UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 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: Labranche & Co Inc.
Address: One Exchange Plaza
New York, NY 10271
13F File Number: 28-10499
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Jeffrey A. McCutcheon
Title: Senior Vice President and Chief Financial Officer
Phone: 212-820-6220
Signature, Place, and Date of Signing:
/s/ Jeffrey A. McCutcheon New York, NY February 14, 2007
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form13F Information Table Entry Total: 950
Form13F Information Table Value Total: $2,907,186 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
01 28-10500 Labranche & Co., LLC
02 28-10501 Labranche Structured Products, LLC
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 3630 46581 SH DEFINED 02 0 46581 0
AAR CORP COM 000361105 316 10809 SH DEFINED 02 0 10809 0
ABERCROMBIE & FITCH CO CL A 002896207 7377 105949 SH DEFINED 02 0 105949 0
ACTIVE POWER INC COM 00504W100 27 10221 SH DEFINED 02 0 10221 0
ACTIVISION INC NEW COM NEW 004930202 5030 291754 SH DEFINED 02 0 291754 0
ADAPTEC INC COM 00651F108 186 39977 SH DEFINED 02 0 39977 0
ADOBE SYS INC COM 00724F101 1287 31304 SH DEFINED 02 0 31304 0
ADTRAN INC COM 00738A106 307 13505 SH DEFINED 02 0 13505 0
ADVANCE AMER CASH ADVANCE CT COM 00739W107 455 31027 SH DEFINED 02 0 31027 0
ADVANCED MAGNETICS INC COM 00753P103 2296 38438 SH DEFINED 02 0 38438 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 588 16699 SH DEFINED 02 0 16699 0
ADVANTAGE ENERGY INCOME FD TR UNIT 00762L101 269 25300 SH DEFINED 02 0 25300 0
AEROPOSTALE COM 007865108 845 27384 SH DEFINED 02 0 27384 0
AETNA INC NEW COM 00817Y108 16909 391596 SH DEFINED 02 0 391596 0
AFFILIATED COMPUTER SERVICES CL A 008190100 700 14334 SH DEFINED 02 0 14334 0
AFFILIATED MANAGERS GROUP COM 008252108 294 2799 SH DEFINED 01 0 2799 0
AGERE SYS INC COM 00845V308 1543 80495 SH DEFINED 02 0 80495 0
AGILENT TECHNOLOGIES INC COM 00846U101 1706 48952 SH DEFINED 02 0 48952 0
AGL RES INC COM 001204106 317 8157 SH DEFINED 02 0 8157 0
AGNICO EAGLE MINES LTD COM 008474108 862 20896 SH DEFINED 02 0 20896 0
AGRIUM INC COM 008916108 268 8500 SH DEFINED 02 0 8500 0
AIR METHODS CORP COM PAR $.06 009128307 485 17385 SH DEFINED 02 0 17385 0
AIRGAS INC COM 009363102 372 9187 SH DEFINED 01 0 9187 0
ALCATEL-LUCENT SPONSORED ADR 013904305 427 30022 SH DEFINED 02 0 30022 0
ALCON INC COM SHS H01301102 379 3394 SH DEFINED 02 0 3394 0
ALEXANDER & BALDWIN INC COM 014482103 1259 28393 SH DEFINED 02 0 28393 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1465 23454 SH DEFINED 02 0 23454 0
ALLIANT TECHSYSTEMS INC COM 018804104 772 9871 SH DEFINED 02 0 9871 0
ALLIED CAP CORP NEW COM 01903Q108 3313 101368 SH DEFINED 02 0 101368 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 217 17631 SH DEFINED 02 0 17631 0
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ALTERA CORP COM 021441100 392 1350 SH DEFINED 02 0 1350 0
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AMEDISYS INC COM 023436108 578 17586 SH DEFINED 02 0 17586 0
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AMERICAN GREETINGS CORP CL A 026375105 356 14901 SH DEFINED 02 0 14901 0
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AMERICAN STS WTR CO COM 029899101 338 8748 SH DEFINED 02 0 8748 0
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AMGEN INC COM 031162100 375 10000 SH CALL DEFINED 02 0 10000 0
AMGEN INC COM 031162100 1786 3780 SH PUT DEFINED 02 0 3780 0
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AMSURG CORP COM 03232P405 214 9295 SH DEFINED 0 9295 0
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BLOCK H & R INC COM 093671105 358 15547 SH DEFINED 01 0 15547 0
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BOEING CO COM 097023105 3070 34559 SH DEFINED 02 0 34559 0
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BOSTON SCIENTIFIC CORP COM 101137107 3343 194589 SH DEFINED 02 0 194589 0
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BP PLC SPONSORED ADR 055622104 971 14464 SH DEFINED 02 0 14464 0
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 484 11348 SH DEFINED 02 0 11348 0
BREEZE EASTERN CORP COM 106764103 115 10809 SH DEFINED 02 0 10809 0
BRIGGS & STRATTON CORP COM 109043109 1049 38931 SH DEFINED 02 0 38931 0
BRINKS CO COM 109696104 2092 32723 SH DEFINED 02 0 32723 0
BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P104 1258 80000 SH DEFINED 02 0 80000 0
BROADCOM CORP CL A 111320107 2553 79029 SH DEFINED 02 0 79029 0
BROOKFIELD PPTYS CORP COM 112900105 424 10785 SH DEFINED 02 0 10785 0
BROWN & BROWN INC COM 115236101 253 8952 SH DEFINED 02 0 8952 0
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FLAGSTAR BANCORP INC COM 337930101 189 12719 SH DEFINED 02 0 12719 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 1758 58698 SH DEFINED 02 0 58698 0
FLEETWOOD ENTERPRISES INC COM 339099103 356 44957 SH DEFINED 02 0 44957 0
FLEXTRONICS INTL LTD ORD Y2573F102 219 19076 SH DEFINED 01 0 19076 0
FLORIDA ROCK INDS INC COM 341140101 685 15907 SH DEFINED 02 0 15907 0
FLOWSERVE CORP COM 34354P105 591 11716 SH DEFINED 02 0 11716 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 828 7150 SH DEFINED 02 0 7150 0
FORD MTR CO DEL COM PAR $0.01 345370860 664 2438 SH DEFINED 01 0 2438 0
FORD MTR CO DEL COM PAR $0.01 345370860 3876 267389 SH DEFINED 02 0 267389 0
FORD MTR CO DEL COM PAR $0.01 345370860 246 3172 SH PUT DEFINED 02 0 3172 0
FORDING CDN COAL TR TR UNIT 345425102 753 36300 SH DEFINED 02 0 36300 0
FOREST OIL CORP COM PAR $0.01 346091705 437 13387 SH DEFINED 02 0 13387 0
FORMFACTOR INC COM 346375108 537 14413 SH DEFINED 02 0 14413 0
FORTUNE BRANDS INC COM 349631101 571 6688 SH DEFINED 02 0 6688 0
FRANKLIN RES INC COM 354613101 1407 12769 SH DEFINED 02 0 12769 0
FREIGHTCAR AMER INC COM 357023100 873 15735 SH DEFINED 02 0 15735 0
FREMONT GEN CORP COM 357288109 169 10399 SH DEFINED 02 0 10399 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 81 10074 SH DEFINED 02 0 10074 0
GAP INC DEL COM 364760108 374 19160 SH DEFINED 02 0 19160 0
GENERAL ELECTRIC CO COM 369604103 8675 233136 SH DEFINED 02 0 233136 0
GENERAL MLS INC COM 370334104 352 6105 SH DEFINED 02 0 6105 0
GENTEX CORP COM 371901109 907 58282 SH DEFINED 02 0 58282 0
GENUINE PARTS CO COM 372460105 1610 33946 SH DEFINED 02 0 33946 0
GERDAU AMERISTEEL CORP COM 37373P105 506 56714 SH DEFINED 02 0 56714 0
GERON CORP COM 374163103 1425 162270 SH DEFINED 02 0 162270 0
GIANT INDS INC COM 374508109 260 3463 SH DEFINED 02 0 3463 0
GIGAMEDIA LTD ORD Y2711Y104 287 29400 SH DEFINED 02 0 29400 0
GILEAD SCIENCES INC COM 375558103 1367 21049 SH DEFINED 02 0 21049 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 686 13000 SH DEFINED 02 0 13000 0
GLOBAL CROSSING LTD SHS NEW G3921A175 1840 74936 SH DEFINED 02 0 74936 0
GLOBAL PMTS INC COM 37940X102 934 20166 SH DEFINED 02 0 20166 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 2301 121865 SH DEFINED 02 0 121865 0
GOLDCORP INC NEW COM 380956409 11904 418564 SH DEFINED 02 0 418564 0
GOODRICH CORP COM 382388106 926 20338 SH DEFINED 02 0 20338 0
GOODYEAR TIRE & RUBR CO COM 382550101 6132 292123 SH DEFINED 02 0 292123 0
GOOGLE INC CL A 38259P508 9846 21383 SH DEFINED 02 0 21383 0
GORMAN RUPP CO COM 383082104 1068 28894 SH DEFINED 02 0 28894 0
GRACE W R & CO DEL NEW COM 38388F108 2573 129926 SH DEFINED 02 0 129926 0
GRACO INC COM 384109104 722 18216 SH DEFINED 02 0 18216 0
GREAT PLAINS ENERGY INC COM 391164100 240 7538 SH DEFINED 02 0 7538 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 402 14900 SH DEFINED 02 0 14900 0
GRUPO TMM S A SP ADR A SHS 40051D105 108 42700 SH DEFINED 02 0 42700 0
GUANGSHEN RY LTD SPONSORED ADR 40065W107 552 16274 SH DEFINED 02 0 16274 0
HALLIBURTON CO COM 406216101 2473 79649 SH DEFINED 02 0 79649 0
HANESBRANDS INC COM 410345102 827 35001 SH DEFINED 01 0 35001 0
HARLAND JOHN H CO COM 412693103 232 4625 SH DEFINED 02 0 4625 0
HARLEY DAVIDSON INC COM 412822108 1193 16935 SH DEFINED 02 0 16935 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 608 1789 SH CALL DEFINED 02 0 1789 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 351 1822 SH PUT DEFINED 02 0 1822 0
HARRAHS ENTMT INC COM 413619107 7957 96190 SH DEFINED 02 0 96190 0
HARSCO CORP COM 415864107 1068 14039 SH DEFINED 02 0 14039 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 260 9562 SH DEFINED 02 0 9562 0
HCC INS HLDGS INC COM 404132102 887 27645 SH DEFINED 02 0 27645 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 421 19934 SH DEFINED 02 0 19934 0
HECLA MNG CO COM 422704106 136 17692 SH DEFINED 02 0 17692 0
HEELYS INC COM 42279M107 260 8100 SH DEFINED 02 0 8100 0
HEINZ H J CO COM 423074103 2229 49518 SH DEFINED 02 0 49518 0
HESS CORP COM 42809H107 1453 29304 SH DEFINED 01 0 29304 0
HEWLETT PACKARD CO COM 428236103 2274 55198 SH DEFINED 02 0 55198 0
HILLENBRAND INDS INC COM 431573104 333 5841 SH DEFINED 02 0 5841 0
HILTON HOTELS CORP COM 432848109 2529 72469 SH DEFINED 02 0 72469 0
HOSPIRA INC COM 441060100 340 1788 SH PUT DEFINED 02 0 1788 0
HOSPIRA INC COM 441060100 1325 39468 SH DEFINED 02 0 39468 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 392 8237 SH DEFINED 02 0 8237 0
HOUSEVALUES INC COM 44183Y102 318 56544 SH DEFINED 02 0 56544 0
HOVNANIAN ENTERPRISES INC CL A 442487203 315 9281 SH DEFINED 02 0 9281 0
HSBC HLDGS PLC SPON ADR NEW 404280406 1266 13811 SH DEFINED 01 0 13811 0
HUBBELL INC CL B 443510201 340 7521 SH DEFINED 02 0 7521 0
HUMANA INC COM 444859102 770 13916 SH DEFINED 02 0 13916 0
HUNT J B TRANS SVCS INC COM 445658107 291 13996 SH DEFINED 02 0 13996 0
HUNTSMAN CORP COM 447011107 2125 112007 SH DEFINED 02 0 112007 0
HYPERCOM CORP COM 44913M105 1640 258316 SH DEFINED 02 0 258316 0
IAC INTERACTIVECORP COM NEW 44919P300 5950 131386 SH DEFINED 02 0 131386 0
IAC INTERACTIVECORP COM NEW 44919P300 2275 1000 SH CALL DEFINED 02 0 1000 0
IAMGOLD CORP COM 450913108 210 23875 SH DEFINED 02 0 23875 0
ICICI BK LTD ADR 45104G104 2502 59946 SH DEFINED 02 0 59946 0
IDACORP INC COM 451107106 391 10106 SH DEFINED 02 0 10106 0
IDEARC INC COM 451663108 301 10496 SH DEFINED 02 0 10496 0
IDT CORP COM 448947101 540 39935 SH DEFINED 02 0 39935 0
IMATION CORP COM 45245A107 203 4377 SH DEFINED 0 4377 0
IMAX CORP COM 45245E109 113 30000 SH DEFINED 02 0 30000 0
IMERGENT INC COM 45247Q100 408 250 SH DEFINED 02 0 250 0
IMERGENT INC COM 45247Q100 208 1000 SH CALL DEFINED 0 1000 0
IMERGENT INC COM 45247Q100 1355 2000 SH CALL DEFINED 02 0 2000 0
IMMUNICON CORP DEL COM 45260A107 135 40665 SH DEFINED 02 0 40665 0
IMS HEALTH INC COM 449934108 1285 46761 SH DEFINED 02 0 46761 0
INDEVUS PHARMACEUTICALS INC COM 454072109 403 56804 SH DEFINED 02 0 56804 0
INDYMAC BANCORP INC COM 456607100 397 8787 SH DEFINED 02 0 8787 0
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 846 60300 SH DEFINED 01 0 60300 0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 1430 26201 SH DEFINED 02 0 26201 0
INGRAM MICRO INC CL A 457153104 363 17780 SH DEFINED 02 0 17780 0
INSITE VISION INC COM 457660108 87 56393 SH DEFINED 02 0 56393 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 329 21254 SH DEFINED 02 0 21254 0
INTEL CORP COM 458140100 300 6324 SH DEFINED 02 0 6324 0
INTERNATIONAL COAL GRP INC N COM 45928H106 152 27979 SH DEFINED 02 0 27979 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 947 19261 SH DEFINED 02 0 19261 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 435 9425 SH DEFINED 02 0 9425 0
INTERNATIONAL RECTIFIER CORP COM 460254105 688 17846 SH DEFINED 02 0 17846 0
INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 3798 72408 SH DEFINED 02 0 72408 0
INTEROIL CORP COM 460951106 1728 57049 SH DEFINED 02 0 57049 0
INTERPUBLIC GROUP COS INC COM 460690100 288 1250 SH DEFINED 02 0 1250 0
INTERSIL CORP CL A 46069S109 393 16441 SH DEFINED 02 0 16441 0
INTL SECS EXCHANGE HLDGS INC CL A 46031W204 249 5315 SH DEFINED 02 0 5315 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2055 21425 SH DEFINED 02 0 21425 0
INVENTIV HEALTH INC COM 46122E105 1059 29970 SH DEFINED 02 0 29970 0
INVESTORS FINL SERVICES CORP COM 461915100 366 8584 SH DEFINED 01 0 8584 0
IPASS INC COM 46261V108 725 123374 SH DEFINED 02 0 123374 0
IPSCO INC COM 462622101 2025 21575 SH DEFINED 01 0 21575 0
ISHARES COMEX GOLD TR ISHARES 464285105 1575 24900 SH DEFINED 02 0 24900 0
ISHARES GSCI COMMODITY INDEX UNIT BEN INT 46428R107 1213 30298 SH DEFINED 02 0 30298 0
ISHARES INC MSCI PAC J IDX 464286665 4022 32115 SH DEFINED 02 0 32115 0
ISHARES INC MSCI BELGIUM 464286301 942 36784 SH DEFINED 02 0 36784 0
ISHARES INC MSCI TAIWAN 464286731 2577 177576 SH DEFINED 02 0 177576 0
ISHARES INC MSCI SWITZERLD 464286749 3248 130430 SH DEFINED 02 0 130430 0
ISHARES INC MSCI SWEDEN 464286756 294 9110 SH DEFINED 02 0 9110 0
ISHARES INC MSCI SPAIN 464286764 5230 97568 SH DEFINED 02 0 97568 0
ISHARES INC MSCI S KOREA 464286772 5449 110298 SH DEFINED 02 0 110298 0
ISHARES INC MSCI MEXICO 464286822 2785 54403 SH DEFINED 02 0 54403 0
ISHARES INC MSCI JAPAN 464286848 25996 1829445 SH DEFINED 02 0 1829445 0
ISHARES INC MSCI HONG KONG 464286871 7202 450135 SH DEFINED 02 0 450135 0
ISHARES INC MSCI FRANCE 464286707 2844 83073 SH DEFINED 02 0 83073 0
ISHARES INC MSCI BRAZIL 464286400 272 776 SH CALL DEFINED 02 0 776 0
ISHARES INC MSCI CDA INDEX 464286509 19643 777936 SH DEFINED 02 0 777936 0
ISHARES INC MSCI NETHERLND 464286814 3949 150084 SH DEFINED 02 0 150084 0
ISHARES TR RUSSELL1000VAL 464287598 26277 318087 SH DEFINED 02 0 318087 0
ISHARES TR S&P GBL HLTHCR 464287325 7958 139178 SH DEFINED 02 0 139178 0
ISHARES TR S&P GBL FIN 464287333 3747 41376 SH DEFINED 02 0 41376 0
ISHARES TR S&P GBL ENER 464287341 1687 15138 SH DEFINED 02 0 15138 0
ISHARES TR S&P EURO PLUS 464287861 7082 67466 SH DEFINED 02 0 67466 0
ISHARES TR S&P 500 VALUE 464287408 21119 274667 SH DEFINED 02 0 274667 0
ISHARES TR S&P GBL TELCM 464287275 416 6575 SH DEFINED 02 0 6575 0
ISHARES TR S&P 1500 INDEX 464287150 4982 39628 SH DEFINED 02 0 39628 0
ISHARES TR S&P LTN AM 40 464287390 265 113 SH CALL DEFINED 02 0 113 0
ISHARES TR RUSSELL1000GRW 464287614 5381 97842 SH DEFINED 02 0 97842 0
ISHARES TR RUSSELL MCP GR 464287481 12319 119525 SH DEFINED 02 0 119525 0
ISHARES TR S&P 500 INDEX 464287200 2533 17840 SH DEFINED 02 0 17840 0
ISHARES TR US TIPS BD FD 464287176 1877 19000 SH DEFINED 02 0 19000 0
ISHARES TR S&P GL INDUSTR 464288729 25128 450000 SH DEFINED 02 0 450000 0
ISHARES TR S&P GL UTILITI 464288711 20039 350640 SH DEFINED 02 0 350640 0
ISHARES TR S&P MIDCP VALU 464287705 7439 93882 SH DEFINED 02 0 93882 0
ISHARES TR S&P SMLCAP 600 464287804 7632 115661 SH DEFINED 02 0 115661 0
ISHARES TR S&P SMLCP VALU 464287879 1819 24150 SH DEFINED 02 0 24150 0
ISHARES TR S&P/TOPIX 150 464287382 9503 75917 SH DEFINED 02 0 75917 0
ISHARES TR SMLL CORE INDX 464288505 3307 38300 SH DEFINED 02 0 38300 0
ISHARES TR SMLL GRWTH IDX 464288604 318 4300 SH DEFINED 02 0 4300 0
ISHARES TR SMLL VAL INDX 464288703 2313 28000 SH DEFINED 02 0 28000 0
ISHARES TR RUSSELL 1000 464287622 4012 52247 SH DEFINED 02 0 52247 0
ISHARES TR DJ US REAL EST 464287739 4759 57093 SH DEFINED 02 0 57093 0
ISHARES TR GLMN SCHS SOFT 464287515 2278 50992 SH DEFINED 02 0 50992 0
ISHARES TR RUSL 3000 VALU 464287663 14183 131576 SH DEFINED 02 0 131576 0
ISHARES TR 7-10 YR TRS BD 464287440 2454 29762 SH DEFINED 02 0 29762 0
ISHARES TR COHEN&ST RLTY 464287564 16011 159439 SH DEFINED 02 0 159439 0
ISHARES TR DJ HOME CONSTN 464288752 1062 25000 SH DEFINED 02 0 25000 0
ISHARES TR DJ MED DEVICES 464288810 1277 25000 SH DEFINED 02 0 25000 0
ISHARES TR DJ OIL EQUIP 464288844 9206 203667 SH DEFINED 02 0 203667 0
ISHARES TR DJ SEL DIV INX 464287168 9024 127569 SH DEFINED 02 0 127569 0
ISHARES TR DJ US FINL SEC 464287788 2735 23177 SH DEFINED 02 0 23177 0
ISHARES TR DJ US FINL SVC 464287770 954 7139 SH DEFINED 02 0 7139 0
ISHARES TR DJ US UTILS 464287697 320 3564 SH DEFINED 02 0 3564 0
ISHARES TR DJ US TECH SEC 464287721 2671 49060 SH DEFINED 02 0 49060 0
ISHARES TR GS NAT RES IDX 464287374 9604 94530 SH DEFINED 02 0 94530 0
ISHARES TR MSCI EAFE IDX 464287465 11233 153417 SH DEFINED 02 0 153417 0
ISHARES TR MSCI EMERG MKT 464287234 12751 111688 SH DEFINED 02 0 111688 0
ISHARES TR MSCI GRW IDX 464288885 18718 274331 SH DEFINED 02 0 274331 0
ISHARES TR MSCI VAL IDX 464288877 3920 54300 SH DEFINED 02 0 54300 0
ISHARES TR NYSE 100INX FD 464287135 300 4000 SH DEFINED 02 0 4000 0
ISHARES TR NYSE COMP INDX 464287143 344 4100 SH DEFINED 02 0 4100 0
ISHARES TR RSSL MCRCP IDX 464288869 3423 58509 SH DEFINED 01 0 58509 0
ISHARES TR RUSL 2000 GROW 464287648 33194 422051 SH DEFINED 02 0 422051 0
ISHARES TR RUSL 3000 GROW 464287671 5105 113618 SH DEFINED 02 0 113618 0
ISHARES TR DJ US HEALTHCR 464287762 1322 19908 SH DEFINED 02 0 19908 0
ISLE OF CAPRI CASINOS INC COM 464592104 216 8115 SH DEFINED 0 8115 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 234 3528 SH DEFINED 02 0 3528 0
IVANHOE MINES LTD COM 46579N103 477 48487 SH DEFINED 01 0 48487 0
JABIL CIRCUIT INC COM 466313103 230 9366 SH DEFINED 02 0 9366 0
JACOBS ENGR GROUP INC DEL COM 469814107 333 4090 SH DEFINED 02 0 4090 0
JAMES RIVER COAL CO COM NEW 470355207 285 30744 SH DEFINED 02 0 30744 0
JARDEN CORP COM 471109108 1419 40791 SH DEFINED 02 0 40791 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 231 13866 SH DEFINED 02 0 13866 0
JOHNSON & JOHNSON COM 478160104 2213 33513 SH DEFINED 02 0 33513 0
JONES APPAREL GROUP INC COM 480074103 6653 199017 SH DEFINED 02 0 199017 0
JOY GLOBAL INC COM 481165108 2178 45062 SH DEFINED 02 0 45062 0
JP MORGAN CHASE & CO COM 46625H100 14656 232093 SH DEFINED 02 0 232093 0
KENNAMETAL INC COM 489170100 316 5367 SH DEFINED 02 0 5367 0
KEYSPAN CORP COM 49337W100 396 9622 SH DEFINED 02 0 9622 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1284 26800 SH DEFINED 02 0 26800 0
KINETIC CONCEPTS INC COM NEW 49460W208 964 24366 SH DEFINED 02 0 24366 0
KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 487 46000 SH DEFINED 02 0 46000 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 857 37753 SH DEFINED 02 0 37753 0
KOREA EQUITY FD INC COM 50063B104 229 20000 SH DEFINED 02 0 20000 0
KORN FERRY INTL COM NEW 500643200 399 17378 SH DEFINED 02 0 17378 0
KT CORP SPONSORED ADR 48268K101 897 35372 SH DEFINED 02 0 35372 0
L-1 IDENTITY SOLUTIONS INC COM 50212A106 688 45472 SH DEFINED 02 0 45472 0
LABOR READY INC COM NEW 505401208 408 22272 SH DEFINED 02 0 22272 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 220 2995 SH DEFINED 0 2995 0
LAM RESEARCH CORP COM 512807108 426 8412 SH DEFINED 02 0 8412 0
LANDAMERICA FINL GROUP INC COM 514936103 1384 21927 SH DEFINED 02 0 21927 0
LANDSTAR SYS INC COM 515098101 510 13366 SH DEFINED 02 0 13366 0
LATTICE SEMICONDUCTOR CORP COM 518415104 130 20095 SH DEFINED 02 0 20095 0
LAUDER ESTEE COS INC CL A 518439104 395 9667 SH DEFINED 02 0 9667 0
LAUREATE EDUCATION INC COM 518613104 804 16540 SH DEFINED 02 0 16540 0
LEGG MASON INC COM 524901105 4589 48279 SH DEFINED 02 0 48279 0
LEHMAN BROS HLDGS INC COM 524908100 212 49 SH DEFINED 0 49 0
LEHMAN BROS HLDGS INC COM 524908100 2441 602 SH DEFINED 02 0 602 0
LENNAR CORP CL A 526057104 696 13268 SH DEFINED 02 0 13268 0
LENOX GROUP INC COM 526262100 126 19688 SH DEFINED 02 0 19688 0
LEUCADIA NATL CORP COM 527288104 460 16308 SH DEFINED 02 0 16308 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 254 3500 SH DEFINED 01 0 3500 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1837 5650 SH DEFINED 02 0 5650 0
LEXMARK INTL NEW CL A 529771107 1183 16168 SH DEFINED 02 0 16168 0
LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 968 64224 SH DEFINED 02 0 64224 0
LIBERTY GLOBAL INC COM SER C 530555309 288 10301 SH DEFINED 02 0 10301 0
LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 513 23767 SH DEFINED 02 0 23767 0
LIFECELL CORP COM 531927101 1082 44827 SH DEFINED 02 0 44827 0
LILLY ELI & CO COM 532457108 1668 32011 SH DEFINED 02 0 32011 0
LINCARE HLDGS INC COM 532791100 349 8760 SH DEFINED 02 0 8760 0
LINCOLN ELEC HLDGS INC COM 533900106 338 5588 SH DEFINED 01 0 5588 0
LINSAY CORPORATION COM 535555106 223 6828 SH DEFINED 01 0 6828 0
LIZ CLAIBORNE INC COM 539320101 369 8491 SH DEFINED 02 0 8491 0
LONE STAR TECHNOLOGIES INC COM 542312103 3602 74406 SH DEFINED 02 0 74406 0
LONGVIEW FIBRE CO COM 543213102 238 10844 SH DEFINED 02 0 10844 0
LOUISIANA PAC CORP COM 546347105 522 24268 SH DEFINED 01 0 24268 0
LOWES COS INC COM 548661107 206 6612 SH DEFINED 0 6612 0
LOWES COS INC COM 548661107 2902 93167 SH DEFINED 02 0 93167 0
LSI LOGIC CORP COM 502161102 448 49797 SH DEFINED 02 0 49797 0
LUBRIZOL CORP COM 549271104 312 6216 SH DEFINED 02 0 6216 0
M & T BK CORP COM 55261F104 448 3669 SH DEFINED 02 0 3669 0
MAC-GRAY CORP COM 554153106 170 14223 SH DEFINED 02 0 14223 0
MAGUIRE PPTYS INC COM 559775101 228 5701 SH DEFINED 02 0 5701 0
MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 363 57097 SH DEFINED 02 0 57097 0
MANITOWOC INC COM 563571108 459 7728 SH DEFINED 02 0 7728 0
MANNKIND CORP COM 56400P201 167 10140 SH DEFINED 02 0 10140 0
MARATHON OIL CORP COM 565849106 583 6306 SH DEFINED 02 0 6306 0
MARRIOTT INTL INC NEW CL A 571903202 1109 23232 SH DEFINED 02 0 23232 0
MARSH & MCLENNAN COS INC COM 571748102 1840 60000 SH DEFINED 02 0 60000 0
MARSHALL & ILSLEY CORP COM 571834100 725 15075 SH DEFINED 02 0 15075 0
MARTIN MARIETTA MATLS INC COM 573284106 8986 86481 SH DEFINED 01 0 86481 0
MATRIA HEALTHCARE INC COM NEW 576817209 463 16102 SH DEFINED 02 0 16102 0
MATRITECH INC COM 576818108 9 13503 SH DEFINED 02 0 13503 0
MATRIXX INITIATIVES INC COM 57685L105 972 61019 SH DEFINED 02 0 61019 0
MATTEL INC COM 577081102 640 28232 SH DEFINED 02 0 28232 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1613 52683 SH DEFINED 02 0 52683 0
MBIA INC COM 55262C100 12179 166696 SH DEFINED 02 0 166696 0
MCDATA CORP CL A 580031201 108 19453 SH DEFINED 02 0 19453 0
MCDERMOTT INTL INC COM 580037109 7718 151747 SH DEFINED 02 0 151747 0
MCDONALDS CORP COM 580135101 26029 587173 SH DEFINED 02 0 587173 0
MCG CAPITAL CORP COM 58047P107 361 17745 SH DEFINED 02 0 17745 0
MCGRAW HILL COS INC COM 580645109 1539 22629 SH DEFINED 02 0 22629 0
MCMORAN EXPLORATION CO COM 582411104 945 66480 SH DEFINED 02 0 66480 0
MDU RES GROUP INC COM 552690109 244 9526 SH DEFINED 02 0 9526 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1241 23210 SH DEFINED 02 0 23210 0
MEDIA GEN INC CL A 584404107 747 20104 SH DEFINED 02 0 20104 0
MEDTRONIC INC COM 585055106 2161 40377 SH DEFINED 02 0 40377 0
MENTOR CORP MINN COM 587188103 797 16300 SH DEFINED 02 0 16300 0
MERCANTILE BANKSHARES CORP COM 587405101 485 10362 SH DEFINED 02 0 10362 0
MERCK & CO INC COM 589331107 2677 61393 SH DEFINED 02 0 61393 0
MERRILL LYNCH & CO INC COM 590188108 16260 174646 SH DEFINED 02 0 174646 0
METLIFE INC COM 59156R108 904 15318 SH DEFINED 02 0 15318 0
METTLER TOLEDO INTERNATIONAL COM 592688105 268 3395 SH DEFINED 02 0 3395 0
MICROCHIP TECHNOLOGY INC COM 595017104 986 30152 SH DEFINED 02 0 30152 0
MICRON TECHNOLOGY INC COM 595112103 583 41788 SH DEFINED 02 0 41788 0
MICROSOFT CORP COM 594918104 77694 2601932 SH DEFINED 02 0 2601932 0
MICROVISION INC DEL COM 594960106 90 28300 SH DEFINED 02 0 28300 0
MIDCAP SPDR TR UNIT SER 1 595635103 26430 180289 SH DEFINED 02 0 180289 0
MILACRON INC COM 598709103 34 42320 SH DEFINED 02 0 42320 0
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 499 187 SH DEFINED 02 0 187 0
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 205 297 SH DEFINED 0 297 0
MILLIPORE CORP COM 601073109 1074 16133 SH DEFINED 02 0 16133 0
MILLS CORP COM 601148109 362 18076 SH DEFINED 02 0 18076 0
MINE SAFETY APPLIANCES CO COM 602720104 234 6387 SH DEFINED 02 0 6387 0
MIRANT CORP NEW COM 60467R100 4083 129342 SH DEFINED 02 0 129342 0
MOHAWK INDS INC COM 608190104 582 7775 SH DEFINED 02 0 7775 0
MOLSON COORS BREWING CO CL B 60871R209 245 3205 SH DEFINED 02 0 3205 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 672 42715 SH DEFINED 02 0 42715 0
MONSTER WORLDWIDE INC COM 611742107 680 14588 SH DEFINED 02 0 14588 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 5571 299358 SH DEFINED 02 0 299358 0
MOODYS CORP COM 615369105 1374 19893 SH DEFINED 02 0 19893 0
MORGAN STANLEY COM NEW 617446448 1235 15172 SH DEFINED 02 0 15172 0
MORNINGSTAR INC COM 617700109 962 21352 SH DEFINED 02 0 21352 0
MPS GROUP INC COM 553409103 205 14472 SH DEFINED 02 0 14472 0
MUELLER INDS INC COM 624756102 268 8457 SH DEFINED 02 0 8457 0
MURPHY OIL CORP COM 626717102 455 8949 SH DEFINED 02 0 8949 0
MYRIAD GENETICS INC COM 62855J104 1961 62644 SH DEFINED 02 0 62644 0
NASDAQ 100 TR UNIT SER 1 631100104 790 18300 SH DEFINED 02 0 18300 0
NASDAQ STOCK MARKET INC COM 631103108 1124 36499 SH DEFINED 02 0 36499 0
NATIONAL INSTRS CORP COM 636518102 704 25830 SH DEFINED 02 0 25830 0
NAUTILUS INC COM 63910B102 534 38153 SH DEFINED 02 0 38153 0
NBTY INC COM 628782104 591 14219 SH DEFINED 02 0 14219 0
NCR CORP NEW COM 62886E108 2176 43271 SH DEFINED 02 0 43271 0
NELNET INC CL A 64031N108 665 24295 SH DEFINED 02 0 24295 0
NETFLIX COM INC COM 64110L106 2163 83626 SH DEFINED 02 0 83626 0
NETLOGIC MICROSYSTEMS INC COM 64118B100 411 18935 SH DEFINED 02 0 18935 0
NETWORK APPLIANCE INC COM 64120L104 1331 33897 SH DEFINED 02 0 33897 0
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POWERSHARES ETF TRUST DYNM MC GRWTH 73935X807 2286 119800 SH DEFINED 02 0 119800 0
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SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 397 11343 SH DEFINED 02 0 11343 0
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SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2532 18680 SH DEFINED 02 0 18680 0
SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 313 7700 SH DEFINED 02 0 7700 0
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STMICROELECTRONICS N V NY REGISTRY 861012102 1080 58721 SH DEFINED 02 0 58721 0
STREETTRACKS SER TR SPDR MTLS&MNG 86330E646 8561 173751 SH DEFINED 02 0 173751 0
STREETTRACKS SER TR SPDR RETAIL 86330E588 4408 108548 SH DEFINED 02 0 108548 0
STREETTRACKS SER TR SPDR PHARMACTL 86330E596 25417 738433 SH DEFINED 02 0 738433 0
STREETTRACKS SER TR DJ WL SMCP ETF 86330E810 2075 33888 SH DEFINED 02 0 33888 0
STREETTRACKS SER TR SPDR OILGAS EX 86330E620 12321 323121 SH DEFINED 02 0 323121 0
STREETTRACKS SER TR SPDR OILGAS EQ 86330E638 9905 336567 SH DEFINED 02 0 336567 0
STREETTRACKS SER TR SPDR HOMEBUILD 86330E745 3515 94000 SH DEFINED 02 0 94000 0
STREETTRACKS SER TR KBW REGION BKG 86330E554 6058 120863 SH DEFINED 02 0 120863 0
STREETTRACKS SER TR KBW CAP MK ETF 86330E778 4756 70974 SH DEFINED 02 0 70974 0
STREETTRACKS SER TR DJ WLSH TOT MK 86330E885 2627 25800 SH DEFINED 01 0 25800 0
STREETTRACKS SER TR KBW BK ETF 86330E794 1748 30000 SH DEFINED 02 0 30000 0
STRYKER CORP COM 863667101 3853 69921 SH DEFINED 02 0 69921 0
SUNTECH PWR HLDGS CO LTD ADR 86800C104 528 15528 SH DEFINED 02 0 15528 0
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TECHNIP NEW SPONSORED ADR 878546209 259 3779 SH DEFINED 02 0 3779 0
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UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 719 205992 SH DEFINED 01 0 205992 0
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UNITED THERAPEUTICS CORP DEL COM 91307C102 2966 54557 SH DEFINED 02 0 54557 0
UNITEDHEALTH GROUP INC COM 91324P102 8702 161952 SH DEFINED 01 0 161952 0
UNIVERSAL DISPLAY CORP COM 91347P105 259 17237 SH DEFINED 02 0 17237 0
UNIVERSAL HLTH SVCS INC CL B 913903100 224 4042 SH DEFINED 02 0 4042 0
UNUMPROVIDENT CORP COM 91529Y106 1350 64989 SH DEFINED 02 0 64989 0
US BANCORP DEL COM NEW 902973304 358 9894 SH DEFINED 02 0 9894 0
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UTILITIES HOLDRS TR DEPOSITRY RCPT 918019100 14157 107500 SH DEFINED 01 0 107500 0
UTSTARCOM INC COM 918076100 210 1380 SH DEFINED 0 1380 0
VALERO ENERGY CORP NEW COM 91913Y100 13678 267358 SH DEFINED 01 0 267358 0
VALERO ENERGY CORP NEW COM 91913Y100 285 1655 SH DEFINED 02 0 1655 0
VALERO ENERGY CORP NEW COM 91913Y100 788 1500 SH PUT DEFINED 02 0 1500 0
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VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 9329 120545 SH DEFINED 01 0 120545 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 26354 489859 SH DEFINED 01 0 489859 0
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VANGUARD WORLD FDS FINANCIALS ETF 92204A405 1698 25927 SH DEFINED 02 0 25927 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 836 14669 SH DEFINED 02 0 14669 0
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VIACOM INC NEW CL B 92553P201 1569 38243 SH DEFINED 02 0 38243 0
VIAD CORP COM NEW 92552R406 1104 27195 SH DEFINED 02 0 27195 0
VIRAGEN INC COM NEW 927638403 4 25996 SH DEFINED 02 0 25996 0
VISTACARE INC CL A 92839Y109 104 10265 SH DEFINED 02 0 10265 0
VISTEON CORP COM 92839U107 153 18072 SH DEFINED 02 0 18072 0
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WACHOVIA CORP 2ND NEW COM 929903102 1977 34705 SH DEFINED 02 0 34705 0
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WALGREEN CO COM 931422109 1252 27287 SH DEFINED 02 0 27287 0
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WESTAR ENERGY INC COM 95709T100 227 8763 SH DEFINED 02 0 8763 0
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