-----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, SftvZosc3YVklR+RFn0Ox5T+2YHfnKMcTNj8MYu0guoZ84Hfi260ry3vAeNc+od7 1xnJFLaMNVOHZaz1zS9ICw== 0001218210-06-000004.txt : 20060412 0001218210-06-000004.hdr.sgml : 20060412 20060412131249 ACCESSION NUMBER: 0001218210-06-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060412 DATE AS OF CHANGE: 20060412 EFFECTIVENESS DATE: 20060412 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NORDEA INVESTMENT MANAGEMENT SVERIGE AB CENTRAL INDEX KEY: 0001218210 IRS NUMBER: 000000000 STATE OF INCORPORATION: G7 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10382 FILM NUMBER: 06755380 BUSINESS ADDRESS: STREET 1: STRANDGADE 3 STREET 2: COPENHAGEN V CITY: DENMARK STATE: G7 ZIP: DK09000 BUSINESS PHONE: 4533333333 MAIL ADDRESS: STREET 1: STRANDGADE 3 CITY: COPENHAGEN V STATE: G7 ZIP: DK09000 FORMER COMPANY: FORMER CONFORMED NAME: NORDEA INVESTMENT MANAGEMENT BANK DEMARK A/S DATE OF NAME CHANGE: 20030211 13F-HR 1 nimb1q06.txt NIM United States Securities and Exchange Commission Washington, D.C. 20549 Form 13F Form 13F Cover Page Report for the Quarter End: March 31, 2006 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Nordea Investment Management AB Address: Strandgade 3 Copenhagen, Denmark DK-0900 13F File Number: 028-10382 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 submission. Person signing this report on behalf of reporting manager: Name: Jarrett Singer Title: Compliance Officer Phone: 212-603-6952 Signature Place and date of signing Jarrett Singer New York 04/12/06 Report Type (Check only one): [ X] 13F Holdings Report [ ] 13F Notice [ ] 13F Combination Report List of other managers reporting for this manager: FORM 13F SUMMARY PAGE Report Summary: Number of other included managers: 1 Form 13F Information Table Entry Total: 678 Form 13F Information Table Value Total: 8,327,991 (x1000) List of other included managers: No. Form 13F File Number Name - --------------------------------------------- Title ofCusip Market Value SH/ PutInvestOth Name of Issuer Class 000's Shares PRN CalDscretMgrsSoleSharedNone 3m Common 88579Y101 19,437 256,793 SH Defined 256,793 Abbott Laboratories Common 002824100 163,756 3,855,794 SH Defined 3,855,794 Abgenix Common 00339B107 5,292 235,190 SH Defined 235,190 Accenture Common G1150G111 120 4,000 SH Defined 4,000 Acco Brands Corp Common 00081T108 0 10 SH Defined 10 Ace Common G0070K103 535 10,288 SH Defined 10,288 Acusphere Common 00511R870 2 306 SH Defined 306 ADC Telecomm Inc Common 000886309 23 912 SH Defined 912 Adobe Systems Common 00724F101 1,037 29,707 SH Defined 29,707 Advanced Micro Devices Common 007903107 2,848 85,897 SH Defined 85,897 Aes Common 00130H105 507 29,710 SH Defined 29,710 Aetna Common 00817Y108 6,859 139,574 SH Defined 139,574 Affiliated Computer Services A Common 008190100 5,564 93,258 SH Defined 93,258 Affymetrix Common 00826T108 198 6,020 SH Defined 6,020 Aflac Common 001055102 191,869 4,251,480 SH Defined 4,251,480 Agere Systems Inc Common 00845V308 1,729 114,991 SH Defined 114,991 Agilent Technologies Common 00846U101 958 25,513 SH Defined 25,513 Air Products & Chemicals Ord Common 009158106 1,384 20,601 SH Defined 20,601 Akamai Technologies Common 00971T101 49 1,504 SH Defined 1,504 Albany Intl A Common 012348108 1,927 50,600 SH Defined 50,600 Alberto-Culver B Common 013068101 26 589 SH Defined 589 Albertsons Common 013104104 83 3,237 SH Defined 3,237 Alcoa Common 013817101 5,863 191,855 SH Defined 191,855 Alcon Common 001382649 10,551 101,200 SH Defined 101,200 Alkermes Adr ADR 01642T108 508 23,040 SH Defined 23,040 Allegheny Energy Common 017361106 48 1,405 SH Defined 1,405 Allegheny Technologies Common 01741R102 40 658 SH Defined 658 Allergan Inc (Del) Common 018490102 831 7,662 SH Defined 7,662 Allied Capital Common 01903Q108 1,357 44,362 SH Defined 44,362 Allied Waste Industries Common 019589308 21 1,707 SH Defined 1,707 Allstate Common 020002101 5,052 96,949 SH Defined 96,949 Alltel Common 020039103 211,390 3,264,707 SH Defined 3,264,707 Altera Common 021441100 142 6,900 SH Defined 6,900 Altria Common 02209S103 54,543 769,727 SH Defined 769,727 Alvarion Common 001084458 43 4,800 SH Defined 4,800 Amazon Com Common 023135106 250 6,834 SH Defined 6,834 Ambac Financial Group Common 023139108 150,385 1,889,254 SH Defined 1,889,254 Ambev Cia de Bebidas Common 20441W104 4,105 109,392 SH Defined 109,392 Amdocs Common 002256908 508 14,097 SH Defined 14,097 Amer Power Conversion Common 029066107 31 1,338 SH Defined 1,338 Amerada Hess Common 023551104 1,621 11,384 SH Defined 11,384 Ameren Common 023608102 7,939 159,360 SH Defined 159,360 America Movil Adr ADR 02364W105 4,877 142,362 SH Defined 142,362 American Electric Power Common 025537101 1,428 41,987 SH Defined 41,987 American Express Common 025816109 6,129 116,635 SH Defined 116,635 American International Group Common 026874107 47,056 711,993 SH Defined 711,993 American Standard Companies Common 029712106 5,906 137,794 SH Defined 137,794 Ameriprise Financial Inc Common 03076C106 2,510 55,705 SH Defined 55,705 Amerisourcebergen Common 03073E105 115 2,385 SH Defined 2,385 Amgen Common 031162100 45,069 619,508 SH Defined 619,508 Amsouth Bancorporation Common 032165102 106 3,912 SH Defined 3,912 Amylin Pharmaceuticals Common 032346108 3,710 75,800 SH Defined 75,800 Anadarko Petroleum Common 032511107 5,543 54,873 SH Defined 54,873 Analog Devices Common 032654105 3,709 96,877 SH Defined 96,877 Andrew Corp Common 034425108 16 1,272 SH Defined 1,272 Anheuser-Busch Common 035229103 18,147 424,298 SH Defined 424,298 Aon Common 037389103 915 22,052 SH Defined 22,052 Apache Common 037411105 2,051 31,310 SH Defined 31,310 Apartment Invt & Mgmt A Common 03748R101 1,326 28,274 SH Defined 28,274 Apollo Group A Common 037604105 250 4,763 SH Defined 4,763 Apple Computer Ord Common 037833100 4,535 72,309 SH Defined 72,309 Applied Biosystems Common 038020103 98,008 3,611,213 SH Defined 3,611,213 Applied Materials Common 038222105 158,570 9,055,965 SH Defined 9,055,965 Applied Micro Circuits Common 03822W109 10 2,391 SH Defined 2,391 Aracruz Celulose ADR ADR 038496204 4,463 84,300 SH Defined 84,300 Archer Daniels Midland Common 039483102 79,682 2,367,978 SH Defined 2,367,978 Archstone-Smith Trust Common 039583109 115 2,353 SH Defined 2,353 Ashland Inc Common 044209104 41 580 SH Defined 580 Asset Acceptance Captial Common 04543P100 16,179 830,986 SH Defined 830,986 Assocd Banc Common 045487105 6,823 200,793 SH Defined 200,793 AT&T Common 00206R102 63,737 2,357,147 SH Defined 2,357,147 AU Optronics ADR ADR 002255107 115,778 7,765,106 SH Defined 7,765,106 Audiocodes Npv Common 001082965 18,656 1,349,900 SH Defined 1,349,900 Autodesk Common 052769106 453 11,764 SH Defined 11,764 Automatic Data Processing Ord Common 053015103 8,095 177,201 SH Defined 177,201 Autonation Common 05329W102 30 1,411 SH Defined 1,411 Autozone Common 053332102 43 435 SH Defined 435 Avaya Common 053499109 38 3,320 SH Defined 3,320 Avery-Dennison Common 053611109 56 952 SH Defined 952 Avon Products Common 054303102 1,350 43,307 SH Defined 43,307 B.J. Services Common 055482103 822 23,748 SH Defined 23,748 Baker Hughes Ord Common 057224107 4,815 70,396 SH Defined 70,396 Ball Common 058498106 37 854 SH Defined 854 Banco Bradesco Adr ADR 059460303 8,618 239,978 SH Defined 239,978 Banco Santander Chile Adr ADR 05965X109 2,056 47,160 SH Defined 47,160 Bank Of America Common 060505104 51,972 1,141,233 SH Defined 1,141,233 Bank Of New York Common 064057102 2,668 74,029 SH Defined 74,029 Bard Common 067383109 60 891 SH Defined 891 Barr Pharmaceuticals Common 068306109 69 1,100 SH Defined 1,100 Bausch And Lomb Common 071707103 27 421 SH Defined 421 Baxter International Common 071813109 8,394 216,277 SH Defined 216,277 BB&T Common 054937107 12,178 310,655 SH Defined 310,655 Bear Stearns Compagnies Common 073902108 159 1,146 SH Defined 1,146 Becton Dickinson & Co. Common 075887109 476 7,737 SH Defined 7,737 Bed Bath Beyond Common 075896100 1,066 27,755 SH Defined 27,755 Bell South Common 079860102 16,516 476,640 SH Defined 476,640 Bemis Common 081437105 26 837 SH Defined 837 Best Buy Common 086516101 1,264 22,605 SH Defined 22,605 Big Lots Common 089302103 12 891 SH Defined 891 Biogen Idec Common 09062X103 2,391 50,754 SH Defined 50,754 Biomet Common 090613100 100 2,808 SH Defined 2,808 Black & Decker Common 091797100 2,261 26,018 SH Defined 26,018 Bmc Software Common 055921100 37 1,706 SH Defined 1,706 Boeing Co. Cap Common 097023105 3,719 47,718 SH Defined 47,718 Boston Scientific Common 101137107 3,266 141,703 SH Defined 141,703 Bowater Common 102183100 3,011 101,800 SH Defined 101,800 Brasil Telecom Adr ADR 105530109 1,485 40,919 SH Defined 40,919 Brinker Intl Common 109641100 6,937 164,185 SH Defined 164,185 Bristol Myers Squibb Common 110122108 4,596 186,752 SH Defined 186,752 Broadcom A Common 111320107 753 17,448 SH Defined 17,448 Brown Forman B Common 115637209 40 517 SH Defined 517 Brunswick Common 117043109 30 761 SH Defined 761 Buenaventura Sponsored Adr ADR 204448104 3,030 122,705 SH Defined 122,705 Bunge Common G16962105 1,114 20,000 SH Defined 20,000 Burlington Northern Santa Fe Common 12189T104 12,413 148,962 SH Defined 148,962 Burlington Res. Common 122014103 4,688 51,004 SH Defined 51,004 Business Objects SA Common 12328X107 2 67 SH Defined 67 CA Common 12673P105 4,266 156,791 SH Defined 156,791 Campbell Soup Common 134429109 47 1,448 SH Defined 1,448 Canadian National Railway Common 136375102 522 9,870 SH Defined 9,870 Capital One Financial Common 14040H105 6,440 79,982 SH Defined 79,982 Cardinal Health Common 14149Y108 2,437 32,707 SH Defined 32,707 Caremark Rx Common 141705103 1,335 27,137 SH Defined 27,137 Carnival Common 143658300 117,035 2,470,650 SH Defined 2,470,650 Caterpillar Tractor Common 149123101 4,229 58,885 SH Defined 58,885 Cbs Corp Cl B Common 124857202 1,201 50,095 SH Defined 50,095 Celgene Common 151020104 217,861 4,926,745 SH Defined 4,926,745 Cemex Adr ADR 151290889 39 600 SH Defined 600 Cendant Common 151313103 184,501 10,634,091 SH Defined 10,634,091 Centene Common 15135B101 15,979 547,800 SH Defined 547,800 Centerpoint Energy Common 15189T107 29 2,423 SH Defined 2,423 Centex Common 152312104 899 14,497 SH Defined 14,497 Central European Media Enterprises Common G20045202 9,757 142,207 SH Defined 142,207 Centurytel Common 156700106 47 1,207 SH Defined 1,207 Cerveceria ADR ADR 204429104 474 19,034 SH Defined 19,034 Charles River Laboratories Common 159864107 1,368 27,900 SH Defined 27,900 Check Point Software Common 001082411 1,097 54,782 SH Defined 54,782 Cherepovets MK Severstal Common 818150203 1,988 32,950 SH Defined 32,950 Chesapeake Energy Common 165167107 109 3,456 SH Defined 3,456 Chevron Corp Common 166764100 50,421 869,776 SH Defined 869,776 Chiron Common 170040109 965 21,058 SH Defined 21,058 Chubb Common 171232101 186 1,948 SH Defined 1,948 CIA Brasileira de Distribuicao Common 20440T201 5,865 139,151 SH Defined 139,151 CIA Saneamento Basico Adr ADR 20441A102 7,732 351,310 SH Defined 351,310 CIA Telecom Chile Common 204449300 882 98,616 SH Defined 98,616 Cia Vale Do Rio Doce-Adr ADR 204412209 15,196 313,120 SH Defined 313,120 Ciena Common 171779101 54 10,326 SH Defined 10,326 Cigna Common 125509109 3,720 28,481 SH Defined 28,481 Cincinnati Financial Common 172062101 55 1,315 SH Defined 1,315 Cinergy Common 172474108 10,536 232,020 SH Defined 232,020 Cintas Npv Common 172908105 50 1,183 SH Defined 1,183 Circuit City Stores Common 172737108 32 1,288 SH Defined 1,288 Cisco Systems Common 17275R102 110,666 5,106,854 SH Defined 5,106,854 Cit Group Common 125581108 117 2,177 SH Defined 2,177 Citigroup Common 172967101 323,035 6,839,607 SH Defined 6,839,607 Citizens Communications Common 17453B101 36 2,686 SH Defined 2,686 Citrix Systems Common 177376100 34,354 906,434 SH Defined 906,434 Clear Channel Communications Common 184502102 1,057 36,435 SH Defined 36,435 Clorox Common 189054109 7,423 124,022 SH Defined 124,022 CMS Energy Common 125896100 22 1,716 SH Defined 1,716 Coach Common 189754104 1,241 35,893 SH Defined 35,893 Coca Cola Enterprises Common 191219104 53 2,582 SH Defined 2,582 Coca-Cola Common 191216100 15,477 369,636 SH Defined 369,636 Colgate-Palmolive Common 194162103 10,155 177,848 SH Defined 177,848 Comcast Cl A Common 20030N101 1,439 54,997 SH Defined 54,997 Comcast Corp-Special Cl A Common 20030N200 230 8,794 SH Defined 8,794 Comerica Common 200340107 107 1,850 SH Defined 1,850 Commerce Bancorp I Common 200519106 1 37 SH Defined 37 Companhia de Bedidas Common 20441W203 11,415 265,704 SH Defined 265,704 Companhia Energetiva Common 204409601 1,357 29,839 SH Defined 29,839 Compass Bancshares Common 20449H109 8,358 165,147 SH Defined 165,147 Computer Sciences Common 205363104 995 17,910 SH Defined 17,910 Compuware Common 205638109 24 3,037 SH Defined 3,037 Comverse Technology Common 205862402 42 1,778 SH Defined 1,778 Conagra Food Common 205887102 909 42,341 SH Defined 42,341 Conocophillips Common 20825C104 1,963 31,083 SH Defined 31,083 Consolidated Edison Common 209115104 8,097 186,132 SH Defined 186,132 Constellation Brands Common 21036P108 3,482 139,021 SH Defined 139,021 Constellation Energy Group Common 210371100 450 8,232 SH Defined 8,232 Contax Participaco Common 21076X102 156 135,372 SH Defined 135,372 Convergys Common 212485106 1,034 56,789 SH Defined 56,789 Cooper Cos Inc Usd0.1 Common 216648402 65 1,196 SH Defined 1,196 Cooper Industries Common G24182100 70 806 SH Defined 806 Cooper Tire Rubber Common 216831107 7 479 SH Defined 479 Corning Common 219350105 3,997 148,486 SH Defined 148,486 Costco Wholesale Common 22160K105 2,082 38,442 SH Defined 38,442 Countrywide Financial Common 222372104 4,994 136,079 SH Defined 136,079 Coventry Healthcare Common 222862104 4,586 84,956 SH Defined 84,956 Credicorp Common G2519Y108 2,799 105,719 SH Defined 105,719 Crescent Real Estate Common 225756105 4,174 198,085 SH Defined 198,085 Csx Common 126408103 139 2,332 SH Defined 2,332 Cummins Common 231021106 42 403 SH Defined 403 Cv Therapeutics Common 126667104 3,336 151,100 SH Defined 151,100 CVS Common 126650100 9,227 308,919 SH Defined 308,919 D.R.Horton Common 23331A109 99 2,968 SH Defined 2,968 Danaher Common 235851102 153 2,408 SH Defined 2,408 Darden Restaurants Common 237194105 1,021 24,879 SH Defined 24,879 Deere & Co.Ord Common 244199105 1,256 15,891 SH Defined 15,891 Dell Common 24702R101 192,776 6,477,698 SH Defined 6,477,698 Desarrolladora Homex ADR ADR 25030W100 1,378 38,994 SH Defined 38,994 Devon Energy Common 25179M103 6,846 111,911 SH Defined 111,911 Digital Theather Common 23335C101 4,506 229,200 SH Defined 229,200 Dillards A Common 254067101 13 503 SH Defined 503 Discovery Holding Co A Common 25468Y107 549 36,596 SH Defined 36,596 Dollar General Common 256669102 48 2,726 SH Defined 2,726 Dominion Resources Common 25746U109 9,286 134,516 SH Defined 134,516 Donnelly Rr And Sons Common 257867101 6,123 187,142 SH Defined 187,142 Dover Common 260003108 605 12,451 SH Defined 12,451 Dow Chemical Common 260543103 3,874 95,412 SH Defined 95,412 Dow Jones Common 260561105 18 460 SH Defined 460 Dte Energy Common 233331107 12,303 306,889 SH Defined 306,889 Du Pont De Nemours. Common 263534109 2,864 67,847 SH Defined 67,847 Duke Energy Common 264399106 2,364 81,100 SH Defined 81,100 Dun & Bradstreet Common 26483E100 364 4,744 SH Defined 4,744 Dynegy Common 26816Q101 11 2,358 SH Defined 2,358 Eastman Chemical Common 277432100 33 637 SH Defined 637 Eastman Kodak Common 277461109 964 33,905 SH Defined 33,905 Eaton Common 278058102 6,107 83,686 SH Defined 83,686 Ebay Common 278642103 6,811 174,367 SH Defined 174,367 Ecolab Common 278865100 7,751 202,917 SH Defined 202,917 Edison International Common 281020107 606 14,719 SH Defined 14,719 El.Paso Common 28336L109 340 28,192 SH Defined 28,192 Electronic Arts Common 285512109 145,317 2,655,641 SH Defined 2,655,641 Electronic Data Systems Common 285661104 540 20,140 SH Defined 20,140 Eli Lilly Common 532457108 242,292 4,381,403 SH Defined 4,381,403 EMC Common 268648102 4,284 314,298 SH Defined 314,298 Emerson Electric Common 291011104 5,913 70,708 SH Defined 70,708 Energy East Common 29266M109 4,008 164,932 SH Defined 164,932 Engelhard Common 292845104 37 940 SH Defined 940 Entergy Common 29364G103 2,754 39,944 SH Defined 39,944 Eog Resources Common 26875P101 1,161 16,122 SH Defined 16,122 Equifax Common 294429105 38 1,020 SH Defined 1,020 Equity Office Properties Trust Common 294741103 141 4,187 SH Defined 4,187 Equity Residential Common 29476L107 141 3,010 SH Defined 3,010 Estee Lauder Companies A Common 518439104 39 1,060 SH Defined 1,060 E-Trade Group Common 269246104 124 4,582 SH Defined 4,582 Everest Reinsurance Usd0.01 Common G3223R108 889 9,517 SH Defined 9,517 Exelon Common 30161N101 5,939 112,269 SH Defined 112,269 Expedia Common 30212P105 347 17,122 SH Defined 17,122 Express Scripts A Common 302182100 5,434 61,825 SH Defined 61,825 Exxon Mobil Common 30231G102 96,511 1,585,788 SH Defined 1,585,788 Family Dollar Common 307000109 6,194 232,841 SH Defined 232,841 Fannie Mae Common 313586109 8,865 172,471 SH Defined 172,471 Federated Department Stores Common 31410H101 1,785 24,446 SH Defined 24,446 Federated Investors Common 314211103 26 663 SH Defined 663 Fedex Common 31428X106 2,632 23,301 SH Defined 23,301 Fidelity Common 316326107 4,380 123,290 SH Defined 123,290 Fidelity National Titl A Common 31620R105 124 5,436 SH Defined 5,436 Fifth Third Bancorp Common 316773100 2,204 55,998 SH Defined 55,998 First Data Common 319963104 8,334 178,004 SH Defined 178,004 First Energy Common 337932107 8,864 181,273 SH Defined 181,273 First Horizon National Common 320517105 1,259 30,228 SH Defined 30,228 Fiserv Common 337738108 92 2,167 SH Defined 2,167 Fisher Scientific.Intl Common 338032204 70 1,033 SH Defined 1,033 Fluor Common 343412102 64 746 SH Defined 746 Ford Motor W/I Common 345370860 781 98,071 SH Defined 98,071 Forest Laboratories Ord Common 345838106 156 3,502 SH Defined 3,502 Fortune Brands Common 349631101 363 4,501 SH Defined 4,501 Fpl Group Common 302571104 5,940 147,981 SH Defined 147,981 Franklin Resources Common 354613101 140 1,487 SH Defined 1,487 Freddie Mac Common 313400301 7,708 126,368 SH Defined 126,368 Freeport Mcmoran B Common 35671D857 2,686 44,931 SH Defined 44,931 Freescale Semicontductor Common 35687M206 120 4,329 SH Defined 4,329 Furniture Brands Intl Common 360921100 1,344 54,854 SH Defined 54,854 Gannett Co. Common 364730101 6,648 110,956 SH Defined 110,956 Gap Common 364760108 770 41,196 SH Defined 41,196 Gateway Inc Common 367626108 5 2,063 SH Defined 2,063 Genentech Common 368710406 11,570 136,908 SH Defined 136,908 General Dynamics.Ord Common 369550108 637 9,962 SH Defined 9,962 General Electric Common 369604103 90,622 2,605,587 SH Defined 2,605,587 General Mills Common 370334104 8,490 167,526 SH Defined 167,526 General Motors Common 370442105 714 33,551 SH Defined 33,551 Gen-Probe Inc Common 36866T103 1,036 18,800 SH Defined 18,800 Genuine Parts Common 372460105 91 2,066 SH Defined 2,066 Genworth Financial A Common 37247D106 91,311 2,731,420 SH Defined 2,731,420 Genzyme Common 372917104 8,966 133,387 SH Defined 133,387 Gilead Sciences Common 375558103 15,092 242,561 SH Defined 242,561 Globalsantafe Common G3930E101 1,525 25,100 SH Defined 25,100 Golden West Financial Common 381317106 829 12,212 SH Defined 12,212 Goldman Sachs Group Common 38141G104 9,071 57,794 SH Defined 57,794 Goodrich Common 382388106 46 1,065 SH Defined 1,065 Goodyear Tire & Rubber Common 382550101 20 1,378 SH Defined 1,378 Google Inc Common 38259P508 4,207 10,787 SH Defined 10,787 Grainger(Ww)Inc Common 384802104 56 744 SH Defined 744 Grant Prideco Common 38821G101 62,439 1,457,488 SH Defined 1,457,488 Grupo Aeroportuario Sur Adr ADR 40051E202 53 1,600 SH Defined 1,600 Grupo Televisa ADR ADR 40049J206 164,900 8,286,439 SH Defined 8,286,439 Guidant Common 401698105 7,882 100,969 SH Defined 100,969 H & R Block Common 093671105 82 3,799 SH Defined 3,799 Halliburton Common 406216101 6,886 94,306 SH Defined 94,306 Harley Davidson Common 412822108 1,631 31,432 SH Defined 31,432 Harman Intl Industries Common 413086109 70 633 SH Defined 633 Harrahs Entertainment Common 413619107 146 1,869 SH Defined 1,869 Hartford Financial Services Group Common 416515104 1,920 23,831 SH Defined 23,831 Hasbro Common 418056107 30 1,401 SH Defined 1,401 HCA Common 404119109 1,921 41,961 SH Defined 41,961 Health Management Associates Common 421933102 11,358 526,563 SH Defined 526,563 Health Net Inc Common 42222G108 3,557 69,987 SH Defined 69,987 Heinz(Hj) Ord Common 423074103 2,553 67,332 SH Defined 67,332 Hercules Inc Common 427056106 12 883 SH Defined 883 Hershey Foods Common 427866108 3,032 58,056 SH Defined 58,056 Hewlett-Packard Common 428236103 15,463 469,998 SH Defined 469,998 Hillenbrand Industries Common 431573104 660 12,000 SH Defined 12,000 Hilton Hotels Common 432848109 97 3,803 SH Defined 3,803 Home Depot Common 437076102 19,047 450,286 SH Defined 450,286 Honeywell International Common 438516106 133,690 3,125,783 SH Defined 3,125,783 Hospira Common 441060100 850 21,549 SH Defined 21,549 Host Marriott Common 44107P104 9 435 SH Defined 435 Human Genome Sciences Common 444903108 800 73,580 SH Defined 73,580 Humana Common 444859102 96 1,818 SH Defined 1,818 Huntington Bancshares Common 446150104 367 15,193 SH Defined 15,193 IBM Common 459200101 27,633 335,065 SH Defined 335,065 Illinois Tool Works Common 452308109 10,119 105,069 SH Defined 105,069 Imclone Systems Common 45245W109 311 9,151 SH Defined 9,151 IMS Health Inc Common 449934108 47 1,837 SH Defined 1,837 Infosys Technologies Common 456788108 2,301 29,559 SH Defined 29,559 Ingersoll-Rand Company A Common G4776G101 1,158 27,721 SH Defined 27,721 Intel Common 458140100 25,432 1,314,309 SH Defined 1,314,309 Interactivecorp Common 44919P300 505 17,122 SH Defined 17,122 International Flavors & Fragra Common 459506101 4,759 138,656 SH Defined 138,656 International Game Technology Common 459902102 560 15,901 SH Defined 15,901 International Paper Common 460146103 12,430 359,564 SH Defined 359,564 Interpublic Group Of Companies Common 460690100 35 3,685 SH Defined 3,685 Intersil Holding Common 46069S109 568 19,644 SH Defined 19,644 Intuit Common 461202103 357 6,712 SH Defined 6,712 Inversiones Aguas Metropolitanas (AdADR 46128Q102 1,584 78,237 SH Defined 78,237 Invitrogen Common 46185R100 3,162 45,090 SH 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492386107 8,618 90,258 SH Defined 90,258 Keycorp Common 493267108 2,359 64,095 SH Defined 64,095 Keyspan Common 49337W100 57 1,383 SH Defined 1,383 Kimberly Clark Common 494368103 17,464 302,145 SH Defined 302,145 Kinder Morgan Common 49455P101 343 3,730 SH Defined 3,730 King Pharmaceuticals Common 495582108 33 1,892 SH Defined 1,892 KLA Tencor Common 482480100 10,544 218,034 SH Defined 218,034 Knight-Ridder Common 499040103 1,578 24,967 SH Defined 24,967 Kohls Common 500255104 718 13,541 SH Defined 13,541 Kookmin Bank Adr ADR 50049M109 7,875 92,089 SH Defined 92,089 Kraft Foods A Common 50075N104 15,400 508,068 SH Defined 508,068 Kroger Common 501044101 1,938 95,190 SH Defined 95,190 KVH Industries Common 482738101 8,298 749,581 SH Defined 749,581 L-3 Communications Common 502424104 115 1,338 SH Defined 1,338 Laboratory Corp Of America Common 50540R409 7,120 121,754 SH Defined 121,754 Lamar Advertising Common 512815101 169,606 3,223,227 SH Defined 3,223,227 Leap Wireless Common 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Common 534187109 7,235 132,537 SH Defined 132,537 Linear Technology Common 535678106 1,264 36,023 SH Defined 36,023 Live Nation Inc Common 538034109 94 4,755 SH Defined 4,755 Liz Claiborne Common 539320101 18,633 454,675 SH Defined 454,675 Lockheed Martin Common 539830109 905 12,050 SH Defined 12,050 Loews Common 540424108 139 1,377 SH Defined 1,377 Louisiana Pacific Common 546347105 1,084 39,868 SH Defined 39,868 Lowes Companies Common 548661107 4,824 74,855 SH Defined 74,855 Lsi Logic Common 502161102 35 3,059 SH Defined 3,059 Lucent Technologies Common 549463107 2,827 926,786 SH Defined 926,786 M&T Bank Common 55261F104 74 644 SH Defined 644 Magyar Telekom Telecommunications ADADR 559776109 5,748 263,791 SH Defined 263,791 MannKind Common 56400P201 204 10,000 SH Defined 10,000 Manor Care Common 564055101 27 618 SH Defined 618 Manpower Common 56418H100 3,432 60,021 SH Defined 60,021 Marathon Oil Common 565849106 84,627 1,111,025 SH Defined 1,111,025 Marriott International Common 571903202 785 11,442 SH Defined 11,442 Marsh & Mclennan Common 571748102 1,199 40,825 SH Defined 40,825 Marshall & Ilsley Common 571834100 6,013 137,973 SH Defined 137,973 Marvell Technology Group Common G5876H105 396 7,327 SH Defined 7,327 Masco Common 574599106 1,891 58,216 SH Defined 58,216 Mattel Common 577081102 64 3,542 SH Defined 3,542 Maxim Integrated Products Common 57772K101 1,299 34,979 SH Defined 34,979 Mbia Common 55262C100 701 11,664 SH Defined 11,664 Mccormick & Co Common 579780206 35 1,048 SH Defined 1,048 Mcdonalds Ord Common 580135101 5,063 147,343 SH Defined 147,343 Mcgraw Hill Common 580645109 2,761 47,919 SH Defined 47,919 McKesson Corp Common 58155Q103 4,108 78,802 SH Defined 78,802 Meadwestvaco Common 583334107 2,792 102,235 SH Defined 102,235 Mechel Steel ADR ADR 583840103 2,010 78,200 SH Defined 78,200 Medarex Common 583916101 3,530 267,030 SH Defined 267,030 Medco Health Solutions Common 58405U102 7,105 124,172 SH Defined 124,172 Medimmune Common 584699102 10,275 280,889 SH Defined 280,889 Medtronic Common 585055106 74,962 1,477,082 SH Defined 1,477,082 Mellon Financial Common 58551A108 1,083 30,414 SH Defined 30,414 Mercantile Bankshares Common 587405101 6,274 163,169 SH Defined 163,169 Merck & Co. Common 589331107 23,408 664,431 SH Defined 664,431 Mercury Interactive Common 589405109 2,923 83,992 SH Defined 83,992 Meredith Common 589433101 18 328 SH Defined 328 Merrill Lynch Common 590188108 167,892 2,131,693 SH Defined 2,131,693 Metabasis Therapeutics Inc Common 59101M105 1,273 140,000 SH Defined 140,000 Metlife Common 59156R108 7,552 156,124 SH Defined 156,124 Mgic Investment Common 552848103 49 738 SH Defined 738 Micron Technology Common 595112103 103 6,979 SH Defined 6,979 Microsoft Common 594918104 157,498 5,788,231 SH Defined 5,788,231 Microtune Common 59514P109 401 76,883 SH Defined 76,883 Millpore Common 601073109 29 403 SH Defined 403 Mobile Telesystems Common 607409109 31,954 965,378 SH Defined 965,378 Mohawk Inds Common 608190104 5,826 72,180 SH Defined 72,180 Molex Common 608554101 38 1,134 SH Defined 1,134 Molson Coors Brewing Common 60871R209 31 447 SH Defined 447 Monsanto Common 61166W101 1,168 13,779 SH Defined 13,779 Monster Worldwide Common 611742107 88 1,763 SH Defined 1,763 Moody's Common 615369105 11,288 157,956 SH Defined 157,956 Morgan Stanley Common 617446448 10,186 162,150 SH Defined 162,150 Motorola Common 620076109 5,168 225,571 SH Defined 225,571 Murphy Oil Common 626717102 92 1,852 SH Defined 1,852 Mylan Labs Common 628530107 40 1,711 SH Defined 1,711 Myriad Genetics Common 62855J104 803 30,780 SH Defined 30,780 Nabors Industries Common G6359F103 172,598 2,411,264 SH Defined 2,411,264 National City Common 635405103 5,855 167,754 SH Defined 167,754 National Oilwell Common 637071101 103,763 1,618,263 SH Defined 1,618,263 National Semiconductor Common 637640103 106 3,802 SH Defined 3,802 Navistar Common 63934E108 13 483 SH Defined 483 Ncr W/I Common 62886E108 69 1,658 SH Defined 1,658 Nds Group Adr ADR 628891103 1,709 32,837 SH Defined 32,837 Neenah Paper Common 640079109 5 145 SH Defined 145 Nektar Theraputic Usd0.0001 Common 640268108 1,098 53,900 SH Defined 53,900 Netgear Common 64111Q104 406 21,362 SH Defined 21,362 Network 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369 7,026 SH Defined 7,026 Northrop Common 666807102 1,524 22,315 SH Defined 22,315 Novell Common 670006105 23 2,990 SH Defined 2,990 Novellus Common 670008101 40,091 1,670,473 SH Defined 1,670,473 Ntl Common 62941W101 794 27,289 SH Defined 27,289 Nucor Common 670346105 1,419 13,538 SH Defined 13,538 Nvidia Common 67066G104 88 1,533 SH Defined 1,533 Occidental Petroleum Common 674599105 9,363 101,061 SH Defined 101,061 Office Depot Common 676220106 101 2,718 SH Defined 2,718 Officemax Inc Common 67622P101 17 553 SH Defined 553 Old Republic Intl Common 680223104 5,341 244,775 SH Defined 244,775 Omnicare Common 681904108 32,411 589,391 SH Defined 589,391 Omnicom Common 681919106 5,912 71,013 SH Defined 71,013 Onyx Pharmaceuticals Common 683399109 428 16,300 SH Defined 16,300 Oracle Common 68389X105 3,473 253,689 SH Defined 253,689 OSI Pharmaceuticals Common 671040103 642 19,990 SH Defined 19,990 Paccar Common 693718108 125 1,773 SH Defined 1,773 Pactiv Common 695257105 29 1,172 SH 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676,512 SH Defined 676,512 Progress Energy Common 743263105 12,866 292,548 SH Defined 292,548 Progressive Common 743315103 1,003 9,624 SH Defined 9,624 Prologis Common 743410102 138 2,574 SH Defined 2,574 Prudential Financial Common 744320102 7,748 102,205 SH Defined 102,205 Public Service Enterprise Group Common 744573106 1,419 22,154 SH Defined 22,154 Public Storage Common 74460D109 217 2,667 SH Defined 2,667 Pulte Homes Common 745867101 93 2,429 SH Defined 2,429 Qiagen Common 000024000 1,501 100,680 SH Defined 100,680 Qlogic Common 747277101 24 1,260 SH Defined 1,260 Qualcomm Common 747525103 17,346 342,745 SH Defined 342,745 Quest Diagnostics Common 74834L100 5,245 102,243 SH Defined 102,243 Qwest Communications Common 749121109 405 59,502 SH Defined 59,502 Radiation Therapy Services Common 750323206 1,161 45,500 SH Defined 45,500 Radioshack Common 750438103 20 1,050 SH Defined 1,050 Raytheon Common 755111507 441 9,623 SH Defined 9,623 Regions Financial Common 7591EP100 19,301 548,797 SH Defined 548,797 Renaissancere Hldgs (Bermuda) Common G7496G103 155 3,559 SH Defined 3,559 Republic Services Common 760759100 1,064 25,034 SH Defined 25,034 Reynolds American Inc Common 761713106 75 709 SH Defined 709 Rf Micro Devices Common 749941100 719 83,097 SH Defined 83,097 Robert Half Intl Common 770323103 54 1,392 SH Defined 1,392 Rockwell Collins Common 774341101 84 1,491 SH Defined 1,491 Rockwell Intl. Common 773903109 138 1,920 SH Defined 1,920 Rogers Communications Common 775109200 8,619 193,479 SH Defined 193,479 Rohm & Hass Common 775371107 60 1,229 SH Defined 1,229 Rosneftegaztroy ADR ADR 778200204 958 998,000 SH Defined 998,000 Rostelecom ADR ADR 778529107 1,873 97,300 SH Defined 97,300 Rowan Common 779382100 42 965 SH Defined 965 Rsa Security Common 749719100 450 25,100 SH Defined 25,100 Ryder System Common 783549108 22 502 SH Defined 502 Safeco Common 786429100 668 13,305 SH Defined 13,305 Safeway Common 786514208 745 29,653 SH Defined 29,653 Sandisk Common 80004C101 294 5,114 SH Defined 5,114 Sanmina-Sci Common 800907107 428 104,407 SH Defined 104,407 Sappi ADR ADR 803069202 3,053 207,000 SH Defined 207,000 Sara Lee Common 803111103 6,992 391,042 SH Defined 391,042 Schering-Plough Common 806605101 339 17,852 SH Defined 17,852 Schlumberger Common 806857108 230,719 1,822,860 SH Defined 1,822,860 Schwab (Charles) Common 808513105 1,201 69,792 SH Defined 69,792 Scientific Games Common 80874P109 18,082 514,730 SH Defined 514,730 Scripps Co A Common 811054204 40 885 SH Defined 885 Sealed Air Common 81211K100 42 734 SH Defined 734 Sears Common 812350106 955 7,222 SH Defined 7,222 Sempra Energy Common 816851109 124 2,668 SH Defined 2,668 Sepracor Common 817315104 5,330 109,190 SH Defined 109,190 Sherwin-Williams Common 824348106 932 18,842 SH Defined 18,842 Shinhan Financial Group Adr ADR 824596100 875 9,928 SH Defined 9,928 Ship Finance Intl Ltd-W/I Common G81075106 7 406 SH Defined 406 Shoppers Drug Mart Common 82509W103 5,945 133,754 SH Defined 133,754 Sigma Aldrich Common 826552101 11,409 173,408 SH Defined 173,408 Sigmatel Common 82661W107 65 7,480 SH Defined 7,480 Simon Property Group Common 828806109 153 1,820 SH Defined 1,820 Sirius Satellite Radio Com Usd0.001 Common 82966U103 232 45,601 SH Defined 45,601 Sk Telecom Adr ADR 78440P108 951 40,297 SH Defined 40,297 Skywest Common 830879102 1,761 60,155 SH Defined 60,155 SLM Financial Common 78442P106 81,304 1,565,347 SH Defined 1,565,347 Smurfit-Stone Container Common 832727101 2,394 176,400 SH Defined 176,400 Snap-On Common 833034101 17 452 SH Defined 452 Solectron Common 834182107 29 7,152 SH Defined 7,152 Southern Common 842587107 15,694 478,908 SH Defined 478,908 Southwest Airlines Common 844741108 130 7,247 SH Defined 7,247 Sovereign Bancorp Common 845905108 1,175 53,626 SH Defined 53,626 Sprint Nextel Corp Common 852061100 5,292 204,795 SH Defined 204,795 St Joe Common 790148100 4,682 74,504 SH Defined 74,504 St. Jude Medical Common 790849103 1,136 27,711 SH Defined 27,711 St. Paul Companies Common 792860108 2,595 62,091 SH Defined 62,091 Stanley Works Common 854616109 843 16,634 SH Defined 16,634 Staples Common 855030102 763 29,903 SH Defined 29,903 Starbucks Common 855244109 2,411 64,046 SH Defined 64,046 Starwood Hotels & Resorts Worldwide Common 85590A203 856 12,638 SH Defined 12,638 State Street Common 857477103 1,939 32,083 SH Defined 32,083 Stryker Common 863667101 131 2,965 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TIM Participacoes Common 88706P106 785 21,200 SH Defined 21,200 Time Warner Common 887317105 4,517 269,016 SH Defined 269,016 Tjx Companies Common 872540109 122 4,919 SH Defined 4,919 Torchmark Common 891027104 15,592 273,059 SH Defined 273,059 Toronto-Dominion Bank Common 891160509 115 2,067 SH Defined 2,067 Transocean Common G90078109 20,968 261,117 SH Defined 261,117 Tribune Company Common 896047107 85 3,086 SH Defined 3,086 Triquint Semi Common 89674K103 616 125,193 SH Defined 125,193 Tronox Inc Class B Common 897051207 314 18,468 SH Defined 18,468 Txu Common 873168108 2,558 57,157 SH Defined 57,157 Tyco International Common 902124106 8,688 323,228 SH Defined 323,228 Tyson Foods A Common 902494103 27 1,967 SH Defined 1,967 Ultra Petroleum Common 903914109 65,351 1,048,810 SH Defined 1,048,810 Unibanco GDR GDR 90458E107 111,481 1,508,331 SH Defined 1,508,331 Union Pacific Common 907818108 57,179 612,523 SH Defined 612,523 Unisys Common 909214108 18 2,666 SH Defined 2,666 United 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Common 984332106 7,900 244,872 SH Defined 244,872 Yum Brands Common 988498101 6,237 127,641 SH Defined 127,641 Zimmer Common 98956P102 8,390 124,114 SH Defined 124,114 Zions Bancorporation Common 989701107 69 828 SH Defined 828 ZymoGenetics Common 98985T109 2,848 131,750 SH Defined 131,750
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