13F-HR 1 gwcap13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/09 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: GW Capital Management, LLC Address: 8515 East Orchard Road Greenwood Village, Colorado 80111 Form 13F File Number: 28-06386

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report of Behalf of Reporting Manager: ~~Name: Jill Kerschen Title: Assistant Treasurer Phone: (303) 737-3799 Signature, Place and Date of Signing: Greenwood Village, Colorado 01/27/2010 Report Type (Check only one.):~~

[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s). [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s)).

List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] [OMITTED] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1,752 Form 13F Information Table Value Total: 2,966,267 List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries]. 1 28-10698 Great-West Life & Annuity Insurance Company GW Capital Management, LLC 4th Quarter 2009 Form 13F Date 12/31/2009 Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Value Shrs or SH/ Put/ Investment Other Voting Authority Name of Issuer Title of Class Cusip (x$1,000) Prn Amt PRN Call Discretion Managers Sole Shared None 3COM CORP COMMON STOCK 885535104 $82 10,867 SH DEFINED 1 10,867 3M CO COMMON STOCK 88579Y101 $16,509 199,698 SH DEFINED 1 199,698 99 CENTS ONLY STORES COMMON STOCK 65440K106 $17 1,314 SH DEFINED 1 1,314 AAON INC COMMON STOCK 000360206 $119 6,107 SH DEFINED 1 6,107 AAR CORP COMMON STOCK 000361105 $1,075 46,765 SH DEFINED 1 46,765 AARON'S INC COMMON STOCK 002535201 $524 18,905 SH DEFINED 1 18,905 ABAXIS, INC. COMMON STOCK 002567105 $275 10,775 SH DEFINED 1 10,775 ABBOTT LABORATORIES COMMON STOCK 002824100 $8,555 158,456 SH DEFINED 1 158,456 ABERCROMBIE & FITCH CO COMMON STOCK CLASS A 002896207 $323 9,259 SH DEFINED 1 9,259 ABM INDUSTRIES COMMON STOCK 000957100 $2,368 114,640 SH DEFINED 1 114,640 ACADIA REALTY TRUST COMMON STOCK 004239109 $333 19,765 SH DEFINED 1 19,765 ACCENTURE PLC COMMON STOCK CLASS A G1151C101 $1,759 42,380 SH DEFINED 1 42,380 ACE LTD COMMON STOCK H0023R105 $5,600 111,105 SH DEFINED 1 111,105 ACI WORLDWIDE INC COMMON STOCK 004498101 $17 982 SH DEFINED 1 982 ACORDA THERAPEUTICS INC COMMON STOCK 00484M106 $174 6,900 SH DEFINED 1 6,900 ACTEL CORP COMMON STOCK 004934105 $156 13,090 SH DEFINED 1 13,090 ACTUANT CORP COMMON STOCK CLASS A 00508X203 $3,558 191,989 SH DEFINED 1 191,989 ACUITY BRANDS INC COMMON STOCK 00508Y102 $768 21,549 SH DEFINED 1 21,549 ACXIOM CORP COMMON STOCK 005125109 $26 1,919 SH DEFINED 1 1,919 ADAPTEC INC COMMON STOCK 00651F108 $197 58,689 SH DEFINED 1 58,689 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886309 $17 2,709 SH DEFINED 1 2,709 ADMINISTAFF INC COMMON STOCK 007094105 $257 10,881 SH DEFINED 1 10,881 ADOBE SYSTEMS INC COMMON STOCK 00724F101 $1,979 53,795 SH DEFINED 1 53,795 ADTRAN INC COMMON STOCK 00738A106 $1,285 56,992 SH DEFINED 1 56,992 ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 $103 2,539 SH DEFINED 1 2,539 ADVANCED ENERGY INDUSTRIES INC COMMON STOCK 007973100 $245 16,232 SH DEFINED 1 16,232 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 $572 59,082 SH DEFINED 1 59,082 ADVANCED MICRO DEVICES INC CONVERTIBLE NOTES 007903AL1 $81 90,000 PRN DEFINED 1 90,000 ADVANCED MICRO DEVICES INC CONVERTIBLE NOTES 007903AN7 $36 36,000 PRN DEFINED 1 36,000 ADVENT SOFTWARE INC COMMON STOCK 007974108 $18 439 SH DEFINED 1 439 AECOM TECHNOLOGY CORP. COMMON STOCK 00766T100 $84 3,053 SH DEFINED 1 3,053 AEROPOSTALE INC COMMON STOCK 007865108 $57 1,682 SH DEFINED 1 1,682

AEROVIRONMENT INC COMMON STOCK 008073108 $211 AES CORP COMMON STOCK 00130H105 $993 AES TRUST III CONVERTIBLE PREFERRED STOCK 00808N202 $262 AETNA INC COMMON STOCK 00817Y108 $1,427 AFFILIATED COMPUTER SERVICES COMMON STOCK CLASS A 008190100 $600 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 $78 AFFYMETRIX INC COMMON STOCK 00826T108 $12 AFFYMETRIX INC CONVERTIBLE NOTES 00826TAG3 $256 AFLAC INC COMMON STOCK 001055102 $3,648 AGCO CORP COMMON STOCK 001084102 $84 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 $1,108 AGILYSYS INC COMMON STOCK 00847J105 $90 AGL RESOURCES INC COMMON STOCK 001204106 $79 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 $4,428 AGRIUM INC COMMON STOCK 008916108 $3,714 AIR METHODS CORP COMMON STOCK 009128307 $183 AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 $1,757 AIRGAS INC COMMON STOCK 009363102 $410 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 $18 AK STEEL HOLDING CORP COMMON STOCK 001547108 $249 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 $1,152 ALASKA AIR GROUP INC COMMON STOCK 011659109 $35 ALBANY INTERNATIONAL CORP COMMON STOCK 012348108 $3,153 ALBEMARLE CORP COMMON STOCK 012653101 $88 ALBERTO-CULVER CO COMMON STOCK 013078100 $994 ALCOA INC COMMON STOCK 013817101 $4,352 ALCON INC COMMON STOCK H01301102 $7,326 ALEXANDER & BALDWIN INC COMMON STOCK 014482103 $39 ALEXANDRIA RE EQUITIES INC COMMON STOCK 015271109 $71 ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 $1,660 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 $593 ALKERMES INC COMMON STOCK 01642T108 $388 ALLEGHENY ENERGY INC COMMON STOCK 017361106 $419 ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 $462 ALLEGIANT TRAVEL COMPANY COMMON STOCK 01748X102 $351 ALLERGAN INC COMMON STOCK 018490102 $3,638 ALLETE INC COMMON STOCK 018522300 $2,019 ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 $1,557 ALLIANCE HEALTHCARE SERVICES COMMON STOCK 018606202 $133 ALLIANCE ONE INTL INC COMMON STOCK 018772103 $213 ALLIANT ENERGY CORP COMMON STOCK 018802108 $89 ALLIANT TECHSYSTEMS INC CONVERTIBLE NOTES 018804AK0 $132 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 $1,935 ALLOS THERAPEUTICS INC COMMON STOCK 019777101 $368 ALLOY INC COMMON STOCK 019855303 $447

7,248 SH DEFINED 1 7,248 74,613 SH DEFINED 1 74,613 5,650 SH DEFINED 1 5,650 45,003 SH DEFINED 1 45,003 10,047 SH DEFINED 1 10,047 1,158 SH DEFINED 1 1,158 1,982 SH DEFINED 1 1,982 289,000 PRN DEFINED 1 289,000 78,866 SH DEFINED 1 78,866 2,592 SH DEFINED 1 2,592 35,661 SH DEFINED 1 35,661 9,887 SH DEFINED 1 9,887 2,164 SH DEFINED 1 2,164 82,000 SH DEFINED 1 82,000 60,391 SH DEFINED 1 60,391 5,431 SH DEFINED 1 5,431 21,678 SH DEFINED 1 21,678 8,603 SH DEFINED 1 8,603 3,364 SH DEFINED 1 3,364 11,672 SH DEFINED 1 11,672 45,490 SH DEFINED 1 45,490 1,020 SH DEFINED 1 1,020 140,389 SH DEFINED 1 140,389 2,429 SH DEFINED 1 2,429 33,944 SH DEFINED 1 33,944 269,954 SH DEFINED 1 269,954 44,575 SH DEFINED 1 44,575 1,150 SH DEFINED 1 1,150 1,104 SH DEFINED 1 1,104 34,000 SH DEFINED 1 34,000 33,281 SH DEFINED 1 33,281 41,181 SH DEFINED 1 41,181 17,853 SH DEFINED 1 17,853 10,327 SH DEFINED 1 10,327 7,449 SH DEFINED 1 7,449 57,738 SH DEFINED 1 57,738 61,788 SH DEFINED 1 61,788 24,110 SH DEFINED 1 24,110 23,212 SH DEFINED 1 23,212 43,621 SH DEFINED 1 43,621 2,934 SH DEFINED 1 2,934 105,000 PRN DEFINED 1 105,000 21,920 SH DEFINED 1 21,920 56,000 SH DEFINED 1 56,000 57,505 SH DEFINED 1 57,505

ALLSTATE CORP COMMON STOCK 020002101 $1,662 ALMOST FAMILY INC COMMON STOCK 020409108 $159 ALTERA CORP COMMON STOCK 021441100 $4,827 ALTRA HOLDINGS INC COMMON STOCK 02208R106 $968 ALTRIA GROUP INC COMMON STOCK 02209S103 $4,167 AMAZON.COM INC COMMON STOCK 023135106 $4,593 AMB PROPERTY CORP COMMON STOCK 00163T109 $99 AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 $953 AMEDISYS INC COMMON STOCK 023436108 $1,064 AMEREN CORP COMMON STOCK 023608102 $684 AMERICA MOVIL SAB DE CV COMMON STOCK 02364W105 $5,189 AMERICAN CAMPUS COMMUNITIES COMMON STOCK 024835100 $2,398 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 $98 AMERICAN ECOLOGY CORP COMMON STOCK 025533407 $603 AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 $1,711 AMERICAN EXPRESS CO COMMON STOCK 025816109 $18,020 AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 $53 AMERICAN GREETINGS CORP COMMON STOCK 026375105 $24 AMERICAN INTERNATIONAL GRP INC COMMON STOCK 026874784 $427 AMERICAN MEDICAL SYS HLDGS INC COMMON STOCK 02744M108 $1,604 AMERICAN PHYSICIANS CAP INC COMMON STOCK 028884104 $145 AMERICAN PUBLIC EDUCATION INC. COMMON STOCK 02913V103 $311 AMERICAN REPROGRAPHICS CO COMMON STOCK 029263100 $188 AMERICAN SCIENCE & ENGINEERING COMMON STOCK 029429107 $335 AMERICAN STATES WATER CO COMMON STOCK 029899101 $326 AMERICAN SUPERCONDUCTOR CORP COMMON STOCK 030111108 $1,076 AMERICAN TOWER CORP COMMON STOCK 029912201 $6,469 AMERICAN VANGUARD CORP COMMON STOCK 030371108 $87 AMERICREDIT CORP COMMON STOCK 03060R101 $46 AMERIGROUP CORP COMMON STOCK 03073T102 $695 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 $1,023 AMERISAFE INC COMMON STOCK 03071H100 $170 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 $772 AMETEK INC COMMON STOCK 031100100 $5,769 AMGEN INC COMMON STOCK 031162100 $9,330 AMN HEALTHCARE SERVICES INC COMMON STOCK 001744101 $144 AMPHENOL CORP COMMON STOCK CLASS A 032095101 $2,831 AMSURG CORP COMMON STOCK 03232P405 $336 ANADARKO PETROLEUM CORP COMMON STOCK 032511107 $9,514 ANALOG DEVICES INC COMMON STOCK 032654105 $6,588 ANALOGIC CORP COMMON STOCK 032657207 $245 ANDERSONS INC/THE COMMON STOCK 034164103 $235 ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 $4,089 ANNTAYLOR STORES CORP COMMON STOCK 036115103 $22 ANSYS INC COMMON STOCK 03662Q105 $102

55,335 SH DEFINED 1 55,335 4,032 SH DEFINED 1 4,032 213,308 SH DEFINED 1 213,308 78,350 SH DEFINED 1 78,350 212,278 SH DEFINED 1 212,278 34,147 SH DEFINED 1 34,147 3,886 SH DEFINED 1 3,886 33,550 SH DEFINED 1 33,550 21,918 SH DEFINED 1 21,918 24,462 SH DEFINED 1 24,462 110,455 SH DEFINED 1 110,455 85,352 SH DEFINED 1 85,352 5,788 SH DEFINED 1 5,788 35,391 SH DEFINED 1 35,391 49,182 SH DEFINED 1 49,182 444,726 SH DEFINED 1 444,726 2,110 SH DEFINED 1 2,110 1,105 SH DEFINED 1 1,105 14,238 SH DEFINED 1 14,238 83,154 SH DEFINED 1 83,154 4,788 SH DEFINED 1 4,788 9,042 SH DEFINED 1 9,042 26,800 SH DEFINED 1 26,800 4,418 SH DEFINED 1 4,418 9,198 SH DEFINED 1 9,198 26,300 SH DEFINED 1 26,300 149,712 SH DEFINED 1 149,712 10,530 SH DEFINED 1 10,530 2,422 SH DEFINED 1 2,422 25,776 SH DEFINED 1 25,776 26,357 SH DEFINED 1 26,357 9,458 SH DEFINED 1 9,458 29,610 SH DEFINED 1 29,610 150,862 SH DEFINED 1 150,862 164,920 SH DEFINED 1 164,920 15,920 SH DEFINED 1 15,920 61,302 SH DEFINED 1 61,302 15,248 SH DEFINED 1 15,248 152,425 SH DEFINED 1 152,425 208,600 SH DEFINED 1 208,600 6,359 SH DEFINED 1 6,359 9,098 SH DEFINED 1 9,098 86,815 SH DEFINED 1 86,815 1,642 SH DEFINED 1 1,642 2,342 SH DEFINED 1 2,342

AON CORP COMMON STOCK 037389103 $3,916 APACHE CORP COMMON STOCK 037411105 $3,553 APARTMENT INVESTMENT & MGMT CO COMMON STOCK 03748R101 $199 APOGEE ENTERPRISES INC COMMON STOCK 037598109 $194 APOLLO GROUP INC COMMON STOCK CLASS A 037604105 $808 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 $38 APPLE INC COMMON STOCK 037833100 $51,714 APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 $409 APPLIED MATERIALS INC COMMON STOCK 038222105 $4,122 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W406 $798 APPLIED SIGNAL TECHNOLOGY COMMON STOCK 038237103 $127 APTARGROUP INC COMMON STOCK 038336103 $62 AQUA AMERICA INC COMMON STOCK 03836W103 $67 ARBITRON INC COMMON STOCK 03875Q108 $1,367 ARCH CHEMICALS INC COMMON STOCK 03937R102 $385 ARCH COAL INC COMMON STOCK 039380100 $96 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 $2,075 ARCTIC CAT INC COMMON STOCK 039670104 $59 ARENA RESOURCES INC COMMON STOCK 040049108 $2,456 ARIBA INC COMMON STOCK 04033V203 $972 ARKANSAS BEST CORP COMMON STOCK 040790107 $370 ARMSTRONG WORLD INDUSTRIES COMMON STOCK 04247X102 $2,007 ARQULE INC COMMON STOCK 04269E107 $54 ARRIS GROUP INC. COMMON STOCK 04269Q100 $1,295 ARROW ELECTRONICS INC COMMON STOCK 042735100 $94 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 $408 ASHLAND INC COMMON STOCK 044209104 $82 ASIAN INFO HOLDINGS INC COMMON STOCK 04518A104 $1,158 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK G05384105 $1,531 ASSOCIATED BANC-CORP COMMON STOCK 045487105 $39 ASSURANT INC COMMON STOCK 04621X108 $1,914 ASTEC INDUSTRIES INC COMMON STOCK 046224101 $265 ASTORIA FINANCIAL CORP COMMON STOCK 046265104 $28 ASTRAZENECA PLC ADR 046353108 $2,828 AT&T INC COMMON STOCK 00206R102 $29,006 ATC TECHNOLOGY CORP COMMON STOCK 00211W104 $237 ATHENAHEALTH INC COMMON STOCK 04685W103 $796 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 $1,072 ATLAS AIR WORLDWIDE HDGS INC COMMON STOCK 049164205 $2,062 ATMEL CORP COMMON STOCK 049513104 $1,037 ATMI INC COMMON STOCK 00207R101 $290 ATMOS ENERGY CORP COMMON STOCK 049560105 $75 ATWOOD OCEANICS INC COMMON STOCK 050095108 $531 AU OPTRONICS CORP ADR 002255107 $387 AUDIOVOX CORP COMMON STOCK 050757103 $67

102,140 SH DEFINED 1 102,140 34,435 SH DEFINED 1 34,435 12,508 SH DEFINED 1 12,508 13,877 SH DEFINED 1 13,877 13,340 SH DEFINED 1 13,340 3,989 SH DEFINED 1 3,989 245,252 SH DEFINED 1 245,252 18,520 SH DEFINED 1 18,520 295,725 SH DEFINED 1 295,725 106,813 SH DEFINED 1 106,813 6,598 SH DEFINED 1 6,598 1,732 SH DEFINED 1 1,732 3,804 SH DEFINED 1 3,804 58,382 SH DEFINED 1 58,382 12,453 SH DEFINED 1 12,453 4,318 SH DEFINED 1 4,318 66,284 SH DEFINED 1 66,284 6,482 SH DEFINED 1 6,482 56,948 SH DEFINED 1 56,948 77,600 SH DEFINED 1 77,600 12,577 SH DEFINED 1 12,577 51,565 SH DEFINED 1 51,565 14,572 SH DEFINED 1 14,572 113,300 SH DEFINED 1 113,300 3,176 SH DEFINED 1 3,176 35,400 SH DEFINED 1 35,400 2,067 SH DEFINED 1 2,067 38,000 SH DEFINED 1 38,000 60,161 SH DEFINED 1 60,161 3,586 SH DEFINED 1 3,586 64,909 SH DEFINED 1 64,909 9,841 SH DEFINED 1 9,841 2,286 SH DEFINED 1 2,286 60,246 SH DEFINED 1 60,246 1,034,830 SH DEFINED 1 1,034,830 9,924 SH DEFINED 1 9,924 17,600 SH DEFINED 1 17,600 31,300 SH DEFINED 1 31,300 55,366 SH DEFINED 1 55,366 224,851 SH DEFINED 1 224,851 15,580 SH DEFINED 1 15,580 2,560 SH DEFINED 1 2,560 14,799 SH DEFINED 1 14,799 32,253 SH DEFINED 1 32,253 9,424 SH DEFINED 1 9,424

AUTODESK INC COMMON STOCK 052769106 $1,971 AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 $2,220 AUTONATION INC COMMON STOCK 05329W102 $183 AUTOZONE INC COMMON STOCK 053332102 $498 AUXILIUM PHARMACEUTICALS INC COMMON STOCK 05334D107 $588 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 $676 AVERY DENNISON CORP COMMON STOCK 053611109 $4,451 AVID TECHNOLOGY INC COMMON STOCK 05367P100 $182 AVIS BUDGET GROUP INC COMMON STOCK 053774105 $63 AVISTA CORP COMMON STOCK 05379B107 $589 AVNET INC COMMON STOCK 053807103 $121 AVON PRODUCTS INC COMMON STOCK 054303102 $1,382 AZZ INC COMMON STOCK 002474104 $197 BADGER METER INC COMMON STOCK 056525108 $296 BAKER HUGHES INC COMMON STOCK 057224107 $1,288 BALCHEM CORP COMMON STOCK 057665200 $311 BALDOR ELECTRIC CO COMMON STOCK 057741100 $1,929 BALL CORP COMMON STOCK 058498106 $496 BALLY TECHNOLOGIES INC COMMON STOCK 05874B107 $322 BANCO SANTANDER SA ADR 05964H105 $5,600 BANCORPSOUTH INC COMMON STOCK 059692103 $48 BANK MUTUAL CORP COMMON STOCK 063750103 $162 BANK OF AMERICA CORP COMMON STOCK 060505104 $36,174 BANK OF HAWAII CORP COMMON STOCK 062540109 $63 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 $10,107 BANK OF THE OZARKS INC COMMON STOCK 063904106 $190 BARD (CR) INC COMMON STOCK 067383109 $4,592 BARNES & NOBLE INC COMMON STOCK 067774109 $20 BARNES GROUP INC COMMON STOCK 067806109 $363 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 $101 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 $4,570 BB&T CORP COMMON STOCK 054937107 $1,784 BE AEROSPACE INC COMMON STOCK 073302101 $61 BECKMAN COULTER INC COMMON STOCK 075811109 $120 BECTON DICKINSON & CO COMMON STOCK 075887109 $1,917 BED BATH & BEYOND INC COMMON STOCK 075896100 $10,943 BEL FUSE INC COMMON STOCK CLASS B 077347300 $123 BELDEN INC COMMON STOCK 077454106 $1,070 BEMIS COMPANY INC COMMON STOCK 081437105 $316 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 $603 BERKLEY WR CORP COMMON STOCK 084423102 $4,207 BERRY PETROLEUM CO COMMON STOCK CLASS A 085789105 $1,908 BEST BUY INC COMMON STOCK 086516101 $1,384 BHP BILLITON LTD ADR 088606108 $5,721 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 $185

77,586 SH DEFINED 1 77,586 51,848 SH DEFINED 1 51,848 9,540 SH DEFINED 1 9,540 3,151 SH DEFINED 1 3,151 19,600 SH DEFINED 1 19,600 8,231 SH DEFINED 1 8,231 121,983 SH DEFINED 1 121,983 14,248 SH DEFINED 1 14,248 4,795 SH DEFINED 1 4,795 27,260 SH DEFINED 1 27,260 4,025 SH DEFINED 1 4,025 43,858 SH DEFINED 1 43,858 6,020 SH DEFINED 1 6,020 7,428 SH DEFINED 1 7,428 31,823 SH DEFINED 1 31,823 9,269 SH DEFINED 1 9,269 68,676 SH DEFINED 1 68,676 9,595 SH DEFINED 1 9,595 7,800 SH DEFINED 1 7,800 340,619 SH DEFINED 1 340,619 2,033 SH DEFINED 1 2,033 23,347 SH DEFINED 1 23,347 2,402,022 SH DEFINED 1 2,402,022 1,341 SH DEFINED 1 1,341 361,353 SH DEFINED 1 361,353 6,506 SH DEFINED 1 6,506 58,941 SH DEFINED 1 58,941 1,035 SH DEFINED 1 1,035 21,485 SH DEFINED 1 21,485 11,364 SH DEFINED 1 11,364 77,883 SH DEFINED 1 77,883 70,332 SH DEFINED 1 70,332 2,582 SH DEFINED 1 2,582 1,827 SH DEFINED 1 1,827 24,307 SH DEFINED 1 24,307 283,269 SH DEFINED 1 283,269 5,741 SH DEFINED 1 5,741 48,814 SH DEFINED 1 48,814 10,673 SH DEFINED 1 10,673 31,880 SH DEFINED 1 31,880 170,729 SH DEFINED 1 170,729 65,465 SH DEFINED 1 65,465 35,074 SH DEFINED 1 35,074 74,703 SH DEFINED 1 74,703 10,784 SH DEFINED 1 10,784

BIG LOTS INC COMMON STOCK 089302103 $250 BILL BARRETT CORPORATION COMMON STOCK 06846N104 $33 BIO RAD LABS INC COMMON STOCK 090572207 $3,196 BIOGEN IDEC INC COMMON STOCK 09062X103 $1,588 BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 $1,223 BIOMED REALTY TRUST INC COMMON STOCK 09063H107 $771 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 $800 BIOSCRIP INC COMMON STOCK 09069N108 $390 BJ SERVICES COMPANY COMMON STOCK 055482103 $2,265 BJ WHOLESALE COMMON STOCK 05548J106 $51 BJ'S RESTAURANTS INC COMMON STOCK 09180C106 $199 BLACK & DECKER CORP COMMON STOCK 091797100 $4,223 BLACK BOX CORP COMMON STOCK 091826107 $247 BLACK HILLS CORP COMMON STOCK 092113109 $29 BLACKBAUD INC COMMON STOCK 09227Q100 $519 BLACKBOARD INC COMMON STOCK 091935502 $976 BLOUNT INTERNATIONAL INC COMMON STOCK 095180105 $1,485 BLUE COAT SYSTEMS INC COMMON STOCK 09534T508 $576 BLUE NILE INC COMMON STOCK 09578R103 $459 BLYTH INC COMMON STOCK 09643P207 $106 BMC SOFTWARE INC COMMON STOCK 055921100 $762 BNSF RAILWAY COMPANY COMMON STOCK 12189T104 $2,667 BOB EVANS FARMS INC (OHIO) COMMON STOCK 096761101 $2,747 BOEING CO COMMON STOCK 097023105 $10,010 BORG WARNER INC COMMON STOCK 099724106 $103 BOSTON BEER COMPANY INC COMMON STOCK 100557107 $229 BOSTON PRIVATE FINL HOLDING COMMON STOCK 101119105 $183 BOSTON PROPERTIES INC COMMON STOCK 101121101 $960 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 $1,395 BOWNE & COMPANY INC COMMON STOCK 103043105 $133 BOYD GAMING CORP COMMON STOCK 103304101 $13 BP PLC ADR 055622104 $11,164 BRADY CORPORATION CL A COMMON STOCK 104674106 $2,326 BRE PROPERTIES INC COMMON STOCK 05564E106 $48 BRIGGS & STRATTON CORP COMMON STOCK 109043109 $465 BRIGHAM EXPLORATION CO COMMON STOCK 109178103 $648 BRIGHTPOINT INC COMMON STOCK 109473405 $248 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 $43 BRINKS CO COMMON STOCK 109696104 $1,413 BRINKS HOME SECURITY HOLDING COMMON STOCK 109699108 $37 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 $9,832 BRISTOW GROUP INC COMMON STOCK 110394103 $687 BROADCOM CORP COMMON STOCK CLASS A 111320107 $1,399 BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK 11133T103 $2,551 BROCADE COMMUNICATIONS SYSTEMS COMMON STOCK 111621306 $603

8,618 SH DEFINED 1 8,618 1,045 SH DEFINED 1 1,045 33,138 SH DEFINED 1 33,138 29,688 SH DEFINED 1 29,688 65,000 SH DEFINED 1 65,000 48,888 SH DEFINED 1 48,888 20,416 SH DEFINED 1 20,416 46,700 SH DEFINED 1 46,700 121,783 SH DEFINED 1 121,783 1,557 SH DEFINED 1 1,557 10,590 SH DEFINED 1 10,590 65,136 SH DEFINED 1 65,136 8,712 SH DEFINED 1 8,712 1,088 SH DEFINED 1 1,088 21,969 SH DEFINED 1 21,969 21,500 SH DEFINED 1 21,500 147,075 SH DEFINED 1 147,075 20,190 SH DEFINED 1 20,190 7,241 SH DEFINED 1 7,241 3,142 SH DEFINED 1 3,142 19,013 SH DEFINED 1 19,013 27,042 SH DEFINED 1 27,042 94,885 SH DEFINED 1 94,885 184,934 SH DEFINED 1 184,934 3,102 SH DEFINED 1 3,102 4,916 SH DEFINED 1 4,916 31,687 SH DEFINED 1 31,687 14,316 SH DEFINED 1 14,316 155,000 SH DEFINED 1 155,000 19,838 SH DEFINED 1 19,838 1,569 SH DEFINED 1 1,569 192,589 SH DEFINED 1 192,589 77,514 SH DEFINED 1 77,514 1,437 SH DEFINED 1 1,437 24,871 SH DEFINED 1 24,871 47,800 SH DEFINED 1 47,800 33,748 SH DEFINED 1 33,748 2,864 SH DEFINED 1 2,864 58,035 SH DEFINED 1 58,035 1,142 SH DEFINED 1 1,142 389,401 SH DEFINED 1 389,401 17,859 SH DEFINED 1 17,859 44,473 SH DEFINED 1 44,473 113,057 SH DEFINED 1 113,057 79,028 SH DEFINED 1 79,028

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DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 $814 DISCOVERY COMMUNICATIONS COMMON STOCK CLASS A 25470F104 $2,392 DISCOVERY COMMUNICATIONS COMMON STOCK CLASS C 25470F302 $2,360 DISNEY (WALT) CO THE COMMON STOCK 254687106 $13,287 DIXIE GROUP CONVERTIBLE DEBENTURES 255519AA8 $27 DOLBY LABORATORIES INC COMMON STOCK CLASS A 25659T107 $3,962 DOLLAR FINANCIAL CORP COMMON STOCK 256664103 $2,167 DOLLAR TREE INC COMMON STOCK 256746108 $117 DOMINION RESOURCES INC COMMON STOCK 25746U109 $2,392 DONALDSON COMPANY INC COMMON STOCK 257651109 $87 DONNELLEY (RR) & SONS CO COMMON STOCK 257867101 $466 DOUBLE TAKE SOFTWARE INC COMMON STOCK 258598101 $670 DOVER CORP COMMON STOCK 260003108 $799 DOVER DOWNS ENTERTAINMENT COMMON STOCK 260095104 $267 DOW CHEMICAL CO COMMON STOCK 260543103 $3,237 DPL INC COMMON STOCK 233293109 $85 DR HORTON INC COMMON STOCK 23331A109 $1,424 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 $742 DREAMWORKS ANIMATION SKG INC COMMON STOCK CLASS A 26153C103 $84 DRESS BARN INC (THE) COMMON STOCK 261570105 $1,475 DRESSER-RAND GROUP INC COMMON STOCK 261608103 $1,209 DREW INDUSTRIES INC COMMON STOCK 26168L205 $193 DREYFUS HIGH YIELD STRAT FD COMMON STOCK 26200S101 $87 DRIL-QUIP COMMON STOCK 262037104 $1,481 DSP GROUP INC COMMON STOCK 23332B106 $66 DTE ENERGY COMPANY COMMON STOCK 233331107 $739 DTS INC COMMON STOCK 23335C101 $297 DUCOMMUN INC COMMON STOCK 264147109 $921 DUKE ENERGY CORP COMMON STOCK 26441C105 $6,398 DUKE REALTY INVESTMENTS INC COMMON STOCK 264411505 $70 DUN & BRADSTREET CORP COMMON STOCK 26483E100 $1,364 DWS HIGH INCOME TRUST COMMON STOCK 23337C208 $43 DYCOM INDUSTRIES INC COMMON STOCK 267475101 $156 DYNAMIC MATRIALS CORP COMMON STOCK 267888105 $865 DYNEGY INC COMMON STOCK CLASS A 26817G102 $26 E*TRADE FINANCIAL CORP COMMON STOCK 269246104 $1,784 EAGLE MATERIALS INC COMMON STOCK 26969P108 $568 EAST WEST BANCORP INC COMMON STOCK 27579R104 $721 EASTGROUP PROPERTIES INC COMMON STOCK 277276101 $498 EASTMAN CHEMICAL CO COMMON STOCK 277432100 $446 EASTMAN KODAK CO COMMON STOCK 277461109 $121 EATON CORP COMMON STOCK 278058102 $3,248 EATON VANCE CORP COMMON STOCK 278265103 $3,258 EBAY INC COMMON STOCK 278642103 $6,327 EBIX INC COMMON STOCK 278715206 $244

55,319 SH DEFINED 1 55,319 78,000 SH DEFINED 1 78,000 89,000 SH DEFINED 1 89,000 412,009 SH DEFINED 1 412,009 31,000 PRN DEFINED 1 31,000 83,000 SH DEFINED 1 83,000 91,606 SH DEFINED 1 91,606 2,412 SH DEFINED 1 2,412 61,461 SH DEFINED 1 61,461 2,051 SH DEFINED 1 2,051 20,920 SH DEFINED 1 20,920 67,100 SH DEFINED 1 67,100 19,209 SH DEFINED 1 19,209 70,679 SH DEFINED 1 70,679 117,163 SH DEFINED 1 117,163 3,078 SH DEFINED 1 3,078 131,030 SH DEFINED 1 131,030 26,202 SH DEFINED 1 26,202 2,091 SH DEFINED 1 2,091 63,852 SH DEFINED 1 63,852 38,262 SH DEFINED 1 38,262 9,345 SH DEFINED 1 9,345 23,247 SH DEFINED 1 23,247 26,225 SH DEFINED 1 26,225 11,721 SH DEFINED 1 11,721 16,952 SH DEFINED 1 16,952 8,682 SH DEFINED 1 8,682 49,238 SH DEFINED 1 49,238 371,779 SH DEFINED 1 371,779 5,754 SH DEFINED 1 5,754 16,165 SH DEFINED 1 16,165 5,114 SH DEFINED 1 5,114 19,450 SH DEFINED 1 19,450 43,154 SH DEFINED 1 43,154 14,207 SH DEFINED 1 14,207 1,019,520 SH DEFINED 1 1,019,520 21,800 SH DEFINED 1 21,800 45,662 SH DEFINED 1 45,662 13,000 SH DEFINED 1 13,000 7,407 SH DEFINED 1 7,407 28,647 SH DEFINED 1 28,647 51,060 SH DEFINED 1 51,060 107,122 SH DEFINED 1 107,122 268,759 SH DEFINED 1 268,759 5,001 SH DEFINED 1 5,001

ECLIPSYS CORP COMMON STOCK 278856109 $525 ECOLAB INC COMMON STOCK 278865100 $1,099 EDISON INTERNATIONAL COMMON STOCK 281020107 $1,163 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 $4,647 EHEALTH INC COMMON STOCK 28238P109 $199 EI DUPONT DE NEMOURS & CO COMMON STOCK 263534109 $8,242 EL PASO CORP COMMON STOCK 28336L109 $791 EL PASO ELECTRIC CO COMMON STOCK 283677854 $448 EL PASO ENERGY CAPITAL CONVERTIBLE PREFERRED STOCK 283678209 $256 ELAN CORPORATION PLC ADR 284131208 $1,167 ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 $148 ELECTRONIC ARTS INC COMMON STOCK 285512109 $5,947 ELI LILLY & CO COMMON STOCK 532457108 $8,988 EMC CORP COMMON STOCK 268648102 $3,650 EMCOR GROUP INC COMMON STOCK 29084Q100 $883 EMDEON INC COMMON STOCK CLASS A 29084T104 $288 EMERGENT BIOSOLUTIONS INC. COMMON STOCK 29089Q105 $112 EMERSON ELECTRIC CO COMMON STOCK 291011104 $3,282 EMPLOYERS HOLDINGS INC COMMON STOCK 292218104 $341 EMS TECHNOLOGIES INC COMMON STOCK 26873N108 $109 ENCANA CORP COMMON STOCK 292505104 $2,381 ENCORE ACQUISITION CO COMMON STOCK 29255W100 $71 ENCORE WIRE CORP COMMON STOCK 292562105 $1,004 ENDO PHARMACEUTICAL HLDGS INC COMMON STOCK 29264F205 $1,464 ENERGEN CORP COMMON STOCK 29265N108 $89 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 $983 ENI SPA ADR 26874R108 $4,355 ENPRO INDUSTRIES INC COMMON STOCK 29355X107 $987 ENTEGRIS INC COMMON STOCK 29362U104 $1,299 ENTERGY CORP COMMON STOCK 29364G103 $6,319 ENTERTAINMENT PROPERTIES TRUST COMMON STOCK 29380T105 $738 ENZO BIOCHEM INC COMMON STOCK 294100102 $87 ENZON INC COMMON STOCK 293904108 $583 EOG RESOURCES INC COMMON STOCK 26875P101 $3,310 EPICOR SOFTWARE CORPORATION COMMON STOCK 29426L108 $175 EPIQ SYSTEMS INC COMMON STOCK 26882D109 $223 EQT CORP COMMON STOCK 26884L109 $592 EQUIFAX INC COMMON STOCK 294429105 $1,424 EQUINIX INC COMMON STOCK 29444U502 $109 EQUITY ONE INC COMMON STOCK 294752100 $17 EQUITY RESIDENTIAL COMMON STOCK 29476L107 $956 ERESEARCH TECHNOLOGY COMMON STOCK 29481V108 $127 ERICSSON (LM) TEL ADR COMMON STOCK 294821608 $2,356 ESCO TECHNOLOGIES INC COMMON STOCK 296315104 $472 ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 $64

28,338 SH DEFINED 1 28,338 24,654 SH DEFINED 1 24,654 33,448 SH DEFINED 1 33,448 53,504 SH DEFINED 1 53,504 12,107 SH DEFINED 1 12,107 244,778 SH DEFINED 1 244,778 80,441 SH DEFINED 1 80,441 22,067 SH DEFINED 1 22,067 7,000 SH DEFINED 1 7,000 179,000 SH DEFINED 1 179,000 13,695 SH DEFINED 1 13,695 335,030 SH DEFINED 1 335,030 251,685 SH DEFINED 1 251,685 208,948 SH DEFINED 1 208,948 32,828 SH DEFINED 1 32,828 18,900 SH DEFINED 1 18,900 8,207 SH DEFINED 1 8,207 77,046 SH DEFINED 1 77,046 22,222 SH DEFINED 1 22,222 7,538 SH DEFINED 1 7,538 73,524 SH DEFINED 1 73,524 1,480 SH DEFINED 1 1,480 47,669 SH DEFINED 1 47,669 71,381 SH DEFINED 1 71,381 1,904 SH DEFINED 1 1,904 16,048 SH DEFINED 1 16,048 86,053 SH DEFINED 1 86,053 37,382 SH DEFINED 1 37,382 245,956 SH DEFINED 1 245,956 77,212 SH DEFINED 1 77,212 20,915 SH DEFINED 1 20,915 16,187 SH DEFINED 1 16,187 55,400 SH DEFINED 1 55,400 34,015 SH DEFINED 1 34,015 22,950 SH DEFINED 1 22,950 15,921 SH DEFINED 1 15,921 13,480 SH DEFINED 1 13,480 46,105 SH DEFINED 1 46,105 1,028 SH DEFINED 1 1,028 1,040 SH DEFINED 1 1,040 28,291 SH DEFINED 1 28,291 21,124 SH DEFINED 1 21,124 256,401 SH DEFINED 1 256,401 13,153 SH DEFINED 1 13,153 770 SH DEFINED 1 770

ESTEE LAUDER COMMON STOCK CLASS A 518439104 $595 ESTERLINE TECHNOLOGIES CORP COMMON STOCK 297425100 $604 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 $175 EVEREST RE GROUP LTD COMMON STOCK G3223R108 $142 EXAR CORP COMMON STOCK 300645108 $155 EXELON CORP COMMON STOCK 30161N101 $5,510 EXPEDIA INC COMMON STOCK 30212P105 $6,265 EXPEDITORS INTL OF WASHINGTON COMMON STOCK 302130109 $760 EXPONENT INC. COMMON STOCK 30214U102 $185 EXPRESS SCRIPTS INC COMMON STOCK 302182100 $2,450 EXTERRAN HOLDINGS INC COMMON STOCK 30225X103 $38 EXTRA SPACE STORAGE INC COMMON STOCK 30225T102 $497 EXXON MOBIL CORP COMMON STOCK 30231G102 $47,109 EZCORP INC COMMON STOCK 302301106 $867 F5 NETWORKS INC COMMON STOCK 315616102 $111 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 $3,502 FAIR ISAAC CORPORATION COMMON STOCK 303250104 $385 FAIRCHILD SEMICONDUCTOR INTL COMMON STOCK 303726103 $35 FAMILY DOLLAR STORES INC COMMON STOCK 307000109 $395 FARO TECHNOLOGIES INC COMMON STOCK 311642102 $170 FASTENAL CO COMMON STOCK 311900104 $4,668 FEDERAL REALTY INVESTMENT TRST COMMON STOCK 313747206 $112 FEDERAL SIGNAL CORP COMMON STOCK 313855108 $8 FEDERATED INVESTORS INC COMMON STOCK CLASS B 314211103 $258 FEDEX CORP COMMON STOCK 31428X106 $2,677 FEI COMPANY COMMON STOCK 30241L109 $438 FELCOR LODGING TRUST INC COMMON STOCK 31430F101 $38 FELCOR LODGING TRUST INC CONVERTIBLE PREFERRED STOCK 31430F200 $22 FERRO CORP COMMON STOCK 315405100 $1,189 FGX INTERNATIONAL HOLDINGS COMMON STOCK G3396L102 $1,263 FIDELITY NATL INFO SERVICES COMMON STOCK 31620M106 $753 FIDELITY NATL TITLE GROUP INC COMMON STOCK CLASS A 31620R105 $83 FIFTH STREET FINANCE CORP COMMON STOCK 31678A103 $1,317 FIFTH THIRD BANCORP COMMON STOCK 316773100 $2,702 FINANCIAL FED CORP COMMON STOCK 317492106 $357 FINISH LINE INC COMMON STOCK 317923100 $351 FIRST AMERICAN CORPORATION COMMON STOCK 318522307 $87 FIRST BANKCORP COMMON STOCK 318672102 $85 FIRST CASH FINANCIAL SERV INC COMMON STOCK 31942D107 $288 FIRST COMMONWEALTH FINACIAL CP COMMON STOCK 319829107 $177 FIRST FINANCIAL BANCORP COMMON STOCK 320209109 $1,588 FIRST FINANCIAL BANKSHARES INC COMMON STOCK 32020R109 $562 FIRST HORIZON NATIONAL CORP COMMON STOCK 320517105 $1,649 FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 $975 FIRST NIAGARA FINANCIAL GROUP COMMON STOCK 33582V108 $58

12,294 SH DEFINED 1 12,294 14,809 SH DEFINED 1 14,809 13,062 SH DEFINED 1 13,062 1,657 SH DEFINED 1 1,657 21,808 SH DEFINED 1 21,808 112,745 SH DEFINED 1 112,745 243,665 SH DEFINED 1 243,665 21,877 SH DEFINED 1 21,877 6,659 SH DEFINED 1 6,659 28,338 SH DEFINED 1 28,338 1,751 SH DEFINED 1 1,751 42,998 SH DEFINED 1 42,998 690,856 SH DEFINED 1 690,856 50,392 SH DEFINED 1 50,392 2,095 SH DEFINED 1 2,095 53,172 SH DEFINED 1 53,172 18,070 SH DEFINED 1 18,070 3,473 SH DEFINED 1 3,473 14,207 SH DEFINED 1 14,207 7,946 SH DEFINED 1 7,946 112,103 SH DEFINED 1 112,103 1,658 SH DEFINED 1 1,658 1,365 SH DEFINED 1 1,365 9,384 SH DEFINED 1 9,384 32,074 SH DEFINED 1 32,074 18,744 SH DEFINED 1 18,744 10,655 SH DEFINED 1 10,655 2,000 SH DEFINED 1 2,000 144,328 SH DEFINED 1 144,328 64,469 SH DEFINED 1 64,469 32,129 SH DEFINED 1 32,129 6,198 SH DEFINED 1 6,198 122,661 SH DEFINED 1 122,661 277,088 SH DEFINED 1 277,088 12,988 SH DEFINED 1 12,988 28,004 SH DEFINED 1 28,004 2,615 SH DEFINED 1 2,615 36,747 SH DEFINED 1 36,747 12,998 SH DEFINED 1 12,998 37,962 SH DEFINED 1 37,962 109,067 SH DEFINED 1 109,067 10,362 SH DEFINED 1 10,362 123,068 SH DEFINED 1 123,068 89,527 SH DEFINED 1 89,527 4,200 SH DEFINED 1 4,200

FIRST SOLAR INC COMMON STOCK 336433107 $1,483 FIRSTENERGY CORP COMMON STOCK 337932107 $3,823 FIRSTMERIT CORP COMMON STOCK 337915102 $47 FISERV INC COMMON STOCK 337738108 $4,514 FLIR SYSTEMS INC COMMON STOCK 302445101 $3,922 FLOWERS FOODS INC COMMON STOCK 343498101 $46 FLOWSERVE CORP COMMON STOCK 34354P105 $544 FLUOR CORP COMMON STOCK 343412102 $837 FMC CORP COMMON STOCK 302491303 $421 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 $5,192 FNB CORP COMMON STOCK 302520101 $598 FOOT LOCKER INC COMMON STOCK 344849104 $48 FORD MOTOR COMPANY COMMON STOCK 345370860 $3,327 FORD MOTOR COMPANY CONVERTIBLE NOTES 345370CF5 $3,589 FOREST LABORATORIES INC COMMON STOCK 345838106 $1,001 FOREST OIL CORP COMMON STOCK 346091705 $70 FORESTAR REAL ESTATE GRP COMMON STOCK 346233109 $2,698 FORRESTER RESEARCH INC COMMON STOCK 346563109 $190 FORTUNE BRANDS INC COMMON STOCK 349631101 $8,013 FORWARD AIR CORP COMMON STOCK 349853101 $995 FOSSIL INC COMMON STOCK 349882100 $2,672 FOSTER WHEELER AG COMMON STOCK H27178104 $1,914 FPL GROUP INC COMMON STOCK 302571104 $2,244 FRANKLIN RESOURCES INC COMMON STOCK 354613101 $2,818 FRANKLIN STREET PROPERTIES COMMON STOCK 35471R106 $492 FREDS INC COMMON STOCK 356108100 $203 FREEPORT-MCMORAN C & G COMMON STOCK 35671D857 $3,523 FRESH DEL MONTE PRODUCE INC COMMON STOCK G36738105 $948 FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 $254 FRONTIER OIL CORP COMMON STOCK 35914P105 $35 FTI CONSULTING INC COMMON STOCK 302941109 $68 FUEL SYSTEMS SOLUTIONS INC COMMON STOCK 35952W103 $784 FULLER (HB) CO COMMON STOCK 359694106 $551 FULTON FINANCIAL CORP COMMON STOCK 360271100 $43 FUQI INTERNATIONAL INC COMMON STOCK 36102A207 $418 G&K SERVICES INC COMMON STOCK 361268105 $228 GALLAGHER (ARTHUR J) AND CO COMMON STOCK 363576109 $63 GAMESTOP CORP COMMON STOCK CLASS A 36467W109 $381 GANNETT COMPANY INC COMMON STOCK 364730101 $5,032 GAP INC COMMON STOCK 364760108 $1,035 GARDNER DENVER MACHINERY INC COMMON STOCK 365558105 $3,090 GARTNER INC COMMON STOCK CLASS A 366651107 $30 GATX CORP COMMON STOCK 361448103 $38 GAYLORD ENTERTAINMENT COMMON STOCK 367905106 $1,442 GENCORP INC COMMON STOCK 368682100 $174

10,950 SH DEFINED 1 10,950 82,314 SH DEFINED 1 82,314 2,314 SH DEFINED 1 2,314 93,103 SH DEFINED 1 93,103 119,873 SH DEFINED 1 119,873 1,951 SH DEFINED 1 1,951 5,760 SH DEFINED 1 5,760 18,573 SH DEFINED 1 18,573 7,549 SH DEFINED 1 7,549 89,759 SH DEFINED 1 89,759 88,100 SH DEFINED 1 88,100 4,346 SH DEFINED 1 4,346 332,745 SH DEFINED 1 332,745 2,843,000 PRN DEFINED 1 2,843,000 31,160 SH DEFINED 1 31,160 3,124 SH DEFINED 1 3,124 122,769 SH DEFINED 1 122,769 7,314 SH DEFINED 1 7,314 185,483 SH DEFINED 1 185,483 39,704 SH DEFINED 1 39,704 79,612 SH DEFINED 1 79,612 65,000 SH DEFINED 1 65,000 42,479 SH DEFINED 1 42,479 26,749 SH DEFINED 1 26,749 33,688 SH DEFINED 1 33,688 19,884 SH DEFINED 1 19,884 43,881 SH DEFINED 1 43,881 42,904 SH DEFINED 1 42,904 32,586 SH DEFINED 1 32,586 2,938 SH DEFINED 1 2,938 1,440 SH DEFINED 1 1,440 19,000 SH DEFINED 1 19,000 24,204 SH DEFINED 1 24,204 4,925 SH DEFINED 1 4,925 23,300 SH DEFINED 1 23,300 9,056 SH DEFINED 1 9,056 2,810 SH DEFINED 1 2,810 17,354 SH DEFINED 1 17,354 338,878 SH DEFINED 1 338,878 49,405 SH DEFINED 1 49,405 72,626 SH DEFINED 1 72,626 1,667 SH DEFINED 1 1,667 1,324 SH DEFINED 1 1,324 73,000 SH DEFINED 1 73,000 24,899 SH DEFINED 1 24,899

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UDR INC COMMON STOCK 902653104 $69 UGI CORP COMMON STOCK 902681105 $3,230 UIL HOLDINGS CORPORATION COMMON STOCK 902748102 $2,118 ULTRA PETROLEUM CORP COMMON STOCK 903914109 $3,740 ULTRA TECH INC COMMON STOCK 904034105 $176 UMB FINANCIAL CORP COMMON STOCK 902788108 $581 UMPQUA HOLDINGS CORP COMMON STOCK 904214103 $579 UNDER ARMOUR INC COMMON STOCK CLASS A 904311107 $28 UNIFIRST CORPORATION COMMON STOCK 904708104 $343 UNILEVER N V ADR 904784709 $3,788 UNION PACIFIC CORP COMMON STOCK 907818108 $3,303 UNISOURCE ENERGY CORP HLD CO COMMON STOCK 909205106 $573 UNIT CORP COMMON STOCK 909218109 $48 UNITED BANKSHARES INC COMMON STOCK 909907107 $380 UNITED COMMUNITY BANKS INC COMMON STOCK 90984P105 $139 UNITED FIRE & CASUALTY CO COMMON STOCK 910331107 $199 UNITED HEALTH GROUP INC COMMON STOCK 91324P102 $3,628 UNITED NATURAL FOODS INC COMMON STOCK 911163103 $575 UNITED ONLINE INC COMMON STOCK 911268100 $1,032 UNITED PARCEL SERVICE COMMON STOCK CLASS B 911312106 $16,751 UNITED RENTALS INC COMMON STOCK 911363109 $17 UNITED RENTALS NORTH AMERICA CONVERTIBLE NOTES 911365AH7 $88 UNITED STATES STEEL CORP COMMON STOCK 912909108 $813 UNITED STATIONERS INC COMMON STOCK 913004107 $676 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 $6,669 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 $69 UNITRIN INC COMMON STOCK 913275103 $30 UNIVERSAL CORP COMMON STOCK 913456109 $32 UNIVERSAL ELECTRONICS INC COMMON STOCK 913483103 $159 UNIVERSAL FOREST PRODUCTS INC COMMON STOCK 913543104 $354 UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 $79 UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK 913915104 $204 UNUM GROUP COMMON STOCK 91529Y106 $667 URBAN OUTFITTERS INC COMMON STOCK 917047102 $121 URS CORP COMMON STOCK 903236107 $104 URSTADT BIDDLE PROPERTIES COMMON STOCK CLASS A 917286205 $164 USA MOBILITY INC COMMON STOCK 90341G103 $125 USG CORP COMMON STOCK 903293405 $1,619 UTI WORLDWIDE INC COMMON STOCK G87210103 $1,876 VALE S A ADR 91912E105 $5,082 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 $2,185 VALEANT PHARMACEUTICALS CONVERTIBLE NOTES 91911XAD6 $1,004 VALERO ENERGY CORP COMMON STOCK 91913Y100 $975 VALLEY NATIONAL BANCORP COMMON STOCK 919794107 $56 VALMONT INDUSTRIES INC COMMON STOCK 920253101 $39

4,220 SH DEFINED 1 4,220 133,523 SH DEFINED 1 133,523 75,445 SH DEFINED 1 75,445 75,000 SH DEFINED 1 75,000 11,828 SH DEFINED 1 11,828 14,758 SH DEFINED 1 14,758 43,178 SH DEFINED 1 43,178 1,029 SH DEFINED 1 1,029 7,127 SH DEFINED 1 7,127 117,181 SH DEFINED 1 117,181 51,684 SH DEFINED 1 51,684 17,799 SH DEFINED 1 17,799 1,137 SH DEFINED 1 1,137 19,006 SH DEFINED 1 19,006 40,925 SH DEFINED 1 40,925 10,925 SH DEFINED 1 10,925 119,043 SH DEFINED 1 119,043 21,515 SH DEFINED 1 21,515 143,511 SH DEFINED 1 143,511 291,989 SH DEFINED 1 291,989 1,686 SH DEFINED 1 1,686 90,000 PRN DEFINED 1 90,000 14,755 SH DEFINED 1 14,755 11,886 SH DEFINED 1 11,886 96,082 SH DEFINED 1 96,082 1,306 SH DEFINED 1 1,306 1,383 SH DEFINED 1 1,383 701 SH DEFINED 1 701 6,852 SH DEFINED 1 6,852 9,622 SH DEFINED 1 9,622 2,602 SH DEFINED 1 2,602 10,108 SH DEFINED 1 10,108 34,176 SH DEFINED 1 34,176 3,451 SH DEFINED 1 3,451 2,334 SH DEFINED 1 2,334 10,736 SH DEFINED 1 10,736 11,316 SH DEFINED 1 11,316 115,200 SH DEFINED 1 115,200 131,000 SH DEFINED 1 131,000 175,075 SH DEFINED 1 175,075 68,719 SH DEFINED 1 68,719 840,000 PRN DEFINED 1 840,000 58,183 SH DEFINED 1 58,183 3,977 SH DEFINED 1 3,977 500 SH DEFINED 1 500

VALSPAR CORP COMMON STOCK 920355104 $70 VALUECLICK INC COMMON STOCK 92046N102 $25 VAN KAMPEN HIGH INCOME TR II COMMON STOCK 920913506 $48 VARIAN INC COMMON STOCK 922206107 $42 VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 $605 VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCK 922207105 $3,827 VCA ANTECH INC COMMON STOCK 918194101 $59 VECTREN CORPORATION COMMON STOCK 92240G101 $56 VEECO INSTRUMENTS INC COMMON STOCK 922417100 $633 VENTAS INC COMMON STOCK 92276F100 $706 VERISIGN INC COMMON STOCK 92343E102 $2,705 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 $15,525 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 $9,682 VF CORP COMMON STOCK 918204108 $674 VIACOM INC COMMON STOCK CLASS B 92553P201 $3,045 VIAD CORP COMMON STOCK 92552R406 $208 VIASAT INC COMMON STOCK 92552V100 $443 VICOR CORP COMMON STOCK 925815102 $93 VIRGIN MEDIA INC COMMON STOCK 92769L101 $1,417 VIROPHARMA INC COMMON STOCK 928241108 $323 VISA INC COMMON STOCK CLASS A 92826C839 $3,939 VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 $44 VISTAPRINT NV COMMON STOCK N93540107 $929 VODAFONE GROUP PLC COMMON STOCK 92857W209 $4,870 VOLCOM INC COMMON STOCK 92864N101 $638 VOLT INFORMATION SCIENCES INC COMMON STOCK 928703107 $62 VORNADO REALTY TRUST COMMON STOCK 929042109 $1,139 VULCAN MATERIALS CO COMMON STOCK 929160109 $5,442 WABCO HOLDINGS INC COMMON STOCK 92927K102 $1,960 WABTEC CORPORATION COMMON STOCK 929740108 $1,685 WADDELL & REED FINANCIAL INC COMMON STOCK CLASS A 930059100 $67 WAL MART STORES INC COMMON STOCK 931142103 $14,005 WALGREEN CO COMMON STOCK 931422109 $3,721 WALTER INDS INC COMMON STOCK 93317Q105 $866 WARNACO GROUP INC COMMON STOCK 934390402 $826 WARNER CHILCOTT LTD COMMON STOCK CLASS A G94368100 $1,879 WASHINGTON FEDERAL INC COMMON STOCK 938824109 $1,924 WASHINGTON POST CO COMMON STOCK 939640108 $283 WASTE CONNECTIONS INC COMMON STOCK 941053100 $2,018 WASTE MANAGEMENT INC COMMON STOCK 94106L109 $1,702 WATERS CORP COMMON STOCK 941848103 $4,203 WATSCO INC COMMON STOCK 942622200 $781 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 $440 WATSON WYATT WORLDWIDE INC COMMON STOCK 942712100 $57 WATTS WATER TECHNOLOGIES INC COMMON STOCK 942749102 $451

2,596 SH DEFINED 1 2,596 2,439 SH DEFINED 1 2,439 3,345 SH DEFINED 1 3,345 809 SH DEFINED 1 809 12,921 SH DEFINED 1 12,921 106,649 SH DEFINED 1 106,649 2,376 SH DEFINED 1 2,376 2,273 SH DEFINED 1 2,273 19,173 SH DEFINED 1 19,173 16,133 SH DEFINED 1 16,133 111,610 SH DEFINED 1 111,610 468,610 SH DEFINED 1 468,610 225,958 SH DEFINED 1 225,958 9,196 SH DEFINED 1 9,196 102,436 SH DEFINED 1 102,436 10,063 SH DEFINED 1 10,063 13,952 SH DEFINED 1 13,952 9,983 SH DEFINED 1 9,983 84,190 SH DEFINED 1 84,190 38,490 SH DEFINED 1 38,490 45,041 SH DEFINED 1 45,041 5,232 SH DEFINED 1 5,232 16,400 SH DEFINED 1 16,400 210,913 SH DEFINED 1 210,913 38,100 SH DEFINED 1 38,100 6,170 SH DEFINED 1 6,170 16,284 SH DEFINED 1 16,284 103,317 SH DEFINED 1 103,317 76,000 SH DEFINED 1 76,000 41,260 SH DEFINED 1 41,260 2,191 SH DEFINED 1 2,191 262,027 SH DEFINED 1 262,027 101,330 SH DEFINED 1 101,330 11,500 SH DEFINED 1 11,500 19,584 SH DEFINED 1 19,584 66,000 SH DEFINED 1 66,000 99,479 SH DEFINED 1 99,479 643 SH DEFINED 1 643 60,534 SH DEFINED 1 60,534 50,350 SH DEFINED 1 50,350 67,835 SH DEFINED 1 67,835 15,953 SH DEFINED 1 15,953 11,117 SH DEFINED 1 11,117 1,196 SH DEFINED 1 1,196 14,598 SH DEFINED 1 14,598

WAUSAU PAPER CORP COMMON STOCK 943315101 $278 WD-40 CO COMMON STOCK 929236107 $265 WEBSENSE INC COMMON STOCK 947684106 $749 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 $640 WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 $54 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 $44 WELLPOINT INC COMMON STOCK 94973V107 $5,730 WELLS FARGO & CO COMMON STOCK 949746101 $25,424 WENDY'S/ARBY'S GROUP INC COMMON STOCK CLASS A 950587105 $46 WERNER ENTERPRISES INC COMMON STOCK 950755108 $24 WEST PHARMACEUTICAL SERVICES COMMON STOCK 955306105 $2,627 WESTAMERICA BANCORP COMMON STOCK 957090103 $45 WESTAR ENERGY INC COMMON STOCK 95709T100 $66 WESTERN DIGITAL CORP COMMON STOCK 958102105 $1,024 WESTERN UNION CO COMMON STOCK 959802109 $6,693 WEYERHAEUSER CO COMMON STOCK 962166104 $3,142 WGL HOLDINGS INC COMMON STOCK 92924F106 $47 WHIRLPOOL CORP COMMON STOCK 963320106 $6,785 WHITNEY HOLDING CORP COMMON STOCK 966612103 $437 WHOLE FOODS MARKET INC COMMON STOCK 966837106 $4,606 WILEY (JOHN) & SONS INC COMMON STOCK 968223206 $2,321 WILLIAMS COMPANIES INC COMMON STOCK 969457100 $2,791 WILLIAMS-SONOMA INC COMMON STOCK 969904101 $61 WILMINGTON TRUST CO COMMON STOCK 971807102 $24 WILSHIRE BANCORP INC COMMON STOCK 97186T108 $81 WINDSTREAM CORP COMMON STOCK 97381W104 $490 WINNEBAGO INDUSTRIES INC COMMON STOCK 974637100 $173 WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 $369 WISCONSIN ENERGY CORP COMMON STOCK 976657106 $599 WMS INDUSTRIES INC COMMON STOCK 929297109 $48 WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 $1,186 WONDER AUTO TECHNOLOGY COMMON STOCK 978166106 $248 WOODWARD GOVERNOR CO COMMON STOCK 980745103 $40 WORLD ACCEPTANCE CORP COMMON STOCK 981419104 $285 WORLD FUEL SERVICES CORP COMMON STOCK 981475106 $1,618 WORTHINGTON INDUSTRIES INC COMMON STOCK 981811102 $22 WRIGHT EXPRESS CORP COMMON STOCK 98233Q105 $2,212 WYNDHAM WORLDWIDE COMMON STOCK 98310W108 $1,739 WYNN RESORTS LTD COMMON STOCK 983134107 $2,517 XCEL ENERGY INC COMMON STOCK 98389B100 $5,328 XENOPORT INC COMMON STOCK 98411C100 $471 XEROX CORP COMMON STOCK 984121103 $758 XILINX INC COMMON STOCK 983919101 $4,572 XL CAPITAL LTD COMMON STOCK CLASS A G98255105 $646 XTO ENERGY INC COMMON STOCK 98385X106 $2,772

23,957 SH DEFINED 1 23,957 8,200 SH DEFINED 1 8,200 42,872 SH DEFINED 1 42,872 53,892 SH DEFINED 1 53,892 2,740 SH DEFINED 1 2,740 1,184 SH DEFINED 1 1,184 98,297 SH DEFINED 1 98,297 941,975 SH DEFINED 1 941,975 9,713 SH DEFINED 1 9,713 1,204 SH DEFINED 1 1,204 67,007 SH DEFINED 1 67,007 819 SH DEFINED 1 819 3,048 SH DEFINED 1 3,048 23,202 SH DEFINED 1 23,202 355,042 SH DEFINED 1 355,042 72,825 SH DEFINED 1 72,825 1,406 SH DEFINED 1 1,406 84,120 SH DEFINED 1 84,120 47,964 SH DEFINED 1 47,964 167,799 SH DEFINED 1 167,799 55,410 SH DEFINED 1 55,410 132,380 SH DEFINED 1 132,380 2,924 SH DEFINED 1 2,924 1,943 SH DEFINED 1 1,943 9,894 SH DEFINED 1 9,894 44,553 SH DEFINED 1 44,553 14,217 SH DEFINED 1 14,217 11,969 SH DEFINED 1 11,969 12,029 SH DEFINED 1 12,029 1,204 SH DEFINED 1 1,204 43,573 SH DEFINED 1 43,573 21,100 SH DEFINED 1 21,100 1,541 SH DEFINED 1 1,541 7,944 SH DEFINED 1 7,944 60,381 SH DEFINED 1 60,381 1,682 SH DEFINED 1 1,682 69,438 SH DEFINED 1 69,438 86,228 SH DEFINED 1 86,228 43,230 SH DEFINED 1 43,230 251,080 SH DEFINED 1 251,080 25,390 SH DEFINED 1 25,390 89,624 SH DEFINED 1 89,624 182,444 SH DEFINED 1 182,444 35,251 SH DEFINED 1 35,251 59,566 SH DEFINED 1 59,566

YAHOO INC COMMON STOCK 984332106 $5,780 344,445 SH DEFINED 1 344,445 YUM! BRANDS INC COMMON STOCK 988498101 $1,683 48,140 SH DEFINED 1 48,140 ZALE CORP COMMON STOCK 988858106 $32 11,740 SH DEFINED 1 11,740 ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 $47 1,666 SH DEFINED 1 1,666 ZENITH NATIONAL INSURANCE CORP COMMON STOCK 989390109 $2,199 73,891 SH DEFINED 1 73,891 ZEP INC COMMON STOCK 98944B108 $183 10,550 SH DEFINED 1 10,550 ZIMMER HOLDINGS INC. COMMON STOCK 98956P102 $2,761 46,713 SH DEFINED 1 46,713 ZIONS BANCORP COMMON STOCK 989701107 $158 12,315 SH DEFINED 1 12,315 ZOLL MEDICAL CORP COMMON STOCK 989922109 $276 10,324 SH DEFINED 1 10,324 ZUMIEZ INC COMMON STOCK 989817101 $131 10,285 SH DEFINED 1 10,285 ---------- ------------ ------------ Securities Count: 1,752 Total in U.S. Currency $2,966,267 $122,142,254 $122,142,254 ========== ============ ============

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