-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, TgPaNandL0rc+s5wDU+jJpYyjrGr2LRpAO8DmZDA1V6RuQNZpq0cWpVLIMc9yaBP VUoJ5vMlX76DR/RWPmvkZA== 0001082621-06-000010.txt : 20061113 0001082621-06-000010.hdr.sgml : 20061113 20061113163010 ACCESSION NUMBER: 0001082621-06-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061113 DATE AS OF CHANGE: 20061113 EFFECTIVENESS DATE: 20061113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HARVARD MANAGEMENT CO INC CENTRAL INDEX KEY: 0001082621 IRS NUMBER: 42103580 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03879 FILM NUMBER: 061209342 BUSINESS ADDRESS: STREET 1: 600 ATLANTIC AVENUE CITY: BOSTON STATE: MA ZIP: 02210-2203 BUSINESS PHONE: 6175234400 MAIL ADDRESS: STREET 1: 600 ATLANTIC AVENUE CITY: BOSTON STATE: MA ZIP: 02210-2203 13F-HR 1 sept302006.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or quarter Ended: September 30, 2006 Check here if Amendment [ ]; Amendment Number: This amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: President and Fellows of Harvard College Address: 600 Atlantic Avenue Boston, MA 02210 13F File Number: The institutional investment manager filing this report and the person 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: Kathryn Murtagh Title: Chief Compliance Officer Phone: (617) 523-4400 Signature, Place, and Date of signing: Kathryn Murtagh, Boston, MA, Novmeber 10, 2006 Report Type (Check only one.): [ X] 13F Holdings Report. [ ] 13F Notice. [ ] 13F Combination Report. List of other Managers Reporting for this Manager: 0 I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F SUMMARY PAGE Report Summary: Number of other Included Managers : 0 Form 13F Information Table Entry Total: 1,074 Form 13F Information Table Value Total: $4,897,658 FORM 13F INFORMATION TABLE TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARE NONE - ---------------------------- ------------ --------- ------- ------- --- ---- ------- -------- ------- ------- ------- 3COM CORP COM 885535104 796 180,550 SOLE 180,550 0 0 3M CO COM 88579Y101 7,678 103,176 SOLE 103,176 0 0 99 CENTS ONLY STORES COM 65440K106 253 21,355 SOLE 21,355 0 0 A G EDWARDS INC COM 281760108 1,864 34,976 SOLE 34,976 0 0 ABBOTT LABS COM 002824100 10,162 209,275 SOLE 209,275 0 0 ABERCROMBIE & FITCH CO CL-A COM 002896207 2,803 40,349 SOLE 40,349 0 0 ACADIA REALTY TRUST COM 004239109 2,108 82,660 SOLE 82,660 0 0 ACE LTD COM G0070K103 2,438 44,543 SOLE 44,543 0 0 ACTIVISION INC COM 004930202 1,726 114,313 SOLE 114,313 0 0 ACXIOM CORP COM 005125109 765 31,023 SOLE 31,023 0 0 ADC TELECOMM COM 000886309 241 16,058 SOLE 16,058 0 0 ADESA INC COM 00686U104 952 41,182 SOLE 41,182 0 0 ADOBE SYS INC COM 00724F101 2,971 79,335 SOLE 79,335 0 0 ADTRAN INC COM 00738A106 707 29,665 SOLE 29,665 0 0 ADVANCE AUTO PARTS COM 00751Y106 763 23,155 SOLE 23,155 0 0 ADVANCED MEDICAL OPTICS COM 00763M108 1,075 27,178 SOLE 27,178 0 0 ADVENT SOFTWARE INC COM 007974108 336 9,281 SOLE 9,281 0 0 AEROPOSTALE, INC. COM 007865108 707 24,199 SOLE 24,199 0 0 AES CORP COM 00130H105 1,847 90,601 SOLE 90,601 0 0 AETNA INC NEW COM 00817Y108 2,967 75,023 SOLE 75,023 0 0 AFFILIATED COMPUTER SVCS A COM 008190100 842 16,241 SOLE 16,241 0 0 AFFYMETRIX INC COM 00826T108 668 31,004 SOLE 31,004 0 0 AFLAC INC COM 001055102 3,111 67,981 SOLE 67,981 0 0 AGCO CORP COM 001084102 1,057 41,694 SOLE 41,694 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1,830 55,981 SOLE 55,981 0 0 AGL RESOURCES INC COM 001204106 1,302 35,677 SOLE 35,677 0 0 AIR PRODS & CHEMS INC COM 009158106 2,003 30,182 SOLE 30,182 0 0 AIRGAS INC COM 009363102 1,289 35,641 SOLE 35,641 0 0 AIRTRAN HOLDINGS INC COM 00949P108 413 41,629 SOLE 41,629 0 0 ALADDIN KNOWLEDGE SYSTEMS COM M0392N101 215 12,770 SOLE 12,770 0 0 ALASKA AIRGROUP INC COM 011659109 695 18,269 SOLE 18,269 0 0 ALBEMARLE CORP COM 012653101 979 18,027 SOLE 18,027 0 0 ALBERTO-CULVER COMPANY COM 013068101 541 10,689 SOLE 10,689 0 0 ALCOA INC COM 013817101 3,330 118,744 SOLE 118,744 0 0 ALEXANDER & BALDWIN INC COM 014482103 875 19,730 SOLE 19,730 0 0 ALLEGHENY ENERGY CORP COM 017361106 906 22,545 SOLE 22,545 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 857 13,779 SOLE 13,779 0 0 ALLERGAN INC COM 018490102 2,326 20,656 SOLE 20,656 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1,681 30,459 SOLE 30,459 0 0 ALLIANT ENERGY CORP COM 018802108 1,927 53,946 SOLE 53,946 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 1,288 15,893 SOLE 15,893 0 0 ALLIED WASTE INDS COM 019589308 392 34,742 SOLE 34,742 0 0 ALLSTATE CORP COM 020002101 5,409 86,229 SOLE 86,229 0 0 ALLTEL CORP COM 020039103 2,951 53,167 SOLE 53,167 0 0 ALTERA COM 021441100 905 49,215 SOLE 49,215 0 0 ALVARION LIMITED COM M0861T100 377 59,000 SOLE 59,000 0 0 AMB PROPERTY CORP COM 00163T109 4,100 74,389 SOLE 74,389 0 0 AMBAC FINANCIAL GROUP INC COM 023139108 1,201 14,508 SOLE 14,508 0 0 AMEREN CORPORATION COM 023608102 1,489 28,199 SOLE 28,199 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 2,680 61,140 SOLE 61,140 0 0 AMERICAN ELEC PWR INC COM 025537101 1,963 53,965 SOLE 53,965 0 0 AMERICAN EXPRESS 1.85% STEP 1 025816AS8 30,000 30000000 SOLE 30000000 0 0 AMERICAN EXPRESS CO COM 025816109 906 16,164 SOLE 16,164 0 0 AMERICAN FINANCIAL GROUP INC COM 025932104 997 21,248 SOLE 21,248 0 0 AMERICAN GREETINGS CORP COM CL A 026375105 606 26,200 SOLE 26,200 0 0 AMERICAN INTL GROUP INC COM 026874107 23,587 355,973 SOLE 355,973 0 0 AMERICAN POWER CONVERSION COM 029066107 510 23,221 SOLE 23,221 0 0 AMERICAN STANDARD COMPANIES COM 029712106 1,003 23,901 SOLE 23,901 0 0 AMERICAN TOWER CORP CL A COM 029912201 1,562 42,800 SOLE 42,800 0 0 AMERICREDIT CORP COM 03060R101 1,432 57,293 SOLE 57,293 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 1,566 33,389 SOLE 33,389 0 0 AMERISOURCEBERGEN COM 03073E105 1,248 27,610 SOLE 27,610 0 0 AMERUS GROUP COM 03072M108 1,341 19,725 SOLE 19,725 0 0 AMETEK INC COM 031100100 1,408 32,328 SOLE 32,328 0 0 AMGEN INC COM 031162100 11,469 160,342 SOLE 160,342 0 0 AMPHENOLCORP-CL A COM 032095101 2,535 40,939 SOLE 40,939 0 0 AMSOUTH BANCORPORATION COM 032165102 1,362 46,908 SOLE 46,908 0 0 AMZN C27.5 10/21/06 CALL ON EQUI 023135906 490 1,000 CALL SOLE 1,000 0 0 AMZN P27.5 10/21/06 PUT ON EQUIT 023135956 30 2,000 PUT SOLE 2,000 0 0 ANADARKO PETE CORP COM 032511107 2,759 62,937 SOLE 62,937 0 0 ANALOG DEVICES INC COM 032654105 1,421 48,333 SOLE 48,333 0 0 ANDREW CORP COM 034425108 682 73,870 SOLE 73,870 0 0 ANGLOGOLD LIMITED-SPON ADR 1 ADR = 1 Sh 035128206 1,883 49,902 SOLE 49,902 0 0 ANHEUSER BUSCH COS INC COM 035229103 5,003 105,297 SOLE 105,297 0 0 ANNTAYLOR STORES CORP COM 036115103 1,395 33,328 SOLE 33,328 0 0 ANTIGENICS INC 5.25% 2/1/25 037032AC3 943 1500,000 SOLE 1500,000 0 0 ANTIGENICS INC COM 037032109 276 178,030 SOLE 178,030 0 0 AON CORP COM 037389103 1,459 43,076 SOLE 43,076 0 0 APACHE CORP COM 037411105 2,850 45,098 SOLE 45,098 0 0 APARTMENT INVT & MGT CO A COM 03748R101 5,840 107,337 SOLE 107,337 0 0 APOLLO GROUP INC CL A COM 037604105 944 19,169 SOLE 19,169 0 0 APPLE COMPUTER INC COM 037833100 8,974 116,500 SOLE 116,500 0 0 APPLEBEES INTL INC COM 037899101 733 34,096 SOLE 34,096 0 0 APPLERA CORP-APPLIED BIOSYST COM 038020103 827 24,964 SOLE 24,964 0 0 APPLIED MATL COM 038222105 3,374 190,313 SOLE 190,313 0 0 APRIA HEALTHCARE GROUP COM 037933108 384 19,440 SOLE 19,440 0 0 AQUA AMERICA INC COM 03836W103 1,321 60,194 SOLE 60,194 0 0 AQUILA INC COM 03840P102 742 171,369 SOLE 171,369 0 0 ARAMARK CORP-CL B COM 038521100 3,713 113,000 SOLE 113,000 0 0 ARCH COAL INC COM 039380100 1,901 65,757 SOLE 65,757 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 3,402 89,818 SOLE 89,818 0 0 ARCHSTONE-SMITH TRUST REIT 039583109 1,598 29,346 SOLE 29,346 0 0 ARROW ELECTRONIC COM 042735100 1,535 55,953 SOLE 55,953 0 0 ARVINMERITOR INC COM 043353101 460 32,329 SOLE 32,329 0 0 ASA BERMUDA LIMITED COM COM G3156P103 5,780 101,400 SOLE 101,400 0 0 ASHLAND INC COM 044209104 553 8,669 SOLE 8,669 0 0 ASSOCIATED BANC CORP COM 045487105 1,968 60,565 SOLE 60,565 0 0 ASTORIA FINANCIAL CORP COM 046265104 1,221 39,605 SOLE 39,605 0 0 AT&T INC COM 00206R102 11,637 357,406 SOLE 357,406 0 0 ATI TECHNOLOGIES INC COM 001941103 42,795 1995,097 SOLE 1995,097 0 0 ATMEL CORP COM 049513104 1,185 196,246 SOLE 196,246 0 0 AUTODESK INC COM 052769106 1,104 31,737 SOLE 31,737 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 3,603 76,101 SOLE 76,101 0 0 AUTONATION INC COM 05329W102 439 21,005 SOLE 21,005 0 0 AVAYA INC COM 053499109 716 62,594 SOLE 62,594 0 0 AVERY DENNISON CORP COM 053611109 778 12,932 SOLE 12,932 0 0 AVIS BUDGET GROUP INC COM 053774105 840 45,923 SOLE 45,923 0 0 AVNET INC COM 053807103 1,147 58,454 SOLE 58,454 0 0 AVOCENT CORPORATION COM 053893103 706 23,429 SOLE 23,429 0 0 AVON PRODS INC COM 054303102 1,880 61,321 SOLE 61,321 0 0 AZTAR CORP COM 054802103 885 16,700 SOLE 16,700 0 0 BAKER HUGHES INC COM 057224107 3,073 45,060 SOLE 45,060 0 0 BALL CORP COM 058498106 577 14,273 SOLE 14,273 0 0 BANCO ITAU HOLDING FINANCEIR 1 ADR = 0.5 059602201 798 26,600 SOLE 26,600 0 0 BANDAG INC CL A COM 059815308 1,532 44,094 SOLE 44,094 0 0 BANK OF AMERICA CORP COM 060505104 33,210 619,945 SOLE 619,945 0 0 BANK OF HAWAII CORP COM 062540109 1,114 23,139 SOLE 23,139 0 0 BANK OF NEW YORK COM 064057102 3,686 104,533 SOLE 104,533 0 0 BANTA CORP COM 066821109 526 11,045 SOLE 11,045 0 0 BARD C R INC COM 067383109 1,063 14,179 SOLE 14,179 0 0 BARNES & NOBLE INC COM 067774109 889 23,443 SOLE 23,443 0 0 BARR PHARMACEUTICALS INC COM 068306109 756 14,559 SOLE 14,559 0 0 BAUSCH & LOMB INC COM 071707103 369 7,365 SOLE 7,365 0 0 BAXTER INTL INC COM 071813109 4,062 89,362 SOLE 89,362 0 0 BB&T CORPORATION COM 054937107 3,221 73,563 SOLE 73,563 0 0 BBVA BANCO FRANCES SA-ADR 1 ADR = 3 Sh 07329M100 356 48,100 SOLE 48,100 0 0 BEAR STEARNS COS COM 073902108 2,310 16,489 SOLE 16,489 0 0 BEAZER HOMES USA INC COM 07556Q105 701 17,959 SOLE 17,959 0 0 BECKMAN COULTER INC COM 075811109 1,635 28,413 SOLE 28,413 0 0 BECTON DICKINSON & CO COM 075887109 2,369 33,518 SOLE 33,518 0 0 BED BATH AND BEYOND INC COM 075896100 1,479 38,658 SOLE 38,658 0 0 BELLSOUTH CORP COM 079860102 16,267 380,524 SOLE 380,524 0 0 BELLSOUTH P25 01/20/07 PUT ON EQUIT 079860952 13 2,500 PUT SOLE 2,500 0 0 BELO CORP COM 080555105 636 40,235 SOLE 40,235 0 0 BEMIS INC COM 081437105 472 14,360 SOLE 14,360 0 0 BERKLEY (WR) CORP COM 084423102 2,730 77,140 SOLE 77,140 0 0 BEST BUY COMPANY COM 086516101 2,983 55,691 SOLE 55,691 0 0 BF GOODRICH COM 382388106 692 17,083 SOLE 17,083 0 0 BIG LOTS INC COM 089302103 295 14,913 SOLE 14,913 0 0 BIOGEN IDEC INC COM 09062X103 2,103 47,064 SOLE 47,064 0 0 BIOMED REALTY TRUST INC REIT 09063H107 2,797 92,200 SOLE 92,200 0 0 BIOMET INC COM 090613100 1,080 33,536 SOLE 33,536 0 0 BIOVERIS CORP COM 090676107 3,351 356,844 SOLE 356,844 0 0 BISYS GROUP INC (THE) COM 055472104 599 55,162 SOLE 55,162 0 0 BJ SERVICES CO COM 055482103 1,235 40,977 SOLE 40,977 0 0 BJs WHOLESALE CLUB COM 05548J106 868 29,732 SOLE 29,732 0 0 BLACK & DECKER CORP COM 091797100 805 10,143 SOLE 10,143 0 0 BLACK HILLS CORP COM 092113109 512 15,236 SOLE 15,236 0 0 BLDRS EMERGING MARKETS 50 AD ETF 09348R300 323 9,997 SOLE 9,997 0 0 BLOCK H & R INC COM 093671105 958 44,064 SOLE 44,064 0 0 BLOCKBUSTER INC CL B COM 093679207 20,382 5773,800 SOLE 5773,800 0 0 BLYTH INDUSTRIES INC COM 09643P108 279 11,487 SOLE 11,487 0 0 BMC SOFTWARE INC COM 055921100 764 28,077 SOLE 28,077 0 0 BOB EVANS FARMS INC COM 096761101 505 16,691 SOLE 16,691 0 0 BOEING CO COM 097023105 8,586 108,885 SOLE 108,885 0 0 BORDERS GROUP INC COM 099709107 580 28,422 SOLE 28,422 0 0 BORG-WARNER INC COM 099724106 1,503 26,285 SOLE 26,285 0 0 BOSTON PROPERTIES INC REIT 101121101 5,762 55,756 SOLE 55,756 0 0 BOSTON SCIENTIFIC CO COM 101137107 26,790 1811,354 SOLE 1811,354 0 0 BOULDER TOTAL RETURN FUND COM 101541100 3,007 157,100 SOLE 157,100 0 0 BOWATER INC COM 102183100 527 25,620 SOLE 25,620 0 0 BOYD GAMING CORP COM 103304101 745 19,385 SOLE 19,385 0 0 BRASIL DISTR PAO ADR 1 ADR = 1000 20440T201 12 473 SOLE 473 0 0 BRE PROPERTIES -CL A REIT 05564E106 3,022 50,600 SOLE 50,600 0 0 BRINKER INTL INC COM 109641100 1,519 37,894 SOLE 37,894 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 6,713 269,373 SOLE 269,373 0 0 BROADCOM CORP COM 111320107 1,949 64,236 SOLE 64,236 0 0 BRONCO DRILLING CO INC COM 112211107 1,760 100,137 SOLE 100,137 0 0 BROOKFIELD PROPERTIES CORP COM 112900105 5,863 166,000 SOLE 166,000 0 0 BROWN & BROWN INC COM 115236101 1,601 52,395 SOLE 52,395 0 0 BROWN-FORMAN CORP COM CL B 115637209 825 10,757 SOLE 10,757 0 0 BRUNSWICK CORP COM 117043109 396 12,702 SOLE 12,702 0 0 BSX C17.5 1/20/07 CALL ON EQUI 101137907 11 300 CALL SOLE 300 0 0 BSX C17.5 11/18/06 CALL ON EQUI 101137907 2 188 CALL SOLE 188 0 0 BSX C20 01/20/07 CALL ON EQUI 101137907 8 500 CALL SOLE 500 0 0 BSX C20 11/18/06 CALL ON EQUI 101137907 5 1,000 CALL SOLE 1,000 0 0 BSX C22.5 01/20/07 CALL ON EQUI 101137907 3 500 CALL SOLE 500 0 0 BSX C22.5 11/18/06 CALL ON EQUT 101137907 3 528 CALL SOLE 528 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 3,641 49,580 SOLE 49,580 0 0 BUSINESS OBJECTS COM 12328X107 18 536 SOLE 536 0 0 C.H. ROBINSON WORLDWIDE INC COM 12541W209 3,541 79,435 SOLE 79,435 0 0 CA INC COM 12673P105 1,472 62,142 SOLE 62,142 0 0 CABOT CORP COM 127055101 1,079 29,013 SOLE 29,013 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 2,180 128,530 SOLE 128,530 0 0 CALIPER LIFE SCIENCES - WTS WARRANTS 130872112 1 570,980 SOLE 570,980 0 0 CALIPER LIFE SCIENCES INC COM 130872104 7,176 1470,504 SOLE 1470,504 0 0 CALLAWAY GOLF COMPANY COM 131193104 377 28,785 SOLE 28,785 0 0 CAMDEN PROPERTY TRUST COM 133131102 5,094 67,023 SOLE 67,023 0 0 CAMERON INTERNATIONAL CORPOR COM 13342B105 2,470 51,122 SOLE 51,122 0 0 CAMPBELL SOUP CO COM 134429109 1,153 31,588 SOLE 31,588 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 3,298 41,932 SOLE 41,932 0 0 CARDINAL HEALTH INC COM 14149Y108 3,652 55,547 SOLE 55,547 0 0 CAREER EDUCATION CORP COM 141665109 976 43,382 SOLE 43,382 0 0 CAREMARK COM 141705103 3,314 58,477 SOLE 58,477 0 0 CARLISLE COS INC COM 142339100 1,187 14,114 SOLE 14,114 0 0 CARMAX INC COM 143130102 2,034 48,767 SOLE 48,767 0 0 CARNIVAL CORP COM 143658300 2,867 60,953 SOLE 60,953 0 0 CATALINA MARKETING COM 148867104 461 16,758 SOLE 16,758 0 0 CATERPILLAR INC COM 149123101 5,910 89,824 SOLE 89,824 0 0 CATHAY BANCORP INC COM 149150104 852 23,609 SOLE 23,609 0 0 CBS CORP-CL B COM 124857202 9,984 354,429 SOLE 354,429 0 0 CDW CORP COM 12512N105 1,696 27,490 SOLE 27,490 0 0 CEG C55 10/21/06 CALL ON EQUI 210371900 15 36 CALL SOLE 36 0 0 CEG C55 11/18/06 CALL ON EQUI 210371900 5 10 CALL SOLE 10 0 0 CEG C60 10/21/06 CALL ON EQUI 210371900 11 140 CALL SOLE 140 0 0 CEG P55 10/21/06 PUT ON EQUIT 210371950 0 10 PUT SOLE 10 0 0 CEG P60 10/21/06 PUT ON EQUIT 210371950 34 249 PUT SOLE 249 0 0 CEG P65 1/20/07 PUT ON EQUIT 210371950 12 20 PUT SOLE 20 0 0 CEG P65 10/21/06 PUT ON EQUIT 210371950 112 200 PUT SOLE 200 0 0 CEG P65 11/18/06 PUT ON EQUIT 210371950 8 15 PUT SOLE 15 0 0 CENTERPOINT ENERGY INC COM 15189T107 612 42,705 SOLE 42,705 0 0 CENTEX CORP COM 152312104 854 16,236 SOLE 16,236 0 0 CENTRAL EUROPEAN MEDIA ENT-A COM G20045202 1,437 21,425 SOLE 21,425 0 0 CENTURYTEL CORP CVT REGD 4.75% 08/01/ 156700AH9 3000,000 SOLE 3000,000 0 0 CENTURYTEL INC COM 156700106 633 15,945 SOLE 15,945 0 0 CEPHALON INC COM 156708109 1,718 27,828 SOLE 27,828 0 0 CERIDIAN CORP COM 156779100 1,424 63,674 SOLE 63,674 0 0 CHARLES RIVER LABS INTL COM 159864107 1,358 31,293 SOLE 31,293 0 0 CHARLES SCHWAB COM 808513105 2,536 141,652 SOLE 141,652 0 0 CHARMING SHOPPES INC COM 161133103 802 56,173 SOLE 56,173 0 0 CHECK POINT SOFTWARE TECH COM M22465104 3,023 158,712 SOLE 158,712 0 0 CHECKFREE CORP COM 162813109 1,684 40,750 SOLE 40,750 0 0 CHEESECAKE FACTORY COM 163072101 985 36,231 SOLE 36,231 0 0 CHEMTURA CORPORATION COM 163893100 956 110,210 SOLE 110,210 0 0 CHESAPEAKE ENERGY CO COM 165167107 1,502 51,831 SOLE 51,831 0 0 CHEVRON CORP COM 166764100 19,528 301,076 SOLE 301,076 0 0 CHICAGO MERCANTILE EXCHANGE COM 167760107 2,330 4,872 SOLE 4,872 0 0 CHICOS FAS INC COM 168615102 1,732 80,435 SOLE 80,435 0 0 CHINA LIFE INSURANCE CO - AD 1 ADR = 40 S 16939P106 7,159 91,600 SOLE 91,600 0 0 CHINA MOBILE LTD ADR 1 ADR = 5 Sh 16941M109 18,953 536,151 SOLE 536,151 0 0 CHINA TELECOM CORP LTD - ADR 1 ADR = 100 169426103 2,411 66,700 SOLE 66,700 0 0 CHOICEPIONT INC COM 170388102 1,393 38,923 SOLE 38,923 0 0 CHUBB CORP COM 171232101 2,924 56,272 SOLE 56,272 0 0 CHURCH & DWIGHT INC COM 171340102 1,163 29,732 SOLE 29,732 0 0 CIGNA CORP COM 125509109 1,767 15,190 SOLE 15,190 0 0 CINCINNATI BELL INC COM 171871106 545 113,123 SOLE 113,123 0 0 CINCINNATI FINL CORP COM 172062101 1,140 23,728 SOLE 23,728 0 0 CINTAS CORP COM 172908105 764 18,707 SOLE 18,707 0 0 CIRCUIT CITY STORE INC COM 172737108 485 19,313 SOLE 19,313 0 0 CISCO SYS INC COM 17275R102 19,233 836,199 SOLE 836,199 0 0 CIT GROUP INC COM 125581108 1,324 27,236 SOLE 27,236 0 0 CITIGROUP INC COM 172967101 33,637 677,211 SOLE 677,211 0 0 CITIZENS COMMUNICATIONS COM SER A 17453B101 617 43,948 SOLE 43,948 0 0 CITRIX SYSTEMS INC COM 177376100 912 25,177 SOLE 25,177 0 0 CITY NATL CORP COM 178566105 1,241 18,506 SOLE 18,506 0 0 CLAIRES STORES COM 179584107 1,272 43,613 SOLE 43,613 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,961 67,982 SOLE 67,982 0 0 CLOROX CO COM 189054109 1,304 20,704 SOLE 20,704 0 0 CMS ENERGY CORP COM 125896100 438 30,352 SOLE 30,352 0 0 CNOOC LTD-ADR 1 ADR = 100 126132109 2,176 26,124 SOLE 26,124 0 0 COACH INC COM 189754104 1,724 50,116 SOLE 50,116 0 0 COCA COLA CO COM 191216100 12,472 279,151 SOLE 279,151 0 0 COCA COLA ENT COM 191219104 786 37,752 SOLE 37,752 0 0 COGNIZANT TECH SOLUTIONS CRP COM 192446102 4,780 64,548 SOLE 64,548 0 0 COLD SPRING CAPITAL INC COM 192865103 134 25,000 SOLE 25,000 0 0 COLDWATER CREEK INC COM 193068103 792 27,528 SOLE 27,528 0 0 COLGATE PALMOLIVE CO COM 194162103 4,393 70,738 SOLE 70,738 0 0 COLONIAL BANCGROUP INC COM 195493309 1,737 70,916 SOLE 70,916 0 0 COMCAST CORP COM CL A VOT 20030N101 97,466 2644,932 SOLE 2644,932 0 0 COMERICA INC COM 200340107 1,265 22,219 SOLE 22,219 0 0 COMMERCE BANCORP INC/NJ COM 200519106 938 25,546 SOLE 25,546 0 0 COMMERCIAL METALS CO COM 201723103 1,116 54,897 SOLE 54,897 0 0 COMMSCOPE INC COM 203372107 888 27,027 SOLE 27,027 0 0 COMMUNITY HEALTH SYSTEMS INC COM 203668108 1,618 43,310 SOLE 43,310 0 0 COMPASS BANCSHARES COM 20449H109 1,010 17,723 SOLE 17,723 0 0 COMPUTER SCIENCES CORP COM 205363104 1,155 23,522 SOLE 23,522 0 0 COMPUWARE CORP COM 205638109 398 51,028 SOLE 51,028 0 0 COMVERSE TECHNOLOGY COM 205862402 593 27,670 SOLE 27,670 0 0 CON-WAY INC COM 205944101 985 21,969 SOLE 21,969 0 0 CONAGRA INC COM 205887102 1,713 69,974 SOLE 69,974 0 0 CONOCOPHILLIPS COM 20825C104 13,437 225,712 SOLE 225,712 0 0 CONSOL ENERGY INC COM 20854P109 797 25,115 SOLE 25,115 0 0 CONSOLIDATED EDISON INC COM 209115104 1,560 33,760 SOLE 33,760 0 0 CONSTELLATION ENERGY GROUP COM 210371100 68,406 1155,509 SOLE 1155,509 0 0 CONSTELLATION ENERGY GROUP C CALL ON EQUI 210371900 0 8 CALL SOLE 8 0 0 CONSTELLATION ENERGY GROUP P PUT ON EQUIT 210371950 5 17 PUT SOLE 17 0 0 CONSTELLATION ENERGY GROUP P PUT ON EQUIT 210371950 17 50 PUT SOLE 50 0 0 CONSTELLATION ENERGY GROUP P PUT ON EQUIT 210371950 162 831 PUT SOLE 831 0 0 CONVERGYS CORP COM 212485106 393 19,018 SOLE 19,018 0 0 COOPER INDS LTD COM G24182100 1,069 12,539 SOLE 12,539 0 0 COPART INC COM 217204106 910 32,294 SOLE 32,294 0 0 CORINTHIAN COLLEGES INC COM 218868107 427 39,462 SOLE 39,462 0 0 CORNING INC COM 219350105 5,215 213,655 SOLE 213,655 0 0 CORPORATE EXECUTIVE BOARD CO COM 21988R102 1,658 18,445 SOLE 18,445 0 0 COSTCO WHOLESALE COM 22160K105 3,185 64,101 SOLE 64,101 0 0 COSTELLATION BRANDS INC- A COM 21036P108 8,026 278,886 SOLE 278,886 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 2,938 83,833 SOLE 83,833 0 0 COVANCE INC COM 222816100 1,939 29,208 SOLE 29,208 0 0 COVENTRY HEALTH CARE INC COMMON STOCK 222862104 1,121 21,766 SOLE 21,766 0 0 CRACKER BARREL COM 12489V106 573 14,163 SOLE 14,163 0 0 CRANE CO COM 224399105 984 23,536 SOLE 23,536 0 0 CREDICORP LTD COM G2519Y108 2,384 56,800 SOLE 56,800 0 0 CREE RESEARCH INC COM 225447101 712 35,381 SOLE 35,381 0 0 CROWN CASTLE INTL CORP COM 228227104 1,396 39,600 SOLE 39,600 0 0 CSG SYSTEMS INTL INC COM 126349109 581 21,988 SOLE 21,988 0 0 CSK AUTO CORP COM 125965103 19,317 1370,000 SOLE 1370,000 0 0 CSX CORP COM 126408103 1,995 60,753 SOLE 60,753 0 0 CULLEN FROST BANKERS COM 229899109 1,472 25,456 SOLE 25,456 0 0 CUMMINS INC COM 231021106 858 7,199 SOLE 7,199 0 0 CVS CORPORATION COM 126650100 3,614 112,516 SOLE 112,516 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1,149 64,656 SOLE 64,656 0 0 CYTEC INDUSTRIES COM 232820100 1,057 19,023 SOLE 19,023 0 0 CYTYC CORPORATION COM 232946103 1,262 51,546 SOLE 51,546 0 0 D R HORTON INC COM 23331A109 894 37,314 SOLE 37,314 0 0 DANAHER CORP COM 235851102 2,226 32,411 SOLE 32,411 0 0 DARDEN RESTAURANTS COM 237194105 850 20,012 SOLE 20,012 0 0 DEAN FOODS CO COM 242370104 768 18,284 SOLE 18,284 0 0 DEERE & CO COM 244199105 1,608 19,169 SOLE 19,169 0 0 DELL INC COM 24702R101 7,107 311,161 SOLE 311,161 0 0 DELUXE CORP COM 248019101 403 23,553 SOLE 23,553 0 0 DENBURY RESOURCES INC COM 247916208 1,579 54,638 SOLE 54,638 0 0 DENTSPLY INTERNATIONAL INC COM 249030107 2,122 70,470 SOLE 70,470 0 0 DEVELOPERS DIVERS REALTY COR COM 251591103 2,803 50,268 SOLE 50,268 0 0 DEVON ENERGY CORP COM 25179M103 3,815 60,414 SOLE 60,414 0 0 DEVRY INC COM 251893103 579 27,221 SOLE 27,221 0 0 DIEBOLD INC COM 253651103 17,633 405,070 SOLE 405,070 0 0 DIGITAL REALTY TRUST INC REIT 253868103 5,434 173,500 SOLE 173,500 0 0 DIME BANCORP WARRANTS 25429Q110 2 20,900 SOLE 20,900 0 0 DIS P27.5 1/20/07 PUT ON EQUIT 254687956 39 1,127 PUT SOLE 1,127 0 0 DIS P27.50 10/21/06 PUT ON EQUIT 254687956 6 1,234 PUT SOLE 1,234 0 0 DISNEY WALT CO COM 254687106 8,850 286,304 SOLE 286,304 0 0 DISTRIBUTION Y SERVICIO ADR 1 ADR = 60 S 254753106 55 3,200 SOLE 3,200 0 0 DOLLAR GEN CORP COM 256669102 582 42,731 SOLE 42,731 0 0 DOLLAR TREE STORES INC COM 256747106 1,446 46,718 SOLE 46,718 0 0 DOMINION RES INC COM 25746U109 3,697 48,332 SOLE 48,332 0 0 DONALDSON CO INC COM 257651109 1,203 32,599 SOLE 32,599 0 0 DOVER CORP COM 260003108 1,323 27,878 SOLE 27,878 0 0 DOW CHEM CO COM 260543103 5,122 131,408 SOLE 131,408 0 0 DOW JONES & CO INC COM 260561105 299 8,901 SOLE 8,901 0 0 DPL CORP COM 233293109 1,418 52,296 SOLE 52,296 0 0 DRS TECHNOLOGIES INC COM 23330X100 804 18,400 SOLE 18,400 0 0 DST SYSTEMS INC COM 233326107 1,650 26,750 SOLE 26,750 0 0 DST SYSTEMS INC P50 1/20/07 PUT ON EQUIT 233326957 30 3,000 PUT SOLE 3,000 0 0 DST SYSTEMS INC P55 1/20/07 PUT ON EQUIT 233326957 60 1,500 PUT SOLE 1,500 0 0 DTE ENERGY CO. HLDGS COM 233331107 1,011 24,349 SOLE 24,349 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 5,409 126,265 SOLE 126,265 0 0 DUKE ENERGY CORP COM 26441C105 5,183 171,635 SOLE 171,635 0 0 DUN AND BRADSTREET COM 26483E100 2,158 28,777 SOLE 28,777 0 0 DUQUESNE LIGHT HOLDINGS, INC COM 266233105 708 36,012 SOLE 36,012 0 0 DWS GLOBAL COMMODITIES STOCK COM 23338Y100 1,241 80,866 SOLE 80,866 0 0 DYCOM INDUSTRIES INC COM 267475101 400 18,605 SOLE 18,605 0 0 DYNEGY INC COM 26816Q101 287 51,809 SOLE 51,809 0 0 E TRADE FINANCIAL CORP P17.5 PUT ON EQUIT 269246954 15 1,000 PUT SOLE 1,000 0 0 E TRADE FINANCIAL CORPORATIO COM 269246104 1,400 58,515 SOLE 58,515 0 0 EASTMAN CHEMICAL CO COM 277432100 609 11,268 SOLE 11,268 0 0 EASTMAN KODAK CO COM 277461109 881 39,347 SOLE 39,347 0 0 EATON CORP COM 278058102 1,415 20,546 SOLE 20,546 0 0 EATON VANCE CORP COM 278265103 1,680 58,201 SOLE 58,201 0 0 EBAY INC COM 278642103 4,564 160,918 SOLE 160,918 0 0 ECI TELECOM LTD COM 268258100 368 44,600 SOLE 44,600 0 0 ECOLAB INC COM 278865100 1,048 24,472 SOLE 24,472 0 0 ECTEL LTD COM M29925100 24 5,304 SOLE 5,304 0 0 EDISON INTERNATIONAL COM 281020107 1,858 44,628 SOLE 44,628 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1,247 26,755 SOLE 26,755 0 0 EL PASO CORPORATION COM 28336L109 1,300 95,329 SOLE 95,329 0 0 ELAN CORP PLC-SPONS ADR P12. PUT ON EQUTI 284131958 23 250 PUT SOLE 250 0 0 ELAN CORP PLC-SPONS ADR P2.5 PUT ON EQUIT 284131958 15 3,000 PUT SOLE 3,000 0 0 ELECTRONIC ARTS INC COM 285512109 2,339 42,006 SOLE 42,006 0 0 ELECTRONIC DATA SYSTEMS CORP COM 285661104 1,739 70,902 SOLE 70,902 0 0 EMBARQ CORP COM 29078E105 988 20,425 SOLE 20,425 0 0 EMBOTELLADORA ANDINA - ADR A 1 ADR = 6 Sh 29081P204 189 14,500 SOLE 14,500 0 0 EMBOTELLADORA ANDINA -ADR B 1 ADR = 6 Sh 29081P303 189 13,400 SOLE 13,400 0 0 EMC CORP - MASS COM 268648102 3,772 314,843 SOLE 314,843 0 0 EMERSON ELEC CO COM 291011104 4,683 55,845 SOLE 55,845 0 0 EMMIS BROADCASTING CORP CL A COM 291525103 182 14,843 SOLE 14,843 0 0 EMPRESA NACIONAL DE ELEC ADR 1 ADR = 30 S 29244T101 541 17,871 SOLE 17,871 0 0 ENERGIZER HOLDINGS INC COM 29266R108 1,892 26,287 SOLE 26,287 0 0 ENERGY EAST CORPORATION COM 29266M109 1,605 67,663 SOLE 67,663 0 0 ENERGY SELECT SECTOR SPDR COM 81369Y506 25,873 483,608 SOLE 483,608 0 0 ENERGY TRANSFER EQUITY LP COM 29273V100 85,407 2918,899 SOLE 2918,899 0 0 ENERSIS - ADR 1 ADR = 50 S 29274F104 503 38,100 SOLE 38,100 0 0 ENSCO INTERNATIONAL COM 26874Q100 3,081 70,298 SOLE 70,298 0 0 ENTERCOM COMMUNICATIONS CORP COM 293639100 321 12,751 SOLE 12,751 0 0 ENTERGY CORP COM 29364G103 2,233 28,540 SOLE 28,540 0 0 EOG RESOURCES INC COM 26875P101 2,162 33,232 SOLE 33,232 0 0 EPIX PHARMACEUTICALS INC COM 26881Q309 607 146,666 SOLE 146,666 0 0 EQUIFAX INC COM 294429105 637 17,346 SOLE 17,346 0 0 EQUITABLE RES INC COM 294549100 1,934 55,282 SOLE 55,282 0 0 EQUITY OFFICE PRODUCTS TR COM 294741103 12,066 303,460 SOLE 303,460 0 0 EQUITY RESIDENTIAL COM 29476L107 9,117 180,254 SOLE 180,254 0 0 ESSEX PROPERTY TRUST INC COM 297178105 3,156 26,000 SOLE 26,000 0 0 ESTEE LAUDER COMPANIES CL- A COM 518439104 714 17,695 SOLE 17,695 0 0 EVEREST RE LTD COM G3223R108 2,900 29,737 SOLE 29,737 0 0 EXELON CORP COM 30161N101 5,552 91,705 SOLE 91,705 0 0 EXPEDITORS INTL WASH COM 302130109 4,356 97,708 SOLE 97,708 0 0 EXPRESS SCRIPTS INC COM 302182100 1,424 18,868 SOLE 18,868 0 0 EXXON MOBIL CORPORATION COM 30231G102 54,641 814,329 SOLE 814,329 0 0 F M C CORP COM 302491303 1,146 17,890 SOLE 17,890 0 0 F5 NETWORKS INC COM 315616102 998 18,575 SOLE 18,575 0 0 FAIR ISAAC CORPORATION COM 303250104 1,053 28,805 SOLE 28,805 0 0 FAIRCHILD SEMICON INTL CL A COM 303726103 1,050 56,124 SOLE 56,124 0 0 FAMILY DOLLAR STORES COM 307000109 607 20,771 SOLE 20,771 0 0 FANNIE MAE COM 313586109 7,413 132,581 SOLE 132,581 0 0 FASTENAL CO COM 311900104 2,213 57,383 SOLE 57,383 0 0 FEDERAL HOME LN MTG CORP COM 313400301 6,278 94,651 SOLE 94,651 0 0 FEDERAL SIGNAL COM 313855108 336 22,022 SOLE 22,022 0 0 FEDERATED DEPARTMENT STORES COM 31410H101 12,723 294,454 SOLE 294,454 0 0 FEDERATED INVESTORS INC-CL B COM 314211103 420 12,408 SOLE 12,408 0 0 FEDEX CORPORATION COM 31428X106 4,561 41,971 SOLE 41,971 0 0 FERRO CORP COM 315405100 346 19,473 SOLE 19,473 0 0 FIDELITY NATIONAL COM 316326107 3,363 80,745 SOLE 80,745 0 0 FIDELITY NATL INFORMATION COM 31620M106 1,103 29,814 SOLE 29,814 0 0 FIFTH THR BNCP COM 316773100 2,910 76,419 SOLE 76,419 0 0 FIRST AMER FINANCIAL COM 318522307 1,875 44,274 SOLE 44,274 0 0 FIRST DATA CORP COM 319963104 8,602 204,810 SOLE 204,810 0 0 FIRST HORIZON NATIONAL CORP COM 320517105 645 16,978 SOLE 16,978 0 0 FIRST NIAGARA FINANCIAL GROU COM 33582V108 738 50,634 SOLE 50,634 0 0 FIRST TRUST VALUE LINE DVD COM 33735A100 2,060 121,904 SOLE 121,904 0 0 FIRSTENERGY CORP COM 337932107 2,524 45,180 SOLE 45,180 0 0 FIRSTMERIT CORPORATION COM 337915102 850 36,676 SOLE 36,676 0 0 FISERV INC COM 337738108 1,124 23,865 SOLE 23,865 0 0 FISHER SCIENTIFIC INTL COM 338032204 33,021 422,042 SOLE 422,042 0 0 FLORIDA ROCK INDS COM 341140101 875 22,610 SOLE 22,610 0 0 FLOWSERVE COM 34354P105 1,310 25,890 SOLE 25,890 0 0 FLUOR CORP (NEW) COM 343412102 922 11,997 SOLE 11,997 0 0 FMC TECHNOLOGIES COM 30249U101 1,686 31,392 SOLE 31,392 0 0 FOOT LOCKER INC COM 344849104 1,800 71,274 SOLE 71,274 0 0 FORD MOTOR COMPANY COM 345370860 2,084 257,657 SOLE 257,657 0 0 FOREST LABS INC COM 345838106 2,204 43,555 SOLE 43,555 0 0 FOREST OIL CORP COM 346091705 792 25,057 SOLE 25,057 0 0 FORTUNE BRANDS INC COM 349631101 1,552 20,660 SOLE 20,660 0 0 FRANKLIN RESOURCES INC COM 354613101 2,415 22,834 SOLE 22,834 0 0 FREEPORT-MCMORAN COPPER B COM 35671D857 1,433 26,910 SOLE 26,910 0 0 FREESCALE SEMICONDUCTOR A COM 35687M107 6,183 162,500 SOLE 162,500 0 0 FREESCALE SEMICONDUCTOR-B COM 35687M206 47,534 1250,568 SOLE 1250,568 0 0 FSH C80 12/16/06 CALL ON EQUI 338032904 62 210 CALL SOLE 210 0 0 FT/VALUE LINE &IBB EQ ALLOC COM 33735H105 2,222 102,700 SOLE 102,700 0 0 FURNITURE BRANDS INTL INC COM 360921100 421 22,136 SOLE 22,136 0 0 GALLAGHER (ARTHUR J) COM 363576109 1,188 44,528 SOLE 44,528 0 0 GAMESTOP CORP CL B COM 36467W208 17,435 389,956 SOLE 389,956 0 0 GANNETT INC COM 364730101 1,840 32,378 SOLE 32,378 0 0 GAP INC COM 364760108 1,398 73,767 SOLE 73,767 0 0 GARTNER INC COM 366651107 460 26,126 SOLE 26,126 0 0 GATX CORP COM 361448103 971 23,464 SOLE 23,464 0 0 GEN-PROBE INC COM 36866T103 1,113 23,733 SOLE 23,733 0 0 GENCORP INC COM 368682100 7,062 550,000 SOLE 550,000 0 0 GENERAL DYNAMICS CORP COM 369550108 3,960 55,257 SOLE 55,257 0 0 GENERAL ELEC CO COM 369604103 55,918 1584,073 SOLE 1584,073 0 0 GENERAL MLS INC COM 370334104 2,735 48,328 SOLE 48,328 0 0 GENERAL MOTORS COM 370442105 2,577 77,475 SOLE 77,475 0 0 GENTEX CORP COM 371901109 956 67,264 SOLE 67,264 0 0 GENUINE PARTS CO COM 372460105 1,012 23,465 SOLE 23,465 0 0 GENWORTH FINANCIAL INC-CL A COM 37247D106 2,182 62,325 SOLE 62,325 0 0 GENZYME CORP CVT BD 1.25% 12/1/2 372917AN4 5,527 5000,000 SOLE 5000,000 0 0 GILEAD SCIENCES INC COM 375558103 4,299 62,577 SOLE 62,577 0 0 GIVEN IMAGING LTD COM M52020100 123 6,428 SOLE 6,428 0 0 GLAMIS GOLD LTD COM 376775102 1,695 43,000 SOLE 43,000 0 0 GLATFELTER P.H. CO COM 377316104 278 20,494 SOLE 20,494 0 0 GLG C45 11/18/06 CALL ON EQUI 376775902 100 1,000 CALL SOLE 1,000 0 0 GLG P45 11/18/06 PUT ON EQUIT 376775952 650 1,000 PUT SOLE 1,000 0 0 GOLDEN WEST FINL CORP COM 381317106 2,813 36,408 SOLE 36,408 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 10,003 59,132 SOLE 59,132 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 352 24,287 SOLE 24,287 0 0 GOOGLE INC CL A COM 38259P508 11,729 29,183 SOLE 29,183 0 0 GRACO INC COM 384109104 1,214 31,081 SOLE 31,081 0 0 GRAINGER W W INC COM 384802104 691 10,314 SOLE 10,314 0 0 GRANITE CONSTRUCTION INC COM 387328107 828 15,524 SOLE 15,524 0 0 GRANT PRIDECO INC - W/I COM 38821G101 2,274 59,799 SOLE 59,799 0 0 GREAT PLAINS ENERGY INC COM 391164100 1,140 36,757 SOLE 36,757 0 0 GREATER BAY BANCORP COM 391648102 658 23,341 SOLE 23,341 0 0 HAE C50 12/16/06 CALL ON EQUI 405024900 80 500 CALL SOLE 500 0 0 HAE C50 3/17/07 CALL ON EQUI 405024900 97 323 CALL SOLE 323 0 0 HALLIBURTON CO COM 406216101 4,018 141,245 SOLE 141,245 0 0 HANESBRANDS INC W/I COM 410345102 980 43,528 SOLE 43,528 0 0 HANOVER COMPRESSOR CO COM 410768105 861 47,263 SOLE 47,263 0 0 HANOVER INSURANCE GROUP COM 410867105 1,042 23,341 SOLE 23,341 0 0 HARBOR ACQUISITION CORP COM 41145X107 2,680 500,000 SOLE 500,000 0 0 HARLEY-DAVIDSON INC. COM 412822108 2,254 35,919 SOLE 35,919 0 0 HARMAN INTERNATIONAL COM 413086109 745 8,928 SOLE 8,928 0 0 HARMONY GOLD MINING CO LTD - 1 ADR = 1 Sh 413216300 1,497 115,758 SOLE 115,758 0 0 HARRAHS ENTERTAINMENT INC COM 413619107 1,691 25,452 SOLE 25,452 0 0 HARRIS CORP COM 413875105 2,728 61,322 SOLE 61,322 0 0 HARSCO CORP COM 415864107 1,494 19,245 SOLE 19,245 0 0 HARTE-HANKS COMMUNICATIONS COM 416196103 601 22,797 SOLE 22,797 0 0 HARTFORD FINANCIAL SERVICES COM 416515104 3,615 41,675 SOLE 41,675 0 0 HASBRO INC COM 418056107 510 22,408 SOLE 22,408 0 0 HAWAIIAN ELEC COM 419870100 1,008 37,237 SOLE 37,237 0 0 HCA- THE HEALTHCARE COMPANY COM 404119109 15,369 308,067 SOLE 308,067 0 0 HCC INSURANCE HOLDINGS INC COM 404132102 1,675 50,941 SOLE 50,941 0 0 HCR CARE INC COM 564055101 527 10,089 SOLE 10,089 0 0 HD PARTNERS ACQUISITION CORP COM 40415K100 1,823 250,000 SOLE 250,000 0 0 HDFC BANK LTD-ADR 1 ADR = 3 Sh 40415F101 15,266 250,051 SOLE 250,051 0 0 HEALTH MGT ASSOC COM 421933102 688 32,913 SOLE 32,913 0 0 HEALTH NET INC COM 42222G108 2,312 53,124 SOLE 53,124 0 0 HEALTHCARE ACQUISITION CORP COM 42224H104 50 7,000 SOLE 7,000 0 0 HEALTHCARE REALTY TRUST INC COM 421946104 972 25,300 SOLE 25,300 0 0 HEINZ H J CO COM 423074103 1,904 45,406 SOLE 45,406 0 0 HELMERICH & PAYNE INC COM 423452101 1,110 48,190 SOLE 48,190 0 0 HENRY JACK & ASSOC COM 426281101 782 35,938 SOLE 35,938 0 0 HENRY SCHEIN INC COM 806407102 2,025 40,392 SOLE 40,392 0 0 HERCULES INC COM 427056106 245 15,524 SOLE 15,524 0 0 HERSHEY CO/THE COM 427866108 1,286 24,058 SOLE 24,058 0 0 HESS CORPORATION COM 42809H107 1,369 33,046 SOLE 33,046 0 0 HEWLETT PACKARD CO COM 428236103 13,765 375,178 SOLE 375,178 0 0 HIGHWOODS PROPERTIES INC COM 431284108 934 25,108 SOLE 25,108 0 0 HILLENBRAND INDUSTRIES COM 431573104 1,602 28,111 SOLE 28,111 0 0 HILTON HOTELS COM 432848109 1,472 52,844 SOLE 52,844 0 0 HNI CORPORATION COM 404251100 954 22,948 SOLE 22,948 0 0 HOME DEPOT INC COM 437076102 10,255 282,728 SOLE 282,728 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 4,588 112,177 SOLE 112,177 0 0 HORACE MANN EDUCATOR COM 440327104 379 19,698 SOLE 19,698 0 0 HORMEL FOODS CORP COM 440452100 1,206 33,505 SOLE 33,505 0 0 HOSPIRA INC COM 441060100 823 21,505 SOLE 21,505 0 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 1,606 34,018 SOLE 34,018 0 0 HOVNANIAN ENTERPRISES-A COM 442487203 490 16,697 SOLE 16,697 0 0 HUBBELL INC COM CL B 443510201 1,334 27,844 SOLE 27,844 0 0 HUMANA INC COM 444859102 1,494 22,610 SOLE 22,610 0 0 HUNTINGTON BANCSHARES COM 446150104 779 32,537 SOLE 32,537 0 0 ICICI BANK LTD ADR 1 ADR = 2 Sh 45104G104 3,403 110,814 SOLE 110,814 0 0 IDACORP INC COM 451107106 741 19,609 SOLE 19,609 0 0 ILLINOIS TOOL WKS INC COM 452308109 2,585 57,563 SOLE 57,563 0 0 IMATION CORP COM 45245A107 640 15,934 SOLE 15,934 0 0 IMCLONE SYSTEMS P15 1/20/07 PUT ON EQUIT 45245W959 13 2,500 PUT SOLE 2,500 0 0 IMS HEALTH INC COM 449934108 735 27,600 SOLE 27,600 0 0 INDIA FUND CLOSED END F 454089103 1,325 30,000 SOLE 30,000 0 0 INDUSTRIAL SELECT SECT SPDR COM 81369Y704 1,857 55,700 SOLE 55,700 0 0 INDYMAC BANCORP COM 456607100 1,294 31,450 SOLE 31,450 0 0 INGERSOLL-RAND COM G4776G101 1,674 44,072 SOLE 44,072 0 0 INGRAM MICRO INC COM 457153104 1,216 63,449 SOLE 63,449 0 0 INTEGRATED DEVICE TECH INC COM 458118106 1,469 91,445 SOLE 91,445 0 0 INTEL CORP COM 458140100 16,252 790,089 SOLE 790,089 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 17,081 208,459 SOLE 208,459 0 0 INTERNATIONAL FLAVORS & FRAG COM 459506101 427 10,805 SOLE 10,805 0 0 INTERNATIONAL PAPER CO COM 460146103 78,549 2268,227 SOLE 2268,227 0 0 INTERNATIONAL SPEEDWAY CORP COM 460335201 816 16,382 SOLE 16,382 0 0 INTERPUBLIC GROUP COS INC COM 460690100 598 60,380 SOLE 60,380 0 0 INTERSIL HOLDING CORP COM 46069S109 1,579 64,323 SOLE 64,323 0 0 INTL GAME TECHNOLOGY COM 459902102 1,929 46,491 SOLE 46,491 0 0 INTL RECTIFIER CORP COM 460254105 1,142 32,772 SOLE 32,772 0 0 INTUIT INC COM 461202103 1,502 46,804 SOLE 46,804 0 0 INTUITIVE SURGICAL INC COM 46120E602 1,777 16,855 SOLE 16,855 0 0 INVESTORS FINL SVCS CORP COM 461915100 1,304 30,266 SOLE 30,266 0 0 INVITROGEN CORP COM 46185R100 1,554 24,500 SOLE 24,500 0 0 IRSA - INVERSIONES Y REP SA COM 450047204 715 56,500 SOLE 56,500 0 0 ISHARES FTSE/XINHUA CHINA 25 COM 464287184 40,064 492,493 SOLE 492,493 0 0 ISHARES MEXICO INDEX SERIES COM 464286822 193,577 4479,902 SOLE 4479,902 0 0 ISHARES MSCI BRAZIL COM 464286400 224,361 5815,482 SOLE 5815,482 0 0 ISHARES MSCI EMERGING MKTS I COM 464287234 449,868 4648,840 SOLE 4648,840 0 0 ISHARES MSCI HONG KONG COM 464286871 13,767 975,000 SOLE 975,000 0 0 ISHARES MSCI JAPAN INDEX FUN COM 464286848 75,824 5600,000 SOLE 5600,000 0 0 ISHARES MSCI MALAYSIA (FREE) COM 464286830 9,440 1232,343 SOLE 1232,343 0 0 ISHARES MSCI SOUTH AFRICA COM 464286780 130,366 1428,665 SOLE 1428,665 0 0 ISHARES MSCI SOUTH KOREA IND COM 464286772 129,096 2791,256 SOLE 2791,256 0 0 ISHARES MSCI TAIWAN COM 464286731 18,647 1456,835 SOLE 1456,835 0 0 ISHARES RUSSELL 2000 COM 464287655 233,640 3245,000 SOLE 3245,000 0 0 ISHARES S&P LATIN AMERICA COM 464287390 3,086 21,708 SOLE 21,708 0 0 ITT EDUCATIONAL SERVICES COM 45068B109 1,003 15,126 SOLE 15,126 0 0 ITT INDUSTRIES INC COM 450911102 1,297 25,296 SOLE 25,296 0 0 J.B. HUNT TRAN COM 445658107 1,010 48,605 SOLE 48,605 0 0 JABIL CIRCUIT INC COM 466313103 723 25,298 SOLE 25,298 0 0 JACOBS ENGINEERING GROUP INC COM 469814107 2,014 26,957 SOLE 26,957 0 0 JANUS CAPITAL GROUP INC COM 47102X105 558 28,310 SOLE 28,310 0 0 JDS UNIPHASE CORP COM 46612J101 505 230,790 SOLE 230,790 0 0 JEFFERIES GROUP INC (NEW) COM 472319102 1,318 46,255 SOLE 46,255 0 0 JETBLUE AIRWAYS CORP COM 477143101 745 80,386 SOLE 80,386 0 0 JM SMUCKER CO COM 832696405 1,260 26,283 SOLE 26,283 0 0 JNJ C65 11/18/06 CALL ON EQUI 478160904 390 3,000 CALL SOLE 3,000 0 0 JOHNSON & JOHNSON COM 478160104 15,174 233,664 SOLE 233,664 0 0 JOHNSON CTLS INC COM 478366107 1,922 26,788 SOLE 26,788 0 0 JONES APPAREL GROUP COM 480074103 501 15,454 SOLE 15,454 0 0 JOY GLOBAL INC COM 481165108 2,045 54,366 SOLE 54,366 0 0 JP MORGAN CHASE & CO COM 46625H100 22,330 475,509 SOLE 475,509 0 0 JUNIPER NETWORKS INC COM 48203R104 1,339 77,495 SOLE 77,495 0 0 KB HOME COM 48666K109 471 10,757 SOLE 10,757 0 0 KELLOGG CO COM 487836108 1,695 34,234 SOLE 34,234 0 0 KELLY SVCS INC COM CL A 488152208 266 9,716 SOLE 9,716 0 0 KEMET CORP COM 488360108 322 39,855 SOLE 39,855 0 0 KENNAMETAL INC COM 489170100 1,004 17,726 SOLE 17,726 0 0 KEYCORP COM 493267108 2,068 55,242 SOLE 55,242 0 0 KEYSPAN CORPORATION COM 49337W100 986 23,974 SOLE 23,974 0 0 KIMBERLY CLARK CORP COM 494368103 4,102 62,763 SOLE 62,763 0 0 KIMCO REALTY CORP COM 49446R109 1,272 29,666 SOLE 29,666 0 0 KINDER MORGAN INC COM 49455P101 1,539 14,675 SOLE 14,675 0 0 KING PHARMACEUTICALS INC COM 495582108 567 33,298 SOLE 33,298 0 0 KLA TENCOR COM 482480100 1,213 27,270 SOLE 27,270 0 0 KOHLS CORP COM 500255104 2,911 44,847 SOLE 44,847 0 0 KOOKMIN BK NEW ADR 1 ADR = 1 Sh 50049M109 1,751 22,441 SOLE 22,441 0 0 KOREA TELECOM CORP ADR 1 ADR = 0.5 48268K101 7,372 343,358 SOLE 343,358 0 0 KORN/FERRY INTERNATIONAL COM 500643200 419 20,029 SOLE 20,029 0 0 KROGER COM 501044101 4,604 198,968 SOLE 198,968 0 0 L-3 COMMUNICATIONS CORP COM 502424104 1,320 16,852 SOLE 16,852 0 0 LABORATORY CRP OF AMERICA HO COM 50540R409 1,124 17,149 SOLE 17,149 0 0 LAM RESEARCH CORP COM 512807108 2,946 64,988 SOLE 64,988 0 0 LANCASTER CLNY COM 513847103 483 10,788 SOLE 10,788 0 0 LASALLE HOTEL PROPERTIES COM 517942108 1,911 44,100 SOLE 44,100 0 0 LATTICE SEMICONDUCTO COM 518415104 357 52,374 SOLE 52,374 0 0 LAUREATE EDUCATION INC. COM 518613104 1,127 23,542 SOLE 23,542 0 0 LEAR CORPORATION COM 521865105 639 30,852 SOLE 30,852 0 0 LEE ENTERPRISES COM 523768109 531 21,019 SOLE 21,019 0 0 LEGG MASON INC COM 524901105 1,812 17,964 SOLE 17,964 0 0 LEGGETT & PLATT COM 524660107 619 24,747 SOLE 24,747 0 0 LEHMAN BROTHERS HOLDING COM 524908100 5,435 73,586 SOLE 73,586 0 0 LENNAR CORP COM 526057104 858 18,958 SOLE 18,958 0 0 LEUCADIA NATIONAL CORP COM 527288104 1,945 74,313 SOLE 74,313 0 0 LEXMARK INTL GROUP INC COM 529771107 792 13,738 SOLE 13,738 0 0 LG.PHILIPS LCD CO LTD ADR 1 ADR = 0.5 50186V102 3,176 191,455 SOLE 191,455 0 0 LIBERTY PROPERTY TRUST REIT 531172104 1,971 41,238 SOLE 41,238 0 0 LIFEPOINT HOSPITALS INC-W/I COM 53219L109 927 26,249 SOLE 26,249 0 0 LILLY ELI & CO COM 532457108 7,679 134,711 SOLE 134,711 0 0 LIMITED INC COM 532716107 1,233 46,527 SOLE 46,527 0 0 LINCARE HOLDINGS INC COM 532791100 1,486 42,911 SOLE 42,911 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 1,062 19,506 SOLE 19,506 0 0 LINCOLN NATL CORP IND COM 534187109 2,442 39,330 SOLE 39,330 0 0 LINEAR TECH COM 535678106 1,284 41,263 SOLE 41,263 0 0 LIPMAN COM M6772H101 329 11,650 SOLE 11,650 0 0 LIZ CLAIBORNE INC COM 539320101 558 14,133 SOLE 14,133 0 0 LOCKHEED MARTIN CORP COM 539830109 4,197 48,770 SOLE 48,770 0 0 LONGVIEW FIBRE CO COM 543213102 563 27,706 SOLE 27,706 0 0 LOUISIANA PAC CORP COM 546347105 271 14,412 SOLE 14,412 0 0 LOWES COS INC COM 548661107 5,873 209,293 SOLE 209,293 0 0 LSI LOGIC CORP COM 502161102 450 54,734 SOLE 54,734 0 0 LUBRIZOL CORP COM 549271104 1,434 31,359 SOLE 31,359 0 0 LUCENT TECH INC COM 549463107 1,437 613,937 SOLE 613,937 0 0 LYONDELL PETROCHEMICAL CO COM 552078107 2,449 96,513 SOLE 96,513 0 0 M D C HLDGS INC COM 552676108 737 15,861 SOLE 15,861 0 0 M&T BANK CORPORATION COM 55261F104 1,277 10,644 SOLE 10,644 0 0 M-SYSTEMS FLASH DISK PIONEER COM M7061C100 535 13,300 SOLE 13,300 0 0 MACHERICH COMPANY COM 554382101 2,512 32,896 SOLE 32,896 0 0 MACK-CALI REALTY CORP REIT 554489104 1,481 28,583 SOLE 28,583 0 0 MACROVISION CORP COM 555904101 574 24,229 SOLE 24,229 0 0 MANPOWER INC COM 56418H100 2,432 39,694 SOLE 39,694 0 0 MARATHON OIL CORP COM 565849106 3,773 49,061 SOLE 49,061 0 0 MARRIOTT INTERNATIONAL CL A COM 571903202 1,819 47,065 SOLE 47,065 0 0 MARSH & MCLENNAN COS INC COM 571748102 2,122 75,391 SOLE 75,391 0 0 MARSHALL & ILSLEY CORP COM 571834100 1,678 34,832 SOLE 34,832 0 0 MARTEK BIOSCIENCES CORP COM 572901106 317 14,729 SOLE 14,729 0 0 MARTIN MARIETTA MATERIALS COM 573284106 1,757 20,768 SOLE 20,768 0 0 MASCO CORP COM 574599106 1,495 54,530 SOLE 54,530 0 0 MATERIALS SELECT SECTOR SPDR COM 81369Y100 1,662 52,525 SOLE 52,525 0 0 MATSUSHITA ELEC IND ADR 1 ADR = 1 Sh 576879209 15 700 SOLE 700 0 0 MATTEL INC COM 577081102 1,020 51,779 SOLE 51,779 0 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 1,233 43,927 SOLE 43,927 0 0 MBIA INC COM 55262C100 1,134 18,459 SOLE 18,459 0 0 MCAFEE INC COM 579064106 1,788 73,079 SOLE 73,079 0 0 MCCORMICK & CO INC COM NON-VOTI 579780206 686 18,059 SOLE 18,059 0 0 MCDATA CORP COM 580031102 19,981 4052,888 SOLE 4052,888 0 0 MCDATA CORPORATION - CL A COM 580031201 10,208 2029,391 SOLE 2029,391 0 0 MCDONALDS CORP COM 580135101 6,571 167,980 SOLE 167,980 0 0 MCGRAW HILL INC COM 580645109 2,797 48,203 SOLE 48,203 0 0 MCKESSON CORP COM 58155Q103 2,162 41,002 SOLE 41,002 0 0 MDU RESOURCES GROUP INC COM 552690109 1,844 82,522 SOLE 82,522 0 0 MEADWESTVACO CORP COM 583334107 658 24,816 SOLE 24,816 0 0 MECHEL STEEL GROUP OAO-ADR 1 ADR = 3 Sh 583840103 459 22,591 SOLE 22,591 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,420 40,263 SOLE 40,263 0 0 MEDIA GENERAL A COM 584404107 416 11,023 SOLE 11,023 0 0 MEDICIS PHARMACEUTICAL-CL A COM 584690309 811 25,069 SOLE 25,069 0 0 MEDIMMUNE INC COM 584699102 958 32,797 SOLE 32,797 0 0 MEDTRONIC INC COM 585055106 7,311 157,435 SOLE 157,435 0 0 MELLON FINANCIAL CORP COM 58551A108 2,204 56,358 SOLE 56,358 0 0 MEMC ELECTRONIC MATERIALS COM 552715104 2,794 76,283 SOLE 76,283 0 0 MENTOR GRAPHICS CORP COM 587200106 524 37,246 SOLE 37,246 0 0 MERCANTILE BANKSHARES CORP COM 587405101 2,083 57,430 SOLE 57,430 0 0 MERCK & CO INC COM 589331107 12,490 298,081 SOLE 298,081 0 0 MERCURY GENERAL CORP COM 589400100 808 16,281 SOLE 16,281 0 0 MEREDITH CORP COM 589433101 263 5,334 SOLE 5,334 0 0 MERRILL LYNCH & CO INC COM 590188108 9,498 121,428 SOLE 121,428 0 0 METLIFE INC COM 59156R108 5,896 104,020 SOLE 104,020 0 0 MGIC INVESTMENT CORP COM 552848103 694 11,570 SOLE 11,570 0 0 MICHAELS STORES INC COM 594087108 8,322 191,128 SOLE 191,128 0 0 MICREL INC COM 594793101 260 27,129 SOLE 27,129 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 3,192 98,462 SOLE 98,462 0 0 MICRON TECHNOLOGY INC COM 595112103 1,740 99,977 SOLE 99,977 0 0 MICROSOFT CORP COM 594918104 42,583 1558,106 SOLE 1558,106 0 0 MICROSOFT CORP C30 1/20/07 CALL ON EQUI 594918904 250 10,000 CALL SOLE 10,000 0 0 MILLENNIUM PHARMACEUTICALS COM 599902103 1,437 144,453 SOLE 144,453 0 0 MILLER HERMAN INC COM 600544100 1,034 30,235 SOLE 30,235 0 0 MILLIPORE CORP COM 601073109 447 7,298 SOLE 7,298 0 0 MINAS BUENAVENTURA ADR 1 ADR = 1 Sh 204448104 1,164 43,100 SOLE 43,100 0 0 MINE SAFETY APPLIANC COM 602720104 493 13,832 SOLE 13,832 0 0 MINERALS TECHNOLOGIE COM 603158106 480 8,990 SOLE 8,990 0 0 MOBILE SYSTEMS -SP ADR 1 ADR = 5 Sh 607409109 6,083 161,064 SOLE 161,064 0 0 MODINE MFG CO COM 607828100 367 15,099 SOLE 15,099 0 0 MOHAWK INDUSTIRES INC COM 608190104 1,825 24,508 SOLE 24,508 0 0 MOLEX INC CL A COM 608554200 19,746 600,000 SOLE 600,000 0 0 MOLSON COORS BREWING COMPANY COM 60871R209 431 6,254 SOLE 6,254 0 0 MONEYGRAM INTERNATIONAL, INC COM 60935Y109 1,125 38,726 SOLE 38,726 0 0 MONSANTO COMPANY COM 61166W101 3,495 74,351 SOLE 74,351 0 0 MONSTER WORLDWIDE INC COM 611742107 636 17,583 SOLE 17,583 0 0 MOODYS CORPORATION COM 615369105 2,121 32,436 SOLE 32,436 0 0 MORGAN STANLEY COM 617446448 10,706 146,834 SOLE 146,834 0 0 MORGAN STANLEY INDIA INVT FU CLOSED END F 61745C105 2,690 58,095 SOLE 58,095 0 0 MOTOROLA INC COM 620076109 8,390 335,601 SOLE 335,601 0 0 MPS GROUP INC COM 553409103 717 47,446 SOLE 47,446 0 0 MSC INDUSTRIAL DIRECT COM CL A 553530106 1,021 25,069 SOLE 25,069 0 0 MURPHY OIL CORP COM 626717102 1,217 25,593 SOLE 25,593 0 0 MYLAN LABORATORIES COM 628530107 581 28,876 SOLE 28,876 0 0 NABORS INDUSTRIES LTD COM G6359F103 1,288 43,289 SOLE 43,289 0 0 NASDAQ 100 TRACKING STOCK COM 631100104 19,272 474,100 SOLE 474,100 0 0 NASDAQ-100 C41 12/16/06 CALL ON EQUI 631100904 339 2,259 CALL SOLE 2,259 0 0 NATIONAL CITY CORP COM 635405103 3,032 82,852 SOLE 82,852 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 709 25,947 SOLE 25,947 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1,406 24,022 SOLE 24,022 0 0 NATIONAL SEMICONDUCTOR COM 637640103 959 40,775 SOLE 40,775 0 0 NATIONWIDE HEALTH PROPERTIES REIT 638620104 388 14,500 SOLE 14,500 0 0 NATL FUEL GAS CO COM 636180101 1,389 38,207 SOLE 38,207 0 0 NAVIGANT CONSULTING COMPANY COM 63935N107 487 24,279 SOLE 24,279 0 0 NAVISTAR INTL CORP COM 63934E108 218 8,450 SOLE 8,450 0 0 NCR CORP COM 62886E108 22,195 562,184 SOLE 562,184 0 0 NETWORK APPLIANCE INC COM 64120L104 1,888 51,012 SOLE 51,012 0 0 NEW PLAN EXCEL REALTY TRUST COM 648053106 1,299 48,010 SOLE 48,010 0 0 NEW YORK COMMUNITY BANCOR COM 649445103 1,948 118,953 SOLE 118,953 0 0 NEW YORK TIMES CO COM CL A 650111107 455 19,791 SOLE 19,791 0 0 NEWELL CO COM 651229106 1,074 37,929 SOLE 37,929 0 0 NEWFIELD EXPLORATION COMPANY COM 651290108 2,309 59,902 SOLE 59,902 0 0 NEWMONT MINING CORP HOLDING COM 651639106 2,138 50,012 SOLE 50,012 0 0 NEWPORT CORP COM 651824104 305 18,686 SOLE 18,686 0 0 NEWS CORP INC COM 65248E104 6,289 320,075 SOLE 320,075 0 0 NICE SYSTEMS LTD-SPONS ADR 1 ADR = 1 Sh 653656108 1,122 40,552 SOLE 40,552 0 0 NICOR INC COM 654086107 261 6,100 SOLE 6,100 0 0 NIKE INC COM CL B 654106103 2,299 26,237 SOLE 26,237 0 0 NISOURCE INC COM 65473P105 812 37,367 SOLE 37,367 0 0 NITROMED INC COM 654798503 566 178,400 SOLE 178,400 0 0 NOBLE CORP COM G65422100 1,206 18,786 SOLE 18,786 0 0 NOBLE ENERGY INC COM 655044105 3,688 80,899 SOLE 80,899 0 0 NORDSON CP COM 655663102 615 15,422 SOLE 15,422 0 0 NORDSTROM INC COM 655664100 1,323 31,284 SOLE 31,284 0 0 NORFOLK SOUTHERN CORP COM 655844108 2,497 56,684 SOLE 56,684 0 0 NORTH FORK BANCORPOR COM 659424105 1,827 63,809 SOLE 63,809 0 0 NORTHEAST UTILITIES COM 664397106 1,640 70,456 SOLE 70,456 0 0 NORTHERN TR CORP COM 665859104 1,500 25,670 SOLE 25,670 0 0 NORTHROP CORP COM 666807102 3,212 47,190 SOLE 47,190 0 0 NORTHWESTERN CORP COM 668074305 15,500 443,109 SOLE 443,109 0 0 NOVELL INC COM 670006105 284 46,437 SOLE 46,437 0 0 NOVELLUS SYS INC COM 670008101 467 16,882 SOLE 16,882 0 0 NSTAR COM 67019E107 1,632 48,929 SOLE 48,929 0 0 NUCOR CORP COM 670346105 2,090 42,233 SOLE 42,233 0 0 NVIDIA CORP COM 67066G104 1,429 48,286 SOLE 48,286 0 0 OCCIDENTAL PETE CORP COM 674599105 5,678 118,011 SOLE 118,011 0 0 OFFICE DEPOT INC COM 676220106 1,540 38,803 SOLE 38,803 0 0 OFFICEMAX INC COM 67622P101 414 10,163 SOLE 10,163 0 0 OGE ENERGY CORP COM 670837103 1,505 41,675 SOLE 41,675 0 0 OHIO CASUALTY CORP COM 677240103 728 28,144 SOLE 28,144 0 0 OLD REPUBLIC INTERNATIONAL C COM 680223104 2,334 105,377 SOLE 105,377 0 0 OLIN CORP COM 680665205 511 33,273 SOLE 33,273 0 0 OMNICARE INC COM 681904108 2,395 55,586 SOLE 55,586 0 0 OMNICON GP INC COM 681919106 2,203 23,532 SOLE 23,532 0 0 ONEOK INC COM 682680103 1,902 50,344 SOLE 50,344 0 0 ORACLE CORP C12.50 1/20/07 CALL ON EQUI 68389X905 757 1,352 CALL SOLE 1,352 0 0 ORACLE SYSTEMS CORP COM 68389X105 307 17,302 SOLE 17,302 0 0 ORBOTECH LTD COM M75253100 207 8,750 SOLE 8,750 0 0 ORCL C15 1/20/07 CALL ON EQUI 68389X905 1,280 4,000 CALL SOLE 4,000 0 0 OSHKOSH TRUCK CORP COM 688239201 1,702 33,732 SOLE 33,732 0 0 OSI RESTAURANT PARTNERS INC COM 67104A101 1,081 34,099 SOLE 34,099 0 0 OVERSEAS SHIP COM 690368105 839 13,584 SOLE 13,584 0 0 PACCAR INC COM 693718108 1,947 34,150 SOLE 34,150 0 0 PACIFIC SUNWEAR OF CALIF COM 694873100 479 31,761 SOLE 31,761 0 0 PACKAGING CORP OF AMERICA COM 695156109 863 37,206 SOLE 37,206 0 0 PACTIV CORPORATION COM 695257105 537 18,901 SOLE 18,901 0 0 PALL CORP COM 696429307 527 17,099 SOLE 17,099 0 0 PALM COM 696643105 690 47,411 SOLE 47,411 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 293 16,056 SOLE 16,056 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173209 267 15,293 SOLE 15,293 0 0 PARKER HANNIFIN CORP COM 701094104 1,280 16,466 SOLE 16,466 0 0 PARTNER COMMUNICATIONS ADR 1 ADR = 1 Sh 70211M109 453 46,300 SOLE 46,300 0 0 PATTERSON COS INC COM 703395103 640 19,033 SOLE 19,033 0 0 PATTERSON UTI ENERGY INC COM 703481101 1,807 76,073 SOLE 76,073 0 0 PAYCHEX INC COM 704326107 1,709 46,366 SOLE 46,366 0 0 PAYLESS SHOESOURCE INC COM 704379106 750 30,106 SOLE 30,106 0 0 PDL BIOPHARMA INC COM 69329Y104 1,010 52,615 SOLE 52,615 0 0 PEABODY ENERGY CORP COM 704549104 4,454 121,096 SOLE 121,096 0 0 PENNEY J C INC COM 708160106 2,100 30,712 SOLE 30,712 0 0 PENTAIR INC COM 709631105 1,213 46,325 SOLE 46,325 0 0 PEOPLES ENERGY CORP COM 711030106 602 14,802 SOLE 14,802 0 0 PEPCO HOLDINGS INC COM 713291102 2,111 87,358 SOLE 87,358 0 0 PEPSI BOTTLING GROUP INC COM 713409100 661 18,606 SOLE 18,606 0 0 PEPSIAMERICAS INC COM 71343P200 592 27,731 SOLE 27,731 0 0 PEPSICO INC COM 713448108 14,738 225,832 SOLE 225,832 0 0 PER-SE TECHNOLOGIES INC COM 713569309 6 281 SOLE 281 0 0 PERKINELMER INC COM 714046109 326 17,203 SOLE 17,203 0 0 PERRIGO CO COM 714290103 591 34,822 SOLE 34,822 0 0 PETROBRAS ENERGIA PARTICIPAC 1 ADR = 10 S 71646M102 1,044 103,700 SOLE 103,700 0 0 PETROLEO BRASILEIRO S.A. ADR 1 ADR = 1 Sh 71654V408 4,256 50,775 SOLE 50,775 0 0 PETSMART INC COM 716768106 1,777 64,042 SOLE 64,042 0 0 PFIZER INC COM 717081103 28,325 998,768 SOLE 998,768 0 0 PG & E CORP COM 69331C108 1,986 47,677 SOLE 47,677 0 0 PHARMACEUTICAL PRODUCT DEVEL COM 717124101 1,683 47,161 SOLE 47,161 0 0 PHELPS DODGE COM 717265102 2,367 27,940 SOLE 27,940 0 0 PIER1 IMPORTS INC COM 720279108 297 40,087 SOLE 40,087 0 0 PINNACLE WEST CAPITAL COM 723484101 614 13,626 SOLE 13,626 0 0 PIONEER NATURAL RSCS COM 723787107 2,235 57,136 SOLE 57,136 0 0 PITNEY BOWES INC COM 724479100 1,346 30,345 SOLE 30,345 0 0 PLAINS EXPLORATION & PRODUCT COM 726505100 1,508 35,138 SOLE 35,138 0 0 PLANTRONICS INC COM 727493108 381 21,723 SOLE 21,723 0 0 PLEXUS CORP COM 729132100 406 21,167 SOLE 21,167 0 0 PLUM CREEK TIMBER CO INC COM 729251108 836 24,549 SOLE 24,549 0 0 PMC - SIERRA INC COM 69344F106 170 28,627 SOLE 28,627 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 2,922 40,333 SOLE 40,333 0 0 PNM RESOURCES INC COM 69349H107 879 31,880 SOLE 31,880 0 0 POGO PRODUCING CO COM 730448107 1,089 26,585 SOLE 26,585 0 0 POLO RALPH LAUREN CORP COM 731572103 1,829 28,281 SOLE 28,281 0 0 POLYCOM INC COM 73172K104 991 40,403 SOLE 40,403 0 0 POTLATCH CORP COM 737630103 658 17,735 SOLE 17,735 0 0 POWERSHARES GLD DRG H USX CH ETF 73935X401 10,409 645,327 SOLE 645,327 0 0 POWERWAVE TECH INC COM 739363109 392 51,556 SOLE 51,556 0 0 PPG INDS INC COM 693506107 1,518 22,625 SOLE 22,625 0 0 PPL CORP COM 69351T106 1,717 52,186 SOLE 52,186 0 0 PRAXAIR INC COM 74005P104 2,612 44,155 SOLE 44,155 0 0 PRECISION CASTPARTS COM 740189105 3,920 62,063 SOLE 62,063 0 0 PRIDE INTERNATIONAL INC COM 74153Q102 2,049 74,714 SOLE 74,714 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 2,002 36,887 SOLE 36,887 0 0 PROCTER & GAMBLE CO COM 742718109 26,956 434,917 SOLE 434,917 0 0 PROGRESS ENERGY INC COM 743263105 1,575 34,703 SOLE 34,703 0 0 PROGRESSIVE CP COM 743315103 2,596 105,779 SOLE 105,779 0 0 PROLOGIS COM 743410102 8,938 156,650 SOLE 156,650 0 0 PROTECTIVE LIFE CORP COM 743674103 1,465 32,029 SOLE 32,029 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 5,066 66,435 SOLE 66,435 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 830 24,338 SOLE 24,338 0 0 PT INDOSAT TBK ADR 1 ADR = 50 S 744383100 497 18,250 SOLE 18,250 0 0 PUBLIC STORAGE INC REIT 74460D109 1,428 16,609 SOLE 16,609 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,110 34,480 SOLE 34,480 0 0 PUGET ENERGY INC COM 745310102 1,210 53,251 SOLE 53,251 0 0 PULTE HOMES INC COM 745867101 924 28,994 SOLE 28,994 0 0 QLOGIC CORPORATION COM 747277101 413 21,826 SOLE 21,826 0 0 QQQQ P40 10/21/06 PUT ON EQUIT 631100954 280 8,000 PUT SOLE 8,000 0 0 QQQQ P41 11/18/06 PUT ON EQUIT 631100954 690 6,000 PUT SOLE 6,000 0 0 QQQQ P41 12/16/06 PUT ON EQUIT 631100954 130 1,000 PUT SOLE 1,000 0 0 QUALCOMM INC COM 747525103 8,225 226,274 SOLE 226,274 0 0 QUANTA SERVICES INC COM 74762E102 915 54,294 SOLE 54,294 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1,354 22,142 SOLE 22,142 0 0 QUESTAR CORP COM 748356102 3,210 39,261 SOLE 39,261 0 0 QUICKSILVER RESOURCES INC COM 74837R104 805 25,221 SOLE 25,221 0 0 QWEST COMM INTL COM 749121109 1,912 219,218 SOLE 219,218 0 0 RADIAN GROUP INC COM 750236101 2,246 37,427 SOLE 37,427 0 0 RADIOSHACK CORPORATION COM 750438103 359 18,589 SOLE 18,589 0 0 RADWARE LTD COM M81873107 235 17,350 SOLE 17,350 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1,213 41,482 SOLE 41,482 0 0 RAYONIER, INC. REIT COM 754907103 1,326 35,077 SOLE 35,077 0 0 RAYTHEON CO COM 755111507 2,951 61,464 SOLE 61,464 0 0 READERS DIGEST ASSN INC COM 755267101 15,974 1232,548 SOLE 1232,548 0 0 REALOGY CORP COM 75605E100 665 29,306 SOLE 29,306 0 0 REGENCY CENTERS CORP REIT 758849103 2,165 31,493 SOLE 31,493 0 0 REGIONS FINANCIAL CORP COM 7591EP100 2,291 62,277 SOLE 62,277 0 0 REGIS CORP COM 758932107 745 20,776 SOLE 20,776 0 0 RELIANCE STEEL & AL COM 759509102 944 29,380 SOLE 29,380 0 0 RENT-A-CENTER INC COM 76009N100 936 31,957 SOLE 31,957 0 0 REPUBLIC SERVICES INC-CL A COM 760759100 2,113 52,550 SOLE 52,550 0 0 RESMED INC COM 761152107 1,409 35,000 SOLE 35,000 0 0 REYNOLDS & REY COM 761695105 978 24,746 SOLE 24,746 0 0 RF MICRO DEVICES INC COM 749941100 665 87,771 SOLE 87,771 0 0 ROBERT HALF INTL INC COM 770323103 797 23,465 SOLE 23,465 0 0 ROCKWELL AUTOMATION INC COM 773903109 1,400 24,100 SOLE 24,100 0 0 ROCKWELL COLLINS-WI COM 774341101 1,288 23,479 SOLE 23,479 0 0 ROHM & HAAS CO COM 775371107 931 19,664 SOLE 19,664 0 0 ROLLINS INC COM 775711104 289 13,682 SOLE 13,682 0 0 ROPER INDS INC NEW COM 776696106 1,783 39,856 SOLE 39,856 0 0 ROSS STORES INC COM 778296103 1,643 64,643 SOLE 64,643 0 0 ROSTELECOM ADR 1 ADR = 6 Sh 778529107 1,400 46,500 SOLE 46,500 0 0 ROWAN COS INC COM 779382100 478 15,121 SOLE 15,121 0 0 ROYAL DUTCH SHELL PLC SPONS 1 ADR = 2 Sh 780259206 39,368 595,581 SOLE 595,581 0 0 RPM INC COM 749685103 1,034 54,438 SOLE 54,438 0 0 RR DONNELLEY & SONS COMPANY COM 257867101 977 29,628 SOLE 29,628 0 0 RUBY TUESDAY COM 781182100 762 27,039 SOLE 27,039 0 0 RUDDICK CORP COM 781258108 425 16,315 SOLE 16,315 0 0 RYDER SYS INC COM 783549108 439 8,490 SOLE 8,490 0 0 RYLAND GROUP INC COM 783764103 864 20,005 SOLE 20,005 0 0 SABRE GROUP HOLDINGS INC COM 785905100 422 18,053 SOLE 18,053 0 0 SAFECO CORP COM 786429100 939 15,939 SOLE 15,939 0 0 SAKS INCORPORATED COM 79377W108 1,084 62,755 SOLE 62,755 0 0 SANDISK CORP COM 80004C101 1,437 26,841 SOLE 26,841 0 0 SANMINA-SCI CORP COM 800907107 273 72,986 SOLE 72,986 0 0 SAPPI LTD SPONSORED ADR 1 ADR = 1 Sh 803069202 382 30,000 SOLE 30,000 0 0 SARA LEE CORP COM 803111103 1,673 104,121 SOLE 104,121 0 0 SASOL LTD SPONSORED ADR 1 ADR = 1 Sh 803866300 4,078 123,978 SOLE 123,978 0 0 SATYAM COMPUTER SERVICES-ADR 1 ADR = 2 Sh 804098101 1,897 49,040 SOLE 49,040 0 0 SAXON CAPITAL INC REIT 80556T106 16,201 1153,900 SOLE 1153,900 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1,336 54,900 SOLE 54,900 0 0 SCANA CORP COM 80589M102 2,140 53,143 SOLE 53,143 0 0 SCHERING PLOUGH CORP COM 806605101 4,482 202,908 SOLE 202,908 0 0 SCHLUMBERGER LTD COM 806857108 10,060 162,187 SOLE 162,187 0 0 SCHOLASTIC CORP COM 807066105 365 11,702 SOLE 11,702 0 0 SCIENTIFIC GAMES CORP - A COM 80874P109 971 30,534 SOLE 30,534 0 0 SCOTTS MIRACLE-GRO CO COM 810186106 940 21,123 SOLE 21,123 0 0 SCRIPPS CO (E.W.) CL A COM 811054204 547 11,415 SOLE 11,415 0 0 SEALED AIR CORP COM 81211K100 601 11,105 SOLE 11,105 0 0 SEALY CORP COM 812139301 9,247 708,035 SOLE 708,035 0 0 SEARS HOLDINGS CORP COM 812350106 1,801 11,394 SOLE 11,394 0 0 SEI CORP COM 784117103 1,623 28,878 SOLE 28,878 0 0 SEMICONDUCTOR MANUFACT ADR 1 ADR = 50 S 81663N206 733 114,700 SOLE 114,700 0 0 SEMPRA ENERGY COM 816851109 1,798 35,780 SOLE 35,780 0 0 SEMTECH CORP COM 816850101 426 33,370 SOLE 33,370 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 416 21,240 SOLE 21,240 0 0 SEPRACOR INC COM 817315104 2,425 50,052 SOLE 50,052 0 0 SEPRACOR INC P40 1/20/07 PUT ON EQUIT 817315954 36 200 PUT SOLE 200 0 0 SEPRACOR INC P50 1/20/07 PUT ON EQUIT 817315954 59 100 PUT SOLE 100 0 0 SEPRACOR P20 1/20/07 PUT ON EQUIT 817315954 10 2,000 PUT SOLE 2,000 0 0 SEPRACOR P30 1/20/07 PUT ON EQUIT 817315954 16 650 PUT SOLE 650 0 0 SEPRACOR P35 1/20/07 PUT ON EQUIT 817315954 26 350 PUT SOLE 350 0 0 SEQUA CORP COM 817320104 295 3,146 SOLE 3,146 0 0 SHERWIN WILLIAMS CO COM 824348106 861 15,435 SOLE 15,435 0 0 SIERRA PACIFIC RESOURCES COM 826428104 1,451 101,187 SOLE 101,187 0 0 SIGMA ALDRICH CORP COM 826552101 688 9,091 SOLE 9,091 0 0 SILICON LABORATORIES INC COM 826919102 796 25,650 SOLE 25,650 0 0 SIMON PROPERTY GROUP INC REIT 828806109 11,675 128,833 SOLE 128,833 0 0 SL GREEN REALTY CORP COM 78440X101 7,607 68,100 SOLE 68,100 0 0 SLM CORP COM 78442P106 2,920 56,166 SOLE 56,166 0 0 SLM CORP FLT LIB-5 1. 78442PAC0 52,336 40000000 SOLE 40000000 0 0 SMITH INTL INC COM 832110100 1,068 27,522 SOLE 27,522 0 0 SMITHFIELD FOODS INC COM 832248108 1,226 45,381 SOLE 45,381 0 0 SNAP ON TOOLS COM 833034101 354 7,951 SOLE 7,951 0 0 SOLECTRON CORP COM 834182107 408 125,274 SOLE 125,274 0 0 SONOCO PRODS CO COM 835495102 1,528 45,413 SOLE 45,413 0 0 SOTHEBYS HLDS COM 835898107 818 25,370 SOLE 25,370 0 0 SOUTHERN CO COM 842587107 3,504 101,676 SOLE 101,676 0 0 SOUTHERN COPPER CORPORATION COM 84265V105 4,634 50,100 SOLE 50,100 0 0 SOUTHWESTERN ENERGY COM 845467109 2,301 77,038 SOLE 77,038 0 0 SOVEREIGN BANCORP INC COM 845905108 1,057 49,124 SOLE 49,124 0 0 SPRINT NEXTEL CORP. COM 852061100 7,018 409,211 SOLE 409,211 0 0 SPX CORP COM 784635104 1,416 26,502 SOLE 26,502 0 0 SRA INTERNATIONAL INC CL A COM 78464R105 563 18,727 SOLE 18,727 0 0 ST JUDE MED INC COM 790849103 1,705 48,306 SOLE 48,306 0 0 ST PAUL TRAVELERS C40 1/20/0 CALL ON EQUI 792860908 1,554 2,100 CALL SOLE 2,100 0 0 ST PAUL TRAVELERS COS INC C4 CALL ON EQUI 792860908 799 2,350 CALL SOLE 2,350 0 0 ST PAUL TRAVELERS COS INC C5 CALL ON EQUI 792860908 31 396 CALL SOLE 396 0 0 STANCORP FINANCIAL GROUP COM 852891100 1,112 24,908 SOLE 24,908 0 0 STANLEY WKS COM 854616109 553 11,084 SOLE 11,084 0 0 STAPLES INC COM 855030102 2,421 99,513 SOLE 99,513 0 0 STAR MARITIME ACQUISITION COM 85516E107 4,805 500,000 SOLE 500,000 0 0 STARBUCKS CORP COM 855244109 3,526 103,565 SOLE 103,565 0 0 STARWOOD HOTELS & RESORTS COM 85590A401 4,102 71,734 SOLE 71,734 0 0 STATE STREET CORP COM 857477103 2,830 45,359 SOLE 45,359 0 0 STEEL DYNAMICS INC COM 858119100 1,052 20,858 SOLE 20,858 0 0 STERICYCLE INC COM 858912108 1,410 20,199 SOLE 20,199 0 0 STERIS CORP COM 859152100 715 29,700 SOLE 29,700 0 0 STRATEGIC HOTELS AND RESORTS REIT 86272T106 2,165 108,900 SOLE 108,900 0 0 STREETRACKS GOLD TRUST COM 863307104 6,720 113,000 SOLE 113,000 0 0 STRYKER CORP COM 863667101 2,016 40,653 SOLE 40,653 0 0 SUN MICROSYSTEMS INC COM 866810104 2,389 480,691 SOLE 480,691 0 0 SUNOCO INC COM 86764P109 1,111 17,864 SOLE 17,864 0 0 SUNTRUST BKS INC COM 867914103 3,862 49,970 SOLE 49,970 0 0 SUPER VALU STORES INC COM 868536103 859 28,988 SOLE 28,988 0 0 SVB FINANCIAL GROUP COM 78486Q101 706 15,820 SOLE 15,820 0 0 SW AIRLINES COM 844741108 1,794 107,675 SOLE 107,675 0 0 SWIFT TRANSPORTATION COM 870756103 586 24,692 SOLE 24,692 0 0 SYBASE INC COM 871130100 994 40,993 SOLE 40,993 0 0 SYMBOL TECH COM 871508107 517 34,783 SOLE 34,783 0 0 SYNERON MEDICAL LTD COM M87245102 139 6,012 SOLE 6,012 0 0 SYNOPSYS INC COM 871607107 1,275 64,634 SOLE 64,634 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 1,304 44,385 SOLE 44,385 0 0 SYSCO CORP COM 871829107 2,834 84,724 SOLE 84,724 0 0 T ROWE PRICE GROUP INC COM 74144T108 1,715 35,844 SOLE 35,844 0 0 TARGET CORPORATION COM 87612E106 6,499 117,622 SOLE 117,622 0 0 TATA MOTORS LTD-SPON ADR 1 ADR = 1 Sh 876568502 110 5,920 SOLE 5,920 0 0 TCF FINANCIAL CORP COM 872275102 1,357 51,624 SOLE 51,624 0 0 TECH DATA CORP COM 878237106 920 25,183 SOLE 25,183 0 0 TECHNE CORP COM 878377100 918 18,040 SOLE 18,040 0 0 TECO ENERGY COM 872375100 448 28,614 SOLE 28,614 0 0 TEKTRONIX CORP COM 879131100 332 11,467 SOLE 11,467 0 0 TEL & DATA SYS COM 879433100 2,008 47,686 SOLE 47,686 0 0 TELECOM ARGENTINA S.A. ADR 1 ADR = 5 Sh 879273209 1,651 120,100 SOLE 120,100 0 0 TELEFLEX INC COM 879369106 1,019 18,323 SOLE 18,323 0 0 TELEKOMUNIKASI INDONESIA ADR 1 ADR = 40 S 715684106 986 27,263 SOLE 27,263 0 0 TELLABS INC COM 879664100 672 61,325 SOLE 61,325 0 0 TEMPLE INLAND INC COM 879868107 597 14,897 SOLE 14,897 0 0 TENARIS SA ADR 1 ADR = 10 S 88031M109 6,241 176,400 SOLE 176,400 0 0 TENET HEALTHCARE CORP COM 88033G100 526 64,559 SOLE 64,559 0 0 TERADYNE CORP COM 880770102 355 26,986 SOLE 26,986 0 0 TEVA PHARMACEUTICAL - ADR 1 ADR = 1 Sh 881624209 20,191 592,294 SOLE 592,294 0 0 TEXAS INSTRS INC COM 882508104 6,980 209,931 SOLE 209,931 0 0 TEXAS REGIONAL BANCSHARES -A COM 882673106 811 21,090 SOLE 21,090 0 0 TEXTRON INC COM 883203101 1,513 17,295 SOLE 17,295 0 0 THE BRINK'S CO COM 109696104 1,150 21,677 SOLE 21,677 0 0 THE PMI GROUP INC COM 69344M101 1,736 39,625 SOLE 39,625 0 0 THOMAS & BETTS CORP COM 884315102 1,137 23,832 SOLE 23,832 0 0 THOR INDUSTRIES INC COM 885160101 674 16,359 SOLE 16,359 0 0 TIDEWATER INC COM 886423102 1,181 26,730 SOLE 26,730 0 0 TIFFANY & CO COM 886547108 628 18,924 SOLE 18,924 0 0 TIMBERLAND CO COM 887100105 675 23,468 SOLE 23,468 0 0 TIME WARNER INC COM 887317105 10,156 557,083 SOLE 557,083 0 0 TIMKEN CO COM 887389104 1,282 43,062 SOLE 43,062 0 0 TITAN INTERNATIONAL INC COM 88830M102 7,035 389,100 SOLE 389,100 0 0 TJX COS INC NEW COM 872540109 1,726 61,572 SOLE 61,572 0 0 TOLL BROTHERS COM 889478103 1,619 57,655 SOLE 57,655 0 0 TOOTSIE ROLLS COM 890516107 357 12,185 SOLE 12,185 0 0 TORCHMARK CORP COM 891027104 855 13,553 SOLE 13,553 0 0 TRANSACTION SYSTEMS ARCHITEC COM CL A 893416107 590 17,188 SOLE 17,188 0 0 TRANSOCEAN SEDCO FOREX INC COM G90078109 3,160 43,158 SOLE 43,158 0 0 TRANSPORTADORA GAS SUR - ADR COM 893870204 321 58,400 SOLE 58,400 0 0 TRIAD HOSPITALS INC COM 89579K109 1,772 40,255 SOLE 40,255 0 0 TRIBUNE CO NEW COM 896047107 854 26,115 SOLE 26,115 0 0 TRINITY INDUSTRIES COM 896522109 1,174 36,494 SOLE 36,494 0 0 TRIQUINT SEMICONDUCTOR COM 89674K103 331 63,719 SOLE 63,719 0 0 TUPPERWARE BRANDS CORP. COM 899896104 541 27,803 SOLE 27,803 0 0 TXU CORPORATION COM 873168108 3,951 63,198 SOLE 63,198 0 0 TYCO INTERNATIONAL LTD COM 902124106 14,022 500,972 SOLE 500,972 0 0 TYSON FOODS INC COM CL A 902494103 548 34,513 SOLE 34,513 0 0 U.S BANCORP COM 902973304 2,074 62,435 SOLE 62,435 0 0 UNION PAC CORP COM 907818108 3,247 36,895 SOLE 36,895 0 0 UNISYS CORP COM 909214108 267 47,089 SOLE 47,089 0 0 UNITED DOMINION REALTY TRUST COM 910197102 1,863 61,675 SOLE 61,675 0 0 UNITED PARCEL SERVICE CL-B COM 911312106 10,653 148,075 SOLE 148,075 0 0 UNITED RENTAL INC COM 911363109 704 30,280 SOLE 30,280 0 0 UNITED STATES STEEL CORP COM 912909108 972 16,859 SOLE 16,859 0 0 UNITED TECHNOLOGIES CORP COM 913017109 8,777 138,543 SOLE 138,543 0 0 UNITEDHEALTH GROUP INC COM 91324P102 9,078 184,508 SOLE 184,508 0 0 UNITRIN INC COM 913275103 827 18,725 SOLE 18,725 0 0 UNIVERSAL HLTH SVCS COM 913903100 1,563 26,088 SOLE 26,088 0 0 UNIVISION COMMUNICATIONS INC COM 914906102 31,468 916,367 SOLE 916,367 0 0 UNUMPROVIDENT CORP COM 91529Y106 910 46,917 SOLE 46,917 0 0 URBAN OUTFITTERS INC COM 917047102 911 51,502 SOLE 51,502 0 0 USTARCOM INC COM 918076100 432 48,715 SOLE 48,715 0 0 UTILITIES SELECT SECTOR SPDR COM 81369Y886 4,997 147,026 SOLE 147,026 0 0 V F CORP COM 918204108 887 12,155 SOLE 12,155 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 386 21,898 SOLE 21,898 0 0 VALEANT PHARMACEUTICALS COM 91911X104 843 42,595 SOLE 42,595 0 0 VALERO ENERGY CORP COM 91913Y100 4,321 83,948 SOLE 83,948 0 0 VALSPAR CORPORATION COM 920355104 1,239 46,579 SOLE 46,579 0 0 VANGUARD EMERG MARKET VIPERS COM 922042858 357 5,317 SOLE 5,317 0 0 VARIAN INC COM 922206107 650 14,179 SOLE 14,179 0 0 VARIAN MEDICAL SYSTEMS INC COM 92220P105 3,178 59,523 SOLE 59,523 0 0 VCA ANTHECH INC COM 918194101 1,375 38,142 SOLE 38,142 0 0 VECTREN CORPORATION COM 92240G101 937 34,908 SOLE 34,908 0 0 VENTAS INC COM 92276F100 4,315 111,974 SOLE 111,974 0 0 VERISIGN INC COM 92343E102 678 33,578 SOLE 33,578 0 0 VERITAS DGC INC COM 92343P107 12,447 189,100 SOLE 189,100 0 0 VERIZON COMMUNICATIONS COM 92343V104 6,304 169,776 SOLE 169,776 0 0 VERTEX PHARMACEUTICA COM 92532F100 1,861 55,317 SOLE 55,317 0 0 VIACOM COM CL B 92553P201 12,815 344,681 SOLE 344,681 0 0 VIMPEL COMMUNICATIONS ADR 1 ADR = 0.25 68370R109 3,495 57,679 SOLE 57,679 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1,186 84,498 SOLE 84,498 0 0 VIVO PARTICIPACOES SA ADR 1 ADR = 1 Sh 92855S101 46 14,700 SOLE 14,700 0 0 VORNADO REALTY TRUST REIT 929042109 1,820 16,695 SOLE 16,695 0 0 VULCAN MATERIALS COM 929160109 1,034 13,218 SOLE 13,218 0 0 WACHOVIA CORP COM 929903102 12,512 224,226 SOLE 224,226 0 0 WADDELL REED FINANCIAL COM 930059100 961 38,818 SOLE 38,818 0 0 WAL MART STORES INC COM 931142103 16,617 336,929 SOLE 336,929 0 0 WALGREENS CO COM 931422109 6,129 138,074 SOLE 138,074 0 0 WALTER INDS 3.75% 5/1/24 93317QAC9 18,161 7257,000 SOLE 7257,000 0 0 WASH POST CL B COM 939640108 1,915 2,598 SOLE 2,598 0 0 WASHINGTON FEDERAL INC COM 938824109 897 39,973 SOLE 39,973 0 0 WASHINGTON MUTUAL INC COM 939322103 5,715 131,476 SOLE 131,476 0 0 WASTE MANAGEMENT INC COM 94106L109 2,716 74,035 SOLE 74,035 0 0 WATERS CORP COM 941848103 635 14,034 SOLE 14,034 0 0 WATSON PHARMACEUTICAL INC COM 942683103 366 14,001 SOLE 14,001 0 0 WEATHERFORD INTERNATIONAL LT COM G95089101 6,149 147,395 SOLE 147,395 0 0 WEBSTER FINANCIAL CORPORATIO COM 947890109 1,134 24,072 SOLE 24,072 0 0 WEINGARTEN REALTY TRUST REIT 948741103 1,556 36,164 SOLE 36,164 0 0 WELLPOINT INC COM 94973V107 6,541 84,899 SOLE 84,899 0 0 WELLS FARGO COMPANY COM 949746101 16,687 461,235 SOLE 461,235 0 0 WENDYS INTL INC COM 950590109 1,080 16,118 SOLE 16,118 0 0 WERNER ENTERPRISES COM 950755108 437 23,362 SOLE 23,362 0 0 WEST CORPORATION COM 952355105 5,896 122,063 SOLE 122,063 0 0 WESTAMERICA BANCORPORATION COM 957090103 722 14,288 SOLE 14,288 0 0 WESTAR ENERGY INC COM 95709T100 939 39,961 SOLE 39,961 0 0 WESTERN DIGITAL COM 958102105 1,830 101,105 SOLE 101,105 0 0 WESTWOOD ONE INC COM 961815107 227 32,119 SOLE 32,119 0 0 WEYERHAEUSER CO COM 962166104 1,438 23,367 SOLE 23,367 0 0 WGL HOLDINGS INC COM 92924F106 700 22,343 SOLE 22,343 0 0 WHIRLPOOL CORP COM 963320106 901 10,714 SOLE 10,714 0 0 WHOLE FOODS MARKET INC COM 966837106 1,149 19,338 SOLE 19,338 0 0 WILLIAMS COS INC DEL COM 969457100 1,948 81,611 SOLE 81,611 0 0 WILLIAMS-SONOMA COM 969904101 1,684 51,982 SOLE 51,982 0 0 WILMINGTON TRUST CORP COM 971807102 1,401 31,454 SOLE 31,454 0 0 WIMM-BILL-DANN FOODS-ADR 1 ADR = 1 Sh 97263M109 788 17,708 SOLE 17,708 0 0 WIND RIVER SYSTEMS COM 973149107 371 34,600 SOLE 34,600 0 0 WINDSTREAM CORP W/I COM 97381W104 857 64,940 SOLE 64,940 0 0 WISCONSIN ENERGY CORP COM 976657106 2,312 53,589 SOLE 53,589 0 0 WORTHINGTON INDS INC COM 981811102 569 33,360 SOLE 33,360 0 0 WPS RESOURCES CORP COM 92931B106 590 11,893 SOLE 11,893 0 0 WRIGLEY WM JR CO COM 982526105 1,383 30,033 SOLE 30,033 0 0 WYETH COM 983024100 9,371 184,325 SOLE 184,325 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 768 27,445 SOLE 27,445 0 0 XCEL ENERGY INC. COM 98389B100 1,148 55,608 SOLE 55,608 0 0 XEROX CORP COM 984121103 2,085 133,994 SOLE 133,994 0 0 XILINX INC COM 983919101 1,022 46,556 SOLE 46,556 0 0 XLU C34 1/20/07 CALL ON EQUI 81369Y906 7 71 CALL SOLE 71 0 0 XLV P31 1/20/07 PUT ON EQUIT 81369Y959 2 120 PUT SOLE 120 0 0 XLV P31 12/16/06 PUT ON EQUIT 81369Y959 17 1,660 PUT SOLE 1,660 0 0 XTO ENERGY INC COM 98385X106 2,111 50,097 SOLE 50,097 0 0 YAHOO INC COM 984332106 13,784 545,271 SOLE 545,271 0 0 YRC WORLDWIDE INC COM 984249102 976 26,348 SOLE 26,348 0 0 YUM! BRANDS INC COM 988498101 1,930 37,083 SOLE 37,083 0 0 ZEBRA TECHNOLOGIES COM 989207105 1,160 32,444 SOLE 32,444 0 0 ZIMMER HOLDINGS INC COM 98956P102 2,244 33,251 SOLE 33,251 0 0 ZIONS BANCORPORATION COM 989701107 1,166 14,612 SOLE 14,612 0 0 Grand total 4,897,658
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