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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 December 31, 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 Feb. 15, 2007
------------------------------------------
(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: 599
Form 13F Information Table Value Total: $15,864,673
(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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ACE LTD G0070K103 17,932 000000296057 SH DEFINED 01 SOLE
COOPER INDS LTD G24182100 7,475 000000082671 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD G4776G101 10,910 000000278818 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD G6359F103 8,106 000000272219 SH DEFINED 01 SOLE
NOBLE CORPORATION G65422100 9,384 000000123241 SH DEFINED 01 SOLE
SINA CORP G81477104 481 000000016773 SH DEFINED 02 SOLE
TRANSOCEAN INC G90078109 21,508 000000265897 SH DEFINED 01 SOLE
WEATHERFORD INTERNATIONAL LT G95089101 12,909 000000308925 SH DEFINED 01 SOLE
XL CAP LTD G98255105 11,826 000000164206 SH DEFINED 01 SOLE
POWERDSINE LTD M41415106 2,413 000000220000 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS 000886309 1,548 000000106604 SH DEFINED 01 SOLE
AFLAC INC 001055102 20,686 000000449698 SH DEFINED 01 SOLE
AES CORP 00130H105 13,312 000000604001 SH DEFINED 01 SOLE
AT&T INC 00206R102 125,959 000003523346 SH DEFINED 01 SOLE
ABBOTT LABS 002824100 67,987 000001395769 SH DEFINED 01 SOLE
ADOBE SYS INC 00724F101 21,813 000000530480 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC 007903107 10,152 000000498895 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC 007903107 234 000000011500 SH DEFINED 02 SOLE
AETNA INC NEW 00817Y108 20,497 000000474698 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES 008190100 5,267 000000107861 SH DEFINED 01 SOLE
AGERE SYS INC 00845V308 506 000000026400 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC 00846U101 12,951 000000371645 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC 009158106 14,081 000000200367 SH DEFINED 01 SOLE
ALCOA INC 013817101 23,663 000000788519 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC 017361106 6,898 000000150268 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC 01741R102 8,307 000000091610 SH DEFINED 01 SOLE
ALLERGAN INC 018490102 16,738 000000139791 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC 019589308 2,837 000000230907 SH DEFINED 01 SOLE
ALLSTATE CORP 020002101 37,002 000000568305 SH DEFINED 01 SOLE
ALLTEL CORP 020039103 20,549 000000339770 SH DEFINED 01 SOLE
ALTERA CORP 021441100 6,475 000000329055 SH DEFINED 01 SOLE
ALTRIA GROUP INC 02209S103 163,567 000001905941 SH DEFINED 01 SOLE
ALTRIA GROUP INC 02209S103 617,904 000007200000 SH DEFINED 02 SOLE
AMAZON COM INC 023135106 11,085 000000280942 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC 023139108 8,594 000000096493 SH DEFINED 01 SOLE
AMEREN CORP 023608102 10,078 000000187570 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC 025537101 15,317 000000359732 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO 025816109 66,469 000001095592 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC 026874107 169,413 000002364124 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP 029066107 15,102 000000493719 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL 029712106 7,232 000000157735 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP 03073E105 7,853 000000174677 SH DEFINED 01 SOLE
AMERIPRISE FINL INC 03076C106 11,991 000000220031 SH DEFINED 01 SOLE
AMGEN INC 031162100 72,463 000001060797 SH DEFINED 01 SOLE
AMGEN INC 031162100 372 000000005453 SH DEFINED 02 SOLE
ANADARKO PETE CORP 032511107 18,194 000000418083 SH DEFINED 01 SOLE
1Page 2 07-02-15 14:56:05
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/29/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ANALOG DEVICES INC 032654105 10,222 000000311003 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC 035229103 34,398 000000699149 SH DEFINED 01 SOLE
AON CORP 037389103 9,952 000000281612 SH DEFINED 01 SOLE
APACHE CORP 037411105 19,923 000000299560 SH DEFINED 01 SOLE
APARTMENT INVT & MGMT CO 03748R101 4,916 000000087756 SH DEFINED 01 SOLE
APOLLO GROUP INC 037604105 4,959 000000127266 SH DEFINED 01 SOLE
APPLE COMPUTER INC 037833100 65,618 000000773434 SH DEFINED 01 SOLE
APPLERA CORP 038020103 6,112 000000166599 SH DEFINED 01 SOLE
APPLIED MATLS INC 038222105 23,303 000001263040 SH DEFINED 01 SOLE
ARAMARK CORP 038521100 3,846 000000115000 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO 039483102 19,102 000000597685 SH DEFINED 01 SOLE
ARCHSTONE SMITH TR 039583109 11,559 000000198588 SH DEFINED 01 SOLE
ASHLAND INC NEW 044209104 3,594 000000051956 SH DEFINED 01 SOLE
AT ROAD INC 04648K105 912 000000125000 SH DEFINED 01 SOLE
AUTODESK INC 052769106 8,524 000000210699 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN 053015103 24,659 000000500708 SH DEFINED 01 SOLE
AUTONATION INC 05329W102 2,899 000000135994 SH DEFINED 01 SOLE
AUTOZONE INC 053332102 5,314 000000045991 SH DEFINED 01 SOLE
AVAYA INC 053499109 5,773 000000412958 SH DEFINED 01 SOLE
AVERY DENNISON CORP 053611109 5,831 000000085850 SH DEFINED 01 SOLE
AVON PRODS INC 054303102 13,356 000000404265 SH DEFINED 01 SOLE
AZTAR CORP 054802103 7,537 000000138500 SH DEFINED 01 SOLE
BB&T CORP 054937107 21,610 000000491920 SH DEFINED 01 SOLE
BJ SVCS CO 055482103 7,816 000000266590 SH DEFINED 01 SOLE
BMC SOFTWARE INC 055921100 6,005 000000186505 SH DEFINED 01 SOLE
BAIDU COM INC 056752108 343 000000003048 SH DEFINED 02 SOLE
BAKER HUGHES INC 057224107 21,776 000000291673 SH DEFINED 01 SOLE
BALL CORP 058498106 4,131 000000094761 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION 060505104 218,034 000004083807 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION 060505104 1,604 000000030049 SH DEFINED 02 SOLE
BANK NEW YORK INC 064057102 33,863 000000860143 SH DEFINED 01 SOLE
BANTA CORP 066821109 3,534 000000097100 SH DEFINED 01 SOLE
BARD C R INC 067383109 7,771 000000093671 SH DEFINED 01 SOLE
BARR PHARMACEUTICALS INC 068306109 4,849 000000096765 SH DEFINED 01 SOLE
BAUSCH & LOMB INC 071707103 2,543 000000048860 SH DEFINED 01 SOLE
BAXTER INTL INC 071813109 27,608 000000595149 SH DEFINED 01 SOLE
BEAR STEARNS COS INC 073902108 17,371 000000106715 SH DEFINED 01 SOLE
BEAR STEARNS COS INC 073902108 722 000000004441 SH DEFINED 02 SOLE
BECTON DICKINSON & CO 075887109 15,734 000000224292 SH DEFINED 01 SOLE
BED BATH & BEYOND INC 075896100 9,794 000000257063 SH DEFINED 01 SOLE
BELLSOUTH CORP 079860102 126,903 000002693764 SH DEFINED 01 SOLE
BEMIS INC 081437105 3,240 000000095354 SH DEFINED 01 SOLE
BEST BUY INC 086516101 18,045 000000366853 SH DEFINED 01 SOLE
BIG LOTS INC 089302103 2,282 000000099595 SH DEFINED 01 SOLE
BIOMET INC 090613100 9,398 000000227727 SH DEFINED 01 SOLE
BIOGEN IDEC INC 09062X103 15,080 000000306581 SH DEFINED 01 SOLE
1Page 3 07-02-15 14:56:05
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/29/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BIOTECH HOLDRS TR 09067D201 14,366 000000078200 SH DEFINED 01 SOLE
BLACK & DECKER CORP 091797100 4,945 000000061837 SH DEFINED 01 SOLE
BLOCK H & R INC 093671105 6,752 000000293092 SH DEFINED 01 SOLE
BOEING CO 097023105 63,882 000000719075 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC 101121101 11,889 000000106266 SH DEFINED 01 SOLE
BOSTON PROPERTIES INC 101121101 559,400 000005000000 SH DEFINED 02 SOLE
BOSTON SCIENTIFIC CORP 101137107 18,422 000001072300 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO 110122108 47,072 000001788487 SH DEFINED 01 SOLE
BROADCOM CORP 111320107 13,778 000000426459 SH DEFINED 01 SOLE
BROADWING CORP 11161E101 3,124 000000200000 SH DEFINED 01 SOLE
BROWN FORMAN CORP 115637209 4,744 000000071620 SH DEFINED 01 SOLE
BRUNSWICK CORP 117043109 2,663 000000083493 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C 12189T104 24,110 000000326651 SH DEFINED 01 SOLE
CB RICHARD ELLIS GROUP INC 12497T101 5,578 000000168034 SH DEFINED 01 SOLE
CIGNA CORP 125509109 12,272 000000093281 SH DEFINED 01 SOLE
CIT GROUP INC 125581108 10,057 000000180332 SH DEFINED 01 SOLE
CMS ENERGY CORP 125896100 3,378 000000202276 SH DEFINED 01 SOLE
CSX CORP 126408103 13,625 000000395751 SH DEFINED 01 SOLE
CVS CORP 126650100 23,149 000000748929 SH DEFINED 01 SOLE
CA INC 12673P105 8,459 000000373477 SH DEFINED 01 SOLE
CABLEVISION SYS CORP 12686C109 6,097 000000214108 SH DEFINED 01 SOLE
CAMPBELL SOUP CO 134429109 7,702 000000198059 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP 14040H105 28,501 000000371013 SH DEFINED 01 SOLE
CARDINAL HEALTH INC 14149Y108 23,730 000000368309 SH DEFINED 01 SOLE
CAREMARK RX INC 141705103 24,723 000000432914 SH DEFINED 01 SOLE
CARNIVAL CORP 143658300 19,848 000000404666 SH DEFINED 01 SOLE
CATERPILLAR INC DEL 149123101 36,281 000000591584 SH DEFINED 01 SOLE
CBOT HLDGS INC 14984K106 1,380 000000009112 SH DEFINED 01 SOLE
CELGENE CORP 151020104 19,485 000000338693 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC 15189T107 4,716 000000284491 SH DEFINED 01 SOLE
CENTEX CORP 152312104 6,075 000000107964 SH DEFINED 01 SOLE
CENTRACORE PROPE RTIES TR 15235H107 7,274 000000225000 SH DEFINED 01 SOLE
CENTURYTEL INC 156700106 4,558 000000104409 SH DEFINED 01 SOLE
CHESAPEAKE ENERGY CORP 165167107 10,986 000000378209 SH DEFINED 01 SOLE
CHEVRON CORP NEW 166764100 145,767 000001982426 SH DEFINED 01 SOLE
CHICAGO MERCANTILE HLDGS INC 167760107 16,159 000000031701 SH DEFINED 01 SOLE
CHUBB CORP 171232101 19,806 000000374344 SH DEFINED 01 SOLE
CIENA CORP 171779309 2,127 000000076789 SH DEFINED 01 SOLE
CINCINNATI FINL CORP 172062101 7,138 000000157544 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC 172737108 2,447 000000128974 SH DEFINED 01 SOLE
CISCO SYS INC 17275R102 150,926 000005522382 SH DEFINED 01 SOLE
CINTAS CORP 172908105 4,928 000000124108 SH DEFINED 01 SOLE
CITIGROUP INC 172967101 248,893 000004468465 SH DEFINED 01 SOLE
CITIGROUP INC 172967101 1,599 000000028719 SH DEFINED 02 SOLE
CITIZENS COMMUNICATIONS CO 17453B101 4,206 000000292729 SH DEFINED 01 SOLE
CITRIX SYS INC 177376100 4,442 000000164215 SH DEFINED 01 SOLE
1Page 4 07-02-15 14:56:05
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/29/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CLEAR CHANNEL COMMUNICATIONS 184502102 19,147 000000538746 SH DEFINED 01 SOLE
CLOROX CO DEL 189054109 8,854 000000138025 SH DEFINED 01 SOLE
COACH INC 189754104 14,355 000000334170 SH DEFINED 01 SOLE
COSTAL FINL CORP DEL 19046E105 370 000000022100 SH DEFINED 01 SOLE
COCA COLA CO 191216100 89,470 000001854305 SH DEFINED 01 SOLE
COCA COLA CO 191216100 612 000000012688 SH DEFINED 02 SOLE
COCA COLA ENTERPRISES INC 191219104 5,146 000000252038 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIO 192446102 9,949 000000128941 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO 194162103 30,513 000000467709 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO 194162103 588 000000009020 SH DEFINED 02 SOLE
COLUMBIA EQUITY 197627102 4,586 000000240000 SH DEFINED 01 SOLE
COMCAST CORP NEW 20030N101 80,111 000001892547 SH DEFINED 01 SOLE
COMERICA INC 200340107 8,475 000000144440 SH DEFINED 01 SOLE
COMMERCE BANCORP INC NJ 200519106 6,015 000000170545 SH DEFINED 01 SOLE
COMMONWEALTH TEL ENTERPRISES 203349105 4,553 000000108789 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC 20449H109 7,042 000000118069 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP 205363104 8,333 000000156154 SH DEFINED 01 SOLE
COMPUWARE CORP 205638109 2,668 000000320310 SH DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC 205862402 3,877 000000183691 SH DEFINED 01 SOLE
CONAGRA FOODS INC 205887102 12,510 000000463366 SH DEFINED 01 SOLE
CONOCOPHILLIPS 20825C104 107,681 000001496621 SH DEFINED 01 SOLE
CONOR MEDSYSTEMS INC 208264101 532 000000017000 SH DEFINED 01 SOLE
CONSOL ENERGY INC 20854P109 5,335 000000166066 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC 209115104 11,225 000000233525 SH DEFINED 01 SOLE
CONSTELLATION BRANDS INC 21036P108 5,543 000000191038 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I 210371100 11,273 000000163696 SH DEFINED 01 SOLE
CONVERGYS CORP 212485106 2,978 000000125256 SH DEFINED 01 SOLE
CORNING INC 219350105 26,615 000001422540 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW 22160K105 22,033 000000416741 SH DEFINED 01 SOLE
COTHERIX 22163T103 2,428 000000180000 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP 222372104 23,975 000000564792 SH DEFINED 01 SOLE
COVENTRY HEALTH CARE INC 222862104 7,251 000000144892 SH DEFINED 01 SOLE
CTRIP COM INTL LTD 22943F100 354 000000005686 SH DEFINED 02 SOLE
CUMMINS INC 231021106 5,632 000000047659 SH DEFINED 01 SOLE
D R HORTON INC 23331A109 6,647 000000250956 SH DEFINED 01 SOLE
DTE ENERGY CO 233331107 7,834 000000161837 SH DEFINED 01 SOLE
DANAHER CORP DEL 235851102 15,612 000000215527 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC 237194105 5,362 000000133484 SH DEFINED 01 SOLE
DEAN FOODS CO NEW 242370104 5,144 000000121678 SH DEFINED 01 SOLE
DEERE & CO 244199105 19,988 000000210250 SH DEFINED 01 SOLE
DELL INC 24702R101 51,829 000002065754 SH DEFINED 01 SOLE
DELL INC 24702R101 787 000000031370 SH DEFINED 02 SOLE
DELTA & PINE LD CO 247357106 404 000000010000 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW 25179M103 26,962 000000401949 SH DEFINED 01 SOLE
DIAMONDS TR 252787106 189,600 000001524000 SH DEFINED 01 SOLE
DIGITAL INSIGHT CORP 25385P106 6,350 000000165000 SH DEFINED 01 SOLE
1Page 5 07-02-15 14:56:05
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/29/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DIGITAS INC 25388K104 2,011 000000150000 SH DEFINED 01 SOLE
DILLARDS INC 254067101 1,934 000000055328 SH DEFINED 01 SOLE
DIRECTV GROUP INC 25459L106 17,483 000000701003 SH DEFINED 01 SOLE
DISNEY WALT CO 254687106 64,462 000001881007 SH DEFINED 01 SOLE
DIVERSA CORP 255064107 1,088 000000100000 SH DEFINED 02 SOLE
DOLLAR GEN CORP 256669102 4,557 000000283757 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW 25746U109 26,968 000000321662 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO 257867101 7,006 000000197150 SH DEFINED 01 SOLE
DOVER CORP 260003108 9,101 000000185660 SH DEFINED 01 SOLE
DOW CHEM CO 260543103 34,658 000000868634 SH DEFINED 01 SOLE
DOW JONES & CO INC 260561105 2,247 000000059140 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO 263534109 40,743 000000836454 SH DEFINED 01 SOLE
DUKE ENERGY CORP NEW 26441C105 37,923 000001141923 SH DEFINED 01 SOLE
DUQUESNE LT HLDGS INC 266233105 1,687 000000085000 SH DEFINED 01 SOLE
DYNEGY INC NEW 26816Q101 2,492 000000344242 SH DEFINED 01 SOLE
E M C CORP MASS 268648102 26,437 000002002805 SH DEFINED 01 SOLE
EOG RES INC 26875P101 13,826 000000221402 SH DEFINED 01 SOLE
E TRADE FINANCIAL CORP 269246104 8,704 000000388259 SH DEFINED 01 SOLE
EASTMAN CHEM CO 277432100 4,437 000000074818 SH DEFINED 01 SOLE
EASTMAN KODAK CO 277461109 6,740 000000261261 SH DEFINED 01 SOLE
EATON CORP 278058102 10,178 000000135460 SH DEFINED 01 SOLE
EBAY INC 278642103 31,641 000001052250 SH DEFINED 01 SOLE
ECOLAB INC 278865100 7,329 000000162164 SH DEFINED 01 SOLE
EDISON INTL 281020107 13,475 000000296285 SH DEFINED 01 SOLE
EL PASO CORP 28336L109 9,801 000000641464 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC 285512109 14,127 000000280535 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW 285661104 12,958 000000470347 SH DEFINED 01 SOLE
EMBARQ CORP 29078E105 7,143 000000135906 SH DEFINED 01 SOLE
EMERSON ELEC CO 291011104 32,170 000000729653 SH DEFINED 01 SOLE
ENTERGY CORP NEW 29364G103 17,366 000000188115 SH DEFINED 01 SOLE
EQUIFAX INC 294429105 4,621 000000113826 SH DEFINED 01 SOLE
EQUITY OFFICE PROPERTIES TRU 294741103 25,512 000000529633 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL 29476L107 13,482 000000265660 SH DEFINED 01 SOLE
ESSEX CORP 296744105 2,508 000000104900 SH DEFINED 01 SOLE
EXELON CORP 30161N101 37,762 000000610152 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC 302182100 8,819 000000123172 SH DEFINED 01 SOLE
EXXON MOBIL CORP 30231G102 406,447 000005304026 SH DEFINED 01 SOLE
FPL GROUP INC 302571104 20,005 000000367612 SH DEFINED 01 SOLE
FAMILY DLR STORES INC 307000109 4,072 000000138860 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP 313400301 42,790 000000630202 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN 313586109 52,660 000000886690 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DE 31410H101 18,209 000000477576 SH DEFINED 01 SOLE
FEDERATED INVS INC PA 314211103 2,774 000000082149 SH DEFINED 01 SOLE
FEDEX CORP 31428X106 30,288 000000278844 SH DEFINED 01 SOLE
FIDELITY BANKSHA RES INC NE 31604Q107 4,966 000000125200 SH DEFINED 01 SOLE
FIDELITY NATL INFORMATION SV 31620M106 5,900 000000147190 SH DEFINED 01 SOLE
1Page 6 07-02-15 14:56:05
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/29/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FIFTH THIRD BANCORP 316773100 20,771 000000507498 SH DEFINED 01 SOLE
FIRST DATA CORP 319963104 17,772 000000696398 SH DEFINED 01 SOLE
FIRST HORIZON NATL CORP 320517105 4,730 000000113229 SH DEFINED 01 SOLE
FISERV INC 337738108 8,255 000000157484 SH DEFINED 01 SOLE
FIRSTENERGY CORP 337932107 17,503 000000290281 SH DEFINED 01 SOLE
FLUOR CORP NEW 343412102 6,536 000000080059 SH DEFINED 01 SOLE
FOCUS MEDIA HLDG LTD 34415V109 302 000000004556 SH DEFINED 02 SOLE
FORD MTR CO DEL 345370860 12,900 000001717816 SH DEFINED 01 SOLE
FOREST LABS INC 345838106 14,574 000000288028 SH DEFINED 01 SOLE
FORTUNE BRANDS INC 349631101 11,752 000000137636 SH DEFINED 01 SOLE
FOUR SEASONS HOTEL INC 35100E104 819 000000010000 SH DEFINED 01 SOLE
FRANKLIN RES INC 354613101 16,700 000000151585 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO 35671D857 9,979 000000179073 SH DEFINED 01 SOLE
GANNETT INC 364730101 12,882 000000213071 SH DEFINED 01 SOLE
GAP INC DEL 364760108 9,343 000000479151 SH DEFINED 01 SOLE
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GENERAL ELECTRIC CO 369604103 348,804 000009373945 SH DEFINED 01 SOLE
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GENZYME CORP 372917104 14,719 000000239038 SH DEFINED 01 SOLE
GIANT INDS INC 374508109 1,499 000000020000 SH DEFINED 01 SOLE
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GOODRICH CORP 382388106 5,169 000000113488 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO 382550101 3,387 000000161391 SH DEFINED 01 SOLE
GOOGLE INC 38259P508 89,743 000000194891 SH DEFINED 01 SOLE
GOVERNMENT PPTYS TR INC 38374W107 371 000000035000 SH DEFINED 01 SOLE
GRAINGER W W INC 384802104 4,649 000000066485 SH DEFINED 01 SOLE
HALLIBURTON CO 406216101 28,391 000000914387 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC 412822108 16,606 000000235656 SH DEFINED 01 SOLE
HARMAN INTL INDS INC 413086109 5,927 000000059326 SH DEFINED 01 SOLE
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HEALTH MGMT ASSOC INC NEW 421933102 4,618 000000218761 SH DEFINED 01 SOLE
HEINZ H J CO 423074103 13,486 000000299625 SH DEFINED 01 SOLE
HERCULES INC 427056106 1,994 000000103294 SH DEFINED 01 SOLE
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HESS CORP 42809H107 12,203 000000246179 SH DEFINED 01 SOLE
HEWLETT PACKARD CO 428236103 102,593 000002490739 SH DEFINED 01 SOLE
HILTON HOTELS CORP 432848109 12,270 000000351582 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HOME DEPOT INC 437076102 74,533 000001855916 SH DEFINED 01 SOLE
HOME DEPOT INC 437076102 441 000000010985 SH DEFINED 02 SOLE
HONEYWELL INTL INC 438516106 33,591 000000742519 SH DEFINED 01 SOLE
HOSPIRA INC 441060100 4,757 000000141662 SH DEFINED 01 SOLE
HUMANA INC 444859102 8,359 000000151146 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC 446150104 5,132 000000216101 SH DEFINED 01 SOLE
IAC INTERACTIVECORP 44919P300 7,542 000000202974 SH DEFINED 01 SOLE
ICOS CORP 449295104 1,182 000000035000 SH DEFINED 01 SOLE
IMS HEALTH INC 449934108 4,958 000000180455 SH DEFINED 01 SOLE
ITT CORP NEW 450911102 9,543 000000167962 SH DEFINED 01 SOLE
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INTERCHANGE FINL SVES 458447109 5,354 000000232889 SH DEFINED 01 SOLE
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INTL PAPER CO 460146103 14,108 000000413745 SH DEFINED 01 SOLE
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ISHARES INC 464286400 4,871 000000103990 SH DEFINED 02 SOLE
iSHARES 464286608 3,623 000000035065 SH DEFINED 02 SOLE
ISHARES INC 464286699 3,321 000000141876 SH DEFINED 02 SOLE
ISHARES TR 464287234 5,911 000000051775 SH DEFINED 02 SOLE
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JDS UNIPHASE CORP 46612J507 3,197 000000191953 SH DEFINED 01 SOLE
JP MORGAN CHASE & CO 46625H100 152,366 000003154589 SH DEFINED 01 SOLE
JABIL CIRCUIT INC 466313103 4,123 000000167956 SH DEFINED 01 SOLE
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JANUS CAP GROUP INC 47102X105 3,891 000000180234 SH DEFINED 01 SOLE
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JOHNSON & JOHNSON 478160104 599 000000009074 SH DEFINED 02 SOLE
JOHNSON CTLS INC 478366107 15,297 000000178043 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC 480074103 3,352 000000100284 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC 48203R104 9,744 000000514478 SH DEFINED 01 SOLE
KLA-TENCOR CORP 482480100 9,007 000000181046 SH DEFINED 01 SOLE
KANBAY INTL INC 48369P207 7,767 000000270000 SH DEFINED 01 SOLE
KB HOME 48666K109 3,661 000000071403 SH DEFINED 01 SOLE
KELLOGG CO 487836108 11,423 000000228206 SH DEFINED 01 SOLE
KEYCORP NEW 493267108 13,888 000000365191 SH DEFINED 01 SOLE
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KIMCO REALTY CORP 49446R109 9,238 000000205537 SH DEFINED 01 SOLE
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KING PHARMACEUTICALS INC 495582108 3,519 000000221090 SH DEFINED 01 SOLE
KOHLS CORP 500255104 20,349 000000297380 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0KRAFT FOODS INC 50075N104 35,700 000001000000 SH DEFINED 02 SOLE
KROGER CO 501044101 15,051 000000652410 SH DEFINED 01 SOLE
LSI LOGIC CORP 502161102 3,278 000000364310 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC 502424104 9,294 000000113648 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS 50540R409 8,381 000000114079 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC 518439104 4,728 000000115846 SH DEFINED 01 SOLE
LAUREATE EDUCATION INC 518613104 972 000000020000 SH DEFINED 02 SOLE
LEGGETT & PLATT INC 524660107 3,889 000000162759 SH DEFINED 01 SOLE
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LEHMAN BROS HLDGS INC 524908100 37,655 000000482026 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC 524908100 1,154 000000014778 SH DEFINED 02 SOLE
LENNAR CORP 526057104 6,574 000000125326 SH DEFINED 01 SOLE
LEXMARK INTL NEW 529771107 6,518 000000089055 SH DEFINED 01 SOLE
LILLY ELI & CO 532457108 46,643 000000895266 SH DEFINED 01 SOLE
LIMITED BRANDS INC 532716107 9,001 000000311030 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND 534187109 17,337 000000261112 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP 535678106 8,242 000000271851 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC 539320101 4,051 000000093213 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP 539830109 29,812 000000323805 SH DEFINED 01 SOLE
LOEWS CORP 540424108 17,232 000000415544 SH DEFINED 01 SOLE
LOWES COS INC 548661107 43,136 000001384787 SH DEFINED 01 SOLE
M & T BK CORP 55261F104 8,603 000000070430 SH DEFINED 01 SOLE
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MGIC INVT CORP WIS 552848103 4,720 000000075482 SH DEFINED 01 SOLE
MANOR CARE INC NEW 564055101 3,154 000000067230 SH DEFINED 01 SOLE
MARATHON OIL CORP 565849106 29,568 000000319660 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC 571748102 15,366 000000501177 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP 571834100 11,160 000000231982 SH DEFINED 01 SOLE
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MASCO CORP 574599106 10,707 000000358482 SH DEFINED 01 SOLE
MATTEL INC 577081102 7,859 000000346845 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC 57772K101 8,929 000000291631 SH DEFINED 01 SOLE
MCDONALDS CORP 580135101 49,856 000001124669 SH DEFINED 01 SOLE
MCGRAW HILL COS INC 580645109 21,909 000000322099 SH DEFINED 01 SOLE
MCKESSON CORP 58155Q103 13,645 000000269146 SH DEFINED 01 SOLE
MEADWESTVACO CORP 583334107 4,953 000000164772 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC 58405U102 14,259 000000266838 SH DEFINED 01 SOLE
MEDIMMUNE INC 584699102 7,041 000000217532 SH DEFINED 01 SOLE
MEDTRONIC INC 585055106 56,015 000001046815 SH DEFINED 01 SOLE
MELLON FINL CORP 58551A108 15,786 000000374537 SH DEFINED 01 SOLE
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MERCK & CO INC 589331107 86,077 000001974260 SH DEFINED 01 SOLE
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MERRILL LYNCH & CO INC 590188108 74,840 000000803869 SH DEFINED 01 SOLE
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METLIFE INC 59156R108 40,795 000000691338 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MICROSOFT CORP 594918104 234,903 000007866836 SH DEFINED 01 SOLE
MICROSOFT CORP 594918104 698 000000023392 SH DEFINED 02 SOLE
MICRON TECHNOLOGY INC 595112103 9,577 000000686048 SH DEFINED 01 SOLE
MIDSTATE BANCSHARES 595440108 9,097 000000250000 SH DEFINED 01 SOLE
MILLIPORE CORP 601073109 3,231 000000048526 SH DEFINED 01 SOLE
MOLEX INC 608554101 4,077 000000128925 SH DEFINED 01 SOLE
MOLSON COORS BREWING CO 60871R209 3,175 000000041538 SH DEFINED 01 SOLE
MONSANTO CO NEW 61166W101 25,953 000000494068 SH DEFINED 01 SOLE
MONSTER WORLDWIDE INC 611742107 5,444 000000116728 SH DEFINED 01 SOLE
MOODYS CORP 615369105 14,760 000000213734 SH DEFINED 01 SOLE
MORGAN STANLEY 617446448 78,386 000000962628 SH DEFINED 01 SOLE
MURPHY OIL CORP 626717102 8,649 000000170107 SH DEFINED 01 SOLE
MYLAN LABS INC 628530107 3,846 000000192708 SH DEFINED 01 SOLE
NCR CORP NEW 62886E108 6,929 000000162048 SH DEFINED 01 SOLE
NASDAQ 100 TR 631100104 766,044 000017748944 SH DEFINED 01 SOLE
NATIONAL CITY CORP 635405103 20,997 000000574334 SH DEFINED 01 SOLE
NATIONAL OILWELL VARCO INC 637071101 9,763 000000159591 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP 637640103 5,956 000000262410 SH DEFINED 01 SOLE
NETOPIA INC 64114K104 695 000000100000 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC 64120L104 13,353 000000339967 SH DEFINED 01 SOLE
NEW YORK TIMES CO 650111107 3,184 000000130714 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC 651229106 7,297 000000252084 SH DEFINED 01 SOLE
NEWMONT MINING CORP 651639106 18,485 000000409420 SH DEFINED 01 SOLE
NEWS CORP 65248E104 45,721 000002128577 SH DEFINED 01 SOLE
NICOR INC 654086107 1,900 000000040607 SH DEFINED 01 SOLE
NIKE INC 654106103 16,932 000000170988 SH DEFINED 01 SOLE
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NISOURCE INC 65473P105 5,983 000000248260 SH DEFINED 01 SOLE
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NOVELL INC 670006105 1,911 000000308293 SH DEFINED 01 SOLE
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NUCOR CORP 670346105 15,017 000000274737 SH DEFINED 01 SOLE
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OFFICEMAX INC DEL 67622P101 3,361 000000067712 SH DEFINED 01 SOLE
OFFICE DEPOT INC 676220106 9,663 000000253177 SH DEFINED 01 SOLE
OIL SVC HOLDRS TR 678002106 247,295 000001770700 SH DEFINED 01 SOLE
OMNICOM GROUP INC 681919106 16,245 000000155398 SH DEFINED 01 SOLE
OPEN SOLUTIONS INC 68371P102 3,391 000000090100 SH DEFINED 01 SOLE
ORACLE CORP 68389X105 62,354 000003637967 SH DEFINED 01 SOLE
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OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PG&E CORP 69331C108 15,013 000000317200 SH DEFINED 01 SOLE
PMC-SIERRA INC 69344F106 1,280 000000190808 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC 693475105 19,782 000000267185 SH DEFINED 01 SOLE
PPG INDS INC 693506107 9,648 000000150268 SH DEFINED 01 SOLE
PPL CORP 69351T106 12,435 000000346980 SH DEFINED 01 SOLE
PACCAR INC 693718108 14,655 000000225817 SH DEFINED 01 SOLE
PACTIV CORP 695257105 4,320 000000121054 SH DEFINED 01 SOLE
PALL CORP 696429307 3,847 000000111352 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP 699173209 1,829 000000101535 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP 701094104 8,246 000000107269 SH DEFINED 01 SOLE
PATTERSON COMPANIES INC 703395103 4,487 000000126362 SH DEFINED 01 SOLE
PAYCHEX INC 704326107 12,174 000000307901 SH DEFINED 01 SOLE
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PEMSTAR INC 706552106 808 000000210000 SH DEFINED 01 SOLE
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PEOPLES ENERGY CORP 711030106 2,519 000000056529 SH DEFINED 01 SOLE
PEPSI BOTTLING GROUP INC 713409100 3,846 000000124431 SH DEFINED 01 SOLE
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PERKINELMER INC 714046109 2,486 000000111857 SH DEFINED 01 SOLE
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PINNACLE WEST CAP CORP 723484101 4,602 000000090804 SH DEFINED 01 SOLE
PITNEY BOWES INC 724479100 9,319 000000201769 SH DEFINED 01 SOLE
PLUM CREEK TIMBER CO INC 729251108 6,415 000000160987 SH DEFINED 01 SOLE
POTASH CORP SASK INC 73755L107 1,018 000000007100 SH DEFINED 01 SOLE
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PROGRESS ENERGY INC 743263105 11,345 000000231160 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0RAILAMERICA INC 750753105 2,492 000000155000 SH DEFINED 01 SOLE
RAYTHEON CO 755111507 21,348 000000404336 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC 755267101 250 000000015000 SH DEFINED 01 SOLE
REALOGY CORP 75605E100 6,274 000000206950 SH DEFINED 01 SOLE
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REDBACK NETWORKS INC 757209507 623 000000025000 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR 75902E100 165,436 000001023300 SH DEFINED 01 SOLE
REGIONS FINANCIAL CORP NEW 7591EP100 24,796 000000663005 SH DEFINED 01 SOLE
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REYNOLDS AMERICAN INC 761713106 10,206 000000155899 SH DEFINED 01 SOLE
RINKER GROUP LTD 76687M101 355 000000005000 SH DEFINED 01 SOLE
RITA MED SYS INC DEL 76774E103 1,288 000000280000 SH DEFINED 01 SOLE
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SEMPRA ENERGY 816851109 13,360 000000238414 SH DEFINED 01 SOLE
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SIGMA ALDRICH CORP 826552101 4,660 000000059963 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW 828806109 20,383 000000201238 SH DEFINED 01 SOLE
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SKY FINL GROUP INC 83080P103 4,657 000000163200 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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SOHU COM INC 83408W103 356 000000014873 SH DEFINED 02 SOLE
SOLECTRON CORP 834182107 2,678 000000831686 SH DEFINED 01 SOLE
SOLEXA INC 83420X105 1,446 000000110000 SH DEFINED 01 SOLE
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SOUTHWEST AIRLS CO 844741108 11,031 000000720076 SH DEFINED 01 SOLE
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SPRINT NEXTEL CORP 852061100 49,728 000002632548 SH DEFINED 01 SOLE
STANLEY WKS 854616109 3,717 000000073920 SH DEFINED 01 SOLE
STAPLES INC 855030102 17,545 000000657149 SH DEFINED 01 SOLE
STARBUCKS CORP 855244109 24,352 000000687546 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD 85590A401 12,049 000000192784 SH DEFINED 01 SOLE
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SUNTRUST BKS INC 867914103 27,197 000000322052 SH DEFINED 01 SOLE
SUPERVALU INC 868536103 6,693 000000187217 SH DEFINED 01 SOLE
SYMANTEC CORP 871503108 17,785 000000853010 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC 871508107 13,545 000000906654 SH DEFINED 01 SOLE
SYNOVUS FINL CORP 87161C105 9,111 000000295533 SH DEFINED 01 SOLE
SYSCO CORP 871829107 20,663 000000562113 SH DEFINED 01 SOLE
TECO ENERGY INC 872375100 3,277 000000190241 SH DEFINED 01 SOLE
TJX COS INC NEW 872540109 11,803 000000413853 SH DEFINED 01 SOLE
TXU CORP 873168108 22,639 000000417628 SH DEFINED 01 SOLE
TANOX INC 87588Q109 2,736 000000137500 SH DEFINED 01 SOLE
TARGET CORP 87612E106 44,559 000000781053 SH DEFINED 01 SOLE
TEKTRONIX INC 879131100 2,187 000000075005 SH DEFINED 01 SOLE
TELLABS INC 879664100 4,121 000000401750 SH DEFINED 01 SOLE
TEMPLE INLAND INC 879868107 4,478 000000097305 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP 88033G100 2,987 000000428602 SH DEFINED 01 SOLE
TERADYNE INC 880770102 2,581 000000172579 SH DEFINED 01 SOLE
TEREX CORP NEW 880779103 5,973 000000092494 SH DEFINED 01 SOLE
TEXAS INSTRS INC 882508104 38,862 000001349403 SH DEFINED 01 SOLE
TEXTRON INC 883203101 10,700 000000114112 SH DEFINED 01 SOLE
THERMO FISHER SCIENTIFIC INC 883556102 16,807 000000371103 SH DEFINED 01 SOLE
3M CO 88579Y101 52,184 000000669634 SH DEFINED 01 SOLE
3M CO 88579Y101 1,142 000000014667 SH DEFINED 02 SOLE
TIFFANY & CO NEW 886547108 4,827 000000123037 SH DEFINED 01 SOLE
TIME WARNER INC 887317105 79,073 000003630547 SH DEFINED 01 SOLE
TORCHMARK CORP 891027104 5,687 000000089194 SH DEFINED 01 SOLE
TRIBUNE CO NEW 896047107 5,336 000000173365 SH DEFINED 01 SOLE
TRUSTREET PPTYS INC 898404108 7,666 000000455000 SH DEFINED 01 SOLE
TYCO INTL LTD NEW 902124106 54,981 000001808608 SH DEFINED 01 SOLE
TYSON FOODS INC 902494103 3,769 000000229127 SH DEFINED 01 SOLE
UST INC 902911106 8,513 000000146288 SH DEFINED 01 SOLE
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INFORMATION TABLE
QUARTER ENDING
12/29/2006
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0US BANCORP DEL 902973304 57,851 000001598557 SH DEFINED 01 SOLE
UNION PAC CORP 907818108 22,570 000000245279 SH DEFINED 01 SOLE
UNISYS CORP 909214108 2,456 000000313350 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC 911312106 73,199 000000976254 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW 912909108 7,881 000000107765 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP 913017109 57,061 000000912695 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC 91324P102 65,815 000001224927 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC 914906102 13,261 000000374398 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP 91529Y106 6,472 000000311500 SH DEFINED 01 SOLE
V F CORP 918204108 6,674 000000081312 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW 91913Y100 28,128 000000549823 SH DEFINED 01 SOLE
VERISIGN INC 92343E102 5,361 000000222918 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS 92343V104 98,869 000002654939 SH DEFINED 01 SOLE
VITAL STREAM HLDGS INC 92847T209 1,315 000000131000 SH DEFINED 01 SOLE
VORNADO RLTY TR 929042109 14,271 000000117464 SH DEFINED 01 SOLE
VULCAN MATLS CO 929160109 7,716 000000085868 SH DEFINED 01 SOLE
WACHOVIA CORP 2ND NEW 929903102 98,711 000001733294 SH DEFINED 01 SOLE
WAL MART STORES INC 931142103 103,271 000002236276 SH DEFINED 01 SOLE
WAL MART STORES INC 931142103 533 000000011571 SH DEFINED 02 SOLE
WALGREEN CO 931422109 41,875 000000912510 SH DEFINED 01 SOLE
WASHINGTON MUT INC 939322103 39,101 000000859561 SH DEFINED 01 SOLE
WASTE MGMT INC DEL 94106L109 17,889 000000486532 SH DEFINED 01 SOLE
WATERS CORP 941848103 4,519 000000092298 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC 942683103 2,425 000000093194 SH DEFINED 01 SOLE
WELLPOINT INC 94973V107 44,368 000000563839 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW 949746101 109,169 000003070017 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW 949746101 559 000000015748 SH DEFINED 02 SOLE
WENDYS INTL INC 950590109 2,876 000000086935 SH DEFINED 01 SOLE
WESTERN UN CO 959802109 15,626 000000696993 SH DEFINED 01 SOLE
WEYERHAEUSER CO 962166104 15,196 000000215095 SH DEFINED 01 SOLE
WHIRLPOOL CORP 963320106 5,916 000000071263 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC 966837106 6,099 000000129976 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL 969457100 14,164 000000542296 SH DEFINED 01 SOLE
WINDSTREAM CORP 97381W104 6,165 000000433573 SH DEFINED 01 SOLE
WRIGLEY WM JR CO 982526105 10,324 000000199617 SH DEFINED 01 SOLE
WYETH 983024100 62,359 000001224657 SH DEFINED 01 SOLE
WYNDHAM WORLDWIDE CORP 98310W108 5,769 000000180185 SH DEFINED 01 SOLE
XTO ENERGY INC 98385X106 15,656 000000332769 SH DEFINED 01 SOLE
XCEL ENERGY INC 98389B100 8,532 000000370009 SH DEFINED 01 SOLE
XILINX INC 983919101 7,280 000000305768 SH DEFINED 01 SOLE
XEROX CORP 984121103 14,878 000000877803 SH DEFINED 01 SOLE
YAHOO INC 984332106 28,432 000001113254 SH DEFINED 01 SOLE
YAHOO INC 984332106 1,222 000000047850 SH DEFINED 02 SOLE
YANKEE CANDLE INC 984757104 3,428 000000100000 SH DEFINED 01 SOLE
YUM BRANDS INC 988498101 14,173 000000241047 SH DEFINED 01 SOLE
ZIMMER HLDGS INC 98956P102 17,010 000000217023 SH DEFINED 01 SOLE
1Page 14 07-02-15 14:56:05
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