-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Ia4KMpQfZkzXO7N1LYu+Bzeoa//Oo51qXW3Sy3mbi68QxCkfEqp1taOIsfnr+65A JWrAPVJQMLS6xOw7l3Df4A== 0001047469-06-014302.txt : 20061116 0001047469-06-014302.hdr.sgml : 20061116 20061116171923 ACCESSION NUMBER: 0001047469-06-014302 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061116 DATE AS OF CHANGE: 20061116 EFFECTIVENESS DATE: 20061116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DRESDNER BANK AG /FI CENTRAL INDEX KEY: 0000030088 IRS NUMBER: 000000000 FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05941 FILM NUMBER: 061224182 BUSINESS ADDRESS: STREET 1: GALLUSANLAGE 7-8 STREET 2: 6000 FRANKFURT MAIN CITY: WEST GERMANY STATE: 2M ZIP: 00000 BUSINESS PHONE: 212 895-1909 MAIL ADDRESS: STREET 1: 6000 FRANKFURT MAIN CITY: FRANKFURT STATE: 2M ZIP: 00000 13F-HR 1 a2174708z13f-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: 9/30/2006 ----------------------- 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 9/16/2006 - ------------------------------- ----------------- ------------- /s/ D. Christian Southwick New York, NY 9/16/2006 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: 1185 -------------------- Form 13F Information Table Value Total: 27,333,729 -------------------- (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 8,314.53 151,919 SH SOLE X COOPER INDS LTD CL A CL A G24182100 4,169.81 48,930 SH SOLE X CREDICORP LTD COM COM G2519Y108 32.45 773 SH SOLE X EVEREST RE GROUP LTD COM G3223R108 128.84 1,321 SH SOLE X INGERSOLL-RAND COMPANY LTD CL A CL A G4776G101 6,560.32 172,731 SH SOLE X NABORS INDUSTRIES LTD SHS G6359F103 7,722.36 259,575 SH SOLE X PXRE GROUP LTD COM COM G73018106 6,180.00 1,500,000 SH SOLE X SHIP FINANCE INTERNATIONAL L SHS G81075106 7,761.00 390,000 SH SOLE X WEATHERFORD INTERNATIONAL LT COM G95089101 3,860.81 92,541 SH SOLE X XL CAP LTD CL A CL A G98255105 4,180.94 60,858 SH SOLE X AAR CORP COM 000361105 37.12 1,557 SH SOLE X ABB LTD SPONSORED ADR 000375204 3.95 300 SH SOLE X ACCO BRANDS CORP COM 00081T108 4.90 220 SH SOLE X AFLAC INC. COM 001055102 15,361.22 335,691 SH SOLE X AGCO CORP COM 001084102 178.82 7,054 SH SOLE X AGL RES INC COM 001204106 115.71 3,170 SH SOLE X AK STL HLDG CORP COM 001547108 208.81 17,200 SH SOLE X AT&T INC COM 00206R102 2,038.58 62,610 SH SOLE X AU OPTRONICS CORP SPONSORED ADR 002255107 17.13 1,202 SH SOLE X AVX CORP NEW COM 002444107 20.50 1,159 SH SOLE X ABAXIS INC COM 002567105 62.36 2,666 SH SOLE X ABBOTT LABORATORIES COM 002824100 216,550.65 4,459,445 SH SOLE X ABERCROMBIE & FTCH CL A 002896207 385.54 5,549 SH SOLE X ACTIVISION INC NEW COM NEW 004930202 17,592.19 1,165,046 SH SOLE X ACTEL CORP COM 004934105 95.07 6,114 SH SOLE X ACUITY BRANDS INC COM 00508Y102 39.91 879 SH SOLE X ACXIOM CORP COM 005125109 67.96 2,756 SH SOLE X ADAMS EXPRESS CO COM 006212104 106.81 7,900 SH SOLE X ADAMS RES & ENERGY INC COM NEW 006351308 51.65 1,482 SH SOLE X ADAPTEC INC COM 00651F108 8,750.32 1,984,200 SH SOLE X ADESA INC COM 00686U104 97.15 4,204 SH SOLE X ADOBE SYS INC COM 00724F101 14,254.77 380,533 SH SOLE X ADVANCE AUTO PARTS INC COM 00751Y106 140.92 4,278 SH SOLE X ADVANCED MEDICAL OPTICS INC COM 00763M108 95.47 2,414 SH SOLE X AEROPOSTALE COM 007865108 62.84 2,150 SH SOLE X ADVANCED MICRO DEVICES INC COM 007903107 30,492.17 1,227,049 SH SOLE X ADVANTA CORP CL A CL A 007942105 2,737.98 80,600 SH SOLE X ADVENT SOFTWARE INC. COM 007974108 140.64 3,884 SH SOLE X AETNA INC. COM 00817Y108 23,991.47 606,611 SH SOLE X AFFILIATED COMP. - CLASS A - CL A 008190100 3,343.36 64,469 SH SOLE X AFFYMETRIX INC. COM 00826T108 80.25 3,722 SH SOLE X AGILENT TECHNOLOGIES INC COM 00846U101 14,703.37 449,782 SH SOLE X AIR PRODS & CHEMS INC COM 009158106 12,101.24 182,330 SH SOLE X AIRGAS INC COM 009363102 114.51 3,166 SH SOLE X AIRTRAN HLDGS INC COM 00949P108 36.68 3,698 SH SOLE X ALASKA AIR GROUP INC. COM 011659109 61.78 1,624 SH SOLE X ALBEMARLE CORP COM 012653101 87.04 1,602 SH SOLE X ALBERTO CULVER CO COM 013068101 4,385.24 86,682 SH SOLE X ALCOA INC. COM 013817101 6,264.78 223,423 SH SOLE X ALERIS INTL INC COM 014477103 43.97 870 SH SOLE X ALEXANDER & BALDWIN INC COM 014482103 77.82 1,754 SH SOLE X ALLEGHENY ENERGY INC COM 017361106 1,837.22 45,736 SH SOLE X ALLEGHENY TECHNOLOGIES INC. COM 01741R102 3,017.71 48,524 SH SOLE X ALLERGAN INC COM 018490102 17,237.21 153,070 SH SOLE X ALLIANCE DATA SYSTEMS CORP. COM 018581108 289.80 5,251 SH SOLE X ALLIANT ENERGY CORP COM 018802108 171.29 4,794 SH SOLE X ALLIANT TECHSYSTEMS INC. COM 018804104 83.17 1,026 SH SOLE X ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 3,031.08 268,951 SH SOLE X ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 58.44 3,992 SH SOLE X THE*ALLSTATE CORP. COM 020002101 103,276.60 1,646,367 SH SOLE X ALLTEL CORP. COM 020039103 23,743.07 427,803 SH SOLE X ALON USA ENERGY INC COM 020520102 2,739.62 92,900 SH SOLE X ALPHARMA INC CL A 020813101 114.61 4,900 SH SOLE X ALTIRIS INC COM 02148M100 55.21 2,618 SH SOLE X ALTRIA GROUP INC. COM 02209S103 262,357.98 3,427,276 SH SOLE X AMARIN CORP PLC SPONSORED ADR 023111107 776.19 291,800 SH SOLE X AMAZON INC COM 023135106 5,843.24 181,919 SH SOLE X AMBAC FINL GROUP INC COM 023139108 7,941.60 95,971 SH SOLE X AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 5,845.11 148,466 SH SOLE X AMERICAN ELEC PWR INC COM 025537101 3,988.08 109,653 SH SOLE X AMERICAN EAGLE OUTFITTERS INC. COM 02553E106 461.49 10,529 SH SOLE X AMERICAN EXPRESS CO. COM 025816109 277,467.69 4,947,712 SH SOLE X AMERICAN FINL GROUP INC OHIO COM 025932104 88.60 1,888 SH SOLE X AMERICAN GREETINGS CORP CL A CL A 026375105 53.55 2,316 SH SOLE X AMERICAN ITL.GROUP COM 026874107 405,634.11 6,121,855 SH SOLE X AMERICAN ITALIAN PASTA CO CL A 027070101 17.03 2,189 SH SOLE X AMERICAN POW.CONV.CORP. COM 029066107 7,014.77 319,434 SH SOLE X AMERICREDIT CORP COM 03060R101 127.20 5,090 SH SOLE X AMERUS GROUP CO COM 03072M108 200.77 2,952 SH SOLE X AMERISOURCEBERGEN CORP. COM 03073E105 10,025.81 221,810 SH SOLE X AMERIGROUP CORP COM 03073T102 17.43 590 SH SOLE X AMERIPRISE FINL INC COM 03076C106 56,398.28 1,202,522 SH SOLE X AMETEK INC. COM 031100100 221.32 5,082 SH SOLE X AMGEN INC. COM 031162100 57,191.10 799,540 SH SOLE X AMPHENOL CORP NEW CL A 032095101 205.11 3,312 SH SOLE X AMREP CORP NEW COM 032159105 67.15 1,374 SH SOLE X ANAREN INC COM 032744104 28.99 1,376 SH SOLE X ANDREW CORP COM 034425108 662.30 71,600 SH SOLE X ANDRX CORP DEL ANDRX GROUP 034553107 237.02 9,702 SH SOLE X ANGLOGOLD LTD.-SP.ADRS 1/2- SPONSORED ADR 035128206 107.03 2,836 SH SOLE X ANHEUSER BUSCH COS.INC. COM 035229103 39,069.56 822,344 SH SOLE X ANIXTER INTL INC COM 035290105 58.95 1,044 SH SOLE X ANNTAYLOR STORES CORP COM 036115103 280.13 6,692 SH SOLE X ANSOFT CORP COM 036384105 59.44 2,386 SH SOLE X ANTHRACITE CAP INC COM 037023108 278.02 21,619 SH SOLE X ANTIGENICS INC DEL COM 037032109 0.47 300 SH SOLE X AON CORP COM 037389103 11,168.12 329,735 SH SOLE X APACHE CORP. COM 037411105 121,923.10 1,929,163 SH SOLE X APARTMENT INVT & MGMT CO CL A 03748R101 4,843.20 89,013 SH SOLE X APOLLO INVT CORP COM 03761U106 205.10 10,000 SH SOLE X APPLE COMPUTER INC. COM 037833100 194,037.48 2,520,622 SH SOLE X APPLEBEES INTL INC COM 037899101 65.18 3,030 SH SOLE X APRIA HEALTHCARE GROUP INC COM 037933108 22.48 1,139 SH SOLE X APPLERA CORP. -APPL.BIOSYST.- COM AP BIO GRP 038020103 10,379.85 313,496 SH SOLE X APPLERA CORP COM CE GEN GRP 038020202 114.90 8,254 SH SOLE X AQUA AMERICA INC COM 03836W103 58.67 2,674 PRN SOLE X AQUANTIVE INC COM 03839G105 118.45 5,015 SH SOLE X AQUILA INC COM 03840P102 65.93 15,226 SH SOLE X ARAMARK CORP CL B 038521100 4,271.80 130,000 SH SOLE X ARCH COAL INC COM 039380100 245.50 8,492 SH SOLE X ARCHER DANIELS-MIDLAND CO COM 039483102 27,532.96 726,847 SH SOLE X ARENA RESOURCES INC COM 040049108 56.60 1,762 SH SOLE X AROTECH CORP COM NEW 042682203 9.53 5,042 SH SOLE X ARROW ELECTRS INC COM 042735100 136.38 4,972 SH SOLE X ARVINMERITOR INC COM 043353101 40.90 2,872 SH SOLE X ASHLAND INC NEW COM 044209104 141,899.53 2,224,828 SH SOLE X ASIA PAC FD INC COM 044901106 49.75 2,500 SH SOLE X ASSOCIATED BANC CORP COM 045487105 174.92 5,382 SH SOLE X ASTORIA FINL CORP COM 046265104 108.49 3,520 SH SOLE X ASTRAZENECA PLC SPONSORED ADR 046353108 250.00 4,000 SH SOLE X ASYST TECHNOLOGY CORP COM 04648X107 6.76 1,000 SH SOLE X ATMOS ENERGY CORP COM 049560105 18.56 650 SH SOLE X AUTODESK INC. COM 052769106 5,344.85 153,676 SH SOLE X AUTOMA.DATA PROCES.INC.-SPLIT- COM 053015103 39,040.78 824,689 SH SOLE X AUTONATION INC COM 05329W102 1,189.59 56,918 SH SOLE X AUTOZONE INC. COM 053332102 5,999.25 58,076 SH SOLE X AVAYA INC. COM 053499109 4,468.29 390,585 SH SOLE X AVERY DENNISON CORP COM 053611109 5,156.21 85,694 SH SOLE X AVID TECHNOLOGY INC COM 05367P100 12.75 350 SH SOLE X AVIS BUDGET GROUP COM 053774105 83.49 4,565 SH SOLE X AVNET INC COM 053807103 37.16 1,894 SH SOLE X AVOCENT CORP COM 053893103 30.18 1,002 SH SOLE X AVON PRODUCTS INC. COM 054303102 10,643.96 347,161 SH SOLE X AXCELIS TECHNOLOGIES INC COM 054540109 103.35 14,680 SH SOLE X BJS WHOLESALE CLUB INC COM 05548J106 77.09 2,642 SH SOLE X BP PLC SPONSORED ADR 055622104 350.33 5,342 SH SOLE X BRE PROPERTIES INC CL A 05564E106 71,622.84 1,199,110 SH SOLE X BMC SOFTWARE INC COM 055921100 2,309.05 84,829 SH SOLE X BAIDU COM INC SPON ADR REP A 056752108 141.46 1,616 SH SOLE X BALL CORP COM 058498106 4,508.80 111,466 SH SOLE X BALLY TECHNOLOGIES INC COM 05874B107 14.08 800 SH SOLE X BANCO BRADESCO S A SP ADR PFD NEW 059460303 13,087.27 392,422 SH SOLE X BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 527.40 17,580 SH SOLE X BANDAG INC CL A CL A 059815308 4,267.30 122,800 SH SOLE X BANK OF AMERICA CORP. COM 060505104 430,318.86 8,032,833 SH SOLE X BANK HAWAII CORP COM 062540109 99.02 2,056 SH SOLE X BANK NEW YORK INC COM 064057102 19,713.13 559,079 SH SOLE X BANKRATE INC COM 06646V108 2.71 102 SH SOLE X BANTA CORP COM 066821109 46.74 982 SH SOLE X C.R.*BARD INC. COM 067383109 6,878.85 91,718 SH SOLE X BARNES & NOBLE INC. COM 067774109 97.96 2,582 SH SOLE X BARR PHARMACEUTICALS INC COM 068306109 6,283.75 120,981 SH SOLE X BAUSCH & LOMB INC. COM 071707103 2,940.27 58,653 SH SOLE X BAXTER INTERNATIONAL COM 071813109 32,689.74 719,088 SH SOLE X BEACON POWER CORP COM 073677106 28.60 22,700 SH SOLE X BEAR STEARNS COS.INC. COM 073902108 7,518.33 53,664 SH SOLE X BEARINGPOINT INC COM 074002106 77.66 9,880 SH SOLE X BEBE STORES INC COM 075571109 44.75 1,806 SH SOLE X BECKMAN COULTER INC COM 075811109 145.28 2,524 SH SOLE X BECTON,DICKINSON & CO. COM 075887109 66,782.80 944,995 SH SOLE X BED BATH & BEYOND INC. COM 075896100 4,593.34 120,056 SH SOLE X BELDEN CDT INC COM 077454106 86.02 2,250 SH SOLE X BELLSOUTH CORP. COM 079860102 64,604.27 1,511,211 SH SOLE X BELO CORP COM SER A 080555105 56.50 3,574 SH SOLE X BEMIS INC COM 081437105 13,986.63 425,643 SH SOLE X BERKLEY W.R. CORP. COM 084423102 242.56 6,854 SH SOLE X BERKSHIRE HATHAWAY INC. -B- CL B 084670207 21,088.06 6,644 SH SOLE X BEST BUY CO.INC. COM 086516101 14,670.73 273,912 SH SOLE X BIG LOTS INC COM 089302103 217.91 11,000 SH SOLE X BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 54.73 2,438 SH SOLE X BIOMET INC. COM 090613100 5,786.44 179,759 SH SOLE X BIOMARIN PHARMACEUTICAL INC. COM 09061G101 42.69 3,000 SH SOLE X BIOGEN IDEC COM 09062X103 4,077.90 91,269 SH SOLE X BIOTECH HOLDERS TRUST DEP. DEPOSTRY RCPTS 09067D201 13.86 75 SH SOLE X THE*BLACK & DECKER CORP. COM 091797100 6,247.46 78,733 SH SOLE X BLACK HILLS CORP COM 092113109 45.51 1,354 SH SOLE X BLACKBAUD INC COM 09227Q100 58.01 2,638 SH SOLE X BLACKROCK INC CL A CL A 09247X101 60.49 406 SH SOLE X BLOCK H & R INC COM 093671105 5,886.21 270,755 SH SOLE X BLOCKBUSTER INC CL A 093679108 30,149.63 7,851,465 SH SOLE X BLOCKBUSTER INC CL B 093679207 603.25 170,892 SH SOLE X BLYTH INC COM 09643P108 24.82 1,020 SH SOLE X BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 59.36 2,220 SH SOLE X BOB EVANS FARMS INC COM 096761101 44.94 1,484 SH SOLE X BOEING CO. COM 097023105 212,849.50 2,699,423 SH SOLE X BOOKHAM INC. COM 09856E105 22.90 7,113 SH SOLE X BORGWARNER INC. COM 099724106 133.55 2,336 SH SOLE X BOSTON SCIENTIFIC CORP. COM 101137107 17,925.64 1,212,011 SH SOLE X BOYD GAMING CORP COM 103304101 66.19 1,722 SH SOLE X BRINKER INTERNAT.INC. COM 109641100 134.94 3,366 SH SOLE X BRINKS CO COM 109696104 102.19 1,926 SH SOLE X BRISTOL MYERS SQUIBB CO COM 110122108 102,604.74 4,117,365 SH SOLE X BROADCOM CORP.-A- CL A 111320107 6,446.83 212,486 SH SOLE X BROADWING CORP COM 11161E101 40.38 3,200 SH SOLE X BROCADE COMMUNICATIONS SYS I COM 111621108 94.25 13,350 SH SOLE X BROWN & BROWN INC COM 115236101 142.29 4,656 SH SOLE X BROWN FORMAN CORP CL B CL B 115637209 6,624.71 86,428 SH SOLE X BRUNSWICK CORP COM 117043109 2,946.99 94,485 SH SOLE X BUILDING MATLS HLDG CORP COM 120113105 8,326.58 320,007 SH SOLE X BURLINGTON NORTH.SANTA FE COM 12189T104 28,245.39 384,605 SH SOLE X CBS CORP NEW CL B 124857202 36,262.40 1,287,270 SH SOLE X CBRL GROUP INC COM 12489V106 32.91 814 SH SOLE X CIGNA CORP. COM 125509109 14,228.73 122,324 SH SOLE X CIT GROUP INC. NEW COM 125581108 9,024.12 185,567 SH SOLE X CMGI INC COM 125750109 7.31 6,900 SH SOLE X CMS ENERGY CORP COM 125896100 876.09 60,671 SH SOLE X CSK AUTO CORP. -REG.- COM 125965103 4.23 300 SH SOLE X CNOOC LTD SPONSORED ADR 126132109 3.17 38 SH SOLE X CRA INTL INC COM 12618T105 54.81 1,150 SH SOLE X CSX CORP COM 126408103 19,971.93 608,344 SH SOLE X CTC MEDIA INC COM 12642X106 31.29 1,403 SH SOLE X CVS CORP. COM 126650100 6,787.44 211,315 SH SOLE X CV THERAPEUTICS INC COM 126667104 3.34 300 SH SOLE X CA INC COM 12673P105 995.64 42,028 SH SOLE X CABLEVISION SYS CORP CL A NY CABLVS 12686C109 45,420.00 2,000,000 SH SOLE X CABOT CORP COM 127055101 95.90 2,578 SH SOLE X CALIPER LIFE SCIENCES INC COM 130872104 0.33 67 SH SOLE X CAMERON INTERNATIONAL CORP COM 13342B105 67.10 1,389 SH SOLE X CAMPBELL SOUP CO. COM 134429109 7,753.62 212,428 SH SOLE X CAPITAL ONE FINL CORP COM 14040H105 21,582.02 274,371 SH SOLE X CARDINAL HEALTH INC. COM 14149Y108 38,798.04 590,174 SH SOLE X CAREMARK RX INC. COM 141705103 36,928.61 651,643 SH SOLE X CARLISLE COS INC COM 142339100 105.46 1,254 SH SOLE X CARMAX INC. COM 143130102 348.53 8,356 SH SOLE X CARNIVAL CORP PAIRED CTF 143658300 20,071.04 426,771 SH SOLE X CARPENTER TECHNOLOGY CORP COM 144285103 64.72 602 SH SOLE X CASCADE BANCORP COM 147154108 49.09 1,636 SH SOLE X CASH AMER INTL INC COM 14754D100 65.11 1,666 SH SOLE X CATALINA MARKETING CORP COM 148867104 40.92 1,488 SH SOLE X CATERPILLAR INC. COM 149123101 144,265.12 2,192,479 SH SOLE X CATHAY GENERAL BANCORP COM 149150104 37.87 1,049 SH SOLE X CELADON GROUP INC COM 150838100 28.89 1,736 SH SOLE X CELL THERAPEUTICS INC COM 150934107 5.96 3,487 SH SOLE X CEMEX S A SPON ADR 5 ORD 151290889 13,357.69 444,072 SH SOLE X CENTERPOINT ENERGY INC COM 15189T107 833.65 58,216 SH SOLE X CENTEX CORP COM 152312104 532.41 10,118 SH SOLE X CENTRAL EUROPE AND RUSSIA FD COM 153436100 176.13 3,800 SH SOLE X CENTURYTEL INC COM 156700106 3,749.17 94,509 SH SOLE X CERIDIAN CORP NEW COM 156779100 117.57 5,258 SH SOLE X CERNER CORP COM 156782104 1.82 40 SH SOLE X CHARLES RIV LABS INTL INC COM 159864107 120.68 2,780 SH SOLE X CHEESECAKE FACTORY INC. COM 163072101 87.55 3,220 SH SOLE X CHEMTURA CORP COM 163893100 133.52 15,400 SH SOLE X CHESAPEAKE CORP COM 165159104 40.07 2,800 SH SOLE X CHESAPEAKE ENERGY CORP. COM 165167107 63,513.32 2,191,626 SH SOLE X CHEVRONTEXACO CORP. COM 166764100 248,613.89 3,833,085 SH SOLE X CHICAGO MERCAN.EXCHANGE HLDGS. CL A 167760107 44,982.76 94,057 SH SOLE X CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 304.82 3,900 SH SOLE X CHINA MOBILE LIMITED SPONSORED ADR 16941M109 184.74 5,226 SH SOLE X CHOICE HOTELS INTL INC COM 169905106 23.39 572 SH SOLE X CHOICEPOINT INC COM 170388102 114.49 3,198 SH SOLE X THE*CHUBB CORP. COM 171232101 75,703.23 1,456,952 SH SOLE X CHURCH & DWIGHT INC COM 171340102 103.33 2,642 SH SOLE X CIBER INC COM 17163B102 150.98 22,772 SH SOLE X CINCINNATI BELL INC NEW COM 171871106 48.45 10,052 SH SOLE X CINCINNATI FINL CORP COM 172062101 13,027.82 270,736 SH SOLE X CIRCUIT CITY STORE INC COM 172737108 9,938.46 395,797 SH SOLE X CIRRUS LOGIC INC COM 172755100 101.67 13,947 SH SOLE X CISCO SYSTEM INC. COM 17275R102 146,280.68 6,365,565 SH SOLE X CINTAS CORP COM 172908105 4,182.30 102,432 SH SOLE X CITIGROUP INC. COM 172967101 910,279.39 18,326,543 SH SOLE X CITIZENS COMMUNICATIONS CO.-B- COM 17453B101 4,957.58 353,104 SH SOLE X CITRIX SYS INC COM 177376100 5,624.46 155,329 SH SOLE X CITY NATL CORP COM 178566105 110.25 1,644 SH SOLE X CLEAR CHANNEL COMMUN.INC. COM 184502102 84,891.76 2,942,522 SH SOLE X THE*CLOROX CO. COM 189054109 10,488.81 166,489 SH SOLE X COACH INC. COM 189754104 8,785.14 255,382 SH SOLE X THE*COCA COLA CO. COM 191216100 210,652.26 4,714,688 SH SOLE X COCA-COLA ENTERPR.INC. COM 191219104 5,783.72 277,663 SH SOLE X COEUR D ALENE MINES CORP IDA COM 192108108 679.89 144,350 SH SOLE X COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 598.67 8,089 SH SOLE X COHEN & STEERS INC COM 19247A100 66.08 2,042 SH SOLE X COLDWATER CREEK INC COM 193068103 130.57 4,540 SH SOLE X COLGATE-PALMOLIVE CO. COM 194162103 28,904.69 465,454 SH SOLE X COLONIAL BANCGROUP INC COM 195493309 106.18 4,334 SH SOLE X COMCAST CORP NEW CL A 20030N101 5,949.31 161,228 SH SOLE X COMERICA INC COM 200340107 425,246.82 7,470,956 SH SOLE X COMMERCE BANCORP INC NJ COM * COM 200519106 6,107.99 166,385 SH SOLE X COMMERCIAL METALS CO COM COM 201723103 32.41 1,594 SH SOLE X COMMSCOPE INC COM 203372107 78.93 2,402 SH SOLE X COMMUNITY HEALTH SYS INC NEW COM 203668108 143.72 3,848 SH SOLE X COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1,990.10 70,000 SH SOLE X COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 96.25 5,200 SH SOLE X CIA VALE DO RIO DOCE-SP.ADR'S- SPONSORED ADR 204412209 14,398.05 667,813 SH SOLE X COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 90.30 3,000 SH SOLE X COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 16.20 600 SH SOLE X COMPASS BANCSHARES INC COM 20449H109 5,030.14 88,279 SH SOLE X COMPASS MINERALS INTL INC COM 20451N101 1.98 70 SH SOLE X COMPUTER SCIENCES CORP. COM 205363104 9,409.38 191,559 SH SOLE X COMPUWARE CORP. COM 205638109 2,916.36 374,372 SH SOLE X COMVERSE TECHNOLOGY INC. COM PAR $0.10 205862402 3,738.17 174,355 SH SOLE X CONAGRA FOODS INC COM 205887102 9,110.48 372,160 SH SOLE X CON-WAY INC COM 205944101 43.74 976 SH SOLE X CONOCOPHILLIPS COM 20825C104 235,677.42 3,958,969 SH SOLE X CONSOL ENERGY INC COM 20854P109 2,363.79 74,497 SH SOLE X CONSTELLATION BRANDS INC CL A CL A 21036P108 4,593.49 159,607 SH SOLE X CONSTELLATION ENERGY GROUP COM 210371100 2,932.18 49,530 SH SOLE X CONVERGYS CORP. COM 212485106 3,297.35 159,678 SH SOLE X COOPER COS INC COM NEW 216648402 21,491.86 401,717 SH SOLE X COOPER TIRE & RUBR CO COM 216831107 36.22 3,600 SH SOLE X COPART INC COM 217204106 80.91 2,870 SH SOLE X CORNING INC. 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COM 233293109 126.00 4,646 SH SOLE X DRS TECHNOLOGIES INC COM 23330X100 100.53 2,302 SH SOLE X DST SYS INC DEL COM 233326107 158.86 2,576 SH SOLE X DTE ENERGY CO COM 233331107 186,499.08 4,492,871 SH SOLE X DWS GLOBALMODITIES STK F COM 23338Y100 35.31 2,300 SH SOLE X DANAHER CORP. COM 235851102 53,606.27 780,636 SH SOLE X DARDEN RESTAURANTS INC. COM 237194105 4,118.53 96,975 SH SOLE X DEERE & CO. COM 244199105 21,860.82 260,527 SH SOLE X DEL MONTE FOODS CO COM 24522P103 7.97 763 SH SOLE X DELEK US HLDGS INC COM 246647101 31.25 1,689 SH SOLE X DELL COM 24702R101 32,076.84 1,404,415 SH SOLE X DENBURY RES INC COM NEW 247916208 140.28 4,854 SH SOLE X DELUXE CORP. COM 248019101 179.19 10,479 SH SOLE X DENTSPLY INTL INC NEW COM 249030107 3,484.51 115,726 SH SOLE X DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 68.72 4,330 SH SOLE X DEVRY INC DEL COM 251893103 109.16 5,132 SH SOLE X DIAMOND OFFSHORE DRILLING IN COM 25271C102 202.64 2,800 SH SOLE X DIAMONDS TR UNIT SER 1 252787106 0.35 3 SH SOLE X DICKS SPORTING GOODS INC COM 253393102 209.94 4,612 PRN SOLE X DIEBOLD INC COM 253651103 245.34 5,636 SH SOLE X DIGITAL RIV INC COM 25388B104 87.11 1,704 SH SOLE X DILLARDS INC CL A CL A 254067101 2,246.98 68,652 SH SOLE X DIODES INC COM 254543101 58.88 1,364 SH SOLE X DIRECTV GROUP INC COM 25459L106 25.52 1,297 SH SOLE X THE*WALT DISNEY CO. COM 254687106 22,585.35 730,681 SH SOLE X DOLLAR GEN CORP COM 256669102 11,626.10 852,979 SH SOLE X DOLLAR TREE STORES INC COM 256747106 297.99 9,625 SH SOLE X DOMINION RESOURCES INC. (NEW) COM 25746U109 8,939.46 116,871 SH SOLE X DONALDSON INC COM 257651109 106.86 2,896 SH SOLE X DONNELLEY R R & SONS CO COM 257867101 7,586.80 230,182 SH SOLE X DOVER CORP. COM 260003108 10,402.98 219,287 SH SOLE X THE*DOW CHEMICAL CO. COM 260543103 1,325,378.47 34,001,500 SH SOLE X DOW JONES & CO INC COM 260561105 6,758.78 201,514 SH SOLE X DRDGOLD LTD SPONSORED ADR 26152H103 65.67 47,590 SH SOLE X E.I.*DU PONT DE NEMOURS COM 263534109 45,821.32 1,069,592 SH SOLE X DUKE ENERGY CORP NEW COM 26441C105 4,527.22 149,908 SH SOLE X DUN & BRADSTREET CORP DEL NE COM 26483E100 191.67 2,556 SH SOLE X DUQUESNE LT HLDGS INC COM 266233105 31.46 1,600 SH SOLE X DYCOM INDS INC COM 267475101 35.56 1,654 SH SOLE X DYNAMIC MATLS CORP COM 267888105 27.69 854 SH SOLE X DYNEGY INC. -A- CL A 26816Q101 5,337.76 963,494 SH SOLE X EMC CORP.(MASS.) COM 268648102 45,446.05 3,793,493 PRN SOLE X EMC INS GROUP INC COM 268664109 29.27 1,015 SH SOLE X ENSCO INTL INC COM 26874Q100 821.64 18,746 SH SOLE X EOG RES INC COM 26875P101 1,709.51 26,280 SH SOLE X E TRADE GROUP INC. COM 269246104 653.61 27,325 SH SOLE X EAGLE TEST SYS INC COM 270006109 25.56 1,547 SH SOLE X EARTHLINK INC COM 270321102 101.92 14,000 SH SOLE X EASTMAN CHEMICAL CO. COM 277432100 3,039.22 56,261 SH SOLE X EATON CORP. COM 278058102 11,089.12 161,062 SH SOLE X EATON VANCE CORP.(NON-VTG) NON VTG 278265103 125.80 4,359 SH SOLE X ECOLAB INC COM 278865100 5,295.81 123,676 SH SOLE X EDISON INTL COM 281020107 11,227.68 269,637 SH SOLE X EDWARDS LIFESCIENCES CORP COM 28176E108 110.79 2,378 SH SOLE X 8X8 INC NEW COM 282914100 202.22 190,777 SH SOLE X EL PASO CORP COM 28336L109 70,784.64 5,189,490 SH SOLE X ELAN PLC ADR 284131208 5,098.75 326,843 SH SOLE X ELECTRO SCIENTIFIC INDS COM 285229100 37.78 1,834 SH SOLE X ELECTRONIC ARTS INC. COM 285512109 8,937.02 160,047 SH SOLE X ELECTRONIC DATA SYSTEMS CORP. COM 285661104 8,231.00 335,685 SH SOLE X EMBARQ CORP COM 29078E105 5,576.67 115,292 SH SOLE X EMDEON CORP COM 290849108 6,219.79 531,152 SH SOLE X EMERSON ELECTRIC CO. COM 291011104 31,936.24 380,828 SH SOLE X EMMIS COMMUNICATIONS CORP CL A CL A 291525103 16.16 1,318 SH SOLE X ENCORE WIRE CORP COM 292562105 109.33 3,098 SH SOLE X ENCYSIVE PHARMACEUTICALS INC COM 29256X107 60.20 14,000 SH SOLE X ENERGY EAST CORP COM 29266M109 142.60 6,012 SH SOLE X ENPRO INDS INC COM 29355X107 31.92 1,062 SH SOLE X ENTERGY CORP NEW COM 29364G103 4,480.55 57,274 SH SOLE X EQUIFAX INC. COM 294429105 5,008.64 136,438 SH SOLE X EQUITABLE RES INC COM 294549100 171.82 4,912 SH SOLE X EQUITY OFFICE PROPERTIES TRU COM 294741103 7,528.28 189,343 SH SOLE X ESCALA GROUP INC COM 29605W107 2.61 480 SH SOLE X ESPEED INC CL A 296643109 3.68 400 SH SOLE X EUROPEAN EQUITY FUND COM 298768102 35.97 3,400 SH SOLE X EVERGREEN SOLAR INC COM 30033R108 19.09 2,300 SH SOLE X EXELON CORP. COM 30161N101 53,870.07 889,826 SH SOLE X EXPRESS SCRIPTS -A- COM 302182100 23,660.21 313,588 SH SOLE X EZCORP INC CL A NON VTG 302301106 62.74 1,622 SH SOLE X EXXON MOBIL CORP. COM 30231G102 893,342.29 13,313,596 SH SOLE X F M C CORP COM NEW 302491303 101.87 1,590 SH SOLE X FMC TECHNOLOGIES INC COM 30249U101 157.88 2,940 SH SOLE X FPL GROUP INC COM 302571104 5,369.90 119,331 SH SOLE X FAIR ISAAC CORP COM 303250104 93.62 2,560 SH SOLE X FAMILY DLR STORES INC COM 307000109 3,624.15 123,945 SH SOLE X FEDERAL HOME LN MTG CORP COM 313400301 348,808.31 5,258,681 SH SOLE X FEDERAL NATL MTG ASSN COM 313586109 1,560,628.86 27,913,233 SH SOLE X FEDERAL SIGNAL CORP COM 313855108 29.83 1,956 SH SOLE X FEDERATED DEPARTMENT STORES COM 31410H101 2,546.75 58,939 SH SOLE X FEDERATED INVS INC PA CL B CL B 314211103 2,850.01 84,295 SH SOLE X FEDEX CORP COM 31428X106 34,899.87 321,125 SH SOLE X FERRO CORP COM 315405100 30.76 1,730 SH SOLE X F5 NETWORKS INC COM 315616102 196.08 3,650 SH SOLE X FIDELITY NATL INFORMATION SV COM 31620M106 48.99 1,324 SH SOLE X FIDELITY NATL FINL INC COM 316326107 298.80 7,174 SH SOLE X FIFTH THIRD BANCORP COM * COM 316773100 297,016.23 7,799,796 SH SOLE X FILENET CORP COM 316869106 13.93 400 SH SOLE X FIRST AMERN CORP CALIF COM 318522307 193.92 4,580 SH SOLE X FIRST DATA CORP. COM 319963104 144,573.37 3,442,223 SH SOLE X FIRST HORIZON NATIONAL CORP. COM 320517105 2,190.14 57,620 SH SOLE X FIRST MARBLEHEAD CORP COM 320771108 122.38 1,767 SH SOLE X FIRST NIAGARA FINL GP INC COM 33582V108 32.88 2,249 SH SOLE X FISERV INC. COM 337738108 4,937.29 104,848 SH SOLE X FIRSTMERIT CORP COM 337915102 75.49 3,258 SH SOLE X FIRSTENERGY CORP COM 337932107 5,053.60 90,469 SH SOLE X FISHER SCIENTIFIC INTL INC COM NEW 338032204 49,362.95 630,917 SH SOLE X FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 0.32 17 SH SOLE X FLORIDA ROCK INDS INC COM 341140101 21.68 560 SH SOLE X FLUOR CORP NEW COM 343412102 4,636.16 60,296 SH SOLE X FOOT LOCKER INC COM 344849104 159.88 6,332 SH SOLE X FOREST LABORATORIES INC. COM 345838106 17,515.36 346,085 SH SOLE X FOREST OIL CORP COM PAR $0.01 346091705 70.32 2,226 SH SOLE X FORTUNE BRANDS INC. COM 349631101 8,767.59 116,730 SH SOLE X FOSSIL INC COM 349882100 21.20 984 SH SOLE X FRANKLIN RESOURCES INC. COM 354613101 10,939.52 103,447 SH SOLE X FREEPORT-MCMORAN COPPER & GO CL B 35671D857 5,072.86 95,247 SH SOLE X FREESCALE SEMICONDUCTOR INC COM CL A 35687M107 31,509.59 828,110 SH SOLE X FREESCALE SEMICOND. INC.CL.B CL B 35687M206 15,379.19 404,609 SH SOLE X FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 1.61 200 SH SOLE X FURNITURE BRANDS INTL INC COM 360921100 37.43 1,966 SH SOLE X GATX CORP COM 361448103 86.22 2,084 SH SOLE X GP STRATEGIES CORP COM 36225V104 3.74 500 SH SOLE X GABELLI DIVD & INCOME TR COM 36242H104 94.62 4,900 SH SOLE X GALLAGHER ARTHUR J & CO COM 363576109 105.51 3,956 SH SOLE X GAMESTOP CORP NEW CL A 36467W109 141.62 3,060 SH SOLE X GARDNER DENVER INC COM 365558105 49.62 1,500 SH SOLE X GARTNER INC COM 366651107 40.84 2,322 SH SOLE X GEN-PROBE INC NEW COM 36866T103 9,476.84 202,108 SH SOLE X GENENTECH INC. COM NEW 368710406 591.97 7,158 SH SOLE X GENERAL AMERN INVS INC COM 368802104 64.02 1,700 SH SOLE X GENERAL DYNAMICS CORP. COM 369550108 31,061.63 433,398 SH SOLE X GENERAL ELECTRIC CO. COM 369604103 942,292.27 26,693,832 SH SOLE X GENERAL MILLS INC. COM 370334104 18,189.26 321,365 SH SOLE X GENERAL MOTORS CORP. COM 370442105 23,398.81 703,512 SH SOLE X GENEREX BIOTECHNOLOGY CP DEL COM 371485103 70.86 41,200 SH SOLE X GENTA INC COM NEW 37245M207 0.37 477 SH SOLE X GENUINE PARTS CO COM 372460105 8,020.84 185,969 SH SOLE X GENWORTH FINL INC COM CL A CL A 37247D106 11,339.63 323,897 SH SOLE X GENZYME CORP.GEN DIV. COM GENL DIV 372917104 12,553.33 186,058 SH SOLE X GERDAU S A SPONSORED ADR 373737105 946.06 69,820 SH SOLE X GILEAD SCIENCES INC. COM 375558103 18,792.71 273,269 SH SOLE X GLATFELTER COM 377316104 24.66 1,820 SH SOLE X GLIMCHER RLTY TR SH BEN INT 379302102 251.76 10,160 SH SOLE X GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 28.10 818 SH SOLE X GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 2,268.69 127,169 SH SOLE X GOLDEN WEST FINL CORP DEL COM 381317106 30,565.28 395,667 SH SOLE X GOLDMAN SACHS GROUP INC. COM 38141G104 26,235.05 155,081 SH SOLE X GOODRICH CORP. COM 382388106 5,366.91 132,451 SH SOLE X GOODYEAR TIRE & RUBBER COM 382550101 1,514.26 104,432 SH SOLE X GOOGLE INC CL A CL A 38259P508 74,397.72 185,115 SH SOLE X GRACO INC. COM 384109104 84.92 2,174 SH SOLE X GRAINGER W W INC COM 384802104 3,576.99 53,372 SH SOLE X GRANITE CONSTR INC COM 387328107 73.62 1,380 SH SOLE X GRANT PRIDECO INC COM 38821G101 202.09 5,314 SH SOLE X GREATER BAY BANCORP COM 391648102 58.51 2,074 SH SOLE X GREATER CHINA FD INC COM 39167B102 89.11 4,700 SH SOLE X GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 2,287.21 349,726 SH SOLE X GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 14,909.28 701,283 SH SOLE X GUESS INC COM 401617105 38.44 792 SH SOLE X GYMBOREE CORP COM 403777105 70.19 1,664 SH SOLE X HCA INC COM 404119109 45,776.37 917,546 SH SOLE X HCC INS HLDGS INC COM 404132102 148.81 4,526 SH SOLE X HAIN CELESTIAL GROUP INC COM 405217100 263.27 10,300 SH SOLE X HALLIBURTON CO COM 406216101 47,929.40 1,684,689 SH SOLE X HANESBRANDS INC COM 410345102 108.79 4,833 SH SOLE X HANOVER COMPRESSOR CO COM 410768105 49.19 2,700 SH SOLE X HANOVER INS GROUP INC COM 410867105 46.28 1,037 SH SOLE X HANSEN NAT CORP COM 411310105 63.14 1,944 SH SOLE X HARLEY-DAVIDSON INC. COM 412822108 26,680.92 425,194 SH SOLE X HARMAN INTL INDS INC COM 413086109 3,716.50 44,541 SH SOLE X HARMONY GOLD MNG LTD SPONSORED ADR 413216300 806.48 62,373 SH SOLE X HARRAHS ENTERTAINMENT INC. COM 413619107 10,269.61 154,593 SH SOLE X HARRIS CORP DEL COM 413875105 224.59 5,048 SH SOLE X HARSCO CORP COM 415864107 132.78 1,710 SH SOLE X HARTE-HANKS INC COM 416196103 53.39 2,026 SH SOLE X HARTFORD FINL SVCS GROUP INC COM 416515104 94,047.15 1,084,117 SH SOLE X HAWAIIAN ELEC INDUSTRIES COM 419870100 89.51 3,308 SH SOLE X HEALTHCARE SVCS GRP INC COM 421906108 49.41 1,964 SH SOLE X HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 3,684.61 176,297 SH SOLE X HEALTH NET INC COM 42222G108 205.41 4,720 SH SOLE X HECLA MNG CO COM 422704106 528.53 92,078 SH SOLE X HEINZ H J CO COM 423074103 23,625.79 563,458 SH SOLE X HELIX ENERGY SOLUTIONS GRP I COM 42330P107 10.45 313 SH SOLE X HELMERICH & PAYNE INC. COM 423452101 146.98 6,382 SH SOLE X HENRY JACK & ASSOC INC COM 426281101 93.09 4,272 SH SOLE X HERCULES INC COM 427056106 1,190.45 75,488 SH SOLE X HERSHEY FOODS CORP. COM 427866108 6,717.22 125,673 SH SOLE X HESS CORP COM 42809H107 370.79 8,952 SH SOLE X HEWLETT - PACKARD CO. COM 428236103 397,914.17 10,845,303 SH SOLE X HIGHWOODS PPTYS INC COM 431284108 81.79 2,198 SH SOLE X HILLENBRAND INDS INC COM 431573104 142.34 2,498 SH SOLE X HILTON HOTELS CORP. COM 432848109 7,079.78 254,211 SH SOLE X HITTITE MICROWAVE CORP COM 43365Y104 62.21 1,398 SH SOLE X HOME DEPOT INC COM 437076102 229,564.07 6,329,310 SH SOLE X HONEYWELL INTERNATIONAL INC. COM 438516106 32,987.16 806,532 SH SOLE X HORACE MANN EDUCATORS CORP N COM 440327104 33.65 1,750 SH SOLE X HORIZON OFFSHORE INC COM NEW 44043J204 0.65 38 SH SOLE X HORMEL FOODS CORP COM 440452100 107.08 2,976 SH SOLE X HOSPIRA INC COM 441060100 4,970.97 129,892 SH SOLE X HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 89.77 1,902 SH SOLE X HUBBELL INC CL B CL B 443510201 118.50 2,474 SH SOLE X HUMANA INC. COM 444859102 12,044.84 182,249 SH SOLE X HUMAN GENOME SCIENCES INC COM 444903108 153.89 13,335 SH SOLE X HUNT J B TRANS SVCS INC COM 445658107 73.03 3,516 SH SOLE X HUNTINGTON BANCSHARES INC COM 446150104 5,294.73 221,259 SH SOLE X HUNTSMAN CORP COM 447011107 749.84 41,200 SH SOLE X IDT CORP CL B 448947309 155.74 10,800 SH SOLE X ICOS CORP COM 449295104 112.77 4,500 SH SOLE X IMS HEALTH INC. COM 449934108 5,907.21 221,742 SH SOLE X ITT EDUCATIONAL SERVICES INC COM 45068B109 89.11 1,344 SH SOLE X ITT INDUSTRIES INC. COM 450911102 10,341.77 201,712 SH SOLE X ICON PUB LTD CO SPONSORED ADR 45103T107 50.92 1,443 SH SOLE X IDACORP INC COM 451107106 65.87 1,742 SH SOLE X IDENIX PHARMACEUTICALS INC COM 45166R204 5.82 600 SH SOLE X IHS INC CL A 451734107 62.11 1,936 SH SOLE X ILLINOIS TOOL WKS INC COM 452308109 183,938.69 4,096,630 SH SOLE X IMATION CORP COM 45245A107 97.00 2,416 SH SOLE X IMCLONE SYSTEMS INC. COM 45245W109 263.94 9,320 SH SOLE X IMMUCOR INC COM 452526106 58.49 2,610 SH SOLE X INDYMAC BANCORP INC COM 456607100 115.00 2,794 SH SOLE X INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 110.02 9,300 SH SOLE X INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 140.33 2,940 SH SOLE X INFOSPACE INC. COM NEW 45678T201 353.37 19,163 SH SOLE X INGLES MKTS INC CL A 457030104 59.78 2,266 SH SOLE X INGRAM MICRO INC CL A CL A 457153104 108.02 5,638 SH SOLE X INSITUFORM TECHNOLOGIES INCA CL A 457667103 10.71 441 SH SOLE X INSTEEL INDUSTRIES INC COM 45774W108 55.24 2,780 SH SOLE X INTEGRAL SYS INC MD COM 45810H107 56.77 1,816 SH SOLE X INTEL CORP. COM 458140100 229,512.90 11,157,652 SH SOLE X INTER TEL INC COM 458372109 198.81 9,200 SH SOLE X INTERCONTINENTALEXCHANGE INC COM 45865V100 90.53 1,206 SH SOLE X INTERGRAPH CORP COM 458683109 94.34 2,200 SH SOLE X INTERMUNE INC COM 45884X103 98.52 6,000 SH SOLE X IBM CORP. COM 459200101 703,129.52 8,581,029 SH SOLE X INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,091.55 52,897 SH SOLE X INTERNATIONAL GAME TECHNOLOGY COM 459902102 13,083.58 315,267 SH SOLE X INTERNATIONAL PAPER CO. COM 460146103 16,602.83 479,435 SH SOLE X INTERNATIONAL SPEEDWAY CORP CL A CL A 460335201 72.57 1,456 SH SOLE X INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T109 44.00 5,700 SH SOLE X INTERPUBLIC GROUP COS INC COM 460690100 3,262.36 329,531 SH SOLE X INTERVEST BANCSHARES CORP CL A 460927106 60.81 1,396 SH SOLE X INTUIT COM 461202103 6,207.39 193,437 SH SOLE X INVITROGEN CORP. COM 46185R100 312.99 4,936 SH SOLE X IOMEGA CORP COM NEW 462030305 0.04 15 SH SOLE X IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 393.67 87,483 SH SOLE X ISHS MSCI BRA INDX MSCI BRAZIL 464286400 205.81 5,350 SH SOLE X ISHARES INC.-KOREA WEBS INDEX MSCI S KOREA 464286772 48.56 1,050 SH SOLE X ISHARES INC.-JAPAN WEBS I.S. MSCI JAPAN 464286848 7.85 580 SH SOLE X ISHARES INC MSCI HONG KONG 464286871 38.69 2,740 SH SOLE X ISHARES TR DJ SEL DIV INX 464287168 10.30 155 SH SOLE X ISHARES TR FTSE XNHUA IDX 464287184 154.57 1,900 SH SOLE X ISHARES TR S&P GBL ENER 464287341 10.26 100 PRN SOLE X ISHARES TR GS NAT RES IDX 464287374 9.31 100 SH SOLE X ISHARES TR 20+ YR TRS BD 464287432 1,769.03 19,790 SH SOLE X ISHARES TR GLDM SCHS SEMI 464287523 10,488.55 170,601 SH SOLE X ISHARES TR NASDQ BIO INDX 464287556 0.74 10 SH SOLE X ISHARES TR RUSSELL1000GRW 464287614 2.08 40 SH SOLE X ISHARES TR DJ US REAL EST 464287739 2,963.25 38,409 SH SOLE X ISONICS CORP COM 464895101 32.61 41,275 SH SOLE X ITRON INC COM 465741106 77.62 1,391 SH SOLE X J & J SNACK FOODS CORP COM 466032109 48.95 1,574 SH SOLE X JDS UNIPHASE CORP. COM 46612J101 20,209.43 1,153,506 SH SOLE X JP MORGAN CHASE & CO. COM 46625H100 907,157.83 19,317,671 SH SOLE X JABIL CIRCUIT INC COM 466313103 3,969.46 138,938 SH SOLE X JACK IN THE BOX INC COM 466367109 218.43 4,186 SH SOLE X JACOBS ENGR GROUP INC DEL COM 469814107 165.60 2,216 SH SOLE X JACUZZI BRANDS INC. COM 469865109 111.89 11,200 SH SOLE X JAMES RIVER COAL CO COM NEW 470355207 28.49 2,700 SH SOLE X JAPAN EQUITY FD INC COM 471057109 102.44 12,600 SH SOLE X JET BLUE AIRWAYS CORP. COM 477143101 112.93 12,222 SH SOLE X JOHNSON & JOHNSON COM 478160104 664,302.17 10,229,476 SH SOLE X JOHNSON CONTROLS INC. COM 478366107 51,426.17 716,841 SH SOLE X JONES APPAREL GROUP INC. COM 480074103 3,876.16 119,487 SH SOLE X JONES LANG LASALLE INC COM 48020Q107 12.65 148 SH SOLE X JUNIPER NETWORKS INC COM 48203R104 7,079.06 409,668 SH SOLE X KLA-TENCOR CORP. COM 482480100 6,031.96 135,641 SH SOLE X K-SWISS INC CL A 482686102 44.97 1,496 SH SOLE X KT CORP SPONSORED ADR 48268K101 0.97 45 SH SOLE X KELLOGG CO. COM 487836108 34,332.32 693,302 SH SOLE X KELLY SVCS INC CL A CL A 488152208 23.68 864 SH SOLE X KENNAMETAL INC COM 489170100 89.17 1,574 SH SOLE X KEYCORP NEW COM 493267108 12,788.08 341,562 SH SOLE X KEYSPAN CORP COM 49337W100 1,975.50 48,019 SH SOLE X KIMBERLY-CLARK CORP. COM 494368103 55,165.34 844,023 SH SOLE X KINDER MORGAN INC. COM 49455P101 6,923.77 66,035 SH SOLE X KINDRED HEALTHCARE INC COM 494580103 59,460.00 2,000,000 SH SOLE X KING PHARMACEUTICALS COM 495582108 1,687.71 99,102 SH SOLE X KNIGHT CAPITAL GROUP INC CL A 499005106 69.92 3,842 SH SOLE X KNOT INC COM 499184109 67.32 3,042 SH SOLE X KOOKMIN BK NEW SPONSORED ADR 50049M109 0.16 2 SH SOLE X KOREA FD COM 500634100 265.68 7,100 SH SOLE X KORN FERRY INTL COM NEW 500643200 37.27 1,780 SH SOLE X KOS PHARMACEUTICALS INC COM 500648100 19.77 400 SH SOLE X KRAFT FOODS INC CL A 50075N104 2,680.56 75,170 SH SOLE X KRISPY KREME DOUGHNUTS INC COM 501014104 53.06 6,550 SH SOLE X LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 18.25 1,100 SH SOLE X L-1 IDENTITY SOLUTIONS INC COM 50212A106 122.83 9,412 SH SOLE X LSI LOGIC CORP. COM 502161102 323.83 39,395 SH SOLE X L-3 COMMUNICATIONS HLDGS INC. COM 502424104 10,461.52 133,557 SH SOLE X LABORATORY CORP.AMERICA COM NEW 50540R409 6,325.60 96,471 SH SOLE X LABRANCHE & CO INC COM 505447102 441.76 42,600 SH SOLE X LANCASTER COLONY CORP COM 513847103 42.88 958 SH SOLE X LAS VEGAS SANDS CORP COM 517834107 82.43 1,206 SH SOLE X LATIN AMERN DISCOVERY FD INC COM 51828C106 14.83 600 SH SOLE X LATTICE SEMICONDUCTOR CORP COM 518415104 177.47 26,022 SH SOLE X THE*ESTEE LAUDER COMP.-A- CL A 518439104 13,776.97 341,606 SH SOLE X LAUREATE EDUCATION INC COM 518613104 50.06 1,046 SH SOLE X LAWSON SOFTWARE INC NEW COM 52078P102 0.68 94 SH SOLE X LAZARD GLB TTL RET&INCM FD I COM 52106W103 10.56 500 SH SOLE X LEAR CORP COM 521865105 9.03 436 SH SOLE X LEAPFROG ENTERPRISES INC CL A 52186N106 47.58 6,000 SH SOLE X LEGGETT & PLATT INC COM 524660107 3,763.19 150,347 SH SOLE X LEGG MASON INC. COM 524901105 20,301.30 201,282 SH SOLE X LEHMAN BROS HLDGS INC COM 524908100 6,156.60 83,355 SH SOLE X LEUCADIA NATL CORP COM 527288104 165.68 6,331 SH SOLE X LEVEL 3MUNICATIONS INC COM 52729N100 197.27 36,600 SH SOLE X LEXINGTON CORP PPTYS TR PFD CONV SER C 529043309 9,380.05 200,001 SH SOLE X LEXMARK INTERNATIONAL INC. -A- CL A 529771107 6,488.71 112,534 SH SOLE X LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 177.41 22,600 SH SOLE X LIBERTY GLOBAL INC COM SER C 530555309 11.98 478 SH SOLE X LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 28.02 1,375 SH SOLE X LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 22.98 275 SH SOLE X LIFECELL CORP. COM 531927101 63.47 1,970 SH SOLE X LIFEPOINT HOSPITALS INC COM 53219L109 82.37 2,332 SH SOLE X LIGAND PHARMACEUTICALS INC CL B 53220K207 15,060.00 1,500,000 SH SOLE X ELI*LILLY & CO. COM 532457108 80,434.81 1,411,137 SH SOLE X LIMITED BRANDS INC COM 532716107 9,185.25 346,744 SH SOLE X LINCOLN ELEC HLDGS INC COM 533900106 47.21 867 SH SOLE X LINCOLN NATIONAL CORP. COM 534187109 55,156.09 888,468 SH SOLE X LINEAR TECHNOLOGY CORP COM 535678106 4,850.08 155,851 SH SOLE X LIQUIDITY SERVICES INC COM 53635B107 29.32 1,881 SH SOLE X LIVE NATION INC COM 538034109 2.16 106 SH SOLE X LIZ CLAIBORNE INC COM 539320101 2,777.59 70,301 SH SOLE X LOCKHEED MARTIN CORP. COM 539830109 35,749.75 415,405 SH SOLE X LOEW'S CORP. COM 540424108 16,014.23 422,539 SH SOLE X LOEWS CORP CAROLNA GP STK 540424207 12.68 229 SH SOLE X LONGS DRUG STORES CORP COM 543162101 48.63 1,057 SH SOLE X LONGVIEW FIBRE CO COM 543213102 13,871.98 682,676 SH SOLE X LOUISIANA PAC CORP COM 546347105 1,310.43 69,815 SH SOLE X LOWE'S COMPANIES INC. COM 548661107 29,375.37 1,046,877 SH SOLE X LUBRIZOL CORP COM 549271104 127.40 2,786 SH SOLE X LUCENT TECHNOLOGIES INC. COM 549463107 10,397.16 4,443,229 SH SOLE X LYONDELL CHEMICAL CO COM 552078107 3,383.04 133,348 SH SOLE X M & T BK CORP COM 55261F104 8,693.26 72,468 SH SOLE X MBIA INC COM 55262C100 21,274.89 346,271 SH SOLE X MDU RES GROUP INC COM 552690109 163.80 7,332 SH SOLE X MGIC INVT CORP WIS COM 552848103 3,060.09 51,027 SH SOLE X MGI PHARMA INC COM 552880106 74.12 4,307 SH SOLE X MGM MIRAGE COM 552953101 3.95 100 SH SOLE X MPS GROUP INC COM 553409103 63.70 4,216 SH SOLE X MACK CALI RLTY CORP COM 554489104 78.22 1,510 SH SOLE X MACROVISION CORP COM 555904101 58.14 2,454 SH SOLE X MACQUARIE GLBL INFRA TOTL RE COM 55608D101 100.45 4,100 SH SOLE X MANHATTAN ASSOCS INC COM 562750109 158.77 6,577 SH SOLE X MANNATECH INC COM 563771104 63.86 3,604 SH SOLE X MANOR CARE INC NEW COM 564055101 4,054.63 77,556 SH SOLE X MANPOWER INC COM 56418H100 288.21 4,704 SH SOLE X MARSH & MCLENNAN COS.INC. COM 571748102 10,223.18 363,168 SH SOLE X MARSHALL & ILSLEY CORP COM 571834100 10,184.96 211,394 SH SOLE X MARRIOTT INTERNATIONAL INC.-A- CL A 571903202 10,997.06 284,603 SH SOLE X MARTEK BIOSCIENCES CORP COM 572901106 28.14 1,308 SH SOLE X MARTIN MARIETTA MATLS INC COM 573284106 156.21 1,846 SH SOLE X MARVEL ENTERTAINMENT INC COM 57383T103 13.30 551 SH SOLE X MASCO CORP COM 574599106 107,376.56 3,915,994 SH SOLE X MASSEY ENERGY CORP COM 576206106 14.62 698 SH SOLE X MATTEL INC. COM 577081102 8,002.55 406,221 SH SOLE X MAXIM INTERGR.PROD.INC. COM 57772K101 5,921.85 210,892 SH SOLE X MAVERICK TUBE CORP COM 577914104 41,361.54 638,000 SH SOLE X MCAFEE INC COM 579064106 79.42 3,247 SH SOLE X MCCORMICK & CO INC COM NON VTG 579780206 10,410.58 274,107 SH SOLE X MCDATA CORP CL A 580031201 32.60 6,482 SH SOLE X MCDONALD'S CORP. COM 580135101 537,678.35 13,744,334 SH SOLE X MC GRAW HILL COMP.INC. COM 580645109 80,396.79 1,385,435 SH SOLE X MCKESSON CORP COM 58155Q103 17,350.89 329,114 SH SOLE X MEADWESTVACO CORP COM 583334107 3,316.56 125,106 SH SOLE X MECHEL OAO SPONSORED ADR 583840103 2,030.00 100,000 SH SOLE X MEDCOHEALTH SOLUTIONS INC. COM 58405U102 10,611.94 176,542 SH SOLE X MEDIA GEN INC CL A CL A 584404107 36.97 980 SH SOLE X MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 72.08 2,228 SH SOLE X MEDIMMUNE INC. COM 584699102 4,009.26 136,975 SH SOLE X MEDTRONIC INC. COM 585055106 220,069.73 4,738,797 SH SOLE X MELLON FINANCIAL CORP. COM 58551A108 5,787.78 148,025 SH SOLE X MENS WEARHOUSE INC COM 587118100 48.37 1,300 SH SOLE X MENTOR GRAPHICS CORP COM 587200106 40.93 2,907 SH SOLE X MERCANTILE BANKSHARES CORP COM 587405101 733.34 20,219 SH SOLE X MERCER INS GROUP INC COM 587902107 59.50 2,298 SH SOLE X MERCK & CO.INC. COM 589331107 283,984.37 6,777,670 SH SOLE X MERCURY GENL CORP NEW COM 589400100 71.74 1,446 SH SOLE X MEREDITH CORP. COM 589433101 2,234.35 45,294 SH SOLE X MERIDIAN RESOURCE CORP COM 58977Q109 7.65 2,500 SH SOLE X MERRILL LYNCH & CO. COM 590188108 205,989.32 2,633,461 PRN SOLE X METLIFE INC. COM 59156R108 27,407.50 483,548 SH SOLE X THE MEXICO FUND INC. COM 592835102 86.37 2,500 SH SOLE X MICHAELS STORES INC. COM 594087108 5.49 126 SH SOLE X MICROS SYS INC COM 594901100 23.24 475 SH SOLE X MICROSOFT CORP COM 594918104 493,187.21 18,032,439 SH SOLE X MICROSTRATEGY INC CL A NEW 594972408 2,416.73 23,733 SH SOLE X MILLENIUM PHARMACEUTIC.INC. COM 599902103 466.54 46,936 SH SOLE X MILLER HERMAN INC COM 600544100 91.89 2,686 SH SOLE X MILLIPORE CORP COM 601073109 3,594.14 58,632 SH SOLE X MINE SAFETY APPLIANCES CO COM 602720104 43.84 1,230 SH SOLE X MINERALS TECHNOLOGIES INC COM 603158106 42.61 798 SH SOLE X MIPS TECHNOLOGIES INC COM 604567107 0.19 28 SH SOLE X MITTAL STEEL CO N V NY REG SH CL A 60684P101 3,581.00 103,080 SH SOLE X MOBILE MINI INC COM 60740F105 14.94 526 SH SOLE X MODINE MFG CO COM 607828100 32.65 1,342 SH SOLE X MOHAWK INDS INC COM 608190104 57.92 778 SH SOLE X MOLEX INC. COM 608554101 847.99 21,760 SH SOLE X MOLEX INC CL A 608554200 1,961.44 59,600 SH SOLE X MONEYGRAM INTL INC COM 60935Y109 99.97 3,440 SH SOLE X MONSANTO CO. COM 61166W101 10,425.27 221,767 SH SOLE X MONSTER WORLDWIDE INC COM 611742107 3,563.81 98,475 SH SOLE X MOODYS CORP COM 615369105 10,629.81 162,585 SH SOLE X MORGAN STANLEY COM NEW 617446448 295,065.46 4,046,982 SH SOLE X MORGAN STANLEY EMER MKTS FD COM 61744G107 75.83 3,100 SH SOLE X MORGAN STANLEY ASIA PAC FD I COM 61744U106 65.60 3,900 SH SOLE X MOTOROLA INC. COM 620076109 158,123.40 6,324,936 SH SOLE X MUELLER INDS INC COM 624756102 124.15 3,530 SH SOLE X MURPHY OIL CORP. COM 626717102 5,523.98 116,172 SH SOLE X MYLAN LABORAT.INC. COM 628530107 11,126.43 552,729 SH SOLE X MYOGEN INC COM 62856E104 105.24 3,000 SH SOLE X NCR CORP. COM 62886E108 5,321.59 134,792 SH SOLE X NRG ENERGY INC COM NEW 629377508 19,026.00 420,000 SH SOLE X NTL INC DEL COM 62941W101 14,061.62 552,954 SH SOLE X NVE CORP COM NEW 629445206 62.86 2,096 SH SOLE X NVR INC COM 62944T105 12,840.00 24,000 SH SOLE X NATIONAL CITY CORP. COM 635405103 15,186.18 414,923 SH SOLE X NATIONAL FUEL GAS CO N J COM 636180101 123.37 3,394 SH SOLE X NATIONAL INSTRS CORP COM 636518102 63.05 2,306 SH SOLE X NATIONAL INTERSTATE CORP COM 63654U100 52.69 2,142 SH SOLE X NATIONAL-OILWELL INC. COM 637071101 4,941.15 84,392 SH SOLE X NATIONAL SEMICONDUCTOR CORP COM 637640103 2,700.89 114,785 SH SOLE X NAVISTAR INTL CORP NEW COM 63934E108 4,682.53 181,353 SH SOLE X NAVIGANT CONSULTING INC COM 63935N107 43.29 2,158 SH SOLE X NEENAH PAPER INC COM 640079109 2.26 66 SH SOLE X NEKTAR THERAPEUTICS COM 640268108 95.11 6,600 SH SOLE X NETEASE COM INC SPONSORED ADR 64110W102 66.26 4,050 SH SOLE X NETWORK APPLIANCE INC. COM 64120L104 8,716.23 235,510 SH SOLE X NEUROCRINE BIOSCIENCES INC COM 64125C109 31.18 2,900 SH SOLE X NEW GERMANY FD INC COM 644465106 8.91 700 SH SOLE X NEW PLAN EXCEL RLTY TR INC COM 648053106 41.17 1,522 SH SOLE X NEW RIV PHARMACEUTICALS INC COM 648468205 740.15 28,766 SH SOLE X NEW YORK CMNTY BANCORP INC COM 649445103 174.89 10,677 SH SOLE X NEW YORK TIMES CO CL A CL A 650111107 2,245.03 97,695 SH SOLE X NEWELL RUBBERMAID INC COM 651229106 6,153.03 217,268 SH SOLE X NEWFIELD EXPL CO COM 651290108 205.11 5,322 SH SOLE X NEWMARKET CORP COM 651587107 62.58 1,076 SH SOLE X NEWMONT MINING CORP. COM 651639106 8,902.43 208,244 SH SOLE X NEWPARK RESOURCES INC. COM PAR $.01NEW 651718504 0.45 84 SH SOLE X NEWPORT CORP. COM 651824104 74.57 4,575 SH SOLE X NEWS CORP CL A 65248E104 13,086.53 665,981 SH SOLE X NICOR INC COM 654086107 1,043.69 24,408 SH SOLE X 99 CENTS ONLY STORES COM 65440K106 22.45 1,898 SH SOLE X NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 131.14 5,346 SH SOLE X NISOURCE INC COM 65473P105 1,637.26 75,311 SH SOLE X NISSAN MOTORS SPONSORED ADR SPONSORED ADR 654744408 22.46 1,000 SH SOLE X NOKIA CORP SPONSORED ADR 654902204 42.53 2,160 SH SOLE X NOBLE ENERGY INC COM 655044105 327.70 7,188 SH SOLE X NORDSON CORP COM 655663102 54.61 1,370 SH SOLE X NORDSTROM INC. COM 655664100 10,325.98 244,113 SH SOLE X NORFOLK & SOUTHERN CORP. COM 655844108 19,710.35 447,454 SH SOLE X NORTH FORK BANCORPORATION NY COM 659424105 12,408.39 433,254 SH SOLE X NORTHEAST UTILS COM 664397106 145.67 6,260 SH SOLE X NOTHERN TRUST CORP. COM 665859104 8,350.52 142,915 SH SOLE X NORTHFIELD LABS INC COM 666135108 777.72 54,159 SH SOLE X NORTHROP GRUMMAN CORP. COM 666807102 27,725.39 407,307 SH SOLE X NORTHWESTERN CORP COM NEW 668074305 24,940.74 713,000 SH SOLE X NOVATEL INC COM 669954109 29.99 653 SH SOLE X NOVELLUS SYSTEMS INC. COM 670008101 1,036.72 37,481 SH SOLE X NSTAR COM 67019E107 145.05 4,348 SH SOLE X NUCOR CORP. COM 670346105 35,796.41 723,306 SH SOLE X NVIDIA CORP. COM 67066G104 3,963.20 133,937 SH SOLE X NUTRI SYS INC NEW COM 67069D108 242.62 3,895 SH SOLE X OGE ENERGY CORP. COM 670837103 133.68 3,702 SH SOLE X OM GROUP INC COM 670872100 21.14 481 SH SOLE X NUVEEN INVTS INC CL A CL A 67090F106 122,952.05 2,400,001 SH SOLE X OSI PHARMACEUTICALS INC COM 671040103 101.52 2,705 SH SOLE X OSI RESTAURANT PARTNERS INC COM 67104A101 48.04 1,515 SH SOLE X OCCIDENTAL PETE CORP DEL COM 674599105 18,158.93 377,446 SH SOLE X OFFICE DEPOT INC. COM 676220106 7,935.36 199,883 SH SOLE X OFFICEMAX INC DEL COM 67622P101 6,239.74 153,160 SH SOLE X OHIO CAS CORP COM 677240103 64.68 2,500 SH SOLE X OLD REP INTL CORP COM 680223104 207.41 9,364 SH SOLE X OLIN CORP COM PAR $1 680665205 45.40 2,956 SH SOLE X OMNICARE INC. COM 681904108 221.40 5,138 SH SOLE X OMNIVISION TECHNOLOGIES INC. COM 682128103 570.44 39,975 SH SOLE X ONEOK INC NEW COM 682680103 161.51 4,274 SH SOLE X OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 29.02 479 SH SOLE X OPENWAVE SYS INC COM NEW 683718308 25.27 2,700 SH SOLE X ORACLE CORP. COM 68389X105 31,769.70 1,790,851 SH SOLE X OPTIONSXPRESS HLDGS INC COM 684010101 29.30 1,051 SH SOLE X ORBITAL SCIENCES CORP COM 685564106 92.91 4,950 SH SOLE X OREGON STL MLS INC COM 686079104 21.99 450 SH SOLE X O REILLY AUTOMOTIVE INC COM 686091109 153.30 4,616 SH SOLE X OSHKOSH TRUCK CORP COM 688239201 126.07 2,498 SH SOLE X OVERSEAS SHIPHOLDING GROUP I COM 690368105 136.39 2,208 SH SOLE X OXFORD INDS INC COM 691497309 16.35 381 SH SOLE X OXIGENE INC COM 691828107 0.39 100 SH SOLE X PDL BIOPHARMA INC COM 69329Y104 719.08 37,452 SH SOLE X PG&E CORP COM 69331C108 14,906.45 357,898 SH SOLE X PHH CORP COM NEW 693320202 6.85 250 SH SOLE X PMC SIERRA INC. COM 69344F106 1,886.15 317,534 SH SOLE X PNM RES INC COM 69349H107 78.08 2,832 SH SOLE X PPG INDUSTRIES INC. COM 693506107 5,005.98 74,627 SH SOLE X PPL CORP COM 69351T106 42,910.45 1,304,269 SH SOLE X PACCAR INC COM 693718108 12,272.64 215,234 SH SOLE X PACIFIC ETHANOL INC COM 69423U107 26.68 1,900 SH SOLE X PACKAGING CORP AMER COM 695156109 76.70 3,306 SH SOLE X PACTIV CORP COM 695257105 2,726.44 95,934 SH SOLE X PALL CORP COM 696429307 2,708.38 87,906 SH SOLE X PALM INC NEW COM 696643105 332.58 22,842 SH SOLE X PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 60.94 1,444 SH SOLE X PANACOS PHARMACEUTICALS INC COM 69811Q106 44.14 8,900 SH SOLE X PAPA JOHNS INTL INC COM 698813102 18.06 500 SH SOLE X PAR PHARMACEUTICAL COS INC COM 69888P106 11.47 629 SH SOLE X PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 986.46 56,498 SH SOLE X PAREXEL INTL CORP COM 699462107 56.65 1,712 SH SOLE X PARKER HANNIFIN CORP COM 701094104 9,986.98 128,483 SH SOLE X PARTNER COMMUNICATIONS CO LT ADR 70211M109 1.76 180 SH SOLE X PATTERSONPANIES INC COM 703395103 826.30 24,585 SH SOLE X PATTERSON UTI ENERGY INC COM 703481101 7,574.78 318,804 SH SOLE X PAYCHEX INC. COM 704326107 8,076.78 219,180 SH SOLE X PAYLESS SHOESOURCE INC COM 704379106 66.58 2,674 SH SOLE X PEABODY ENERGY CORP COM 704549104 506.09 13,760 SH SOLE X PEGASUS WIRELESS CORP NV COM 70558E108 183.06 300,100 SH SOLE X J.C.*PENNEY CO.INC. COM 708160106 48,541.79 709,779 SH SOLE X PENTAIR INC. COM 709631105 107.80 4,116 SH SOLE X PEOPLES ENERGY CORP COM 711030106 1,647.95 40,540 SH SOLE X PEPSI BOTTLING GROUP INC COM 713409100 3,539.07 99,692 SH SOLE X PEPSIAMERICAS INC COM 71343P200 26.29 1,232 SH SOLE X PEPSICO INC. COM 713448108 256,401.65 3,928,925 SH SOLE X PER-SE TECHNOLOGIES INC COM NEW 713569309 15.92 698 SH SOLE X PERFICIENT INC COM 71375U101 8.15 520 SH SOLE X PERKINELMER INC COM 714046109 2,616.62 138,226 SH SOLE X PERRIGO CO COM 714290103 52.51 3,094 SH SOLE X P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 15.62 432 SH SOLE X PETROCHINA CO LTD SPONSORED ADR 71646E100 129.18 1,200 SH SOLE X PETROLEUM & RES CORP COM 716549100 137.26 4,200 SH SOLE X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 112.26 1,500 SH SOLE X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,874.71 58,150 SH SOLE X PFIZER INC. COM 717081103 1,188,738.61 41,916,030 SH SOLE X PHARMACEUTICAL PROD DEV INC COM 717124101 212.71 5,960 SH SOLE X PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 85.80 1,100 SH SOLE X PHARMANET DEV GROUP INC COM 717148100 91.63 4,716 SH SOLE X PHELPS DODGE CORP COM 717265102 12,617.25 148,964 SH SOLE X PHILADELPHIA CONS HLDG CORP COM 717528103 63.58 1,600 SH SOLE X PHILLIPS VAN HEUSEN CORP COM 718592108 58.98 1,412 SH SOLE X PHOENIX COS INC NEW COM 71902E109 56,000.01 4,000,001 SH SOLE X PIER 1 IMPORTS INC COM 720279108 26.43 3,562 SH SOLE X PINNACLE FINL PARTNERS INC COM 72346Q104 28.78 804 SH SOLE X PINNACLE WEST CAP CORP COM 723484101 1,228.60 27,272 SH SOLE X PIONEER NATURAL RESOURCES CO. COM 723787107 1,660.57 42,448 SH SOLE X PIPER JAFFRAY COS COM 724078100 56.98 940 SH SOLE X PITNEY BOWES INC COM 724479100 7,935.13 178,840 SH SOLE X PLAINS EXPL& PRODTN CO COM 726505100 133.97 3,122 SH SOLE X PLAYTEX PRODS INC COM 72813P100 64.32 4,800 SH SOLE X PLUM CREEK TIMBER CO INC COM 729251108 5,582.53 163,999 SH SOLE X POGO PRODUCING CO COM 730448107 162.24 3,962 SH SOLE X POLO RALPH LAUREN CORP CL A CL A 731572103 5,984.60 92,512 SH SOLE X POLYCOM INC. COM 73172K104 187.70 7,652 SH SOLE X PORTLAND GEN ELEC CO COM NEW 736508847 107.79 4,416 SH SOLE X POTLATCH CORP NEW COM 737630103 48.75 1,314 SH SOLE X POWERWAVE TECHNOLOGIES INC COM 739363109 34.81 4,580 SH SOLE X PRAXAIR INC. COM 74005P104 12,515.42 211,552 SH SOLE X PRECISION CASTPARTS CORP. COM 740189105 441.74 6,994 SH SOLE X T.ROWE PRICE GROUP INC. COM 74144T108 5,388.63 112,615 SH SOLE X PRIDE INTL INC DEL COM 74153Q102 150.95 5,505 SH SOLE X PRINCIPAL FINANCIAL GROUP IN COM 74251V102 9,556.86 176,066 SH SOLE X PRIVATE MEDIA GROUP INC. COM 74266R104 4.04 1,000 SH SOLE X PROCTER & GAMBLE CO. COM 742718109 591,119.31 9,537,259 SH SOLE X PROGRESSIVE CORP. COM 743315103 17,692.46 720,964 SH SOLE X PROTECTIVE LIFE CORP COM 743674103 130.20 2,846 SH SOLE X PRUDENTIAL FINANCIAL INC. COM 744320102 23,296.43 305,527 SH SOLE X PT INDOSAT TBK SPONSORED ADR 744383100 30.12 1,105 SH SOLE X PSYCHIATRIC SOLUTIONS INC COM 74439H108 131.52 3,858 SH SOLE X PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,234.90 69,209 SH SOLE X PUGET ENERGY INC NEW COM 745310102 107.56 4,732 SH SOLE X PULTE HOMES INC COM 745867101 36,900.63 1,158,212 SH SOLE X QLOGIC CORP COM 747277101 1,165.11 61,646 SH SOLE X QUALCOMM INC. COM 747525103 76,017.48 2,091,265 SH SOLE X QUALITY SYS INC COM 747582104 2.95 76 SH SOLE X QUANTA SVCS INC COM 74762E102 81.33 4,824 SH SOLE X QUEST DIAGNOSTICS INC. COM 74834L100 29,404.81 480,785 SH SOLE X QUESTAR CORP. COM 748356102 285.21 3,488 SH SOLE X QUICKSILVER RESOURCES INC COM 74837R104 71.46 2,240 SH SOLE X QWEST COMM.INT.INC COM 749121109 8,195.98 939,906 SH SOLE X RAIT INVT TR COM 749227104 5.77 200 SH SOLE X RPM INTL INC COM 749685103 91.87 4,838 SH SOLE X RACKABLE SYS INC COM 750077109 5.47 200 SH SOLE X RADIOSHACK CORP. COM 750438103 1,712.33 88,722 SH SOLE X RAMBUS INC DEL COM 750917106 63.10 3,618 SH SOLE X RAMCO-GERSHENSON PPTYS TR PFD CV C 7.95% 751452509 7,894.23 236,001 SH SOLE X RANDGOLD RES LTD ADR 752344309 573.28 28,157 SH SOLE X RAYONIER INC COM 754907103 53.75 1,422 SH SOLE X RAYTHEON CO. COM NEW 755111507 17,001.01 354,114 SH SOLE X READERS DIGEST ASSN INC COM 755267101 50.83 3,922 SH SOLE X REALOGY CORP COM 75605E100 4,351.57 191,868 SH SOLE X REGAL ENTMT GROUP CL A 758766109 33,694.00 1,700,000 SH SOLE X REGIS CORP MINN COM 758932107 66.18 1,846 SH SOLE X REGIONS FINANCIAL CORP NEW COM 7591EP100 10,932.59 297,162 SH SOLE X RELIANCE STEEL & ALUMINUM CO COM 759509102 83.89 2,610 SH SOLE X RELIANT ENERGY INC COM 75952B105 5.34 434 SH SOLE X RENT A CTR INC NEW COM 76009N100 83.18 2,840 SH SOLE X REPUBLIC SVCS INC COM 760759100 187.78 4,670 SH SOLE X RETAIL HOLDRS TR DEP RCPT 76127U101 446.66 4,600 SH SOLE X REYNOLDS & REYNOLDS CO CL A CL A 761695105 86.84 2,198 SH SOLE X REYNOLDS AMERICAN INC COM 761713106 204,635.23 3,302,166 SH SOLE X RITE AID CORP COM 767754104 86.26 19,000 SH SOLE X ROBERT HALF INTERNATIONAL INC. COM 770323103 6,224.32 183,230 SH SOLE X ROCKWELL AUTOMATION INC. COM 773903109 10,979.62 188,978 SH SOLE X ROCKWELL COLLINS INC. COM 774341101 6,202.40 113,100 SH SOLE X ROFIN SINAR TECHNOLOGIES INC COM 775043102 1,352.62 22,258 SH SOLE X ROGERS CORP COM 775133101 10.93 177 SH SOLE X ROHM & HAAS CO. COM 775371107 3,328.14 70,288 SH SOLE X ROLLINS INC COM 775711104 25.67 1,216 SH SOLE X ROPER INDUSTRIES INC. COM 776696106 202.14 4,518 SH SOLE X ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 26.10 867 SH SOLE X ROYAL DUTCH SHELL PLC SPON ADRB 780259107 176.83 2,586 SH SOLE X RUDDICK CORP COM 781258108 37.74 1,450 SH SOLE X RUSH ENTERPRISES INC CL B 781846308 1,178.60 75,600 SH SOLE X RUSS BERRIE & CO COM 782233100 42.40 2,782 SH SOLE X RYDER SYS INC COM 783549108 3,368.50 65,180 SH SOLE X SCM MICROSYSTEMS INC COM 784018103 9.43 2,822 SH SOLE X SLM CORP COM 78442P106 18,969.27 364,934 SH SOLE X SPX CORP COM 784635104 209.91 3,928 SH SOLE X SRA INTL INC CL A CL A 78464R105 50.02 1,664 SH SOLE X SVB FINL GROUP COM 78486Q101 31.38 703 SH SOLE X SABRE HLDGS CORP CL A CL A 785905100 3,299.93 141,083 SH SOLE X SAFECO CORP. COM 786429100 6,349.41 107,745 SH SOLE X SAFEWAY INC COM 786514208 6,005.20 197,865 SH SOLE X SAIA INC COM 78709Y105 29.63 909 SH SOLE X ST.JUDE MEDICAL INC. COM 790849103 14,009.60 396,985 SH SOLE X ST.PAUL COMPANIES INC. COM 792860108 30,370.51 647,697 SH SOLE X SALESFORCE INC COM 79466L302 162.93 4,541 SH SOLE X SANDISK CORP. COM 80004C101 4,156.04 77,625 SH SOLE X SANMINA-SCI CORP. COM 800907107 1,478.70 395,373 SH SOLE X SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 99.00 2,000 SH SOLE X SARA LEE CORP. COM 803111103 11,618.51 722,994 SH SOLE X SAVVIS INC COM NEW 805423308 37.05 1,300 SH SOLE X SCANA CORP NEW COM 80589M102 190.15 4,722 SH SOLE X SCANSOURCE INC COM 806037107 38.76 1,278 SH SOLE X SCHEIN HENRY INC COM 806407102 179.90 3,588 SH SOLE X SCHERING-PLOUGH CORP. COM 806605101 33,158.64 1,501,070 SH SOLE X SCHOLASTIC CORP. COM 807066105 67.75 2,175 SH SOLE X SCHWAB CHARLES CORP NEW COM 808513105 4,512.12 251,933 SH SOLE X SCIENTIFIC GAMES CORP CL A 80874P109 52.76 1,659 SH SOLE X SCOTTS MIRACLE GRO CO CL A 810186106 24.60 553 SH SOLE X SCRIPPS E W CO OHIO CL A CL A 811054204 4,342.79 90,607 SH SOLE X SEACOR HOLDINGS INC COM 811904101 123.75 1,500 SH SOLE X SEALED AIR CORP NEW COM 81211K100 2,987.37 55,199 SH SOLE X SEARS HLDGS CORP COM 812350106 60,893.58 385,183 SH SOLE X SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 141.62 4,267 SH SOLE X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 533.39 15,407 SH SOLE X SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 152.68 6,940 SH SOLE X SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 32.92 960 SH SOLE X SEMPRA ENERGY COM 816851109 50,528.03 1,005,533 SH SOLE X SENSIENT TECHNOLOGIES CORP COM 81725T100 36.95 1,888 SH SOLE X SEQUA CORPORATION CL A CL A 817320104 26.28 280 SH SOLE X SERVICE CORP INTL COM 817565104 51.99 5,566 SH SOLE X SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 9.00 600 SH SOLE X SHERWIN-WILLIAMS CO. COM 824348106 19,492.54 349,454 SH SOLE X SHUFFLE MASTER INC COM 825549108 64.82 2,400 SH SOLE X SIERRA PAC RES NEW COM 826428104 128.92 8,990 SH SOLE X SIGMA-ALDRICH CORP. COM 826552101 2,627.19 34,719 SH SOLE X SIGMATEL INC COM 82661W107 49.27 10,528 SH SOLE X SIX FLAGS INC COM 83001P109 94.14 18,000 SH SOLE X SKILLSOFT PLC SPONSORED ADR 830928107 89.96 14,100 SH SOLE X SMITH INTL INC COM 832110100 2,578.65 66,460 SH SOLE X SMITHTOWN BANCORP INC COM 832449102 27.93 1,035 SH SOLE X J.M.SMUCKER CO. COM NEW 832696405 150.37 3,136 SH SOLE X SNAP ON INC COM 833034101 2,133.59 47,892 SH SOLE X SOHU INC COM 83408W103 96.91 4,401 SH SOLE X SONOCO PRODS CO COM 835495102 205.34 6,104 SH SOLE X SONY CORP ADR NEW 835699307 306.74 7,600 SH SOLE X SOTHEBYS COM 835898107 185.51 5,754 SH SOLE X THE*SOUTHERN CO. COM 842587107 44,893.45 1,302,770 SH SOLE X SOUTHERN COPPER CORP COM 84265V105 38.62 835 SH SOLE X SOUTHERN UN CO NEW COM 844030106 1,135.63 43,000 SH SOLE X SOUTHWEST AIRLINES CO. COM 844741108 13,909.13 834,882 SH SOLE X SOUTHWESTERN ENERGY CO COM 845467109 204.49 6,846 SH SOLE X SOVEREIGN BANCORP.INC. COM 845905108 6,957.97 323,476 SH SOLE X SPECTRUM BRANDS INC COM 84762L105 4.22 500 SH SOLE X SPRINT NEXTEL CORP COM FON 852061100 117,679.66 6,861,788 SH SOLE X STANCORP FINL GROUP INC COM 852891100 98.81 2,214 SH SOLE X STANDARD MICROSYSTEMS CORP COM 853626109 146.19 5,144 SH SOLE X STANLEY WKS COM 854616109 3,138.26 62,954 SH SOLE X STAPLES INC. COM 855030102 16,933.51 695,993 SH SOLE X STARBUCKS CORP. COM 855244109 12,513.51 367,504 SH SOLE X STARWOOD HOTELS&RESORTS WRLD COM 85590A401 11,001.24 192,363 SH SOLE X STATE STR CORP COM 857477103 15,444.06 247,501 SH SOLE X STATOIL ASA SPONSORED ADR 85771P102 32.16 1,350 SH SOLE X STEEL DYNAMICS INC COM 858119100 16.85 334 SH SOLE X STERICYCLE INC COM 858912108 125.20 1,794 SH SOLE X STERIS CORP COM 859152100 63.47 2,638 SH SOLE X STILLWATER MNG CO COM 86074Q102 6.72 800 SH SOLE X STREETTRACKS GOLD TR GOLD SHS OLD SHS 863307104 886.10 14,900 SH SOLE X STREETTRACKS SER TR KBW CAP MK ETF 86330E778 0.19 3 SH SOLE X STRYKER CORP COM 863667101 11,376.84 229,418 SH SOLE X SUN MICROSYSTEMS COM 866810104 20,997.45 4,241,910 SH SOLE X SUN-TIMES MEDIA GROUP INC COM 86688Q100 12,567.80 1,910,000 SH SOLE X SUNAMERICA FCSED ALPHA GRW F COM 867037103 19.59 1,100 SH SOLE X SUNTRUST BKS INC COM 867914103 5,078.84 65,720 SH SOLE X SUPERVALU INC COM 868536103 6,825.49 230,202 SH SOLE X SWIFT TRANSN CO COM 870756103 26.02 1,097 SH SOLE X SYBASE INC COM 871130100 88.28 3,642 SH SOLE X SYCAMORE NETWORKS INC COM 871206108 9.45 2,500 SH SOLE X SYKES ENTERPRISES INC COM 871237103 31.93 1,569 SH SOLE X SYMANTEC CORP. COM 871503108 9,575.47 449,975 SH SOLE X SYMBOL TECHNOLOGIES INC COM 871508107 4,095.09 275,578 SH SOLE X SYNAPTICS INC COM 87157D109 96.26 3,950 SH SOLE X SYNOVUS FINL CORP COM 87161C105 6,179.42 210,399 SH SOLE X SYSCO CORP. COM 871829107 83,701.83 2,502,297 SH SOLE X TCF FINL CORP COM 872275102 120.57 4,586 SH SOLE X TECO ENERGY INC COM 872375100 909.55 58,118 SH SOLE X THQ INC COM NEW 872443403 111.95 3,838 SH SOLE X TJX COS INC NEW COM 872540109 11,815.35 421,525 SH SOLE X TXU CORP COM 873168108 11,950.32 191,144 SH SOLE X TAIWAN FD INC COM 874036106 20.21 1,200 SH SOLE X TAIWAN SEMCOND.MANUF.ADR'S SPONSORED ADR 874039100 128.31 13,366 SH SOLE X TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 113.35 7,949 SH SOLE X TALBOTS INC COM 874161102 96.57 3,544 SH SOLE X TAM SA SP ADR REP PFD 87484D103 28.36 889 SH SOLE X TARGET CORP COM 87612E106 120,432.18 2,179,768 SH SOLE X TASER INTERNATIONAL INC. COM 87651B104 77.89 10,168 SH SOLE X TECH DATA CORP COM 878237106 48.15 1,318 SH SOLE X TECHNE CORP COM 878377100 81.48 1,602 SH SOLE X TECHNITROL INC COM 878555101 135.58 4,542 SH SOLE X TEKTRONIX INC COM 879131100 2,687.63 92,901 SH SOLE X TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 223.20 10,000 SH SOLE X TELEFLEX INC COM 879369106 46.01 827 SH SOLE X TELEFONICA S.A.ADR'S SPONSORED ADR 879382208 0.26 5 SH SOLE X TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 267,048.24 10,439,728 SH SOLE X TELEPHONE & DATA SYS INC COM 879433100 178.42 4,238 SH SOLE X TELLABS INC. COM 879664100 3,702.50 337,819 SH SOLE X TEMPLETON DRAGON FD INC COM 88018T101 91.98 4,200 SH SOLE X TEMPLETON EMERGING MKTS FD I COM 880191101 279.01 14,600 SH SOLE X TENET HEALTHCARE CORP COM 88033G100 558.31 68,589 SH SOLE X TERADYNE INC. COM 880770102 1,579.09 119,992 SH SOLE X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,412.38 70,765 SH SOLE X TESSERA TECHNOLOGIES INC COM 88164L100 20.42 587 SH SOLE X TEXAS INSTRS INC COM 882508104 52,390.60 1,575,657 SH SOLE X TEXAS REGL BANCSHARES INC CL A VTG 882673106 72.06 1,874 SH SOLE X TEXTRON INC. COM 883203101 11,936.31 136,415 SH SOLE X THERMO ELECTRON CORP COM 883556102 4,585.33 116,586 SH SOLE X THOR INDS INC COM 885160101 59.86 1,454 SH SOLE X 3M CO. COM 88579Y101 119,012.91 1,599,206 SH SOLE X TIDEWATER INC COM 886423102 4,612.38 104,376 SH SOLE X TIFFANY & CO NEW COM 886547108 3,375.34 101,667 SH SOLE X TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 278.50 10,000 SH SOLE X TIMBERLAND CO CL A CL A 887100105 28.71 998 SH SOLE X TIME WARNER INC. COM 887317105 48,720.90 2,672,567 SH SOLE X TIMKEN CO COM 887389104 113.94 3,826 SH SOLE X TOM ONLINE INC ADR REG S 889728200 30.05 2,500 SH SOLE X TOOTSIE ROLL INDS INC COM 890516107 132.57 4,523 SH SOLE X TORCHMARK CORP COM 891027104 4,371.57 69,269 SH SOLE X TORO CO COM 891092108 12,480.21 295,950 SH SOLE X TOWER GROUP INC COM 891777104 63.23 1,896 SH SOLE X TRADESTATION GROUP INC COM 89267P105 58.83 3,904 SH SOLE X TRANSACTION SYS ARCHITECTS COM 893416107 52.44 1,528 SH SOLE X TRAVELZOO INC COM 89421Q106 121.04 4,200 SH SOLE X TREND MICRO INC SPONS ADR NEW 89486M206 168.84 5,800 SH SOLE X TRI CONTL CORP COM 895436103 63.09 3,000 SH SOLE X TRI VY CORP COM 895735108 180.75 25,000 SH SOLE X TRIAD HOSPITALS INC. COM 89579K109 157.45 3,576 SH SOLE X TRIAD GTY INC COM 895925105 97.22 1,900 SH SOLE X TRIBUNE CO NEW COM 896047107 6,684.86 204,305 SH SOLE X TRIMBLE NAVIGATION LTD COM 896239100 119.68 2,542 SH SOLE X TRINITY INDS INC COM 896522109 4,110.39 127,771 SH SOLE X TRINTECH GROUP PLC SPONS ADR NEW 896682200 126.69 39,590 SH SOLE X TRIQUINT SEMICONDUCTOR INC COM 89674K103 121.30 23,327 SH SOLE X TUPPERWARE BRANDS CORP COM 899896104 48.07 2,470 SH SOLE X TURBOCHEF TECHNOLOGIES INC COM NEW 900006206 15.99 1,150 SH SOLE X TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 2,681.71 201,632 SH SOLE X TWEETER HOME ENTMT GROUP INC COM 901167106 9,120.00 2,000,000 SH SOLE X II VI INC COM 902104108 29.65 1,190 SH SOLE X TYCO INTL LTD NEW COM 902124106 32,687.11 1,167,814 SH SOLE X U S GLOBAL INVS INC CL A 902952100 22.68 923 SH SOLE X US BANCORP DEL COM NEW 902973304 162,386.93 4,888,228 SH SOLE X U S G CORP COM NEW 903293405 68.68 1,460 SH SOLE X USEC INC COM 90333E108 1.45 150 SH SOLE X UNDER ARMOUR INC CL A 904311107 60.67 1,516 SH SOLE X UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 1,872.20 25,300 SH SOLE X UNION PACIFIC CORP. COM 907818108 40,654.94 461,988 SH SOLE X UNISOURCE ENERGY CORP COM 909205106 21,997.80 660,000 SH SOLE X UNISYS CORP COM 909214108 1,548.07 273,511 SH SOLE X UNITED INDL CORP COM 910671106 69.02 1,290 SH SOLE X UNITED PARCEL SERVICE INC. -B- CL B 911312106 15,885.07 220,810 SH SOLE X UNITED RENTALS INC COM 911363109 62.54 2,690 SH SOLE X UNITED STATES STL CORP NEW COM 912909108 4,919.99 85,298 SH SOLE X UNITED TECHNOLOGIES COM 913017109 214,744.65 3,389,813 SH SOLE X UNITED THERAPEUTICS CORP DEL COM 91307C102 70.67 1,343 SH SOLE X UNITED HEALTH GROUP INC. COM 91324P102 73,613.24 1,496,204 SH SOLE X UNITRIN INC COM 913275103 73.50 1,664 SH SOLE X UNIVERSAL HLTH SVCS INC CL B CL B 913903100 138.92 2,318 SH SOLE X UNIVISION COMMUNICATIONS INC CL A CL A 914906102 9,438.90 274,866 SH SOLE X UNUMPROVIDENT CORP. COM 91529Y106 4,617.50 238,138 SH SOLE X UTSTARCOM INC. COM 918076100 38.39 4,328 SH SOLE X VCA ANTECH INC COM 918194101 182.75 5,068 SH SOLE X VA SOFTWARE CORP COM 91819B105 0.80 200 SH SOLE X V F CORP COM 918204108 7,037.78 96,474 SH SOLE X VALEANT PHARMACEUTICALS INTL COM 91911X104 74.85 3,784 SH SOLE X VALERO ENERGY CORP NEW COM 91913Y100 85,867.81 1,668,308 SH SOLE X VALMONT INDS INC COM 920253101 37.57 719 SH SOLE X VALSPAR CORP COM 920355104 110.07 4,138 SH SOLE X VALUECLICK INC COM 92046N102 68.60 3,700 SH SOLE X VARIAN INC COM 922206107 57.80 1,260 SH SOLE X VARIAN MEDICAL SYSTEMS INC. COM 92220P105 270.69 5,070 SH SOLE X VECTREN CORP COM 92240G101 83.29 3,102 SH SOLE X VERISIGN INC. COM 92343E102 2,629.86 130,191 SH SOLE X VERITAS DGC INC COM 92343P107 13,585.25 206,400 SH SOLE X VERIZON COMMUNICATIONS INC. COM 92343V104 232,236.08 6,254,675 SH SOLE X VERTEX PHARMACEUTICALS COM 92532F100 286.73 8,521 SH SOLE X VIACOM INC NEW CL B 92553P201 24,447.30 657,539 SH SOLE X VIACELL INC COM 92554J105 8.40 2,000 SH SOLE X VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 1.86 108 SH SOLE X VISHAY INTERTECHNOL.INC. COM 928298108 140.51 10,008 SH SOLE X VISTEON CORP. COM 92839U107 40.75 5,000 SH SOLE X VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 332.20 106,474 SH SOLE X WCI CMNTYS INC COM 92923C104 190.10 10,900 SH SOLE X WGL HLDGS INC COM 92924F106 62.24 1,986 SH SOLE X WPS RESOURCES CORP COM 92931B106 87.15 1,756 SH SOLE X WACHOVIA CORP. COM 929903102 120,880.43 2,166,316 SH SOLE X WADDELL& REED FINANCIAL -A- CL A 930059100 63.83 2,579 SH SOLE X WAL-MART STORES INC. COM 931142103 296,867.68 6,019,215 SH SOLE X WALGREEN CO. COM 931422109 43,395.66 977,600 SH SOLE X WASHINGTON FED INC COM 938824109 79.71 3,552 SH SOLE X WASHINGTON MUTUAL INC. COM 939322103 16,076.77 369,836 SH SOLE X WASHINGTON POST CO CL B CL B 939640108 169.51 230 SH SOLE X WASTE MGMT INC DEL COM 94106L109 21,583.61 588,430 SH SOLE X WATERS CORP COM 941848103 2,942.16 64,977 SH SOLE X WATSON PHARMACEUTICALS INC COM 942683103 3,139.14 119,952 SH SOLE X WEBSTER FINL CORP CONN COM 947890109 100.72 2,138 SH SOLE X WELLCARE HEALTH PLANS INC COM 94946T106 57.08 1,008 SH SOLE X WELLPOINT COM 94973V107 44,790.55 581,318 SH SOLE X WELLS FARGO & CO. COM 949746101 258,800.82 7,153,146 SH SOLE X WENDYS INTL INC COM 950590109 8,727.09 130,255 SH SOLE X WERNER ENTERPRISES INC COM 950755108 38.84 2,076 SH SOLE X WESCO INTL INC COM 95082P105 59.07 1,018 SH SOLE X WEST CORP COM 952355105 23.81 493 SH SOLE X WEST PHARMACEUTICAL SVSC INC COM 955306105 56.31 1,434 SH SOLE X WESTAMERICA BANCORPORATION COM 957090103 64.15 1,270 SH SOLE X WESTAR ENERGY INC COM 95709T100 83.46 3,550 SH SOLE X WESTERN DIGITAL CORP COM 958102105 133.65 7,384 SH SOLE X WESTWOOD ONE INC COM 961815107 20.21 2,854 SH SOLE X WHIRLPOOL CORP COM 963320106 7,106.79 84,494 SH SOLE X WHOLE FOODS MKT INC COM 966837106 6,121.41 103,002 SH SOLE X WILLIAMS COS INC DEL COM 969457100 48,300.23 2,023,470 SH SOLE X WILLIAMS SONOMA INC COM 969904101 149.58 4,618 SH SOLE X WILMINGTON TRUST CORP COM 971807102 124.47 2,794 SH SOLE X WINDSTREAM CORP COM 97381W104 6,725.05 509,860 SH SOLE X WISCONSIN ENERGY CORP COM 976657106 205.43 4,762 SH SOLE X WORLD ACCEP CORP DEL COM 981419104 61.40 1,396 SH SOLE X WORLD FUEL SVCS CORP COM 981475106 57.84 1,430 SH SOLE X WORTHINGTON INDS INC COM 981811102 50.57 2,964 SH SOLE X WRIGLEY (WM.)JR.CO. COM 982526105 6,367.61 138,246 SH SOLE X WYETH COM 983024100 271,388.29 5,338,086 SH SOLE X WYNDHAM WORLDWIDE CORP COM 98310W108 6,085.01 217,555 SH SOLE X XILINX INC. COM 983919101 4,753.60 216,565 SH SOLE X XEROX CORP. COM 984121103 12,490.37 802,723 SH SOLE X YRC WORLDWIDE INC COM 984249102 77.34 2,088 SH SOLE X YAHOO INC. COM 984332106 25,043.20 990,633 SH SOLE X YUM BRANDS INC. COM 988498101 10,598.99 203,631 SH SOLE X ZAPATA CORP COM PAR $ 989070602 0.11 16 SH SOLE X ZEBRA TECHNOLOGIES CORP.-A- CL A 989207105 93.32 2,611 SH SOLE X ZIMMER HOLDINGS INC. COM 98956P102 9,826.65 145,580 SH SOLE X ZIONS UTAH BANCORP COM 989701107 7,945.32 99,553 SH SOLE X ZORAN CORP COM 98975F101 25.73 1,600 SH SOLE X 27,333,729.81
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