-----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, EY/CWt6ZZEvrcfjSdcGJ45ogPg4A3bNpFHZ2G6A6zHhZIcwNh5Ug6zhmu6nS/vRo tNU/vHO+mZB0Y1ajVUbhHQ== 0000893220-07-002876.txt : 20070814 0000893220-07-002876.hdr.sgml : 20070814 20070814161048 ACCESSION NUMBER: 0000893220-07-002876 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070814 DATE AS OF CHANGE: 20070814 EFFECTIVENESS DATE: 20070814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GARTMORE MUTUAL FUND CAPITAL TRUST CENTRAL INDEX KEY: 0001097218 IRS NUMBER: 526969857 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05161 FILM NUMBER: 071055276 BUSINESS ADDRESS: STREET 1: THREE NATIONWIDE PLAZA CITY: COLUMBUS STATE: OH ZIP: 43215 BUSINESS PHONE: 6142490653 MAIL ADDRESS: STREET 1: THREE NATIONWIDE PLAZA CITY: COLUMBUS STATE: OH ZIP: 43215 FORMER COMPANY: FORMER CONFORMED NAME: VILLANOVA MUTUAL FUND CAPITAL TRUST /DE/ DATE OF NAME CHANGE: 19991019 13F-HR 1 w38379ce13fvhr.txt FORM 13F NATIONWIDE FUND ADVISORS ================================================================================ UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended June 30, 2007 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:... Gartmore Mutual Fund Capital Trust Address: 1200 River Road Conshohocken, PA 19428 Form 13F File Number: 28-05161 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 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: /s/ Eric Miller --------------------- Title: Vice President- Associate General Counsel Phone: 888-223-2116 Signature, Place, and Date of Signing: /s/ Eric Miller Conshohocken, PA 8/13/07 - ----------------- (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).) ================================================================================ Form 13F Nationwide Summary Page Report Summary: Number of Other Included Managers: 11 Form 13F Information Table Entry Total: 3,106 Form 13F Information Table Value Total: 15,195,863 (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 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 05 028-4466 Waddell & Reed Investment Management Company 08 028-1482 J.P. Morgan Investment Management, Inc. 11 028-595 Neuberger & Berman Management, Inc. 19 028-6539 Northpointe Capital 23 028-1091 American Century Investment Management, Inc. 24 028-4688 Oberweis Asset Management, Inc. 25 028-10968 Epoch Investment Partners, Inc. 26 028-11866 Morgan Stanley Investment Management, Inc. 27 812-13168-01 Boston Company Asset Management, LLC 28 028-12016 Blackrock Investment Management, LLC 29 803-00184 Franklin Portfolio Associates, LLC
Shared_ Shares Of as_in Fair Market Principal Instr Shared Manager_see_ Name Of Issuer Title Of Class Cusip Value Amount Sole _V Other Instr_V Sole 2 Shared None - ------------------- -------------- --------- ----------- ---------- ---- ------ ------ ------------ ------ ------ ---- 1-800-FLOWERS.COM INC COMMON STOCK 68243Q106 $ 1,740 184,566 X 28,25 184,566 1ST CITIZENS BANCSHARES A COMMON STOCK 31946M103 $ 302 1,551 X 23 1,551 1ST CITIZENS BANCSHARES A COMMON STOCK 31946M103 $ 1,641 8,440 X 8,440 1ST SOURCE CORP. COMMON STOCK 336901103 $ 353 14,160 X 08 ,28 14,160 21ST CENTURY HOLDINGS CO COMMON STOCK 90136Q100 $ 967 90,000 X 90,000 21ST CENTURY INSURANCE COMMON STOCK 90130N103 $ 201 9,200 X 28 9,200 24/7 REAL MEDIA, INC. COMMON STOCK 901314203 $ 155 13,200 X 28 13,200 3 COM CORP. COMMON STOCK 885535104 $ 3,176 769,095 X 28 769,095 3M CO. COMMON STOCK 88579Y101 $ 22,941 264,327 X 08 ,28 264,327 3M CO. COMMON STOCK 88579Y101 $ 15,548 179,150 X 179,150 99 CENTS ONLY STORES COMMON STOCK 65440K106 $ 1,136 86,649 X 28 86,649 99 CENTS ONLY STORES COMMON STOCK 65440K106 $ 5,677 433,050 X 433,050 AAON, INC. COMMON STOCK 000360206 $ 210 6,600 X 28,29 6,600 AAR CORP. COMMON STOCK 000361105 $ 735 22,268 X 08,29,28 22,268 AAR CORP. COMMON STOCK 000361105 $ 630 19,100 X 19,100 ABBOTT LABORATORIES COMMON STOCK 002824100 $ 37,246 695,530 X 08 ,26,28 695,530 ABBOTT LABORATORIES COMMON STOCK 002824100 $ 25,710 480,120 X 480,120 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 $ 2,700 37,000 X 08 ,28 37,000 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 $ 3,852 52,780 X 52,780 ABM INDUSTRIES INC COMMON STOCK 000957100 $ 319 12,378 X 28 12,378 ABX AIR INC. COMMON STOCK 00080S101 $ 116 14,400 X 28 14,400 ACADIA PHARMACEUTICALS COMMON STOCK 004225108 $ 314 23,000 X 08 ,28 23,000 ACADIA PHARMACEUTICALS COMMON STOCK 004225108 $ 6,089 445,400 X 445,400 ACADIA REALTY TRUST COMMON STOCK 004239109 $ 244 9,399 X 28 9,399 ACCENTURE LTD. OTHER SECURITY G1150G111 $ 290 6,750 X 08 6,750 ACCENTURE LTD. OTHER SECURITY G1150G111 $ 1,081 25,210 X 25,210 ACCO BRANDS CORP COMMON STOCK 00081T108 $ 297 12,900 X 28 12,900 ACCURAY INC. COMMON STOCK 004397105 $ 736 33,200 X 28,24 33,200 ACCURIDE CORP. COMMON STOCK 004398103 $ 635 41,233 X 28,23 41,233 ACE LTD. OTHER SECURITY G0070K103 $ 6,986 111,746 X 08 ,28 111,746 ACME PACKET INC COMMON STOCK 004764106 $ 852 74,119 X 28,24 74,119 ACTEL CORP. COMMON STOCK 004934105 $ 282 20,309 X 28,08 20,309 ACTIVISION INC COMMON STOCK 004930202 $ 8,113 434,521 X 28 434,521 ACTUANT CORP. COMMON STOCK 00508X203 $ 1,238 19,630 X 29,28,08 19,630 ACTUANT CORP. COMMON STOCK 00508X203 $ 12,913 204,770 X 204,770 ACTUATE CORP. COMMON STOCK 00508B102 $ 1,799 265,000 X 28,25 265,000 ACUITY BRANDS INC COMMON STOCK 00508Y102 $ 2,047 33,951 X 08 ,28 33,951 ACXIOM CORP. COMMON STOCK 005125109 $ 4,513 170,616 X 08 ,28,23 170,616 ADAMS RESPIRATORY INC. COMMON STOCK 00635P107 $ 3,269 83,000 X 08 ,28,05 83,000 ADAPTEC INC. COMMON STOCK 00651F108 $ 222 58,230 X 08,28 58,230 ADC TELECOMMUNICATIONS COMMON STOCK 000886309 $ 4,531 247,207 X 28,19,25 247,207 ADMINISTAFF INC COMMON STOCK 007094105 $ 262 7,819 X 08 ,28 7,819 ADOBE SYSTEMS, INC. COMMON STOCK 00724F101 $ 8,317 207,142 X 28 207,142 ADOBE SYSTEMS, INC. COMMON STOCK 00724F101 $ 11,523 287,002 X 287,002 ADOLOR CORP. COMMON STOCK 00724X102 $ 365 98,276 X 98,276 ADTRAN INC COMMON STOCK 00738A106 $ 3,367 129,664 X 08 ,28 129,664 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 $ 7,520 185,550 X 08 ,28 185,550 ADVANCED ANALOGIC TECH COMMON STOCK 00752J108 $ 131 13,500 X 28 13,500 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 $ 1,516 66,882 X 28,08,29,23 66,882 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 $ 3,617 103,689 X 08 ,28 103,689 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 $ 427 12,250 X 12,250 ADVANCED MICRO DEVICES COMMON STOCK 007903107 $ 2,851 199,342 X 28 199,342 ADVANTA CORP CLASS B COMMON STOCK 007942204 $ 2,088 67,055 X 23,29,19,28,08 67,055 ADVENT SOFTWARE INC. COMMON STOCK 007974108 $ 1,229 37,762 X 29,28 37,762 ADVISORY BOARD CO. COMMON STOCK 00762W107 $ 317 5,700 X 28 5,700 ADVISORY BOARD CO. COMMON STOCK 00762W107 $ 4,100 73,797 X 26 73,797 AECOM TECH. CORP. COMMON STOCK 00766T100 $ 233 9,400 X 28 9,400 AECOM TECH. CORP. COMMON STOCK 00766T100 $ 11,686 471,000 X 471,000 AEGEAN MARINE OTHER SECURITY Y0017S102 $ 7,604 399,780 X 399,780 AEP INDUSTRIES INC COMMON STOCK 001031103 $ 413 9,182 X 23,28,29 9,182 AERCAP HOLDINGS NV OTHER SECURITY N00985106 $ 7,527 235,220 X 235,220 AEROFLEX, INC. COMMON STOCK 007768104 $ 760 53,614 X 28,08 53,614 AEROPOSTALE, INC. COMMON STOCK 007865108 $ 4,757 114,139 X 29,19,28 114,139 AES CORP. COMMON STOCK 00130H105 $ 4,890 223,493 X 28 223,493 AETNA INC. COMMON STOCK 00817Y108 $ 10,173 205,924 X 08 ,28 205,924 AETNA INC. COMMON STOCK 00817Y108 $ 22,082 447,000 X 447,000 AFC ENTERPRISES, INC. COMMON STOCK 00104Q107 $ 620 35,863 X 08 ,28,23 35,863 AFC ENTERPRISES, INC. COMMON STOCK 00104Q107 $ 2,010 116,238 X 26 116,238 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 $ 2,373 41,841 X 08 ,28 41,841 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 $ 4,841 37,600 X 37,600 AFFORDABLE RESIDENTIAL COMMON STOCK 008273104 $ 390 33,035 X 28,29 33,035 AFFYMETRIX INC. COMMON STOCK 00826T108 $ 3,497 140,510 X 28 140,510 AFLAC INCORPORATED COMMON STOCK 001055102 $ 11,787 229,313 X 08 ,26,28 229,313 AFLAC INCORPORATED COMMON STOCK 001055102 $ 3,264 63,500 X 63,500 AFTERMARKET TECH CORP COMMON STOCK 008318107 $ 1,810 60,984 X 08 ,23,28 60,984 AGCO CORP. COMMON STOCK 001084102 $ 6,603 152,100 X 08 ,28 152,100 AGILE SOFTWARE COMMON STOCK 00846X105 $ 156 19,396 X 28 19,396 AGILENT TECHNOLOGIES, INC COMMON STOCK 00846U101 $ 5,410 140,737 X 28 140,737 AGILYSYS, INC. COMMON STOCK 00847J105 $ 1,035 45,985 X 28,08 45,985 AGL RESOURCES COMMON STOCK 001204106 $ 5,118 126,440 X 28 126,440 AGRIUM, INC. OTHER SECURITY 008916108 $ 15,215 347,780 X 347,780 AIR PRODUCTS & CHEMICAL COMMON STOCK 009158106 $ 6,049 75,266 X 08 ,28 75,266 AIR PRODUCTS & CHEMICAL COMMON STOCK 009158106 $ 3,050 37,950 X 37,950 AIRGAS COMMON STOCK 009363102 $ 6,792 141,800 X 19,28 141,800 AIRGAS COMMON STOCK 009363102 $ 792 16,530 X 16,530 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 $ 1,823 166,919 X 28 166,919 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 $ 11,897 1,089,450 X 1,089,450 AKAMAI TECHNOLOGIES, INC. COMMON STOCK 00971T101 $ 12,665 260,380 X 260,380 AKORN INC COMMON STOCK 009728106 $ 136 19,400 X 28 19,400 ALABAMA NATL BANKCORP COMMON STOCK 010317105 $ 287 4,641 X 28 4,641 ALASKA AIRGROUP INC COMMON STOCK 011659109 $ 2,212 79,388 X 28 79,388 ALASKA COMM SYSTEMS GROUP COMMON STOCK 01167P101 $ 314 19,800 X 29,28 19,800 ALASKA COMM SYSTEMS GROUP COMMON STOCK 01167P101 $ 4,985 314,690 X 314,690
ALBANY INTL CORP. COMMON STOCK 012348108 $ 302 7,467 X 28 7,467 ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 $ 269 18,085 X 28,29 18,085 ALBEMARLE CORP. COMMON STOCK 012653101 $ 5,248 136,200 X 28 136,200 ALBERTO CULVER CO COMMON STOCK 013078100 $ 4,640 195,630 X 11 ,28 195,630 ALCATEL ALSTHOM CGE ADR OTHER SECURITY 013904305 $ 564 40,255 X 40,255 ALCOA, INC. COMMON STOCK 013817101 $ 20,762 512,266 X 08 ,28,26 512,266 ALCOA, INC. COMMON STOCK 013817101 $ 7,934 195,750 X 195,750 ALCON INC OTHER SECURITY H01301102 $ 4,752 35,220 X 35,220 ALESCO FINANCIAL, INC. COMMON STOCK 014485106 $ 88 10,800 X 28 10,800 ALEXANDER & BALDWIN INC COMMON STOCK 014482103 $ 3,617 68,101 X 28 68,101 ALEXANDER'S, INC. COMMON STOCK 014752109 $ 202 500 X 28 500 ALEXANDRIA REAL ESTATE COMMON STOCK 015271109 $ 778 8,036 X 28 8,036 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 $ 497 11,019 X 08 ,28 11,019 ALIGN TECHNOLOGY, INC. COMMON STOCK 016255101 $ 389 16,092 X 28 16,092 ALKERMES INC COMMON STOCK 01642T108 $ 392 26,882 X 08 ,28 26,882 ALLEGHENY ENERGY INC. COMMON STOCK 017361106 $ 2,659 51,396 X 28 51,396 ALLEGHENY TECHNO INC COMMON STOCK 01741R102 $ 3,805 36,275 X 28 36,275 ALLEGHENY TECHNO INC COMMON STOCK 01741R102 $ 15,054 143,535 X 143,535 ALLERGAN, INC. COMMON STOCK 018490102 $ 6,262 108,632 X 28 108,632 ALLERGAN, INC. COMMON STOCK 018490102 $ 4,461 77,390 X 77,390 ALLETE COMMON STOCK 018522300 $ 1,108 23,540 X 23,19,28 23,540 ALLETE COMMON STOCK 018522300 $ 1,731 36,800 X 36,800 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 $ 8,555 110,700 X 28 110,700 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 $ 5,854 75,750 X 75,750 ALLIANCE IMAGING INC COMMON STOCK 018606202 $ 661 70,426 X 28,23,08 70,426 ALLIANCE ONE INT'L INC. COMMON STOCK 018772103 $ 3,117 310,111 X 29,08 ,28 310,111 ALLIANT ENERGY CORP. . COMMON STOCK 018802108 $ 7,545 194,200 X 28 194,200 ALLIANT TECHSYSTEMS, INC. COMMON STOCK 018804104 $ 8,666 87,400 X 28,25 87,400 ALLIED HEALTHCARE INTL COMMON STOCK 01923A109 $ 1,345 480,500 X 480,500 ALLIED IRISH BANKS ADR OTHER SECURITY 019228402 $ 3,116 56,700 X 56,700 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 $ 1,054 78,307 X 28 78,307 ALLIS-CHALMERS ENERGY INC COMMON STOCK 019645506 $ 768 33,400 X 28,24 33,400 ALLOS THERAPEUTICS INC COMMON STOCK 019777101 $ 73 16,600 X 28 16,600 ALLSCRIPTS HEALTHCARE COMMON STOCK 01988P108 $ 7,138 280,148 X 28,24,05 280,148 ALLSTATE CORP. COMMON STOCK 020002101 $ 14,440 234,754 X 08 ,19,28 234,754 ALLSTATE CORP. COMMON STOCK 020002101 $ 10,715 174,200 X 174,200 ALLTEL CORP COMMON STOCK 020039103 $ 8,678 128,467 X 28 128,467 ALNYLAM PHARMACEUTICALS COMMON STOCK 02043Q107 $ 613 40,335 X 40,335 ALON USA ENERGY, INC. COMMON STOCK 020520102 $ 2,064 46,900 X 28,08 46,900 ALPHA NATURAL RESOURCES COMMON STOCK 02076X102 $ 335 16,100 X 28 16,100 ALPHARMA INC-CL A COMMON STOCK 020813101 $ 550 21,148 X 08,28 21,148 ALTERA CORP. COMMON STOCK 021441100 $ 3,040 137,382 X 08 ,28 137,382 ALTERA CORP. COMMON STOCK 021441100 $ 9,272 418,960 X 418,960 ALTRIA GROUP, INC. COMMON STOCK 02209S103 $ 60,826 867,213 X 19,08 ,26,28 867,213 AM. PHYSICIANS CAPITAL COMMON STOCK 028884104 $ 845 20,875 X 28,29,08 20,875 AMAZON.COM, INC. COMMON STOCK 023135106 $ 7,224 105,600 X 28 105,600 AMB PROPERTY CORPORATION COMMON STOCK 00163T109 $ 9,028 169,637 X 28 169,637 AMBAC FINANCIAL GRP, INC. COMMON STOCK 023139108 $ 3,937 45,151 X 08 ,28 45,151 AMBASSADORS GROUP, INC. COMMON STOCK 023177108 $ 2,905 81,770 X 26 81,770 AMBASSADORS INTERNATIONAL COMMON STOCK 023178106 $ 1,582 47,560 X 26 47,560 AMCORE FINANCIAL INC COMMON STOCK 023912108 $ 1,804 62,245 X 28,08,25 62,245 AMCORE FINANCIAL INC COMMON STOCK 023912108 $ 858 29,600 X 29,600 AMDOCS LTD OTHER SECURITY G02602103 $ 489 12,286 X 12,286 AMEDISYS INC COMMON STOCK 023436108 $ 296 8,155 X 28 8,155 AMEDISYS INC COMMON STOCK 023436108 $ 371 10,200 X 10,200 AMERCO COMMON STOCK 023586100 $ 204 2,704 X 28 2,704 AMEREN CORP. COMMON STOCK 023608102 $ 4,061 82,856 X 28 82,856 AMERICA CASH ADVANCE COMMON STOCK 00739W107 $ 473 26,680 X 08,28 26,680 AMERICAN AXLE & MFG. COMMON STOCK 024061103 $ 757 25,545 X 28,08 25,545 AMERICAN COMMERCIAL LINES COMMON STOCK 025195207 $ 443 17,000 X 28 17,000 AMERICAN DENTAL PTNRS COMMON STOCK 025353103 $ 662 25,484 X 28,23,08 25,484 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 $ 8,642 336,791 X 08 ,28 336,791 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 $ 8,984 350,100 X 350,100 AMERICAN ECOLOGY CORP. COMMON STOCK 025533407 $ 2,420 112,980 X 28,25 112,980 AMERICAN ELEC POWER, INC. COMMON STOCK 025537101 $ 7,281 161,657 X 08 ,19,28 161,657 AMERICAN EQUITY INVT LIFE COMMON STOCK 025676206 $ 186 15,385 X 28 15,385 AMERICAN EXPRESS CO. COMMON STOCK 025816109 $ 25,895 423,257 X 08 ,28 423,257 AMERICAN EXPRESS CO. COMMON STOCK 025816109 $ 2,453 40,100 X 40,100 AMERICAN FIN RLTY TRUST COMMON STOCK 02607P305 $ 395 38,300 X 28 38,300 AMERICAN FIN RLTY TRUST COMMON STOCK 02607P305 $ 1,401 135,800 X 135,800 AMERICAN FINANCIAL GROUP COMMON STOCK 025932104 $ 5,065 148,307 X 08 ,23,28 148,307 AMERICAN GREETINGS CORP. COMMON STOCK 026375105 $ 3,632 128,219 X 08 ,23,28 128,219 AMERICAN HOME MORTGAGE COMMON STOCK 02660R107 $ 654 35,569 X 28,08 35,569 AMERICAN HOME MORTGAGE COMMON STOCK 02660R107 $ 1,871 101,800 X 101,800 AMERICAN INT'L GROUP COMMON STOCK 026874107 $ 70,204 1,002,484 X 08 ,19,26,28 1,002,484 AMERICAN INT'L GROUP COMMON STOCK 026874107 $ 20,575 293,800 X 293,800 AMERICAN MEDICAL SYSTEMS COMMON STOCK 02744M108 $ 2,174 120,516 X 28,11 120,516 AMERICAN ORNTL BIOENGNER COMMON STOCK 028731107 $ 109 12,300 X 28 12,300 AMERICAN REPROGRAPHICS CO COMMON STOCK 029263100 $ 249 8,100 X 28 8,100 AMERICAN REPROGRAPHICS CO COMMON STOCK 029263100 $ 4,966 161,290 X 161,290 AMERICAN STANDARD COMP COMMON STOCK 029712106 $ 3,953 67,016 X 28 67,016 AMERICAN STANDARD COMP COMMON STOCK 029712106 $ 2,784 47,200 X 47,200 AMERICAN STATES WATER COMMON STOCK 029899101 $ 482 13,546 X 28,08 13,546 AMERICAN TOWER CORP COMMON STOCK 029912201 $ 6,944 165,345 X 165,345 AMERICAN WOODMARK COMMON STOCK 030506109 $ 968 27,980 X 28,29,23 27,980 AMERICREDIT CORP. COMMON STOCK 03060R101 $ 5,312 200,060 X 08 ,28 200,060 AMERIGON INC. COMMON STOCK 03070L300 $ 1,511 84,000 X 84,000 AMERIGROUP CORPORATION COMMON STOCK 03073T102 $ 1,961 82,400 X 29,28,08 82,400 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 $ 5,126 80,631 X 28 80,631 AMERIS BANCORP COMMON STOCK 03076K108 $ 380 16,908 X 28,08 16,908 AMERISAFE, INC. COMMON STOCK 03071H100 $ 1,083 55,180 X 28,19,08 55,180 AMERISOURCEBERGEN CORP. COMMON STOCK 03073E105 $ 3,520 71,160 X 28 71,160 AMERISOURCEBERGEN CORP. COMMON STOCK 03073E105 $ 6,946 140,400 X 140,400 AMERISTAR CASINOS INC. COMMON STOCK 03070Q101 $ 396 11,392 X 08,28 11,392
AMERON INTERNATIONAL CORP COMMON STOCK 030710107 $ 929 10,300 X 28,08 10,300 AMETEK INC COMMON STOCK 031100100 $ 6,960 175,400 X 28 175,400 AMETEK INC COMMON STOCK 031100100 $ 6,272 158,077 X 158,077 AMGEN, INC. COMMON STOCK 031162100 $ 23,486 424,780 X 08 ,28 424,780 AMGEN, INC. COMMON STOCK 031162100 $ 3,226 58,350 X 58,350 AMIS HOLDINGS, INC. COMMON STOCK 031538101 $ 523 41,775 X 28,08 41,775 AMKOR TECHNOLOGY INC. COMMON STOCK 031652100 $ 3,376 214,342 X 08 ,28,23 214,342 AMN HEALTHCARE SERVICES COMMON STOCK 001744101 $ 835 37,966 X 28,08 37,966 AMPHENOL CORP CLASS A COMMON STOCK 032095101 $ 10,860 304,640 X 28 304,640 AMPHENOL CORP CLASS A COMMON STOCK 032095101 $ 610 17,105 X 17,105 AMREP CORP. COMMON STOCK 032159105 $ 563 11,850 X 28,23 11,850 AMSURG CORP. COMMON STOCK 03232P405 $ 869 36,012 X 28,11 36,012 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 $ 8,286 159,374 X 28 159,374 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 $ 504 9,700 X 9,700 ANADIGICS, INC. COMMON STOCK 032515108 $ 221 16,000 X 28 16,000 ANADIGICS, INC. COMMON STOCK 032515108 $ 530 38,420 X 38,420 ANALOG DEVICES, INC. COMMON STOCK 032654105 $ 4,365 115,957 X 28 115,957 ANALOG DEVICES, INC. COMMON STOCK 032654105 $ 748 19,862 X 19,862 ANALOGIC CORP. COMMON STOCK 032657207 $ 308 4,184 X 28 4,184 ANAREN INC COMMON STOCK 032744104 $ 361 20,493 X 28,29 20,493 ANDERSONS INC COMMON STOCK 034164103 $ 2,059 45,430 X 28,19 45,430 ANDERSONS INC COMMON STOCK 034164103 $ 5,607 123,700 X 123,700 ANDREW CORP COMMON STOCK 034425108 $ 4,563 316,000 X 28 316,000 ANGIODYNAMICS, INC. COMMON STOCK 03475V101 $ 1,585 88,000 X 88,000 ANHEUSER-BUSCH COS., INC. COMMON STOCK 035229103 $ 17,522 335,927 X 26,28 335,927 ANIKA THERAPEUTICS, INC. COMMON STOCK 035255108 $ 975 64,200 X 64,200 ANIMAL HEALTH COMMON STOCK 03525N109 $ 427 29,470 X 28,19 29,470 ANIXTER INTERNATIONAL COMMON STOCK 035290105 $ 1,954 25,985 X 29,28,08 25,985 ANNTAYLOR STORES CORP COMMON STOCK 036115103 $ 4,049 114,309 X 28 114,309 ANSOFT CORP COMMON STOCK 036384105 $ 678 22,993 X 28,29,23 22,993 ANSYS, INC. COMMON STOCK 03662Q105 $ 558 21,072 X 28 21,072 ANTHRACITE CAPITAL INC. COMMON STOCK 037023108 $ 1,528 130,626 X 08 ,28 130,626 ANWORTH MORTGAGE ASSET COMMON STOCK 037347101 $ 112 12,400 X 28 12,400 AON CORP. COMMON STOCK 037389103 $ 4,595 107,827 X 28 107,827 APACHE CORP. COMMON STOCK 037411105 $ 10,078 123,522 X 28 123,522 APARTMENTS INVT & MGMT CO COMMON STOCK 03748R101 $ 2,110 41,840 X 08 ,28 41,840 APEX SILVER MINES LTD COMMON STOCK G04074103 $ 295 14,600 X 28 14,600 APOGEE ENTERPRISES INC. COMMON STOCK 037598109 $ 741 26,650 X 28,08 26,650 APOLLO GROUP INC. CL A COMMON STOCK 037604105 $ 3,139 53,726 X 28 53,726 APOLLO INVESTMENT CORP. COMMON STOCK 03761U106 $ 626 29,082 X 28 29,082 APPLE COMPUTER, INC. COMMON STOCK 037833100 $ 37,573 307,874 X 08 ,28 307,874 APPLE COMPUTER, INC. COMMON STOCK 037833100 $ 7,875 64,532 X 64,532 APPLEBEE'S INT'L COMMON STOCK 037899101 $ 3,735 154,984 X 28 154,984 APPLERA CORP - CELLERA COMMON STOCK 038020202 $ 524 42,273 X 08,29,28 42,273 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 $ 1,923 62,971 X 28 62,971 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 $ 831 27,200 X 27,200 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 $ 3,265 110,662 X 28,08 110,662 APPLIED MATERIALS, INC. COMMON STOCK 038222105 $ 10,572 532,039 X 19,08 ,28 532,039 APPLIED MATERIALS, INC. COMMON STOCK 038222105 $ 24,514 1,233,700 X 1,233,700 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 $ 310 124,070 X 08,28 124,070 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 $ 6,314 2,525,680 X 2,525,680 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 $ 4,672 162,386 X 08 ,29,28,23 162,386 APTARGROUP, INC. COMMON STOCK 038336103 $ 4,239 119,200 X 28,11 119,200 APTARGROUP, INC. COMMON STOCK 038336103 $ 985 27,700 X 27,700 AQUA AMERICA INC COMMON STOCK 03836W103 $ 5,322 236,627 X 28 236,627 AQUANTIVE INC COMMON STOCK 03839G105 $ 1,467 23,000 X 24 23,000 AQUILA INC. COMMON STOCK 03840P102 $ 2,796 683,522 X 28 683,522 ARBITRON, INC. COMMON STOCK 03875Q108 $ 4,941 95,883 X 08,28,11 ,25 95,883 ARBOR REALTY TRUST INC. COMMON STOCK 038923108 $ 909 35,230 X 28,29,08 35,230 ARCH COAL INC COMMON STOCK 039380100 $ 8,310 238,794 X 28 238,794 ARCH COAL INC COMMON STOCK 039380100 $ 2,999 86,168 X 86,168 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 $ 8,040 242,980 X 19,28 242,980 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 $ 18,532 560,060 X 560,060 ARCHSTONE-SMITH (LONG) COMMON STOCK 039583109 $ 4,356 73,700 X 28 73,700 ARENA PHARMACEUTICALS COMMON STOCK 040047102 $ 273 24,800 X 08 ,28 24,800 ARENA RESOURCES, INC COMMON STOCK 040049108 $ 1,581 27,200 X 28,24,11 27,200 ARES CAPITAL CORP. MUTUAL FUND 04010L103 $ 318 18,901 X 28 18,901 ARGON ST INC COMMON STOCK 040149106 $ 864 37,240 X 28,11 37,240 ARGONAUT GROUP INC COMMON STOCK 040157109 $ 1,431 45,837 X 08 ,29,23,28 45,837 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 $ 132 24,014 X 28 24,014 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 $ 759 138,300 X 138,300 ARIBA INC. COMMON STOCK 04033V203 $ 418 42,175 X 08,28 42,175 ARIBA INC. COMMON STOCK 04033V203 $ 5,900 595,340 X 595,340 ARKANSAS BEST CORP. COMMON STOCK 040790107 $ 664 17,026 X 08 ,23,28 17,026 ARKANSAS BEST CORP. COMMON STOCK 040790107 $ 3,729 95,680 X 95,680 ARMSTRONG WORLD IND. COMMON STOCK 04247X102 $ 321 6,400 X 19 6,400 ARRAY BIOPHARMA INC. COMMON STOCK 04269X105 $ 118 10,100 X 28 10,100 ARRAY BIOPHARMA INC. COMMON STOCK 04269X105 $ 2,214 189,700 X 189,700 ARRIS GROUP INC COMMON STOCK 04269Q100 $ 3,503 199,173 X 28,08,25 199,173 ARRON RENTS, INC. COMMON STOCK 002535201 $ 518 17,751 X 08,28 17,751 ARROW ELECTRONICS INC COMMON STOCK 042735100 $ 7,845 204,133 X 28 204,133 ARROW ELECTRONICS INC COMMON STOCK 042735100 $ 17,088 444,660 X 444,660 ARROW INTERNATIONAL, INC. COMMON STOCK 042764100 $ 1,559 40,717 X 28,11 40,717 ARROWHEAD RESEARCH CORP. COMMON STOCK 042797100 $ 69 13,800 X 28 13,800 ART TECHNOLOGY GRP COMMON STOCK 04289L107 $ 73 27,500 X 28 27,500 ARTHROCARE CORP COMMON STOCK 043136100 $ 369 8,407 X 28 8,407 ARTHUR J GALLAGHER COMMON STOCK 363576109 $ 4,581 164,300 X 28 164,300 ARVINMERITOR, INC. COMMON STOCK 043353101 $ 4,162 187,489 X 08 ,28 187,489 ARVINMERITOR, INC. COMMON STOCK 043353101 $ 859 38,700 X 38,700 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 $ 2,771 111,052 X 28,23,29,08 111,052 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 $ 2,756 234,370 X 28,29,08,19 234,370 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 $ 24,032 2,043,500 X 2,043,500 ASHLAND INC. COMMON STOCK 044209104 $ 1,818 28,425 X 19,28 28,425 ASM LITHOGRAPHY HOLD. NV OTHER SECURITY N07059111 $ 329 12,000 X 26 12,000
ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 $ 205 13,680 X 28,29 13,680 ASPEN INS HLDGS OTHER SECURITY G05384105 $ 4,095 145,870 X 08 ,28,23 145,870 ASPEN TECHNOLOGIES INC. COMMON STOCK 045327103 $ 960 68,569 X 08 ,28 68,569 ASSISTED LIVING CONCEPTS COMMON STOCK 04544X102 $ 138 13,000 X 28 13,000 ASSOCIATED BANC-CORP. COMMON STOCK 045487105 $ 7,015 214,536 X 28 214,536 ASSURANT, INC. COMMON STOCK 04621X108 $ 2,145 36,400 X 08 ,28 36,400 ASSURANT, INC. COMMON STOCK 04621X108 $ 1,234 20,950 X 20,950 ASSURED GUARANTY LTD. OTHER SECURITY G0585R106 $ 500 16,900 X 28 16,900 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 $ 429 10,159 X 28,08 10,159 ASTORIA FINANCIAL CORP. COMMON STOCK 046265104 $ 3,462 138,270 X 28 138,270 ASTRAZENECA PLC SPONS ADR OTHER SECURITY 046353108 $ 15,220 284,600 X 284,600 ASV INC. COMMON STOCK 001963107 $ 913 52,862 X 28,11 52,862 ASYST TECHOLOGIES INC. COMMON STOCK 04648X107 $ 486 67,209 X 08 ,28 67,209 AT&T INC. COMMON STOCK 00206R102 $ 102,185 2,462,296 X 19,08 ,26,28 2,462,296 AT&T INC. COMMON STOCK 00206R102 $ 82,564 1,989,488 X 1,989,488 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 $ 2,401 77,865 X 28,24 77,865 ATLANTIC TELE-NETWORK INC COMMON STOCK 049079205 $ 298 10,400 X 23,28,08 10,400 ATLAS AIR WORLDWIDE COMMON STOCK 049164205 $ 2,358 40,000 X 28,19,08 40,000 ATLAS AMERICA INC COMMON STOCK 049167109 $ 331 6,165 X 28 6,165 ATMEL CORP COMMON STOCK 049513104 $ 3,921 705,300 X 28 705,300 ATMI INC. COMMON STOCK 00207R101 $ 281 9,357 X 28 9,357 ATP OIL & GAS CORPORATION COMMON STOCK 00208J108 $ 316 6,500 X 28 6,500 ATWOOD OCEANICS INC COMMON STOCK 050095108 $ 514 7,486 X 19,28 7,486 ATWOOD OCEANICS INC COMMON STOCK 050095108 $ 2,587 37,700 X 37,700 AURORA OIL & GAS CORP COMMON STOCK 052036100 $ 7,376 3,462,865 X 3,462,865 AUST & NZ BNKG GRP - ADR OTHER SECURITY 052528304 $ 4,798 38,968 X 38,968 AUTHENTEC, INC. COMMON STOCK 052660107 $ 564 54,500 X 54,500 AUTHORIZE.NET HOLDINGS COMMON STOCK 052686102 $ 458 25,600 X 08 ,28 25,600 AUTO DESK COMMON STOCK 052769106 $ 3,865 82,092 X 28 82,092 AUTO DESK COMMON STOCK 052769106 $ 833 17,696 X 17,696 AUTOMATIC DATA PROC COMMON STOCK 053015103 $ 9,073 187,186 X 28 187,186 AUTONATION INC. COMMON STOCK 05329W102 $ 1,390 61,963 X 28 61,963 AUTOZONE, INC. COMMON STOCK 053332102 $ 3,000 21,960 X 08 ,28 21,960 AUXILIUM PHARMACEUTICALS COMMON STOCK 05334D107 $ 287 18,000 X 08 ,28 18,000 AVALONBAY COMMUNITIES COMMON STOCK 053484101 $ 3,471 29,200 X 28 29,200 AVANEX CORP. COMMON STOCK 05348W109 $ 67 37,300 X 28 37,300 AVATAR HOLDINGS INC COMMON STOCK 053494100 $ 1,003 13,030 X 28,29,23 13,030 AVAYA, INC. COMMON STOCK 053499109 $ 2,705 160,635 X 28 160,635 AVERY DENNISON CORP COMMON STOCK 053611109 $ 2,454 36,916 X 28 36,916 AVID TECHNOLOGY, INC. COMMON STOCK 05367P100 $ 417 11,800 X 28 11,800 AVIS BUDGET GROUP INC. COMMON STOCK 053774105 $ 4,783 168,240 X 28 168,240 AVISTA CORP. COMMON STOCK 05379B107 $ 2,122 98,476 X 29,28,08 98,476 AVNET, INC. COMMON STOCK 053807103 $ 8,867 223,678 X 08 ,28 223,678 AVOCENT CORP. COMMON STOCK 053893103 $ 3,763 129,706 X 08 ,28 129,706 AVON PRODUCTS, INC. COMMON STOCK 054303102 $ 6,002 163,317 X 08 ,28 163,317 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 $ 472 72,733 X 28,08 72,733 B&G FOODS, INC. COMMON STOCK 05508R106 $ 6,568 497,580 X 497,580 BAKER HUGHES COMMON STOCK 057224107 $ 9,628 114,447 X 08 ,28 114,447 BAKER HUGHES COMMON STOCK 057224107 $ 673 8,000 X 8,000 BALDOR ELECTRIC CO. COMMON STOCK 057741100 $ 1,113 22,579 X 19,28 22,579 BALL CORPORATION COMMON STOCK 058498106 $ 1,809 34,030 X 28 34,030 BALL CORPORATION COMMON STOCK 058498106 $ 8,982 168,930 X 168,930 BALLY TECHNOLOGIES INC COMMON STOCK 05874B107 $ 363 13,757 X 28 13,757 BANCFIRST CORP. COMMON STOCK 05945F103 $ 810 18,923 X 28,08 ,23 18,923 BANCO LATINOAMERICANO OTHER SECURITY P16994132 $ 384 20,400 X 28,08 20,400 BANK MUTUAL CORP. COMMON STOCK 063750103 $ 262 22,760 X 29,28 22,760 BANK OF AMERICA CORP. COMMON STOCK 060505104 $ 93,067 1,903,606 X 19,08 ,26,28 1,903,606 BANK OF AMERICA CORP. COMMON STOCK 060505104 $ 104,616 2,139,819 X 2,139,819 BANK OF GRANITE CORP. COMMON STOCK 062401104 $ 214 12,800 X 08 12,800 BANK OF HAWAII CORP COMMON STOCK 062540109 $ 5,722 110,799 X 23,28 110,799 BANK OF IRELAND-ADR OTHER SECURITY 46267Q103 $ 1,785 22,000 X 22,000 BANK OF NEW YORK CO., INC COMMON STOCK 064057102 $ 17,408 420,072 X 08 ,28,26 420,072 BANK OF THE OZARKS COMMON STOCK 063904106 $ 2,523 90,545 X 90,545 BANKATLANTIC CORP. CL. A COMMON STOCK 065908501 $ 117 13,612 X 28 13,612 BANKRATE COMMON STOCK 06646V108 $ 2,964 61,855 X 28,05 61,855 BANKRATE COMMON STOCK 06646V108 $ 1,262 26,343 X 26 26,343 BANKUNITED FINANCIAL CORP COMMON STOCK 06652B103 $ 958 47,740 X 29,28,23,08 47,740 BANNER CORP COMMON STOCK 06652V109 $ 888 26,077 X 23,28,19,08 26,077 BANNER CORP COMMON STOCK 06652V109 $ 1,946 57,130 X 57,130 BARCLAYS PLC ADR OTHER SECURITY 06738E204 $ 709 12,700 X 26 12,700 BARD C.R. INC COMMON STOCK 067383109 $ 2,808 33,986 X 28 33,986 BARD C.R. INC COMMON STOCK 067383109 $ 374 4,526 X 4,526 BARE ESCENTUALS INC. COMMON STOCK 067511105 $ 2,811 82,300 X 05 82,300 BARE ESCENTUALS INC. COMMON STOCK 067511105 $ 5,094 149,160 X 149,160 BARNES & NOBLE, INC. COMMON STOCK 067774109 $ 3,612 93,898 X 08 ,28 93,898 BARNES GROUP, INC. COMMON STOCK 067806109 $ 2,497 78,814 X 28,08 78,814 BARR PHARMACEUTICALS INC. COMMON STOCK 068306109 $ 1,793 35,700 X 28 35,700 BARR PHARMACEUTICALS INC. COMMON STOCK 068306109 $ 6,678 132,940 X 132,940 BARRICK GOLD CORP OTHER SECURITY 067901108 $ 878 30,200 X 30,200 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 $ 243 9,500 X 28 9,500 BAUSCH & LOMB, INC. COMMON STOCK 071707103 $ 1,135 16,345 X 28 16,345 BAXTER INTERNATIONAL,INC. COMMON STOCK 071813109 $ 13,058 231,773 X 08 ,28 231,773 BAXTER INTERNATIONAL,INC. COMMON STOCK 071813109 $ 11,271 200,058 X 200,058 BB&T CORPORATION COMMON STOCK 054937107 $ 7,378 181,373 X 28 181,373 BE AEROSPACE INC COMMON STOCK 073302101 $ 801 19,400 X 19,400 BEA SYSTEMS, INC. COMMON STOCK 073325102 $ 13,123 958,559 X 958,559 BEACON ROOFING SUPPLY COMMON STOCK 073685109 $ 927 54,580 X 28,25 54,580 BEACON ROOFING SUPPLY COMMON STOCK 073685109 $ 3,436 202,250 X 202,250 BEAR STEARNS COMPANIES COMMON STOCK 073902108 $ 8,327 59,477 X 08 ,26,28 59,477 BEARINGPOINT INC. COMMON STOCK 074002106 $ 389 53,215 X 28 53,215 BEAZER HOMES USA, INC. COMMON STOCK 07556Q105 $ 1,923 77,957 X 08 ,28 77,957 BECKMAN COULTER INC. COMMON STOCK 075811109 $ 7,054 109,060 X 28 109,060 BECKMAN COULTER INC. COMMON STOCK 075811109 $ 802 12,400 X 12,400 BECTON DICKINSON & CO COMMON STOCK 075887109 $ 6,078 81,586 X 28 81,586
BECTON DICKINSON & CO COMMON STOCK 075887109 $ 2,224 29,850 X 29,850 BED, BATH & BEYOND, INC. COMMON STOCK 075896100 $ 3,315 92,102 X 28 92,102 BEL FUSE INC. CL B COMMON STOCK 077347300 $ 488 14,349 X 28,08 14,349 BEL FUSE INC. CL B COMMON STOCK 077347300 $ 7,581 222,760 X 222,760 BELDEN CDT, INC. COMMON STOCK 077454106 $ 1,304 23,552 X 08,28 23,552 BELL MICROPRODUCTS, INC. COMMON STOCK 078137106 $ 8,644 1,325,843 X 1,325,843 BELO CORP - CLASS A COMMON STOCK 080555105 $ 3,972 192,920 X 29,28 192,920 BEMIS CO., INC. COMMON STOCK 081437105 $ 1,095 32,996 X 28 32,996 BEMIS CO., INC. COMMON STOCK 081437105 $ 14,516 437,500 X 437,500 BENCHMARK ELECTRONICS COMMON STOCK 08160H101 $ 1,205 53,290 X 28,08 53,290 BERKSHIRE HATHAWAY CL-B COMMON STOCK 084670207 $ 1,694 470 X 26 470 BERRY PETROLEUM CO., CLAS COMMON STOCK 085789105 $ 1,284 34,080 X 28,11 34,080 BEST BUY CO., INC. COMMON STOCK 086516101 $ 6,771 145,090 X 08 ,28 145,090 BEST BUY CO., INC. COMMON STOCK 086516101 $ 2,070 44,360 X 44,360 BIG 5 SPORTING GOODS COMMON STOCK 08915P101 $ 1,645 64,500 X 28,11 64,500 BIG LOTS, INC. COMMON STOCK 089302103 $ 3,677 124,974 X 08 ,29,28,23 124,974 BIGBAND NETWORKS, INC. COMMON STOCK 089750509 $ 520 39,700 X 28,24 39,700 BILL BARRETT CORP. COMMON STOCK 06846N104 $ 4,862 132,000 X 28,05 132,000 BIO-RAD LABS INC. COMMON STOCK 090572207 $ 1,339 17,715 X 28,08 17,715 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 $ 2,047 74,840 X 28,19,25 74,840 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 $ 1,441 52,700 X 52,700 BIOGEN IDEC, INC. COMMON STOCK 09062X103 $ 5,393 100,811 X 28 100,811 BIOGEN IDEC, INC. COMMON STOCK 09062X103 $ 1,350 25,240 X 25,240 BIOMARIN PHARMACEUTICAL COMMON STOCK 09061G101 $ 943 52,568 X 29,28 52,568 BIOMED REALTY TRUST COMMON STOCK 09063H107 $ 2,071 82,453 X 19,29,28,08 82,453 BIOMET, INC. COMMON STOCK 090613100 $ 3,617 79,102 X 28 79,102 BISYS GROUP. INC. COMMON STOCK 055472104 $ 2,664 225,200 X 08 ,28 225,200 BJ SERVICES CO. COMMON STOCK 055482103 $ 3,319 116,692 X 08 ,28 116,692 BJ'S RESTAURANT INC. COMMON STOCK 09180C106 $ 1,647 83,451 X 26 83,451 BJS WHOLESALE CLUB, INC. COMMON STOCK 05548J106 $ 4,473 124,157 X 19,28 124,157 BLACK & DECKER CORP. COMMON STOCK 091797100 $ 2,337 26,465 X 28 26,465 BLACK BOX CORP. COMMON STOCK 091826107 $ 815 19,702 X 08 ,28 19,702 BLACK BOX CORP. COMMON STOCK 091826107 $ 7,700 186,080 X 186,080 BLACK HILLS CORP. COMMON STOCK 092113109 $ 3,410 85,780 X 08,28 85,780 BLACKBAUD INC. COMMON STOCK 09227Q100 $ 7,096 321,394 X 28,11 ,05 321,394 BLACKBOARD INC. COMMON STOCK 091935502 $ 7,518 178,500 X 28,24,05 178,500 BLACKBOARD INC. COMMON STOCK 091935502 $ 2,377 56,433 X 26 56,433 BLACKROCK COMMON STOCK 09247X101 $ 1,156 7,380 X 7,380 BLOCKBUSTER INC. CLASS A COMMON STOCK 093679108 $ 249 57,680 X 08 ,28 57,680 BLOUNT INTERNATIONAL INC. COMMON STOCK 095180105 $ 166 12,700 X 28 12,700 BLOUNT INTERNATIONAL INC. COMMON STOCK 095180105 $ 910 69,600 X 69,600 BLUE NILE, INC. COMMON STOCK 09578R103 $ 248 4,103 X 28 4,103 BLUE NILE, INC. COMMON STOCK 09578R103 $ 5,196 86,026 X 26 86,026 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 $ 1,382 51,983 X 08 ,23,28 51,983 BMC SOFTWARE, INC. COMMON STOCK 055921100 $ 2,295 75,746 X 08 ,28 75,746 BOB EVANS FARMS INC COMMON STOCK 096761101 $ 2,645 71,788 X 29,08,28 71,788 BOIS D'ARC ENERGY, INC. COMMON STOCK 09738U103 $ 310 18,200 X 28,08 18,200 BOK FINANCIAL CORPORATION COMMON STOCK 05561Q201 $ 2,137 40,000 X 40,000 BON-TON STORES INC. COMMON STOCK 09776J101 $ 583 14,560 X 28,08 14,560 BORDERS GROUP INC. COMMON STOCK 099709107 $ 2,371 124,394 X 28 124,394 BORG-WARNER, INC. COMMON STOCK 099724106 $ 8,348 97,020 X 28 97,020 BORLAND SOFTWARE CORP. COMMON STOCK 099849101 $ 154 25,846 X 28 25,846 BORLAND SOFTWARE CORP. COMMON STOCK 099849101 $ 8,530 1,436,080 X 1,436,080 BOSTON BEER CO. INC-CL A COMMON STOCK 100557107 $ 313 7,955 X 28,29 7,955 BOSTON PRIVATE FIN. HDS. COMMON STOCK 101119105 $ 631 23,465 X 28,29 23,465 BOSTON PROPERTIES, INC. COMMON STOCK 101121101 $ 4,432 43,400 X 08 ,28 43,400 BOSTON SCIENTIFIC CORP. COMMON STOCK 101137107 $ 8,946 583,185 X 26,28 583,185 BOSTON SCIENTIFIC CORP. COMMON STOCK 101137107 $ 541 35,240 X 35,240 BOWATER, INC. COMMON STOCK 102183100 $ 2,912 116,706 X 28 116,706 BOWNE & CO., INC. COMMON STOCK 103043105 $ 269 13,788 X 29,28 13,788 BOYD GAMING CORP. COMMON STOCK 103304101 $ 3,635 73,900 X 28 73,900 BPZ ENERGY, INC. COMMON STOCK 055639108 $ 97 17,400 X 28 17,400 BRADLEY PHARMACEUTICAL COMMON STOCK 104576103 $ 265 12,200 X 28,08 12,200 BRIGGS & STRATTON CORP COMMON STOCK 109043109 $ 422 13,380 X 28 13,380 BRIGHAM EXPLORATION CO. COMMON STOCK 109178103 $ 73 12,402 X 28 12,402 BRIGHT HORIZONS FAMILY COMMON STOCK 109195107 $ 275 7,056 X 28 7,056 BRIGHTPOINT, INC. COMMON STOCK 109473405 $ 217 15,760 X 28 15,760 BRINKER INTL., INC. COMMON STOCK 109641100 $ 5,731 195,790 X 28 195,790 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 $ 36,240 1,148,302 X 08 ,28,26 1,148,302 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 $ 7,846 248,600 X 248,600 BRISTOW GROUP INC COMMON STOCK 110394103 $ 1,094 22,081 X 23,28,08 22,081 BROADCOM CORP. COMMON STOCK 111320107 $ 4,896 167,396 X 08 ,28 167,396 BROADRIDGE FINANCIAL COMMON STOCK 11133T103 $ 4,515 236,150 X 28 236,150 BROCADE COMMUNICATIONS COMMON STOCK 111621306 $ 785 100,430 X 29,08 ,19,23 100,430 BROCADE COMMUNICATIONS COMMON STOCK 111621306 $ 5,237 669,690 X 669,690 BROOKDALE SNR LIVING INC COMMON STOCK 112463104 $ 1,015 22,270 X 22,270 BROOKFIELD HOMES CORP. COMMON STOCK 112723101 $ 1,177 40,469 X 26 40,469 BROOKLINE BANCORP, INC. COMMON STOCK 11373M107 $ 229 19,885 X 28 19,885 BROOKS AUTOMATION INC COMMON STOCK 114340102 $ 1,274 70,178 X 29,28,08 70,178 BROOKS AUTOMATION INC COMMON STOCK 114340102 $ 626 34,496 X 34,496 BROWN & BROWN, INC. COMMON STOCK 115236101 $ 5,823 231,620 X 11 ,28 231,620 BROWN & BROWN, INC. COMMON STOCK 115236101 $ 11,733 466,724 X 466,724 BROWN SHOE CO., INC. COMMON STOCK 115736100 $ 1,784 73,354 X 28,08 73,354 BROWN-FORMAN CORP - B COMMON STOCK 115637209 $ 2,161 29,571 X 28 29,571 BRT REALTY TRUST COMMON STOCK 055645303 $ 627 24,100 X 28,19 24,100 BRUKER BIOSCIENCES CORP COMMON STOCK 116794108 $ 132 14,613 X 28 14,613 BRUKER BIOSCIENCES CORP COMMON STOCK 116794108 $ 1,201 133,340 X 133,340 BRUNSWICK CORP. COMMON STOCK 117043109 $ 974 29,840 X 28 29,840 BRUSH ENGINEERED MATERIAL COMMON STOCK 117421107 $ 686 16,336 X 28,24 16,336 BSD MEDICAL CORP. COMMON STOCK 055662100 $ 547 84,100 X 84,100 BTU INTERNATIONAL INC. COMMON STOCK 056032105 $ 797 57,800 X 19 57,800 BTU INTERNATIONAL INC. COMMON STOCK 056032105 $ 1,448 105,000 X 105,000 BUCKEYE TECHNOLOGIES INC. COMMON STOCK 118255108 $ 2,239 144,747 X 08 ,28,23 144,747 BUCYRUS INTERNATIONAL COMMON STOCK 118759109 $ 9,539 134,771 X 28,05 ,11 134,771
BUFFALO WILD WINGS COMMON STOCK 119848109 $ 589 14,168 X 28,23 14,168 BUILD-A-BEAR WORKSHOP COMMON STOCK 120076104 $ 7,751 296,520 X 296,520 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 $ 10,894 127,952 X 08 ,28 127,952 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 $ 9,340 109,700 X 109,700 BUSINESS OBJECTS ADR OTHER SECURITY 12328X107 $ 318 8,187 X 8,187 C & D TECHNOLOGIES, INC. COMMON STOCK 124661109 $ 14,137 2,524,539 X 2,524,539 C-COR, INC. COMMON STOCK 125010108 $ 1,555 110,603 X 08,28,23,19 110,603 CA INC COMMON STOCK 12673P105 $ 3,888 150,538 X 28 150,538 CABOT CORP. COMMON STOCK 127055101 $ 5,016 105,200 X 28 105,200 CABOT MICROELECTRONICS COMMON STOCK 12709P103 $ 232 6,532 X 28 6,532 CABOT OIL & GAS CORP., CL COMMON STOCK 127097103 $ 9,209 249,692 X 249,692 CACI INTL. CLASS A COMMON STOCK 127190304 $ 1,348 27,600 X 28,11 27,600 CACI INTL. CLASS A COMMON STOCK 127190304 $ 7,572 155,009 X 155,009 CADBURY SCHWEPPES ADR OTHER SECURITY 127209302 $ 9,128 168,100 X 26 168,100 CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 $ 10,684 486,531 X 08 ,28 486,531 CADENCE FINANCIAL CORP. COMMON STOCK 12738A101 $ 6,676 342,723 X 342,723 CALAMOS ASSET MANAGEMENT COMMON STOCK 12811R104 $ 252 9,862 X 23,28 9,862 CALGON CARBON CORP COMMON STOCK 129603106 $ 148 12,748 X 28 12,748 CALIFORNIA PIZZA KITCHEN COMMON STOCK 13054D109 $ 211 9,820 X 28 9,820 CALLAWAY GOLF CO. COMMON STOCK 131193104 $ 2,299 129,069 X 28 129,069 CALLON PETROLEUM CORP COMMON STOCK 13123X102 $ 203 14,300 X 28,08 14,300 CAMBREX CORP. COMMON STOCK 132011107 $ 1,666 125,544 X 28,25 125,544 CAMDEN NATIONAL CORP. COMMON STOCK 133034108 $ 215 5,500 X 08 5,500 CAMERON INTERNATIONAL COMMON STOCK 13342B105 $ 13,581 190,018 X 28 190,018 CAMPBELL SOUP CO COMMON STOCK 134429109 $ 3,203 82,532 X 19,28 82,532 CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 $ 12,063 153,786 X 08 ,28 153,786 CAPITAL SENIOR LIVING COMMON STOCK 140475104 $ 889 94,400 X 94,400 CAPITAL TRUST INC. COMMON STOCK 14052H506 $ 893 26,153 X 28,08,23 26,153 CAPITOL BANCORP LTD. COMMON STOCK 14056D105 $ 363 13,285 X 28,08 13,285 CAPLEASE, INC. COMMON STOCK 140288101 $ 110 10,200 X 28 10,200 CARBO CERAMICS INC. COMMON STOCK 140781105 $ 1,684 38,449 X 28,11 38,449 CARBO CERAMICS INC. COMMON STOCK 140781105 $ 732 16,700 X 16,700 CARDINAL HEALTH, INC. COMMON STOCK 14149Y108 $ 16,745 237,050 X 28,26 237,050 CARDINAL HEALTH, INC. COMMON STOCK 14149Y108 $ 3,345 47,349 X 47,349 CAREER EDUCATION CORP. COMMON STOCK 141665109 $ 5,506 163,049 X 28 163,049 CARLISLE COS., INC. COMMON STOCK 142339100 $ 5,343 114,880 X 19,28 114,880 CARLISLE COS., INC. COMMON STOCK 142339100 $ 10,930 235,000 X 235,000 CARMAX INC. COMMON STOCK 143130102 $ 9,501 372,600 X 08 ,28 372,600 CARNIVAL CORP. OTHER SECURITY 143658300 $ 7,499 153,763 X 08 ,28 153,763 CARNIVAL CORP. OTHER SECURITY 143658300 $ 3,521 72,200 X 72,200 CARPENTER TECHNOLOGY COMMON STOCK 144285103 $ 5,847 44,870 X 28 44,870 CARPENTER TECHNOLOGY COMMON STOCK 144285103 $ 847 6,500 X 6,500 CARRIZO OIL & GAS, INC. COMMON STOCK 144577103 $ 4,399 106,074 X 28,24,11 106,074 CARRIZO OIL & GAS, INC. COMMON STOCK 144577103 $ 750 18,078 X 18,078 CARTER'S INC. COMMON STOCK 146229109 $ 369 14,208 X 28 14,208 CASCADE CORP. COMMON STOCK 147195101 $ 1,165 14,846 X 28,08 14,846 CASELLA WASTE SYSTEMS INC COMMON STOCK 147448104 $ 3,476 322,480 X 322,480 CASEYS GEN STORES COMMON STOCK 147528103 $ 637 23,380 X 19,28 23,380 CASH AMERICA INTERNATIONA COMMON STOCK 14754D100 $ 2,377 59,954 X 28,08 59,954 CASH SYSTEMS INC COMMON STOCK 14756B102 $ 1,185 174,200 X 174,200 CASTLE (A.M.) & CO COMMON STOCK 148411101 $ 733 20,400 X 28,19 20,400 CASTLE (A.M.) & CO COMMON STOCK 148411101 $ 9,876 275,030 X 275,030 CASUAL MALE RETAIL COMMON STOCK 148711104 $ 304 30,106 X 28,29 30,106 CATALINA MARKETING CORP. COMMON STOCK 148867104 $ 2,334 74,083 X 28 74,083 CATERPILLAR, INC. COMMON STOCK 149123101 $ 18,331 234,114 X 08 ,28 234,114 CATERPILLAR, INC. COMMON STOCK 149123101 $ 16,318 208,400 X 208,400 CATHAY BANCORP INC. COMMON STOCK 149150104 $ 3,495 104,213 X 08,28 104,213 CATHAY BANCORP INC. COMMON STOCK 149150104 $ 6,678 199,120 X 199,120 CB RICHARD ELLIS GROUP COMMON STOCK 12497T101 $ 2,328 63,770 X 08 ,28 63,770 CB RICHARD ELLIS GROUP COMMON STOCK 12497T101 $ 4,280 117,270 X 117,270 CBIZ INC COMMON STOCK 124805102 $ 302 41,143 X 28,29 41,143 CBL & ASSOCIATES PROPERTY COMMON STOCK 124830100 $ 7,307 202,690 X 202,690 CBRE REALTY FINANCE, INC. COMMON STOCK 12498B307 $ 1,322 111,200 X 28,19 111,200 CBRE REALTY FINANCE, INC. COMMON STOCK 12498B307 $ 11,368 956,130 X 956,130 CBRL GROUP, INC. COMMON STOCK 12489V106 $ 2,507 59,010 X 23,28 59,010 CBS CORP. - CLASS B COMMON STOCK 124857202 $ 9,123 273,801 X 08 ,28 273,801 CCA INDUSTRIES INC. COMMON STOCK 124867102 $ 874 96,800 X 96,800 CDW CORP COMMON STOCK 12512N105 $ 8,723 102,657 X 28 102,657 CDW CORP COMMON STOCK 12512N105 $ 5,800 68,260 X 68,260 CEC ENTERTAINMENT, INC. COMMON STOCK 125137109 $ 741 21,048 X 19,28 21,048 CEDAR SHOPPING CENTERS COMMON STOCK 150602209 $ 179 12,500 X 28 12,500 CEDAR SHOPPING CENTERS COMMON STOCK 150602209 $ 1,627 113,380 X 113,380 CELADON GROUP COMMON STOCK 150838100 $ 895 56,300 X 28,19 56,300 CELADON GROUP COMMON STOCK 150838100 $ 1,191 74,900 X 74,900 CELANESE CORP., SERIES A COMMON STOCK 150870103 $ 2,300 59,310 X 23 59,310 CELESTICA, INC. OTHER SECURITY 15101Q108 $ 4,595 735,154 X 735,154 CELGENE CORP. COMMON STOCK 151020104 $ 7,688 134,100 X 08 ,28 134,100 CELGENE CORP. COMMON STOCK 151020104 $ 5,723 99,825 X 99,825 CELL GENESYS, INC. COMMON STOCK 150921104 $ 82 24,617 X 28 24,617 CENTENE CORP. COMMON STOCK 15135B101 $ 253 11,834 X 28 11,834 CENTENNIAL BNK HLDGS INC COMMON STOCK 151345303 $ 127 15,000 X 28 15,000 CENTENNIAL CELLULAR COMMON STOCK 15133V208 $ 267 28,100 X 28,08 28,100 CENTERLINE HOLDING CO COMMON STOCK 15188T108 $ 625 34,721 X 28,08 34,721 CENTERPOINT ENERGY INC COMMON STOCK 15189T107 $ 2,062 118,502 X 08 ,19,28 118,502 CENTEX CORPORATON COMMON STOCK 152312104 $ 1,784 44,481 X 08 ,28 44,481 CENTRAL EURO DISTRIBUTION COMMON STOCK 153435102 $ 2,872 82,945 X 28,19,24 82,945 CENTRAL GARD & PET CL A COMMON STOCK 153527205 $ 607 51,712 X 28,11 51,712 CENTRAL GARD & PET CL A COMMON STOCK 153527205 $ 2,563 218,540 X 218,540 CENTRAL GARD & PET CO COMMON STOCK 153527106 $ 201 16,400 X 11 16,400 CENTRAL PACIFIC FINL CORP COMMON STOCK 154760102 $ 1,330 40,305 X 28,08 40,305 CENTRAL PACIFIC FINL CORP COMMON STOCK 154760102 $ 1,215 36,800 X 36,800 CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 $ 3,680 67,359 X 28,23,08 67,359 CENTURYTEL, INC. COMMON STOCK 156700106 $ 2,481 50,574 X 08 ,23,28 50,574 CENVEO INC COMMON STOCK 15670S105 $ 546 23,550 X 29,28 23,550
CEPHALON INC. COMMON STOCK 156708109 $ 9,256 115,135 X 08 ,28 115,135 CEPHALON INC. COMMON STOCK 156708109 $ 1,458 18,140 X 18,140 CEPHEID, INC. COMMON STOCK 15670R107 $ 251 17,190 X 28 17,190 CERADYNE, INC. COMMON STOCK 156710105 $ 5,729 77,460 X 28,29,24,23,08 77,460 CERIDAN CORP. COMMON STOCK 156779100 $ 8,370 239,140 X 28 239,140 CERNER CORPORATION COMMON STOCK 156782104 $ 12,013 216,570 X 05 ,28 216,570 CERUS CORP. COMMON STOCK 157085101 $ 261 38,620 X 38,620 CF INDUSTRIES HOLDINGS COMMON STOCK 125269100 $ 4,019 67,100 X 08 ,29,28 67,100 CH ENERGY GROUP, INC. COMMON STOCK 12541M102 $ 817 18,163 X 29,28,08 18,163 CH ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 $ 3,146 59,900 X 28 59,900 CH ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 $ 6,746 128,440 X 128,440 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 $ 476 48,384 X 19,28 48,384 CHAPARRAL STEEL COMMON STOCK 159423102 $ 460 6,400 X 08 ,29 6,400 CHAPARRAL STEEL COMMON STOCK 159423102 $ 2,651 36,892 X 26 36,892 CHARLES RIVER ASS., INC. COMMON STOCK 12618T105 $ 421 8,731 X 28,08 8,731 CHARLES RIVER LABS COMMON STOCK 159864107 $ 5,796 112,282 X 28 112,282 CHARLES RIVER LABS COMMON STOCK 159864107 $ 408 7,900 X 7,900 CHARLES SCHWAB CORP. COMMON STOCK 808513105 $ 7,605 370,637 X 28 370,637 CHARLOTTE RUSSE HOLDING COMMON STOCK 161048103 $ 536 19,936 X 28,29 19,936 CHARMING SHOPPES COMMON STOCK 161133103 $ 4,918 454,110 X 28,08,25 454,110 CHART INDUSTRIES INC COMMON STOCK 16115Q308 $ 515 18,100 X 28,11 18,100 CHARTER COMM. INC. COMMON STOCK 16117M107 $ 463 114,320 X 08 ,28 114,320 CHARTER COMM. INC. COMMON STOCK 16117M107 $ 978 241,579 X 26 241,579 CHATTEM INC COMMON STOCK 162456107 $ 556 8,769 X 23,28 8,769 CHECKFREE CORPORATION COMMON STOCK 162813109 $ 8,039 199,978 X 05 ,28 199,978 CHECKFREE CORPORATION COMMON STOCK 162813109 $ 16,790 417,660 X 417,660 CHECKPOINT SYSTEMS INC. COMMON STOCK 162825103 $ 855 33,864 X 23,28,08 33,864 CHEMED CORP COMMON STOCK 16359R103 $ 460 6,945 X 28 6,945 CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 $ 562 21,726 X 28,08 21,726 CHEMTURA CORP. COMMON STOCK 163893100 $ 4,810 432,900 X 19,28 432,900 CHENIERE ENERGY PARTNERS COMMON STOCK 16411Q101 $ 1,361 69,800 X 69,800 CHESAPEAKE ENERGY CORP. COMMON STOCK 165167107 $ 5,411 156,400 X 28 156,400 CHESAPEAKE ENERGY CORP. COMMON STOCK 165167107 $ 12,954 374,400 X 374,400 CHEVRON CORP. COMMON STOCK 166764100 $ 67,023 795,619 X 08 ,19,28 795,619 CHEVRON CORP. COMMON STOCK 166764100 $ 34,316 407,363 X 407,363 CHICAGO BRIDGE&IRON ADR OTHER SECURITY 167250109 $ 8,516 225,653 X 23,05 225,653 CHICAGO MERCANTILE EXCH COMMON STOCK 167760107 $ 7,009 13,117 X 08 ,28 13,117 CHICAGO MERCANTILE EXCH COMMON STOCK 167760107 $ 9,410 17,610 X 17,610 CHICO'S FAS INC. COMMON STOCK 168615102 $ 7,167 294,443 X 28 294,443 CHILDREN'S PLACE COMMON STOCK 168905107 $ 316 6,111 X 28 6,111 CHIPOTLE MEXICAN GRILL COMMON STOCK 169656105 $ 682 8,000 X 05 8,000 CHIPOTLE MEXICAN GRILL COMMON STOCK 169656204 $ 660 8,400 X 28 8,400 CHIQUITA BRANDS COMMON STOCK 170032809 $ 231 12,175 X 28 12,175 CHITTENDEN CORP. COMMON STOCK 170228100 $ 437 12,491 X 28 12,491 CHOICE HOTELS INTL INC COMMON STOCK 169905106 $ 247 6,246 X 23 6,246 CHOICEPOINT, INC. COMMON STOCK 170388102 $ 5,788 136,353 X 28 136,353 CHORDIANT SOFTWARE INC. COMMON STOCK 170404305 $ 248 15,841 X 23,28 15,841 CHUBB CORP. COMMON STOCK 171232101 $ 17,889 330,422 X 19,08 ,28,26 330,422 CHUBB CORP. COMMON STOCK 171232101 $ 18,010 332,650 X 332,650 CHURCH & DWIGHT CO., INC. COMMON STOCK 171340102 $ 8,846 182,550 X 28,11 182,550 CIA VALE DO RIO DOCE ADR OTHER SECURITY 204412209 $ 298 6,700 X 6,700 CIBER, INC. COMMON STOCK 17163B102 $ 466 56,954 X 28,08 56,954 CIENA CORP. COMMON STOCK 171779309 $ 1,356 37,521 X 28 37,521 CIGNA CORP COMMON STOCK 125509109 $ 6,796 130,143 X 08 ,19,28 130,143 CIMAREX ENERGY CO. COMMON STOCK 171798101 $ 5,526 140,220 X 28 140,220 CIMAREX ENERGY CO. COMMON STOCK 171798101 $ 887 22,500 X 22,500 CINCINNATI BELL COMMON STOCK 171871106 $ 5,495 950,654 X 23,28,08 950,654 CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 $ 2,413 55,610 X 28 55,610 CINEMARK HOLDINGS, INC. COMMON STOCK 17243V102 $ 9,633 538,450 X 538,450 CINTAS CORP. COMMON STOCK 172908105 $ 1,794 45,501 X 28 45,501 CIRCOR INTERNATIONAL, INC COMMON STOCK 17273K109 $ 658 16,285 X 28,08 16,285 CIRCUIT CITY STORES INC COMMON STOCK 172737108 $ 1,890 125,336 X 28,19 125,336 CIRCUIT CITY STORES INC COMMON STOCK 172737108 $ 19,588 1,298,960 X 1,298,960 CIRRUS LOGIC INC. COMMON STOCK 172755100 $ 990 119,322 X 08 ,19,28 119,322 CIRRUS LOGIC INC. COMMON STOCK 172755100 $ 486 58,610 X 58,610 CISCO SYSTEMS, INC. COMMON STOCK 17275R102 $ 62,115 2,230,346 X 26,08 ,28 2,230,346 CISCO SYSTEMS, INC. COMMON STOCK 17275R102 $121,246 4,353,535 X 4,353,535 CIT GROUP, INC. COMMON STOCK 125581108 $ 4,321 78,800 X 19,08 ,28 78,800 CITADEL BROADCASTING CORP COMMON STOCK 17285T106 $ 436 67,654 X 08 ,28 67,654 CITADEL BROADCASTING CORP COMMON STOCK 17285T106 $ 342 53,081 X 53,081 CITI TRENDS, INC. COMMON STOCK 17306X102 $ 1,192 31,400 X 28,24 31,400 CITI TRENDS, INC. COMMON STOCK 17306X102 $ 2,615 68,876 X 26 68,876 CITIGROUP, INC. COMMON STOCK 172967101 $111,710 2,178,002 X 19,08 ,26,28 2,178,002 CITIGROUP, INC. COMMON STOCK 172967101 $ 29,619 577,490 X 577,490 CITIZENS BANKING CORP MIC COMMON STOCK 174420109 $ 748 40,848 X 29,08,28 40,848 CITIZENS COMM CO COMMON STOCK 17453B101 $ 1,998 130,836 X 08 ,28 130,836 CITIZENS INC COMMON STOCK 174740100 $ 103 14,600 X 28 14,600 CITRIX SYSTEMS COMMON STOCK 177376100 $ 3,029 89,971 X 19,28 89,971 CITRIX SYSTEMS COMMON STOCK 177376100 $ 7,973 236,810 X 236,810 CITY BANK LYNNWOOD WA COMMON STOCK 17770A109 $ 748 23,736 X 29,23,28,08 23,736 CITY HOLDING CO COMMON STOCK 177835105 $ 1,593 41,558 X 08 ,28,23 41,558 CITY NATIONAL CORP. COMMON STOCK 178566105 $ 6,600 86,733 X 23,28 86,733 CKE RESTAURANTS, INC. COMMON STOCK 12561E105 $ 343 17,097 X 28 17,097 CKX COMMON STOCK 12562M106 $ 174 12,600 X 28 12,600 CKX COMMON STOCK 12562M106 $ 1,156 83,657 X 26 83,657 CLARCOR INC COMMON STOCK 179895107 $ 3,458 92,394 X 28,11 92,394 CLAYMONT STEEL HOLDING COMMON STOCK 18382P104 $ 1,531 71,560 X 71,560 CLEAN ENERGY FUELS CORP COMMON STOCK 184499101 $ 1,742 138,700 X 138,700 CLEAN HARBORS, INC. COMMON STOCK 184496107 $ 252 5,100 X 28 5,100 CLEAN HARBORS, INC. COMMON STOCK 184496107 $ 1,236 25,000 X 25,000 CLEAR CHANNEL COMM. COMMON STOCK 184502102 $ 8,464 223,799 X 26,28 223,799 CLEARWIRE CORP. COMMON STOCK 185385309 $ 388 15,900 X 19 15,900 CLECO CORP. COMMON STOCK 12561W105 $ 1,233 50,332 X 28,08 50,332 CLECO CORP. COMMON STOCK 12561W105 $ 2,450 100,000 X 100,000
CLEVELAND-CLIFFS, INC. COMMON STOCK 185896107 $ 551 7,100 X 23,08 ,29 7,100 CLEVELAND-CLIFFS, INC. COMMON STOCK 185896107 $ 357 4,600 X 4,600 CLOROX CO. COMMON STOCK 189054109 $ 3,439 55,385 X 28 55,385 CMG INFORMATION SERVICES COMMON STOCK 125750109 $ 265 136,047 X 08 ,28 136,047 CMS ENERGY CORP. COMMON STOCK 125896100 $ 1,494 86,856 X 08 ,28 86,856 CMS ENERGY CORP. COMMON STOCK 125896100 $ 6,633 385,641 X 385,641 CNA SURETY CORP COMMON STOCK 12612L108 $ 1,883 99,580 X 99,580 CNET NETWORKS INC COMMON STOCK 12613R104 $ 368 44,936 X 28 44,936 CNET NETWORKS INC COMMON STOCK 12613R104 $ 1,189 145,219 X 26 145,219 CNX GAS CORPORATION COMMON STOCK 12618H309 $ 447 14,600 X 19 14,600 COACH, INC. COMMON STOCK 189754104 $ 6,379 134,600 X 08 ,28 134,600 COACH, INC. COMMON STOCK 189754104 $ 9,171 193,530 X 193,530 COCA COLA CO. COMMON STOCK 191216100 $ 53,530 1,023,329 X 19,08 ,26,28 1,023,329 COCA COLA CO. COMMON STOCK 191216100 $ 7,804 149,190 X 149,190 COCA COLA ENTERPRISES COMMON STOCK 191219104 $ 2,550 106,257 X 28 106,257 COCA-COLA FEMSA ADR OTHER SECURITY 191241108 $ 1,980 44,710 X 27 44,710 COEUR D'ALENE MINES CORP. COMMON STOCK 192108108 $ 299 83,255 X 28 83,255 COGDELL SPENCER INC COMMON STOCK 19238U107 $ 622 30,220 X 19 30,220 COGENT COMMUNICATIONS COMMON STOCK 19239V302 $ 376 12,600 X 28 12,600 COGENT COMMUNICATIONS COMMON STOCK 19239V302 $ 3,796 127,090 X 26 127,090 COGENT INC. COMMON STOCK 19239Y108 $ 154 10,500 X 28 10,500 COGNEX CORP. COMMON STOCK 192422103 $ 952 42,279 X 28,11 ,26 42,279 COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 $ 4,070 54,200 X 28 54,200 COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 $ 9,086 121,008 X 121,008 COHERENT, INC. COMMON STOCK 192479103 $ 834 27,329 X 08 ,29,28 27,329 COHU, INC. COMMON STOCK 192576106 $ 470 21,145 X 28,08 21,145 COINSTAR INC. COMMON STOCK 19259P300 $ 822 26,097 X 08 ,28,23 26,097 COLDWATER CREEK INC COMMON STOCK 193068103 $ 2,374 102,200 X 28 102,200 COLGATE PALMOLIVE COMMON STOCK 194162103 $ 12,397 191,169 X 08 ,28 191,169 COLGATE PALMOLIVE COMMON STOCK 194162103 $ 67,705 1,044,030 X 1,044,030 COLONIAL BANCGROUP, INC. COMMON STOCK 195493309 $ 7,212 288,840 X 08,28 288,840 COLONIAL BANCGROUP, INC. COMMON STOCK 195493309 $ 1,386 55,500 X 55,500 COLONIAL PROP COMMON STOCK 195872106 $ 4,112 112,810 X 112,810 COLUMBIA BANKING SYSTEM COMMON STOCK 197236102 $ 490 16,739 X 28,08 16,739 COLUMBIA SPORTSWEAR CO. COMMON STOCK 198516106 $ 268 3,900 X 28 3,900 COMCAST CORP NEW CL A COMMON STOCK 20030N101 $ 43,608 1,550,784 X 08 ,19,28,26 1,550,784 COMCAST CORP NEW CL A COMMON STOCK 20030N101 $ 15,523 552,020 X 552,020 COMCAST CORP NEW CL A SPL COMMON STOCK 20030N200 $ 2,065 73,850 X 28 73,850 COMERICA, INC. COMMON STOCK 200340107 $ 3,379 56,826 X 08 ,28 56,826 COMFORT SYSTEMS USA COMMON STOCK 199908104 $ 157 11,075 X 28 11,075 COMMERCE BANCORP, INC. COMMON STOCK 200519106 $ 2,560 69,200 X 28 69,200 COMMERCE BANCSHARES INC. COMMON STOCK 200525103 $ 451 9,961 X 08 ,23 9,961 COMMERCE GROUP INC COMMON STOCK 200641108 $ 3,890 112,040 X 29,28 112,040 COMMERCE GROUP INC COMMON STOCK 200641108 $ 1,604 46,200 X 46,200 COMMERCIAL METALS CO. COMMON STOCK 201723103 $ 6,919 204,900 X 19,28 204,900 COMMERCIAL METALS CO. COMMON STOCK 201723103 $ 1,439 42,600 X 42,600 COMMSCOPE, INC. COMMON STOCK 203372107 $ 8,458 144,945 X 08 ,29,23,28 144,945 COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 $ 459 22,909 X 28,08 22,909 COMMUNITY HEALTH SYSTEMS COMMON STOCK 203668108 $ 6,681 165,177 X 28 165,177 COMMUNITY TRUST BANCORP COMMON STOCK 204149108 $ 1,082 33,496 X 23,28,08 33,496 COMMVAULT SYSTEMS, INC. COMMON STOCK 204166102 $ 185 10,700 X 28 10,700 COMPASS BANCSHARES, INC. COMMON STOCK 20449H109 $ 2,775 40,233 X 28 40,233 COMPASS BANCSHARES, INC. COMMON STOCK 20449H109 $ 6,077 88,100 X 88,100 COMPASS MINERALS INTL INC COMMON STOCK 20451N101 $ 3,683 106,260 X 28,08,11 106,260 COMPLETE PRODUCTION COMMON STOCK 20453E109 $ 259 10,000 X 28 10,000 COMPLETE PRODUCTION COMMON STOCK 20453E109 $ 1,367 52,900 X 52,900 COMPUCREDIT CORP COMMON STOCK 20478N100 $ 520 14,851 X 28,08 14,851 COMPUTER SCIENCE CORP. COMMON STOCK 205363104 $ 3,844 64,981 X 08 ,28 64,981 COMPUWARE CORP. COMMON STOCK 205638109 $ 1,498 126,307 X 08 ,28 126,307 COMSCORE INC COMMON STOCK 20564W105 $ 791 34,166 X 26 34,166 COMSTOCK RESOURCES, INC COMMON STOCK 205768203 $ 891 29,731 X 28,08 29,731 COMSTOCK RESOURCES, INC COMMON STOCK 205768203 $ 587 19,600 X 19,600 COMSYS IT PARTNERS, INC. COMMON STOCK 20581E104 $ 1,191 52,220 X 28,23,08,29 52,220 COMTECH GROUP INC. COMMON STOCK 205821200 $ 2,325 140,800 X 28,05 140,800 COMTECH TELECOM COMMON STOCK 205826209 $ 792 17,071 X 28,23 17,071 COMVERSE TECHNOLOGY, INC. COMMON STOCK 205862402 $ 5,608 268,990 X 268,990 CON-WAY INC COMMON STOCK 205944101 $ 3,991 79,440 X 08 ,28 79,440 CON-WAY INC COMMON STOCK 205944101 $ 7,170 142,713 X 142,713 CONAGRA, INC. COMMON STOCK 205887102 $ 4,919 183,128 X 28 183,128 CONCEPTUS, INC. COMMON STOCK 206016107 $ 227 11,700 X 29,28 11,700 CONCUR TECHNOLOGIES INC. COMMON STOCK 206708109 $ 2,454 107,400 X 28,05 ,24 107,400 CONEXANT SYSTEMS, INC. COMMON STOCK 207142100 $ 181 130,940 X 28 130,940 CONMED CORP. COMMON STOCK 207410101 $ 2,135 72,929 X 28,23,08 72,929 CONOCOPHILLIPS COMMON STOCK 20825C104 $ 47,563 605,892 X 08 ,19,28 605,892 CONOCOPHILLIPS COMMON STOCK 20825C104 $ 54,241 690,966 X 690,966 CONS TOMOKA LAND CO COMMON STOCK 210226106 $ 715 10,316 X 26 10,316 CONSECO, INC. COMMON STOCK 208464883 $ 4,481 214,505 X 214,505 CONSOL ENERGY, INC. COMMON STOCK 20854P109 $ 2,711 58,800 X 28 58,800 CONSOL ENERGY, INC. COMMON STOCK 20854P109 $ 2,822 61,210 X 61,210 CONSOLIDATED EDISON, INC. COMMON STOCK 209115104 $ 4,274 94,726 X 28 94,726 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 $ 1,210 17,464 X 28,23,08 17,464 CONSTELLATION BRANDS INC. COMMON STOCK 21036P108 $ 1,481 61,000 X 28 61,000 CONSTELLATION BRANDS INC. COMMON STOCK 21036P108 $ 27,814 1,145,550 X 1,145,550 CONSTELLATION ENERGY GP COMMON STOCK 210371100 $ 5,987 68,686 X 28 68,686 CONVERA CORP. COMMON STOCK 211919105 $ 255 58,505 X 26 58,505 CONVERGYS COMMON STOCK 212485106 $ 2,391 98,657 X 08 ,28,23 98,657 COOPER INDS, LTD. CL A OTHER SECURITY G24182100 $ 3,345 58,590 X 28 58,590 COOPER INDS, LTD. CL A OTHER SECURITY G24182100 $ 11,868 207,890 X 207,890 COOPER TIRE & RUBBER CO. COMMON STOCK 216831107 $ 850 30,768 X 19,28 30,768 COPART INC. COMMON STOCK 217204106 $ 3,524 115,200 X 28 115,200 CORE LABORATORIES OTHER SECURITY N22717107 $ 1,586 15,600 X 15,600 COREL CORP OTHER SECURITY 21869X103 $ 8,062 608,421 X 608,421 CORINTHIAN COLLEGES COMMON STOCK 218868107 $ 2,938 180,380 X 28 180,380 CORN PRODUCTS INT'L. COMMON STOCK 219023108 $ 1,418 31,206 X 23 31,206
CORNING, INC. COMMON STOCK 219350105 $ 14,462 566,022 X 08 ,28 566,022 CORNING, INC. COMMON STOCK 219350105 $ 19,992 782,480 X 782,480 CORPORATE EXE. BOARD COMMON STOCK 21988R102 $ 4,355 67,100 X 28 67,100 CORPORATE EXE. BOARD COMMON STOCK 21988R102 $ 1,594 24,562 X 26 24,562 CORPORATE OFFICE PROP. COMMON STOCK 22002T108 $ 889 21,680 X 19,28 21,680 CORUS BANKSHARES INC. COMMON STOCK 220873103 $ 2,200 127,449 X 08 ,28,29,23 127,449 COSTAR GROUP INC. COMMON STOCK 22160N109 $ 2,780 52,565 X 28,05 52,565 COSTAR GROUP INC. COMMON STOCK 22160N109 $ 2,977 56,295 X 26 56,295 COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 $ 9,882 168,857 X 28 168,857 COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 $ 2,610 44,600 X 44,600 COUNTRYWIDE FINANCIAL COMMON STOCK 222372104 $ 8,197 225,490 X 08 ,19,28 225,490 COUSINS PROPERTIES COMMON STOCK 222795106 $ 2,921 100,677 X 08 ,29,28 100,677 COVANCE INC. COMMON STOCK 222816100 $ 7,417 108,180 X 28 108,180 COVANCE INC. COMMON STOCK 222816100 $ 10,406 151,775 X 151,775 COVANSYS CORP. COMMON STOCK 22281W103 $ 1,085 31,992 X 28,08 31,992 COVENTRY HEALTH CARE INC. COMMON STOCK 222862104 $ 3,125 54,200 X 28 54,200 COVENTRY HEALTH CARE INC. COMMON STOCK 222862104 $ 596 10,330 X 10,330 COX RADIO INC COMMON STOCK 224051102 $ 833 58,490 X 28,08 58,490 CPI CORP. COMMON STOCK 125902106 $ 997 14,349 X 28,23 14,349 CRANE COMPANY COMMON STOCK 224399105 $ 3,648 80,266 X 28 80,266 CRAY INC. COMMON STOCK 225223304 $ 85 11,100 X 28 11,100 CRAY INC. COMMON STOCK 225223304 $ 891 116,800 X 116,800 CREDENCE SYSTEMS CORP. COMMON STOCK 225302108 $ 208 57,722 X 08 ,28 57,722 CREDIT SUISSE GROUP ADR OTHER SECURITY 225401108 $ 10,794 152,110 X 152,110 CREE RESEARCH INC COMMON STOCK 225447101 $ 3,741 144,725 X 28 144,725 CRESCENT REAL ESTATE COMMON STOCK 225756105 $ 503 22,400 X 28 22,400 CROCS, INC. COMMON STOCK 227046109 $ 1,291 30,000 X 19 30,000 CROCS, INC. COMMON STOCK 227046109 $ 7,292 169,460 X 169,460 CROSSTEX ENERGY, INC. COMMON STOCK 22765Y104 $ 287 10,000 X 28 10,000 CRYOLIFE, INC. COMMON STOCK 228903100 $ 1,384 106,400 X 106,400 CSG SYSTEMS INTL COMMON STOCK 126349109 $ 2,923 110,267 X 08 ,28 110,267 CSK AUTO CORP. COMMON STOCK 125965103 $ 1,044 56,750 X 08 ,29,28 56,750 CSX CORP COMMON STOCK 126408103 $ 7,358 163,212 X 28 163,212 CT COMMUNICATIONS INC. COMMON STOCK 126426402 $ 2,781 91,151 X 28,29,23,08 91,151 CTRIP.COM INTL ADR OTHER SECURITY 22943F100 $ 3,005 38,217 X 26 38,217 CTS CORP. COMMON STOCK 126501105 $ 623 49,237 X 29,28,08 49,237 CTS CORP. COMMON STOCK 126501105 $ 551 43,500 X 43,500 CUBIC CORPORATION COMMON STOCK 229669106 $ 259 8,579 X 28,23 8,579 CUBIST PHARMACEUTICALS COMMON STOCK 229678107 $ 511 25,945 X 08 ,28 25,945 CULLEN/FROST BANKERS COMMON STOCK 229899109 $ 6,790 126,990 X 08,28 126,990 CULLEN/FROST BANKERS COMMON STOCK 229899109 $ 12,123 226,730 X 226,730 CUMMINS, INC. COMMON STOCK 231021106 $ 3,853 38,070 X 08 ,28 38,070 CUMMINS, INC. COMMON STOCK 231021106 $ 9,206 90,960 X 90,960 CUMULUS MEDIA INC. COMMON STOCK 231082108 $ 128 13,694 X 08 ,28 13,694 CURTISS-WRIGHT CORP. COMMON STOCK 231561101 $ 4,127 88,540 X 28,23,11 ,08 88,540 CUTERA, INC. COMMON STOCK 232109108 $ 596 23,900 X 28,19 23,900 CUTERA, INC. COMMON STOCK 232109108 $ 1,928 77,352 X 77,352 CV THERAPEUTICS INC COMMON STOCK 126667104 $ 242 18,344 X 28 18,344 CV THERAPEUTICS INC COMMON STOCK 126667104 $ 997 75,500 X 75,500 CVB FINANCIAL CORP. COMMON STOCK 126600105 $ 183 16,440 X 28 16,440 CVS CAREMARK CORP. COMMON STOCK 126650100 $ 26,489 726,710 X 08 ,26,28 726,710 CVS CAREMARK CORP. COMMON STOCK 126650100 $ 30,281 830,758 X 830,758 CYBEROPTICS CORP. COMMON STOCK 232517102 $ 1,279 95,000 X 95,000 CYBEX INTERNATIONAL, INC. COMMON STOCK 23252E106 $ 1,047 149,500 X 149,500 CYMER INC. COMMON STOCK 232572107 $ 722 17,963 X 08 ,29,28 17,963 CYNOSURE INC. COMMON STOCK 232577205 $ 1,180 32,400 X 28,24 32,400 CYPRESS BIOSCIENCE, INC. COMMON STOCK 232674507 $ 507 38,245 X 08 ,28 38,245 CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 $ 8,321 357,289 X 28,25 357,289 CYTEC INDUSTRIES INC. COMMON STOCK 232820100 $ 4,866 76,300 X 19,28 76,300 CYTEC INDUSTRIES INC. COMMON STOCK 232820100 $ 18,387 288,330 X 288,330 CYTRX CORPORATION COMMON STOCK 232828301 $ 71 22,600 X 28 22,600 CYTYC CORP. COMMON STOCK 232946103 $ 8,318 192,940 X 28 192,940 CYTYC CORP. COMMON STOCK 232946103 $ 438 10,150 X 10,150 D.R. HORTON INC. COMMON STOCK 23331A109 $ 1,760 88,300 X 08 ,28 88,300 DADE BEHRING, INC. COMMON STOCK 23342J206 $ 1,262 23,758 X 23 23,758 DADE BEHRING, INC. COMMON STOCK 23342J206 $ 675 12,700 X 12,700 DAKTRONICS INC. COMMON STOCK 234264109 $ 218 10,172 X 28 10,172 DAKTRONICS INC. COMMON STOCK 234264109 $ 5,452 253,830 X 253,830 DANAHER CORP. COMMON STOCK 235851102 $ 6,851 90,747 X 08 ,28 90,747 DANAHER CORP. COMMON STOCK 235851102 $ 3,360 44,500 X 44,500 DARDEN RESTAURANT INC. COMMON STOCK 237194105 $ 2,341 53,226 X 19,28 53,226 DARLING INT'L INC. COMMON STOCK 237266101 $ 284 31,022 X 23,28 31,022 DCT INDUSTRIAL TRUST COMMON STOCK 233153105 $ 489 45,470 X 28 45,470 DEALERTRACK HOLDINGS INC. COMMON STOCK 242309102 $ 3,349 90,900 X 28,05 ,24 90,900 DEALERTRACK HOLDINGS INC. COMMON STOCK 242309102 $ 6,531 177,290 X 177,290 DEAN FOODS CO. COMMON STOCK 242370104 $ 1,644 51,600 X 28 51,600 DECKERS OUTDOOR CORP COMMON STOCK 243537107 $ 2,428 24,064 X 28,08,23 24,064 DEERE & CO. COMMON STOCK 244199105 $ 10,015 82,946 X 28 82,946 DEERE & CO. COMMON STOCK 244199105 $ 19,169 158,760 X 158,760 DEERFIELD TRIARC CORP. COMMON STOCK 244572301 $ 765 52,300 X 29,28,19 52,300 DEERFIELD TRIARC CORP. COMMON STOCK 244572301 $ 19,224 1,314,031 X 1,314,031 DELIAS INC. COMMON STOCK 246911101 $ 4,013 525,900 X 525,900 DELL, INC. COMMON STOCK 24702R101 $ 29,103 1,019,358 X 08 ,26,28 1,019,358 DELL, INC. COMMON STOCK 24702R101 $ 1,354 47,434 X 47,434 DELPHI FINANCIAL GROUP COMMON STOCK 247131105 $ 2,866 68,534 X 28,08 68,534 DELTA FINANCIAL CORP. COMMON STOCK 247918105 $ 224 18,265 X 28,23 18,265 DELTA PETROLEUM CORP. COMMON STOCK 247907207 $ 375 18,680 X 28 18,680 DELTA PETROLEUM CORP. COMMON STOCK 247907207 $ 2,659 132,442 X 26 132,442 DELTIC TIMBER CORP. COMMON STOCK 247850100 $ 1,011 18,449 X 26 18,449 DELUXE CORP COMMON STOCK 248019101 $ 9,727 239,520 X 28,23,08 239,520 DENBURY RESOURCES, INC. COMMON STOCK 247916208 $ 7,485 199,600 X 28 199,600 DENBURY RESOURCES, INC. COMMON STOCK 247916208 $ 1,192 31,786 X 31,786 DENDREON CORP. COMMON STOCK 24823Q107 $ 161 22,678 X 28 22,678 DENNY'S CORP. COMMON STOCK 24869P104 $ 413 92,800 X 19,28 92,800
DENTSPLY INTERNATIONAL COMMON STOCK 249030107 $ 10,134 264,872 X 28 264,872 DENTSPLY INTERNATIONAL COMMON STOCK 249030107 $ 506 13,220 X 13,220 DESARROLLADORA HOMEX OTHER SECURITY 25030W100 $ 960 15,847 X 24 15,847 DEVELOPERS DIVERSD RLTY COMMON STOCK 251591103 $ 2,646 50,200 X 28 50,200 DEVON ENERGY CORP. COMMON STOCK 25179M103 $ 12,065 154,108 X 08 ,28 154,108 DEVON ENERGY CORP. COMMON STOCK 25179M103 $ 14,160 180,863 X 180,863 DEVRY INC. COMMON STOCK 251893103 $ 3,861 113,490 X 28 113,490 DIAMOND MGT & TECH COMMON STOCK 25269L106 $ 182 13,800 X 08 ,28 13,800 DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 $ 745 7,340 X 7,340 DIAMONDROCK HOSP. CO. COMMON STOCK 252784301 $ 847 44,400 X 19,28 44,400 DICK'S SPORTING GOODS COMMON STOCK 253393102 $ 3,810 65,500 X 08 ,28 65,500 DIEBOLD INC COMMON STOCK 253651103 $ 9,111 174,533 X 28,25 174,533 DIEBOLD INC COMMON STOCK 253651103 $ 786 15,060 X 15,060 DIGENE CORP COMMON STOCK 253752109 $ 707 11,771 X 28,29 11,771 DIGI INTERNATIONAL, INC. COMMON STOCK 253798102 $ 352 23,900 X 28,08 23,900 DIGITAL REALTY TRUST, INC COMMON STOCK 253868103 $ 502 13,310 X 23,28 13,310 DIGITAL RIVER, INC. COMMON STOCK 25388B104 $ 4,040 89,288 X 19,28 89,288 DIGITAL RIVER, INC. COMMON STOCK 25388B104 $ 580 12,810 X 12,810 DILLARD'S, INC., CLASS A COMMON STOCK 254067101 $ 1,293 35,990 X 19,28 35,990 DIME COMMUNITY BANCORP COMMON STOCK 253922108 $ 1,242 94,164 X 28,29,08,11 94,164 DIODES INC. COMMON STOCK 254543101 $ 224 5,360 X 28 5,360 DIODES INC. COMMON STOCK 254543101 $ 4,405 105,466 X 105,466 DIONEX CORP. COMMON STOCK 254546104 $ 2,736 38,545 X 28,11 38,545 DIRCTED ELECTRONICS INC. COMMON STOCK 254575103 $ 1,589 179,730 X 179,730 DISCOVERY HOLDING CO A COMMON STOCK 25468Y107 $ 920 40,000 X 40,000 DISCOVERY LABS, INC.. COMMON STOCK 254668106 $ 42 14,800 X 28 14,800 DITECH NETWORKS INC. COMMON STOCK 25500T108 $ 189 23,120 X 28,08 23,120 DIVX, INC. COMMON STOCK 255413106 $ 588 39,200 X 28,24 39,200 DJ ORTHOPEDICS, INC. COMMON STOCK 23325G104 $ 264 6,387 X 28 6,387 DJ ORTHOPEDICS, INC. COMMON STOCK 23325G104 $ 763 18,500 X 18,500 DOBSON COMMUNICATIONS COMMON STOCK 256069105 $ 1,803 162,255 X 08 ,19,29,28 162,255 DOLBY LABORATORIES, INC. COMMON STOCK 25659T107 $ 617 17,431 X 23 17,431 DOLLAR FINANCIAL CORP. COMMON STOCK 256664103 $ 1,618 56,787 X 08 ,28 56,787 DOLLAR GENERAL CORP. COMMON STOCK 256669102 $ 2,132 97,272 X 28 97,272 DOLLAR THRIFTY AUTOMOTIVE COMMON STOCK 256743105 $ 302 7,400 X 28 7,400 DOLLAR TREE STORES INC COMMON STOCK 256747106 $ 8,513 195,475 X 23,28 195,475 DOMINION RESOURCES, INC. COMMON STOCK 25746U109 $ 10,719 124,194 X 08 ,28 124,194 DOMINO'S PIZZA INC. COMMON STOCK 25754A201 $ 1,101 60,260 X 08 ,28 60,260 DOMTAR CORP. COMMON STOCK 257559104 $ 200 17,900 X 08 17,900 DONALDSON CO INC. COMMON STOCK 257651109 $ 3,935 110,680 X 28 110,680 DOUBLE-TAKE COMMON STOCK 258598101 $ 231 14,100 X 28,24 14,100 DOUBLE-TAKE COMMON STOCK 258598101 $ 1,982 120,755 X 120,755 DOVER CORP COMMON STOCK 260003108 $ 3,860 75,456 X 08 ,28 75,456 DOW JONES AND COMPANY COMMON STOCK 260561105 $ 1,320 22,980 X 28 22,980 DOWA MINING BONUS OPTION WARRANTS 821248A $ 67,800 X 28 67,800 DOWNEY FINANCIAL CORP COMMON STOCK 261018105 $ 2,392 36,251 X 28,08,23 36,251 DPL INC. COMMON STOCK 233293109 $ 5,604 197,757 X 28 197,757 DREAMWORKS ANIMATION SKG COMMON STOCK 26153C103 $ 499 17,300 X 19 17,300 DREAMWORKS ANIMATION SKG COMMON STOCK 26153C103 $ 1,580 54,800 X 54,800 DRESS BARN, INC. COMMON STOCK 261570105 $ 2,551 124,319 X 19,29,28,08,23 124,319 DREW INDUSTRIES INC. COMMON STOCK 26168L205 $ 1,080 32,598 X 28,11 32,598 DRIL-QUIP, INC. COMMON STOCK 262037104 $ 939 20,896 X 28,24 20,896 DRIL-QUIP, INC. COMMON STOCK 262037104 $ 1,191 26,500 X 26,500 DRS TECHNOLOGIES, INC. COMMON STOCK 23330X100 $ 7,402 129,241 X 11 ,28,25 129,241 DRS TECHNOLOGIES, INC. COMMON STOCK 23330X100 $ 8,557 149,420 X 149,420 DSP GROUP, INC. COMMON STOCK 23332B106 $ 470 22,948 X 28,08 22,948 DSP GROUP, INC. COMMON STOCK 23332B106 $ 6,584 321,661 X 321,661 DST SYSTEMS INC. COMMON STOCK 233326107 $ 7,656 96,660 X 28 96,660 DSW INC. COMMON STOCK 23334L102 $ 817 23,465 X 28,19 23,465 DSW INC. COMMON STOCK 23334L102 $ 676 19,400 X 19,400 DTE ENERGY CO COMMON STOCK 233331107 $ 3,288 68,191 X 08 ,28 68,191 DTS, INC. COMMON STOCK 23335C101 $ 3,945 181,222 X 28,05 ,25 181,222 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 $ 26,877 528,650 X 28,26 528,650 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 $ 5,811 114,300 X 114,300 DUKE ENERGY CORP. COMMON STOCK 26441C105 $ 7,742 423,057 X 28 423,057 DUKE ENERGY CORP. COMMON STOCK 26441C105 $ 2,247 122,800 X 122,800 DUN & BRADSTREET NEW COMMON STOCK 26483E100 $ 10,673 103,637 X 23,28 103,637 DUN & BRADSTREET NEW COMMON STOCK 26483E100 $ 4,585 44,520 X 44,520 DURECT CORP. COMMON STOCK 266605104 $ 55 14,200 X 28 14,200 DXP ENTERPRISES INC COMMON STOCK 233377407 $ 441 10,310 X 19 10,310 DXP ENTERPRISES INC COMMON STOCK 233377407 $ 3,322 77,702 X 77,702 DYAX CORP COMMON STOCK 26746E103 $ 182 43,480 X 43,480 DYCOM COMMON STOCK 267475101 $ 3,883 129,516 X 28,25 129,516 DYNAMEX, INC. COMMON STOCK 26784F103 $ 1,236 48,400 X 48,400 DYNAMIC MATERIALS CORP COMMON STOCK 267888105 $ 1,846 49,230 X 28,24,19 49,230 DYNAMIC MATERIALS CORP COMMON STOCK 267888105 $ 10,036 267,620 X 267,620 DYNEGY, INC. COMMON STOCK 26817G102 $ 1,454 154,036 X 08 ,28 154,036 DYNEGY, INC. COMMON STOCK 26817G102 $ 15,192 1,609,300 X 1,609,300 E*TRADE FIN CORP. COMMON STOCK 269246104 $ 3,451 156,222 X 08 ,28 156,222 EAGLE BULK SHIPPING, INC. COMMON STOCK Y2187A101 $ 959 42,800 X 28,08 42,800 EAGLE TEST SYSTEMS INC COMMON STOCK 270006109 $ 181 11,300 X 28,08 11,300 EAGLE TEST SYSTEMS INC COMMON STOCK 270006109 $ 437 27,220 X 27,220 EARTHLINK INC. COMMON STOCK 270321102 $ 287 38,385 X 28 38,385 EAST WEST BANCORP INC. COMMON STOCK 27579R104 $ 1,789 46,003 X 23,11 46,003 EASTGROUP PROPERTIES INC COMMON STOCK 277276101 $ 272 6,210 X 28 6,210 EASTMAN CHEMICAL CO. COMMON STOCK 277432100 $ 1,612 25,060 X 28 25,060 EASTMAN KODAK COMPANY COMMON STOCK 277461109 $ 3,018 108,446 X 28 108,446 EATON CORP. COMMON STOCK 278058102 $ 4,884 52,516 X 08 ,28 52,516 EATON CORP. COMMON STOCK 278058102 $ 10,360 111,400 X 111,400 EATON VANCE CORP. COMMON STOCK 278265103 $ 9,459 214,100 X 28 214,100 EBAY, INC. COMMON STOCK 278642103 $ 13,064 405,976 X 08 ,28 405,976 EBAY, INC. COMMON STOCK 278642103 $ 21,142 657,005 X 657,005 ECLIPSYS CORP COMMON STOCK 278856109 $ 226 11,437 X 28 11,437 ECOLAB INC COMMON STOCK 278865100 $ 2,772 64,911 X 28 64,911
ECOLAB INC COMMON STOCK 278865100 $ 6,717 157,300 X 157,300 EDISON INTL. COMMON STOCK 281020107 $ 7,645 136,232 X 08 ,28 136,232 EDO CORP. COMMON STOCK 281347104 $ 4,580 139,349 X 28,24,25 139,349 EDO CORP. COMMON STOCK 281347104 $ 14,319 435,620 X 435,620 EDUCATION REALTY TRUST COMMON STOCK 28140H104 $ 1,238 88,250 X 28,25 88,250 EDUCATION REALTY TRUST COMMON STOCK 28140H104 $ 344 24,500 X 24,500 EDWARDS A.G. INC COMMON STOCK 281760108 $ 10,831 128,100 X 28 128,100 EDWARDS LIFESCIENCE CORP. COMMON STOCK 28176E108 $ 5,377 108,974 X 23,28 108,974 EFUNDS CORPORATION COMMON STOCK 28224R101 $ 480 13,593 X 28 13,593 EGL INC COMMON STOCK 268484102 $ 788 16,944 X 08 ,23,28 16,944 EHEALTH, INC. COMMON STOCK 28238P109 $ 535 28,000 X 28,24 28,000 EL PASO CORP. COMMON STOCK 28336L109 $ 3,887 225,590 X 28 225,590 EL PASO ELECTRIC CO. COMMON STOCK 283677854 $ 3,802 154,800 X 08 ,28,29,23 154,800 ELECTRO SCIENTIFIC IND COMMON STOCK 285229100 $ 257 12,354 X 08,28 12,354 ELECTRONIC ARTS, INC. COMMON STOCK 285512109 $ 5,390 113,907 X 28 113,907 ELECTRONIC ARTS, INC. COMMON STOCK 285512109 $ 2,229 47,100 X 47,100 ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 $ 5,115 184,452 X 08 ,19,28 184,452 ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 $ 569 20,520 X 20,520 ELECTRONICS FOR IMAGING COMMON STOCK 286082102 $ 1,497 53,033 X 28,08 53,033 ELI LILLY AND COMPANY COMMON STOCK 532457108 $ 30,229 540,961 X 08 ,28,26 540,961 ELI LILLY AND COMPANY COMMON STOCK 532457108 $ 5,017 89,790 X 89,790 ELIZABETH ARDEN INC. COMMON STOCK 28660G106 $ 655 27,007 X 28,08 27,007 ELIZABETH ARDEN INC. COMMON STOCK 28660G106 $ 1,373 56,600 X 56,600 EMBARQ CORP. COMMON STOCK 29078E105 $ 3,543 55,916 X 08 ,28 55,916 EMBARQ CORP. COMMON STOCK 29078E105 $ 5,013 79,100 X 79,100 EMC CORP. COMMON STOCK 268648102 $ 14,221 785,687 X 08 ,28 785,687 EMCOR GROUP INC. COMMON STOCK 29084Q100 $ 3,984 54,652 X 08 ,28,23 54,652 EMERSON ELEC CO COMMON STOCK 291011104 $ 13,116 280,264 X 19,28 280,264 EMERSON ELEC CO COMMON STOCK 291011104 $ 16,585 354,370 X 354,370 EMMIS BROADCASTING - A COMMON STOCK 291525103 $ 112 12,147 X 28 12,147 EMMIS BROADCASTING - A COMMON STOCK 291525103 $ 556 60,400 X 60,400 EMPLOYERS HOLDINGS, INC. COMMON STOCK 292218104 $ 309 14,560 X 28 14,560 EMS TECHNOLOGIES INC. COMMON STOCK 26873N108 $ 207 9,400 X 28,29 9,400 EMULEX CORPORATION COMMON STOCK 292475209 $ 2,584 118,315 X 08 ,28 118,315 ENCORE ACQUISITION CO. COMMON STOCK 29255W100 $ 4,403 158,385 X 28,11 158,385 ENCORE WIRE CORP COMMON STOCK 292562105 $ 1,916 65,096 X 28,25 65,096 ENCORE WIRE CORP COMMON STOCK 292562105 $ 5,976 203,000 X 203,000 ENCYSIVE PHARMACEUTICALS COMMON STOCK 29256X107 $ 40 22,677 X 28 22,677 ENDEAVOR ACQUISITION CORP COMMON STOCK 292577103 $ 1,394 118,176 X 26 118,176 ENDO PHARMACEUTICALS COMMON STOCK 29264F205 $ 9,444 275,910 X 25,28 275,910 ENDURANCE SPECIALTY HOLD. OTHER SECURITY G30397106 $ 1,702 42,511 X 23 42,511 ENERGEN CORP. COMMON STOCK 29265N108 $ 3,076 55,981 X 08 ,23 55,981 ENERGIZER HOLDINGS COMMON STOCK 29266R108 $ 9,673 97,118 X 08 ,28 97,118 ENERGY CONVERSION DEVICES COMMON STOCK 292659109 $ 332 10,785 X 28 10,785 ENERGY EAST CORP. COMMON STOCK 29266M109 $ 6,848 262,495 X 28 262,495 ENERGY PARTNERS LTD COMMON STOCK 29270U105 $ 424 25,417 X 28,08 25,417 ENERGY PARTNERS LTD COMMON STOCK 29270U105 $ 2,617 156,800 X 156,800 ENERGY TRANSFER EQUITY COMMON STOCK 29273V100 $ 686 16,150 X 16,150 ENERSYS COMMON STOCK 29275Y102 $ 7,503 410,000 X 410,000 ENGLOBAL CORP COMMON STOCK 293306106 $ 1,816 149,500 X 149,500 ENNIS INC COMMON STOCK 293389102 $ 346 14,700 X 28,08 14,700 ENPRO INDUSTRIES INC. COMMON STOCK 29355X107 $ 3,019 70,549 X 28,23,08 70,549 ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 $ 3,508 57,500 X 28 57,500 ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 $ 6,605 108,260 X 108,260 ENTEGRIS INC COMMON STOCK 29362U104 $ 1,069 89,992 X 28,08 89,992 ENTERCOM COMMUNICATIONS COMMON STOCK 293639100 $ 2,506 100,680 X 08 ,28 100,680 ENTERGY CORP COMMON STOCK 29364G103 $ 8,006 74,576 X 28 74,576 ENTERTAINMENT PROPERTIES COMMON STOCK 29380T105 $ 388 7,214 X 28 7,214 ENTERTAINMENT PROPERTIES COMMON STOCK 29380T105 $ 925 17,200 X 17,200 ENTRAVISION COMM COMMON STOCK 29382R107 $ 182 17,473 X 28 17,473 ENZON, INC. COMMON STOCK 293904108 $ 307 39,105 X 28,29 39,105 EOG RESOURCES, INC. COMMON STOCK 26875P101 $ 6,457 88,382 X 08 ,28 88,382 EOG RESOURCES, INC. COMMON STOCK 26875P101 $ 14,089 192,839 X 192,839 EPICOR SOFTWARE CORP. COMMON STOCK 29426L108 $ 632 42,489 X 19,28 42,489 EPIQ SYSTEMS, INC. COMMON STOCK 26882D109 $ 2,763 171,004 X 08 ,23,28,05 171,004 EQUIFAX INC COMMON STOCK 294429105 $ 2,285 51,451 X 28 51,451 EQUINIX INC. COMMON STOCK 29444U502 $ 774 8,460 X 28 8,460 EQUINIX INC. COMMON STOCK 29444U502 $ 4,954 54,158 X 26 54,158 EQUITABLE RES INC COMMON STOCK 294549100 $ 10,261 207,046 X 28 207,046 EQUITY INNS INC. COMMON STOCK 294703103 $ 2,702 120,636 X 08 ,29,28 120,636 EQUITY LIFESTYLE PROPS. COMMON STOCK 29472R108 $ 2,525 48,385 X 08 ,28,23 48,385 EQUITY ONE INC. COMMON STOCK 294752100 $ 1,839 71,965 X 28 71,965 EQUITY RESIDENTIAL COMMON STOCK 29476L107 $ 4,700 103,011 X 28 103,011 ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 $ 106 11,189 X 28 11,189 ERICSSON (L.M.) TEL-ADR OTHER SECURITY 294821608 $ 2,078 52,090 X 27,26 52,090 ERICSSON (L.M.) TEL-ADR OTHER SECURITY 294821608 $ 3,080 77,200 X 77,200 ESCO TECHNOLOGIES, INC. COMMON STOCK 296315104 $ 462 12,753 X 19,28 12,753 ESTEE LAUDER COS. CL A COMMON STOCK 518439104 $ 1,839 40,400 X 28 40,400 ESTERLINE TECHNOLOGIES COMMON STOCK 297425100 $ 1,747 36,161 X 19,28,08 36,161 ETHAN ALLEN INTERIORS COMMON STOCK 297602104 $ 973 28,400 X 28,08 28,400 EURONET WORLDWIDE, INC. COMMON STOCK 298736109 $ 359 12,308 X 28 12,308 EURONET WORLDWIDE, INC. COMMON STOCK 298736109 $ 18,941 649,540 X 649,540 EVEREST RE GROUP LTD OTHER SECURITY G3223R108 $ 11,929 109,800 X 28 109,800 EVERGREEN ENERGY INC. COMMON STOCK 30024B104 $ 672 111,360 X 28,19 111,360 EVERGREEN ENERGY INC. COMMON STOCK 30024B104 $ 8,682 1,439,761 X 1,439,761 EVERGREEN SOLAR INC. COMMON STOCK 30033R108 $ 223 24,010 X 28 24,010 EXAR CORP. COMMON STOCK 300645108 $ 146 10,864 X 28 10,864 EXCO RESOURCES COMMON STOCK 269279402 $ 930 53,300 X 28,11 53,300 EXCO RESOURCES COMMON STOCK 269279402 $ 1,184 67,900 X 67,900 EXELIXIS, INC. COMMON STOCK 30161Q104 $ 570 47,140 X 08 ,28 47,140 EXELIXIS, INC. COMMON STOCK 30161Q104 $ 1,815 150,000 X 150,000 EXELON CORP. COMMON STOCK 30161N101 $ 17,593 242,322 X 28 242,322 EXIDE TECHNOLOGIES COMMON STOCK 302051206 $ 125 13,400 X 28 13,400 EXLSERVICE HOLDINGS, INC. COMMON STOCK 302081104 $ 1,021 54,500 X 28,24 54,500
EXPEDITOR INTL WASHINGTON COMMON STOCK 302130109 $ 14,986 362,860 X 28 362,860 EXPEDITOR INTL WASHINGTON COMMON STOCK 302130109 $ 1,738 42,080 X 42,080 EXPONENT, INC. COMMON STOCK 30214U102 $ 767 34,300 X 28,11 34,300 EXPRESS JET HOLDINGS INC COMMON STOCK 30218U108 $ 448 74,846 X 28,08 74,846 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 $ 5,133 102,640 X 28 102,640 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 $ 13,342 266,780 X 266,780 EXTRA SPACE STORAGE, INC. COMMON STOCK 30225T102 $ 867 52,540 X 08,28,29 52,540 EXTREME NETWORKS, INC. COMMON STOCK 30226D106 $ 139 34,362 X 28 34,362 EXXON MOBIL CORP. COMMON STOCK 30231G102 $172,893 2,061,195 X 19,08 ,28 2,061,195 EXXON MOBIL CORP. COMMON STOCK 30231G102 $ 60,291 718,776 X 718,776 EZCORP CLASS A COMMON STOCK 302301106 $ 134 10,100 X 28 10,100 F5 NETWORKS, INC. COMMON STOCK 315616102 $ 5,667 70,312 X 28 70,312 F5 NETWORKS, INC. COMMON STOCK 315616102 $ 3,862 47,920 X 47,920 FACTSET RESEARCH SYSTEM COMMON STOCK 303075105 $ 6,707 98,125 X 19,11 ,05 98,125 FAIR ISSAC & CO. INC. COMMON STOCK 303250104 $ 8,046 200,552 X 08 ,11 ,28,25 200,552 FAIRCHILD SEMICON INTL -A COMMON STOCK 303726103 $ 4,029 208,520 X 28 208,520 FAIRCHILD SEMICON INTL -A COMMON STOCK 303726103 $ 599 30,990 X 30,990 FAIRPOINT COMM COMMON STOCK 305560104 $ 1,583 89,200 X 89,200 FALCONSTOR SOFTWARE COMMON STOCK 306137100 $ 1,052 99,699 X 28,24 99,699 FAMILY DOLLAR STORES COMMON STOCK 307000109 $ 1,792 52,206 X 08 ,28 52,206 FAMILY DOLLAR STORES COMMON STOCK 307000109 $ 836 24,350 X 24,350 FANNIE MAE COMMON STOCK 313586109 $ 25,639 392,461 X 08 ,19,26,28 392,461 FASTENAL CO. COMMON STOCK 311900104 $ 8,990 214,754 X 28 214,754 FASTENAL CO. COMMON STOCK 311900104 $ 4,956 118,390 X 118,390 FCSTONE GROUP, INC COMMON STOCK 31308T100 $ 1,748 30,500 X 28,05 30,500 FEDERAL AGRIC. MTG CORP COMMON STOCK 313148306 $ 430 12,575 X 28,08 12,575 FEDERAL SIGNAL CORP COMMON STOCK 313855108 $ 1,339 84,443 X 28 84,443 FEDERAL SIGNAL CORP COMMON STOCK 313855108 $ 579 36,500 X 36,500 FEDERATED INVESTORS INC COMMON STOCK 314211103 $ 1,169 30,511 X 08 ,28 30,511 FEDEX CORP COMMON STOCK 31428X106 $ 12,007 108,202 X 28 108,202 FEDEX CORP COMMON STOCK 31428X106 $ 2,552 23,000 X 23,000 FEI COMPANY COMMON STOCK 30241L109 $ 1,116 34,368 X 28,24 34,368 FELCOR LODGING TRUST COMMON STOCK 31430F101 $ 3,829 147,100 X 29,28,08 147,100 FERRO CORP. COMMON STOCK 315405100 $ 2,259 90,617 X 28 90,617 FIBERTOWER CORP. COMMON STOCK 31567R100 $ 151 34,980 X 28 34,980 FIBERTOWER CORP. COMMON STOCK 31567R100 $ 289 66,726 X 26 66,726 FIDELITY NATIONAL TITLE COMMON STOCK 31620R105 $ 9,059 382,218 X 28 382,218 FIDELITY NATL INFO SERV COMMON STOCK 31620M106 $ 2,926 53,900 X 28 53,900 FIFTH THIRD BANCORP COMMON STOCK 316773100 $ 7,882 198,189 X 28 198,189 FINANCIAL FEDERAL CORP. COMMON STOCK 317492106 $ 4,236 142,048 X 28,08,05 142,048 FINISAR CORPORATION COMMON STOCK 31787A101 $ 366 96,880 X 08,28 96,880 FINISAR CORPORATION COMMON STOCK 31787A101 $ 7,461 1,973,910 X 1,973,910 FIRST AMERICAN CORP. COMMON STOCK 318522307 $ 8,363 168,953 X 28 168,953 FIRST BANCORP. ADR COMMON STOCK 318672102 $ 933 84,910 X 29,28,08 84,910 FIRST COMMONWEALTH FINANC COMMON STOCK 319829107 $ 190 17,366 X 28 17,366 FIRST COMMONWEALTH FINANC COMMON STOCK 319829107 $ 629 57,600 X 57,600 FIRST COMMUNITY BANCORP COMMON STOCK 31983B101 $ 2,624 45,867 X 19,28 45,867 FIRST COMMUNITY BANKSHRS COMMON STOCK 31983A103 $ 381 12,220 X 28,08 12,220 FIRST DATA CORP. COMMON STOCK 319963104 $ 9,931 303,968 X 26,28 303,968 FIRST FINANCIAL COMMON STOCK 320239106 $ 491 15,000 X 28,08 15,000 FIRST HORIZON NATL CORP COMMON STOCK 320517105 $ 1,735 44,491 X 28 44,491 FIRST INDUSTRIAL REALTY COMMON STOCK 32054K103 $ 884 22,802 X 19,28 22,802 FIRST INDUSTRIAL REALTY COMMON STOCK 32054K103 $ 11,971 308,850 X 308,850 FIRST MERCHANTS CORP. COMMON STOCK 320817109 $ 364 15,155 X 28,08 15,155 FIRST MERCURY COMMON STOCK 320841109 $ 7,140 340,500 X 340,500 FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 $ 1,150 32,392 X 19,29,28 32,392 FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 $ 5,812 163,670 X 163,670 FIRST NIAGARA FIN GROUP COMMON STOCK 33582V108 $ 3,990 304,586 X 28,08 304,586 FIRST PLACE FINANCIAL COMMON STOCK 33610T109 $ 294 13,935 X 28,08 13,935 FIRST POTOMAC REALTY TST COMMON STOCK 33610F109 $ 953 40,900 X 28,08 40,900 FIRST REGIONAL BANCORP COMMON STOCK 33615C101 $ 420 16,524 X 28,23,08 16,524 FIRST REPUBLIC BANK COMMON STOCK 336158100 $ 2,661 49,588 X 28,25,08 49,588 FIRST STATE BANCORP. COMMON STOCK 336453105 $ 1,897 89,081 X 29,28,25 89,081 FIRSTCITY FINANCIAL COMMON STOCK 33761X107 $ 1,286 128,000 X 128,000 FIRSTENERGY CORP. COMMON STOCK 337932107 $ 8,187 126,476 X 08 ,28 126,476 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 $ 2,687 47,361 X 28,29,08,23 47,361 FIRSTMERIT CORPORATION COMMON STOCK 337915102 $ 3,309 158,080 X 28 158,080 FISERV, INC. COMMON STOCK 337738108 $ 3,716 65,416 X 28 65,416 FISERV, INC. COMMON STOCK 337738108 $ 7,344 129,300 X 129,300 FIVE STAR QUALITY CARE COMMON STOCK 33832D106 $ 9,717 1,217,688 X 1,217,688 FLAGSTAR BANCORP INC. COMMON STOCK 337930101 $ 414 34,395 X 28,08 34,395 FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 $ 157 17,361 X 28 17,361 FLEXTRONICS INTL LTD OTHER SECURITY Y2573F102 $ 397 36,800 X 26 36,800 FLEXTRONICS INTL LTD OTHER SECURITY Y2573F102 $ 1,782 165,000 X 165,000 FLIR SYSTEMS INC COMMON STOCK 302445101 $ 1,092 23,600 X 29,28 23,600 FLORIDA EAST COAST COMMON STOCK 340632108 $ 4,196 50,570 X 28,25 50,570 FLORIDA ROCK INDS, INC. COMMON STOCK 341140101 $ 5,508 81,600 X 28 81,600 FLOW INTERNATIONAL CORP. COMMON STOCK 343468104 $ 1,166 92,500 X 28,19 92,500 FLOWERS FOODS, INC. COMMON STOCK 343498101 $ 462 13,863 X 28 13,863 FLOWERS FOODS, INC. COMMON STOCK 343498101 $ 757 22,700 X 22,700 FLOWSERVE CORPORATION COMMON STOCK 34354P105 $ 6,760 94,420 X 28 94,420 FLUOR CORP (NEW) COMMON STOCK 343412102 $ 3,495 31,385 X 28 31,385 FLUOR CORP (NEW) COMMON STOCK 343412102 $ 7,117 63,900 X 63,900 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 $ 752 46,850 X 28,11 46,850 FMC CORP COMMON STOCK 302491303 $ 5,726 64,060 X 28 64,060 FMC TECHNOLOGIES INC. COMMON STOCK 30249U101 $ 8,966 113,183 X 28 113,183 FMC TECHNOLOGIES INC. COMMON STOCK 30249U101 $ 634 8,000 X 8,000 FNB CORP. COMMON STOCK 302520101 $ 276 16,496 X 23,28 16,496 FNB CORP. COMMON STOCK 302930102 $ 309 8,600 X 08 8,600 FOCUS MEDIA HOLDING-ADR OTHER SECURITY 34415V109 $ 3,129 61,954 X 24 61,954 FOOT LOCKER, INC. COMMON STOCK 344849104 $ 5,821 267,000 X 28 267,000 FORCE PROTECTION, INC. COMMON STOCK 345203202 $ 359 17,400 X 28 17,400 FORD MOTOR CO DEL COMMON STOCK 345370860 $ 6,611 701,828 X 28 701,828 FOREST LABS, INC. COMMON STOCK 345838106 $ 5,473 119,892 X 08 ,28 119,892
FOREST OIL CORP. COMMON STOCK 346091705 $ 5,725 135,480 X 08 ,28 135,480 FORMFACTOR, INC. COMMON STOCK 346375108 $ 473 12,337 X 28 12,337 FORRESTER RESEARCH INC. COMMON STOCK 346563109 $ 762 27,081 X 29,28,08 27,081 FORRESTER RESEARCH INC. COMMON STOCK 346563109 $ 1,463 51,998 X 26 51,998 FORTUNE BRANDS, INC. COMMON STOCK 349631101 $ 4,060 49,286 X 28 49,286 FORWARD AIR CORP. COMMON STOCK 349853101 $ 1,231 36,116 X 23,28,11 36,116 FOSSIL, INC. COMMON STOCK 349882100 $ 818 27,745 X 28,29 27,745 FOSTER WHEELER LTD. OTHER SECURITY G36535139 $ 2,016 18,841 X 23 18,841 FOUNDATION COAL HLDG. INC COMMON STOCK 35039W100 $ 3,002 73,870 X 11 ,25 73,870 FOUNDRY NETWORKS, INC. COMMON STOCK 35063R100 $ 1,363 81,800 X 19,08,28 81,800 FOUNDRY NETWORKS, INC. COMMON STOCK 35063R100 $ 21,222 1,273,806 X 1,273,806 FPIC INSURANCE GROUP COMMON STOCK 302563101 $ 532 13,050 X 28,08 13,050 FPL GROUP, INC. COMMON STOCK 302571104 $ 9,069 159,832 X 08 ,19,28 159,832 FRANKLIN BANK CORP COMMON STOCK 352451108 $ 5,225 350,652 X 350,652 FRANKLIN ELECTRIC CO. INC COMMON STOCK 353514102 $ 245 5,191 X 28 5,191 FRANKLIN RESOURCES, INC. COMMON STOCK 354613101 $ 8,236 62,171 X 08 ,28 62,171 FRANKLIN RESOURCES, INC. COMMON STOCK 354613101 $ 3,574 26,980 X 26,980 FRANKLIN STREET COMMON STOCK 35471R106 $ 237 14,300 X 28 14,300 FREDDIE MAC COMMON STOCK 313400301 $ 21,216 349,518 X 08 ,19,26,28 349,518 FREDS INC COMMON STOCK 356108100 $ 157 11,760 X 28 11,760 FREDS INC COMMON STOCK 356108100 $ 9,938 742,760 X 742,760 FREEDOM ACQUISITION COMMON STOCK 35645F103 $ 158 14,320 X 28 14,320 FREEPORT-MCMORAN COPPER-B COMMON STOCK 35671D857 $ 11,615 140,246 X 08 ,28 140,246 FREEPORT-MCMORAN COPPER-B COMMON STOCK 35671D857 $ 28,425 343,219 X 343,219 FREIGHTCAR AMERICA, INC. COMMON STOCK 357023100 $ 212 4,430 X 08 ,28 4,430 FREMONT GENERAL CORP. COMMON STOCK 357288109 $ 198 18,400 X 28 18,400 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 $ 213 39,100 X 28 39,100 FRONTIER AIRLINES HOLDG COMMON STOCK 359059102 $ 59 10,624 X 23 10,624 FRONTIER FINANCIAL CORP. COMMON STOCK 35907K105 $ 239 10,614 X 28 10,614 FRONTIER OIL CORP. COMMON STOCK 35914P105 $ 8,392 191,730 X 08 ,28 191,730 FSI INTL INC COMMON STOCK 302633102 $ 957 300,000 X 300,000 FTD GROUP INC COMMON STOCK 30267U108 $ 2,108 114,500 X 29,28,08 114,500 FTI CONSULTING INC. COMMON STOCK 302941109 $ 1,178 30,975 X 28,19 30,975 FTI CONSULTING INC. COMMON STOCK 302941109 $ 977 25,700 X 25,700 FUEL SYSTEMS SOLUTIONS COMMON STOCK 35952W103 $ 882 53,200 X 53,200 FUELCELL ENERGY, INC. COMMON STOCK 35952H106 $ 153 19,343 X 28 19,343 FURNITURE BRANDS INTL. COMMON STOCK 360921100 $ 1,481 104,273 X 28 104,273 FX ENERGY, INC. COMMON STOCK 302695101 $ 115 12,600 X 28 12,600 G & K SERVICES, INC. CL A COMMON STOCK 361268105 $ 230 5,822 X 28 5,822 GAFISA SA-ADR OTHER SECURITY 362607301 $ 2,457 78,751 X 26 78,751 GAMESTOP CORP.(NEW) CL. A COMMON STOCK 36467W109 $ 10,162 259,900 X 28 259,900 GAMESTOP CORP.(NEW) CL. A COMMON STOCK 36467W109 $ 5,056 129,300 X 129,300 GAMING PARTNERS INT CORP. COMMON STOCK 36467A107 $ 1,278 91,800 X 91,800 GAMMON GOLD, INC. OTHER SECURITY 36467T106 $ 384 30,400 X 11 30,400 GANNETT CO., INC. COMMON STOCK 364730101 $ 6,153 111,976 X 26,28 111,976 GAP INC COMMON STOCK 364760108 $ 3,624 189,740 X 28 189,740 GARTNER GROUP INC COMMON STOCK 366651107 $ 3,413 138,806 X 28,08 138,806 GARTNER GROUP INC COMMON STOCK 366651107 $ 523 21,287 X 21,287 GASTAR EXPLORTION LTD. OTHER SECURITY 367299104 $ 605 290,900 X 290,900 GATEWAY INC COMMON STOCK 367626108 $ 209 131,161 X 08,28 131,161 GATEWAY INC COMMON STOCK 367626108 $ 625 392,780 X 392,780 GATX CORP COMMON STOCK 361448103 $ 4,250 86,300 X 28 86,300 GAYLORD ENTERTAINMENT COMMON STOCK 367905106 $ 7,233 134,836 X 28,05 134,836 GAYLORD ENTERTAINMENT COMMON STOCK 367905106 $ 4,359 81,269 X 26 81,269 GEHL CO. COMMON STOCK 368483103 $ 294 9,695 X 28,08 9,695 GEMSTAR-TV GUIDE INTL COMMON STOCK 36866W106 $ 335 68,000 X 28 68,000 GEN GROWTH PROPERTIES COMMON STOCK 370021107 $ 2,335 44,100 X 28 44,100 GEN-PROBE COMMON STOCK 36866T103 $ 5,559 92,000 X 28 92,000 GEN-PROBE COMMON STOCK 36866T103 $ 608 10,070 X 10,070 GENCO SHIPPING & TRADING OTHER SECURITY Y2685T107 $ 912 22,100 X 28,08 22,100 GENCORP, INC COMMON STOCK 368682100 $ 187 14,274 X 28 14,274 GENENTECH INC. COMMON STOCK 368710406 $ 4,024 53,180 X 53,180 GENERAL CABLE COMMON STOCK 369300108 $ 217 2,870 X 23,08 2,870 GENERAL COMM., CLASS A COMMON STOCK 369385109 $ 460 35,948 X 28,08 35,948 GENERAL DYNAMICS CORP. COMMON STOCK 369550108 $ 11,072 141,552 X 08 ,28 141,552 GENERAL DYNAMICS CORP. COMMON STOCK 369550108 $ 759 9,700 X 9,700 GENERAL ELECTRIC CO. COMMON STOCK 369604103 $148,832 3,887,980 X 19,08 ,26,28 3,887,980 GENERAL ELECTRIC CO. COMMON STOCK 369604103 $ 16,141 421,665 X 421,665 GENERAL MILLS, INC. COMMON STOCK 370334104 $ 7,543 129,112 X 08 ,28 129,112 GENERAL MILLS, INC. COMMON STOCK 370334104 $ 6,467 110,700 X 110,700 GENERAL MOTORS CORP. COMMON STOCK 370442105 $ 7,866 208,108 X 19,28 208,108 GENESCO, INC. COMMON STOCK 371532102 $ 352 6,720 X 28 6,720 GENESEE & WYOMING INC COMMON STOCK 371559105 $ 277 9,280 X 28 9,280 GENESIS HEALTHCARE CORP COMMON STOCK 37184D101 $ 396 5,794 X 08,28 5,794 GENESIS LEASE LTD. OTHER SECURITY 37183T107 $ 458 16,700 X 19 16,700 GENESIS LEASE LTD. OTHER SECURITY 37183T107 $ 31,180 1,137,961 X 1,137,961 GENESIS MICROCHIP, INC. COMMON STOCK 37184C103 $ 185 19,804 X 08,28 19,804 GENLYTE GROUP, INC. COMMON STOCK 372302109 $ 1,595 20,313 X 29,08,28 20,313 GENTEX CORP COMMON STOCK 371901109 $ 4,855 246,580 X 28 246,580 GENTEX CORP COMMON STOCK 371901109 $ 4,820 244,770 X 244,770 GENTIVA HEALTH SERVICES COMMON STOCK 37247A102 $ 1,612 80,349 X 28,08 80,349 GENUINE PARTS CO COMMON STOCK 372460105 $ 2,664 53,716 X 28 53,716 GENVEC, INC. COMMON STOCK 37246C109 $ 67 28,400 X 28 28,400 GENWORTH FINANCIAL COMMON STOCK 37247D106 $ 7,747 225,200 X 08 ,26,28 225,200 GENZYME CORP. COMMON STOCK 372917104 $ 6,050 93,951 X 28 93,951 GENZYME CORP. COMMON STOCK 372917104 $ 9,185 142,621 X 142,621 GEOGLOBAL RESOURCES, INC. COMMON STOCK 37249T109 $ 59 11,600 X 28 11,600 GEOMET, INC. COMMON STOCK 37250U201 $ 4,518 589,807 X 589,807 GEORGIA GULF CORP COMMON STOCK 373200203 $ 197 10,876 X 08 ,28 10,876 GERON CORP COMMON STOCK 374163103 $ 163 23,217 X 28 23,217 GETTY REALTY CORP- NEW COMMON STOCK 374297109 $ 251 9,535 X 28,29 9,535 GFI GROUP, INC. COMMON STOCK 361652209 $ 283 3,910 X 28 3,910 GFI GROUP, INC. COMMON STOCK 361652209 $ 6,351 87,620 X 87,620 GILDAN INC. CL-A OTHER SECURITY 375916103 $ 4,255 124,100 X 124,100
GILEAD SCIENCES, INC. COMMON STOCK 375558103 $ 12,845 331,300 X 08 ,28 331,300 GILEAD SCIENCES, INC. COMMON STOCK 375558103 $ 26,588 685,786 X 685,786 GLACIER BANCORP, INC. COMMON STOCK 37637Q105 $ 832 40,863 X 28,11 40,863 GLACIER BANCORP, INC. COMMON STOCK 37637Q105 $ 672 33,000 X 33,000 GLATFELTER COMPANY COMMON STOCK 377316104 $ 506 37,210 X 28 37,210 GLAXOSMITHKLINE PLC ADR OTHER SECURITY 37733W105 $ 7,337 140,100 X 26 140,100 GLIMCHER REALTY (LONG) COMMON STOCK 379302102 $ 264 10,578 X 28 10,578 GLIMCHER REALTY (LONG) COMMON STOCK 379302102 $ 1,093 43,700 X 43,700 GLOBAL PAYMENTS INC. COMMON STOCK 37940X102 $ 4,626 116,660 X 28 116,660 GLOBAL PAYMENTS INC. COMMON STOCK 37940X102 $ 6,815 171,870 X 171,870 GLOBALSTAR INC COMMON STOCK 378973408 $ 9,752 942,210 X 942,210 GLOBECOMM SYSTEMS, INC. COMMON STOCK 37956X103 $ 1,697 116,100 X 116,100 GLU MOBILE, INC. COMMON STOCK 379890106 $ 793 57,085 X 57,085 GMARKET, INC. OTHER SECURITY 38012G100 $ 818 42,100 X 24 42,100 GMARKET, INC. OTHER SECURITY 38012G100 $ 1,082 55,684 X 26 55,684 GMX RESOURCES, INC. COMMON STOCK 38011M108 $ 273 7,900 X 28,24 7,900 GMX RESOURCES, INC. COMMON STOCK 38011M108 $ 1,081 31,234 X 26 31,234 GOLAR LNG LTD COMMON STOCK G9456A100 $ 192 11,500 X 28 11,500 GOLD RESERVE INC COMMON STOCK 38068N108 $ 1,468 263,100 X 263,100 GOLDEN TELECOM, INC. COMMON STOCK 38122G107 $ 235 4,275 X 28 4,275 GOLDMAN SACHS GROUP, INC. COMMON STOCK 38141G104 $ 32,530 150,082 X 08 ,19,28 150,082 GOLDMAN SACHS GROUP, INC. COMMON STOCK 38141G104 $ 20,825 96,080 X 96,080 GOODMAN GLOBAL INC COMMON STOCK 38239A100 $ 1,340 60,320 X 08,28,25 60,320 GOODRICH CORP. COMMON STOCK 382388106 $ 2,689 45,151 X 08 ,28 45,151 GOODRICH CORP. COMMON STOCK 382388106 $ 11,948 200,600 X 200,600 GOODYEAR TIRE COMMON STOCK 382550101 $ 2,695 77,521 X 28 77,521 GOODYEAR TIRE COMMON STOCK 382550101 $ 5,801 166,880 X 166,880 GOOGLE INC. CL A COMMON STOCK 38259P508 $ 41,044 78,421 X 08 ,28 78,421 GOOGLE INC. CL A COMMON STOCK 38259P508 $ 32,531 62,155 X 62,155 GP STRATEGIES CORP COMMON STOCK 36225V104 $ 1,141 104,900 X 104,900 GRACO, INC. COMMON STOCK 384109104 $ 4,794 119,020 X 28 119,020 GRACO, INC. COMMON STOCK 384109104 $ 2,332 57,900 X 57,900 GRAFTECH INTERNATIONAL COMMON STOCK 384313102 $ 4,437 263,469 X 29,28,23,08 263,469 GRAINGER W.W. INC. COMMON STOCK 384802104 $ 2,524 27,125 X 08 ,28 27,125 GRAMERCY CAPITAL CORP. COMMON STOCK 384871109 $ 1,245 45,205 X 28,08,23 45,205 GRANITE CONSTRUCTION COMMON STOCK 387328107 $ 5,315 82,815 X 28,08 82,815 GRANT PRIDECO INC. COMMON STOCK 38821G101 $ 11,680 216,985 X 28 216,985 GRANT PRIDECO INC. COMMON STOCK 38821G101 $ 1,081 20,086 X 20,086 GRAPHICS PACKAGING CORP COMMON STOCK 388688103 $ 129 26,575 X 08 ,28 26,575 GRAY TELEVISION, INC. COMMON STOCK 389375106 $ 105 11,358 X 28 11,358 GREAT ATLNTIC/PACIFIC TEA COMMON STOCK 390064103 $ 210 6,257 X 28 6,257 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 $ 4,147 142,400 X 28 142,400 GREAT SOUTHERN BANCORP COMMON STOCK 390905107 $ 416 15,376 X 28,08 15,376 GREAT SOUTHERN BANCORP COMMON STOCK 390905107 $ 668 24,700 X 24,700 GREAT WOLF RESORTS, INC. COMMON STOCK 391523107 $ 16,908 1,186,520 X 1,186,520 GREATBATCH INC COMMON STOCK 39153L106 $ 474 14,620 X 29,28,08 14,620 GREATER BAY COMMON STOCK 391648102 $ 3,669 131,782 X 28,08 131,782 GREENE COUNTY BANCSHARES COMMON STOCK 394361208 $ 735 23,500 X 28,08,19 23,500 GREENFIELD ONLINE COMMON STOCK 395150105 $ 257 16,169 X 28,23 16,169 GREENHILL & CO., INC. COMMON STOCK 395259104 $ 323 4,700 X 28 4,700 GREENHILL & CO., INC. COMMON STOCK 395259104 $ 4,258 61,964 X 26 61,964 GREENLIGHT CAPITAL OTHER SECURITY G4095J109 $ 1,031 45,774 X 26 45,774 GREIF, INC. CLASS A COMMON STOCK 397624107 $ 1,891 31,730 X 28,08 31,730 GREY WOLF INCORPORATED COMMON STOCK 397888108 $ 3,224 391,270 X 08 ,19,29,28,23 391,270 GRIFFON CORP. COMMON STOCK 398433102 $ 208 9,560 X 28 9,560 GROUP 1 AUTOMOTIVE INC. COMMON STOCK 398905109 $ 1,398 34,663 X 28,19,08 34,663 GROUP 1 AUTOMOTIVE INC. COMMON STOCK 398905109 $ 24,822 615,310 X 615,310 GRUBB & ELLIS CO. COMMON STOCK 400095204 $ 963 83,046 X 26 83,046 GRUPO AEROPORTUAIO DEL OTHER SECURITY 400506101 $ 4,375 88,703 X 26 88,703 GRUPO SIMEC - ADR OTHER SECURITY 400491106 $ 7,280 583,350 X 583,350 GSI TECHNOLOGY, INC. COMMON STOCK 36241U106 $ 151 31,600 X 19 31,600 GTX, INC COMMON STOCK 40052B108 $ 274 16,900 X 28,29 16,900 GUITAR CENTER INC. COMMON STOCK 402040109 $ 2,390 39,955 X 28,25 39,955 GULF ISLAND FABRICATION COMMON STOCK 402307102 $ 892 25,700 X 25,700 GULFMARK OFFSHORE INC. COMMON STOCK 402629109 $ 4,225 82,492 X 28,23,08 82,492 GULFPORT ENERGY CORP. COMMON STOCK 402635304 $ 3,461 173,200 X 173,200 GYMBOREE COMMON STOCK 403777105 $ 2,200 55,815 X 28,29,23 55,815 H & R BLOCK, INC. COMMON STOCK 093671105 $ 2,453 104,972 X 28 104,972 H&E EQUIPMENT SERVICES COMMON STOCK 404030108 $ 1,146 41,300 X 28,19 41,300 H&E EQUIPMENT SERVICES COMMON STOCK 404030108 $ 14,162 510,510 X 510,510 H.B. FULLER CO. COMMON STOCK 359694106 $ 1,992 66,639 X 23,28,08 66,639 H.B. FULLER CO. COMMON STOCK 359694106 $ 1,668 55,800 X 55,800 H.J. HEINZ CO. COMMON STOCK 423074103 $ 5,666 119,357 X 28 119,357 HAEMONETICS CORP. COMMON STOCK 405024100 $ 1,889 35,915 X 28,11 35,915 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 $ 252 9,293 X 28 9,293 HALLIBURTON CO COMMON STOCK 406216101 $ 11,120 322,324 X 08 ,28 322,324 HALLIBURTON CO COMMON STOCK 406216101 $ 14,841 430,161 X 430,161 HALOZYME THERAP. INC COMMON STOCK 40637H109 $ 135 14,600 X 28 14,600 HANCOCK HOLDING STOCK COMMON STOCK 410120109 $ 274 7,292 X 28 7,292 HANES BRANDS, INC COMMON STOCK 410345102 $ 4,289 158,682 X 28 158,682 HANMI FINANCIAL COMMON STOCK 410495105 $ 2,094 122,728 X 29,28,08 122,728 HANMI FINANCIAL COMMON STOCK 410495105 $ 1,824 106,900 X 106,900 HANOVER COMPRESSOR CO COMMON STOCK 410768105 $ 4,993 209,357 X 08,28 209,357 HANOVER COMPRESSOR CO COMMON STOCK 410768105 $ 534 22,400 X 22,400 HANOVER INSURANCE GROUP COMMON STOCK 410867105 $ 4,050 83,000 X 28 83,000 HANOVER INSURANCE GROUP COMMON STOCK 410867105 $ 9,242 189,417 X 189,417 HANSEN NATURAL CORP. COMMON STOCK 411310105 $ 4,556 106,000 X 28 106,000 HARDINGE INC COMMON STOCK 412324303 $ 824 24,200 X 24,200 HARLEY-DAVIDSON, INC. COMMON STOCK 412822108 $ 5,361 89,927 X 28 89,927 HARLEYSVILLE GROUP I COMMON STOCK 412824104 $ 499 14,958 X 28,08 14,958 HARMAN INTL COMMON STOCK 413086109 $ 2,511 21,500 X 28 21,500 HARMAN INTL COMMON STOCK 413086109 $ 3,030 25,940 X 25,940 HARMONIC, INC. COMMON STOCK 413160102 $ 1,860 209,734 X 19,28,25 209,734 HARMONIC, INC. COMMON STOCK 413160102 $ 567 63,870 X 63,870
HARRAH'S ENTERTAIN INC COMMON STOCK 413619107 $ 5,220 61,221 X 28 61,221 HARRIS CORP. COMMON STOCK 413875105 $ 12,652 231,939 X 28 231,939 HARRIS CORP. COMMON STOCK 413875105 $ 23,173 424,800 X 424,800 HARRIS INTERACTIVE, INC. COMMON STOCK 414549105 $ 79 14,700 X 28 14,700 HARSCO CORP COMMON STOCK 415864107 $ 7,228 139,000 X 28 139,000 HARSCO CORP COMMON STOCK 415864107 $ 6,968 134,000 X 134,000 HARTE-HANKS, INC COMMON STOCK 416196103 $ 2,843 110,690 X 11 ,28 110,690 HARTFORD FINANCIAL SVC COMMON STOCK 416515104 $ 13,109 133,071 X 08 ,19,26,28 133,071 HARTFORD FINANCIAL SVC COMMON STOCK 416515104 $ 19,057 193,450 X 193,450 HARTMARX CORP. COMMON STOCK 417119104 $ 1,598 200,500 X 200,500 HARVEST NATURAL RES. COMMON STOCK 41754V103 $ 703 59,033 X 08 ,28,23 59,033 HASBRO INC COMMON STOCK 418056107 $ 2,414 76,861 X 08 ,19,28 76,861 HAWAIIAN ELECTRIC INDUST COMMON STOCK 419870100 $ 3,137 132,400 X 28 132,400 HAYES LEMMERZ INTL COMMON STOCK 420781304 $ 166 31,100 X 28 31,100 HAYNES INTERNAT'L INC COMMON STOCK 420877201 $ 615 7,280 X 19,28 7,280 HCC INSURANCE HOLDINGS COMMON STOCK 404132102 $ 7,760 232,278 X 23,11 ,28 232,278 HCC INSURANCE HOLDINGS COMMON STOCK 404132102 $ 1,371 41,030 X 41,030 HEADWATERS, INC. COMMON STOCK 42210P102 $ 536 31,044 X 08 ,28,29 31,044 HEALTH GRADES, INC. COMMON STOCK 42218Q102 $ 1,445 222,000 X 222,000 HEALTH MANAGEMENT ASSOC COMMON STOCK 421933102 $ 4,889 430,350 X 28 430,350 HEALTH NET INC COMMON STOCK 42222G108 $ 10,224 193,642 X 28 193,642 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 $ 403 14,500 X 28 14,500 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 $ 1,025 36,900 X 36,900 HEALTHCARE SERVICES COMMON STOCK 421906108 $ 1,035 35,100 X 28,11 35,100 HEALTHEXTRAS, INC. COMMON STOCK 422211102 $ 1,374 46,453 X 28,24 46,453 HEALTHSOUTH CORP COMMON STOCK 421924309 $ 415 22,900 X 28 22,900 HEALTHSPRING, INC. COMMON STOCK 42224N101 $ 1,081 56,697 X 28,23,08 56,697 HEALTHTRONICS, INC. COMMON STOCK 42222L107 $ 49 11,203 X 23 11,203 HEALTHWAYS INC COMMON STOCK 422245100 $ 6,971 147,169 X 08 ,28,24,05 147,169 HEARTLAND EXPRESS INC COMMON STOCK 422347104 $ 1,216 74,593 X 23,28,11 74,593 HEARTLAND FINANCIAL USA COMMON STOCK 42234Q102 $ 203 8,350 X 28,08 8,350 HECLA MINING CO. COMMON STOCK 422704106 $ 927 108,508 X 23,28,29 108,508 HEELYS INC. COMMON STOCK 42279M107 $ 2,547 98,500 X 28,05 ,24 98,500 HEELYS INC. COMMON STOCK 42279M107 $ 2,095 81,000 X 81,000 HEICO CORP. STOCK COMMON STOCK 422806109 $ 292 6,948 X 28 6,948 HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 $ 1,047 20,429 X 28,23 20,429 HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 $ 592 11,550 X 11,550 HELEN OF TROY LTD. OTHER SECURITY G4388N106 $ 354 13,127 X 08 ,23,28 13,127 HELIX ENERGY SOLUTIONS COMMON STOCK 42330P107 $ 659 16,500 X 11 16,500 HELIX ENERGY SOLUTIONS COMMON STOCK 42330P107 $ 906 22,700 X 22,700 HELMERICH & PAYNE INC. COMMON STOCK 423452101 $ 6,014 169,800 X 28 169,800 HELMERICH & PAYNE INC. COMMON STOCK 423452101 $ 12,478 352,300 X 352,300 HENRY SCHEIN, INC. COMMON STOCK 806407102 $ 9,114 170,574 X 11 ,28 170,574 HERCULES INC. COMMON STOCK 427056106 $ 3,940 200,519 X 19,28,25,08 200,519 HERCULES INC. COMMON STOCK 427056106 $ 1,319 67,150 X 67,150 HERCULES OFFSHORE, INC. COMMON STOCK 427093109 $ 994 30,700 X 28,24 30,700 HERCULES OFFSHORE, INC. COMMON STOCK 427093109 $ 14,901 460,196 X 460,196 HERCULES TECHNOLOGY COMMON STOCK 427096508 $ 778 57,600 X 28,19 57,600 HERMAN MILLER, INC. COMMON STOCK 600544100 $ 3,985 126,100 X 28 126,100 HERMAN MILLER, INC. COMMON STOCK 600544100 $ 5,391 170,600 X 170,600 HERSHA HOSPITALITY TRUST COMMON STOCK 427825104 $ 2,855 241,500 X 241,500 HESS CORP COMMON STOCK 42809H107 $ 5,870 99,560 X 08 ,28 99,560 HESS CORP COMMON STOCK 42809H107 $ 14,506 246,030 X 246,030 HEWLETT-PACKARD CO. COMMON STOCK 428236103 $ 45,785 1,026,115 X 08 ,26,28 1,026,115 HEWLETT-PACKARD CO. COMMON STOCK 428236103 $ 55,473 1,243,221 X 1,243,221 HEXCEL CORP. COMMON STOCK 428291108 $ 1,326 62,945 X 28,25 62,945 HEXCEL CORP. COMMON STOCK 428291108 $ 1,576 74,800 X 74,800 HFF, INC.-CLASS A COMMON STOCK 40418F108 $ 6,003 387,050 X 387,050 HIBBETT SPORTS, INC. COMMON STOCK 428567101 $ 1,009 36,859 X 28,11 36,859 HIBBETT SPORTS, INC. COMMON STOCK 428567101 $ 674 24,600 X 24,600 HIGHLAND DISTRESSED COMMON STOCK 430067108 $ 7,166 502,900 X 502,900 HIGHLAND HOSPITALITY CORP COMMON STOCK 430141101 $ 899 46,810 X 28,08 46,810 HIGHWOODS PROPERTIES COMMON STOCK 431284108 $ 4,190 111,724 X 28 111,724 HILB, ROGAL & HOBBS CO. COMMON STOCK 431294107 $ 1,502 35,049 X 28,11 35,049 HILLENBRAND INDS INC COMMON STOCK 431573104 $ 6,565 101,000 X 28 101,000 HILLENBRAND INDS INC COMMON STOCK 431573104 $ 997 15,340 X 15,340 HILTON HOTELS CORP. COMMON STOCK 432848109 $ 4,384 130,987 X 28 130,987 HILTON HOTELS CORP. COMMON STOCK 432848109 $ 1,581 47,225 X 47,225 HNI CORPORATION COMMON STOCK 404251100 $ 3,213 78,370 X 28 78,370 HOLLY CORP. COMMON STOCK 435758305 $ 1,034 13,931 X 08 ,23 13,931 HOLOGIC INC. COMMON STOCK 436440101 $ 829 14,995 X 08 ,28 14,995 HOLOGIC INC. COMMON STOCK 436440101 $ 2,953 53,390 X 53,390 HOME PROPERTIES COMMON STOCK 437306103 $ 851 16,390 X 08 ,28 16,390 HOME SOLUTIONS OF AMERICA COMMON STOCK 437355100 $ 94 15,800 X 28 15,800 HONEYWELL INTERNATIONAL COMMON STOCK 438516106 $ 16,550 294,069 X 08 ,28 294,069 HONEYWELL INTERNATIONAL COMMON STOCK 438516106 $ 2,330 41,400 X 41,400 HORACE MANN EDUCATORS COMMON STOCK 440327104 $ 1,671 78,659 X 28 78,659 HORIZON FIN CORP COMMON STOCK 44041F105 $ 330 15,150 X 08 ,28 15,150 HORIZON LINES INC COMMON STOCK 44044K101 $ 331 10,100 X 29,28 10,100 HORMEL FOODS CORP COMMON STOCK 440452100 $ 4,430 118,620 X 28 118,620 HORNBECK OFFSHORE LG COMMON STOCK 440543106 $ 276 7,110 X 28 7,110 HOSPIRA INC. COMMON STOCK 441060100 $ 2,010 51,482 X 28 51,482 HOSPIRA INC. COMMON STOCK 441060100 $ 718 18,380 X 18,380 HOSPITALITY PPTYS TRUST COMMON STOCK 44106M102 $ 6,829 164,600 X 08 ,28 164,600 HOSPITALITY PPTYS TRUST COMMON STOCK 44106M102 $ 859 20,700 X 20,700 HOST HOTELS & RESORTS COMMON STOCK 44107P104 $ 4,298 185,900 X 08 ,28 185,900 HOST HOTELS & RESORTS COMMON STOCK 44107P104 $ 13,678 591,600 X 591,600 HOT TOPIC INC COMMON STOCK 441339108 $ 158 14,538 X 28 14,538 HOT TOPIC INC COMMON STOCK 441339108 $ 4,764 438,271 X 438,271 HOUSEVALUES INC. COMMON STOCK 44183Y102 $ 367 80,378 X 26 80,378 HOUSTON WIRE & CABLE CO. COMMON STOCK 44244K109 $ 1,153 40,600 X 28,19,11 40,600 HOVNANIAN ENTERPRISES - A COMMON STOCK 442487203 $ 1,238 74,920 X 28 74,920 HOVNANIAN ENTERPRISES - A COMMON STOCK 442487203 $ 2,707 163,790 X 163,790 HUB GROUP COMMON STOCK 443320106 $ 1,165 33,121 X 23,28,11 33,121
HUBBELL INC CL B COMMON STOCK 443510201 $ 5,259 97,000 X 28 97,000 HUDSON CTY BANCORP INC COMMON STOCK 443683107 $ 2,084 170,500 X 28 170,500 HUGOTON ROYALTY TRUST COMMON STOCK 444717102 $ 404 16,000 X 11 16,000 HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 $ 362 40,565 X 08 ,28 40,565 HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 $ 308 34,520 X 34,520 HUMANA INCORPORATED COMMON STOCK 444859102 $ 3,601 59,121 X 08 ,28 59,121 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 $ 10,977 374,400 X 05 ,28 374,400 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 $ 5,058 172,500 X 172,500 HUNTINGTON BANCSHARES COMMON STOCK 446150104 $ 2,336 102,730 X 28 102,730 HURCO CO., INC. COMMON STOCK 447324104 $ 1,449 29,000 X 29,000 HURON CONSULTING GROUP COMMON STOCK 447462102 $ 372 5,100 X 28 5,100 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 $ 389 20,696 X 28,08 20,696 HYPERCOM CORP. COMMON STOCK 44913M105 $ 2,363 399,830 X 28,25 399,830 HYTHIAM INC COMMON STOCK 44919F104 $ 103 11,900 X 28 11,900 HYTHIAM INC COMMON STOCK 44919F104 $ 22,056 2,549,834 X 2,549,834 I B M CORP. COMMON STOCK 459200101 $ 57,084 542,367 X 19,08 ,26,28 542,367 I B M CORP. COMMON STOCK 459200101 $ 28,305 268,929 X 268,929 I-FLOW CORPORATION COMMON STOCK 449520303 $ 2,344 140,000 X 140,000 I-TRAX, INC. COMMON STOCK 45069D203 $ 949 227,500 X 227,500 IAC INTERACTIVECORP COMMON STOCK 44919P300 $ 2,561 74,000 X 28 74,000 IAMGOLD CORP COMMON STOCK 450913108 $ 726 94,800 X 94,800 IBERIABANK CORP COMMON STOCK 450828108 $ 1,707 34,525 X 28,08 34,525 ICO GLOBAL COM HLD LTD COMMON STOCK 44930K108 $ 122 35,100 X 28 35,100 ICON PLC - SPONSERED ADR OTHER SECURITY 45103T107 $ 1,286 29,400 X 11 29,400 ICONIX BRAND GROUP, INC. COMMON STOCK 451055107 $ 2,331 104,900 X 28,24,19 104,900 ICONIX BRAND GROUP, INC. COMMON STOCK 451055107 $ 5,660 254,720 X 254,720 ICT GROUP INC. COMMON STOCK 44929Y101 $ 1,552 82,950 X 28,25 82,950 ICU MEDICAL, INC. COMMON STOCK 44930G107 $ 3,004 69,950 X 08,28,11 69,950 IDACORP INC. COMMON STOCK 451107106 $ 3,906 121,914 X 28,08 121,914 IDACORP INC. COMMON STOCK 451107106 $ 1,282 40,000 X 40,000 IDAHO GENERAL MINES INC. COMMON STOCK 451272306 $ 114 18,000 X 28 18,000 IDEX CORP. COMMON STOCK 45167R104 $ 528 13,700 X 13,700 IDEXX LABORATORIES COMMON STOCK 45168D104 $ 1,491 15,752 X 11 15,752 IDEXX LABORATORIES COMMON STOCK 45168D104 $ 3,675 38,831 X 38,831 IDT CORP-B COMMON STOCK 448947309 $ 131 12,735 X 28 12,735 IDT CORP-B COMMON STOCK 448947309 $ 684 66,255 X 26 66,255 IHOP CORP. COMMON STOCK 449623107 $ 1,500 27,560 X 28,11 27,560 IHS INC. COMMON STOCK 451734107 $ 2,076 45,140 X 28,25 45,140 IHS INC. COMMON STOCK 451734107 $ 4,445 96,630 X 26 96,630 IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 $ 1,613 103,320 X 29,28,08 103,320 ILLINOIS TOOL WORKS, INC. COMMON STOCK 452308109 $ 7,760 143,194 X 08 ,28 143,194 ILLINOIS TOOL WORKS, INC. COMMON STOCK 452308109 $ 15,022 277,210 X 277,210 ILLUMINA INC. COMMON STOCK 452327109 $ 613 15,105 X 08 ,28 15,105 ILLUMINA INC. COMMON STOCK 452327109 $ 1,830 45,083 X 26 45,083 IMATION CORP. COMMON STOCK 45245A107 $ 3,467 94,058 X 08 ,28 94,058 IMERGENT, INC. COMMON STOCK 45247Q100 $ 1,057 43,200 X 28,19 43,200 IMERGENT, INC. COMMON STOCK 45247Q100 $ 1,468 60,000 X 60,000 IMMERSION CORPORATION COMMON STOCK 452521107 $ 315 20,995 X 28,23 20,995 IMMUCOR, INC COMMON STOCK 452526106 $ 1,889 67,546 X 29,28,11 67,546 IMMUCOR, INC COMMON STOCK 452526106 $ 5,535 197,882 X 197,882 IMMUNOMEDICS, INC. COMMON STOCK 452907108 $ 91 22,000 X 28 22,000 IMPAC MORTGAGE HOLDINGS COMMON STOCK 45254P102 $ 322 69,828 X 28,08 69,828 IMPERIAL SUGAR CO. COMMON STOCK 453096208 $ 1,621 52,659 X 28,29,23 52,659 IMS HEALTH INC. COMMON STOCK 449934108 $ 2,070 64,427 X 28 64,427 INCYTE CORP. COMMON STOCK 45337C102 $ 150 24,929 X 28 24,929 INDEPENDENT BANK CORP-MI COMMON STOCK 453838104 $ 707 41,094 X 28,08 41,094 INDEPENDENT BANK CORP. COMMON STOCK 453836108 $ 1,022 34,610 X 28,08 34,610 INDEVUS PHARMACEUTICALS COMMON STOCK 454072109 $ 139 20,700 X 28 20,700 INDUSTRIAL ENTERPRISES COMMON STOCK 456132208 $ 1,136 225,000 X 225,000 INDYMAC BANCORP INC COMMON STOCK 456607100 $ 3,703 126,959 X 28 126,959 INFINITY PROPERTY & CASUL COMMON STOCK 45665Q103 $ 1,024 20,185 X 28,08 20,185 INFOCROSSING INC. COMMON STOCK 45664X109 $ 4,308 233,255 X 28,25 233,255 INFORMATICA CORP. COMMON STOCK 45666Q102 $ 383 25,953 X 28 25,953 INFORMATICA CORP. COMMON STOCK 45666Q102 $ 914 61,904 X 61,904 INFOSPACE, INC. COMMON STOCK 45678T201 $ 218 9,409 X 08 ,28 9,409 INFOUSA INC COMMON STOCK 456818301 $ 129 12,600 X 08,28 12,600 INFRASOURCE SERVICES, INC COMMON STOCK 45684P102 $ 375 10,100 X 28 10,100 INGERSOLL-RAND CO. - CL A OTHER SECURITY G4776G101 $ 6,526 119,052 X 08 ,28 119,052 INGRAM MICRO INCORP. COMMON STOCK 457153104 $ 5,071 233,600 X 28 233,600 INLAND REAL ESTATE CORP. COMMON STOCK 457461200 $ 1,237 72,870 X 28,29,08 72,870 INLAND REAL ESTATE CORP. COMMON STOCK 457461200 $ 1,153 67,900 X 67,900 INNERWORKINGS, INC. COMMON STOCK 45773Y105 $ 1,363 85,100 X 28,24 85,100 INNKEEPERS USA TRUST COMMON STOCK 4576J0104 $ 1,888 106,461 X 28,08 106,461 INNOSPEC INC COMMON STOCK 45768S105 $ 833 14,072 X 08 ,28 14,072 INPUT/OUTPUT INC COMMON STOCK 457652105 $ 1,038 66,486 X 08 ,28,11 66,486 INSIGHT ENTERPRISES, INC. COMMON STOCK 45765U103 $ 669 29,662 X 29,08,28 29,662 INSIGHT ENTERPRISES, INC. COMMON STOCK 45765U103 $ 5,927 262,610 X 262,610 INSULET CORP. COMMON STOCK 45784P101 $ 2,315 163,000 X 163,000 INT INTELLIGENCE COMMON STOCK 45839M103 $ 445 21,600 X 28,24 21,600 INTEGRA BANK CORP. COMMON STOCK 45814P105 $ 483 22,498 X 28,08 22,498 INTEGRA LIFESCIENCES HLDG COMMON STOCK 457985208 $ 1,170 23,680 X 28,11 23,680 INTEGRATED DEVICE TECH COMMON STOCK 458118106 $ 5,197 340,317 X 28 340,317 INTEGRATED DEVICE TECH COMMON STOCK 458118106 $ 703 46,040 X 46,040 INTEGRYS ENERGY GROUP INC COMMON STOCK 45822P105 $ 1,169 23,046 X 28 23,046 INTEL CORP. COMMON STOCK 458140100 $ 51,975 2,187,511 X 08 ,26,28 2,187,511 INTEL CORP. COMMON STOCK 458140100 $ 83,655 3,520,815 X 3,520,815 INTER CONTINENTAL EX INC COMMON STOCK 45865V100 $ 13,545 91,610 X 91,610 INTER-TEL, INC. COMMON STOCK 458372109 $ 800 33,451 X 08 ,28 33,451 INTERACTIVE BROKERS GRP COMMON STOCK 45841N107 $ 331 12,200 X 28 12,200 INTERACTIVE BROKERS GRP COMMON STOCK 45841N107 $ 5,909 217,810 X 217,810 INTERACTIVE DATA CORP COMMON STOCK 45840J107 $ 236 8,800 X 28 8,800 INTERACTIVE DATA CORP COMMON STOCK 45840J107 $ 3,243 121,099 X 26 121,099 INTERDIGITAL COMM CORP COMMON STOCK 45866A105 $ 2,565 79,741 X 08 ,28,29,23 79,741 INTERFACE, INC. COMMON STOCK 458665106 $ 280 14,855 X 28 14,855
INTERLINE BRANDS, INC. COMMON STOCK 458743101 $ 2,188 83,900 X 83,900 INTERMEC INC COMMON STOCK 458786100 $ 820 32,391 X 19,28 32,391 INTERMEC INC COMMON STOCK 458786100 $ 10,417 411,590 X 411,590 INTERMUNE INC COMMON STOCK 45884X103 $ 438 16,883 X 28,29 16,883 INTERNAP NETWK. SERV. COMMON STOCK 45885A300 $ 247 17,150 X 29,28 17,150 INTERNATIONAL COAL GROUP COMMON STOCK 45928H106 $ 179 30,000 X 28 30,000 INTERNATIONAL GAME TECH COMMON STOCK 459902102 $ 4,849 122,132 X 08 ,28 122,132 INTERNATIONAL PAPER COMMON STOCK 460146103 $ 20,400 522,415 X 19,28,26 522,415 INTERNATIONAL SPEEDWAY COMMON STOCK 460335201 $ 2,946 55,900 X 28 55,900 INTERSIL CORP. COMMON STOCK 46069S109 $ 7,437 236,402 X 28 236,402 INTERSIL CORP. COMMON STOCK 46069S109 $ 3,779 120,130 X 120,130 INTERSTATE HOTEL & RESORT COMMON STOCK 46088S106 $ 551 105,541 X 23 105,541 INTERVEST BANCSHARES COMMON STOCK 460927106 $ 214 7,608 X 08,23 7,608 INTERVOICE INC. COMMON STOCK 461142101 $ 118 14,156 X 28 14,156 INTERWOVEN SOFTWARE INC. COMMON STOCK 46114T508 $ 1,109 78,961 X 28,29,08 78,961 INTEVAC INC. COMMON STOCK 461148108 $ 1,813 85,298 X 28,29,23 85,298 INTL BANCSHARES CORP. COMMON STOCK 459044103 $ 339 13,220 X 28 13,220 INTL FLAVORS & FRAGRANCE COMMON STOCK 459506101 $ 1,306 25,040 X 28 25,040 INTL RECTIFIER CORP COMMON STOCK 460254105 $ 4,535 121,700 X 28 121,700 INTL SECURITIES EXCHANGE COMMON STOCK 46031W204 $ 682 10,430 X 28 10,430 INTUIT, INC. COMMON STOCK 461202103 $ 3,804 126,462 X 28 126,462 INTUIT, INC. COMMON STOCK 461202103 $ 5,594 185,980 X 185,980 INTUITIVE SURGICAL INC. COMMON STOCK 46120E602 $ 8,934 64,377 X 28 64,377 INTUITIVE SURGICAL INC. COMMON STOCK 46120E602 $ 6,231 44,900 X 44,900 INVACARE CORP. COMMON STOCK 461203101 $ 364 19,849 X 08 ,28 19,849 INVENTIV HEALTH INC COMMON STOCK 46122E105 $ 2,503 68,371 X 19,28,24 68,371 INVERNESS MEDICAL INNOV COMMON STOCK 46126P106 $ 3,705 72,621 X 28,25 72,621 INVERNESS MEDICAL INNOV COMMON STOCK 46126P106 $ 13,163 258,001 X 258,001 INVESTOOLS INC COMMON STOCK 46145P103 $ 169 16,990 X 28 16,990 INVESTORS BANCORP INC COMMON STOCK 46146P102 $ 168 12,500 X 28 12,500 INVESTORS FINANCIAL SVCS COMMON STOCK 461915100 $ 2,641 42,826 X 28 42,826 INVESTORS REIT COMMON STOCK 461730103 $ 861 83,397 X 29,28,19 83,397 INVITROGEN CORP. COMMON STOCK 46185R100 $ 7,683 104,177 X 19,23,28 104,177 IOWA TELECOMMUNICATIONS COMMON STOCK 462594201 $ 798 35,100 X 28,08 35,100 IPASS, INC. COMMON STOCK 46261V108 $ 94 17,271 X 08,28 17,271 IPC HOLDINGS OTHER SECURITY G4933P101 $ 597 18,500 X 28 18,500 IPC HOLDINGS OTHER SECURITY G4933P101 $ 12,903 399,600 X 399,600 IPG PHOTONICS CORP. COMMON STOCK 44980X109 $ 726 36,400 X 28,24 36,400 IRIDEX CORP. COMMON STOCK 462684101 $ 4,286 817,907 X 817,907 IRIS INTL INC COMMON STOCK 46270W105 $ 1,653 98,150 X 25 98,150 IRWIN FINANCIAL CORP. COMMON STOCK 464119106 $ 602 40,245 X 28,08 40,245 ISHARE MSCI EAFE INDEX MUTUAL FUND 464287465 $ 903 11,200 X 28 11,200 ISHARES COHEN & (LONG) MUTUAL FUND 464287564 $ 12,705 140,466 X 140,466 ISIS PHARMACEUTICALS COMMON STOCK 464330109 $ 228 23,580 X 28 23,580 ISLE OF CAPRI CASINO COMMON STOCK 464592104 $ 1,224 51,100 X 51,100 ITC HOLDINGS CORP. COMMON STOCK 465685105 $ 788 19,400 X 19,28 19,400 ITC HOLDINGS CORP. COMMON STOCK 465685105 $ 1,967 48,420 X 48,420 ITLA CAPITAL CORP. COMMON STOCK 450565106 $ 642 12,317 X 29,28,23,08 12,317 ITRON INC. COMMON STOCK 465741106 $ 677 8,684 X 28 8,684 ITT EDUCATIONAL SERVICES, COMMON STOCK 45068B109 $ 14,008 119,340 X 28,05 119,340 ITT INDUSTRIES INC COMMON STOCK 450911102 $ 3,862 56,560 X 28 56,560 IVANHOE ENERGY INC OTHER SECURITY 465790103 $ 610 317,800 X 317,800 IXIA COMMON STOCK 45071R109 $ 1,382 149,270 X 149,270 J CREW GROUP, INC. COMMON STOCK 46612H402 $ 535 9,890 X 28 9,890 J CREW GROUP, INC. COMMON STOCK 46612H402 $ 4,406 81,450 X 81,450 J.C. PENNEY, INC. COMMON STOCK 708160106 $ 6,633 91,641 X 08 ,28 91,641 J.C. PENNEY, INC. COMMON STOCK 708160106 $ 26,062 360,065 X 360,065 J.P. MORGAN CHASE & CO. COMMON STOCK 46625H100 $ 67,483 1,392,830 X 19,26,28 1,392,830 J.P. MORGAN CHASE & CO. COMMON STOCK 46625H100 $ 45,445 937,973 X 937,973 J2 GLOBAL COMMUNICATIONS COMMON STOCK 46626E205 $ 481 13,780 X 28 13,780 JABIL CIRCUIT, INC. COMMON STOCK 466313103 $ 1,184 53,641 X 28 53,641 JABIL CIRCUIT, INC. COMMON STOCK 466313103 $ 9,003 407,940 X 407,940 JACK HENRY & ASSOC. COMMON STOCK 426281101 $ 3,748 145,535 X 28 145,535 JACK HENRY & ASSOC. COMMON STOCK 426281101 $ 520 20,200 X 20,200 JACK IN THE BOX INC COMMON STOCK 466367109 $ 4,157 58,599 X 29,28,23,08 58,599 JACKSON HEWITT COMMON STOCK 468202106 $ 247 8,800 X 28 8,800 JACOBS ENGINEERING GROUP COMMON STOCK 469814107 $ 11,580 201,360 X 28 201,360 JAKKS PACIFIC INC. COMMON STOCK 47012E106 $ 2,663 94,640 X 28,23,08 94,640 JAMBA INC COMMON STOCK 47023A101 $ 162 17,700 X 28 17,700 JAMBA INC COMMON STOCK 47023A101 $ 1,918 209,873 X 26 209,873 JAMES RIVER GROUP INC. COMMON STOCK 470359100 $ 263 7,922 X 23,28,08 7,922 JANUS CAPITAL GROUP, INC. COMMON STOCK 47102X105 $ 1,955 70,231 X 28 70,231 JARDEN CORP. COMMON STOCK 471109108 $ 5,703 132,605 X 132,605 JDS UNIPHASE CORP. COMMON STOCK 46612J507 $ 1,192 88,744 X 28 88,744 JDS UNIPHASE CORP. COMMON STOCK 46612J507 $ 7,194 535,700 X 535,700 JEFFERIES GROUP INC. COMMON STOCK 472319102 $ 5,013 185,800 X 28 185,800 JETBLUE AIRWAYS CORP. COMMON STOCK 477143101 $ 4,288 364,925 X 28 364,925 JO-ANN STORES, INC. COMMON STOCK 47758P307 $ 1,555 54,697 X 28,23 54,697 JOHNSON & JOHNSON COMMON STOCK 478160104 $ 63,717 1,034,036 X 08 ,19,28 1,034,036 JOHNSON & JOHNSON COMMON STOCK 478160104 $ 49,529 803,787 X 803,787 JOHNSON CONTROLS INC COMMON STOCK 478366107 $ 8,415 72,686 X 08 ,28 72,686 JOHNSON CONTROLS INC COMMON STOCK 478366107 $ 14,210 122,740 X 122,740 JONES APPAREL GROUP COMMON STOCK 480074103 $ 1,299 45,991 X 28 45,991 JONES LANG LASALLE INC. COMMON STOCK 48020Q107 $ 403 3,550 X 08 ,23 3,550 JOS A BANK CLOTHIERS INC. COMMON STOCK 480838101 $ 1,271 30,655 X 28,19 30,655 JOURNAL COMMUNICATIONS COMMON STOCK 481130102 $ 155 11,920 X 28 11,920 JOY GLOBAL, INC. COMMON STOCK 481165108 $ 12,359 211,882 X 11 ,28 211,882 JOY GLOBAL, INC. COMMON STOCK 481165108 $ 3,016 51,700 X 51,700 JUNIPER NETWORKS INC. COMMON STOCK 48203R104 $ 5,371 213,400 X 08 ,28 213,400 JUNIPER NETWORKS INC. COMMON STOCK 48203R104 $ 647 25,718 X 25,718 K2, INC. COMMON STOCK 482732104 $ 1,621 106,730 X 19,28,08 106,730 KADANT INC. COMMON STOCK 48282T104 $ 418 13,403 X 08,28,24 13,403 KADANT INC. COMMON STOCK 48282T104 $ 250 8,000 X 8,000 KAISER ALUMINUM CORP. COMMON STOCK 483007704 $ 270 3,700 X 28 3,700
KAISER ALUMINUM CORP. COMMON STOCK 483007704 $ 2,100 28,817 X 26 28,817 KAMAN CORP., CLASS A COMMON STOCK 483548103 $ 1,198 38,408 X 28,08 38,408 KAMAN CORP., CLASS A COMMON STOCK 483548103 $ 1,282 41,100 X 41,100 KANSAS CITY SOUTHERN INDS COMMON STOCK 485170302 $ 6,512 173,462 X 23,05 173,462 KAYDON CORP. COMMON STOCK 486587108 $ 440 8,448 X 28 8,448 KB HOME COMMON STOCK 48666K109 $ 1,206 30,630 X 28 30,630 KBR, INC. COMMON STOCK 48242W106 $ 7,475 284,970 X 28 284,970 KBR, INC. COMMON STOCK 48242W106 $ 5,520 210,430 X 210,430 KELLOGG CO COMMON STOCK 487836108 $ 4,622 89,242 X 08 ,28 89,242 KELLWOOD CO. COMMON STOCK 488044108 $ 1,188 42,257 X 23,29,28,08 42,257 KELLWOOD CO. COMMON STOCK 488044108 $ 2,313 82,240 X 82,240 KELLY SERVICES, INC. CL A COMMON STOCK 488152208 $ 1,049 38,215 X 28 38,215 KELLY SERVICES, INC. CL A COMMON STOCK 488152208 $ 783 28,500 X 28,500 KEMET COMMON STOCK 488360108 $ 1,621 229,866 X 19,08,28 229,866 KENDLE INTERNATIONAL INC COMMON STOCK 48880L107 $ 592 16,100 X 19,28 16,100 KENDLE INTERNATIONAL INC COMMON STOCK 48880L107 $ 3,747 101,900 X 101,900 KENEXA CORP COMMON STOCK 488879107 $ 1,580 41,900 X 28,24 41,900 KENNAMETAL, INC. COMMON STOCK 489170100 $ 6,985 85,150 X 25,28 85,150 KERYX BIOPHARM. COMMON STOCK 492515101 $ 116 11,841 X 08 ,28 11,841 KEYCORP COMMON STOCK 493267108 $ 5,011 145,972 X 28 145,972 KEYSPAN CORP. COMMON STOCK 49337W100 $ 2,149 51,191 X 28 51,191 KEYSTONE AUTOMOTIVE COMMON STOCK 49338N109 $ 502 12,145 X 28,08 12,145 KFORCE.COM, INC. COMMON STOCK 493732101 $ 519 32,475 X 28,08 32,475 KIMBALL INT'L CLASS B COMMON STOCK 494274103 $ 634 45,248 X 08 ,28,19 45,248 KIMBALL INT'L CLASS B COMMON STOCK 494274103 $ 12,484 891,100 X 891,100 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 $ 17,963 268,552 X 19,08 ,28,26 268,552 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 $ 6,094 91,100 X 91,100 KIMCO REALTY CORP. COMMON STOCK 49446R109 $ 2,612 68,600 X 28 68,600 KINDRED HEALTHCARE, INC. COMMON STOCK 494580103 $ 2,646 86,131 X 28,08 86,131 KINETIC CONCEPTS, INC. COMMON STOCK 49460W208 $ 1,664 32,015 X 23 32,015 KING PHARMACEUTICALS,INC. COMMON STOCK 495582108 $ 2,969 145,106 X 08 ,28,23 145,106 KIRBY CORPORATION COMMON STOCK 497266106 $ 513 13,368 X 23 13,368 KKR FINANCIAL HLDS LLC COMMON STOCK 48248A306 $ 7,505 301,280 X 301,280 KLA-TENCOR CORP COMMON STOCK 482480100 $ 5,645 102,721 X 08 ,26,28 102,721 KLA-TENCOR CORP COMMON STOCK 482480100 $ 4,407 80,200 X 80,200 KNBT BANCORP, INC. COMMON STOCK 482921103 $ 154 10,500 X 29,28 10,500 KNIGHT CAPITAL GROUP INC COMMON STOCK 499005106 $ 2,101 126,575 X 29,28,08 126,575 KNIGHT TRANSPORTATION COMMON STOCK 499064103 $ 538 27,740 X 23,28 27,740 KNIGHTSBRIDGE TANKERS OTHER SECURITY G5299G106 $ 720 23,600 X 28,08 23,600 KNOLL, INC. COMMON STOCK 498904200 $ 1,271 56,722 X 28,23,11 56,722 KODIAK OIL & GAS CORP. OTHER SECURITY 50015Q100 $ 354 60,970 X 19 60,970 KODIAK OIL & GAS CORP. OTHER SECURITY 50015Q100 $ 1,147 197,820 X 197,820 KOHL'S CORP. COMMON STOCK 500255104 $ 8,566 120,597 X 08 ,28 120,597 KOHL'S CORP. COMMON STOCK 500255104 $ 23,761 334,520 X 334,520 KOMAG INC. COMMON STOCK 500453204 $ 628 19,706 X 19,28,08 19,706 KOOKMIN BANK ADR OTHER SECURITY 50049M109 $ 8,377 95,500 X 95,500 KOPPERS HOLDINGS, INC. COMMON STOCK 50060P106 $ 495 14,700 X 19,28 14,700 KOREA ELECTRIC - ADR OTHER SECURITY 500631106 $ 1,791 81,780 X 27 81,780 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 $ 2,318 88,279 X 28 88,279 KRAFT FOODS, INC. COMMON STOCK 50075N104 $ 30,022 851,694 X 08 ,26,28 851,694 KRISPY KREME DOUGHNUTS COMMON STOCK 501014104 $ 163 17,563 X 28 17,563 KRISPY KREME DOUGHNUTS COMMON STOCK 501014104 $ 1,011 109,165 X 26 109,165 KROGER CO. COMMON STOCK 501044101 $ 7,673 272,769 X 08 ,28 272,769 KROGER CO. COMMON STOCK 501044101 $ 2,312 82,200 X 82,200 KT CORP-SP ADR OTHER SECURITY 48268K101 $ 2,318 98,810 X 27 98,810 KULICKE & SOFFA INDS, INC COMMON STOCK 501242101 $ 420 40,068 X 28,08 40,068 KV PHARMACEUTICAL CO. COMMON STOCK 482740206 $ 1,459 53,559 X 25,19,28,11 53,559 KYPHON INC. COMMON STOCK 501577100 $ 6,263 130,072 X 28,24,05 130,072 L-1 IDENTITY SOLUTIONS COMMON STOCK 50212A106 $ 347 16,948 X 28 16,948 L-3 COMM HOLDINGS, INC. COMMON STOCK 502424104 $ 4,172 42,838 X 19,28 42,838 L.B. FOSTER CO. COMMON STOCK 350060109 $ 1,672 58,300 X 58,300 LA Z BOY INC. COMMON STOCK 505336107 $ 144 12,600 X 28 12,600 LABARGE, INC, COMMON STOCK 502470107 $ 1,106 90,000 X 90,000 LABOR READY, INC COMMON STOCK 505401208 $ 323 13,969 X 28 13,969 LABORATORY CRP OF AMERICA COMMON STOCK 50540R409 $ 3,366 43,010 X 08 ,28 43,010 LABRANCHE & CO. COMMON STOCK 505447102 $ 91 12,306 X 28 12,306 LADENBURG THALMANN FINANC COMMON STOCK 50575Q102 $ 36 15,600 X 28 15,600 LADISH COMPANY, INC. COMMON STOCK 505754200 $ 202 4,700 X 28 4,700 LAKELAND FINANCIAL CORP COMMON STOCK 511656100 $ 202 9,500 X 08 ,28 9,500 LAKES GAMING, INC. COMMON STOCK 51206P109 $ 292 24,700 X 28,29 24,700 LAKES GAMING, INC. COMMON STOCK 51206P109 $ 554 46,938 X 26 46,938 LAM RESEARCH CORP. COMMON STOCK 512807108 $ 12,055 234,525 X 08 ,28 234,525 LAM RESEARCH CORP. COMMON STOCK 512807108 $ 7,071 137,560 X 137,560 LANCASTER COLONY COMMON STOCK 513847103 $ 2,061 49,202 X 19,28 49,202 LANDAMERICA FINANCIAL COMMON STOCK 514936103 $ 2,077 21,523 X 08 ,28 21,523 LANDEC CORP. COMMON STOCK 514766104 $ 427 31,900 X 28,19 31,900 LANDSTAR SYSTEM INC. COMMON STOCK 515098101 $ 688 14,255 X 23 14,255 LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 $ 625 14,386 X 29,28 14,386 LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 $ 825 19,000 X 19,000 LATTICE SEMICONDUCTOR COMMON STOCK 518415104 $ 1,372 239,935 X 08,28 239,935 LAUREATE EDUCATION INC COMMON STOCK 518613104 $ 5,203 84,380 X 28 84,380 LAWSON SOFTWARE, INC. COMMON STOCK 52078P102 $ 772 78,040 X 28,08 78,040 LCA-VISION INC. COMMON STOCK 501803308 $ 373 7,890 X 08 ,28 7,890 LDK SOLAR CO. LTD. - ADR OTHER SECURITY 50183L107 $ 567 18,100 X 18,100 LEAR CORPORATION COMMON STOCK 521865105 $ 5,519 154,976 X 08,28 154,976 LEARNING TREE INT'L COMMON STOCK 522015106 $ 1,685 128,630 X 25 128,630 LECG CORPORATION COMMON STOCK 523234102 $ 11,149 737,838 X 737,838 LEE ENTERPRISES COMMON STOCK 523768109 $ 3,354 160,780 X 28,08 160,780 LEGG MASON, INC. COMMON STOCK 524901105 $ 4,319 43,900 X 28 43,900 LEGGETT & PLATT, INC COMMON STOCK 524660107 $ 1,281 58,101 X 28 58,101 LEGGETT & PLATT, INC COMMON STOCK 524660107 $ 614 27,860 X 27,860 LEHMAN BROTHERS HLDGS INC COMMON STOCK 524908100 $ 13,944 187,116 X 08 ,28 187,116 LEHMAN BROTHERS HLDGS INC COMMON STOCK 524908100 $ 38,969 522,930 X 522,930 LEMAITRE VASCULAR INC. COMMON STOCK 525558201 $ 1,162 193,600 X 193,600
LENNAR CORP. COMMON STOCK 526057104 $ 1,863 50,967 X 08 ,28 50,967 LEUCADIA NATIONAL CORP. COMMON STOCK 527288104 $ 9,749 276,560 X 28 276,560 LEXINGTON CORPORATE PPTYS COMMON STOCK 529043101 $ 3,490 167,765 X 28,19,08 167,765 LEXINGTON CORPORATE PPTYS COMMON STOCK 529043101 $ 7,855 377,660 X 377,660 LEXMARK INTL GROUP COMMON STOCK 529771107 $ 1,918 38,901 X 28 38,901 LHC GROUP, INC. COMMON STOCK 50187A107 $ 789 30,100 X 28,24 30,100 LHC GROUP, INC. COMMON STOCK 50187A107 $ 9,134 348,622 X 348,622 LIBERTY CAPITAL GROUP COMMON STOCK 53071M302 $ 4,832 41,064 X 08 ,26 41,064 LIBERTY INTERACTIVE GROUP COMMON STOCK 53071M104 $ 4,908 219,774 X 26 219,774 LIBERTY PROPERTY TRUST COMMON STOCK 531172104 $ 6,787 154,496 X 28 154,496 LIBERTY PROPERTY TRUST COMMON STOCK 531172104 $ 456 10,380 X 10,380 LIFE TIME FITNESS COMMON STOCK 53217R207 $ 458 8,600 X 28 8,600 LIFECELL CORP COMMON STOCK 531927101 $ 2,671 87,460 X 08,28,24,05 87,460 LIFEPOINT HOSPITALS INC. COMMON STOCK 53219L109 $ 3,963 102,456 X 28 102,456 LIFEPOINT HOSPITALS INC. COMMON STOCK 53219L109 $ 1,043 26,960 X 26,960 LIGAND PHARMACEUTICALS-CL COMMON STOCK 53220K207 $ 142 20,600 X 28 20,600 LIMITED BRANDS COMMON STOCK 532716107 $ 3,475 126,594 X 28 126,594 LIN TV CORP. - CLASS A COMMON STOCK 532774106 $ 459 24,400 X 28,08 24,400 LINCARE HOLDINGS COMMON STOCK 532791100 $ 6,210 155,835 X 23,28 155,835 LINCOLN ELECTRIC HOLDING COMMON STOCK 533900106 $ 5,212 70,200 X 28 70,200 LINCOLN NATL CORP. COMMON STOCK 534187109 $ 6,735 94,933 X 28 94,933 LINCOLN NATL CORP. COMMON STOCK 534187109 $ 9,869 139,100 X 139,100 LINEAR TECHNOLOGY CORP. COMMON STOCK 535678106 $ 3,421 94,567 X 28 94,567 LIONBRIDGE TECHNOLOGIES COMMON STOCK 536252109 $ 97 16,400 X 28 16,400 LIONS GATE ENTERTAINMENT OTHER SECURITY 535919203 $ 893 80,926 X 23 80,926 LIQUIDITY SERVICES, INC. COMMON STOCK 53635B107 $ 780 41,535 X 28,24 41,535 LITHIA MOTORS INC COMMON STOCK 536797103 $ 587 23,173 X 28,08,11 23,173 LITTLEFUSE INCORPORATED COMMON STOCK 537008104 $ 919 27,210 X 28,23 27,210 LIVE NATION COMMON STOCK 538034109 $ 398 17,800 X 28 17,800 LIVEPERSON, INC. COMMON STOCK 538146101 $ 725 135,500 X 135,500 LIZ CLAIBORNE, INC. COMMON STOCK 539320101 $ 1,582 42,411 X 28 42,411 LKQ CORP COMMON STOCK 501889208 $ 5,426 220,050 X 19,28,05 220,050 LLOYDS TSB GROUP PLC ADR OTHER SECURITY 539439109 $ 12,510 279,730 X 279,730 LMI AEROSPACE INC. COMMON STOCK 502079106 $ 1,627 67,000 X 67,000 LO JACK CORP STOCK COMMON STOCK 539451104 $ 203 9,125 X 23,28 9,125 LOCKHEED MARTIN CORP. COMMON STOCK 539830109 $ 12,381 131,527 X 08 ,28 131,527 LODGENET ENTERTAINMENT COMMON STOCK 540211109 $ 1,702 53,085 X 28,23,08 53,085 LOEWS CORP CAROLINA GROUP COMMON STOCK 540424207 $ 2,249 29,104 X 08 ,23 29,104 LOEWS CORP. COMMON STOCK 540424108 $ 8,468 166,114 X 08 ,19,28 166,114 LOGITECH INTERNATIONAL OTHER SECURITY H50430232 $ 4,283 162,310 X 162,310 LONGS DRUG STORES CORP. COMMON STOCK 543162101 $ 470 8,943 X 28 8,943 LOOPNET, INC. COMMON STOCK 543524300 $ 4,197 179,900 X 28,24,05 179,900 LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 $ 3,555 187,870 X 28 187,870 LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 $ 600 31,700 X 31,700 LOWE'S COS., INC. COMMON STOCK 548661107 $ 18,355 598,070 X 26,28 598,070 LOWE'S COS., INC. COMMON STOCK 548661107 $ 7,105 231,500 X 231,500 LSI LOGIC COMMON STOCK 502161102 $ 1,997 265,907 X 08 ,28 265,907 LTC PROPERTIES INC. COMMON STOCK 502175102 $ 1,159 50,940 X 28,19,08 50,940 LTC PROPERTIES INC. COMMON STOCK 502175102 $ 755 33,200 X 33,200 LTX CORP. COMMON STOCK 502392103 $ 94 16,873 X 28 16,873 LUBRIZOL CORP. COMMON STOCK 549271104 $ 7,809 120,980 X 28 120,980 LUBY'S,INC. COMMON STOCK 549282101 $ 681 70,540 X 25 70,540 LUFKIN INDUSTRIES INC. COMMON STOCK 549764108 $ 262 4,064 X 28 4,064 LUMINENT MORTGAGE CAP. COMMON STOCK 550278303 $ 166 16,457 X 28 16,457 LYONDELL PETRO CHEMICAL COMMON STOCK 552078107 $ 13,596 366,260 X 28 366,260 M & F WORLDWIDE CORP COMMON STOCK 552541104 $ 361 5,425 X 08 ,28 5,425 M & T BANK CORP. COMMON STOCK 55261F104 $ 2,946 27,561 X 28 27,561 MACERICH COMPANY (THE) COMMON STOCK 554382101 $ 10,278 124,700 X 28 124,700 MACK-CALI REALTY CORP COMMON STOCK 554489104 $ 6,013 138,260 X 19,28 138,260 MACK-CALI REALTY CORP COMMON STOCK 554489104 $ 8,677 199,510 X 199,510 MACQUARIE INF. CO. LLC MUTUAL FUND 55608B105 $ 2,458 59,251 X 26 59,251 MACROVISION CORP. COMMON STOCK 555904101 $ 5,169 171,972 X 08,28,25 171,972 MACROVISION CORP. COMMON STOCK 555904101 $ 4,394 146,180 X 146,180 MACY'S, INC. COMMON STOCK 55616P104 $ 7,052 177,284 X 08 ,28 177,284 MACY'S, INC. COMMON STOCK 55616P104 $ 26,549 667,400 X 667,400 MAF BANCORP, INC. COMMON STOCK 55261R108 $ 1,790 32,988 X 29,28,08 32,988 MAGELLAN HEALTH COMMON STOCK 559079207 $ 2,019 43,449 X 08 ,28,23 43,449 MAGMA DESIGN AUTOMATION COMMON STOCK 559181102 $ 493 35,098 X 08 ,28 35,098 MAGNA ENTERTAINMENT COMMON STOCK 559211107 $ 32 10,961 X 28 10,961 MAGUIRE PROPERTIES, INC. COMMON STOCK 559775101 $ 883 25,710 X 28,08 25,710 MAIDENFORM BRANDS INC. COMMON STOCK 560305104 $ 937 47,187 X 23,28,29,08 47,187 MAINSOURCE FINANCIAL GR COMMON STOCK 56062Y102 $ 477 28,432 X 29,28,08 28,432 MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 $ 624 22,340 X 28,29 22,340 MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 $ 1,005 36,000 X 36,000 MANITOWOC CO., INC. COMMON STOCK 563571108 $ 618 7,690 X 08 ,19 7,690 MANITOWOC CO., INC. COMMON STOCK 563571108 $ 1,214 15,100 X 15,100 MANOR CARE INC. COMMON STOCK 564055101 $ 1,914 29,320 X 28 29,320 MANOR CARE INC. COMMON STOCK 564055101 $ 1,385 21,210 X 21,210 MANPOWER INC COMMON STOCK 56418H100 $ 14,021 152,010 X 08 ,19,28 152,010 MANPOWER INC COMMON STOCK 56418H100 $ 14,463 156,800 X 156,800 MANTECH INT'L CORP. COMMON STOCK 564563104 $ 1,566 50,796 X 28,08,11 50,796 MARATHON OIL CORP. COMMON STOCK 565849106 $ 16,022 267,216 X 08 ,19,28 267,216 MARATHON OIL CORP. COMMON STOCK 565849106 $ 6,425 107,162 X 107,162 MARINEMAX, INC. COMMON STOCK 567908108 $ 799 39,900 X 39,900 MARINER ENERGY INC COMMON STOCK 56845T305 $ 582 24,009 X 08 ,29,28 24,009 MARKWEST HYDROCARBON INC COMMON STOCK 570762104 $ 748 13,021 X 28,23 13,021 MARLIN BUSINESS SERVICES COMMON STOCK 571157106 $ 1,002 47,000 X 47,000 MARRIOTT INTL, CLASS A COMMON STOCK 571903202 $ 5,031 116,362 X 28 116,362 MARRIOTT INTL, CLASS A COMMON STOCK 571903202 $ 9,387 217,100 X 217,100 MARSH & MCLENNAN COS, INC COMMON STOCK 571748102 $ 5,657 183,193 X 28 183,193 MARSHALL & ILSLEY CORP. COMMON STOCK 571834100 $ 4,237 88,966 X 28 88,966 MARSHALL & ILSLEY CORP. COMMON STOCK 571834100 $ 1,638 34,400 X 34,400 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 $ 259 9,980 X 08 ,28 9,980 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 $ 11,932 73,644 X 28 73,644
MARVEL ENTERTAINMENT INC. COMMON STOCK 57383T103 $ 888 34,850 X 19,08 ,28 34,850 MARVEL ENTERTAINMENT INC. COMMON STOCK 57383T103 $ 1,790 70,254 X 26 70,254 MARVELL TECH GROUP LTD. OTHER SECURITY G5876H105 $ 852 46,774 X 46,774 MASCO CORP COMMON STOCK 574599106 $ 4,177 146,708 X 28 146,708 MASTEC INC. COMMON STOCK 576323109 $ 581 36,746 X 28,08 36,746 MATRIXX INITIATIVES INC COMMON STOCK 57685L105 $ 726 34,700 X 34,700 MATTEL COMMON STOCK 577081102 $ 3,376 133,493 X 08 ,28 133,493 MATTHEWS INTL. CORP CL. A COMMON STOCK 577128101 $ 5,620 128,862 X 28,11 128,862 MATTSON TECHNOLOGY INC COMMON STOCK 577223100 $ 795 81,974 X 08,28,19 81,974 MAX RE CAPITAL LTD COMMON STOCK G6052F103 $ 1,967 69,500 X 28,08 69,500 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 $ 3,986 119,314 X 08 ,28 119,314 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 $ 2,740 82,000 X 82,000 MAXIMUS INC COMMON STOCK 577933104 $ 257 5,922 X 28 5,922 MB FINANCIAL INC COMMON STOCK 55264U108 $ 319 9,181 X 28 9,181 MBIA INC. COMMON STOCK 55262C100 $ 3,971 63,826 X 26,08 ,28 63,826 MC SHIPPING, INC. OTHER SECURITY 55267Q104 $ 1,688 142,000 X 142,000 MCAFEE, INC. COMMON STOCK 579064106 $ 9,705 275,700 X 26,08 ,28 275,700 MCAFEE, INC. COMMON STOCK 579064106 $ 700 19,900 X 19,900 MCCORMICK & CO. COMMON STOCK 579780206 $ 1,582 41,446 X 28 41,446 MCCORMICK & CO. COMMON STOCK 579780206 $ 1,017 26,625 X 26,625 MCDERMOTT INTERNATL INC OTHER SECURITY 580037109 $ 247 2,975 X 2,975 MCDONALD'S CORP. COMMON STOCK 580135101 $ 22,089 435,161 X 19,08 ,28 435,161 MCDONALD'S CORP. COMMON STOCK 580135101 $ 10,165 200,250 X 200,250 MCG CAPITAL CORP. COMMON STOCK 58047P107 $ 846 52,798 X 28,08 52,798 MCGRAW-HILL COS., INC. COMMON STOCK 580645109 $ 9,095 133,597 X 08 ,28 133,597 MCKESSON CORP. COMMON STOCK 58155Q103 $ 6,733 112,887 X 08 ,28 112,887 MCKESSON CORP. COMMON STOCK 58155Q103 $ 15,721 263,600 X 263,600 MDC HOLDINGS, INC. COMMON STOCK 552676108 $ 2,945 60,900 X 28 60,900 MDS, INC. OTHER SECURITY 55269P302 $ 3,830 188,300 X 188,300 MDU RESOURCES GROUP INC COMMON STOCK 552690109 $ 8,501 303,175 X 28 303,175 MDU RESOURCES GROUP INC COMMON STOCK 552690109 $ 468 16,700 X 16,700 MEADOWBROOK INSURANCE GR COMMON STOCK 58319P108 $ 445 40,600 X 28,19 40,600 MEADWESTVACO CORP. COMMON STOCK 583334107 $ 2,464 69,754 X 28 69,754 MEDALLION FINANCIAL CORP COMMON STOCK 583928106 $ 722 61,000 X 19 61,000 MEDALLION FINANCIAL CORP COMMON STOCK 583928106 $ 1,372 116,000 X 116,000 MEDAREX INC. COMMON STOCK 583916101 $ 516 36,142 X 28 36,142 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 $ 8,304 106,474 X 08 ,28 106,474 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 $ 3,208 41,130 X 41,130 MEDIA GENERAL INC CLASS A COMMON STOCK 584404107 $ 1,783 53,600 X 08,28 53,600 MEDIA SCIENCES INTERNATIO COMMON STOCK 58446X107 $ 1,088 185,000 X 185,000 MEDIACOM COMMUNICATIONS COMMON STOCK 58446K105 $ 321 33,141 X 29,28 33,141 MEDICAL PROPERITES COMMON STOCK 58463J304 $ 218 16,510 X 28 16,510 MEDICIS PHARMACEUTICAL COMMON STOCK 584690309 $ 4,091 133,960 X 19,28 133,960 MEDIVATION, INC. COMMON STOCK 58501N101 $ 262 12,800 X 08 ,28 12,800 MEDTOX SCIENTIFIC, INC. COMMON STOCK 584977201 $ 921 31,426 X 31,426 MEDTRONIC, INC. COMMON STOCK 585055106 $ 21,662 417,706 X 08 ,28 417,706 MEDTRONIC, INC. COMMON STOCK 585055106 $ 5,661 109,160 X 109,160 MELLANOX TECHNOLOGIES LTD OTHER SECURITY M51363113 $ 593 28,600 X 24 28,600 MELLON FINANCIAL CORP. COMMON STOCK 58551A108 $ 6,579 149,522 X 28 149,522 MEMC ELECTRONIC MATERIALS COMMON STOCK 552715104 $ 4,896 80,110 X 08 ,28 80,110 MEMC ELECTRONIC MATERIALS COMMON STOCK 552715104 $ 23,202 379,615 X 379,615 MEN'S WEARHOUSE, INC. COMMON STOCK 587118100 $ 715 14,000 X 28 14,000 MENTOR CORPORATION COMMON STOCK 587188103 $ 1,832 45,044 X 08 ,29,28,11 45,044 MENTOR GRAPHICS CORP COMMON STOCK 587200106 $ 2,733 207,500 X 28,08 207,500 MERCK & COMPANY, INC COMMON STOCK 589331107 $ 40,177 806,775 X 19,08 ,28 806,775 MERCK & COMPANY, INC COMMON STOCK 589331107 $ 38,957 782,277 X 782,277 MERCURY GENERAL CORP. COMMON STOCK 589400100 $ 3,092 56,100 X 28 56,100 MEREDITH CORP COMMON STOCK 589433101 $ 852 13,835 X 28 13,835 MERGE TECHNOLOGIES, INC. COMMON STOCK 589981109 $ 1,567 240,000 X 240,000 MERIDIAN BIOSCIENCE INC COMMON STOCK 589584101 $ 210 9,675 X 28 9,675 MERIDIAN RESOURCE COMMON STOCK 58977Q109 $ 92 30,500 X 08 ,28 30,500 MERITAGE CORP COMMON STOCK 59001A102 $ 6,736 251,810 X 251,810 MERRILL LYNCH & CO., INC. COMMON STOCK 590188108 $ 32,652 390,665 X 08 ,19,26,28 390,665 MERRILL LYNCH & CO., INC. COMMON STOCK 590188108 $ 50,151 600,040 X 600,040 MERUELO MADDUX COMMON STOCK 590473104 $ 674 82,570 X 28,19 82,570 METAL MANAGEMENT, INC. COMMON STOCK 591097209 $ 674 15,290 X 19,28 15,290 METHANEX CORP. OTHER SECURITY 59151K108 $ 1,712 68,100 X 25 68,100 METHODE ELECTRONICS, INC. COMMON STOCK 591520200 $ 1,199 76,615 X 08 ,29,28,23 76,615 METLIFE, INC. COMMON STOCK 59156R108 $ 20,484 317,679 X 08 ,26,28 317,679 METLIFE, INC. COMMON STOCK 59156R108 $ 27,670 429,118 X 429,118 METTLER-TOLEDO INT COMMON STOCK 592688105 $ 2,157 22,585 X 08 ,23 22,585 MFA MORTGAGE INVESTMENT COMMON STOCK 55272X102 $ 383 52,574 X 28,08 52,574 MGI PHARMA, INC. COMMON STOCK 552880106 $ 489 21,860 X 08 ,28 21,860 MGIC INVT CORP COMMON STOCK 552848103 $ 2,266 39,860 X 08 ,28 39,860 MGM GRAND, INC. COMMON STOCK 552953101 $ 7,274 88,190 X 88,190 MGP INGREDIENTS INC COMMON STOCK 55302G103 $ 235 13,900 X 28,29 13,900 MICREL, INC. COMMON STOCK 594793101 $ 1,688 132,683 X 08 ,29,28 132,683 MICROBIA, INC. COMMON STOCK 59500L948 $ 584 93,487 X 26 93,487 MICROCHIP TECHNOLOGY, INC COMMON STOCK 595017104 $ 13,774 371,864 X 28 371,864 MICROCHIP TECHNOLOGY, INC COMMON STOCK 595017104 $ 17,257 465,890 X 465,890 MICRON TECHNOLOGY, INC. COMMON STOCK 595112103 $ 3,369 268,868 X 28 268,868 MICROS SYSTEMS, INC. COMMON STOCK 594901100 $ 5,851 107,554 X 29,28,05 ,11 107,554 MICROS SYSTEMS, INC. COMMON STOCK 594901100 $ 4,988 91,700 X 91,700 MICROSEMI CORP. COMMON STOCK 595137100 $ 1,040 43,408 X 19,28 43,408 MICROSEMI CORP. COMMON STOCK 595137100 $ 4,955 206,890 X 206,890 MICROSOFT CORP. COMMON STOCK 594918104 $ 92,432 3,136,479 X 08 ,26,28 3,136,479 MICROSOFT CORP. COMMON STOCK 594918104 $139,584 4,736,488 X 4,736,488 MICROSTRATEGY INC. COMMON STOCK 594972408 $ 310 3,286 X 08 ,28 3,286 MICROTUNE, INC. COMMON STOCK 59514P109 $ 70 13,450 X 28 13,450 MID-AMERICA APARTMENT COMMON STOCK 59522J103 $ 353 6,717 X 08 ,28 6,717 MIDDLEBY CORP COMMON STOCK 596278101 $ 220 3,670 X 28 3,670 MIDDLEBY CORP COMMON STOCK 596278101 $ 1,299 21,708 X 26 21,708 MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 $ 5,708 539,990 X 28 539,990 MILLICOM INTERNATIONAL SA OTHER SECURITY L6388F110 $ 5,434 59,300 X 59,300
MILLIPORE CORP. COMMON STOCK 601073109 $ 1,256 16,725 X 28 16,725 MINE SAFETY APPLIANCES COMMON STOCK 602720104 $ 2,997 68,487 X 28,11 68,487 MINERALS TECHNOLOGIES COMMON STOCK 603158106 $ 3,259 48,675 X 28,08 48,675 MINRAD INTL COMMON STOCK 60443P103 $ 109 18,400 X 28 18,400 MIPS TECHNOLOGIES COMMON STOCK 604567107 $ 103 11,774 X 28 11,774 MIRANT CORP COMMON STOCK 60467R100 $ 476 11,150 X 08 ,19 11,150 MKS INSTRUMENT, INC. COMMON STOCK 55306N104 $ 2,142 77,322 X 28,08,23 77,322 MOBILE MINI, INC. COMMON STOCK 60740F105 $ 3,055 104,629 X 28,05 104,629 MODINE MANUFACTURING CO. COMMON STOCK 607828100 $ 1,802 79,740 X 28,08 79,740 MODINE MANUFACTURING CO. COMMON STOCK 607828100 $ 768 34,000 X 34,000 MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 $ 9,236 91,640 X 28 91,640 MOLECULAR INSIGHT PHARMA COMMON STOCK 60852M104 $ 3,466 367,200 X 367,200 MOLEX INC COMMON STOCK 608554101 $ 1,553 51,746 X 28 51,746 MOLINA HEALTHCARE INC. COMMON STOCK 60855R100 $ 554 18,141 X 28,29,08,23 18,141 MOLSON COORS COMMON STOCK 60871R209 $ 1,865 20,170 X 28 20,170 MOMENTA PHARMACEUTICALS COMMON STOCK 60877T100 $ 2,831 280,894 X 280,894 MONACO COACH CORP. COMMON STOCK 60886R103 $ 163 11,339 X 08 ,28 11,339 MONEYGRAM INTERNATIONAL COMMON STOCK 60935Y109 $ 3,986 142,600 X 28 142,600 MONSANTO CO. COMMON STOCK 61166W101 $ 12,520 185,370 X 28 185,370 MONSANTO CO. COMMON STOCK 61166W101 $ 18,241 270,070 X 270,070 MONSTER WORLDWIDE, INC. COMMON STOCK 611742107 $ 1,954 47,531 X 28 47,531 MONTPELIER HLDS LTD. OTHER SECURITY G62185106 $ 519 28,000 X 28 28,000 MOODY'S CORPORATION COMMON STOCK 615369105 $ 5,468 87,910 X 28 87,910 MOODY'S CORPORATION COMMON STOCK 615369105 $ 11,961 192,300 X 192,300 MOOG, INC. - CLASS A COMMON STOCK 615394202 $ 2,441 55,338 X 28,08 55,338 MOOG, INC. - CLASS A COMMON STOCK 615394202 $ 3,401 77,110 X 77,110 MORGAN STANLEY COMMON STOCK 617446448 $ 33,639 401,032 X 19,08 ,28 401,032 MORGAN STANLEY COMMON STOCK 617446448 $ 49,847 594,261 X 594,261 MORNINGSTAR, INC. COMMON STOCK 617700109 $ 7,267 154,544 X 26 154,544 MOTHERS WORK INC COMMON STOCK 619903107 $ 459 14,693 X 23 14,693 MOTHERS WORK INC COMMON STOCK 619903107 $ 979 31,313 X 31,313 MOTOROLA, INC. COMMON STOCK 620076109 $ 14,945 844,328 X 08 ,19,28 844,328 MOTOROLA, INC. COMMON STOCK 620076109 $ 635 35,850 X 35,850 MOVADO GROUP INC. COMMON STOCK 624580106 $ 541 16,037 X 28,08 16,037 MOVE INC COMMON STOCK 62458M108 $ 127 28,339 X 28 28,339 MPS GROUP, INC. COMMON STOCK 553409103 $ 2,895 216,566 X 29,28 216,566 MRV COMMUNICATIONS INC. COMMON STOCK 553477100 $ 171 52,695 X 08,28 52,695 MSC INDUSTRIAL DIRECT - A COMMON STOCK 553530106 $ 5,357 97,400 X 19,28 97,400 MSC INDUSTRIAL DIRECT - A COMMON STOCK 553530106 $ 9,572 174,040 X 174,040 MTC TECHNOLOGIES INC. COMMON STOCK 55377A106 $ 959 39,062 X 28,29,11 39,062 MTC TECHNOLOGIES INC. COMMON STOCK 55377A106 $ 4,364 177,700 X 177,700 MTS MEDICATION TECH COMMON STOCK 553773102 $ 858 69,500 X 69,500 MTS SYSTEMS CORP. COMMON STOCK 553777103 $ 370 8,281 X 08 ,28 8,281 MUELLER INDUSTRIES INC COMMON STOCK 624756102 $ 686 19,925 X 08,28 19,925 MUELLER WATER PROD, INC. COMMON STOCK 624758108 $ 568 33,270 X 28 33,270 MUELLER WATER PROD, INC. COMMON STOCK 624758108 $ 1,042 61,087 X 26 61,087 MULTI-COLOR CORP. COMMON STOCK 625383104 $ 763 19,400 X 19,400 MULTIMEDIA GAMES INC. COMMON STOCK 625453105 $ 1,764 138,213 X 28,25 138,213 MURPHY OIL CORP. COMMON STOCK 626717102 $ 3,507 59,000 X 28 59,000 MURPHY OIL CORP. COMMON STOCK 626717102 $ 27,420 461,300 X 461,300 MWI VETERINARY SUPPLY COMMON STOCK 55402X105 $ 1,049 26,300 X 28,11 26,300 MYERS INDUSTRIES, INC. COMMON STOCK 628464109 $ 1,154 52,200 X 28,08 52,200 MYLAN LABORATORIES, INC. COMMON STOCK 628530107 $ 1,729 95,071 X 08 ,28 95,071 MYLAN LABORATORIES, INC. COMMON STOCK 628530107 $ 8,387 461,100 X 461,100 MYRIAD GENETICS INC COMMON STOCK 62855J104 $ 433 11,644 X 28 11,644 NABI BIOPHARMACEUTICALS COMMON STOCK 629519109 $ 76 16,451 X 28 16,451 NABORS INDUSTRIES, LTD. OTHER SECURITY G6359F103 $ 3,637 108,954 X 28 108,954 NABORS INDUSTRIES, LTD. OTHER SECURITY G6359F103 $ 3,845 115,200 X 115,200 NACCO INDUSTRIES INC COMMON STOCK 629579103 $ 890 5,722 X 28,08 5,722 NALCO HOLDING CO COMMON STOCK 62985Q101 $ 2,020 73,590 X 25 73,590 NARA BANKCORP INC. COMMON STOCK 63080P105 $ 499 31,354 X 28,08 31,354 NASH FINCH CO. COMMON STOCK 631158102 $ 2,270 45,868 X 08 ,28,23 45,868 NAT'L SEMICONDUCTOR CORP COMMON STOCK 637640103 $ 3,027 107,077 X 28 107,077 NATCO GROUP, INC. COMMON STOCK 63227W203 $ 1,238 26,900 X 28,11 26,900 NATIONAL AUSTRALIA BK ADR OTHER SECURITY 632525408 $ 3,669 21,300 X 21,300 NATIONAL BANK GREECE ADR OTHER SECURITY 633643408 $ 602 52,500 X 52,500 NATIONAL CINEMEDIA COMMON STOCK 635309107 $ 320 11,420 X 28 11,420 NATIONAL CITY CORP COMMON STOCK 635405103 $ 7,415 222,553 X 28 222,553 NATIONAL FINANCIAL PTNRS COMMON STOCK 63607P208 $ 468 10,101 X 28 10,101 NATIONAL FUEL GAS CO. COMMON STOCK 636180101 $ 6,215 143,500 X 28 143,500 NATIONAL FUEL GAS CO. COMMON STOCK 636180101 $ 252 5,814 X 5,814 NATIONAL INSTRUMENTS COMMON STOCK 636518102 $ 2,976 91,380 X 28 91,380 NATIONAL RETAIL PROPERT COMMON STOCK 637417106 $ 397 18,140 X 28 18,140 NATIONAL RETAIL PROPERT COMMON STOCK 637417106 $ 905 41,390 X 41,390 NATIONAL-OILWELL VARCO COMMON STOCK 637071101 $ 6,942 66,596 X 08 ,11 ,28 66,596 NATIONAL-OILWELL VARCO COMMON STOCK 637071101 $ 635 6,092 X 6,092 NATIONWIDE HEALTH COMMON STOCK 638620104 $ 5,804 213,374 X 19,29,28 213,374 NATIONWIDE HEALTH COMMON STOCK 638620104 $ 762 28,000 X 28,000 NATL PENN BCSHS INC COMMON STOCK 637138108 $ 745 44,691 X 28,08 44,691 NATL PENN BCSHS INC COMMON STOCK 637138108 $ 2,162 129,611 X 129,611 NATUS MEDICAL INC. COMMON STOCK 639050103 $ 575 36,100 X 28,24 36,100 NAUTILUS GROUP, INC. COMMON STOCK 63910B102 $ 317 26,330 X 28,29 26,330 NAVIGANT CONSULTING CO. COMMON STOCK 63935N107 $ 1,703 91,769 X 28 91,769 NAVIGATORS GROUP INC. COMMON STOCK 638904102 $ 1,368 25,376 X 08 ,19,28 25,376 NAVTEQ CORP. COMMON STOCK 63936L100 $ 682 16,100 X 16,100 NBT BANCORP COMMON STOCK 628778102 $ 663 29,374 X 28,08 29,374 NBT BANCORP COMMON STOCK 628778102 $ 892 39,530 X 39,530 NBTY, INC. COMMON STOCK 628782104 $ 7,069 163,637 X 08 ,29,28,23 163,637 NCI BUILDING SYSTEMS, INC COMMON STOCK 628852105 $ 1,124 22,794 X 28,08 22,794 NCI INC - CL A COMMON STOCK 62886K104 $ 798 47,600 X 11 47,600 NCI INC - CL A COMMON STOCK 62886K104 $ 463 27,600 X 27,600 NCR CORP COMMON STOCK 62886E108 $ 3,173 60,390 X 08 ,28 60,390 NEKTAR THERAPEUTICS COMMON STOCK 640268108 $ 336 35,445 X 08 ,28 35,445 NEOGEN CORP COMMON STOCK 640491106 $ 1,668 58,000 X 58,000
NEOWARE SYSTEMS INC. COMMON STOCK 64065P102 $ 11,120 821,293 X 821,293 NESS TECHNOLOGIES INC COMMON STOCK 64104X108 $ 1,276 98,050 X 98,050 NET 1 UEPS TECH. COMMON STOCK 64107N206 $ 302 12,500 X 28 12,500 NETFLIX.COM INC. COMMON STOCK 64110L106 $ 2,299 118,560 X 28 118,560 NETFLIX.COM INC. COMMON STOCK 64110L106 $ 953 49,160 X 26 49,160 NETGEAR INC. COMMON STOCK 64111Q104 $ 1,020 28,138 X 23,29,28 28,138 NETLIST INC COMMON STOCK 64118P109 $ 700 200,000 X 200,000 NETLOGIC MICROSYSTEMS COMMON STOCK 64118B100 $ 4,573 143,610 X 143,610 NETWORK APPLIANCE INC. COMMON STOCK 64120L104 $ 3,901 133,584 X 28 133,584 NETWORK APPLIANCE INC. COMMON STOCK 64120L104 $ 7,078 242,410 X 242,410 NEUROCRINE BIOSCIENCES COMMON STOCK 64125C109 $ 135 12,035 X 28 12,035 NEUROMETRIX, INC. COMMON STOCK 641255104 $ 4,672 481,191 X 481,191 NEUSTAR INC. COMMON STOCK 64126X201 $ 3,879 133,910 X 19,28 133,910 NEUSTAR INC. COMMON STOCK 64126X201 $ 4,173 144,050 X 144,050 NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 $ 3,442 67,458 X 28,29,11 ,08 67,458 NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 $ 704 13,800 X 13,800 NEW YORK CMNTY BANCORP COMMON STOCK 649445103 $ 8,217 482,792 X 28 482,792 NEW YORK TIMES CO COMMON STOCK 650111107 $ 1,489 58,606 X 28 58,606 NEWALLIANCE BANCSHARES COMMON STOCK 650203102 $ 454 30,820 X 28 30,820 NEWCASTLE INV CORP COMMON STOCK 65105M108 $ 321 12,797 X 28 12,797 NEWELL RUBBERMAID, INC. COMMON STOCK 651229106 $ 2,438 82,842 X 28 82,842 NEWELL RUBBERMAID, INC. COMMON STOCK 651229106 $ 1,165 39,580 X 39,580 NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 $ 12,935 283,984 X 05 ,28 283,984 NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 $ 711 15,617 X 15,617 NEWMARKET CORP COMMON STOCK 651587107 $ 584 12,075 X 29,28,08 12,075 NEWMONT MINING CORP. COMMON STOCK 651639106 $ 6,624 169,590 X 28 169,590 NEWPARK RESOURCES, INC. COMMON STOCK 651718504 $ 189 24,384 X 28 24,384 NEWPORT CORP. COMMON STOCK 651824104 $ 801 51,745 X 29,28,08 51,745 NEWS CORP CLASS A COMMON STOCK 65248E104 $ 18,024 849,800 X 19,08 ,28 849,800 NEWS CORP CLASS A COMMON STOCK 65248E104 $ 8,363 394,300 X 394,300 NEWS CORP CLASS B W/I COMMON STOCK 65248E203 $ 4,228 184,300 X 26 184,300 NICOR, INC. COMMON STOCK 654086107 $ 2,656 61,876 X 08 ,23,28 61,876 NIGHTHAWK RADIOLOGY COMMON STOCK 65411N105 $ 773 42,800 X 28,24 42,800 NIGHTHAWK RADIOLOGY COMMON STOCK 65411N105 $ 3,473 192,400 X 192,400 NII HOLDINGS INC COMMON STOCK 62913F201 $ 8,950 110,850 X 110,850 NIKE, INC., CLASS B COMMON STOCK 654106103 $ 8,340 143,072 X 08 ,28 143,072 NIKE, INC., CLASS B COMMON STOCK 654106103 $ 9,187 157,600 X 157,600 NISOURCE, INC. COMMON STOCK 65473P105 $ 1,666 80,422 X 28 80,422 NN, INC. COMMON STOCK 629337106 $ 155 13,100 X 08 13,100 NOBLE CORP. OTHER SECURITY G65422100 $ 4,928 50,531 X 28 50,531 NOBLE CORP. OTHER SECURITY G65422100 $ 13,024 133,556 X 133,556 NOBLE ENERGY, INC. COMMON STOCK 655044105 $ 18,152 290,947 X 28 290,947 NOBLE ENERGY, INC. COMMON STOCK 655044105 $ 664 10,635 X 10,635 NOKIA CORP. ADR OTHER SECURITY 654902204 $ 652 23,185 X 23,185 NORDIC AMERICAN TANKER OTHER SECURITY G65773106 $ 253 6,200 X 28 6,200 NORDSON CORP. COMMON STOCK 655663102 $ 4,192 83,563 X 08 ,28,11 83,563 NORDSTROM INC COMMON STOCK 655664100 $ 4,207 82,292 X 28 82,292 NORDSTROM INC COMMON STOCK 655664100 $ 8,210 160,600 X 160,600 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 $ 8,250 156,937 X 08 ,28 156,937 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 $ 4,311 82,000 X 82,000 NORTEL NETWORKS CORP. ADR OTHER SECURITY 656568508 $ 307 12,780 X 12,780 NORTH PITTSBURGH SYSTEMS COMMON STOCK 661562108 $ 347 16,323 X 28,08 16,323 NORTHEAST UTILITIES COMMON STOCK 664397106 $ 7,873 277,603 X 08 ,28 277,603 NORTHEAST UTILITIES COMMON STOCK 664397106 $ 24,086 849,300 X 849,300 NORTHERN TRUST CORP COMMON STOCK 665859104 $ 4,049 63,036 X 28 63,036 NORTHERN TRUST CORP COMMON STOCK 665859104 $ 10,264 159,775 X 159,775 NORTHROP GRUMMAN CORP. COMMON STOCK 666807102 $ 10,212 131,138 X 19,08 ,28 131,138 NORTHROP GRUMMAN CORP. COMMON STOCK 666807102 $ 16,288 209,170 X 209,170 NORTHSTAR REALTY FINANCE COMMON STOCK 66704R100 $ 2,530 202,230 X 28,25 202,230 NORTHWEST NATURAL GAS COMMON STOCK 667655104 $ 960 20,786 X 08,28,23 20,786 NORTHWEST PIPE COMPANY COMMON STOCK 667746101 $ 235 6,600 X 6,600 NORTHWESTERN CORP. COMMON STOCK 668074305 $ 338 10,625 X 08 ,28 10,625 NORTSTAR NEUROSCIENCE COMMON STOCK 66704V101 $ 335 28,800 X 28,800 NOVAGOLD RESOURCES INC. OTHER SECURITY 66987E206 $ 619 41,200 X 11 41,200 NOVASTAR FINANCIAL, INC. COMMON STOCK 669947400 $ 92 13,167 X 28 13,167 NOVATEL INC. OTHER SECURITY 669954109 $ 1,742 48,000 X 11 48,000 NOVATEL WIRELESS INC. COMMON STOCK 66987M604 $ 2,532 97,304 X 29,28,24 97,304 NOVELL INC. COMMON STOCK 670006105 $ 856 109,872 X 28 109,872 NOVELLUS SYSTEMS, INC. COMMON STOCK 670008101 $ 1,411 49,721 X 28 49,721 NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 $ 340 14,500 X 29,28 14,500 NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 $ 975 41,559 X 26 41,559 NRG ENERGY INC COMMON STOCK 629377508 $ 358 8,614 X 8,614 NSTAR COMMON STOCK 67019E107 $ 5,657 174,320 X 28 174,320 NTELOS HOLDING CORP. COMMON STOCK 67020Q107 $ 1,428 51,667 X 28,19,25 51,667 NU SKIN ENTERPRISES INC COMMON STOCK 67018T105 $ 226 13,698 X 28 13,698 NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 $ 598 35,732 X 28 35,732 NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 $ 501 29,950 X 29,950 NUCOR CORP. COMMON STOCK 670346105 $ 6,498 110,800 X 08 ,28 110,800 NUCOR CORP. COMMON STOCK 670346105 $ 18,328 312,500 X 312,500 NUTRACEUTICAL INTL COMMON STOCK 67060Y101 $ 285 17,170 X 23 17,170 NUVASIVE, INC. COMMON STOCK 670704105 $ 254 9,400 X 28 9,400 NUVEEN INVESTMENTS CLS A COMMON STOCK 67090F106 $ 8,322 133,900 X 28 133,900 NVIDIA CORP COMMON STOCK 67066G104 $ 4,975 120,422 X 28 120,422 NVIDIA CORP COMMON STOCK 67066G104 $ 11,167 270,320 X 270,320 NVR INC COMMON STOCK 62944T105 $ 6,441 9,475 X 23,28 9,475 O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 $ 12,220 334,326 X 05 ,28 334,326 OBAGI MEDICAL PRODUCTS COMMON STOCK 67423R108 $ 923 52,100 X 28,24 52,100 OBAGI MEDICAL PRODUCTS COMMON STOCK 67423R108 $ 1,364 77,000 X 77,000 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 $ 17,344 299,654 X 08 ,28 299,654 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 $ 28,114 485,721 X 485,721 OCEANEERING INTERNATIONAL COMMON STOCK 675232102 $ 4,406 83,710 X 25,11 83,710 OCEANEERING INTERNATIONAL COMMON STOCK 675232102 $ 853 16,200 X 16,200 OCWEN FINL CORP COMMON STOCK 675746309 $ 1,243 93,238 X 08 ,28,29,23 93,238 ODYSSEY HEALTHCARE, INC. COMMON STOCK 67611V101 $ 119 10,023 X 28 10,023
ODYSSEY MARINE EXPLORATIO COMMON STOCK 676118102 $ 95 15,800 X 28 15,800 ODYSSEY RE HOLDINGS CORP. COMMON STOCK 67612W108 $ 5,717 133,292 X 08 ,29,28,23 133,292 OFFICE DEPOT, INC. COMMON STOCK 676220106 $ 3,041 100,362 X 28 100,362 OFFICE DEPOT, INC. COMMON STOCK 676220106 $ 6,270 206,930 X 206,930 OFFICEMAX INC. COMMON STOCK 67622P101 $ 1,254 31,910 X 28 31,910 OFFICEMAX INC. COMMON STOCK 67622P101 $ 7,031 178,900 X 178,900 OGE ENERGY CORP. COMMON STOCK 670837103 $ 6,062 165,400 X 19,28 165,400 OHIO CASUALTY CORP COMMON STOCK 677240103 $ 6,433 148,541 X 29,28,08 148,541 OIL STATES INTERNATIONAL COMMON STOCK 678026105 $ 1,998 48,330 X 29,28,08 48,330 OILSANDS QUEST INC. COMMON STOCK 678046103 $ 47 19,000 X 28 19,000 OLD DOMINION FREIGHT COMMON STOCK 679580100 $ 420 13,940 X 23,28 13,940 OLD DOMINION FREIGHT COMMON STOCK 679580100 $ 14,173 470,070 X 470,070 OLD NATIONAL BANCORP COMMON STOCK 680033107 $ 341 20,540 X 28 20,540 OLD NATIONAL BANCORP COMMON STOCK 680033107 $ 3,788 228,030 X 228,030 OLD REPUBLIC INTL CORP COMMON STOCK 680223104 $ 8,124 382,124 X 28 382,124 OLIN CORP COMMON STOCK 680665205 $ 3,653 173,958 X 28,29 173,958 OLIN CORP COMMON STOCK 680665205 $ 399 19,000 X 19,000 OLYMPIC STEEL, INC. COMMON STOCK 68162K106 $ 5,466 190,720 X 190,720 OM GROUP, INC. COMMON STOCK 670872100 $ 1,011 19,100 X 28,08 19,100 OMEGA HEALTHCARE COMMON STOCK 681936100 $ 1,439 90,900 X 08,28,19 90,900 OMEGA HEALTHCARE COMMON STOCK 681936100 $ 1,863 117,660 X 117,660 OMEGA NAVIGATION ENT, INC OTHER SECURITY Y6476R105 $ 9,972 458,480 X 458,480 OMNICARE, INC. COMMON STOCK 681904108 $ 7,425 205,900 X 28 205,900 OMNICELL INC. COMMON STOCK 68213N109 $ 2,969 142,898 X 28,05 ,23,24 142,898 OMNICOM GROUP, INC. COMMON STOCK 681919106 $ 6,750 127,542 X 08 ,28 127,542 OMNICOM GROUP, INC. COMMON STOCK 681919106 $ 19,542 369,280 X 369,280 OMNITURE, INC. COMMON STOCK 68212S109 $ 206 9,000 X 28 9,000 OMNIVISION COMMON STOCK 682128103 $ 304 16,778 X 08 ,28 16,778 OMRIX BIOPHARM., INC. COMMON STOCK 681989109 $ 1,568 49,845 X 19,28,24 49,845 ON SEMICONDUCTOR CORP. COMMON STOCK 682189105 $ 4,051 377,914 X 08 ,28,19,23 377,914 ON SEMICONDUCTOR CORP. COMMON STOCK 682189105 $ 696 64,930 X 64,930 ON2 TECHNOLOGIES INC. COMMON STOCK 68338A107 $ 121 40,300 X 28 40,300 ONEOK INC. COMMON STOCK 682680103 $ 9,589 190,226 X 28 190,226 ONYX PHARMACEUTICALS,INC. COMMON STOCK 683399109 $ 1,009 37,520 X 28,08 37,520 OPENTV CORP. COMMON STOCK G67543101 $ 26 12,400 X 28 12,400 OPENWAVE SYSTEMS INC. COMMON STOCK 683718308 $ 152 24,314 X 28 24,314 OPLINK COMMUNICATIONS COMMON STOCK 68375Q403 $ 1,309 87,256 X 28,29,24 87,256 OPNEXT, INC. COMMON STOCK 68375V105 $ 714 53,900 X 28,24 53,900 OPNEXT, INC. COMMON STOCK 68375V105 $ 484 36,520 X 36,520 OPSWARE INC COMMON STOCK 68383A101 $ 994 104,488 X 28,24 104,488 OPSWARE INC COMMON STOCK 68383A101 $ 1,421 149,430 X 149,430 OPTION CARE INC. COMMON STOCK 683948103 $ 532 34,554 X 19,28 34,554 OPTIONSXPRESS INC COMMON STOCK 684010101 $ 269 10,500 X 28 10,500 OPTIUM CORPORATION COMMON STOCK 68402T107 $ 447 35,300 X 28,24 35,300 ORACLE CORP. COMMON STOCK 68389X105 $ 28,473 1,444,609 X 08 ,28 1,444,609 ORACLE CORP. COMMON STOCK 68389X105 $ 35,005 1,775,991 X 1,775,991 ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 $ 330 40,373 X 28,29 40,373 ORBITAL SCIENCES CORP. COMMON STOCK 685564106 $ 1,242 59,122 X 08 ,28,29 59,122 ORIFLAME COSMETICS SA OTHER SECURITY B00G256 $ 527 11,218 X 28 11,218 OSHKOSH TRUCK CORP. COMMON STOCK 688239201 $ 8,066 128,200 X 28 128,200 OSHKOSH TRUCK CORP. COMMON STOCK 688239201 $ 5,231 83,140 X 83,140 OSI PHARMACEUTICALS INC COMMON STOCK 671040103 $ 2,314 63,897 X 29,28,23 63,897 OTTER TAIL POWER CO COMMON STOCK 689648103 $ 229 7,140 X 28 7,140 OVERHILL FARMS, INC. COMMON STOCK 690212105 $ 907 161,400 X 161,400 OVERSEAS SHIPHLDG GRP COMMON STOCK 690368105 $ 3,731 45,840 X 08 ,28 45,840 OWENS & MINOR, INC. COMMON STOCK 690732102 $ 391 11,192 X 28 11,192 OWENS- ILLINOIS INC. COMMON STOCK 690768403 $ 368 10,500 X 10,500 OXFORD INDUSTRIES, INC. COMMON STOCK 691497309 $ 295 6,657 X 08,28 6,657 P.F. CHANGS CHINA BISTRO COMMON STOCK 69333Y108 $ 256 7,285 X 28 7,285 P.F. CHANGS CHINA BISTRO COMMON STOCK 69333Y108 $ 10,980 311,942 X 26 311,942 PACCAR, INC. COMMON STOCK 693718108 $ 7,658 87,981 X 08 ,28 87,981 PACER INTERNATIONAL, INC. COMMON STOCK 69373H106 $ 678 28,824 X 11 ,08 ,28,29 28,824 PACIFIC CAPITAL BANCORP COMMON STOCK 69404P101 $ 1,861 68,970 X 29,28,23,08 68,970 PACIFIC SUNWEAR OF CALIF. COMMON STOCK 694873100 $ 3,563 161,960 X 19,28 161,960 PACKAGING CORP COMMON STOCK 695156109 $ 3,499 138,260 X 28 138,260 PACKAGING CORP COMMON STOCK 695156109 $ 18,892 746,410 X 746,410 PACKETEER INC COMMON STOCK 695210104 $ 91 11,629 X 28 11,629 PACTIV CORP. COMMON STOCK 695257105 $ 1,561 48,936 X 28 48,936 PAETEC HOLDING CO. COMMON STOCK 695459107 $ 345 30,600 X 29,28 30,600 PAIN THERAPEUTICS, INC. COMMON STOCK 69562K100 $ 96 11,010 X 28 11,010 PALL CORP COMMON STOCK 696429307 $ 1,729 37,591 X 28 37,591 PALM INC. COMMON STOCK 696643105 $ 4,210 262,985 X 28,08 262,985 PALOMAR MEDICAL TECHN. COMMON STOCK 697529303 $ 560 16,135 X 28,29 16,135 PANERA BREAD COMPANY-CL A COMMON STOCK 69840W108 $ 5,988 130,010 X 130,010 PANTRY INC. COMMON STOCK 698657103 $ 746 16,175 X 28,08 16,175 PAPA JOHN'S INTERNATIONAL COMMON STOCK 698813102 $ 1,262 43,868 X 08 ,28,23 43,868 PAR PHARMACEUTICAL COMMON STOCK 69888P106 $ 2,255 79,870 X 08,28 79,870 PARALLEL PETROLEUM CORP. COMMON STOCK 699157103 $ 991 45,265 X 28,11 45,265 PARALLEL PETROLEUM CORP. COMMON STOCK 699157103 $ 3,371 153,928 X 153,928 PARAMETRIC TECHNOLOGY COMMON STOCK 699173209 $ 6,284 290,805 X 19,28,08 290,805 PARAMETRIC TECHNOLOGY COMMON STOCK 699173209 $ 11,545 534,252 X 534,252 PAREXEL INTERNATIONAL COMMON STOCK 699462107 $ 1,091 25,951 X 28,19 25,951 PAREXEL INTERNATIONAL COMMON STOCK 699462107 $ 475 11,300 X 11,300 PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 $ 405 14,363 X 28,08 14,363 PARK NATIONAL CORP COMMON STOCK 700658107 $ 249 2,941 X 28 2,941 PARKER DRILLING CO. COMMON STOCK 701081101 $ 412 39,112 X 29,28 39,112 PARKER HANNIFIN CORP. COMMON STOCK 701094104 $ 4,284 43,756 X 08 ,28 43,756 PARKER HANNIFIN CORP. COMMON STOCK 701094104 $ 23,479 239,800 X 239,800 PARKWAY PROP (LONG) COMMON STOCK 70159Q104 $ 1,695 35,282 X 28,08 35,282 PARMALAT SPA REGS COMMON STOCK B09RG69 $ 955 225,854 X 28 225,854 PARTICLE DRILLING TECH COMMON STOCK 70212G101 $ 33 15,000 X 15,000 PARTNERS TRUST FINANCIAL COMMON STOCK 70213F102 $ 321 30,572 X 28,08 30,572 PATHMARK STORES INC COMMON STOCK 70322A101 $ 153 11,768 X 28 11,768 PATTERSON COS INC. COMMON STOCK 703395103 $ 1,647 44,200 X 28 44,200
PATTERSON COS INC. COMMON STOCK 703395103 $ 7,419 199,060 X 199,060 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 $ 7,109 271,240 X 28 271,240 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 $ 6,511 248,400 X 248,400 PAYCHEX, INC. COMMON STOCK 704326107 $ 5,234 133,802 X 08 ,28 133,802 PAYLESS SHOESOURCE COMMON STOCK 704379106 $ 6,077 192,611 X 08 ,28,23 192,611 PC CONNECTION INC COMMON STOCK 69318J100 $ 237 17,900 X 28,08 17,900 PC MALL, INC. COMMON STOCK 69323K100 $ 217 17,722 X 23 17,722 PDL BIOPHARMA INC COMMON STOCK 69329Y104 $ 4,559 195,665 X 28 195,665 PEABODY ENERGY CORP. COMMON STOCK 704549104 $ 4,417 91,300 X 28 91,300 PEABODY ENERGY CORP. COMMON STOCK 704549104 $ 11,485 237,384 X 237,384 PEDIATRIX MEDICAL GROUP COMMON STOCK 705324101 $ 1,764 31,980 X 25 31,980 PEETS COFFEE AND TEA COMMON STOCK 705560100 $ 1,251 50,803 X 26 50,803 PENN NATIONAL GAMING COMMON STOCK 707569109 $ 5,373 89,410 X 89,410 PENN-VIRGINIA CORP. COMMON STOCK 707882106 $ 409 10,180 X 28 10,180 PENNSYLVANIA REIT COMMON STOCK 709102107 $ 2,911 65,667 X 08 ,28 65,667 PENSON WORLDWIDE COMMON STOCK 709600100 $ 841 34,300 X 28,19 34,300 PENTAIR, INC. COMMON STOCK 709631105 $ 6,683 173,260 X 28 173,260 PEOPLES BANCORP, INC. COMMON STOCK 709789101 $ 375 13,835 X 28,08 13,835 PEP BOYS COMMON STOCK 713278109 $ 262 12,983 X 28 12,983 PEPCO HOLDINGS INC COMMON STOCK 713291102 $ 9,392 333,032 X 28 333,032 PEPSI BOTTLING GROUP INC. COMMON STOCK 713409100 $ 1,776 52,721 X 28 52,721 PEPSI BOTTLING GROUP INC. COMMON STOCK 713409100 $ 1,027 30,500 X 30,500 PEPSIAMERICAS INC. COMMON STOCK 71343P200 $ 2,277 92,700 X 28 92,700 PEPSICO, INC. COMMON STOCK 713448108 $ 37,497 578,204 X 28 578,204 PEPSICO, INC. COMMON STOCK 713448108 $ 27,857 429,560 X 429,560 PERFICIENT, INC. COMMON STOCK 71375U101 $ 977 47,200 X 28,24 47,200 PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 $ 310 9,551 X 28 9,551 PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 $ 7,258 223,406 X 223,406 PERICOM SEMICNDUCTOR CORP COMMON STOCK 713831105 $ 161 14,400 X 28,08 14,400 PERICOM SEMICNDUCTOR CORP COMMON STOCK 713831105 $ 1,116 100,000 X 100,000 PERINI CORP COMMON STOCK 713839108 $ 2,174 35,334 X 28,23 35,334 PERKINELMER, INC. COMMON STOCK 714046109 $ 949 36,421 X 08 ,28 36,421 PERKINELMER, INC. COMMON STOCK 714046109 $ 965 37,030 X 37,030 PEROT SYSTEMS CORP - A COMMON STOCK 714265105 $ 1,153 67,648 X 28,08 67,648 PERRIGO CO. COMMON STOCK 714290103 $ 3,423 174,811 X 08,28 174,811 PERRY ELLIS INTERNATIONAL COMMON STOCK 288853104 $ 1,730 53,771 X 28,29,23,08 53,771 PETROBANK ENERGY & RES OTHER SECURITY 71645P106 $ 938 37,500 X 11 37,500 PETROHAWK ENERGY CORP. COMMON STOCK 716495106 $ 2,830 178,409 X 29,08,28,11 178,409 PETROHAWK ENERGY CORP. COMMON STOCK 716495106 $ 1,190 75,000 X 75,000 PETROLEO BRASILEIRO ADR OTHER SECURITY 71654V408 $ 1,826 15,060 X 27 15,060 PETROLEUM DEVELOPMENT COMMON STOCK 716578109 $ 231 4,856 X 28 4,856 PETROQUEST ENERGY, INC. COMMON STOCK 716748108 $ 164 11,300 X 28 11,300 PETSMART, INC. COMMON STOCK 716768106 $ 7,446 229,476 X 28 229,476 PFF BANCORP INC. COMMON STOCK 69331W104 $ 238 8,505 X 29,28 8,505 PFIZER, INC. COMMON STOCK 717081103 $ 74,174 2,900,835 X 08 ,19,26,28 2,900,835 PFIZER, INC. COMMON STOCK 717081103 $ 70,715 2,765,546 X 2,765,546 PG & E CORP COMMON STOCK 69331C108 $ 5,707 125,972 X 08 ,19,28 125,972 PHARMACEUTICAL PROD DEV COMMON STOCK 717124101 $ 6,605 172,600 X 28 172,600 PHARMACEUTICAL PROD DEV COMMON STOCK 717124101 $ 9,538 249,234 X 249,234 PHARMANET DEV. GROUP INC. COMMON STOCK 717148100 $ 387 12,151 X 28,23 12,151 PHARMION CORP COMMON STOCK 71715B409 $ 205 7,065 X 28 7,065 PHARMION CORP COMMON STOCK 71715B409 $ 2,951 101,940 X 101,940 PHH CORP COMMON STOCK 693320202 $ 434 13,920 X 28 13,920 PHILADELPHIA CONS HLDG CO COMMON STOCK 717528103 $ 577 13,802 X 19,23 13,802 PHILLIPS VAN HEUSEN CORP. COMMON STOCK 718592108 $ 5,864 96,810 X 08 ,28 96,810 PHILLIPS VAN HEUSEN CORP. COMMON STOCK 718592108 $ 5,033 83,100 X 83,100 PHOENIX COMPANIES INC. COMMON STOCK 71902E109 $ 1,116 74,376 X 08,29,28 74,376 PHOTRONICS, INC. COMMON STOCK 719405102 $ 439 29,492 X 28,08 29,492 PHOTRONICS, INC. COMMON STOCK 719405102 $ 626 42,100 X 42,100 PHYSICIANS FORMULA COMMON STOCK 719427106 $ 1,039 66,060 X 19 66,060 PHYSICIANS FORMULA COMMON STOCK 719427106 $ 12,848 817,060 X 817,060 PICO HOLDINGS COMMON STOCK 693366205 $ 682 15,758 X 26 15,758 PIEDMONT NATURAL GAS INC COMMON STOCK 720186105 $ 710 28,800 X 29,28 28,800 PIEDMONT NATURAL GAS INC COMMON STOCK 720186105 $ 2,056 83,400 X 83,400 PIER 1 IMPORTS, INC. COMMON STOCK 720279108 $ 204 24,000 X 28 24,000 PILGRIMS PRIDE CORP COMMON STOCK 721467108 $ 847 22,200 X 19,28 22,200 PINNACLE ENTERTAINMENT COMMON STOCK 723456109 $ 456 16,196 X 28 16,196 PINNACLE FIN. PARTNERS COMMON STOCK 72346Q104 $ 455 15,500 X 28,24 15,500 PINNACLE WEST CAPITAL COMMON STOCK 723484101 $ 1,551 38,925 X 08 ,28 38,925 PIONEER COMPANIES INC COMMON STOCK 723643300 $ 744 21,637 X 28,23 21,637 PIONEER DRILLING CO. COMMON STOCK 723655106 $ 200 13,445 X 28 13,445 PIONEER NATURAL RESOURCES COMMON STOCK 723787107 $ 10,305 211,548 X 28 211,548 PIPER JAFFRAY COS., INC. COMMON STOCK 724078100 $ 595 10,679 X 28,08 10,679 PITNEY BOWES INC. COMMON STOCK 724479100 $ 3,333 71,196 X 28 71,196 PITNEY BOWES INC. COMMON STOCK 724479100 $ 829 17,700 X 17,700 PLAINS EXPLORATION & PRO. COMMON STOCK 726505100 $ 5,768 120,636 X 08 ,28 120,636 PLANTRONICS, INC. COMMON STOCK 727493108 $ 2,332 88,941 X 28 88,941 PLATINUM UNDERWRITERS OTHER SECURITY G7127P100 $ 2,457 70,700 X 08 ,28 70,700 PLAYTEX PRODUCTS, INC. COMMON STOCK 72813P100 $ 274 18,475 X 08 ,28 18,475 PLEXUS CORP. COMMON STOCK 729132100 $ 637 27,704 X 29,08,28 27,704 PLEXUS CORP. COMMON STOCK 729132100 $ 890 38,700 X 38,700 PLUM CREEK TIMBER CO INC COMMON STOCK 729251108 $ 2,370 56,885 X 28 56,885 PMA CAPITAL CORP. COMMON STOCK 693419202 $ 1,206 112,823 X 28,08 112,823 PMC - SIERRA INC. COMMON STOCK 69344F106 $ 836 108,111 X 28 108,111 PMI GROUP INC. COMMON STOCK 69344M101 $ 6,843 153,187 X 28 153,187 PMI GROUP INC. COMMON STOCK 69344M101 $ 8,372 187,428 X 187,428 PNC FINANCIAL SERV. GROUP COMMON STOCK 693475105 $ 13,069 182,576 X 08 ,19,26,28 182,576 PNC FINANCIAL SERV. GROUP COMMON STOCK 693475105 $ 17,039 238,040 X 238,040 PNM RESOURCES INC COMMON STOCK 69349H107 $ 6,036 217,200 X 11 ,28,08 217,200 PNM RESOURCES INC COMMON STOCK 69349H107 $ 570 20,500 X 20,500 POGO PRODUCING CO. COMMON STOCK 730448107 $ 5,034 99,106 X 28 99,106 POLARIS INC. COMMON STOCK 731068102 $ 569 10,500 X 28 10,500 POLO RALPH LAUREN CORP COMMON STOCK 731572103 $ 2,335 23,800 X 28 23,800 POLYCOM INC COMMON STOCK 73172K104 $ 6,599 196,402 X 08,28 196,402
POLYMEDICA CORP. COMMON STOCK 731738100 $ 284 6,953 X 28 6,953 POLYONE CORPORATION COMMON STOCK 73179P106 $ 300 41,688 X 29,28 41,688 POLYPORE INT'L, INC. COMMON STOCK 73179V103 $ 2,773 157,800 X 157,800 PONIARD PHARM. COMMON STOCK 732449301 $ 72 10,600 X 28 10,600 PONIARD PHARM. COMMON STOCK 732449301 $ 587 86,290 X 86,290 POOL CORP. COMMON STOCK 73278L105 $ 1,017 26,050 X 25 26,050 POOL CORP. COMMON STOCK 73278L105 $ 5,579 142,954 X 26 142,954 PORTFOLIO RECOVERY ASSOC. COMMON STOCK 73640Q105 $ 301 5,022 X 28 5,022 PORTLAND GEN ELECTRIC COMMON STOCK 736508847 $ 653 23,800 X 28,29 23,800 PORTLAND GEN ELECTRIC COMMON STOCK 736508847 $ 6,495 236,700 X 236,700 POST PROPERTIES INC. COMMON STOCK 737464107 $ 3,262 62,576 X 08 ,28 62,576 POTLATCH CORP COMMON STOCK 737630103 $ 3,173 73,695 X 28 73,695 POWER-ONE INC. COMMON STOCK 739308104 $ 76 19,100 X 28 19,100 POWERWAVE TECH., INC. COMMON STOCK 739363109 $ 5,754 858,776 X 08,28,19,25 858,776 POWERWAVE TECH., INC. COMMON STOCK 739363109 $ 17,283 2,579,554 X 2,579,554 POZEN INC COMMON STOCK 73941U102 $ 643 35,581 X 08 ,28,23 35,581 PPG INDUSTRIES INC COMMON STOCK 693506107 $ 4,110 54,006 X 28 54,006 PPL CORPORATION COMMON STOCK 69351T106 $ 5,810 124,162 X 28 124,162 PRAXAIR INC COMMON STOCK 74005P104 $ 8,871 123,232 X 08 ,28 123,232 PRAXAIR INC COMMON STOCK 74005P104 $ 1,303 18,100 X 18,100 PRE-PAID LEGAL SERVICES COMMON STOCK 740065107 $ 757 11,776 X 28,23 11,776 PRECISION CASTPARTS COMMON STOCK 740189105 $ 6,177 50,900 X 28 50,900 PRECISION CASTPARTS COMMON STOCK 740189105 $ 9,972 82,170 X 82,170 PREFERRED BANK, LA COMMON STOCK 740367107 $ 201 5,034 X 28,23 5,034 PREMIER EXHIBITIONS INC. COMMON STOCK 74051E102 $ 1,304 82,727 X 26 82,727 PREMIERE GLOBAL SERVICES COMMON STOCK 740585104 $ 2,618 201,077 X 28,23,08 201,077 PRESTIGE BRANDS HOLD. INC COMMON STOCK 74112D101 $ 160 12,300 X 08,28 12,300 PRESTIGE BRANDS HOLD. INC COMMON STOCK 74112D101 $ 3,114 239,900 X 239,900 PRICELINE.COM INC COMMON STOCK 741503403 $ 4,105 59,722 X 08 ,19,29,28,23 59,722 PRIDE INTERNATIONAL, INC. COMMON STOCK 74153Q102 $ 10,763 287,328 X 08 ,28 287,328 PRIMEDIA INC. COMMON STOCK 74157K101 $ 177 62,200 X 28 62,200 PRINCIPAL FIN GROUP, INC. COMMON STOCK 74251V102 $ 5,299 90,907 X 28 90,907 PROASSURANCE CORP. COMMON STOCK 74267C106 $ 636 11,417 X 08 ,28 11,417 PROCTER & GAMBLE CO. COMMON STOCK 742718109 $ 73,648 1,203,602 X 19,08 ,26,28 1,203,602 PROCTER & GAMBLE CO. COMMON STOCK 742718109 $109,823 1,794,790 X 1,794,790 PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 $ 401 18,575 X 08 ,28 18,575 PROGRESS ENERGY INC COMMON STOCK 743263105 $ 3,760 82,477 X 28 82,477 PROGRESS SOFTWARE CORP. COMMON STOCK 743312100 $ 863 27,135 X 28,08 27,135 PROGRESSIVE CORP-OHIO COMMON STOCK 743315103 $ 6,107 255,200 X 28 255,200 PROLOGIS COMMON STOCK 743410102 $ 5,676 99,761 X 08 ,19,28 99,761 PROSPERITY BANCSHARES COMMON STOCK 743606105 $ 1,024 31,268 X 23,28,08 31,268 PROTECTIVE LIFE CORP COMMON STOCK 743674103 $ 5,622 117,600 X 08 ,28 117,600 PROVIDENT BANKSHARES COMMON STOCK 743859100 $ 987 30,123 X 28,08 30,123 PROVIDENT BANKSHARES COMMON STOCK 743859100 $ 4,709 143,650 X 143,650 PROVIDENT FINANCIAL SRVS COMMON STOCK 74386T105 $ 282 17,906 X 28 17,906 PRUDENTIAL FINANCIAL, INC COMMON STOCK 744320102 $ 16,601 170,743 X 28 170,743 PRUDENTIAL FINANCIAL, INC COMMON STOCK 744320102 $ 30,377 312,425 X 312,425 PS BUSINESS PARKS INC COMMON STOCK 69360J107 $ 256 4,045 X 28 4,045 PSS WORLD MEDICAL, INC. COMMON STOCK 69366A100 $ 1,390 76,282 X 23,28,29,08 76,282 PSYCHIATRIC SOLUTIONS COMMON STOCK 74439H108 $ 4,853 133,844 X 28,08 133,844 PSYCHIATRIC SOLUTIONS COMMON STOCK 74439H108 $ 650 17,930 X 17,930 PUBLIC SERVICE ENT COMMON STOCK 744573106 $ 8,129 92,611 X 28 92,611 PUBLIC STORAGE COMMON STOCK 74460D109 $ 3,027 39,400 X 28 39,400 PUGET ENERGY INC. COMMON STOCK 745310102 $ 4,556 188,400 X 28 188,400 PULTE HOMES, INC. COMMON STOCK 745867101 $ 1,591 70,882 X 28 70,882 QIMONDA AG ADR OTHER SECURITY 746904101 $ 6,465 418,418 X 418,418 QLOGIC CORP. COMMON STOCK 747277101 $ 1,135 68,190 X 28 68,190 QUADRA REALTY TRUST, INC. COMMON STOCK 746945104 $ 505 40,380 X 28,19 40,380 QUADRA REALTY TRUST, INC. COMMON STOCK 746945104 $ 16,217 1,296,350 X 1,296,350 QUALCOMM, INC. COMMON STOCK 747525103 $ 25,851 595,778 X 08 ,28 595,778 QUALCOMM, INC. COMMON STOCK 747525103 $ 28,218 650,326 X 650,326 QUANEX CORP COMMON STOCK 747620102 $ 2,689 55,225 X 08 ,29,28 55,225 QUANTA SERVICES INC. COMMON STOCK 74762E102 $ 6,109 199,200 X 28 199,200 QUANTUM CORP-DLT & STORAG COMMON STOCK 747906204 $ 290 91,602 X 08,28 91,602 QUEST DIAGNOSTICS, INC. COMMON STOCK 74834L100 $ 2,922 56,572 X 28 56,572 QUEST DIAGNOSTICS, INC. COMMON STOCK 74834L100 $ 652 12,620 X 12,620 QUEST SOFTWARE, INC. COMMON STOCK 74834T103 $ 556 34,362 X 08,28 34,362 QUEST SOFTWARE, INC. COMMON STOCK 74834T103 $ 5,961 368,190 X 368,190 QUESTAR CORPORATION COMMON STOCK 748356102 $ 3,409 64,500 X 28 64,500 QUESTAR CORPORATION COMMON STOCK 748356102 $ 1,456 27,557 X 27,557 QUICKSILVER RESOURCES INC COMMON STOCK 74837R104 $ 4,086 91,661 X 28 91,661 QUICKSILVER RESOURCES INC COMMON STOCK 74837R104 $ 263 5,909 X 5,909 QUIKSILVER, INC. COMMON STOCK 74838C106 $ 872 61,700 X 19,28 61,700 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 $ 6,174 636,453 X 08 ,19,28 636,453 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 $ 3,238 333,800 X 333,800 R & G FIN CORP COMMON STOCK 749136107 $ 127 34,250 X 08 34,250 R.R. DONNELLEY & SONS CO. COMMON STOCK 257867101 $ 3,055 70,206 X 08 ,28 70,206 R.R. DONNELLEY & SONS CO. COMMON STOCK 257867101 $ 3,820 87,800 X 87,800 RACKABLE SYSTEMS, INC. COMMON STOCK 750077109 $ 1,901 153,790 X 153,790 RADIAN GROUP INC. COMMON STOCK 750236101 $ 7,157 132,533 X 28 132,533 RADIANT SYSTEMS INC. COMMON STOCK 75025N102 $ 1,154 87,135 X 28,19 87,135 RADIANT SYSTEMS INC. COMMON STOCK 75025N102 $ 1,537 116,100 X 116,100 RADIO ONE INC. CLASS D COMMON STOCK 75040P405 $ 945 133,860 X 28,08 133,860 RADIOSHACK CORP COMMON STOCK 750438103 $ 1,825 55,071 X 08 ,28 55,071 RADISYS CORP COMMON STOCK 750459109 $ 143 11,560 X 08,28 11,560 RAIT INVESTMENT TRUST COMMON STOCK 749227104 $ 1,091 41,923 X 19,28 41,923 RALCORP HOLDINGS INC COMMON STOCK 751028101 $ 937 17,523 X 28,08 17,523 RAM ENERGY RESOURCES INC. COMMON STOCK 75130P109 $ 16,124 2,974,918 X 2,974,918 RAMCO-GERSHENSON COMMON STOCK 751452202 $ 529 14,714 X 08 ,28,29 14,714 RANGE RESOURCES CORP. COMMON STOCK 75281A109 $ 1,394 37,263 X 37,263 RARE HOSPITALITY INTL COMMON STOCK 753820109 $ 267 9,971 X 28 9,971 RARE HOSPITALITY INTL COMMON STOCK 753820109 $ 10,685 399,140 X 399,140 RAVEN INDUSTRIES INC COMMON STOCK 754212108 $ 211 5,897 X 11 ,28 5,897 RAYMOND JAMES FINANCIAL, COMMON STOCK 754730109 $ 4,654 150,605 X 28 150,605
RAYONIER, INC. COMMON STOCK 754907103 $ 6,011 133,157 X 28 133,157 RAYONIER, INC. COMMON STOCK 754907103 $ 2,627 58,200 X 58,200 RAYTHEON CO. COMMON STOCK 755111507 $ 8,943 165,947 X 08 ,28 165,947 RAYTHEON CO. COMMON STOCK 755111507 $ 29,460 546,670 X 546,670 RBC BEARINGS INC. COMMON STOCK 75524B104 $ 239 5,800 X 28 5,800 RC2 CORP. COMMON STOCK 749388104 $ 899 22,465 X 28,08 22,465 RCN CORP. COMMON STOCK 749361200 $ 361 19,230 X 28,29 19,230 REALNETWORKS INC COMMON STOCK 75605L104 $ 565 69,128 X 28,29 69,128 REALTY INCOME CORP COMMON STOCK 756109104 $ 690 27,400 X 28 27,400 REDDY ICE HOLDINGS INC. COMMON STOCK 75734R105 $ 574 20,115 X 28,08 20,115 REDWOOD TRUST INC. COMMON STOCK 758075402 $ 277 5,720 X 28 5,720 REGAL ENTERTAINMENT GROUP COMMON STOCK 758766109 $ 850 38,779 X 23 38,779 REGAL-BELOIT CORPORATION COMMON STOCK 758750103 $ 1,593 34,236 X 28,08 34,236 REGAL-BELOIT CORPORATION COMMON STOCK 758750103 $ 6,994 150,270 X 150,270 REGENCY CENTERS CORP. COMMON STOCK 758849103 $ 8,093 114,800 X 28 114,800 REGENERATION TECHNOLOGIES COMMON STOCK 75886N100 $ 120 10,700 X 28 10,700 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 $ 405 22,577 X 08 ,28 22,577 REGIONS FINANCIAL CORP. COMMON STOCK 7591EP100 $ 8,168 246,756 X 28 246,756 REGIS CORP. COMMON STOCK 758932107 $ 3,421 89,429 X 23,28 89,429 REGIS CORP. COMMON STOCK 758932107 $ 949 24,800 X 24,800 REINSURANCE GROUP OF AMER COMMON STOCK 759351109 $ 355 5,899 X 23 5,899 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 $ 6,363 113,100 X 19,28 113,100 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 $ 771 13,700 X 13,700 RENASANT COMPANY COMMON STOCK 75970E107 $ 380 16,693 X 28,08 16,693 RENT-A-CENTER, INC. COMMON STOCK 76009N100 $ 5,125 195,397 X 28,08 195,397 RENTECH, INC. COMMON STOCK 760112102 $ 143 55,400 X 28 55,400 REPUBLIC AIRWAYS, INC. COMMON STOCK 760276105 $ 2,800 137,600 X 28,19,29,08 137,600 REPUBLIC PROPERTY TRUST COMMON STOCK 760737106 $ 129 10,555 X 28 10,555 REPUBLIC SERVICES INC COMMON STOCK 760759100 $ 8,871 289,523 X 28 289,523 RES-CARE, INC. COMMON STOCK 760943100 $ 299 14,145 X 28,08 14,145 RESEARCH IN MOTION LTD OTHER SECURITY 760975102 $ 3,440 17,200 X 17,200 RESMED, INC. COMMON STOCK 761152107 $ 5,323 129,000 X 28 129,000 RESMED, INC. COMMON STOCK 761152107 $ 5,568 134,950 X 134,950 RESOURCES CONNECTIONS INC COMMON STOCK 76122Q105 $ 486 14,655 X 28 14,655 RESPIRONICS INC. COMMON STOCK 761230101 $ 2,285 53,648 X 11 53,648 RETAIL VENTURES, INC. COMMON STOCK 76128Y102 $ 484 30,005 X 28,08 30,005 REVLON, INC. - CLASS A COMMON STOCK 761525500 $ 73 53,407 X 28 53,407 REWARDS NETWORK, INC. COMMON STOCK 761557107 $ 82 20,090 X 23 20,090 REYNOLDS AMERICAN, INC. COMMON STOCK 761713106 $ 4,308 66,070 X 08 ,28 66,070 REYNOLDS AMERICAN, INC. COMMON STOCK 761713106 $ 25,251 387,284 X 387,284 RF MICRO DEVICES INC COMMON STOCK 749941100 $ 2,671 428,081 X 08,28 428,081 RF MICRO DEVICES INC COMMON STOCK 749941100 $ 7,821 1,253,343 X 1,253,343 RIGHTNOW TECHNOLOGIES INC COMMON STOCK 76657R106 $ 366 22,307 X 28,11 22,307 RITCHIE BROS. AUCTIONEERS OTHER SECURITY 767744105 $ 1,628 26,000 X 11 26,000 RITE AID CORP COMMON STOCK 767754104 $ 4,219 661,310 X 661,310 RIVERBED TECHNOLOGY, INC. COMMON STOCK 768573107 $ 1,442 32,900 X 05 32,900 RLI CORP. COMMON STOCK 749607107 $ 527 9,414 X 08,28 9,414 ROBBINS & MYERS, INC. COMMON STOCK 770196103 $ 294 5,530 X 19,23,28 5,530 ROBERT HALF INTL COMMON STOCK 770323103 $ 1,957 53,606 X 28 53,606 ROCHE HOLDINGS AG ADR OTHER SECURITY 771195104 $ 4,133 46,600 X 26 46,600 ROCK-TENN CO. COMMON STOCK 772739207 $ 3,367 106,144 X 28,08,23 106,144 ROCKWELL AUTOMATION, INC. COMMON STOCK 773903109 $ 4,387 63,176 X 08 ,28 63,176 ROCKWELL COLLINS, INC. COMMON STOCK 774341101 $ 3,917 55,455 X 28 55,455 ROCKWELL COLLINS, INC. COMMON STOCK 774341101 $ 15,170 214,745 X 214,745 ROCKWELL MEDICAL TECH COMMON STOCK 774374102 $ 1,193 215,000 X 215,000 ROCKWOOD HOLDINGS, INC. COMMON STOCK 774415103 $ 1,195 32,700 X 28,08 32,700 ROFIN-SINAR TECHNOLGIES COMMON STOCK 775043102 $ 1,742 25,242 X 28,11 25,242 ROHM & HAAS CO. COMMON STOCK 775371107 $ 6,620 121,077 X 08 ,28,26 121,077 ROLLINS INC COMMON STOCK 775711104 $ 2,061 90,526 X 28,11 90,526 ROPER INDUSTRIES INC. COMMON STOCK 776696106 $ 8,334 145,950 X 28 145,950 ROSETTA RESOURCES, INC. COMMON STOCK 777779307 $ 560 26,005 X 29,08,28 26,005 ROSETTA RESOURCES, INC. COMMON STOCK 777779307 $ 241 11,200 X 11,200 ROSS STORES, INC. COMMON STOCK 778296103 $ 7,474 242,654 X 28 242,654 ROWAN COS. INC. COMMON STOCK 779382100 $ 1,934 47,186 X 28 47,186 ROYAL CARIBBEAN CRUISES OTHER SECURITY V7780T103 $ 805 18,725 X 18,725 ROYAL GOLD INC. COMMON STOCK 780287108 $ 9,334 392,690 X 392,690 RPC, INC. COMMON STOCK 749660106 $ 432 25,338 X 28,08 25,338 RPC, INC. COMMON STOCK 749660106 $ 1,302 76,400 X 76,400 RPM INC-OHIO COMMON STOCK 749685103 $ 4,842 209,500 X 19,28 209,500 RTI INTERNATIONAL METALS COMMON STOCK 74973W107 $ 476 6,310 X 28 6,310 RUBY TUESDAY INC. COMMON STOCK 781182100 $ 3,256 123,660 X 28,29 123,660 RUDDICK CORP. COMMON STOCK 781258108 $ 2,343 77,789 X 08,11 ,28 77,789 RURAL CELLULAR CORP CL A COMMON STOCK 781904107 $ 204 4,666 X 08 ,23,28 4,666 RURAL/METRO CORP. COMMON STOCK 781748108 $ 1,583 277,206 X 25 277,206 RUSH ENTERPRISES CLASS A COMMON STOCK 781846209 $ 317 14,600 X 28,29 14,600 RUTH'S CHRIS STEAK HOUSE COMMON STOCK 783332109 $ 2,539 149,459 X 149,459 RYDER SYSTEM, INC. COMMON STOCK 783549108 $ 1,098 20,405 X 28 20,405 RYERSON TULL INC COMMON STOCK 78375P107 $ 584 15,509 X 08,28 15,509 RYLAND GROUP INC COMMON STOCK 783764103 $ 2,794 74,767 X 28 74,767 S & T BANCORP INC COMMON STOCK 783859101 $ 204 6,201 X 28 6,201 S1 CORPORATION COMMON STOCK 78463B101 $ 148 18,478 X 28 18,478 SAFECO CORP. COMMON STOCK 786429100 $ 2,512 40,351 X 28 40,351 SAFEGUARD SCIENTIFICS, IN COMMON STOCK 786449108 $ 72 25,500 X 28 25,500 SAFETY INS GROUP INC. COMMON STOCK 78648T100 $ 1,346 32,505 X 28,08 32,505 SAFETY INS GROUP INC. COMMON STOCK 78648T100 $ 6,853 165,540 X 165,540 SAFEWAY INC. COMMON STOCK 786514208 $ 5,610 164,842 X 08 ,19,28 164,842 SAIA INC. COMMON STOCK 78709Y105 $ 244 8,955 X 29,28 8,955 SAIC, INC. COMMON STOCK 78390X101 $ 486 26,870 X 28 26,870 SAKS INCORPORATED COMMON STOCK 79377W108 $ 5,431 254,400 X 08 ,28 254,400 SALEM COMMUNICATIONS COMMON STOCK 794093104 $ 472 42,540 X 42,540 SALIX PHARMACEUTICALS LTD COMMON STOCK 795435106 $ 872 70,878 X 28,24 70,878 SALLY BEAUTY HOLDING INC COMMON STOCK 79546E104 $ 865 96,100 X 28,11 96,100 SANDERS MORRIS COMMON STOCK 80000Q104 $ 9,126 783,980 X 783,980 SANDERSON FARMS INC. COMMON STOCK 800013104 $ 241 5,359 X 28 5,359
SANDISK CORP COMMON STOCK 80004C101 $ 4,238 86,600 X 28 86,600 SANGAMO BIOSCIENCES INC COMMON STOCK 800677106 $ 4,064 500,500 X 500,500 SANMINA CORP. COMMON STOCK 800907107 $ 429 137,039 X 28,08 137,039 SANOFI-AVENTIS ADR OTHER SECURITY 80105N105 $ 2,646 65,700 X 26 65,700 SANTARUS, INC. COMMON STOCK 802817304 $ 144 27,900 X 28,29 27,900 SAPIENT CORPORATION COMMON STOCK 803062108 $ 1,965 254,222 X 28,25 254,222 SARA LEE, CORP. COMMON STOCK 803111103 $ 4,719 271,228 X 28 271,228 SARA LEE, CORP. COMMON STOCK 803111103 $ 653 37,500 X 37,500 SAUL CENTERS INC COMMON STOCK 804395101 $ 1,416 31,231 X 23,28,08 31,231 SAVIENT PHARMACEUTICALS COMMON STOCK 80517Q100 $ 576 46,352 X 08 ,29,28 46,352 SAVVIS INC COMMON STOCK 805423308 $ 467 9,430 X 29,28 9,430 SBA COMMUNICATIONS CORP. COMMON STOCK 78388J106 $ 3,254 96,868 X 26 96,868 SCAN SOURCE INC. COMMON STOCK 806037107 $ 282 8,820 X 29,28 8,820 SCANA CORP COMMON STOCK 80589M102 $ 7,695 200,979 X 08 ,28 200,979 SCBT FINANCIAL CORP. COMMON STOCK 78401V102 $ 220 6,042 X 28,08 6,042 SCHERING-PLOUGH CORP. COMMON STOCK 806605101 $ 24,745 812,927 X 08 ,28,26 812,927 SCHERING-PLOUGH CORP. COMMON STOCK 806605101 $ 15,568 511,436 X 511,436 SCHLUMBERGER LTD. OTHER SECURITY 806857108 $ 35,965 423,416 X 08 ,28 423,416 SCHLUMBERGER LTD. OTHER SECURITY 806857108 $ 6,371 75,000 X 75,000 SCHNITZER STEEL IND. COMMON STOCK 806882106 $ 747 15,579 X 28,08 15,579 SCHOLASTIC CORP COMMON STOCK 807066105 $ 3,072 85,477 X 28,08 85,477 SCHOLASTIC CORP COMMON STOCK 807066105 $ 988 27,500 X 27,500 SCHOOL SPECIALTY INC. COMMON STOCK 807863105 $ 216 6,108 X 28 6,108 SCHWEITZER MAUDUIT INTL COMMON STOCK 808541106 $ 2,023 65,242 X 28,08,25 65,242 SCIELE PHARMA INC COMMON STOCK 808627103 $ 2,530 107,383 X 28,29,24,19 107,383 SCIENTIFIC GAMES COMMON STOCK 80874P109 $ 9,272 265,300 X 28,05 265,300 SCIENTIFIC GAMES COMMON STOCK 80874P109 $ 4,532 129,660 X 129,660 SCOTTISH RE GROUP LTD COMMON STOCK G73537410 $ 63 12,900 X 28 12,900 SCRIPPS CO COMMON STOCK 811054204 $ 1,229 26,900 X 08 ,28 26,900 SEABOARD CORP. COMMON STOCK 811543107 $ 1,752 747 X 28,23 747 SEABRIGHT INSURANCE HOLD COMMON STOCK 811656107 $ 453 25,900 X 28,08 25,900 SEACOR HOLDINGS, INC. COMMON STOCK 811904101 $ 1,666 17,850 X 25 17,850 SEACOR HOLDINGS, INC. COMMON STOCK 811904101 $ 588 6,300 X 6,300 SEAGATE TECHNOLOGY HLDGS. COMMON STOCK G7945J104 $ 491 22,566 X 22,566 SEALED AIR CORP. COMMON STOCK 81211K100 $ 1,604 51,694 X 28 51,694 SEALY CORP. COMMON STOCK 812139301 $ 552 33,400 X 28,08 33,400 SEARS HOLDING CORP COMMON STOCK 812350106 $ 5,345 31,534 X 28 31,534 SECURE COMPUTING CORP. COMMON STOCK 813705100 $ 117 15,391 X 28 15,391 SECURITY BANK CORP COMMON STOCK 814047106 $ 694 34,546 X 28,19,08 34,546 SECURITY CAPITAL ASSURANC OTHER SECURITY G8018D107 $ 1,624 52,600 X 28,05 52,600 SEI CORP COMMON STOCK 784117103 $ 6,107 210,280 X 28 210,280 SELECT COMFORT CORP. COMMON STOCK 81616X103 $ 242 14,904 X 28 14,904 SELECTIVE INSURANCE GROUP COMMON STOCK 816300107 $ 1,545 57,468 X 28,08 57,468 SEMCO ENERGY INC. COMMON STOCK 78412D109 $ 179 23,039 X 28,23 23,039 SEMPRA ENERGY COMMON STOCK 816851109 $ 5,546 93,643 X 08 ,19,28 93,643 SEMPRA ENERGY COMMON STOCK 816851109 $ 35,888 605,910 X 605,910 SEMTECH CORP. COMMON STOCK 816850101 $ 2,601 150,065 X 28 150,065 SENIOR HOUSING PROP COMMON STOCK 81721M109 $ 1,593 78,297 X 28,08 78,297 SENOMYX INC COMMON STOCK 81724Q107 $ 139 10,300 X 28 10,300 SENSIENT TECHNOLOGIES COMMON STOCK 81725T100 $ 4,385 172,704 X 23,19,28,25,08 172,704 SEPRACOR, INC. COMMON STOCK 817315104 $ 7,647 186,432 X 08 ,28 186,432 SEQUA CORP., CLASS A COMMON STOCK 817320104 $ 1,325 11,831 X 28 11,831 SERVICE CORP INT'L COMMON STOCK 817565104 $ 2,385 186,630 X 25 186,630 SHAW GROUP INC COMMON STOCK 820280105 $ 528 11,400 X 19 11,400 SHERWIN-WILLIAMS CO COMMON STOCK 824348106 $ 2,997 45,091 X 08 ,28 45,091 SHIP FINANCE INTL OTHER SECURITY G81075106 $ 211 7,100 X 28 7,100 SHIRE PHARMACEUTICALS ADR OTHER SECURITY 82481R106 $ 5,567 75,100 X 75,100 SHOE CARNIVAL INC. COMMON STOCK 824889109 $ 291 10,600 X 28,08 10,600 SHUFFLE MASTER INC COMMON STOCK 825549108 $ 1,585 95,465 X 28,25 95,465 SHUFFLE MASTER INC COMMON STOCK 825549108 $ 6,202 373,591 X 373,591 SI INTERNATIONAL COMMON STOCK 78427V102 $ 1,011 30,628 X 28,08,11 30,628 SIERRA PACIFIC RESOURCES COMMON STOCK 826428104 $ 6,638 378,030 X 08 ,28 378,030 SIERRA WIRELESS INC. OTHER SECURITY 826516106 $ 1,844 74,100 X 24 74,100 SIGMA DESIGNS, INC. COMMON STOCK 826565103 $ 1,591 61,000 X 28,24 61,000 SIGMA-ALDRICH CORP. COMMON STOCK 826552101 $ 1,807 42,350 X 28 42,350 SIGMA-ALDRICH CORP. COMMON STOCK 826552101 $ 1,287 30,150 X 30,150 SIGNATURE BANK COMMON STOCK 82669G104 $ 3,729 109,363 X 28,11 ,25 109,363 SILGAN HOLDINGS COMMON STOCK 827048109 $ 6,033 109,136 X 19,28,23,08,25 109,136 SILICON IMAGE INC. COMMON STOCK 82705T102 $ 3,156 367,856 X 28,25 367,856 SILICON LABORATORIES COMMON STOCK 826919102 $ 3,369 97,340 X 28 97,340 SILICON LABORATORIES COMMON STOCK 826919102 $ 10,415 300,926 X 300,926 SILICON MOTION TECH ADR OTHER SECURITY 82706C108 $ 1,075 43,300 X 19 43,300 SILICON STORAGE TECH. COMMON STOCK 827057100 $ 170 45,684 X 08 ,28 45,684 SIMMONS FIRST NATIONAL COMMON STOCK 828730200 $ 377 13,668 X 08 ,28 13,668 SIMON PROPERTY GROUP INC. COMMON STOCK 828806109 $ 7,108 76,401 X 28 76,401 SIMON PROPERTY GROUP INC. COMMON STOCK 828806109 $ 7,639 82,100 X 82,100 SIMPSON MANUFACTURING COMMON STOCK 829073105 $ 2,288 67,818 X 28,11 67,818 SINA CORP OTHER SECURITY G81477104 $ 3,931 93,900 X 05 93,900 SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 $ 1,604 112,794 X 08,08 ,28,29,23 112,794 SIRENZA MICRODEVICES INC COMMON STOCK 82966T106 $ 1,308 110,200 X 28,19 110,200 SIRENZA MICRODEVICES INC COMMON STOCK 82966T106 $ 1,781 150,000 X 150,000 SIRF TECHNOLOGY HOLDINGS COMMON STOCK 82967H101 $ 296 14,275 X 28 14,275 SIRF TECHNOLOGY HOLDINGS COMMON STOCK 82967H101 $ 1,139 54,922 X 54,922 SIX FLAGS INC. COMMON STOCK 83001P109 $ 132 21,700 X 28 21,700 SJW CORP. COMMON STOCK 784305104 $ 631 18,945 X 28,08 18,945 SK TELECOM CO LTD - ADR OTHER SECURITY 78440P108 $ 2,237 81,790 X 27 81,790 SKECHERS USA INC. COMMON STOCK 830566105 $ 946 32,385 X 28,08 32,385 SKILLED HEALTHCARE COMMON STOCK 83066R107 $ 3,409 219,810 X 219,810 SKYWEST INC. COMMON STOCK 830879102 $ 2,129 89,348 X 23,28,08 89,348 SKYWORKS SOLUTIONS, INC. COMMON STOCK 83088M102 $ 549 74,637 X 08,28 74,637 SLM CORP. COMMON STOCK 78442P106 $ 8,097 140,622 X 28 140,622 SMART MODULAR TECHNOLOGY OTHER SECURITY G82245104 $ 160 11,600 X 28 11,600 SMITH (A.O.) CORP. COMMON STOCK 831865209 $ 710 17,809 X 28,08 17,809 SMITH INTERNATIONAL INC. COMMON STOCK 832110100 $ 4,281 73,000 X 28 73,000
SMITH INTERNATIONAL INC. COMMON STOCK 832110100 $ 1,563 26,650 X 26,650 SMITH MICRO SOFTWARE INC. COMMON STOCK 832154108 $ 807 53,600 X 28,24 53,600 SMITHFIELD FOODS INC COMMON STOCK 832248108 $ 6,435 209,000 X 28 209,000 SNAP-ON INC COMMON STOCK 833034101 $ 1,466 29,017 X 28,23 29,017 SNAP-ON INC COMMON STOCK 833034101 $ 869 17,200 X 17,200 SOHU.COM, INC. COMMON STOCK 83408W103 $ 251 7,846 X 28 7,846 SOLECTRON CORP. COMMON STOCK 834182107 $ 1,023 277,876 X 28 277,876 SONIC AUTOMOTIVE, INC. COMMON STOCK 83545G102 $ 543 18,752 X 19,28 18,752 SONIC AUTOMOTIVE, INC. COMMON STOCK 83545G102 $ 869 30,000 X 30,000 SONIC CORP. COMMON STOCK 835451105 $ 440 19,910 X 28 19,910 SONIC CORP. COMMON STOCK 835451105 $ 1,548 70,000 X 70,000 SONIC INNOVATIONS INC COMMON STOCK 83545M109 $ 92 10,500 X 28 10,500 SONIC SOLUTIONS INC. COMMON STOCK 835460106 $ 556 44,100 X 28,19 44,100 SONICWALL, INC. COMMON STOCK 835470105 $ 411 47,901 X 08 ,28 47,901 SONICWALL, INC. COMMON STOCK 835470105 $ 12,560 1,462,180 X 1,462,180 SONOCO PRODUCTS CO. COMMON STOCK 835495102 $ 7,316 170,900 X 19,28 170,900 SONOSITE INC. COMMON STOCK 83568G104 $ 2,506 79,740 X 28,25 79,740 SONUS NETWORKS, INC. COMMON STOCK 835916107 $ 907 106,450 X 29,28 106,450 SONUS NETWORKS, INC. COMMON STOCK 835916107 $ 1,182 138,685 X 138,685 SOTHEBY'S COMMON STOCK 835898107 $ 9,553 207,594 X 08 ,29,05 ,28,23 207,594 SOURCE INTERLINK COS. COMMON STOCK 836151209 $ 75 14,989 X 28 14,989 SOURCEFIRE, INC. COMMON STOCK 83616T108 $ 644 46,000 X 24 46,000 SOURCEFORGE, INC. COMMON STOCK 83616W101 $ 62 14,600 X 28 14,600 SOUTH JERSEY INDUSTRIES, COMMON STOCK 838518108 $ 1,023 28,904 X 19,28,08 28,904 SOUTHERN COMPANY COMMON STOCK 842587107 $ 9,054 264,049 X 28 264,049 SOUTHERN COMPANY COMMON STOCK 842587107 $ 11,042 322,030 X 322,030 SOUTHERN COPPER CORP COMMON STOCK 84265V105 $ 354 3,760 X 08 3,760 SOUTHWEST AIRLINES COMMON STOCK 844741108 $ 6,998 469,326 X 28,26 469,326 SOUTHWEST BANCORP COMMON STOCK 844767103 $ 887 36,900 X 28,08 36,900 SOUTHWEST GAS CORP. COMMON STOCK 844895102 $ 2,160 63,886 X 28,08 63,886 SOUTHWEST GAS CORP. COMMON STOCK 844895102 $ 497 14,700 X 14,700 SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 $ 12,747 286,451 X 28 286,451 SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 $ 251 5,645 X 5,645 SOVEREIGN BANK COMMON STOCK 845905108 $ 2,406 113,800 X 28 113,800 SOVRAN SELF STORAGE COMMON STOCK 84610H108 $ 270 5,601 X 28 5,601 SPANISH BROADCASTING, INC COMMON STOCK 846425882 $ 54 12,479 X 28 12,479 SPANSION, INC. COMMON STOCK 84649R101 $ 241 21,700 X 28 21,700 SPANSION, INC. COMMON STOCK 84649R101 $ 7,778 700,700 X 700,700 SPARTAN MOTORS INC. COMMON STOCK 846819100 $ 812 47,700 X 28,24 47,700 SPARTAN STORES, INC. COMMON STOCK 846822104 $ 2,656 80,705 X 28,23,08 80,705 SPARTECH CORP. COMMON STOCK 847220209 $ 1,091 41,088 X 08 ,28 41,088 SPARTECH CORP. COMMON STOCK 847220209 $ 305 11,500 X 11,500 SPECTRA ENERGY CORP COMMON STOCK 847560109 $ 5,465 210,528 X 28 210,528 SPECTRA ENERGY CORP COMMON STOCK 847560109 $ 3,274 126,100 X 126,100 SPECTRANETICS CORP. COMMON STOCK 84760C107 $ 134 11,600 X 28 11,600 SPECTRANETICS CORP. COMMON STOCK 84760C107 $ 2,100 182,302 X 182,302 SPECTRUM BRANDS INC COMMON STOCK 84762L105 $ 90 13,300 X 28 13,300 SPECTRUM CONTROL INC COMMON STOCK 847615101 $ 1,334 79,000 X 79,000 SPHERION CORP COMMON STOCK 848420105 $ 1,040 110,767 X 28,29,08 110,767 SPIRIT AEROSYSTEMS COMMON STOCK 848574109 $ 1,067 29,600 X 19 29,600 SPIRIT AEROSYSTEMS COMMON STOCK 848574109 $ 16,603 460,550 X 460,550 SPIRIT FINANCE CORP COMMON STOCK 848568309 $ 2,289 157,210 X 28,08 157,210 SPRINT NEXTEL CORP. COMMON STOCK 852061100 $ 21,611 1,043,513 X 08 ,19,28 1,043,513 SPSS INC COMMON STOCK 78462K102 $ 810 18,350 X 08,28,23 18,350 SPX CORP. COMMON STOCK 784635104 $ 8,713 99,230 X 28 99,230 SRA INTL INC. CLASS A COMMON STOCK 78464R105 $ 2,632 104,200 X 28,11 104,200 ST MARY LAND & EXPL CO. COMMON STOCK 792228108 $ 2,248 61,400 X 11 61,400 ST MARY LAND & EXPL CO. COMMON STOCK 792228108 $ 1,992 54,400 X 54,400 ST. JUDE MEDICAL, INC. COMMON STOCK 790849103 $ 5,146 124,022 X 28 124,022 ST. JUDE MEDICAL, INC. COMMON STOCK 790849103 $ 9,128 220,010 X 220,010 STAGE STORES, INC. COMMON STOCK 85254C305 $ 1,212 57,826 X 28,08 57,826 STAMPS.COM, INC. COMMON STOCK 852857200 $ 1,909 138,516 X 29,28,05 138,516 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 $ 4,587 87,400 X 28 87,400 STANDARD MICROSYSTEMS COMMON STOCK 853626109 $ 744 21,661 X 28,08 21,661 STANDARD MOTOR PRODUCTS COMMON STOCK 853666105 $ 424 28,239 X 23,28,08 28,239 STANDARD PACIFIC CORP. COMMON STOCK 85375C101 $ 273 15,600 X 28 15,600 STANDARD PACIFIC CORP. COMMON STOCK 85375C101 $ 7,523 429,140 X 429,140 STANDARD REGISTER CO. COMMON STOCK 853887107 $ 117 10,251 X 28,08 10,251 STANDARD REGISTER CO. COMMON STOCK 853887107 $ 7,268 637,540 X 637,540 STANLEY, INC. COMMON STOCK 854532108 $ 1,189 67,500 X 67,500 STAPLES INC. COMMON STOCK 855030102 $ 6,455 272,022 X 08 ,28 272,022 STAPLES INC. COMMON STOCK 855030102 $ 2,396 100,990 X 100,990 STARBUCKS CORP COMMON STOCK 855244109 $ 7,322 279,024 X 28 279,024 STARLIMS TECH LTD. OTHER SECURITY M8484K109 $ 1,273 99,050 X 99,050 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 $ 5,488 81,824 X 08 ,28 81,824 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 $ 18,480 275,540 X 275,540 STATE STREET CORP. COMMON STOCK 857477103 $ 8,740 127,777 X 08 ,28 127,777 STATE STREET CORP. COMMON STOCK 857477103 $ 11,047 161,500 X 161,500 STEEL DYNAMICS, INC. COMMON STOCK 858119100 $ 7,680 183,259 X 08 ,23,28 183,259 STEEL DYNAMICS, INC. COMMON STOCK 858119100 $ 3,164 75,500 X 75,500 STEIN MART, INC. COMMON STOCK 858375108 $ 804 65,600 X 65,600 STEINWAY MUSICAL COMMON STOCK 858495104 $ 662 19,147 X 28,23,08 19,147 STERICYCLE INC COMMON STOCK 858912108 $ 7,051 158,598 X 23,28 158,598 STERICYCLE INC COMMON STOCK 858912108 $ 5,892 132,520 X 132,520 STERIS CORP. COMMON STOCK 859152100 $ 4,488 146,670 X 08,28 146,670 STERIS CORP. COMMON STOCK 859152100 $ 451 14,730 X 14,730 STERLING BANCSHARES, INC. COMMON STOCK 858907108 $ 856 75,642 X 28,08 75,642 STERLING CONSTRUCTION COMMON STOCK 859241101 $ 9,582 453,035 X 453,035 STERLING FINANCIAL CORP. COMMON STOCK 859317109 $ 373 35,422 X 23,28,08 35,422 STERLING FINANCIAL CORP. COMMON STOCK 859317109 $ 328 31,200 X 31,200 STERLING FINANCIAL CORP. COMMON STOCK 859319105 $ 2,357 81,429 X 28,08 81,429 STERLITE LTD. ADS OTHER SECURITY 859737207 $ 513 35,000 X 35,000 STEVEN MADDEN LTD COMMON STOCK 556269108 $ 639 19,498 X 28,29 19,498 STEWART ENTERPRISES INC COMMON STOCK 860370105 $ 1,408 180,772 X 19,28,08 180,772
STEWART INFO SERVICES CRP COMMON STOCK 860372101 $ 825 20,702 X 28,08 20,702 STIFEL FINANCIAL CORP. COMMON STOCK 860630102 $ 273 4,633 X 28 4,633 STILLWATER MINING COMMON STOCK 86074Q102 $ 117 10,635 X 28 10,635 STONE ENERGY CORP COMMON STOCK 861642106 $ 924 26,959 X 28,08 26,959 STONE ENERGY CORP COMMON STOCK 861642106 $ 857 25,000 X 25,000 STRATEGIC DIAGNOSTICS INC COMMON STOCK 862700101 $ 834 184,406 X 184,406 STRATEGIC HOTEL CAPITAL COMMON STOCK 86272T106 $ 455 20,232 X 28 20,232 STRAYER EDUCATION, INC. COMMON STOCK 863236105 $ 4,812 36,535 X 28,11 36,535 STRAYER EDUCATION, INC. COMMON STOCK 863236105 $ 4,589 34,838 X 26 34,838 STRIDE RITE CORP. COMMON STOCK 863314100 $ 1,567 77,362 X 28,25 77,362 STRYKER CORP. COMMON STOCK 863667101 $ 6,352 100,677 X 28 100,677 STURM, RUGER & CO. COMMON STOCK 864159108 $ 575 37,062 X 08 ,28,23 37,062 SUFFOLK BANCORP COMMON STOCK 864739107 $ 367 11,508 X 08 ,29,28 11,508 SUN HEALTHCARE GROUP, INC COMMON STOCK 866933401 $ 199 13,700 X 28 13,700 SUN HEALTHCARE GROUP, INC COMMON STOCK 866933401 $ 3,248 224,128 X 224,128 SUN HYDRAULICS CORP. COMMON STOCK 866942105 $ 975 19,800 X 28,11 19,800 SUN HYDRAULICS CORP. COMMON STOCK 866942105 $ 1,660 33,700 X 33,700 SUN MICROSYSTEMS, INC. COMMON STOCK 866810104 $ 6,800 1,292,838 X 08 ,28 1,292,838 SUN MICROSYSTEMS, INC. COMMON STOCK 866810104 $ 1,000 190,179 X 190,179 SUN-TIMES MEDIA GROUP INC COMMON STOCK 86688Q100 $ 115 21,974 X 28 21,974 SUNOCO INC COMMON STOCK 86764P109 $ 3,794 47,620 X 28 47,620 SUNOCO INC COMMON STOCK 86764P109 $ 3,370 42,300 X 42,300 SUNOPTA INC OTHER SECURITY 8676EP108 $ 349 31,300 X 24 31,300 SUNRISE SENIOR LIVING INC COMMON STOCK 86768K106 $ 2,256 56,413 X 08 ,28,25 56,413 SUNSTONE HOTEL INVEST INC COMMON STOCK 867892101 $ 2,180 76,775 X 08 ,28 76,775 SUNTRUST BANKS INC COMMON STOCK 867914103 $ 11,611 135,426 X 08 ,28 135,426 SUPERGEN INC COMMON STOCK 868059106 $ 92 16,634 X 28 16,634 SUPERIOR ENERGY COMMON STOCK 868157108 $ 5,655 141,660 X 28 141,660 SUPERIOR OFFSHORE INTL. COMMON STOCK 86825Q104 $ 801 44,000 X 44,000 SUPERIOR WELL SERVICES COMMON STOCK 86837X105 $ 652 25,640 X 28,19 25,640 SUPERIOR WELL SERVICES COMMON STOCK 86837X105 $ 9,906 389,841 X 389,841 SUPERVALU INC COMMON STOCK 868536103 $ 3,756 81,082 X 08 ,28 81,082 SUREWEST COMMUNICATIONS COMMON STOCK 868733106 $ 270 9,900 X 28,08 9,900 SURMODICS INC. COMMON STOCK 868873100 $ 1,353 27,058 X 08,28,11 27,058 SUSQUEHANNA BANCSHARES COMMON STOCK 869099101 $ 782 34,971 X 28,29 34,971 SVB FINANCIAL GROUP COMMON STOCK 78486Q101 $ 4,667 87,875 X 19,23,28 87,875 SWIFT ENERGY CO COMMON STOCK 870738101 $ 1,805 42,220 X 08 ,19,29,28 42,220 SWIFT ENERGY CO COMMON STOCK 870738101 $ 2,392 55,941 X 55,941 SWITCH AND DATA INC. COMMON STOCK 871043105 $ 5,360 279,290 X 279,290 SWS GROUP, INC. COMMON STOCK 78503N107 $ 1,971 91,175 X 28,08,23 91,175 SYBASE, INC. COMMON STOCK 871130100 $ 10,423 436,285 X 08 ,28,23,25 436,285 SYCAMORE NETWORKS, INC. COMMON STOCK 871206108 $ 308 76,618 X 08,28 76,618 SYKES ENTERPRISES INC COMMON STOCK 871237103 $ 996 52,467 X 28,08,29 52,467 SYMANTEC CORP. COMMON STOCK 871503108 $ 7,129 352,915 X 08 ,28 352,915 SYMMETRICOM INC. COMMON STOCK 871543104 $ 106 12,585 X 28 12,585 SYMMETRY MEDICAL, INC. COMMON STOCK 871546206 $ 527 32,900 X 32,900 SYMYX TECH INC COMMON STOCK 87155S108 $ 133 11,559 X 28 11,559 SYNAPTICS, INC. COMMON STOCK 87157D109 $ 1,817 50,757 X 28,24 50,757 SYNCHRONOSS TECH INC. COMMON STOCK 87157B103 $ 912 31,100 X 28,24 31,100 SYNGENTA AG ADR OTHER SECURITY 87160A100 $ 11,827 303,800 X 303,800 SYNOPSYS, INC. COMMON STOCK 871607107 $ 6,475 244,996 X 08 ,28 244,996 SYNOVUS COMMON STOCK 87161C105 $ 3,144 102,417 X 28 102,417 SYNTAX-BRILLIAN CORP. COMMON STOCK 87163L103 $ 50 10,200 X 28 10,200 SYNTAX-BRILLIAN CORP. COMMON STOCK 87163L103 $ 10,762 2,187,310 X 2,187,310 SYSCO CORP. COMMON STOCK 871829107 $ 7,107 215,433 X 08 ,28 215,433 SYSCO CORP. COMMON STOCK 871829107 $ 452 13,700 X 13,700 SYSTEMAX INC. COMMON STOCK 871851101 $ 901 43,300 X 28,29,08 43,300 SYSTEMS XCELLENCE, INC. COMMON STOCK 871929204 $ 1,014 35,235 X 24 35,235 T. ROWE PRICE GROUP, INC. COMMON STOCK 74144T108 $ 4,524 87,182 X 28 87,182 T. ROWE PRICE GROUP, INC. COMMON STOCK 74144T108 $ 8,675 167,190 X 167,190 T.G.C INDUSTRIES, INC. COMMON STOCK 872417308 $ 1,341 123,000 X 123,000 TAKE-TWO INTERACTIVE COMMON STOCK 874054109 $ 395 19,800 X 28 19,800 TALBOTS, INC. COMMON STOCK 874161102 $ 1,364 54,500 X 54,500 TANGER FACTORY OUTLET CTR COMMON STOCK 875465106 $ 359 9,597 X 28 9,597 TARGA RESOURCES PARTNERS COMMON STOCK 87611X105 $ 429 12,800 X 12,800 TARGET CORP. COMMON STOCK 87612E106 $ 19,341 304,106 X 08 ,28 304,106 TARGET CORP. COMMON STOCK 87612E106 $ 33,170 521,540 X 521,540 TASER INTERNATIONAL COMMON STOCK 87651B104 $ 786 56,316 X 19,28 56,316 TAUBMAN CENTERS (SHORT) COMMON STOCK 876664103 $ 1,923 38,753 X 23 38,753 TAYLOR CAPITAL GROUP INC. COMMON STOCK 876851106 $ 405 14,694 X 08 ,28,23 14,694 TBS INTERNATIONAL ADR OTHER SECURITY G86975151 $ 886 31,200 X 28,08 31,200 TCF FINANCIAL CORP COMMON STOCK 872275102 $ 9,117 327,950 X 08 ,28 327,950 TD AMERITRADE HOLDG CORP COMMON STOCK 87236Y108 $ 4,447 222,330 X 222,330 TECH DATA CORP. COMMON STOCK 878237106 $ 3,794 98,643 X 08 ,28 98,643 TECH DATA CORP. COMMON STOCK 878237106 $ 7,304 189,900 X 189,900 TECHNE CORP COMMON STOCK 878377100 $ 3,748 65,509 X 23,28 65,509 TECHNE CORP COMMON STOCK 878377100 $ 4,299 75,144 X 26 75,144 TECHNITROL, INC. COMMON STOCK 878555101 $ 1,755 61,231 X 08,28,19 61,231 TECHNITROL, INC. COMMON STOCK 878555101 $ 21,714 757,365 X 757,365 TECHNOLOGY INV. CAP CORP. COMMON STOCK 878717305 $ 1,075 68,090 X 28,08 68,090 TECK COMINCO LTD. CLASS B OTHER SECURITY 878742204 $ 1,160 27,286 X 27,286 TECO ENERGY INC COMMON STOCK 872375100 $ 1,465 85,281 X 28 85,281 TEJON RANCH CO. COMMON STOCK 879080109 $ 957 21,643 X 28,25 21,643 TEKELEC COMMON STOCK 879101103 $ 242 16,810 X 28 16,810 TEKTRONIX INC. COMMON STOCK 879131100 $ 901 26,695 X 28 26,695 TELECOM. SYSTEMS COMMON STOCK 87929J103 $ 174 34,310 X 23 34,310 TELECOM. SYSTEMS COMMON STOCK 87929J103 $ 1,394 274,390 X 274,390 TELEDYNE TECH. COMMON STOCK 879360105 $ 1,103 24,012 X 23,19,28 24,012 TELEFLEX, INC. COMMON STOCK 879369106 $ 7,745 94,701 X 08 ,19,28,23 94,701 TELENORTE LESTE PART. ADR OTHER SECURITY 879246106 $ 2,637 139,000 X 27 139,000 TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 $ 8,522 136,200 X 28 136,200 TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 $ 9,447 150,990 X 150,990 TELEPHONE & DATA SYSTEMS COMMON STOCK 879433860 $ 2,365 41,100 X 28 41,100 TELETECH HOLDINGS, INC. COMMON STOCK 879939106 $ 1,784 54,911 X 28,29,08 54,911
TELIK INC. COMMON STOCK 87959M109 $ 63 18,706 X 08 ,28 18,706 TELLABS, INC. COMMON STOCK 879664100 $ 1,760 163,552 X 08 ,28 163,552 TELLABS, INC. COMMON STOCK 879664100 $ 6,705 623,120 X 623,120 TEMPLE-INLAND, INC. COMMON STOCK 879868107 $ 2,345 38,110 X 28 38,110 TEMPUR-PEDIC INTL COMMON STOCK 88023U101 $ 657 25,365 X 23,08 ,28 25,365 TENET HEALTHCARE CORP. COMMON STOCK 88033G100 $ 956 146,787 X 28 146,787 TENNANT CO. COMMON STOCK 880345103 $ 599 16,424 X 28,08 16,424 TENNECO AUTOMOTIVE INC. COMMON STOCK 880349105 $ 1,909 54,470 X 28,08 54,470 TERADYNE, INC. COMMON STOCK 880770102 $ 1,053 59,901 X 28 59,901 TEREX CORP. COMMON STOCK 880779103 $ 3,389 41,690 X 08 ,19,28 41,690 TEREX CORP. COMMON STOCK 880779103 $ 2,016 24,800 X 24,800 TERRA INDUSTRIES COMMON STOCK 880915103 $ 2,728 107,311 X 08 ,23,29,28 107,311 TERREMARK WORLDWIDE COMMON STOCK 881448203 $ 170 26,390 X 29,28 26,390 TESORO CORPORATION COMMON STOCK 881609101 $ 1,609 28,152 X 08 ,23 28,152 TESSCO TECH. INC. COMMON STOCK 872386107 $ 328 16,901 X 23 16,901 TESSERA TECHNOLOGIES COMMON STOCK 88164L100 $ 2,034 50,172 X 28,24 50,172 TESSERA TECHNOLOGIES COMMON STOCK 88164L100 $ 7,800 192,355 X 26 192,355 TETRA TECH, INC. COMMON STOCK 88162G103 $ 379 17,607 X 28 17,607 TETRA TECHNOLOGIES, INC. COMMON STOCK 88162F105 $ 5,913 209,670 X 209,670 TEVA PHARMACEUTICAL-ADR OTHER SECURITY 881624209 $ 2,984 72,330 X 27 72,330 TEVA PHARMACEUTICAL-ADR OTHER SECURITY 881624209 $ 1,205 29,220 X 29,220 TEXAS INDUSTRIES INC COMMON STOCK 882491103 $ 577 7,358 X 28 7,358 TEXAS INDUSTRIES INC COMMON STOCK 882491103 $ 2,869 36,584 X 26 36,584 TEXAS INSTRUMENTS, INC. COMMON STOCK 882508104 $ 21,692 576,459 X 08 ,26,28 576,459 TEXAS INSTRUMENTS, INC. COMMON STOCK 882508104 $ 23,321 619,748 X 619,748 TEXAS ROADHOUSE, INC. COMMON STOCK 882681109 $ 183 14,275 X 28 14,275 TEXTRON INC COMMON STOCK 883203101 $ 4,619 41,946 X 08 ,28 41,946 TEXTRON INC COMMON STOCK 883203101 $ 3,277 29,760 X 29,760 THANK PARTNERSHIP INC. COMMON STOCK 88409N101 $ 1,450 485,000 X 485,000 THE BOEING COMPANY COMMON STOCK 097023105 $ 27,399 284,933 X 08 ,28 284,933 THE BOEING COMPANY COMMON STOCK 097023105 $ 28,354 294,863 X 294,863 THE BRINKS CO. COMMON STOCK 109696104 $ 5,266 85,080 X 28 85,080 THE BUCKLE COMMON STOCK 118440106 $ 471 11,966 X 28,11 11,966 THE CHEESECAKE FACTORY COMMON STOCK 163072101 $ 3,242 132,200 X 28 132,200 THE DIRECTV GROUP, INC. COMMON STOCK 25459L106 $ 6,182 267,500 X 08 ,28 267,500 THE DOW CHEMICAL CO. COMMON STOCK 260543103 $ 15,205 343,856 X 08 ,28 343,856 THE FINISH LINE, INC. COMMON STOCK 317923100 $ 105 11,574 X 28 11,574 THE FINISH LINE, INC. COMMON STOCK 317923100 $ 1,810 198,700 X 198,700 THE FIRST MARBLEHEAD CORP COMMON STOCK 320771108 $ 243 6,300 X 19 6,300 THE GEO GROUP INC. COMMON STOCK 36159R103 $ 2,312 79,444 X 28,08 79,444 THE HERSHEY COMPANY COMMON STOCK 427866108 $ 3,064 60,522 X 28 60,522 THE HOME DEPOT, INC. COMMON STOCK 437076102 $ 30,514 775,449 X 08 ,19,26,28 775,449 THE HOME DEPOT, INC. COMMON STOCK 437076102 $ 2,164 55,000 X 55,000 THE INTERPUBLIC GROUP COMMON STOCK 460690100 $ 1,591 139,578 X 28 139,578 THE J.M. SMUCKER CO. COMMON STOCK 832696405 $ 6,449 101,306 X 23,28 101,306 THE KNOT, INC. COMMON STOCK 499184109 $ 2,687 133,100 X 28,24,05 133,100 THE LACLEDE GROUP, INC. COMMON STOCK 505597104 $ 1,205 37,800 X 28,08 37,800 THE LACLEDE GROUP, INC. COMMON STOCK 505597104 $ 1,686 52,900 X 52,900 THE MCCLATCHY CO COMMON STOCK 579489105 $ 6,632 262,020 X 262,020 THE MEDICINES COMPANY COMMON STOCK 584688105 $ 405 22,979 X 29,28 22,979 THE SCOTTS MIRACLE-GRO CO COMMON STOCK 810186106 $ 3,251 75,720 X 28 75,720 THE SOUTH FINANCIAL GROUP COMMON STOCK 837841105 $ 414 18,300 X 28 18,300 THE STANLEY WORKS COMMON STOCK 854616109 $ 1,413 23,280 X 28 23,280 THE WARNACO GROUP COMMON STOCK 934390402 $ 1,581 40,178 X 23,19,28,08 40,178 THERMO FISHER SCIENTIFIC. COMMON STOCK 883556102 $ 7,571 146,376 X 28 146,376 THERMO FISHER SCIENTIFIC. COMMON STOCK 883556102 $ 38,331 741,120 X 741,120 THERMOGENESIS CORP. COMMON STOCK 883623209 $ 1,435 520,000 X 520,000 THESTREET.COM INC COMMON STOCK 88368Q103 $ 1,474 135,500 X 135,500 THOMAS & BETTS CORP COMMON STOCK 884315102 $ 5,031 86,748 X 28 86,748 THOMAS WEISEL PARTNERS COMMON STOCK 884481102 $ 460 27,630 X 28,19 27,630 THOMAS WEISEL PARTNERS COMMON STOCK 884481102 $ 4,965 298,182 X 298,182 THOR INDUSTRIES, INC. COMMON STOCK 885160101 $ 2,568 56,900 X 28 56,900 THORATEC CORP. COMMON STOCK 885175307 $ 318 17,267 X 08 ,28 17,267 THQ INC. COMMON STOCK 872443403 $ 4,428 145,091 X 19,29,28,25 145,091 TIBCO SOFTWARE COMMON STOCK 88632Q103 $ 857 94,660 X 29,08,28 94,660 TIBCO SOFTWARE COMMON STOCK 88632Q103 $ 11,908 1,315,750 X 1,315,750 TIDEWATER, INC. COMMON STOCK 886423102 $ 7,249 102,277 X 08 ,28 102,277 TIDEWATER, INC. COMMON STOCK 886423102 $ 26,700 376,700 X 376,700 TIERONE CORP. COMMON STOCK 88650R108 $ 1,212 40,261 X 28,29,08 40,261 TIFFANY & CO. COMMON STOCK 886547108 $ 2,440 45,986 X 28 45,986 TIMBERLAND CO., CLASS A COMMON STOCK 887100105 $ 2,375 94,300 X 28 94,300 TIME WARNER TELECOM CL A COMMON STOCK 887319101 $ 819 40,764 X 28 40,764 TIME WARNER, INC. COMMON STOCK 887317105 $ 42,431 2,016,664 X 19,26,28 2,016,664 TIME WARNER, INC. COMMON STOCK 887317105 $ 24,087 1,144,826 X 1,144,826 TIMKEN CO. COMMON STOCK 887389104 $ 5,557 153,900 X 28 153,900 TITAN INTERNATIONAL INC COMMON STOCK 88830M102 $ 202 6,400 X 28 6,400 TIVO INC. COMMON STOCK 888706108 $ 153 26,479 X 28 26,479 TJX COMPANIES, INC. COMMON STOCK 872540109 $ 4,240 154,168 X 08 ,28 154,168 TJX COMPANIES, INC. COMMON STOCK 872540109 $ 14,946 543,500 X 543,500 TODCO, CLASS A COMMON STOCK 88889T107 $ 4,343 92,000 X 92,000 TOLL BROTHERS INC COMMON STOCK 889478103 $ 5,469 218,918 X 08 ,28 218,918 TOMOTHERAPY, INC. COMMON STOCK 890088107 $ 2,350 107,200 X 107,200 TOOTSIE ROLL INDUSTRIES COMMON STOCK 890516107 $ 1,428 51,523 X 29,28 51,523 TOOTSIE ROLL INDUSTRIES COMMON STOCK 890516107 $ 1,219 43,991 X 43,991 TOPPS CO, INC COMMON STOCK 890786106 $ 123 11,722 X 28 11,722 TORCHMARK CORP COMMON STOCK 891027104 $ 4,250 63,431 X 28,26 63,431 TORO CO. COMMON STOCK 891092108 $ 3,092 52,500 X 25 52,500 TOTAL SA ADR OTHER SECURITY 89151E109 $ 1,246 15,392 X 27 15,392 TOWER GROUP, INC. COMMON STOCK 891777104 $ 671 21,020 X 19,28 21,020 TRACTOR SUPPLY CO. COMMON STOCK 892356106 $ 900 17,300 X 11 17,300 TRACTOR SUPPLY CO. COMMON STOCK 892356106 $ 1,166 22,400 X 22,400 TRADESTATION GROUP INC. COMMON STOCK 89267P105 $ 121 10,400 X 28 10,400 TRADESTATION GROUP INC. COMMON STOCK 89267P105 $ 1,971 169,200 X 169,200 TRANSACTION SYSTEMS ARCH COMMON STOCK 893416107 $ 2,659 78,996 X 28 78,996
TRANSGLOBE ENERGY OTHER SECURITY 893662106 $ 1,131 253,530 X 253,530 TRANSMERIDIAN EXPLORATION OTHER SECURITY 89376N108 $ 44 25,000 X 25,000 TRANSOCEAN, INC. OTHER SECURITY G90078109 $ 11,415 107,707 X 28 107,707 TRANSOCEAN, INC. OTHER SECURITY G90078109 $ 12,575 118,659 X 118,659 TRAVELCENTERS OF AMERICA COMMON STOCK 894174101 $ 713 17,624 X 26 17,624 TRAVELERS COMPANIES, INC. COMMON STOCK 89417E109 $ 16,384 306,250 X 08 ,19,26,28 306,250 TRAVELERS COMPANIES, INC. COMMON STOCK 89417E109 $ 21,079 394,000 X 394,000 TREEHOUSE FOODS INC. COMMON STOCK 89469A104 $ 205 7,720 X 28 7,720 TRIAD GUARANTY INC COMMON STOCK 895925105 $ 13,496 338,000 X 338,000 TRIAD HOSPITALS, INC. COMMON STOCK 89579K109 $ 7,973 148,313 X 28 148,313 TRIARC COS., INC. CL B COMMON STOCK 895927309 $ 253 16,095 X 28 16,095 TRIBUNE CO. COMMON STOCK 896047107 $ 895 30,437 X 28 30,437 TRICO BANCSHARES COMMON STOCK 896095106 $ 300 13,424 X 28,08 13,424 TRICO MARINE SERVICES INC COMMON STOCK 896106200 $ 4,098 100,254 X 28,29,23,08 100,254 TRIDENT MICROSYSTEMS COMMON STOCK 895919108 $ 1,741 94,873 X 19,28,24 94,873 TRIMAS CORPORATION COMMON STOCK 896215209 $ 7,210 596,830 X 596,830 TRINITY BIOTECH PLC OTHER SECURITY 896438306 $ 1,124 96,800 X 96,800 TRINITY INDUSTRIES COMMON STOCK 896522109 $ 5,776 132,650 X 28 132,650 TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 $ 1,254 247,735 X 28 247,735 TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 $ 1,063 210,000 X 210,000 TRIUMPH GROUP INC. COMMON STOCK 896818101 $ 1,297 19,805 X 28,29,08 19,805 TRIZETTO GROUP INC COMMON STOCK 896882107 $ 316 16,323 X 08 ,28 16,323 TRIZETTO GROUP INC COMMON STOCK 896882107 $ 484 25,020 X 25,020 TRUMP ENTERTAIN. RESORTS COMMON STOCK 89816T103 $ 131 10,400 X 28 10,400 TRUSTCO BANK CORP. COMMON STOCK 898349105 $ 244 24,708 X 28 24,708 TRUSTCO BANK CORP. COMMON STOCK 898349105 $ 6,414 649,190 X 649,190 TRUSTMARK CORP. COMMON STOCK 898402102 $ 471 18,195 X 23,28 18,195 TTM TECHNOLOGIES COMMON STOCK 87305R109 $ 2,302 177,071 X 19,28,08 177,071 TUESDAY MORNING CORP. COMMON STOCK 899035505 $ 680 55,042 X 28,19 55,042 TUESDAY MORNING CORP. COMMON STOCK 899035505 $ 717 58,000 X 58,000 TUPPERWARE CORP COMMON STOCK 899896104 $ 7,394 257,271 X 19,28,08 257,271 TWEEN BRANDS INC. COMMON STOCK 901166108 $ 977 21,907 X 08,19,28 21,907 TXU CORP. COMMON STOCK 873168108 $ 10,724 159,344 X 28 159,344 TYCO INTERNATIONAL, LTD. OTHER SECURITY 902124106 $ 23,837 705,456 X 19,28 705,456 TYLER TECHNOLOGIES INC. COMMON STOCK 902252105 $ 412 33,200 X 28,29 33,200 TYSON FOODS INC. CLASS A COMMON STOCK 902494103 $ 1,859 80,700 X 28 80,700 U-STORE-IT TRUST COMMON STOCK 91274F104 $ 187 11,410 X 28 11,410 U.S. BANCORP COMMON STOCK 902973304 $ 24,158 733,171 X 19,08 ,26,28 733,171 U.S. BANCORP COMMON STOCK 902973304 $ 12,228 371,100 X 371,100 UAP HOLDING CORP COMMON STOCK 903441103 $ 2,995 99,360 X 28,08,11 ,19 99,360 UCBH HOLDINGS, INC. COMMON STOCK 90262T308 $ 1,415 77,475 X 19,29,28 77,475 UCBH HOLDINGS, INC. COMMON STOCK 90262T308 $ 7,472 408,980 X 408,980 UDR, INC. COMMON STOCK 902653104 $ 6,404 243,515 X 08 ,28 243,515 UGI CORP. COMMON STOCK 902681105 $ 743 27,239 X 23 27,239 UGI CORP. COMMON STOCK 902681105 $ 682 25,000 X 25,000 UIL HOLDINGS CORP. COMMON STOCK 902748102 $ 882 26,646 X 29,28,08 26,646 ULTIMATE SOFTWARE GROUP COMMON STOCK 90385D107 $ 217 7,500 X 28 7,500 ULTRA CLEAN HOLDINGS INC COMMON STOCK 90385V107 $ 1,118 80,000 X 80,000 ULTRASHORT DOW30 PROSHARE MUTUAL FUND 74347R867 $ 1,301 25,850 X 25,850 ULTRASHORT RUSS2K PROSHAR MUTUAL FUND 74347R834 $ 2,629 41,810 X 41,810 UMB FINANCIAL CORP. COMMON STOCK 902788108 $ 2,432 65,970 X 28,25 65,970 UMB FINANCIAL CORP. COMMON STOCK 902788108 $ 1,228 33,300 X 33,300 UMPQUA HOLDINGS CORP. COMMON STOCK 904214103 $ 1,257 53,474 X 28,08 53,474 UNDER ARMOUR, INC. COMMON STOCK 904311107 $ 303 6,630 X 28 6,630 UNIFIRST CORP. COMMON STOCK 904708104 $ 1,410 32,000 X 32,000 UNILEVER NV ADR OTHER SECURITY 904784709 $ 9,008 290,400 X 26 290,400 UNION BANKSHARES CORP COMMON STOCK 905399101 $ 212 9,145 X 28,08 9,145 UNION BANKSHARES CORP COMMON STOCK 905399101 $ 1,256 54,118 X 54,118 UNION DRILLING INC. COMMON STOCK 90653P105 $ 358 21,800 X 28,08 21,800 UNION PAC CORP. COMMON STOCK 907818108 $ 11,097 96,366 X 08 ,28 96,366 UNION PAC CORP. COMMON STOCK 907818108 $ 19,829 172,200 X 172,200 UNISOURCE ENERGY CORP COMMON STOCK 909205106 $ 3,386 102,964 X 28,23,08 102,964 UNISYS CORP. COMMON STOCK 909214108 $ 1,014 110,937 X 08 ,28 110,937 UNIT CORP. COMMON STOCK 909218109 $ 1,208 19,200 X 19,11 19,200 UNITED BANKERSHARES INC COMMON STOCK 909907107 $ 629 19,765 X 08,28 19,765 UNITED COMMUNITY BANKS GA COMMON STOCK 90984P105 $ 258 9,976 X 28 9,976 UNITED COMMUNITY FINANCIA COMMON STOCK 909839102 $ 356 35,711 X 28,08 35,711 UNITED FIRE & CASUALTY CO COMMON STOCK 910331107 $ 962 27,200 X 27,200 UNITED INDUSTRIAL CORP. COMMON STOCK 910671106 $ 263 4,382 X 23,28 4,382 UNITED MICROELECTRON. ADR OTHER SECURITY 910873207 $ 2,689 786,371 X 27 786,371 UNITED NATURAL FOODS INC. COMMON STOCK 911163103 $ 2,155 81,072 X 28,05 81,072 UNITED ONLINE, INC. COMMON STOCK 911268100 $ 1,975 119,770 X 28,29,08 119,770 UNITED RENTALS INC COMMON STOCK 911363109 $ 3,553 109,200 X 28 109,200 UNITED STATES STEEL CORP. COMMON STOCK 912909108 $ 5,152 47,371 X 08 ,28 47,371 UNITED STATES STEEL CORP. COMMON STOCK 912909108 $ 13,550 124,600 X 124,600 UNITED STATIONERS INC. COMMON STOCK 913004107 $ 3,046 45,701 X 28,08,11 45,701 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 $ 25,681 362,056 X 08 ,28 362,056 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 $ 11,789 166,200 X 166,200 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 $ 712 11,162 X 08 ,28 11,162 UNITEDHEALTH GROUP, INC. COMMON STOCK 91324P102 $ 24,525 479,562 X 08 ,28 479,562 UNITEDHEALTH GROUP, INC. COMMON STOCK 91324P102 $ 25,517 498,955 X 498,955 UNITRIN INC. COMMON STOCK 913275103 $ 3,295 67,000 X 28 67,000 UNIVERSAL AMER FINANCIAL COMMON STOCK 913377107 $ 223 10,490 X 28 10,490 UNIVERSAL COMPRESSION COMMON STOCK 913431102 $ 1,251 17,268 X 28,08 17,268 UNIVERSAL CORP COMMON STOCK 913456109 $ 4,348 71,372 X 28,08 71,372 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 $ 1,086 25,706 X 28,08 25,706 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 $ 5,870 95,455 X 28 95,455 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 $ 892 14,500 X 14,500 UNUM GROUP COMMON STOCK 91529Y106 $ 2,790 106,849 X 28 106,849 UPS, INC., CLASS B COMMON STOCK 911312106 $ 27,486 376,516 X 28 376,516 URANIUM RESOURCES COMMON STOCK 916901507 $ 184 16,700 X 28 16,700 URBAN OUTFITTERS INC COMMON STOCK 917047102 $ 4,468 185,916 X 28 185,916 URSTADT BIDDLE PROP CL A COMMON STOCK 917286205 $ 1,465 86,100 X 86,100 US AIRWAYS GROUP INC COMMON STOCK 90341W108 $ 7,516 248,290 X 248,290
US CONCRETE, INC COMMON STOCK 90333L102 $ 1,350 155,342 X 155,342 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 $ 238 5,310 X 29,28 5,310 USEC INC. COMMON STOCK 90333E108 $ 1,729 78,645 X 08 ,29,28,23 78,645 UST, INC. COMMON STOCK 902911106 $ 2,941 54,751 X 08 ,28 54,751 UTI WORLDWIDE, INC. OTHER SECURITY G87210103 $ 9,646 360,070 X 360,070 UTSTARCOM INC COMMON STOCK 918076100 $ 1,339 238,625 X 29,08,28 238,625 V.F. CORP COMMON STOCK 918204108 $ 3,078 33,606 X 19,28 33,606 VAALCO ENERGY, INC. COMMON STOCK 91851C201 $ 77 16,000 X 28 16,000 VAIL RESORTS INC COMMON STOCK 91879Q109 $ 3,616 59,408 X 19,28,05 59,408 VAIL RESORTS INC COMMON STOCK 91879Q109 $ 3,716 61,042 X 26 61,042 VALASSIS COMMUNICATIONS COMMON STOCK 918866104 $ 1,673 97,300 X 08,28 97,300 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 $ 3,211 192,400 X 08,28 192,400 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 $ 367 22,000 X 22,000 VALERO ENERGY COMMON STOCK 91913Y100 $ 15,280 206,874 X 08 ,19,28 206,874 VALERO ENERGY COMMON STOCK 91913Y100 $ 35,608 482,100 X 482,100 VALMONT INDUSTRIES, INC. COMMON STOCK 920253101 $ 1,980 27,215 X 28,08 27,215 VALSPAR CORP COMMON STOCK 920355104 $ 4,776 168,100 X 28 168,100 VALUECLICK INC. COMMON STOCK 92046N102 $ 7,661 260,033 X 08 ,28,24 260,033 VALUEVISION INTERNATIONAL COMMON STOCK 92047K107 $ 199 17,558 X 28,29 17,558 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 $ 1,875 44,100 X 28 44,100 VARIAN, INC. COMMON STOCK 922206107 $ 4,275 77,976 X 28,23 77,976 VASCO DATA SECURITY INTL COMMON STOCK 92230Y104 $ 1,887 82,900 X 28,24 82,900 VCA ANTECH COMMON STOCK 918194101 $ 5,214 138,327 X 28 138,327 VCA ANTECH COMMON STOCK 918194101 $ 4,685 124,300 X 124,300 VECTOR GROUP LTD. COMMON STOCK 92240M108 $ 230 10,218 X 28 10,218 VECTREN CORP. COMMON STOCK 92240G101 $ 4,687 174,060 X 28,25 174,060 VECTREN CORP. COMMON STOCK 92240G101 $ 1,906 70,770 X 70,770 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 $ 5,183 67,076 X 28 67,076 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 $ 6,828 88,370 X 88,370 VENTAS INC. COMMON STOCK 92276F100 $ 254 7,000 X 19 7,000 VERIFONE HOLDINGS, INC. COMMON STOCK 92342Y109 $ 5,537 157,090 X 157,090 VERISIGN INC. COMMON STOCK 92343E102 $ 2,865 90,300 X 28 90,300 VERISIGN INC. COMMON STOCK 92343E102 $ 531 16,740 X 16,740 VERIZON COMMUNICATIONS COMMON STOCK 92343V104 $ 56,127 1,363,292 X 19,08 ,26,28 1,363,292 VERTEX PHARMACEUTICALS COMMON STOCK 92532F100 $ 6,283 219,980 X 08 ,28 219,980 VERTRUE, INC. COMMON STOCK 92534N101 $ 1,516 31,085 X 28,23,08 31,085 VIACOM, INC., CLASS B COMMON STOCK 92553P201 $ 22,880 549,601 X 08 ,28,26 549,601 VIAD CORPORATION COMMON STOCK 92552R406 $ 1,324 31,385 X 28,29,08 31,385 VIAD CORPORATION COMMON STOCK 92552R406 $ 2,100 49,806 X 26 49,806 VIASAT INC. COMMON STOCK 92552V100 $ 213 6,623 X 28 6,623 VIEWPOINT FINL. GROUP COMMON STOCK 926727108 $ 649 37,700 X 28,11 37,700 VIGNETTE CORP. COMMON STOCK 926734401 $ 711 37,131 X 28,29 37,131 VINEYARD NATL BANCORP COMMON STOCK 927426106 $ 1,401 61,000 X 61,000 VIROPHARMA INC. COMMON STOCK 928241108 $ 1,457 105,596 X 08 ,29,28,23 105,596 VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 $ 4,807 303,880 X 28 303,880 VISICU INC COMMON STOCK 92831L204 $ 1,290 141,000 X 28,05 141,000 VISTAPRINT LTD OTHER SECURITY G93762204 $ 2,196 57,400 X 28,05 57,400 VISTAPRINT LTD OTHER SECURITY G93762204 $ 1,638 42,830 X 26 42,830 VISTEON CORP COMMON STOCK 92839U107 $ 538 66,420 X 08,28 66,420 VITAL IMAGES, INC. COMMON STOCK 92846N104 $ 2,571 94,665 X 28,24,05 94,665 VIVUS INC. COMMON STOCK 928551100 $ 54 10,300 X 28 10,300 VOCUS INC COMMON STOCK 92858J108 $ 1,454 57,900 X 28,05 57,900 VOCUS INC COMMON STOCK 92858J108 $ 792 31,560 X 31,560 VODAFONE GROUP ADR OTHER SECURITY 92857W209 $ 25,019 743,952 X 743,952 VOLCOM INC. COMMON STOCK 92864N101 $ 1,439 28,700 X 28,24 28,700 VOLT INFORMATION SCIENCES COMMON STOCK 928703107 $ 230 12,457 X 28,08 12,457 VOLT INFORMATION SCIENCES COMMON STOCK 928703107 $ 12,485 677,050 X 677,050 VORNADO REALTY TRUST COMMON STOCK 929042109 $ 5,536 50,400 X 28 50,400 VULCAN MATERIALS CO. COMMON STOCK 929160109 $ 4,005 34,968 X 28 34,968 W HOLDING CO., INC. ADR COMMON STOCK 929251106 $ 278 105,371 X 08 ,28 105,371 W&T OFFSHORE INC. COMMON STOCK 92922P106 $ 1,151 41,118 X 41,118 W. H. BRADY COMPANY COMMON STOCK 104674106 $ 2,889 77,789 X 28,11 77,789 W.R. BERKLEY CORP. COMMON STOCK 084423102 $ 9,483 291,416 X 28 291,416 W.R. BERKLEY CORP. COMMON STOCK 084423102 $ 11,047 339,485 X 339,485 W.R. GRACE & CO. NEW COMMON STOCK 38388F108 $ 1,222 49,900 X 28,08 49,900 WABASH NATIONAL CORP COMMON STOCK 929566107 $ 1,174 80,260 X 28,25 80,260 WABTEC COMMON STOCK 929740108 $ 3,075 84,178 X 08 ,29,28,11 84,178 WACHOVIA CORP. COMMON STOCK 929903102 $ 48,546 947,243 X 19,08 ,26,28 947,243 WADDELL & REED FINANCIAL COMMON STOCK 930059100 $ 4,327 166,340 X 28 166,340 WAL-MART STORES, INC. COMMON STOCK 931142103 $ 53,978 1,121,970 X 08 ,19,26,28 1,121,970 WAL-MART STORES, INC. COMMON STOCK 931142103 $ 15,662 325,550 X 325,550 WALGREEN CO. COMMON STOCK 931422109 $ 14,966 343,725 X 28 343,725 WALGREEN CO. COMMON STOCK 931422109 $ 19,049 437,500 X 437,500 WALT DISNEY CO. COMMON STOCK 254687106 $ 26,252 768,950 X 19,08 ,28 768,950 WALT DISNEY CO. COMMON STOCK 254687106 $ 27,772 813,480 X 813,480 WALTER INDS. INC. COMMON STOCK 93317Q105 $ 374 12,900 X 28 12,900 WARREN RESOURCES, INC. COMMON STOCK 93564A100 $ 2,335 199,880 X 19,28,25 199,880 WARREN RESOURCES, INC. COMMON STOCK 93564A100 $ 3,472 297,300 X 297,300 WASHINGTON FED INC COMMON STOCK 938824109 $ 3,367 138,501 X 28 138,501 WASHINGTON GROUP INT. COMMON STOCK 938862208 $ 2,386 29,825 X 28,25 29,825 WASHINGTON MUTUAL COMMON STOCK 939322103 $ 14,101 330,689 X 19,28 330,689 WASHINGTON POST CO COMMON STOCK 939640108 $ 7,208 9,288 X 28 9,288 WASHINGTON REAL ESTATE COMMON STOCK 939653101 $ 418 12,284 X 28 12,284 WASHINGTON REAL ESTATE COMMON STOCK 939653101 $ 6,301 185,310 X 185,310 WASHINGTON TRUST BANCORP COMMON STOCK 940610108 $ 364 14,440 X 28,08 14,440 WASTE CONNECTIONS, INC. COMMON STOCK 941053100 $ 576 19,034 X 28 19,034 WASTE CONNECTIONS, INC. COMMON STOCK 941053100 $ 1,040 34,400 X 34,400 WASTE MANAGEMENT, INC. COMMON STOCK 94106L109 $ 7,100 181,813 X 28 181,813 WASTE MANAGEMENT, INC. COMMON STOCK 94106L109 $ 4,893 125,300 X 125,300 WATERS CORP. COMMON STOCK 941848103 $ 2,135 35,971 X 28 35,971 WATERS CORP. COMMON STOCK 941848103 $ 6,320 106,470 X 106,470 WATSCO, INC. COMMON STOCK 942622200 $ 1,335 24,533 X 19,28,08 24,533 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 $ 1,122 34,506 X 08 ,28 34,506 WATSON WYATT & CO. COMMON STOCK 942712100 $ 2,686 53,211 X 28,08,23 53,211
WATTS WATER TECH, INC. COMMON STOCK 942749102 $ 822 21,930 X 28,08 21,930 WAUSAU PAPER CORP. COMMON STOCK 943315101 $ 161 12,047 X 28 12,047 WCI COMMUNITIES INC. COMMON STOCK 92923C104 $ 374 22,398 X 28,08 22,398 WEATHERFORD INTL. INC. OTHER SECURITY G95089101 $ 6,347 114,900 X 28 114,900 WEBSENSE, INC. COMMON STOCK 947684106 $ 260 12,250 X 28 12,250 WEBSENSE, INC. COMMON STOCK 947684106 $ 1,228 57,789 X 26 57,789 WEBSITE PROS, INC. COMMON STOCK 94769V105 $ 1,460 155,000 X 155,000 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 $ 3,909 91,600 X 28 91,600 WEINGARTEN REALTY COMMON STOCK 948741103 $ 5,454 132,700 X 28 132,700 WELLCARE GROUP, INC. COMMON STOCK 94946T106 $ 8,081 89,282 X 08 ,28,23 89,282 WELLPOINT, INC. COMMON STOCK 94973V107 $ 18,375 230,182 X 08 ,28 230,182 WELLPOINT, INC. COMMON STOCK 94973V107 $ 17,812 223,130 X 223,130 WELLS FARGO COMPANY COMMON STOCK 949746101 $ 50,488 1,435,546 X 08 ,19,26,28 1,435,546 WENDYS INTERNATIONAL COMMON STOCK 950590109 $ 1,405 38,236 X 28 38,236 WERNER ENTERPRISES INC COMMON STOCK 950755108 $ 2,059 102,160 X 28 102,160 WESBANCO INC COMMON STOCK 950810101 $ 232 7,874 X 23,28 7,874 WESCO INTERNATIONAL INC COMMON STOCK 95082P105 $ 6,679 110,490 X 110,490 WEST COAST BANCORP-OREGON COMMON STOCK 952145100 $ 1,430 47,061 X 23,28,08 47,061 WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 $ 3,224 68,371 X 28,19,23 68,371 WESTAMERICA BANCORP COMMON STOCK 957090103 $ 4,536 102,532 X 29,28,11 102,532 WESTAR ENERGY INC COMMON STOCK 95709T100 $ 8,855 364,700 X 08 ,29,28,25 364,700 WESTAR ENERGY INC COMMON STOCK 95709T100 $ 1,734 71,400 X 71,400 WESTERN DIGITAL CORP. COMMON STOCK 958102105 $ 7,681 396,960 X 23,28 396,960 WESTERN DIGITAL CORP. COMMON STOCK 958102105 $ 6,409 331,222 X 331,222 WESTERN UNION CORP. COMMON STOCK 959802109 $ 7,059 338,868 X 26,28 338,868 WESTFIELD FINANCIAL COMMON STOCK 96008P104 $ 730 73,228 X 28,11 73,228 WESTFIELD FINANCIAL COMMON STOCK 96008P104 $ 2,152 215,810 X 215,810 WESTFIELD GROUP RIGHTS RIGHT RB01BTX7 $ 10 271,260 X 28 271,260 WESTWOOD ONE INC. COMMON STOCK 961815107 $ 1,314 182,698 X 28,23,08 182,698 WET SEAL, INC. COMMON STOCK 961840105 $ 126 21,005 X 28 21,005 WEYERHAEUSER CO. COMMON STOCK 962166104 $ 6,457 81,801 X 28 81,801 WGL HOLDINGS, INC. COMMON STOCK 92924F106 $ 3,861 118,295 X 19,28 118,295 WH ENERGY SERVICES COMMON STOCK 92925E108 $ 727 11,745 X 29,28 11,745 WH ENERGY SERVICES COMMON STOCK 92925E108 $ 724 11,700 X 11,700 WHIRLPOOL CORP. COMMON STOCK 963320106 $ 3,666 32,968 X 19,28 32,968 WHITING PETROLEUM CORP COMMON STOCK 966387102 $ 387 9,555 X 28 9,555 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 $ 2,011 52,500 X 28 52,500 WILEY JOHN AND SONS COMMON STOCK 968223206 $ 3,409 70,600 X 28 70,600 WILLIAMS COS., INC. COMMON STOCK 969457100 $ 6,645 210,138 X 28 210,138 WILLIAMS COS., INC. COMMON STOCK 969457100 $ 3,378 106,846 X 106,846 WILLIAMS-SONOMA INC. COMMON STOCK 969904101 $ 6,068 192,140 X 28 192,140 WILLIAMS-SONOMA INC. COMMON STOCK 969904101 $ 1,554 49,210 X 49,210 WILMINGTON TRUST CORP. COMMON STOCK 971807102 $ 4,616 111,200 X 28 111,200 WILMINGTON TRUST CORP. COMMON STOCK 971807102 $ 4,014 96,690 X 96,690 WIND RIVER SYSTEMS, INC. COMMON STOCK 973149107 $ 1,547 140,646 X 28 140,646 WINDSTREAM CORP. COMMON STOCK 97381W104 $ 2,147 145,485 X 28 145,485 WINDSTREAM CORP. COMMON STOCK 97381W104 $ 6,199 420,000 X 420,000 WINN-DIXIE STORES COMMON STOCK 974280307 $ 243 8,300 X 28 8,300 WINNEBAGO INDUSTRIES, INC COMMON STOCK 974637100 $ 252 8,553 X 28 8,553 WINSTON HOTELS, INC. COMMON STOCK 97563A102 $ 595 39,666 X 23,08 ,28 39,666 WINTRUST FINANCIAL CORP. COMMON STOCK 97650W108 $ 329 7,497 X 28 7,497 WINTRUST FINANCIAL CORP. COMMON STOCK 97650W108 $ 8,552 195,018 X 195,018 WISCONSIN ENERGY CORP. COMMON STOCK 976657106 $ 9,045 204,500 X 28 204,500 WM WRIGLEY JR. CO. COMMON STOCK 982526105 $ 4,351 78,670 X 08 ,28 78,670 WMS INDUSTRIES, INC COMMON STOCK 929297109 $ 299 10,378 X 28 10,378 WNS HOLDINGS LTD. ADR COMMON STOCK 92932M101 $ 533 18,721 X 18,721 WOLVERINE WORLD WIDE, INC COMMON STOCK 978097103 $ 409 14,746 X 28 14,746 WOLVERINE WORLD WIDE, INC COMMON STOCK 978097103 $ 1,419 51,200 X 51,200 WOODWARD GOVERNOR CO. COMMON STOCK 980745103 $ 416 7,750 X 28 7,750 WOORI FINANCE ADR OTHER SECURITY 981063100 $ 367 4,800 X 4,800 WORLD ACCEPTANCE COMMON STOCK 981419104 $ 3,095 72,428 X 08 ,23,28,19 72,428 WORLD FUEL SERVICES CORP. COMMON STOCK 981475106 $ 1,292 30,720 X 28,19 30,720 WORLD FUEL SERVICES CORP. COMMON STOCK 981475106 $ 6,042 143,660 X 143,660 WORTHINGTON INDS., INC. COMMON STOCK 981811102 $ 2,957 136,562 X 28 136,562 WORTHINGTON INDS., INC. COMMON STOCK 981811102 $ 2,451 113,200 X 113,200 WRIGHT EXPRESS CORP. COMMON STOCK 98233Q105 $ 356 10,375 X 28 10,375 WRIGHT EXPRESS CORP. COMMON STOCK 98233Q105 $ 386 11,260 X 11,260 WRIGHT MEDICAL GROUP, INC COMMON STOCK 98235T107 $ 1,157 47,952 X 28,11 47,952 WSFS FINANCIAL CORP COMMON STOCK 929328102 $ 780 11,915 X 23,28,08 11,915 WYETH COMMON STOCK 983024100 $ 43,898 765,572 X 19,08 ,28,26 765,572 WYETH COMMON STOCK 983024100 $ 58,966 1,028,365 X 1,028,365 WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 $ 2,430 67,009 X 08 ,28 67,009 XCEL ENERGY INC COMMON STOCK 98389B100 $ 2,853 139,367 X 08 ,28 139,367 XENOPORT INC. COMMON STOCK 98411C100 $ 262 5,900 X 28 5,900 XEROX CORPORATION COMMON STOCK 984121103 $ 6,081 329,064 X 08 ,28 329,064 XILINX, INC. COMMON STOCK 983919101 $ 3,724 139,122 X 08 ,28 139,122 XILINX, INC. COMMON STOCK 983919101 $ 882 32,940 X 32,940 XL CAPITAL LTD. OTHER SECURITY G98255105 $ 5,575 66,146 X 28 66,146 XOMA LTD. COMMON STOCK G9825R107 $ 83 27,300 X 28 27,300 XTENT, INC. COMMON STOCK 984141101 $ 2,475 247,500 X 247,500 XTO ENERGY, INC. COMMON STOCK 98385X106 $ 8,400 139,765 X 08 ,28 139,765 XTO ENERGY, INC. COMMON STOCK 98385X106 $ 22,872 380,560 X 380,560 YAHOO!, INC. COMMON STOCK 984332106 $ 11,830 436,048 X 08 ,28 436,048 YAHOO!, INC. COMMON STOCK 984332106 $ 1,928 71,079 X 71,079 YOUNG INNOVATIONS INC COMMON STOCK 987520103 $ 1,687 57,800 X 11 57,800 YRC WORLDWIDE INC. COMMON STOCK 984249102 $ 4,087 111,062 X 19,28 111,062 YUM! BRANDS, INC. COMMON STOCK 988498101 $ 5,941 181,562 X 28 181,562 ZALE CORP COMMON STOCK 988858106 $ 317 13,302 X 28 13,302 ZARDOYA OTIS RIGHTS RIGHT B1YCCS0 $ 48 12,413 X 28 12,413 ZEBRA TECHNOLOGIES COMMON STOCK 989207105 $ 5,861 151,289 X 11 ,28 151,289 ZENITH NATIONAL INSURANCE COMMON STOCK 989390109 $ 2,760 58,602 X 28,08 58,602 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 $ 7,587 89,372 X 08 ,28 89,372 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 $ 548 6,450 X 6,450 ZIONS BANCORP. COMMON STOCK 989701107 $ 2,693 35,020 X 28 35,020
ZOLL MEDICAL CORP COMMON STOCK 989922109 $ 219 9,812 X 29,28 9,812 ZOLTEK CO., INC. COMMON STOCK 98975W104 $ 1,545 37,200 X 28,24 37,200 ZORAN CORP. COMMON STOCK 98975F101 $ 1,687 84,159 X 08 ,28 84,159 ZUMIEZ, INC. COMMON STOCK 989817101 $ 3,400 90,000 X 28,05 ,24 90,000 ZYGO CORP. COMMON STOCK 989855101 $ 157 11,000 X 11,000
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