13F-HR 1 d13fhr.txt GW CAPITAAL MANAGEMENT, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 03/31/11 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: /s/ Jill Kerschen Greenwood Village, Colorado 04/27/2011 ---------------------------------- 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: 1,754 Form 13F Information Table Value Total: 3,678,750 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 1ST QUARTER 2011 FORM 13F DATE 3/31/2011

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 ------------------------ -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- 3M CO COMMON STOCK 88579Y101 $17,178 199,045 SH DEFINED 1 199,045 99 CENTS ONLY STORES COMMON STOCK 65440K106 $ 21 1,314 SH DEFINED 1 1,314 A123 SYS INC COMMON STOCK 03739T108 $ 639 67,000 SH DEFINED 1 67,000 AAON INC COMMON STOCK 000360206 $ 226 8,016 SH DEFINED 1 8,016 AAR CORP COMMON STOCK 000361105 $ 1,690 61,514 SH DEFINED 1 61,514 AARON'S INC COMMON STOCK 002535201 $ 0 0 SH DEFINED 1 0 AARON'S INC COMMON STOCK 002535300 $ 38 1,860 SH DEFINED 1 1,860 ABAXIS, INC. COMMON STOCK 002567105 $ 389 14,478 SH DEFINED 1 14,478 ABBOTT LABORATORIES COMMON STOCK 002824100 $ 7,469 155,900 SH DEFINED 1 155,900 ABERCROMBIE & FITCH CO COMMON STOCK CLASS A 002896207 $ 523 9,076 SH DEFINED 1 9,076 ABM INDUSTRIES COMMON STOCK 000957100 $ 815 30,976 SH DEFINED 1 30,976 ACADIA REALTY TRUST COMMON STOCK 004239109 $ 480 26,338 SH DEFINED 1 26,338 ACCENTURE PLC COMMON STOCK CLASS A G1151C101 $ 1,696 34,980 SH DEFINED 1 34,980 ACE LTD COMMON STOCK H0023R105 $ 2,135 34,300 SH DEFINED 1 34,300 ACI WORLDWIDE INC COMMON STOCK 004498101 $ 18 687 SH DEFINED 1 687 ACME PACKET INC COMMON STOCK 004764106 $ 468 8,800 SH DEFINED 1 8,800 ACORDA THERAPEUTICS INC COMMON STOCK 00484M106 $ 488 17,900 SH DEFINED 1 17,900 ACTUANT CORP COMMON STOCK CLASS A 00508X203 $ 4,008 150,550 SH DEFINED 1 150,550 ACUITY BRANDS INC COMMON STOCK 00508Y102 $ 61 1,060 SH DEFINED 1 1,060 ACXIOM CORP COMMON STOCK 005125109 $ 33 1,919 SH DEFINED 1 1,919 ADMINISTAFF INC COMMON STOCK 007094105 $ 436 14,875 SH DEFINED 1 14,875 ADOBE SYSTEMS INC COMMON STOCK 00724F101 $10,566 343,267 SH DEFINED 1 343,267 ADTRAN INC COMMON STOCK 00738A106 $ 1,284 35,455 SH DEFINED 1 35,455 ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 $ 132 1,988 SH DEFINED 1 1,988 ADVANCED ENERGY COMMON INDUSTRIES INC STOCK 007973100 $ 349 25,591 SH DEFINED 1 25,591 ADVANCED MICRO COMMON DEVICES INC STOCK 007903107 $ 463 56,619 SH DEFINED 1 56,619 ADVANCED MICRO CONVERTIBLE DEVICES INC NOTES 007903AL1 $ 14 14,000 PRN DEFINED 1 14,000 ADVENT SOFTWARE INC COMMON STOCK 007974108 $ 25 439 SH DEFINED 1 439 AECOM TECHNOLOGY COMMON CORP. STOCK 00766T100 $ 76 2,714 SH DEFINED 1 2,714 AEROPOSTALE INC COMMON STOCK 007865108 $ 54 2,196 SH DEFINED 1 2,196 AEROVIRONMENT INC COMMON STOCK 008073108 $ 271 10,114 SH DEFINED 1 10,114 AES CORP COMMON STOCK 00130H105 $ 887 72,841 SH DEFINED 1 72,841 AES TRUST III CONVERTIBLE PREFERRED STOCK 00808N202 $ 277 5,650 SH DEFINED 1 5,650 AETNA INC COMMON STOCK 00817Y108 $ 1,281 41,992 SH DEFINED 1 41,992 AFFILIATED MANAGERS COMMON GROUP STOCK 008252108 $ 124 1,246 SH DEFINED 1 1,246 AFFYMETRIX INC COMMON STOCK 00826T108 $ 239 47,490 SH DEFINED 1 47,490 AFLAC INC COMMON STOCK 001055102 $ 4,151 73,562 SH DEFINED 1 73,562

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 ------------------------ -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- AGCO CORP COMMON STOCK 001084102 $ 111 2,182 SH DEFINED 1 2,182 AGILENT TECHNOLOGIES COMMON INC STOCK 00846U101 $ 1,458 35,189 SH DEFINED 1 35,189 AGILYSYS INC COMMON STOCK 00847J105 $ 74 13,226 SH DEFINED 1 13,226 AGL RESOURCES INC COMMON STOCK 001204106 $ 65 1,815 SH DEFINED 1 1,815 AGNICO-EAGLE MINES COMMON LTD STOCK 008474108 $ 7,210 94,000 SH DEFINED 1 94,000 AIR METHODS CORP COMMON STOCK 009128307 $ 409 7,268 SH DEFINED 1 7,268 AIR PRODUCTS & COMMON CHEMICALS INC STOCK 009158106 $ 1,960 21,551 SH DEFINED 1 21,551 AIRGAS INC COMMON STOCK 009363102 $ 469 7,514 SH DEFINED 1 7,514 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 $ 25 3,364 SH DEFINED 1 3,364 AK STEEL HOLDING CORP COMMON STOCK 001547108 $ 193 11,778 SH DEFINED 1 11,778 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 $ 2,781 59,109 SH DEFINED 1 59,109 ALASKA AIR GROUP INC COMMON STOCK 011659109 $ 626 11,044 SH DEFINED 1 11,044 ALBANY INTERNATIONAL COMMON CORP STOCK 012348108 $ 3,140 132,539 SH DEFINED 1 132,539 ALBEMARLE CORP COMMON STOCK 012653101 $ 122 2,194 SH DEFINED 1 2,194 ALBERTO-CULVER CO COMMON STOCK 013078100 $ 73 1,959 SH DEFINED 1 1,959 ALCOA INC COMMON STOCK 013817101 $ 1,596 103,733 SH DEFINED 1 103,733 ALERE INC COMMON STOCK 01449J105 $ 501 13,689 SH DEFINED 1 13,689 ALEXANDER & BALDWIN COMMON INC STOCK 014482103 $ 37 924 SH DEFINED 1 924 ALEXANDRIA RE EQUITIES COMMON INC STOCK 015271109 $ 89 1,220 SH DEFINED 1 1,220 ALEXION PHARMACEUTICALS COMMON INC STOCK 015351109 $ 2,819 35,000 SH DEFINED 1 35,000 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 $ 871 44,590 SH DEFINED 1 44,590 ALLEGHENY ENERGY INC COMMON STOCK 017361106 $ 410 16,900 SH DEFINED 1 16,900 ALLEGHENY TECHNOLOGIES COMMON INC STOCK 01741R102 $ 536 9,710 SH DEFINED 1 9,710 ALLEGIANT TRAVEL COMMON COMPANY STOCK 01748X102 $ 476 9,671 SH DEFINED 1 9,671 ALLERGAN INC COMMON STOCK 018490102 $ 2,134 31,080 SH DEFINED 1 31,080 ALLETE INC COMMON STOCK 018522300 $ 1,982 53,207 SH DEFINED 1 53,207 ALLIANCE DATA SYSTEMS COMMON CORP STOCK 018581108 $ 824 11,605 SH DEFINED 1 11,605 ALLIANCE HEALTHCARE COMMON SERVICES STOCK 018606202 $ 98 23,031 SH DEFINED 1 23,031 ALLIANCE ONE INTL INC COMMON STOCK 018772103 $ 249 58,811 SH DEFINED 1 58,811 ALLIANT ENERGY CORP COMMON STOCK 018802108 $ 98 2,653 SH DEFINED 1 2,653 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 $ 1,172 15,750 SH DEFINED 1 15,750 ALLIANT TECHSYSTEMS INC CONVERTIBLE NOTES 018804AK0 $ 118 105,000 PRN DEFINED 1 105,000 ALLSCRIPTS HEALTHCARE COMMON SOLUTION STOCK 01988P108 $ 84 4,369 SH DEFINED 1 4,369 ALLSTATE CORP COMMON STOCK 020002101 $ 6,878 215,761 SH DEFINED 1 215,761 ALMOST FAMILY INC COMMON STOCK 020409108 $ 205 5,335 SH DEFINED 1 5,335 ALPHA NATURAL COMMON RESOURCES INC STOCK 02076X102 $ 2,461 41,000 SH DEFINED 1 41,000 ALTERA CORP COMMON STOCK 021441100 $ 5,986 168,250 SH DEFINED 1 168,250 ALTRA HOLDINGS INC COMMON STOCK 02208R106 $ 1,350 67,951 SH DEFINED 1 67,951 ALTRIA GROUP INC COMMON STOCK 02209S103 $ 5,184 210,571 SH DEFINED 1 210,571 AMAZON.COM INC COMMON STOCK 023135106 $ 6,434 35,745 SH DEFINED 1 35,745 AMB PROPERTY CORP COMMON STOCK 00163T109 $ 123 3,886 SH DEFINED 1 3,886 AMCOL INTERNATIONAL COMMON CORP STOCK 02341W103 $ 1,243 40,096 SH DEFINED 1 40,096 AMEDISYS INC COMMON STOCK 023436108 $ 639 19,072 SH DEFINED 1 19,072 AMEREN CORP COMMON STOCK 023608102 $ 662 23,496 SH DEFINED 1 23,496 AMERICA MOVIL SAB DE CV COMMON STOCK 02364W105 $ 6,044 105,410 SH DEFINED 1 105,410 AMERICAN CAMPUS COMMON COMMUNITIES STOCK 024835100 $ 1,698 53,453 SH DEFINED 1 53,453 AMERICAN EAGLE COMMON OUTFITTERS INC STOCK 02553E106 $ 70 4,782 SH DEFINED 1 4,782 AMERICAN ELECTRIC POWER COMMON CO INC STOCK 025537101 $ 1,749 48,613 SH DEFINED 1 48,613 AMERICAN EXPRESS CO COMMON STOCK 025816109 $18,329 427,047 SH DEFINED 1 427,047 AMERICAN FINANCIAL COMMON GROUP INC STOCK 025932104 $ 59 1,823 SH DEFINED 1 1,823 AMERICAN GREETINGS CORP COMMON STOCK 026375105 $ 24 1,105 SH DEFINED 1 1,105

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 ------------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- AMERICAN INTERNATIONAL COMMON GRP INC STOCK 026874784 $ 770 13,359 SH DEFINED 1 13,359 AMERICAN MEDICAL SYS COMMON HLDGS INC STOCK 02744M108 $ 940 49,837 SH DEFINED 1 49,837 AMERICAN PUBLIC COMMON EDUCATION INC. STOCK 02913V103 $ 442 11,862 SH DEFINED 1 11,862 AMERICAN REPROGRAPHICS COMMON CO STOCK 029263100 $ 361 47,500 SH DEFINED 1 47,500 AMERICAN SCIENCE & COMMON ENGINEERING STOCK 029429107 $ 1,092 12,817 SH DEFINED 1 12,817 AMERICAN STATES WATER COMMON CO STOCK 029899101 $ 422 12,233 SH DEFINED 1 12,233 AMERICAN TOWER CORP COMMON STOCK 029912201 $ 2,064 39,972 SH DEFINED 1 39,972 AMERICAN VANGUARD COMMON CORP STOCK 030371108 $ 112 13,066 SH DEFINED 1 13,066 AMERIGROUP CORP COMMON STOCK 03073T102 $ 1,425 32,440 SH DEFINED 1 32,440 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 $ 1,455 25,284 SH DEFINED 1 25,284 AMERISAFE INC COMMON STOCK 03071H100 $ 211 12,047 SH DEFINED 1 12,047 AMERISOURCEBERGEN COMMON CORP STOCK 03073E105 $ 934 27,388 SH DEFINED 1 27,388 AMETEK INC COMMON STOCK 031100100 $ 9,409 239,732 SH DEFINED 1 239,732 AMGEN INC COMMON STOCK 031162100 $ 8,704 158,542 SH DEFINED 1 158,542 AMN HEALTHCARE COMMON SERVICES INC STOCK 001744101 $ 165 26,797 SH DEFINED 1 26,797 AMPHENOL CORP COMMON STOCK CLASS A 032095101 $ 5,866 111,143 SH DEFINED 1 111,143 AMR CORP CONVERTIBLE BONDS 001765BC9 $ 2,599 2,295,000 PRN DEFINED 1 2,295,000 AMSURG CORP COMMON STOCK 03232P405 $ 430 20,531 SH DEFINED 1 20,531 ANADARKO PETROLEUM COMMON CORP STOCK 032511107 $12,200 160,193 SH DEFINED 1 160,193 ANALOG DEVICES INC COMMON STOCK 032654105 $ 8,081 214,515 SH DEFINED 1 214,515 ANALOGIC CORP COMMON STOCK 032657207 $ 421 8,508 SH DEFINED 1 8,508 ANDERSONS INC/THE COMMON STOCK 034164103 $ 440 12,104 SH DEFINED 1 12,104 ANIXTER INTERNATIONAL COMMON INC STOCK 035290105 $ 3,959 66,287 SH DEFINED 1 66,287 ANNTAYLOR STORES COMMON CORP STOCK 036115103 $ 1,600 58,418 SH DEFINED 1 58,418 ANSYS INC COMMON STOCK 03662Q105 $ 112 2,150 SH DEFINED 1 2,150 AOL INC COMMON STOCK 00184X105 $ 62 2,625 SH DEFINED 1 2,625 AON CORP COMMON STOCK 037389103 $ 5,942 129,140 SH DEFINED 1 129,140 APACHE CORP COMMON STOCK 037411105 $ 4,587 38,471 SH DEFINED 1 38,471 APARTMENT INVESTMENT COMMON & MGMT CO STOCK 03748R101 $ 315 12,183 SH DEFINED 1 12,183 APOGEE ENTERPRISES INC COMMON STOCK 037598109 $ 246 18,277 SH DEFINED 1 18,277 APOLLO GROUP INC COMMON STOCK CLASS A 037604105 $ 511 12,931 SH DEFINED 1 12,931 APOLLO INVESTMENT COMMON CORP STOCK 03761U106 $ 52 4,741 SH DEFINED 1 4,741 APPLE INC COMMON STOCK 037833100 $74,708 231,611 SH DEFINED 1 231,611 APPLIED INDUSTRIAL COMMON TECH INC STOCK 03820C105 $ 807 24,836 SH DEFINED 1 24,836 APPLIED MATERIALS INC COMMON STOCK 038222105 $ 7,109 505,984 SH DEFINED 1 505,984 APPLIED SIGNAL COMMON TECHNOLOGY STOCK 038237103 $ 332 8,749 SH DEFINED 1 8,749 APTARGROUP INC COMMON STOCK 038336103 $ 75 1,573 SH DEFINED 1 1,573 AQUA AMERICA INC COMMON STOCK 03836W103 $ 77 3,429 SH DEFINED 1 3,429 ARBITRON INC COMMON STOCK 03875Q108 $ 1,832 44,120 SH DEFINED 1 44,120 ARCH CHEMICALS INC COMMON STOCK 03937R102 $ 1,315 34,681 SH DEFINED 1 34,681 ARCH COAL INC COMMON STOCK 039380100 $ 131 3,748 SH DEFINED 1 3,748 ARCHER DANIELS COMMON MIDLAND CO STOCK 039483102 $ 3,790 125,992 SH DEFINED 1 125,992 ARCTIC CAT INC COMMON STOCK 039670104 $ 112 7,620 SH DEFINED 1 7,620 ARES CAPITAL CORP COMMON STOCK 04010L103 $ 1,474 89,439 SH DEFINED 1 89,439 ARIBA INC COMMON STOCK 04033V203 $ 1,071 45,600 SH DEFINED 1 45,600 ARKANSAS BEST CORP COMMON STOCK 040790107 $ 457 16,683 SH DEFINED 1 16,683 ARMSTRONG WORLD COMMON INDUSTRIES STOCK 04247X102 $ 756 17,583 SH DEFINED 1 17,583 ARQULE INC COMMON STOCK 04269E107 $ 137 23,291 SH DEFINED 1 23,291 ARRIS GROUP INC. COMMON STOCK 04269Q100 $ 902 80,437 SH DEFINED 1 80,437 ARROW ELECTRONICS COMMON INC STOCK 042735100 $ 98 2,866 SH DEFINED 1 2,866 ARUBA NETWORKS INC COMMON STOCK 043176106 $ 1,029 49,300 SH DEFINED 1 49,300

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 ----------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- ARVINMERITOR INC COMMON STOCK 043353101 $ 1,624 79,161 SH DEFINED 1 79,161 ASBURY AUTOMOTIVE COMMON GROUP STOCK 043436104 $ 1,137 61,500 SH DEFINED 1 61,500 ASHLAND INC COMMON STOCK 044209104 $ 97 1,907 SH DEFINED 1 1,907 ASIAINFO-LINKAGE INC COMMON STOCK 04518A104 $ 726 43,800 SH DEFINED 1 43,800 ASPEN INSURANCE COMMON HOLDINGS LTD STOCK G05384105 $ 1,181 41,278 SH DEFINED 1 41,278 ASSOCIATED BANC-CORP COMMON STOCK 045487105 $ 64 4,247 SH DEFINED 1 4,247 ASSURANT INC COMMON STOCK 04621X108 $ 406 10,534 SH DEFINED 1 10,534 ASTEC INDUSTRIES INC COMMON STOCK 046224101 $ 1,057 32,612 SH DEFINED 1 32,612 ASTORIA FINANCIAL CORP COMMON STOCK 046265104 $ 32 2,286 SH DEFINED 1 2,286 ASTRAZENECA PLC SPONSORED ADR 046353108 $ 3,391 73,420 SH DEFINED 1 73,420 AT&T INC COMMON STOCK 00206R102 $30,817 1,048,897 SH DEFINED 1 1,048,897 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 $ 4,488 124,952 SH DEFINED 1 124,952 ATLANTIC TELE-NETWORK COMMON INC STOCK 049079205 $ 227 5,917 SH DEFINED 1 5,917 ATLAS AIR WORLDWIDE COMMON HDGS INC STOCK 049164205 $ 1,941 34,761 SH DEFINED 1 34,761 ATLAS ENERGY INC COMMON STOCK 049298102 $ 3,825 87,000 SH DEFINED 1 87,000 ATMEL CORP COMMON STOCK 049513104 $ 131 10,640 SH DEFINED 1 10,640 ATMI INC COMMON STOCK 00207R101 $ 412 20,653 SH DEFINED 1 20,653 ATMOS ENERGY CORP COMMON STOCK 049560105 $ 65 2,089 SH DEFINED 1 2,089 ATWOOD OCEANICS INC COMMON STOCK 050095108 $ 51 1,373 SH DEFINED 1 1,373 AU OPTRONICS CORP ADR 002255107 $ 597 57,260 SH DEFINED 1 57,260 AUDIOVOX CORP COMMON STOCK 050757103 $ 102 11,775 SH DEFINED 1 11,775 AUTODESK INC COMMON STOCK 052769106 $ 3,012 78,857 SH DEFINED 1 78,857 AUTOMATIC DATA COMMON PROCESSING INC STOCK 053015103 $ 2,294 49,614 SH DEFINED 1 49,614 AUTONATION INC COMMON STOCK 05329W102 $ 185 6,556 SH DEFINED 1 6,556 AUTOZONE INC COMMON STOCK 053332102 $ 782 2,868 SH DEFINED 1 2,868 AVALONBAY COMMON COMMUNITIES INC STOCK 053484101 $ 974 8,655 SH DEFINED 1 8,655 AVERY DENNISON CORP COMMON STOCK 053611109 $ 5,053 119,336 SH DEFINED 1 119,336 AVID TECHNOLOGY INC COMMON STOCK 05367P100 $ 341 19,527 SH DEFINED 1 19,527 AVIS BUDGET GROUP INC COMMON STOCK 053774105 $ 75 4,795 SH DEFINED 1 4,795 AVISTA CORP COMMON STOCK 05379B107 $ 850 37,732 SH DEFINED 1 37,732 AVNET INC COMMON STOCK 053807103 $ 116 3,501 SH DEFINED 1 3,501 AVON PRODUCTS INC COMMON STOCK 054303102 $ 1,261 43,403 SH DEFINED 1 43,403 AZZ INC COMMON STOCK 002474104 $ 1,424 35,591 SH DEFINED 1 35,591 BABCOCK & WILCOX CO COMMON STOCK 05615F102 $ 4,632 181,000 SH DEFINED 1 181,000 BADGER METER INC COMMON STOCK 056525108 $ 437 9,876 SH DEFINED 1 9,876 BAKER HUGHES INC COMMON STOCK 057224107 $ 5,534 96,799 SH DEFINED 1 96,799 BALCHEM CORP COMMON STOCK 057665200 $ 645 19,067 SH DEFINED 1 19,067 BALDOR ELECTRIC CO COMMON STOCK 057741100 $ 72 1,148 SH DEFINED 1 1,148 BALL CORP COMMON STOCK 058498106 $ 628 9,222 SH DEFINED 1 9,222 BALLY TECHNOLOGIES INC COMMON STOCK 05874B107 $ 52 1,232 SH DEFINED 1 1,232 BANCO SANTANDER COMMON BRASIL SA STOCK 05967A107 $ 2,730 200,726 SH DEFINED 1 200,726 BANCO SANTANDER SA ADR 05964H105 $ 4,514 423,815 SH DEFINED 1 423,815 BANCORPSOUTH INC COMMON STOCK 059692103 $ 32 2,033 SH DEFINED 1 2,033 BANK MUTUAL CORP COMMON STOCK 063750103 $ 144 30,207 SH DEFINED 1 30,207 BANK OF AMERICA CORP COMMON STOCK 060505104 $44,668 3,348,418 SH DEFINED 1 3,348,418 BANK OF AMERICA CORP CONVERTIBLE PREFERRED STOCK 060505682 $ 1,419 1,484 SH DEFINED 1 1,484 BANK OF HAWAII CORP COMMON STOCK 062540109 $ 57 1,201 SH DEFINED 1 1,201 BANK OF NEW YORK COMMON MELLON CORP STOCK 064058100 $10,195 337,586 SH DEFINED 1 337,586 BANK OF THE OZARKS INC COMMON STOCK 063904106 $ 370 8,528 SH DEFINED 1 8,528 BARCLAYS PLC SPONSORED ADR 06738E204 $ 3,283 198,725 SH DEFINED 1 198,725 BARD (CR) INC COMMON STOCK 067383109 $ 5,836 63,592 SH DEFINED 1 63,592

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 ------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- BARNES & NOBLE INC COMMON STOCK 067774109 $ 15 1,035 SH DEFINED 1 1,035 BARNES GROUP INC COMMON STOCK 067806109 $ 1,844 89,213 SH DEFINED 1 89,213 BASIC ENERGY SERVICES COMMON INC STOCK 06985P100 $ 257 15,600 SH DEFINED 1 15,600 BAXTER INTERNATIONAL COMMON INC STOCK 071813109 $ 4,422 87,354 SH DEFINED 1 87,354 BB&T CORP COMMON STOCK 054937107 $ 1,842 70,082 SH DEFINED 1 70,082 BE AEROSPACE INC COMMON STOCK 073302101 $ 87 2,358 SH DEFINED 1 2,358 BECKMAN COULTER INC COMMON STOCK 075811109 $ 4,182 55,583 SH DEFINED 1 55,583 BECTON DICKINSON & CO COMMON STOCK 075887109 $ 1,955 23,130 SH DEFINED 1 23,130 BED BATH & BEYOND INC COMMON STOCK 075896100 $10,452 212,664 SH DEFINED 1 212,664 BEL FUSE INC COMMON STOCK CLASS B 077347300 $ 191 7,995 SH DEFINED 1 7,995 BELDEN INC COMMON STOCK 077454106 $ 1,953 53,051 SH DEFINED 1 53,051 BEMIS COMPANY INC COMMON STOCK 081437105 $ 354 10,836 SH DEFINED 1 10,836 BENCHMARK ELECTRONICS COMMON INC STOCK 08160H101 $ 718 39,540 SH DEFINED 1 39,540 BERKLEY WR CORP COMMON STOCK 084423102 $ 2,956 107,976 SH DEFINED 1 107,976 BERKSHIRE HATHAWAY INC COMMON STOCK CLASS B 084670702 $13,984 174,565 SH DEFINED 1 174,565 BERRY PETROLEUM CO COMMON STOCK CLASS A 085789105 $ 2,324 53,185 SH DEFINED 1 53,185 BEST BUY INC COMMON STOCK 086516101 $ 1,192 34,768 SH DEFINED 1 34,768 BHP BILLITON LTD ADR 088606108 $ 8,384 90,226 SH DEFINED 1 90,226 BIG 5 SPORTING GOODS COMMON CORP STOCK 08915P101 $ 210 13,780 SH DEFINED 1 13,780 BIG LOTS INC COMMON STOCK 089302103 $ 232 7,606 SH DEFINED 1 7,606 BIGLARI HOLDINGS INC COMMON STOCK 08986R101 $ 391 954 SH DEFINED 1 954 BILL BARRETT CORPORATION COMMON STOCK 06846N104 $ 43 1,045 SH DEFINED 1 1,045 BIO RAD LABS INC COMMON STOCK 090572207 $ 2,917 28,089 SH DEFINED 1 28,089 BIOGEN IDEC INC COMMON STOCK 09062X103 $ 1,614 24,076 SH DEFINED 1 24,076 BIOMARIN PHARMACEUTICAL COMMON INC STOCK 09061G101 $ 1,858 69,000 SH DEFINED 1 69,000 BIOMED REALTY TRUST INC COMMON STOCK 09063H107 $ 3,088 165,551 SH DEFINED 1 165,551 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 $ 1,147 51,699 SH DEFINED 1 51,699 BJ WHOLESALE COMMON STOCK 05548J106 $ 801 16,715 SH DEFINED 1 16,715 BJ'S RESTAURANTS INC COMMON STOCK 09180C106 $ 536 15,119 SH DEFINED 1 15,119 BLACK BOX CORP COMMON STOCK 091826107 $ 439 11,464 SH DEFINED 1 11,464 BLACK HILLS CORP COMMON STOCK 092113109 $ 26 873 SH DEFINED 1 873 BLACKBAUD INC COMMON STOCK 09227Q100 $ 750 28,959 SH DEFINED 1 28,959 BLOUNT INTERNATIONAL COMMON INC STOCK 095180105 $ 1,309 83,075 SH DEFINED 1 83,075 BLUE COAT SYSTEMS INC COMMON STOCK 09534T508 $ 860 28,793 SH DEFINED 1 28,793 BLUE NILE INC COMMON STOCK 09578R103 $ 549 9,629 SH DEFINED 1 9,629 BLYTH INC COMMON STOCK 09643P207 $ 128 3,719 SH DEFINED 1 3,719 BMC SOFTWARE INC COMMON STOCK 055921100 $ 861 18,268 SH DEFINED 1 18,268 BOB EVANS FARMS INC COMMON (OHIO) STOCK 096761101 $ 2,396 72,689 SH DEFINED 1 72,689 BOEING CO COMMON STOCK 097023105 $10,510 161,049 SH DEFINED 1 161,049 BOISE INC COMMON STOCK 09746Y105 $ 806 101,600 SH DEFINED 1 101,600 BORG WARNER INC COMMON STOCK 099724106 $ 195 2,698 SH DEFINED 1 2,698 BOSTON BEER COMPANY COMMON INC STOCK 100557107 $ 575 6,052 SH DEFINED 1 6,052 BOSTON PRIVATE FINL COMMON HOLDING STOCK 101119105 $ 331 50,543 SH DEFINED 1 50,543 BOSTON PROPERTIES INC COMMON STOCK 101121101 $ 1,221 14,178 SH DEFINED 1 14,178 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 $ 1,146 151,322 SH DEFINED 1 151,322 BOTTOMLINE TECHNOLOGIES COMMON INC STOCK 101388106 $ 1,147 52,829 SH DEFINED 1 52,829 BOYD GAMING CORP COMMON STOCK 103304101 $ 17 1,569 SH DEFINED 1 1,569 BP PLC SPONSORED ADR 055622104 $ 5,915 133,922 SH DEFINED 1 133,922 BRADY CORPORATION CL A COMMON STOCK 104674106 $ 2,602 79,784 SH DEFINED 1 79,784 BRE PROPERTIES INC COMMON STOCK 05564E106 $ 63 1,437 SH DEFINED 1 1,437 BRIGGS & STRATTON CORP COMMON STOCK 109043109 $ 654 33,200 SH DEFINED 1 33,200

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 -------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- BRIGHAM EXPLORATION CO COMMON STOCK 109178103 $ 1,239 45,500 SH DEFINED 1 45,500 BRIGHTPOINT INC COMMON STOCK 109473405 $ 377 43,223 SH DEFINED 1 43,223 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 $ 43 2,054 SH DEFINED 1 2,054 BRINKS CO COMMON STOCK 109696104 $ 1,712 63,685 SH DEFINED 1 63,685 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 $10,037 379,054 SH DEFINED 1 379,054 BRISTOW GROUP INC COMMON STOCK 110394103 $ 1,130 23,855 SH DEFINED 1 23,855 BROADCOM CORP COMMON STOCK CLASS A 111320107 $ 1,985 45,570 SH DEFINED 1 45,570 BROADRIDGE FINANCIAL COMMON SOLUTIONS STOCK 11133T103 $ 65 2,943 SH DEFINED 1 2,943 BROCADE COMMUNICATIONS COMMON SYSTEMS STOCK 111621306 $ 699 132,075 SH DEFINED 1 132,075 BROOKLINE BANCORP INC COMMON STOCK 11373M107 $ 422 38,919 SH DEFINED 1 38,919 BROOKS AUTOMATION INC COMMON STOCK 114340102 $ 396 43,618 SH DEFINED 1 43,618 BROWN & BROWN INC COMMON STOCK 115236101 $ 67 2,792 SH DEFINED 1 2,792 BROWN SHOE COMPANY INC COMMON STOCK 115736100 $ 406 29,154 SH DEFINED 1 29,154 BROWN-FORMAN CORP COMMON STOCK CLASS B 115637209 $ 748 10,738 SH DEFINED 1 10,738 BRUKER BIOSCIENCES CORP COMMON STOCK 116794108 $ 2,258 136,000 SH DEFINED 1 136,000 BRUNSWICK CORP COMMON STOCK 117043109 $ 1,096 58,474 SH DEFINED 1 58,474 BRUSH ENGINEERED COMMON MATERIALS INC STOCK 117421107 $ 1,366 35,339 SH DEFINED 1 35,339 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 $ 539 25,673 SH DEFINED 1 25,673 BUCKLE INC COMMON STOCK 118440106 $ 659 17,439 SH DEFINED 1 17,439 BUCYRUS INTERNATIOINAL COMMON INC - A STOCK 118759109 $ 169 1,891 SH DEFINED 1 1,891 BUFFALO WILD WINGS INC COMMON STOCK 119848109 $ 526 12,003 SH DEFINED 1 12,003 CA INC COMMON STOCK 12673P105 $ 960 39,281 SH DEFINED 1 39,281 CABELA'S INC COMMON STOCK CLASS A 126804301 $ 583 26,796 SH DEFINED 1 26,796 CABLEVISION SYSTEMS CORP COMMON STOCK 12686C109 $11,600 342,779 SH DEFINED 1 342,779 CABOT CORP COMMON STOCK 127055101 $ 61 1,631 SH DEFINED 1 1,631 CABOT MICROELECTRONICS COMMON CORP STOCK 12709P103 $ 616 14,862 SH DEFINED 1 14,862 CABOT OIL AND GAS CORP COMMON STOCK 127097103 $ 374 9,876 SH DEFINED 1 9,876 CACI INTERNATIONAL INC COMMON STOCK 127190304 $ 1,068 19,992 SH DEFINED 1 19,992 CADENCE DESIGN COMMON SYSTEMS INC STOCK 127387108 $ 51 6,188 SH DEFINED 1 6,188 CALAVO GROWERS INC COMMON STOCK 128246105 $ 188 8,169 SH DEFINED 1 8,169 CALGON CARBON CORP COMMON STOCK 129603106 $ 1,220 80,701 SH DEFINED 1 80,701 CALIFORNIA PIZZA COMMON KITCHEN INC STOCK 13054D109 $ 1,291 74,682 SH DEFINED 1 74,682 CALLAWAY GOLF CO COMMON STOCK 131193104 $ 350 43,390 SH DEFINED 1 43,390 CAL-MAINE FOODS INC COMMON STOCK 128030202 $ 283 8,961 SH DEFINED 1 8,961 CALPINE CORP COMMON STOCK 131347304 $ 5,883 441,000 SH DEFINED 1 441,000 CAMBREX CORP COMMON STOCK 132011107 $ 104 20,098 SH DEFINED 1 20,098 CAMDEN PROPERTY TRUST COMMON STOCK 133131102 $ 89 1,646 SH DEFINED 1 1,646 CAMERON INTERNATIONAL COMMON CORP STOCK 13342B105 $ 1,249 24,618 SH DEFINED 1 24,618 CAMPBELL SOUP CO COMMON STOCK 134429109 $ 3,364 96,808 SH DEFINED 1 96,808 CANADIAN NATIONAL COMMON RAILWAY CO STOCK 136375102 $ 7,771 116,910 SH DEFINED 1 116,910 CANON INC SPONSORED ADR COMMON STOCK 138006309 $ 4,192 81,660 SH DEFINED 1 81,660 CANTEL MEDICAL CORP COMMON STOCK 138098108 $ 192 8,185 SH DEFINED 1 8,185 CAPELLA EDUCATION COMMON COMPANY STOCK 139594105 $ 733 11,016 SH DEFINED 1 11,016 CAPITAL ONE FINANCIAL COMMON CORP STOCK 14040H105 $ 6,221 146,179 SH DEFINED 1 146,179 CARBO CERAMICS INC COMMON STOCK 140781105 $ 2,660 25,686 SH DEFINED 1 25,686 CARDINAL HEALTH INC COMMON STOCK 14149Y108 $ 1,374 35,858 SH DEFINED 1 35,858 CARDTRONICS INC COMMON STOCK 14161H108 $ 798 45,100 SH DEFINED 1 45,100 CAREER EDUCATION CORP COMMON STOCK 141665109 $ 31 1,512 SH DEFINED 1 1,512 CAREFUSION CORP COMMON STOCK 14170T101 $ 5,019 195,295 SH DEFINED 1 195,295 CARLISLE COMPANIES INC COMMON STOCK 142339100 $ 61 1,536 SH DEFINED 1 1,536 CARMAX INC COMMON STOCK 143130102 $ 7,049 221,121 SH DEFINED 1 221,121

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 ----------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- CARNIVAL CORP COMMON STOCK 143658300 $ 3,633 78,795 SH DEFINED 1 78,795 CARPENTER TECHNOLOGY COMMON CORP STOCK 144285103 $ 41 1,022 SH DEFINED 1 1,022 CARTERS INC COMMON STOCK 146229109 $ 1,108 37,554 SH DEFINED 1 37,554 CASCADE CORP COMMON STOCK 147195101 $ 292 6,185 SH DEFINED 1 6,185 CASEYS GENERAL COMMON STORES INC STOCK 147528103 $ 1,050 24,693 SH DEFINED 1 24,693 CASH AMERICA COMMON INTERNATIONAL INC STOCK 14754D100 $ 1,668 45,167 SH DEFINED 1 45,167 CASTLE AM & CO COMMON STOCK 148411101 $ 197 10,703 SH DEFINED 1 10,703 CATALYST HEALTH COMMON SOLUTIONS INC STOCK 14888B103 $ 2,389 51,394 SH DEFINED 1 51,394 CATERPILLAR INC COMMON STOCK 149123101 $ 5,973 63,773 SH DEFINED 1 63,773 CATHAY BANCORP INC COMMON STOCK 149150104 $ 2,687 160,907 SH DEFINED 1 160,907 CATO CORP COMMON STOCK 149205106 $ 541 19,735 SH DEFINED 1 19,735 CAVIUM NETWORKS INC COMMON STOCK 14965A101 $ 497 13,200 SH DEFINED 1 13,200 CB RICHARD ELLIS COMMON GROUP INC STOCK CLASS A 12497T101 $ 2,050 100,098 SH DEFINED 1 100,098 CBEYOND INC COMMON STOCK 149847105 $ 316 20,687 SH DEFINED 1 20,687 CBOE HOLDINGS INC COMMON STOCK 12503M108 $ 1,534 67,100 SH DEFINED 1 67,100 CBS CORP COMMON STOCK CLASS B 124857202 $ 3,413 179,154 SH DEFINED 1 179,154 CDI CORP COMMON STOCK 125071100 $ 150 8,082 SH DEFINED 1 8,082 CEC ENTERTAINMENT COMMON INC STOCK 125137109 $ 526 13,539 SH DEFINED 1 13,539 CEDAR SHOPPING COMMON CENTERS INC STOCK 150602209 $ 191 30,309 SH DEFINED 1 30,309 CELGENE CORP COMMON STOCK 151020104 $23,650 399,906 SH DEFINED 1 399,906 CEMIG SA SPONSORED ADR 204409601 $ 789 47,580 SH DEFINED 1 47,580 CENTENE CORP COMMON STOCK 15135B101 $ 825 32,550 SH DEFINED 1 32,550 CENTERPOINT ENERGY COMMON INC STOCK 15189T107 $ 2,469 157,062 SH DEFINED 1 157,062 CENTRAL GARDEN COMMON & PET CO STOCK CLASS A 153527205 $ 362 36,638 SH DEFINED 1 36,638 CENTRAL VERMONT COMMON PUBLIC SVC CO STOCK 155771108 $ 196 8,959 SH DEFINED 1 8,959 CENTURY ALUMINUM COMMON COMPANY STOCK 156431108 $ 588 37,835 SH DEFINED 1 37,835 CENTURYLINK INC COMMON STOCK 156700106 $ 1,410 30,529 SH DEFINED 1 30,529 CEPHALON INC COMMON STOCK 156708109 $ 5,406 87,585 SH DEFINED 1 87,585 CERADYNE INC COMMON STOCK 156710105 $ 506 16,056 SH DEFINED 1 16,056 CERNER CORP COMMON STOCK 156782104 $ 2,179 22,999 SH DEFINED 1 22,999 CEVA INC COMMON STOCK 157210105 $ 294 14,362 SH DEFINED 1 14,362 CF INDUSTRIES HOLDINGS COMMON INC STOCK 125269100 $ 961 7,114 SH DEFINED 1 7,114 CH ENERGY GROUP INC COMMON STOCK 12541M102 $ 508 10,400 SH DEFINED 1 10,400 CH ROBINSON WORLDWIDE COMMON INC STOCK 12541W209 $ 6,852 85,444 SH DEFINED 1 85,444 CHARLES RIVER COMMON LABORATORIES STOCK 159864107 $ 46 1,291 SH DEFINED 1 1,291 CHARLES SCHWAB CORP COMMON STOCK 808513105 $10,171 594,441 SH DEFINED 1 594,441 CHECKPOINT SYSTEMS COMMON INC STOCK 162825103 $ 539 26,223 SH DEFINED 1 26,223 CHEESECAKE FACTORY COMMON INC STOCK 163072101 $ 42 1,370 SH DEFINED 1 1,370 CHEMED CORP COMMON STOCK 16359R103 $ 949 14,936 SH DEFINED 1 14,936 CHESAPEAKE ENERGY COMMON CORP STOCK 165167107 $ 2,804 108,217 SH DEFINED 1 108,217 CHESAPEAKE ENERGY CONVERTIBLE CORP BONDS 165167CB1 $ 1,343 1,725,000 PRN DEFINED 1 1,725,000 CHESAPEAKE ENERGY CONVERTIBLE CORP NOTES 165167BZ9 $ 589 660,000 PRN DEFINED 1 660,000 CHESAPEAKE ENERGY CONVERTIBLE CORP PREFERRED STOCK 165167842 $ 38 415 SH DEFINED 1 415 CHEVRON CORP COMMON STOCK 166764100 $37,061 406,153 SH DEFINED 1 406,153 CHICOS FAS INC COMMON STOCK 168615102 $ 1,129 93,858 SH DEFINED 1 93,858 CHILDREN'S PLACE COMMON STOCK 168905107 $ 849 17,102 SH DEFINED 1 17,102 CHIPOTLE MEXICAN GRILL COMMON INC STOCK 169656105 $ 7,174 33,736 SH DEFINED 1 33,736 CHOICE HOTELS INTL INC COMMON STOCK 169905106 $ 2,449 64,000 SH DEFINED 1 64,000 CHRISTOPHER & BANKS COMMON CORP STOCK 171046105 $ 142 23,075 SH DEFINED 1 23,075 CHUBB CORP COMMON STOCK 171232101 $ 5,024 84,246 SH DEFINED 1 84,246 CHURCH & DWIGHT INC COMMON STOCK 171340102 $ 120 1,738 SH DEFINED 1 1,738

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 ---------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- CIBER INC COMMON STOCK 17163B102 $ 210 44,783 SH DEFINED 1 44,783 CIENA CORP COMMON STOCK 171779309 $ 44 2,101 SH DEFINED 1 2,101 CIGNA CORP COMMON STOCK 125509109 $ 992 27,065 SH DEFINED 1 27,065 CIMAREX ENERGY CO COMMON STOCK 171798101 $ 174 1,970 SH DEFINED 1 1,970 CINCINNATI BELL INC COMMON STOCK 171871106 $ 17 6,025 SH DEFINED 1 6,025 CINCINNATI FINANCIAL COMMON CORP STOCK 172062101 $ 511 16,133 SH DEFINED 1 16,133 CINTAS CORP COMMON STOCK 172908105 $ 369 13,204 SH DEFINED 1 13,204 CIRCOR INTERNATIONAL COMMON INC STOCK 17273K109 $ 1,381 32,653 SH DEFINED 1 32,653 CIRRUS LOGIC INC COMMON STOCK 172755100 $ 880 55,100 SH DEFINED 1 55,100 CISCO SYSTEMS INC COMMON STOCK 17275R102 $31,463 1,555,271 SH DEFINED 1 1,555,271 CIT GROUP INC COMMON STOCK 125581801 $ 59 1,261 SH DEFINED 1 1,261 CITIGROUP INC COMMON STOCK 172967101 $13,864 2,931,102 SH DEFINED 1 2,931,102 CITRIX SYS INC COMMON STOCK 177376100 $ 1,294 18,921 SH DEFINED 1 18,921 CITY HOLDING CO COMMON STOCK 177835105 $ 374 10,334 SH DEFINED 1 10,334 CITY NATIONAL CORP COMMON STOCK 178566105 $ 3,121 50,868 SH DEFINED 1 50,868 CLARCOR INC COMMON STOCK 179895107 $ 1,430 33,348 SH DEFINED 1 33,348 CLEAN ENERGY FUELS COMMON CORP STOCK 184499101 $ 342 24,700 SH DEFINED 1 24,700 CLEAN HARBORS INC COMMON STOCK 184496107 $ 47 556 SH DEFINED 1 556 CLEARWATER PAPER COMMON CORP STOCK 18538R103 $ 593 7,574 SH DEFINED 1 7,574 CLECO CORPORATION COMMON STOCK 12561W105 $ 42 1,375 SH DEFINED 1 1,375 CLIFFS NATURAL COMMON RESOURCES INC STOCK 18683K101 $ 1,042 13,355 SH DEFINED 1 13,355 CLOROX COMPANY COMMON STOCK 189054109 $ 1,893 29,914 SH DEFINED 1 29,914 CLOUD PEAK COMMON ENERGY INC STOCK 18911Q102 $ 857 36,882 SH DEFINED 1 36,882 CME GROUP INC COMMON STOCK 12572Q105 $11,316 35,171 SH DEFINED 1 35,171 CMS ENERGY CORP COMMON STOCK 125896100 $ 434 23,343 SH DEFINED 1 23,343 CNOOC LTD ADR 126132109 $ 652 2,735 SH DEFINED 1 2,735 COACH INC COMMON STOCK 189754104 $ 4,708 85,121 SH DEFINED 1 85,121 COCA COLA CO COMMON STOCK 191216100 $15,408 234,274 SH DEFINED 1 234,274 COGNEX CORP COMMON STOCK 192422103 $ 1,939 65,897 SH DEFINED 1 65,897 COGNIZANT TECH COMMON SOLUTIONS CORP STOCK 192446102 $ 2,237 30,517 SH DEFINED 1 30,517 COHERENT INC COMMON STOCK 192479103 $ 822 18,200 SH DEFINED 1 18,200 COHU INC COMMON STOCK 192576106 $ 936 56,442 SH DEFINED 1 56,442 COINSTAR INC COMMON STOCK 19259P300 $ 2,349 41,620 SH DEFINED 1 41,620 COLDWATER CREEK INC COMMON STOCK 193068103 $ 133 42,027 SH DEFINED 1 42,027 COLE (KENNETH) COMMON PRODUCTIONS INC STOCK CLASS A 193294105 $ 479 38,380 SH DEFINED 1 38,380 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 $ 9,312 115,860 SH DEFINED 1 115,860 COLLECTIVE BRANDS INC COMMON STOCK 19421W100 $ 38 1,797 SH DEFINED 1 1,797 COLONIAL PROPERTIES COMMON TRUST STOCK 195872106 $ 1,007 55,795 SH DEFINED 1 55,795 COLUMBIA BANKING COMMON SYSTEM INC STOCK 197236102 $ 544 25,811 SH DEFINED 1 25,811 COMCAST CORP COMMON STOCK CLASS A 20030N101 $10,008 455,530 SH DEFINED 1 455,530 COMERICA INC COMMON STOCK 200340107 $ 733 17,343 SH DEFINED 1 17,343 COMFORT SYSTEMS COMMON USA INC STOCK 199908104 $ 332 25,244 SH DEFINED 1 25,244 COMMERCE BANCSHARES COMMON INC STOCK 200525103 $ 72 1,821 SH DEFINED 1 1,821 COMMERCIAL METALS CO COMMON STOCK 201723103 $ 43 2,583 SH DEFINED 1 2,583 COMMERCIAL VEHICLE COMMON GROUP INC STOCK 202608105 $ 809 49,799 SH DEFINED 1 49,799 COMMSCOPE INC COMMON STOCK 203372107 $ 74 2,368 SH DEFINED 1 2,368 COMMUNITY BANK COMMON SYSTEM INC STOCK 203607106 $ 611 21,994 SH DEFINED 1 21,994 COMMUNITY HEALTH COMMON SYSTEMS INC STOCK 203668108 $ 5,649 151,164 SH DEFINED 1 151,164 COMMVAULT SYSTEMS INC COMMON STOCK 204166102 $ 807 28,209 SH DEFINED 1 28,209 COMPASS MINERALS COMMON INTERNATIONAL STOCK 20451N101 $ 69 770 SH DEFINED 1 770 COMPELLENT COMMON TECHNOLOGIES INC STOCK 20452A108 $ 416 15,077 SH DEFINED 1 15,077

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 ------------------------ -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- COMPLETE PRODUCTION COMMON SERVICES STOCK 20453E109 $ 845 28,600 SH DEFINED 1 28,600 COMPUTER PROGRAMS & COMMON SYSTEMS STOCK 205306103 $ 683 14,585 SH DEFINED 1 14,585 COMPUTER SCIENCES CORP COMMON STOCK 205363104 $ 6,158 124,150 SH DEFINED 1 124,150 COMPUWARE CORP COMMON STOCK 205638109 $ 262 22,489 SH DEFINED 1 22,489 COMSCORE INC COMMON STOCK 20564W105 $ 373 16,723 SH DEFINED 1 16,723 COMSTOCK COMMON RESOURCES INC STOCK 205768203 $ 609 24,802 SH DEFINED 1 24,802 COMTECH COMMON TELECOMMUNICATIONS STOCK 205826209 $ 505 18,213 SH DEFINED 1 18,213 CONAGRA FOODS INC COMMON STOCK 205887102 $ 3,189 141,253 SH DEFINED 1 141,253 CONCUR COMMON TECHNOLOGIES INC STOCK 206708109 $ 705 13,567 SH DEFINED 1 13,567 CONMED CORP COMMON STOCK 207410101 $ 489 18,512 SH DEFINED 1 18,512 CONOCOPHILLIPS COMMON STOCK 20825C104 $14,619 214,672 SH DEFINED 1 214,672 CONSOL ENERGY INC COMMON STOCK 20854P109 $ 7,506 154,010 SH DEFINED 1 154,010 CONSOLIDATED EDISON INC COMMON STOCK 209115104 $ 1,425 28,745 SH DEFINED 1 28,745 CONSOLIDATED COMMON GRAPHICS INC STOCK 209341106 $ 319 6,587 SH DEFINED 1 6,587 CONSTANT CONTACT INC COMMON STOCK 210313102 $ 1,165 37,600 SH DEFINED 1 37,600 CONSTELLATION COMMON BRANDS INC STOCK 21036P108 $ 400 18,056 SH DEFINED 1 18,056 CONSTELLATION ENERGY COMMON GROUP STOCK 210371100 $ 4,016 131,114 SH DEFINED 1 131,114 CONTANGO OIL & GAS CO COMMON STOCK 21075N204 $ 490 8,453 SH DEFINED 1 8,453 CONTINENTAL COMMON RESOURCES INC STOCK 212015101 $ 2,884 49,000 SH DEFINED 1 49,000 CONVERGYS CORP COMMON STOCK 212485106 $ 37 2,782 SH DEFINED 1 2,782 CON-WAY INC COMMON STOCK 205944101 $ 48 1,299 SH DEFINED 1 1,299 COOPER COMPANIES INC COMMON STOCK 216648402 $ 1,685 29,912 SH DEFINED 1 29,912 COOPER INDUSTRIES PLC COMMON STOCK CLASS A G24140108 $ 5,137 88,122 SH DEFINED 1 88,122 COOPER TIRE & RUBBER CO COMMON STOCK 216831107 $ 1,219 51,700 SH DEFINED 1 51,700 COPART INC COMMON STOCK 217204106 $ 59 1,573 SH DEFINED 1 1,573 CORELOGIC INC COMMON STOCK 21871D103 $ 48 2,615 SH DEFINED 1 2,615 CORE-MARK COMMON HOLDING CO INC STOCK 218681104 $ 669 18,796 SH DEFINED 1 18,796 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 $ 298 57,266 SH DEFINED 1 57,266 CORN PRODUCTS INTL INC COMMON STOCK 219023108 $ 1,404 30,511 SH DEFINED 1 30,511 CORNING INC COMMON STOCK 219350105 $ 4,046 209,408 SH DEFINED 1 209,408 CORPORATE EXECUTIVE COMMON BOARD CO STOCK 21988R102 $ 27 732 SH DEFINED 1 732 CORPORATE OFFICE COMMON PROPERTIES STOCK 22002T108 $ 50 1,425 SH DEFINED 1 1,425 CORRECTIONS CORP OF COMMON AMERICA STOCK 22025Y407 $ 213 8,510 SH DEFINED 1 8,510 CORVEL CORP COMMON STOCK 221006109 $ 208 4,299 SH DEFINED 1 4,299 COSTCO COMMON WHOLESALE CORP STOCK 22160K105 $ 3,196 44,263 SH DEFINED 1 44,263 COUSINS PROPERTIES INC COMMON STOCK 222795106 $ 21 2,477 SH DEFINED 1 2,477 COVANCE INC COMMON STOCK 222816100 $ 5,631 109,537 SH DEFINED 1 109,537 COVENTRY HEALTH COMMON CARE INC STOCK 222862104 $ 398 15,070 SH DEFINED 1 15,070 CRACKER BARREL OLD COMMON COUNTRY STOCK 22410J106 $ 843 15,399 SH DEFINED 1 15,399 CRANE CO COMMON STOCK 224399105 $ 46 1,119 SH DEFINED 1 1,119 CREE INC COMMON STOCK 225447101 $ 3,135 47,586 SH DEFINED 1 47,586 CROCS INC COMMON STOCK 227046109 $ 975 56,934 SH DEFINED 1 56,934 CROSS COUNTRY COMMON HEALTHCARE INC STOCK 227483104 $ 169 19,969 SH DEFINED 1 19,969 CROWN CASTLE COMMON INTL CORP STOCK 228227104 $12,095 275,950 SH DEFINED 1 275,950 CRYOLIFE INC COMMON STOCK 228903100 $ 95 17,524 SH DEFINED 1 17,524 CSG SYS INTL INC COMMON STOCK 126349109 $ 424 22,395 SH DEFINED 1 22,395 CSX CORP COMMON STOCK 126408103 $ 2,479 38,373 SH DEFINED 1 38,373 CTS CORP COMMON STOCK 126501105 $ 255 23,046 SH DEFINED 1 23,046 CUBIC CORP COMMON STOCK 229669106 $ 498 10,568 SH DEFINED 1 10,568 CUBIST COMMON PHARMACEUTICALS INC STOCK 229678107 $ 1,526 71,292 SH DEFINED 1 71,292 CULLEN/FROST COMMON BANKERS INC STOCK 229899109 $ 87 1,416 SH DEFINED 1 1,416

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 ------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- CUMMINS ENGINE CO INC COMMON STOCK 231021106 $ 2,186 19,867 SH DEFINED 1 19,867 CURTISS-WRIGHT CORP COMMON STOCK 231561101 $ 1,009 30,406 SH DEFINED 1 30,406 CVB FINANCIAL CORP COMMON STOCK 126600105 $ 824 94,991 SH DEFINED 1 94,991 CVS CAREMARK CORP COMMON STOCK 126650100 $ 4,767 137,094 SH DEFINED 1 137,094 CYBERONICS INC COMMON STOCK 23251P102 $ 494 15,913 SH DEFINED 1 15,913 CYMER INC COMMON STOCK 232572107 $ 1,727 38,313 SH DEFINED 1 38,313 CYPRESS SEMICONDUCTOR COMMON CORP STOCK 232806109 $ 2,020 108,719 SH DEFINED 1 108,719 CYTEC INDUSTRIES INC COMMON STOCK 232820100 $ 61 1,142 SH DEFINED 1 1,142 D S T SYSTEMS INC DEL COMMON STOCK 233326107 $ 37 832 SH DEFINED 1 832 DAKTRONICS INC COMMON STOCK 234264109 $ 373 23,428 SH DEFINED 1 23,428 DANA HOLDING COMMON CORPORATION STOCK 235825205 $ 1,230 71,478 SH DEFINED 1 71,478 DANAHER CORP COMMON STOCK 235851102 $ 3,879 82,237 SH DEFINED 1 82,237 DARDEN RESTAURANTS COMMON INC STOCK 237194105 $ 640 13,788 SH DEFINED 1 13,788 DARLING INTERNATIONAL COMMON INC STOCK 237266101 $ 2,289 172,400 SH DEFINED 1 172,400 DAVITA INC COMMON STOCK 23918K108 $ 708 10,182 SH DEFINED 1 10,182 DEALERTRACK HOLDINGS COMMON INC STOCK 242309102 $ 532 26,522 SH DEFINED 1 26,522 DEAN FOODS CO COMMON STOCK 242370104 $ 153 17,261 SH DEFINED 1 17,261 DECKERS OUTDOOR CORP COMMON STOCK 243537107 $ 1,310 16,428 SH DEFINED 1 16,428 DEERE & CO COMMON STOCK 244199105 $ 3,555 42,801 SH DEFINED 1 42,801 DELL INC COMMON STOCK 24702R101 $ 6,599 487,026 SH DEFINED 1 487,026 DELPHI FINANCIAL COMMON GROUP INC STOCK 247131105 $ 1,033 35,806 SH DEFINED 1 35,806 DELTA AIR LINES INC COMMON STOCK 247361702 $ 906 71,889 SH DEFINED 1 71,889 DELTIC TIMBER CORP COMMON STOCK 247850100 $ 1,217 21,594 SH DEFINED 1 21,594 DELUXE CORP COMMON STOCK 248019101 $ 25 1,092 SH DEFINED 1 1,092 DENBURY RESOURCES INC COMMON STOCK 247916208 $ 762 39,896 SH DEFINED 1 39,896 DENTSPLY INTERNATIONAL COMMON INC STOCK 249030107 $ 5,201 152,211 SH DEFINED 1 152,211 DESARROLLADORA HOMEX SA DE CV ADR 25030W100 $ 728 21,530 SH DEFINED 1 21,530 DEVON ENERGY CORP COMMON STOCK 25179M103 $ 3,450 43,940 SH DEFINED 1 43,940 DEVRY INC COMMON STOCK 251893103 $ 3,740 77,950 SH DEFINED 1 77,950 DG FASTCHANNEL INC COMMON STOCK 23326R109 $ 457 15,829 SH DEFINED 1 15,829 DIAMOND FOODS INC COMMON STOCK 252603105 $ 1,685 31,686 SH DEFINED 1 31,686 DIAMOND OFFSHORE DRILL COMMON STOCK 25271C102 $ 449 6,710 SH DEFINED 1 6,710 DIAMONDROCK COMMON HOSPITALITY CO STOCK 252784301 $ 1,223 101,943 SH DEFINED 1 101,943 DICK'S SPORTING COMMON GOODS INC STOCK 253393102 $ 79 2,098 SH DEFINED 1 2,098 DIEBOLD INC COMMON STOCK 253651103 $ 53 1,657 SH DEFINED 1 1,657 DIGI INTERNATIONAL INC COMMON STOCK 253798102 $ 191 17,212 SH DEFINED 1 17,212 DIGITAL RIVER INC COMMON STOCK 25388B104 $ 30 868 SH DEFINED 1 868 DIME COMMUNITY COMMON BANCSHARES STOCK 253922108 $ 269 18,461 SH DEFINED 1 18,461 DINEEQUITY INC COMMON STOCK 254423106 $ 497 10,073 SH DEFINED 1 10,073 DIODES INC COMMON STOCK 254543101 $ 1,853 68,669 SH DEFINED 1 68,669 DIONEX CORP COMMON STOCK 254546104 $ 1,357 11,500 SH DEFINED 1 11,500 DIRECTV GROUP INC COMMON STOCK CLASS A 25490A101 $ 3,368 84,352 SH DEFINED 1 84,352 DISCOVER FINANCIAL COMMON SERVICES STOCK 254709108 $ 1,006 54,267 SH DEFINED 1 54,267 DISCOVERY COMMUNICATIONS COMMON STOCK CLASS A 25470F104 $ 4,560 109,350 SH DEFINED 1 109,350 DISCOVERY COMMUNICATIONS COMMON STOCK CLASS C 25470F302 $ 3,522 96,000 SH DEFINED 1 96,000 DISNEY (WALT) CO THE COMMON STOCK 254687106 $15,301 407,931 SH DEFINED 1 407,931 DIXIE GROUP CONVERTIBLE DEBENTURES 255519AA8 $ 25 26,000 PRN DEFINED 1 26,000 DOLAN CO COMMON STOCK 25659P402 $ 287 20,637 SH DEFINED 1 20,637 DOLBY LABORATORIES INC COMMON STOCK CLASS A 25659T107 $ 5,536 83,000 SH DEFINED 1 83,000 DOLLAR FINANCIAL CORP COMMON STOCK 256664103 $ 1,808 63,143 SH DEFINED 1 63,143 DOLLAR GENERAL CORP COMMON STOCK 256677105 $ 6,655 217,000 SH DEFINED 1 217,000

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 ------------------------ -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- DOLLAR TREE INC COMMON STOCK 256746108 $ 169 3,007 SH DEFINED 1 3,007 DOMINION RESOURCES COMMON INC STOCK 25746U109 $ 2,517 58,926 SH DEFINED 1 58,926 DONALDSON COMPANY COMMON INC STOCK 257651109 $ 108 1,849 SH DEFINED 1 1,849 DONNELLEY (RR) COMMON & SONS CO STOCK 257867101 $ 378 21,611 SH DEFINED 1 21,611 DOVER CORP COMMON STOCK 260003108 $ 1,091 18,670 SH DEFINED 1 18,670 DOW CHEMICAL CO COMMON STOCK 260543103 $ 3,999 117,129 SH DEFINED 1 117,129 DPL INC COMMON STOCK 233293109 $ 72 2,800 SH DEFINED 1 2,800 DR HORTON INC COMMON STOCK 23331A109 $ 1,390 116,501 SH DEFINED 1 116,501 DR PEPPER SNAPPLE GROUP COMMON INC STOCK 26138E109 $ 834 23,713 SH DEFINED 1 23,713 DREAMWORKS ANIMATION COMMON SKG INC STOCK CLASS A 26153C103 $ 49 1,653 SH DEFINED 1 1,653 DRESS BARN INC (THE) COMMON STOCK 261570105 $ 1,021 38,641 SH DEFINED 1 38,641 DRESSER-RAND GROUP COMMON INC STOCK 261608103 $ 1,216 28,549 SH DEFINED 1 28,549 DREW INDUSTRIES INC COMMON STOCK 26168L205 $ 279 12,269 SH DEFINED 1 12,269 DREYFUS HIGH YIELD COMMON STRAT FD STOCK 26200S101 $ 39 8,833 SH DEFINED 1 8,833 DRIL-QUIP COMMON STOCK 262037104 $ 64 823 SH DEFINED 1 823 DSP GROUP INC COMMON STOCK 23332B106 $ 119 14,656 SH DEFINED 1 14,656 DSW INC COMMON STOCK CLASS A 23334L102 $ 1,200 30,700 SH DEFINED 1 30,700 DTE ENERGY COMPANY COMMON STOCK 233331107 $ 779 17,194 SH DEFINED 1 17,194 DTS INC COMMON STOCK 23335C101 $ 563 11,471 SH DEFINED 1 11,471 DUKE ENERGY CORP COMMON STOCK 26441C105 $ 6,594 370,233 SH DEFINED 1 370,233 DUKE REALTY INVESTMENTS COMMON INC STOCK 264411505 $ 72 5,754 SH DEFINED 1 5,754 DUN & BRADSTREET CORP COMMON STOCK 26483E100 $ 1,314 16,010 SH DEFINED 1 16,010 DUPONT FABROS COMMON TECHNOLOGY, INC. STOCK 26613Q106 $ 1,324 62,227 SH DEFINED 1 62,227 DWS HIGH INCOME TRUST COMMON STOCK 23337C208 $ 48 5,114 SH DEFINED 1 5,114 DYCOM INDUSTRIES COMMON INC STOCK 267475101 $ 350 23,704 SH DEFINED 1 23,704 DYNEGY INC COMMON STOCK 26817G300 $ 16 2,841 SH DEFINED 1 2,841 E*TRADE FINANCIAL COMMON CORP STOCK 269246401 $ 304 19,007 SH DEFINED 1 19,007 EAGLE MATERIALS INC COMMON STOCK 26969P108 $ 833 29,470 SH DEFINED 1 29,470 EAST WEST BANCORP COMMON INC STOCK 27579R104 $ 61 3,140 SH DEFINED 1 3,140 EASTGROUP COMMON PROPERTIES INC STOCK 277276101 $ 762 18,007 SH DEFINED 1 18,007 EASTMAN CHEMICAL CO COMMON STOCK 277432100 $ 615 7,319 SH DEFINED 1 7,319 EASTMAN KODAK CO COMMON STOCK 277461109 $ 35 6,491 SH DEFINED 1 6,491 EATON CORP COMMON STOCK 278058102 $ 4,794 47,231 SH DEFINED 1 47,231 EATON VANCE CORP COMMON STOCK 278265103 $ 3,048 100,819 SH DEFINED 1 100,819 EBAY INC COMMON STOCK 278642103 $28,371 1,019,451 SH DEFINED 1 1,019,451 EBIX INC COMMON STOCK 278715206 $ 541 22,860 SH DEFINED 1 22,860 ECOLAB INC COMMON STOCK 278865100 $ 1,169 23,182 SH DEFINED 1 23,182 EDISON INTERNATIONAL COMMON STOCK 281020107 $ 1,256 32,535 SH DEFINED 1 32,535 EDWARDS LIFESCIENCES COMMON CORP STOCK 28176E108 $ 5,879 72,719 SH DEFINED 1 72,719 EHEALTH INC COMMON STOCK 28238P109 $ 212 14,922 SH DEFINED 1 14,922 EI DUPONT DE NEMOURS COMMON & CO STOCK 263534109 $11,184 224,228 SH DEFINED 1 224,228 EL PASO CORP COMMON STOCK 28336L109 $ 1,080 78,477 SH DEFINED 1 78,477 EL PASO ELECTRIC CO COMMON STOCK 283677854 $ 781 28,363 SH DEFINED 1 28,363 EL PASO ENERGY CAPITAL CONVERTIBLE PREFERRED STOCK 283678209 $ 1,163 30,000 SH DEFINED 1 30,000 ELAN CORPORATION PLC SPONSORED ADR 284131208 $ 1,077 188,000 SH DEFINED 1 188,000 ELECTRO SCIENTIFIC COMMON INDUSTRIES STOCK 285229100 $ 248 15,451 SH DEFINED 1 15,451 ELECTRONIC ARTS INC COMMON STOCK 285512109 $ 4,922 300,485 SH DEFINED 1 300,485 ELI LILLY & CO COMMON STOCK 532457108 $ 7,854 224,139 SH DEFINED 1 224,139 EMC CORP COMMON STOCK 268648102 $ 4,754 207,607 SH DEFINED 1 207,607 EMCOR GROUP INC COMMON STOCK 29084Q100 $ 2,444 84,317 SH DEFINED 1 84,317 EMERGENT BIOSOLUTIONS COMMON INC. STOCK 29089Q105 $ 338 14,412 SH DEFINED 1 14,412

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 ------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- EMERSON ELECTRIC CO COMMON STOCK 291011104 $ 7,395 129,353 SH DEFINED 1 129,353 EMPLOYERS HOLDINGS INC COMMON STOCK 292218104 $ 1,622 92,817 SH DEFINED 1 92,817 EMS TECHNOLOGIES INC COMMON STOCK 26873N108 $ 207 10,440 SH DEFINED 1 10,440 ENCANA CORP COMMON STOCK 292505104 $ 2,679 91,983 SH DEFINED 1 91,983 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 $ 1,079 46,000 SH DEFINED 1 46,000 ENCORE WIRE CORP COMMON STOCK 292562105 $ 757 30,195 SH DEFINED 1 30,195 ENDO PHARMACEUTICAL COMMON HLDGS INC STOCK 29264F205 $ 97 2,709 SH DEFINED 1 2,709 ENERGEN CORP COMMON STOCK 29265N108 $ 83 1,714 SH DEFINED 1 1,714 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 $ 888 12,181 SH DEFINED 1 12,181 ENERGY PARTNERS LTD COMMON STOCK 29270U303 $ 1,032 69,463 SH DEFINED 1 69,463 ENI SPA SPONSORED ADR 26874R108 $ 4,566 104,385 SH DEFINED 1 104,385 ENPRO INDUSTRIES INC COMMON STOCK 29355X107 $ 1,608 38,684 SH DEFINED 1 38,684 ENSIGN GROUP, INC. COMMON STOCK 29358P101 $ 205 8,231 SH DEFINED 1 8,231 ENTERGY CORP COMMON STOCK 29364G103 $ 8,472 119,612 SH DEFINED 1 119,612 ENTERTAINMENT COMMON PROPERTIES TRUST STOCK 29380T105 $ 1,416 30,623 SH DEFINED 1 30,623 ENTERTAINMENT CONVERTIBLE PROPERTIES TRUST PREFERRED STOCK 29380T402 $ 56 2,950 SH DEFINED 1 2,950 ENZO BIOCHEM INC COMMON STOCK 294100102 $ 115 21,757 SH DEFINED 1 21,757 ENZON INC COMMON STOCK 293904108 $ 529 43,500 SH DEFINED 1 43,500 EOG RESOURCES INC COMMON STOCK 26875P101 $ 2,341 25,614 SH DEFINED 1 25,614 EPICOR SOFTWARE COMMON CORPORATION STOCK 29426L108 $ 301 29,845 SH DEFINED 1 29,845 EPIQ SYSTEMS INC COMMON STOCK 26882D109 $ 301 21,895 SH DEFINED 1 21,895 EQT CORP COMMON STOCK 26884L109 $ 3,758 83,810 SH DEFINED 1 83,810 EQUIFAX INC COMMON STOCK 294429105 $ 453 12,733 SH DEFINED 1 12,733 EQUINIX INC COMMON STOCK 29444U502 $ 2,853 35,112 SH DEFINED 1 35,112 EQUITY ONE INC COMMON STOCK 294752100 $ 19 1,040 SH DEFINED 1 1,040 EQUITY RESIDENTIAL COMMON STOCK 29476L107 $ 1,490 28,679 SH DEFINED 1 28,679 ERESEARCH TECHNOLOGY COMMON STOCK 29481V108 $ 209 28,438 SH DEFINED 1 28,438 ESCO TECHNOLOGIES INC COMMON STOCK 296315104 $ 662 17,484 SH DEFINED 1 17,484 ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 $ 80 697 SH DEFINED 1 697 ESTEE LAUDER COMMON STOCK CLASS A 518439104 $ 940 11,645 SH DEFINED 1 11,645 ESTERLINE COMMON TECHNOLOGIES CORP STOCK 297425100 $ 1,359 19,816 SH DEFINED 1 19,816 ETHAN ALLEN COMMON INTERIORS INC STOCK 297602104 $ 382 19,109 SH DEFINED 1 19,109 EVEREST RE GROUP LTD COMMON STOCK G3223R108 $ 108 1,272 SH DEFINED 1 1,272 EXAR CORP COMMON STOCK 300645108 $ 211 30,181 SH DEFINED 1 30,181 EXELON CORP COMMON STOCK 30161N101 $10,183 244,554 SH DEFINED 1 244,554 EXPEDIA INC COMMON STOCK 30212P105 $ 6,005 239,358 SH DEFINED 1 239,358 EXPEDITORS INTL COMMON OF WASHINGTON STOCK 302130109 $ 1,161 21,266 SH DEFINED 1 21,266 EXPONENT INC. COMMON STOCK 30214U102 $ 339 9,046 SH DEFINED 1 9,046 EXPRESS SCRIPTS INC COMMON STOCK 302182100 $ 2,916 53,956 SH DEFINED 1 53,956 EXTERRAN HOLDINGS INC COMMON STOCK 30225X103 $ 35 1,456 SH DEFINED 1 1,456 EXTRA SPACE STORAGE INC COMMON STOCK 30225T102 $ 1,004 57,720 SH DEFINED 1 57,720 EXXON MOBIL CORP COMMON STOCK 30231G102 $52,597 719,322 SH DEFINED 1 719,322 EZCORP INC COMMON STOCK 302301106 $ 900 33,192 SH DEFINED 1 33,192 F5 NETWORKS INC COMMON STOCK 315616102 $ 1,020 7,836 SH DEFINED 1 7,836 FACTSET RESEARCH COMMON SYSTEMS INC STOCK 303075105 $ 5,163 55,066 SH DEFINED 1 55,066 FAIR ISAAC CORPORATION COMMON STOCK 303250104 $ 1,150 49,211 SH DEFINED 1 49,211 FAIRCHILD COMMON SEMICONDUCTOR INTL STOCK 303726103 $ 43 2,769 SH DEFINED 1 2,769 FAMILY DOLLAR STORES INC COMMON STOCK 307000109 $ 634 12,751 SH DEFINED 1 12,751 FARO TECHNOLOGIES INC COMMON STOCK 311642102 $ 358 10,898 SH DEFINED 1 10,898 FASTENAL CO COMMON STOCK 311900104 $ 7,042 117,546 SH DEFINED 1 117,546 FEDERAL REALTY COMMON INVESTMENT TRST STOCK 313747206 $ 114 1,462 SH DEFINED 1 1,462

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 ------------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- FEDERAL SIGNAL CORP COMMON STOCK 313855108 $ 289 42,134 SH DEFINED 1 42,134 FEDERATED INVESTORS INC COMMON STOCK CLASS B 314211103 $ 257 9,816 SH DEFINED 1 9,816 FEDEX CORP COMMON STOCK 31428X106 $ 2,955 31,773 SH DEFINED 1 31,773 FEI COMPANY COMMON STOCK 30241L109 $ 666 25,221 SH DEFINED 1 25,221 FELCOR LODGING COMMON TRUST INC STOCK 31430F101 $ 115 16,355 SH DEFINED 1 16,355 FELCOR LODGING TRUST INC CONVERTIBLE PREFERRED STOCK 31430F200 $ 49 2,000 SH DEFINED 1 2,000 FERRO CORP COMMON STOCK 315405100 $ 1,447 98,825 SH DEFINED 1 98,825 FIDELITY NATL INFO COMMON SERVICES STOCK 31620M106 $ 718 26,206 SH DEFINED 1 26,206 FIDELITY NATL TITLE COMMON GROUP INC STOCK CLASS A 31620R105 $ 77 5,612 SH DEFINED 1 5,612 FIFTH STREET COMMON FINANCE CORP STOCK 31678A103 $ 1,418 116,779 SH DEFINED 1 116,779 FIFTH THIRD BANCORP COMMON STOCK 316773100 $ 2,896 197,299 SH DEFINED 1 197,299 FINISH LINE INC COMMON STOCK 317923100 $ 594 34,540 SH DEFINED 1 34,540 FIRST AMERICAN COMMON FINANCIAL STOCK 31847R102 $ 39 2,615 SH DEFINED 1 2,615 FIRST BANKCORP COMMON STOCK 318672102 $ 20 42,920 SH DEFINED 1 42,920 FIRST CASH FINANCIAL COMMON SERV INC STOCK 31942D107 $ 620 19,996 SH DEFINED 1 19,996 FIRST COMMONWEALTH COMMON FINACIAL CP STOCK 319829107 $ 434 61,370 SH DEFINED 1 61,370 FIRST FINANCIAL COMMON BANCORP STOCK 320209109 $ 2,143 115,987 SH DEFINED 1 115,987 FIRST FINANCIAL COMMON BANKSHARES INC STOCK 32020R109 $ 704 13,747 SH DEFINED 1 13,747 FIRST HORIZON COMMON NATIONAL CORP STOCK 320517105 $ 1,958 166,192 SH DEFINED 1 166,192 FIRST MIDWEST COMMON BANCORP INC STOCK 320867104 $ 1,345 116,716 SH DEFINED 1 116,716 FIRST NIAGARA COMMON FINANCIAL GROUP STOCK 33582V108 $ 936 66,926 SH DEFINED 1 66,926 FIRST SOLAR INC COMMON STOCK 336433107 $ 2,774 21,319 SH DEFINED 1 21,319 FIRSTENERGY CORP COMMON STOCK 337932107 $ 4,130 111,549 SH DEFINED 1 111,549 FIRSTMERIT CORP COMMON STOCK 337915102 $ 46 2,314 SH DEFINED 1 2,314 FISERV INC COMMON STOCK 337738108 $ 7,575 129,363 SH DEFINED 1 129,363 FLIR SYSTEMS INC COMMON STOCK 302445101 $ 4,571 153,640 SH DEFINED 1 153,640 FLOWERS FOODS INC COMMON STOCK 343498101 $ 53 1,951 SH DEFINED 1 1,951 FLOWSERVE CORP COMMON STOCK 34354P105 $ 676 5,672 SH DEFINED 1 5,672 FLUOR CORP COMMON STOCK 343412102 $ 1,179 17,787 SH DEFINED 1 17,787 FMC CORP COMMON STOCK 302491303 $ 575 7,197 SH DEFINED 1 7,197 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 $ 6,498 73,089 SH DEFINED 1 73,089 FOOT LOCKER INC COMMON STOCK 344849104 $ 76 3,884 SH DEFINED 1 3,884 FORCE PROTECTION COMMON INC STOCK 345203202 $ 1,218 221,100 SH DEFINED 1 221,100 FORD MOTOR CO CONVERTIBLE CAP TR II PREFERRED STOCK 345395206 $ 3,923 75,633 SH DEFINED 1 75,633 FORD MOTOR COMPANY COMMON STOCK 345370860 $21,095 1,256,393 SH DEFINED 1 1,256,393 FORD MOTOR COMPANY CONVERTIBLE NOTES 345370CN8 $ 3,098 1,550,000 PRN DEFINED 1 1,550,000 FOREST LABORATORIES COMMON INC STOCK 345838106 $ 912 28,528 SH DEFINED 1 28,528 FOREST OIL CORP COMMON STOCK 346091705 $ 99 2,618 SH DEFINED 1 2,618 FORESTAR REAL ESTATE COMMON GRP STOCK 346233109 $ 439 22,753 SH DEFINED 1 22,753 FORRESTER RESEARCH INC COMMON STOCK 346563109 $ 344 9,743 SH DEFINED 1 9,743 FORTUNE BRANDS INC COMMON STOCK 349631101 $10,801 179,273 SH DEFINED 1 179,273 FORWARD AIR CORP COMMON STOCK 349853101 $ 1,712 60,322 SH DEFINED 1 60,322 FOSSIL INC COMMON STOCK 349882100 $ 88 1,250 SH DEFINED 1 1,250 FOSTER WHEELER AG COMMON STOCK H27178104 $ 1,933 56,000 SH DEFINED 1 56,000 FRANKLIN RESOURCES COMMON INC STOCK 354613101 $ 2,862 25,739 SH DEFINED 1 25,739 FRANKLIN STREET COMMON PROPERTIES STOCK 35471R106 $ 652 45,752 SH DEFINED 1 45,752 FREDS INC COMMON STOCK 356108100 $ 1,497 108,763 SH DEFINED 1 108,763 FREEPORT-MCMORAN C & G COMMON STOCK 35671D857 $ 5,842 48,643 SH DEFINED 1 48,643 FRESH DEL MONTE COMMON PRODUCE INC STOCK G36738105 $ 748 29,977 SH DEFINED 1 29,977 FRONTIER COMMUNICATIONS COMMON CORP STOCK 35906A108 $ 990 101,793 SH DEFINED 1 101,793 FRONTIER OIL CORP COMMON STOCK 35914P105 $ 43 2,375 SH DEFINED 1 2,375

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 ----------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- FTI CONSULTING INC COMMON STOCK 302941109 $ 40 1,085 SH DEFINED 1 1,085 FULLER (HB) CO COMMON STOCK 359694106 $ 657 32,016 SH DEFINED 1 32,016 FULTON FINANCIAL CORP COMMON STOCK 360271100 $ 43 4,133 SH DEFINED 1 4,133 G&K SERVICES INC COMMON STOCK 361268105 $ 384 12,410 SH DEFINED 1 12,410 GALLAGHER (ARTHUR J) COMMON AND CO STOCK 363576109 $ 73 2,507 SH DEFINED 1 2,507 GAMESTOP CORP COMMON STOCK CLASS A 36467W109 $ 361 15,760 SH DEFINED 1 15,760 GANNETT COMPANY INC COMMON STOCK 364730101 $ 4,809 318,696 SH DEFINED 1 318,696 GAP INC COMMON STOCK 364760108 $ 990 44,707 SH DEFINED 1 44,707 GARDNER DENVER COMMON MACHINERY INC STOCK 365558105 $ 6,763 98,274 SH DEFINED 1 98,274 GARTNER INC COMMON STOCK CLASS A 366651107 $ 4,640 139,765 SH DEFINED 1 139,765 GATX CORP COMMON STOCK 361448103 $ 37 1,061 SH DEFINED 1 1,061 GAYLORD ENTER COMMON TAINMENT STOCK 367905106 $ 970 27,000 SH DEFINED 1 27,000 GENCORP INC COMMON STOCK 368682100 $ 208 40,247 SH DEFINED 1 40,247 GENERAL CABLE CORP CONVERTIBLE NOTES 369300AL2 $ 107 90,000 PRN DEFINED 1 90,000 GENERAL COMMUNICATION COMMON INC STOCK CLASS A 369385109 $ 332 26,259 SH DEFINED 1 26,259 GENERAL DYNAMICS CORP COMMON STOCK 369550108 $ 2,705 38,123 SH DEFINED 1 38,123 GENERAL ELECTRIC CO COMMON STOCK 369604103 $37,702 2,061,360 SH DEFINED 1 2,061,360 GENERAL MILLS INC COMMON STOCK 370334104 $ 2,309 64,885 SH DEFINED 1 64,885 GENESCO INC COMMON STOCK 371532102 $ 1,772 47,264 SH DEFINED 1 47,264 GENESEE & WYOMING INC COMMON STOCK CLASS A 371559105 $ 1,127 21,281 SH DEFINED 1 21,281 GENOPTIX INC COMMON STOCK 37243V100 $ 213 11,213 SH DEFINED 1 11,213 GEN-PROBE INCORPORATED COMMON STOCK 36866T103 $ 67 1,143 SH DEFINED 1 1,143 GENTEX CORP COMMON STOCK 371901109 $ 94 3,188 SH DEFINED 1 3,188 GENTIVA HEALTH COMMON SERVICES INC STOCK 37247A102 $ 521 19,585 SH DEFINED 1 19,585 GENUINE PARTS CO COMMON STOCK 372460105 $ 4,308 83,910 SH DEFINED 1 83,910 GENWORTH COMMON FINANCIAL INC STOCK CLASS A 37247D106 $ 660 50,228 SH DEFINED 1 50,228 GENZYME CORP COMMON STOCK 372917104 $ 1,844 25,895 SH DEFINED 1 25,895 GEO GROUP INC COMMON STOCK 36159R103 $ 1,049 42,551 SH DEFINED 1 42,551 GERBER SCIENTIFIC INC COMMON STOCK 373730100 $ 134 16,995 SH DEFINED 1 16,995 GIBRALTAR COMMON INDUSTIRES INC STOCK 374689107 $ 273 20,094 SH DEFINED 1 20,094 GILEAD SCIENCES INC COMMON STOCK 375558103 $ 2,976 82,108 SH DEFINED 1 82,108 GLACIER BANCORP INC COMMON STOCK 37637Q105 $ 711 47,049 SH DEFINED 1 47,049 GLAXOSMITHKLINE SPONSORED PLC ADR 37733W105 $ 4,736 120,750 SH DEFINED 1 120,750 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 $ 6,882 148,925 SH DEFINED 1 148,925 GOLDMAN SACHS COMMON GROUP INC STOCK 38141G104 $13,300 79,091 SH DEFINED 1 79,091 GOODRICH CORP COMMON STOCK 382388106 $ 4,559 51,766 SH DEFINED 1 51,766 GOODYEAR TIRE & COMMON RUBBER CO STOCK 382550101 $ 290 24,487 SH DEFINED 1 24,487 GOOGLE INC COMMON STOCK CLASS A 38259P508 $32,272 54,333 SH DEFINED 1 54,333 GRACO INC COMMON STOCK 384109104 $ 56 1,412 SH DEFINED 1 1,412 GRAFTECH INTERNATIONAL COMMON LTD STOCK 384313102 $ 254 12,812 SH DEFINED 1 12,812 GRAINGER (WW) INC COMMON STOCK 384802104 $ 822 5,955 SH DEFINED 1 5,955 GRANITE CONSTRUCTION COMMON INC STOCK 387328107 $ 26 933 SH DEFINED 1 933 GREAT PLAINS ENERGY COMMON INC STOCK 391164100 $ 60 3,082 SH DEFINED 1 3,082 GREATBATCH INC COMMON STOCK 39153L106 $ 366 15,158 SH DEFINED 1 15,158 GREEN MOUNTAIN COMMON COFFEE ROASTERS STOCK 393122106 $ 88 2,685 SH DEFINED 1 2,685 GREENHILL & CO INC COMMON STOCK 395259104 $ 44 535 SH DEFINED 1 535 GREIF INC COMMON STOCK 397624107 $ 50 805 SH DEFINED 1 805 GRIFFON CORP COMMON STOCK 398433102 $ 1,114 87,441 SH DEFINED 1 87,441 GROUP 1 AUTOMOTIVE COMMON INC STOCK 398905109 $ 649 15,543 SH DEFINED 1 15,543 GSI COMMERCE INC COMMON STOCK 36238G102 $ 840 36,200 SH DEFINED 1 36,200 GUESS INC COMMON STOCK 401617105 $ 72 1,528 SH DEFINED 1 1,528

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 ------------------------ -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- GULF ISLAND FABRICATION COMMON INC STOCK 402307102 $ 260 9,239 SH DEFINED 1 9,239 GULFPORT ENERGY CORP COMMON STOCK 402635304 $ 1,100 50,803 SH DEFINED 1 50,803 H&E EQUIPMENT COMMON SERVICES INC STOCK 404030108 $ 569 49,219 SH DEFINED 1 49,219 H&R BLOCK INC COMMON STOCK 093671105 $ 1,652 138,713 SH DEFINED 1 138,713 HAEMONETICS CORP COMMON STOCK 405024100 $ 1,773 28,063 SH DEFINED 1 28,063 HAIN CELESTIAL GROUP COMMON INC STOCK 405217100 $ 766 28,309 SH DEFINED 1 28,309 HALLIBURTON CO COMMON STOCK 406216101 $ 3,756 91,999 SH DEFINED 1 91,999 HANCOCK HOLDING CO COMMON STOCK 410120109 $ 679 19,470 SH DEFINED 1 19,470 HANESBRANDS INC COMMON STOCK 410345102 $ 61 2,393 SH DEFINED 1 2,393 HANGER ORTHOPEDIC GRP COMMON STOCK 41043F208 $ 456 21,509 SH DEFINED 1 21,509 HANMI FINANCIAL CORP COMMON STOCK 410495105 $ 115 100,196 SH DEFINED 1 100,196 HANOVER INS COMMON GROUP INC STOCK 410867105 $ 1,059 22,657 SH DEFINED 1 22,657 HANSEN NATIONAL COMMON CORP STOCK 411310105 $ 88 1,681 SH DEFINED 1 1,681 HARLEY-DAVIDSON INC COMMON STOCK 412822108 $ 4,194 120,975 SH DEFINED 1 120,975 HARMAN INTL COMMON INDUSTRIES INC STOCK 413086109 $ 297 6,410 SH DEFINED 1 6,410 HARMONIC COMMON LIGHTWAVES IN STOCK 413160102 $ 553 64,557 SH DEFINED 1 64,557 HARRIS CORP COMMON STOCK 413875105 $ 599 13,222 SH DEFINED 1 13,222 HARSCO CORP COMMON STOCK 415864107 $ 58 2,059 SH DEFINED 1 2,059 HARTE-HANKS INC COMMON STOCK 416196103 $ 385 30,119 SH DEFINED 1 30,119 HARTFORD FINCL COMMON SVCS GRP INC STOCK 416515104 $ 1,199 45,256 SH DEFINED 1 45,256 HARTFORD FINCL CONVERTIBLE SVCS GRP INC PREFERRED STOCK 416515708 $ 109 4,255 SH DEFINED 1 4,255 HASBRO INC COMMON STOCK 418056107 $ 674 14,282 SH DEFINED 1 14,282 HAVERTY FURNITURE INC COMMON STOCK 419596101 $ 151 11,665 SH DEFINED 1 11,665 HAWAIIAN ELECTRIC COMMON INDUSTRIES STOCK 419870100 $ 52 2,271 SH DEFINED 1 2,271 HAYNES INTERNATIONAL COMMON INC STOCK 420877201 $ 980 23,438 SH DEFINED 1 23,438 HCC INSURANCE COMMON HOLDINGS INC STOCK 404132102 $ 3,033 104,790 SH DEFINED 1 104,790 HCP INC COMMON STOCK 40414L109 $ 1,317 35,789 SH DEFINED 1 35,789 HEADWATERS INC COMMON STOCK 42210P102 $ 189 41,328 SH DEFINED 1 41,328 HEALTH CARE RE COMMON INVEST TRST INC STOCK 42217K106 $ 691 14,513 SH DEFINED 1 14,513 HEALTH MANAGEMENT COMMON ASSOCIATES I STOCK 421933102 $ 56 5,893 SH DEFINED 1 5,893 HEALTH NET INC COMMON STOCK 42222G108 $ 63 2,315 SH DEFINED 1 2,315 HEALTHCARE REALTY COMMON TRUST CO STOCK 421946104 $ 909 42,952 SH DEFINED 1 42,952 HEALTHCARE SERVICES COMMON GROUP INC STOCK 421906108 $ 716 44,001 SH DEFINED 1 44,001 HEALTHSOUTH CORP COMMON STOCK 421924309 $ 1,191 57,500 SH DEFINED 1 57,500 HEALTHSPRING INC COMMON STOCK 42224N101 $ 1,001 37,742 SH DEFINED 1 37,742 HEALTHWAYS INC COMMON STOCK 422245100 $ 246 22,016 SH DEFINED 1 22,016 HEARTLAND EXPRESS COMMON INC STOCK 422347104 $ 545 34,001 SH DEFINED 1 34,001 HEARTLAND PAYMENT COMMON SYSTEMS INC STOCK 42235N108 $ 385 24,952 SH DEFINED 1 24,952 HEARTWARE COMMON INTERNATIONAL INC STOCK 422368100 $ 727 8,300 SH DEFINED 1 8,300 HEIDRICK & COMMON STRUGGLES INTL STOCK 422819102 $ 336 11,719 SH DEFINED 1 11,719 HEINZ (HJ) COMPANY COMMON STOCK 423074103 $ 1,593 32,203 SH DEFINED 1 32,203 HELEN OF TROY LTD COMMON STOCK G4388N106 $ 604 20,297 SH DEFINED 1 20,297 HELIX ENERGY COMMON SOLUTIONS GROUP STOCK 42330P107 $ 29 2,385 SH DEFINED 1 2,385 HELMERICH & PAYNE INC COMMON STOCK 423452101 $ 490 10,116 SH DEFINED 1 10,116 HENRY (JACK) & COMMON ASSOCIATES INC STOCK 426281101 $ 58 1,988 SH DEFINED 1 1,988 HERMAN MILLER INC COMMON STOCK 600544100 $ 1,630 64,408 SH DEFINED 1 64,408 HERSHA HOSPITALITY COMMON TRUST STOCK 427825104 $ 1,244 188,537 SH DEFINED 1 188,537 HERSHEY CO/ THE COMMON STOCK 427866108 $10,329 219,057 SH DEFINED 1 219,057 HERTZ GLOBAL COMMON HOLDINGS INC STOCK 42805T105 $ 6,318 436,000 SH DEFINED 1 436,000 HESS CORP COMMON STOCK 42809H107 $ 2,280 29,782 SH DEFINED 1 29,782 HEWLETT-PACKARD CO COMMON STOCK 428236103 $15,063 357,799 SH DEFINED 1 357,799

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 -------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- HEXCEL CORP COMMON STOCK 428291108 $ 890 49,200 SH DEFINED 1 49,200 HHGREGG INC COMMON STOCK 42833L108 $ 920 43,900 SH DEFINED 1 43,900 HIBBETT SPORTS INC COMMON STOCK 428567101 $ 678 18,371 SH DEFINED 1 18,371 HIGHLAND CREDIT COMMON STRATEGY FUND STOCK 43005Q107 $ 57 7,484 SH DEFINED 1 7,484 HIGHWOODS PROPERTIES COMMON INC STOCK 431284108 $ 57 1,780 SH DEFINED 1 1,780 HILLENBRAND INC COMMON STOCK 431571108 $ 857 41,168 SH DEFINED 1 41,168 HILL-ROM COMMON HOLDINGS INC STOCK 431475102 $ 58 1,471 SH DEFINED 1 1,471 HI-TECH PHARMACAL COMMON CO INC STOCK 42840B101 $ 167 6,689 SH DEFINED 1 6,689 HITTITE MICROWAVE COMMON CORP STOCK 43365Y104 $ 981 16,070 SH DEFINED 1 16,070 HMS HOLDINGS CORP COMMON STOCK 40425J101 $ 1,166 18,000 SH DEFINED 1 18,000 HNI CORP COMMON STOCK 404251100 $ 31 1,006 SH DEFINED 1 1,006 HOLLY CORP COMMON STOCK 435758305 $ 1,188 29,130 SH DEFINED 1 29,130 HOLOGIC INC COMMON STOCK 436440101 $ 117 6,218 SH DEFINED 1 6,218 HOME BANCSHARES INC COMMON STOCK 436893200 $ 310 14,068 SH DEFINED 1 14,068 HOME DEPOT INC COMMON STOCK 437076102 $17,382 495,766 SH DEFINED 1 495,766 HOME PROPERTIES INC COMMON STOCK 437306103 $ 1,365 24,607 SH DEFINED 1 24,607 HONEYWELL COMMON INTERNATIONAL INC STOCK 438516106 $12,292 231,218 SH DEFINED 1 231,218 HORACE MANN COMMON EDUCATORS CORP STOCK 440327104 $ 1,732 96,009 SH DEFINED 1 96,009 HORMEL FOOD CORP COMMON STOCK 440452100 $ 344 6,714 SH DEFINED 1 6,714 HORNBECK OFFSHORE COMMON SERVICES STOCK 440543106 $ 324 15,501 SH DEFINED 1 15,501 HORSEHEAD COMMON HLDG CORP STOCK 440694305 $ 1,252 95,989 SH DEFINED 1 95,989 HOSPIRA INC COMMON STOCK 441060100 $ 947 17,006 SH DEFINED 1 17,006 HOSPITALITY PPTYS TR COMMON STOCK 44106M102 $ 65 2,801 SH DEFINED 1 2,801 HOST HOTELS & RESORTS COMMON INC STOCK 44107P104 $ 1,192 66,731 SH DEFINED 1 66,731 HOT TOPIC INC COMMON STOCK 441339108 $ 989 157,775 SH DEFINED 1 157,775 HSN INC COMMON STOCK 404303109 $ 1,455 47,502 SH DEFINED 1 47,502 HUB GROUP INC CL A COMMON STOCK 443320106 $ 2,337 66,511 SH DEFINED 1 66,511 HUBBELL INC COMMON STOCK CLASS B 443510201 $ 85 1,407 SH DEFINED 1 1,407 HUDSON CITY COMMON BANCORP INC STOCK 443683107 $ 661 51,910 SH DEFINED 1 51,910 HUMAN GENOME COMMON SCIENCES INC STOCK 444903108 $ 3,321 139,000 SH DEFINED 1 139,000 HUMAN GENOME CONVERTIBLE SCIENCES INC BONDS 444903AM0 $ 379 250,000 PRN DEFINED 1 250,000 HUMANA INC COMMON STOCK 444859102 $ 930 16,988 SH DEFINED 1 16,988 HUNT JB TRANSPORT COMMON SERVICES INC STOCK 445658107 $ 84 2,069 SH DEFINED 1 2,069 HUNTINGTON COMMON BANCSHARES INC STOCK 446150104 $ 512 74,546 SH DEFINED 1 74,546 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 $ 58 15,624 SH DEFINED 1 15,624 IAC/INTERACTIVECORP COMMON STOCK 44919P508 $ 1,034 36,031 SH DEFINED 1 36,031 IBERIABANK CORP COMMON STOCK 450828108 $ 1,262 21,341 SH DEFINED 1 21,341 IBM CORP COMMON STOCK 459200101 $18,419 125,502 SH DEFINED 1 125,502 ICICI BANK LTD SPONSORED COMMON ADR STOCK 45104G104 $ 3,712 73,310 SH DEFINED 1 73,310 ICON PLC SPONSORED ADR 45103T107 $ 701 32,000 SH DEFINED 1 32,000 ICONIX BRAND GROUP INC COMMON STOCK 451055107 $ 913 47,260 SH DEFINED 1 47,260 ICU MEDICAL INC COMMON STOCK 44930G107 $ 285 7,799 SH DEFINED 1 7,799 IDACORP INCORPORATED COMMON STOCK 451107106 $ 41 1,100 SH DEFINED 1 1,100 IDEX CORP COMMON STOCK 45167R104 $ 6,756 172,691 SH DEFINED 1 172,691 IDEXX LABORATORIES INC COMMON STOCK 45168D104 $ 3,973 57,393 SH DEFINED 1 57,393 IGATE CORPORATION COMMON STOCK 45169U105 $ 372 18,877 SH DEFINED 1 18,877 IHS INC COMMON STOCK CLASS A 451734107 $ 7,798 97,000 SH DEFINED 1 97,000 II-VI INC COMMON STOCK 902104108 $ 2,825 60,939 SH DEFINED 1 60,939 ILLINOIS TOOL WORKS INC COMMON STOCK 452308109 $12,879 241,173 SH DEFINED 1 241,173 ILLUMINA INC COMMON STOCK 452327109 $ 4,751 75,000 SH DEFINED 1 75,000 IMMUCOR INC COMMON STOCK 452526106 $ 31 1,567 SH DEFINED 1 1,567

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 ------------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- INCYTE CORP COMMON STOCK 45337C102 $ 651 39,300 SH DEFINED 1 39,300 INDEPENDENT COMMON BANK CORP STOCK 453836108 $ 375 13,860 SH DEFINED 1 13,860 INFINITY COMMON PROPERTY & CASUALTY STOCK 45665Q103 $ 518 8,380 SH DEFINED 1 8,380 INFORMATICA CORP COMMON STOCK 45666Q102 $ 93 2,116 SH DEFINED 1 2,116 INFOSPACE INC COMMON STOCK 45678T300 $ 189 22,744 SH DEFINED 1 22,744 INFOSYS COMMON TECHNOLOGIES LTD STOCK 456788108 $ 4,545 59,740 SH DEFINED 1 59,740 INGERSOLL-RAND CO LTD COMMON STOCK G47791101 $ 1,521 32,300 SH DEFINED 1 32,300 INGRAM MICRO INC COMMON STOCK CLASS A 457153104 $ 69 3,637 SH DEFINED 1 3,637 INLAND REAL COMMON ESTATE CORP STOCK 457461200 $ 434 49,341 SH DEFINED 1 49,341 INNERWORKINGS INC COMMON STOCK 45773Y105 $ 648 99,000 SH DEFINED 1 99,000 INSIGHT COMMON ENTERPRISES INC STOCK 45765U103 $ 400 30,406 SH DEFINED 1 30,406 INSITUFORM COMMON TECHNOLOGIES INC STOCK 457667103 $ 686 25,873 SH DEFINED 1 25,873 INTEGRA COMMON LIFESCIENCES HOLDINGS STOCK 457985208 $ 624 13,186 SH DEFINED 1 13,186 INTEGRAL COMMON SYSTEMS INC STOCK 45810H107 $ 117 11,834 SH DEFINED 1 11,834 INTEGRATED COMMON DEVICE TECHNLGY INC STOCK 458118106 $ 23 3,443 SH DEFINED 1 3,443 INTEGRYS COMMON ENERGY GROUP STOCK 45822P105 $ 372 7,669 SH DEFINED 1 7,669 INTEL CORP COMMON STOCK 458140100 $11,822 562,159 SH DEFINED 1 562,159 INTEL CORP CONVERTIBLE NOTES 458140AD2 $ 2,530 2,540,000 PRN DEFINED 1 2,540,000 INTERACTIVE COMMON BROKERS STOCK GROUP INC CLASS A 45841N107 $ 1,734 97,302 SH DEFINED 1 97,302 INTERACTIVE COMMON INTELLIGENCE INC. STOCK 45839M103 $ 237 9,071 SH DEFINED 1 9,071 INTERCONTINENTALEXCHANGE COMMON INC STOCK 45865V100 $ 4,716 39,583 SH DEFINED 1 39,583 INTERFACE INC COMMON STOCK 458665106 $ 2,536 162,066 SH DEFINED 1 162,066 INTERMEC INC COMMON STOCK 458786100 $ 390 30,841 SH DEFINED 1 30,841 INTERNATIONAL COMMON BANCSHARES STOCK 459044103 $ 29 1,423 SH DEFINED 1 1,423 INTERNATIONAL COMMON FLAV & FRAG INC STOCK 459506101 $ 6,398 115,098 SH DEFINED 1 115,098 INTERNATIONAL COMMON GAME TECHNOLOGY STOCK 459902102 $ 1,881 106,320 SH DEFINED 1 106,320 INTERNATIONAL COMMON PAPER CO STOCK 460146103 $ 9,409 345,412 SH DEFINED 1 345,412 INTERNATIONAL COMMON RECTIFIER CORP STOCK 460254105 $ 49 1,644 SH DEFINED 1 1,644 INTERNATIONAL COMMON SPEEDWAY CORP STOCK 460335201 $ 20 779 SH DEFINED 1 779 INTERPUBLIC COMMON GROUP OF COS INC STOCK 460690100 $ 2,000 188,301 SH DEFINED 1 188,301 INTERSIL HOLDING CORP COMMON STOCK 46069S109 $ 2,319 151,877 SH DEFINED 1 151,877 INTERVAL COMMON LEISURE GROUP INC STOCK 46113M108 $ 439 27,189 SH DEFINED 1 27,189 INTEVAC INC COMMON STOCK 461148108 $ 201 14,356 SH DEFINED 1 14,356 INTREPID POTASH INC COMMON STOCK 46121Y102 $ 41 1,088 SH DEFINED 1 1,088 INTUIT INC COMMON STOCK 461202103 $ 1,391 28,220 SH DEFINED 1 28,220 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 $ 1,027 3,983 SH DEFINED 1 3,983 INVACARE CORP COMMON STOCK 461203101 $ 645 21,374 SH DEFINED 1 21,374 INVESCO LTD COMMON STOCK G491BT108 $ 1,147 47,681 SH DEFINED 1 47,681 INVESTMENT COMMON TECHNOLOGY GROUP STOCK 46145F105 $ 458 28,007 SH DEFINED 1 28,007 ION GEOPHYSICAL COMMON CORPORATION STOCK 462044108 $ 854 100,716 SH DEFINED 1 100,716 IPC THE HOSPITALIST COMMON CO INC STOCK 44984A105 $ 422 10,827 SH DEFINED 1 10,827 IRON MOUNTAIN INC COMMON STOCK 462846106 $ 503 20,125 SH DEFINED 1 20,125 ISLE OF CAPRI COMMON CASINOS INC STOCK 464592104 $ 433 42,339 SH DEFINED 1 42,339 ITC HOLDINGS CORP COMMON STOCK 465685105 $ 1,472 23,756 SH DEFINED 1 23,756 ITRON INC COMMON STOCK 465741106 $ 57 1,031 SH DEFINED 1 1,031 ITT CORP COMMON STOCK 450911102 $ 6,423 123,253 SH DEFINED 1 123,253 ITT EDUCATIONAL COMMON SERVICES INC STOCK 45068B109 $ 40 629 SH DEFINED 1 629 IVANHOE MINES LTD COMMON STOCK 46579N103 $16,455 717,915 SH DEFINED 1 717,915 J&J SNACK FOODS CORP COMMON STOCK 466032109 $ 1,927 39,950 SH DEFINED 1 39,950 J. CREW GROUP COMMON STOCK 46612H402 $ 63 1,456 SH DEFINED 1 1,456 J2 GLOBAL COMMON COMMUNICATIONS INC STOCK 46626E205 $ 871 30,101 SH DEFINED 1 30,101

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 ------------------------ -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- JABIL CIRCUIT INC COMMON STOCK 466313103 $ 410 20,397 SH DEFINED 1 20,397 JACK IN THE BOX INC COMMON STOCK 466367109 $ 736 34,834 SH DEFINED 1 34,834 JACOBS ENGINEERING COMMON GROUP INC STOCK 469814107 $ 582 12,683 SH DEFINED 1 12,683 JAKKS PACIFIC INC COMMON STOCK 47012E106 $ 337 18,505 SH DEFINED 1 18,505 JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 $ 3,683 283,965 SH DEFINED 1 283,965 JARDEN CORP COMMON STOCK 471109108 $ 980 31,762 SH DEFINED 1 31,762 JC PENNEY CORPORATION COMMON INC STOCK 708160106 $ 784 24,257 SH DEFINED 1 24,257 JDA SOFTWARE COMMON GROUP INC STOCK 46612K108 $ 817 29,192 SH DEFINED 1 29,192 JDS UNIPHASE CORP COMMON STOCK 46612J507 $ 7,536 520,420 SH DEFINED 1 520,420 JEFFERIES GROUP INC COMMON STOCK 472319102 $ 81 3,033 SH DEFINED 1 3,033 JETBLUE AIRWAYS COMMON CORP STOCK 477143101 $ 30 4,495 SH DEFINED 1 4,495 JMP GROUP INC COMMON STOCK 46629U107 $ 199 26,029 SH DEFINED 1 26,029 JO-ANN STORES INC COMMON STOCK 47758P307 $ 2,536 42,114 SH DEFINED 1 42,114 JOHN BEAN COMMON TECHNOLOGIES STOCK 477839104 $ 1,571 78,056 SH DEFINED 1 78,056 JOHNSON & JOHNSON COMMON STOCK 478160104 $24,378 394,153 SH DEFINED 1 394,153 JOHNSON COMMON CONTROLS INC STOCK 478366107 $ 2,600 68,074 SH DEFINED 1 68,074 JONES LANG COMMON LASALLE INC STOCK 48020Q107 $ 3,858 45,971 SH DEFINED 1 45,971 JOS A BANK CLOTHIERS COMMON INC STOCK 480838101 $ 743 18,436 SH DEFINED 1 18,436 JOY GLOBAL INC COMMON STOCK 481165108 $ 215 2,474 SH DEFINED 1 2,474 JP MORGAN COMMON CHASE & CO STOCK 46625H100 $44,775 1,055,512 SH DEFINED 1 1,055,512 JUNIPER NETWORKS COMMON INC STOCK 48203R104 $ 7,480 202,597 SH DEFINED 1 202,597 KAISER ALUMINUM COMMON CORP STOCK 483007704 $ 491 9,795 SH DEFINED 1 9,795 KAMAN CORP COMMON STOCK 483548103 $ 497 17,080 SH DEFINED 1 17,080 KANSAS CITY COMMON SOUTHERN STOCK 485170302 $ 114 2,382 SH DEFINED 1 2,382 KAPSTONE PAPER COMMON AND PACKAGING STOCK 48562P103 $ 380 24,811 SH DEFINED 1 24,811 KAYDON CORP COMMON STOCK 486587108 $ 908 22,301 SH DEFINED 1 22,301 KB HOME COMMON STOCK 48666K109 $ 28 2,075 SH DEFINED 1 2,075 KBR INC COMMON STOCK 48242W106 $ 109 3,587 SH DEFINED 1 3,587 KELLOGG CO COMMON STOCK 487836108 $ 1,313 25,710 SH DEFINED 1 25,710 KELLY SERVICES INC COMMON STOCK 488152208 $ 847 45,068 SH DEFINED 1 45,068 KENDLE COMMON INTERNATIONAL INC STOCK 48880L107 $ 101 9,246 SH DEFINED 1 9,246 KENNAMETAL INC COMMON STOCK 489170100 $ 81 2,052 SH DEFINED 1 2,052 KENSEY NASH CORP COMMON STOCK 490057106 $ 156 5,618 SH DEFINED 1 5,618 KEYCORP COMMON STOCK 493267108 $ 3,728 421,261 SH DEFINED 1 421,261 KID BRANDS INC COMMON STOCK 49375T100 $ 116 13,563 SH DEFINED 1 13,563 KILROY REALTY CORP COMMON STOCK 49427F108 $ 1,259 34,515 SH DEFINED 1 34,515 KIMBERLY-CLARK CORP COMMON STOCK 494368103 $ 8,997 142,725 SH DEFINED 1 142,725 KIMCO REALTY CORP COMMON STOCK 49446R109 $ 723 40,066 SH DEFINED 1 40,066 KINDRED COMMON HEALTHCARE INC STOCK 494580103 $ 15 842 SH DEFINED 1 842 KINETIC CONCEPTS INC COMMON STOCK 49460W208 $ 65 1,548 SH DEFINED 1 1,548 KIRBY CORP COMMON STOCK 497266106 $ 890 20,214 SH DEFINED 1 20,214 KIRKLANDS INC COMMON STOCK 497498105 $ 139 9,872 SH DEFINED 1 9,872 KITE REALTY COMMON GROUP TRUST STOCK 49803T102 $ 217 40,070 SH DEFINED 1 40,070 KLA-TENCOR CORP COMMON STOCK 482480100 $ 665 17,213 SH DEFINED 1 17,213 KNIGHT COMMON TRANSPORTATION INC STOCK 499064103 $ 1,644 86,521 SH DEFINED 1 86,521 KNOLL INC COMMON STOCK 498904200 $ 1,536 91,800 SH DEFINED 1 91,800 KNOT INC (THE) COMMON STOCK 499184109 $ 203 20,541 SH DEFINED 1 20,541 KOHLS CORP COMMON STOCK 500255104 $ 1,697 31,237 SH DEFINED 1 31,237 KOPIN CORP COMMON STOCK 500600101 $ 186 44,701 SH DEFINED 1 44,701 KOPPERS HOLDINGS INC COMMON STOCK 50060P106 $ 1,541 43,074 SH DEFINED 1 43,074 KORN/FERRY COMMON INTERNATIONAL STOCK 500643200 $ 29 1,254 SH DEFINED 1 1,254

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 ------------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- KRAFT FOODS INC COMMON STOCK 50075N104 $ 5,552 176,187 SH DEFINED 1 176,187 KROGER CO (THE) COMMON STOCK 501044101 $ 1,433 64,073 SH DEFINED 1 64,073 K-SWISS INC COMMON STOCK 482686102 $ 216 17,361 SH DEFINED 1 17,361 KULICKE & SOFFA COMMON INDUSTRIES INC STOCK 501242101 $ 327 45,401 SH DEFINED 1 45,401 KULICKE & SOFFA CONVERTIBLE INDUSTRIES INC NOTES 501242AT8 $ 580 610,000 PRN DEFINED 1 610,000 L-3 COMMUNICATIONS COMMON HLDGS INC STOCK 502424104 $ 854 12,117 SH DEFINED 1 12,117 LABARGE INC COMMON STOCK 502470107 $ 197 12,532 SH DEFINED 1 12,532 LABORATORY CORP OF COMMON AMERICA STOCK 50540R409 $ 4,974 56,575 SH DEFINED 1 56,575 LABRANCHE & CO INC COMMON STOCK 505447102 $ 86 23,982 SH DEFINED 1 23,982 LACLEDE GROUP INC COMMON STOCK 505597104 $ 546 14,929 SH DEFINED 1 14,929 LAM RESEARCH CORP COMMON STOCK 512807108 $ 152 2,930 SH DEFINED 1 2,930 LAMAR ADVERTISING CO COMMON STOCK 512815101 $ 6,467 162,319 SH DEFINED 1 162,319 LANCASTER COLONY CORP COMMON STOCK 513847103 $ 23 405 SH DEFINED 1 405 LANDAUER INC COMMON STOCK 51476K103 $ 372 6,196 SH DEFINED 1 6,196 LANDSTAR SYSTEM INC COMMON STOCK 515098101 $ 53 1,288 SH DEFINED 1 1,288 LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 $ 1,260 47,735 SH DEFINED 1 47,735 LAWSON PRODUCTS INC COMMON STOCK 520776105 $ 71 2,844 SH DEFINED 1 2,844 LAWSON SOFTWARE INC COMMON STOCK 52078P102 $ 1,028 111,100 SH DEFINED 1 111,100 LAZARD LTD COMMON STOCK CLASS A G54050102 $ 3,021 76,500 SH DEFINED 1 76,500 LA-Z-BOY INC COMMON STOCK 505336107 $ 310 34,403 SH DEFINED 1 34,403 LCA-VISION INC COMMON STOCK 501803308 $ 70 12,197 SH DEFINED 1 12,197 LEE ENTERPRISES INC COMMON STOCK 523768109 $ 1,315 534,400 SH DEFINED 1 534,400 LEGG MASON INC COMMON STOCK 524901105 $ 7,245 199,742 SH DEFINED 1 199,742 LEGGETT & PLATT INC COMMON STOCK 524660107 $ 1,222 53,670 SH DEFINED 1 53,670 LENDER PROCESS SERVICES COMMON STOCK 52602E102 $ 69 2,329 SH DEFINED 1 2,329 LENNAR CORP COMMON STOCK CLASS A 526057104 $ 294 15,674 SH DEFINED 1 15,674 LENNOX INTL INC COMMON STOCK 526107107 $ 53 1,127 SH DEFINED 1 1,127 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 $ 596 20,420 SH DEFINED 1 20,420 LEVEL 3 COMMUNICATIONS CONVERTIBLE INC NOTES 52729NBK5 $ 1,492 1,570,000 PRN DEFINED 1 1,570,000 LEVEL 3 COMMUNICATIONS CONVERTIBLE INC NOTES 52729NBF6 $ 45 45,000 PRN DEFINED 1 45,000 LEVEL 3 COMMUNICATIONS CONVERTIBLE INC NOTES 52729NBP4 $ 938 995,000 PRN DEFINED 1 995,000 LEXINGTON REALTY COMMON TRUST STOCK 529043101 $ 606 76,270 SH DEFINED 1 76,270 LEXMARK INTERNATIONAL COMMON INC STOCK 529771107 $ 284 8,156 SH DEFINED 1 8,156 LHC GROUP INC COMMON STOCK 50187A107 $ 310 10,338 SH DEFINED 1 10,338 LIBERTY MEDIA CORP CONVERTIBLE NOTES 530715AN1 $ 44 81,639 PRN DEFINED 1 81,639 LIBERTY MEDIA COMMON CORP - INTERACTI STOCK 53071M708 $ 4,685 70,470 SH DEFINED 1 70,470 LIBERTY MEDIA COMMON CORP - INTERACTI STOCK CLASS A 53071M104 $ 3,911 248,000 SH DEFINED 1 248,000 LIBERTY PROPERTY COMMON TRUST STOCK 531172104 $ 85 2,675 SH DEFINED 1 2,675 LIFE TECHNOLOGIES CORP COMMON STOCK 53217V109 $ 1,039 18,718 SH DEFINED 1 18,718 LIFE TIME FITNESS INC COMMON STOCK 53217R207 $ 1,016 24,794 SH DEFINED 1 24,794 LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 $ 47 1,288 SH DEFINED 1 1,288 LIMITED BRANDS INC COMMON STOCK 532716107 $13,233 430,628 SH DEFINED 1 430,628 LINCARE HOLDINGS INC COMMON STOCK 532791100 $ 65 2,431 SH DEFINED 1 2,431 LINCOLN ELECTRIC COMMON HOLDINGS STOCK 533900106 $ 70 1,067 SH DEFINED 1 1,067 LINCOLN NATIONAL COMMON CORP STOCK 534187109 $ 5,873 211,183 SH DEFINED 1 211,183 LINDSAY CORPORATION COMMON STOCK 535555106 $ 492 8,284 SH DEFINED 1 8,284 LINEAR TECHNOLOGY COMMON CORP STOCK 535678106 $ 772 22,330 SH DEFINED 1 22,330 LIQUIDITY SERVICES COMMON INC. STOCK 53635B107 $ 155 11,058 SH DEFINED 1 11,058 LITHIA MOTORS INC COMMON STOCK CLASS A 536797103 $ 201 14,038 SH DEFINED 1 14,038 LITTELFUSE INC COMMON STOCK 537008104 $ 3,818 81,124 SH DEFINED 1 81,124 LIVE NATION COMMON ENTERTAINMENT INC STOCK 538034109 $ 1,123 98,370 SH DEFINED 1 98,370

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 ------------------------ -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- LIZ CLAIBORNE INC COMMON STOCK 539320101 $ 454 63,420 SH DEFINED 1 63,420 LKQ CORP COMMON STOCK 501889208 $ 81 3,575 SH DEFINED 1 3,575 LOCKHEED COMMON MARTIN CORP STOCK 539830109 $ 5,798 82,939 SH DEFINED 1 82,939 LOEWS CORP COMMON STOCK 540424108 $ 1,238 31,820 SH DEFINED 1 31,820 LOGMEIN INC COMMON STOCK 54142L109 $ 486 10,954 SH DEFINED 1 10,954 LOJACK CORP COMMON STOCK 539451104 $ 82 12,690 SH DEFINED 1 12,690 LORILLARD INC COMMON STOCK 544147101 $ 1,247 15,196 SH DEFINED 1 15,196 LOUISIANA-PACIFIC COMMON CORP STOCK 546347105 $ 83 8,781 SH DEFINED 1 8,781 LOWES COMPANIES COMMON INC STOCK 548661107 $ 3,546 141,376 SH DEFINED 1 141,376 LSB INDUSTRIES INC COMMON STOCK 502160104 $ 255 10,510 SH DEFINED 1 10,510 LSI CORPORATION COMMON STOCK 502161102 $ 387 64,643 SH DEFINED 1 64,643 LTC PROPERTIES INC COMMON STOCK 502175102 $ 494 17,587 SH DEFINED 1 17,587 LUBRIZOL CORP COMMON STOCK 549271104 $ 167 1,567 SH DEFINED 1 1,567 LUFKIN INDUSTRIES INC COMMON STOCK 549764108 $ 2,076 33,269 SH DEFINED 1 33,269 LUMBER LIQUIDATORS COMMON HLDGS STOCK 55003T107 $ 385 15,460 SH DEFINED 1 15,460 LYDALL INC COMMON STOCK 550819106 $ 88 10,949 SH DEFINED 1 10,949 M & T BANK CORPORATION COMMON STOCK 55261F104 $ 1,050 12,062 SH DEFINED 1 12,062 M/I SCHOTTENSTEIN COMMON HOMES INC STOCK 55305B101 $ 178 11,567 SH DEFINED 1 11,567 MACERICH CO COMMON STOCK 554382101 $ 147 3,100 SH DEFINED 1 3,100 MACK-CALI REALTY CORP COMMON STOCK 554489104 $ 59 1,796 SH DEFINED 1 1,796 MACY'S INC COMMON STOCK 55616P104 $ 4,172 164,917 SH DEFINED 1 164,917 MADISON SQUARE COMMON GARDEN INC A STOCK 55826P100 $ 3,017 117,011 SH DEFINED 1 117,011 MAGELLAN HEALTH COMMON SERVICES INC STOCK 559079207 $ 1,041 22,027 SH DEFINED 1 22,027 MAIDENFORM BRANDS INC COMMON STOCK 560305104 $ 363 15,280 SH DEFINED 1 15,280 MANHATTAN ASSOCIATES COMMON INC STOCK 562750109 $ 439 14,361 SH DEFINED 1 14,361 MANPOWER INC COMMON STOCK 56418H100 $ 3,699 58,935 SH DEFINED 1 58,935 MANTECH INTERNATIONAL COMMON CORP STOCK CLASS A 564563104 $ 24 589 SH DEFINED 1 589 MARATHON OIL CORP COMMON STOCK 565849106 $ 2,655 71,710 SH DEFINED 1 71,710 MARCUS CORP (THE) COMMON STOCK 566330106 $ 182 13,729 SH DEFINED 1 13,729 MARINEMAX INC COMMON STOCK 567908108 $ 133 14,259 SH DEFINED 1 14,259 MARKEL CORP COMMON STOCK 570535104 $ 684 1,810 SH DEFINED 1 1,810 MARKETAXESS COMMON HOLDINGS INC STOCK 57060D108 $ 1,137 54,656 SH DEFINED 1 54,656 MARRIOTT INTERNATIONAL COMMON STOCK 571903202 $13,627 328,037 SH DEFINED 1 328,037 MARSH & McLENNAN COMMON COMPANIES INC STOCK 571748102 $ 8,830 322,977 SH DEFINED 1 322,977 MARSHALL & ILSLEY CORP COMMON STOCK 571837103 $ 1,792 258,918 SH DEFINED 1 258,918 MARTEK BIOSCIENCES COR COMMON STOCK 572901106 $ 685 21,873 SH DEFINED 1 21,873 MARTIN MARIETTA COMMON MATERIALS INC STOCK 573284106 $ 101 1,092 SH DEFINED 1 1,092 MARVELL TECHNOLOGY COMMON GROUP LTD STOCK G5876H105 $ 2,783 150,000 SH DEFINED 1 150,000 MASCO CORP COMMON STOCK 574599106 $ 4,106 324,345 SH DEFINED 1 324,345 MASIMO CORP COMMON STOCK 574795100 $ 39 1,355 SH DEFINED 1 1,355 MASSEY ENERGY CO COMMON STOCK 576206106 $ 547 10,200 SH DEFINED 1 10,200 MASTEC INC COMMON STOCK 576323109 $ 573 39,300 SH DEFINED 1 39,300 MASTERCARD INC COMMON STOCK CLASS A 57636Q104 $ 2,193 9,787 SH DEFINED 1 9,787 MATRIX SVC CO COMMON STOCK 576853105 $ 211 17,306 SH DEFINED 1 17,306 MATTEL INC COMMON STOCK 577081102 $ 8,083 317,839 SH DEFINED 1 317,839 MATTHEWS INTERNATIONAL COMMON CORP STOCK 577128101 $ 1,239 35,433 SH DEFINED 1 35,433 MAXIMUS INC COMMON STOCK 577933104 $ 742 11,317 SH DEFINED 1 11,317 MB FINANCIAL INC COMMON STOCK 55264U108 $ 883 51,000 SH DEFINED 1 51,000 MCAFEE INC COMMON STOCK 579064106 $ 4,490 96,951 SH DEFINED 1 96,951 McCLATCHY CO COMMON STOCK CLASS A 579489105 $ 1,171 250,700 SH DEFINED 1 250,700 MCCORMICK & COMPANY INC COMMON STOCK 579780206 $ 4,172 89,658 SH DEFINED 1 89,658

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 ------------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- McDERMOTT INTERNATIONAL COMMON INC STOCK 580037109 $ 7,138 345,000 SH DEFINED 1 345,000 McDONALD'S CORP COMMON STOCK 580135101 $ 8,234 107,275 SH DEFINED 1 107,275 McGRATH RENTCORP COMMON STOCK 580589109 $ 981 37,418 SH DEFINED 1 37,418 McGRAW-HILL COMPANIES COMMON INC STOCK 580645109 $ 8,206 225,366 SH DEFINED 1 225,366 MCKESSON CORP COMMON STOCK 58155Q103 $ 1,838 26,109 SH DEFINED 1 26,109 MDC HOLDINGS INC COMMON STOCK 552676108 $ 30 1,037 SH DEFINED 1 1,037 MDU RESOURCES COMMON GROUP INC STOCK 552690109 $ 90 4,456 SH DEFINED 1 4,456 MEAD JOHNSON COMMON NUTRITION CO STOCK CLASS A 582839106 $ 1,290 20,719 SH DEFINED 1 20,719 MEADWESTVACO CORP COMMON STOCK 583334107 $ 4,059 155,174 SH DEFINED 1 155,174 MEDCATH CORPORATION COMMON STOCK 58404W109 $ 194 13,941 SH DEFINED 1 13,941 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 $11,893 194,100 SH DEFINED 1 194,100 MEDICAL PROPERTIES COMMON TRUST INC STOCK 58463J304 $ 787 72,674 SH DEFINED 1 72,674 MEDICIS PHARMACEUTICAL COMMON CORP STOCK CLASS A 584690309 $ 386 14,393 SH DEFINED 1 14,393 MEDIFAST INC COMMON STOCK 58470H101 $ 257 8,911 SH DEFINED 1 8,911 MEDNAX INC COMMON STOCK 58502B106 $ 1,375 20,435 SH DEFINED 1 20,435 MEDTRONIC INC COMMON STOCK 585055106 $ 4,044 109,021 SH DEFINED 1 109,021 MEMC ELECTRONICS COMMON MATERIALS INC STOCK 552715104 $ 2,908 258,241 SH DEFINED 1 258,241 MENTOR GRAPHICS CORP COMMON STOCK 587200106 $ 32 2,641 SH DEFINED 1 2,641 MERCK & CO INC COMMON STOCK 58933Y105 $18,033 500,358 SH DEFINED 1 500,358 MERCURY COMPUTER COMMON SYSTEMS INC STOCK 589378108 $ 293 15,941 SH DEFINED 1 15,941 MERCURY GENERAL CORP COMMON STOCK 589400100 $ 35 805 SH DEFINED 1 805 MEREDITH CORP COMMON STOCK 589433101 $ 1,704 49,179 SH DEFINED 1 49,179 MERIDIAN BIOSCIENCE INC COMMON STOCK 589584101 $ 630 27,184 SH DEFINED 1 27,184 MERIT MEDICAL COMMON SYSTEMS INC. STOCK 589889104 $ 811 51,228 SH DEFINED 1 51,228 MERITAGE HOMES CORP COMMON STOCK 59001A102 $ 469 21,130 SH DEFINED 1 21,130 METHODE ELECTRONICS COMMON INC STOCK 591520200 $ 1,511 116,510 SH DEFINED 1 116,510 METLIFE INC COMMON STOCK 59156R108 $ 4,067 91,508 SH DEFINED 1 91,508 METROPCS COMMUNICATONS COMMON INC STOCK 591708102 $ 342 27,051 SH DEFINED 1 27,051 METTLER-TOLEDO COMMON INTERNATIONAL STOCK 592688105 $ 709 4,689 SH DEFINED 1 4,689 MGIC INVESTMENT CORP COMMON STOCK 552848103 $ 878 86,137 SH DEFINED 1 86,137 MGM RESORTS COMMON INTERNATIONAL STOCK 552953101 $ 1,423 95,800 SH DEFINED 1 95,800 MICREL INC COMMON STOCK 594793101 $ 415 31,932 SH DEFINED 1 31,932 MICROCHIP TECHNOLOGY COMMON INC STOCK 595017104 $ 5,109 149,336 SH DEFINED 1 149,336 MICRON TECHNOLOGY INC COMMON STOCK 595112103 $ 707 88,145 SH DEFINED 1 88,145 MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AH6 $ 217 230,000 PRN DEFINED 1 230,000 MICROS SYSTEMS INC COMMON STOCK 594901100 $ 4,161 94,873 SH DEFINED 1 94,873 MICROSEMI CORP COMMON STOCK 595137100 $ 1,250 54,596 SH DEFINED 1 54,596 MICROSOFT CORP COMMON STOCK 594918104 $29,545 1,058,187 SH DEFINED 1 1,058,187 MICROSTRATEGY INC COMMON STOCK 594972408 $ 463 5,413 SH DEFINED 1 5,413 MID-AMERICA APARTMENT COMMON COMM INC STOCK 59522J103 $ 2,875 45,282 SH DEFINED 1 45,282 MIDAS INC COMMON STOCK 595626102 $ 77 9,539 SH DEFINED 1 9,539 MIDDLEBY CORPORATION COMMON STOCK 596278101 $ 2,091 24,767 SH DEFINED 1 24,767 MIDDLESEX WATER CO COMMON STOCK 596680108 $ 804 43,812 SH DEFINED 1 43,812 MINE SAFETY COMMON APPLIANCES CO STOCK 602720104 $ 26 836 SH DEFINED 1 836 MINERALS TECHNOLOGIES COMMON INC STOCK 603158106 $ 875 13,374 SH DEFINED 1 13,374 MITSUBISHI UFJ FINANCIAL GROUP ADR 606822104 $ 6,235 1,152,450 SH DEFINED 1 1,152,450 MKS INSTRUMENTS INC COMMON STOCK 55306N104 $ 813 33,199 SH DEFINED 1 33,199 MOBILE MINI INC COMMON STOCK 60740F105 $ 467 23,732 SH DEFINED 1 23,732 MOHAWK INDUSTRIES INC COMMON STOCK 608190104 $ 3,019 53,181 SH DEFINED 1 53,181 MOLEX INC COMMON STOCK 608554101 $ 326 14,350 SH DEFINED 1 14,350 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 $ 318 11,435 SH DEFINED 1 11,435

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 -------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- MOLSON COORS BREWING CO COMMON STOCK CLASS B 60871R209 $ 789 15,714 SH DEFINED 1 15,714 MOMENTA PHARMACEUTICALS COMMON INC STOCK 60877T100 $ 578 38,600 SH DEFINED 1 38,600 MONARCH CASINO COMMON & RESORT INC STOCK 609027107 $ 97 7,789 SH DEFINED 1 7,789 MONOLITHIC POWER COMMON SYSTEMS INC STOCK 609839105 $ 379 22,939 SH DEFINED 1 22,939 MONRO MUFFLER/BRAKE INC COMMON STOCK 610236101 $ 687 19,851 SH DEFINED 1 19,851 MONSANTO CO COMMON STOCK 61166W101 $12,046 172,981 SH DEFINED 1 172,981 MONSTER WORLDWIDE INC COMMON STOCK 611742107 $ 276 11,668 SH DEFINED 1 11,668 MOODY'S CORP COMMON STOCK 615369105 $ 534 20,132 SH DEFINED 1 20,132 MOOG INC COMMON STOCK CLASS A 615394202 $ 1,191 29,918 SH DEFINED 1 29,918 MORGAN STANLEY COMMON STOCK 617446448 $ 5,922 217,638 SH DEFINED 1 217,638 MOTOROLA INC COMMON STOCK 620076109 $ 2,146 236,567 SH DEFINED 1 236,567 MOVADO GROUP COMMON STOCK 624580106 $ 1,344 83,291 SH DEFINED 1 83,291 MSC INDUSTRIAL DIRECT COMMON CO INC STOCK CLASS A 553530106 $ 3,171 49,013 SH DEFINED 1 49,013 MSCI INC COMMON STOCK CLASS A 55354G100 $ 5,211 133,742 SH DEFINED 1 133,742 MTS SYSTEMS CORP COMMON STOCK 553777103 $ 385 10,289 SH DEFINED 1 10,289 MUELLER INDUSTRIES INC COMMON STOCK 624756102 $ 825 25,235 SH DEFINED 1 25,235 MULTIMEDIA GAMES INC COMMON STOCK 625453105 $ 106 19,044 SH DEFINED 1 19,044 MURPHY OIL CORP COMMON STOCK 626717102 $12,202 163,678 SH DEFINED 1 163,678 MWI VETERINARY COMMON SUPPLY INC STOCK 55402X105 $ 518 8,200 SH DEFINED 1 8,200 MYERS INDUSTRIES INC COMMON STOCK 628464109 $ 232 23,798 SH DEFINED 1 23,798 MYLAN LABORATORIES INC COMMON STOCK 628530107 $ 926 43,825 SH DEFINED 1 43,825 MYR GROUP INC COMMON STOCK 55405W104 $ 1,765 84,038 SH DEFINED 1 84,038 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 $ 664 28,297 SH DEFINED 1 28,297 NARA BANCORP INC COMMON STOCK 63080P105 $ 253 25,808 SH DEFINED 1 25,808 NASDAQ OMX GROUP COMMON STOCK 631103108 $ 350 14,780 SH DEFINED 1 14,780 NASH FINCH CO COMMON STOCK 631158102 $ 345 8,110 SH DEFINED 1 8,110 NATIONAL BANK OF GREECE SA ADR 633643408 $ 1,603 954,393 SH DEFINED 1 954,393 NATIONAL FINACIAL COMMON PARTNERS STOCK 63607P208 $ 394 29,381 SH DEFINED 1 29,381 NATIONAL FUEL GAS CO COMMON STOCK 636180101 $ 128 1,951 SH DEFINED 1 1,951 NATIONAL GRID PLC ADR 636274300 $ 2,652 59,762 SH DEFINED 1 59,762 NATIONAL INSTRUMENTS COMMON CORP STOCK 636518102 $ 49 1,298 SH DEFINED 1 1,298 NATIONAL OILWELL COMMON VARCO INC STOCK 637071101 $ 2,851 42,389 SH DEFINED 1 42,389 NATIONAL PENN COMMON BANCSHARES INC STOCK 637138108 $ 671 83,534 SH DEFINED 1 83,534 NATIONAL PRESTO COMMON INDUSTRIES INC STOCK 637215104 $ 452 3,473 SH DEFINED 1 3,473 NATIONAL RETAIL COMMON PROPERTIES STOCK 637417106 $ 2,613 98,589 SH DEFINED 1 98,589 NATIONAL SEMICONDUCTOR COMMON CORP STOCK 637640103 $ 4,075 296,160 SH DEFINED 1 296,160 NATIONWIDE HEALTH COMMON PROPERTIES I STOCK 638620104 $ 105 2,877 SH DEFINED 1 2,877 NATUS MEDICAL INC COMMON STOCK 639050103 $ 270 19,034 SH DEFINED 1 19,034 NAVIGANT CONSULTING CO. COMMON STOCK 63935N107 $ 12 1,351 SH DEFINED 1 1,351 NAVIGATORS GROUP INC COMMON STOCK 638904102 $ 406 8,069 SH DEFINED 1 8,069 NBT BANCORP INC COMMON STOCK 628778102 $ 553 22,894 SH DEFINED 1 22,894 NCI BUILDING SYSTEMS INC COMMON STOCK 628852204 $ 160 11,419 SH DEFINED 1 11,419 NCI INC COMMON STOCK CLASS A 62886K104 $ 126 5,465 SH DEFINED 1 5,465 NCR CORP COMMON STOCK 62886E108 $ 61 3,990 SH DEFINED 1 3,990 NEENAH PAPER INC COMMON STOCK 640079109 $ 199 10,089 SH DEFINED 1 10,089 NEKTAR THERAPUTICS CONVERTIBLE NOTES 640268AH1 $ 568 565,000 PRN DEFINED 1 565,000 NEOGEN CORP COMMON STOCK 640491106 $ 1,501 36,591 SH DEFINED 1 36,591 NETAPP INC COMMON STOCK 64110D104 $ 1,993 36,255 SH DEFINED 1 36,255 NETFLIX INC COMMON STOCK 64110L106 $ 737 4,197 SH DEFINED 1 4,197 NETGEAR INC COMMON STOCK 64111Q104 $ 2,786 82,734 SH DEFINED 1 82,734 NETLOGIC MICROSYSTEMS INC COMMON STOCK 64118B100 $ 1,326 42,200 SH DEFINED 1 42,200

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 ------------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- NETSCOUT SYSTEMS INC. COMMON STOCK 64115T104 $ 528 22,926 SH DEFINED 1 22,926 NETSUITE INC COMMON STOCK 64118Q107 $ 1,058 42,300 SH DEFINED 1 42,300 NETWORK EQUIPMENT COMMON TECHNOLOGIES STOCK 641208103 $ 86 18,653 SH DEFINED 1 18,653 NEUSTAR INC COMMON STOCK CLASS A 64126X201 $ 45 1,710 SH DEFINED 1 1,710 NEUTRAL TANDEM INC COMMON STOCK 64128B108 $ 323 22,337 SH DEFINED 1 22,337 NEW JERSEY RESOURCES COMMON CORP STOCK 646025106 $ 1,171 27,165 SH DEFINED 1 27,165 NEW YORK COMMUNITY COMMON BANCORP INC STOCK 649445103 $ 191 10,113 SH DEFINED 1 10,113 NEW YORK TIMES CO COMMON STOCK 650111107 $ 2,370 241,870 SH DEFINED 1 241,870 NEWALLIANCE COMMON BANCSHARES INC STOCK 650203102 $ 35 2,356 SH DEFINED 1 2,356 NEWELL RUBBERMAID COMMON INC STOCK 651229106 $ 511 28,086 SH DEFINED 1 28,086 NEWFIELD EXPLORATION COMMON CO STOCK 651290108 $ 938 13,011 SH DEFINED 1 13,011 NEWMARKET CORP. COMMON STOCK 651587107 $ 27 220 SH DEFINED 1 220 NEWMONT MINING CORP COMMON STOCK 651639106 $ 3,054 49,717 SH DEFINED 1 49,717 NEWPORT CORP COMMON STOCK 651824104 $ 416 23,962 SH DEFINED 1 23,962 NEWS CORP COMMON STOCK CLASS A 65248E104 $18,631 1,279,573 SH DEFINED 1 1,279,573 NEXEN INC COMMON STOCK 65334H102 $ 3,466 151,364 SH DEFINED 1 151,364 NEXTERA ENERGY INC COMMON STOCK 65339F101 $ 2,184 42,016 SH DEFINED 1 42,016 NIC INC COMMON STOCK 62914B100 $ 477 49,100 SH DEFINED 1 49,100 NICOR INC COMMON STOCK 654086107 $ 237 4,744 SH DEFINED 1 4,744 NIKE INC COMMON STOCK 654106103 $ 3,333 39,023 SH DEFINED 1 39,023 NIPPON TELEGRAPH & COMMON TELEPHONE C STOCK 654624105 $ 3,042 132,610 SH DEFINED 1 132,610 NISOURCE INC COMMON STOCK 65473P105 $ 6,707 380,627 SH DEFINED 1 380,627 NOBLE ENERGY INC COMMON STOCK 655044105 $ 1,523 17,695 SH DEFINED 1 17,695 NOKIA CORP AB SPONSORED ADR 654902204 $ 3,088 299,200 SH DEFINED 1 299,200 NORDSON CORP COMMON STOCK 655663102 $ 77 840 SH DEFINED 1 840 NORDSTROM INC COMMON STOCK 655664100 $ 1,948 45,963 SH DEFINED 1 45,963 NORFOLK SOUTHERN COMMON CORP STOCK 655844108 $ 2,340 37,251 SH DEFINED 1 37,251 NORTH AMER ENERGY COMMON PARTNERS INC STOCK 656844107 $ 834 68,000 SH DEFINED 1 68,000 NORTHEAST UTILITIES COMMON STOCK 664397106 $ 566 17,759 SH DEFINED 1 17,759 NORTHERN TRUST CORP COMMON STOCK 665859104 $ 3,239 58,461 SH DEFINED 1 58,461 NORTHROP GRUMMAN COMMON SYSTEMS STOCK 666807102 $ 1,924 29,708 SH DEFINED 1 29,708 NORTHWEST NATURAL COMMON GAS CO STOCK 667655104 $ 816 17,565 SH DEFINED 1 17,565 NORTHWESTERN CORP COMMON STOCK 668074305 $ 697 24,180 SH DEFINED 1 24,180 NOVATEL WIRELESS INC COMMON STOCK 66987M604 $ 207 21,642 SH DEFINED 1 21,642 NOVELL INC COMMON STOCK 670006105 $ 214 36,167 SH DEFINED 1 36,167 NOVELLUS SYSTEMS INC COMMON STOCK 670008101 $ 315 9,746 SH DEFINED 1 9,746 NRG ENERGY INC COMMON STOCK 629377508 $ 1,903 97,411 SH DEFINED 1 97,411 NSTAR COMMON STOCK 67019E107 $ 101 2,384 SH DEFINED 1 2,384 NTELOS HOLDINGS CORP. COMMON STOCK 67020Q107 $ 380 19,945 SH DEFINED 1 19,945 NTT DOCOMO INC ADR 62942M201 $ 3,093 177,570 SH DEFINED 1 177,570 NU SKIN ASIA PACIFIC INC COMMON STOCK 67018T105 $ 1,092 36,100 SH DEFINED 1 36,100 NUANCE COMMUNICATIONS COMMON INC STOCK 67020Y100 $ 4,981 274,000 SH DEFINED 1 274,000 NUCOR CORP COMMON STOCK 670346105 $ 8,569 195,548 SH DEFINED 1 195,548 NUTRI SYSTEM INC COMMON STOCK 67069D108 $ 367 17,456 SH DEFINED 1 17,456 NUVASIVE INC COMMON STOCK 670704105 $ 711 27,700 SH DEFINED 1 27,700 NV ENERGY INC COMMON STOCK 67073Y106 $ 77 5,479 SH DEFINED 1 5,479 NVIDIA CORP COMMON STOCK 67066G104 $ 3,569 231,782 SH DEFINED 1 231,782 NVR INC COMMON STOCK 62944T105 $ 93 134 SH DEFINED 1 134 NYSE EURONEXT COMMON STOCK 629491101 $ 7,723 257,592 SH DEFINED 1 257,592 OASIS PETROLEUM INC COMMON STOCK 674215108 $ 551 20,300 SH DEFINED 1 20,300 OBAGI MEDICAL COMMON PRODUCTS INC STOCK 67423R108 $ 498 43,113 SH DEFINED 1 43,113

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 ----------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- OCCIDENTAL COMMON PETROLEUM CORP STOCK 674599105 $ 8,046 82,021 SH DEFINED 1 82,021 OCEANEERING COMMON INTERNATIONAL INC STOCK 675232102 $ 1,747 23,727 SH DEFINED 1 23,727 O'CHARLEYS INC COMMON STOCK 670823103 $ 91 12,606 SH DEFINED 1 12,606 OFFICE DEPOT INC COMMON STOCK 676220106 $ 37 6,803 SH DEFINED 1 6,803 OFFICEMAX INC COMMON STOCK 67622P101 $ 981 55,423 SH DEFINED 1 55,423 OGE ENERGY CORP COMMON STOCK 670837103 $ 106 2,326 SH DEFINED 1 2,326 OIL STATES COMMON INTERNATIONAL INC STOCK 678026105 $ 2,124 33,148 SH DEFINED 1 33,148 OLD DOMINION COMMON FREIGHT LINE INC STOCK 679580100 $ 1,884 58,882 SH DEFINED 1 58,882 OLD NATIONAL COMMON BANCORP STOCK 680033107 $ 684 57,515 SH DEFINED 1 57,515 OLD REPUBLIC COMMON INTERNATIONAL COR STOCK 680223104 $ 1,176 86,296 SH DEFINED 1 86,296 OLIN CORP COMMON STOCK 680665205 $ 846 41,217 SH DEFINED 1 41,217 OLYMPIC STEEL COMMON COMPANY INC STOCK 68162K106 $ 173 6,045 SH DEFINED 1 6,045 OM GROUP INC COMMON STOCK 670872100 $ 786 20,407 SH DEFINED 1 20,407 OMEGA HEALTHCARE COMMON INVESTORS INC STOCK 681936100 $ 1,530 68,185 SH DEFINED 1 68,185 OMNICARE INC COMMON STOCK 681904108 $ 69 2,705 SH DEFINED 1 2,705 OMNICELL INC COMMON STOCK 68213N109 $ 322 22,263 SH DEFINED 1 22,263 OMNICOM GROUP INC COMMON STOCK 681919106 $ 2,721 59,405 SH DEFINED 1 59,405 ON ASSIGNMENT INC COMMON STOCK 682159108 $ 192 23,561 SH DEFINED 1 23,561 ONEOK INC COMMON STOCK 682680103 $ 594 10,716 SH DEFINED 1 10,716 ONYX COMMON PHARMACEUTICALS INC STOCK 683399109 $ 977 26,500 SH DEFINED 1 26,500 OPENTABLE INC COMMON STOCK 68372A104 $ 592 8,400 SH DEFINED 1 8,400 OPLINK COMMUNICATIONS COMMON INC STOCK 68375Q403 $ 227 12,315 SH DEFINED 1 12,315 OPTIONSXPRESS COMMON HOLDINGS INC STOCK 684010101 $ 438 27,951 SH DEFINED 1 27,951 ORACLE CORP COMMON STOCK 68389X105 $36,165 1,155,440 SH DEFINED 1 1,155,440 ORBITAL SCIENCES COMMON CORP STOCK 685564106 $ 664 38,750 SH DEFINED 1 38,750 ORION MARINE COMMON GROUP INC STOCK 68628V308 $ 206 17,729 SH DEFINED 1 17,729 OSHKOSH CORP COMMON STOCK 688239201 $ 80 2,279 SH DEFINED 1 2,279 OSI SYSTEMS INC COMMON STOCK 671044105 $ 455 12,525 SH DEFINED 1 12,525 OVERSEAS SHIPHOLDING COMMON GROUP INC STOCK 690368105 $ 693 19,571 SH DEFINED 1 19,571 OWENS & MINOR INC COMMON STOCK 690732102 $ 43 1,474 SH DEFINED 1 1,474 OWENS CORNING INC COMMON STOCK 690742101 $ 31 1,010 SH DEFINED 1 1,010 OWENS-ILLINOIS INC COMMON STOCK 690768403 $ 1,282 41,774 SH DEFINED 1 41,774 OXFORD INDUSTRIES INC COMMON STOCK 691497309 $ 228 8,919 SH DEFINED 1 8,919 PACCAR INC COMMON STOCK 693718108 $ 2,123 36,971 SH DEFINED 1 36,971 PACKAGING COMMON CORP OF AMERICA STOCK 695156109 $ 67 2,591 SH DEFINED 1 2,591 PACWEST BANCORP COMMON STOCK 695263103 $ 15 688 SH DEFINED 1 688 PALL CORP COMMON STOCK 696429307 $ 589 11,872 SH DEFINED 1 11,872 PALOMAR MED COMMON TECHNOLOGI STOCK 697529303 $ 174 12,274 SH DEFINED 1 12,274 PANERA BREAD COMMON COMPANY - CL A STOCK 69840W108 $ 2,401 23,721 SH DEFINED 1 23,721 PAPA JOHN'S COMMON INTERNATIONAL INC STOCK 698813102 $ 371 13,378 SH DEFINED 1 13,378 PAR PHARMACEUTICAL COMMON COS INC STOCK 69888P106 $ 1,276 33,124 SH DEFINED 1 33,124 PARAMETRIC COMMON TECHNOLOGY CORP STOCK 699173209 $ 64 2,847 SH DEFINED 1 2,847 PAREXEL COMMON INTERNATIONAL CORP STOCK 699462107 $ 817 38,473 SH DEFINED 1 38,473 PARK ELECTROCHEMICAL COMMON CORP STOCK 700416209 $ 411 13,701 SH DEFINED 1 13,701 PARKER HANNIFIN CORP COMMON STOCK 701094104 $ 1,386 16,062 SH DEFINED 1 16,062 PARKWAY PROPERTIES INC COMMON STOCK 70159Q104 $ 246 14,042 SH DEFINED 1 14,042 PATRIOT COAL CORP COMMON STOCK 70336T104 $ 40 2,072 SH DEFINED 1 2,072 PATTERSON COS INC COMMON STOCK 703395103 $ 311 10,159 SH DEFINED 1 10,159 PATTERSON UTI COMMON ENERGY INC STOCK 703481101 $ 76 3,538 SH DEFINED 1 3,538 PAYCHEX INC COMMON STOCK 704326107 $ 992 32,079 SH DEFINED 1 32,079 PC-TEL INC COMMON STOCK 69325Q105 $ 75 12,574 SH DEFINED 1 12,574

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 ----------------------- -------------- --------- --------- --------- --- ---- ---------- -------- ---------------- ------ ---- PEABODY COMMON ENERGY CORP STOCK 704549104 $ 5,199 81,253 SH DEFINED 1 81,253 PEETS COMMON COFFEE & TEA INC STOCK 705560100 $ 352 8,440 SH DEFINED 1 8,440 PENFORD COMMON CORPORATION STOCK 707051108 $ 37 6,036 SH DEFINED 1 6,036 PENN REAL ESTATE COMMON INVEST TRUST STOCK 709102107 $ 532 36,626 SH DEFINED 1 36,626 PENN VIRGINIA CORP COMMON STOCK 707882106 $ 503 29,889 SH DEFINED 1 29,889 PENTAIR INC COMMON STOCK 709631105 $ 86 2,353 SH DEFINED 1 2,353 PEOPLES UNITED COMMON FINANCIAL INC STOCK 712704105 $ 517 36,926 SH DEFINED 1 36,926 PEP BOYS - MANNY COMMON MOE & JACK STOCK 713278109 $ 1,240 92,360 SH DEFINED 1 92,360 PEPCO HOLDINGS INC COMMON STOCK 713291102 $ 407 22,301 SH DEFINED 1 22,301 PEPSICO INC COMMON STOCK 713448108 $10,483 160,455 SH DEFINED 1 160,455 PERFICIENT INC COMMON STOCK 71375U101 $ 251 20,073 SH DEFINED 1 20,073 PERICOM COMMON SEMICONDUCTOR CORP STOCK 713831105 $ 185 16,863 SH DEFINED 1 16,863 PERKINELMER INC COMMON STOCK 714046109 $ 310 12,000 SH DEFINED 1 12,000 PERRIGO CO COMMON STOCK 714290103 $ 121 1,916 SH DEFINED 1 1,916 PERRY ELLIS COMMON INTERNATIONAL STOCK 288853104 $ 175 6,357 SH DEFINED 1 6,357 PETMED EXPRESS INC COMMON STOCK 716382106 $ 273 15,353 SH DEFINED 1 15,353 PETROHAWK COMMON ENERGY CORP STOCK 716495106 $ 102 5,590 SH DEFINED 1 5,590 PETROLEO SPONSORED BRASILEIRO SA ADR 71654V408 $ 6,114 161,583 SH DEFINED 1 161,583 PETROLEUM COMMON DEVELOPMENT CORP STOCK 716578109 $ 1,413 33,486 SH DEFINED 1 33,486 PETROQUEST COMMON ENERGY INC STOCK 716748108 $ 281 37,349 SH DEFINED 1 37,349 PETSMART INC COMMON STOCK 716768106 $ 112 2,805 SH DEFINED 1 2,805 PF CHANGS COMMON CHINA BISTRO INC STOCK 69333Y108 $ 741 15,285 SH DEFINED 1 15,285 PFIZER INC COMMON STOCK 717081103 $21,374 1,220,702 SH DEFINED 1 1,220,702 PG&E CORP COMMON STOCK 69331C108 $ 5,937 124,110 SH DEFINED 1 124,110 PHARMACEUTICAL COMMON PRODUCT DEV STOCK 717124101 $ 801 29,523 SH DEFINED 1 29,523 PHARMERICA CORP COMMON STOCK 71714F104 $ 223 19,497 SH DEFINED 1 19,497 PHH CORP COMMON STOCK 693320202 $ 1,230 53,138 SH DEFINED 1 53,138 PHILIP MORRIS COMMON INTL INC STOCK 718172109 $10,725 183,234 SH DEFINED 1 183,234 PHILLIPS COMMON VAN-HEUSEN CORP STOCK 718592108 $ 102 1,617 SH DEFINED 1 1,617 PIEDMONT NATURAL COMMON GAS COMPANY I STOCK 720186105 $ 1,328 47,497 SH DEFINED 1 47,497 PILGRIM'S PRIDE COMMON CORPORATION STOCK 72147K108 $ 936 132,087 SH DEFINED 1 132,087 PINNACLE COMMON ENTERTAINMENT INC STOCK 723456109 $ 576 41,111 SH DEFINED 1 41,111 PINNACLE COMMON FINANCIAL PARTNERS STOCK 72346Q104 $ 310 22,820 SH DEFINED 1 22,820 PINNACLE COMMON WEST CAPITAL CORP STOCK 723484101 $ 4,088 98,615 SH DEFINED 1 98,615 PIONEER DRILLING COMMON COMPANY STOCK 723655106 $ 310 35,167 SH DEFINED 1 35,167 PIONEER NATURAL COMMON RESOURCES CO STOCK 723787107 $ 996 11,470 SH DEFINED 1 11,470 PIPER JAFFRAY COS COMMON STOCK 724078100 $ 366 10,442 SH DEFINED 1 10,442 PITNEY BOWES INC COMMON STOCK 724479100 $ 508 20,998 SH DEFINED 1 20,998 PLAINS COMMON EXPLORATION & PROD CO STOCK 726505100 $ 110 3,428 SH DEFINED 1 3,428 PLANTRONICS INC COMMON STOCK 727493108 $ 1,206 32,410 SH DEFINED 1 32,410 PLEXUS CORP COMMON STOCK 729132100 $ 836 27,013 SH DEFINED 1 27,013 PLUM CREEK TIMBER CO COMMON STOCK 729251108 $ 617 16,484 SH DEFINED 1 16,484 PMC SIERRA INC COMMON STOCK 69344F106 $ 2,218 258,180 SH DEFINED 1 258,180 PMI GROUP INC (THE) COMMON STOCK 69344M101 $ 546 165,500 SH DEFINED 1 165,500 PNC FINANCIAL COMMON SERVICES GROUP STOCK 693475105 $ 3,222 53,064 SH DEFINED 1 53,064 PNM RESOURCES INC COMMON STOCK 69349H107 $ 24 1,845 SH DEFINED 1 1,845 POLARIS INDUSTRIES INC COMMON STOCK 731068102 $ 62 798 SH DEFINED 1 798 POLO RALPH COMMON LAUREN CORP STOCK 731572103 $ 716 6,458 SH DEFINED 1 6,458 POLYCOM INC COMMON STOCK 73172K104 $ 83 2,118 SH DEFINED 1 2,118 POLYONE CORP COMMON STOCK 73179P106 $ 1,543 123,500 SH DEFINED 1 123,500 POOL CORP COMMON STOCK 73278L105 $ 748 33,176 SH DEFINED 1 33,176

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 ------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- POPULAR INC COMMON STOCK 733174106 $ 3,045 969,630 SH DEFINED 1 969,630 PORTFOLIO RECOVERY ASSOC INC COMMON STOCK 73640Q105 $ 2,051 27,275 SH DEFINED 1 27,275 POST PROPERTIES INC COMMON STOCK 737464107 $ 1,166 32,116 SH DEFINED 1 32,116 POTLATCH CORP COMMON STOCK 737630103 $ 1,437 44,150 SH DEFINED 1 44,150 POWELL INDS INC COMMON STOCK 739128106 $ 186 5,656 SH DEFINED 1 5,656 POWER INTEGRATIONS INC COMMON STOCK 739276103 $ 749 18,655 SH DEFINED 1 18,655 PPG INDUSTRIES INC COMMON STOCK 693506107 $ 1,386 16,492 SH DEFINED 1 16,492 PPL CORPORATION COMMON STOCK 69351T106 $ 4,774 181,394 SH DEFINED 1 181,394 PRAXAIR INC COMMON STOCK 74005P104 $ 2,951 30,915 SH DEFINED 1 30,915 PRECISION CASTPARTS CORP COMMON STOCK 740189105 $13,395 96,222 SH DEFINED 1 96,222 PREPAID LEGAL SERVICES INC COMMON STOCK 740065107 $ 397 6,583 SH DEFINED 1 6,583 PRESIDENTIAL LIFE CORP COMMON STOCK 740884101 $ 132 13,333 SH DEFINED 1 13,333 PRICELINE.COM INC COMMON STOCK 741503403 $ 1,964 4,916 SH DEFINED 1 4,916 PRIDE INTERNATIONAL INC COMMON STOCK 74153Q102 $ 138 4,180 SH DEFINED 1 4,180 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 $ 5,500 168,925 SH DEFINED 1 168,925 PRIVATEBANCORP INC COMMON STOCK 742962103 $ 1,321 91,831 SH DEFINED 1 91,831 PROASSURANCE CORP COMMON STOCK 74267C106 $ 2,430 40,097 SH DEFINED 1 40,097 PROCTER & GAMBLE CO COMMON STOCK 742718109 $18,190 282,753 SH DEFINED 1 282,753 PROGRESS ENERGY INC COMMON STOCK 743263105 $ 6,049 139,123 SH DEFINED 1 139,123 PROGRESS SOFTWARE CORP COMMON STOCK 743312100 $ 2,537 59,937 SH DEFINED 1 59,937 PROGRESSIVE CORP COMMON STOCK 743315103 $ 1,325 66,685 SH DEFINED 1 66,685 PROLOGIS TRUST COMMON STOCK 743410102 $ 821 56,868 SH DEFINED 1 56,868 PROSPERITY BANCSHARES INC COMMON STOCK 743606105 $ 1,290 32,829 SH DEFINED 1 32,829 PROTECTIVE LIFE CORP COMMON STOCK 743674103 $ 55 2,063 SH DEFINED 1 2,063 PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 $ 512 33,822 SH DEFINED 1 33,822 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 $ 2,869 48,871 SH DEFINED 1 48,871 PS BUSINESS PARKS INC COMMON STOCK 69360J107 $ 686 12,318 SH DEFINED 1 12,318 PSS WORLD MEDICAL INC COMMON STOCK 69366A100 $ 1,648 72,939 SH DEFINED 1 72,939 PUBLIC SERVICE ENTRPSE GRP INC COMMON STOCK 744573106 $ 1,632 51,312 SH DEFINED 1 51,312 PUBLIC STORAGE COMMON STOCK 74460D109 $ 1,438 14,183 SH DEFINED 1 14,183 PULTE GROUP INC COMMON STOCK 745867101 $ 250 33,265 SH DEFINED 1 33,265 QEP RESOURCES INC COMMON STOCK 74733V100 $ 640 17,620 SH DEFINED 1 17,620 QIAGEN N.V. COMMON STOCK N72482107 $ 3,167 162,000 SH DEFINED 1 162,000 QLOGIC CORP COMMON STOCK 747277101 $ 191 11,242 SH DEFINED 1 11,242 QUAKER CHEMICAL CORP COMMON STOCK 747316107 $ 1,155 27,728 SH DEFINED 1 27,728 QUALCOMM INC COMMON STOCK 747525103 $ 8,034 162,327 SH DEFINED 1 162,327 QUALITY SYSTEMS INC COMMON STOCK 747582104 $ 1,378 19,739 SH DEFINED 1 19,739 QUANEX BUILDING PRODUCTS COMMON STOCK 747619104 $ 479 25,250 SH DEFINED 1 25,250 QUANTA SERVICES INC COMMON STOCK 74762E102 $ 5,756 288,974 SH DEFINED 1 288,974 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 $ 791 14,660 SH DEFINED 1 14,660 QUEST SOFTWARE INC COMMON STOCK 74834T103 $ 38 1,382 SH DEFINED 1 1,382 QUESTAR CORP COMMON STOCK 748356102 $ 76 4,344 SH DEFINED 1 4,344 QUESTCOR PHARMACEUTICALS COMMON STOCK 74835Y101 $ 651 44,200 SH DEFINED 1 44,200 QUICKSILVER RESOURCES INC COMMON STOCK 74837R104 $ 39 2,615 SH DEFINED 1 2,615 QUIKSILVER INC COMMON STOCK 74838C106 $ 436 86,080 SH DEFINED 1 86,080 QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 $ 7,354 966,347 SH DEFINED 1 966,347 RACKSPACE HOSTING INC COMMON STOCK 750086100 $ 3,629 115,550 SH DEFINED 1 115,550 RADIANT SYSTEMS INC COMMON STOCK 75025N102 $ 1,780 90,950 SH DEFINED 1 90,950 RADIOSHACK CORPORATION COMMON STOCK 750438103 $ 388 20,964 SH DEFINED 1 20,964 RADISYS CORP COMMON STOCK 750459109 $ 147 16,488 SH DEFINED 1 16,488 RALCORP HOLDINGS INC COMMON STOCK 751028101 $ 82 1,256 SH DEFINED 1 1,256

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 ----------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- RANGE RESOURCES CORPORATION COMMON STOCK 75281A109 $ 6,293 139,917 SH DEFINED 1 139,917 RAVEN INDUSTRIES INC COMMON STOCK 754212108 $ 1,300 27,258 SH DEFINED 1 27,258 RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 $ 82 2,495 SH DEFINED 1 2,495 RAYONIER INC COMMON STOCK 754907103 $ 101 1,917 SH DEFINED 1 1,917 RAYTHEON CO COMMON STOCK 755111507 $ 1,737 37,488 SH DEFINED 1 37,488 RBC BEARINGS INC COMMON STOCK 75524B104 $ 922 23,592 SH DEFINED 1 23,592 RC2 CORP COMMON STOCK 749388104 $ 311 14,283 SH DEFINED 1 14,283 REALTY INCOME CORP COMMON STOCK 756109104 $ 92 2,683 SH DEFINED 1 2,683 RED HAT INC COMMON STOCK 756577102 $ 6,605 144,680 SH DEFINED 1 144,680 RED ROBIN GOURMET BURGERS INC COMMON STOCK 75689M101 $ 222 10,327 SH DEFINED 1 10,327 REGAL-BELOIT CORP COMMON STOCK 758750103 $ 63 940 SH DEFINED 1 940 REGENCY CENTERS CORP COMMON STOCK 758849103 $ 80 1,885 SH DEFINED 1 1,885 REGENERON PHARMACEUTICALS INC COMMON STOCK 75886F107 $ 3,794 115,570 SH DEFINED 1 115,570 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 $ 3,428 489,749 SH DEFINED 1 489,749 REGIS CORP COMMON STOCK 758932107 $ 20 1,230 SH DEFINED 1 1,230 REHABCARE GROUP INC COMMON STOCK 759148109 $ 393 16,578 SH DEFINED 1 16,578 REINSURANCE GROUP AMERICA INC COMMON STOCK 759351604 $ 1,084 20,183 SH DEFINED 1 20,183 RELIANCE STEEL & ALUMINUM CO COMMON STOCK 759509102 $ 1,648 32,243 SH DEFINED 1 32,243 RENT-A-CENTER INC COMMON STOCK 76009N100 $ 48 1,494 SH DEFINED 1 1,494 REPSOL YPF SA SPONSORED ADR 76026T205 $ 3,096 110,800 SH DEFINED 1 110,800 REPUBLIC SERVICES INC COMMON STOCK 760759100 $ 936 31,339 SH DEFINED 1 31,339 RESMED INC COMMON STOCK 761152107 $ 124 3,568 SH DEFINED 1 3,568 REYNOLDS AMERICAN INC COMMON STOCK 761713106 $ 1,097 33,618 SH DEFINED 1 33,618 RF MICRO DEVICES INC COMMON STOCK 749941100 $ 46 6,226 SH DEFINED 1 6,226 RIGHTNOW TECHNOLOGIES INC COMMON STOCK 76657R106 $ 894 37,750 SH DEFINED 1 37,750 RIVERBED TECHNOLOGY INC COMMON STOCK 768573107 $ 460 13,072 SH DEFINED 1 13,072 RLI CORP COMMON STOCK 749607107 $ 582 11,075 SH DEFINED 1 11,075 ROBBINS & MYERS INC COMMON STOCK 770196103 $ 780 21,792 SH DEFINED 1 21,792 ROBERT HALF INTERNATIONAL INC COMMON STOCK 770323103 $ 5,240 171,233 SH DEFINED 1 171,233 ROCK-TENN CO COMMON STOCK CLASS A 772739207 $ 726 13,451 SH DEFINED 1 13,451 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 $ 1,022 14,247 SH DEFINED 1 14,247 ROCKWELL COLLINS COMMON STOCK 774341101 $ 4,878 83,726 SH DEFINED 1 83,726 ROCKWOOD HOLDINGS INC COMMON STOCK 774415103 $ 473 12,100 SH DEFINED 1 12,100 ROFIN-SINAR TECHNOLOGIES INC COMMON STOCK 775043102 $ 1,608 45,369 SH DEFINED 1 45,369 ROGERS CORP COMMON STOCK 775133101 $ 1,213 31,720 SH DEFINED 1 31,720 ROLLINS INC COMMON STOCK 775711104 $ 2,657 134,550 SH DEFINED 1 134,550 ROPER INDUSTRIES INC COMMON STOCK 776696106 $ 7,973 104,323 SH DEFINED 1 104,323 ROSETTA RESOURCES INC COMMON STOCK 777779307 $ 890 23,648 SH DEFINED 1 23,648 ROSS STORES INC COMMON STOCK 778296103 $ 744 11,768 SH DEFINED 1 11,768 ROVI CORPORATION COMMON STOCK 779376102 $ 5,918 95,430 SH DEFINED 1 95,430 ROWAN COMPANIES INC COMMON STOCK 779382100 $ 417 11,935 SH DEFINED 1 11,935 ROYAL DUTCH SHELL PLC ADR CLASS A 780259206 $13,463 201,600 SH DEFINED 1 201,600 ROYAL DUTCH SHELL PLC ADR CLASS B 780259107 $ 6,818 102,270 SH DEFINED 1 102,270 RPM INTERNATIONAL INC. COMMON STOCK 749685103 $ 66 2,967 SH DEFINED 1 2,967 RSC HOLDINGS INC COMMON STOCK 74972L102 $ 1,070 109,900 SH DEFINED 1 109,900 RTI INTERNATIONAL METALS COMMON STOCK 74973W107 $ 535 19,845 SH DEFINED 1 19,845 RUBY TUESDAY INC COMMON STOCK 781182100 $ 1,126 86,192 SH DEFINED 1 86,192 RUDDICK CORP COMMON STOCK 781258108 $ 41 1,102 SH DEFINED 1 1,102 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 $ 165 20,037 SH DEFINED 1 20,037 RUTHS HOSPITALITY GROUP INC COMMON STOCK 783332109 $ 100 21,561 SH DEFINED 1 21,561 RYDER SYSTEM INC COMMON STOCK 783549108 $ 261 4,961 SH DEFINED 1 4,961

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 ------------------------ -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- RYLAND GROUP INC (THE) COMMON STOCK 783764103 $ 21 1,207 SH DEFINED 1 1,207 S&T BANCORP INC COMMON STOCK 783859101 $ 377 16,688 SH DEFINED 1 16,688 SAFETY INSURANCE GROUP INC COMMON STOCK 78648T100 $ 470 9,881 SH DEFINED 1 9,881 SAFEWAY INC COMMON STOCK 786514208 $ 857 38,109 SH DEFINED 1 38,109 SAIC INC COMMON STOCK 78390X101 $ 459 28,939 SH DEFINED 1 28,939 SAKS INCORPORATED COMMON STOCK 79377W108 $ 43 4,049 SH DEFINED 1 4,049 SALESFORCE.COM INC COMMON STOCK 79466L302 $ 1,568 11,881 SH DEFINED 1 11,881 SALIX PHARMACEUTICALS LTD COMMON STOCK 795435106 $ 2,938 62,558 SH DEFINED 1 62,558 SALLY BEAUTY CO INC COMMON STOCK 79546E104 $ 1,270 87,394 SH DEFINED 1 87,394 SANDERSON FARMS INC COMMON STOCK 800013104 $ 507 12,953 SH DEFINED 1 12,953 SANDISK CORP COMMON STOCK 80004C101 $ 1,179 23,643 SH DEFINED 1 23,643 SANOFI-AVENTIS ADR 80105N105 $ 6,261 194,250 SH DEFINED 1 194,250 SAPIENT CORP COMMON STOCK 803062108 $ 524 43,300 SH DEFINED 1 43,300 SARA LEE CORP COMMON STOCK 803111103 $ 1,147 65,524 SH DEFINED 1 65,524 SASOL LTD SPONSORED ADR 803866300 $ 714 13,715 SH DEFINED 1 13,715 SAUL CENTERS INC COMMON STOCK 804395101 $ 365 7,716 SH DEFINED 1 7,716 SAVIENT PHARMACEUTICALS INC COMMON STOCK 80517Q100 $ 511 45,860 SH DEFINED 1 45,860 SAVVIS COMMUNICATIONS CORP COMMON STOCK 805423308 $ 926 36,300 SH DEFINED 1 36,300 SCANA CORP COMMON STOCK 80589M102 $ 457 11,244 SH DEFINED 1 11,244 SCANSOURCE INC COMMON STOCK 806037107 $ 2,095 65,672 SH DEFINED 1 65,672 SCHEIN (HENRY) INC COMMON STOCK 806407102 $ 5,475 89,179 SH DEFINED 1 89,179 SCHLUMBERGER LTD COMMON STOCK 806857108 $21,421 256,537 SH DEFINED 1 256,537 SCHOLASTIC CORP COMMON STOCK 807066105 $ 21 714 SH DEFINED 1 714 SCHOOL SPECIALTY INC COMMON STOCK 807863105 $ 146 10,471 SH DEFINED 1 10,471 SCHULMAN (A) INC COMMON STOCK 808194104 $ 470 20,543 SH DEFINED 1 20,543 SCHWEITZER-MAUDUIT INTL INC COMMON STOCK 808541106 $ 737 11,706 SH DEFINED 1 11,706 SCIENTIFIC GAMES CORP COMMON STOCK 80874P109 $ 18 1,815 SH DEFINED 1 1,815 SCOTTS MIRACLE-GRO CO COMMON STOCK 810186106 $ 53 1,053 SH DEFINED 1 1,053 SCRIPPS CO (THE EW) COMMON STOCK CLASS A 811054402 $ 1,084 106,769 SH DEFINED 1 106,769 SCRIPPS NETWORKS COMMON STOCK INTERACTIVE CLASS A 811065101 $ 476 9,195 SH DEFINED 1 9,195 SEACOR HOLDINGS INC COMMON STOCK 811904101 $ 1,413 13,975 SH DEFINED 1 13,975 SEAHAWK DRILLING INC. COMMON STOCK 81201R107 $ 69 7,755 SH DEFINED 1 7,755 SEALED AIR CORPORATION COMMON STOCK 81211K100 $ 406 15,951 SH DEFINED 1 15,951 SEALY CORP COMMON STOCK 812139301 $ 87 29,822 SH DEFINED 1 29,822 SEARS HOLDINGS CORP COMMON STOCK 812350106 $ 327 4,435 SH DEFINED 1 4,435 SEI INVESTMENTS CO COMMON STOCK 784117103 $ 85 3,586 SH DEFINED 1 3,586 SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 $ 640 35,255 SH DEFINED 1 35,255 SEMPRA ENERGY COMMON STOCK 816851109 $ 1,311 24,982 SH DEFINED 1 24,982 SEMTECH CORP COMMON STOCK 816850101 $ 31 1,356 SH DEFINED 1 1,356 SENECA FOODS CORP COMMON STOCK CLASS A 817070501 $ 162 5,986 SH DEFINED 1 5,986 SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 $ 69 3,133 SH DEFINED 1 3,133 SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T100 $ 41 1,118 SH DEFINED 1 1,118 SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 $ 52 6,299 SH DEFINED 1 6,299 SFN GROUP INC COMMON STOCK 784153108 $ 348 35,653 SH DEFINED 1 35,653 SHAW GROUP INC COMMON STOCK 820280105 $ 66 1,915 SH DEFINED 1 1,915 SHERWIN-WILLIAMS CO COMMON STOCK 824348106 $ 754 9,001 SH DEFINED 1 9,001 SHUFFLE MASTER INC COMMON STOCK 825549108 $ 410 35,779 SH DEFINED 1 35,779 SIGMA ALDRICH CORP COMMON STOCK 826552101 $ 809 12,148 SH DEFINED 1 12,148 SIGMA DESIGNS INC COMMON STOCK 826565103 $ 254 17,891 SH DEFINED 1 17,891 SIGNATURE BANK COMMON STOCK 82669G104 $ 2,852 57,041 SH DEFINED 1 57,041 SILGAN HOLDINGS INC COMMON STOCK 827048109 $ 44 1,224 SH DEFINED 1 1,224

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 ----------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- SILICON LABORATORIES INC COMMON STOCK 826919102 $3,224 70,065 SH DEFINED 1 70,065 SIMMONS 1ST NATL CORP COMMON STOCK 828730200 $ 331 11,619 SH DEFINED 1 11,619 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 $2,942 29,572 SH DEFINED 1 29,572 SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 $ 806 26,060 SH DEFINED 1 26,060 SK TELECOM CO LTD COMMON STOCK 78440P108 $ 381 20,450 SH DEFINED 1 20,450 SKECHERS USA INC COMMON STOCK 830566105 $ 454 22,677 SH DEFINED 1 22,677 SKYLINE CORP COMMON STOCK 830830105 $ 120 4,601 SH DEFINED 1 4,601 SKYWEST INC COMMON STOCK 830879102 $ 556 35,611 SH DEFINED 1 35,611 SKYWORKS SOLUTIONS INC. COMMON STOCK 83088M102 $ 124 4,348 SH DEFINED 1 4,348 SL GREEN REALTY CORP COMMON STOCK 78440X101 $ 127 1,880 SH DEFINED 1 1,880 SLM CORP COMMON STOCK 78442P106 $4,841 384,488 SH DEFINED 1 384,488 SM ENERGY CO COMMON STOCK 78454L100 $3,320 56,338 SH DEFINED 1 56,338 SMITH (AO) CORP COMMON STOCK 831865209 $ 840 22,071 SH DEFINED 1 22,071 SMITH MICRO SOFTWARE I COMMON STOCK 832154108 $ 320 20,362 SH DEFINED 1 20,362 SMITHFIELD FOODS INC COMMON STOCK 832248108 $ 83 4,047 SH DEFINED 1 4,047 SMUCKER JM CO COMMON STOCK 832696405 $1,669 25,428 SH DEFINED 1 25,428 SNAP-ON INC COMMON STOCK 833034101 $ 342 6,038 SH DEFINED 1 6,038 SOLERA HOLDINGS INC COMMON STOCK 83421A104 $5,779 112,602 SH DEFINED 1 112,602 SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 $ 303 22,878 SH DEFINED 1 22,878 SONIC CORP COMMON STOCK 835451105 $ 415 40,962 SH DEFINED 1 40,962 SONIC SOLUTIONS COMMON STOCK 835460106 $ 493 32,876 SH DEFINED 1 32,876 SONOCO PRODUCTS CO COMMON STOCK 835495102 $ 79 2,354 SH DEFINED 1 2,354 SONOSIGHT INC COMMON STOCK 83568G104 $ 645 20,400 SH DEFINED 1 20,400 SOTHEBY'S COMMON STOCK 835898107 $1,318 29,290 SH DEFINED 1 29,290 SOURCEFIRE, INC. COMMON STOCK 83616T108 $ 475 18,325 SH DEFINED 1 18,325 SOUTH JERSEY INDUSTRIES INC COMMON STOCK 838518108 $1,041 19,709 SH DEFINED 1 19,709 SOUTHERN CO COMMON STOCK 842587107 $3,217 84,146 SH DEFINED 1 84,146 SOUTHERN UNION CO COMMON STOCK 844030106 $ 70 2,901 SH DEFINED 1 2,901 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 $ 964 74,300 SH DEFINED 1 74,300 SOUTHWEST GAS CORP COMMON STOCK 844895102 $1,099 29,977 SH DEFINED 1 29,977 SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 $1,316 35,160 SH DEFINED 1 35,160 SOVRAN SELF STORAGE IN COMMON STOCK 84610H108 $1,520 41,306 SH DEFINED 1 41,306 SPARTAN MOTORS INC COMMON STOCK 846819100 $ 127 20,916 SH DEFINED 1 20,916 SPARTAN STORES INC COMMON STOCK 846822104 $1,459 86,071 SH DEFINED 1 86,071 SPECTRA ENERGY CORP COMMON STOCK 847560109 $4,932 197,359 SH DEFINED 1 197,359 SPECTRUM BRANDS HOLDINGS INC COMMON STOCK 84763R101 $ 63 2,033 SH DEFINED 1 2,033 SPRINT NEXTEL CORP COMMON STOCK 852061100 $1,400 331,003 SH DEFINED 1 331,003 SPX CORP COMMON STOCK 784635104 $ 82 1,149 SH DEFINED 1 1,149 SRA INTERNATIONAL INC COMMON STOCK CLASS A 78464R105 $ 24 1,183 SH DEFINED 1 1,183 ST JUDE MEDICAL INC COMMON STOCK 790849103 $2,893 67,670 SH DEFINED 1 67,670 STAGE STORES INC COMMON STOCK 85254C305 $ 407 23,476 SH DEFINED 1 23,476 STAMPS.COM INC COMMON STOCK 852857200 $ 96 7,227 SH DEFINED 1 7,227 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 $ 47 1,048 SH DEFINED 1 1,048 STANDARD MICROSYSTEMS CORP COMMON STOCK 853626109 $ 423 14,676 SH DEFINED 1 14,676 STANDARD MOTOR PRODUCTS INC COMMON STOCK 853666105 $ 183 13,351 SH DEFINED 1 13,351 STANDARD PACIFIC CORP COMMON STOCK 85375C101 $ 291 63,308 SH DEFINED 1 63,308 STANDARD PARKING CORP COMMON STOCK 853790103 $1,512 80,058 SH DEFINED 1 80,058 STANDARD REGISTER CO COMMON STOCK 853887107 $ 24 7,142 SH DEFINED 1 7,142 STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 $ 251 8,403 SH DEFINED 1 8,403 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 $2,375 35,522 SH DEFINED 1 35,522 STAPLES INC COMMON STOCK 855030102 $1,687 74,081 SH DEFINED 1 74,081

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 ------------------------ -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- STARBUCKS CORP COMMON STOCK 855244109 $5,103 158,831 SH DEFINED 1 158,831 STARTEK INC COMMON STOCK 85569C107 $ 32 6,280 SH DEFINED 1 6,280 STARWOOD HOTELS & COMMON RESORTS WORL STOCK 85590A401 $1,171 19,267 SH DEFINED 1 19,267 STATE STREET CORP COMMON STOCK 857477103 $2,351 50,731 SH DEFINED 1 50,731 STATOIL ASA ADR 85771P102 $2,362 99,355 SH DEFINED 1 99,355 STEEL DYNAMICS INC COMMON STOCK 858119100 $ 93 5,059 SH DEFINED 1 5,059 STEEL DYNAMICS INC CONVERTIBLE NOTES 858119AP5 $ 89 70,000 PRN DEFINED 1 70,000 STEELCASE INC COMMON STOCK 858155203 $ 716 67,725 SH DEFINED 1 67,725 STEIN MART INC COMMON STOCK 858375108 $ 159 17,180 SH DEFINED 1 17,180 STEPAN CO COMMON STOCK 858586100 $ 385 5,049 SH DEFINED 1 5,049 STERICYCLE INC COMMON STOCK 858912108 $ 679 8,389 SH DEFINED 1 8,389 STERIS CORP COMMON STOCK 859152100 $1,188 32,587 SH DEFINED 1 32,587 STERLING BANCORP NY COMMON STOCK 859158107 $ 192 18,346 SH DEFINED 1 18,346 STERLING BANCSHARES INC COMMON STOCK 858907108 $ 480 68,438 SH DEFINED 1 68,438 STEVEN MADDEN LTD COMMON STOCK 556269108 $1,706 40,880 SH DEFINED 1 40,880 STEWART INFORMATION COMMON SERVICES C STOCK 860372101 $ 137 11,842 SH DEFINED 1 11,842 STIFEL FINANCIAL CORP COMMON STOCK 860630102 $4,375 70,522 SH DEFINED 1 70,522 STONE ENERGY CORP COMMON STOCK 861642106 $ 723 32,429 SH DEFINED 1 32,429 STR HOLDINGS INC COMMON STOCK 78478V100 $ 540 26,996 SH DEFINED 1 26,996 STRATASYS INC COMMON STOCK 862685104 $ 453 13,865 SH DEFINED 1 13,865 STRAYER EDUCATION INC COMMON STOCK 863236105 $ 51 334 SH DEFINED 1 334 STRYKER CORP COMMON STOCK 863667101 $1,854 34,525 SH DEFINED 1 34,525 STURM RUGER COMPANY INC COMMON STOCK 864159108 $ 194 12,696 SH DEFINED 1 12,696 SUCCESSFACTORS INC COMMON STOCK 864596101 $ 765 26,400 SH DEFINED 1 26,400 SUN LIFE FINANCIAL COMMON STOCK 866796105 $4,283 142,300 SH DEFINED 1 142,300 SUNOCO INC COMMON STOCK 86764P109 $4,742 117,643 SH DEFINED 1 117,643 SUNTRUST BANKS INC COMMON STOCK 867914103 $8,774 297,335 SH DEFINED 1 297,335 SUPER MICRO COMMON COMPUTER, INC. STOCK 86800U104 $ 182 15,798 SH DEFINED 1 15,798 SUPERIOR ENERGY COMMON SERVICES INC STOCK 868157108 $ 64 1,835 SH DEFINED 1 1,835 SUPERIOR INDUSTRIES COMMON INTL INC STOCK 868168105 $ 329 15,505 SH DEFINED 1 15,505 SUPERTEX INC COMMON STOCK 868532102 $ 204 8,429 SH DEFINED 1 8,429 SUPERVALU INC COMMON STOCK 868536103 $ 192 19,895 SH DEFINED 1 19,895 SURMODICS INC COMMON STOCK 868873100 $ 143 12,037 SH DEFINED 1 12,037 SUSQUEHANNA COMMON BANCSHARES INC STOCK 869099101 $ 838 86,615 SH DEFINED 1 86,615 SVB FINANCIAL GROUP COMMON STOCK 78486Q101 $ 49 925 SH DEFINED 1 925 SWIFT ENERGY CO COMMON STOCK 870738101 $1,064 27,168 SH DEFINED 1 27,168 SWS GROUP INC COMMON STOCK 78503N107 $ 99 19,639 SH DEFINED 1 19,639 SXC HEALTH SOLUTIONS COMMON CORP STOCK 78505P100 $1,072 25,000 SH DEFINED 1 25,000 SYKES ENTERPRISES INC COMMON STOCK 871237103 $ 539 26,584 SH DEFINED 1 26,584 SYMANTEC CORP COMMON STOCK 871503108 $1,323 79,056 SH DEFINED 1 79,056 SYMMETRICOM INC COMMON STOCK 871543104 $ 197 27,818 SH DEFINED 1 27,818 SYMMETRY MEDICAL INC COMMON STOCK 871546206 $1,897 205,132 SH DEFINED 1 205,132 SYNAPTICS INC COMMON STOCK 87157D109 $ 668 22,734 SH DEFINED 1 22,734 SYNCHRONOSS COMMON TECHNOLOGIES INC STOCK 87157B103 $ 420 15,714 SH DEFINED 1 15,714 SYNIVERSE HOLDING INC COMMON STOCK 87163F106 $ 48 1,569 SH DEFINED 1 1,569 SYNNEX CORP COMMON STOCK 87162W100 $ 485 15,559 SH DEFINED 1 15,559 SYNOPSYS INC COMMON STOCK 871607107 $ 92 3,405 SH DEFINED 1 3,405 SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 $ 987 373,717 SH DEFINED 1 373,717 SYSCO CORP COMMON STOCK 871829107 $1,724 58,630 SH DEFINED 1 58,630 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 $2,733 42,352 SH DEFINED 1 42,352 TAIWAN SEMICONDUCTOR ADR 874039100 $8,135 648,757 SH DEFINED 1 648,757

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 ------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- TAKE-TWO INTERACTIVE COMMON SOFTWARE STOCK 874054109 $ 694 56,733 SH DEFINED 1 56,733 TALEO CORP COMMON STOCK CLASS A 87424N104 $ 1,550 56,059 SH DEFINED 1 56,059 TANGER FACTORY OUTLET COMMON CNTR INC STOCK 875465106 $ 1,365 26,668 SH DEFINED 1 26,668 TARGET CORP COMMON STOCK 87612E106 $ 4,302 71,549 SH DEFINED 1 71,549 TCF FINANCIAL CORP COMMON STOCK 872275102 $ 2,876 194,161 SH DEFINED 1 194,161 TD AMERITRADE HOLDING COMMON CORP STOCK 87236Y108 $ 4,577 241,000 SH DEFINED 1 241,000 TEAM INC COMMON STOCK 878155100 $ 2,689 111,103 SH DEFINED 1 111,103 TECH DATA CORP COMMON STOCK 878237106 $ 848 19,266 SH DEFINED 1 19,266 TECHNE CORP COMMON STOCK 878377100 $ 55 833 SH DEFINED 1 833 TECO ENERGY INC COMMON STOCK 872375100 $ 1,939 108,953 SH DEFINED 1 108,953 TEKELEC COMMON STOCK 879101103 $ 538 45,174 SH DEFINED 1 45,174 TELEDYNE TECHNOLOGIES COMMON INC STOCK 879360105 $ 1,052 23,922 SH DEFINED 1 23,922 TELEFLEX INC COMMON STOCK 879369106 $ 1,074 19,965 SH DEFINED 1 19,965 TELEFONICA SA SPONSORED ADR 879382208 $ 4,027 58,850 SH DEFINED 1 58,850 TELEKOMUNIK INDONESIA ADR 715684106 $ 506 14,200 SH DEFINED 1 14,200 TELEPHONE & DATA COMMON SYSTEMS INC STOCK 879433100 $ 77 2,113 SH DEFINED 1 2,113 TELETECH HOLDINGS INC COMMON STOCK 879939106 $ 393 19,082 SH DEFINED 1 19,082 TELLABS INC COMMON STOCK 879664100 $ 258 38,082 SH DEFINED 1 38,082 TEMPLE-INLAND INC COMMON STOCK 879868107 $ 1,141 53,726 SH DEFINED 1 53,726 TEMPUR-PEDIC COMMON INTERNATIONAL INC STOCK 88023U101 $ 973 24,300 SH DEFINED 1 24,300 TENET HEALTHCARE CORP COMMON STOCK 88033G100 $ 320 47,895 SH DEFINED 1 47,895 TENNECO AUTOMOTIVE INC COMMON STOCK 880349105 $ 2,548 61,914 SH DEFINED 1 61,914 TERADATA CORPORATION COMMON STOCK 88076W103 $ 705 17,136 SH DEFINED 1 17,136 TERADYNE INC COMMON STOCK 880770102 $ 1,730 123,197 SH DEFINED 1 123,197 TEREX CORP COMMON STOCK 880779103 $ 126 4,049 SH DEFINED 1 4,049 TESORO PETROLEUM COMMON CORP STOCK 881609101 $ 272 14,662 SH DEFINED 1 14,662 TESSERA TECHNOLOGIES COMMON INC STOCK 88164L100 $ 747 33,706 SH DEFINED 1 33,706 TETRA TECH INC COMMON STOCK 88162G103 $ 2,251 89,841 SH DEFINED 1 89,841 TETRA TECHNOLOGIES INC COMMON STOCK 88162F105 $ 591 49,780 SH DEFINED 1 49,780 TEXAS CAPITAL BANCSHARES COMMON INC STOCK 88224Q107 $ 511 24,003 SH DEFINED 1 24,003 TEXAS INDUSTRIES INC COMMON STOCK 882491103 $ 842 18,383 SH DEFINED 1 18,383 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 $ 5,588 171,939 SH DEFINED 1 171,939 TEXAS ROADHOUSE INC COMMON STOCK 882681109 $ 667 38,832 SH DEFINED 1 38,832 TEXTRON INC COMMON STOCK 883203101 $ 4,823 204,022 SH DEFINED 1 204,022 THE MEN'S WEARHOUSE COMMON INC STOCK 587118100 $ 877 35,127 SH DEFINED 1 35,127 THERAVANCE INC COMMON STOCK 88338T104 $ 2,006 80,000 SH DEFINED 1 80,000 THERMO ELECTRON CORP COMMON STOCK 883556102 $ 3,726 67,299 SH DEFINED 1 67,299 THOMAS & BETTS CORP COMMON STOCK 884315102 $ 1,321 27,350 SH DEFINED 1 27,350 THOR INDUSTRIES INC COMMON STOCK 885160101 $ 34 995 SH DEFINED 1 995 LABS CORP COMMON STOCK 885175307 $ 38 1,335 SH DEFINED 1 1,335 THQ INC COMMON STOCK 872443403 $ 272 44,966 SH DEFINED 1 44,966 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 $ 1,566 79,456 SH DEFINED 1 79,456 TIDEWATER INC COMMON STOCK 886423102 $ 63 1,166 SH DEFINED 1 1,166 TIFFANY & CO COMMON STOCK 886547108 $ 5,464 87,751 SH DEFINED 1 87,751 TIM HORTONS INC COMMON STOCK 88706M103 $ 2,515 61,000 SH DEFINED 1 61,000 TIMBERLAND CO (THE) COMMON STOCK 887100105 $ 21 863 SH DEFINED 1 863 TIME WARNER CABLE INC COMMON STOCK 88732J207 $ 2,372 35,923 SH DEFINED 1 35,923 TIME WARNER INC COMMON STOCK 887317303 $13,150 408,754 SH DEFINED 1 408,754 TIMKEN CO (THE) COMMON STOCK 887389104 $ 88 1,852 SH DEFINED 1 1,852 TITANIUM METALS CORP COMMON STOCK 888339207 $ 154 8,981 SH DEFINED 1 8,981 TJX COMPANIES INC COMMON STOCK 872540109 $ 1,789 40,299 SH DEFINED 1 40,299

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 ------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- TNS INC COMMON STOCK 872960109 $ 670 32,200 SH DEFINED 1 32,200 TOLL BROTHERS INC COMMON STOCK 889478103 $ 62 3,279 SH DEFINED 1 3,279 TOLLGRADE COMMON COMMUNICATIONS INC STOCK 889542106 $ 64 6,884 SH DEFINED 1 6,884 TOMPKINS COUNTY COMMON TRUSTCO INC STOCK 890110109 $ 216 5,524 SH DEFINED 1 5,524 TOOTSIE ROLL COMMON INDUSTRIES INC STOCK 890516107 $ 14 477 SH DEFINED 1 477 TORCHMARK CORP COMMON STOCK 891027104 $ 496 8,307 SH DEFINED 1 8,307 TORO CO COMMON STOCK 891092108 $ 1,272 20,632 SH DEFINED 1 20,632 TORONTO-DOMINION COMMON BANK STOCK 891160509 $ 3,119 41,969 SH DEFINED 1 41,969 TOTAL FINA ELF SA ADR 89151E109 $ 5,155 96,400 SH DEFINED 1 96,400 TOTAL SYSTEM COMMON SERVICES INC STOCK 891906109 $ 292 18,998 SH DEFINED 1 18,998 TOWER GROUP INC COMMON STOCK 891777104 $ 689 26,945 SH DEFINED 1 26,945 TOWERS WATSON & CO COMMON STOCK CLASS A 891894107 $ 55 1,052 SH DEFINED 1 1,052 TOYOTA MOTOR CREDIT CORP ADR 892331307 $ 3,755 47,750 SH DEFINED 1 47,750 TRACTOR SUPPLY CO COMMON STOCK 892356106 $ 86 1,780 SH DEFINED 1 1,780 TRADESTATION COMMON GROUP INC STOCK 89267P105 $ 171 25,303 SH DEFINED 1 25,303 TRANSATLANTIC COMMON HOLDINGS INC STOCK 893521104 $ 76 1,466 SH DEFINED 1 1,466 TRAVELERS COMPANIES COMMON INC STOCK 89417E109 $ 2,635 47,305 SH DEFINED 1 47,305 TREDEGAR CORPORATION COMMON INC STOCK 894650100 $ 296 15,268 SH DEFINED 1 15,268 TREEHOUSE FOODS INC COMMON STOCK 89469A104 $ 1,192 23,327 SH DEFINED 1 23,327 TRIMBLE NAVIGATION LTD COMMON STOCK 896239100 $ 5,063 126,799 SH DEFINED 1 126,799 TRINITY INDUSTRIES INC COMMON STOCK 896522109 $ 49 1,858 SH DEFINED 1 1,858 TRINITY INDUSTRIES INC CONVERTIBLE NOTES 896522AF6 $ 166 175,000 PRN DEFINED 1 175,000 TRIQUINT SEMICONDUCTOR COMMON INC STOCK 89674K103 $ 3,299 282,222 SH DEFINED 1 282,222 TRIUMPH GROUP INC COMMON STOCK 896818101 $ 1,749 19,559 SH DEFINED 1 19,559 TRUE RELIGION APPAREL COMMON INC STOCK 89784N104 $ 369 16,594 SH DEFINED 1 16,594 TRUEBLUE INC COMMON STOCK 89785X101 $ 523 29,052 SH DEFINED 1 29,052 TRUSTCO BANK CORP COMMON STOCK 898349105 $ 330 52,072 SH DEFINED 1 52,072 TRUSTMARK CORP COMMON STOCK 898402102 $ 34 1,368 SH DEFINED 1 1,368 TRW AUTOMOTIVE COMMON HOLDINGS CORP STOCK 87264S106 $ 65 1,225 SH DEFINED 1 1,225 TTM TECHNOLOGIES INC COMMON STOCK 87305R109 $ 1,475 98,903 SH DEFINED 1 98,903 TUESDAY MORNING COMMON CORP STOCK 899035505 $ 132 25,030 SH DEFINED 1 25,030 TUPPERWARE BRANDS COMMON CORP STOCK 899896104 $ 70 1,470 SH DEFINED 1 1,470 TW TELECOM INC COMMON STOCK 87311L104 $ 61 3,561 SH DEFINED 1 3,561 TYCO ELECTRONICS LTD COMMON STOCK H8912P106 $ 9,568 270,290 SH DEFINED 1 270,290 TYCO INTERNATIONAL LTD COMMON STOCK H89128104 $ 2,080 50,200 SH DEFINED 1 50,200 TYLER TECHNOLOGIES INC COMMON STOCK 902252105 $ 352 16,943 SH DEFINED 1 16,943 TYSON FOODS INC COMMON STOCK 902494103 $ 513 29,811 SH DEFINED 1 29,811 U S BANCORP COMMON STOCK 902973304 $16,001 593,298 SH DEFINED 1 593,298 UDR INC COMMON STOCK 902653104 $ 1,334 56,714 SH DEFINED 1 56,714 UGI CORP COMMON STOCK 902681105 $ 2,410 76,302 SH DEFINED 1 76,302 UIL HOLDINGS CORPORATION COMMON STOCK 902748102 $ 2,239 74,748 SH DEFINED 1 74,748 ULTA SALON COSMETICS COMMON & FRAGRAN STOCK 90384S303 $ 700 20,600 SH DEFINED 1 20,600 ULTRA PETROLEUM COMMON CORP STOCK 903914109 $ 4,634 97,000 SH DEFINED 1 97,000 ULTRA TECH INC COMMON STOCK 904034105 $ 316 15,911 SH DEFINED 1 15,911 UMB FINANCIAL CORP COMMON STOCK 902788108 $ 812 19,594 SH DEFINED 1 19,594 UMPQUA HOLDINGS CORP COMMON STOCK 904214103 $ 922 75,657 SH DEFINED 1 75,657 UNDER ARMOUR INC COMMON STOCK CLASS A 904311107 $ 47 860 SH DEFINED 1 860 UNIFIRST CORPORATION COMMON STOCK 904708104 $ 541 9,825 SH DEFINED 1 9,825 UNILEVER N V ADR 904784709 $ 4,455 141,880 SH DEFINED 1 141,880 UNION PACIFIC CORP COMMON STOCK 907818108 $ 4,654 50,226 SH DEFINED 1 50,226 UNISOURCE ENERGY COMMON CORP HLD CO STOCK 909205106 $ 855 23,869 SH DEFINED 1 23,869

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 -------------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- UNIT CORP COMMON STOCK 909218109 $ 47 1,010 SH DEFINED 1 1,010 UNITED BANKSHARES INC COMMON STOCK 909907107 $ 739 25,293 SH DEFINED 1 25,293 UNITED COMMUNITY COMMON BANKS INC STOCK 90984P105 $ 125 64,075 SH DEFINED 1 64,075 UNITED FIRE & CASUALTY CO COMMON STOCK 910331107 $ 307 13,775 SH DEFINED 1 13,775 UNITED NATURAL FOODS INC COMMON STOCK 911163103 $ 1,155 31,475 SH DEFINED 1 31,475 UNITED ONLINE INC COMMON STOCK 911268100 $ 383 58,054 SH DEFINED 1 58,054 UNITED PARCEL SERVICE COMMON STOCK CLASS B 911312106 $31,195 429,799 SH DEFINED 1 429,799 UNITED RENTALS INC COMMON STOCK 911363109 $ 30 1,301 SH DEFINED 1 1,301 UNITED STATES STEEL CORP COMMON STOCK 912909108 $ 860 14,729 SH DEFINED 1 14,729 UNITED STATIONERS INC COMMON STOCK 913004107 $ 963 15,093 SH DEFINED 1 15,093 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 $ 7,379 93,735 SH DEFINED 1 93,735 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 $ 76 1,198 SH DEFINED 1 1,198 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 $ 4,014 111,167 SH DEFINED 1 111,167 UNITRIN INC COMMON STOCK 913275103 $ 27 1,080 SH DEFINED 1 1,080 UNIVERSAL CORP COMMON STOCK 913456109 $ 21 528 SH DEFINED 1 528 UNIVERSAL COMMON ELECTRONICS INC STOCK 913483103 $ 284 10,017 SH DEFINED 1 10,017 UNIVERSAL FOREST COMMON PRODUCTS INC STOCK 913543104 $ 491 12,630 SH DEFINED 1 12,630 UNIVERSAL HEALTH COMMON REALTY INCOME STOCK 91359E105 $ 308 8,441 SH DEFINED 1 8,441 UNIVERSAL HEALTH COMMON SERVICES INC STOCK 913903100 $ 101 2,336 SH DEFINED 1 2,336 UNIVERSAL TECHNICAL COMMON INSTITUTE STOCK 913915104 $ 311 14,105 SH DEFINED 1 14,105 UNUM GROUP COMMON STOCK 91529Y106 $ 797 32,891 SH DEFINED 1 32,891 URBAN OUTFITTERS INC COMMON STOCK 917047102 $ 471 13,146 SH DEFINED 1 13,146 URS CORP COMMON STOCK 903236107 $ 81 1,956 SH DEFINED 1 1,956 URSTADT BIDDLE COMMON PROPERTIES STOCK CLASS A 917286205 $ 300 15,413 SH DEFINED 1 15,413 USA MOBILITY INC COMMON STOCK 90341G103 $ 257 14,443 SH DEFINED 1 14,443 USG CORP COMMON STOCK 903293405 $ 1,772 105,300 SH DEFINED 1 105,300 U-STORE-IT TRUST COMMON STOCK 91274F104 $ 1,163 121,989 SH DEFINED 1 121,989 UTI WORLDWIDE INC COMMON STOCK G87210103 $ 3,814 179,900 SH DEFINED 1 179,900 VALASSIS COMMON COMMUNICATIONS INC STOCK 918866104 $ 770 23,800 SH DEFINED 1 23,800 VALE S A ADR 91912E105 $ 916 26,485 SH DEFINED 1 26,485 VALEANT CONVERTIBLE PHARMACEUTICALS NOTES 91911XAD6 $ 1,882 840,000 PRN DEFINED 1 840,000 VALERO ENERGY CORP COMMON STOCK 91913Y100 $ 1,304 56,411 SH DEFINED 1 56,411 VALLEY COMMON NATIONAL BANCORP STOCK 919794107 $ 52 3,616 SH DEFINED 1 3,616 VALMONT COMMON INDUSTRIES INC STOCK 920253101 $ 44 500 SH DEFINED 1 500 VALSPAR CORP COMMON STOCK 920355104 $ 81 2,339 SH DEFINED 1 2,339 VALUECLICK INC COMMON STOCK 92046N102 $ 28 1,747 SH DEFINED 1 1,747 VANTAGE COMMON DRILLING COMPANY STOCK G93205113 $ 25 12,545 SH DEFINED 1 12,545 VARIAN MEDICAL COMMON SYSTEMS INC STOCK 92220P105 $ 864 12,466 SH DEFINED 1 12,466 VARIAN SEMICONDUCTOR COMMON EQUIPMENT STOCK 922207105 $ 5,379 145,484 SH DEFINED 1 145,484 VCA ANTECH INC COMMON STOCK 918194101 $ 49 2,121 SH DEFINED 1 2,121 VECTREN CORPORATION COMMON STOCK 92240G101 $ 51 1,996 SH DEFINED 1 1,996 VEECO INSTRUMENTS INC COMMON STOCK 922417100 $ 1,965 45,740 SH DEFINED 1 45,740 VENTAS INC COMMON STOCK 92276F100 $ 823 15,690 SH DEFINED 1 15,690 VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 $ 1,068 27,700 SH DEFINED 1 27,700 VERISIGN INC COMMON STOCK 92343E102 $ 578 17,702 SH DEFINED 1 17,702 VERISK ANALYTICS INC COMMON STOCK CLASS A 92345Y106 $ 2,897 85,000 SH DEFINED 1 85,000 VERIZON COMMON COMMUNICATIONS INC STOCK 92343V104 $16,416 458,805 SH DEFINED 1 458,805 VERTEX COMMON PHARMACEUTICALS INC STOCK 92532F100 $10,067 287,377 SH DEFINED 1 287,377 VF CORP COMMON STOCK 918204108 $ 728 8,449 SH DEFINED 1 8,449 VIACOM INC COMMON STOCK CLASS B 92553P201 $ 4,308 108,759 SH DEFINED 1 108,759 VIAD CORP COMMON STOCK 92552R406 $ 334 13,110 SH DEFINED 1 13,110

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 ----------------------- -------------- --------- --------- -------- --- ---- ---------- -------- ---------------- ------ ---- VIASAT INC COMMON STOCK 92552V100 $ 1,191 26,815 SH DEFINED 1 26,815 VICOR CORP COMMON STOCK 925815102 $ 206 12,533 SH DEFINED 1 12,533 VIRGIN MEDIA INC CONVERTIBLE NOTES 92769LAB7 $ 166 100,000 PRN DEFINED 1 100,000 VIROPHARMA INC COMMON STOCK 928241108 $ 1,344 77,590 SH DEFINED 1 77,590 VISA INC COMMON STOCK CLASS A 92826C839 $ 3,466 49,242 SH DEFINED 1 49,242 VISHAY COMMON INTERTECHNOLOGY INC STOCK 928298108 $ 58 3,959 SH DEFINED 1 3,959 VISTAPRINT NV COMMON STOCK N93540107 $ 561 12,200 SH DEFINED 1 12,200 VITRAN CORPORATION INC COMMON STOCK 92850E107 $ 726 55,310 SH DEFINED 1 55,310 VODAFONE GROUP PLC COMMON STOCK 92857W209 $ 2,575 97,425 SH DEFINED 1 97,425 VOLCOM INC COMMON STOCK 92864N101 $ 216 11,464 SH DEFINED 1 11,464 VOLT INFORMATION COMMON SCIENCES INC STOCK 928703107 $ 78 9,033 SH DEFINED 1 9,033 VOLTERRA COMMON SEMICONDUCTOR CORP STOCK 928708106 $ 1,414 61,044 SH DEFINED 1 61,044 VORNADO REALTY TRUST COMMON STOCK 929042109 $ 1,375 16,497 SH DEFINED 1 16,497 VULCAN MATERIALS CO COMMON STOCK 929160109 $ 5,956 134,261 SH DEFINED 1 134,261 W.R. GRACE & CO COMMON STOCK 38388F108 $ 1,591 45,277 SH DEFINED 1 45,277 WABASH NATIONAL CORP COMMON STOCK 929566107 $ 1,285 108,469 SH DEFINED 1 108,469 WABCO HOLDINGS INC COMMON STOCK 92927K102 $ 5,606 92,000 SH DEFINED 1 92,000 WABTEC CORPORATION COMMON STOCK 929740108 $ 1,856 35,098 SH DEFINED 1 35,098 WADDELL & REED COMMON FINANCIAL INC STOCK CLASS A 930059100 $ 69 1,944 SH DEFINED 1 1,944 WAL MART STORES INC COMMON STOCK 931142103 $10,677 197,978 SH DEFINED 1 197,978 WALGREEN CO COMMON STOCK 931422109 $ 3,652 93,733 SH DEFINED 1 93,733 WARNACO GROUP INC COMMON STOCK 934390402 $ 63 1,136 SH DEFINED 1 1,136 WASHINGTON FEDERAL INC COMMON STOCK 938824109 $ 42 2,469 SH DEFINED 1 2,469 WASHINGTON POST CO COMMON STOCK 939640108 $ 240 547 SH DEFINED 1 547 WASTE CONNECTIONS INC COMMON STOCK 941053100 $ 1,399 50,827 SH DEFINED 1 50,827 WASTE MANAGEMENT INC COMMON STOCK 94106L109 $ 1,780 48,280 SH DEFINED 1 48,280 WATERS CORP COMMON STOCK 941848103 $ 5,981 76,970 SH DEFINED 1 76,970 WATSCO INC COMMON STOCK 942622200 $ 43 681 SH DEFINED 1 681 WATSON COMMON PHARMACEUTICALS INC STOCK 942683103 $ 647 12,531 SH DEFINED 1 12,531 WATTS WATER COMMON TECHNOLOGIES INC STOCK 942749102 $ 715 19,537 SH DEFINED 1 19,537 WAUSAU PAPER CORP COMMON STOCK 943315101 $ 275 31,918 SH DEFINED 1 31,918 WD-40 CO COMMON STOCK 929236107 $ 440 10,930 SH DEFINED 1 10,930 WEBSENSE INC COMMON STOCK 947684106 $ 561 27,701 SH DEFINED 1 27,701 WEBSTER COMMON FINANCIAL CORP STOCK 947890109 $ 611 30,992 SH DEFINED 1 30,992 WEINGARTEN COMMON REALTY INVESTORS STOCK 948741103 $ 65 2,740 SH DEFINED 1 2,740 WELLCARE COMMON HEALTH PLANS INC STOCK 94946T106 $ 1,427 47,207 SH DEFINED 1 47,207 WELLPOINT INC COMMON STOCK 94973V107 $ 2,297 40,397 SH DEFINED 1 40,397 WELLS FARGO & CO COMMON STOCK 949746101 $29,385 948,217 SH DEFINED 1 948,217 WENDY'S/ARBY'S COMMON GROUP INC STOCK CLASS A 950587105 $ 37 8,075 SH DEFINED 1 8,075 WERNER COMMON ENTERPRISES INC STOCK 950755108 $ 27 1,204 SH DEFINED 1 1,204 WEST PHARMACEUTICAL COMMON SERVICES STOCK 955306105 $ 2,701 65,560 SH DEFINED 1 65,560 WESTAMERICA BANCORP COMMON STOCK 957090103 $ 37 666 SH DEFINED 1 666 WESTAR ENERGY INC COMMON STOCK 95709T100 $ 69 2,745 SH DEFINED 1 2,745 WESTERN DIGITAL CORP COMMON STOCK 958102105 $ 763 22,512 SH DEFINED 1 22,512 WESTERN UNION CO COMMON STOCK 959802109 $ 6,868 369,821 SH DEFINED 1 369,821 WEYERHAEUSER CO COMMON STOCK 962166104 $ 3,394 179,296 SH DEFINED 1 179,296 WGL HOLDINGS INC COMMON STOCK 92924F106 $ 41 1,151 SH DEFINED 1 1,151 WHIRLPOOL CORP COMMON STOCK 963320106 $ 8,312 93,575 SH DEFINED 1 93,575 WHITNEY HOLDING CORP COMMON STOCK 966612103 $ 905 63,981 SH DEFINED 1 63,981 WHOLE COMMON FOODS MARKET INC STOCK 966837106 $ 5,546 109,635 SH DEFINED 1 109,635 WILEY COMMON (JOHN) & SONS INC STOCK 968223206 $ 1,729 38,212 SH DEFINED 1 38,212

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