13F-HR 1 a2176161z13f-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: 12/31/2006 ----------------------- 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 2/13/2007 ------------------------------- ----------------- ------------- /s/ D. Christian Southwick New York, NY 2/13/2007 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: 1 -------------------- Form 13F Information Table Entry Total: 917 -------------------- Form 13F Information Table Value Total: 30,664,649.12 -------------------- (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. FORM 13F INFORMATION TABLE
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 5,753.12 94,983 SH SOLE X COOPER INDS LTD CL A CL A G24182100 2,635.31 29,142 SH SOLE X INGERSOLL-RAND COMPANY LTD CL A CL A G4776G101 3,872.54 98,966 SH SOLE X PXRE GROUP LTD COM G73018106 6,915.00 1,500,000 SH SOLE X RENAISSANCERE HOLDINGS LTD COM G7496G103 10,500.00 175,000 SH SOLE X SHIP FINANCE INTERNATIONAL L SHS G81075106 9,266.40 390,000 SH SOLE X TRANSOCEAN INC ORD G90078109 3,682.11 45,520 SH SOLE X XL CAP LTD CL A CL A G98255105 2,065.68 28,682 SH SOLE X ACCO BRANDS CORP COM 00081T108 5.82 220 SH SOLE X A D C TELECOMMUNICATIONS COM NEW 000886309 1,209.00 83,207 SH SOLE X AFLAC INC. COM 001055102 8,871.24 192,853 SH SOLE X AGL RES INC COM 001204106 6,614.70 170,000 SH SOLE X AK STL HLDG CORP COM 001547108 292.37 17,300 SH SOLE X AMR CORP COM 001765106 72.85 2,410 SH SOLE X AU OPTRONICS CORP SPONSORED ADR 002255107 17.98 1,302 SH SOLE X AASTROM BIOSCIENCES INC COM 00253U107 30.75 25,000 SH SOLE X ABBOTT LABORATORIES COM 002824100 166,056.77 3,409,090 SH SOLE X ACACIA RESH CORP COMBIMTRX COM 003881208 0.08 104 SH SOLE X ACACIA RESH CORP ACACIA TCH COM 003881307 2.50 187 SH SOLE X ACTIVISION INC NEW COM NEW 004930202 18,144.88 1,052,487 SH SOLE X ACTIVE POWER INC. COM 00504W100 1.31 500 SH SOLE X ACTIVIDENTITY CORP COM COM 00506P103 12.93 2,550 SH SOLE X ADAMS EXPRESS CO COM 006212104 99.86 7,200 SH SOLE X ADAPTEC INC COM 00651F108 9,363.80 2,009,400 SH SOLE X ADESA INC COM 00686U104 67.96 2,449 SH SOLE X ADOBE SYS INC COM 00724F101 1,590.03 38,668 SH SOLE X ADOLOR CORP COM 00724X102 32.34 4,300 SH SOLE X ADVANCE AUTO PARTS INC COM 00751Y106 357.02 10,040 SH SOLE X ADVANCED MICRO DEVICES INC COM 007903107 919.13 45,166 SH SOLE X AETNA INC. COM 00817Y108 23,852.50 552,397 SH SOLE X AFFILIATED COMP. - CLASS A - CL A 008190100 3,404.73 69,712 SH SOLE X AFFYMETRIX INC. COM 00826T108 44.39 1,925 SH SOLE X AGILENT TECHNOLOGIES INC COM 00846U101 10,153.65 291,353 SH SOLE X AIR PRODS & CHEMS INC COM 009158106 7,454.25 106,065 SH SOLE X AIRGAS INC COM 009363102 567.28 14,000 SH SOLE X ALBERTO CULVER CO NEW COM 013078100 25.74 1,200 SH SOLE X ALCOA INC. COM 013817101 828.31 27,601 SH SOLE X ALCATEL-LUCENT SPONSORED ADR 013904305 123.96 8,717 SH SOLE X ALEXION PHARMACEUTICALS INC COM 015351109 5,856.55 145,000 SH SOLE X ALLEGHENY ENERGY INC COM 017361106 5,415.96 117,969 SH SOLE X
ALLERGAN INC COM 018490102 11,234.84 93,827 SH SOLE X ALLIANCE DATA SYSTEMS CORP. COM 018581108 5.31 85 SH SOLE X ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 2,173.39 176,842 SH SOLE X THE*ALLSTATE CORP. COM 020002101 99,916.63 1,534,582 SH SOLE X ALLTEL CORP. COM 020039103 64,010.04 1,058,367 SH SOLE X ALPHARMA INC CL A 020813101 118.09 4,900 SH SOLE X ALTRIA GROUP INC. COM 02209S103 306,012.58 3,565,749 SH SOLE X ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 98.70 4,200 SH SOLE X AMARIN CORP PLC SPONSORED ADR 023111107 1,214.10 532,500 SH SOLE X AMBAC FINL GROUP INC COM 023139108 5,603.84 62,915 SH SOLE X AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 5,564.55 123,055 SH SOLE X AMERICAN AXLE & MFG HLDGS IN COM 024061103 3,038.40 160,000 SH SOLE X AMERICAN ELEC PWR INC COM 025537101 12,055.85 283,134 SH SOLE X AMERICAN EXPRESS CO. COM 025816109 576,112.98 9,495,846 SH SOLE X AMERICAN ITL.GROUP COM 026874107 508,840.82 7,100,765 SH SOLE X AMERICAN ITALIAN PASTA CO CL A 027070101 19.48 2,189 SH SOLE X AMERICAN POW.CONV.CORP. COM 029066107 100.89 3,298 SH SOLE X AMER.SUPERCONDUCTOR CORP. COM 030111108 32.37 3,300 SH SOLE X AMERISOURCEBERGEN CORP. COM 03073E105 4,944.21 109,969 SH SOLE X AMERIGROUP CORP COM 03073T102 21.18 590 SH SOLE X AMERIPRISE FINL INC COM 03076C106 80,987.38 1,486,007 SH SOLE X AMETEK INC. COM 031100100 1,730.38 54,346 SH SOLE X AMGEN INC. COM 031162100 21,367.64 312,804 SH SOLE X AMREP CORP NEW COM 032159105 76.56 625 SH SOLE X ANGLOGOLD LTD.-SP.ADRS 1/2- SPONSORED ADR 035128206 161.80 3,436 SH SOLE X ANHEUSER BUSCH COS.INC. COM 035229103 13,410.30 272,567 SH SOLE X ANNTAYLOR STORES CORP COM 036115103 131.36 4,000 SH SOLE X ANSYS INC COM 03662Q105 0.96 22 SH SOLE X ANTHRACITE CAP INC COM 037023108 275.21 21,619 SH SOLE X APACHE CORP. COM 037411105 130,697.67 1,965,083 SH SOLE X APARTMENT INVT & MGMT CO CL A 03748R101 1,569.40 28,015 SH SOLE X APPLE COMPUTER INC. COM 037833100 190,616.48 2,246,776 SH SOLE X APPLERA CORP. -APPL.BIOSYST.- COM AP BIO GRP 038020103 7,144.57 194,728 SH SOLE X APPLERA CORP COM CE GEN GRP 038020202 115.47 8,254 SH SOLE X AQUA AMERICA INC COM 03836W103 911.20 40,000 SH SOLE X AQUANTIVE INC COM 03839G105 88.78 3,600 SH SOLE X ARAMARK CORP CL B 038521100 4,348.50 130,000 SH SOLE X ARCH COAL INC COM 039380100 73.57 2,450 SH SOLE X ARCHER DANIELS-MIDLAND CO COM 039483102 14,357.26 449,226 SH SOLE X ARES CAP CORP COM 04010L103 11,869.28 621,103 SH SOLE X AROTECH CORP COM NEW 042682203 15.38 5,042 SH SOLE X ARROW ELECTRS INC COM 042735100 249.25 7,900 SH SOLE X ASHLAND INC NEW COM 044209104 48,095.18 695,218 SH SOLE X
ASTRAZENECA PLC SPONSORED ADR 046353108 214.20 4,000 SH SOLE X ASYST TECHNOLOGY CORP COM 04648X107 7.31 1,000 SH SOLE X ATHEROGENICS INC COM 047439104 466.76 47,100 SH SOLE X AUTODESK INC. COM 052769106 422.00 10,430 SH SOLE X AUTOMA.DATA PROCES.INC. -SPLIT- COM 053015103 99,971.89 2,029,886 SH SOLE X AUTOZONE INC. COM 053332102 4,066.21 35,187 SH SOLE X AVANEX CORP COM 05348W109 1.30 686 SH SOLE X AVAYA INC. COM 053499109 4,141.09 296,215 SH SOLE X AVERY DENNISON CORP COM 053611109 3,777.18 55,604 SH SOLE X AVIS BUDGET GROUP COM 053774105 740.50 34,140 SH SOLE X AVON PRODUCTS INC. COM 054303102 6,437.32 194,834 SH SOLE X BP PLC SPONSORED ADR 055622104 23.49 350 SH SOLE X BMC SOFTWARE INC COM 055921100 4,741.51 147,252 SH SOLE X BAIDU COM INC SPON ADR REP A 056752108 114.49 1,016 SH SOLE X BALL CORP COM 058498106 6,698.70 153,640 SH SOLE X BALLY TECHNOLOGIES INC COM 05874B107 50.44 2,700 SH SOLE X BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,031.99 25,576 SH SOLE X BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 275.32 7,616 SH SOLE X BANK OF AMERICA CORP. COM 060505104 712,785.76 13,350,548 SH SOLE X BANK NEW YORK INC COM 064057102 18,614.02 472,797 SH SOLE X BANKRATE INC COM 06646V108 3.87 102 SH SOLE X BANTA CORP COM 066821109 42,224.00 1,160,000 SH SOLE X C.R.*BARD INC. COM 067383109 3,487.89 42,038 SH SOLE X BARNES & NOBLE INC. COM 067774109 3,474.63 87,500 SH SOLE X BARR PHARMACEUTICALS INC COM 068306109 3,987.25 79,554 SH SOLE X BAUSCH & LOMB INC. COM 071707103 1,987.18 38,171 SH SOLE X BAXTER INTERNATIONAL COM 071813109 46,603.16 1,004,595 SH SOLE X BEACON POWER CORP COM 073677106 48.58 49,070 SH SOLE X BECTON,DICKINSON & CO. COM 075887109 59,084.26 842,256 SH SOLE X BEMIS INC COM 081437105 22,130.97 651,294 SH SOLE X BERKLEY W.R. CORP. COM 084423102 759.39 22,005 SH SOLE X BERKSHIRE HATHAWAY INC.CL.A CL A 084670108 549.95 5 SH SOLE X BERKSHIRE HATHAWAY INC. -B- CL B 084670207 3,097.77 845 SH SOLE X BIG LOTS INC COM 089302103 1,693.88 73,904 SH SOLE X BIOMET INC. COM 090613100 8,375.66 202,948 SH SOLE X BIOMARIN PHARMACEUTICAL INC. COM 09061G101 63.92 3,900 SH SOLE X BIOGEN IDEC COM 09062X103 3,078.36 62,581 SH SOLE X BIOTECH HOLDERS TRUST DEP. DEPOSTRY RCPTS 09067D201 13.96 76 SH SOLE X BIOLASE TECHNOLOGY INC. COM 090911108 43.75 5,000 SH SOLE X THE*BLACK & DECKER CORP. COM 091797100 18,445.16 230,651 SH SOLE X BLACK BOX CORP DEL COM 091826107 12.22 291 SH SOLE X BLOCK H & R INC COM 093671105 81,663.74 3,544,433 SH SOLE X BLOCKBUSTER INC CL A 093679108 41,534.25 7,851,465 SH SOLE X
BLOCKBUSTER INC CL B 093679207 837.37 170,892 SH SOLE X BOEING CO. COM 097023105 187,986.15 2,116,008 SH SOLE X BOOKHAM INC. COM 09856E105 31.05 7,629 SH SOLE X BOSTON SCIENTIFIC CORP. COM 101137107 14,364.47 836,116 SH SOLE X BRIGGS & STRATTON CORP COM 109043109 55.17 2,047 SH SOLE X BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q105 1.51 88 SH SOLE X BRINKS CO COM 109696104 6,532.62 102,200 SH SOLE X BRISTOL MYERS SQUIBB CO COM 110122108 90,853.85 3,451,894 SH SOLE X BROADCOM CORP.-A- CL A 111320107 310.43 9,608 SH SOLE X BROADWING CORP COM 11161E101 49.98 3,200 SH SOLE X BROCADE COMMUNICATIONS SYS I COM 111621108 13.18 1,605 SH SOLE X BROOKS AUTOMATION INC COM 114340102 28.80 2,000 SH SOLE X BROWN FORMAN CORP CL B CL B 115637209 5,374.65 81,139 SH SOLE X BRUNSWICK CORP COM 117043109 2,015.86 63,193 SH SOLE X BUILDING MATLS HLDG CORP COM 120113105 8,641.67 350,007 SH SOLE X BURLINGTON NORTH.SANTA FE COM 12189T104 106,688.15 1,445,443 SH SOLE X BUSINESS OBJECTS S A SPONSORED ADR 12328X107 1,771.31 44,900 SH SOLE X CBS CORP NEW CL A 124857103 149.86 4,800 SH SOLE X CBS CORP NEW CL B 124857202 31,438.33 1,008,285 SH SOLE X CB RICHARD ELLIS GROUP INC CL A 12497T101 3,700.51 111,461 SH SOLE X CF INDS HLDGS INC COM 125269100 51.28 2,000 SH SOLE X CIGNA CORP. COM 125509109 21,837.73 165,978 SH SOLE X CIT GROUP INC. NEW COM 125581108 7,452.15 133,623 SH SOLE X CMGI INC COM 125750109 14.16 10,570 SH SOLE X CMS ENERGY CORP COM 125896100 2,638.22 157,977 SH SOLE X CRA INTL INC COM 12618T105 60.26 1,150 SH SOLE X CSX CORP COM 126408103 42,341.39 1,229,782 SH SOLE X CVS CORP. COM 126650100 4,412.80 142,763 SH SOLE X CV THERAPEUTICS INC COM 126667104 4.19 300 SH SOLE X CA INC COM 12673P105 50.03 2,209 SH SOLE X CABLEVISION SYS CORP CL A NY CABLVS 12686C109 18,512.00 650,000 SH SOLE X CABOT MICROELECTRONICS CORP. COM 12709P103 35.13 1,035 SH SOLE X CALLAWAY GOLF CO COM 131193104 7,370.11 511,458 SH SOLE X CAMERON INTERNATIONAL CORP COM 13342B105 229.07 4,318 SH SOLE X CAMPBELL SOUP CO. COM 134429109 13,659.37 351,231 SH SOLE X CAPITAL ONE FINL CORP COM 14040H105 19,259.93 250,715 SH SOLE X CAPSTONE TURBINE CORP. COM 14067D102 0.88 714 SH SOLE X CARDINAL HEALTH INC. COM 14149Y108 18,628.07 289,121 SH SOLE X CAREMARK RX INC. COM 141705103 76,829.68 1,345,293 SH SOLE X CARNIVAL CORP PAIRED CTF 143658300 18,417.24 375,479 SH SOLE X CATERPILLAR INC. COM 149123101 116,163.80 1,894,078 SH SOLE X CBOT HLDGS INC CL A 14984K106 295.37 1,950 SH SOLE X CELL THERAPEUTICS INC COM 150934107 6.10 3,487 SH SOLE X
CEMEX S A SPON ADR 5 ORD 151290889 13,523.27 399,152 SH SOLE X CENTERPOINT ENERGY INC COM 15189T107 3,197.10 192,829 SH SOLE X CENTRAL EUROPE AND RUSSIA FD COM 153436100 112.98 2,100 SH SOLE X CENTURYTEL INC COM 156700106 3,554.93 81,423 SH SOLE X CEPHEID COM 15670R107 4.25 500 SH SOLE X CERADYNE INC COM 156710105 70.63 1,250 SH SOLE X CERNER CORP COM 156782104 24.57 540 SH SOLE X CHECKPOINT SYS INC COM 162825103 20.60 1,020 SH SOLE X CHEMTURA CORP COM 163893100 101.15 10,504 SH SOLE X CHESAPEAKE ENERGY CORP. COM 165167107 71,367.40 2,456,709 SH SOLE X CHEVRONTEXACO CORP. COM 166764100 184,254.05 2,505,835 SH SOLE X CHICAGO MERCAN.EXCHANGE HLDGS. CL A 167760107 34,461.14 67,604 SH SOLE X CHINA FD INC COM 169373107 20.51 600 SH SOLE X CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 565.16 11,189 SH SOLE X CHINA MOBILE LIMITED SPONSORED ADR 16941M109 248.86 5,758 SH SOLE X CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 0.82 15 SH SOLE X CHIQUITA BRANDS INTL INC COM 170032809 79.85 5,000 SH SOLE X THE*CHUBB CORP. COM 171232101 63,973.75 1,209,105 SH SOLE X CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 5,152.25 261,138 SH SOLE X CIENA CORP COM NEW 171779309 3,040.87 109,739 SH SOLE X CINCINNATI FINL CORP COM 172062101 10,245.90 226,129 SH SOLE X CIRCUIT CITY STORE INC COM 172737108 8,353.93 440,144 SH SOLE X CISCO SYSTEM INC. COM 17275R102 271,945.91 9,950,454 SH SOLE X CITIGROUP INC. COM 172967101 1,220,339.04 21,909,139 SH SOLE X CITIZENS COMMUNICATIONS CO.-B- COM 17453B101 3,416.21 237,732 SH SOLE X CITRIX SYS INC COM 177376100 2.92 108 SH SOLE X CLEAR CHANNEL COMMUN.INC. COM 184502102 196,157.45 5,519,343 SH SOLE X THE*CLOROX CO. COM 189054109 3,468.65 54,071 SH SOLE X CLOUGH GLOBAL ALLOCATION FUN COM SHS BEN IN 18913Y103 11.10 500 SH SOLE X CLOUGH GLOBAL EQUITY FD COM 18914C100 52.95 2,500 SH SOLE X COACH INC. COM 189754104 10,793.10 251,236 SH SOLE X THE*COCA COLA CO. COM 191216100 185,457.08 3,843,670 SH SOLE X COCA-COLA ENTERPR.INC. COM 191219104 2,112.57 103,456 SH SOLE X COEUR D ALENE MINES CORP IDA COM 192108108 636.82 128,650 SH SOLE X COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,437.86 44,555 SH SOLE X COLGATE-PALMOLIVE CO. COM 194162103 18,560.58 284,497 SH SOLE X COMCAST CORP NEW CL A SPL 20030N200 62.82 1,500 SH SOLE X COMERICA INC COM 200340107 389,131.31 6,631,413 SH SOLE X COMMERCE BANCORP INC NJ COM * COM 200519106 25,812.24 731,847 SH SOLE X COMMERCIAL METALS CO COM COM 201723103 4,644.00 180,000 SH SOLE X COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 122.33 2,538 SH SOLE X COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 112.34 3,747 SH SOLE X COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 131.25 5,000 SH SOLE X
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 101.58 3,000 SH SOLE X COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 245.76 5,036 SH SOLE X COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 16.84 600 SH SOLE X COMPASS BANCSHARES INC COM 20449H109 5,447.77 91,329 SH SOLE X COMPUTER SCIENCES CORP. COM 205363104 17,265.52 323,506 SH SOLE X COMPUWARE CORP. COM 205638109 1,915.50 229,952 SH SOLE X COMVERSE TECHNOLOGY INC. COM PAR $0.10 205862402 191.36 9,065 SH SOLE X CONAGRA FOODS INC COM 205887102 9,710.25 359,639 SH SOLE X CONOCOPHILLIPS COM 20825C104 263,726.25 3,665,410 SH SOLE X CONSTELLATION BRANDS INC CL A CL A 21036P108 3,478.40 119,862 SH SOLE X CONSTELLATION ENERGY GROUP COM 210371100 15,247.68 221,398 SH SOLE X CONVERGYS CORP. COM 212485106 2,327.02 97,856 SH SOLE X COOPER COS INC COM NEW 216648402 18,039.81 405,389 SH SOLE X COOPER TIRE & RUBR CO COM 216831107 55.77 3,900 SH SOLE X CORINTHIAN COLLEGES COM 218868107 20.43 1,499 SH SOLE X CORN PRODS INTL INC COM 219023108 2,141.48 62,000 SH SOLE X CORNELL COMPANIES INC COM COM 219141108 1.83 100 SH SOLE X CORNING INC. COM 219350105 21,048.64 1,124,994 SH SOLE X CORPORATE EXECUTIVE BRD CO COM 21988R102 416.84 4,753 SH SOLE X CORRECTIONS CORP AMER NEW COM NEW 22025Y407 4.52 100 SH SOLE X CORVEL CORP COM 221006109 64.22 1,350 SH SOLE X COSTCO WHSL CORP NEW COM 22160K105 4,237.11 80,142 SH SOLE X COTHERIX INC COM 22163T103 67.45 5,000 SH SOLE X COUNTRYWIDE FINANCIAL CORP COM 222372104 532,607.29 12,546,697 SH SOLE X COVAD COMMUNICATIONS GROUP I COM 222814204 55.20 40,000 SH SOLE X COVANCE INC COM 222816100 29.46 500 SH SOLE X COVENTRY HEALTH CARE INC. COM 222862104 5,716.81 114,222 SH SOLE X CRANE CO COM 224399105 142.90 3,900 SH SOLE X CUMMINS INC. COM 231021106 3,905.73 33,049 SH SOLE X CYCLACEL PHARMACEUTICALS INC COM 23254L108 3.57 520 SH SOLE X CYTORI THERAPEUTICS INC COM 23283K105 20.46 3,129 SH SOLE X DDI CORP COM 0.0001 NEW COM NEW 233162502 5,040.00 700,000 SH SOLE X DPL INC. COM 233293109 14,945.64 538,000 SH SOLE X DRS TECHNOLOGIES INC COM 23330X100 35.19 668 SH SOLE X DST SYS INC DEL COM 233326107 12.53 200 SH SOLE X DTE ENERGY CO COM 233331107 227,351.90 4,696,383 SH SOLE X DWS GLOBALMODITIES STK F COM 23338Y100 57.95 3,677 SH SOLE X DAKTRONICS INC COM 234264109 55.28 1,500 SH SOLE X DANAHER CORP. COM 235851102 14,794.78 204,235 SH SOLE X DARDEN RESTAURANTS INC. COM 237194105 3,983.98 99,178 SH SOLE X DEERE & CO. COM 244199105 71,328.74 750,276 SH SOLE X DEL MONTE FOODS CO COM 24522P103 8,824.00 800,000 SH SOLE X DELL COM 24702R101 52,419.26 2,089,249 SH SOLE X
DELTA PETE CORP COM NEW 247907207 18.53 800 SH SOLE X DELUXE CORP. COM 248019101 284.76 11,300 SH SOLE X DEVON ENERGY CORP NEW COM 25179M103 12,017.05 179,145 SH SOLE X DEVRY INC DEL COM 251893103 15.99 571 SH SOLE X DIAMOND OFFSHORE DRILLING IN COM 25271C102 88,157.83 1,102,800 SH SOLE X DIGITAL RLTY TR INC COM 253868103 1,540.35 45,000 SH SOLE X DIGITAL RIV INC COM 25388B104 131.22 2,352 SH SOLE X DILLARDS INC CL A CL A 254067101 2,440.98 69,802 SH SOLE X DIODES INC COM 254543101 709.60 20,000 SH SOLE X DIRECTV GROUP INC COM 25459L106 6,954.22 278,838 SH SOLE X THE*WALT DISNEY CO. COM 254687106 1,096,482.46 31,995,403 SH SOLE X DISTRIBUTED ENERGY SYS CORP COM 25475V104 2.16 600 SH SOLE X DOLLAR GEN CORP COM 256669102 3,684.08 229,395 SH SOLE X DOMINION RESOURCES INC. (NEW) COM 25746U109 29,613.96 353,220 SH SOLE X DOMINOS PIZZA INC COM 25754A201 3,500.00 125,000 SH SOLE X DONNELLEY R R & SONS CO COM 257867101 17,003.65 478,437 SH SOLE X DOVER CORP. COM 260003108 5,898.58 120,330 SH SOLE X THE*DOW CHEMICAL CO. COM 260543103 1,332,413.62 33,393,825 SH SOLE X DOW JONES & CO INC COM 260561105 3,060.03 80,527 SH SOLE X DRDGOLD LTD SPONSORED ADR 26152H103 40.50 45,000 SH SOLE X E.I.*DU PONT DE NEMOURS COM 263534109 20,647.78 423,892 SH SOLE X DUKE ENERGY CORP NEW COM 26441C105 11,475.78 345,552 SH SOLE X DUSA PHARMACEUTICALS INC. COM 266898105 2.15 500 SH SOLE X DYNEGY INC. -A- CL A 26816Q101 8,172.86 1,128,848 SH SOLE X EMC CORP.(MASS.) COM 268648102 38,260.40 2,898,515 SH SOLE X ENSCO INTL INC COM 26874Q100 250.30 5,000 SH SOLE X EXCO RESOURCES INC COM 269279402 84.55 5,000 SH SOLE X EAGLE MATERIALS INC COM 26969P108 2.81 65 SH SOLE X EARTHLINK INC COM 270321102 63.90 9,000 SH SOLE X EASTMAN CHEMICAL CO. COM 277432100 504.55 8,507 SH SOLE X EATON CORP. COM 278058102 6,344.60 84,437 SH SOLE X EDISON INTL COM 281020107 23,781.81 522,907 SH SOLE X 8X8 INC NEW COM 282914100 208.70 178,377 SH SOLE X EL PASO CORP COM 28336L109 18,428.73 1,206,069 SH SOLE X ELAN PLC ADR 284131208 5,140.63 348,517 SH SOLE X ELECTRO SCIENTIFIC INDS COM 285229100 36.94 1,834 SH SOLE X ELECTRONIC ARTS INC. COM 285512109 1,504.66 29,878 SH SOLE X ELECTRONIC DATA SYSTEMS CORP. COM 285661104 4,607.99 167,259 SH SOLE X EMBARQ CORP COM 29078E105 25,997.17 494,619 SH SOLE X EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 521.11 12,578 SH SOLE X EMERSON ELECTRIC CO. COM 291011104 24,279.53 550,681 SH SOLE X ENCORE WIRE CORP COM 292562105 30.81 1,400 SH SOLE X ENCYSIVE PHARMACEUTICALS INC COM 29256X107 28.63 6,800 SH SOLE X
ENTERGY CORP NEW COM 29364G103 32,045.29 347,111 SH SOLE X ENTRAVISION COMMUNICATIONS C CL A 29382R107 16.44 2,000 SH SOLE X EQUIFAX INC. COM 294429105 3,377.39 83,187 SH SOLE X EQUITABLE RES INC COM 294549100 33,400.00 800,000 SH SOLE X EQUITY OFFICE PROPERTIES TRU COM 294741103 9,847.44 204,431 SH SOLE X ESCALA GROUP INC COM 29605W107 3.69 480 SH SOLE X EUROPEAN EQUITY FUND COM 298768102 6.10 500 SH SOLE X EVERGREEN SOLAR INC COM 30033R108 18.81 2,485 SH SOLE X EXELON CORP. COM 30161N101 68,426.20 1,105,610 SH SOLE X EXPEDITORS INTL WASH INC COM 302130109 348.66 8,609 SH SOLE X EXPRESS SCRIPTS -A- COM 302182100 14,011.98 195,698 SH SOLE X EXXON MOBIL CORP. COM 30231G102 723,986.22 9,447,817 SH SOLE X FMC TECHNOLOGIES INC COM 30249U101 14,060.88 228,150 SH SOLE X FPL GROUP INC COM 302571104 15,750.56 289,426 SH SOLE X FAMILY DLR STORES INC COM 307000109 3,972.13 135,429 SH SOLE X FEDERAL HOME LN MTG CORP COM 313400301 438,471.79 6,457,611 SH SOLE X FEDERAL NATL MTG ASSN COM 313586109 1,396,725.47 23,517,856 SH SOLE X FEDERATED DEPARTMENT STORES COM 31410H101 121,640.57 3,190,154 SH SOLE X FEDERATED INVS INC PA CL B CL B 314211103 1,349.04 39,936 SH SOLE X FEDEX CORP COM 31428X106 130,905.89 1,205,173 SH SOLE X FIDELITY NATL INFORMATION SV COM 31620M106 2,418.15 60,318 SH SOLE X FIDELITY NATIONAL FINANCIAL CL A 31620R105 43,864.07 1,836,854 SH SOLE X FIFTH THIRD BANCORP COM * COM 316773100 103,228.28 2,522,069 SH SOLE X FIRST AMERN CORP CALIF COM 318522307 331.38 8,146 SH SOLE X FIRST DATA CORP. COM 319963104 118,953.77 4,661,198 SH SOLE X FIRST HORIZON NATIONAL CORP. COM 320517105 959.02 22,954 SH SOLE X FIRSTENERGY CORP COM 337932107 7,670.10 127,199 SH SOLE X FLORIDA ROCK INDS INC COM 341140101 53.86 1,251 SH SOLE X FLUOR CORP NEW COM 343412102 7,971.73 97,633 SH SOLE X FORD MTR CO DEL COM PAR $0.01 345370860 20,278.13 2,700,151 SH SOLE X FOREST LABORATORIES INC. COM 345838106 11,070.52 218,785 SH SOLE X FORTUNE BRANDS INC. COM 349631101 6,846.31 80,177 SH SOLE X FOSSIL INC COM 349882100 22.22 984 SH SOLE X FRANKLIN RESOURCES INC. COM 354613101 2,046.63 18,577 SH SOLE X FREEPORT-MCMORAN COPPER & GO CL B 35671D857 5,456.02 97,901 SH SOLE X FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 2.53 316 SH SOLE X GEO GROUP INC COM 36159R103 3.75 100 SH SOLE X GABELLI DIVD & INCOME TR COM 36242H104 42.92 2,000 SH SOLE X GAMESTOP CORP NEW CL A 36467W109 220.44 4,000 SH SOLE X GANNETT CO.INC. COM 364730101 49,962.33 826,370 SH SOLE X GATEWAY INC. COM 367626108 1,790.01 890,550 SH SOLE X GEN-PROBE INC NEW COM 36866T103 10,474.00 200,000 SH SOLE X GEMSTAR-TV GUIDE INTL INC COM 36866W106 2.01 500 SH SOLE X
GENCORP INC COM 368682100 30.84 2,200 SH SOLE X GENENTECH INC. COM NEW 368710406 687.41 8,473 SH SOLE X GENERAL AMERN INVS INC COM 368802104 155.90 4,200 SH SOLE X GENERAL DYNAMICS CORP. COM 369550108 18,075.08 243,108 SH SOLE X GENERAL ELECTRIC CO. COM 369604103 1,052,513.32 28,285,765 SH SOLE X GENERAL MILLS INC. COM 370334104 7,047.36 122,350 SH SOLE X GENERAL MOTORS CORP. COM 370442105 13,100.30 426,442 SH SOLE X GENEREX BIOTECHNOLOGY CP DEL COM 371485103 24.96 16,000 SH SOLE X GENESEE & WYO INC CL A 371559105 20.99 800 SH SOLE X GENUINE PARTS CO COM 372460105 7,909.71 166,766 SH SOLE X GENWORTH FINL INC COM CL A CL A 37247D106 8,470.94 247,616 SH SOLE X GEOGLOBAL RESOURCES INC COM 37249T109 21.98 2,800 SH SOLE X GERDAU S A SPONSORED ADR 373737105 126.59 7,912 SH SOLE X GETTY IMAGES INC. COM 374276103 102.77 2,400 SH SOLE X GILEAD SCIENCES INC. COM 375558103 291.54 4,490 SH SOLE X GLIMCHER RLTY TR SH BEN INT 379302102 271.37 10,160 SH SOLE X GLOBAL INDS LTD COM 379336100 104.32 8,000 SH SOLE X GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 2,855.53 99,600 SH SOLE X GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 3,955.13 209,488 SH SOLE X GOLDMAN SACHS GROUP INC. COM 38141G104 144,868.24 726,703 SH SOLE X GOODRICH CORP. COM 382388106 5,500.85 120,765 SH SOLE X GOODYEAR TIRE & RUBBER COM 382550101 2,055.30 97,918 SH SOLE X GOOGLE INC CL A CL A 38259P508 39,307.03 85,361 SH SOLE X GRAINGER W W INC COM 384802104 1,784.66 25,517 SH SOLE X GREAT ATLANTIC & PAC TEA INC COM 390064103 17.22 669 SH SOLE X GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,330.28 139,151 SH SOLE X GRUPO SIMEC S A B DE C V ADR 400491106 22.99 1,600 SH SOLE X GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 19,226.99 711,847 SH SOLE X GUESS INC COM 401617105 28.54 450 SH SOLE X GUIDANCE SOFTWARE INC COM 401692108 15.57 1,000 SH SOLE X HDFC BANK LTD ADR REPS 3 SHS 40415F101 102.05 1,352 SH SOLE X HALLIBURTON CO COM 406216101 2,654.50 85,491 SH SOLE X HANESBRANDS INC COM 410345102 24.07 1,019 SH SOLE X HANSEN NAT CORP COM 411310105 183.56 5,450 SH SOLE X HARLEY-DAVIDSON INC. COM 412822108 161,945.77 2,298,081 SH SOLE X HARMAN INTL INDS INC COM 413086109 4,509.24 45,133 SH SOLE X HARMONY GOLD MNG LTD SPONSORED ADR 413216300 958.75 60,873 SH SOLE X HARRAHS ENTERTAINMENT INC. COM 413619107 16,419.01 198,489 SH SOLE X HARRIS CORP DEL COM 413875105 82.55 1,800 SH SOLE X HARTFORD FINL SVCS GROUP INC COM 416515104 76,323.94 817,961 SH SOLE X HEALTH CARE PPTY INVS INC COM 421915109 1,031.59 28,017 SH SOLE X HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 1,777.97 84,224 SH SOLE X HECLA MNG CO COM 422704106 731.36 95,478 SH SOLE X
HEINZ H J CO COM 423074103 25,122.20 558,147 SH SOLE X HELIX ENERGY SOLUTIONS GRP I COM 42330P107 9.82 313 SH SOLE X HERSHEY FOODS CORP. COM 427866108 3,143.72 63,127 SH SOLE X HEWITT ASSOCS INC COM 42822Q100 31.98 1,242 SH SOLE X HEWLETT - PACKARD CO. COM 428236103 516,368.30 12,536,254 SH SOLE X HILLENBRAND INDS INC COM 431573104 518.18 9,102 SH SOLE X HILTON HOTELS CORP. COM 432848109 6,281.48 179,985 SH SOLE X HOME DEPOT INC COM 437076102 242,996.59 6,050,712 SH SOLE X HONDA MOTOR SHS.2 (ADR'S) AMERN SHS 438128308 506.11 12,800 SH SOLE X HONEYWELL INTERNATIONAL INC. COM 438516106 22,230.39 491,388 SH SOLE X HOSPIRA INC COM 441060100 3,729.33 111,058 SH SOLE X HOST HOTELS & RESORTS INC COM 44107P104 80,947.05 3,297,232 SH SOLE X HUMANA INC. COM 444859102 6,905.56 124,852 SH SOLE X HUMAN GENOME SCIENCES INC COM 444903108 114.06 9,169 SH SOLE X HUNTINGTON BANCSHARES INC COM 446150104 6,121.54 257,749 SH SOLE X HUNTSMAN CORP COM 447011107 781.56 41,200 SH SOLE X HUTCHINSON TECHNOLOGY INC COM 448407106 27.27 1,157 SH SOLE X IDT CORP CL B 448947309 42.44 3,245 SH SOLE X ICOS CORP COM 449295104 152.06 4,500 SH SOLE X IMS HEALTH INC. COM 449934108 3,653.03 132,934 SH SOLE X ITT INDUSTRIES INC. COM 450911102 7,365.41 129,627 SH SOLE X ICON PUB LTD CO SPONSORED ADR 45103T107 136.25 3,614 SH SOLE X ICICI BK LTD ADR 45104G104 141.54 3,391 SH SOLE X IDENIX PHARMACEUTICALS INC COM 45166R204 77.34 8,900 SH SOLE X ILLINOIS TOOL WKS INC COM 452308109 311,160.55 6,736,535 SH SOLE X IMATION CORP COM 45245A107 46.43 1,000 SH SOLE X IMCLONE SYSTEMS INC. COM 45245W109 238.16 8,900 SH SOLE X IMMTECH PHARMACEUTICALS INC COM 452519101 0.76 100 SH SOLE X INFOSPACE INC. COM NEW 45678T201 905.78 44,163 SH SOLE X INSITUFORM TECHNOLOGIES INC CL A 457667103 11.40 441 SH SOLE X INTEL CORP. COM 458140100 264,040.48 13,039,036 SH SOLE X INTER TEL INC COM 458372109 93.07 4,200 SH SOLE X INTERMUNE INC COM 45884X103 270.60 8,800 SH SOLE X IBM CORP. COM 459200101 663,913.09 6,833,897 SH SOLE X INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,550.52 76,851 SH SOLE X INTERNATIONAL PAPER CO. COM 460146103 6,881.76 201,811 SH SOLE X INTERNET CAP GROUP INC COM NEW 46059C205 2.31 225 SH SOLE X INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T109 49.11 5,750 SH SOLE X INTERPUBLIC GROUP COS INC COM 460690100 1,868.06 152,619 SH SOLE X INTERWOVEN INC COM NEW 46114T508 176.04 12,000 SH SOLE X INTUIT COM 461202103 91.90 3,012 SH SOLE X INVITROGEN CORP. COM 46185R100 242.21 4,280 SH SOLE X IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 241.95 49,177 SH SOLE X
IOWA TELECOMM SERVICES INC COM 462594201 170.41 8,646 SH SOLE X ISHS MSCI BRA INDX MSCI BRAZIL 464286400 2,550.98 54,450 SH SOLE X ISHS MSCI EMU INDX MSCI EMU INDEX 464286608 178.80 1,730 SH SOLE X ISHARES INC MSCI PAC J IDX 464286665 50.10 400 SH SOLE X ISHARES INC.-UK INDEX SERIES MSCI UTD KINGD 464286699 831.99 35,540 SH SOLE X ISHARES INC.-TAIWAN WEBS INDEX MSCI TAIWAN 464286731 2,939.73 202,600 SH SOLE X ISHARES INC.-KOREA WEBS INDEX MSCI S KOREA 464286772 2,983.27 60,390 SH SOLE X ISHARES INC.-GERMANY WEBS I.S. MSCI GERMAN 464286806 55.15 2,050 SH SOLE X ISHS MSCI MEX INDX MSCI MEXICO 464286822 1,409.38 27,500 SH SOLE X ISHARES INC.-MSCI MAL.FR. MSCI MALAYSIA 464286830 500.50 55,000 SH SOLE X ISHARES INC.-JAPAN WEBS I.S. MSCI JAPAN 464286848 270.27 19,020 SH SOLE X ISHARES INC MSCI HONG KONG 464286871 58.24 3,640 SH SOLE X ISHARES TR DJ SEL DIV INX 464287168 10.96 155 SH SOLE X ISHARES TR FTSE XNHUA IDX 464287184 484.81 4,350 SH SOLE X ISHARES TR - SHS OF S&P500 S&P 500 INDEX 464287200 2,737.05 19,275 SH SOLE X ISHARES TR S&P GBL TELCM 464287275 34.19 540 SH SOLE X ISHARES TR GS NAT RES IDX 464287374 10.16 100 SH SOLE X ISHARES TR 20+ YR TRS BD 464287432 3.54 40 SH SOLE X ISHARES TR MSCI EAFE IDX 464287465 71.76 980 SH SOLE X ISHARES TR DJ US UTILS 464287697 289.74 3,224 SH SOLE X ISHARES TR S&P MIDCP VALU 464287705 15.85 200 SH SOLE X ISHARES TR DJ US REAL EST 464287739 3,459.78 41,509 SH SOLE X ISIS PHARMACEUTICALS INC COM 464330109 8.90 800 SH SOLE X ISONICS CORP COM 464895101 353.71 154,055 SH SOLE X ITRON INC COM 465741106 5.39 104 SH SOLE X JDS UNIPHASE CORP COM PAR $0.001 46612J507 596.21 35,787 SH SOLE X JP MORGAN CHASE & CO. COM 46625H100 996,273.38 20,626,778 SH SOLE X J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 0.65 24 SH SOLE X JABIL CIRCUIT INC COM 466313103 3,220.15 131,167 SH SOLE X JACKSON HEWITT TAX SVCS INC COM 468202106 1,188.95 35,000 SH SOLE X JACUZZI BRANDS INC. COM 469865109 2.18 175 SH SOLE X JAMES RIVER COAL CO COM NEW 470355207 25.06 2,700 SH SOLE X JAPAN EQUITY FD INC COM 471057109 186.56 22,000 SH SOLE X JOHNSON & JOHNSON COM 478160104 624,054.97 9,452,514 SH SOLE X JOHNSON CONTROLS INC. COM 478366107 117,869.18 1,371,848 SH SOLE X JONES APPAREL GROUP INC. COM 480074103 1,561.72 46,716 SH SOLE X JUNIPER NETWORKS INC COM 48203R104 3,219.67 169,993 SH SOLE X K2 INC COM 482732104 42.84 3,248 SH SOLE X KEANE INC COM 486665102 1,431.05 120,155 SH SOLE X KELLOGG CO. COM 487836108 27,130.27 541,955 SH SOLE X KEYCORP NEW COM 493267108 9,851.86 259,055 SH SOLE X KEYSPAN CORP COM 49337W100 5,394.04 130,987 SH SOLE X KIMBERLY-CLARK CORP. COM 494368103 154,777.19 2,277,810 SH SOLE X
KINDRED HEALTHCARE INC COM 494580103 50,500.00 2,000,000 SH SOLE X KINETIC CONCEPTS INC COM NEW 49460W208 13,858.72 350,410 SH SOLE X KING PHARMACEUTICALS COM 495582108 2,496.96 156,844 SH SOLE X KIRBY CORP COM 497266106 34.13 1,000 SH SOLE X KNIGHT CAPITAL GROUP INC CL A 499005106 40.26 2,100 SH SOLE X KOMAG INC COM NEW 500453204 68.18 1,800 SH SOLE X KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 264.50 25,000 SH SOLE X KOOKMIN BK NEW SPONSORED ADR 50049M109 2,064.55 25,602 SH SOLE X KOREA FD COM 500634100 89.87 2,630 SH SOLE X KRAFT FOODS INC CL A 50075N104 149,828.90 4,196,888 SH SOLE X KRISPY KREME DOUGHNUTS INC COM 501014104 72.71 6,550 SH SOLE X LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 102.48 6,800 SH SOLE X LMP CAP & INCOME FD INC COM 50208A102 47.63 2,500 SH SOLE X L-1 IDENTITY SOLUTIONS INC COM 50212A106 142.40 9,412 SH SOLE X LSI LOGIC CORP. COM 502161102 1,995.88 221,764 SH SOLE X L-3 COMMUNICATIONS HLDGS INC. COM 502424104 7,203.92 88,089 SH SOLE X LABORATORY CORP.AMERICA COM NEW 50540R409 6,509.81 88,605 SH SOLE X LABRANCHE & CO INC COM 505447102 35.39 3,600 SH SOLE X LAIDLAW INTL INC COM 50730R102 17,405.96 572,000 SH SOLE X LAS VEGAS SANDS CORP COM 517834107 28.63 320 SH SOLE X LATTICE SEMICONDUCTOR CORP COM 518415104 17.39 2,684 SH SOLE X THE*ESTEE LAUDER COMP.-A- CL A 518439104 6,199.95 151,885 SH SOLE X LAWSON SOFTWARE INC NEW COM 52078P102 0.69 94 SH SOLE X LAZARD GLB TTL RET&INCM FD I COM 52106W103 9.03 400 SH SOLE X LEAR CORP COM 521865105 63,716.70 2,157,694 SH SOLE X LEGGETT & PLATT INC COM 524660107 3,537.08 147,995 SH SOLE X LEGG MASON INC. COM 524901105 12,257.84 128,962 SH SOLE X LEXINGTON CORP PPTYS TR PFD CONV SER C 529043309 9,520.05 200,001 SH SOLE X LEXMARK INTERNATIONAL INC. -A- CL A 529771107 5,112.73 69,846 SH SOLE X LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 38.13 4,600 SH SOLE X LIBERTY GLOBAL INC COM SER C 530555309 11.76 420 SH SOLE X LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 26.94 275 SH SOLE X LIFECELL CORP. COM 531927101 48.28 2,000 SH SOLE X LIGAND PHARMACEUTICALS INC CL B 53220K207 32,850.00 3,000,000 SH SOLE X ELI*LILLY & CO. COM 532457108 140,841.20 2,703,286 SH SOLE X LIMITED BRANDS INC COM 532716107 6,445.26 222,711 SH SOLE X LINCARE HLDGS INC COM 532791100 38.25 960 SH SOLE X LINCOLN NATIONAL CORP. COM 534187109 57,293.90 862,860 SH SOLE X LIVE NATION INC COM 538034109 4.77 213 SH SOLE X LIZ CLAIBORNE INC COM 539320101 3,087.83 71,050 SH SOLE X LOCKHEED MARTIN CORP. COM 539830109 21,171.86 229,954 SH SOLE X LOEW'S CORP. COM 540424108 11,831.68 285,307 SH SOLE X LOEWS CORP CAROLNA GP STK 540424207 252.41 3,900 SH SOLE X
LONGVIEW FIBRE CO COM 543213102 14,920.38 679,744 SH SOLE X LOWE'S COMPANIES INC. COM 548661107 18,151.70 582,719 SH SOLE X M & T BK CORP COM 55261F104 5,524.69 45,225 SH SOLE X MBIA INC COM 55262C100 23,003.67 314,860 SH SOLE X MGIC INVT CORP WIS COM 552848103 3,025.62 48,379 SH SOLE X MRV COMMUNICATIONS INC COM 553477100 10.62 3,000 SH SOLE X MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X108 1,595.36 44,965 SH SOLE X MACQUARIE GLBL INFRA TOTL RE COM 55608D101 27.37 1,000 SH SOLE X MANOR CARE INC NEW COM 564055101 2,464.19 52,519 SH SOLE X MARCHEX INC CL B 56624R108 13.38 1,000 SH SOLE X MARSH & MCLENNAN COS.INC. COM 571748102 6,657.08 217,126 SH SOLE X MARSHALL & ILSLEY CORP COM 571834100 3,360.34 69,847 SH SOLE X MARRIOTT INTERNATIONAL INC.-A- CL A 571903202 14,427.43 302,335 SH SOLE X MARTIN MARIETTA MATLS INC COM 573284106 15,586.50 150,000 SH SOLE X MASCO CORP COM 574599106 114,286.77 3,826,139 SH SOLE X MASSEY ENERGY CORP COM 576206106 16.21 698 SH SOLE X MASTERCARD INC CL A 57636Q104 1.97 20 SH SOLE X MATTEL INC. COM 577081102 31,685.25 1,398,290 SH SOLE X MCCLATCHY CO CL A 579489105 236.81 5,469 SH SOLE X MCCORMICK & CO INC COM NON VTG 579780206 7,234.97 187,629 SH SOLE X MCDATA CORP CL A 580031201 0.69 124 SH SOLE X MCDONALD'S CORP. COM 580135101 75,656.02 1,706,655 SH SOLE X MC GRAW HILL COMP.INC. COM 580645109 83,203.70 1,223,224 SH SOLE X MCKESSON CORP COM 58155Q103 19,488.78 384,394 SH SOLE X MECHANICAL TECHN.INC. COM 583538103 1.13 600 SH SOLE X MECHEL OAO SPONSORED ADR 583840103 2,548.00 100,000 SH SOLE X MEDCOHEALTH SOLUTIONS INC. COM 58405U102 19,433.03 363,642 SH SOLE X MEDTRONIC INC. COM 585055106 365,159.36 6,824,133 SH SOLE X MELLON FINANCIAL CORP. COM 58551A108 9,159.49 217,307 SH SOLE X MERCK & CO.INC. COM 589331107 223,767.76 5,132,288 SH SOLE X MEREDITH CORP. COM 589433101 1,435.69 25,478 SH SOLE X MERIDIAN RESOURCE CORP COM 58977Q109 7.73 2,500 SH SOLE X MERRILL LYNCH & CO. COM 590188108 235,588.99 2,530,494 SH SOLE X METLIFE INC. COM 59156R108 13,467.97 228,232 SH SOLE X THE*MEXICO EQUITY INCOME FUND COM 592834105 50.92 2,000 SH SOLE X THE MEXICO FUND INC. COM 592835102 170.02 4,300 SH SOLE X MICROS SYS INC COM 594901100 25.03 475 SH SOLE X MICROSOFT CORP COM 594918104 430,084.81 14,403,376 SH SOLE X MICROSTRATEGY INC CL A NEW 594972408 2,565.23 22,500 SH SOLE X MID-STATE BANCSHARES COM 595440108 2,729.25 75,000 SH SOLE X MILLENIUM PHARMACEUTIC.INC. COM 599902103 347.45 31,876 SH SOLE X MILLIPORE CORP COM 601073109 2,526.00 37,928 SH SOLE X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 349.07 6,955 SH SOLE X
MOLEX INC. COM 608554101 1,330.14 42,053 SH SOLE X MOLSON COORS BREWING CO CL B 60871R209 670.23 8,768 SH SOLE X MONSANTO CO. COM 61166W101 5,624.39 107,070 SH SOLE X MONSTER WORLDWIDE INC COM 611742107 191.22 4,100 SH SOLE X MOODYS CORP COM 615369105 4,915.07 71,171 SH SOLE X MORGAN STANLEY COM NEW 617446448 288,135.58 3,538,445 SH SOLE X MORGAN STANLEY EMER MKTS FD COM 61744G107 53.66 2,000 SH SOLE X MORGAN STANLEY ASIA PAC FD I COM 61744U106 24.84 1,300 SH SOLE X MOSCOW CABLECOM CORP COM 61945R100 25.39 2,400 SH SOLE X MOTOROLA INC. COM 620076109 168,986.32 8,219,179 SH SOLE X MOVIE GALLERY INC COM 624581104 2,112.00 600,000 SH SOLE X MULTIMEDIA GAMES INC COM 625453105 3,840.00 400,000 SH SOLE X MYLAN LABORAT.INC. COM 628530107 10,004.27 501,216 SH SOLE X NCR CORP. COM 62886E108 5,418.46 126,718 SH SOLE X NRG ENERGY INC COM NEW 629377508 23,524.20 420,000 SH SOLE X NTL INC DEL COM 62941W101 24,492.54 970,386 SH SOLE X NVE CORP COM NEW 629445206 1.54 50 SH SOLE X NVR INC COM 62944T105 3,889.35 6,030 SH SOLE X NATIONAL CITY CORP. COM 635405103 8,771.77 239,928 SH SOLE X NATIONAL SEMICONDUCTOR CORP COM 637640103 23,552.70 1,037,564 SH SOLE X NAVISTAR INTL CORP NEW COM 63934E108 2,961.60 88,591 SH SOLE X NEENAH PAPER INC COM 640079109 2.33 66 SH SOLE X NEKTAR THERAPEUTICS COM 640268108 59.32 3,900 SH SOLE X NETEASE COM INC SPONSORED ADR 64110W102 57.00 3,050 SH SOLE X NETWORK APPLIANCE INC. COM 64120L104 2,213.90 56,362 SH SOLE X NEUROCRINE BIOSCIENCES INC COM 64125C109 30.22 2,900 SH SOLE X NEW GERMANY FD INC COM 644465106 72.35 5,000 SH SOLE X NEW YORK CMNTY BANCORP INC COM 649445103 1.72 107 SH SOLE X NEW YORK TIMES CO CL A CL A 650111107 2,713.00 111,371 SH SOLE X NEWELL RUBBERMAID INC COM 651229106 3,888.77 134,327 SH SOLE X NEWMONT MINING CORP. COM 651639106 105,009.96 2,325,802 SH SOLE X NEWPARK RESOURCES INC. COM PAR $.01NEW 651718504 7.21 1,000 SH SOLE X NEWPORT CORP. COM 651824104 62.85 3,000 SH SOLE X NEWS CORP CL A 65248E104 18,337.37 853,695 SH SOLE X NICOR INC COM 654086107 1,982.07 42,352 SH SOLE X NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 34.63 1,397 SH SOLE X NISOURCE INC COM 65473P105 4,689.06 194,567 SH SOLE X NISSAN MOTORS SPONSORED ADR 654744408 24.27 1,000 SH SOLE X NOKIA CORP SPONSORED ADR 654902204 120.09 5,910 SH SOLE X NORDSTROM INC. COM 655664100 7,976.21 161,658 SH SOLE X NORFOLK & SOUTHERN CORP. COM 655844108 151,109.68 3,004,766 SH SOLE X NOTHERN TRUST CORP. COM 665859104 22,248.59 366,594 SH SOLE X NORTHFIELD LABS INC COM 666135108 220.43 54,159 SH SOLE X
NORTHROP GRUMMAN CORP. COM 666807102 16,208.53 239,417 SH SOLE X NORTHWESTERN CORP COM NEW 668074305 51,336.38 1,451,000 SH SOLE X NOVATEL WIRELESS INC COM NEW 66987M604 241.75 25,000 SH SOLE X NOVARTIS A G SPONSORED ADR 66987V109 24.70 430 SH SOLE X NOVELL INC. COM 670006105 1,327.85 214,169 SH SOLE X NOVELLUS SYSTEMS INC. COM 670008101 2,323.38 67,501 SH SOLE X NOVOGEN LTD. SHS(SPONS.ADRS) SPONSORED ADR 67010F103 15.24 1,500 SH SOLE X NUANCE COMMUNICATIONS INC COM 67020Y100 42.36 3,696 SH SOLE X NUCOR CORP. COM 670346105 19,774.57 361,774 SH SOLE X NUTRI SYS INC NEW COM 67069D108 912.50 14,395 SH SOLE X NUVELO INC COM NEW 67072M301 32.00 8,000 SH SOLE X OM GROUP INC COM 670872100 21.78 481 SH SOLE X NUVEEN INVTS INC CL A CL A 67090F106 124,512.05 2,400,001 SH SOLE X OSI PHARMACEUTICALS INC COM 671040103 17,805.24 509,012 SH SOLE X OCCIDENTAL PETE CORP DEL COM COM 674599105 62,740.59 1,284,878 SH SOLE X OCEANEERING INTL INC COM 675232102 49.63 1,250 SH SOLE X OFFICE DEPOT INC. COM 676220106 7,305.17 191,385 SH SOLE X OFFICEMAX INC DEL COM 67622P101 16,393.83 330,188 SH SOLE X OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 83.80 600 SH SOLE X OMNICARE INC. COM 681904108 7.73 200 SH SOLE X OMNICOM GROUP INC. COM 681919106 105,633.59 1,010,461 SH SOLE X OMNIVISION TECHNOLOGIES INC. COM 682128103 429.63 31,475 SH SOLE X ONYX PHARMACEUTICALS INC COM 683399109 31.74 3,000 SH SOLE X OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 241.51 3,059 SH SOLE X OPENWAVE SYS INC COM NEW 683718308 24.92 2,700 SH SOLE X ORACLE CORP. COM 68389X105 54,140.43 3,158,718 SH SOLE X OREGON STL MLS INC COM 686079104 28.08 450 SH SOLE X ORMAT TECHNOLOGIES INC COM 686688102 44.18 1,200 SH SOLE X OWENS & MINOR INC NEW COM 690732102 2,876.84 92,000 SH SOLE X OXIGENE INC COM 691828107 0.48 100 SH SOLE X PDL BIOPHARMA INC COM 69329Y104 846.16 42,014 SH SOLE X PG&E CORP COM 69331C108 20,090.17 424,470 SH SOLE X PHH CORP COM NEW 693320202 54.71 1,895 SH SOLE X PMC SIERRA INC. COM 69344F106 5,344.35 796,475 SH SOLE X PPL CORP COM 69351T106 95,117.85 2,653,958 SH SOLE X PACCAR INC COM 693718108 50,724.28 781,576 SH SOLE X PACIFIC ETHANOL INC COM 69423U107 78.49 5,100 SH SOLE X PALL CORP COM 696429307 2,529.61 73,216 SH SOLE X PALM INC NEW COM 696643105 212.93 15,112 SH SOLE X PANACOS PHARMACEUTICALS INC COM 69811Q106 176.04 43,900 SH SOLE X PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 658.92 36,566 SH SOLE X PARKER HANNIFIN CORP COM 701094104 4,588.28 59,681 SH SOLE X PARTNERS TR FINL GROUP INC N COM 70213F102 896.28 77,000 SH SOLE X
PATTERSONPANIES INC COM 703395103 474.66 13,367 SH SOLE X PATTERSON UTI ENERGY INC COM 703481101 16,253.89 699,694 SH SOLE X PEABODY ENERGY CORP COM 704549104 17,730.53 438,766 SH SOLE X J.C.*PENNEY CO.INC. COM 708160106 47,750.38 617,249 SH SOLE X PEOPLES ENERGY CORP COM 711030106 1,156.77 25,954 SH SOLE X PEPSI BOTTLING GROUP INC COM 713409100 5,256.83 170,069 SH SOLE X PEPSICO INC. COM 713448108 223,686.12 3,576,117 SH SOLE X PERFICIENT INC COM 71375U101 2.54 155 SH SOLE X PERKINELMER INC COM 714046109 1,861.38 83,733 SH SOLE X PETROCHINA CO LTD SPONSORED ADR 71646E100 168.94 1,200 SH SOLE X PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 14.02 1,150 SH SOLE X PETROLEUM & RES CORP COM 716549100 53.54 1,600 SH SOLE X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 185.52 2,000 SH SOLE X PFIZER INC. COM 717081103 1,072,420.35 41,406,191 SH SOLE X PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 38.48 500 SH SOLE X PHOENIX COS INC NEW COM 71902E109 63,560.02 4,000,001 SH SOLE X PHOTON DYNAMICS INC COM 719364101 12.93 1,106 SH SOLE X PILGRIMS PRIDE CORP COM 721467108 11.36 386 SH SOLE X PINNACLE ENTMT INC COM 723456109 38.18 1,152 SH SOLE X PINNACLE WEST CAP CORP COM 723484101 3,594.38 70,909 SH SOLE X PIONEER NATURAL RESOURCES CO. COM 723787107 86.21 2,172 SH SOLE X PITNEY BOWES INC COM 724479100 6,936.81 150,180 SH SOLE X PLAYTEX PRODS INC COM 72813P100 69.07 4,800 SH SOLE X PLUG POWER INC. COM 72919P103 1.56 400 SH SOLE X PLUM CREEK TIMBER CO INC COM 729251108 4,253.95 106,749 SH SOLE X POLO RALPH LAUREN CORP CL A CL A 731572103 425.27 5,476 SH SOLE X PORTER BANCORP INC COM 736233107 44.20 2,000 SH SOLE X POZEN INC COM 73941U102 28.88 1,700 SH SOLE X PRAXAIR INC. COM 74005P104 45,794.63 771,863 SH SOLE X T.ROWE PRICE GROUP INC. COM 74144T108 3,145.09 71,855 SH SOLE X PRIDE INTL INC DEL COM 74153Q102 2,231.78 74,368 SH SOLE X PRINCIPAL FINANCIAL GROUP IN COM 74251V102 8,521.48 145,170 SH SOLE X PRIVATE MEDIA GROUP INC. COM 74266R104 3.22 800 SH SOLE X PROCTER & GAMBLE CO. COM 742718109 484,145.40 7,532,992 SH SOLE X PROGRESSIVE CORP. COM 743315103 64,994.01 2,683,485 SH SOLE X PRUDENTIAL FINANCIAL INC. COM 744320102 18,686.14 217,635 SH SOLE X PT INDOSAT TBK SPONSORED ADR 744383100 34.85 905 SH SOLE X PUBLIC SVC ENTERPRISE GROUP COM 744573106 33,807.07 509,296 SH SOLE X PULTE HOMES INC COM 745867101 13,291.55 401,315 SH SOLE X QLOGIC CORP COM 747277101 2,433.58 111,021 SH SOLE X QUALCOMM INC. COM 747525103 117,763.99 3,116,274 SH SOLE X QUALITY SYS INC COM 747582104 2.83 76 SH SOLE X QUEST DIAGNOSTICS INC. COM 74834L100 6,243.24 117,797 SH SOLE X
QUESTAR CORP. COM 748356102 5,089.47 61,282 SH SOLE X QWEST COMM.INT.INC COM 749121109 5,731.98 684,824 SH SOLE X RAIT FINANCIAL TRUST COM 749227104 37.93 1,100 SH SOLE X RTI INTL METALS INC COM 74973W107 39.11 500 SH SOLE X RACKABLE SYS INC COM 750077109 6.19 200 SH SOLE X RADIO ONE INC CL A 75040P108 9.45 1,400 SH SOLE X RADIOSHACK CORP. COM 750438103 1,942.22 115,746 SH SOLE X RAMCO-GERSHENSON PPTYS TR PFD CV C 7.95% 751452509 8,968.04 236,001 SH SOLE X RANDGOLD RES LTD ADR 752344309 554.99 23,657 SH SOLE X RAYONIER INC COM 754907103 15,725.02 383,070 SH SOLE X RAYTHEON CO. COM NEW 755111507 21,805.08 412,975 SH SOLE X REALOGY CORP COM 75605E100 6,242.31 205,881 SH SOLE X REALNETWORKS INC COM 75605L104 10.94 1,000 SH SOLE X RECKSON ASSOCS RLTY CORP COM 75621K106 100,295.01 2,199,452 SH SOLE X RED HAT INC COM 756577102 59.82 2,601 SH SOLE X REDBACK NETWORKS INC COM NEW 757209507 12.47 500 SH SOLE X REDDY ICE HLDGS INC COM 75734R105 550.15 21,307 SH SOLE X REGAL ENTMT GROUP CL A 758766109 49,036.00 2,300,000 SH SOLE X REGIONS FINANCIAL CORP NEW COM 7591EP100 16,874.62 451,193 SH SOLE X RELIANCE STEEL & ALUMINUM CO COM 759509102 5,970.40 151,610 SH SOLE X RELIANT ENERGY INC COM 75952B105 6.17 434 SH SOLE X REPUBLIC PROPERTY TR COM 760737106 9,571.20 829,393 SH SOLE X RETAIL HOLDRS TR DEP RCPT 76127U101 9,835.65 99,000 SH SOLE X RIVERBED TECHNOLOGY INC COM 768573107 150.43 4,900 SH SOLE X ROBERT HALF INTERNATIONAL INC. COM 770323103 3,782.05 101,887 SH SOLE X ROCKWELL AUTOMATION INC. COM 773903109 3,971.30 65,018 SH SOLE X ROCKWELL COLLINS INC. COM 774341101 6,057.36 95,708 SH SOLE X ROFIN SINAR TECHNOLOGIES INC COM 775043102 1,244.87 20,590 SH SOLE X ROGERS CORP COM 775133101 10.47 177 SH SOLE X ROPER INDUSTRIES INC. COM 776696106 540.28 10,754 SH SOLE X ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 64.47 1,417 SH SOLE X ROYAL DUTCH SHELL PLC SPON ADRB 780259107 367.85 5,170 SH SOLE X ROYAL DUTCH SHELL PLC SPONS ADRA 780259206 14.16 200 SH SOLE X RYDER SYS INC COM 783549108 2,060.48 40,354 SH SOLE X SCM MICROSYSTEMS INC COM 784018103 12.20 3,922 SH SOLE X SK TELECOM LTD SPONSORED ADR 78440P108 1,760.92 66,500 SH SOLE X SLM CORP COM 78442P106 47,261.06 969,060 SH SOLE X SPDR TR UNIT SER 1 78462F103 3,726.16 26,311 SH SOLE X SPX CORP COM 784635104 638.33 10,437 SH SOLE X SABRE HLDGS CORP CL A CL A 785905100 2,969.37 93,113 SH SOLE X SAFECO CORP. COM 786429100 7,732.68 123,624 SH SOLE X SAFEWAY INC COM 786514208 2,787.82 80,666 SH SOLE X ST.JUDE MEDICAL INC. COM 790849103 4,816.23 131,735 SH SOLE X
ST.PAUL COMPANIES INC. COM 792860108 130,889.83 2,437,881 SH SOLE X SAKS INC COM 79377W108 60.96 3,421 SH SOLE X SALESFORCE COM INC COM 79466L302 60.00 1,646 SH SOLE X SALLY BEAUTY HLDGS INC COM 79546E104 9.36 1,200 SH SOLE X SANDISK CORP. COM 80004C101 6,069.21 141,046 SH SOLE X SANMINA-SCI CORP. COM 800907107 846.73 245,428 SH SOLE X SARA LEE CORP. COM 803111103 31,511.77 1,850,368 SH SOLE X SATYAM COMPUTER SERVICES LTD ADR 804098101 124.66 5,192 SH SOLE X SAVVIS INC COM NEW 805423308 110.70 3,100 SH SOLE X SCANA CORP NEW COM 80589M102 1,038.21 25,559 SH SOLE X SCANSOURCE INC COM 806037107 38.85 1,278 SH SOLE X SCHERING-PLOUGH CORP. COM 806605101 23,767.44 1,005,391 SH SOLE X SCHWAB CHARLES CORP NEW COM 808513105 765.83 39,598 SH SOLE X SCRIPPS E W CO OHIO CL A CL A 811054204 2,884.48 57,759 SH SOLE X SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 44.78 1,337 SH SOLE X SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 43.39 1,661 SH SOLE X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 782.42 21,296 SH SOLE X SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 1.16 50 SH SOLE X SELECT COMFORT CORP COM 81616X103 88.25 5,075 SH SOLE X SEMPRA ENERGY COM 816851109 51,897.24 926,075 SH SOLE X SERVICE CORP INTL COM 817565104 66.29 6,467 SH SOLE X SERVICEMASTER CO COM 81760N109 21.85 1,667 SH SOLE X SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 13.00 600 SH SOLE X SHERWIN-WILLIAMS CO. COM 824348106 9,020.03 141,869 SH SOLE X SIGMATEL INC COM 82661W107 46.11 10,528 SH SOLE X SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 63,085.00 775,000 SH SOLE X SIX FLAGS INC COM 83001P109 11.17 2,131 SH SOLE X SMITH INTL INC COM 832110100 13,924.09 339,033 SH SOLE X SNAP ON INC COM 833034101 1,926.70 40,443 SH SOLE X SOHU INC COM 83408W103 108.43 4,518 SH SOLE X SOLEKTRON CORP. COM 834182107 1,143.14 355,012 SH SOLE X SONOCO PRODS CO COM 835495102 37.15 976 SH SOLE X SONY CORP ADR NEW 835699307 231.28 5,400 SH SOLE X SOTHEBYS COM 835898107 47.31 1,525 SH SOLE X THE*SOUTHERN CO. COM 842587107 34,489.53 935,690 SH SOLE X SOUTHERN COPPER CORP COM 84265V105 53.89 1,000 SH SOLE X SOUTHWEST AIRLINES CO. COM 844741108 25,903.87 1,690,853 SH SOLE X SOUTHWEST WTR CO COM 845331107 4,128.00 300,000 SH SOLE X SOUTHWESTERN ENERGY CO COM 845467109 105.15 3,000 SH SOLE X SOVEREIGN BANCORP.INC. COM 845905108 1,295.98 51,043 SH SOLE X SPECTRUM BRANDS INC COM 84762L105 5.45 500 SH SOLE X SPRINT NEXTEL CORP COM FON 852061100 196,964.29 10,426,908 SH SOLE X STANLEY WKS COM 854616109 2,691.82 53,526 SH SOLE X
STAPLES INC. COM 855030102 3,733.11 139,817 SH SOLE X STARWOOD HOTELS&RESORTS WRLD COM 85590A401 15,434.25 246,948 SH SOLE X STATE STR CORP COM 857477103 18,984.49 281,502 SH SOLE X STATOIL ASA SPONSORED ADR 85771P102 39.48 1,500 SH SOLE X STILLWATER MNG CO COM 86074Q102 340.98 27,300 SH SOLE X STREETTRACKS GOLD TR GOLD SHS OLD SHS 863307104 974.70 15,420 SH SOLE X STREETTRACKS SER TR KBW REGION BKG 86330E554 5,012.05 100,001 SH SOLE X STREETTRACKS SER TR KBW CAP MK ETF 86330E778 100,515.20 1,500,003 SH SOLE X STRYKER CORP COM 863667101 13,059.36 236,969 SH SOLE X SULPHCO INC COM 865378103 125.08 26,500 SH SOLE X SUN MICROSYSTEMS COM 866810104 10,874.25 2,006,320 SH SOLE X SUN-TIMES MEDIA GROUP INC COM 86688Q100 9,363.37 1,907,000 SH SOLE X SUNAMERICA FCSED ALPHA GRW F COM 867037103 41.45 2,100 SH SOLE X SUNPOWER CORP COM CL A 867652109 29.74 800 SH SOLE X SUNTRUST BKS INC COM 867914103 14,296.03 169,284 SH SOLE X SUPERVALU INC COM 868536103 61,822.12 1,729,290 SH SOLE X SWISS HELVETIA FD INC COM 870875101 19.10 1,000 SH SOLE X SYCAMORE NETWORKS INC COM 871206108 9.40 2,500 SH SOLE X SYMANTEC CORP. COM 871503108 2,626.39 125,966 SH SOLE X SYMBOL TECHNOLOGIES INC COM 871508107 2,644.62 177,016 SH SOLE X SYNOVUS FINL CORP COM 87161C105 3,049.30 98,907 SH SOLE X SYSCO CORP. COM 871829107 131,955.31 3,589,644 SH SOLE X TECO ENERGY INC COM 872375100 1,870.73 108,574 SH SOLE X TJX COS INC NEW COM 872540109 7,148.88 250,662 SH SOLE X TXU CORP COM 873168108 63,163.05 1,165,155 SH SOLE X TAIWAN FD INC COM 874036106 51.80 2,800 SH SOLE X TAIWAN GREATER CHINA FD SH BEN INT 874037104 40.32 6,100 SH SOLE X TAIWAN SEMCOND.MANUF.ADR'S SPONSORED ADR 874039100 2,776.03 253,983 SH SOLE X TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 62.16 3,500 SH SOLE X TARGET CORP COM 87612E106 68,159.23 1,194,728 SH SOLE X TASER INTERNATIONAL INC. COM 87651B104 93.17 12,243 SH SOLE X TECHNICAL OLYMPIC USA INC COM 878483106 203.40 20,000 SH SOLE X TECHNITROL INC COM 878555101 35.84 1,500 SH SOLE X TEKTRONIX INC COM 879131100 1,797.81 61,632 SH SOLE X TELEFONICA S.A.ADR'S SPONSORED ADR 879382208 21.23 333 SH SOLE X TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 9,576.72 338,879 SH SOLE X TELLABS INC. COM 879664100 2,099.85 204,664 SH SOLE X TEMPLETON DRAGON FD INC COM 88018T101 21.01 800 SH SOLE X TEMPLETON EMERGING MKTS FD I COM 880191101 27.48 1,500 SH SOLE X TEMPLETON RUS AND EAST EUR F COM 88022F105 1,309.50 15,000 SH SOLE X TENARIS S A SPONSORED ADR 88031M109 1,197.36 24,000 SH SOLE X TENET HEALTHCARE CORP COM 88033G100 1,268.80 182,037 SH SOLE X TERADYNE INC. COM 880770102 1,559.55 104,248 SH SOLE X
TEREX CORP NEW COM 880779103 4,472.68 69,258 SH SOLE X TESSERA TECHNOLOGIES INC COM 88164L100 23.68 587 SH SOLE X TEXAS INDS INC COM 882491103 149.66 2,330 SH SOLE X TEXAS INSTRS INC COM 882508104 41,118.94 1,427,741 SH SOLE X THE THAI FUND INC. COM NEW 882904105 385.00 35,000 SH SOLE X TEXTRON INC. COM 883203101 18,780.44 200,282 SH SOLE X THERMO ELECTRON CORP COM 883556102 30,743.80 678,821 SH SOLE X 3COM CORP COM 885535104 49.28 11,991 SH SOLE X 3M CO. COM 88579Y101 80,063.10 1,027,372 SH SOLE X THRESHOLD PHARMACEUTICAL INC COM 885807107 12.95 3,500 SH SOLE X TIBCO SOFTWARE INC. COM 88632Q103 72.88 7,720 SH SOLE X TIFFANY & CO NEW COM 886547108 28,388.14 723,449 SH SOLE X TIMBERLAND CO CL A CL A 887100105 13.01 412 SH SOLE X TIME WARNER INC. COM 887317105 56,528.84 2,595,447 SH SOLE X TITANIUM METALS CORP COM NEW 888339207 171.16 5,800 SH SOLE X TODCO COM 88889T107 963.59 28,200 SH SOLE X TOM ONLINE INC ADR REG S 889728200 38.70 2,500 SH SOLE X TOOTSIE ROLL INDS INC COM 890516107 0.03 1 SH SOLE X TORCHMARK CORP COM 891027104 6,585.77 103,290 SH SOLE X TOTAL SYS SVCS INC COM 891906109 24.38 924 SH SOLE X TOYOTA MOTOR CORP SP ADR REP2COM 892331307 14.10 105 SH SOLE X TRAMMELL CROW CO COM 89288R106 10.94 221 SH SOLE X TRAVELZOO INC COM 89421Q106 137.77 4,600 SH SOLE X TREND MICRO INC SPONS ADR NEW 89486M206 170.52 5,800 SH SOLE X TRI CONTL CORP COM 895436103 109.66 4,900 SH SOLE X TRI VY CORP COM 895735108 47.45 5,000 SH SOLE X TRIBUNE CO NEW COM 896047107 4,079.70 132,544 SH SOLE X TRINTECH GROUP PLC SPONS ADR NEW 896682200 182.11 39,590 SH SOLE X TURBOCHEF TECHNOLOGIES INC COM NEW 900006206 1,753.91 103,050 SH SOLE X TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 30.21 2,258 SH SOLE X TYCO INTL LTD NEW COM 902124106 21,893.11 720,168 SH SOLE X UST INC COM 902911106 4,264.14 73,267 SH SOLE X US BANCORP DEL COM NEW 902973304 146,094.94 4,036,887 SH SOLE X U S G CORP COM NEW 903293405 80.01 1,460 SH SOLE X USEC INC COM 90333E108 16.54 1,300 SH SOLE X UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 415.62 4,471 SH SOLE X UNION PACIFIC CORP. COM 907818108 35,436.90 385,100 SH SOLE X UNISYS CORP COM 909214108 1,209.35 154,254 SH SOLE X UNITED INDL CORP COM 910671106 65.47 1,290 SH SOLE X UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 0.00 1 SH SOLE X UNITED PARCEL SERVICE INC. -B- CL B 911312106 47,379.41 631,894 SH SOLE X UNITED RENTALS INC COM 911363109 61.03 2,400 SH SOLE X UNITED STATES STL CORP NEW COM 912909108 1,114.73 15,241 SH SOLE X
UNITED TECHNOLOGIES COM 913017109 203,088.91 3,248,383 SH SOLE X UNITED THERAPEUTICS CORP DEL COM 91307C102 121.95 2,243 SH SOLE X UNITED HEALTH GROUP INC. COM 91324P102 26,406.95 491,475 SH SOLE X UNIVISION COMMUNICATIONS INC CL A CL A 914906102 7,215.55 203,714 SH SOLE X UNUMPROVIDENT CORP. COM 91529Y106 3,990.13 192,018 SH SOLE X URBAN OUTFITTERS INC COM 917047102 101.33 4,400 SH SOLE X V F CORP COM 918204108 22,736.57 277,005 SH SOLE X VALASSIS COMMUNICATIONS INC COM COM 918866104 20.20 1,393 SH SOLE X VALERO ENERGY CORP NEW COM 91913Y100 58,532.97 1,144,116 SH SOLE X VARIAN MEDICAL SYSTEMS INC. COM 92220P105 94.28 1,982 SH SOLE X VERISIGN INC. COM 92343E102 509.09 21,168 SH SOLE X VERITAS DGC INC COM 92343P107 34,825.72 406,700 SH SOLE X VERIZON COMMUNICATIONS INC. COM 92343V104 194,152.01 5,213,534 SH SOLE X VERTICALNET INC COM PAR $0.01 92532L305 0.00 1 SH SOLE X VIACOM INC NEW CL B 92553P201 24,524.74 597,727 SH SOLE X VIACELL INC COM 92554J105 9.44 2,000 SH SOLE X VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 3.84 200 SH SOLE X VIGNETTE CORP COM NEW ADDED COM NEW 926734401 1.28 75 SH SOLE X VIROPHARMA INC COM 928241108 21.96 1,500 SH SOLE X VISHAY INTERTECHNOL.INC. COM 928298108 40.89 3,020 SH SOLE X VISTEON CORP. COM 92839U107 45.61 5,379 SH SOLE X VITAL SIGNS INC COM 928469105 545.53 10,928 SH SOLE X VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 26.54 6,474 SH SOLE X WCI CMNTYS INC COM 92923C104 34,522.08 1,799,900 SH SOLE X W-H ENERGY SVCS INC COM 92925E108 111.99 2,300 SH SOLE X WPS RESOURCES CORP COM 92931B106 13,507.50 250,000 SH SOLE X WACHOVIA CORP. COM 929903102 103,302.74 1,813,920 SH SOLE X WAL-MART STORES INC. COM 931142103 541,177.28 11,718,867 SH SOLE X WALGREEN CO. COM 931422109 15,553.50 338,930 SH SOLE X WASHINGTON MUTUAL INC. COM 939322103 7,263.84 159,680 SH SOLE X WASTE MGMT INC DEL COM 94106L109 35,451.46 964,141 SH SOLE X WATERS CORP COM 941848103 3,529.41 72,073 SH SOLE X WATSCO INC COM 942622200 23.82 505 SH SOLE X WATSON PHARMACEUTICALS INC COM 942683103 2,050.98 78,793 SH SOLE X WATTS WATER TECHNOLOGIES INC CL A 942749102 5.14 125 SH SOLE X WELLCARE HEALTH PLANS INC COM 94946T106 27.56 400 SH SOLE X WELLPOINT COM 94973V107 31,830.50 404,505 SH SOLE X WELLS FARGO & CO. COM 949746101 185,143.10 5,206,499 SH SOLE X WENDYS INTL INC COM 950590109 2,199.19 66,461 SH SOLE X WESTERN DIGITAL CORP COM 958102105 973.90 47,600 SH SOLE X WESTERN UN CO COM 959802109 17,306.94 771,942 SH SOLE X WHIRLPOOL CORP COM 963320106 3,045.59 36,685 SH SOLE X WHOLE FOODS MKT INC COM 966837106 1,043.44 22,234 SH SOLE X
WILLIAMS COS INC DEL COM 969457100 80,503.67 3,082,070 SH SOLE X WIND RIVER SYSTEMS INC COM 973149107 8.00 780 SH SOLE X WINDSTREAM CORP COM 97381W104 4,902.40 344,754 SH SOLE X WORTHINGTON INDS INC COM 981811102 31.90 1,800 SH SOLE X WRIGHT MEDICAL GROUP INC COM 98235T107 12.80 550 SH SOLE X WRIGLEY (WM.)JR.CO. COM 982526105 3,934.65 76,076 SH SOLE X WYETH COM 983024100 214,703.82 4,216,493 SH SOLE X WYNDHAM WORLDWIDE CORP COM 98310W108 6,543.83 204,367 SH SOLE X WYNN RESORTS LTD COM 983134107 10,027.31 106,844 SH SOLE X XTO ENERGY INC COM 98385X106 3,002.50 63,815 SH SOLE X XEROX CORP. COM 984121103 5,571.45 328,699 SH SOLE X YAHOO INC. COM 984332106 18,867.88 738,758 SH SOLE X YUM BRANDS INC. COM 988498101 5,318.05 90,443 SH SOLE X ZALE CORP NEW COM 988858106 30.47 1,080 SH SOLE X ZIMMER HOLDINGS INC. COM 98956P102 7,017.20 89,528 SH SOLE X ZIONS UTAH BANCORP COM 989701107 6,066.43 73,586 SH SOLE X ZORAN CORP COM 98975F101 23.33 1,600 SH SOLE X