OMB APPROVAL
----------------------------
OMB Number:
Expires:
Estimated average burden
hours per response.....
----------------------------
SEC USE ONLY
----------------------------
----------------------------
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended December 31, 2005
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
PRIOR FILINGS FOR THE NOMURA GROUP WERE REPORTED UNDER THE NAME NOMURA
SECURITIES COMPANY, WITH CIK NUMBER 0000110097. SUBSEQUENT FILINGS WILL
BE MADE UNDER THE NAME NOMURA HOLDINGS, INC., CIK NUMBER 0001163653.
NOMURA HOLDINGS, INC. (NHI) IS THE PARENT HOLDING COMPANY OF A NUMBER
OF OPERATING SUBSIDIARIES, SOME OF WHICH ARE OR MAY BE INSTITUTIONAL
INVESTMENT MANAGERS FOR THE PURPOSES OF THE REPORTING REQUIREMENTS UNDER
SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 (THE ACT) AND THE RULES
PROMULGATED THEREUNDER. NHI ITSELF DOES NOT DIRECTLY EXERCISE INVESTMENT
DISCRETION WITH RESPECT TO ANY SECTION 13(F) SECURITIES POSITIONS. IN
THAT NHI'S OWNERSHIP INTEREST IN SUCH OPERATING SUBSIDIARIES IS DEEMED THE
EXERCISE OF INVESTMENT DISCRETION REGARDING CERTAIN OF SUCH SUBSIDIARIES'
MANAGED ACCOUNTS, THE INFORMATION REQUIRED BY FORM 13F IS REPORTED BY NHI
ON BEHALF OF CERTAIN OF NHI'S OPERATING SUBSIDIARIES WHICH ARE INSTITUTIONAL
INVESTMENT MANAGERS SUBJECT TO SECTION 13(F)OF THE ACT.
Nomura Holdings Inc.
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
1-9-1, Nihonbashi, Chuo-ku, Tokyo 103-8011, Japan
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 001-15270
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
David A. Leibowitz Head of Compliance and Surveillance 212-667-9387
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ David A.Leibowitz
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York, NY February 14, 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: 1224
Form 13F Information Table Value Total: $15,709,095
(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
12/31/2005
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
12/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * ADVANTA CORP 007942105 1,784 000000059213 SH DEFINED 01 SOLE
* ADVENT SOFTWARE INC 007974108 835 000000028860 SH DEFINED 01 SOLE
* AETNA INC NEW 00817Y108 23,829 000000252674 SH DEFINED 01 SOLE
* AFFILIATED COMPUTER SE RVICES 008190100 7,324 000000123774 SH DEFINED 01 SOLE
* AGILENT TECHNOLOGIES I NC 00846U101 13,091 000000393268 SH DEFINED 01 SOLE
* AIR PRODS & CHEMS INC 009158106 12,018 000000203051 SH DEFINED 01 SOLE
* AIRGAS INC 009363102 3,278 000000099653 SH DEFINED 01 SOLE
* AIRTRAN HLDGS INC 00949P108 2,172 000000135515 SH DEFINED 01 SOLE
* ALAMOSA HLDGS INC 011589108 14,121 000000758812 SH DEFINED 01 SOLE
* ALASKA AIR GROUP INC 011659109 1,889 000000052884 SH DEFINED 01 SOLE
* ALBEMARLE CORP 012653101 2,242 000000058477 SH DEFINED 01 SOLE
* ALBERTO CULVER CO 013068101 3,245 000000070933 SH DEFINED 01 SOLE
* ALBERTSONS INC 013104104 7,299 000000341910 SH DEFINED 01 SOLE
* ALCAN INC 013716105 323 000000007900 SH DEFINED 01 SOLE
* ALCOA INC 013817101 23,016 000000778376 SH DEFINED 01 SOLE
* ALEXANDER & BALDWIN IN C 014482103 3,534 000000065164 SH DEFINED 01 SOLE
* ALLEGHENY ENERGY INC 017361106 4,887 000000154426 SH DEFINED 01 SOLE
* ALLEGHENY TECHNOLOGIES INC 01741R102 2,902 000000080435 SH DEFINED 01 SOLE
* ALLERGAN INC 018490102 13,473 000000124799 SH DEFINED 01 SOLE
* ALLIANCE DATA SYSTEMS CORP 018581108 4,290 000000120525 SH DEFINED 01 SOLE
* ALLIANT ENERGY CORP 018802108 4,905 000000174930 SH DEFINED 01 SOLE
* ALLIANT TECHSYSTEMS IN C 018804104 4,209 000000055269 SH DEFINED 01 SOLE
* ALLIED WASTE INDS INC 019589308 1,835 000000209972 SH DEFINED 01 SOLE
* ALLSTATE CORP 020002101 31,887 000000589746 SH DEFINED 01 SOLE
* ALLTEL CORP 020039103 22,056 000000349551 SH DEFINED 01 SOLE
* ALTERA CORP 021441100 7,085 000000382362 SH DEFINED 01 SOLE
* ALTRIA GROUP INC 02209S103 141,238 000001890237 SH DEFINED 01 SOLE
AMAZON COM INC 023135AF3 6,728 000007000000 PRN DEFINED 01 SOLE
* AMAZON COM INC 023135106 13,328 000000282685 SH DEFINED 01 SOLE
* AMBAC FINL GROUP INC 023139108 7,431 000000096444 SH DEFINED 01 SOLE
AMDOCS LTD 02342TAD1 15,684 000017500000 PRN DEFINED 01 SOLE
* AMERADA HESS CORP 023551104 9,830 000000077515 SH DEFINED 01 SOLE
* AMEREN CORP 023608102 10,001 000000195188 SH DEFINED 01 SOLE
* AMERICAN AXLE & MFG HL DGS IN 024061103 216 000000011800 SH DEFINED 01 SOLE
* AMERICAN CAPITAL STRAT EGIES 024937104 627 000000017341 SH DEFINED 01 SOLE
* AMERICAN EAGLE OUTFITT ERS NE 02553E106 6,508 000000283235 SH DEFINED 01 SOLE
* AMERICAN ELEC PWR INC 025537101 13,067 000000352308 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO 025816AS8 2,653 000002500000 PRN DEFINED 01 SOLE
* AMERICAN EXPRESS CO 025816109 59,162 000001149687 SH DEFINED 01 SOLE
* AMERICAN FINL GROUP IN C OHIO 025932104 2,719 000000070994 SH DEFINED 01 SOLE
AMERICAN FINL RLTY T R 02607PAB3 5,362 000006000000 PRN DEFINED 01 SOLE
AMERICAN FINL RLTY T R 02607P305 174 000000014500 SH DEFINED 01 SOLE
* AMERICAN GREETINGS COR P 026375105 2,434 000000110817 SH DEFINED 01 SOLE
* AMERICAN INTL GROUP IN C 026874107 155,721 000002282296 SH DEFINED 01 SOLE
* AMERICAN PWR CONVERSIO N CORP 029066107 3,634 000000165194 SH DEFINED 01 SOLE
* AMERICAN STD COS INC D EL 029712106 6,576 000000164620 SH DEFINED 01 SOLE
1Page 3 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
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 5,947 000006000000 PRN DEFINED 01 SOLE
* AMERICREDIT CORP 03060R101 5,154 000000201128 SH DEFINED 01 SOLE
* AMERUS GROUP CO 03072M108 3,698 000000065269 SH DEFINED 01 SOLE
* AMERISOURCEBERGEN CORP 03073E105 4,041 000000097632 SH DEFINED 01 SOLE
* AMERIPRISE FINL INC 03076C106 9,580 000000233666 SH DEFINED 01 SOLE
* AMETEK INC NEW 031100100 4,510 000000106027 SH DEFINED 01 SOLE
AMGEN INC 031162AL4 23,400 000030000000 SH DEFINED 01 SOLE
* AMGEN INC 031162100 85,601 000001085486 SH DEFINED 01 SOLE
* AMPHENOL CORP NEW 032095101 5,713 000000129082 SH DEFINED 01 SOLE
* AMSOUTH BANCORPORATION 032165102 8,371 000000319419 SH DEFINED 01 SOLE
* ANADARKO PETE CORP 032511107 21,117 000000222874 SH DEFINED 01 SOLE
* ANALOG DEVICES INC 032654105 12,153 000000338816 SH DEFINED 01 SOLE
* ANDREW CORP 034425108 1,634 000000152364 SH DEFINED 01 SOLE
* ANDRX CORP DEL 034553107 183 000000011110 SH DEFINED 01 SOLE
* ANHEUSER BUSCH COS INC 035229103 30,097 000000700600 SH DEFINED 01 SOLE
ANIMAS CORP DEL 03525Y105 3,622 000000150000 SH DEFINED 01 SOLE
ANIXTER INTL INC 035290AG0 3,622 000006000000 SH DEFINED 01 SOLE
* ANNALY MTG MGMT INC 035710409 255 000000023400 SH DEFINED 01 SOLE
* ANNTAYLOR STORES CORP 036115103 3,711 000000107518 SH DEFINED 01 SOLE
* ANTEON INTL CORP 03674E108 4,313 000000079367 SH DEFINED 01 SOLE
* AON CORP 037389103 10,218 000000284250 SH DEFINED 01 SOLE
* APACHE CORP 037411105 19,962 000000291337 SH DEFINED 01 SOLE
* APARTMENT INVT & MGMT CO 03748R101 3,670 000000096912 SH DEFINED 01 SOLE
* APOLLO GROUP INC 037604105 10,610 000000175497 SH DEFINED 01 SOLE
* APPLE COMPUTER INC 037833100 55,227 000000768225 SH DEFINED 01 SOLE
* APPLE COMPUTER INC 037833100 905 000000012600 SH DEFINED 04 SOLE
* APPLEBEES INTL INC 037899101 2,603 000000115241 SH DEFINED 01 SOLE
* APRIA HEALTHCARE GROUP INC 037933108 1,914 000000079413 SH DEFINED 01 SOLE
* APPLERA CORP 038020103 4,566 000000171950 SH DEFINED 01 SOLE
* APPLIED MICRO CIRCUITS CORP 03822W109 781 000000303927 SH DEFINED 01 SOLE
* APPLIED MATLS INC 038222105 25,909 000001444234 SH DEFINED 01 SOLE
* AQUA AMERICA INC 03836W103 5,121 000000187604 SH DEFINED 01 SOLE
* AQUILA INC 03840P102 2,068 000000574572 SH DEFINED 01 SOLE
* ARCH COAL INC 039380100 7,758 000000097596 SH DEFINED 01 SOLE
* ARCHER DANIELS MIDLAND CO 039483102 14,683 000000595458 SH DEFINED 01 SOLE
* ARCHSTONE SMITH TR 039583109 7,951 000000189807 SH DEFINED 01 SOLE
ARDEN RLTY INC 039793104 7,773 000000173400 SH DEFINED 01 SOLE
* ARIBA INC 04033V203 95 000000013027 SH DEFINED 01 SOLE
ARROW ELECTRS INC 042735AY6 4,106 000007500000 SH DEFINED 01 SOLE
* ARROW ELECTRS INC 042735100 5,823 000000181805 SH DEFINED 01 SOLE
* ARVINMERITOR INC 043353101 1,633 000000113499 SH DEFINED 01 SOLE
* ASHLAND INC NEW 044209104 3,872 000000066876 SH DEFINED 01 SOLE
* ASSOCIATED BANC CORP 045487105 6,483 000000199184 SH DEFINED 01 SOLE
* ASTORIA FINL CORP 046265104 3,844 000000130753 SH DEFINED 01 SOLE
* ATMEL CORP 049513104 2,023 000000654768 SH DEFINED 01 SOLE
* AUGUST TECHNOLOGY CORP 05106U105 626 000000057000 SH DEFINED 01 SOLE
1Page 4 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * AUTODESK INC 052769106 9,128 000000212632 SH DEFINED 01 SOLE
* AUTOMATIC DATA PROCESS ING IN 053015103 24,528 000000534384 SH DEFINED 01 SOLE
* AUTONATION INC 05329W102 3,743 000000172266 SH DEFINED 01 SOLE
* AUTOZONE INC 053332102 5,430 000000059186 SH DEFINED 01 SOLE
* AVAYA INC 053499109 4,014 000000376249 SH DEFINED 01 SOLE
* AVERY DENNISON CORP 053611109 6,247 000000113039 SH DEFINED 01 SOLE
* AVNET INC 053807103 5,182 000000216475 SH DEFINED 01 SOLE
* AVOCENT CORP 053893103 2,252 000000082827 SH DEFINED 01 SOLE
* AVON PRODS INC 054303102 11,896 000000416679 SH DEFINED 01 SOLE
* BB&T CORP 054937107 20,870 000000497984 SH DEFINED 01 SOLE
* BCE INC 05534B109 720 000000030100 SH DEFINED 01 SOLE
* BISYS GROUP INC 055472104 2,713 000000193659 SH DEFINED 01 SOLE
* BJS WHOLESALE CLUB INC 05548J106 3,223 000000109059 SH DEFINED 01 SOLE
* BJ SVCS CO 055482103 10,947 000000298548 SH DEFINED 01 SOLE
* BP PLC 055622104 1,701 000000026500 SH DEFINED 01 SOLE
* BMC SOFTWARE INC 055921100 3,976 000000194084 SH DEFINED 01 SOLE
* BAKER HUGHES INC 057224107 18,403 000000302785 SH DEFINED 01 SOLE
* BALL CORP 058498106 4,218 000000106197 SH DEFINED 01 SOLE
* BALLARD PWR SYS INC 05858H104 1,554 000000371945 SH DEFINED 04 SOLE
* BANDAG INC 059815100 911 000000021367 SH DEFINED 01 SOLE
* BANK OF AMERICA CORPOR ATION 060505104 162,779 000003527185 SH DEFINED 01 SOLE
* BANK HAWAII CORP 062540109 3,894 000000075554 SH DEFINED 01 SOLE
* BANK NEW YORK INC 064057102 22,198 000000696983 SH DEFINED 01 SOLE
* BANTA CORP 066821109 1,860 000000037367 SH DEFINED 01 SOLE
* BARD C R INC 067383109 6,484 000000098374 SH DEFINED 01 SOLE
* BARNES & NOBLE INC 067774109 3,416 000000080072 SH DEFINED 01 SOLE
* BARR PHARMACEUTICALS I NC 068306109 9,606 000000154219 SH DEFINED 01 SOLE
* BAUSCH & LOMB INC 071707103 5,060 000000074529 SH DEFINED 01 SOLE
* BAXTER INTL INC 071813109 22,575 000000599608 SH DEFINED 01 SOLE
* BEA SYS INC 073325102 349 000000037130 SH DEFINED 01 SOLE
* BEAR STEARNS COS INC 073902108 12,140 000000105088 SH DEFINED 01 SOLE
* BEAZER HOMES USA INC 07556Q105 4,538 000000062309 SH DEFINED 01 SOLE
* BECKMAN COULTER INC 075811109 5,145 000000090433 SH DEFINED 01 SOLE
* BECTON DICKINSON & CO 075887109 13,673 000000227590 SH DEFINED 01 SOLE
* BED BATH & BEYOND INC 075896100 13,938 000000385570 SH DEFINED 01 SOLE
BEL FUSE INC 077347201 286 000000011220 SH DEFINED 01 SOLE
* BELLSOUTH CORP 079860102 44,727 000001650466 SH DEFINED 01 SOLE
* BELO CORP 080555105 3,346 000000156293 SH DEFINED 01 SOLE
* BEMIS INC 081437105 2,801 000000100529 SH DEFINED 01 SOLE
* BERKLEY W R CORP 084423102 7,724 000000162204 SH DEFINED 01 SOLE
* BEST BUY INC 086516101 15,979 000000367515 SH DEFINED 01 SOLE
* BEVERLY ENTERPRISES IN C 087851309 525 000000045000 SH DEFINED 01 SOLE
* BIG LOTS INC 089302103 1,342 000000111767 SH DEFINED 01 SOLE
* BIOMET INC 090613100 9,153 000000250304 SH DEFINED 01 SOLE
* BIOGEN IDEC INC 09062X103 15,023 000000331798 SH DEFINED 01 SOLE
* BIOTECH HOLDERS TR 09067D201 156,982 000000781900 SH DEFINED 01 SOLE
1Page 5 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * BLACK & DECKER CORP 091797100 6,483 000000074559 SH DEFINED 01 SOLE
* BLACK HILLS CORP 092113109 1,838 000000053110 SH DEFINED 01 SOLE
* BLOCK H & R INC 093671105 7,684 000000313011 SH DEFINED 01 SOLE
* BLOCKBUSTER INC 093679108 457 000000122000 SH DEFINED 01 SOLE
* BLYTH INC 09643P108 1,063 000000050765 SH DEFINED 01 SOLE
* BOB EVANS FARMS INC 096761101 1,382 000000059952 SH DEFINED 01 SOLE
* BOEING CO 097023105 50,928 000000725069 SH DEFINED 01 SOLE
* BORDERS GROUP INC 099709107 2,223 000000102629 SH DEFINED 01 SOLE
* BORG WARNER INC 099724106 5,328 000000087886 SH DEFINED 01 SOLE
* BOSTON SCIENTIFIC CORP 101137107 12,959 000000529174 SH DEFINED 01 SOLE
* BOWATER INC 102183100 2,597 000000084553 SH DEFINED 01 SOLE
* BOYD GAMING CORP 103304101 3,461 000000072639 SH DEFINED 01 SOLE
BRAZIL FD INC 105759104 918 000000019300 SH DEFINED 01 SOLE
* BRINKER INTL INC 109641100 5,044 000000130475 SH DEFINED 01 SOLE
* BRINKS CO 109696104 4,824 000000100700 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO 110122AN8 2,462 000002500000 PRN DEFINED 01 SOLE
* BRISTOL MYERS SQUIBB C O 110122108 40,741 000001772891 SH DEFINED 01 SOLE
* BRISTOL MYERS SQUIBB C O 110122108 252 000000011000 SH DEFINED 04 SOLE
* BROADCOM CORP 111320107 12,825 000000272020 SH DEFINED 01 SOLE
* BROWN & BROWN INC 115236101 4,951 000000162127 SH DEFINED 01 SOLE
BROWN FORMAN CORP 115637100 723 000000010200 SH DEFINED 01 SOLE
* BROWN FORMAN CORP 115637209 5,321 000000076766 SH DEFINED 01 SOLE
* BRUNSWICK CORP 117043109 6,201 000000152517 SH DEFINED 01 SOLE
* BUILDING MATLS HLDG CO RP 120113105 1,372 000000020116 SH DEFINED 01 SOLE
* BURLINGTON NORTHN SANT A FE C 12189T104 23,426 000000330793 SH DEFINED 01 SOLE
* BURLINGTON RES INC 122014103 40,327 000000467842 SH DEFINED 01 SOLE
CBRL GROUP INC 12489VAB2 2,530 000005500000 SH DEFINED 01 SOLE
* CBRL GROUP INC 12489V106 2,941 000000083690 SH DEFINED 01 SOLE
* C D W CORP 12512N105 5,714 000000099248 SH DEFINED 01 SOLE
* CEC ENTMT INC 125137109 309 000000009100 SH DEFINED 01 SOLE
* C H ROBINSON WORLDWIDE INC 12541W209 9,121 000000246331 SH DEFINED 01 SOLE
* CIGNA CORP 125509109 12,953 000000115967 SH DEFINED 01 SOLE
* CIT GROUP INC 125581108 9,490 000000183279 SH DEFINED 01 SOLE
* CMS ENERGY CORP 125896100 2,952 000000203453 SH DEFINED 01 SOLE
* CNA FINL CORP 126117100 700 000000021400 SH DEFINED 01 SOLE
* CNF INC 12612W104 5,190 000000092865 SH DEFINED 01 SOLE
* CSG SYS INTL INC 126349109 1,948 000000087277 SH DEFINED 01 SOLE
CSX CORP 126408GA5 4,775 000005000000 SH DEFINED 01 SOLE
* CSX CORP 126408103 9,977 000000196532 SH DEFINED 01 SOLE
* CVS CORP 126650100 20,499 000000775894 SH DEFINED 01 SOLE
* CABLEVISION SYS CORP 12686C109 704 000000030000 SH DEFINED 01 SOLE
* CABOT CORP 127055101 3,301 000000092217 SH DEFINED 01 SOLE
* CABOT MICROELECTRONICS CORP 12709P103 1,353 000000046214 SH DEFINED 01 SOLE
* CADENCE DESIGN SYSTEM INC 127387108 6,999 000000413679 SH DEFINED 01 SOLE
* CALLAWAY GOLF CO 131193104 1,467 000000106014 SH DEFINED 01 SOLE
* CAMPBELL SOUP CO 134429109 5,652 000000189871 SH DEFINED 01 SOLE
1Page 6 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * CANADIAN PAC RY LTD 13645T100 343 000000008200 SH DEFINED 01 SOLE
* CAPITAL ONE FINL CORP 14040H105 22,970 000000265866 SH DEFINED 01 SOLE
* CAPITALSOURCE INC 14055X102 300 000000013400 SH DEFINED 01 SOLE
CAPTIVA SOFTWARE COR P DEL 14073T109 3,112 000000140000 SH DEFINED 01 SOLE
* CARDINAL HEALTH INC 14149Y108 26,339 000000383121 SH DEFINED 01 SOLE
* CAREER EDUCATION CORP 141665109 4,992 000000148063 SH DEFINED 01 SOLE
* CAREMARK RX INC 141705103 20,866 000000402897 SH DEFINED 01 SOLE
* CARLISLE COS INC 142339100 3,341 000000048321 SH DEFINED 01 SOLE
* CARMAX INC 143130102 4,416 000000159568 SH DEFINED 01 SOLE
CARMIKE CINEMAS INC 143436400 1,644 000000064856 SH DEFINED 01 SOLE
* CARNIVAL CORP 143658300 21,284 000000398058 SH DEFINED 01 SOLE
* CATALINA MARKETING COR P 148867104 1,624 000000064074 SH DEFINED 01 SOLE
* CATERPILLAR INC DEL 149123101 35,257 000000610312 SH DEFINED 01 SOLE
CATHAY GENERAL BANCO RP 149150104 2,712 000000075475 SH DEFINED 01 SOLE
* CBOT HLDGS INC 14984K106 656 000000007000 SH DEFINED 04 SOLE
* CELGENE CORP 151020104 663 000000010241 SH DEFINED 01 SOLE
* CENDANT CORP 151313103 16,248 000000941914 SH DEFINED 01 SOLE
* CENTERPOINT ENERGY INC 15189T107 4,017 000000312669 SH DEFINED 01 SOLE
* CENTEX CORP 152312104 8,694 000000121616 SH DEFINED 01 SOLE
* CENTURYTEL INC 156700106 4,023 000000121337 SH DEFINED 01 SOLE
CEPHALON INC 156708AK5 2,890 000002500000 SH DEFINED 01 SOLE
* CEPHALON INC 156708109 5,467 000000084460 SH DEFINED 01 SOLE
* CERIDIAN CORP NEW 156779100 5,256 000000211541 SH DEFINED 01 SOLE
* CERTEGY INC 156880106 4,632 000000114207 SH DEFINED 01 SOLE
* CHARLES RIV LABS INTL INC 159864107 5,243 000000123752 SH DEFINED 01 SOLE
CHECKERS DRIVE-IN RE STAURANT 162809305 818 000000054000 SH DEFINED 01 SOLE
* CHECKFREE CORP NEW 162813109 7,863 000000171327 SH DEFINED 01 SOLE
* CHEESECAKE FACTORY INC 163072101 4,308 000000115239 SH DEFINED 01 SOLE
* CHEMTURA CORP 163893100 4,544 000000357873 SH DEFINED 01 SOLE
* CHESAPEAKE ENERGY CORP 165167107 606 000000019100 SH DEFINED 01 SOLE
* CHEVRON CORP NEW 166764100 114,029 000002008624 SH DEFINED 01 SOLE
* CHICAGO MERCANTILE HLD GS INC 167760107 404 000000001100 SH DEFINED 01 SOLE
* CHICOS FAS INC 168615102 11,400 000000259508 SH DEFINED 01 SOLE
* CHIRON CORP 170040109 13,986 000000314734 SH DEFINED 01 SOLE
* CHOICEPOINT INC 170388102 5,906 000000132690 SH DEFINED 01 SOLE
* CHUBB CORP 171232101 17,787 000000182153 SH DEFINED 01 SOLE
* CHURCH & DWIGHT INC 171340102 3,248 000000098340 SH DEFINED 01 SOLE
* CIENA CORP 171779101 1,610 000000542333 SH DEFINED 01 SOLE
* CINCINNATI BELL INC NE W 171871106 1,463 000000417083 SH DEFINED 01 SOLE
* CINCINNATI BELL INC NE W 171871106 877 000000250000 SH DEFINED 01 SOLE
* CINCINNATI FINL CORP 172062101 6,977 000000156175 SH DEFINED 01 SOLE
* CINERGY CORP 172474108 7,694 000000181214 SH DEFINED 01 SOLE
* CIRCUIT CITY STORE INC 172737108 3,203 000000141827 SH DEFINED 01 SOLE
* CISCO SYS INC 17275R102 95,277 000005565269 SH DEFINED 01 SOLE
* CINTAS CORP 172908105 7,217 000000175492 SH DEFINED 01 SOLE
* CITIGROUP INC 172967101 215,395 000004438406 SH DEFINED 01 SOLE
1Page 7 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * CITIZENS COMMUNICATION S CO 17453B101 3,834 000000313537 SH DEFINED 01 SOLE
* CITRIX SYS INC 177376100 4,760 000000165708 SH DEFINED 01 SOLE
* CITY NATL CORP 178566105 4,617 000000063744 SH DEFINED 01 SOLE
* CLAIRES STORES INC 179584107 4,263 000000145925 SH DEFINED 01 SOLE
* CLEAR CHANNEL COMMUNIC ATIONS 184502102 15,262 000000485285 SH DEFINED 01 SOLE
* CLEAR CHANNEL COMMUNIC ATIONS 184502102 943 000000030000 SH DEFINED 01 SOLE
* CLOROX CO DEL 189054109 8,093 000000142257 SH DEFINED 01 SOLE
* COACH INC 189754104 13,642 000000409187 SH DEFINED 01 SOLE
* COACH INC 189754104 290 000000008700 SH DEFINED 04 SOLE
* COCA COLA CO 191216100 75,322 000001868578 SH DEFINED 01 SOLE
* COCA COLA ENTERPRISES INC 191219104 5,434 000000283491 SH DEFINED 01 SOLE
* COGNIZANT TECHNOLOGY S OLUTIO 192446102 9,955 000000198033 SH DEFINED 01 SOLE
* COLGATE PALMOLIVE CO 194162103 25,336 000000461917 SH DEFINED 01 SOLE
COLLEGIATE FDG SVCS INC 19458M108 395 000000020000 SH DEFINED 01 SOLE
* COLONIAL BANCGROUP INC 195493309 5,631 000000236406 SH DEFINED 01 SOLE
COLUMBIA BANCORP 197227101 536 000000013000 SH DEFINED 01 SOLE
* COMCAST CORP NEW 20030N101 133,198 000005138833 SH DEFINED 01 SOLE
* COMCAST CORP NEW 20030N101 518 000000020000 SH DEFINED 01 SOLE
* COMERICA INC 200340107 8,827 000000155525 SH DEFINED 01 SOLE
* COMMERCE BANCORP INC N J 200519106 8,816 000000256212 SH DEFINED 01 SOLE
* COMMSCOPE INC 203372107 1,738 000000086344 SH DEFINED 01 SOLE
* COMMUNITY HEALTH SYS I NC NEW 203668108 5,031 000000131241 SH DEFINED 01 SOLE
COMPANHIA VALE DO RI O DOCE 204412100 1,305 000000036000 SH DEFINED 01 SOLE
* COMPANIA DE MINAS BUEN AVENTU 204448104 229 000000008100 SH DEFINED 01 SOLE
* COMPASS BANCSHARES INC 20449H109 5,455 000000113077 SH DEFINED 01 SOLE
* COMPUTER ASSOC INTL IN C 204912109 11,706 000000415280 SH DEFINED 01 SOLE
* COMPUTER SCIENCES CORP 205363104 8,350 000000164902 SH DEFINED 01 SOLE
* COMPUWARE CORP 205638109 3,140 000000350167 SH DEFINED 01 SOLE
* COMVERSE TECHNOLOGY IN C 205862402 5,023 000000188924 SH DEFINED 01 SOLE
* CONAGRA FOODS INC 205887102 10,297 000000507770 SH DEFINED 01 SOLE
CONNETICS CORP 208192AD6 9,640 000012500000 PRN DEFINED 01 SOLE
* CONOCOPHILLIPS 20825C104 72,419 000001244750 SH DEFINED 01 SOLE
* CONSECO INC 208464883 1,548 000000066822 SH DEFINED 01 SOLE
* CONSOLIDATED EDISON IN C 209115104 10,526 000000227217 SH DEFINED 01 SOLE
* CONSTELLATION BRANDS I NC 21036P108 4,611 000000175803 SH DEFINED 01 SOLE
* CONSTELLATION ENERGY G ROUP I 210371100 9,394 000000163093 SH DEFINED 01 SOLE
* CONVERGYS CORP 212485106 2,279 000000143844 SH DEFINED 01 SOLE
* COOPER CAMERON CORP 216640102 6,825 000000164872 SH DEFINED 01 SOLE
* COOPER COS INC 216648402 395 000000007700 SH DEFINED 01 SOLE
* COOPER TIRE & RUBR CO 216831107 1,351 000000088219 SH DEFINED 01 SOLE
* COPART INC 217204106 2,570 000000111463 SH DEFINED 01 SOLE
CORE MARK HOLDING CO INC 218681104 1,887 000000059436 SH DEFINED 01 SOLE
* CORINTHIAN COLLEGES IN C 218868107 1,690 000000143634 SH DEFINED 01 SOLE
* CORNING INC 219350105 26,474 000001346611 SH DEFINED 01 SOLE
* CORPORATE EXECUTIVE BR D CO 21988R102 5,166 000000057595 SH DEFINED 01 SOLE
* COST PLUS INC CALIF 221485105 191 000000011165 SH DEFINED 01 SOLE
1Page 8 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * COSTCO WHSL CORP NEW 22160K105 20,911 000000422711 SH DEFINED 01 SOLE
* COTT CORP QUE 22163N106 223 000000015200 SH DEFINED 01 SOLE
* COUNTRYWIDE FINANCIAL CORP 222372104 18,377 000000537506 SH DEFINED 01 SOLE
COVAD COMMUNICATIONS GROUP I 222814204 62 000000063499 SH DEFINED 01 SOLE
* COVANCE INC 222816100 4,450 000000091662 SH DEFINED 01 SOLE
* COVENTRY HEALTH CARE I NC 222862104 8,788 000000154287 SH DEFINED 01 SOLE
* COX RADIO INC 224051102 140 000000010000 SH DEFINED 01 SOLE
* CRANE CO 224399105 2,766 000000078434 SH DEFINED 01 SOLE
CRAWFORD & CO 224633107 161 000000028000 SH DEFINED 01 SOLE
CREDENCE SYS CORP 225302AF5 8,900 000010000000 PRN DEFINED 01 SOLE
* CREDENCE SYS CORP 225302108 1,149 000000165224 SH DEFINED 01 SOLE
* CREE INC 225447101 2,871 000000113751 SH DEFINED 01 SOLE
* CULLEN FROST BANKERS I NC 229899109 3,880 000000072296 SH DEFINED 01 SOLE
* CUMMINS INC 231021106 4,146 000000046209 SH DEFINED 01 SOLE
* CYPRESS SEMICONDUCTOR CORP 232806109 4,086 000000286796 SH DEFINED 01 SOLE
* CYTEC INDS INC 232820100 2,916 000000061222 SH DEFINED 01 SOLE
* CYTYC CORP 232946103 4,710 000000166877 SH DEFINED 01 SOLE
* DPL INC 233293109 4,845 000000186283 SH DEFINED 01 SOLE
* D R HORTON INC 23331A109 8,690 000000243232 SH DEFINED 01 SOLE
* DST SYS INC DEL 233326107 5,835 000000097409 SH DEFINED 01 SOLE
* DTE ENERGY CO 233331107 7,362 000000170462 SH DEFINED 01 SOLE
* DANA CORP 235811106 1,100 000000153276 SH DEFINED 01 SOLE
* DANAHER CORP DEL 235851102 13,792 000000247266 SH DEFINED 01 SOLE
* DARDEN RESTAURANTS INC 237194105 5,146 000000132374 SH DEFINED 01 SOLE
* DAVITA INC 23918K108 425 000000008400 SH DEFINED 01 SOLE
* DEAN FOODS CO NEW 242370104 7,727 000000205181 SH DEFINED 01 SOLE
* DECKERS OUTDOOR CORP 243537107 403 000000014600 SH DEFINED 01 SOLE
* DEERE & CO 244199105 14,675 000000215464 SH DEFINED 01 SOLE
* DELL INC 24702R101 65,114 000002174116 SH DEFINED 01 SOLE
* DENBURY RES INC 247916208 3,849 000000168991 SH DEFINED 01 SOLE
* DELUXE CORP 248019101 2,517 000000083533 SH DEFINED 01 SOLE
* DENTSPLY INTL INC NEW 249030107 6,459 000000120317 SH DEFINED 01 SOLE
* DEVELOPERS DIVERSIFIED RLTY 251591103 7,373 000000156818 SH DEFINED 01 SOLE
* DEVON ENERGY CORP NEW 25179M103 25,240 000000403587 SH DEFINED 01 SOLE
* DEVRY INC DEL 251893103 2,133 000000106699 SH DEFINED 01 SOLE
* DEX MEDIA INC 25212E100 7,411 000000273600 SH DEFINED 01 SOLE
* DIAGEO P L C 25243Q205 250 000000004300 SH DEFINED 01 SOLE
* DIAMONDS TR 252787106 267 000000002500 SH DEFINED 01 SOLE
* DIEBOLD INC 253651103 4,402 000000115855 SH DEFINED 01 SOLE
* DILLARDS INC 254067101 1,518 000000061200 SH DEFINED 01 SOLE
* DISCOVERY HOLDING CO 25468Y107 365 000000024112 SH DEFINED 01 SOLE
* DISNEY WALT CO 254687106 46,032 000001920434 SH DEFINED 01 SOLE
* DOLLAR GEN CORP 256669102 5,416 000000284026 SH DEFINED 01 SOLE
* DOLLAR TREE STORES INC 256747106 3,996 000000166939 SH DEFINED 01 SOLE
* DOMINION RES INC VA NE W 25746U109 24,351 000000315429 SH DEFINED 01 SOLE
* DONALDSON INC 257651109 3,233 000000101671 SH DEFINED 01 SOLE
1Page 9 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * DONNELLEY R R & SONS C O 257867101 6,795 000000198653 SH DEFINED 01 SOLE
* DOVER CORP 260003108 7,381 000000182299 SH DEFINED 01 SOLE
* DOW CHEM CO 260543103 38,989 000000889764 SH DEFINED 01 SOLE
* DOW JONES & CO INC 260561105 2,054 000000057896 SH DEFINED 01 SOLE
DRIL-QUIP INC 262037104 476 000000010100 SH DEFINED 01 SOLE
* DU PONT E I DE NEMOURS & CO 263534109 35,458 000000834320 SH DEFINED 01 SOLE
* DUKE ENERGY CORP 264399106 22,668 000000825816 SH DEFINED 01 SOLE
* DUN & BRADSTREET CORP DEL NE 26483E100 6,698 000000100041 SH DEFINED 01 SOLE
* DURA AUTOMOTIVE SYSTEM S CORP 265903104 80 000000036000 SH DEFINED 01 SOLE
* DUQUESNE LT HLDGS INC 266233105 2,014 000000123449 SH DEFINED 01 SOLE
* DYCOM INDS INC 267475101 1,421 000000064628 SH DEFINED 01 SOLE
* DYNEGY INC NEW 26816Q101 1,401 000000289469 SH DEFINED 01 SOLE
* E M C CORP MASS 268648102 28,969 000002126946 SH DEFINED 01 SOLE
* ENSCO INTL INC 26874Q100 10,803 000000243604 SH DEFINED 01 SOLE
* EOG RES INC 26875P101 16,162 000000220288 SH DEFINED 01 SOLE
* E TRADE FINANCIAL CORP 269246104 7,549 000000361913 SH DEFINED 01 SOLE
* EAGLE MATERIALS INC 26969P108 2,483 000000020300 SH DEFINED 01 SOLE
* EASTMAN CHEM CO 277432100 4,116 000000079783 SH DEFINED 01 SOLE
* EASTMAN KODAK CO 277461109 6,237 000000266557 SH DEFINED 01 SOLE
* EATON CORP 278058102 11,622 000000173237 SH DEFINED 01 SOLE
* EATON VANCE CORP 278265103 5,337 000000195080 SH DEFINED 01 SOLE
* EBAY INC 278642103 45,663 000001056533 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATI ONS NEW 278762AG4 5,850 000006000000 PRN DEFINED 01 SOLE
* ECHOSTAR COMMUNICATION S NEW 278762109 601 000000022113 SH DEFINED 01 SOLE
* ECOLAB INC 278865100 5,961 000000164357 SH DEFINED 01 SOLE
* EDGE PETE CORP DEL 279862106 244 000000009828 SH DEFINED 01 SOLE
* EDISON INTL 281020107 13,675 000000313589 SH DEFINED 01 SOLE
* EDO CORP 281347104 373 000000013800 SH DEFINED 01 SOLE
* EDUCATION MGMT CORP 28139T101 3,338 000000099619 SH DEFINED 01 SOLE
* EDWARDS LIFESCIENCES C ORP 28176E108 3,739 000000089879 SH DEFINED 01 SOLE
* EDWARDS AG INC 281760108 5,281 000000112716 SH DEFINED 01 SOLE
* EL PASO CORP 28336L109 7,142 000000587410 SH DEFINED 01 SOLE
* ELECTRONIC ARTS INC 285512109 16,846 000000322048 SH DEFINED 01 SOLE
* ELECTRONIC DATA SYS NE W 285661104 11,290 000000469649 SH DEFINED 01 SOLE
* EMDEON CORP 290849108 719 000000085026 SH DEFINED 01 SOLE
* EMERSON ELEC CO 291011104 28,041 000000375382 SH DEFINED 01 SOLE
* EMMIS COMMUNICATIONS C ORP 291525103 1,217 000000061136 SH DEFINED 01 SOLE
* EMULEX CORP 292475209 233 000000011800 SH DEFINED 01 SOLE
* ENBRIDGE INC 29250N105 309 000000009900 SH DEFINED 01 SOLE
* ENCANA CORP 292505104 1,458 000000032300 SH DEFINED 01 SOLE
* ENERGEN CORP 29265N108 203 000000005600 SH DEFINED 01 SOLE
* ENERGY EAST CORP 29266M109 5,056 000000221777 SH DEFINED 01 SOLE
* ENERGIZER HLDGS INC 29266R108 4,952 000000099465 SH DEFINED 01 SOLE
* ENGELHARD CORP 292845104 3,481 000000115459 SH DEFINED 01 SOLE
* ENTERCOM COMMUNICATION S CORP 293639100 1,781 000000060054 SH DEFINED 01 SOLE
* ENTERGY CORP NEW 29364G103 12,713 000000185192 SH DEFINED 01 SOLE
1Page 10 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * EQUIFAX INC 294429105 4,559 000000119936 SH DEFINED 01 SOLE
* EQUITABLE RES INC 294549100 6,744 000000183827 SH DEFINED 01 SOLE
* EQUITY OFFICE PROPERTI ES TRU 294741103 11,191 000000369005 SH DEFINED 01 SOLE
* EQUITY RESIDENTIAL 29476L107 10,081 000000257715 SH DEFINED 01 SOLE
* ERICSSON L M TEL CO 294821608 372 000000010843 SH DEFINED 01 SOLE
* EXELON CORP 30161N101 31,643 000000595476 SH DEFINED 01 SOLE
* EXPEDIA INC DEL 30212P105 2,004 000000083650 SH DEFINED 01 SOLE
* EXPEDITORS INTL WASH I NC 302130109 10,369 000000153602 SH DEFINED 01 SOLE
* EXPRESS SCRIPTS INC 302182100 13,778 000000164416 SH DEFINED 01 SOLE
* EXTREME NETWORKS INC 30226D106 104 000000021994 SH DEFINED 01 SOLE
* EXXON MOBIL CORP 30231G102 312,420 000005562061 SH DEFINED 01 SOLE
* FLIR SYS INC 302445101 323 000000014497 SH DEFINED 01 SOLE
* FMC TECHNOLOGIES INC 30249U101 4,342 000000101186 SH DEFINED 01 SOLE
* F M C CORP 302491303 3,154 000000059325 SH DEFINED 01 SOLE
* FPL GROUP INC 302571104 15,959 000000384014 SH DEFINED 01 SOLE
* FAIR ISAAC CORP 303250104 4,377 000000099095 SH DEFINED 01 SOLE
* FAIRCHILD SEMICONDUCTO R INTL 303726103 3,039 000000179766 SH DEFINED 01 SOLE
* FAMILY DLR STORES INC 307000109 3,602 000000145327 SH DEFINED 01 SOLE
* FASTENAL CO 311900104 6,950 000000177618 SH DEFINED 01 SOLE
* FEDERAL HOME LN MTG CO RP 313400301 41,140 000000629547 SH DEFINED 01 SOLE
* FEDERAL NATL MTG ASSN 313586109 42,475 000000870222 SH DEFINED 01 SOLE
* FEDERAL SIGNAL CORP 313855108 1,229 000000081910 SH DEFINED 01 SOLE
* FEDERATED DEPT STORES INC DE 31410H101 16,388 000000247082 SH DEFINED 01 SOLE
* FEDERATED INVS INC PA 314211103 2,972 000000080262 SH DEFINED 01 SOLE
* FEDEX CORP 31428X106 27,923 000000270081 SH DEFINED 01 SOLE
* FERRO CORP 315405100 1,336 000000071216 SH DEFINED 01 SOLE
* F5 NETWORKS INC 315616102 3,351 000000058603 SH DEFINED 01 SOLE
FIDELITY NATL TITLE GROUP IN 31620R105 243 000000010000 SH DEFINED 01 SOLE
* FIDELITY NATL FINL INC 316326107 10,992 000000298780 SH DEFINED 01 SOLE
* FIFTH THIRD BANCORP 316773100 19,849 000000526220 SH DEFINED 01 SOLE
* FIRST AMERN CORP CALIF 318522307 6,275 000000138525 SH DEFINED 01 SOLE
* FIRST DATA CORP 319963104 30,522 000000709666 SH DEFINED 01 SOLE
* FIRST HORIZON NATL COR P 320517105 4,715 000000122679 SH DEFINED 01 SOLE
* FISERV INC 337738108 7,839 000000181173 SH DEFINED 01 SOLE
* FIRSTMERIT CORP 337915102 3,324 000000128317 SH DEFINED 01 SOLE
* FIRSTENERGY CORP 337932107 14,404 000000294032 SH DEFINED 01 SOLE
* FISHER SCIENTIFIC INTL INC 338032204 10,031 000000162158 SH DEFINED 01 SOLE
* FLUOR CORP NEW 343412102 6,146 000000079561 SH DEFINED 01 SOLE
* FLOWSERVE CORP 34354P105 3,259 000000082389 SH DEFINED 01 SOLE
* FOOT LOCKER INC 344849104 5,384 000000228240 SH DEFINED 01 SOLE
* FORD MTR CO DEL 345370860 14,018 000001815895 SH DEFINED 01 SOLE
* FORD MTR CO DEL 345370860 111 000000014300 SH DEFINED 06 SOLE
FOREST CITY ENTERPRI SES INC 345550107 254 000000006700 SH DEFINED 01 SOLE
* FOREST LABS INC 345838106 14,794 000000363669 SH DEFINED 01 SOLE
* FOREST OIL CORP 346091705 3,809 000000083605 SH DEFINED 01 SOLE
* FORTUNE BRANDS INC 349631101 11,757 000000150698 SH DEFINED 01 SOLE
1Page 11 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * FOUNDRY NETWORKS INC 35063R100 461 000000033407 SH DEFINED 01 SOLE
* FRANKLIN RES INC 354613101 12,703 000000135128 SH DEFINED 01 SOLE
* FREEPORT-MCMORAN COPPE R & GO 35671D857 9,118 000000169488 SH DEFINED 01 SOLE
* FURNITURE BRANDS INTL INC 360921100 1,844 000000082621 SH DEFINED 01 SOLE
* GATX CORP 361448103 3,143 000000087129 SH DEFINED 01 SOLE
* GALLAGHER ARTHUR J & C O 363576109 4,313 000000139690 SH DEFINED 01 SOLE
* GAMESTOP CORP NEW 36467W109 3,068 000000096443 SH DEFINED 01 SOLE
* GANNETT INC 364730101 13,187 000000217723 SH DEFINED 01 SOLE
* GAP INC DEL 364760108 9,066 000000513955 SH DEFINED 01 SOLE
* GARTNER INC 366651107 1,316 000000102079 SH DEFINED 01 SOLE
* GATEWAY INC 367626108 694 000000276808 SH DEFINED 01 SOLE
* GEAC COMPUTER LTD 368289104 599 000000055000 SH DEFINED 01 SOLE
* GEN-PROBE INC NEW 36866T103 3,760 000000077078 SH DEFINED 01 SOLE
* GENERAL COMMUNICATION INC 369385109 1,033 000000100000 SH DEFINED 01 SOLE
* GENERAL DYNAMICS CORP 369550108 23,247 000000203832 SH DEFINED 01 SOLE
* GENERAL ELECTRIC CO 369604103 324,823 000009267430 SH DEFINED 01 SOLE
* GENERAL MLS INC 370334104 15,851 000000321409 SH DEFINED 01 SOLE
* GENERAL MTRS CORP 370442105 11,001 000000566488 SH DEFINED 01 SOLE
* GENERAL MTRS CORP 370442105 213 000000011000 SH DEFINED 04 SOLE
* GENESIS MICROCHIP INC DEL 37184C103 393 000000021741 SH DEFINED 01 SOLE
* GENTEX CORP 371901109 4,441 000000227748 SH DEFINED 01 SOLE
* GENUINE PARTS CO 372460105 7,076 000000161117 SH DEFINED 01 SOLE
* GENWORTH FINL INC 37247D106 11,575 000000334735 SH DEFINED 01 SOLE
* GENZYME CORP 372917104 18,292 000000258435 SH DEFINED 01 SOLE
* GETTY IMAGES INC 374276103 339 000000003800 SH DEFINED 01 SOLE
* GILEAD SCIENCES INC 375558103 24,256 000000461406 SH DEFINED 01 SOLE
* GLATFELTER 377316104 1,058 000000074595 SH DEFINED 01 SOLE
* GLOBAL INDS LTD 379336100 216 000000019068 SH DEFINED 01 SOLE
* GLOBAL PMTS INC 37940X102 274 000000005900 SH DEFINED 01 SOLE
* GOLD BANC CORP INC 379907108 1,822 000000100000 SH DEFINED 01 SOLE
* GOLDEN WEST FINL CORP DEL 381317106 14,927 000000226175 SH DEFINED 01 SOLE
* GOLDMAN SACHS GROUP IN C 38141G104 51,208 000000400976 SH DEFINED 01 SOLE
* GOODRICH CORP 382388106 4,737 000000115273 SH DEFINED 01 SOLE
* GOODYEAR TIRE & RUBR C O 382550101 3,036 000000174710 SH DEFINED 01 SOLE
* GOODYEAR TIRE & RUBR C O 382550101 260 000000015000 SH DEFINED 01 SOLE
* GOOGLE INC 38259P508 2,837 000000006840 SH DEFINED 01 SOLE
* GOOGLE INC 38259P508 373 000000000900 SH DEFINED 04 SOLE
* GRACO INC 384109104 3,772 000000103412 SH DEFINED 01 SOLE
* GRAINGER W W INC 384802104 4,998 000000070304 SH DEFINED 01 SOLE
* GRANITE CONSTR INC 387328107 1,854 000000051656 SH DEFINED 01 SOLE
* GRANT PRIDECO INC 38821G101 8,172 000000185238 SH DEFINED 01 SOLE
* GREAT PLAINS ENERGY IN C 391164100 3,421 000000122376 SH DEFINED 01 SOLE
* GREATER BAY BANCORP 391648102 2,046 000000079898 SH DEFINED 01 SOLE
* GTECH HLDGS CORP 400518106 5,766 000000181682 SH DEFINED 01 SOLE
* GUIDANT CORP 401698105 21,715 000000335371 SH DEFINED 01 SOLE
* HCA INC 404119109 19,090 000000378039 SH DEFINED 01 SOLE
1Page 12 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * HCC INS HLDGS INC 404132102 4,706 000000158562 SH DEFINED 01 SOLE
* HNI CORP 404251100 4,408 000000080255 SH DEFINED 01 SOLE
* HALLIBURTON CO 406216101 28,478 000000459624 SH DEFINED 01 SOLE
* HANOVER COMPRESSOR CO 410768105 2,025 000000143526 SH DEFINED 01 SOLE
* HANOVER INS GROUP INC 410867105 3,338 000000079937 SH DEFINED 01 SOLE
* HARLEY DAVIDSON INC 412822108 13,060 000000253647 SH DEFINED 01 SOLE
* HARMAN INTL INDS INC 413086109 9,311 000000095164 SH DEFINED 01 SOLE
* HARRAHS ENTMT INC 413619107 11,757 000000164922 SH DEFINED 01 SOLE
* HARRIS CORP DEL 413875105 8,477 000000197114 SH DEFINED 01 SOLE
* HARSCO CORP 415864107 4,247 000000062923 SH DEFINED 01 SOLE
* HARTE-HANKS INC 416196103 2,287 000000086697 SH DEFINED 01 SOLE
* HARTFORD FINL SVCS GRO UP INC 416515104 23,191 000000270011 SH DEFINED 01 SOLE
* HASBRO INC 418056107 3,383 000000167643 SH DEFINED 01 SOLE
* HAWAIIAN ELEC INDUSTRI ES 419870100 3,237 000000125014 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC IN C NEW 421933AG7 27,168 000031500000 SH DEFINED 01 SOLE
* HEALTH MGMT ASSOC INC NEW 421933102 5,120 000000233171 SH DEFINED 01 SOLE
* HEALTH NET INC 42222G108 8,482 000000164554 SH DEFINED 01 SOLE
* HEARTLAND EXPRESS INC 422347104 211 000000010444 SH DEFINED 01 SOLE
HEICO CORP NEW 422806208 5,501 000000268100 SH DEFINED 01 SOLE
* HEINZ H J CO 423074103 11,558 000000342769 SH DEFINED 01 SOLE
* HELMERICH & PAYNE INC 423452101 5,088 000000082196 SH DEFINED 01 SOLE
* HENRY JACK & ASSOC INC 426281101 2,196 000000115075 SH DEFINED 01 SOLE
* HERCULES INC 427056106 1,348 000000119325 SH DEFINED 01 SOLE
* HERSHEY CO 427866108 9,569 000000173201 SH DEFINED 01 SOLE
* HEWLETT PACKARD CO 428236103 72,814 000002543280 SH DEFINED 01 SOLE
* HIGHWOODS PPTYS INC 431284108 2,339 000000082218 SH DEFINED 01 SOLE
* HILB ROGAL & HOBBS CO 431294107 250 000000006500 SH DEFINED 01 SOLE
* HILLENBRAND INDS INC 431573104 4,458 000000090233 SH DEFINED 01 SOLE
* HILTON HOTELS CORP 432848109 7,363 000000305423 SH DEFINED 01 SOLE
* HOLLY CORP 435758305 1,766 000000030000 SH DEFINED 01 SOLE
* HOME DEPOT INC 437076102 76,608 000001892504 SH DEFINED 01 SOLE
* HONEYWELL INTL INC 438516106 28,774 000000772463 SH DEFINED 01 SOLE
* HORACE MANN EDUCATORS CORP N 440327104 1,367 000000072132 SH DEFINED 01 SOLE
* HORMEL FOODS CORP 440452100 3,777 000000115584 SH DEFINED 01 SOLE
* HOSPITALITY PPTYS TR 44106M102 4,461 000000111251 SH DEFINED 01 SOLE
* HOSPIRA INC 441060100 6,280 000000146808 SH DEFINED 01 SOLE
* HOT TOPIC INC 441339108 237 000000016644 SH DEFINED 01 SOLE
* HOUSTON EXPL CO 442120101 422 000000008000 SH DEFINED 01 SOLE
* HOVNANIAN ENTERPRISES INC 442487203 2,674 000000053881 SH DEFINED 01 SOLE
* HUANENG PWR INTL INC 443304100 629 000000024000 SH DEFINED SOLE
* HUBBELL INC 443510102 13,920 000000336900 SH DEFINED 01 SOLE
* HUDSON UNITED BANCORP 444165104 14,979 000000359400 SH DEFINED 01 SOLE
* HUGHES SUPPLY INC 444482103 261 000000007300 SH DEFINED 01 SOLE
* HUMANA INC 444859102 8,196 000000150869 SH DEFINED 01 SOLE
* HUMAN GENOME SCIENCES INC 444903108 2,422 000000283000 SH DEFINED 04 SOLE
* HUNT J B TRANS SVCS IN C 445658107 4,115 000000181787 SH DEFINED 01 SOLE
1Page 13 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * HUNTINGTON BANCSHARES INC 446150104 5,049 000000212612 SH DEFINED 01 SOLE
* HUNTSMAN CORP 447011107 1,010 000000058710 SH DEFINED 01 SOLE
* IAC INTERACTIVECORP 44919P300 889 000000031408 SH DEFINED 01 SOLE
* IDX SYS CORP 449491109 5,614 000000127800 SH DEFINED 01 SOLE
* IHOP CORP 449623107 290 000000006200 SH DEFINED 01 SOLE
* IMS HEALTH INC 449934108 5,181 000000207929 SH DEFINED 01 SOLE
* ITT EDUCATIONAL SERVIC ES INC 45068B109 3,663 000000061979 SH DEFINED 01 SOLE
* ITT INDS INC IND 450911102 9,159 000000089086 SH DEFINED 01 SOLE
* ICICI BK LTD 45104G104 312 000000010865 SH DEFINED SOLE
* IDACORP INC 451107106 1,962 000000066991 SH DEFINED 01 SOLE
IDENIX PHARMACEUTICA LS INC 45166R204 5,131 000000301476 SH DEFINED 02 SOLE
IDENIX PHARMACEUTICA LS INC 45166R204 5,131 000000301476 SH DEFINED 02 SOLE
IDENIX PHARMACEUTICA LS INC 45166R204 5,131 000000301476 SH DEFINED 02 SOLE
IDENIX PHARMACEUTICA LS INC 45166R204 5,131 000000301476 SH DEFINED 02 SOLE
* IDEX CORP 45167R104 332 000000008100 SH DEFINED 01 SOLE
* ILLINOIS TOOL WKS INC 452308109 16,387 000000186248 SH DEFINED 01 SOLE
* IMATION CORP 45245A107 2,404 000000052182 SH DEFINED 01 SOLE
IMCLONE SYS INC 45245WAF6 2,508 000003000000 PRN DEFINED 01 SOLE
* IMMUCOR INC 452526106 226 000000009709 SH DEFINED 01 SOLE
* IMPAC MTG HLDGS INC 45254P102 143 000000015200 SH DEFINED 01 SOLE
* IMPERIAL OIL LTD 453038408 637 000000006400 SH DEFINED 01 SOLE
* INAMED CORP 453235103 5,892 000000067205 SH DEFINED 01 SOLE
* INCO LTD 453258402 243 000000005600 SH DEFINED 01 SOLE
* INCYTE CORP 45337C102 72 000000013531 SH DEFINED 01 SOLE
* INDEPENDENCE CMNTY BK CORP 453414104 5,892 000000148305 SH DEFINED 01 SOLE
* INDYMAC BANCORP INC 456607100 3,751 000000096145 SH DEFINED 01 SOLE
* INGRAM MICRO INC 457153104 3,439 000000172591 SH DEFINED 01 SOLE
* INTEGRATED DEVICE TECH NOLOGY 458118106 3,903 000000296155 SH DEFINED 01 SOLE
* INTEL CORP 458140100 132,665 000005315140 SH DEFINED 01 SOLE
* INTERNATIONAL BUSINESS MACHS 459200101 116,290 000001414721 SH DEFINED 01 SOLE
* INTERNATIONAL FLAVORS& FRAGRA 459506101 2,708 000000080853 SH DEFINED 01 SOLE
* INTERNATIONAL GAME TEC HNOLOG 459902102 9,266 000000301049 SH DEFINED 01 SOLE
* INTL PAPER CO 460146103 14,776 000000439640 SH DEFINED 01 SOLE
INTERNATIONAL RECTIF IER CORP 460254AE5 3,342 000003500000 PRN DEFINED 01 SOLE
* INTERNATIONAL RECTIFIE R CORP 460254105 3,420 000000107239 SH DEFINED 01 SOLE
* INTERNATIONAL SPEEDWAY CORP 460335201 2,919 000000060944 SH DEFINED 01 SOLE
* INTERNET HOLDRS TR 46059W102 41,723 000000633800 SH DEFINED 01 SOLE
* INTERSIL CORP 46069S109 6,063 000000243692 SH DEFINED 01 SOLE
INTERPUBLIC GROUP CO S INC 460690AT7 2,603 000002500000 PRN DEFINED 01 SOLE
* INTERPUBLIC GROUP COS INC 460690100 3,736 000000387193 SH DEFINED 01 SOLE
* INTUITIVE SURGICAL INC 46120E602 6,023 000000051363 SH DEFINED 01 SOLE
* INTUIT 461202103 8,919 000000167345 SH DEFINED 01 SOLE
* INVACARE CORP 461203101 321 000000010200 SH DEFINED 01 SOLE
INVITROGEN CORP 46185RAD2 6,833 000007000000 SH DEFINED 01 SOLE
* INVITROGEN CORP 46185R100 7,173 000000107647 SH DEFINED 01 SOLE
* INVESTORS FINL SERVICE S CORP 461915100 3,559 000000096634 SH DEFINED 01 SOLE
1Page 14 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * IRON MTN INC 462846106 350 000000008300 SH DEFINED 01 SOLE
* ITRON INC 465741106 233 000000005832 SH DEFINED 01 SOLE
* IVAX CORP 465823102 32,334 000001032071 SH DEFINED 01 SOLE
* JDS UNIPHASE CORP 46612J101 3,789 000001605587 SH DEFINED 01 SOLE
* JP MORGAN CHASE & CO 46625H100 122,369 000003083142 SH DEFINED 01 SOLE
* J2 GLOBAL COMMUNICATIO NS INC 46626E205 1,997 000000046733 SH DEFINED 01 SOLE
* JABIL CIRCUIT INC 466313103 5,864 000000158123 SH DEFINED 01 SOLE
* JACOBS ENGR GROUP INC DEL 469814107 5,731 000000084449 SH DEFINED 01 SOLE
* JAMDAT MOBILE INC 47023T100 321 000000012093 SH DEFINED 01 SOLE
* JANUS CAP GROUP INC 47102X105 3,821 000000205133 SH DEFINED 01 SOLE
* JEFFERIES GROUP INC NE W 472319102 3,302 000000073411 SH DEFINED 01 SOLE
* JEFFERSON PILOT CORP 475070108 9,907 000000174033 SH DEFINED 01 SOLE
* JETBLUE AWYS CORP 477143101 3,439 000000223627 SH DEFINED 01 SOLE
* JOHNSON & JOHNSON 478160104 158,013 000002629176 SH DEFINED 01 SOLE
* JOHNSON CTLS INC 478366107 12,513 000000171628 SH DEFINED 01 SOLE
* JONES APPAREL GROUP IN C 480074103 3,520 000000114590 SH DEFINED 01 SOLE
* JOY GLOBAL INC 481165108 7,140 000000178512 SH DEFINED 01 SOLE
* JUNIPER NETWORKS INC 48203R104 1,057 000000047428 SH DEFINED 01 SOLE
* KCS ENERGY INC 482434206 232 000000009600 SH DEFINED 01 SOLE
* KLA-TENCOR CORP 482480100 9,907 000000200849 SH DEFINED 01 SOLE
* KANSAS CITY SOUTHERN 485170302 261 000000010700 SH DEFINED 01 SOLE
* KB HOME 48666K109 5,413 000000074509 SH DEFINED 01 SOLE
* KELLOGG CO 487836108 10,584 000000244899 SH DEFINED 01 SOLE
KELLWOOD CO 488044AF5 5,981 000007500000 PRN DEFINED 01 SOLE
* KELLY SVCS INC 488152208 908 000000034656 SH DEFINED 01 SOLE
* KEMET CORP 488360108 1,041 000000147260 SH DEFINED 01 SOLE
* KENNAMETAL INC 489170100 2,966 000000058127 SH DEFINED 01 SOLE
* KERR MCGEE CORP 492386107 10,176 000000112002 SH DEFINED 01 SOLE
* KEYCORP NEW 493267108 12,272 000000372694 SH DEFINED 01 SOLE
* KEYSPAN CORP 49337W100 5,823 000000163169 SH DEFINED 01 SOLE
* KIMBERLY CLARK CORP 494368103 25,226 000000422910 SH DEFINED 01 SOLE
* KINDER MORGAN INC KANS 49455P101 9,113 000000099115 SH DEFINED 01 SOLE
* KING PHARMACEUTICALS I NC 495582108 3,683 000000217697 SH DEFINED 01 SOLE
* KNIGHT RIDDER INC 499040103 4,097 000000064732 SH DEFINED 01 SOLE
* KOHLS CORP 500255104 15,172 000000312196 SH DEFINED 01 SOLE
* KORN FERRY INTL 500643200 1,372 000000073458 SH DEFINED 01 SOLE
* KOS PHARMACEUTICALS IN C 500648100 844 000000016328 SH DEFINED 01 SOLE
* KRAFT FOODS INC 50075N104 1,371 000000048700 SH DEFINED 01 SOLE
* KRISPY KREME DOUGHNUTS INC 501014104 91 000000015900 SH DEFINED 01 SOLE
* KROGER CO 501044101 12,256 000000649164 SH DEFINED 01 SOLE
* LCA-VISION INC 501803308 322 000000006784 SH DEFINED 01 SOLE
* LSI LOGIC CORP 502161102 2,851 000000356426 SH DEFINED 01 SOLE
* LSI LOGIC CORP 502161102 122 000000015100 SH DEFINED 06 SOLE
* L-3 COMMUNICATIONS HLD GS INC 502424104 10,784 000000145052 SH DEFINED 01 SOLE
* LA QUINTA CORP 50419U202 6,127 000000550000 SH DEFINED 01 SOLE
* LA Z BOY INC 505336107 158 000000011700 SH DEFINED 01 SOLE
1Page 15 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 LABORATORY CORP AMER HLDGS 50540RAC6 16,775 000022000000 SH DEFINED 01 SOLE
* LABORATORY CORP AMER H LDGS 50540R409 6,683 000000124110 SH DEFINED 01 SOLE
* LABRANCHE & CO INC 505447102 1,041 000000102980 SH DEFINED 01 SOLE
* LAFARGE NORTH AMERICA INC 505862102 808 000000014700 SH DEFINED 01 SOLE
* LAM RESEARCH CORP 512807108 6,986 000000195801 SH DEFINED 01 SOLE
* LAMAR ADVERTISING CO 512815101 952 000000020653 SH DEFINED 01 SOLE
* LANCASTER COLONY CORP 513847103 1,608 000000043403 SH DEFINED 01 SOLE
* LATTICE SEMICONDUCTOR CORP 518415104 912 000000211314 SH DEFINED 01 SOLE
* LAUREATE EDUCATION INC 518613104 3,960 000000075430 SH DEFINED 01 SOLE
* LEAR CORP 521865105 4,074 000000143162 SH DEFINED 01 SOLE
* LEE ENTERPRISES INC 523768109 2,581 000000069935 SH DEFINED 01 SOLE
* LEGGETT & PLATT INC 524660107 4,235 000000184472 SH DEFINED 01 SOLE
* LEGG MASON INC 524901105 20,788 000000173687 SH DEFINED 01 SOLE
* LEHMAN BROS HLDGS INC 524908100 30,449 000000237572 SH DEFINED 01 SOLE
* LENNAR CORP 526057104 7,638 000000125179 SH DEFINED 01 SOLE
* LEUCADIA NATL CORP 527288104 5,660 000000119274 SH DEFINED 01 SOLE
* LEVEL 3 COMMUNICATIONS INC 52729N100 220 000000076902 SH DEFINED 01 SOLE
* LEXMARK INTL NEW 529771107 6,216 000000138663 SH DEFINED 01 SOLE
* LIBERTY GLOBAL INC 530555101 3,860 000000171563 SH DEFINED 01 SOLE
LIBERTY MEDIA CORP N EW 530718AF2 5,350 000005000000 PRN DEFINED 01 SOLE
* LIBERTY MEDIA CORP NEW 530718105 4,722 000000600000 SH DEFINED 01 SOLE
* LIBERTY PPTY TR 531172104 5,493 000000128213 SH DEFINED 01 SOLE
* LIFEPOINT HOSPITALS IN C 53219L109 3,309 000000088252 SH DEFINED 01 SOLE
* LILLY ELI & CO 532457108 59,459 000001050712 SH DEFINED 01 SOLE
* LIMITED BRANDS INC 532716107 6,971 000000311920 SH DEFINED 01 SOLE
* LINCARE HLDGS INC 532791100 6,258 000000149335 SH DEFINED 01 SOLE
* LINCOLN NATL CORP IND 534187109 8,429 000000158950 SH DEFINED 01 SOLE
* LINEAR TECHNOLOGY CORP 535678106 11,599 000000321573 SH DEFINED 01 SOLE
* LIZ CLAIBORNE INC 539320101 3,586 000000100123 SH DEFINED 01 SOLE
* LOCKHEED MARTIN CORP 539830109 20,253 000000318307 SH DEFINED 01 SOLE
* LOEWS CORP 540424108 20,611 000000217309 SH DEFINED 01 SOLE
* LONGVIEW FIBRE CO 543213102 1,675 000000080538 SH DEFINED 01 SOLE
* LOUISIANA PAC CORP 546347105 2,881 000000104900 SH DEFINED 01 SOLE
* LOWES COS INC 548661107 47,802 000000717104 SH DEFINED 01 SOLE
* LUBRIZOL CORP 549271104 4,330 000000099719 SH DEFINED 01 SOLE
* LUCENT TECHNOLOGIES IN C 549463107 10,596 000003983740 SH DEFINED 01 SOLE
* LYONDELL CHEMICAL CO 552078107 9,530 000000400087 SH DEFINED 01 SOLE
* M & T BK CORP 55261F104 8,023 000000073572 SH DEFINED 01 SOLE
* MBIA INC 55262C100 7,410 000000123179 SH DEFINED 01 SOLE
* MBNA CORP 55262L100 67,956 000002502990 SH DEFINED 01 SOLE
* M D C HLDGS INC 552676108 1,160 000000018720 SH DEFINED 01 SOLE
* MDU RES GROUP INC 552690109 5,698 000000174053 SH DEFINED 01 SOLE
* MCI INC 552691107 23,744 000001203473 SH DEFINED 01 SOLE
* MEMC ELECTR MATLS INC 552715104 5,634 000000254142 SH DEFINED 01 SOLE
* MGIC INVT CORP WIS 552848103 5,782 000000087855 SH DEFINED 01 SOLE
* MGM MIRAGE 552953101 550 000000015000 SH DEFINED 01 SOLE
1Page 16 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * MPS GROUP INC 553409103 2,133 000000156089 SH DEFINED 01 SOLE
* MSC INDL DIRECT INC 553530106 3,356 000000083452 SH DEFINED 01 SOLE
* MACERICH CO 554382101 5,839 000000086972 SH DEFINED 01 SOLE
* MACK CALI RLTY CORP 554489104 3,936 000000091125 SH DEFINED 01 SOLE
* MACROVISION CORP 555904101 1,408 000000084191 SH DEFINED 01 SOLE
* MAGELLAN HEALTH SVCS I NC 559079207 3,151 000000100202 SH DEFINED 01 SOLE
* MAGNA INTL INC 559222401 352 000000004900 SH DEFINED 01 SOLE
MAIN STR BKS INC NEW 56034R102 3,639 000000133672 SH DEFINED 01 SOLE
* MANOR CARE INC NEW 564055101 2,995 000000075309 SH DEFINED 01 SOLE
* MANPOWER INC 56418H100 6,092 000000131032 SH DEFINED 01 SOLE
* MARATHON OIL CORP 565849106 19,879 000000326057 SH DEFINED 01 SOLE
MARKEL CORP 570535104 380 000000001200 SH DEFINED 01 SOLE
* MARSH & MCLENNAN COS I NC 571748102 15,823 000000498226 SH DEFINED 01 SOLE
* MARSHALL & ILSLEY CORP 571834100 8,261 000000191952 SH DEFINED 01 SOLE
* MARRIOTT INTL INC NEW 571903202 9,792 000000146218 SH DEFINED 01 SOLE
* MARTEK BIOSCIENCES COR P 572901106 1,466 000000059601 SH DEFINED 01 SOLE
* MARTIN MARIETTA MATLS INC 573284106 5,560 000000072475 SH DEFINED 01 SOLE
MASCO CORP 574599BB1 4,550 000010000000 SH DEFINED 01 SOLE
* MASCO CORP 574599106 11,654 000000386038 SH DEFINED 01 SOLE
* MASSEY ENERGY CORP 576206106 450 000000011900 SH DEFINED 01 SOLE
* MATTEL INC 577081102 6,712 000000424295 SH DEFINED 01 SOLE
* MAXIM INTEGRATED PRODS INC 57772K101 11,723 000000323498 SH DEFINED 01 SOLE
* MAXTOR CORP 577729205 347 000000050000 SH DEFINED 01 SOLE
* MAVERICK TUBE CORP 577914104 338 000000008500 SH DEFINED 01 SOLE
* MAYTAG CORP 578592107 2,257 000000119973 SH DEFINED 01 SOLE
* MAYTAG CORP 578592107 508 000000027000 SH DEFINED 01 SOLE
* MCAFEE INC 579064106 6,717 000000247615 SH DEFINED 01 SOLE
* MCDATA CORP 580031102 2,987 000000865977 SH DEFINED 01 SOLE
* MCDONALDS CORP 580135101 37,946 000001125335 SH DEFINED 01 SOLE
* MCGRAW HILL COS INC 580645109 17,708 000000342986 SH DEFINED 01 SOLE
* MCKESSON CORP 58155Q103 14,182 000000274914 SH DEFINED 01 SOLE
* MEADWESTVACO CORP 583334107 4,616 000000164707 SH DEFINED 01 SOLE
* MEDCO HEALTH SOLUTIONS INC 58405U102 15,187 000000272180 SH DEFINED 01 SOLE
MEDIA GEN INC 584404107 1,902 000000037534 SH DEFINED 01 SOLE
* MEDIMMUNE INC 584699102 7,894 000000225429 SH DEFINED 01 SOLE
MEDTRONIC INC 585055AD8 37,968 000037500000 PRN DEFINED 01 SOLE
* MEDTRONIC INC 585055106 63,081 000001095736 SH DEFINED 01 SOLE
* MELLON FINL CORP 58551A108 12,741 000000372020 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP 587200AB2 2,981 000003000000 PRN DEFINED 01 SOLE
* MENTOR GRAPHICS CORP 587200106 1,334 000000129085 SH DEFINED 01 SOLE
* MERCANTILE BANKSHARES CORP 587405101 6,976 000000123615 SH DEFINED 01 SOLE
* MERCK & CO INC 589331107 63,697 000002002433 SH DEFINED 01 SOLE
* MERCURY GENL CORP NEW 589400100 3,692 000000063415 SH DEFINED 01 SOLE
MERCURY INTERACTIVE CORP 589405AD1 4,993 000005000000 SH DEFINED 01 SOLE
* MERCURY INTERACTIVE CO RP 589405109 3,115 000000112105 SH DEFINED 01 SOLE
* MEREDITH CORP 589433101 2,450 000000046815 SH DEFINED 01 SOLE
1Page 17 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * MERGE TECHNOLOGIES INC 589981109 285 000000011391 SH DEFINED 01 SOLE
* MERITAGE HOMES CORP 59001A102 528 000000008400 SH DEFINED 01 SOLE
MERRILL LYNCH & CO I NC 590188W46 7,950 000007500000 SH DEFINED 01 SOLE
* MERRILL LYNCH & CO INC 590188108 55,260 000000815892 SH DEFINED 01 SOLE
* METHANEX CORP 59151K108 1,124 000000060000 SH DEFINED 01 SOLE
* METLIFE INC 59156R108 35,387 000000722195 SH DEFINED 01 SOLE
* MICHAELS STORES INC 594087108 7,636 000000215895 SH DEFINED 01 SOLE
* MICREL INC 594793101 1,244 000000107361 SH DEFINED 01 SOLE
* MICROSOFT CORP 594918104 308 000000011800 SH DEFINED SOLE
* MICROSOFT CORP 594918104 210,852 000008063211 SH DEFINED 01 SOLE
* MICROCHIP TECHNOLOGY I NC 595017104 9,967 000000310020 SH DEFINED 01 SOLE
* MICROMUSE INC 595094103 2,176 000000220100 SH DEFINED 01 SOLE
MICRON TECHNOLOGY IN C 595112AG8 2,315 000002000000 PRN DEFINED 01 SOLE
* MICRON TECHNOLOGY INC 595112103 7,610 000000571780 SH DEFINED 01 SOLE
* MIDCAP SPDR TR 595635103 67,609 000000501962 SH DEFINED 01 SOLE
* MILLENNIUM PHARMACEUTI CALS I 599902103 4,407 000000454418 SH DEFINED 01 SOLE
* MILLER HERMAN INC 600544100 3,182 000000112892 SH DEFINED 01 SOLE
* MILLIPORE CORP 601073109 3,206 000000048552 SH DEFINED 01 SOLE
* MILLS CORP 601148109 469 000000011200 SH DEFINED 01 SOLE
* MINE SAFETY APPLIANCES CO 602720104 1,638 000000045257 SH DEFINED 01 SOLE
* MINERALS TECHNOLOGIES INC 603158106 1,831 000000032772 SH DEFINED 01 SOLE
* MODINE MFG CO 607828100 1,758 000000053946 SH DEFINED 01 SOLE
* MOHAWK INDS INC 608190104 8,385 000000096409 SH DEFINED 01 SOLE
* MOLEX INC 608554101 25,374 000000977808 SH DEFINED 01 SOLE
* MOLSON COORS BREWING C O 60871R209 3,710 000000055389 SH DEFINED 01 SOLE
* MONEYGRAM INTL INC 60935Y109 3,302 000000126637 SH DEFINED 01 SOLE
* MONSANTO CO NEW 61166W101 18,466 000000238184 SH DEFINED 01 SOLE
* MONSTER WORLDWIDE INC 611742107 4,733 000000115955 SH DEFINED 01 SOLE
* MOODYS CORP 615369105 13,464 000000219226 SH DEFINED 01 SOLE
* MORGAN STANLEY 617446448 56,064 000000988100 SH DEFINED 01 SOLE
* MOTOROLA INC 620076109 49,989 000002212926 SH DEFINED 01 SOLE
* MURPHY OIL CORP 626717102 8,891 000000164696 SH DEFINED 01 SOLE
* MYLAN LABS INC 628530107 4,672 000000234072 SH DEFINED 01 SOLE
* NBTY INC 628782104 282 000000017400 SH DEFINED 01 SOLE
* NCI BUILDING SYS INC 628852105 237 000000005600 SH DEFINED 01 SOLE
* NCR CORP NEW 62886E108 5,795 000000170771 SH DEFINED 01 SOLE
* NII HLDGS INC 62913F201 1,842 000000042182 SH DEFINED 01 SOLE
* NRG ENERGY INC 629377508 471 000000010000 SH DEFINED 01 SOLE
* NTL INC DEL 62940M104 1,310 000000019250 SH DEFINED 01 SOLE
* NTL INC DEL 62940M104 648 000000009531 SH DEFINED 01 SOLE
NABI BIOPHARMACEUTIC ALS 629519AB5 1,477 000002000000 PRN DEFINED 01 SOLE
NABORS INDS INC 629568AL0 1,768 000001500000 SH DEFINED 01 SOLE
* NAPSTER INC 630797108 70 000000020000 SH DEFINED 01 SOLE
* NASDAQ 100 TR 631100104 250,936 000006209464 SH DEFINED 01 SOLE
* NATIONAL CITY CORP 635405103 16,556 000000493182 SH DEFINED 01 SOLE
* NATIONAL FUEL GAS CO N J 636180101 4,102 000000131538 SH DEFINED 01 SOLE
1Page 18 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * NATIONAL INSTRS CORP 636518102 2,676 000000083497 SH DEFINED 01 SOLE
* NATIONAL OILWELL VARCO INC 637071101 9,987 000000159286 SH DEFINED 01 SOLE
* NATIONAL SEMICONDUCTOR CORP 637640103 8,193 000000315361 SH DEFINED 01 SOLE
* NAVISTAR INTL CORP NEW 63934E108 1,731 000000060510 SH DEFINED 01 SOLE
* NAVIGANT CONSULTING IN C 63935N107 1,744 000000079354 SH DEFINED 01 SOLE
* NDCHEALTH CORP 639480102 6,153 000000320000 SH DEFINED 01 SOLE
* NETFLIX COM INC 64110L106 2,178 000000080500 SH DEFINED 01 SOLE
* NETWORK APPLIANCE INC 64120L104 9,713 000000359771 SH DEFINED 01 SOLE
* NEW PLAN EXCEL RLTY TR INC 648053106 3,569 000000153997 SH DEFINED 01 SOLE
* NEW YORK CMNTY BANCORP INC 649445103 5,678 000000343709 SH DEFINED 01 SOLE
* NEW YORK TIMES CO 650111107 4,446 000000168121 SH DEFINED 01 SOLE
* NEWELL RUBBERMAID INC 651229106 6,094 000000256302 SH DEFINED 01 SOLE
* NEWFIELD EXPL CO 651290108 9,260 000000184946 SH DEFINED 01 SOLE
* NEWMONT MINING CORP 651639106 21,451 000000401711 SH DEFINED 01 SOLE
* NEWPORT CORP 651824104 940 000000069433 SH DEFINED 01 SOLE
* NEWS CORP 65248E104 114,533 000007365518 SH DEFINED 01 SOLE
* NEXTEL PARTNERS INC 65333F107 13,562 000000485400 SH DEFINED 01 SOLE
* NEXEN INC 65334H102 395 000000008300 SH DEFINED 01 SOLE
* NICOR INC 654086107 1,960 000000049873 SH DEFINED 01 SOLE
* NIKE INC 654106103 15,002 000000172861 SH DEFINED 01 SOLE
* 99 CENTS ONLY STORES 65440K106 885 000000084690 SH DEFINED 01 SOLE
* NISOURCE INC 65473P105 5,544 000000265784 SH DEFINED 01 SOLE
* NOBLE ENERGY INC 655044105 10,312 000000255898 SH DEFINED 01 SOLE
* NORDSON CORP 655663102 2,041 000000050391 SH DEFINED 01 SOLE
* NORDSTROM INC 655664100 7,349 000000196517 SH DEFINED 01 SOLE
* NORFOLK SOUTHERN CORP 655844108 16,413 000000366117 SH DEFINED 01 SOLE
* NORTH FORK BANCORPORAT ION NY 659424105 11,646 000000425677 SH DEFINED 01 SOLE
* NORTHEAST UTILS 664397106 4,334 000000220148 SH DEFINED 01 SOLE
* NORTHERN TR CORP 665859104 8,553 000000165064 SH DEFINED 01 SOLE
* NORTHROP GRUMMAN CORP 666807102 20,780 000000345711 SH DEFINED 01 SOLE
* NOVATEL WIRELESS INC 66987M604 190 000000015700 SH DEFINED 01 SOLE
NOVELL INC 670006AC9 2,375 000002500000 PRN DEFINED 01 SOLE
* NOVELL INC 670006105 3,050 000000345488 SH DEFINED 01 SOLE
* NOVELLUS SYS INC 670008101 3,128 000000129720 SH DEFINED 01 SOLE
* NSTAR 67019E107 4,535 000000158048 SH DEFINED 01 SOLE
* NUCOR CORP 670346105 9,716 000000145632 SH DEFINED 01 SOLE
* NVIDIA CORP 67066G104 5,817 000000159133 SH DEFINED 01 SOLE
* OGE ENERGY CORP 670837103 3,609 000000134728 SH DEFINED 01 SOLE
* OCCIDENTAL PETE CORP D EL 674599105 28,755 000000359980 SH DEFINED 01 SOLE
* OFFICEMAX INC DEL 67622P101 2,158 000000085114 SH DEFINED 01 SOLE
* OFFICE DEPOT INC 676220106 8,568 000000272868 SH DEFINED 01 SOLE
* OHIO CAS CORP 677240103 2,715 000000095877 SH DEFINED 01 SOLE
* OIL SVC HOLDRS TR 678002106 341,964 000002655000 SH DEFINED 01 SOLE
* OIL STS INTL INC 678026105 567 000000017900 SH DEFINED 01 SOLE
* OLD REP INTL CORP 680223104 7,066 000000269079 SH DEFINED 01 SOLE
* OLIN CORP 680665205 2,194 000000111514 SH DEFINED 01 SOLE
1Page 19 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * OMNICARE INC 681904108 10,336 000000180643 SH DEFINED 01 SOLE
OMNICOM GROUP INC 681919AK2 17,434 000017500000 SH DEFINED 01 SOLE
OMNICOM GROUP INC 681919AM8 24,312 000025000000 SH DEFINED 01 SOLE
OMNICOM GROUP INC 681919AR7 16,211 000016500000 SH DEFINED 01 SOLE
* OMNICOM GROUP INC 681919106 14,145 000000166160 SH DEFINED 01 SOLE
* ONEOK INC NEW 682680103 3,834 000000143978 SH DEFINED 01 SOLE
* OPEN JT STK CO-VIMPEL COMMUN 68370R109 2,211 000000050000 SH DEFINED 01 SOLE
* OPENWAVE SYS INC 683718308 349 000000020000 SH DEFINED 04 SOLE
* ORACLE CORP 68389X105 41,349 000003386543 SH DEFINED 01 SOLE
* ORASURE TECHNOLOGIES I NC 68554V108 292 000000033132 SH DEFINED 01 SOLE
* O REILLY AUTOMOTIVE IN C 686091109 5,225 000000163235 SH DEFINED 01 SOLE
* OUTBACK STEAKHOUSE INC 689899102 4,238 000000101862 SH DEFINED 01 SOLE
* OVERSEAS SHIPHOLDING G ROUP I 690368105 2,532 000000050262 SH DEFINED 01 SOLE
* OVERSTOCK COM INC DEL 690370101 273 000000009730 SH DEFINED 01 SOLE
* PG&E CORP 69331C108 11,360 000000306043 SH DEFINED 01 SOLE
* PMC-SIERRA INC 69344F106 1,343 000000174271 SH DEFINED 01 SOLE
* PMI GROUP INC 69344M101 5,475 000000133328 SH DEFINED 01 SOLE
* PNC FINL SVCS GROUP IN C 693475105 16,408 000000265376 SH DEFINED 01 SOLE
* POSCO 693483109 3,297 000000066600 SH DEFINED SOLE
* PNM RES INC 69349H107 2,558 000000104457 SH DEFINED 01 SOLE
* PPG INDS INC 693506107 10,157 000000175425 SH DEFINED 01 SOLE
* PPL CORP 69351T106 10,151 000000345282 SH DEFINED 01 SOLE
PSS WORLD MED INC 69366AAB6 1,488 000001500000 PRN DEFINED 01 SOLE
* PACCAR INC 693718108 11,235 000000162296 SH DEFINED 01 SOLE
* PACIFIC SUNWEAR CALIF INC 694873100 2,824 000000113360 SH DEFINED 01 SOLE
* PACKAGING CORP AMER 695156109 2,266 000000098752 SH DEFINED 01 SOLE
* PACTIV CORP 695257105 2,963 000000134703 SH DEFINED 01 SOLE
* PALL CORP 696429307 3,636 000000135399 SH DEFINED 01 SOLE
* PAN AMERICAN SILVER CO RP 697900108 227 000000012089 SH DEFINED 01 SOLE
* PANAMSAT HLDG CORP 69831Y105 1,715 000000070000 SH DEFINED 01 SOLE
* PANERA BREAD CO 69840W108 321 000000004897 SH DEFINED 01 SOLE
PANTRY INC 698657103 282 000000006020 SH DEFINED 01 SOLE
* PAR PHARMACEUTICAL COS INC 69888P106 1,693 000000054037 SH DEFINED 01 SOLE
* PARAMETRIC TECHNOLOGY CORP 699173100 1,636 000000268341 SH DEFINED 01 SOLE
* PARKER HANNIFIN CORP 701094104 9,290 000000140857 SH DEFINED 01 SOLE
* PATTERSON COMPANIES IN C 703395103 4,698 000000140679 SH DEFINED 01 SOLE
* PATTERSON UTI ENERGY I NC 703481101 9,489 000000288000 SH DEFINED 01 SOLE
* PAYCHEX INC 704326107 13,039 000000342077 SH DEFINED 01 SOLE
* PAYLESS SHOESOURCE INC 704379106 2,602 000000103683 SH DEFINED 01 SOLE
* PEABODY ENERGY CORP 704549104 15,483 000000187858 SH DEFINED 01 SOLE
* PENNEY J C INC 708160106 11,864 000000213385 SH DEFINED 01 SOLE
* PENTAIR INC 709631105 5,464 000000158301 SH DEFINED 01 SOLE
* PEOPLES ENERGY CORP 711030106 1,804 000000051445 SH DEFINED 01 SOLE
* PEPCO HOLDINGS INC 713291102 6,239 000000278927 SH DEFINED 01 SOLE
* PEPSI BOTTLING GROUP I NC 713409100 3,852 000000134644 SH DEFINED 01 SOLE
* PEPSIAMERICAS INC 71343P200 2,348 000000100986 SH DEFINED 01 SOLE
1Page 20 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * PEPSICO INC 713448108 87,125 000001474709 SH DEFINED 01 SOLE
* PERKINELMER INC 714046109 2,900 000000123120 SH DEFINED 01 SOLE
* PERRIGO CO 714290103 1,923 000000129037 SH DEFINED 01 SOLE
* PETRO-CDA 71644E102 745 000000018600 SH DEFINED 01 SOLE
* PETROHAWK ENERGY CORP 716495106 718 000000054374 SH DEFINED 01 SOLE
* PETROLEO BRASILEIRO SA PETRO 71654V101 42,593 000000661700 SH DEFINED 01 SOLE
PETROLEUM GEO SVCS A SA NEW 716599105 2,226 000000071850 SH DEFINED 01 SOLE
* PETSMART INC 716768106 5,317 000000207243 SH DEFINED 01 SOLE
* PFIZER INC 717081103 156,283 000006701685 SH DEFINED 01 SOLE
* PHARMACEUTICAL HLDRS T R 71712A206 37,422 000000537300 SH DEFINED 01 SOLE
* PHELPS DODGE CORP 717265102 14,050 000000097658 SH DEFINED 01 SOLE
* PHILLIPS VAN HEUSEN CO RP 718592108 243 000000007500 SH DEFINED 01 SOLE
* PIER 1 IMPORTS INC 720279108 1,901 000000217850 SH DEFINED 01 SOLE
* PINNACLE WEST CAP CORP 723484101 4,008 000000096950 SH DEFINED 01 SOLE
* PIONEER NAT RES CO 723787107 9,558 000000186429 SH DEFINED 01 SOLE
* PITNEY BOWES INC 724479100 9,174 000000217137 SH DEFINED 01 SOLE
* PIXAR 725811103 2,444 000000046362 SH DEFINED 01 SOLE
* PLACER DOME INC 725906101 3,930 000000171400 SH DEFINED 01 SOLE
* PLAINS EXPL& PRODTN CO 726505100 5,327 000000134095 SH DEFINED 01 SOLE
* PLANTRONICS INC NEW 727493108 2,185 000000077242 SH DEFINED 01 SOLE
* PLEXUS CORP 729132100 1,573 000000069190 SH DEFINED 01 SOLE
* PLUM CREEK TIMBER CO I NC 729251108 6,189 000000171683 SH DEFINED 01 SOLE
* POGO PRODUCING CO 730448107 5,197 000000104346 SH DEFINED 01 SOLE
* POLARIS INDS INC 731068102 677 000000013500 SH DEFINED 01 SOLE
* POLO RALPH LAUREN CORP 731572103 4,978 000000088674 SH DEFINED 01 SOLE
* POLYCOM INC 73172K104 2,251 000000147135 SH DEFINED 01 SOLE
* POTASH CORP SASK INC 73755L107 224 000000002800 SH DEFINED 01 SOLE
* POTLATCH CORP 737628107 2,303 000000045189 SH DEFINED 01 SOLE
* POWERWAVE TECHNOLOGIES INC 739363109 4,162 000000331153 SH DEFINED 01 SOLE
* PRAXAIR INC 74005P104 15,195 000000286931 SH DEFINED 01 SOLE
* PRECISION CASTPARTS CO RP 740189105 12,000 000000231632 SH DEFINED 01 SOLE
PRENTISS PPTYS TR 740706106 5,691 000000139900 SH DEFINED 01 SOLE
* PRICE T ROWE GROUP INC 74144T108 8,375 000000116278 SH DEFINED 01 SOLE
* PRIDE INTL INC DEL 74153Q102 7,032 000000228687 SH DEFINED 01 SOLE
* PRINCIPAL FINANCIAL GR OUP IN 74251V102 13,705 000000288962 SH DEFINED 01 SOLE
* PROCTER & GAMBLE CO 742718109 171,904 000002970023 SH DEFINED 01 SOLE
* PROGRESS ENERGY INC 743263105 9,954 000000226645 SH DEFINED 01 SOLE
* PROGRESSIVE CORP OHIO 743315103 20,363 000000174373 SH DEFINED 01 SOLE
* PROLOGIS 743410102 10,147 000000217197 SH DEFINED 01 SOLE
* PROTECTIVE LIFE CORP 743674103 4,555 000000104079 SH DEFINED 01 SOLE
* PROTEIN DESIGN LABS IN C 74369L103 4,822 000000169678 SH DEFINED 01 SOLE
* PRUDENTIAL FINL INC 744320102 34,665 000000473638 SH DEFINED 01 SOLE
* PUBLIC SVC ENTERPRISE GROUP 744573106 14,514 000000223398 SH DEFINED 01 SOLE
* PUBLIC STORAGE INC 74460D109 5,222 000000077112 SH DEFINED 01 SOLE
* PUGET ENERGY INC NEW 745310102 3,612 000000176920 SH DEFINED 01 SOLE
* PULTE HOMES INC 745867101 7,762 000000197207 SH DEFINED 01 SOLE
1Page 21 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * QLOGIC CORP 747277101 2,425 000000074623 SH DEFINED 01 SOLE
* QUALCOMM INC 747525103 64,741 000001502812 SH DEFINED 01 SOLE
* QUANTA SVCS INC 74762E102 2,365 000000179648 SH DEFINED 01 SOLE
* QUEST DIAGNOSTICS INC 74834L100 8,024 000000155872 SH DEFINED 01 SOLE
* QUESTAR CORP 748356102 9,836 000000129946 SH DEFINED 01 SOLE
* QUICKSILVER RESOURCES INC 74837R104 4,254 000000101279 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN 749121BY4 9,270 000008000000 PRN DEFINED 01 SOLE
* QWEST COMMUNICATIONS I NTL IN 749121109 7,850 000001389530 SH DEFINED 01 SOLE
* QWEST COMMUNICATIONS I NTL IN 749121109 91 000000016200 SH DEFINED 06 SOLE
RCN CORP 749361200 1,525 000000065035 SH DEFINED 01 SOLE
* RPM INTL INC 749685103 3,166 000000182286 SH DEFINED 01 SOLE
* RSA SEC INC 749719100 1,518 000000135720 SH DEFINED 01 SOLE
* RF MICRODEVICES INC 749941100 1,620 000000299618 SH DEFINED 01 SOLE
* RADIAN GROUP INC 750236101 7,055 000000120427 SH DEFINED 01 SOLE
* RADIO ONE INC 75040P108 6,571 000000639855 SH DEFINED 01 SOLE
* RADIOSHACK CORP 750438103 3,467 000000164882 SH DEFINED 01 SOLE
* RAMBUS INC DEL 750917106 2,742 000000169400 SH DEFINED 04 SOLE
* RANGE RES CORP 75281A109 508 000000019300 SH DEFINED 01 SOLE
* RAYMOND JAMES FINANCIA L INC 754730109 3,192 000000084739 SH DEFINED 01 SOLE
* RAYONIER INC 754907103 4,427 000000111093 SH DEFINED 01 SOLE
* RAYTHEON CO 755111507 16,122 000000401562 SH DEFINED 01 SOLE
* READERS DIGEST ASSN IN C 755267101 2,309 000000151722 SH DEFINED 01 SOLE
REALNETWORKS INC 75605LAB0 3,665 000003750000 SH DEFINED 01 SOLE
* REALNETWORKS INC 75605L104 1,479 000000190600 SH DEFINED 01 SOLE
* RECKSON ASSOCS RLTY CO RP 75621K106 251 000000007000 SH DEFINED 01 SOLE
* RED HAT INC 756577102 375 000000013765 SH DEFINED 01 SOLE
* REEBOK INTL LTD 758110100 12,783 000000219540 SH DEFINED 01 SOLE
* REGAL ENTMT GROUP 758766109 199 000000010500 SH DEFINED 01 SOLE
* REGENCY CTRS CORP 758849103 5,804 000000098461 SH DEFINED 01 SOLE
* REGIS CORP MINN 758932107 2,873 000000074488 SH DEFINED 01 SOLE
* REGIONAL BK HOLDRS TR 75902E100 243,255 000001731600 SH DEFINED 01 SOLE
* REGIONS FINANCIAL CORP NEW 7591EP100 14,327 000000419431 SH DEFINED 01 SOLE
* REINSURANCE GROUP AMER INC 759351109 348 000000007300 SH DEFINED 01 SOLE
* RENAL CARE GROUP INC 759930100 13,241 000000279881 SH DEFINED 01 SOLE
* RENT A CTR INC NEW 76009N100 2,257 000000119685 SH DEFINED 01 SOLE
* REPUBLIC SVCS INC 760759100 6,832 000000181967 SH DEFINED 01 SOLE
* RESEARCH IN MOTION LTD 760975102 1,251 000000018966 SH DEFINED 01 SOLE
* RESOURCES CONNECTION I NC 76122Q105 227 000000008700 SH DEFINED 01 SOLE
* RESPIRONICS INC 761230101 311 000000008416 SH DEFINED 01 SOLE
* RETAIL HOLDRS TR 76127U101 286,140 000003000000 SH DEFINED 01 SOLE
* REYNOLDS & REYNOLDS CO 761695105 2,201 000000078423 SH DEFINED 01 SOLE
* REYNOLDS AMERICAN INC 761713106 7,885 000000082717 SH DEFINED 01 SOLE
* ROBERT HALF INTL INC 770323103 5,937 000000156712 SH DEFINED 01 SOLE
* ROCKWELL AUTOMATION IN C 773903109 9,670 000000163465 SH DEFINED 01 SOLE
* ROCKWELL COLLINS INC 774341101 7,779 000000167402 SH DEFINED 01 SOLE
* ROGERS COMMUNICATIONS INC 775109200 363 000000008600 SH DEFINED 01 SOLE
1Page 22 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * ROHM & HAAS CO 775371107 6,241 000000128913 SH DEFINED 01 SOLE
* ROLLINS INC 775711104 995 000000050524 SH DEFINED 01 SOLE
* ROPER INDS INC NEW 776696106 272 000000006900 SH DEFINED 01 SOLE
* ROSS STORES INC 778296103 6,046 000000209221 SH DEFINED 01 SOLE
* ROWAN COS INC 779382100 3,775 000000105937 SH DEFINED 01 SOLE
* RUBY TUESDAY INC 781182100 2,492 000000096281 SH DEFINED 01 SOLE
RUDDICK CORP 781258108 1,281 000000060210 SH DEFINED 01 SOLE
* RYDER SYS INC 783549108 2,819 000000068742 SH DEFINED 01 SOLE
* RYLAND GROUP INC 783764103 5,047 000000069971 SH DEFINED 01 SOLE
* SEI INVESTMENTS CO 784117103 3,791 000000102477 SH DEFINED 01 SOLE
SLM CORP 78442PAC0 15,353 000015000000 PRN DEFINED 01 SOLE
* SLM CORP 78442P106 20,724 000000376187 SH DEFINED 01 SOLE
* SPDR TR 78462F103 261,365 000002099152 SH DEFINED 01 SOLE
* SPX CORP 784635104 4,428 000000096750 SH DEFINED 01 SOLE
* SRA INTL INC 78464R105 1,944 000000063675 SH DEFINED 01 SOLE
* SVB FINL GROUP 78486Q101 2,527 000000053957 SH DEFINED 01 SOLE
* SABRE HLDGS CORP 785905100 3,002 000000124518 SH DEFINED 01 SOLE
* SAFECO CORP 786429100 6,238 000000110417 SH DEFINED 01 SOLE
* SAFENET INC 78645R107 302 000000009374 SH DEFINED 01 SOLE
* SAFEWAY INC 786514208 9,428 000000398517 SH DEFINED 01 SOLE
* ST JUDE MED INC 790849103 16,318 000000325062 SH DEFINED 01 SOLE
* ST PAUL TRAVELERS INC 792860108 27,769 000000621659 SH DEFINED 01 SOLE
* SAKS INC 79377W108 3,816 000000226370 SH DEFINED 01 SOLE
* SALESFORCE COM INC 79466L302 221 000000006900 SH DEFINED 04 SOLE
* SANDISK CORP 80004C101 16,020 000000255016 SH DEFINED 01 SOLE
* SANMINA SCI CORP 800907107 4,069 000000955303 SH DEFINED 01 SOLE
* SANMINA SCI CORP 800907107 92 000000021700 SH DEFINED 06 SOLE
* SARA LEE CORP 803111103 13,040 000000689989 SH DEFINED 01 SOLE
* SCANA CORP NEW 80589M102 6,566 000000166746 SH DEFINED 01 SOLE
* SCHEIN HENRY INC 806407102 5,526 000000126641 SH DEFINED 01 SOLE
* SCHERING PLOUGH CORP 806605101 27,384 000001313427 SH DEFINED 01 SOLE
* SCHLUMBERGER LTD 806857108 50,609 000000520942 SH DEFINED 01 SOLE
* SCHOLASTIC CORP 807066105 1,705 000000059834 SH DEFINED 01 SOLE
* SCHWAB CHARLES CORP NE W 808513105 13,407 000000913941 SH DEFINED 01 SOLE
* SCIENTIFIC ATLANTA INC 808655104 15,191 000000352722 SH DEFINED 01 SOLE
* SCOTTS MIRACLE GRO CO 810186106 3,081 000000068118 SH DEFINED 01 SOLE
* SCRIPPS E W CO OHIO 811054204 3,696 000000076985 SH DEFINED 01 SOLE
* SEACOR HOLDINGS INC 811904101 1,505 000000022110 SH DEFINED 01 SOLE
* SEALED AIR CORP NEW 81211K100 4,221 000000075152 SH DEFINED 01 SOLE
* SEARS HLDGS CORP 812350106 11,175 000000096734 SH DEFINED 01 SOLE
* SELECT SECTOR SPDR TR 81369Y100 153,864 000005081384 SH DEFINED 01 SOLE
* SEMICONDUCTOR HLDRS TR 816636203 110,806 000003024200 SH DEFINED 01 SOLE
* SEMTECH CORP 816850101 2,048 000000112160 SH DEFINED 01 SOLE
* SEMPRA ENERGY 816851109 10,268 000000229008 SH DEFINED 01 SOLE
* SENSIENT TECHNOLOGIES CORP 81725T100 1,374 000000076806 SH DEFINED 01 SOLE
SEPRACOR INC 817315AW4 4,737 000005000000 SH DEFINED 01 SOLE
1Page 23 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * SEPRACOR INC 817315104 7,875 000000152630 SH DEFINED 01 SOLE
SEQUA CORPORATION 817320104 871 000000012627 SH DEFINED 01 SOLE
* SERENA SOFTWARE INC 817492101 2,343 000000100000 SH DEFINED 01 SOLE
* SHERWIN WILLIAMS CO 824348106 4,909 000000108097 SH DEFINED 01 SOLE
* SHUFFLE MASTER INC 825549108 231 000000009214 SH DEFINED 01 SOLE
* SIEBEL SYS INC 826170102 23,790 000002250801 SH DEFINED 01 SOLE
* SIERRA HEALTH SVCS INC 826322109 247 000000003100 SH DEFINED 01 SOLE
* SIERRA PAC RES NEW 826428104 3,618 000000277454 SH DEFINED 01 SOLE
* SIGMA ALDRICH CORP 826552101 4,289 000000067770 SH DEFINED 01 SOLE
* SILICON LABORATORIES I NC 826919102 2,491 000000067957 SH DEFINED 01 SOLE
SILICON VY BANCSHARE S 827064AC0 3,500 000002500000 SH DEFINED 01 SOLE
* SIMON PPTY GROUP INC N EW 828806109 13,104 000000171012 SH DEFINED 01 SOLE
SIMPSON MANUFACTURIN G CO INC 829073105 207 000000005700 SH DEFINED 01 SOLE
* SIRIUS SATELLITE RADIO INC 82966U103 973 000000145345 SH DEFINED 01 SOLE
SKY FINL GROUP INC 83080P103 336 000000012100 SH DEFINED 01 SOLE
* SKYWEST INC 830879102 343 000000012774 SH DEFINED 01 SOLE
* SKYWORKS SOLUTIONS INC 83088M102 172 000000033892 SH DEFINED 01 SOLE
* SMITH INTL INC 832110100 11,266 000000303603 SH DEFINED 01 SOLE
* SMITHFIELD FOODS INC 832248108 4,558 000000148964 SH DEFINED 01 SOLE
* SMUCKER J M CO 832696405 4,284 000000097383 SH DEFINED 01 SOLE
* SMURFIT-STONE CONTAINE R CORP 832727101 299 000000021105 SH DEFINED 01 SOLE
* SNAP ON INC 833034101 2,114 000000056304 SH DEFINED 01 SOLE
* SOHU COM INC 83408W103 248 000000013541 SH DEFINED 01 SOLE
SOLECTRON CORP 834182AT4 7,425 000010000000 PRN DEFINED 01 SOLE
* SOLECTRON CORP 834182107 3,038 000000830122 SH DEFINED 01 SOLE
* SONOCO PRODS CO 835495102 4,428 000000150625 SH DEFINED 01 SOLE
* SOTHEBYS HLDGS INC 835898107 1,397 000000076097 SH DEFINED 01 SOLE
* SOUTHERN CO 842587107 23,242 000000673116 SH DEFINED 01 SOLE
* SOUTHWEST AIRLS CO 844741108 10,221 000000622136 SH DEFINED 01 SOLE
* SOUTHWESTERN ENERGY CO 845467109 8,807 000000245063 SH DEFINED 01 SOLE
* SOVEREIGN BANCORP INC 845905108 7,153 000000330865 SH DEFINED 01 SOLE
* SPRINT NEXTEL CORP 852061100 62,031 000002655454 SH DEFINED 01 SOLE
* SPRINT NEXTEL CORP 852061100 3,155 000000135062 SH DEFINED 01 SOLE
* STANCORP FINL GROUP IN C 852891100 4,205 000000084188 SH DEFINED 01 SOLE
* STANDARD PAC CORP NEW 85375C101 471 000000012800 SH DEFINED 01 SOLE
* STANLEY WKS 854616109 3,502 000000072910 SH DEFINED 01 SOLE
* STAPLES INC 855030102 14,987 000000659949 SH DEFINED 01 SOLE
* STARBUCKS CORP 855244109 22,397 000000746341 SH DEFINED 01 SOLE
* STARWOOD HOTELS&RESORT S WRLD 85590A203 12,443 000000194858 SH DEFINED 01 SOLE
* STATE STR CORP 857477103 16,724 000000301676 SH DEFINED 01 SOLE
* STEEL DYNAMICS INC 858119100 2,109 000000059400 SH DEFINED 01 SOLE
* STERICYCLE INC 858912108 3,830 000000065055 SH DEFINED 01 SOLE
* STERIS CORP 859152100 2,585 000000103326 SH DEFINED 01 SOLE
* STONE ENERGY CORP 861642106 409 000000009000 SH DEFINED 01 SOLE
* STRAYER ED INC 863236105 387 000000004136 SH DEFINED 01 SOLE
* STRYKER CORP 863667101 11,775 000000265041 SH DEFINED 01 SOLE
1Page 24 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * SUN MICROSYSTEMS INC 866810104 12,893 000003077159 SH DEFINED 01 SOLE
* SUNOCO INC 86764P109 9,713 000000123933 SH DEFINED 01 SOLE
* SUNTRUST BKS INC 867914103 23,523 000000323301 SH DEFINED 01 SOLE
* SUPERVALU INC 868536103 4,499 000000138524 SH DEFINED 01 SOLE
* SWIFT TRANSN CO 870756103 1,697 000000083601 SH DEFINED 01 SOLE
* SYBASE INC 871130100 3,001 000000137286 SH DEFINED 01 SOLE
* SYMANTEC CORP 871503108 20,775 000001187156 SH DEFINED 01 SOLE
* SYMANTEC CORP 871503108 210 000000012000 SH DEFINED 04 SOLE
* SYMBOL TECHNOLOGIES IN C 871508107 2,924 000000228158 SH DEFINED 01 SOLE
* SYNAPTICS INC 87157D109 289 000000011700 SH DEFINED 01 SOLE
* SYNOPSYS INC 871607107 4,247 000000211739 SH DEFINED 01 SOLE
* SYNOVUS FINL CORP 87161C105 8,231 000000304766 SH DEFINED 01 SOLE
* SYSCO CORP 871829107 18,418 000000593177 SH DEFINED 01 SOLE
* TCF FINL CORP 872275102 4,516 000000166416 SH DEFINED 01 SOLE
TDK CORP 872351408 906 000000013100 SH DEFINED 01 SOLE
* TECO ENERGY INC 872375100 3,386 000000197133 SH DEFINED 01 SOLE
* TJX COS INC NEW 872540109 9,553 000000411244 SH DEFINED 01 SOLE
* TXU CORP 873168108 21,826 000000434869 SH DEFINED 01 SOLE
* TARGET CORP 87612E106 44,211 000000804288 SH DEFINED 01 SOLE
* TECH DATA CORP 878237106 3,336 000000084246 SH DEFINED 01 SOLE
* TECHNE CORP 878377100 3,245 000000057867 SH DEFINED 01 SOLE
* TEKTRONIX INC 879131100 2,290 000000081193 SH DEFINED 01 SOLE
* TELEFLEX INC 879369106 4,041 000000062203 SH DEFINED 01 SOLE
* TELEPHONE & DATA SYS I NC 879433100 5,658 000000157056 SH DEFINED 01 SOLE
* TELEWEST GLOBAL INC 87956T107 8,055 000000338200 SH DEFINED 01 SOLE
* TELEWEST GLOBAL INC 87956T107 1,062 000000044594 SH DEFINED 01 SOLE
* TELIK INC 87959M109 191 000000011300 SH DEFINED 01 SOLE
* TELLABS INC 879664100 4,474 000000410526 SH DEFINED 01 SOLE
* TEMPLE INLAND INC 879868107 4,681 000000104372 SH DEFINED 01 SOLE
* TEMPUR PEDIC INTL INC 88023U101 805 000000070000 SH DEFINED 01 SOLE
* TENET HEALTHCARE CORP 88033G100 3,731 000000487160 SH DEFINED 01 SOLE
* TERADYNE INC 880770102 2,650 000000181897 SH DEFINED 01 SOLE
* TEVA PHARMACEUTICAL IN DS LTD 881624209 1,753 000000040763 SH DEFINED 01 SOLE
* TEXAS INSTRS INC 882508104 46,230 000001441542 SH DEFINED 01 SOLE
TEXAS REGL BANCSHARE S INC 882673106 1,822 000000064399 SH DEFINED 01 SOLE
* TEXTRON INC 883203101 9,794 000000127236 SH DEFINED 01 SOLE
* THERMO ELECTRON CORP 883556102 4,887 000000162207 SH DEFINED 01 SOLE
* THOMAS & BETTS CORP 884315102 3,306 000000078799 SH DEFINED 01 SOLE
* THOR INDS INC 885160101 2,130 000000053158 SH DEFINED 01 SOLE
* 3COM CORP 885535104 2,138 000000594135 SH DEFINED 01 SOLE
3M CO 88579YAB7 4,443 000005000000 PRN DEFINED 01 SOLE
* 3M CO 88579Y101 53,653 000000692302 SH DEFINED 01 SOLE
* TIDEWATER INC 886423102 4,996 000000112378 SH DEFINED 01 SOLE
* TIFFANY & CO NEW 886547108 5,803 000000151568 SH DEFINED 01 SOLE
* TIMBERLAND CO 887100105 2,889 000000088765 SH DEFINED 01 SOLE
* TIME WARNER INC 887317105 74,798 000004288897 SH DEFINED 01 SOLE
1Page 25 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/30/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * TIME WARNER INC 887317105 383 000000022000 SH DEFINED 01 SOLE
* TIMKEN CO 887389104 3,961 000000123724 SH DEFINED 01 SOLE
* TODCO 88889T107 331 000000008700 SH DEFINED 01 SOLE
* TOLL BROTHERS INC 889478103 8,015 000000231404 SH DEFINED 01 SOLE
* TOO INC 890333107 363 000000012900 SH DEFINED 01 SOLE
* TOOTSIE ROLL INDS INC 890516107 1,202 000000041556 SH DEFINED 01 SOLE
* TORCHMARK CORP 891027104 5,329 000000095850 SH DEFINED 01 SOLE
TOWN & CTRY TR 892081100 5,916 000000175000 SH DEFINED 01 SOLE
* TRANSACTION SYS ARCHIT ECTS 893416107 1,682 000000058431 SH DEFINED 01 SOLE
* TRANSCANADA CORP 89353D107 210 000000006700 SH DEFINED 01 SOLE
* TRIAD HOSPITALS INC 89579K109 5,302 000000135175 SH DEFINED 01 SOLE
* TRIBUNE CO NEW 896047107 7,482 000000247276 SH DEFINED 01 SOLE
* TRINITY INDS INC 896522109 2,881 000000065395 SH DEFINED 01 SOLE
* TRIQUINT SEMICONDUCTOR INC 89674K103 1,066 000000239606 SH DEFINED 01 SOLE
* TUPPERWARE BRANDS CORP 899896104 1,977 000000088286 SH DEFINED 01 SOLE
* TYCO INTL LTD NEW 902124106 53,819 000001864862 SH DEFINED 01 SOLE
* TYSON FOODS INC 902494103 4,058 000000237356 SH DEFINED 01 SOLE
* UGI CORP NEW 902681105 321 000000015600 SH DEFINED 01 SOLE
* UICI 902737105 5,610 000000158000 SH DEFINED 01 SOLE
* UST INC 902911106 6,230 000000152588 SH DEFINED 01 SOLE
US BANCORP DEL 902973AK2 16,314 000016500000 PRN DEFINED 01 SOLE
* US BANCORP DEL 902973304 49,895 000001669301 SH DEFINED 01 SOLE
URS CORP NEW 903236107 436 000000011600 SH DEFINED 01 SOLE
* U S AIRWAYS GROUP INC 90341W108 332 000000008950 SH DEFINED 01 SOLE
* UNION PAC CORP 907818108 18,923 000000235040 SH DEFINED 01 SOLE
* UNIONBANCAL CORP 908906100 501 000000007300 SH DEFINED 01 SOLE
* UNISYS CORP 909214108 1,851 000000317611 SH DEFINED 01 SOLE
* UNIT CORP 909218109 313 000000005700 SH DEFINED 01 SOLE
* UNITED DOMINION REALTY TR IN 910197102 4,700 000000200512 SH DEFINED 01 SOLE
* UNITED NAT FOODS INC 911163103 286 000000010845 SH DEFINED 01 SOLE
* UNITED PARCEL SERVICE INC 911312106 73,513 000000978227 SH DEFINED 01 SOLE
* UNITED RENTALS INC 911363109 2,411 000000103117 SH DEFINED 01 SOLE
* UNITED STATES STL CORP NEW 912909108 5,077 000000105625 SH DEFINED 01 SOLE
* UNITED SURGICAL PARTNE RS INT 913016309 459 000000014292 SH DEFINED 01 SOLE
* UNITED TECHNOLOGIES CO RP 913017109 52,046 000000930904 SH DEFINED 01 SOLE
* UNITEDHEALTH GROUP INC 91324P102 74,887 000001205142 SH DEFINED 01 SOLE
* UNITRIN INC 913275103 3,526 000000078285 SH DEFINED 01 SOLE
* UNIVERSAL CORP VA 913456109 1,750 000000040361 SH DEFINED 01 SOLE
* UNIVERSAL HLTH SVCS IN C 913903100 4,375 000000093603 SH DEFINED 01 SOLE
* UNIVISION COMMUNICATIO NS INC 914906102 5,976 000000203364 SH DEFINED 01 SOLE
* UNUMPROVIDENT CORP 91529Y106 6,226 000000273685 SH DEFINED 01 SOLE
* URBAN OUTFITTERS INC 917047102 5,819 000000229932 SH DEFINED 01 SOLE
* UTSTARCOM INC 918076100 1,379 000000171211 SH DEFINED 01 SOLE
* VCA ANTECH INC 918194101 3,460 000000122702 SH DEFINED 01 SOLE
* V F CORP 918204108 5,240 000000094694 SH DEFINED 01 SOLE
* VALASSIS COMMUNICATION S INC 918866104 2,328 000000080107 SH DEFINED 01 SOLE
1Page 26 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * VALEANT PHARMACEUTICAL S INTL 91911X104 2,533 000000140143 SH DEFINED 01 SOLE
* VALERO ENERGY CORP NEW 91913Y100 28,297 000000548393 SH DEFINED 01 SOLE
* VALSPAR CORP 920355104 3,758 000000152336 SH DEFINED 01 SOLE
* VARIAN MED SYS INC 92220P105 9,489 000000188518 SH DEFINED 01 SOLE
* VARIAN INC 922206107 2,043 000000051352 SH DEFINED 01 SOLE
VECTREN CORP 92240G101 3,212 000000118294 SH DEFINED 01 SOLE
* VERITY INC 92343C106 876 000000065100 SH DEFINED 01 SOLE
* VERISIGN INC 92343E102 3,924 000000179187 SH DEFINED 01 SOLE
* VERISIGN INC 92343E102 2,043 000000093300 SH DEFINED 04 SOLE
* VERIZON COMMUNICATIONS 92343V104 75,247 000002498253 SH DEFINED 01 SOLE
* VERTEX PHARMACEUTICALS INC 92532F100 4,033 000000145766 SH DEFINED 01 SOLE
* VIACOM INC 925524100 11,970 000000365400 SH DEFINED 01 SOLE
* VIACELL INC 92554J105 686,079 000001692184 SH DEFINED 02 SOLE
* VINTAGE PETE INC 927460105 11,620 000000217900 SH DEFINED 01 SOLE
* VISHAY INTERTECHNOLOGY INC 928298108 3,817 000000277433 SH DEFINED 01 SOLE
* VISTEON CORP 92839U107 827 000000132159 SH DEFINED 01 SOLE
* VODAFONE GROUP PLC NEW 92857W100 1,309 000000061000 SH DEFINED 01 SOLE
* VORNADO RLTY TR 929042109 9,098 000000109004 SH DEFINED 01 SOLE
* VULCAN MATLS CO 929160109 6,334 000000093496 SH DEFINED 01 SOLE
WFS FINL INC 92923B106 3,089 000000040565 SH DEFINED 01 SOLE
WGL HLDGS INC 92924F106 2,253 000000074982 SH DEFINED 01 SOLE
* WPS RESOURCES CORP 92931B106 3,621 000000065482 SH DEFINED 01 SOLE
* WACHOVIA CORP 2ND NEW 929903102 73,335 000001387354 SH DEFINED 01 SOLE
* WADDELL & REED FINL IN C 930059100 2,918 000000139171 SH DEFINED 01 SOLE
* WAL MART STORES INC 931142103 104,442 000002231681 SH DEFINED 01 SOLE
* WALGREEN CO 931422109 44,750 000001011076 SH DEFINED 01 SOLE
* WALTER INDS INC 93317Q105 994 000000020000 SH DEFINED 01 SOLE
* WASHINGTON FED INC 938824109 3,091 000000134464 SH DEFINED 01 SOLE
* WASHINGTON MUT INC 939322103 38,282 000000880067 SH DEFINED 01 SOLE
WASHINGTON POST CO 939640108 6,490 000000008484 SH DEFINED 01 SOLE
* WASTE MGMT INC DEL 94106L109 14,941 000000492306 SH DEFINED 01 SOLE
* WATERS CORP 941848103 3,942 000000104310 SH DEFINED 01 SOLE
* WATSON PHARMACEUTICALS INC 942683103 3,556 000000109384 SH DEFINED 01 SOLE
* WEBEX COMMUNICATIONS I NC 94767L109 237 000000011003 SH DEFINED 01 SOLE
* WEBSTER FINL CORP CONN 947890109 3,803 000000081104 SH DEFINED 01 SOLE
WEINGARTEN RLTY INVS 948741103 4,448 000000117661 SH DEFINED 01 SOLE
* WELLPOINT INC 94973V107 45,903 000000575310 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW 949746FA4 46,559 000047000000 PRN DEFINED 01 SOLE
* WELLS FARGO & CO NEW 949746101 92,977 000001479827 SH DEFINED 01 SOLE
* WENDYS INTL INC 950590109 5,899 000000106751 SH DEFINED 01 SOLE
* WERNER ENTERPRISES INC 950755108 1,789 000000090847 SH DEFINED 01 SOLE
* WESTAR ENERGY INC 95709T100 2,814 000000130920 SH DEFINED 01 SOLE
* WESTAMERICA BANCORPORA TION 957090103 2,575 000000048537 SH DEFINED 01 SOLE
WESTCORP INC 957907108 5,328 000000080000 SH DEFINED 01 SOLE
* WESTERN DIGITAL CORP 958102105 5,911 000000317657 SH DEFINED 01 SOLE
* WESTERN GAS RES INC 958259103 4,452 000000094552 SH DEFINED 01 SOLE
1Page 27 06-01-31 14:43:49
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/31/2005
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 * WESTWOOD ONE INC 961815107 2,110 000000129474 SH DEFINED 01 SOLE
* WEYERHAEUSER CO 962166104 14,779 000000222785 SH DEFINED 01 SOLE
* WHIRLPOOL CORP 963320106 5,383 000000064276 SH DEFINED 01 SOLE
* WHOLE FOODS MKT INC 966837106 7,454 000000096328 SH DEFINED 01 SOLE
* WILLIAMS COS INC DEL 969457100 11,870 000000512315 SH DEFINED 01 SOLE
* WILLIAMS SONOMA INC 969904101 7,184 000000166511 SH DEFINED 01 SOLE
* WILMINGTON TRUST CORP 971807102 4,000 000000102804 SH DEFINED 01 SOLE
* WIND RIVER SYSTEMS INC 973149107 1,732 000000117266 SH DEFINED 01 SOLE
* WISCONSIN ENERGY CORP 976657106 6,606 000000169131 SH DEFINED 01 SOLE
* WORLD FUEL SVCS CORP 981475106 225 000000006700 SH DEFINED 01 SOLE
* WORTHINGTON INDS INC 981811102 2,357 000000122704 SH DEFINED 01 SOLE
* WRIGLEY WM JR CO 982526105 10,884 000000163699 SH DEFINED 01 SOLE
WYETH 983024AD2 7,736 000007500000 PRN DEFINED 01 SOLE
* WYETH 983024100 56,302 000001222104 SH DEFINED 01 SOLE
* WYNN RESORTS LTD 983134107 597 000000010896 SH DEFINED 01 SOLE
* XM SATELLITE RADIO HLD GS INC 983759101 902 000000033074 SH DEFINED 01 SOLE
* XTO ENERGY INC 98385X106 14,468 000000329285 SH DEFINED 01 SOLE
* XCEL ENERGY INC 98389B100 6,691 000000362508 SH DEFINED 01 SOLE
* XILINX INC 983919101 11,014 000000436903 SH DEFINED 01 SOLE
* XEROX CORP 984121103 12,545 000000856329 SH DEFINED 01 SOLE
* YAHOO INC 984332106 44,260 000001129675 SH DEFINED 01 SOLE
* YELLOW ROADWAY CORP 985577105 6,469 000000145015 SH DEFINED 01 SOLE
* YUM BRANDS INC 988498101 11,979 000000255540 SH DEFINED 01 SOLE
* ZALE CORP NEW 988858106 470 000000018700 SH DEFINED 01 SOLE
* ZEBRA TECHNOLOGIES COR P 989207105 4,483 000000104626 SH DEFINED 01 SOLE
* ZIMMER HLDGS INC 98956P102 15,267 000000226393 SH DEFINED 01 SOLE
* ZIONS BANCORPORATION 989701107 7,084 000000093754 SH DEFINED 01 SOLE
ZOLL MED CORP 989922109 27 000000001100 SH DEFINED 01 SOLE