PORTFOLIO HOLDINGS INFORMATION AS OF 9/15/2008 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES ULTRA QQQ 74347R206 null NASDAQ 100 SWAPS -1,701,470.50 1,057,306,766.06 null null NASDAQ 100 19/12/08 3,213.00 110,302,290.00 null 00507V109 ACTIVISION BLIZZARD INC 847,280.00 null 14,191,940.00 00724F101 ADOBE SYSTEMS INC COM STK 377,369.00 null 14,370,211.52 00971T101 AKAMAI TECHNOLOGIES COM 116,702.00 null 1,985,101.02 21441100 ALTERA CORP COM STK 305,275.00 null 6,102,447.25 23135106 AMAZON COM INC STK 200,759.00 null 15,506,625.16 31162100 AMGEN INC COM STK 367,388.00 null 22,847,859.72 32346108 AMYLIN PHARMACEUTICALS 95,682.00 null 2,019,847.02 37604105 APOLLO GROUP INC 116,049.00 null 7,676,641.35 37833100 APPLE INC COM STK NPV 890,283.00 null 124,960,121.88 38222105 APPLIED MTRLS USD0.01 507,513.00 null 8,292,762.42 52769106 AUTODESK INC COM STK NPV 168,950.00 null 5,646,309.00 75896100 BED BATH AND BEYOND COM 252,719.00 null 7,968,230.07 09062X103 BIOGEN IDEC INC COM STK 228,445.00 null 10,643,252.55 111320107 BROADCOM CORP CLASS'A'COM 294,844.00 null 6,300,816.28 12673P105 CA INC COM STK USD0.10 357,269.00 null 7,656,274.67 127387108 CADENCE DESIGN SYSTEMS 195,629.00 null 1,486,780.40 151020104 CELGENE CORP COM STK 312,860.00 null 21,671,812.20 156708109 CEPHALON INC COM STK 47,763.00 null 3,600,374.94 12541W209 CH ROBINSON WORLDWIDE INC 122,042.00 null 6,659,831.94 172908105 CINTAS CORP COM NPV 133,472.00 null 4,307,141.44 17275R102 CISCO SYSTEMS INC COM STK 1,527,956.00 null 34,195,655.28 177376100 CITRIX SYSTEMS USD0.001 157,859.00 null 4,337,965.32 192446102 COGNIZANT TECH USD0.01 203,836.00 null 5,073,478.04 20030N101 COMCAST CORP COM CLS 'A' 1,032,255.00 null 21,522,516.75 22160K105 COSTCO WHOLESALE CORP COM 165,216.00 null 11,391,643.20 24702R101 DELL INC COM STK USD0.01 538,271.00 null 9,651,199.03 249030107 DENTSPLY INTERNATIONAL 103,416.00 null 4,032,189.84 25459L106 DIRECTV GROUP INC COM STK 604,093.00 null 15,863,482.18 25468Y107 DISCOVERY HLDG CO 172,338.00 null 3,214,103.70 25470M109 DISH NETWORK CORP 157,541.00 null 4,211,070.93 278642103 EBAY INC COM STK USD0.001 710,763.00 null 15,636,786.00 285512109 ELECTRONIC ARTS COM STK 232,381.00 null 10,045,830.63 30212P105 EXPEDIA INC COM STK 203,765.00 null 3,201,148.15 302130109 EXPEDITORS INTERN OF 151,602.00 null 5,510,732.70 302182100 EXPRESS SCRIPTS INC COM 162,221.00 null 12,030,309.36 311900104 FASTENAL COM STK USD0.01 103,172.00 null 5,444,386.44 337738108 FISERV INC COM STK 148,479.00 null 7,851,569.52 302445101 FLIR SYSTEMS INC COM STK 104,056.00 null 3,464,024.24 372917104 GENZYME CORP COM STK 242,662.00 null 19,328,028.30 375558103 GILEAD SCIENCES USD0.001 657,727.00 null 31,459,082.41 38259P508 GOOGLE INC COM STK 105,094.00 null 45,513,058.58 411310105 HANSEN NATURAL CORP COM 67,138.00 null 1,591,170.60 806407102 HENRY SCHEIN INC COM STK 65,168.00 null 3,758,238.56 436440101 HOLOGIC INC COM STK 194,744.00 null 3,762,454.08 44919P508 IAC/INTERACTIVE CORP COM 104,624.00 null 1,684,446.40 458140100 INTEL CORP COM STK 1,452,192.00 null 28,085,393.28 461202103 INTUIT INC COM STK 292,754.00 null 8,683,083.64 46120E602 INTUITIVE SURGICAL INC 28,003.00 null 7,544,288.23 481165108 JOY GLOBAL INC COM STK 76,960.00 null 3,834,916.80 48203R104 JUNIPER NETWORKS COM STK 249,799.00 null 6,284,942.84 482480100 KLA TENCOR CORP COM STK 149,206.00 null 4,819,353.80 512807108 LAM RESEARCH CORP COM STK 93,407.00 null 2,904,023.63 512815101 LAMAR ADVERTISING CO 53,471.00 null 1,908,914.70 521863308 LEAP WIRELESS 49,619.00 null 2,203,083.60 52729N100 LEVEL 3 COMMUNICATIONS 1,095,300.00 null 3,318,759.00 530555101 LIBERTY GLOBAL INC COM 116,923.00 null 3,621,105.31 53071M104 LIBERTY MEDIA HOLDING COM 393,941.00 null 5,416,688.75 535678106 LINEAR TECHNOLOGY CORP 214,700.00 null 6,307,886.00 595017104 MICROCHIP TECHNOLOGY COM 111,351.00 null 3,189,092.64 594918104 MICROSOFT USD0.000125 2,320,625.00 null 62,215,956.25 611742107 MONSTER WORLDWIDE 91,865.00 null 1,658,163.25 64110D104 NETAPP INC COM STK NPV 260,057.00 null 6,067,129.81 62913F201 NII HOLDINGS INC COM STK 117,889.00 null 5,312,078.34 67066G104 NVIDIA USD0.001 394,405.00 null 3,664,022.45 68389X105 ORACLE CORP COM STK 1,555,124.00 null 29,422,946.08 693718108 PACCAR INC COM STK USD1 296,308.00 null 12,388,637.48 703395103 PATTERSON COS INC COM STK 84,250.00 null 2,619,332.50 704326107 PAYCHEX INC COM STK 247,549.00 null 8,211,200.33 716768106 PETSMART INC COM STK 91,301.00 null 2,415,824.46 747525103 QUALCOMM USD0.0001 1,413,435.00 null 66,035,683.20 80004C101 SANDISK CORP COM STK 149,279.00 null 2,151,110.39 812350106 SEARS HLDGS CORP COM STK 99,943.00 null 9,734,448.20 826552101 SIGMA ALDRICH CORP COM 89,656.00 null 4,671,077.60 82967N108 SIRIUS XM RADIO INC 2,490,409.00 null 2,116,847.65 855030102 STAPLES INC COM STK 341,468.00 null 8,266,940.28 855244109 STARBUCKS CORP COM STK 732,843.00 null 11,036,615.58 858119100 STEEL DYNAMICS INC COM 149,705.00 null 3,052,484.95 858912108 STERICYCLE INC COM STK 65,612.00 null 3,931,471.04 866810203 SUN MICROSYSTEMS INC COM 246,244.00 null 2,162,022.32 871503108 SYMANTEC USD0.01 636,003.00 null 12,770,940.24 9.23E+106 VERISIGN COM STK USD0.001 132,954.00 null 3,341,134.02 92532F100 VERTEX PHARMACEUTICAL COM 106,473.00 null 2,824,728.69 92769L101 VIRGIN MEDIA INC COM STK 259,082.00 null 2,640,045.58 966837106 WHOLE FOODS MARKET INC 99,534.00 null 1,801,565.40 983134107 WYNN RESORTS COM STK 81,890.00 null 6,851,736.30 983919101 XILINX USD0.01 268,216.00 null 6,029,495.68 984332106 YAHOO INC COM STK 478,864.00 null 9,026,586.40 56752108 BAIDU.COM INC ADS EACH 19,040.00 null 5,198,300.80 M22465104 CHECK POINT SFTWR 156,287.00 null 3,813,402.80 Y2573F102 FLEXTRONICS USD0.01 656,946.00 null 5,386,957.20 34415V109 FOCUS MEDIA HLDG ADR EACH 79,387.00 null 2,002,140.14 G36535139 FOSTER WHEELER LTD ORD 109,055.00 null 4,150,633.30 G37260109 GARMIN COM STK USD0.01 144,837.00 null 4,718,789.46 456788108 INFOSYS TECHNOLOGIES ADR 81,337.00 null 2,828,087.49 H50430232 LOGITECH INTERNATIONAL SA 126,890.00 null 2,795,386.70 G5876H105 MARVELL TECH GROUP COM 417,058.00 null 4,504,226.40 L6388F110 MILLICOM INTL CELL COM US 75,736.00 null 4,922,840.00 760975102 RESEARCH IN MOTION COM 408,380.00 null 40,131,502.60 783513104 RYANAIR HLDGS ADR EACH 84,149.00 null 2,039,771.76 881624209 TEVA PHARMACEUTICAL ADR 456,184.00 null 20,893,227.20 null Net Other Assets / Cash 52,880,693.98 null 52,880,693.98 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES ULTRA S&P 500 74347R107 null S&P 500 SWAPS 542,800.06 1,100,922,774.26 null null S&P500 EMINI FUT 19/12/08 1,775.00 106,500,000.00 null 88579Y101 3M CO COM STK USD0.01 69,330.00 null 4,775,450.40 2824100 ABBOTT LABS COM NPV 151,947.00 null 8,885,860.56 2896207 ABERCROMBIE & FITCH CO 8,552.00 null 404,595.12 00724F101 ADOBE SYSTEMS INC COM STK 52,383.00 null 1,994,744.64 7903107 ADVANCED MICRO DEVICES 59,734.00 null 309,422.12 00130H105 AES CORP COM STK USD0.01 66,120.00 null 852,286.80 00817Y108 AETNA INC NEW COM STK 47,714.00 null 1,976,791.02 8190100 AFFILIATED COMP USD0.01 9,477.00 null 467,216.10 1055102 AFLAC INC COM STK USD0.10 46,783.00 null 2,653,531.76 00846U101 AGILENT TECHNOLOGIES INC 35,443.00 null 1,092,707.69 9158106 AIR PRODUCTS & CHEMICALS 20,718.00 null 1,760,615.64 1547108 AK STEEL HOLDING CORP COM 11,056.00 null 351,801.92 00971T101 AKAMAI TECHNOLOGIES COM 16,589.00 null 282,178.89 13817101 ALCOA INC COM STK USD1 80,220.00 null 2,160,324.60 17361106 ALLEGHENY ENERGY INC COM 16,571.00 null 665,159.94 01741R102 ALLEGHENY TECHNOLOGIES 9,966.00 null 377,113.44 18490102 ALLERGAN INC COM STK 30,238.00 null 1,770,132.52 19589308 ALLIED WASTE INDUSTRIES 33,200.00 null 411,680.00 20002101 ALLSTATE CORP COM USD0.01 54,247.00 null 2,407,481.86 21441100 ALTERA CORP COM STK 29,484.00 null 589,385.16 02209S103 ALTRIA GROUP INC COM STK 206,169.00 null 4,310,993.79 23135106 AMAZON COM INC STK 30,406.00 null 2,348,559.44 23608102 AMEREN CORP COM STK 20,639.00 null 825,353.61 02503Y103 AMERICAN CAPITAL LTD 19,969.00 null 398,980.62 25537101 AMERICAN ELECTRIC POWER 39,548.00 null 1,512,711.00 25816109 AMERICAN EXPRESS CO COM 114,033.00 null 4,045,890.84 26874107 AMERICAN INTERNATIONAL 264,663.00 null 1,259,795.88 29912201 AMERICAN TOWER CORP 39,029.00 null 1,463,197.21 03076C106 AMERIPRISE FINANCIAL INC 21,874.00 null 914,770.68 3.07E+108 AMERISOURCEBERGEN CORP 15,878.00 null 645,440.70 31162100 AMGEN INC COM STK 107,150.00 null 6,663,658.50 32511107 ANADARKO PETROLEUM CORP 46,085.00 null 2,359,552.00 32654105 ANALOG DEVICES USD0.16 2/ 28,538.00 null 748,551.74 35229103 ANHEUSER-BUSCH COS INC 70,202.00 null 4,647,372.40 37389103 AON CORP COM STK USD1 29,387.00 null 1,334,463.67 37411105 APACHE CORP COM STK 32,842.00 null 3,428,376.38 03748R101 APARTMENT INVESTMENT & 9,476.00 null 311,949.92 37604105 APOLLO GROUP INC 12,809.00 null 847,315.35 37833100 APPLE INC COM STK NPV 86,806.00 null 12,184,090.16 38149100 APPLIED BIOSYSTEMS INC 16,619.00 null 570,696.46 38222105 APPLIED MTRLS USD0.01 133,436.00 null 2,180,344.24 39483102 ARCHER-DANIELS-MIDLAND CO 63,394.00 null 1,442,847.44 44209104 ASHLAND INC COM STK USD1 5,502.00 null 178,044.72 04621X108 ASSURANT INC COM STK 9,414.00 null 519,370.38 00206R102 AT&T INC COM STK USD1 584,841.00 null 17,521,836.36 52769106 AUTODESK INC COM STK NPV 22,031.00 null 736,276.02 53015103 AUTOMATIC DATA PROCESSING 51,054.00 null 2,261,181.66 05329W102 AUTONATION INC COM STK 13,185.00 null 161,516.25 53332102 AUTOZONE INC COM STK 4,274.00 null 580,751.12 53484101 AVALONBAY COMMUNI COM 7,567.00 null 691,699.47 53611109 AVERY DENNISON CORP COM 10,478.00 null 475,805.98 54303102 AVON PRODUCTS INC COM STK 41,987.00 null 1,773,950.75 57224107 BAKER HUGHES INC COM STK 30,313.00 null 1,846,971.09 58498106 BALL CORP COM STK NPV 9,621.00 null 424,382.31 60505104 BANK OF AMERICA CORP COM 448,816.00 null 11,916,064.80 64058100 BANK OF NEW YORK MELLON 112,624.00 null 4,117,533.44 67383109 BARD(C.R.) INC COM STK 9,805.00 null 942,652.70 68306109 BARR PHARMACEUTICALS INC 10,635.00 null 695,954.40 71813109 BAXTER INTL USD1.00 61,776.00 null 4,211,887.68 54937107 BB&T CORP COM STK USD5 53,834.00 null 1,746,913.30 75887109 BECTON DICKINSON & CO COM 24,038.00 null 1,964,144.98 75896100 BED BATH AND BEYOND COM 25,480.00 null 803,384.40 81437105 BEMIS CO INC COM STK 9,831.00 null 275,661.24 86516101 BEST BUY CO INC COM STK 34,067.00 null 1,488,727.90 89302103 BIG LOTS INC COM STK 8,050.00 null 254,058.00 09062X103 BIOGEN IDEC INC COM STK 28,860.00 null 1,344,587.40 55482103 BJ SERVICES COM STK 28,936.00 null 603,604.96 91797100 BLACK & DECKER CORP COM 6,032.00 null 400,283.52 93671105 BLOCK(H & R) INC COM STK 32,059.00 null 763,965.97 55921100 BMC SOFTWARE INC COM STK 18,776.00 null 584,496.88 97023105 BOEING CO COM STK USD5 73,980.00 null 4,605,255.00 101121101 BOSTON PROPERTIES INC COM 11,796.00 null 1,049,844.00 101137107 BOSTON SCIENTIFIC CORP 132,581.00 null 1,750,069.20 110122108 BRISTOL-MYERS SQUIBB CO 194,883.00 null 4,199,728.65 111320107 BROADCOM CORP CLASS'A'COM 44,032.00 null 940,963.84 115637209 BROWN-FORMAN CORP COM STK 8,280.00 null 601,045.20 12189T104 BURLINGTON NORTHERN SANTA 28,877.00 null 2,840,919.26 12673P105 CA INC COM STK USD0.10 38,437.00 null 823,704.91 127097103 CABOT OIL & GAS CO 10,148.00 null 355,180.00 13342B105 CAMERON INTL CORP COM 21,333.00 null 831,347.01 134429109 CAMPBELL SOUP CO CAP STK 21,217.00 null 831,706.40 14040H105 CAPITAL ONE FINANCIAL 36,954.00 null 1,651,843.80 14149Y108 CARDINAL HEALTH INC COM 35,122.00 null 1,803,514.70 149123101 CATERPILLAR INC COM STK 60,527.00 null 3,825,911.67 12497T101 CB RICHARD ELLIS GROUP 17,101.00 null 230,863.50 124857202 CBS CORP CLASS'B' COM STK 67,039.00 null 1,083,350.24 151020104 CELGENE CORP COM STK 42,900.00 null 2,971,683.00 15189T107 CENTERPOINT ENERGY INC 32,292.00 null 483,411.24 152312104 CENTEX CORP COM STK 12,132.00 null 191,928.24 156700106 CENTURYTEL INC COM STK 10,365.00 null 402,991.20 125269100 CF INDUSTRIES HOLDINGS 5,539.00 null 610,508.58 12541W209 CH ROBINSON WORLDWIDE INC 16,844.00 null 919,177.08 165167107 CHESAPEAKE ENERGY CORP 50,720.00 null 1,946,126.40 166764100 CHEVRON CORP COM STK 203,612.00 null 16,307,285.08 171232101 CHUBB CORP COM STK USD1 35,995.00 null 1,746,477.40 171779309 CIENA CORP COM STK 8,882.00 null 102,054.18 125509109 CIGNA CORP COM STK 27,646.00 null 1,091,740.54 172062101 CINCINNATI FINANCIAL CORP 16,063.00 null 456,831.72 172908105 CINTAS CORP COM NPV 12,871.00 null 415,347.17 17275R102 CISCO SYSTEMS INC COM STK 581,532.00 null 13,014,686.16 125581108 CIT GROUP INC COM STK 27,805.00 null 222,440.00 172967101 CITIGROUP INC COM STK 535,952.00 null 8,167,908.48 177376100 CITRIX SYSTEMS USD0.001 18,059.00 null 496,261.32 189054109 CLOROX CO COM STK USD1 13,568.00 null 855,462.40 12572Q105 CME GROUP INC COM STK 6,582.00 null 2,216,949.24 125896100 CMS ENERGY CORP COM STK 22,182.00 null 293,689.68 189754104 COACH INC COM STK USD0.01 33,583.00 null 960,809.63 191216100 COCA-COLA CO COM STK 196,628.00 null 10,765,383.00 191219104 COCA-COLA ENTERPRISES INC 28,334.00 null 524,179.00 192446102 COGNIZANT TECH USD0.01 28,420.00 null 707,373.80 194162103 COLGATE-PALMOLIVE CO COM 49,982.00 null 3,907,592.76 20030N101 COMCAST CORP COM CLS 'A' 291,496.00 null 6,077,691.60 200340107 COMERICA INC COM STK USD5 14,823.00 null 451,656.81 205363104 COMPUTER SCIENCES CORP 14,917.00 null 653,364.60 205638109 COMPUWARE CORP COM STK 25,763.00 null 274,891.21 205887102 CONAGRA FOODS INC COM STK 44,777.00 null 884,793.52 20825C104 CONOCOPHILLIPS COM STK 151,830.00 null 10,433,757.60 20854P109 CONSOL ENERGY INC COM STK 17,998.00 null 929,236.74 209115104 CONSOLIDATED EDISON INC 26,826.00 null 1,183,831.38 21036P108 CONSTELLATION BRANDS INC 19,254.00 null 432,444.84 210371100 CONSTELLATION ENERGY 17,576.00 null 843,472.24 212485106 CONVERGYS CORP COM STK 12,140.00 null 188,534.20 219350105 CORNING INC COM STK 155,063.00 null 2,377,115.79 22160K105 COSTCO WHOLESALE CORP COM 42,680.00 null 2,942,786.00 222862104 COVENTRY HEALTHCAR COM 14,906.00 null 513,064.52 126408103 CSX CORP COM STK USD1 39,877.00 null 2,331,608.19 231021106 CUMMINS INC COM STK 19,987.00 null 1,084,094.88 126650100 CVS CAREMARK CORP COM STK 140,727.00 null 5,139,350.04 235851102 DANAHER CORP COM STK 25,081.00 null 1,876,309.61 237194105 DARDEN RESTAURANTS INC 13,801.00 null 407,405.52 23918K108 DAVITA INC COM STK 10,299.00 null 590,956.62 242370104 DEAN FOODS CO COM STK 14,934.00 null 350,500.98 244199105 DEERE & CO COM STK USD1 42,441.00 null 2,597,813.61 24702R101 DELL INC COM STK USD0.01 198,970.00 null 3,567,532.10 251591103 DEVELOPERS DIVERSIFIED 11,804.00 null 391,302.60 25179M103 DEVON ENERGY CORP(NEW) 43,899.00 null 3,930,716.46 254067101 DILLARDS INC CLASS'A'COM 5,617.00 null 64,764.01 25459L106 DIRECTV GROUP INC COM STK 69,928.00 null 1,836,309.28 254709108 DISCOVER FINANCIAL 47,199.00 null 746,216.19 25746U109 DOMINION RESOURCES 56,914.00 null 2,374,452.08 257867101 DONNELLEY(R.R.)& SONS CO 20,903.00 null 564,590.03 260003108 DOVER CORP COM STK USD1 18,652.00 null 842,883.88 260543103 DOW CHEMICAL CO COM 91,611.00 null 3,219,210.54 23331A109 DR HORTON INC COM STK 27,051.00 null 339,490.05 233331107 DTE ENERGY CO COM STK NPV 16,062.00 null 690,666.00 263534109 DU PONT(E.I.)DE NEMOURS & 88,697.00 null 3,968,303.78 26441C105 DUKE ENERGY CORP COM STK 124,471.00 null 2,223,052.06 26817G102 DYNEGY INC(NEW) CLS'A'COM 48,913.00 null 206,412.86 277432100 EASTMAN CHEMICAL CO COM 7,491.00 null 421,218.93 277461109 EASTMAN KODAK CO COM STK 28,362.00 null 388,275.78 278058102 EATON CORP COM USD0.50 16,194.00 null 1,113,013.62 278642103 EBAY INC COM STK USD0.001 108,831.00 null 2,394,282.00 278865100 ECOLAB INC COM STK USD1 17,293.00 null 822,628.01 281020107 EDISON INTERNATIONAL COM 32,087.00 null 1,321,984.40 28336L109 EL PASO CORP COM STK USD3 69,144.00 null 914,775.12 285512109 ELECTRONIC ARTS COM STK 31,326.00 null 1,354,222.98 2.91E+109 EMBARQ CORPORATION COM 14,527.00 null 630,471.80 268648102 EMC CORP COM STK USD0.01 203,515.00 null 2,702,679.20 291011104 EMERSON ELECTRIC CO COM 76,866.00 null 3,285,252.84 26874Q100 ENSCO INTERNATIONAL INC 14,198.00 null 817,378.86 29364G103 ENTERGY CORP COM STK 18,823.00 null 1,820,937.02 26875P101 EOG RESOURCES INC COM STK 24,458.00 null 2,087,490.30 294429105 EQUIFAX INC COM STK 12,763.00 null 455,383.84 29476L107 EQUITY RESIDENTIAL SBI 26,606.00 null 1,064,240.00 518439104 ESTEE LAUDER COMPANIES 11,252.00 null 603,219.72 269246104 E-TRADE FINANCIAL CORPORA 52,856.00 null 150,639.60 30161N101 EXELON CORP COM STK NPV 64,600.00 null 4,302,360.00 30212P105 EXPEDIA INC COM STK 20,580.00 null 323,311.80 302130109 EXPEDITORS INTERN OF 20,984.00 null 762,768.40 302182100 EXPRESS SCRIPTS INC COM 24,707.00 null 1,832,271.12 30231G102 EXXON MOBIL CORP COM STK 520,170.00 null 38,102,452.50 307000109 FAMILY DOLLAR STORES INC 13,766.00 null 371,406.68 311900104 FASTENAL COM STK USD0.01 12,717.00 null 671,076.09 314211103 FEDERATED INVESTORS INC 8,519.00 null 265,452.04 31428X106 FEDEX CORP COM STK 30,525.00 null 2,762,512.50 31620M106 FIDELITY NATIONAL INFO 16,880.00 null 352,454.40 316773100 FIFTH THIRD BANCORP COM 56,591.00 null 798,499.01 320517105 FIRST HORIZON NATIONAL 18,928.18 null 208,588.49 337932107 FIRSTENERGY CORP COM STK 30,012.00 null 2,011,704.36 337738108 FISERV INC COM STK 16,123.00 null 852,584.24 343412102 FLUOR CORP(NEW) COM STK 17,464.00 null 1,012,737.36 345370860 FORD MOTOR CO COM STK 220,706.00 null 1,046,146.44 345838106 FOREST LABORATORIES INC 30,004.00 null 866,515.52 349631101 FORTUNE BRANDS INC COM 15,119.00 null 894,288.85 302571104 FPL GROUP INC COM STK 40,179.00 null 2,147,567.55 354613101 FRANKLIN RESOURCES INC 15,371.00 null 1,372,630.30 35671D857 FREEPORT-MCMORAN COPPER & 37,730.00 null 2,484,143.20 35906A108 FRONTIER COMMUNICATIONS 31,917.00 null 371,833.05 36467W109 GAMESTOP CORPORATION NEW 15,895.00 null 618,315.50 364730101 GANNETT CO INC COM STK 22,526.00 null 367,624.32 364760108 GAP INC COM STK USD0.05 44,177.00 null 844,664.24 369604103 GEN ELEC CO 981,250.00 null 24,138,750.00 369550108 GENERAL DYNAMICS CORP COM 39,229.00 null 3,291,705.39 370021107 GENERAL GROWTH PROPERTIES 26,344.00 null 625,670.00 370334104 GENERAL MILLS INC COM STK 33,014.00 null 2,249,904.10 370442105 GENERAL MOTORS CORP COM 55,734.00 null 637,596.96 372460105 GENUINE PARTS CO COM STK 16,117.00 null 673,045.92 37247D106 GENWORTH FINANCIAL INC 42,641.00 null 591,004.26 372917104 GENZYME CORP COM STK 26,332.00 null 2,097,343.80 375558103 GILEAD SCIENCES USD0.001 90,784.00 null 4,342,198.72 38141G104 GOLDMAN SACHS GROUP INC 38,833.00 null 5,261,871.50 382388106 GOODRICH CORP COM STK 12,301.00 null 616,526.12 382550101 GOODYEAR TIRE&RUBRCOM NPV 23,657.00 null 418,965.47 38259P508 GOOGLE INC COM STK 22,871.00 null 9,904,743.97 384802104 GRAINGER(W.W.) INC COM 6,406.00 null 556,745.46 406216101 HALLIBURTON CO COM STK 85,897.00 null 2,949,702.98 412822108 HARLEY DAVIDSON COM STK 23,315.00 null 941,926.00 413086109 HARMAN INTERNATIONAL 5,728.00 null 190,112.32 416515104 HARTFORD FINANCIAL 30,988.00 null 1,769,104.92 418056107 HASBRO INC COM STK 13,675.00 null 512,402.25 40414L109 HCP INC COM STK USD1 24,413.00 null 818,323.76 423074103 HEINZ(H.J.)CO COM STK 31,051.00 null 1,610,925.88 427056106 HERCULES INC COM STK NPV 11,108.00 null 204,387.20 427866108 HERSHEY CO COM STK USD1 16,569.00 null 654,475.50 42809H107 HESS CORPORATION COM USD1 27,662.00 null 2,257,772.44 428236103 HEWLETT-PACKARD USD0.01 242,768.00 null 11,004,673.44 437076102 HOME DEPOT INC COM STK 167,047.00 null 4,760,839.50 438516106 HONEYWELL INTERNATIONAL 73,004.00 null 3,352,343.68 441060100 HOSPIRA INC COM STK 15,675.00 null 618,535.50 44107P104 HOST HOTELS & RESORTS INC 51,389.00 null 742,057.16 443683107 HUDSON CITY BANCORP INC 51,120.00 null 961,056.00 444859102 HUMANA INC COM STK 16,672.00 null 762,744.00 446150104 HUNTINGTON BANCSHARES INC 36,018.00 null 294,267.06 452308109 ILLINOIS TOOL WORKS INC 39,093.00 null 1,817,824.50 449934108 IMS HEALTH INC COM STK 17,825.00 null 368,799.25 45822P105 INTEGRYS ENERGY GROUP INC 7,511.00 null 395,078.60 458140100 INTEL CORP COM STK 563,869.00 null 10,905,226.46 45865V100 INTERCONTINENTAL EXCHANGE 7,402.00 null 574,765.30 459200101 INTERNATIONAL BUS MACH 135,189.00 null 15,572,420.91 459506101 INTERNATIONAL FLAVORS & 7,939.00 null 328,118.87 459902102 INTERNATIONAL GAME 30,453.00 null 572,211.87 460146103 INTERNATIONAL PAPER CO 42,076.00 null 1,257,651.64 460690100 INTERPUBLIC GROUP 46,487.00 null 396,069.24 461202103 INTUIT INC COM STK 31,590.00 null 936,959.40 46120E602 INTUITIVE SURGICAL INC 3,810.00 null 1,026,452.10 450911102 ITT CORP COM STK USD1 17,857.00 null 1,044,813.07 466313103 JABIL CIRCUIT INC COM STK 20,601.00 null 252,774.27 469814107 JACOBS ENGINEERING GROUP 12,021.00 null 697,819.05 47102X105 JANUS CAPITAL GROUP INC 14,428.00 null 312,654.76 46612J507 JDS UNIPHASE CORP COM STK 22,602.00 null 201,383.82 478160104 JOHNSON & COM STK 277,415.00 null 19,310,858.15 478366107 JOHNSON CONTROLS INC COM 58,405.00 null 1,830,996.75 480074103 JONES APPAREL GROUP INC 8,513.00 null 161,747.00 46625H100 JPMORGAN CHASE & CO COM 339,929.00 null 12,577,373.00 48203R104 JUNIPER NETWORKS COM STK 51,655.00 null 1,299,639.80 48666K109 KB HOME COM STK USD1 7,573.00 null 158,502.89 487836108 KELLOGG CO COM STK 25,002.00 null 1,392,111.36 493267108 KEYCORP COM STK USD1 47,775.00 null 591,932.25 494368103 KIMBERLY-CLARK CORP COM 41,197.00 null 2,651,026.95 49446R109 KIMCO REALTY CORP COM STK 24,991.00 null 905,673.84 495582108 KING PHARMACEUTICALS INC 24,302.00 null 260,760.46 482480100 KLA TENCOR CORP COM STK 16,754.00 null 541,154.20 500255104 KOHLS CORP COM STK 30,211.00 null 1,512,664.77 50075N104 KRAFT FOODS INC COM STK 149,268.00 null 4,946,741.52 501044101 KROGER CO COM STK USD1 65,124.00 null 1,731,647.16 502424104 L3 COMMUNICATIONS HLDGS 12,047.00 null 1,199,760.73 50540R409 LAB CORP AMERICA USD0.10 10,970.00 null 813,864.30 524901105 LEGG MASON INC COM STK 13,931.00 null 505,695.30 524660107 LEGGETT & PLATT INC COM 16,377.00 null 370,775.28 524908100 LEHMAN BROS HLDGS INC COM 68,601.00 null 14,406.21 526057104 LENNAR CORP COM STK 13,781.00 null 185,216.64 527288104 LEUCADIA NATIONAL CORP 17,409.00 null 705,412.68 529771107 LEXMARK INTL USD0.01 A 8,655.00 null 289,942.50 532457108 LILLY(ELI)& CO COM STK 97,411.00 null 4,484,802.44 532716107 LIMITED BRANDS INC COM 29,458.00 null 590,338.32 534187109 LINCOLN NATIONAL CORP COM 25,503.00 null 1,252,197.30 535678106 LINEAR TECHNOLOGY CORP 21,844.00 null 641,776.72 539320101 LIZ CLAIBORNE INC COM STK 9,326.00 null 164,230.86 539830109 LOCKHEED MARTIN CORP COM 33,240.00 null 3,712,575.60 540424108 LOEWS CORP COM STK 35,657.00 null 1,398,824.11 544147101 LORILLARD INC USD0.01 17,107.00 null 1,266,260.14 548661107 LOWES COMPANIES INC COM 144,087.00 null 3,533,013.24 502161102 LSI CORPORATION COM STK 62,768.00 null 381,001.76 55261F104 M & T BANK CORP COM STK 7,577.00 null 574,563.91 55616P104 MACY'S INC COM STK 41,408.00 null 805,799.68 563571108 MANITOWOC CO INC COM STK 12,812.00 null 248,168.44 565849106 MARATHON OIL CORP COM STK 69,671.00 null 2,843,970.22 571903202 MARRIOTT INTERNATIONAL 29,585.00 null 807,966.35 571748102 MARSH & MCLENNAN COS INC 50,388.00 null 1,621,485.84 571837103 MARSHALL & ILSLEY CORP 25,508.00 null 442,308.72 574599106 MASCO CORP COM STK USD1 35,623.00 null 662,944.03 576206106 MASSEY ENERGY COM STK 7,937.00 null 296,446.95 57636Q104 MASTERCARD INC COM STK 7,192.00 null 1,523,049.84 577081102 MATTEL INC COM STK USD1 35,641.00 null 694,643.09 55262C100 MBIA INC COM STK USD1 20,899.00 null 239,293.55 579780206 MCCORMICK & CO INC COM 12,618.00 null 516,328.56 580135101 MCDONALD'S CORP COM STK 111,609.00 null 7,111,725.48 580645109 MCGRAW-HILL COS INC (THE) 31,619.00 null 1,316,931.35 58155Q103 MCKESSON CORP COM STK 27,307.00 null 1,546,395.41 583334107 MEADWESTVACO CORPORATION 17,087.00 null 455,197.68 58405U102 MEDCO HEALTH SOLUTIONS 49,879.00 null 2,510,908.86 585055106 MEDTRONIC USD0.10 110,554.00 null 5,884,789.42 552715104 MEMC ELECTRONICS 22,437.00 null 696,893.22 589331107 MERCK & CO INC COM STK 211,318.00 null 6,914,324.96 589433101 MEREDITH CORP COM STK 3,632.00 null 101,696.00 590188108 MERRILL LYNCH & CO INC 150,711.00 null 2,571,129.66 59156R108 METLIFE INC COM STK 69,916.00 null 3,755,188.36 552848103 MGIC INVESTMENT CORP COM 12,300.00 null 65,805.00 595017104 MICROCHIP TECHNOLOGY COM 18,201.00 null 521,276.64 595112103 MICRON TECHNOLOGY INC COM 74,879.00 null 324,974.86 594918104 MICROSOFT USD0.000125 788,458.00 null 21,138,558.98 601073109 MILLIPORE CORP COM STK 5,404.00 null 388,655.68 608554101 MOLEX INC COM STK USD0.05 13,723.00 null 324,274.49 60871R209 MOLSON COORS BREWING CO 13,791.00 null 666,243.21 61166W101 MONSANTO CO COM STK 54,038.00 null 5,676,151.52 611742107 MONSTER WORLDWIDE 12,228.00 null 220,715.40 615369105 MOODYS CORP COM STK USD1 19,985.00 null 723,457.00 617446448 MORGAN STANLEY COM STK 109,024.00 null 3,509,482.56 620076109 MOTOROLA INC COM STK USD3 222,007.00 null 1,698,353.55 626717102 MURPHY OIL CORP COM USD1 18,745.00 null 1,203,616.45 628530107 MYLAN INC COM STK USD0.50 29,970.00 null 330,868.80 635405103 NATIONAL CITY CORP COM 74,842.00 null 320,323.76 637071101 NATIONAL OILWELL VARCO 40,843.00 null 2,073,599.11 637640103 NATIONAL SEMICONDUCTOR 21,247.00 null 367,360.63 64110D104 NETAPP INC COM STK NPV 33,820.00 null 789,020.60 650111107 NEW YORK TIMES CO COM 14,157.00 null 190,977.93 651229106 NEWELL RUBBERMAID INC COM 27,279.00 null 536,032.35 651639106 NEWMONT MINING CORP COM 44,660.00 null 1,714,050.80 6.52E+108 NEWS CORP CLASS'A'NON VTG 226,716.00 null 3,076,536.12 654086107 NICOR INC COM STK USD2.5 4,418.00 null 204,906.84 654106103 NIKE INC CLASS'B'COM STK 37,349.00 null 2,259,614.50 65473P105 NISOURCE INC COM STK NPV 27,000.00 null 434,970.00 655044105 NOBLE ENERGY INC COM 16,927.00 null 974,148.85 655664100 NORDSTROM INC COM STK NPV 17,314.00 null 560,107.90 655844108 NORFOLK SOUTHERN CORP COM 36,963.00 null 2,434,752.81 665859104 NORTHERN TRUST CORP COM 18,824.00 null 1,581,404.24 666807102 NORTHROP GRUMMAN CORP COM 33,690.00 null 2,315,850.60 670006105 NOVELL INC COM STK 34,840.00 null 185,697.20 670008101 NOVELLUS SYSTEMS INC COM 9,842.00 null 199,595.76 670346105 NUCOR CORP COM STK 30,873.00 null 1,364,586.60 67066G104 NVIDIA USD0.001 54,594.00 null 507,178.26 629491101 NYSE EURONEXT INC COM STK 26,086.00 null 946,660.94 674599105 OCCIDENTAL PETROLEUM CORP 80,802.00 null 5,467,063.32 676220106 OFFICE DEPOT INC COM STK 26,875.00 null 184,631.25 681919106 OMNICOM GROUP INC COM STK 31,534.00 null 1,237,078.82 68389X105 ORACLE CORP COM STK 390,532.00 null 7,388,865.44 693718108 PACCAR INC COM STK USD1 35,965.00 null 1,503,696.65 695257105 PACTIV CORP COM STK 12,887.00 null 336,092.96 696429307 PALL CORP COM STK USD0.10 11,814.00 null 408,764.40 701094104 PARKER-HANNIFIN CORP COM 16,518.00 null 952,097.52 703395103 PATTERSON COS INC COM STK 11,988.00 null 372,706.92 704326107 PAYCHEX INC COM STK 31,577.00 null 1,047,409.09 704549104 PEABODY ENERGY CORP COM 26,733.00 null 1,287,193.95 708160106 PENNEY(J.C.)CO INC COM 21,862.00 null 880,382.74 713291102 PEPCO HLDGS INC COM STK 19,797.00 null 470,970.63 713409100 PEPSI BOTTLING GROUP INC 13,313.00 null 429,211.12 713448108 PEPSICO INC USD0.016666 156,116.00 null 11,294,992.60 714046109 PERKINELMER INC COM STK 11,656.00 null 293,964.32 717081103 PFIZER USD0.05 666,013.00 null 12,021,534.65 69331C108 PG&E CORP COM STK NPV 35,159.00 null 1,447,847.62 718172109 PHILIP MORRIS 207,665.00 null 10,968,865.30 723484101 PINNACLE WEST CAPITAL 9,918.00 null 360,519.30 724479100 PITNEY BOWES INC COM STK 20,466.00 null 732,887.46 729251108 PLUM CREEK TIMBER CO INC 16,823.00 null 781,091.89 693475105 PNC FINANCIAL SERVICES 34,061.00 null 2,398,575.62 731572103 POLO RALPH LAUREN CORP 5,693.00 null 402,438.17 693506107 PPG INDUSTRIES INC COM 16,142.00 null 1,075,541.46 69351T106 PPL CORP COM STK USD0.01 36,730.00 null 1,403,453.30 74005P104 PRAXAIR INC COM STK 30,840.00 null 2,592,410.40 740189105 PRECISION CASTPARTS CORP 13,725.00 null 1,351,363.50 74144T108 PRICE T.ROWE ASSOC INC 25,544.00 null 1,378,865.12 74251V102 PRINCIPAL FINANCIAL GROUP 25,478.00 null 1,098,356.58 742718109 PROCTER & GAMBLE CO COM 300,547.00 null 21,681,460.58 743263105 PROGRESS ENERGY INC COM 25,729.00 null 1,125,129.17 743315103 PROGRESSIVE CORP(OHIO) 66,702.00 null 1,111,922.34 743410102 PROLOGIS SBI USD0.01 25,798.00 null 993,223.00 744320102 PRUDENTIAL FINANCIAL INC 42,913.00 null 3,112,909.02 744573106 PUBLIC SERVICE ENTERPRISE 50,077.00 null 1,814,289.71 74460D109 PUBLIC STORAGE COM STK 12,132.00 null 991,184.40 745867101 PULTE HOMES INC COM STK 21,017.00 null 332,278.77 747277101 QLOGIC CORP COM STK 13,026.00 null 240,199.44 747525103 QUALCOMM USD0.0001 159,345.00 null 7,444,598.40 74834L100 QUEST DIAGNOSTICS INC COM 15,535.00 null 832,520.65 748356102 QUESTAR CORP COM STK NPV 17,049.00 null 746,405.22 749121109 QWEST COMMUNICATIONS INTL 149,789.00 null 531,750.95 750438103 RADIOSHACK CORP COM STK 12,955.00 null 240,703.90 75281A109 RANGE RESOURCES CORP COM 15,200.00 null 632,016.00 755111507 RAYTHEON CO COM STK 41,669.00 null 2,465,554.73 7591EP100 REGIONS FINANCIAL CORP 68,416.00 null 760,785.92 761713106 REYNOLDS AMERICAN INC COM 16,834.00 null 820,825.84 770323103 ROBERT HALF INTERNATIONAL 15,650.00 null 394,067.00 773903109 ROCKWELL AUTOMATION INC 14,446.00 null 569,316.86 774341101 ROCKWELL COLLINS INC COM 15,863.00 null 822,972.44 775371107 ROHM & HAAS CO COM STK 12,333.00 null 900,309.00 779382100 ROWAN COS INC COM 11,057.00 null 345,088.97 783549108 RYDER SYSTEM INC COM STK 5,648.00 null 362,601.60 786429100 SAFECO CORP COM STK NPV 8,868.00 null 585,731.40 786514208 SAFEWAY INC COM STK 43,122.00 null 1,059,076.32 79466L302 SALESFORCE.COM INC COM 10,215.00 null 559,782.00 80004C101 SANDISK CORP COM STK 22,137.00 null 318,994.17 803111103 SARA LEE CORP COM STK 69,552.00 null 961,904.16 806605101 SCHERING-PLOUGH CORP COM 159,628.00 null 2,886,074.24 808513105 SCHWAB(CHARLES)CORP COM 91,425.00 null 2,075,347.50 811065101 SCRIPPS NETWORKS 8,857.00 null 352,331.46 81211K100 SEALED AIR CORP COM STK 15,777.00 null 379,752.39 812350106 SEARS HLDGS CORP COM STK 6,917.00 null 673,715.80 816851109 SEMPRA ENERGY CORP COM 24,618.00 null 1,388,947.56 824348106 SHERWIN-WILLIAMS CO COM 9,732.00 null 601,924.20 826552101 SIGMA ALDRICH CORP COM 12,718.00 null 662,607.80 828806109 SIMON PROPERTY GROUP INC 22,139.00 null 1,837,758.39 78442P106 SLM CORP COM STK USD0.20 45,965.00 null 569,966.00 832110100 SMITH INTERNATIONAL INC 21,236.00 null 1,277,345.40 833034101 SNAP-ON INC COM STK USD1 5,692.00 null 316,076.76 842587107 SOUTHERN CO COM STK USD5 75,511.00 null 2,876,969.10 844741108 SOUTHWEST AIRLINES CO COM 72,046.00 null 1,156,338.30 845467109 SOUTHWESTERN ENERGY CO 33,679.00 null 1,009,022.84 845905108 SOVEREIGN BANCORP INC COM 47,185.00 null 424,665.00 847560109 SPECTRA ENERGY CORP COM 62,296.00 null 1,500,710.64 852061100 SPRINT NEXTEL CORP COM 280,667.00 null 1,902,922.26 790849103 ST.JUDE MEDICAL INC COM 33,331.00 null 1,418,567.36 854616109 STANLEY WORKS COM STK 7,714.00 null 359,472.40 855030102 STAPLES INC COM STK 69,124.00 null 1,673,492.04 855244109 STARBUCKS CORP COM STK 71,647.00 null 1,079,003.82 85590A401 STARWOOD HOTELS & RESORTS 18,375.00 null 667,196.25 857477103 STATE STREET CORP COM STK 41,974.00 null 2,918,452.22 863667101 STRYKER CORP COM STK 23,533.00 null 1,485,638.29 866810203 SUN MICROSYSTEMS INC COM 76,968.00 null 675,779.04 86764P109 SUNOCO INC COM STK USD1 11,508.00 null 439,375.44 867914103 SUNTRUST BANKS INC COM 34,675.00 null 1,591,582.50 868536103 SUPERVALU INC COM STK 20,901.00 null 472,153.59 871503108 SYMANTEC USD0.01 82,708.00 null 1,660,776.64 871829107 SYSCO CORP COM STK USD1 59,107.00 null 2,019,095.12 8.76E+110 TARGET CORP COM STK 76,630.00 null 4,245,302.00 872375100 TECO ENERGY INC COM STK 20,721.00 null 338,373.93 879664100 TELLABS INC COM STK 39,104.00 null 172,448.64 88033G100 TENET HEALTHCARE CORP COM 47,189.00 null 286,437.23 88076W103 TERADATA CORPORATION COM 17,702.00 null 391,214.20 880770102 TERADYNE INC COM STK 16,864.00 null 139,296.64 880779103 TEREX CORP COM STK 9,882.00 null 341,818.38 881609101 TESORO CORP COM STK 13,561.00 null 216,704.78 882508104 TEXAS INSTRUMENTS USD1.00 130,198.00 null 2,852,638.18 883203101 TEXTRON INC COM STK 24,523.00 null 889,449.21 883556102 THERMO FISHER SCIENTIFIC 41,173.00 null 2,344,390.62 886547108 TIFFANY & CO COM STK 12,390.00 null 494,484.90 887317105 TIME WARNER INC COM STK 352,246.00 null 4,973,713.52 888339207 TITANIUM METALS CORP COM 9,619.00 null 99,652.84 872540109 TJX COS INC COM STK USD1 41,780.00 null 1,388,767.20 891027104 TORCHMARK CORP COM STK 8,857.00 null 523,802.98 891906109 TOTAL SYSTEM SERVICES INC 19,530.00 null 350,368.20 8.94E+113 TRAVELERS COS INC/THE 59,535.00 null 2,601,679.50 902494103 TYSON FOODS INC(DEL) 26,851.00 null 349,063.00 907818108 UNION PACIFIC CORP COM 50,873.00 null 3,689,309.96 909214108 UNISYS CORP COM STK 35,037.00 null 124,030.98 911312106 UNITED PARCEL SERVICE INC 100,490.00 null 6,798,148.50 912909108 UNITED STATES STEEL CORP 11,585.00 null 1,119,226.85 913017109 UNITED TECHNOLOGIES CORP 95,791.00 null 6,046,327.92 91324P102 UNITEDHEALTH GROUP INC 120,942.00 null 3,387,585.42 91529Y106 UNUM GROUP COM 34,106.00 null 845,828.80 902973304 US BANCORP DELAWARE COM 171,366.00 null 5,658,505.32 902911106 UST INC(DEL.) COM STK 14,553.00 null 989,604.00 91913Y100 VALERO ENERGY CORP(NEW) 52,047.00 null 1,623,345.93 92220P105 VARIAN MEDICAL SYSTEMS 12,352.00 null 751,742.72 9.23E+106 VERISIGN COM STK USD0.001 19,162.00 null 481,541.06 92343V104 VERIZON COMMUNICATIONS 280,629.00 null 9,328,107.96 918204108 VF CORP COM STK NPV 8,598.00 null 699,619.26 92553P201 VIACOM INC NEW CLASS'B' 62,290.00 null 1,653,799.50 929042109 VORNADO REALTY TRUST 13,295.00 null 1,179,266.50 929160109 VULCAN MATERIALS CO COM 10,790.00 null 789,612.20 929903102 WACHOVIA CORP COM STK 210,441.00 null 2,253,823.11 931422109 WALGREEN CO COM STK 97,525.00 null 3,342,181.75 931142103 WAL-MART STORES INC COM 229,072.00 null 14,117,707.36 254687106 WALT DISNEY(HLDG)CO 187,556.00 null 6,069,312.16 939322103 WASHINGTON MUTUAL INC COM 146,111.00 null 292,222.00 939640108 WASHINGTON POST CO COM 550 null 324,929.00 94106L109 WASTE MANAGEMENT INC COM 48,308.00 null 1,680,635.32 941848103 WATERS CORP COM STK 9,862.00 null 593,593.78 942683103 WATSON PHARMACEUTICALS 10,289.00 null 301,570.59 94973V107 WELLPOINT INC COM STK 51,800.00 null 2,594,144.00 949746101 WELLS FARGO & CO COM STK 325,151.00 null 10,079,681.00 950590109 WENDY'S INTERNATIONAL INC 8,627.00 null 189,794.00 959802109 WESTERN UNION COMPANY 72,837.00 null 1,861,713.72 962166104 WEYERHAEUSER CO COM STK 20,768.00 null 1,137,671.04 963320106 WHIRLPOOL CORP COM STK 7,389.00 null 636,414.57 966837106 WHOLE FOODS MARKET INC 13,817.00 null 250,087.70 969457100 WILLIAMS COMPANIES INC 57,516.00 null 1,373,482.08 97381W104 WINDSTREAM CORP COM STK 44,034.00 null 515,638.14 982526105 WRIGLEY(WILLIAM)JUNIOR CO 21,151.00 null 1,670,929.00 983024100 WYETH COM USD0.333 131,246.00 null 5,089,719.88 98310W108 WYNDHAM WORLDWIDE USD0.01 17,411.00 null 320,362.40 98389B100 XCEL ENERGY INC COM STK 42,431.00 null 867,289.64 984121103 XEROX CORP COM STK USD1 88,518.00 null 1,146,308.10 983919101 XILINX USD0.01 27,473.00 null 617,593.04 98385X106 XTO ENERGY INC COM STK 52,840.00 null 2,495,104.80 984332106 YAHOO INC COM STK 135,433.00 null 2,552,912.05 988498101 YUM BRANDS INC COM NPV 46,608.00 null 1,766,909.28 98956P102 ZIMMER HOLDINGS INC COM 22,768.00 null 1,581,237.60 989701107 ZIONS BANCORP COM STK NPV 11,260.00 null 414,931.00 143658300 CARNIVAL CORP COM STK 42,973.00 null 1,762,752.46 G24182100 COOPER INDUSTRIES LTD COM 17,116.00 null 731,366.68 G2552X108 COVIDIEN LTD COM STK 49,190.00 null 2,751,196.70 G4776G101 INGERSOLL-RAND CO COM STK 31,275.00 null 1,068,979.50 G491BT108 INVESCO LTD COM STK 38,029.00 null 882,653.09 G6359F103 NABORS INDUSTRIES COM STK 27,707.00 null 712,901.11 G65422100 NOBLE CORPORATION 26,449.00 null 1,121,966.58 806857108 SCHLUMBERGER COM USD0.01 117,473.00 null 9,744,385.35 G90073100 TRANSOCEAN INC. (NEW) COM 31,368.00 null 3,663,468.72 G9144P105 TYCO ELECTRONICS LTD COM 47,060.00 null 1,333,209.80 G9143X208 TYCO INTERNATIONAL LTD 47,498.00 null 1,866,671.40 G95089101 WEATHERFORD INTL B COM 66,880.00 null 1,898,054.40 G98255105 XL CAPITAL CLASS'A'COM 29,934.00 null 495,108.36 null Net Other Assets / Cash 89,430,050.55 null 89,430,050.55 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES ULTRA DOW 30 74347R305 null DJIA SWAPS 257.57 420,514,944.73 null null DJIA MINI E-CBOT 19/12/08 835 45,737,125.00 null 88579Y101 3M CO COM STK USD0.01 313,273.00 null 21,578,244.24 13817101 ALCOA INC COM STK USD1 313,273.00 null 8,436,441.89 25816109 AMERICAN EXPRESS CO COM 313,273.00 null 11,114,926.04 26874107 AMERICAN INTERNATIONAL 313,273.00 null 1,491,179.48 00206R102 AT&T INC COM STK USD1 313,273.00 null 9,385,659.08 60505104 BANK OF AMERICA CORP COM 313,273.00 null 8,317,398.15 97023105 BOEING CO COM STK USD5 313,273.00 null 19,501,244.25 149123101 CATERPILLAR INC COM STK 313,273.00 null 19,801,986.33 166764100 CHEVRON CORP COM STK 313,273.00 null 25,090,034.57 172967101 CITIGROUP INC COM STK 313,273.00 null 4,774,280.52 191216100 COCA-COLA CO COM STK 313,273.00 null 17,151,696.75 263534109 DU PONT(E.I.)DE NEMOURS & 313,273.00 null 14,015,834.02 30231G102 EXXON MOBIL CORP COM STK 313,273.00 null 22,947,247.25 369604103 GEN ELEC CO 313,273.00 null 7,706,515.80 370442105 GENERAL MOTORS CORP COM 313,273.00 null 3,583,843.12 428236103 HEWLETT-PACKARD USD0.01 313,273.00 null 14,200,665.09 437076102 HOME DEPOT INC COM STK 313,273.00 null 8,928,280.50 458140100 INTEL CORP COM STK 313,273.00 null 6,058,699.82 459200101 INTERNATIONAL BUS MACH 313,273.00 null 36,085,916.87 478160104 JOHNSON & COM STK 313,273.00 null 21,806,933.53 46625H100 JPMORGAN CHASE & CO COM 313,273.00 null 11,591,101.00 580135101 MCDONALD'S CORP COM STK 313,273.00 null 19,961,755.56 589331107 MERCK & CO INC COM STK 313,273.00 null 10,250,292.56 594918104 MICROSOFT USD0.000125 313,273.00 null 8,398,849.13 717081103 PFIZER USD0.05 313,273.00 null 5,654,577.65 742718109 PROCTER & GAMBLE CO COM 313,273.00 null 22,599,514.22 913017109 UNITED TECHNOLOGIES CORP 313,273.00 null 19,773,791.76 92343V104 VERIZON COMMUNICATIONS 313,273.00 null 10,413,194.52 931142103 WAL-MART STORES INC COM 313,273.00 null 19,307,014.99 254687106 WALT DISNEY(HLDG)CO 313,273.00 null 10,137,514.28 null Net Other Assets / Cash 23,040,342.09 null 23,040,342.09 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES ULTRA MIDCAP400 74347R404 null S&P MIDCAP 400 SWAPS -77,368.03 118,243,605.26 null null S&P MID 400 19/12/08 213 16,096,410.00 null 44248720R HOVNANIAN ENTERPRISE RGHT 5,669.00 null - 76075910R REPUBLIC SERVICES INC 19,601.00 null - 885535104 3 COM CORP STK 48,607.00 null 97,700.07 65440K106 99 CENTS ONLY STORES COM 5,661.00 null 53,383.23 4498101 ACI WORLDWIDE INC COM STK 4,141.00 null 74,165.31 5125109 ACXIOM CORP COM STK 8,215.00 null 115,585.05 886309 ADC TELECOMMUNICATIONS 14,194.00 null 138,533.44 00738A106 ADTRAN INC COM STK 6,812.00 null 135,695.04 00751Y106 ADVANCE AUTO PARTS INC 11,488.00 null 462,506.88 00763M108 ADVANCED MEDICAL OPTICS 7,332.00 null 154,778.52 7974108 ADVENT SOFTWARE INC COM 2,188.00 null 87,235.56 7865108 AEROPOSTALE INC COM STK 8,069.00 null 278,703.26 8252108 AFFILIATED MANAGERS GROUP 4,939.00 null 428,803.98 00826T108 AFFYMETRIX INC COM STK 8,366.00 null 66,007.74 1084102 AGCO CORP COM STK USD0.01 11,057.00 null 535,601.08 1204106 AGL RESOURCES USD5 9,224.00 null 295,352.48 9363102 AIRGAS INC COM STK 9,982.00 null 541,723.14 00949P108 AIRTRAN HLDGS INC COM STK 13,819.00 null 40,627.86 11659109 ALASKA AIR GROUP INC COM 4,388.00 null 97,369.72 12653101 ALBEMARLE CORP COM STK 9,152.00 null 315,652.48 13078100 ALBERTO-CULVER COMPANY 10,438.00 null 293,516.56 14482103 ALEXANDER & BALDWIN INC 4,979.00 null 222,760.46 15271109 ALEXANDRIA REAL ESTATE 3,867.00 null 397,604.94 18581108 ALLIANCE DATA SYSTEM COM 8,117.00 null 505,039.74 18802108 ALLIANT ENERGY CORP COM 13,316.00 null 438,895.36 18804104 ALLIANT TECHSYSTEMS INC 3,967.00 null 417,923.45 00163T109 AMB PROPERTIES CORP COM 11,813.00 null 522,607.12 2.55E+109 AMERICAN EAGLE OUTFITTER 24,814.00 null 396,775.86 25932104 AMERICAN FINANCIAL GROUP 8,539.00 null 236,444.91 26375105 AMERICAN GREETINGS CORP 5,880.00 null 100,430.40 03060R101 AMERICREDIT CORP COM STK 13,890.00 null 142,233.60 31100100 AMETEK INC COM STK 12,860.00 null 548,479.00 32095101 AMPHENOL CORP CLASS'A'COM 21,144.00 null 928,644.48 36115103 ANNTAYLOR STORES CORP COM 7,121.00 null 173,823.61 03662Q105 ANSYS INC COM STK USD0.01 10,668.00 null 439,948.32 03761U106 APOLLO INVESTMENT CORP 17,143.00 null 278,402.32 37933108 APRIA HEALTHCARE GROUP 5,290.00 null 98,658.50 38336103 APTARGROUP INC COM STK 8,200.00 null 320,620.00 03836W103 AQUA AMERICA INC 16,111.00 null 263,575.96 39380100 ARCH COAL INC COM STK 17,374.00 null 620,425.54 42735100 ARROW ELECTRONICS INC COM 14,796.00 null 430,859.52 43353101 ARVINMERITOR INC COM STK 8,883.00 null 136,975.86 45487105 ASSOCIATED BANC-CORP COM 15,357.00 null 308,829.27 46265104 ASTORIA FINANCIAL CORP 9,845.00 null 194,931.00 49513104 ATMEL CORP COM STK 53,714.00 null 213,244.58 53774105 AVIS BUDGET GROUP INC COM 12,187.00 null 88,843.23 53807103 AVNET INC COM STK USD1 18,129.00 null 468,634.65 53893103 AVOCENT CORP COM STK 5,395.00 null 110,543.55 62540109 BANK OF HAWAII CORP COM 5,780.00 null 317,726.60 67774109 BARNES & NOBLE INC COM 5,164.00 null 134,315.64 73302101 BE AEROSPACE INC COM STK 11,946.00 null 230,079.96 75811109 BECKMAN COULTER INC COM 7,581.00 null 535,673.46 80555105 BELO CORP CLASS'A'COM STK 10,598.00 null 68,781.02 84423102 BERKLEY(W.R.)CORP COM STK 17,873.00 null 398,031.71 06846N104 BILL BARRETT CORP COM NPV 4,069.00 null 127,400.39 05548J106 BJS WHOLESALE CLUB INC 7,243.00 null 277,479.33 92113109 BLACK HILLS CORP COM STK 4,632.00 null 149,057.76 09643P108 BLYTH INC COM STK USD0.02 2,842.00 null 37,628.08 96761101 BOB EVANS FARMS INC COM 3,735.00 null 102,114.90 99709107 BORDERS GROUP INC COM STK 7,295.00 null 52,888.75 99724106 BORG-WARNER INC COM STK 13,998.00 null 516,386.22 103304101 BOYD GAMING CORP COM STK 6,772.00 null 73,814.80 5.56E+109 BRE PROPERTIES INC 6,152.00 null 268,719.36 109641100 BRINKER INTERNATIONAL COM 12,208.00 null 218,523.20 109696104 BRINK'S COMPANY BRINKS 5,714.00 null 396,837.30 11133T103 BROADRIDGE FINANCIAL SOL 16,884.00 null 287,872.20 115236101 BROWN & INC COM STK 13,740.00 null 279,883.80 127055101 CABOT CORP COM STK USD1 7,770.00 null 241,647.00 127387108 CADENCE DESIGN SYSTEMS 31,088.00 null 236,268.80 131193104 CALLAWAY GOLF CO COM STK 7,987.00 null 107,744.63 133131102 CAMDEN PROPERTY TRUST SHS 6,406.00 null 293,586.98 141665109 CAREER EDUCATION CORP COM 10,797.00 null 215,184.21 142339100 CARLISLE COS INC COM STK 7,357.00 null 255,729.32 143130102 CARMAX INC COM STK 26,358.00 null 400,641.60 144285103 CARPENTER TECHNOLOGY CORP 5,764.00 null 172,343.60 149150104 CATAHY GENERAL BANCORP 5,956.00 null 138,357.88 156708109 CEPHALON INC COM STK 8,166.00 null 615,553.08 156782104 CERNER CORP COM STK 8,062.00 null 367,707.82 159864107 CHARLES RIVER 8,215.00 null 520,420.25 161133103 CHARMING SHOPPES INC COM 13,678.00 null 70,031.36 163072101 CHEESECAKE FACTORY COM 8,086.00 null 114,497.76 163893100 CHEMTURA CORP COM STK 29,196.00 null 167,585.04 168615102 CHICO'S FAS INC COM STK 21,270.00 null 141,445.50 169656105 CHIPOTLE MEXICAN GRILL 3,975.00 null 223,037.25 170388102 CHOICEPOINT INC COM STK 8,258.00 null 403,898.78 171340102 CHURCH & DWIGHT COM STK 8,013.00 null 512,110.83 171798101 CIMAREX ENERGY CO COM STK 9,988.00 null 458,449.20 171871106 CINCINNATI BELL NC 29,292.00 null 94,906.08 178566105 CITY NATIONAL CORP COM 4,852.00 null 275,496.56 185896107 CLEVELAND CLIFFS INC COM 12,682.00 null 927,054.20 193068103 COLDWATER CREEK COM STK 7,234.00 null 52,808.20 19421W100 COLLECTIVE BRANDS INC COM 7,709.00 null 131,130.09 195493309 COLONIAL BANCGROUP INC 24,331.00 null 169,587.07 200525103 COMMERCE BANCSHARES INC 7,550.00 null 349,263.00 201723103 COMMERCIAL METALS CO COM 13,758.00 null 284,377.86 203372107 COMMSCOPE INC COM STK 8,418.00 null 338,066.88 203668108 COMMUNITY HEALTH SYSTEMS 11,603.00 null 382,550.91 205944101 CON-WAY INC COM USD0.625 5,497.00 null 260,942.59 217204106 COPART INC COM STK NPV 8,196.00 null 377,343.84 218868107 CORINTHIAN COLLEGES INC 10,266.00 null 171,852.84 219023108 CORN PRODUCTS 8,938.00 null 314,975.12 21988R102 CORPORATE EXECUTIVE BOARD 4,111.00 null 140,308.43 22025Y407 CORRECTIONS CORPORATIONS 15,072.00 null 400,613.76 222795106 COUSINS PROPERTIES COM 4,451.00 null 102,862.61 222816100 COVANCE INC COM STK 7,580.00 null 715,021.40 224399105 CRANE CO COM STK USD1 6,112.00 null 205,363.20 225447101 CREE INC COM STK USD0.005 10,807.00 null 216,031.93 229899109 CULLEN FROST BANKERS COM 7,089.00 null 393,793.95 232806109 CYPRESS SEMICONDUCTOR 18,150.00 null 451,209.00 232820100 CYTEC INDUSTRIES INC COM 5,055.00 null 223,178.25 248019101 DELUXE CORP COM STK USD1 6,210.00 null 92,342.70 247916208 DENBURY RESOURCES INC COM 29,659.00 null 617,796.97 249030107 DENTSPLY INTERNATIONAL 17,944.00 null 699,636.56 251893103 DEVRY INC COM STK USD0.01 7,226.00 null 400,248.14 253393102 DICKS SPORTING GOODS INC 10,074.00 null 218,202.84 253651103 DIEBOLD INC COM STK 7,932.00 null 265,325.40 25388B104 DIGITAL RIVER INC COM STK 4,476.00 null 174,608.76 256746108 DOLLAR TREE INC COM STK 10,828.00 null 434,744.20 257651109 DONALDSON CO INC COM STK 8,447.00 null 349,452.39 233293109 DPL INC COM STK USD0.01 13,698.00 null 316,286.82 26153C103 DREAMWORKS ANIMATION SKG 9,598.00 null 283,141.00 23330X100 DRS TECHNOLOGIES INC COM 4,996.00 null 391,336.68 233326107 DST SYSTEMS INC DELAWARE 5,522.00 null 323,313.10 264411505 DUKE REALTY CORP COM STK 17,684.00 null 419,995.00 2.65E+104 DUN & BRADSTREET 6,730.00 null 615,795.00 267475101 DYCOM INDUSTRIES COM STK 4,835.00 null 66,384.55 278265103 EATON VANCE CORP COM NON 13,956.00 null 492,088.56 2.82E+112 EDWARDS LIFESCIENCES CORP 6,615.00 null 375,136.65 29255W100 ENCORE ACQUISITION CO COM 6,423.00 null 279,207.81 29264F205 ENDO PHARMACEUTICAL HLDGS 14,495.00 null 301,785.90 29265N108 ENERGEN CORP COM STK 8,643.00 null 408,813.90 29266R108 ENERGIZER HLDGS INC COM 6,931.00 null 603,412.86 29266M109 ENERGY EAST CORP COM STK 19,082.00 null 544,981.92 293639100 ENTERCOM COMMUNICATIONS 3,211.00 null 16,825.64 294549100 EQUITABLE RESOURCES INC 15,643.00 null 617,272.78 294752100 EQUITY ONE INC COM STK 4,459.00 null 87,485.58 297178105 ESSEX PROPERTY TRUST INC 3,088.00 null 330,416.00 30225X103 EXTERRAN HLDGS INC COM 7,912.00 null 291,557.20 315616102 F5 NETWORK INC COM STK 9,872.00 null 298,430.56 303250104 FAIR ISAAC CORP COM STK 5,863.00 null 144,053.91 303726103 FAIRCHILD SEMICONDUCTOR 15,020.00 null 149,449.00 313747206 FEDERAL REALTY INVESTMENT 7,089.00 null 531,320.55 313855108 FEDERAL SIGNAL CORP COM 5,789.00 null 86,429.77 315405100 FERRO CORP COM STK USD1 5,271.00 null 117,701.43 31620R105 FIDELITY NATIONAL 25,786.00 null 382,148.52 318522307 FIRST AMERICAN CORP COM 11,155.00 null 348,036.00 33582V108 FIRST NIAGARA FINANCIAL 13,227.00 null 200,256.78 337915102 FIRSTMERIT CORP COM STK 9,745.00 null 217,995.65 302445101 FLIR SYSTEMS INC COM STK 16,546.00 null 550,816.34 34354P105 FLOWSERVE CORP COM STK 6,945.00 null 674,428.95 302491303 FMC CORP COM STK USD0.10 9,020.00 null 585,668.60 30249U101 FMC TECHNOLOGIES INC COM 15,436.00 null 705,116.48 344849104 FOOT LOCKER INC COM STK 18,664.00 null 318,034.56 346091705 FOREST OIL CORP COM STK 10,700.00 null 515,633.00 35063R100 FOUNDRY NETWORKS INC COM 17,587.00 null 299,506.61 35914P105 FRONTIER OIL CORP COM STK 12,531.00 null 241,472.37 360921100 FURNITURE BRANDS INTL INC 5,888.00 null 62,589.44 363576109 GALLAGHER(ARTHUR J.)& CO 11,187.00 null 297,797.94 366651107 GARTNER INC COM STK 7,523.00 null 178,144.64 361448103 GATX CORP COM STK 5,869.00 null 236,520.70 36866T103 GEN-PROBE INC COM GEN 6,513.00 null 364,728.00 371901109 GENTEX CORP COM STK 17,216.00 null 283,891.84 37940X102 GLOBAL PAYMENTS INC COM 9,587.00 null 432,661.31 384109104 GRACO INC COM STK USD1 7,304.00 null 257,612.08 387328107 GRANITE CONSTRUCTION COM 3,876.00 null 135,970.08 391164100 GREAT PLAINS ENERGY INC 14,294.00 null 327,618.48 401617105 GUESS INC COM STK USD0.01 6,644.00 null 270,743.00 410345102 HANESBRANDS INC COM STK 11,341.00 null 266,400.09 410867105 HANOVER INSURANCE GROUP 6,194.00 null 291,551.58 411310105 HANSEN NATURAL CORP COM 7,349.00 null 174,171.30 413875105 HARRIS CORP COM STK USD1 16,239.00 null 740,498.40 415864107 HARSCO CORP COM STK 10,160.00 null 458,724.00 416196103 HARTE-HANKS INC COM STK 5,180.00 null 59,362.80 419870100 HAWAIIAN ELECTRIC 10,137.00 null 259,608.57 404132102 HCC INSURANCE HLDG COM 13,327.00 null 343,436.79 42217K106 HEALTH CARE REIT INC COM 11,664.00 null 548,791.20 421933102 HEALTH MANAGEMENT 29,328.00 null 139,308.00 42222G108 HEALTH NET INC CLASS A CO 12,936.00 null 328,703.76 42330P107 HELIX ENERGY SOLUTIONS 11,049.00 null 289,373.31 423452101 HELMERICH & PAYNE INC COM 12,578.00 null 564,877.98 426281101 HENRY JACK & ASSOCIATES 9,281.00 null 185,248.76 806407102 HENRY SCHEIN INC COM STK 10,885.00 null 627,737.95 431284108 HIGHWOODS PROPERTIES INC 7,649.00 null 257,235.87 431475102 HILL-ROM HOLDINGS INC COM 7,515.00 null 214,703.55 404251100 HNI CORP COM 5,359.00 null 117,683.64 436440101 HOLOGIC INC COM STK 30,846.00 null 595,944.72 440327104 HORACE MANN EDUCATORS 4,898.00 null 71,167.94 440452100 HORMEL FOODS CORP COM STK 8,672.00 null 320,864.00 44106M102 HOSPITALITY PROPERTIES 11,327.00 null 237,980.27 442487203 HOVNANIAN ENTERPRISES INC 5,454.00 null 39,159.72 443510201 HUBBELL INC 6,755.00 null 281,480.85 445658107 HUNT(J.B.)TRANSPORT 10,376.00 null 400,721.12 451107106 IDACORP INC COM STK NPV 5,452.00 null 162,633.16 45167R104 IDEX CORP COM STK USD0.01 9,928.00 null 311,441.36 45168D104 IDEXX LABORATORIES INC 7,269.00 null 405,464.82 45245A107 IMATION CORP COM STK 3,769.00 null 79,563.59 457153104 INGRAM MICRO INC 17,248.00 null 302,184.96 458118106 INTEGRATED DEVICE 20,652.00 null 179,878.92 460254105 INTERNATIONAL RECTIFIER 8,742.00 null 186,029.76 460335201 INTERNATIONAL SPEEDWAY 3,595.00 null 145,238.00 46069S109 INTERSIL CORP CLASS'A' 14,925.00 null 261,187.50 46185R100 INVITROGEN COM STK 10,788.00 null 416,632.56 45068B109 ITT EDUCATIONAL SERVICES 3,465.00 null 323,353.80 472319102 JEFFERIES GROUP INC COM 14,329.00 null 247,175.25 477143101 JETBLUE AIRWAYS CORP COM 22,038.00 null 129,803.82 477839104 JOHN BEAN TECHNOLOGIES 2 null 27.14 48020Q107 JONES LANG LASALLE INC 4,796.00 null 219,800.68 481165108 JOY GLOBAL INC COM STK 13,052.00 null 650,381.16 485170302 KANSAS CITY SOUTHERN COM 10,952.00 null 508,063.28 48242W106 KBR INC COM STK USD0.001 20,469.00 null 347,154.24 488152208 KELLY SERVICES INC 2,673.00 null 48,648.60 489170100 KENNAMETAL INC CAP STK 9,262.00 null 300,274.04 494580103 KINDRED HEALTHCARE INC 3,619.00 null 107,846.20 49460W208 KINETIC CONCEPTS INC COM 6,543.00 null 216,965.88 500643200 KORN-FERRY INTERNATIONAL 5,592.00 null 89,751.60 512807108 LAM RESEARCH CORP COM STK 15,066.00 null 468,401.94 512815101 LAMAR ADVERTISING CO 9,353.00 null 333,902.10 513847103 LANCASTER COLONY CORP COM 2,495.00 null 88,173.30 521865105 LEAR CORP COM STK USD0.01 9,323.00 null 119,707.32 5.26E+106 LENDER PROCESSING 10,350.00 null 344,655.00 531172104 LIBERTY PROPERTY TRUST 11,176.00 null 395,853.92 53217R207 LIFE TIME FITNESS INC COM 4,097.00 null 130,817.21 53219L109 LIFEPOINT HOSPITALS INC 6,533.00 null 220,684.74 532791100 LINCARE HLDGS INC COM STK 8,828.00 null 284,349.88 533900106 LINCOLN ELECTRIC HLDGS 5,153.00 null 353,083.56 546347105 LOUISIANA-PACIFIC CORP 12,451.00 null 121,521.76 549271104 LUBRIZOL CORP COM STK NPV 8,214.00 null 410,289.30 554382101 MACERICH CO COM STK 9,011.00 null 549,671.00 554489104 MACK CALI REALTY CORP COM 7,919.00 null 298,467.11 55611C108 MACROVISION SOLUTIONS 10,030.00 null 156,768.90 56418H100 MANPOWER INC COM STK 9,570.00 null 423,281.10 573284106 MARTIN MARIETTA MATERIALS 4,983.00 null 515,042.88 57383T103 MARVEL ENTERTAINMENT INC 5,891.00 null 202,886.04 577128101 MATTHEWS INTL CORP 3,758.00 null 186,547.12 579064106 MCAFEE INC COM STK 18,256.00 null 651,008.96 552676108 MDC HLDGS INC COM STK 4,244.00 null 167,807.76 552690109 MDU RESOURCES GROUP INC 22,046.00 null 616,185.70 584404107 MEDIA GENERAL INC 2,755.00 null 23,527.70 584690309 MEDICIS PHARMACEUTICAL 6,804.00 null 126,962.64 587200106 MENTOR GRAPHICS CORP COM 10,954.00 null 118,193.66 589400100 MERCURY GENERAL CORP COM 4,291.00 null 218,497.72 591407101 METAVANTE HOLDING COMPANY 10,808.00 null 238,640.64 600544100 MILLER(HERMAN) INC COM 6,766.00 null 185,591.38 602720104 MINE SAFETY APPLIANCES CO 3,531.00 null 124,397.13 603158106 MINERALS TECHNOLOGIES INC 2,275.00 null 140,049.00 607828100 MODINE MANUFACTURING CO 3,889.00 null 59,579.48 608190104 MOHAWK INDUSTRIES COM STK 6,679.00 null 456,108.91 553409103 MPS GROUP INC COM STK 11,371.00 null 127,241.49 553530106 MSC INDUSTRIAL DIRECT CO 5,488.00 null 271,875.52 636180101 NATIONAL FUEL GAS CO COM 9,798.00 null 441,105.96 636518102 NATIONAL INSTRUMENTS CORP 6,801.00 null 213,211.35 638620104 NATIONWIDE HEALTH 11,617.00 null 385,684.40 63935N107 NAVIGANT CONSULTING INC 5,498.00 null 100,283.52 628782104 NBTY INC COM STK USD0.008 6,242.00 null 178,146.68 6.29E+112 NCR CORP COM STK USD0.01 20,193.00 null 441,217.05 64110L106 NETFLIX COM INC STK 5,427.00 null 152,552.97 64126X201 NEUSTAR INC-CLASS COM STK 9,350.00 null 188,776.50 649445103 NEW YORK COMMUNITY 41,094.00 null 691,612.02 651290108 NEWFIELD EXPLORATION CO 15,885.00 null 537,866.10 655663102 NORDSON CORP COM STK NPV 4,061.00 null 195,943.25 664397106 NORTHEAST UTILITIES COM 18,739.00 null 487,401.39 6.70E+111 NSTAR COM STK USD1 12,875.00 null 440,582.50 62944T105 NVR INC COM STK USD0.01 638 null 372,592.00 670837103 OGE ENERGY CORP COM STK 11,089.00 null 366,269.67 680223104 OLD REPUBLIC 27,791.00 null 321,263.96 680665205 OLIN CORP COM STK USD1 9,012.00 null 197,543.04 681904108 OMNICARE INC COM STK USD1 14,667.00 null 466,263.93 682680103 ONEOK INC COM STK NPV 12,574.00 null 483,596.04 686091109 O'REILLY AUTOMOTIVE INC 16,198.00 null 471,847.74 688239201 OSHKOSH CORPORATION 8,983.00 null 110,580.73 690368105 OVERSEAS SHIPHOLDING 3,233.00 null 204,551.91 694873100 PACIFIC SUNWEAR OF 8,313.00 null 54,283.89 695156109 PACKAGING CORP OF AMERICA 11,018.00 null 276,772.16 695263103 PACWEST BANCORP COM STK 2,947.00 null 84,726.25 696643105 PALM INC COM STK USD0.001 12,925.00 null 94,223.25 699173209 PARAMETRIC TECHNOLOGY 13,882.00 null 265,562.66 70336T104 PATRIOT COAL CORPORATION 7,639.00 null 237,496.51 703481101 PATTERSON UTI ENERGY INC 18,616.00 null 376,229.36 69329Y104 PDL BIOPHARMA INC COM STK 14,385.00 null 149,172.45 709631105 PENTAIR INC COM STK 11,948.00 null 422,242.32 71343P200 PEPSIAMERICAS INC COM STK 7,077.00 null 165,247.95 714290103 PERRIGO CO COM STK NPV 9,360.00 null 314,870.40 716768106 PETSMART INC COM STK 15,349.00 null 406,134.54 717124101 PHARMACEUTICAL PRODUCT 12,696.00 null 535,263.36 717528103 PHILADELPHIA CONSOLIDATED 6,975.00 null 396,668.25 718592108 PHILLIPS VAN HEUSEN CORP 6,187.00 null 251,254.07 723787107 PIONEER NATURAL RESOURCES 14,414.00 null 711,475.04 726505100 PLAINS EXPLORATION & 12,964.00 null 458,666.32 727493108 PLANTRONICS INC COM STK 5,903.00 null 144,741.56 69344M101 PMI GROUP INC COM STK 9,794.00 null 25,170.58 69349H107 PNM RESOURCES INC COM STK 10,411.00 null 112,022.36 73172K104 POLYCOM INC COM STK 10,551.00 null 257,338.89 737630103 POTLATCH CORP COM STK 4,749.00 null 215,842.05 741503403 PRICELINE.COM INC COM STK 4,644.00 null 365,343.48 74153Q102 PRIDE INTL INC NEW COM 20,227.00 null 659,400.20 743674103 PROTECTIVE LIFE CORP COM 8,418.00 null 262,136.52 74439H108 PSYCHIATRIC SOLUTIONS INC 6,682.00 null 238,012.84 745310102 PUGET ENERGY INC COM STK 15,635.00 null 410,418.75 7.48E+106 QUANTA SERVICES INC COM 20,785.00 null 581,980.00 74837R104 QUICKSILVER RESOURCES INC 13,238.00 null 259,729.56 751028101 RALCORP HOLDINGS INC COM 6,759.00 null 441,227.52 754730109 RAYMOND JAMES FINANCIAL 11,390.00 null 332,588.00 754907103 RAYONIER INC COM STK NPV 9,455.00 null 420,747.50 756109104 REALTY INCOME CORP COM 12,213.00 null 299,096.37 758849103 REGENCY CENTERS CORP COM 8,432.00 null 520,507.36 758932107 REGIS CORP COM STK 5,182.00 null 143,282.30 759509102 RELIANCE STEEL & 7,646.00 null 344,222.92 76009N100 RENT-A-CENTER INC COM STK 8,043.00 null 181,691.37 760759100 REPUBLIC SERVICES INC COM 18,861.00 null 617,886.36 761152107 RESMED INC COM STK 9,317.00 null 441,718.97 749941100 RF MICRO DEVICES INC COM 31,716.00 null 90,390.60 775711104 ROLLINS INC COM STK USD1 5,109.00 null 89,560.77 776696106 ROPER INDUSTRIES INC COM 10,782.00 null 616,191.30 778296103 ROSS STORES INC COM STK 16,015.00 null 610,651.95 749685103 RPM INTERNAT 15,709.00 null 318,107.25 781258108 RUDDICK CORP COM STK USD1 4,479.00 null 147,851.79 783764103 RYLAND GROUP INC COM STK 5,107.00 null 125,938.62 78390X101 SAIC INC COM STK 22,106.00 null 439,246.22 79377W108 SAKS INC COM STK USD0.10 17,313.00 null 185,249.10 80589M102 SCANA CORP(NEW) COM STK 14,067.00 null 551,426.40 807066105 SCHOLASTIC CORP COM STK 3,139.00 null 82,900.99 80874P109 SCIENTIFIC GAMES 7,817.00 null 195,112.32 810186106 SCOTTS MIRACLE-GRO CO 5,367.00 null 154,462.26 784117103 SEI INVESTMENT CO COM STK 15,116.00 null 343,133.20 816850101 SEMTECH CORP COM STK 7,454.00 null 101,970.72 81725T100 SENSIENT TECHNOLOGIES 5,793.00 null 168,923.88 817315104 SEPRACOR INC COM STK 12,991.00 null 229,810.79 817565104 SERVICE CORPORATION 31,487.00 null 302,275.20 820280105 SHAW GROUP INC COM STK 9,994.00 null 338,896.54 826428104 SIERRA PACIFIC RESOURCES 28,207.00 null 286,301.05 826919102 SILICON LABORATORIES COM 5,875.00 null 176,485.00 832248108 SMITHFIELD FOODS COM 14,096.00 null 291,082.40 832696405 SMUCKER(J.M.)CO COM STK 6,702.00 null 343,879.62 835495102 SONOCO PRODUCTS CO COM 11,998.00 null 413,811.02 835898107 SOTHEBYS INC 8,116.00 null 189,021.64 784635104 SPX CORP COM STK USD10 6,438.00 null 666,333.00 78464R105 SRA INTERNATIONAL INC 5,125.00 null 112,493.75 852891100 STANCORP FINANCIAL GROUP 5,906.00 null 271,439.76 858119100 STEEL DYNAMICS INC COM 22,770.00 null 464,280.30 858912108 STERICYCLE INC COM STK 10,393.00 null 622,748.56 859152100 STERIS CORP COM STK NPV 7,057.00 null 255,533.97 863236105 STRAYER EDUCATION INC COM 1,714.00 null 377,937.00 868157108 SUPERIOR ENERGY SERVICES 9,735.00 null 311,033.25 78486Q101 SVB FINANCIAL GROUP COM 3,856.00 null 213,429.60 871130100 SYBASE INC COM STK 9,561.00 null 293,044.65 871607107 SYNOPSYS INC COM STK 17,207.00 null 345,172.42 87161C105 SYNOVUS FINANCIAL CORP 39,798.00 null 416,685.06 872275102 TCF FINANCIAL COM STK 13,113.00 null 227,772.81 878237106 TECH DATA CORP COM STK 6,377.00 null 195,263.74 878377100 TECHNE CORP COM STK 4,659.00 null 348,260.25 879369106 TELEFLEX INC COM STK USD1 4,776.00 null 312,780.24 879433100 TELEPHONE & DATA SYSTEMS 12,833.00 null 424,772.30 879868107 TEMPLE-INLAND INC COM STK 12,805.00 null 231,386.35 880915103 TERRA INDUSTRIES COM STK 11,018.00 null 432,015.78 884315102 THOMAS & BETTS CORP COM 6,165.00 null 260,039.70 885160101 THOR INDUSTRIES COM STK 4,142.00 null 110,964.18 886423102 TIDEWATER INC COM STK 6,203.00 null 353,819.12 887100105 TIMBERLAND CO CLASS'A'COM 5,811.00 null 98,438.34 887389104 TIMKEN CO COM STK NPV 11,580.00 null 330,030.00 889478103 TOLL BROS INC COM STK 15,502.00 null 369,257.64 890516107 TOOTSIE ROLL INDUSTRIES 3,252.00 null 91,803.96 896239100 TRIMBLE NAVIGATION COM 14,606.00 null 423,720.06 896522109 TRINITY INDUSTRIES INC 9,760.00 null 309,294.40 899896104 TUPPERWARE BRANDS CORP 7,474.00 null 242,680.78 902653104 UDR INC COM STK USD0.01 15,459.00 null 338,706.69 904311107 UNDER ARMOUR INC COM STK 4,367.00 null 145,901.47 911363109 UNITED RENTALS INC COM 6,284.00 null 99,350.04 91307C102 UNITED THERAPEUTICS CORP 2,752.00 null 301,729.28 913275103 UNITRIN COM STK USD0.10 6,053.00 null 157,862.24 913456109 UNIVERSAL CORP COM STK 3,068.00 null 152,847.76 913903100 UNIVERSAL HEALTH S CLASS 6,135.00 null 391,351.65 917047102 URBAN OUTFITTERS INC COM 13,701.00 null 482,686.23 903236107 URS CORP COM STK USD0.01 10,180.00 null 396,409.20 918866104 VALASSIS COMMUNICATIONS 5,790.00 null 45,625.20 91911X104 VALENT PHARMACEUTICALS 10,767.00 null 204,573.00 920355104 VALSPAR CORP COM STK 11,994.00 null 279,820.02 92046N102 VALUECLICK INC COM STK 11,475.00 null 120,717.00 922206107 VARIAN INC COM STK USD1 3,561.00 null 165,266.01 918194101 VCA ANTECH INC COM STK 10,171.00 null 299,637.66 92240G101 VECTREN CORP COM NPV 9,762.00 null 258,204.90 92532F100 VERTEX PHARMACEUTICAL COM 16,947.00 null 449,603.91 928298108 VISHAY INTL USD0.10 22,467.00 null 162,436.41 929740108 WABTEC CORPORATIONCOM 5,835.00 null 297,293.25 930059100 WADDELL & REED FINANCIAL 10,448.00 null 258,483.52 934390402 WARNACO GROUP INC 5,487.00 null 275,118.18 938824109 WASHINGTON FEDERAL INC 10,583.00 null 193,245.58 947890109 WEBSTER FINANCIAL CORP 6,328.00 null 140,165.20 948741103 WEINGARTEN REALTY 9,007.00 null 286,872.95 94946T106 WELLCARE HEALTH PLANS INC 5,028.00 null 200,516.64 950755108 WERNER ENTERPRISES INC 5,346.00 null 125,096.40 957090103 WESTAMERICA BANCORP COM 3,496.00 null 193,678.40 95709T100 WESTAR ENERGYCOM USD5 12,637.00 null 285,090.72 958102105 WESTERN DIGITAL CORP COM 26,691.00 null 605,885.70 92924F106 WGL HLDGS INC COM STK 5,962.00 null 196,924.86 968223206 WILEY(JOHN)& SONS INC 5,421.00 null 229,037.25 969904101 WILLIAMS-SONOMA INC COM 10,562.00 null 191,594.68 971807102 WILMINGTON TRUST CORP COM 8,110.00 null 206,886.10 973149107 WIND RIVER SYSTEM COM STK 8,165.00 null 83,446.30 976657106 WISCONSIN ENERGY CORP COM 14,096.00 null 630,091.20 981811102 WORTHINGTON INDUSTRIES 7,743.00 null 128,533.80 984249102 YRC WORLDWIDE INC COM STK 6,886.00 null 98,745.24 989207105 ZEBRA TECHNOLOGIES 7,840.00 null 224,067.20 G3223R108 EVEREST RE GROUP COM STK 7,467.00 null 583,322.04 null Net Other Assets / Cash 8,161,715.68 null 8,161,715.68 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES SHORT QQQ 74347R602 null NASDAQ 100 SWAPS -50,359.86 -85,886,723.05 null null NASDAQ 100 19/12/08 -392 -13,457,360.00 null null Net Other Assets / Cash 99,352,421.39 null 99,352,421.39 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES SHORT S&P 500 74347R503 null S&P500 SWAPS -824,283.96 -392,003,297.86 null null S&P500 EMINI FUT 19/12/08 -831 -49,860,000.00 null null Net Other Assets / Cash 442,002,770.45 null 442,002,770.45 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES SHORT DOW 30 74347R701 null DJIA SWAPS 212,738.43 -225,641,784.57 null null DJIA MINI E-CBOT 19/12/08 -572 -31,331,300.00 null null Net Other Assets / Cash 256,993,822.41 null 256,993,822.41 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES SHORT MIDCAP400 74347R800 null S&P MIDCAP 400 SWAPS 364,915.24 -38,900,668.59 null null S&P MID 400 19/12/08 -75 -5,667,750.00 null null Net Other Assets / Cash 44,633,040.23 null 44,633,040.23 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES ULTRASHORT QQQ 74347R875 null NASDAQ 100 SWAPS -869,785.82 -2,728,116,095.50 null null NASDAQ 100 19/12/08 -5,939.00 -203,885,870.00 null null Net Other Assets / Cash 1,466,135,299.28 null 1,466,135,299.28 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES ULTRASHT S&P500 74347R883 null S&P 500 SWAPS -2,702,278.05 -5,445,433,315.29 null null S&P500 EMINI FUT 19/12/08 -6,286.00 -377,160,000.00 null null Net Other Assets / Cash 2,912,805,892.08 null 2,912,805,892.08 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES ULTRASHORT DJ30 74347R867 null DJIA SWAPS -116,947.24 -1,276,772,708.44 null null DJIA MINI E-CBOT 19/12/08 -1,690.00 -92,569,750.00 null null Net Other Assets / Cash 684,750,670.40 null 684,750,670.40 Security Number Security Description Shares/Contracts Notional Value Market Value PROSHARES ULTRASHORT M400 74347R859 null S&P MIDCAP 400 SWAPS -237,869.50 -350,144,683.92 null null S&P MID 400 19/12/08 -333 -25,164,810.00 null null Net Other Assets / Cash 187,767,319.97 null 187,767,319.97 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Russell 2000 74347R842 null RUSSELL 2000 SWAP 290,083.94 200,088,891.20 null null RUSSELL 2000 18/12/08 25 1,727,000.00 null 92533108 BLACKROCK KELSO CAPITAL 2,427.00 null 23,226.39 376546107 GLADSTONE INVESTMENT CORP 4,117.00 null 26,389.97 48660Q102 KAYNE ANDERSON ENERGY 1,874.00 null 32,907.44 BOST13101 ALPHARMA INC 6,892.00 null - BOSR99103 ARLINGTON TANKERS LTD 1,296.00 null - 16104810R CHARLOTTE RUSSE HOLDING 3,294.00 null - BOST05106 GAYLORD ENTERTAINMENT CO 6,448.00 null - 44248720R HOVNANIAN ENTERPRISE RGHT 7,321.00 null - BOS60D108 MARKETAXESS HOLDINGS INC 2,477.00 null - 594793911 MICREL INC COM STK NPV 5,189.00 null - BOST32100 PLEXUS CORP 7,444.00 null - BOSR16107 SONUS NETWORKS INC 20,794.00 null - BOS62K102 SPSS INC 1,468.00 null - BOSP76101 TWIN DISC INC POISON PILL 729 null - 68243Q106 1-800-FLOWERS.COM INC COM 4,873.00 null 30,797.36 885535104 3 COM CORP STK 75,193.00 null 151,137.93 88554D205 3 D SYSTEMS INC COM STK 3,326.00 null 39,080.50 88580F109 3PAR INC COM STK USD0.001 5,075.00 null 48,009.50 65440K106 99 CENTS ONLY STORES COM 8,754.00 null 82,550.22 1282102 A H BELO CORP USD0.01 3,817.00 null 21,756.90 360206 AAON INC COM STK USD0.004 2,501.00 null 46,618.64 361105 AAR CORP COM STK USD1 7,226.00 null 114,170.80 2535201 AARON RENTS INC COM VTG 8,459.00 null 239,389.70 2567105 ABAXIS COM STK USD1 4,044.00 null 75,784.56 00350L109 ABINGTON BANCORP INC COM 4,563.00 null 44,899.92 3654100 ABIOMED INC COM STK 6,343.00 null 108,275.01 3687100 ABITIBIBOWATER INC COM 9,913.00 null 52,638.03 957100 ABM INDUSTRIES INC COM 8,156.00 null 175,354.00 3830106 ABRAXAS PETROLEUM CORP 7,827.00 null 17,845.56 4239109 ACADIA REALTY TRUST SHS 6,020.00 null 143,215.80 00430U103 ACCELRYS INC COM 4,997.00 null 23,485.90 00081T108 ACCO BRANDS CORP COM STK 10,101.00 null 85,353.45 4397105 ACCURAY INC COM STK 6,728.00 null 50,930.96 4398103 ACCURIDE CORP COM STK 6,609.00 null 6,873.36 4446100 ACETO CORP COM STK 4,561.00 null 38,677.28 4498101 ACI WORLDWIDE INC COM STK 6,408.00 null 114,767.28 4764106 ACME PACKET INC COM STK 5,065.00 null 30,896.50 00484M106 ACORDA THERAPEUTICS INC 6,910.00 null 186,708.20 4934105 ACTEL CORP COM STK 4,718.00 null 56,380.10 00508X203 ACTUANT CORP CLS'A' COM 10,418.00 null 290,662.20 00508B102 ACTUATE CORP COM STK 11,285.00 null 41,641.65 00508Y102 ACUITY BRANDS INC COM STK 7,570.00 null 305,298.10 00509L703 ACURA PHARMACEUTICALS INC 1,520.00 null 10,898.40 5125109 ACXIOM CORP COM STK 11,394.00 null 160,313.58 00651F108 ADAPTEC INC COM STK 22,552.00 null 78,932.00 7094105 ADMINISTAFF INC COM STK 4,018.00 null 111,861.12 00724X102 ADOLOR CORP COM STK 8,585.00 null 29,618.25 00738A106 ADTRAN INC COM STK 10,475.00 null 208,662.00 00739W107 ADVANCE AMER CASH 7,805.00 null 33,873.70 00752J108 ADVANCED ANALOGIC COM STK 8,509.00 null 34,886.90 00752H102 ADVANCED BATTERY 8,191.00 null 27,849.40 7973100 ADVANCED ENERGY 6,109.00 null 83,265.67 7942204 ADVANTA CORP CLASS'B'NON 7,140.00 null 59,047.80 7974108 ADVENT SOFTWARE INC COM 3,112.00 null 124,075.44 00762W107 ADVISORY BOARD INC COM 3,229.00 null 100,131.29 1031103 AEP INDUSTRIES INC COM 1,008.00 null 19,645.92 7865108 AEROPOSTALE INC COM STK 12,470.00 null 430,713.80 8073108 AEROVIRONMENT INC COM STK 1,913.00 null 64,946.35 00104Q107 AFC ENTERPRISES INC COM 4,703.00 null 41,621.55 00826A109 AFFYMAX INC COM STK 1,957.00 null 38,866.02 00826T108 AFFYMETRIX INC COM STK 12,948.00 null 102,159.72 00846L101 AGFEED INDUSTRIES INC COM 3,701.00 null 33,123.95 00847J105 AGILYSYS INC 4,232.00 null 48,160.16 8492100 AGREE REALTY CORP COM STK 1,455.00 null 36,549.60 9128307 AIR METHODS CORP COM STK 1,998.00 null 57,862.08 00949P108 AIRTRAN HLDGS INC COM STK 21,814.00 null 64,133.16 00950V101 AIRVANA INC COM STK 4,494.00 null 23,458.68 9720103 AKEENA SOLAR INC COM STK 3,898.00 null 12,239.72 9728106 AKORN COM STK NPV 10,632.00 null 50,608.32 11311107 ALAMO GROUP INC COM STK 1,154.00 null 19,433.36 11659109 ALASKA AIR GROUP INC COM 6,710.00 null 148,894.90 01167P101 ALASKA COM SYSTEMS GROUP 8,077.00 null 89,493.16 12348108 ALBANY INTERNATIONAL CORP 5,534.00 null 169,340.40 12423109 ALBANY MOLECULAR RESEARCH 4,367.00 null 74,020.65 14752109 ALEXANDER'S INC COM STK 373 null 143,605.00 15351109 ALEXION PHARMACEUTICAL 7,168.00 null 284,856.32 15384100 ALEXZA PHARMACEUTICALS 4,445.00 null 21,647.15 16230104 ALICO INC COM STK USD1 669 null 25,455.45 16255101 ALIGN TECHNOLOGY INC COM 11,560.00 null 148,314.80 01642T108 ALKERMES INC COM STK 17,819.00 null 222,024.74 01748X102 ALLEGIANT TRAVEL COM STK 2,547.00 null 81,172.89 18522300 ALLETE COM NPV 4,885.00 null 212,497.50 18606202 ALLIANCE IMAGING INC COM 4,756.00 null 53,600.12 18772103 ALLIANCE ONE 16,577.00 null 61,832.21 19344100 ALLIED NEVADA GOLD CORP 8,395.00 null 33,663.95 19645506 ALLIS-CHALMERS ENERGY INC 5,223.00 null 57,400.77 19777101 ALLOS THERAPEUTICS COM 9,880.00 null 75,779.60 01988P108 ALLSCRIPTS HEALTHCARE 10,639.00 null 134,796.13 20409108 ALMOST FAMILY INC COM STK 1,188.00 null 48,411.00 02043Q107 ALNYLAM PHARMACEUTICALS 6,631.00 null 184,673.35 20520102 ALON USA ENERGY INC COM 2,018.00 null 25,951.48 20813101 ALPHARMA INC CLASS'A'COM 7,792.00 null 285,576.80 02081G102 ALPHATEC HOLDINGS INC COM 4,648.00 null 20,265.28 02208R106 ALTRA HOLDINGS INC COM 4,927.00 null 78,536.38 00163U106 AMAG PHARMA INC COM 3,170.00 null 133,995.90 23139108 AMBAC FINANCIAL GROUP INC 53,493.00 null 333,796.32 23177108 AMBASSADORS GROUP INC COM 3,558.00 null 56,892.42 02341W103 AMCOL INTERNATIONAL CORP 4,808.00 null 149,769.20 02342J101 AMCOMP COM STK USD0.01 2,344.00 null 27,917.04 23912108 AMCORE FINANCIAL COM STK 3,668.00 null 31,178.00 23436108 AMEDISYS INC COM STK 4,942.00 null 236,524.12 23586100 AMERCO COM 1,753.00 null 74,537.56 23850100 AMERICAN APPAREL INC COM 6,314.00 null 54,805.52 24061103 AMERICAN AXLE & 8,590.00 null 56,436.30 24835100 AMERICAN CAMPUS 7,887.00 null 230,221.53 02503X105 AMERICAN CAPITAL AGENCY 1,865.00 null 34,073.55 25195207 AMERICAN COMMERCIAL LINES 6,661.00 null 59,882.39 25334103 AMERICAN DAIRY INC COM 1,322.00 null 9,333.32 25533407 AMERICAN ECOLOGY CORP COM 3,034.00 null 85,983.56 25676206 AMERICAN EQUITY INVT LIFE 10,186.00 null 86,275.42 26375105 AMERICAN GREETINGS CORP 9,109.00 null 155,581.72 02744M108 AMERICAN MEDICAL SYSTEMS 13,565.00 null 232,368.45 28723104 AMERICAN OIL & GAS INC 6,839.00 null 14,019.95 28731107 AMERICAN ORIENTAL 11,510.00 null 77,117.00 28884104 AMERICAN PHYSICIANS 1,564.00 null 67,924.52 02913V103 AMERICAN PUBLIC EDUCATION 2,052.00 null 95,541.12 02916P103 AMERICAN RAILCAR 1,738.00 null 27,130.18 29263100 AMERICAN REPROGRAPHICS CO 6,788.00 null 120,690.64 29429107 AMERICAN SCIENCE & 1,696.00 null 113,004.48 29683109 AMERICAN SOFTWARE INC 4,203.00 null 22,990.41 29899101 AMERICAN STATES WATER CO 3,218.00 null 120,063.58 30111108 AMERICAN SUPERCONDUCTOR 7,831.00 null 133,361.93 30371108 AMERICAN VANGUARD CORP 3,523.00 null 51,752.87 30506109 AMERICAN WOODMARK CORP 1,974.00 null 46,764.06 03062T105 AMERICA'S CAR MART INC 1,872.00 null 39,162.24 03070L300 AMERIGON INC CL A NEW 4,127.00 null 31,323.93 03073T102 AMERIGROUP CORP COM STK 9,987.00 null 249,774.87 03076K108 AMERIS BANCORP COM STK 2,532.00 null 30,890.40 03071H100 AMERISAFE INC COM STK 3,508.00 null 66,792.32 03070Q101 AMERISTAR CASINOS INC COM 4,738.00 null 73,675.90 30710107 AMERON INTERNATIONAL 1,711.00 null 179,757.66 31001100 AMES NATL CORP COM STK 1,201.00 null 26,373.96 03152W109 AMICUS THERAPEUTICS COM 908 null 12,712.00 31652100 AMKOR TECHNOLOGY INC COM 20,326.00 null 132,525.52 1744101 AMN HEALTHCARE SERVICES 6,309.00 null 118,356.84 32015109 AMPAL-AMERICAN ISRAEL 3,667.00 null 16,758.19 32037103 AMPCO-PITTSBURGH CORP COM 1,545.00 null 48,528.45 32159105 AMREP CORP COM STK 321 null 15,754.68 03232P405 AMSURG CORP COM STK NPV 5,872.00 null 155,255.68 32359309 AMTRUST FINANCIAL SERVICE 2,955.00 null 37,469.40 32515108 ANADIGICS INC COM STK 11,670.00 null 37,344.00 32657207 ANALOGIC CORP COM STK 2,498.00 null 153,951.74 32744104 ANAREN INC COM STK 2,723.00 null 28,373.66 32839102 ANCHOR BANCORP WISCONSIN 3,549.00 null 28,214.55 34164103 ANDERSONS INC COM STK NPV 3,377.00 null 135,147.54 03475V101 ANGIODYNAMICA INC COM STK 4,512.00 null 70,161.60 35290105 ANIXTER INTERNATIONAL INC 5,570.00 null 347,289.50 37023108 ANTHRACITE CAPITAL INC 10,957.00 null 57,195.54 37347101 ANWORTH MORTGAGE ASSET 15,379.00 null 109,344.69 37598109 APOGEE ENTERPRISES INC 5,396.00 null 102,739.84 03761U106 APOLLO INVESTMENT CORP 26,522.00 null 430,717.28 03820C105 APPLIED INDUSTRIAL 7,885.00 null 223,460.90 03822W406 APPLIED MICROCIRCUITS 12,083.00 null 80,593.61 38237103 APPLIED SIGNAL 2,347.00 null 40,509.22 03834A103 APPROACH RESOURCES INC 1,674.00 null 21,058.92 37933108 APRIA HEALTHCARE GROUP 8,180.00 null 152,557.00 03875Q108 ARBITRON INC COM STK 5,089.00 null 237,045.62 38923108 ARBOR REALTY TRUST INC 2,647.00 null 21,837.75 4225108 ARCADIA PHARMACEUTICALS 6,155.00 null 16,003.00 03937R102 ARCH CHEMICALS INC COM 4,636.00 null 169,677.60 39666102 ARCSIGHT INC NPV 1,286.00 null 11,188.20 03969P107 ARDEA BIOSCIENCES INC COM 2,260.00 null 30,962.00 39762109 ARDEN GROUP INC 213 null 30,548.46 40047102 ARENA PHARMACEUTICALS INC 13,769.00 null 74,077.22 40049108 ARENA RESOURCES INC COM 7,072.00 null 251,409.60 04010L103 ARES CAPITAL CORP COM STK 18,119.00 null 196,047.58 40149106 ARGON ST INC COM STK NPV 2,442.00 null 58,461.48 04033A100 ARIAD PHARMACEUTICALS INC 12,953.00 null 37,045.58 04033V203 ARIBA INC COM USD0.002 15,942.00 null 237,535.80 40448201 ARISTOTLE CORP COM STK 223 null 1,779.54 40790107 ARKANSAS BEST CORP COM 4,222.00 null 147,178.92 4.27E+110 ARQULE INC COM STK 7,560.00 null 24,570.00 04269X105 ARRAY BIOPHARMA INC COM 8,864.00 null 58,768.32 04269Q100 ARRIS GROUP INC COM STK 22,860.00 null 210,769.20 42744102 ARROW FINANCIAL CORP COM 1,705.00 null 45,813.35 04289L107 ART TECHNOLOGY GROUP INC 24,016.00 null 92,941.92 43136100 ARTHROCARE CORPORATION 4,964.00 null 135,120.08 43176106 ARUBA NETWORKS INC COM 9,750.00 null 50,017.50 43353101 ARVINMERITOR INC COM STK 13,743.00 null 211,917.06 43436104 ASBURY AUTOMOTIVE GROUP 5,952.00 null 76,899.84 43635101 ASCENT SOLAR TECHNOLOGIES 1,393.00 null 8,720.18 44103109 ASHFORD HOSPITALITY TRUST 22,330.00 null 97,135.50 04518A104 ASIAINFO HLDGS INC COM 6,459.00 null 63,685.74 04543P100 ASSET ACCEPTANCE CAPITAL 2,779.00 null 28,151.27 04544X102 ASSISTED LIVING CONCEPTS 10,228.00 null 71,186.88 45604105 ASSOCIATED ESTATES REALTY 2,704.00 null 37,261.12 46224101 ASTEC INDUSTRIES INC COM 3,367.00 null 95,925.83 04648X107 ASYST TECHNOLOGIES INC 9,268.00 null 32,067.28 00211W104 ATC TECHNOLOGY CORP COM 3,960.00 null 94,842.00 04685W103 ATHENAHEALTH INC ORD 3,851.00 null 125,812.17 04743P108 ATHEROS COMMUNICATIONS 11,062.00 null 278,541.16 49079205 ATLANTIC TELE NETWORK INC 1,765.00 null 57,803.75 49164205 ATLAS AIR WORLDWIDE 2,481.00 null 121,742.67 49167109 ATLAS AMERICA INC COM STK 6,437.00 null 210,618.64 00207R101 ATMI INC COM STK USD0.01 5,986.00 null 113,255.12 00208J108 ATP OIL & GAS CORP COM 5,179.00 null 100,938.71 49904105 ATRION CORP COM STK 278 null 30,883.02 50757103 AUDIOVOX CORP CLASS'A'COM 3,249.00 null 30,020.76 52660107 AUTHENTEC INC COM STK 4,673.00 null 10,420.79 05334D107 AUXILIUM PHARMACEUTICALS 7,672.00 null 282,099.44 05348W307 AVANEX CORP COM STK 2,507.73 null 13,290.99 53491205 AVANT IMMUNOTHERAPEUTICS 2,781.00 null 28,922.40 53494100 AVATAR HLDGS INC COM STK 1,138.00 null 38,054.72 05356X403 AVENTINE RENEWABLE ENERGY 5,464.00 null 27,702.48 05367P100 AVID TECHNOLOGIES INC COM 5,625.00 null 139,106.25 05379B107 AVISTA CORP COM STK NPV 9,894.00 null 218,855.28 53893103 AVOCENT CORP COM STK 8,342.00 null 170,927.58 54540109 AXCELIS TECHNOLOGIES INC 19,106.00 null 27,321.58 54615109 AXSYS TECHNOLOGIES INC 1,627.00 null 102,094.25 2474104 AZZ INC COM STK USD1 2,259.00 null 78,003.27 05508R106 B & G FOODS HLDGS COM 3,748.00 null 29,796.60 56525108 BADGER METER INC COM STK 2,718.00 null 116,874.00 57149106 BAKER(MICHAEL)CORP COM 1,363.00 null 49,068.00 57665200 BALCHEM CORP COM STK 3,380.00 null 87,542.00 57741100 BALDOR ELECTRIC CO COM 8,599.00 null 276,973.79 57755209 BALDWIN & LYONS INC 1,602.00 null 33,033.24 05874B107 BALLY TECHNOLOGIES INC 10,203.00 null 327,108.18 05945F103 BANCFIRST CORP COM STK 1,374.00 null 68,067.96 05978R107 BANCTRUST FINL GR INC 3,271.00 null 29,144.61 63750103 BANK MUTUAL CORP COM 8,998.00 null 105,546.54 63904106 BANK OF THE OZARKS COM 2,304.00 null 62,691.84 06643P104 BANKFINANCIAL CORP COM 3,667.00 null 52,218.08 06646V108 BANKRATE INC COM STK 2,376.00 null 84,823.20 06652V109 BANNER CORP COM STK 2,617.00 null 29,807.63 67806109 BARNES GROUP INC COM STK 8,918.00 null 199,674.02 06985P100 BASIC ENERGY SERVICES INC 7,696.00 null 177,008.00 73677106 BEACON POWER CORPORATION 16,542.00 null 18,361.62 73685109 BEACON ROOFING SUPPLY INC 8,261.00 null 134,489.08 07556Q105 BEAZER HOMES USA INC COM 7,314.00 null 54,928.14 75571109 BEBE STORES INC COM STK 7,156.00 null 70,772.84 77347300 BEL FUSE INC CLASS'B'SHS 2,208.00 null 59,483.52 77454106 BELDEN INC COM STK 8,161.00 null 258,458.87 80555105 BELO CORP CLASS'A'COM STK 16,620.00 null 107,863.80 08160H101 BENCHMARK ELECTRONICS INC 12,583.00 null 189,374.15 08173R104 BENEFICIAL MUTUAL BANCORP 6,105.00 null 71,489.55 84680107 BERKSHIRE HILLS BANCORP 1,956.00 null 49,212.96 85789105 BERRY PETROLEUM CORP 7,961.00 null 267,011.94 05541T101 BGC PARTNERS INC 6,262.00 null 26,613.50 08883T200 BIDZ.COM COM STK USD0.001 1,082.00 null 8,850.76 08915P101 BIG 5 SPORTING GOODS CORP 4,070.00 null 42,857.10 89750509 BIGBAND NETWORKS INC COM 6,131.00 null 24,217.45 06846N104 BILL BARRETT CORP COM NPV 6,830.00 null 213,847.30 90572207 BIO RAD LABORATORIES INC 3,532.00 null 353,094.04 09064M105 BIODEL INC COM STK 2,000.00 null 11,000.00 09065G107 BIOFORM MEDICAL INC COM 4,076.00 null 15,937.16 09063H107 BIOMED REALTY TRUST INC 13,377.00 null 356,497.05 09064X101 BIOMIMETICS THERAPEUTICS 2,470.00 null 23,218.00 09057G602 BIO-REFERENCE 2,149.00 null 60,752.23 09180C106 BJS RESTAURANTS INC COM 3,243.00 null 38,494.41 91826107 BLACK BOX CORP COM STK 3,268.00 null 115,229.68 92113109 BLACK HILLS CORP COM STK 7,165.00 null 230,569.70 09227Q100 BLACKBAUD INC COM STK 8,339.00 null 159,108.12 91935502 BLACKBOARD INC COM STK 5,770.00 null 225,030.00 93679108 BLOCKBUSTER INC 33,002.00 null 70,954.30 95180105 BLOUNT INTERNATIONAL INC 7,116.00 null 81,264.72 09534T508 BLUE COAT SYS INC 6,179.00 null 94,291.54 09578R103 BLUE NILE INC COM STK 2,490.00 null 97,956.60 96231105 BLUEGREEN CORP COM STK 2,393.00 null 22,829.22 09643P108 BLYTH INC COM STK USD0.02 4,552.00 null 60,268.48 09656A105 BMB MUNAI INC COM STK 7,453.00 null 23,402.42 05569C105 BMP SUNSTONE CORP 4,317.00 null 24,045.69 96761101 BOB EVANS FARMS INC COM 5,780.00 null 158,025.20 09746Y105 BOISE INC COM STK 6,658.00 null 14,647.60 97698104 BOLT TECHNOLOGY CORP COM 1,608.00 null 28,188.24 9.86E+108 BOOKHAM INC COM STK 18,789.00 null 25,365.15 99709107 BORDERS GROUP INC COM STK 11,285.00 null 81,816.25 100557107 BOSTON BEER CO INC 1,571.00 null 70,145.15 101119105 BOSTON PRIVATE FINANCIAL 10,176.00 null 93,008.64 101388106 BOTTOMLINE TECHNOLOGIES 4,096.00 null 41,697.28 103043105 BOWNE & CO INC USD0.01 5,014.00 null 59,014.78 55639108 BPZ RESOURCES INC COM STK 11,178.00 null 145,872.90 104674106 BRADY CORP 'A'NON.V 9,367.00 null 317,166.62 109043109 BRIGGS & STRATTON CORP 9,240.00 null 159,759.60 109178103 BRIGHAM EXPLORATIONS COM 8,614.00 null 105,176.94 109473405 BRIGHTPOINT INC. COM STK 9,294.00 null 69,797.94 110394103 BRISTOW GROUP INC COM STK 4,515.00 null 166,693.80 11133V108 BROADPOINT SECURITIES 4,509.00 null 13,211.37 112211107 BRONCO DRILLING CO INC 4,899.00 null 62,315.28 112723101 BROOKFIELD HOMES CORP COM 1,748.00 null 22,374.40 11373M107 BROOKLINE BANCORP 10,853.00 null 119,383.00 114039100 BROOKLYN FEDERAL BANCORP 631 null 9,250.46 114340102 BROOKS AUTOMATION INC 11,838.00 null 107,133.90 115736100 BROWN SHOE CO INC COM STK 7,895.00 null 121,346.15 116794108 BRUKER CORP COM STK 9,415.00 null 140,283.50 117043109 BRUNSWICK CORP COM STK 16,336.00 null 210,080.96 117421107 BRUSH ENGINEERED 3,803.00 null 83,970.24 117665109 BRYN MAWR BANK CORP COM 1,285.00 null 29,927.65 118255108 BUCKEYE TECHNOLOGIES INC 7,308.00 null 66,137.40 118440106 BUCKLE COM STK USD0.05 2,882.00 null 163,870.52 119848109 BUFFALO WILD WINGS INC 3,321.00 null 120,286.62 120076104 BUILD A BEAR WORKSHOP INC 3,094.00 null 22,864.66 12008R107 BUILDERS FIRSTSOURCE INC 2,965.00 null 16,218.55 12429T104 BWAY HOLDING COMPANY COM 1,396.00 null 15,439.76 126804301 CABELAS INC COM STK 7,327.00 null 89,829.02 12709P103 CABOT MICROELECTRONICS 4,376.00 null 150,053.04 127150308 CACHE INC COM STK USD0.01 2,100.00 null 25,998.00 127190304 CACI INTL INC CLASS A COM 5,617.00 null 260,179.44 12738T100 CADENCE PHARMACEUTICALS 3,767.00 null 36,351.55 127537207 CADIZ INC NEW 2,231.00 null 37,815.45 12477X106 CAI INTERNATIONAL INC COM 1,370.00 null 17,919.60 12802T101 CAL DIVE INTL INC DEL COM 8,241.00 null 73,015.26 128030202 CAL MAINE FOODS INC COM 2,416.00 null 80,452.80 12811R104 CALAMOS ASSET MANAGEMENT 3,751.00 null 61,591.42 128246105 CALAVO GROWERS INC COM 1,933.00 null 23,041.36 129603106 CALGON CARBON CORP COM 7,627.00 null 135,684.33 13054D109 CALIFORNIA PIZZA KITCHEN 3,924.00 null 53,837.28 130788102 CALIFORNIA WATER SERVICE 3,657.00 null 136,954.65 130872104 CALIPER LIFE SCIENCES INC 8,910.00 null 26,373.60 131193104 CALLAWAY GOLF CO COM STK 12,358.00 null 166,709.42 13123E500 CALLIDUS SOFTWARE INC COM 5,619.00 null 25,678.83 13123X102 CALLON PETROLEUM CO COM 3,907.00 null 69,935.30 132011107 CAMBREX CORP COM STK 5,423.00 null 32,971.84 133034108 CAMDEN NATIONAL 1,438.00 null 43,283.80 137801106 CANO PETROLEUM, INC 8,818.00 null 20,722.30 138098108 CANTEL MEDICAL CORP COM 2,329.00 null 22,218.66 139594105 CAPELLA EDUCATION CO COM 2,655.00 null 124,068.15 139674105 CAPITAL CITY BANK GROUP 2,195.00 null 58,123.60 140475104 CAPITAL SENIOR LIVING 4,162.00 null 31,880.92 140501107 CAPITAL SOUTHWEST CORP 568 null 72,471.12 14052H506 CAPITAL TRUST INC COM STK 3,103.00 null 34,319.18 14056D105 CAPITOL BANCORP COM STK 2,686.00 null 39,591.64 140288101 CAPLEASE INC COM STK 8,343.00 null 65,325.69 14067E506 CAPSTEAD MTGE.CORP COM 10,517.00 null 129,990.12 14067D102 CAPSTONE TURBINE CORP COM 27,150.00 null 47,512.50 14075T107 CARACO PHARMACEUTICAL 2,037.00 null 29,129.10 140781105 CARBO CERAMICS COM STK 3,832.00 null 183,552.80 14141A108 CARDIAC SCIENCE CORP COM 3,629.00 null 35,636.78 14149F109 CARDINAL FINANCIAL CORP 4,509.00 null 35,936.73 14159L103 CARDIONET INC USD0.001 838 null 22,307.56 14161H108 CARDTRONICS INC COM STK 2,242.00 null 15,447.38 141657106 CARE INVESTMENT TRUST INC 2,478.00 null 25,399.50 144577103 CARRIZO OIL & GAS INC COM 5,097.00 null 170,188.83 146229109 CARTERS INC COM STK 10,556.00 null 203,203.00 147154108 CASCADE BANCORP COM STK 4,154.00 null 31,238.08 147195101 CASCADE CORP COM STK 1,688.00 null 66,237.12 147448104 CASELLA WASTE SYSTEMS COM 4,200.00 null 56,490.00 147528103 CASEY'S GENERAL STORES 9,460.00 null 272,353.40 14754D100 CASH AMERICA 5,430.00 null 221,761.20 14808P109 CASS INFORMATION SYSTEMS 1,261.00 null 46,177.82 148411101 CASTLE(A.M.)& CO COM STK 3,077.00 null 54,401.36 148711104 CASUAL MALE RETAIL GROUP 6,947.00 null 29,941.57 149150104 CATAHY GENERAL BANCORP 9,216.00 null 214,087.68 149205106 CATO CORP CLASS'A'COM STK 5,158.00 null 94,030.34 149568107 CAVCO INDUSTRIES INC COM 1,205.00 null 40,150.60 14965A101 CAVIUM NETWORKS COM STK 5,644.00 null 69,590.52 149847105 CBEYOND INC COM STK USD1 4,467.00 null 66,736.98 124805102 CBIZ INC COM STK USD0.01 8,344.00 null 70,673.68 12489V106 CBRL GROUP INC COM STK 4,129.00 null 106,486.91 125071100 CDI CORP COM STK USD0.10 2,486.00 null 61,702.52 125137109 CEC ENTERTAINMENT COM STK 3,753.00 null 126,663.75 150602209 CEDAR SHOPPING CENTERS 7,139.00 null 92,378.66 150838100 CELADON GROUP COM STK 4,074.00 null 53,002.74 1.51E+110 CELERA CORP USD0.01 14,914.00 null 216,253.00 150921104 CELL GENESYS INC COM STK 16,011.00 null 10,086.93 15135B101 CENTENE CORP(DEL) COM STK 8,091.00 null 189,329.40 15133V208 CENTENNIAL COMMUNICATIONS 12,559.00 null 86,029.15 15201P109 CENTERSTATE BKS FLA INC 1,722.00 null 27,483.12 153527205 CENTRAL GARDEN & PET CO 12,002.00 null 69,971.66 154760102 CENTRAL PAC FINL CORP COM 5,355.00 null 73,845.45 155771108 CENTRAL VERMONT PUBLIC 1,927.00 null 42,201.30 15670S105 CENVEO INC COM USD0.01 8,956.00 null 78,812.80 15670R107 CEPHEID COM STK NPV 10,617.00 null 161,909.25 156710105 CERADYNE INC COM STK 4,910.00 null 169,198.60 157210105 CEVA INC COM STK USD0.001 3,754.00 null 32,734.88 12541M102 CH ENERGY GROUP INC COM 2,939.00 null 120,469.61 158496109 CHAMPION ENTERPRISES INC 14,485.00 null 69,962.55 161048103 CHARLOTTE RUSSE HLDG INC 3,891.00 null 46,692.00 161133103 CHARMING SHOPPES INC COM 21,126.00 null 108,165.12 16115Q308 CHART INDUSTRIES INC COM 5,279.00 null 185,504.06 16117M107 CHARTER COMMUNICATIONS 76,065.00 null 70,740.45 162456107 CHATTEM INC COM STK NPV 3,207.00 null 235,137.24 162825103 CHECKPOINT SYSTEMS COM 7,397.00 null 144,611.35 163072101 CHEESECAKE FACTORY COM 12,507.00 null 177,099.12 16359R103 CHEMED CORP CAP USD1 4,425.00 null 198,903.75 163731102 CHEMICAL FINANCIAL CORP 4,441.00 null 127,012.60 16411R208 CHENIERE ENERGY INC COM 9,054.00 null 24,445.80 16444H102 CHEROKEE INC COM STK 1,405.00 null 32,989.40 165303108 CHESAPEAKE UTILITIES CORP 1,268.00 null 37,025.60 168615102 CHICO'S FAS INC COM STK 32,907.00 null 218,831.55 168905107 CHILDRENS PLACE RETAIL 4,357.00 null 167,178.09 16934Q109 CHIMERA INVESTMENT 6,292.00 null 37,752.00 16937S102 CHINA ARCHITECTURAL 3,478.00 null 18,398.62 16936Y100 CHINA BAK BATTERY INC COM 5,637.00 null 19,729.50 169384104 CHINA DIRECT INC 1,269.00 null 5,634.36 16938R103 CHINA FIRE & SECURITY 2,610.00 null 24,925.50 16944F101 CHINA INFORMATION 4,273.00 null 19,228.50 16941J106 CHINA PRECISION ST COM 3,198.00 null 14,391.00 16942J105 CHINA SECURITY & 5,275.00 null 73,480.75 16941P102 CHINA SKY ONE MEDICAL INC 1,387.00 null 16,158.55 169467107 CHINDEX INTL INC COM 2,062.00 null 21,754.10 170032809 CHIQUITA BRANDS 8,074.00 null 123,370.72 170404305 CHORDIANT SOFTWARE INC 5,606.00 null 31,057.24 171046105 CHRISTOPHER & BANKS CORP 6,574.00 null 66,200.18 171484108 CHURCHILL DOWNS INC COM 1,783.00 null 79,664.44 17163B102 CIBER INC COM STK USD0.01 9,999.00 null 80,091.99 171871106 CINCINNATI BELL NC 45,311.00 null 146,807.64 17243V102 CINEMARK HOLDINGS INC COM 5,567.00 null 74,430.79 17273K109 CIRCOR INTERNATIONAL INC 3,137.00 null 146,592.01 172737108 CIRCUIT CITY STORES INC 31,479.00 null 51,310.77 172755100 CIRRUS LOGIC INC COM STK 12,100.00 null 62,436.00 17285T106 CITADEL BROADCASTING CORP 33,792.00 null 28,723.20 17306X102 CITI TRENDS INC COM STK 2,661.00 null 55,588.29 172922106 CITIZENS AND NORTHERN 1,672.00 null 32,386.64 174740100 CITIZENS INC CLASS 'A' 6,967.00 null 50,441.08 174420109 CITIZENS REPUBLIC BANCORP 17,882.00 null 76,534.96 17770A109 CITY BANK LYNNWOOD COM 2,552.00 null 29,194.88 177835105 CITY HLDG CO COM STK 3,008.00 null 127,118.08 1.26E+109 CKE RESTAURANTS INC COM 9,763.00 null 130,140.79 12562M106 CKX INC COM 9,810.00 null 65,530.80 179895107 CLARCOR INC COM STK USD1 9,418.00 null 369,279.78 969490101 CLAYTON WILLIAMS ENERGY 1,005.00 null 67,345.05 184499101 CLEAN ENERGY INC COM STK 4,064.00 null 68,559.68 184496107 CLEAN HARBORS INC COM STK 3,686.00 null 266,424.08 12561W105 CLECO CORP COM STK USD2 11,229.00 null 280,725.00 18712Q103 CLIFTON SAVINGS BANCORP 1,958.00 null 21,361.78 18725U109 CLINICAL DATA INC COM STK 1,933.00 null 28,086.49 125750307 CMGI INC COM STK USD0.01 9,137.00 null 96,212.61 12612L108 CNA SURETY COM STK 3,120.00 null 58,531.20 190897108 COBIZ FINANCIAL INC COM 3,512.00 null 36,876.00 191098102 COCA-COLA BOTTLING CO 763 null 28,551.46 192108108 COEUR D'ALENE MINECOM 102,733.00 null 152,044.84 19238U107 COGDELL SPENCER INC COM 1,969.00 null 34,437.81 19239V302 COGENT COMMUNICATIONS 8,870.00 null 62,888.30 19239Y108 COGENT INC COM STK 7,659.00 null 87,159.42 192422103 COGNEX CORP COM STK 7,814.00 null 151,669.74 192448108 COGO GROUP INC COM STK 4,802.00 null 26,747.14 19247A100 COHEN & STEERS INC COM 3,127.00 null 81,645.97 192479103 COHERENT INC COM STK 4,407.00 null 155,434.89 192576106 COHU INC COM STK USD1 4,303.00 null 63,426.22 19259P300 COINSTAR INC COM STK 5,208.00 null 176,551.20 193068103 COLDWATER CREEK COM STK 10,615.00 null 77,489.50 193459302 COLEMAN CABLE INC COM STK 1,475.00 null 18,068.75 194014106 COLFAX CORP USD0.01 4,020.00 null 66,249.60 19421W100 COLLECTIVE BRANDS INC COM 11,922.00 null 202,793.22 195493309 COLONIAL BANCGROUP INC 37,643.00 null 262,371.71 195872106 COLONIAL PROPERTIES TRUST 8,845.00 null 154,433.70 197236102 COLUMBIA BANKING SYSTEMS 3,375.00 null 45,258.75 197779101 COLUMBIA LABORATORIES INC 8,733.00 null 27,159.63 198516106 COLUMBIA SPORTSWEAR CO 2,306.00 null 95,860.42 199333105 COLUMBUS MCKINNON CORP 3,541.00 null 84,098.75 199908104 COMFORT SYSTEMS USA COM 7,483.00 null 108,578.33 204149108 COMM TR BANCORPCOM USD5 2,797.00 null 96,468.53 202608105 COMMERCIAL VEHICLE GROUP 4,016.00 null 37,629.92 203607106 COMMUNITY BANK SYSTEMS NY 5,577.00 null 127,434.45 204166102 COMMVAULT SYSTEMS INC. 7,973.00 null 118,399.05 20451Q104 COMPASS DIVERSIFIED HLDGS 4,443.00 null 62,068.71 20451N101 COMPASS MINERALS 6,041.00 null 340,047.89 20452A108 COMPELLENT TECHNOLOGIES 2,636.00 null 32,765.48 2.05E+113 COMPLETE PRODUCTION 8,953.00 null 186,849.11 20478N100 COMPUCREDIT CORP COM STK 3,005.00 null 13,252.05 205306103 COMPUTER PROGRAMS & 1,722.00 null 49,128.66 20564W105 COMSCORE INC COM NPV 3,350.00 null 62,812.50 205768203 COMSTOCK RESOURCES INC 8,494.00 null 414,931.90 2.06E+108 COMSYS IT PARTNERS INC 2,713.00 null 31,579.32 205826209 COMTECH 4,518.00 null 183,114.54 205859101 COMVERGE INC COM STK NPV 4,068.00 null 19,892.52 206016107 CONCEPTUS INC COM STK 5,632.00 null 88,816.64 20605P101 CONCHO RESOURCES INC COM 10,314.00 null 255,271.50 206708109 CONCUR TECHNOLOGIES INC 8,035.00 null 346,710.25 207410101 CONMED CORP COM STK 5,345.00 null 163,824.25 207797101 CONNECTICUT WATER 1,568.00 null 39,309.76 208242107 CONNS INC COM STK USD0.01 1,825.00 null 38,379.75 209034107 CONSOLIDATED COMMU COM 4,321.00 null 63,950.80 209341106 CONSOLIDATED GRAPHICS INC 1,860.00 null 66,922.80 210226106 CONSOLIDATED TOMOKA LAND 1,008.00 null 43,837.92 210313102 CONSTANT CONTACT INC COM 3,791.00 null 67,100.70 21075N204 CONTANGO OIL & GAS CO COM 2,450.00 null 125,268.50 216831107 COOPER TIRE & RUBBER CO 10,985.00 null 115,342.50 218681104 CORE-MARK HLDG CO INC COM 1,756.00 null 45,743.80 218868107 CORINTHIAN COLLEGES INC 15,880.00 null 265,831.20 219141108 CORNELL COMPANIES INC COM 2,073.00 null 54,374.79 22002T108 CORPORATE OFFICE 7,247.00 null 264,225.62 220873103 CORUS BANKSHARES INC COM 7,031.00 null 31,147.33 221006109 CORVEL CORP COM STK 1,497.00 null 39,056.73 22160N109 COSTAR GROUP INC COM STK 3,642.00 null 181,480.86 222083107 COUGAR BIOTECHNOLOGY INC 2,779.00 null 92,346.17 222660102 COURIER CORP COM STK USD1 1,944.00 null 40,357.44 222795106 COUSINS PROPERTIES COM 8,119.00 null 187,630.09 224051102 COX RADIO INC COM STK 4,782.00 null 51,310.86 12618M100 CPI INTERNATIONAL USD0.01 1,773.00 null 24,201.45 12618T105 CRA INTERNATIONAL INC COM 2,051.00 null 80,870.93 224633107 CRAWFORD & CO CLASS'B'COM 4,511.00 null 66,898.13 225223304 CRAY INC COM STK USD0.01 6,145.00 null 28,451.35 225310101 CREDIT ACCEPTANCE CORP 1,107.00 null 20,988.72 227046109 CROCS INC COM STK USD0.01 15,520.00 null 63,476.80 227483104 CROSS COUNTRY HEAL COM 5,719.00 null 93,048.13 22765Y104 CROSSTEX ENERGY LP COM 7,500.00 null 210,075.00 228411104 CROWN MEDIA HOLDINGS 2,032.00 null 8,676.64 228903100 CRYOLIFE INC COM STK 5,192.00 null 71,701.52 126349109 CSG SYSTEMS INTL INC COM 6,513.00 null 120,164.85 125906107 CSS INDUSTRIES INC COM 1,460.00 null 37,171.60 126501105 CTS CORP COM STK NPV 6,271.00 null 77,258.72 229669106 CUBIC CORP COM STK NPV 2,907.00 null 78,518.07 229678107 CUBIST PHARMACEUTI COM 10,517.00 null 233,792.91 231082108 CUMULUS MEDIA INC 4,916.00 null 20,647.20 231561101 CURTISS-WRIGHT CORP COM 8,343.00 null 419,068.89 126667104 CV THERAPEUTICS INC COM 11,323.00 null 120,816.41 126600105 CVB FINANCIAL NPV 12,337.00 null 146,316.82 12662P108 CVR ENERGY INC COM STK 4,287.00 null 45,099.24 23251P102 CYBERONICS INC COM STK 4,428.00 null 80,545.32 23251J106 CYBERSOURCE CORP COM STK 12,865.00 null 211,243.30 232572107 CYMER INC COM STK 5,662.00 null 142,739.02 232577205 CYNOSURE INC COM STK 1,781.00 null 37,685.96 232674507 CYPRESS BIOSCIENCES INC 6,998.00 null 44,017.42 23282W100 CYTOKINETICS INC COM STK 6,518.00 null 30,634.60 23283K105 CYTORI THERAPEUTICS INC 3,713.00 null 21,349.75 234264109 DAKTRONIC INC COM STK NPV 6,112.00 null 97,975.36 235825205 DANA HOLDING CORP USD0.01 18,457.00 null 115,171.68 236442109 DANVERS BANCORP INC COM 3,328.00 null 41,932.80 237266101 DARLING INTL INC COM 15,198.00 null 178,880.46 237502109 DARWIN PROFESSIONAL 1,428.00 null 44,839.20 23767P109 DATA DOMAIN INC COM NPV 6,159.00 null 122,810.46 238113104 DATASCOPE CORP COM STK 2,452.00 null 120,711.96 239359102 DAWSON GEOPHYSICAL CO COM 1,443.00 null 68,542.50 233153105 DCT INDUSTRIAL TRUST INC 32,022.00 null 207,502.56 242309102 DEALERTRACK HOLDINGS INC 7,952.00 null 146,793.92 243537107 DECKERS OUTDOOR CORP COM 2,433.00 null 271,011.87 246647101 DELEK US HOLDINGS INC COM 2,469.00 null 21,579.06 247131105 DELPHI FINANCIAL GROUP 7,706.00 null 208,832.60 247907207 DELTA PETROLEUM CORP COM 11,585.00 null 149,794.05 24784L105 DELTEK INC COM STK 2,347.00 null 16,546.35 247850100 DELTIC TIMBER CORP COM 1,963.00 null 121,175.99 248019101 DELUXE CORP COM STK USD1 9,602.00 null 142,781.74 24802R506 DEMANDTEC COM STK NPV 3,659.00 null 33,113.95 24823Q107 DENDREON CORP COM STK NPV 17,382.00 null 87,779.10 24869P104 DENNY'S CORP COM USD0.01 17,713.00 null 46,230.93 249908104 DEPOMED INC COM STK NPV 8,957.00 null 35,380.15 252131107 DEXCOM INC COM STK 4,893.00 null 32,147.01 23326R109 DG FASTCHANNEL INC COM 2,850.00 null 56,430.00 252603105 DIAMOND FOODS INC COM STK 2,991.00 null 76,420.05 25264R207 DIAMOND HILL INVT GROUP 381 null 31,592.52 252784301 DIAMONDROCK HOSPIT COM 17,673.00 null 157,819.89 253017107 DICE HOLDINGS INC COM STK 2,931.00 null 19,813.56 253798102 DIGI INTERNATIONAL INC 4,805.00 null 54,680.90 253807101 DIGIMARC CORP COM STK 3,186.00 null 49,637.88 25388B104 DIGITAL RIVER INC COM STK 6,924.00 null 270,105.24 254067101 DILLARDS INC CLASS'A'COM 10,637.00 null 122,644.61 253922108 DIME COMMUNITY BANCSHARES 4,388.00 null 72,094.84 254423106 DINEEQUITY INC 3,243.00 null 49,650.33 254543101 DIODES INC COM STK 5,398.00 null 95,598.58 254546104 DIONEX CORP COM STK 3,419.00 null 211,260.01 254668106 DISCOVERY LABORATORIES 18,031.00 null 34,619.52 255413106 DIVX INC COM STK USD0.001 5,022.00 null 35,405.10 25659P402 DOLAN MEDIA USD0.001 4,747.00 null 63,514.86 256664103 DOLLAR FINANCIAL CORP COM 4,521.00 null 79,795.65 256743105 DOLLAR THRIFTY AUTOMOTIVE 4,027.00 null 19,853.11 25754A201 DOMINOS PIZZA INC COM STK 7,312.00 null 95,348.48 257701201 DONEGAL GROUP COM STK 2,185.00 null 39,286.30 258278100 DORMAN PRODUCTS INC 2,044.00 null 26,633.32 258570209 DOUBLE EAGLE PETE CO COM 1,520.00 null 21,796.80 258598101 DOUBLE-TAKE SOFTWARE INC 3,222.00 null 35,603.10 260095104 DOVER DOWNS GAMING & 2,603.00 null 20,719.88 260174107 DOVER MOTORSPORTSCOM 2,825.00 null 15,820.00 261018105 DOWNEY FINANCIAL CORP COM 3,773.00 null 5,584.04 261570105 DRESS BARN INC COM STK 8,390.00 null 138,518.90 26168L205 DREW INDUSTRIES COM STK 3,677.00 null 64,494.58 262037104 DRIL QUIP INC COM STK 5,769.00 null 254,759.04 262241102 DRUGSTORE.COM INC COM STK 15,581.00 null 37,082.78 23332B106 DSP GROUP INC COM STK 4,531.00 null 33,982.50 23334L102 DSW INC COM STK CLASS 'A' 2,499.00 null 34,561.17 23335C101 DTS INC COM 3,323.00 null 94,838.42 264147109 DUCOMMUN INC COM STK 1,971.00 null 44,386.92 26433B107 DUFF & PHELPS CORP NEW CL 1,977.00 null 35,269.68 26613Q106 DUPONT FABROS TECHNOLOGY 2,224.00 null 33,426.72 266605104 DURECT CORP COM STK 15,256.00 null 77,958.16 233377407 DXP ENTERPRISES INC COM 670 null 40,019.10 2.67E+107 DYAX CORP COM STK USD0.01 10,369.00 null 47,490.02 267475101 DYCOM INDUSTRIES COM STK 7,482.00 null 102,727.86 26784F103 DYNAMEX INC COM STK 1,715.00 null 50,661.10 267888105 DYNAMIC MATERIALS CORP 2,350.00 null 60,794.50 26817C101 DYNCORP INTERNATIONAL INC 4,616.00 null 74,917.68 270006109 EAGLE TEST SYSTEMS INC 2,586.00 null 39,695.10 270321102 EARTHLINK INC COM STK 20,466.00 null 177,235.56 27579R104 EAST WEST BANCORP INC COM 11,830.00 null 149,294.60 277276101 EASTGROUP PROPERTIES INC 4,641.00 null 215,435.22 278715206 EBIX. COM INC USD0.10 376 null 38,916.00 27874N105 ECHELON CORP COM STK 5,529.00 null 69,001.92 278856109 ECLIPSYS CORP COM STK 10,140.00 null 228,251.40 28140H104 EDUCATION REALTY TRUST 5,317.00 null 57,104.58 28238P109 EHEALTH INC COM NPV 4,646.00 null 65,044.00 28257U104 EINSTEIN NOAH RESTAURANT 821 null 10,804.36 283677854 EL PASO ELECTRIC CO COM 8,348.00 null 177,979.36 285218103 ELECTRO RENT CORP COM STK 4,016.00 null 52,288.32 285229100 ELECTRO SCIENTIFIC 5,056.00 null 72,048.00 286082102 ELECTRONICS FOR IMAGING 9,914.00 null 144,942.68 28661G105 ELIXIR GAMING 12,625.00 null 4,671.25 28660G106 ELIZABETH ARDEN INC COM 4,550.00 null 96,824.00 288853104 ELLIS PERRY INTERNATIONAL 2,274.00 null 38,658.00 268664109 EMC INSURANCE GROUP INC 1,091.00 null 24,558.41 29084Q100 EMCOR GROUP COM STK 12,656.00 null 353,102.40 290846104 EMCORE CORP COM STK NPV 13,684.00 null 62,535.88 29100P102 EMERGENCY MEDICAL 1,736.00 null 57,044.96 29089Q105 EMERGENT BIOSOLUTIONS COM 2,522.00 null 34,677.50 291005106 EMERITUS CORP COM STK 3,668.00 null 84,107.24 291641108 EMPIRE DISTRICT ELECTRIC 6,295.00 null 133,642.85 292218104 EMPLOYERS HOLDINGS INC 9,217.00 null 157,702.87 26873N108 EMS TECHNOLOGIES INC COM 2,910.00 null 62,274.00 292475209 EMULEX CORP COM STK 15,737.00 null 189,788.22 29255V201 ENCORE BANCSHARES INC COM 1,200.00 null 16,884.00 292554102 ENCORE CAPITAL GROUP INC 2,552.00 null 32,742.16 292562105 ENCORE WIRE CORP COM STK 3,399.00 null 63,901.20 29259G101 ENDEAVOUR INTL CORP COM 21,203.00 null 24,595.48 29267A203 ENER1 INC COM USD 0.01 6,701.00 null 38,061.68 292659109 ENERGY CONVERSION DEVICES 8,400.00 null 483,420.00 29270U105 ENERGY PARTNERS COM STK 5,950.00 null 52,955.00 292756202 ENERGYSOLUTIONS INC. COM 6,193.00 null 93,823.95 292970100 ENERGYSOUTH INC COM STK 1,360.00 null 83,109.60 292764107 ENERNOC INC COM STK NPV 1,806.00 null 19,233.90 29275Y102 ENERSYS COM USD0.01 5,123.00 null 96,978.39 293306106 ENGLOBAL CORP. 5,048.00 null 63,958.16 293389102 ENNIS BUSINESS FORMS INC 4,796.00 null 79,086.04 29355X107 ENPRO INDUSTRIES INC COM 3,766.00 null 150,715.32 29358P101 ENSIGN GROUP INC COM NPV 1,552.00 null 25,452.80 29362U104 ENTEGRIS INC COM STK 21,300.00 null 112,677.00 293639100 ENTERCOM COMMUNICATIONS 4,789.00 null 25,094.36 293712105 ENTERPRISE FINANCIAL 2,064.00 null 37,771.20 29380T105 ENTERTAINMENT PROPERTY 5,714.00 null 299,356.46 29382R107 ENTRAVISION 11,095.00 null 32,730.25 29384R105 ENTROPIC COMMUNICATIONS, 1,718.00 null 3,247.02 293848107 ENTRUST INC COM STK 11,424.00 null 24,218.88 294100102 ENZO BIOCHEM INC COM STK 5,993.00 null 61,608.04 293904108 ENZON PHARMACEUTICALS INC 8,341.00 null 69,313.71 29426L108 EPICOR SOFTWARE CORP COM 11,060.00 null 88,480.00 26882D109 EPIQ SYSTEMS INC COM STK 6,595.00 null 74,853.25 29428R103 EPOCH HOLDING CORPORATION 1,881.00 null 20,502.90 29472R108 EQUITY LIFESTYLE 3,795.00 null 178,592.70 294752100 EQUITY ONE INC COM STK 6,003.00 null 117,778.86 29481V108 ERESEARCHTECHNOLOGY INC 8,062.00 null 91,987.42 296315104 ESCO TECHNOLOGIES INC COM 4,839.00 null 225,449.01 29667D104 ESSA BANCORP INC COM STK 3,168.00 null 41,342.40 297425100 ESTERLINE TECHNOLOGIES 5,482.00 null 253,432.86 297602104 ETHAN ALLEN INTERIORS INC 4,589.00 null 119,176.33 298736109 EURONET WORLDWIDE INC COM 8,790.00 null 147,584.10 26928A200 EV3 INC COM STK USD0.01 13,110.00 null 143,816.70 29977A105 EVERCORE PARTNERS INC COM 1,836.00 null 24,786.00 30024B104 EVERGREEN ENERGY INC COM 15,781.00 null 16,412.24 30033R108 EVERGREEN SOLAR INC COM 26,754.00 null 121,998.24 3.01E+113 EXACTECH INC COM STK 1,416.00 null 34,904.40 300645108 EXAR CORP COM STK NPV 6,965.00 null 45,969.00 269279402 EXCO RESOURCES INC COM 27,846.00 null 534,086.28 30161Q104 EXELIXIS USD0.001 19,601.00 null 125,250.39 302051206 EXIDE TECHNOLOGIES COM 14,030.00 null 134,688.00 302081104 EXLSERVICE HLDGS INC COM 2,647.00 null 28,534.66 30214U102 EXPONENT INC COM STK 2,750.00 null 89,980.00 30225T102 EXTRA SPACE STORAGE INC 14,812.00 null 221,143.16 30226D106 EXTREME NETWORKS COM STK 21,687.00 null 64,844.13 302301106 EZCORP INC CLASS'A' COM 7,167.00 null 111,518.52 303250104 FAIR ISAAC CORP COM STK 9,067.00 null 222,776.19 305560104 FAIRPOINT COMMUNICATIONS 16,604.00 null 138,477.36 306137100 FALCONSTOR SOFTWARCOM 7,120.00 null 49,341.60 307675108 FARMER BROS CO COM STK 1,258.00 null 30,242.32 309562106 FARMERS CAPITAL BANK CORP 1,156.00 null 26,668.92 311642102 FARO TECHNOLOGIES INC COM 3,112.00 null 68,837.44 30239F106 FBL FINANCIAL GROUP INC 2,391.00 null 53,032.38 30247C301 FBR CAPITAL MARKETS COM 5,197.00 null 22,087.25 31308T100 FCSTONE GROUP INC COM STK 4,231.00 null 71,250.04 313148306 FEDERAL AGRICULTURAL 1,768.00 null 23,443.68 313855108 FEDERAL SIGNAL CORP COM 8,952.00 null 133,653.36 30241L109 FEI CO COM STK NPV 6,803.00 null 167,966.07 31430F101 FELCOR LODGINGS TRUST INC 11,729.00 null 86,911.89 315405100 FERRO CORP COM STK USD1 8,149.00 null 181,967.17 31567R100 FIBERTOWER CORP COM STK 22,437.00 null 24,905.07 317492106 FINANCIAL FEDERAL CORP 4,748.00 null 114,284.36 317585404 FINANCIAL INSTITUTIONS 2,044.00 null 32,397.40 31787A101 FINISAR CORP COM STK 73,592.12 null 86,838.70 317923100 FINISH LINE INC 7,951.00 null 93,026.70 318457108 FIRST ACCEP CORP COM 3,218.00 null 9,782.72 31845F100 FIRST ADVANTAGE CORP 1,918.00 null 30,688.00 31866P102 FIRST BANCORP INC MAINE 1,615.00 null 27,341.95 318910106 FIRST BANCORP NC COM STK 2,675.00 null 43,014.00 319383105 FIRST BUSEY CORP COM STK 4,737.00 null 69,633.90 31942D107 FIRST CASH FINANCIAL 3,701.00 null 64,175.34 31983A103 FIRST COMMUNITY 1,689.00 null 52,527.90 319829107 FIRST COMM'WTH FINL CORP 13,649.00 null 163,242.04 32020R109 FIRST FINANCIAL 3,873.00 null 194,811.90 320218100 FIRST FINANCIAL 2,106.00 null 95,549.22 320209109 FIRST FINANCIAL BANCORP 6,989.00 null 87,991.51 320239106 FIRST FINANCIAL HLDGS INC 2,177.00 null 50,419.32 32022K102 FIRST FINANCIAL NORTHWEST 4,263.00 null 44,122.05 32054K103 FIRST INDUSTRIAL REALTY 8,264.00 null 203,872.88 320771108 FIRST MARBLEHEAD CORP COM 12,886.00 null 34,405.62 320817109 FIRST MERCHANTS CORP COM 3,394.00 null 68,796.38 320841109 FIRST MERCURY FINL CORP 2,709.00 null 35,975.52 320867104 FIRST MIDWEST BANCORP COM 9,057.00 null 229,142.10 33582V108 FIRST NIAGARA FINANCIAL 20,460.00 null 309,764.40 33610T109 FIRST PLACE 3,167.00 null 27,964.61 33610F109 FIRST POTOMAC REALTY 4,564.00 null 76,492.64 336901103 FIRST SOURCE CORP COM STK 2,780.00 null 66,942.40 33646W100 FIRST SOUTH BANCORP INC 1,500.00 null 25,245.00 337907109 FIRSTFED FINANCIAL CORP 2,552.00 null 29,628.72 337915102 FIRSTMERIT CORP COM STK 15,075.00 null 337,227.75 337756209 FISHER COMMUNICATIONS INC 1,247.00 null 43,607.59 33832D106 FIVE STAR QUALITY CARE 5,934.00 null 21,184.38 337930101 FLAGSTAR BANCORP COM STK 9,698.00 null 35,688.64 338494107 FLANDERS CORP COM STK 3,001.00 null 18,996.33 339099103 FLEETWOOD ENTERPRISES INC 14,221.00 null 21,331.50 343389102 FLOTEK INDUSTRIES COM STK 4,225.00 null 47,404.50 343468104 FLOW INTERNATIONAL COM 7,012.00 null 39,267.20 343498101 FLOWERS FOODS INC COM STK 14,419.00 null 405,606.47 343873105 FLUSHING FINANCIAL CORP 3,995.00 null 67,116.00 302520101 FNB CORP PA COM STK 16,039.00 null 220,857.03 345203202 FORCE PROTECTION INC COM 12,726.00 null 41,995.80 346233109 FORESTAR REAL ESTATE 6,645.00 null 107,449.65 346375108 FORMFACTOR INC COM STK 9,106.00 null 165,638.14 346563109 FORRESTER RESEARCH INC 2,899.00 null 93,550.73 349853101 FORWARD AIR CORPORATION 5,375.00 null 173,128.75 349882100 FOSSIL INC COM STK 8,457.00 null 235,950.30 350060109 FOSTER(L.B.)& CO 2,061.00 null 66,817.62 35063R100 FOUNDRY NETWORKS INC COM 27,202.00 null 463,250.06 35137P106 FOX CHASE BANCORP INC COM 1,150.00 null 13,064.00 302563101 FPIC INSURANCE GROUP INC 1,543.00 null 74,202.87 353514102 FRANKLIN ELECTRIC CO INC 4,265.00 null 177,424.00 35471R106 FRANKLIN STREET 11,012.00 null 123,885.00 356108100 FRED'S INC CLASS'A'COM 7,446.00 null 112,955.82 357023100 FREIGHTCAR AMERICA INC 2,208.00 null 77,765.76 358434108 FRIEDMAN BILLINGS RAMSEY 27,573.00 null 40,808.04 35907K105 FRONTIER FINANCIAL CORP 8,765.00 null 92,120.15 35952W103 FUEL SYSTEMS SOLUTIONS 2,253.00 null 117,313.71 35952H106 FUELCELL ENERGY INC COM 12,793.00 null 74,966.98 359523107 FUEL-TECH INC COM STK 3,525.00 null 64,119.75 359694106 FULLER(H.B.)CO COM STK 9,030.00 null 190,803.90 36102A207 FUQI INTERNATIONAL INC 1,819.00 null 16,352.81 361086101 FURMANITE CORP COM STK 6,790.00 null 74,622.10 360921100 FURNITURE BRANDS INTL INC 7,750.00 null 82,382.50 3.61E+111 FUSHI COPPERWELD INC COM 2,691.00 null 24,434.28 302695101 FX ENERGY INC COM STK 7,514.00 null 52,598.00 302709100 FX REAL ESTATE AND 1,926.00 null 2,523.06 361268105 G & K SERVICES INC 3,689.00 null 126,422.03 36268Q103 GAIAM INC CLASS'A'COM STK 3,348.00 null 40,510.80 361438104 GAMCO INVESTORS INC CLASS 1,412.00 null 63,469.40 366651107 GARTNER INC COM STK 11,040.00 null 261,427.20 367220100 GASCO ENERGY INC COM 17,481.00 null 28,319.22 367348109 GATEHOUSE MEDIA INC COM 5,897.00 null 3,420.26 367905106 GAYLORD ENTERTAINMENT CO 7,616.00 null 238,685.44 368483103 GEHL CO COM STK USD0.10 1,936.00 null 57,150.72 368682100 GENCORP INC COM STK 10,630.00 null 89,929.80 369385109 GENERAL COMMUNICATIONS 8,433.00 null 81,715.77 370373102 GENERAL MOLY INC COM STK 11,700.00 null 60,489.00 370853103 GENERAL STEEL HLDGS COM 2,010.00 null 15,356.40 371532102 GENESCO INC COM STK USD1 3,578.00 null 127,877.72 371559105 GENESEE & WYOMING INC 5,721.00 null 238,737.33 37244C101 GENOMIC HEALTH INC COM 2,598.00 null 57,104.04 37243V100 GENOPTIX INC COM STK 1,553.00 null 49,773.65 37245X203 GENTEK INC COM STK 1,672.00 null 46,648.80 37247A102 GENTIVA HEALTH SERVICES 4,742.00 null 136,000.56 36159R103 GEO GROUP INC COM USD0.01 9,511.00 null 224,269.38 37250W108 GEOEYE INC COM STK 3,353.00 null 88,418.61 37249T109 GEOGLOBAL RESOURCE COM 7,083.00 null 14,874.30 372910307 GEOKINETICS INC COM STK 891 null 15,645.96 37250U201 GEOMET INC COM STK NPV 3,441.00 null 21,230.97 372476101 GEORESOURCES INC COM STK 1,134.00 null 12,474.00 373730100 GERBER SCIENTIFIC INC COM 4,416.00 null 36,564.48 374163103 GERON CORP COM STK 14,529.00 null 54,483.75 374297109 GETTY REALTY CORP COM STK 3,233.00 null 64,433.69 374393106 GEVITY HR INC COM USD0.01 4,345.00 null 32,153.00 361652209 GFI GROUP INC 12,328.00 null 63,489.20 374689107 GIBRALTAR INDS INC COM 5,012.00 null 108,008.60 36237H101 G-III APPAREL GROUP COM 2,464.00 null 46,865.28 37637Q105 GLACIER BANCORP COM STK 10,061.00 null 215,707.84 376535100 GLADSTONE CAP CORP COM 3,936.00 null 62,543.04 377316104 GLATFELTER(P.H.)CO COM 8,436.00 null 120,803.52 379302102 GLIMCHER REALTY TRUST SHS 7,046.00 null 70,741.84 378967103 GLOBAL CASH ACCESS HOLD 7,483.00 null 37,115.68 37947B103 GLOBAL TRAFFIC NETWORK 2,205.00 null 20,484.45 378973408 GLOBALSTAR INC COM STK 7,820.00 null 21,114.00 37956X103 GLOBECOMM SYSTEMS INC COM 3,759.00 null 30,335.13 38011M108 GMX RESOURCES INC COM NPV 3,114.00 null 135,178.74 382410405 GOODRICH PETROLEUM 4,208.00 null 161,629.28 383082104 GORMAN-RUPP CO COM STK 2,673.00 null 97,430.85 38388F108 GRACE(W.R.)& CO COM STK 13,447.00 null 234,515.68 384313102 GRAFTECH 22,292.00 null 367,149.24 384556106 GRAHAM CORP COM STK 927 null 59,559.75 384871109 GRAMERCY CAPITAL CORP COM 7,764.00 null 40,838.64 38500T101 GRAN TIERRA ENERGY INC 19,365.00 null 68,358.45 387328107 GRANITE CONSTRUCTION COM 6,178.00 null 216,724.24 388689101 GRAPHIC PACKAGING HOLDING 26,947.00 null 71,679.02 389375106 GRAY TELEVISION INC. 7,964.00 null 13,857.36 390064103 GREAT ATLANTIC & PACIFIC 6,576.00 null 58,000.32 390607109 GREAT LAKES DREDGE & DOCK 7,427.00 null 45,898.86 391523107 GREAT WOLF RESORTS INC 5,017.00 null 28,596.90 39153L106 GREATBATCH INC COM STK 4,265.00 null 106,880.90 394361208 GREEN BANKSHARES INC COM 2,427.00 null 42,715.20 393122106 GREEN MOUNTAIN COFFEE 3,211.00 null 107,889.60 393657101 GREENBRIER COMPANIES INC 3,055.00 null 52,209.95 395150105 GREENFIELD ONLINE INC COM 4,907.00 null 85,087.38 395259104 GREENHILL & CO INC COM 3,230.00 null 213,147.70 39530A104 GREENHUNTER ENERGY INC 799 null 10,946.30 397888108 GREY WOLF INC COM STK 33,351.00 null 247,464.42 398231100 GRIFFIN LAND & NURSERIES 623 null 22,820.49 398433102 GRIFFON CORP COM STK 5,353.00 null 46,838.75 398905109 GROUP 1 AUTOMOTIVE INC 4,324.00 null 109,008.04 400095204 GRUBB & ELLIS REALTY 6,472.00 null 20,839.84 36238G102 GSI COMMERCE 4,379.00 null 68,356.19 40052B108 GTX INC COM STK USD0.001 3,476.00 null 59,335.32 40075T102 GUARANTY BANCROP 9,823.00 null 52,061.90 40108N106 GUARANTY FINANCIAL GROUP 6,943.00 null 32,423.81 401692108 GUIDANCE SOFTWARE INC COM 1,736.00 null 10,381.28 402307102 GULF ISLAND FABRICATION 2,272.00 null 74,180.80 402629109 GULFMARK OFFSHORE INC COM 4,208.00 null 186,456.48 402635304 GULFPORT ENERGY CORP COM 4,891.00 null 47,540.52 403777105 GYMBOREE CORP COM STK 5,309.00 null 208,378.25 404030108 H&E EQUIPMENT SERVICES 3,051.00 null 41,615.64 404609109 HACKETT GROUP INC COM 7,676.00 null 43,139.12 405024100 HAEMONETICS CORP COM STK 4,796.00 null 302,291.88 405217100 HAIN CELESTIAL GROUP INC 7,556.00 null 195,020.36 40624Q203 HALLMARK FINANCIAL 1,098.00 null 10,046.70 40637H109 HALOZYME THERAPEUTICS INC 11,346.00 null 80,783.52 410120109 HANCOCK HOLDING CO COM 4,798.00 null 244,698.00 41043F208 HANGER ORTHOPEDICCOM 4,280.00 null 80,720.80 410495105 HANMI FINANCIAL CORP COM 6,941.00 null 35,746.15 411307101 HANSEN MEDICAL INC COM 3,180.00 null 40,354.20 41145W109 HARBIN ELECTRIC INC COM 1,392.00 null 17,121.60 412824104 HARLEYSVILLE GROUP INC 2,436.00 null 84,407.40 412850109 HARLEYSVILLE NATIONAL 5,846.00 null 87,573.08 413160102 HARMONIC INC COM STK 17,553.00 null 151,306.86 413833104 HARRIS & COM STK 4,825.00 null 34,161.00 41457P106 HARRIS STRATEX NETWORKS 4,752.00 null 38,253.60 416196103 HARTE-HANKS INC COM STK 6,842.00 null 78,409.32 41754V103 HARVEST NATURAL RESOURCES 6,576.00 null 65,891.52 41902R103 HATTERAS FINANCIAL CORP 2,141.00 null 48,493.65 419596101 HAVERTY FURNITURE COS INC 3,302.00 null 37,774.88 419879101 HAWAIIAN HLDGS INC COM 7,409.00 null 74,682.72 420781304 HAYES LEMMERZ 18,854.00 null 55,430.76 420877201 HAYNES INTERNATIONAL INC 2,223.00 null 114,262.20 42210P102 HEADWATERS INC COM STK 7,829.00 null 109,136.26 421946104 HEALTHCARE REALTY TRUST 9,464.00 null 263,099.20 421906108 HEALTHCARE SERVICES GROUP 8,024.00 null 152,135.04 422211102 HEALTHEXTRAS INC COM STK 6,147.00 null 191,601.99 421924309 HEALTHSOUTH CORP COM STK 16,407.00 null 307,631.25 42224N101 HEALTHSPRING USD0.01 9,215.00 null 184,115.70 422245100 HEALTHWAYS INC COM STK 6,555.00 null 122,119.65 422347104 HEARTLAND EXPRESS INC COM 10,419.00 null 177,539.76 42234Q102 HEARTLAND FINANCIAL USA 2,443.00 null 48,933.29 42235N108 HEARTLAND PAYMENT SYSTEMS 4,549.00 null 117,955.57 422704106 HECLA MINING CO COM STK 23,755.00 null 104,046.90 422806109 HEICO CORP COM STK 4,131.00 null 147,559.32 422819102 HEIDRICK & STRUGGLES COM 3,208.00 null 96,175.84 426281101 HENRY JACK & ASSOCIATES 13,951.00 null 278,461.96 427056106 HERCULES INC COM STK NPV 21,095.00 null 388,148.00 427096508 HERCULES TECHNOLOGY 6,130.00 null 60,074.00 426927109 HERITAGE COMM CORP COM 1,932.00 null 23,589.72 427398102 HERLEY INDUSTRIES INC COM 2,516.00 null 48,634.28 427825104 HERSHA HOSPITALITY TRUST 8,975.00 null 65,068.75 428291108 HEXCEL CORP COM STK 17,889.00 null 322,359.78 42833L108 HHGREGG INC COM STK 2,329.00 null 22,824.20 428567101 HIBBETT SPORTS INC COM 5,304.00 null 121,196.40 431284108 HIGHWOODS PROPERTIES INC 10,687.00 null 359,403.81 431294107 HILB ROGAL & HOBBS COM 6,785.00 null 299,829.15 431466101 HILL INTERNATIONAL INC 4,368.00 null 65,301.60 432748101 HILLTOP HOLDINGS I COM 8,399.00 null 83,570.05 43365Y104 HITTITE MICROWAVE CORP 3,644.00 null 109,647.96 40425J101 HMS HOLDING CORP COM STK 4,658.00 null 113,375.72 404251100 HNI CORP COM 8,287.00 null 181,982.52 436893200 HOME BANCSHARES INC COM 2,469.00 null 62,984.19 43710G105 HOME FEDERAL BANCORP INC 1,228.00 null 13,815.00 437306103 HOME PROPERTIES INC COM 5,898.00 null 307,049.88 439038100 HOOKER FURNITURE CORP COM 1,828.00 null 31,021.16 440327104 HORACE MANN EDUCATORS 7,573.00 null 110,035.69 44044K101 HORIZON LINES INC COM STK 5,579.00 null 66,836.42 440543106 HORNBECK OFFSHORE 4,322.00 null 153,474.22 440694305 HORSEHEAD HOLDING 6,512.00 null 50,012.16 441339108 HOT TOPIC INC COM STK NPV 8,155.00 null 56,351.05 44183U100 HOUSTON AMERN ENERGY CORP 2,778.00 null 15,251.22 44244K109 HOUSTON WIRE & CABLE CO 3,320.00 null 55,510.40 442487203 HOVNANIAN ENTERPRISES INC 8,650.00 null 62,107.00 40426A208 HQ SUSTAINABLE MARITIME 1,244.00 null 6,195.12 40431N104 HSW INTERNATIONAL INC COM 5,200.00 null 11,336.00 443320106 HUB GROUP INC CLASS'A'COM 6,890.00 null 275,393.30 443792106 HUDSON HIGHLAND GROUP INC 4,672.00 null 37,048.96 444398101 HUGHES COMMUNICATIONS INC 1,340.00 null 49,714.00 444903108 HUMAN GENOME SCIENCES COM 25,259.00 null 171,003.43 445542103 HUNGARIAN TEL & CABLE 896 null 17,068.80 447324104 HURCO COMPANIES INC COM 1,197.00 null 36,628.20 447462102 HURON CONSULTING GROUP 3,868.00 null 220,553.36 448407106 HUTCHINSON TECHNOLOGY INC 4,395.00 null 54,893.55 44913M105 HYPERCOM CORP COM STK 9,956.00 null 37,534.12 465754208 I2 TECHNOLOGIES INC COM 2,920.00 null 40,500.40 450732201 IBASIS INC COM STK 5,864.00 null 19,703.04 450828108 IBERIABANK CORP COM STK 2,400.00 null 131,856.00 44925C103 ICF INTERNATIONAL INC COM 1,240.00 null 23,237.60 44930K108 ICO GLOBAL 19,309.00 null 42,672.89 449293109 ICO HLDGS INC COM STK NPV 5,165.00 null 30,680.10 451055107 ICONIX BRAND GROUP INC 10,749.00 null 120,818.76 44929Y101 ICT GROUP INC COM STK 1,630.00 null 12,942.20 44930G107 ICU MEDICAL INC COM STK 2,062.00 null 64,437.50 44934T105 ICX TECHNOLOGIES INC COM 2,555.00 null 20,388.90 451107106 IDACORP INC COM STK NPV 8,436.00 null 251,645.88 451663108 IDEARC INC COM STK 27,488.00 null 28,037.76 45166R204 IDENIX PHARMACEUTICALS 4,667.00 null 36,635.95 45168K306 IDERA PHARMACEUTICALS INC 3,835.00 null 51,657.45 448947309 IDT CORP CLASS'B'USD0.01 10,085.00 null 9,681.60 449520303 I-FLOW CORP COM STK NPV 4,027.00 null 36,484.62 45169U105 IGATE CORP COM STK 4,078.00 null 36,579.66 902104108 II-VI INC COM NPV 4,550.00 null 184,093.00 451713101 IKON OFFICE SOLUTIONS COM 15,104.00 null 259,184.64 45245A107 IMATION CORP COM STK 5,570.00 null 117,582.70 452521107 IMMERSION CORP COM STK 5,694.00 null 31,772.52 452526106 IMMUCOR INC COM STK 13,063.00 null 413,835.84 45253H101 IMMUNOGEN INC COM STK 9,461.00 null 46,548.12 452907108 IMMUNOMEDICS INC COM STK 12,186.00 null 24,250.14 453096208 IMPERIAL SUGAR CO(NEW) 2,222.00 null 26,664.00 45337C102 INCYTE CORP COM STK 14,211.00 null 125,198.91 453440307 INDEPENDENCE HLDGS COM 1,208.00 null 13,759.12 453836108 INDEPENDENT BANK 3,032.00 null 88,079.60 454072109 INDEVUS PHARMACEUTICALS 14,458.00 null 25,446.08 456607100 INDYMAC BANCORP INC COM 984 null 55.1 45667G103 INFINERA CORP COM STK 17,303.00 null 138,597.03 45665Q103 INFINITY PROPERTY & 2,856.00 null 127,063.44 45670G108 INFOGROUP INC COM STK 6,163.00 null 41,970.03 45666Q102 INFORMATICA CORP COM STK 16,507.00 null 259,324.97 45678T201 INFOSPACE INC COM STK 6,413.00 null 70,350.61 457030104 INGLES MARKET INC 2,345.00 null 58,625.00 457461200 INLAND REAL ESTATE CORP 10,691.00 null 159,616.63 45773Y105 INNERWORKINGS INC COM STK 5,894.00 null 61,179.72 45774N108 INNOPHOS HOLDINGS INC COM 1,945.00 null 58,194.40 45768S105 INNOSPEC INC COM STK 4,363.00 null 57,155.30 45765U103 INSIGHT ENTERPRISE INC 8,743.00 null 135,254.21 457667103 INSITUFORM TECHNOLOGIES 5,175.00 null 87,354.00 457733103 INSPIRE PHARMACEUTICALS 7,871.00 null 26,446.56 45774W108 INSTEEL INDUSTRIES INC 3,261.00 null 46,175.76 45784P101 INSULET CORPORATION COM 3,422.00 null 53,383.20 45814P105 INTEGRA BANK CORPCOM 3,854.00 null 26,476.98 457985208 INTEGRA LIFESCIENCES 3,322.00 null 143,178.20 45810H107 INTEGRAL SYSTEMS INC COM 3,156.00 null 62,331.00 4.58E+305 INTEGRATED ELECTRICAL 1,445.00 null 25,721.00 458334109 INTER PARFUMS INC COM STK 2,619.00 null 33,025.59 45841N107 INTERACTIVE BROKERS GROUP 7,570.00 null 176,835.20 45840J107 INTERACTIVE DATA CORP COM 6,823.00 null 187,837.19 45839M103 INTERACTIVE INTELLIGENCE 2,592.00 null 25,297.92 45867G101 INTERDIGITAL INC COM STK 8,456.00 null 185,947.44 458665106 INTERFACE INC COM 9,940.00 null 114,508.80 458743101 INTERLINE BRANDS INC COM 6,040.00 null 100,082.80 458786100 INTERMEC INC COM STK 11,477.00 null 215,882.37 45884X103 INTERMUNE INC COM STK 5,891.00 null 103,092.50 45885A300 INTERNAP NETWORK SERVICES 9,406.00 null 30,663.56 459044103 INTERNATIONAL BANCSHARES 9,515.00 null 255,477.75 45928H106 INTERNATIONAL COAL GROUP 23,716.00 null 165,300.52 460321201 INTERNATIONAL SHIPHOLDING 1,131.00 null 25,571.91 460608102 INTERNET BRANDS INC COM 4,132.00 null 27,312.52 46059C205 INTERNET CAPITAL GROUP 7,221.00 null 57,768.00 46114T508 INTERWOVEN INC COM 8,492.00 null 114,811.84 461148108 INTEVAC INC COM STK NPV 4,048.00 null 44,487.52 459028106 INTL.ASSETS HOLDING CORP 787 null 15,322.89 461203101 INVACARE CORP COM STK NPV 5,983.00 null 149,335.68 4.61E+109 INVENTIV HEALTH INC COM 6,161.00 null 122,295.85 46146P102 INVESTORS BANCORP INC COM 8,219.00 null 119,504.26 461730103 INVESTORS REAL EST SBI 10,710.00 null 110,848.50 462044108 ION GEOPHYSICAL 15,772.00 null 207,086.36 462594201 IOWA TELECOMMUNICATIONS 5,969.00 null 107,621.07 44984A105 IPC THE HOSPITALIST CO 1,138.00 null 26,538.16 44980Y305 IPCS INC COM NEW 3,197.00 null 54,668.70 44980X109 IPG PHOTONICS CORP COM 3,585.00 null 68,652.75 46270W105 IRIS INTERNATIONAL INC 3,433.00 null 58,017.70 462726100 IROBOT CORP COM STK 3,336.00 null 46,603.92 46432L104 ISILON SYSTEMS INC COM 4,590.00 null 22,123.80 464330109 ISIS PHARMACEUTICAL COM 16,828.00 null 276,820.60 464592104 ISLE OF CAPRI CASINOS INC 2,947.00 null 23,900.17 465685105 ITC HOLDINGS INC COM STK 9,217.00 null 532,558.26 45071R109 IXIA INC COM STK NPV 7,954.00 null 66,336.36 46600W106 IXYS CORP COM STK USD0.01 4,518.00 null 44,095.68 466032109 J & SNACK FOODS CORP 2,642.00 null 86,789.70 46612H402 J CREW GROUP COM STK 7,903.00 null 228,080.58 4.66E+209 J2 GLOBAL COMMUNICATIONS 8,282.00 null 192,473.68 466367109 JACK IN THE BOX INC COM 10,956.00 null 263,053.56 468202106 JACKSON HEWITT TAX 5,303.00 null 85,113.15 4.70E+110 JAKKS PACIFIC INC COM STK 5,108.00 null 126,729.48 470355207 JAMES RIVER COAL TERMINAL 4,725.00 null 113,589.00 471894105 JAVELIN PHARMACEUTICALS 9,175.00 null 22,845.75 472147107 JAZZ PHARMACEUTICALS 1,426.00 null 8,812.68 46612K108 JDA SOFTWARE INC COM STK 4,798.00 null 81,613.98 46614H301 JER INVESTMENT TRU COM 4,239.00 null 20,601.54 477143101 JETBLUE AIRWAYS CORP COM 32,280.00 null 190,129.20 47758P307 JO-ANN STORES INC COM STK 4,730.00 null 120,425.80 480838101 JOS A BANK CLOTHIERS COM 3,391.00 null 101,865.64 481130102 JOURNAL COMMUNICATIONS 7,871.00 null 38,331.77 482730108 K TRON INTERNATIONAL INC 453 null 61,173.12 48273U102 K12 INC USD0.0001 1,167.00 null 32,267.55 48282T104 KADANT INC COM STK 2,599.00 null 61,518.33 483007704 KAISER ALUMINUM CORP COM 2,937.00 null 141,886.47 483548103 KAMAN CORP USD0.10 4,729.00 null 136,195.20 484836101 KANSAS CITY LIFE 851 null 38,729.01 48562P103 KAPSTONE PAPER AND 3,342.00 null 24,062.40 486587108 KAYDON CORP COM STK 5,161.00 null 255,211.45 482423100 KBW INC COM STK USD0.01 4,880.00 null 125,708.80 487169104 KEARNY FINANCIAL CORP COM 3,303.00 null 42,939.00 488152208 KELLY SERVICES INC 4,894.00 null 89,070.80 488360108 KEMET CORP COM STK 15,665.00 null 19,581.25 48880L107 KENDLE INTERNATIONAL INC 2,419.00 null 111,128.86 488879107 KENEXA CORP COM STK 4,204.00 null 66,969.72 193294105 KENNETH COLE PRODUCTIONS 1,678.00 null 28,072.94 490057106 KENSEY NASH CORP COM STK 1,348.00 null 43,405.60 493143101 KEY TECHNOLOGY INC COM 1,049.00 null 28,438.39 493308100 KEYNOTE SYSTEMS INC COM 2,573.00 null 31,184.76 493732101 KFORCE INC COM STK 5,717.00 null 56,541.13 494274103 KIMBALL INTERNATIONAL INC 5,952.00 null 63,984.00 494580103 KINDRED HEALTHCARE INC 5,222.00 null 155,615.60 49803T102 KITE REALTY GROUP TRUST 3,779.00 null 42,702.70 499005106 KNIGHT CAPITAL GROUP INC 17,521.00 null 266,143.99 499064103 KNIGHT TRANSPORTATION INC 10,676.00 null 199,214.16 498904200 KNOLL INC COM STK USD1 9,027.00 null 151,202.25 499183804 KNOLOGY INC COM STK 5,293.00 null 47,001.84 499184109 KNOT(THE) COM STK USD0.01 5,264.00 null 47,323.36 500233101 KOHLBERG CAPITAL 3,228.00 null 31,343.88 500600101 KOPIN CORP COM STK 12,864.00 null 34,604.16 50060P106 KOPPERS INC COM STK 3,888.00 null 168,661.44 500643200 KORN-FERRY INTERNATIONAL 8,651.00 null 138,848.55 501014104 KRISPY KREME DOUGHNUTS 10,499.00 null 36,641.51 482686102 K-SWISS INC CLASS'A'COM 4,834.00 null 88,172.16 501242101 KULICKE & SOFFA 9,983.00 null 47,618.91 482740206 KV PHARMACEUTICAL CO 6,142.00 null 136,966.60 50212A106 L-1 IDENTITY SOLUTIONS 12,139.00 null 189,247.01 502470107 LABARGE INC COM STK 2,276.00 null 33,002.00 505447102 LABRANCHE & CO INC COM 9,537.00 null 46,635.93 505597104 LACLEDE GROUP INC COM STK 4,069.00 null 181,396.02 50575Q102 LADENBURG THALMANN FINL 19,022.00 null 35,000.48 505754200 LADISH CO INC COM STK 2,714.00 null 61,634.94 511637100 LAKELAND BANCORP INC COM 3,761.00 null 39,076.79 511656100 LAKELAND FINANCIAL CORP 2,282.00 null 48,150.20 513847103 LANCASTER COLONY CORP COM 3,758.00 null 132,807.72 514606102 LANCE INC COM STK 5,044.00 null 110,160.96 514936103 LANDAMERICA FINANCIAL 2,884.00 null 52,546.48 51476K103 LANDAUER INC COM STK 1,729.00 null 117,399.10 514766104 LANDEC CORP COM STK 4,326.00 null 37,895.76 51508L103 LANDRYS RESTAURANTS COM 2,175.00 null 30,645.75 517942108 LASALLE HOTEL PROPERTIES 7,483.00 null 193,136.23 518415104 LATTICE SEMICONDUCTOR COM 21,475.00 null 49,822.00 520776105 LAWSON PRODUCTS INC COM 780 null 25,669.80 52078P102 LAWSON SOFTWARE INC COM 23,523.00 null 161,367.78 521050104 LAYNE CHRISTENSEN CO COM 3,578.00 null 136,965.84 505336107 LA-Z-BOY INC COM STK USD1 9,588.00 null 87,154.92 52186N106 LEAPFROG ENTERPRISES INC 6,143.00 null 55,962.73 521865105 LEAR CORP COM STK USD0.01 11,949.00 null 153,425.16 522015106 LEARNING TREE 1,667.00 null 23,021.27 523768109 LEE ENTERPRISES INC COM 8,375.00 null 19,681.25 523234102 LEGG CORP COM STK 4,770.00 null 37,587.60 528872104 LEXICON PHARMACEUTICALS 14,978.00 null 29,506.66 529043101 LEXINGTON REALTY TRUST 9,647.00 null 135,347.41 50187A107 LHC GROUP INC COM STK 2,727.00 null 79,192.08 529898108 LIBBEY INC COM STK 2,722.00 null 22,946.46 53215T106 LIFE PARTNERS HLDGS INC 1,104.00 null 33,970.08 532169109 LIFE SCIENCES RESEARCH 1,627.00 null 54,992.60 53217R207 LIFE TIME FITNESS INC COM 6,496.00 null 207,417.28 531914109 LIFEWAY FOODS INC NPV 899 null 10,662.14 53220K207 LIGAND PHARMACEUTICAL INC 15,720.00 null 49,203.60 53261M104 LIMELIGHT NETWORKS INC 5,374.00 null 15,907.04 532774106 LIN TV CORP COM STK 4,988.00 null 28,930.40 533535100 LINCOLN EDUCATIONAL 794 null 11,290.68 535555106 LINDSAY CORP COM STK USD1 2,224.00 null 149,942.08 53635B107 LIQUIDITY SERVICES INC 2,725.00 null 26,759.50 537008104 LITTELFUSE INC COM STK 4,044.00 null 129,165.36 538034109 LIVE NATION INC COM STK 14,129.00 null 210,522.10 502079106 LMI AEROSPACE COM STK 1,618.00 null 34,641.38 54021P403 LODGIAN INC COM USD0.01 3,024.00 null 24,645.60 543162101 LONGS DRUG STORES INC(MD) 5,801.00 null 439,425.75 543524300 LOOPNET INC COM STK 5,458.00 null 54,307.10 543881106 LORAL SPACE & 2,176.00 null 32,139.52 546347105 LOUISIANA-PACIFIC CORP 19,262.00 null 187,997.12 502160104 LSB INDUSTRIES INC COM 3,238.00 null 48,116.68 50216C108 LSI INDUSTRIES COM STK 3,501.00 null 29,723.49 502175102 LTC PROPERTIES INC COM 4,303.00 null 121,344.60 502403108 LTX CREDENCE CORP COM STK 13,032.00 null 23,066.64 549282101 LUBYS INC USD0.32 4,020.00 null 29,145.00 549764108 LUFKIN INDUSTRIES INC COM 2,758.00 null 203,016.38 550021109 LULULEMON ATHLETICA INC 3,356.00 null 68,361.72 55003Q103 LUMBER LIQUIDATORS INC 1,753.00 null 23,542.79 5.50E+106 LUMINEX CORP(DEL) COM STK 7,690.00 null 187,482.20 550819106 LYDALL INC COM STK 3,091.00 null 31,373.65 552541104 M & F WORLDWIDE CORP COM 2,168.00 null 103,413.60 55305B101 M/I HOMES,INC. COM 2,613.00 null 50,535.42 55611C108 MACROVISION SOLUTIONS 15,375.00 null 240,311.25 556269108 MADDEN(STEVEN) COM STK 3,291.00 null 91,325.25 55277P104 MADISON GAS & ELEC CO COM 4,118.00 null 138,529.52 559079207 MAGELLAN HEALTH SERVICES 7,551.00 null 323,409.33 559181102 MAGMA DESIGN AUTOMATION 8,210.00 null 35,631.40 559775101 MAGUIRE PROPERTIES INC 7,132.00 null 55,486.96 560305104 MAIDENFORM BRANDS INC COM 4,185.00 null 63,402.75 56062Y102 MAINSOURCE FINANCIAL 3,460.00 null 61,553.40 562750109 MANHATTAN ASSOCIATES INC 4,594.00 null 105,662.00 563771104 MANNATECH INC COM 2,934.00 null 10,679.76 56400P201 MANNKIND CORP 9,606.00 null 32,468.28 564563104 MANTECH INTERNATIONAL 3,825.00 null 206,703.00 56509R108 MAP PHARMACEUTICALS INC 1,457.00 null 10,956.64 56624R108 MARCHEX INC COM STK 4,433.00 null 47,699.08 566330106 MARCUS CORP COM STK USD1 3,773.00 null 67,461.24 568427108 MARINE PRODUCTS CORP COM 1,869.00 null 15,008.07 567908108 MARINEMAX INCCOM STK 3,052.00 null 25,575.76 57060D108 MARKETAXESS HOLDINGS INC 5,779.00 null 46,174.21 572322303 MARSHALL EDWARDS INC COM 3,850.00 null 8,200.50 572901106 MARTEK BIOSCIENCES CORP 6,131.00 null 206,062.91 573075108 MARTEN TRANSPORT COM STK 2,851.00 null 62,151.80 573083102 MARTHA STEWART LIVING 4,720.00 null 37,901.60 57383T103 MARVEL ENTERTAINMENT INC 9,123.00 null 314,196.12 574795100 MASIMO CORPORATION 8,591.00 null 333,073.07 576323109 MASTEC INC COM STK USD0.1 8,011.00 null 116,800.38 576853105 MATRIX SERVICE CO COM STK 4,848.00 null 99,820.32 577128101 MATTHEWS INTL CORP 5,818.00 null 288,805.52 577223100 MATTSON TECHNOLOGY INC 9,207.00 null 45,114.30 577345101 MAUI LAND & PINEAPPLE CO 874 null 21,570.32 577933104 MAXIMUS INC COM STK NPV 3,479.00 null 125,348.37 577767106 MAXWELL TECHNOLOGIES INC 3,400.00 null 36,176.00 577776107 MAXYGEN INC COM STK 4,691.00 null 18,294.90 55264U108 MB FINANCIAL INC COM STK 6,476.00 null 192,272.44 579489105 MCCLATCHY CO CLASS'A'COM 10,610.00 null 35,861.80 58047P107 MCG CAPITAL CORP COM STK 14,104.00 null 37,375.60 580589109 MCGRATH RENTCORP COM STK 4,410.00 null 119,687.40 582411104 MCMORAN EXPLORATION COM 10,123.00 null 225,945.36 58319P108 MEADOWBROOK INSURANCE 10,348.00 null 71,401.20 583421102 MEASUREMENT SPECIALITIES 2,693.00 null 47,989.26 583928106 MEDALLION FINANCIAL CORP 2,769.00 null 26,914.68 583916101 MEDAREX INC COM STK 23,801.00 null 163,750.88 584045108 MEDASSETS USD0.01 3,404.00 null 54,395.92 58404W109 MEDCATH CORP COM STK 2,967.00 null 63,137.76 584404107 MEDIA GENERAL INC 4,264.00 null 36,414.56 58446K105 MEDIACOM COMMUNICATIONS 7,340.00 null 52,187.40 58449L100 MEDICAL ACTION INDUSTRIES 2,635.00 null 34,782.00 58463J304 MEDICAL PROPERTIES TRUST 12,379.00 null 130,350.87 584688105 MEDICINES CO COM STK 9,698.00 null 261,846.00 584690309 MEDICIS PHARMACEUTICAL 10,525.00 null 196,396.50 58500P107 MEDIS TECHNOLOGIES COM 5,831.00 null 12,245.10 58501N101 MEDIVATION INC COM STK 4,752.00 null 148,785.12 587118100 MENS WEARHOUSE INC COM 9,626.00 null 216,392.48 587188103 MENTOR CORP COM STK 6,297.00 null 150,183.45 587200106 MENTOR GRAPHICS CORP COM 16,926.00 null 182,631.54 58733R102 MERCADOLIBRE INC COM STK 4,750.00 null 121,267.50 588056101 MERCER INTERNATIONAL INC 5,615.00 null 29,815.65 589378108 MERCURY COMPUTER SYSTEMS 4,240.00 null 33,792.80 589584101 MERIDIAN BIOSCIENCE INC 7,490.00 null 200,207.70 58964Q104 MERIDIAN INTERSTATE 1,962.00 null 18,815.58 58977Q109 MERIDIAN RESOURCES CORP 14,467.00 null 28,499.99 589889104 MERIT MEDICAL SYSTEMS INC 5,148.00 null 100,025.64 59001A102 MERITAGE HOMES 5,724.00 null 146,648.88 590473104 MERUELO MADDUX PROPERTIES 7,984.00 null 7,265.44 590876306 MET PRO CORP COM STK 2,806.00 null 38,610.56 591018809 METABOLIX INC COM STK 3,539.00 null 33,231.21 591176102 METALICO INC COM 4,513.00 null 27,348.78 591520200 METHODE ELECTRONICS INC 7,085.00 null 69,716.40 55272X102 MFA MORTGAGE INVESTMENTS 36,885.00 null 246,022.95 594793101 MICREL INC COM STK NPV 9,262.00 null 81,412.98 594901100 MICROS SYSTEMS INC COM 15,191.00 null 421,094.52 595137100 MICROSEMI COM STK USD0.20 14,667.00 null 363,594.93 594972408 MICROSTRATEGY INC. 1,684.00 null 105,468.92 59514P109 MICROTUNE INC COM STK 10,123.00 null 30,875.15 594960106 MICROVISION INC 12,688.00 null 27,406.08 59518V102 MICRUS ENDOVASCULAR CORP 2,902.00 null 35,114.20 59522J103 MID-AMERICA APARTMENT 4,895.00 null 224,386.80 595626102 MIDAS GROUP INC COM STK 2,582.00 null 37,619.74 596087106 MIDDLEBROOK 6,683.00 null 9,556.69 596278101 MIDDLEBY CORP COM STK 3,165.00 null 173,695.20 596680108 MIDDLESEX WATER CO COM 2,471.00 null 40,450.27 598148104 MIDWAY GAMES INC COM STK 2,142.00 null 5,162.22 598251106 MIDWEST BANC HLDGS COM 4,137.00 null 16,299.78 600544100 MILLER(HERMAN) INC COM 10,466.00 null 287,082.38 602720104 MINE SAFETY APPLIANCES CO 5,783.00 null 203,735.09 603158106 MINERALS TECHNOLOGIES INC 3,525.00 null 216,999.00 604567107 MIPS TECHNOLOGIES INC 8,262.00 null 28,917.00 605203108 MISSION WEST PROPERTIES 3,676.00 null 31,540.08 606501104 MITCHAM INDUSTRIES INC 1,826.00 null 21,546.80 55306N104 MKS INSTRUMENTS INC COM 9,290.00 null 191,559.80 60740F105 MOBILE MINI COM STK 6,457.00 null 134,628.45 607828100 MODINE MANUFACTURING CO 6,020.00 null 92,226.40 60852M104 MOLECULAR INSIGHT 3,295.00 null 24,580.70 60855R100 MOLINA HEALTHCARE INC COM 2,709.00 null 84,710.43 60877T100 MOMENTA PHARMACEUTICALS 4,577.00 null 64,718.78 609027107 MONARCH CASINO & RESORT 2,137.00 null 24,767.83 609720107 MONMOUTH REAL ESTATE 3,689.00 null 25,490.99 609839105 MONOLITHIC POWER SYSTEM 4,864.00 null 89,886.72 61022P100 MONOTYPE IMAGING HOLDINGS 2,810.00 null 30,629.00 610236101 MONRO MUFFLER BRAKE INC 3,035.00 null 66,041.60 615394202 MOOG INC 7,951.00 null 349,605.47 61748W108 MORGANS HOTEL GROUP COM 5,036.00 null 76,295.40 624580106 MOVADO GROUP INC COM STK 2,968.00 null 68,916.96 62458M108 MOVE INC COM USD0.001 23,928.00 null 54,077.28 553409103 MPS GROUP INC COM STK 17,589.00 null 196,820.91 553477100 MRV COMMUNICATIONS COM 29,314.00 null 32,538.54 553531104 MSC SOFTWARE CORP COM STK 8,381.00 null 101,661.53 553777103 MTS SYSTEMS CORP COM STK 3,272.00 null 127,640.72 624756102 MUELLER INDUSTRIES INC 6,920.00 null 186,840.00 624758108 MUELLER WATER PRODUCTS 21,470.00 null 214,270.60 62541B101 MULTI FINELINE ELECTRONIX 1,618.00 null 24,205.28 625383104 MULTI-COLOR CORP NPV 1,998.00 null 45,094.86 553829102 MVC CAPITAL INC COM 4,531.00 null 64,702.68 55402X105 MWI VETERINARY SUPPLY INC 1,914.00 null 74,454.60 628464109 MYERS INDUSTRIES INC COM 5,277.00 null 68,178.84 62855J104 MYRIAD GENETICS USD0.01 8,326.00 null 535,361.80 629519109 NABI BIOPHARMACEUTICALS 9,667.00 null 49,301.70 629579103 NACCO INDUSTRIES INC 1,106.00 null 108,199.98 63009F105 NANOSPHERE INC COM STK 2,403.00 null 20,641.77 63080P105 NARA BANCORP INC COM STK 4,252.00 null 56,721.68 628968109 NASB FINANCIAL INC COM 635 null 17,221.20 631158102 NASH FINCH CO COM STK 2,377.00 null 106,037.97 63227W203 NATCO GROUP CLASS'A'COM 3,731.00 null 146,926.78 635017106 NATIONAL BEVERAGE CORP 2,002.00 null 17,477.46 635309107 NATIONAL CINEMEDIA INC 7,848.00 null 76,282.56 632381208 NATIONAL COAL CORP COM 5,145.00 null 27,525.75 63607P208 NATIONAL FINANCIAL 7,365.00 null 142,733.70 635906100 NATIONAL HEALTH CARE CORP 1,580.00 null 74,655.00 63633D104 NATIONAL HEALTH INVESTORS 4,152.00 null 135,189.12 63654U100 NATIONAL INTERSTATE CORP 1,146.00 null 20,513.40 637138108 NATIONAL PENN BANCSHARES 14,825.00 null 205,326.25 637215104 NATIONAL PRESTO 837 null 64,725.21 637372103 NATIONAL RESEARCH CORP 318 null 9,670.38 638522102 NATIONAL WESTERN LIFE 421 null 98,177.20 637417106 NATL RETAIL PPTYS COM 13,697.00 null 299,142.48 63886Q109 NATURAL GAS SERVICES 2,253.00 null 35,822.70 639050103 NATUS MEDICAL INC COM STK 5,143.00 null 114,380.32 63910B102 NAUTILUS INC COM STK NPV 4,252.00 null 21,004.88 63935N107 NAVIGANT CONSULTING INC 9,008.00 null 164,305.92 638904102 NAVIGATORS GROUP INC COM 2,455.00 null 130,876.05 628778102 NBT BANCORP INC COM STK 5,985.00 null 160,577.55 628852105 NCI BUILDING SYSTEMS INC 3,682.00 null 130,674.18 62886K104 NCI INC COM STK NPV 1,211.00 null 27,598.69 640079109 NEENAH PAPER INC COM STK 2,720.00 null 53,828.80 640268108 NEKTAR THERAPEUTICS COM 17,233.00 null 64,106.76 64031N108 NELNET INC COM STK 3,264.00 null 48,796.80 640491106 NEOGEN CORP COM STK 2,689.00 null 71,930.75 64104X108 NESS TECHNOLOGIES INC COM 7,311.00 null 83,784.06 64107N206 NET 1 UEPS TECHNOLOGIES 8,385.00 null 212,559.75 64111N101 NETEZZA CORP COM STK 7,353.00 null 86,912.46 64110L106 NETFLIX COM INC STK 7,521.00 null 211,415.31 64111Q104 NETGEAR INC COM STK 6,594.00 null 99,569.40 64118B100 NETLOGIC MICROSYSTEMS INC 3,187.00 null 89,267.87 64115T104 NETSCOUT SYSTEMS INC COM 5,490.00 null 56,437.20 64118Q107 NETSUITE INC USD0.01 1,323.00 null 20,480.04 64125C109 NEUROCRINE BIOSCIENCES 7,168.00 null 38,563.84 64128B108 NEUTRAL TANDEM INC COM 3,108.00 null 57,964.20 646025106 NEW JERSEY RESOURCES CORP 7,818.00 null 278,789.88 649295102 NEW YORK & CO INC COM STK 4,329.00 null 45,411.21 650203102 NEWALLIANCE BANCSHARES 20,253.00 null 282,934.41 65105M108 NEWCASTLE INVESTMENT CORP 9,843.00 null 49,116.57 651587107 NEWMARKET CORP COM NPV 2,511.00 null 145,989.54 651718504 NEWPARK RESOURCES INC COM 16,757.00 null 108,417.79 651824104 NEWPORT CORP COM NPV 6,713.00 null 70,956.41 65251F105 NEWSTAR FINANCIAL INC COM 4,463.00 null 34,900.66 65337Y102 NEXTWAVE WIRELESS INC-W/I 9,032.00 null 6,503.04 62912R107 NGP CAPITAL RESOURCES COM 4,031.00 null 58,610.74 62914B100 NIC INC COM NPV 7,439.00 null 53,560.80 654086107 NICOR INC COM STK USD2.5 8,420.00 null 390,519.60 65411N105 NIGHTHAWK RADIOLOGY 4,336.00 null 36,769.28 629156407 NL INDUSTRIES INC COM STK 1,267.00 null 12,150.53 629337106 NN INC COM STK USD0.01 2,958.00 null 45,316.56 655663102 NORDSON CORP COM STK NPV 6,285.00 null 303,251.25 665531109 NORTHERN OIL & GAS 3,975.00 null 26,672.25 66611L105 NORTHFIELD BANCORP INC 3,665.00 null 43,063.75 66704R100 NORTHSTAR REALTY FINANCE 10,365.00 null 70,689.30 667328108 NORTHWEST BANCORP INC PA 3,181.00 null 86,968.54 667655104 NORTHWEST NATURAL GAS CO 4,929.00 null 240,929.52 667746101 NORTHWEST PIPE CO COM STK 1,706.00 null 96,167.22 668074305 NORTHWESTERN CORPORATION 7,271.00 null 185,701.34 66987M604 NOVATEL WIRELESS INC 5,907.00 null 34,615.02 670002104 NOVAVAX INC COM STK 10,822.00 null 29,760.50 670009109 NOVEN PHARMACEUTICALS INC 4,630.00 null 54,263.60 62936P103 NPS PHARMACEUTICALS INC 8,803.00 null 74,297.32 67020Q107 NTELOS HOLDINGS CORP COM 5,574.00 null 151,055.40 67018T105 NU SKIN ENTERPRISES INC 9,233.00 null 153,637.12 67069D108 NUTRISYSTEM INC COM STK 5,694.00 null 97,082.70 670704105 NUVASIVE INC COM STK 6,631.00 null 320,675.16 629445206 NVE CORP COM STK USD0.001 867 null 23,868.51 67072V103 NXSTAGE MEDICAL INC COM 4,834.00 null 16,435.60 629484106 NYMAGIC INC COM STK USD1 830 null 18,260.00 67423R108 OBAGI MEDICAL PRODUCTS 3,304.00 null 31,388.00 675234108 OCEANFIRST FINANCIAL CORP 1,650.00 null 29,716.50 670823103 O'CHARLEYS INC COM STK 3,379.00 null 33,215.57 675746309 OCWEN FINANCIAL CORP COM 6,645.00 null 46,980.15 67611V101 ODYSSEY HEALTHCARE INC 6,105.00 null 61,782.60 676118102 ODYSSEY MARINE 8,965.00 null 42,135.50 67612W108 ODYSSEY RE HOLDINGS CORP 4,524.00 null 171,504.84 678046103 OILSANDS QUEST INC COM 32,747.00 null 88,089.43 679580100 OLD DOMINION FREIGHT LINE 5,159.00 null 180,358.64 680033107 OLD NATIONAL 12,346.00 null 246,179.24 680277100 OLD SECOND BANCORP INC 2,562.00 null 47,935.02 680665205 OLIN CORP COM STK USD1 13,942.00 null 305,608.64 68162K106 OLYMPIC STEEL INC COM STK 1,683.00 null 53,367.93 670872100 OM GROUP INC COM STK 5,693.00 null 168,000.43 682095104 OMEGA FLEX INC COM STK 580 null 12,945.60 681936100 OMEGA HEALTHCARE 14,118.00 null 243,253.14 68210P107 OMEGA PROTEIN CORP COM 3,426.00 null 36,178.56 68213N109 OMNICELL INC COM STK NPV 5,792.00 null 89,776.00 68212S109 OMNITURE INC COM STK 11,631.00 null 213,428.85 682128103 OMNIVISION TECHNOLOGIES 9,521.00 null 114,537.63 681989109 OMRIX BIOPHARMACEUTICALS 2,664.00 null 56,316.96 682159108 ON ASSIGNMENT COM STK 6,606.00 null 62,162.46 682406103 ONE LIBERTY PROPERTIES 1,492.00 null 23,603.44 68273G101 ONLINE RES & COMMSCOM 5,374.00 null 43,260.70 683399109 ONYX PHARMACEUTICALS COM 10,365.00 null 390,034.95 68375N103 OPKO HEALTH INC COM STK 8,951.00 null 14,411.11 68375Q403 OPLINK COMMUNICATIONS INC 3,864.00 null 46,677.12 683757108 OPNET TECHNOLOGIES INC 2,456.00 null 31,977.12 68375V105 OPNEXT INC COM STK 3,555.00 null 16,708.50 68401H104 OPTIMER PHARMACEUTICALS 4,797.00 null 40,054.95 684010101 OPTIONSXPRESS HLDGS INC 7,898.00 null 162,856.76 68554V108 ORASURE TECHNOLOGIES INC 8,738.00 null 42,641.44 68555P100 ORBCOMM INC COM STK NPV 5,895.00 null 27,765.45 685564106 ORBITAL SCIENCES COM STK 10,917.00 null 271,614.96 68557K109 ORBITZ WORLDWIDE INC COM 6,825.00 null 42,246.75 686164104 OREXIGEN THERAPEUT COM 3,738.00 null 36,707.16 686275108 ORION ENERGY SYSTEMS INC 1,672.00 null 9,262.88 68628V308 ORION MARINE GROUP COM 4,020.00 null 43,898.40 686323106 ORITANI FINANCIAL CORP 2,417.00 null 39,880.50 686688102 ORMAT TECHNOLOGIES COM 3,338.00 null 133,987.32 68750U102 ORTHOVITA COM STK USD0.01 12,347.00 null 33,954.25 671040103 OSI PHARMACEUTICALS INC 10,668.00 null 510,997.20 671044105 OSI SYSTEMS INC COM STK 2,932.00 null 68,491.52 68827R108 OSIRIS THERAPEUTICS INC 2,782.00 null 44,178.16 689648103 OTTER TAIL POWER CO COM 5,608.00 null 204,467.68 690027206 OUTDOOR CHANNEL HLDGS INC 3,003.00 null 23,453.43 690370101 OVERSTOCK.COM INC COM STK 2,873.00 null 50,794.64 690732102 OWENS & MINOR INC COM STK 7,667.00 null 346,931.75 691497309 OXFORD INDUSTRIES INC COM 2,653.00 null 65,476.04 671074102 OYO GEOSPACE CORP COM STK 763 null 29,581.51 69333Y108 P.F. CHANG'S CHINA BISTRO 4,509.00 null 105,104.79 69373H106 PACER INTL INC COM 6,468.00 null 117,717.60 69404P101 PACIFIC CAPITAL BANCORP 8,597.00 null 139,271.40 69412V108 PACIFIC CONTINETAL CORP 1,988.00 null 24,432.52 69423U107 PACIFIC ETHANOL INC COM 8,244.00 null 12,366.00 694873100 PACIFIC SUNWEAR OF 13,233.00 null 86,411.49 695263103 PACWEST BANCORP COM STK 4,552.00 null 130,870.00 695459107 PAETEC HOLDING CORP COM 23,041.00 null 64,745.21 69562K100 PAIN THERAPEUTICS COM STK 6,409.00 null 53,194.70 696639103 PALM HARBOR HOMES INC COM 1,843.00 null 15,315.33 696643105 PALM INC COM STK USD0.001 19,994.00 null 145,756.26 697529303 PALOMAR MEDICAL 3,401.00 null 48,396.23 698477106 PANHANDLE OIL & GAS INC 1,364.00 null 37,851.00 698657103 PANTRY INC COM STK 4,145.00 null 86,920.65 698813102 PAPA JOHNS INTERNATIONAL 4,075.00 null 118,541.75 69888P106 PAR PHARMACEUTICAL 6,442.00 null 89,543.80 699157103 PARALLEL PETROLEUM CORP 7,716.00 null 68,826.72 699173209 PARAMETRIC TECHNOLOGY 21,473.00 null 410,778.49 699462107 PAREXEL INTERNATIONAL 10,560.00 null 329,260.80 700416209 PARK ELECTROCHEMICAL CORP 3,795.00 null 103,831.20 700658107 PARK NATIONAL CORP COM 2,063.00 null 121,717.00 700666100 PARK OHIO HOLDINGSCOM 1,522.00 null 28,415.74 701081101 PARKER DRILLING CO COM 21,061.00 null 171,225.93 701354102 PARKERVISION COM STK 4,284.00 null 47,038.32 70159Q104 PARKWAY PROPERTIES INC 2,851.00 null 101,296.03 70335Y104 PATRIOT CAPITAL FUNDING 3,860.00 null 24,742.60 70337B102 PATRIOT TRANSPORTATION 298 null 23,580.74 69318J100 PC CONNECTION COM STK 1,770.00 null 12,885.60 69323K100 PC MALL INC COM STK 2,065.00 null 15,673.35 69325Q105 PC-TEL INC COM STK 3,581.00 null 30,331.07 69329Y104 PDL BIOPHARMA INC COM STK 22,249.00 null 230,722.13 704699107 PEAPACK GLADSTONE 1,550.00 null 41,090.50 705560100 PEETS COFFEE & TEA INC 2,605.00 null 67,756.05 705573103 PEGASYSTEMS INC COM STK 2,691.00 null 33,395.31 707051108 PENFORD CORP COM STK USD1 2,093.00 null 35,727.51 707882106 PENN VIRGINIA CORP COM 7,756.00 null 392,918.96 708062104 PENNANTPARK INVESTMENT 3,927.00 null 30,905.49 708677109 PENNSYLVANIA COMM BANCORP 969 null 26,831.61 709102107 PENNSYLVANIA REAL ESTAT 6,564.00 null 135,218.40 709600100 PENSON WORLDWIDE COM STK 3,134.00 null 46,038.46 709789101 PEOPLES BANCORP INC COM 1,922.00 null 41,419.10 712714302 PEOPLESUPPORT INC COM STK 3,551.00 null 42,540.98 713278109 PEP BOYS MANNY MOE & JACK 7,869.00 null 50,755.05 71375U101 PERFICIENT INC COM 5,960.00 null 37,667.20 713831105 PERICOM SEMICONDUCTOR 4,114.00 null 49,080.02 713839108 PERINI CORP COM STK USD1 5,064.00 null 116,826.48 714265105 PEROT SYSTEMS CLASS'A'COM 16,130.00 null 280,339.40 716382106 PETMED EXPRESS INC COM 4,426.00 null 68,514.48 716578109 PETROLEUM DEVELOPMENT COM 2,768.00 null 120,380.32 716748108 PETROQUEST ENERGY INC COM 8,087.00 null 116,695.41 717148100 PHARMANET DEVELOPMENT 3,603.00 null 34,949.10 71715N106 PHARMASSET INC COM STK 3,136.00 null 61,716.48 71714F104 PHARMERICA CORPORATION 5,673.00 null 139,385.61 71721R406 PHASE FORWARD INC COM USD 7,978.00 null 148,231.24 693320202 PHH CORP COM STK NPV 10,097.00 null 143,074.49 69336T205 PHI INC NON-VTG USD0.10 2,545.00 null 95,844.70 7.19E+113 PHOENIX COMPANIES INC COM 21,337.00 null 236,840.70 719153108 PHOENIX TECHNOLOGY COM 5,134.00 null 51,699.38 719364101 PHOTON DYNAMICS COM STK 3,314.00 null 42,220.36 719405102 PHOTRONICS INC COM STK 7,812.00 null 25,935.84 693366205 PICO HOLDING INC COM STK 3,018.00 null 123,919.08 720186105 PIEDMONT NATURAL GAS CO 13,691.00 null 403,610.68 720279108 PIER 1 IMPORTS INC COM 16,606.00 null 70,409.44 721283109 PIKE ELECTRIC CORPORATION 3,156.00 null 47,750.28 721467108 PILGRIMS PRIDE CORP COM 8,408.00 null 105,604.48 723456109 PINNACLE ENTERTAINMENT 11,183.00 null 109,817.06 72346Q104 PINNACLE FINANCIAL 4,215.00 null 112,582.65 723655106 PIONEER DRILLING CO COM 9,284.00 null 122,827.32 724078100 PIPER JAFFRAY COMPANIES 3,493.00 null 113,871.80 727493108 PLANTRONICS INC COM STK 9,125.00 null 223,745.00 728117300 PLAYBOY ENTERPRISES INC 3,975.00 null 15,502.50 729132100 PLEXUS CORP COM STK 7,444.00 null 167,341.12 72919P103 PLUG POWER INC COM STK 14,942.00 null 34,067.76 693417107 PLX TECHNOLOGY COM STK 5,250.00 null 25,252.50 693419202 PMA CAPITAL CORP COM STK 5,927.00 null 56,602.85 69344F106 PMC SIERRA INC COM STK 40,785.00 null 319,754.40 69345P103 PMFG INC USD0.01 2,416.00 null 45,444.96 69344M101 PMI GROUP INC COM STK 15,147.00 null 38,927.79 69349H107 PNM RESOURCES INC COM STK 14,344.00 null 154,341.44 731068102 POLARIS INDUSTRIES INC 6,146.00 null 291,935.00 73172K104 POLYCOM INC COM STK 16,324.00 null 398,142.36 73179P106 POLYONE CORP COM STK 17,395.00 null 131,506.20 73179V103 POLYPORE INTERNATIONAL 2,971.00 null 64,827.22 73278L105 POOL CORP COM STK 8,916.00 null 203,998.08 73640Q105 PORTFOLIO RECOVERY 2,829.00 null 117,799.56 736508847 PORTLAND GENERAL ELECTRIC 11,663.00 null 293,207.82 737464107 POST PROPERTIESCOM USD 8,227.00 null 227,229.74 737630103 POTLATCH CORP COM STK 7,346.00 null 333,875.70 739128106 POWELL INDUSTRIES INC COM 1,384.00 null 53,657.68 739276103 POWER INTEGRATIONS INC 5,670.00 null 128,652.30 739308104 POWER ONE INC COM STK 13,913.00 null 23,791.23 73936N105 POWERSECURE INTL INC COM 3,158.00 null 19,737.50 739363109 POWERWAVE TECHNOLOGIES 24,503.00 null 110,263.50 73941U102 POZEN INC COM STK 4,855.00 null 49,035.50 740065107 PRE PAID LEGAL SERVICES 1,492.00 null 64,320.12 740444104 PREFORMED LINE PRODUCTS 506 null 26,575.12 740585104 PREMIERE GLOBAL SERVICES 11,532.00 null 166,752.72 740921101 PREMIERWEST BANCORP COM 3,608.00 null 25,219.92 740884101 PRESIDENTIAL LIFE CORP 4,043.00 null 67,113.80 741113104 PRESSTEK INC COM STK 5,146.00 null 26,913.58 74112D101 PRESTIGE BRANDS HLDGS INC 6,295.00 null 60,494.95 69357C503 PRG-SCHULTZ INTERNATIONAL 2,798.00 null 30,610.12 741511109 PRICESMART INC COM STK 2,693.00 null 49,308.83 74157K846 PRIMEDIA INC COM STK 4,696.00 null 11,458.24 7.42E+108 PRIMEENERGY CORP COM STK 170 null 12,019.00 742352107 PRINCETON REVIEW INC COM 2,492.00 null 19,936.00 742962103 PRIVATEBANCORP INC COM 4,012.00 null 138,253.52 74267C106 PROASSURANCE CORP COM STK 5,980.00 null 325,730.60 743187106 PROGENICS PHARMACEUTICALS 4,964.00 null 68,503.20 743312100 PROGRESS SOFTWARE CORP 7,747.00 null 203,281.28 74346Y103 PROS HOLDINGS INC COM STK 2,399.00 null 22,718.53 74348T102 PROSPECT CAPITAL CORP COM 4,899.00 null 61,286.49 743606105 PROSPERITY BANCSHARES INC 7,307.00 null 238,938.90 74365A101 PROTALIX BIOTHERAPEUTICS 2,012.00 null 4,466.64 743663403 PROTECTION ONE INC COM 1,155.00 null 7,969.50 743815102 PROVIDENCE SERVICE CORP 2,275.00 null 28,187.25 743859100 PROVIDENT BANKSHARES CORP 6,184.00 null 50,399.60 74386T105 PROVIDENT FINANCIAL 11,131.00 null 177,316.83 744028101 PROVIDENT NEW YORK 7,481.00 null 100,320.21 69360J107 PS BUSINESS PARKS INC 2,801.00 null 146,352.25 69366A100 PSS WORLD MEDICAL INC COM 11,552.00 null 224,339.84 74439H108 PSYCHIATRIC SOLUTIONS INC 10,333.00 null 368,061.46 74731Q103 PZENA INVESTMENT 1,147.00 null 8,212.52 74727D108 QAD INCCOM NPV 2,323.00 null 14,704.59 747316107 QUAKER CHEMICAL CORP COM 1,917.00 null 60,078.78 747582104 QUALITY SYSTEMS INC COM 3,266.00 null 128,092.52 747619104 QUANEX BUILDING PRODUCTS 6,920.00 null 109,543.60 7.48E+113 QUANTUM FUEL SYS TECH 15,386.00 null 18,309.34 747906204 QUANTUM-DLT & STORAGE 38,326.00 null 61,321.60 748349305 QUEST RESOURCE CORP COM 5,140.00 null 15,163.00 74834T103 QUEST SOFWARE INC COM STK 13,491.00 null 188,334.36 74835Y101 QUESTCOR PHARMACEUTICAL 10,070.00 null 61,427.00 74838J101 QUIDEL CORP VTG COM STK 5,254.00 null 85,430.04 74838C106 QUIKSILVER INC COM STK 23,500.00 null 164,500.00 74955W307 R.H. DONNELLEY CORP COM 12,827.00 null 27,578.05 750077109 RACKABLE SYSTEMS INC COM 5,526.00 null 59,238.72 750236101 RADIAN GROUP INC COM 15,000.00 null 58,500.00 75025N102 RADIANT SYSTEMS INC COM 5,156.00 null 45,888.40 750459109 RADISYS CORP COM STK NPV 4,181.00 null 38,548.82 750491102 RADNET INC COM STK 3,976.00 null 16,301.60 749227104 RAIT FINANCIAL TRUST COM 11,556.00 null 65,291.40 751028101 RALCORP HOLDINGS INC COM 10,481.00 null 684,199.68 75130P109 RAM ENERGY RESOURCES INC 8,681.00 null 26,043.00 751452202 RAMCO-GERSHENSON 2,932.00 null 64,767.88 754055101 RASER TECHNOLOGIES INC 8,400.00 null 45,696.00 754212108 RAVEN INDUSTRIES INC COM 2,981.00 null 128,212.81 75524B104 RBC BEARINGS INC USD0.01 4,062.00 null 139,245.36 749388104 RC2 CORP COM STK USD0.01 3,244.00 null 81,035.12 749361200 RCN CORP COM STK USD0.01 7,021.00 null 84,743.47 75605L104 REALNETWORKS INC COM STK 16,870.00 null 105,437.50 756109104 REALTY INCOME CORP COM 18,893.00 null 462,689.57 75689M101 RED ROBIN GOURMET BURGERS 3,138.00 null 87,581.58 75734R105 REDDY ICE HLDGS INC COM 3,332.00 null 22,491.00 758075402 REDWOOD TRUST INC COM STK 6,128.00 null 122,866.40 758750103 REGAL BELOIT CORP COM STK 5,998.00 null 278,966.98 75886F107 REGENERON PHARMACEUTICALS 11,566.00 null 236,524.70 758932107 REGIS CORP COM STK 8,021.00 null 221,780.65 759148109 REHABCARE GROUP INC COM 3,368.00 null 60,725.04 75968L105 RENAISSANCE LEARNING INC 1,788.00 null 23,476.44 7.60E+111 RENASANT CORPORATION COM 3,907.00 null 70,951.12 76009N100 RENT-A-CENTER INC COM STK 12,443.00 null 281,087.37 760112102 RENTECH INC COM STK 30,919.00 null 54,417.44 759916109 REPLIGEN CORP COM STK 5,791.00 null 28,781.27 760276105 REPUBLIC AIRWAYS HLDGS 6,516.00 null 77,996.52 760281204 REPUBLIC BANCORP INC 1,723.00 null 52,206.90 760943100 RES-CARE INC COM STK NPV 4,627.00 null 89,116.02 761195205 RESOURCE AMERICA INC 1,830.00 null 19,855.50 76120W302 RESOURCE CAPITAL CORP 3,965.00 null 21,054.15 76122Q105 RESOURCES CONNECTION INC 8,486.00 null 202,051.66 76128Y102 RETAIL VENTURES INC COM 5,387.00 null 23,325.71 761565100 REX ENERGY CORPORATION 3,126.00 null 48,359.22 761624105 REX STORES CORP COM STK 1,555.00 null 17,571.50 761640101 REXAHN PHARMACEUTICALS 5,448.00 null 3,868.08 749941100 RF MICRO DEVICES INC COM 49,059.00 null 139,818.15 765641303 RICKS CABARET 1,216.00 null 14,117.76 766559603 RIGEL PHARMACEUTIC COM 6,806.00 null 161,710.56 76657R106 RIGHTNOW TECHNOLOGIES INC 5,187.00 null 59,079.93 766721104 RIMAGE CORPN COM STK 1,801.00 null 24,655.69 767735103 RISKMETRICS GROUP INC COM 4,007.00 null 79,378.67 768573107 RIVERBED TECHNOLOGY COM 10,459.00 null 162,951.22 769627100 RIVIERA HLDGS CORP COM 1,878.00 null 20,301.18 749607107 RLI CORP COM STK USD1 3,481.00 null 193,543.60 770196103 ROBBINS & MYERS INC COM 5,228.00 null 180,993.36 772739207 ROCK-TENN CO CLASS'A'COM 7,106.00 null 311,740.22 774186100 ROCKVILLE FINANCIAL INC. 1,658.00 null 23,460.70 774415103 ROCKWOOD HLDGS INC COM 7,773.00 null 248,813.73 775043102 ROFIN-SINAR TECHNOLOGIES 5,534.00 null 189,318.14 775133101 ROGERS CORP CAP STK USD1 3,343.00 null 124,693.90 775711104 ROLLINS INC COM STK USD1 7,755.00 null 135,945.15 77581P109 ROMA FINANCIAL 1,632.00 null 23,843.52 777779307 ROSETTA RESOURCES INC COM 9,590.00 null 181,346.90 780287108 ROYAL GOLD INC COM STK 5,455.00 null 169,977.80 749660106 RPC INC COM STK USD0.10 5,409.00 null 78,700.95 74972L102 RSC HOLDINGS INC COM STK 8,870.00 null 83,644.10 74975N105 RTI BIOLOGICS INC COM 10,019.00 null 91,974.42 74973W107 RTI INTERNATIONAL METALS 4,286.00 null 99,392.34 78112T107 RUBICON TECHNOLOGY INC 2,468.00 null 21,298.84 781182100 RUBY TUESDAY INC COM 9,643.00 null 66,729.56 781258108 RUDDICK CORP COM STK USD1 7,851.00 null 259,161.51 781270103 RUDOPLH TECHNOLOGIES INC 5,697.00 null 47,968.74 781846209 RUSH ENTERPRISES INC.- 6,263.00 null 85,489.95 782233100 RUSS BERRIE & CO COM STK 3,126.00 null 19,381.20 783332109 RUTH'S HOSPITALITY GROUP 3,748.00 null 16,866.00 783764103 RYLAND GROUP INC COM STK 7,904.00 null 194,912.64 783859101 S & T BANCORP INC COM STK 4,439.00 null 149,905.03 78463B101 S1 CORP. COM STK NPV 9,208.00 null 60,404.48 786449108 SAFEGUARD SCIENTIFICS INC 22,665.00 null 28,784.55 78648T100 SAFETY INSURANCE GROUP 3,031.00 null 124,816.58 78709Y105 SAIA INC COM STK USD0.001 2,507.00 null 41,967.18 795435106 SALIX PHARMACEUTICALS LTD 8,905.00 null 56,902.95 7.95E+108 SALLY BEAUTY HOLDINGS INC 17,592.00 null 146,893.20 80000Q104 SANDERS MORRIS HARRIS 3,631.00 null 33,514.13 800013104 SANDERSON FARM INC COM 3,784.00 null 144,132.56 800363103 SANDY SPRING BANCORP INC 3,063.00 null 56,206.05 800677106 SANGAMO BIOSCIENCES INC 6,827.00 null 51,748.66 800907107 SANMINA-SCI CORP COM STK 99,004.00 null 198,008.00 803062108 SAPIENT CORP COM STK 16,371.00 null 135,551.88 804137107 SAUER-DANFOSS INC COM STK 2,071.00 null 59,106.34 804395101 SAUL CENTERS INC COM STK 1,770.00 null 79,614.60 80517Q100 SAVIENT PHARMACEUTICALS 10,112.00 null 191,521.28 805423308 SAVVIS INC 7,010.00 null 95,756.60 806037107 SCANSOURCE INC COM STK 4,900.00 null 152,831.00 78401V102 SCBT FINANCIAL CORP COM 1,898.00 null 65,860.60 806373106 SCHAWK INC CLASS'A'COM 2,809.00 null 41,854.10 806693107 SCHIFF NUTRITION 1,737.00 null 11,168.91 807066105 SCHOLASTIC CORP COM STK 4,485.00 null 118,448.85 807863105 SCHOOL SPECIALTY INC COM 3,503.00 null 111,360.37 808194104 SCHULMAN(A.) INC COM STK 5,053.00 null 110,306.99 808541106 SCHWEITZER-MAUDUIT INTL 2,921.00 null 57,777.38 808627103 SCIELE PHARMA INC COM STK 5,899.00 null 179,506.57 811543107 SEABOARD CORP ORD 62 null 76,446.00 811656107 SEABRIGHT INSURANCE HLDGS 3,954.00 null 49,029.60 811699107 SEACHANGE INTERNATIONAL 5,760.00 null 46,080.00 811707306 SEACOAST BANKING 2,762.00 null 23,145.56 812139301 SEALY CORP COM STK 8,244.00 null 65,045.16 812578102 SEATTLE GENETICS INC COM 11,296.00 null 134,648.32 813705100 SECURE COMPUTING CORP COM 9,867.00 null 37,198.59 816300107 SELECTIVE INSURANCE GROUP 9,942.00 null 234,730.62 816909105 SEMITOOL INC COM NPV 4,207.00 null 33,024.95 816850101 SEMTECH CORP COM STK 11,513.00 null 157,497.84 81721M109 SENIOR HOUSING PROPERTIES 21,352.00 null 453,730.00 81725T100 SENSIENT TECHNOLOGIES 8,962.00 null 261,331.92 817337405 SEQUENOM INC COM STK 10,555.00 null 216,377.50 82312B106 SHENANDOAH 4,387.00 null 80,501.45 823213103 SHENGDATECH INC COM STK 5,621.00 null 45,586.31 824889109 SHOE CARNIVAL INC COM STK 1,655.00 null 28,995.60 825107105 SHORE BANCSHARES INC COM 1,565.00 null 37,919.95 825211105 SHORETEL INC COM STK NPV 8,075.00 null 45,785.25 825549108 SHUFFLE MASTER INC COM 9,864.00 null 49,517.28 82568P304 SHUTTERFLY INC COM STK 3,666.00 null 34,387.08 78427V102 SI INTERNATIONAL INC COM 2,478.00 null 76,768.44 82620P102 SIERRA BANCORP COM STK 1,388.00 null 22,208.00 826565103 SIGMA DESIGNS INC COM STK 4,949.00 null 69,929.37 82669G104 SIGNATURE BANK COMMON SHS 5,555.00 null 189,981.00 827048109 SILGAN HLDGS INC COM STK 4,700.00 null 244,212.00 82705T102 SILICON IMAGE INC COM STK 13,668.00 null 78,044.28 827057100 SILICON STORAGE 15,589.00 null 50,196.58 828730200 SIMMONS FIRST NATIONAL 2,600.00 null 74,984.00 829073105 SIMPSON MFG CO INC COM 6,939.00 null 181,940.58 829226109 SINCLAIR BROADCAST GROUP 9,773.00 null 60,494.87 82967H101 SIRF TECHNOLOGY HOLDINGS 11,310.00 null 21,262.80 82966C103 SIRONA DENTAL SYSTEMS INC 3,145.00 null 80,920.85 83001P109 SIX FLAGS INC COM STK 13,562.00 null 13,562.00 784305104 SJW CORP COM STK USD1.042 2,448.00 null 60,979.68 830566105 SKECHERS USA INC 6,125.00 null 109,576.25 83066R107 SKILLED HEALTHCARE GROUP 3,265.00 null 49,693.30 830830105 SKYLINE CORP COM STK 1,270.00 null 30,949.90 830879102 SKYWEST INC COM STK NPV 10,883.00 null 201,770.82 83088M102 SKYWORKS SOLUTIONS INCCOM 30,400.00 null 244,720.00 83169Y108 SMART BALANCE INC COM STK 11,679.00 null 70,074.00 831756101 SMITH & WESSON HLDG CORP 7,001.00 null 31,084.44 832110100 SMITH INTERNATIONAL INC 0.84 null 50.53 832154108 SMITH MICRO SOFTWARE COM 5,673.00 null 38,065.83 831865209 SMITH(A.O.)CORP COM STK 3,719.00 null 156,421.14 832449102 SMITHTOWN BANCORP COM STK 1,833.00 null 30,904.38 83421A104 SOLERA HOLDINGS INC COM 9,623.00 null 278,489.62 834376501 SOLUTIA INC COM STK 17,604.00 null 282,368.16 834445405 SOMANETICS CORP COM STK 2,240.00 null 47,980.80 83545G102 SONIC AUTOMOTIVE INC COM 4,860.00 null 54,918.00 835451105 SONIC CORP COM STK 11,177.00 null 160,389.95 835460106 SONIC SOLUTIONS COM STK 4,131.00 null 16,813.17 835470105 SONICWALL INC COM STK NPV 9,947.00 null 58,687.30 83568G104 SONOSITE COM STK USD0.01 3,133.00 null 103,263.68 835916107 SONUS NETWORKS INC COM 38,025.00 null 109,892.25 835898107 SOTHEBYS INC 12,559.00 null 292,499.11 83616T108 SOURCEFIRE INC COM STK 3,735.00 null 27,713.70 837841105 SOUTH FINANCIAL GROUP INC 13,573.00 null 108,041.08 838518108 SOUTH JERSEY INDUSTRIES 5,542.00 null 193,692.90 84470P109 SOUTHSIDE BANCSHARES INC 2,260.00 null 50,262.40 844767103 SOUTHWEST BANCORP INC 2,709.00 null 51,552.27 844895102 SOUTHWEST GAS CORP COM 8,071.00 null 243,098.52 845331107 SOUTHWEST WATER CO COM 4,566.00 null 47,897.34 84610H108 SOVRAN SELF STORAGE INC 4,074.00 null 159,904.50 84649R101 SPANSION INC COM STK 23,788.00 null 46,148.72 846819100 SPARTAN MOTORS COM STK 6,044.00 null 24,780.40 846822104 SPARTAN STORES INC COM 4,078.00 null 93,263.86 847220209 SPARTECH CORP COM STK 5,697.00 null 59,704.56 84760C107 SPECTRANETICS CORP COM 5,899.00 null 25,129.74 84762L105 SPECTRUM BRANDS INC COM 7,467.00 null 14,336.64 847788106 SPEEDWAY MOTOR SPORTS INC 2,541.00 null 52,115.91 848420105 SPHERION CORP COM STK 10,228.00 null 58,095.04 78462K102 SPSS INC COM STK USD0.01 3,329.00 null 103,964.67 78464R105 SRA INTERNATIONAL INC 7,928.00 null 174,019.60 85254C305 STAGE STORES INC COM STK 7,145.00 null 105,960.35 852857200 STAMPS.COM, INC 2,713.00 null 36,679.76 853626109 STANDARD MICROSYSTEMS 4,188.00 null 109,935.00 85375C101 STANDARD PACIFIC CORP COM 23,121.00 null 98,033.04 853790103 STANDARD PARKING CORP COM 1,621.00 null 36,083.46 853887107 STANDARD REGISTER CO COM 2,761.00 null 29,073.33 854231107 STANDEX INTERNATIONAL 2,331.00 null 62,960.31 854532108 STANLEY INC COM STK 1,649.00 null 59,446.45 85517P101 STAR SCIENTIFIC COM STK 12,287.00 null 39,072.66 85528P108 STARENT NETWORKS 5,543.00 null 64,797.67 855707105 STATE AUTO FINANCIAL CORP 2,642.00 null 77,648.38 855716106 STATE BANCORP INC NY COM 2,668.00 null 39,406.36 857873103 STEAK N SHAKE CO USD0.5 5,355.00 null 38,395.35 784774101 STEC INC COM STK USD0.001 5,725.00 null 49,235.00 858375108 STEIN MART COM STK 4,706.00 null 17,741.62 858495104 STEINWAY MUSICAL 1,281.00 null 37,187.43 85856G100 STELLARONE CORP COM USD5 4,212.00 null 71,646.12 858586100 STEPAN CO COM STK USD1 1,184.00 null 68,565.44 85916J102 STEREOTAXIS INC COM STK 5,092.00 null 32,894.32 859152100 STERIS CORP COM STK NPV 10,920.00 null 395,413.20 859158107 STERLING BANCORP COM STK 3,352.00 null 49,207.36 858907108 STERLING BANCSHARES INC 13,639.00 null 143,891.45 859241101 STERLING CONSTR INC COM 2,148.00 null 38,019.60 859319105 STERLING FINANCIAL 9,678.00 null 112,748.70 860370105 STEWART ENTERPRISES INC 15,593.00 null 138,777.70 860372101 STEWART INFORMATION 3,183.00 null 73,813.77 860630102 STIFEL FINANCIAL CORP COM 4,388.00 null 180,039.64 86074Q102 STILLWATER MINING CO COM 7,374.00 null 45,055.14 861642106 STONE ENERGY CORP COM STK 5,906.65 null 243,649.31 86183P102 STONERIDGE INC COM STK 2,726.00 null 34,538.42 862685104 STRATASYS INC COM STK 3,849.00 null 58,851.21 86272T106 STRATEGIC HOTELS & 13,873.00 null 125,689.38 863167201 STRATUS PPTYS INC COM NEW 1,155.00 null 31,173.45 864909106 SUCAMPO PHARMACEUTICALS 1,706.00 null 17,298.84 864596101 SUCCESSFACTORS COM STK 4,535.00 null 49,839.65 864739107 SUFFOLK BANCORP COM STK 1,783.00 null 66,345.43 865378103 SULPHCO INC COM STK 9,932.00 null 21,353.80 86663B102 SUN BANCORP INC NEW 2,720.00 null 32,966.40 866674104 SUN COMMUNITIES INC COM 3,065.00 null 58,418.90 866933401 SUN HEALTHCARE GROUP COM 8,023.00 null 139,840.89 866942105 SUN HYDRAULICS INC COM 2,176.00 null 62,516.48 86768K106 SUNRISE SENIOR LIVING 8,372.00 null 137,300.80 867892101 SUNSTONE HOTEL INVESTORS 9,575.00 null 134,816.00 86800U104 SUPER MICRO COMPUTER INC 4,123.00 null 40,941.39 868168105 SUPERIOR INDUSTRIES 4,301.00 null 79,052.38 86837X105 SUPERIOR WELL SERVICES 3,078.00 null 78,950.70 868532102 SUPERTEX INC COM STK NPV 2,071.00 null 59,872.61 868587106 SUPPORTSOFT INC COM STK 8,631.00 null 26,324.55 868873100 SURMODICS INC COM STK 2,873.00 null 107,766.23 869099101 SUSQUEHANNA BANCHARE COM 16,036.00 null 292,977.72 869233106 SUSSER HOLDINGS CORP COM 1,452.00 null 22,825.44 869362103 SUTOR TECHNOLOGY GROUP 1,421.00 null 6,181.35 78486Q101 SVB FINANCIAL GROUP COM 5,581.00 null 308,908.35 870738101 SWIFT ENERGY CO COM STK 5,693.00 null 221,628.49 871043105 SWITCH AND DATA 3,824.00 null 39,884.32 78503N107 SWS GROUP INC COM STK 4,538.00 null 77,463.66 785060104 SY BANCORP INC COM STK 2,501.00 null 70,728.28 871130100 SYBASE INC COM STK 14,785.00 null 453,160.25 871206108 SYCAMORE NETWORK USD0.001 35,660.00 null 119,817.60 871237103 SYKES ENTERPRISES INC COM 6,151.00 null 121,359.23 871543104 SYMMETRICON INC COM STK 8,577.00 null 41,083.83 871546206 SYMMETRY MEDICAL INC COM 6,614.00 null 113,165.54 871551107 SYMS CORP COM STK USD0.05 1,239.00 null 19,848.78 87155S108 SYMYX TECHNOLOGIES INC 6,269.00 null 72,093.50 87157D109 SYNAPTICS INC COM STK 6,340.00 null 180,880.20 87157B103 SYNCHRONOSS TECHNOLOGIES 4,095.00 null 43,161.30 87163F106 SYNIVERSE HLDGS INC COM 9,570.00 null 170,058.90 87162W100 SYNNEX CORP COM STK 3,243.00 null 69,529.92 87162G105 SYNOVIS LIFE TECHNOLOGIES 2,325.00 null 43,826.25 87162T206 SYNTA PHARMACEUTICALS 3,121.00 null 24,655.90 87162H103 SYNTEL INC COM STK NPV 2,404.00 null 68,393.80 871628103 SYNTHESIS ENERGY SYSTEMS 4,729.00 null 15,652.99 87164C102 SYNUTRA INTERNATIONAL INC 1,933.00 null 64,968.13 871851101 SYSTEMAX INC COM STK 2,053.00 null 32,273.16 8.73E+111 T-3 ENERGY SERVICES INC 2,328.00 null 90,535.92 874054109 TAKE TWO INTERACTIVE 14,334.00 null 237,514.38 874083108 TAL INTERNATIONAL GROUP 2,709.00 null 61,494.30 874161102 TALBOTS INC COM STK 4,554.00 null 62,845.20 87424N104 TALEO CORP. 'A'USD0.00001 4,851.00 null 98,911.89 875465106 TANGER FACTORY OUTLET 5,882.00 null 242,044.30 87611R306 TARGACEPT INC COM STK 3,381.00 null 28,603.26 87651B104 TASER INTERNATIONAL INC 11,671.00 null 71,776.65 878155100 TEAM INC COM STK USD0.30 3,442.00 null 124,600.40 878555101 TECHNITROL INC COM STK 7,635.00 null 108,417.00 87874R100 TECHTARGET COM STK 2,596.00 null 16,718.24 87874D101 TECHWELL INC COM STK NPV 2,862.00 null 28,820.34 878895200 TECUMSEH PRODUCTS CO 3,038.00 null 72,456.30 879080109 TEJON RANCH CO COM STK 2,076.00 null 68,611.80 879101103 TEKELEC INC COM STK NPV 12,159.00 null 184,087.26 87929J103 TELECOMMUNICATIONS 6,273.00 null 47,737.53 879360105 TELEDYNE TECHNOLOGIES INC 6,610.00 null 385,098.60 879939106 TELETECH HLDGS COM STK 7,287.00 null 102,528.09 88023U101 TEMPUR PEDIC 13,924.00 null 144,531.12 880345103 TENNANT CO COM STK 3,093.00 null 99,842.04 880349105 TENNECO INC COM STK 8,692.00 null 128,641.60 88078L105 TERCICA INC COM STK 3,175.00 null 28,130.50 881448203 TERREMARK WORLDWIDE INC 9,855.00 null 61,593.75 881451108 TERRESTAR CORP 10,841.00 null 27,427.73 88164L100 TESSERA TECHNOLOGIES INC 9,017.00 null 161,404.30 88162G103 TETRA TECH INC COM STK 10,976.00 null 294,705.60 88224Q107 TEXAS CAPITAL BANCSHARES 4,450.00 null 81,435.00 882491103 TEXAS INDUSTRIES INC COM 4,359.00 null 191,796.00 882681109 TEXAS ROADHOUSE 9,762.00 null 84,538.92 88338T104 THERAVANCE INC COM STK 9,648.00 null 131,019.84 883435307 THERMADYNE HLDGS CORP COM 2,495.00 null 52,320.15 88368Q103 THESTREET.COM COM STK 3,394.00 null 19,617.32 88409C105 THINKORSWIM GROUP COM 9,704.00 null 93,546.56 884453101 THOMAS PROPERTIES GROUP 4,445.00 null 44,005.50 884481102 THOMAS WEISEL PARTNERS 3,616.00 null 23,142.40 885175307 THORATEC CORP COM STK NPV 10,159.00 null 273,073.92 872443403 THQ INC COM STK USD0.01 12,433.00 null 156,282.81 88632Q103 TIBCO SOFTWARE INC COM 34,774.00 null 264,977.88 887100105 TIMBERLAND CO CLASS'A'COM 8,913.00 null 150,986.22 87311L104 TIME WARNER TEL USD0.01 A 27,435.00 null 298,218.45 88830M102 TITAN INTL INC USD1 6,398.00 null 166,028.10 88830R101 TITAN MACHINERY INC COM 1,363.00 null 29,672.51 888706108 TIVO INC COM STK USD0.001 19,005.00 null 137,026.05 872960109 TNS INC COM STK USD0.001 4,565.00 null 98,238.80 890088107 TOMOTHERAPY COM STK 7,638.00 null 43,918.50 890110109 TOMPKINS FINANCIAL CORP 1,081.00 null 50,763.76 890516107 TOOTSIE ROLL INDUSTRIES 4,435.00 null 125,200.05 891050106 TOREADOR RESOURCES CORP 3,156.00 null 24,932.40 891777104 TOWER GROUP INC COM STK 3,765.00 null 78,123.75 89214A102 TOWN SPORTS INTERNATIONAL 3,265.00 null 29,450.30 89214P109 TOWNEBANK PORTSMOUTH VA 3,869.00 null 73,162.79 892356106 TRACTOR SUPPLY CO COM STK 6,212.00 null 265,314.52 89267P105 TRADESTATION GROUP INC 5,992.00 null 57,583.12 89385X105 TRANS1 INC COM STK 2,277.00 null 17,419.05 893641100 TRANSDIGM INC USD0.01 6,197.00 null 210,698.00 89376R208 TRANSMETA CORP DEL COM 2,269.00 null 31,584.48 894650100 TREDEGAR CORP COM NPV 4,489.00 null 85,650.12 89469A104 TREEHOUSE FOODS INC COM 5,821.00 null 165,432.82 89531P105 TREX COMPANY COM STK 2,829.00 null 53,892.45 895927309 TRIARC COMPANIES 11,629.00 null 60,935.96 896095106 TRICO BANCSHARES COM STK 2,589.00 null 44,504.91 896106200 TRICO MARINE SERVICES INC 2,363.00 null 43,384.68 895919108 TRIDENT MICROSYSTEMS INC 11,374.00 null 32,415.90 896215209 TRIMAS CORP USD0.01 2,727.00 null 19,334.43 896749108 TRIPLE-S MANAGEMENT 2,647.00 null 42,166.71 89674K103 TRIQUINT SEMI CONDUCTOR 26,730.00 null 140,867.10 896818101 TRIUMPH GROUP INC COM STK 3,080.00 null 160,221.60 895735108 TRI-VALLEY CORP COM STK 4,179.00 null 26,035.17 89784N104 TRUE RELIGION APPAREL INC 3,181.00 null 89,704.20 89785X101 TRUEBLUE INC COM STK NPV 8,267.00 null 127,311.80 898349105 TRUSTCO BANK CORP NY COM 14,113.00 null 146,775.20 898402102 TRUSTMARK CORP COM STK 9,231.00 null 205,297.44 87305R109 TTM TECHNOLOGIES INC COM 7,960.00 null 81,271.60 899035505 TUESDAY MORNING CORP COM 5,643.00 null 26,183.52 899896104 TUPPERWARE BRANDS CORP 11,560.00 null 375,353.20 900006206 TURBOCHEF TECHNOLOGIES 4,398.00 null 26,431.98 901166108 TWEEN BRANDS INC COM STK 4,626.00 null 47,416.50 901476101 TWIN DISC INC COM STK NPV 1,623.00 null 25,010.43 87311M102 TXCO RESOURCES INC COM 6,533.00 null 64,938.02 902252105 TYLER TECHNOLOGIES INC 7,088.00 null 109,651.36 902549807 UAL CORP NEW COM STK 23,452.00 null 289,866.72 90262T308 UCBH HLDGS INC COM STK 20,597.00 null 126,053.64 902748102 UIL HOLDINGS CORP COM STK 4,701.00 null 149,820.87 90384S303 ULTA SALON COM STK USD0 3,787.00 null 51,995.51 90385D107 ULTIMATE SOFTWARE INC COM 4,588.00 null 119,655.04 90385V107 ULTRA CLEAN HLDGS INC COM 3,626.00 null 22,626.24 904034105 ULTRA TECH INC 4,360.00 null 55,590.00 903899102 ULTRALIFE CORP COM STK 2,342.00 null 20,258.30 P94398107 ULTRAPETROL (BAHAMAS) LTD 4,659.00 null 41,884.41 902788108 UMB FINANCIAL CORP COM 5,792.00 null 299,851.84 904214103 UMPQUA HOLDINGS CORP COM 11,203.00 null 188,770.55 904311107 UNDER ARMOUR INC COM STK 6,144.00 null 205,271.04 904583101 UNICA CORP COM STK 2,604.00 null 21,144.48 904677101 UNIFI INC COM STK USD0.10 8,420.00 null 37,805.80 904708104 UNIFIRST CORP COM STK 2,676.00 null 122,400.24 905399101 UNION BANKSHARES CORP COM 2,513.00 null 55,436.78 90653P105 UNION DRILLING INC COM 2,617.00 null 32,738.67 909205106 UNISOURCE ENERGY CORP COM 6,418.00 null 199,792.34 90933T109 UNITED AMERICA INDEMNITY 3,437.00 null 46,983.79 909907107 UNITED BANKSHARES INC COM 7,063.00 null 200,871.72 909912107 UNITED CAPITAL CORP COM 330 null 8,019.00 909839102 UNITED COMMUNITY 4,908.00 null 18,846.72 90984P105 UNITED COMMUNITY 7,547.00 null 89,507.42 91030T109 UNITED FINL BANCORP INC 3,315.00 null 44,752.50 910331107 UNITED FIRE & CASUALTY CO 4,241.00 null 116,754.73 911163103 UNITED NATURAL FOODS INC 7,999.00 null 186,136.73 911268100 UNITED ONLINE INC COM STK 14,380.34 null 147,254.64 911460103 UNITED SECURITY BANK COM 1,562.00 null 21,477.50 911922102 UNITED STATES LIME & 330 null 12,371.70 913004107 UNITED STATIONERS INC COM 4,365.00 null 216,242.10 91307C102 UNITED THERAPEUTICS CORP 4,201.00 null 460,597.64 913377107 UNIVERSAL AMERICAN 7,335.00 null 90,000.45 913456109 UNIVERSAL CORP COM STK 4,739.00 null 236,096.98 91347P105 UNIVERSAL DISPLAY CORP 5,396.00 null 66,262.88 913483103 UNIVERSAL ELECTRONICS INC 2,639.00 null 66,027.78 913543104 UNIVERSAL FOREST PRODUCTS 3,095.00 null 109,067.80 9.14E+109 UNIVERSAL HLTH RLT SHS 2,207.00 null 76,560.83 913837100 UNIVERSAL STAINLESS & 1,249.00 null 37,657.35 913915104 UNIVERSAL TECHNICAL 4,014.00 null 68,719.68 91388P105 UNIVERSAL TRUCKLOAD 1,108.00 null 28,663.96 915271100 UNIVEST CORP OF PA COM 2,395.00 null 70,892.00 916901507 URANIUM RESOURCES INC COM 9,176.00 null 18,535.52 917286205 URSTADT BIDDLE PROPERTIES 3,861.00 null 66,988.35 90341W108 US AIRWAYS GROUP 21,260.00 null 166,678.40 90333L102 US CONCRETE INC COM STK 7,411.00 null 29,569.89 90338S102 US GEOTHERMAL INC COM STK 11,565.00 null 17,463.15 902952100 US GLOBAL INVESTORS INC 2,359.00 null 20,216.63 90337L108 US PHYSICAL THERAPY COM 2,210.00 null 43,492.80 90341G103 USA MOBILITY INC COM STK 4,346.00 null 56,932.60 90328M107 USANA INC COM STK NPV 1,302.00 null 48,864.06 9.03E+112 USEC INC COM STK USD0.10 20,732.00 null 99,513.60 91274F104 U-STORE-IT TRUST COM 9,233.00 null 108,672.41 918076100 UTSTARCOM INC COM STK 20,598.00 null 55,614.60 91851C201 VAALCO ENERGY COM STK 11,026.00 null 69,133.02 91879Q109 VAIL RESORTS INC COM STK 5,834.00 null 238,552.26 918866104 VALASSIS COMMUNICATIONS 8,960.00 null 70,604.80 918914102 VALENCE TECHNOLOGY INC 9,459.00 null 21,093.57 91911X104 VALENT PHARMACEUTICALS 13,007.00 null 247,133.00 920437100 VALUE LINE INC COM STK 252 null 9,565.92 92046N102 VALUECLICK INC COM STK 16,150.00 null 169,898.00 922206107 VARIAN INC COM STK USD1 5,509.00 null 255,672.69 92230Y104 VASCO DATA SECURITY 5,008.00 null 59,695.36 92240M108 VECTOR GROUP COM STK 5,851.00 null 111,169.00 922417100 VEECO FEI INCCOM USD0 5,943.00 null 90,868.47 92275P307 VENOCO INC COM STK NPV 3,773.00 null 51,803.29 92336G106 VERASUN ENERGY CORP COM 19,131.00 null 94,124.52 92342Y109 VERIFONE HLDGS INC COM 12,742.00 null 224,131.78 92531L108 VERSO PAPER CORP USD0.01 2,610.00 null 11,353.50 92552R406 VIAD CORP COM STOCK 3,861.00 null 117,799.11 92552V100 VIASAT INC COM STK 4,726.00 null 116,968.50 925815102 VICOR CORP COM STK 3,616.00 null 30,663.68 926727108 VIEWPOINT FINANCIAL GROUP 2,063.00 null 34,493.36 926734401 VIGNETTE CORP 4,606.00 null 58,542.26 927107409 VILLAGE SUPER MARKET INC 593 null 27,787.98 92769R108 VIRGIN MOBILE USA USD0.01 5,663.00 null 15,006.95 928241108 VIROPHARMA INC COM STK 13,042.00 null 171,111.04 92826B104 VIRTUAL RADIOLOGIC CORP 1,303.00 null 15,766.30 92827P102 VIRTUSA CORP COM STK 1,646.00 null 11,439.70 927912105 VISION SCIENCES COM STK 3,136.00 null 10,662.40 92839U107 VISTEON CORP COM STK USD1 24,396.00 null 72,944.04 92846N104 VITAL IMAGES INC COM STK 2,953.00 null 45,121.84 928469105 VITAL SIGNS COM STK NPV 1,501.00 null 110,698.75 928551100 VIVUS INC COM STK NPV 12,874.00 null 103,635.70 928566108 VNUS MEDICAL TECHNOLOGIES 2,428.00 null 45,937.76 92858J108 VOCUS INC COM STK USD0.01 2,999.00 null 101,966.00 928645100 VOLCANO CORPORATION COM 8,801.00 null 153,489.44 92864N101 VOLCOM INC COM STK 3,387.00 null 57,646.74 928703107 VOLT INFORMATION SCIENCES 2,356.00 null 25,963.12 928708106 VOLTERRA SEMICONDUCTOR 4,729.00 null 63,983.37 92886T201 VONAGE HOLDINGS CORP NEW 9,578.00 null 11,110.48 918284100 VSE CORP COM STK USD0.05 745 null 24,771.25 929566107 WABASH NATIONAL CORP COM 5,727.00 null 53,547.45 929740108 WABTEC CORPORATIONCOM 9,025.00 null 459,823.75 934390402 WARNACO GROUP INC 8,487.00 null 425,538.18 93564A100 WARREN RESOURCES INC COM 10,870.00 null 99,460.50 939653101 WASHINGTON REAL ESTATE 9,217.00 null 319,184.71 940610108 WASHINGTON TRUST BANCORP 2,128.00 null 47,369.28 941053100 WASTE CONNECTIONS INC COM 12,386.00 null 442,799.50 941075202 WASTE SERVICES INC DEL 4,428.00 null 37,372.32 941888109 WATERSTONE FINANCIAL INC 1,295.00 null 12,393.15 942622200 WATSCO INC CLASS'A'COM 4,359.00 null 215,988.45 942712100 WATSON WYATT WORLDWIDE 7,958.00 null 429,652.42 942749102 WATTS WATER TECHNOLOGIES 5,448.00 null 155,812.80 943315101 WAUSAU PAPER CORP COM STK 8,225.00 null 72,380.00 929236107 WD-40 CO COM STK NPV 3,065.00 null 111,627.30 947684106 WEBSENSE INC COM STK 8,419.00 null 183,113.25 94769V105 WEBSITE PROS INC DEL COM 5,153.00 null 28,393.03 948849104 WEIS MARKETS INC COM STK 2,054.00 null 72,588.36 950755108 WERNER ENTERPRISES INC 7,927.00 null 185,491.80 950810101 WESBANCO INC COM STK 4,951.00 null 123,527.45 95123P106 WEST BANCORPORATION COM 3,244.00 null 36,267.92 952145100 WEST COAST BANCORP ORE 2,926.00 null 38,242.82 955306105 WEST PHARMACEUTICAL 6,031.00 null 287,015.29 957090103 WESTAMERICA BANCORP COM 5,412.00 null 299,824.80 95709T100 WESTAR ENERGYCOM USD5 19,549.00 null 441,025.44 957638109 WESTERN ALLIANCE BANCORP 3,555.00 null 52,720.65 959319104 WESTERN REFINING INC COM 5,569.00 null 60,924.86 96008P104 WESTFIELD FINANCIAL INC 5,906.00 null 56,638.54 960413102 WESTLAKE CHEMICAL CORP 3,576.00 null 66,871.20 960878106 WESTMORELAND COAL CO COM 1,772.00 null 27,873.56 961765104 WESTWOOD HOLDINGS GROUP 999 null 44,205.75 961815107 WESTWOOD ONE INC COM STK 13,247.00 null 8,875.49 961840105 WET SEAL INC 17,171.00 null 78,643.18 962149100 WEYCO GROUP COM STK USD1 1,352.00 null 42,114.80 92924F106 WGL HLDGS INC COM STK 9,225.00 null 304,701.75 97186T108 WILSHIRE STATE BAN COM 3,591.00 null 50,561.28 973149107 WIND RIVER SYSTEM COM STK 13,429.00 null 137,244.38 974280307 WINN-DIXIE STORES INC COM 10,086.00 null 132,025.74 974637100 WINNEBAGO INDUSTRIES INC 5,419.00 null 65,895.04 976391102 WINTHROP REALTY TRUST SHS 10,380.00 null 36,330.00 97650W108 WINTRUST FINANCIAL CORP 4,405.00 null 118,318.30 929297109 WMS INDUSTRIES COM STK 8,183.00 null 266,274.82 978097103 WOLVERINE WORLD WIDE INC 9,279.00 null 241,254.00 978166106 WONDER AUTO TECHNOLOGY 2,743.00 null 18,158.66 980745103 WOODWARD GOVERNOR CO COM 10,948.00 null 413,834.40 981419104 WORLD ACCEPTANCE CORP COM 3,052.00 null 106,484.28 981475106 WORLD FUEL SERVICES CORP 5,359.00 null 132,796.02 98156Q108 WORLD WRESTLING 3,957.00 null 60,106.83 981811102 WORTHINGTON INDUSTRIES 11,993.00 null 199,083.80 98233Q105 WRIGHT EXPRESS CORP COM 7,236.00 null 214,692.12 98235T107 WRIGHT MEDICAL GROUP INC 6,931.00 null 221,098.90 929328102 WSFS FINANCIAL CORP COM 1,146.00 null 62,938.32 98411C100 XENOPORT INC COM STK USD1 4,687.00 null 225,960.27 98416J100 XERIUM TECHNOLOGIES INC 3,866.00 null 27,641.90 984314104 YADKIN VALLEY BANK & 2,136.00 null 25,418.40 984249102 YRC WORLDWIDE INC COM STK 10,645.00 null 152,649.30 988858106 ZALE CORP COM STK USD0.01 6,620.00 null 170,862.20 989390109 ZENITH NATIONAL INSURANCE 6,934.00 null 261,550.48 98944B108 ZEP INC COM STK USD0.01 3,900.00 null 75,582.00 98952K107 ZHONGPIN INC COM STK 3,439.00 null 34,011.71 989922109 ZOLL MEDICAL CORP COM STK 3,898.00 null 132,415.06 98975W104 ZOLTEK COS INC COM STK 5,135.00 null 81,851.90 98975F101 ZORAN CORP COM STK 9,657.00 null 78,897.69 989817101 ZUMIEZ INC COM STK NPV 3,660.00 null 60,243.60 989855101 ZYGO CORP COM STK USD0.10 2,851.00 null 33,527.76 98985T109 ZYMOGENETICS INC COM NPV 6,959.00 null 48,156.28 G0129K104 AIRCASTLE NPV 8,702.00 null 96,157.10 G02995101 AMERICAN SAFETY INSURANCE 1,978.00 null 27,177.72 37489101 APCO ARGENTINA INC CAYMAN 716 null 17,900.00 G04074103 APEX SILVER MINES LIMITED 10,990.00 null 18,133.50 G0464B107 ARGO GROUP INTL HLDGS COM 5,726.00 null 196,974.40 G04899103 ARLINGTON TANKERS LTD COM 2,373.00 null 39,178.23 G05384105 ASPEN INSURANCE HLDGS COM 15,927.00 null 417,287.40 G0585R106 ASSURED GUARANTY LTD COM 10,404.00 null 165,007.44 P16994132 BANCO LATINOAMERICANO DE 5,089.00 null 89,057.50 G19522112 CASTLEPOINT HOLDINGS LTD 6,238.00 null 69,366.56 G23773107 CONSOLIDATED WATER CO COM 2,708.00 null 58,194.92 Y2065G105 DHT MARITIME INC COM STK 7,314.00 null 56,683.50 25811P886 DORAL FINANCIAL CORP COM 1,002.00 null 13,376.70 Y2187A101 EAGLE BULK SHIPPING INC 8,717.00 null 180,267.56 G10082108 ENERGY XXI(BERMUDA) COM 22,354.00 null 75,332.98 G3075P101 ENSTAR GROUP LIMITED SHS 1,042.00 null 107,326.00 G3396L102 FGX INTERNATIONAL 2,560.00 null 33,356.80 318672102 FIRST BANCORP PUERTO RICO 13,268.00 null 126,178.68 G3529T105 FLAGSTONE REINSURANCE 5,618.00 null 67,921.62 G36738105 FRESH DEL MONTE PRODUCE 7,820.00 null 170,945.20 Y2685T107 GENCO SHIPPING & TRADING 4,530.00 null 191,437.80 Y2692M103 GENERAL MARITIME CORP COM 4,979.00 null 113,969.31 G3921A175 GLOBAL CROSSING LT COM 4,880.00 null 78,812.00 G39300101 GLOBAL SOURCES COM STK 3,163.00 null 34,539.96 G9456A100 GOLAR LNG COM STK USD1.00 6,585.00 null 83,234.40 G4095J109 GREENLIGHT CAPITAL RE LTD 5,371.00 null 107,634.84 G4388N106 HELEN OF TROY COM STK 5,631.00 null 127,147.98 G4933P101 IPC HOLDINGS, LTD. 9,335.00 null 288,264.80 G5299G106 KNIGHTSBRIDGE TANKERS COM 3,188.00 null 87,829.40 G5753U112 MAIDEN HLDGS LTD USD0.01 9,163.00 null 49,571.83 G6052F103 MAX CAPITAL GROUP COM STK 10,527.00 null 252,963.81 G62185106 MONTPELIER RE HOLDINGS 17,411.00 null 280,142.99 G65773106 NORDIC AMERICAN TANKER 6,410.00 null 194,030.70 G67543101 OPENTV CORP NPV CLASS'A' 16,195.00 null 21,539.35 68618W100 ORIENTAL FINANCIAL GROUP 4,530.00 null 83,216.10 N6748L102 ORTHOFIX INTL N.V. COM 3,186.00 null 76,941.90 G7127P100 PLATINUM UNDERWRITERS 9,123.00 null 317,754.09 G72457107 PRIMUS GUARANTY LTD COM 4,341.00 null 13,023.00 G7313F106 QUANTA CAP HLDGS COM REG 13,079.00 null 35,836.46 802809103 SANTANDER BANCORP COM STK 819 null 9,959.04 G81075106 SHIP FINANCE 7,868.00 null 162,316.84 G82245104 SMART MODULAR 8,265.00 null 23,059.35 P8744Y102 STEINER LEISURE COM STK 3,031.00 null 108,540.11 G86975151 TBS INTERNATIONAL LIMITED 1,957.00 null 41,292.70 Y8565N102 TEEKAY TANKERS LTD 2,516.00 null 44,357.08 G8766E109 TEXTAINER GROUP HLDGS LTD 1,783.00 null 31,006.37 G9319H102 VALIDUS HOLDING LTD COM 12,018.00 null 277,135.08 G93762204 VISTAPRINT COM SHS 8,232.00 null 259,308.00 969199108 WILLBROS GROUP INC COM 7,243.00 null 221,853.09 G9825R107 XOMA LTD COM STK 24,673.00 null 54,033.87 39530A963 GREENHUNTER ENERGY INC 71 null - null Net Other Assets / Cash 3,479,907.20 null 3,479,907.20 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Russell 2000 74347R834 null RUSSELL 2000 SWAP -3,907,357.12 -2,695,134,895.81 null null Net Other Assets / Cash 1,395,139,594.38 null 1,395,139,594.38 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Short Russell 2000 74347R826 null RUSSELL 2000 SWAP -123,408.74 -85,121,897.01 null null Net Other Assets / Cash 92,213,802.00 null 92,213,802.00 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra SmallCap600 74347R818 null SMALLCAP 600 SWAP 124,995.74 45,846,058.89 null BOST13101 ALPHARMA INC 4,097.00 null - 16104810R CHARLOTTE RUSSE HOLDING 1,966.00 null - 40108R106 GUARANTY FINANCIAL RIGHTS 1,287.00 null - 594793911 MICREL INC COM STK NPV 1,430.00 null - BOST32100 PLEXUS CORP 3,894.00 null - BOS62K102 SPSS INC 644 null - 350865101 4 KIDS ENTERTAINMENT INC 1,230.00 null 9,569.40 1282102 A H BELO CORP USD0.01 1,734.00 null 9,883.80 361105 AAR CORP COM STK USD1 3,651.00 null 57,685.80 2535201 AARON RENTS INC COM VTG 5,027.00 null 142,264.10 2567105 ABAXIS COM STK USD1 2,047.00 null 38,360.78 957100 ABM INDUSTRIES INC COM 4,193.00 null 90,149.50 4239109 ACADIA REALTY TRUST SHS 3,050.00 null 72,559.50 4934105 ACTEL CORP COM STK 2,396.00 null 28,632.20 00508Y102 ACUITY BRANDS INC COM STK 3,830.00 null 154,463.90 00651F108 ADAPTEC INC COM STK 11,422.00 null 39,977.00 7094105 ADMINISTAFF INC COM STK 2,162.00 null 60,190.08 7973100 ADVANCED ENERGY 3,125.00 null 42,593.75 00847J105 AGILYSYS INC 2,146.00 null 24,421.48 9128307 AIR METHODS CORP COM STK 1,017.00 null 29,452.32 12348108 ALBANY INTERNATIONAL CORP 2,498.00 null 76,438.80 18522300 ALLETE COM NPV 2,439.00 null 106,096.50 18772103 ALLIANCE ONE 8,394.00 null 31,309.62 01988P108 ALLSCRIPTS HEALTHCARE 5,389.00 null 68,278.63 20813101 ALPHARMA INC CLASS'A'COM 4,097.00 null 150,155.05 02341W103 AMCOL INTERNATIONAL CORP 2,115.00 null 65,882.25 23436108 AMEDISYS INC COM STK 2,503.00 null 119,793.58 02744M108 AMERICAN MEDICAL SYSTEMS 6,871.00 null 117,700.23 29899101 AMERICAN STATES WATER CO 1,639.00 null 61,151.09 03073T102 AMERIGROUP CORP COM STK 5,046.00 null 126,200.46 1744101 AMN HEALTHCARE SERVICES 2,852.00 null 53,503.52 03232P405 AMSURG CORP COM STK NPV 2,974.00 null 78,632.56 32657207 ANALOGIC CORP COM STK 1,274.00 null 78,516.62 32839102 ANCHOR BANCORP WISCONSIN 1,673.00 null 13,300.35 34164103 ANDERSONS INC COM STK NPV 1,702.00 null 68,114.04 35290105 ANIXTER INTERNATIONAL INC 2,869.00 null 178,882.15 37598109 APOGEE ENTERPRISES INC 2,709.00 null 51,579.36 03820C105 APPLIED INDUSTRIAL 3,406.00 null 96,526.04 38237103 APPLIED SIGNAL 1,193.00 null 20,591.18 03875Q108 ARBITRON INC COM STK 2,583.00 null 120,316.14 03937R102 ARCH CHEMICALS INC COM 2,341.00 null 85,680.60 39670104 ARCTIC CAT INC COM STK 1,131.00 null 10,190.31 40790107 ARKANSAS BEST CORP COM 2,389.00 null 83,280.54 4.27E+110 ARQULE INC COM STK 3,267.00 null 10,617.75 04269Q100 ARRIS GROUP INC COM STK 11,586.00 null 106,822.92 43136100 ARTHROCARE CORPORATION 2,512.00 null 68,376.64 46224101 ASTEC INDUSTRIES INC COM 1,826.00 null 52,022.74 00211W104 ATC TECHNOLOGY CORP COM 2,014.00 null 48,235.30 00207R101 ATMI INC COM STK USD0.01 2,954.00 null 55,889.68 49560105 ATMOS ENERGY CORP COM STK 8,524.00 null 225,630.28 50095108 ATWOOD OCEANICS INC COM 5,248.00 null 192,444.16 50757103 AUDIOVOX CORP CLASS'A'COM 1,736.00 null 16,040.64 05367P100 AVID TECHNOLOGIES INC COM 2,971.00 null 73,472.83 05379B107 AVISTA CORP COM STK NPV 5,011.00 null 110,843.32 54540109 AXCELIS TECHNOLOGIES INC 9,672.00 null 13,830.96 57665200 BALCHEM CORP COM STK 1,665.00 null 43,123.50 57741100 BALDOR ELECTRIC CO COM 4,358.00 null 140,371.18 63750103 BANK MUTUAL CORP COM 4,555.00 null 53,430.15 65908501 BANKATLANTIC BANCORP INC 3,925.00 null 6,083.75 06646V108 BANKRATE INC COM STK 1,239.00 null 44,232.30 67806109 BARNES GROUP INC COM STK 4,295.00 null 96,165.05 06985P100 BASIC ENERGY SERVICES INC 2,141.00 null 49,243.00 70203104 BASSETT FURNITURE 1,115.00 null 10,692.85 77347300 BEL FUSE INC CLASS'B'SHS 1,115.00 null 30,038.10 77454106 BELDEN INC COM STK 4,123.00 null 130,575.41 08160H101 BENCHMARK ELECTRONICS INC 6,381.00 null 96,034.05 08915P101 BIG 5 SPORTING GOODS CORP 2,057.00 null 21,660.21 90911108 BIOLASE TECHNOLOGY COM 2,290.00 null 5,152.50 09063H107 BIOMED REALTY TRUST INC 6,774.00 null 180,527.10 91826107 BLACK BOX CORP COM STK 1,659.00 null 58,496.34 09227Q100 BLACKBAUD INC COM STK 4,214.00 null 80,403.12 09534T508 BLUE COAT SYS INC 3,611.00 null 55,103.86 09578R103 BLUE NILE INC COM STK 1,412.00 null 55,548.08 100557107 BOSTON BEER CO INC 937 null 41,837.05 101119105 BOSTON PRIVATE FINANCIAL 4,180.00 null 38,205.20 103043105 BOWNE & CO INC USD0.01 2,533.00 null 29,813.41 104674106 BRADY CORP 'A'NON.V 5,125.00 null 173,532.50 109043109 BRIGGS & STRATTON CORP 4,671.00 null 80,761.59 109473405 BRIGHTPOINT INC. COM STK 4,849.00 null 36,415.99 110394103 BRISTOW GROUP INC COM STK 2,660.00 null 98,207.20 11373M107 BROOKLINE BANCORP 5,496.00 null 60,456.00 114340102 BROOKS AUTOMATION INC 6,006.00 null 54,354.30 115736100 BROWN SHOE CO INC COM STK 3,995.00 null 61,403.15 117043109 BRUNSWICK CORP COM STK 8,270.00 null 106,352.20 117421107 BRUSH ENGINEERED 1,932.00 null 42,658.56 118255108 BUCKEYE TECHNOLOGIES INC 3,706.00 null 33,539.30 118440106 BUCKLE COM STK USD0.05 1,474.00 null 83,811.64 119848109 BUFFALO WILD WINGS INC 1,469.00 null 53,207.18 124661109 C & D TECHNOLOGIES INC 2,422.00 null 13,587.42 126804301 CABELAS INC COM STK 3,734.00 null 45,778.84 12709P103 CABOT MICROELECTRONICS 2,219.00 null 76,089.51 127190304 CACI INTL INC CLASS A COM 2,853.00 null 132,150.96 13054D109 CALIFORNIA PIZZA KITCHEN 2,398.00 null 32,900.56 132011107 CAMBREX CORP COM STK 2,756.00 null 16,756.48 14071N104 CAPTARIS INC COM STK 2,502.00 null 11,659.32 140781105 CARBO CERAMICS COM STK 1,933.00 null 92,590.70 147154108 CASCADE BANCORP COM STK 2,661.00 null 20,010.72 147195101 CASCADE CORP COM STK 814 null 31,941.36 147528103 CASEY'S GENERAL STORES 4,799.00 null 138,163.21 14754D100 CASH AMERICA 2,759.00 null 112,677.56 148411101 CASTLE(A.M.)& CO COM STK 1,580.00 null 27,934.40 149016107 CATAPULT COMMUNICATIONS 847 null 5,598.67 149205106 CATO CORP CLASS'A'COM STK 2,789.00 null 50,843.47 12489V106 CBRL GROUP INC COM STK 2,100.00 null 54,159.00 125071100 CDI CORP COM STK USD0.10 1,289.00 null 31,992.98 125137109 CEC ENTERTAINMENT COM STK 2,255.00 null 76,106.25 150602209 CEDAR SHOPPING CENTERS 4,202.00 null 54,373.88 15135B101 CENTENE CORP(DEL) COM STK 4,098.00 null 95,893.20 153527205 CENTRAL GARDEN & PET CO 6,781.00 null 39,533.23 154760102 CENTRAL PAC FINL CORP COM 2,707.00 null 37,329.53 155771108 CENTRAL VERMONT PUBLIC 985 null 21,571.50 156431108 CENTURY ALUMINIUM COM STK 3,185.00 null 116,602.85 156710105 CERADYNE INC COM STK 2,493.00 null 85,908.78 12541M102 CH ENERGY GROUP INC COM 1,286.00 null 52,713.14 158496109 CHAMPION ENTERPRISES INC 7,336.00 null 35,432.88 161048103 CHARLOTTE RUSSE HLDG INC 1,966.00 null 23,592.00 162456107 CHATTEM INC COM STK NPV 1,800.00 null 131,976.00 162825103 CHECKPOINT SYSTEMS COM 3,740.00 null 73,117.00 16359R103 CHEMED CORP CAP USD1 2,239.00 null 100,643.05 168905107 CHILDRENS PLACE RETAIL 2,231.00 null 85,603.47 171046105 CHRISTOPHER & BANKS CORP 3,333.00 null 33,563.31 17163B102 CIBER INC COM STK USD0.01 5,040.00 null 40,370.40 1.26E+109 CKE RESTAURANTS INC COM 4,947.00 null 65,943.51 179895107 CLARCOR INC COM STK USD1 4,760.00 null 186,639.60 12561W105 CLECO CORP COM STK USD2 5,680.00 null 142,000.00 192422103 COGNEX CORP COM STK 3,967.00 null 76,999.47 192576106 COHU INC COM STK USD1 2,167.00 null 31,941.58 19259P300 COINSTAR INC COM STK 2,628.00 null 89,089.20 195872106 COLONIAL PROPERTIES TRUST 4,474.00 null 78,116.04 197236102 COLUMBIA BANKING SYSTEMS 1,699.00 null 22,783.59 203607106 COMMUNITY BANK SYSTEMS NY 2,815.00 null 64,322.75 205826209 COMTECH 2,298.00 null 93,137.94 206708109 CONCUR TECHNOLOGIES INC 4,074.00 null 175,793.10 207410101 CONMED CORP COM STK 2,703.00 null 82,846.95 209341106 CONSOLIDATED GRAPHICS INC 1,042.00 null 37,491.16 216648402 COOPER COS INC COM STK 4,254.00 null 146,380.14 220873103 CORUS BANKSHARES INC COM 3,003.00 null 13,303.29 125902106 CPI CORP COM STK USD0.40 497 null 7,673.68 227046109 CROCS INC COM STK USD0.01 7,870.00 null 32,188.30 227483104 CROSS COUNTRY HEAL COM 2,893.00 null 47,069.11 228903100 CRYOLIFE INC COM STK 2,355.00 null 32,522.55 126349109 CSG SYSTEMS INTL INC COM 3,309.00 null 61,051.05 126501105 CTS CORP COM STK NPV 3,172.00 null 39,079.04 229669106 CUBIC CORP COM STK NPV 1,469.00 null 39,677.69 229678107 CUBIST PHARMACEUTI COM 5,318.00 null 118,219.14 231561101 CURTISS-WRIGHT CORP COM 4,215.00 null 211,719.45 23251P102 CYBERONICS INC COM STK 2,125.00 null 38,653.75 23251J106 CYBERSOURCE CORP COM STK 6,513.00 null 106,943.46 232572107 CYMER INC COM STK 2,869.00 null 72,327.49 234264109 DAKTRONIC INC COM STK NPV 3,180.00 null 50,975.40 237266101 DARLING INTL INC COM 7,700.00 null 90,629.00 238113104 DATASCOPE CORP COM STK 1,234.00 null 60,749.82 242309102 DEALERTRACK HOLDINGS INC 2,812.00 null 51,909.52 243537107 DECKERS OUTDOOR CORP COM 1,226.00 null 136,564.14 247131105 DELPHI FINANCIAL GROUP 3,983.00 null 107,939.30 247850100 DELTIC TIMBER CORP COM 1,005.00 null 62,038.65 252784301 DIAMONDROCK HOSPIT COM 8,943.00 null 79,860.99 253798102 DIGI INTERNATIONAL INC 2,430.00 null 27,653.40 253922108 DIME COMMUNITY BANCSHARES 2,384.00 null 39,169.12 254423106 DINEEQUITY INC 1,456.00 null 22,291.36 254543101 DIODES INC COM STK 2,985.00 null 52,864.35 254546104 DIONEX CORP COM STK 1,738.00 null 107,391.02 261570105 DRESS BARN INC COM STK 4,271.00 null 70,514.21 26168L205 DREW INDUSTRIES COM STK 1,730.00 null 30,344.20 262037104 DRIL QUIP INC COM STK 2,585.00 null 114,153.60 23332B106 DSP GROUP INC COM STK 2,681.00 null 20,107.50 27579R104 EAST WEST BANCORP INC COM 6,003.00 null 75,757.86 277276101 EASTGROUP PROPERTIES INC 2,345.00 null 108,854.90 278856109 ECLIPSYS CORP COM STK 5,132.00 null 115,521.32 283677854 EL PASO ELECTRIC CO COM 4,238.00 null 90,354.16 285229100 ELECTRO SCIENTIFIC 2,568.00 null 36,594.00 288853104 ELLIS PERRY INTERNATIONAL 1,102.00 null 18,734.00 29084Q100 EMCOR GROUP COM STK 6,408.00 null 178,783.20 29355X107 ENPRO INDUSTRIES INC COM 1,919.00 null 76,798.38 29380T105 ENTERTAINMENT PROPERTY 2,956.00 null 154,864.84 294100102 ENZO BIOCHEM INC COM STK 2,984.00 null 30,675.52 29426L108 EPICOR SOFTWARE CORP COM 5,595.00 null 44,760.00 26882D109 EPIQ SYSTEMS INC COM STK 2,946.00 null 33,437.10 297425100 ESTERLINE TECHNOLOGIES 2,787.00 null 128,843.01 297602104 ETHAN ALLEN INTERIORS INC 2,706.00 null 70,274.82 300645108 EXAR CORP COM STK NPV 4,041.00 null 26,670.60 30225T102 EXTRA SPACE STORAGE INC 7,507.00 null 112,079.51 303075105 FACTSET RESEARCH SYSTEMS 3,983.00 null 215,878.60 305560104 FAIRPOINT COMMUNICATIONS 8,418.00 null 70,206.12 311642102 FARO TECHNOLOGIES INC COM 1,576.00 null 34,861.12 30241L109 FEI CO COM STK NPV 3,441.00 null 84,958.29 317492106 FINANCIAL FEDERAL CORP 2,410.00 null 58,008.70 317923100 FINISH LINE INC 4,619.00 null 54,042.30 31942D107 FIRST CASH FINANCIAL 2,447.00 null 42,430.98 319829107 FIRST COMM'WTH FINL CORP 6,019.00 null 71,987.24 32020R109 FIRST FINANCIAL 1,959.00 null 98,537.70 320209109 FIRST FINANCIAL BANCORP 2,896.00 null 36,460.64 320867104 FIRST MIDWEST BANCORP COM 4,579.00 null 115,848.70 337907109 FIRSTFED FINANCIAL CORP 1,294.00 null 15,023.34 337930101 FLAGSTAR BANCORP COM STK 3,718.00 null 13,682.24 339099103 FLEETWOOD ENTERPRISES INC 6,472.00 null 9,708.00 343498101 FLOWERS FOODS INC COM STK 7,406.00 null 208,330.78 346233109 FORESTAR REAL ESTATE 3,359.00 null 54,315.03 349853101 FORWARD AIR CORPORATION 2,716.00 null 87,482.36 349882100 FOSSIL INC COM STK 4,377.00 null 122,118.30 356108100 FRED'S INC CLASS'A'COM 3,780.00 null 57,342.60 35907K105 FRONTIER FINANCIAL CORP 3,905.00 null 41,041.55 359694106 FULLER(H.B.)CO COM STK 4,848.00 null 102,438.24 361268105 G & K SERVICES INC 1,865.00 null 63,913.55 365558105 GARDNER DENVER INC COM 4,950.00 null 193,297.50 368682100 GENCORP INC COM STK 5,385.00 null 45,557.10 369385109 GENERAL COMMUNICATIONS 4,270.00 null 41,376.30 371532102 GENESCO INC COM STK USD1 1,800.00 null 64,332.00 37247A102 GENTIVA HEALTH SERVICES 2,691.00 null 77,177.88 373200203 GEORGIA GULF CORP COM STK 3,254.00 null 11,779.48 373730100 GERBER SCIENTIFIC INC COM 2,234.00 null 18,497.52 374393106 GEVITY HR INC COM USD0.01 2,209.00 null 16,346.60 374689107 GIBRALTAR INDS INC COM 2,818.00 null 60,727.90 37637Q105 GLACIER BANCORP COM STK 5,099.00 null 109,322.56 390064103 GREAT ATLANTIC & PACIFIC 2,205.00 null 19,448.10 39153L106 GREATBATCH INC COM STK 2,154.00 null 53,979.24 393122106 GREEN MOUNTAIN COFFEE 1,642.00 null 55,171.20 395259104 GREENHILL & CO INC COM 1,658.00 null 109,411.42 398433102 GRIFFON CORP COM STK 2,491.00 null 21,796.25 398905109 GROUP 1 AUTOMOTIVE INC 2,200.00 null 55,462.00 40108N106 GUARANTY FINANCIAL GROUP 3,335.00 null 15,574.45 402307102 GULF ISLAND FABRICATION 1,033.00 null 33,727.45 403777105 GYMBOREE CORP COM STK 2,723.00 null 106,877.75 405024100 HAEMONETICS CORP COM STK 2,426.00 null 152,910.78 405217100 HAIN CELESTIAL GROUP INC 3,823.00 null 98,671.63 410120109 HANCOCK HOLDING CO COM 2,291.00 null 116,841.00 410495105 HANMI FINANCIAL CORP COM 3,636.00 null 18,725.40 413160102 HARMONIC INC COM STK 8,897.00 null 76,692.14 419596101 HAVERTY FURNITURE COS INC 2,014.00 null 23,040.16 42210P102 HEADWATERS INC COM STK 3,974.00 null 55,397.56 421906108 HEALTHCARE SERVICES GROUP 4,067.00 null 77,110.32 422211102 HEALTHEXTRAS INC COM STK 3,536.00 null 110,217.12 42224N101 HEALTHSPRING USD0.01 4,730.00 null 94,505.40 422245100 HEALTHWAYS INC COM STK 3,325.00 null 61,944.75 422347104 HEARTLAND EXPRESS INC COM 5,365.00 null 91,419.60 422819102 HEIDRICK & STRUGGLES COM 1,613.00 null 48,357.74 428567101 HIBBETT SPORTS INC COM 2,690.00 null 61,466.50 431294107 HILB ROGAL & HOBBS COM 3,438.00 null 151,925.22 431571108 HILLENBRAND INC NPV 5,887.00 null 131,574.45 40425J101 HMS HOLDING CORP COM STK 2,108.00 null 51,308.72 437306103 HOME PROPERTIES INC COM 2,984.00 null 155,347.04 440543106 HORNBECK OFFSHORE 2,197.00 null 78,015.47 441339108 HOT TOPIC INC COM STK NPV 4,118.00 null 28,455.38 404303109 HSN INC USD0.01 3,700.00 null 54,390.00 443320106 HUB GROUP INC CLASS'A'COM 3,547.00 null 141,773.59 448407106 HUTCHINSON TECHNOLOGY INC 2,227.00 null 27,815.23 451055107 ICONIX BRAND GROUP INC 5,453.00 null 61,291.72 44930G107 ICU MEDICAL INC COM STK 1,175.00 null 36,718.75 902104108 II-VI INC COM NPV 2,307.00 null 93,341.22 452526106 IMMUCOR INC COM STK 6,610.00 null 209,404.80 453838104 INDEPENDENT BANK CORP 1,885.00 null 12,931.10 45665Q103 INFINITY PROPERTY & 1,520.00 null 67,624.80 45666Q102 INFORMATICA CORP COM STK 8,360.00 null 131,335.60 45678T201 INFOSPACE INC COM STK 3,250.00 null 35,652.50 457461200 INLAND REAL ESTATE CORP 5,550.00 null 82,861.50 45765U103 INSIGHT ENTERPRISE INC 4,433.00 null 68,578.51 457667103 INSITUFORM TECHNOLOGIES 2,618.00 null 44,191.84 457985208 INTEGRA LIFESCIENCES 1,796.00 null 77,407.60 458665106 INTERFACE INC COM 5,295.00 null 60,998.40 46113M108 INTERVAL LEISURE GROUP 3,700.00 null 42,069.00 461148108 INTEVAC INC COM STK NPV 2,048.00 null 22,507.52 461203101 INVACARE CORP COM STK NPV 3,039.00 null 75,853.44 4.61E+109 INVENTIV HEALTH INC COM 3,129.00 null 62,110.65 46145F105 INVESTMENT TECHNOLOGY 4,118.00 null 123,622.36 462044108 ION GEOPHYSICAL 7,815.00 null 102,610.95 464119106 IRWIN FINANCIAL CORP COM 1,785.00 null 6,765.15 465741106 ITRON INC COM STK NPV 3,237.00 null 303,015.57 466032109 J & SNACK FOODS CORP 1,318.00 null 43,296.30 4.66E+209 J2 GLOBAL COMMUNICATIONS 4,190.00 null 97,375.60 466367109 JACK IN THE BOX INC COM 5,555.00 null 133,375.55 4.70E+110 JAKKS PACIFIC INC COM STK 2,591.00 null 64,282.71 46612K108 JDA SOFTWARE INC COM STK 2,536.00 null 43,137.36 47758P307 JO-ANN STORES INC COM STK 2,393.00 null 60,925.78 477839104 JOHN BEAN TECHNOLOGIES 2,610.00 null 35,417.70 480838101 JOS A BANK CLOTHIERS COM 1,707.00 null 51,278.28 483548103 KAMAN CORP USD0.10 2,398.00 null 69,062.40 486587108 KAYDON CORP COM STK 2,610.00 null 129,064.50 487584104 KEITHLEY INSTRUMENTS COM 1,298.00 null 11,474.32 48880L107 KENDLE INTERNATIONAL INC 1,218.00 null 55,954.92 490057106 KENSEY NASH CORP COM STK 1,103.00 null 35,516.60 49427F108 KILROY REALTY CORP COM 3,084.00 null 145,318.08 497266106 KIRBY CORP COM STK 5,099.00 null 209,109.99 49803T102 KITE REALTY GROUP TRUST 2,762.00 null 31,210.60 499064103 KNIGHT TRANSPORTATION INC 5,407.00 null 100,894.62 499184109 KNOT(THE) COM STK USD0.01 2,661.00 null 23,922.39 500600101 KOPIN CORP COM STK 6,512.00 null 17,517.28 482686102 K-SWISS INC CLASS'A'COM 2,520.00 null 45,964.80 501242101 KULICKE & SOFFA 5,045.00 null 24,064.65 505447102 LABRANCHE & CO INC COM 5,142.00 null 25,144.38 505597104 LACLEDE GROUP INC COM STK 2,057.00 null 91,701.06 514606102 LANCE INC COM STK 2,966.00 null 64,777.44 514936103 LANDAMERICA FINANCIAL 1,468.00 null 26,746.96 51508L103 LANDRYS RESTAURANTS COM 1,181.00 null 16,640.29 515098101 LANDSTAR SYSTEMS INC COM 4,989.00 null 261,074.37 517942108 LASALLE HOTEL PROPERTIES 3,796.00 null 97,974.76 520776105 LAWSON PRODUCTS INC COM 390 null 12,834.90 505336107 LA-Z-BOY INC COM STK USD1 4,849.00 null 44,077.41 501803308 LCA VISION INC COM STK 1,754.00 null 9,471.60 526107107 LENNOX INTERNATIONAL INC 5,356.00 null 198,332.68 529043101 LEXINGTON REALTY TRUST 6,027.00 null 84,558.81 50187A107 LHC GROUP INC COM STK 1,374.00 null 39,900.96 529898108 LIBBEY INC COM STK 1,383.00 null 11,658.69 535555106 LINDSAY CORP COM STK USD1 1,123.00 null 75,712.66 536797103 LITHIA MOTORS INC 1,545.00 null 7,369.65 537008104 LITTELFUSE INC COM STK 2,047.00 null 65,381.18 538034109 LIVE NATION INC COM STK 7,156.00 null 106,624.40 501889208 LKQ CORP COM STK USD0.01 10,873.00 null 192,778.29 539451104 LO JACK COM STK USD0.01 1,669.00 null 11,883.28 543162101 LONGS DRUG STORES INC(MD) 2,849.00 null 215,811.75 502175102 LTC PROPERTIES INC COM 1,924.00 null 54,256.80 549764108 LUFKIN INDUSTRIES INC COM 1,396.00 null 102,759.56 550819106 LYDALL INC COM STK 1,570.00 null 15,935.50 55305B101 M/I HOMES,INC. COM 1,175.00 null 22,724.50 559079207 MAGELLAN HEALTH SERVICES 3,821.00 null 163,653.43 559424106 MAGNETEK COM STK USD0.01 2,871.00 null 11,684.97 560305104 MAIDENFORM BRANDS INC COM 1,778.00 null 26,936.70 562750109 MANHATTAN ASSOCIATES INC 2,325.00 null 53,475.00 563771104 MANNATECH INC COM 1,477.00 null 5,376.28 564563104 MANTECH INTERNATIONAL 1,873.00 null 101,216.92 566330106 MARCUS CORP COM STK USD1 1,980.00 null 35,402.40 567908108 MARINEMAX INCCOM STK 1,742.00 null 14,597.96 572901106 MARTEK BIOSCIENCES CORP 3,128.00 null 105,132.08 576674105 MATERIAL SCIENCE CORP COM 1,132.00 null 8,433.40 576853105 MATRIX SERVICE CO COM STK 2,447.00 null 50,383.73 577933104 MAXIMUS INC COM STK NPV 1,762.00 null 63,484.86 58404W109 MEDCATH CORP COM STK 1,187.00 null 25,259.36 58463J304 MEDICAL PROPERTIES TRUST 6,257.00 null 65,886.21 587118100 MENS WEARHOUSE INC COM 4,849.00 null 109,005.52 587188103 MENTOR CORP COM STK 3,181.00 null 75,866.85 589378108 MERCURY COMPUTER SYSTEMS 2,145.00 null 17,095.65 589584101 MERIDIAN BIOSCIENCE INC 3,797.00 null 101,493.81 589889104 MERIT MEDICAL SYSTEMS INC 2,605.00 null 50,615.15 59001A102 MERITAGE HOMES 2,894.00 null 74,144.28 591520200 METHODE ELECTRONICS INC 3,595.00 null 35,374.80 594793101 MICREL INC COM STK NPV 4,836.00 null 42,508.44 594901100 MICROS SYSTEMS INC COM 7,694.00 null 213,277.68 595137100 MICROSEMI COM STK USD0.20 7,426.00 null 184,090.54 59522J103 MID-AMERICA APARTMENT 2,486.00 null 113,958.24 595626102 MIDAS GROUP INC COM STK 1,304.00 null 18,999.28 55306N104 MKS INSTRUMENTS INC COM 4,149.00 null 85,552.38 60740F105 MOBILE MINI COM STK 3,267.00 null 68,116.95 60855R100 MOLINA HEALTHCARE INC COM 1,335.00 null 41,745.45 60886R103 MONACO COACH CORP COM STK 2,809.00 null 6,123.62 609027107 MONARCH CASINO & RESORT 1,230.00 null 14,255.70 615394202 MOOG INC 4,018.00 null 176,671.46 624580106 MOVADO GROUP INC COM STK 1,736.00 null 40,309.92 553777103 MTS SYSTEMS CORP COM STK 1,660.00 null 64,756.60 624756102 MUELLER INDUSTRIES INC 3,511.00 null 94,797.00 625453105 MULTIMEDIA GAMES INC COM 2,194.00 null 9,631.66 628464109 MYERS INDUSTRIES INC COM 2,667.00 null 34,457.64 63080P105 NARA BANCORP INC COM STK 2,055.00 null 27,413.70 631158102 NASH FINCH CO COM STK 1,204.00 null 53,710.44 63227W203 NATCO GROUP CLASS'A'COM 1,881.00 null 74,073.78 63607P208 NATIONAL FINANCIAL 3,726.00 null 72,209.88 637138108 NATIONAL PENN BANCSHARES 7,512.00 null 104,041.20 637215104 NATIONAL PRESTO 449 null 34,721.17 637417106 NATL RETAIL PPTYS COM 6,944.00 null 151,656.96 639050103 NATUS MEDICAL INC COM STK 2,600.00 null 57,824.00 63910B102 NAUTILUS INC COM STK NPV 2,977.00 null 14,706.38 638904102 NAVIGATORS GROUP INC COM 1,243.00 null 66,264.33 628852105 NCI BUILDING SYSTEMS INC 1,855.00 null 65,833.95 640079109 NEENAH PAPER INC COM STK 1,383.00 null 27,369.57 64111Q104 NETGEAR INC COM STK 3,341.00 null 50,449.10 641208103 NETWORK EQUIPMENT 2,779.00 null 7,558.88 646025106 NEW JERSEY RESOURCES CORP 3,968.00 null 141,498.88 651587107 NEWMARKET CORP COM NPV 1,302.00 null 75,698.28 651824104 NEWPORT CORP COM NPV 3,407.00 null 36,011.99 667655104 NORTHWEST NATURAL GAS CO 2,498.00 null 122,102.24 66987M604 NOVATEL WIRELESS INC 2,988.00 null 17,509.68 670009109 NOVEN PHARMACEUTICALS INC 2,340.00 null 27,424.80 67069D108 NUTRISYSTEM INC COM STK 2,885.00 null 49,189.25 675232102 OCEANEERING INTERNATIONAL 5,206.00 null 286,902.66 670823103 O'CHARLEYS INC COM STK 2,064.00 null 20,289.12 67611V101 ODYSSEY HEALTHCARE INC 3,086.00 null 31,230.32 67622P101 OFFICEMAX INC COM STK 7,165.00 null 95,151.20 679580100 OLD DOMINION FREIGHT LINE 2,681.00 null 93,727.76 680033107 OLD NATIONAL 6,245.00 null 124,525.30 68162K106 OLYMPIC STEEL INC COM STK 847 null 26,858.37 670872100 OM GROUP INC COM STK 2,885.00 null 85,136.35 68213N109 OMNICELL INC COM STK NPV 3,098.00 null 48,019.00 682129101 OMNOVA SOLUTIONS INC COM 4,025.00 null 8,975.75 682159108 ON ASSIGNMENT COM STK 3,343.00 null 31,457.63 684010101 OPTIONSXPRESS HLDGS INC 3,980.00 null 82,067.60 685564106 ORBITAL SCIENCES COM STK 5,539.00 null 137,810.32 688582105 OSTEOTECH INC COM STK 1,677.00 null 8,435.31 690732102 OWENS & MINOR INC COM STK 3,887.00 null 175,886.75 691497309 OXFORD INDUSTRIES INC COM 1,358.00 null 33,515.44 69333Y108 P.F. CHANG'S CHINA BISTRO 2,291.00 null 53,403.21 697529303 PALOMAR MEDICAL 1,733.00 null 24,660.59 69840W108 PANERA BREAD CO 2,868.00 null 140,532.00 698813102 PAPA JOHNS INTERNATIONAL 1,946.00 null 56,609.14 69888P106 PAR PHARMACEUTICAL 3,261.00 null 45,327.90 699462107 PAREXEL INTERNATIONAL 5,356.00 null 167,000.08 700416209 PARK ELECTROCHEMICAL CORP 1,929.00 null 52,777.44 70159Q104 PARKWAY PROPERTIES INC 1,453.00 null 51,625.09 69325Q105 PC-TEL INC COM STK 1,908.00 null 16,160.76 705324101 PEDIATRIX MEDICAL GROUP 4,457.00 null 255,118.68 705560100 PEETS COFFEE & TEA INC 1,192.00 null 31,003.92 707051108 PENFORD CORP COM STK USD1 1,051.00 null 17,940.57 707882106 PENN VIRGINIA CORP COM 3,928.00 null 198,992.48 709102107 PENNSYLVANIA REAL ESTAT 3,716.00 null 76,549.60 713278109 PEP BOYS MANNY MOE & JACK 3,921.00 null 25,290.45 71375U101 PERFICIENT INC COM 3,031.00 null 19,155.92 713831105 PERICOM SEMICONDUCTOR 2,397.00 null 28,596.21 716382106 PETMED EXPRESS INC COM 2,238.00 null 34,644.24 716578109 PETROLEUM DEVELOPMENT COM 1,400.00 null 60,886.00 716748108 PETROQUEST ENERGY INC COM 4,116.00 null 59,393.88 717148100 PHARMANET DEVELOPMENT 1,832.00 null 17,770.40 71714F104 PHARMERICA CORPORATION 2,874.00 null 70,614.18 71721R406 PHASE FORWARD INC COM USD 4,050.00 null 75,249.00 719153108 PHOENIX TECHNOLOGY COM 2,600.00 null 26,182.00 719364101 PHOTON DYNAMICS COM STK 1,676.00 null 21,352.24 719405102 PHOTRONICS INC COM STK 3,974.00 null 13,193.68 720186105 PIEDMONT NATURAL GAS CO 6,939.00 null 204,561.72 723456109 PINNACLE ENTERTAINMENT 5,663.00 null 55,610.66 723655106 PIONEER DRILLING CO COM 4,709.00 null 62,300.07 724078100 PIPER JAFFRAY COMPANIES 1,453.00 null 47,367.80 729132100 PLEXUS CORP COM STK 3,894.00 null 87,537.12 731068102 POLARIS INDUSTRIES INC 3,122.00 null 148,295.00 73179P106 POLYONE CORP COM STK 8,813.00 null 66,626.28 73278L105 POOL CORP COM STK 4,523.00 null 103,486.24 73640Q105 PORTFOLIO RECOVERY 1,425.00 null 59,337.00 740065107 PRE PAID LEGAL SERVICES 773 null 33,324.03 740884101 PRESIDENTIAL LIFE CORP 2,039.00 null 33,847.40 742962103 PRIVATEBANCORP INC COM 2,665.00 null 91,835.90 74267C106 PROASSURANCE CORP COM STK 3,038.00 null 165,479.86 743312100 PROGRESS SOFTWARE CORP 3,919.00 null 102,834.56 743606105 PROSPERITY BANCSHARES INC 3,635.00 null 118,864.50 743859100 PROVIDENT BANKSHARES CORP 3,137.00 null 25,566.55 69360J107 PS BUSINESS PARKS INC 1,456.00 null 76,076.00 69366A100 PSS WORLD MEDICAL INC COM 5,850.00 null 113,607.00 747316107 QUAKER CHEMICAL CORP COM 961 null 30,117.74 747582104 QUALITY SYSTEMS INC COM 1,660.00 null 65,105.20 747619104 QUANEX BUILDING PRODUCTS 3,523.00 null 55,769.09 74838C106 QUIKSILVER INC COM STK 11,881.00 null 83,167.00 75025N102 RADIANT SYSTEMS INC COM 2,575.00 null 22,917.50 75040P405 RADIO ONE INC COM STK 7,653.00 null 5,663.22 750459109 RADISYS CORP COM STK NPV 2,124.00 null 19,583.28 749388104 RC2 CORP COM STK USD0.01 1,651.00 null 41,241.98 75689M101 RED ROBIN GOURMET BURGERS 1,588.00 null 44,321.08 758750103 REGAL BELOIT CORP COM STK 3,044.00 null 141,576.44 75886F107 REGENERON PHARMACEUTICALS 5,913.00 null 120,920.85 759148109 REHABCARE GROUP INC COM 1,697.00 null 30,596.91 760943100 RES-CARE INC COM STK NPV 2,405.00 null 46,320.30 761557107 REWARDS NETWORK INC COM 2,537.00 null 12,152.23 749607107 RLI CORP COM STK USD1 1,690.00 null 93,964.00 770196103 ROBBINS & MYERS INC COM 3,256.00 null 112,722.72 772739207 ROCK-TENN CO CLASS'A'COM 3,164.00 null 138,804.68 775133101 ROGERS CORP CAP STK USD1 1,689.00 null 62,999.70 74973W107 RTI INTERNATIONAL METALS 2,163.00 null 50,159.97 781182100 RUBY TUESDAY INC COM 4,895.00 null 33,873.40 781270103 RUDOPLH TECHNOLOGIES INC 2,886.00 null 24,300.12 782233100 RUSS BERRIE & CO COM STK 1,587.00 null 9,839.40 783332109 RUTH'S HOSPITALITY GROUP 1,874.00 null 8,433.00 78648T100 SAFETY INSURANCE GROUP 1,546.00 null 63,664.28 795435106 SALIX PHARMACEUTICALS LTD 4,520.00 null 28,882.80 800013104 SANDERSON FARM INC COM 1,464.00 null 55,763.76 80517Q100 SAVIENT PHARMACEUTICALS 4,196.00 null 79,472.24 806037107 SCANSOURCE INC COM STK 2,487.00 null 77,569.53 807863105 SCHOOL SPECIALTY INC COM 1,639.00 null 52,103.81 808194104 SCHULMAN(A.) INC COM STK 2,568.00 null 56,059.44 808541106 SCHWEITZER-MAUDUIT INTL 1,481.00 null 29,294.18 808627103 SCIELE PHARMA INC COM STK 3,201.00 null 97,406.43 811054402 SCRIPPS(EW)CO NEW 2,812.00 null 19,712.12 811904101 SEACOR HLDGS INC COM STK 2,030.00 null 166,257.00 813705100 SECURE COMPUTING CORP COM 5,454.00 null 20,561.58 81616X103 SELECT COMFORT CORP COM 4,246.00 null 9,086.44 816300107 SELECTIVE INSURANCE GROUP 5,029.00 null 118,734.69 81721M109 SENIOR HOUSING PROPERTIES 10,577.00 null 224,761.25 825549108 SHUFFLE MASTER INC COM 3,937.00 null 19,763.74 78427V102 SI INTERNATIONAL INC COM 1,243.00 null 38,508.14 82669G104 SIGNATURE BANK COMMON SHS 2,806.00 null 95,965.20 829073105 SIMPSON MFG CO INC COM 3,531.00 null 92,582.82 830566105 SKECHERS USA INC 3,080.00 null 55,101.20 830830105 SKYLINE CORP COM STK 643 null 15,669.91 830879102 SKYWEST INC COM STK NPV 5,504.00 null 102,044.16 83088M102 SKYWORKS SOLUTIONS INCCOM 15,401.00 null 123,978.05 832110100 SMITH INTERNATIONAL INC 0.92 null 55.34 832154108 SMITH MICRO SOFTWARE COM 2,874.00 null 19,284.54 831865209 SMITH(A.O.)CORP COM STK 2,044.00 null 85,970.64 83545G102 SONIC AUTOMOTIVE INC COM 2,758.00 null 31,165.40 835451105 SONIC CORP COM STK 5,661.00 null 81,235.35 835460106 SONIC SOLUTIONS COM STK 2,495.00 null 10,154.65 837841105 SOUTH FINANCIAL GROUP INC 6,872.00 null 54,701.12 838518108 SOUTH JERSEY INDUSTRIES 2,804.00 null 97,999.80 844030106 SOUTHERN UNION CO COM STK 11,710.00 null 264,997.30 844895102 SOUTHWEST GAS CORP COM 4,089.00 null 123,160.68 84610H108 SOVRAN SELF STORAGE INC 2,060.00 null 80,855.00 846819100 SPARTAN MOTORS COM STK 3,063.00 null 12,558.30 846822104 SPARTAN STORES INC COM 2,061.00 null 47,135.07 84762L105 SPECTRUM BRANDS INC COM 3,831.00 null 7,355.52 848420105 SPHERION CORP COM STK 5,186.00 null 29,456.48 78462K102 SPSS INC COM STK USD0.01 1,682.00 null 52,528.86 792228108 ST MARY LAND & 5,820.00 null 202,885.20 85254C305 STAGE STORES INC COM STK 3,620.00 null 53,684.60 852857200 STAMPS.COM, INC 1,498.00 null 20,252.96 853626109 STANDARD MICROSYSTEMS 2,145.00 null 56,306.25 853666105 STANDARD MOTOR PRODUCTS 1,137.00 null 7,913.52 85375C101 STANDARD PACIFIC CORP COM 6,143.00 null 26,046.32 853887107 STANDARD REGISTER CO COM 1,197.00 null 12,604.41 854231107 STANDEX INTERNATIONAL 1,187.00 null 32,060.87 85569C107 STARTEK INC COM STK 1,082.00 null 8,179.92 857873103 STEAK N SHAKE CO USD0.5 2,707.00 null 19,409.19 858375108 STEIN MART COM STK 2,477.00 null 9,338.29 858586100 STEPAN CO COM STK USD1 673 null 38,973.43 859158107 STERLING BANCORP COM STK 1,693.00 null 24,853.24 858907108 STERLING BANCSHARES INC 6,898.00 null 72,773.90 859319105 STERLING FINANCIAL 4,905.00 null 57,143.25 860372101 STEWART INFORMATION 1,702.00 null 39,469.38 860630102 STIFEL FINANCIAL CORP COM 2,246.00 null 92,153.38 861642106 STONE ENERGY CORP COM STK 3,240.00 null 133,650.00 862685104 STRATASYS INC COM STK 1,949.00 null 29,800.21 864159108 STURM RUGER & CO INC COM 1,959.00 null 13,282.02 86768K106 SUNRISE SENIOR LIVING 4,252.00 null 69,732.80 868168105 SUPERIOR INDUSTRIES 2,200.00 null 40,436.00 86837X105 SUPERIOR WELL SERVICES 1,490.00 null 38,218.50 868532102 SUPERTEX INC COM STK NPV 1,214.00 null 35,096.74 868873100 SURMODICS INC COM STK 1,458.00 null 54,689.58 869099101 SUSQUEHANNA BANCHARE COM 8,110.00 null 148,169.70 870738101 SWIFT ENERGY CO COM STK 2,882.00 null 112,196.26 78503N107 SWS GROUP INC COM STK 2,077.00 null 35,454.39 871237103 SYKES ENTERPRISES INC COM 3,095.00 null 61,064.35 871543104 SYMMETRICON INC COM STK 4,349.00 null 20,831.71 871546206 SYMMETRY MEDICAL INC COM 3,349.00 null 57,301.39 87157D109 SYNAPTICS INC COM STK 3,208.00 null 91,524.24 87162W100 SYNNEX CORP COM STK 1,592.00 null 34,132.48 874054109 TAKE TWO INTERACTIVE 7,303.00 null 121,010.71 875465106 TANGER FACTORY OUTLET 2,976.00 null 122,462.40 878555101 TECHNITROL INC COM STK 3,872.00 null 54,982.40 879360105 TELEDYNE TECHNOLOGIES INC 3,346.00 null 194,937.96 88162G103 TETRA TECH INC COM STK 5,561.00 null 149,312.85 88162F105 TETRA TECHNOLOGIES COM 7,049.00 null 110,951.26 882491103 TEXAS INDUSTRIES INC COM 2,594.00 null 114,136.00 882681109 TEXAS ROADHOUSE 5,048.00 null 43,715.68 883375107 THERAGENICS CORP COM STK 3,155.00 null 10,537.70 872443403 THQ INC COM STK USD0.01 6,300.00 null 79,191.00 88633P302 TICKETMASTER USD0.01 3,700.00 null 49,580.00 889542106 TOLLGRADE COMMUNICATIONS 1,234.00 null 6,564.88 891092108 TORO CO COM STK USD1 3,539.00 null 144,108.08 891777104 TOWER GROUP INC COM STK 1,925.00 null 39,943.75 892356106 TRACTOR SUPPLY CO COM STK 3,067.00 null 130,991.57 89267P105 TRADESTATION GROUP INC 2,683.00 null 25,783.63 894650100 TREDEGAR CORP COM NPV 2,017.00 null 38,484.36 89469A104 TREEHOUSE FOODS INC COM 2,952.00 null 83,895.84 895927309 TRIARC COMPANIES 5,956.00 null 31,209.44 89674K103 TRIQUINT SEMI CONDUCTOR 13,541.00 null 71,361.07 896818101 TRIUMPH GROUP INC COM STK 1,564.00 null 81,359.28 89784N104 TRUE RELIGION APPAREL INC 1,505.00 null 42,441.00 89785X101 TRUEBLUE INC COM STK NPV 4,185.00 null 64,449.00 898349105 TRUSTCO BANK CORP NY COM 7,148.00 null 74,339.20 87305R109 TTM TECHNOLOGIES INC COM 4,017.00 null 41,013.57 899035505 TUESDAY MORNING CORP COM 2,852.00 null 13,233.28 901166108 TWEEN BRANDS INC COM STK 2,334.00 null 23,923.50 902252105 TYLER TECHNOLOGIES INC 3,236.00 null 50,060.92 90262T308 UCBH HLDGS INC COM STK 10,425.00 null 63,801.00 902681105 UGI CORP COM NPV 10,105.00 null 269,500.35 902748102 UIL HOLDINGS CORP COM STK 2,389.00 null 76,137.43 904034105 ULTRA TECH INC 2,213.00 null 28,215.75 902788108 UMB FINANCIAL CORP COM 3,359.00 null 173,895.43 904214103 UMPQUA HOLDINGS CORP COM 5,671.00 null 95,556.35 904708104 UNIFIRST CORP COM STK 1,359.00 null 62,160.66 909205106 UNISOURCE ENERGY CORP COM 3,252.00 null 101,234.76 909218109 UNIT CORP COM STK USD0.20 4,456.00 null 228,325.44 909907107 UNITED BANKSHARES INC COM 3,634.00 null 103,350.96 90984P105 UNITED COMMUNITY 3,753.65 null 44,518.23 910331107 UNITED FIRE & CASUALTY CO 2,048.00 null 56,381.44 911163103 UNITED NATURAL FOODS INC 4,058.00 null 94,429.66 911268100 UNITED ONLINE INC COM STK 6,504.00 null 66,600.96 913004107 UNITED STATIONERS INC COM 2,214.00 null 109,681.56 913483103 UNIVERSAL ELECTRONICS INC 1,327.00 null 33,201.54 913543104 UNIVERSAL FOREST PRODUCTS 1,783.00 null 62,832.92 913915104 UNIVERSAL TECHNICAL 1,962.00 null 33,589.44 920253101 VALMONT INDUSTRIES INC 1,655.00 null 145,457.95 922207105 VARIAN SEMICONDUCT EQUIP 6,994.00 null 195,202.54 922417100 VEECO FEI INCCOM USD0 3,001.00 null 45,885.29 92552R406 VIAD CORP COM STOCK 1,954.00 null 59,616.54 92552V100 VIASAT INC COM STK 2,505.00 null 61,998.75 925815102 VICOR CORP COM STK 1,799.00 null 15,255.52 928241108 VIROPHARMA INC COM STK 6,603.00 null 86,631.36 928469105 VITAL SIGNS COM STK NPV 750 null 55,312.50 92864N101 VOLCOM INC COM STK 1,383.00 null 23,538.66 928703107 VOLT INFORMATION SCIENCES 1,276.00 null 14,061.52 929566107 WABASH NATIONAL CORP COM 2,895.00 null 27,068.25 941053100 WASTE CONNECTIONS INC COM 6,283.00 null 224,617.25 942622200 WATSCO INC CLASS'A'COM 2,341.00 null 115,996.55 942712100 WATSON WYATT WORLDWIDE 4,020.00 null 217,039.80 942749102 WATTS WATER TECHNOLOGIES 2,798.00 null 80,022.80 943315101 WAUSAU PAPER CORP COM STK 4,652.00 null 40,937.60 929236107 WD-40 CO COM STK NPV 1,558.00 null 56,742.36 947684106 WEBSENSE INC COM STK 4,263.00 null 92,720.25 955306105 WEST PHARMACEUTICAL 3,056.00 null 145,435.04 966612103 WHITNEY HLDGS CORP COM 6,053.00 null 136,313.56 97186T108 WILSHIRE STATE BAN COM 1,668.00 null 23,485.44 974637100 WINNEBAGO INDUSTRIES INC 2,755.00 null 33,500.80 97650W108 WINTRUST FINANCIAL CORP 2,230.00 null 59,897.80 929297109 WMS INDUSTRIES COM STK 3,929.00 null 127,849.66 978097103 WOLVERINE WORLD WIDE INC 4,709.00 null 122,434.00 980745103 WOODWARD GOVERNOR CO COM 5,505.00 null 208,089.00 981419104 WORLD ACCEPTANCE CORP COM 1,553.00 null 54,184.17 981475106 WORLD FUEL SERVICES CORP 2,708.00 null 67,104.24 98233Q105 WRIGHT EXPRESS CORP COM 3,653.00 null 108,384.51 988858106 ZALE CORP COM STK USD0.01 3,340.00 null 86,205.40 989390109 ZENITH NATIONAL INSURANCE 3,514.00 null 132,548.08 98944B108 ZEP INC COM STK USD0.01 1,970.00 null 38,178.60 989922109 ZOLL MEDICAL CORP COM STK 1,967.00 null 66,818.99 989817101 ZUMIEZ INC COM STK NPV 1,706.00 null 28,080.76 318672102 FIRST BANCORP PUERTO RICO 7,163.00 null 68,120.13 null Net Other Assets / Cash 1,497,393.51 null 1,497,393.51 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort SmallCap600 74347R792 null SMALLCAP 600 SWAP -474,462.17 -174,023,046.30 null null Net Other Assets / Cash 87,268,982.08 null 87,268,982.08 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Short SmallCap600 74347R784 null SMALLCAP 600 SWAP -45,208.63 -16,581,577.22 null null Net Other Assets / Cash 16,628,729.51 null 16,628,729.51 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Basic Materials 74347R776 null DJUSBM SWAPS 160,325.95 41,258,281.07 null 3687100 ABITIBIBOWATER INC COM 3,959.00 null 21,022.29 9158106 AIR PRODUCTS & CHEMICALS 14,693.00 null 1,248,611.14 9363102 AIRGAS INC COM STK 5,261.00 null 285,514.47 1547108 AK STEEL HOLDING CORP COM 8,311.00 null 264,456.02 12653101 ALBEMARLE CORP COM STK 6,805.00 null 234,704.45 13817101 ALCOA INC COM STK USD1 60,636.00 null 1,632,927.48 01741R102 ALLEGHENY TECHNOLOGIES 7,078.00 null 267,831.52 02076X102 ALPHA NATURAL RESOURCES 5,236.00 null 289,760.24 39380100 ARCH COAL INC COM STK 10,668.00 null 380,954.28 44209104 ASHLAND INC COM STK USD1 4,179.00 null 135,232.44 53611109 AVERY DENNISON CORP COM 7,019.00 null 318,732.79 127055101 CABOT CORP COM STK USD1 3,744.00 null 116,438.40 144285103 CARPENTER TECHNOLOGY CORP 3,570.00 null 106,743.00 150870103 CELANESE CORP COM STK 11,263.00 null 383,054.63 156431108 CENTURY ALUMINIUM COM STK 2,613.00 null 95,661.93 125269100 CF INDUSTRIES HOLDINGS 4,208.00 null 463,805.76 163893100 CHEMTURA CORP COM STK 17,892.00 null 102,700.08 185896107 CLEVELAND CLIFFS INC COM 6,729.00 null 491,889.90 192108108 COEUR D'ALENE MINECOM 41,010.00 null 60,694.80 201723103 COMMERCIAL METALS CO COM 8,489.00 null 175,467.63 20451N101 COMPASS MINERALS 2,417.00 null 136,052.93 20854P109 CONSOL ENERGY INC COM STK 13,678.00 null 706,195.14 232820100 CYTEC INDUSTRIES INC COM 3,548.00 null 156,644.20 257559104 DOMTAR CORPORATION COM 36,550.00 null 184,577.50 260543103 DOW CHEMICAL CO COM 69,315.00 null 2,435,729.10 263534109 DU PONT(E.I.)DE NEMOURS & 66,938.00 null 2,994,806.12 277432100 EASTMAN CHEMICAL CO COM 5,338.00 null 300,155.74 278865100 ECOLAB INC COM STK USD1 13,114.00 null 623,832.98 315405100 FERRO CORP COM STK USD1 3,251.00 null 72,594.83 302491303 FMC CORP COM STK USD0.10 5,589.00 null 362,893.77 35039W100 FOUNDATION COAL HLDGS INC 3,388.00 null 140,906.92 35671D857 FREEPORT-MCMORAN COPPER & 28,385.00 null 1,868,868.40 359694106 FULLER(H.B.)CO COM STK 3,934.00 null 83,125.42 38388F108 GRACE(W.R.)& CO COM STK 4,495.00 null 78,392.80 422704106 HECLA MINING CO COM STK 9,154.00 null 40,094.52 427056106 HERCULES INC COM STK NPV 8,466.00 null 155,774.40 447011107 HUNTSMAN CORP COM USD0.01 7,143.00 null 85,144.56 45928H106 INTERNATIONAL COAL GROUP 7,970.00 null 55,550.90 459506101 INTERNATIONAL FLAVORS & 6,031.00 null 249,261.23 460146103 INTERNATIONAL PAPER CO 31,990.00 null 956,181.10 483007704 KAISER ALUMINUM CORP COM 1,179.00 null 56,957.49 549271104 LUBRIZOL CORP COM STK NPV 5,114.00 null 255,444.30 576206106 MASSEY ENERGY COM STK 5,982.00 null 223,427.70 603158106 MINERALS TECHNOLOGIES INC 1,426.00 null 87,784.56 61166W101 MONSANTO CO COM STK 40,306.00 null 4,233,742.24 640079109 NEENAH PAPER INC COM STK 1,099.00 null 21,749.21 651639106 NEWMONT MINING CORP COM 32,236.00 null 1,237,217.68 670346105 NUCOR CORP COM STK 21,215.00 null 937,703.00 680665205 OLIN CORP COM STK USD1 4,993.00 null 109,446.56 670872100 OM GROUP INC COM STK 2,272.00 null 67,046.72 70336T104 PATRIOT COAL CORPORATION 5,714.00 null 177,648.26 704549104 PEABODY ENERGY CORP COM 20,190.00 null 972,148.50 693506107 PPG INDUSTRIES INC COM 12,313.00 null 820,415.19 74005P104 PRAXAIR INC COM STK 23,512.00 null 1,976,418.72 759509102 RELIANCE STEEL & 4,773.00 null 214,880.46 775371107 ROHM & HAAS CO COM STK 9,166.00 null 669,118.00 749685103 RPM INTERNAT 9,030.00 null 182,857.50 74973W107 RTI INTERNATIONAL METALS 1,709.00 null 39,631.71 806882106 SCHNITZER STEEL COM STK 1,615.00 null 84,755.20 808194104 SCHULMAN(A.) INC COM STK 1,815.00 null 39,621.45 81725T100 SENSIENT TECHNOLOGIES 3,537.00 null 103,138.92 826552101 SIGMA ALDRICH CORP COM 8,260.00 null 430,346.00 858119100 STEEL DYNAMICS INC COM 14,185.00 null 289,232.15 86074Q102 STILLWATER MINING CO COM 3,287.00 null 20,083.57 880915103 TERRA INDUSTRIES COM STK 6,804.00 null 266,784.84 61945A107 THE MOSAIC COMPANY 10,908.00 null 918,453.60 888339207 TITANIUM METALS CORP COM 7,337.00 null 76,011.32 894650100 TREDEGAR CORP COM NPV 1,818.00 null 34,687.44 912909108 UNITED STATES STEEL CORP 8,815.00 null 851,617.15 9.03E+112 USEC INC COM STK USD0.10 8,222.00 null 39,465.60 920355104 VALSPAR CORP COM STK 6,914.00 null 161,303.62 943315101 WAUSAU PAPER CORP COM STK 3,673.00 null 32,322.40 981811102 WORTHINGTON INDUSTRIES 4,795.00 null 79,597.00 98944B108 ZEP INC COM STK USD0.01 1,548.00 null 30,000.24 84265V105 SOUTHERN COPPER CORP 16,431.00 null 345,872.55 null Net Other Assets / Cash 3,187,023.25 null 3,187,023.25 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Basic Materials 74347R651 null DJUSBM SWAPS -2,963,397.75 -762,600,776.38 null null Net Other Assets / Cash 380,729,164.09 null 380,729,164.09 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Consumer Goods 74347R768 null DJUSNC SWAPS 36,627.79 10,966,726.98 null 44248720R HOVNANIAN ENTERPRISE RGHT 357 null - 00081T108 ACCO BRANDS CORP COM STK 337 null 2,847.65 00507V109 ACTIVISION BLIZZARD INC 3,648.00 null 61,104.00 13078100 ALBERTO-CULVER COMPANY 567 null 15,944.04 02209S103 ALTRIA GROUP INC COM STK 13,147.00 null 274,903.77 24061103 AMERICAN AXLE & 284 null 1,865.88 35229103 ANHEUSER-BUSCH COS INC 4,474.00 null 296,178.80 39483102 ARCHER-DANIELS-MIDLAND CO 3,680.00 null 83,756.80 43353101 ARVINMERITOR INC COM STK 453 null 6,985.26 54303102 AVON PRODUCTS INC COM STK 2,673.00 null 112,934.25 91797100 BLACK & DECKER CORP COM 381 null 25,283.16 09643P108 BLYTH INC COM STK USD0.02 167 null 2,211.08 99724106 BORG-WARNER INC COM STK 726 null 26,782.14 109043109 BRIGGS & STRATTON CORP 309 null 5,342.61 115637100 BROWN-FORMAN CORP COM STK 93 null 6,863.40 115637209 BROWN-FORMAN CORP COM STK 350 null 25,406.50 117043109 BRUNSWICK CORP COM STK 548 null 7,047.28 131193104 CALLAWAY GOLF CO COM STK 415 null 5,598.35 134429109 CAMPBELL SOUP CO CAP STK 1,474.00 null 57,780.80 146229109 CARTERS INC COM STK 354 null 6,814.50 152312104 CENTEX CORP COM STK 775 null 12,260.50 153435102 CENTRAL EUROPEAN 205 null 11,164.30 158496109 CHAMPION ENTERPRISES INC 486 null 2,347.38 170032809 CHIQUITA BRANDS 271 null 4,140.88 171340102 CHURCH & DWIGHT COM STK 416 null 26,586.56 189054109 CLOROX CO COM STK USD1 867 null 54,664.35 189754104 COACH INC COM STK USD0.01 2,139.00 null 61,196.79 191216100 COCA-COLA CO COM STK 13,338.00 null 730,255.50 191219104 COCA-COLA ENTERPRISES INC 1,995.00 null 36,907.50 194162103 COLGATE-PALMOLIVE CO COM 3,186.00 null 249,081.48 205887102 CONAGRA FOODS INC COM STK 3,074.00 null 60,742.24 21036P108 CONSTELLATION BRANDS INC 1,199.00 null 26,929.54 216831107 COOPER TIRE & RUBBER CO 375 null 3,937.50 219023108 CORN PRODUCTS 463 null 16,316.12 227046109 CROCS INC COM STK USD0.01 516 null 2,110.44 242370104 DEAN FOODS CO COM STK 941 null 22,085.27 243537107 DECKERS OUTDOOR CORP COM 82 null 9,133.98 24522P103 DEL MONTE FOODS COM STK 1,248.00 null 9,672.00 23331A109 DR HORTON INC COM STK 1,712.00 null 21,485.60 277461109 EASTMAN KODAK CO COM STK 1,796.00 null 24,587.24 285512109 ELECTRONIC ARTS COM STK 1,995.00 null 86,243.85 29266R108 ENERGIZER HLDGS INC COM 356 null 30,993.36 518439104 ESTEE LAUDER COMPANIES 672 null 36,025.92 297602104 ETHAN ALLEN INTERIORS INC 171 null 4,440.87 343498101 FLOWERS FOODS INC COM STK 529 null 14,880.77 345370860 FORD MOTOR CO COM STK 13,603.00 null 64,478.22 349882100 FOSSIL INC COM STK 307 null 8,565.30 360921100 FURNITURE BRANDS INTL INC 229 null 2,434.27 370334104 GENERAL MILLS INC COM STK 2,104.00 null 143,387.60 370442105 GENERAL MOTORS CORP COM 3,078.00 null 35,212.32 371901109 GENTEX CORP COM STK 898 null 14,808.02 372460105 GENUINE PARTS CO COM STK 1,027.00 null 42,887.52 382550101 GOODYEAR TIRE&RUBRCOM NPV 1,505.00 null 26,653.55 405217100 HAIN CELESTIAL GROUP INC 238 null 6,142.78 410345102 HANESBRANDS INC COM STK 601 null 14,117.49 411310105 HANSEN NATURAL CORP COM 466 null 11,044.20 412822108 HARLEY DAVIDSON COM STK 1,494.00 null 60,357.60 413086109 HARMAN INTERNATIONAL 364 null 12,081.16 418056107 HASBRO INC COM STK 787 null 29,488.89 423074103 HEINZ(H.J.)CO COM STK 1,877.00 null 97,378.76 427866108 HERSHEY CO COM STK USD1 973 null 38,433.50 404251100 HNI CORP COM 211 null 4,633.56 440452100 HORMEL FOODS CORP COM STK 459 null 16,983.00 442487203 HOVNANIAN ENTERPRISES INC 357 null 2,563.26 458665106 INTERFACE INC COM 345 null 3,974.40 4.70E+110 JAKKS PACIFIC INC COM STK 176 null 4,366.56 471109108 JARDEN CORP COM STK NPV 436 null 10,450.92 478366107 JOHNSON CONTROLS INC COM 3,688.00 null 115,618.80 480074103 JONES APPAREL GROUP INC 542 null 10,298.00 48666K109 KB HOME COM STK USD1 420 null 8,790.60 487836108 KELLOGG CO COM STK 1,493.00 null 83,130.24 494368103 KIMBERLY-CLARK CORP COM 2,634.00 null 169,497.90 50075N104 KRAFT FOODS INC COM STK 8,407.00 null 278,607.98 513847103 LANCASTER COLONY CORP COM 130 null 4,594.20 505336107 LA-Z-BOY INC COM STK USD1 325 null 2,954.25 521865105 LEAR CORP COM STK USD0.01 406 null 5,213.04 524660107 LEGGETT & PLATT INC COM 1,050.00 null 23,772.00 526057104 LENNAR CORP COM STK 808 null 10,859.52 539320101 LIZ CLAIBORNE INC COM STK 593 null 10,442.73 501889208 LKQ CORP COM STK USD0.01 849 null 15,052.77 544147101 LORILLARD INC USD0.01 1,088.00 null 80,533.76 572901106 MARTEK BIOSCIENCES CORP 206 null 6,923.66 57383T103 MARVEL ENTERTAINMENT INC 326 null 11,227.44 577081102 MATTEL INC COM STK USD1 2,264.00 null 44,125.36 579780206 MCCORMICK & CO INC COM 665 null 27,211.80 552676108 MDC HLDGS INC COM STK 225 null 8,896.50 600544100 MILLER(HERMAN) INC COM 354 null 9,710.22 607828100 MODINE MANUFACTURING CO 186 null 2,849.52 608190104 MOHAWK INDUSTRIES COM STK 346 null 23,628.34 60871R209 MOLSON COORS BREWING CO 972 null 46,957.32 628782104 NBTY INC COM STK USD0.008 351 null 10,017.54 651229106 NEWELL RUBBERMAID INC COM 1,747.00 null 34,328.55 654106103 NIKE INC CLASS'B'COM STK 2,283.00 null 138,121.50 67018T105 NU SKIN ENTERPRISES INC 328 null 5,457.92 67069D108 NUTRISYSTEM INC COM STK 181 null 3,086.05 62944T105 NVR INC COM STK USD0.01 30 null 17,520.00 713409100 PEPSI BOTTLING GROUP INC 853 null 27,500.72 71343P200 PEPSIAMERICAS INC COM STK 405 null 9,456.75 713448108 PEPSICO INC USD0.016666 9,993.00 null 722,993.55 718172109 PHILIP MORRIS 13,147.00 null 694,424.54 718592108 PHILLIPS VAN HEUSEN CORP 322 null 13,076.42 721467108 PILGRIMS PRIDE CORP COM 304 null 3,818.24 731068102 POLARIS INDUSTRIES INC 210 null 9,975.00 73278L105 POOL CORP COM STK 298 null 6,818.24 742718109 PROCTER & GAMBLE CO COM 19,279.00 null 1,390,787.06 745867101 PULTE HOMES INC COM STK 1,320.00 null 20,869.20 74838C106 QUIKSILVER INC COM STK 778 null 5,446.00 751028101 RALCORP HOLDINGS INC COM 353 null 23,043.84 761713106 REYNOLDS AMERICAN INC COM 1,071.00 null 52,221.96 783764103 RYLAND GROUP INC COM STK 267 null 6,584.22 803111103 SARA LEE CORP COM STK 4,462.00 null 61,709.46 810186106 SCOTTS MIRACLE-GRO CO 272 null 7,828.16 832248108 SMITHFIELD FOODS COM 784 null 16,189.60 832696405 SMUCKER(J.M.)CO COM STK 349 null 17,907.19 833034101 SNAP-ON INC COM STK USD1 363 null 20,157.39 854616109 STANLEY WORKS COM STK 490 null 22,834.00 858155203 STEELCASE INC COM STK NPV 400 null 4,300.00 868168105 SUPERIOR INDUSTRIES 136 null 2,499.68 874054109 TAKE TWO INTERACTIVE 465 null 7,705.05 88023U101 TEMPUR PEDIC 443 null 4,598.34 885160101 THOR INDUSTRIES COM STK 238 null 6,376.02 872443403 THQ INC COM STK USD0.01 419 null 5,266.83 887100105 TIMBERLAND CO CLASS'A'COM 300 null 5,082.00 889478103 TOLL BROS INC COM STK 801 null 19,079.82 890516107 TOOTSIE ROLL INDUSTRIES 145 null 4,093.35 89469A104 TREEHOUSE FOODS INC COM 196 null 5,570.32 87264S106 TRW AUTOMOTIVE HLDGS CORP 332 null 6,055.68 899896104 TUPPERWARE BRANDS CORP 386 null 12,533.42 902494103 TYSON FOODS INC(DEL) 1,791.00 null 23,283.00 904311107 UNDER ARMOUR INC COM STK 205 null 6,849.05 913456109 UNIVERSAL CORP COM STK 170 null 8,469.40 902911106 UST INC(DEL.) COM STK 876 null 59,568.00 918204108 VF CORP COM STK NPV 545 null 44,346.65 92839U107 VISTEON CORP COM STK USD1 801 null 2,394.99 92927K102 WABCO HOLDINGS INC COM 410 null 17,318.40 934390402 WARNACO GROUP INC 288 null 14,440.32 929236107 WD-40 CO COM STK NPV 96 null 3,496.32 948626106 WEIGHT WATCHERS 229 null 8,640.17 963320106 WHIRLPOOL CORP COM STK 475 null 40,911.75 974637100 WINNEBAGO INDUSTRIES INC 185 null 2,249.60 978097103 WOLVERINE WORLD WIDE INC 311 null 8,086.00 982526105 WRIGLEY(WILLIAM)JUNIOR CO 1,366.00 null 107,914.00 G16962105 BUNGE LTD COM STK USD0.01 756 null 53,812.08 G36738105 FRESH DEL MONTE PRODUCE 280 null 6,120.80 G37260109 GARMIN COM STK USD0.01 801 null 26,096.58 G4412G101 HERBALIFE LTD 404 null 16,891.24 null Net Other Assets / Cash 1,409,471.21 null 1,409,471.21 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Consumer Goods 74347R644 null DJUSNC SWAPS -410,742.75 -122,980,486.03 null null Net Other Assets / Cash 61,964,109.36 null 61,964,109.36 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Consumer Services 74347R750 null DJUSCY SWAPS 36,077.93 10,313,958.98 null BOST05106 GAYLORD ENTERTAINMENT CO 82 null - 65440K106 99 CENTS ONLY STORES COM 332 null 3,130.76 2896207 ABERCROMBIE & FITCH CO 534 null 25,263.54 00751Y106 ADVANCE AUTO PARTS INC 579 null 23,310.54 7865108 AEROPOSTALE INC COM STK 410 null 14,161.40 00949P108 AIRTRAN HLDGS INC COM STK 702 null 2,063.88 11659109 ALASKA AIR GROUP INC COM 222 null 4,926.18 23135106 AMAZON COM INC STK 1,854.00 null 143,202.96 2.55E+109 AMERICAN EAGLE OUTFITTER 1,080.00 null 17,269.20 26375105 AMERICAN GREETINGS CORP 276 null 4,714.08 3.07E+108 AMERISOURCEBERGEN CORP 990 null 40,243.50 1765106 AMR CORP COM STK USD1 1,522.00 null 17,198.60 36115103 ANNTAYLOR STORES CORP COM 376 null 9,178.16 37604105 APOLLO GROUP INC 835 null 55,235.25 03875Q108 ARBITRON INC COM STK 166 null 7,732.28 05329W102 AUTONATION INC COM STK 698 null 8,550.50 53332102 AUTOZONE INC COM STK 263 null 35,736.44 05367P100 AVID TECHNOLOGIES INC COM 185 null 4,575.05 53774105 AVIS BUDGET GROUP INC COM 627 null 4,570.83 05874B107 BALLY TECHNOLOGIES INC 303 null 9,714.18 67774109 BARNES & NOBLE INC COM 231 null 6,008.31 75896100 BED BATH AND BEYOND COM 1,606.00 null 50,637.18 80555105 BELO CORP CLASS'A'COM STK 537 null 3,485.13 86516101 BEST BUY CO INC COM STK 2,060.00 null 90,022.00 89302103 BIG LOTS INC COM STK 500 null 15,780.00 05548J106 BJS WHOLESALE CLUB INC 367 null 14,059.77 93671105 BLOCK(H & R) INC COM STK 2,002.00 null 47,707.66 93679108 BLOCKBUSTER INC 697 null 1,498.55 96761101 BOB EVANS FARMS INC COM 191 null 5,221.94 99709107 BORDERS GROUP INC COM STK 294 null 2,131.50 103304101 BOYD GAMING CORP COM STK 352 null 3,836.80 109641100 BRINKER INTERNATIONAL COM 623 null 11,151.70 115736100 BROWN SHOE CO INC COM STK 260 null 3,996.20 121208201 BURGER KING HOLDINGS COM 566 null 13,793.42 12686C109 CABLEVISION SYSTEMS CORP 1,432.00 null 37,389.52 14149Y108 CARDINAL HEALTH INC COM 2,189.00 null 112,405.15 141665109 CAREER EDUCATION CORP COM 549 null 10,941.57 143130102 CARMAX INC COM STK 1,213.00 null 18,437.60 147528103 CASEY'S GENERAL STORES 312 null 8,982.48 149205106 CATO CORP CLASS'A'COM STK 169 null 3,080.87 12489V106 CBRL GROUP INC COM STK 137 null 3,533.23 124857202 CBS CORP CLASS'B' COM STK 3,587.00 null 57,965.92 125137109 CEC ENTERTAINMENT COM STK 150 null 5,062.50 161133103 CHARMING SHOPPES INC COM 599 null 3,066.88 16117M107 CHARTER COMMUNICATIONS 2,301.00 null 2,139.93 163072101 CHEESECAKE FACTORY COM 392 null 5,550.72 16359R103 CHEMED CORP CAP USD1 151 null 6,787.45 168615102 CHICO'S FAS INC COM STK 1,076.00 null 7,155.40 168905107 CHILDRENS PLACE RETAIL 148 null 5,678.76 169656105 CHIPOTLE MEXICAN GRILL 92 null 5,162.12 169656204 CHIPOTLE MEXICAN GRILL 112 null 5,690.72 169905106 CHOICE HOTELS 210 null 6,132.00 171046105 CHRISTOPHER & BANKS CORP 216 null 2,175.12 172737108 CIRCUIT CITY STORES INC 874 null 1,424.62 19421W100 COLLECTIVE BRANDS INC COM 395 null 6,718.95 20030N101 COMCAST CORP COM CLS 'A' 11,571.00 null 241,255.35 20030N200 COMCAST CORP(NEW) 5,618.00 null 116,629.68 210795308 CONTINENTAL AIRLINES INC 654 null 12,327.90 217204106 COPART INC COM STK NPV 404 null 18,600.16 218868107 CORINTHIAN COLLEGES INC 518 null 8,671.32 22160K105 COSTCO WHOLESALE CORP COM 2,691.00 null 185,544.45 12642X106 CTC MEDIA INC COM STK 321 null 5,274.03 126650100 CVS CAREMARK CORP COM STK 8,789.00 null 320,974.28 237194105 DARDEN RESTAURANTS INC 789 null 23,291.28 247361702 DELTA AIR LINES INC COM 1,792.00 null 14,425.60 251893103 DEVRY INC COM STK USD0.01 381 null 21,103.59 253393102 DICKS SPORTING GOODS INC 523 null 11,328.18 254067101 DILLARDS INC CLASS'A'COM 380 null 4,381.40 254423106 DINEEQUITY INC 93 null 1,423.83 25459L106 DIRECTV GROUP INC COM STK 3,663.00 null 96,190.38 25468Y107 DISCOVERY HLDG CO 1,645.00 null 30,679.25 25470M109 DISH NETWORK CORP 1,291.00 null 34,508.43 25659T107 DOLBY LABORATORIES INC 313 null 12,460.53 256746108 DOLLAR TREE INC COM STK 553 null 22,202.95 26153C103 DREAMWORKS ANIMATION SKG 369 null 10,885.50 261570105 DRESS BARN INC COM STK 275 null 4,540.25 2.65E+104 DUN & BRADSTREET 345 null 31,567.50 278642103 EBAY INC COM STK USD0.001 6,942.00 null 152,724.00 30212P105 EXPEDIA INC COM STK 1,282.00 null 20,140.22 303075105 FACTSET RESEARCH SYSTEMS 272 null 14,742.40 307000109 FAMILY DOLLAR STORES INC 815 null 21,988.70 344849104 FOOT LOCKER INC COM STK 960 null 16,358.40 356108100 FRED'S INC CLASS'A'COM 228 null 3,458.76 36467W109 GAMESTOP CORPORATION NEW 938 null 36,488.20 364730101 GANNETT CO INC COM STK 1,411.00 null 23,027.52 364760108 GAP INC COM STK USD0.05 3,284.00 null 62,790.08 367905106 GAYLORD ENTERTAINMENT CO 252 null 7,897.68 371532102 GENESCO INC COM STK USD1 141 null 5,039.34 398905109 GROUP 1 AUTOMOTIVE INC 141 null 3,554.61 401617105 GUESS INC COM STK USD0.01 373 null 15,199.75 403777105 GYMBOREE CORP COM STK 176 null 6,908.00 416196103 HARTE-HANKS INC COM STK 236 null 2,704.56 42805T105 HERTZ GLOBAL HOLDINGS INC 821 null 7,298.69 431571108 HILLENBRAND INC NPV 381 null 8,515.35 437076102 HOME DEPOT INC COM STK 10,313.00 null 293,920.50 404303109 HSN INC USD0.01 238 null 3,498.60 44919P508 IAC/INTERACTIVE CORP COM 0.5 null 8.05 451663108 IDEARC INC COM STK 900 null 918 451734107 IHS INC COM STK USD0.01 277 null 17,065.97 459902102 INTERNATIONAL GAME 1,902.00 null 35,738.58 460335201 INTERNATIONAL SPEEDWAY 178 null 7,191.20 460690100 INTERPUBLIC GROUP 2,880.00 null 24,537.60 46113M108 INTERVAL LEISURE GROUP 238 null 2,706.06 45068B109 ITT EDUCATIONAL SERVICES 237 null 22,116.84 46612H402 J CREW GROUP COM STK 318 null 9,177.48 466367109 JACK IN THE BOX INC COM 365 null 8,763.65 477143101 JETBLUE AIRWAYS CORP COM 1,117.00 null 6,579.13 500255104 KOHLS CORP COM STK 1,791.00 null 89,675.37 501044101 KROGER CO COM STK USD1 3,781.00 null 100,536.79 512815101 LAMAR ADVERTISING CO 401 null 14,315.70 517834107 LAS VEGAS SANDS CORP COM 641 null 22,646.53 523768109 LEE ENTERPRISES INC COM 249 null 585.15 530555101 LIBERTY GLOBAL INC COM 998 null 30,908.06 530555309 LIBERTY GLOBAL INC COM 978 null 28,469.58 53071M500 LIBERTY MEDIA CORP (NEW) 3,024.00 null 78,140.16 53071M104 LIBERTY MEDIA HOLDING COM 3,465.00 null 47,643.75 53071M302 LIBERTY MEDIA HOLDING COM 758 null 11,301.78 53217R207 LIFE TIME FITNESS INC COM 213 null 6,801.09 532716107 LIMITED BRANDS INC COM 1,788.00 null 35,831.52 538034109 LIVE NATION INC COM STK 459 null 6,839.10 543162101 LONGS DRUG STORES INC(MD) 195 null 14,771.25 548661107 LOWES COMPANIES INC COM 8,979.00 null 220,165.08 55616P104 MACY'S INC COM STK 2,579.00 null 50,187.34 571903202 MARRIOTT INTERNATIONAL 1,899.00 null 51,861.69 577128101 MATTHEWS INTL CORP 195 null 9,679.80 579489105 MCCLATCHY CO CLASS'A'COM 348 null 1,176.24 580135101 MCDONALD'S CORP COM STK 6,956.00 null 443,236.32 580645109 MCGRAW-HILL COS INC (THE) 1,971.00 null 82,092.15 58155Q103 MCKESSON CORP COM STK 1,703.00 null 96,440.89 587118100 MENS WEARHOUSE INC COM 290 null 6,519.20 589433101 MEREDITH CORP COM STK 225 null 6,300.00 552953101 MGM MIRAGE INC COM STK 585 null 17,450.55 64110L106 NETFLIX COM INC STK 297 null 8,348.67 650111107 NEW YORK TIMES CO COM 710 null 9,577.90 6.52E+108 NEWS CORP CLASS'A'NON VTG 11,139.00 null 151,156.23 6.52E+207 NEWS CORP CLASS'B'VTG COM 2,670.00 null 36,872.70 655664100 NORDSTROM INC COM STK NPV 1,055.00 null 34,129.25 667280408 NORTHWEST AIRLINES CORP 1,433.00 null 14,029.07 676220106 OFFICE DEPOT INC COM STK 1,672.00 null 11,486.64 67622P101 OFFICEMAX INC COM STK 465 null 6,175.20 681904108 OMNICARE INC COM STK USD1 672 null 21,362.88 681919106 OMNICOM GROUP INC COM STK 1,970.00 null 77,283.10 686091109 O'REILLY AUTOMOTIVE INC 820 null 23,886.60 69333Y108 P.F. CHANG'S CHINA BISTRO 141 null 3,286.71 694873100 PACIFIC SUNWEAR OF 436 null 2,847.08 69840W108 PANERA BREAD CO 176 null 8,624.00 698813102 PAPA JOHNS INTERNATIONAL 140 null 4,072.60 707569109 PENN NATIONAL GAMING INC 453 null 13,517.52 708160106 PENNEY(J.C.)CO INC COM 1,194.00 null 48,082.38 713278109 PEP BOYS MANNY MOE & JACK 237 null 1,528.65 716768106 PETSMART INC COM STK 781 null 20,665.26 720279108 PIER 1 IMPORTS INC COM 494 null 2,094.56 723456109 PINNACLE ENTERTAINMENT 366 null 3,594.12 731572103 POLO RALPH LAUREN CORP 357 null 25,236.33 740065107 PRE PAID LEGAL SERVICES 50 null 2,155.50 741503403 PRICELINE.COM INC COM STK 211 null 16,599.37 74955W307 R.H. DONNELLEY CORP COM 422 null 907.3 750438103 RADIOSHACK CORP COM STK 806 null 14,975.48 75605L104 REALNETWORKS INC COM STK 591 null 3,693.75 758766109 REGAL ENTERTAINMENT GROUP 480 null 7,113.60 758932107 REGIS CORP COM STK 266 null 7,354.90 76009N100 RENT-A-CENTER INC COM STK 410 null 9,261.90 767754104 RITE AID CORP COM STK 3,487.00 null 3,487.00 778296103 ROSS STORES INC COM STK 821 null 31,304.73 781182100 RUBY TUESDAY INC COM 318 null 2,200.56 781258108 RUDDICK CORP COM STK USD1 260 null 8,582.60 786514208 SAFEWAY INC COM STK 2,706.00 null 66,459.36 79377W108 SAKS INC COM STK USD0.10 768 null 8,217.60 7.95E+108 SALLY BEAUTY HOLDINGS INC 514 null 4,291.90 807066105 SCHOLASTIC CORP COM STK 204 null 5,387.64 80874P109 SCIENTIFIC GAMES 426 null 10,632.96 811065101 SCRIPPS NETWORKS 500 null 19,890.00 811054402 SCRIPPS(EW)CO NEW 164 null 1,149.64 812350106 SEARS HLDGS CORP COM STK 442 null 43,050.80 817565104 SERVICE CORPORATION 1,605.00 null 15,408.00 829226109 SINCLAIR BROADCAST GROUP 326 null 2,017.94 82967N108 SIRIUS XM RADIO INC 17,909.00 null 15,222.65 830879102 SKYWEST INC COM STK NPV 362 null 6,711.48 835451105 SONIC CORP COM STK 374 null 5,366.90 835898107 SOTHEBYS INC 413 null 9,618.77 844741108 SOUTHWEST AIRLINES CO COM 4,508.00 null 72,353.40 855030102 STAPLES INC COM STK 4,339.00 null 105,047.19 855244109 STARBUCKS CORP COM STK 4,483.00 null 67,513.98 85590A401 STARWOOD HOTELS & RESORTS 1,060.00 null 38,488.60 860370105 STEWART ENTERPRISES INC 527 null 4,690.30 863236105 STRAYER EDUCATION INC COM 90 null 19,845.00 868536103 SUPERVALU INC COM STK 1,304.00 null 29,457.36 871829107 SYSCO CORP COM STK USD1 3,687.00 null 125,947.92 8.76E+110 TARGET CORP COM STK 4,388.00 null 243,095.20 88633P302 TICKETMASTER USD0.01 238 null 3,189.20 886547108 TIFFANY & CO COM STK 780 null 31,129.80 88732J108 TIME WARNER CABLE INC COM 956 null 25,592.12 887317105 TIME WARNER INC COM STK 21,969.00 null 310,202.28 872540109 TJX COS INC COM STK USD1 2,611.00 null 86,789.64 892356106 TRACTOR SUPPLY CO COM STK 201 null 8,584.71 894675107 TREE COM INC USD0.01 1.77 null 14.15 895927309 TRIARC COMPANIES 282 null 1,477.68 901166108 TWEEN BRANDS INC COM STK 150 null 1,537.50 902549807 UAL CORP NEW COM STK 771 null 9,529.56 911163103 UNITED NATURAL FOODS INC 240 null 5,584.80 917047102 URBAN OUTFITTERS INC COM 731 null 25,753.13 90341W108 US AIRWAYS GROUP 562 null 4,406.08 91879Q109 VAIL RESORTS INC COM STK 189 null 7,728.21 918866104 VALASSIS COMMUNICATIONS 291 null 2,293.08 92046N102 VALUECLICK INC COM STK 582 null 6,122.64 918194101 VCA ANTECH INC COM STK 513 null 15,112.98 92553P102 VIACOM INC NEW CLASS'A' 75 null 1,996.50 92553P201 VIACOM INC NEW CLASS'B' 3,540.00 null 93,987.00 931422109 WALGREEN CO COM STK 6,087.00 null 208,601.49 931142103 WAL-MART STORES INC COM 14,975.00 null 922,909.25 254687106 WALT DISNEY(HLDG)CO 10,960.00 null 354,665.60 939640108 WASHINGTON POST CO COM 34 null 20,086.52 950590109 WENDY'S INTERNATIONAL INC 534 null 11,748.00 966837106 WHOLE FOODS MARKET INC 854 null 15,457.40 968223206 WILEY(JOHN)& SONS INC 295 null 12,463.75 969904101 WILLIAMS-SONOMA INC COM 524 null 9,505.36 929297109 WMS INDUSTRIES COM STK 274 null 8,915.96 98310W108 WYNDHAM WORLDWIDE USD0.01 1,096.00 null 20,166.40 983134107 WYNN RESORTS COM STK 386 null 32,296.62 988498101 YUM BRANDS INC COM NPV 2,919.00 null 110,659.29 988858106 ZALE CORP COM STK USD0.01 263 null 6,788.03 143658300 CARNIVAL CORP COM STK 2,589.00 null 106,200.78 G67743107 ORIENT EXPRESS HOTELS LTD 263 null 9,375.95 V7780T103 ROYAL CARIBBEAN CRUISES 823 null 22,459.67 null Net Other Assets / Cash 820,352.51 null 820,352.51 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Consumer Services 74347R636 null DJUSCY SWAPS -1,691,353.77 -483,524,214.29 null null Net Other Assets / Cash 243,532,983.30 null 243,532,983.30 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Financials 74347R743 null DJUSFN SWAPS 6,233,229.01 2,032,344,318.84 null 40108R106 GUARANTY FINANCIAL RIGHTS 12,495.00 null - BOSREINSU REINSURANCE GROUP OF AMER 13,144.00 null - H0023R105 ACE LIMITED 317,990.00 null 16,780,332.30 8252108 AFFILIATED MANAGERS GROUP 38,627.00 null 3,353,596.14 1055102 AFLAC INC COM STK USD0.10 453,709.00 null 25,734,374.48 15271109 ALEXANDRIA REAL ESTATE 30,340.00 null 3,119,558.80 17175100 ALLEGHANY CORP COM STK 5,747.00 null 1,879,269.00 20002101 ALLSTATE CORP COM USD0.01 526,179.00 null 23,351,824.02 00163T109 AMB PROPERTIES CORP COM 93,475.00 null 4,135,334.00 23139108 AMBAC FINANCIAL GROUP INC 290,327.00 null 1,811,640.48 23912108 AMCORE FINANCIAL COM STK 19,954.00 null 169,609.00 25816109 AMERICAN EXPRESS CO COM 978,820.00 null 34,728,533.60 25932104 AMERICAN FINANCIAL GROUP 72,539.00 null 2,008,604.91 26874107 AMERICAN INTERNATIONAL 2,235,020.00 null 10,638,695.20 28591105 AMERICAN NATIONAL 14,927.00 null 1,343,430.00 03060R101 AMERICREDIT CORP COM STK 109,410.00 null 1,120,358.40 03076C106 AMERIPRISE FINANCIAL INC 212,444.00 null 8,884,408.08 32839102 ANCHOR BANCORP WISCONSIN 18,381.00 null 146,128.95 35710409 ANNALY CAPITAL MANAGEMENT 513,633.00 null 7,421,996.85 37389103 AON CORP COM STK USD1 251,992.00 null 11,442,956.72 03748R101 APARTMENT INVESTMENT & 90,358.00 null 2,974,585.36 45487105 ASSOCIATED BANC-CORP COM 113,830.00 null 2,289,121.30 04621X108 ASSURANT INC COM STK 94,193.00 null 5,196,627.81 46265104 ASTORIA FINANCIAL CORP 83,402.00 null 1,651,359.60 53484101 AVALONBAY COMMUNI COM 73,392.00 null 6,708,762.72 59692103 BANCORPSOUTH INC COM 73,664.00 null 1,863,699.20 60505104 BANK OF AMERICA CORP COM 4,354,350.00 null 115,607,992.50 62540109 BANK OF HAWAII CORP COM 46,416.00 null 2,551,487.52 64058100 BANK OF NEW YORK MELLON 1,087,877.00 null 39,772,783.12 54937107 BB&T CORP COM STK USD5 526,815.00 null 17,095,146.75 84423102 BERKLEY(W.R.)CORP COM STK 140,704.00 null 3,133,478.08 09063H107 BIOMED REALTY TRUST INC 68,139.00 null 1,815,904.35 09247X101 BLACKROCK INC CLASS'A'COM 18,907.00 null 3,800,307.00 05561Q201 BOK FINANCIAL CORP COM 21,348.00 null 1,016,591.76 101121101 BOSTON PROPERTIES INC COM 113,673.00 null 10,116,897.00 105368203 BRANDYWINE REALTY TRUST 83,453.00 null 1,381,981.68 5.56E+109 BRE PROPERTIES INC 48,800.00 null 2,131,584.00 115236101 BROWN & INC COM STK 108,491.00 null 2,209,961.67 133131102 CAMDEN PROPERTY TRUST SHS 50,327.00 null 2,306,486.41 14040H105 CAPITAL ONE FINANCIAL 356,278.00 null 15,925,626.60 14055X102 CAPITALSOURCE INC COM STK 188,483.00 null 2,048,810.21 149150104 CATAHY GENERAL BANCORP 47,190.00 null 1,096,223.70 12497T101 CB RICHARD ELLIS GROUP 171,815.00 null 2,319,502.50 124830100 CBL & ASSOCIATES 63,342.00 null 1,314,346.50 171232101 CHUBB CORP COM STK USD1 353,655.00 null 17,159,340.60 172062101 CINCINNATI FINANCIAL CORP 144,912.00 null 4,121,297.28 125581108 CIT GROUP INC COM STK 268,081.00 null 2,144,648.00 172967101 CITIGROUP INC COM STK 5,201,510.00 null 79,271,012.40 174420109 CITIZENS REPUBLIC BANCORP 72,563.00 null 310,569.64 178566105 CITY NATIONAL CORP COM 37,850.00 null 2,149,123.00 12572Q105 CME GROUP INC COM STK 63,947.00 null 21,538,628.54 195493309 COLONIAL BANCGROUP INC 192,904.00 null 1,344,540.88 195872106 COLONIAL PROPERTIES TRUST 39,765.00 null 694,296.90 200340107 COMERICA INC COM STK USD5 144,319.00 null 4,397,399.93 200525103 COMMERCE BANCSHARES INC 56,055.00 null 2,593,104.30 208464883 CONSECO INC COM STK 176,595.00 null 1,340,356.05 22002T108 CORPORATE OFFICE 45,211.00 null 1,648,393.06 222795106 COUSINS PROPERTIES COM 41,883.00 null 967,916.13 229899109 CULLEN FROST BANKERS COM 52,816.00 null 2,933,928.80 233153105 DCT INDUSTRIAL TRUST INC 164,046.00 null 1,063,018.08 247131105 DELPHI FINANCIAL GROUP 39,702.00 null 1,075,924.20 251591103 DEVELOPERS DIVERSIFIED 114,116.00 null 3,782,945.40 252784301 DIAMONDROCK HOSPIT COM 91,295.00 null 815,264.35 253868103 DIGITAL REALTY TRUST INC 57,691.00 null 2,470,328.62 253922108 DIME COMMUNITY BANCSHARES 29,477.00 null 484,307.11 254709108 DISCOVER FINANCIAL 416,610.00 null 6,586,604.10 25960P109 DOUGLAS EMMETT INC COM 103,034.00 null 2,244,080.52 261018105 DOWNEY FINANCIAL CORP COM 21,229.00 null 31,418.92 264411505 DUKE REALTY CORP COM STK 139,140.00 null 3,304,575.00 27579R104 EAST WEST BANCORP INC COM 60,203.00 null 759,761.86 278265103 EATON VANCE CORP COM NON 109,985.00 null 3,878,071.10 29380T105 ENTERTAINMENT PROPERTY 29,225.00 null 1,531,097.75 294429105 EQUIFAX INC COM STK 123,829.00 null 4,418,218.72 29472R108 EQUITY LIFESTYLE 21,264.00 null 1,000,683.84 29476L107 EQUITY RESIDENTIAL SBI 258,969.00 null 10,358,760.00 29530P102 ERIE INDEMNITY CO 30,596.00 null 1,380,185.56 297178105 ESSEX PROPERTY TRUST INC 24,469.00 null 2,618,183.00 269246104 E-TRADE FINANCIAL CORPORA 404,772.00 null 1,153,600.20 313586109 FANNIE MAE COM STK NPV 934,439.00 null 570,007.79 313747206 FEDERAL REALTY INVESTMENT 56,155.00 null 4,208,817.25 314211103 FEDERATED INVESTORS INC 91,688.00 null 2,856,998.08 31430F101 FELCOR LODGINGS TRUST INC 59,354.00 null 439,813.14 31620R105 FIDELITY NATIONAL 206,080.00 null 3,054,105.60 316773100 FIFTH THIRD BANCORP COM 467,691.00 null 6,599,120.01 318522307 FIRST AMERICAN CORP COM 77,486.00 null 2,417,563.20 320517105 FIRST HORIZON NATIONAL 182,839.12 null 2,014,887.15 32054K103 FIRST INDUSTRIAL REALTY 42,219.00 null 1,041,542.73 320867104 FIRST MIDWEST BANCORP COM 46,415.00 null 1,174,299.50 33582V108 FIRST NIAGARA FINANCIAL 104,768.00 null 1,586,187.52 337915102 FIRSTMERIT CORP COM STK 71,369.00 null 1,596,524.53 302520101 FNB CORP PA COM STK 82,206.00 null 1,131,976.62 345550107 FOREST CITY ENTERPRISES 62,482.00 null 1,814,477.28 346233109 FORESTAR REAL ESTATE 31,252.00 null 505,344.84 354613101 FRANKLIN RESOURCES INC 153,947.00 null 13,747,467.10 35471R106 FRANKLIN STREET 61,085.00 null 687,206.25 313400301 FREDDIE MAC COM STK 617,122.00 null 240,739.29 35907K105 FRONTIER FINANCIAL CORP 44,914.00 null 472,046.14 360271100 FULTON FINANCIAL CORP COM 165,699.00 null 2,014,899.84 363576109 GALLAGHER(ARTHUR J.)& CO 88,105.00 null 2,345,355.10 370021107 GENERAL GROWTH PROPERTIES 240,303.00 null 5,707,196.25 37247D106 GENWORTH FINANCIAL INC 413,398.00 null 5,729,696.28 37929X107 GLG PARTNERS INC COM STK 189,556.00 null 1,328,787.56 38141G104 GOLDMAN SACHS GROUP INC 343,938.00 null 46,603,599.00 40108N106 GUARANTY FINANCIAL GROUP 33,242.00 null 155,240.14 410120109 HANCOCK HOLDING CO COM 24,921.00 null 1,270,971.00 410867105 HANOVER INSURANCE GROUP 49,361.00 null 2,323,422.27 416515104 HARTFORD FINANCIAL 302,159.00 null 17,250,257.31 404132102 HCC INSURANCE HLDG COM 109,788.00 null 2,829,236.76 40414L109 HCP INC COM STK USD1 224,478.00 null 7,524,502.56 42217K106 HEALTH CARE REIT INC COM 85,859.00 null 4,039,665.95 421946104 HEALTHCARE REALTY TRUST 48,443.00 null 1,346,715.40 431284108 HIGHWOODS PROPERTIES INC 54,309.00 null 1,826,411.67 431294107 HILB ROGAL & HOBBS COM 34,913.00 null 1,542,805.47 437306103 HOME PROPERTIES INC COM 30,340.00 null 1,579,500.40 440327104 HORACE MANN EDUCATORS 38,624.00 null 561,206.72 44106M102 HOSPITALITY PROPERTIES 89,530.00 null 1,881,025.30 44107P104 HOST HOTELS & RESORTS INC 497,521.00 null 7,184,203.24 40426W101 HRPT PROPERTIES TRUST SHS 215,382.00 null 1,583,057.70 443683107 HUDSON CITY BANCORP INC 460,375.00 null 8,655,050.00 446150104 HUNTINGTON BANCSHARES INC 350,216.00 null 2,861,264.72 45865V100 INTERCONTINENTAL EXCHANGE 66,985.00 null 5,201,385.25 459044103 INTERNATIONAL BANCSHARES 50,982.00 null 1,368,866.70 46145F105 INVESTMENT TECHNOLOGY 41,576.00 null 1,248,111.52 45031U101 ISTAR FINANCIAL INC NEW 127,908.00 null 424,654.56 47102X105 JANUS CAPITAL GROUP INC 156,851.00 null 3,398,961.17 472319102 JEFFERIES GROUP INC COM 108,771.00 null 1,876,299.75 48020Q107 JONES LANG LASALLE INC 30,300.00 null 1,388,649.00 46625H100 JPMORGAN CHASE & CO COM 3,299,432.00 null 122,078,984.00 493267108 KEYCORP COM STK USD1 434,735.00 null 5,386,366.65 49427F108 KILROY REALTY CORP COM 31,349.00 null 1,477,164.88 49446R109 KIMCO REALTY CORP COM STK 209,444.00 null 7,590,250.56 499005106 KNIGHT CAPITAL GROUP INC 89,479.00 null 1,359,186.01 517942108 LASALLE HOTEL PROPERTIES 38,318.00 null 988,987.58 524901105 LEGG MASON INC COM STK 132,368.00 null 4,804,958.40 524908100 LEHMAN BROS HLDGS INC COM 665,442.00 null 139,742.82 529043101 LEXINGTON REALTY TRUST 54,608.00 null 766,150.24 531172104 LIBERTY PROPERTY TRUST 88,493.00 null 3,134,422.06 534187109 LINCOLN NATIONAL CORP COM 247,712.00 null 12,162,659.20 540424108 LOEWS CORP COM STK 338,796.00 null 13,290,967.08 55261F104 M & T BANK CORP COM STK 75,020.00 null 5,688,766.60 554382101 MACERICH CO COM STK 71,366.00 null 4,353,326.00 554489104 MACK CALI REALTY CORP COM 62,728.00 null 2,364,218.32 559775101 MAGUIRE PROPERTIES INC 35,264.00 null 274,353.92 570535104 MARKEL CORP COM STK NPV 9,572.00 null 3,283,196.00 571748102 MARSH & MCLENNAN COS INC 488,462.00 null 15,718,707.16 571837103 MARSHALL & ILSLEY CORP 232,143.00 null 4,025,359.62 57636Q104 MASTERCARD INC COM STK 67,704.00 null 14,337,676.08 55262C100 MBIA INC COM STK USD1 222,410.00 null 2,546,594.50 589400100 MERCURY GENERAL CORP COM 25,130.00 null 1,279,619.60 590188108 MERRILL LYNCH & CO INC 1,224,718.00 null 20,893,689.08 591407101 METAVANTE HOLDING COMPANY 1 null 22.08 59156R108 METLIFE INC COM STK 413,569.00 null 22,212,790.99 552848103 MGIC INVESTMENT CORP COM 119,453.00 null 639,073.55 59522J103 MID-AMERICA APARTMENT 25,091.00 null 1,150,171.44 615369105 MOODYS CORP COM STK USD1 200,169.00 null 7,246,117.80 617446448 MORGAN STANLEY COM STK 962,548.00 null 30,984,420.12 631103108 NASDAQ OMX GP INC COM 150,722.00 null 4,333,257.50 635405103 NATIONAL CITY CORP COM 613,889.00 null 2,627,444.92 63607P208 NATIONAL FINANCIAL 37,745.00 null 731,498.10 638612101 NATIONWIDE FINANCIAL 44,015.00 null 2,201,190.15 638620104 NATIONWIDE HEALTH 92,005.00 null 3,054,566.00 637417106 NATL RETAIL PPTYS COM 69,668.00 null 1,521,549.12 649445103 NEW YORK COMMUNITY 325,352.00 null 5,475,674.16 650203102 NEWALLIANCE BANCSHARES 96,959.00 null 1,354,517.23 65105M108 NEWCASTLE INVESTMENT CORP 50,369.00 null 251,341.31 665859104 NORTHERN TRUST CORP COM 210,216.00 null 17,660,246.16 629491101 NYSE EURONEXT INC COM STK 214,367.00 null 7,779,378.43 680033107 OLD NATIONAL 63,432.00 null 1,264,834.08 680223104 OLD REPUBLIC 220,949.00 null 2,554,170.44 684010101 OPTIONSXPRESS HLDGS INC 44,768.00 null 923,116.16 69404P101 PACIFIC CAPITAL BANCORP 44,464.00 null 720,316.80 695263103 PACWEST BANCORP COM STK 25,097.00 null 721,538.75 700658107 PARK NATIONAL CORP COM 10,987.00 null 648,233.00 709102107 PENNSYLVANIA REAL ESTAT 37,484.00 null 772,170.40 712704105 PEOPLES UNITED FINANCIAL 163,599.00 null 2,984,045.76 717528103 PHILADELPHIA CONSOLIDATED 57,840.00 null 3,289,360.80 7.19E+113 PHOENIX COMPANIES INC COM 103,120.00 null 1,144,632.00 724078100 PIPER JAFFRAY COMPANIES 17,806.00 null 580,475.60 729251108 PLUM CREEK TIMBER CO INC 164,718.00 null 7,647,856.74 69344M101 PMI GROUP INC COM STK 77,538.00 null 199,272.66 693475105 PNC FINANCIAL SERVICES 330,305.00 null 23,260,078.10 737464107 POST PROPERTIESCOM USD 42,068.00 null 1,161,918.16 737630103 POTLATCH CORP COM STK 37,333.00 null 1,696,784.85 74144T108 PRICE T.ROWE ASSOC INC 248,383.00 null 13,407,714.34 74251V102 PRINCIPAL FINANCIAL GROUP 229,699.00 null 9,902,323.89 74267C106 PROASSURANCE CORP COM STK 28,359.00 null 1,544,714.73 743315103 PROGRESSIVE CORP(OHIO) 605,840.00 null 10,099,352.80 743410102 PROLOGIS SBI USD0.01 250,385.00 null 9,639,822.50 743606105 PROSPERITY BANCSHARES INC 42,117.00 null 1,377,225.90 743674103 PROTECTIVE LIFE CORP COM 66,497.00 null 2,070,716.58 743859100 PROVIDENT BANKSHARES CORP 30,212.00 null 246,227.80 74386T105 PROVIDENT FINANCIAL 53,412.00 null 850,853.16 744320102 PRUDENTIAL FINANCIAL INC 418,641.00 null 30,368,218.14 74460D109 PUBLIC STORAGE COM STK 122,881.00 null 10,039,377.70 750236101 RADIAN GROUP INC COM 76,923.00 null 299,999.70 749227104 RAIT FINANCIAL TRUST COM 54,567.00 null 308,303.55 754730109 RAYMOND JAMES FINANCIAL 93,623.00 null 2,733,791.60 754907103 RAYONIER INC COM STK NPV 74,751.00 null 3,326,419.50 756109104 REALTY INCOME CORP COM 96,362.00 null 2,359,905.38 758075402 REDWOOD TRUST INC COM STK 29,113.00 null 583,715.65 758849103 REGENCY CENTERS CORP COM 66,186.00 null 4,085,661.78 7591EP100 REGIONS FINANCIAL CORP 664,354.00 null 7,387,616.48 759351406 REINSURANCE GROUP OF 27,972.00 null 1,349,369.28 749607107 RLI CORP COM STK USD1 18,552.00 null 1,031,491.20 786429100 SAFECO CORP COM STK NPV 85,773.00 null 5,665,306.65 808513105 SCHWAB(CHARLES)CORP COM 899,443.00 null 20,417,356.10 784117103 SEI INVESTMENT CO COM STK 133,471.00 null 3,029,791.70 816300107 SELECTIVE INSURANCE GROUP 50,982.00 null 1,203,685.02 81721M109 SENIOR HOUSING PROPERTIES 106,935.00 null 2,272,368.75 828806109 SIMON PROPERTY GROUP INC 213,597.00 null 17,730,686.97 78440X101 SL GREEN REALTY CORP COM 55,706.00 null 3,925,044.76 78442P106 SLM CORP COM STK USD0.20 446,001.00 null 5,530,412.40 837841105 SOUTH FINANCIAL GROUP INC 69,613.00 null 554,119.48 845905108 SOVEREIGN BANCORP INC COM 465,170.00 null 4,186,530.00 790148100 ST JOE CO COM STK NPV 87,576.00 null 3,216,666.48 852891100 STANCORP FINANCIAL GROUP 46,860.00 null 2,153,685.60 857477103 STATE STREET CORP COM STK 407,862.00 null 28,358,644.86 858907108 STERLING BANCSHARES INC 70,095.00 null 739,502.25 859319105 STERLING FINANCIAL 49,417.00 null 575,708.05 86272T106 STRATEGIC HOTELS & 70,965.00 null 642,942.90 867892101 SUNSTONE HOTEL INVESTORS 54,904.00 null 773,048.32 867914103 SUNTRUST BANKS INC COM 333,759.00 null 15,319,538.10 869099101 SUSQUEHANNA BANCHARE COM 82,193.00 null 1,501,666.11 78486Q101 SVB FINANCIAL GROUP COM 30,955.00 null 1,713,359.25 78503N107 SWS GROUP INC COM STK 26,331.00 null 449,470.17 87161C105 SYNOVUS FINANCIAL CORP 261,599.00 null 2,738,941.53 876664103 TAUBMAN CENTRES INC COM 50,124.00 null 2,396,428.44 872275102 TCF FINANCIAL COM STK 114,604.00 null 1,990,671.48 87236Y108 TD AMERITRADE HOLDING 230,777.00 null 4,363,993.07 891027104 TORCHMARK CORP COM STK 85,861.00 null 5,077,819.54 893521104 TRANSATLANTIC HLDGS INC 25,139.00 null 1,450,520.30 8.94E+113 TRAVELERS COS INC/THE 577,669.00 null 25,244,135.30 894675107 TREE COM INC USD0.01 6,285.00 null 50,342.85 898349105 TRUSTCO BANK CORP NY COM 70,911.00 null 737,474.40 898402102 TRUSTMARK CORP COM STK 48,236.00 null 1,072,768.64 90262T308 UCBH HLDGS INC COM STK 105,546.00 null 645,941.52 902653104 UDR INC COM STK USD0.01 122,986.00 null 2,694,623.26 904214103 UMPQUA HOLDINGS CORP COM 57,294.00 null 965,403.90 908906100 UNION BANCAL CORP COM STK 50,984.00 null 3,677,475.92 909907107 UNITED BANKSHARES INC COM 41,049.00 null 1,167,433.56 90984P105 UNITED COMMUNITY 45,798.45 null 543,169.67 913275103 UNITRIN COM STK USD0.10 43,748.00 null 1,140,947.84 91529Y106 UNUM GROUP COM 330,927.00 null 8,206,989.60 902973304 US BANCORP DELAWARE COM 1,649,467.00 null 54,465,400.34 919794107 VALLEY NATIONAL BANCORP 120,111.00 null 2,331,354.51 92276F100 VENTAS INC COM STK 131,287.00 null 5,697,855.80 92826C839 VISA INC USD0.0001 'A' 426,647.00 null 29,600,768.86 929042109 VORNADO REALTY TRUST 137,436.00 null 12,190,573.20 929903102 WACHOVIA CORP COM STK 2,063,450.00 null 22,099,549.50 930059100 WADDELL & REED FINANCIAL 82,368.00 null 2,037,784.32 938824109 WASHINGTON FEDERAL INC 82,619.00 null 1,508,622.94 939322103 WASHINGTON MUTUAL INC COM 840,238.00 null 1,680,476.00 939653101 WASHINGTON REAL ESTATE 47,267.00 null 1,636,856.21 947890109 WEBSTER FINANCIAL CORP 50,027.00 null 1,108,098.05 948741103 WEINGARTEN REALTY 74,374.00 null 2,368,811.90 949746101 WELLS FARGO & CO COM STK 2,977,185.00 null 92,292,735.00 957090103 WESTAMERICA BANCORP COM 27,713.00 null 1,535,300.20 966612103 WHITNEY HLDGS CORP COM 61,937.00 null 1,394,821.24 971807102 WILMINGTON TRUST CORP COM 64,346.00 null 1,641,466.46 97650W108 WINTRUST FINANCIAL CORP 22,356.00 null 600,482.16 989390109 ZENITH NATIONAL INSURANCE 35,827.00 null 1,351,394.44 989701107 ZIONS BANCORP COM STK NPV 102,165.00 null 3,764,780.25 G0219G203 ALLIED WORLD ASSURANCE 46,202.00 null 1,652,183.52 G0450A105 ARCH CAPITAL GROUP COM 50,786.00 null 3,482,903.88 G05384105 ASPEN INSURANCE HLDGS COM 70,782.00 null 1,854,488.40 G0585R106 ASSURED GUARANTY LTD COM 56,964.00 null 903,449.04 G0692U109 AXIS CAPITAL HLDGS COM 140,878.00 null 4,434,839.44 112900105 BROOKFIELD PROPERTIES 194,282.00 null 3,380,506.80 G30397106 ENDURANCE SPECIALTY HLDGS 51,016.00 null 1,581,496.00 G3223R108 EVEREST RE GROUP COM STK 55,766.00 null 4,356,439.92 318672102 FIRST BANCORP PUERTO RICO 73,650.00 null 700,411.50 G491BT108 INVESCO LTD COM STK 370,400.00 null 8,596,984.00 G4933P101 IPC HOLDINGS, LTD. 51,039.00 null 1,576,084.32 G54050102 LAZARD LTD COM STK CLASS 44,953.00 null 1,693,379.51 G6052F103 MAX CAPITAL GROUP COM STK 45,025.00 null 1,081,950.75 G60642108 MF GLOBAL COM STK USD1 93,040.00 null 484,738.40 G62185106 MONTPELIER RE HOLDINGS 83,833.00 null 1,348,872.97 G6852T105 PARTNERRE COM STK USD1 51,998.00 null 3,723,056.80 G7127P100 PLATINUM UNDERWRITERS 46,787.00 null 1,629,591.21 733174106 POPULAR INC COM STK USD6 243,807.00 null 1,906,570.74 G7496G103 RENAISSANCE RE HLDGS COM 61,566.00 null 3,178,036.92 G9618E107 WHITE MOUNTAINS INSURANCE 7,522.00 null 3,488,703.60 G96655108 WILLIS GROUP HOLDINGS COM 135,726.00 null 4,306,585.98 G98255105 XL CAPITAL CLASS'A'COM 170,539.00 null 2,820,715.06 null Net Other Assets / Cash 65,811,757.49 null 65,811,757.49 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Financials 74347R628 null DJUSFN SWAPS -24,255,867.72 -7,812,574,325.76 null null Net Other Assets / Cash 4,045,851,922.31 null 4,045,851,922.31 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Short Financials 74347R230 null DJUSEN SWAPS -85,001.14 -27,714,621.64 null null Net Other Assets / Cash 28,519,088.30 null 28,519,088.30 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Health Care 74347R735 null DJUSHC SWAPS 153,457.53 49,465,499.75 null BOST13101 ALPHARMA INC 1,251.00 null - 2824100 ABBOTT LABS COM NPV 43,539.00 null 2,546,160.72 00383Y102 ABRAXIS BIOSCIENCE INC 161 null 11,778.76 00763M108 ADVANCED MEDICAL OPTICS 1,720.00 null 36,309.20 00817Y108 AETNA INC NEW COM STK 13,701.00 null 567,632.43 00826T108 AFFYMETRIX INC COM STK 1,977.00 null 15,598.53 15351109 ALEXION PHARMACEUTICAL 2,200.00 null 87,428.00 01642T108 ALKERMES INC COM STK 2,835.00 null 35,324.10 18490102 ALLERGAN INC COM STK 8,719.00 null 510,410.26 20813101 ALPHARMA INC CLASS'A'COM 1,251.00 null 45,849.15 02744M108 AMERICAN MEDICAL SYSTEMS 2,030.00 null 34,773.90 03073T102 AMERIGROUP CORP COM STK 1,532.00 null 38,315.32 31162100 AMGEN INC COM STK 30,753.00 null 1,912,529.07 32346108 AMYLIN PHARMACEUTICALS 3,880.00 null 81,906.80 38149100 APPLIED BIOSYSTEMS INC 4,754.00 null 163,252.36 37933108 APRIA HEALTHCARE GROUP 1,249.00 null 23,293.85 43136100 ARTHROCARE CORPORATION 744 null 20,251.68 67383109 BARD(C.R.) INC COM STK 2,827.00 null 271,787.78 68306109 BARR PHARMACEUTICALS INC 3,028.00 null 198,152.32 71813109 BAXTER INTL USD1.00 17,949.00 null 1,223,762.82 75811109 BECKMAN COULTER INC COM 1,760.00 null 124,361.60 75887109 BECTON DICKINSON & CO COM 6,498.00 null 530,951.58 90572207 BIO RAD LABORATORIES INC 538 null 53,783.86 09062X103 BIOGEN IDEC INC COM STK 8,312.00 null 387,256.08 09061G101 BIOMARIN PHARMACEUTICAL 2,771.00 null 73,348.37 101137107 BOSTON SCIENTIFIC CORP 41,948.00 null 553,713.60 110122108 BRISTOL-MYERS SQUIBB CO 55,666.00 null 1,199,602.30 112463104 BROOKDALE SENIOR LIVING 1,161.00 null 27,480.87 1.51E+110 CELERA CORP USD0.01 2,257.00 null 32,726.50 151020104 CELGENE CORP COM STK 12,338.00 null 854,653.26 15135B101 CENTENE CORP(DEL) COM STK 1,248.00 null 29,203.20 156708109 CEPHALON INC COM STK 1,902.00 null 143,372.76 15670R107 CEPHEID COM STK NPV 1,596.00 null 24,339.00 159864107 CHARLES RIVER 1,907.00 null 120,808.45 125509109 CIGNA CORP COM STK 7,900.00 null 311,971.00 203668108 COMMUNITY HEALTH SYSTEMS 2,714.00 null 89,480.58 216648402 COOPER COS INC COM STK 1,286.00 null 44,251.26 222816100 COVANCE INC COM STK 1,822.00 null 171,869.26 222862104 COVENTRY HEALTHCAR COM 4,297.00 null 147,902.74 229678107 CUBIST PHARMACEUTI COM 1,590.00 null 35,345.70 126667104 CV THERAPEUTICS INC COM 1,599.00 null 17,061.33 238113104 DATASCOPE CORP COM STK 382 null 18,805.86 23918K108 DAVITA INC COM STK 2,995.00 null 171,853.10 249030107 DENTSPLY INTERNATIONAL 3,925.00 null 153,035.75 2.82E+112 EDWARDS LIFESCIENCES CORP 1,568.00 null 88,921.28 29264F205 ENDO PHARMACEUTICAL HLDGS 3,055.00 null 63,605.10 294100102 ENZO BIOCHEM INC COM STK 1,028.00 null 10,567.84 293904108 ENZON PHARMACEUTICALS INC 1,115.00 null 9,265.65 302182100 EXPRESS SCRIPTS INC COM 6,031.00 null 447,258.96 345838106 FOREST LABORATORIES INC 8,809.00 null 254,403.92 368710406 GENENTECH USD0.02 13,108.00 null 1,229,923.64 36866T103 GEN-PROBE INC COM GEN 1,539.00 null 86,184.00 372917104 GENZYME CORP COM STK 7,571.00 null 603,030.15 375558103 GILEAD SCIENCES USD0.001 26,034.00 null 1,245,206.22 405024100 HAEMONETICS CORP COM STK 720 null 45,381.60 421933102 HEALTH MANAGEMENT 6,909.00 null 32,817.75 42222G108 HEALTH NET INC CLASS A CO 3,032.00 null 77,043.12 421924309 HEALTHSOUTH CORP COM STK 2,281.00 null 42,768.75 422245100 HEALTHWAYS INC COM STK 997 null 18,574.11 806407102 HENRY SCHEIN INC COM STK 2,559.00 null 147,577.53 431475102 HILL-ROM HOLDINGS INC COM 1,744.00 null 49,826.08 436440101 HOLOGIC INC COM STK 7,213.00 null 139,355.16 441060100 HOSPIRA INC COM STK 4,490.00 null 177,175.40 444903108 HUMAN GENOME SCIENCES COM 3,781.00 null 25,597.37 444859102 HUMANA INC COM STK 4,795.00 null 219,371.25 45168D104 IDEXX LABORATORIES INC 1,716.00 null 95,718.48 452327109 ILLUMINA INC COM STK 1,589.00 null 128,391.20 45245W109 IMCLONE SYSTEMS INC COM 1,734.00 null 110,490.48 452526106 IMMUCOR INC COM STK 1,988.00 null 62,979.84 45337C102 INCYTE CORP COM STK 2,408.00 null 21,214.48 45884X103 INTERMUNE INC COM STK 875 null 15,312.50 46120E602 INTUITIVE SURGICAL INC 1,101.00 null 296,620.41 461203101 INVACARE CORP COM STK NPV 870 null 21,715.20 46126P106 INVERNESS MEDICAL 2,173.00 null 67,449.92 46185R100 INVITROGEN COM STK 2,547.00 null 98,365.14 464330109 ISIS PHARMACEUTICAL COM 2,477.00 null 40,746.65 478160104 JOHNSON & COM STK 80,165.00 null 5,580,285.65 49460W208 KINETIC CONCEPTS INC COM 1,532.00 null 50,801.12 495582108 KING PHARMACEUTICALS INC 6,944.00 null 74,509.12 50540R409 LAB CORP AMERICA USD0.10 3,137.00 null 232,734.03 53219L109 LIFEPOINT HOSPITALS INC 1,547.00 null 52,257.66 532457108 LILLY(ELI)& CO COM STK 27,347.00 null 1,259,055.88 532791100 LINCARE HLDGS INC COM STK 2,054.00 null 66,159.34 559079207 MAGELLAN HEALTH SERVICES 1,103.00 null 47,241.49 583916101 MEDAREX INC COM STK 3,605.00 null 24,802.40 58405U102 MEDCO HEALTH SOLUTIONS 14,346.00 null 722,177.64 584688105 MEDICINES CO COM STK 1,457.00 null 39,339.00 584690309 MEDICIS PHARMACEUTICAL 1,591.00 null 29,688.06 585055106 MEDTRONIC USD0.10 31,773.00 null 1,691,276.79 587188103 MENTOR CORP COM STK 969 null 23,110.65 589331107 MERCK & CO INC COM STK 60,713.00 null 1,986,529.36 601073109 MILLIPORE CORP COM STK 1,554.00 null 111,763.68 628530107 MYLAN INC COM STK USD0.50 8,575.00 null 94,668.00 62855J104 MYRIAD GENETICS USD0.01 1,255.00 null 80,696.50 640268108 NEKTAR THERAPEUTICS COM 2,592.00 null 9,642.24 670704105 NUVASIVE INC COM STK 1,005.00 null 48,601.80 67611V101 ODYSSEY HEALTHCARE INC 911 null 9,219.32 683399109 ONYX PHARMACEUTICALS COM 1,575.00 null 59,267.25 671040103 OSI PHARMACEUTICALS INC 1,626.00 null 77,885.40 690732102 OWENS & MINOR INC COM STK 1,155.00 null 52,263.75 69888P106 PAR PHARMACEUTICAL 984 null 13,677.60 699462107 PAREXEL INTERNATIONAL 1,589.00 null 49,545.02 703395103 PATTERSON COS INC COM STK 3,421.00 null 106,358.89 69329Y104 PDL BIOPHARMA INC COM STK 3,300.00 null 34,221.00 705324101 PEDIATRIX MEDICAL GROUP 1,322.00 null 75,671.28 714290103 PERRIGO CO COM STK NPV 2,195.00 null 73,839.80 717081103 PFIZER USD0.05 193,230.00 null 3,487,801.50 717124101 PHARMACEUTICAL PRODUCT 2,992.00 null 126,142.72 71714F104 PHARMERICA CORPORATION 813 null 19,975.41 69366A100 PSS WORLD MEDICAL INC COM 1,745.00 null 33,887.90 74439H108 PSYCHIATRIC SOLUTIONS INC 1,466.00 null 52,218.92 74834L100 QUEST DIAGNOSTICS INC COM 4,271.00 null 228,882.89 75886F107 REGENERON PHARMACEUTICALS 2,166.00 null 44,294.70 761152107 RESMED INC COM STK 2,179.00 null 103,306.39 80517Q100 SAVIENT PHARMACEUTICALS 1,546.00 null 29,281.24 806605101 SCHERING-PLOUGH CORP COM 45,836.00 null 828,714.88 817315104 SEPRACOR INC COM STK 3,041.00 null 53,795.29 790849103 ST.JUDE MEDICAL INC COM 9,637.00 null 410,150.72 859152100 STERIS CORP COM STK NPV 1,748.00 null 63,295.08 863667101 STRYKER CORP COM STK 8,886.00 null 560,973.18 86768K106 SUNRISE SENIOR LIVING 1,255.00 null 20,582.00 878377100 TECHNE CORP COM STK 1,124.00 null 84,019.00 88033G100 TENET HEALTHCARE CORP COM 13,379.00 null 81,210.53 88338T104 THERAVANCE INC COM STK 1,451.00 null 19,704.58 883556102 THERMO FISHER SCIENTIFIC 11,898.00 null 677,472.12 91307C102 UNITED THERAPEUTICS CORP 621 null 68,086.44 91324P102 UNITEDHEALTH GROUP INC 34,771.00 null 973,935.71 913903100 UNIVERSAL HEALTH S CLASS 1,323.00 null 84,394.17 91911X104 VALENT PHARMACEUTICALS 2,161.00 null 41,059.00 922206107 VARIAN INC COM STK USD1 843 null 39,123.63 92220P105 VARIAN MEDICAL SYSTEMS 3,572.00 null 217,391.92 92532F100 VERTEX PHARMACEUTICAL COM 3,986.00 null 105,748.58 941848103 WATERS CORP COM STK 2,840.00 null 170,939.60 942683103 WATSON PHARMACEUTICALS 2,887.00 null 84,617.97 94946T106 WELLCARE HEALTH PLANS INC 1,173.00 null 46,779.24 94973V107 WELLPOINT INC COM STK 14,905.00 null 746,442.40 955306105 WEST PHARMACEUTICAL 900 null 42,831.00 983024100 WYETH COM USD0.333 37,766.00 null 1,464,565.48 98956P102 ZIMMER HOLDINGS INC COM 6,567.00 null 456,078.15 H01301102 ALCON INC CHF0.20 2,157.00 null 359,011.08 G2552X108 COVIDIEN LTD COM STK 13,974.00 null 781,565.82 G9435N108 WARNER CHILCOTT LIMITED 2,410.00 null 37,355.00 null Net Other Assets / Cash 2,295,393.14 null 2,295,393.14 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Health Care 74347R610 null DJUSHC SWAPS -106,122.60 -34,207,557.98 null null Net Other Assets / Cash 17,260,426.46 null 17,260,426.46 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Industrials 74347R727 null DJUSIN SWAPS 41,387.41 12,136,029.85 null BOST32100 PLEXUS CORP 277 null - 76075910R REPUBLIC SERVICES INC 689 null - 88579Y101 3M CO COM STK USD0.01 4,184.00 null 288,193.92 361105 AAR CORP COM STK USD1 249 null 3,934.20 00508X203 ACTUANT CORP CLS'A' COM 361 null 10,071.90 00508Y102 ACUITY BRANDS INC COM STK 261 null 10,526.13 5125109 ACXIOM CORP COM STK 423 null 5,951.61 7094105 ADMINISTAFF INC COM STK 154 null 4,287.36 00766T100 AECOM TECHNOLOGY CORP COM 480 null 11,779.20 8190100 AFFILIATED COMP USD0.01 576 null 28,396.80 1084102 AGCO CORP COM STK USD0.01 586 null 28,385.84 00846U101 AGILENT TECHNOLOGIES INC 2,349.00 null 72,419.67 12348108 ALBANY INTERNATIONAL CORP 168 null 5,140.80 14482103 ALEXANDER & BALDWIN INC 261 null 11,677.14 18581108 ALLIANCE DATA SYSTEM COM 503 null 31,296.66 18804104 ALLIANT TECHSYSTEMS INC 209 null 22,018.15 19589308 ALLIED WASTE INDUSTRIES 2,468.00 null 30,603.20 25195207 AMERICAN COMMERCIAL LINES 250 null 2,247.50 31100100 AMETEK INC COM STK 687 null 29,300.55 32095101 AMPHENOL CORP CLASS'A'COM 1,123.00 null 49,322.16 35290105 ANIXTER INTERNATIONAL INC 202 null 12,594.70 38336103 APTARGROUP INC COM STK 412 null 16,109.20 40790107 ARKANSAS BEST CORP COM 150 null 5,229.00 42735100 ARROW ELECTRONICS INC COM 793 null 23,092.16 46224101 ASTEC INDUSTRIES INC COM 114 null 3,247.86 00207R101 ATMI INC COM STK USD0.01 206 null 3,897.52 53015103 AUTOMATIC DATA PROCESSING 3,337.00 null 147,795.73 53807103 AVNET INC COM STK USD1 958 null 24,764.30 2444107 AVX CORP COM STK USD0.01 330 null 3,422.10 57741100 BALDOR ELECTRIC CO COM 276 null 8,889.96 58498106 BALL CORP COM STK NPV 625 null 27,568.75 73302101 BE AEROSPACE INC COM STK 604 null 11,633.04 74002106 BEARINGPOINT 1,402.00 null 1,331.90 77454106 BELDEN INC COM STK 285 null 9,025.95 81437105 BEMIS CO INC COM STK 650 null 18,226.00 08160H101 BENCHMARK ELECTRONICS INC 444 null 6,682.20 91826107 BLACK BOX CORP COM STK 115 null 4,054.90 97023105 BOEING CO COM STK USD5 4,321.00 null 268,982.25 103043105 BOWNE & CO INC USD0.01 170 null 2,000.90 104674106 BRADY CORP 'A'NON.V 325 null 11,004.50 109696104 BRINK'S COMPANY BRINKS 273 null 18,959.85 11133T103 BROADRIDGE FINANCIAL SOL 894 null 15,242.70 118759109 BUCYRUS INTERNATIONAL INC 485 null 21,878.35 12189T104 BURLINGTON NORTHERN SANTA 1,810.00 null 178,067.80 142339100 CARLISLE COS INC COM STK 398 null 13,834.48 149123101 CATERPILLAR INC COM STK 3,958.00 null 250,185.18 156710105 CERADYNE INC COM STK 168 null 5,789.28 12541W209 CH ROBINSON WORLDWIDE INC 1,098.00 null 59,917.86 162825103 CHECKPOINT SYSTEMS COM 254 null 4,965.70 170388102 CHOICEPOINT INC COM STK 441 null 21,569.31 172908105 CINTAS CORP COM NPV 857 null 27,655.39 179895107 CLARCOR INC COM STK USD1 328 null 12,860.88 192422103 COGNEX CORP COM STK 246 null 4,774.86 203372107 COMMSCOPE INC COM STK 451 null 18,112.16 212485106 CONVERGYS CORP COM STK 746 null 11,585.38 205944101 CON-WAY INC COM USD0.625 290 null 13,766.30 21988R102 CORPORATE EXECUTIVE BOARD 216 null 7,372.08 22025Y407 CORRECTIONS CORPORATIONS 809 null 21,503.22 224399105 CRANE CO COM STK USD1 334 null 11,222.40 228368106 CROWN HOLDINGS INC 1,029.00 null 25,189.92 126408103 CSX CORP COM STK USD1 2,596.00 null 151,788.12 126501105 CTS CORP COM STK NPV 214 null 2,636.48 231021106 CUMMINS INC COM STK 1,181.00 null 64,057.44 231561101 CURTISS-WRIGHT CORP COM 288 null 14,466.24 235851102 DANAHER CORP COM STK 1,592.00 null 119,097.52 244199105 DEERE & CO COM STK USD1 2,803.00 null 171,571.63 248019101 DELUXE CORP COM STK USD1 330 null 4,907.10 254546104 DIONEX CORP COM STK 122 null 7,538.38 257651109 DONALDSON CO INC COM STK 445 null 18,409.65 257867101 DONNELLEY(R.R.)& SONS CO 1,365.00 null 36,868.65 260003108 DOVER CORP COM STK USD1 1,223.00 null 55,267.37 23330X100 DRS TECHNOLOGIES INC COM 260 null 20,365.80 26969P108 EAGLE MATERIALS COM 285 null 7,640.85 278058102 EATON CORP COM USD0.50 1,059.00 null 72,785.07 285229100 ELECTRO SCIENTIFIC 166 null 2,365.50 29084Q100 EMCOR GROUP COM STK 441 null 12,303.90 291011104 EMERSON ELECTRIC CO COM 5,026.00 null 214,811.24 292659109 ENERGY CONVERSION DEVICES 255 null 14,675.25 296315104 ESCO TECHNOLOGIES INC COM 166 null 7,733.94 297425100 ESTERLINE TECHNOLOGIES 193 null 8,922.39 302130109 EXPEDITORS INTERN OF 1,369.00 null 49,763.15 311900104 FASTENAL COM STK USD0.01 898 null 47,387.46 31428X106 FEDEX CORP COM STK 1,840.00 null 166,520.00 31620M106 FIDELITY NATIONAL INFO 1,262.00 null 26,350.56 337738108 FISERV INC COM STK 1,064.00 null 56,264.32 302445101 FLIR SYSTEMS INC COM STK 890 null 29,628.10 34354P105 FLOWSERVE CORP COM STK 371 null 36,027.81 343412102 FLUOR CORP(NEW) COM STK 1,138.00 null 65,992.62 349631101 FORTUNE BRANDS INC COM 984 null 58,203.60 349853101 FORWARD AIR CORPORATION 191 null 6,152.11 302941109 FTI CONSULTING INC COM 325 null 21,840.00 361268105 G & K SERVICES INC 127 null 4,352.29 365558105 GARDNER DENVER INC COM 335 null 13,081.75 361448103 GATX CORP COM STK 258 null 10,397.40 369604103 GEN ELEC CO 64,326.00 null 1,582,419.60 369300108 GENERAL CABLE CORP COM 338 null 12,107.16 369550108 GENERAL DYNAMICS CORP COM 2,168.00 null 181,916.88 371559105 GENESEE & WYOMING INC 204 null 8,512.92 37940X102 GLOBAL PAYMENTS INC COM 504 null 22,745.52 382388106 GOODRICH CORP COM STK 809 null 40,547.08 384109104 GRACO INC COM STK USD1 399 null 14,072.73 384313102 GRAFTECH 668 null 11,001.96 384802104 GRAINGER(W.W.) INC COM 415 null 36,067.65 387328107 GRANITE CONSTRUCTION COM 205 null 7,191.40 397624107 GREIF INC COM STK 156 null 9,667.32 415864107 HARSCO CORP COM STK 540 null 24,381.00 42210P102 HEADWATERS INC COM STK 275 null 3,833.50 426281101 HENRY JACK & ASSOCIATES 524 null 10,459.04 42822Q100 HEWITT ASSOCIATES COM 573 null 22,490.25 428291108 HEXCEL CORP COM STK 609 null 10,974.18 40422Y101 HLTH CORP COM STK 1,164.00 null 12,908.76 438516106 HONEYWELL INTERNATIONAL 4,406.00 null 202,323.52 443510201 HUBBELL INC 318 null 13,251.06 445658107 HUNT(J.B.)TRANSPORT 705 null 27,227.10 45167R104 IDEX CORP COM STK USD0.01 528 null 16,563.36 452308109 ILLINOIS TOOL WORKS INC 2,916.00 null 135,594.00 449934108 IMS HEALTH INC COM STK 1,163.00 null 24,062.47 457667103 INSITUFORM TECHNOLOGIES 174 null 2,937.12 462846106 IRON MOUNTAIN INC PA COM 1,178.00 null 29,367.54 465741106 ITRON INC COM STK NPV 215 null 20,126.15 450911102 ITT CORP COM STK USD1 1,164.00 null 68,105.64 466313103 JABIL CIRCUIT INC COM STK 1,183.00 null 14,515.41 469814107 JACOBS ENGINEERING GROUP 775 null 44,988.75 477839104 JOHN BEAN TECHNOLOGIES 173 null 2,347.61 481165108 JOY GLOBAL INC COM STK 697 null 34,731.51 483548103 KAMAN CORP USD0.10 163 null 4,694.40 485170302 KANSAS CITY SOUTHERN COM 494 null 22,916.66 486587108 KAYDON CORP COM STK 175 null 8,653.75 48242W106 KBR INC COM STK USD0.001 1,098.00 null 18,622.08 488360108 KEMET CORP COM STK 538 null 672.5 489170100 KENNAMETAL INC CAP STK 497 null 16,112.74 497266106 KIRBY CORP COM STK 341 null 13,984.41 502424104 L3 COMMUNICATIONS HLDGS 786 null 78,277.74 515098101 LANDSTAR SYSTEMS INC COM 336 null 17,582.88 5.26E+106 LENDER PROCESSING 624 null 20,779.20 526107107 LENNOX INTERNATIONAL INC 340 null 12,590.20 533900106 LINCOLN ELECTRIC HLDGS 257 null 17,609.64 537008104 LITTELFUSE INC COM STK 135 null 4,311.90 539830109 LOCKHEED MARTIN CORP COM 2,094.00 null 233,878.86 546347105 LOUISIANA-PACIFIC CORP 668 null 6,519.68 563571108 MANITOWOC CO INC COM STK 833 null 16,135.21 56418H100 MANPOWER INC COM STK 508 null 22,468.84 573284106 MARTIN MARIETTA MATERIALS 261 null 26,976.96 574599106 MASCO CORP COM STK USD1 2,348.00 null 43,696.28 552690109 MDU RESOURCES GROUP INC 1,080.00 null 30,186.00 583334107 MEADWESTVACO CORPORATION 1,061.00 null 28,265.04 591407101 METAVANTE HOLDING COMPANY 575 null 12,696.00 591520200 METHODE ELECTRONICS INC 242 null 2,381.28 592688105 METTLER TOLEDO COM STK 219 null 21,910.95 602720104 MINE SAFETY APPLIANCES CO 138 null 4,861.74 608554200 MOLEX INC CLASS'A'N.VTG 462 null 10,228.68 608554101 MOLEX INC COM STK USD0.05 438 null 10,349.94 611742107 MONSTER WORLDWIDE 773 null 13,952.65 615394202 MOOG INC 248 null 10,904.56 553409103 MPS GROUP INC COM STK 610 null 6,825.90 553530106 MSC INDUSTRIAL DIRECT CO 289 null 14,317.06 624756102 MUELLER INDUSTRIES INC 241 null 6,507.00 624758207 MUELLER WATER PRODUCTS 548 null 5,036.12 62985Q101 NALCO HLDG CO COM STK 908 null 20,021.40 636518102 NATIONAL INSTRUMENTS CORP 367 null 11,505.45 63935N107 NAVIGANT CONSULTING INC 302 null 5,508.48 628852105 NCI BUILDING SYSTEMS INC 128 null 4,542.72 64126X201 NEUSTAR INC-CLASS COM STK 497 null 10,034.43 651824104 NEWPORT CORP COM NPV 236 null 2,494.52 655663102 NORDSON CORP COM STK NPV 200 null 9,650.00 655844108 NORFOLK SOUTHERN CORP COM 2,425.00 null 159,734.75 666807102 NORTHROP GRUMMAN CORP COM 2,056.00 null 141,329.44 679580100 OLD DOMINION FREIGHT LINE 198 null 6,922.08 685564106 ORBITAL SCIENCES COM STK 375 null 9,330.00 688239201 OSHKOSH CORPORATION 482 null 5,933.42 690368105 OVERSEAS SHIPHOLDING 160 null 10,123.20 690742101 OWENS CORNING INC COM STK 571 null 12,927.44 690768403 OWENS-ILLINOIS INC COM 1,073.00 null 38,112.96 693718108 PACCAR INC COM STK USD1 2,255.00 null 94,281.55 69373H106 PACER INTL INC COM 218 null 3,967.60 695156109 PACKAGING CORP OF AMERICA 671 null 16,855.52 695257105 PACTIV CORP COM STK 835 null 21,776.80 696429307 PALL CORP COM STK USD0.10 786 null 27,195.60 700416209 PARK ELECTROCHEMICAL CORP 120 null 3,283.20 701094104 PARKER-HANNIFIN CORP COM 1,080.00 null 62,251.20 704326107 PAYCHEX INC COM STK 2,090.00 null 69,325.30 709631105 PENTAIR INC COM STK 647 null 22,864.98 714046109 PERKINELMER INC COM STK 768 null 19,368.96 693320202 PHH CORP COM STK NPV 343 null 4,860.31 729132100 PLEXUS CORP COM STK 277 null 6,226.96 739363109 POWERWAVE TECHNOLOGIES 834 null 3,753.00 740189105 PRECISION CASTPARTS CORP 878 null 86,447.88 747619104 QUANEX BUILDING PRODUCTS 240 null 3,799.20 7.48E+106 QUANTA SERVICES INC COM 1,104.00 null 30,912.00 755111507 RAYTHEON CO COM STK 2,722.00 null 161,060.74 758750103 REGAL BELOIT CORP COM STK 206 null 9,581.06 760759100 REPUBLIC SERVICES INC COM 1,039.00 null 34,037.64 76122Q105 RESOURCES CONNECTION INC 292 null 6,952.52 770323103 ROBERT HALF INTERNATIONAL 1,024.00 null 25,784.32 773903109 ROCKWELL AUTOMATION INC 850 null 33,498.50 774341101 ROCKWELL COLLINS INC COM 1,033.00 null 53,592.04 776696106 ROPER INDUSTRIES INC COM 576 null 32,918.40 783549108 RYDER SYSTEM INC COM STK 370 null 23,754.00 800907107 SANMINA-SCI CORP COM STK 3,424.00 null 6,848.00 81211K100 SEALED AIR CORP COM STK 1,036.00 null 24,936.52 820280105 SHAW GROUP INC COM STK 500 null 16,955.00 824348106 SHERWIN-WILLIAMS CO COM 649 null 40,140.65 829073105 SIMPSON MFG CO INC COM 243 null 6,371.46 832727101 SMURFIT-STONE CONT 1,637.00 null 9,969.33 835495102 SONOCO PRODUCTS CO COM 645 null 22,246.05 848420105 SPHERION CORP COM STK 358 null 2,033.44 848574109 SPIRIT AEROSYSTEMS 660 null 13,305.60 784635104 SPX CORP COM STK USD10 340 null 35,190.00 858912108 STERICYCLE INC COM STK 561 null 33,615.12 87651B104 TASER INTERNATIONAL INC 409 null 2,515.35 878555101 TECHNITROL INC COM STK 259 null 3,677.80 879360105 TELEDYNE TECHNOLOGIES INC 211 null 12,292.86 879369106 TELEFLEX INC COM STK USD1 250 null 16,372.50 879939106 TELETECH HLDGS COM STK 255 null 3,587.85 879868107 TEMPLE-INLAND INC COM STK 580 null 10,480.60 880779103 TEREX CORP COM STK 655 null 22,656.45 88162G103 TETRA TECH INC COM STK 372 null 9,988.20 882491103 TEXAS INDUSTRIES INC COM 173 null 7,612.00 883203101 TEXTRON INC COM STK 1,608.00 null 58,322.16 884315102 THOMAS & BETTS CORP COM 375 null 15,817.50 887389104 TIMKEN CO COM STK NPV 490 null 13,965.00 891092108 TORO CO COM STK USD1 243 null 9,894.96 891906109 TOTAL SYSTEM SERVICES INC 1,279.00 null 22,945.26 896239100 TRIMBLE NAVIGATION COM 776 null 22,511.76 896522109 TRINITY INDUSTRIES INC 527 null 16,700.63 89785X101 TRUEBLUE INC COM STK NPV 284 null 4,373.60 907818108 UNION PACIFIC CORP COM 3,329.00 null 241,419.08 911312106 UNITED PARCEL SERVICE INC 4,395.00 null 297,321.75 911363109 UNITED RENTALS INC COM 501 null 7,920.81 913004107 UNITED STATIONERS INC COM 154 null 7,629.16 913017109 UNITED TECHNOLOGIES CORP 5,833.00 null 368,178.96 903236107 URS CORP COM STK USD0.01 541 null 21,066.54 903293405 USG CORP COM STK USD0.10 424 null 11,986.48 920253101 VALMONT INDUSTRIES INC 121 null 10,634.69 922417100 VEECO FEI INCCOM USD0 198 null 3,027.42 92552R406 VIAD CORP COM STOCK 125 null 3,813.75 928298108 VISHAY INTL USD0.10 1,108.00 null 8,010.84 929160109 VULCAN MATERIALS CO COM 584 null 42,737.12 929740108 WABTEC CORPORATIONCOM 317 null 16,151.15 93317Q105 WALTER INDUSTRIES INC COM 334 null 19,969.86 941053100 WASTE CONNECTIONS INC COM 423 null 15,122.25 94106L109 WASTE MANAGEMENT INC COM 3,195.00 null 111,154.05 942622200 WATSCO INC CLASS'A'COM 159 null 7,878.45 942712100 WATSON WYATT WORLDWIDE 277 null 14,955.23 950755108 WERNER ENTERPRISES INC 329 null 7,698.60 95082P105 WESCO INTERNATIONAL INC 276 null 10,261.68 959802109 WESTERN UNION COMPANY 4,767.00 null 121,844.52 962166104 WEYERHAEUSER CO COM STK 1,352.00 null 74,062.56 980745103 WOODWARD GOVERNOR CO COM 372 null 14,061.60 981475106 WORLD FUEL SERVICES CORP 179 null 4,435.62 984249102 YRC WORLDWIDE INC COM STK 368 null 5,277.12 989207105 ZEBRA TECHNOLOGIES 417 null 11,917.86 G1150G111 ACCENTURE COM STK 3,857.00 null 139,700.54 G24182100 COOPER INDUSTRIES LTD COM 1,312.00 null 56,061.76 Y2573F102 FLEXTRONICS USD0.01 5,387.00 null 44,173.40 G36535139 FOSTER WHEELER LTD ORD 931 null 35,433.86 Y2685T107 GENCO SHIPPING & TRADING 204 null 8,621.04 Y2692M103 GENERAL MARITIME CORP COM 167 null 3,822.63 G4776G101 INGERSOLL-RAND CO COM STK 2,047.00 null 69,966.46 580037109 MCDERMOTT INTERNATIONAL 1,466.00 null 40,476.26 M75253100 ORBOTECH ORD ILS0.14 210 null 2,142.00 Y8564W103 TEEKAY CORP COM STK NPV 278 null 8,148.18 G9144P105 TYCO ELECTRONICS LTD COM 3,080.00 null 87,256.40 G9143X208 TYCO INTERNATIONAL LTD 3,124.00 null 122,773.20 G87210103 UTI WORLDWIDE INC ORD NPV 574 null 11,428.34 G93762204 VISTAPRINT COM SHS 258 null 8,127.00 null Net Other Assets / Cash 571,590.89 null 571,590.89 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Industrials 74347R594 null DJUSIN SWAPS -957,154.04 -280,666,278.66 null null Net Other Assets / Cash 141,766,326.27 null 141,766,326.27 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Oil & Gas 74347R719 null DJUSEN SWAPS 625,677.09 344,078,600.10 null 32511107 ANADARKO PETROLEUM CORP 96,019.00 null 4,916,172.80 37411105 APACHE CORP COM STK 68,332.00 null 7,133,177.48 40049108 ARENA RESOURCES INC COM 7,651.00 null 271,993.05 49167109 ATLAS AMERICA INC COM STK 7,475.00 null 244,582.00 50095108 ATWOOD OCEANICS INC COM 11,269.00 null 413,234.23 57224107 BAKER HUGHES INC COM STK 63,236.00 null 3,852,969.48 85789105 BERRY PETROLEUM CORP 8,131.00 null 272,713.74 06846N104 BILL BARRETT CORP COM NPV 6,781.00 null 212,313.11 55482103 BJ SERVICES COM STK 60,146.00 null 1,254,645.56 110394103 BRISTOW GROUP INC COM STK 5,243.00 null 193,571.56 127097103 CABOT OIL & GAS CO 19,952.00 null 698,320.00 13342B105 CAMERON INTL CORP COM 44,604.00 null 1,738,217.88 144577103 CARRIZO OIL & GAS INC COM 5,612.00 null 187,384.68 16411R208 CHENIERE ENERGY INC COM 9,956.00 null 26,881.20 165167107 CHESAPEAKE ENERGY CORP 104,714.00 null 4,017,876.18 166764100 CHEVRON CORP COM STK 425,967.00 null 34,115,697.03 171798101 CIMAREX ENERGY CO COM STK 16,952.00 null 778,096.80 205768203 COMSTOCK RESOURCES INC 9,346.00 null 456,552.10 20825C104 CONOCOPHILLIPS COM STK 292,856.00 null 20,125,064.32 212015101 CONTINENTAL RESOURCES INC 6,360.00 null 224,253.60 22765Y104 CROSSTEX ENERGY LP COM 9,425.00 null 263,994.25 247907207 DELTA PETROLEUM CORP COM 13,472.00 null 174,192.96 247916208 DENBURY RESOURCES INC COM 50,106.00 null 1,043,707.98 25179M103 DEVON ENERGY CORP(NEW) 85,980.00 null 7,698,649.20 25271C102 DIAMOND OFFSHORE DRILLING 13,437.00 null 1,365,064.83 261608103 DRESSER RAND GROUP COM 17,517.00 null 613,095.00 262037104 DRIL QUIP INC COM STK 6,470.00 null 285,715.20 28336L109 EL PASO CORP COM STK USD3 144,695.00 null 1,914,314.85 29255W100 ENCORE ACQUISITION CO COM 10,309.00 null 448,132.23 26874Q100 ENSCO INTERNATIONAL INC 29,712.00 null 1,710,519.84 26875P101 EOG RESOURCES INC COM STK 50,675.00 null 4,325,111.25 269279402 EXCO RESOURCES INC COM 17,290.00 null 331,622.20 30225X103 EXTERRAN HLDGS INC COM 13,525.00 null 498,396.25 30231G102 EXXON MOBIL CORP COM STK 1,103,964.00 null 80,865,363.00 30249U101 FMC TECHNOLOGIES INC COM 26,265.00 null 1,199,785.20 346091705 FOREST OIL CORP COM STK 16,437.00 null 792,099.03 35914P105 FRONTIER OIL CORP COM STK 21,235.00 null 409,198.45 379336100 GLOBAL INDUSTRIES COM STK 17,943.00 null 138,161.10 397888108 GREY WOLF INC COM STK 36,682.00 null 272,180.44 406216101 HALLIBURTON CO COM STK 180,744.00 null 6,206,748.96 42330P107 HELIX ENERGY SOLUTIONS 17,113.00 null 448,189.47 423452101 HELMERICH & PAYNE INC COM 19,614.00 null 880,864.74 427093109 HERCULES OFFSHORE INC COM 18,355.00 null 289,825.45 42809H107 HESS CORPORATION COM USD1 59,543.00 null 4,859,899.66 435758305 HOLLY CORP COM STK 8,584.00 null 263,185.44 462044108 ION GEOPHYSICAL 17,228.00 null 226,203.64 477839104 JOHN BEAN TECHNOLOGIES 1 null 13.57 492914106 KEY ENERGY SERVICES INC 25,796.00 null 333,026.36 565849106 MARATHON OIL CORP COM STK 145,695.00 null 5,947,269.90 56845T305 MARINER ENERGY INC COM 16,466.00 null 374,272.18 626717102 MURPHY OIL CORP COM USD1 38,925.00 null 2,499,374.25 637071101 NATIONAL OILWELL VARCO 84,406.00 null 4,285,292.62 651290108 NEWFIELD EXPLORATION CO 27,009.00 null 914,524.74 651718504 NEWPARK RESOURCES INC COM 18,337.00 null 118,640.39 655044105 NOBLE ENERGY INC COM 35,013.00 null 2,014,998.15 674599105 OCCIDENTAL PETROLEUM CORP 168,722.00 null 11,415,730.52 675232102 OCEANEERING INTERNATIONAL 11,311.00 null 623,349.21 670837103 OGE ENERGY CORP COM STK 18,784.00 null 620,435.52 678026105 OIL STATES INTERNATIONAL 10,140.00 null 385,015.80 701081101 PARKER DRILLING CO COM 22,909.00 null 186,250.17 703481101 PATTERSON UTI ENERGY INC 31,783.00 null 642,334.43 707882106 PENN VIRGINIA CORP COM 8,539.00 null 432,585.74 716495106 PETROHAWK ENERGY CORP COM 49,459.00 null 1,097,495.21 723787107 PIONEER NATURAL RESOURCES 24,509.00 null 1,209,764.24 726505100 PLAINS EXPLORATION & 22,058.00 null 780,412.04 74153Q102 PRIDE INTL INC NEW COM 33,996.00 null 1,108,269.60 74837R104 QUICKSILVER RESOURCES INC 22,749.00 null 446,335.38 75281A109 RANGE RESOURCES CORP COM 31,652.00 null 1,316,090.16 779382100 ROWAN COS INC COM 23,100.00 null 720,951.00 811904101 SEACOR HLDGS INC COM STK 4,506.00 null 369,041.40 832110100 SMITH INTERNATIONAL INC 45,527.96 null 2,738,506.79 845467109 SOUTHWESTERN ENERGY CO 70,139.00 null 2,101,364.44 792228108 ST MARY LAND & 12,612.00 null 439,654.32 861642106 STONE ENERGY CORP COM STK 5,996.00 null 247,335.00 86764P109 SUNOCO INC COM STK USD1 24,123.00 null 921,016.14 867652109 SUNPOWER CORP COM STK 8,239.00 null 596,503.60 868157108 SUPERIOR ENERGY SERVICES 16,545.00 null 528,612.75 870738101 SWIFT ENERGY CO COM STK 6,254.00 null 243,468.22 881609101 TESORO CORP COM STK 28,035.00 null 447,999.30 88162F105 TETRA TECHNOLOGIES COM 15,222.00 null 239,594.28 886423102 TIDEWATER INC COM STK 10,785.00 null 615,176.40 909218109 UNIT CORP COM STK USD0.20 9,667.00 null 495,337.08 91913Y100 VALERO ENERGY CORP(NEW) 108,405.00 null 3,381,151.95 966387102 WHITING PETROLEUM CORP 8,712.00 null 653,225.76 98385X106 XTO ENERGY INC COM STK 104,016.00 null 4,911,635.52 N22717107 CORE LABORATORIES NV 4,715.00 null 532,606.40 G6359F103 NABORS INDUSTRIES COM STK 57,714.00 null 1,484,981.22 G65422100 NOBLE CORPORATION 55,086.00 null 2,336,748.12 806857108 SCHLUMBERGER COM USD0.01 244,521.00 null 20,283,016.95 G90073100 TRANSOCEAN INC. (NEW) COM 64,803.00 null 7,568,342.37 903914109 ULTRA PETROLEUM CORP COM 31,173.00 null 1,754,728.17 G95089101 WEATHERFORD INTL B COM 139,367.00 null 3,955,235.46 null Net Other Assets / Cash 22,672,564.90 null 22,672,564.90 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Oil & Gas 74347R586 null DJUSEN SWAPS -4,717,974.93 -2,406,954,617.93 null null Net Other Assets / Cash 1,233,531,578.82 null 1,233,531,578.82 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Short Oil & Gas 74347R222 null DJUSEN SWAPS -36,465.74 -20,053,604.84 null null Net Other Assets / Cash 20,249,073.95 null 20,249,073.95 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Real Estate 74347R677 null DJUSRE SWAPS 334,265.95 76,516,818.68 null 15271109 ALEXANDRIA REAL ESTATE 8,441.00 null 867,903.62 00163T109 AMB PROPERTIES CORP COM 25,937.00 null 1,147,452.88 35710409 ANNALY CAPITAL MANAGEMENT 142,402.00 null 2,057,708.90 03748R101 APARTMENT INVESTMENT & 24,997.00 null 822,901.24 53484101 AVALONBAY COMMUNI COM 20,338.00 null 1,859,096.58 09063H107 BIOMED REALTY TRUST INC 18,892.00 null 503,471.80 101121101 BOSTON PROPERTIES INC COM 31,536.00 null 2,806,704.00 105368203 BRANDYWINE REALTY TRUST 23,125.00 null 382,950.00 5.56E+109 BRE PROPERTIES INC 13,567.00 null 592,606.56 133131102 CAMDEN PROPERTY TRUST SHS 13,935.00 null 638,641.05 14055X102 CAPITALSOURCE INC COM STK 57,233.00 null 622,122.71 12497T101 CB RICHARD ELLIS GROUP 47,658.00 null 643,383.00 124830100 CBL & ASSOCIATES 17,537.00 null 363,892.75 195872106 COLONIAL PROPERTIES TRUST 10,983.00 null 191,763.18 22002T108 CORPORATE OFFICE 12,527.00 null 456,734.42 222795106 COUSINS PROPERTIES COM 11,590.00 null 267,844.90 233153105 DCT INDUSTRIAL TRUST INC 45,479.00 null 294,703.92 251591103 DEVELOPERS DIVERSIFIED 31,608.00 null 1,047,805.20 252784301 DIAMONDROCK HOSPIT COM 25,322.00 null 226,125.46 253868103 DIGITAL REALTY TRUST INC 15,979.00 null 684,220.78 25960P109 DOUGLAS EMMETT INC COM 28,578.00 null 622,428.84 264411505 DUKE REALTY CORP COM STK 38,581.00 null 916,298.75 29380T105 ENTERTAINMENT PROPERTY 8,119.00 null 425,354.41 29472R108 EQUITY LIFESTYLE 5,935.00 null 279,301.10 29476L107 EQUITY RESIDENTIAL SBI 71,769.00 null 2,870,760.00 297178105 ESSEX PROPERTY TRUST INC 6,742.00 null 721,394.00 313747206 FEDERAL REALTY INVESTMENT 15,592.00 null 1,168,620.40 31430F101 FELCOR LODGINGS TRUST INC 16,419.00 null 121,664.79 32054K103 FIRST INDUSTRIAL REALTY 11,729.00 null 289,354.43 345550107 FOREST CITY ENTERPRISES 17,339.00 null 503,524.56 346233109 FORESTAR REAL ESTATE 8,626.00 null 139,482.42 35471R106 FRANKLIN STREET 16,913.00 null 190,271.25 370021107 GENERAL GROWTH PROPERTIES 66,593.00 null 1,581,583.75 40414L109 HCP INC COM STK USD1 62,211.00 null 2,085,312.72 42217K106 HEALTH CARE REIT INC COM 23,773.00 null 1,118,519.65 421946104 HEALTHCARE REALTY TRUST 13,432.00 null 373,409.60 431284108 HIGHWOODS PROPERTIES INC 15,014.00 null 504,920.82 437306103 HOME PROPERTIES INC COM 8,441.00 null 439,438.46 44106M102 HOSPITALITY PROPERTIES 24,852.00 null 522,140.52 44107P104 HOST HOTELS & RESORTS INC 137,979.00 null 1,992,416.76 40426W101 HRPT PROPERTIES TRUST SHS 59,707.00 null 438,846.45 45031U101 ISTAR FINANCIAL INC NEW 35,473.00 null 117,770.36 48020Q107 JONES LANG LASALLE INC 8,418.00 null 385,796.94 49427F108 KILROY REALTY CORP COM 8,636.00 null 406,928.32 49446R109 KIMCO REALTY CORP COM STK 58,119.00 null 2,106,232.56 517942108 LASALLE HOTEL PROPERTIES 10,605.00 null 273,715.05 529043101 LEXINGTON REALTY TRUST 15,161.00 null 212,708.83 531172104 LIBERTY PROPERTY TRUST 24,547.00 null 869,454.74 554382101 MACERICH CO COM STK 19,821.00 null 1,209,081.00 554489104 MACK CALI REALTY CORP COM 17,373.00 null 654,788.37 559775101 MAGUIRE PROPERTIES INC 9,819.00 null 76,391.82 59522J103 MID-AMERICA APARTMENT 6,918.00 null 317,121.12 638620104 NATIONWIDE HEALTH 25,502.00 null 846,666.40 637417106 NATL RETAIL PPTYS COM 19,350.00 null 422,604.00 65105M108 NEWCASTLE INVESTMENT CORP 13,946.00 null 69,590.54 709102107 PENNSYLVANIA REAL ESTAT 10,441.00 null 215,084.60 729251108 PLUM CREEK TIMBER CO INC 45,631.00 null 2,118,647.33 737464107 POST PROPERTIESCOM USD 11,699.00 null 323,126.38 737630103 POTLATCH CORP COM STK 10,327.00 null 469,362.15 743410102 PROLOGIS SBI USD0.01 69,416.00 null 2,672,516.00 74460D109 PUBLIC STORAGE COM STK 34,058.00 null 2,782,538.60 749227104 RAIT FINANCIAL TRUST COM 15,144.00 null 85,563.60 754907103 RAYONIER INC COM STK NPV 20,774.00 null 924,443.00 756109104 REALTY INCOME CORP COM 26,740.00 null 654,862.60 758075402 REDWOOD TRUST INC COM STK 8,095.00 null 162,304.75 758849103 REGENCY CENTERS CORP COM 18,311.00 null 1,130,338.03 81721M109 SENIOR HOUSING PROPERTIES 29,668.00 null 630,445.00 828806109 SIMON PROPERTY GROUP INC 59,195.00 null 4,913,776.95 78440X101 SL GREEN REALTY CORP COM 15,448.00 null 1,088,466.08 790148100 ST JOE CO COM STK NPV 24,262.00 null 891,143.26 86272T106 STRATEGIC HOTELS & 19,693.00 null 178,418.58 867892101 SUNSTONE HOTEL INVESTORS 15,588.00 null 219,479.04 876664103 TAUBMAN CENTRES INC COM 13,925.00 null 665,754.25 902653104 UDR INC COM STK USD0.01 34,077.00 null 746,627.07 92276F100 VENTAS INC COM STK 36,426.00 null 1,580,888.40 929042109 VORNADO REALTY TRUST 38,120.00 null 3,381,244.00 939653101 WASHINGTON REAL ESTATE 13,108.00 null 453,930.04 948741103 WEINGARTEN REALTY 20,609.00 null 656,396.65 112900105 BROOKFIELD PROPERTIES 53,886.00 null 937,616.40 null Net Other Assets / Cash 1,601,485.73 null 1,601,485.73 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Real Estate 74347R552 null DJUSRE SWAPS -15,018,229.05 -3,437,822,811.10 null null Net Other Assets / Cash 1,784,040,168.14 null 1,784,040,168.14 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Semiconductors 74347R669 null DJUSSC SWAPS 77,883.62 71,571,934.85 null 594793911 MICREL INC COM STK NPV 5,844.00 null - 4934105 ACTEL CORP COM STK 5,578.00 null 66,657.10 7903107 ADVANCED MICRO DEVICES 121,263.00 null 628,142.34 21441100 ALTERA CORP COM STK 65,517.00 null 1,309,684.83 31652100 AMKOR TECHNOLOGY INC COM 23,007.00 null 150,005.64 32654105 ANALOG DEVICES USD0.16 2/ 63,426.00 null 1,663,663.98 03822W406 APPLIED MICROCIRCUITS 14,216.00 null 94,820.72 38222105 APPLIED MTRLS USD0.01 296,439.00 null 4,843,813.26 04743P108 ATHEROS COMMUNICATIONS 12,912.00 null 325,124.16 49513104 ATMEL CORP COM STK 98,178.00 null 389,766.66 54540109 AXCELIS TECHNOLOGIES INC 22,433.00 null 32,079.19 111320107 BROADCOM CORP CLASS'A'COM 97,578.00 null 2,085,241.86 114340102 BROOKS AUTOMATION INC 13,080.00 null 118,374.00 12709P103 CABOT MICROELECTRONICS 5,248.00 null 179,953.92 172755100 CIRRUS LOGIC INC COM STK 12,831.00 null 66,207.96 192576106 COHU INC COM STK USD1 4,707.00 null 69,381.18 225447101 CREE INC COM STK USD0.005 17,855.00 null 356,921.45 232572107 CYMER INC COM STK 6,670.00 null 168,150.70 232806109 CYPRESS SEMICONDUCTOR 32,923.00 null 818,465.78 23332B106 DSP GROUP INC COM STK 6,184.00 null 46,380.00 29362U104 ENTEGRIS INC COM STK 25,033.00 null 132,424.57 300645108 EXAR CORP COM STK NPV 8,968.00 null 59,188.80 303726103 FAIRCHILD SEMICONDUCTOR 27,114.00 null 269,784.30 336433107 FIRST SOLAR INC COM STK 9,774.00 null 1,983,828.78 346375108 FORMFACTOR INC COM STK 10,608.00 null 192,959.52 458118106 INTEGRATED DEVICE 37,455.00 null 326,233.05 458140100 INTEL CORP COM STK 1,255,886.00 null 24,288,835.24 45867G101 INTERDIGITAL INC COM STK 10,044.00 null 220,867.56 460254105 INTERNATIONAL RECTIFIER 15,651.00 null 333,053.28 46069S109 INTERSIL CORP CLASS'A' 27,044.00 null 473,270.00 482480100 KLA TENCOR CORP COM STK 37,193.00 null 1,201,333.90 501242101 KULICKE & SOFFA 11,653.00 null 55,584.81 512807108 LAM RESEARCH CORP COM STK 27,308.00 null 849,005.72 518415104 LATTICE SEMICONDUCTOR COM 25,073.00 null 58,169.36 535678106 LINEAR TECHNOLOGY CORP 45,077.00 null 1,324,362.26 502161102 LSI CORPORATION COM STK 139,369.00 null 845,969.83 552715104 MEMC ELECTRONICS 50,088.00 null 1,555,733.28 594793101 MICREL INC COM STK NPV 11,292.00 null 99,256.68 595017104 MICROCHIP TECHNOLOGY COM 41,271.00 null 1,182,001.44 595112103 MICRON TECHNOLOGY INC COM 164,906.00 null 715,692.04 595137100 MICROSEMI COM STK USD0.20 15,536.00 null 385,137.44 637640103 NATIONAL SEMICONDUCTOR 53,028.00 null 916,854.12 670008101 NOVELLUS SYSTEMS INC COM 21,767.00 null 441,434.76 67066G104 NVIDIA USD0.001 121,456.00 null 1,128,326.24 682128103 OMNIVISION TECHNOLOGIES 11,929.00 null 143,505.87 682189105 ON SEMICONDUCTOR CORP COM 86,469.00 null 621,712.11 719405102 PHOTRONICS INC COM STK 8,649.00 null 28,714.68 69344F106 PMC SIERRA INC COM STK 47,430.00 null 371,851.20 750917106 RAMBUS INC COM STK 22,969.00 null 341,089.65 749941100 RF MICRO DEVICES INC COM 58,162.00 null 165,761.70 80004C101 SANDISK CORP COM STK 49,037.00 null 706,623.17 816850101 SEMTECH CORP COM STK 13,485.00 null 184,474.80 82705T102 SILICON IMAGE INC COM STK 16,009.00 null 91,411.39 826919102 SILICON LABORATORIES COM 10,630.00 null 319,325.20 82967H101 SIRF TECHNOLOGY HOLDINGS 13,266.00 null 24,940.08 83088M102 SKYWORKS SOLUTIONS INCCOM 35,438.00 null 285,275.90 880770102 TERADYNE INC COM STK 37,967.00 null 313,607.42 88164L100 TESSERA TECHNOLOGIES INC 10,586.00 null 189,489.40 882508104 TEXAS INSTRUMENTS USD1.00 289,967.00 null 6,353,176.97 895919108 TRIDENT MICROSYSTEMS INC 13,338.00 null 38,013.30 89674K103 TRIQUINT SEMI CONDUCTOR 31,322.00 null 165,066.94 922207105 VARIAN SEMICONDUCT EQUIP 16,223.00 null 452,783.93 983919101 XILINX USD0.01 62,594.00 null 1,407,113.12 98975F101 ZORAN CORP COM STK 11,207.00 null 91,561.19 G5876H105 MARVELL TECH GROUP COM 103,567.00 null 1,118,523.60 null Net Other Assets / Cash 2,671,333.52 null 2,671,333.52 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Semiconductors 74347R545 null DJUSSC SWAPS -118,168.85 -108,592,445.62 null null Net Other Assets / Cash 54,745,585.79 null 54,745,585.79 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Technology 74347R693 null DJUSTC SWAPS 163,106.71 83,218,675.99 null 594793911 MICREL INC COM STK NPV 2,287.00 null - BOSR16107 SONUS NETWORKS INC 10,439.00 null - 885535104 3 COM CORP STK 16,449.00 null 33,062.49 4498101 ACI WORLDWIDE INC COM STK 1,434.00 null 25,682.94 4934105 ACTEL CORP COM STK 1,069.00 null 12,774.55 00651F108 ADAPTEC INC COM STK 4,294.00 null 15,029.00 886309 ADC TELECOMMUNICATIONS 4,894.00 null 47,765.44 00724F101 ADOBE SYSTEMS INC COM STK 22,195.00 null 845,185.60 00738A106 ADTRAN INC COM STK 2,682.00 null 53,425.44 7903107 ADVANCED MICRO DEVICES 23,142.00 null 119,875.56 7974108 ADVENT SOFTWARE INC COM 764 null 30,460.68 00971T101 AKAMAI TECHNOLOGIES COM 6,934.00 null 117,947.34 21441100 ALTERA CORP COM STK 12,509.00 null 250,054.91 29912201 AMERICAN TOWER CORP 16,526.00 null 619,559.74 31652100 AMKOR TECHNOLOGY INC COM 4,390.00 null 28,622.80 32654105 ANALOG DEVICES USD0.16 2/ 12,111.00 null 317,671.53 03662Q105 ANSYS INC COM STK USD0.01 3,337.00 null 137,617.88 37833100 APPLE INC COM STK NPV 36,536.00 null 5,128,192.96 03822W406 APPLIED MICROCIRCUITS 2,708.00 null 18,062.36 38222105 APPLIED MTRLS USD0.01 56,581.00 null 924,533.54 04033V203 ARIBA INC COM USD0.002 3,544.00 null 52,805.60 04269Q100 ARRIS GROUP INC COM STK 5,110.00 null 47,114.20 04743P108 ATHEROS COMMUNICATIONS 2,468.00 null 62,144.24 49513104 ATMEL CORP COM STK 18,738.00 null 74,389.86 52769106 AUTODESK INC COM STK NPV 9,329.00 null 311,775.18 53893103 AVOCENT CORP COM STK 1,863.00 null 38,172.87 54540109 AXCELIS TECHNOLOGIES INC 4,275.00 null 6,113.25 55921100 BMC SOFTWARE INC COM STK 8,018.00 null 249,600.34 109473405 BRIGHTPOINT INC. COM STK 2,142.00 null 16,086.42 111320107 BROADCOM CORP CLASS'A'COM 18,628.00 null 398,080.36 111621306 BROCADE COMM USD0.001 15,713.00 null 111,719.43 114340102 BROOKS AUTOMATION INC 2,497.00 null 22,597.85 12673P105 CA INC COM STK USD0.10 17,172.00 null 367,995.96 12709P103 CABOT MICROELECTRONICS 996 null 34,152.84 127190304 CACI INTL INC CLASS A COM 1,253.00 null 58,038.96 127387108 CADENCE DESIGN SYSTEMS 10,757.00 null 81,753.20 156782104 CERNER CORP COM STK 2,663.00 null 121,459.43 171779309 CIENA CORP COM STK 3,632.00 null 41,731.68 172755100 CIRRUS LOGIC INC COM STK 2,447.00 null 12,626.52 17275R102 CISCO SYSTEMS INC COM STK 248,763.00 null 5,567,315.94 177376100 CITRIX SYSTEMS USD0.001 7,735.00 null 212,557.80 192446102 COGNIZANT TECH USD0.01 11,997.00 null 298,605.33 192576106 COHU INC COM STK USD1 903 null 13,310.22 205363104 COMPUTER SCIENCES CORP 6,624.00 null 290,131.20 205638109 COMPUWARE CORP COM STK 11,441.00 null 122,075.47 219350105 CORNING INC COM STK 65,285.00 null 1,000,819.05 225447101 CREE INC COM STK USD0.005 3,404.00 null 68,045.96 228227104 CROWN CASTLE 10,031.00 null 328,816.18 126349109 CSG SYSTEMS INTL INC COM 1,459.00 null 26,918.55 232572107 CYMER INC COM STK 1,278.00 null 32,218.38 232806109 CYPRESS SEMICONDUCTOR 6,283.00 null 156,195.38 24702R101 DELL INC COM STK USD0.01 75,102.00 null 1,346,578.86 253651103 DIEBOLD INC COM STK 2,737.00 null 91,552.65 25388B104 DIGITAL RIVER INC COM STK 1,550.00 null 60,465.50 23332B106 DSP GROUP INC COM STK 1,180.00 null 8,850.00 233326107 DST SYSTEMS INC DELAWARE 1,816.00 null 106,326.80 267475101 DYCOM INDUSTRIES COM STK 1,713.00 null 23,519.49 270321102 EARTHLINK INC COM STK 4,617.00 null 39,983.22 278768106 ECHOSTAR CORP COM STK 1,755.00 null 49,140.00 286082102 ELECTRONICS FOR IMAGING 2,218.00 null 32,427.16 268648102 EMC CORP COM STK USD0.01 86,269.00 null 1,145,652.32 292475209 EMULEX CORP COM STK 3,480.00 null 41,968.80 29362U104 ENTEGRIS INC COM STK 4,778.00 null 25,275.62 29444U502 EQUINIX INC USD0.001 1,307.00 null 94,430.75 300645108 EXAR CORP COM STK NPV 1,715.00 null 11,319.00 30226D106 EXTREME NETWORKS COM STK 4,761.00 null 14,235.39 315616102 F5 NETWORK INC COM STK 3,416.00 null 103,265.68 303250104 FAIR ISAAC CORP COM STK 2,055.00 null 50,491.35 303726103 FAIRCHILD SEMICONDUCTOR 5,174.00 null 51,481.30 31787A101 FINISAR CORP COM STK 13,008.00 null 15,349.44 336433107 FIRST SOLAR INC COM STK 1,862.00 null 377,930.14 346375108 FORMFACTOR INC COM STK 2,026.00 null 36,852.94 346563109 FORRESTER RESEARCH INC 612 null 19,749.24 35063R100 FOUNDRY NETWORKS INC COM 5,392.00 null 91,825.76 366651107 GARTNER INC COM STK 2,664.00 null 63,083.52 38259P508 GOOGLE INC COM STK 9,939.00 null 4,304,282.73 413160102 HARMONIC INC COM STK 3,896.00 null 33,583.52 413875105 HARRIS CORP COM STK USD1 5,622.00 null 256,363.20 428236103 HEWLETT-PACKARD USD0.01 102,883.00 null 4,663,686.39 448407106 HUTCHINSON TECHNOLOGY INC 979 null 12,227.71 44919P508 IAC/INTERACTIVE CORP COM 4,022.00 null 64,754.20 451713101 IKON OFFICE SOLUTIONS COM 2,725.00 null 46,761.00 45245A107 IMATION CORP COM STK 1,322.00 null 27,907.42 45666Q102 INFORMATICA CORP COM STK 3,700.00 null 58,127.00 45678T201 INFOSPACE INC COM STK 1,435.00 null 15,741.95 457153104 INGRAM MICRO INC 6,071.00 null 106,363.92 45765U103 INSIGHT ENTERPRISE INC 1,958.00 null 30,290.26 458118106 INTEGRATED DEVICE 7,148.00 null 62,259.08 458140100 INTEL CORP COM STK 239,733.00 null 4,636,436.22 45867G101 INTERDIGITAL INC COM STK 1,914.00 null 42,088.86 458786100 INTERMEC INC COM STK 2,004.00 null 37,695.24 459200101 INTERNATIONAL BUS MACH 57,774.00 null 6,654,987.06 460254105 INTERNATIONAL RECTIFIER 2,988.00 null 63,584.64 46069S109 INTERSIL CORP CLASS'A' 5,163.00 null 90,352.50 46114T508 INTERWOVEN INC COM 1,888.00 null 25,525.76 461202103 INTUIT INC COM STK 12,544.00 null 372,055.04 4.66E+209 J2 GLOBAL COMMUNICATIONS 1,849.00 null 42,970.76 46612K108 JDA SOFTWARE INC COM STK 1,270.00 null 21,602.70 46612J507 JDS UNIPHASE CORP COM STK 9,592.00 null 85,464.72 48203R104 JUNIPER NETWORKS COM STK 21,765.00 null 547,607.40 482480100 KLA TENCOR CORP COM STK 7,095.00 null 229,168.50 501242101 KULICKE & SOFFA 2,223.00 null 10,603.71 512807108 LAM RESEARCH CORP COM STK 5,214.00 null 162,103.26 518415104 LATTICE SEMICONDUCTOR COM 4,793.00 null 11,119.76 529771107 LEXMARK INTL USD0.01 A 3,943.00 null 132,090.50 535678106 LINEAR TECHNOLOGY CORP 8,607.00 null 252,873.66 502161102 LSI CORPORATION COM STK 26,598.00 null 161,449.86 55611C108 MACROVISION SOLUTIONS 3,435.00 null 53,689.05 579064106 MCAFEE INC COM STK 6,771.00 null 241,453.86 552715104 MEMC ELECTRONICS 9,561.00 null 296,964.66 587200106 MENTOR GRAPHICS CORP COM 3,747.00 null 40,430.13 594793101 MICREL INC COM STK NPV 2,159.00 null 18,977.61 595017104 MICROCHIP TECHNOLOGY COM 7,880.00 null 225,683.20 595112103 MICRON TECHNOLOGY INC COM 31,479.00 null 136,618.86 594901100 MICROS SYSTEMS INC COM 3,432.00 null 95,135.04 595137100 MICROSEMI COM STK USD0.20 2,968.00 null 73,576.72 594918104 MICROSOFT USD0.000125 347,985.00 null 9,329,477.85 620076109 MOTOROLA INC COM STK USD3 88,065.00 null 673,697.25 637640103 NATIONAL SEMICONDUCTOR 10,121.00 null 174,992.09 6.29E+112 NCR CORP COM STK USD0.01 6,992.00 null 152,775.20 64110D104 NETAPP INC COM STK NPV 14,365.00 null 335,135.45 670006105 NOVELL INC COM STK 14,576.00 null 77,690.08 670008101 NOVELLUS SYSTEMS INC COM 4,156.00 null 84,283.68 67020Y100 NUANCE COMMUNICATIONS INC 7,232.00 null 102,911.36 67066G104 NVIDIA USD0.001 23,185.00 null 215,388.65 682128103 OMNIVISION TECHNOLOGIES 2,276.00 null 27,380.28 682189105 ON SEMICONDUCTOR CORP COM 16,501.00 null 118,642.19 68389X105 ORACLE CORP COM STK 163,828.00 null 3,099,625.76 696643105 PALM INC COM STK USD0.001 4,107.00 null 29,940.03 699173209 PARAMETRIC TECHNOLOGY 4,838.00 null 92,550.94 714265105 PEROT SYSTEMS CLASS'A'COM 3,602.00 null 62,602.76 719405102 PHOTRONICS INC COM STK 1,650.00 null 5,478.00 724479100 PITNEY BOWES INC COM STK 8,660.00 null 310,114.60 727493108 PLANTRONICS INC COM STK 2,009.00 null 49,260.68 69344F106 PMC SIERRA INC COM STK 9,056.00 null 70,999.04 73172K104 POLYCOM INC COM STK 3,651.00 null 89,047.89 743312100 PROGRESS SOFTWARE CORP 1,736.00 null 45,552.64 747277101 QLOGIC CORP COM STK 5,711.00 null 105,310.84 747525103 QUALCOMM USD0.0001 67,450.00 null 3,151,264.00 747906204 QUANTUM-DLT & STORAGE 8,514.00 null 13,622.40 74834T103 QUEST SOFWARE INC COM STK 2,949.00 null 41,168.04 750917106 RAMBUS INC COM STK 4,383.00 null 65,087.55 756577102 RED HAT USD0.0001 7,952.00 null 141,784.16 749941100 RF MICRO DEVICES INC COM 11,105.00 null 31,649.25 78463B101 S1 CORP. COM STK NPV 2,122.00 null 13,920.32 78390X101 SAIC INC COM STK 7,695.00 null 152,899.65 79466L302 SALESFORCE.COM INC COM 4,209.00 null 230,653.20 80004C101 SANDISK CORP COM STK 9,358.00 null 134,848.78 805423308 SAVVIS INC 1,634.00 null 22,320.44 78388J106 SBA COMMUNICATIONS COM 4,252.00 null 125,944.24 816850101 SEMTECH CORP COM STK 2,575.00 null 35,226.00 82705T102 SILICON IMAGE INC COM STK 3,057.00 null 17,455.47 826919102 SILICON LABORATORIES COM 2,029.00 null 60,951.16 82967H101 SIRF TECHNOLOGY HOLDINGS 2,529.00 null 4,754.52 83088M102 SKYWORKS SOLUTIONS INCCOM 6,764.00 null 54,450.20 835470105 SONICWALL INC COM STK NPV 2,396.00 null 14,136.40 835916107 SONUS NETWORKS INC COM 11,202.00 null 32,373.78 78464R105 SRA INTERNATIONAL INC 1,814.00 null 39,817.30 866810203 SUN MICROSYSTEMS INC COM 32,626.00 null 286,456.28 871130100 SYBASE INC COM STK 3,274.00 null 100,348.10 871206108 SYCAMORE NETWORK USD0.001 7,842.00 null 26,349.12 871503108 SYMANTEC USD0.01 35,321.00 null 709,245.68 871607107 SYNOPSYS INC COM STK 5,921.00 null 118,775.26 878237106 TECH DATA CORP COM STK 2,205.00 null 67,517.10 879101103 TEKELEC INC COM STK NPV 2,369.00 null 35,866.66 879664100 TELLABS INC COM STK 15,190.00 null 66,987.90 88076W103 TERADATA CORPORATION COM 7,534.00 null 166,501.40 880770102 TERADYNE INC COM STK 7,243.00 null 59,827.18 88164L100 TESSERA TECHNOLOGIES INC 2,014.00 null 36,050.60 882508104 TEXAS INSTRUMENTS USD1.00 55,347.00 null 1,212,652.77 88632Q103 TIBCO SOFTWARE INC COM 7,779.00 null 59,275.98 895919108 TRIDENT MICROSYSTEMS INC 2,543.00 null 7,247.55 89674K103 TRIQUINT SEMI CONDUCTOR 5,983.00 null 31,530.41 909214108 UNISYS CORP COM STK 14,477.00 null 51,248.58 911268100 UNITED ONLINE INC COM STK 2,842.00 null 29,102.08 922207105 VARIAN SEMICONDUCT EQUIP 3,094.00 null 86,353.54 92342Y109 VERIFONE HLDGS INC COM 2,757.00 null 48,495.63 9.23E+106 VERISIGN COM STK USD0.001 8,109.00 null 203,779.17 928563402 VMWARE INC CLS'A'COM STK 1,701.00 null 57,272.67 947684106 WEBSENSE INC COM STK 1,867.00 null 40,607.25 958102105 WESTERN DIGITAL CORP COM 9,210.00 null 209,067.00 973149107 WIND RIVER SYSTEM COM STK 3,190.00 null 32,601.80 984121103 XEROX CORP COM STK USD1 37,525.00 null 485,948.75 983919101 XILINX USD0.01 11,946.00 null 268,546.08 984332106 YAHOO INC COM STK 53,844.00 null 1,014,959.40 98975F101 ZORAN CORP COM STK 2,143.00 null 17,508.31 G02602103 AMDOCS ORD GBP0.01 8,009.00 null 218,645.70 M22465104 CHECK POINT SFTWR 7,341.00 null 179,120.40 G5876H105 MARVELL TECH GROUP COM 19,773.00 null 213,548.40 G7945J104 SEAGATE TECHNOLOGY HLDGS 20,226.00 null 266,376.42 null Net Other Assets / Cash 4,617,710.69 null 4,617,710.69 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Technology 74347R578 null DJUSTC SWAPS -332,376.43 -169,581,779.85 null null Net Other Assets / Cash 85,628,845.65 null 85,628,845.65 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Telecommunications 74347R263 null DJSTEL SWAPS 6,829.28 8,991,971.45 null 01167P101 ALASKA COM SYSTEMS GROUP 6,119.00 null 67,798.52 00206R102 AT&T INC COM STK USD1 61,886.00 null 1,854,104.56 49079205 ATLANTIC TELE NETWORK INC 1,679.00 null 54,987.25 149847105 CBEYOND INC COM STK USD1 3,724.00 null 55,636.56 15133V208 CENTENNIAL COMMUNICATIONS 9,431.00 null 64,602.35 156700106 CENTURYTEL INC COM STK 6,978.00 null 271,304.64 171871106 CINCINNATI BELL NC 27,642.00 null 89,560.08 209034107 CONSOLIDATED COMMU COM 3,785.00 null 56,018.00 2.91E+109 EMBARQ CORPORATION COM 7,675.00 null 333,095.00 305560104 FAIRPOINT COMMUNICATIONS 11,722.00 null 97,761.48 31567R100 FIBERTOWER CORP COM STK 20,884.00 null 23,181.24 35906A108 FRONTIER COMMUNICATIONS 21,048.00 null 245,209.20 369385109 GENERAL COMMUNICATIONS 6,560.00 null 63,566.40 378973408 GLOBALSTAR INC COM STK 13,528.00 null 36,525.60 448947309 IDT CORP CLASS'B'USD0.01 13,674.00 null 13,127.04 462594201 IOWA TELECOMMUNICATIONS 4,273.00 null 77,042.19 44980Y305 IPCS INC COM NEW 2,276.00 null 38,919.60 521863308 LEAP WIRELESS 3,609.00 null 160,239.60 527288104 LEUCADIA NATIONAL CORP 8,141.00 null 329,873.32 52729N100 LEVEL 3 COMMUNICATIONS 83,718.00 null 253,665.54 591708102 METROPCS COMMUNICATIONS 11,751.00 null 194,009.01 62913F201 NII HOLDINGS INC COM STK 7,977.00 null 359,443.62 67020Q107 NTELOS HOLDINGS CORP COM 3,454.00 null 93,603.40 695459107 PAETEC HOLDING CORP COM 14,147.00 null 39,753.07 749121109 QWEST COMMUNICATIONS INTL 78,507.00 null 278,699.85 749361200 RCN CORP COM STK USD0.01 5,703.00 null 68,835.21 852061100 SPRINT NEXTEL CORP COM 85,570.00 null 580,164.60 868733106 SUREWEST COMMUNICATIONS 3,353.00 null 42,884.87 879433100 TELEPHONE & DATA SYSTEMS 5,904.00 null 195,422.40 881451108 TERRESTAR CORP 11,782.00 null 29,808.46 87311L104 TIME WARNER TEL USD0.01 A 10,423.00 null 113,298.01 911684108 UNITED STATES CELLULAR 1,789.00 null 82,294.00 90341G103 USA MOBILITY INC COM STK 4,719.00 null 61,818.90 92343V104 VERIZON COMMUNICATIONS 40,516.00 null 1,346,751.84 92769L101 VIRGIN MEDIA INC COM STK 17,562.00 null 178,956.78 92769R108 VIRGIN MOBILE USA USD0.01 10,628.00 null 28,164.20 92886T201 VONAGE HOLDINGS CORP NEW 11,748.00 null 13,627.68 97381W104 WINDSTREAM CORP COM STK 24,445.00 null 286,250.95 G3921A175 GLOBAL CROSSING LT COM 3,612.00 null 58,333.80 null Net Other Assets / Cash 312,512.55 null 312,512.55 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Telecommunications 74347R255 null DJSTEL SWAPS -17,085.93 -22,496,707.93 null null Net Other Assets / Cash 11,452,142.80 null 11,452,142.80 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares Ultra Utilities 74347R685 null DJUSUT SWAPS 131,716.85 22,074,426.15 null 00130H105 AES CORP COM STK USD0.01 24,640.00 null 317,609.60 1204106 AGL RESOURCES USD5 2,817.00 null 90,200.34 17361106 ALLEGHENY ENERGY INC COM 6,172.00 null 247,744.08 18522300 ALLETE COM NPV 951 null 41,368.50 18802108 ALLIANT ENERGY CORP COM 4,069.00 null 134,114.24 23608102 AMEREN CORP COM STK 7,734.00 null 309,282.66 25537101 AMERICAN ELECTRIC POWER 14,810.00 null 566,482.50 03836W103 AQUA AMERICA INC 4,930.00 null 80,654.80 49560105 ATMOS ENERGY CORP COM STK 3,273.00 null 86,636.31 05379B107 AVISTA CORP COM STK NPV 1,946.00 null 43,045.52 92113109 BLACK HILLS CORP COM STK 1,422.00 null 45,759.96 131347304 CALPINE CORP COM STK 13,001.00 null 192,544.81 15189T107 CENTERPOINT ENERGY INC 10,680.00 null 159,879.60 12561W105 CLECO CORP COM STK USD2 2,209.00 null 55,225.00 125896100 CMS ENERGY CORP COM STK 8,277.00 null 109,587.48 209115104 CONSOLIDATED EDISON INC 9,988.00 null 440,770.44 210371100 CONSTELLATION ENERGY 6,568.00 null 315,198.32 2.23E+106 COVANTA HOLDING CORP 4,512.00 null 118,936.32 25746U109 DOMINION RESOURCES 21,241.00 null 886,174.52 233293109 DPL INC COM STK USD0.01 4,172.00 null 96,331.48 233331107 DTE ENERGY CO COM STK NPV 6,045.00 null 259,935.00 26441C105 DUKE ENERGY CORP COM STK 46,296.00 null 826,846.56 26817G102 DYNEGY INC(NEW) CLS'A'COM 18,386.00 null 77,588.92 281020107 EDISON INTERNATIONAL COM 11,047.00 null 455,136.40 283677854 EL PASO ELECTRIC CO COM 1,662.00 null 35,433.84 29265N108 ENERGEN CORP COM STK 2,407.00 null 113,851.10 29266M109 ENERGY EAST CORP COM STK 5,839.00 null 166,761.84 29364G103 ENTERGY CORP COM STK 7,099.00 null 686,757.26 294549100 EQUITABLE RESOURCES INC 4,790.00 null 189,013.40 30161N101 EXELON CORP COM STK NPV 24,365.00 null 1,622,709.00 337932107 FIRSTENERGY CORP COM STK 11,248.00 null 753,953.44 302571104 FPL GROUP INC COM STK 13,729.00 null 733,815.05 391164100 GREAT PLAINS ENERGY INC 4,344.00 null 99,564.48 419870100 HAWAIIAN ELECTRIC 3,084.00 null 78,981.24 451107106 IDACORP INC COM STK NPV 1,666.00 null 49,696.78 45822P105 INTEGRYS ENERGY GROUP INC 2,826.00 null 148,647.60 465685105 ITC HOLDINGS INC COM STK 1,820.00 null 105,159.60 60467R100 MIRANT CORP COM STK 7,642.00 null 199,074.10 636180101 NATIONAL FUEL GAS CO COM 2,556.00 null 115,071.12 646025106 NEW JERSEY RESOURCES CORP 1,528.00 null 54,488.48 654086107 NICOR INC COM STK USD2.5 1,662.00 null 77,083.56 65473P105 NISOURCE INC COM STK NPV 10,109.00 null 162,855.99 664397106 NORTHEAST UTILITIES COM 5,771.00 null 150,103.71 667655104 NORTHWEST NATURAL GAS CO 979 null 47,853.52 668074305 NORTHWESTERN CORPORATION 1,435.00 null 36,649.90 629377508 NRG ENERGY INC COM STK 8,727.00 null 259,366.44 6.70E+111 NSTAR COM STK USD1 3,939.00 null 134,792.58 682680103 ONEOK INC COM STK NPV 3,586.00 null 137,917.56 713291102 PEPCO HLDGS INC COM STK 7,389.00 null 175,784.31 69331C108 PG&E CORP COM STK NPV 13,132.00 null 540,775.76 720186105 PIEDMONT NATURAL GAS CO 2,543.00 null 74,967.64 723484101 PINNACLE WEST CAPITAL 3,715.00 null 135,040.25 69349H107 PNM RESOURCES INC COM STK 2,577.00 null 27,728.52 736508847 PORTLAND GENERAL ELECTRIC 2,305.00 null 57,947.70 69351T106 PPL CORP COM STK USD0.01 13,737.00 null 524,890.77 743263105 PROGRESS ENERGY INC COM 9,644.00 null 421,732.12 744573106 PUBLIC SERVICE ENTERPRISE 18,768.00 null 679,964.64 745310102 PUGET ENERGY INC COM STK 4,325.00 null 113,531.25 748356102 QUESTAR CORP COM STK NPV 6,357.00 null 278,309.46 75952B105 RELIANT ENERGY INC COM 12,748.00 null 191,347.48 80589M102 SCANA CORP(NEW) COM STK 3,891.00 null 152,527.20 816851109 SEMPRA ENERGY CORP COM 8,595.00 null 484,929.90 826428104 SIERRA PACIFIC RESOURCES 8,623.00 null 87,523.45 842587107 SOUTHERN CO COM STK USD5 28,332.00 null 1,079,449.20 844030106 SOUTHERN UNION CO COM STK 3,850.00 null 87,125.50 844895102 SOUTHWEST GAS CORP COM 1,585.00 null 47,740.20 847560109 SPECTRA ENERGY CORP COM 23,153.00 null 557,755.77 872375100 TECO ENERGY INC COM STK 7,343.00 null 119,911.19 902681105 UGI CORP COM NPV 3,876.00 null 103,372.92 909205106 UNISOURCE ENERGY CORP COM 1,292.00 null 40,219.96 92240G101 VECTREN CORP COM NPV 2,807.00 null 74,245.15 95709T100 WESTAR ENERGYCOM USD5 3,871.00 null 87,329.76 92924F106 WGL HLDGS INC COM STK 1,819.00 null 60,081.57 969457100 WILLIAMS COMPANIES INC 21,600.00 null 515,808.00 976657106 WISCONSIN ENERGY CORP COM 4,318.00 null 193,014.60 98389B100 XCEL ENERGY INC COM STK 15,826.00 null 323,483.44 null Net Other Assets / Cash 1,315,958.95 null 1,315,958.95 Security Number Security Description Shares/Contracts Notional Value Market Value Proshares UltraShort Utilities 74347R560 null DJUSUT SWAPS -370,313.58 -62,060,852.72 null null Net Other Assets / Cash 31,141,529.89 null 31,141,529.89 Security Number Security Description Shares/Contracts Notional Value Market Value ProShares Ultra Russell 1000 Value 74347R529 null RUSSELL 1000 VALUE SWAP 13,091.45 8,311,108.73 null 40108R106 GUARANTY FINANCIAL RIGHTS 41 null - BOSREINSU REINSURANCE GROUP OF AMER 30 null - 76075910R REPUBLIC SERVICES INC 10 null - 886309 ADC TELECOMMUNICATIONS 165 null 1,610.40 00763M108 ADVANCED MEDICAL OPTICS 10 null 211.1 7903107 ADVANCED MICRO DEVICES 744 null 3,853.92 00766T100 AECOM TECHNOLOGY CORP COM 15 null 368.1 00817Y108 AETNA INC NEW COM STK 243 null 10,067.49 8190100 AFFILIATED COMP USD0.01 91 null 4,486.30 1084102 AGCO CORP COM STK USD0.01 35 null 1,695.40 1204106 AGL RESOURCES USD5 107 null 3,426.14 13078100 ALBERTO-CULVER COMPANY 107 null 3,008.84 13817101 ALCOA INC COM STK USD1 255 null 6,867.15 14482103 ALEXANDER & BALDWIN INC 58 null 2,594.92 15271109 ALEXANDRIA REAL ESTATE 45 null 4,626.90 17175100 ALLEGHANY CORP COM STK 7 null 2,289.00 18802108 ALLIANT ENERGY CORP COM 155 null 5,108.80 18804104 ALLIANT TECHSYSTEMS INC 26 null 2,739.10 01903Q108 ALLIED CAPITAL CORP COM 251 null 3,250.45 19589308 ALLIED WASTE INDUSTRIES 534 null 6,621.60 20002101 ALLSTATE CORP COM USD0.01 772 null 34,261.36 02209S103 ALTRIA GROUP INC COM STK 740 null 15,473.40 00163T109 AMB PROPERTIES CORP COM 137 null 6,060.88 23608102 AMEREN CORP COM STK 294 null 11,757.06 02503Y103 AMERICAN CAPITAL LTD 285 null 5,694.30 2.55E+109 AMERICAN EAGLE OUTFITTER 73 null 1,167.27 25537101 AMERICAN ELECTRIC POWER 563 null 21,534.75 25816109 AMERICAN EXPRESS CO COM 227 null 8,053.96 25932104 AMERICAN FINANCIAL GROUP 110 null 3,045.90 26874107 AMERICAN INTERNATIONAL 3,258.00 null 15,508.08 28591105 AMERICAN NATIONAL 22 null 1,980.00 30420103 AMERICAN WATER WORKS CO 89 null 1,806.70 03060R101 AMERICREDIT CORP COM STK 162 null 1,658.88 03076C106 AMERIPRISE FINANCIAL INC 312 null 13,047.84 3.07E+108 AMERISOURCEBERGEN CORP 198 null 8,048.70 31162100 AMGEN INC COM STK 1,527.00 null 94,964.13 1765106 AMR CORP COM STK USD1 174 null 1,966.20 32511107 ANADARKO PETROLEUM CORP 657 null 33,638.40 35229103 ANHEUSER-BUSCH COS INC 448 null 29,657.60 35710409 ANNALY CAPITAL MANAGEMENT 754 null 10,895.30 36115103 ANNTAYLOR STORES CORP COM 52 null 1,269.32 37389103 AON CORP COM STK USD1 389 null 17,664.49 37411105 APACHE CORP COM STK 468 null 48,854.52 03748R101 APARTMENT INVESTMENT & 90 null 2,962.80 38336103 APTARGROUP INC COM STK 78 null 3,049.80 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285 null 3,146.40 62985Q101 NALCO HLDG CO COM STK 666 null 14,685.30 631103108 NASDAQ OMX GP INC COM 374 null 10,752.50 636518102 NATIONAL INSTRUMENTS CORP 288 null 9,028.80 637640103 NATIONAL SEMICONDUCTOR 1,166.00 null 20,160.14 638620104 NATIONWIDE HEALTH 45 null 1,494.00 628782104 NBTY INC COM STK USD0.008 133 null 3,795.82 6.29E+112 NCR CORP COM STK USD0.01 767 null 16,758.95 64110D104 NETAPP INC COM STK NPV 1,746.00 null 40,734.18 64126X201 NEUSTAR INC-CLASS COM STK 394 null 7,954.86 62913F201 NII HOLDINGS INC COM STK 852 null 38,391.12 655044105 NOBLE ENERGY INC COM 56 null 3,222.80 655664100 NORDSTROM INC COM STK NPV 925 null 29,923.75 665859104 NORTHERN TRUST CORP COM 1,011.00 null 84,934.11 670006105 NOVELL INC COM STK 806 null 4,295.98 670008101 NOVELLUS SYSTEMS INC COM 152 null 3,082.56 629377508 NRG ENERGY INC COM STK 452 null 13,433.44 67020Y100 NUANCE COMMUNICATIONS INC 876 null 12,465.48 67066G104 NVIDIA USD0.001 2,819.00 null 26,188.51 62944T105 NVR INC COM STK USD0.01 2 null 1,168.00 675232102 OCEANEERING INTERNATIONAL 280 null 15,430.80 678026105 OIL STATES INTERNATIONAL 167 null 6,340.99 681904108 OMNICARE INC COM STK USD1 40 null 1,271.60 682189105 ON SEMICONDUCTOR CORP COM 2,016.00 null 14,495.04 686091109 O'REILLY AUTOMOTIVE INC 249 null 7,253.37 688239201 OSHKOSH CORPORATION 264 null 3,249.84 690768403 OWENS-ILLINOIS INC COM 242 null 8,595.84 695156109 PACKAGING CORP OF AMERICA 123 null 3,089.76 696429307 PALL CORP COM STK USD0.10 624 null 21,590.40 69840W108 PANERA BREAD CO 135 null 6,615.00 701094104 PARKER-HANNIFIN CORP COM 852 null 49,109.28 70336T104 PATRIOT COAL CORPORATION 393 null 12,218.37 703395103 PATTERSON COS INC COM STK 616 null 19,151.44 703481101 PATTERSON UTI ENERGY INC 485 null 9,801.85 704326107 PAYCHEX INC COM STK 1,645.00 null 54,564.65 705324101 PEDIATRIX MEDICAL GROUP 205 null 11,734.20 707569109 PENN NATIONAL GAMING INC 377 null 11,249.68 714046109 PERKINELMER INC COM STK 269 null 6,784.18 714290103 PERRIGO CO COM STK NPV 396 null 13,321.44 716495106 PETROHAWK ENERGY CORP COM 1,203.00 null 26,694.57 716768106 PETSMART INC COM STK 647 null 17,119.62 717124101 PHARMACEUTICAL PRODUCT 543 null 22,892.88 717528103 PHILADELPHIA CONSOLIDATED 102 null 5,800.74 718592108 PHILLIPS VAN HEUSEN CORP 229 null 9,299.69 724479100 PITNEY BOWES INC COM STK 953 null 34,126.93 726505100 PLAINS EXPLORATION & 498 null 17,619.24 729251108 PLUM CREEK TIMBER CO INC 284 null 13,186.12 731572103 POLO RALPH LAUREN CORP 285 null 20,146.65 693506107 PPG INDUSTRIES INC COM 91 null 6,063.33 69351T106 PPL CORP COM STK USD0.01 1,896.00 null 72,446.16 740189105 PRECISION CASTPARTS CORP 708 null 69,709.68 74144T108 PRICE T.ROWE ASSOC INC 1,320.00 null 71,253.60 741503403 PRICELINE.COM INC COM STK 196 null 15,419.32 74153Q102 PRIDE INTL INC NEW COM 611 null 19,918.60 745867101 PULTE HOMES INC COM STK 251 null 3,968.31 7.48E+106 QUANTA SERVICES INC COM 679 null 19,012.00 74834L100 QUEST DIAGNOSTICS INC COM 660 null 35,369.40 748356102 QUESTAR CORP COM STK NPV 333 null 14,578.74 74837R104 QUICKSILVER RESOURCES INC 527 null 10,339.74 749121109 QWEST COMMUNICATIONS INTL 3,799.00 null 13,486.45 750917106 RAMBUS INC COM STK 531 null 7,885.35 75281A109 RANGE RESOURCES CORP COM 785 null 32,640.30 754907103 RAYONIER INC COM STK NPV 49 null 2,180.50 756577102 RED HAT USD0.0001 969 null 17,277.27 760759100 REPUBLIC SERVICES INC COM 729 null 23,882.04 761152107 RESMED INC COM STK 392 null 18,584.72 770323103 ROBERT HALF INTERNATIONAL 727 null 18,305.86 773903109 ROCKWELL AUTOMATION INC 746 null 29,399.86 774341101 ROCKWELL COLLINS INC COM 817 null 42,385.96 775371107 ROHM & HAAS CO COM STK 569 null 41,537.00 776696106 ROPER INDUSTRIES INC COM 454 null 25,946.10 778296103 ROSS STORES INC COM STK 677 null 25,814.01 779382100 ROWAN COS INC COM 200 null 6,242.00 783549108 RYDER SYSTEM INC COM STK 96 null 6,163.20 78390X101 SAIC INC COM STK 157 null 3,119.59 79466L302 SALESFORCE.COM INC COM 534 null 29,263.20 80004C101 SANDISK CORP COM STK 225 null 3,242.25 80007P307 SANDRIDGE ENERGY INC COM 530 null 11,670.60 78388J106 SBA COMMUNICATIONS COM 552 null 16,350.24 806882106 SCHNITZER STEEL COM STK 14 null 734.72 80874P109 SCIENTIFIC GAMES 328 null 8,186.88 810186106 SCOTTS MIRACLE-GRO CO 173 null 4,978.94 811904101 SEACOR HLDGS INC COM STK 12 null 982.8 784117103 SEI INVESTMENT CO COM STK 685 null 15,549.50 817315104 SEPRACOR INC COM STK 548 null 9,694.12 820280105 SHAW GROUP INC COM STK 421 null 14,276.11 824348106 SHERWIN-WILLIAMS CO COM 511 null 31,605.35 826428104 SIERRA PACIFIC RESOURCES 314 null 3,187.10 826552101 SIGMA ALDRICH CORP COM 346 null 18,026.60 826919102 SILICON LABORATORIES COM 248 null 7,449.92 82967N108 SIRIUS XM RADIO INC 15,091.00 null 12,827.35 78442P106 SLM CORP COM STK USD0.20 2,102.00 null 26,064.80 832110100 SMITH INTERNATIONAL INC 1,096.00 null 65,924.40 83408W103 SOHU.COM COM STK USD0.001 144 null 8,081.28 845467109 SOUTHWESTERN ENERGY CO 1,738.00 null 52,070.48 784635104 SPX CORP COM STK USD10 271 null 28,048.50 790148100 ST JOE CO COM STK NPV 394 null 14,471.62 792228108 ST MARY LAND & 130 null 4,531.80 790849103 ST.JUDE MEDICAL INC COM 1,726.00 null 73,458.56 855244109 STARBUCKS CORP COM STK 3,700.00 null 55,722.00 85590A401 STARWOOD HOTELS & RESORTS 949 null 34,458.19 858119100 STEEL DYNAMICS INC COM 246 null 5,015.94 858912108 STERICYCLE INC COM STK 438 null 26,244.96 863236105 STRAYER EDUCATION INC COM 72 null 15,876.00 86764P109 SUNOCO INC COM STK USD1 352 null 13,439.36 867652109 SUNPOWER CORP COM STK 205 null 14,842.00 868157108 SUPERIOR ENERGY SERVICES 411 null 13,131.45 876664103 TAUBMAN CENTRES INC COM 269 null 12,860.89 87236Y108 TD AMERITRADE HOLDING 1,235.00 null 23,353.85 878237106 TECH DATA CORP COM STK 38 null 1,163.56 878377100 TECHNE CORP COM STK 196 null 14,651.00 879433100 TELEPHONE & DATA SYSTEMS 225 null 7,447.50 88033G100 TENET HEALTHCARE CORP COM 1,378.00 null 8,364.46 88076W103 TERADATA CORPORATION COM 448 null 9,900.80 880770102 TERADYNE INC COM STK 547 null 4,518.22 880915103 TERRA INDUSTRIES COM STK 465 null 18,232.65 881609101 TESORO CORP COM STK 204 null 3,259.92 88162F105 TETRA TECHNOLOGIES COM 379 null 5,965.46 883203101 TEXTRON INC COM STK 1,267.00 null 45,954.09 885160101 THOR INDUSTRIES COM STK 53 null 1,419.87 88633P302 TICKETMASTER USD0.01 24 null 321.6 886423102 TIDEWATER INC COM STK 14 null 798.56 886547108 TIFFANY & CO COM STK 641 null 25,582.31 88706M103 TIM HORTONS COM STK 939 null 28,611.33 887389104 TIMKEN CO COM STK NPV 21 null 598.5 888339207 TITANIUM METALS CORP COM 80 null 828.8 872540109 TJX COS INC COM STK USD1 2,158.00 null 71,731.92 891092108 TORO CO COM STK USD1 190 null 7,736.80 891906109 TOTAL SYSTEM SERVICES INC 832 null 14,926.08 893521104 TRANSATLANTIC HLDGS INC 33 null 1,904.10 894675107 TREE COM INC USD0.01 4 null 32.04 896239100 TRIMBLE NAVIGATION COM 617 null 17,899.17 902494103 TYSON FOODS INC(DEL) 157 null 2,041.00 909214108 UNISYS CORP COM STK 998 null 3,532.92 909218109 UNIT CORP COM STK USD0.20 183 null 9,376.92 911684108 UNITED STATES CELLULAR 35 null 1,610.00 917047102 URBAN OUTFITTERS INC COM 577 null 20,327.71 903236107 URS CORP COM STK USD0.01 77 null 2,998.38 903293405 USG CORP COM STK USD0.10 189 null 5,343.03 918905100 VALHI INC COM STK USD0.01 11 null 163.35 920253101 VALMONT INDUSTRIES INC 96 null 8,437.44 92220P105 VARIAN MEDICAL SYSTEMS 638 null 38,828.68 922207105 VARIAN SEMICONDUCT EQUIP 377 null 10,522.07 918194101 VCA ANTECH INC COM STK 429 null 12,638.34 92276F100 VENTAS INC COM STK 116 null 5,034.40 9.23E+106 VERISIGN COM STK USD0.001 990 null 24,878.70 92532F100 VERTEX PHARMACEUTICAL COM 714 null 18,942.42 92922P106 W & T OFFSHORE INC COM 153 null 4,418.64 92927K102 WABCO HOLDINGS INC COM 333 null 14,065.92 930059100 WADDELL & REED FINANCIAL 441 null 10,910.34 93317Q105 WALTER INDUSTRIES INC COM 283 null 16,920.57 934550104 WARNER MUSIC GROUP COM 71 null 575.81 941848103 WATERS CORP COM STK 509 null 30,636.71 942683103 WATSON PHARMACEUTICALS 262 null 7,679.22 94770V102 WEBMD HEALTH CORP COM STK 39 null 1,015.17 948626106 WEIGHT WATCHERS 155 null 5,848.15 94946T106 WELLCARE HEALTH PLANS INC 212 null 8,454.56 950590109 WENDY'S INTERNATIONAL INC 400 null 8,800.00 95082P105 WESCO INTERNATIONAL INC 157 null 5,837.26 958102105 WESTERN DIGITAL CORP COM 1,125.00 null 25,537.50 966387102 WHITING PETROLEUM CORP 215 null 16,120.70 966837106 WHOLE FOODS MARKET INC 712 null 12,887.20 968223206 WILEY(JOHN)& SONS INC 205 null 8,661.25 969904101 WILLIAMS-SONOMA INC COM 72 null 1,306.08 97381W104 WINDSTREAM CORP COM STK 1,133.00 null 13,267.43 983134107 WYNN RESORTS COM STK 291 null 24,347.97 983919101 XILINX USD0.01 1,419.00 null 31,899.12 988498101 YUM BRANDS INC COM NPV 2,408.00 null 91,287.28 989207105 ZEBRA TECHNOLOGIES 309 null 8,831.22 G02602103 AMDOCS ORD GBP0.01 423 null 11,547.90 G0692U109 AXIS CAPITAL HLDGS COM 176 null 5,540.48 G20045202 CENTRAL EUROPEAN MEDIA 183 null 12,539.16 G24182100 COOPER INDUSTRIES LTD COM 673 null 28,757.29 P31076105 COPA HOLDINGS SA NPV 111 null 4,424.46 G36535139 FOSTER WHEELER LTD ORD 732 null 27,859.92 G3682E127 FRONTLINE LTD COM STK 248 null 11,239.36 G37260109 GARMIN COM STK USD0.01 652 null 21,242.16 G3922B107 GENPACT COM STK USD0.01 293 null 3,721.10 G4412G101 HERBALIFE LTD 330 null 13,797.30 G4776G101 INGERSOLL-RAND CO COM STK 279 null 9,536.22 G491BT108 INVESCO LTD COM STK 249 null 5,779.29 G54050102 LAZARD LTD COM STK CLASS 349 null 13,146.83 G5876H105 MARVELL TECH GROUP COM 2,465.00 null 26,622.00 580037109 MCDERMOTT INTERNATIONAL 1,152.00 null 31,806.72 G60642108 MF GLOBAL COM STK USD1 229 null 1,193.09 G6359F103 NABORS INDUSTRIES COM STK 202 null 5,197.46 G65422100 NOBLE CORPORATION 1,366.00 null 57,945.72 G67743107 ORIENT EXPRESS HOTELS LTD 183 null 6,523.95 G7945J104 SEAGATE TECHNOLOGY HLDGS 1,193.00 null 15,711.81 G87210103 UTI WORLDWIDE INC ORD NPV 457 null 9,098.87 G9435N108 WARNER CHILCOTT LIMITED 467 null 7,238.50 null Net Other Assets / Cash 556,958.21 null 556,958.21 Security Number Security Description Shares/Contracts Notional Value Market Value ProShares UltraShort Russell Midcap Growth 74347R446 null RUSSELL MIDCAP GROWTH SWA -71,611.97 -26,360,522.08 null null Net Other Assets / Cash 13,250,726.43 null 13,250,726.43 Security Number Security Description Shares/Contracts Notional Value Market Value ProShares Ultra Russell 2000 Value 74347R479 null RUSSELL 2000 VALUE SWAP 68,989.96 24,638,738.25 null 92533108 BLACKROCK KELSO CAPITAL 542 null 5,186.94 376546107 GLADSTONE INVESTMENT CORP 920 null 5,897.20 48660Q102 KAYNE ANDERSON ENERGY 419 null 7,357.64 BOST13101 ALPHARMA INC 787 null - 16104810R CHARLOTTE RUSSE HOLDING 735 null - BOST05106 GAYLORD ENTERTAINMENT CO 1,703.00 null - 44248720R HOVNANIAN ENTERPRISE RGHT 1,581.00 null - BOST32100 PLEXUS CORP 148 null - 885535104 3 COM CORP STK 16,804.00 null 33,776.04 88554D205 3 D SYSTEMS INC COM STK 69 null 810.75 65440K106 99 CENTS ONLY STORES COM 873 null 8,232.39 1282102 A H BELO CORP USD0.01 853 null 4,862.10 361105 AAR CORP COM STK USD1 1,248.00 null 19,718.40 2535201 AARON RENTS INC COM VTG 1,891.00 null 53,515.30 00350L109 ABINGTON BANCORP INC COM 1,019.00 null 10,026.96 3687100 ABITIBIBOWATER INC COM 2,216.00 null 11,766.96 957100 ABM INDUSTRIES INC COM 1,822.00 null 39,173.00 4239109 ACADIA REALTY TRUST SHS 693 null 16,486.47 00081T108 ACCO BRANDS CORP COM STK 2,257.00 null 19,071.65 4398103 ACCURIDE CORP COM STK 1,477.00 null 1,536.08 4446100 ACETO CORP COM STK 958 null 8,123.84 4934105 ACTEL CORP COM STK 998 null 11,926.10 00508X203 ACTUANT CORP CLS'A' COM 228 null 6,361.20 00508Y102 ACUITY BRANDS INC COM STK 227 null 9,154.91 5125109 ACXIOM CORP COM STK 2,546.00 null 35,822.22 00651F108 ADAPTEC INC COM STK 5,040.00 null 17,640.00 00738A106 ADTRAN INC COM STK 1,025.00 null 20,418.00 00739W107 ADVANCE AMER CASH 1,205.00 null 5,229.70 7973100 ADVANCED ENERGY 1,080.00 null 14,720.40 7942204 ADVANTA CORP CLASS'B'NON 1,596.00 null 13,198.92 00104Q107 AFC ENTERPRISES INC COM 498 null 4,407.30 00826T108 AFFYMETRIX INC COM STK 1,354.00 null 10,683.06 00847J105 AGILYSYS INC 946 null 10,765.48 8492100 AGREE REALTY CORP COM STK 325 null 8,164.00 00949P108 AIRTRAN HLDGS INC COM STK 2,350.00 null 6,909.00 00950V101 AIRVANA INC COM STK 99 null 516.78 11311107 ALAMO GROUP INC COM STK 258 null 4,344.72 11659109 ALASKA AIR GROUP INC COM 1,499.00 null 33,262.81 01167P101 ALASKA COM SYSTEMS GROUP 879 null 9,739.32 12348108 ALBANY INTERNATIONAL CORP 1,237.00 null 37,852.20 12423109 ALBANY MOLECULAR RESEARCH 606 null 10,271.70 14752109 ALEXANDER'S INC COM STK 30 null 11,550.00 16230104 ALICO INC COM STK USD1 33 null 1,255.65 01748X102 ALLEGIANT TRAVEL COM STK 90 null 2,868.30 18522300 ALLETE COM NPV 1,091.00 null 47,458.50 18606202 ALLIANCE IMAGING INC COM 84 null 946.68 18772103 ALLIANCE ONE 1,045.00 null 3,897.85 19344100 ALLIED NEVADA GOLD CORP 221 null 886.21 19645506 ALLIS-CHALMERS ENERGY INC 1,168.00 null 12,836.32 20520102 ALON USA ENERGY INC COM 451 null 5,799.86 20813101 ALPHARMA INC CLASS'A'COM 787 null 28,843.55 23139108 AMBAC FINANCIAL GROUP INC 11,955.00 null 74,599.20 02341W103 AMCOL INTERNATIONAL CORP 719 null 22,396.85 02342J101 AMCOMP COM STK USD0.01 524 null 6,240.84 23912108 AMCORE FINANCIAL COM STK 822 null 6,987.00 23586100 AMERCO COM 391 null 16,625.32 24061103 AMERICAN AXLE & 1,920.00 null 12,614.40 24835100 AMERICAN CAMPUS 1,763.00 null 51,461.97 02503X105 AMERICAN CAPITAL AGENCY 416 null 7,600.32 25334103 AMERICAN DAIRY INC COM 90 null 635.4 25676206 AMERICAN EQUITY INVT LIFE 2,276.00 null 19,277.72 26375105 AMERICAN GREETINGS CORP 2,035.00 null 34,757.80 28723104 AMERICAN OIL & GAS INC 1,157.00 null 2,371.85 28884104 AMERICAN PHYSICIANS 350 null 15,200.50 02916P103 AMERICAN RAILCAR 84 null 1,311.24 29683109 AMERICAN SOFTWARE INC 319 null 1,744.93 29899101 AMERICAN STATES WATER CO 719 null 26,825.89 30371108 AMERICAN VANGUARD CORP 47 null 690.43 30506109 AMERICAN WOODMARK CORP 99 null 2,345.31 03062T105 AMERICA'S CAR MART INC 418 null 8,744.56 03073T102 AMERIGROUP CORP COM STK 2,231.00 null 55,797.31 03076K108 AMERIS BANCORP COM STK 565 null 6,893.00 03071H100 AMERISAFE INC COM STK 784 null 14,927.36 03070Q101 AMERISTAR CASINOS INC COM 1,059.00 null 16,467.45 30710107 AMERON INTERNATIONAL 300 null 31,518.00 31001100 AMES NATL CORP COM STK 268 null 5,885.28 31652100 AMKOR TECHNOLOGY INC COM 3,980.00 null 25,949.60 1744101 AMN HEALTHCARE SERVICES 100 null 1,876.00 32015109 AMPAL-AMERICAN ISRAEL 820 null 3,747.40 32037103 AMPCO-PITTSBURGH CORP COM 92 null 2,889.72 32159105 AMREP CORP COM STK 66 null 3,239.28 03232P405 AMSURG CORP COM STK NPV 1,312.00 null 34,689.28 32359309 AMTRUST FINANCIAL SERVICE 622 null 7,886.96 32744104 ANAREN INC COM STK 609 null 6,345.78 32839102 ANCHOR BANCORP WISCONSIN 793 null 6,304.35 34164103 ANDERSONS INC COM STK NPV 754 null 30,175.08 03475V101 ANGIODYNAMICA INC COM STK 592 null 9,205.60 35290105 ANIXTER INTERNATIONAL INC 1,139.00 null 71,016.65 37023108 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465754208 I2 TECHNOLOGIES INC COM 653 null 9,057.11 450732201 IBASIS INC COM STK 1,310.00 null 4,401.60 450828108 IBERIABANK CORP COM STK 537 null 29,502.78 44925C103 ICF INTERNATIONAL INC COM 261 null 4,891.14 44930K108 ICO GLOBAL 2,921.00 null 6,455.41 449293109 ICO HLDGS INC COM STK NPV 715 null 4,247.10 451055107 ICONIX BRAND GROUP INC 697 null 7,834.28 44929Y101 ICT GROUP INC COM STK 205 null 1,627.70 44930G107 ICU MEDICAL INC COM STK 229 null 7,156.25 44934T105 ICX TECHNOLOGIES INC COM 255 null 2,034.90 451107106 IDACORP INC COM STK NPV 1,885.00 null 56,229.55 451663108 IDEARC INC COM STK 6,143.00 null 6,265.86 448947309 IDT CORP CLASS'B'USD0.01 2,253.00 null 2,162.88 451713101 IKON OFFICE SOLUTIONS COM 3,375.00 null 57,915.00 45245A107 IMATION CORP COM STK 1,245.00 null 26,281.95 452521107 IMMERSION CORP COM STK 612 null 3,414.96 453096208 IMPERIAL SUGAR CO(NEW) 496 null 5,952.00 453440307 INDEPENDENCE HLDGS COM 270 null 3,075.30 453836108 INDEPENDENT BANK 678 null 19,695.90 45665Q103 INFINITY PROPERTY & 638 null 28,384.62 45670G108 INFOGROUP INC COM STK 1,378.00 null 9,384.18 45678T201 INFOSPACE INC COM STK 606 null 6,647.82 457030104 INGLES MARKET INC 524 null 13,100.00 457461200 INLAND REAL ESTATE CORP 1,618.00 null 24,156.74 45774N108 INNOPHOS HOLDINGS INC COM 208 null 6,223.36 45768S105 INNOSPEC INC COM STK 375 null 4,912.50 45765U103 INSIGHT ENTERPRISE INC 1,954.00 null 30,228.38 457667103 INSITUFORM TECHNOLOGIES 1,157.00 null 19,530.16 45774W108 INSTEEL INDUSTRIES INC 659 null 9,331.44 45814P105 INTEGRA BANK CORPCOM 861 null 5,915.07 4.58E+305 INTEGRATED ELECTRICAL 253 null 4,503.40 458334109 INTER PARFUMS INC COM STK 552 null 6,960.72 45840J107 INTERACTIVE DATA CORP COM 801 null 22,051.53 458743101 INTERLINE BRANDS INC COM 1,350.00 null 22,369.50 45885A300 INTERNAP NETWORK SERVICES 1,046.00 null 3,409.96 459044103 INTERNATIONAL BANCSHARES 2,126.00 null 57,083.10 460321201 INTERNATIONAL SHIPHOLDING 252 null 5,697.72 460608102 INTERNET BRANDS INC COM 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COM 584 null 11,294.56 55611C108 MACROVISION SOLUTIONS 3,175.00 null 49,625.25 556269108 MADDEN(STEVEN) COM STK 736 null 20,424.00 55277P104 MADISON GAS & ELEC CO COM 920 null 30,948.80 559079207 MAGELLAN HEALTH SERVICES 1,687.00 null 72,254.21 559775101 MAGUIRE PROPERTIES INC 1,594.00 null 12,401.32 560305104 MAIDENFORM BRANDS INC COM 470 null 7,120.50 56062Y102 MAINSOURCE FINANCIAL 774 null 13,769.46 563771104 MANNATECH INC COM 553 null 2,012.92 56400P201 MANNKIND CORP 1,024.00 null 3,461.12 566330106 MARCUS CORP COM STK USD1 844 null 15,090.72 568427108 MARINE PRODUCTS CORP COM 277 null 2,224.31 567908108 MARINEMAX INCCOM STK 681 null 5,706.78 57060D108 MARKETAXESS HOLDINGS INC 1,291.00 null 10,315.09 573075108 MARTEN TRANSPORT COM STK 637 null 13,886.60 576323109 MASTEC INC COM STK USD0.1 186 null 2,711.88 577128101 MATTHEWS INTL CORP 70 null 3,474.80 577223100 MATTSON TECHNOLOGY INC 2,057.00 null 10,079.30 577345101 MAUI LAND & PINEAPPLE CO 195 null 4,812.60 577933104 MAXIMUS INC 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63080P105 NARA BANCORP INC COM STK 950 null 12,673.00 628968109 NASB FINANCIAL INC COM 142 null 3,851.04 631158102 NASH FINCH CO COM STK 531 null 23,687.91 635017106 NATIONAL BEVERAGE CORP 417 null 3,640.41 632381208 NATIONAL COAL CORP COM 95 null 508.25 63607P208 NATIONAL FINANCIAL 1,646.00 null 31,899.48 635906100 NATIONAL HEALTH CARE CORP 44 null 2,079.00 63633D104 NATIONAL HEALTH INVESTORS 927 null 30,183.12 63654U100 NATIONAL INTERSTATE CORP 256 null 4,582.40 637138108 NATIONAL PENN BANCSHARES 3,313.00 null 45,885.05 637215104 NATIONAL PRESTO 171 null 13,223.43 637372103 NATIONAL RESEARCH CORP 17 null 516.97 638522102 NATIONAL WESTERN LIFE 94 null 21,920.80 637417106 NATL RETAIL PPTYS COM 3,061.00 null 66,852.24 63910B102 NAUTILUS INC COM STK NPV 950 null 4,693.00 638904102 NAVIGATORS GROUP INC COM 549 null 29,267.19 628778102 NBT BANCORP INC COM STK 1,337.00 null 35,871.71 628852105 NCI BUILDING SYSTEMS INC 822 null 29,172.78 640079109 NEENAH PAPER INC COM STK 608 null 12,032.32 640268108 NEKTAR THERAPEUTICS COM 2,249.00 null 8,366.28 64031N108 NELNET INC COM STK 729 null 10,898.55 64104X108 NESS TECHNOLOGIES INC COM 1,486.00 null 17,029.56 64111Q104 NETGEAR INC COM STK 1,229.00 null 18,557.90 64115T104 NETSCOUT SYSTEMS INC COM 190 null 1,953.20 646025106 NEW JERSEY RESOURCES CORP 1,747.00 null 62,298.02 649295102 NEW YORK & CO INC COM STK 814 null 8,538.86 650203102 NEWALLIANCE BANCSHARES 4,526.00 null 63,228.22 65105M108 NEWCASTLE INVESTMENT CORP 2,200.00 null 10,978.00 651718504 NEWPARK RESOURCES INC COM 3,744.00 null 24,223.68 651824104 NEWPORT CORP COM NPV 1,500.00 null 15,855.00 65251F105 NEWSTAR FINANCIAL INC COM 687 null 5,372.34 62912R107 NGP CAPITAL RESOURCES COM 901 null 13,100.54 654086107 NICOR INC COM STK USD2.5 1,881.00 null 87,240.78 65411N105 NIGHTHAWK RADIOLOGY 886 null 7,513.28 629156407 NL INDUSTRIES INC COM STK 115 null 1,102.85 629337106 NN INC COM STK USD0.01 118 null 1,807.76 66611L105 NORTHFIELD BANCORP INC 820 null 9,635.00 66704R100 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740585104 PREMIERE GLOBAL SERVICES 369 null 5,335.74 740921101 PREMIERWEST BANCORP COM 807 null 5,640.93 740884101 PRESIDENTIAL LIFE CORP 903 null 14,989.80 74112D101 PRESTIGE BRANDS HLDGS INC 1,407.00 null 13,521.27 74157K846 PRIMEDIA INC COM STK 1,050.00 null 2,562.00 74267C106 PROASSURANCE CORP COM STK 1,336.00 null 72,771.92 743312100 PROGRESS SOFTWARE CORP 156 null 4,093.44 74348T102 PROSPECT CAPITAL CORP COM 1,095.00 null 13,698.45 743606105 PROSPERITY BANCSHARES INC 1,633.00 null 53,399.10 743815102 PROVIDENCE SERVICE CORP 75 null 929.25 743859100 PROVIDENT BANKSHARES CORP 1,382.00 null 11,263.30 74386T105 PROVIDENT FINANCIAL 2,487.00 null 39,617.91 744028101 PROVIDENT NEW YORK 1,671.00 null 22,408.11 69360J107 PS BUSINESS PARKS INC 446 null 23,303.50 747316107 QUAKER CHEMICAL CORP COM 69 null 2,162.46 747619104 QUANEX BUILDING PRODUCTS 547 null 8,659.01 747906204 QUANTUM-DLT & STORAGE 3,734.00 null 5,974.40 748349305 QUEST RESOURCE CORP COM 84 null 247.8 74834T103 QUEST SOFWARE INC COM STK 3,015.00 null 42,089.40 74838C106 QUIKSILVER INC COM STK 5,252.00 null 36,764.00 74955W307 R.H. DONNELLEY CORP COM 2,867.00 null 6,164.05 750077109 RACKABLE SYSTEMS INC COM 1,094.00 null 11,727.68 750236101 RADIAN GROUP INC COM 3,352.00 null 13,072.80 750459109 RADISYS CORP COM STK NPV 935 null 8,620.70 750491102 RADNET INC COM STK 76 null 311.6 749227104 RAIT FINANCIAL TRUST COM 2,582.00 null 14,588.30 751028101 RALCORP HOLDINGS INC COM 2,101.00 null 137,153.28 75130P109 RAM ENERGY RESOURCES INC 972 null 2,916.00 751452202 RAMCO-GERSHENSON 656 null 14,491.04 754055101 RASER TECHNOLOGIES INC 774 null 4,210.56 749388104 RC2 CORP COM STK USD0.01 725 null 18,110.50 749361200 RCN CORP COM STK USD0.01 733 null 8,847.31 75605L104 REALNETWORKS INC COM STK 2,258.00 null 14,112.50 756109104 REALTY INCOME CORP COM 4,222.00 null 103,396.78 75689M101 RED ROBIN GOURMET BURGERS 74 null 2,065.34 75734R105 REDDY ICE HLDGS INC COM 745 null 5,028.75 758075402 REDWOOD TRUST INC COM STK 1,369.00 null 27,448.45 758750103 REGAL BELOIT CORP COM STK 1,341.00 null 62,369.91 758932107 REGIS CORP COM STK 1,793.00 null 49,576.45 759148109 REHABCARE GROUP INC COM 752 null 13,558.56 7.60E+111 RENASANT CORPORATION COM 873 null 15,853.68 76009N100 RENT-A-CENTER INC COM STK 2,781.00 null 62,822.79 760276105 REPUBLIC AIRWAYS HLDGS 1,456.00 null 17,428.32 760281204 REPUBLIC BANCORP INC 385 null 11,665.50 760943100 RES-CARE INC COM STK NPV 1,034.00 null 19,914.84 761195205 RESOURCE AMERICA INC 409 null 4,437.65 76120W302 RESOURCE CAPITAL CORP 886 null 4,704.66 76128Y102 RETAIL VENTURES INC COM 1,143.00 null 4,949.19 761624105 REX STORES CORP COM STK 347 null 3,921.10 749941100 RF MICRO DEVICES INC COM 10,964.00 null 31,247.40 766721104 RIMAGE CORPN COM STK 378 null 5,174.82 769627100 RIVIERA HLDGS CORP COM 85 null 918.85 749607107 RLI CORP COM STK USD1 778 null 43,256.80 770196103 ROBBINS & MYERS INC COM 484 null 16,756.08 772739207 ROCK-TENN CO CLASS'A'COM 991 null 43,475.17 774186100 ROCKVILLE FINANCIAL INC. 370 null 5,235.50 774415103 ROCKWOOD HLDGS INC COM 1,737.00 null 55,601.37 775133101 ROGERS CORP CAP STK USD1 747 null 27,863.10 77581P109 ROMA FINANCIAL 365 null 5,332.65 777779307 ROSETTA RESOURCES INC COM 2,143.00 null 40,524.13 780287108 ROYAL GOLD INC COM STK 1,219.00 null 37,984.04 74973W107 RTI INTERNATIONAL METALS 958 null 22,216.02 781182100 RUBY TUESDAY INC COM 2,155.00 null 14,912.60 781258108 RUDDICK CORP COM STK USD1 1,658.00 null 54,730.58 781270103 RUDOPLH TECHNOLOGIES INC 1,140.00 null 9,598.80 781846209 RUSH ENTERPRISES INC.- 1,400.00 null 19,110.00 782233100 RUSS BERRIE & CO COM STK 699 null 4,333.80 783332109 RUTH'S HOSPITALITY GROUP 371 null 1,669.50 783764103 RYLAND GROUP INC COM STK 1,766.00 null 43,549.56 783859101 S & T BANCORP INC COM STK 992 null 33,499.84 78463B101 S1 CORP. 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COM 212 null 1,422.52 831865209 SMITH(A.O.)CORP COM STK 832 null 34,993.92 832449102 SMITHTOWN BANCORP COM STK 331 null 5,580.66 834376501 SOLUTIA INC COM STK 909 null 14,580.36 83545G102 SONIC AUTOMOTIVE INC COM 1,087.00 null 12,283.10 835451105 SONIC CORP COM STK 392 null 5,625.20 835460106 SONIC SOLUTIONS COM STK 364 null 1,481.48 835470105 SONICWALL INC COM STK NPV 1,963.00 null 11,581.70 83616T108 SOURCEFIRE INC COM STK 162 null 1,202.04 837841105 SOUTH FINANCIAL GROUP INC 3,033.00 null 24,142.68 838518108 SOUTH JERSEY INDUSTRIES 1,239.00 null 43,303.05 84470P109 SOUTHSIDE BANCSHARES INC 506 null 11,253.44 844767103 SOUTHWEST BANCORP INC 605 null 11,513.15 844895102 SOUTHWEST GAS CORP COM 1,804.00 null 54,336.48 845331107 SOUTHWEST WATER CO COM 1,020.00 null 10,699.80 84610H108 SOVRAN SELF STORAGE INC 911 null 35,756.75 84649R101 SPANSION INC COM STK 4,811.00 null 9,333.34 846819100 SPARTAN MOTORS COM STK 1,247.00 null 5,112.70 846822104 SPARTAN STORES INC COM 802 null 18,341.74 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