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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended June 30, 2007
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 August 14, 2007
------------------------------------------
(Place and Date of Signing)
Report Type:
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 636
Form 13F Information Table Value Total: $9,664,955
(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 07-08-13 14:21:11
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/2007
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ACE LTD G0070K103 766 000000012025 SH DEFINED 01 SOLE
COOPER INDS LTD G24182100 385 000000006654 SH DEFINED 01 SOLE
INGERSOLL-RAND COMPANY LTD G4776G101 594 000000010692 SH DEFINED 01 SOLE
NABORS INDUSTRIES LTD G6359F103 371 000000011141 SH DEFINED 01 SOLE
NOBLE CORPORATION G65422100 468 000000004724 SH DEFINED 01 SOLE
PXRE GROUP LTD G73018106 1,217 000000262320 SH DEFINED 01 SOLE
SINA CORP G81477104 441 000000010538 SH DEFINED 02 SOLE
TRANSOCEAN INC G90078109 1,127 000000010418 SH DEFINED 01 SOLE
WEATHERFORD INTERNATIONAL LT G95089101 666 000000011954 SH DEFINED 01 SOLE
XL CAP LTD G98255105 585 000000006886 SH DEFINED 01 SOLE
ABN AMRO HLDG NV 000937102 232 000000005000 SH DEFINED 01 SOLE
AFLAC INC 001055102 924 000000017738 SH DEFINED 01 SOLE
AES CORP 00130H105 545 000000024181 SH DEFINED 01 SOLE
AT&T INC 00206R102 9,401 000000224636 SH DEFINED 01 SOLE
ABBOTT LABS 002824100 2,978 000000054831 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO 002896207 226 000000003131 SH DEFINED 01 SOLE
ADOBE SYS INC 00724F101 836 000000020827 SH DEFINED 01 SOLE
AEROFLEX INC 007768104 9,703 000000680000 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC 007903107 279 000000019448 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC 007903107 2,145 000000150000 SH DEFINED 02 SOLE
AETNA INC NEW 00817Y108 1,006 000000019961 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES 008190100 203 000000003546 SH DEFINED 01 SOLE
AGILENT TECHNOLOGIES INC 00846U101 551 000000014059 SH DEFINED 01 SOLE
AGILE SOFTWARE CORP DEL 00846X105 7,666 000000950000 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC 009158106 620 000000007679 SH DEFINED 01 SOLE
ALCAN INC 013716105 1,239 000000015000 SH DEFINED 01 SOLE
ALCOA INC 013817101 2,087 000000050804 SH DEFINED 01 SOLE
ALCOA INC 013817101 547 000000013500 SH DEFINED 02 SOLE
ALLEGHENY ENERGY INC 017361106 307 000000005854 SH DEFINED 01 SOLE
ALLEGHENY TECHNOLOGIES INC 01741R102 389 000000003591 SH DEFINED 01 SOLE
ALLERGAN INC 018490102 625 000000010880 SH DEFINED 01 SOLE
ALLIANCE DATA SYSTEMS CORP 018581108 11,652 000000150551 SH DEFINED 01 SOLE
ALLSTATE CORP 020002101 1,398 000000022648 SH DEFINED 01 SOLE
ALLTEL CORP 020039103 8,654 000000127463 SH DEFINED 01 SOLE
ALTERA CORP 021441100 285 000000012589 SH DEFINED 01 SOLE
ALTRIA GROUP INC 02209S103 5,393 000000076066 SH DEFINED 01 SOLE
ALTUS PHARMACEUTICALS INC 02216N105 10,386 000000866624 SH DEFINED 02 SOLE
AMAZON COM INC 023135106 765 000000011003 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC 023139108 313 000000003588 SH DEFINED 01 SOLE
AMEREN CORP 023608102 366 000000007317 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC 025537101 645 000000014094 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO 025816109 2,735 000000044278 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC 026874107 6,744 000000096073 SH DEFINED 01 SOLE
AMERICAN RAILCAR INDS INC 02916P103 1,105 000000028350 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL 029712106 379 000000006285 SH DEFINED 01 SOLE
AMERISOURCEBERGEN CORP 03073E105 350 000000007038 SH DEFINED 01 SOLE
1Page 2 07-08-13 14:21:11
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
07/02/2007
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AMERIPRISE FINL INC 03076C106 579 000000008905 SH DEFINED 01 SOLE
AMGEN INC 031162100 2,379 000000043069 SH DEFINED 01 SOLE
AMGEN INC 031162100 2,493 000000045090 SH DEFINED 02 SOLE
ANADARKO PETE CORP 032511107 852 000000016432 SH DEFINED 01 SOLE
ANALOG DEVICES INC 032654105 480 000000012501 SH DEFINED 01 SOLE
ANDREW CORP 034425108 919 000000064001 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC 035229103 1,724 000000032972 SH DEFINED 01 SOLE
AON CORP 037389103 462 000000010844 SH DEFINED 01 SOLE
APACHE CORP 037411105 966 000000011697 SH DEFINED 01 SOLE
APOLLO GROUP INC 037604105 289 000000004979 SH DEFINED 01 SOLE
APPLE INC 037833100 3,762 000000031026 SH DEFINED 01 SOLE
APPLIED MATLS INC 038222105 1,045 000000051835 SH DEFINED 01 SOLE
AQUA AMERICA INC 03836W103 2,729 000005571055 SH DEFINED 02 SOLE
AQUANTIVE INC 03839G105 4,529 000000070000 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO 039483102 791 000000023126 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO 039483102 369 000000011157 SH DEFINED 02 SOLE
ARCHSTONE SMITH TR 039583109 12,496 000000209605 SH DEFINED 01 SOLE
ARMOR HOLDINGS INC 042260109 2,175 000000025000 SH DEFINED 01 SOLE
ARMSTRONG WORLD I NDS INC NE 04247X102 2,775 000000055348 SH DEFINED 01 SOLE
ASSURANT INC 04621X108 216 000000003641 SH DEFINED 01 SOLE
AUTHORIZE NET HLDGS INC 052686102 1,208 000000066700 SH DEFINED 01 SOLE
AUTODESK INC 052769106 387 000000008200 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING IN 053015103 967 000000019860 SH DEFINED 01 SOLE
AUTOZONE INC 053332102 274 000000001989 SH DEFINED 01 SOLE
AVALONBAY CMNTYS INC 053484101 359 000000002941 SH DEFINED 01 SOLE
AVAYA INC 053499109 287 000000017030 SH DEFINED 01 SOLE
AVERY DENNISON CORP 053611109 233 000000003489 SH DEFINED 01 SOLE
AVON PRODS INC 054303102 571 000000015546 SH DEFINED 01 SOLE
BB&T CORP 054937107 808 000000019516 SH DEFINED 01 SOLE
BCE INC 05534B760 1,712 000000043400 SH DEFINED 01 SOLE
BISYS GROUP INC 055472104 3,851 000000325000 SH DEFINED 01 SOLE
BJ SVCS CO 055482103 296 000000010378 SH DEFINED 01 SOLE
BMC SOFTWARE INC 055921100 228 000000007565 SH DEFINED 01 SOLE
BAIDU COM INC 056752108 362 000000002158 SH DEFINED 02 SOLE
BAKER HUGHES INC 057224107 1,001 000000011655 SH DEFINED 01 SOLE
BALDOR ELEC CO 057741100 498 000000010122 SH DEFINED 02 SOLE
BANCOLOMBIA S A 05968L102 636 000000019400 SH DEFINED 02 SOLE
BANK OF AMERICA CORPORATION 060505104 8,091 000000164054 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION 060505104 1,244 000000025451 SH DEFINED 02 SOLE
BANK NEW YORK INC 064057102 2,298 000000055473 SH DEFINED 01 SOLE
BARD C R INC 067383109 304 000000003660 SH DEFINED 01 SOLE
BAUSCH & LOMB INC 071707103 1,178 000000016949 SH DEFINED 01 SOLE
BAXTER INTL INC 071813109 1,368 000000023668 SH DEFINED 01 SOLE
BEAR STEARNS COS INC 073902108 601 000000004199 SH DEFINED 01 SOLE
BEAR STEARNS COS INC 073902108 96,400 000002410002 SH DEFINED 02 SOLE
BECTON DICKINSON & CO 075887109 662 000000008831 SH DEFINED 01 SOLE
1Page 3 07-08-13 14:21:11
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
07/02/2007
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BED BATH & BEYOND INC 075896100 350 000000009708 SH DEFINED 01 SOLE
BEST BUY INC 086516101 673 000000014354 SH DEFINED 01 SOLE
BIOMET INC 090613100 6,131 000000133796 SH DEFINED 01 SOLE
BIOGEN IDEC INC 09062X103 542 000000010090 SH DEFINED 01 SOLE
BIOSITE INC 090945106 2,883 000000031340 SH DEFINED 01 SOLE
BLACK & DECKER CORP 091797100 214 000000002412 SH DEFINED 01 SOLE
BLOCK H & R INC 093671105 264 000000011449 SH DEFINED 01 SOLE
BOEING CO 097023105 2,748 000000028403 SH DEFINED 01 SOLE
BOEING CO 097023105 221 000000002300 SH DEFINED 02 SOLE
BOSTON PROPERTIES INC 101121101 476 000000004538 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP 101137107 694 000000044880 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO 110122108 2,264 000000071123 SH DEFINED 01 SOLE
BRISTOL WEST HLDG S INC 11037M105 5,940 000000264000 SH DEFINED 01 SOLE
BROADCOM CORP 111320107 491 000000016498 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE C 12189T104 1,089 000000012587 SH DEFINED 01 SOLE
CBS CORP NEW 124857202 952 000000027824 SH DEFINED 01 SOLE
CB RICHARD ELLIS GROUP INC 12497T101 248 000000006651 SH DEFINED 01 SOLE
C D W CORP 12512N105 9,781 000000115000 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC 12541W209 317 000000006030 SH DEFINED 01 SOLE
CIGNA CORP 125509109 572 000000010630 SH DEFINED 01 SOLE
CIT GROUP INC 125581108 380 000000006804 SH DEFINED 01 SOLE
CSX CORP 126408103 718 000000015500 SH DEFINED 01 SOLE
CVS CAREMARK CORPORATION 126650100 2,020 000000055283 SH DEFINED 01 SOLE
CA INC 12673P105 406 000000015731 SH DEFINED 01 SOLE
CABLEVISION SYS CORP 12686C109 7,742 000000213700 SH DEFINED 01 SOLE
CABLEVISION SYS CORP 12686C109 1,704 000000047100 SH DEFINED 01 SOLE
CAMPBELL SOUP CO 134429109 317 000000008193 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP 14040H105 1,170 000000014866 SH DEFINED 01 SOLE
CAPSTONE TURBINE CORP 14067D102 133 000000123676 SH DEFINED 02 SOLE
CARDINAL HEALTH INC 14149Y108 1,023 000000014620 SH DEFINED 01 SOLE
CARNIVAL CORP 143658300 770 000000016068 SH DEFINED 01 SOLE
CATALINA MARKETING CORP 148867104 12,732 000000400000 SH DEFINED 01 SOLE
CATERPILLAR INC DEL 149123101 2,031 000000025253 SH DEFINED 01 SOLE
CATERPILLAR INC DEL 149123101 505 000000006457 SH DEFINED 02 SOLE
CBOT HLDGS INC 14984K106 613 000000003000 SH DEFINED 01 SOLE
CELGENE CORP 151020104 779 000000013469 SH DEFINED 01 SOLE
CENTERPOINT ENERGY INC 15189T107 199 000000011328 SH DEFINED 01 SOLE
CENTURYTEL INC 156700106 211 000000004299 SH DEFINED 01 SOLE
CERIDIAN CORP NEW 156779100 3,984 000000113900 SH DEFINED 01 SOLE
CHESAPEAKE ENERGY CORP 165167107 508 000000014477 SH DEFINED 01 SOLE
CHEVRON CORP NEW 166764100 6,722 000000078947 SH DEFINED 01 SOLE
CHICAGO MERCANTILE HLDGS INC 167760107 668 000000001255 SH DEFINED 01 SOLE
CHIQUITA BRANDS INTL INC 170032809 893 000000047100 SH DEFINED 01 SOLE
CHITTENDEN CORP 170228100 1,233 000000035000 SH DEFINED 01 SOLE
CHOLESTECH CORP 170393102 4,452 000000200000 SH DEFINED 01 SOLE
CHUBB CORP 171232101 802 000000014709 SH DEFINED 01 SOLE
1Page 4 07-08-13 14:21:11
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
07/02/2007
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CINCINNATI FINL CORP 172062101 370 000000008416 SH DEFINED 01 SOLE
CISCO SYS INC 17275R102 6,178 000000221541 SH DEFINED 01 SOLE
CINTAS CORP 172908105 234 000000005882 SH DEFINED 01 SOLE
CITIGROUP INC 172967101 9,237 000000178886 SH DEFINED 01 SOLE
CITIGROUP INC 172967101 1,834 000000035769 SH DEFINED 02 SOLE
CITIZENS COMMUNICATIONS CO 17453B101 193 000000012610 SH DEFINED 01 SOLE
CITRIX SYS INC 177376100 216 000000006440 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS 184502102 14,470 000000382822 SH DEFINED 01 SOLE
CLOROX CO DEL 189054109 332 000000005353 SH DEFINED 01 SOLE
COACH INC 189754104 622 000000013179 SH DEFINED 01 SOLE
COCA COLA CO 191216100 3,834 000000072962 SH DEFINED 01 SOLE
COCA COLA ENTERPRISES INC 191219104 249 000000010297 SH DEFINED 01 SOLE
COEUR D ALENE MINES CORP IDA 192108108 37 000000010200 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIO 192446102 389 000000005116 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO 194162103 1,246 000000019131 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO 194162103 584 000000009020 SH DEFINED 02 SOLE
COLOR KINETICS INC 19624P100 5,169 000000155000 SH DEFINED 01 SOLE
COMCAST CORP NEW 20030N101 3,132 000000110139 SH DEFINED 01 SOLE
COMCAST CORP NEW 20030N200 1,290 000000046150 SH DEFINED 01 SOLE
COMERICA INC 200340107 355 000000005833 SH DEFINED 01 SOLE
COMMERCE BANCORP INC NJ 200519106 249 000000006788 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC 20449H109 1,018 000000014671 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP 205363104 377 000000006371 SH DEFINED 01 SOLE
COMPUWARE CORP 205638109 143 000000011944 SH DEFINED 01 SOLE
CONAGRA FOODS INC 205887102 499 000000018218 SH DEFINED 01 SOLE
CONOCOPHILLIPS 20825C104 4,773 000000059666 SH DEFINED 01 SOLE
CONSECO INC 208464883 1,395 000000066822 SH DEFINED 01 SOLE
CONSOL ENERGY INC 20854P109 313 000000006715 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC 209115104 446 000000009790 SH DEFINED 01 SOLE
CONSTELLATION ENERGY GROUP I 210371100 569 000000006404 SH DEFINED 01 SOLE
CORE MARK HOLDING CO INC 218681104 2,484 000000069064 SH DEFINED 01 SOLE
CORNING INC 219350105 1,516 000000058873 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW 22160K105 970 000000016114 SH DEFINED 01 SOLE
COUNTRYWIDE FINANCIAL CORP 222372104 772 000000021040 SH DEFINED 01 SOLE
COVANSYS CORP 22281W103 6,982 000000205354 SH DEFINED 01 SOLE
COVAD COMMUNICATI ONS GROUP 222814204 57 000000063499 SH DEFINED 01 SOLE
COVENTRY HEALTH CARE INC 222862104 340 000000005780 SH DEFINED 01 SOLE
CREE INC 225447101 249 000000009642 SH DEFINED 02 SOLE
CRESCENT REAL ESTATE EQUITIE 225756105 11,225 000000500000 SH DEFINED 01 SOLE
CUMMINS INC 231021106 407 000000003874 SH DEFINED 01 SOLE
CYTYC CORP 232946103 621 000000014000 SH DEFINED 01 SOLE
DTE ENERGY CO 233331107 303 000000006226 SH DEFINED 01 SOLE
DANAHER CORP DEL 235851102 663 000000008667 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC 237194105 222 000000005049 SH DEFINED 01 SOLE
DEERE & CO 244199105 1,004 000000008132 SH DEFINED 01 SOLE
DELL INC 24702R101 2,362 000000081670 SH DEFINED 01 SOLE
1Page 5 07-08-13 14:21:11
0 FORM 13F
INFORMATION TABLE
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07/02/2007
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DELL INC 24702R101 945 000000033112 SH DEFINED 02 SOLE
DELTA AIR LINES INC DEL 247361702 768 000000039022 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL 247361702 5,068 000000257275 SH DEFINED 01 SOLE
DENNYS CORP 24869P104 445 000000100000 SH DEFINED 01 SOLE
DEVELOPERS DIVERSIFIED RLTY 251591103 236 000000004388 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW 25179M103 1,363 000000017129 SH DEFINED 01 SOLE
DIAMONDS TR 252787106 580,592 000004292103 SH DEFINED 01 SOLE
DIGENE CORP 253752109 1,064 000000017500 SH DEFINED 01 SOLE
DIRECTV GROUP INC 25459L106 668 000000028861 SH DEFINED 01 SOLE
DISNEY WALT CO 254687106 2,594 000000075158 SH DEFINED 01 SOLE
DISNEY WALT CO 254687106 228 000000006700 SH DEFINED 02 SOLE
DOLLAR GEN CORP 256669102 10,124 000000461234 SH DEFINED 01 SOLE
DOMINION RES INC VA NEW 25746U109 1,094 000000012599 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO 257867101 350 000000007943 SH DEFINED 01 SOLE
DOVER CORP 260003108 377 000000007225 SH DEFINED 01 SOLE
DOW CHEM CO 260543103 1,528 000000033902 SH DEFINED 01 SOLE
DOW JONES & CO INC 260561105 278 000000004836 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO 263534109 1,726 000000033325 SH DEFINED 01 SOLE
DUKE ENERGY CORP NEW 26441C105 939 000000050781 SH DEFINED 01 SOLE
DYNEGY INC DEL 26817G102 136 000000014222 SH DEFINED 01 SOLE
EGL INC 268484102 3,502 000000075000 SH DEFINED 01 SOLE
E M C CORP MASS 268648102 1,433 000000077268 SH DEFINED 01 SOLE
ENSCO INTL INC 26874Q100 363 000000005764 SH DEFINED 01 SOLE
EOG RES INC 26875P101 637 000000008605 SH DEFINED 01 SOLE
E TRADE FINANCIAL CORP 269246104 336 000000015127 SH DEFINED 01 SOLE
EASTMAN CHEM CO 277432100 201 000000003013 SH DEFINED 01 SOLE
EASTMAN KODAK CO 277461109 298 000000010633 SH DEFINED 01 SOLE
EATON CORP 278058102 507 000000005366 SH DEFINED 01 SOLE
EBAY INC 278642103 1,344 000000041593 SH DEFINED 01 SOLE
ECOLAB INC 278865100 269 000000006235 SH DEFINED 01 SOLE
ECOLLEGE COM 27887E100 6,346 000000285000 SH DEFINED 01 SOLE
EDISON INTL 281020107 690 000000012028 SH DEFINED 01 SOLE
EDWARDS AG INC 281760108 28,910 000000338248 SH DEFINED 01 SOLE
EFUNDS CORP 28224R101 746 000000021100 SH DEFINED 01 SOLE
EL PASO CORP 28336L109 469 000000027127 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC 285512109 527 000000010947 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW 285661104 527 000000018786 SH DEFINED 01 SOLE
EMBARQ CORP 29078E105 355 000000005555 SH DEFINED 01 SOLE
EMERSON ELEC CO 291011104 1,361 000000028682 SH DEFINED 01 SOLE
ENERGY CONVERSION DEVICES IN 292659109 337 000000010938 SH DEFINED 02 SOLE
ENTERGY CORP NEW 29364G103 799 000000007276 SH DEFINED 01 SOLE
EQUIFAX INC 294429105 236 000000005249 SH DEFINED 01 SOLE
EQUITY INNS INC 294703103 3,393 000000150000 SH DEFINED 01 SOLE
EQUITY RESIDENTIAL 29476L107 472 000000010249 SH DEFINED 01 SOLE
EVERGREEN SOLAR INC 30033R108 348 000000037475 SH DEFINED 02 SOLE
EXELON CORP 30161N101 1,816 000000023804 SH DEFINED 01 SOLE
1Page 6 07-08-13 14:21:11
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0EXPRESS SCRIPTS INC 302182100 491 000000009611 SH DEFINED 01 SOLE
EXXON MOBIL CORP 30231G102 17,769 000000209496 SH DEFINED 01 SOLE
EXXON MOBIL CORP 30231G102 276 000000003300 SH DEFINED 02 SOLE
FPL GROUP INC 302571104 824 000000014363 SH DEFINED 01 SOLE
FTI CONSULTING INC 302941109 998 000000026250 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP 313400301 1,590 000000025829 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN 313586109 2,351 000000035278 SH DEFINED 01 SOLE
FEDERATED INVS INC PA 314211103 226 000000005840 SH DEFINED 01 SOLE
FEDEX CORP 31428X106 1,206 000000010892 SH DEFINED 01 SOLE
FIDELITY NATL INFORMATION SV 31620M106 328 000000005995 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP 316773100 786 000000019472 SH DEFINED 01 SOLE
FIRST DATA CORP 319963104 17,268 000000527287 SH DEFINED 01 SOLE
FIRST REP BK SAN FRANCISCO 336158100 14,474 000000269800 SH DEFINED 01 SOLE
FIRST SOLAR INC 336433107 347 000000003895 SH DEFINED 02 SOLE
FISERV INC 337738108 340 000000005993 SH DEFINED 01 SOLE
FIRSTENERGY CORP 337932107 835 000000012583 SH DEFINED 01 SOLE
FLORIDA EAST COAST INDS 340632108 4,570 000000055000 SH DEFINED 01 SOLE
FLORIDA ROCK INDS INC 341140101 4,736 000000070000 SH DEFINED 01 SOLE
FLUOR CORP NEW 343412102 357 000000003157 SH DEFINED 01 SOLE
FLUOR CORP NEW 343412102 364 000000003272 SH DEFINED 02 SOLE
FORD MTR CO DEL 345370860 654 000000067903 SH DEFINED 01 SOLE
FOREST LABS INC 345838106 608 000000013227 SH DEFINED 01 SOLE
FORTUNE BRANDS INC 349631101 447 000000005408 SH DEFINED 01 SOLE
FRANKLIN RES INC 354613101 816 000000006090 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & G 35671D782 1,509 000000011750 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GO 35671D857 1,168 000000013799 SH DEFINED 01 SOLE
FUELCELL ENERGY INC 35952H106 114 000000014419 SH DEFINED 02 SOLE
GANNETT INC 364730101 475 000000008621 SH DEFINED 01 SOLE
GAP INC DEL 364760108 373 000000019367 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP 369550108 1,122 000000014352 SH DEFINED 01 SOLE
GENERAL ELECTRIC CO 369604103 14,417 000000376822 SH DEFINED 01 SOLE
GENERAL GROWTH PPTYS INC 370021107 267 000000005000 SH DEFINED 01 SOLE
GENERAL MLS INC 370334104 779 000000013230 SH DEFINED 01 SOLE
GENERAL MTRS CORP 370442105 760 000000020015 SH DEFINED 01 SOLE
GENERAL MTRS CORP 370442105 994 000000026300 SH DEFINED 02 SOLE
GENESCO INC 371532102 2,219 000000042000 SH DEFINED 01 SOLE
GENESIS HEALTHCARE CORP 37184D101 12,019 000000175000 SH DEFINED 01 SOLE
GENUINE PARTS CO 372460105 303 000000006041 SH DEFINED 01 SOLE
GENWORTH FINL INC 37247D106 533 000000015319 SH DEFINED 01 SOLE
GENZYME CORP 372917104 613 000000009321 SH DEFINED 01 SOLE
GILEAD SCIENCES INC 375558103 1,351 000000034344 SH DEFINED 01 SOLE
GMARKET INC 38012G100 388 000000020000 SH DEFINED 02 SOLE
GOLDMAN SACHS GROUP INC 38141G104 3,265 000000014899 SH DEFINED 01 SOLE
GOODRICH CORP 382388106 266 000000004395 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO 382550101 264 000000007377 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO 382550101 3,936 000000113250 SH DEFINED 01 SOLE
1Page 7 07-08-13 14:21:11
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GOOGLE INC 38259P508 4,221 000000007959 SH DEFINED 01 SOLE
GOOGLE INC 38259P508 1,833 000000003508 SH DEFINED 02 SOLE
GRACE W R & CO DEL NEW 38388F108 2,147 000000087700 SH DEFINED 01 SOLE
GRAINGER W W INC 384802104 238 000000002533 SH DEFINED 01 SOLE
GREATER BAY BANCORP 391648102 12,577 000000450000 SH DEFINED 01 SOLE
GROUP 1 AUTOMOTIVE INC 398905109 502 000000012450 SH DEFINED 01 SOLE
GUITAR CTR MGMT INC 402040109 1,925 000000032100 SH DEFINED 01 SOLE
HALLIBURTON CO 406216101 1,217 000000034836 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC 412822108 569 000000009417 SH DEFINED 01 SOLE
HARMAN INTL INDS INC 413086109 2,023 000000017347 SH DEFINED 01 SOLE
HARRAHS ENTMT INC 413619107 32,490 000000379869 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC 416515104 1,165 000000011679 SH DEFINED 01 SOLE
HAYES LEMMERZ INT L INC 420781304 2,273 000000425000 SH DEFINED 01 SOLE
HEINZ H J CO 423074103 574 000000012036 SH DEFINED 01 SOLE
HERSHEY CO 427866108 307 000000006037 SH DEFINED 01 SOLE
HESS CORP 42809H107 573 000000009644 SH DEFINED 01 SOLE
HEWLETT PACKARD CO 428236103 4,511 000000099839 SH DEFINED 01 SOLE
HIGHLAND HOSPITAL ITY CORP 430141101 12,460 000000650000 SH DEFINED 01 SOLE
HILTON HOTELS CORP 432848109 467 000000013796 SH DEFINED 01 SOLE
HOLOGIC INC 436440101 227 000000004000 SH DEFINED 01 SOLE
HOME DEPOT INC 437076102 2,803 000000071207 SH DEFINED 01 SOLE
HOME DEPOT INC 437076102 684 000000017385 SH DEFINED 02 SOLE
HONEYWELL INTL INC 438516106 1,681 000000029451 SH DEFINED 01 SOLE
HONEYWELL INTL INC 438516106 340 000000006045 SH DEFINED 02 SOLE
HORNBECK OFFSHORE SVCS INC N 440543106 2,011 000000051900 SH DEFINED 01 SOLE
HOSPIRA INC 441060100 215 000000005523 SH DEFINED 01 SOLE
HOST HOTELS & RESORTS INC 44107P104 438 000000018442 SH DEFINED 01 SOLE
HUDSON CITY BANCORP 443683107 211 000000017135 SH DEFINED 01 SOLE
HUMANA INC 444859102 386 000000006161 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC 446150104 217 000000009616 SH DEFINED 01 SOLE
HUNTSMAN CORP 447011107 243 000000010000 SH DEFINED 01 SOLE
HUNTSMAN CORP 447011107 1,129 000000046479 SH DEFINED 01 SOLE
IAC INTERACTIVECORP 44919P300 318 000000009256 SH DEFINED 01 SOLE
ICO GLOBAL COMM H LDGS LTD D 44930K108 885 000000254429 SH DEFINED 01 SOLE
IMS HEALTH INC 449934108 237 000000007336 SH DEFINED 01 SOLE
ITT CORP NEW 450911102 477 000000006921 SH DEFINED 01 SOLE
IDENIX PHARMACEUTICALS INC 45166R204 1,814 000000301476 SH DEFINED 02 SOLE
ILLINOIS TOOL WKS INC 452308109 815 000000014668 SH DEFINED 01 SOLE
INFRASOURCE SVCS INC 45684P102 7,633 000000203400 SH DEFINED 01 SOLE
INTEL CORP 458140100 5,048 000000208000 SH DEFINED 01 SOLE
INTEL CORP 458140100 289 000000012200 SH DEFINED 02 SOLE
INTERNATIONAL BUSINESS MACHS 459200101 5,447 000000051873 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS 459200101 851 000000008090 SH DEFINED 02 SOLE
INTERNATIONAL GAME TECHNOLOG 459902102 472 000000011762 SH DEFINED 01 SOLE
INTL PAPER CO 460146103 624 000000016125 SH DEFINED 01 SOLE
INTERNATIONAL RECTIFIER CORP 460254105 253 000000006813 SH DEFINED 02 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0 INTERPOOL INC 46062R108 5,398 000000200000 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC 460690100 188 000000016628 SH DEFINED 01 SOLE
INTUIT 461202103 366 000000012393 SH DEFINED 01 SOLE
INVESTORS FINL SERVICES CORP 461915100 15,535 000000250000 SH DEFINED 01 SOLE
IPSCO INC 462622101 7,959 000000050000 SH DEFINED 01 SOLE
ISHARES COMEX GOL D TR 464285105 3,731 000000057930 SH DEFINED 02 SOLE
ISHARES INC 464286608 3,197 000000027099 SH DEFINED 02 SOLE
ISHARES INC 464286699 2,574 000000100753 SH DEFINED 02 SOLE
ISHARES INC 464286848 1,152 000000078000 SH DEFINED 01 SOLE
ISHARES TR 464287234 9,449 000000071775 SH DEFINED 02 SOLE
ISHARES TR 464287390 2,886 000000013539 SH DEFINED 02 SOLE
ISHARES TR 464287465 17,338 000000211600 SH DEFINED 01 SOLE
ISHARES TR 464287739 404 000000005224 SH DEFINED 02 SOLE
ITRON INC 465741106 259 000000003327 SH DEFINED 02 SOLE
JA SOLAR HOLDINGS CO LTD 466090107 343 000000010184 SH DEFINED 02 SOLE
JP MORGAN CHASE & CO 46625H100 6,300 000000128192 SH DEFINED 01 SOLE
JOHNSON & JOHNSON 478160104 6,461 000000104468 SH DEFINED 01 SOLE
JOHNSON & JOHNSON 478160104 663 000000010774 SH DEFINED 02 SOLE
JOHNSON CTLS INC 478366107 835 000000007071 SH DEFINED 01 SOLE
JUNIPER NETWORKS INC 48203R104 536 000000020811 SH DEFINED 01 SOLE
KLA-TENCOR CORP 482480100 387 000000006997 SH DEFINED 01 SOLE
K2 INC 482732104 6,104 000000400000 SH DEFINED 01 SOLE
KELLOGG CO 487836108 460 000000008899 SH DEFINED 01 SOLE
KEYCORP NEW 493267108 502 000000014332 SH DEFINED 01 SOLE
KEYSPAN CORP 49337W100 2,811 000000066932 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP 494368103 1,111 000000016424 SH DEFINED 01 SOLE
KIMCO REALTY CORP 49446R109 313 000000007976 SH DEFINED 01 SOLE
KING PHARMACEUTICALS INC 495582108 251 000000012089 SH DEFINED 01 SOLE
KOHLS CORP 500255104 834 000000011885 SH DEFINED 01 SOLE
KRAFT FOODS INC 50075N104 2,068 000000058212 SH DEFINED 01 SOLE
KROGER CO 501044101 720 000000025062 SH DEFINED 01 SOLE
LDK SOLAR CO LTD 50183L107 350 000000011209 SH DEFINED 02 SOLE
LSI CORPORATION 502161102 206 000000027289 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC 502424104 445 000000004545 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS 50540R409 353 000000004469 SH DEFINED 01 SOLE
LEGG MASON INC 524901105 482 000000004815 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC 524908100 1,402 000000018910 SH DEFINED 01 SOLE
LILLY ELI & CO 532457108 2,000 000000035265 SH DEFINED 01 SOLE
LIMITED BRANDS INC 532716107 344 000000012088 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND 534187109 699 000000009726 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP 535678106 332 000000009056 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP 539830109 1,315 000000013898 SH DEFINED 01 SOLE
LOEWS CORP 540424108 952 000000018326 SH DEFINED 01 SOLE
LOWES COS INC 548661107 1,660 000000054083 SH DEFINED 01 SOLE
M & T BK CORP 55261F104 293 000000002708 SH DEFINED 01 SOLE
MAF BANCORP INC 55261R108 5,978 000000110000 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MBIA INC 55262C100 290 000000004680 SH DEFINED 01 SOLE
MEMC ELECTR MATLS INC 552715104 505 000000007949 SH DEFINED 01 SOLE
MEMC ELECTR MATLS INC 552715104 350 000000005727 SH DEFINED 02 SOLE
MTR GAMING GROUP INC 553769100 1,455 000000094523 SH DEFINED 01 SOLE
MACYS INC 55616P104 692 000000017387 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC 559079207 4,656 000000100202 SH DEFINED 01 SOLE
MANOR CARE INC NEW 564055101 485 000000007578 SH DEFINED 01 SOLE
MARATHON OIL CORP 565849106 1,569 000000025647 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC 571748102 610 000000019641 SH DEFINED 01 SOLE
MARSHALL & ILSLEY CORP 571834100 441 000000009187 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW 571903202 532 000000012161 SH DEFINED 01 SOLE
MASCO CORP 574599106 399 000000013945 SH DEFINED 01 SOLE
MATTEL INC 577081102 373 000000014521 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC 57772K101 378 000000011326 SH DEFINED 01 SOLE
MCDONALDS CORP 580135101 2,234 000000043497 SH DEFINED 01 SOLE
MCDONALDS CORP 580135101 425 000000008388 SH DEFINED 02 SOLE
MCGRAW HILL COS INC 580645109 924 000000013597 SH DEFINED 01 SOLE
MCKESSON CORP 58155Q103 665 000000011167 SH DEFINED 01 SOLE
MEADWESTVACO CORP 583334107 233 000000006540 SH DEFINED 01 SOLE
MEDCO HEALTH SOLUTIONS INC 58405U102 855 000000010755 SH DEFINED 01 SOLE
MEDIMMUNE INC 584699102 1,334 000000023021 SH DEFINED 01 SOLE
MEDTRONIC INC 585055106 2,283 000000042790 SH DEFINED 01 SOLE
MELLON FINL CORP 58551A108 12,443 000000282800 SH DEFINED 01 SOLE
MERCK & CO INC 589331107 3,829 000000077254 SH DEFINED 01 SOLE
MERCK & CO INC 589331107 263 000000005300 SH DEFINED 02 SOLE
MERRILL LYNCH & CO INC 590188108 2,706 000000032404 SH DEFINED 01 SOLE
METLIFE INC 59156R108 1,821 000000027774 SH DEFINED 01 SOLE
MICROSOFT CORP 594918104 9,187 000000308911 SH DEFINED 01 SOLE
MICROSOFT CORP 594918104 898 000000030492 SH DEFINED 02 SOLE
MICRON TECHNOLOGY INC 595112103 333 000000026746 SH DEFINED 01 SOLE
MIDCAP SPDR TR 595635103 50,661 000000307095 SH DEFINED 01 SOLE
MIRANT CORP NEW 60467R100 1,634 000000038314 SH DEFINED 01 SOLE
MONSANTO CO NEW 61166W101 1,327 000000019348 SH DEFINED 01 SOLE
MOODYS CORP 615369105 504 000000008131 SH DEFINED 01 SOLE
MORGAN STANLEY 617446448 2,754 000000038619 SH DEFINED 01 SOLE
MOSAIC CO 61945A107 538 000000013800 SH DEFINED 01 SOLE
MUELLER WTR PRODS INC 624758207 680 000000045352 SH DEFINED 01 SOLE
MURPHY OIL CORP 626717102 404 000000006665 SH DEFINED 01 SOLE
NCR CORP NEW 62886E108 340 000000006415 SH DEFINED 01 SOLE
NRG ENERGY INC 629377508 1,820 000000043800 SH DEFINED 01 SOLE
NATIONAL CITY CORP 635405103 727 000000021328 SH DEFINED 01 SOLE
NATIONAL OILWELL VARCO INC 637071101 715 000000006566 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP 637640103 291 000000010307 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC 64120L104 390 000000013494 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC 651229106 319 000000010740 SH DEFINED 01 SOLE
NEWMONT MINING CORP 651639106 673 000000016895 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NEWS CORP 65248E104 1,754 000000082438 SH DEFINED 01 SOLE
NIKE INC 654106103 820 000000014051 SH DEFINED 01 SOLE
NIKE INC 654106103 774 000000013288 SH DEFINED 02 SOLE
NISOURCE INC 65473P105 213 000000010127 SH DEFINED 01 SOLE
NORDSTROM INC 655664100 424 000000008407 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP 655844108 760 000000014188 SH DEFINED 01 SOLE
NORTHERN TR CORP 665859104 439 000000006780 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP 666807102 977 000000012453 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP 667280408 15,276 000000688148 SH DEFINED 01 SOLE
NOVELL INC 670006105 101 000000012872 SH DEFINED 01 SOLE
NUCOR CORP 670346105 677 000000011355 SH DEFINED 01 SOLE
NVIDIA CORP 67066G104 556 000000012927 SH DEFINED 01 SOLE
NUVEEN INVTS INC 67090F106 1,343 000000021600 SH DEFINED 01 SOLE
OAKLEY INC 673662102 625 000000022100 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL 674599105 1,797 000000030606 SH DEFINED 01 SOLE
OFFICE DEPOT INC 676220106 300 000000009772 SH DEFINED 01 SOLE
OHIO CAS CORP 677240103 17,360 000000400000 SH DEFINED 01 SOLE
OMNICOM GROUP INC 681919106 669 000000012755 SH DEFINED 01 SOLE
ORACLE CORP 68389X105 2,908 000000146003 SH DEFINED 01 SOLE
ORMAT TECHNOLOGIE S INC 686688102 368 000000009772 SH DEFINED 02 SOLE
OSHKOSH TRUCK CORP 688239201 640 000000010000 SH DEFINED 01 SOLE
OWENS CORNING NEW 690742101 6,592 000000196036 SH DEFINED 01 SOLE
PG&E CORP 69331C108 574 000000012462 SH DEFINED 01 SOLE
PHH CORP 693320202 3,294 000000105000 SH DEFINED 01 SOLE
PNC FINL SVCS GROUP INC 693475105 929 000000012709 SH DEFINED 01 SOLE
PPG INDS INC 693506107 446 000000005800 SH DEFINED 01 SOLE
PPL CORP 69351T106 656 000000013600 SH DEFINED 01 SOLE
PACCAR INC 693718108 794 000000008879 SH DEFINED 01 SOLE
PALL CORP 696429307 202 000000004342 SH DEFINED 01 SOLE
PANTRY INC 698657103 525 000000011400 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP 701094104 427 000000004290 SH DEFINED 01 SOLE
PATHMARK STORES INC NEW 70322A101 6,630 000000505000 SH DEFINED 01 SOLE
PAYCHEX INC 704326107 528 000000013433 SH DEFINED 01 SOLE
PEABODY ENERGY CORP 704549104 460 000000009371 SH DEFINED 01 SOLE
PEABODY ENERGY CORP 704549104 516 000000010670 SH DEFINED 01 SOLE
PENN NATL GAMING INC 707569109 5,208 000000086600 SH DEFINED 01 SOLE
PENNEY J C INC 708160106 600 000000008299 SH DEFINED 01 SOLE
PEPSICO INC 713448108 3,959 000000060637 SH DEFINED 01 SOLE
PEPSICO INC 713448108 589 000000009087 SH DEFINED 02 SOLE
PETROLEUM GEO SVC S ASA NEW 716599105 809 000000032800 SH DEFINED 01 SOLE
PFIZER INC 717081103 6,737 000000261835 SH DEFINED 01 SOLE
PFIZER INC 717081103 732 000000028633 SH DEFINED 02 SOLE
PIONEER COS INC 723643300 3,966 000000115000 SH DEFINED 01 SOLE
PITNEY BOWES INC 724479100 364 000000007755 SH DEFINED 01 SOLE
PLUG POWER INC 72919P103 115 000000036804 SH DEFINED 02 SOLE
PLUM CREEK TIMBER CO INC 729251108 282 000000006537 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0POLO RALPH LAUREN CORP 731572103 220 000000002221 SH DEFINED 01 SOLE
POWER-ONE INC 739308104 71 000000017943 SH DEFINED 02 SOLE
POWERSHARES QQQ TRUST 73935A104 2,091,811 000043570334 SH DEFINED 01 SOLE
PRAXAIR INC 74005P104 844 000000011579 SH DEFINED 01 SOLE
PRECISION CASTPARTS CORP 740189105 612 000000004878 SH DEFINED 01 SOLE
PRICE T ROWE GROUP INC 74144T108 585 000000010989 SH DEFINED 01 SOLE
PRINCIPAL FINANCIAL GROUP IN 74251V102 607 000000010119 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO 742718109 7,261 000000117620 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO 742718109 636 000000010394 SH DEFINED 02 SOLE
PROGRESS ENERGY INC 743263105 529 000000011389 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO 743315103 612 000000026062 SH DEFINED 01 SOLE
PROLOGIS 743410102 536 000000009058 SH DEFINED 01 SOLE
PRUDENTIAL FINL INC 744320102 1,711 000000017364 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP 744573106 821 000000009003 SH DEFINED 01 SOLE
PUBLIC STORAGE 74460D109 342 000000004328 SH DEFINED 01 SOLE
PUGET ENERGY INC NEW 745310102 346 000000014348 SH DEFINED 02 SOLE
QUALCOMM INC 747525103 2,621 000000059665 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC 74834L100 291 000000005646 SH DEFINED 01 SOLE
QUESTAR CORP 748356102 326 000000006085 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL IN 749121109 608 000000063077 SH DEFINED 01 SOLE
RCN CORP 749361200 1,243 000000066190 SH DEFINED 01 SOLE
R H DONNELLEY CORP 74955W307 659 000000008700 SH DEFINED 01 SOLE
RAYTHEON CO 755111507 913 000000016850 SH DEFINED 01 SOLE
REGIONAL BK HOLDRS TR 75902E100 106,889 000000682000 SH DEFINED 01 SOLE
REGIONS FINANCIAL CORP NEW 7591EP100 845 000000024942 SH DEFINED 01 SOLE
RES-CARE INC 760943100 668 000000031633 SH DEFINED 01 SOLE
RETAIL HOLDRS TR 76127U101 270,939 000002570100 SH DEFINED 01 SOLE
REUTERS GROUP PLC 76132M102 1,123 000000015000 SH DEFINED 01 SOLE
REYNOLDS AMERICAN INC 761713106 452 000000006916 SH DEFINED 01 SOLE
ROBERT HALF INTL INC 770323103 217 000000005868 SH DEFINED 01 SOLE
ROCKWELL AUTOMATION INC 773903109 451 000000006460 SH DEFINED 01 SOLE
ROCKWELL COLLINS INC 774341101 446 000000006241 SH DEFINED 01 SOLE
ROHM & HAAS CO 775371107 277 000000005049 SH DEFINED 01 SOLE
SLM CORP 78442P106 13,480 000000233226 SH DEFINED 01 SOLE
SPDR TR 78462F103 2,564,296 000016893709 SH DEFINED 01 SOLE
SAFECO CORP 786429100 236 000000003763 SH DEFINED 01 SOLE
SAFEWAY INC 786514208 552 000000015903 SH DEFINED 01 SOLE
ST JUDE MED INC 790849103 556 000000013250 SH DEFINED 01 SOLE
SANDISK CORP 80004C101 394 000000008143 SH DEFINED 01 SOLE
SANMINA SCI CORP 800907107 60 000000018786 SH DEFINED 01 SOLE
SARA LEE CORP 803111103 454 000000026018 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP 806605101 1,695 000000054752 SH DEFINED 01 SOLE
SCHLUMBERGER LTD 806857108 3,628 000000041829 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW 808513105 841 000000038244 SH DEFINED 01 SOLE
SCOTTS MIRACLE GRO CO 810186106 536 000000012490 SH DEFINED 01 SOLE
SEACOR HOLDINGS INC 811904101 1,271 000000013620 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SEARS HLDGS CORP 812350106 538 000000003176 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y100 211,439 000005138269 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y209 122,800 000003458185 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y308 43,619 000001599538 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y407 168,411 000004259258 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y506 775,659 000011047711 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y605 424,381 000011630079 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y704 171,952 000004373155 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y803 45,361 000001756819 SH DEFINED 01 SOLE
SELECT SECTOR SPDR TR 81369Y886 380,621 000009479981 SH DEFINED 01 SOLE
SEMPRA ENERGY 816851109 586 000000009708 SH DEFINED 01 SOLE
SERVICEMASTER CO 81760N109 6,208 000000400000 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO 824348106 285 000000004262 SH DEFINED 01 SOLE
SIERRA HEALTH SVCS INC 826322109 4,160 000000100000 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP 826552101 232 000000005403 SH DEFINED 01 SOLE
SIMON PPTY GROUP INC NEW 828806109 764 000000007921 SH DEFINED 01 SOLE
SMITH INTL INC 832110100 423 000000007126 SH DEFINED 01 SOLE
SOHU COM INC 83408W103 367 000000011473 SH DEFINED 02 SOLE
SOLECTRON CORP 834182107 867 000000232004 SH DEFINED 01 SOLE
SOUTHERN CO 842587107 939 000000027136 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO 844741108 413 000000027663 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC 845905108 274 000000012781 SH DEFINED 01 SOLE
SPECTRA ENERGY CORP 847560109 588 000000022332 SH DEFINED 01 SOLE
SPIRIT FIN CORP 848568309 9,635 000000665000 SH DEFINED 01 SOLE
SPRINT NEXTEL CORP 852061100 2,444 000000113255 SH DEFINED 01 SOLE
STAPLES INC 855030102 618 000000025312 SH DEFINED 01 SOLE
STARBUCKS CORP 855244109 700 000000026874 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLD 85590A401 510 000000007600 SH DEFINED 01 SOLE
STATE STR CORP 857477103 818 000000011909 SH DEFINED 01 SOLE
STATION CASINOS INC 857689103 14,872 000000170200 SH DEFINED 01 SOLE
STREETTRACKS SER TR 86330E745 97,303 000003221976 SH DEFINED 01 SOLE
STREETTRACKS INDEX SHS FDS 863308797 258,043 000004480700 SH DEFINED 01 SOLE
STRIDE RITE CORP 863314100 6,078 000000300000 SH DEFINED 01 SOLE
STRYKER CORP 863667101 672 000000010591 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC 866810104 658 000000126971 SH DEFINED 01 SOLE
SUNOCO INC 86764P109 344 000000004260 SH DEFINED 01 SOLE
SUNPOWER CORP 867652109 350 000000005557 SH DEFINED 02 SOLE
SUNTRUST BKS INC 867914103 1,096 000000012596 SH DEFINED 01 SOLE
SUNTECH PWR HLDGS CO LTD 86800C104 348 000000009550 SH DEFINED 02 SOLE
SUPERVALU INC 868536103 341 000000007388 SH DEFINED 01 SOLE
SYMANTEC CORP 871503108 681 000000034175 SH DEFINED 01 SOLE
SYNOVUS FINL CORP 87161C105 360 000000011593 SH DEFINED 01 SOLE
SYNERGY FINANCIAL GROUP INC 87162V102 1,694 000000125083 SH DEFINED 01 SOLE
SYSCO CORP 871829107 728 000000021844 SH DEFINED 01 SOLE
TJX COS INC NEW 872540109 462 000000016817 SH DEFINED 01 SOLE
TXU CORP 873168108 1,784 000000026373 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TARGACEPT INC 87611R306 1,096 000000119047 SH DEFINED 02 SOLE
TARGET CORP 87612E106 1,943 000000030442 SH DEFINED 01 SOLE
TELLABS INC 879664100 176 000000016070 SH DEFINED 01 SOLE
TEMPLE INLAND INC 879868107 272 000000004376 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP 88033G100 110 000000016770 SH DEFINED 01 SOLE
TEREX CORP NEW 880779103 320 000000003754 SH DEFINED 01 SOLE
TEXAS INSTRS INC 882508104 1,969 000000051750 SH DEFINED 01 SOLE
TEXTRON INC 883203101 533 000000004703 SH DEFINED 01 SOLE
THERMO FISHER SCIENTIFIC INC 883556102 809 000000015431 SH DEFINED 01 SOLE
3M CO 88579Y101 2,280 000000025914 SH DEFINED 01 SOLE
3M CO 88579Y101 1,255 000000014467 SH DEFINED 02 SOLE
TIERONE CORP 88650R108 913 000000030000 SH DEFINED 01 SOLE
TIFFANY & CO NEW 886547108 274 000000005071 SH DEFINED 01 SOLE
TIME WARNER INC 887317105 2,941 000000136736 SH DEFINED 01 SOLE
TIME WARNER CABLE INC 88732J108 6,216 000000158714 SH DEFINED 01 SOLE
TODCO 88889T107 773 000000016154 SH DEFINED 01 SOLE
TORCHMARK CORP 891027104 233 000000003436 SH DEFINED 01 SOLE
TOWN SPORTS INTL HLDGS INC 89214A102 940 000000048658 SH DEFINED 01 SOLE
TRAVELERS COMPANIES INC 89417E109 1,309 000000024044 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC 89579K109 18,830 000000350000 SH DEFINED 01 SOLE
TRUMP ENTMT RESORTS INC 89816T103 325 000000025906 SH DEFINED 01 SOLE
21ST CENTY INS GR OUP 90130N103 5,462 000000250000 SH DEFINED 01 SOLE
24/7 REAL MEDIA INC 901314203 7,232 000000616016 SH DEFINED 01 SOLE
TYCO INTL LTD NEW 902124106 2,451 000000072554 SH DEFINED 01 SOLE
TYSON FOODS INC 902494103 1,275 000000054680 SH DEFINED 01 SOLE
UAL CORP 902549807 579 000000014277 SH DEFINED 01 SOLE
UST INC 902911106 305 000000005782 SH DEFINED 01 SOLE
US BANCORP DEL 902973304 2,059 000000062042 SH DEFINED 01 SOLE
US BANCORP DEL 902973304 575 000000017477 SH DEFINED 02 SOLE
U S G CORP 903293405 1,245 000000025400 SH DEFINED 01 SOLE
U S AIRWAYS GROUP INC 90341W108 650 000000021500 SH DEFINED 01 SOLE
UNION PAC CORP 907818108 1,261 000000010855 SH DEFINED 01 SOLE
UNISYS CORP 909214108 113 000000012262 SH DEFINED 01 SOLE
UNITED PARCEL SERVICE INC 911312106 2,748 000000037482 SH DEFINED 01 SOLE
UNITED RENTALS INC 911363109 615 000000018910 SH DEFINED 01 SOLE
UNITED STATES STL CORP NEW 912909108 491 000000004395 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP 913017109 2,617 000000036129 SH DEFINED 01 SOLE
UNITEDHEALTH GROUP INC 91324P102 2,578 000000049386 SH DEFINED 01 SOLE
UNIVERSAL COMPRES SION PARTN 913430104 709 000000019400 SH DEFINED 01 SOLE
UNUM GROUP 91529Y106 327 000000012451 SH DEFINED 01 SOLE
V F CORP 918204108 291 000000003162 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW 91913Y100 1,556 000000020956 SH DEFINED 01 SOLE
VENTANA MED SYS INC 92276H106 579 000000007500 SH DEFINED 01 SOLE
VERASUN ENERGY CORP 92336G106 323 000000022368 SH DEFINED 02 SOLE
VERISIGN INC 92343E102 281 000000008727 SH DEFINED 01 SOLE
VERIZON COMMUNICATIONS 92343V104 4,498 000000108181 SH DEFINED 01 SOLE
1Page 14 07-08-13 14:21:11
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
07/02/2007
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0VIACOM INC NEW 92553P201 1,069 000000025367 SH DEFINED 01 SOLE
VIACELL INC 92554J105 9,239 000001692184 SH DEFINED 02 SOLE
VIRGIN MEDIA INC 92769L101 2,351 000000096485 SH DEFINED 01 SOLE
VORNADO RLTY TR 929042109 527 000000004600 SH DEFINED 01 SOLE
VULCAN MATLS CO 929160109 395 000000003430 SH DEFINED 01 SOLE
WACHOVIA CORP NEW 929903102 3,546 000000067813 SH DEFINED 01 SOLE
WAL MART STORES INC 931142103 4,270 000000088362 SH DEFINED 01 SOLE
WAL MART STORES INC 931142103 710 000000014771 SH DEFINED 02 SOLE
WALGREEN CO 931422109 1,563 000000035766 SH DEFINED 01 SOLE
WALTER INDS INC 93317Q105 1,094 000000037800 SH DEFINED 01 SOLE
WASHINGTON MUT INC 939322103 1,382 000000032082 SH DEFINED 01 SOLE
WASTE MGMT INC DEL 94106L109 759 000000019124 SH DEFINED 01 SOLE
WATERS CORP 941848103 239 000000003997 SH DEFINED 01 SOLE
WELLPOINT INC 94973V107 1,901 000000023451 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW 949746101 4,448 000000125274 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW 949746101 331 000000009427 SH DEFINED 02 SOLE
WESTERN UN CO 959802109 582 000000027930 SH DEFINED 01 SOLE
WEYERHAEUSER CO 962166104 629 000000007861 SH DEFINED 01 SOLE
WHIRLPOOL CORP 963320106 315 000000002813 SH DEFINED 01 SOLE
WILD OATS MARKETS INC 96808B107 1,089 000000064530 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL 969457100 679 000000021211 SH DEFINED 01 SOLE
WINDSTREAM CORP 97381W104 249 000000016936 SH DEFINED 01 SOLE
WINN DIXIE STORES INC 974280307 1,970 000000067241 SH DEFINED 01 SOLE
WRIGLEY WM JR CO 982526105 433 000000007837 SH DEFINED 01 SOLE
WYETH 983024100 2,890 000000050010 SH DEFINED 01 SOLE
WYNDHAM WORLDWIDE CORP 98310W108 268 000000007119 SH DEFINED 01 SOLE
XTO ENERGY INC 98385X106 825 000000013523 SH DEFINED 01 SOLE
XCEL ENERGY INC 98389B100 302 000000014506 SH DEFINED 01 SOLE
XILINX INC 983919101 285 000000010575 SH DEFINED 01 SOLE
XEROX CORP 984121103 643 000000034412 SH DEFINED 01 SOLE
YAHOO INC 984332106 1,161 000000043240 SH DEFINED 01 SOLE
YAHOO INC 984332106 2,247 000000082841 SH DEFINED 02 SOLE
YARDVILLE NATL BA NCORP 985021104 1,930 000000055600 SH DEFINED 01 SOLE
YINGLI GREEN ENER GY HLDG CO 98584B103 364 000000025161 SH DEFINED 02 SOLE
YUM BRANDS INC 988498101 637 000000019129 SH DEFINED 01 SOLE
ZIMMER HLDGS INC 98956P102 773 000000009056 SH DEFINED 01 SOLE
ZIONS BANCORPORATION 989701107 303 000000003900 SH DEFINED 01 SOLE
ZOLTEK COS INC 98975W104 361 000000008693 SH DEFINED 02 SOLE