-----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, A7gk95qcC942DF+ibGNE4tSjnzT4WAuZxHAkXY8ZvFiU4AVOobV2cUAWISUqDuY7 RgILfvVDonV5ZobPtNFt6A== 0001193125-08-236949.txt : 20081114 0001193125-08-236949.hdr.sgml : 20081114 20081114163620 ACCESSION NUMBER: 0001193125-08-236949 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 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: 081192045 BUSINESS ADDRESS: STREET 1: ONE LIBERTY PLAZA STREET 2: 165 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10006-1404 BUSINESS PHONE: 212-428-6200 MAIL ADDRESS: STREET 1: ONE LIBERTY PLAZA STREET 2: 165 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10006-1404 13F-HR 1 d13fhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 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 November 14, 2008 - ------------------------------ ------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1977 Form 13F Information Table Value Total: $14,292,302 (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 OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- 1 800 FLOWERS COM Common '68243Q106 95 15,784 SH DEFINED SOLE 1ST SOURCE CORP Common '336901103 30 1,255 SH DEFINED SOLE 3COM CORP Common '885535104 156 66,824 SH DEFINED SOLE 3M CO Common '88579Y101 32,092 469,804 SH DEFINED SOLE A C MOORE ARTS & CRAFTS INC Common '00086T103 51 8,253 SH DEFINED SOLE A D C TELECOMMUNICATIONS Common '000886309 81 9,581 SH DEFINED SOLE A H BELO CORP Common '001282102 8 1,640 SH DEFINED SOLE A POWER ENERGY GENERAT SYS L Common 'G04136100 7 800 SH DEFINED SOLE ABB LTD Common '000375204 62 3,189 SH DEFINED SOLE ABBOTT LABS Common '002824100 120,198 2,087,501 SH DEFINED SOLE ABERCROMBIE & FITCH CO Common '002896207 6,090 154,370 SH DEFINED SOLE ABINGTON BANCORP INC Common '00350L109 21 2,081 SH DEFINED SOLE ABITIBIBOWATER INC Common '003687100 4 1,100 SH DEFINED SOLE ACCO BRANDS CORP Common '00081T108 219 29,026 SH DEFINED SOLE ACERGY S A Common '00443E104 243 24,250 SH DEFINED SOLE ACTUANT CORP Common '00508X203 967 38,311 SH DEFINED SOLE ACTUATE CORP Common '00508B102 56 15,946 SH DEFINED SOLE ACXIOM CORP Common '005125109 7 548 SH DEFINED SOLE ADMINISTAFF INC Common '007094105 114 4,200 SH DEFINED SOLE ADOBE SYS INC Common '00724F101 2,091 53,024 SH DEFINED SOLE ADOLOR CORP Common '00724X102 2 647 SH DEFINED SOLE ADTRAN INC Common '00738A106 689 35,369 SH DEFINED SOLE ADVANCE AMER CASH ADVANCE CT Common '00739W107 139 46,469 SH DEFINED SOLE ADVANCE AUTO PARTS INC Common '00751Y106 654 16,500 SH DEFINED SOLE ADVANCED MEDICAL OPTICS INC Common '00763M108 418 23,536 SH DEFINED SOLE ADVANCED MICRO DEVICES INC Common '007903107 4,927 938,501 SH DEFINED SOLE ADVANCED SEMICONDUCTOR ENGR Common '00756M404 305 120,175 SH DEFINED SOLE ADVANTA CORP Common '007942204 29 3,596 SH DEFINED SOLE ADVENT SOFTWARE INC Common '007974108 619 17,583 SH DEFINED SOLE AECOM TECHNOLOGY CORP DELAWA Common '00766T100 10 400 SH DEFINED SOLE AEGEAN MARINE PETROLEUM NETW Common 'Y0017S102 16 700 SH DEFINED SOLE AEGON N V Common '007924103 238 27,077 SH DEFINED SOLE AERCAP HOLDINGS NV Common 'N00985106 35 3,310 SH DEFINED SOLE AEROPOSTALE Common '007865108 1,634 50,889 SH DEFINED SOLE AES CORP Common '00130H105 13,522 1,156,711 SH DEFINED SOLE AETNA INC NEW Common '00817Y108 28,594 791,849 SH DEFINED SOLE AFFILIATED COMPUTER SERVICES Common '008190100 6,764 133,605 SH DEFINED SOLE AFFILIATED MANAGERS GROUP Common '008252108 621 7,492 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- AFLAC INC Common '001055102 40,771 693,970 SH DEFINED SOLE AGCO CORP Common '001084102 1,615 37,894 SH DEFINED SOLE AGILENT TECHNOLOGIES INC Common '00846U101 16,106 543,031 SH DEFINED SOLE AGILYSYS INC Common '00847J105 110 10,845 SH DEFINED SOLE AGL RES INC Common '001204106 491 15,659 SH DEFINED SOLE AGREE REALTY CORP Common '008492100 19 651 SH DEFINED SOLE AGRIUM INC Common '008916108 365 6,500 SH DEFINED SOLE AIR PRODS & CHEMS INC Common '009158106 23,918 349,225 SH DEFINED SOLE AIRCASTLE LTD Common 'G0129K104 35 3,568 SH DEFINED SOLE AIRGAS INC Common '009363102 215 4,329 SH DEFINED SOLE AIRTRAN HLDGS INC Common '00949P108 55 22,620 SH DEFINED SOLE AK STL HLDG CORP Common '001547108 6,501 250,814 SH DEFINED SOLE AKAMAI TECHNOLOGIES INC Common '00971T101 441 25,332 SH DEFINED SOLE ALASKA AIR GROUP INC Common '011659109 93 4,547 SH DEFINED SOLE ALBANY INTL CORP Common '012348108 738 27,017 SH DEFINED SOLE ALBEMARLE CORP Common '012653101 1,001 32,445 SH DEFINED SOLE ALCATEL-LUCENT Common '013904305 452 117,689 SH DEFINED SOLE ALCOA INC Common '013817101 15,667 693,847 SH DEFINED SOLE ALEXANDERS INC Common '014752109 185 462 SH DEFINED SOLE ALEXION PHARMACEUTICALS INC Common '015351109 31 800 SH DEFINED SOLE ALIGN TECHNOLOGY INC Common '016255101 21 1,967 SH DEFINED SOLE ALLEGHENY ENERGY INC Common '017361106 10,091 274,425 SH DEFINED SOLE ALLEGHENY TECHNOLOGIES INC Common '01741R102 5,202 176,049 SH DEFINED SOLE ALLERGAN INC Common '018490102 24,607 477,807 SH DEFINED SOLE ALLIANCE DATA SYSTEMS CORP Common '018581108 824 12,996 SH DEFINED SOLE ALLIANCE IMAGING INC Common '018606202 5 489 SH DEFINED SOLE ALLIANCE RES PARTNER L P Common '01877R108 345 10,936 SH DEFINED SOLE ALLIANCEBERNSTEIN HOLDING LP Common '01881G106 672 18,153 SH DEFINED SOLE ALLIANT ENERGY CORP Common '018802108 2,815 87,385 SH DEFINED SOLE ALLIANT TECHSYSTEMS INC Common '018804104 972 10,348 SH DEFINED SOLE ALLIANZ SE Common '018805101 314 22,881 SH DEFINED SOLE ALLIED CAP CORP NEW Common '01903Q108 100 9,301 SH DEFINED SOLE ALLIED IRISH BKS P L C Common '019228402 439 26,681 SH DEFINED SOLE ALLIED WASTE INDS INC Common '019589308 5,844 526,039 SH DEFINED SOLE ALLIED WRLD ASSUR COM HLDG L Common 'G0219G203 103 2,900 SH DEFINED SOLE ALLSTATE CORP Common '020002101 38,189 828,026 SH DEFINED SOLE ALNYLAM PHARMACEUTICALS INC Common '02043Q107 14 500 SH DEFINED SOLE ALON USA ENERGY INC Common '020520102 3 200 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- ALTAIR NANOTECHNOLOGIES INC Common '021373105 0 61 SH DEFINED SOLE ALTRIA GROUP INC Common '02209S103 10,180 513,123 SH DEFINED SOLE AMAZON COM INC Common '023135106 5,113 70,288 SH DEFINED SOLE AMB PROPERTY CORP Common '00163T109 839 18,516 SH DEFINED SOLE AMBAC FINL GROUP INC Common '023139108 136 58,192 SH DEFINED SOLE AMCOMP INC Common '02342J101 13 1,089 SH DEFINED SOLE AMCORE FINL INC Common '023912108 10 1,100 SH DEFINED SOLE AMDOCS LTD Common 'G02602103 750 27,410 SH DEFINED SOLE AMEDISYS INC Common '023436108 367 7,545 SH DEFINED SOLE AMEREN CORP Common '023608102 12,815 328,332 SH DEFINED SOLE AMERICAN APPAREL INC Common '023850100 5 600 SH DEFINED SOLE AMERICAN CAP LTD Common '02503Y103 7,895 311,548 SH DEFINED SOLE AMERICAN CAPITAL AGENCY CORP Common '02503X105 14 805 SH DEFINED SOLE AMERICAN EAGLE OUTFITTERS NE Common '02553E106 523 34,314 SH DEFINED SOLE AMERICAN ELEC PWR INC Common '025537101 24,795 669,594 SH DEFINED SOLE AMERICAN EQTY INVT LIFE HLD Common '025676206 143 19,037 SH DEFINED SOLE AMERICAN EXPRESS CO Common '025816109 41,383 1,168,029 SH DEFINED SOLE AMERICAN FINL GROUP INC OHIO Common '025932104 494 16,754 SH DEFINED SOLE AMERICAN GREETINGS CORP Common '026375105 29 1,893 SH DEFINED SOLE AMERICAN INTL GROUP INC Common '026874107 13,383 4,019,000 SH DEFINED SOLE AMERICAN NATL INS CO Common '028591105 33 381 SH DEFINED SOLE AMERICAN PHYSICIANS CAPITAL Common '028884104 67 1,581 SH DEFINED SOLE AMERICAN PUBLIC EDUCATION IN Common '02913V103 5 100 SH DEFINED SOLE AMERICAN SAFETY INS HLDGS LT Common 'G02995101 12 820 SH DEFINED SOLE AMERICAN SCIENCE & ENGR INC Common '029429107 153 2,549 SH DEFINED SOLE AMERICAN STS WTR CO Common '029899101 677 17,573 SH DEFINED SOLE AMERICAN SUPERCONDUCTOR CORP Common '030111108 20 834 SH DEFINED SOLE AMERICAN TOWER CORP Common '029912201 21,037 584,841 SH DEFINED SOLE AMERICREDIT CORP Common '03060R101 265 26,136 SH DEFINED SOLE AMERIPRISE FINL INC Common '03076C106 13,245 346,727 SH DEFINED SOLE AMERIS BANCORP Common '03076K108 16 1,140 SH DEFINED SOLE AMERISAFE INC Common '03071H100 46 2,518 SH DEFINED SOLE AMERISOURCEBERGEN CORP Common '03073E105 11,688 310,430 SH DEFINED SOLE AMES NATL CORP Common '031001100 31 1,226 SH DEFINED SOLE AMETEK INC NEW Common '031100100 3,162 77,546 SH DEFINED SOLE AMGEN INC Common '031162100 55,544 938,718 SH DEFINED SOLE AMPAL AMERN ISRAEL CORP Common '032015109 5 1,706 SH DEFINED SOLE AMPCO-PITTSBURGH CORP Common '032037103 414 16,000 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- AMPHENOL CORP NEW Common '032095101 11,541 287,524 SH DEFINED SOLE AMSURG CORP Common '03232P405 149 5,854 SH DEFINED SOLE AMTRUST FINANCIAL SERVICES I Common '032359309 75 5,811 SH DEFINED SOLE ANADARKO PETE CORP Common '032511107 38,248 788,465 SH DEFINED SOLE ANADIGICS INC Common '032515108 166 58,941 SH DEFINED SOLE ANALOG DEVICES INC Common '032654105 10,326 391,872 SH DEFINED SOLE ANALOGIC CORP Common '032657207 203 4,038 SH DEFINED SOLE ANDERSONS INC Common '034164103 38 1,084 SH DEFINED SOLE ANGIOTECH PHARMACEUTICALS IN Common '034918102 8 11,630 SH DEFINED SOLE ANGLO AMERN PLC Common '03485P201 174 10,375 SH DEFINED SOLE ANHEUSER BUSCH COS INC Common '035229103 72,695 1,120,450 SH DEFINED SOLE ANIXTER INTL INC Common '035290105 2,041 34,300 SH DEFINED SOLE ANNALY CAP MGMT INC Common '035710409 70 5,200 SH DEFINED SOLE ANNTAYLOR STORES CORP Common '036115103 861 41,737 SH DEFINED SOLE ANSYS INC Common '03662Q105 362 9,563 SH DEFINED SOLE ANWORTH MORTGAGE ASSET CP Common '037347101 42 7,032 SH DEFINED SOLE AON CORP Common '037389103 18,895 420,260 SH DEFINED SOLE APACHE CORP Common '037411105 57,663 552,966 SH DEFINED SOLE APARTMENT INVT & MGMT CO Common '03748R101 5,198 148,427 SH DEFINED SOLE APOGEE ENTERPRISES INC Common '037598109 41 2,712 SH DEFINED SOLE APOLLO INVT CORP Common '03761U106 518 30,414 SH DEFINED SOLE APPLIED BIOSYSTEMS INC DEL Common '038149100 9,056 264,420 SH DEFINED SOLE APPLIED INDL TECHNOLOGIES IN Common '03820C105 569 21,126 SH DEFINED SOLE APPLIED MATLS INC Common '038222105 17,158 1,134,010 SH DEFINED SOLE APPLIED MICRO CIRCUITS CORP Common '03822W406 249 41,694 SH DEFINED SOLE APRIA HEALTHCARE GROUP INC Common '037933108 180 9,861 SH DEFINED SOLE APTARGROUP INC Common '038336103 112 2,865 SH DEFINED SOLE ARACRUZ CELULOSE S A Common '038496204 286 7,800 SH DEFINED SOLE ARBOR RLTY TR INC Common '038923108 20 2,002 SH DEFINED SOLE ARCH CAP GROUP LTD Common 'G0450A105 5 73 SH DEFINED SOLE ARCHER DANIELS MIDLAND CO Common '039483102 21,946 1,001,626 SH DEFINED SOLE ARENA PHARMACEUTICALS INC Common '040047102 109 21,700 SH DEFINED SOLE ARES CAP CORP Common '04010L103 185 17,735 SH DEFINED SOLE ARGO GROUP INTL HLDGS LTD Common 'G0464B107 105 2,811 SH DEFINED SOLE ARIAD PHARMACEUTICALS INC Common '04033A100 61 24,688 SH DEFINED SOLE ARM HLDGS PLC Common '042068106 94 18,171 SH DEFINED SOLE ARMSTRONG WORLD INDS INC NEW Common '04247X102 20 700 SH DEFINED SOLE ARRIS GROUP INC Common '04269Q100 342 44,238 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- ARROW ELECTRS INC Common '042735100 1,254 47,810 SH DEFINED SOLE ARROW FINL CORP Common '042744102 23 786 SH DEFINED SOLE ARVINMERITOR INC Common '043353101 57 4,365 SH DEFINED SOLE ASHLAND INC NEW Common '044209104 3,619 123,785 SH DEFINED SOLE ASM INTL N V Common 'N07045102 324 17,353 SH DEFINED SOLE ASML HOLDING N V Common 'N07059186 381 21,508 SH DEFINED SOLE ASPEN INSURANCE HOLDINGS LTD Common 'G05384105 204 7,418 SH DEFINED SOLE ASSET ACCEP CAP CORP Common '04543P100 26 2,440 SH DEFINED SOLE ASSOCIATED BANC CORP Common '045487105 56 3,005 SH DEFINED SOLE ASSOCIATED ESTATES RLTY CORP Common '045604105 17 1,274 SH DEFINED SOLE ASSURANT INC Common '04621X108 9,891 179,843 SH DEFINED SOLE ASSURED GUARANTY LTD Common 'G0585R106 142 8,761 SH DEFINED SOLE ASTA FDG INC Common '046220109 17 2,552 SH DEFINED SOLE ASTORIA FINL CORP Common '046265104 1,209 58,341 SH DEFINED SOLE AT&T INC Common '00206R102 40,275 1,442,506 SH DEFINED SOLE ATHEROS COMMUNICATIONS INC Common '04743P108 207 8,768 SH DEFINED SOLE ATLANTIC TELE NETWORK INC Common '049079205 300 10,724 SH DEFINED SOLE ATLAS AIR WORLDWIDE HLDGS IN Common '049164205 323 8,021 SH DEFINED SOLE ATLAS ENERGY RESOURCES LLC Common '049303100 660 25,600 SH DEFINED SOLE ATLAS PIPELINE PARTNERS LP Common '049392103 1,037 40,670 SH DEFINED SOLE ATMEL CORP Common '049513104 373 110,136 SH DEFINED SOLE ATMI INC Common '00207R101 754 41,959 SH DEFINED SOLE ATP OIL & GAS CORP Common '00208J108 415 23,275 SH DEFINED SOLE AU OPTRONICS CORP Common '002255107 222 19,499 SH DEFINED SOLE AUTOLIV INC Common '052800109 30 900 SH DEFINED SOLE AUTOMATIC DATA PROCESSING IN Common '053015103 33,650 787,137 SH DEFINED SOLE AUTONATION INC Common '05329W102 1,584 140,923 SH DEFINED SOLE AUTOZONE INC Common '053332102 8,391 68,031 SH DEFINED SOLE AUXILIUM PHARMACEUTICALS INC Common '05334D107 9 266 SH DEFINED SOLE AVALONBAY CMNTYS INC Common '053484101 13,679 138,984 SH DEFINED SOLE AVERY DENNISON CORP Common '053611109 6,557 147,424 SH DEFINED SOLE AVID TECHNOLOGY INC Common '05367P100 20 842 SH DEFINED SOLE AVIS BUDGET GROUP Common '053774105 162 28,214 SH DEFINED SOLE AVNET INC Common '053807103 743 30,186 SH DEFINED SOLE AVOCENT CORP Common '053893103 88 4,304 SH DEFINED SOLE AVON PRODS INC Common '054303102 27,092 651,725 SH DEFINED SOLE AVX CORP NEW Common '002444107 54 5,281 SH DEFINED SOLE AXCELIS TECHNOLOGIES INC Common '054540109 27 16,090 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- AXIS CAPITAL HOLDINGS Common 'G0692U109 0 7 SH DEFINED SOLE BAKER HUGHES INC Common '057224107 31,894 526,822 SH DEFINED SOLE BALDOR ELEC CO Common '057741100 187 6,500 SH DEFINED SOLE BALDWIN & LYONS INC Common '057755209 17 692 SH DEFINED SOLE BALL CORP Common '058498106 5,414 137,086 SH DEFINED SOLE BALLARD PWR SYS INC Common '05858H104 18 5,049 SH DEFINED SOLE BANCFIRST CORP Common '05945F103 51 1,045 SH DEFINED SOLE BANCO BRADESCO S A Common '059460303 59 3,691 SH DEFINED SOLE BANCO ITAU HLDG FINANCIERA S Common '059602201 7 378 SH DEFINED SOLE BANCO LATINOAMERICANO DE EXP Common 'P16994132 61 4,259 SH DEFINED SOLE BANCO SANTANDER SA Common '05964H105 61 4,081 SH DEFINED SOLE BANCOLOMBIA S A Common '05968L102 40 1,400 SH DEFINED SOLE BANCORPSOUTH INC Common '059692103 308 10,962 SH DEFINED SOLE BANCTRUST FINANCIAL GP Common '05978R107 31 2,323 SH DEFINED SOLE BANK HAWAII CORP Common '062540109 1,402 26,234 SH DEFINED SOLE BANK MUTUAL CORP NEW Common '063750103 550 46,395 SH DEFINED SOLE BANK OF AMERICA CORPORATION Common '060505104 211,155 6,032,986 SH DEFINED SOLE BANK OF AMERICA CORPORATION Common '060505904 171,203 204,300 CALL DEFINED SOLE BANK OF NEW YORK MELLON CORP Common '064058100 56,239 1,726,180 SH DEFINED SOLE BANK OF THE OZARKS INC Common '063904106 43 1,600 SH DEFINED SOLE BANKFINANCIAL CORP Common '06643P104 25 1,708 SH DEFINED SOLE BANKRATE INC Common '06646V108 0 12 SH DEFINED SOLE BANNER CORP Common '06652V109 29 2,420 SH DEFINED SOLE BARD C R INC Common '067383109 15,424 162,584 SH DEFINED SOLE BARR PHARMACEUTICALS INC Common '068306109 10,963 167,890 SH DEFINED SOLE BARRETT BILL CORP Common '06846N104 318 9,898 SH DEFINED SOLE BASIC ENERGY SVCS INC NEW Common '06985P100 479 22,500 SH DEFINED SOLE BAXTER INTL INC Common '071813109 66,202 1,008,716 SH DEFINED SOLE BB&T CORP Common '054937107 31,013 820,442 SH DEFINED SOLE BE AEROSPACE INC Common '073302101 1,950 123,183 SH DEFINED SOLE BEACON ROOFING SUPPLY INC Common '073685109 265 16,952 SH DEFINED SOLE BECKMAN COULTER INC Common '075811109 596 8,401 SH DEFINED SOLE BECTON DICKINSON & CO Common '075887109 33,498 417,374 SH DEFINED SOLE BELDEN INC Common '077454106 3 80 SH DEFINED SOLE BELO CORP Common '080555105 1,281 214,947 SH DEFINED SOLE BEMIS INC Common '081437105 3,997 152,489 SH DEFINED SOLE BENCHMARK ELECTRS INC Common '08160H101 99 7,000 SH DEFINED SOLE BENEFICIAL MUTUAL BANCORP IN Common '08173R104 36 2,879 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- BERKLEY W R CORP Common '084423102 384 16,305 SH DEFINED SOLE BERKSHIRE HILLS BANCORP INC Common '084680107 26 857 SH DEFINED SOLE BEST BUY INC Common '086516101 19,024 507,294 SH DEFINED SOLE BGC PARTNERS INC Common '05541T101 35 8,457 SH DEFINED SOLE BIDZ COM INC Common '08883T200 6 700 SH DEFINED SOLE BIG LOTS INC Common '089302103 4,620 166,006 SH DEFINED SOLE BIOMED REALTY TRUST INC Common '09063H107 801 30,291 SH DEFINED SOLE BIOVAIL CORP Common '09067J109 52 5,306 SH DEFINED SOLE BJ SVCS CO Common '055482103 10,057 525,694 SH DEFINED SOLE BJS WHOLESALE CLUB INC Common '05548J106 887 22,834 SH DEFINED SOLE BLACK & DECKER CORP Common '091797100 4,986 82,071 SH DEFINED SOLE BLACK HILLS CORP Common '092113109 402 12,923 SH DEFINED SOLE BLACKBAUD INC Common '09227Q100 105 5,692 SH DEFINED SOLE BLACKROCK INC Common '09247X101 292 1,503 SH DEFINED SOLE BLACKROCK KELSO CAPITAL CORP Common '092533108 13 1,156 SH DEFINED SOLE BLOCK H & R INC Common '093671105 11,314 497,298 SH DEFINED SOLE BLOUNT INTL INC NEW Common '095180105 107 9,577 SH DEFINED SOLE BLUE COAT SYSTEMS INC Common '09534T508 4 300 SH DEFINED SOLE BLUE NILE INC Common '09578R103 19 453 SH DEFINED SOLE BLYTH INC Common '09643P108 27 2,378 SH DEFINED SOLE BMC SOFTWARE INC Common '055921100 8,552 298,703 SH DEFINED SOLE BOEING CO Common '097023105 7,352 128,201 SH DEFINED SOLE BOK FINL CORP Common '05561Q201 110 2,278 SH DEFINED SOLE BORDERS GROUP INC Common '099709107 31 4,778 SH DEFINED SOLE BORGWARNER INC Common '099724106 1,381 42,132 SH DEFINED SOLE BOSTON PRIVATE FINL HLDGS IN Common '101119105 54 6,178 SH DEFINED SOLE BOSTON PROPERTIES INC Common '101121101 16,740 178,727 SH DEFINED SOLE BOSTON SCIENTIFIC CORP Common '101137107 27,767 2,263,007 SH DEFINED SOLE BOYD GAMING CORP Common '103304101 574 61,353 SH DEFINED SOLE BRANDYWINE RLTY TR Common '105368203 930 57,993 SH DEFINED SOLE BRE PROPERTIES INC Common '05564E106 75 1,526 SH DEFINED SOLE BRIGHAM EXPLORATION CO Common '109178103 164 14,950 SH DEFINED SOLE BRIGHTPOINT INC Common '109473405 18 2,500 SH DEFINED SOLE BRINKS CO Common '109696104 1,962 32,149 SH DEFINED SOLE BRISTOL MYERS SQUIBB CO Common '110122108 47,210 2,264,250 SH DEFINED SOLE BRISTOW GROUP INC Common '110394103 165 4,880 SH DEFINED SOLE BRITISH SKY BROADCASTING GRO Common '111013108 33 1,100 SH DEFINED SOLE BROADCOM CORP Common '111320107 2,378 127,867 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- BROADPOINT SECURITIES GRP IN Common '11133V108 6 2,118 SH DEFINED SOLE BROADRIDGE FINL SOLUTIONS IN Common '11133T103 689 44,800 SH DEFINED SOLE BROOKDALE SR LIVING INC Common '112463104 121 5,500 SH DEFINED SOLE BROOKFIELD HOMES CORP Common '112723101 4 300 SH DEFINED SOLE BROOKFIELD PPTYS CORP Common '112900105 815 51,460 SH DEFINED SOLE BROOKLYN FEDERAL BANCORP INC Common '114039100 7 462 SH DEFINED SOLE BROWN FORMAN CORP Common '115637209 8,905 124,004 SH DEFINED SOLE BRUNSWICK CORP Common '117043109 83 6,493 SH DEFINED SOLE BRUSH ENGINEERED MATLS INC Common '117421107 2 100 SH DEFINED SOLE BRYN MAWR BK CORP Common '117665109 13 601 SH DEFINED SOLE BUCKEYE TECHNOLOGIES INC Common '118255108 25 3,037 SH DEFINED SOLE BUCKLE INC Common '118440106 713 12,834 SH DEFINED SOLE BUNGE LIMITED Common 'G16962105 430 6,800 SH DEFINED SOLE BURLINGTON NORTHN SANTA FE C Common '12189T104 43,513 470,772 SH DEFINED SOLE CABELAS INC Common '126804301 12 1,020 SH DEFINED SOLE CABLEVISION SYS CORP Common '12686C109 632 25,118 SH DEFINED SOLE CABOT MICROELECTRONICS CORP Common '12709P103 887 27,634 SH DEFINED SOLE CABOT OIL & GAS CORP Common '127097103 5,540 153,296 SH DEFINED SOLE CADBURY PLC Common '12721E102 1,129 27,580 SH DEFINED SOLE CAL MAINE FOODS INC Common '128030202 41 1,500 SH DEFINED SOLE CALAMOS ASSET MGMT INC Common '12811R104 123 6,837 SH DEFINED SOLE CALGON CARBON CORP Common '129603106 22 1,100 SH DEFINED SOLE CALIFORNIA PIZZA KITCHEN INC Common '13054D109 84 6,493 SH DEFINED SOLE CALIFORNIA WTR SVC GROUP Common '130788102 133 3,463 SH DEFINED SOLE CALPINE CORP Common '131347304 3 200 SH DEFINED SOLE CAMDEN NATL CORP Common '133034108 20 598 SH DEFINED SOLE CAMDEN PPTY TR Common '133131102 1,553 33,862 SH DEFINED SOLE CAMECO CORP Common '13321L108 2 100 SH DEFINED SOLE CAMERON INTERNATIONAL CORP Common '13342B105 14,674 380,745 SH DEFINED SOLE CAMPBELL SOUP CO Common '134429109 13,370 346,367 SH DEFINED SOLE CANADIAN NAT RES LTD Common '136385101 1,494 21,826 SH DEFINED SOLE CANADIAN SOLAR INC Common '136635109 10 500 SH DEFINED SOLE CANON INC Common '138006309 181 4,803 SH DEFINED SOLE CAPELLA EDUCATION COMPANY Common '139594105 419 9,773 SH DEFINED SOLE CAPITAL CITY BK GROUP INC Common '139674105 48 1,540 SH DEFINED SOLE CAPITAL ONE FINL CORP Common '14040H105 27,659 542,330 SH DEFINED SOLE CAPITAL SOUTHWEST CORP Common '140501107 56 399 SH DEFINED SOLE CAPITAL TRUST INC MD Common '14052H506 91 5,851 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- CAPITALSOURCE INC Common '14055X102 33 2,644 SH DEFINED SOLE CAPITOL BANCORP LTD Common '14056D105 38 1,958 SH DEFINED SOLE CAPLEASE INC Common '140288101 82 10,337 SH DEFINED SOLE CAPSTEAD MTG CORP Common '14067E506 54 4,892 SH DEFINED SOLE CAPSTONE TURBINE CORP Common '14067D102 3 2,400 SH DEFINED SOLE CARDINAL FINL CORP Common '14149F109 17 2,070 SH DEFINED SOLE CARDINAL HEALTH INC Common '14149Y108 28,094 570,089 SH DEFINED SOLE CARDTRONICS INC Common '14161H108 8 1,036 SH DEFINED SOLE CARE INVESTMENT TRUST INC Common '141657106 13 1,146 SH DEFINED SOLE CAREER EDUCATION CORP Common '141665109 173 10,604 SH DEFINED SOLE CARLISLE COS INC Common '142339100 593 19,771 SH DEFINED SOLE CARMAX INC Common '143130102 645 46,041 SH DEFINED SOLE CARNIVAL CORP Common '143658300 23,966 677,963 SH DEFINED SOLE CARNIVAL PLC Common '14365C103 20 652 SH DEFINED SOLE CARPENTER TECHNOLOGY CORP Common '144285103 356 13,863 SH DEFINED SOLE CARRIZO OIL & CO INC Common '144577103 533 14,662 SH DEFINED SOLE CASCADE BANCORP Common '147154108 27 3,057 SH DEFINED SOLE CASEYS GEN STORES INC Common '147528103 729 24,198 SH DEFINED SOLE CASH AMER INTL INC Common '14754D100 68 1,874 SH DEFINED SOLE CASTLEPOINT HOLDINGS LTD Common 'G19522112 33 2,963 SH DEFINED SOLE CATERPILLAR INC DEL Common '149123101 10,433 175,048 SH DEFINED SOLE CATHAY GENERAL BANCORP Common '149150104 439 17,988 SH DEFINED SOLE CAVIUM NETWORKS INC Common '14965A101 0 46 SH DEFINED SOLE CB RICHARD ELLIS GROUP INC Common '12497T101 3,471 259,642 SH DEFINED SOLE CBEYOND INC Common '149847105 3 224 SH DEFINED SOLE CBL & ASSOC PPTYS INC Common '124830100 849 42,299 SH DEFINED SOLE CBS CORP NEW Common '124857103 97 6,638 SH DEFINED SOLE CBS CORP NEW Common '124857202 15,531 1,065,236 SH DEFINED SOLE CDC CORP Common 'G2022L106 92 49,856 SH DEFINED SOLE CDN IMPERIAL BK OF COMMERCE Common '136069101 97 1,645 SH DEFINED SOLE CEC ENTMT INC Common '125137109 85 2,552 SH DEFINED SOLE CEDAR FAIR L P Common '150185106 241 11,657 SH DEFINED SOLE CEDAR SHOPPING CTRS INC Common '150602209 339 25,620 SH DEFINED SOLE CELANESE CORP DEL Common '150870103 539 19,300 SH DEFINED SOLE CELESTICA INC Common '15101Q108 122 19,000 SH DEFINED SOLE CELGENE CORP Common '151020104 4,579 72,383 SH DEFINED SOLE CELL GENESYS INC Common '150921104 5 7,800 SH DEFINED SOLE CENTENE CORP DEL Common '15135B101 137 6,669 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- CENTENNIAL COMMUNCTNS CORP N Common '15133V208 273 43,984 SH DEFINED SOLE CENTERPOINT ENERGY INC Common '15189T107 7,296 500,779 SH DEFINED SOLE CENTERSTATE BKS FLA INC Common '15201P109 22 1,225 SH DEFINED SOLE CENTEX CORP Common '152312104 2,164 133,555 SH DEFINED SOLE CENTRAL EUROPEAN DIST CORP Common '153435102 596 13,095 SH DEFINED SOLE CENTRAL EUROPEAN MEDIA ENTRP Common 'G20045202 110 1,678 SH DEFINED SOLE CENTRAL GARDEN & PET CO Common '153527106 1 181 SH DEFINED SOLE CENTURYTEL INC Common '156700106 5,970 162,881 SH DEFINED SOLE CENVEO INC Common '15670S105 12 1,500 SH DEFINED SOLE CEPHEID Common '15670R107 159 11,453 SH DEFINED SOLE CERAGON NETWORKS LTD Common 'M22013102 12 1,570 SH DEFINED SOLE CERNER CORP Common '156782104 727 16,310 SH DEFINED SOLE CF INDS HLDGS INC Common '125269100 9,035 98,789 SH DEFINED SOLE CHARLES RIV LABS INTL INC Common '159864107 1,494 26,912 SH DEFINED SOLE CHARMING SHOPPES INC Common '161133103 70 14,342 SH DEFINED SOLE CHART INDS INC Common '16115Q308 644 22,655 SH DEFINED SOLE CHECKPOINT SYS INC Common '162825103 53 2,800 SH DEFINED SOLE CHEMED CORP NEW Common '16359R103 222 5,401 SH DEFINED SOLE CHEMICAL FINL CORP Common '163731102 70 2,224 SH DEFINED SOLE CHEMTURA CORP Common '163893100 265 58,049 SH DEFINED SOLE CHENIERE ENERGY INC Common '16411R208 3 1,344 SH DEFINED SOLE CHESAPEAKE ENERGY CORP Common '165167107 32,372 902,741 SH DEFINED SOLE CHEVRON CORP NEW Common '166764100 113,243 1,372,977 SH DEFINED SOLE CHICAGO BRIDGE & IRON CO N V Common '167250109 404 20,999 SH DEFINED SOLE CHICOS FAS INC Common '168615102 281 51,448 SH DEFINED SOLE CHILDRENS PL RETAIL STORES I Common '168905107 117 3,498 SH DEFINED SOLE CHIMERA INVT CORP Common '16934Q109 19 2,987 SH DEFINED SOLE CHINA PRECISION STEEL INC Common '16941J106 8 2,514 SH DEFINED SOLE CHINA SEC & SURVE TECH INC Common '16942J105 18 1,300 SH DEFINED SOLE CHINA TELECOM CORP LTD Common '169426103 16 397 SH DEFINED SOLE CHIPOTLE MEXICAN GRILL INC Common '169656105 409 7,370 SH DEFINED SOLE CHIPOTLE MEXICAN GRILL INC Common '169656204 528 11,300 SH DEFINED SOLE CHRISTOPHER & BANKS CORP Common '171046105 3 400 SH DEFINED SOLE CHUBB CORP Common '171232101 28,629 521,482 SH DEFINED SOLE CHUNGHWA TELECOM CO LTD Common '17133Q304 32 1,358 SH DEFINED SOLE CHURCH & DWIGHT INC Common '171340102 452 7,276 SH DEFINED SOLE CIENA CORP Common '171779309 1,492 148,763 SH DEFINED SOLE CIGNA CORP Common '125509109 16,058 472,570 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- CIMAREX ENERGY CO Common '171798101 7 148 SH DEFINED SOLE CINCINNATI BELL INC NEW Common '171871106 682 220,803 SH DEFINED SOLE CINCINNATI FINL CORP Common '172062101 6,399 215,088 SH DEFINED SOLE CIRCOR INTL INC Common '17273K109 1,406 32,368 SH DEFINED SOLE CISCO SYS INC Common '17275R102 138,563 6,147,432 SH DEFINED SOLE CIT GROUP INC Common '125581108 3,109 446,624 SH DEFINED SOLE CITADEL BROADCASTING CORP Common '17285T106 9 11,400 SH DEFINED SOLE CITI TRENDS INC Common '17306X102 6 380 SH DEFINED SOLE CITIGROUP INC Common '172967101 154,215 7,519,030 SH DEFINED SOLE CITIZENS & NORTHN CORP Common '172922106 26 1,221 SH DEFINED SOLE CITIZENS INC Common '174740100 43 5,181 SH DEFINED SOLE CITIZENS REPUBLIC BANCORP IN Common '174420109 26 8,233 SH DEFINED SOLE CITY BK LYNNWOOD WASH Common '17770A109 18 1,197 SH DEFINED SOLE CITY HLDG CO Common '177835105 664 15,704 SH DEFINED SOLE CITY NATL CORP Common '178566105 659 12,136 SH DEFINED SOLE CKE RESTAURANTS INC Common '12561E105 1,006 94,891 SH DEFINED SOLE CKX INC Common '12562M106 70 11,500 SH DEFINED SOLE CLEAN ENERGY FUELS CORP Common '184499101 16 1,142 SH DEFINED SOLE CLEAN HARBORS INC Common '184496107 524 7,752 SH DEFINED SOLE CLEAR CHANNEL OUTDOOR HLDGS Common '18451C109 64 4,700 SH DEFINED SOLE CLEARWIRE CORP Common '185385309 0 83 SH DEFINED SOLE CLIFTON SVGS BANCORP INC Common '18712Q103 12 985 SH DEFINED SOLE CLOROX CO DEL Common '189054109 12,616 201,250 SH DEFINED SOLE CME GROUP INC Common '12572Q105 36,511 98,277 SH DEFINED SOLE CMS ENERGY CORP Common '125896100 4,380 351,244 SH DEFINED SOLE CNA FINL CORP Common '126117100 101 3,864 SH DEFINED SOLE CNA SURETY CORP Common '12612L108 33 1,984 SH DEFINED SOLE CNH GLOBAL N V Common 'N20935206 498 22,610 SH DEFINED SOLE CNOOC LTD Common '126132109 33 290 SH DEFINED SOLE CNX GAS CORP Common '12618H309 1,016 45,393 SH DEFINED SOLE COACH INC Common '189754104 12,923 516,083 SH DEFINED SOLE COBIZ FINANCIAL INC Common '190897108 20 1,663 SH DEFINED SOLE COCA COLA CO Common '191216100 131,255 2,482,135 SH DEFINED SOLE COCA COLA ENTERPRISES INC Common '191219104 8,090 482,407 SH DEFINED SOLE COCA COLA HELLENIC BTTLG CO Common '1912EP104 82 3,700 SH DEFINED SOLE COGDELL SPENCER INC Common '19238U107 14 850 SH DEFINED SOLE COGENT INC Common '19239Y108 186 18,264 SH DEFINED SOLE COGNIZANT TECHNOLOGY SOLUTIO Common '192446102 1,127 49,362 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- COHEN & STEERS INC Common '19247A100 41 1,446 SH DEFINED SOLE COLDWATER CREEK INC Common '193068103 59 10,258 SH DEFINED SOLE COLE KENNETH PRODTNS INC Common '193294105 7 500 SH DEFINED SOLE COLGATE PALMOLIVE CO Common '194162103 61,945 822,101 SH DEFINED SOLE COLONIAL BANCGROUP INC Common '195493309 524 66,660 SH DEFINED SOLE COLONIAL PPTYS TR Common '195872106 404 21,600 SH DEFINED SOLE COLUMBIA BKG SYS INC Common '197236102 75 4,241 SH DEFINED SOLE COMCAST CORP NEW Common '20030N101 45,183 2,301,718 SH DEFINED SOLE COMERICA INC Common '200340107 7,058 215,260 SH DEFINED SOLE COMMERCE BANCSHARES INC Common '200525103 1,323 28,505 SH DEFINED SOLE COMMERCIAL METALS CO Common '201723103 2,144 126,960 SH DEFINED SOLE COMMSCOPE INC Common '203372107 932 26,893 SH DEFINED SOLE COMMUNITY BK SYS INC Common '203607106 394 15,648 SH DEFINED SOLE COMMUNITY HEALTH SYS INC NEW Common '203668108 1,317 44,949 SH DEFINED SOLE COMMUNITY TR BANCORP INC Common '204149108 58 1,674 SH DEFINED SOLE COMMVAULT SYSTEMS INC Common '204166102 154 12,739 SH DEFINED SOLE COMPANHIA DE SANEAMENTO BASI Common '20441A102 547 19,300 SH DEFINED SOLE COMPANHIA ENERGETICA DE MINA Common '204409601 248 12,577 SH DEFINED SOLE COMPANIA CERVECERIAS UNIDAS Common '204429104 306 9,500 SH DEFINED SOLE COMPASS DIVERSIFIED HOLDINGS Common '20451Q104 29 2,045 SH DEFINED SOLE COMPASS MINERALS INTL INC Common '20451N101 347 6,621 SH DEFINED SOLE COMPTON PETE CORP Common '204940100 788 143,500 SH DEFINED SOLE COMPUCREDIT CORP Common '20478N100 24 6,272 SH DEFINED SOLE COMPUTER SCIENCES CORP Common '205363104 9,425 234,512 SH DEFINED SOLE COMPUWARE CORP Common '205638109 4,849 500,913 SH DEFINED SOLE COMTECH TELECOMMUNICATIONS C Common '205826209 406 8,309 SH DEFINED SOLE CONAGRA FOODS INC Common '205887102 14,033 721,111 SH DEFINED SOLE CONCEPTUS INC Common '206016107 0 38 SH DEFINED SOLE CONCHO RES INC Common '20605P101 14 500 SH DEFINED SOLE CONCUR TECHNOLOGIES INC Common '206708109 781 20,407 SH DEFINED SOLE CONNS INC Common '208242107 9 500 SH DEFINED SOLE CONOCOPHILLIPS Common '20825C104 177,976 2,429,706 SH DEFINED SOLE CONSECO INC Common '208464883 362 102,762 SH DEFINED SOLE CONSOL ENERGY INC Common '20854P109 14,334 312,349 SH DEFINED SOLE CONSOLIDATED COMM HLDGS INC Common '209034107 117 7,771 SH DEFINED SOLE CONSOLIDATED EDISON INC Common '209115104 17,695 411,884 SH DEFINED SOLE CONSOLIDATED GRAPHICS INC Common '209341106 292 9,640 SH DEFINED SOLE CONSOLIDATED TOMOKA LD CO Common '210226106 22 500 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- CONSTANT CONTACT INC Common '210313102 3 200 SH DEFINED SOLE CONSTELLATION BRANDS INC Common '21036P108 6,232 290,403 SH DEFINED SOLE CONSTELLATION BRANDS INC Common '21036P207 24 1,100 SH DEFINED SOLE CONSTELLATION ENERGY GROUP I Common '210371100 7,763 319,466 SH DEFINED SOLE CONTANGO OIL & GAS COMPANY Common '21075N204 474 8,790 SH DEFINED SOLE CONTINENTAL AIRLS INC Common '210795308 1,316 78,906 SH DEFINED SOLE CONVERGYS CORP Common '212485106 2,220 150,225 SH DEFINED SOLE COOPER INDS LTD Common 'G24182100 13,317 333,352 SH DEFINED SOLE COPA HOLDINGS SA Common 'P31076105 59 1,800 SH DEFINED SOLE COPANO ENERGY L L C Common '217202100 59 2,429 SH DEFINED SOLE COPART INC Common '217204106 1,423 37,407 SH DEFINED SOLE CORE LABORATORIES N V Common 'N22717107 217 2,137 SH DEFINED SOLE CORN PRODS INTL INC Common '219023108 551 17,079 SH DEFINED SOLE CORNING INC Common '219350105 37,444 2,394,091 SH DEFINED SOLE CORPORATE EXECUTIVE BRD CO Common '21988R102 654 20,952 SH DEFINED SOLE CORRECTIONS CORP AMER NEW Common '22025Y407 640 25,740 SH DEFINED SOLE CORUS BANKSHARES INC Common '220873103 26 6,444 SH DEFINED SOLE COSTAR GROUP INC Common '22160N109 138 3,048 SH DEFINED SOLE COSTCO WHSL CORP NEW Common '22160K105 22,213 342,161 SH DEFINED SOLE COUSINS PPTYS INC Common '222795106 345 13,666 SH DEFINED SOLE COVANCE INC Common '222816100 1,435 16,233 SH DEFINED SOLE COVENTRY HEALTH CARE INC Common '222862104 7,430 228,260 SH DEFINED SOLE COVIDIEN LTD Common 'G2552X108 43,716 813,175 SH DEFINED SOLE COX RADIO INC Common '224051102 14 1,287 SH DEFINED SOLE CPFL ENERGIA S A Common '126153105 105 1,877 SH DEFINED SOLE CRA INTL INC Common '12618T105 108 3,928 SH DEFINED SOLE CRANE CO Common '224399105 468 15,750 SH DEFINED SOLE CRAWFORD & CO Common '224633107 25 1,649 SH DEFINED SOLE CREDICORP LTD Common 'G2519Y108 56 900 SH DEFINED SOLE CREDIT ACCEP CORP MICH Common '225310101 15 843 SH DEFINED SOLE CREE INC Common '225447101 438 19,209 SH DEFINED SOLE CRH PLC Common '12626K203 645 30,252 SH DEFINED SOLE CROCS INC Common '227046109 7 1,820 SH DEFINED SOLE CROSSTEX ENERGY INC Common '22765Y104 312 12,585 SH DEFINED SOLE CROSSTEX ENERGY L P Common '22765U102 409 22,460 SH DEFINED SOLE CROWN CASTLE INTL CORP Common '228227104 2,696 93,071 SH DEFINED SOLE CROWN HOLDINGS INC Common '228368106 38 1,697 SH DEFINED SOLE CRYOLIFE INC Common '228903100 10 800 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- CSX CORP Common '126408103 37,916 694,805 SH DEFINED SOLE CTC MEDIA INC Common '12642X106 380 25,285 SH DEFINED SOLE CUBIC CORP Common '229669106 27 1,106 SH DEFINED SOLE CUBIST PHARMACEUTICALS INC Common '229678107 768 34,470 SH DEFINED SOLE CULLEN FROST BANKERS INC Common '229899109 1,286 21,432 SH DEFINED SOLE CUMMINS INC Common '231021106 14,791 338,317 SH DEFINED SOLE CUMULUS MEDIA INC Common '231082108 1 249 SH DEFINED SOLE CURTISS WRIGHT CORP Common '231561101 567 12,484 SH DEFINED SOLE CVB FINL CORP Common '126600105 79 5,656 SH DEFINED SOLE CVS CAREMARK CORPORATION Common '126650100 74,506 2,213,486 SH DEFINED SOLE CYBERONICS INC Common '23251P102 321 18,890 SH DEFINED SOLE CYNOSURE INC Common '232577205 18 998 SH DEFINED SOLE CYTEC INDS INC Common '232820100 701 18,023 SH DEFINED SOLE D R HORTON INC Common '23331A109 4,766 366,075 SH DEFINED SOLE DANAHER CORP DEL Common '235851102 28,766 414,500 SH DEFINED SOLE DANAOS CORPORATION Common 'Y1968P105 9 600 SH DEFINED SOLE DANVERS BANCORP INC Common '236442109 20 1,598 SH DEFINED SOLE DARDEN RESTAURANTS INC Common '237194105 5,767 201,436 SH DEFINED SOLE DARLING INTL INC Common '237266101 381 34,302 SH DEFINED SOLE DARWIN PROFESSIONAL UNDERWRI Common '237502109 52 1,656 SH DEFINED SOLE DATA DOMAIN INC Common '23767P109 5 241 SH DEFINED SOLE DAVITA INC Common '23918K108 8,402 147,375 SH DEFINED SOLE DCP MIDSTREAM PARTNERS LP Common '23311P100 342 20,225 SH DEFINED SOLE DEAN FOODS CO NEW Common '242370104 5,219 223,424 SH DEFINED SOLE DECKERS OUTDOOR CORP Common '243537107 22 209 SH DEFINED SOLE DEERE & CO Common '244199105 33,338 673,500 SH DEFINED SOLE DEL MONTE FOODS CO Common '24522P103 408 52,359 SH DEFINED SOLE DELEK US HLDGS INC Common '246647101 9 1,000 SH DEFINED SOLE DELL INC Common '24702R101 25,848 1,571,297 SH DEFINED SOLE DELTA AIR LINES INC DEL Common '247361702 1,376 184,700 SH DEFINED SOLE DELUXE CORP Common '248019101 85 5,941 SH DEFINED SOLE DENBURY RES INC Common '247916208 531 27,902 SH DEFINED SOLE DENDREON CORP Common '24823Q107 7 1,167 SH DEFINED SOLE DEUTSCHE BANK AG Common 'D18190898 164 2,256 SH DEFINED SOLE DEVELOPERS DIVERSIFIED RLTY Common '251591103 7,042 222,210 SH DEFINED SOLE DEVON ENERGY CORP NEW Common '25179M103 62,137 681,330 SH DEFINED SOLE DEVRY INC DEL Common '251893103 879 17,743 SH DEFINED SOLE DIAMOND FOODS INC Common '252603105 4 134 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- DIAMOND HILL INVESTMENT GROU Common '25264R207 24 263 SH DEFINED SOLE DIAMOND OFFSHORE DRILLING IN Common '25271C102 500 4,850 SH DEFINED SOLE DIAMONDS TR Common '252787106 30,260 279,258 SH DEFINED SOLE DIANA SHIPPING INC Common 'Y2066G104 42 2,121 SH DEFINED SOLE DICE HLDGS INC Common '253017107 22 3,100 SH DEFINED SOLE DICKS SPORTING GOODS INC Common '253393102 793 40,505 SH DEFINED SOLE DIEBOLD INC Common '253651103 371 11,201 SH DEFINED SOLE DIGITAL RIV INC Common '25388B104 362 11,169 SH DEFINED SOLE DILLARDS INC Common '254067101 967 81,982 SH DEFINED SOLE DIME CMNTY BANCSHARES Common '253922108 266 17,146 SH DEFINED SOLE DINEEQUITY INC Common '254423106 263 15,598 SH DEFINED SOLE DISCOVER FINL SVCS Common '254709108 9,715 702,954 SH DEFINED SOLE DISNEY WALT CO Common '254687106 72,227 2,353,453 SH DEFINED SOLE DIVX INC Common '255413106 44 6,813 SH DEFINED SOLE DOLAN MEDIA CO Common '25659P402 15 1,500 SH DEFINED SOLE DOLBY LABORATORIES INC Common '25659T107 60 1,707 SH DEFINED SOLE DOLLAR FINL CORP Common '256664103 219 14,126 SH DEFINED SOLE DOLLAR THRIFTY AUTOMOTIVE GP Common '256743105 59 30,500 SH DEFINED SOLE DOLLAR TREE INC Common '256746108 2,149 59,100 SH DEFINED SOLE DOMINION RES INC VA NEW Common '25746U109 37,741 882,221 SH DEFINED SOLE DOMINOS PIZZA INC Common '25754A201 319 26,287 SH DEFINED SOLE DOMTAR CORP Common '257559104 357 77,548 SH DEFINED SOLE DONEGAL GROUP INC Common '257701201 19 1,042 SH DEFINED SOLE DONNELLEY R R & SONS CO Common '257867101 8,709 355,029 SH DEFINED SOLE DORAL FINL CORP Common '25811P886 8 731 SH DEFINED SOLE DORCHESTER MINERALS LP Common '25820R105 188 8,288 SH DEFINED SOLE DOUBLE-TAKE SOFTWARE INC Common '258598101 19 1,901 SH DEFINED SOLE DOVER CORP Common '260003108 14,165 349,334 SH DEFINED SOLE DOW CHEM CO Common '260543103 7,857 247,234 SH DEFINED SOLE DOWNEY FINL CORP Common '261018105 11 3,980 SH DEFINED SOLE DR REDDYS LABS LTD Common '256135203 130 11,700 SH DEFINED SOLE DREAMWORKS ANIMATION SKG INC Common '26153C103 54 1,706 SH DEFINED SOLE DRESS BARN INC Common '261570105 21 1,355 SH DEFINED SOLE DRIL-QUIP INC Common '262037104 749 17,259 SH DEFINED SOLE DRYSHIPS INC Common 'Y2109Q101 13 360 SH DEFINED SOLE DSP GROUP INC Common '23332B106 10 1,302 SH DEFINED SOLE DST SYS INC DEL Common '233326107 1,416 25,298 SH DEFINED SOLE DSW INC Common '23334L102 11 800 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- DTE ENERGY CO Common '233331107 9,999 249,215 SH DEFINED SOLE DU PONT E I DE NEMOURS & CO Common '263534109 34,391 853,373 SH DEFINED SOLE DUKE ENERGY CORP NEW Common '26441C105 36,718 2,106,589 SH DEFINED SOLE DUKE REALTY CORP Common '264411505 766 31,154 SH DEFINED SOLE DUNCAN ENERGY PARTNERS LP Common '265026104 75 4,700 SH DEFINED SOLE DUPONT FABROS TECHNOLOGY INC Common '26613Q106 15 996 SH DEFINED SOLE DXP ENTERPRISES INC NEW Common '233377407 71 1,323 SH DEFINED SOLE DYCOM INDS INC Common '267475101 46 3,535 SH DEFINED SOLE DYNEGY INC DEL Common '26817G102 3,186 889,824 SH DEFINED SOLE E M C CORP MASS Common '268648102 39,977 3,342,569 SH DEFINED SOLE E TRADE FINANCIAL CORP Common '269246104 2,211 757,046 SH DEFINED SOLE EAGLE BULK SHIPPING INC Common 'Y2187A101 28 2,025 SH DEFINED SOLE EAGLE MATERIALS INC Common '26969P108 1,298 58,031 SH DEFINED SOLE EAST WEST BANCORP INC Common '27579R104 171 12,066 SH DEFINED SOLE EASTMAN CHEM CO Common '277432100 5,142 93,385 SH DEFINED SOLE EASTMAN KODAK CO Common '277461109 6,545 425,583 SH DEFINED SOLE EATON CORP Common '278058102 18,538 329,973 SH DEFINED SOLE EATON VANCE CORP Common '278265103 754 21,393 SH DEFINED SOLE EBAY INC Common '278642103 4,420 197,535 SH DEFINED SOLE ECHELON CORP Common '27874N105 75 7,584 SH DEFINED SOLE ECHOSTAR CORP Common '278768106 0 14 SH DEFINED SOLE ECLIPSYS CORP Common '278856109 14 684 SH DEFINED SOLE ECOLAB INC Common '278865100 11,518 237,385 SH DEFINED SOLE EDISON INTL Common '281020107 19,547 489,889 SH DEFINED SOLE EDUCATION RLTY TR INC Common '28140H104 128 11,557 SH DEFINED SOLE EDWARDS LIFESCIENCES CORP Common '28176E108 340 5,879 SH DEFINED SOLE EHEALTH INC Common '28238P109 35 2,234 SH DEFINED SOLE EL PASO CORP Common '28336L109 15,562 1,219,608 SH DEFINED SOLE EL PASO ELEC CO Common '283677854 59 2,810 SH DEFINED SOLE ELBIT SYS LTD Common 'M3760D101 72 1,415 SH DEFINED SOLE ELDORADO GOLD CORP NEW Common '284902103 15 2,400 SH DEFINED SOLE ELECTRONIC ARTS INC Common '285512109 1,775 48,018 SH DEFINED SOLE ELECTRONICS FOR IMAGING INC Common '286082102 96 6,910 SH DEFINED SOLE EMBARQ CORP Common '29078E105 12,068 297,599 SH DEFINED SOLE EMBRAER-EMPRESA BRASILEIRA D Common '29081M102 153 5,663 SH DEFINED SOLE EMC INS GROUP INC Common '268664109 16 554 SH DEFINED SOLE EMCOR GROUP INC Common '29084Q100 168 6,400 SH DEFINED SOLE EMCORE CORP Common '290846104 4 900 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- EMERSON ELEC CO Common '291011104 50,923 1,248,407 SH DEFINED SOLE EMMIS COMMUNICATIONS CORP Common '291525103 0 19 SH DEFINED SOLE EMPLOYERS HOLDINGS INC Common '292218104 441 25,369 SH DEFINED SOLE EMPRESAS ICA S A DE CV Common '292448206 126 11,000 SH DEFINED SOLE EMULEX CORP Common '292475209 69 6,510 SH DEFINED SOLE ENBRIDGE ENERGY MANAGEMENT L Common '29250X103 285 6,817 SH DEFINED SOLE ENBRIDGE ENERGY PARTNERS L P Common '29250R106 550 13,835 SH DEFINED SOLE ENCORE ACQUISITION CO Common '29255W100 366 8,766 SH DEFINED SOLE ENCORE BANCSHARES INC Common '29255V201 8 507 SH DEFINED SOLE ENCORE CAP GROUP INC Common '292554102 17 1,232 SH DEFINED SOLE ENDO PHARMACEUTICALS HLDGS I Common '29264F205 613 30,708 SH DEFINED SOLE ENDURANCE SPECIALTY HLDGS LT Common 'G30397106 379 12,273 SH DEFINED SOLE ENERGEN CORP Common '29265N108 769 16,985 SH DEFINED SOLE ENERGIZER HLDGS INC Common '29266R108 567 7,035 SH DEFINED SOLE ENERGY CONVERSION DEVICES IN Common '292659109 134 2,300 SH DEFINED SOLE ENERGY PARTNERS LTD Common '29270U105 460 53,111 SH DEFINED SOLE ENERGY TRANSFER EQUITY L P Common '29273V100 704 32,361 SH DEFINED SOLE ENERGY XXI (BERMUDA) LTD Common 'G10082108 3 900 SH DEFINED SOLE ENERSIS S A Common '29274F104 8 500 SH DEFINED SOLE ENERSYS Common '29275Y102 37 1,900 SH DEFINED SOLE ENI S P A Common '26874R108 207 3,902 SH DEFINED SOLE ENSCO INTL INC Common '26874Q100 12,049 209,075 SH DEFINED SOLE ENSTAR GROUP LIMITED Common 'G3075P101 73 744 SH DEFINED SOLE ENTEGRIS INC Common '29362U104 923 190,799 SH DEFINED SOLE ENTERCOM COMMUNICATIONS CORP Common '293639100 42 8,335 SH DEFINED SOLE ENTERGY CORP NEW Common '29364G103 17,123 192,373 SH DEFINED SOLE ENTERPRISE FINL SVCS CORP Common '293712105 38 1,679 SH DEFINED SOLE ENTERPRISE GP HLDGS L P Common '293716106 366 15,562 SH DEFINED SOLE ENTERTAINMENT PPTYS TR Common '29380T105 409 7,469 SH DEFINED SOLE ENTRAVISION COMMUNICATIONS C Common '29382R107 87 32,500 SH DEFINED SOLE ENZO BIOCHEM INC Common '294100102 195 17,788 SH DEFINED SOLE ENZON PHARMACEUTICALS INC Common '293904108 4 557 SH DEFINED SOLE EOG RES INC Common '26875P101 35,136 392,753 SH DEFINED SOLE EPOCH HOLDING CORP Common '29428R103 9 792 SH DEFINED SOLE EQUIFAX INC Common '294429105 6,278 182,245 SH DEFINED SOLE EQUITABLE RES INC Common '294549100 2,976 81,136 SH DEFINED SOLE EQUITY RESIDENTIAL Common '29476L107 16,751 377,184 SH DEFINED SOLE ERESEARCHTECHNOLOGY INC Common '29481V108 266 22,335 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- ERIE INDTY CO Common '29530P102 474 10,874 SH DEFINED SOLE ESSA BANCORP INC Common '29667D104 20 1,467 SH DEFINED SOLE ESSEX PPTY TR INC Common '297178105 659 5,565 SH DEFINED SOLE ESTERLINE TECHNOLOGIES CORP Common '297425100 1,755 44,319 SH DEFINED SOLE EUROSEAS LTD Common 'Y23592200 10 1,236 SH DEFINED SOLE EV3 INC Common '26928A200 17 1,735 SH DEFINED SOLE EVEREST RE GROUP LTD Common 'G3223R108 983 11,362 SH DEFINED SOLE EVERGREEN SOLAR INC Common '30033R108 359 64,988 SH DEFINED SOLE EXCEL MARITIME CARRIERS LTD Common 'V3267N107 6 400 SH DEFINED SOLE EXCO RESOURCES INC Common '269279402 339 20,800 SH DEFINED SOLE EXELON CORP Common '30161N101 39,143 625,080 SH DEFINED SOLE EXLSERVICE HOLDINGS INC Common '302081104 79 9,039 SH DEFINED SOLE EXPRESS SCRIPTS INC Common '302182100 4,731 64,086 SH DEFINED SOLE EXPRESS SCRIPTS INC Common '302182950 865 11,700 PUT DEFINED SOLE EXTERRAN HLDGS INC Common '30225X103 2,073 64,872 SH DEFINED SOLE EXTRA SPACE STORAGE INC Common '30225T102 1,343 87,440 SH DEFINED SOLE EXTREME NETWORKS INC Common '30226D106 10 3,222 SH DEFINED SOLE EXXON MOBIL CORP Common '30231G102 595,134 7,663,324 SH DEFINED SOLE F M C CORP Common '302491303 1,704 33,164 SH DEFINED SOLE F5 NETWORKS INC Common '315616102 791 33,839 SH DEFINED SOLE FACTSET RESH SYS INC Common '303075105 1,833 35,087 SH DEFINED SOLE FAIRCHILD SEMICONDUCTOR INTL Common '303726103 876 98,525 SH DEFINED SOLE FAIRFAX FINL HLDGS LTD Common '303901102 66 200 SH DEFINED SOLE FAIRPOINT COMMUNICATIONS INC Common '305560104 12 1,402 SH DEFINED SOLE FAMILY DLR STORES INC Common '307000109 7,980 336,723 SH DEFINED SOLE FARMERS CAP BK CORP Common '309562106 15 573 SH DEFINED SOLE FARO TECHNOLOGIES INC Common '311642102 50 2,474 SH DEFINED SOLE FBR CAPITAL MARKETS CORP Common '30247C301 14 2,225 SH DEFINED SOLE FCSTONE GROUP INC Common '31308T100 37 2,011 SH DEFINED SOLE FEDERAL AGRIC MTG CORP Common '313148306 3 804 SH DEFINED SOLE FEDERAL HOME LN MTG CORP Common '313400301 11 6,534 SH DEFINED SOLE FEDERAL NATL MTG ASSN Common '313586109 17 11,105 SH DEFINED SOLE FEDERAL SIGNAL CORP Common '313855108 99 7,213 SH DEFINED SOLE FEDERATED INVS INC PA Common '314211103 3,750 129,999 SH DEFINED SOLE FEDEX CORP Common '31428X106 39,533 500,168 SH DEFINED SOLE FEI CO Common '30241L109 40 1,663 SH DEFINED SOLE FELCOR LODGING TR INC Common '31430F101 660 92,128 SH DEFINED SOLE FERRELLGAS PARTNERS L.P. Common '315293100 137 7,492 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- FERRO CORP Common '315405100 258 12,837 SH DEFINED SOLE FIDELITY NATIONAL FINANCIAL Common '31620R105 900 61,206 SH DEFINED SOLE FIDELITY NATL INFORMATION SV Common '31620M106 6,302 341,383 SH DEFINED SOLE FIFTH THIRD BANCORP Common '316773100 10,529 869,420 SH DEFINED SOLE FINANCIAL INSTNS INC Common '317585404 20 979 SH DEFINED SOLE FINISH LINE INC Common '317923100 6 631 SH DEFINED SOLE FIRST ACCEPTANCE CORP Common '318457108 5 1,465 SH DEFINED SOLE FIRST AMERN CORP CALIF Common '318522307 454 15,403 SH DEFINED SOLE FIRST BANCORP INC ME Common '31866P102 23 1,178 SH DEFINED SOLE FIRST BANCORP N C Common '318910106 22 1,272 SH DEFINED SOLE FIRST BANCORP P R Common '318672102 67 6,067 SH DEFINED SOLE FIRST BUSEY CORP Common '319383105 76 4,124 SH DEFINED SOLE FIRST CMNTY BANCSHARES INC N Common '31983A103 27 702 SH DEFINED SOLE FIRST COMWLTH FINL CORP PA Common '319829107 138 10,231 SH DEFINED SOLE FIRST FINANCIAL NORTHWEST IN Common '32022K102 20 1,941 SH DEFINED SOLE FIRST FINL BANCORP OH Common '320209109 48 3,306 SH DEFINED SOLE FIRST FINL BANKSHARES Common '32020R109 346 6,496 SH DEFINED SOLE FIRST FINL CORP IND Common '320218100 52 1,085 SH DEFINED SOLE FIRST FINL HLDGS INC Common '320239106 27 1,013 SH DEFINED SOLE FIRST HORIZON NATL CORP Common '320517105 2,756 294,459 SH DEFINED SOLE FIRST INDUSTRIAL REALTY TRUS Common '32054K103 163 5,667 SH DEFINED SOLE FIRST MARBLEHEAD CORP Common '320771108 15 5,852 SH DEFINED SOLE FIRST MERCHANTS CORP Common '320817109 35 1,551 SH DEFINED SOLE FIRST MERCURY FINANCIAL CORP Common '320841109 77 5,405 SH DEFINED SOLE FIRST NIAGARA FINL GP INC Common '33582V108 531 33,720 SH DEFINED SOLE FIRST PL FINL CORP Common '33610T109 19 1,446 SH DEFINED SOLE FIRST POTOMAC RLTY TR Common '33610F109 443 25,772 SH DEFINED SOLE FIRST SOUTH BANCORP INC VA Common '33646W100 34 1,959 SH DEFINED SOLE FIRSTENERGY CORP Common '337932107 18,724 279,508 SH DEFINED SOLE FIRSTFED FINL CORP Common '337907109 22 2,812 SH DEFINED SOLE FIRSTMERIT CORP Common '337915102 486 22,790 SH DEFINED SOLE FLAGSTAR BANCORP INC Common '337930101 34 11,353 SH DEFINED SOLE FLAGSTONE REINSURANCE HLDGS Common 'G3529T105 130 12,635 SH DEFINED SOLE FLEETWOOD ENTERPRISES INC Common '339099103 24 23,500 SH DEFINED SOLE FLOTEK INDS INC DEL Common '343389102 11 1,000 SH DEFINED SOLE FLOWSERVE CORP Common '34354P105 3,159 35,582 SH DEFINED SOLE FLUOR CORP NEW Common '343412102 16,582 297,704 SH DEFINED SOLE FLUSHING FINL CORP Common '343873105 32 1,834 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- FNB CORP PA Common '302520101 135 8,464 SH DEFINED SOLE FOMENTO ECONOMICO MEXICANO S Common '344419106 122 3,191 SH DEFINED SOLE FOOT LOCKER INC Common '344849104 987 61,092 SH DEFINED SOLE FORD MTR CO DEL Common '345370860 18,237 3,507,033 SH DEFINED SOLE FOREST CITY ENTERPRISES INC Common '345550305 15 500 SH DEFINED SOLE FOREST LABS INC Common '345838106 13,708 484,729 SH DEFINED SOLE FORESTAR REAL ESTATE GROUP I Common '346233109 47 3,173 SH DEFINED SOLE FORRESTER RESH INC Common '346563109 379 12,941 SH DEFINED SOLE FORTRESS INVESTMENT GROUP LL Common '34958B106 4 400 SH DEFINED SOLE FORTUNE BRANDS INC Common '349631101 12,511 218,119 SH DEFINED SOLE FORWARD AIR CORP Common '349853101 1,227 45,052 SH DEFINED SOLE FOSSIL INC Common '349882100 175 6,219 SH DEFINED SOLE FOUNDRY NETWORKS INC Common '35063R100 470 25,922 SH DEFINED SOLE FOX CHASE BANCORP Common '35137P106 6 525 SH DEFINED SOLE FPIC INS GROUP INC Common '302563101 48 906 SH DEFINED SOLE FPL GROUP INC Common '302571104 33,165 659,342 SH DEFINED SOLE FRANKLIN RES INC Common '354613101 20,547 233,141 SH DEFINED SOLE FRANKLIN STREET PPTYS CORP Common '35471R106 218 16,753 SH DEFINED SOLE FREEPORT-MCMORAN COPPER & GO Common '35671D857 33,661 592,104 SH DEFINED SOLE FRESENIUS KABI PHARMACEUTHLD Common '35802M115 0 159 SH DEFINED SOLE FRIEDMAN BILLINGS RAMSEY GRO Common '358434108 26 12,771 SH DEFINED SOLE FRONTIER COMMUNICATIONS CORP Common '35906A108 4,798 417,203 SH DEFINED SOLE FRONTIER FINL CORP WASH Common '35907K105 115 8,673 SH DEFINED SOLE FRONTLINE LTD Common 'G3682E127 20 416 SH DEFINED SOLE FUEL SYS SOLUTIONS INC Common '35952W103 3 100 SH DEFINED SOLE FUEL TECH INC Common '359523107 13 700 SH DEFINED SOLE FUJIFILM HLDGS CORP Common '35958N107 294 11,295 SH DEFINED SOLE FULTON FINL CORP PA Common '360271100 42 3,677 SH DEFINED SOLE FX REAL ESTATE & ENTMT INC Common '302709100 0 783 SH DEFINED SOLE GALLAGHER ARTHUR J & CO Common '363576109 501 19,517 SH DEFINED SOLE GAMESTOP CORP NEW Common '36467W109 8,990 262,782 SH DEFINED SOLE GANNETT INC Common '364730101 6,323 373,924 SH DEFINED SOLE GAP INC DEL Common '364760108 13,949 784,518 SH DEFINED SOLE GARDNER DENVER INC Common '365558105 268 7,708 SH DEFINED SOLE GARMIN LTD Common 'G37260959 339 10,000 PUT DEFINED SOLE GARTNER INC Common '366651107 303 13,345 SH DEFINED SOLE GATX CORP Common '361448103 255 6,435 SH DEFINED SOLE GENCO SHIPPING & TRADING LTD Common 'Y2685T107 23 700 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- GENCORP INC Common '368682100 34 5,100 SH DEFINED SOLE GENENTECH INC Common '368710406 22 247 SH DEFINED SOLE GENERAL AMERN INVS INC Common '368802104 5 200 SH DEFINED SOLE GENERAL DYNAMICS CORP Common '369550108 50,274 682,884 SH DEFINED SOLE GENERAL ELECTRIC CO Common '369604103 383,639 15,044,676 SH DEFINED SOLE GENERAL GROWTH PPTYS INC Common '370021107 6,394 423,419 SH DEFINED SOLE GENERAL MARITIME CORP Common 'Y2692M103 534 27,402 SH DEFINED SOLE GENERAL MLS INC Common '370334104 37,935 552,017 SH DEFINED SOLE GENERAL MOLY INC Common '370373102 240 55,100 SH DEFINED SOLE GENERAL MTRS CORP Common '370442105 3,125 330,645 SH DEFINED SOLE GENERAL STEEL HOLDINGS INC Common '370853103 3 400 SH DEFINED SOLE GENESCO INC Common '371532102 7 200 SH DEFINED SOLE GENESEE & WYO INC Common '371559105 287 7,656 SH DEFINED SOLE GENESIS ENERGY L P Common '371927104 10 700 SH DEFINED SOLE GENOMIC HEALTH INC Common '37244C101 1 61 SH DEFINED SOLE GENPACT LIMITED Common 'G3922B107 58 5,600 SH DEFINED SOLE GEN-PROBE INC NEW Common '36866T103 391 7,388 SH DEFINED SOLE GENTEX CORP Common '371901109 422 29,542 SH DEFINED SOLE GENUINE PARTS CO Common '372460105 9,176 228,214 SH DEFINED SOLE GENWORTH FINL INC Common '37247D106 6,047 702,340 SH DEFINED SOLE GEO GROUP INC Common '36159R103 563 27,842 SH DEFINED SOLE GEOEYE INC Common '37250W108 22 1,000 SH DEFINED SOLE GERDAU AMERISTEEL CORP Common '37373P105 0 96 SH DEFINED SOLE GERDAU S A Common '373737105 204 18,357 SH DEFINED SOLE GERON CORP Common '374163103 62 15,798 SH DEFINED SOLE GETTY RLTY CORP NEW Common '374297109 156 7,040 SH DEFINED SOLE GEVITY HR INC Common '374393106 0 68 SH DEFINED SOLE GFI GROUP INC Common '361652209 266 56,873 SH DEFINED SOLE GIBRALTAR INDS INC Common '374689107 11 601 SH DEFINED SOLE GIGAMEDIA LTD Common 'Y2711Y104 6 859 SH DEFINED SOLE GILDAN ACTIVEWEAR INC Common '375916103 9 400 SH DEFINED SOLE GILEAD SCIENCES INC Common '375558103 3,245 71,278 SH DEFINED SOLE GIVEN IMAGING Common 'M52020100 2 138 SH DEFINED SOLE GLACIER BANCORP INC NEW Common '37637Q105 131 5,140 SH DEFINED SOLE GLADSTONE CAPITAL CORP Common '376535100 43 2,814 SH DEFINED SOLE GLADSTONE INVT CORP Common '376546107 13 1,935 SH DEFINED SOLE GLATFELTER Common '377316104 222 16,400 SH DEFINED SOLE GLG PARTNERS INC Common '37929X107 186 34,300 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- GLOBAL CASH ACCESS HLDGS INC Common '378967103 11 2,095 SH DEFINED SOLE GLOBAL INDS LTD Common '379336100 82 11,920 SH DEFINED SOLE GLOBAL PMTS INC Common '37940X102 949 21,151 SH DEFINED SOLE GOLDMAN SACHS GROUP INC Common '38141G104 82,791 646,807 SH DEFINED SOLE GOODRICH CORP Common '382388106 10,879 261,509 SH DEFINED SOLE GOODYEAR TIRE & RUBR CO Common '382550101 5,640 368,385 SH DEFINED SOLE GOOGLE INC Common '38259P508 49,972 155,918 SH DEFINED SOLE GRACE W R & CO DEL NEW Common '38388F108 33 2,181 SH DEFINED SOLE GRAINGER W W INC Common '384802104 7,995 91,933 SH DEFINED SOLE GRAMERCY CAP CORP Common '384871109 382 147,555 SH DEFINED SOLE GREAT PLAINS ENERGY INC Common '391164100 2,162 97,304 SH DEFINED SOLE GREATBATCH INC Common '39153L106 20 800 SH DEFINED SOLE GREEN BANKSHARES INC Common '394361208 27 1,141 SH DEFINED SOLE GREEN MTN COFFEE ROASTERS IN Common '393122106 3 79 SH DEFINED SOLE GREENHILL & CO INC Common '395259104 206 2,788 SH DEFINED SOLE GREENLIGHT CAPITAL RE LTD Common 'G4095J109 82 3,713 SH DEFINED SOLE GREIF INC Common '397624107 118 1,804 SH DEFINED SOLE GRIFFON CORP Common '398433102 19 2,100 SH DEFINED SOLE GROUP 1 AUTOMOTIVE INC Common '398905109 324 14,900 SH DEFINED SOLE GROUPE CGI INC Common '39945C109 167 18,900 SH DEFINED SOLE GRUBB & ELLIS CO Common '400095204 8 2,879 SH DEFINED SOLE GUARANTY BANCORP DEL Common '40075T102 27 4,395 SH DEFINED SOLE GUARANTY FINL GROUP INC Common '40108N106 21 5,362 SH DEFINED SOLE GULFPORT ENERGY CORP Common '402635304 78 7,829 SH DEFINED SOLE GYMBOREE CORP Common '403777105 109 3,073 SH DEFINED SOLE H & E EQUIPMENT SERVICES INC Common '404030108 522 54,007 SH DEFINED SOLE HAEMONETICS CORP Common '405024100 173 2,800 SH DEFINED SOLE HALLIBURTON CO Common '406216101 46,803 1,444,968 SH DEFINED SOLE HALLMARK FINL SVCS INC Common '40624Q203 4 481 SH DEFINED SOLE HANCOCK HLDG CO Common '410120109 267 5,159 SH DEFINED SOLE HANESBRANDS INC Common '410345102 312 14,345 SH DEFINED SOLE HANMI FINL CORP Common '410495105 211 41,756 SH DEFINED SOLE HANOVER INS GROUP INC Common '410867105 498 10,945 SH DEFINED SOLE HANSEN MEDICAL INC Common '411307101 3 200 SH DEFINED SOLE HARLEY DAVIDSON INC Common '412822108 13,719 367,811 SH DEFINED SOLE HARLEYSVILLE GROUP INC Common '412824104 48 1,233 SH DEFINED SOLE HARLEYSVILLE NATL CORP PA Common '412850109 46 2,720 SH DEFINED SOLE HARMAN INTL INDS INC Common '413086109 2,920 85,716 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- HARRIS & HARRIS GROUP INC Common '413833104 14 2,166 SH DEFINED SOLE HARRIS CORP DEL Common '413875105 8,885 192,321 SH DEFINED SOLE HARRY WINSTON DIAMOND CORP Common '41587B100 160 12,000 SH DEFINED SOLE HARSCO CORP Common '415864107 2,095 56,329 SH DEFINED SOLE HARTE-HANKS INC Common '416196103 276 26,633 SH DEFINED SOLE HARTFORD FINL SVCS GROUP INC Common '416515104 19,300 470,857 SH DEFINED SOLE HASBRO INC Common '418056107 8,738 251,659 SH DEFINED SOLE HATTERAS FINL CORP Common '41902R103 23 1,007 SH DEFINED SOLE HCC INS HLDGS INC Common '404132102 438 16,223 SH DEFINED SOLE HCP INC Common '40414L109 12,780 318,459 SH DEFINED SOLE HEADWATERS INC Common '42210P102 41 3,078 SH DEFINED SOLE HEALTH CARE REIT INC Common '42217K106 1,272 23,892 SH DEFINED SOLE HEALTH MGMT ASSOC INC NEW Common '421933102 1,115 268,026 SH DEFINED SOLE HEALTH NET INC Common '42222G108 598 25,348 SH DEFINED SOLE HEALTHCARE RLTY TR Common '421946104 1,689 57,947 SH DEFINED SOLE HEALTHCARE SVCS GRP INC Common '421906108 26 1,441 SH DEFINED SOLE HEALTHSOUTH CORP Common '421924309 562 30,487 SH DEFINED SOLE HEALTHSPRING INC Common '42224N101 781 36,904 SH DEFINED SOLE HEALTHWAYS INC Common '422245100 342 21,176 SH DEFINED SOLE HEARTLAND EXPRESS INC Common '422347104 657 42,274 SH DEFINED SOLE HEARTLAND FINL USA INC Common '42234Q102 44 1,752 SH DEFINED SOLE HEARTLAND PMT SYS INC Common '42235N108 1 55 SH DEFINED SOLE HEICO CORP NEW Common '422806109 140 4,259 SH DEFINED SOLE HEICO CORP NEW Common '422806208 31 1,100 SH DEFINED SOLE HEINZ H J CO Common '423074103 25,439 509,088 SH DEFINED SOLE HELIX ENERGY SOLUTIONS GRP I Common '42330P107 117 4,813 SH DEFINED SOLE HELMERICH & PAYNE INC Common '423452101 1,107 25,628 SH DEFINED SOLE HERBALIFE LTD Common 'G4412G101 383 9,700 SH DEFINED SOLE HERCULES INC Common '427056106 3,252 164,326 SH DEFINED SOLE HERCULES TECH GROWTH CAP INC Common '427096508 28 2,896 SH DEFINED SOLE HERITAGE COMMERCE CORP Common '426927109 12 860 SH DEFINED SOLE HERSHEY CO Common '427866108 9,255 234,070 SH DEFINED SOLE HERTZ GLOBAL HOLDINGS INC Common '42805T105 37 4,900 SH DEFINED SOLE HESS CORP Common '42809H107 39,173 477,249 SH DEFINED SOLE HEWITT ASSOCS INC Common '42822Q100 36 977 SH DEFINED SOLE HEWLETT PACKARD CO Common '428236103 151,033 3,266,292 SH DEFINED SOLE HEXCEL CORP NEW Common '428291108 617 45,061 SH DEFINED SOLE HHGREGG INC Common '42833L108 8 799 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- HIBBETT SPORTS INC Common '428567101 1,273 63,523 SH DEFINED SOLE HIGHWOODS PPTYS INC Common '431284108 618 17,386 SH DEFINED SOLE HILL INTERNATIONAL INC Common '431466101 133 9,600 SH DEFINED SOLE HILLENBRAND INC Common '431571108 30 1,500 SH DEFINED SOLE HILLTOP HOLDINGS INC Common '432748101 246 23,851 SH DEFINED SOLE HMS HLDGS CORP Common '40425J101 31 1,308 SH DEFINED SOLE HNI CORP Common '404251100 157 6,180 SH DEFINED SOLE HOLLY CORP Common '435758305 41 1,420 SH DEFINED SOLE HOME BANCSHARES INC Common '436893200 30 1,148 SH DEFINED SOLE HOME DEPOT INC Common '437076102 51,823 2,001,664 SH DEFINED SOLE HOME FED BANCORP INC MD Common '43710G105 15 1,234 SH DEFINED SOLE HONEYWELL INTL INC Common '438516106 49,436 1,189,800 SH DEFINED SOLE HORACE MANN EDUCATORS CORP N Common '440327104 238 18,480 SH DEFINED SOLE HORIZON LINES INC Common '44044K101 10 1,000 SH DEFINED SOLE HOSPIRA INC Common '441060100 9,329 244,206 SH DEFINED SOLE HOSPITALITY PPTYS TR Common '44106M102 1,092 53,236 SH DEFINED SOLE HOST HOTELS & RESORTS INC Common '44107P104 11,025 829,598 SH DEFINED SOLE HOVNANIAN ENTERPRISES INC Common '442487203 154 19,236 SH DEFINED SOLE HRPT PPTYS TR Common '40426W101 819 118,800 SH DEFINED SOLE HUBBELL INC Common '443510102 38 943 SH DEFINED SOLE HUBBELL INC Common '443510201 1,711 48,809 SH DEFINED SOLE HUDSON CITY BANCORP Common '443683107 14,397 764,985 SH DEFINED SOLE HUDSON HIGHLAND GROUP INC Common '443792106 110 15,794 SH DEFINED SOLE HUGOTON RTY TR TEX Common '444717102 141 5,237 SH DEFINED SOLE HUMANA INC Common '444859102 11,499 279,092 SH DEFINED SOLE HUNT J B TRANS SVCS INC Common '445658107 100 3,013 SH DEFINED SOLE HUNTINGTON BANCSHARES INC Common '446150104 4,289 536,749 SH DEFINED SOLE HUNTSMAN CORP Common '447011107 11 900 SH DEFINED SOLE HURON CONSULTING GROUP INC Common '447462102 62 1,087 SH DEFINED SOLE HUTCHINSON TECHNOLOGY INC Common '448407106 49 4,202 SH DEFINED SOLE HUTCHISON TELECOMM INTL LTD Common '44841T107 206 12,400 SH DEFINED SOLE IAMGOLD CORP Common '450913108 8 1,400 SH DEFINED SOLE IBERIABANK CORP Common '450828108 232 4,264 SH DEFINED SOLE ICICI BK LTD Common '45104G104 350 14,892 SH DEFINED SOLE ICO INC NEW Common '449293109 7 1,192 SH DEFINED SOLE ICU MED INC Common '44930G107 4 135 SH DEFINED SOLE IDACORP INC Common '451107106 122 4,183 SH DEFINED SOLE IDEX CORP Common '45167R104 702 22,632 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- IDT CORP Common '448947309 6 8,199 SH DEFINED SOLE IHS INC Common '451734107 186 3,900 SH DEFINED SOLE ILLINOIS TOOL WKS INC Common '452308109 27,124 610,206 SH DEFINED SOLE IMAX CORP Common '45245E109 25 4,306 SH DEFINED SOLE IMCLONE SYS INC Common '45245W109 31 495 SH DEFINED SOLE IMS HEALTH INC Common '449934108 6,177 326,669 SH DEFINED SOLE INCYTE CORP Common '45337C102 15 1,960 SH DEFINED SOLE INDEPENDENCE HLDG CO NEW Common '453440307 7 577 SH DEFINED SOLE INDEPENDENT BANK CORP MASS Common '453836108 85 2,719 SH DEFINED SOLE INDEPENDENT BANK CORP MICH Common '453838104 3 428 SH DEFINED SOLE INERGY L P Common '456615103 1,017 47,642 SH DEFINED SOLE INFINEON TECHNOLOGIES AG Common '45662N103 228 40,800 SH DEFINED SOLE INFINERA CORPORATION Common '45667G103 25 2,634 SH DEFINED SOLE INFINITY PPTY & CAS CORP Common '45665Q103 340 8,168 SH DEFINED SOLE INFORMATICA CORP Common '45666Q102 461 35,240 SH DEFINED SOLE ING GROEP N V Common '456837103 181 8,441 SH DEFINED SOLE INGERSOLL-RAND COMPANY LTD Common 'G4776G101 15,320 491,484 SH DEFINED SOLE INGRAM MICRO INC Common '457153104 613 38,154 SH DEFINED SOLE INNERWORKINGS INC Common '45773Y105 8 708 SH DEFINED SOLE INNOPHOS HOLDINGS INC Common '45774N108 15 600 SH DEFINED SOLE INSIGHT ENTERPRISES INC Common '45765U103 37 2,740 SH DEFINED SOLE INSITUFORM TECHNOLOGIES INC Common '457667103 83 5,541 SH DEFINED SOLE INSTEEL INDUSTRIES INC Common '45774W108 15 1,100 SH DEFINED SOLE INSULET CORP Common '45784P101 1 100 SH DEFINED SOLE INTEGRA BK CORP Common '45814P105 14 1,760 SH DEFINED SOLE INTEGRA LIFESCIENCES HLDGS C Common '457985208 75 1,709 SH DEFINED SOLE INTEGRATED DEVICE TECHNOLOGY Common '458118106 1,012 129,866 SH DEFINED SOLE INTEGRYS ENERGY GROUP INC Common '45822P105 6,304 126,237 SH DEFINED SOLE INTEL CORP Common '458140100 100,258 5,358,542 SH DEFINED SOLE INTERACTIVE BROKERS GROUP IN Common '45841N107 88 3,882 SH DEFINED SOLE INTERACTIVE DATA CORP Common '45840J107 498 19,757 SH DEFINED SOLE INTERCONTINENTALEXCHANGE INC Common '45865V100 8,981 111,318 SH DEFINED SOLE INTERMUNE INC Common '45884X103 14 800 SH DEFINED SOLE INTERNATIONAL ASSETS HLDG CO Common '459028106 9 361 SH DEFINED SOLE INTERNATIONAL BANCSHARES COR Common '459044103 376 13,754 SH DEFINED SOLE INTERNATIONAL BUSINESS MACHS Common '459200101 178,499 1,526,151 SH DEFINED SOLE INTERNATIONAL FLAVORS&FRAGRA Common '459506101 4,069 103,125 SH DEFINED SOLE INTERNATIONAL GAME TECHNOLOG Common '459902102 8,566 498,596 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- INTERNATIONAL RECTIFIER CORP Common '460254105 257 13,507 SH DEFINED SOLE INTEROIL CORP Common '460951106 28 1,000 SH DEFINED SOLE INTERPUBLIC GROUP COS INC Common '460690100 6,170 796,164 SH DEFINED SOLE INTERSIL CORP Common '46069S109 2,438 147,220 SH DEFINED SOLE INTL PAPER CO Common '460146103 18,294 698,795 SH DEFINED SOLE INTUITIVE SURGICAL INC Common '46120E602 939 3,896 SH DEFINED SOLE INVENTIV HEALTH INC Common '46122E105 260 14,722 SH DEFINED SOLE INVERNESS MED INNOVATIONS IN Common '46126P106 452 15,067 SH DEFINED SOLE INVESCO LTD Common 'G491BT108 12,513 596,431 SH DEFINED SOLE INVESTMENT TECHNOLOGY GRP NE Common '46145F105 18 585 SH DEFINED SOLE INVESTORS BANCORP INC Common '46146P102 127 8,433 SH DEFINED SOLE INVITROGEN CORP Common '46185R100 1,168 30,939 SH DEFINED SOLE IPC HLDGS LTD Common 'G4933P101 501 16,272 SH DEFINED SOLE IRELAND BK Common '46267Q103 340 14,996 SH DEFINED SOLE IRON MTN INC Common '462846106 555 22,748 SH DEFINED SOLE ISIS PHARMACEUTICALS INC Common '464330109 0 50 SH DEFINED SOLE ISTAR FINL INC Common '45031U101 323 124,346 SH DEFINED SOLE ITT CORP NEW Common '450911102 15,697 282,263 SH DEFINED SOLE ITT EDUCATIONAL SERVICES INC Common '45068B109 796 9,838 SH DEFINED SOLE IVANHOE MINES LTD Common '46579N103 261 43,100 SH DEFINED SOLE IXIA Common '45071R109 1 165 SH DEFINED SOLE J CREW GROUP INC Common '46612H402 261 9,149 SH DEFINED SOLE J2 GLOBAL COMMUNICATIONS INC Common '46626E205 2 72 SH DEFINED SOLE JABIL CIRCUIT INC Common '466313103 3,319 347,889 SH DEFINED SOLE JACK IN THE BOX INC Common '466367109 870 41,220 SH DEFINED SOLE JACKSON HEWITT TAX SVCS INC Common '468202106 9 576 SH DEFINED SOLE JACOBS ENGR GROUP INC DEL Common '469814107 11,389 209,712 SH DEFINED SOLE JANUS CAP GROUP INC Common '47102X105 5,406 222,658 SH DEFINED SOLE JARDEN CORP Common '471109108 65 2,793 SH DEFINED SOLE JDA SOFTWARE GROUP INC Common '46612K108 656 43,038 SH DEFINED SOLE JDS UNIPHASE CORP Common '46612J507 2,696 318,271 SH DEFINED SOLE JEFFERIES GROUP INC NEW Common '472319102 112 4,989 SH DEFINED SOLE JER INVT TR INC Common '46614H301 15 3,180 SH DEFINED SOLE JETBLUE AIRWAYS CORP Common '477143101 155 31,324 SH DEFINED SOLE JO-ANN STORES INC Common '47758P307 155 7,400 SH DEFINED SOLE JOHNSON & JOHNSON Common '478160104 263,523 3,803,739 SH DEFINED SOLE JOHNSON CTLS INC Common '478366107 26,743 881,745 SH DEFINED SOLE JONES APPAREL GROUP INC Common '480074103 2,126 114,852 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- JONES LANG LASALLE INC Common '48020Q107 140 3,229 SH DEFINED SOLE JOS A BANK CLOTHIERS INC Common '480838101 3 104 SH DEFINED SOLE JPMORGAN & CHASE & CO Common '46625H100 229,261 4,909,226 SH DEFINED SOLE JUNIPER NETWORKS INC Common '48203R104 6,880 326,845 SH DEFINED SOLE K SEA TRANSN PARTNERS LP Common '48268Y101 0 5 SH DEFINED SOLE KANSAS CITY LIFE INS CO Common '484836101 18 386 SH DEFINED SOLE KAYNE ANDERSON ENERGY DEV CO Common '48660Q102 24 1,410 SH DEFINED SOLE KB HOME Common '48666K109 2,890 146,871 SH DEFINED SOLE KBR INC Common '48242W106 184 12,062 SH DEFINED SOLE KBW INC Common '482423100 118 3,588 SH DEFINED SOLE KEARNY FINL CORP Common '487169104 19 1,576 SH DEFINED SOLE KELLOGG CO Common '487836108 20,919 372,881 SH DEFINED SOLE KENEXA CORP Common '488879107 545 34,518 SH DEFINED SOLE KENNAMETAL INC Common '489170100 1,487 54,820 SH DEFINED SOLE KENSEY NASH CORP Common '490057106 17 553 SH DEFINED SOLE KEY ENERGY SVCS INC Common '492914106 1,532 132,046 SH DEFINED SOLE KEYCORP NEW Common '493267108 8,578 718,444 SH DEFINED SOLE KHD HUMBOLDT WEDAG INTL LTD Common '482462108 67 3,512 SH DEFINED SOLE KIMBERLY CLARK CORP Common '494368103 40,602 626,190 SH DEFINED SOLE KIMCO REALTY CORP Common '49446R109 11,629 314,797 SH DEFINED SOLE KINDRED HEALTHCARE INC Common '494580103 1,092 39,616 SH DEFINED SOLE KINETIC CONCEPTS INC Common '49460W208 776 27,157 SH DEFINED SOLE KING PHARMACEUTICALS INC Common '495582108 3,510 366,438 SH DEFINED SOLE KIRBY CORP Common '497266106 412 10,867 SH DEFINED SOLE KITE RLTY GROUP TR Common '49803T102 375 34,062 SH DEFINED SOLE KKR FINANCIAL HLDGS LLC Common '48248A306 807 126,843 SH DEFINED SOLE KNIGHT CAPITAL GROUP INC Common '499005106 144 9,697 SH DEFINED SOLE KNOLL INC Common '498904200 99 6,550 SH DEFINED SOLE KNOLOGY INC Common '499183804 54 6,728 SH DEFINED SOLE KNOT INC Common '499184109 8 973 SH DEFINED SOLE KOHLBERG CAPITAL CORP Common '500233101 12 1,446 SH DEFINED SOLE KOHLS CORP Common '500255104 22,531 488,956 SH DEFINED SOLE KOPIN CORP Common '500600101 2 734 SH DEFINED SOLE KOPPERS HOLDINGS INC Common '50060P106 397 10,624 SH DEFINED SOLE KRISPY KREME DOUGHNUTS INC Common '501014104 140 42,329 SH DEFINED SOLE KROGER CO Common '501044101 28,850 1,049,857 SH DEFINED SOLE KT CORP Common '48268K101 548 32,650 SH DEFINED SOLE KUBOTA CORP Common '501173207 6 200 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- KYOCERA CORP Common '501556203 84 1,100 SH DEFINED SOLE L-3 COMMUNICATIONS HLDGS INC Common '502424104 18,012 183,194 SH DEFINED SOLE LA Z BOY INC Common '505336107 7 700 SH DEFINED SOLE LABORATORY CORP AMER HLDGS Common '50540R409 11,859 170,635 SH DEFINED SOLE LABRANCHE & CO INC Common '505447102 80 17,790 SH DEFINED SOLE LADENBURG THALMAN FIN SVCS I Common '50575Q102 25 14,148 SH DEFINED SOLE LADISH INC Common '505754200 76 3,746 SH DEFINED SOLE LAKELAND BANCORP INC Common '511637100 20 1,741 SH DEFINED SOLE LAKELAND FINL CORP Common '511656100 24 1,127 SH DEFINED SOLE LANDAMERICA FINL GROUP INC Common '514936103 66 2,739 SH DEFINED SOLE LANDEC CORP Common '514766104 92 11,198 SH DEFINED SOLE LANDRYS RESTAURANTS INC Common '51508L103 143 9,200 SH DEFINED SOLE LANDSTAR SYS INC Common '515098101 695 15,780 SH DEFINED SOLE LAS VEGAS SANDS CORP Common '517834107 61 1,700 SH DEFINED SOLE LASALLE HOTEL PPTYS Common '517942108 1,064 45,635 SH DEFINED SOLE LATTICE SEMICONDUCTOR CORP Common '518415104 190 92,309 SH DEFINED SOLE LAUDER ESTEE COS INC Common '518439104 10,502 210,413 SH DEFINED SOLE LAYNE CHRISTENSEN CO Common '521050104 246 6,939 SH DEFINED SOLE LCA-VISION INC Common '501803308 12 2,519 SH DEFINED SOLE LDK SOLAR CO LTD Common '50183L107 63 2,100 SH DEFINED SOLE LEE ENTERPRISES INC Common '523768109 4 1,100 SH DEFINED SOLE LEGG MASON INC Common '524901105 8,030 210,973 SH DEFINED SOLE LEGGETT & PLATT INC Common '524660107 4,949 227,128 SH DEFINED SOLE LEHMAN BROS HLDGS INC Common '524908100 5 21,555 SH DEFINED SOLE LENDER PROCESSING SVCS INC Common '52602E102 449 14,699 SH DEFINED SOLE LENNAR CORP Common '526057104 2,792 183,831 SH DEFINED SOLE LENNAR CORP Common '526057302 4 300 SH DEFINED SOLE LENNOX INTL INC Common '526107107 23 700 SH DEFINED SOLE LEUCADIA NATL CORP Common '527288104 12,017 264,451 SH DEFINED SOLE LEXINGTON REALTY TRUST Common '529043101 132 7,691 SH DEFINED SOLE LEXMARK INTL NEW Common '529771107 4,509 138,446 SH DEFINED SOLE LIBERTY MEDIA CORP NEW Common '53071M203 3 215 SH DEFINED SOLE LIBERTY PPTY TR Common '531172104 420 11,164 SH DEFINED SOLE LIFE PARTNERS HOLDINGS INC Common '53215T106 28 784 SH DEFINED SOLE LIFE TIME FITNESS INC Common '53217R207 269 8,606 SH DEFINED SOLE LIFEPOINT HOSPITALS INC Common '53219L109 144 4,511 SH DEFINED SOLE LILLY ELI & CO Common '532457108 71,943 1,633,962 SH DEFINED SOLE LIMITED BRANDS INC Common '532716107 8,570 494,825 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- LINCARE HLDGS INC Common '532791100 1,836 61,003 SH DEFINED SOLE LINCOLN ELEC HLDGS INC Common '533900106 2,299 35,985 SH DEFINED SOLE LINCOLN NATL CORP IND Common '534187109 17,172 401,118 SH DEFINED SOLE LINN ENERGY LLC Common '536020100 970 63,429 SH DEFINED SOLE LITHIA MTRS INC Common '536797103 6 1,500 SH DEFINED SOLE LITTELFUSE INC Common '537008104 134 4,514 SH DEFINED SOLE LIZ CLAIBORNE INC Common '539320101 2,049 124,724 SH DEFINED SOLE LKQ CORP Common '501889208 353 20,830 SH DEFINED SOLE LLOYDS TSB GROUP PLC Common '539439109 94 5,636 SH DEFINED SOLE LOCKHEED MARTIN CORP Common '539830109 55,566 506,668 SH DEFINED SOLE LODGENET INTERACTIVE CORP Common '540211109 82 38,814 SH DEFINED SOLE LOEWS CORP Common '540424108 21,195 536,715 SH DEFINED SOLE LO-JACK CORP Common '539451104 53 7,975 SH DEFINED SOLE LOOPNET INC Common '543524300 5 500 SH DEFINED SOLE LORILLARD INC Common '544147101 21,130 296,972 SH DEFINED SOLE LOUISIANA PAC CORP Common '546347105 450 48,416 SH DEFINED SOLE LOWES COS INC Common '548661107 53,282 2,249,129 SH DEFINED SOLE LSB INDS INC Common '502160104 46 3,322 SH DEFINED SOLE LSI CORPORATION Common '502161102 4,844 903,767 SH DEFINED SOLE LTC PPTYS INC Common '502175102 680 23,195 SH DEFINED SOLE LUBRIZOL CORP Common '549271104 710 16,469 SH DEFINED SOLE LULULEMON ATHLETICA INC Common '550021109 39 1,700 SH DEFINED SOLE M & T BK CORP Common '55261F104 9,052 101,426 SH DEFINED SOLE M D C HLDGS INC Common '552676108 175 4,795 SH DEFINED SOLE M/I HOMES INC Common '55305B101 2 100 SH DEFINED SOLE MACK CALI RLTY CORP Common '554489104 2,161 63,814 SH DEFINED SOLE MACQUARIE INFRASTR CO LLC Common '55608B105 1,027 77,717 SH DEFINED SOLE MACROVISION SOLUTIONS CORP Common '55611C108 150 9,751 SH DEFINED SOLE MACYS INC Common '55616P104 10,945 608,724 SH DEFINED SOLE MAGELLAN HEALTH SVCS INC Common '559079207 796 19,396 SH DEFINED SOLE MAGELLAN MIDSTREAM HLDGS LP Common '55907R108 566 32,943 SH DEFINED SOLE MAGMA DESIGN AUTOMATION Common '559181102 56 13,880 SH DEFINED SOLE MAGUIRE PPTYS INC Common '559775101 532 89,330 SH DEFINED SOLE MAIDEN HOLDINGS LTD Common 'G5753U112 19 4,081 SH DEFINED SOLE MAIDENFORM BRANDS INC Common '560305104 17 1,201 SH DEFINED SOLE MAINSOURCE FINANCIAL GP INC Common '56062Y102 32 1,605 SH DEFINED SOLE MALAYSIA FD INC Common '560905101 50 7,400 SH DEFINED SOLE MANITOWOC INC Common '563571108 4,509 289,970 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- MANPOWER INC Common '56418H100 230 5,330 SH DEFINED SOLE MARATHON OIL CORP Common '565849106 44,555 1,117,501 SH DEFINED SOLE MARCHEX INC Common '56624R108 1 110 SH DEFINED SOLE MARINEMAX INC Common '567908108 17 2,400 SH DEFINED SOLE MARINER ENERGY INC Common '56845T305 733 35,743 SH DEFINED SOLE MARKEL CORP Common '570535104 41 116 SH DEFINED SOLE MARKET VECTORS ETF TR Common '57060U308 42 800 SH DEFINED SOLE MARKETAXESS HLDGS INC Common '57060D108 38 5,345 SH DEFINED SOLE MARKWEST ENERGY PARTNERS L P Common '570759100 1,016 40,200 SH DEFINED SOLE MARRIOTT INTL INC NEW Common '571903202 11,342 434,744 SH DEFINED SOLE MARSH & MCLENNAN COS INC Common '571748102 11,542 363,400 SH DEFINED SOLE MARSHALL & ILSLEY CORP NEW Common '571837103 6,671 331,077 SH DEFINED SOLE MARTEK BIOSCIENCES CORP Common '572901106 128 4,055 SH DEFINED SOLE MARTEN TRANS LTD Common '573075108 21 1,084 SH DEFINED SOLE MARTHA STEWART LIVING OMNIME Common '573083102 6 700 SH DEFINED SOLE MARTIN MARIETTA MATLS INC Common '573284106 640 5,711 SH DEFINED SOLE MASCO CORP Common '574599106 9,883 550,904 SH DEFINED SOLE MASSEY ENERGY CORP Common '576206106 3,302 92,579 SH DEFINED SOLE MASTERCARD INC Common '57636Q104 19,727 111,246 SH DEFINED SOLE MATRIX SVC CO Common '576853105 11 559 SH DEFINED SOLE MATTEL INC Common '577081102 11,233 622,678 SH DEFINED SOLE MAUI LD & PINEAPPLE INC Common '577345101 17 635 SH DEFINED SOLE MAX CAPITAL GROUP LTD Common 'G6052F103 118 4,884 SH DEFINED SOLE MBIA INC Common '55262C100 3,827 321,574 SH DEFINED SOLE MCAFEE INC Common '579064106 1,590 46,825 SH DEFINED SOLE MCCLATCHY CO Common '579489105 7 1,599 SH DEFINED SOLE MCCORMICK & CO INC Common '579780206 8,283 215,417 SH DEFINED SOLE MCDERMOTT INTL INC Common '580037109 20 783 SH DEFINED SOLE MCDONALDS CORP Common '580135101 72,922 1,181,880 SH DEFINED SOLE MCG CAPITAL CORP Common '58047P107 18 6,472 SH DEFINED SOLE MCGRAW HILL COS INC Common '580645109 16,111 509,679 SH DEFINED SOLE MCKESSON CORP Common '58155Q103 25,578 475,333 SH DEFINED SOLE MEADOWBROOK INS GROUP INC Common '58319P108 53 7,472 SH DEFINED SOLE MEADWESTVACO CORP Common '583334107 6,846 293,708 SH DEFINED SOLE MEDALLION FINL CORP Common '583928106 13 1,269 SH DEFINED SOLE MEDCATH CORP Common '58404W109 68 3,814 SH DEFINED SOLE MEDCO HEALTH SOLUTIONS INC Common '58405U102 34,895 775,437 SH DEFINED SOLE MEDIA GEN INC Common '584404107 71 5,729 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- MEDIACOM COMMUNICATIONS CORP Common '58446K105 122 20,550 SH DEFINED SOLE MEDICIS PHARMACEUTICAL CORP Common '584690309 152 10,186 SH DEFINED SOLE MEDIS TECHNOLOGIES LTD Common '58500P107 13 7,421 SH DEFINED SOLE MEDIVATION INC Common '58501N101 26 1,000 SH DEFINED SOLE MEDTRONIC INC Common '585055106 88,561 1,767,688 SH DEFINED SOLE MELLANOX TECHNOLOGIES LTD Common 'M51363113 7 641 SH DEFINED SOLE MEMC ELECTR MATLS INC Common '552715104 10,152 359,242 SH DEFINED SOLE MENS WEARHOUSE INC Common '587118100 390 18,342 SH DEFINED SOLE MENTOR CORP MINN Common '587188103 122 5,100 SH DEFINED SOLE MENTOR GRAPHICS CORP Common '587200106 90 8,033 SH DEFINED SOLE MERCK & CO INC Common '589331107 89,444 2,834,097 SH DEFINED SOLE MERCURY GENL CORP NEW Common '589400100 324 5,909 SH DEFINED SOLE MEREDITH CORP Common '589433101 1,038 37,036 SH DEFINED SOLE MERIDIAN INTERSTAT BANCORP I Common '58964Q104 10 973 SH DEFINED SOLE MERIT MED SYS INC Common '589889104 2 91 SH DEFINED SOLE MERITAGE HOMES CORP Common '59001A102 39 1,596 SH DEFINED SOLE MERRILL LYNCH & CO INC Common '590188108 58,309 2,304,714 SH DEFINED SOLE MERUELO MADDUX PROPERTIES IN Common '590473104 4 3,501 SH DEFINED SOLE METALICO INC Common '591176102 11 1,900 SH DEFINED SOLE METAVANTE TECHNOLOGIES INC Common '591407101 285 14,808 SH DEFINED SOLE METHANEX CORP Common '59151K108 32 1,599 SH DEFINED SOLE METLIFE INC Common '59156R108 57,135 1,020,269 SH DEFINED SOLE METROPCS COMMUNICATIONS INC Common '591708102 74 5,300 SH DEFINED SOLE MF GLOBAL LTD Common 'G60642108 3 600 SH DEFINED SOLE MFA MTG INVTS INC Common '55272X102 261 40,173 SH DEFINED SOLE MGIC INVT CORP WIS Common '552848103 1,341 190,756 SH DEFINED SOLE MGM MIRAGE Common '552953101 19 665 SH DEFINED SOLE MI DEVS INC Common '55304X104 72 3,900 SH DEFINED SOLE MICROCHIP TECHNOLOGY INC Common '595017104 707 24,031 SH DEFINED SOLE MICRON TECHNOLOGY INC Common '595112103 4,739 1,170,162 SH DEFINED SOLE MICROS SYS INC Common '594901100 320 11,989 SH DEFINED SOLE MICROSOFT CORP Common '594918104 188,655 7,068,381 SH DEFINED SOLE MID-AMER APT CMNTYS INC Common '59522J103 671 13,655 SH DEFINED SOLE MIDAS GROUP INC Common '595626102 25 1,800 SH DEFINED SOLE MIDDLEBY CORP Common '596278101 14 249 SH DEFINED SOLE MIDWEST BANC HOLDINGS INC Common '598251106 12 2,952 SH DEFINED SOLE MILLER HERMAN INC Common '600544100 683 27,909 SH DEFINED SOLE MILLIPORE CORP Common '601073109 5,838 84,850 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- MINERALS TECHNOLOGIES INC Common '603158106 821 13,833 SH DEFINED SOLE MIRANT CORP NEW Common '60467R100 1,332 72,804 SH DEFINED SOLE MISSION WEST PPTYS INC Common '605203108 16 1,670 SH DEFINED SOLE MITSUI & CO LTD Common '606827202 26 103 SH DEFINED SOLE MOBILE MINI INC Common '60740F105 100 5,182 SH DEFINED SOLE MOBILE TELESYSTEMS OJSC Common '607409109 409 7,304 SH DEFINED SOLE MODINE MFG CO Common '607828100 132 9,089 SH DEFINED SOLE MOHAWK INDS INC Common '608190104 425 6,306 SH DEFINED SOLE MOLEX INC Common '608554101 3,895 173,414 SH DEFINED SOLE MOLINA HEALTHCARE INC Common '60855R100 93 3,000 SH DEFINED SOLE MOLSON COORS BREWING CO Common '60871R209 10,939 233,991 SH DEFINED SOLE MONACO COACH CORP Common '60886R103 25 12,700 SH DEFINED SOLE MONMOUTH REAL ESTATE INVT CO Common '609720107 13 1,731 SH DEFINED SOLE MONOLITHIC PWR SYS INC Common '609839105 266 15,300 SH DEFINED SOLE MONSANTO CO NEW Common '61166W101 83,368 842,274 SH DEFINED SOLE MONSTER WORLDWIDE INC Common '611742107 1,096 73,628 SH DEFINED SOLE MOODYS CORP Common '615369105 9,702 285,356 SH DEFINED SOLE MORGAN STANLEY Common '617446448 38,568 1,676,851 SH DEFINED SOLE MORGANS HOTEL GROUP CO Common '61748W108 715 65,539 SH DEFINED SOLE MORNINGSTAR INC Common '617700109 186 3,455 SH DEFINED SOLE MOSAIC CO Common '61945A107 404 5,943 SH DEFINED SOLE MOTOROLA INC Common '620076109 25,135 3,520,371 SH DEFINED SOLE MOVE INC COM Common '62458M108 0 48 SH DEFINED SOLE MPS GROUP INC Common '553409103 1,200 119,068 SH DEFINED SOLE MSC INDL DIRECT INC Common '553530106 667 14,471 SH DEFINED SOLE MSC SOFTWARE CORP Common '553531104 107 10,029 SH DEFINED SOLE MUELLER WTR PRODS INC Common '624758108 84 9,300 SH DEFINED SOLE MUELLER WTR PRODS INC Common '624758207 456 70,200 SH DEFINED SOLE MULTI FINELINE ELECTRONIX IN Common '62541B101 13 856 SH DEFINED SOLE MURPHY OIL CORP Common '626717102 20,184 314,679 SH DEFINED SOLE MVC CAPITAL INC Common '553829102 47 3,083 SH DEFINED SOLE MYLAN INC Common '628530107 5,108 447,323 SH DEFINED SOLE NABORS INDUSTRIES LTD Common 'G6359F103 14,060 564,215 SH DEFINED SOLE NACCO INDS INC Common '629579103 212 2,248 SH DEFINED SOLE NALCO HOLDING COMPANY Common '62985Q101 1,318 71,076 SH DEFINED SOLE NAM TAI ELECTRS INC Common '629865205 0 100 SH DEFINED SOLE NARA BANCORP INC Common '63080P105 23 2,039 SH DEFINED SOLE NASB FINL INC Common '628968109 13 458 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- NASDAQ OMX GROUP INC Common '631103108 76 2,502 SH DEFINED SOLE NATCO GROUP INC Common '63227W203 133 3,300 SH DEFINED SOLE NATIONAL CITY CORP Common '635405103 2,042 1,166,647 SH DEFINED SOLE NATIONAL FINL PARTNERS CORP Common '63607P208 86 5,714 SH DEFINED SOLE NATIONAL FUEL GAS CO N J Common '636180101 1,232 29,209 SH DEFINED SOLE NATIONAL HEALTH INVS INC Common '63633D104 65 1,904 SH DEFINED SOLE NATIONAL INTERSTATE CORP Common '63654U100 14 565 SH DEFINED SOLE NATIONAL OILWELL VARCO INC Common '637071101 35,691 710,547 SH DEFINED SOLE NATIONAL PENN BANCSHARES INC Common '637138108 445 29,715 SH DEFINED SOLE NATIONAL PRESTO INDS INC Common '637215104 149 2,000 SH DEFINED SOLE NATIONAL SEMICONDUCTOR CORP Common '637640103 3,500 203,344 SH DEFINED SOLE NATIONAL WESTN LIFE INS CO Common '638522102 45 186 SH DEFINED SOLE NATIONWIDE HEALTH PPTYS INC Common '638620104 1,018 28,281 SH DEFINED SOLE NATUS MEDICAL INC DEL Common '639050103 17 741 SH DEFINED SOLE NAVIGATORS GROUP INC Common '638904102 84 1,578 SH DEFINED SOLE NAVISTAR INTL CORP NEW Common '63934E108 65 1,200 SH DEFINED SOLE NBT BANCORP INC Common '628778102 90 2,891 SH DEFINED SOLE NBTY INC Common '628782104 1,192 40,388 SH DEFINED SOLE NCI BUILDING SYS INC Common '628852105 321 10,111 SH DEFINED SOLE NCR CORP NEW Common '62886E108 1,253 56,818 SH DEFINED SOLE NELNET INC Common '64031N108 22 1,545 SH DEFINED SOLE NET 1 UEPS TECHNOLOGIES INC Common '64107N206 41 1,839 SH DEFINED SOLE NETAPP INC Common '64110D104 573 31,556 SH DEFINED SOLE NETFLIX INC Common '64110L106 300 9,714 SH DEFINED SOLE NETLOGIC MICROSYSTEMS INC Common '64118B100 1 46 SH DEFINED SOLE NETSCOUT SYS INC Common '64115T104 343 32,266 SH DEFINED SOLE NETSUITE INC Common '64118Q107 38 2,100 SH DEFINED SOLE NEUSTAR INC Common '64126X201 244 12,277 SH DEFINED SOLE NEW YORK & CO INC Common '649295102 25 2,600 SH DEFINED SOLE NEW YORK CMNTY BANCORP INC Common '649445103 1,021 60,791 SH DEFINED SOLE NEW YORK TIMES CO Common '650111107 2,229 156,014 SH DEFINED SOLE NEWALLIANCE BANCSHARES INC Common '650203102 109 7,242 SH DEFINED SOLE NEWCASTLE INVT CORP Common '65105M108 54 8,527 SH DEFINED SOLE NEWELL RUBBERMAID INC Common '651229106 7,955 460,903 SH DEFINED SOLE NEWFIELD EXPL CO Common '651290108 2,906 90,830 SH DEFINED SOLE NEWMONT MINING CORP Common '651639106 28,301 730,154 SH DEFINED SOLE NEWS CORP Common '65248E104 43,379 3,617,924 SH DEFINED SOLE NEWS CORP Common '65248E203 445 36,592 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- NEWSTAR FINANCIAL INC Common '65251F105 16 1,976 SH DEFINED SOLE NGP CAP RES CO Common '62912R107 42 2,879 SH DEFINED SOLE NICOR INC Common '654086107 3,817 86,072 SH DEFINED SOLE NIDEC CORP Common '654090109 125 8,200 SH DEFINED SOLE NIGHTHAWK RADIOLOGY HLDGS IN Common '65411N105 57 7,824 SH DEFINED SOLE NIKE INC Common '654106103 41,302 617,368 SH DEFINED SOLE NISOURCE INC Common '65473P105 8,386 568,150 SH DEFINED SOLE NISSAN MOTORS Common '654744408 11 800 SH DEFINED SOLE NOBLE CORPORATION Common 'G65422100 19,275 439,074 SH DEFINED SOLE NOBLE ENERGY INC Common '655044105 14,860 267,316 SH DEFINED SOLE NOKIA CORP Common '654902204 30 1,600 SH DEFINED SOLE NOMURA HLDGS INC Common '65535H208 26 2,000 SH DEFINED SOLE NORDIC AMERICAN TANKER SHIPP Common 'G65773106 13 400 SH DEFINED SOLE NORDSON CORP Common '655663102 123 2,511 SH DEFINED SOLE NORDSTROM INC Common '655664100 7,154 248,233 SH DEFINED SOLE NORFOLK SOUTHERN CORP Common '655844108 38,676 584,137 SH DEFINED SOLE NORTEL NETWORKS CORP NEW Common '656568508 606 270,313 SH DEFINED SOLE NORTH AMERN ENERGY PARTNERS Common '656844107 155 14,900 SH DEFINED SOLE NORTHERN DYNASTY MINERALS LT Common '66510M204 15 3,500 SH DEFINED SOLE NORTHERN TR CORP Common '665859104 25,021 340,371 SH DEFINED SOLE NORTHFIELD BANCORP INC NEW Common '66611L105 32 2,631 SH DEFINED SOLE NORTHROP GRUMMAN CORP Common '666807102 33,432 552,235 SH DEFINED SOLE NORTHWEST BANCORP INC PA Common '667328108 148 5,366 SH DEFINED SOLE NORTHWEST PIPE CO Common '667746101 337 7,715 SH DEFINED SOLE NOVELL INC Common '670006105 3,347 652,402 SH DEFINED SOLE NOVELLUS SYS INC Common '670008101 1,655 84,410 SH DEFINED SOLE NOVEN PHARMACEUTICALS INC Common '670009109 6 539 SH DEFINED SOLE NRG ENERGY INC Common '629377508 548 22,149 SH DEFINED SOLE NSTAR Common '67019E107 22 656 SH DEFINED SOLE NTELOS HLDGS CORP Common '67020Q107 10 378 SH DEFINED SOLE NUANCE COMMUNICATIONS INC Common '67020Y100 327 26,704 SH DEFINED SOLE NUCOR CORP Common '670346105 18,802 476,008 SH DEFINED SOLE NUSTAR ENERGY LP Common '67058H102 222 5,233 SH DEFINED SOLE NUSTAR GP HOLDINGS LLC Common '67059L102 162 9,250 SH DEFINED SOLE NUTRI SYS INC NEW Common '67069D108 78 4,379 SH DEFINED SOLE NVIDIA CORP Common '67066G104 289 27,106 SH DEFINED SOLE NVR INC Common '62944T105 2,187 3,823 SH DEFINED SOLE NYSE EURONEXT Common '629491101 15,498 395,558 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- O CHARLEYS INC Common '670823103 136 15,523 SH DEFINED SOLE O REILLY AUTOMOTIVE INC Common '686091109 349 13,019 SH DEFINED SOLE OCCIDENTAL PETE CORP DEL Common '674599105 91,202 1,294,560 SH DEFINED SOLE OCEANEERING INTL INC Common '675232102 476 8,927 SH DEFINED SOLE OCEANFIRST FINL CORP Common '675234108 13 723 SH DEFINED SOLE ODYSSEY RE HLDGS CORP Common '67612W108 87 1,991 SH DEFINED SOLE OFFICE DEPOT INC Common '676220106 2,538 436,026 SH DEFINED SOLE OFFICEMAX INC DEL Common '67622P101 166 18,656 SH DEFINED SOLE OGE ENERGY CORP Common '670837103 2,296 74,339 SH DEFINED SOLE OIL STS INTL INC Common '678026105 2,062 58,320 SH DEFINED SOLE OIL SVC HOLDRS TR Common '678002106 12 80 SH DEFINED SOLE OLD DOMINION FGHT LINES INC Common '679580100 398 14,077 SH DEFINED SOLE OLD NATL BANCORP IND Common '680033107 8 406 SH DEFINED SOLE OLD SECOND BANCORP INC ILL Common '680277100 34 1,776 SH DEFINED SOLE OLIN CORP Common '680665205 2,143 110,467 SH DEFINED SOLE OM GROUP INC Common '670872100 146 6,500 SH DEFINED SOLE OMNICARE INC Common '681904108 1,308 45,447 SH DEFINED SOLE OMNICELL INC Common '68213N109 520 39,517 SH DEFINED SOLE OMNICOM GROUP INC Common '681919106 18,086 469,033 SH DEFINED SOLE ON ASSIGNMENT INC Common '682159108 11 1,422 SH DEFINED SOLE ON SEMICONDUCTOR CORP Common '682189105 684 101,218 SH DEFINED SOLE ONE LIBERTY PPTYS INC Common '682406103 11 614 SH DEFINED SOLE ONEBEACON INSURANCE GROUP LT Common 'G67742109 43 2,026 SH DEFINED SOLE ONEOK INC NEW Common '682680103 3,098 90,052 SH DEFINED SOLE ONEOK PARTNERS LP Common '68268N103 626 12,347 SH DEFINED SOLE OPEN JT STK CO-VIMPEL COMMUN Common '68370R109 27 1,335 SH DEFINED SOLE OPEN TEXT CORP Common '683715106 1 32 SH DEFINED SOLE OPPENHEIMER HLDGS INC Common '683797104 17 700 SH DEFINED SOLE OPTIONSXPRESS HLDGS INC Common '684010101 397 19,944 SH DEFINED SOLE ORACLE CORP Common '68389X105 60,356 2,971,718 SH DEFINED SOLE ORBOTECH LTD Common 'M75253100 8 1,061 SH DEFINED SOLE ORIENTAL FINL GROUP INC Common '68618W100 391 21,893 SH DEFINED SOLE ORIENT-EXPRESS HOTELS LTD Common 'G67743107 678 28,080 SH DEFINED SOLE ORITANI FINL CORP Common '686323106 19 1,152 SH DEFINED SOLE ORMAT TECHNOLOGIES INC Common '686688102 367 10,100 SH DEFINED SOLE ORTHOFIX INTL N V Common 'N6748L102 356 19,132 SH DEFINED SOLE OSHKOSH CORP Common '688239201 488 37,108 SH DEFINED SOLE OSIRIS THERAPEUTICS INC Common '68827R108 2 100 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- OTTER TAIL CORP Common '689648103 334 10,868 SH DEFINED SOLE OVERSEAS SHIPHOLDING GROUP I Common '690368105 821 14,075 SH DEFINED SOLE OVERSTOCK COM INC DEL Common '690370101 2 100 SH DEFINED SOLE OWENS ILL INC Common '690768403 56 1,900 SH DEFINED SOLE OYO GEOSPACE CORP Common '671074102 28 718 SH DEFINED SOLE P F CHANGS CHINA BISTRO INC Common '69333Y108 31 1,316 SH DEFINED SOLE PACER INTL INC TENN Common '69373H106 592 35,972 SH DEFINED SOLE PACIFIC CONTINENTAL CORP Common '69412V108 22 1,527 SH DEFINED SOLE PACIFIC ETHANOL INC Common '69423U107 64 45,500 SH DEFINED SOLE PACKAGING CORP AMER Common '695156109 1,792 77,297 SH DEFINED SOLE PACTIV CORP Common '695257105 4,652 187,350 SH DEFINED SOLE PACWEST BANCORP DEL Common '695263103 86 2,964 SH DEFINED SOLE PALL CORP Common '696429307 6,537 190,076 SH DEFINED SOLE PALM INC NEW Common '696643105 378 63,593 SH DEFINED SOLE PALOMAR MED TECHNOLOGIES INC Common '697529303 8 583 SH DEFINED SOLE PAN AMERICAN SILVER CORP Common '697900108 0 4 SH DEFINED SOLE PANERA BREAD CO Common '69840W108 50 977 SH DEFINED SOLE PAR PHARMACEUTICAL COS INC Common '69888P106 73 5,900 SH DEFINED SOLE PARAGON SHIPPING INC Common '69913R309 17 2,000 SH DEFINED SOLE PARALLEL PETE CORP DEL Common '699157103 188 19,936 SH DEFINED SOLE PAREXEL INTL CORP Common '699462107 562 19,590 SH DEFINED SOLE PARK NATL CORP Common '700658107 156 2,000 SH DEFINED SOLE PARKER HANNIFIN CORP Common '701094104 13,233 249,683 SH DEFINED SOLE PARTNERRE LTD Common 'G6852T105 103 1,515 SH DEFINED SOLE PATRIOT CAPITAL FUNDING INC Common '70335Y104 11 1,722 SH DEFINED SOLE PATRIOT COAL CORP Common '70336T104 1,397 48,087 SH DEFINED SOLE PATTERSON UTI ENERGY INC Common '703481101 2,168 108,321 SH DEFINED SOLE PDL BIOPHARMA INC Common '69329Y104 37 4,004 SH DEFINED SOLE PEABODY ENERGY CORP Common '704549104 20,417 453,700 SH DEFINED SOLE PEAPACK-GLADSTONE FINL CORP Common '704699107 38 1,141 SH DEFINED SOLE PEARSON PLC Common '705015105 519 47,600 SH DEFINED SOLE PENN NATL GAMING INC Common '707569109 109 4,094 SH DEFINED SOLE PENN VA GP HLDGS L P Common '70788P105 66 3,177 SH DEFINED SOLE PENN VA RESOURCES PARTNERS L Common '707884102 630 38,176 SH DEFINED SOLE PENNANTPARK INVT CORP Common '708062104 14 1,857 SH DEFINED SOLE PENNEY J C INC Common '708160106 12,374 371,140 SH DEFINED SOLE PENNSYLVANIA COMM BANCORP IN Common '708677109 13 448 SH DEFINED SOLE PENNSYLVANIA RL ESTATE INVT Common '709102107 492 26,082 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- PENSON WORLDWIDE INC Common '709600100 28 2,008 SH DEFINED SOLE PEOPLES BANCORP INC Common '709789101 17 767 SH DEFINED SOLE PEOPLES UNITED FINANCIAL INC Common '712704105 5 250 SH DEFINED SOLE PEPCO HOLDINGS INC Common '713291102 6,295 274,758 SH DEFINED SOLE PEPSI BOTTLING GROUP INC Common '713409100 6,205 212,727 SH DEFINED SOLE PEPSIAMERICAS INC Common '71343P200 912 44,033 SH DEFINED SOLE PEPSICO INC Common '713448108 173,648 2,436,483 SH DEFINED SOLE PERFICIENT INC Common '71375U101 5 706 SH DEFINED SOLE PERICOM SEMICONDUCTOR CORP Common '713831105 94 8,941 SH DEFINED SOLE PERKINELMER INC Common '714046109 4,619 184,975 SH DEFINED SOLE PERRIGO CO Common '714290103 348 9,043 SH DEFINED SOLE PETRO-CDA Common '71644E102 508 15,220 SH DEFINED SOLE PETROHAWK ENERGY CORP Common '716495106 610 28,201 SH DEFINED SOLE PETROLEUM DEV CORP Common '716578109 234 5,283 SH DEFINED SOLE PFIZER INC Common '717081103 182,796 9,912,998 SH DEFINED SOLE PG&E CORP Common '69331C108 22,345 596,655 SH DEFINED SOLE PHARMACEUTICAL PROD DEV INC Common '717124101 618 14,957 SH DEFINED SOLE PHARMANET DEV GROUP INC Common '717148100 39 5,424 SH DEFINED SOLE PHH CORP Common '693320202 133 10,037 SH DEFINED SOLE PHILADELPHIA CONS HLDG CORP Common '717528103 650 11,109 SH DEFINED SOLE PHILIP MORRIS INTL INC Common '718172109 156,301 3,249,504 SH DEFINED SOLE PHILLIPS VAN HEUSEN CORP Common '718592108 759 20,032 SH DEFINED SOLE PHOENIX TECHNOLOGY LTD Common '719153108 165 20,565 SH DEFINED SOLE PHOTRONICS INC Common '719405102 123 66,033 SH DEFINED SOLE PICO HLDGS INC Common '693366205 624 16,940 SH DEFINED SOLE PILGRIMS PRIDE CORP Common '721467108 364 146,069 SH DEFINED SOLE PIMCO CALIF MUN INCOME FD II Common '72200M108 1 100 SH DEFINED SOLE PINNACLE ENTMT INC Common '723456109 0 46 SH DEFINED SOLE PINNACLE FINL PARTNERS INC Common '72346Q104 48 1,555 SH DEFINED SOLE PINNACLE WEST CAP CORP Common '723484101 5,157 149,876 SH DEFINED SOLE PIONEER NAT RES CO Common '723787107 8,307 158,890 SH DEFINED SOLE PITNEY BOWES INC Common '724479100 10,523 316,375 SH DEFINED SOLE PLAINS ALL AMERN PIPELINE L Common '726503105 897 22,651 SH DEFINED SOLE PLAINS EXPL& PRODTN CO Common '726505100 1,663 47,290 SH DEFINED SOLE PLANTRONICS INC NEW Common '727493108 912 40,514 SH DEFINED SOLE PLATINUM UNDERWRITER HLDGS L Common 'G7127P100 313 8,826 SH DEFINED SOLE PLAYBOY ENTERPRISES INC Common '728117300 16 4,000 SH DEFINED SOLE PLEXUS CORP Common '729132100 62 2,980 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- PLUM CREEK TIMBER CO INC Common '729251108 12,498 250,663 SH DEFINED SOLE PMA CAP CORP Common '693419202 24 2,661 SH DEFINED SOLE PMI GROUP INC Common '69344M101 67 22,645 SH DEFINED SOLE PNC FINL SVCS GROUP INC Common '693475105 38,577 516,424 SH DEFINED SOLE PNM RES INC Common '69349H107 9 858 SH DEFINED SOLE POLARIS INDS INC Common '731068102 31 692 SH DEFINED SOLE POLO RALPH LAUREN CORP Common '731572103 5,526 82,930 SH DEFINED SOLE POLYCOM INC Common '73172K104 208 8,986 SH DEFINED SOLE POLYONE CORP Common '73179P106 104 16,173 SH DEFINED SOLE POLYPORE INTL INC Common '73179V103 26 1,200 SH DEFINED SOLE POOL CORPORATION Common '73278L105 49 2,094 SH DEFINED SOLE POPULAR INC Common '733174106 0 107 SH DEFINED SOLE PORTFOLIO RECOVERY ASSOCS IN Common '73640Q105 102 2,076 SH DEFINED SOLE PORTLAND GEN ELEC CO Common '736508847 351 14,854 SH DEFINED SOLE POST PPTYS INC Common '737464107 226 8,092 SH DEFINED SOLE POTLATCH CORP NEW Common '737630103 174 3,761 SH DEFINED SOLE POWER INTEGRATIONS INC Common '739276103 41 1,707 SH DEFINED SOLE POWER-ONE INC Common '739308104 0 1 SH DEFINED SOLE POWERSHARES QQQ TRUST Common '73935A104 40,291 1,028,609 SH DEFINED SOLE POWERWAVE TECHNOLOGIES INC Common '739363109 156 39,365 SH DEFINED SOLE POZEN INC Common '73941U102 2 200 SH DEFINED SOLE PPG INDS INC Common '693506107 14,935 256,091 SH DEFINED SOLE PPL CORP Common '69351T106 24,282 655,926 SH DEFINED SOLE PRAXAIR INC Common '74005P104 36,309 506,123 SH DEFINED SOLE PRECISION CASTPARTS CORP Common '740189105 18,785 238,454 SH DEFINED SOLE PRECISION DRILLING TR Common '740215108 20 1,200 SH DEFINED SOLE PREMIERWEST BANCORP Common '740921101 21 2,515 SH DEFINED SOLE PRESIDENTIAL LIFE CORP Common '740884101 111 7,021 SH DEFINED SOLE PRESTIGE BRANDS HLDGS INC Common '74112D101 17 1,872 SH DEFINED SOLE PRICE T ROWE GROUP INC Common '74144T108 20,275 354,210 SH DEFINED SOLE PRICELINE COM INC Common '741503403 678 9,916 SH DEFINED SOLE PRIDE INTL INC DEL Common '74153Q102 314 10,588 SH DEFINED SOLE PRIMUS GUARANTY LTD Common 'G72457107 8 3,042 SH DEFINED SOLE PRINCIPAL FINANCIAL GROUP IN Common '74251V102 16,880 388,146 SH DEFINED SOLE PRIVATEBANCORP INC Common '742962103 132 3,154 SH DEFINED SOLE PROASSURANCE CORP Common '74267C106 197 3,516 SH DEFINED SOLE PROCTER & GAMBLE CO Common '742718109 291,829 4,187,537 SH DEFINED SOLE PROGRESS ENERGY INC Common '743263105 3,639 84,364 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- PROGRESS SOFTWARE CORP Common '743312100 225 8,630 SH DEFINED SOLE PROGRESSIVE CORP OHIO Common '743315103 18,022 1,035,754 SH DEFINED SOLE PROLOGIS Common '743410102 16,384 396,984 SH DEFINED SOLE PROSHARES TR Common '74347R339 36 300 SH DEFINED SOLE PROSHARES TR Common '74347R545 9 100 SH DEFINED SOLE PROSHARES TR Common '74347R701 62 900 SH DEFINED SOLE PROSPECT CAPITAL CORPORATION Common '74348T102 45 3,530 SH DEFINED SOLE PROSPERITY BANCSHARES INC Common '743606105 605 16,987 SH DEFINED SOLE PROTECTIVE LIFE CORP Common '743674103 1,434 50,306 SH DEFINED SOLE PROVIDENCE SVC CORP Common '743815102 73 7,476 SH DEFINED SOLE PROVIDENT BANKSHARES CORP Common '743859100 54 5,321 SH DEFINED SOLE PROVIDENT FINL SVCS INC Common '74386T105 117 7,065 SH DEFINED SOLE PROVIDENT NEW YORK BANCORP Common '744028101 52 3,921 SH DEFINED SOLE PRUDENTIAL FINL INC Common '744320102 45,934 637,967 SH DEFINED SOLE PUBLIC STORAGE Common '74460D109 17,291 174,643 SH DEFINED SOLE PUBLIC STORAGE Common '74460D729 18 700 SH DEFINED SOLE PUBLIC SVC ENTERPRISE GROUP Common '744573106 27,344 833,920 SH DEFINED SOLE PUGET ENERGY INC NEW Common '745310102 543 20,334 SH DEFINED SOLE PULTE HOMES INC Common '745867101 5,545 396,913 SH DEFINED SOLE PZENA INVESTMENT MGMT INC Common '74731Q103 7 790 SH DEFINED SOLE QIAO XING UNIVERSAL TELEPHON Common 'G7303A109 67 27,313 SH DEFINED SOLE QLOGIC CORP Common '747277101 4,314 281,015 SH DEFINED SOLE QLT INC Common '746927102 0 27 SH DEFINED SOLE QUANTA SVCS INC Common '74762E102 298 11,019 SH DEFINED SOLE QUEST DIAGNOSTICS INC Common '74834L100 12,596 243,780 SH DEFINED SOLE QUESTAR CORP Common '748356102 12,313 300,897 SH DEFINED SOLE QUICKSILVER RESOURCES INC Common '74837R104 350 17,846 SH DEFINED SOLE QUIDEL CORP Common '74838J101 63 3,855 SH DEFINED SOLE QUIKSILVER INC Common '74838C106 206 35,877 SH DEFINED SOLE QWEST COMMUNICATIONS INTL IN Common '749121109 7,469 2,312,533 SH DEFINED SOLE RADIAN GROUP INC Common '750236101 90 17,956 SH DEFINED SOLE RADIOSHACK CORP Common '750438103 4,665 269,949 SH DEFINED SOLE RADISYS CORP Common '750459109 70 8,131 SH DEFINED SOLE RAIT FINANCIAL TRUST Common '749227104 49 8,897 SH DEFINED SOLE RALCORP HLDGS INC NEW Common '751028101 796 11,814 SH DEFINED SOLE RAMBUS INC DEL Common '750917106 186 14,487 SH DEFINED SOLE RAMCO-GERSHENSON PPTYS TR Common '751452202 87 3,889 SH DEFINED SOLE RANGE RES CORP Common '75281A109 9,717 226,665 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- RAYMOND JAMES FINANCIAL INC Common '754730109 750 22,751 SH DEFINED SOLE RAYONIER INC Common '754907103 454 9,593 SH DEFINED SOLE RAYTHEON CO Common '755111507 36,644 684,807 SH DEFINED SOLE RC2 CORP Common '749388104 220 11,018 SH DEFINED SOLE RCN CORP Common '749361200 14 1,144 SH DEFINED SOLE REALNETWORKS INC Common '75605L104 376 74,102 SH DEFINED SOLE REALTY INCOME CORP Common '756109104 843 32,930 SH DEFINED SOLE RED HAT INC Common '756577102 597 39,583 SH DEFINED SOLE RED ROBIN GOURMET BURGERS IN Common '75689M101 176 6,567 SH DEFINED SOLE REDWOOD TR INC Common '758075402 111 5,094 SH DEFINED SOLE REED ELSEVIER N V Common '758204200 431 14,495 SH DEFINED SOLE REED ELSEVIER P L C Common '758205207 60 1,494 SH DEFINED SOLE REGIONS FINANCIAL CORP NEW Common '7591EP100 10,679 1,112,386 SH DEFINED SOLE REINSURANCE GROUP AMER INC Common '759351505 1,882 39,697 SH DEFINED SOLE RELIANCE STEEL & ALUMINUM CO Common '759509102 988 26,015 SH DEFINED SOLE RELIANT ENERGY INC Common '75952B105 124 16,900 SH DEFINED SOLE RENAISSANCERE HOLDINGS LTD Common 'G7496G103 108 2,082 SH DEFINED SOLE RENASANT CORP Common '75970E107 38 1,798 SH DEFINED SOLE RENT A CTR INC NEW Common '76009N100 953 42,828 SH DEFINED SOLE REPUBLIC BANCORP KY Common '760281204 20 701 SH DEFINED SOLE REPUBLIC SVCS INC Common '760759100 961 32,048 SH DEFINED SOLE RES-CARE INC Common '760943100 126 6,957 SH DEFINED SOLE RESMED INC Common '761152107 594 13,825 SH DEFINED SOLE RESOURCE AMERICA INC Common '761195205 7 752 SH DEFINED SOLE RESOURCE CAP CORP Common '76120W302 11 1,821 SH DEFINED SOLE RETAIL HOLDRS TR Common '76127U101 189 2,100 SH DEFINED SOLE REX ENERGY CORPORATION Common '761565100 12 773 SH DEFINED SOLE REYNOLDS AMERICAN INC Common '761713106 15,239 313,440 SH DEFINED SOLE RF MICRODEVICES INC Common '749941100 130 44,671 SH DEFINED SOLE RICKS CABARET INTL INC Common '765641303 4 400 SH DEFINED SOLE RISKMETRICS GROUP INC Common '767735103 36 1,844 SH DEFINED SOLE RITE AID CORP Common '767754104 7 8,705 SH DEFINED SOLE RIVERBED TECHNOLOGY INC Common '768573107 297 23,691 SH DEFINED SOLE RLI CORP Common '749607107 114 1,834 SH DEFINED SOLE ROBBINS & MYERS INC Common '770196103 1,874 60,600 SH DEFINED SOLE ROBERT HALF INTL INC Common '770323103 4,390 177,384 SH DEFINED SOLE ROCKVILLE FINL INC Common '774186100 10 676 SH DEFINED SOLE ROCKWELL AUTOMATION INC Common '773903109 8,509 227,877 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- ROCKWELL COLLINS INC Common '774341101 10,713 222,762 SH DEFINED SOLE ROCKWOOD HLDGS INC Common '774415103 375 14,600 SH DEFINED SOLE ROFIN SINAR TECHNOLOGIES INC Common '775043102 456 14,909 SH DEFINED SOLE ROHM & HAAS CO Common '775371107 13,136 193,172 SH DEFINED SOLE ROMA FINANCIAL CORP Common '77581P109 10 697 SH DEFINED SOLE ROSETTA RESOURCES INC Common '777779307 347 18,901 SH DEFINED SOLE ROSS STORES INC Common '778296103 1,257 34,150 SH DEFINED SOLE ROSTELECOM OPEN JT STK LNG D Common '778529107 698 16,028 SH DEFINED SOLE ROWAN COS INC Common '779382100 5,249 171,830 SH DEFINED SOLE ROYAL BK CDA MONTREAL QUE Common '780087102 248 5,157 SH DEFINED SOLE ROYAL CARIBBEAN CRUISES LTD Common 'V7780T103 1,162 56,005 SH DEFINED SOLE ROYAL DUTCH SHELL PLC Common '780259107 103 1,796 SH DEFINED SOLE RPC INC Common '749660106 4 300 SH DEFINED SOLE RPM INTL INC Common '749685103 200 10,321 SH DEFINED SOLE RTI INTL METALS INC Common '74973W107 162 8,300 SH DEFINED SOLE RUBY TUESDAY INC Common '781182100 377 65,108 SH DEFINED SOLE RUDDICK CORP Common '781258108 89 2,751 SH DEFINED SOLE RYDER SYS INC Common '783549108 5,517 88,979 SH DEFINED SOLE RYDEX ETF TRUST Common '78355W692 17 200 SH DEFINED SOLE RYLAND GROUP INC Common '783764103 143 5,384 SH DEFINED SOLE S & T BANCORP INC Common '783859101 441 11,744 SH DEFINED SOLE S Y BANCORP INC Common '785060104 36 1,168 SH DEFINED SOLE S1 CORPORATION Common '78463B101 30 4,871 SH DEFINED SOLE SABINE ROYALTY TR Common '785688102 207 3,700 SH DEFINED SOLE SADIA S A Common '786326108 133 14,200 SH DEFINED SOLE SAFETY INS GROUP INC Common '78648T100 359 9,975 SH DEFINED SOLE SAFEWAY INC Common '786514208 16,576 698,803 SH DEFINED SOLE SAIC INC Common '78390X101 1,452 71,788 SH DEFINED SOLE SAKS INC Common '79377W108 287 30,973 SH DEFINED SOLE SALESFORCE COM INC Common '79466L302 7,842 162,019 SH DEFINED SOLE SANDERS MORRIS HARRIS GROUP Common '80000Q104 14 1,657 SH DEFINED SOLE SANDISK CORP Common '80004C101 926 47,414 SH DEFINED SOLE SANDY SPRING BANCORP INC Common '800363103 38 1,688 SH DEFINED SOLE SANGAMO BIOSCIENCES INC Common '800677106 3 400 SH DEFINED SOLE SANOFI AVENTIS Common '80105N105 43 1,300 SH DEFINED SOLE SANTANDER BANCORP Common '802809103 5 435 SH DEFINED SOLE SARA LEE CORP Common '803111103 13,858 1,097,239 SH DEFINED SOLE SATYAM COMPUTER SERVICES LTD Common '804098101 705 43,659 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- SAUER-DANFOSS INC Common '804137107 719 29,114 SH DEFINED SOLE SBA COMMUNICATIONS CORP Common '78388J106 1,348 52,108 SH DEFINED SOLE SCANA CORP NEW Common '80589M102 844 21,688 SH DEFINED SOLE SCBT FINANCIAL CORP Common '78401V102 30 820 SH DEFINED SOLE SCHERING PLOUGH CORP Common '806605101 46,339 2,508,904 SH DEFINED SOLE SCHLUMBERGER LTD Common '806857108 150,779 1,930,839 SH DEFINED SOLE SCHNITZER STL INDS Common '806882106 580 14,793 SH DEFINED SOLE SCHULMAN A INC Common '808194104 203 10,249 SH DEFINED SOLE SCHWAB CHARLES CORP NEW Common '808513105 35,262 1,356,769 SH DEFINED SOLE SCIENTIFIC GAMES CORP Common '80874P109 800 34,782 SH DEFINED SOLE SCOTTS MIRACLE GRO CO Common '810186106 234 9,890 SH DEFINED SOLE SCRIPPS NETWORKS INTERACT IN Common '811065101 5,051 139,100 SH DEFINED SOLE SEABRIDGE GOLD INC Common '811916105 3 200 SH DEFINED SOLE SEABRIGHT INSURANCE HLDGS IN Common '811656107 26 2,024 SH DEFINED SOLE SEACOAST BKG CORP FLA Common '811707306 22 2,055 SH DEFINED SOLE SEALED AIR CORP NEW Common '81211K100 5,009 227,780 SH DEFINED SOLE SEALY CORP Common '812139301 3 500 SH DEFINED SOLE SEARS HLDGS CORP Common '812350956 4,755 51,000 PUT DEFINED SOLE SEASPAN CORP Common 'Y75638109 163 9,000 SH DEFINED SOLE SEATTLE GENETICS INC Common '812578102 159 14,821 SH DEFINED SOLE SEI INVESTMENTS CO Common '784117103 771 34,767 SH DEFINED SOLE SELECT COMFORT CORP Common '81616X103 2 1,199 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y100 6,496 194,482 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y209 3,329 110,785 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y308 445 16,128 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y407 2,256 80,853 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y605 75,583 3,800,072 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y704 620 20,115 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y803 7,051 355,198 SH DEFINED SOLE SELECT SECTOR SPDR TR Common '81369Y886 1,621 48,777 SH DEFINED SOLE SELECTIVE INS GROUP INC Common '816300107 231 9,613 SH DEFINED SOLE SEMICONDUCTOR HLDRS TR Common '816636203 2 97 SH DEFINED SOLE SEMPRA ENERGY Common '816851109 24,274 480,959 SH DEFINED SOLE SENSIENT TECHNOLOGIES CORP Common '81725T100 177 6,284 SH DEFINED SOLE SEPRACOR INC Common '817315104 192 10,554 SH DEFINED SOLE SERVICE CORP INTL Common '817565104 1,334 159,574 SH DEFINED SOLE SHANDA INTERACTIVE ENTMT LTD Common '81941Q203 80 3,149 SH DEFINED SOLE SHAW GROUP INC Common '820280105 718 23,376 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- SHENGDA TECH INC Common '823213103 31 4,404 SH DEFINED SOLE SHERWIN WILLIAMS CO Common '824348106 8,750 153,079 SH DEFINED SOLE SHINHAN FINANCIAL GROUP CO L Common '824596100 114 1,600 SH DEFINED SOLE SHIP FINANCE INTERNATIONAL L Common 'G81075106 206 9,552 SH DEFINED SOLE SHIRE LIMITED Common '82481R106 54 1,124 SH DEFINED SOLE SHORE BANCSHARES INC Common '825107105 29 1,134 SH DEFINED SOLE SIERRA BANCORP Common '82620P102 20 965 SH DEFINED SOLE SIERRA PAC RES NEW Common '826428104 607 63,329 SH DEFINED SOLE SIERRA WIRELESS INC Common '826516106 36 3,618 SH DEFINED SOLE SIGMA DESIGNS INC Common '826565103 20 1,400 SH DEFINED SOLE SILICON IMAGE INC Common '82705T102 82 15,392 SH DEFINED SOLE SILVER WHEATON CORP Common '828336107 13 1,600 SH DEFINED SOLE SIMMONS 1ST NATL CORP Common '828730200 43 1,252 SH DEFINED SOLE SIMON PPTY GROUP INC NEW Common '828806109 31,748 327,298 SH DEFINED SOLE SINA CORP Common 'G81477104 19 540 SH DEFINED SOLE SINCLAIR BROADCAST GROUP INC Common '829226109 15 3,052 SH DEFINED SOLE SINOPEC SHANGHAI PETROCHEMIC Common '82935M109 18 800 SH DEFINED SOLE SIRF TECHNOLOGY HLDGS INC Common '82967H101 138 92,370 SH DEFINED SOLE SIRONA DENTAL SYSTEMS INC Common '82966C103 28 1,192 SH DEFINED SOLE SK TELECOM LTD Common '78440P108 144 7,662 SH DEFINED SOLE SKECHERS U S A INC Common '830566105 209 12,435 SH DEFINED SOLE SKYWEST INC Common '830879102 32 2,017 SH DEFINED SOLE SL GREEN RLTY CORP Common '78440X101 1,408 21,725 SH DEFINED SOLE SLM CORP Common '78442P106 8,354 677,009 SH DEFINED SOLE SMITH & NEPHEW PLC Common '83175M205 281 5,291 SH DEFINED SOLE SMITH INTL INC Common '832110100 20,184 344,202 SH DEFINED SOLE SMITHFIELD FOODS INC Common '832248108 362 22,778 SH DEFINED SOLE SMITHTOWN BANCORP INC Common '832449102 34 1,512 SH DEFINED SOLE SMUCKER J M CO Common '832696405 435 8,579 SH DEFINED SOLE SNAP ON INC Common '833034101 4,027 76,478 SH DEFINED SOLE SOHU COM INC Common '83408W103 22 395 SH DEFINED SOLE SOLARFUN POWER HOLDINGS CO L Common '83415U108 50 4,700 SH DEFINED SOLE SOMANETICS CORP Common '834445405 27 1,215 SH DEFINED SOLE SONIC AUTOMOTIVE INC Common '83545G102 371 43,900 SH DEFINED SOLE SONICWALL INC Common '835470105 121 23,099 SH DEFINED SOLE SONOCO PRODS CO Common '835495102 1,622 54,648 SH DEFINED SOLE SONY CORP Common '835699307 120 3,900 SH DEFINED SOLE SOTHEBYS Common '835898107 492 24,508 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- SOUTH FINL GROUP INC Common '837841105 93 11,838 SH DEFINED SOLE SOUTHERN CO Common '842587107 46,034 1,221,391 SH DEFINED SOLE SOUTHERN UN CO NEW Common '844030106 3,104 150,318 SH DEFINED SOLE SOUTHSIDE BANCSHARES INC Common '84470P109 26 1,027 SH DEFINED SOLE SOUTHWEST AIRLS CO Common '844741108 17,460 1,203,288 SH DEFINED SOLE SOUTHWEST BANCORP INC OKLA Common '844767103 22 1,226 SH DEFINED SOLE SOUTHWESTERN ENERGY CO Common '845467109 16,399 536,970 SH DEFINED SOLE SOVEREIGN BANCORP INC Common '845905108 3,489 883,310 SH DEFINED SOLE SPANSION INC Common '84649R101 5 3,145 SH DEFINED SOLE SPDR SERIES TRUST Common '78464A698 138 3,900 SH DEFINED SOLE SPDR SERIES TRUST Common '78464A714 206 6,700 SH DEFINED SOLE SPDR SERIES TRUST Common '78464A888 95 4,832 SH DEFINED SOLE SPDR TR Common '78462F103 635,006 5,474,658 SH DEFINED SOLE SPECTRA ENERGY CORP Common '847560109 21,718 912,513 SH DEFINED SOLE SPECTRA ENERGY PARTNERS LP Common '84756N109 63 3,300 SH DEFINED SOLE SPEEDWAY MOTORSPORTS INC Common '847788106 358 18,361 SH DEFINED SOLE SPIRIT AEROSYSTEMS HLDGS INC Common '848574109 607 37,766 SH DEFINED SOLE SPRINT NEXTEL CORP Common '852061100 27,346 4,482,950 SH DEFINED SOLE SPSS INC Common '78462K102 26 895 SH DEFINED SOLE SPX CORP Common '784635104 4,459 57,910 SH DEFINED SOLE ST JUDE MED INC Common '790849103 23,616 543,026 SH DEFINED SOLE STAGE STORES INC Common '85254C305 292 21,404 SH DEFINED SOLE STANCORP FINL GROUP INC Common '852891100 529 10,181 SH DEFINED SOLE STANDARD MICROSYSTEMS CORP Common '853626109 83 3,314 SH DEFINED SOLE STANDARD PAC CORP NEW Common '85375C101 19 3,886 SH DEFINED SOLE STANLEY WKS Common '854616109 5,335 127,810 SH DEFINED SOLE STAPLES INC Common '855030102 8,325 370,147 SH DEFINED SOLE STAR BULK CARRIERS CORP Common 'Y8162K105 86 12,525 SH DEFINED SOLE STARWOOD HOTELS&RESORTS WRLD Common '85590A401 9,154 325,310 SH DEFINED SOLE STATE AUTO FINL CORP Common '855707105 136 4,558 SH DEFINED SOLE STATE BANCORP INC N.Y Common '855716106 17 1,157 SH DEFINED SOLE STATE STR CORP Common '857477103 36,988 650,284 SH DEFINED SOLE STATOILHYDRO ASA Common '85771P102 77 3,234 SH DEFINED SOLE STEC INC Common '784774101 111 14,404 SH DEFINED SOLE STEIN MART INC Common '858375108 2 420 SH DEFINED SOLE STEINER LEISURE LTD Common 'P8744Y102 31 902 SH DEFINED SOLE STELLARONE CORP Common '85856G100 36 1,831 SH DEFINED SOLE STERIS CORP Common '859152100 868 23,102 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- STERLING BANCORP Common '859158107 584 40,418 SH DEFINED SOLE STERLING BANCSHARES INC Common '858907108 246 23,057 SH DEFINED SOLE STERLING FINL CORP WASH Common '859319105 142 9,827 SH DEFINED SOLE STEWART ENTERPRISES INC Common '860370105 151 19,156 SH DEFINED SOLE STMICROELECTRONICS N V Common '861012102 321 31,578 SH DEFINED SOLE STONERIDGE INC Common '86183P102 5 400 SH DEFINED SOLE STRATEGIC HOTELS & RESORTS I Common '86272T106 185 24,535 SH DEFINED SOLE STRATUS PPTYS INC Common '863167201 13 507 SH DEFINED SOLE STRAYER ED INC Common '863236105 829 4,138 SH DEFINED SOLE STRYKER CORP Common '863667101 24,675 396,067 SH DEFINED SOLE STUDENT LN CORP Common '863902102 242 2,600 SH DEFINED SOLE SUBURBAN PROPANE PARTNERS L Common '864482104 620 18,478 SH DEFINED SOLE SUCCESSFACTORS INC Common '864596101 1 100 SH DEFINED SOLE SUFFOLK BANCORP Common '864739107 30 766 SH DEFINED SOLE SUN BANCORP INC Common '86663B102 17 1,202 SH DEFINED SOLE SUN COMMUNITIES INC Common '866674104 16 815 SH DEFINED SOLE SUN HEALTHCARE GROUP INC Common '866933401 314 21,387 SH DEFINED SOLE SUN HYDRAULICS CORP Common '866942105 248 9,530 SH DEFINED SOLE SUN LIFE FINL INC Common '866796105 0 22 SH DEFINED SOLE SUN MICROSYSTEMS INC Common '866810203 4,995 656,394 SH DEFINED SOLE SUNOCO INC Common '86764P109 8,191 230,217 SH DEFINED SOLE SUNOPTA INC Common '8676EP108 3 554 SH DEFINED SOLE SUNTRUST BKS INC Common '867914103 24,914 553,765 SH DEFINED SOLE SUPERIOR ENERGY SVCS INC Common '868157108 1,228 39,439 SH DEFINED SOLE SUPERIOR INDS INTL INC Common '868168105 29 1,500 SH DEFINED SOLE SUPERTEX INC Common '868532102 11 390 SH DEFINED SOLE SUPERVALU INC Common '868536103 7,309 336,807 SH DEFINED SOLE SURMODICS INC Common '868873100 438 13,904 SH DEFINED SOLE SVB FINL GROUP Common '78486Q101 1,247 21,349 SH DEFINED SOLE SWITCH & DATA FACILITIES COM Common '871043105 13 1,062 SH DEFINED SOLE SYBASE INC Common '871130100 945 30,875 SH DEFINED SOLE SYMANTEC CORP Common '871503108 434 22,284 SH DEFINED SOLE SYMYX TECHNOLOGIES Common '87155S108 178 18,003 SH DEFINED SOLE SYNAPTICS INC Common '87157D109 750 24,800 SH DEFINED SOLE SYNCHRONOSS TECHNOLOGIES INC Common '87157B103 67 7,188 SH DEFINED SOLE SYNIVERSE HLDGS INC Common '87163F106 264 15,864 SH DEFINED SOLE SYNNEX CORP Common '87162W100 76 3,400 SH DEFINED SOLE SYNOVUS FINL CORP Common '87161C105 503 48,634 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- SYNTEL INC Common '87162H103 649 26,483 SH DEFINED SOLE SYSCO CORP Common '871829107 20,635 669,326 SH DEFINED SOLE SYSTEMAX INC Common '871851101 3 200 SH DEFINED SOLE T-3 ENERGY SRVCS INC Common '87306E107 4 102 SH DEFINED SOLE TAKE-TWO INTERACTIVE SOFTWAR Common '874054109 206 12,600 SH DEFINED SOLE TAL INTL GROUP INC Common '874083108 153 7,349 SH DEFINED SOLE TALBOTS INC Common '874161102 12 897 SH DEFINED SOLE TALISMAN ENERGY INC Common '87425E103 668 46,976 SH DEFINED SOLE TARGA RESOURCES PARTNERS LP Common '87611X105 459 26,981 SH DEFINED SOLE TARGET CORP Common '87612E106 57,718 1,176,724 SH DEFINED SOLE TATA MTRS LTD Common '876568502 3 400 SH DEFINED SOLE TBS INTERNATIONAL LIMITED Common 'G86975151 2 161 SH DEFINED SOLE TCF FINL CORP Common '872275102 102 5,671 SH DEFINED SOLE TD AMERITRADE HLDG CORP Common '87236Y108 271 16,246 SH DEFINED SOLE TECH DATA CORP Common '878237106 506 16,930 SH DEFINED SOLE TECHNE CORP Common '878377100 653 9,070 SH DEFINED SOLE TECK COMINCO LTD Common '878742204 1,270 43,597 SH DEFINED SOLE TECO ENERGY INC Common '872375100 5,322 338,306 SH DEFINED SOLE TEEKAY CORPORATION Common 'Y8564W103 720 27,298 SH DEFINED SOLE TEEKAY LNG PARTNERS L P Common 'Y8564M105 298 19,000 SH DEFINED SOLE TEEKAY OFFSHORE PARTNERS L P Common 'Y8565J101 44 3,850 SH DEFINED SOLE TEJON RANCH CO DEL Common '879080109 39 1,054 SH DEFINED SOLE TELECOM CORP NEW ZEALAND LTD Common '879278208 331 36,003 SH DEFINED SOLE TELECOMUNICACOES DE SAO PAUL Common '87929A102 568 24,476 SH DEFINED SOLE TELEPHONE & DATA SYS INC Common '879433100 325 9,078 SH DEFINED SOLE TELETECH HOLDINGS INC Common '879939106 93 7,492 SH DEFINED SOLE TELLABS INC Common '879664100 2,464 608,324 SH DEFINED SOLE TEMPLE INLAND INC Common '879868107 508 33,266 SH DEFINED SOLE TEMPUR PEDIC INTL INC Common '88023U101 16 1,366 SH DEFINED SOLE TENARIS S A Common '88031M109 112 3,000 SH DEFINED SOLE TENET HEALTHCARE CORP Common '88033G100 3,200 576,606 SH DEFINED SOLE TENNECO INC Common '880349105 222 20,846 SH DEFINED SOLE TERADATA CORP DEL Common '88076W103 5,462 280,120 SH DEFINED SOLE TERADYNE INC Common '880770102 2,022 258,913 SH DEFINED SOLE TEREX CORP NEW Common '880779103 4,438 145,424 SH DEFINED SOLE TERNIUM SA Common '880890108 675 38,241 SH DEFINED SOLE TERRA INDS INC Common '880915103 2,297 78,142 SH DEFINED SOLE TESCO CORP Common '88157K101 253 12,145 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- TESORO CORP Common '881609101 3,437 208,412 SH DEFINED SOLE TESSERA TECHNOLOGIES INC Common '88164L100 187 11,428 SH DEFINED SOLE TETRA TECHNOLOGIES INC DEL Common '88162F105 349 25,229 SH DEFINED SOLE TEXAS INSTRS INC Common '882508104 44,580 2,073,471 SH DEFINED SOLE TEXTRON INC Common '883203101 12,700 433,748 SH DEFINED SOLE THERAVANCE INC Common '88338T104 7 600 SH DEFINED SOLE THERMO FISHER SCIENTIFIC INC Common '883556102 35,648 648,146 SH DEFINED SOLE THINKORSWIM GROUP INC Common '88409C105 83 9,898 SH DEFINED SOLE THOMAS & BETTS CORP Common '884315102 242 6,203 SH DEFINED SOLE THOMAS PPTYS GROUP INC Common '884453101 20 1,980 SH DEFINED SOLE THOMPSON CREEK METALS CO INC Common '884768102 2 200 SH DEFINED SOLE THOMSON REUTERS CORP Common '884903105 624 22,900 SH DEFINED SOLE THOMSON REUTERS PLC Common '885141101 151 1,114 SH DEFINED SOLE THOR INDS INC Common '885160101 140 5,638 SH DEFINED SOLE THQ INC Common '872443403 447 37,096 SH DEFINED SOLE TIERONE CORP Common '88650R108 0 100 SH DEFINED SOLE TIFFANY & CO NEW Common '886547108 7,468 210,239 SH DEFINED SOLE TIMBERLAND CO Common '887100105 80 4,593 SH DEFINED SOLE TIME WARNER CABLE INC Common '88732J108 72 2,964 SH DEFINED SOLE TIME WARNER INC Common '887317105 75,037 5,723,611 SH DEFINED SOLE TIMKEN CO Common '887389104 209 7,378 SH DEFINED SOLE TITANIUM METALS CORP Common '888339207 1,434 126,461 SH DEFINED SOLE TIVO INC Common '888706108 4 593 SH DEFINED SOLE TJX COS INC NEW Common '872540109 21,986 720,390 SH DEFINED SOLE TNS INC Common '872960109 33 1,697 SH DEFINED SOLE TOLL BROTHERS INC Common '889478103 618 24,497 SH DEFINED SOLE TOMOTHERAPY INC Common '890088107 7 1,521 SH DEFINED SOLE TOMPKINS FINANCIAL CORPORATI Common '890110109 27 530 SH DEFINED SOLE TOOTSIE ROLL INDS INC Common '890516107 145 5,021 SH DEFINED SOLE TORCHMARK CORP Common '891027104 7,405 123,828 SH DEFINED SOLE TORONTO DOMINION BK ONT Common '891160509 2 25 SH DEFINED SOLE TOTAL S A Common '89151E109 50 825 SH DEFINED SOLE TOTAL SYS SVCS INC Common '891906109 5,465 333,212 SH DEFINED SOLE TOWER GROUP INC Common '891777104 43 1,792 SH DEFINED SOLE TOWNEBANK PORTSMOUTH VA Common '89214P109 61 2,709 SH DEFINED SOLE TRADESTATION GROUP INC Common '89267P105 183 19,532 SH DEFINED SOLE TRANSATLANTIC HLDGS INC Common '893521104 929 17,086 SH DEFINED SOLE TRANSOCEAN INC NEW Common 'G90073100 56,731 516,486 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- TRAVELERS COMPANIES INC Common '89417E109 41,238 912,352 SH DEFINED SOLE TREDEGAR CORP Common '894650100 136 7,654 SH DEFINED SOLE TRICO BANCSHARES Common '896095106 22 1,050 SH DEFINED SOLE TRICO MARINE SERVICES INC Common '896106200 451 26,470 SH DEFINED SOLE TRIDENT MICROSYSTEMS INC Common '895919108 10 4,253 SH DEFINED SOLE TRIMBLE NAVIGATION LTD Common '896239100 904 34,879 SH DEFINED SOLE TRINITY INDS INC Common '896522109 1,008 39,174 SH DEFINED SOLE TRIQUINT SEMICONDUCTOR INC Common '89674K103 404 83,600 SH DEFINED SOLE TRIUMPH GROUP INC NEW Common '896818101 458 10,029 SH DEFINED SOLE TRONOX INC Common '897051207 0 34 SH DEFINED SOLE TRUE RELIGION APPAREL INC Common '89784N104 36 1,400 SH DEFINED SOLE TRUSTMARK CORP Common '898402102 163 7,644 SH DEFINED SOLE TRW AUTOMOTIVE HLDGS CORP Common '87264S106 72 4,525 SH DEFINED SOLE TSAKOS ENERGY NAVIGATION LTD Common 'G9108L108 156 5,274 SH DEFINED SOLE TUPPERWARE BRANDS CORP Common '899896104 1,118 40,463 SH DEFINED SOLE TW TELECOM INC Common '87311L104 446 42,909 SH DEFINED SOLE TWEEN BRANDS INC Common '901166108 174 17,773 SH DEFINED SOLE TYCO ELECTRONICS LTD Common 'G9144P105 20,614 745,255 SH DEFINED SOLE TYCO INTL LTD BERMUDA Common 'G9143X208 28,145 803,697 SH DEFINED SOLE TYSON FOODS INC Common '902494103 4,829 404,429 SH DEFINED SOLE U S AIRWAYS GROUP INC Common '90341W108 12 1,927 SH DEFINED SOLE U S GLOBAL INVS INC Common '902952100 10 1,063 SH DEFINED SOLE U STORE IT TR Common '91274F104 861 70,158 SH DEFINED SOLE UAL CORP Common '902549807 120 13,688 SH DEFINED SOLE UBS AG Common 'H89231338 63 3,588 SH DEFINED SOLE UCBH HOLDINGS INC Common '90262T308 181 27,034 SH DEFINED SOLE UDR INC Common '902653104 612 23,410 SH DEFINED SOLE UGI CORP NEW Common '902681105 812 31,490 SH DEFINED SOLE ULTRA CLEAN HLDGS INC Common '90385V107 44 8,717 SH DEFINED SOLE ULTRATECH INC Common '904034105 12 961 SH DEFINED SOLE UMB FINL CORP Common '902788108 401 7,629 SH DEFINED SOLE UMPQUA HLDGS CORP Common '904214103 142 9,473 SH DEFINED SOLE UNDER ARMOUR INC Common '904311107 276 8,688 SH DEFINED SOLE UNIBANCO-UNIAO DE BANCOS BRA Common '90458E107 54 535 SH DEFINED SOLE UNION BANKSHARES CORP Common '905399101 27 1,111 SH DEFINED SOLE UNION DRILLING INC Common '90653P105 63 5,935 SH DEFINED SOLE UNION PAC CORP Common '907818108 57,627 809,828 SH DEFINED SOLE UNISOURCE ENERGY CORP Common '909205106 41 1,400 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- UNISYS CORP Common '909214108 2,388 868,404 SH DEFINED SOLE UNIT CORP Common '909218109 2,403 48,230 SH DEFINED SOLE UNITED CMNTY BKS BLAIRSVLE G Common '90984P105 81 6,045 SH DEFINED SOLE UNITED CMNTY FINL CORP OHIO Common '909839102 11 2,196 SH DEFINED SOLE UNITED FINANCIAL BANCORP INC Common '91030T109 23 1,535 SH DEFINED SOLE UNITED FIRE & CAS CO Common '910331107 95 3,330 SH DEFINED SOLE UNITED ONLINE INC Common '911268100 13 1,430 SH DEFINED SOLE UNITED PARCEL SERVICE INC Common '911312106 98,045 1,558,994 SH DEFINED SOLE UNITED RENTALS INC Common '911363109 97 6,333 SH DEFINED SOLE UNITED SECURITY BANCSHARES C Common '911460103 21 1,375 SH DEFINED SOLE UNITED STATES OIL FUND LP Common '91232N108 115 1,400 SH DEFINED SOLE UNITED STATES STL CORP NEW Common '912909108 14,432 185,960 SH DEFINED SOLE UNITED TECHNOLOGIES CORP Common '913017109 56,058 933,369 SH DEFINED SOLE UNITED THERAPEUTICS CORP DEL Common '91307C102 290 2,754 SH DEFINED SOLE UNITEDHEALTH GROUP INC Common '91324P102 46,749 1,841,247 SH DEFINED SOLE UNIVERSAL AMERICAN CORP Common '913377107 40 3,294 SH DEFINED SOLE UNIVERSAL CORP VA Common '913456109 180 3,658 SH DEFINED SOLE UNIVERSAL DISPLAY CORP Common '91347P105 105 9,578 SH DEFINED SOLE UNIVERSAL ELECTRS INC Common '913483103 10 403 SH DEFINED SOLE UNIVERSAL HEALTH RLTY INCM T Common '91359E105 201 5,162 SH DEFINED SOLE UNIVERSAL HLTH SVCS INC Common '913903100 1,111 19,831 SH DEFINED SOLE UNIVEST CORP PA Common '915271100 36 974 SH DEFINED SOLE UNUM GROUP Common '91529Y106 12,571 500,825 SH DEFINED SOLE URANIUM RES INC Common '916901507 4 2,300 SH DEFINED SOLE URBAN OUTFITTERS INC Common '917047102 270 8,462 SH DEFINED SOLE URS CORP NEW Common '903236107 505 13,775 SH DEFINED SOLE URSTADT BIDDLE PPTYS INS Common '917286205 144 7,681 SH DEFINED SOLE US BANCORP DEL Common '902973304 93,275 2,589,546 SH DEFINED SOLE USEC INC Common '90333E108 0 100 SH DEFINED SOLE UST INC Common '902911106 15,137 227,487 SH DEFINED SOLE UTI WORLDWIDE INC Common 'G87210103 110 6,477 SH DEFINED SOLE V F CORP Common '918204108 10,737 138,880 SH DEFINED SOLE VAIL RESORTS INC Common '91879Q109 25 725 SH DEFINED SOLE VALASSIS COMMUNICATIONS INC Common '918866104 95 10,965 SH DEFINED SOLE VALEANT PHARMACEUTICALS INTL Common '91911X104 104 5,089 SH DEFINED SOLE VALERO ENERGY CORP NEW Common '91913Y100 25,745 849,669 SH DEFINED SOLE VALIDUS HOLDINGS LTD Common 'G9319H102 136 5,848 SH DEFINED SOLE VALLEY NATL BANCORP Common '919794107 85 4,064 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- VALMONT INDS INC Common '920253101 306 3,701 SH DEFINED SOLE VALUECLICK INC Common '92046N102 336 32,876 SH DEFINED SOLE VALUEVISION MEDIA INC Common '92047K107 1 629 SH DEFINED SOLE VARIAN INC Common '922206107 1,079 25,155 SH DEFINED SOLE VARIAN MED SYS INC Common '92220P105 11,634 203,633 SH DEFINED SOLE VARIAN SEMICONDUCTOR EQUIPMN Common '922207105 121 4,828 SH DEFINED SOLE VASCO DATA SEC INTL INC Common '92230Y104 190 18,351 SH DEFINED SOLE VEOLIA ENVIRONNEMENT Common '92334N103 165 4,000 SH DEFINED SOLE VERASUN ENERGY CORP Common '92336G106 5 1,500 SH DEFINED SOLE VERISIGN INC Common '92343E102 658 25,240 SH DEFINED SOLE VERIZON COMMUNICATIONS INC Common '92343V104 29,006 903,892 SH DEFINED SOLE VIACOM INC NEW Common '92553P102 94 3,792 SH DEFINED SOLE VIACOM INC NEW Common '92553P201 24,430 983,477 SH DEFINED SOLE VIEWPOINT FINL GROUP Common '926727108 16 922 SH DEFINED SOLE VIGNETTE CORP Common '926734401 440 40,969 SH DEFINED SOLE VISHAY INTERTECHNOLOGY INC Common '928298108 535 80,860 SH DEFINED SOLE VISTAPRINT LIMITED Common 'G93762204 49 1,500 SH DEFINED SOLE VISTEON CORP Common '92839U107 59 25,343 SH DEFINED SOLE VMWARE INC Common '928563402 15 546 SH DEFINED SOLE VODAFONE GROUP PLC NEW Common '92857W209 161 7,272 SH DEFINED SOLE VOLCANO CORPORATION Common '928645100 22 1,296 SH DEFINED SOLE VOLCOM INC Common '92864N101 4 213 SH DEFINED SOLE VOLT INFORMATION SCIENCES IN Common '928703107 91 10,100 SH DEFINED SOLE VOLTERRA SEMICONDUCTOR CORP Common '928708106 18 1,410 SH DEFINED SOLE VORNADO RLTY TR Common '929042109 24,465 268,992 SH DEFINED SOLE VOTORANTIM CELULOSE E PAPEL Common '92906P106 157 10,200 SH DEFINED SOLE VULCAN MATLS CO Common '929160109 12,683 170,244 SH DEFINED SOLE W & T OFFSHORE INC Common '92922P106 124 4,562 SH DEFINED SOLE W HLDG CO INC Common '929251106 5 9,951 SH DEFINED SOLE W P CAREY & CO LLC Common '92930Y107 240 9,200 SH DEFINED SOLE WABCO HLDGS INC Common '92927K102 426 12,000 SH DEFINED SOLE WABTEC CORP Common '929740108 26 511 SH DEFINED SOLE WACHOVIA CORP NEW Common '929903102 11,428 3,265,136 SH DEFINED SOLE WADDELL & REED FINL INC Common '930059100 2,579 104,187 SH DEFINED SOLE WAL MART STORES INC Common '931142103 175,067 2,923,140 SH DEFINED SOLE WALGREEN CO Common '931422109 48,176 1,556,079 SH DEFINED SOLE WALTER INDS INC Common '93317Q105 745 15,700 SH DEFINED SOLE WARNACO GROUP INC Common '934390402 943 20,815 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- WARNER CHILCOTT LIMITED Common 'G9435N108 63 4,140 SH DEFINED SOLE WASHINGTON FED INC Common '938824109 88 4,930 SH DEFINED SOLE WASHINGTON MUT INC Common '939322103 4 53,502 SH DEFINED SOLE WASHINGTON MUT INC Common '939322903 29 350,000 CALL DEFINED SOLE WASHINGTON POST CO Common '939640108 5,396 9,691 SH DEFINED SOLE WASHINGTON TR BANCORP Common '940610108 23 894 SH DEFINED SOLE WASTE MGMT INC DEL Common '94106L109 25,127 797,938 SH DEFINED SOLE WATERS CORP Common '941848103 10,288 176,834 SH DEFINED SOLE WATERSTONE FINANCIAL INC Common '941888109 5 526 SH DEFINED SOLE WATSON PHARMACEUTICALS INC Common '942683103 4,355 152,794 SH DEFINED SOLE WATSON WYATT WORLDWIDE INC Common '942712100 528 10,624 SH DEFINED SOLE WD-40 CO Common '929236107 72 1,996 SH DEFINED SOLE WEATHERFORD INTERNATIONAL LT Common 'G95089101 30,542 1,214,877 SH DEFINED SOLE WEBMD HEALTH CORP Common '94770V102 29 980 SH DEFINED SOLE WEBSENSE INC Common '947684106 54 2,413 SH DEFINED SOLE WEBSTER FINL CORP CONN Common '947890109 219 8,658 SH DEFINED SOLE WEIGHT WATCHERS INTL INC NEW Common '948626106 113 3,100 SH DEFINED SOLE WEIS MKTS INC Common '948849104 270 7,500 SH DEFINED SOLE WELLCARE HEALTH PLANS INC Common '94946T106 385 10,702 SH DEFINED SOLE WELLPOINT INC Common '94973V107 38,702 827,489 SH DEFINED SOLE WELLS FARGO & CO NEW Common '949746101 185,719 4,948,536 SH DEFINED SOLE WERNER ENTERPRISES INC Common '950755108 698 32,171 SH DEFINED SOLE WESBANCO INC Common '950810101 152 5,566 SH DEFINED SOLE WESCO INTL INC Common '95082P105 708 22,000 SH DEFINED SOLE WEST BANCORPORATION INC Common '95123P106 19 1,427 SH DEFINED SOLE WEST COAST BANCORP ORE NEW Common '952145100 20 1,361 SH DEFINED SOLE WESTAMERICA BANCORPORATION Common '957090103 583 9,742 SH DEFINED SOLE WESTERN ALLIANCE BANCORP Common '957638109 40 2,618 SH DEFINED SOLE WESTERN DIGITAL CORP Common '958102105 634 29,738 SH DEFINED SOLE WESTERN REFNG INC Common '959319104 67 6,600 SH DEFINED SOLE WESTERN UN CO Common '959802109 29,336 1,189,144 SH DEFINED SOLE WESTFIELD FINANCIAL INC NEW Common '96008P104 29 2,783 SH DEFINED SOLE WESTWOOD HLDGS GROUP INC Common '961765104 23 487 SH DEFINED SOLE WEYERHAEUSER CO Common '962166104 18,129 299,262 SH DEFINED SOLE WGL HLDGS INC Common '92924F106 866 26,682 SH DEFINED SOLE WHIRLPOOL CORP Common '963320106 9,094 114,687 SH DEFINED SOLE WHITE MTNS INS GROUP LTD Common 'G9618E107 141 300 SH DEFINED SOLE WHITING PETE CORP NEW Common '966387102 187 2,628 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- WHITNEY HLDG CORP Common '966612103 82 3,357 SH DEFINED SOLE WHOLE FOODS MKT INC Common '966837106 231 11,628 SH DEFINED SOLE WILEY JOHN & SONS INC Common '968223206 455 11,238 SH DEFINED SOLE WILLBROS GROUP INC Common '969199108 220 8,300 SH DEFINED SOLE WILLIAMS COS INC DEL Common '969457100 21,686 916,957 SH DEFINED SOLE WILLIAMS PARTNERS L P Common '96950F104 154 5,966 SH DEFINED SOLE WILLIAMS SONOMA INC Common '969904101 430 26,570 SH DEFINED SOLE WILLIS GROUP HOLDINGS LTD Common 'G96655108 81 2,512 SH DEFINED SOLE WILMINGTON TRUST CORP Common '971807102 635 22,020 SH DEFINED SOLE WILSHIRE BANCORP INC Common '97186T108 26 2,166 SH DEFINED SOLE WIND RIVER SYSTEMS INC Common '973149107 173 17,297 SH DEFINED SOLE WINDSTREAM CORP Common '97381W104 7,172 655,582 SH DEFINED SOLE WINTHROP RLTY TR Common '976391102 19 4,793 SH DEFINED SOLE WIPRO LTD Common '97651M109 48 4,962 SH DEFINED SOLE WISCONSIN ENERGY CORP Common '976657106 371 8,252 SH DEFINED SOLE WOODWARD GOVERNOR CO Common '980745103 1,668 47,292 SH DEFINED SOLE WPP GROUP PLC Common '929309409 541 13,322 SH DEFINED SOLE WRIGHT EXPRESS CORP Common '98233Q105 45 1,500 SH DEFINED SOLE WRIGLEY WM JR CO Common '982526105 27,211 342,712 SH DEFINED SOLE WSFS FINL CORP Common '929328102 29 516 SH DEFINED SOLE WYETH Common '983024100 46,413 1,256,453 SH DEFINED SOLE WYNDHAM WORLDWIDE CORP Common '98310W108 4,346 276,661 SH DEFINED SOLE XCEL ENERGY INC Common '98389B100 13,478 674,262 SH DEFINED SOLE XEROX CORP Common '984121103 16,735 1,451,457 SH DEFINED SOLE XL CAP LTD Common 'G98255105 7,872 438,799 SH DEFINED SOLE XTO ENERGY INC Common '98385X106 40,766 876,304 SH DEFINED SOLE YADKIN VALLEY FINANCIAL CORP Common '984314104 25 1,477 SH DEFINED SOLE YAHOO INC Common '984332106 20,542 1,188,105 SH DEFINED SOLE YAMANA GOLD INC Common '98462Y100 2 250 SH DEFINED SOLE YRC WORLDWIDE INC Common '984249102 967 80,894 SH DEFINED SOLE YUM BRANDS INC Common '988498101 26,857 823,585 SH DEFINED SOLE ZALE CORP NEW Common '988858106 35 1,400 SH DEFINED SOLE ZEBRA TECHNOLOGIES CORP Common '989207105 441 15,853 SH DEFINED SOLE ZENITH NATL INS CORP Common '989390109 13 358 SH DEFINED SOLE ZIMMER HLDGS INC Common '98956P102 22,832 353,649 SH DEFINED SOLE ZIONS BANCORPORATION Common '989701107 6,954 180,288 SH DEFINED SOLE ZOLL MED CORP Common '989922109 16 475 SH DEFINED SOLE ZOLTEK COS INC Common '98975W104 12 700 SH DEFINED SOLE
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TITLE OF VALUE SHARE OR SH/PRN/ INVESTMENT VOTING NAME OF ISSUER CLASS CUSIP (x 1000) PRN AMOUNT PUT/CALL DISCRETION AUTHORITY - ---------------------------- -------- ---------- -------- ---------- -------- ---------- --------- ZYMOGENETICS INC Common '98985T109 25 3,766 SH DEFINED SOLE
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