-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, HzggQu3S/9VmfvdujV6bjEPeQG6Qelcq9MGitfcDXHjNvXEuk4HgxMTMo3zbSHNh tF/tsTr3nG0zaMKN06v6pw== 0000846516-03-000003.txt : 20030812 0000846516-03-000003.hdr.sgml : 20030812 20030812170306 ACCESSION NUMBER: 0000846516-03-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030812 EFFECTIVENESS DATE: 20030812 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ROLL & ROSS ASSET MANAGEMENT CORP CENTRAL INDEX KEY: 0000846516 IRS NUMBER: 232433501 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02413 FILM NUMBER: 03838259 BUSINESS ADDRESS: STREET 1: 583 SKIPPACK PIKE STREET 2: SUITE 500 CITY: BLUE BELL STATE: PA ZIP: 19422 BUSINESS PHONE: 215-641-1448 MAIL ADDRESS: STREET 1: 583 SKIPPACK PIKE STREET 2: STE 500 CITY: BLUE BELL STATE: PA ZIP: 19422 13F-HR 1 form13f2q03.txt Form 13F Cover Page Report for Calendar year or Quarter ended: June 30, 2003 Institutional Investment Manager Filing this Report: Name: Roll and Ross Asset Management Address: 583 Skippack Pike Suite 500 Blue Bell, PA 19422 13F File No: 28-2413 The institutional investment manger filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person signing this report on behalf of reporting manager: Name: Alan T. Yuhas Title: President Phone: 215 641-1448 Signature: Alan T. Yuhas, Blue Bell, Pennsylvania August 12, 2003 Report Type: 13F Holdings Report List other managers reporting for this manager: None Form 13F Summary Page Report Summary: Number of other included managers: 0 Form 13F information table entry total: 247 Form 13F information table value total: 281,382,000 List of other included managers: None Roll and Ross Asset Management, L.P. FORM 13F June 30, 2003 Voting Authority -------------------------- Value Shares/ Sh/ Put/ Invstmt Other Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 2173 16850 SH Sole 6250 10600 ABBOTT LABS COM COM 002824100 2739 62600 SH Sole 25000 37600 ADVANCED FIBRE COMMNCT COM COM 00754A105 459 28050 SH Sole 8100 19950 AFFILIATED COMPUTER CL A COM 008190100 599 13100 SH Sole 3200 9900 AIR PRODS & CHEMS INC COM COM 009158106 520 12500 SH Sole 800 11700 ALBERTSON'S INC COM 013104104 647 33700 SH Sole 8200 25500 ALCOA INC COM COM 013817101 1155 45300 SH Sole 9300 36000 ALLIANT ENERGY CORP COM 018802108 362 19000 SH Sole 3600 15400 ALLIANT TECHSYSTEMS INC COM 018804104 344 6625 SH Sole 1800 4825 ALLSTATE CORP COM COM 020002101 1408 39494 SH Sole 9194 30300 ALLTEL CORP COM COM 020039103 487 10100 SH Sole 2400 7700 ALTERA CORP COM COM 021441100 315 19200 SH Sole 12200 7000 ALTRIA GROUP INC COM 02209S103 1713 37700 SH Sole 20000 17700 AMERICAN ELEC PWR INC COM COM 025537101 644 21600 SH Sole 3600 18000 AMERICAN EXPRESS CO COM COM 025816109 2145 51300 SH Sole 16700 34600 AMERICAN INTL GROUP COM COM 026874107 3814 69112 SH Sole 16237 52875 AMERN EAGLE OUTFIT NEW COM COM 02553E106 316 17200 SH Sole 6000 11200 AMGEN INC COM COM 031162100 2466 37400 SH Sole 14000 23400 AMSOUTH BANCORPORATION COM 032165102 1020 46700 SH Sole 9200 37500 ANADARKO PETE CORP COM COM 032511107 380 8550 SH Sole 2500 6050 ANALOG DEVICES INC COM COM 032654105 723 20750 SH Sole 8650 12100 ANHEUSER BUSCH COS INC COM COM 035229103 556 10900 SH Sole 4400 6500 AOL TIME WARNER INC COM 00184A105 2898 180100 SH Sole 50800 129300 APACHE CORP COM 037411105 794 12204 SH Sole 4390 7814 APPLERA CORP COM AP BIO GRP COM 038020103 314 16500 SH Sole 4000 12500 APPLIED MATLS INC COM COM 038222105 1359 85800 SH Sole 35100 50700 ASTORIA FINL CORP COM COM 046265104 237 8500 SH Sole 8500 AT&T CORP COM COM 001957505 489 25410 SH Sole 4630 20780 AT&T WIRELESS COM 00209A106 469 57100 SH Sole 15500 41600 BANK NEW YORK INC COM COM 064057102 310 10800 SH Sole 2100 8700 BANK OF AMERICA CORP COM COM 060505104 4627 58549 SH Sole 11000 47549 BANK ONE CORP COM COM 06423A103 1619 43550 SH Sole 6700 36850 BEAR STEARNS COS INC COM COM 073902108 1043 14400 SH Sole 3900 10500 BECTON DICKINSON & CO COM 075887109 291 7500 SH Sole 3300 4200 BELLSOUTH CORP COM COM 079860102 1702 63900 SH Sole 10000 53900 BEST BUY INC COM COM 086516101 1234 28100 SH Sole 9400 18700 BIOMET INC COM COM 090613100 442 15400 SH Sole 8100 7300 BOEING CO COM COM 097023105 1675 48800 SH Sole 14300 34500 BOSTON SCIENTIFIC CORP COM 101137107 1564 25600 SH Sole 9100 16500 BRISTOL MYERS SQUIBB COM COM 110122108 1985 73100 SH Sole 25100 48000 BURLINGTON NRTHN SANTA COM COM 12189T104 341 12000 SH Sole 4300 7700 BURLINGTON RESOURCES COM 122014103 368 6800 SH Sole 6800 CALPINE CORP COM COM 131347106 266 40300 SH Sole 6800 33500 CARDINAL HEALTH INC COM COM 14149Y108 206 3200 SH Sole 1800 1400 CATERPILLAR INC DEL COM COM 149123101 573 10300 SH Sole 1200 9100 CENDANT CORP COM 151313103 1229 67100 SH Sole 17200 49900 CHECKPOINT SOFTWARE TECHNOLOGI COM M22465104 624 32000 SH Sole 8500 23500 CHEVRON TEXACO CORP COM 166764100 2789 38635 SH Sole 6800 31835 CIENA CORP COM COM 171779101 85 16400 SH Sole 6600 9800 CIGNA CORP COM COM 125509109 277 5900 SH Sole 5900 CISCO SYS INC COM COM 17275R102 4703 280084 SH Sole 114556 165528 CITIGROUP INC COM COM 172967101 7816 182619 SH Sole 38400 144219 CLEAR CHANNEL COMMUN COM COM 184502102 687 16200 SH Sole 3600 12600 CLOROX CO DEL COM COM 189054109 452 10600 SH Sole 5200 5400 COCA COLA CO COM COM 191216100 2325 50100 SH Sole 20700 29400 COLGATE PALMOLIVE CO COM COM 194162103 614 10600 SH Sole 4300 6300 COMCAST CORP COM 20030N101 1283 42508 SH Sole 7488 35020 COMCAST CORP CL A SPL COM 20030N200 464 16000 SH Sole 2800 13200 COMERICA INC COM COM 200340107 446 9600 SH Sole 1300 8300 COMPASS BANCSHARES INC COM COM 20449H109 740 21300 SH Sole 3300 18000 COMPUTER SCIENCES CORP COM COM 205363104 488 12800 SH Sole 500 12300 COMVERSE TECHNOLOGY COM PAR $0 COM 205862402 246 16400 SH Sole 16400 CONAGRA FOODS INC COM COM 205887102 866 36700 SH Sole 9700 27000 CONOCOPHILLIPS COM 20825C104 1466 26754 SH Sole 5204 21550 CONSOLIDATED EDISON COM COM 209115104 757 17500 SH Sole 3100 14400 CONVERGYS CORP COM 212485106 502 31400 SH Sole 5200 26200 CORNING INC COM COM 219350105 220 29800 SH Sole 29800 COSTCO WHSL CORP NEW COM COM 22160K105 999 27300 SH Sole 7700 19600 CREE INC COM COM 225447101 203 12500 SH Sole 3000 9500 CVS CORP COM COM 126650100 821 29300 SH Sole 6300 23000 DANAHER CORP DEL COM COM 235851102 524 7700 SH Sole 2100 5600 DELL INC COM 24702R101 3127 98200 SH Sole 39600 58600 DELPHI AUTOMOBIVE SYSTEMS INC COM 247126105 306 35400 SH Sole 5100 30300 DISNEY WALT CO COM DISNEY COM 254687106 2038 103200 SH Sole 23900 79300 DOMINION RES VA NEW COM COM 25746U109 257 4000 SH Sole 4000 DOW CHEM CO COM COM 260543103 579 18700 SH Sole 3400 15300 DSP GROUP INC COM COM 23332B106 209 9600 SH Sole 4400 5200 DU PONT E I DE NEMOURS COM COM 263534109 1266 30406 SH Sole 5877 24529 DUKE ENERGY CORP COM COM 264399106 415 20800 SH Sole 20800 E M C CORP MASS COM COM 268648102 1065 101700 SH Sole 28800 72900 EASTMAN KODAK CO COM COM 277461109 257 9400 SH Sole 3200 6200 EATON CORP COM COM 278058102 200 2550 SH Sole 2550 EDWARDS AG INC COM COM 281760108 315 9200 SH Sole 2400 6800 EMERSON ELEC CO COM COM 291011104 567 11100 SH Sole 3100 8000 ENSCO INTL INC COM COM 26874Q100 221 8200 SH Sole 3600 4600 ENTERGY CORP NEW COM COM 29364G103 829 15700 SH Sole 2500 13200 EOG RES INC COM COM 26875P101 322 7700 SH Sole 1100 6600 EVEREST RE GROUP LTD COM COM G3223R108 360 4700 SH Sole 1400 3300 EXELON CORP COM 30161N101 221 3700 SH Sole 3700 EXXON MOBIL CORP COM COM 30231G102 6374 177500 SH Sole 33500 144000 FEDERAL HOME LN MTG CP COM COM 313400301 594 11700 SH Sole 4000 7700 FEDERAL NATL MTG ASSN COM COM 313586109 1173 17400 SH Sole 7700 9700 FEDERATED DEPT STORES COM COM 31410H101 774 21000 SH Sole 5500 15500 FEDEX CORP COM COM 31428X106 1154 18600 SH Sole 3700 14900 FIRSTENERGY CORP COM COM 337932107 1023 26600 SH Sole 5400 21200 FLEETBOSTON FINL CORP COM COM 339030108 1611 54229 SH Sole 12100 42129 FORD MTR CO DEL COM COM 345370860 579 52650 SH Sole 7800 44850 FOREST LABS INC COM COM 345838106 1363 24900 SH Sole 8700 16200 FOUNDRY NETWORKS COM 35063R100 381 26700 SH Sole 8200 18500 FPL GROUP INC COM COM 302571104 926 13850 SH Sole 2000 11850 GANNETT INC COM COM 364730101 1240 16150 SH Sole 4600 11550 GENERAL DYNAMICS CORP COM COM 369550108 841 11600 SH Sole 4200 7400 GENERAL ELEC CO COM COM 369604103 9533 332400 SH Sole 135800 196600 GENERAL MILLS INC COM 370334104 991 20900 SH Sole 7400 13500 GENERAL MTRS CORP COM COM 370442105 767 21306 SH Sole 4259 17047 GENZYME CORP COM GENL DIV COM 372917104 846 20200 SH Sole 7000 13200 GILLETTE CO COM COM 375766102 1657 52000 SH Sole 17700 34300 GOLDMAN SACHS COM 38141G104 1612 19250 SH Sole 4950 14300 GROUP 1 SOFTWARE INC COM 39943Y103 353 19000 SH Sole 5900 13100 GUIDANT CORP COM COM 401698105 1090 24550 SH Sole 8400 16150 H&R BLOCK INC COM 093671105 865 20000 SH Sole 7900 12100 HARTFORD FINL SVCS COM COM 416515104 1168 23200 SH Sole 5700 17500 HEINZ H J CO COM COM 423074103 894 27100 SH Sole 8000 19100 HEWLETT PACKARD CO COM COM 428236103 2372 111380 SH Sole 22300 89080 HOME DEPOT INC COM COM 437076102 3474 104900 SH Sole 37750 67150 HONEYWELL INTL INC COM COM 438516106 1145 42650 SH Sole 10600 32050 IDEC PHARMACEUTICALS COM COM 449370105 434 12775 SH Sole 3300 9475 ILLINOIS TOOL WKS INC COM COM 452308109 928 14100 SH Sole 2500 11600 INGERSOLL-RAND CO COM COM G4776G101 502 10600 SH Sole 2800 7800 INTEL CORP COM COM 458140100 5024 241400 SH Sole 99900 141500 INTERNATIONAL BUS MACH COM COM 459200101 3147 38150 SH Sole 12750 25400 INTL PAPER CO COM COM 460146103 797 22300 SH Sole 3800 18500 J2 GLOBAL COMMUNICATIONS COM 46626E205 301 6550 SH Sole 3600 2950 JANUS CAPITAL GROUP INC COM 47102X105 500 30500 SH Sole 4400 26100 JDS UNIPHASE CORP COM COM 46612J101 231 66156 SH Sole 10480 55676 JEFFERSON PILOT CORP COM COM 475070108 896 21600 SH Sole 6400 15200 JOHN HANCOCK FINANCIAL SERVICE COM 41014S106 215 7000 SH Sole 7000 JOHNSON & JOHNSON COM COM 478160104 5286 102250 SH Sole 43500 58750 JOHNSON CTLS INC COM COM 478366107 659 7700 SH Sole 1800 5900 JP MORGAN CHASE & CO COM 46625H100 2755 80598 SH Sole 14000 66598 JUNIPER NETWORKS INC COM 48203R104 183 14700 SH Sole 4800 9900 KB HOME COM 48666K109 254 4100 SH Sole 4100 KELLOGG COM 487836108 883 25700 SH Sole 7700 18000 KEYCORP NEW COM COM 493267108 1135 44900 SH Sole 11600 33300 KIMBERLY CLARK CORP COM COM 494368103 954 18300 SH Sole 7600 10700 KLA-TENCOR CORP COM COM 482480100 832 17900 SH Sole 6400 11500 KOHLS CORP COM COM 500255104 904 17600 SH Sole 6600 11000 LAM RESEARCH CORP COM COM 512807108 197 10800 SH Sole 5100 5700 LEGG MASON INC COM COM 524901105 420 6466 SH Sole 6466 LEHMAN BROS HLDGS INC COM COM 524908100 1167 17550 SH Sole 4200 13350 LILLY ELI & CO COM COM 532457108 1917 27800 SH Sole 12800 15000 LIMITED BRANDS COM 532716107 209 13500 SH Sole 1500 12000 LINCOLN NATL CORP IND COM COM 534187109 207 5800 SH Sole 5800 LOCKHEED MARTIN CORP COM COM 539830109 823 17300 SH Sole 2900 14400 LOWES COS INC COM COM 548661107 1404 32700 SH Sole 14200 18500 LUCENT TECHNOLOGIES COM COM 549463107 44 21430 SH Sole 15830 5600 MARATHON OIL CORP COM 565849106 730 27700 SH Sole 4700 23000 MARSH & MCLENNAN COS COM COM 571748102 1185 23200 SH Sole 8400 14800 MAXIM INTEGRATED PRODS COM COM 57772K101 256 7500 SH Sole 3900 3600 MCDONALDS CORP COM COM 580135101 702 31800 SH Sole 8100 23700 MCGRAW HILL COS INC COM COM 580645109 670 10800 SH Sole 3100 7700 MCKESSON HBOC INC COM 58155Q103 511 14300 SH Sole 6100 8200 MEDTRONIC INC COM COM 585055106 1265 26361 SH Sole 10400 15961 MERCK & CO INC COM COM 589331107 3258 53800 SH Sole 19000 34800 MERCURY INTERACTIVE CP COM COM 589405109 566 14600 SH Sole 5100 9500 MERRILL LYNCH & CO INC COM COM 590188108 1902 40750 SH Sole 8400 32350 METLIFE INC COM 59156R108 923 32600 SH Sole 5500 27100 MGIC INVT CORP WIS COM COM 552848103 266 5700 SH Sole 5700 MICROSOFT CORP COM COM 594918104 8348 325600 SH Sole 131800 193800 MONSTER WORLDWIDE COM 611742107 481 24400 SH Sole 3400 21000 MORGAN STAN DEAN WITTR COM NEW COM 617446448 2164 50610 SH Sole 10400 40210 NATIONAL CITY CORP COM COM 635405103 1289 39400 SH Sole 7700 31700 NETWORK APPLIANCE INC COM COM 64120L104 500 31100 SH Sole 8600 22500 NEWPORT CORP COM COM 651824104 439 29650 SH Sole 8300 21350 NEXTEL COMMUNICATIONS INC COM 65332V103 828 45800 SH Sole 17000 28800 NORTHROP GRUMMAN CORP COM 666807102 796 9224 SH Sole 1821 7404 NOVELLUS SYS INC COM COM 670008101 363 9900 SH Sole 1900 8000 NVIDIA CORP COM 67066G104 641 28000 SH Sole 8000 20000 OCCIDENTAL PETE CP DEL COM COM 674599105 1057 31500 SH Sole 5900 25600 OLD NATIONAL BANK CORP COM 680033107 425 18500 SH Sole 18500 OLD REPUBLIC INTERNATIONAL COR COM 680223104 733 21400 SH Sole 4400 17000 OMNICOM GROUP INC COM COM 681919106 1018 14200 SH Sole 4900 9300 OMNIVISION TECHNOLOGIES COM 682128103 526 16900 SH Sole 4300 12600 ORACLE CORP COM COM 68389X105 1824 151900 SH Sole 73500 78400 PACTIV CORP COM 695257105 861 43700 SH Sole 12900 30800 PATINA OIL & GAS CORP COM 703224105 217 6750 SH Sole 6750 PEPSICO INC COM COM 713448108 2879 64700 SH Sole 26100 38600 PFIZER INC COM COM 717081103 8129 238030 SH Sole 103235 134795 PHARMACEUTICAL PRODUCTS COM 717124101 663 23100 SH Sole 6400 16700 PHOTON DYNAMICS INC COM COM 719364101 451 16250 SH Sole 4100 12150 PLANAR SYS INC COM COM 726900103 307 15700 SH Sole 4200 11500 PPG INDS INC COM COM 693506107 426 8400 SH Sole 400 8000 PRAXAIR INC COM COM 74005P104 694 11550 SH Sole 1900 9650 PROCTER & GAMBLE CO COM COM 742718109 3946 44250 SH Sole 15100 29150 PUBLIC SVC ENTERPRISE COM COM 744573106 482 11400 SH Sole 11400 QLOGIC CORP COM COM 747277101 642 13300 SH Sole 4200 9100 QUALCOMM INC COM COM 747525103 1427 39700 SH Sole 15700 24000 QUEST DIAGNOSTICS INC COM COM 74834L100 514 8050 SH Sole 2700 5350 QWEST COMMUNICATIONS COM COM 749121109 311 65100 SH Sole 7000 58100 RAYTHEON COMPANY COM 755111507 831 25300 SH Sole 3200 22100 REGIONS FINANCIAL CORP COM 758940100 902 26700 SH Sole 6100 20600 ROHM & HAAS CO COM COM 775371107 506 16300 SH Sole 3200 13100 SANMINA CORP COM COM 800907107 98 15500 SH Sole 6100 9400 SBC COMMUNICATIONS INC COM COM 78387G103 2450 95900 SH Sole 19400 76500 SCHERING PLOUGH CORP COM COM 806605101 567 30500 SH Sole 9700 20800 SCIENTIFIC ATLANTA INC COM COM 808655104 365 15300 SH Sole 3500 11800 SEMPRA ENERGY COM 816851109 311 10900 SH Sole 2500 8400 SIEBEL SYS INC COM COM 826170102 502 52950 SH Sole 15000 37950 SILICON VY BANCSHARES COM COM 827064106 593 24900 SH Sole 7600 17300 SMITH INTERNATIONAL COM 832110100 272 7400 SH Sole 3600 3800 SOLECTRON CORP COM COM 834182107 172 46000 SH Sole 8000 38000 SOUTHERN CO COM COM 842587107 997 32000 SH Sole 6100 25900 SOUTHTRUST CORP COM COM 844730101 273 10100 SH Sole 10100 SOUTHWEST AIRLS CO COM COM 844741108 1296 75375 SH Sole 21175 54200 SOVEREIGN BANCORP INC COM COM 845905108 526 33600 SH Sole 4300 29300 SPRINT CORP COM FON GROUP COM 852061100 744 51700 SH Sole 9200 42500 ST PAUL COS INC COM COM 792860108 705 19300 SH Sole 3100 16200 SUN MICROSYSTEMS INC COM COM 866810104 344 74000 SH Sole 12100 61900 SUNTRUST BKS INC COM COM 867914103 576 9700 SH Sole 2200 7500 SYMANTEC CORP COM 871503108 916 20850 SH Sole 7100 13750 TARGET CORP COM COM 87612E106 1434 37900 SH Sole 13700 24200 TEXAS INSTRS INC COM COM 882508104 1031 58600 SH Sole 18400 40200 TIFFANY & CO NEW COM COM 886547108 363 11100 SH Sole 2600 8500 TOLL BROTHERS INC COM COM 889478103 461 16300 SH Sole 5600 10700 TRANSOCEAN SEDCO FOREX ORD COM G90078109 424 19300 SH Sole 4100 15200 TRIBUNE CO NEW COM COM 896047107 797 16500 SH Sole 3900 12600 TXU CORP COM COM 873168108 453 20200 SH Sole 4000 16200 TYCO INTL LTD NEW COM COM 902124106 408 21500 SH Sole 5300 16200 TYSON FOODS INC COM 902494103 325 30600 SH Sole 30600 UNION PACIFIC CORP COM 907818108 612 10550 SH Sole 10550 UNITED PARCEL SERVICE INC COM 911312106 1112 17450 SH Sole 7000 10450 UNITED TECHNOLOGIES CP COM COM 913017109 1916 27050 SH Sole 7400 19650 UNITEDHEALTH GROUP INC COM 91324P102 1437 28600 SH Sole 10800 17800 UNOCAL CORP COM 915289102 283 9850 SH Sole 9850 US BANCORP DEL COM COM 902973304 1300 53065 SH Sole 5900 47165 UTSTARCOM INC COM 918076100 880 24700 SH Sole 7200 17500 VARIAN MEDICAL SYSTEMS INC COM 92220P105 391 6800 SH Sole 2900 3900 VERITAS SOFTWARE CORP COM 923436109 945 32800 SH Sole 9400 23400 VERIZON COMMUNICATIONS COM COM 92343V104 3199 81082 SH Sole 15682 65400 VIACOM INC - CL B COM 925524308 2681 61400 SH Sole 15300 46100 WACHOVIA CORP COM COM 929903102 2244 56150 SH Sole 10300 45850 WAL MART STORES INC COM COM 931142103 5099 95000 SH Sole 41500 53500 WALGREEN CO COM COM 931422109 849 28200 SH Sole 9800 18400 WASHINGTON FED INC COM COM 938824109 363 15681 SH Sole 15681 WASHINGTON MUT INC COM COM 939322103 1455 35225 SH Sole 3850 31375 WATSON PHARMACEUTICALS INC COM 942683103 1029 25500 SH Sole 6700 18800 WEBEX INC COM 94767L109 304 21900 SH Sole 5600 16300 WELLPOINT HLT NETW NEW COM COM 94973H108 1227 14550 SH Sole 3900 10650 WELLS FARGO & CO NEW COM COM 949746101 1779 35300 SH Sole 5900 29400 WEYERHAEUSER CO COM COM 962166104 910 16850 SH Sole 2900 13950 WYETH COM 983024100 1508 33100 SH Sole 15800 17300 XCEL ENERGY INC COM COM 98389B100 284 18900 SH Sole 4100 14800 XILINX INC COM COM 983919101 261 10300 SH Sole 5700 4600 XTO ENERGY COM 98385X106 741 36828 SH Sole 11299 25530 YAHOO INC COM 984332106 595 18200 SH Sole 5300 12900 YUM! BRANDS INC COM 988498101 662 22400 SH Sole 8000 14400 PORTUGAL TELCM SGPS SA SPONSOR ADR 737273102 80 11220 SH Sole 11220 REPORT SUMMARY 247 DATA RECORDS 281382 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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