13F-HR 1 a2172696z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/2006 ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Dresdner Bank AG ------------------------------- Address: Juergen Ponto Platz 1 ------------------------------- Frankfurt am Main ------------------------------- Germany ------------------------------- Form 13F File Number: 28-6198 --------------------- 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, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: D. Christian Southwick ------------------------------- Title: Attorney-in-Fact ------------------------------- Phone: 212-895-1909 ------------------------------- Signature, Place, and Date of Signing: D. Christian Southwick NY, NY 8/16/2006 ------------------------------- ----------------- ------------- /s/ D. Christian Southwick New York, NY 8/16/2006 Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 1845 -------------------- Form 13F Information Table Value Total: 23,267,919 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 Value SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X $1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------- -------------- ----- ---------- ---------- --- ---- ---------- -------- ---- ------ ---- ACE LTD ORD G0070K103 5,088 100,568 SH SOLE X COOPER INDS LTD CL A CL A G24182100 3,078 33,120 SH SOLE X EVEREST RE GROUP LTD COM G3223R108 114 1,321 SH SOLE X INGERSOLL-RAND COMPANY LTD CL A CL A G4776G101 5,076 118,651 SH SOLE X WEATHERFORD INTERNATIONAL LT COM G95089101 39 786 SH SOLE X XL CAP LTD CL A CL A G98255105 1,947 31,768 SH SOLE X AAON INC COM PAR $0.004 000360206 1,088 42,400 SH SOLE X ABX AIR INC COM 00080S101 0 80 SH SOLE X ACCO BRANDS CORP COM 00081T108 5 220 SH SOLE X A D C TELECOMMUNICATIONS COM NEW 000886309 231 13,697 SH SOLE X ABM INDS INC COM COM 000957100 2 120 SH SOLE X AEP INDS INC COM 001031103 20 602 SH SOLE X AFC ENTERPRISES INC COM 00104Q107 2 120 SH SOLE X AFLAC INC. COM 001055102 14,469 312,160 SH SOLE X AGCO CORP COM 001084102 113 4,304 SH SOLE X AGL RES INC COM 001204106 121 3,170 SH SOLE X AK STL HLDG CORP COM 001547108 234 16,902 SH SOLE X AMN HEALTHCARE SERVICES INC COM 001744101 13 640 SH SOLE X AMR CORP COM 001765106 42 1,640 SH SOLE X A S V INC COM 001963107 3 120 SH SOLE X AU OPTRONICS CORP SPONSORED ADR 002255107 16 1,167 SH SOLE X AVI BIOPHARMA INC COM 002346104 10 2,688 SH SOLE X AAMES INVT CORP MD COM 00253G108 1 200 SH SOLE X ABAXIS INC COM 002567105 44 1,960 SH SOLE X ABBOTT LABORATORIES COM 002824100 54,233 1,243,595 SH SOLE X ABERCROMBIE & FTCH CL A 002896207 231 4,173 SH SOLE X ABERDEEN AUSTRALIA EQTY FD I COM 003011103 10,384 810,000 SH SOLE X ABINGTON CMNTY BANCORP INC COM 00350R106 7 450 SH SOLE X ABIOMED INC COM 003654100 3 240 SH SOLE X ACACIA RESH CORP COMBIMTRX COM 003881208 0 104 SH SOLE X ACACIA RESH CORP ACACIA TCH COM 003881307 30 2,135 SH SOLE X ACADIA PHARMACEUTICALS INC COM 004225108 423 50,160 SH SOLE X ACADIA RLTY TR COM SH BEN INT 004239109 7 280 SH SOLE X ACCENTIA BIOPHARMACEUTICALS COM 00430L103 43 10,000 SH SOLE X ACCESS INTEGRATED TECHNLGS I CL A 004329108 251 25,570 SH SOLE X ACCURIDE CORP COM 004398103 6 480 SH SOLE X ACERGY S A SPONSORED ADR 00443E104 23 1,500 SH SOLE X ACTIVE POWER INC. COM 00504W100 2 500 SH SOLE X ACTUATE CORP COM 00508B102 16 4,058 SH SOLE X ACUITY BRANDS INC COM 00508Y102 8 200 SH SOLE X ACXIOM CORP COM 005125109 79 3,140 SH SOLE X ADA ES INC COM 005208103 172 10,000 SH SOLE X ADAMS EXPRESS CO COM 006212104 36 2,800 SH SOLE X ADAPTEC INC COM 00651F108 10 2,200 SH SOLE X ADEZA BIOMEDICAL CORP COM 006864102 7 480 SH SOLE X ADESA INC COM 00686U104 64 2,856 SH SOLE X ADOBE SYS INC COM 00724F101 10,506 346,062 SH SOLE X ADTRAN INC COM 00738A106 67 2,995 SH SOLE X ADVANCE AUTO PARTS INC COM 00751Y106 3,324 115,015 SH SOLE X ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 11 1,080 SH SOLE X ADVANCED MAGNETICS INC COM 00753P103 13 442 SH SOLE X ADVANCED MEDICAL OPTICS INC COM 00763M108 142 2,794 SH SOLE X ADVENTRX PHARMACEUTICALS INC COM 00764X103 14 4,297 SH SOLE X ADVANCED LIFE SCIENCES HLDGS COM 00765H107 209 72,000 SH SOLE X AEROPOSTALE COM 007865108 64 2,218 SH SOLE X ADVANTA CORP CL A CL A 007942105 2,643 80,600 SH SOLE X ADVANCED ENERGY INDS COM 007973100 3 200 SH SOLE X ADVENT SOFTWARE INC. COM 007974108 72 2,000 SH SOLE X AETNA INC. COM 00817Y108 15,250 381,914 SH SOLE X AFFILIATED COMP. - CLASS A - CL A 008190100 4,587 88,877 SH SOLE X AFFILIATED MANAGERS GROUP COM 008252108 26 300 SH SOLE X AFFYMETRIX INC. COM 00826T108 85 3,330 SH SOLE X AFFORDABLE RESID.COMMUNIT.INC. COM 008273104 3 280 SH SOLE X AGILENT TECHNOLOGIES INC COM 00846U101 10,076 319,274 SH SOLE X AGILE SOFTWARE CORP DEL COM 00846X105 0 50 SH SOLE X AIR METHODS CORP COM PAR $.06 009128307 15 577 SH SOLE X AIR PRODS & CHEMS INC COM 009158106 13,709 214,478 SH SOLE X AIRTRAN HLDGS INC COM 00949P108 97 6,541 SH SOLE X AKORN INC COM 009728106 19 4,859 SH SOLE X ALANCO TECHNOLOGIES INC COM NO PAR NEW 011612405 66 90,000 SH SOLE X ALASKA AIR GROUP INC. COM 011659109 120 3,053 SH SOLE X ALASKAMUNICATIONS SYS GR COM 01167P101 11 880 SH SOLE X ALBANY INTL CORP CL A 012348108 3 80 SH SOLE X ALBERTO CULVER CO COM 013068101 1,614 33,137 SH SOLE X ALCOA INC. COM 013817101 9,024 278,852 SH SOLE X ALEXANDERS INC COM 014752109 14 50 SH SOLE X ALFACELL CORP COM 015404106 2,565 899,900 SH SOLE X ALLEGHENY TECHNOLOGIES INC. COM 01741R102 2,222 32,086 SH SOLE X ALLERGAN INC COM 018490102 8,872 82,715 SH SOLE X ALLIANCE DATA SYSTEMS CORP. COM 018581108 251 4,259 SH SOLE X ALLIANCE ONE INTL INC COM 018772103 2 440 SH SOLE X ALLIANT ENERGY CORP COM 018802108 164 4,782 SH SOLE X ALLIANT TECHSYSTEMS INC. COM 018804104 51 662 SH SOLE X ALLIED CAP CORP NEW COM 01903Q108 17 600 SH SOLE X ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1,954 172,045 SH SOLE X ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 15 1,133 SH SOLE X ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 2 120 SH SOLE X THE*ALLSTATE CORP. COM 020002101 26,295 480,444 SH SOLE X ALLTEL CORP. COM 020039103 18,759 293,887 SH SOLE X ALNYLAM PHARMACEUTICALS INC COM 02043Q107 71 4,737 SH SOLE X ALON USA ENERGY INC COM 020520102 44 1,414 SH SOLE X ALPHARMA INC CL A 020813101 63 2,600 SH SOLE X ALTERA CORP. COM 021441100 3,572 203,536 SH SOLE X ALTRIA GROUP INC. COM 02209S103 297,784 4,055,352 SH SOLE X AMARIN CORP PLC SPONSORED ADR 023111107 792 331,500 SH SOLE X AMAZON COM INC NOTE 4.750% 2/0 023135AF3 2,013 21,000 PRN SOLE X AMBAC FINL GROUP INC COM 023139108 3,060 37,736 SH SOLE X AMBASSADORS GROUP INC COM 023177108 5 160 SH SOLE X AMBASSADORS INTL INC COM 023178106 28 1,191 SH SOLE X AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 303,283 9,118,550 SH SOLE X AMERICAN AXLE & MFG HLDGS IN COM 024061103 3 200 SH SOLE X AMERICAN COMMERCIAL LINES COM NEW 025195207 83 1,383 SH SOLE X AMERICAN ECOLOGY CORP COM NEW 025533407 3 120 SH SOLE X AMERICAN ELEC PWR INC COM 025537101 3,674 107,274 SH SOLE X AMERICAN EAGLE OUTFITTERS INC. COM 02553E106 234 6,862 SH SOLE X AMERICAN EQTY INVT LIFE HLD COM 025676206 3 240 SH SOLE X AMERICAN EXPRESS CO. COM 025816109 122,607 2,303,774 SH SOLE X AMERICAN FINL GROUP INC OHIO COM 025932104 134 3,118 SH SOLE X AMERICAN GREETINGS CORP CL A CL A 026375105 74 3,542 SH SOLE X AMERICAN ITL.GROUP COM 026874107 128,068 2,168,802 SH SOLE X AMERICAN ITALIAN PASTA CO CL A 027070101 30 3,500 SH SOLE X AMERICAN NATL INS CO COM 028591105 537 4,142 SH SOLE X AMERICAN ORIENTAL BIOENGR IN COM 028731107 196 35,477 SH SOLE X AMERICAN RETIREMENT CORP COM 028913101 4 120 SH SOLE X AMERICAN POW.CONV.CORP. COM 029066107 954 48,945 SH SOLE X AMERICAN RAILCAR INDS INC COM 02916P103 139 4,200 SH SOLE X AMERICAN REPROGRAPHICS CO COM 029263100 60 1,648 SH SOLE X AMER.SUPERCONDUCTOR CORP. COM 030111108 29 3,300 SH SOLE X AMERICAN VANGUARD CORP COM 030371108 2 120 SH SOLE X AMERICREDIT CORP COM 03060R101 187 6,706 SH SOLE X AMERUS GROUP CO COM 03072M108 180 3,078 SH SOLE X AMERISOURCEBERGEN CORP. COM 03073E105 6,666 159,025 SH SOLE X AMERIGROUP CORP COM 03073T102 70 2,260 SH SOLE X AMERIPRISE FINL INC COM 03076C106 7,659 171,466 SH SOLE X AMETEK INC. COM 031100100 173 3,644 SH SOLE X AMGEN INC. COM 031162100 29,022 444,925 SH SOLE X AMPCO-PITTSBURGH CORP COM 032037103 14 496 SH SOLE X AMPHENOL CORP NEW CL A 032095101 131 2,336 SH SOLE X AMREP CORP NEW COM 032159105 4 71 SH SOLE X ANADIGICS INC COM 032515108 17 2,589 SH SOLE X ANADYS PHARMACEUTICALS INC COM 03252Q408 4 1,467 SH SOLE X ANDERSONS INC COM 034164103 2,081 50,000 SH SOLE X ANDREW CORP COM 034425108 984 111,063 SH SOLE X ANDRX CORP DEL ANDRX GROUP 034553107 12 502 SH SOLE X ANGIODYNAMICS INC COM 03475V101 11 400 SH SOLE X ANGLO AMERN PLC ADR 03485P102 4,088 199,988 SH SOLE X ANGLOGOLD LTD.-SP.ADRS 1/2- SPONSORED ADR 035128206 83 1,716 SH SOLE X ANHEUSER BUSCH COS.INC. COM 035229103 13,712 300,760 SH SOLE X ANNALY MTG MGMT INC COM 035710409 38 3,000 SH SOLE X ANNTAYLOR STORES CORP COM 036115103 168 3,880 SH SOLE X ANSOFT CORP COM 036384105 2 120 SH SOLE X ANTHRACITE CAP INC COM 037023108 263 21,619 SH SOLE X AO TATNEFT SPON ADR REG S 03737P306 30 389 SH SOLE X AON CORP COM 037389103 4,848 139,221 SH SOLE X APACHE CORP. COM 037411105 3,625 53,109 SH SOLE X APOGEE ENTERPRISES INC COM 037598109 1 80 PRN SOLE X APOLLO GROUP INC CL A 037604105 2,088 40,408 SH SOLE X APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 987,020 7,213,000 SH SOLE X APOLLO INVT CORP COM 03761U106 8 440 SH SOLE X APPLE COMPUTER INC. COM 037833100 107,494 1,876,975 SH SOLE X APPLEBEES INTL INC COM 037899101 58 3,022 SH SOLE X APRIA HEALTHCARE GROUP INC COM 037933108 10 548 SH SOLE X APPLERA CORP. -APPL.BIOSYST.- COM AP BIO GRP 038020103 2,429 75,089 SH SOLE X APPLERA CORP COM CE GEN GRP 038020202 225 17,354 SH SOLE X AQUA AMERICA INC COM 03836W103 60 2,635 SH SOLE X AQUANTIVE INC COM 03839G105 167 6,599 SH SOLE X AQUILA INC COM 03840P102 106 25,210 SH SOLE X ARADIGM CORP COM NEW 038505301 53 39,100 SH SOLE X ARAMARK CORP CL B 038521100 129 3,900 SH SOLE X ARCHER DANIELS-MIDLAND CO COM 039483102 20,574 498,400 SH SOLE X ARENA PHARMACEUTICALS INC COM 040047102 2 200 SH SOLE X ARENA RESOURCES INC COM 040049108 2,974 86,718 SH SOLE X ARES CAP CORP COM 04010L103 10,646 628,803 SH SOLE X ARGON ST INC COM 040149106 3 120 SH SOLE X ARIBA INC COM NEW 04033V203 7 900 SH SOLE X ARRAY BIOPHARMA INC COM 04269X105 3 320 SH SOLE X ARROW ELECTRS INC COM 042735100 704 21,856 SH SOLE X ART TECHNOLOGY GROUP INC COM 04289L107 20 6,619 SH SOLE X ASHFORD HOSPITALITY TR INC COM SHS 044103109 1 80 SH SOLE X ASHLAND INC NEW COM 044209104 3,153 47,274 SH SOLE X ASIA PAC FD INC COM 044901106 21 1,100 SH SOLE X ASSET ACCEP CAP CORP COM 04543P100 5 240 SH SOLE X ASSOCIATED BANC CORP COM 045487105 131 4,150 SH SOLE X ASSURANT INC COM 04621X108 82 1,700 SH SOLE X ASTORIA FINL CORP COM 046265104 105 3,448 SH SOLE X ASTRAZENECA PLC SPONSORED ADR 046353108 449 7,500 SH SOLE X AT ROAD INC COM 04648K105 20 3,584 SH SOLE X ASYST TECHNOLOGY CORP COM 04648X107 9 1,160 SH SOLE X ATHEROGENICS INC COM 047439104 44 3,384 SH SOLE X ATHEROSMUNICATIONS INC COM 04743P108 8 400 SH SOLE X ATLANTIC TELE NETWORK INC COM NEW 049079205 41 1,986 SH SOLE X ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 34 690 SH SOLE X AUTODESK INC. COM 052769106 3,613 104,835 SH SOLE X AUTOMA.DATA PROCES.INC.-SPLIT- COM 053015103 18,222 401,799 SH SOLE X AUTONATION INC COM 05329W102 1,186 55,337 SH SOLE X AUTOZONE INC. COM 053332102 3,384 38,369 SH SOLE X AUXILIUM PHARMACEUTICALS INC COM 05334D107 7 930 SH SOLE X AVANEX CORP COM 05348W109 15 8,525 SH SOLE X AVAYA INC. COM 053499109 2,422 212,099 SH SOLE X AVERY DENNISON CORP COM 053611109 2,103 36,223 SH SOLE X AVID TECHNOLOGY INC COM 05367P100 12 350 SH SOLE X AVNET INC COM 053807103 90 4,510 SH SOLE X AVOCENT CORP COM 053893103 24 912 SH SOLE X AVON PRODUCTS INC. COM 054303102 10,598 341,875 SH SOLE X BG PLC ADR FIN INST N 055434203 21 318 SH SOLE X BJS WHOLESALE CLUB INC COM 05548J106 43 1,512 SH SOLE X BP PLC SPONSORED ADR 055622104 125 1,798 SH SOLE X BMC SOFTWARE INC COM 055921100 2,190 91,638 SH SOLE X BADGER METER INC COM 056525108 3 120 SH SOLE X BAIDU COM INC SPON ADR REP A 056752108 397 4,816 SH SOLE X BALDWIN TECHNOLOGY CO.INC. -A- CL A 058264102 543 100,500 SH SOLE X BALL CORP COM 058498106 8,733 235,784 SH SOLE X BANCO BRADESCO S A SP ADR PFD NEW 059460303 6,588 211,902 SH SOLE X BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 729 25,000 SH SOLE X BCO.SANTAND.CENT.HISP.-ADR'S- ADR 05964H105 50 3,420 SH SOLE X BANCORPSOUTH INC COM 059692103 50 1,820 SH SOLE X BANDAG INC CL A CL A 059815308 4,303 138,800 SH SOLE X BANK OF AMERICA CORP. COM 060505104 267,553 5,562,430 SH SOLE X BANK HAWAII CORP COM 062540109 79 1,590 SH SOLE X BANK MUTUAL CORP NEW COM 063750103 1 80 SH SOLE X BANK NEW YORK INC COM 064057102 15,378 477,581 SH SOLE X BANKATLANTIC BANCORP CL A 065908501 1 80 SH SOLE X BANTA CORP COM 066821109 45 976 SH SOLE X C.R.*BARD INC. COM 067383109 3,091 42,197 SH SOLE X BARNES & NOBLE INC. COM 067774109 97 2,650 SH SOLE X BARNES GROUP INC COM 067806109 3 160 SH SOLE X BARR PHARMACEUTICALS INC COM 068306109 3,733 78,280 SH SOLE X BARRETT BUSINESS SERVICES IN COM 068463108 10 560 SH SOLE X BARRETT BILL CORP COM 06846N104 13 440 SH SOLE X BASIN WTR INC COM COM 07011T306 2 240 SH SOLE X BAUSCH & LOMB INC. COM 071707103 1,001 20,420 SH SOLE X BAXTER INTERNATIONAL COM 071813109 17,768 483,356 SH SOLE X BAYER A G SPONSORED ADR 072730302 73 1,581 SH SOLE X BE AEROSPACE INC COM 073302101 2 80 SH SOLE X BEACON POWER CORP COM 073677106 194 150,000 SH SOLE X BEACON ROOFING SUPPLY INC COM 073685109 11 480 SH SOLE X BEAR STEARNS COS.INC. COM 073902108 9,596 68,504 SH SOLE X BEAZER HOMES USA INC. COM 07556Q105 4,312 93,995 SH SOLE X BECKMAN COULTER INC COM 075811109 143 2,568 SH SOLE X BECTON,DICKINSON & CO. COM 075887109 14,500 237,195 SH SOLE X BED BATH & BEYOND INC. COM 075896100 4,671 140,822 SH SOLE X BELDEN CDT INC COM 077454106 17 500 SH SOLE X BELLSOUTH CORP. COM 079860102 23,651 653,335 SH SOLE X BELO CORP COM SER A 080555105 57 3,670 SH SOLE X BEMIS INC COM 081437105 2,341 76,456 SH SOLE X BERKLEY W.R. CORP. COM 084423102 189 5,538 SH SOLE X BERKSHIRE HATHAWAY INC.CL.A CL A 084670108 458 5 SH SOLE X BERKSHIRE HATHAWAY INC. -B- CL B 084670207 2,264 744 SH SOLE X BEST BUY CO.INC. COM 086516101 5,266 96,024 SH SOLE X BIG LOTS INC COM 089302103 817 47,845 SH SOLE X BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 41 1,862 SH SOLE X BIOMET INC. COM 090613100 2,376 75,940 SH SOLE X BIOMARIN PHARMACEUTICAL INC. COM 09061G101 99 6,891 SH SOLE X BIOGEN IDEC COM 09062X103 7,841 169,278 SH SOLE X BIOTECH HOLDERS TRUST DEP. DEPOSTRY RCPTS 09067D201 13 75 SH SOLE X BIOLASE TECHNOLOGY INC. COM 090911108 42 5,000 SH SOLE X THE*BLACK & DECKER CORP. COM 091797100 4,637 54,896 SH SOLE X BLACKBOARD INC COM 091935502 7 240 SH SOLE X BLACK HILLS CORP COM 092113109 46 1,352 SH SOLE X BLACKBAUD INC COM 09227Q100 67 2,970 SH SOLE X BLACKROCK INC CL A CL A 09247X101 112 802 SH SOLE X BLOCK H & R INC COM 093671105 3,307 138,584 SH SOLE X BLOCKBUSTER INC CL B 093679207 750 170,892 SH SOLE X BLOUNT INTL INC NEW COM 095180105 2 200 SH SOLE X BLUE DOLPHIN ENERGY CO COM NEW 095395208 186 41,100 SH SOLE X BLYTH INC COM 09643P108 20 1,070 SH SOLE X BOB EVANS FARMS INC COM 096761101 44 1,458 SH SOLE X BOEING CO. COM 097023105 50,072 611,305 SH SOLE X BOIS D ARC ENERGY INC COM 09738U103 3 200 SH SOLE X BOOKHAM INC. COM 09856E105 36 10,712 SH SOLE X BOOKS-A-MILLION INC COM 098570104 47 2,842 SH SOLE X BORDERS GROUP INC COM 099709107 7 377 SH SOLE X BORGWARNER INC. COM 099724106 174 2,668 SH SOLE X BOSTON SCIENTIFIC CORP. COM 101137107 16,896 1,003,332 SH SOLE X BOYD GAMING CORP COM 103304101 72 1,784 SH SOLE X BRADLEY PHARMACEUTICALS INC COM 104576103 10 1,028 SH SOLE X BRIGHAM EXPLORATION CO COM 109178103 4 560 SH SOLE X BRIGHTPOINT INC COM NEW 109473405 6 430 SH SOLE X BRINKER INTERNAT.INC. COM 109641100 132 3,650 SH SOLE X BRINKS CO COM 109696104 95 1,683 SH SOLE X BROADCOM CORP.-A- CL A 111320107 7,103 234,200 SH SOLE X BROADWING CORP COM 11161E101 2,725 263,280 SH SOLE X BROCADE COMMUNICATIONS SYS I COM 111621108 252 41,030 SH SOLE X BRONCO DRILLING CO INC COM 112211107 5 240 SH SOLE X BROWN & BROWN INC COM 115236101 120 4,102 SH SOLE X BROWN FORMAN CORP CL B CL B 115637209 4,558 63,787 SH SOLE X BRUNSWICK CORP COM 117043109 1,177 35,393 SH SOLE X BUCKEYE TECHNOLOGIES INC COM 118255108 2 320 SH SOLE X BUCKLE INC COM 118440106 5 120 SH SOLE X BUILD A BEAR WORKSHOP COM 120076104 4 200 SH SOLE X BUILDERS FIRSTSOURCE INC COM 12008R107 2 120 SH SOLE X BUILDING MATLS HLDG CORP COM 120113105 36 1,294 SH SOLE X BURGER KING HLDGS INC COM 121208201 8 480 SH SOLE X BURLINGTON NORTH.SANTA FE COM 12189T104 19,850 250,475 SH SOLE X CBIZ INC COM 124805102 1 120 SH SOLE X CBS CORP NEW CL A 124857103 118 4,379 SH SOLE X CBS CORP NEW CL B 124857202 6,893 254,821 SH SOLE X CBRL GROUP INC COM 12489V106 33 962 SH SOLE X CB RICHARD ELLIS GROUP INC CL A 12497T101 131 5,262 SH SOLE X C D W CORP COM 12512N105 77 1,404 SH SOLE X CF INDS HLDGS INC COM 125269100 33 2,320 SH SOLE X C H ROBINSON WORLDWIDE INC COM 12541W209 148 2,780 SH SOLE X CIGNA CORP. COM 125509109 8,592 87,215 SH SOLE X CIT GROUP INC. NEW COM 125581108 7,316 139,912 SH SOLE X CMGI INC COM 125750109 11 9,390 SH SOLE X CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 1,303,750 10,000,000 PRN SOLE X CSK AUTO CORP. -REG.- COM 125965103 74 6,157 SH SOLE X CNET NETWORKS INC COM 12613R104 8 1,060 SH SOLE X CNX GAS CORP COM 12618H309 63 2,102 SH SOLE X CPI INTERNATIONAL INC COM 12618M100 4 270 SH SOLE X CRA INTL INC COM 12618T105 52 1,150 SH SOLE X CSG SYS INTL INC COM 126349109 91 3,695 SH SOLE X CSX CORP COM 126408103 10,749 152,593 SH SOLE X CVS CORP. COM 126650100 2,941 95,805 SH SOLE X CV THERAPEUTICS INC COM 126667104 4 300 SH SOLE X CABLEVISION SYS CORP CL A NY CABLVS 12686C109 21,774 1,015,119 SH SOLE X CABOT MICROELECTRONICS CORP. COM 12709P103 29 964 SH SOLE X CADENCE DESIGN SYSTEM INC COM 127387108 22 1,272 SH SOLE X CALAMP CORP COM 128126109 12 1,348 SH SOLE X CALGON CARBON CORP COM 129603106 1 200 SH SOLE X CALLAWAY GOLF CO COM 131193104 11 848 SH SOLE X CALLON PETE CO DEL COM 13123X102 5 240 SH SOLE X CAMERON INTERNATIONAL CORP COM 13342B105 211 4,408 SH SOLE X CAMPBELL SOUP CO. COM 134429109 5,805 156,429 SH SOLE X CANYON RESOURCES CORP COM NEW 138869300 541 536,000 SH SOLE X CAPITAL LEASE FDG INC COM 140288101 2 160 SH SOLE X CAPITAL ONE FINL CORP COM 14040H105 8,603 100,680 SH SOLE X CAPITAL SR LIVING CORP COM 140475104 9 900 SH SOLE X CAPSTONE TURBINE CORP. COM 14067D102 14 6,204 SH SOLE X CAPITAL TITLE GROUP INC COM 140919101 6 870 SH SOLE X CARDINAL HEALTH INC. COM 14149Y108 24,459 380,208 SH SOLE X CAREER EDUCATION CORP COM 141665109 51 1,712 SH SOLE X CAREMARK RX INC. COM 141705103 29,467 590,884 SH SOLE X CARLISLE COS INC COM 142339100 99 1,250 SH SOLE X CARMAX INC. COM 143130102 187 5,274 SH SOLE X CARNIVAL CORP PAIRED CTF 143658300 13,910 333,249 SH SOLE X CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 1,380,650 21,200,000 PRN SOLE X CARRAMERICA RLTY CORP COM 144418100 53,597 1,203,081 SH SOLE X CARRIER ACCESS CORP COM 144460102 14 1,683 SH SOLE X CARRINGTON LABS INC COM 144525102 369 100,000 SH SOLE X CARTER INC COM 146229109 8 320 SH SOLE X CASELLA WASTE SYS INC CL A 147448104 3 240 SH SOLE X CASS INFORMATION SYS INC COM 14808P109 25 523 SH SOLE X CASUAL MALE RETAIL GRP INC COM 148711104 2 160 SH SOLE X CATALINA MARKETING CORP COM 148867104 44 1,540 SH SOLE X CATERPILLAR INC. COM 149123101 26,393 354,363 SH SOLE X CATHAY GENERAL BANCORP COM 149150104 38 1,048 SH SOLE X CATO CORP NEW CL A 149205106 2 80 SH SOLE X CAVCO INDS INC DEL COM 149568107 11 258 SH SOLE X CBEYONDMUNICATIONS INC COM 149847105 8 360 SH SOLE X CBOT HLDGS INC CL A 14984K106 569 4,762 SH SOLE X CEDAR SHOPPING CTRS INC COM NEW 150602209 2 120 SH SOLE X CEL-SCI CORP COM NEW 150837409 1,623 1,887,600 SH SOLE X CELADON GROUP INC COM 150838100 53 2,395 SH SOLE X CELANESE CORP DEL COM SER A 150870103 3 160 SH SOLE X CELL THERAPEUTICS INC COM 150934107 4 3,000 SH SOLE X CEMEX S A SPON ADR 5 ORD 151290889 5,637 197,885 SH SOLE X CENDANT CORP. COM 151313103 17,164 1,053,647 SH SOLE X CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 1 120 SH SOLE X CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL1 1,528,176 14,694,000 PRN SOLE X CENTERSTATE BKS FLA INC COM 15201P109 15 750 SH SOLE X CENTRAL EUROPE AND RUSSIA FD COM 153436100 32 700 SH SOLE X CENTURY CASINOS INC COM 156492100 9 870 SH SOLE X CENTURYTEL INC COM 156700106 3,230 86,948 SH SOLE X CEPHEID COM 15670R107 5 500 SH SOLE X CERADYNE INC COM 156710105 49,442 999,028 SH SOLE X CERIDIAN CORP NEW COM 156779100 136 5,578 SH SOLE X CERNER CORP COM 156782104 20 540 SH SOLE X CERUS CORP COM 157085101 8 1,080 SH SOLE X CHAPARRAL STL CO DEL COM 159423102 1 12 SH SOLE X CHARLES RIV LABS INTL INC COM 159864107 108 2,934 SH SOLE X CHARTERMAC SH BEN INT 160908109 7 360 SH SOLE X CHARMING SHOPPES INC COM 161133103 14 1,280 SH SOLE X CHARTER COMM. INC.CL.A CL A 16117M107 5,148 4,556,000 SH SOLE X CHEESECAKE FACTORY INC. 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COM 171779101 3,464 720,107 SH SOLE X CINCINNATI BELL INC NEW COM 171871106 41 10,046 SH SOLE X CINCINNATI FINL CORP COM 172062101 13,863 294,886 SH SOLE X CIRCUIT CITY STORE INC COM 172737108 7,039 258,613 SH SOLE X CIRRUS LOGIC INC COM 172755100 33 4,000 SH SOLE X CISCO SYSTEM INC. COM 17275R102 112,770 5,774,192 SH SOLE X CINTAS CORP COM 172908105 3,529 88,756 SH SOLE X CITIGROUP INC. COM 172967101 166,389 3,448,473 SH SOLE X CITIZENS COMMUNICATIONS CO.-B- COM 17453B101 1,989 152,419 SH SOLE X CITIZENS FIRST BANCORP INC D COM 17461R106 25 941 SH SOLE X CITRIX SYS INC COM 177376100 4,956 123,588 SH SOLE X CITY NATL CORP COM 178566105 187 2,873 SH SOLE X CLAIRES STORES INC COM 179584107 76 2,990 SH SOLE X CLAYTON HLDGS INC COM 18418N107 9 718 SH SOLE X CLEAR CHANNEL COMMUN.INC. COM 184502102 120,438 3,891,372 SH SOLE X CLINICAL DATA INC NEW COM 18725U109 1,604 100,000 SH SOLE X THE*CLOROX CO. COM 189054109 3,737 61,298 SH SOLE X COACH INC. COM 189754104 8,266 276,469 SH SOLE X THE*COCA COLA CO. COM 191216100 129,092 3,000,744 SH SOLE X COCA-COLA ENTERPR.INC. COM 191219104 4,713 231,364 SH SOLE X COEUR D ALENE MINES CORP IDA COM 192108108 419 87,053 SH SOLE X COGENT COMM GROUP INC COM NEW 19239V302 4 400 SH SOLE X COGENT INC COM 19239Y108 17 1,160 SH SOLE X COGNEX CORP COM 192422103 4 160 SH SOLE X COHERENT INC COM 192479103 3 80 SH SOLE X COHEN & STEERS INC COM 19247A100 6 240 SH SOLE X COLDWATER CREEK INC COM 193068103 44 1,650 SH SOLE X COLEY PHARMACEUTICAL GROUP I COM 19388P106 9 760 SH SOLE X COLGATE-PALMOLIVE CO. COM 194162103 21,955 366,520 SH SOLE X COLONIAL BANCGROUP INC COM 195493309 162 6,290 SH SOLE X COLUMBIA BANCORP ORE COM 197231103 17 660 SH SOLE X COLUMBIA LABS INC COM 197779101 105 30,000 SH SOLE X COLUMBUS MCKINNON CORP N Y COM 199333105 21 948 SH SOLE X COMFORT SYS USA INC COM COM 199908104 1 80 SH SOLE X COMBINATORX INC COM 20010A103 11 1,200 SH SOLE X COMCAST CORP NEW CL A 20030N101 32,024 978,123 SH SOLE X COMERICA INC COM 200340107 4,221 81,196 SH SOLE X COMMERCE BANCORP INC NJ COM * COM 200519106 6,286 176,231 SH SOLE X COMMERCE BANCSHARES INC COM COM 200525103 30 600 SH SOLE X COMMERCIAL METALS CO COM COM 201723103 14 562 SH SOLE X COMMERCIAL VEH GROUP INC COM COM 202608105 4 200 SH SOLE X COMMSCOPE INC COM 203372107 78 2,480 SH SOLE X COMMUNITY BANCORP INC FALLBR COM 20342P109 9 210 SH SOLE X COMMUNITY HEALTH SYS INC NEW COM 203668108 147 4,000 SH SOLE X COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 3,642 113,100 SH SOLE X COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 126 6,100 SH SOLE X CIA VALE DO RIO DOCE-SP.ADR'S- SPONSORED ADR 204412209 9,817 408,380 SH SOLE X COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 247 10,500 SH SOLE X COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 16 600 SH SOLE X COMPASS BANCSHARES INC COM 20449H109 2,291 41,214 SH SOLE X COMPASS MINERALS INTL INC COM 20451N101 9 360 SH SOLE X COMPASS DIVERSIFIED TR SH BEN INT 20451Q104 8 540 SH SOLE X COMPLETE PRODUCTION SERVICES COM 20453E109 40 1,682 SH SOLE X COMPUDYNE CORP COM PAR $0.75 204795306 638 100,000 SH SOLE X COMPUTER SCIENCES CORP. COM 205363104 6,554 134,962 SH SOLE X COMPUWARE CORP. COM 205638109 1,883 281,000 SH SOLE X COMTECH GROUP INC COM NEW 205821200 10 887 SH SOLE X COMVERSE TECHNOLOGY INC. COM PAR $0.10 205862402 2,799 141,570 SH SOLE X CONAGRA FOODS INC COM 205887102 7,536 340,863 SH SOLE X COMPUTER HORIZONS CORP. COM 205908106 3 600 SH SOLE X CON-WAY INC COM 205944101 57 976 SH SOLE X CONCEPTUS INC COM 206016107 23 1,679 SH SOLE X CONNS INC COM 208242107 3 120 SH SOLE X CONOCOPHILLIPS COM 20825C104 1,645 25,099 SH SOLE X CONOR MEDSYSTEMS INC COM 208264101 15 560 SH SOLE X CONSECO INC PFD B CV 5.50% 208464867 40,032 1,440,001 SH SOLE X CONSOL ENERGY INC COM 20854P109 2,291 49,039 SH SOLE X CONSOLIDATED COMM HLDGS INC COM COM 209034107 5 280 SH SOLE X CONSTELLATION BRANDS INC CL A CL A 21036P108 3,725 148,983 SH SOLE X CONSTELLATION ENERGY GROUP COM 210371100 2,014 36,945 SH SOLE X CONTINENTAL AIRLS INC CL B 210795308 72 2,402 SH SOLE X CONVERA CORP CL A 211919105 16 2,395 SH SOLE X CONVERGYS CORP. COM 212485106 1,361 69,787 SH SOLE X COOPER COS INC COM NEW 216648402 39 878 SH SOLE X COOPER TIRE & RUBR CO COM 216831107 473 42,488 SH SOLE X COPART INC COM 217204106 70 2,832 SH SOLE X CORE MARK HOLDING CO INC COM 218681104 22 624 SH SOLE X CORINTHIAN COLLEGES COM 218868107 117 8,145 SH SOLE X CORNELL COMPANIES INC COM COM 219141108 7 480 SH SOLE X CORNING INC. COM 219350105 28,876 1,193,737 SH SOLE X CORPORATE EXECUTIVE BRD CO COM 21988R102 115 1,146 SH SOLE X COSI INC COM 22122P101 13 2,083 SH SOLE X COSTCO WHSL CORP NEW COM 22160K105 7,781 136,197 SH SOLE X COTHERIX INC COM 22163T103 43 5,000 SH SOLE X COUNTRYWIDE FINANCIAL CORP COM 222372104 13,460 353,477 SH SOLE X COVAD COMMUNICATIONS GROUP I COM 222814204 109 54,010 SH SOLE X COVANCE INC COM 222816100 63 1,036 SH SOLE X COVENTRY HEALTH CARE INC. COM 222862104 6,694 121,834 SH SOLE X COX RADIO INC CL A 224051102 3 200 SH SOLE X CRANE CO COM 224399105 464 11,144 SH SOLE X CREDIT ACCEP CORP MICH COM 225310101 12 450 SH SOLE X CRESUD S A C I F Y A SPONSORED ADR 226406106 27 2,000 SH SOLE X CROSSTEX ENERGY INC COM 22765Y104 29 300 SH SOLE X CROWN CASTLE INTL CORP COM 228227104 39 1,127 SH SOLE X CULLEN FROST BANKERS INC COM 229899109 258 4,504 SH SOLE X CUMMINS INC. COM 231021106 4,239 34,676 SH SOLE X CYBERSOURCE CORP COM 23251J106 1 120 SH SOLE X CYTOKINETICS INC COM 23282W100 16 2,592 SH SOLE X CYTORI THERAPEUTICS INC COM 23283K105 22 3,129 SH SOLE X CYTYC CORP COM 232946103 137 5,402 SH SOLE X DPL INC. COM 233293109 133 4,946 SH SOLE X DRS TECHNOLOGIES INC COM 23330X100 112 2,292 SH SOLE X D.R.HORTON INC. COM 23331A109 1,489 62,507 SH SOLE X DST SYS INC DEL COM 233326107 160 2,696 SH SOLE X DTE ENERGY CO COM 233331107 2,122 52,087 SH SOLE X DSW INC CL A 23334L102 49 1,340 SH SOLE X DXP ENTERPRISES INC NEW COM NEW 233377407 2 60 SH SOLE X DWS GLOBALMODITIES STK F COM 23338Y100 30 1,800 SH SOLE X DADE BEHRING HLDGS INC COM 23342J206 19 450 SH SOLE X DAKTRONICS INC COM 234264109 29 1,000 SH SOLE X DANAHER CORP. COM 235851102 45,478 707,063 SH SOLE X DARDEN RESTAURANTS INC. COM 237194105 1,923 48,804 SH SOLE X DAWSON GEOPHYSICAL CO COM 239359102 8 270 SH SOLE X DEERE & CO. COM 244199105 25,550 306,022 SH SOLE X DEERFIELD TRIARC CAP CORP COM 244572301 12 960 SH SOLE X DEL MONTE FOODS CO COM 24522P103 9 763 SH SOLE X DELCATH SYS INC COM 24661P104 593 113,000 SH SOLE X DELEK US HLDGS INC COM 246647101 5 360 SH SOLE X DELL COM 24702R101 42,840 1,751,451 SH SOLE X DELTA PETE CORP COM NEW 247907207 4 240 SH SOLE X DENBURY RES INC COM NEW 247916208 153 4,844 SH SOLE X DELUXE CORP. COM 248019101 314 17,975 SH SOLE X DENNYS CORP COM 24869P104 1 200 SH SOLE X DENTSPLY INTL INC NEW COM 249030107 3,040 100,322 SH SOLE X DEPOMED INC COM 249908104 16 2,641 SH SOLE X DEVRY INC DEL COM 251893103 74 3,382 SH SOLE X DEXCOM INC COM 252131107 5 360 SH SOLE X DIAMOND FOODS INC COM 252603105 8 520 SH SOLE X DIAMOND OFFSHORE DRILLING IN COM 25271C102 179 2,136 SH SOLE X DIAMONDROCK HOSPITALITY CO COM 252784301 11 760 SH SOLE X DIAMONDS TR UNIT SER 1 252787106 11 98 SH SOLE X DICKS SPORTING GOODS INC COM 253393102 40 1,000 SH SOLE X DIEBOLD INC COM 253651103 111 2,740 SH SOLE X DIGITAL RLTY TR INC COM 253868103 6 240 SH SOLE X DILLARDS INC CL A CL A 254067101 1,412 44,347 SH SOLE X DIODES INC COM 254543101 5 120 SH SOLE X DIOMED HOLDINGS INC COM NEW 25454R207 200 180,000 SH SOLE X DIRECTV GROUP INC COM 25459L106 219 13,297 SH SOLE X THE*WALT DISNEY CO. COM 254687106 35,890 1,196,318 SH SOLE X DISCOVERY HOLDING CO CL A COM 25468Y107 44 2,982 SH SOLE X DISTRIBUTED ENERGY SYS CORP COM 25475V104 3 600 SH SOLE X DIVERSA CORP COM 255064107 3 280 SH SOLE X DOLBY LABORATORIES INC COM 25659T107 44 1,900 SH SOLE X DOLLAR FINL CORP COM 256664103 18 975 SH SOLE X DOLLAR GEN CORP COM 256669102 8,049 575,739 SH SOLE X DOLLAR TREE STORES INC COM 256747106 46 1,729 SH SOLE X DOMINION RESOURCES INC. (NEW) COM 25746U109 2,612 34,930 SH SOLE X DOMINOS PIZZA INC COM 25754A201 4 160 SH SOLE X DONALDSON INC COM 257651109 94 2,762 SH SOLE X DONNELLEY R R & SONS CO COM 257867101 4,896 153,231 SH SOLE X DOV PHARMACEUTICAL INC COM 259858108 4 2,000 SH SOLE X DOVER CORP. COM 260003108 7,973 161,296 SH SOLE X THE*DOW CHEMICAL CO. COM 260543103 51,841 1,328,241 SH SOLE X DOW JONES & CO INC COM 260561105 1,442 41,181 SH SOLE X DRDGOLD LTD SPONSORED ADR 26152H103 72 52,800 SH SOLE X DRESS BARN INC COM 261570105 45 1,774 SH SOLE X DREW INDS INC COM NEW 26168L205 4 120 SH SOLE X DRIL-QUIP INC COM 262037104 54 656 SH SOLE X DRUGSTORE INC COM 262241102 2 840 SH SOLE X E.I.*DU PONT DE NEMOURS COM 263534109 16,489 396,369 SH SOLE X DUKE ENERGY CORP NEW COM 26441C105 1,332 45,356 SH SOLE X DUN & BRADSTREET CORP DEL NE COM 26483E100 188 2,696 SH SOLE X DUQUESNE LT HLDGS INC COM 266233105 26 1,594 SH SOLE X DURECT CORP COM 266605104 3 720 SH SOLE X DUSA PHARMACEUTICALS INC. COM 266898105 3 500 SH SOLE X DYADIC INTL INC DEL COM 26745T101 177 34,100 SH SOLE X DYCOM INDS INC COM 267475101 35 1,640 SH SOLE X DYNAMIC MATLS CORP COM 267888105 26 775 SH SOLE X DYNEGY INC. -A- CL A 26816Q101 563 103,011 SH SOLE X DYNCORP INTL INC CL A 26817C101 9 870 SH SOLE X EMC CORP.(MASS.) COM 268648102 35,347 3,222,120 SH SOLE X EMC INS GROUP INC COM 268664109 21 735 SH SOLE X EMS TECHNOLOGIES INC COM 26873N108 22 1,225 SH SOLE X ENSCO INTL INC COM 26874Q100 401 8,710 SH SOLE X VEBA AG SPONS ADR'S SPONSORED ADR 268780103 86 2,250 SH SOLE X E TRADE GROUP INC. COM 269246104 3,113 136,411 SH SOLE X EXCO RESOURCES INC COM 269279402 57 5,000 SH SOLE X EAGLE TEST SYS INC COM 270006109 11 807 SH SOLE X EARTHLINK INC COM 270321102 121 14,000 SH SOLE X EASTGROUP PPTY INC COM 277276101 4 80 SH SOLE X EASTMAN CHEMICAL CO. COM 277432100 2,664 49,330 SH SOLE X EASTMAN KODAK CO. COM 277461109 401 16,844 SH SOLE X EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 1,879,375 19,400,000 PRN SOLE X EATON CORP. 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COM 285661104 5,044 209,626 SH SOLE X ELITE PHARMACEUTICALS INC CL A NEW 28659T200 156 67,800 SH SOLE X EMAGIN CORP COM 29076N107 241 830,000 SH SOLE X EMAGEON INC COM 29076V109 4 240 SH SOLE X EMBARQ CORP COM 29078E105 1,234 30,097 SH SOLE X EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 307 8,420 SH SOLE X EMDEON CORP COM 290849108 23 1,852 SH SOLE X EMERITUS CORP COM 291005106 12 625 SH SOLE X EMERSON ELECTRIC CO. COM 291011104 24,930 297,463 SH SOLE X EMISPHERE TECHNOLOGIES INC COM 291345106 7 870 SH SOLE X EMMIS COMMUNICATIONS CORP CL A CL A 291525103 24 1,512 SH SOLE X EMPIRE DIST ELEC CO COM 291641108 3 160 SH SOLE X ENCORE WIRE CORP COM 292562105 53 1,466 SH SOLE X ENCORE MED CORP COM 29256E109 1 120 SH SOLE X ENCYSIVE PHARMACEUTICALS INC COM 29256X107 62 9,000 SH SOLE X ENDESA S A SPONSORED ADR 29258N107 26,030 810,400 SH SOLE X ENDO PHARMACEUTICALS HLDGS I COM 29264F205 241 7,300 SH SOLE X ENERGY CONVERSION DEVICES IN COM 292659109 13 360 SH SOLE X ENERGY EAST CORP COM 29266M109 123 5,134 SH SOLE X ENERGIZER HLDGS INC COM 29266R108 869 14,837 SH SOLE X ENERGY PARTNERS LTD COM 29270U105 1,899 100,200 SH SOLE X ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 20 445 SH SOLE X ENERSYS COM 29275Y102 22 1,053 SH SOLE X ENGLOBAL CORP COM 293306106 10 1,284 SH SOLE X ENPATH MEDICAL INC COM 29355Y105 1,138 100,000 SH SOLE X ENTERCOM COMMUNICATIONS CORP CL A CL A 293639100 15 579 SH SOLE X ENTREMED INC COM 29382F103 330 200,000 SH SOLE X EPICEPT CORP COM 294264205 244 101,500 SH SOLE X EQUIFAX INC. COM 294429105 3,232 94,117 SH SOLE X EQUINIX INC COM NEW 29444U502 15 280 SH SOLE X EQUITABLE RES INC COM 294549100 121 3,606 SH SOLE X ERICSSON L M TEL CO ADR B SEK 10 294821608 2,802 84,816 SH SOLE X ERIE INDTY CO CL A 29530P102 137 2,631 SH SOLE X ESCALA GROUP INC COM 29605W107 4 819 SH SOLE X ESCHELON TELECOM INC COM 296290109 6 390 SH SOLE X EUROPEAN EQUITY FUND COM 298768102 10 1,000 SH SOLE X EVERGREEN SOLAR INC COM 30033R108 62 4,780 SH SOLE X EXAR CORP COM 300645108 21 1,619 SH SOLE X EXELON CORP. COM 30161N101 10,672 187,795 SH SOLE X EXPLORATION CO COM NEW 302133202 19 1,804 SH SOLE X EXPRESS SCRIPTS -A- COM 302182100 4,016 55,981 SH SOLE X EZCORP INC CL A NON VTG 302301106 60 1,596 SH SOLE X EXXON MOBIL CORP. COM 30231G102 152,892 2,492,127 SH SOLE X F M C CORP COM NEW 302491303 74 1,149 SH SOLE X FMC TECHNOLOGIES INC COM 30249U101 427 6,327 SH SOLE X FTI CONSULTING INC COM 302941109 2 80 SH SOLE X FAIR ISAAC CORP COM 303250104 96 2,656 SH SOLE X FALCONSTOR SOFTWARE INC COM 306137100 5 720 SH SOLE X FAMILY DLR STORES INC COM 307000109 1,372 56,144 SH SOLE X FASTENAL CO. 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COM 319963104 115,460 2,563,500 SH SOLE X FIRST HORIZON NATIONAL CORP. COM 320517105 2,199 54,712 SH SOLE X FIRST MARBLEHEAD CORP COM 320771108 1,213 21,308 SH SOLE X FIRST NIAGARA FINL GP INC COM 33582V108 32 2,261 SH SOLE X FISERV INC. 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COM 349631101 3,908 55,028 SH SOLE X FOSTER L B CO COM 350060109 25 1,014 SH SOLE X FOXHOLLOW TECHNOLOGIES INC COM 35166A103 3 120 SH SOLE X FRANKLIN BK CORP DEL COM 352451108 2 80 SH SOLE X FRANKLIN RESOURCES INC. COM 354613101 14,714 169,497 SH SOLE X FRANKLIN STREET PPTYS CORP COM 35471R106 67 3,417 SH SOLE X FREEPORT-MCMORAN COPPER & GO CL B 35671D857 3,461 62,454 SH SOLE X FREESCALE SEMICOND. INC.CL.B CL B 35687M206 6,830 232,327 SH SOLE X FREIGHTCAR AMER INC COM 357023100 7 120 SH SOLE X FREMONT GEN CORP COM 357288109 3 160 SH SOLE X FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 2 200 SH SOLE X FUELCELL ENERGY INC COM 35952H106 2 160 SH SOLE X FURNITURE BRANDS INTL INC COM 360921100 42 1,992 SH SOLE X FUSION TELECOMM INTL INC COM 36113B301 50 25,000 SH SOLE X GATX CORP COM 361448103 20 475 SH SOLE X GEO GROUP INC COM 36159R103 6 160 SH SOLE X GFI GROUP INC COM 361652209 30 560 SH SOLE X GSE SYS INC COM 36227K106 410 100,000 SH SOLE X GSIMERCE INC COM 36238G102 3 240 SH SOLE X GTC BIOTHERAPEUTICS INC COM 36238T104 228 150,000 SH SOLE X GAIAM INC CL A 36268Q103 16 1,117 SH SOLE X GALAXY ENERGY CORP COM 36318B106 37 60,000 SH SOLE X GALLAGHER ARTHUR J & CO COM 363576109 100 3,934 SH SOLE X GAMESTOP CORP NEW CL A 36467W109 101 2,414 SH SOLE X GANNETT CO.INC. COM 364730101 10,048 179,653 SH SOLE X GAP INC DEL COM 364760108 11,671 670,728 SH SOLE X GARDNER DENVER INC COM 365558105 45 1,180 SH SOLE X GARTNER INC COM 366651107 34 2,368 SH SOLE X GATEWAY INC. COM 367626108 1,770 931,447 SH SOLE X GEN-PROBE INC NEW COM 36866T103 113 2,098 SH SOLE X GENAERA CORP COM 36867G100 578 1,050,000 SH SOLE X GENELABS TECHNOLOGIES INC COM NEW 368706206 290 200,000 SH SOLE X GENENTECH INC. COM NEW 368710406 742 9,073 SH SOLE X GENERAL AMERN INVS INC COM 368802104 18 500 SH SOLE X GENERAL CABLE CORP DEL NEW COM 369300108 4 120 SH SOLE X GENERAL DYNAMICS CORP. COM 369550108 18,399 281,073 SH SOLE X GENERAL ELECTRIC CO. COM 369604103 349,027 10,589,409 SH SOLE X GENERAL MILLS INC. COM 370334104 9,104 176,220 SH SOLE X GENERAL MOTORS CORP. COM 370442105 25,406 852,833 SH SOLE X GENERAL MTRS CORP DEB SR CV C 33 370442717 1,625 80,000 PRN SOLE X GENEREX BIOTECHNOLOGY CP DEL COM 371485103 905 500,000 SH SOLE X GENESEE & WYO INC CL A 371559105 43 1,224 SH SOLE X GENTEX CORP COM 371901109 56 3,980 SH SOLE X GENLYTE GROUP INC COM 372302109 9 120 SH SOLE X GENOMIC HEALTH INC COM 37244C101 6 520 SH SOLE X GENTA INC COM NEW 37245M207 8 4,920 SH SOLE X GENTEK INC COM NEW 37245X203 24 911 SH SOLE X GENUINE PARTS CO COM 372460105 5,189 124,557 SH SOLE X GENWORTH FINL INC COM CL A CL A 37247D106 8,432 242,011 SH SOLE X GEOGLOBAL RESOURCES INC COM 37249T109 12 2,471 SH SOLE X GEOPHARMA INC COM 37250A106 1,456 360,000 SH SOLE X GENTIUM S P A SPONSORED ADR 37250B104 157 11,000 SH SOLE X GENZYME CORP.GEN DIV. COM GENL DIV 372917104 5,283 86,539 SH SOLE X GERBER SCIENTIFIC INC COM 373730100 12 900 SH SOLE X GERDAU S A SPONSORED ADR 373737105 17,255 1,157,304 SH SOLE X GETTY IMAGES INC. 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COM 384109104 157 3,411 SH SOLE X GRAINGER W W INC COM 384802104 4,063 54,002 SH SOLE X GRANITE CONSTR INC COM 387328107 61 1,344 SH SOLE X GRANT PRIDECO INC COM 38821G101 238 5,328 SH SOLE X GREAT PLAINS ENERGY INC COM 391164100 76 2,744 SH SOLE X GREATER BAY BANCORP COM 391648102 59 2,048 SH SOLE X GREENBRIER COS INC COM 393657101 5 160 SH SOLE X GREENHILL & CO INC COM 395259104 10 160 SH SOLE X GROUP 1 AUTOMOTIVE INC COM 398905109 20 354 SH SOLE X GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 2,378 380,402 SH SOLE X GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 14,035 726,836 SH SOLE X GTECH HOLDINGS CORP. COM 400518106 323 9,277 SH SOLE X GTX INC DEL COM 40052B108 3 280 SH SOLE X GUESS INC COM 401617105 5 120 SH SOLE X GULFMARK OFFSHORE INC COM 402629109 52 2,000 SH SOLE X GULFPORT ENERGY CORP COM NEW 402635304 15 1,379 SH SOLE X GYMBOREE CORP COM 403777105 40 1,156 SH SOLE X HCC INS HLDGS INC COM 404132102 133 4,524 SH SOLE X HNI CORP COM 404251100 48 1,054 SH SOLE X HALLIBURTON CO COM 406216101 895 24,125 SH SOLE X HANA BIOSCIENCES INC COM 40963P105 17 1,910 SH SOLE X HANCOCK HLDG CO COM 410120109 42 744 SH SOLE X HANOVER COMPRESSOR CO COM 410768105 151 8,023 SH SOLE X HANOVER INS GROUP INC COM 410867105 26 543 SH SOLE X HANSEN NAT CORP COM 411310105 2 48 SH SOLE X HANSON PLC NEW SPONSORED ADR 411349103 3 54 SH SOLE X HARLEY-DAVIDSON INC. COM 412822108 6,256 113,965 SH SOLE X HARMAN INTL INDS INC COM 413086109 2,069 24,241 SH SOLE X HARMONY GOLD MNG LTD SPONSORED ADR 413216300 719 44,113 SH SOLE X HARRAHS ENTERTAINMENT INC. COM 413619107 9,482 133,206 SH SOLE X HARRIS CORP DEL COM 413875105 227 5,462 SH SOLE X HARSCO CORP COM 415864107 133 1,706 SH SOLE X HARTE-HANKS INC COM 416196103 58 2,268 SH SOLE X HARTFORD FINL SVCS GROUP INC COM 416515104 14,349 169,606 SH SOLE X HARTMARX CORP COM 417119104 1 240 SH SOLE X HASBRO INC COM 418056107 2,328 128,560 SH SOLE X HAVERTY FURNITURE INC COM 419596101 2 120 SH SOLE X HAWAIIAN ELEC INDUSTRIES COM 419870100 92 3,300 SH SOLE X HEALTH CARE PPTY INVS INC COM 421915109 632 23,626 SH SOLE X HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 3,530 179,095 SH SOLE X HEADWATERS INC COM 42210P102 45 1,770 SH SOLE X HEALTHEXTRAS INC COM 422211102 5 160 SH SOLE X HEALTH NET INC COM 42222G108 212 4,692 SH SOLE X HEARTLAND FINL USA INC COM 42234Q102 12 440 SH SOLE X HEARTLAND PMT SYS INC COM 42235N108 6 200 SH SOLE X HECLA MNG CO COM 422704106 429 81,630 SH SOLE X HEINZ H J CO COM 423074103 22,596 548,171 SH SOLE X HELIX ENERGY SOLUTIONS GRP I COM 42330P107 79 1,967 SH SOLE X HELMERICH & PAYNE INC. 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COM 432848109 5,025 177,686 SH SOLE X HITTITE MICROWAVE CORP COM 43365Y104 53 1,462 SH SOLE X HOLLINGER INTL INC CL A CL A 435569108 12,493 1,555,800 SH SOLE X HOLLY CORP COM PAR $0.01 435758305 46 956 SH SOLE X HOLLIS-EDEN PHARMACEUTICALS COM 435902101 96 20,000 SH SOLE X HOLOGIC INC COM 436440101 4 80 SH SOLE X HOME FEDERAL BANCORP INC COM 43709A101 5 330 SH SOLE X HOME SOLUTIONS AMER INC COM 437355100 13 2,050 SH SOLE X HONDA MOTOR SHS.2 (ADR'S) AMERN SHS 438128308 407 12,800 SH SOLE X HONEYWELL INTERNATIONAL INC. 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COM 444859102 6,688 124,546 SH SOLE X HUMAN GENOME SCIENCES INC COM 444903108 141 13,169 SH SOLE X HUNT J B TRANS SVCS INC COM 445658107 138 5,526 SH SOLE X HUNTINGTON BANCSHARES INC COM 446150104 3,566 151,211 SH SOLE X HUNTSMAN CORP COM 447011107 701 40,478 SH SOLE X HURON CONSULTING GROUP INC COM 447462102 15 440 SH SOLE X IDT CORP CL B 448947309 97 7,000 SH SOLE X HYPERSPACEMUNICATIONS IN COM 44915D103 3 2,400 SH SOLE X HYTHIAM INC COM 44919F104 13 1,813 SH SOLE X ICOS CORP COM 449295104 80 3,658 SH SOLE X ICT GROUP INC COM 44929Y101 18 714 SH SOLE X I D SYSTEMS INC COM 449489103 7 420 SH SOLE X I-FLOW CORP COM NEW 449520303 2 160 SH SOLE X IPCS INC COM NEW 44980Y305 96 1,988 SH SOLE X IPIX CORP COM 44982L103 213 247,000 SH SOLE X IMS HEALTH INC. COM 449934108 4,045 150,662 SH SOLE X ISTA PHARMACEUTICALS INC COM NEW 45031X204 433 60,000 SH SOLE X ITT EDUCATIONAL SERVICES INC COM 45068B109 96 1,460 SH SOLE X IXIA COM 45071R109 3 320 SH SOLE X ITT INDUSTRIES INC. 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COM 458140100 180,935 9,522,908 SH SOLE X INTER TEL INC COM 458372109 110 5,200 SH SOLE X INTERACTIVE SYS WORLDWIDE IN COM 45840F105 18 10,400 SH SOLE X INTERCONTINENTALEXCHANGE INC COM 45865V100 66 1,134 SH SOLE X INTERFACE INC CL A 458665106 1 120 SH SOLE X INTERGRAPH CORP COM 458683109 46 1,450 SH SOLE X INTERLINE BRANDS INC COM 458743101 12 520 SH SOLE X INTERMUNE INC COM 45884X103 99 6,000 SH SOLE X INTERNAP NETWORK SVCS CORP COM 45885A102 188 17,859 SH SOLE X IBM CORP. COM 459200101 149,129 1,941,284 SH SOLE X INTERNATIONAL COAL GRP INC N COM 45928H106 9 1,259 SH SOLE X INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,633 46,331 SH SOLE X INTERNATIONAL GAME TECHNOLOGY COM 459902102 14,773 389,391 SH SOLE X INTERNATIONAL PAPER CO. COM 460146103 12,374 383,103 SH SOLE X INTERNATIONAL SECS EXCH INC CL A 46031W204 66 1,740 SH SOLE X INTERNATIONAL SPEEDWAY CORP CL A CL A 460335201 66 1,432 SH SOLE X INTERNET CAP GROUP INC COM NEW 46059C205 2 230 SH SOLE X INTERPOOL INC COM 46062R108 8 360 SH SOLE X INTERPUBLIC GROUP COS INC COM 460690100 1,541 184,577 SH SOLE X INTERVEST BANCSHARES CORP CL A 460927106 50 1,244 SH SOLE X INTERWOVEN INC COM NEW 46114T508 4 460 SH SOLE X INTRALASE CORP COM 461169104 4 240 SH SOLE X INTUIT COM 461202103 3,659 120,887 SH SOLE X INTUITIVE SURGICAL INC COM NEW 46120E602 139 1,209 SH SOLE X INVERNESS MED INNOVATIONS IN COM 46126P106 3 120 SH SOLE X INVESTMENT TECHNOLOGY GRP NE COM 46145F105 41 800 SH SOLE X INVESTOOLS INC COM 46145P103 23 2,859 SH SOLE X INVITROGEN CORP. COM 46185R100 515 7,799 SH SOLE X IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 628 144,752 SH SOLE X IONATRON INC COM 462070103 2 240 SH SOLE X IOWA TELECOMM SERVICES INC COM 462594201 212 11,186 SH SOLE X IPASS INC COM 46261V108 13 2,365 SH SOLE X IROBOT CORP COM 462726100 6 240 SH SOLE X ISHS MSCI BRA INDX MSCI BRAZIL 464286400 2,126 54,350 SH SOLE X ISHS MSCI EMU INDX MSCI EMU INDEX 464286608 152 1,730 SH SOLE X ISHARES INC MSCI PAC J IDX 464286665 43 400 SH SOLE X ISHARES INC.-UK INDEX SERIES MSCI UTD KINGD 464286699 233 11,080 SH SOLE X ISHARES INC.-TAIWAN WEBS INDEX MSCI TAIWAN 464286731 3,174 247,600 SH SOLE X ISHARES INC.-KOREA WEBS INDEX MSCI S KOREA 464286772 2,732 60,540 SH SOLE X ISHARES INC.-GERMANY WEBS I.S. MSCI GERMAN 464286806 47 2,050 SH SOLE X ISHS MSCI MEX INDX MSCI MEXICO 464286822 1,616 43,500 SH SOLE X ISHARES INC.-MSCI MAL.FR. MSCI MALAYSIA 464286830 838 115,000 SH SOLE X ISHARES INC.-JAPAN WEBS I.S. MSCI JAPAN 464286848 235 17,220 SH SOLE X ISHARES INC MSCI HONG KONG 464286871 37 2,740 SH SOLE X ISHARES TR S&P 100 IDX FD 464287101 87,060 1,500,001 SH SOLE X ISHARES TR DJ SEL DIV INX 464287168 10 155 SH SOLE X ISHARES TRUST - SHS OF S&P500 S&P 500 INDEX 464287200 4,623 36,245 SH SOLE X ISHARES TR S&P GBL TELCM 464287275 47 900 SH SOLE X ISHARES TR S&P GBL ENER 464287341 32 300 SH SOLE X ISHARES TR GS NAT RES IDX 464287374 30 300 SH SOLE X ISHARES TR 20+ YR TRS BD 464287432 16 190 SH SOLE X ISHARES TR GLDM SCHS SEMI 464287523 17,385 300,002 SH SOLE X ISHARES TR DJ US REAL EST 464287739 13,424 188,411 SH SOLE X ISHARES TR DJ US BAS MATL 464287838 16,773 300,000 SH SOLE X I2 TECHNOLOGIES INC COM NEW 465754208 14 1,076 SH SOLE X JDS UNIPHASE CORP. COM 46612J101 2,218 876,610 SH SOLE X JER INVT TR INC COM 46614H301 9 600 SH SOLE X JP MORGAN CHASE & CO. COM 46625H100 813,860 19,377,613 SH SOLE X J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 43 1,368 SH SOLE X JABIL CIRCUIT INC COM 466313103 3,304 129,056 SH SOLE X JACK IN THE BOX INC COM 466367109 39 1,000 SH SOLE X JACOBS ENGR GROUP INC DEL COM 469814107 125 1,574 SH SOLE X JACUZZI BRANDS INC. COM 469865109 100 11,375 SH SOLE X JAMES RIVER COAL CO COM NEW 470355207 76 2,860 SH SOLE X JAMESON INNS INC COM 470457102 584 200,000 SH SOLE X JANUS CAP GROUP INC COM 47102X105 2,288 127,799 SH SOLE X JAPAN EQUITY FD INC COM 471057109 121 14,700 SH SOLE X JEFFERIES GROUP INC NEW COM 472319102 199 6,700 SH SOLE X JET BLUE AIRWAYS CORP. COM 477143101 176 14,504 SH SOLE X JOHNSON & JOHNSON COM 478160104 123,235 2,056,659 SH SOLE X JOHNSON CONTROLS INC. COM 478366107 14,228 173,053 SH SOLE X JONES APPAREL GROUP INC. 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COM 487836108 32,012 660,997 SH SOLE X KELLWOOD CO COM 488044108 34 1,170 SH SOLE X KELLY SVCS INC CL A CL A 488152208 24 870 SH SOLE X KEMET CORP COM 488360108 9 940 SH SOLE X KENDLE INTERNATIONAL INC COM 48880L107 19 518 SH SOLE X KENEXA CORP COM 488879107 10 320 SH SOLE X KENNAMETAL INC COM 489170100 115 1,850 SH SOLE X KERR MCGEE CORP COM 492386107 95 1,373 SH SOLE X KERYX BIOPHARMACEUTICALS INC COM 492515101 5 360 SH SOLE X KEYCORP NEW COM 493267108 6,708 188,007 SH SOLE X KEYSPAN CORP COM 49337W100 16 404 SH SOLE X KIMBALL INTL INC CL B 494274103 3 160 SH SOLE X KIMBERLY-CLARK CORP. COM 494368103 17,355 281,285 SH SOLE X KINDER MORGAN INC. 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COM 502424104 6,865 91,030 SH SOLE X LABORATORY CORP.AMERICA COM NEW 50540R409 5,784 92,951 SH SOLE X LABRANCHE & CO INC COM 505447102 1,698 140,200 SH SOLE X LADISH INC COM NEW 505754200 29 768 SH SOLE X LAKES ENTMNT INC COM 51206P109 11 870 SH SOLE X LAMSON & SESSIONS CO COM 513696104 64 2,248 SH SOLE X LANCASTER COLONY CORP COM 513847103 39 1,000 SH SOLE X LANDSTAR SYS INC COM 515098101 41 872 SH SOLE X LAS VEGAS SANDS CORP COM 517834107 842 10,818 SH SOLE X LATTICE SEMICONDUCTOR CORP COM 518415104 80 13,012 SH SOLE X THE*ESTEE LAUDER COMP.-A- CL A 518439104 2,457 63,528 SH SOLE X LAWSON SOFTWARE INC NEW COM 52078P102 11 1,640 SH SOLE X LAZARD GLB TTL RET&INCM FD I COM 52106W103 23 1,200 SH SOLE X LEAP WIRELESS INTL INC COM NEW 521863308 69 1,451 SH SOLE X LEAPFROG ENTERPRISES INC CL A 52186N106 5 500 SH SOLE X LECG CORP COM 523234102 7 360 SH SOLE X LEGGETT & PLATT INC COM 524660107 1,628 65,177 SH SOLE X LEGG MASON INC. 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COM 532457108 72,175 1,305,870 SH SOLE X LIMITED BRANDS INC COM 532716107 5,803 226,762 SH SOLE X LINCOLN ELEC HLDGS INC COM 533900106 54 863 SH SOLE X LINCOLN NATIONAL CORP. COM 534187109 10,746 190,405 SH SOLE X LINEAR TECHNOLOGY CORP COM 535678106 1,587 47,383 SH SOLE X LIONBRIDGE TECHNOLOGIES INC COM 536252109 2 320 SH SOLE X LIVE NATION INC COM 538034109 134 6,582 SH SOLE X LIZ CLAIBORNE INC COM 539320101 2,814 75,926 SH SOLE X LOCKHEED MARTIN CORP. COM 539830109 16,776 233,845 SH SOLE X LOEW'S CORP. COM 540424108 8,959 252,710 SH SOLE X LOEWS CORP CAROLNA GP STK 540424207 51,884 1,010,000 SH SOLE X LONGS DRUG STORES CORP COM 543162101 48 1,057 SH SOLE X LONGVIEW FIBRE CO COM 543213102 40 2,078 SH SOLE X LORAL SPACE &MUNICATNS L COM 543881106 13 450 SH SOLE X LOUISIANA PAC CORP COM 546347105 2,126 97,071 SH SOLE X LOWE'S COMPANIES INC. COM 548661107 1,487 49,011 SH SOLE X LUCENT TECHNOLOGIES INC. COM 549463107 6,128 2,532,264 SH SOLE X LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 239,346 2,433,000 PRN SOLE X LUFKIN INDS INC COM 549764108 59 1,000 SH SOLE X LUMINEX CORP DEL COM 55027E102 4 240 SH SOLE X M & T BK CORP COM 55261F104 6,276 53,219 SH SOLE X MBIA INC COM 55262C100 20,628 352,310 SH SOLE X MDU RES GROUP INC COM 552690109 119 4,882 SH SOLE X MDI INC COM 552705105 96 125,000 SH SOLE X MGIC INVT CORP WIS COM 552848103 1,682 25,874 SH SOLE X MGI PHARMA INC COM 552880106 379 17,613 SH SOLE X MGM MIRAGE COM 552953101 26 644 SH SOLE X MGP INGREDIENTS INC COM 55302G103 6,630 285,544 SH SOLE X MPS GROUP INC COM 553409103 63 4,198 SH SOLE X MRV COMMUNICATIONS INC COM 553477100 9 3,000 SH SOLE X MRO SOFTWARE INC COM 55347W105 42 2,076 SH SOLE X MVC CAPITAL INC COM 553829102 12 900 SH SOLE X MACROVISION CORP COM 555904101 17 791 SH SOLE X MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X108 1,296 46,965 SH SOLE X MACQUARIE GLBL INFRA TOTL RE COM 55608D101 25 1,100 SH SOLE X MADDEN STEVEN LTD COM 556269108 4 120 SH SOLE X MAGELLAN HEALTH SVCS INC COM NEW 559079207 13 280 SH SOLE X MANOR CARE INC NEW COM 564055101 2,643 56,336 SH SOLE X MANPOWER INC COM 56418H100 271 4,194 SH SOLE X MARINER ENERGY INC COM 56845T305 66 3,567 SH SOLE X MARKETAXESS HLDGS INC COM 57060D108 3 240 SH SOLE X MARLIN BUSINESS SVCS CORP COM 571157106 10 440 SH SOLE X MARSH & MCLENNAN COS.INC. COM 571748102 7,773 289,081 SH SOLE X MARSHALL & ILSLEY CORP COM 571834100 1,897 41,464 SH SOLE X MARRIOTT INTERNATIONAL INC.-A- CL A 571903202 12,682 332,678 SH SOLE X MARTEK BIOSCIENCES CORP COM 572901106 38 1,308 SH SOLE X MARTHA STEWART LIVING OMNIME CL A 573083102 1 80 SH SOLE X MARTIN MARIETTA MATLS INC COM 573284106 170 1,860 SH SOLE X MARVEL ENTERTAINMENT INC COM 57383T103 25,022 1,251,100 SH SOLE X MASSEY ENERGY CORP COM 576206106 1,524 42,324 SH SOLE X MASTEC INC COM 576323109 2 160 SH SOLE X MATRIX SVC CO COM 576853105 16 1,431 SH SOLE X MATTEL INC. COM 577081102 2,407 145,814 SH SOLE X MATTSON TECHNOLOGY INC COM 577223100 3 320 SH SOLE X MAXIM INTERGR.PROD.INC. 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COM 589433101 1,550 31,278 SH SOLE X MERIDIAN BIOSCIENCE INC COM 589584101 44 1,768 SH SOLE X MERIDIAN RESOURCE CORP COM 58977Q109 9 2,500 SH SOLE X MERRILL LYNCH & CO. COM 590188108 17,529 251,993 SH SOLE X MERRILL LYNCH & CO INC NOTE 3/1 590188W46 872,000 8,000,000 PRN SOLE X METABASIS THERAPEUTICS INC COM 59101M105 11 1,470 SH SOLE X METAL MGMT INC COM NEW 591097209 4 120 SH SOLE X METLIFE INC. COM 59156R108 14,790 288,805 SH SOLE X METRETEK TECHNOLOGIES INC COM 59159Q107 345 20,070 SH SOLE X METROCORP BANCSHARES INC COM 591650106 11 390 SH SOLE X METTLER TOLEDO INTERNATIONAL COM 592688105 3 55 SH SOLE X THE*MEXICO EQUITY INCOME FUND COM 592834105 36 2,000 SH SOLE X THE MEXICO FUND INC. COM 592835102 61 2,000 SH SOLE X MICHAELS STORES INC. COM 594087108 245 5,950 SH SOLE X MICROSOFT CORP COM 594918104 253,745 10,890,322 SH SOLE X MICROSTRATEGY INC CL A NEW 594972408 483 4,955 SH SOLE X MICROMET INC COM 59509C105 856 200,000 SH SOLE X MID-AMER APT CMNTYS INC COM 59522J103 4 80 SH SOLE X MIDWAY GAMES INC COM 598148104 1,751 216,420 SH SOLE X MIDWEST BANC HOLDINGS INC COM 598251106 4 160 SH SOLE X MILLENIUM PHARMACEUTIC.INC. COM 599902103 474 47,542 SH SOLE X MILLER HERMAN INC COM 600544100 70 2,700 SH SOLE X MILLER INDS INC TENN COM NEW 600551204 15 728 SH SOLE X MILLIPORE CORP COM 601073109 2,550 40,490 SH SOLE X MINDSPEED TECHNOLOGIES INC COM 602682106 15 6,380 SH SOLE X MINE SAFETY APPLIANCES CO COM 602720104 43 1,070 SH SOLE X MINES MGMT CO COM 603432105 517 69,900 SH SOLE X MIRANT CORP NEW COM 60467R100 187 6,979 SH SOLE X MITTAL STEEL CO N V NY REG SH CL A 60684P101 81,951 2,686,051 SH SOLE X MODINE MFG CO COM 607828100 32 1,366 SH SOLE X MOHAWK INDS INC COM 608190104 125 1,776 SH SOLE X MOLEX INC. COM 608554101 173 5,145 SH SOLE X MOLEX INC CL A 608554200 1,712 59,600 SH SOLE X MOLSON COORS BREWING CO CL B 60871R209 206 3,035 SH SOLE X MOMENTA PHARMACEUTICALS INC COM 60877T100 6 480 SH SOLE X MONEYGRAM INTL INC COM 60935Y109 117 3,448 SH SOLE X MONOLITHIC PWR SYS INC COM 609839105 2 160 SH SOLE X MONSANTO CO. COM 61166W101 7,358 174,800 SH SOLE X MONSTER WORLDWIDE INC COM 611742107 1,664 39,004 SH SOLE X MONTEREY GOURMET FOODS INC COM 612570101 3,212 545,400 SH SOLE X MOODYS CORP COM 615369105 8,259 151,661 SH SOLE X MORGAN STANLEY COM NEW 617446448 53,452 845,632 SH SOLE X MORGAN STANLEY EMER MKTS FD COM 61744G107 23 1,000 SH SOLE X MORGAN STANLEY ASIA PAC FD I COM 61744U106 113 7,200 SH SOLE X MORNINGSTAR INC COM 617700109 7 160 SH SOLE X MORTGAGEIT HLDGS INC COM 61915Q108 1 120 SH SOLE X MOSCOW CABLECOM CORP COM 61945R100 25 2,400 SH SOLE X MOSYS INC COM 619718109 15 1,862 SH SOLE X MOTOROLA INC. COM 620076109 18,060 896,290 SH SOLE X MUELLER WTR PRODS INC COM SER A 624758108 15 870 SH SOLE X MURPHY OIL CORP. COM 626717102 4,586 82,096 SH SOLE X MYERS INDS INC COM 628464109 1 80 SH SOLE X MYLAN LABORAT.INC. COM 628530107 3,595 179,747 SH SOLE X MYOGEN INC COM 62856E104 17 600 SH SOLE X NCR CORP. COM 62886E108 7,573 206,700 SH SOLE X NIC INC COM 62914B100 2 240 SH SOLE X NTL INC DEL COM 62941W101 104 4,174 SH SOLE X NUCO2 INC COM 629428103 5 200 SH SOLE X NYMAGIC INC COM 629484106 18 623 SH SOLE X NYSE GROUP INC COM 62949W103 1,250 18,248 SH SOLE X NALCO HOLDINGPANY COM 62985Q101 46 2,600 SH SOLE X NASDAQ STOCK MARKET INC COM 631103108 30 1,000 SH SOLE X NATCO GROUP INC CL A 63227W203 32 802 SH SOLE X NATIONAL CITY CORP. COM 635405103 2,864 79,128 SH SOLE X NATIONAL FUEL GAS CO N J COM 636180101 200 5,701 SH SOLE X NATIONAL INSTRS CORP COM 636518102 62 2,268 SH SOLE X NATIONAL INTERSTATE CORP COM 63654U100 33 1,200 SH SOLE X NATIONAL-OILWELL INC. COM 637071101 5,927 93,601 SH SOLE X NATIONAL SEMICONDUCTOR CORP COM 637640103 2,562 107,439 SH SOLE X NATURAL GAS SERVICES GROUP COM 63886Q109 749 50,000 SH SOLE X NATUS MEDICAL INC DEL COM 639050103 12 1,245 SH SOLE X NAVISTAR INTL CORP NEW COM 63934E108 4,600 186,929 SH SOLE X NAVIGANT CONSULTING INC COM 63935N107 48 2,128 SH SOLE X NAVIGANT INTL INC COM 63935R108 9 540 SH SOLE X NEKTAR THERAPEUTICS COM 640268108 110 6,000 SH SOLE X NELNET INC CL A 64031N108 8 200 SH SOLE X NEOWARE SYS INC COM 64065P102 13 1,023 SH SOLE X NESS TECHNOLOGIES INC COM 64104X108 4 360 SH SOLE X NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 59 2,159 SH SOLE X NETFLIX INC COM 64110L106 52 1,900 SH SOLE X NETEASE COM INC SPONSORED ADR 64110W102 102 4,566 SH SOLE X NETSCOUT SYS INC COM 64115T104 1 160 SH SOLE X NETLOGIC MICROSYSTEMS INC COM 64118B100 4 120 SH SOLE X NETWORK APPLIANCE INC. 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COM 713448108 75,548 1,258,289 SH SOLE X PER-SE TECHNOLOGIES INC COM NEW 713569309 21 818 SH SOLE X PEREGRINE PHARMACEUTICALS IN COM 713661106 19 12,181 SH SOLE X PERFICIENT INC COM 71375U101 22 1,795 SH SOLE X PERINI CORP COM 713839108 3 120 SH SOLE X PERKINELMER INC COM 714046109 1,815 86,854 SH SOLE X PERRIGO CO COM 714290103 55 3,406 SH SOLE X PETMED EXPRESS INC COM 716382106 14 1,298 SH SOLE X PETROCHINA CO LTD SPONSORED ADR 71646E100 217 2,010 SH SOLE X PETROHAWK ENERGY CORP COM 716495106 2,520 200,000 SH SOLE X PETROLEUM & RES CORP COM 716549100 92 2,700 SH SOLE X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 160 2,000 SH SOLE X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 7,292 81,648 SH SOLE X PFIZER INC. COM 717081103 302,175 12,874,939 SH SOLE X PHARMACEUTICAL PROD DEV INC COM 717124101 303 8,628 SH SOLE X PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 35 500 SH SOLE X PHARMOS CORP COM PAR $.03 717139307 211 100,000 SH SOLE X PHASE FORWARD INC COM 71721R406 6 480 SH SOLE X PHELPS DODGE CORP COM 717265102 92,909 1,130,836 SH SOLE X PHILADELPHIA CONS HLDG CORP COM 717528103 28 936 SH SOLE X PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 13,463 390,000 SH SOLE X PHILLIPS VAN HEUSEN CORP COM 718592108 9 240 SH SOLE X PHOTRONICS INC COM 719405102 904 61,051 SH SOLE X PIER 1 IMPORTS INC COM 720279108 2 268 SH SOLE X PIKE ELEC CORP COM 721283109 2 120 SH SOLE X PINNACLE ENTMT INC COM 723456109 4 120 SH SOLE X PINNACLE FINL PARTNERS INC COM 72346Q104 5 160 SH SOLE X PIONEER DRILLING CO COM 723655106 9 560 SH SOLE X PIONEER NATURAL RESOURCES CO. COM 723787107 452 9,733 SH SOLE X PITNEY BOWES INC COM 724479100 4,186 101,355 SH SOLE X PLACER SIERRA BANCSHARES COM 726079106 6 240 SH SOLE X PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,092 25,000 SH SOLE X PLAINS EXPL& PRODTN CO COM 726505100 130 3,202 SH SOLE X PLANTRONICS INC NEW COM 727493108 16 714 SH SOLE X PLAYTEX PRODS INC COM 72813P100 45 4,340 SH SOLE X PLEXUS CORP COM 729132100 32 946 SH SOLE X PLUG POWER INC. COM 72919P103 5 1,160 SH SOLE X POGO PRODUCING CO COM 730448107 17 358 SH SOLE X POLO RALPH LAUREN CORP CL A CL A 731572103 6,010 109,476 SH SOLE X POLYCOM INC. COM 73172K104 276 12,612 SH SOLE X PORTALPLAYER INC COM 736187204 2 200 SH SOLE X PORTLAND GEN ELEC CO COM NEW 736508847 143 5,740 SH SOLE X PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 1 81 SH SOLE X POWERWAVE TECHNOLOGIES INC COM 739363109 42 4,562 SH SOLE X PRAXAIR INC. COM 74005P104 10,782 199,663 SH SOLE X PRECISION CASTPARTS CORP. COM 740189105 386 6,454 SH SOLE X PREMIUM STD FARMS INC COM 74060C105 3 160 SH SOLE X PRESTIGE BRANDS HLDGS INC COM 74112D101 2 160 SH SOLE X T.ROWE PRICE GROUP INC. COM 74144T108 16,702 441,744 SH SOLE X PRICELINE COM INC COM NEW 741503403 3 108 SH SOLE X PRICESMART INC COM 741511109 10 1,022 SH SOLE X PRIDE INTL INC DEL COM 74153Q102 215 6,880 SH SOLE X PRIMEDIA INC COM 74157K101 7 3,720 SH SOLE X PRIMEENERGY CORP COM 74158E104 37 486 SH SOLE X PRIMUS TELECOMMUNICATIONS GR COM 741929103 6 10,000 SH SOLE X PRINCIPAL FINANCIAL GROUP IN COM 74251V102 5,279 94,865 SH SOLE X PRIVATE MEDIA GROUP INC. COM 74266R104 9 1,880 SH SOLE X PROCTER & GAMBLE CO. COM 742718109 148,625 2,673,103 SH SOLE X PROGRESSIVE CORP. COM 743315103 8,586 333,964 SH SOLE X PROTECTIVE LIFE CORP COM 743674103 133 2,844 SH SOLE X PROVIDENT NEW YORK BANCORP COM 744028101 2 160 SH SOLE X PRUDENTIAL FINANCIAL INC. COM 744320102 15,883 204,412 SH SOLE X PT INDOSAT TBK SPONSORED ADR 744383100 21 905 SH SOLE X PUGET ENERGY INC NEW COM 745310102 260 12,102 SH SOLE X QLOGIC CORP COM 747277101 1,855 107,580 SH SOLE X QAD INC COM 74727D108 2 280 SH SOLE X QUALCOMM INC. COM 747525103 58,668 1,464,128 SH SOLE X QUALITY DISTR INC FLA COM 74756M102 17 1,244 SH SOLE X QUALITY SYS INC COM 747582104 3 76 SH SOLE X QUANTA SVCS INC COM 74762E102 84 4,822 SH SOLE X QUANTUM FUEL SYS TECH WORLDW COM 74765E109 1,496 440,000 SH SOLE X QUANTUM CORP COM DSSG 747906204 0 120 SH SOLE X QUEST RESOURCE CORP COM NEW 748349305 24 1,751 SH SOLE X QUEST DIAGNOSTICS INC. COM 74834L100 5,573 93,014 SH SOLE X QUEST SOFTWARE INC COM 74834T103 42 2,969 SH SOLE X QUESTAR CORP. COM 748356102 432 5,369 SH SOLE X QUICKSILVER RESOURCES INC COM 74837R104 101 2,754 SH SOLE X QUIDEL CORP COM 74838J101 17 1,792 SH SOLE X QWEST COMM.INT.INC COM 749121109 5,028 621,526 SH SOLE X RCN CORP COM NEW 749361200 4 160 SH SOLE X RSA SEC INC COM 749719100 24 872 SH SOLE X RACKABLE SYS INC COM 750077109 21 520 SH SOLE X RADIOSHACK CORP. COM 750438103 627 44,786 SH SOLE X RADYNE CORP COM NEW 750611402 15 1,338 SH SOLE X RAE SYS INC COM 75061P102 6 1,590 SH SOLE X RAMCO-GERSHENSON PPTYS TR PFD CV C 7.95% 751452509 7,033 236,001 SH SOLE X RANDGOLD RES LTD ADR 752344309 422 20,105 SH SOLE X RAYONIER INC COM 754907103 6 148 SH SOLE X RAYTHEON CO. COM NEW 755111507 13,873 311,252 SH SOLE X RBC BEARINGS INC COM 75524B104 9 400 SH SOLE X READERS DIGEST ASSN INC COM 755267101 55 3,920 SH SOLE X REALNETWORKS INC COM 75605L104 14 1,300 SH SOLE X REALTY INCOME CORP COM 756109104 14 637 SH SOLE X RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 140,888 1,300,000 PRN SOLE X RED ROBIN GOURMET BURGERS IN COM 75689M101 3 80 SH SOLE X REDBACK NETWORKS INC COM NEW 757209507 7 360 SH SOLE X REDDY ICE HLDGS INC COM 75734R105 441 21,667 SH SOLE X REDIFF COM INDIA LTD SPONSORED ADR 757479100 1 80 SH SOLE X REGAL BELOIT CORP COM 758750103 5 120 SH SOLE X REGAL ENTMT GROUP CL A 758766109 23,872 1,174,800 SH SOLE X REGENERON PHARMACEUTICALS COM 75886F107 7 520 SH SOLE X REGIS CORP MINN COM 758932107 66 1,858 SH SOLE X REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 124,113 845,226 SH SOLE X REHABCARE GROUP INC COM 759148109 12 700 SH SOLE X REGIONS FINANCIAL CORP NEW COM 7591EP100 9,759 294,663 SH SOLE X RELIANCE STEEL & ALUMINUM CO COM 759509102 7 174 SH SOLE X RELIANT ENERGY INC COM 75952B105 59 4,948 SH SOLE X REMINGTON OIL & GAS CORP COM 759594302 7 160 SH SOLE X REPLIGEN CORP COM 759916109 44 15,000 SH SOLE X RENT A CTR INC NEW COM 76009N100 70 2,824 SH SOLE X RENTECH INC COM 760112102 36 7,783 SH SOLE X REPUBLIC AWYS HLDGS INC COM 760276105 8 480 SH SOLE X REPUBLIC PROPERTY TR COM 760737106 8,443 854,541 SH SOLE X REPUBLIC SVCS INC COM 760759100 78 1,926 SH SOLE X RESMED INC COM 761152107 4 80 SH SOLE X REVLON INC CL A 761525500 1 520 SH SOLE X REWARDS NETWORK INC COM 761557107 9 1,140 SH SOLE X REYNOLDS & REYNOLDS CO CL A CL A 761695105 65 2,126 SH SOLE X REYNOLDS AMERICAN INC COM 761713106 793 13,749 SH SOLE X RIGHTNOW TECHNOLOGIES INC COM 76657R106 2 120 SH SOLE X RITE AID CORP COM 767754104 8 2,000 SH SOLE X RIVIERA HLDGS CORP COM 769627100 2 120 SH SOLE X ROBERT HALF INTERNATIONAL INC. COM 770323103 5,146 122,513 SH SOLE X ROCKWELL AUTOMATION INC. COM 773903109 4,843 67,251 SH SOLE X ROCKWELL COLLINS INC. COM 774341101 6,916 123,796 SH SOLE X ROCKWOOD HLDGS INC COM 774415103 9 400 SH SOLE X ROFIN SINAR TECHNOLOGIES INC COM 775043102 1,742 30,306 SH SOLE X ROHM & HAAS CO. COM 775371107 2,522 50,322 SH SOLE X ROLLINS INC COM 775711104 24 1,198 SH SOLE X ROPER INDUSTRIES INC. COM 776696106 740 15,834 SH SOLE X ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 63 2,166 SH SOLE X ROYAL DUTCH SHELL PLC SPON ADRB 780259107 361 5,170 SH SOLE X ROYAL DUTCH SHELL PLC SPONS ADRA 780259206 13 200 SH SOLE X ROYAL GOLD INC COM 780287108 42 1,495 SH SOLE X RUBIOS RESTAURANTS INC COM 78116B102 369 43,400 SH SOLE X RUDDICK CORP COM 781258108 38 1,568 SH SOLE X RUSH ENTERPRISES INC CL B 781846308 1,275 75,600 SH SOLE X RUSS BERRIE & CO COM 782233100 34 2,782 SH SOLE X RUTHS CHRIS STEAK HSE INC COM 783332109 3 160 SH SOLE X RYDER SYS INC COM 783549108 1,663 28,455 SH SOLE X SCM MICROSYSTEMS INC COM 784018103 12 3,922 SH SOLE X SCPIE HLDGS INC COM 78402P104 27 1,143 SH SOLE X SEI INVESTMENT CO. COM 784117103 253 5,174 SH SOLE X SK TELECOM LTD SPONSORED ADR 78440P108 1,557 66,500 SH SOLE X SLM CORP COM 78442P106 14,246 269,190 SH SOLE X SPDR TR UNIT SER 1 78462F103 941 7,393 SH SOLE X SPSS INC COM 78462K102 39 1,212 SH SOLE X SPX CORP COM 784635104 168 3,006 SH SOLE X SRA INTL INC CL A CL A 78464R105 41 1,542 SH SOLE X SVB FINL GROUP COM 78486Q101 33 723 SH SOLE X SABRE HLDGS CORP CL A CL A 785905100 2,034 92,440 SH SOLE X SAFECO CORP. COM 786429100 4,812 85,403 SH SOLE X SAFEGUARD SCIENTIFICS INC COM 786449108 19 8,932 SH SOLE X SAFETY INS GROUP INC COM 78648T100 4 80 SH SOLE X SAFEWAY INC COM 786514208 1,682 64,706 SH SOLE X SAFLINK CORP COM NEW 786578302 120 325,000 SH SOLE X ST.JUDE MEDICAL INC. COM 790849103 8,073 249,028 SH SOLE X ST.PAUL COMPANIES INC. COM 792860108 20,233 453,863 SH SOLE X SAKS INC COM 79377W108 127 7,870 SH SOLE X SANDERSON FARMS INC COM 800013104 48 1,700 SH SOLE X SANDISK CORP. COM 80004C101 5,952 116,743 SH SOLE X SANGAMO BIOSCIENCES INC COM 800677106 7 1,230 SH SOLE X SANMINA-SCI CORP. COM 800907107 1,894 411,688 SH SOLE X SANTARUS INC COM 802817304 17 2,517 SH SOLE X SARA LEE CORP. COM 803111103 8,761 546,888 SH SOLE X SASOL LTD SPONSORED ADR 803866300 12 300 SH SOLE X SATCON TECHNOLOGY CORP COM 803893106 1,531 810,000 SH SOLE X SAVVIS INC COM NEW 805423308 16 557 SH SOLE X SAXON CAP INC NEW COM 80556T106 37 3,212 SH SOLE X SCANA CORP NEW COM 80589M102 181 4,698 SH SOLE X SCHEIN HENRY INC COM 806407102 203 4,344 SH SOLE X SCHERING-PLOUGH CORP. COM 806605101 22,749 1,195,403 SH SOLE X SCHOLASTIC CORP. COM 807066105 10 389 SH SOLE X SCHWAB CHARLES CORP NEW COM 808513105 5,167 323,320 SH SOLE X SCIENTIFIC GAMES CORP CL A 80874P109 95 2,670 SH SOLE X SCOTTS MIRACLE GRO CO CL A 810186106 78 1,836 SH SOLE X SCRIPPS E W CO OHIO CL A CL A 811054204 2,686 62,257 SH SOLE X SEABRIGHT INSURANCE HLDGS IN COM 811656107 3 200 SH SOLE X SEALED AIR CORP NEW COM 81211K100 3,012 57,835 SH SOLE X SEALY CORP COM 812139301 25 1,861 SH SOLE X SEARS HLDGS CORP COM 812350106 6,735 43,365 SH SOLE X SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 6,465 201,400 SH SOLE X SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 95 3,137 SH SOLE X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 50 2,086 SH SOLE X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7,076 218,795 SH SOLE X SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 54 1,600 SH SOLE X SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 2 100 SH SOLE X SELECT COMFORT CORP COM 81616X103 40 1,752 SH SOLE X SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 2,246 68,260 SH SOLE X SEMPRA ENERGY COM 816851109 5,982 131,524 SH SOLE X SEMITOOL INC COM 816909105 1 120 SH SOLE X SENESCO TECHNOLOGIES INC COM NEW 817208408 119 62,500 SH SOLE X SENIOR HSG PPTYS TR SH BEN INT 81721M109 1 80 SH SOLE X SENOMYX INC COM 81724Q107 3 240 SH SOLE X SEPRACOR INC. COM 817315104 67 1,165 SH SOLE X SEQUA CORPORATION CL A CL A 817320104 22 274 SH SOLE X SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 8 600 SH SOLE X SHERWIN-WILLIAMS CO. COM 824348106 3,995 84,133 SH SOLE X SHILOH INDS INC COM 824543102 7 488 SH SOLE X SHORE BANCSHARES INC COM 825107105 11 420 SH SOLE X SHUFFLE MASTER INC COM 825549108 79 2,400 SH SOLE X SIERRA PAC RES NEW COM 826428104 114 8,174 SH SOLE X SIGMA-ALDRICH CORP. COM 826552101 3,303 45,464 SH SOLE X SIGMA DESIGNS INC COM 826565103 8 879 SH SOLE X SIGMATEL INC COM 82661W107 41 9,904 SH SOLE X SIGNATURE BK NEW YORK N Y COM 82669G104 19 600 SH SOLE X SIGNALIFE INC COM 82669P104 572 194,000 SH SOLE X SIGA TECHNOLOGIES INC COM 826917106 874 624,600 SH SOLE X SILICON STORAGE TECHNOLOGY I COM 827057100 0 80 SH SOLE X SILVERLEAF RESORTS INC COM 828395103 129 35,000 SH SOLE X SIRNA THERAPEUTICS INC COM 829669100 15 2,700 SH SOLE X SIRENZA MICRODEVICES INC COM 82966T106 17 1,396 SH SOLE X SIRF TECHNOLOGY HLDGS INC COM 82967H101 12 360 SH SOLE X SIRVA INC COM 82967Y104 5 840 SH SOLE X SITEL CORP COM 82980K107 21 5,410 SH SOLE X SKYWEST INC COM 830879102 36 1,458 SH SOLE X SKILLSOFT PLC SPONSORED ADR 830928107 6 900 SH SOLE X SMART & FINAL INC COM 831683107 820 48,700 SH SOLE X SMITH & WESSON HLDG CORP COM 831756101 172 20,948 SH SOLE X SMITH A O COM 831865209 6 120 SH SOLE X SMITH INTL INC COM 832110100 363 8,156 SH SOLE X SMITH MICRO SOFTWARE INC COM 832154108 19 1,214 SH SOLE X SMITHTOWN BANCORP INC COM 832449102 11 450 SH SOLE X J.M.SMUCKER CO. COM NEW 832696405 128 2,868 SH SOLE X SNAP ON INC COM 833034101 1,113 27,539 SH SOLE X SOHU INC COM 83408W103 110 4,276 SH SOLE X SOLEKTRON CORP. COM 834182107 1,229 359,420 SH SOLE X SOLEXA INC COM 83420X105 102 11,957 SH SOLE X SOMERA COMMUNICATION COM NEW 834458200 2 500 SH SOLE X SONICWALL INC COM 835470105 3 280 SH SOLE X SONOCO PRODS CO COM 835495102 128 4,030 SH SOLE X SONY CORP ADR NEW 835699307 12 262 SH SOLE X SONUS NETWORKS INC COM 835916107 25 5,000 SH SOLE X THE*SOUTHERN CO. COM 842587107 50,532 1,576,660 SH SOLE X SOUTHERN COPPER CORP COM 84265V105 14 152 SH SOLE X SOUTHERN UN CO NEW COM 844030106 271 10,000 SH SOLE X SOUTHWEST AIRLINES CO. COM 844741108 9,665 590,380 SH SOLE X SOUTHWESTERN ENERGY CO COM 845467109 297 9,520 SH SOLE X SOVEREIGN BANCORP.INC. COM 845905108 5,453 268,507 SH SOLE X SPANISH BROADCASTING SYS INC CL A 846425882 1 200 SH SOLE X SPECTRANETICS CORP COM 84760C107 23 2,145 SH SOLE X SPECTRUM BRANDS INC COM 84762L105 6 500 SH SOLE X SPECTRUM PHARMACEUTICALS INC COM 84763A108 350 89,750 SH SOLE X SPHERION CORP COM 848420105 5 500 SH SOLE X SPORTSMANS GUIDE INC COM NEW 848907200 9 300 SH SOLE X SPRINT NEXTEL CORP COM FON 852061100 26,118 1,306,568 SH SOLE X STAKTEK HLDGS INC COM 85256P106 6 1,274 SH SOLE X STAMPS COM INC COM NEW 852857200 2 80 SH SOLE X STANCORP FINL GROUP INC COM 852891100 113 2,226 SH SOLE X STANDARD PARKING CORP COM 853790103 13 467 SH SOLE X STANLEY WKS COM 854616109 1,264 26,766 SH SOLE X STAPLES INC. COM 855030102 12,895 529,551 SH SOLE X STAR SCIENTIFIC INC COM 85517P101 258 100,000 SH SOLE X STARBUCKS CORP. COM 855244109 14,808 392,151 SH SOLE X STARWOOD HOTELS&RESORTS WRLD COM 85590A401 5,013 83,086 SH SOLE X STATE STR CORP COM 857477103 12,560 216,209 SH SOLE X STATOIL ASA SPONSORED ADR 85771P102 40 1,400 SH SOLE X STELLENT INC COM 85856W105 2 160 SH SOLE X STERICYCLE INC COM 858912108 117 1,800 SH SOLE X STERIS CORP COM 859152100 61 2,678 SH SOLE X STEREOTAXIS INC COM 85916J102 3 240 SH SOLE X STERLING CONSTRUCTION CO INC COM 859241101 61 2,199 SH SOLE X STIFEL FINL CORP COM 860630102 4 120 SH SOLE X STONE ENERGY CORP COM 861642106 4 80 SH SOLE X STRATEGIC HOTELS & RESORTS I COM 86272T106 7 320 SH SOLE X STRATEX NETWORKS INC COM 86279T109 19 5,494 SH SOLE X STREETTRACKS GOLD TR GOLD SHS OLD SHS 863307104 104 1,700 SH SOLE X STRYKER CORP COM 863667101 6,671 158,414 SH SOLE X SULPHCO INC COM 865378103 210 29,373 SH SOLE X SUNMUNITIES INC COM 866674104 4 120 SH SOLE X SUN MICROSYSTEMS COM 866810104 22,702 5,470,286 SH SOLE X SUN HEALTHCARE GROUP INC COM NEW 866933401 16 1,803 SH SOLE X SUNAMERICA FCSED ALPHA GRW F COM 867037103 3 200 SH SOLE X SUNPOWER CORP COM CL A 867652109 15 530 SH SOLE X SUNSTONE HOTEL INVS INC NEW COM 867892101 16 560 SH SOLE X SUPERIOR ESSEX INC COM 86815V105 2 80 SH SOLE X SUPERIOR WELL SVCS INC COM 86837X105 4 160 SH SOLE X SUPERVALU INC COM 868536103 4,583 149,274 SH SOLE X SWIFT TRANSN CO COM 870756103 3 109 SH SOLE X SYBASE INC COM 871130100 71 3,662 SH SOLE X SYCAMORE NETWORKS INC COM 871206108 11 2,660 SH SOLE X SYKES ENTERPRISES INC COM 871237103 3 200 SH SOLE X SYMANTEC CORP. COM 871503108 9,122 586,970 SH SOLE X SYMBOL TECHNOLOGIES INC COM 871508107 1,967 182,342 SH SOLE X SYMMETRY MED INC COM 871546206 14 880 SH SOLE X SYNAGRO TECHNOLOGIES INC COM NEW 871562203 18 4,573 SH SOLE X SYNAPTICS INC COM 87157D109 86 4,030 SH SOLE X SYNOPSYS INC COM 871607107 48 2,565 SH SOLE X SYNOVUS FINL CORP COM 87161C105 4,076 152,203 SH SOLE X SYNNEX CORP COM 87162W100 3 160 SH SOLE X SYSCO CORP. COM 871829107 10,803 353,492 SH SOLE X TCF FINL CORP COM 872275102 121 4,562 SH SOLE X THQ INC COM NEW 872443403 12 538 SH SOLE X TJX COS INC NEW COM 872540109 5,145 225,069 SH SOLE X TNS INC COM 872960109 7 360 SH SOLE X TTM TECHNOLOGIES INC COM 87305R109 1 80 SH SOLE X T-3 ENERGY SRVCS INC COM 87306E107 1 60 SH SOLE X TXU CORP COM 873168108 6,116 102,295 SH SOLE X TAIWAN SEMCOND.MANUF.ADR'S SPONSORED ADR 874039100 2,651 288,736 SH SOLE X TAL INTL GROUP INC COM 874083108 4 160 SH SOLE X TALEO CORP CL A 87424N104 5 440 SH SOLE X TALX CORP COM 874918105 3 120 SH SOLE X TANDY LEATHER FACTORY INC COM 87538X105 205 30,000 SH SOLE X TANOX INC COM 87588Q109 1 80 SH SOLE X TARGET CORP COM 87612E106 1,656 33,893 SH SOLE X TASER INTERNATIONAL INC. COM 87651B104 137 17,368 SH SOLE X TEAM INC COM 878155100 10 381 SH SOLE X TECH DATA CORP COM 878237106 93 2,420 SH SOLE X TECHNE CORP COM 878377100 82 1,602 SH SOLE X TECHNICAL OLYMPIC USA INC COM 878483106 2 120 SH SOLE X TECHNITROL INC COM 878555101 42 1,828 SH SOLE X TECUMSEH PRODS CO CL A 878895200 14 752 SH SOLE X TEJON RANCH CO DEL COM 879080109 5 120 SH SOLE X TEKTRONIX INC COM 879131100 1,228 41,732 SH SOLE X TELE NORTE LESTE PART S A SPON ADR PFD 879246106 331 25,925 SH SOLE X TELEC.ARGEN.STET-FRANCE-B-ADRS SPON ADR REP B 879273209 1,813 156,284 SH SOLE X TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 17 600 SH SOLE X TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 422 20,000 SH SOLE X TELEFLEX INC COM 879369106 105 1,938 SH SOLE X TELEFONICA S.A.ADR'S SPONSORED ADR 879382208 17 333 SH SOLE X TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 109,052 5,235,333 SH SOLE X TELEPHONE & DATA SYS INC COM 879433100 130 3,152 SH SOLE X TELLABS INC. COM 879664100 2,315 173,893 SH SOLE X TEMPLETON DRAGON FD INC COM 88018T101 47 2,300 SH SOLE X TEMPLETON EMERGING MKTS FD I COM 880191101 207 11,400 SH SOLE X TEMPLETON RUS AND EAST EUR F COM 88022F105 1,043 15,000 SH SOLE X TENARIS S A SPONSORED ADR 88031M109 81 2,000 SH SOLE X TENET HEALTHCARE CORP COM 88033G100 2,368 339,267 SH SOLE X TERADYNE INC. COM 880770102 1,274 91,458 SH SOLE X TERABEAM INC COM 88077B108 561 275,000 SH SOLE X TERREMARK WORLDWIDE INC COM NEW 881448203 3 840 SH SOLE X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,801 151,978 SH SOLE X TETRA TECHNOLOGIES INC DEL COM 88162F105 45 1,490 SH SOLE X TETRA TECH INC NEW COM 88162G103 1 80 SH SOLE X TEXAS REGL BANCSHARES INC CL A VTG 882673106 70 1,850 SH SOLE X TEXAS ROADHOUSE INC CL A 882681109 3 200 SH SOLE X TEXAS UTD BANCSHARES INC COM 882838105 12 420 SH SOLE X THE THAI FUND INC. COM NEW 882904105 632 70,000 SH SOLE X TEXTRON INC. COM 883203101 4,581 49,696 SH SOLE X THERMO ELECTRON CORP COM 883556102 4,473 123,423 SH SOLE X THESTREET COM 88368Q103 9 690 SH SOLE X THOMAS & BETTS CORP. COM 884315102 144 2,810 SH SOLE X THOR INDS INC COM 885160101 68 1,406 SH SOLE X 3M CO. COM 88579Y101 56,101 694,573 SH SOLE X THRESHOLD PHARMACEUTICAL INC COM 885807107 12 3,500 SH SOLE X TIBCO SOFTWARE INC. COM 88632Q103 81 11,545 SH SOLE X TIDEWATER INC COM 886423102 67 1,354 SH SOLE X TIFFANY & CO NEW COM 886547108 1,769 53,569 SH SOLE X TIM HORTONS INC COM 88706M103 15 600 SH SOLE X TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 113 4,100 SH SOLE X TIMBERLAND CO CL A CL A 887100105 56 2,158 SH SOLE X TIME WARNER INC. COM 887317105 57,219 3,307,466 SH SOLE X TIME WARNER TELECOM INC CL A 887319101 3 200 SH SOLE X TIMKEN CO COM 887389104 115 3,426 SH SOLE X TOM ONLINE INC ADR REG S 889728200 48 2,500 SH SOLE X TOO INC COM 890333107 3 80 SH SOLE X TOOTSIE ROLL INDS INC COM 890516107 69 2,371 SH SOLE X TORCHMARK CORP COM 891027104 2,886 47,531 SH SOLE X TOWER GROUP INC COM 891777104 42 1,372 SH SOLE X TRADESTATION GROUP INC COM 89267P105 2 160 SH SOLE X TRAMMELL CROW CO COM 89288R106 3 80 SH SOLE X TRANSACTION SYS ARCHITECTS COM 893416107 63 1,522 SH SOLE X TRANSDIGM GROUP INC COM 893641100 24 1,003 SH SOLE X TRANSGENOMIC INC COM 89365K206 34 73,400 SH SOLE X TRANSMERIDIAN EXPL INC COM 89376N108 5,439 954,238 SH SOLE X TRANSMETA CORP DEL COM 89376R109 19 11,644 SH SOLE X TRAVELZOO INC COM 89421Q106 106 3,500 SH SOLE X TREND MICRO INC SPONS ADR NEW 89486M206 197 5,800 SH SOLE X TRI VY CORP COM 895735108 206 25,000 SH SOLE X TRIAD HOSPITALS INC. COM 89579K109 173 4,374 SH SOLE X TRIDENT MICROSYSTEMS INC COM 895919108 2 80 SH SOLE X TRIAD GTY INC COM 895925105 4 80 SH SOLE X TRIARC COS INC CL B SER 1 895927309 6 400 SH SOLE X TRIBUNE CO NEW COM 896047107 28,497 878,720 SH SOLE X TRICO MARINE SERVICES INC COM NEW 896106200 20 576 SH SOLE X TRINITY BIOTECH PLC SPON ADR NEW 896438306 2 200 SH SOLE X TRINITY INDS INC COM 896522109 116 2,882 SH SOLE X TRINTECH GROUP PLC SPONS ADR NEW 896682200 130 39,590 SH SOLE X TRIQUINT SEMICONDUCTOR INC COM 89674K103 29 6,614 SH SOLE X TRIUMPH GROUP INC NEW COM 896818101 19 400 SH SOLE X TRUE RELIGION APPAREL INC COM 89784N104 15 854 SH SOLE X TRUMP ENTMT RESORTS INC COM 89816T103 27 1,339 SH SOLE X TUESDAY MORNING CORP COM NEW 899035505 1 80 SH SOLE X TUPPERWARE BRANDS CORP COM 899896104 46 2,356 SH SOLE X TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 3,685 310,712 SH SOLE X 24/7 REAL MEDIA INC COM NEW 901314203 22 2,501 SH SOLE X TYCO INTL LTD NEW COM 902124106 19,507 709,340 SH SOLE X TYLER TECHNOLOGIES INC COM 902252105 3 280 SH SOLE X UAL CORP COM NEW 902549807 31,065 1,001,455 SH SOLE X UST INC COM 902911106 2,952 65,334 SH SOLE X USA TRUCK INC COM 902925106 1 80 SH SOLE X US BANCORP DEL COM NEW 902973304 120,007 3,886,227 SH SOLE X U S G CORP COM NEW 903293405 85 1,500 SH SOLE X U S CONCRETE INC COM 90333L102 21 1,876 SH SOLE X U S XPRESS ENTERPRISES INC CL A 90338N103 41 1,504 SH SOLE X U S AIRWAYS GROUP INC COM 90341W108 85 1,672 SH SOLE X UAP HLDG CORP COM 903441103 11 520 SH SOLE X UBIQUITEL INC COM 903474302 5,172 500,160 SH SOLE X UNDER ARMOUR INC CL A 904311107 35 813 SH SOLE X UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 5,072 76,394 SH SOLE X UNION DRILLING INC COM 90653P105 2 160 SH SOLE X UNION PACIFIC CORP. COM 907818108 11,204 120,521 SH SOLE X UNIONBANCAL CORP COM 908906100 85 1,322 SH SOLE X UNISYS CORP COM 909214108 1,604 255,421 SH SOLE X UNITED INDL CORP COM 910671106 58 1,290 SH SOLE X UNITED PANAM FINANCIAL CP COM 911301109 7 240 SH SOLE X UNITED PARCEL SERVICE INC. -B- CL B 911312106 3,957 48,064 SH SOLE X UNITED RENTALS INC COM 911363109 89 2,776 SH SOLE X UNITED SECURITY BANCSHARES C COM 911460103 26 1,208 SH SOLE X U STORE IT TR COM 91274F104 2 80 SH SOLE X UNITED STATES STL CORP NEW COM 912909108 5,344 76,211 SH SOLE X UNITED TECHNOLOGIES COM 913017109 61,305 966,655 SH SOLE X UNITED THERAPEUTICS CORP DEL COM 91307C102 49 850 SH SOLE X UNITED HEALTH GROUP INC. COM 91324P102 46,552 1,039,580 SH SOLE X UNITRIN INC COM 913275103 80 1,842 SH SOLE X UNIVERSAL AMERN FINL CORP COM 913377107 4 280 SH SOLE X UNIVERSAL COMPRESSION HLDGS COM 913431102 20 320 SH SOLE X UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 21 611 SH SOLE X UNIVERSAL HLTH SVCS INC CL B CL B 913903100 111 2,204 SH SOLE X UNIVISION COMMUNICATIONS INC CL A CL A 914906102 5,430 162,096 SH SOLE X UNUMPROVIDENT CORP. COM 91529Y106 1,984 109,445 SH SOLE X UTSTARCOM INC. 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