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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended September 30, 2006
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
PRIOR FILINGS FOR THE NOMURA GROUP WERE REPORTED UNDER THE NAME NOMURA
SECURITIES COMPANY, WITH CIK NUMBER 0000110097. SUBSEQUENT FILINGS WILL
BE MADE UNDER THE NAME NOMURA HOLDINGS, INC., CIK NUMBER 0001163653.
NOMURA HOLDINGS, INC. (NHI) IS THE PARENT HOLDING COMPANY OF A NUMBER
OF OPERATING SUBSIDIARIES, SOME OF WHICH ARE OR MAY BE INSTITUTIONAL
INVESTMENT MANAGERS FOR THE PURPOSES OF THE REPORTING REQUIREMENTS UNDER
SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 (THE ACT) AND THE RULES
PROMULGATED THEREUNDER. NHI ITSELF DOES NOT DIRECTLY EXERCISE INVESTMENT
DISCRETION WITH RESPECT TO ANY SECTION 13(F) SECURITIES POSITIONS. IN
THAT NHI'S OWNERSHIP INTEREST IN SUCH OPERATING SUBSIDIARIES IS DEEMED THE
EXERCISE OF INVESTMENT DISCRETION REGARDING CERTAIN OF SUCH SUBSIDIARIES'
MANAGED ACCOUNTS, THE INFORMATION REQUIRED BY FORM 13F IS REPORTED BY NHI
ON BEHALF OF CERTAIN OF NHI'S OPERATING SUBSIDIARIES WHICH ARE INSTITUTIONAL
INVESTMENT MANAGERS SUBJECT TO SECTION 13(F)OF THE ACT.
Nomura Holdings Inc.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 001-15270
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY November 15, 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: 528
Form 13F Information Table Value Total: $10,206,352
(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
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2006
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 14,789 000000270235 SH DEFINED 01 SOLE
COOPER INDS LTD G24182100 6,482 000000076065 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD G4776G101 10,257 000000270070 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD G6359F103 7,813 000000262641 SH DEFINED 01 SOLE
NOBLE CORPORATION G65422100 7,313 000000113960 SH DEFINED 01 SOLE
PXRE GROUP LTD G73018106 618 000000150100 SH DEFINED 01 SOLE
SINA CORP G81477104 1,072 000000042632 SH DEFINED 02 SOLE
TRANSOCEAN INC G90078109 19,469 000000265869 SH DEFINED 01 SOLE
WEATHERFORD INTERNATIO NAL LT G95089101 11,995 000000287520 SH DEFINED 01 SOLE
XL CAP LTD G98255105 10,292 000000149814 SH DEFINED 01 SOLE
LIPMAN ELECTRONIC EN GINEERIN M6772H101 3,151 000000111668 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIO NS 000886309 1,462 000000097411 SH DEFINED 01 SOLE
ADE CORP MASS 00089C107 4,703 000000146900 SH DEFINED 01 SOLE
AFLAC INC 001055102 18,945 000000414026 SH DEFINED 01 SOLE
AES CORP 00130H105 11,362 000000557260 SH DEFINED 01 SOLE
ATI TECHNOLOGIES INC 001941103 4,292 000000200000 SH DEFINED 01 SOLE
AT&T INC 00206R102 105,529 000003241079 SH DEFINED 01 SOLE
ABBOTT LABS 002824100 61,758 000001271790 SH DEFINED 01 SOLE
ADOBE SYS INC 00724F101 18,325 000000489199 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC 007903107 10,440 000000420168 SH DEFINED 01 SOLE
AETNA INC NEW 00817Y108 17,999 000000455112 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SE RVICES 008190100 5,108 000000098512 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES I NC 00846U101 11,323 000000346400 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC 009158106 12,204 000000183880 SH DEFINED 01 SOLE
ALCOA INC 013817101 20,269 000000722890 SH DEFINED 01 SOLE
ALDERWOODS GROUP INC 014383103 991 000000050000 SH DEFINED 01 SOLE
ALERIS INTL INC 014477103 884 000000017500 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC 017361106 5,493 000000136762 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC 01741R102 5,195 000000083550 SH DEFINED 01 SOLE
ALLERGAN INC 018490102 14,218 000000126265 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC 019589308 2,378 000000211084 SH DEFINED 01 SOLE
ALLSTATE CORP 020002101 32,983 000000525802 SH DEFINED 01 SOLE
ALLTEL CORP 020039103 18,007 000000324454 SH DEFINED 01 SOLE
ALTERA CORP 021441100 5,488 000000298589 SH DEFINED 01 SOLE
ALTRIA GROUP INC 02209S103 133,727 000001746926 SH DEFINED 01 SOLE
ALTUS PHARMACEUTICAL S INC 02216N105 19,358 000001194236 SH DEFINED 02 SOLE
AMAZON COM INC 023135106 8,387 000000261123 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC 023139108 7,285 000000088048 SH DEFINED 01 SOLE
AMEREN CORP 023608102 9,029 000000171055 SH DEFINED 01 SOLE
AMERUS GROUP CO 03072M108 3,400 000000050000 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP 03073E105 7,720 000000170800 SH DEFINED 01 SOLE
AMERIPRISE FINL INC 03076C106 9,499 000000202538 SH DEFINED 01 SOLE
AMGEN INC 031162100 70,075 000000979665 SH DEFINED 01 SOLE
ANALOG DEVICES INC 032654105 8,720 000000296708 SH DEFINED 01 SOLE
1Page 2 06-11-13 08:38:08
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 ANDREW CORP 034425108 1,227 000000132685 SH DEFINED 01 SOLE
ANDRX CORP DEL 034553107 793 000000032500 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC 035229103 30,477 000000641489 SH DEFINED 01 SOLE
APPLE COMPUTER INC 037833100 54,569 000000708883 SH DEFINED 01 SOLE
APPLERA CORP 038020103 5,013 000000151431 SH DEFINED 01 SOLE
APPLIED MATLS INC 038222105 20,594 000001161580 SH DEFINED 01 SOLE
ARAMARK CORP 038521100 2,957 000000090000 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO 039483102 20,726 000000547175 SH DEFINED 01 SOLE
ARCHSTONE SMITH TR 039583109 9,692 000000178032 SH DEFINED 01 SOLE
ASHLAND INC NEW 044209104 3,539 000000055497 SH DEFINED 01 SOLE
AUTODESK INC 052769106 6,696 000000192550 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESS ING IN 053015103 21,993 000000464583 SH DEFINED 01 SOLE
AUTONATION INC 05329W102 2,669 000000127704 SH DEFINED 01 SOLE
AUTOZONE INC 053332102 4,585 000000044390 SH DEFINED 01 SOLE
AVAYA INC 053499109 4,344 000000379742 SH DEFINED 01 SOLE
AVERY DENNISON CORP 053611109 4,970 000000082611 SH DEFINED 01 SOLE
AVON PRODS INC 054303102 11,455 000000373625 SH DEFINED 01 SOLE
AZTAR CORP 054802103 9,541 000000180000 SH DEFINED 01 SOLE
BB&T CORP 054937107 19,637 000000448556 SH DEFINED 01 SOLE
BMC SOFTWARE INC 055921100 4,720 000000173432 SH DEFINED 01 SOLE
BAIDU COM INC 056752108 1,395 000000015940 SH DEFINED 02 SOLE
BAKER HUGHES INC 057224107 20,682 000000303261 SH DEFINED 01 SOLE
BALL CORP 058498106 3,549 000000087740 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION 060505104 204,377 000003815146 SH DEFINED 01 SOLE
BANK NEW YORK INC 064057102 22,511 000000638450 SH DEFINED 01 SOLE
BARD C R INC 067383109 6,456 000000086082 SH DEFINED 01 SOLE
BARR PHARMACEUTICALS I NC 068306109 4,589 000000088354 SH DEFINED 01 SOLE
BAUSCH & LOMB INC 071707103 2,238 000000044648 SH DEFINED 01 SOLE
BAXTER INTL INC 071813109 24,644 000000542104 SH DEFINED 01 SOLE
BEA SYS INC 073325102 175 000000011300 SH DEFINED 06 SOLE
BEAR STEARNS COS INC 073902108 15,934 000000113741 SH DEFINED 01 SOLE
BECTON DICKINSON & CO 075887109 14,440 000000204340 SH DEFINED 01 SOLE
BED BATH & BEYOND INC 075896100 8,973 000000234531 SH DEFINED 01 SOLE
BELLSOUTH CORP 079860102 140,942 000003296901 SH DEFINED 01 SOLE
BEMIS INC 081437105 2,863 000000087140 SH DEFINED 01 SOLE
BEST BUY INC 086516101 18,095 000000337861 SH DEFINED 01 SOLE
BIG LOTS INC 089302103 1,792 000000090467 SH DEFINED 01 SOLE
BIOMET INC 090613100 6,600 000000205049 SH DEFINED 01 SOLE
BIOGEN IDEC INC 09062X103 13,029 000000291627 SH DEFINED 01 SOLE
BIOTECH HOLDRS TR 09067D201 27,062 000000146400 SH DEFINED 01 SOLE
BLACK & DECKER CORP 091797100 4,943 000000062295 SH DEFINED 01 SOLE
BLOCK H & R INC 093671105 5,874 000000270223 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC 101121101 9,817 000000094998 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP 101137107 14,553 000000983985 SH DEFINED 01 SOLE
1Page 3 06-11-13 08:38:08
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 BRISTOL MYERS SQUIBB C O 110122108 40,808 000001637577 SH DEFINED 01 SOLE
BROADBAND HOLDRS TR 11130P104 5,357 000000309700 SH DEFINED 01 SOLE
BROADCOM CORP 111320107 11,823 000000389714 SH DEFINED 01 SOLE
BRUNSWICK CORP 117043109 2,447 000000078464 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANT A FE C 12189T104 22,089 000000300777 SH DEFINED 01 SOLE
CMS ENERGY CORP 125896100 2,658 000000184126 SH DEFINED 01 SOLE
CSX CORP 126408103 12,114 000000369010 SH DEFINED 01 SOLE
CVS CORP 126650100 21,924 000000682575 SH DEFINED 01 SOLE
CA INC 12673P105 8,083 000000341241 SH DEFINED 01 SOLE
CAMPBELL SOUP CO 134429109 6,994 000000191630 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP 14040H105 20,009 000000254383 SH DEFINED 01 SOLE
CARNIVAL CORP 143658300 17,536 000000372869 SH DEFINED 01 SOLE
CATERPILLAR INC DEL 149123101 36,078 000000548301 SH DEFINED 01 SOLE
CENTEX CORP 152312104 5,181 000000098467 SH DEFINED 01 SOLE
CENTRACORE PROPERTIE S TR 15235H107 3,333 000000105000 SH DEFINED 01 SOLE
CENTURYTEL INC 156700106 3,837 000000096728 SH DEFINED 01 SOLE
CHESAPEAKE ENERGY CORP 165167107 9,778 000000337423 SH DEFINED 01 SOLE
CHEVRON CORP NEW 166764100 120,418 000001856589 SH DEFINED 01 SOLE
CHICAGO MERCANTILE HLD GS INC 167760107 14,160 000000029609 SH DEFINED 01 SOLE
CHIPOTLE MEXICAN GRILL INC 169656105 1,048 000000021100 SH DEFINED 01 SOLE
CHUBB CORP 171232101 17,830 000000343163 SH DEFINED 01 SOLE
CINCINNATI FINL CORP 172062101 6,933 000000144079 SH DEFINED 01 SOLE
CINTAS CORP 172908105 4,686 000000114783 SH DEFINED 01 SOLE
CITIGROUP INC 172967101 206,737 000004162232 SH DEFINED 01 SOLE
CITIZENS COMMUNICATION S CO 17453B101 3,742 000000266594 SH DEFINED 01 SOLE
CITRIX SYS INC 177376100 5,642 000000155831 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNIC ATIONS 184502102 11,993 000000415725 SH DEFINED 01 SOLE
CLICK COMMERCE INC 18681D208 2,812 000000124400 SH DEFINED 01 SOLE
CLOROX CO DEL 189054109 8,065 000000128016 SH DEFINED 01 SOLE
COACH INC 189754104 10,712 000000311414 SH DEFINED 01 SOLE
COCA COLA CO 191216100 76,333 000001708454 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC 191219104 4,989 000000239518 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO 194162103 26,848 000000432343 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO 194162103 478 000000007700 SH DEFINED 02 SOLE
COMCAST CORP NEW 20030N101 64,438 000001746293 SH DEFINED 01 SOLE
COMMERCIAL CAP BANCORP INC 20162L105 11,715 000000735000 SH DEFINED 01 SOLE
COMMONWEALTH TEL ENTER PRISES 203349105 5,153 000000125000 SH DEFINED 01 SOLE
COMMUNITY BANCORP IN C FALLBR 20342P109 2,452 000000060000 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC 20449H109 6,126 000000107524 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP 205363104 7,196 000000146517 SH DEFINED 01 SOLE
COMPUWARE CORP 205638109 2,411 000000309564 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY IN C 205862402 3,598 000000167852 SH DEFINED 01 SOLE
CONAGRA FOODS INC 205887102 10,467 000000427607 SH DEFINED 01 SOLE
CONOCOPHILLIPS 20825C104 84,634 000001421720 SH DEFINED 01 SOLE
1Page 4 06-11-13 08:38:08
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 CONSECO INC 208464883 1,402 000000066822 SH DEFINED 01 SOLE
CONSOL ENERGY INC 20854P109 4,834 000000152369 SH DEFINED 01 SOLE
CONSOLIDATED EDISON IN C 209115104 9,462 000000204820 SH DEFINED 01 SOLE
CONSTELLATION BRANDS I NC 21036P108 5,043 000000175236 SH DEFINED 01 SOLE
CONVERGYS CORP 212485106 2,382 000000115370 SH DEFINED 01 SOLE
CORE MARK HOLDING CO INC 218681104 2,309 000000073699 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW 22160K105 19,413 000000390779 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP 222372104 18,062 000000515474 SH DEFINED 01 SOLE
COVAD COMMUNICATIONS GROUP 222814204 94 000000063499 SH DEFINED 01 SOLE
COVENTRY HEALTH CARE I NC 222862104 6,803 000000132054 SH DEFINED 01 SOLE
CTRIP COM INTL LTD 22943F100 323 000000007208 SH DEFINED 02 SOLE
CUMMINS INC 231021106 5,202 000000043631 SH DEFINED 01 SOLE
D R HORTON INC 23331A109 5,421 000000226353 SH DEFINED 01 SOLE
DTE ENERGY CO 233331107 6,132 000000147737 SH DEFINED 01 SOLE
DANAHER CORP DEL 235851102 13,549 000000197307 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC 237194105 5,155 000000121397 SH DEFINED 01 SOLE
DEERE & CO 244199105 16,295 000000194205 SH DEFINED 01 SOLE
DELL INC 24702R101 43,886 000001921482 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW 25179M103 24,426 000000386801 SH DEFINED 01 SOLE
DOBSON COMMUNICATIONS CORP 256069105 1,095 000000156000 SH DEFINED 01 SOLE
DOLLAR GEN CORP 256669102 3,533 000000259220 SH DEFINED 01 SOLE
DOMINION RES INC VA NE W 25746U109 22,549 000000294808 SH DEFINED 01 SOLE
DONNELLEY R R & SONS C O 257867101 5,923 000000179731 SH DEFINED 01 SOLE
DOVER CORP 260003108 8,023 000000169120 SH DEFINED 01 SOLE
DOW CHEM CO 260543103 31,207 000000800595 SH DEFINED 01 SOLE
DOW JONES & CO INC 260561105 1,811 000000054011 SH DEFINED 01 SOLE
DYNEGY INC NEW 26816Q101 1,741 000000314301 SH DEFINED 01 SOLE
E M C CORP MASS 268648102 23,208 000001937302 SH DEFINED 01 SOLE
EOG RES INC 26875P101 13,114 000000201613 SH DEFINED 01 SOLE
E TRADE FINANCIAL CORP 269246104 8,491 000000354977 SH DEFINED 01 SOLE
EASTMAN CHEM CO 277432100 3,695 000000068404 SH DEFINED 01 SOLE
EASTMAN KODAK CO 277461109 5,347 000000238721 SH DEFINED 01 SOLE
EATON CORP 278058102 8,584 000000124685 SH DEFINED 01 SOLE
EBAY INC 278642103 27,685 000000976234 SH DEFINED 01 SOLE
ECOLAB INC 278865100 6,408 000000149658 SH DEFINED 01 SOLE
EDISON INTL 281020107 11,283 000000270966 SH DEFINED 01 SOLE
EL PASO CORP 28336L109 8,857 000000649342 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC 285512109 14,228 000000254817 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NE W 285661104 10,547 000000430147 SH DEFINED 01 SOLE
EMBARQ CORP 29078E105 5,994 000000123920 SH DEFINED 01 SOLE
EMERSON ELEC CO 291011104 28,487 000000339709 SH DEFINED 01 SOLE
ENTERGY CORP NEW 29364G103 13,545 000000173150 SH DEFINED 01 SOLE
EQUIFAX INC 294429105 3,860 000000105168 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTI ES TRU 294741103 12,145 000000305473 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL 29476L107 12,230 000000241797 SH DEFINED 01 SOLE
1Page 5 06-11-13 08:38:08
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 EXCEL TECHNOLOGY INC 30067T103 1,775 000000060000 SH DEFINED 01 SOLE
EXELON CORP 30161N101 33,850 000000559141 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC 302182100 8,637 000000114483 SH DEFINED 01 SOLE
EXXON MOBIL CORP 30231G102 336,054 000005008260 SH DEFINED 01 SOLE
FPL GROUP INC 302571104 15,123 000000336081 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CO RP 313400301 38,087 000000574218 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN 313586109 44,969 000000804322 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE 31410H101 19,676 000000455372 SH DEFINED 01 SOLE
FEDERATED INVS INC PA 314211103 2,544 000000075265 SH DEFINED 01 SOLE
FEDEX CORP 31428X106 27,671 000000254611 SH DEFINED 01 SOLE
FIDELITY BANKSHARES INC NEW 31604Q107 4,006 000000102700 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP 316773100 17,654 000000463608 SH DEFINED 01 SOLE
FILENET CORP 316869106 8,018 000000230212 SH DEFINED 01 SOLE
FIRST DATA CORP 319963104 26,705 000000635837 SH DEFINED 01 SOLE
FIRSTBANK NW CORP 33762X106 2,784 000000100000 SH DEFINED 01 SOLE
FISERV INC 337738108 6,879 000000146096 SH DEFINED 01 SOLE
FIRSTENERGY CORP 337932107 15,404 000000275776 SH DEFINED 01 SOLE
FISHER SCIENTIFIC INTL INC 338032204 9,650 000000123350 SH DEFINED 01 SOLE
FLAG FINL CORP 33832H107 6,886 000000275000 SH DEFINED 01 SOLE
FLUOR CORP NEW 343412102 5,598 000000072807 SH DEFINED 01 SOLE
FOCUS MEDIA HLDG LTD 34415V109 690 000000011929 SH DEFINED 02 SOLE
FORD MTR CO DEL 345370860 12,726 000001573083 SH DEFINED 01 SOLE
FOREST LABS INC 345838106 13,525 000000267241 SH DEFINED 01 SOLE
FORTUNE BRANDS INC 349631101 9,418 000000125393 SH DEFINED 01 SOLE
FRANKLIN RES INC 354613101 14,650 000000138543 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPE R & GO 35671D857 8,907 000000167247 SH DEFINED 01 SOLE
FREESCALE SEMICONDUCTO R INC 35687M107 1,141 000000030000 SH DEFINED 01 SOLE
GANNETT INC 364730101 11,213 000000197309 SH DEFINED 01 SOLE
GAP INC DEL 364760108 8,561 000000451799 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP 369550108 24,025 000000335217 SH DEFINED 01 SOLE
GENERAL ELECTRIC CO 369604103 304,083 000008614262 SH DEFINED 01 SOLE
GENERAL MLS INC 370334104 16,690 000000294879 SH DEFINED 01 SOLE
GENERAL MTRS CORP 370442105 15,702 000000472104 SH DEFINED 01 SOLE
GENUINE PARTS CO 372460105 6,140 000000142382 SH DEFINED 01 SOLE
GENWORTH FINL INC 37247D106 13,237 000000378108 SH DEFINED 01 SOLE
GENZYME CORP 372917104 14,653 000000217187 SH DEFINED 01 SOLE
GIANT INDS INC 374508109 8,120 000000100000 SH DEFINED 01 SOLE
GILEAD SCIENCES INC 375558103 26,107 000000379639 SH DEFINED 01 SOLE
GLENBOROUGH RLTY TR INC 37803P105 6,548 000000254500 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL 381317106 72,297 000000935894 SH DEFINED 01 SOLE
GOLDMAN SACHS GROUP IN C 38141G104 61,929 000000366082 SH DEFINED 01 SOLE
GOODRICH CORP 382388106 4,197 000000103586 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR C O 382550101 3,161 000000218076 SH DEFINED 01 SOLE
GOOGLE INC 38259P508 71,427 000000177725 SH DEFINED 01 SOLE
1Page 6 06-11-13 08:38:08
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 GRAINGER W W INC 384802104 4,251 000000063433 SH DEFINED 01 SOLE
HCA INC 404119109 27,054 000000542284 SH DEFINED 01 SOLE
HALLIBURTON CO 406216101 24,799 000000871679 SH DEFINED 01 SOLE
HARBOR FLA BANCSHARES INC 411901101 1,550 000000035000 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC 412822108 13,736 000000218914 SH DEFINED 01 SOLE
HARMAN INTL INDS INC 413086109 4,602 000000055162 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GRO UP INC 416515104 21,932 000000252823 SH DEFINED 01 SOLE
HASBRO INC 418056107 3,195 000000140446 SH DEFINED 01 SOLE
HEINZ H J CO 423074103 11,624 000000277245 SH DEFINED 01 SOLE
HERCULES INC 427056106 1,485 000000094185 SH DEFINED 01 SOLE
HERITAGE PPTY INVT T R INC 42725M107 2,187 000000060000 SH DEFINED 01 SOLE
HERSHEY CO 427866108 7,860 000000147056 SH DEFINED 01 SOLE
HESS CORP 42809H107 8,303 000000200475 SH DEFINED 01 SOLE
HEWLETT PACKARD CO 428236103 83,887 000002286387 SH DEFINED 01 SOLE
HILTON HOTELS CORP 432848109 8,927 000000320570 SH DEFINED 01 SOLE
HOME DEPOT INC 437076102 62,467 000001722302 SH DEFINED 01 SOLE
HUMANA INC 444859102 9,065 000000137176 SH DEFINED 01 SOLE
HUMAN GENOME SCIENCES INC 444903108 213 000000018525 SH DEFINED 04 SOLE
HUNTINGTON BANCSHARES INC 446150104 4,831 000000201887 SH DEFINED 01 SOLE
HUNTSMAN CORP 447011107 1,068 000000058710 SH DEFINED 01 SOLE
ICO GLOBAL COMM HLDG S LTD DE 44930K108 1,488 000000254429 SH DEFINED 01 SOLE
ITT CORP NEW 450911102 7,868 000000153479 SH DEFINED 01 SOLE
ICICI BK LTD 45104G104 846 000000027550 SH DEFINED 01 SOLE
IDENIX PHARMACEUTICALS INC 45166R204 2,946 000000301476 SH DEFINED 02 SOLE
INTEGRATED ELECTRICA L SVC 45811E301 1,178 000000074524 SH DEFINED 01 SOLE
INTEL CORP 458140100 99,006 000004813127 SH DEFINED 01 SOLE
INTERCHANGE FINL SVC S S B N 458447109 4,071 000000180000 SH DEFINED 01 SOLE
INTERMAGNETICS GEN COR P 458771102 5,410 000000200000 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS 459200101 104,778 000001301871 SH DEFINED 01 SOLE
INTERNATIONAL FLAVORS& FRAGRA 459506101 2,594 000000065609 SH DEFINED 01 SOLE
INTERNATIONAL GAME TEC HNOLOG 459902102 11,705 000000282064 SH DEFINED 01 SOLE
INTL PAPER CO 460146103 13,134 000000379292 SH DEFINED 01 SOLE
INTERNET SEC SYS INC 46060X107 11,104 000000400000 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC 460690100 3,684 000000372200 SH DEFINED 01 SOLE
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INTUIT 461202103 9,112 000000283952 SH DEFINED 01 SOLE
ISHARES INC 464286400 16,149 000000435732 SH DEFINED 02 SOLE
ISHARES TR 464287234 3,328 000000029000 SH DEFINED 02 SOLE
JDS UNIPHASE CORP 46612J101 3,066 000001400092 SH DEFINED 01 SOLE
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JABIL CIRCUIT INC 466313103 4,385 000000153490 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 JANUS CAP GROUP INC 47102X105 3,386 000000171751 SH DEFINED 01 SOLE
JOHNSON & JOHNSON 478160104 159,013 000002448637 SH DEFINED 01 SOLE
JOHNSON CTLS INC 478366107 11,659 000000162526 SH DEFINED 01 SOLE
JONES APPAREL GROUP IN C 480074103 3,046 000000093915 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC 48203R104 8,123 000000470114 SH DEFINED 01 SOLE
KLA-TENCOR CORP 482480100 7,357 000000165452 SH DEFINED 01 SOLE
KB HOME 48666K109 2,856 000000065225 SH DEFINED 01 SOLE
KELLOGG CO 487836108 10,284 000000207686 SH DEFINED 01 SOLE
KEYSPAN CORP 49337W100 15,240 000000370452 SH DEFINED 01 SOLE
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KIMCO REALTY CORP 49446R109 7,714 000000179960 SH DEFINED 01 SOLE
KINDER MORGAN INC KANS 49455P101 13,795 000000131574 SH DEFINED 01 SOLE
KING PHARMACEUTICALS I NC 495582108 3,440 000000202005 SH DEFINED 01 SOLE
KOHLS CORP 500255104 17,779 000000273864 SH DEFINED 01 SOLE
KROGER CO 501044101 13,950 000000602883 SH DEFINED 01 SOLE
LSI LOGIC CORP 502161102 2,729 000000332045 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLD GS INC 502424104 8,004 000000102184 SH DEFINED 01 SOLE
LABORATORY CORP AMER H LDGS 50540R409 6,820 000000104017 SH DEFINED 01 SOLE
LEGGETT & PLATT INC 524660107 3,757 000000150107 SH DEFINED 01 SOLE
LEGG MASON INC 524901105 10,987 000000108940 SH DEFINED 01 SOLE
LENNAR CORP 526057104 5,254 000000116116 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND 534187109 14,817 000000238684 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC 539320101 3,439 000000087066 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP 539830109 25,592 000000297376 SH DEFINED 01 SOLE
LOEWS CORP 540424108 14,396 000000379846 SH DEFINED 01 SOLE
LOUISIANA PAC CORP 546347105 1,641 000000087443 SH DEFINED 01 SOLE
LOWES COS INC 548661107 35,776 000001274993 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES IN C 549463107 9,058 000003871275 SH DEFINED 01 SOLE
MGIC INVT CORP WIS 552848103 4,210 000000070213 SH DEFINED 01 SOLE
MRO SOFTWARE INC 55347W105 12,835 000000500000 SH DEFINED 01 SOLE
MTR GAMING GROUP INC 553769100 211 000000022500 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS I NC 559079207 4,268 000000100202 SH DEFINED 01 SOLE
MANOR CARE INC NEW 564055101 3,198 000000061188 SH DEFINED 01 SOLE
MARATHON OIL CORP 565849106 23,956 000000311531 SH DEFINED 01 SOLE
MARITRANS INC 570363101 3,111 000000085000 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS I NC 571748102 12,875 000000457379 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP 571834100 10,180 000000211305 SH DEFINED 01 SOLE
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MASCO CORP 574599106 9,070 000000330806 SH DEFINED 01 SOLE
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MCGRAW HILL COS INC 580645109 17,057 000000293942 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 MEADWESTVACO CORP 583334107 4,001 000000150931 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC 58405U102 14,741 000000245243 SH DEFINED 01 SOLE
MEDIMMUNE INC 584699102 5,949 000000203255 SH DEFINED 01 SOLE
MEDTRONIC INC 585055106 44,582 000000960004 SH DEFINED 01 SOLE
MELLON FINL CORP 58551A108 13,423 000000343319 SH DEFINED 01 SOLE
MERCK & CO INC 589331107 76,146 000001817334 SH DEFINED 01 SOLE
MEREDITH CORP 589433101 1,598 000000032400 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC 590188108 60,709 000000776140 SH DEFINED 01 SOLE
METLIFE INC 59156R108 36,421 000000642586 SH DEFINED 01 SOLE
MICHAELS STORES INC 594087108 2,068 000000047500 SH DEFINED 01 SOLE
MICROSOFT CORP 594918104 197,684 000007228003 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC 595112103 10,553 000000606542 SH DEFINED 01 SOLE
MIDCAP SPDR TR 595635103 8,134 000000059076 SH DEFINED 01 SOLE
MILLIPORE CORP 601073109 2,712 000000044250 SH DEFINED 01 SOLE
MIRANT CORP NEW 60467R100 4,847 000000177514 SH DEFINED 01 SOLE
MOLEX INC 608554101 4,580 000000117537 SH DEFINED 01 SOLE
MOLSON COORS BREWING C O 60871R209 2,853 000000041417 SH DEFINED 01 SOLE
MONSANTO CO NEW 61166W101 21,205 000000451077 SH DEFINED 01 SOLE
MONSTER WORLDWIDE INC 611742107 3,859 000000106658 SH DEFINED 01 SOLE
MOODYS CORP 615369105 13,003 000000198890 SH DEFINED 01 SOLE
MURPHY OIL CORP 626717102 7,383 000000155273 SH DEFINED 01 SOLE
MYLAN LABS INC 628530107 3,526 000000175169 SH DEFINED 01 SOLE
NS GROUP INC 628916108 3,227 000000050000 SH DEFINED 01 SOLE
NRG ENERGY INC 629377508 1,744 000000038500 SH DEFINED 01 SOLE
NTL INC DEL 62941W101 1,548 000000060895 SH DEFINED 01 SOLE
NASDAQ 100 TR 631100104 418,488 000010294918 SH DEFINED 01 SOLE
NATIONAL CITY CORP 635405103 18,692 000000510730 SH DEFINED 01 SOLE
NATIONAL OILWELL VARCO INC 637071101 8,532 000000145736 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP 637640103 6,024 000000256045 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW 63934E108 1,323 000000051276 SH DEFINED 01 SOLE
NEW YORK TIMES CO 650111107 2,758 000000120051 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC 651229106 6,516 000000230109 SH DEFINED 01 SOLE
NEWMONT MINING CORP 651639106 16,214 000000379279 SH DEFINED 01 SOLE
NEWS CORP 65248E104 38,377 000001953043 SH DEFINED 01 SOLE
NICOR INC 654086107 1,583 000000037027 SH DEFINED 01 SOLE
NIKE INC 654106103 14,440 000000164816 SH DEFINED 01 SOLE
NISOURCE INC 65473P105 4,928 000000226713 SH DEFINED 01 SOLE
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NORTH FORK BANCORPORAT ION NY 659424105 13,234 000000462112 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 NORTHWESTERN CORP 668074305 1,454 000000041579 SH DEFINED 01 SOLE
NOVAGOLD RES INC 66987E206 784 000000050000 SH DEFINED 01 SOLE
NOVELL INC 670006105 1,718 000000281696 SH DEFINED 01 SOLE
NOVELLUS SYS INC 670008101 2,909 000000105191 SH DEFINED 01 SOLE
NUCOR CORP 670346105 12,678 000000256192 SH DEFINED 01 SOLE
NVIDIA CORP 67066G104 8,668 000000292948 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP D EL 674599105 36,204 000000752537 SH DEFINED 01 SOLE
OFFICEMAX INC DEL 67622P101 2,510 000000061617 SH DEFINED 01 SOLE
OFFICE DEPOT INC 676220106 9,447 000000237981 SH DEFINED 01 SOLE
OIL SVC HOLDRS TR 678002106 370,942 000002856700 SH DEFINED 01 SOLE
OMNICOM GROUP INC 681919106 13,364 000000142782 SH DEFINED 01 SOLE
ORACLE CORP 68389X105 59,691 000003364785 SH DEFINED 01 SOLE
PG&E CORP 69331C108 12,058 000000289526 SH DEFINED 01 SOLE
PPG INDS INC 693506107 9,207 000000137265 SH DEFINED 01 SOLE
PPL CORP 69351T106 10,416 000000316607 SH DEFINED 01 SOLE
PACCAR INC 693718108 11,888 000000208489 SH DEFINED 01 SOLE
PACTIV CORP 695257105 3,259 000000114674 SH DEFINED 01 SOLE
PALL CORP 696429307 3,194 000000103680 SH DEFINED 01 SOLE
PAN PACIFIC RETAIL P PTYS INC 69806L104 12,148 000000175000 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP 701094104 7,762 000000099869 SH DEFINED 01 SOLE
PENNEY J C INC 708160106 12,825 000000187535 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP 711030106 2,113 000000051983 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP I NC 713409100 4,006 000000112853 SH DEFINED 01 SOLE
PEPSICO INC 713448108 90,290 000001383553 SH DEFINED 01 SOLE
PERKINELMER INC 714046109 1,975 000000104343 SH DEFINED 01 SOLE
PETCO ANIMAL SUPPLIES 716016209 1,717 000000060000 SH DEFINED 01 SOLE
PETROLEUM GEO SVCS A SA NEW 716599105 1,704 000000034850 SH DEFINED 01 SOLE
PFIZER INC 717081103 172,579 000006085329 SH DEFINED 01 SOLE
PHARMACEUTICAL HLDRS T R 71712A206 4,461 000000057200 SH DEFINED 01 SOLE
PHELPS DODGE CORP 717265102 14,355 000000169490 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP 723484101 3,721 000000082610 SH DEFINED 01 SOLE
PITNEY BOWES INC 724479100 8,168 000000184091 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO I NC 729251108 5,070 000000148945 SH DEFINED 01 SOLE
PRAXAIR INC 74005P104 15,894 000000268668 SH DEFINED 01 SOLE
PREMIUM STD FARMS IN C 74060C105 762 000000040000 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC 744320102 30,919 000000405508 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP 744573106 13,197 000000215681 SH DEFINED 01 SOLE
PUBLIC STORAGE INC 74460D109 8,660 000000100710 SH DEFINED 01 SOLE
PULTE HOMES INC 745867101 5,604 000000175917 SH DEFINED 01 SOLE
QLOGIC CORP 747277101 2,502 000000132419 SH DEFINED 01 SOLE
QUALCOMM INC 747525103 50,156 000001379810 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC 74834L100 8,272 000000135253 SH DEFINED 01 SOLE
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R H DONNELLEY CORP 74955W307 529 000000010000 SH DEFINED 01 SOLE
RADIOSHACK CORP 750438103 2,176 000000112753 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 RAYTHEON CO 755111507 17,901 000000372867 SH DEFINED 01 SOLE
REALOGY CORP 75605E100 4,719 000000208112 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CO RP 75621K106 11,342 000000265000 SH DEFINED 01 SOLE
REPUBLIC BANCORP INC 760282103 761 000000057100 SH DEFINED 01 SOLE
RETAIL HOLDRS TR 76127U101 377,922 000003892100 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO 761695105 1,580 000000040000 SH DEFINED 01 SOLE
REYNOLDS AMERICAN INC 761713106 8,897 000000143572 SH DEFINED 01 SOLE
ROHM & HAAS CO 775371107 5,710 000000120597 SH DEFINED 01 SOLE
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ST JUDE MED INC 790849103 10,465 000000296552 SH DEFINED 01 SOLE
ST PAUL TRAVELERS INC 792860108 27,138 000000578760 SH DEFINED 01 SOLE
SALESFORCE COM INC 79466L302 265 000000007400 SH DEFINED 04 SOLE
SANMINA SCI CORP 800907107 1,701 000000455477 SH DEFINED 01 SOLE
SARA LEE CORP 803111103 10,150 000000631651 SH DEFINED 01 SOLE
SAXON CAP INC NEW 80556T106 4,563 000000325000 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP 806605101 27,191 000001230956 SH DEFINED 01 SOLE
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SELECT SECTOR SPDR TR 81369Y100 86,512 000002734262 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC N EW 828806109 16,655 000000183797 SH DEFINED 01 SOLE
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SNAP ON INC 833034101 2,150 000000048265 SH DEFINED 01 SOLE
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TECO ENERGY INC 872375100 2,716 000000173585 SH DEFINED 01 SOLE
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TXU CORP 873168108 24,143 000000386179 SH DEFINED 01 SOLE
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TEKTRONIX INC 879131100 2,013 000000069614 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 TEMPLE INLAND INC 879868107 3,623 000000090363 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP 88033G100 3,188 000000391660 SH DEFINED 01 SOLE
TERADYNE INC 880770102 2,154 000000163692 SH DEFINED 01 SOLE
TEXAS INSTRS INC 882508104 42,615 000001281673 SH DEFINED 01 SOLE
TEXAS REGL BANCSHARE S INC 882673106 8,074 000000210000 SH DEFINED 01 SOLE
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THERMO ELECTRON CORP 883556102 5,238 000000133200 SH DEFINED 01 SOLE
3M CO 88579Y101 47,637 000000640117 SH DEFINED 01 SOLE
TIFFANY & CO NEW 886547108 3,861 000000116310 SH DEFINED 01 SOLE
TIME WARNER INC 887317105 63,277 000003471101 SH DEFINED 01 SOLE
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TRIZEC PROPERTIES INC 89687P107 22,561 000000780400 SH DEFINED 01 SOLE
TRUMP ENTMT RESORTS IN C 89816T103 439 000000025906 SH DEFINED 01 SOLE
TYSON FOODS INC 902494103 3,324 000000209378 SH DEFINED 01 SOLE
UAL CORP 902549807 1,174 000000044197 SH DEFINED 01 SOLE
UST INC 902911106 7,327 000000133647 SH DEFINED 01 SOLE
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V F CORP 918204108 5,379 000000073736 SH DEFINED 01 SOLE
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VIACELL INC 92554J105 142,397 000001692184 SH DEFINED 02 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 WATSON PHARMACEUTICALS INC 942683103 2,224 000000084996 SH DEFINED 01 SOLE
WELLPOINT INC 94973V107 39,882 000000517622 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW 949746101 101,951 000002817923 SH DEFINED 01 SOLE
WENDYS INTL INC 950590109 6,548 000000097743 SH DEFINED 01 SOLE
WEST CORP 952355105 7,969 000000165000 SH DEFINED 01 SOLE
WHIRLPOOL CORP 963320106 5,461 000000064933 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC 966837106 7,042 000000118498 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL 969457100 11,818 000000495100 SH DEFINED 01 SOLE
WINDROSE MED PPTYS T R 973491103 2,828 000000160000 SH DEFINED 01 SOLE
WINDSTREAM CORP 97381W104 5,196 000000393949 SH DEFINED 01 SOLE
WRIGLEY WM JR CO 982526105 8,451 000000183495 SH DEFINED 01 SOLE
WYETH 983024100 56,973 000001120637 SH DEFINED 01 SOLE
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XTO ENERGY INC 98385X106 12,803 000000303904 SH DEFINED 01 SOLE
XCEL ENERGY INC 98389B100 6,966 000000337371 SH DEFINED 01 SOLE
XILINX INC 983919101 6,199 000000282436 SH DEFINED 01 SOLE
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