,300   $   2,172,336     0.62%
CHICAGO EQUITY PARTN   MICROSOFT CORP COM                                                   22,300   $     595,856     0.17%
OAK ASSOCIATES         MICROSOFT CORP COM                                                   20,400   $     545,088     0.16%
REAMS ASSET MGT        MID STATE TR XI ASSET BKD CL A   4.864% 07/15/2038 DD 06/15/03      143,126   $     140,302     0.04%
REAMS ASSET MGT        MIDAMERICAN ENERGY HLDGS SR NT   3.500% 05/15/2008 DD 05/16/03      150,000   $     146,830     0.04%
PROVIDENT INVESTMENT   MINERALS TECHNOLOGIES INC COM                                         2,800   $     186,760     0.05%
BRADFORD & MARZEC      MIZUHO FINL GRP CAYMAN 144A      5.790% 04/15/2014 DD 03/08/04      155,000   $     162,821     0.05%
CHICAGO EQUITY PARTN   MOLEX INC COM                                                         1,200   $      36,000     0.01%
REAMS ASSET MGT        MONUMENTAL GBL FDG II 2 144A     3.900% 06/15/2009 DD 01/13/04      270,000   $     266,625     0.08%
CHICAGO EQUITY PARTN   MOODYS CORP COM                                                       2,700   $     234,495     0.07%
BRADFORD & MARZEC      MORGAN J P & CO INC MTN 00022    6.000% 01/15/2009 DD 01/25/99       85,000   $      91,093     0.03%
STANDISH MELLON        MORGAN J P COML MTG 97-C5 A3     7.088% 09/15/2029 DD 09/01/97       45,994   $      48,612     0.01%
UBS GLOBAL ASST MGM    MORGAN STANLEY                                                       19,700   $   1,093,744     0.31%
REAMS ASSET MGT        MORGAN STANLEY & CO 02-1 144A    VAR RT 003/01/2007 DD 02/06/02   1,276,000   $   1,321,655     0.38%
REAMS ASSET MGT        MORGAN STANLEY 99-WF1 CL A1      5.910% 04/15/2008 DD 02/01/99       78,000   $      80,030     0.02%
STANDISH MELLON        MORGAN STANLEY CAP 98-HF1 CL E   VAR RT 03/15/2030 DD 03/01/98      175,000   $     190,316     0.05%
STANDISH MELLON        MORGAN STANLEY CAP 99-CAM1 A-4   7.020% 03/15/2032 DD 07/01/99       50,000   $      55,219     0.02%
STANDISH MELLON        MORGAN STANLEY CAP 99-RM1 A2     6.710% 12/15/2031 DD 03/01/99      165,000   $     179,055     0.05%
STANDISH MELLON        MORGAN STANLEY DW 01-PPM CL A2   6.400% 10/15/2011 DD 01/01/01       90,647   $      96,191     0.03%
STANDISH MELLON        MORGAN STANLEY GLOBAL SUB NT     4.750% 04/01/2014 DD 03/30/04      140,000   $     136,429     0.04%
BRADFORD & MARZEC      MORGAN STANLEY GLOBAL SUB NT     4.750% 04/01/2014 DD 03/30/04      145,000   $     141,302     0.04%
STANDISH MELLON        MORGAN STANLEY I 98-HF1 CL C     6.750% 03/15/2030 DD 03/01/98      100,000   $     107,756     0.03%
REAMS ASSET MGT        MORGAN STANLEY NT                3.875% 01/15/2009 DD 01/13/04      175,000   $     173,949     0.05%
STANDISH MELLON        MORTGAGE CAP FDG 97-MC2 CL C     6.881% 10/20/2007 DD 11/01/97       50,000   $      53,637     0.02%
STANDISH MELLON        MORTGAGE CAP FDG INC 97-MC2      7.117% 11/20/2007 DD 11/01/97      200,000   $     214,772     0.06%
STANDISH MELLON        MORTGAGE CAP FDG SER 96-MC1 C    7.800% 04/15/2006 DD 07/01/96      100,000   $     104,648     0.03%
PROVIDENT INVESTMENT   MOTIVE INC                                                            9,300   $     105,834     0.03%
UBS GLOBAL ASST MGM    MOTOROLA INC COM                                                     22,701   $     390,457     0.11%
CHICAGO EQUITY PARTN   MOTOROLA INC COM                                                     11,600   $     199,520     0.06%
ICM ASSET MGMT         MOVIE GALLERY INC COM                                                21,200   $     404,284     0.12%
PROVIDENT INVESTMENT   MSC INDL DIRECT INC CL A                                             13,200   $     474,936     0.14%
ICM ASSET MGMT         MSC SOFTWARE CORP COM                                                62,500   $     654,375     0.19%
REAMS ASSET MGT        MTG CAP FDG 98-MC3 CL A-1        6.001% 11/18/2031 DD 12/01/98       59,811   $      60,654     0.02%
MANAGER                SECURITY DESCRIPTION                                             SHARES         MARKET       % OF
                                                                                                       VALUE       ASSETS
UBS GLOBAL ASST MGM    MYLAN LABS INC PA COM                                              24,400   $     431,392     0.12%
REAMS ASSET MGT        NATIONAL CITY BK MTN #TR00216    4.150% 08/01/2009 DD 07/26/04    175,000   $     175,449     0.05%
STANDISH MELLON        NATIONAL CITY CORP SUB DEB       6.875% 05/15/2019 DD 05/04/99    175,000   $     200,594     0.06%
PROVIDENT INVESTMENT   NATIONAL FINL PARTNERS CORP                                         3,700   $     143,560     0.04%
ICM ASSET MGMT         NATIONAL FUEL GAS CO N J                                           16,250   $     460,525     0.13%
CHICAGO EQUITY PARTN   NATIONAL SEMICONDUCTOR CORP                                         5,100   $      91,545     0.03%
STANDISH MELLON        NATIONAL WESTMINISTER BK PLC     STEP UP OPEN MAT DD 04/23/97     225,000   $     247,540     0.07%
STANDISH MELLON        NATIONWIDE MUT INS CO 144A       6.600% 04/15/2034 DD 04/05/04    115,000   $     115,125     0.03%
ICM ASSET MGMT         NAUTILUS GROUP INC                                                 36,100   $     872,537     0.25%
PROVIDENT INVESTMENT   NAVIGANT CONSULTING INC COM                                        12,800   $     340,480     0.10%
ICM ASSET MGMT         NAVIGANT INTL INC COM                                              46,000   $     559,820     0.16%
CHICAGO EQUITY PARTN   NCR CORP NEW                                                        2,200   $     152,306     0.04%
BRADFORD & MARZEC      NCR CORP NEW SR NT               7.125% 06/15/2009 DD 12/15/02    130,000   $     143,154     0.04%
UBS GLOBAL ASST MGM    NEENAH PAPER INC                                                      342   $      11,149     0.00%
ICM ASSET MGMT         NEIGHBORCARE INC                                                    7,850   $     241,152     0.07%
BRADFORD & MARZEC      NEW CENTY HOME EQ LN 04-4 A4     VAR RT 02/25/2035 DD 12/16/04     90,000   $      89,972     0.03%
BRADFORD & MARZEC      NEW CENTY HOME EQ TR 03-6 A-2    VAR RT 01/25/2034 DD 12/19/03     47,032   $      47,112     0.01%
BRADFORD & MARZEC      NEW CENTY HOME EQUITY 03-B A31   VAR RT 08/25/2028 DD 11/14/03     25,718   $      25,726     0.01%
REAMS ASSET MGT        NEW YORK LIFE GBL MTN #TR00002   3.875% 01/15/2009 DD 01/12/04     50,000   $      49,727     0.01%
REAMS ASSET MGT        NEW YORK LIFE MTN #TR0001 144A   5.375% 09/15/2013 DD 09/10/03    195,000   $     202,890     0.06%
STANDISH MELLON        NEWS AMER INC BD 144A            5.300% 12/15/2014 DD 12/03/04     90,000   $      91,188     0.03%
UBS GLOBAL ASST MGM    NEXTEL COMMUNICATIONS INC CL A                                     73,700   $   2,211,737     0.63%
STANDISH MELLON        NIAGARA MOHAWK PWR CORP SR NTS   7.750% 10/01/2008 DD 06/30/98    105,000   $     117,693     0.03%
PROVIDENT INVESTMENT   NII HLDGS INC CL B NEW                                              9,400   $     446,030     0.13%
REAMS ASSET MGT        NISOURCE FIN CORP                VAR RT 11/23/2009 DD 11/23/04    220,000   $     219,690     0.06%
STANDISH MELLON        NISOURCE FIN CORP GTD NT         7.875% 11/15/2010 DD 11/14/00     57,000   $      66,699     0.02%
BRADFORD & MARZEC      NLV FINL CORP SR NT 144A         7.500% 08/15/2033 DD 08/25/03     40,000   $      42,856     0.01%
REAMS ASSET MGT        NOMURA ASSET SECS 98-D6 CL A1A   6.280% 03/15/2030 DD 03/11/98    155,719   $     161,446     0.05%
STANDISH MELLON        NORFOLK SOUTHN CORP SR NT        6.750% 02/15/2011 DD 02/06/01     25,000   $      28,108     0.01%
STANDISH MELLON        NORTHERN ROCK MTN SR00021 144A   5.600% 04/30/2049 DD 04/29/04     45,000   $      46,463     0.01%
UBS GLOBAL ASST MGM    NORTHROP GRUMMAN CORP COM                                          13,300   $     722,988     0.21%
CHICAGO EQUITY PARTN   NORTHROP GRUMMAN CORP COM                                           5,500   $     298,980     0.09%
PROVIDENT INVESTMENT   NOVATEL WIRELESS INC COM NEW                                        9,200   $     178,572     0.05%
CHICAGO EQUITY PARTN   NUCOR CORP                                                          3,200   $     167,488     0.05%
REAMS ASSET MGT        OAKWOOD MTG INVS 1996-A CL A3    6.600% 05/15/2021 DD 02/01/96     66,512   $      67,498     0.02%
REAMS ASSET MGT        OAKWOOD MTG INVS 95 A CL A4      7.700% 09/15/2020 DD 06/01/95    438,995   $     450,181     0.13%
CHICAGO EQUITY PARTN   OCCIDENTAL PETE CORP COM                                            4,700   $     274,292     0.08%
BRADFORD & MARZEC      OHIO CAS CORP NT                 7.300% 06/15/2014 DD 06/29/04    110,000   $     118,388     0.03%
PROVIDENT INVESTMENT   OLD DOMINION FGHT LINES INC                                        10,725   $     373,230     0.11%
UBS GLOBAL ASST MGM    OMNICOM GROUP INC USD0.15 COM                                       5,800   $     489,056     0.14%
PROVIDENT INVESTMENT   OMNIVISION TECHNOLOGIES INC                                        12,600   $     231,210     0.07%
PROVIDENT INVESTMENT   OPEN SOLUTIONS INC                                                  7,100   $     184,316     0.05%
UBS GLOBAL ASST MGM    ORACLE CORPORATION COM                                             58,400   $     801,248     0.23%
CHICAGO EQUITY PARTN   ORACLE CORPORATION COM                                             27,400   $     375,928     0.11%
ICM ASSET MGMT         OSHKOSH B GOSH INC CL A                                            15,850   $     339,190     0.10%
PROVIDENT INVESTMENT   OXFORD INDS INC COM                                                 3,700   $     152,810     0.04%
STANDISH MELLON        PACIFIC GAS & ELEC CO 1ST MTG    3.600% 03/01/2009 DD 03/23/04     35,000   $      34,404     0.01%
BRADFORD & MARZEC      PACIFIC GAS & ELEC CO 1ST MTG    6.050% 03/01/2034 DD 03/23/04    105,000   $     109,037     0.03%
REAMS ASSET MGT        PACIFIC GAS & ELEC CO 1ST MTG    3.600% 03/01/2009 DD 03/23/04    190,000   $     186,764     0.05%
REAMS ASSET MGT        PACIFIC LIFE GBL #SR00001 144A   3.750% 01/15/2009 DD 01/15/04    195,000   $     192,836     0.05%
PROVIDENT INVESTMENT   PACIFIC SUNWEAR CALIF INC COM                                       4,800   $     106,848     0.03%
ICM ASSET MGMT         PAXAR CORP                                                         17,250   $     382,433     0.11%
STANDISH MELLON        PC FINL PARTNERSHIP GTD SR NT    5.000% 11/15/2014 DD 11/15/04     75,000   $      74,832     0.02%
STANDISH MELLON        PEARSON DLR FIN PLC 144A         4.700% 06/01/2009 DD 05/25/04     45,000   $      45,864     0.01%
ICM ASSET MGMT         PEC SOLUTIONS INC COM                                              28,050   $     397,469     0.11%
PROVIDENT INVESTMENT   PEDIATRIX MED GROUP COM                                             3,300   $     211,365     0.06%
REAMS ASSET MGT        PEMEX FIN LTD NT                 9.690% 08/15/2009 DD 08/15/99    137,750   $     154,781     0.04%
BRADFORD & MARZEC      PEMEX PROJ FDG MASTER TR GTD     VAR RT 02/01/2022 DD 02/01/03    100,000   $     116,250     0.03%
PROVIDENT INVESTMENT   PENN NATL GAMING INC COM                                            2,550   $     154,403     0.04%
UBS GLOBAL ASST MGM    PEPCO HLDGS INC                                                     8,600   $     183,352     0.05%
STANDISH MELLON        PEPCO HLDGS INC NT               5.500% 08/15/2007 DD 02/15/03     55,000   $      57,055     0.02%
CHICAGO EQUITY PARTN   PEPSICO INC COM                                                     6,510   $     339,822     0.10%
PROVIDENT INVESTMENT   PF CHANGS CHINA BISTRO INC COM                                      3,100   $     174,685     0.05%
REAMS ASSET MGT        PF EXPT RECVBLS 03-B 144A        3.748% 06/01/2013 DD 05/21/03    176,536   $     171,302     0.05%
UBS GLOBAL ASST MGM    PFIZER INC COM STK USD0.05                                         11,400   $     306,546     0.09%
CHICAGO EQUITY PARTN   PFIZER INC COM STK USD0.05                                         24,880   $     669,023     0.19%
OAK ASSOCIATES         PFIZER INC COM STK USD0.05                                         17,100   $     459,819     0.13%
APPLIED SECURITIES     PFIZER INC NT                    5.625% 02/01/2006 DD 01/30/01    250,000   $     256,803     0.07%
CHICAGO EQUITY PARTN   PG&E CORP COM                                                       8,100   $     269,568     0.08%
ICM ASSET MGMT         PHOENIX COS INC NEW COM                                             4,050   $      50,625     0.01%
REAMS ASSET MGT        PIONEER NAT RES CO SR NTS        6.500% 01/15/2008 DD 01/13/98    135,000   $     144,536     0.04%
UBS GLOBAL ASST MGM    PITNEY BOWES INC COM                                               11,800   $     546,104     0.16%
PROVIDENT INVESTMENT   PIXELWORKS INC COM                                                 13,200   $     149,688     0.04%
PROVIDENT INVESTMENT   PLAINS EXPLORATION & PRODTN                                         4,400   $     114,400     0.03%
ICM ASSET MGMT         PLANAR SYS INC                                                     23,850   $     267,836     0.08%
UBS GLOBAL ASST MGM    PNC FINANCIAL SERVICES GROUP                                        9,200   $     528,448     0.15%
STANDISH MELLON        POTASH CORP SASK INC NT          4.875% 03/01/2013 DD 03/04/03     75,000   $      75,280     0.02%
PROVIDENT INVESTMENT   POWER-ONE INC COM                                                  17,000   $     151,640     0.04%
ICM ASSET MGMT         POWERWAVE TECHNOLOGIES INC COM                                     84,600   $     717,408     0.20%
CHICAGO EQUITY PARTN   PPG INDS INC COM                                                    3,900   $     265,824     0.08%
UBS GLOBAL ASST MGM    PRAXAIR INC COM                                                     5,100   $     225,165     0.06%
CHICAGO EQUITY PARTN   PRINCIPAL FINANCIAL GROUP INC                                       3,500   $     143,290     0.04%
REAMS ASSET MGT        PRINCIPAL LIFE INC FDG TR00001   3.200% 04/01/2009 DD 03/29/04    200,000   $     193,360     0.06%
CHICAGO EQUITY PARTN   PROCTER & GAMBLE CO COM                                             2,600   $     143,208     0.04%
MANAGER                SECURITY DESCRIPTION                                             SHARES         MARKET       % OF
                                                                                                       VALUE       ASSETS
REAMS ASSET MGT        PROTECTIVE LIFE SECD #TR00005    4.000% 10/07/2009 DD 10/07/04    205,000   $     203,433     0.06%
PROVIDENT INVESTMENT   PROTEIN DESIGN LABS INC                                             9,800   $     202,468     0.06%
APPLIED SECURITIES     PROV OF ONTARIO                  5.500% 10/01/2008 DD 10/01/98    225,000   $     239,230     0.07%
STANDISH MELLON        PROV OF QUEBEC                   5.000% 07/17/2009 DD 07/17/02     45,000   $      46,971     0.01%
STANDISH MELLON        PROVIDENT CAP TR I CAP SEC       8.600% 12/01/2026 DD 11/27/96     70,000   $      77,207     0.02%
CHICAGO EQUITY PARTN   PRUDENTIAL FINL INC              COM                                6,700   $     368,232     0.11%
STANDISH MELLON        PRUDENTIAL FINL INC DEB          4.104% 11/15/2006 DD 08/16/04     40,000   $      40,437     0.01%
STANDISH MELLON        PRUDENTIAL FINL INC MTN #00005   5.100% 09/20/2014 DD 09/20/04     90,000   $      90,210     0.03%
REAMS ASSET MGT        PUB SVC EL & GAS CO 1ST & REF    VAR RT 05/01/2023 DD 05/01/98    255,000   $     273,607     0.08%
STANDISH MELLON        PUBLIC SVC CO COLO 1ST SER 14    4.375% 10/01/2008 DD 09/09/03     60,000   $      61,009     0.02%
REAMS ASSET MGT        PUBLIC SVC CO COLO 1ST SER 14    4.375% 10/01/2008 DD 09/09/03    105,000   $     106,766     0.03%
REAMS ASSET MGT        PUBLIC SVC CO COLO TR BD NO 8    7.875% 10/01/2012 DD 04/01/03    270,000   $     327,105     0.09%
REAMS ASSET MGT        PUBLIC SVC ELEC MTN #TR 00012    4.000% 11/01/2008 DD 11/12/03    175,000   $     175,194     0.05%
CHICAGO EQUITY PARTN   QLOGIC CORP COM                                                     1,600   $      58,768     0.02%
CHICAGO EQUITY PARTN   QUALCOMM INC                                                        4,000   $     169,600     0.05%
OAK ASSOCIATES         QUALCOMM INC                                                       14,000   $     593,600     0.17%
PROVIDENT INVESTMENT   QUIKSILVER INC COM                                                 12,700   $     378,333     0.11%
STANDISH MELLON        RABOBANK CAP FDG 144A            VAR RT 10/29/2049 DD 10/21/04    100,000   $      99,453     0.03%
PROVIDENT INVESTMENT   RADIATION THERAPY SVCS INC                                          6,600   $     112,200     0.03%
PROVIDENT INVESTMENT   RARE HOSPITALITY INTL INC COM                                       5,250   $     167,265     0.05%
STANDISH MELLON        RAYTHEON CO NT                   5.500% 11/15/2012 DD 11/15/02     15,000   $      15,813     0.00%
BRADFORD & MARZEC      RECKSON OPER PARTNERSHIP LP      5.875% 08/15/2014 DD 08/13/04     90,000   $      93,361     0.03%
PROVIDENT INVESTMENT   RED ROBIN GOURMET BURGERS INC                                       4,900   $     262,003     0.07%
STANDISH MELLON        REGIONS FINL CORP SUB NT         6.375% 05/15/2012 DD 05/15/02     45,000   $      49,741     0.01%
STANDISH MELLON        REPUBLIC SVCS INC NT             6.750% 08/15/2011 DD 08/15/01    100,000   $     112,401     0.03%
BRADFORD & MARZEC      RESIDENTIAL ASSET 03-KS10 AIIB   VAR RT 12/25/2033 DD 11/25/03     82,488   $      82,578     0.02%
STANDISH MELLON        RESIDENTIAL ASSET 03-RS11 AI2    3.047% 03/25/2025 DD 12/01/03     75,000   $      74,848     0.02%
STANDISH MELLON        RESIDENTIAL ASSET 04-KS10 AI1    VAR RT 10/25/2013 DD 10/28/04     94,714   $      94,724     0.03%
STANDISH MELLON        RESIDENTIAL ASSET 04-KS3 AI2     2.170% 12/25/2024 DD 03/01/04    140,000   $     137,900     0.04%
STANDISH MELLON        RESIDENTIAL ASSET 04-RS12 AII1   VAR RT 05/25/2027 DD 12/29/04    220,000   $     220,000     0.06%
STANDISH MELLON        RESIDENTIAL ASSET 04-RS8 AI2     3.810% 01/25/2026 DD 08/01/04    150,000   $     149,742     0.04%
REAMS ASSET MGT        RESIDENTIAL ASSET MTG PRODUCTS   2.130% 06/25/2024 DD 06/01/03     79,410   $      79,282     0.02%
REAMS ASSET MGT        RESIDENTIAL FDG 03-HS2 CL AI1B   VAR RT 03/15/2018 DD 06/26/03     45,176   $      45,175     0.01%
PROVIDENT INVESTMENT   RESOURCES CONNECTION INC COM                                        6,800   $     369,308     0.11%
CHICAGO EQUITY PARTN   REYNOLDS AMERN INC                                                  1,400   $     110,040     0.03%
REAMS ASSET MGT        ROCHESTER GAS & ELEC CORP 1ST    5.840% 12/22/2008 DD 12/22/98    185,000   $     195,810     0.06%
OAK ASSOCIATES         ROCKWELL AUTOMATION INC                                             5,400   $     267,570     0.08%
UBS GLOBAL ASST MGM    ROHM & HAAS CO COM                                                 12,900   $     570,567     0.16%
PROVIDENT INVESTMENT   ROPER INDS INC NEW COM                                              4,000   $     243,080     0.07%
ICM ASSET MGMT         RUSSELL CORP                                                       34,100   $     664,268     0.19%
CHICAGO EQUITY PARTN   RYDER SYS INC COM                                                   6,800   $     324,836     0.09%
STANDISH MELLON        SAFEWAY INC NT                   5.800% 08/15/2012 DD 08/12/02     25,000   $      26,337     0.01%
STANDISH MELLON        SAFEWAY INC NT                   4.125% 11/01/2008 DD 10/29/03     50,000   $      50,046     0.01%
PROVIDENT INVESTMENT   SALESFORCE COM INC                                                  4,900   $      83,006     0.02%
CHICAGO EQUITY PARTN   SANMINA-SCI CORP                                                    6,800   $      57,596     0.02%
BRADFORD & MARZEC      SAXON ASSET SECS TR 04-3 A3      VAR RT 11/25/2034 DD 10/27/04    100,000   $     100,002     0.03%
REAMS ASSET MGT        SBC COMMUNICATIONS               4.125% 09/15/2009 DD 11/03/04    190,000   $     189,579     0.05%
UBS GLOBAL ASST MGM    SBC COMMUNICATIONS INC COM                                         29,200   $     752,484     0.21%
STANDISH MELLON        SBC COMMUNS INC GLOBAL NT        5.625% 06/15/2016 DD 08/18/04     45,000   $      46,484     0.01%
OAK ASSOCIATES         SCHWAB CHARLES CORP NEW COM                                        58,700   $     702,052     0.20%
CHICAGO EQUITY PARTN   SCIENTIFIC ATLANTA INC                                              3,300   $     108,933     0.03%
STANDISH MELLON        SEALED AIR CORP NEW SR NT 144A   5.625% 07/15/2013 DD 07/01/03     40,000   $      41,381     0.01%
APPLIED SECURITIES     SEALED AIR CORP NEW SR NT 144A   5.625% 07/15/2013 DD 07/01/03    100,000   $     103,453     0.03%
CHICAGO EQUITY PARTN   SEARS ROEBUCK & CO COM                                                900   $      45,927     0.01%
CHICAGO EQUITY PARTN   SEI INVESTMENT CO COM                                               6,400   $     268,352     0.08%
UBS GLOBAL ASST MGM    SEMPRA ENERGY COM                                                   6,700   $     245,756     0.07%
ICM ASSET MGMT         SHAW GROUP INC COM                                                 23,550   $     420,368     0.12%
CHICAGO EQUITY PARTN   SIGMA ALDRICH CORP                                                  1,600   $      96,736     0.03%
PROVIDENT INVESTMENT   SILICON IMAGE INC COM                                               9,000   $     148,140     0.04%
STANDISH MELLON        SIMON PPTY GROUP LP NT 144A      4.875% 08/15/2010 DD 08/11/04     60,000   $      61,153     0.02%
REAMS ASSET MGT        SIMON PPTY GROUP LP NT 144A      4.875% 08/15/2010 DD 08/11/04    150,000   $     152,882     0.04%
REAMS ASSET MGT        SITHE\INDEPENDENCE FDG GTD       8.500% 06/30/2007 DD 06/30/93    243,694   $     255,077     0.07%
PROVIDENT INVESTMENT   SKYWORKS SOLUTIONS INC           COM                                9,600   $      90,528     0.03%
REAMS ASSET MGT        SLM CORP MTN # TR 00013          3.625% 03/17/2008 DD 02/20/03    250,000   $     248,699     0.07%
STANDISH MELLON        SLM CORP MTN # TR 00015          5.000% 04/15/2015 DD 04/15/03     80,000   $      79,941     0.02%
PROVIDENT INVESTMENT   SONIC SOLUTIONS                                                     8,800   $     197,472     0.06%
STANDISH MELLON        SOUTH AFRICA REP NT              6.500% 06/02/2014 DD 06/02/04    105,000   $     114,961     0.03%
BRADFORD & MARZEC      SOUTH AFRICA REP NT              6.500% 06/02/2014 DD 06/02/04     90,000   $      98,538     0.03%
REAMS ASSET MGT        SOUTH CAROLINA ELEC & GAS MTG    6.700% 02/01/2011 DD 01/24/01    190,000   $     214,284     0.06%
STANDISH MELLON        SOUTHERN CALIF EDISON CO         4.650% 04/01/2015 DD 03/26/04     50,000   $      49,124     0.01%
STANDISH MELLON        SOUTHERN CALIF EDISON CO 03B     8.000% 02/15/2007 DD 08/15/03     65,000   $      70,771     0.02%
REAMS ASSET MGT        SOUTHERN CALIF EDISON CO 03B     8.000% 02/15/2007 DD 08/15/03    175,000   $     190,538     0.05%
STANDISH MELLON        SOUTHTRUST CORP SUB NT           5.800% 06/15/2014 DD 05/24/04     40,000   $      42,578     0.01%
PROVIDENT INVESTMENT   SOUTHWEST BANCORP TEX INC COM                                      13,000   $     302,770     0.09%
PROVIDENT INVESTMENT   SOUTHWESTERN ENERGY CO COM                                          2,700   $     136,863     0.04%
PROVIDENT INVESTMENT   SPANISH BROADCASTING SYS INC                                       15,300   $     161,568     0.05%
STANDISH MELLON        SPECIALTY UNDERWRITING 04-BC4    VAR RT 10/25/2035 DD 12/29/04    180,000   $     179,916     0.05%
ICM ASSET MGMT         SPORTS AUTH INC NEW                                                32,150   $     827,863     0.24%
BRADFORD & MARZEC      SPRINT CAP CORP                  6.125% 11/15/2008 DD 11/16/98     90,000   $      96,535     0.03%
REAMS ASSET MGT        SPRINT CAP CORP GTD NT           6.000% 01/15/2007 DD 01/15/02    250,000   $     261,574     0.07%
STANDISH MELLON        SPRINT CAP CORP NT               8.750% 03/15/2032 DD 03/14/02    120,000   $     159,663     0.05%
BRADFORD & MARZEC      SPRINT CAP CORP NT               8.750% 03/15/2032 DD 03/14/02     85,000   $     113,095     0.03%
CHICAGO EQUITY PARTN   SPRINT CORPORATION FON COM                                          9,800   $     243,530     0.07%
PROVIDENT INVESTMENT   SRA INTERNATIONAL INC CL A                                          4,800   $     308,160     0.09%
MANAGER                SECURITY DESCRIPTION                                              SHARES          MARKET       % OF
                                                                                                         VALUE       ASSETS
PROVIDENT INVESTMENT   SS+C TECHNOLOGIES INC                                                 9,500   $     196,175     0.06%
REAMS ASSET MGT        SSB RV TR NT CL A 3              4.740% 02/15/2013 DD 12/01/01       50,139   $      50,245     0.01%
STANDISH MELLON        ST GEORGE BK LTD SUB NT 144A     5.300% 10/15/2015 DD 10/16/03       70,000   $      71,268     0.02%
PROVIDENT INVESTMENT   STATION CASINOS INC                                                   6,100   $     333,548     0.10%
PROVIDENT INVESTMENT   STATS CHIPPAC LTD ADR                                                     1   $           6     0.00%
PROVIDENT INVESTMENT   STEEL DYNAMICS INC COM                                                3,950   $     149,626     0.04%
ICM ASSET MGMT         STELMAR SHIPPING LTD SHS                                              6,150   $     293,417     0.08%
ICM ASSET MGMT         STEWART & STEVENSON SVCS INC                                         26,150   $     529,015     0.15%
PROVIDENT INVESTMENT   STRAYER ED INC                                                        2,700   $     296,433     0.08%
BRADFORD & MARZEC      STRUCTURED ASSET INVT 04-8 A7    VAR RT 09/25/2034 DD 08/25/04      132,000   $     132,021     0.04%
ICM ASSET MGMT         SUPERIOR ENERGY SERVICES INC                                         18,700   $     288,167     0.08%
PROVIDENT INVESTMENT   SUPERIOR ENERGY SERVICES INC                                         11,400   $     175,674     0.05%
CHICAGO EQUITY PARTN   SUPERVALU INC COM                                                     4,600   $     158,792     0.05%
ICM ASSET MGMT         SYKES ENTERPRISES INC COM                                            61,850   $     429,858     0.12%
OAK ASSOCIATES         SYMANTEC CORP COM                                                    22,400   $     577,024     0.16%
OAK ASSOCIATES         SYMBOL TECHNOLOGIES INC COM                                          19,700   $     340,810     0.10%
ICM ASSET MGMT         SYMMETRICOM INC                                                      32,250   $     313,148     0.09%
PROVIDENT INVESTMENT   SYMYX TECHNOLOGIES INC COM                                            8,000   $     240,400     0.07%
UBS GLOBAL ASST MGM    SYSCO CORP COM                                                       17,100   $     652,707     0.19%
PROVIDENT INVESTMENT   TANOX INC COM                                                         9,100   $     138,320     0.04%
PROVIDENT INVESTMENT   TEKELEC COM                                                          15,600   $     318,864     0.09%
BRADFORD & MARZEC      TELECOM ITALIA CAP GTD SR 144A   6.000% 09/30/2034 DD 10/06/04       85,000   $      83,088     0.02%
REAMS ASSET MGT        TELECOM ITALIA CAP GTD SR 144A   4.950% 09/30/2014 DD 10/06/04      255,000   $     249,999     0.07%
BRADFORD & MARZEC      TELEFONOS DE MEXICO S A SR NT    4.500% 11/19/2008 DD 11/19/03       60,000   $      60,533     0.02%
REAMS ASSET MGT        TELEFONOS DE MEXICO S A SR NT    4.500% 11/19/2008 DD 11/19/03      200,000   $     201,778     0.06%
BRADFORD & MARZEC      TENGIZCHEVROIL FIN CO GTD 144A   6.124% 11/15/2014 DD 11/19/04      100,000   $     100,250     0.03%
PROVIDENT INVESTMENT   TEREX CORP NEW                                                        5,400   $     257,310     0.07%
BRADFORD & MARZEC      TERWIN MTG TR 04-3HE A1B         VAR RT 03/25/2035 DD 04/27/04      148,000   $     148,003     0.04%
PROVIDENT INVESTMENT   TESSERA TECHNOLOGIES INC                                              4,000   $     148,840     0.04%
PROVIDENT INVESTMENT   TETRA TECHNOLOGIES INC DEL COM                                        6,600   $     186,780     0.05%
PROVIDENT INVESTMENT   TEXAS CAP BANCSHARES INC                                              5,800   $     125,396     0.04%
BRADFORD & MARZEC      TEXAS UTILS CO SR NTS SER C      6.375% 01/01/2008 DD 01/13/98       60,000   $      63,740     0.02%
CHICAGO EQUITY PARTN   TEXTRON INC COM                                                       7,700   $     568,260     0.16%
PROVIDENT INVESTMENT   TIBCO SOFTWARE INC COM                                               27,900   $     372,186     0.11%
PROVIDENT INVESTMENT   TIMCO AVIATION SVCS INC CVT      8.000% 01/02/2007 DD 09/20/02          979   $          49     0.00%
UBS GLOBAL ASST MGM    TIME WARNER INC                                                      33,300   $     647,685     0.18%
CHICAGO EQUITY PARTN   TIME WARNER INC                                                      15,300   $     297,585     0.08%
ICM ASSET MGMT         TIMKEN CO                                                            14,100   $     366,882     0.10%
UBS GLOBAL ASST MGM    TJX COS INC NEW COM                                                  38,500   $     967,505     0.28%
ICM ASSET MGMT         TOPPS INC                                                            46,100   $     449,475     0.13%
PROVIDENT INVESTMENT   TRACTOR SUPPLY CO                                                     4,300   $     160,003     0.05%
UBS GLOBAL ASST MGM    TRIBUNE CO NEW COM                                                    2,400   $     101,136     0.03%
PROVIDENT INVESTMENT   TRIMBLE NAV LTD                                                      10,250   $     338,660     0.10%
PROVIDENT INVESTMENT   TUESDAY MORNING CORP COM NEW                                          2,700   $      82,701     0.02%
APPLIED SECURITIES     TURNER BROADCASTING SYSTEMS      8.375% 07/01/2013                  112,000   $     137,844     0.04%
CHICAGO EQUITY PARTN   TXU CORP                                                              9,200   $     593,952     0.17%
CHICAGO EQUITY PARTN   TYCO INTL LTD NEW COM                                                19,100   $     682,634     0.19%
REAMS ASSET MGT        TYSON FOODS INC NT               7.250% 10/01/2006 DD 04/01/02      125,000   $     132,704     0.04%
REAMS ASSET MGT        U S BK NATL ASSN MTN #TR00193    2.870% 02/01/2007 DD 02/09/04      150,000   $     147,997     0.04%
STANDISH MELLON        U S TREASURY BONDS               6.250% 05/15/2030 DD 11/15/99    1,341,000   $   1,603,206     0.46%
BRADFORD & MARZEC      U S TREASURY BONDS               05.375% 02/15/2031 DD 02/15/01   1,267,000   $   1,369,741     0.39%
BRADFORD & MARZEC      U S TREASURY NOTES               4.750% 05/15/2014 DD 05/15/04      669,000   $     697,125     0.20%
REAMS ASSET MGT        U S TREASURY NOTES               3.250% 08/15/2008 DD 08/15/03      995,000   $     990,532     0.28%
APPLIED SECURITIES     U S TREASURY NOTES               2.000% 08/31/2005 DD 08/31/03    1,100,000   $   1,095,644     0.31%
APPLIED SECURITIES     U S TREASURY NOTES               4.000% 02/15/2014 DD 02/15/04      120,000   $     118,339     0.03%
REAMS ASSET MGT        U S TREASURY NOTES               4.250% 08/15/2014 DD 08/15/04    2,535,000   $   2,540,323     0.72%
REAMS ASSET MGT        U S TREASURY NOTES               4.250% 11/15/2014 DD 11/15/04    2,875,000   $   2,882,188     0.82%
REAMS ASSET MGT        U S TREASURY NOTES               2.875% 11/30/2006 DD 11/30/04    1,020,000   $   1,016,889     0.29%
REAMS ASSET MGT        U S TREASURY NOTES               3.000% 12/31/2006 DD 12/31/04    1,860,000   $   1,857,675     0.53%
PROVIDENT INVESTMENT   UCBH HLDGS INC COM                                                    5,500   $     252,010     0.07%
APPLIED SECURITIES     UNILEVER CAP CORP                6.875% 11/01/2005 DD 10/24/00      300,000   $     309,279     0.09%
APPLIED SECURITIES     UNION PAC CORP                   6.400% 02/01/2006 DD 01/26/96      250,000   $     258,336     0.07%
BRADFORD & MARZEC      UNION PAC RR CO 04-2 A 144A      5.214% 09/30/2014 DD 10/05/04      125,000   $     125,912     0.04%
REAMS ASSET MGT        UNION PAC RR CO 99A              7.600% 01/02/2020 DD 06/25/99      354,944   $     428,825     0.12%
STANDISH MELLON        UNION PLANTERS BK NATL ASSN      5.125% 06/15/2007 DD 06/07/02       74,000   $      76,623     0.02%
STANDISH MELLON        UNION PLANTERS CORP SUB NT       7.750% 03/01/2011 DD 02/27/01       60,000   $      70,435     0.02%
PROVIDENT INVESTMENT   UNIT CORP COM                                                         5,550   $     212,066     0.06%
UBS GLOBAL ASST MGM    UNITED HEALTH GROUP INC COM                                          11,500   $   1,012,345     0.29%
STANDISH MELLON        UNITED MEXICAN STS MTN TR00017   6.750% 09/27/2034 DD 09/27/04      155,000   $     153,063     0.04%
STANDISH MELLON        UNITED MEXICAN STS TR# 00010     6.375% 01/16/2013 DD 01/16/03       75,000   $      79,688     0.02%
PROVIDENT INVESTMENT   UNITED NATL INC                                                      12,200   $     379,420     0.11%
OAK ASSOCIATES         UNITED PARCEL SVC INC CL B                                            6,600   $     564,036     0.16%
ICM ASSET MGMT         UNITED RENTALS INC COM                                               32,300   $     610,470     0.17%
PROVIDENT INVESTMENT   UNITED SURGICAL PARTNERS INTL                                         7,000   $     291,900     0.08%
BRADFORD & MARZEC      UNITEDHEALTH GROUP INC NT        7.500% 11/15/2005 DD 11/16/00      125,000   $     129,004     0.04%
PROVIDENT INVESTMENT   UNIVERSAL TECHNICAL INST INC                                          3,200   $     121,984     0.03%
STANDISH MELLON        UNIVERSITY OF WISC INCOME CTFI   VAR RT 12/31/2099                    3,569   $       3,569     0.00%
UBS GLOBAL ASST MGM    UNIVERSITY OF WISC INCOME CTFI   VAR RT 12/31/2099                  318,586   $     318,586     0.09%
CHICAGO EQUITY PARTN   UNIVERSITY OF WISC INCOME CTFI   VAR RT 12/31/2099                  191,282   $     191,282     0.05%
OAK ASSOCIATES         UNIVERSITY OF WISC INCOME CTFI   VAR RT 12/31/2099                   79,945   $      79,945     0.02%
ICM ASSET MGMT         UNIVERSITY OF WISC INCOME CTFI   VAR RT 12/31/2099                   66,396   $      66,396     0.02%
BRADFORD & MARZEC      UNIVERSITY OF WISC INCOME CTFI   VAR RT 12/31/2099                  277,444   $     277,444     0.08%
PROVIDENT INVESTMENT   UNIVERSITY OF WISC INCOME CTFI   VAR RT 12/31/2099                    8,907   $       8,907     0.00%
APPLIED SECURITIES     UNIVERSITY OF WISC INCOME CTFI   VAR RT 12/31/2099                   96,583   $      96,583     0.03%
MANAGER                SECURITY DESCRIPTION                                              SHARES          MARKET       % OF
                                                                                                         VALUE       ASSETS
REAMS ASSET MGT        UNIVERSITY OF WISC INCOME CTFI   VAR RT 12/31/2099                  465,649   $     465,649     0.13%
STANDISH MELLON        UNIVERSITY OF WISCONSIN CLIENT   VAR RT 12/31/2099                    6,807   $       6,807     0.00%
UBS GLOBAL ASST MGM    UNIVERSITY OF WISCONSIN CLIENT   VAR RT 12/31/2099                  191,399   $     191,399     0.05%
CHICAGO EQUITY PARTN   UNIVERSITY OF WISCONSIN CLIENT   VAR RT 12/31/2099                   51,707   $      51,707     0.01%
OAK ASSOCIATES         UNIVERSITY OF WISCONSIN CLIENT   VAR RT 12/31/2099                  335,147   $     335,147     0.10%
ICM ASSET MGMT         UNIVERSITY OF WISCONSIN CLIENT   VAR RT 12/31/2099                2,163,226   $   2,163,226     0.62%
BRADFORD & MARZEC      UNIVERSITY OF WISCONSIN CLIENT   VAR RT 12/31/2099                  240,745   $     240,745     0.07%
PROVIDENT INVESTMENT   UNIVERSITY OF WISCONSIN CLIENT   VAR RT 12/31/2099                1,077,373   $   1,077,373     0.31%
APPLIED SECURITIES     UNIVERSITY OF WISCONSIN CLIENT   VAR RT 12/31/2099                2,544,523   $   2,544,523     0.73%
REAMS ASSET MGT        UNIVERSITY OF WISCONSIN CLIENT   VAR RT 12/31/2099                  927,827   $     927,827     0.26%
UBS GLOBAL ASST MGM    UNIVISION COMMUNICATIONS INC     CL A                                 6,000   $     175,620     0.05%
PROVIDENT INVESTMENT   URBAN OUTFITTERS INC COM                                              3,600   $     159,840     0.05%
STANDISH MELLON        US BK NATL ASSN MTN #SB 00001    6.375% 08/01/2011 DD 07/26/01       70,000   $      77,832     0.02%
APPLIED SECURITIES     US TREASURY BILL                 0.000% 02/17/2005 DD 08/19/04    1,121,000   $   1,115,171     0.32%
BRADFORD & MARZEC      US TREASURY INFLATION INDEX BD   2.375% 01/15/2025 DD 07/15/04      111,384   $     118,989     0.03%
STANDISH MELLON        US TREASURY INFLATION INDEX NT   3.000%007/15/2012 DD 07/15/02      594,474   $     663,397     0.19%
BRADFORD & MARZEC      US TREASURY INFLATION INDEX NT   2.000% 07/15/2014 DD 07/15/04      490,089   $     505,713     0.14%
BRADFORD & MARZEC      US TREASURY INFLATION INDEX NT   0.875% 04/15/2010 DD 10/15/04      217,676   $     215,534     0.06%
STANDISH MELLON        USA WASTE SERVICES INC SR NTS    7.000% 07/15/2028 DD 07/17/98       20,000   $      22,572     0.01%
STANDISH MELLON        USAA AUTO OWNER TR 04-3 CL A-1   2.337% 11/15/2005 DD 11/17/04      126,218   $     126,178     0.04%
ICM ASSET MGMT         VALASSIS COMMUNICATIONS INC      COM                                 12,400   $     434,124     0.12%
REAMS ASSET MGT        VALERO ENERGY CORP SR NT         3.500% 04/01/2009 DD 03/25/04      150,000   $     146,250     0.04%
REAMS ASSET MGT        VASTAR RESOURCES NOTES           6.390% 01/15/2008 DD 01/12/98      150,000   $     163,523     0.05%
PROVIDENT INVESTMENT   VCA ANTECH INC                                                       12,900   $     252,066     0.07%
PROVIDENT INVESTMENT   VENTANA MED SYS INC COM                                               4,600   $     294,354     0.08%
CHICAGO EQUITY PARTN   VERIZON COMMUNICATIONS COM                                            9,700   $     392,947     0.11%
STANDISH MELLON        VERIZON GLOBAL FDG CORP BD       6.875% 06/15/2012 DD 06/21/02      150,000   $     171,143     0.05%
BRADFORD & MARZEC      VERIZON GLOBAL FDG CORP NT       7.250% 12/01/2010 DD 06/01/01       90,000   $     103,282     0.03%
STANDISH MELLON        VERIZON GLOBAL FDG CORP NT       7.750% 06/15/2032 DD 06/21/02       35,000   $      43,552     0.01%
BRADFORD & MARZEC      VERIZON WIRELESS CAP LLC NT      5.375% 12/15/2006 DD 06/15/02      345,000   $     357,379     0.10%
REAMS ASSET MGT        VERIZON WIRELESS CAP LLC NT      5.375% 12/15/2006 DD 06/15/02      280,000   $     290,047     0.08%
UBS GLOBAL ASST MGM    VIACOM INC CL B COM                                                  19,200   $     698,688     0.20%
CHICAGO EQUITY PARTN   VIACOM INC CL B COM                                                   7,098   $     258,296     0.07%
REAMS ASSET MGT        WACHOVIA BK COML 03-C5 CL A-1    2.986% 06/15/2035 DD 07/01/03      271,709   $     258,214     0.07%
REAMS ASSET MGT        WACHOVIA BK COML MTG 03-C9 A1    3.291% 12/15/2035 DD 12/01/03      279,174   $     275,414     0.08%
STANDISH MELLON        WACHOVIA CORP 2ND NEW NT         4.875% 02/15/2014 DD 02/06/04      150,000   $     149,847     0.04%
REAMS ASSET MGT        WACHOVIA CORP 2ND NEW NT         3.500% 08/15/2008 DD 07/25/03      260,000   $     257,399     0.07%
CHICAGO EQUITY PARTN   WACHOVIA CORP NEW COM                                                13,900   $     731,140     0.21%
APPLIED SECURITIES     WAL MART STORES INC              8.000% 09/15/2006 DD 09/27/94      303,000   $     326,409     0.09%
UBS GLOBAL ASST MGM    WAL MART STORES INC COM                                              12,000   $     633,840     0.18%
STANDISH MELLON        WAMU MTG P/T 03-AR10 A-5         VAR RT 10/25/2033 DD 09/01/03      150,000   $     149,142     0.04%
STANDISH MELLON        WAMU MTG PASS THROUGH 04AR7 A6   VAR RT 07/25/2034 DD 06/01/04      160,000   $     157,473     0.04%
STANDISH MELLON        WAMU MTG PASS THROUGH 04AR9 A7   VAR RT 08/25/2034 DD 07/01/04       95,000   $      94,330     0.03%
BRADFORD & MARZEC      WASHINGTON MUT BK FA MTN 00003   5.125% 01/15/2015 DD 11/12/04       80,000   $      79,405     0.02%
STANDISH MELLON        WASHINGTON MUT INC SUB NT        4.625% 04/01/2014 DD 03/24/04      190,000   $     181,530     0.05%
STANDISH MELLON        WASTE MGMT INC DEL SR NT         6.875% 05/15/2009 DD 11/15/99      110,000   $     121,740     0.03%
STANDISH MELLON        WASTE MGMT INC DEL SR NT         7.375% 08//01/2010 DD 02/09/01      10,000   $      11,442     0.00%
PROVIDENT INVESTMENT   WELLCARE HEALTH PLANS INC                                             3,900   $     126,750     0.04%
BRADFORD & MARZEC      WELLPOINT INC NT 144A            5.000% 12/15/2014 DD 12/09/04       55,000   $      55,005     0.02%
UBS GLOBAL ASST MGM    WELLS FARGO & CO NEW COM                                             15,700   $     975,755     0.28%
STANDISH MELLON        WELLS FARGO & CO NEW SUB NT      6.375% 08/01/2011 DD 07/31/01       65,000   $      72,116     0.02%
BRADFORD & MARZEC      WESTAR ENERGY INC 1ST MTG BD     6.000% 07/01/2014 DD 06/17/04       65,000   $      69,875     0.02%
PROVIDENT INVESTMENT   WESTCORP                                                              3,500   $     160,755     0.05%
PROVIDENT INVESTMENT   WESTERN WIRELESS CORP CL A                                           10,600   $     310,580     0.09%
APPLIED SECURITIES     WEYERHAEUSER CO NT               6.125% 03/15/2007 DD 09/15/02       44,000   $      46,406     0.01%
STANDISH MELLON        WFS FINL 04-3 CL B               3.510% 02/17/2012 DD 08/05/04       75,000   $      74,874     0.02%
STANDISH MELLON        WFS FINL 04-4 CL C               3.210% 05/17/2012 DD 10/28/04      135,000   $     132,470     0.04%
STANDISH MELLON        WFS FINL 2004 4 CL A-2           2.500% 12/17/2007 DD 10/28/04       85,000   $      84,655     0.02%
ICM ASSET MGMT         WGL HLDGS INC COM                                                    18,150   $     559,746     0.16%
PROVIDENT INVESTMENT   WH ENERGY SVCS INC COM                                               12,500   $     279,500     0.08%
ICM ASSET MGMT         WHITING PETE CORP NEW                                                13,400   $     405,350     0.12%
STANDISH MELLON        WHOLE AUTO LN TR 03-1 CL C       3.130% 03/15/2010 DD 10/07/03       82,882   $      82,463     0.02%
STANDISH MELLON        WHOLE AUTO LN TR 2004-1 CL A1    2.150% 11/15/2005 DD 11/09/04      223,263   $     223,158     0.06%
UBS GLOBAL ASST MGM    WILLIS GROUP HOLDINGS LTD SHS                                        14,100   $     580,497     0.17%
PROVIDENT INVESTMENT   WINTRUST FINL CORP COM                                                4,700   $     267,712     0.08%
STANDISH MELLON        WISCONSIN ELEC PWR CO DEB        5.625% 05/15/2033 DD 05/06/03       50,000   $      50,707     0.01%
REAMS ASSET MGT        WISCONSIN ELEC PWR CO DEB        3.500% 12/01/2007 DD 11/23/04      125,000   $     124,505     0.04%
PROVIDENT INVESTMENT   WMS INDS INC COM                                                      9,000   $     301,860     0.09%
PROVIDENT INVESTMENT   WRIGHT MED GROUP INC COM                                              3,800   $     108,300     0.03%
CHICAGO EQUITY PARTN   WRIGLEY WM JR CO COM                                                  2,900   $     200,651     0.06%
UBS GLOBAL ASST MGM    WYETH                                                                 7,000   $     298,130     0.09%
CHICAGO EQUITY PARTN   WYETH                                                                 4,200   $     178,878     0.05%
STANDISH MELLON        WYETH SR NT                      5.500% 02/01/2014 DD 12/16/03       40,000   $      41,184     0.01%
STANDISH MELLON        XTO ENERGY INC                   7.500% 04/15/2012 DD 04/23/02       60,000   $      70,187     0.02%
CHICAGO EQUITY PARTN   YUM BRANDS INC                                                        3,600   $     169,848     0.05%
STANDISH MELLON        ZIONS BANCORPORATION NT          2.700% 05/01/2006 DD 11/06/03       95,000   $      94,183     0.03%
STANDISH MELLON        ZIONS BANCORPORATION SUB NT      6.000% 09/15/2015 DD 09/10/03       75,000   $      79,756     0.02%
PROVIDENT INVESTMENT   ZOLL MED CORP                                                         4,125   $     141,900     0.04%

				
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