-----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, Osgwmjlq3jWLNKblKt6gEcdHPcYm4k8xDQsydVOnvc4F1vpWqPAUEwnefzsvUnjo WdIqs9aQVyUW+cGX8m9uEA== 0000902266-06-000008.txt : 20060515 0000902266-06-000008.hdr.sgml : 20060515 20060515115223 ACCESSION NUMBER: 0000902266-06-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060515 DATE AS OF CHANGE: 20060515 EFFECTIVENESS DATE: 20060515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NOMURA HOLDINGS INC CENTRAL INDEX KEY: 0001163653 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10594 FILM NUMBER: 06838091 BUSINESS ADDRESS: STREET 1: 9-1 NIHONBASHI 1-CHOME STREET 2: CHUO-KU 103-8645 CITY: TOKYO JAPAN STATE: M0 ZIP: 00000 13F-HR 1 nhi.txt NHI 13F 1ST QTR 2006 OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13f Cover Page Report for the Calendar Year or Quarter Ended December 31, 2005 If amended report check here: |_| Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. PRIOR FILINGS FOR THE NOMURA GROUP WERE REPORTED UNDER THE NAME NOMURA SECURITIES COMPANY, WITH CIK NUMBER 0000110097. SUBSEQUENT FILINGS WILL BE MADE UNDER THE NAME NOMURA HOLDINGS, INC., CIK NUMBER 0001163653. NOMURA HOLDINGS, INC. (NHI) IS THE PARENT HOLDING COMPANY OF A NUMBER OF OPERATING SUBSIDIARIES, SOME OF WHICH ARE OR MAY BE INSTITUTIONAL INVESTMENT MANAGERS FOR THE PURPOSES OF THE REPORTING REQUIREMENTS UNDER SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 (THE ACT) AND THE RULES PROMULGATED THEREUNDER. NHI ITSELF DOES NOT DIRECTLY EXERCISE INVESTMENT DISCRETION WITH RESPECT TO ANY SECTION 13(F) SECURITIES POSITIONS. IN THAT NHI'S OWNERSHIP INTEREST IN SUCH OPERATING SUBSIDIARIES IS DEEMED THE EXERCISE OF INVESTMENT DISCRETION REGARDING CERTAIN OF SUCH SUBSIDIARIES' MANAGED ACCOUNTS, THE INFORMATION REQUIRED BY FORM 13F IS REPORTED BY NHI ON BEHALF OF CERTAIN OF NHI'S OPERATING SUBSIDIARIES WHICH ARE INSTITUTIONAL INVESTMENT MANAGERS SUBJECT TO SECTION 13(F)OF THE ACT. Nomura Holdings Inc. - -------------------------------------------------------------------------------- Name of Institutional Investment Manager 1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan - -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 001-15270 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: David A. Leibowitz Head of Compliance and Surveillance 212-667-9387 - -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ David A.Leibowitz ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York, NY May 15, 2006 ------------------------------------------ (Place and Date of Signing) Report Type: [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [X] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 1219 Form 13F Information Table Value Total: $16,570,346 (thousands) List of Other Included Managers: Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). 13F File No.: Name: ------------- --------------------- 6. 28-05739 Global Funds Management, S.A. ------------- --------------------- 2. 28-04985 Nomura International plc ------------- --------------------- 4. 28-04993 Nomura Securities (Bermuda) ------------- --------------------- 1. 28-04983 Nomura Securities International, Inc. ------------- ---------------------
1Page 1 06-01-31 16:19:43 0 FORM 13F INFORMATION TABLE QUARTER ENDING 03/31/2006 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- * ACE LTD G0070K103 16,305 000000305122 SH DEFINED 01 SOLE * COOPER INDS LTD G24182100 6,153 000000084294 SH DEFINED 01 SOLE CREDICORP LTD G2519Y108 467 000000020500 SH DEFINED 01 SOLE * EVEREST RE GROUP LTD G3223R108 9,435 000000094021 SH DEFINED 01 SOLE * GARMIN LTD G37260109 659 000000009934 SH DEFINED 01 SOLE * GLOBALSANTAFE CORP G3930E101 303 000000006300 SH DEFINED 01 SOLE * INGERSOLL-RAND COMPANY LTD G4776G101 12,321 000000305220 SH DEFINED 01 SOLE * MARVELL TECHNOLOGY GRO UP LTD G5876H105 1,006 000000017953 SH DEFINED 01 SOLE * NABORS INDUSTRIES LTD G6359F103 11,138 000000147038 SH DEFINED 01 SOLE * NOBLE CORPORATION G65422100 9,075 000000128656 SH DEFINED 01 SOLE * PARTNERRE LTD G6852T105 341 000000005200 SH DEFINED 01 SOLE * TRANSOCEAN INC G90078109 20,286 000000291096 SH DEFINED 01 SOLE * WEATHERFORD INTERNATIO NAL LT G95089101 12,003 000000331602 SH DEFINED 01 SOLE WHITE MTNS INS GROUP LTD G9618E107 335 000000000600 SH DEFINED 01 SOLE * XL CAP LTD G98255105 11,921 000000176928 SH DEFINED 01 SOLE * ALCON INC H01301102 1,296 000000010000 SH DEFINED 01 SOLE * UBS AG H8920M855 256 000000002700 SH DEFINED 01 SOLE * CHECK POINT SOFTWARE T ECH LT M22465104 2,985 000000148847 SH DEFINED 01 SOLE * TARO PHARMACEUTICAL IN DS LTD M8737E108 332 000000023793 SH DEFINED 01 SOLE * FLEXTRONICS INTL LTD Y2573F102 2,956 000000283196 SH DEFINED 01 SOLE * OMI CORP NEW Y6476W104 259 000000014300 SH DEFINED 01 SOLE * TEEKAY SHIPPING MARSHA LL ISL Y8564W103 275 000000006900 SH DEFINED 01 SOLE * A D C TELECOMMUNICATIO NS 000886309 2,505 000000112238 SH DEFINED 01 SOLE * AFLAC INC 001055102 21,676 000000466968 SH DEFINED 01 SOLE * AGCO CORP 001084102 2,344 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ADVANCE AUTO PARTS INC 00751Y106 6,799 000000156445 SH DEFINED 01 SOLE ADVANCED MEDICAL OPT ICS INC 00763MAG3 1,524 000001500000 PRN DEFINED 01 SOLE ADVANCED MEDICAL OPT ICS INC 00763MAJ7 2,010 000002000000 PRN DEFINED 01 SOLE * ADVANCED MEDICAL OPTIC S INC 00763M108 4,180 000000100017 SH DEFINED 01 SOLE * AEROPOSTALE 007865108 2,246 000000085432 SH DEFINED 01 SOLE * ADVANCED MICRO DEVICES INC 007903107 11,075 000000361954 SH DEFINED 01 SOLE 1Page 2 06-01-31 14:43:49 0 FORM 13F INFORMATION TABLE QUARTER ENDING 03/31/2006 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0* ACE LTD G0070K103 18,171 000000348122 SH DEFINED 01 SOLE * ACCENTURE LTD BERMUDA G1150G111 1,412 000000047000 SH DEFINED 01 SOLE * BUNGE LIMITED G16962105 1,294 000000023500 SH DEFINED 01 SOLE * COOPER INDS LTD G24182100 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DEFINED 01 SOLE ALASKA AIR GROUP INC 011659109 451 000000012861 SH DEFINED 01 SOLE * ALBEMARLE CORP 012653101 712 000000016069 SH DEFINED 01 SOLE * ALBERTO CULVER CO 013068101 4,162 000000094037 SH DEFINED 01 SOLE * ALBERTSONS INC 013104104 22,796 000000888388 SH DEFINED 01 SOLE * ALCAN INC 013716105 518 000000011100 SH DEFINED 01 SOLE * ALCOA INC 013817101 27,168 000000884381 SH DEFINED 01 SOLE ALEXANDER & BALDWIN INC 014482103 821 000000017177 SH DEFINED 01 SOLE * ALKERMES INC 01642T108 503 000000022589 SH DEFINED 01 SOLE * ALLEGHENY ENERGY INC 017361106 5,757 000000167167 SH DEFINED 01 SOLE * ALLEGHENY TECHNOLOGIES INC 01741R102 5,605 000000091303 SH DEFINED 01 SOLE * ALLERGAN INC 018490102 16,726 000000154162 SH DEFINED 01 SOLE * ALLIANCE DATA SYSTEMS CORP 018581108 886 000000019136 SH DEFINED 01 SOLE * ALLIANT ENERGY CORP 018802108 1,211 000000037931 SH DEFINED 01 SOLE ALLIANT TECHSYSTEMS INC 018804104 1,472 000000019069 SH DEFINED 01 SOLE * ALLIED WASTE INDS INC 019589308 2,677 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000000009800 SH DEFINED 01 SOLE * AMERIPRISE FINL INC 03076C106 11,747 000000262225 SH DEFINED 01 SOLE * AMETEK INC NEW 031100100 1,717 000000038495 SH DEFINED 01 SOLE * AMGEN INC 031162100 86,925 000001196996 SH DEFINED 01 SOLE * AMPHENOL CORP NEW 032095101 1,594 000000030625 SH DEFINED 01 SOLE * AMSOUTH BANCORPORATION 032165102 9,385 000000346344 SH DEFINED 01 SOLE * AMYLIN PHARMACEUTICALS INC 032346108 283 000000005854 SH DEFINED 01 SOLE * ANADARKO PETE CORP 032511107 23,963 000000232658 SH DEFINED 01 SOLE ANALOG DEVICES INC 032654105 14,054 000000366971 SH DEFINED 01 SOLE * ANDREW CORP 034425108 2,053 000000164656 SH DEFINED 01 SOLE * ANDRX CORP DEL 034553107 713 000000030109 SH DEFINED 01 SOLE * ANHEUSER BUSCH COS INC 035229103 33,702 000000787984 SH DEFINED 01 SOLE * ANNTAYLOR STORES CORP 036115103 810 000000022243 SH DEFINED 01 SOLE * ANTEON INTL CORP 03674E108 3,014 000000055308 SH DEFINED 01 SOLE * AON CORP 037389103 13,224 000000320739 SH DEFINED 01 SOLE * APACHE CORP 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13F INFORMATION TABLE QUARTER ENDING 03/31/2006 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0 NABORS INDS INC 629568AL0 13,354 000011500000 SH DEFINED 01 SOLE * NASDAQ 100 TR 631100104 382,893 000009105667 SH DEFINED 01 SOLE * NATIONAL CITY CORP 635405103 19,204 000000551390 SH DEFINED 01 SOLE * NATIONAL FUEL GAS CO N J 636180101 950 000000028840 SH DEFINED 01 SOLE * NATIONAL INSTRS CORP 636518102 548 000000016646 SH DEFINED 01 SOLE * NATIONAL OILWELL VARCO INC 637071101 12,407 000000188333 SH DEFINED 01 SOLE * NATIONAL SEMICONDUCTOR CORP 637640103 9,436 000000335823 SH DEFINED 01 SOLE * NAUTILUS INC 63910B102 170 000000011446 SH DEFINED 01 SOLE * NAVISTAR INTL CORP NEW 63934E108 1,992 000000071611 SH DEFINED 01 SOLE * NAVIGANT CONSULTING IN C 63935N107 536 000000024950 SH DEFINED 01 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VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0 * PERRIGO CO 714290103 466 000000028804 SH DEFINED 01 SOLE * PETRO-CDA 71644E102 558 000000011500 SH DEFINED 01 SOLE * PETROHAWK ENERGY CORP 716495106 744 000000054374 SH DEFINED 01 SOLE PETROLEUM GEO SVCS ASA NEW 716599105 1,666 000000035850 SH DEFINED 01 SOLE * PETSMART INC 716768106 1,271 000000044997 SH DEFINED 01 SOLE * PFIZER INC 717081103 190,697 000007567355 SH DEFINED 01 SOLE * PHARMACEUTICAL HLDRS T R 71712A206 7,569 000000105200 SH DEFINED 01 SOLE * PHARMACEUTICAL PROD DE V INC 717124101 894 000000025790 SH DEFINED 01 SOLE PHELPS DODGE CORP 717265102 17,065 000000209450 SH DEFINED 01 SOLE * PIER 1 IMPORTS INC 720279108 387 000000033241 SH DEFINED 01 SOLE * PINNACLE WEST CAP CORP 723484101 4,167 000000105954 SH DEFINED 01 SOLE * PIONEER NAT RES CO 723787107 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SEACOR HOLDINGS INC 811904101 1,949 000000024610 SH DEFINED 01 SOLE * SEALED AIR CORP NEW 81211K100 4,997 000000086638 SH DEFINED 01 SOLE * SEARS HLDGS CORP 812350106 13,956 000000106565 SH DEFINED 01 SOLE * SELECT SECTOR SPDR TR 81369Y100 156,342 000004786969 SH DEFINED 01 SOLE * SEMICONDUCTOR HLDRS TR 816636203 350,268 000009533700 SH DEFINED 01 SOLE * SEMTECH CORP 816850101 584 000000032583 SH DEFINED 01 SOLE * SEMPRA ENERGY 816851109 12,060 000000259197 SH DEFINED 01 SOLE * SENSIENT TECHNOLOGIES CORP 81725T100 454 000000025339 SH DEFINED 01 SOLE SEPRACOR INC 817315AW4 4,207 000004500000 SH DEFINED 01 SOLE * SEPRACOR INC 817315104 4,894 000000099700 SH DEFINED 01 SOLE SEQUA CORPORATION 817320104 384 000000003982 SH DEFINED 01 SOLE * SHAW GROUP INC 820280105 988 000000032615 SH DEFINED 01 SOLE * SHERWIN WILLIAMS CO 824348106 6,016 000000121275 SH DEFINED 01 SOLE SHURGARD STORAGE CTRS INC 82567D104 1,460 000000022000 SH DEFINED 01 SOLE * SIEMENS A G 826197501 375 000000004000 SH DEFINED 01 SOLE * SIERRA PAC RES NEW 826428104 1,105 000000079600 SH DEFINED 01 SOLE * SIGMA ALDRICH CORP 826552101 4,630 000000070146 SH DEFINED 01 SOLE * SILICON LABORATORIES I NC 826919102 670 000000012445 SH DEFINED 01 SOLE 1Page 23 06-04-26 17:40:46 0 FORM 13F INFORMATION TABLE QUARTER ENDING 03/31/2006 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0 SILICON VY BANCSHARES 827064AC0 7,138 000004500000 SH DEFINED 01 SOLE * SIMON PPTY GROUP INC N EW 828806109 15,372 000000182610 SH DEFINED 01 SOLE * SIRIUS SATELLITE RADIO INC 82966U103 538 000000106661 SH DEFINED 01 SOLE * SMITH INTL INC 832110100 1,933 000000049061 SH DEFINED 01 SOLE * SMITHFIELD FOODS INC 832248108 754 000000025673 SH DEFINED 01 SOLE * SMUCKER J M CO 832696405 1,255 000000031502 SH DEFINED 01 SOLE * SNAP ON INC 833034101 2,416 000000062873 SH DEFINED 01 SOLE SOLECTRON CORP 834182AT4 11,437 000015000000 PRN DEFINED 01 SOLE * SOLECTRON CORP 834182107 3,664 000000925439 SH DEFINED 01 SOLE SONIC AUTOMOTIVE INC 83545GAK8 12,675 000010000000 PRN DEFINED 01 SOLE * SONOCO PRODS CO 835495102 1,007 000000029625 SH DEFINED 01 SOLE * SONY CORP 835699307 1,420 000000030600 SH DEFINED 01 SOLE * SOTHEBYS HLDGS INC 835898107 498 000000017665 SH DEFINED 01 SOLE SOUND FED BANCORP INC 83607V104 2,868 000000140019 SH DEFINED 01 SOLE * SOURCECORP 836167106 715 000000029420 SH DEFINED 01 SOLE * SOUTHERN CO 842587107 25,551 000000789354 SH DEFINED 01 SOLE * SOUTHWEST AIRLS CO 844741108 12,767 000000716890 SH DEFINED 01 SOLE * SOUTHWESTERN ENERGY CO 845467109 1,987 000000059090 SH DEFINED 01 SOLE * SOVEREIGN BANCORP INC 845905108 8,001 000000366194 SH DEFINED 01 SOLE * SPRINT NEXTEL CORP 852061100 76,963 000002980772 SH DEFINED 01 SOLE * SPRINT NEXTEL CORP 852061100 3,562 000000137862 SH DEFINED 01 SOLE * STANCORP FINL GROUP IN C 852891100 764 000000014065 SH DEFINED 01 SOLE * STANDARD MICROSYSTEMS CORP 853626109 267 000000010126 SH DEFINED 01 SOLE * STANLEY WKS 854616109 3,908 000000076376 SH DEFINED 01 SOLE * STAPLES INC 855030102 20,557 000000790670 SH DEFINED 01 SOLE * STARBUCKS CORP 855244109 29,432 000000784237 SH DEFINED 01 SOLE * STARWOOD HOTELS&RESORT S WRLD 85590A203 15,746 000000231224 SH DEFINED 01 SOLE * STATE STR CORP 857477103 20,691 000000346933 SH DEFINED 01 SOLE STEEL DYNAMICS INC 858119100 639 000000011203 SH DEFINED 01 SOLE * STERICYCLE INC 858912108 775 000000011561 SH DEFINED 01 SOLE * STERIS CORP 859152100 755 000000030472 SH DEFINED 01 SOLE * STEWART & STEVENSON SV CS INC 860342104 4,601 000000125039 SH DEFINED 01 SOLE * STEWART ENTERPRISES IN C 860370105 285 000000050000 SH DEFINED 01 SOLE * STONE ENERGY CORP 861642106 378 000000008336 SH DEFINED 01 SOLE * STRYKER CORP 863667101 13,982 000000311687 SH DEFINED 01 SOLE * SUN MICROSYSTEMS INC 866810104 17,895 000003474923 SH DEFINED 01 SOLE * SUNOCO INC 86764P109 10,857 000000136645 SH DEFINED 01 SOLE * SUNPOWER CORP 867652109 417 000000010811 SH DEFINED 01 SOLE * SUNTRUST BKS INC 867914103 28,576 000000390924 SH DEFINED 01 SOLE * SUPERVALU INC 868536103 5,739 000000186164 SH DEFINED 01 SOLE * SWIFT TRANSN CO 870756103 1,285 000000059971 SH DEFINED 01 SOLE * SYBASE INC 871130100 735 000000034459 SH DEFINED 01 SOLE * SYMANTEC CORP 871503108 22,725 000001332897 SH DEFINED 01 SOLE * SYMBOL TECHNOLOGIES IN C 871508107 3,524 000000325175 SH DEFINED 01 SOLE SYNAPTICS INC 87157DAB5 2,848 000003500000 PRN DEFINED 01 SOLE * SYNAPTICS INC 87157D109 341 000000015531 SH DEFINED 01 SOLE 1Page 24 06-04-26 17:40:46 0 FORM 13F INFORMATION TABLE QUARTER ENDING 03/31/2006 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0 * SYNOPSYS INC 871607107 1,502 000000068516 SH DEFINED 01 SOLE * SYNOVUS FINL CORP 87161C105 9,023 000000333951 SH DEFINED 01 SOLE * SYSCO CORP 871829107 21,543 000000669058 SH DEFINED 01 SOLE * TCF FINL CORP 872275102 798 000000031057 SH DEFINED 01 SOLE * TECO ENERGY INC 872375100 3,633 000000224575 SH DEFINED 01 SOLE * THQ INC 872443403 1,037 000000041010 SH DEFINED 01 SOLE * TJX COS INC NEW 872540109 12,173 000000485176 SH DEFINED 01 SOLE TNS INC 872960109 211 000000010012 SH DEFINED 01 SOLE TXU CORP 873168108 21,120 000000462771 SH DEFINED 01 SOLE * TALISMAN ENERGY INC 87425E103 239 000000004400 SH DEFINED 01 SOLE * TALX CORP 874918105 230 000000008047 SH DEFINED 01 SOLE * TARGET CORP 87612E106 47,916 000000908372 SH DEFINED 01 SOLE * TECH DATA CORP 878237106 797 000000021514 SH DEFINED 01 SOLE * TECHNE CORP 878377100 654 000000010907 SH DEFINED 01 SOLE * TECUMSEH PRODS CO 878895101 201 000000009178 SH DEFINED 01 SOLE * TEKTRONIX INC 879131100 3,245 000000092319 SH DEFINED 01 SOLE TELE NORTE LESTE PAR T S A 879246106 334 000000020300 SH DEFINED 01 SOLE * TELEFLEX INC 879369106 924 000000012994 SH DEFINED 01 SOLE * TELEPHONE & DATA SYS I NC 879433100 1,218 000000030842 SH DEFINED 01 SOLE TELESP CELULAR PART S A 87952L108 157 000000038500 SH DEFINED 01 SOLE * TELIK INC 87959M109 612 000000031289 SH DEFINED 01 SOLE * TELLABS INC 879664100 7,322 000000459105 SH DEFINED 01 SOLE TEMPLE INLAND INC 879868107 5,153 000000114957 SH DEFINED 01 SOLE * TEMPUR PEDIC INTL INC 88023U101 1,061 000000075000 SH DEFINED 01 SOLE * TENET HEALTHCARE CORP 88033G100 3,512 000000477221 SH DEFINED 01 SOLE * TERADYNE INC 880770102 3,624 000000231142 SH DEFINED 01 SOLE * TEVA PHARMACEUTICAL IN DS LTD 881624209 1,835 000000044919 SH DEFINED 01 SOLE * TEVA PHARMACEUTICAL IN DS LTD 881624209 324 000000009700 SH DEFINED 01 SOLE * TEXAS INSTRS INC 882508104 52,938 000001600322 SH DEFINED 01 SOLE TEXAS REGL BANCSHARES INC 882673106 409 000000014004 SH DEFINED 01 SOLE * TEXTRON INC 883203101 12,760 000000135280 SH DEFINED 01 SOLE THERMO ELECTRON CORP 883556102 6,161 000000166071 SH DEFINED 01 SOLE * THOMAS & BETTS CORP 884315102 960 000000018707 SH DEFINED 01 SOLE * THOR INDS INC 885160101 727 000000013783 SH DEFINED 01 SOLE * 3COM CORP 885535104 592 000000114909 SH DEFINED 01 SOLE * 3M CO 88579Y101 59,154 000000773057 SH DEFINED 01 SOLE * TIBCO SOFTWARE INC 88632Q103 357 000000043116 SH DEFINED 01 SOLE * TIDEWATER INC 886423102 1,115 000000019989 SH DEFINED 01 SOLE * TIFFANY & CO NEW 886547108 5,610 000000149524 SH DEFINED 01 SOLE * TIMBERLAND CO 887100105 600 000000017503 SH DEFINED 01 SOLE * TIME WARNER INC 887317105 79,263 000004704043 SH DEFINED 01 SOLE * TIME WARNER INC 887317105 671 000000040000 SH DEFINED 01 SOLE * TIMKEN CO 887389104 1,092 000000033373 SH DEFINED 01 SOLE * TOLL BROTHERS INC 889478103 1,088 000000031255 SH DEFINED 01 SOLE TOOTSIE ROLL INDS IN C 890516107 412 000000014216 SH DEFINED 01 SOLE * TORCHMARK CORP 891027104 6,282 000000108705 SH DEFINED 01 SOLE 1Page 25 06-04-26 17:40:46 0 FORM 13F INFORMATION TABLE QUARTER ENDING 03/31/2006 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0 TOWN & CTRY TR 892081100 9,955 000000245024 SH DEFINED 01 SOLE * TRADESTATION GROUP INC 89267P105 277 000000019702 SH DEFINED 01 SOLE * TRANSACTION SYS ARCHIT ECTS 893416107 414 000000013333 SH DEFINED 01 SOLE TRANSCANADA CORP 89353D107 640 000000022000 SH DEFINED 01 SOLE TRANSDIGM GROUP INC 893641100 890 000000035000 SH DEFINED 01 SOLE * TRANSMONTAIGNE INC 893934109 293 000000030064 SH DEFINED 01 SOLE * TRIAD HOSPITALS INC 89579K109 877 000000020985 SH DEFINED 01 SOLE * TRIAD HOSPITALS INC 89579K109 628 000000015000 SH DEFINED 01 SOLE * TRIBUNE CO NEW 896047107 8,725 000000317277 SH DEFINED 01 SOLE * TRINITY INDS INC 896522109 1,768 000000032582 SH DEFINED 01 SOLE * TRIQUINT SEMICONDUCTOR INC 89674K103 331 000000067618 SH DEFINED 01 SOLE * TUPPERWARE BRANDS CORP 899896104 457 000000022364 SH DEFINED 01 SOLE * TYCO INTL LTD NEW 902124106 57,357 000002100221 SH DEFINED 01 SOLE * TYSON FOODS INC 902494103 3,820 000000281344 SH DEFINED 01 SOLE * UAL CORP 902549807 2,079 000000052076 SH DEFINED 01 SOLE UICI 902737105 4,197 000000113551 SH DEFINED 01 SOLE * UST INC 902911106 6,982 000000169761 SH DEFINED 01 SOLE US BANCORP DEL 902973AK2 11,428 000011500000 PRN DEFINED 01 SOLE * US BANCORP DEL 902973304 56,908 000001859751 SH DEFINED 01 SOLE * UNILEVER N V 904784709 499 000000007200 SH DEFINED 01 SOLE * UNION PAC CORP 907818108 24,597 000000265455 SH DEFINED 01 SOLE * UNIONBANCAL CORP 908906100 549 000000007900 SH DEFINED 01 SOLE * UNISYS CORP 909214108 2,432 000000351548 SH DEFINED 01 SOLE * UNITED AUTO GROUP INC 909440109 263 000000006145 SH DEFINED 01 SOLE * UNITED DOMINION REALTY TR IN 910197102 1,355 000000047786 SH DEFINED 01 SOLE * UNITED PARCEL SERVICE INC 911312106 86,359 000001086006 SH DEFINED 01 SOLE * UNITED RENTALS INC 911363109 887 000000027197 SH DEFINED 01 SOLE * UNITED RENTALS INC 911363109 862 000000025000 SH DEFINED 01 SOLE * UNITED STATES STL CORP NEW 912909108 7,059 000000113838 SH DEFINED 01 SOLE * UNITED TECHNOLOGIES CO RP 913017109 61,186 000001054573 SH DEFINED 01 SOLE * UNITEDHEALTH GROUP INC 91324P102 76,784 000001364808 SH DEFINED 01 SOLE * UNITRIN INC 913275103 1,056 000000022648 SH DEFINED 01 SOLE * UNIVERSAL CORP VA 913456109 1,256 000000034386 SH DEFINED 01 SOLE UNIVERSAL HLTH SVCS INC 913903100 729 000000014301 SH DEFINED 01 SOLE * UNIVISION COMMUNICATIO NS INC 914906102 8,060 000000232301 SH DEFINED 01 SOLE * UNUMPROVIDENT CORP 91529Y106 6,209 000000300271 SH DEFINED 01 SOLE * URBAN OUTFITTERS INC 917047102 1,635 000000066496 SH DEFINED 01 SOLE UTSTARCOM INC 918076AB6 4,287 000005000000 PRN DEFINED 01 SOLE UTSTARCOM INC 918076100 323 000000052790 SH DEFINED 01 SOLE * VCA ANTECH INC 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1,961 000000081000 SH DEFINED 04 SOLE * VERIZON COMMUNICATIONS 92343V104 101,137 000002932381 SH DEFINED 01 SOLE * VERTEX PHARMACEUTICALS INC 92532F100 2,356 000000066745 SH DEFINED 01 SOLE * VIACOM INC NEW 92553P102 7,158 000000183700 SH DEFINED 01 SOLE * VISHAY INTERTECHNOLOGY INC 928298108 837 000000059082 SH DEFINED 01 SOLE * VODAFONE GROUP PLC NEW 92857W100 598 000000028000 SH DEFINED 01 SOLE * VORNADO RLTY TR 929042109 11,839 000000123854 SH DEFINED 01 SOLE * VULCAN MATLS CO 929160109 9,006 000000102621 SH DEFINED 01 SOLE * WCI CMNTYS INC 92923C104 294 000000010652 SH DEFINED 01 SOLE WGL HLDGS INC 92924F106 475 000000015743 SH DEFINED 01 SOLE * WPS RESOURCES CORP 92931B106 934 000000018923 SH DEFINED 01 SOLE * WACHOVIA CORP 2ND NEW 929903102 90,361 000001618223 SH DEFINED 01 SOLE * WADDELL & REED FINL IN C 930059100 913 000000040083 SH DEFINED 01 SOLE * WAL MART STORES INC 931142103 118,051 000002476951 SH DEFINED 01 SOLE * WALGREEN CO 931422109 47,169 000001083847 SH DEFINED 01 SOLE * WALTER INDS INC 93317Q105 806 000000012152 SH DEFINED 01 SOLE * WALTER INDS INC 93317Q105 1,332 000000020000 SH DEFINED 01 SOLE * WASHINGTON FED INC 938824109 797 000000033106 SH DEFINED 01 SOLE * WASHINGTON MUT INC 939322103 42,314 000001000335 SH DEFINED 01 SOLE WASHINGTON POST CO 939640108 1,642 000000002176 SH DEFINED 01 SOLE * WASTE MGMT INC DEL 94106L109 19,362 000000554786 SH DEFINED 01 SOLE * WATERS CORP 941848103 4,649 000000107919 SH DEFINED 01 SOLE WATSON PHARMACEUTICALS INC 942683AC7 15,793 000017500000 PRN DEFINED 01 SOLE * WATSON PHARMACEUTICALS INC 942683103 3,925 000000136936 SH DEFINED 01 SOLE WEBSENSE INC 947684106 857 000000031579 SH DEFINED 01 SOLE * WEBSTER FINL CORP CONN 947890109 686 000000014156 SH DEFINED 01 SOLE WEINGARTEN RLTY INVS 948741103 823 000000020117 SH DEFINED 01 SOLE WEIS MKTS INC 948849104 258 000000005921 SH DEFINED 01 SOLE WELLPOINT INC 94973V107 52,714 000000682745 SH DEFINED 01 SOLE WELLS FARGO & CO NEW 949746FA4 14,910 000015000000 PRN DEFINED 01 SOLE * WELLS FARGO & CO NEW 949746101 107,808 000001681096 SH DEFINED 01 SOLE * WENDYS INTL INC 950590109 8,855 000000143345 SH DEFINED 01 SOLE * WERNER ENTERPRISES INC 950755108 723 000000039811 SH DEFINED 01 SOLE * WESTAR ENERGY INC 95709T100 846 000000040308 SH DEFINED 01 SOLE * WESTAMERICA BANCORPORA TION 957090103 524 000000010128 SH DEFINED 01 SOLE * WESTERN DIGITAL CORP 958102105 1,786 000000090294 SH DEFINED 01 SOLE * WESTERN GAS RES INC 958259103 739 000000015221 SH DEFINED 01 SOLE WESTERN SIERRA BANCORP 959522103 7,635 000000167662 SH DEFINED 01 SOLE WESTWOOD ONE INC 961815107 342 000000031028 SH DEFINED 01 SOLE * WEYERHAEUSER CO 962166104 17,722 000000242448 SH DEFINED 01 SOLE * WHIRLPOOL CORP 963320106 7,114 000000077785 SH DEFINED 01 SOLE * WHOLE FOODS MKT INC 966837106 11,110 000000166428 SH DEFINED 01 SOLE * WILLIAMS COS INC DEL 969457100 12,735 000000594303 SH DEFINED 01 SOLE 1Page 27 06-04-26 17:40:46 0 FORM 13F INFORMATION TABLE QUARTER ENDING 03/31/2006 NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ---------------- 0 * WILLIAMS SONOMA INC 969904101 1,598 000000037736 SH DEFINED 01 SOLE * WILMINGTON TRUST CORP 971807102 811 000000018755 SH DEFINED 01 SOLE WILSON GREATBATCH TECH NOLOGI 972232AB8 8,225 000009720000 PRN DEFINED 01 SOLE * WIND RIVER SYSTEMS INC 973149107 382 000000031096 SH DEFINED 01 SOLE * WISCONSIN ENERGY CORP 976657106 1,400 000000034765 SH DEFINED 01 SOLE WOLVERINE WORLD WIDE INC 978097103 213 000000009985 SH DEFINED 01 SOLE * WORTHINGTON INDS INC 981811102 649 000000032349 SH DEFINED 01 SOLE * WRIGLEY WM JR CO 982526105 12,573 000000194662 SH DEFINED 01 SOLE * WYETH 983024100 67,654 000001390343 SH DEFINED 01 SOLE * WYNN RESORTS LTD 983134107 468 000000006086 SH DEFINED 01 SOLE XM SATELLITE RADIO HLD GS INC 983759AC5 8,337 000010000000 PRN DEFINED 01 SOLE * XM SATELLITE RADIO HLD GS INC 983759101 1,043 000000046547 SH DEFINED 01 SOLE * XTO ENERGY INC 98385X106 17,475 000000394403 SH DEFINED 01 SOLE * XCEL ENERGY INC 98389B100 7,371 000000407021 SH DEFINED 01 SOLE XILINX INC 983919101 9,744 000000377127 SH DEFINED 01 SOLE * XEROX CORP 984121103 14,222 000000941909 SH DEFINED 01 SOLE * YRC WORLDWIDE INC 984249102 3,814 000000101620 SH DEFINED 01 SOLE YAHOO INC 984332AB2 48,225 000030000000 SH DEFINED 01 SOLE * YAHOO INC 984332106 42,259 000001303510 SH DEFINED 01 SOLE * YUM BRANDS INC 988498101 13,575 000000278308 SH DEFINED 01 SOLE ZEBRA TECHNOLOGIES C ORP 989207105 820 000000018298 SH DEFINED 01 SOLE * ZIMMER HLDGS INC 98956P102 17,946 000000266856 SH DEFINED 01 SOLE * ZIONS BANCORPORATION 989701107 8,559 000000104260 SH DEFINED 01 SOLE
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