-----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, E2PwBzRuYiiyboCnQhsEt22zaxwcXcV9onlLY0ItAOaPq9SfIb+5HhHA4vsfn6b+ Yn0FCWnyYRWNmfpJQYFiAA== 0001193125-08-178358.txt : 20080814 0001193125-08-178358.hdr.sgml : 20080814 20080814161600 ACCESSION NUMBER: 0001193125-08-178358 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 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: 081019258 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 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 August 14, 2008 - --------------------------- [City, State] [Date] [Signature] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1718 Form 13F Information Table Value Total: $13,342,103 (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
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- 1ST SOURCE CORP Common '336901103 67 4,182 SH DEFINED SOLE 3COM CORP Common '885535104 165 77,724 SH DEFINED SOLE 3M CO Common '88579Y101 60,729 872,670 SH DEFINED SOLE A D C TELECOMMUNICATIONS Common '000886309 1,258 85,237 SH DEFINED SOLE AAR CORP Common '000361105 1,196 88,400 SH DEFINED SOLE ABAXIS INC Common '002567105 24 1,000 SH DEFINED SOLE ABB LTD Common '000375204 988 34,872 SH DEFINED SOLE ABBOTT LABS Common '002824100 20,662 390,068 SH DEFINED SOLE ABERCROMBIE & FITCH CO Common '002896207 7,624 121,629 SH DEFINED SOLE ABRAXIS BIOSCIENCE INC NEW Common '00383Y102 2 39 SH DEFINED SOLE ACCENTURE LTD BERMUDA Common 'G1150G111 845 20,745 SH DEFINED SOLE ACCO BRANDS CORP Common '00081T108 1,330 118,456 SH DEFINED SOLE ACCURAY INC Common '004397105 150 20,563 SH DEFINED SOLE ACE LTD Common 'G0070K103 22,477 408,014 SH DEFINED SOLE ACERGY S A Common '00443E104 313 14,042 SH DEFINED SOLE ACME PACKET INC Common '004764106 83 10,635 SH DEFINED SOLE ACTUANT CORP Common '00508X203 444 14,178 SH DEFINED SOLE ACTUATE CORP Common '00508B102 120 30,594 SH DEFINED SOLE ACUITY BRANDS INC Common '00508Y102 988 20,541 SH DEFINED SOLE ACXIOM CORP Common '005125109 179 15,571 SH DEFINED SOLE ADOBE SYS INC Common '00724F101 4,573 116,293 SH DEFINED SOLE ADOLOR CORP Common '00724X102 19 3,487 SH DEFINED SOLE ADVANCE AMER CASH ADVANCE Common '00739W107 606 119,251 SH DEFINED SOLE ADVANCE AUTO PARTS INC Common '00751Y106 974 25,075 SH DEFINED SOLE ADVANCED MEDICAL OPTICS IN Common '00763M108 257 13,737 SH DEFINED SOLE ADVANCED MICRO DEVICES INC Common '007903107 3,591 615,913 SH DEFINED SOLE ADVANCED SEMICONDUCTOR ENG Common '00756M404 292 65,521 SH DEFINED SOLE ADVANTA CORP Common '007942204 9 1,436 SH DEFINED SOLE ADVENT SOFTWARE INC Common '007974108 206 5,723 SH DEFINED SOLE ADVISORY BRD CO Common '00762W107 1,428 36,212 SH DEFINED SOLE AECOM TECHNOLOGY CORP DELA Common '00766T100 9 280 SH DEFINED SOLE AERCAP HOLDINGS NV Common 'N00985106 34 2,700 SH DEFINED SOLE AEROPOSTALE Common '007865108 2,498 79,740 SH DEFINED SOLE AES CORP Common '00130H105 15,333 798,197 SH DEFINED SOLE AETNA INC NEW Common '00817Y108 26,486 653,484 SH DEFINED SOLE AFC ENTERPRISES INC Common '00104Q107 10 1,238 SH DEFINED SOLE AFFILIATED COMPUTER SERVIC Common '008190100 4,975 93,013 SH DEFINED SOLE AFFILIATED MANAGERS GROUP Common '008252108 261 2,903 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- AFFYMETRIX INC Common '00826T108 369 35,911 SH DEFINED SOLE AFLAC INC Common '001055102 33,426 532,254 SH DEFINED SOLE AGCO CORP Common '001084102 2,534 48,347 SH DEFINED SOLE AGILENT TECHNOLOGIES INC Common '00846U101 14,330 403,213 SH DEFINED SOLE AIR METHODS CORP Common '009128307 429 17,173 SH DEFINED SOLE AIR PRODS & CHEMS INC Common '009158106 22,910 231,745 SH DEFINED SOLE AIRGAS INC Common '009363102 1,405 24,067 SH DEFINED SOLE AIRTRAN HLDGS INC Common '00949P108 45 21,895 SH DEFINED SOLE AK STL HLDG CORP Common '001547108 10,029 145,343 SH DEFINED SOLE AKAMAI TECHNOLOGIES INC Common '00971T101 533 15,313 SH DEFINED SOLE AKORN INC Common '009728106 98 29,601 SH DEFINED SOLE ALASKA AIR GROUP INC Common '011659109 220 14,345 SH DEFINED SOLE ALBANY INTL CORP Common '012348108 1,239 42,711 SH DEFINED SOLE ALBEMARLE CORP Common '012653101 299 7,486 SH DEFINED SOLE ALCATEL-LUCENT Common '013904305 930 154,031 SH DEFINED SOLE ALCOA INC Common '013817101 35,597 999,349 SH DEFINED SOLE ALEXANDER & BALDWIN INC Common '014482103 23 515 SH DEFINED SOLE ALIGN TECHNOLOGY INC Common '016255101 5 491 SH DEFINED SOLE ALLEGHANY CORP DEL Common '017175100 412 1,240 SH DEFINED SOLE ALLEGHENY ENERGY INC Common '017361106 11,905 237,582 SH DEFINED SOLE ALLEGHENY TECHNOLOGIES INC Common '01741R102 7,681 129,579 SH DEFINED SOLE ALLERGAN INC Common '018490102 19,841 381,184 SH DEFINED SOLE ALLETE INC Common '018522300 450 10,717 SH DEFINED SOLE ALLIANCE DATA SYSTEMS CORP Common '018581108 764 13,512 SH DEFINED SOLE ALLIANCEBERNSTEIN HOLDING LP Common '01881G106 1,561 28,541 SH DEFINED SOLE ALLIED CAP CORP NEW Common '01903Q108 1,993 143,482 SH DEFINED SOLE ALLIED IRISH BKS P L C Common '019228402 228 7,403 SH DEFINED SOLE ALLIED WASTE INDS INC Common '019589308 5,223 413,836 SH DEFINED SOLE ALLIED WRLD ASSUR COM HLDG L Common 'G0219G203 647 16,332 SH DEFINED SOLE ALLIS CHALMERS ENERGY INC Common '019645506 244 13,700 SH DEFINED SOLE ALLSTATE CORP Common '020002101 30,040 658,921 SH DEFINED SOLE ALNYLAM PHARMACEUTICALS IN Common '02043Q107 14 542 SH DEFINED SOLE ALPHA NATURAL RESOURCES IN Common '02076X102 2,034 19,503 SH DEFINED SOLE ALPHARMA INC Common '020813101 126 5,600 SH DEFINED SOLE ALTAIR NANOTECHNOLOGIES IN Common '021373105 21 12,331 SH DEFINED SOLE ALTRIA GROUP INC Common '02209S103 54,763 2,663,567 SH DEFINED SOLE ALUMINA LTD Common '022205108 60 3,300 SH DEFINED SOLE ALUMINUM CORP CHINA LTD Common '022276109 6 200 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- AMAG PHARMACEUTICALS INC Common '00163U106 3 100 SH DEFINED SOLE AMAZON COM INC Common '023135106 3,732 50,940 SH DEFINED SOLE AMB PROPERTY CORP Common '00163T109 3,419 67,874 SH DEFINED SOLE AMBASSADORS GROUP INC Common '023177108 41 2,780 SH DEFINED SOLE AMCORE FINL INC Common '023912108 383 67,791 SH DEFINED SOLE AMEDISYS INC Common '023436108 2,187 43,382 SH DEFINED SOLE AMERCO Common '023586100 5 100 SH DEFINED SOLE AMEREN CORP Common '023608102 11,342 268,573 SH DEFINED SOLE AMERICA MOVIL SAB DE CV Common '02364W105 92 1,738 SH DEFINED SOLE AMERICAN AXLE & MFG HLDGS IN Common '024061103 157 19,691 SH DEFINED SOLE AMERICAN CAMPUS CMNTYS INC Common '024835100 6 212 SH DEFINED SOLE AMERICAN COMMERCIAL LINES Common '025195207 4 382 SH DEFINED SOLE AMERICAN EAGLE OUTFITTERS Common '02553E106 561 41,162 SH DEFINED SOLE AMERICAN ELEC PWR INC Common '025537101 5,449 135,438 SH DEFINED SOLE AMERICAN EQTY INVT LIFE HL Common '025676206 789 96,801 SH DEFINED SOLE AMERICAN EXPRESS CO Common '025816109 56,424 1,497,837 SH DEFINED SOLE AMERICAN FINL GROUP INC OH Common '025932104 3,124 116,795 SH DEFINED SOLE AMERICAN INTL GROUP INC Common '026874107 86,688 3,276,201 SH DEFINED SOLE AMERICAN ORIENTAL BIOENGR Common '028731107 14 1,400 SH DEFINED SOLE AMERICAN RAILCAR INDS INC Common '02916P103 22 1,294 SH DEFINED SOLE AMERICAN REPROGRAPHICS CO Common '029263100 14 858 SH DEFINED SOLE AMERICAN SUPERCONDUCTOR CO Common '030111108 1 34 SH DEFINED SOLE AMERICAN TOWER CORP Common '029912201 19,621 464,399 SH DEFINED SOLE AMERICREDIT CORP Common '03060R101 136 15,833 SH DEFINED SOLE AMERIGAS PARTNERS L P Common '030975106 844 26,500 SH DEFINED SOLE AMERIGROUP CORP Common '03073T102 6 305 SH DEFINED SOLE AMERIPRISE FINL INC Common '03076C106 12,535 308,222 SH DEFINED SOLE AMERISOURCEBERGEN CORP Common '03073E105 7,068 176,740 SH DEFINED SOLE AMERISTAR CASINOS INC Common '03070Q101 101 7,310 SH DEFINED SOLE AMETEK INC NEW Common '031100100 2,385 50,500 SH DEFINED SOLE AMGEN INC Common '031162100 33,480 709,924 SH DEFINED SOLE AMPCO-PITTSBURGH CORP Common '032037103 311 7,000 SH DEFINED SOLE AMPHENOL CORP NEW Common '032095101 1,886 42,032 SH DEFINED SOLE AMSURG CORP Common '03232P405 28 1,159 SH DEFINED SOLE AMTRUST FINANCIAL SERVICES Common '032359309 161 12,794 SH DEFINED SOLE ANADARKO PETE CORP Common '032511107 48,511 648,201 SH DEFINED SOLE ANADIGICS INC Common '032515108 251 25,486 SH DEFINED SOLE ANALOG DEVICES INC Common '032654105 11,965 376,614 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- ANALOGIC CORP Common '032657207 1,281 20,312 SH DEFINED SOLE ANCHOR BANCORP WIS INC Common '032839102 461 65,705 SH DEFINED SOLE ANDERSONS INC Common '034164103 90 2,216 SH DEFINED SOLE ANGLOGOLD ASHANTI LTD Common '035128206 97 2,865 SH DEFINED SOLE ANHEUSER BUSCH COS INC Common '035229103 53,715 864,691 SH DEFINED SOLE ANIXTER INTL INC Common '035290105 206 3,471 SH DEFINED SOLE ANNALY CAP MGMT INC Common '035710409 10 668 SH DEFINED SOLE ANNTAYLOR STORES CORP Common '036115103 21 883 SH DEFINED SOLE AON CORP Common '037389103 18,514 403,004 SH DEFINED SOLE APACHE CORP Common '037411105 59,563 428,508 SH DEFINED SOLE APARTMENT INVT & MGMT CO Common '03748R101 4,252 124,843 SH DEFINED SOLE APEX SILVER MINES LTD Common 'G04074103 4 800 SH DEFINED SOLE APOGEE ENTERPRISES INC Common '037598109 212 13,139 SH DEFINED SOLE APOLLO INVT CORP Common '03761U106 323 22,523 SH DEFINED SOLE APPLIED INDL TECHNOLOGIES Common '03820C105 65 2,694 SH DEFINED SOLE APPLIED MATLS INC Common '038222105 14,929 782,030 SH DEFINED SOLE APRIA HEALTHCARE GROUP INC Common '037933108 164 8,436 SH DEFINED SOLE APTARGROUP INC Common '038336103 134 3,184 SH DEFINED SOLE AQUA AMERICA INC Common '03836W103 648 40,565 SH DEFINED SOLE AQUILA INC Common '03840P102 273 72,396 SH DEFINED SOLE ARACRUZ CELULOSE S A Common '038496204 15 200 SH DEFINED SOLE ARBOR RLTY TR INC Common '038923108 505 56,312 SH DEFINED SOLE ARCH CAP GROUP LTD Common 'G0450A105 641 9,678 SH DEFINED SOLE ARCH CHEMICALS INC Common '03937R102 467 14,100 SH DEFINED SOLE ARCH COAL INC Common '039380100 2,830 37,716 SH DEFINED SOLE ARCHER DANIELS MIDLAND CO Common '039483102 26,436 783,277 SH DEFINED SOLE ARENA RESOURCES INC Common '040049108 360 6,808 SH DEFINED SOLE ARIAD PHARMACEUTICALS INC Common '04033A100 65 27,185 SH DEFINED SOLE ARKANSAS BEST CORP DEL Common '040790107 786 21,454 SH DEFINED SOLE ARM HLDGS PLC Common '042068106 9 1,774 SH DEFINED SOLE ARROW ELECTRS INC Common '042735100 50 1,631 SH DEFINED SOLE ASHLAND INC NEW Common '044209104 3,869 80,264 SH DEFINED SOLE ASIAINFO HLDGS INC Common '04518A104 19 1,577 SH DEFINED SOLE ASML HOLDING N V Common 'N07059186 330 13,498 SH DEFINED SOLE ASSISTED LIVING CONCPT NEV N Common '04544X102 3 500 SH DEFINED SOLE ASSOCIATED BANC CORP Common '045487105 4,031 208,984 SH DEFINED SOLE ASSURANT INC Common '04621X108 9,194 139,385 SH DEFINED SOLE ASSURED GUARANTY LTD Common 'G0585R106 85 4,740 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- ASTA FDG INC Common '046220109 0 52 SH DEFINED SOLE ASTEC INDS INC Common '046224101 242 7,515 SH DEFINED SOLE ASTORIA FINL CORP Common '046265104 1,213 60,388 SH DEFINED SOLE AT&T INC Common '00206R102 82,046 2,435,332 SH DEFINED SOLE ATHEROS COMMUNICATIONS INC Common '04743P108 82 2,743 SH DEFINED SOLE ATLANTIC TELE NETWORK INC Common '049079205 133 4,829 SH DEFINED SOLE ATLAS AMER INC Common '049167109 135 2,984 SH DEFINED SOLE ATLAS ENERGY RESOURCES LLC Common '049303100 366 9,600 SH DEFINED SOLE ATMEL CORP Common '049513104 355 101,986 SH DEFINED SOLE ATP OIL & GAS CORP Common '00208J108 643 16,293 SH DEFINED SOLE AU OPTRONICS CORP Common '002255107 151 9,525 SH DEFINED SOLE AUTODESK INC Common '052769106 739 21,862 SH DEFINED SOLE AUTOLIV INC Common '052800109 42 904 SH DEFINED SOLE AUTOMATIC DATA PROCESSING Common '053015103 24,426 582,952 SH DEFINED SOLE AUTONATION INC Common '05329W102 3,906 389,833 SH DEFINED SOLE AUTOZONE INC Common '053332102 6,320 52,223 SH DEFINED SOLE AVALONBAY CMNTYS INC Common '053484101 8,074 90,555 SH DEFINED SOLE AVATAR HLDGS INC Common '053494100 141 4,676 SH DEFINED SOLE AVERY DENNISON CORP Common '053611109 5,830 132,706 SH DEFINED SOLE AVIS BUDGET GROUP Common '053774105 258 30,773 SH DEFINED SOLE AVNET INC Common '053807103 611 22,391 SH DEFINED SOLE AVOCENT CORP Common '053893103 217 11,686 SH DEFINED SOLE AVON PRODS INC Common '054303102 21,929 608,796 SH DEFINED SOLE AVX CORP NEW Common '002444107 500 44,181 SH DEFINED SOLE AXCELIS TECHNOLOGIES INC Common '054540109 0 62 SH DEFINED SOLE AXIS CAPITAL HOLDINGS Common 'G0692U109 901 30,239 SH DEFINED SOLE AXSYS TECHNOLOGIES INC Common '054615109 583 11,194 SH DEFINED SOLE BAKER HUGHES INC Common '057224107 38,380 439,429 SH DEFINED SOLE BAKER MICHAEL CORP Common '057149106 9 400 SH DEFINED SOLE BALL CORP Common '058498106 6,030 126,313 SH DEFINED SOLE BALLARD PWR SYS INC Common '05858H104 0 33 SH DEFINED SOLE BALLY TECHNOLOGIES INC Common '05874B107 20 600 SH DEFINED SOLE BANCO BRADESCO S A Common '059460303 20 964 SH DEFINED SOLE BANCO SANTANDER CHILE NEW Common '05965X109 397 9,227 SH DEFINED SOLE BANCO SANTANDER SA Common '05964H105 0 25 SH DEFINED SOLE BANCOLOMBIA S A Common '05968L102 72 2,300 SH DEFINED SOLE BANCORPSOUTH INC Common '059692103 3,229 184,625 SH DEFINED SOLE BANK MONTREAL QUE Common '063671101 1,451 35,200 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- BANK NOVA SCOTIA HALIFAX Common '064149107 1,505 32,851 SH DEFINED SOLE BANK OF AMERICA CORPORATIO Common '060505104 140,293 5,877,397 SH DEFINED SOLE BANK OF NEW YORK MELLON CO Common '064058100 53,378 1,410,992 SH DEFINED SOLE BANK OF THE OZARKS INC Common '063904106 71 4,753 SH DEFINED SOLE BANKRATE INC Common '06646V108 50 1,286 SH DEFINED SOLE BANNER CORP Common '06652V109 673 75,968 SH DEFINED SOLE BARCLAYS PLC Common '06738E204 703 30,365 SH DEFINED SOLE BARD C R INC Common '067383109 11,678 132,783 SH DEFINED SOLE BARE ESCENTUALS INC Common '067511105 356 19,104 SH DEFINED SOLE BARNES & NOBLE INC Common '067774109 205 8,255 SH DEFINED SOLE BARNES GROUP INC Common '067806109 1,266 54,837 SH DEFINED SOLE BARR PHARMACEUTICALS INC Common '068306109 5,736 127,251 SH DEFINED SOLE BARRICK GOLD CORP Common '067901108 1,920 42,187 SH DEFINED SOLE BAXTER INTL INC Common '071813109 49,871 779,959 SH DEFINED SOLE BB&T CORP Common '054937107 15,566 683,604 SH DEFINED SOLE BCE INC Common '05534B760 77 2,200 SH DEFINED SOLE BE AEROSPACE INC Common '073302101 2,145 92,173 SH DEFINED SOLE BEAZER HOMES USA INC Common '07556Q105 22 3,900 SH DEFINED SOLE BECKMAN COULTER INC Common '075811109 2,788 41,286 SH DEFINED SOLE BECTON DICKINSON & CO Common '075887109 23,718 291,738 SH DEFINED SOLE BELDEN INC Common '077454106 582 17,176 SH DEFINED SOLE BELO CORP Common '080555105 1,008 137,928 SH DEFINED SOLE BEMIS INC Common '081437105 2,467 110,057 SH DEFINED SOLE BERKLEY W R CORP Common '084423102 455 18,825 SH DEFINED SOLE BEST BUY INC Common '086516101 17,915 452,403 SH DEFINED SOLE BGC PARTNERS INC Common '05541T101 10 1,338 SH DEFINED SOLE BIDZ COM INC Common '08883T200 2 200 SH DEFINED SOLE BIG 5 SPORTING GOODS CORP Common '08915P101 11 1,496 SH DEFINED SOLE BIG LOTS INC Common '089302103 3,952 126,492 SH DEFINED SOLE BIO RAD LABS INC Common '090572207 793 9,800 SH DEFINED SOLE BIOMARIN PHARMACEUTICAL IN Common '09061G101 402 13,879 SH DEFINED SOLE BIOMIMETIC THERAPEUTICS INC Common '09064X101 4 300 SH DEFINED SOLE BIOVAIL CORP Common '09067J109 13 1,346 SH DEFINED SOLE BJ SVCS CO Common '055482103 11,701 366,343 SH DEFINED SOLE BJS RESTAURANTS INC Common '09180C106 300 30,787 SH DEFINED SOLE BJS WHOLESALE CLUB INC Common '05548J106 2,312 59,730 SH DEFINED SOLE BLACK & DECKER CORP Common '091797100 1,985 34,517 SH DEFINED SOLE BLACK HILLS CORP Common '092113109 1,734 54,098 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- BLACKROCK INC Common '09247X101 3,427 19,364 SH DEFINED SOLE BLOCK H & R INC Common '093671105 9,303 434,702 SH DEFINED SOLE BLOCKBUSTER INC Common '093679108 8 3,276 SH DEFINED SOLE BLOUNT INTL INC NEW Common '095180105 676 58,200 SH DEFINED SOLE BLUE COAT SYSTEMS INC Common '09534T508 6 439 SH DEFINED SOLE BLYTH INC Common '09643P108 128 10,671 SH DEFINED SOLE BMC SOFTWARE INC Common '055921100 10,601 294,461 SH DEFINED SOLE BOARDWALK PIPELINE PARTNERS Common '096627104 473 20,125 SH DEFINED SOLE BOB EVANS FARMS INC Common '096761101 2,281 79,762 SH DEFINED SOLE BOEING CO Common '097023105 63,900 972,306 SH DEFINED SOLE BOIS D ARC ENERGY INC Common '09738U103 625 25,700 SH DEFINED SOLE BORDERS GROUP INC Common '099709107 70 11,642 SH DEFINED SOLE BOSTON PRIVATE FINL HLDGS Common '101119105 144 25,465 SH DEFINED SOLE BOSTON PROPERTIES INC Common '101121101 16,487 182,744 SH DEFINED SOLE BOSTON SCIENTIFIC CORP Common '101137107 19,090 1,553,302 SH DEFINED SOLE BOWNE & CO INC Common '103043105 80 6,300 SH DEFINED SOLE BOYD GAMING CORP Common '103304101 215 17,084 SH DEFINED SOLE BP PLC Common '055622104 398 5,716 SH DEFINED SOLE BRADY CORP Common '104674106 1,078 31,206 SH DEFINED SOLE BRANDYWINE RLTY TR Common '105368203 1,387 88,015 SH DEFINED SOLE BRASIL TELECOM PARTICIPACO Common '105530109 73 1,000 SH DEFINED SOLE BRASIL TELECOM SA Common '10553M101 195 6,100 SH DEFINED SOLE BRE PROPERTIES INC Common '05564E106 165 3,806 SH DEFINED SOLE BRIGGS & STRATTON CORP Common '109043109 224 17,689 SH DEFINED SOLE BRIGHTPOINT INC Common '109473405 26 3,524 SH DEFINED SOLE BRINKS CO Common '109696104 826 12,628 SH DEFINED SOLE BRISTOL MYERS SQUIBB CO Common '110122108 26,900 1,310,255 SH DEFINED SOLE BRITISH AMERN TOB PLC Common '110448107 194 2,800 SH DEFINED SOLE BRITISH SKY BROADCASTING GRO Common '111013108 512 13,700 SH DEFINED SOLE BROADCOM CORP Common '111320107 1,219 44,656 SH DEFINED SOLE BROADRIDGE FINL SOLUTIONS Common '11133T103 1,500 71,262 SH DEFINED SOLE BROOKDALE SR LIVING INC Common '112463104 407 20,007 SH DEFINED SOLE BROOKFIELD ASSET MGMT INC Common '112585104 261 8,018 SH DEFINED SOLE BROOKFIELD PPTYS CORP Common '112900105 38 2,152 SH DEFINED SOLE BROOKS AUTOMATION INC Common '114340102 1,301 157,293 SH DEFINED SOLE BROWN & BROWN INC Common '115236101 1,558 89,604 SH DEFINED SOLE BROWN FORMAN CORP Common '115637100 23 300 SH DEFINED SOLE BROWN FORMAN CORP Common '115637209 8,248 109,146 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- BRUNSWICK CORP Common '117043109 62 5,885 SH DEFINED SOLE BRUSH ENGINEERED MATLS INC Common '117421107 63 2,600 SH DEFINED SOLE BT GROUP PLC Common '05577E101 524 13,200 SH DEFINED SOLE BUCKEYE GP HOLDINGS LP Common '118167105 79 3,500 SH DEFINED SOLE BUCKEYE PARTNERS L P Common '118230101 1,073 25,079 SH DEFINED SOLE BUCKEYE TECHNOLOGIES INC Common '118255108 49 5,801 SH DEFINED SOLE BUCKLE INC Common '118440106 1,078 23,572 SH DEFINED SOLE BUFFALO WILD WINGS INC Common '119848109 994 40,048 SH DEFINED SOLE BUILD A BEAR WORKSHOP Common '120076104 489 67,300 SH DEFINED SOLE BUILDERS FIRSTSOURCE INC Common '12008R107 63 11,920 SH DEFINED SOLE BUILDING MATLS HLDG CORP Common '120113105 1 600 SH DEFINED SOLE BUNGE LIMITED Common 'G16962105 743 6,897 SH DEFINED SOLE BURLINGTON NORTHN SANTA FE Common '12189T104 34,994 350,330 SH DEFINED SOLE C D I CORP Common '125071100 186 7,300 SH DEFINED SOLE C H ROBINSON WORLDWIDE INC Common '12541W209 2,606 47,543 SH DEFINED SOLE CABELAS INC Common '126804301 98 8,898 SH DEFINED SOLE CABOT CORP Common '127055101 1,069 43,957 SH DEFINED SOLE CABOT OIL & GAS CORP Common '127097103 8,848 130,631 SH DEFINED SOLE CACI INTL INC Common '127190304 1,345 29,393 SH DEFINED SOLE CADBURY PLC Common '12721E102 403 8,000 SH DEFINED SOLE CALAMOS ASSET MGMT INC Common '12811R104 10 602 SH DEFINED SOLE CALIFORNIA PIZZA KITCHEN I Common '13054D109 1,149 102,680 SH DEFINED SOLE CALIFORNIA WTR SVC GROUP Common '130788102 1,998 60,960 SH DEFINED SOLE CALLON PETE CO DEL Common '13123X102 189 6,900 SH DEFINED SOLE CALPINE CORP Common '131347304 199 8,829 SH DEFINED SOLE CAMBREX CORP Common '132011107 16 2,700 SH DEFINED SOLE CAMERON INTERNATIONAL CORP Common '13342B105 14,690 265,396 SH DEFINED SOLE CAMPBELL SOUP CO Common '134429109 8,729 260,893 SH DEFINED SOLE CANADIAN NAT RES LTD Common '136385101 2,171 21,657 SH DEFINED SOLE CANADIAN NATL RY CO Common '136375102 792 16,479 SH DEFINED SOLE CANADIAN SOLAR INC Common '136635109 1,700 42,400 SH DEFINED SOLE CANO PETE INC Common '137801106 3 400 SH DEFINED SOLE CAPITAL ONE FINL CORP Common '14040H105 17,770 467,498 SH DEFINED SOLE CAPITAL TRUST INC MD Common '14052H506 544 28,328 SH DEFINED SOLE CAPITOL BANCORP LTD Common '14056D105 439 48,900 SH DEFINED SOLE CAPLEASE INC Common '140288101 7 1,000 SH DEFINED SOLE CARDINAL HEALTH INC Common '14149Y108 22,189 430,193 SH DEFINED SOLE CARDIOME PHARMA CORP Common '14159U202 17 1,957 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- CAREER EDUCATION CORP Common '141665109 3,098 212,068 SH DEFINED SOLE CARLISLE COS INC Common '142339100 150 5,183 SH DEFINED SOLE CARMAX INC Common '143130102 54 3,828 SH DEFINED SOLE CARNIVAL CORP Common '143658300 15,271 463,316 SH DEFINED SOLE CARNIVAL PLC Common '14365C103 593 18,564 SH DEFINED SOLE CARPENTER TECHNOLOGY CORP Common '144285103 1,566 35,868 SH DEFINED SOLE CARRIZO OIL & CO INC Common '144577103 1,719 25,262 SH DEFINED SOLE CASCADE BANCORP Common '147154108 0 56 SH DEFINED SOLE CASH AMER INTL INC Common '14754D100 914 29,477 SH DEFINED SOLE CASTLE A M & CO Common '148411101 220 7,700 SH DEFINED SOLE CATERPILLAR INC DEL Common '149123101 58,042 786,265 SH DEFINED SOLE CATHAY GENERAL BANCORP Common '149150104 207 19,067 SH DEFINED SOLE CB RICHARD ELLIS GROUP INC Common '12497T101 3,963 206,412 SH DEFINED SOLE CBRL GROUP INC Common '12489V106 333 13,578 SH DEFINED SOLE CBS CORP NEW Common '124857202 14,322 734,856 SH DEFINED SOLE CDC CORP Common 'G2022L106 65 26,431 SH DEFINED SOLE CDN IMPERIAL BK OF COMMERC Common '136069101 45 827 SH DEFINED SOLE CEC ENTMT INC Common '125137109 857 30,600 SH DEFINED SOLE CEDAR FAIR L P Common '150185106 491 26,117 SH DEFINED SOLE CELANESE CORP DEL Common '150870103 1,062 23,265 SH DEFINED SOLE CELGENE CORP Common '151020104 118 1,861 SH DEFINED SOLE CENTENNIAL COMMUNCTNS CORP N Common '15133V208 155 22,090 SH DEFINED SOLE CENTERPOINT ENERGY INC Common '15189T107 335 20,902 SH DEFINED SOLE CENTEX CORP Common '152312104 1,595 119,330 SH DEFINED SOLE CENTRAL GARDEN & PET CO Common '153527106 5 981 SH DEFINED SOLE CENTRAL PAC FINL CORP Common '154760102 387 36,260 SH DEFINED SOLE CENTURYTEL INC Common '156700106 5,163 145,074 SH DEFINED SOLE CERAGON NETWORKS LTD Common 'M22013102 70 9,033 SH DEFINED SOLE CERNER CORP Common '156782104 546 12,108 SH DEFINED SOLE CF INDS HLDGS INC Common '125269100 4,409 28,857 SH DEFINED SOLE CGG VERITAS Common '204386106 651 13,800 SH DEFINED SOLE CHAMPION ENTERPRISES INC Common '158496109 98 16,700 SH DEFINED SOLE CHARLES RIV LABS INTL INC Common '159864107 1,162 18,179 SH DEFINED SOLE CHARMING SHOPPES INC Common '161133103 118 25,809 SH DEFINED SOLE CHECKPOINT SYS INC Common '162825103 518 24,800 SH DEFINED SOLE CHEESECAKE FACTORY INC Common '163072101 535 33,682 SH DEFINED SOLE CHEMTURA CORP Common '163893100 363 62,196 SH DEFINED SOLE CHESAPEAKE ENERGY CORP Common '165167107 35,826 543,152 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- CHEVRON CORP NEW Common '166764100 254,529 2,567,629 SH DEFINED SOLE CHICAGO BRIDGE & IRON CO N V Common '167250109 122 3,067 SH DEFINED SOLE CHICOS FAS INC Common '168615102 135 25,202 SH DEFINED SOLE CHINA PRECISION STEEL INC Common '16941J106 151 34,580 SH DEFINED SOLE CHINA SEC & SURVE TECH INC Common '16942J105 55 4,100 SH DEFINED SOLE CHINA TELECOM CORP LTD Common '169426103 511 9,395 SH DEFINED SOLE CHINA UNICOM LTD Common '16945R104 77 4,146 SH DEFINED SOLE CHINDEX INTERNATIONAL INC Common '169467107 17 1,129 SH DEFINED SOLE CHIPOTLE MEXICAN GRILL INC Common '169656105 549 6,647 SH DEFINED SOLE CHIQUITA BRANDS INTL INC Common '170032809 53 3,500 SH DEFINED SOLE CHOICE HOTELS INTL INC Common '169905106 1,334 50,333 SH DEFINED SOLE CHOICEPOINT INC Common '170388102 1,008 20,914 SH DEFINED SOLE CHORDIANT SOFTWARE INC Common '170404305 44 8,781 SH DEFINED SOLE CHRISTOPHER & BANKS CORP Common '171046105 8 1,200 SH DEFINED SOLE CHUBB CORP Common '171232101 22,110 451,137 SH DEFINED SOLE CHURCHILL DOWNS INC Common '171484108 163 4,679 SH DEFINED SOLE CIENA CORP Common '171779309 3,194 138,108 SH DEFINED SOLE CIGNA CORP Common '125509109 12,398 350,319 SH DEFINED SOLE CIMAREX ENERGY CO Common '171798101 5,882 84,425 SH DEFINED SOLE CINCINNATI BELL INC NEW Common '171871106 58 14,522 SH DEFINED SOLE CINCINNATI FINL CORP Common '172062101 6,522 256,790 SH DEFINED SOLE CIRCOR INTL INC Common '17273K109 475 9,700 SH DEFINED SOLE CIRRUS LOGIC INC Common '172755100 49 8,858 SH DEFINED SOLE CISCO SYS INC Common '17275R102 112,928 4,855,056 SH DEFINED SOLE CIT GROUP INC Common '125581108 651 95,617 SH DEFINED SOLE CITI TRENDS INC Common '17306X102 1 58 SH DEFINED SOLE CITIGROUP INC Common '172967101 109,040 6,505,968 SH DEFINED SOLE CITIZENS COMMUNICATIONS CO Common '17453B101 2,898 255,527 SH DEFINED SOLE CITIZENS REPUBLIC BANCORP Common '174420109 33 11,692 SH DEFINED SOLE CITRIX SYS INC Common '177376100 73 2,518 SH DEFINED SOLE CLEAN ENERGY FUELS CORP Common '184499101 50 4,331 SH DEFINED SOLE CLEAR CHANNEL COMMUNICATIO Common '184502102 20,000 568,168 SH DEFINED SOLE CLEARWIRE CORP Common '185385309 8 583 SH DEFINED SOLE CLECO CORP NEW Common '12561W105 74 3,152 SH DEFINED SOLE CLEVELAND CLIFFS INC Common '185896107 1,908 16,006 SH DEFINED SOLE CLOROX CO DEL Common '189054109 8,246 157,973 SH DEFINED SOLE CME GROUP INC Common '12572Q105 23,494 61,311 SH DEFINED SOLE CMS ENERGY CORP Common '125896100 3,286 220,559 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- CNA FINL CORP Common '126117100 42 1,684 SH DEFINED SOLE CNH GLOBAL N V Common 'N20935206 588 17,300 SH DEFINED SOLE CNOOC LTD Common '126132109 69 400 SH DEFINED SOLE CNX GAS CORP Common '12618H309 87 2,059 SH DEFINED SOLE COACH INC Common '189754104 15,239 527,652 SH DEFINED SOLE COCA COLA CO Common '191216100 129,091 2,483,471 SH DEFINED SOLE COCA COLA ENTERPRISES INC Common '191219104 5,320 307,526 SH DEFINED SOLE COCA COLA FEMSA S A B DE C V Common '191241108 39 700 SH DEFINED SOLE COCA COLA HELLENIC BTTLG CO Common '1912EP104 263 9,700 SH DEFINED SOLE COEUR D ALENE MINES CORP IDA Common '192108108 0 100 SH DEFINED SOLE COGDELL SPENCER INC Common '19238U107 44 2,710 SH DEFINED SOLE COGNEX CORP Common '192422103 356 15,424 SH DEFINED SOLE COGO GROUP INC Common '192448108 350 38,399 SH DEFINED SOLE COHEN & STEERS INC Common '19247A100 43 1,668 SH DEFINED SOLE COHERENT INC Common '192479103 88 2,954 SH DEFINED SOLE COHU INC Common '192576106 203 13,862 SH DEFINED SOLE COINSTAR INC Common '19259P300 24 719 SH DEFINED SOLE COLDWATER CREEK INC Common '193068103 57 10,838 SH DEFINED SOLE COLGATE PALMOLIVE CO Common '194162103 44,755 647,680 SH DEFINED SOLE COLLECTIVE BRANDS INC Common '19421W100 10 886 SH DEFINED SOLE COLONIAL PPTYS TR Common '195872106 2,040 101,892 SH DEFINED SOLE COLUMBIA BKG SYS INC Common '197236102 638 32,986 SH DEFINED SOLE COLUMBIA SPORTSWEAR CO Common '198516106 137 3,725 SH DEFINED SOLE COLUMBUS MCKINNON CORP N Y Common '199333105 146 6,058 SH DEFINED SOLE COMCAST CORP NEW Common '20030N101 38,320 2,023,256 SH DEFINED SOLE COMCAST CORP NEW Common '20030N200 1,759 93,751 SH DEFINED SOLE COMERICA INC Common '200340107 6,372 248,627 SH DEFINED SOLE COMMSCOPE INC Common '203372107 1,013 19,198 SH DEFINED SOLE COMMUNITY BK SYS INC Common '203607106 129 6,266 SH DEFINED SOLE COMMUNITY HEALTH SYS INC NEW Common '203668108 688 20,847 SH DEFINED SOLE COMPANHIA DE BEBIDAS DAS A Common '20441W203 6 100 SH DEFINED SOLE COMPANHIA SIDERURGICA NACI Common '20440W105 988 22,241 SH DEFINED SOLE COMPANHIA VALE DO RIO DOCE Common '204412100 471 15,800 SH DEFINED SOLE COMPANHIA VALE DO RIO DOCE Common '204412209 725 20,240 SH DEFINED SOLE COMPUCREDIT CORP Common '20478N100 0 4 SH DEFINED SOLE COMPUTER SCIENCES CORP Common '205363104 8,624 184,115 SH DEFINED SOLE COMPUWARE CORP Common '205638109 4,495 471,159 SH DEFINED SOLE COMTECH TELECOMMUNICATIONS Common '205826209 720 14,707 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- CONAGRA FOODS INC Common '205887102 3,230 167,543 SH DEFINED SOLE CONCUR TECHNOLOGIES INC Common '206708109 81 2,441 SH DEFINED SOLE CONOCOPHILLIPS Common '20825C104 180,282 1,909,972 SH DEFINED SOLE CONSOL ENERGY INC Common '20854P109 25,252 224,723 SH DEFINED SOLE CONSOLIDATED EDISON INC Common '209115104 6,012 153,799 SH DEFINED SOLE CONSOLIDATED GRAPHICS INC Common '209341106 13 263 SH DEFINED SOLE CONSTELLATION BRANDS INC Common '21036P108 4,697 236,518 SH DEFINED SOLE CONSTELLATION BRANDS INC Common '21036P207 6 300 SH DEFINED SOLE CONSTELLATION ENERGY GROUP Common '210371100 18,807 229,076 SH DEFINED SOLE CONTINENTAL RESOURCES INC Common '212015101 88 1,272 SH DEFINED SOLE CONVERGYS CORP Common '212485106 1,650 111,006 SH DEFINED SOLE COOPER INDS LTD Common 'G24182100 10,255 259,614 SH DEFINED SOLE COPANO ENERGY L L C Common '217202100 133 3,932 SH DEFINED SOLE COPART INC Common '217204106 216 5,045 SH DEFINED SOLE CORE LABORATORIES N V Common 'N22717107 157 1,100 SH DEFINED SOLE CORN PRODS INTL INC Common '219023108 2,041 41,558 SH DEFINED SOLE CORNING INC Common '219350105 48,834 2,118,610 SH DEFINED SOLE CORPORATE EXECUTIVE BRD CO Common '21988R102 229 5,439 SH DEFINED SOLE CORPORATE OFFICE PPTYS TR Common '22002T108 138 4,024 SH DEFINED SOLE COSTAR GROUP INC Common '22160N109 710 16,013 SH DEFINED SOLE COSTCO WHSL CORP NEW Common '22160K105 15,109 215,302 SH DEFINED SOLE COUSINS PPTYS INC Common '222795106 230 9,976 SH DEFINED SOLE COVANTA HLDG CORP Common '22282E102 120 4,492 SH DEFINED SOLE COVENTRY HEALTH CARE INC Common '222862104 6,184 203,302 SH DEFINED SOLE COVIDIEN LTD Common 'G2552X108 28,901 603,477 SH DEFINED SOLE CRA INTL INC Common '12618T105 213 5,904 SH DEFINED SOLE CRANE CO Common '224399105 1,187 30,796 SH DEFINED SOLE CREDENCE SYS CORP Common '225302108 0 51 SH DEFINED SOLE CREE INC Common '225447101 364 16,019 SH DEFINED SOLE CRH PLC Common '12626K203 616 21,600 SH DEFINED SOLE CROCS INC Common '227046109 2 284 SH DEFINED SOLE CROSS CTRY HEALTHCARE INC Common '227483104 30 2,109 SH DEFINED SOLE CROSSTEX ENERGY L P Common '22765U102 23 789 SH DEFINED SOLE CROWN HOLDINGS INC Common '228368106 307 11,823 SH DEFINED SOLE CRYOLIFE INC Common '228903100 6 500 SH DEFINED SOLE CSG SYS INTL INC Common '126349109 316 28,661 SH DEFINED SOLE CSX CORP Common '126408103 34,882 555,358 SH DEFINED SOLE CTC MEDIA INC Common '12642X106 541 21,935 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- CUBIC CORP Common '229669106 7 300 SH DEFINED SOLE CUMMINS INC Common '231021106 17,674 269,745 SH DEFINED SOLE CUMULUS MEDIA INC Common '231082108 3 800 SH DEFINED SOLE CV THERAPEUTICS INC Common '126667104 13 1,591 SH DEFINED SOLE CVS CAREMARK CORPORATION Common '126650100 71,032 1,795,085 SH DEFINED SOLE CYBERSOURCE CORP Common '23251J106 145 8,659 SH DEFINED SOLE CYNOSURE INC Common '232577205 22 1,100 SH DEFINED SOLE CYPRESS SEMICONDUCTOR CORP Common '232806109 846 34,176 SH DEFINED SOLE CYTEC INDS INC Common '232820100 991 18,172 SH DEFINED SOLE D R HORTON INC Common '23331A109 4,506 415,276 SH DEFINED SOLE DANAHER CORP DEL Common '235851102 21,473 277,793 SH DEFINED SOLE DANAOS CORPORATION Common 'Y1968P105 35 1,581 SH DEFINED SOLE DARDEN RESTAURANTS INC Common '237194105 5,483 171,657 SH DEFINED SOLE DARLING INTL INC Common '237266101 1,855 112,300 SH DEFINED SOLE DASSAULT SYS S A Common '237545108 29 479 SH DEFINED SOLE DAWSON GEOPHYSICAL CO Common '239359102 411 6,905 SH DEFINED SOLE DCP MIDSTREAM PARTNERS LP Common '23311P100 29 1,000 SH DEFINED SOLE DCT INDUSTRIAL TRUST INC Common '233153105 711 85,914 SH DEFINED SOLE DEALERTRACK HLDGS INC Common '242309102 883 62,677 SH DEFINED SOLE DEAN FOODS CO NEW Common '242370104 2,615 133,263 SH DEFINED SOLE DECKERS OUTDOOR CORP Common '243537107 1,966 14,121 SH DEFINED SOLE DEERE & CO Common '244199105 37,765 523,564 SH DEFINED SOLE DELEK US HLDGS INC Common '246647101 24 2,600 SH DEFINED SOLE DELL INC Common '24702R101 37,795 1,726,580 SH DEFINED SOLE DELPHI FINL GROUP INC Common '247131105 675 29,152 SH DEFINED SOLE DELTA PETE CORP Common '247907207 991 38,860 SH DEFINED SOLE DELUXE CORP Common '248019101 62 3,476 SH DEFINED SOLE DENBURY RES INC Common '247916208 1,330 36,431 SH DEFINED SOLE DENDREON CORP Common '24823Q107 0 67 SH DEFINED SOLE DENNYS CORP Common '24869P104 91 32,040 SH DEFINED SOLE DEUTSCHE BANK AG Common 'D18190898 251 2,943 SH DEFINED SOLE DEUTSCHE TELEKOM AG Common '251566105 263 16,084 SH DEFINED SOLE DEVELOPERS DIVERSIFIED RLT Common '251591103 6,095 175,603 SH DEFINED SOLE DEVON ENERGY CORP NEW Common '25179M103 68,146 567,125 SH DEFINED SOLE DEVRY INC DEL Common '251893103 1,026 19,139 SH DEFINED SOLE DIAMOND FOODS INC Common '252603105 14 612 SH DEFINED SOLE DIAMOND OFFSHORE DRILLING Common '25271C102 862 6,197 SH DEFINED SOLE DIAMONDS TR Common '252787106 31,925 281,478 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- DIANA SHIPPING INC Common 'Y2066G104 74 2,400 SH DEFINED SOLE DICKS SPORTING GOODS INC Common '253393102 1,146 64,610 SH DEFINED SOLE DIEBOLD INC Common '253651103 68 1,923 SH DEFINED SOLE DIGITAL RIV INC Common '25388B104 188 4,876 SH DEFINED SOLE DILLARDS INC Common '254067101 1,318 113,884 SH DEFINED SOLE DINEEQUITY INC Common '254423106 205 5,500 SH DEFINED SOLE DIONEX CORP Common '254546104 1,472 22,185 SH DEFINED SOLE DISCOVER FINL SVCS Common '254709108 6,879 522,301 SH DEFINED SOLE DISNEY WALT CO Common '254687106 78,076 2,502,428 SH DEFINED SOLE DIVX INC Common '255413106 30 4,048 SH DEFINED SOLE DOLBY LABORATORIES INC Common '25659T107 493 12,237 SH DEFINED SOLE DOLLAR FINL CORP Common '256664103 563 37,244 SH DEFINED SOLE DOLLAR THRIFTY AUTOMOTIVE Common '256743105 514 54,400 SH DEFINED SOLE DOLLAR TREE INC Common '256746108 2,546 77,846 SH DEFINED SOLE DOMINION RES INC VA NEW Common '25746U109 34,195 720,042 SH DEFINED SOLE DOMINOS PIZZA INC Common '25754A201 294 25,595 SH DEFINED SOLE DONALDSON INC Common '257651109 2,660 59,596 SH DEFINED SOLE DONNELLEY R R & SONS CO Common '257867101 8,589 289,288 SH DEFINED SOLE DOUBLE-TAKE SOFTWARE INC Common '258598101 37 2,689 SH DEFINED SOLE DOVER CORP Common '260003108 16,234 335,613 SH DEFINED SOLE DOW CHEM CO Common '260543103 8,104 232,154 SH DEFINED SOLE DPL INC Common '233293109 1,930 73,164 SH DEFINED SOLE DR PEPPER SNAPPLE GROUP INC Common '26138E109 156 7,454 SH DEFINED SOLE DREAMWORKS ANIMATION SKG I Common '26153C103 2,512 84,269 SH DEFINED SOLE DRESS BARN INC Common '261570105 416 31,053 SH DEFINED SOLE DRESSER-RAND GROUP INC Common '261608103 793 20,294 SH DEFINED SOLE DREW INDS INC Common '26168L205 790 49,500 SH DEFINED SOLE DRIL-QUIP INC Common '262037104 108 1,718 SH DEFINED SOLE DRS TECHNOLOGIES INC Common '23330X100 699 8,877 SH DEFINED SOLE DRYSHIPS INC Common 'Y2109Q101 8 100 SH DEFINED SOLE DST SYS INC DEL Common '233326107 2,039 37,034 SH DEFINED SOLE DSW INC Common '23334L102 8 700 SH DEFINED SOLE DTE ENERGY CO Common '233331107 8,254 194,475 SH DEFINED SOLE DUKE ENERGY CORP NEW Common '26441C105 5,665 325,936 SH DEFINED SOLE DUKE REALTY CORP Common '264411505 367 16,357 SH DEFINED SOLE DUN & BRADSTREET CORP DEL Common '26483E100 987 11,257 SH DEFINED SOLE DUNCAN ENERGY PARTNERS LP Common '265026104 314 17,398 SH DEFINED SOLE DYCOM INDS INC Common '267475101 70 4,851 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- DYNAMIC MATLS CORP Common '267888105 583 17,698 SH DEFINED SOLE DYNEGY INC DEL Common '26817G102 5,348 625,487 SH DEFINED SOLE E M C CORP MASS Common '268648102 39,587 2,694,814 SH DEFINED SOLE E TRADE FINANCIAL CORP Common '269246104 1,829 584,280 SH DEFINED SOLE EAGLE BULK SHIPPING INC Common 'Y2187A101 2,002 67,666 SH DEFINED SOLE EAGLE MATERIALS INC Common '26969P108 1,048 41,390 SH DEFINED SOLE EARTHLINK INC Common '270321102 3 374 SH DEFINED SOLE EAST WEST BANCORP INC Common '27579R104 708 100,301 SH DEFINED SOLE EASTMAN CHEM CO Common '277432100 8,716 126,575 SH DEFINED SOLE EASTMAN KODAK CO Common '277461109 3,363 233,036 SH DEFINED SOLE EATON CORP Common '278058102 18,893 222,347 SH DEFINED SOLE EATON VANCE CORP Common '278265103 1,278 32,145 SH DEFINED SOLE EBAY INC Common '278642103 3,961 145,055 SH DEFINED SOLE ECHELON CORP Common '27874N105 9 817 SH DEFINED SOLE ECHOSTAR CORP Common '278768106 7 214 SH DEFINED SOLE ECLIPSYS CORP Common '278856109 1,629 88,872 SH DEFINED SOLE ECOLAB INC Common '278865100 7,487 174,164 SH DEFINED SOLE EDISON INTL Common '281020107 23,997 467,057 SH DEFINED SOLE EDUCATION RLTY TR INC Common '28140H104 134 11,515 SH DEFINED SOLE EDWARDS LIFESCIENCES CORP Common '28176E108 2,085 33,601 SH DEFINED SOLE EHEALTH INC Common '28238P109 409 23,151 SH DEFINED SOLE EL PASO CORP Common '28336L109 17,918 824,175 SH DEFINED SOLE EL PASO ELEC CO Common '283677854 1,004 50,700 SH DEFINED SOLE ELDORADO GOLD CORP NEW Common '284902103 19 2,200 SH DEFINED SOLE ELECTRONIC ARTS INC Common '285512109 566 12,735 SH DEFINED SOLE ELECTRONIC DATA SYS NEW Common '285661104 14,047 570,088 SH DEFINED SOLE ELLIS PERRY INTL INC Common '288853104 33 1,554 SH DEFINED SOLE EMBARQ CORP Common '29078E105 7,817 165,374 SH DEFINED SOLE EMBRAER-EMPRESA BRASILEIRA Common '29081M102 617 23,271 SH DEFINED SOLE EMCORE CORP Common '290846104 124 19,792 SH DEFINED SOLE EMERITUS CORP Common '291005106 251 17,200 SH DEFINED SOLE EMERSON ELEC CO Common '291011104 53,579 1,083,494 SH DEFINED SOLE EMMIS COMMUNICATIONS CORP Common '291525103 0 19 SH DEFINED SOLE EMPIRE DIST ELEC CO Common '291641108 993 53,580 SH DEFINED SOLE EMPRESA NACIONAL DE ELCTRCID Common '29244T101 133 3,100 SH DEFINED SOLE EMPRESAS ICA S A DE CV Common '292448206 35 1,400 SH DEFINED SOLE EMS TECHNOLOGIES INC Common '26873N108 197 9,012 SH DEFINED SOLE EMULEX CORP Common '292475209 23 1,996 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- ENBRIDGE ENERGY MANAGEMENT Common '29250X103 117 2,297 SH DEFINED SOLE ENCORE ACQUISITION CO Common '29255W100 565 7,517 SH DEFINED SOLE ENDO PHARMACEUTICALS HLDGS Common '29264F205 598 24,725 SH DEFINED SOLE ENERGEN CORP Common '29265N108 3,374 43,242 SH DEFINED SOLE ENERGIZER HLDGS INC Common '29266R108 1,009 13,810 SH DEFINED SOLE ENERGY EAST CORP Common '29266M109 907 36,689 SH DEFINED SOLE ENERGY PARTNERS LTD Common '29270U105 1,091 73,093 SH DEFINED SOLE ENERGY TRANSFER EQUITY L P Common '29273V100 116 4,000 SH DEFINED SOLE ENERGY TRANSFER PRTNRS L P Common '29273R109 1,900 43,700 SH DEFINED SOLE ENERSIS S A Common '29274F104 788 50,602 SH DEFINED SOLE ENERSYS Common '29275Y102 46 1,348 SH DEFINED SOLE ENI S P A Common '26874R108 812 10,938 SH DEFINED SOLE ENPRO INDS INC Common '29355X107 39 1,035 SH DEFINED SOLE ENSCO INTL INC Common '26874Q100 14,553 180,246 SH DEFINED SOLE ENTEGRIS INC Common '29362U104 1,701 259,627 SH DEFINED SOLE ENTERCOM COMMUNICATIONS CORP Common '293639100 24 3,409 SH DEFINED SOLE ENTERGY CORP NEW Common '29364G103 28,054 232,855 SH DEFINED SOLE ENTRAVISION COMMUNICATIONS C Common '29382R107 164 40,700 SH DEFINED SOLE ENZON PHARMACEUTICALS INC Common '293904108 2 257 SH DEFINED SOLE EOG RES INC Common '26875P101 44,371 338,196 SH DEFINED SOLE EQUIFAX INC Common '294429105 5,383 160,113 SH DEFINED SOLE EQUITABLE RES INC Common '294549100 3,389 49,077 SH DEFINED SOLE EQUITY LIFESTYLE PPTYS INC Common '29472R108 968 21,996 SH DEFINED SOLE EQUITY ONE Common '294752100 1,239 60,269 SH DEFINED SOLE EQUITY RESIDENTIAL Common '29476L107 12,347 322,618 SH DEFINED SOLE ERICSSON L M TEL CO Common '294821608 131 12,638 SH DEFINED SOLE ESSEX PPTY TR INC Common '297178105 439 4,119 SH DEFINED SOLE ESTERLINE TECHNOLOGIES CORP Common '297425100 1,811 36,757 SH DEFINED SOLE ETABLISSEMENTS DELHAIZE FRER Common '29759W101 40 600 SH DEFINED SOLE ETHAN ALLEN INTERIORS INC Common '297602104 534 21,688 SH DEFINED SOLE EURONET WORLDWIDE INC Common '298736109 104 6,171 SH DEFINED SOLE EV ENERGY PARTNERS LP Common '26926V107 53 1,848 SH DEFINED SOLE EVERCORE PARTNERS INC Common '29977A105 300 31,600 SH DEFINED SOLE EVEREST RE GROUP LTD Common 'G3223R108 244 3,067 SH DEFINED SOLE EXCEL MARITIME CARRIERS LTD Common 'V3267N107 27 700 SH DEFINED SOLE EXELIXIS INC Common '30161Q104 395 78,922 SH DEFINED SOLE EXELON CORP Common '30161N101 72,841 809,706 SH DEFINED SOLE EXLSERVICE HOLDINGS INC Common '302081104 126 8,946 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- EXPEDITORS INTL WASH INC Common '302130109 1,064 24,728 SH DEFINED SOLE EXPRESS SCRIPTS INC Common '302182100 4,670 74,450 SH DEFINED SOLE EXTERRAN HLDGS INC Common '30225X103 2,074 29,017 SH DEFINED SOLE EXTRA SPACE STORAGE INC Common '30225T102 4 268 SH DEFINED SOLE EXTREME NETWORKS INC Common '30226D106 1 400 SH DEFINED SOLE EXXON MOBIL CORP Common '30231G102 573,894 6,511,903 SH DEFINED SOLE F M C CORP Common '302491303 129 1,669 SH DEFINED SOLE FAIR ISAAC CORP Common '303250104 884 42,574 SH DEFINED SOLE FAIRCHILD SEMICONDUCTOR IN Common '303726103 1,230 104,864 SH DEFINED SOLE FAMILY DLR STORES INC Common '307000109 2,733 137,046 SH DEFINED SOLE FARO TECHNOLOGIES INC Common '311642102 10 400 SH DEFINED SOLE FBL FINL GROUP INC Common '30239F106 1,688 84,894 SH DEFINED SOLE FCSTONE GROUP INC Common '31308T100 31 1,100 SH DEFINED SOLE FEDERAL HOME LN MTG CORP Common '313400301 12,840 782,949 SH DEFINED SOLE FEDERAL MOGUL CORP Common '313549404 2 130 SH DEFINED SOLE FEDERAL NATL MTG ASSN Common '313586109 25,019 1,282,384 SH DEFINED SOLE FEDERAL REALTY INVT TR Common '313747206 2,266 32,840 SH DEFINED SOLE FEDERATED INVS INC PA Common '314211103 2,444 70,997 SH DEFINED SOLE FEDEX CORP Common '31428X106 28,033 355,798 SH DEFINED SOLE FELCOR LODGING TR INC Common '31430F101 1,114 106,094 SH DEFINED SOLE FERRELLGAS PARTNERS L.P. Common '315293100 71 3,592 SH DEFINED SOLE FIDELITY NATL INFORMATION Common '31620M106 7,089 192,050 SH DEFINED SOLE FIFTH THIRD BANCORP Common '316773100 6,300 617,140 SH DEFINED SOLE FINISH LINE INC Common '317923100 4 476 SH DEFINED SOLE FIRST AMERN CORP CALIF Common '318522307 1,183 44,802 SH DEFINED SOLE FIRST BANCORP P R Common '318672102 865 136,400 SH DEFINED SOLE FIRST BUSEY CORP Common '319383105 133 10,045 SH DEFINED SOLE FIRST COMWLTH FINL CORP PA Common '319829107 227 24,303 SH DEFINED SOLE FIRST HORIZON NATL CORP Common '320517105 816 109,801 SH DEFINED SOLE FIRST MERCHANTS CORP Common '320817109 135 7,421 SH DEFINED SOLE FIRST MIDWEST BANCORP DEL Common '320867104 2,933 157,161 SH DEFINED SOLE FIRST POTOMAC RLTY TR Common '33610F109 4 276 SH DEFINED SOLE FIRST SOLAR INC Common '336433107 428 1,571 SH DEFINED SOLE FIRSTENERGY CORP Common '337932107 30,697 372,855 SH DEFINED SOLE FIRSTMERIT CORP Common '337915102 729 44,665 SH DEFINED SOLE FLAGSTAR BANCORP INC Common '337930101 118 39,300 SH DEFINED SOLE FLAGSTONE REINSURANCE HLDGS Common 'G3529T105 33 2,773 SH DEFINED SOLE FLOW INTL CORP Common '343468104 46 5,899 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- FLOWSERVE CORP Common '34354P105 758 5,543 SH DEFINED SOLE FLUOR CORP NEW Common '343412102 19,033 102,284 SH DEFINED SOLE FMC TECHNOLOGIES INC Common '30249U101 4,110 53,425 SH DEFINED SOLE FOOT LOCKER INC Common '344849104 348 27,972 SH DEFINED SOLE FORD MTR CO DEL Common '345370860 12,974 2,697,370 SH DEFINED SOLE FOREST CITY ENTERPRISES INC Common '345550107 88 2,726 SH DEFINED SOLE FOREST LABS INC Common '345838106 12,473 359,033 SH DEFINED SOLE FOREST OIL CORP Common '346091705 694 9,311 SH DEFINED SOLE FORESTAR REAL ESTATE GROUP Common '346233109 0 11 SH DEFINED SOLE FORMFACTOR INC Common '346375108 89 4,834 SH DEFINED SOLE FORTUNE BRANDS INC Common '349631101 12,007 192,388 SH DEFINED SOLE FORWARD AIR CORP Common '349853101 333 9,615 SH DEFINED SOLE FOSSIL INC Common '349882100 145 4,999 SH DEFINED SOLE FOUNDATION COAL HLDGS INC Common '35039W100 112 1,268 SH DEFINED SOLE FOUNDRY NETWORKS INC Common '35063R100 408 34,497 SH DEFINED SOLE FPL GROUP INC Common '302571104 31,356 478,137 SH DEFINED SOLE FRANKLIN ELEC INC Common '353514102 3 87 SH DEFINED SOLE FRANKLIN RES INC Common '354613101 19,939 217,561 SH DEFINED SOLE FREDS INC Common '356108100 412 36,686 SH DEFINED SOLE FREEPORT-MCMORAN COPPER & Common '35671D857 56,924 485,739 SH DEFINED SOLE FRESH DEL MONTE PRODUCE INC Common 'G36738105 62 2,628 SH DEFINED SOLE FRONTIER FINL CORP WASH Common '35907K105 214 25,082 SH DEFINED SOLE FRONTIER OIL CORP Common '35914P105 924 38,625 SH DEFINED SOLE FUEL SYS SOLUTIONS INC Common '35952W103 4 100 SH DEFINED SOLE FULLER H B CO Common '359694106 49 2,200 SH DEFINED SOLE G & K SVCS INC Common '361268105 42 1,377 SH DEFINED SOLE GALLAGHER ARTHUR J & CO Common '363576109 317 13,135 SH DEFINED SOLE GAMESTOP CORP NEW Common '36467W109 8,236 203,853 SH DEFINED SOLE GANNETT INC Common '364730101 6,425 296,479 SH DEFINED SOLE GAP INC DEL Common '364760108 8,942 536,410 SH DEFINED SOLE GARDNER DENVER INC Common '365558105 672 11,825 SH DEFINED SOLE GARMIN LTD Common 'G37260959 5,355 125,000 PUT DEFINED SOLE GARTNER INC Common '366651107 29 1,404 SH DEFINED SOLE GATX CORP Common '361448103 1,906 42,993 SH DEFINED SOLE GENENTECH INC Common '368710406 106 1,393 SH DEFINED SOLE GENERAL CABLE CORP DEL NEW Common '369300108 1,254 20,612 SH DEFINED SOLE GENERAL DYNAMICS CORP Common '369550108 40,745 483,904 SH DEFINED SOLE GENERAL ELECTRIC CO Common '369604103 326,625 12,237,712 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- GENERAL GROWTH PPTYS INC Common '370021107 11,213 320,087 SH DEFINED SOLE GENERAL MLS INC Common '370334104 8,869 145,947 SH DEFINED SOLE GENERAL MOLY INC Common '370373102 199 25,300 SH DEFINED SOLE GENESEE & WYO INC Common '371559105 1,301 38,251 SH DEFINED SOLE GENESIS ENERGY L P Common '371927104 57 3,100 SH DEFINED SOLE GENPACT LIMITED Common 'G3922B107 19 1,250 SH DEFINED SOLE GEN-PROBE INC NEW Common '36866T103 622 13,101 SH DEFINED SOLE GENTIVA HEALTH SERVICES IN Common '37247A102 279 14,667 SH DEFINED SOLE GENUINE PARTS CO Common '372460105 6,611 166,600 SH DEFINED SOLE GENWORTH FINL INC Common '37247D106 10,407 584,351 SH DEFINED SOLE GEO GROUP INC Common '36159R103 559 24,842 SH DEFINED SOLE GEORESOURCES INC Common '372476101 15 800 SH DEFINED SOLE GEORGIA GULF CORP Common '373200203 19 6,700 SH DEFINED SOLE GERDAU S A Common '373737105 1,019 42,448 SH DEFINED SOLE GERON CORP Common '374163103 128 37,188 SH DEFINED SOLE GETTY IMAGES INC Common '374276103 331 9,741 SH DEFINED SOLE GETTY RLTY CORP NEW Common '374297109 331 22,975 SH DEFINED SOLE GEVITY HR INC Common '374393106 0 68 SH DEFINED SOLE GFI GROUP INC Common '361652209 77 8,568 SH DEFINED SOLE GIGAMEDIA LTD Common 'Y2711Y104 16 1,379 SH DEFINED SOLE GILEAD SCIENCES INC Common '375558103 6,292 118,924 SH DEFINED SOLE GIVEN IMAGING Common 'M52020100 2 138 SH DEFINED SOLE GLACIER BANCORP INC NEW Common '37637Q105 582 36,378 SH DEFINED SOLE GLG PARTNERS INC Common '37929X107 12 1,601 SH DEFINED SOLE GLIMCHER RLTY TR Common '379302102 2 192 SH DEFINED SOLE GOLD FIELDS LTD NEW Common '38059T106 11 900 SH DEFINED SOLE GOLDEN STAR RES LTD CDA Common '38119T104 5 2,000 SH DEFINED SOLE GOLDMAN SACHS GROUP INC Common '38141G104 87,566 500,661 SH DEFINED SOLE GOODRICH CORP Common '382388106 10,353 218,136 SH DEFINED SOLE GOODYEAR TIRE & RUBR CO Common '382550101 4,951 277,702 SH DEFINED SOLE GOOGLE INC Common '38259P508 58,835 111,718 SH DEFINED SOLE GRACE W R & CO DEL NEW Common '38388F108 11 481 SH DEFINED SOLE GRACO INC Common '384109104 122 3,210 SH DEFINED SOLE GRAFTECH INTL LTD Common '384313102 2,390 89,093 SH DEFINED SOLE GRAINGER W W INC Common '384802104 9,357 114,384 SH DEFINED SOLE GRAMERCY CAP CORP Common '384871109 467 40,304 SH DEFINED SOLE GRAN TIERRA ENERGY INC Common '38500T101 0 100 SH DEFINED SOLE GRANITE CONSTR INC Common '387328107 116 3,671 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- GREAT ATLANTIC & PAC TEA INC Common '390064103 162 7,100 SH DEFINED SOLE GREAT PLAINS ENERGY INC Common '391164100 462 18,283 SH DEFINED SOLE GREEN MTN COFFEE ROASTERS IN Common '393122106 50 1,326 SH DEFINED SOLE GREENLIGHT CAPITAL RE LTD Common 'G4095J109 103 4,518 SH DEFINED SOLE GREIF INC Common '397624107 339 5,291 SH DEFINED SOLE GREIF INC Common '397624206 11 200 SH DEFINED SOLE GROUPE CGI INC Common '39945C109 77 7,700 SH DEFINED SOLE GRUPO TELEVISA SA DE CV Common '40049J206 220 9,303 SH DEFINED SOLE GUARANTY FINL GROUP INC Common '40108N106 0 16 SH DEFINED SOLE GUESS INC Common '401617105 344 9,195 SH DEFINED SOLE GULFMARK OFFSHORE INC Common '402629109 2,080 35,744 SH DEFINED SOLE GULFPORT ENERGY CORP Common '402635304 332 20,183 SH DEFINED SOLE GYMBOREE CORP Common '403777105 1,046 26,097 SH DEFINED SOLE H & E EQUIPMENT SERVICES I Common '404030108 232 19,305 SH DEFINED SOLE HAIN CELESTIAL GROUP INC Common '405217100 855 36,409 SH DEFINED SOLE HALLIBURTON CO Common '406216101 57,651 1,086,317 SH DEFINED SOLE HANESBRANDS INC Common '410345102 935 34,456 SH DEFINED SOLE HARLEY DAVIDSON INC Common '412822108 9,847 271,579 SH DEFINED SOLE HARLEYSVILLE GROUP INC Common '412824104 621 18,348 SH DEFINED SOLE HARMAN INTL INDS INC Common '413086109 2,489 60,145 SH DEFINED SOLE HARRIS CORP DEL Common '413875105 2,741 54,292 SH DEFINED SOLE HARSCO CORP Common '415864107 2,929 53,828 SH DEFINED SOLE HARTE-HANKS INC Common '416196103 74 6,442 SH DEFINED SOLE HARTFORD FINL SVCS GROUP INC Common '416515104 25,702 398,044 SH DEFINED SOLE HARVEST NATURAL RESOURCES IN Common '41754V103 284 25,700 SH DEFINED SOLE HASBRO INC Common '418056107 6,752 189,012 SH DEFINED SOLE HAWAIIAN ELEC INDUSTRIES Common '419870100 1,221 49,388 SH DEFINED SOLE HCP INC Common '40414L109 8,147 256,109 SH DEFINED SOLE HDFC BANK LTD Common '40415F101 64 900 SH DEFINED SOLE HEALTH MGMT ASSOC INC NEW Common '421933102 672 103,295 SH DEFINED SOLE HEALTH NET INC Common '42222G108 912 37,885 SH DEFINED SOLE HEALTHCARE RLTY TR Common '421946104 1,427 60,033 SH DEFINED SOLE HEALTHCARE SVCS GRP INC Common '421906108 251 16,485 SH DEFINED SOLE HEALTHSOUTH CORP Common '421924309 626 37,653 SH DEFINED SOLE HEALTHSPRING INC Common '42224N101 1,019 60,369 SH DEFINED SOLE HEALTHWAYS INC Common '422245100 85 2,862 SH DEFINED SOLE HEARTLAND PMT SYS INC Common '42235N108 648 27,476 SH DEFINED SOLE HEICO CORP NEW Common '422806109 1,989 61,126 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- HEICO CORP NEW Common '422806208 114 4,300 SH DEFINED SOLE HEINZ H J CO Common '423074103 19,811 414,023 SH DEFINED SOLE HELIX ENERGY SOLUTIONS GRP Common '42330P107 272 6,526 SH DEFINED SOLE HELMERICH & PAYNE INC Common '423452101 1,295 17,980 SH DEFINED SOLE HENRY JACK & ASSOC INC Common '426281101 642 29,688 SH DEFINED SOLE HERCULES INC Common '427056106 2,895 170,986 SH DEFINED SOLE HERSHEY CO Common '427866108 11,293 344,510 SH DEFINED SOLE HERTZ GLOBAL HOLDINGS INC Common '42805T105 8 830 SH DEFINED SOLE HESS CORP Common '42809H107 44,645 353,793 SH DEFINED SOLE HEWLETT PACKARD CO Common '428236103 134,734 3,047,590 SH DEFINED SOLE HEXCEL CORP NEW Common '428291108 789 40,875 SH DEFINED SOLE HIGHWOODS PPTYS INC Common '431284108 282 8,972 SH DEFINED SOLE HILL ROM HLDGS INC Common '431475102 1,230 45,577 SH DEFINED SOLE HILLENBRAND INC Common '431571108 21 968 SH DEFINED SOLE HNI CORP Common '404251100 378 21,400 SH DEFINED SOLE HOLLY ENERGY PARTNERS L P Common '435763107 82 2,100 SH DEFINED SOLE HOME DEPOT INC Common '437076102 49,211 2,101,220 SH DEFINED SOLE HONEYWELL INTL INC Common '438516106 52,628 1,046,695 SH DEFINED SOLE HOSPIRA INC Common '441060100 8,279 206,419 SH DEFINED SOLE HOSPITALITY PPTYS TR Common '44106M102 2,093 85,568 SH DEFINED SOLE HOST HOTELS & RESORTS INC Common '44107P104 2,181 159,796 SH DEFINED SOLE HOVNANIAN ENTERPRISES INC Common '442487203 63 11,536 SH DEFINED SOLE HUBBELL INC Common '443510102 28 595 SH DEFINED SOLE HUBBELL INC Common '443510201 1,136 28,504 SH DEFINED SOLE HUDSON CITY BANCORP Common '443683107 11,537 691,254 SH DEFINED SOLE HUDSON HIGHLAND GROUP INC Common '443792106 142 13,554 SH DEFINED SOLE HUMANA INC Common '444859102 8,721 219,280 SH DEFINED SOLE HUNT J B TRANS SVCS INC Common '445658107 117 3,520 SH DEFINED SOLE HUNTINGTON BANCSHARES INC Common '446150104 2,615 453,252 SH DEFINED SOLE HURON CONSULTING GROUP INC Common '447462102 497 10,968 SH DEFINED SOLE IAMGOLD CORP Common '450913108 13 2,200 SH DEFINED SOLE ICICI BK LTD Common '45104G104 59 2,058 SH DEFINED SOLE ICO INC NEW Common '449293109 13 2,192 SH DEFINED SOLE IDACORP INC Common '451107106 1,845 63,879 SH DEFINED SOLE IDEARC INC Common '451663108 14 5,847 SH DEFINED SOLE IDT CORP Common '448947309 108 63,392 SH DEFINED SOLE I-FLOW CORP Common '449520303 157 15,430 SH DEFINED SOLE ILLINOIS TOOL WKS INC Common '452308109 23,190 488,117 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- IMATION CORP Common '45245A107 233 10,169 SH DEFINED SOLE IMPERIAL OIL LTD Common '453038408 237 4,300 SH DEFINED SOLE IMPERIAL TOBACCO GROUP PLC Common '453142101 97 1,300 SH DEFINED SOLE IMS HEALTH INC Common '449934108 5,932 254,610 SH DEFINED SOLE INCYTE CORP Common '45337C102 15 1,950 SH DEFINED SOLE INDEPENDENT BANK CORP MICH Common '453838104 1 328 SH DEFINED SOLE INERGY L P Common '456615103 185 7,125 SH DEFINED SOLE INFORMATICA CORP Common '45666Q102 538 35,756 SH DEFINED SOLE INFOSPACE INC Common '45678T201 31 3,768 SH DEFINED SOLE ING GROEP N V Common '456837103 594 18,819 SH DEFINED SOLE INGERSOLL-RAND COMPANY LTD Common 'G4776G101 14,940 399,152 SH DEFINED SOLE INGRAM MICRO INC Common '457153104 106 5,973 SH DEFINED SOLE INNOPHOS HOLDINGS INC Common '45774N108 32 990 SH DEFINED SOLE INNOSPEC INC Common '45768S105 114 6,077 SH DEFINED SOLE INSITUFORM TECHNOLOGIES IN Common '457667103 316 20,736 SH DEFINED SOLE INTEGRATED DEVICE TECHNOLO Common '458118106 386 38,871 SH DEFINED SOLE INTEGRYS ENERGY GROUP INC Common '45822P105 4,143 81,502 SH DEFINED SOLE INTEL CORP Common '458140100 96,296 4,483,119 SH DEFINED SOLE INTERACTIVE BROKERS GROUP Common '45841N107 1,918 59,700 SH DEFINED SOLE INTERACTIVE DATA CORP Common '45840J107 249 9,927 SH DEFINED SOLE INTERACTIVE INTELLIGENCE I Common '45839M103 18 1,544 SH DEFINED SOLE INTERCONTINENTALEXCHANGE I Common '45865V100 9,432 82,735 SH DEFINED SOLE INTERLINE BRANDS INC Common '458743101 508 31,873 SH DEFINED SOLE INTERMEC INC Common '458786100 23 1,100 SH DEFINED SOLE INTERNATIONAL BUSINESS MACHS Common '459200101 205,713 1,735,533 SH DEFINED SOLE INTERNATIONAL FLAVORS&FRAGRA Common '459506101 3,811 97,564 SH DEFINED SOLE INTERNATIONAL GAME TECHNOLOG Common '459902102 9,598 384,230 SH DEFINED SOLE INTERNATIONAL RECTIFIER CO Common '460254105 580 30,217 SH DEFINED SOLE INTERNATIONAL SPEEDWAY COR Common '460335201 294 7,523 SH DEFINED SOLE INTERPUBLIC GROUP COS INC Common '460690100 5,112 594,377 SH DEFINED SOLE INTERSIL CORP Common '46069S109 763 31,360 SH DEFINED SOLE INTL PAPER CO Common '460146103 2,835 121,695 SH DEFINED SOLE INVENTIV HEALTH INC Common '46122E105 512 18,400 SH DEFINED SOLE INVERNESS MED INNOVATIONS IN Common '46126P106 402 12,107 SH DEFINED SOLE INVESCO LTD Common 'G491BT108 489 20,378 SH DEFINED SOLE INVESTMENT TECHNOLOGY GRP NE Common '46145F105 93 2,767 SH DEFINED SOLE INVITROGEN CORP Common '46185R100 1,510 38,418 SH DEFINED SOLE ION GEOPHYSICAL CORP Common '462044108 40 2,295 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- IOWA TELECOMM SERVICES INC Common '462594201 287 16,300 SH DEFINED SOLE IRELAND BK Common '46267Q103 1,579 45,207 SH DEFINED SOLE IRON MTN INC Common '462846106 1,136 42,775 SH DEFINED SOLE IRWIN FINL CORP Common '464119106 149 55,500 SH DEFINED SOLE ISHARES TR Common '464287622 2,596 36,845 SH DEFINED SOLE ISTAR FINL INC Common '45031U101 438 33,121 SH DEFINED SOLE ITC HLDGS CORP Common '465685105 133 2,600 SH DEFINED SOLE ITT CORP NEW Common '450911102 10,181 160,765 SH DEFINED SOLE IVANHOE MINES LTD Common '46579N103 12 1,100 SH DEFINED SOLE IXIA Common '45071R109 2 313 SH DEFINED SOLE J2 GLOBAL COMMUNICATIONS INC Common '46626E205 6 243 SH DEFINED SOLE JABIL CIRCUIT INC Common '466313103 3,651 222,472 SH DEFINED SOLE JACOBS ENGR GROUP INC DEL Common '469814107 12,655 156,816 SH DEFINED SOLE JANUS CAP GROUP INC Common '47102X105 4,414 166,766 SH DEFINED SOLE JDS UNIPHASE CORP Common '46612J507 2,284 201,095 SH DEFINED SOLE JEFFERIES GROUP INC NEW Common '472319102 56 3,327 SH DEFINED SOLE JETBLUE AIRWAYS CORP Common '477143101 117 31,412 SH DEFINED SOLE JOHNSON & JOHNSON Common '478160104 227,716 3,539,267 SH DEFINED SOLE JOHNSON CTLS INC Common '478366107 20,247 705,961 SH DEFINED SOLE JONES APPAREL GROUP INC Common '480074103 1,419 103,166 SH DEFINED SOLE JONES LANG LASALLE INC Common '48020Q107 290 4,817 SH DEFINED SOLE JOURNAL COMMUNICATIONS INC Common '481130102 9 1,800 SH DEFINED SOLE JP MORGAN CHASE & CO Common '46625H100 149,313 4,351,868 SH DEFINED SOLE JUNIPER NETWORKS INC Common '48203R104 4,788 216,242 SH DEFINED SOLE K V PHARMACEUTICAL CO Common '482740107 23 1,200 SH DEFINED SOLE K V PHARMACEUTICAL CO Common '482740206 9 482 SH DEFINED SOLE KADANT INC Common '48282T104 414 18,300 SH DEFINED SOLE KANSAS CITY SOUTHERN Common '485170302 1,893 43,042 SH DEFINED SOLE KAYDON CORP Common '486587108 1,155 22,472 SH DEFINED SOLE KB HOME Common '48666K109 1,411 83,372 SH DEFINED SOLE KBR INC Common '48242W106 647 18,542 SH DEFINED SOLE KELLOGG CO Common '487836108 15,546 323,741 SH DEFINED SOLE KELLY SVCS INC Common '488152208 390 20,177 SH DEFINED SOLE KENDLE INTERNATIONAL INC Common '48880L107 73 2,010 SH DEFINED SOLE KENEXA CORP Common '488879107 41 2,165 SH DEFINED SOLE KENNAMETAL INC Common '489170100 2,126 65,322 SH DEFINED SOLE KEY ENERGY SVCS INC Common '492914106 200 10,319 SH DEFINED SOLE KEYCORP NEW Common '493267108 4,559 415,171 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- KILROY RLTY CORP Common '49427F108 173 3,677 SH DEFINED SOLE KIMBERLY CLARK CORP Common '494368103 30,232 505,714 SH DEFINED SOLE KIMCO REALTY CORP Common '49446R109 11,697 338,846 SH DEFINED SOLE KINDER MORGAN ENERGY PARTN Common '494550106 956 17,149 SH DEFINED SOLE KINDER MORGAN MANAGEMENT LLC Common '49455U100 587 10,894 SH DEFINED SOLE KINDRED HEALTHCARE INC Common '494580103 1,277 44,386 SH DEFINED SOLE KINETIC CONCEPTS INC Common '49460W208 114 2,865 SH DEFINED SOLE KING PHARMACEUTICALS INC Common '495582108 3,084 294,521 SH DEFINED SOLE KIRBY CORP Common '497266106 1,385 28,846 SH DEFINED SOLE KITE RLTY GROUP TR Common '49803T102 20 1,568 SH DEFINED SOLE KNIGHT CAPITAL GROUP INC Common '499005106 1,698 94,366 SH DEFINED SOLE KNIGHTSBRIDGE TANKERS LTD Common 'G5299G106 2 63 SH DEFINED SOLE KNOLOGY INC Common '499183804 180 16,337 SH DEFINED SOLE KOHLS CORP Common '500255104 14,752 368,435 SH DEFINED SOLE KONINKLIJKE PHILIPS ELECTR Common '500472303 301 8,898 SH DEFINED SOLE KOPIN CORP Common '500600101 2 734 SH DEFINED SOLE KRAFT FOODS INC Common '50075N104 41,969 1,475,168 SH DEFINED SOLE KROGER CO Common '501044101 25,146 870,996 SH DEFINED SOLE KUBOTA CORP Common '501173207 14 400 SH DEFINED SOLE L-1 IDENTITY SOLUTIONS INC Common '50212A106 309 23,200 SH DEFINED SOLE L-3 COMMUNICATIONS HLDGS INC Common '502424104 13,448 147,989 SH DEFINED SOLE LABORATORY CORP AMER HLDGS Common '50540R409 14,034 201,557 SH DEFINED SOLE LABRANCHE & CO INC Common '505447102 0 100 SH DEFINED SOLE LADISH INC Common '505754200 751 36,451 SH DEFINED SOLE LANCE INC Common '514606102 123 6,562 SH DEFINED SOLE LANDAMERICA FINL GROUP INC Common '514936103 22 984 SH DEFINED SOLE LANDAUER INC Common '51476K103 73 1,300 SH DEFINED SOLE LANDEC CORP Common '514766104 89 13,740 SH DEFINED SOLE LANDSTAR SYS INC Common '515098101 327 5,942 SH DEFINED SOLE LASALLE HOTEL PPTYS Common '517942108 421 16,746 SH DEFINED SOLE LATTICE SEMICONDUCTOR CORP Common '518415104 218 69,095 SH DEFINED SOLE LAUDER ESTEE COS INC Common '518439104 5,329 114,726 SH DEFINED SOLE LAWSON SOFTWARE INC NEW Common '52078P102 313 43,059 SH DEFINED SOLE LCA-VISION INC Common '501803308 34 7,100 SH DEFINED SOLE LEAR CORP Common '521865105 220 15,548 SH DEFINED SOLE LEE ENTERPRISES INC Common '523768109 96 24,049 SH DEFINED SOLE LEGACY RESERVES LP Common '524707304 85 3,407 SH DEFINED SOLE LEGG MASON INC Common '524901105 8,203 188,273 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- LEGGETT & PLATT INC Common '524660107 3,657 218,068 SH DEFINED SOLE LEHMAN BROS HLDGS INC Common '524908100 17,431 879,918 SH DEFINED SOLE LENNAR CORP Common '526057104 1,292 104,738 SH DEFINED SOLE LEUCADIA NATL CORP Common '527288104 10,322 219,906 SH DEFINED SOLE LEXMARK INTL NEW Common '529771107 3,662 109,539 SH DEFINED SOLE LIBERTY MEDIA CORP NEW Common '53071M302 11 741 SH DEFINED SOLE LIBERTY MEDIA CORP NEW Common '53071M500 72 2,961 SH DEFINED SOLE LIFE TIME FITNESS INC Common '53217R207 198 6,706 SH DEFINED SOLE LIFEPOINT HOSPITALS INC Common '53219L109 588 20,797 SH DEFINED SOLE LILLY ELI & CO Common '532457108 13,089 283,551 SH DEFINED SOLE LIMITED BRANDS INC Common '532716107 5,822 345,531 SH DEFINED SOLE LIN TV CORP Common '532774106 34 5,700 SH DEFINED SOLE LINCOLN ELEC HLDGS INC Common '533900106 1,213 15,467 SH DEFINED SOLE LINCOLN NATL CORP IND Common '534187109 14,448 318,789 SH DEFINED SOLE LITHIA MTRS INC Common '536797103 521 105,900 SH DEFINED SOLE LITTELFUSE INC Common '537008104 13 421 SH DEFINED SOLE LIVE NATION INC Common '538034109 4 387 SH DEFINED SOLE LIZ CLAIBORNE INC Common '539320101 1,557 110,026 SH DEFINED SOLE LKQ CORP Common '501889208 101 5,598 SH DEFINED SOLE LOCKHEED MARTIN CORP Common '539830109 43,069 436,538 SH DEFINED SOLE LODGENET INTERACTIVE CORP Common '540211109 244 49,135 SH DEFINED SOLE LOEWS CORP Common '540424108 17,121 365,059 SH DEFINED SOLE LO-JACK CORP Common '539451104 57 7,126 SH DEFINED SOLE LONGS DRUG STORES CORP Common '543162101 42 989 SH DEFINED SOLE LORILLARD INC Common '544147101 14,438 208,757 SH DEFINED SOLE LOUISIANA PAC CORP Common '546347105 847 99,818 SH DEFINED SOLE LOWES COS INC Common '548661107 36,103 1,739,913 SH DEFINED SOLE LSI CORPORATION Common '502161102 4,268 695,153 SH DEFINED SOLE LSI INDS INC Common '50216C108 95 11,675 SH DEFINED SOLE LUBRIZOL CORP Common '549271104 1,035 22,348 SH DEFINED SOLE LUNDIN MINING CORP Common '550372106 376 61,900 SH DEFINED SOLE M & T BK CORP Common '55261F104 5,160 73,144 SH DEFINED SOLE MACERICH CO Common '554382101 1,744 28,065 SH DEFINED SOLE MACK CALI RLTY CORP Common '554489104 615 18,008 SH DEFINED SOLE MACQUARIE INFRASTR CO LLC Common '55608B105 931 36,800 SH DEFINED SOLE MACYS INC Common '55616P104 9,293 478,526 SH DEFINED SOLE MADDEN STEVEN LTD Common '556269108 14 755 SH DEFINED SOLE MAGELLAN MIDSTREAM HLDGS L Common '55907R108 5 229 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- MAGELLAN MIDSTREAM PRTNRS Common '559080106 1,285 36,100 SH DEFINED SOLE MAGMA DESIGN AUTOMATION Common '559181102 90 14,836 SH DEFINED SOLE MAGNA INTL INC Common '559222401 347 5,859 SH DEFINED SOLE MAGUIRE PPTYS INC Common '559775101 567 46,600 SH DEFINED SOLE MAIDENFORM BRANDS INC Common '560305104 9 700 SH DEFINED SOLE MALAYSIA FD INC Common '560905101 4 400 SH DEFINED SOLE MANHATTAN ASSOCS INC Common '562750109 198 8,339 SH DEFINED SOLE MANITOWOC INC Common '563571108 6,035 185,511 SH DEFINED SOLE MANPOWER INC Common '56418H100 1,623 27,860 SH DEFINED SOLE MARATHON OIL CORP Common '565849106 46,270 892,031 SH DEFINED SOLE MARINEMAX INC Common '567908108 346 48,200 SH DEFINED SOLE MARKEL CORP Common '570535104 216 589 SH DEFINED SOLE MARRIOTT INTL INC NEW Common '571903202 9,276 353,504 SH DEFINED SOLE MARSH & MCLENNAN COS INC Common '571748102 4,694 176,780 SH DEFINED SOLE MARSHALL & ILSLEY CORP NEW Common '571837103 7,917 516,468 SH DEFINED SOLE MARTEK BIOSCIENCES CORP Common '572901106 33 986 SH DEFINED SOLE MARTHA STEWART LIVING OMNI Common '573083102 5 700 SH DEFINED SOLE MARTIN MARIETTA MATLS INC Common '573284106 83 805 SH DEFINED SOLE MARVEL ENTERTAINMENT INC Common '57383T103 635 19,759 SH DEFINED SOLE MASCO CORP Common '574599106 6,062 385,357 SH DEFINED SOLE MASSEY ENERGY CORP Common '576206106 8,648 92,245 SH DEFINED SOLE MASTEC INC Common '576323109 17 1,637 SH DEFINED SOLE MASTERCARD INC Common '57636Q104 2,261 8,516 SH DEFINED SOLE MATTEL INC Common '577081102 8,579 501,116 SH DEFINED SOLE MATTHEWS INTL CORP Common '577128101 214 4,721 SH DEFINED SOLE MAXIMUS INC Common '577933104 21 600 SH DEFINED SOLE MBIA INC Common '55262C100 1,108 252,288 SH DEFINED SOLE MCAFEE INC Common '579064106 508 14,933 SH DEFINED SOLE MCCLATCHY CO Common '579489105 1 199 SH DEFINED SOLE MCCORMICK & CO INC Common '579780206 4,421 123,965 SH DEFINED SOLE MCDONALDS CORP Common '580135101 83,115 1,478,381 SH DEFINED SOLE MCG CAPITAL CORP Common '58047P107 316 79,314 SH DEFINED SOLE MCGRAW HILL COS INC Common '580645109 13,884 346,071 SH DEFINED SOLE MCKESSON CORP Common '58155Q103 20,458 365,912 SH DEFINED SOLE MDU RES GROUP INC Common '552690109 1,497 42,954 SH DEFINED SOLE MEADOWBROOK INS GROUP INC Common '58319P108 312 58,900 SH DEFINED SOLE MEADWESTVACO CORP Common '583334107 695 29,143 SH DEFINED SOLE MECHEL OAO Common '583840103 183 3,700 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- MEDAREX INC Common '583916101 11 1,660 SH DEFINED SOLE MEDCATH CORP Common '58404W109 14 802 SH DEFINED SOLE MEDCO HEALTH SOLUTIONS INC Common '58405U102 30,981 656,384 SH DEFINED SOLE MEDIA GEN INC Common '584404107 60 5,029 SH DEFINED SOLE MEDICAL PPTYS TRUST INC Common '58463J304 1,558 153,930 SH DEFINED SOLE MEDICIS PHARMACEUTICAL COR Common '584690309 274 13,197 SH DEFINED SOLE MEDIVATION INC Common '58501N101 3 286 SH DEFINED SOLE MEDTRONIC INC Common '585055106 70,081 1,354,223 SH DEFINED SOLE MELLANOX TECHNOLOGIES LTD Common 'M51363113 1 90 SH DEFINED SOLE MEMC ELECTR MATLS INC Common '552715104 16,496 268,057 SH DEFINED SOLE MENS WEARHOUSE INC Common '587118100 158 9,689 SH DEFINED SOLE MENTOR GRAPHICS CORP Common '587200106 177 11,179 SH DEFINED SOLE MERCK & CO INC Common '589331107 103,118 2,735,947 SH DEFINED SOLE MERCURY GENL CORP NEW Common '589400100 1,829 39,155 SH DEFINED SOLE MEREDITH CORP Common '589433101 579 20,479 SH DEFINED SOLE MERIDIAN BIOSCIENCE INC Common '589584101 198 7,347 SH DEFINED SOLE MERIT MED SYS INC Common '589889104 26 1,798 SH DEFINED SOLE MERRILL LYNCH & CO INC Common '590188108 39,574 1,248,009 SH DEFINED SOLE METABOLIX INC Common '591018809 39 3,950 SH DEFINED SOLE METAVANTE TECHNOLOGIES INC Common '591407101 401 17,745 SH DEFINED SOLE METHANEX CORP Common '59151K108 2 56 SH DEFINED SOLE METHODE ELECTRS INC Common '591520200 65 6,200 SH DEFINED SOLE METLIFE INC Common '59156R108 44,629 845,734 SH DEFINED SOLE METTLER TOLEDO INTERNATION Common '592688105 904 9,525 SH DEFINED SOLE MF GLOBAL LTD Common 'G60642108 4 559 SH DEFINED SOLE MGE ENERGY INC Common '55277P104 119 3,645 SH DEFINED SOLE MGIC INVT CORP WIS Common '552848103 816 133,612 SH DEFINED SOLE MI DEVS INC Common '55304X104 88 3,900 SH DEFINED SOLE MICROCHIP TECHNOLOGY INC Common '595017104 2,277 74,688 SH DEFINED SOLE MICRON TECHNOLOGY INC Common '595112103 5,322 886,995 SH DEFINED SOLE MICROSOFT CORP Common '594918104 167,473 6,083,301 SH DEFINED SOLE MID-AMER APT CMNTYS INC Common '59522J103 1,616 31,655 SH DEFINED SOLE MIDAS GROUP INC Common '595626102 43 3,200 SH DEFINED SOLE MIDDLEBY CORP Common '596278101 1,417 32,268 SH DEFINED SOLE MILLER HERMAN INC Common '600544100 62 2,503 SH DEFINED SOLE MILLIPORE CORP Common '601073109 5,741 84,602 SH DEFINED SOLE MINERALS TECHNOLOGIES INC Common '603158106 1,338 21,042 SH DEFINED SOLE MITSUI & CO LTD Common '606827202 121 275 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- MOBILE MINI INC Common '60740F105 45 2,234 SH DEFINED SOLE MOBILE TELESYSTEMS OJSC Common '607409109 357 4,654 SH DEFINED SOLE MODINE MFG CO Common '607828100 82 6,646 SH DEFINED SOLE MOHAWK INDS INC Common '608190104 348 5,426 SH DEFINED SOLE MOLEX INC Common '608554101 4,845 198,491 SH DEFINED SOLE MOLEX INC Common '608554200 456 19,919 SH DEFINED SOLE MOLINA HEALTHCARE INC Common '60855R100 85 3,500 SH DEFINED SOLE MOLSON COORS BREWING CO Common '60871R209 9,430 173,573 SH DEFINED SOLE MONACO COACH CORP Common '60886R103 223 73,200 SH DEFINED SOLE MONOLITHIC PWR SYS INC Common '609839105 152 7,022 SH DEFINED SOLE MONSANTO CO NEW Common '61166W101 86,500 684,119 SH DEFINED SOLE MONSTER WORLDWIDE INC Common '611742107 732 35,536 SH DEFINED SOLE MONTPELIER RE HOLDINGS LTD Common 'G62185106 924 62,633 SH DEFINED SOLE MOODYS CORP Common '615369105 8,230 238,979 SH DEFINED SOLE MOOG INC Common '615394202 742 19,912 SH DEFINED SOLE MORGAN STANLEY Common '617446448 46,833 1,298,405 SH DEFINED SOLE MORGANS HOTEL GROUP CO Common '61748W108 168 16,323 SH DEFINED SOLE MOSAIC CO Common '61945A107 2,176 15,041 SH DEFINED SOLE MOTOROLA INC Common '620076109 18,164 2,474,707 SH DEFINED SOLE MOVE INC COM Common '62458M108 4 1,600 SH DEFINED SOLE MPS GROUP INC Common '553409103 380 35,730 SH DEFINED SOLE MSC INDL DIRECT INC Common '553530106 1,816 41,174 SH DEFINED SOLE MSCI INC Common '55354G100 9 254 SH DEFINED SOLE MUELLER INDS INC Common '624756102 81 2,500 SH DEFINED SOLE MURPHY OIL CORP Common '626717102 21,210 216,318 SH DEFINED SOLE MWI VETERINARY SUPPLY INC Common '55402X105 34 1,033 SH DEFINED SOLE MYLAN INC Common '628530107 4,492 372,150 SH DEFINED SOLE MYRIAD GENETICS INC Common '62855J104 36 800 SH DEFINED SOLE NABORS INDUSTRIES LTD Common 'G6359F103 19,478 395,661 SH DEFINED SOLE NASDAQ OMX GROUP INC Common '631103108 1,293 48,696 SH DEFINED SOLE NASH FINCH CO Common '631158102 151 4,400 SH DEFINED SOLE NATIONAL CINEMEDIA INC Common '635309107 42 3,907 SH DEFINED SOLE NATIONAL CITY CORP Common '635405103 4,355 912,978 SH DEFINED SOLE NATIONAL FUEL GAS CO N J Common '636180101 4,958 83,356 SH DEFINED SOLE NATIONAL GRID PLC Common '636274300 290 4,400 SH DEFINED SOLE NATIONAL INSTRS CORP Common '636518102 1,480 52,177 SH DEFINED SOLE NATIONAL OILWELL VARCO INC Common '637071101 46,147 520,142 SH DEFINED SOLE NATIONAL PENN BANCSHARES INC Common '637138108 1,028 77,398 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- NATIONAL SEMICONDUCTOR CORP Common '637640103 9,200 447,918 SH DEFINED SOLE NATIONWIDE FINL SVCS INC Common '638612101 13 264 SH DEFINED SOLE NATURAL GAS SERVICES GROUP Common '63886Q109 27 900 SH DEFINED SOLE NATURAL RESOURCE PARTNERS Common '63900P103 841 20,401 SH DEFINED SOLE NAVIGANT CONSULTING INC Common '63935N107 193 9,875 SH DEFINED SOLE NBT BANCORP INC Common '628778102 22 1,055 SH DEFINED SOLE NBTY INC Common '628782104 191 5,950 SH DEFINED SOLE NCR CORP NEW Common '62886E108 2,041 80,979 SH DEFINED SOLE NEKTAR THERAPEUTICS Common '640268108 0 155 SH DEFINED SOLE NET 1 UEPS TECHNOLOGIES INC Common '64107N206 264 10,851 SH DEFINED SOLE NETFLIX INC Common '64110L106 226 8,683 SH DEFINED SOLE NETGEAR INC Common '64111Q104 300 21,626 SH DEFINED SOLE NETLOGIC MICROSYSTEMS INC Common '64118B100 23 703 SH DEFINED SOLE NETSCOUT SYS INC Common '64115T104 160 15,002 SH DEFINED SOLE NEUSTAR INC Common '64126X201 155 7,167 SH DEFINED SOLE NEW JERSEY RES Common '646025106 2,457 75,239 SH DEFINED SOLE NEW ORIENTAL ED & TECH GRP Common '647581107 204 3,500 SH DEFINED SOLE NEW YORK CMNTY BANCORP INC Common '649445103 2,655 148,811 SH DEFINED SOLE NEW YORK TIMES CO Common '650111107 1,665 108,205 SH DEFINED SOLE NEWELL RUBBERMAID INC Common '651229106 5,630 335,320 SH DEFINED SOLE NEWFIELD EXPL CO Common '651290108 4,501 68,987 SH DEFINED SOLE NEWMARKET CORP Common '651587107 53 800 SH DEFINED SOLE NEWMONT MINING CORP Common '651639106 28,445 545,336 SH DEFINED SOLE NEWPARK RES INC Common '651718504 249 31,620 SH DEFINED SOLE NEWPORT CORP Common '651824104 91 7,979 SH DEFINED SOLE NEWS CORP Common '65248E104 44,773 2,976,942 SH DEFINED SOLE NEWS CORP Common '65248E203 1,109 72,277 SH DEFINED SOLE NEXEN INC Common '65334H102 1,756 44,166 SH DEFINED SOLE NICOR INC Common '654086107 255 5,977 SH DEFINED SOLE NIKE INC Common '654106103 27,958 469,014 SH DEFINED SOLE NISSAN MOTORS Common '654744408 0 30 SH DEFINED SOLE NOBLE CORPORATION Common 'G65422100 21,398 329,396 SH DEFINED SOLE NOBLE ENERGY INC Common '655044105 22,801 226,743 SH DEFINED SOLE NOMURA HLDGS INC Common '65535H208 327 22,200 SH DEFINED SOLE NORDSTROM INC Common '655664100 6,799 224,379 SH DEFINED SOLE NORFOLK SOUTHERN CORP Common '655844108 28,482 454,480 SH DEFINED SOLE NORTHEAST UTILS Common '664397106 1,036 40,592 SH DEFINED SOLE NORTHERN DYNASTY MINERALS Common '66510M204 41 5,100 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- NORTHERN TR CORP Common '665859104 15,556 227,077 SH DEFINED SOLE NORTHROP GRUMMAN CORP Common '666807102 25,448 380,382 SH DEFINED SOLE NORTHWEST AIRLS CORP Common '667280408 9 1,398 SH DEFINED SOLE NORTHWEST BANCORP INC PA Common '667328108 426 19,533 SH DEFINED SOLE NOVELL INC Common '670006105 4,251 721,664 SH DEFINED SOLE NOVELLUS SYS INC Common '670008101 1,093 51,622 SH DEFINED SOLE NSTAR Common '67019E107 648 19,169 SH DEFINED SOLE NTELOS HLDGS CORP Common '67020Q107 30 1,187 SH DEFINED SOLE NU SKIN ENTERPRISES INC Common '67018T105 1,094 73,346 SH DEFINED SOLE NUANCE COMMUNICATIONS INC Common '67020Y100 7 461 SH DEFINED SOLE NUCOR CORP Common '670346105 33,447 447,928 SH DEFINED SOLE NUSTAR GP HOLDINGS LLC Common '67059L102 1,036 47,785 SH DEFINED SOLE NUTRI SYS INC NEW Common '67069D108 51 3,589 SH DEFINED SOLE NVIDIA CORP Common '67066G104 666 35,718 SH DEFINED SOLE NVR INC Common '62944T105 2,365 4,730 SH DEFINED SOLE NYMAGIC INC Common '629484106 63 3,300 SH DEFINED SOLE NYSE EURONEXT Common '629491101 17,261 340,722 SH DEFINED SOLE O REILLY AUTOMOTIVE INC Common '686091109 1,221 54,650 SH DEFINED SOLE OBAGI MEDICAL PRODUCTS INC Common '67423R108 57 6,676 SH DEFINED SOLE OCCIDENTAL PETE CORP DEL Common '674599105 95,249 1,059,975 SH DEFINED SOLE OCWEN FINL CORP Common '675746309 257 55,300 SH DEFINED SOLE ODYSSEY HEALTHCARE INC Common '67611V101 195 20,037 SH DEFINED SOLE OFFICE DEPOT INC Common '676220106 3,400 310,759 SH DEFINED SOLE OFFICEMAX INC DEL Common '67622P101 452 32,484 SH DEFINED SOLE OGE ENERGY CORP Common '670837103 818 25,782 SH DEFINED SOLE OIL SVC HOLDRS TR Common '678002106 195 880 SH DEFINED SOLE OLD NATL BANCORP IND Common '680033107 314 22,003 SH DEFINED SOLE OLD REP INTL CORP Common '680223104 2,961 250,125 SH DEFINED SOLE OLIN CORP Common '680665205 773 29,512 SH DEFINED SOLE OM GROUP INC Common '670872100 89 2,700 SH DEFINED SOLE OMNICOM GROUP INC Common '681919106 15,928 354,905 SH DEFINED SOLE OMNITURE INC Common '68212S109 19 1,000 SH DEFINED SOLE OMNIVISION TECHNOLOGIES INC Common '682128103 29 2,382 SH DEFINED SOLE ON SEMICONDUCTOR CORP Common '682189105 1,607 175,674 SH DEFINED SOLE ONEOK INC NEW Common '682680103 1,318 27,000 SH DEFINED SOLE OPEN JT STK CO-VIMPEL COMMUN Common '68370R109 391 13,178 SH DEFINED SOLE OPEN TEXT CORP Common '683715106 435 13,555 SH DEFINED SOLE OPENWAVE SYS INC Common '683718308 62 42,375 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- OPLINK COMMUNICATIONS INC Common '68375Q403 29 3,082 SH DEFINED SOLE OPTIONSXPRESS HLDGS INC Common '684010101 136 6,141 SH DEFINED SOLE ORACLE CORP Common '68389X105 51,376 2,446,466 SH DEFINED SOLE ORBITZ WORLDWIDE INC Common '68557K109 8 1,600 SH DEFINED SOLE ORBOTECH LTD Common 'M75253100 169 12,704 SH DEFINED SOLE ORIENTAL FINL GROUP INC Common '68618W100 533 37,400 SH DEFINED SOLE ORMAT TECHNOLOGIES INC Common '686688102 59 1,200 SH DEFINED SOLE ORTHOFIX INTL N V Common 'N6748L102 717 24,760 SH DEFINED SOLE OSHKOSH CORP Common '688239201 868 41,932 SH DEFINED SOLE OSI SYSTEMS INC Common '671044105 60 2,815 SH DEFINED SOLE OVERSEAS SHIPHOLDING GROUP Common '690368105 2,101 26,420 SH DEFINED SOLE OWENS ILL INC Common '690768403 616 14,770 SH DEFINED SOLE OXFORD INDS INC Common '691497309 61 3,162 SH DEFINED SOLE P F CHANGS CHINA BISTRO INC Common '69333Y108 3 116 SH DEFINED SOLE P T TELEKOMUNIKASI INDONESIA Common '715684106 310 9,605 SH DEFINED SOLE PACIFIC CAP BANCORP NEW Common '69404P101 1,203 87,236 SH DEFINED SOLE PACIFIC ETHANOL INC Common '69423U107 222 121,963 SH DEFINED SOLE PACIFIC SUNWEAR CALIF INC Common '694873100 76 8,957 SH DEFINED SOLE PACKAGING CORP AMER Common '695156109 187 8,709 SH DEFINED SOLE PACTIV CORP Common '695257105 2,119 99,799 SH DEFINED SOLE PACWEST BANCORP DEL Common '695263103 377 25,308 SH DEFINED SOLE PAETEC HOLDING CORP Common '695459107 22 3,397 SH DEFINED SOLE PAIN THERAPEUTICS INC Common '69562K100 0 36 SH DEFINED SOLE PALL CORP Common '696429307 5,774 145,519 SH DEFINED SOLE PALM INC NEW Common '696643105 129 24,016 SH DEFINED SOLE PANERA BREAD CO Common '69840W108 884 19,201 SH DEFINED SOLE PANTRY INC Common '698657103 337 31,639 SH DEFINED SOLE PAR PHARMACEUTICAL COS INC Common '69888P106 116 7,168 SH DEFINED SOLE PARALLEL PETE CORP DEL Common '699157103 1,536 76,305 SH DEFINED SOLE PARAMETRIC TECHNOLOGY CORP Common '699173209 724 43,448 SH DEFINED SOLE PARK ELECTROCHEMICAL CORP Common '700416209 309 12,700 SH DEFINED SOLE PARK NATL CORP Common '700658107 374 6,943 SH DEFINED SOLE PARKER HANNIFIN CORP Common '701094104 18,422 258,294 SH DEFINED SOLE PATRIOT COAL CORP Common '70336T104 253 1,653 SH DEFINED SOLE PATTERSON COMPANIES INC Common '703395103 1,408 48,030 SH DEFINED SOLE PATTERSON UTI ENERGY INC Common '703481101 1,975 54,852 SH DEFINED SOLE PDL BIOPHARMA INC Common '69329Y104 399 37,623 SH DEFINED SOLE PEABODY ENERGY CORP Common '704549104 28,869 327,876 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- PEETS COFFEE & TEA INC Common '705560100 75 3,773 SH DEFINED SOLE PENN VA RESOURCES PARTNERS L Common '707884102 331 12,210 SH DEFINED SOLE PENN WEST ENERGY TR Common '707885109 450 13,300 SH DEFINED SOLE PENNEY J C INC Common '708160106 8,861 244,173 SH DEFINED SOLE PENNSYLVANIA RL ESTATE INVT Common '709102107 678 29,282 SH DEFINED SOLE PENSKE AUTOMOTIVE GRP INC Common '70959W103 657 44,597 SH DEFINED SOLE PEP BOYS MANNY MOE & JACK Common '713278109 354 40,581 SH DEFINED SOLE PEPCO HOLDINGS INC Common '713291102 6,207 241,998 SH DEFINED SOLE PEPSI BOTTLING GROUP INC Common '713409100 5,231 187,369 SH DEFINED SOLE PEPSIAMERICAS INC Common '71343P200 898 45,384 SH DEFINED SOLE PEPSICO INC Common '713448108 124,983 1,965,443 SH DEFINED SOLE PERDIGAO S A Common '71361V303 104 1,900 SH DEFINED SOLE PERICOM SEMICONDUCTOR CORP Common '713831105 192 12,931 SH DEFINED SOLE PERINI CORP Common '713839108 615 18,621 SH DEFINED SOLE PERKINELMER INC Common '714046109 3,517 126,287 SH DEFINED SOLE PEROT SYS CORP Common '714265105 182 12,100 SH DEFINED SOLE PERRIGO CO Common '714290103 768 24,178 SH DEFINED SOLE PETROBRAS ENERGIA PARTCPTNS Common '71646M102 517 43,100 SH DEFINED SOLE PETRO-CDA Common '71644E102 4,353 78,081 SH DEFINED SOLE PETROLEUM DEV CORP Common '716578109 99 1,490 SH DEFINED SOLE PFIZER INC Common '717081103 64,538 3,694,197 SH DEFINED SOLE PG&E CORP Common '69331C108 2,792 70,333 SH DEFINED SOLE PHARMACEUTICAL PROD DEV INC Common '717124101 555 12,994 SH DEFINED SOLE PHARMERICA CORP Common '71714F104 2 103 SH DEFINED SOLE PHILIP MORRIS INTL INC Common '718172109 53,801 1,089,302 SH DEFINED SOLE PHILIPPINE LONG DISTANCE T Common '718252604 518 9,700 SH DEFINED SOLE PHILLIPS VAN HEUSEN CORP Common '718592108 13 358 SH DEFINED SOLE PHOENIX COS INC NEW Common '71902E109 877 115,240 SH DEFINED SOLE PHOTRONICS INC Common '719405102 280 39,685 SH DEFINED SOLE PIEDMONT NAT GAS INC Common '720186105 237 9,072 SH DEFINED SOLE PILGRIMS PRIDE CORP Common '721467108 1,001 77,028 SH DEFINED SOLE PINNACLE ENTMT INC Common '723456109 119 11,323 SH DEFINED SOLE PINNACLE FINL PARTNERS INC Common '72346Q104 239 11,892 SH DEFINED SOLE PINNACLE WEST CAP CORP Common '723484101 1,989 64,635 SH DEFINED SOLE PIONEER DRILLING CO Common '723655106 167 8,865 SH DEFINED SOLE PIONEER NAT RES CO Common '723787107 1,844 23,558 SH DEFINED SOLE PIPER JAFFRAY COS Common '724078100 648 22,100 SH DEFINED SOLE PITNEY BOWES INC Common '724479100 2,881 84,494 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- PLAINS ALL AMERN PIPELINE Common '726503105 539 11,953 SH DEFINED SOLE PLAINS EXPL& PRODTN CO Common '726505100 3,179 43,560 SH DEFINED SOLE PLANTRONICS INC NEW Common '727493108 10 469 SH DEFINED SOLE PLATINUM UNDERWRITER HLDGS L Common 'G7127P100 747 22,907 SH DEFINED SOLE PLAYBOY ENTERPRISES INC Common '728117300 214 43,300 SH DEFINED SOLE PLEXUS CORP Common '729132100 71 2,561 SH DEFINED SOLE PLUM CREEK TIMBER CO INC Common '729251108 7,992 187,127 SH DEFINED SOLE PMC-SIERRA INC Common '69344F106 10 1,264 SH DEFINED SOLE PMI GROUP INC Common '69344M101 392 201,198 SH DEFINED SOLE PNC FINL SVCS GROUP INC Common '693475105 19,977 349,854 SH DEFINED SOLE PNM RES INC Common '69349H107 116 9,702 SH DEFINED SOLE POLARIS INDS INC Common '731068102 1,898 46,992 SH DEFINED SOLE POLO RALPH LAUREN CORP Common '731572103 3,635 57,904 SH DEFINED SOLE POLYCOM INC Common '73172K104 361 14,818 SH DEFINED SOLE POLYONE CORP Common '73179P106 119 17,091 SH DEFINED SOLE POPULAR INC Common '733174106 275 41,866 SH DEFINED SOLE POSCO Common '693483109 88 676 SH DEFINED SOLE POTASH CORP SASK INC Common '73755L107 1,554 6,800 SH DEFINED SOLE POWER-ONE INC Common '739308104 0 1 SH DEFINED SOLE POWERSHARES QQQ TRUST Common '73935A104 138,432 3,064,687 SH DEFINED SOLE PPG INDS INC Common '693506107 4,586 79,940 SH DEFINED SOLE PPL CORP Common '69351T106 22,354 427,665 SH DEFINED SOLE PRAXAIR INC Common '74005P104 32,597 345,890 SH DEFINED SOLE PRECISION CASTPARTS CORP Common '740189105 15,653 162,429 SH DEFINED SOLE PRECISION DRILLING TR Common '740215108 33 1,200 SH DEFINED SOLE PRESIDENTIAL LIFE CORP Common '740884101 31 2,041 SH DEFINED SOLE PRICE T ROWE GROUP INC Common '74144T108 16,550 293,337 SH DEFINED SOLE PRICELINE COM INC Common '741503403 764 6,621 SH DEFINED SOLE PRIDE INTL INC DEL Common '74153Q102 1,351 28,578 SH DEFINED SOLE PRINCIPAL FINANCIAL GROUP Common '74251V102 17,934 427,311 SH DEFINED SOLE PRIVATEBANCORP INC Common '742962103 0 9 SH DEFINED SOLE PROASSURANCE CORP Common '74267C106 298 6,200 SH DEFINED SOLE PROCTER & GAMBLE CO Common '742718109 232,476 3,822,992 SH DEFINED SOLE PROGRESS ENERGY INC Common '743263105 4,926 117,759 SH DEFINED SOLE PROGRESSIVE CORP OHIO Common '743315103 20,333 1,086,179 SH DEFINED SOLE PROLOGIS Common '743410102 16,611 305,631 SH DEFINED SOLE PROVIDENCE SVC CORP Common '743815102 277 13,144 SH DEFINED SOLE PROVIDENT BANKSHARES CORP Common '743859100 650 101,951 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- PROVIDENT NEW YORK BANCORP Common '744028101 70 6,307 SH DEFINED SOLE PRUDENTIAL FINL INC Common '744320102 36,638 613,286 SH DEFINED SOLE PRUDENTIAL PLC Common '74435K204 318 15,000 SH DEFINED SOLE PSS WORLD MED INC Common '69366A100 635 38,942 SH DEFINED SOLE PUBLIC STORAGE Common '74460D109 11,283 139,655 SH DEFINED SOLE PUBLIC STORAGE Common '74460D729 18 700 SH DEFINED SOLE PUBLIC SVC ENTERPRISE GROU Common '744573106 26,702 581,354 SH DEFINED SOLE PUGET ENERGY INC NEW Common '745310102 772 32,180 SH DEFINED SOLE PULTE HOMES INC Common '745867101 2,870 297,976 SH DEFINED SOLE QIAO XING UNIVERSAL TELEPHON Common 'G7303A109 58 13,292 SH DEFINED SOLE QLOGIC CORP Common '747277101 2,304 158,259 SH DEFINED SOLE QLT INC Common '746927102 1 427 SH DEFINED SOLE QUALITY SYS INC Common '747582104 49 1,677 SH DEFINED SOLE QUANTA SVCS INC Common '74762E102 562 16,907 SH DEFINED SOLE QUEST DIAGNOSTICS INC Common '74834L100 11,150 230,049 SH DEFINED SOLE QUEST SOFTWARE INC Common '74834T103 80 5,433 SH DEFINED SOLE QUESTAR CORP Common '748356102 15,008 211,268 SH DEFINED SOLE QUICKSILVER RESOURCES INC Common '74837R104 1,768 45,749 SH DEFINED SOLE QWEST COMMUNICATIONS INTL Common '749121109 7,390 1,880,384 SH DEFINED SOLE RADIAN GROUP INC Common '750236101 175 120,545 SH DEFINED SOLE RADIANT SYSTEMS INC Common '75025N102 155 14,442 SH DEFINED SOLE RADIOSHACK CORP Common '750438103 1,695 138,163 SH DEFINED SOLE RADISYS CORP Common '750459109 62 6,813 SH DEFINED SOLE RALCORP HLDGS INC NEW Common '751028951 6,180 125,000 PUT DEFINED SOLE RAMBUS INC DEL Common '750917106 80 4,229 SH DEFINED SOLE RANGE RES CORP Common '75281A109 15,098 230,364 SH DEFINED SOLE RAVEN INDS INC Common '754212108 45 1,359 SH DEFINED SOLE RAYMOND JAMES FINANCIAL IN Common '754730109 335 12,698 SH DEFINED SOLE RAYTHEON CO Common '755111507 26,100 463,761 SH DEFINED SOLE RBC BEARINGS INC Common '75524B104 387 11,619 SH DEFINED SOLE RCN CORP Common '749361200 64 5,968 SH DEFINED SOLE REALNETWORKS INC Common '75605L104 267 40,355 SH DEFINED SOLE REALTY INCOME CORP Common '756109104 448 19,662 SH DEFINED SOLE RED ROBIN GOURMET BURGERS IN Common '75689M101 663 23,908 SH DEFINED SOLE REED ELSEVIER N V Common '758204200 630 18,795 SH DEFINED SOLE REED ELSEVIER P L C Common '758205207 528 11,594 SH DEFINED SOLE REGAL BELOIT CORP Common '758750103 106 2,500 SH DEFINED SOLE REGENCY CTRS CORP Common '758849103 1,670 28,249 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- REGENCY ENERGY PARTNERS L P Common '75885Y107 26 1,072 SH DEFINED SOLE REGENERON PHARMACEUTICALS Common '75886F107 323 22,386 SH DEFINED SOLE REGIONS FINANCIAL CORP NEW Common '7591EP100 9,201 843,360 SH DEFINED SOLE REGIS CORP MINN Common '758932107 191 7,232 SH DEFINED SOLE REINSURANCE GROUP AMER INC Common '759351109 520 11,950 SH DEFINED SOLE RELIANT ENERGY INC Common '75952B105 455 21,396 SH DEFINED SOLE RENAISSANCERE HOLDINGS LTD Common 'G7496G103 629 14,079 SH DEFINED SOLE REPSOL YPF S A Common '76026T205 35 900 SH DEFINED SOLE REPUBLIC AWYS HLDGS INC Common '760276105 26 2,989 SH DEFINED SOLE REPUBLIC SVCS INC Common '760759100 5,083 171,128 SH DEFINED SOLE RESMED INC Common '761152107 556 15,555 SH DEFINED SOLE REYNOLDS AMERICAN INC Common '761713106 11,296 242,038 SH DEFINED SOLE RF MICRODEVICES INC Common '749941100 232 79,922 SH DEFINED SOLE RIGHTNOW TECHNOLOGIES INC Common '76657R106 5 387 SH DEFINED SOLE RITE AID CORP Common '767754104 0 314 SH DEFINED SOLE ROBERT HALF INTL INC Common '770323103 3,996 166,688 SH DEFINED SOLE ROCK-TENN CO Common '772739207 378 12,600 SH DEFINED SOLE ROCKWELL AUTOMATION INC Common '773903109 8,445 193,117 SH DEFINED SOLE ROCKWELL COLLINS INC Common '774341101 10,625 221,543 SH DEFINED SOLE ROFIN SINAR TECHNOLOGIES I Common '775043102 507 16,789 SH DEFINED SOLE ROGERS COMMUNICATIONS INC Common '775109200 867 22,415 SH DEFINED SOLE ROHM & HAAS CO Common '775371107 6,786 146,131 SH DEFINED SOLE ROLLINS INC Common '775711104 635 42,819 SH DEFINED SOLE ROSETTA RESOURCES INC Common '777779307 958 33,631 SH DEFINED SOLE ROSS STORES INC Common '778296103 2,989 84,141 SH DEFINED SOLE ROWAN COS INC Common '779382100 5,267 112,665 SH DEFINED SOLE ROYAL BK CDA MONTREAL QUE Common '780087102 230 5,157 SH DEFINED SOLE ROYAL CARIBBEAN CRUISES LTD Common 'V7780T103 611 27,198 SH DEFINED SOLE ROYAL DUTCH SHELL PLC Common '780259206 6 75 SH DEFINED SOLE ROYAL GOLD INC Common '780287108 715 22,819 SH DEFINED SOLE RPM INTL INC Common '749685103 3,314 160,861 SH DEFINED SOLE RSC HOLDINGS INC Common '74972L102 34 3,625 SH DEFINED SOLE RTI INTL METALS INC Common '74973W107 666 18,700 SH DEFINED SOLE RUBY TUESDAY INC Common '781182100 1,538 284,880 SH DEFINED SOLE RUSH ENTERPRISES INC Common '781846209 375 31,224 SH DEFINED SOLE RYDER SYS INC Common '783549108 5,312 77,119 SH DEFINED SOLE S & T BANCORP INC Common '783859101 344 11,828 SH DEFINED SOLE SABINE ROYALTY TR Common '785688102 34 500 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- SADIA S A Common '786326108 30 1,400 SH DEFINED SOLE SAFECO CORP Common '786429100 9,331 138,937 SH DEFINED SOLE SAFEWAY INC Common '786514208 15,732 551,019 SH DEFINED SOLE SAIC INC Common '78390X101 1,424 68,409 SH DEFINED SOLE SAKS INC Common '79377W108 280 25,469 SH DEFINED SOLE SAN JUAN BASIN RTY TR Common '798241105 301 6,500 SH DEFINED SOLE SANDERSON FARMS INC Common '800013104 591 17,123 SH DEFINED SOLE SANDISK CORP Common '80004C101 587 31,377 SH DEFINED SOLE SANDRIDGE ENERGY INC Common '80007P307 34 530 SH DEFINED SOLE SANDY SPRING BANCORP INC Common '800363103 41 2,444 SH DEFINED SOLE SANGAMO BIOSCIENCES INC Common '800677106 135 13,496 SH DEFINED SOLE SAPPI LTD Common '803069202 133 11,200 SH DEFINED SOLE SARA LEE CORP Common '803111103 9,985 815,112 SH DEFINED SOLE SATYAM COMPUTER SERVICES L Common '804098101 253 10,311 SH DEFINED SOLE SAUL CTRS INC Common '804395101 312 6,645 SH DEFINED SOLE SAVVIS INC Common '805423308 2 140 SH DEFINED SOLE SCANA CORP NEW Common '80589M102 4,452 120,317 SH DEFINED SOLE SCANSOURCE INC Common '806037107 409 15,264 SH DEFINED SOLE SCHERING PLOUGH CORP Common '806605101 37,673 1,913,330 SH DEFINED SOLE SCHLUMBERGER LTD Common '806857108 156,358 1,455,444 SH DEFINED SOLE SCHNITZER STL INDS Common '806882106 968 8,441 SH DEFINED SOLE SCHWAB CHARLES CORP NEW Common '808513105 26,126 1,271,336 SH DEFINED SOLE SCHWEITZER-MAUDUIT INTL INC Common '808541106 10 600 SH DEFINED SOLE SCOTTS MIRACLE GRO CO Common '810186106 400 22,787 SH DEFINED SOLE SEACOR HOLDINGS INC Common '811904101 1,251 13,977 SH DEFINED SOLE SEAGATE TECHNOLOGY Common 'G7945J104 395 20,626 SH DEFINED SOLE SEALED AIR CORP NEW Common '81211K100 4,632 243,667 SH DEFINED SOLE SEASPAN CORP Common 'Y75638109 7 300 SH DEFINED SOLE SEATTLE GENETICS INC Common '812578102 22 2,615 SH DEFINED SOLE SECURE COMPUTING CORP Common '813705100 235 56,386 SH DEFINED SOLE SELECT COMFORT CORP Common '81616X103 3 1,600 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y100 8,692 208,281 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y209 3,640 119,017 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y407 353 12,412 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y506 10,798 122,044 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y605 875 43,198 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y704 625 18,369 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y803 11,512 502,496 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- SELECT SECTOR SPDR TR Common '81369Y886 1,969 48,367 SH DEFINED SOLE SELECTIVE INS GROUP INC Common '816300107 619 33,002 SH DEFINED SOLE SEMICONDUCTOR HLDRS TR Common '816636203 531 17,897 SH DEFINED SOLE SEMPRA ENERGY Common '816851109 17,095 302,841 SH DEFINED SOLE SEMTECH CORP Common '816850101 1,096 77,867 SH DEFINED SOLE SENSIENT TECHNOLOGIES CORP Common '81725T100 941 33,408 SH DEFINED SOLE SEPRACOR INC Common '817315104 284 14,262 SH DEFINED SOLE SEQUENOM INC Common '817337405 104 6,500 SH DEFINED SOLE SERVICE CORP INTL Common '817565104 602 61,046 SH DEFINED SOLE SHANDA INTERACTIVE ENTMT L Common '81941Q203 338 12,432 SH DEFINED SOLE SHAW GROUP INC Common '820280105 565 9,150 SH DEFINED SOLE SHENGDA TECH INC Common '823213103 27 2,734 SH DEFINED SOLE SHERWIN WILLIAMS CO Common '824348106 4,323 94,123 SH DEFINED SOLE SHIRE LIMITED Common '82481R106 147 2,984 SH DEFINED SOLE SHUFFLE MASTER INC Common '825549108 53 10,637 SH DEFINED SOLE SI INTL INC Common '78427V102 35 1,679 SH DEFINED SOLE SIERRA PAC RES NEW Common '826428104 747 58,773 SH DEFINED SOLE SIERRA WIRELESS INC Common '826516106 13 912 SH DEFINED SOLE SIGMA ALDRICH CORP Common '826552101 1,764 32,780 SH DEFINED SOLE SILGAN HOLDINGS INC Common '827048109 686 13,529 SH DEFINED SOLE SILICONWARE PRECISION INDS Common '827084864 243 33,383 SH DEFINED SOLE SIMON PPTY GROUP INC NEW Common '828806109 23,526 261,722 SH DEFINED SOLE SINA CORP Common 'G81477104 30 700 SH DEFINED SOLE SINOPEC SHANGHAI PETROCHEM Common '82935M109 7 200 SH DEFINED SOLE SIRF TECHNOLOGY HLDGS INC Common '82967H101 412 95,267 SH DEFINED SOLE SIRIUS SATELLITE RADIO INC Common '82966U953 96 50,000 PUT DEFINED SOLE SIX FLAGS INC Common '83001P109 10 8,600 SH DEFINED SOLE SJW CORP Common '784305104 940 35,600 SH DEFINED SOLE SKECHERS U S A INC Common '830566105 57 2,870 SH DEFINED SOLE SKYWORKS SOLUTIONS INC Common '83088M102 1,209 122,663 SH DEFINED SOLE SL GREEN RLTY CORP Common '78440X101 2,418 29,234 SH DEFINED SOLE SLM CORP Common '78442P106 10,723 554,163 SH DEFINED SOLE SMITH INTL INC Common '832110100 19,302 232,167 SH DEFINED SOLE SMITH MICRO SOFTWARE INC Common '832154108 11 2,000 SH DEFINED SOLE SMITHFIELD FOODS INC Common '832248108 1,495 75,178 SH DEFINED SOLE SMUCKER J M CO Common '832696405 1,276 31,397 SH DEFINED SOLE SNAP ON INC Common '833034101 7,771 149,420 SH DEFINED SOLE SOCIEDAD QUIMICA MINERA DE C Common '833635105 135 2,900 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- SOHU COM INC Common '83408W103 40 564 SH DEFINED SOLE SONIC AUTOMOTIVE INC Common '83545G102 844 65,500 SH DEFINED SOLE SONICWALL INC Common '835470105 129 20,077 SH DEFINED SOLE SONOCO PRODS CO Common '835495102 991 32,017 SH DEFINED SOLE SONOSITE INC Common '83568G104 15 531 SH DEFINED SOLE SONUS NETWORKS INC Common '835916107 4 1,054 SH DEFINED SOLE SONY CORP Common '835699307 109 2,500 SH DEFINED SOLE SOTHEBYS Common '835898107 186 7,042 SH DEFINED SOLE SOUTH FINL GROUP INC Common '837841105 213 53,721 SH DEFINED SOLE SOUTH JERSEY INDS INC Common '838518108 1,744 46,674 SH DEFINED SOLE SOUTHERN CO Common '842587107 5,916 169,426 SH DEFINED SOLE SOUTHERN COPPER CORP Common '84265V105 31 295 SH DEFINED SOLE SOUTHWEST AIRLS CO Common '844741108 11,581 888,120 SH DEFINED SOLE SOUTHWEST GAS CORP Common '844895102 1,021 34,329 SH DEFINED SOLE SOUTHWESTERN ENERGY CO Common '845467109 20,001 420,100 SH DEFINED SOLE SOVEREIGN BANCORP INC Common '845905108 3,747 509,055 SH DEFINED SOLE SPANSION INC Common '84649R101 3 1,477 SH DEFINED SOLE SPARTAN MTRS INC Common '846819100 0 12 SH DEFINED SOLE SPDR TR Common '78462F103 828,320 6,472,265 SH DEFINED SOLE SPECTRA ENERGY CORP Common '847560109 6,012 209,188 SH DEFINED SOLE SPECTRA ENERGY PARTNERS LP Common '84756N109 25 1,100 SH DEFINED SOLE SPEEDWAY MOTORSPORTS INC Common '847788106 872 42,800 SH DEFINED SOLE SPIRIT AEROSYSTEMS HLDGS I Common '848574109 1,197 62,400 SH DEFINED SOLE SPRINT NEXTEL CORP Common '852061100 33,133 3,487,726 SH DEFINED SOLE SPSS INC Common '78462K102 292 8,032 SH DEFINED SOLE SPX CORP Common '784635104 353 2,676 SH DEFINED SOLE ST JOE CO Common '790148100 137 4,000 SH DEFINED SOLE ST JUDE MED INC Common '790849103 16,585 405,691 SH DEFINED SOLE STANCORP FINL GROUP INC Common '852891100 906 19,297 SH DEFINED SOLE STANDARD MICROSYSTEMS CORP Common '853626109 124 4,557 SH DEFINED SOLE STANDARD PAC CORP NEW Common '85375C101 5 1,386 SH DEFINED SOLE STANLEY WKS Common '854616109 2,263 50,487 SH DEFINED SOLE STAPLES INC Common '855030102 5,221 219,966 SH DEFINED SOLE STAR BULK CARRIERS CORP Common 'Y8162K105 53 4,525 SH DEFINED SOLE STARWOOD HOTELS&RESORTS WRLD Common '85590A401 9,756 243,462 SH DEFINED SOLE STATE STR CORP Common '857477103 31,917 498,781 SH DEFINED SOLE STATOILHYDRO ASA Common '85771P102 170 4,550 SH DEFINED SOLE STEC INC Common '784774101 34 3,352 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- STEELCASE INC Common '858155203 34 3,396 SH DEFINED SOLE STEIN MART INC Common '858375108 2 385 SH DEFINED SOLE STEINER LEISURE LTD Common 'P8744Y102 732 25,810 SH DEFINED SOLE STERIS CORP Common '859152100 2,856 99,290 SH DEFINED SOLE STERLING BANCORP Common '859158107 619 51,800 SH DEFINED SOLE STERLING FINL CORP WASH Common '859319105 1,111 267,766 SH DEFINED SOLE STEWART INFORMATION SVCS COR Common '860372101 278 14,388 SH DEFINED SOLE STONE ENERGY CORP Common '861642106 2,409 36,543 SH DEFINED SOLE STRATASYS INC Common '862685104 184 9,975 SH DEFINED SOLE STRATEGIC HOTELS & RESORTS I Common '86272T106 1,215 129,670 SH DEFINED SOLE STRYKER CORP Common '863667101 17,375 276,323 SH DEFINED SOLE SUBURBAN PROPANE PARTNERS L Common '864482104 1,078 28,195 SH DEFINED SOLE SUN COMMUNITIES INC Common '866674104 542 29,730 SH DEFINED SOLE SUN HEALTHCARE GROUP INC Common '866933401 253 18,921 SH DEFINED SOLE SUN HYDRAULICS CORP Common '866942105 311 9,644 SH DEFINED SOLE SUN MICROSYSTEMS INC Common '866810203 5,594 515,121 SH DEFINED SOLE SUNCOR ENERGY INC Common '867229106 1,070 18,416 SH DEFINED SOLE SUNOCO INC Common '86764P109 4,882 119,992 SH DEFINED SOLE SUNOCO LOGISTICS PRTNRS L P Common '86764L108 451 9,619 SH DEFINED SOLE SUNOPTA INC Common '8676EP108 17 3,287 SH DEFINED SOLE SUNPOWER CORP Common '867652109 86 1,194 SH DEFINED SOLE SUNTECH PWR HLDGS CO LTD Common '86800C104 41 1,100 SH DEFINED SOLE SUNTRUST BKS INC Common '867914103 14,490 400,064 SH DEFINED SOLE SUPERIOR ENERGY SVCS INC Common '868157108 989 17,934 SH DEFINED SOLE SUPERIOR INDS INTL INC Common '868168105 167 9,900 SH DEFINED SOLE SUPERVALU INC Common '868536103 7,851 254,165 SH DEFINED SOLE SURMODICS INC Common '868873100 17 384 SH DEFINED SOLE SUSQUEHANNA BANCSHARES INC P Common '869099101 3,067 224,026 SH DEFINED SOLE SVB FINL GROUP Common '78486Q101 523 10,879 SH DEFINED SOLE SWITCH & DATA FACILITIES COM Common '871043105 3 186 SH DEFINED SOLE SYBASE INC Common '871130100 2,726 92,661 SH DEFINED SOLE SYKES ENTERPRISES INC Common '871237103 213 11,289 SH DEFINED SOLE SYMMETRY MED INC Common '871546206 26 1,600 SH DEFINED SOLE SYNCHRONOSS TECHNOLOGIES INC Common '87157B103 143 15,866 SH DEFINED SOLE SYNIVERSE HLDGS INC Common '87163F106 605 37,323 SH DEFINED SOLE SYNOPSYS INC Common '871607107 938 39,247 SH DEFINED SOLE SYSCO CORP Common '871829107 12,637 459,356 SH DEFINED SOLE TAL INTL GROUP INC Common '874083108 117 5,138 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- TALISMAN ENERGY INC Common '87425E103 1,634 73,848 SH DEFINED SOLE TARGA RESOURCES PARTNERS LP Common '87611X105 283 12,294 SH DEFINED SOLE TARGET CORP Common '87612E106 46,098 991,559 SH DEFINED SOLE TASER INTL INC Common '87651B104 174 34,935 SH DEFINED SOLE TATA COMMUNICATIONS LTD Common '876564105 266 14,900 SH DEFINED SOLE TATA MTRS LTD Common '876568502 142 14,100 SH DEFINED SOLE TAUBMAN CTRS INC Common '876664103 193 3,967 SH DEFINED SOLE TCF FINL CORP Common '872275102 812 67,539 SH DEFINED SOLE TD AMERITRADE HLDG CORP Common '87236Y108 15 846 SH DEFINED SOLE TECH DATA CORP Common '878237106 620 18,321 SH DEFINED SOLE TECHNE CORP Common '878377100 157 2,033 SH DEFINED SOLE TECHNITROL INC Common '878555101 543 31,952 SH DEFINED SOLE TECK COMINCO LTD Common '878742204 1,448 30,200 SH DEFINED SOLE TECO ENERGY INC Common '872375100 5,557 258,588 SH DEFINED SOLE TEEKAY CORPORATION Common 'Y8564W103 796 17,623 SH DEFINED SOLE TEEKAY LNG PARTNERS L P Common 'Y8564M105 619 23,500 SH DEFINED SOLE TEKELEC Common '879101103 362 24,590 SH DEFINED SOLE TELECOM ARGENTINA S A Common '879273209 452 31,700 SH DEFINED SOLE TELECOM CORP NEW ZEALAND LTD Common '879278208 1,002 74,184 SH DEFINED SOLE TELECOM ITALIA S P A NEW Common '87927Y201 74 4,600 SH DEFINED SOLE TELECOMUNICACOES DE SAO PAUL Common '87929A102 200 7,111 SH DEFINED SOLE TELEDYNE TECHNOLOGIES INC Common '879360105 35 711 SH DEFINED SOLE TELEFONICA S A Common '879382208 1,651 20,749 SH DEFINED SOLE TELEPHONE & DATA SYS INC Common '879433100 1,527 32,294 SH DEFINED SOLE TELETECH HOLDINGS INC Common '879939106 453 22,682 SH DEFINED SOLE TELLABS INC Common '879664100 2,759 594,621 SH DEFINED SOLE TELUS CORP Common '87971M202 803 19,900 SH DEFINED SOLE TEMPUR PEDIC INTL INC Common '88023U101 4 492 SH DEFINED SOLE TENET HEALTHCARE CORP Common '88033G100 2,714 488,108 SH DEFINED SOLE TENNANT CO Common '880345103 1,134 37,700 SH DEFINED SOLE TENNECO INC Common '880349105 783 57,882 SH DEFINED SOLE TEPPCO PARTNERS L P Common '872384102 680 20,499 SH DEFINED SOLE TERADATA CORP DEL Common '88076W103 4,897 211,624 SH DEFINED SOLE TERADYNE INC Common '880770102 2,116 191,179 SH DEFINED SOLE TEREX CORP NEW Common '880779103 9,186 178,826 SH DEFINED SOLE TERRA INDS INC Common '880915103 925 18,741 SH DEFINED SOLE TERRA NITROGEN CO L P Common '881005201 221 1,700 SH DEFINED SOLE TESCO CORP Common '88157K101 608 19,017 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- TESORO CORP Common '881609101 2,556 129,307 SH DEFINED SOLE TESSERA TECHNOLOGIES INC Common '88164L100 477 29,163 SH DEFINED SOLE TETRA TECH INC NEW Common '88162G103 642 28,414 SH DEFINED SOLE TETRA TECHNOLOGIES INC DEL Common '88162F105 36 1,528 SH DEFINED SOLE TEXAS INDS INC Common '882491103 178 3,179 SH DEFINED SOLE TEXAS INSTRS INC Common '882508104 45,650 1,621,084 SH DEFINED SOLE TEXAS ROADHOUSE INC Common '882681109 296 33,049 SH DEFINED SOLE TEXTRON INC Common '883203101 17,593 367,051 SH DEFINED SOLE THERAVANCE INC Common '88338T104 16 1,325 SH DEFINED SOLE THERMO FISHER SCIENTIFIC INC Common '883556102 29,255 524,941 SH DEFINED SOLE THINKORSWIM GROUP INC Common '88409C105 145 20,513 SH DEFINED SOLE THOMAS & BETTS CORP Common '884315102 487 12,855 SH DEFINED SOLE THOMSON REUTERS PLC Common '885141101 769 4,748 SH DEFINED SOLE THOR INDS INC Common '885160101 282 13,252 SH DEFINED SOLE THORNBURG MTG INC Common '885218107 0 1,120 SH DEFINED SOLE TIDEWATER INC Common '886423102 1,694 26,049 SH DEFINED SOLE TIERONE CORP Common '88650R108 121 26,365 SH DEFINED SOLE TIFFANY & CO NEW Common '886547108 6,855 168,226 SH DEFINED SOLE TIM HORTONS INC Common '88706M103 431 15,008 SH DEFINED SOLE TIME WARNER INC Common '887317105 61,900 4,182,440 SH DEFINED SOLE TIMKEN CO Common '887389104 1,263 38,344 SH DEFINED SOLE TITANIUM METALS CORP Common '888339207 1,370 97,935 SH DEFINED SOLE TIVO INC Common '888706108 42 6,787 SH DEFINED SOLE TJX COS INC NEW Common '872540109 15,020 477,295 SH DEFINED SOLE TOLL BROTHERS INC Common '889478103 163 8,716 SH DEFINED SOLE TOMKINS PLC Common '890030208 136 11,200 SH DEFINED SOLE TOOTSIE ROLL INDS INC Common '890516107 209 8,318 SH DEFINED SOLE TORCHMARK CORP Common '891027104 4,734 80,716 SH DEFINED SOLE TORO CO Common '891092108 719 21,615 SH DEFINED SOLE TOTAL SYS SVCS INC Common '891906109 5,889 265,039 SH DEFINED SOLE TOWER GROUP INC Common '891777104 311 14,681 SH DEFINED SOLE TRACTOR SUPPLY CO Common '892356106 194 6,687 SH DEFINED SOLE TRANSATLANTIC HLDGS INC Common '893521104 1,643 29,093 SH DEFINED SOLE TRANSDIGM GROUP INC Common '893641100 580 17,268 SH DEFINED SOLE TRANSOCEAN INC NEW Common 'G90073100 58,784 385,744 SH DEFINED SOLE TRAVELERS COMPANIES INC Common '89417E109 37,246 858,192 SH DEFINED SOLE TRICO MARINE SERVICES INC Common '896106200 635 17,429 SH DEFINED SOLE TRIMBLE NAVIGATION LTD Common '896239100 599 16,822 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- TRINITY INDS INC Common '896522109 619 17,831 SH DEFINED SOLE TRIUMPH GROUP INC NEW Common '896818101 1,527 32,412 SH DEFINED SOLE TRONOX INC Common '897051207 0 16 SH DEFINED SOLE TTM TECHNOLOGIES INC Common '87305R109 470 35,616 SH DEFINED SOLE TUESDAY MORNING CORP Common '899035505 24 5,931 SH DEFINED SOLE TUPPERWARE BRANDS CORP Common '899896104 1,448 42,301 SH DEFINED SOLE TURBOCHEF TECHNOLOGIES INC Common '900006206 59 12,255 SH DEFINED SOLE TURKCELL ILETISIM HIZMETLERI Common '900111204 553 38,000 SH DEFINED SOLE TWEEN BRANDS INC Common '901166108 2 115 SH DEFINED SOLE TXCO RES INC Common '87311M102 98 8,331 SH DEFINED SOLE TYCO ELECTRONICS LTD Common 'G9144P105 21,436 598,423 SH DEFINED SOLE TYCO INTL LTD BERMUDA Common 'G9143X208 25,470 636,119 SH DEFINED SOLE TYSON FOODS INC Common '902494103 3,504 234,515 SH DEFINED SOLE U S AIRWAYS GROUP INC Common '90341W108 210 83,956 SH DEFINED SOLE UBS AG Common 'H89231338 2 79 SH DEFINED SOLE UCBH HOLDINGS INC Common '90262T308 456 202,667 SH DEFINED SOLE UDR INC Common '902653104 806 36,032 SH DEFINED SOLE ULTRA CLEAN HLDGS INC Common '90385V107 347 43,577 SH DEFINED SOLE ULTRATECH INC Common '904034105 5 308 SH DEFINED SOLE UMB FINL CORP Common '902788108 316 6,174 SH DEFINED SOLE UMPQUA HLDGS CORP Common '904214103 0 58 SH DEFINED SOLE UNDER ARMOUR INC Common '904311107 177 6,910 SH DEFINED SOLE UNIBANCO-UNIAO DE BANCOS BRA Common '90458E107 660 5,200 SH DEFINED SOLE UNILEVER N V Common '904784709 162 5,710 SH DEFINED SOLE UNILEVER PLC Common '904767704 179 6,300 SH DEFINED SOLE UNION PAC CORP Common '907818108 45,344 600,584 SH DEFINED SOLE UNIONBANCAL CORP Common '908906100 458 11,321 SH DEFINED SOLE UNISYS CORP Common '909214108 2,491 630,524 SH DEFINED SOLE UNIT CORP Common '909218109 604 7,283 SH DEFINED SOLE UNITED CMNTY BKS BLAIRSVLE G Common '90984P105 0 29 SH DEFINED SOLE UNITED FIRE & CAS CO Common '910331107 363 13,466 SH DEFINED SOLE UNITED MICROELECTRONICS CORP Common '910873405 18 6,300 SH DEFINED SOLE UNITED NAT FOODS INC Common '911163103 108 5,528 SH DEFINED SOLE UNITED ONLINE INC Common '911268100 21 2,078 SH DEFINED SOLE UNITED PARCEL SERVICE INC Common '911312106 75,204 1,223,425 SH DEFINED SOLE UNITED RENTALS INC Common '911363109 204 10,413 SH DEFINED SOLE UNITED STATES STL CORP NEW Common '912909108 28,213 152,686 SH DEFINED SOLE UNITED STATIONERS INC Common '913004107 326 8,825 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- UNITED TECHNOLOGIES CORP Common '913017109 78,754 1,276,396 SH DEFINED SOLE UNITEDHEALTH GROUP INC Common '91324P102 39,845 1,517,887 SH DEFINED SOLE UNITRIN INC Common '913275103 1,631 59,151 SH DEFINED SOLE UNIVERSAL CORP VA Common '913456109 291 6,428 SH DEFINED SOLE UNIVERSAL DISPLAY CORP Common '91347P105 45 3,677 SH DEFINED SOLE UNIVERSAL ELECTRS INC Common '913483103 344 16,394 SH DEFINED SOLE UNIVERSAL HEALTH RLTY INCM T Common '91359E105 411 13,700 SH DEFINED SOLE UNIVERSAL HLTH SVCS INC Common '913903100 836 13,227 SH DEFINED SOLE UNUM GROUP Common '91529Y106 9,271 453,359 SH DEFINED SOLE URBAN OUTFITTERS INC Common '917047102 599 19,233 SH DEFINED SOLE URS CORP NEW Common '903236107 1,213 28,906 SH DEFINED SOLE US BANCORP DEL Common '902973304 59,397 2,129,686 SH DEFINED SOLE UST INC Common '902911106 11,445 209,572 SH DEFINED SOLE UTI WORLDWIDE INC Common 'G87210103 350 17,505 SH DEFINED SOLE V F CORP Common '918204108 6,131 86,129 SH DEFINED SOLE VALASSIS COMMUNICATIONS INC Common '918866104 101 8,060 SH DEFINED SOLE VALEANT PHARMACEUTICALS INTL Common '91911X104 408 23,842 SH DEFINED SOLE VALERO ENERGY CORP NEW Common '91913Y100 27,169 659,758 SH DEFINED SOLE VALHI INC NEW Common '918905100 0 34 SH DEFINED SOLE VALLEY NATL BANCORP Common '919794107 70 4,411 SH DEFINED SOLE VALMONT INDS INC Common '920253101 700 6,709 SH DEFINED SOLE VALUECLICK INC Common '92046N102 545 35,993 SH DEFINED SOLE VARIAN INC Common '922206107 1,394 27,311 SH DEFINED SOLE VARIAN MED SYS INC Common '92220P105 6,718 129,564 SH DEFINED SOLE VCA ANTECH INC Common '918194101 964 34,715 SH DEFINED SOLE VECTOR GROUP LTD Common '92240M108 168 10,400 SH DEFINED SOLE VEECO INSTRS INC DEL Common '922417100 864 53,670 SH DEFINED SOLE VEOLIA ENVIRONNEMENT Common '92334N103 419 7,500 SH DEFINED SOLE VERIGY LTD Common 'Y93691106 208 9,163 SH DEFINED SOLE VERISIGN INC Common '92343E102 537 14,203 SH DEFINED SOLE VERIZON COMMUNICATIONS INC Common '92343V104 54,580 1,541,821 SH DEFINED SOLE VIACOM INC NEW Common '92553P102 211 6,900 SH DEFINED SOLE VIACOM INC NEW Common '92553P201 23,909 782,882 SH DEFINED SOLE VIAD CORP Common '92552R406 642 24,909 SH DEFINED SOLE VISHAY INTERTECHNOLOGY INC Common '928298108 122 13,802 SH DEFINED SOLE VISTAPRINT LIMITED Common 'G93762204 9 333 SH DEFINED SOLE VISTEON CORP Common '92839U107 187 71,108 SH DEFINED SOLE VITAL IMAGES INC Common '92846N104 137 10,996 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- VMWARE INC Common '928563402 19 361 SH DEFINED SOLE VOLCANO CORPORATION Common '928645100 81 6,627 SH DEFINED SOLE VORNADO RLTY TR Common '929042109 14,871 168,993 SH DEFINED SOLE VOTORANTIM CELULOSE E PAPEL Common '92906P106 230 8,600 SH DEFINED SOLE VULCAN MATLS CO Common '929160109 9,144 152,954 SH DEFINED SOLE W & T OFFSHORE INC Common '92922P106 16 271 SH DEFINED SOLE W P CAREY & CO LLC Common '92930Y107 106 3,700 SH DEFINED SOLE WABCO HLDGS INC Common '92927K102 17 374 SH DEFINED SOLE WACHOVIA CORP NEW Common '929903102 39,516 2,544,463 SH DEFINED SOLE WAL MART STORES INC Common '931142103 166,131 2,956,074 SH DEFINED SOLE WALGREEN CO Common '931422109 38,311 1,178,438 SH DEFINED SOLE WALTER INDS INC Common '93317Q105 76 700 SH DEFINED SOLE WARNACO GROUP INC Common '934390402 2,379 53,982 SH DEFINED SOLE WARNER CHILCOTT LIMITED Common 'G9435N108 460 27,184 SH DEFINED SOLE WARNER MUSIC GROUP CORP Common '934550104 33 4,620 SH DEFINED SOLE WARREN RES INC Common '93564A100 287 19,554 SH DEFINED SOLE WASHINGTON MUT INC Common '939322103 5,222 1,059,298 SH DEFINED SOLE WASHINGTON POST CO Common '939640108 2,439 4,155 SH DEFINED SOLE WASTE MGMT INC DEL Common '94106L109 20,810 551,835 SH DEFINED SOLE WATERS CORP Common '941848103 9,297 144,142 SH DEFINED SOLE WATSCO INC Common '942622200 3 81 SH DEFINED SOLE WATSON PHARMACEUTICALS INC Common '942683103 3,449 126,930 SH DEFINED SOLE WATSON WYATT WORLDWIDE INC Common '942712100 2,088 39,483 SH DEFINED SOLE WATTS WATER TECHNOLOGIES INC Common '942749102 204 8,207 SH DEFINED SOLE WD-40 CO Common '929236107 133 4,563 SH DEFINED SOLE WEATHERFORD INTERNATIONAL LT Common 'G95089101 36,944 744,984 SH DEFINED SOLE WEBMD HEALTH CORP Common '94770V102 44 1,583 SH DEFINED SOLE WEBSTER FINL CORP CONN Common '947890109 115 6,197 SH DEFINED SOLE WEIGHT WATCHERS INTL INC NEW Common '948626106 1,474 41,406 SH DEFINED SOLE WEINGARTEN RLTY INVS Common '948741103 1,039 34,264 SH DEFINED SOLE WELLCARE HEALTH PLANS INC Common '94946T106 290 8,033 SH DEFINED SOLE WELLPOINT INC Common '94973V107 30,733 644,847 SH DEFINED SOLE WELLS FARGO & CO NEW Common '949746101 96,567 4,065,966 SH DEFINED SOLE WENDYS INTL INC Common '950590109 2,849 104,674 SH DEFINED SOLE WESBANCO INC Common '950810101 108 6,324 SH DEFINED SOLE WESCO FINL CORP Common '950817106 79 208 SH DEFINED SOLE WEST PHARMACEUTICAL SVSC INC Common '955306105 555 12,829 SH DEFINED SOLE WESTAMERICA BANCORPORATION Common '957090103 1,418 26,952 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- WESTAR ENERGY INC Common '95709T100 2,456 114,195 SH DEFINED SOLE WESTERN DIGITAL CORP Common '958102105 2,157 62,456 SH DEFINED SOLE WESTERN UN CO Common '959802109 20,915 846,060 SH DEFINED SOLE WEYERHAEUSER CO Common '962166104 11,884 232,388 SH DEFINED SOLE WGL HLDGS INC Common '92924F106 2,097 60,377 SH DEFINED SOLE WHIRLPOOL CORP Common '963320106 5,233 84,775 SH DEFINED SOLE WHOLE FOODS MKT INC Common '966837106 142 6,010 SH DEFINED SOLE WILEY JOHN & SONS INC Common '968223206 1,378 30,607 SH DEFINED SOLE WILLBROS GROUP INC Common '969199108 66 1,500 SH DEFINED SOLE WILLIAMS COS INC DEL Common '969457100 30,782 763,628 SH DEFINED SOLE WILLIAMS PARTNERS L P Common '96950F104 20 600 SH DEFINED SOLE WILLIS GROUP HOLDINGS LTD Common 'G96655108 1,197 38,164 SH DEFINED SOLE WILMINGTON TRUST CORP Common '971807102 303 11,454 SH DEFINED SOLE WIND RIVER SYSTEMS INC Common '973149107 65 5,967 SH DEFINED SOLE WINDSTREAM CORP Common '97381W104 4,127 334,436 SH DEFINED SOLE WINN DIXIE STORES INC Common '974280307 31 1,962 SH DEFINED SOLE WINTRUST FINANCIAL CORP Common '97650W108 314 13,170 SH DEFINED SOLE WIPRO LTD Common '97651M109 713 58,500 SH DEFINED SOLE WISCONSIN ENERGY CORP Common '976657106 4,360 96,412 SH DEFINED SOLE WMS INDS INC Common '929297109 670 22,507 SH DEFINED SOLE WOLVERINE WORLD WIDE INC Common '978097103 1,303 48,851 SH DEFINED SOLE WOODWARD GOVERNOR CO Common '980745103 307 8,596 SH DEFINED SOLE WORLD ACCEP CORP DEL Common '981419104 518 15,377 SH DEFINED SOLE WPP GROUP PLC Common '929309409 1,131 23,648 SH DEFINED SOLE WRIGHT EXPRESS CORP Common '98233Q105 937 37,800 SH DEFINED SOLE WRIGLEY WM JR CO Common '982526105 20,746 266,732 SH DEFINED SOLE WYETH Common '983024100 78,203 1,630,598 SH DEFINED SOLE WYNDHAM WORLDWIDE CORP Common '98310W108 4,070 227,268 SH DEFINED SOLE XCEL ENERGY INC Common '98389B100 3,409 169,877 SH DEFINED SOLE XENOPORT INC Common '98411C100 4 100 SH DEFINED SOLE XEROX CORP Common '984121103 13,202 973,628 SH DEFINED SOLE XILINX INC Common '983919101 695 27,598 SH DEFINED SOLE XL CAP LTD Common 'G98255105 7,353 357,642 SH DEFINED SOLE XM SATELLITE RADIO HLDGS INC Common '983759101 117 14,942 SH DEFINED SOLE XTO ENERGY INC Common '98385X106 43,864 640,257 SH DEFINED SOLE YAHOO INC Common '984332106 17,764 859,846 SH DEFINED SOLE YRC WORLDWIDE INC Common '984249102 94 6,359 SH DEFINED SOLE YUM BRANDS INC Common '988498101 20,067 571,875 SH DEFINED SOLE
TITLE SHARE OR OF VALUE(x PRN SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP $1,000) AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- ------ ---------- ---------- ---------- -------- ---------- --------- ZEBRA TECHNOLOGIES CORP Common '989207105 1,116 34,220 SH DEFINED SOLE ZENITH NATL INS CORP Common '989390109 425 12,094 SH DEFINED SOLE ZIMMER HLDGS INC Common '98956P102 18,982 278,946 SH DEFINED SOLE ZIONS BANCORPORATION Common '989701107 3,719 118,060 SH DEFINED SOLE ZOLL MED CORP Common '989922109 50 1,483 SH DEFINED SOLE ZORAN CORP Common '98975F101 148 12,683 SH DEFINED SOLE ZUMIEZ INC Common '989817101 5 300 SH DEFINED SOLE ZYMOGENETICS INC Common '98985T109 19 2,239 SH DEFINED SOLE ---------- 13,342,103 ==========
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