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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, 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 000000141484 SH DEFINED 01 SOLE
* AGL RES INC 001204106 4,190 000000120371 SH DEFINED 01 SOLE
* AES CORP 00130H105 9,477 000000598690 SH DEFINED 01 SOLE
AMB PROPERTY CORP 00163T109 6,087 000000123801 SH DEFINED 01 SOLE
AMLI RESIDENTIAL PPT YS TR 001735109 9,702 000000255000 SH DEFINED 01 SOLE
* AMR CORP 001765106 240 000000010800 SH DEFINED 01 SOLE
* ATI TECHNOLOGIES INC 001941103 402 000000023664 SH DEFINED 01 SOLE
* AT&T INC 00206R102 84,866 000003465336 SH DEFINED 01 SOLE
* ABBOTT LABS 002824100 56,063 000001421847 SH DEFINED 01 SOLE
* ABERCROMBIE & FITCH CO 002896207 8,397 000000128843 SH DEFINED 01 SOLE
* ABGENIX INC 00339B107 214 000000010000 SH DEFINED 01 SOLE
* ACTIVISION INC NEW 004930202 5,583 000000406390 SH DEFINED 01 SOLE
* ACXIOM CORP 005125109 2,629 000000114341 SH DEFINED 01 SOLE
* ADESA INC 00686U104 3,257 000000133390 SH DEFINED 01 SOLE
* ADOBE SYS INC 00724F101 20,599 000000557348 SH DEFINED 01 SOLE
* ADTRAN INC 00738A106 3,005 000000101174 SH DEFINED 01 SOLE
* 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 8,150 000000094017 SH DEFINED 01 SOLE
CREDICORP LTD G2519Y108 535 000000020200 SH DEFINED 01 SOLE
* EVEREST RE GROUP LTD G3223R108 2,962 000000032052 SH DEFINED 01 SOLE
* GARMIN LTD G37260109 343 000000004353 SH DEFINED 01 SOLE
* INGERSOLL-RAND COMPANY LTD G4776G101 15,878 000000376626 SH DEFINED 01 SOLE
* MARVELL TECHNOLOGY GROUP LTD G5876H105 849 000000015458 SH DEFINED 01 SOLE
* NABORS INDUSTRIES LTD G6359F103 12,446 000000168704 SH DEFINED 01 SOLE
* NOBLE CORPORATION G65422100 11,538 000000139859 SH DEFINED 01 SOLE
* PARTNERRE LTD G6852T105 290 000000004700 SH DEFINED 01 SOLE
* RENAISSANCERE HOLDINGS LTD G7496G103 1,619 000000037500 SH DEFINED 01 SOLE
HILFIGER TOMMY CORP G8915Z102 1,152 000000070000 SH DEFINED 01 SOLE
* TRANSOCEAN INC G90078109 27,136 000000331300 SH DEFINED 01 SOLE
* WEATHERFORD INTERNATIO NAL LT G95089101 16,278 000000355045 SH DEFINED 01 SOLE
WHITE MTNS INS GROUP L TD G9618E107 223 000000000400 SH DEFINED 01 SOLE
* XOMA LTD G9825R107 308 000000139180 SH DEFINED 01 SOLE
* XL CAP LTD G98255105 13,224 000000204176 SH DEFINED 01 SOLE
ALCON INC H01301102 854 000000008200 SH DEFINED 01 SOLE
* CHECK POINT SOFTWARE T ECH LT M22465104 4,968 000000247456 SH DEFINED 01 SOLE
* TARO PHARMACEUTICAL INDS LTD M8737E108 147 000000010677 SH DEFINED 01 SOLE
* ASML HLDG NV N07059111 209 000000010510 SH DEFINED 01 SOLE
FLEXTRONICS INTL LTD Y2573F102 1,029 000000098936 SH DEFINED 01 SOLE
* A D C TELECOMMUNICATIO NS 000886309 3,192 000000122190 SH DEFINED 01 SOLE
* ADE CORP MASS 00089C107 5,132 000000165150 SH DEFINED 01 SOLE
* AFLAC INC 001055102 22,534 000000498446 SH DEFINED 01 SOLE
* AGCO CORP 001084102 566 000000027138 SH DEFINED 01 SOLE
* AGL RES INC 001204106 726 000000020339 SH DEFINED 01 SOLE
* AES CORP 00130H105 11,670 000000689749 SH DEFINED 01 SOLE
AMB PROPERTY CORP 00163T109 1,163 000000021470 SH DEFINED 01 SOLE
* ATI TECHNOLOGIES INC 001941103 362 000000021235 SH DEFINED 01 SOLE
* AT&T INC 00206R102 105,088 000003889304 SH DEFINED 01 SOLE
* ABBOTT LABS 002824100 69,283 000001624853 SH DEFINED 01 SOLE
* ABERCROMBIE & FITCH CO 002896207 3,993 000000068890 SH DEFINED 01 SOLE
ABGENIX INC 00339B107 227 000000010134 SH DEFINED 01 SOLE
* ACTIVISION INC NEW 004930202 1,296 000000092676 SH DEFINED 01 SOLE
* ACXIOM CORP 005125109 578 000000022279 SH DEFINED 01 SOLE
* ADESA INC 00686U104 639 000000024601 SH DEFINED 01 SOLE
* ADOBE SYS INC 00724F101 22,943 000000649783 SH DEFINED 01 SOLE
* ADOLOR CORP 00724X102 288 000000011969 SH DEFINED 01 SOLE
* ADTRAN INC 00738A106 559 000000021119 SH DEFINED 01 SOLE
* ADVANCE AUTO PARTS INC 00751Y106 1,335 000000032147 SH DEFINED 01 SOLE
ADVANCED MEDICAL OPT ICS INC 00763MAJ7 13,468 000012500000 PRN DEFINED 01 SOLE
ADVANCED MEDICAL OPT ICS INC 00763M108 981 000000021035 SH DEFINED 01 SOLE
* AEROPOSTALE 007865108 542 000000017972 SH DEFINED 01 SOLE
1Page 2 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 * ADVANCED MICRO DEVICES INC 007903107 16,679 000000496557 SH DEFINED 01 SOLE
* ADVANCED MICRO DEVICES INC 007903107 369 000000011000 SH DEFINED 04 SOLE
* ADVANTA CORP 007942105 3,693 000000107622 SH DEFINED 01 SOLE
* ADVENT SOFTWARE INC 007974108 285 000000010037 SH DEFINED 01 SOLE
* AETNA INC NEW 00817Y108 28,192 000000563964 SH DEFINED 01 SOLE
* AFFILIATED COMPUTER SE RVICES 008190100 14,005 000000234512 SH DEFINED 01 SOLE
AFFYMETRIX INC 00826TAF5 11,775 000010000000 PRN DEFINED 01 SOLE
* AFFYMETRIX INC 00826T108 945 000000028949 SH DEFINED 01 SOLE
* AGILENT TECHNOLOGIES I NC 00846U101 16,018 000000429460 SH DEFINED 01 SOLE
* AIR PRODS & CHEMS INC 009158106 15,595 000000235658 SH DEFINED 01 SOLE
* AIRGAS INC 009363102 714 000000018309 SH DEFINED 01 SOLE
* AIRTRAN HLDGS INC 00949P108 509 000000028850 SH 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 000000224240 SH DEFINED 01 SOLE
* ALLSTATE CORP 020002101 35,230 000000675687 SH DEFINED 01 SOLE
* ALLTEL CORP 020039103 25,685 000000398843 SH DEFINED 01 SOLE
* ALPHARMA INC 020813101 427 000000015959 SH DEFINED 01 SOLE
* ALTERA CORP 021441100 9,132 000000437357 SH DEFINED 01 SOLE
* ALTRIA GROUP INC 02209S103 152,637 000002128236 SH DEFINED 01 SOLE
AMAZON COM INC 023135AF3 6,183 000006500000 PRN DEFINED 01 SOLE
* AMAZON COM INC 023135106 14,662 000000399851 SH DEFINED 01 SOLE
* AMBAC FINL GROUP INC 023139108 9,554 000000120255 SH DEFINED 01 SOLE
* AMERADA HESS CORP 023551104 11,751 000000082375 SH DEFINED 01 SOLE
* AMEREN CORP 023608102 10,389 000000206513 SH DEFINED 01 SOLE
* AMERICAN EAGLE OUTFITT ERS NE 02553E106 966 000000032628 SH DEFINED 01 SOLE
* AMERICAN ELEC PWR INC 025537101 14,395 000000420068 SH DEFINED 01 SOLE
* AMERICAN EXPRESS CO 025816109 67,213 000001289340 SH DEFINED 01 SOLE
* AMERICAN FINL GROUP IN C OHIO 025932104 956 000000023085 SH DEFINED 01 SOLE
AMERICAN FINL RLTY TR 02607PAB3 3,106 000003500000 PRN DEFINED 01 SOLE
AMERICAN GREETINGS C ORP 026375105 679 000000031196 SH DEFINED 01 SOLE
* AMERICAN INTL GROUP IN C 026874107 170,237 000002576629 SH DEFINED 01 SOLE
* AMERICAN PWR CONVERSIO N CORP 029066107 4,257 000000182795 SH DEFINED 01 SOLE
* AMERICAN STD COS INC D EL 029712106 7,720 000000179878 SH DEFINED 01 SOLE
1Page 3 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 AMERICAN TOWER CORP 029912AF9 5,940 000006000000 PRN DEFINED 01 SOLE
* AMERICREDIT CORP 03060R101 1,153 000000037499 SH DEFINED 01 SOLE
* AMERUS GROUP CO 03072M108 1,051 000000017391 SH DEFINED 01 SOLE
* AMERISOURCEBERGEN CORP 03073E105 10,346 000000216626 SH DEFINED 01 SOLE
AMERIGROUP CORP 03073T102 205 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 037411105 24,462 000000367687 SH DEFINED 01 SOLE
* APARTMENT INVT & MGMT CO 03748R101 4,998 000000106293 SH DEFINED 01 SOLE
* APOLLO GROUP INC 037604105 7,977 000000152157 SH DEFINED 01 SOLE
APPLE COMPUTER INC 037833100 61,764 000000984289 SH DEFINED 01 SOLE
APPLE COMPUTER INC 037833100 1,719 000000027400 SH DEFINED 04 SOLE
* APPLEBEES INTL INC 037899101 553 000000022188 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC 037933AB4 4,812 000005000000 PRN DEFINED 01 SOLE
* APRIA HEALTHCARE GROUP INC 037933108 500 000000022241 SH DEFINED 01 SOLE
* APPLERA CORP 038020103 5,130 000000187312 SH DEFINED 01 SOLE
* APPLIED MICRO CIRCUITS CORP 03822W109 1,303 000000317244 SH DEFINED 01 SOLE
APPLIED MATLS INC 038222105 28,874 000001624900 SH DEFINED 01 SOLE
* APTARGROUP INC 038336103 252 000000004600 SH DEFINED 01 SOLE
* AQUA AMERICA INC 03836W103 973 000000035256 SH DEFINED 01 SOLE
* AQUANTIVE INC 03839G105 639 000000027116 SH DEFINED 01 SOLE
* AQUILA INC 03840P102 477 000000121625 SH DEFINED 01 SOLE
ARBITRON INC 03875Q108 345 000000010244 SH DEFINED 01 SOLE
* ARCH COAL INC 039380100 1,325 000000017228 SH DEFINED 01 SOLE
* ARCHER DANIELS MIDLAND CO 039483102 21,978 000000648329 SH DEFINED 01 SOLE
* ARCHSTONE SMITH TR 039583109 10,351 000000213388 SH DEFINED 01 SOLE
ARDEN RLTY INC 039793104 43,779 000000971800 SH DEFINED 01 SOLE
* ARIBA INC 04033V203 116 000000011479 SH DEFINED 01 SOLE
* ARMOR HOLDINGS INC 042260109 829 000000014151 SH DEFINED 01 SOLE
* ARROW ELECTRS INC 042735100 1,977 000000061301 SH DEFINED 01 SOLE
* ARTESYN TECHNOLOGIES I NC 043127109 1,358 000000124448 SH DEFINED 01 SOLE
* ARVINMERITOR INC 043353101 404 000000026806 SH DEFINED 01 SOLE
* ASHLAND INC NEW 044209104 5,194 000000073592 SH DEFINED 01 SOLE
* ASSOCIATED BANC CORP 045487105 1,394 000000041097 SH DEFINED 01 SOLE
1Page 4 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 * ASTORIA FINL CORP 046265104 810 000000026485 SH DEFINED 01 SOLE
* ATMEL CORP 049513104 571 000000121956 SH DEFINED 01 SOLE
ATMOS ENERGY CORP 049560105 251 000000009500 SH DEFINED 01 SOLE
* AUTODESK INC 052769106 9,939 000000261082 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCE SSING IN 053015103 27,868 000000603611 SH DEFINED 01 SOLE
* AUTONATION INC 05329W102 4,608 000000211906 SH DEFINED 01 SOLE
* AUTOZONE INC 053332102 5,936 000000059676 SH DEFINED 01 SOLE
* AVAYA INC 053499109 4,775 000000420003 SH DEFINED 01 SOLE
* AVERY DENNISON CORP 053611109 6,727 000000114103 SH DEFINED 01 SOLE
* AVNET INC 053807103 1,391 000000055052 SH DEFINED 01 SOLE
* AVOCENT CORP 053893103 593 000000018410 SH DEFINED 01 SOLE
* AVON PRODS INC 054303102 13,933 000000450046 SH DEFINED 01 SOLE
AXCAN PHARMA INC 054923AB3 2,600 000002500000 PRN DEFINED 01 SOLE
* BB&T CORP 054937107 22,167 000000565510 SH DEFINED 01 SOLE
* BCE INC 05534B109 527 000000021600 SH DEFINED 01 SOLE
* BISYS GROUP INC 055472104 618 000000045885 SH DEFINED 01 SOLE
* BJS WHOLESALE CLUB INC 05548J106 970 000000030618 SH DEFINED 01 SOLE
BJ SVCS CO 055482103 11,889 000000332117 SH DEFINED 01 SOLE
* BMC SOFTWARE INC 055921100 4,625 000000214040 SH DEFINED 01 SOLE
* BAKER HUGHES INC 057224107 23,639 000000340337 SH DEFINED 01 SOLE
* BALL CORP 058498106 4,765 000000107995 SH DEFINED 01 SOLE
* BANDAG INC 059815100 312 000000007472 SH DEFINED 01 SOLE
* BANK OF AMERICA CORPOR ATION 060505104 210,303 000004610903 SH DEFINED 01 SOLE
* BANK HAWAII CORP 062540109 708 000000013361 SH DEFINED 01 SOLE
* BANK NEW YORK INC 064057102 28,533 000000794354 SH DEFINED 01 SOLE
BANTA CORP 066821109 455 000000008758 SH DEFINED 01 SOLE
* BARD C R INC 067383109 7,293 000000107085 SH DEFINED 01 SOLE
* BARNES & NOBLE INC 067774109 958 000000020712 SH DEFINED 01 SOLE
* BARR PHARMACEUTICALS I NC 068306109 7,440 000000118789 SH DEFINED 01 SOLE
* BAUSCH & LOMB INC 071707103 4,203 000000064996 SH DEFINED 01 SOLE
BAXTER INTL INC 071813109 24,828 000000645899 SH DEFINED 01 SOLE
* BEA SYS INC 073325102 245 000000018700 SH DEFINED 01 SOLE
* BEAR STEARNS COS INC 073902108 16,870 000000121855 SH DEFINED 01 SOLE
* BEARINGPOINT INC 074002106 210 000000024873 SH DEFINED 01 SOLE
* BEAZER HOMES USA INC 07556Q105 1,270 000000019303 SH DEFINED 01 SOLE
* BECKMAN COULTER INC 075811109 852 000000015599 SH DEFINED 01 SOLE
* BECTON DICKINSON & CO 075887109 15,660 000000253157 SH DEFINED 01 SOLE
* BED BATH & BEYOND INC 075896100 11,648 000000296933 SH DEFINED 01 SOLE
BEDFORD PPTY INVS INC 076446301 2,806 000000104421 SH DEFINED 01 SOLE
BEL FUSE INC 077347201 311 000000011119 SH DEFINED 01 SOLE
* BELLSOUTH CORP 079860102 75,717 000002188365 SH DEFINED 01 SOLE
* BELO CORP 080555105 1,231 000000061999 SH DEFINED 01 SOLE
* BEMIS INC 081437105 3,562 000000111435 SH DEFINED 01 SOLE
* BERKLEY W R CORP 084423102 2,979 000000051891 SH DEFINED 01 SOLE
* BEST BUY INC 086516101 22,320 000000407451 SH DEFINED 01 SOLE
* BHP BILLITON LTD 088606108 2,011 000000050000 SH DEFINED 01 SOLE
1Page 5 06-04-26 17:40:46
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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 * BIG LOTS INC 089302103 1,709 000000122624 SH DEFINED 01 SOLE
BIOMARIN PHARMACEUTICAL INC 09061GAB7 13,931 000013035000 PRN DEFINED 01 SOLE
* BIOMARIN PHARMACEUTICA L INC 09061G101 216 000000016100 SH DEFINED 01 SOLE
* BIOMET INC 090613100 9,541 000000264753 SH DEFINED 01 SOLE
* BIOGEN IDEC INC 09062X103 19,155 000000405846 SH DEFINED 01 SOLE
* BIOTECH HOLDERS TR 09067D201 150,617 000000781900 SH DEFINED 01 SOLE
* BLACK & DECKER CORP 091797100 7,461 000000084331 SH DEFINED 01 SOLE
* BLACK HILLS CORP 092113109 417 000000012225 SH DEFINED 01 SOLE
BLOCK H & R INC 093671105 8,065 000000365436 SH DEFINED 01 SOLE
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1Page 6 06-04-26 17:40:46
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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 * CV THERAPEUTICS INC 126667104 885 000000039527 SH DEFINED 01 SOLE
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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 * CIRCUIT CITY STORE INC 172737108 3,740 000000153916 SH DEFINED 01 SOLE
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1Page 8 06-04-26 17:40:46
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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 CORE MARK HOLDING CO I NC 218681104 2,815 000000073595 SH DEFINED 01 SOLE
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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 * DILLARDS INC 254067101 1,795 000000068436 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 EMULEX CORP 292475209 428 000000024924 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 * FISERV INC 337738108 8,705 000000205552 SH DEFINED 01 SOLE
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1Page 12 06-04-26 17:40:46
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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 * GRACO INC 384109104 1,134 000000025161 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 * HOSPIRA INC 441060100 6,467 000000164447 SH DEFINED 01 SOLE
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ICOS CORP 449295AB0 8,782 000011100000 PRN DEFINED 01 SOLE
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1Page 14 06-04-26 17:40:46
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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 * ISHARES INC 464286509 2,396 000000100000 SH DEFINED 01 SOLE
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1Page 15 06-04-26 17:40:46
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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 LAFARGE NORTH AMERIC A INC 505862102 8,799 000000105000 SH DEFINED 01 SOLE
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LILLY ELI & CO 532457108 65,852 000001174896 SH DEFINED 01 SOLE
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1Page 16 06-04-26 17:40:46
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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 * MSC INDL DIRECT INC 553530106 1,070 000000020130 SH DEFINED 01 SOLE
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1Page 17 06-04-26 17:40:46
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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 MERCURY INTERACTIVE CORP 589405AD1 5,137 000005000000 SH DEFINED 01 SOLE
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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
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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 * OFFICEMAX INC DEL 67622P101 2,411 000000079416 SH DEFINED 01 SOLE
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1Page 20 06-04-26 17:40:46
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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 * PERRIGO CO 714290103 466 000000028804 SH DEFINED 01 SOLE
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1Page 21 06-04-26 17:40:46
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
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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
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
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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
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1Page 25 06-04-26 17:40:46
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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 TOWN & CTRY TR 892081100 9,955 000000245024 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 * VARIAN INC 922206107 479 000000011540 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 * WILLIAMS SONOMA INC 969904101 1,598 000000037736 SH DEFINED 01 SOLE
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