13F-HR 1 a2178017z13f-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: 3/31/2007 ----------------------- 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 5/15/2007 ------------------------------- ----------------- ------------- /s/ D. Christian Southwick New York, NY 5/15/2007 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: 0 -------------------- Form 13F Information Table Entry Total: 1197 -------------------- Form 13F Information Table Value Total: 12,414,770.00 -------------------- (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 -------------- -------------- ----- ---------- ------- --- ---- ---------- -------- ---- ------ ---- ACCO BRANDS CORP COM 00081T108 1.35 56 SH SOLE X A D C TELECOMMUNICATIONS COM NEW 000886309 629.62 37,612 SH SOLE X ABN AMRO HLDG NV SPONSORED ADR 000937102 21.51 500 SH SOLE X AFLAC INC. COM 001055102 4,465.57 94,891 SH SOLE X AGCO CORP COM 001084102 103.00 2,786 SH SOLE X AGL RES INC COM 001204106 3,721.72 87,119 SH SOLE X AMR CORP COM 001765106 201.27 6,610 SH SOLE X AT&T INC COM 00206R102 54,684.36 1,386,872 SH SOLE X AU OPTRONICS CORP SPONSORED ADR 002255107 17.19 1,202 SH SOLE X ABBOTT LABORATORIES COM 002824100 27,639.47 495,331 SH SOLE X ABERCROMBIE & FITCH CO CL A 002896207 1,982.89 26,201 SH SOLE X ACACIA RESH CORP COMBIMTRX COM 003881208 0.06 104 SH SOLE X ACADIA RLTY TR SH BEN INT 004239109 166.20 6,375 SH SOLE X ACCELRYS INC COM 00430U103 42.67 6,688 SH SOLE X ACCREDITED HOME LENDRS HLDG COM 00437P107 84.36 9,100 SH SOLE X ACTIVE POWER INC. COM 00504W100 0.97 500 SH SOLE X ACTIVIDENTITY CORP COM COM 00506P103 12.88 2,550 SH SOLE X ADAMS EXPRESS CO COM 006212104 77.11 5,500 SH SOLE X ADAPTEC INC COM 00651F108 1,214.02 313,700 SH SOLE X ADESA INC COM 00686U104 68.85 2,492 SH SOLE X ADOBE SYS INC COM 00724F101 1,253.96 30,071 SH SOLE X ADOLOR CORP COM 00724X102 125.76 14,373 SH SOLE X ADVANCE AUTO PARTS INC COM 00751Y106 143,275.08 3,716,604 SH SOLE X ADVANCED MAGNETICS INC COM 00753P103 67.50 1,120 SH SOLE X ADVANCED MICRO DEVICES INC COM 007903107 673.54 51,573 SH SOLE X AETNA INC. COM 00817Y108 11,047.47 252,283 SH SOLE X AFFILIATED COMP. - CLASS A - CL A 008190100 1,848.07 31,387 SH SOLE X AFFYMETRIX INC. COM 00826T108 39.84 1,325 SH SOLE X AGILENT TECHNOLOGIES INC COM 00846U101 4,218.46 125,214 SH SOLE X AIRGAS INC COM 009363102 48.26 1,145 SH SOLE X AIRTRAN HLDGS INC COM 00949P108 193.03 18,796 SH SOLE X AKORN INC COM 009728106 33.75 5,000 SH SOLE X ALASKA AIR GROUP INC COM 011659109 138.15 3,626 SH SOLE X ALBEMARLE CORP COM 012653101 93.22 2,255 SH SOLE X ALBERTO CULVER CO NEW COM 013078100 73.83 3,227 SH SOLE X ALCATEL-LUCENT SPONSORED ADR 013904305 345.11 29,197 SH SOLE X ALEXANDER & BALDWIN INC COM 014482103 100.88 2,000 SH SOLE X ALESCO FINL INC COM 014485106 8,710.00 1,000,000 SH SOLE X ALLEGHENY ENERGY INC COM 017361106 2,528.45 51,454 SH SOLE X ALLERGAN INC COM 018490102 5,096.28 45,987 SH SOLE X ALLIANCE DATA SYSTEMS CORP. COM 018581108 5.24 85 SH SOLE X ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1,153.58 91,627 SH SOLE X ALLOS THERAPEUTICS INC COM 019777101 3.58 600 SH SOLE X THE*ALLSTATE CORP. COM 020002101 6,599.63 109,884 SH SOLE X ALLTEL CORP. COM 020039103 7,445.46 120,088 SH SOLE X ALPHARMA INC CL A 020813101 117.99 4,900 SH SOLE X ALTRIA GROUP INC. COM 02209S103 689,254.94 7,849,390 SH SOLE X ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 25.99 1,000 SH SOLE X AMARIN CORP PLC SPONSORED ADR 023111107 2,913.41 1,266,700 SH SOLE X AMBAC FINL GROUP INC COM 023139108 1,452.82 16,817 SH SOLE X AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 3,335.98 69,805 SH SOLE X AMERICAN AXLE & MFG HLDGS IN COM 024061103 95.73 3,500 SH SOLE X AMERICAN CAMPUS CMNTYS INC COM 024835100 120.71 3,985 SH SOLE X AMERICAN ELEC PWR INC COM 025537101 62,901.20 1,290,281 SH SOLE X AMERICAN EAGLE OUTFITTERS NE COM 02553E106 34.49 1,150 SH SOLE X AMERICAN EXPRESS CO. COM 025816109 174,998.48 3,102,810 SH SOLE X AMERICAN FINL GROUP INC OHIO COM 025932104 121.11 3,558 SH SOLE X AMERICAN GREETINGS CORP CL A 026375105 143.23 6,171 SH SOLE X AMERICAN HOME MTG INVT CORP COM 02660R107 40.49 1,500 SH SOLE X AMERICAN ITL.GROUP COM 026874107 42,095.38 626,233 SH SOLE X AMERICAN LD LEASE INC COM 027118108 45.75 1,830 SH SOLE X AMERICAN STD COS INC DEL COM 029712106 74,079.65 1,397,202 SH SOLE X AMER.SUPERCONDUCTOR CORP. COM 030111108 44.45 3,300 SH SOLE X AMERICREDIT CORP COM 03060R101 142.46 6,232 SH SOLE X AMERISOURCEBERGEN CORP. COM 03073E105 3,140.84 59,542 SH SOLE X AMERIGROUP CORP COM 03073T102 17.94 590 SH SOLE X AMERIPRISE FINL INC COM 03076C106 42,724.72 747,720 SH SOLE X AMETEK INC. COM 031100100 36.41 1,054 SH SOLE X AMGEN INC. COM 031162100 16,915.16 302,705 SH SOLE X AMPEX CORP DEL CL A NEW 032092306 3.92 200 SH SOLE X AMREP CORP NEW COM 032159105 48.28 625 SH SOLE X ANDREW CORP COM 034425108 108.08 10,206 SH SOLE X ANHEUSER BUSCH COS.INC. COM 035229103 11,986.32 237,541 SH SOLE X ANNTAYLOR STORES CORP COM 036115103 5,623.10 145,000 SH SOLE X ANSYS INC COM 03662Q105 1.12 22 SH SOLE X APACHE CORP. COM 037411105 14,242.09 201,444 SH SOLE X APARTMENT INVT & MGMT CO CL A 03748R101 928.58 16,096 SH SOLE X APRIA HEALTHCARE GROUP INC COM 037933108 153.35 4,755 SH SOLE X APPLERA CORP. -APPL.BIOSYST.- COM AP BIO GRP 038020103 3,630.52 122,777 SH SOLE X APPLERA CORP COM CE GEN GRP 038020202 117.21 8,254 SH SOLE X APTARGROUP INC COM 038336103 64.25 1,920 SH SOLE X AQUA AMERICA INC COM 03836W103 280.63 12,500 SH SOLE X AQUANTIVE INC COM 03839G105 72.15 2,585 SH SOLE X AQUILA INC COM 03840P102 89.60 21,436 SH SOLE X ARBINET THEXCHANGE INC COM 03875P100 95.43 15,100 SH SOLE X ARBOR RLTY TR INC COM 038923108 3,439.72 113,000 SH SOLE X ARCH COAL INC COM 039380100 108.64 3,540 SH SOLE X ARCHER DANIELS-MIDLAND CO COM 039483102 43,505.90 1,185,447 SH SOLE X ARES CAP CORP COM 04010L103 8,420.54 463,431 SH SOLE X ARIAD PHARMACEUTICALS INC COM 04033A100 2.25 500 SH SOLE X ARIBA INC COM NEW 04033V203 0.40 43 SH SOLE X AROTECH CORP COM NEW 042682203 17.09 5,042 SH SOLE X ARROW ELECTRS INC COM 042735100 298.23 7,900 SH SOLE X ARVINMERITOR INC COM 043353101 152.95 8,381 SH SOLE X ASHLAND INC NEW COM 044209104 19,479.66 296,946 SH SOLE X ASIA PAC FD INC COM 044901106 290.71 13,700 SH SOLE X ASSISTED LIVING CONCPT NEV N CL A 04544X102 81.18 6,880 SH SOLE X ASTORIA FINL CORP COM 046265104 69.05 2,597 SH SOLE X ASTRAZENECA PLC SPONSORED ADR 046353108 214.60 4,000 SH SOLE X ATHEROGENICS INC COM 047439104 79.17 28,175 SH SOLE X ATLAS ENERGY RESOURCES LLC COM 049303100 1,865.50 70,000 SH SOLE X AUTODESK INC. COM 052769106 7.67 204 SH SOLE X AUTOMA.DATA PROCES.INC.-SPLIT- COM 053015103 29,994.59 619,723 SH SOLE X AUTONATION INC COM 05329W102 1,053.53 49,601 SH SOLE X AUTOZONE INC. COM 053332102 1,889.04 14,742 SH SOLE X AVAYA INC. COM 053499109 1,885.54 159,656 SH SOLE X AVERY DENNISON CORP COM 053611109 8,155.04 126,907 SH SOLE X AVID TECHNOLOGY INC COM 05367P100 139.52 4,000 SH SOLE X AVIS BUDGET GROUP COM 053774105 964.26 35,295 SH SOLE X AVNET INC COM 053807103 10.84 300 SH SOLE X AVOCENT CORP COM 053893103 32.96 1,222 SH SOLE X AVON PRODUCTS INC. COM 054303102 4,978.83 133,624 SH SOLE X AXA SPONSORED ADR 054536107 127.80 3,000 SH SOLE X BISYS GROUP INC COM 055472104 60.31 5,263 SH SOLE X BJS WHOLESALE CLUB INC COM 05548J106 40.39 1,194 SH SOLE X BP PLC SPONSORED ADR 055622104 100.36 1,550 SH SOLE X BRE PROPERTIES INC CL A 05564E106 7,520.03 119,082 SH SOLE X BMC SOFTWARE INC COM 055921100 1,962.68 63,744 SH SOLE X BAIDU COM INC SPON ADR REP A 056752108 46.92 486 SH SOLE X BALLY TECHNOLOGIES INC COM 05874B107 54.23 2,300 SH SOLE X BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,039.29 150,311 SH SOLE X BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 867.89 24,925 SH SOLE X BANCO MACRO SA SPON ADR B 05961W105 50.91 1,500 SH SOLE X BANCO SANTANDER CENT HISPANO ADR 05964H105 142.64 8,000 SH SOLE X BANDAG INC COM 059815100 62.25 1,228 SH SOLE X BANK OF AMERICA CORP. COM 060505104 241,276.08 4,729,049 SH SOLE X BANK NEW YORK INC COM 064057102 5,082.98 125,351 SH SOLE X BANKRATE INC COM 06646V108 3.59 102 SH SOLE X C.R.*BARD INC. COM 067383109 2,421.56 30,456 SH SOLE X BARCLAYS BK PLC ADR 2 PREF 2 06739F390 132.75 5,000 SH SOLE X BARNES & NOBLE INC. COM 067774109 100.12 2,538 SH SOLE X BARR PHARMACEUTICALS INC COM 068306109 1,922.60 41,480 SH SOLE X BAUSCH & LOMB INC. COM 071707103 904.46 17,679 SH SOLE X BAXTER INTERNATIONAL COM 071813109 10,482.33 199,019 SH SOLE X BEACON POWER CORP COM 073677106 130.56 150,070 SH SOLE X BEAR STEARNS COS INC COM 073902108 2,646.31 17,601 SH SOLE X BECTON,DICKINSON & CO. COM 075887109 8,328.11 108,312 SH SOLE X BELO CORP COM SER A 080555105 152.85 8,187 SH SOLE X BEMIS INC COM 081437105 3,543.28 106,118 SH SOLE X BENTLEY PHARMACEUTICALS INC COM 082657107 49.22 6,010 SH SOLE X BERKLEY W.R. CORP. COM 084423102 51.27 1,548 SH SOLE X BERKSHIRE HATHAWAY INC.CL.A CL A 084670108 1,525.86 14 SH SOLE X BERKSHIRE HATHAWAY INC. -B- CL B 084670207 2,948.40 810 SH SOLE X BIG LOTS INC COM 089302103 998.61 31,925 SH SOLE X BIOMET INC. COM 090613100 107.88 2,539 SH SOLE X BIOMARIN PHARMACEUTICAL INC. COM 09061G101 67.31 3,900 SH SOLE X BIOGEN IDEC COM 09062X103 975.96 21,991 SH SOLE X BIOMED REALTY TRUST INC COM 09063H107 96.00 3,650 SH SOLE X BIOTECH HOLDERS TRUST DEP. DEPOSTRY RCPTS 09067D201 35,200.00 200,000 SH SOLE X BIOLASE TECHNOLOGY INC. COM 090911108 48.65 5,000 SH SOLE X THE*BLACK & DECKER CORP. COM 091797100 1,647.01 20,179 SH SOLE X BLACK BOX CORP DEL COM 091826107 91.39 2,501 SH SOLE X BLACK HILLS CORP COM 092113109 144.03 3,917 SH SOLE X BLACKBAUD INC COM 09227Q100 17.09 700 SH SOLE X BLACKROCK CORPOR HI YLD FD V COM 09255P107 3,207.51 235,500 SH SOLE X BLACKROCK FLOAT RATE OME STR COM 09255X100 6,407.50 342,281 SH SOLE X BLACKROCK FL RATE OME STRA I COM SHS 09255Y108 6,323.30 341,800 SH SOLE X BLOCK H & R INC COM 093671105 24,130.25 1,146,875 SH SOLE X BLOCKBUSTER INC CL A 093679108 6,771.89 1,051,535 SH SOLE X BLOCKBUSTER INC CL B 093679207 1,025.35 170,892 SH SOLE X BOB EVANS FARMS INC COM 096761101 121.79 3,296 SH SOLE X BOEING CO. COM 097023105 20,814.54 234,108 SH SOLE X BOOKHAM INC. COM 09856E105 142.21 62,648 SH SOLE X BORDERS GROUP INC COM 099709107 655.67 32,109 SH SOLE X BOSTON SCIENTIFIC CORP. COM 101137107 5,555.65 382,094 SH SOLE X BRADY CORP CL A 104674106 6.24 200 SH SOLE X BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,047.14 31,342 SH SOLE X BRIGGS & STRATTON CORP COM 109043109 63.15 2,047 SH SOLE X BRINKER INTL INC COM 109641100 66.68 2,039 SH SOLE X BRINKS CO COM 109696104 27,389.84 431,676 SH SOLE X BRISTOL MYERS SQUIBB CO COM 110122108 7,245.19 260,994 SH SOLE X BROOKDALE SR LIVING INC COM 112463104 14,102.60 315,777 SH SOLE X BROOKFIELD HOMES CORP COM 112723101 124.10 3,866 SH SOLE X BROOKS AUTOMATION INC COM 114340102 34.30 2,000 SH SOLE X BROWN FORMAN CORP CL B CL B 115637209 1,707.51 26,045 SH SOLE X BRUNSWICK CORP COM 117043109 936.14 29,392 SH SOLE X BUILDING MATLS HLDG CORP COM 120113105 221.07 12,207 SH SOLE X BURLINGTON NORTH.SANTA FE COM 12189T104 8,865.88 110,231 SH SOLE X BUSINESS OBJECTS S A SPONSORED ADR 12328X107 276.85 7,650 SH SOLE X CBS CORP NEW CL A 124857103 162.23 5,300 SH SOLE X CBRL GROUP INC COM 12489V106 20.74 448 SH SOLE X CB RICHARD ELLIS GROUP INC CL A 12497T101 1,003.01 29,345 SH SOLE X C COR INC COM 125010108 159.39 11,500 SH SOLE X CF INDS HLDGS INC COM 125269100 77.10 2,000 SH SOLE X C H ROBINSON WORLDWIDE INC COM NEW 12541W209 462.19 9,619 SH SOLE X CIGNA CORP. COM 125509109 8,644.63 60,596 SH SOLE X CIT GROUP INC. NEW COM 125581108 2,164.59 40,903 SH SOLE X CMGI INC COM 125750109 13.02 6,142 SH SOLE X CMS ENERGY CORP COM 125896100 1,367.72 76,838 SH SOLE X CNET NETWORKS INC COM 12613R104 26.13 3,000 SH SOLE X CSG SYS INTL INC COM 126349109 83.97 3,356 SH SOLE X CSX CORP COM 126408103 152,336.38 3,803,655 SH SOLE X CV THERAPEUTICS INC COM 126667104 2.36 300 SH SOLE X CA INC COM 12673P105 3,218.07 124,202 SH SOLE X CABOT CORP COM 127055101 19.19 402 SH SOLE X CABOT OIL & GAS CORP COM 127097103 16.83 500 SH SOLE X CABOT MICROELECTRONICS CORP. COM 12709P103 92.66 2,765 SH SOLE X CADBURY SCHWEPPES PLC ADR 127209302 97.60 1,900 SH SOLE X CALLAWAY GOLF CO COM 131193104 145.09 9,206 SH SOLE X CAMDEN PPTY TR SH BEN INT 133131102 15.82 225 SH SOLE X CAMERON INTERNATIONAL CORP COM 13342B105 209.53 3,337 SH SOLE X CAMPBELL SOUP CO. COM 134429109 3,154.76 80,995 SH SOLE X CAPITALSOURCE INC COM 14055X102 17,559.94 698,764 SH SOLE X CAPSTONE TURBINE CORP. COM 14067D102 0.76 714 SH SOLE X CAPSTEAD MTG CORP PFD B CV $1.26 14067E308 307.83 23,900 SH SOLE X CARDINAL HEALTH INC. COM 14149Y108 9,012.68 123,546 SH SOLE X CAREMARK RX INC. COM 141705103 661,960.09 19,389,575 SH SOLE X CARLISLE COS INC COM 142339100 79.68 1,856 SH SOLE X CARMIKE CINEMAS INC COM 143436400 2,320.00 100,000 SH SOLE X CASCADE FINL CORP COM 147272108 80.17 4,605 SH SOLE X CASEYS GEN STORES INC COM 147528103 84.03 3,360 SH SOLE X CATERPILLAR INC. COM 149123101 49,125.08 732,882 SH SOLE X CATO CORP NEW CL A 149205106 104.32 4,460 SH SOLE X CBOT HLDGS INC CL A 14984K106 499.13 2,750 SH SOLE X CEDAR SHOPPING CTRS INC COM NEW 150602209 97.04 5,990 SH SOLE X CELANESE CORP DEL COM SER A 150870103 142,881.35 4,632,988 SH SOLE X CELL THERAPEUTICS INC COM 150934107 24.72 3,887 SH SOLE X CELGENE CORP COM 151020104 1,467.04 27,965 SH SOLE X CEMEX S A SPON ADR 5 ORD 151290889 3,418.81 104,391 SH SOLE X CENTENE CORP DEL COM 15135B101 55.62 2,650 SH SOLE X CENTERPOINT ENERGY INC COM 15189T107 1,861.49 103,762 SH SOLE X CENTRAL EUROPE AND RUSSIA FD COM 153436100 161.12 3,200 SH SOLE X CENTRAL GARDEN & PET CO CL A NON-VTG ADDED 153527205 59.39 4,040 SH SOLE X CENTURYTEL INC COM 156700106 1,653.19 36,583 SH SOLE X CEPHALON INC COM 156708109 344.30 4,835 SH SOLE X CEPHEID COM 15670R107 5.94 500 SH SOLE X CERADYNE INC COM 156710105 68.43 1,250 SH SOLE X CEVA INC COM 157210105 0.54 75 SH SOLE X CHAPARRAL STL CO DEL COM 159423102 11.63 200 SH SOLE X CHARMING SHOPPES INC COM 161133103 131.20 10,131 SH SOLE X CHECKPOINT SYS INC COM 162825103 24.13 1,020 SH SOLE X CHEMTURA CORP COM 163893100 3,589.42 328,401 SH SOLE X CHESAPEAKE ENERGY CORP. COM 165167107 25,824.82 836,296 SH SOLE X CHESAPEAKE ENERGY CORP 6.25% PFD CONV 165167818 22,338.75 85,100 SH SOLE X CHEVRONTEXACO CORP. COM 166764100 4,563.33 61,700 SH SOLE X CHICAGO MERCAN.EXCHANGE HLDGS. CL A 167760107 3,267.71 6,137 SH SOLE X CHINA FD INC COM 169373107 414.86 12,900 SH SOLE X CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 510.22 11,896 SH SOLE X CHINA MOBILE LIMITED SPONSORED ADR 16941M109 112.13 2,500 SH SOLE X CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 6.34 75 SH SOLE X CHIPOTLE MEXICAN GRILL INC CL B CL B 169656204 165.31 2,880 SH SOLE X CHIQUITA BRANDS INTL INC COM 170032809 70.10 5,000 SH SOLE X THE*CHUBB CORP. COM 171232101 3,831.74 74,158 SH SOLE X CIENA CORP COM NEW 171779309 757.19 27,091 SH SOLE X CIMAREX ENERGY CO COM 171798101 143.08 3,865 SH SOLE X CINCINNATI BELL INC NEW COM 171871106 140.19 29,827 SH SOLE X CINCINNATI FINL CORP COM 172062101 1,270.86 29,973 SH SOLE X CIRCUIT CITY STORE INC COM 172737108 4,778.50 257,879 SH SOLE X CISCO SYSTEM INC. COM 17275R102 108,643.48 4,255,522 SH SOLE X CITIGROUP INC. COM 172967101 242,790.09 4,729,063 SH SOLE X CITIZENS COMMUNICATIONS CO.-B- COM 17453B101 1,840.05 123,080 SH SOLE X CITRIX SYS INC COM 177376100 60.44 1,887 SH SOLE X CLAIRES STORES INC COM 179584107 2,370.46 73,800 SH SOLE X CLEAR CHANNEL COMMUN.INC. COM 184502102 40,380.31 1,152,406 SH SOLE X THE*CLOROX CO. COM 189054109 2,920.50 45,855 SH SOLE X THE*COCA COLA CO. COM 191216100 136,646.98 2,846,812 SH SOLE X COCA-COLA ENTERPR.INC. COM 191219104 1,878.59 92,770 SH SOLE X COEUR D ALENE MINES CORP IDA COM 192108108 975.10 237,250 SH SOLE X COGDELL SPENCER INC COM 19238U107 71.22 3,380 SH SOLE X COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,395.90 15,814 SH SOLE X COLDWATER CREEK INC COM 193068103 10.14 500 SH SOLE X COLGATE-PALMOLIVE CO. COM 194162103 11,915.74 178,406 SH SOLE X COLONIAL PPTYS TR COM SH BEN INT 195872106 151.76 3,323 SH SOLE X COMCAST CORP NEW CL A SPL 20030N200 49.67 1,950 SH SOLE X COMMERCE BANCORP INC NJ COM * COM 200519106 1,086.09 32,537 SH SOLE X COMMERCIAL METALS CO COM COM 201723103 28,130.61 897,308 SH SOLE X COMMONWEALTH BIOTECHNOLOGIES COM 202739108 5.73 3,000 SH SOLE X COMMUNITY HEALTH SYS INC NEW COM 203668108 90.17 2,558 SH SOLE X CGG VERITAS SPONSORED ADR 204386106 96.34 2,313 SH SOLE X COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 97.92 3,019 SH SOLE X COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 224.57 5,242 SH SOLE X COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 156.40 5,000 SH SOLE X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 11,811.20 319,308 SH SOLE X COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 101.37 3,000 SH SOLE X COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 341.52 6,214 SH SOLE X COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 437.27 14,600 SH SOLE X COMPASS BANCSHARES INC COM 20449H109 111,601.17 1,622,110 SH SOLE X COMPUTER SCIENCES CORP. COM 205363104 2,912.09 55,862 SH SOLE X COMPUWARE CORP. COM 205638109 928.79 97,870 SH SOLE X CONAGRA FOODS INC COM 205887102 4,192.83 168,319 SH SOLE X CON-WAY INC COM 205944101 61.30 1,230 SH SOLE X CONOCOPHILLIPS COM 20825C104 88,806.95 1,299,297 SH SOLE X CONSECO INC PFD B CV 5.50% 208464867 9,464.00 400,000 SH SOLE X CONSOL ENERGY INC COM 20854P109 15,348.08 392,233 SH SOLE X CONSTELLATION BRANDS INC CL A CL A 21036P108 1,482.62 70,001 SH SOLE X CONSTELLATION ENERGY GROUP COM 210371100 4,683.47 53,864 SH SOLE X CONTINENTAL AIRLS INC CL B CL B 210795308 10.92 300 SH SOLE X CONVERGYS CORP. COM 212485106 1,119.92 44,074 SH SOLE X COOPER COS INC COM NEW 216648402 9,724.00 200,000 SH SOLE X COOPER TIRE & RUBR CO COM 216831107 135.71 7,420 SH SOLE X COPART INC COM 217204106 34.00 1,214 SH SOLE X CORINTHIAN COLLEGES COM 218868107 49.43 3,595 SH SOLE X CORNING INC. COM 219350105 11,249.30 494,692 SH SOLE X CORRECTIONS CORP AMER NEW COM NEW 22025Y407 5.28 100 SH SOLE X CORTEX PHARMACEUTICALS INC COM NEW 220524300 1.48 650 SH SOLE X COSTCO WHSL CORP NEW COM 22160K105 3,739.51 69,456 SH SOLE X COUNTRYWIDE FINANCIAL CORP COM 222372104 2,925.27 86,958 SH SOLE X COUSINS PPTYS INC COM 222795106 295.08 8,980 SH SOLE X COVAD COMMUNICATIONS GROUP I COM 222814204 50.80 40,000 SH SOLE X COVANCE INC COM 222816100 28.19 475 SH SOLE X COVENTRY HEALTH CARE INC. COM 222862104 2,823.18 50,369 SH SOLE X CRANE CO COM 224399105 280.43 6,938 SH SOLE X CREDIT SUISSE GROUP SPONSORED ADR 225401108 106.31 1,480 SH SOLE X CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 225756204 28.95 1,300 SH SOLE X CRESUD S A C I F Y A SPONSORED ADR 226406106 293.58 14,300 SH SOLE X CROCS INC COM 227046109 42.53 900 SH SOLE X CROWN CASTLE INTL CORP COM 228227104 32.13 1,000 SH SOLE X CTRIP COM INTL LTD ADR 22943F100 13.40 200 SH SOLE X CUBIST PHARMACEUTICALS INC COM 229678107 4.86 220 SH SOLE X CUMMINS INC. COM 231021106 1,080.12 14,927 SH SOLE X CURIS INC COM 231269101 1.22 800 SH SOLE X CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L207 1.17 187 SH SOLE X CYTEC INDS INC COM 232820100 26.04 463 SH SOLE X CYTORI THERAPEUTICS INC COM 23283K105 18.15 3,129 SH SOLE X DCT INDUSTRIAL TRUST INC COM 233153105 6.75 571 SH SOLE X DDI CORP COM 0.0001 NEW COM NEW 233162502 2,394.00 350,000 SH SOLE X DPL INC. COM 233293109 8,363.21 269,000 SH SOLE X DRS TECHNOLOGIES INC COM 23330X100 233.20 4,470 SH SOLE X DWS RREEF REAL ESTATE FD INC COM 233384106 3,495.36 138,430 SH SOLE X DWS RREEF REAL ESTATE FD II COM 23338X102 5,503.14 284,400 SH SOLE X DWS GLOBALMODITIES STK F COM 23338Y100 108.35 6,688 SH SOLE X DADE BEHRING HLDGS INC COM 23342J206 79,042.65 1,802,569 SH SOLE X DAKTRONICS INC COM 234264109 71.34 2,600 SH SOLE X DANAHER CORP. COM 235851102 5,192.06 72,667 SH SOLE X DARDEN RESTAURANTS INC. COM 237194105 1,783.82 43,307 SH SOLE X DARWIN PROFESSIONAL UNDERWRI COM 237502109 15.09 600 SH SOLE X DAVITA INC COM 23918K108 16.00 300 SH SOLE X DEERE & CO. COM 244199105 16,208.11 149,191 SH SOLE X DEL MONTE FOODS CO COM 24522P103 4,752.03 413,940 SH SOLE X DELL COM 24702R101 41,315.68 1,780,081 SH SOLE X DELTA PETE CORP COM NEW 247907207 4.59 200 SH SOLE X DENBURY RES INC COM NEW 247916208 199.83 6,708 SH SOLE X DELUXE CORP. COM 248019101 324.47 9,677 SH SOLE X DENDREON CORP COM 24823Q107 299.98 23,200 SH SOLE X DEVRY INC DEL COM 251893103 16.76 571 SH SOLE X DIAGEO P L C SPON ADR NEW 25243Q205 4,193.21 51,800 SH SOLE X DIAMOND OFFSHORE DRILLING IN COM 25271C102 226.66 2,800 SH SOLE X DIAMONDROCK HOSPITALITY CO COM 252784301 5,700.00 300,000 SH SOLE X DIAMONDS TR UNIT UNIT SER 1 252787106 64.76 524 SH SOLE X DIEBOLD INC COM 253651103 572.52 12,000 SH SOLE X DILLARDS INC CL A CL A 254067101 796.52 24,336 SH SOLE X DIODES INC COM 254543101 348.50 10,000 SH SOLE X DIRECTV GROUP INC COM 25459L106 5,403.59 234,226 SH SOLE X DISCOVERY LABORATORIES INC N COM 254668106 1.19 500 SH SOLE X THE*WALT DISNEY CO. COM 254687106 22,397.92 650,535 SH SOLE X DISTRIBUTED ENERGY SYS CORP COM 25475V104 0.82 600 SH SOLE X DOLLAR GEN CORP COM 256669102 44,641.83 2,110,725 SH SOLE X DOLLAR TREE STORES INC COM 256747106 1.07 28 SH SOLE X DOMINION RESOURCES INC. (NEW) COM 25746U109 19,931.79 224,533 SH SOLE X DONNELLEY R R & SONS CO COM 257867101 3,439.97 94,014 SH SOLE X DOVER CORP. COM 260003108 3,335.33 68,333 SH SOLE X THE*DOW CHEMICAL CO. COM 260543103 128,224.70 2,796,003 SH SOLE X DOW JONES & CO INC COM 260561105 841.69 24,418 SH SOLE X DRDGOLD LTD SPONSORED ADR 26152H103 35.51 53,000 SH SOLE X DUKE REALTY CORP COM NEW 264411505 9.17 211 SH SOLE X DUQUESNE LT HLDGS INC COM 266233105 55.45 2,802 SH SOLE X DUSA PHARMACEUTICALS INC. COM 266898105 1.79 500 SH SOLE X DY INDS INC COM 267475101 142.26 5,459 SH SOLE X DYNEGY INC. -A- CL A 26816Q101 4,788.03 517,066 SH SOLE X EMC CORP.(MASS.) COM 268648102 31,269.10 2,257,697 SH SOLE X EPIX PHARMACEUTICALS INC COM NEW 26881Q309 1.34 200 SH SOLE X EPIQ SYS INC COM 26882D109 84.17 4,130 SH SOLE X E TRADE FINANCIAL CORP COM 269246104 1,594.58 75,145 SH SOLE X EXCO RESOURCES INC COM 269279402 82.90 5,000 SH SOLE X EAGLE MATERIALS INC COM 26969P108 2.90 65 SH SOLE X EARTHLINK INC COM 270321102 66.15 9,000 SH SOLE X EATON CORP. COM 278058102 3,639.87 43,560 SH SOLE X EATON VANCE CORP COM NON VTG 278265103 8.73 245 SH SOLE X EDISON INTL COM 281020107 4,984.48 101,455 SH SOLE X 8X8 INC NEW COM 282914100 305.11 208,977 SH SOLE X ELAN PLC ADR 284131208 26,857.54 2,020,883 SH SOLE X ELECTRONIC ARTS INC. COM 285512109 1,786.97 35,484 SH SOLE X ELECTRONIC DATA SYSTEMS CORP. COM 285661104 3,799.02 137,248 SH SOLE X EMBARQ CORP COM 29078E105 2,625.97 46,601 SH SOLE X EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 551.74 12,031 SH SOLE X EMCOR GROUP INC COM 29084Q100 79.62 1,350 SH SOLE X EMERSON ELECTRIC CO. COM 291011104 23,623.14 548,228 SH SOLE X ENCORE ACQUISITION CO COM 29255W100 152.86 6,319 SH SOLE X ENCYSIVE PHARMACEUTICALS INC COM 29256X107 22.49 8,300 SH SOLE X ENERGY EAST CORP COM 29266M109 131.89 5,414 SH SOLE X ENERGY PARTNERS LTD COM 29270U105 8.17 450 SH SOLE X ENTERCOM COMMUNICATIONS CORP CL A 293639100 134.64 4,778 SH SOLE X ENTERGY CORP NEW COM 29364G103 39,508.57 376,559 SH SOLE X ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T402 18,562.50 750,000 SH SOLE X ENTRAVISION COMMUNICATIONS C CL A 29382R107 18.68 2,000 SH SOLE X ENTRUST INC COM 293848107 4.84 1,200 SH SOLE X ENZO BIOCHEM INC COM 294100102 50.67 3,360 SH SOLE X EQUIFAX INC. COM 294429105 1,334.11 36,601 SH SOLE X EQUITABLE RES INC COM 294549100 28,793.89 595,900 SH SOLE X EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,673.07 30,977 SH SOLE X EQUITY ONE COM 294752100 1.86 70 SH SOLE X ESPEED INC CL A 296643109 32.30 3,400 SH SOLE X EVERGREEN SOLAR INC COM 30033R108 262.42 26,915 SH SOLE X EXELON CORP. COM 30161N101 33,927.97 493,785 SH SOLE X EXPRESS SCRIPTS -A- COM 302182100 7,837.43 97,094 SH SOLE X EXPRESSJET HOLDINGS INC CL A 30218U108 32.12 5,500 SH SOLE X FLIR SYS INC COM 302445101 71.34 2,000 SH SOLE X FMC TECHNOLOGIES INC COM 30249U101 7,893.00 113,145 SH SOLE X FPL GROUP INC COM 302571104 9,752.88 159,439 SH SOLE X FAIR ISAAC CORP COM 303250104 1.47 38 SH SOLE X FAIRCHILD SEMICONDUCTOR INTL COM 303726103 73.74 4,410 SH SOLE X FAIRPOINT COMMUNICATIONS INC COM 305560104 10,822.24 563,365 SH SOLE X FAMILY DLR STORES INC COM 307000109 1,350.55 45,596 SH SOLE X FEDERAL HOME LN MTG CORP COM 313400301 102,242.85 1,718,656 SH SOLE X FEDERAL NATL MTG ASSN COM 313586109 699,562.56 12,817,196 SH SOLE X FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,545.43 17,054 SH SOLE X FEDERATED DEPARTMENT STORES COM 31410H101 77,861.00 1,728,324 SH SOLE X FEDERATED INVS INC PA CL B CL B 314211103 563.28 15,340 SH SOLE X FEDEX CORP COM 31428X106 9,566.86 89,052 SH SOLE X FERRO CORP COM 315405100 72.50 3,355 SH SOLE X FIDELITY NATL INFORMATION SV COM 31620M106 2,287.59 50,321 SH SOLE X FIDELITY NATIONAL FINANCIAL CL A 31620R105 21,708.81 904,157 SH SOLE X FINANCIAL FED CORP COM 317492106 68.43 2,600 SH SOLE X FIRST AMERN CORP CALIF COM 318522307 65,146.59 1,284,436 SH SOLE X FIRST DATA CORP. COM 319963104 232,497.48 8,643,029 SH SOLE X FIRST MARBLEHEAD CORP COM 320771108 13.47 300 SH SOLE X FIRST NIAGARA FINL GP INC COM 33582V108 129.27 9,293 SH SOLE X FIRST REP BK SAN FRANCISCO COM 336158100 26,850.00 500,000 SH SOLE X FIRST SEC GROUP INC COM 336312103 101.74 8,940 SH SOLE X FIRSTENERGY CORP COM 337932107 39,108.82 590,411 SH SOLE X FLORIDA ROCK INDS INC COM 341140101 94,339.03 1,401,977 SH SOLE X FLUOR CORP NEW COM 343412102 2,176.70 24,261 SH SOLE X FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 7.85 200 SH SOLE X FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 264.94 2,400 SH SOLE X FOOT LOCKER INC COM 344849104 44,878.25 1,905,658 SH SOLE X FORD MTR CO DEL COM PAR $0.01 345370860 13,705.91 1,737,124 SH SOLE X FOREST CITY ENTERPRISES INC CL A 345550107 831.82 12,569 SH SOLE X FOREST LABORATORIES INC. COM 345838106 4,817.00 93,643 SH SOLE X FOREST OIL CORP COM PAR $0.01 346091705 137.62 4,124 SH SOLE X FORTUNE BRANDS INC. COM 349631101 3,633.29 46,096 SH SOLE X FOSSIL INC COM 349882100 26.05 984 SH SOLE X FOUNDRY NETWORKS INC COM 35063R100 7.63 562 SH SOLE X FRANKLIN RESOURCES INC. COM 354613101 4,256.84 35,230 SH SOLE X FREEPORT-MCMORAN COPPER & GO CL B 35671D857 25,430.53 384,205 SH SOLE X FREMONT GEN CORP COM 357288109 76.92 11,100 SH SOLE X FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 131.41 2,700 SH SOLE X FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 3,451.10 625,200 SH SOLE X FUJIFILM HLDGS CORP ADR 2 ORD 35958N107 98.04 2,400 SH SOLE X FULLER H B CO COM 359694106 54.54 2,000 SH SOLE X FURNITURE BRANDS INTL INC COM 360921100 162.04 10,269 SH SOLE X GATX CORP COM 361448103 18,631.34 389,777 SH SOLE X GEO GROUP INC COM 36159R103 4.53 100 SH SOLE X GMH CMNTYS TR COM 36188G102 69.83 6,990 SH SOLE X GAMESTOP CORP NEW CL A 36467W109 89.44 2,746 SH SOLE X GANNETT CO.INC. COM 364730101 23,680.64 420,690 SH SOLE X GATEWAY INC. COM 367626108 1,253.67 572,450 SH SOLE X GAYLORD ENTMT CO NEW COM 367905106 177.91 3,365 SH SOLE X GEMSTAR-TV GUIDE INTL INC COM 36866W106 2.10 500 SH SOLE X GENAERA CORP COM 36867G100 0.16 375 SH SOLE X GENCORP INC COM 368682100 30.45 2,200 SH SOLE X GENENTECH INC. COM NEW 368710406 650.64 7,923 SH SOLE X GENERAL AMERN INVS INC COM 368802104 250.51 6,800 SH SOLE X GENERAL CABLE CORP DEL NEW COM 369300108 248.45 4,650 SH SOLE X GENERAL DYNAMICS CORP. COM 369550108 9,123.76 119,421 SH SOLE X GENERAL ELECTRIC CO. COM 369604103 172,608.11 4,881,451 SH SOLE X GENERAL MILLS INC. COM 370334104 6,243.57 107,241 SH SOLE X GENERAL MTRS CORP DEB SR CV C 33 370442717 55,615.00 2,450,000 PN SOLE X GENEREX BIOTECHNOLOGY CP DEL COM 371485103 42.75 25,000 SH SOLE X GENESEE & WYO INC CL A 371559105 21.29 800 SH SOLE X GENTEX CORP COM 371901109 367.14 22,593 SH SOLE X GENUINE PARTS CO COM 372460105 2,512.03 51,266 SH SOLE X GENVEC INC COM 37246C109 3.60 1,250 SH SOLE X GENWORTH FINL INC COM CL A CL A 37247D106 38,168.63 1,092,405 SH SOLE X GEOGLOBAL RESOURCES INC COM 37249T109 17.11 2,800 SH SOLE X GENZYME CORP COM 372917104 103.35 1,722 SH SOLE X GERDAU S A SPONSORED ADR 373737105 1,915.18 105,636 SH SOLE X GETTY IMAGES INC. COM 374276103 116.71 2,400 SH SOLE X GLATFELTER COM 377316104 66.92 4,488 SH SOLE X GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 103.34 1,870 SH SOLE X GLENAYRE TECHNOLOGIES INC COM 377899109 8.68 4,000 SH SOLE X GLOBAL INDS LTD COM 379336100 54.87 3,000 SH SOLE X GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 30.43 1,000 SH SOLE X GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 3,499.98 189,393 SH SOLE X GOLDMAN SACHS GROUP INC. COM 38141G104 5,981.94 28,950 SH SOLE X GOODRICH CORP. COM 382388106 29,428.70 571,653 SH SOLE X GOODYEAR TIRE & RUBBER COM 382550101 1,678.02 53,800 SH SOLE X GOOGLE INC CL A CL A 38259P508 20,029.84 43,718 SH SOLE X GRAINGER W W INC COM 384802104 1,619.34 20,965 SH SOLE X GREAT ATLANTIC & PAC TEA INC COM 390064103 22.20 669 SH SOLE X GREATER CHINA FD INC COM 39167B102 293.44 12,800 SH SOLE X GROUPE DANONE SPONSORED ADR 399449107 142.88 4,000 SH SOLE X GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 6.25 600 SH SOLE X GRUPO SIMEC S A B DE C V ADR 400491106 19.73 1,600 SH SOLE X GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 12.90 300 SH SOLE X GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 944.40 20,000 SH SOLE X GUESS INC COM 401617105 52.64 1,300 SH SOLE X GUIDANCE SOFTWARE INC COM 401692108 12.04 1,000 SH SOLE X GYMBOREE CORP COM 403777105 42.07 1,050 SH SOLE X H & E EQUIPMENT SERVICES INC COM 404030108 5,820.05 270,700 SH SOLE X HCC INS HLDGS INC COM 404132102 109.93 3,569 SH SOLE X HDFC BANK LTD ADR REPS 3 SHS 40415F101 106.08 1,646 SH SOLE X HSBC HLDGS PLC SPON ADR NEW 404280406 122.93 1,400 SH SOLE X HALLIBURTON CO COM 406216101 16,374.51 515,895 SH SOLE X HALOZYME THERAPEUTICS INC COM 40637H109 403.00 50,000 SH SOLE X HANDHELD ENTMT INC COM NEW 410247209 14.08 5,120 SH SOLE X HANESBRANDS INC COM 410345102 29.95 1,019 SH SOLE X HANOVER PRESSOR CO COM 410768105 103.04 4,631 SH SOLE X HANOVER INS GROUP INC COM 410867105 17.06 370 SH SOLE X HANSEN NAT CORP COM 411310105 903.55 23,853 SH SOLE X HARLAND JOHN H CO COM 412693103 98.36 1,920 SH SOLE X HARLEY-DAVIDSON INC. COM 412822108 4,733.55 80,571 SH SOLE X HARMAN INTL INDS INC COM 413086109 1,792.47 18,656 SH SOLE X HARMONIC INC COM 413160102 284.78 29,000 SH SOLE X HARMONY GOLD MNG LTD SPONSORED ADR 413216300 754.39 54,273 SH SOLE X HARRAHS ENTERTAINMENT INC. COM 413619107 16,079.03 190,397 SH SOLE X HARSCO CORP COM 415864107 130.18 2,902 SH SOLE X HARTFORD FINL SVCS GROUP INC COM 416515104 5,966.96 62,429 SH SOLE X HAWAIIAN ELEC INDUSTRIES COM 419870100 143.36 5,516 SH SOLE X HEALTH CARE PPTY INVS INC COM 421915109 1,367.59 37,957 SH SOLE X HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 124.22 11,428 SH SOLE X HEALTH CARE REIT INC COM 42217K106 66.38 1,512 SH SOLE X HECLA MNG CO COM 422704106 914.86 100,978 SH SOLE X HEICO CORP NEW CL A 422806208 118.50 3,780 SH SOLE X HEINZ H J CO COM 423074103 23,906.38 507,351 SH SOLE X HELIX ENERGY SOLUTIONS GRP I COM 42330P107 11.67 313 SH SOLE X HELMERICH & PAYNE INC COM 423452101 116.75 3,848 SH SOLE X HENRY JACK & ASSOC INC COM 426281101 16.79 698 SH SOLE X HERCULES OFFSHORE INC COM 427093109 6.57 250 SH SOLE X HERSHEY FOODS CORP. COM 427866108 7,785.50 142,435 SH SOLE X HEWITT ASSOCS INC COM 42822Q100 36.30 1,242 SH SOLE X HEWLETT - PACKARD CO. COM 428236103 152,701.27 3,804,217 SH SOLE X HIGHWOODS PPTYS INC COM 431284108 203.97 5,165 SH SOLE X HILTON HOTELS CORP. COM 432848109 8,372.85 232,838 SH SOLE X HOKU SCIENTIFIC INC COM 434712105 5.90 1,000 SH SOLE X HONDA MOTOR SHS.2 (ADR'S) AMERN SHS 438128308 446.34 12,800 SH SOLE X HONEYWELL INTERNATIONAL INC. COM 438516106 11,043.35 239,760 SH SOLE X HOSPIRA INC COM 441060100 1,989.70 48,648 SH SOLE X HOST HOTELS & RESORTS INC COM 44107P104 8,062.86 306,456 SH SOLE X HUBBELL INC CL B CL B 443510201 55.48 1,150 SH SOLE X HUDSON CITY BANCORP COM 443683107 59,856.50 4,375,475 SH SOLE X HUMANA INC. COM 444859102 3,080.17 53,088 SH SOLE X HUMAN GENOME SCIENCES INC COM 444903108 97.37 9,169 SH SOLE X HUNT J B TRANS SVCS INC COM 445658107 91.84 3,500 SH SOLE X HUNTINGTON BANCSHARES INC COM 446150104 892.49 40,846 SH SOLE X HUNTSMAN CORP COM 447011107 24,669.05 1,292,250 SH SOLE X HUTCHINSON TECHNOLOGY INC COM 448407106 27.02 1,157 SH SOLE X HYDRIL COM 448774109 481.20 5,000 SH SOLE X HYPERION SOLUTIONS CORP COM 44914M104 62.20 1,200 SH SOLE X IMS HEALTH INC. COM 449934108 1,795.76 60,545 SH SOLE X ISTAR FINL INC COM 45031U101 526.79 11,249 SH SOLE X ITT INDUSTRIES INC. COM 450911102 40,664.85 674,152 SH SOLE X ICON PUB LTD CO SPONSORED ADR 45103T107 73.02 1,714 SH SOLE X ICICI BK LTD ADR 45104G104 315.20 8,577 SH SOLE X IDACORP INC COM 451107106 143.68 4,246 SH SOLE X IDEARC INC COM 451663108 11,353.90 323,473 SH SOLE X IDEX CORP COM 45167R104 109.90 2,160 SH SOLE X ILLINOIS TOOL WKS INC COM 452308109 6,522.34 126,402 SH SOLE X IMATION CORP COM 45245A107 96.31 2,385 SH SOLE X IMCLONE SYSTEMS INC. COM 45245W109 362.85 8,900 SH SOLE X IMMUNOGEN INC COM 45253H101 4.79 1,000 SH SOLE X IMMUNOMEDICS INC COM 452907108 3.66 800 SH SOLE X INFOSPACE INC. COM NEW 45678T201 395.65 15,413 SH SOLE X ING GROEP N V SPONSORED ADR 456837103 122.76 2,900 SH SOLE X INGRAM MICRO INC CL A 457153104 73.61 3,812 SH SOLE X INPUT/OUTPUT INC COM 457652105 105.97 7,690 SH SOLE X INSITUFORM TECHNOLOGIES INC CL A 457667103 9.17 441 SH SOLE X INSMED INC COM NEW 457669208 9.40 10,000 SH SOLE X INTEL CORP. COM 458140100 52,448.03 2,741,664 SH SOLE X INTEGRYS ENERGY GROUP INC COM 45822P105 8,228.97 148,243 SH SOLE X INTERCONTINENTALEXCHANGE INC COM 45865V100 24.44 200 SH SOLE X INTERMUNE INC COM 45884X103 118.37 4,800 SH SOLE X INTERNATIONAL ASSETS HLDG CO COM 459028106 64.24 2,300 SH SOLE X IBM CORP. COM 459200101 72,682.00 771,080 SH SOLE X INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,263.67 80,824 SH SOLE X INTL SECS EXCHANGE HLDGS INC CL A 46031W204 34.16 700 SH SOLE X INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T109 47.52 4,800 SH SOLE X INTERPUBLIC GROUP COS INC COM 460690100 1,811.28 147,139 SH SOLE X INTERWOVEN INC COM NEW 46114T508 50.70 3,000 SH SOLE X INVITROGEN CORP. COM 46185R100 272.42 4,280 SH SOLE X INVESTORS FINL SERVICES CORP COM 461915100 66.87 1,150 SH SOLE X IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 231.59 36,877 SH SOLE X IOWA TELECOMM SERVICES INC COM 462594201 142.12 7,106 SH SOLE X ISHS MSCI BRA INDX MSCI BRAZIL 464286400 2,165.68 44,000 SH SOLE X ISHARES INC MSCI PAC J IDX 464286665 13.44 100 SH SOLE X ISHARES INC.-TAIWAN WEBS INDEX MSCI TAIWAN 464286731 2,788.00 200,000 SH SOLE X ISHARES INC.-KOREA WEBS INDEX MSCI S KOREA 464286772 2,781.35 55,000 SH SOLE X ISHS MSCI MEX INDX MSCI MEXICO 464286822 1,494.90 27,500 SH SOLE X ISHARES INC.-MSCI MAL.FR. MSCI MALAYSIA 464286830 595.65 55,000 SH SOLE X ISHARES TR FTSE XNHUA IDX 464287184 51.22 500 SH SOLE X ISHARES TRUST - SHS OF S&P500 S&P 500 INDEX 464287200 2,184.92 15,350 SH SOLE X ISHARES TR RUSSELL 2000 464287655 40.55 510 SH SOLE X ISHARES SILVER TRUST ISHARES 46428Q109 53.41 400 SH SOLE X ISIS PHARMACEUTICALS INC COM 464330109 33.84 3,650 SH SOLE X ISONICS CORP COM NO PAR 464895309 120.10 107,234 SH SOLE X ITC HLDGS CORP COM 465685105 53,657.44 1,239,488 SH SOLE X ITRON INC COM 465741106 6.76 104 SH SOLE X I2 TECHNOLOGIES INC COM NEW 465754208 0.48 20 SH SOLE X JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 635.90 35,152 SH SOLE X JP MORGAN CHASE & CO. COM 46625H100 140,981.45 2,914,044 SH SOLE X J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 0.67 24 SH SOLE X JABIL CIRCUIT INC COM 466313103 1,520.67 71,026 SH SOLE X JAMES RIVER COAL CO COM NEW 470355207 20.17 2,700 SH SOLE X JANUS CAP GROUP INC COM 47102X105 622.43 29,767 SH SOLE X JAPAN EQUITY FD INC COM 471057109 14.47 1,700 SH SOLE X JEFFERIES GROUP INC NEW COM 472319102 506.54 17,497 SH SOLE X JETBLUE AWYS CORP COM 477143101 2,621.38 227,748 SH SOLE X JOHNSON & JOHNSON COM 478160104 155,646.22 2,582,911 SH SOLE X JOHNSON CONTROLS INC. COM 478366107 5,854.14 61,870 SH SOLE X JONES APPAREL GROUP INC. COM 480074103 1,105.57 35,977 SH SOLE X JONES LANG LASALLE INC COM 48020Q107 54.02 518 SH SOLE X JUNIPER NETWORKS INC COM 48203R104 1,880.36 95,547 SH SOLE X KBR INC COM 48242W106 12,020.75 590,700 SH SOLE X KAYDON CORP COM 486587108 110.66 2,600 SH SOLE X KELLOGG CO. COM 487836108 7,310.36 142,142 SH SOLE X KEMET CORP COM 488360108 173.85 22,725 SH SOLE X KENNAMETAL INC COM 489170100 116.97 1,730 SH SOLE X KEYCORP NEW COM 493267108 4,491.34 119,865 SH SOLE X KEYSPAN CORP COM 49337W100 2,204.73 53,578 SH SOLE X KILROY RLTY CORP COM 49427F108 26.40 358 SH SOLE X KINDER MORGAN INC KANS COM 49455P101 47,873.01 449,723 SH SOLE X KINETIC CONCEPTS INC COM NEW 49460W208 30.89 610 SH SOLE X KING PHARMACEUTICALS COM 495582108 2,236.99 113,726 SH SOLE X KIRBY CORP COM 497266106 121.03 3,460 SH SOLE X KNIGHT CAPITAL GROUP INC CL A 499005106 33.26 2,100 SH SOLE X KOMAG INC COM NEW 500453204 58.91 1,800 SH SOLE X KOOKMIN BK NEW SPONSORED ADR 50049M109 2,028.56 22,502 SH SOLE X KOREA FD COM 500634100 246.23 7,430 SH SOLE X KORN FERRY INTL COM NEW 500643200 114.20 4,978 SH SOLE X KOSAN BIOSCIENCES INC COM 50064W107 1.93 350 SH SOLE X KRAFT FOODS INC CL A 50075N104 1,606.43 50,740 SH SOLE X KRISPY KREME DOUGHNUTS INC COM 501014104 131.96 12,950 SH SOLE X KRONOS INC COM 501052104 1,458.36 27,259 SH SOLE X KYOCERA CORP ADR 501556203 112.98 1,200 SH SOLE X L-1 IDENTITY SOLUTIONS INC COM 50212A106 132.28 8,012 SH SOLE X LSI LOGIC CORP. COM 502161102 1,136.72 108,881 SH SOLE X L-3 COMMUNICATIONS HLDGS INC. COM 502424104 3,449.55 39,437 SH SOLE X LABOR READY INC COM NEW 505401208 57.84 3,046 SH SOLE X LABORATORY CORP.AMERICA COM NEW 50540R409 2,668.35 36,739 SH SOLE X LABRANCHE & CO INC COM 505447102 29.38 3,600 SH SOLE X LAIDLAW INTL INC COM 50730R102 9,867.92 285,200 SH SOLE X LAMAR ADVERTISING CO CL A 512815101 20,772.29 329,876 SH SOLE X LAS VEGAS SANDS CORP COM 517834107 335.18 3,870 SH SOLE X LASALLE HOTEL PPTYS COM SH BEN INT 517942108 98.61 2,127 SH SOLE X LATIN AMER EQUITY FD INC NEW COM 51827Q106 2,304.11 52,200 SH SOLE X LATTICE SEMICONDUCTOR CORP COM 518415104 70.91 12,122 SH SOLE X THE*ESTEE LAUDER COMP.-A- CL A 518439104 1,782.39 36,487 SH SOLE X LAWSON SOFTWARE INC NEW COM 52078P102 142.30 17,590 SH SOLE X LEAR CORP COM 521865105 39,446.72 1,080,436 SH SOLE X LEE ENTERPRISES INC COM 523768109 150.85 5,020 SH SOLE X LEGGETT & PLATT INC COM 524660107 1,314.70 57,993 SH SOLE X LEGG MASON INC. COM 524901105 12,674.26 134,532 SH SOLE X LEHMAN BROS HLDGS INC COM 524908100 8,501.17 121,324 SH SOLE X LEXINGTON CORP PPTYS TR PFD CONV SER C 529043309 2,380.25 50,000 SH SOLE X LEXMARK INTERNATIONAL INC. -A- CL A 529771107 1,887.73 32,291 SH SOLE X LIBERTY GLOBAL INC COM SER C 530555309 12.87 420 SH SOLE X LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 74,648.25 675,000 SH SOLE X LIBERTY PPTY TR SH BEN INT 531172104 682.27 14,004 SH SOLE X LIFECELL CORP. COM 531927101 49.94 2,000 SH SOLE X LIFE SCIENCES RESH INC COM 532169109 8,961.45 597,430 SH SOLE X LIFEPOINT HOSPITALS INC COM 53219L109 222.21 5,814 SH SOLE X LIGAND PHARMACEUTICALS INC CL B 53220K207 37,800.00 3,750,000 SH SOLE X ELI*LILLY & CO. COM 532457108 53,521.64 996,493 SH SOLE X LIMITED BRANDS INC COM 532716107 58,482.99 2,244,167 SH SOLE X LINCARE HLDGS INC COM 532791100 35.18 960 SH SOLE X LINCOLN NATIONAL CORP. COM 534187109 3,581.75 52,836 SH SOLE X LINSAY CORPORATION COM 535555106 19.07 600 SH SOLE X LIVE NATION INC COM 538034109 0.57 26 SH SOLE X LIZ CLAIBORNE INC COM 539320101 1,333.02 31,109 SH SOLE X LOCKHEED MARTIN CORP. COM 539830109 10,575.47 109,003 SH SOLE X LOEW'S CORP. COM 540424108 4,181.56 92,044 SH SOLE X LOEWS CORP CAROLNA GP STK 540424207 294.88 3,900 SH SOLE X LONGS DRUG STORES CORP COM 543162101 3.10 60 SH SOLE X LONGVIEW FIBRE CO COM 543213102 73,921.62 3,001,284 SH SOLE X LOOPNET INC COM 543524300 44.90 2,627 SH SOLE X LOUISIANA PAC CORP COM 546347105 2,663.91 132,797 SH SOLE X LUBRIZOL CORP COM 549271104 41.58 807 SH SOLE X LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 117.85 3,700 SH SOLE X LYONDELL CHEMICAL CO COM 552078107 39.83 1,329 SH SOLE X M & T BK CORP COM 55261F104 1,542.28 13,315 SH SOLE X MBIA INC COM 55262C100 1,438.88 21,971 SH SOLE X MB FINANCIAL INC NEW COM 55264U108 3.71 103 SH SOLE X MDU RES GROUP INC COM 552690109 116.08 4,039 SH SOLE X MGE ENERGY INC COM 55277P104 30.85 870 SH SOLE X MGIC INVT CORP WIS COM 552848103 580.42 9,851 SH SOLE X MGM MIRAGE COM 552953101 104.28 1,500 SH SOLE X MIVA INC COM 55311R108 15.36 4,000 SH SOLE X MPS GROUP INC COM 553409103 85.65 6,053 SH SOLE X MACERICH CO COM 554382101 1,582.13 17,130 SH SOLE X MACK CALI RLTY CORP COM 554489104 1,018.09 21,375 SH SOLE X MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X108 1,569.64 39,940 SH SOLE X MACQUARIE GLBL INFRA TOTL RE COM 55608D101 36.91 1,200 SH SOLE X MANOR CARE INC NEW COM 564055101 1,384.93 25,477 SH SOLE X MARSH & MCLENNAN COS.INC. COM 571748102 4,071.98 139,023 SH SOLE X MARSHALL & ILSLEY CORP COM 571834100 2,142.44 46,263 SH SOLE X MARRIOTT INTERNATIONAL INC.-A- CL A 571903202 4,752.55 97,070 SH SOLE X MARTEK BIOSCIENCES CORP COM 572901106 82.09 3,981 SH SOLE X MARTIN MARIETTA MATLS INC COM 573284106 10,042.12 74,276 SH SOLE X MARVEL ENTERTAINMENT INC COM 57383T103 333.00 12,000 SH SOLE X MASSEY ENERGY CORP COM 576206106 6,494.05 270,698 SH SOLE X MASTERCARD INC CL A 57636Q104 243.82 2,295 SH SOLE X MATTEL INC. COM 577081102 3,314.63 120,226 SH SOLE X MCAFEE INC COM 579064106 97.71 3,360 SH SOLE X MCCORMICK & CO INC COM NON VTG 579780206 10,368.00 269,159 SH SOLE X MCDONALD'S CORP. COM 580135101 47,739.76 1,059,706 SH SOLE X MC GRAW HILL COMP.INC. COM 580645109 6,547.44 104,126 SH SOLE X MCKESSON CORP COM 58155Q103 5,330.07 91,050 SH SOLE X MECHANICAL TECHN.INC. COM 583538103 0.93 600 SH SOLE X MEDCOHEALTH SOLUTIONS INC. COM 58405U102 12,129.05 167,228 SH SOLE X MEDIA GEN INC CL A 584404107 147.95 3,877 SH SOLE X MEDICAL PPTYS TRUST INC COM 58463J304 4,407.00 300,000 SH SOLE X MEDIMMUNE INC COM 584699102 64,111.14 1,761,779 SH SOLE X MEDIS TECHNOLOGIES LTD COM 58500P107 56.46 3,339 SH SOLE X MEDTRONIC INC. COM 585055106 41,224.19 840,281 SH SOLE X MELCO PBL ENTMNT LTD ADR 585464100 153.33 9,500 SH SOLE X MELLON FINANCIAL CORP. COM 58551A108 54,926.06 1,273,205 SH SOLE X MENTOR GRAPHICS CORP COM 587200106 42.60 2,607 SH SOLE X MERCK & CO.INC. COM 589331107 55,896.87 1,265,494 SH SOLE X MERCURY GENL CORP NEW COM 589400100 74.73 1,409 SH SOLE X MEREDITH CORP. COM 589433101 671.81 11,706 SH SOLE X MERRILL LYNCH & CO. COM 590188108 15,138.19 185,358 SH SOLE X METAL STORM LTD SPONSORED ADR 591120100 2.54 1,000 SH SOLE X METLIFE INC. COM 59156R108 8,333.78 131,968 SH SOLE X THE*MEXICO EQUITY INCOME FUND COM 592834105 31.49 1,000 SH SOLE X THE MEXICO FUND INC. COM 592835102 113.04 2,843 SH SOLE X MICROSOFT CORP COM 594918104 125,710.06 4,510,587 SH SOLE X MICROSTRATEGY INC CL A NEW 594972408 2,856.41 22,600 SH SOLE X MID-AMER APT CMNTYS INC COM 59522J103 322.76 5,737 SH SOLE X MID-STATE BANCSHARES COM 595440108 2,751.75 75,000 SH SOLE X MIDCAP SPDR TR UNIT SER 1 595635103 154,508.17 999,600 SH SOLE X MIDWEST BANC HOLDINGS INC COM 598251106 76.86 4,340 SH SOLE X MILLENIUM PHARMACEUTIC.INC. COM 599902103 319.17 28,096 SH SOLE X MILLIPORE CORP COM 601073109 1,258.95 17,372 SH SOLE X MINDSPEED TECHNOLOGIES INC COM 602682106 1.66 766 SH SOLE X MINERALS TECHNOLOGIES INC COM 603158106 92.99 1,496 SH SOLE X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 418.80 7,484 SH SOLE X MOHAWK INDS INC COM 608190104 4.92 60 SH SOLE X MOLEX INC. COM 608554101 1,464.68 51,939 SH SOLE X MOLEX INC CL A 608554200 3.11 125 SH SOLE X MOLSON COORS BREWING CO CL B 60871R209 620.61 6,559 SH SOLE X MONSANTO CO. COM 61166W101 59,437.48 1,081,468 SH SOLE X MONSTER WORLDWIDE INC COM 611742107 147.13 3,106 SH SOLE X MOODYS CORP COM 615369105 2,395.08 38,593 SH SOLE X MORGAN STANLEY COM NEW 617446448 84,786.24 1,076,514 SH SOLE X MORGAN STANLEY EMER MKTS FD COM 61744G107 80.72 3,100 SH SOLE X MORGAN STANLEY ASIA PAC FD I COM 61744U106 66.64 3,500 SH SOLE X MORGAN STANLEY INDIA INVS FD COM 61745C105 17.28 400 SH SOLE X MORGANS HOTEL GROUP CO COM 61748W108 493.95 23,510 SH SOLE X MOSCOW CABLECOM CORP COM 61945R100 30.36 2,400 SH SOLE X MOTOROLA INC. COM 620076109 44,565.22 2,522,084 SH SOLE X MUELLER INDS INC COM 624756102 121.60 4,040 SH SOLE X MULTIMEDIA GAMES INC COM 625453105 8.93 750 SH SOLE X MYLAN LABORAT.INC. COM 628530107 1,655.43 78,308 SH SOLE X MYRIAD GENETICS INC COM 62855J104 7.24 210 SH SOLE X NBTY INC COM 628782104 95.47 1,800 SH SOLE X NCR CORP. COM 62886E108 2,599.93 54,426 SH SOLE X NVE CORP COM NEW 629445206 13.64 500 SH SOLE X NYSE GROUP INC COM 62949W103 308.91 3,295 SH SOLE X NASDAQ 100 TR UNIT SER 1 631100104 135.68 3,117 SH SOLE X NASDAQ STOCK MARKET INC COM 631103108 1,325.63 45,074 SH SOLE X NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 114.00 700 SH SOLE X NATIONAL CITY CORP. COM 635405103 3,853.03 103,437 SH SOLE X NATIONAL DENTEX CORP COM 63563H109 60.38 4,290 SH SOLE X NATIONAL FUEL GAS CO N J COM 636180101 59.92 1,385 SH SOLE X NATIONAL SEMICONDUCTOR CORP COM 637640103 401.64 16,638 SH SOLE X NAVIGANT CONSULTING INC COM 63935N107 108.48 5,490 SH SOLE X NEKTAR THERAPEUTICS COM 640268108 50.93 3,900 SH SOLE X NETFLIX INC COM 64110L106 111.31 4,800 SH SOLE X NETEASE COM INC SPONSORED ADR 64110W102 54.11 3,050 SH SOLE X NETWORK EQUIP TECHNOLOGIES COM 641208103 12.61 1,300 SH SOLE X NETWORK APPLIANCE INC. COM 64120L104 979.76 26,828 SH SOLE X NEUROCRINE BIOSCIENCES INC COM 64125C109 36.25 2,900 SH SOLE X NEUBERGER BERMAN RLTY INC FD COM 64126G109 5,777.90 241,450 SH SOLE X NEW GERMANY FD INC COM 644465106 39.55 2,400 SH SOLE X NEW JERSEY RES COM 646025106 62.56 1,250 SH SOLE X NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 12.16 300 SH SOLE X NEW YORK CMNTY BANCORP INC COM 649445103 43.01 2,445 SH SOLE X NEW YORK TIMES CO CL A CL A 650111107 1,040.98 44,278 SH SOLE X NEWELL RUBBERMAID INC COM 651229106 5,704.05 183,469 SH SOLE X NEWFIELD EXPL CO COM 651290108 82.63 1,981 SH SOLE X NEWMONT MINING CORP. COM 651639106 9,214.83 219,453 SH SOLE X NEWPARK RESOURCES INC. COM PAR $.01NEW 651718504 7.05 1,000 SH SOLE X NEWPORT CORP. COM 651824104 49.11 3,000 SH SOLE X NEWS CORP CL A 65248E104 40,111.51 1,734,927 SH SOLE X NICOR INC COM 654086107 766.29 15,826 SH SOLE X 99 CENTS ONLY STORES COM 65440K106 92.89 6,306 SH SOLE X NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 36.89 1,397 SH SOLE X NISOURCE INC COM 65473P105 2,214.48 90,609 SH SOLE X NISSAN MOTORS SPONSORED ADR 654744408 21.40 1,000 SH SOLE X NOKIA CORP SPONSORED ADR 654902204 179.01 7,810 SH SOLE X NORDSON CORP COM 655663102 6.18 133 SH SOLE X NORDSTROM INC. COM 655664100 13,600.87 256,911 SH SOLE X NORFOLK & SOUTHERN CORP. COM 655844108 6,385.67 126,199 SH SOLE X NORTHEAST UTILS COM 664397106 31.62 965 SH SOLE X NOTHERN TRUST CORP. COM 665859104 1,406.55 23,388 SH SOLE X NORTHFIELD LABS INC COM 666135108 455.43 126,159 SH SOLE X NORTHROP GRUMMAN CORP. COM 666807102 16,553.95 223,039 SH SOLE X NORTHWEST NAT GAS CO COM 667655104 70.33 1,540 SH SOLE X NORTHWESTERN CORP COM NEW 668074305 8,503.20 240,000 SH SOLE X NOVARTIS A G SPONSORED ADR 66987V109 4,486.76 82,130 SH SOLE X NOVASTAR FINL INC COM 669947400 52.50 10,500 SH SOLE X NOVAVAX INC COM 670002104 12.95 5,000 SH SOLE X NOVELL INC. COM 670006105 639.13 88,522 SH SOLE X NOVELLUS SYSTEMS INC. COM 670008101 931.11 29,079 SH SOLE X NOVO-NORDISK A S ADR 670100205 162.95 1,800 SH SOLE X NOVOGEN LTD. SHS(SPONS.ADRS) SPONSORED ADR 67010F103 15.32 1,500 SH SOLE X NSTAR COM 67019E107 117.13 3,335 SH SOLE X NUANCE COMMUNICATIONS INC COM 67020Y100 41.28 2,696 SH SOLE X NVIDIA CORP COM 67066G104 901.39 31,320 SH SOLE X NUTRI SYS INC NEW COM 67069D108 1,256.06 23,966 SH SOLE X NUVELO INC COM NEW 67072M301 29.44 8,000 SH SOLE X OGE ENERGY CORP COM 670837103 107.24 2,764 SH SOLE X OM GROUP INC COM 670872100 21.49 481 SH SOLE X NUVEEN INVTS INC CL A CL A 67090F106 56,760.00 1,200,000 SH SOLE X OSI PHARMACEUTICALS INC COM 671040103 25,245.40 765,012 SH SOLE X OSI RESTAURANT PARTNERS INC COM 67104A101 47.95 1,214 SH SOLE X OCCIDENTAL PETE CORP DEL COM COM 674599105 23,232.21 471,146 SH SOLE X OCEANEERING INTL INC COM 675232102 52.65 1,250 SH SOLE X OFFICE DEPOT INC. COM 676220106 2,958.82 84,201 SH SOLE X OFFICEMAX INC DEL COM 67622P101 81,124.25 1,538,192 SH SOLE X OHIO CAS CORP COM 677240103 115.16 3,845 SH SOLE X OLD REP INTL CORP COM 680223104 124.60 5,633 SH SOLE X OLIN CORP COM PAR $1 680665205 3,059.97 180,636 SH SOLE X OMNICARE INC. COM 681904108 7.95 200 SH SOLE X OMNICOM GROUP INC. COM 681919106 11,856.93 115,813 SH SOLE X OMNIVISION TECHNOLOGIES INC. COM 682128103 704.83 54,385 SH SOLE X OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 14,235.94 259,000 SH SOLE X ONEOK INC NEW COM 682680103 47.30 1,051 SH SOLE X ONYX PHARMACEUTICALS INC COM 683399109 308.02 12,400 SH SOLE X OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 373.01 3,933 SH SOLE X OPENWAVE SYS INC COM NEW 683718308 9,802.01 1,202,700 SH SOLE X OPSWARE INC COM 68383A101 7.25 1,000 SH SOLE X ORACLE CORP. COM 68389X105 5,685.51 313,597 SH SOLE X ORBITAL SCIENCES CORP COM 685564106 54.91 2,930 SH SOLE X ORCHID CELLMARK INC COM 68573C107 3.13 500 SH SOLE X ORMAT TECHNOLOGIES INC COM 686688102 50.35 1,200 SH SOLE X OVERSEAS SHIPHOLDING GROUP I COM 690368105 344.49 5,503 SH SOLE X OXIGENE INC COM 691828107 0.38 100 SH SOLE X PAB BANKSHARES INC COM 69313P101 19.36 1,090 SH SOLE X PDL BIOPHARMA INC COM 69329Y104 1,011.52 46,614 SH SOLE X PG&E CORP COM 69331C108 9,366.17 194,037 SH SOLE X PHH CORP COM NEW 693320202 86.94 2,845 SH SOLE X PMC SIERRA INC. COM 69344F106 353.79 50,469 SH SOLE X PNC FINL SVCS GROUP INC COM 693475105 14,696.71 204,206 SH SOLE X PNM RES INC COM 69349H107 129.91 4,022 SH SOLE X PPL CORP COM 69351T106 64,077.54 1,566,688 SH SOLE X PACCAR INC COM 693718108 87.20 1,188 SH SOLE X PACIFIC ETHANOL INC COM 69423U107 154.97 9,100 SH SOLE X PACIFIC SUNWEAR CALIF INC COM 694873100 76.93 3,693 SH SOLE X PACKAGING CORP AMER COM 695156109 80.52 3,300 SH SOLE X PALL CORP COM 696429307 1,397.15 36,767 SH SOLE X PALM INC NEW COM 696643105 153.52 8,468 SH SOLE X PANACOS PHARMACEUTICALS INC COM 69811Q106 18.15 3,920 SH SOLE X PAR PHARMACEUTICAL COS INC COM 69888P106 6.08 242 SH SOLE X PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 19.30 1,016 SH SOLE X PARKER HANNIFIN CORP COM 701094104 3,880.50 44,960 SH SOLE X PARKWAY PPTYS INC COM 70159Q104 59.72 1,143 SH SOLE X PATRICK INDS INC COM 703343103 55.27 4,610 SH SOLE X PATTERSONPANIES INC COM 703395103 300.46 8,466 SH SOLE X PATTERSON UTI ENERGY INC COM 703481101 8,022.41 357,505 SH SOLE X PAYCHEX INC COM 704326107 346.59 9,152 SH SOLE X PAYLESS SHOESOURCE INC COM 704379106 36.45 1,098 SH SOLE X PEABODY ENERGY CORP COM 704549104 53,664.83 1,333,619 SH SOLE X J.C.*PENNEY CO.INC. COM 708160106 5,726.55 69,700 SH SOLE X PENTAIR INC COM 709631105 63.88 2,050 SH SOLE X PEPSI BOTTLING GROUP INC COM 713409100 1,362.44 42,723 SH SOLE X PEPSICO INC. COM 713448108 39,641.67 623,689 SH SOLE X PERINI CORP COM 713839108 95.84 2,600 SH SOLE X PERKINELMER INC COM 714046109 873.76 36,076 SH SOLE X PEROT SYS CORP CL A 714265105 137.42 7,690 SH SOLE X PERRIGO CO COM 714290103 82.22 4,656 SH SOLE X PETROCHINA CO LTD SPONSORED ADR 71646E100 362.98 3,100 SH SOLE X PETROLEUM & RES CORP COM 716549100 55.41 1,600 SH SOLE X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 98.29 1,100 SH SOLE X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,899.02 29,133 SH SOLE X PFIZER INC. COM 717081103 252,592.27 9,999,694 SH SOLE X PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 15,495.17 199,500 SH SOLE X PHARMACOPEIA DRUG DISCVRY IN COM 7171EP101 19.03 3,344 SH SOLE X PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 36.96 700 SH SOLE X PHOENIX COS INC NEW COM 71902E109 27,760.00 2,000,000 SH SOLE X PIER 1 IMPORTS INC COM 720279108 476.79 69,000 SH SOLE X PILGRIMS PRIDE CORP COM 721467108 133.95 4,036 SH SOLE X PINNACLE WEST CAP CORP COM 723484101 1,492.23 30,927 SH SOLE X PIONEER NATURAL RESOURCES CO. COM 723787107 50.44 1,170 SH SOLE X PIPER JAFFRAY COS COM 724078100 0.31 5 SH SOLE X PITNEY BOWES INC COM 724479100 2,903.92 63,977 SH SOLE X PLAINS EXPL& PRODTN CO COM 726505100 26.68 591 SH SOLE X PLANTRONICS INC NEW COM 727493108 113.75 4,816 SH SOLE X PLAYTEX PRODS INC COM 72813P100 65.14 4,800 SH SOLE X PLEXUS CORP COM 729132100 141.97 8,278 SH SOLE X PLUM CREEK TIMBER CO INC COM 729251108 2,064.03 52,360 SH SOLE X POGO PRODUCING CO COM 730448107 211.11 4,389 SH SOLE X POLO RALPH LAUREN CORP CL A CL A 731572103 2,294.99 26,035 SH SOLE X PORTER BANCORP INC COM 736233107 45.51 2,000 SH SOLE X PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 128.59 2,880 SH SOLE X POST PPTYS INC COM 737464107 12,114.43 264,912 SH SOLE X POTLATCH CORP NEW COM 737630103 32.37 707 SH SOLE X POWERWAVE TECHNOLOGIES INC COM 739363109 31.55 5,544 SH SOLE X PRAXAIR INC. COM 74005P104 3,153.41 50,086 SH SOLE X T.ROWE PRICE GROUP INC. COM 74144T108 1,179.66 24,998 SH SOLE X PRICELINE COM INC COM NEW 741503403 21.30 400 SH SOLE X PRIDE INTL INC DEL COM 74153Q102 85.51 2,841 SH SOLE X PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,769.95 46,266 SH SOLE X PRIVATE MEDIA GROUP INC. COM 74266R104 1.97 800 SH SOLE X PROCTER & GAMBLE CO. COM 742718109 93,786.03 1,484,896 SH SOLE X PROGRESSIVE CORP. COM 743315103 2,878.43 131,917 SH SOLE X PROLOGIS SH BEN INT 743410102 594.24 9,152 SH SOLE X PROTECTIVE LIFE CORP COM 743674103 98.39 2,234 SH SOLE X PRUDENTIAL FINANCIAL INC. COM 744320102 7,674.99 85,032 SH SOLE X PT INDOSAT TBK SPONSORED ADR 744383100 30.61 905 SH SOLE X PUGET ENERGY INC NEW COM 745310102 125.40 4,883 SH SOLE X PUTNAM MANAGED MUN IN TR COM 746823103 1,446.70 185,000 SH SOLE X QLOGIC CORP COM 747277101 956.18 56,246 SH SOLE X QUALCOMM INC. COM 747525103 55,093.94 1,291,466 SH SOLE X QUALITY SYS INC COM 747582104 3.04 76 SH SOLE X QUANTUM FUEL SYS TECH WORLDW COM 74765E109 1.22 1,000 SH SOLE X QUANTUM CORP COM DSSG 747906204 16.47 6,100 SH SOLE X QUEST DIAGNOSTICS INC. COM 74834L100 2,598.13 52,098 SH SOLE X QUESTAR CORP. COM 748356102 2,397.79 26,878 SH SOLE X QWEST COMM.INT.INC COM 749121109 4,648.77 517,105 SH SOLE X RAIT FINANCIAL TRUST COM 749227104 82.48 2,952 SH SOLE X R H DONNELLEY CORP COM NEW 74955W307 39,087.47 551,382 SH SOLE X RPM INTL INC COM 749685103 15.18 657 SH SOLE X RTI INTL METALS INC COM 74973W107 54.61 600 SH SOLE X RACKABLE SYS INC COM 750077109 3.39 200 SH SOLE X RADIOSHACK CORP. COM 750438103 1,036.74 38,355 SH SOLE X RAMBUS INC DEL COM 750917106 1,014.33 47,733 SH SOLE X RAMCO-GERSHENSON PPTYS TR PFD CV C 7.95% 751452509 4,304.64 118,000 SH SOLE X RANDGOLD RES LTD ADR 752344309 565.64 23,657 SH SOLE X RASER TECHNOLOGIES INC COM 754055101 12.27 2,360 SH SOLE X RAYONIER INC COM 754907103 9,529.32 221,612 SH SOLE X RAYTHEON CO W EXP 06/16/201 755111119 2.88 166 SH SOLE X RAYTHEON CO. 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COM 770323103 1,852.87 50,064 SH SOLE X ROCHESTER MED CORP COM 771497104 45.56 2,000 SH SOLE X ROCKWELL AUTOMATION INC. COM 773903109 2,877.17 48,057 SH SOLE X ROCKWELL COLLINS INC. COM 774341101 3,187.94 47,631 SH SOLE X ROFIN SINAR TECHNOLOGIES INC COM 775043102 1,480.68 25,020 SH SOLE X ROGERS CORP COM 775133101 57.66 1,300 SH SOLE X ROHM & HAAS CO COM 775371107 7,782.10 150,466 SH SOLE X ROPER INDUSTRIES INC. COM 776696106 675.02 12,300 SH SOLE X ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 119.35 2,300 SH SOLE X ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 153.36 6,000 SH SOLE X ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 167.38 6,500 SH SOLE X ROYAL DUTCH SHELL PLC SPON ADRB 780259107 258.31 3,878 SH SOLE X ROYAL DUTCH SHELL PLC SPONS ADRA 780259206 145.86 2,200 SH SOLE X ROYCE VALUE TR INC COM 780910105 58.28 2,643 SH SOLE X RUDDICK CORP COM 781258108 130.40 4,335 SH SOLE X RYDER SYS INC COM 783549108 976.88 19,799 SH SOLE X SCM MICROSYSTEMS INC COM 784018103 16.79 3,922 SH SOLE X SK TELECOM LTD SPONSORED ADR 78440P108 866.54 37,000 SH SOLE X SLM CORP COM 78442P106 35,615.07 870,784 SH SOLE X SORL AUTO PTS INC COM 78461U101 17.18 2,000 SH SOLE X SPDR TR UNIT SER 1 78462F103 2,221.45 15,644 SH SOLE X SRA INTL INC CL A 78464R105 67.01 2,751 SH SOLE X SABRE HLDGS CORP CL A CL A 785905100 1,374.22 41,961 SH SOLE X SAFECO CORP. COM 786429100 1,477.20 22,237 SH SOLE X SAFEWAY INC COM 786514208 391.02 10,672 SH SOLE X ST.JUDE MEDICAL INC. COM 790849103 7,602.71 202,146 SH SOLE X SAKS INC COM 79377W108 115.81 5,557 SH SOLE X SALLY BEAUTY HLDGS INC COM 79546E104 3.68 400 SH SOLE X SANDISK CORP. COM 80004C101 4,268.00 97,443 SH SOLE X SANMINA-SCI CORP. COM 800907107 729.88 201,623 SH SOLE X SANOFI AVENTIS SPONSORED ADR 80105N105 65.27 1,500 SH SOLE X SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 270.80 6,065 SH SOLE X SARA LEE CORP. COM 803111103 3,960.48 234,071 SH SOLE X SASOL LTD SPONSORED ADR 803866300 194.40 5,882 SH SOLE X SATYAM COMPUTER SERVICES LTD ADR 804098101 183.80 8,097 SH SOLE X SAVVIS INC COM NEW 805423308 28.73 600 SH SOLE X SCANA CORP NEW COM 80589M102 103.09 2,388 SH SOLE X SCANSOURCE INC COM 806037107 34.30 1,278 SH SOLE X SCHERING-PLOUGH CORP. COM 806605101 10,711.27 419,885 SH SOLE X SCHOLASTIC CORP COM 807066105 55.92 1,798 SH SOLE X SCHWAB CHARLES CORP NEW COM 808513105 3,405.27 186,182 SH SOLE X SCOTTS MIRACLE GRO CO CL A 810186106 96.87 2,200 SH SOLE X SCRIPPS E W CO OHIO CL A CL A 811054204 1,121.38 25,098 SH SOLE X SEACOR HOLDINGS INC COM 811904101 442.80 4,500 SH SOLE X SEATTLE GENETICS INC COM 812578102 4.10 500 SH SOLE X SELECT COMFORT CORP COM 81616X103 90.34 5,075 SH SOLE X SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 166,906.59 4,998,700 SH SOLE X SEMPRA ENERGY COM 816851109 18,400.25 301,594 SH SOLE X SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,031.52 43,160 SH SOLE X SERVICE CORP INTL COM 817565104 57.69 4,864 SH SOLE X SHAW GROUP INC COM 820280105 46.91 1,500 SH SOLE X SHERWIN-WILLIAMS CO. COM 824348106 6,198.05 93,853 SH SOLE X SIERRA PAC RES NEW COM 826428104 132.21 7,607 SH SOLE X SIGMATEL INC COM 82661W107 32.95 10,528 SH SOLE X SILICON LABORATORIES INC COM 826919102 11.67 390 SH SOLE X SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 86,295.47 975,090 SH SOLE X SIMPSON MANUFACTURING CO INC COM 829073105 80.18 2,600 SH SOLE X SIX FLAGS INC COM 83001P109 12.81 2,131 SH SOLE X SKYWEST INC COM 830879102 46.42 1,730 SH SOLE X SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 126.96 2,000 SH SOLE X SMITHFIELD FOODS INC COM 832248108 143.82 4,802 SH SOLE X SMUCKER J M CO COM NEW 832696405 5.33 100 SH SOLE X SMURFIT-STONE CONTAINER CORP COM 832727101 388.89 34,537 SH SOLE X SNAP ON INC COM 833034101 935.11 19,441 SH SOLE X SOLEKTRON CORP. COM 834182107 959.49 304,600 SH SOLE X SONUS PHARMACEUTICALS INC COM 835692104 4.02 800 SH SOLE X SONY CORP ADR NEW 835699307 156.52 3,100 SH SOLE X SOTHEBYS COM 835898107 67.83 1,525 SH SOLE X SONUS NETWORKS INC COM 835916107 4.04 500 SH SOLE X THE*SOUTHERN CO. COM 842587107 11,603.06 316,591 SH SOLE X SOUTHERN COPPER CORP COM 84265V105 71.66 1,000 SH SOLE X SOUTHERN UN CO NEW COM 844030106 91.17 3,000 SH SOLE X SOUTHWEST AIRLINES CO. COM 844741108 8,183.39 556,693 SH SOLE X SOVEREIGN BANCORP.INC. COM 845905108 421.69 16,576 SH SOLE X SOVRAN SELF STORAGE INC COM 84610H108 68.15 1,230 SH SOLE X SPAIN FD COM 846330108 39.11 2,512 SH SOLE X SPECTRA ENERGY CORP COM 847560109 46,249.25 1,760,535 SH SOLE X SPECTRUM BRANDS INC COM 84762L105 3.17 500 SH SOLE X SPECTRUM PHARMACEUTICALS INC COM 84763A108 3.14 500 SH SOLE X SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 12.74 400 SH SOLE X SPRINT NEXTEL CORP COM FON 852061100 77,281.87 4,076,048 SH SOLE X STANCORP FINL GROUP INC COM 852891100 92.73 1,886 SH SOLE X STANLEY WKS COM 854616109 1,389.65 25,102 SH SOLE X STAPLES INC. COM 855030102 2,430.90 94,075 SH SOLE X STARWOOD HOTELS&RESORTS WRLD COM 85590A401 30,773.85 474,539 SH SOLE X STATE STR CORP COM 857477103 3,734.20 57,671 SH SOLE X STATOIL ASA SPONSORED ADR 85771P102 40.62 1,500 SH SOLE X STERIS CORP COM 859152100 79.07 2,977 SH SOLE X STRATEGIC HOTELS & RESORTS I COM 86272T106 832.77 36,413 SH SOLE X STREETTRACKS GOLD TR GOLD SHS OLD SHS 863307104 14.46 220 SH SOLE X STRYKER CORP COM 863667101 6,123.99 92,340 SH SOLE X SULPHCO INC COM 865378103 169.97 49,700 SH SOLE X SUN MICROSYSTEMS COM 866810104 10,304.90 1,714,626 SH SOLE X SUN-TIMES MEDIA GROUP INC COM 86688Q100 9,530.39 1,921,450 SH SOLE X SUNAMERICA FCSED ALPHA GRW F COM 867037103 17.64 900 SH SOLE X SUNPOWER CORP COM CL A 867652109 159.25 3,500 SH SOLE X SUNSTONE HOTEL INVS INC NEW COM 867892101 247.71 9,087 SH SOLE X SUNTRUST BKS INC COM 867914103 3,520.15 42,391 SH SOLE X SUPERIOR ENERGY SVCS INC COM 868157108 10.03 291 SH SOLE X SUPERIOR INDS INTL INC COM 868168105 79.36 3,810 SH SOLE X SUPERVALU INC COM 868536103 25,298.29 647,512 SH SOLE X SWIFT TRANSN CO COM 870756103 132.80 4,262 SH SOLE X SWISS HELVETIA FD INC COM 870875101 8.05 400 SH SOLE X SYBASE INC COM 871130100 54.93 2,173 SH SOLE X SYCAMORE NETWORKS INC COM 871206108 9.35 2,500 SH SOLE X SYMANTEC CORP. COM 871503108 2,331.23 134,753 SH SOLE X SYSCO CORP. COM 871829107 7,167.26 211,861 SH SOLE X TD AMERITRADE HLDG CORP COM 87236Y108 17.11 1,150 SH SOLE X TECO ENERGY INC COM 872375100 1,250.70 72,673 SH SOLE X TJX COS INC NEW COM 872540109 3,425.05 127,042 SH SOLE X TXU CORP COM 873168108 42,362.98 660,889 SH SOLE X TAIWAN FD INC COM 874036106 55.80 3,100 SH SOLE X TAIWAN SEMCOND.MANUF.ADR'S SPONSORED ADR 874039100 6,958.70 647,321 SH SOLE X TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 70.49 3,500 SH SOLE X TALBOTS INC COM 874161102 14.17 600 SH SOLE X TASER INTERNATIONAL INC. COM 87651B104 137.86 17,168 SH SOLE X TAUBMAN CTRS INC COM 876664103 207.20 3,573 SH SOLE X TECH DATA CORP COM 878237106 103.03 2,877 SH SOLE X TECHNICAL OLYMPIC USA INC COM 878483106 379.05 95,000 SH SOLE X TEKTRONIX INC COM 879131100 944.88 33,554 SH SOLE X TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 14.71 500 SH SOLE X TELECOMMUNICATION SYS INC CL A 87929J103 821.14 220,736 SH SOLE X TELEFLEX INC COM 879369106 55.41 814 SH SOLE X TELEFONICA S.A.ADR'S SPONSORED ADR 879382208 22.11 333 SH SOLE X TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 2,537.23 75,965 SH SOLE X TELEPHONE & DATA SYS INC COM 879433100 76.97 1,291 SH SOLE X TELLABS INC. COM 879664100 839.11 84,759 SH SOLE X TEMPLETON DRAGON FD INC COM 88018T101 285.48 12,554 SH SOLE X TEMPLETON EMERGING MKTS FD I COM 880191101 172.18 10,200 SH SOLE X TEMPLETON RUS AND EAST EUR F COM 88022F105 1,056.15 15,000 SH SOLE X TEMPUR PEDIC INTL INC COM 88023U101 77.97 3,000 SH SOLE X TENARIS S A SPONSORED ADR 88031M109 1,104.35 24,060 SH SOLE X TENET HEALTHCARE CORP COM 88033G100 1,213.15 188,670 SH SOLE X TERADYNE INC. COM 880770102 758.24 45,843 SH SOLE X TEREX CORP NEW COM 880779103 2,227.29 31,038 SH SOLE X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,006.25 53,600 SH SOLE X TESSERA TECHNOLOGIES INC COM 88164L100 23.33 587 SH SOLE X TEXAS INDS INC COM 882491103 24.92 330 SH SOLE X THE THAI FUND INC. COM NEW 882904105 343.35 35,000 SH SOLE X TEXTRON INC. COM 883203101 3,313.62 36,900 SH SOLE X THERMO ELECTRON CORP COM 883556102 6,086.90 130,201 SH SOLE X THOR INDS INC COM 885160101 10.28 261 SH SOLE X 3COM CORP COM 885535104 67.38 17,234 SH SOLE X 3SBIO INC SPONSOREDADR 88575Y105 27.55 2,500 SH SOLE X 3M CO. COM 88579Y101 15,544.72 203,385 SH SOLE X THRESHOLD PHARMACEUTICAL INC COM 885807107 5.15 3,500 SH SOLE X TIBCO SOFTWARE INC. COM 88632Q103 64.28 7,545 SH SOLE X TIFFANY & CO NEW COM 886547108 21,733.53 477,870 SH SOLE X TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 698.32 21,500 SH SOLE X TIMBERLAND CO CL A CL A 887100105 207.80 7,983 SH SOLE X TIME WARNER INC. COM 887317105 21,597.40 1,095,203 SH SOLE X TIMKEN CO COM 887389104 128.61 4,243 SH SOLE X TITANIUM METALS CORP COM NEW 888339207 157.87 4,400 SH SOLE X TODCO COM 88889T107 734.01 18,200 SH SOLE X TOM ONLINE INC ADR REG S 889728200 35.58 2,500 SH SOLE X TOMPKINSTRUSTCO INC COM 890110109 26.37 630 SH SOLE X TOOTSIE ROLL INDS INC COM 890516107 0.03 1 SH SOLE X TORCHMARK CORP COM 891027104 1,117.92 17,044 SH SOLE X TOTAL S A SPONSORED ADR 89151E109 118.63 1,700 SH SOLE X TOTAL SYS SVCS INC COM 891906109 29.43 924 SH SOLE X TOYOTA MOTOR CORP SP ADR REP2COM 892331307 51.90 405 SH SOLE X TRAVELERS COMPANIES INC COM 89417E109 6,320.39 122,086 SH SOLE X TRAVELZOO INC COM 89421Q106 169.14 4,600 SH SOLE X TREEHOUSE FOODS INC COM 89469A104 11.85 389 SH SOLE X TREND MICRO INC SPONS ADR NEW 89486M206 158.75 5,800 SH SOLE X TRI CONTL CORP COM 895436103 74.91 3,300 SH SOLE X TRI VY CORP COM 895735108 383.84 51,800 SH SOLE X TRIBUNE CO NEW COM 896047107 1,750.22 54,507 SH SOLE X TRIMBLE NAVIGATION LTD COM 896239100 261.34 9,737 SH SOLE X TRINITY BIOTECH PLC SPON ADR NEW 896438306 59.02 6,500 SH SOLE X TRINTECH GROUP PLC SPONS ADR NEW 896682200 157.57 39,590 SH SOLE X TRONOX INC CL B CL B 897051207 11.73 839 SH SOLE X TRUMP ENTMT RESORTS INC COM 89816T103 55.66 3,080 SH SOLE X TUPPERWARE BRANDS CORP COM 899896104 244.96 9,826 SH SOLE X TURBOCHEF TECHNOLOGIES INC COM NEW 900006206 2,976.38 195,557 SH SOLE X TYSON FOODS INC CL A 902494103 3,055.00 157,393 SH SOLE X US BANCORP DEL COM NEW 902973304 14,997.44 428,866 SH SOLE X URS CORP NEW COM 903236107 229.99 5,400 SH SOLE X U S G CORP COM NEW 903293405 44.81 960 SH SOLE X USEC INC COM 90333E108 2.44 150 SH SOLE X U S AIRWAYS GROUP INC COM 90341W108 9.10 200 SH SOLE X UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 80.29 918 SH SOLE X UNION PACIFIC CORP. COM 907818108 18,655.55 183,708 SH SOLE X UNISYS CORP COM 909214108 932.32 110,596 SH SOLE X UNITED INDL CORP COM 910671106 22.08 400 SH SOLE X UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 0.00 1 SH SOLE X UNITED PARCEL SERVICE INC. -B- CL B 911312106 20,495.77 292,379 SH SOLE X UNITED RENTALS INC COM 911363109 153.07 5,566 SH SOLE X UNITED STATIONERS INC COM 913004107 103.66 1,730 SH SOLE X UNITED TECHNOLOGIES COM 913017109 28,344.68 436,072 SH SOLE X UNITED THERAPEUTICS CORP DEL COM 91307C102 120.63 2,243 SH SOLE X UNITED HEALTH GROUP INC. COM 91324P102 62,374.61 1,177,546 SH SOLE X UNITRIN INC COM 913275103 61.94 1,316 SH SOLE X UNUMPROVIDENT CORP. COM 91529Y106 1,465.31 63,626 SH SOLE X URBAN OUTFITTERS INC COM 917047102 58.56 2,209 SH SOLE X UTSTARCOM INC COM 918076100 129.35 15,603 SH SOLE X V F CORP COM 918204108 2,206.37 26,705 SH SOLE X VALASSIS COMMUNICATIONS INC COM COM 918866104 92.40 5,375 SH SOLE X VALSPAR CORP COM 920355104 84.30 3,029 SH SOLE X VARIAN MEDICAL SYSTEMS INC. COM 92220P105 1,905.88 39,964 SH SOLE X VECTREN CORP COM 92240G101 144.46 5,051 SH SOLE X VERIZON COMMUNICATIONS INC. COM 92343V104 57,787.69 1,523,937 SH SOLE X VERNALIS PLC SPONSORED ADR 92431M107 0.57 250 SH SOLE X VIACOM INC NEW CL A 92553P102 7.97 194 SH SOLE X VIACOM INC NEW CL B 92553P201 9,021.22 219,441 SH SOLE X VIASYS HEALTHCARE INC COM NEW 92553Q209 2.07 61 SH SOLE X VIACELL INC COM 92554J105 10.90 2,000 SH SOLE X VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 3.70 200 SH SOLE X VIRGIN MEDIA INC COM 92769L101 12,597.88 498,926 SH SOLE X VIROPHARMA INC COM 928241108 44.49 3,100 SH SOLE X VISHAY INTERTECHNOL.INC. COM 928298108 171.14 12,242 SH SOLE X VISTEON CORP. COM 92839U107 45.94 5,379 SH SOLE X VIVUS INC COM 928551100 5.64 1,100 SH SOLE X VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 702.00 200,000 SH SOLE X VONAGE HLDGS CORP COM 92886T201 8.74 2,533 SH SOLE X VORNADO RLTY TR PFD CONV SER A 929042208 3,230.00 19,000 SH SOLE X WCI CMNTYS INC COM 92923C104 19,229.47 901,100 SH SOLE X WGL HLDGS INC COM 92924F106 143.49 4,487 SH SOLE X W-H ENERGY SVCS INC COM 92925E108 121.52 2,600 SH SOLE X WABTEC CORP COM 929740108 115.89 3,360 SH SOLE X WACHOVIA CORP. COM 929903102 24,244.57 440,410 SH SOLE X WAL-MART STORES INC. COM 931142103 187,114.81 3,985,406 SH SOLE X WALGREEN CO. COM 931422109 13,641.40 297,263 SH SOLE X WASTE MGMT INC DEL COM 94106L109 9,074.61 263,720 SH SOLE X WATERS CORP COM 941848103 1,729.56 29,820 SH SOLE X WATSON PHARMACEUTICALS INC COM 942683103 963.14 36,441 SH SOLE X WATSON WYATT WORLDWIDE INC CL A 942712100 93.41 1,920 SH SOLE X WEIGHT WATCHERS INTL INC NEW COM 948626106 110.89 2,406 SH SOLE X WELLCARE HEALTH PLANS INC COM 94946T106 34.10 400 SH SOLE X WELLPOINT COM 94973V107 15,997.87 197,261 SH SOLE X WELLS FARGO & CO. COM 949746101 32,788.21 952,315 SH SOLE X WENDYS INTL INC COM 950590109 822.34 26,273 SH SOLE X WERNER ENTERPRISES INC COM 950755108 153.30 8,437 SH SOLE X WEST MARINE INC COM 954235107 145.13 7,970 SH SOLE X WESTAR ENERGY INC COM 95709T100 137.32 4,990 SH SOLE X WESTERN DIGITAL CORP COM 958102105 235.64 14,018 SH SOLE X WESTERN UN CO COM 959802109 99,720.10 4,543,057 SH SOLE X WHIRLPOOL CORP COM 963320106 50,888.09 599,318 SH SOLE X WHOLE FOODS MKT INC COM 966837106 502.59 11,206 SH SOLE X WILLIAMS COS INC DEL COM 969457100 68,040.38 2,390,737 SH SOLE X WIND RIVER SYSTEMS INC COM 973149107 9.74 980 SH SOLE X WIPRO LTD SPON ADR 1 SH 97651M109 41.91 2,661 SH SOLE X WISCONSIN ENERGY CORP COM 976657106 7,786.44 160,479 SH SOLE X WORTHINGTON INDS INC COM 981811102 54.17 2,632 SH SOLE X WRIGHT MEDICAL GROUP INC COM 98235T107 12.26 550 SH SOLE X WRIGLEY (WM.)JR.CO. COM 982526105 10,633.06 208,778 SH SOLE X WYETH COM 983024100 41,503.64 829,575 SH SOLE X WYNDHAM WORLDWIDE CORP COM 98310W108 3,938.72 115,336 SH SOLE X XM SATELLITE RADIO HLDGS INC CL A 983759101 1,652.70 127,918 SH SOLE X XEROX CORP. COM 984121103 5,030.40 297,833 SH SOLE X YRC WORLDWIDE INC COM 984249102 127.18 3,162 SH SOLE X YAHOO INC. COM 984332106 8,854.76 282,990 SH SOLE X YUM BRANDS INC. COM 988498101 4,632.06 80,195 SH SOLE X ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 7.72 200 SH SOLE X ZIMMER HOLDINGS INC. COM 98956P102 6,553.08 76,725 SH SOLE X ZIONS UTAH BANCORP COM 989701107 1,852.34 21,916 SH SOLE X ZORAN CORP COM 98975F101 27.23 1,600 SH SOLE X 12,414,770.00