-----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, WF+yZQsQ32Ei7ZVJPQejwWzvmEDRWbPeOW4L/8kftk9JxMvOZ1Ifcx/I+o78GCOz OsPVIDnNthM1MISTwBQcqw== 0001193125-08-114761.txt : 20080514 0001193125-08-114761.hdr.sgml : 20080514 20080514170035 ACCESSION NUMBER: 0001193125-08-114761 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080514 DATE AS OF CHANGE: 20080514 EFFECTIVENESS DATE: 20080514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RBC Capital Markets Arbitrage S.A. CENTRAL INDEX KEY: 0001316278 IRS NUMBER: 000000000 STATE OF INCORPORATION: N4 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11273 FILM NUMBER: 08832560 BUSINESS ADDRESS: STREET 1: ONE LIBERTY PLAZA STREET 2: 165 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10006-1404 BUSINESS PHONE: 212-428-6200 MAIL ADDRESS: STREET 1: ONE LIBERTY PLAZA STREET 2: 165 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10006-1404 13F-HR 1 d13fhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2008 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: RBC Capital Markets Arbitrage Address: One Liberty Plaza 165 Broadway New York, NY 10006 Form 13F File Number: 28-11273 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: John Penn Title: Regulatory Counsel Phone: 212-858-7116 Signature, Place, and Date of Signing: /s/ John Penn New York, NY May 14, 2008 - ---------------------------- ----------------------------- ------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE 1 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1644 Form 13F Information Table Value Total: $14,904,048 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-11396 Royal Bank of Canada 1 CMC_LONG_ACCT.20080331 5/1/2008
SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- 3COM CORP Common '885535104 163 71824 SH DEFINED SOLE 3M CO Common '88579Y101 107631 1359831 SH DEFINED SOLE A C MOORE ARTS & CRAFTS INC Common '00086T103 208 30574 SH DEFINED SOLE A D C TELECOMMUNICATIONS Common '000886309 1249 103491 SH DEFINED SOLE AAR CORP Common '000361105 120 4400 SH DEFINED SOLE AARON RENTS INC Common '002535201 69 3200 SH DEFINED SOLE ABAXIS INC Common '002567105 14 600 SH DEFINED SOLE ABBOTT LABS Common '002824100 38258 693715 SH DEFINED SOLE ABERCROMBIE & FITCH CO Common '002896207 8261 112946 SH DEFINED SOLE ABIOMED INC Common '003654100 80 6086 SH DEFINED SOLE ABRAXIS BIOSCIENCE INC NEW Common '00383Y102 4 60 SH DEFINED SOLE ACADIA RLTY TR Common '004239109 964 39900 SH DEFINED SOLE ACCENTURE LTD BERMUDA Common 'G1150G111 1884 53556 SH DEFINED SOLE ACCO BRANDS CORP Common '00081T108 233 17192 SH DEFINED SOLE ACCURAY INC Common '004397105 282 36282 SH DEFINED SOLE ACE LTD Common 'G0070K103 25659 466018 SH DEFINED SOLE ACTUATE CORP Common '00508B102 382 93174 SH DEFINED SOLE ACUITY BRANDS INC Common '00508Y102 1763 41051 SH DEFINED SOLE ADMINISTAFF INC Common '007094105 522 22100 SH DEFINED SOLE ADOLOR CORP Common '00724X102 19 4147 SH DEFINED SOLE ADTRAN INC Common '00738A106 98 5281 SH DEFINED SOLE ADVANCE AMER CASH ADVANCE CT Common '00739W107 258 34200 SH DEFINED SOLE ADVANCE AUTO PARTS INC Common '00751Y106 746 21905 SH DEFINED SOLE ADVANCED MEDICAL OPTICS INC Common '00763M108 200 9876 SH DEFINED SOLE ADVANCED MICRO DEVICES INC Common '007903107 4182 710002 SH DEFINED SOLE ADVANTA CORP Common '007942204 2 342 SH DEFINED SOLE ADVENT SOFTWARE INC Common '007974108 403 9469 SH DEFINED SOLE AERCAP HOLDINGS NV Common 'N00985106 84 4800 SH DEFINED SOLE AEROPOSTALE Common '007865108 2403 88640 SH DEFINED SOLE AES CORP Common '00130H105 15424 925267 SH DEFINED SOLE AETNA INC NEW Common '00817Y108 29814 708331 SH DEFINED SOLE AFFILIATED COMPUTER SERVICES Common '008190100 8271 165064 SH DEFINED SOLE AFFILIATED MANAGERS GROUP Common '008252108 242 2663 SH DEFINED SOLE AFFYMETRIX INC Common '00826T108 164 9392 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- AFLAC INC Common '001055102 40286 620268 SH DEFINED SOLE AFTERMARKET TECHNOLOGY CORP Common '008318107 37 1925 SH DEFINED SOLE AGCO CORP Common '001084102 1479 24706 SH DEFINED SOLE AGILENT TECHNOLOGIES INC Common '00846U101 15262 511632 SH DEFINED SOLE AGILYSYS INC Common '00847J105 271 23404 SH DEFINED SOLE AGL RES INC Common '001204106 1526 44472 SH DEFINED SOLE AGRIUM INC Common '008916108 205 3307 SH DEFINED SOLE AIR PRODS & CHEMS INC Common '009158106 25207 273993 SH DEFINED SOLE AIRCASTLE LTD Common 'G0129K104 45 3974 SH DEFINED SOLE AIRGAS INC Common '009363102 1458 32072 SH DEFINED SOLE AK STL HLDG CORP Common '001547108 280 5153 SH DEFINED SOLE AKAMAI TECHNOLOGIES INC Common '00971T101 264 9396 SH DEFINED SOLE AKORN INC Common '009728106 40 8455 SH DEFINED SOLE ALASKA AIR GROUP INC Common '011659109 55 2810 SH DEFINED SOLE ALBEMARLE CORP Common '012653101 996 27286 SH DEFINED SOLE ALBERTO CULVER CO NEW Common '013078100 1497 54600 SH DEFINED SOLE ALCOA INC Common '013817101 53204 1475437 SH DEFINED SOLE ALEXANDER & BALDWIN INC Common '014482103 1057 24561 SH DEFINED SOLE ALIGN TECHNOLOGY INC Common '016255101 10 920 SH DEFINED SOLE ALKERMES INC Common '01642T108 20 1723 SH DEFINED SOLE ALLEGHANY CORP DEL Common '017175100 767 2247 SH DEFINED SOLE ALLEGHENY ENERGY INC Common '017361106 11305 223860 SH DEFINED SOLE ALLEGHENY TECHNOLOGIES INC Common '01741R102 10593 148442 SH DEFINED SOLE ALLEGIANT TRAVEL CO Common '01748X102 4 168 SH DEFINED SOLE ALLERGAN INC Common '018490102 22671 402036 SH DEFINED SOLE ALLIANCE DATA SYSTEMS CORP Common '018581108 559 11762 SH DEFINED SOLE ALLIANCE IMAGING INC Common '018606202 73 8500 SH DEFINED SOLE ALLIANCE RES PARTNER L P Common '01877R108 760 21769 SH DEFINED SOLE ALLIANT ENERGY CORP Common '018802108 2387 68177 SH DEFINED SOLE ALLIANT TECHSYSTEMS INC Common '018804104 1101 10630 SH DEFINED SOLE ALLIED CAP CORP NEW Common '01903Q108 1717 93140 SH DEFINED SOLE ALLIED WASTE INDS INC Common '019589308 3273 302771 SH DEFINED SOLE ALLIED WRLD ASSUR COM HLDG L Common 'G0219G203 443 11161 SH DEFINED SOLE ALLIS CHALMERS ENERGY INC Common '019645506 189 13700 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- ALLSTATE CORP Common '020002101 13789 286910 SH DEFINED SOLE ALPHARMA INC Common '020813101 102 3900 SH DEFINED SOLE ALTAIR NANOTECHNOLOGIES INC Common '021373105 8 2838 SH DEFINED SOLE ALTRIA GROUP INC Common '02209S103 68332 3078035 SH DEFINED SOLE ALUMINA LTD Common '022205108 69 3400 SH DEFINED SOLE AMAZON COM INC Common '023135106 732 10261 SH DEFINED SOLE AMBAC FINL GROUP INC Common '023139108 2033 353637 SH DEFINED SOLE AMBASSADORS GROUP INC Common '023177108 8 400 SH DEFINED SOLE AMDOCS LTD Common 'G02602103 1215 42825 SH DEFINED SOLE AMEDISYS INC Common '023436108 2149 54693 SH DEFINED SOLE AMEREN CORP Common '023608102 9545 216724 SH DEFINED SOLE AMERICAN AXLE & MFG HLDGS IN Common '024061103 48 2329 SH DEFINED SOLE AMERICAN CAPITAL STRATEGIES Common '024937104 8039 235326 SH DEFINED SOLE AMERICAN COMMERCIAL LINES Common '025195207 30 1904 SH DEFINED SOLE AMERICAN EAGLE OUTFITTERS NE Common '02553E106 752 42949 SH DEFINED SOLE AMERICAN ELEC PWR INC Common '025537101 23740 570273 SH DEFINED SOLE AMERICAN EXPRESS CO Common '025816109 85416 1953716 SH DEFINED SOLE AMERICAN FINL GROUP INC OHIO Common '025932104 622 24334 SH DEFINED SOLE AMERICAN GREETINGS CORP Common '026375105 230 12406 SH DEFINED SOLE AMERICAN INTL GROUP INC Common '026874107 167061 3862692 SH DEFINED SOLE AMERICAN NATL INS CO Common '028591105 16 148 SH DEFINED SOLE AMERICAN ORIENTAL BIOENGR IN Common '028731107 6 700 SH DEFINED SOLE AMERICAN RAILCAR INDS INC Common '02916P103 50 2484 SH DEFINED SOLE AMERICAN REPROGRAPHICS CO Common '029263100 55 3700 SH DEFINED SOLE AMERICAN TOWER CORP Common '029912201 19787 504632 SH DEFINED SOLE AMERICREDIT CORP Common '03060R101 155 15386 SH DEFINED SOLE AMERIGAS PARTNERS L P Common '030975106 847 28100 SH DEFINED SOLE AMERIGON INC Common '03070L300 19 1302 SH DEFINED SOLE AMERIPRISE FINL INC Common '03076C106 15618 301209 SH DEFINED SOLE AMERISAFE INC Common '03071H100 209 16546 SH DEFINED SOLE AMERISOURCEBERGEN CORP Common '03073E105 7258 177102 SH DEFINED SOLE AMERISTAR CASINOS INC Common '03070Q101 6 340 SH DEFINED SOLE AMETEK INC NEW Common '031100100 428 9758 SH DEFINED SOLE AMGEN INC Common '031162100 33504 803249 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- AMKOR TECHNOLOGY INC Common '031652100 210 19663 SH DEFINED SOLE AMN HEALTHCARE SERVICES INC Common '001744101 802 52000 SH DEFINED SOLE AMPHENOL CORP NEW Common '032095101 1456 39084 SH DEFINED SOLE AMTRUST FINANCIAL SERVICES I Common '032359309 61 3775 SH DEFINED SOLE ANADARKO PETE CORP Common '032511107 44199 701231 SH DEFINED SOLE ANADIGICS INC Common '032515108 141 21487 SH DEFINED SOLE ANALOG DEVICES INC Common '032654105 9676 327791 SH DEFINED SOLE ANALOGIC CORP Common '032657207 58 866 SH DEFINED SOLE ANGIOTECH PHARMACEUTICALS IN Common '034918102 104 50282 SH DEFINED SOLE ANGLO AMERN PLC Common '03485P201 156 5254 SH DEFINED SOLE ANGLOGOLD ASHANTI LTD Common '035128206 101 2972 SH DEFINED SOLE ANHEUSER BUSCH COS INC Common '035229103 47331 997494 SH DEFINED SOLE ANNALY CAP MGMT INC Common '035710409 800 52225 SH DEFINED SOLE ANSYS INC Common '03662Q105 1069 30992 SH DEFINED SOLE ANWORTH MORTGAGE ASSET CP Common '037347101 23 3800 SH DEFINED SOLE AON CORP Common '037389103 16420 408470 SH DEFINED SOLE APACHE CORP Common '037411105 51361 425102 SH DEFINED SOLE APARTMENT INVT & MGMT CO Common '03748R101 5523 154232 SH DEFINED SOLE APEX SILVER MINES LTD Common 'G04074103 25 2100 SH DEFINED SOLE APOGEE ENTERPRISES INC Common '037598109 384 24932 SH DEFINED SOLE APPLERA CORP Common '038020103 9440 287267 SH DEFINED SOLE APPLERA CORP Common '038020202 56 3843 SH DEFINED SOLE APPLIED MATLS INC Common '038222105 19467 999868 SH DEFINED SOLE APPLIED MICRO CIRCUITS CORP Common '03822W406 52 7241 SH DEFINED SOLE APRIA HEALTHCARE GROUP INC Common '037933108 342 17315 SH DEFINED SOLE AQUA AMERICA INC Common '03836W103 301 16002 SH DEFINED SOLE AQUILA INC Common '03840P102 215 66834 SH DEFINED SOLE ARACRUZ CELULOSE S A Common '038496204 225 3300 SH DEFINED SOLE ARBOR RLTY TR INC Common '038923108 21 1400 SH DEFINED SOLE ARCH COAL INC Common '039380100 2141 49226 SH DEFINED SOLE ARCHER DANIELS MIDLAND CO Common '039483102 37627 914164 SH DEFINED SOLE ARKANSAS BEST CORP DEL Common '040790107 1452 45586 SH DEFINED SOLE ARLINGTON TANKERS LTD Common 'G04899103 15 700 SH DEFINED SOLE ARM HLDGS PLC Common '042068106 128 24303 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- ARROW ELECTRS INC Common '042735100 512 15201 SH DEFINED SOLE ARTHROCARE CORP Common '043136100 20 596 SH DEFINED SOLE ARVINMERITOR INC Common '043353101 486 38887 SH DEFINED SOLE ASBURY AUTOMOTIVE GROUP INC Common '043436104 402 29200 SH DEFINED SOLE ASHFORD HOSPITALITY TR INC Common '044103109 1124 197900 SH DEFINED SOLE ASHLAND INC NEW Common '044209104 2375 50209 SH DEFINED SOLE ASM INTL N V Common 'N07045102 84 4540 SH DEFINED SOLE ASPEN INSURANCE HOLDINGS LTD Common 'G05384105 1643 62300 SH DEFINED SOLE ASSISTED LIVING CONCPT NEV N Common '04544X102 23 3900 SH DEFINED SOLE ASSURANT INC Common '04621X108 10448 171680 SH DEFINED SOLE ASTA FDG INC Common '046220109 262 18768 SH DEFINED SOLE ASTORIA FINL CORP Common '046265104 1471 54178 SH DEFINED SOLE AT&T INC Common '00206R102 88699 2315912 SH DEFINED SOLE ATHEROS COMMUNICATIONS INC Common '04743P108 679 32558 SH DEFINED SOLE ATLANTIC TELE NETWORK INC Common '049079205 29 868 SH DEFINED SOLE ATLAS ENERGY RESOURCES LLC Common '049303100 363 11700 SH DEFINED SOLE ATLAS PIPELINE PARTNERS LP Common '049392103 1026 25600 SH DEFINED SOLE ATMEL CORP Common '049513104 231 66702 SH DEFINED SOLE ATMI INC Common '00207R101 50 1792 SH DEFINED SOLE ATMOS ENERGY CORP Common '049560105 896 35141 SH DEFINED SOLE ATP OIL & GAS CORP Common '00208J108 549 16824 SH DEFINED SOLE AU OPTRONICS CORP Common '002255107 277 16125 SH DEFINED SOLE AUTOLIV INC Common '052800109 252 5017 SH DEFINED SOLE AUTOMATIC DATA PROCESSING IN Common '053015103 9467 223331 SH DEFINED SOLE AUTONATION INC Common '05329W102 1188 79366 SH DEFINED SOLE AUTOZONE INC Common '053332102 9361 82239 SH DEFINED SOLE AVALONBAY CMNTYS INC Common '053484101 9068 93947 SH DEFINED SOLE AVATAR HLDGS INC Common '053494100 3 62 SH DEFINED SOLE AVENTINE RENEWABLE ENERGY Common '05356X403 24 4700 SH DEFINED SOLE AVERY DENNISON CORP Common '053611109 5797 117712 SH DEFINED SOLE AVIS BUDGET GROUP Common '053774105 181 17035 SH DEFINED SOLE AVNET INC Common '053807103 3617 110516 SH DEFINED SOLE AVOCENT CORP Common '053893103 121 7178 SH DEFINED SOLE AVON PRODS INC Common '054303102 25413 642710 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- AXCELIS TECHNOLOGIES INC Common '054540109 0 62 SH DEFINED SOLE AXIS CAPITAL HOLDINGS Common 'G0692U109 2093 61591 SH DEFINED SOLE AZZ INC Common '002474104 7 200 SH DEFINED SOLE BAKER HUGHES INC Common '057224107 29155 425621 SH DEFINED SOLE BAKER MICHAEL CORP Common '057149106 200 8900 SH DEFINED SOLE BALDOR ELEC CO Common '057741100 253 9026 SH DEFINED SOLE BALL CORP Common '058498106 5118 111417 SH DEFINED SOLE BALLARD PWR SYS INC Common '05858H104 100 24276 SH DEFINED SOLE BALLY TECHNOLOGIES INC Common '05874B107 31 900 SH DEFINED SOLE BANCO BRADESCO S A Common '059460303 266 9569 SH DEFINED SOLE BANCO ITAU HLDG FINANCIERA S Common '059602201 413 18134 SH DEFINED SOLE BANCORPSOUTH INC Common '059692103 201 8678 SH DEFINED SOLE BANK HAWAII CORP Common '062540109 2113 42632 SH DEFINED SOLE BANK MUTUAL CORP NEW Common '063750103 995 92611 SH DEFINED SOLE BANK NOVA SCOTIA HALIFAX Common '064149107 850 18800 SH DEFINED SOLE BANK OF AMERICA CORPORATION Common '060505104 252317 6655687 SH DEFINED SOLE BANK OF NEW YORK MELLON CORP Common '064058100 70817 1697034 SH DEFINED SOLE BANK OF THE OZARKS INC Common '063904106 45 1869 SH DEFINED SOLE BANKATLANTIC BANCORP Common '065908501 119 30500 SH DEFINED SOLE BARCLAYS PLC Common '06738E204 576 15900 SH DEFINED SOLE BARD C R INC Common '067383109 15065 156273 SH DEFINED SOLE BARE ESCENTUALS INC Common '067511105 913 39035 SH DEFINED SOLE BARNES & NOBLE INC Common '067774109 487 15881 SH DEFINED SOLE BARR PHARMACEUTICALS INC Common '068306109 6729 139289 SH DEFINED SOLE BARRICK GOLD CORP Common '067901108 721 16587 SH DEFINED SOLE BAXTER INTL INC Common '071813109 54617 944605 SH DEFINED SOLE BB&T CORP Common '054937107 15158 472802 SH DEFINED SOLE BCE INC Common '05534B760 1522 45120 SH DEFINED SOLE BE AEROSPACE INC Common '073302101 624 17861 SH DEFINED SOLE BEAR STEARNS COS INC Common '073902108 1288 122821 SH DEFINED SOLE BEBE STORES INC Common '075571109 67 6209 SH DEFINED SOLE BECKMAN COULTER INC Common '075811109 1160 17963 SH DEFINED SOLE BECTON DICKINSON & CO Common '075887109 31792 370324 SH DEFINED SOLE BELDEN INC Common '077454106 393 11129 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- BRANDYWINE RLTY TR Common '105368203 547 32224 SH DEFINED SOLE BRE PROPERTIES INC Common '05564E106 119 2611 SH DEFINED SOLE BRIGHTPOINT INC Common '109473405 33 3913 SH DEFINED SOLE BRINKS CO Common '109696104 676 10063 SH DEFINED SOLE BRISTOL MYERS SQUIBB CO Common '110122108 59848 2809761 SH DEFINED SOLE BRISTOW GROUP INC Common '110394103 150 2800 SH DEFINED SOLE BROADRIDGE FINL SOLUTIONS IN Common '11133T103 418 23726 SH DEFINED SOLE BROCADE COMMUNICATIONS SYS I Common '111621306 235 32222 SH DEFINED SOLE BROOKFIELD ASSET MGMT INC Common '112585104 716 26684 SH DEFINED SOLE BROOKS AUTOMATION INC Common '114340102 211 21732 SH DEFINED SOLE BROWN & BROWN INC Common '115236101 437 25120 SH DEFINED SOLE BROWN FORMAN CORP Common '115637209 6989 105542 SH DEFINED SOLE BRUNSWICK CORP Common '117043109 1979 123935 SH DEFINED SOLE BT GROUP PLC Common '05577E101 315 7300 SH DEFINED SOLE BUCKEYE GP HOLDINGS LP Common '118167105 288 12500 SH DEFINED SOLE BUCKEYE TECHNOLOGIES INC Common '118255108 32 2900 SH DEFINED SOLE BUCKLE INC Common '118440106 107 2400 SH DEFINED SOLE BUCYRUS INTL INC NEW Common '118759109 438 4315 SH DEFINED SOLE BUILD A BEAR WORKSHOP Common '120076104 825 90800 SH DEFINED SOLE BUILDERS FIRSTSOURCE INC Common '12008R107 2 260 SH DEFINED SOLE BUILDING MATLS HLDG CORP Common '120113105 3 600 SH DEFINED SOLE BUNGE LIMITED Common 'G16962105 751 8642 SH DEFINED SOLE BURGER KING HLDGS INC Common '121208201 17 601 SH DEFINED SOLE BURLINGTON NORTHN SANTA FE C Common '12189T104 42479 460623 SH DEFINED SOLE CA INC Common '12673P105 12227 543421 SH DEFINED SOLE CABELAS INC Common '126804301 10 698 SH DEFINED SOLE CABLEVISION SYS CORP Common '12686C109 55 2585 SH DEFINED SOLE CABOT MICROELECTRONICS CORP Common '12709P103 652 20269 SH DEFINED SOLE CADBURY SCHWEPPES PLC Common '127209302 804 18171 SH DEFINED SOLE CAL DIVE INTL INC DEL Common '12802T101 247 23800 SH DEFINED SOLE CALAMOS ASSET MGMT INC Common '12811R104 351 21625 SH DEFINED SOLE CALGON CARBON CORP Common '129603106 322 21400 SH DEFINED SOLE CALIFORNIA PIZZA KITCHEN INC Common '13054D109 943 72177 SH DEFINED SOLE CALIFORNIA WTR SVC GROUP Common '130788102 870 22800 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- CALLAWAY GOLF CO Common '131193104 605 41218 SH DEFINED SOLE CALPINE CORP Common '131347304 6 300 SH DEFINED SOLE CAMBREX CORP Common '132011107 254 36700 SH DEFINED SOLE CAMDEN PPTY TR Common '133131102 832 16583 SH DEFINED SOLE CAMECO CORP Common '13321L108 3 100 SH DEFINED SOLE CAMERON INTERNATIONAL CORP Common '13342B105 12894 309644 SH DEFINED SOLE CAMPBELL SOUP CO Common '134429109 9868 290654 SH DEFINED SOLE CANADIAN NAT RES LTD Common '136385101 751 11000 SH DEFINED SOLE CANADIAN NATL RY CO Common '136375102 1645 34042 SH DEFINED SOLE CANADIAN PAC RY LTD Common '13645T100 1703 26483 SH DEFINED SOLE CAPITAL ONE FINL CORP Common '14040H105 23943 486439 SH DEFINED SOLE CAPITAL SR LIVING CORP Common '140475104 11 1400 SH DEFINED SOLE CAPITAL TRUST INC MD Common '14052H506 13 500 SH DEFINED SOLE CAPITALSOURCE INC Common '14055X102 193 19933 SH DEFINED SOLE CAPLEASE INC Common '140288101 149 19200 SH DEFINED SOLE CARDINAL HEALTH INC Common '14149Y108 24444 465507 SH DEFINED SOLE CAREER EDUCATION CORP Common '141665109 403 31662 SH DEFINED SOLE CARLISLE COS INC Common '142339100 1502 44920 SH DEFINED SOLE CARMAX INC Common '143130102 683 35192 SH DEFINED SOLE CARNIVAL CORP Common '143658300 25136 620940 SH DEFINED SOLE CARPENTER TECHNOLOGY CORP Common '144285103 2082 37205 SH DEFINED SOLE CARRIZO OIL & CO INC Common '144577103 132 2231 SH DEFINED SOLE CASCADE BANCORP Common '147154108 305 31932 SH DEFINED SOLE CASCADE CORP Common '147195101 25 500 SH DEFINED SOLE CASEYS GEN STORES INC Common '147528103 683 30224 SH DEFINED SOLE CATERPILLAR INC DEL Common '149123101 94953 1212831 SH DEFINED SOLE CATHAY GENERAL BANCORP Common '149150104 1823 88063 SH DEFINED SOLE CATO CORP NEW Common '149205106 204 13636 SH DEFINED SOLE CB RICHARD ELLIS GROUP INC Common '12497T101 4531 209402 SH DEFINED SOLE CBIZ INC Common '124805102 1098 135200 SH DEFINED SOLE CBL & ASSOC PPTYS INC Common '124830100 412 17520 SH DEFINED SOLE CBRL GROUP INC Common '12489V106 1969 55124 SH DEFINED SOLE CBS CORP NEW Common '124857202 21551 976035 SH DEFINED SOLE CBS CORP NEW Common '124857103 351 15900 SH DEFINED SOLE
9 OF 49 CMC_LONG_ACCT.20080331 5/1/2008
SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- CDC CORP Common 'G2022L106 0 31 SH DEFINED SOLE CEDAR SHOPPING CTRS INC Common '150602209 1323 113300 SH DEFINED SOLE CELANESE CORP DEL Common '150870103 160 4106 SH DEFINED SOLE CEMEX SAB DE CV Common '151290889 10 400 SH DEFINED SOLE CENTERPOINT ENERGY INC Common '15189T107 6634 464924 SH DEFINED SOLE CENTEX CORP Common '152312104 4477 184921 SH DEFINED SOLE CENTRAL EUROPEAN DIST CORP Common '153435102 253 4351 SH DEFINED SOLE CENTRAL EUROPEAN MEDIA ENTRP Common 'G20045202 340 4001 SH DEFINED SOLE CENTRAL GARDEN & PET CO Common '153527106 4 881 SH DEFINED SOLE CENTRAL PAC FINL CORP Common '154760102 573 30400 SH DEFINED SOLE CENTURY ALUM CO Common '156431108 133 2006 SH DEFINED SOLE CENTURYTEL INC Common '156700106 7061 212431 SH DEFINED SOLE CENVEO INC Common '15670S105 44 4200 SH DEFINED SOLE CERNER CORP Common '156782104 2845 76369 SH DEFINED SOLE CF INDS HLDGS INC Common '125269100 3681 35528 SH DEFINED SOLE CHARLES RIV LABS INTL INC Common '159864107 745 12635 SH DEFINED SOLE CHARMING SHOPPES INC Common '161133103 94 19480 SH DEFINED SOLE CHART INDS INC Common '16115Q308 655 19389 SH DEFINED SOLE CHATTEM INC Common '162456107 1075 16215 SH DEFINED SOLE CHECKPOINT SYS INC Common '162825103 1216 45278 SH DEFINED SOLE CHEMTURA CORP Common '163893100 298 40588 SH DEFINED SOLE CHENIERE ENERGY INC Common '16411R208 497 25102 SH DEFINED SOLE CHESAPEAKE ENERGY CORP Common '165167107 30438 659537 SH DEFINED SOLE CHEVRON CORP NEW Common '166764100 274393 3214539 SH DEFINED SOLE CHICAGO BRIDGE & IRON CO N V Common '167250109 893 22764 SH DEFINED SOLE CHICOS FAS INC Common '168615102 173 24376 SH DEFINED SOLE CHINA BAK BATTERY INC Common '16936Y100 2 600 SH DEFINED SOLE CHINA LIFE INS CO LTD Common '16939P106 18 350 SH DEFINED SOLE CHINA PETE & CHEM CORP Common '16941R108 69 800 SH DEFINED SOLE CHINA PRECISION STEEL INC Common '16941J106 14 3787 SH DEFINED SOLE CHINA TELECOM CORP LTD Common '169426103 69 1100 SH DEFINED SOLE CHINA UNICOM LTD Common '16945R104 55 2600 SH DEFINED SOLE CHIPOTLE MEXICAN GRILL INC Common '169656105 642 5657 SH DEFINED SOLE CHOICEPOINT INC Common '170388102 551 11583 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- CHUBB CORP Common '171232101 10946 221216 SH DEFINED SOLE CHURCH & DWIGHT INC Common '171340102 713 13138 SH DEFINED SOLE CIENA CORP Common '171779309 3092 100363 SH DEFINED SOLE CIGNA CORP Common '125509109 19174 472621 SH DEFINED SOLE CIMAREX ENERGY CO Common '171798101 2426 44316 SH DEFINED SOLE CINCINNATI FINL CORP Common '172062101 6823 179282 SH DEFINED SOLE CINEMARK HOLDINGS INC Common '17243V102 61 4800 SH DEFINED SOLE CIRCOR INTL INC Common '17273K109 809 17500 SH DEFINED SOLE CIRCUIT CITY STORE INC Common '172737108 87 21835 SH DEFINED SOLE CISCO SYS INC Common '17275R102 129689 5381302 SH DEFINED SOLE CIT GROUP INC Common '125581108 2925 246826 SH DEFINED SOLE CITADEL BROADCASTING CORP Common '17285T106 15 9000 SH DEFINED SOLE CITI TRENDS INC Common '17306X102 4 202 SH DEFINED SOLE CITIGROUP INC Common '172967101 42753 1995953 SH DEFINED SOLE CITIZENS COMMUNICATIONS CO Common '17453B101 4901 467226 SH DEFINED SOLE CITY NATL CORP Common '178566105 1674 33850 SH DEFINED SOLE CLEAR CHANNEL COMMUNICATIONS Common '184502102 19927 681964 SH DEFINED SOLE CLEAR CHANNEL OUTDOOR HLDGS Common '18451C109 72 3777 SH DEFINED SOLE CLEARWIRE CORP Common '185385309 13 897 SH DEFINED SOLE CLEVELAND CLIFFS INC Common '185896107 195 1629 SH DEFINED SOLE CLOROX CO DEL Common '189054109 10476 184951 SH DEFINED SOLE CME GROUP INC Common '12572Q105 34059 72604 SH DEFINED SOLE CMS ENERGY CORP Common '125896100 5152 380510 SH DEFINED SOLE CNA FINL CORP Common '126117100 990 38384 SH DEFINED SOLE CNET NETWORKS INC Common '12613R104 14 2042 SH DEFINED SOLE CNH GLOBAL N V Common 'N20935206 1 28 SH DEFINED SOLE CNOOC LTD Common '126132109 543 3700 SH DEFINED SOLE CNX GAS CORP Common '12618H309 96 2965 SH DEFINED SOLE COACH INC Common '189754104 13798 457649 SH DEFINED SOLE COCA COLA CO Common '191216100 55420 910467 SH DEFINED SOLE COCA COLA ENTERPRISES INC Common '191219104 9696 400663 SH DEFINED SOLE COHERENT INC Common '192479103 137 4902 SH DEFINED SOLE COINSTAR INC Common '19259P300 85 3005 SH DEFINED SOLE COLGATE PALMOLIVE CO Common '194162103 56104 720112 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- COLLECTIVE BRANDS INC Common '19421W100 161 13293 SH DEFINED SOLE COLONIAL BANCGROUP INC Common '195493309 1893 196608 SH DEFINED SOLE COLONIAL PPTYS TR Common '195872106 831 34540 SH DEFINED SOLE COLUMBIA BKG SYS INC Common '197236102 715 31998 SH DEFINED SOLE COMCAST CORP NEW Common '20030N101 39885 2062328 SH DEFINED SOLE COMERICA INC Common '200340107 9019 257088 SH DEFINED SOLE COMMERCE BANCSHARES INC Common '200525103 1254 29924 SH DEFINED SOLE COMMERCE GROUP INC MASS Common '200641108 204 5656 SH DEFINED SOLE COMMERCIAL METALS CO Common '201723103 1239 41325 SH DEFINED SOLE COMMSCOPE INC Common '203372107 1455 41764 SH DEFINED SOLE COMMVAULT SYSTEMS INC Common '204166102 192 15452 SH DEFINED SOLE COMPANHIA DE BEBIDAS DAS AME Common '20441W203 60 800 SH DEFINED SOLE COMPANHIA DE BEBIDAS DAS AME Common '20441W104 98 1500 SH DEFINED SOLE COMPANHIA DE SANEAMENTO BASI Common '20441A102 146 3300 SH DEFINED SOLE COMPANHIA ENERGETICA DE MINA Common '204409601 447 24800 SH DEFINED SOLE COMPANHIA SIDERURGICA NACION Common '20440W105 261 7241 SH DEFINED SOLE COMPANHIA VALE DO RIO DOCE Common '204412100 76 2600 SH DEFINED SOLE COMPTON PETE CORP Common '204940100 187 16900 SH DEFINED SOLE COMPUCREDIT CORP Common '20478N100 0 4 SH DEFINED SOLE COMPUTER SCIENCES CORP Common '205363104 8809 215959 SH DEFINED SOLE COMPUWARE CORP Common '205638109 2730 371434 SH DEFINED SOLE COMTECH TELECOMMUNICATIONS C Common '205826209 766 19648 SH DEFINED SOLE CONAGRA FOODS INC Common '205887102 20039 836701 SH DEFINED SOLE CONMED CORP Common '207410101 115 4503 SH DEFINED SOLE CONOCOPHILLIPS Common '20825C104 167695 2200428 SH DEFINED SOLE CONSOL ENERGY INC Common '20854P109 15586 225262 SH DEFINED SOLE CONSOLIDATED EDISON INC Common '209115104 14452 364037 SH DEFINED SOLE CONSTELLATION BRANDS INC Common '21036P108 4967 281122 SH DEFINED SOLE CONSTELLATION ENERGY GROUP I Common '210371100 21573 244395 SH DEFINED SOLE CONTANGO OIL & GAS COMPANY Common '21075N204 549 8500 SH DEFINED SOLE CONVERGYS CORP Common '212485106 2025 134460 SH DEFINED SOLE CON-WAY INC Common '205944101 1541 31143 SH DEFINED SOLE COOPER INDS LTD Common 'G24182100 9186 228784 SH DEFINED SOLE COOPER TIRE & RUBR CO Common '216831107 56 3714 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- COPANO ENERGY L L C Common '217202100 214 6270 SH DEFINED SOLE CORE LABORATORIES N V Common 'N22717107 72 600 SH DEFINED SOLE CORINTHIAN COLLEGES INC Common '218868107 121 16673 SH DEFINED SOLE CORN PRODS INTL INC Common '219023108 2624 70660 SH DEFINED SOLE CORNING INC Common '219350105 51649 2148452 SH DEFINED SOLE CORPORATE EXECUTIVE BRD CO Common '21988R102 92 2266 SH DEFINED SOLE CORRECTIONS CORP AMER NEW Common '22025Y407 791 28744 SH DEFINED SOLE COSTCO WHSL CORP NEW Common '22160K105 14641 225632 SH DEFINED SOLE COUNTRYWIDE FINANCIAL CORP Common '222372104 3923 713189 SH DEFINED SOLE COUSINS PPTYS INC Common '222795106 453 18316 SH DEFINED SOLE COVANTA HLDG CORP Common '22282E102 97 3536 SH DEFINED SOLE COVENTRY HEALTH CARE INC Common '222862104 7861 194815 SH DEFINED SOLE COVIDIEN LTD Common 'G2552X108 30479 688802 SH DEFINED SOLE CPFL ENERGIA S A Common '126153105 564 9255 SH DEFINED SOLE CRA INTL INC Common '12618T105 297 9249 SH DEFINED SOLE CRANE CO Common '224399105 1641 40680 SH DEFINED SOLE CREDENCE SYS CORP Common '225302108 0 51 SH DEFINED SOLE CREDICORP LTD Common 'G2519Y108 158 2200 SH DEFINED SOLE CREE INC Common '225447101 405 14484 SH DEFINED SOLE CROSSTEX ENERGY INC Common '22765Y104 115 3405 SH DEFINED SOLE CROWN CASTLE INTL CORP Common '228227104 499 14466 SH DEFINED SOLE CRYOLIFE INC Common '228903100 9 1000 SH DEFINED SOLE CSG SYS INTL INC Common '126349109 265 23323 SH DEFINED SOLE CSX CORP Common '126408103 32847 585826 SH DEFINED SOLE CTC MEDIA INC Common '12642X106 156 5655 SH DEFINED SOLE CUBIST PHARMACEUTICALS INC Common '229678107 23 1240 SH DEFINED SOLE CULLEN FROST BANKERS INC Common '229899109 69 1307 SH DEFINED SOLE CUMMINS INC Common '231021106 14666 313236 SH DEFINED SOLE CURTISS WRIGHT CORP Common '231561101 815 19649 SH DEFINED SOLE CV THERAPEUTICS INC Common '126667104 6 853 SH DEFINED SOLE CVS CAREMARK CORPORATION Common '126650100 80955 1998390 SH DEFINED SOLE CYMER INC Common '232572107 240 9224 SH DEFINED SOLE CYPRESS SEMICONDUCTOR CORP Common '232806109 333 14101 SH DEFINED SOLE CYTEC INDS INC Common '232820100 976 18133 SH DEFINED SOLE
13 OF 49 CMC_LONG_ACCT.20080331 5/1/2008
SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- D R HORTON INC Common '23331A109 6525 414263 SH DEFINED SOLE DANAHER CORP DEL Common '235851102 23213 305320 SH DEFINED SOLE DANAOS CORPORATION Common 'Y1968P105 116 4700 SH DEFINED SOLE DARDEN RESTAURANTS INC Common '237194105 6136 188510 SH DEFINED SOLE DARLING INTL INC Common '237266101 63 4900 SH DEFINED SOLE DARWIN PROFESSIONAL UNDERWRI Common '237502109 11 500 SH DEFINED SOLE DAWSON GEOPHYSICAL CO Common '239359102 44 655 SH DEFINED SOLE DCP MIDSTREAM PARTNERS LP Common '23311P100 568 19600 SH DEFINED SOLE DEAN FOODS CO NEW Common '242370104 4228 210429 SH DEFINED SOLE DECKERS OUTDOOR CORP Common '243537107 49 452 SH DEFINED SOLE DEERE & CO Common '244199105 48824 606959 SH DEFINED SOLE DEL MONTE FOODS CO Common '24522P103 260 27310 SH DEFINED SOLE DELEK US HLDGS INC Common '246647101 53 4200 SH DEFINED SOLE DELL INC Common '24702R101 37239 1868508 SH DEFINED SOLE DELPHI FINL GROUP INC Common '247131105 246 8400 SH DEFINED SOLE DELUXE CORP Common '248019101 388 20176 SH DEFINED SOLE DENBURY RES INC Common '247916208 4153 145448 SH DEFINED SOLE DENDREON CORP Common '24823Q107 0 167 SH DEFINED SOLE DENNYS CORP Common '24869P104 82 27490 SH DEFINED SOLE DEUTSCHE TELEKOM AG Common '251566105 2024 122100 SH DEFINED SOLE DEVELOPERS DIVERSIFIED RLTY Common '251591103 4938 117919 SH DEFINED SOLE DEVON ENERGY CORP NEW Common '25179M103 60624 581080 SH DEFINED SOLE DEVRY INC DEL Common '251893103 621 14831 SH DEFINED SOLE DIAGEO P L C Common '25243Q205 98 1200 SH DEFINED SOLE DIAMOND OFFSHORE DRILLING IN Common '25271C102 355 3048 SH DEFINED SOLE DIAMONDS TR Common '252787106 22654 185078 SH DEFINED SOLE DIANA SHIPPING INC Common 'Y2066G104 55 2100 SH DEFINED SOLE DICKS SPORTING GOODS INC Common '253393102 635 23706 SH DEFINED SOLE DIEBOLD INC Common '253651103 53 1423 SH DEFINED SOLE DIGITAL RLTY TR INC Common '253868103 449 12640 SH DEFINED SOLE DILLARDS INC Common '254067101 913 53071 SH DEFINED SOLE DIODES INC Common '254543101 113 5159 SH DEFINED SOLE DIRECTV GROUP INC Common '25459L106 25225 1019187 SH DEFINED SOLE DISCOVER FINL SVCS Common '254709108 9831 600534 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- DISNEY WALT CO Common '254687106 97112 3094701 SH DEFINED SOLE DIVX INC Common '255413106 107 15270 SH DEFINED SOLE DOLBY LABORATORIES INC Common '25659T107 503 13874 SH DEFINED SOLE DOLLAR FINL CORP Common '256664103 278 12075 SH DEFINED SOLE DOLLAR TREE INC Common '256746108 683 24746 SH DEFINED SOLE DOMINION RES INC VA NEW Common '25746U109 30364 743490 SH DEFINED SOLE DOMINOS PIZZA INC Common '25754A201 127 9400 SH DEFINED SOLE DONALDSON INC Common '257651109 2772 68821 SH DEFINED SOLE DONNELLEY R R & SONS CO Common '257867101 8264 272664 SH DEFINED SOLE DOUBLE HULL TANKERS INC Common 'Y21110104 132 12400 SH DEFINED SOLE DOVER CORP Common '260003108 9890 236709 SH DEFINED SOLE DOVER DOWNS GAMING & ENTMT I Common '260095104 40 4700 SH DEFINED SOLE DOW CHEM CO Common '260543103 19393 526277 SH DEFINED SOLE DPL INC Common '233293109 1272 49597 SH DEFINED SOLE DRESS BARN INC Common '261570105 1273 98399 SH DEFINED SOLE DRESSER-RAND GROUP INC Common '261608103 361 11745 SH DEFINED SOLE DREW INDS INC Common '26168L205 849 34700 SH DEFINED SOLE DRIL-QUIP INC Common '262037104 277 5955 SH DEFINED SOLE DRYSHIPS INC Common 'Y2109Q101 12 200 SH DEFINED SOLE DSP GROUP INC Common '23332B106 10 820 SH DEFINED SOLE DST SYS INC DEL Common '233326107 2042 31066 SH DEFINED SOLE DTE ENERGY CO Common '233331107 4289 110292 SH DEFINED SOLE DU PONT E I DE NEMOURS & CO Common '263534109 72658 1553858 SH DEFINED SOLE DUCOMMUN INC DEL Common '264147109 268 9700 SH DEFINED SOLE DUKE ENERGY CORP NEW Common '26441C105 30154 1689289 SH DEFINED SOLE DUKE REALTY CORP Common '264411505 926 40599 SH DEFINED SOLE DUN & BRADSTREET CORP DEL NE Common '26483E100 1269 15598 SH DEFINED SOLE DUNCAN ENERGY PARTNERS LP Common '265026104 355 19200 SH DEFINED SOLE DXP ENTERPRISES INC NEW Common '233377407 185 4705 SH DEFINED SOLE DYNAMIC MATLS CORP Common '267888105 22 511 SH DEFINED SOLE DYNEGY INC DEL Common '26817G102 4342 550365 SH DEFINED SOLE E M C CORP MASS Common '268648102 41340 2882835 SH DEFINED SOLE E TRADE FINANCIAL CORP Common '269246104 2416 630802 SH DEFINED SOLE EAGLE BULK SHIPPING INC Common 'Y2187A101 19 732 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- EAGLE MATERIALS INC Common '26969P108 306 8620 SH DEFINED SOLE EAST WEST BANCORP INC Common '27579R104 851 47921 SH DEFINED SOLE EASTMAN CHEM CO Common '277432100 9424 150908 SH DEFINED SOLE EASTMAN KODAK CO Common '277461109 6857 388077 SH DEFINED SOLE EATON CORP Common '278058102 20230 253922 SH DEFINED SOLE EATON VANCE CORP Common '278265103 892 29249 SH DEFINED SOLE EBAY INC Common '278642103 272 9140 SH DEFINED SOLE ECHOSTAR CORP Common '278768106 12 414 SH DEFINED SOLE ECLIPSYS CORP Common '278856109 781 39867 SH DEFINED SOLE ECOLAB INC Common '278865100 12793 294566 SH DEFINED SOLE EDISON INTL Common '281020107 21776 444217 SH DEFINED SOLE EDUCATION RLTY TR INC Common '28140H104 272 21600 SH DEFINED SOLE EDWARDS LIFESCIENCES CORP Common '28176E108 176 3946 SH DEFINED SOLE EHEALTH INC Common '28238P109 302 13668 SH DEFINED SOLE EL PASO CORP Common '28336L109 13743 825885 SH DEFINED SOLE ELBIT SYS LTD Common 'M3760D101 104 1871 SH DEFINED SOLE ELECTRONIC DATA SYS NEW Common '285661104 11281 677528 SH DEFINED SOLE EMBARQ CORP Common '29078E105 9119 227396 SH DEFINED SOLE EMBRAER-EMPRESA BRASILEIRA D Common '29081M102 210 5325 SH DEFINED SOLE EMCOR GROUP INC Common '29084Q100 2180 98170 SH DEFINED SOLE EMCORE CORP Common '290846104 419 72603 SH DEFINED SOLE EMERGENCY MEDICAL SVCS CORP Common '29100P102 291 11800 SH DEFINED SOLE EMERITUS CORP Common '291005106 88 4200 SH DEFINED SOLE EMERSON ELEC CO Common '291011104 55471 1077939 SH DEFINED SOLE EMMIS COMMUNICATIONS CORP Common '291525103 0 19 SH DEFINED SOLE EMPIRE DIST ELEC CO Common '291641108 591 29200 SH DEFINED SOLE EMS TECHNOLOGIES INC Common '26873N108 70 2574 SH DEFINED SOLE EMULEX CORP Common '292475209 49 3000 SH DEFINED SOLE ENCANA CORP Common '292505104 394 5200 SH DEFINED SOLE ENDO PHARMACEUTICALS HLDGS I Common '29264F205 585 24454 SH DEFINED SOLE ENDURANCE SPECIALTY HLDGS LT Common 'G30397106 1600 43707 SH DEFINED SOLE ENERGEN CORP Common '29265N108 1328 21320 SH DEFINED SOLE ENERGIZER HLDGS INC Common '29266R108 1196 13216 SH DEFINED SOLE ENERGY EAST CORP Common '29266M109 733 30385 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- ENERGY PARTNERS LTD Common '29270U105 1433 151300 SH DEFINED SOLE ENSCO INTL INC Common '26874Q100 11665 186281 SH DEFINED SOLE ENTERCOM COMMUNICATIONS CORP Common '293639100 116 11680 SH DEFINED SOLE ENTERGY CORP NEW Common '29364G103 27155 248943 SH DEFINED SOLE ENZO BIOCHEM INC Common '294100102 103 11300 SH DEFINED SOLE ENZON PHARMACEUTICALS INC Common '293904108 2 257 SH DEFINED SOLE EOG RES INC Common '26875P101 37940 316163 SH DEFINED SOLE EPICOR SOFTWARE CORP Common '29426L108 233 20825 SH DEFINED SOLE EQUIFAX INC Common '294429105 5327 154504 SH DEFINED SOLE EQUITABLE RES INC Common '294549100 2962 50283 SH DEFINED SOLE EQUITY RESIDENTIAL Common '29476L107 10874 262083 SH DEFINED SOLE ESTERLINE TECHNOLOGIES CORP Common '297425100 1023 20300 SH DEFINED SOLE ETABLISSEMENTS DELHAIZE FRER Common '29759W101 87 1100 SH DEFINED SOLE EV3 INC Common '26928A200 6 734 SH DEFINED SOLE EVERCORE PARTNERS INC Common '29977A105 98 5500 SH DEFINED SOLE EVEREST RE GROUP LTD Common 'G3223R108 3242 36211 SH DEFINED SOLE EVERGREEN SOLAR INC Common '30033R108 2 203 SH DEFINED SOLE EXAR CORP Common '300645108 45 5420 SH DEFINED SOLE EXELON CORP Common '30161N101 77311 951280 SH DEFINED SOLE EXTERRAN HLDGS INC Common '30225X103 2047 31716 SH DEFINED SOLE EXTRA SPACE STORAGE INC Common '30225T102 805 49700 SH DEFINED SOLE EXXON MOBIL CORP Common '30231G102 668376 7902297 SH DEFINED SOLE EZCORP INC Common '302301106 493 40077 SH DEFINED SOLE F M C CORP Common '302491303 456 8223 SH DEFINED SOLE F5 NETWORKS INC Common '315616102 850 46855 SH DEFINED SOLE FACTSET RESH SYS INC Common '303075105 1595 29617 SH DEFINED SOLE FAIR ISAAC CORP Common '303250104 617 28675 SH DEFINED SOLE FAIRCHILD SEMICONDUCTOR INTL Common '303726103 303 25382 SH DEFINED SOLE FAMILY DLR STORES INC Common '307000109 3814 195591 SH DEFINED SOLE FARO TECHNOLOGIES INC Common '311642102 136 4349 SH DEFINED SOLE FBL FINL GROUP INC Common '30239F106 1014 35600 SH DEFINED SOLE FCSTONE GROUP INC Common '31308T100 30 1075 SH DEFINED SOLE FEDERAL HOME LN MTG CORP Common '313400301 20650 815556 SH DEFINED SOLE FEDERAL NATL MTG ASSN Common '313586109 33658 1278798 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- FEDERATED INVS INC PA Common '314211103 8056 205728 SH DEFINED SOLE FEDEX CORP Common '31428X106 38786 418543 SH DEFINED SOLE FEI CO Common '30241L109 5 252 SH DEFINED SOLE FELCOR LODGING TR INC Common '31430F101 179 14900 SH DEFINED SOLE FERRO CORP Common '315405100 168 11297 SH DEFINED SOLE FIDELITY NATL INFORMATION SV Common '31620M106 8754 229532 SH DEFINED SOLE FIFTH THIRD BANCORP Common '316773100 16182 773532 SH DEFINED SOLE FINANCIAL FED CORP Common '317492106 589 27000 SH DEFINED SOLE FINISH LINE INC Common '317923100 3 700 SH DEFINED SOLE FIRST AMERN CORP CALIF Common '318522307 527 15534 SH DEFINED SOLE FIRST CMNTY BANCORP CALIF Common '31983B101 410 15324 SH DEFINED SOLE FIRST COMWLTH FINL CORP PA Common '319829107 24 2100 SH DEFINED SOLE FIRST CTZNS BANCSHARES INC N Common '31946M103 78 562 SH DEFINED SOLE FIRST HORIZON NATL CORP Common '320517105 4032 287818 SH DEFINED SOLE FIRST INDUSTRIAL REALTY TRUS Common '32054K103 921 29800 SH DEFINED SOLE FIRST MARBLEHEAD CORP Common '320771108 665 89111 SH DEFINED SOLE FIRST POTOMAC RLTY TR Common '33610F109 89 5800 SH DEFINED SOLE FIRST SOLAR INC Common '336433107 190 823 SH DEFINED SOLE FIRSTENERGY CORP Common '337932107 9200 134074 SH DEFINED SOLE FIRSTSERVICE CORP Common '33761N109 50 2338 SH DEFINED SOLE FLOTEK INDS INC DEL Common '343389102 111 7600 SH DEFINED SOLE FLOW INTL CORP Common '343468104 227 24655 SH DEFINED SOLE FLOWERS FOODS INC Common '343498101 849 34306 SH DEFINED SOLE FLOWSERVE CORP Common '34354P105 2109 20202 SH DEFINED SOLE FLUOR CORP NEW Common '343412102 17486 123874 SH DEFINED SOLE FMC TECHNOLOGIES INC Common '30249U101 1821 32014 SH DEFINED SOLE FORCE PROTECTION INC Common '345203202 12 5940 SH DEFINED SOLE FORD MTR CO DEL Common '345370860 16773 2932339 SH DEFINED SOLE FOREST CITY ENTERPRISES INC Common '345550107 55 1482 SH DEFINED SOLE FOREST LABS INC Common '345838106 18370 459140 SH DEFINED SOLE FORESTAR REAL ESTATE GROUP I Common '346233109 8 334 SH DEFINED SOLE FORRESTER RESH INC Common '346563109 72 2700 SH DEFINED SOLE FORTUNE BRANDS INC Common '349631101 12646 181955 SH DEFINED SOLE FOSSIL INC Common '349882100 446 14612 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- FOUNDATION COAL HLDGS INC Common '35039W100 113 2236 SH DEFINED SOLE FOUNDRY NETWORKS INC Common '35063R100 270 23328 SH DEFINED SOLE FPIC INS GROUP INC Common '302563101 92 1957 SH DEFINED SOLE FPL GROUP INC Common '302571104 32332 515341 SH DEFINED SOLE FRANCE TELECOM Common '35177Q105 124 3700 SH DEFINED SOLE FRANKLIN RES INC Common '354613101 20477 211127 SH DEFINED SOLE FREEPORT-MCMORAN COPPER & GO Common '35671D857 50157 521272 SH DEFINED SOLE FREIGHTCAR AMER INC Common '357023100 39 1152 SH DEFINED SOLE FRESENIUS MED CARE AG&CO KGA Common '358029106 171 3400 SH DEFINED SOLE FRIEDMAN BILLINGS RAMSEY GRO Common '358434108 5 3100 SH DEFINED SOLE FRONTEER DEV GROUP INC Common '35903Q106 225 46200 SH DEFINED SOLE FRONTIER FINL CORP WASH Common '35907K105 441 25082 SH DEFINED SOLE FRONTIER OIL CORP Common '35914P105 1340 49171 SH DEFINED SOLE FRONTLINE LTD Common 'G3682E127 168 3647 SH DEFINED SOLE FUJIFILM HLDGS CORP Common '35958N107 273 7687 SH DEFINED SOLE FULLER H B CO Common '359694106 216 10600 SH DEFINED SOLE FULTON FINL CORP PA Common '360271100 12 985 SH DEFINED SOLE G & K SVCS INC Common '361268105 674 18925 SH DEFINED SOLE GAIAM INC Common '36268Q103 437 25297 SH DEFINED SOLE GALLAGHER ARTHUR J & CO Common '363576109 90 3792 SH DEFINED SOLE GAMCO INVESTORS INC Common '361438104 141 2800 SH DEFINED SOLE GAMESTOP CORP NEW Common '36467W109 13000 251397 SH DEFINED SOLE GANNETT INC Common '364730101 8816 303467 SH DEFINED SOLE GAP INC DEL Common '364760108 13423 682083 SH DEFINED SOLE GARDNER DENVER INC Common '365558105 10 261 SH DEFINED SOLE GARTNER INC Common '366651107 206 10674 SH DEFINED SOLE GENCO SHIPPING & TRADING LTD Common 'Y2685T107 45 800 SH DEFINED SOLE GENENTECH INC Common '368710406 1293 15929 SH DEFINED SOLE GENERAL CABLE CORP DEL NEW Common '369300108 136 2294 SH DEFINED SOLE GENERAL DYNAMICS CORP Common '369550108 47406 568616 SH DEFINED SOLE GENERAL ELECTRIC CO Common '369604103 529552 14308362 SH DEFINED SOLE GENERAL GROWTH PPTYS INC Common '370021107 10715 280723 SH DEFINED SOLE GENERAL MLS INC Common '370334104 13624 227528 SH DEFINED SOLE GENERAL MOLY INC Common '370373102 122 15300 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- GENERAL MTRS CORP Common '370442105 21021 1103466 SH DEFINED SOLE GENPACT LIMITED Common 'G3922B107 3 235 SH DEFINED SOLE GEN-PROBE INC NEW Common '36866T103 522 10842 SH DEFINED SOLE GENTEK INC Common '37245X203 3 100 SH DEFINED SOLE GENTEX CORP Common '371901109 94 5486 SH DEFINED SOLE GENUINE PARTS CO Common '372460105 9781 243185 SH DEFINED SOLE GENWORTH FINL INC Common '37247D106 11843 523121 SH DEFINED SOLE GEOEYE INC Common '37250W108 50 1924 SH DEFINED SOLE GERDAU AMERISTEEL CORP Common '37373P105 452 32000 SH DEFINED SOLE GERDAU S A Common '373737105 666 21789 SH DEFINED SOLE GERON CORP Common '374163103 42 8724 SH DEFINED SOLE GETTY IMAGES INC Common '374276103 272 8507 SH DEFINED SOLE GETTY RLTY CORP NEW Common '374297109 1289 80900 SH DEFINED SOLE GEVITY HR INC Common '374393106 1 168 SH DEFINED SOLE GFI GROUP INC Common '361652209 1037 18124 SH DEFINED SOLE GIBRALTAR INDS INC Common '374689107 367 31397 SH DEFINED SOLE GIVEN IMAGING Common 'M52020100 7 435 SH DEFINED SOLE GLACIER BANCORP INC NEW Common '37637Q105 160 8363 SH DEFINED SOLE GLG PARTNERS INC Common '37929X107 6 500 SH DEFINED SOLE GLOBAL INDS LTD Common '379336100 1150 71637 SH DEFINED SOLE GLOBAL PMTS INC Common '37940X102 200 4835 SH DEFINED SOLE GLOBAL SOURCES LTD Common 'G39300101 139 9401 SH DEFINED SOLE GOLAR LNG LTD BERMUDA Common 'G9456A100 0 52 SH DEFINED SOLE GOLD FIELDS LTD NEW Common '38059T106 3 200 SH DEFINED SOLE GOLDCORP INC NEW Common '380956409 66 1700 SH DEFINED SOLE GOLDEN STAR RES LTD CDA Common '38119T104 38 11000 SH DEFINED SOLE GOLDMAN SACHS GROUP INC Common '38141G104 95568 577835 SH DEFINED SOLE GOODRICH CORP Common '382388106 12580 218751 SH DEFINED SOLE GOODYEAR TIRE & RUBR CO Common '382550101 7908 306501 SH DEFINED SOLE GOOGLE INC Common '38259P508 52638 119510 SH DEFINED SOLE GRACO INC Common '384109104 397 10936 SH DEFINED SOLE GRAFTECH INTL LTD Common '384313102 306 18900 SH DEFINED SOLE GRAINGER W W INC Common '384802104 6188 81002 SH DEFINED SOLE GRAMERCY CAP CORP Common '384871109 13 600 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- GRANT PRIDECO INC Common '38821G101 1311 26628 SH DEFINED SOLE GREAT ATLANTIC & PAC TEA INC Common '390064103 189 7200 SH DEFINED SOLE GREAT PLAINS ENERGY INC Common '391164100 738 29955 SH DEFINED SOLE GREATBATCH INC Common '39153L106 208 11300 SH DEFINED SOLE GREIF INC Common '397624206 18 300 SH DEFINED SOLE GROUP 1 AUTOMOTIVE INC Common '398905109 326 13900 SH DEFINED SOLE GROUPE CGI INC Common '39945C109 365 34400 SH DEFINED SOLE GSI COMMERCE INC Common '36238G102 3 200 SH DEFINED SOLE GUARANTY FINL GROUP INC Common '40108N106 4 334 SH DEFINED SOLE GUESS INC Common '401617105 463 11431 SH DEFINED SOLE GULFPORT ENERGY CORP Common '402635304 683 64476 SH DEFINED SOLE GYMBOREE CORP Common '403777105 1455 36472 SH DEFINED SOLE H & E EQUIPMENT SERVICES INC Common '404030108 640 51000 SH DEFINED SOLE HALLIBURTON CO Common '406216101 46605 1184969 SH DEFINED SOLE HANESBRANDS INC Common '410345102 345 11802 SH DEFINED SOLE HANGER ORTHOPEDIC GROUP INC Common '41043F208 6 600 SH DEFINED SOLE HANMI FINL CORP Common '410495105 150 20433 SH DEFINED SOLE HANOVER INS GROUP INC Common '410867105 1562 37961 SH DEFINED SOLE HARLEY DAVIDSON INC Common '412822108 11121 296562 SH DEFINED SOLE HARMAN INTL INDS INC Common '413086109 3455 79346 SH DEFINED SOLE HARMONIC INC Common '413160102 430 56604 SH DEFINED SOLE HARMONY GOLD MNG LTD Common '413216300 1 100 SH DEFINED SOLE HARRIS CORP DEL Common '413875105 787 16218 SH DEFINED SOLE HARRY WINSTON DIAMOND CORP Common '41587B100 45 1869 SH DEFINED SOLE HARSCO CORP Common '415864107 2385 43073 SH DEFINED SOLE HARTE-HANKS INC Common '416196103 598 43709 SH DEFINED SOLE HARTFORD FINL SVCS GROUP INC Common '416515104 28687 378605 SH DEFINED SOLE HARVEST NATURAL RESOURCES IN Common '41754V103 112 9300 SH DEFINED SOLE HASBRO INC Common '418056107 6292 225533 SH DEFINED SOLE HAYNES INTERNATIONAL INC Common '420877201 244 4458 SH DEFINED SOLE HCC INS HLDGS INC Common '404132102 1593 70203 SH DEFINED SOLE HCP INC Common '40414L109 8309 245759 SH DEFINED SOLE HEALTH CARE REIT INC Common '42217K106 339 7510 SH DEFINED SOLE HEALTH MGMT ASSOC INC NEW Common '421933102 611 115509 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- HEALTH NET INC Common '42222G108 2105 68355 SH DEFINED SOLE HEALTHCARE SVCS GRP INC Common '421906108 279 13513 SH DEFINED SOLE HEALTHEXTRAS INC Common '422211102 654 26411 SH DEFINED SOLE HEALTHSPRING INC Common '42224N101 42 3000 SH DEFINED SOLE HEARTLAND EXPRESS INC Common '422347104 779 54768 SH DEFINED SOLE HECLA MNG CO Common '422704106 17 1500 SH DEFINED SOLE HEIDRICK & STRUGGLES INTL IN Common '422819102 1126 34587 SH DEFINED SOLE HEINZ H J CO Common '423074103 6735 143398 SH DEFINED SOLE HELIX ENERGY SOLUTIONS GRP I Common '42330P107 601 19095 SH DEFINED SOLE HELLENIC TELECOM ORGANIZATN Common '423325307 17 1200 SH DEFINED SOLE HELMERICH & PAYNE INC Common '423452101 2053 43808 SH DEFINED SOLE HERBALIFE LTD Common 'G4412G101 221 4653 SH DEFINED SOLE HERCULES INC Common '427056106 2076 113512 SH DEFINED SOLE HERCULES OFFSHORE INC Common '427093109 117 4673 SH DEFINED SOLE HERCULES TECH GROWTH CAP INC Common '427096508 741 68103 SH DEFINED SOLE HERSHEY CO Common '427866108 8136 215987 SH DEFINED SOLE HESS CORP Common '42809H107 31422 356339 SH DEFINED SOLE HEWITT ASSOCS INC Common '42822Q100 17 440 SH DEFINED SOLE HEWLETT PACKARD CO Common '428236103 181277 3970142 SH DEFINED SOLE HEXCEL CORP NEW Common '428291108 363 19000 SH DEFINED SOLE HIGHWOODS PPTYS INC Common '431284108 378 12163 SH DEFINED SOLE HILL INTERNATIONAL INC Common '431466101 34 2700 SH DEFINED SOLE HILLTOP HOLDINGS INC Common '432748101 205 19700 SH DEFINED SOLE HITACHI LIMITED Common '433578507 863 14500 SH DEFINED SOLE HLTH CORPORATION Common '40422Y101 435 45635 SH DEFINED SOLE HNI CORP Common '404251100 123 4590 SH DEFINED SOLE HOLLY CORP Common '435758305 19 428 SH DEFINED SOLE HOME DEPOT INC Common '437076102 73731 2636070 SH DEFINED SOLE HOME PROPERTIES INC Common '437306103 941 19604 SH DEFINED SOLE HONEYWELL INTL INC Common '438516106 62834 1113681 SH DEFINED SOLE HORACE MANN EDUCATORS CORP N Common '440327104 304 17393 SH DEFINED SOLE HORIZON LINES INC Common '44044K101 84 4500 SH DEFINED SOLE HORMEL FOODS CORP Common '440452100 1598 38350 SH DEFINED SOLE HOSPIRA INC Common '441060100 9171 214429 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- HOSPITALITY PPTYS TR Common '44106M102 6213 182629 SH DEFINED SOLE HOST HOTELS & RESORTS INC Common '44107P104 11674 733283 SH DEFINED SOLE HOT TOPIC INC Common '441339108 1 340 SH DEFINED SOLE HOUSTON WIRE & CABLE CO Common '44244K109 0 45 SH DEFINED SOLE HOVNANIAN ENTERPRISES INC Common '442487203 74 6943 SH DEFINED SOLE HRPT PPTYS TR Common '40426W101 638 94732 SH DEFINED SOLE HUB GROUP INC Common '443320106 180 5477 SH DEFINED SOLE HUBBELL INC Common '443510102 29 600 SH DEFINED SOLE HUBBELL INC Common '443510201 1406 32175 SH DEFINED SOLE HUDSON CITY BANCORP Common '443683107 9934 561902 SH DEFINED SOLE HUGOTON RTY TR TEX Common '444717102 315 11437 SH DEFINED SOLE HUMANA INC Common '444859102 9841 219363 SH DEFINED SOLE HUNTINGTON BANCSHARES INC Common '446150104 6298 587459 SH DEFINED SOLE HUNTSMAN CORP Common '447011107 7 301 SH DEFINED SOLE HURON CONSULTING GROUP INC Common '447462102 726 17469 SH DEFINED SOLE HUTCHINSON TECHNOLOGY INC Common '448407106 238 14961 SH DEFINED SOLE I2 TECHNOLOGIES INC Common '465754208 114 10100 SH DEFINED SOLE IBERIABANK CORP Common '450828108 371 8423 SH DEFINED SOLE ICF INTL INC Common '44925C103 184 9173 SH DEFINED SOLE ICICI BK LTD Common '45104G104 489 12794 SH DEFINED SOLE ICO INC NEW Common '449293109 13 1824 SH DEFINED SOLE ICONIX BRAND GROUP INC Common '451055107 54 3108 SH DEFINED SOLE IDEARC INC Common '451663108 12 3389 SH DEFINED SOLE IDENIX PHARMACEUTICALS INC Common '45166R204 2 355 SH DEFINED SOLE IDEX CORP Common '45167R104 1207 39341 SH DEFINED SOLE IDEXX LABS INC Common '45168D104 1275 25879 SH DEFINED SOLE IDT CORP Common '448947309 21 5492 SH DEFINED SOLE ILLINOIS TOOL WKS INC Common '452308109 26225 543739 SH DEFINED SOLE IMATION CORP Common '45245A107 206 9069 SH DEFINED SOLE IMAX CORP Common '45245E109 4 625 SH DEFINED SOLE IMCLONE SYS INC Common '45245W109 133 3138 SH DEFINED SOLE IMMUCOR INC Common '452526106 87 4086 SH DEFINED SOLE IMPERIAL OIL LTD Common '453038408 110 2100 SH DEFINED SOLE IMS HEALTH INC Common '449934108 7927 377315 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- INDEPENDENT BANK CORP MASS Common '453836108 0 9 SH DEFINED SOLE INDYMAC BANCORP INC Common '456607100 42 8555 SH DEFINED SOLE INERGY L P Common '456615103 441 15796 SH DEFINED SOLE INFINEON TECHNOLOGIES AG Common '45662N103 70 9915 SH DEFINED SOLE INFORMATICA CORP Common '45666Q102 558 32703 SH DEFINED SOLE INGERSOLL-RAND COMPANY LTD Common 'G4776G101 15865 355888 SH DEFINED SOLE INGRAM MICRO INC Common '457153104 196 12368 SH DEFINED SOLE INLAND REAL ESTATE CORP Common '457461200 263 17300 SH DEFINED SOLE INSIGHT ENTERPRISES INC Common '45765U103 340 19454 SH DEFINED SOLE INTEGRA LIFESCIENCES HLDGS C Common '457985208 17 400 SH DEFINED SOLE INTEGRATED DEVICE TECHNOLOGY Common '458118106 611 68409 SH DEFINED SOLE INTEGRYS ENERGY GROUP INC Common '45822P105 5069 108688 SH DEFINED SOLE INTEL CORP Common '458140100 117083 5527975 SH DEFINED SOLE INTER PARFUMS INC Common '458334109 15 682 SH DEFINED SOLE INTERACTIVE DATA CORP Common '45840J107 202 7093 SH DEFINED SOLE INTERACTIVE INTELLIGENCE INC Common '45839M103 161 13624 SH DEFINED SOLE INTERCONTINENTAL HTLS GRP PL Common '45857P301 285 18900 SH DEFINED SOLE INTERCONTINENTALEXCHANGE INC Common '45865V100 12281 94104 SH DEFINED SOLE INTERLINE BRANDS INC Common '458743101 640 34500 SH DEFINED SOLE INTERNAP NETWORK SVCS CORP Common '45885A300 234 47393 SH DEFINED SOLE INTERNATIONAL BUSINESS MACHS Common '459200101 268613 2332922 SH DEFINED SOLE INTERNATIONAL COAL GRP INC N Common '45928H106 13 2000 SH DEFINED SOLE INTERNATIONAL FLAVORS&FRAGRA Common '459506101 3414 77507 SH DEFINED SOLE INTERNATIONAL GAME TECHNOLOG Common '459902102 17239 428725 SH DEFINED SOLE INTERNATIONAL RECTIFIER CORP Common '460254105 367 17084 SH DEFINED SOLE INTERNATIONAL SPEEDWAY CORP Common '460335201 385 9346 SH DEFINED SOLE INTERPUBLIC GROUP COS INC Common '460690100 5139 611021 SH DEFINED SOLE INTERSIL CORP Common '46069S109 808 31435 SH DEFINED SOLE INTERWOVEN INC Common '46114T508 826 77583 SH DEFINED SOLE INTL PAPER CO Common '460146103 19173 704896 SH DEFINED SOLE INVACARE CORP Common '461203101 492 22100 SH DEFINED SOLE INVENTIV HEALTH INC Common '46122E105 369 12843 SH DEFINED SOLE INVERNESS MED INNOVATIONS IN Common '46126P106 253 8400 SH DEFINED SOLE INVESTMENT TECHNOLOGY GRP NE Common '46145F105 1382 29920 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- INVESTORS BANCORP INC Common '46146P102 176 11509 SH DEFINED SOLE INVITROGEN CORP Common '46185R100 569 6657 SH DEFINED SOLE IRON MTN INC Common '462846106 697 26374 SH DEFINED SOLE ISHARES TR Common '464287622 2652 36845 SH DEFINED SOLE ISLE OF CAPRI CASINOS INC Common '464592104 242 33889 SH DEFINED SOLE ISTAR FINL INC Common '45031U101 1250 89105 SH DEFINED SOLE ITRON INC Common '465741106 410 4546 SH DEFINED SOLE ITT CORP NEW Common '450911102 17959 346627 SH DEFINED SOLE ITT EDUCATIONAL SERVICES INC Common '45068B109 1186 25831 SH DEFINED SOLE IXIA Common '45071R109 4 481 SH DEFINED SOLE JABIL CIRCUIT INC Common '466313103 2841 300328 SH DEFINED SOLE JACK IN THE BOX INC Common '466367109 48 1800 SH DEFINED SOLE JACKSON HEWITT TAX SVCS INC Common '468202106 478 41700 SH DEFINED SOLE JACOBS ENGR GROUP INC DEL Common '469814107 11411 155067 SH DEFINED SOLE JAKKS PAC INC Common '47012E106 2579 93546 SH DEFINED SOLE JAMES RIVER COAL CO Common '470355207 9 500 SH DEFINED SOLE JANUS CAP GROUP INC Common '47102X105 6053 260103 SH DEFINED SOLE JARDEN CORP Common '471109108 226 10409 SH DEFINED SOLE JDS UNIPHASE CORP Common '46612J507 4160 311137 SH DEFINED SOLE JEFFERIES GROUP INC NEW Common '472319102 295 18274 SH DEFINED SOLE JOHNSON & JOHNSON Common '478160104 282731 4358429 SH DEFINED SOLE JOHNSON CTLS INC Common '478366107 26105 772327 SH DEFINED SOLE JONES APPAREL GROUP INC Common '480074103 1219 90855 SH DEFINED SOLE JONES LANG LASALLE INC Common '48020Q107 484 6259 SH DEFINED SOLE JP MORGAN CHASE & CO Common '46625H100 220300 5129214 SH DEFINED SOLE JUNIPER NETWORKS INC Common '48203R104 5125 204905 SH DEFINED SOLE KAISER ALUMINUM CORP Common '483007704 70 1016 SH DEFINED SOLE KB HOME Common '48666K109 2383 96367 SH DEFINED SOLE KBR INC Common '48242W106 1389 50073 SH DEFINED SOLE KELLOGG CO Common '487836108 16690 317544 SH DEFINED SOLE KEMET CORP Common '488360108 548 135734 SH DEFINED SOLE KENEXA CORP Common '488879107 427 23081 SH DEFINED SOLE KENNAMETAL INC Common '489170100 1154 39195 SH DEFINED SOLE KEYCORP NEW Common '493267108 9846 448585 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- KFORCE INC Common '493732101 156 17623 SH DEFINED SOLE KHD HUMBOLDT WEDAG INTL LTD Common '482462108 305 12500 SH DEFINED SOLE KIMBERLY CLARK CORP Common '494368103 36035 558250 SH DEFINED SOLE KIMCO REALTY CORP Common '49446R109 10110 258103 SH DEFINED SOLE KINDER MORGAN ENERGY PARTNER Common '494550106 2162 39529 SH DEFINED SOLE KINDER MORGAN MANAGEMENT LLC Common '49455U100 1477 28978 SH DEFINED SOLE KINETIC CONCEPTS INC Common '49460W208 1025 22181 SH DEFINED SOLE KING PHARMACEUTICALS INC Common '495582108 2792 320924 SH DEFINED SOLE KINROSS GOLD CORP Common '496902404 329 14900 SH DEFINED SOLE KNIGHT TRANSN INC Common '499064103 35 2100 SH DEFINED SOLE KNOLL INC Common '498904200 364 31500 SH DEFINED SOLE KNOT INC Common '499184109 3 242 SH DEFINED SOLE KOHLS CORP Common '500255104 15627 364342 SH DEFINED SOLE KOOKMIN BK NEW Common '50049M109 482 8607 SH DEFINED SOLE KRAFT FOODS INC Common '50075N104 67940 2190901 SH DEFINED SOLE KROGER CO Common '501044101 22861 900032 SH DEFINED SOLE KT CORP Common '48268K101 264 11100 SH DEFINED SOLE KUBOTA CORP Common '501173207 44 1400 SH DEFINED SOLE KULICKE & SOFFA INDS INC Common '501242101 417 87655 SH DEFINED SOLE L-3 COMMUNICATIONS HLDGS INC Common '502424104 16211 148264 SH DEFINED SOLE LABORATORY CORP AMER HLDGS Common '50540R409 14596 198099 SH DEFINED SOLE LABRANCHE & CO INC Common '505447102 25 5700 SH DEFINED SOLE LADENBURG THALMAN FIN SVCS I Common '50575Q102 2 1100 SH DEFINED SOLE LADISH INC Common '505754200 435 12110 SH DEFINED SOLE LANDAUER INC Common '51476K103 15 300 SH DEFINED SOLE LANDEC CORP Common '514766104 139 16440 SH DEFINED SOLE LAUDER ESTEE COS INC Common '518439104 5659 123427 SH DEFINED SOLE LAWSON SOFTWARE INC NEW Common '52078P102 273 36251 SH DEFINED SOLE LCA-VISION INC Common '501803308 18 1465 SH DEFINED SOLE LEAR CORP Common '521865105 450 17382 SH DEFINED SOLE LEE ENTERPRISES INC Common '523768109 241 24118 SH DEFINED SOLE LEGG MASON INC Common '524901105 11410 203822 SH DEFINED SOLE LEGGETT & PLATT INC Common '524660107 3887 254863 SH DEFINED SOLE LEHMAN BROS HLDGS INC Common '524908100 29004 770573 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- LENNAR CORP Common '526057104 3190 169595 SH DEFINED SOLE LENNAR CORP Common '526057302 38 2200 SH DEFINED SOLE LENNOX INTL INC Common '526107107 90 2512 SH DEFINED SOLE LEUCADIA NATL CORP Common '527288104 10075 222801 SH DEFINED SOLE LEXINGTON REALTY TRUST Common '529043101 2257 156600 SH DEFINED SOLE LEXMARK INTL NEW Common '529771107 3839 124965 SH DEFINED SOLE LG DISPLAY CO LTD Common '50186V102 71 3200 SH DEFINED SOLE LIBERTY MEDIA CORP NEW Common '53071M500 109 4881 SH DEFINED SOLE LILLY ELI & CO Common '532457108 67726 1312765 SH DEFINED SOLE LIMITED BRANDS INC Common '532716107 5891 344490 SH DEFINED SOLE LIN TV CORP Common '532774106 12 1200 SH DEFINED SOLE LINCARE HLDGS INC Common '532791100 2046 72795 SH DEFINED SOLE LINCOLN ELEC HLDGS INC Common '533900106 2914 45193 SH DEFINED SOLE LINCOLN NATL CORP IND Common '534187109 15711 302142 SH DEFINED SOLE LINN ENERGY LLC Common '536020100 273 14371 SH DEFINED SOLE LIQUIDITY SERVICES INC Common '53635B107 78 9773 SH DEFINED SOLE LIZ CLAIBORNE INC Common '539320101 2511 138351 SH DEFINED SOLE LKQ CORP Common '501889208 121 5375 SH DEFINED SOLE LOCKHEED MARTIN CORP Common '539830109 48143 484820 SH DEFINED SOLE LODGENET INTERACTIVE CORP Common '540211109 512 84406 SH DEFINED SOLE LOEWS CORP Common '540424207 132 1826 SH DEFINED SOLE LOEWS CORP Common '540424108 24746 615262 SH DEFINED SOLE LO-JACK CORP Common '539451104 100 7918 SH DEFINED SOLE LOUISIANA PAC CORP Common '546347105 720 78481 SH DEFINED SOLE LOWES COS INC Common '548661107 43706 1905236 SH DEFINED SOLE LSB INDS INC Common '502160104 335 22700 SH DEFINED SOLE LSI CORPORATION Common '502161102 4232 854907 SH DEFINED SOLE LSI INDS INC Common '50216C108 74 5597 SH DEFINED SOLE LTC PPTYS INC Common '502175102 776 30200 SH DEFINED SOLE LUBRIZOL CORP Common '549271104 3276 59012 SH DEFINED SOLE LUXOTTICA GROUP S P A Common '55068R202 93 3700 SH DEFINED SOLE M & T BK CORP Common '55261F104 8571 106494 SH DEFINED SOLE M D C HLDGS INC Common '552676108 324 7403 SH DEFINED SOLE MACK CALI RLTY CORP Common '554489104 1340 37534 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- MACQUARIE INFRASTR CO LLC Common '55608B105 603 20700 SH DEFINED SOLE MACROVISION CORP Common '555904101 578 42824 SH DEFINED SOLE MACYS INC Common '55616P104 12392 537397 SH DEFINED SOLE MAGELLAN MIDSTREAM HLDGS LP Common '55907R108 868 37900 SH DEFINED SOLE MAGELLAN MIDSTREAM PRTNRS LP Common '559080106 36 900 SH DEFINED SOLE MAIDENFORM BRANDS INC Common '560305104 16 1000 SH DEFINED SOLE MALAYSIA FD INC Common '560905101 4 400 SH DEFINED SOLE MANITOWOC INC Common '563571108 7259 177925 SH DEFINED SOLE MANNKIND CORP Common '56400P201 0 55 SH DEFINED SOLE MANPOWER INC Common '56418H100 3583 63678 SH DEFINED SOLE MARATHON OIL CORP Common '565849106 43860 961841 SH DEFINED SOLE MARINER ENERGY INC Common '56845T305 1161 43000 SH DEFINED SOLE MARKEL CORP Common '570535104 877 1994 SH DEFINED SOLE MARKWEST ENERGY PARTNERS L P Common '570759100 1033 33500 SH DEFINED SOLE MARRIOTT INTL INC NEW Common '571903202 13899 404516 SH DEFINED SOLE MARSH & MCLENNAN COS INC Common '571748102 17028 699301 SH DEFINED SOLE MARSHALL & ILSLEY CORP NEW Common '571837103 8304 357946 SH DEFINED SOLE MARTEK BIOSCIENCES CORP Common '572901106 72 2365 SH DEFINED SOLE MARTIN MARIETTA MATLS INC Common '573284106 421 3968 SH DEFINED SOLE MASCO CORP Common '574599106 8517 429493 SH DEFINED SOLE MASSEY ENERGY CORP Common '576206106 1685 46167 SH DEFINED SOLE MASTEC INC Common '576323109 11 1400 SH DEFINED SOLE MATRIX SVC CO Common '576853105 333 19364 SH DEFINED SOLE MATTEL INC Common '577081102 10645 534910 SH DEFINED SOLE MAX CAPITAL GROUP LTD Common 'G6052F103 662 25260 SH DEFINED SOLE MAXIMUS INC Common '577933104 162 4400 SH DEFINED SOLE MBIA INC Common '55262C100 3206 262359 SH DEFINED SOLE MCAFEE INC Common '579064106 1060 32041 SH DEFINED SOLE MCCLATCHY CO Common '579489105 1 128 SH DEFINED SOLE MCCORMICK & CO INC Common '579780206 6605 178671 SH DEFINED SOLE MCDONALDS CORP Common '580135101 112879 2024016 SH DEFINED SOLE MCG CAPITAL CORP Common '58047P107 959 105487 SH DEFINED SOLE MCGRAW HILL COS INC Common '580645109 15491 419239 SH DEFINED SOLE MCKESSON CORP Common '58155Q103 21013 401245 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- MDU RES GROUP INC Common '552690109 3481 141786 SH DEFINED SOLE MEADOWBROOK INS GROUP INC Common '58319P108 52 6600 SH DEFINED SOLE MEADWESTVACO CORP Common '583334107 6131 225244 SH DEFINED SOLE MECHEL OAO Common '583840103 376 3300 SH DEFINED SOLE MEDAREX INC Common '583916101 5 580 SH DEFINED SOLE MEDCATH CORP Common '58404W109 771 42366 SH DEFINED SOLE MEDCO HEALTH SOLUTIONS INC Common '58405U102 30683 700674 SH DEFINED SOLE MEDIA GEN INC Common '584404107 498 35529 SH DEFINED SOLE MEDICAL PPTYS TRUST INC Common '58463J304 1097 96900 SH DEFINED SOLE MEDICIS PHARMACEUTICAL CORP Common '584690309 162 8249 SH DEFINED SOLE MEDTRONIC INC Common '585055106 76475 1581040 SH DEFINED SOLE MELLANOX TECHNOLOGIES LTD Common 'M51363113 10 719 SH DEFINED SOLE MEMC ELECTR MATLS INC Common '552715104 23795 335615 SH DEFINED SOLE MENTOR CORP MINN Common '587188103 105 4063 SH DEFINED SOLE MERCK & CO INC Common '589331107 128653 3390066 SH DEFINED SOLE MERCURY GENL CORP NEW Common '589400100 1058 23877 SH DEFINED SOLE MEREDITH CORP Common '589433101 3497 91414 SH DEFINED SOLE MERIDIAN BIOSCIENCE INC Common '589584101 58 1723 SH DEFINED SOLE MERIT MED SYS INC Common '589889104 142 8984 SH DEFINED SOLE MERRILL LYNCH & CO INC Common '590188108 55326 1358037 SH DEFINED SOLE METABOLIX INC Common '591018809 32 2951 SH DEFINED SOLE METALICO INC Common '591176102 200 20400 SH DEFINED SOLE METAVANTE TECHNOLOGIES INC Common '591407101 327 16368 SH DEFINED SOLE METHANEX CORP Common '59151K108 293 11206 SH DEFINED SOLE METLIFE INC Common '59156R108 54175 899026 SH DEFINED SOLE METTLER TOLEDO INTERNATIONAL Common '592688105 236 2433 SH DEFINED SOLE MF GLOBAL LTD Common 'G60642108 9 922 SH DEFINED SOLE MFA MTG INVTS INC Common '55272X102 606 96200 SH DEFINED SOLE MGE ENERGY INC Common '55277P104 64 1892 SH DEFINED SOLE MGIC INVT CORP WIS Common '552848103 1528 145062 SH DEFINED SOLE MICROCHIP TECHNOLOGY INC Common '595017104 2527 77221 SH DEFINED SOLE MICRON TECHNOLOGY INC Common '595112103 7131 1194503 SH DEFINED SOLE MICROS SYS INC Common '594901100 70 2080 SH DEFINED SOLE MICROSEMI CORP Common '595137100 59 2582 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- MICROSOFT CORP Common '594918104 202543 7146889 SH DEFINED SOLE MID-AMER APT CMNTYS INC Common '59522J103 1809 36300 SH DEFINED SOLE MIDDLEBY CORP Common '596278101 434 6953 SH DEFINED SOLE MILLENNIUM PHARMACEUTICALS I Common '599902103 793 51321 SH DEFINED SOLE MILLER HERMAN INC Common '600544100 854 34783 SH DEFINED SOLE MILLIPORE CORP Common '601073109 5702 84589 SH DEFINED SOLE MINE SAFETY APPLIANCES CO Common '602720104 164 3982 SH DEFINED SOLE MINERALS TECHNOLOGIES INC Common '603158106 219 3492 SH DEFINED SOLE MIRANT CORP NEW Common '60467R100 155 4251 SH DEFINED SOLE MOBILE MINI INC Common '60740F105 51 2689 SH DEFINED SOLE MOHAWK INDS INC Common '608190104 144 2008 SH DEFINED SOLE MOLEX INC Common '608554101 3401 147026 SH DEFINED SOLE MOLINA HEALTHCARE INC Common '60855R100 15 600 SH DEFINED SOLE MOLSON COORS BREWING CO Common '60871R209 9210 175189 SH DEFINED SOLE MONEYGRAM INTL INC Common '60935Y109 1 789 SH DEFINED SOLE MONSANTO CO NEW Common '61166W101 79300 711207 SH DEFINED SOLE MOODYS CORP Common '615369105 9071 260439 SH DEFINED SOLE MORGAN STANLEY Common '617446448 71421 1562818 SH DEFINED SOLE MOSAIC CO Common '61945A107 201 1963 SH DEFINED SOLE MOTOROLA INC Common '620076109 26222 2819563 SH DEFINED SOLE MPS GROUP INC Common '553409103 1672 141434 SH DEFINED SOLE MSCI INC Common '55354G100 4 133 SH DEFINED SOLE MTR GAMING GROUP INC Common '553769100 4 600 SH DEFINED SOLE MUELLER WTR PRODS INC Common '624758207 255 32400 SH DEFINED SOLE MULTI FINELINE ELECTRONIX IN Common '62541B101 298 15839 SH DEFINED SOLE MURPHY OIL CORP Common '626717102 17061 207708 SH DEFINED SOLE MYLAN INC Common '628530107 4277 368709 SH DEFINED SOLE MYRIAD GENETICS INC Common '62855J104 12 307 SH DEFINED SOLE NABORS INDUSTRIES LTD Common 'G6359F103 11747 347850 SH DEFINED SOLE NACCO INDS INC Common '629579103 105 1300 SH DEFINED SOLE NASDAQ OMX GROUP INC Common '631103108 1892 49013 SH DEFINED SOLE NASH FINCH CO Common '631158102 186 5479 SH DEFINED SOLE NATCO GROUP INC Common '63227W203 14 300 SH DEFINED SOLE NATIONAL BK GREECE S A Common '633643408 1027 97300 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- NATIONAL CINEMEDIA INC Common '635309107 15 667 SH DEFINED SOLE NATIONAL CITY CORP Common '635405103 9162 920759 SH DEFINED SOLE NATIONAL FINL PARTNERS CORP Common '63607P208 364 16200 SH DEFINED SOLE NATIONAL FUEL GAS CO N J Common '636180101 1862 39450 SH DEFINED SOLE NATIONAL GRID PLC Common '636274300 231 3300 SH DEFINED SOLE NATIONAL OILWELL VARCO INC Common '637071101 28781 492991 SH DEFINED SOLE NATIONAL RETAIL PROPERTIES I Common '637417106 148 6700 SH DEFINED SOLE NATIONAL SEMICONDUCTOR CORP Common '637640103 6643 362583 SH DEFINED SOLE NATIONWIDE FINL SVCS INC Common '638612101 24 501 SH DEFINED SOLE NATURAL GAS SERVICES GROUP Common '63886Q109 44 2000 SH DEFINED SOLE NATURAL RESOURCE PARTNERS L Common '63900P103 210 7400 SH DEFINED SOLE NAVIGATORS GROUP INC Common '638904102 473 8705 SH DEFINED SOLE NAVIOS MARITIME HOLDINGS INC Common 'Y62196103 32 3500 SH DEFINED SOLE NAVTEQ CORP Common '63936L100 790 11623 SH DEFINED SOLE NEENAH PAPER INC Common '640079109 49 1898 SH DEFINED SOLE NEKTAR THERAPEUTICS Common '640268108 2 262 SH DEFINED SOLE NESS TECHNOLOGIES INC Common '64104X108 144 15148 SH DEFINED SOLE NET 1 UEPS TECHNOLOGIES INC Common '64107N206 1402 62314 SH DEFINED SOLE NETFLIX INC Common '64110L106 283 8183 SH DEFINED SOLE NETSCOUT SYS INC Common '64115T104 181 19430 SH DEFINED SOLE NEUROCRINE BIOSCIENCES INC Common '64125C109 24 4462 SH DEFINED SOLE NEW YORK & CO INC Common '649295102 0 100 SH DEFINED SOLE NEW YORK TIMES CO Common '650111107 3034 160698 SH DEFINED SOLE NEWALLIANCE BANCSHARES INC Common '650203102 51 4188 SH DEFINED SOLE NEWCASTLE INVT CORP Common '65105M108 12 1500 SH DEFINED SOLE NEWELL RUBBERMAID INC Common '651229106 8009 350210 SH DEFINED SOLE NEWFIELD EXPL CO Common '651290108 4585 86748 SH DEFINED SOLE NEWMARKET CORP Common '651587107 234 3100 SH DEFINED SOLE NEWMONT MINING CORP Common '651639106 26515 585310 SH DEFINED SOLE NEWS CORP Common '65248E104 54909 2928470 SH DEFINED SOLE NEXCEN BRANDS INC Common '653351106 51 14863 SH DEFINED SOLE NICOR INC Common '654086107 2343 69927 SH DEFINED SOLE NIGHTHAWK RADIOLOGY HLDGS IN Common '65411N105 231 24704 SH DEFINED SOLE NIKE INC Common '654106103 37067 545102 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- NISOURCE INC Common '65473P105 6204 359849 SH DEFINED SOLE NISSAN MOTORS Common '654744408 41 2487 SH DEFINED SOLE NOBLE CORPORATION Common 'G65422100 16953 341322 SH DEFINED SOLE NOBLE ENERGY INC Common '655044105 18541 254683 SH DEFINED SOLE NOKIA CORP Common '654902204 512 16100 SH DEFINED SOLE NORDIC AMERICAN TANKER SHIPP Common 'G65773106 193 6900 SH DEFINED SOLE NORDSTROM INC Common '655664100 8321 255234 SH DEFINED SOLE NORFOLK SOUTHERN CORP Common '655844108 29178 537142 SH DEFINED SOLE NORTH AMERN ENERGY PARTNERS Common '656844107 6 400 SH DEFINED SOLE NORTHEAST UTILS Common '664397106 786 32016 SH DEFINED SOLE NORTHERN DYNASTY MINERALS LT Common '66510M204 67 7300 SH DEFINED SOLE NORTHERN TR CORP Common '665859104 17612 265474 SH DEFINED SOLE NORTHROP GRUMMAN CORP Common '666807102 37539 482445 SH DEFINED SOLE NORTHWEST AIRLS CORP Common '667280408 22 2490 SH DEFINED SOLE NORTHWEST BANCORP INC PA Common '667328108 953 34931 SH DEFINED SOLE NORTHWEST NAT GAS CO Common '667655104 427 9840 SH DEFINED SOLE NORTHWESTERN CORP Common '668074305 738 30251 SH DEFINED SOLE NOVA CHEMICALS CORP Common '66977W109 427 17900 SH DEFINED SOLE NOVATEL WIRELESS INC Common '66987M604 6 622 SH DEFINED SOLE NOVELL INC Common '670006105 3927 625287 SH DEFINED SOLE NOVELLUS SYS INC Common '670008101 4107 195314 SH DEFINED SOLE NOVEN PHARMACEUTICALS INC Common '670009109 87 9639 SH DEFINED SOLE NRG ENERGY INC Common '629377508 1138 29197 SH DEFINED SOLE NSTAR Common '67019E107 1405 46179 SH DEFINED SOLE NU SKIN ENTERPRISES INC Common '67018T105 335 18600 SH DEFINED SOLE NUCOR CORP Common '670346105 29824 440271 SH DEFINED SOLE NUSTAR ENERGY LP Common '67058H102 2204 45500 SH DEFINED SOLE NUSTAR GP HOLDINGS LLC Common '67059L102 109 4300 SH DEFINED SOLE NUVASIVE INC Common '670704105 252 7308 SH DEFINED SOLE NVR INC Common '62944T105 2297 3845 SH DEFINED SOLE NYMAGIC INC Common '629484106 2 100 SH DEFINED SOLE NYMEX HOLDINGS INC Common '62948N104 115 1271 SH DEFINED SOLE NYSE EURONEXT Common '629491101 23652 383274 SH DEFINED SOLE O CHARLEYS INC Common '670823103 74 6387 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- OBAGI MEDICAL PRODUCTS INC Common '67423R108 74 8508 SH DEFINED SOLE OCCIDENTAL PETE CORP DEL Common '674599105 83062 1135198 SH DEFINED SOLE OCWEN FINL CORP Common '675746309 165 37200 SH DEFINED SOLE OFFICE DEPOT INC Common '676220106 3798 343667 SH DEFINED SOLE OFFICEMAX INC DEL Common '67622P101 2141 111849 SH DEFINED SOLE OGE ENERGY CORP Common '670837103 633 20303 SH DEFINED SOLE OIL SVC HOLDRS TR Common '678002106 156 880 SH DEFINED SOLE OILSANDS QUEST INC Common '678046103 10 2500 SH DEFINED SOLE OLD REP INTL CORP Common '680223104 1551 120106 SH DEFINED SOLE OLIN CORP Common '680665205 87 4389 SH DEFINED SOLE OLYMPIC STEEL INC Common '68162K106 76 1692 SH DEFINED SOLE OM GROUP INC Common '670872100 1393 25537 SH DEFINED SOLE OMEGA HEALTHCARE INVS INC Common '681936100 316 18200 SH DEFINED SOLE OMNICARE INC Common '681904108 188 10350 SH DEFINED SOLE OMNICOM GROUP INC Common '681919106 18494 418605 SH DEFINED SOLE OMNIVISION TECHNOLOGIES INC Common '682128103 6 350 SH DEFINED SOLE OMRIX BIOPHARMACEUTICALS INC Common '681989109 2 147 SH DEFINED SOLE ONEBEACON INSURANCE GROUP LT Common 'G67742109 271 14269 SH DEFINED SOLE ONEOK INC NEW Common '682680103 3528 79041 SH DEFINED SOLE OPEN JT STK CO-VIMPEL COMMUN Common '68370R109 170 5690 SH DEFINED SOLE OPEN TEXT CORP Common '683715106 3 92 SH DEFINED SOLE OPENWAVE SYS INC Common '683718308 8 3429 SH DEFINED SOLE OPLINK COMMUNICATIONS INC Common '68375Q403 439 49438 SH DEFINED SOLE OPPENHEIMER HLDGS INC Common '683797104 13 300 SH DEFINED SOLE OPTIONSXPRESS HLDGS INC Common '684010101 1530 73994 SH DEFINED SOLE ORACLE CORP Common '68389X105 46423 2377020 SH DEFINED SOLE ORBOTECH LTD Common 'M75253100 46 2529 SH DEFINED SOLE ORIENTAL FINL GROUP INC Common '68618W100 708 35900 SH DEFINED SOLE ORIENT-EXPRESS HOTELS LTD Common 'G67743107 928 21501 SH DEFINED SOLE ORIX CORP Common '686330101 27 400 SH DEFINED SOLE OSHKOSH CORP Common '688239201 1646 45368 SH DEFINED SOLE OSI PHARMACEUTICALS INC Common '671040103 28 754 SH DEFINED SOLE OVERSEAS SHIPHOLDING GROUP I Common '690368105 1649 23540 SH DEFINED SOLE OWENS & MINOR INC NEW Common '690732102 1873 47600 SH DEFINED SOLE
33 OF 49 CMC_LONG_ACCT.20080331 5/1/2008
SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- OYO GEOSPACE CORP Common '671074102 37 808 SH DEFINED SOLE PACER INTL INC TENN Common '69373H106 264 16075 SH DEFINED SOLE PACIFIC SUNWEAR CALIF INC Common '694873100 134 10634 SH DEFINED SOLE PACKAGING CORP AMER Common '695156109 640 28681 SH DEFINED SOLE PACTIV CORP Common '695257105 4813 183627 SH DEFINED SOLE PAIN THERAPEUTICS INC Common '69562K100 16 1850 SH DEFINED SOLE PALL CORP Common '696429307 5397 153888 SH DEFINED SOLE PALM HARBOR HOMES Common '696639103 2 300 SH DEFINED SOLE PALM INC NEW Common '696643105 110 21905 SH DEFINED SOLE PALOMAR MED TECHNOLOGIES INC Common '697529303 7 460 SH DEFINED SOLE PANERA BREAD CO Common '69840W108 84 2023 SH DEFINED SOLE PANTRY INC Common '698657103 451 21428 SH DEFINED SOLE PAPA JOHNS INTL INC Common '698813102 2143 88674 SH DEFINED SOLE PAR PHARMACEUTICAL COS INC Common '69888P106 100 5741 SH DEFINED SOLE PAREXEL INTL CORP Common '699462107 640 24532 SH DEFINED SOLE PARKER DRILLING CO Common '701081101 7 1100 SH DEFINED SOLE PARKER HANNIFIN CORP Common '701094104 15138 218531 SH DEFINED SOLE PATRIOT COAL CORP Common '70336T104 12 251 SH DEFINED SOLE PDL BIOPHARMA INC Common '69329Y104 198 18725 SH DEFINED SOLE PEABODY ENERGY CORP Common '704549104 18122 355334 SH DEFINED SOLE PENN VA RESOURCES PARTNERS L Common '707884102 427 17100 SH DEFINED SOLE PENNEY J C INC Common '708160106 11862 314549 SH DEFINED SOLE PENNSYLVANIA RL ESTATE INVT Common '709102107 1117 45800 SH DEFINED SOLE PENSON WORLDWIDE INC Common '709600100 186 20286 SH DEFINED SOLE PENTAIR INC Common '709631105 894 28030 SH DEFINED SOLE PEOPLESUPPORT INC Common '712714302 4 410 SH DEFINED SOLE PEPCO HOLDINGS INC Common '713291102 6366 257521 SH DEFINED SOLE PEPSI BOTTLING GROUP INC Common '713409100 6011 177250 SH DEFINED SOLE PEPSIAMERICAS INC Common '71343P200 395 15479 SH DEFINED SOLE PEPSICO INC Common '713448108 161889 2242232 SH DEFINED SOLE PERDIGAO S A COMERCIO E INDS Common '71361V303 168 3700 SH DEFINED SOLE PERINI CORP Common '713839108 62 1700 SH DEFINED SOLE PERKINELMER INC Common '714046109 4561 188063 SH DEFINED SOLE PERRIGO CO Common '714290103 320 8482 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- PETRO-CDA Common '71644E102 1427 32873 SH DEFINED SOLE PETROLEO BRASILEIRO SA PETRO Common '71654V101 340 4010 SH DEFINED SOLE PETROLEO BRASILEIRO SA PETRO Common '71654V408 490 4800 SH DEFINED SOLE PFIZER INC Common '717081103 49802 2379454 SH DEFINED SOLE PG&E CORP Common '69331C108 6490 176266 SH DEFINED SOLE PHARMACEUTICAL PROD DEV INC Common '717124101 1542 36815 SH DEFINED SOLE PHARMANET DEV GROUP INC Common '717148100 186 7375 SH DEFINED SOLE PHARMERICA CORP Common '71714F104 2 103 SH DEFINED SOLE PHILADELPHIA CONS HLDG CORP Common '717528103 370 11497 SH DEFINED SOLE PHILIPPINE LONG DISTANCE TEL Common '718252604 53 800 SH DEFINED SOLE PHILLIPS VAN HEUSEN CORP Common '718592108 156 4108 SH DEFINED SOLE PHOTRONICS INC Common '719405102 245 25701 SH DEFINED SOLE PICO HLDGS INC Common '693366205 571 18913 SH DEFINED SOLE PIEDMONT NAT GAS INC Common '720186105 199 7596 SH DEFINED SOLE PILGRIMS PRIDE CORP Common '721467108 517 25534 SH DEFINED SOLE PINNACLE ENTMT INC Common '723456109 226 17653 SH DEFINED SOLE PINNACLE WEST CAP CORP Common '723484101 5171 147399 SH DEFINED SOLE PIPER JAFFRAY COS Common '724078100 693 20407 SH DEFINED SOLE PITNEY BOWES INC Common '724479100 10297 294021 SH DEFINED SOLE PLAINS EXPL& PRODTN CO Common '726505100 2124 39964 SH DEFINED SOLE PLATINUM UNDERWRITER HLDGS L Common 'G7127P100 1623 50000 SH DEFINED SOLE PLAYBOY ENTERPRISES INC Common '728117300 71 8500 SH DEFINED SOLE PLEXUS CORP Common '729132100 1981 70803 SH DEFINED SOLE PLUM CREEK TIMBER CO INC Common '729251108 10409 255747 SH DEFINED SOLE PNC FINL SVCS GROUP INC Common '693475105 24572 374748 SH DEFINED SOLE POLO RALPH LAUREN CORP Common '731572103 4815 82598 SH DEFINED SOLE POOL CORPORATION Common '73278L105 429 22692 SH DEFINED SOLE PORTLAND GEN ELEC CO Common '736508847 478 21200 SH DEFINED SOLE POSCO Common '693483109 628 5276 SH DEFINED SOLE POTLATCH CORP NEW Common '737630103 281 6813 SH DEFINED SOLE POWER-ONE INC Common '739308104 7 2185 SH DEFINED SOLE POWERSHARES QQQ TRUST Common '73935A104 9551 218205 SH DEFINED SOLE POWERWAVE TECHNOLOGIES INC Common '739363109 11 4293 SH DEFINED SOLE POZEN INC Common '73941U102 2 238 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- PPG INDS INC Common '693506107 11805 195087 SH DEFINED SOLE PPL CORP Common '69351T106 23990 522425 SH DEFINED SOLE PRAXAIR INC Common '74005P104 32253 382912 SH DEFINED SOLE PRE PAID LEGAL SVCS INC Common '740065107 276 6500 SH DEFINED SOLE PRECISION CASTPARTS CORP Common '740189105 20293 198791 SH DEFINED SOLE PREMIERE GLOBAL SVCS INC Common '740585104 32 2200 SH DEFINED SOLE PRESIDENTIAL LIFE CORP Common '740884101 66 3807 SH DEFINED SOLE PRICE T ROWE GROUP INC Common '74144T108 14505 290155 SH DEFINED SOLE PRIDE INTL INC DEL Common '74153Q102 1567 44843 SH DEFINED SOLE PRINCIPAL FINANCIAL GROUP IN Common '74251V102 17914 321509 SH DEFINED SOLE PRIVATEBANCORP INC Common '742962103 0 9 SH DEFINED SOLE PROCTER & GAMBLE CO Common '742718109 327329 4671459 SH DEFINED SOLE PROGENICS PHARMACEUTICALS IN Common '743187106 9 1318 SH DEFINED SOLE PROGRESS ENERGY INC Common '743263105 7732 185424 SH DEFINED SOLE PROGRESS SOFTWARE CORP Common '743312100 217 7258 SH DEFINED SOLE PROGRESSIVE CORP OHIO Common '743315103 15184 944841 SH DEFINED SOLE PROLOGIS Common '743410102 19238 326849 SH DEFINED SOLE PROVIDENT BANKSHARES CORP Common '743859100 439 40961 SH DEFINED SOLE PRUDENTIAL FINL INC Common '744320102 41355 528494 SH DEFINED SOLE PSS WORLD MED INC Common '69366A100 154 9253 SH DEFINED SOLE PUBLIC STORAGE Common '74460D109 15091 170293 SH DEFINED SOLE PUBLIC STORAGE Common '74460D729 18 700 SH DEFINED SOLE PUBLIC SVC ENTERPRISE GROUP Common '744573106 27156 675681 SH DEFINED SOLE PUGET ENERGY INC NEW Common '745310102 650 25137 SH DEFINED SOLE PULTE HOMES INC Common '745867101 3910 268716 SH DEFINED SOLE QIAO XING UNIVERSAL TELEPHON Common 'G7303A109 82 15002 SH DEFINED SOLE QLOGIC CORP Common '747277101 4947 322308 SH DEFINED SOLE QLT INC Common '746927102 1 427 SH DEFINED SOLE QUALITY SYS INC Common '747582104 53 1787 SH DEFINED SOLE QUANTA SVCS INC Common '74762E102 391 16863 SH DEFINED SOLE QUEST DIAGNOSTICS INC Common '74834L100 8788 194124 SH DEFINED SOLE QUEST SOFTWARE INC Common '74834T103 888 67954 SH DEFINED SOLE QUESTAR CORP Common '748356102 15628 276311 SH DEFINED SOLE QWEST COMMUNICATIONS INTL IN Common '749121109 9322 2057892 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- R H DONNELLEY CORP Common '74955W307 13 2471 SH DEFINED SOLE RADIAN GROUP INC Common '750236101 63 9529 SH DEFINED SOLE RADIOSHACK CORP Common '750438103 4752 292431 SH DEFINED SOLE RAMCO-GERSHENSON PPTYS TR Common '751452202 735 34800 SH DEFINED SOLE RANGE RES CORP Common '75281A109 9868 155530 SH DEFINED SOLE RAYONIER INC Common '754907103 343 7907 SH DEFINED SOLE RAYTHEON CO Common '755111507 39172 606291 SH DEFINED SOLE RCN CORP Common '749361200 98 8780 SH DEFINED SOLE REALNETWORKS INC Common '75605L104 85 14893 SH DEFINED SOLE REGAL ENTMT GROUP Common '758766109 99 5140 SH DEFINED SOLE REGIONS FINANCIAL CORP NEW Common '7591EP100 21043 1065446 SH DEFINED SOLE REHABCARE GROUP INC Common '759148109 387 25800 SH DEFINED SOLE REINSURANCE GROUP AMER INC Common '759351109 358 6578 SH DEFINED SOLE RELIANCE STEEL & ALUMINUM CO Common '759509102 1761 29411 SH DEFINED SOLE RELIANT ENERGY INC Common '75952B105 138 5832 SH DEFINED SOLE RENAISSANCERE HOLDINGS LTD Common 'G7496G103 400 7710 SH DEFINED SOLE RENASANT CORP Common '75970E107 2 97 SH DEFINED SOLE RENT A CTR INC NEW Common '76009N100 180 9832 SH DEFINED SOLE REPUBLIC SVCS INC Common '760759100 1418 48502 SH DEFINED SOLE RES-CARE INC Common '760943100 775 45330 SH DEFINED SOLE RESMED INC Common '761152107 600 14220 SH DEFINED SOLE RESPIRONICS INC Common '761230101 36 549 SH DEFINED SOLE RETAIL VENTURES INC Common '76128Y102 331 68200 SH DEFINED SOLE REYNOLDS AMERICAN INC Common '761713106 15799 267647 SH DEFINED SOLE RF MICRODEVICES INC Common '749941100 365 137163 SH DEFINED SOLE RIVERBED TECHNOLOGY INC Common '768573107 399 26870 SH DEFINED SOLE RLI CORP Common '749607107 2345 47300 SH DEFINED SOLE ROBBINS & MYERS INC Common '770196103 546 16727 SH DEFINED SOLE ROBERT HALF INTL INC Common '770323103 5925 230201 SH DEFINED SOLE ROCKWELL AUTOMATION INC Common '773903109 10845 188876 SH DEFINED SOLE ROCKWELL COLLINS INC Common '774341101 11302 197757 SH DEFINED SOLE ROGERS COMMUNICATIONS INC Common '775109200 1261 35100 SH DEFINED SOLE ROGERS CORP Common '775133101 33 1000 SH DEFINED SOLE ROHM & HAAS CO Common '775371107 8574 158552 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- ROLLINS INC Common '775711104 564 31902 SH DEFINED SOLE ROSS STORES INC Common '778296103 1197 39965 SH DEFINED SOLE ROWAN COS INC Common '779382100 5423 131697 SH DEFINED SOLE ROYAL BK CDA MONTREAL QUE Common '780087102 240 5157 SH DEFINED SOLE ROYAL CARIBBEAN CRUISES LTD Common 'V7780T103 6 194 SH DEFINED SOLE ROYAL KPN NV Common '780641205 719 42500 SH DEFINED SOLE RPM INTL INC Common '749685103 276 13195 SH DEFINED SOLE RTI INTL METALS INC Common '74973W107 922 20400 SH DEFINED SOLE RUBY TUESDAY INC Common '781182100 9 1256 SH DEFINED SOLE RYDER SYS INC Common '783549108 4271 70124 SH DEFINED SOLE S1 CORPORATION Common '78463B101 253 35636 SH DEFINED SOLE SADIA S A Common '786326108 37 2100 SH DEFINED SOLE SAFECO CORP Common '786429100 5931 135167 SH DEFINED SOLE SAFEWAY INC Common '786514208 16350 557053 SH DEFINED SOLE SAIC INC Common '78390X101 136 7300 SH DEFINED SOLE SAKS INC Common '79377W108 254 20379 SH DEFINED SOLE SAN JUAN BASIN RTY TR Common '798241105 700 18800 SH DEFINED SOLE SANDY SPRING BANCORP INC Common '800363103 6 208 SH DEFINED SOLE SANMINA SCI CORP Common '800907107 8 5099 SH DEFINED SOLE SAPIENT CORP Common '803062108 406 58461 SH DEFINED SOLE SAPPI LTD Common '803069202 203 17700 SH DEFINED SOLE SARA LEE CORP Common '803111103 13099 937006 SH DEFINED SOLE SASOL LTD Common '803866300 397 8210 SH DEFINED SOLE SATYAM COMPUTER SERVICES LTD Common '804098101 602 26671 SH DEFINED SOLE SAUL CTRS INC Common '804395101 156 3100 SH DEFINED SOLE SCANA CORP NEW Common '80589M102 2154 58893 SH DEFINED SOLE SCHERING PLOUGH CORP Common '806605101 31998 2220521 SH DEFINED SOLE SCHLUMBERGER LTD Common '806857108 144997 1666633 SH DEFINED SOLE SCHOLASTIC CORP Common '807066105 42 1393 SH DEFINED SOLE SCHOOL SPECIALTY INC Common '807863105 132 4204 SH DEFINED SOLE SCHWAB CHARLES CORP NEW Common '808513105 25462 1354383 SH DEFINED SOLE SCHWEITZER-MAUDUIT INTL INC Common '808541106 51 2200 SH DEFINED SOLE SCIELE PHARMA INC Common '808627103 35 1789 SH DEFINED SOLE SCIENTIFIC GAMES CORP Common '80874P109 172 8140 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- SCOTTS MIRACLE GRO CO Common '810186106 760 23451 SH DEFINED SOLE SCRIPPS E W CO OHIO Common '811054204 5258 125168 SH DEFINED SOLE SEACOR HOLDINGS INC Common '811904101 3331 39023 SH DEFINED SOLE SEAGATE TECHNOLOGY Common 'G7945J104 2002 95603 SH DEFINED SOLE SEALED AIR CORP NEW Common '81211K100 5402 213949 SH DEFINED SOLE SEARS HLDGS CORP Common '812350956 3063 30000 PUT DEFINED SOLE SECURE COMPUTING CORP Common '813705100 940 145511 SH DEFINED SOLE SEI INVESTMENTS CO Common '784117103 83 3373 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y407 381 12412 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y704 10037 268369 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y605 1074 43198 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y886 1835 48367 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y209 3710 119017 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y506 53475 722044 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y100 8367 208281 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y803 13496 602496 SH DEFINED SOLE SELECTIVE INS GROUP INC Common '816300107 2326 97577 SH DEFINED SOLE SEMICONDUCTOR HLDRS TR Common '816636203 514 17897 SH DEFINED SOLE SEMPRA ENERGY Common '816851109 20612 386865 SH DEFINED SOLE SEPRACOR INC Common '817315104 270 13829 SH DEFINED SOLE SERVICE CORP INTL Common '817565104 977 96340 SH DEFINED SOLE SHANDA INTERACTIVE ENTMT LTD Common '81941Q203 195 6663 SH DEFINED SOLE SHAW COMMUNICATIONS INC Common '82028K200 236 13000 SH DEFINED SOLE SHAW GROUP INC Common '820280105 1461 30991 SH DEFINED SOLE SHENGDA TECH INC Common '823213103 8 915 SH DEFINED SOLE SHERWIN WILLIAMS CO Common '824348106 6661 130506 SH DEFINED SOLE SHIP FINANCE INTERNATIONAL L Common 'G81075106 21 800 SH DEFINED SOLE SHIRE PLC Common '82481R106 9 154 SH DEFINED SOLE SHUFFLE MASTER INC Common '825549108 124 23252 SH DEFINED SOLE SHUTTERFLY INC Common '82568P304 26 1751 SH DEFINED SOLE SI INTL INC Common '78427V102 304 15842 SH DEFINED SOLE SIEMENS A G Common '826197501 1357 12457 SH DEFINED SOLE SIERRA PAC RES NEW Common '826428104 1115 88257 SH DEFINED SOLE SIGNATURE BK NEW YORK N Y Common '82669G104 495 19399 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- SILICON LABORATORIES INC Common '826919102 271 8598 SH DEFINED SOLE SILVER STD RES INC Common '82823L106 6 203 SH DEFINED SOLE SILVER WHEATON CORP Common '828336107 25 1600 SH DEFINED SOLE SIMON PPTY GROUP INC NEW Common '828806109 26604 286347 SH DEFINED SOLE SIMPSON MANUFACTURING CO INC Common '829073105 65 2400 SH DEFINED SOLE SINA CORP Common 'G81477104 14 400 SH DEFINED SOLE SINCLAIR BROADCAST GROUP INC Common '829226109 36 4093 SH DEFINED SOLE SINOPEC SHANGHAI PETROCHEMIC Common '82935M109 308 8800 SH DEFINED SOLE SIRF TECHNOLOGY HLDGS INC Common '82967H101 84 16567 SH DEFINED SOLE SIRONA DENTAL SYSTEMS INC Common '82966C103 13 496 SH DEFINED SOLE SIX FLAGS INC Common '83001P109 12 7200 SH DEFINED SOLE SJW CORP Common '784305104 489 17100 SH DEFINED SOLE SKECHERS U S A INC Common '830566105 176 8700 SH DEFINED SOLE SKYLINE CORP Common '830830105 242 8700 SH DEFINED SOLE SKYWEST INC Common '830879102 2 114 SH DEFINED SOLE SKYWORKS SOLUTIONS INC Common '83088M102 540 74382 SH DEFINED SOLE SL GREEN RLTY CORP Common '78440X101 1378 16911 SH DEFINED SOLE SLM CORP Common '78442P106 9657 629123 SH DEFINED SOLE SMITH & WESSON HLDG CORP Common '831756101 9 1800 SH DEFINED SOLE SMITH A O Common '831865209 651 19800 SH DEFINED SOLE SMITH INTL INC Common '832110100 15963 248521 SH DEFINED SOLE SMITH MICRO SOFTWARE INC Common '832154108 13 2200 SH DEFINED SOLE SMITHFIELD FOODS INC Common '832248108 2108 81843 SH DEFINED SOLE SMUCKER J M CO Common '832696405 3519 69524 SH DEFINED SOLE SMURFIT-STONE CONTAINER CORP Common '832727101 14 1874 SH DEFINED SOLE SNAP ON INC Common '833034101 4745 93313 SH DEFINED SOLE SOHU COM INC Common '83408W103 9 203 SH DEFINED SOLE SONICWALL INC Common '835470105 90 11045 SH DEFINED SOLE SONOCO PRODS CO Common '835495102 432 15105 SH DEFINED SOLE SONY CORP Common '835699307 393 9800 SH DEFINED SOLE SOTHEBYS Common '835898107 307 10619 SH DEFINED SOLE SOUTH FINL GROUP INC Common '837841105 50 3350 SH DEFINED SOLE SOUTHERN CO Common '842587107 36924 1036907 SH DEFINED SOLE SOUTHERN COPPER CORP Common '84265V105 311 2994 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- SOUTHERN UN CO NEW Common '844030106 1480 63617 SH DEFINED SOLE SOUTHWEST AIRLS CO Common '844741108 12069 973346 SH DEFINED SOLE SOUTHWESTERN ENERGY CO Common '845467109 1835 54461 SH DEFINED SOLE SOVEREIGN BANCORP INC Common '845905108 5944 637753 SH DEFINED SOLE SPANSION INC Common '84649R101 7 2492 SH DEFINED SOLE SPARTAN MTRS INC Common '846819100 10 1165 SH DEFINED SOLE SPARTAN STORES INC Common '846822104 144 6932 SH DEFINED SOLE SPARTECH CORP Common '847220209 1076 127300 SH DEFINED SOLE SPDR TR Common '78462F103 537315 4071493 SH DEFINED SOLE SPECTRA ENERGY CORP Common '847560109 20698 909817 SH DEFINED SOLE SPEEDWAY MOTORSPORTS INC Common '847788106 321 12800 SH DEFINED SOLE SPHERION CORP Common '848420105 586 95700 SH DEFINED SOLE SPIRIT AEROSYSTEMS HLDGS INC Common '848574109 1175 52967 SH DEFINED SOLE SPRINT NEXTEL CORP Common '852061100 24692 3690872 SH DEFINED SOLE SPX CORP Common '784635104 3149 30020 SH DEFINED SOLE SRA INTL INC Common '78464R105 359 14786 SH DEFINED SOLE ST JUDE MED INC Common '790849103 21403 495561 SH DEFINED SOLE STANCORP FINL GROUP INC Common '852891100 3167 66381 SH DEFINED SOLE STANDARD MICROSYSTEMS CORP Common '853626109 77 2654 SH DEFINED SOLE STANLEY WKS Common '854616109 7017 147363 SH DEFINED SOLE STAPLES INC Common '855030102 5151 233190 SH DEFINED SOLE STAR BULK CARRIERS CORP Common 'Y8162K105 48 4215 SH DEFINED SOLE STARWOOD HOTELS&RESORTS WRLD Common '85590A401 11207 216567 SH DEFINED SOLE STATE STR CORP Common '857477103 42919 543274 SH DEFINED SOLE STEAK N SHAKE CO Common '857873103 168 21300 SH DEFINED SOLE STEC INC Common '784774101 13 2042 SH DEFINED SOLE STEELCASE INC Common '858155203 335 30278 SH DEFINED SOLE STEIN MART INC Common '858375108 5 915 SH DEFINED SOLE STEINER LEISURE LTD Common 'P8744Y102 73 2212 SH DEFINED SOLE STEINWAY MUSICAL INSTRS INC Common '858495104 168 5900 SH DEFINED SOLE STEWART INFORMATION SVCS COR Common '860372101 649 23200 SH DEFINED SOLE STILLWATER MNG CO Common '86074Q102 56 3600 SH DEFINED SOLE STMICROELECTRONICS N V Common '861012102 459 43100 SH DEFINED SOLE STONE ENERGY CORP Common '861642106 1271 24300 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- STRATASYS INC Common '862685104 36 2001 SH DEFINED SOLE STRATEGIC HOTELS & RESORTS I Common '86272T106 932 71000 SH DEFINED SOLE STRAYER ED INC Common '863236105 529 3470 SH DEFINED SOLE STRYKER CORP Common '863667101 19158 294513 SH DEFINED SOLE STUDENT LN CORP Common '863902102 221 2237 SH DEFINED SOLE SUN COMMUNITIES INC Common '866674104 498 24300 SH DEFINED SOLE SUN HEALTHCARE GROUP INC Common '866933401 840 63930 SH DEFINED SOLE SUN LIFE FINL INC Common '866796105 1072 23000 SH DEFINED SOLE SUN MICROSYSTEMS INC Common '866810203 8755 564088 SH DEFINED SOLE SUNCOR ENERGY INC Common '867229106 1698 17624 SH DEFINED SOLE SUNOCO INC Common '86764P109 8643 164726 SH DEFINED SOLE SUNOCO LOGISTICS PRTNRS L P Common '86764L108 908 18600 SH DEFINED SOLE SUNOPTA INC Common '8676EP108 205 40124 SH DEFINED SOLE SUNPOWER CORP Common '867652109 116 1557 SH DEFINED SOLE SUNTRUST BKS INC Common '867914103 25499 462446 SH DEFINED SOLE SUPERGEN INC Common '868059106 6 2500 SH DEFINED SOLE SUPERIOR ENERGY SVCS INC Common '868157108 542 13668 SH DEFINED SOLE SUPERTEX INC Common '868532102 10 477 SH DEFINED SOLE SUPERVALU INC Common '868536103 8092 269910 SH DEFINED SOLE SUREWEST COMMUNICATIONS Common '868733106 3 200 SH DEFINED SOLE SURMODICS INC Common '868873100 143 3418 SH DEFINED SOLE SVB FINL GROUP Common '78486Q101 3275 75209 SH DEFINED SOLE SWIFT ENERGY CO Common '870738101 1183 26300 SH DEFINED SOLE SYBASE INC Common '871130100 2566 97566 SH DEFINED SOLE SYKES ENTERPRISES INC Common '871237103 40 2248 SH DEFINED SOLE SYMANTEC CORP Common '871503108 235 14167 SH DEFINED SOLE SYNAPTICS INC Common '87157D109 17 700 SH DEFINED SOLE SYNERON MEDICAL LTD Common 'M87245102 352 24186 SH DEFINED SOLE SYNIVERSE HLDGS INC Common '87163F106 3 200 SH DEFINED SOLE SYNNEX CORP Common '87162W100 363 17100 SH DEFINED SOLE SYNOPSYS INC Common '871607107 744 32803 SH DEFINED SOLE SYNOVUS FINL CORP Common '87161C105 1175 106221 SH DEFINED SOLE SYSCO CORP Common '871829107 23225 800314 SH DEFINED SOLE T-3 ENERGY SRVCS INC Common '87306E107 154 3617 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- TAIWAN SEMICONDUCTOR MFG LTD Common '874039100 90 8727 SH DEFINED SOLE TARGET CORP Common '87612E106 60008 1184065 SH DEFINED SOLE TASER INTL INC Common '87651B104 510 54406 SH DEFINED SOLE TATA COMMUNICATIONS LTD Common '876564105 97 3900 SH DEFINED SOLE TATA MTRS LTD Common '876568502 2 100 SH DEFINED SOLE TCF FINL CORP Common '872275102 1408 78592 SH DEFINED SOLE TEAM INC Common '878155100 222 8123 SH DEFINED SOLE TECHNE CORP Common '878377100 1311 19484 SH DEFINED SOLE TECO ENERGY INC Common '872375100 426 26702 SH DEFINED SOLE TEJON RANCH CO DEL Common '879080109 455 12200 SH DEFINED SOLE TELECOM CORP NEW ZEALAND LTD Common '879278208 359 24176 SH DEFINED SOLE TELECOM ITALIA S P A NEW Common '87927Y201 116 7000 SH DEFINED SOLE TELECOMUNICACOES DE SAO PAUL Common '87929A102 563 22500 SH DEFINED SOLE TELEFLEX INC Common '879369106 2481 52003 SH DEFINED SOLE TELEPHONE & DATA SYS INC Common '879433100 1388 35347 SH DEFINED SOLE TELEPHONE & DATA SYS INC Common '879433860 78 2100 SH DEFINED SOLE TELIK INC Common '87959M109 0 300 SH DEFINED SOLE TELLABS INC Common '879664100 1558 286349 SH DEFINED SOLE TEMPLE INLAND INC Common '879868107 308 24253 SH DEFINED SOLE TENET HEALTHCARE CORP Common '88033G100 2919 515683 SH DEFINED SOLE TEPPCO PARTNERS L P Common '872384102 728 21100 SH DEFINED SOLE TERADATA CORP DEL Common '88076W103 5240 237515 SH DEFINED SOLE TERADYNE INC Common '880770102 3660 294666 SH DEFINED SOLE TEREX CORP NEW Common '880779103 11929 190860 SH DEFINED SOLE TERNIUM SA Common '880890108 86 2400 SH DEFINED SOLE TERRA INDS INC Common '880915103 3516 98956 SH DEFINED SOLE TERRA NITROGEN CO L P Common '881005201 33 300 SH DEFINED SOLE TESORO CORP Common '881609101 4975 165845 SH DEFINED SOLE TETRA TECHNOLOGIES INC DEL Common '88162F105 670 42287 SH DEFINED SOLE TEXAS INDS INC Common '882491103 24 392 SH DEFINED SOLE TEXAS INSTRS INC Common '882508104 53372 1887937 SH DEFINED SOLE TEXTRON INC Common '883203101 16797 303089 SH DEFINED SOLE TFS FINL CORP Common '87240R107 255 21191 SH DEFINED SOLE THERAVANCE INC Common '88338T104 10 929 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- THERMO FISHER SCIENTIFIC INC Common '883556102 29896 525975 SH DEFINED SOLE THESTREET COM Common '88368Q103 9 1090 SH DEFINED SOLE THOMAS & BETTS CORP Common '884315102 806 22162 SH DEFINED SOLE THOMAS WEISEL PARTNERS GRP I Common '884481102 127 19274 SH DEFINED SOLE THOMSON CORP Common '884903105 64 1900 SH DEFINED SOLE THORNBURG MTG INC Common '885218107 2 1390 SH DEFINED SOLE TIDEWATER INC Common '886423102 362 6571 SH DEFINED SOLE TIERONE CORP Common '88650R108 147 13065 SH DEFINED SOLE TIFFANY & CO NEW Common '886547108 7029 167996 SH DEFINED SOLE TIM HORTONS INC Common '88706M103 1719 50492 SH DEFINED SOLE TIM PARTICIPACOES S A Common '88706P106 94 2900 SH DEFINED SOLE TIMBERLAND CO Common '887100105 681 49605 SH DEFINED SOLE TIME WARNER CABLE INC Common '88732J108 267 10669 SH DEFINED SOLE TIME WARNER INC Common '887317105 70887 5056126 SH DEFINED SOLE TIMKEN CO Common '887389104 1267 42634 SH DEFINED SOLE TITANIUM METALS CORP Common '888339207 1478 98225 SH DEFINED SOLE TJX COS INC NEW Common '872540109 20169 609900 SH DEFINED SOLE TORCHMARK CORP Common '891027104 9880 164358 SH DEFINED SOLE TORO CO Common '891092108 1236 29862 SH DEFINED SOLE TORONTO DOMINION BK ONT Common '891160509 7766 126579 SH DEFINED SOLE TOTAL SYS SVCS INC Common '891906109 4554 192489 SH DEFINED SOLE TOYOTA MOTOR CORP Common '892331307 270 2673 SH DEFINED SOLE TRADESTATION GROUP INC Common '89267P105 735 86212 SH DEFINED SOLE TRANE INC Common '892893108 10062 219226 SH DEFINED SOLE TRANSALTA CORP Common '89346D107 165 5300 SH DEFINED SOLE TRANSATLANTIC HLDGS INC Common '893521104 674 10154 SH DEFINED SOLE TRANSCANADA CORP Common '89353D107 35 900 SH DEFINED SOLE TRANSDIGM GROUP INC Common '893641100 597 16100 SH DEFINED SOLE TRANSMONTAIGNE PARTNERS L P Common '89376V100 54 1900 SH DEFINED SOLE TRANSOCEAN INC NEW Common 'G90073100 57669 426545 SH DEFINED SOLE TRAVELERS COMPANIES INC Common '89417E109 40429 844904 SH DEFINED SOLE TRIARC COS INC Common '895927309 192 27800 SH DEFINED SOLE TRIDENT MICROSYSTEMS INC Common '895919108 7 1335 SH DEFINED SOLE TRIMBLE NAVIGATION LTD Common '896239100 171 5997 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- TRINITY INDS INC Common '896522109 367 13759 SH DEFINED SOLE TRIZETTO GROUP INC Common '896882107 801 47984 SH DEFINED SOLE TRONOX INC Common '897051207 0 16 SH DEFINED SOLE TRUSTCO BK CORP N Y Common '898349105 662 74717 SH DEFINED SOLE TRW AUTOMOTIVE HLDGS CORP Common '87264S106 395 16902 SH DEFINED SOLE TSAKOS ENERGY NAVIGATION LTD Common 'G9108L108 215 7000 SH DEFINED SOLE TUESDAY MORNING CORP Common '899035505 24 4592 SH DEFINED SOLE TURBOCHEF TECHNOLOGIES INC Common '900006206 177 27229 SH DEFINED SOLE TURKCELL ILETISIM HIZMETLERI Common '900111204 581 27800 SH DEFINED SOLE TWEEN BRANDS INC Common '901166108 188 7581 SH DEFINED SOLE TXCO RES INC Common '87311M102 701 56744 SH DEFINED SOLE TYCO ELECTRONICS LTD Common 'G9144P105 21412 623904 SH DEFINED SOLE TYCO INTL LTD BERMUDA Common 'G9143X208 27296 619667 SH DEFINED SOLE TYSON FOODS INC Common '902494103 4767 298877 SH DEFINED SOLE UBS AG Common 'H89231338 506 17580 SH DEFINED SOLE UCBH HOLDINGS INC Common '90262T308 1317 169886 SH DEFINED SOLE UDR INC Common '902653104 571 23286 SH DEFINED SOLE UGI CORP NEW Common '902681105 1929 77405 SH DEFINED SOLE UIL HLDG CORP Common '902748102 48 1600 SH DEFINED SOLE ULTRA PETROLEUM CORP Common '903914109 765 9868 SH DEFINED SOLE UNIBANCO-UNIAO DE BANCOS BRA Common '90458E107 956 8200 SH DEFINED SOLE UNIFIRST CORP MASS Common '904708104 56 1500 SH DEFINED SOLE UNION PAC CORP Common '907818108 43626 347951 SH DEFINED SOLE UNISOURCE ENERGY CORP Common '909205106 78 3500 SH DEFINED SOLE UNISYS CORP Common '909214108 1274 287546 SH DEFINED SOLE UNIT CORP Common '909218109 311 5487 SH DEFINED SOLE UNITED BANKSHARES INC WEST V Common '909907107 514 19325 SH DEFINED SOLE UNITED ONLINE INC Common '911268100 4 344 SH DEFINED SOLE UNITED PARCEL SERVICE INC Common '911312106 104995 1437888 SH DEFINED SOLE UNITED RENTALS INC Common '911363109 513 27218 SH DEFINED SOLE UNITED STATES CELLULAR CORP Common '911684108 75 1360 SH DEFINED SOLE UNITED STATES STL CORP NEW Common '912909108 17468 137685 SH DEFINED SOLE UNITED STATIONERS INC Common '913004107 935 19641 SH DEFINED SOLE UNITED TECHNOLOGIES CORP Common '913017109 120365 1748979 SH DEFINED SOLE
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SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- UNITEDHEALTH GROUP INC Common '91324P102 61013 1775701 SH DEFINED SOLE UNITRIN INC Common '913275103 2 48 SH DEFINED SOLE UNIVERSAL AMERICAN CORP Common '913377107 1053 99317 SH DEFINED SOLE UNIVERSAL DISPLAY CORP Common '91347P105 3 201 SH DEFINED SOLE UNIVERSAL HEALTH RLTY INCM T Common '91359E105 47 1400 SH DEFINED SOLE UNIVERSAL HLTH SVCS INC Common '913903100 146 2728 SH DEFINED SOLE UNIVERSAL TECHNICAL INST INC Common '913915104 545 46500 SH DEFINED SOLE UNUM GROUP Common '91529Y106 10784 489946 SH DEFINED SOLE URBAN OUTFITTERS INC Common '917047102 483 15428 SH DEFINED SOLE URS CORP NEW Common '903236107 978 29916 SH DEFINED SOLE URSTADT BIDDLE PPTYS INS Common '917286205 25 1600 SH DEFINED SOLE US BANCORP DEL Common '902973304 80314 2481897 SH DEFINED SOLE USEC INC Common '90333E108 21 5800 SH DEFINED SOLE UST INC Common '902911106 12010 220286 SH DEFINED SOLE UTSTARCOM INC Common '918076100 16 5766 SH DEFINED SOLE V F CORP Common '918204108 11266 145347 SH DEFINED SOLE VALASSIS COMMUNICATIONS INC Common '918866104 173 15930 SH DEFINED SOLE VALEANT PHARMACEUTICALS INTL Common '91911X104 261 20340 SH DEFINED SOLE VALERO ENERGY CORP NEW Common '91913Y100 37046 754338 SH DEFINED SOLE VALSPAR CORP Common '920355104 1607 80995 SH DEFINED SOLE VALUECLICK INC Common '92046N102 289 16763 SH DEFINED SOLE VARIAN MED SYS INC Common '92220P105 8523 181968 SH DEFINED SOLE VARIAN SEMICONDUCTOR EQUIPMN Common '922207105 996 35412 SH DEFINED SOLE VCA ANTECH INC Common '918194101 1407 51476 SH DEFINED SOLE VECTOR GROUP LTD Common '92240M108 290 16500 SH DEFINED SOLE VENOCO INC Common '92275P307 36 3100 SH DEFINED SOLE VENTAS INC Common '92276F100 39 861 SH DEFINED SOLE VEOLIA ENVIRONNEMENT Common '92334N103 483 6900 SH DEFINED SOLE VERIFONE HLDGS INC Common '92342Y109 236 14888 SH DEFINED SOLE VERIGY LTD Common 'Y93691106 352 18726 SH DEFINED SOLE VERIZON COMMUNICATIONS INC Common '92343V104 43084 1182001 SH DEFINED SOLE VIACOM INC NEW Common '92553P201 32269 814456 SH DEFINED SOLE VIASAT INC Common '92552V100 109 5021 SH DEFINED SOLE VISHAY INTERTECHNOLOGY INC Common '928298108 145 16058 SH DEFINED SOLE
46 OF 49 CMC_LONG_ACCT.20080331 5/1/2008
SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- VITAL SIGNS INC Common '928469105 188 3722 SH DEFINED SOLE VIVO PARTICIPACOES S A Common '92855S101 109 18300 SH DEFINED SOLE VMWARE INC Common '928563402 15 360 SH DEFINED SOLE VODAFONE GROUP PLC NEW Common '92857W209 502 17002 SH DEFINED SOLE VOLCOM INC Common '92864N101 7 335 SH DEFINED SOLE VORNADO RLTY TR Common '929042109 15092 175059 SH DEFINED SOLE VOTORANTIM CELULOSE E PAPEL Common '92906P106 305 10700 SH DEFINED SOLE VULCAN MATLS CO Common '929160109 10338 155693 SH DEFINED SOLE W P CAREY & CO LLC Common '92930Y107 21 700 SH DEFINED SOLE WACHOVIA CORP NEW Common '929903102 76640 2838522 SH DEFINED SOLE WAL MART STORES INC Common '931142103 196069 3721881 SH DEFINED SOLE WALGREEN CO Common '931422109 49079 1288501 SH DEFINED SOLE WARNACO GROUP INC Common '934390402 190 4831 SH DEFINED SOLE WASHINGTON FED INC Common '938824109 1088 47742 SH DEFINED SOLE WASHINGTON MUT INC Common '939322103 11340 1100944 SH DEFINED SOLE WASHINGTON POST CO Common '939640108 6719 10157 SH DEFINED SOLE WASHINGTON REAL ESTATE INVT Common '939653101 94 2800 SH DEFINED SOLE WASTE MGMT INC DEL Common '94106L109 21367 636694 SH DEFINED SOLE WASTE SERVICES INC DEL Common '941075202 2 300 SH DEFINED SOLE WATERS CORP Common '941848103 8952 160714 SH DEFINED SOLE WATSON PHARMACEUTICALS INC Common '942683103 3739 127523 SH DEFINED SOLE WATTS WATER TECHNOLOGIES INC Common '942749102 1060 37800 SH DEFINED SOLE WD-40 CO Common '929236107 126 3790 SH DEFINED SOLE WEATHERFORD INTERNATIONAL LT Common 'G95089101 28690 395885 SH DEFINED SOLE WEBMD HEALTH CORP Common '94770V102 2 88 SH DEFINED SOLE WEBSENSE INC Common '947684106 49 2597 SH DEFINED SOLE WEBSTER FINL CORP CONN Common '947890109 1125 40380 SH DEFINED SOLE WEIGHT WATCHERS INTL INC NEW Common '948626106 979 21135 SH DEFINED SOLE WELLCARE HEALTH PLANS INC Common '94946T106 367 9411 SH DEFINED SOLE WELLPOINT INC Common '94973V107 31326 709856 SH DEFINED SOLE WELLS FARGO & CO NEW Common '949746101 37507 1288899 SH DEFINED SOLE WENDYS INTL INC Common '950590109 2546 110416 SH DEFINED SOLE WERNER ENTERPRISES INC Common '950755108 771 41615 SH DEFINED SOLE WESCO FINL CORP Common '950817106 5 13 SH DEFINED SOLE
47 OF 49 CMC_LONG_ACCT.20080331 5/1/2008
SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- WESCO INTL INC Common '95082P105 654 17932 SH DEFINED SOLE WESTAMERICA BANCORPORATION Common '957090103 983 18699 SH DEFINED SOLE WESTAR ENERGY INC Common '95709T100 1333 58525 SH DEFINED SOLE WESTERN DIGITAL CORP Common '958102105 3411 126145 SH DEFINED SOLE WESTERN UN CO Common '959802109 20738 974977 SH DEFINED SOLE WESTLAKE CHEM CORP Common '960413102 17 1282 SH DEFINED SOLE WESTPAC BKG CORP Common '961214301 76 700 SH DEFINED SOLE WESTWOOD ONE INC Common '961815107 12 5700 SH DEFINED SOLE WEYERHAEUSER CO Common '962166104 17280 265686 SH DEFINED SOLE WGL HLDGS INC Common '92924F106 5248 163704 SH DEFINED SOLE WHIRLPOOL CORP Common '963320106 8297 95604 SH DEFINED SOLE WHITE MTNS INS GROUP LTD Common 'G9618E107 858 1787 SH DEFINED SOLE WILEY JOHN & SONS INC Common '968223206 348 8767 SH DEFINED SOLE WILLBROS GROUP INC Common '969199108 811 26500 SH DEFINED SOLE WILLIAMS COS INC DEL Common '969457100 27239 825934 SH DEFINED SOLE WILLIAMS PARTNERS L P Common '96950F104 750 23800 SH DEFINED SOLE WILMINGTON TRUST CORP Common '971807102 1425 45832 SH DEFINED SOLE WINDSTREAM CORP Common '97381W104 1486 124313 SH DEFINED SOLE WINTRUST FINANCIAL CORP Common '97650W108 572 16360 SH DEFINED SOLE WMS INDS INC Common '929297109 234 6500 SH DEFINED SOLE WOLVERINE WORLD WIDE INC Common '978097103 133 4600 SH DEFINED SOLE WOODWARD GOVERNOR CO Common '980745103 1940 72499 SH DEFINED SOLE WORLD FUEL SVCS CORP Common '981475106 362 12900 SH DEFINED SOLE WORLD WRESTLING ENTMT INC Common '98156Q108 20 1100 SH DEFINED SOLE WORTHINGTON INDS INC Common '981811102 652 38648 SH DEFINED SOLE WRIGHT MED GROUP INC Common '98235T107 1002 41593 SH DEFINED SOLE WRIGLEY WM JR CO Common '982526105 16629 264626 SH DEFINED SOLE WYETH Common '983024100 75450 1806750 SH DEFINED SOLE WYNDHAM WORLDWIDE CORP Common '98310W108 5388 260518 SH DEFINED SOLE XCEL ENERGY INC Common '98389B100 3933 197124 SH DEFINED SOLE XEROX CORP Common '984121103 18471 1233868 SH DEFINED SOLE XL CAP LTD Common 'G98255105 8506 287850 SH DEFINED SOLE XM SATELLITE RADIO HLDGS INC Common '983759101 119 10271 SH DEFINED SOLE XTO ENERGY INC Common '98385X106 39180 633360 SH DEFINED SOLE
48 OF 49 CMC_LONG_ACCT.20080331 5/1/2008
SHARE OR TITLE OF PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP VALUE(x) AMOUNT PUT/CALL DISCRETION AUTHORITY - -------------------------------------------------------------------------------------------------------------- YAHOO INC Common '984332106 23933 826707 SH DEFINED SOLE YAMANA GOLD INC Common '98462Y100 31 2100 SH DEFINED SOLE YRC WORLDWIDE INC Common '984249102 423 32148 SH DEFINED SOLE YUCHENG TECHNOLOGIES LTD Common 'G98777108 15 900 SH DEFINED SOLE YUM BRANDS INC Common '988498101 22591 607126 SH DEFINED SOLE ZALE CORP NEW Common '988858106 188 9500 SH DEFINED SOLE ZEBRA TECHNOLOGIES CORP Common '989207105 373 11204 SH DEFINED SOLE ZIMMER HLDGS INC Common '98956P102 25036 321548 SH DEFINED SOLE ZIONS BANCORPORATION Common '989701107 7419 162807 SH DEFINED SOLE ZORAN CORP Common '98975F101 31 2294 SH DEFINED SOLE ZUMIEZ INC Common '989817101 72 4583 SH DEFINED SOLE ZYMOGENETICS INC Common '98985T109 6 628 SH DEFINED SOLE 14904048
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