13F-HR 1 p74242e13fvhr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/07 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: ING Investments LLC Address: 7337 East Doubletree Ranch Rd. Scottsdale, AZ 85258 ------------------------------ Form 13F File Number: 28-04547 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person to contact for further information: Name: Michael Malaekeh Phone: 480-477-2168 Person Signing this Report on Behalf of Reporting Manager: Name: Robyn L. Ichilov Title: Vice President Phone: 480-477-2160 Signature, Place, and Date of Signing: /s/ Robyn L. Ichilov Scottsdale, AZ 8/14/2007 ------------------------ ------------------ ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): / / 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).) /X/ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 42 Form 13F Information Table Entry Totals: 6,598 Form 13F Information Table Value Total: $30,392,372 (thousands)

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE No. Form 13F File Number Name ---- -------------------- ---------------------- ING INVESTMENTS LLC FORM 13F JUNE 30, 2007

AGL Resources, Inc. COM 001204106 306 7,559 SH N/A Defined 19 7,559 N/A N/A AGL Resources, Inc. COM 001204106 1,916 47,330 SH N/A Defined 27 47,330 N/A N/A AGL Resources, Inc. COM 001204106 117 2,900 SH N/A Defined 28 2,900 N/A N/A AGL Resources, Inc. COM 001204106 9 224 SH N/A Defined 33 224 N/A N/A AES Corp. COM 00130H105 6,374 291,300 SH N/A Defined 3 291,300 N/A N/A AES Corp. COM 00130H105 2,286 104,500 SH N/A Defined 9 104,500 N/A N/A AES Corp. COM 00130H105 7,522 343,801 SH N/A Defined 14 343,801 N/A N/A AES Corp. COM 00130H105 1,130 51,664 SH N/A Defined 14 51,664 N/A N/A AES Corp. COM 00130H105 50,442 2,305,400 SH N/A Defined 24 2,305,400 N/A N/A AES Corp. COM 00130H105 3,938 179,980 SH N/A Defined 27 179,980 N/A N/A AES Corp. COM 00130H105 7,225 330,200 SH N/A Defined 34 330,200 N/A N/A AES Corp. COM 00130H105 8,568 391,600 SH N/A Defined 34 391,600 N/A N/A AMB Property Corp. COM 00163T109 3,917 73,600 SH N/A Defined 18 73,600 N/A N/A AMB Property Corp. COM 00163T109 623 11,700 SH N/A Defined 18 11,700 N/A N/A AMB Property Corp. COM 00163T109 4,227 79,425 SH N/A Defined 18 79,425 N/A N/A AMB Property Corp. COM 00163T109 2,411 45,300 SH N/A Defined 18 45,300 N/A N/A AMB Property Corp. COM 00163T109 26,595 499,720 SH N/A Defined 40 499,720 N/A N/A AMN Healthcare Services, Inc. COM 001744101 2,831 128,700 SH N/A Defined 20 128,700 N/A N/A AMR Corp. COM 001765106 5,007 190,000 SH N/A Defined 7 190,000 N/A N/A AMR Corp. COM 001765106 1,924 73,000 SH N/A Defined 7 73,000 N/A N/A AMR Corp. COM 001765106 9,765 370,600 SH N/A Defined 14 370,600 N/A N/A AMR Corp. COM 001765106 8,698 330,100 SH N/A Defined 14 330,100 N/A N/A ASV, Inc. COM 001963107 137 7,900 SH N/A Defined 4 7,900 N/A N/A AT&T, Inc. COM 00206R102 3,577 86,200 SH N/A Defined 4 86,200 N/A N/A AT&T, Inc. COM 00206R102 614 14,800 SH N/A Defined 6 14,800 N/A N/A AT&T, Inc. COM 00206R102 606 14,600 SH N/A Defined 6 14,600 N/A N/A AT&T, Inc. COM 00206R102 2,200 53,000 SH N/A Defined 7 53,000 N/A N/A AT&T, Inc. COM 00206R102 2,144 51,672 SH N/A Defined 8 51,672 N/A N/A AT&T, Inc. COM 00206R102 3,988 96,100 SH N/A Defined 9 96,100 N/A N/A AT&T, Inc. COM 00206R102 830 20,000 SH N/A Defined 15 20,000 N/A N/A AT&T, Inc. COM 00206R102 32,523 783,696 SH N/A Defined 19 783,696 N/A N/A AT&T, Inc. COM 00206R102 4,316 104,000 SH N/A Defined 19 104,000 N/A N/A AT&T, Inc. COM 00206R102 685 16,517 SH N/A Defined 19 16,517 N/A N/A AT&T, Inc. COM 00206R102 4,033 97,181 SH N/A Defined 20 97,181 N/A N/A AT&T, Inc. COM 00206R102 6,776 163,280 SH N/A Defined 25 163,280 N/A N/A

AT&T, Inc. COM 00206R102 7,609 183,358 SH N/A Defined 26 183,358 N/A N/A AT&T, Inc. COM 00206R102 7,002 168,726 SH N/A Defined 27 168,726 N/A N/A AT&T, Inc. COM 00206R102 15,170 365,540 SH N/A Defined 27 365,540 N/A N/A AT&T, Inc. COM 00206R102 2,461 59,306 SH N/A Defined 31 59,306 N/A N/A AT&T, Inc. COM 00206R102 994 23,942 SH N/A Defined 31 23,942 N/A N/A AT&T, Inc. COM 00206R102 43 1,045 SH N/A Defined 33 1,045 N/A N/A AT&T, Inc. COM 00206R102 4,781 115,197 SH N/A Defined 33 115,197 N/A N/A AT&T, Inc. COM 00206R102 69,470 1,673,975 SH N/A Defined 34 1,673,975 N/A N/A AT&T, Inc. COM 00206R102 29,457 709,803 SH N/A Defined 34 709,803 N/A N/A AT&T, Inc. COM 00206R102 1,154 27,800 SH N/A Defined 39 27,800 N/A N/A AT&T, Inc. COM 00206R102 7,398 178,267 SH N/A Defined 39 178,267 N/A N/A AT&T, Inc. COM 00206R102 16,866 406,400 SH N/A Defined 40 406,400 N/A N/A AT&T, Inc. COM 00206R102 2,597 62,590 SH N/A Defined 41 62,590 N/A N/A ATMI, Inc. COM 00207R101 8,353 278,441 SH N/A Defined 14 278,441 N/A N/A ATP Oil & Gas Corp. COM 00208J108 175 3,600 SH N/A Defined 20 3,600 N/A N/A Abbott Laboratories COM 002824100 1,585 29,600 SH N/A Defined 4 29,600 N/A N/A Abbott Laboratories COM 002824100 396 7,400 SH N/A Defined 6 7,400 N/A N/A Abbott Laboratories COM 002824100 418 7,800 SH N/A Defined 6 7,800 N/A N/A Abbott Laboratories COM 002824100 5,147 96,107 SH N/A Defined 13 96,107 N/A N/A Abbott Laboratories COM 002824100 3,411 63,700 SH N/A Defined 20 63,700 N/A N/A Abbott Laboratories COM 002824100 3,192 59,600 SH N/A Defined 25 59,600 N/A N/A Abbott Laboratories COM 002824100 1,165 21,760 SH N/A Defined 27 21,760 N/A N/A Abbott Laboratories COM 002824100 3,149 58,800 SH N/A Defined 31 58,800 N/A N/A Abbott Laboratories COM 002824100 12 216 SH N/A Defined 33 216 N/A N/A Abbott Laboratories COM 002824100 1,407 26,270 SH N/A Defined 33 26,270 N/A N/A Abbott Laboratories COM 002824100 9,109 170,100 SH N/A Defined 34 170,100 N/A N/A Abbott Laboratories COM 002824100 15,535 290,100 SH N/A Defined 40 290,100 N/A N/A Abbott Laboratories COM 002824100 14,669 273,930 SH N/A Defined 40 273,930 N/A N/A Abbott Laboratories COM 002824100 24,758 462,330 SH N/A Defined 40 462,330 N/A N/A Abbott Laboratories COM 002824100 3,006 56,130 SH N/A Defined 41 56,130 N/A N/A Abercrombie & Fitch Co. COM 002896207 598 8,200 SH N/A Defined 14 8,200 N/A N/A Abercrombie & Fitch Co. COM 002896207 1,857 25,451 SH N/A Defined 40 25,451 N/A N/A Abiomed, Inc. COM 003654100 802 74,417 SH N/A Defined 13 74,417 N/A N/A Acadia Pharmaceuticals, Inc. COM 004225108 256 18,700 SH N/A Defined 20 18,700 N/A N/A Acadia Pharmaceuticals, Inc. COM 004225108 2,883 210,900 SH N/A Defined 31 210,900 N/A N/A

Acadia Realty Trust COM 004239109 2,595 100,000 SH N/A Defined 5 100,000 N/A N/A Acadia Realty Trust COM 004239109 3,453 133,050 SH N/A Defined 18 133,050 N/A N/A Acadia Realty Trust COM 004239109 1,970 75,900 SH N/A Defined 18 75,900 N/A N/A Acadia Realty Trust COM 004239109 5,074 195,520 SH N/A Defined 40 195,520 N/A N/A Accredited Home Lenders Holding Co. COM 00437P107 40 2,900 SH N/A Defined 20 2,900 N/A N/A Accuray, Inc. COM 004397105 120 5,400 SH N/A Defined 39 5,400 N/A N/A Accuride Corp. COM 004398103 243 15,800 SH N/A Defined 20 15,800 N/A N/A Acergy SA ADR 00443E104 2,210 98,400 SH N/A Defined 29 98,400 N/A N/A Aceto Corp. COM 004446100 228 24,600 SH N/A Defined 38 24,600 N/A N/A Activision, Inc. COM 004930202 6,372 341,300 SH N/A Defined 3 341,300 N/A N/A Activision, Inc. COM 004930202 10,918 584,800 SH N/A Defined 14 584,800 N/A N/A Activision, Inc. COM 004930202 9,023 483,300 SH N/A Defined 14 483,300 N/A N/A Activision, Inc. COM 004930202 5,173 277,100 SH N/A Defined 28 277,100 N/A N/A Activision, Inc. COM 004930202 222 11,900 SH N/A Defined 28 11,900 N/A N/A Activision, Inc. COM 004930202 3,920 209,980 SH N/A Defined 34 209,980 N/A N/A Activision, Inc. COM 004930202 2,821 151,120 SH N/A Defined 41 151,120 N/A N/A Actel Corp. COM 004934105 25 1,800 SH N/A Defined 20 1,800 N/A N/A Actel Corp. COM 004934105 698 50,200 SH N/A Defined 42 50,200 N/A N/A Actuate Corp. COM 00508B102 291 42,900 SH N/A Defined 20 42,900 N/A N/A Actuant Corp. COM 00508X203 1,513 24,000 SH N/A Defined 11 24,000 N/A N/A Acuity Brands, Inc. COM 00508Y102 2,025 33,600 SH N/A Defined 14 33,600 N/A N/A Acuity Brands, Inc. COM 00508Y102 790 13,100 SH N/A Defined 20 13,100 N/A N/A Adams Respiratory Therapeutics, Inc. COM 00635P107 2,442 62,000 SH N/A Defined 13 62,000 N/A N/A Adams Respiratory Therapeutics, Inc. COM 00635P107 551 14,000 SH N/A Defined 20 14,000 N/A N/A Adaptec, Inc. COM 00651F108 39 10,300 SH N/A Defined 20 10,300 N/A N/A AFP Provida SA ADR 00709P108 9,596 306,280 SH N/A Defined 8 306,280 N/A N/A Adobe Systems, Inc. COM 00724F101 992 24,700 SH N/A Defined 6 24,700 N/A N/A Adobe Systems, Inc. COM 00724F101 996 24,800 SH N/A Defined 6 24,800 N/A N/A Adobe Systems, Inc. COM 00724F101 4,063 101,200 SH N/A Defined 14 101,200 N/A N/A Adobe Systems, Inc. COM 00724F101 28,028 698,083 SH N/A Defined 31 698,083 N/A N/A Adobe Systems, Inc. COM 00724F101 1,373 34,200 SH N/A Defined 31 34,200 N/A N/A Adobe Systems, Inc. COM 00724F101 820 20,426 SH N/A Defined 33 20,426 N/A N/A Adobe Systems, Inc. COM 00724F101 8,793 219,000 SH N/A Defined 34 219,000 N/A N/A Adobe Systems, Inc. COM 00724F101 3,144 78,300 SH N/A Defined 41 78,300 N/A N/A Advance America Cash Advance Centers, Inc. COM 00739W107 229 12,900 SH N/A Defined 4 12,900 N/A N/A

Advance America Cash Advance Centers, Inc. COM 00739W107 376 21,200 SH N/A Defined 20 21,200 N/A N/A Advance Auto Parts, Inc. COM 00751Y106 1,848 45,600 SH N/A Defined 20 45,600 N/A N/A Advance Auto Parts, Inc. COM 00751Y106 182 4,500 SH N/A Defined 28 4,500 N/A N/A Advance Auto Parts, Inc. COM 00751Y106 1,743 43,000 SH N/A Defined 34 43,000 N/A N/A Advanced Analogic Technologies, Inc. COM 00752J108 26 2,700 SH N/A Defined 42 2,700 N/A N/A Advanced Magnetics, Inc. COM 00753P103 3,082 52,997 SH N/A Defined 13 52,997 N/A N/A Advanced Magnetics, Inc. COM 00753P103 256 4,400 SH N/A Defined 20 4,400 N/A N/A Advanced Magnetics, Inc. COM 00753P103 140 2,400 SH N/A Defined 39 2,400 N/A N/A Aecom Technology Corp. COM 00766T100 141 5,700 SH N/A Defined 4 5,700 N/A N/A Aecom Technology Corp. COM 00766T100 4,962 200,000 SH N/A Defined 5 200,000 N/A N/A Aeroflex, Inc. COM 007768104 964 68,000 SH N/A Defined 11 68,000 N/A N/A Aeroflex, Inc. COM 007768104 261 18,400 SH N/A Defined 20 18,400 N/A N/A Aeroflex, Inc. COM 007768104 2,063 145,600 SH N/A Defined 29 145,600 N/A N/A Aeropostale, Inc. COM 007865108 208 5,000 SH N/A Defined 20 5,000 N/A N/A Aeropostale, Inc. COM 007865108 163 3,900 SH N/A Defined 28 3,900 N/A N/A Advanced Micro Devices, Inc. COM 007903107 24,941 1,744,148 SH N/A Defined 3 1,744,148 N/A N/A Advanced Micro Devices, Inc. COM 007903107 23,799 1,664,300 SH N/A Defined 31 1,664,300 N/A N/A Aegon NV NY Reg Shrs 007924103 2,944 149,820 SH N/A Defined 40 149,820 N/A N/A Aegon NV NY Reg Shrs 007924103 4,969 252,870 SH N/A Defined 40 252,870 N/A N/A Advanta Corp. COM 007942204 388 12,450 SH N/A Defined 20 12,450 N/A N/A Advanced Energy Industries, Inc. COM 007973100 377 16,634 SH N/A Defined 14 16,634 N/A N/A Advanced Energy Industries, Inc. COM 007973100 467 20,600 SH N/A Defined 20 20,600 N/A N/A Advent Software, Inc. COM 007974108 3,118 95,800 SH N/A Defined 10 95,800 N/A N/A Aerovironment, Inc. COM 008073108 194 9,400 SH N/A Defined 4 9,400 N/A N/A Aetna, Inc. COM 00817Y108 6,126 124,000 SH N/A Defined 7 124,000 N/A N/A Aetna, Inc. COM 00817Y108 1,976 40,000 SH N/A Defined 7 40,000 N/A N/A Aetna, Inc. COM 00817Y108 37,579 760,700 SH N/A Defined 24 760,700 N/A N/A Aetna, Inc. COM 00817Y108 8,610 174,300 SH N/A Defined 28 174,300 N/A N/A Aetna, Inc. COM 00817Y108 341 6,900 SH N/A Defined 28 6,900 N/A N/A Aetna, Inc. COM 00817Y108 1,783 36,100 SH N/A Defined 30 36,100 N/A N/A Aetna, Inc. COM 00817Y108 3,280 66,400 SH N/A Defined 31 66,400 N/A N/A Aetna, Inc. COM 00817Y108 15,475 313,250 SH N/A Defined 33 313,250 N/A N/A Aetna, Inc. COM 00817Y108 13,788 279,100 SH N/A Defined 34 279,100 N/A N/A Affiliated Computer Services, Inc. COM 008190100 976 17,200 SH N/A Defined 9 17,200 N/A N/A Affiliated Computer Services, Inc. COM 008190100 307 5,406 SH N/A Defined 13 5,406 N/A N/A

Affiliated Managers Group, Inc. COM 008252108 1,777 13,800 SH N/A Defined 11 13,800 N/A N/A Affiliated Managers Group, Inc. COM 008252108 953 7,400 SH N/A Defined 20 7,400 N/A N/A Affiliated Managers Group, Inc. COM 008252108 3,695 28,700 SH N/A Defined 34 28,700 N/A N/A Affymetrix, Inc. COM 00826T108 13,185 529,740 SH N/A Defined 3 529,740 N/A N/A Affymetrix, Inc. COM 00826T108 5,792 232,700 SH N/A Defined 31 232,700 N/A N/A Aftermarket Technology Corp. COM 008318107 603 20,300 SH N/A Defined 20 20,300 N/A N/A Agilent Technologies, Inc. COM 00846U101 973 25,300 SH N/A Defined 6 25,300 N/A N/A Agilent Technologies, Inc. COM 00846U101 973 25,300 SH N/A Defined 6 25,300 N/A N/A Agilent Technologies, Inc. COM 00846U101 3,806 99,000 SH N/A Defined 7 99,000 N/A N/A Agilent Technologies, Inc. COM 00846U101 1,399 36,400 SH N/A Defined 12 36,400 N/A N/A Agilent Technologies, Inc. COM 00846U101 6,662 173,300 SH N/A Defined 14 173,300 N/A N/A Agilent Technologies, Inc. COM 00846U101 2,095 54,500 SH N/A Defined 31 54,500 N/A N/A Agnico-Eagle Mines Ltd. COM 008474108 1,825 50,000 SH N/A Defined 34 50,000 N/A N/A Agrium, Inc. COM 008916108 2,856 65,270 SH N/A Defined 41 65,270 N/A N/A Air Products & Chemicals, Inc. COM 009158106 4,511 56,122 SH N/A Defined 26 56,122 N/A N/A Air Products & Chemicals, Inc. COM 009158106 5,738 71,390 SH N/A Defined 27 71,390 N/A N/A Air Products & Chemicals, Inc. COM 009158106 11 141 SH N/A Defined 33 141 N/A N/A Air Products & Chemicals, Inc. COM 009158106 609 7,583 SH N/A Defined 33 7,583 N/A N/A Air Products & Chemicals, Inc. COM 009158106 571 7,100 SH N/A Defined 33 7,100 N/A N/A Air Products & Chemicals, Inc. COM 009158106 17,889 222,583 SH N/A Defined 33 222,583 N/A N/A Air Products & Chemicals, Inc. COM 009158106 5,296 65,900 SH N/A Defined 37 65,900 N/A N/A Airgas, Inc. COM 009363102 2,342 48,900 SH N/A Defined 20 48,900 N/A N/A Akamai Technologies, Inc. COM 00971T101 8,940 183,800 SH N/A Defined 3 183,800 N/A N/A Akamai Technologies, Inc. COM 00971T101 1,318 27,100 SH N/A Defined 10 27,100 N/A N/A Akamai Technologies, Inc. COM 00971T101 1,124 23,100 SH N/A Defined 14 23,100 N/A N/A Akamai Technologies, Inc. COM 00971T101 1,352 27,790 SH N/A Defined 41 27,790 N/A N/A Akorn, Inc. COM 009728106 896 128,124 SH N/A Defined 14 128,124 N/A N/A Alabama National Bancorp. COM 010317105 2,436 39,400 SH N/A Defined 20 39,400 N/A N/A Alabama National Bancorp. COM 010317105 20 320 SH N/A Defined 29 320 N/A N/A Alamo Group, Inc. COM 011311107 68 2,700 SH N/A Defined 38 2,700 N/A N/A Alaska Air Group, Inc. COM 011659109 295 10,600 SH N/A Defined 4 10,600 N/A N/A Alaska Air Group, Inc. COM 011659109 1,365 49,000 SH N/A Defined 11 49,000 N/A N/A Alaska Air Group, Inc. COM 011659109 256 9,200 SH N/A Defined 20 9,200 N/A N/A Albany International Corp. COM 012348108 239 5,900 SH N/A Defined 4 5,900 N/A N/A Albany International Corp. COM 012348108 2,212 54,700 SH N/A Defined 29 54,700 N/A N/A

Albany Molecular Research, Inc. COM 012423109 31 2,090 SH N/A Defined 29 2,090 N/A N/A Albemarle Corp. COM 012653101 1,117 29,000 SH N/A Defined 7 29,000 N/A N/A Albemarle Corp. COM 012653101 2,509 65,108 SH N/A Defined 20 65,108 N/A N/A Albemarle Corp. COM 012653101 1,391 36,100 SH N/A Defined 20 36,100 N/A N/A Alcan, Inc. COM 013716105 265 3,259 SH N/A Defined 16 3,259 N/A N/A Alcoa, Inc. COM 013817101 2,639 65,100 SH N/A Defined 9 65,100 N/A N/A Alcoa, Inc. COM 013817101 132 3,258 SH N/A Defined 16 3,258 N/A N/A Alcoa, Inc. COM 013817101 3,328 82,100 SH N/A Defined 20 82,100 N/A N/A Alcoa, Inc. COM 013817101 23 563 SH N/A Defined 33 563 N/A N/A Alcoa, Inc. COM 013817101 1,914 47,229 SH N/A Defined 33 47,229 N/A N/A Alcoa, Inc. COM 013817101 10,736 264,900 SH N/A Defined 34 264,900 N/A N/A Alcoa, Inc. COM 013817101 19,487 480,800 SH N/A Defined 40 480,800 N/A N/A Alcatel SA ADR 013904305 3,341 238,619 SH N/A Defined 8 238,619 N/A N/A Alcatel SA ADR 013904305 7,074 505,300 SH N/A Defined 40 505,300 N/A N/A Alcatel SA ADR 013904305 11,940 852,840 SH N/A Defined 40 852,840 N/A N/A Alexander & Baldwin, Inc. COM 014482103 122 2,300 SH N/A Defined 4 2,300 N/A N/A Alesco Financial, Inc. COM 014485106 148 18,200 SH N/A Defined 4 18,200 N/A N/A Alesco Financial, Inc. COM 014485106 1,536 188,950 SH N/A Defined 29 188,950 N/A N/A Alexander's, Inc. COM 014752109 5,781 14,300 SH N/A Defined 5 14,300 N/A N/A Alexander's, Inc. COM 014752109 471 1,166 SH N/A Defined 16 1,166 N/A N/A Alexandria Real Estate Equities, Inc. COM 015271109 1,600 16,525 SH N/A Defined 11 16,525 N/A N/A Alexandria Real Estate Equities, Inc. COM 015271109 1,491 15,400 SH N/A Defined 20 15,400 N/A N/A Alexion Pharmaceuticals, Inc. COM 015351109 464 10,300 SH N/A Defined 6 10,300 N/A N/A Alexion Pharmaceuticals, Inc. COM 015351109 487 10,800 SH N/A Defined 6 10,800 N/A N/A Alexion Pharmaceuticals, Inc. COM 015351109 1,490 33,069 SH N/A Defined 13 33,069 N/A N/A Alexion Pharmaceuticals, Inc. COM 015351109 478 10,600 SH N/A Defined 20 10,600 N/A N/A Alkermes, Inc. COM 01642T108 1,935 132,500 SH N/A Defined 10 132,500 N/A N/A Alkermes, Inc. COM 01642T108 270 18,500 SH N/A Defined 20 18,500 N/A N/A Alkermes, Inc. COM 01642T108 1,377 94,300 SH N/A Defined 34 94,300 N/A N/A Alleghany Corp. COM 017175100 513 1,262 SH N/A Defined 16 1,262 N/A N/A Allegheny Energy, Inc. COM 017361106 1,050 20,300 SH N/A Defined 9 20,300 N/A N/A Allegheny Energy, Inc. COM 017361106 1,485 28,700 SH N/A Defined 14 28,700 N/A N/A Allegheny Technologies, Inc. COM 01741R102 15,312 146,000 SH N/A Defined 14 146,000 N/A N/A Allegheny Technologies, Inc. COM 01741R102 15,868 151,292 SH N/A Defined 14 151,292 N/A N/A Allegiant Travel Co. COM 01748X102 3,843 125,000 SH N/A Defined 5 125,000 N/A N/A

Allegiant Travel Co. COM 01748X102 378 12,300 SH N/A Defined 20 12,300 N/A N/A Allergan, Inc. COM 018490102 5,626 97,600 SH N/A Defined 9 97,600 N/A N/A Allergan, Inc. COM 018490102 1,080 18,744 SH N/A Defined 14 18,744 N/A N/A Allergan, Inc. COM 018490102 9,180 159,264 SH N/A Defined 34 159,264 N/A N/A Allergan, Inc. COM 018490102 4,600 79,800 SH N/A Defined 34 79,800 N/A N/A Allergan, Inc. COM 018490102 1,499 26,000 SH N/A Defined 39 26,000 N/A N/A Allergan, Inc. COM 018490102 9,649 167,400 SH N/A Defined 39 167,400 N/A N/A Allete, Inc. COM 018522300 19 400 SH N/A Defined 29 400 N/A N/A Alliance Data Systems Corp. COM 018581108 1,097 14,200 SH N/A Defined 9 14,200 N/A N/A Alliance Data Systems Corp. COM 018581108 314 4,057 SH N/A Defined 16 4,057 N/A N/A Alliance Imaging, Inc. COM 018606202 131 14,000 SH N/A Defined 4 14,000 N/A N/A Alliance Imaging, Inc. COM 018606202 321 34,200 SH N/A 20 34,200 N/A N/A Alliance One International, Inc. COM 018772103 1,801 179,200 SH N/A Defined 20 179,200 N/A N/A Alliant Energy Corp. COM 018802108 726 18,700 SH N/A Defined 38 18,700 N/A N/A Alliant Techsystems, Inc. COM 018804104 575 5,800 SH N/A Defined 4 5,800 N/A N/A Alliant Techsystems, Inc. COM 018804104 803 8,100 SH N/A Defined 9 8,100 N/A N/A Alliant Techsystems, Inc. COM 018804104 2,459 24,800 SH N/A Defined 20 24,800 N/A N/A Alliant Techsystems, Inc. COM 018804104 2,627 26,500 SH N/A Defined 20 26,500 N/A N/A Alliant Techsystems, Inc. COM 018804104 3,173 32,000 SH N/A Defined 34 32,000 N/A N/A AllianceBernstein Holding LP Ltd Part 01881G106 549 6,300 SH N/A Defined 5 6,300 N/A N/A AllianceBernstein Holding LP Ltd Part 01881G106 21,180 243,200 SH N/A Defined 14 243,200 N/A N/A Allied Waste Industries, Inc. COM 019589308 9,559 710,200 SH N/A Defined 14 710,200 N/A N/A Allied Waste Industries, Inc. COM 019589308 2,968 220,500 SH N/A Defined 38 220,500 N/A N/A Allied Waste Industries, Inc. COM 019589308 5,222 388,000 SH N/A Defined 38 388,000 N/A N/A Allscripts Healthcare Solutions, Inc. COM 01988P108 3,185 125,000 SH N/A Defined 5 125,000 N/A N/A Allscripts Healthcare Solutions, Inc. COM 01988P108 252 9,900 SH N/A Defined 14 9,900 N/A N/A Allstate Corp. COM 020002101 1,378 22,400 SH N/A Defined 4 22,400 N/A N/A Allstate Corp. COM 020002101 91 1,486 SH N/A Defined 4 1,486 N/A N/A Allstate Corp. COM 020002101 6,311 102,600 SH N/A Defined 14 102,600 N/A N/A Allstate Corp. COM 020002101 21,204 344,720 SH N/A Defined 27 344,720 N/A N/A Allstate Corp. COM 020002101 3,531 57,400 SH N/A Defined 31 57,400 N/A N/A Allstate Corp. COM 020002101 670 10,900 SH N/A Defined 39 10,900 N/A N/A Allstate Corp. COM 020002101 4,318 70,200 SH N/A Defined 39 70,200 N/A N/A Alltel Corp. COM 020039103 276 4,080 SH N/A Defined 16 4,080 N/A N/A Alltel Corp. COM 020039103 2,050 30,350 SH N/A Defined 27 30,350 N/A N/A

Alltel Corp. COM 020039103 2,020 29,900 SH N/A Defined 31 29,900 N/A N/A Alltel Corp. COM 020039103 9 129 SH N/A Defined 33 129 N/A N/A Alltel Corp. COM 020039103 493 7,294 SH N/A Defined 33 7,294 N/A N/A Alltel Corp. COM 020039103 9,822 145,400 SH N/A Defined 34 145,400 N/A N/A Alnylam Pharmaceuticals, Inc. COM 02043Q107 193 12,700 SH N/A Defined 14 12,700 N/A N/A Alon USA Energy, Inc. COM 020520102 722 16,400 SH N/A Defined 20 16,400 N/A N/A Alpha Natural Resources, Inc. COM 02076X102 304 14,600 SH N/A Defined 4 14,600 N/A N/A Alpharma, Inc. COM 020813101 218 8,400 SH N/A Defined 4 8,400 N/A N/A Alpharma, Inc. COM 020813101 273 10,500 SH N/A Defined 20 10,500 N/A N/A Altera Corp. COM 021441100 456 20,600 SH N/A Defined 6 20,600 N/A N/A Altera Corp. COM 021441100 467 21,100 SH N/A Defined 6 21,100 N/A N/A Altera Corp. COM 021441100 3,337 150,800 SH N/A Defined 9 150,800 N/A N/A Altera Corp. COM 021441100 9,044 408,678 SH N/A Defined 13 408,678 N/A N/A Altera Corp. COM 021441100 31,605 1,428,170 SH N/A Defined 14 1,428,170 N/A N/A Altera Corp. COM 021441100 867 39,200 SH N/A Defined 25 39,200 N/A N/A Altera Corp. COM 021441100 18,481 835,100 SH N/A Defined 31 835,100 N/A N/A Altera Corp. COM 021441100 9,461 427,500 SH N/A Defined 34 427,500 N/A N/A Altera Corp. COM 021441100 3,009 135,970 SH N/A Defined 41 135,970 N/A N/A Altra Holdings, Inc. COM 02208R106 655 37,927 SH N/A Defined 4 37,927 N/A N/A Altria Group, Inc. COM 02209S103 1,312 18,700 SH N/A Defined 4 18,700 N/A N/A Altria Group, Inc. COM 02209S103 1,185 16,890 SH N/A Defined 8 16,890 N/A N/A Altria Group, Inc. COM 02209S103 6,404 91,300 SH N/A Defined 9 91,300 N/A N/A Altria Group, Inc. COM 02209S103 10,002 142,600 SH N/A Defined 12 142,600 N/A N/A Altria Group, Inc. COM 02209S103 2,925 41,700 SH N/A Defined 14 41,700 N/A N/A Altria Group, Inc. COM 02209S103 1,071 15,272 SH N/A Defined 16 15,272 N/A N/A Altria Group, Inc. COM 02209S103 39,140 558,028 SH N/A Defined 19 558,028 N/A N/A Altria Group, Inc. COM 02209S103 5,700 81,264 SH N/A Defined 19 81,264 N/A N/A Altria Group, Inc. COM 02209S103 913 13,022 SH N/A Defined 19 13,022 N/A N/A Altria Group, Inc. COM 02209S103 4,531 64,600 SH N/A Defined 20 64,600 N/A N/A Altria Group, Inc. COM 02209S103 18,434 262,820 SH N/A Defined 27 262,820 N/A N/A Altria Group, Inc. COM 02209S103 11,812 168,400 SH N/A Defined 31 168,400 N/A N/A Altria Group, Inc. COM 02209S103 14,828 211,400 SH N/A Defined 40 211,400 N/A N/A Altria Group, Inc. COM 02209S103 7,877 112,300 SH N/A Defined 40 112,300 N/A N/A Altria Group, Inc. COM 02209S103 20,140 287,136 SH N/A Defined 40 287,136 N/A N/A Altria Group, Inc. COM 02209S103 13,295 189,550 SH N/A Defined 40 189,550 N/A N/A

Altus Pharmaceuticals, Inc. COM 02216N105 750 65,000 SH N/A Defined 13 65,000 N/A N/A Alumina Ltd. ADR 022205108 1,728 65,100 SH N/A Defined 38 65,100 N/A N/A Amazon.com, Inc. COM 023135106 3,427 50,100 SH N/A Defined 10 50,100 N/A N/A Amazon.com, Inc. COM 023135106 2,018 29,500 SH N/A Defined 12 29,500 N/A N/A Amazon.com, Inc. COM 023135106 14,953 218,582 SH N/A Defined 13 218,582 N/A N/A Amazon.com, Inc. COM 023135106 73,507 1,074,500 SH N/A Defined 24 1,074,500 N/A N/A Amazon.com, Inc. COM 023135106 547 8,000 SH N/A Defined 31 8,000 N/A N/A Amazon.com, Inc. COM 023135106 5,343 78,100 SH N/A Defined 34 78,100 N/A N/A Amazon.com, Inc. COM 023135106 14,086 205,900 SH N/A Defined 34 205,900 N/A N/A Amazon.com, Inc. COM 023135106 746 10,900 SH N/A Defined 39 10,900 N/A N/A Amazon.com, Inc. COM 023135106 4,775 69,800 SH N/A Defined 39 69,800 N/A N/A Amazon.com, Inc. COM 023135106 5,038 73,643 SH N/A Defined 40 73,643 N/A N/A Amazon.com, Inc. COM 023135106 6,188 90,460 SH N/A Defined 40 90,460 N/A N/A Amazon.com, Inc. COM 023135106 10,419 152,300 SH N/A Defined 40 152,300 N/A N/A AMBAC Financial Group, Inc. COM 023139108 538 6,168 SH N/A Defined 4 6,168 N/A N/A AMBAC Financial Group, Inc. COM 023139108 2,877 33,000 SH N/A Defined 7 33,000 N/A N/A AMBAC Financial Group, Inc. COM 023139108 2,093 24,000 SH N/A Defined 7 24,000 N/A N/A AMBAC Financial Group, Inc. COM 023139108 1,046 12,000 SH N/A Defined 9 12,000 N/A N/A AMBAC Financial Group, Inc. COM 023139108 950 10,900 SH N/A Defined 12 10,900 N/A N/A AMBAC Financial Group, Inc. COM 023139108 2,637 30,250 SH N/A Defined 20 30,250 N/A N/A AMBAC Financial Group, Inc. COM 023139108 14,369 164,800 SH N/A Defined 33 164,800 N/A N/A AMBAC Financial Group, Inc. COM 023139108 3,305 37,900 SH N/A Defined 34 37,900 N/A N/A Amcol International Corp. COM 02341W103 1,256 46,000 SH N/A Defined 11 46,000 N/A N/A Ameren Corp. COM 023608102 436 8,905 SH N/A Defined 4 8,905 N/A N/A Ameren Corp. COM 023608102 1,960 40,000 SH N/A Defined 15 40,000 N/A N/A Ameren Corp. COM 023608102 18,612 379,763 SH N/A Defined 19 379,763 N/A N/A Ameren Corp. COM 023608102 4,060 82,836 SH N/A Defined 19 82,836 N/A N/A Ameren Corp. COM 023608102 562 11,476 SH N/A Defined 19 11,476 N/A N/A Ameren Corp. COM 023608102 2,651 54,100 SH N/A Defined 27 54,100 N/A N/A Ameren Corp. COM 023608102 2,176 44,400 SH N/A Defined 34 44,400 N/A N/A Ameren Corp. COM 023608102 735 15,000 SH N/A Defined 38 15,000 N/A N/A America Movil SA de CV ADR 02364W105 564 9,100 SH N/A Defined 6 9,100 N/A N/A America Movil SA de CV ADR 02364W105 557 9,000 SH N/A Defined 6 9,000 N/A N/A America Movil SA de CV ADR 02364W105 49,934 806,300 SH N/A Defined 20 806,300 N/A N/A America Movil SA de CV ADR 02364W105 22,698 366,518 SH N/A Defined 26 366,518 N/A N/A

America Movil SA de CV ADR 02364W105 6,506 105,054 SH N/A Defined 26 105,054 N/A N/A America Movil SA de CV ADR 02364W105 5,392 87,070 SH N/A Defined 27 87,070 N/A N/A America Movil SA de CV ADR 02364W105 23,317 376,500 SH N/A Defined 34 376,500 N/A N/A America Movil SA de CV ADR 02364W105 3,646 58,876 SH N/A Defined 40 58,876 N/A N/A America Movil SA de CV ADR 02364W105 1,837 29,660 SH N/A Defined 41 29,660 N/A N/A American Axle & Manufacturing Holdings, Inc. COM 024061103 136 4,600 SH N/A Defined 4 4,600 N/A N/A American Axle & Manufacturing Holdings, Inc. COM 024061103 47 1,600 SH N/A Defined 29 1,600 N/A N/A American Campus Communities, Inc. COM 024835100 1,840 65,040 SH N/A Defined 40 65,040 N/A N/A American Capital Strategies Ltd. COM 024937104 1,637 38,500 SH N/A Defined 9 38,500 N/A N/A American Capital Strategies Ltd. COM 024937104 8,803 207,022 SH N/A Defined 19 207,022 N/A N/A American Capital Strategies Ltd. COM 024937104 2,562 60,243 SH N/A Defined 19 60,243 N/A N/A American Capital Strategies Ltd. COM 024937104 411 9,658 SH N/A Defined 19 9,658 N/A N/A American Commercial Lines, Inc. COM 025195207 2,196 84,300 SH N/A Defined 20 84,300 N/A N/A American Ecology Corp. COM 025533407 480 22,400 SH N/A Defined 4 22,400 N/A N/A American Electric Power Co., Inc. COM 025537101 4,608 102,300 SH N/A Defined 20 102,300 N/A N/A American Electric Power Co., Inc. COM 025537101 11,824 262,520 SH N/A Defined 27 262,520 N/A N/A American Electric Power Co., Inc. COM 025537101 12,079 268,180 SH N/A Defined 33 268,180 N/A N/A American Electric Power Co., Inc. COM 025537101 860 19,100 SH N/A Defined 38 19,100 N/A N/A American Electric Power Co., Inc. COM 025537101 626 13,900 SH N/A Defined 39 13,900 N/A N/A American Electric Power Co., Inc. COM 025537101 4,036 89,600 SH N/A Defined 39 89,600 N/A N/A American Electric Power Co., Inc. COM 025537101 10,204 226,550 SH N/A Defined 40 226,550 N/A N/A American Electric Power Co., Inc. COM 025537101 17,221 382,360 SH N/A Defined 40 382,360 N/A N/A American Equity Investment Life Holding Co. COM 025676206 211 17,500 SH N/A Defined 4 17,500 N/A N/A American Equity Investment Life Holding Co. COM 025676206 19 1,540 SH N/A Defined 29 1,540 N/A N/A American Express Co. COM 025816109 12,462 203,700 SH N/A Defined 12 203,700 N/A N/A American Express Co. COM 025816109 6,440 105,260 SH N/A Defined 27 105,260 N/A N/A American Express Co. COM 025816109 2,141 35,000 SH N/A Defined 30 35,000 N/A N/A American Express Co. COM 025816109 926 15,135 SH N/A Defined 33 15,135 N/A N/A American Express Co. COM 025816109 19,627 320,800 SH N/A Defined 34 320,800 N/A N/A American Express Co. COM 025816109 4,577 74,804 SH N/A Defined 40 74,804 N/A N/A American Financial Group, Inc. COM 025932104 683 20,000 SH N/A Defined 7 20,000 N/A N/A American Financial Realty Trust COM 02607P305 341 33,000 SH N/A Defined 14 33,000 N/A N/A American Greetings Corp. COM 026375105 153 5,400 SH N/A Defined 4 5,400 N/A N/A American Greetings Corp. COM 026375105 106 3,750 SH N/A Defined 29 3,750 N/A N/A American Greetings Corp. COM 026375105 3,948 139,370 SH N/A Defined 38 139,370 N/A N/A

American Home Mortgage Investment Corp. COM 02660R107 162 8,800 SH N/A Defined 20 8,800 N/A N/A American Home Mortgage Investment Corp. COM 02660R107 10 550 SH N/A Defined 29 550 N/A N/A American International Group, Inc. COM 026874107 2,255 32,200 SH N/A Defined 4 32,200 N/A N/A American International Group, Inc. COM 026874107 5,182 74,000 SH N/A Defined 7 74,000 N/A N/A American International Group, Inc. COM 026874107 6,324 90,300 SH N/A Defined 9 90,300 N/A N/A American International Group, Inc. COM 026874107 1,001 14,300 SH N/A Defined 10 14,300 N/A N/A American International Group, Inc. COM 026874107 10,547 150,600 SH N/A Defined 12 150,600 N/A N/A American International Group, Inc. COM 026874107 573 8,176 SH N/A Defined 16 8,176 N/A N/A American International Group, Inc. COM 026874107 1,541 22,000 SH N/A Defined 20 22,000 N/A N/A American International Group, Inc. COM 026874107 23,359 333,550 SH N/A Defined 24 333,550 N/A N/A American International Group, Inc. COM 026874107 5,413 77,289 SH N/A Defined 25 77,289 N/A N/A American International Group, Inc. COM 026874107 8,881 126,820 SH N/A Defined 28 126,820 N/A N/A American International Group, Inc. COM 026874107 14,083 201,100 SH N/A Defined 31 201,100 N/A N/A American International Group, Inc. COM 026874107 7,241 103,400 SH N/A Defined 31 103,400 N/A N/A American International Group, Inc. COM 026874107 57,551 821,800 SH N/A Defined 34 821,800 N/A N/A American International Group, Inc. COM 026874107 17,606 251,400 SH N/A Defined 34 251,400 N/A N/A American International Group, Inc. COM 026874107 24,945 356,200 SH N/A Defined 34 356,200 N/A N/A American International Group, Inc. COM 026874107 10,154 145,000 SH N/A Defined 35 145,000 N/A N/A American International Group, Inc. COM 026874107 5,925 84,600 SH N/A Defined 37 84,600 N/A N/A American International Group, Inc. COM 026874107 11,317 161,600 SH N/A Defined 40 161,600 N/A N/A American Medical Systems Holdings, Inc. COM 02744M108 1,874 103,900 SH N/A Defined 34 103,900 N/A N/A American Oriental Bioengineering, Inc. COM 028731107 228 25,600 SH N/A Defined 20 25,600 N/A N/A American Physicians Capital, Inc. COM 028884104 2,693 66,500 SH N/A Defined 20 66,500 N/A N/A American Physicians Capital, Inc. COM 028884104 23 570 SH N/A Defined 29 570 N/A N/A American Railcar Industries, Inc. COM 02916P103 3,803 97,500 SH N/A Defined 5 97,500 N/A N/A American Reprographics Co. COM 029263100 4,308 139,900 SH N/A Defined 34 139,900 N/A N/A American Science & Engineering, Inc. COM 029429107 199 3,500 SH N/A Defined 4 3,500 N/A N/A American Standard Cos., Inc. COM 029712106 5,043 85,500 SH N/A Defined 3 85,500 N/A N/A American Standard Cos., Inc. COM 029712106 3,008 51,000 SH N/A Defined 9 51,000 N/A N/A American Tower Corp. COM 029912201 529 12,600 SH N/A Defined 6 12,600 N/A N/A American Tower Corp. COM 029912201 533 12,700 SH N/A Defined 6 12,700 N/A N/A American Tower Corp. COM 029912201 1,361 32,400 SH N/A Defined 9 32,400 N/A N/A American Tower Corp. COM 029912201 1,898 45,200 SH N/A Defined 14 45,200 N/A N/A American Tower Corp. COM 029912201 3,956 94,200 SH N/A Defined 14 94,200 N/A N/A American Tower Corp. COM 029912201 473 11,270 SH N/A Defined 27 11,270 N/A N/A

American Tower Corp. COM 029912201 8,866 211,100 SH N/A Defined 34 211,100 N/A N/A American Tower Corp. COM 029912201 13,465 320,600 SH N/A Defined 34 320,600 N/A N/A American Tower Corp. COM 029912201 2,213 52,700 SH N/A Defined 41 52,700 N/A N/A AmericanWest Bancorp. COM 03058P109 1,130 62,000 SH N/A Defined 11 62,000 N/A N/A AmeriCredit Corp. COM 03060R101 1,548 58,300 SH N/A Defined 9 58,300 N/A N/A AmeriCredit Corp. COM 03060R101 2,841 107,000 SH N/A Defined 14 107,000 N/A N/A Amerigon, Inc. COM 03070L300 1,172 65,147 SH N/A Defined 14 65,147 N/A N/A Ameristar Casinos, Inc. COM 03070Q101 9,296 267,600 SH N/A Defined 5 267,600 N/A N/A Ameristar Casinos, Inc. COM 03070Q101 4,169 120,000 SH N/A Defined 42 120,000 N/A N/A Ameron International Corp. COM 030710107 4 40 SH N/A Defined 14 40 N/A N/A AmerisourceBergen Corp. COM 03073E105 2,778 56,160 SH N/A Defined 7 56,160 N/A N/A AmerisourceBergen Corp. COM 03073E105 2,028 41,000 SH N/A Defined 7 41,000 N/A N/A AMERIGROUP Corp. COM 03073T102 5,355 225,000 SH N/A Defined 5 225,000 N/A N/A AMERIGROUP Corp. COM 03073T102 497 20,900 SH N/A Defined 20 20,900 N/A N/A AMERIGROUP Corp. COM 03073T102 18 750 SH N/A Defined 29 750 N/A N/A Ameriprise Financial, Inc. COM 03076C106 2,958 46,530 SH N/A Defined 12 46,530 N/A N/A Ameriprise Financial, Inc. COM 03076C106 21,788 342,741 SH N/A Defined 14 342,741 N/A N/A Ameriprise Financial, Inc. COM 03076C106 2,482 39,040 SH N/A Defined 31 39,040 N/A N/A Ameriprise Financial, Inc. COM 03076C106 31,105 489,300 SH N/A Defined 34 489,300 N/A N/A Ameris Bancorp. COM 03076K108 263 11,700 SH N/A Defined 20 11,700 N/A N/A Ametek, Inc. COM 031100100 3,353 84,500 SH N/A Defined 20 84,500 N/A N/A Ametek, Inc. COM 031100100 4,129 104,050 SH N/A Defined 34 104,050 N/A N/A Amgen, Inc. COM 031162100 520 9,400 SH N/A Defined 4 9,400 N/A N/A Amgen, Inc. COM 031162100 2,497 45,166 SH N/A Defined 8 45,166 N/A N/A Amgen, Inc. COM 031162100 55,245 999,190 SH N/A Defined 10 999,190 N/A N/A Amgen, Inc. COM 031162100 1,720 31,100 SH N/A Defined 10 31,100 N/A N/A Amgen, Inc. COM 031162100 2,492 45,080 SH N/A Defined 13 45,080 N/A N/A Amgen, Inc. COM 031162100 7,812 141,287 SH N/A Defined 13 141,287 N/A N/A Amgen, Inc. COM 031162100 8,840 159,885 SH N/A Defined 21 159,885 N/A N/A Amgen, Inc. COM 031162100 17,151 310,200 SH N/A Defined 27 310,200 N/A N/A Amgen, Inc. COM 031162100 1,073 19,400 SH N/A Defined 30 19,400 N/A N/A Amgen, Inc. COM 031162100 2,532 45,800 SH N/A Defined 31 45,800 N/A N/A Amgen, Inc. COM 031162100 13,131 237,500 SH N/A Defined 34 237,500 N/A N/A Amgen, Inc. COM 031162100 7,083 128,100 SH N/A Defined 34 128,100 N/A N/A Amgen, Inc. COM 031162100 5,529 100,000 SH N/A Defined 35 100,000 N/A N/A

Amgen, Inc. COM 031162100 1,841 33,300 SH N/A Defined 38 33,300 N/A N/A Amgen, Inc. COM 031162100 243 4,400 SH N/A Defined 39 4,400 N/A N/A Amgen, Inc. COM 031162100 1,554 28,100 SH N/A Defined 39 28,100 N/A N/A Amgen, Inc. NOTE 0.375% 2/0 031162AQ3 1,339 1,500,000 SH N/A Defined 15 1,500,000 N/A N/A Amgen, Inc. NOTE 0.375% 2/0 031162AQ3 11,044 12,374,000 SH N/A Defined 34 12,374,000 N/A N/A Amgen, Inc. NOTE 0.375% 2/0 031162AQ3 3,392 3,800,000 SH N/A Defined 40 3,800,000 N/A N/A AMIS Holdings, Inc. COM 031538101 387 30,900 SH N/A Defined 20 30,900 N/A N/A Amkor Technology, Inc. COM 031652100 2,337 148,400 SH N/A Defined 20 148,400 N/A N/A Amphenol Corp. COM 032095101 538 15,100 SH N/A Defined 6 15,100 N/A N/A Amphenol Corp. COM 032095101 549 15,400 SH N/A Defined 6 15,400 N/A N/A Amphenol Corp. COM 032095101 2,086 58,500 SH N/A Defined 20 58,500 N/A N/A Amphenol Corp. COM 032095101 627 17,600 SH N/A Defined 33 17,600 N/A N/A Amsurg Corp. COM 03232P405 674 27,900 SH N/A Defined 4 27,900 N/A N/A Amylin Pharmaceuticals, Inc. COM 032346108 7,582 184,200 SH N/A Defined 14 184,200 N/A N/A Amylin Pharmaceuticals, Inc. COM 032346108 9,900 240,514 SH N/A Defined 14 240,514 N/A N/A Amylin Pharmaceuticals, Inc. COM 032346108 12,459 302,706 SH N/A Defined 26 302,706 N/A N/A Amylin Pharmaceuticals, Inc. COM 032346108 1,955 47,500 SH N/A Defined 34 47,500 N/A N/A Anadarko Petroleum Corp. COM 032511107 660 12,700 SH N/A Defined 9 12,700 N/A N/A Anadarko Petroleum Corp. COM 032511107 80,896 1,556,000 SH N/A Defined 10 1,556,000 N/A N/A Anadarko Petroleum Corp. COM 032511107 4,473 86,035 SH N/A Defined 26 86,035 N/A N/A Anadarko Petroleum Corp. COM 032511107 16,733 321,850 SH N/A Defined 27 321,850 N/A N/A Anadarko Petroleum Corp. COM 032511107 2,605 50,100 SH N/A Defined 31 50,100 N/A N/A Anadarko Petroleum Corp. COM 032511107 11,053 212,600 SH N/A Defined 34 212,600 N/A N/A Anadigics, Inc. COM 032515108 2,406 174,466 SH N/A Defined 14 174,466 N/A N/A Analog Devices, Inc. COM 032654105 595 15,800 SH N/A Defined 6 15,800 N/A N/A Analog Devices, Inc. COM 032654105 595 15,800 SH N/A Defined 6 15,800 N/A N/A Analog Devices, Inc. COM 032654105 2,051 54,500 SH N/A Defined 31 54,500 N/A N/A Analog Devices, Inc. COM 032654105 7,848 208,500 SH N/A Defined 34 208,500 N/A N/A Analog Devices, Inc. COM 032654105 11,736 311,800 SH N/A Defined 34 311,800 N/A N/A Analog Devices, Inc. COM 032654105 10,159 269,900 SH N/A Defined 34 269,900 N/A N/A Analog Devices, Inc. COM 032654105 1,268 33,700 SH N/A Defined 39 33,700 N/A N/A Analog Devices, Inc. COM 032654105 8,296 220,400 SH N/A Defined 39 220,400 N/A N/A Andrew Corp. COM 034425108 31 2,150 SH N/A Defined 29 2,150 N/A N/A Andrew Corp. COM 034425108 6,071 420,400 SH N/A Defined 33 420,400 N/A N/A Angiodynamics, Inc. COM 03475V101 2 100 SH N/A Defined 14 100 N/A N/A

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Apache Corp. COM 037411105 6,278 76,950 SH N/A Defined 27 76,950 N/A N/A Apache Corp. COM 037411105 2,028 24,850 SH N/A Defined 27 24,850 N/A N/A Apache Corp. COM 037411105 2,187 26,800 SH N/A Defined 31 26,800 N/A N/A Apache Corp. COM 037411105 1,533 18,794 SH N/A Defined 33 18,794 N/A N/A Apache Corp. COM 037411105 6,437 78,900 SH N/A Defined 37 78,900 N/A N/A Apartment Investment & Management Co. COM 03748R101 206 4,080 SH N/A Defined 40 4,080 N/A N/A Apollo Group, Inc. COM 037604105 12,800 219,070 SH N/A Defined 3 219,070 N/A N/A Apollo Group, Inc. COM 037604105 882 15,100 SH N/A Defined 12 15,100 N/A N/A Apollo Group, Inc. COM 037604105 11,259 192,700 SH N/A Defined 13 192,700 N/A N/A Apollo Group, Inc. COM 037604105 14,931 255,530 SH N/A Defined 33 255,530 N/A N/A Apollo Group, Inc. COM 037604105 3,623 62,000 SH N/A Defined 34 62,000 N/A N/A Apollo Group, Inc. COM 037604105 3,506 60,000 SH N/A Defined 35 60,000 N/A N/A Apollo Group, Inc. COM 037604105 2,736 46,820 SH N/A Defined 41 46,820 N/A N/A Apollo Group, Inc. COM 037604105 882 15,100 SH N/A Defined 42 15,100 N/A N/A Apollo Investment Corp. COM 03761U106 327 15,200 SH N/A Defined 4 15,200 N/A N/A Apollo Investment Corp. COM 03761U106 581 27,000 SH N/A Defined 11 27,000 N/A N/A Apollo Investment Corp. COM 03761U106 91 4,250 SH N/A Defined 29 4,250 N/A N/A Apple, Inc. COM 037833100 2,648 21,700 SH N/A Defined 6 21,700 N/A N/A Apple, Inc. COM 037833100 2,648 21,700 SH N/A Defined 6 21,700 N/A N/A Apple, Inc. COM 037833100 18,715 153,349 SH N/A Defined 14 153,349 N/A N/A Apple, Inc. COM 037833100 22,858 187,300 SH N/A Defined 14 187,300 N/A N/A Apple, Inc. COM 037833100 7,066 57,900 SH N/A Defined 14 57,900 N/A N/A Apple, Inc. COM 037833100 18,112 148,409 SH N/A Defined 26 148,409 N/A N/A Apple, Inc. COM 037833100 5,919 48,500 SH N/A Defined 31 48,500 N/A N/A Apple, Inc. COM 037833100 10,239 83,900 SH N/A Defined 34 83,900 N/A N/A Apple, Inc. COM 037833100 2,792 22,875 SH N/A Defined 40 22,875 N/A N/A Apple, Inc. COM 037833100 4,059 33,260 SH N/A Defined 41 33,260 N/A N/A Applebees International, Inc. COM 037899101 2,039 84,600 SH N/A Defined 14 84,600 N/A N/A Applebees International, Inc. COM 037899101 1,723 71,500 SH N/A Defined 20 71,500 N/A N/A Applebees International, Inc. COM 037899101 2,287 94,900 SH N/A Defined 20 94,900 N/A N/A Apria Healthcare Group, Inc. COM 037933108 457 15,900 SH N/A Defined 20 15,900 N/A N/A Apria Healthcare Group, Inc. COM 037933108 19 670 SH N/A Defined 29 670 N/A N/A Apria Healthcare Group, Inc. COM 037933108 1,444 50,200 SH N/A Defined 38 50,200 N/A N/A Applera Corp. - Applied Biosystems Group Tracking Stk 038020103 1,695 55,500 SH N/A Defined 13 55,500 N/A N/A Applera Corp. - Applied Biosystems Group Tracking Stk 038020103 40 1,300 SH N/A Defined 33 1,300 N/A N/A

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Charter Communications, Inc. COM 16117M107 391 96,500 SH N/A Defined 20 96,500 N/A N/A Chattem, Inc. COM 162456107 1,268 20,000 SH N/A Defined 11 20,000 N/A N/A Chattem, Inc. COM 162456107 355 5,600 SH N/A Defined 29 5,600 N/A N/A Checkfree Corp. COM 162813109 462 11,500 SH N/A Defined 5 11,500 N/A N/A Checkfree Corp. COM 162813109 2,010 50,000 SH N/A Defined 5 50,000 N/A N/A Checkfree Corp. COM 162813109 2,119 52,700 SH N/A Defined 34 52,700 N/A N/A Checkpoint Systems, Inc. COM 162825103 230 9,100 SH N/A Defined 20 9,100 N/A N/A Cheesecake Factory COM 163072101 341 13,900 SH N/A Defined 5 13,900 N/A N/A Cheesecake Factory COM 163072101 5,394 220,000 SH N/A Defined 5 220,000 N/A N/A Cheesecake Factory COM 163072101 817 33,300 SH N/A Defined 9 33,300 N/A N/A Cheesecake Factory COM 163072101 1,763 71,900 SH N/A Defined 34 71,900 N/A N/A Chemed Corp. COM 16359R103 8,286 125,000 SH N/A Defined 5 125,000 N/A N/A Chemical Financial Corp. COM 163731102 222 8,600 SH N/A Defined 4 8,600 N/A N/A Chemtura Corp. COM 163893100 6,681 601,323 SH N/A Defined 34 601,323 N/A N/A Chemtura Corp. COM 163893100 801 72,120 SH N/A Defined 34 72,120 N/A N/A Cherokee, Inc. COM 16444H102 358 9,800 SH N/A Defined 29 9,800 N/A N/A Chesapeake Energy Corp. COM 165167107 5,937 171,600 SH N/A Defined 3 171,600 N/A N/A Chesapeake Energy Corp. COM 165167107 1,211 35,000 SH N/A Defined 15 35,000 N/A N/A Chesapeake Energy Corp. COM 165167107 4,818 139,260 SH N/A Defined 21 139,260 N/A N/A Chesapeake Energy Corp. COM 165167107 1,419 41,000 SH N/A Defined 31 41,000 N/A N/A Chesapeake Energy Corp. 6.25% PFD CONV 165167818 2,068 7,200 SH N/A Defined 15 7,200 N/A N/A Chevron Corp. COM 166764100 3,311 39,300 SH N/A Defined 4 39,300 N/A N/A Chevron Corp. COM 166764100 6,318 75,000 SH N/A Defined 7 75,000 N/A N/A Chevron Corp. COM 166764100 3,440 40,832 SH N/A Defined 9 40,832 N/A N/A Chevron Corp. COM 166764100 2,220 26,350 SH N/A Defined 13 26,350 N/A N/A Chevron Corp. COM 166764100 1,685 20,000 SH N/A Defined 15 20,000 N/A N/A Chevron Corp. COM 166764100 7,573 89,900 SH N/A Defined 20 89,900 N/A N/A Chevron Corp. COM 166764100 5,824 69,139 SH N/A Defined 27 69,139 N/A N/A Chevron Corp. COM 166764100 1,398 16,600 SH N/A Defined 30 16,600 N/A N/A Chevron Corp. COM 166764100 20,950 248,700 SH N/A Defined 31 248,700 N/A N/A Chevron Corp. COM 166764100 14,691 174,394 SH N/A Defined 31 174,394 N/A N/A Chevron Corp. COM 166764100 25 293 SH N/A Defined 33 293 N/A N/A Chevron Corp. COM 166764100 3,501 41,563 SH N/A Defined 33 41,563 N/A N/A Chevron Corp. COM 166764100 31,143 369,690 SH N/A Defined 34 369,690 N/A N/A Chevron Corp. COM 166764100 5,558 65,975 SH N/A Defined 37 65,975 N/A N/A

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FelCor Lodging Trust, Inc. COM 31430F101 2,975 114,300 SH N/A Defined 20 114,300 N/A N/A Ferro Corp. COM 315405100 179 7,200 SH N/A Defined 4 7,200 N/A N/A F5 Networks, Inc. COM 315616102 6,383 79,196 SH N/A Defined 14 79,196 N/A N/A F5 Networks, Inc. COM 315616102 5,666 70,300 SH N/A Defined 34 70,300 N/A N/A Fidelity National Information Services, Inc. COM 31620M106 2,155 39,700 SH N/A Defined 34 39,700 N/A N/A Fidelity National Title Group, Inc. COM 31620R105 351 14,800 SH N/A Defined 28 14,800 N/A N/A Fifth Third Bancorp. COM 316773100 126 3,175 SH N/A Defined 4 3,175 N/A N/A Fifth Third Bancorp. COM 316773100 2,646 66,540 SH N/A Defined 8 66,540 N/A N/A Fifth Third Bancorp. COM 316773100 2,828 71,100 SH N/A Defined 9 71,100 N/A N/A Fifth Third Bancorp. COM 316773100 1,805 45,376 SH N/A Defined 19 45,376 N/A N/A Fifth Third Bancorp. COM 316773100 307 7,710 SH N/A Defined 19 7,710 N/A N/A Fifth Third Bancorp. COM 316773100 561 14,100 SH N/A Defined 25 14,100 N/A N/A Fifth Third Bancorp. COM 316773100 1,392 35,000 SH N/A Defined 31 35,000 N/A N/A Fifth Third Bancorp. COM 316773100 14,846 373,300 SH N/A Defined 34 373,300 N/A N/A Fifth Third Bancorp. COM 316773100 1,110 27,900 SH N/A Defined 39 27,900 N/A N/A Fifth Third Bancorp. COM 316773100 7,115 178,900 SH N/A Defined 39 178,900 N/A N/A Fifth Third Bancorp. COM 316773100 5,293 133,090 SH N/A Defined 40 133,090 N/A N/A Fifth Third Bancorp. COM 316773100 8,933 224,620 SH N/A Defined 40 224,620 N/A N/A Financial Federal Corp. COM 317492106 187 6,270 SH N/A Defined 29 6,270 N/A N/A Finisar Corp. COM 31787A101 243 64,400 SH N/A Defined 6 64,400 N/A N/A Finisar Corp. COM 31787A101 245 64,900 SH N/A Defined 6 64,900 N/A N/A Finisar Corp. COM 31787A101 163 43,000 SH N/A Defined 20 43,000 N/A N/A First Bancorp. COM 318672102 511 46,500 SH N/A Defined 20 46,500 N/A N/A First Cash Financial Services, Inc. COM 31942D107 169 7,200 SH N/A Defined 20 7,200 N/A N/A First Community Bancshares, Inc./VA COM 31983A103 122 3,900 SH N/A Defined 20 3,900 N/A N/A First Community Bancorp., Inc. COM 31983B101 1,705 29,800 SH N/A Defined 20 29,800 N/A N/A First Community Bancorp., Inc. COM 31983B101 70 1,220 SH N/A Defined 29 1,220 N/A N/A First Data Corp. COM 319963104 454 13,910 SH N/A Defined 16 13,910 N/A N/A First Data Corp. COM 319963104 3,721 113,900 SH N/A Defined 31 113,900 N/A N/A First Data Corp. COM 319963104 8,734 267,330 SH N/A Defined 33 267,330 N/A N/A First Data Corp. COM 319963104 17,152 525,000 SH N/A Defined 34 525,000 N/A N/A First Data Corp. COM 319963104 3,960 121,200 SH N/A Defined 40 121,200 N/A N/A First Financial Bancorp. COM 320209109 469 31,276 SH N/A Defined 42 31,276 N/A N/A First Financial Bancorp. COM 320209109 145 9,700 SH N/A Defined 42 9,700 N/A N/A First Horizon National Corp. COM 320517105 3,747 96,074 SH N/A Defined 19 96,074 N/A N/A

First Horizon National Corp. COM 320517105 601 15,410 SH N/A Defined 19 15,410 N/A N/A First Horizon National Corp. COM 320517105 12 316 SH N/A Defined 33 316 N/A N/A First Horizon National Corp. COM 320517105 652 16,717 SH N/A Defined 33 16,717 N/A N/A First Horizon National Corp. COM 320517105 29,528 757,116 SH N/A Defined 34 757,116 N/A N/A First Horizon National Corp. COM 320517105 2,114 54,200 SH N/A Defined 34 54,200 N/A N/A First Industrial Realty Trust, Inc. COM 32054K103 217 5,600 SH N/A Defined 28 5,600 N/A N/A First Industrial Realty Trust, Inc. COM 32054K103 22 560 SH N/A Defined 29 560 N/A N/A First Marblehead Corp. COM 320771108 16,175 418,600 SH N/A Defined 33 418,600 N/A N/A First Merchants Corp. COM 320817109 38 1,600 SH N/A Defined 29 1,600 N/A N/A First Midwest Bancorp., Inc. COM 320867104 827 23,300 SH N/A Defined 4 23,300 N/A N/A First Midwest Bancorp., Inc. COM 320867104 994 28,000 SH N/A Defined 11 28,000 N/A N/A First Niagara Financial Group, Inc. COM 33582V108 119 9,100 SH N/A Defined 4 9,100 N/A N/A First Niagara Financial Group, Inc. COM 33582V108 721 55,000 SH N/A Defined 11 55,000 N/A N/A First Niagara Financial Group, Inc. COM 33582V108 337 25,737 SH N/A Defined 20 25,737 N/A N/A First Niagara Financial Group, Inc. COM 33582V108 60 4,550 SH N/A Defined 29 4,550 N/A N/A First Potomac Realty Trust COM 33610F109 1,933 83,000 SH N/A Defined 20 83,000 N/A N/A First Place Financial Corp. COM 33610T109 80 3,800 SH N/A Defined 20 3,800 N/A N/A First Place Financial Corp. COM 33610T109 19 900 SH N/A Defined 29 900 N/A N/A First Republic Bank COM 336158100 8,586 160,000 SH N/A Defined 5 160,000 N/A N/A First Republic Bank COM 336158100 421 7,850 SH N/A Defined 20 7,850 N/A N/A First Republic Bank COM 336158100 16 300 SH N/A Defined 29 300 N/A N/A First Regional Bancorp. COM 33615C101 270 10,600 SH N/A Defined 20 10,600 N/A N/A First Solar, Inc. COM 336433107 830 9,300 SH N/A Defined 3 9,300 N/A N/A First Solar, Inc. COM 336433107 9 100 SH N/A Defined 14 100 N/A N/A First Solar, Inc. COM 336433107 446 5,000 SH N/A Defined 39 5,000 N/A N/A First State Bancorp. COM 336453105 639 30,000 SH N/A Defined 11 30,000 N/A N/A 1st Source Corp. COM 336901103 75 3,000 SH N/A Defined 20 3,000 N/A N/A Fiserv, Inc. COM 337738108 506 8,900 SH N/A Defined 4 8,900 N/A N/A Fiserv, Inc. COM 337738108 398 7,000 SH N/A Defined 6 7,000 N/A N/A Fiserv, Inc. COM 337738108 398 7,000 SH N/A Defined 6 7,000 N/A N/A Fiserv, Inc. COM 337738108 1,829 32,200 SH N/A Defined 14 32,200 N/A N/A Fiserv, Inc. COM 337738108 480 8,457 SH N/A Defined 33 8,457 N/A N/A Fiserv, Inc. COM 337738108 2,658 46,800 SH N/A Defined 34 46,800 N/A N/A FirstFed Financial Corp. COM 337907109 312 5,500 SH N/A Defined 20 5,500 N/A N/A FirstFed Financial Corp. COM 337907109 92 1,630 SH N/A Defined 29 1,630 N/A N/A

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Harris Corp. COM 413875105 1,582 29,000 SH N/A Defined 14 29,000 N/A N/A Harris Interactive, Inc. COM 414549105 132 24,700 SH N/A Defined 20 24,700 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 1,350 13,700 SH N/A Defined 4 13,700 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 153 1,553 SH N/A Defined 4 1,553 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 155 1,575 SH N/A Defined 16 1,575 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 4,088 41,500 SH N/A Defined 20 41,500 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 7,967 80,870 SH N/A Defined 27 80,870 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 3,734 37,900 SH N/A Defined 28 37,900 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 3 34 SH N/A Defined 33 34 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 587 5,955 SH N/A Defined 33 5,955 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 26,617 270,200 SH N/A Defined 34 270,200 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 739 7,500 SH N/A Defined 39 7,500 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 4,768 48,400 SH N/A Defined 39 48,400 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 4,394 44,600 SH N/A Defined 40 44,600 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 6,622 67,220 SH N/A Defined 40 67,220 N/A N/A Hartford Financial Services Group, Inc. COM 416515104 11,176 113,450 SH N/A Defined 40 113,450 N/A N/A Harvard Bioscience, Inc. COM 416906105 1,549 294,971 SH N/A Defined 14 294,971 N/A N/A Hasbro, Inc. COM 418056107 2,042 65,000 SH N/A Defined 7 65,000 N/A N/A Hawk Corp. COM 420089104 152 11,100 SH N/A Defined 14 11,100 N/A N/A Haynes International, Inc. COM 420877201 127 1,500 SH N/A Defined 4 1,500 N/A N/A Healthcare Services Group COM 421906108 259 8,769 SH N/A Defined 39 8,769 N/A N/A Health Management Associates, Inc. COM 421933102 1,075 94,600 SH N/A Defined 34 94,600 N/A N/A Healthcare Realty Trust, Inc. COM 421946104 256 9,200 SH N/A Defined 4 9,200 N/A N/A Headwaters, Inc. COM 42210P102 142 8,200 SH N/A Defined 20 8,200 N/A N/A Health Grades, Inc. COM 42218Q102 232 35,579 SH N/A Defined 14 35,579 N/A N/A Health Net, Inc. COM 42222G108 211 4,000 SH N/A Defined 7 4,000 N/A N/A Health Net, Inc. COM 42222G108 2,043 38,700 SH N/A Defined 14 38,700 N/A N/A Health Net, Inc. COM 42222G108 2,856 54,100 SH N/A Defined 14 54,100 N/A N/A Health Net, Inc. COM 42222G108 17,894 338,900 SH N/A Defined 24 338,900 N/A N/A Health Net, Inc. COM 42222G108 4,868 92,200 SH N/A Defined 34 92,200 N/A N/A Healthways, Inc. COM 422245100 4,737 100,000 SH N/A Defined 5 100,000 N/A N/A Healthways, Inc. COM 422245100 2,856 60,300 SH N/A Defined 34 60,300 N/A N/A Hearst-Argyle Television, Inc. COM 422317107 415 17,200 SH N/A Defined 4 17,200 N/A N/A Heartland Express, Inc. COM 422347104 287 17,612 SH N/A Defined 4 17,612 N/A N/A Heico Corp. COM 422806109 269 6,400 SH N/A Defined 20 6,400 N/A N/A

Heidrick & Struggles International, Inc. COM 422819102 615 12,000 SH N/A Defined 20 12,000 N/A N/A HJ Heinz Co. COM 423074103 531 11,193 SH N/A Defined 4 11,193 N/A N/A HJ Heinz Co. COM 423074103 5,222 110,000 SH N/A Defined 7 110,000 N/A N/A HJ Heinz Co. COM 423074103 2,089 44,000 SH N/A Defined 7 44,000 N/A N/A HJ Heinz Co. COM 423074103 1,723 36,300 SH N/A Defined 31 36,300 N/A N/A HJ Heinz Co. COM 423074103 17 368 SH N/A Defined 33 368 N/A N/A HJ Heinz Co. COM 423074103 1,072 22,591 SH N/A Defined 33 22,591 N/A N/A Helicos BioSciences Corp. COM 42326R109 648 71,500 SH N/A Defined 13 71,500 N/A N/A Helix Energy Solutions Group, Inc. COM 42330P107 515 12,900 SH N/A Defined 4 12,900 N/A N/A Helix Energy Solutions Group, Inc. COM 42330P107 2,826 70,800 SH N/A Defined 14 70,800 N/A N/A Helix Energy Solutions Group, Inc. COM 42330P107 2,295 57,500 SH N/A Defined 20 57,500 N/A N/A Hellenic Telecommunications Organization SA ADR 423325307 3,505 225,400 SH N/A Defined 8 225,400 N/A N/A Helmerich & Payne, Inc. COM 423452101 216 6,100 SH N/A Defined 4 6,100 N/A N/A Helmerich & Payne, Inc. COM 423452101 216 6,100 SH N/A Defined 5 6,100 N/A N/A Helmerich & Payne, Inc. COM 423452101 6,199 175,000 SH N/A Defined 5 175,000 N/A N/A Helmerich & Payne, Inc. COM 423452101 25 700 SH N/A Defined 14 700 N/A N/A Jack Henry & Associates, Inc. COM 426281101 183 7,100 SH N/A Defined 4 7,100 N/A N/A Jack Henry & Associates, Inc. COM 426281101 2,217 86,100 SH N/A Defined 34 86,100 N/A N/A Heritage Commerce Corp. COM 426927109 111 4,700 SH N/A Defined 20 4,700 N/A N/A Hercules, Inc. COM 427056106 255 13,000 SH N/A Defined 4 13,000 N/A N/A Hercules, Inc. COM 427056106 703 35,800 SH N/A Defined 20 35,800 N/A N/A Hercules, Inc. COM 427056106 381 19,400 SH N/A Defined 42 19,400 N/A N/A Hercules, Inc. COM 427056106 2,938 149,500 SH N/A Defined 42 149,500 N/A N/A Hercules Offshore, Inc. COM 427093109 249 7,700 SH N/A Defined 20 7,700 N/A N/A Hersha Hospitality Trust COM 427825104 35 3,000 SH N/A Defined 29 3,000 N/A N/A Hersha Hospitality Trust COM 427825104 6,255 529,221 SH N/A Defined 40 529,221 N/A N/A Hershey Co. COM 427866108 1,600 31,600 SH N/A Defined 12 31,600 N/A N/A Hershey Co. COM 427866108 1,255 24,793 SH N/A Defined 33 24,793 N/A N/A Hershey Co. COM 427866108 4,991 98,600 SH N/A Defined 34 98,600 N/A N/A Hershey Co. COM 427866108 2,516 49,700 SH N/A Defined 34 49,700 N/A N/A Hershey Co. COM 427866108 8,980 177,400 SH N/A Defined 42 177,400 N/A N/A Hertz Global Holdings, Inc. COM 42805T105 1,671 62,900 SH N/A Defined 20 62,900 N/A N/A Hertz Global Holdings, Inc. COM 42805T105 1,671 62,900 SH N/A Defined 25 62,900 N/A N/A Hertz Global Holdings, Inc. COM 42805T105 8,217 309,250 SH N/A Defined 37 309,250 N/A N/A Hess Corp. COM 42809H107 6,226 105,600 SH N/A Defined 14 105,600 N/A N/A

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Simon Property Group, Inc. COM 828806109 38,351 412,200 SH N/A Defined 18 412,200 N/A N/A Simon Property Group, Inc. COM 828806109 6,708 72,100 SH N/A Defined 18 72,100 N/A N/A Simon Property Group, Inc. COM 828806109 27,996 300,900 SH N/A Defined 18 300,900 N/A N/A Simon Property Group, Inc. COM 828806109 16,049 172,500 SH N/A Defined 18 172,500 N/A N/A Simon Property Group, Inc. COM 828806109 102,285 1,099,366 SH N/A Defined 40 1,099,366 N/A N/A Simon Property Group LP Preferred 828806802 555 7,305 SH N/A Defined 40 7,305 N/A N/A Sinclair Broadcast Group, Inc. COM 829226109 948 66,700 SH N/A Defined 20 66,700 N/A N/A Sirius Satellite Radio, Inc. COM 82966U103 7,449 2,466,720 SH N/A Defined 10 2,466,720 N/A N/A Sirius Satellite Radio, Inc. COM 82966U103 19,721 6,530,039 SH N/A Defined 31 6,530,039 N/A N/A Sirtris Pharmaceuticals, Inc. COM 82968A105 293 29,725 SH N/A Defined 13 29,725 N/A N/A Skechers USA, Inc. COM 830566105 631 21,600 SH N/A Defined 20 21,600 N/A N/A Skilled Healthcare Group, Inc. COM 83066R107 130 8,400 SH N/A Defined 4 8,400 N/A N/A Skilled Healthcare Group, Inc. COM 83066R107 1,939 125,000 SH N/A Defined 5 125,000 N/A N/A Skywest, Inc. COM 830879102 295 12,400 SH N/A Defined 4 12,400 N/A N/A Skywest, Inc. COM 830879102 863 36,200 SH N/A Defined 20 36,200 N/A N/A Skywest, Inc. COM 830879102 38 1,600 SH N/A Defined 29 1,600 N/A N/A Skywest, Inc. COM 830879102 3,272 137,300 SH N/A Defined 34 137,300 N/A N/A Skyworks Solutions, Inc. COM 83088M102 278 37,800 SH N/A Defined 20 37,800 N/A N/A AO Smith Corp. COM 831865209 176 4,400 SH N/A Defined 4 4,400 N/A N/A AO Smith Corp. COM 831865209 295 7,400 SH N/A Defined 20 7,400 N/A N/A Smith International, Inc. COM 832110100 1,853 31,600 SH N/A Defined 14 31,600 N/A N/A Smith International, Inc. COM 832110100 1,202 20,500 SH N/A Defined 25 20,500 N/A N/A Smith International, Inc. COM 832110100 9,558 163,000 SH N/A Defined 34 163,000 N/A N/A Smith Micro Software, Inc. COM 832154108 211 14,000 SH N/A Defined 20 14,000 N/A N/A Smithfield Foods, Inc. COM 832248108 274 8,900 SH N/A Defined 28 8,900 N/A N/A Smithfield Foods, Inc. COM 832248108 1,650 53,598 SH N/A Defined 29 53,598 N/A N/A Smithfield Foods, Inc. COM 832248108 3,541 115,000 SH N/A Defined 38 115,000 N/A N/A Smithfield Foods, Inc. COM 832248108 11,458 372,150 SH N/A Defined 38 372,150 N/A N/A Smithtown Bancorp, Inc. COM 832449102 25 990 SH N/A Defined 20 990 N/A N/A JM Smucker Co. COM 832696405 178 2,800 SH N/A Defined 4 2,800 N/A N/A JM Smucker Co. COM 832696405 4 70 SH N/A Defined 33 70 N/A N/A Jefferson Smurfit Corp. US COM 832727101 621 46,620 SH N/A Defined 27 46,620 N/A N/A Jefferson Smurfit Corp. US COM 832727101 909 68,300 SH N/A Defined 29 68,300 N/A N/A Sociedad Quimica y Minera de Chile SA ADR 833635105 359 2,086 SH N/A Defined 23 2,086 N/A N/A Sociedad Quimica y Minera de Chile SA ADR 833635105 1,140 6,628 SH N/A Defined 23 6,628 N/A N/A

Solectron Corp. COM 834182107 1,094 297,260 SH N/A Defined 8 297,260 N/A N/A Solera Holdings, Inc. COM 83421A104 1,172 60,500 SH N/A Defined 20 60,500 N/A N/A Sonic Corp. COM 835451105 5,754 260,133 SH N/A Defined 14 260,133 N/A N/A Sonic Automotive, Inc. COM 83545G102 1,101 38,000 SH N/A Defined 11 38,000 N/A N/A Sonic Automotive, Inc. COM 83545G102 42 1,460 SH N/A Defined 29 1,460 N/A N/A Sony Corp. ADR 835699307 8,753 170,400 SH N/A Defined 34 170,400 N/A N/A Sonus Networks, Inc. COM 835916107 82 9,600 SH N/A Defined 20 9,600 N/A N/A Sourcefire, Inc. COM 83616T108 624 44,600 SH N/A Defined 20 44,600 N/A N/A South Financial Group, Inc. COM 837841105 1,660 73,310 SH N/A Defined 4 73,310 N/A N/A South Jersey Industries, Inc. COM 838518108 386 10,900 SH N/A Defined 20 10,900 N/A N/A Southern Co. COM 842587107 3,429 100,000 SH N/A Defined 15 100,000 N/A N/A Southern Co. COM 842587107 37,958 1,106,983 SH N/A Defined 19 1,106,983 N/A N/A Southern Co. COM 842587107 3,729 108,749 SH N/A Defined 19 108,749 N/A N/A Southern Co. COM 842587107 581 16,937 SH N/A Defined 19 16,937 N/A N/A Southern Co. COM 842587107 8 238 SH N/A Defined 33 238 N/A N/A Southern Co. COM 842587107 595 17,364 SH N/A Defined 33 17,364 N/A N/A Southern Copper Corp. COM 84265V105 5,373 57,000 SH N/A Defined 7 57,000 N/A N/A Southern Copper Corp. COM 84265V105 1,847 19,600 SH N/A Defined 31 19,600 N/A N/A Southern Union Co. COM 844030106 603 18,500 SH N/A Defined 5 18,500 N/A N/A Southern Union Co. COM 844030106 2,874 88,198 SH N/A Defined 5 88,198 N/A N/A Southern Union Co. COM 844030106 1,388 42,600 SH N/A Defined 33 42,600 N/A N/A Southwest Airlines Co. COM 844741108 728 48,819 SH N/A Defined 4 48,819 N/A N/A Southwest Airlines Co. COM 844741108 958 64,221 SH N/A Defined 33 64,221 N/A N/A Southwest Airlines Co. COM 844741108 29,735 1,994,300 SH N/A Defined 34 1,994,300 N/A N/A Southwest Airlines Co. COM 844741108 3,950 264,900 SH N/A Defined 34 264,900 N/A N/A Southwest Airlines Co. COM 844741108 4,138 277,500 SH N/A Defined 34 277,500 N/A N/A Southwest Airlines Co. COM 844741108 14,481 971,200 SH N/A Defined 34 971,200 N/A N/A Southwest Airlines Co. COM 844741108 6,914 463,700 SH N/A Defined 40 463,700 N/A N/A Southwest Bancorp., Inc. COM 844767103 423 17,600 SH N/A Defined 20 17,600 N/A N/A Southwest Gas Corp. COM 844895102 707 20,900 SH N/A Defined 20 20,900 N/A N/A Southwest Gas Corp. COM 844895102 16 480 SH N/A Defined 29 480 N/A N/A Southwestern Energy Co. COM 845467109 383 8,600 SH N/A Defined 14 8,600 N/A N/A Southwestern Energy Co. COM 845467109 2,701 60,700 SH N/A Defined 14 60,700 N/A N/A Southwestern Energy Co. COM 845467109 1,046 23,500 SH N/A Defined 20 23,500 N/A N/A Southwestern Energy Co. COM 845467109 3,916 88,000 SH N/A Defined 28 88,000 N/A N/A

Southwestern Energy Co. COM 845467109 169 3,800 SH N/A Defined 28 3,800 N/A N/A Southwestern Energy Co. COM 845467109 9,168 206,030 SH N/A Defined 33 206,030 N/A N/A Sovereign Bancorp., Inc. COM 845905108 332 15,723 SH N/A Defined 16 15,723 N/A N/A Sovran Self Storage, Inc. COM 84610H108 6,833 141,874 SH N/A Defined 40 141,874 N/A N/A Spanish Broadcasting Systems, Inc. COM 846425882 89 20,657 SH N/A Defined 42 20,657 N/A N/A Spartan Stores, Inc. COM 846822104 698 21,200 SH N/A Defined 20 21,200 N/A N/A Spartech Corp. COM 847220209 162 6,100 SH N/A Defined 4 6,100 N/A N/A Spartech Corp. COM 847220209 531 20,000 SH N/A Defined 20 20,000 N/A N/A Spectra Energy Corp. COM 847560109 3,115 120,000 SH N/A Defined 15 120,000 N/A N/A Spectra Energy Corp. COM 847560109 11,498 442,908 SH N/A Defined 19 442,908 N/A N/A Spectra Energy Corp. COM 847560109 1,897 73,082 SH N/A Defined 19 73,082 N/A N/A Spectra Energy Corp. COM 847560109 300 11,550 SH N/A Defined 19 11,550 N/A N/A Spectra Energy Corp. COM 847560109 871 33,550 SH N/A Defined 25 33,550 N/A N/A Spectra Energy Corp. COM 847560109 3,116 120,020 SH N/A Defined 27 120,020 N/A N/A Spectra Energy Corp. COM 847560109 9 355 SH N/A Defined 33 355 N/A N/A Spectra Energy Corp. COM 847560109 6,099 234,950 SH N/A Defined 34 234,950 N/A N/A Spectrum Pharmaceuticals, Inc. COM 84763A108 1,220 170,126 SH N/A Defined 13 170,126 N/A N/A Speedway Motorsports, Inc. COM 847788106 1,014 25,356 SH N/A Defined 4 25,356 N/A N/A Spherion Corp. COM 848420105 34 3,660 SH N/A Defined 29 3,660 N/A N/A Spirit Finance Corp. COM 848568309 2,330 160,000 SH N/A Defined 5 160,000 N/A N/A Spirit Finance Corp. COM 848568309 23 1,550 SH N/A Defined 29 1,550 N/A N/A Spirit Aerosystems Holdings, Inc. COM 848574109 1,478 41,000 SH N/A Defined 14 41,000 N/A N/A Spirit Aerosystems Holdings, Inc. COM 848574109 1,633 45,300 SH N/A Defined 20 45,300 N/A N/A Spirit Aerosystems Holdings, Inc. COM 848574109 364 10,100 SH N/A Defined 28 10,100 N/A N/A Spirit Aerosystems Holdings, Inc. COM 848574109 2,217 61,500 SH N/A Defined 42 61,500 N/A N/A Sprint Nextel Corp. COM 852061100 1,048 50,600 SH N/A Defined 4 50,600 N/A N/A Sprint Nextel Corp. COM 852061100 2,788 134,600 SH N/A Defined 12 134,600 N/A N/A Sprint Nextel Corp. COM 852061100 118 5,700 SH N/A Defined 14 5,700 N/A N/A Sprint Nextel Corp. COM 852061100 1,765 85,240 SH N/A Defined 20 85,240 N/A N/A Sprint Nextel Corp. COM 852061100 50,021 2,415,300 SH N/A Defined 24 2,415,300 N/A N/A Sprint Nextel Corp. COM 852061100 3,290 158,840 SH N/A Defined 27 158,840 N/A N/A Sprint Nextel Corp. COM 852061100 2,411 116,400 SH N/A Defined 30 116,400 N/A N/A Sprint Nextel Corp. COM 852061100 3,317 160,187 SH N/A Defined 31 160,187 N/A N/A Sprint Nextel Corp. COM 852061100 12,973 626,400 SH N/A Defined 33 626,400 N/A N/A Sprint Nextel Corp. COM 852061100 38,127 1,841,000 SH N/A Defined 34 1,841,000 N/A N/A

Sprint Nextel Corp. COM 852061100 11,736 566,700 SH N/A Defined 34 566,700 N/A N/A Sprint Nextel Corp. COM 852061100 5,215 251,800 SH N/A Defined 35 251,800 N/A N/A Sprint Nextel Corp. COM 852061100 1,483 71,594 SH N/A Defined 39 71,594 N/A N/A Sprint Nextel Corp. COM 852061100 9,526 459,989 SH N/A Defined 39 459,989 N/A N/A Sprint Nextel Corp. COM 852061100 1,017 49,090 SH N/A Defined 40 49,090 N/A N/A Sprint Nextel Corp. COM 852061100 9,276 447,897 SH N/A Defined 40 447,897 N/A N/A Sprint Nextel Corp. COM 852061100 15,656 755,946 SH N/A Defined 40 755,946 N/A N/A Stage Stores, Inc. COM 85254C305 129 6,150 SH N/A Defined 4 6,150 N/A N/A Stancorp Financial Group, Inc. COM 852891100 115 2,200 SH N/A Defined 28 2,200 N/A N/A Standard Microsystems Corp. COM 853626109 1,030 30,000 SH N/A Defined 20 30,000 N/A N/A Standard Microsystems Corp. COM 853626109 319 9,300 SH N/A Defined 39 9,300 N/A N/A Standard Motor Products, Inc. COM 853666105 188 12,500 SH N/A Defined 20 12,500 N/A N/A Standard Motor Products, Inc. COM 853666105 21 1,400 SH N/A Defined 29 1,400 N/A N/A Standard-Pacific Corp. COM 85375C101 877 50,000 SH N/A Defined 5 50,000 N/A N/A Stanley Works COM 854616109 4,099 67,529 SH N/A Defined 14 67,529 N/A N/A Staples, Inc. COM 855030102 612 25,800 SH N/A Defined 4 25,800 N/A N/A Staples, Inc. COM 855030102 2,079 87,600 SH N/A Defined 20 87,600 N/A N/A Staples, Inc. COM 855030102 3,300 139,080 SH N/A Defined 20 139,080 N/A N/A Staples, Inc. COM 855030102 2,751 115,950 SH N/A Defined 27 115,950 N/A N/A Staples, Inc. COM 855030102 415 17,498 SH N/A Defined 33 17,498 N/A N/A Staples, Inc. COM 855030102 3,274 137,955 SH N/A Defined 34 137,955 N/A N/A Staples, Inc. COM 855030102 3,955 166,670 SH N/A Defined 41 166,670 N/A N/A Starbucks Corp. COM 855244109 1,881 71,700 SH N/A Defined 9 71,700 N/A N/A Starbucks Corp. COM 855244109 1,557 59,355 SH N/A Defined 40 59,355 N/A N/A Starent Networks Corp. COM 85528P108 29 2,000 SH N/A Defined 39 2,000 N/A N/A State Auto Financial Corp. COM 855707105 21 670 SH N/A Defined 29 670 N/A N/A Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 1,590 23,700 SH N/A Defined 9 23,700 N/A N/A Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 4,943 73,700 SH N/A Defined 14 73,700 N/A N/A Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 17,297 257,900 SH N/A Defined 18 257,900 N/A N/A Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 2,951 44,000 SH N/A Defined 18 44,000 N/A N/A Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 5,131 76,500 SH N/A Defined 18 76,500 N/A N/A Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 2,924 43,600 SH N/A Defined 18 43,600 N/A N/A Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 6,170 92,000 SH N/A Defined 34 92,000 N/A N/A Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 52,701 785,755 SH N/A Defined 40 785,755 N/A N/A Starwood Hotels & Resorts Worldwide, Inc. COM 85590A401 934 13,920 SH N/A Defined 41 13,920 N/A N/A

State Street Corp. COM 857477103 773 11,300 SH N/A Defined 12 11,300 N/A N/A State Street Corp. COM 857477103 3,186 46,580 SH N/A Defined 27 46,580 N/A N/A State Street Corp. COM 857477103 5 70 SH N/A Defined 33 70 N/A N/A State Street Corp. COM 857477103 1,801 26,337 SH N/A Defined 33 26,337 N/A N/A State Street Corp. COM 857477103 2,120 31,000 SH N/A Defined 34 31,000 N/A N/A State Street Corp. COM 857477103 11,231 164,200 SH N/A Defined 34 164,200 N/A N/A State Street Corp. COM 857477103 22,374 327,100 SH N/A Defined 34 327,100 N/A N/A State Street Corp. COM 857477103 4,367 63,850 SH N/A Defined 41 63,850 N/A N/A Station Casinos, Inc. COM 857689103 3,906 45,000 SH N/A Defined 5 45,000 N/A N/A Station Casinos, Inc. COM 857689103 7,757 89,365 SH N/A Defined 21 89,365 N/A N/A Station Casinos, Inc. COM 857689103 4,702 54,175 SH N/A Defined 26 54,175 N/A N/A Statoil ASA ADR 85771P102 4,558 147,000 SH N/A Defined 34 147,000 N/A N/A Steel Dynamics, Inc. COM 858119100 587 14,000 SH N/A Defined 39 14,000 N/A N/A Steelcase, Inc. COM 858155203 4,496 243,000 SH N/A Defined 7 243,000 N/A N/A Steinway Musical Instruments COM 858495104 297 8,600 SH N/A Defined 20 8,600 N/A N/A Sterling Bancshares, Inc. COM 858907108 338 29,900 SH N/A Defined 4 29,900 N/A N/A Sterling Bancshares, Inc. COM 858907108 607 53,650 SH N/A Defined 20 53,650 N/A N/A Stericycle, Inc. COM 858912108 445 10,000 SH N/A Defined 5 10,000 N/A N/A Stericycle, Inc. COM 858912108 4,731 106,400 SH N/A Defined 34 106,400 N/A N/A Steris Corp. COM 859152100 174 5,700 SH N/A Defined 4 5,700 N/A N/A Steris Corp. COM 859152100 1,092 35,700 SH N/A Defined 20 35,700 N/A N/A Sterling Financial Corp. COM 859319105 495 17,100 SH N/A Defined 20 17,100 N/A N/A Sterling Financial Corp. COM 859319105 17 580 SH N/A Defined 29 580 N/A N/A Stewart Enterprises, Inc. COM 860370105 950 122,000 SH N/A Defined 11 122,000 N/A N/A Stewart Information Services Corp. COM 860372101 60 1,500 SH N/A Defined 29 1,500 N/A N/A Stolt-Nielsen SA ADR 861565109 1,296 38,900 SH N/A Defined 38 38,900 N/A N/A Stolt-Nielsen SA ADR 861565109 3,012 90,400 SH N/A Defined 38 90,400 N/A N/A Stone Energy Corp. COM 861642106 171 5,000 SH N/A Defined 4 5,000 N/A N/A Strategic Hotel Capital, Inc. COM 86272T106 4,282 190,400 SH N/A Defined 18 190,400 N/A N/A Strategic Hotel Capital, Inc. COM 86272T106 677 30,100 SH N/A Defined 18 30,100 N/A N/A Strategic Hotel Capital, Inc. COM 86272T106 3,598 160,000 SH N/A Defined 18 160,000 N/A N/A Strategic Hotel Capital, Inc. COM 86272T106 2,051 91,200 SH N/A Defined 18 91,200 N/A N/A Strategic Hotel Capital, Inc. COM 86272T106 29,869 1,328,096 SH N/A Defined 40 1,328,096 N/A N/A Strayer Education, Inc. COM 863236105 3,293 25,000 SH N/A Defined 5 25,000 N/A N/A Strayer Education, Inc. COM 863236105 92 700 SH N/A Defined 14 700 N/A N/A

Stryker Corp. COM 863667101 410 6,500 SH N/A Defined 6 6,500 N/A N/A Stryker Corp. COM 863667101 416 6,600 SH N/A Defined 6 6,600 N/A N/A Stryker Corp. COM 863667101 8,473 134,300 SH N/A Defined 34 134,300 N/A N/A Student Loan Corp. COM 863902102 82 400 SH N/A Defined 5 400 N/A N/A Sun Life Financial, Inc. COM 866796105 411 8,600 SH N/A Defined 12 8,600 N/A N/A Sun Microsystems, Inc. COM 866810104 2,243 426,500 SH N/A Defined 9 426,500 N/A N/A Sun Microsystems, Inc. COM 866810104 6,682 1,270,300 SH N/A Defined 14 1,270,300 N/A N/A Sun Microsystems, Inc. COM 866810104 8,563 1,628,000 SH N/A Defined 14 1,628,000 N/A N/A Sun Microsystems, Inc. COM 866810104 3,221 612,300 SH N/A Defined 14 612,300 N/A N/A Sun Microsystems, Inc. COM 866810104 4,538 862,725 SH N/A Defined 25 862,725 N/A N/A Sun Microsystems, Inc. COM 866810104 938 178,346 SH N/A Defined 33 178,346 N/A N/A Sun Microsystems, Inc. COM 866810104 2,605 495,200 SH N/A Defined 34 495,200 N/A N/A Sun-Times Media Group, Inc. COM 86688Q100 25 4,729 SH N/A Defined 16 4,729 N/A N/A Sun Healthcare Group, Inc. COM 866933401 2,029 140,000 SH N/A Defined 5 140,000 N/A N/A Suncor Energy, Inc. COM 867229106 1,399 15,553 SH N/A Defined 17 15,553 N/A N/A Suncor Energy, Inc. COM 867229106 1,493 16,600 SH N/A Defined 21 16,600 N/A N/A Suncor Energy, Inc. COM 867229106 6,816 75,800 SH N/A Defined 28 75,800 N/A N/A Suncor Energy, Inc. COM 867229106 1,450 16,130 SH N/A Defined 38 16,130 N/A N/A Sunoco, Inc. COM 86764P109 239 3,000 SH N/A Defined 7 3,000 N/A N/A Sunoco, Inc. COM 86764P109 5,586 70,100 SH N/A Defined 14 70,100 N/A N/A Sunoco, Inc. COM 86764P109 1,476 18,530 SH N/A Defined 27 18,530 N/A N/A Sunoco, Inc. COM 86764P109 135 1,700 SH N/A Defined 28 1,700 N/A N/A Sunpower Corp. COM 867652109 252 4,000 SH N/A Defined 5 4,000 N/A N/A Sunpower Corp. COM 867652109 8,973 142,308 SH N/A Defined 5 142,308 N/A N/A Sunpower Corp. COM 867652109 2,913 46,200 SH N/A Defined 14 46,200 N/A N/A Sunrise Senior Living, Inc. COM 86768K106 2,483 62,100 SH N/A Defined 20 62,100 N/A N/A Sunstone Hotel Investors, Inc. COM 867892101 185 6,500 SH N/A Defined 4 6,500 N/A N/A Sunstone Hotel Investors, Inc. COM 867892101 5,596 197,100 SH N/A Defined 18 197,100 N/A N/A Sunstone Hotel Investors, Inc. COM 867892101 886 31,200 SH N/A Defined 18 31,200 N/A N/A Sunstone Hotel Investors, Inc. COM 867892101 3,515 123,800 SH N/A Defined 18 123,800 N/A N/A Sunstone Hotel Investors, Inc. COM 867892101 2,004 70,600 SH N/A Defined 18 70,600 N/A N/A Sunstone Hotel Investors, Inc. COM 867892101 1,363 48,000 SH N/A Defined 20 48,000 N/A N/A Sunstone Hotel Investors, Inc. COM 867892101 18 650 SH N/A Defined 29 650 N/A N/A Sunstone Hotel Investors, Inc. COM 867892101 3,522 124,059 SH N/A Defined 40 124,059 N/A N/A SunTrust Banks, Inc. COM 867914103 892 10,398 SH N/A Defined 4 10,398 N/A N/A

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Teradyne, Inc. COM 880770102 5,065 288,100 SH N/A Defined 10 288,100 N/A N/A Teradyne, Inc. COM 880770102 2,067 117,600 SH N/A Defined 14 117,600 N/A N/A Teradyne, Inc. COM 880770102 1,994 113,400 SH N/A Defined 34 113,400 N/A N/A Terex Corp. COM 880779103 3,333 41,000 SH N/A Defined 7 41,000 N/A N/A Terex Corp. COM 880779103 4,041 49,700 SH N/A Defined 14 49,700 N/A N/A Terex Corp. COM 880779103 12,169 149,685 SH N/A Defined 14 149,685 N/A N/A Terex Corp. COM 880779103 10,263 126,234 SH N/A Defined 14 126,234 N/A N/A Terex Corp. COM 880779103 8,943 110,000 SH N/A Defined 28 110,000 N/A N/A Terex Corp. COM 880779103 431 5,300 SH N/A Defined 28 5,300 N/A N/A Terra Industries, Inc. COM 880915103 941 37,000 SH N/A Defined 11 37,000 N/A N/A Terra Industries, Inc. COM 880915103 2,855 112,300 SH N/A Defined 20 112,300 N/A N/A Terra Nitrogen Co. L.P. Ltd Part 881005201 2,120 16,682 SH N/A Defined 14 16,682 N/A N/A Tesoro Petroleum Corp. COM 881609101 4,515 79,000 SH N/A Defined 7 79,000 N/A N/A Tesoro Petroleum Corp. COM 881609101 1,715 30,000 SH N/A Defined 7 30,000 N/A N/A Tesoro Petroleum Corp. COM 881609101 1,520 26,600 SH N/A Defined 14 26,600 N/A N/A Tesoro Petroleum Corp. COM 881609101 1,755 30,700 SH N/A Defined 14 30,700 N/A N/A Tesoro Petroleum Corp. COM 881609101 1,577 27,600 SH N/A Defined 14 27,600 N/A N/A Tesoro Petroleum Corp. COM 881609101 389 6,800 SH N/A Defined 33 6,800 N/A N/A Tesoro Petroleum Corp. COM 881609101 9,424 164,892 SH N/A Defined 33 164,892 N/A N/A Teva Pharmaceutical Industries Ltd. ADR 881624209 2,236 54,200 SH N/A Defined 9 54,200 N/A N/A Teva Pharmaceutical Industries Ltd. ADR 881624209 2,716 65,832 SH N/A Defined 10 65,832 N/A N/A Teva Pharmaceutical Industries Ltd. ADR 881624209 1,773 42,983 SH N/A Defined 17 42,983 N/A N/A Teva Pharmaceutical Industries Ltd. ADR 881624209 19,033 461,400 SH N/A Defined 20 461,400 N/A N/A Teva Pharmaceutical Industries Ltd. ADR 881624209 3,119 75,600 SH N/A Defined 25 75,600 N/A N/A Teva Pharmaceutical Industries Ltd. ADR 881624209 511 12,377 SH N/A Defined 33 12,377 N/A N/A Teva Pharmaceutical Industries Ltd. ADR 881624209 5,119 124,100 SH N/A Defined 37 124,100 N/A N/A Teva Pharmaceutical Industries Ltd. ADR 881624209 2,534 61,440 SH N/A Defined 41 61,440 N/A N/A Tetra Technologies, Inc. COM 88162F105 1,951 69,200 SH N/A Defined 34 69,200 N/A N/A Tetra Technologies, Inc. COM 88162F105 826 29,300 SH N/A Defined 39 29,300 N/A N/A Texas Industries, Inc. COM 882491103 682 8,700 SH N/A Defined 33 8,700 N/A N/A Texas Instruments, Inc. COM 882508104 971 25,800 SH N/A Defined 6 25,800 N/A N/A Texas Instruments, Inc. COM 882508104 967 25,700 SH N/A Defined 6 25,700 N/A N/A Texas Instruments, Inc. COM 882508104 1,629 43,300 SH N/A Defined 10 43,300 N/A N/A Texas Instruments, Inc. COM 882508104 2,274 60,421 SH N/A Defined 13 60,421 N/A N/A Texas Instruments, Inc. COM 882508104 2,096 55,700 SH N/A Defined 25 55,700 N/A N/A

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Verizon Communications, Inc. COM 92343V104 2,672 64,900 SH N/A Defined 9 64,900 N/A N/A Verizon Communications, Inc. COM 92343V104 1,235 30,000 SH N/A Defined 15 30,000 N/A N/A Verizon Communications, Inc. COM 92343V104 705 17,133 SH N/A Defined 16 17,133 N/A N/A Verizon Communications, Inc. COM 92343V104 13,990 339,800 SH N/A Defined 20 339,800 N/A N/A Verizon Communications, Inc. COM 92343V104 679 16,500 SH N/A Defined 25 16,500 N/A N/A Verizon Communications, Inc. COM 92343V104 13,233 321,430 SH N/A Defined 27 321,430 N/A N/A Verizon Communications, Inc. COM 92343V104 4,990 121,200 SH N/A Defined 27 121,200 N/A N/A Verizon Communications, Inc. COM 92343V104 5,945 144,400 SH N/A Defined 31 144,400 N/A N/A Verizon Communications, Inc. COM 92343V104 20 492 SH N/A Defined 33 492 N/A N/A Verizon Communications, Inc. COM 92343V104 721 17,522 SH N/A Defined 33 17,522 N/A N/A Verizon Communications, Inc. COM 92343V104 14,117 342,900 SH N/A Defined 34 342,900 N/A N/A Verizon Communications, Inc. COM 92343V104 13,127 318,850 SH N/A Defined 34 318,850 N/A N/A Verizon Communications, Inc. COM 92343V104 31,413 763,000 SH N/A Defined 40 763,000 N/A N/A Verizon Communications, Inc. COM 92343V104 15,481 376,026 SH N/A Defined 40 376,026 N/A N/A Verizon Communications, Inc. COM 92343V104 26,128 634,644 SH N/A Defined 40 634,644 N/A N/A Vermont Pure Holdings Ltd. COM 924237100 32 16,600 SH N/A Defined 42 16,600 N/A N/A Vertex Pharmaceuticals, Inc. COM 92532F100 5,492 192,300 SH N/A Defined 10 192,300 N/A N/A Vertex Pharmaceuticals, Inc. COM 92532F100 408 14,300 SH N/A Defined 10 14,300 N/A N/A Vertex Pharmaceuticals, Inc. COM 92532F100 1,993 69,800 SH N/A Defined 34 69,800 N/A N/A Vertex Pharmaceuticals, Inc. COM 92532F100 1,008 35,310 SH N/A Defined 41 35,310 N/A N/A Vertrue, Inc. COM 92534N101 600 12,300 SH N/A Defined 20 12,300 N/A N/A Viacom, Inc. Class B COM 92553P201 891 21,400 SH N/A Defined 4 21,400 N/A N/A Viacom, Inc. Class B COM 92553P201 1,390 33,400 SH N/A Defined 9 33,400 N/A N/A Viacom, Inc. Class B COM 92553P201 7,360 176,805 SH N/A Defined 10 176,805 N/A N/A Viacom, Inc. Class B COM 92553P201 717 17,234 SH N/A Defined 16 17,234 N/A N/A Viacom, Inc. Class B COM 92553P201 4,186 100,550 SH N/A Defined 27 100,550 N/A N/A Viacom, Inc. Class B COM 92553P201 2,644 63,500 SH N/A Defined 31 63,500 N/A N/A Viacom, Inc. Class B COM 92553P201 10,711 257,300 SH N/A Defined 33 257,300 N/A N/A Viacom, Inc. Class B COM 92553P201 8,817 211,800 SH N/A Defined 34 211,800 N/A N/A Viacom, Inc. Class B COM 92553P201 7,256 174,300 SH N/A Defined 34 174,300 N/A N/A Viacom, Inc. Class B COM 92553P201 7,493 180,000 SH N/A Defined 35 180,000 N/A N/A Viacom, Inc. Class B COM 92553P201 604 14,500 SH N/A Defined 39 14,500 N/A N/A Viacom, Inc. Class B COM 92553P201 3,876 93,100 SH N/A Defined 39 93,100 N/A N/A Viacom, Inc. Class B COM 92553P201 25,571 614,250 SH N/A Defined 40 614,250 N/A N/A Viacom, Inc. Class B COM 92553P201 12,654 303,956 SH N/A Defined 40 303,956 N/A N/A

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GlobalSantaFe Corp. COM G3930E101 5,110 70,730 SH N/A Defined 27 70,730 N/A N/A GlobalSantaFe Corp. COM G3930E101 4,453 61,630 SH N/A Defined 27 61,630 N/A N/A GlobalSantaFe Corp. COM G3930E101 867 12,000 SH N/A Defined 39 12,000 N/A N/A GlobalSantaFe Corp. COM G3930E101 5,578 77,200 SH N/A Defined 39 77,200 N/A N/A Helen of Troy Ltd. COM G4388N106 1,431 53,000 SH N/A Defined 11 53,000 N/A N/A Helen of Troy Ltd. COM G4388N106 559 20,700 SH N/A Defined 20 20,700 N/A N/A Helen of Troy Ltd. COM G4388N106 19 700 SH N/A Defined 29 700 N/A N/A Ingersoll-Rand Co. COM G4776G101 1,118 20,400 SH N/A Defined 4 20,400 N/A N/A Ingersoll-Rand Co. COM G4776G101 186 3,400 SH N/A Defined 28 3,400 N/A N/A Ingersoll-Rand Co. COM G4776G101 8,152 148,700 SH N/A Defined 34 148,700 N/A N/A IPC Holdings Ltd. COM G4933P101 223 6,900 SH N/A Defined 4 6,900 N/A N/A IPC Holdings Ltd. COM G4933P101 19 600 SH N/A Defined 29 600 N/A N/A Lazard Ltd. COM G54050102 104 2,300 SH N/A Defined 4 2,300 N/A N/A Lazard Ltd. COM G54050102 1,171 26,000 SH N/A Defined 11 26,000 N/A N/A Lazard Ltd. COM G54050102 252 5,600 SH N/A Defined 33 5,600 N/A N/A Lazard Ltd. COM G54050102 7,606 168,900 SH N/A Defined 34 168,900 N/A N/A Marvell Technology Group Ltd. COM G5876H105 1,176 64,600 SH N/A Defined 14 64,600 N/A N/A Marvell Technology Group Ltd. COM G5876H105 4,243 233,000 SH N/A Defined 34 233,000 N/A N/A Marvell Technology Group Ltd. COM G5876H105 14,734 809,100 SH N/A Defined 34 809,100 N/A N/A Max Re Capital Ltd. COM G6052F103 371 13,100 SH N/A Defined 20 13,100 N/A N/A Nabors Industries Ltd. COM G6359F103 7,173 214,900 SH N/A Defined 14 214,900 N/A N/A Nabors Industries Ltd. COM G6359F103 1,836 55,000 SH N/A Defined 34 55,000 N/A N/A Noble Corp. COM G65422100 7,217 74,010 SH N/A Defined 27 74,010 N/A N/A Noble Corp. COM G65422100 4,720 48,400 SH N/A Defined 27 48,400 N/A N/A Noble Corp. COM G65422100 7,529 77,200 SH N/A Defined 28 77,200 N/A N/A Noble Corp. COM G65422100 341 3,500 SH N/A Defined 28 3,500 N/A N/A OneBeacon Insurance Group Ltd. CL A G67742109 2,128 84,000 SH N/A Defined 20 84,000 N/A N/A OneBeacon Insurance Group Ltd. CL A G67742109 2,057 81,200 SH N/A Defined 34 81,200 N/A N/A Orient-Express Hotels Ltd. COM G67743107 2,649 49,600 SH N/A Defined 20 49,600 N/A N/A Orient-Express Hotels Ltd. COM G67743107 673 12,600 SH N/A Defined 39 12,600 N/A N/A PartnerRe Ltd. COM G6852T105 78 1,000 SH N/A Defined 7 1,000 N/A N/A Platinum Underwriters Holdings Ltd. COM G7127P100 917 26,400 SH N/A Defined 4 26,400 N/A N/A Platinum Underwriters Holdings Ltd. COM G7127P100 1,599 46,000 SH N/A Defined 11 46,000 N/A N/A Platinum Underwriters Holdings Ltd. COM G7127P100 546 15,700 SH N/A Defined 20 15,700 N/A N/A Platinum Underwriters Holdings Ltd. COM G7127P100 28 800 SH N/A Defined 29 800 N/A N/A

Primus Guaranty Ltd. COM G72457107 19 1,800 SH N/A Defined 29 1,800 N/A N/A Quanta Capital Holdings Ltd. COM G7313F106 421 175,300 SH N/A Defined 29 175,300 N/A N/A RenaissanceRe Holdings Ltd. COM G7496G103 1,599 25,800 SH N/A Defined 9 25,800 N/A N/A RenaissanceRe Holdings Ltd. COM G7496G103 8,703 140,400 SH N/A Defined 33 140,400 N/A N/A RenaissanceRe Holdings Ltd. COM G7496G103 2,511 40,500 SH N/A Defined 34 40,500 N/A N/A Seagate Technology, Inc. COM G7945J104 459 21,100 SH N/A Defined 6 21,100 N/A N/A Seagate Technology, Inc. COM G7945J104 477 21,900 SH N/A Defined 6 21,900 N/A N/A Seagate Technology, Inc. COM G7945J104 4,892 224,700 SH N/A Defined 9 224,700 N/A N/A Seagate Technology, Inc. COM G7945J104 10,314 473,766 SH N/A Defined 10 473,766 N/A N/A Seagate Technology, Inc. COM G7945J104 12,635 580,400 SH N/A Defined 24 580,400 N/A N/A Seagate Technology, Inc. COM G7945J104 3,028 139,100 SH N/A Defined 34 139,100 N/A N/A Seagate Technology, Inc. COM G7945J104 8,708 400,000 SH N/A Defined 35 400,000 N/A N/A Ship Finance International Ltd. COM G81075106 3,132 105,530 SH N/A Defined 28 105,530 N/A N/A Ship Finance International Ltd. COM G81075106 189 6,367 SH N/A Defined 28 6,367 N/A N/A Sina Corp. COM G81477104 3,299 78,800 SH N/A Defined 34 78,800 N/A N/A UTI Worldwide, Inc. COM G87210103 873 32,577 SH N/A Defined 14 32,577 N/A N/A UTI Worldwide, Inc. COM G87210103 3,330 124,300 SH N/A Defined 34 124,300 N/A N/A UTI Worldwide, Inc. COM G87210103 324 12,100 SH N/A Defined 39 12,100 N/A N/A Transocean, Inc. COM G90078109 2,618 24,700 SH N/A Defined 12 24,700 N/A N/A Transocean, Inc. COM G90078109 16,702 157,600 SH N/A Defined 14 157,600 N/A N/A Transocean, Inc. COM G90078109 6,740 63,600 SH N/A Defined 14 63,600 N/A N/A Transocean, Inc. COM G90078109 437 4,121 SH N/A Defined 16 4,121 N/A N/A Transocean, Inc. COM G90078109 37,559 354,400 SH N/A Defined 31 354,400 N/A N/A Transocean, Inc. COM G90078109 3,711 35,020 SH N/A Defined 41 35,020 N/A N/A Tsakos Energy Navigation Ltd. COM G9108L108 6,657 95,217 SH N/A Defined 2 95,217 N/A N/A Tyco International Ltd. COM G9143X208 537 10,000 SH N/A Defined 20 10,000 N/A N/A Tyco Electronics Ltd. COM G9144P105 89 2,268 SH N/A Defined 4 2,268 N/A N/A Tyco Electronics Ltd. COM G9144P105 82 2,100 SH N/A Defined 16 2,100 N/A N/A Tyco Electronics Ltd. COM G9144P105 8,960 229,400 SH N/A Defined 34 229,400 N/A N/A Vistaprint Ltd. COM G93762204 5,719 149,510 SH N/A Defined 3 149,510 N/A N/A Vistaprint Ltd. COM G93762204 834 21,800 SH N/A Defined 14 21,800 N/A N/A Vistaprint Ltd. COM G93762204 2,391 62,500 SH N/A Defined 34 62,500 N/A N/A Warner Chilcott Ltd. CL A G9435N108 2,766 152,900 SH N/A Defined 20 152,900 N/A N/A Warner Chilcott Ltd. CL A G9435N108 3,962 219,000 SH N/A Defined 27 219,000 N/A N/A Weatherford International Ltd. COM G95089101 3,745 67,800 SH N/A Defined 9 67,800 N/A N/A

Weatherford International Ltd. COM G95089101 68,708 1,243,800 SH N/A Defined 10 1,243,800 N/A N/A Weatherford International Ltd. COM G95089101 13,252 239,900 SH N/A Defined 14 239,900 N/A N/A Weatherford International Ltd. COM G95089101 874 15,825 SH N/A Defined 33 15,825 N/A N/A Weatherford International Ltd. COM G95089101 9,564 173,128 SH N/A Defined 33 173,128 N/A N/A Weatherford International Ltd. COM G95089101 4,121 74,600 SH N/A Defined 34 74,600 N/A N/A White Mountains Insurance Group Ltd. COM G9618E107 1,614 2,663 SH N/A Defined 16 2,663 N/A N/A White Mountains Insurance Group Ltd. COM G9618E107 22,605 37,300 SH N/A Defined 34 37,300 N/A N/A Willis Group Holdings Ltd. COM G96655108 1,925 43,700 SH N/A Defined 34 43,700 N/A N/A Willis Group Holdings Ltd. COM G96655108 3,965 90,000 SH N/A Defined 35 90,000 N/A N/A XL Capital Ltd. COM G98255105 421 5,000 SH N/A Defined 7 5,000 N/A N/A XL Capital Ltd. COM G98255105 2,933 34,800 SH N/A Defined 9 34,800 N/A N/A XL Capital Ltd. COM G98255105 15,611 185,200 SH N/A Defined 31 185,200 N/A N/A XL Capital Ltd. COM G98255105 2,023 24,000 SH N/A Defined 31 24,000 N/A N/A XL Capital Ltd. COM G98255105 6,187 73,400 SH N/A Defined 40 73,400 N/A N/A XL Capital Ltd. COM G98255105 10,858 128,820 SH N/A Defined 40 128,820 N/A N/A XOMA Ltd. COM G9825R107 4,198 1,380,900 SH N/A Defined 42 1,380,900 N/A N/A Alcon, Inc. COM H01301102 3,319 24,600 SH N/A Defined 34 24,600 N/A N/A Logitech International SA COM H50430232 1,019 38,600 SH N/A Defined 14 38,600 N/A N/A UBS AG COM H89231338 27,104 451,662 SH N/A Defined 26 451,662 N/A N/A UBS AG COM H89231338 3,191 53,180 SH N/A Defined 27 53,180 N/A N/A UBS AG COM H89231338 5,908 98,450 SH N/A Defined 41 98,450 N/A N/A Millicom International Cellular SA COM L6388F110 2,341 25,551 SH N/A Defined 17 25,551 N/A N/A Millicom International Cellular SA COM L6388F110 2,197 23,976 SH N/A Defined 23 23,976 N/A N/A Millicom International Cellular SA COM L6388F110 6,983 76,197 SH N/A Defined 23 76,197 N/A N/A Alvarion Ltd. COM M0861T100 1 100 SH N/A Defined 14 100 N/A N/A Cellcom Israel Ltd COM M2196U109 8,161 308,310 SH N/A Defined 27 308,310 N/A N/A Check Point Software Technologies COM M22465104 5,128 224,800 SH N/A Defined 28 224,800 N/A N/A Check Point Software Technologies COM M22465104 219 9,600 SH N/A Defined 28 9,600 N/A N/A Check Point Software Technologies COM M22465104 557 24,440 SH N/A Defined 36 24,440 N/A N/A Compugen Ltd. COM M25722105 3,354 1,152,450 SH N/A Defined 3 1,152,450 N/A N/A Given Imaging Ltd. COM M52020100 16,341 519,930 SH N/A Defined 3 519,930 N/A N/A RRSat Global Communications Network Ltd. COM M8183P102 649 32,500 SH N/A Defined 14 32,500 N/A N/A RADWARE Ltd COM M81873107 751 51,600 SH N/A Defined 14 51,600 N/A N/A Saifun Semiconductors Ltd. COM M8233P102 10 800 SH N/A Defined 14 800 N/A N/A ASML Holding NV NY Reg Shrs N07059111 6,832 248,900 SH N/A Defined 14 248,900 N/A N/A

ASML Holding NV NY Reg Shrs N07059111 9,369 341,300 SH N/A Defined 34 341,300 N/A N/A ASML Holding NV NY Reg Shrs N07059111 771 28,100 SH N/A Defined 40 28,100 N/A N/A Core Laboratories NV COM N22717107 8,135 80,000 SH N/A Defined 5 80,000 N/A N/A Core Laboratories NV COM N22717107 5,247 51,600 SH N/A Defined 34 51,600 N/A N/A Core Laboratories NV COM N22717107 346 3,400 SH N/A Defined 39 3,400 N/A N/A Eurand NV COM N31010106 1,267 80,835 SH N/A Defined 13 80,835 N/A N/A Orthofix International NV COM N6748L102 220 4,900 SH N/A Defined 4 4,900 N/A N/A Qiagen NV COM N72482107 6,915 388,700 SH N/A Defined 3 388,700 N/A N/A Qiagen NV COM N72482107 8,014 450,500 SH N/A Defined 14 450,500 N/A N/A Qiagen NV COM N72482107 2,204 123,900 SH N/A Defined 34 123,900 N/A N/A Banco Latinoamericano de Exportaciones SA COM P16994132 8,648 459,980 SH N/A Defined 8 459,980 N/A N/A Banco Latinoamericano de Exportaciones SA COM P16994132 229 12,200 SH N/A Defined 20 12,200 N/A N/A Banco Latinoamericano de Exportaciones SA COM P16994132 30 1,600 SH N/A Defined 29 1,600 N/A N/A Steiner Leisure Ltd. COM P8744Y102 2,785 56,700 SH N/A Defined 5 56,700 N/A N/A Excel Maritime Carriers Ltd COM V3267N107 567 22,500 SH N/A Defined 20 22,500 N/A N/A Royal Caribbean Cruises Ltd. COM V7780T103 2,764 64,300 SH N/A Defined 20 64,300 N/A N/A Royal Caribbean Cruises Ltd. COM V7780T103 2,655 61,770 SH N/A Defined 27 61,770 N/A N/A Royal Caribbean Cruises Ltd. COM V7780T103 1,156 26,900 SH N/A Defined 30 26,900 N/A N/A Royal Caribbean Cruises Ltd. COM V7780T103 1,784 41,500 SH N/A Defined 34 41,500 N/A N/A Double Hull Tankers, Inc. COM Y21110104 164 10,500 SH N/A Defined 4 10,500 N/A N/A Eagle Bulk Shipping, Inc. COM Y2187A101 1,569 70,000 SH N/A Defined 11 70,000 N/A N/A Flextronics International Ltd. COM Y2573F102 2,132 197,400 SH N/A Defined 9 197,400 N/A N/A Flextronics International Ltd. COM Y2573F102 540 49,980 SH N/A Defined 36 49,980 N/A N/A Flextronics International Ltd. COM Y2573F102 681 63,080 SH N/A Defined 40 63,080 N/A N/A Genco Shipping & Trading Ltd. COM Y2685T107 615 14,900 SH N/A Defined 20 14,900 N/A N/A Genco Shipping & Trading Ltd. COM Y2685T107 21 500 SH N/A Defined 29 500 N/A N/A Teekay Shipping Corp. COM Y8564W103 2,293 39,600 SH N/A Defined 20 39,600 N/A N/A Verigy Ltd. COM Y93691106 159 5,567 SH N/A Defined 4 5,567 N/A N/A

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