OptionableStocks by gegouzhen12

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									This publication reflects options listed as of May 2, 2007.

This publication discusses exchange-traded options issued by The Options Clearing
Corporation.Reasonable effort has been used to ensure accuracy of the information
provided;however,there may be inaccuracies due to human or other error.Those inaccu-
racies include,but are not limited to,inconsistencies,omissions,and spelling mistakes.No
responsibility is assumed for any errors or for the consequences of relying or acting on the
information provided in this publication.Any reader wishing to confirm symbol or position
limits may do so by contacting a listing exchange.No statement in this publication is to be
construed as a recommendation to purchase or sell a security,or to provide investment
advice.Options involve risk and are not suitable for all investors.Prior to buying or selling
options,you must read the options disclosure document,Characteristics and Risks of
Standardized Options,which can be obtained from your broker,from any exchange on
which options are traded or by calling 1-888-OPTIONS.

Exchange Codes:
A = AMEX
B = BOX
C = CBOE
I = ISE
P = NYSE Arca
X = PHLX
Please note that Equity position limits
are represented in shares not contracts
 Option     Stock                                                 Position       Option          Stock
 Symbol    Symbol                          Name      Exchanges      Limit        Symbol         Symbol
UEH       TRMB      @ ROAD, INC.                     C           65000000    QCD          KBAY
XQQ       OIIM      02MICRO INTERNATIONAL, LTD.      ACP         07500000    KSU          KSU
UHF       FLWS      1-800-FLOWERS.COM, INC.          C           05000000    KDN          KDN
QNE       TFSM      247 REAL MEDIA INC               ACIPX       25000000    KBH          KBH
THQ       COMS      3COM CORPORATION                 ABCIPX      25000000    KIY          KBH
MMM       MMM       3M CO.                           ABCIPX      25000000    KBR          KBR
MNZ       MMM       3M CO. (WRAP)                    ABCIPX      25000000    KBE          KBE
KDE       KDE       4 KIDS ENTERTAINMENT, INC.       CX          02500000    KCE          KCE
NDN       NDN       99 CENTS ONLY STORES             CIPX        20000000    KIE          KIE
QRV       ACMR      A. C. MOORE ARTS CRAFTS INC      AIX         07500000    KRE          KRE
UFZ       SHLM      A. SCHULMAN, INC.                X           05000000    KEA          KEA
AGE       AGE       A.G. EDWARDS INC                 ACIPX       07500000    K            K
HUA       ASVI      A.S.V.,INC                       CIPX        07500000    KWD          KWD
AIR       AIR       AAR CORP.                        CIPX        07500000    KEM          KEM
QOX       ABAX      ABAXIS, INC.                     BCIPX       07500000    QNN          KNDL
ABB       ABB       ABB LTD-SPON ADR                 ABCIPX      25000000    AZQ          KNXA
ABT       ABT       ABBOTT LABORATORIES              ABCIPX      25000000    KMT          KMT
ANF       ANF       ABERCROMBIE & FITCH CO           ABCIPX      25000000    QKN          KNSY
IBU       ABMD      ABIOMED INC                      AX          02500000    QKY          KERX
ABY       ABY       Abitibi-Consolidated Inc.        C           25000000    KEY          KEY
ABM       ABM       ABM INDUSTRIES INCORPORATED      AX          05000000    KSE          KSE
ABN       ABN       ABN AMRO HOLDINGS NV             AX          25000000    QFD          KFRC
ABP       ABP       ABRAXAS PERTOLEUM CORPORATION    ACIPX       07500000    KMB          KMB
AQO       ABBI      ABRAXIS BIOSCIENCE INC           ABCIPX      25000000    KIM          KIM
AQY       ACAD      ACADIA Pharmaceuticals Inc.      CIPX        07500000    KMP          KMP
ICQ       ACCL      ACCELRYS INC                     AC          02500000    KMR          KMR
ACN       ACN       ACCENTURE LTD.                   ABCIPX      25000000    KMI          KMI
ABD       ABD       ACCO BRANDS CORP                 X           07500000    KND          KND
QFW       LEND      ACCREDITED HOME LENDERS          ABCIPX      25000000    KCI          KCI
ACW       ACW       Accuride Corporation             X           05000000    KG           KG
UAA       AACE      ACE CASH EXPRESS, INC            X           02500000    KGC          KGC
ACE       ACE       ACE LIMITED                      ABCIPX      25000000    KEX          KEX
QLS       ACGY      Acergy S.A.                      CPX         07500000    KFN          KFN
QFA       APKT      Acme Packet, Inc.                CIPX        05000000    KCQ          KLAC
QOR       ACOR      Acorda Therapeutics, Inc.        CIPX        25000000    QTN          NITE
LQA       ACTL      ACTEL CORP                       P           05000000    KNX          KNX
UQB       ACTS      Actions Semiconductor Co. Ltd.   X           05000000    QHF          VLCCF
AQV       ATVI      ACTIVISION, INC.                 ABCIPX      44222500    KCP          KCP
UCV       ACTU      ACTUATE cORPORATION              X           07500000    KNQ          KCAP
AYI       AYI       Acuity Brands, Inc.              C           07500000    KSS          KSS
AQJ       ACUS      Acusphere, Inc.                  PX          05000000    QKX          KOMG
UQA       ACXM      ACXIOM CORP.                     CIPX        07500000    QKR          KONG
PKQ       ARXT      ADAMS RESP THERAPEUTICS INC      CIPX        20000000    AHO          AHO
APQ       ADPT      ADAPTEC, INC.                    CPX         25000000    PHG          PHG
TLQ       ADCT      ADC TELECOMMUNICATIONS, INC.     BCIPX       25000000    KB           KB
KAR       KAR       ADESA, INC                       A           07500000    KQO          KOPN
ASF       ASF       ADMINISTAFF, INC                 AIPX        07500000    KOP          KOP
AEQ       ADBE      ADOBE SYSTEMS INC.               ABCIPX      25000000    KEP          KEP
UAH       ADLR      ADOLOR CORPORATION               ABCIPX      25000000    KFY          KFY
RQA       ADTN      ADTRAN, INC.                     ABCIPX      25000000    KQW          KOSP
AEA       AEA       Advance America Cash Advance C   CX          05000000    KFT          KFT
AAP       AAP       ADVANCE AUTO PARTS, INC.         ABCIPX      25000000    KKD          KKD
QIH       AATI      ADVANCED ANALOGIC TECHNOLOGIES   X           07500000    KR           KR
OEQ       AEIS      ADVANCED ENERGY IND              ACIPX       07500000    KUE          KRON
AVM       AMAG      ADVANCED MAGNETICS INC           ACIPX       05000000    SWU          KSWS
EYE       EYE       ADVANCED MEDICAL OPTICS, INC.    ABCIPX      25000000    KTC          KTC
AMD       AMD       ADVANCED MICRO-DEVICES           ABCIPX      50000000    KQS          KLIC
AKD       AMD       ADVANCED MICRO-DEVICES (Wrap)    ABCIPX      50000000    KUA          KVA
AQG       AVNC      Advancis Pharmaceutical Corpor   C           05000000    VJU          KVHI
ABQ       ADVNB     ADVANTA CORP., CL B              ACX         02500000    QYQ          KYPH
AAV   AAV    ADVANTAGE ENERGY INCOME FUND     ACIX     25000000    FQD   FSTR
UIV   ADVS   ADVENT SOFTWARE, INC.            PX       05000000    ID    ID
ANX   ANX    ADVENTRX PHARMACEUTICALS, INC    ACPX     07500000    LLL   LLL
AD    AD     ADVO, Inc.                       CIP      25000000    QQJ   LJPC
AEG   AEG    AEGON NV ADR                     CPX      07500000    LRW   LRW
ARX   ARXX   AEROFLEX INCORPORATED            C        25000000    LH    LH
ARO   ARO    AEROPOSTALE, INC.                ABCIPX   25000000    LAB   LAB
AES   AES    AES CORP.                        ABCIPX   25000000    UQO   LDSH
AET   AET    Aetna, Inc.                      ABCIPX   100000000   LI    LI
AAF   AET    Aetna, Inc. (Wrap)               ABCIPX   100000000   LMQ   LRCX
ACS   ACS    AFFILIATED COMPUTER SERVICES     ABCIPX   25000000    LJQ   LAMR
AMG   AMG    AFFILIATED MANAGERS GROUP INC    ABCIPX   07500000    UEW   LNCE
ARC   ARC    AFFORDABLE RESIDENTIAL COMMUNI   X        05000000    LFG   LFG
FIQ   AFFX   AFFYMETRIX INC                   ABCIPX   25000000    LNY   LNY
AFL   AFL    AFLAC INC.                       ACIPX    25000000    QRY   LSTR
AG    AG     AGCO CORP                        ABCIPX   25000000    LVS   LVS
AGR   AGR    AGERE SYSTEMS INC                CIPX     25000000    RXQ   LCRD
AGK   LSI    AGERE SYSTEMS INC (merger)       CIPX     79000000    LQT   LSCC
IQG   AGIL   AGILE SOFTWARE CORP              A        07500000    NQV   LAUR
A     A      AGILENT TECHNOLOGIES, INC.       ABCIPX   25000000    QPA   LWSN
AXW   A      AGILENT TECHNOLOGIES, INC. (di   ABCIPX   25000000    LAZ   LAZ
OQJ   AGYS   AGILYSYS INC                     PX       05000000    LZB   LZB
ATG   ATG    AGL RESOURCES, INC.              P        07500000    JVQ   LCAV
AEM   AEM    AGNICO EAGLE MINES LTD           ABCIPX   25000000    DUQ   LDIS
AGU   AGU    AGRIUM INC.                      ACIPX    25000000    UAO   LEAP
UDU   AIRM   AIR METHODS CORPORATION          IPX      05000000    LF    LF
APD   APD    AIR PRODUCTS AND CHEMICALS,INC   AIPX     25000000    LEA   LEA
AYR   AYR    Aircastle Limited                ACIPX    05000000    LEE   LEE
ARG   ARG    AIRGAS, INC.                     PX       07500000    LM    LM
AHQ   AIRN   AIRSPAN NETWORKS INC             A        07500000    LEG   LEG
AAI   AAI    AIRTRAN HOLDINGS INC.            ABCIPX   25000000    LES   LEH
AKS   AKS    AK STEEL HOLDING CORP.           ABCIPX   25000000    LYH   LEH
UMU   AKAM   AKAMAI TECHNOLOGIES INC          ABCIPX   25000000    LEH   LEH
QKV   ALDN   Aladdin Knowledge Systems Ltd    X        02500000    LEN   LEN
ALK   ALK    ALASKA AIR GROUP INC             ACIX     20000000    LII   LII
ULO   ALSK   Alaska Communications Systems    X        07500000    LUK   LUK
QAM   AMRI   ALBANY MOLECULAR RESEARCH        X        02500000    QHN   LVLT
ALB   ALB    ALBEMARLE CORPORATION            ACIX     07500000    LXK   LXK
ACV   ACV    ALBERTO-CULVER COMPANY           CP       25000000    LPL   LPL
AFA   ACV    ALBERTO-CULVER COMPANY (Mandat   P        25000000    HQC   LHCG
AL    AL     ALCAN INC.                       ABCIPX   25000000    LBY   LBY
ALU   ALU    ALCATEL-LUCENT                   ABCIPX   50000000    JAQ   LBTYK
AA    AA     ALCOA, INC                       ABCIPX   25000000    JUC   LBTYA
ACL   ACL    ALCON INC                        ABCIPX   25000000    NLD   LCAPA
ARS   ARS    ALERIS INTL INC                  AC       07500000    NLH   LINTA
AFN   AFN    Alesco Financial Inc.            AX       07500000    LRY   LRY
XQD   ALEX   ALEXANDER & BALDWIN, INC.        ABCIPX   05000000    LTM   LTM
ARE   ARE    ALEXANDRIA REAL EQUITIES INC     P        05000000    QKL   LIFC
XQN   ALXN   ALEXION PHARMACEUTICALS, INC     ABCIPX   20000000    PUN   LPNT
QAF   ALXA   Alexza Pharmaceuticals, Inc.     C        05000000    LQP   LGND
CUA   ALGN   ALIGN TECHNOLOGY INC.            CIPX     25000000    LTD   LTD
QAL   ALKS   ALKERMES, INC.                   ABCIPX   25000000    TVL   TVL
AYE   AYE    ALLEGHENY ENERGY INC.            CIPX     25000000    LQN   LNCR
ATI   ATI    Allegheny Technologies, Inc.     ABCIPX   25000000    LNC   LNC
AGN   AGN    ALLERGAN, INC.                   ABCIPX   25000000    LLQ   LLTC
ALE   ALE    ALLETE, INC.                     PX       02500000    QGJ   LINE
ADS   ADS    ALLIANCE DATA SYSTEMS CORP.      ABCIPX   25000000    DUN   LIOX
AQP   AHGP   Alliance Holdings GP LP          X        02500000    LGF   LGF
AOI   AOI    Alliance One International, In   C        07500000    GFQ   LFUS
AFV   ARLP   ALLIANCE RESOURCE PARTNERS       ACIPX    02500000    LYV   LYV
AB    AB     AllianceBernstein Holding L.P.   ACX      05000000    LIZ   LIZ
LNT   LNT    ALLIANT ENERGY CORP.             C        07500000    UOD   JADE
ATK   ATK    ALLIANT TECHSYSTEM INC.          ACIPX    07500000    LMT   LMT
ALD   ALD    ALLIED CAPITAL CORP              ABCIPX   20000000    EUB   LNET
AW    AW     ALLIED WASTE INDS., INC.         ABCIPX   25000000   CG    CG
AWH   AWH    Allied World Assurance Company   C        05000000   LTR   LTR
ALY   ALY    Allis-Chalmers Energy Inc.       CIPX     07500000   LQG   LOGI
QAT   ALTH   Allos Therapeutics, Inc.         X        25000000   LQJ   LOJN
MXQ   MDRX   ALLSCRIPTS HEALTHCARE SOLUTION   ACIPX    25000000   OUE   STAR
ALL   ALL    ALLSTATE CORPORATION             ABCIPX   25000000   LSS   LSS
AT    AT     ALLTEL CORPORATION               ABCIPX   50000000   LDG   LDG
ALJ   ALJ    ALON USA ENERGY INC.             CIPX     07500000   LFB   LFB
ANR   ANR    ALPHA NATURAL RESOURCES INC      ABCIPX   25000000   LPX   LPX
ALO   ALO    ALPHARMA INC                     CIPX     07500000   LOW   LOW
LTQ   ALTR   ALTERA CORPORATION               ABCIPX   25000000   LSI   LSI
KKT   ALTR   ALTERA CORPORATION (WRAP)        ABCIPX   25000000   BYQ   LYTS
QJI   ATRS   ALTIRIS, INC.                    CX       07500000   UXT   LTXX
MO    MO     ALTRIA GROUP, INC.               ABCIPX   25000000   UFR   LUFK
MOZ   MO     ALTRIA GROUP, INC. (dist)        ABCIPX   25000000   QPH   LMRA
QTA   ALTU   Altus Pharmaceuticals Inc.       C        02500000   LUM   LUM
ACH   ACH    Aluminum Corp. of China Ltd.     CPX      20000000   UQV   LMNX
QBY   ALVR   ALVARION LTD.                    ABCIPX   25000000   LUX   LUX
AQX   ALNY   ALYNLAM PHARM INC                CIPX     07500000   LYO   LYO
ZQN   AMZN   AMAZON.COM INC                   ABCIPX   25000000   MTB   MTB
ABK   ABK    AMBAC FINANCIAL GRP INC          ACIPX    20000000   MDC   MDC
ACO   ACO    AMCOL INTERNATIONAL CORP         X        05000000   MAC   MAC
DOX   DOX    AMDOCS LTD                       ABCIPX   25000000   CLI   CLI
CQW   AMED   AMEDISYS INC                     ABCIPX   09975000   MIC   MIC
AEJ   AMED   AMEDISYS INC (133 shares)        ACIPX    09975000   MVU   MVSN
BHU   UHAL   AMERCO                           X        02500000   MUN   MAFB
AEE   AEE    AMEREN CORPORATION               CIPX     25000000   MJU   MGLN
AMX   AMX    America Movil S.A.B. de C.V.     ABCIPX   75000000   MGG   MGG
AXL   AXL    AMERICAN AXLE & MFG. HLDNGS      ABCIPX   25000000   MMP   MMP
ACC   ACC    AMERICAN CAMPUS COMMUNITIES ,    X        02500000   UPB   LAVA
DQS   ACAS   AMERICAN CAPITAL STRAG., LTD     ACIPX    25000000   QBC   MECA
QAK   ACLI   AMERICAN COMMERICAL LINES INC    ACIPX    15000000   MPG   MPG
AEO   AEO    AMERICAN EAGLE OUTFITTERS        ABCIPX   37500000   UUN   MANT
AUA   AEO    AMERICAN EAGLE OUTFITTERS(150    ACIPX    37500000   MQR   MANH
AEP   AEP    AMERICAN ELEC POWER              ABCIPX   25000000   RYQ   MTEX
AEL   AEL    AMERICAN EQUITY INVESTMENT LIF   X        07500000   MWU   MNKD
AXP   AXP    AMERICAN EXPRESS                 ABCIPX   25000000   HCR   HCR
AFG   AFG    AMERICAN FINANCIAL GROUP         X        07500000   MAN   MAN
AFJ   AFG    AMERICAN FINANCIAL GROUP (150    X        07500000   MFC   MFC
AM    AM     AMERICAN GREETINGS CORP.         PX       07500000   MRO   MRO
AHM   AHM    AMERICAN HOME MORTAGE INVES CO   ABCIX    25000000   QBB   MCHX
AIG   AIG    AMERICAN INTERNATIONAL GROUP     ABCIPX   25000000   HZO   HZO
PLB   AITP   AMERICAN ITALIAN PASTA COMPANY   X        07500000   ME    ME
FGU   AMMD   AMERICAN MEDICAL SYSTEMS HOLDI   AX       25000000   EVX   EVX
AOB   AOB    American Oriental Bioengineeri   ACIPX    25000000   SLX   SLX
PWQ   APCC   AMERICAN PWR CONVERSION CORP.    ABCIP    25000000   MWE   MWE
UKU   ARII   American Railcar Industries, I   AX       05000000   MAR   MAR
KBU   ASEI   American Science and Engineeri   ABCIPX   07500000   MMC   MMC
ASD   ASD    AMERICAN STANDARD CORP           ABCIPX   25000000   MI    MI
QAY   AMSC   AMERICAN SUPERCONDUCTOR CORP     ACIPX    05000000   KQT   MATK
AMT   AMT    AMERICAN TOWER CORP. CLASS A     ABCIPX   25000000   MSO   MSO
AVD   AVD    American Vanguard Corporation    AX       02500000   MBZ   MLM
ACF   ACF    AMERICREDIT CORP                 ABCIPX   25000000   MLM   MLM
APU   APU    AmeriGas Partners, L.P.          X        02500000   FQM   MMLP
AGP   AGP    AMERIGROUP CORPORATION           ACIPX    20000000   MVL   MVL
AMP   AMP    AMERIPRISE FINANCIAL INC         ACIPX    25000000   UVM   MRVL
ABC   ABC    AMERISOURCEBERGEN, CORP.         ABCIPX   50000000   ULJ   MRVL
UWT   ASCA   AMERISTAR CASINOS, INC.          ACIPX    07500000   MAS   MAS
AMN   AMN    Ameron International Corporati   X        02500000   MEE   MEE
AMH   AMH    AMERUS GROUP CO.                 CP       05000000   MTZ   MTZ
AME   AME    AMETEK, INC.                     X        11250000   MA    MA
AKU   AME    AMETEK, INC. (3 for 2 stock sp   X        11250000   MAL   MA
AMQ   AMGN   AMGEN                            ABCIPX   25000000   XLB   XLB
YAA   AMGN   AMGEN (WRAP)                     ABCIPX   25000000   KQZ   MATH
ACQ   AMIS    AMIS HOLDINGS INC                X        07500000   PQT   MATR
QEL   AMKR    AMKOR TECHNOLOGY, INC.           ABCIPX   25000000   QXW   MTRX
AHS   AHS     AMN HEALTHCARE SRVS              AIX      07500000   IHU   MTXX
APH   APH     AMPHENOL CORPORATION             ACIPX    15000000   MC    MC
AMR   AMR     AMR CORPORATION                  ABCIPX   25000000   MAT   MAT
IGS   AMR     AMR CORPORATION (WRAP)           ABCIPX   25000000   QQM   MTSN
ACZ   RF      AMSOUTH BANCORP (Merger)         CPX      50000000   MVK   MVK
KKO   AMSG    AMSURG CORPORATION               X        05000000   XIQ   MXIM
AVZ   AVZ     Amvescap PLC                     P        07500000   MMS   MMS
AQM   AMLN    AMYLIN PHARMACEUTICALS INC       ABCIPX   25000000   QMW   MXWL
APC   APC     ANADARKO PETROLEUM CORPORATION   ABCIPX   50000000   MQQ   MAXY
AKQ   ANAD    ANADIGICS INC                    CIPX     25000000   MBI   MBI
ADI   ADI     ANALOG DEVICES INC               ABCIPX   25000000   MFE   MFE
EVB   ANEN    ANAREN INC (WRAP)                CP       05000000   MKC   MKC
QDZ   ANDS    Andays Pharmaceuticals Inc       ACX      07500000   MZV   BRCD
AQN   ANDW    ANDREW CORP                      ACIPX    25000000   MDR   MDR
QAX   ADRX    ANDRX CORPORATION                ABCIP    25000000   MCD   MCD
ULW   ANGO    AngioDynamcis, Inc.              X        12500000   QML   MCGC
AUJ   ANPI    ANGIOTECH PHARMACEUTICALS        ACIPX    07500000   MHP   MHP
AU    AU      ANGLOGOLD ASHANTI LTD.           ABCIPX   25000000   MCK   MCK
BUD   BUD     ANHEUSER-BUSCH CO                ABCIPX   25000000   MMR   MMR
AXE   AXE     ANIXTER INTERNATIONAL, INC       ACX      07500000   MDU   MDU
NLY   NLY     Annaly Capital Management Inc    ABCIPX   25000000   MIG   MIG
ANN   ANN     ANNTAYLOR STORES CORP            ABCIPX   25000000   MTL   MTL
UZD   ANST    Ansoft Corporation               APX      05000000   TQX   TAXI
QUS   ANSS    ANSYS, INC.                      X        05000000   MWM   MEDX
AHR   AHR     ANTHRACITE CAPITAL, INC.         X        07500000   MHS   MHS
QHL   AGEN    ANTIGENICS INC.                  ACPX     07500000   CJU   MCCC
ANH   ANH     ANWORTH MORTAGE ASSET CORP       AX       05000000   MPW   MPW
AOC   AOC     AON CORPORATION                  ABCIPX   25000000   MRN   MRN
APA   APA     APACHE CORPORATION               ABCIPX   25000000   MQL   MDCO
AIV   AIV     APARTMENT INVEST & MGMT CL. A    IPX      20000000   MRX   MRX
SIL   SIL     APEX SILVER MINES LIMITED        ABCIPX   25000000   MED   MED
QJA   APOG    APOGEE ENTERPRISES INC           CX       05000000   MEQ   MEDI
OAQ   APOL    APOLLO GROUP INC.                ABCIPX   25000000   MRU   MDTL
QPP   AINV    Apollo Investment Corporation    CPX      20000000   QMD   MDVN
AAQ   AAPL    Apple Inc                        ABCIPX   25000000   MDT   MDT
APV   AAPL    Apple Inc (WRAP)                 ABCIPX   25000000   NBQ   MPEL
QAA   AAPL    Apple Inc (wrap)                 ABCIPX   25000000   MEL   MEL
AQB   APPB    APPLEBEES INTL INC.              ACIPX    25000000   WFR   WFR
CRA   CRA     APPLERA CORP-CELERA GENOMICS     CIPX     20000000   MW    MW
ABI   ABI     APPLERA CORPORATION              CIPX     25000000   MNT   MNT
ANQ   AMAT    APPLIED MATERIALS, INC.          ABCIPX   25000000   MGQ   MENT
AEX   AMCC    APPLIED MICRO CIRCUITS (WRAP)    CPX      25000000   UNK   MRBK
HIU   APSG    APPLIED SIGNAL TECHNOLOGY , IN   X        02500000   HBV   PNC
AHG   AHG     APRIA HEALTHCARE GROUP INC       CIPX     20000000   MRK   MRK
WTR   WTR     Aqua America Inc.                ACIPX    20000000   SRA   SRA
QBT   AQNT    aQUANTIVE, INC.                  ABCIPX   25000000   QYR   MRCY
ILA   ILA     AQUILA INC                       CP       25000000   MCY   MCY
ARA   ARA     Aracruz Celulose S.A.            P        20000000   MDP   MDP
RMK   RMK     ARAMARK CORP., CLASS B           AX       25000000   MQP   MRGE
MT    MT      Arcelor Mittal                   ABCIPX   25000000   ZUG   VIVO
UOZ   ACGL    ARCH Capital Group Ltd           AIX      05000000   MDG   MDG
ACI   ACI     ARCH COAL, INC.                  ABCIPX   50000000   RMQ   MMSI
ADM   ADM     ARCHER DANIELS MIDLAND CO        ABCIPX   25000000   MTH   MTH
ASN   ASN     ARCHSTONE SMITH TRUST            IPX      25000000   KXQ   MERX
UGG   ARNA    ARENA PHARMACEUTICALS INC        ABCIPX   25000000   MER   MER
ARD   ARD     ARENA RESOURCES INC              CIPX     05000000   JMR   MER
AQU   ARCC    Ares Capital Corporation         X        07500000   EAQ   MESA
UAQ   ARIA    ARIAD PHARMACEUTICALS INC        ABCPX    20000000   MM    MM
IRU   ARBA    ARIBA, INC.                      ACIPX    25000000   QPN   MEOH
FDQ   ABFS    ARKANSAS BEST CORPORATION        IPX      07500000   QME   METH
AOQ   ARMHY   ARM HOLDINGS PLC                 P        25000000   MET   MET
AH    AH      ARMOR HOLDINGS, INC.             ABCIPX   20000000   MEK   MEK
AQK   ARQL    ArQule, Inc.                     X        05000000   QOM   MTLG
AUQ   ARRY    ARRAY BIOPHARMA INC              X        05000000   PCS   PCS
AQC   ARRS    ARRIS GROUP INC.                 ABCIPX   25000000   MTD   MTD
ARW   ARW     ARROW ELECTRONICS INC.           AIPX     25000000   QOG   MOGN
AJQ   ARRO    ARROW INTERNATIONAL INC          X        05000000   MTG   MTG
ARU   ARTC    ARTHROCARE CORPORATION           CIPX     05000000   MGM   MGM
AJG   AJG     ARTHUR J. GALLAGHER & CO.        AX       07500000   MQK   MGPI
ARM   ARM     ARVINMERITOR, INC.               ACIPX    25000000   MIM   MIM
ASA   ASA     ASA Ltd                          ABCPX    02500000   MIK   MIK
QDQ   ASTSF   ASE TEST LIMITED                 CX       07500000   MIQ   MCRL
ASH   ASH     ASHLAND INC                      BCIPX    50000000   QMT   MCHP
AGJ   ASH     ASHLAND INC (distribution)       IPX      50000000   MU    MU
EUJ   ASIA    ASIAINFO HOLDINGS, INC.          CPX      05000000   MFK   MCRS
IQB   ASMI    ASM INTERNATIONAL N.V.           X        05000000   QMS   MSCC
MFQ   ASML    ASML HOLDING NV NY               ABCIPX   25000000   MSQ   MSFT
UCU   ASPM    ASPECT MEDICAL SYSTEM INC        AIX      05000000   MQF   MSFT
ZQP   AZPN    ASPEN TECHNOLOGY INC             PX       20000000   MQV   MSFT
QOS   ASPV    Aspreva Pharmaceuticals Corp.    CIPX     07500000   EOU   MSTR
ADU   AACC    ASSET ACCEPTANCE CAPITAL CORPO   X        05000000   EOW   MSTR
QVS   ASBC    ASSOCIATED BANC CORP             C        07500000   TQT   TUNE
AIZ   AIZ     ASSURANT INC                     ACIPX    25000000   UWD   MVIS
AGO   AGO     ASSURED GUARANTY LTD             X        05000000   MAA   MAA
ATQ   ASFI    Asta Funding Inc.                CP       05000000   MDY   MDY
QYA   ASTE    ASTEC INDUSTRIES, INC.           CX       05000000   DIX   MDY
AF    AF      ASTORIA FINANCIAL CORP           ACIP     07500000   LSP   MDY
AZN   AZN     ASTRAZENECA PLC ADS              ABCIPX   25000000   XTY   MDY
QQY   ASYT    ASYST TECH INC                   IPX      25000000   CUN   MDY
T     T       AT & T Inc                       ABCIPX   83000000   ASJ   MDY
AUB   AGIX    ATHEROGENICS, INC                ABCIPX   25000000   JHB   MDY
QRA   ATHR    ATHEROS COMMUNICATIONS, INC      ACIPX    25000000   MWY   MWY
QZA   AMD     ATI TECHNOLOGIES, INC.           ABCIPX   50000000   MEH   MEH
ATN   ATN     Atlas Energy Resources LLC       X        02500000   QMN   MLNM
APL   APL     Atlas Pipeline Partners, L.P.    X        02500000   CQD   MICC
AQT   ATML    ATMEL CORP                       ABCIPX   25000000   MIL   MIL
ASQ   ATMI    ATMI INC                         ACIPX    07500000   MR    MR
ATO   ATO     Atmos Energy Corp                P        07500000   MSA   MSA
HKU   ATPG    ATP OIL & GAS CORPORATION        ABCIPX   05000000   MTX   MTX
ATW   ATW     ATWOOD OCEANICS , INC            ACIPX    07500000   BUF   BUF
AUO   AUO     AU OPTRONICS CORP                ABCIPX   25000000   QIP   MIPS
OBQ   ADBL    AUDIBLE INC                      BCIPX    07500000   MNG   MNG
QAS   AUDC    AUDIOCODES LTD                   ACPX     07500000   MIR   MIR
UXX   VOXX    AUDIOVOX CORPORATION             P        02500000   MTU   MTU
LKQ   ANET    Authorize.Net Holdings Inc       X        05000000   HFQ   MIVA
BCU   ABTL    AUTOBYTEL INC.                   X        05000000   MKH   MKH
ADQ   ADSK    AUTODESK INC                     ABCIPX   25000000   QQB   MKSI
ALV   ALV     AUTOLIV, INC                     AIX      07500000   UAC   MINI
ADP   ADP     AUTOMATIC DATA PROCESSINGINC     ABCIPX   25000000   MBT   MBT
AJI   ADP     AUTOMATIC DATA PROCESSINGINC(s   ABCIPX   25000000   MUL   MOBE
AN    AN      AUTONATION, INC                  ABCIPX   25000000   MHK   MHK
AZO   AZO     AUTOZONE INC.                    ABCIPX   25000000   MCQ   MDCC
UQX   AUXL    Auxilium Pharmaceuticals Inc.    C        05000000   OXQ   MOLX
AVB   AVB     AVALONBAY COMMUNITIES INC        ACIX     07500000   UHK   MOLXA
AVQ   AVNR    Avanir Pharmaceuticals           ACIPX    25000000   MOH   MOH
AV    AV      AVAYA INC.                       ABCIPX   25000000   TAP   TAP
AVR   AVR     Aventine Renewable Energy Hold   ACIPX    20000000   QMP   MNTA
AVY   AVY     AVERY DENNISON CORPORATION       ACIPX    07500000   MNC   MNC
QVI   AVII    AVI BIOPHARMA INC                ABCIX    25000000   QIK   MCRI
UQE   AVCI    AVICI SYSTEMS INC.               CIP      07500000   MGI   MGI
AQI   AVID    AVID TECHNOLOGY INC              ABCIPX   25000000   MON   MON
CAR   CAR     Avis Budget Group Inc            ABCIPX   25000000   BSQ   MNST
AVA   AVA     AVISTA CORPORATION               X        07500000   MRH   MRH
AVT   AVT     AVNET INC                        CIPX     25000000   MCO   MCO
QVX   AVCT    AVOCENT CORPORATION              ACIPX    20000000   MOG   MOGA
AVP   AVP     AVON PRODUCTS                    ABCIPX   25000000   MS    MS
AVX   AVX     AVX CORP.                        CP       07500000   QPR   MHGC
AXA   AXA     AXA - S.A.                       AP       07500000   QMR   MORN
AKI   AXCA    AXCAN PHARMA INC                 ACX      07500000   MOS   MOS
ULS   ACLS    AXCELIS TECHNOLOGIES, INC.       CIPX     25000000   QST   MOSY
AXS   AXS     AXIS CAPITAL HOLDINGS LIMITED    CX       07500000   MOT   MOT
AZR   AZR     AZTAR CORP                       AC       25000000   HDQ   MOVE
BDQ   BIDU    BAIDU.COM ADR                    ABCIPX   25000000   QLV   MOVI
BDU   BIDU    BAIDU.COM ADR (wrap)             ABCIPX   25000000   MPS   MPS
BHI   BHI     BAKER HUGHES INC                 ABCIPX   25000000   MUQ   MROI
BEZ   BEZ     Baldor Electric Company          A        05000000   MQU   MRVC
BLL   BLL     BALL CORPORATION                 CIPX     07500000   MSM   MSM
DUJ   BLDP    BALLARD POWER SYSTEMS (WRAP)     ABCIPX   25000000   CEU   SNDK
BYI   BYI     BALLY TECHNOLOGIES INC.          ACIPX    25000000   MLI   MLI
BBV   BBV     BANCO BILBAO VIZCAYA ARGENTINA   A        25000000   QMU   MWAB
BBD   BBD     Banco Bradesco - ADR             CP       50000000   MWA   MWA
BIJ   BBD     Banco Bradesco - ADR (distribu   CP       50000000   FUX   MFLX
ITU   ITU     BANCO ITAU HOLDINGS FINANCEIRA   CP       25000000   QMG   MGAM
CIB   CIB     Bancolombia S.A.                 P        07500000   MUR   MUR
BXS   BXS     BANCORP SOUTH, INC.              PX       05000000   MYL   MYL
BAC   BAC     BANK OF AMERICA CORP.            ABCIPX   55000000   QJV   MYOG
BOH   BOH     Bank of Hawaii Corp.             P        07500000   GSQ   MYGN
BK    BK      BANK OF NEW YORK CO. INC., THE   ABCIPX   25000000   NIQ   NABI
BBX   BBX     BANKATLANTIC BANCORP, INC.- CL   PX       07500000   NBR   NBR
QIB   RATE    BANKRATE, INC                    ACIPX    07500000   NLC   NLC
UDD   BKUNA   BankUnited Financial Corporati   ACIPX    25000000   NTE   NTE
BCR   BCR     BARD C R INC                     ACIPX    20000000   QNK   NANO
URY   BARE    Bare Escentuals, Inc.            A        05000000   NSY   NANX
BKS   BKS     BARNES AND NOBLE INC             ACIPX    20000000   RXU   NAPS
B     B       Barnes Group Inc.                C        07500000   QAN   NARA
BRL   BRL     BARR PHARMACEUTICALS, INC        ABCIPX   25000000   IBB   IBB
ABX   ABX     BARRICK GOLD CORP                ABCIPX   50000000   NQW   NAFC
BAS   BAS     Basic Energy Services, Inc       CX       05000000   QUH   NSTK
BOL   BOL     BAUSCH & LOMB INC                ABCIPX   25000000   NTG   NTG
BAX   BAX     BAXTER INTERNATIONAL INC.        ABCIPX   25000000   FIZ   FIZ
BAY   BAY     BAYER AG-SPONSORED ADR           X        05000000   NCC   NCC
BTE   BTE     Baytex Energy Trust              C        05000000   NFP   NFP
BBT   BBT     BB&T CORP                        ABCIPX   25000000   NFG   NFG
BCE   BCE     BCE INC                          AIPX     20000000   SJQ   NATI
BQV   BEAV    BE AEROSPACE INC.                ACIPX    25000000   NOV   NOV
BUC   BEAS    BEA Systems, Inc.                ABCIPX   25000000   PNQ   NPBC
QBQ   BECN    BEACON ROOFING SUPPLY, INC       CIPX     07500000   PWF   NPBC
BSC   BSC     BEAR STEARNS COMPANIES           ABCIPX   25000000   NFS   NFS
BVD   BSC     BEAR STEARNS COMPANIES (wrap)    ABCIPX   25000000   NSM   NSM
BE    BE      BearingPoint, Inc.               C        25000000   NGS   NGS
BZH   BZH     BEAZER HOMES USA INC.            ABCIPX   25000000   NRP   NRP
KUO   BEBE    BEBE STORES INC                  ABCIPX   25000000   QBU   BABY
BEC   BEC     BECKMAN COULTER, INC.            ABCIPX   07500000   NLS   NLS
BDX   BDX     BECTON, DICKINSON AND CO         CIPX     25000000   QIG   NAVR
BHQ   BBBY    BED BATH & BEYOND INC.           ABCIPX   25000000   NCI   NCI
BDC   BDC     Belden CDT Inc.                  CIX      07500000   NAV   NAVZ
QBL   BELM    BELL MICROPRODUCTS INC           P        07500000   NVT   NVT
BLY   T       BELLSOUTH CORPORATION (merger)   ABCIPX   83000000   NTY   NTY
BLC   BLC     BELO CORP                        C        07500000   NCS   NCS
BYO   KGC     BEMA GOLD CORP (Merger)          ACIX     50000000   GCQ   NCOG
BMS   BMS     BEMIS COMPANY                    AC       07500000   NCR   NCR
BHE   BHE     BENCHMARK ELECTRONICS, INC       IPX      20000000   DQD   NNDS
BNT   BNT     BENTLEY PHARMACEUTICALS INC      ACX      07500000   NP    NP
BER   BER     BERKLEY(WR) CORP                 CIPX     20000000   QNX   NKTR
BRY   BRY     BERRY PETROLEUM -Class A         CIPX     05000000   NNI   NNI
BBY   BBY     BEST BUY CO. INC.                ABCIPX   37500000   UOE   NEOL
BRG   BRG     BG Group plc                     X        05000000   QQA   NWRE
BHP   BHP     BHP BILLITON LMTD ADS            ABCIPX   25000000   UQZ   NSTC
BIG   BIG     BIG LOTS INC.                    CIPX     25000000   QBS   UEPS
QBE   BBND    BigBand Networks, Inc.           AC       05000000   NAA   NTBK
BBG   BBG    Bill Barrett Corporation         CIX      07500000   NQG   NTES
BIU   BCRX   BIOCRYST PHAMACEUTICALS INC      ABCIPX   25000000   NGH   NTES
BQN   BIVN   BIOENVISION INC                  CIPX     07500000   QNQ   NFLX
IDK   BIIB   BIOGEN IDEC INC. (WRAP)          ABCIPX   25000000   TUD   NTGR
IHD   BIIB   BIOGEN IDEC INC. (WRAP)          ABCIPX   25000000   LKT   NETL
BQF   BLTI   BIOLASE TECHNOLOGY INC           CPX      05000000   NUL   NTAP
NUR   BMRN   BIOMARIN PHARMACEUTICAL INC.     ACIPX    25000000   KQM   NRMX
BIQ   BMET   BIOMET INC.                      ABCIPX   25000000   UOT   NBIX
BIO   BIO    BIO-RAD LAB. INC CL. A           AIPX     02500000   UVF   NURO
BJQ   BRLI   BIO-REFERENCE LABORATORIES, IN   CIP      02500000   NSR   NSR
BDE   BDE    Bios d Arc Energy Inc            ACPX     05000000   NEW   NEWC
OQX   BIOS   BIOSCRIP INC                     AC       05000000   NOU   NOOF
BQS   BSTE   BIOSITE, INC.                    ACP      07500000   EDU   EDU
BBH   BBH    BIOTECH HOLDERS TRUST            ABCIPX   25000000   NXL   NXL
GZL   BBH    BIOTECH HOLDERS TRUST (WRAP)(    ABCIPX   25000000   QNC   NRPH
GBZ   BBH    BIOTECH HOLDERS TRUST (Wrap)     ABCIPX   25000000   NWY   NWY
BZJ   BBH    BIOTECH HOLDERS TRUST(distribu   ABCIPX   25000000   NYB   NYB
BVF   BVF    BIOVAIL CORP                     ABCIPX   25000000   NTR   NTR
OQE   BIOV   BIOVERIS CORPORATION             C        05000000   NYT   NYT
BMD   BMD    BIrch Mountain Resources Ltd     ACIPX    25000000   NAL   NAL
PBU   BJRI   BJ S RESTAURANTS INC             X        02500000   NCT   NCT
BJS   BJS    BJ SERVICES COMPANY              ABCIPX   50000000   NWL   NWL
BJ    BJ     BJS WHOLESALE CLUB INC           ABCIPX   25000000   NFX   NFX
BDK   BDK    BLACK & DECKER                   BCIPX    25000000   NEU   NEU
QBX   BBOX   BLACK BOX CORP.                  CIPX     05000000   NEM   NEM
BKH   BKH    BLACK HILLS CORPORATION          X        05000000   NR    NR
QDO   BLKB   Blackbaud, Inc.                  CX       07500000   NZZ   NEWP
BPU   BBBB   BLACKBOARD, INC                  CIPX     07500000   QNL   NEXC
BLK   BLK    BLACKROCK INC                    CP       05000000   NXY   NXY
QDA   ADRA   BLDRS Asia 50 ADR Index Fund     C        02500000   NQR   NGAS
QDF   ADRE   BLDRS Emerging Markets 50 ADR    C        05000000   NQB   NGPC
QBH   BBIB   BLOCKBUSTER INC. CL B            CPX      05000000   EIQ   EGOV
BBI   BBI    BLOCKBUSTER, INC.                ABCIPX   25000000   EQJ   NICE
BLT   BLT    BLOUNT INTERNATIONAL INC         AX       05000000   GAS   GAS
IYU   BCSI   BLUE COAT SYSTEMS INC            ABCIPX   07500000   NQK   NHWK
JWU   NILE   BLUE NILE INC                    ACIPX    05000000   QHQ   NIHD
BXG   BXG    Bluegreen Corporation            ABCIPX   05000000   NKE   NKE
BXC   BXC    BLUELINX HOLDINGS , INC          X        05000000   QII   NINE
BTH   BTH    Blyth Inc.                       CP       07500000   NTT   NTT
BMC   BMC    BMC SOFTWARE INC.                ABCIPX   25000000   NI    NI
BWP   BWP    Boardwalk Pipline Partners, LP   CIPX     05000000   QNR   NTMD
BBC   BBCZ   BODISEN BIOTECH INC              C        07500000   NL    NL
BA    BA     BOEING CO                        ABCIPX   25000000   NQY   NMTI
BFQ   BKHM   Bookham Inc                      CPX      25000000   NE    NE
BGP   BGP    BORDERS GROUP, INC.              IPX      25000000   NBL   NBL
BWA   BWA    BORGWARNER INC.                  CIPX     07500000   NAY   NOK
BLQ   BORL   BORLAND SOFTWARE CORP.           CPX      25000000   NOK   NOK
UAE   BPFH   Boston Private Financial Holdi   X        05000000   NMR   NMR
BXP   BXP    BOSTON PROPERTIES INC            APX      20000000   NAT   NAT
BSX   BSX    BOSTON SCIENTIFIC CORP           ABCIPX   25000000   JWN   JWN
EEU   EPAY   Bottomline Technologies, Inc.    X        05000000   NSC   NSC
BOW   BOW    BOWATER INC.                     ABCIPX   25000000   NT    NT
BNE   BNE    BOWNE & CO INC                   A        02500000   NTV   NT
BYD   BYD    BOYD GAMING CORP.                ABCIPX   25000000   PAL   PAL
BP    BP     BP P.L.C.                        ABCIPX   25000000   NFW   COF
BPT   BPT    BP PRUDHOE BAY ROYALTY TRUST     CIP      05000000   NU    NU
BZP   BZP    BPZ Energy Inc.                  C        25000000   NAK   NAK
XUQ   XFML   BPZ Energy Inc.                  C        07500000   NTO   NTO
BDY   BDY    BRADLEY PHARMACEUTICALS, INC.    ACIPX    05000000   NRQ   NTRS
BDN   BDN    Brandywine Realty Trust          P        20000000   DHQ   NFLD
BRE   BRE    BRE PROPERTIES INC CLASS A       AX       07500000   NXG   NXG
BGG   BGG    BRIGGS & STRATTON CORPORATION    CPX      20000000   NOC   NOC
QBJ   BEXP   BRIGHAM EXPLORATION COMPANY      CIPX     07500000   NWN   NWN
ULN   CELL   BRIGHTPOINT, INC                 ABCIPX   25000000   NCX   NCX
EAT   EAT    BRINKER INT'L, INC.              ACIPX    37500000   NG    NG
EAV   EAT    BRINKER INT'L, INC. (150 share   ACIPX    37500000   NVS   NVS
BCO   BCO    BRINK'S COMPANY THE              CIPX     07500000   NFI   NFI
BMY   BMY    BRISTOL-MYERS SQUIBB COMPANY     ABCIPX   25000000   QAZ   NGPS
BRS   BRS    Bristow Group, Inc.              X        05000000   NVU   NVTL
BAB   BAB    BRITISH AIRWAYS PLC (ADS)        AC       02500000   NBU   NVAX
BTI   BTI    BRITISH AMERICAN TOBACCO PLC     A        02500000   NVL   NVL
BDH   BDH    Broadband HOLDRs Trust           A        05000000   NKQ   NOVL
BAH   BDH    Broadband HOLDRs Trust(dist)     A        05000000   NLQ   NVLS
BDA   BDH    Broadband HOLDRs Trust(spinoff   AC       05000000   NPQ   NOVN
RCQ   BRCM   BROADCOM CORPORATION             ABCIPX   37500000   QKK   NPSP
BR    BR     Broadridge Financial Solutions   ACIX     20000000   NRG   NRG
BVQ   LVLT   Broadwing Corporation (merger)   IPX      58750000   NSS   NSS
BQB   BRCD   BROCADE COMM SYSTEMS (WRAP)      ABCIPX   70000000   NST   NST
BPQ   BRNC   Bronco Drilling Co., Inc.        CIPX     07500000   DCM   DCM
BAM   BAM    Brookfield Asset Management In   ACIPX    07500000   NUS   NUS
BHS   BHS    Brookfield Homes Corporation     CIPX     07500000   SSQ   NUAN
BQE   BRKS   BROOKSI AUTOMATION INC           CIPX     25000000   NUE   NUE
BRO   BRO    BROWN & BROWN, INC               CPX      07500000   NLV   NUE
BWS   BWS    Brown Shoe Company Inc           P        07500000   NS    NS
BFG   BWS    Brown Shoe Company Inc (150 sh   P        07500000   NSH   NSH
TQB   BRKR   Bruker BioSciences Corporation   C        07500000   NSI   NTRI
BC    BC     BRUNSWICK CORP                   ABCIPX   25000000   QNU   NUVA
BW    BW     Brush Engineered Materials Inc   CX       07500000   JNC   JNC
BSM   BSM    BSD Medical Corp                 AP       02500000   CDQ   NUVO
UCZ   BUCA   BUCA, INC.                       P        02500000   UVA   NVDA
BPL   BPL    Buckeye Partners, L.P.           X        02500000   NMX   NMX
BKI   BKI    Buckeye Technologies Inc.        P        05000000   NXT   NXT
HBU   BUCY   BUCYRUS INTL INC CLASS A         ABCIPX   07500000   NYX   NYX
BQU   BWLD   Buffalo Wild Wings Inc.          ACIPX    05000000   NHX   NYX
BBW   BBW    Build-A-Workshop, Inc            ACIPX    05000000   OO    OO
UWH   BLDR   Builders FirstSource Inc         AX       05000000   BKQ   OCNW
BLG   BLG    BUILDING MATERIALS HOLDING COR   ACIPX    25000000   OXY   OXY
BG    BG     BUNGE LIMITED                    ABCIPX   25000000   OII   OII
BKC   BKC    Burger King Holdings, Inc.       CIPX     07500000   OCN   OCN
BNI   BNI    BURLINGTON NORTHERN SANTA FE C   ABCIPX   25000000   UPE   ODSY
BBQ   BOBJ   BUSINESS OBJECTS S.A. ADR        ACIPX    25000000   ORH   ORH
CJQ   CHRW   C H ROBINSON WORLDWIDE, INC      ABCIPX   25000000   ODP   ODP
CA    CA     CA, Inc.                         ABCIPX   25000000   OMX   OMX
CAB   CAB    CABELA'S INC                     CIPX     05000000   OGE   OGE
CVC   CVC    CABLEVISION SYSTEMS INC          ABCIPX   25000000   OHQ   OCAS
CBT   CBT    CABOT CORPORATION                AX       07500000   OIH   OIH
UKR   CCMP   CABOT MICROELECTRONICS CORP      ABCIPX   07500000   ODL   OIH
COG   COG    CABOT OIL AND GAS CORP           ACIPX    15000000   OIS   OIS
FQK   CACH   CACHE, INC.                      C        05000000   BQI   BQI
CAI   CAI    CACI INTERNATIONAL, INC.         CIPX     05000000   QPS   ODFL
CDN   CDNS   CADENCE DESIGN SYSTEMS, INC.     CIPX     25000000   ORI   ORI
DVR   DVR    Cal Dive International, Inc.     P        05000000   OLN   OLN
QKM   CALM   CAL MAINE FOODS, INC.            CX       02500000   SBQ   ZEUS
CQI   CAMP   CalAmp Corp.                     CPX      05000000   OMG   OMG
CCC   CCC    Calgon Carbon Corporation        X        07500000   OMM   OMM
CGQ   CAMD   California Micro Devices Corp    CPX      05000000   QOC   OMNI
CUH   CPKI   CALIFORNIA PIZZA KITCHEN         PX       05000000   OCR   OCR
ELY   ELY    CALLAWAY GOLF CO                 CIPX     07500000   UMK   OMCL
CPE   CPE    Callon Petroleum Co              P        05000000   OMC   OMC
FQI   CLMT   Calumet Specialty Products Par   X        02500000   MOQ   OMTR
CEY   IAG    Cambior Inc. (merger)            C        27500000   UCM   OVTI
CBM   CBM    CAMBREX CORPORATION              C        05000000   ULH   OMRI
UME   OLED   Cambridge Display Technology,    A        02500000   IUU   ASGN
CCJ   CCJ    CAMECO CORPORATION               ABCIPX   50000000   OKU   ONNN
CAM   CAM    Cameron International Corporat   ABCIPX   50000000   OKS   OKS
CPB   CPB    CAMPBELL SOUP CO                 ACIPX    25000000   OKE   OKE
CNI   CNI    CANADIAN NATIONAL RAILWAY        CIPX     25000000   QGF   ORCC
CNQ   CNQ    CANADIAN NATURAL RESOURCES LIM   ABCIPX   25000000   OIQ   ONXX
CP    CP      Canadian Pacific Railway Limit   ACIPX    07500000   QFT   OTEX
UKZ   CLZR    CANDELA CORPORATION              ACIPX    07500000   UMN   OPWV
CNE   CNE     Canetic Resources Trust          ACIPX    25000000   PEQ   OPLK
CAJ   CAJ     Cannon Inc-Spons ADR             P        07500000   UWA   OPSW
CFW   CFW     Cano Petroleum, Inc.             P        05000000   OQG   OPMR
CMN   CMN     CANTEL MEDICAL CORP              CX       02500000   UOC   OPTN
COF   COF     CAPITAL ONE FINANCIAL            ABCIPX   25000000   QYB   OXPS
CSE   CSE     CAPITAL SOURCE INC.              AX       25000000   ORQ   ORCL
CUI   CFFN    CAPITOL FEDERAL FINANCIAL        X        02500000   QTP   OSUR
CRR   CRR     CARBO CERAMICS INC               CPX      07500000   URA   ORBC
CAH   CAH     CARDINAL HEALTH INC              ABCIPX   25000000   ORB   ORB
UXY   CRME    CARDIOME PHARMA CORP             CIPX     07500000   OKQ   ORBK
CUY   CECO    CAREER EDUCATION CORP.           ABCIPX   25000000   RLU   ORCH
CLZ   CVS     CAREMARK RX, INC                 ABCIPX   66750000   QEO   ORCT
CMX   CVS     CAREMARK RX, INC                 ABCIPX   66750000   OS    OS
CSL   CSL     CARLISLE COMPANES INCORPORATED   X        05000000   OQR   ORLY
KMX   KMX     CARMAX INC.                      ABCIPX   50000000   OFG   OFG
CCL   CCL     CARNIVAL CORPORATION             ABCIPX   25000000   OEH   OEH
CRS   CRS     CARPENTER TECHNOLOGY CORPORATI   ABCIPX   20000000   OSK   OSK
CWS   CRS     CARPENTER TECHNOLOGY CORPORATI   ABCIPX   20000000   GHU   OSIP
CDU   CANI    CARREKER CORPORATION             CX       05000000   OSI   OSI
CQQ   CACS    CARRIER ACCESS CORP.             CPX      05000000   UOJ   OSIS
QOW   CRZO    CARRIZO OIL & GAS, INC           ACIPX    07500000   QIU   OSIR
CRI   CRI     CARTER'S , INC.                  ACIPX    20000000   OQQ   OSTE
KWQ   CWST    CASELLA WASTE SYSTEMS, INC.      AX       02500000   OQB   OTTR
CQO   CASY    Casey's General Stores Inc       P        07500000   QOJ   OVRL
CSH   CSH     Cash America International, In   CX       05000000   OSG   OSG
UCQ   CMRG    CASUAL MALE RETAIL GROUP, INC.   P        07500000   QKT   OSTK
POS   POS     Catalina Marketing Corp          X        07500000   OMI   OMI
TQY   CATS    Catalyst Semiconductor, Inc.     X        02500000   OC    OC
CAT   CAT     CATERPILLAR TRACTOR              ABCIPX   50000000   OI    OI
CBG   CBG     CB Richard Ellis Group, Inc.     ABCIPX   25000000   OXM   OXM
QYN   CBEY    Cbeyond, Inc.                    CIX      05000000   QYO   OXGN
CBZ   CBZ     CBIZ, Inc.                       P        07500000   HUO   PFCB
BOT   BOT     CBOT HOLDING INC CLASS A         ACIPX    07500000   TLK   TLK
CBQ   CBRL    CBRL GROUP, INC                  ABCIPX   25000000   PAQ   PCAR
CBV   CBSA    CBS Corporation CL A             CIX      05000000   QZT   PACR
CBS   CBS     CBS Corporation CL B             ABCIPX   25000000   PFQ   PEIX
LQE   CCBL    C-COR.NET CORP                   AX       07500000   PVQ   PSUN
UIH   CHINA   CDC Corporation CL A             ABCIPX   25000000   UVC   PACT
DWQ   CDWC    CDW CORP                         ABCIPX   25000000   PKG   PKG
UOG   CLDN    Celadon Group, Inc.              AX       07500000   XOU   PKTR
CE    CE      CELANESE CORPORATION             CIX      25000000   PTV   PTV
CLS   CLS     CELESTICA, INC.                  ACIPX    25000000   QLI   PAET
LQH   CELG    CELGENE CORP.                    ABCIPX   50000000   UQ    PTIE
LL    CELG    CELGENE CORP. (wrap)             ABCIPX   50000000   PLL   PLL
UCG   CEGE    CELL GENESYS INC                 ACIPX    25000000   UPY   PALM
CVZ   CTICD   CELL THERAPEUTICS, INC           CP       25000000   HKQ   PMTI
CX    CX      Cemex SAB de CV                  ABCIPX   50000000   USP   PAAS
CNC   CNC     CENTENE CORP                     ACIPX    25000000   PBQ   PANC
CUX   CYCL    Centennial Comminications CP     P        05000000   UPA   PNRA
CVP   CVP     Centerplate, Inc.                P        02500000   ZZQ   PZZA
CNP   CNP     CENTERPOINT ENERGY, INC.         ACIPX    25000000   PRX   PRX
CTX   CTX     CENTEX CORPORATION               ABCIPX   25000000   QPF   PLLL
CUV   CEDC    CENTRAL EUROPEAN DISTRIBUTION    ACIPX    05000000   PAU   PMTC
EVU   CETV    CENTRAL EUROPEAN MEDIA ENTERPR   X        05000000   VBQ   PRXL
CPC   CPC     CENTRAL PARKING CORPORATION      X        02500000   PKE   PKE
CQL   CENX    CENTURY ALUMINUM COMPANY         ABCIPX   25000000   PKD   PKD
CTL   CTL     CENTURYTEL, INC.                 CIPX     25000000   PH    PH
CVO   CVO     CENVO INC                        P        07500000   QER   PRKR
CQE   CEPH    CEPHALON, INC.                   ABCIPX   25000000   AWQ   PARL
QHY   CPHD    CEPHEID                          ACIX     07500000   QPO   PTNR
AUE   CRDN    CERADYNE INC                     ABCIPX   25000000   PRE   PRE
CEN   CEN     Ceridan Corporation              CIPX     25000000   RCU   PTMK
CQN   CERN   CERNER CORP                      ABCIPX   25000000   DOU   PDCO
QIJ   CERS   CERUS CORPORATION                AX       05000000   NZQ   PTEN
CF    CF     CF Idustries Holdings Inc        IX       25000000   PXR   PXR
CGV   CGV    CGG Veritas                      ACPX     52500000   PQX   PAYX
CHB   CHB    Champion Enterprises, Inc.       PX       25000000   PSS   PSS
ZHQ   CHAP   CHAPARRAL STEEL COMPANY          ABCIPX   07500000   QGS   MALL
CRL   CRL    CHARLES RIVER LABS INC.          PX       07500000   UKC   PCTI
UYC   CHIC   CHARLOTTE RUSSE HOLDINGS INC     AIP      07500000   PKU   PDII
QSR   CHRS   CHARMING SHOPPES INC             ACI      25000000   PQI   PDLI
CUJ   CHTR   CHARTER COMMUNICATIONS           ACIP     25000000   BTU   BTU
UCT   CHRT   CHARTERED SEMICOND MFG. LTD.     X        07500000   PDX   PDX
HQT   CHTT   CHATTEM, INC.                    ACIPX    07500000   UKQ   PEET
KEQ   CHKP   CHECK POINT SOFTWARE             ABCIPX   25000000   PGH   PGH
FCQ   CKFR   CHECKFREE CORPORATION            ABCIPX   25000000   UQN   PENN
CKP   CKP    CHECKPOINT SYSTEMS, INC.         PX       05000000   PEI   PEI
CHE   CHE    CHEMED CORPORATION               AX       07500000   PVR   PVR
CEM   CEM    Chemtura Corporation             ACIPX    25000000   PWE   PWE
LNG   LNG    CHENIERE ENERGY INC              ABCIPX   07500000   BEU   PNSN
CQP   CQP    Cheniere Energy Ptnrs L.P.       C        02500000   PNR   PNR
CSK   CSK    CHESAPEAKE CORP                  X        05000000   OGQ   PPCO
CHK   CHK    CHESAPEAKE ENERGY CORP.          ABCIPX   25000000   UOB   PBCTD
CVX   CVX    CHEVRON CORP                     ABCIPX   25000000   PAD   TEG
CBI   CBI    CHICAGO BRIDGE & IRON CO. NV-N   ABCIPX   25000000   UXL   PBCTD
CMJ   CME    CHICAGO MERCANTILE EXCHANGE HO   ABCIPX   25000000   DMQ   PSPT
CNM   CME    CHICAGO MERCANTILE EXCHANGE HO   ABCIPX   25000000   PBY   PBY
CWO   CME    CHICAGO MERCANTILE EXCHANGE HO   ABCIPX   25000000   POM   POM
CHS   CHS    CHICO'S FAS, INC.                ABCIPX   25000000   PBG   PBG
TUY   PLCE   CHILDREN'S PLACE RETAIL (THE)    ABCIPX   20000000   PEP   PEP
QBN   CBAK   China BAK Battery, Inc.          CIPX     07500000   UTJ   PRFT
LFC   LFC    CHINA LIFE INSURANCE CO., LIMI   ACIPX    25000000   PGU   PFGC
TRL   LFC    CHINA LIFE INSURANCE CO., LIMI   ACIPX    25000000   PEU   PSEM
QCY   CMED   CHINA MEDICAL TECH INC SPON AD   ABCIPX   25000000   PCR   PCR
CHL   CHL    China Mobile Limited             ABCIPX   25000000   PKI   PKI
CN    CN     CHINA NETCOM GROUP LTD           ACX      02500000   PBT   PBT
SNP   SNP    CHINA PETROLEUM AND CHEMICAL C   ABCIPX   05000000   PER   PER
CQF   CNTF   China Techfaith Wireless ADR     CX       20000000   IQP   PRGO
CHA   CHA    CHINA TELECOM CORP.              ACPX     02500000   MQA   PSTI
CHU   CHU    CHINA UNICOM LTD. -ADR           ACIPX    25000000   CUP   CUP
CYD   CYD    CHINA YUCHAI INTERNATIONAL LIM   ABCIPX   07500000   PQQ   PETC
GMQ   IMOS   CHIPMOS TECHNOLOGIES (BERMUDA)   ACIPX    20000000   TRQ   PETS
QPX   CMGB   Chipolte Mexican Grill, Inc. C   ACX      05000000   PCZ   PCZ
CMG   CMG    CHIPPOTLE MEXICAN GRILL CLASS    ACIPX    25000000   PTR   PTR
CQB   CQB    Chiquita Brands Intl Inc         ABCIPX   25000000   HK    HK
CHH   CHH    Choice Hotels International, I   AIX      07500000   PBR   PBR
CPS   CPS    CHOICEPOINT INC.                 P        07500000   PHQ   PETD
CBK   CBK    CHRISTOPHER & BANKS CORP.        CIPX     20000000   PQ    PQ
CB    CB     CHUBB CORP                       ABCIPX   50000000   QPT   PETM
CHT   CHT    CHUNGHWA TELECOM CO. LTD-ADR     P        25000000   PFE   PFE
CHD   CHD    CHURCH & DWIGHT CO.              AX       05000000   PCG   PCG
CBR   CBR    CIBER INC                        AX       05000000   PJQ   PPDI
EUQ   CIEN   Ciena Corp (New)                 ABCIPX   25000000   FKF   PPH
EOV   CIEN   Ciena Corporation (Reverse Spl   ABCIPX   25000000   PPH   PPH
CI    CI     CIGNA CORP                       ABCIPX   25000000   IQR   PCYC
XEC   XEC    CIMAREX ENERGY CO.               ABCIPX   25000000   JQE   PDGI
CBB   CBB    CINCINNATI BELL INC              CPX      25000000   JUT   PHRM
NQQ   CTAS   CINTAS CORP.                     ABCIPX   25000000   UTO   PFWD
CKZ   CC     CIRCUIT CITY STORES (Wrap)       ABCIPX   25000000   PD    PD
CC    CC     CIRCUIT CITY STORES,INC          ABCIPX   25000000   DPJ   FCX
CUQ   CRUS   CIRRUS LOGIC, INC.               ACIPX    25000000   DPB   PD
CYQ   CSCO   CISCO SYSTEMS, INC.              ABCIPX   25000000   PMZ   PD
CIT   CIT    CIT GROUP, INC.                  ACIPX    25000000   DPV   FCX
CDL   CDL    CITADEL BROADCASTING CORPORATI   AX       07500000   DPT   FCX
C     C      CITIGROUP INC                    ABCIPX   25000000   PHH   PHH
QCZ   CRBC   Citizens Banking Corporation     C        05000000   PHI   PHI
CZN   CZN     CITIZENS COMMUNICATIONS CO       ABCIPX   30000000   PVH   PVH
XSQ   CTXS    CITRIX SYSTEMS, INC.             ABCIPX   25000000   PNX   PNX
CYN   CYN     CITY NATIONAL CORP               C        07500000   PDU   PHTN
CKR   CKR     CKE RESTAURNATS, INC.            ACIPX    25000000   PQF   PLAB
CLE   CLE     CLAIRE'S STORES INC.             ACP      25000000   DIU   PICO
EEB   EEB     Claymore/BNY BRIC ETF            A        02500000   PIR   PIR
CSD   CSD     Claymore/Clear Spinoff ETF       A        02500000   PEC   PEC
OTP   OTP     Claymore/Ocean Tomo Patent ETF   A        02500000   PPC   PPC
DEF   DEF     Claymore/Sabrient Defense ETF    A        02500000   QZP   PNCL
NFO   NFO     Claymore/Sabrient Insider ETF    A        02500000   PNK   PNK
STH   STH     Claymore/Sabrient Stealth ETF    A        02500000   PNW   PNW
XRO   XRO     Claymore/Zacks Sector Rotation   A        02500000   QPQ   PONR
QPB   CLHB    CLEAN HARBORS INC                ACIPX    05000000   PDC   PDC
CCU   CCU     CLEAR CHANNEL COMMUNICATIONS     ABCIPX   25000000   PXD   PXD
CCO   CCO     Clear Channel Outdoor HLD Inc    CX       05000000   PJC   PJC
QCW   CLWR    Clearwire Corporation            ACP      20000000   PBI   PBI
CNL   CNL     CLECO CORPORATION                X        07500000   PAA   PAA
CLF   CLF     CLEVELAND-CLIFFS, INC            ABCIPX   40000000   PXP   PXP
QCP   CKCM    CLICK COMMERCE INC               ACIPX    07500000   PQG   PLNR
CLX   CLX     CLOROX CO                        ACPX     25000000   PLT   PLT
CMS   CMS     CMS ENERGY CORPORATION           ACIPX    25000000   PTP   PTP
CNA   CNA     CNA FINANCIAL CORPORATION        CX       07500000   UWP   TUTR
QKW   CNET    CNET NETWORKS, INC.              ABCIPX   25000000   PLA   PLA
CNH   CNH     CNH GLOBAL NV                    AX       07500000   PYX   PYX
CEO   CEO     CNOOC LIMITED, ADS               ACPX     07500000   QUA   PLXS
CQZ   CNXS    CNS INC                          CP       05000000   PQL   PLUG
CXG   CXG     CNX Gas Corp.                    P        07500000   PCL   PCL
COH   COH     COACH INC.                       ABCIPX   25000000   PIU   PLXT
CCE   CCE     COCA COLA ENTERPRISES INC        ABCIPX   25000000   SQL   PMCS
KO    KO      COCA-COLA COMPANY                ABCIPX   25000000   PMI   PMI
CDE   CDE     COEUR d' ALENE MINES CORP        ABCIPX   25000000   PNC   PNC
COI   CCOI    COGENT COMMUNICATIONS GROUP, I   CIPX     07500000   PNM   PNM
QAO   COGT    COGENT, INC.                     ABCIPX   25000000   PPP   PPP
QCG   CGNX    COGNEX CORP                      X        05000000   PII   PII
UPU   CTSH    COGNIZANT TECH. SOLUTIONS CORP   ABCIPX   25000000   RL    RL
CRQ   COGN    COGNOS, INC.                     ABCIPX   25000000   QHD   PLCM
CNS   CNS     Cohen & Steers Inc.              C        05000000   PM    PLMD
HRQ   COHR    COHERENT INC                     PX       05000000   POL   POL
QCH   COHU    COHU, INC.                       CIPX     05000000   QCL   POOL
QLR   CSTR    COINSTAR, INC.                   CIPX     05000000   POP   POP
UCJ   CWTR    COLDWATER CREEK INC.             ABCIPX   25000000   BQW   BPOP
QJC   COLY    Coley Pharmaceutical Group, In   C        05000000   PQP   PLAY
CL    CL      COLGATE PALMOLIVE                ABCIPX   25000000   PBB   PRAA
CKU   CGPI    COLLAGENEX PHARMACEUTICALS, IN   CIPX     02500000   POR   POR
BOO   BOO     COLLEGIATE PACIFIC INC           X        02500000   PKX   PKX
CNB   CNB     COLONIAL BANCGROUP INC           CIPX     20000000   UPQ   POSS
UXM   CLRK    Color Kinetics Incorporated      AC       05000000   PPS   PPS
COB   CBRX    COLUMBIA LABS. INC.              ACX      07500000   POT   POT
TQQ   COLM    COLUMBIA SPORTSWEAR CO.          ACIPX    05000000   PVZ   POT
CUF   CMCO    Columbus McKinnon Corp/NY        P        05000000   PCH   PCH
CQK   CMCSK   COMCAST CORP. SPECIAL CL A       ABCIPX   37500000   QPW   POWI
CZW   CMCSK   COMCAST CORP. SPECIAL CL A(150   ABCIPX   37500000   OGU   PWER
CCQ   CMCSA   COMCAST CORPORATION CLASS A      ABCIPX   37500000   PRF   PRF
CWN   CMCSA   COMCAST CORPORATION CLASS A(15   ABCIPX   37500000   PPA   PPA
CMA   CMA     COMERICA, INC.                   ACIPX    25000000   PZD   PZD
FIX   FIX     Comfort Systems USA, Inc.        X        05000000   PFM   PFM
CBH   CBH     COMMERCE BANCORP INC             ABCIPX   25000000   PGZ   PGZ
CMC   CMC     COMMERCIAL METALS COMPANY        ABCIPX   25000000   PJB   PJB
DQV   CVGI    Commercial Vehicle Group, Inc.   X        02500000   PYZ   PYZ
QOK   CTCO    COMMONWEALTH TELE ENT INC        X        05000000   PBE   PBE
QDN   CZN     COMMONWEALTH TELE ENT INC(merg   X        30000000   PKB   PKB
CTV   CTV     COMMSCOPE INC                    PX       25000000   PWP   PWP
CYH   CYH     COMMUNITY HEALTH SYSTEMS, INC.   AIPX     25000000   PEZ   PEZ
ABV   ABV     COMPANHIA DE BEBIDAS-ADR         CX       25000000   PVM   PVM
SBS   SBS    Companhia de Saneamento Basico   P        07500000   PXE   PXE
CTC   CTC    Companhia de Telecommunicacion   P        07500000   PXI   PXI
ELP   ELP    Companhia Paranaense de Energi   P        07500000   PFI   PFI
SID   SID    COMPANHIA SIDERURGICAL NACIONA   ACPX     25000000   PHW   PHW
RIO   RIO    COMPANHIA VALE DO RIO DOCE ADR   ABCIPX   25000000   PTH   PTH
BVN   BVN    COMPANIA DE MINAS BUENAVENTURA   CIPX     25000000   PTJ   PTJ
JQK   CBSS   COMPASS BANSHARES INC            PX       25000000   PRN   PRN
CMP   CMP    Compass Minerals International   C        05000000   PIC   PIC
CPX   CPX    Complete Production Services,    IPX      07500000   PJF   PJF
CUE   CCRT   COMPUCREDIT CORPORATION          ACIPX    20000000   PWB   PWB
CSC   CSC    COMPUTER SCIENCES CORP           ABCIPX   25000000   PWV   PWV
CWQ   CPWR   COMPUWARE CORP                   CIPX     25000000   PEJ   PEJ
QEW   CHCI   Comstock Homebuilding Companie   X        05000000   PIQ   PIQ
CRK   CRK    COMSTOCK RESOURCES, INC.         ACIPX    07500000   PBS   PBS
UWK   COGO   COMTECH GROUP INC                ACIPX    20000000   PWJ   PWJ
CQH   CMTL   COMTECH TELECOMMUNICATIONS COR   ACIPX    07500000   PWC   PWC
CQV   CMVT   COMVERSE TECHNOLOGY              AC       25000000   PXQ   PXQ
ED    ED     CON EDISON                       ABCIPX   25000000   PXJ   PXJ
CAG   CAG    CONAGRA FOODS INC                ABCIPX   25000000   PWO   PWO
UCP   CPTS   CONCEPTUS, INC.                  ACIPX    05000000   PJP   PJP
JCQ   CNQR   CONCUR TECHNOLOGIES,INC          PX       07500000   PMR   PMR
KQD   CNMD   CONMED CORP.                     AX       05000000   PSI   PSI
UXU   CNCT   CONNETICS CORPORATION            ACIP     25000000   PJM   PJM
UOK   CONN   Conn's, Inc.                     ACX      05000000   PWT   PWT
COP   COP    CONOCOPHILLIPS                   ABCIPX   75000000   PWY   PWY
QAP   CONR   CONOR MEDSYSTEMS, INC.           ACPX     25000000   PSJ   PSJ
CNO   CNO    CONSECO, INC.                    ABCIPX   25000000   PTF   PTF
CNX   CNX    CONSOL ENERGY INC                ABCIPX   50000000   PTE   PTE
HQD   CNSL   Consolidated Communications Ho   IP       05000000   PUI   PUI
CGX   CGX    Consolidated Graphics, Inc.      X        02500000   PIV   PIV
STZ   STZ    CONSTELLATION BRANDS, INC.       ABCIPX   25000000   PHO   PHO
CEG   CEG    CONSTELLATION ENERGY GROUP       ABCIPX   25000000   PGJ   PGJ
XLY   XLY    CONSUMER DISCR SELECT SPDR       ABCIPX   25000000   PHJ   PHJ
XLP   XLP    CONSUMER STAPLES SPDR            ACIPX    25000000   PID   PID
CAL   CAL    CONTINENTAL AIRLINES, INC. CLB   ABCIPX   25000000   PSP   PSP
XQA   CNVR   CONVERA CORPORATION              ACIPX    05000000   PXN   PXN
CVG   CVG    CONVERGYS, CORP.                 CIPX     25000000   QQQ   QQQQ
CNW   CNW    Con-way, Inc.                    ACIPX    20000000   OOF   QQQQ
COO   COO    Cooper Companies, Inc.           ABCIPX   25000000   UQQ   QQQQ
CBE   CBE    COOPER INDUSTRIES,INC            ACIPX    15000000   QAV   QQQQ
CTB   CTB    COOPER TIRE & RUBBER CO.         ABCIPX   25000000   PYH   PYH
CQC   CPNO   Copano Energy LLC                X        05000000   PBW   PBW
KQJ   CPRT   COPART INC                       ACIPX    20000000   PUW   PUW
CLB   CLB    Core Laboratories N.V.           CIX      07500000   PZI   PZI
QON   CORI   CORILLIAN CORPORATION            A        07500000   PZJ   PZJ
UCS   COCO   CORINTHIAN COLLEGES INC.         ABCIPX   25000000   VFQ   PWAV
CPO   CPO    CORN PRODUCTS INTERNATIONAL      CIPX     07500000   QKZ   POZN
GLW   GLW    CORNING INCORPORATED             ABCIPX   25000000   PPG   PPG
EBU   EXBD   CORPORATE EXECUTIVE BOARD, CO    ACIPX    07500000   PPL   PPL
CXW   CXW    CORRECTIONS CORP OF AMERICA      APX      05000000   PX    PX
COR   COR    CORTEX PHARMACEUTICALS INC       ACX      07500000   PCP   PCP
QBA   CORS   CORUS BANKSHARES INC             CIPX     20000000   PDS   PDS
CQA   COSI   COSI, INC                        PX       07500000   NUI   PRXI
CUS   CPWM   COST PLUS INC./CALIFORNIA        ACIPX    07500000   PGI   PGI
CQY   CSGP   COSTAR GROUP                     P        02500000   PPD   PPD
PRQ   COST   COSTCO WHOLESALE CORP            ABCIPX   25000000   PQK   PRST
COT   COT    COTT CORPORATION                 X        07500000   PBH   PBH
CFC   CFC    COUNTRYWIDE FINANCIAL CORP.      ABCIPX   25000000   PUZ   PCLN
CUZ   CUZ    Cousins Properties Inc.          P        05000000   PDE   PDE
CVD   CVD    COVANCE INC                      CIPX     07500000   PWI   PWI
CUC   CVNS   Covansys Corporation             P        05000000   PFG   PFG
CVA   CVA    Covanta Holding Corp.            ABCIPX   25000000   PQW   PVTB
CVH   CVH    COVENTRY HEALTH CARE INC.        ABCIPX   37500000   PG    PG
UDY   COWN   Cowen Group, Inc.                AC       05000000   GUB   PGNX
CXR   CXR     COX RADIO, INC. CLASS A          X        05000000   PGN   PGN
CR    CR      CRANE CO.                        C        07500000   RGQ   PRGS
KQQ   CRAY    Cray, Inc.                       ACIPX    25000000   PGR   PGR
RFQ   CREAF   CREATIVE TECHNOLOGY LTD          CX       02500000   QGC   PGIC
CQS   CMOS    CREDENCE SYSTEMS CORP            CIPX     25000000   PLD   PLD
CS    CS      CREDIT SUISSE GROUP- SPON adr    CPX      07500000   PQE   PQES
CQR   CREE    CREE, INC.                       ABCIPX   25000000   PL    PL
CEI   CEI     CRESCENT REAL ESTATE EQUITIES    IPX      20000000   PVX   PVX
CQJ   CROX    CROCS INC                        ABCIPX   25000000   PFS   PFS
QCK   CCRN    CROSS COUNTRY HEALTHCARE INC.    AX       05000000   PRU   PRU
EQF   XTEX    Crosstex Energy, LP              X        02500000   PYQ   PSSI
CCI   CCI     CROWN CASTLE INTERNATIONAL       BCIPX    33050000   BYU   PSYS
CCK   CCK     CROWN HOLDINGS INC.              ABCIPX   25000000   PEG   PEG
JXU   CRXL    CRUCELL NV, ADS                  ACIPX    05000000   PSA   PSA
CRY   CRY     CRYOLIFE, INC.                   X        05000000   PSD   PSD
UFW   CRYP    CRYPTOLOGIC INC.                 ACIPX    07500000   PHM   PHM
KRY   KRY     CRYSTALLEX INTERNATIONAL CORP.   ABCIPX   25000000   UUL   PWEI
QGA   CSGS    CSG SYSTEMS INTL INC             CX       07500000   PXT   PXT
CAO   CAO     CSK AUTO CORPORATION             X        20000000   QXE   QGEN
CSX   CSX     CSX CORPORATION                  ABCIPX   50000000   QAE   XING
QCJ   CTCM    CTC Media, Inc.                  C        07500000   QI    QI
QCT   CTRP    CTRIP.COM INTERNATIONAL LTD AD   ACIPX    07500000   QLC   QLGC
CTS   CTS     CTS Corp                         CX       05000000   QLQ   QLGC
CUB   CUB     CUBIC CORPORATION                AX       02500000   QTL   QLTI
UTU   CBST    CUBIST PHARMACEUTICALS, INC      ABCIPX   25000000   AAO   QCOM
CFR   CFR     CULLEN/FROST BANKERS INC.        P        05000000   QCR   QSII
CMI   CMI     CUMMINS INC.                     ABCIPX   50000000   NX    NX
CDM   CMI     CUMMINS INC. (wrap)              ABCIPX   50000000   PWR   PWR
UUC   CMLS    CUMULUS MEDIA, INC.              CIP      07500000   TQD   QTWW
CQX   CRGN    CURAGEN CORP                     X        07500000   DGX   DGX
CW    CW      Curtiss-Wright Corporation       C        05000000   QUD   QSFT
QCV   CUTR    CUTERA INC                       ACIPX    07500000   STR   STR
UXC   CVTX    CV THERAPEUTICS, INC.            ABCIPX   25000000   KWK   KWK
CVS   CVS     CVS Caremark Corp                ABCIPX   66750000   QWS   QDEL
QAJ   CYBX    CYBERONICS INC                   ABCIPX   25000000   ZQK   ZQK
CXQ   CYBS    CYBERSOURCE CORP.                PX       07500000   CQU   QMAR
CQG   CYMI    CYMER INC                        ABCIPX   25000000   Q     Q
QGY   CYPB    CYPRESS BIOSCIENCE, INC.         ACIPX    20000000   RGF   RGFC
CY    CY      CYPRESS SEMICONDUCTOR CORP.      ABCIPX   25000000   RHD   RHD
CYT   CYT     CYTEC INDUSTRIES                 IPX      07500000   RQO   RACK
YQK   CYTC    CYTYC CORP                       ACIPX    25000000   RDN   RDN
DHI   DHI     D.R. HORTON INC                  ABCIPX   25000000   QRC   RADS
JDQ   DADE    DADE BEHRING HLDGS, INC          ACIPX    20000000   UNI   RTSX
DCX   DCX     DAIMLER-CHRYSLER AG              ABCIPX   25000000   UFK   ROIAK
QKC   DAKT    DAKTRONICS, INC.                 CIPX     20000000   RSH   RSH
DHR   DHR     DANAHER CORPORATION              ABCIPX   25000000   MKU   RSYS
DRI   DRI     DARDEN RESTAURANTS INC           ACIPX    25000000   RJU   RVSN
DAR   DAR     Darling International, Inc.      P        07500000   AUD   RDWR
QDT   DTLK    Datalink Corporation             CX       05000000   RAE   RAE
DVA   DVA     DAVITA INC                       BCIPX    25000000   RAS   RAS
DPM   DPM     DCP Midstream Parners, LP        X        02500000   BNQ   RMBS
DCT   DCT     DCT Industrial Trust, Inc.       P        25000000   GUD   GOLD
DF    DF      DEAN FOODS CO. (NEW)             CIPX     25000000   RRC   RRC
QUK   DECK    DECKERS OUTDOORS CORPORATION     ACIPX    07500000   RKQ   RARE
QDB   DCGN    deCODE GENETICS, INC             CIPX     07500000   RZ    RZ
DE    DE      DEERE & CO                       ABCIPX   25000000   RJF   RJF
DFR   DFR     Deerfield Triarc Capital Corp    X        07500000   RYN   RYN
DLM   DLM     DEL MONTE FOODS COMPANY          X        25000000   RTN   RTN
DK    DK      Delek US Holdings, Inc.          CX       05000000   QJF   ROLL
DLQ   DELL    DELL INC.                        ABCIPX   25000000   KRQ   RCNI
DLY   DELL    DELL INC. (WRAP)                 ABCIPX   25000000   RDA   RDA
DFG   DFG     DELPHI FINANCIAL GRP, INC.       AX       05000000   QRN   RNWK
DLP   DLP     DELTA & PINE LAND COMPANY        AC       07500000   H     H
DFC   DFC     Delta Financial Corporation      CX       05000000   RCZ   SLG
QHR   DPTR    Delta Petroleum Corp.            ABCIPX   25000000   RHT   RHT
DLX   DLX     DELUXE CORPORATION               PX       20000000   QZR   RRGB
DNR   DNR     DENBURY RESOURCES INC            ABCIPX   25000000   RBU   RBAK
UKO   DNDN    DENDREON CORPORATION             ABCIPX   25000000   FRZ   FRZ
DEQ   DRTE    DENDRITE INTL INC                X        07500000   NHQ   REDF
DNN   DNN     Denison Mines Corp               C        02500000   RWT   RWT
XEQ   XRAY    DENTSPLY INTL, INC.              ACIPX    07500000   RGC   RGC
DQN   DEPO    Depomed, Inc.                    C        07500000   RBC   RBC
HXM   HXM     DESARROLLADORA HOMEX S.A. DE C   CX       07500000   REG   REG
DB    DB      DEUTSCHE BANK AG                 CX       05000000   DQG   RGNC
DT    DT      DEUTSCHE TELEKOM AG              ACIPX    25000000   RQK   RTIX
DDR   DDR     DEVELOPERS DIVERSIFIED REALTY    P        25000000   RQP   REGN
DVN   DVN     DEVON ENERGY CORP.               ABCIPX   25000000   RKH   RKH
DV    DV      DEVRY INC                        PX       07500000   RF    RF
UXN   DXCM    DexCom, Inc.                     CIPX     07500000   RGS   RGS
QDR   DGIT    DG FastChannel Inc.              C        07500000   RS    RS
DHB   DHBT    DHB INDUSTRIES INC               AC       25000000   RRI   RRI
DIA   DIA     DIA OPTIONS                      ABCIPX   30000000   RWC   RWC
OVG   DIA     DIA OPTIONS (Qtrly LEAPS)        ACIPX    30000000   RNR   RNR
HLK   DIA     DIA OPTIONS (Qtrly Wrap)         ACIPX    30000000   JHU   RNVS
BQQ   DIA     DIA OPTIONS (Qtrly)              ACIPX    30000000   RQG   RCII
DAV   DIA     DIA OPTIONS (WRAP)               ABCIPX   30000000   RTK   RTK
DAW   DIA     DIA OPTIONS (WRAP)               ABCIPX   30000000   UOP   RPRX
DAZ   DIA     DIA OPTIONS (WRAP)               ABCIPX   30000000   REP   REP
DEO   DEO     DIAGEO PLC                       ACIX     20000000   EQE   RJET
QNP   DTPI    Diamond Management & Technolog   X        05000000   RPB   RPB
DO    DO      DIAMOND OFFSHORE DRILLING, INC   ABCIPX   25000000   RSG   RSG
DSX   DSX     DIANA SHIPPING INC               ACPX     07500000   RSS   RSG
DKS   DKS     DICKS SPORTING GOODS INC         ABCIPX   25000000   RFY   RIMM
DBD   DBD     DIEBOLD INC                      CIPX     07500000   RUP   RIMM
QDG   DIGE    DIGENE CORPORATION               ACIPX    07500000   RMD   RMD
UGW   DGII    DIGI INTL                        X        02500000   QRE   REXI
DOC   DOC     Digital Angel Corp               C        05000000   JUJ   RECN
UGU   DGIN    DIGITAL INSIGHT CORPORATION      AC       07500000   RBQ   RESP
DLR   DLR     Digital Realty Trust Inc         P        07500000   URF   RSTO
DQI   DRIV    DIGITAL RIVER, INC.              ABCIPX   25000000   RTH   RTH
DQB   DTAS    DIGITAS INC.                     CP       25000000   RVI   RVI
DDS   DDS     DILLARD'S INC                    ABCIPX   25000000   RTQ   RTRSY
DUH   DIOD    DIODES INC                       ACIPX    07500000   REY   REY
UEY   DNEX    DIONEX CORPORATION               X        02500000   RAI   RAI
DTV   DTV     DIRECTV GROUP, INC (THE)         ABCIPX   25000000   RFZ   RFMD
UIO   DISCA   DISCOVERY HOLDING COMPANY CLAS   CPX      25000000   QRG   RIGL
AQW   DSCO    DISCOVERY LABORATORIES INC       PX       25000000   QWC   RNOW
DVU   DESC    DISTRIBUTED ENERGY SYSTEM CORP   ACIPX    25000000   BCQ   RIMG
QZD   DITC    Ditech Networks Inc              ACIPX    05000000   RTP   RTP
UFV   DVSA    DIVERSA CORPORATION              ACX      07500000   QDU   ANGO
QDW   DIVX    DivX, Inc.                       CIPX     25000000   RAD   RAD
RWR   RWR     DJ Wilshire REIT ETF             A        02500000   UEX   RVBD
DJO   DJO     DJO Incorporated                 CX       05000000   RHI   RHI
QDM   DCEL    DOBSON COMMUNICATIONS CORPORAT   ACIPX    25000000   RKT   RKT
QRI   DOCC    DOCUCORP INTERNATIONAL INC       AX       02500000   ROK   ROK
DLB   DLB     DOLBY LABORATORIES INC           CX       07500000   COL   COL
DG    DG      DOLLAR GENERAL                   ACIPX    25000000   ROC   ROC
DTG   DTG     DOLLAR THRIFTY AUTO GROUP INC    X        05000000   QRT   RSTI
DQO   DLTR    DOLLAR TREE STORES INC           ACIPX    25000000   RG    RG
D     D       DOMINION RESOURCES INC           ABCIPX   25000000   ROG   ROG
DPZ   DPZ     DOMINO'S PIZZA INC               CIPX     07500000   ROH   ROH
UFS   UFS     Domtar, Corp. (new)              AIPX     25000000   ROP   ROP
DCI   DCI     DONALDSON COMPANY INC            AX       05000000   RSE   ROSE
RRD   RRD     DONNELLY R.R. AND SONS COMPANY   CIPX     25000000   REQ   ROST
DRL   DRL     DORAL FINANCIAL CORPORATION      ACIPX    25000000   RDC   RDC
DQM   DMLP    Dorchester Minerals LP           X        02500000   RY    RY
HCQ   HILL    DOT HILL SYSTEMS CORP            CPX      07500000   RCL   RCL
DHT   DHT     Double Hull Tanders, Inc.        X        02500000   RDS   RDSA
DEI   DEI    Douglas Emmett Inc               P        20000000   RQF   RDSB
DOV   DOV    DOVER CORPORATION                IPX      25000000   MJQ   RGLD
DDE   DDE    Dover Downs Gaming & Entertain   C        02500000   RES   RES
DOW   DOW    DOW CHEMICAL                     ABCIPX   25000000   REU   RES
DJ    DJ     DOW JONES & CO INC               ACIPX    25000000   RPM   RPM
DSL   DSL    DOWNEY FINANCIAL CORPORATION     ACIPX    07500000   QSD   RSAS
DPL   DPL    DPL INC.                         P        20000000   RTI   RTI
RDY   RDY    Dr. REDDYS LAB LIMITED (ADS)     ACIPX    07500000   RI    RT
DWA   DWA    DREAMWORKS ANIMATION SKG, INC    ACIPX    07500000   RT    RT
DRC   DRC    DRESSER RAND GROUP INC           CIPX     07500000   UXH   RTEC
DRQ   DRQ    DRIL-QUIP INC                    ACIPX    07500000   IWB   IWB
DRS   DRS    DRS TECHNOLOGIES INC.            CIPX     07500000   IBW   IWB
QKS   DSCM   DRUGSTORE.COM, INC               X        05000000   UUK   RUTH
DQR   DRYS   DRYSHIPS INC                     CIPX     07500000   QRX   RYAAY
DPQ   DSPG   DSP GROUP INC                    C        05000000   R     R
DST   DST    DST SYSTEMS                      AIPX     20000000   XLG   XLG
DSW   DSW    DSW, INC                         CIPX     07500000   RSP   RSP
DTE   DTE    DTE ENERGY CO.                   AIPX     25000000   RZX   RSP
DEU   DUK    Duke Energy Corp. Holding Comp   ABCIPX   25000000   RFG   RFG
DUK   DUK    Duke Energy Corp. Holding Comp   ABCIPX   25000000   JID   RFG
DRE   DRE    DUKE REALTY CORP.                PX       20000000   RPG   RPG
DNB   DNB    DUN & BRADSTREET CORP            X        07500000   RPV   RPV
DD    DD     DUPONT                           ABCIPX   25000000   RFV   RFV
DDQ   DRRX   Durect Corporation               P        07500000   RZV   RZV
FDU   DUSA   DUSA PHARMACEUTICALS INC         X        05000000   RYI   RYI
DQA   DYAX   DYAX CORP                        CX       20000000   FBZ   SONE
DY    DY     DYCOM INDUSTRIES INC             ACIPX    07500000   TSG   TSG
QCB   BOOM   Dynamic Materials Corporation    CIPX     25000000   SAF   SAF
QDY   DVAX   Dynavax Technologies Corporati   CIX      25000000   UUI   SFNT
DCP   DCP    DynCorp International Inc., Cl   ACX      07500000   SWY   SWY
DYN   DYN    Dynegy Inc. Class A              ABCIPX   25000000   EQA   SAIA
EUS   ETFC   E TRADE FINANCIAL CORP INC       ABCIPX   25000000   SAI   SAI
QEK   EGLE   Eagle Bulk Shipping Inc          ACIPX    07500000   UQF   SFUN
EXP   EXP    EAGLE MATERIALS INC.             ABCIPX   25000000   STJ   STJ
EAU   EROC   Eagle Rock Energy Partners LP    P        25000000   SKS   SKS
MQD   ELNK   EARTHLINK, INC.                  ACIPX    25000000   CRM   CRM
EOQ   EWBC   EAST WEST BANCORP INC            PX       07500000   PQN   SLXP
EMN   EMN    EASTMAN CHEMICAL CO              ABCIPX   25000000   SBH   SBH
EK    EK     EASTMAN KODAK                    ABCIPX   25000000   SJT   SJT
EV    EV     EATON VANCE CORP                 P        20000000   SQS   SAFM
ETN   ETN    EATON CORP                       ACIPX    25000000   SWQ   SNDK
QXB   EBAY   EBAY, INC.                       ABCIPX   25000000   SWF   SNDK
XBA   EBAY   EBAY, INC. (WRAP)                ABCIPX   25000000   UGD   SGMO
EUL   ELON   ECHELON CORPORATION              ACP      05000000   SQN   SANM
UAB   DISH   ECHOSTAR COMMUNICATION (WRAP)    ABCIPX   25000000   SNY   SNY
ECQ   ECIL   ECI TELECOM LTD                  CX       07500000   SRU   SNTS
IQV   ECLP   ECLIPSYS CORP.                   ACIPX    20000000   SAP   SAP
ECL   ECL    ECOLAB INC.                      AIPX     25000000   SQC   SAPE
EGU   ECLG   eCOLLEGE.COM                     ACIPX    05000000   SPP   SPP
EBQ   EPEX   EDGE PETROLEUM CORP              ACIPX    07500000   SLE   SLE
EIX   EIX    EDISON INTERNATIONAL             ABCIPX   25000000   SXD   SLE
EDO   EDO    EDO CORP.                        PX       05000000   SSL   SSL
QIE   EEEE   EDUCATE, INC                     ACX      05000000   SAY   SAY
EDR   EDR    EDUCATION REALTY TRUST INC       X        05000000   UVP   SVNT
EW    EW     EDWARDS LIFESCIENCES CORP.       CIPX     07500000   QVU   SVVS
EPU   EFJI   EFJ, INC                         X        05000000   SAX   SAX
EFD   EFD    EFUNDS CORPORATION               P        05000000   QYS   SBAC
KUF   EAGL   EGL INC                          CPX      20000000   SCG   SCG
UQH   EHTH   eHealth, Inc.                    X        02500000   UHI   SCSC
EP    EP     EL PASO CORPORATION              ABCIPX   25000000   SGP   SGP
ELN   ELN    ELAN CORPORATION PLC -ADR        ABCIPX   25000000   SLB   SLB
EQX   ESLT   ELBIT SYSTEMS, LTD               P        02500000   SQQ   SCHN
EGO   EGO    ELDORADO GOLD CORP               CPX      25000000   USC   SCHL
EQO   ESIO   ELECTRO SCIENTIFIC IND.          CIPX     05000000   SCN   SCHW
EZQ   ERTS   ELECTRONIC ARTS                  ABCIPX   25000000   SHQ   SCHW
EDS   EDS    ELECTRONIC DATA SYSTEMS          ABCIPX   25000000   FUF   SCRX
EFQ   EFII   ELECTRONICS FOR IMAGING, INC     AIX      25000000   TUJ   SGMS
LLY   LLY    ELI LILLY & CO                   ABCIPX   25000000   SCT   SCT
UWO   RDEN   ELIZABETH ARDEN, INC.            APX      05000000   SMG   SMG
ELK   ELK    ELKCORP                          PX       07500000   QRF   SCRA
EQM   EMAG   Emageon Inc                      P        07500000   SA    SA
EQ    EQ     Embarq Corporation               ACIPX    25000000   UEG   SEAC
MBQ   EMBT   EMBRACADERO TECHNOLOGIES         C        05000000   CKH   CKH
ERJ   ERJ    EMBRAER AIRCRAFT ADR             ACPX     25000000   STX   STX
EMC   EMC    EMC CORP                         ABCIPX   25000000   SEE   SEE
EME   EME    EMCOR GROUP INC                  PX       05000000   ZZ    ZZ
EQB   EMKR   EMCORE Corporation               CIPX     25000000   KTQ   SHLD
HUT   HLTH   Emdeon CORPORATION               ABCIPX   25000000   KDU   SHLD
EMR   EMR    EMERSON ELECTRIC CO              ABCIPX   50000000   SSW   SSW
MTQ   EMIS   EMISPHERE TECHNOLOGIES INC       ACIPX    07500000   DGQ   SGEN
QMJ   EMMS   EMMIS COMMUNICATIONS CORP.       ACIPX    07500000   UQU   SCUR
EIG   EIG    EMPLOYERS HOLDINGS, INC.         C        07500000   QEI   SEIC
ELX   ELX    EMULEX CORPORATION               ABCIPX   25000000   QSL   SCSS
UMQ   ELX    EMULEX CORPORATION (WRAP)        ABCIPX   25000000   IVU   SIGI
EEQ   EEQ    Enbridge Energy Management, LL   X        02500000   SMH   SMH
EEP   EEP    ENBRIDGE ENERGY PARTNERS , L.    PX       05000000   SOQ   SMTL
ENB   ENB    Enbridge Inc                     P        05000000   SRE   SRE
ECA   ECA    ENCANA CORP.                     ABCIPX   25000000   QTU   SMTC
EAC   EAC    ENCORE ACQUISITION COMPANY       CIPX     07500000   USK   SNMX
BUU   ENMC   ENCORE MEDICAL CORPORATION       AX       07500000   SXT   SXT
EJO   WIRE   ENCORE WIRE CORPORATION          ABCIPX   25000000   ERQ   SEPR
IQE   ENCY   ENCYSIVE PHARMACEUTICALS         ABCIPX   25000000   ERU   SEPR
ELE   ELE    ENDESA S.A.                      A        05000000   SCI   SCI
IUK   ENDP   ENDO PHARMAC. HLDGS              ABCIPX   25000000   SVM   SVM
ENH   ENH    ENDURANCE SPECIALTY HOLDINGS L   X        07500000   QKU   SNDA
EQV   ENWV   ENDWAVE CORPORATION              ACIPX    05000000   SAU   SHRP
EGN   EGN    Energen Corporation              CP       07500000   SGR   SGR
ENR   ENR    ENERGIZER HOLDINGS, INC.         CIPX     07500000   SHW   SHW
EQI   ENER   ENERGY CONVERSION DEVICES        ABCIPX   25000000   SFL   SFL
EAS   EAS    ENERGY EAST CORPORATION          AX       20000000   UGH   SHPGY
EPL   EPL    ENERGY PARTNERS, LTD             ABCIPX   25000000   SQV   SCHS
XLE   XLE    ENERGY SECTOR SPDR               ABCIPX   25000000   SFQ   SHFL
OFP   XLE    ENERGY SECTOR SPDR (Qtrly LEAP   ACIPX    25000000   SI    SI
GQQ   XLE    ENERGY SECTOR SPDR (Qtrly)       ACIPX    25000000   SIE   SIE
XBT   XLE    ENERGY SECTOR SPDR (WRAP)        ABCIPX   25000000   SRP   SRP
ETE   ETE    Energy Transfer Equity, L.P.     PX       07500000   IYQ   SWIR
ETP   ETP    Energy Transfer Partners LP      PX       05000000   SUY   SIFY
ERF   ERF    ENERPLUS RESOURCES FUND          ABCIPX   20000000   IAQ   SIAL
ENI   ENI    ENERSIS S.A.                     P        07500000   MQN   SIGM
ENG   ENG    ENGLOBAL CORPORATION             CX       07500000   UGO   SGTL
ESV   ESV    ENSCO INTL, INC.                 ABCIPX   25000000   EQD   SLGN
UFN   ENTG   ENTEGRIS INC.                    CIPX     25000000   QSI   SIMG
EPR   EPR    Enterainment Properties TR       P        05000000   QFJ   SLAB
ETM   ETM    ENTERCOM COMMUNICATIONS CORP     AX       07500000   MQI   SIMO
ETR   ETR    ENTERGY CORPORATION              ACIPX    25000000   SJV   SSTI
EPE   EPE    Enterprise GP Holdings LP        X        02500000   SSU   SSTI
EPD   EPD    ENTERPRISE PROD PARTNERS L.PI    ACIPX    25000000   SQU   SIVB
ENT   ENT    ENTERRA ENERGY TRUST             ACIPX    20000000   QSP   SPIL
EVC   EVC    ENTRAVISION COMM. CORP CLASS A   CX       07500000   SLW   SLW
DUU   ENTU   Entrust Inc                      X        25000000   IZU   SSRI
ENZ   ENZ    ENZO BIOCHEM, INC.               ABCIPX   05000000   SPG   SPG
QYZ   ENZN   ENZON PHARMACEUTICALS INC        CPX      20000000   SSD   SSD
EOG   EOG    EOG RESOURCES, INC               ABCIPX   25000000   NOQ   SINA
EUE   EPIC   EPICOR SOFTWARE CORPORATION      X        07500000   JQO   SBGI
FQU   EPIQ   EPIQ SYSTEMS, INC.               CX       02500000   SVA   SVA
FCU   EPIX   EPIX MEDICAL, INC.               CIPX     05000000   DQQ   SMDI
EFX   EFX    EQUIFAX INC.                     APX      20000000   QIR   SIRF
FQS   EQIX   EQUINIX INC                      ACIPX    07500000   QXO   SIRI
EQT   EQT    EQUITABLE RESOURCES INC          ACIX     20000000    RHQ   RNAI
ENN   ENN    EQUITY INNS INC                  P        05000000    UDO   SIRO
EOP   EOP    EQUITY OFFICE PROPERTIES         ACPX     25000000    SIR   SIR
EQR   EQR    EQUITY RESIDENTIAL               ACIPX    25000000    SIX   SIX
UDB   ERES   ERESEARCH TECHNOLOGY INC         ABCIPX   25000000    SKM   SKM
RQC   ERIC   ERICSSON LM TELEPHONE CO.        ABCIPX   25000000    SKX   SKX
UGL   ESCL   Escala Group, Inc.               AC       25000000    QAG   SKIL
ESE   ESE    ESCO TECH INC                    X        05000000    UWQ   SKYW
ENU   ESPD   ESPEED INC                       CIPX     05000000    GAK   SWKS
PUE   KEYW   Essex Corporation                AC       07500000    SLM   SLM
ESS   ESS    Essex Property Trust, Inc.       X        05000000    SMI   SMI
EL    EL     ESTEE LAUDER COMPANIES, INC.     ACIPX    25000000    UWJ   SWHC
ESL   ESL    ESTERLINE TECHNOLOGIES CORP.     X        05000000    AOS   AOS
ETH   ETH    ETHAN ALLEN INTERIORS INC        CIPX     07500000    SIK   SII
HSQ   EEFT   EURONET WORLDWIDE, INC.          AX       07500000    SII   SII
QEU   EVVV   EV3 INC                          CX       05000000    QPM   SMSI
RE    RE     EVEREST RE GROUP LTD             BCIPX    07500000    SFD   SFD
EEE   EEE    Evergreen Energy Inc             ABCIPX   25000000    JJQ   SSCC
QLU   ESLR   EVERGREEN SOLAR INC              ABCIPX   25000000    SNA   SNA
EQC   EXAR   EXAR CORP.                       P        05000000    SWH   SWH
EXM   EXM    EXCEL MARITIME CARRIERS LTD      ACIPX    02500000    UZK   SOHU
XCO   XCO    EXCO Resources, Inc.             CX       20000000    QFG   SOLF
XQT   EXEL   EXELISIS, INC.                   CIX      20000000    SLR   SLR
EXC   EXC    EXELON CORPORATION               ABCIPX   25000000    XSU   ILMN
FRU   XIDE   Exide Technologies               A        25000000    QUW   SMTS
UED   EXPE   EXPEDIA, INC                     ABCIPX   25000000    SAH   SAH
URP   EXPD   EXPEDITORS INTERNATIONAL         ABCIPX   50000000    ZSQ   SONC
XTQ   ESRX   EXPRESS SCRIPTS, INC.            ABCIPX   25000000    QNI   SNIC
XJT   XJT    EXPRESSJET HOLDINGS              CX       07500000    UWL   SNWL
EXJ   EXTR   EXTREME NETWORKS (WRAP)          ABCPX    25000000    SON   SON
EUT   EXTR   EXTREME NETWORKS, INC.           ABCPX    25000000    UZS   SONO
XOM   XOM    EXXON MOBIL CORP                 ABCIPX   25000000    UJS   SONS
ULP   EZPW   EZCORP INC                       ACIPX    22500000    NUY   SNUS
FLK   FFIV   F5 NETWORKS, INC. WRAP           ABCIPX   25000000    SNE   SNE
FDS   FDS    FACTSET RESEARCH SYSTEMS         IPX      05000000    BID   BID
FIC   FIC    FAIR ISAAC CORPORATION           CIPX     20000000    SQH   SORC
FCS   FCS    FAIRCHILD SEMICONDUCTOR          ABCIPX   25000000    PCU   PCU
FFH   FFH    FAIRFAX FINANCIAL HLTD LIMITED   ACPX     05000000    SO    SO
FIH   FFH    FAIRFAX FINANCIAL HLTD LIMITED   ACPX     05000000    SUG   SUG
FRP   FRP    FairPoint Communications, Inc.   IPX      05000000    LUV   LUV
XMQ   FALC   FALCONSTOR SOFTWARE, INC.        CIPX     07500000    SWX   SWX
FDO   FDO    FAMILY DOLLAR STORES             ACIPX    25000000    SWN   SWN
QND   DAVE   FAMOUS DAVES OF AMERICA          X        02500000    SOV   SOV
FNM   FNM    Fannie Mae                       ABCIX    25000000    DFU   SBSA
QEJ   FARO   FARO TECHNOLOGIES, INC           ACIPX    05000000    SBU   SPSN
FQA   FAST   FASTENAL COMPANY                 ABCIPX   25000000    QGH   SPTN
UUF   FVRL   Favrille, Inc.                   X        02500000    SEH   SEH
FSS   FSS    FEDERAL SIGNAL CORP              P        05000000    DGT   DGT
FD    FD     FEDERATED DEPT. STORES INC       ABCIPX   100000000   RWX   RWX
FII   FII    FEDERATED INVESTORS, INC.        A        20000000    EMM   EMM
FDX   FDX    FEDEX CORP                       ABCIPX   25000000    EIH   EMM
FQE   FEIC   FEI COMPANY                      ACIPX    07500000    EMG   EMG
FCH   FCH    FELCOR LODGING TRUST INC         X        07500000    EMV   EMV
FGP   FGP    Ferrellgas Partners, L.P.        X        05000000    DSC   DSC
FOE   FOE    Ferro Corp                       P        05000000    GDC   DSC
QFR   FTWR   FiberTower Corporation           C        20000000    TMW   TMW
ONQ   ONEQ   FIDELITY NASDAQ COMPOSITE TRAC   ACPX     02500000    GII   GII
FNF   FNF    FIDELITY NATIONAL FINANCIAL      ACIPX    25000000    JPP   JPP
FZU   FIS    FIDELITY NATIONAL FINANCIAL (d   AX       57500000    JSC   JSC
FFN   FIS    FIDELITY NATIONAL FINANCIAL(me   AX       57500000    XBI   XBI
FIS   FIS    Fidelity National Information    X        57500000    GXC   GXC
UNY   FICC   Fieldstone Investment Corporat   X        25000000    SDY   SDY
FTQ   FITB   FIFTH THIRD BANCORP              ABCIPX   25000000    GMF   GMF
ILQ   FILE   FILENET CORP                     CP       20000000    GMM   GMM
XLF   XLF    FINANCIAL SECTOR SPDR            ABCIPX   25000000   GAF   GAF
FQP   FNSR   FINISAR CORP                     ACPX     25000000   XHB   XHB
FAF   FAF    FIRST AMERICAN CORPORATION THE   ACIPX    20000000   XXJ   XHB
FBP   FBP    FIRST BANCORP PUERTO RICO        ACIP     07500000   XME   XME
FQO   FCFS   First Cash Financial Services,   CX       07500000   XES   XES
FDC   FDC    FIRST DATA CORP                  ABCIP    25000000   XOP   XOP
FVK   FDC    FIRST DATA CORP (distribution)   ABIPX    25000000   XPH   XPH
FHN   FHN    FIRST HORIZON NATIONAL CORPORA   CIPX     25000000   XRT   XRT
UOW   FNFG   FIRST NIAGARA FINANCIAL GROUP,   X        25000000   XSD   XSD
QHB   FSLR   First Solar, Inc.                CIPX     20000000   SE    SE
FBT   FBT    First Trust Amex Biotechnology   A        02500000   SXU   SLNK
FDM   FDM    FIRST TRUST DJ SELECT MICROCAP   AIX      02500000   SPC   SPC
FDN   FDN    First Trust Dow Jones Internet   A        02500000   QBV   SPPI
FPX   FPX    FIRST TRUST IPOX 100 INDEX FUN   C        02500000   SPR   SPR
FWQ   QQEW   First Trust NASDAQ-100 Equal W   C        02500000   SFC   SFC
FQC   QTEC   First Trust NASDAQ-100-Technol   C        02500000   S     S
FDL   FDL    FIRST TRUSTMORNINGSTAR DIV LEA   A        02500000   QSK   SPSS
FE    FE     FIRSTENERGY CORP.                ACIPX    25000000   SPW   SPW
FED   FED    FIRSTFED FINANCIAL CORP          ACIPX    07500000   SPY   SPY
FGQ   FMER   FIRSTMERIT CORPORATION           P        05000000   YAZ   SPY
FQV   FISV   FISERV INC                       ABCIPX   25000000   JCA   SPY
FHH   TMO    FISHER SCIENTIFIC INTL(merger)   ACIPX    75000000   JBG   SPY
FVE   FVE    Five Star Quality Care, Inc.     AX       07500000   RQQ   SPY
FBC   FBC    FLAGSTAR BANCORP, INC            PX       05000000   SFB   SPY
FLU   FLML   FLAMEL TECHNOLOGIES S.A.,ADS     ABCIPX   07500000   SWG   SPY
QDK   FLDR   Flanders Corporation             C        05000000   SWV   SPY
FLE   FLE    FLEETWOOD ENTERPRISES            CPX      25000000   SYH   SPY
QFL   FLEX   FLEXTRONICS INTL LTD             ABCIPX   32500000   SZC   SPY
FFQ   FLIR   FLIR SYSTEMS, INC.               ACIPX    25000000   SRX   SRX
FLA   FLA    Florida East Coast Industries,   C        05000000   JOE   JOE
FRK   FRK    FLORIDA ROCK INDUSTRIES INC      CX       20000000   SM    SM
FQW   FLOW   FLOW INTERNATIONAL CORP          CIX      07500000   QSV   STAA
FLO   FLO    FLOWERS FOODS, INC.              X        05000000   SSI   SSI
FLS   FLS    Flowserve Corp.                  CIPX     07500000   SRB   SSI
FLR   FLR    FLUOR CORP                       ABCIPX   25000000   JXQ   STMP
FMC   FMC    FMC CORPORATION                  AX       05000000   SFG   SFG
FTI   FTI    FMC TECHNOLOGIES, INC.           ACIPX    25000000   SMQ   SMSC
QOH   FMCN   Focus Media Holding Limited      ACIPX    50000000   SMP   SMP
FMX   FMX    Fomento Economico Mexicano, S.   PX       07500000   SPF   SPF
FL    FL     FOOT LOCKER, INC.                ABCIPX   25000000   SWK   SWK
F     F      FORD MOTOR COMPANY               ABCIPX   25000000   PLQ   SPLS
FDG   FDG    FORDING CANADIAN COAL TRUST      ABCIPX   25000000   SGU   SGU
FRX   FRX    FOREST LABORATORIES, INC.        ABCIPX   25000000   QSE   STSI
FHA   FRX    FOREST LABORATORIES,INC.(WRAP)   ABCIPX   25000000   SRT   SRT
FST   FST    FOREST OIL CORP.                 ABCIPX   25000000   SQX   SBUX
AFU   FORM   FORMFACTOR, INC                  ACIPX    25000000   HOT   HOT
FIG   FIG    Fortress Investment Group LLC    ACIPX    25000000   STT   STT
FO    FO     FORTUNE BRANDS, INC              ACIPX    20000000   STN   STN
FUA   FOSL   FOSSIL, INC.                     CIPX     07500000   STO   STO
UFB   FWLT   FOSTER WHEELER LTD               ABCIPX   25000000   SQD   STTS
FCL   FCL    FOUNDATION COAL HLD INC          ABCIPX   25000000   SQR   STEC
OUJ   FDRY   FOUNDRY NETWORKS, INC.(WRAP)     ABCIPX   25000000   RQL   STLD
FS    FS     FOUR SEASONS HOTELS INC.         AC       05000000   SFU   STTX
JFQ   FOXH   FOXHOLLOW TECHNOLOGIES INC       ABCIPX   07500000   SCS   SCS
FPL   FPL    FPL GROUP INC                    ABCIPX   25000000   BMU   SMRT
BEH   BEN    FRANKLIN RESOURCES (Wrap)        ABCIPX   25000000   URU   STEL
BEN   BEN    FRANKLIN RESOURCES INC.          ABCIPX   25000000   URL   SRCL
FRE   FRE    FREDDIE MAC                      ABCIPX   25000000   STE   STE
FMU   FRED   FRED'S INC.                      PX       07500000   UQS   STXS
FCX   FCX    FREEPORT MCMORAN COPPER - CL B   ABCIPX   75000000   SEU   SHOO
QLO   FSLB   FREESCALE SEMICONDUCTOR INC CB   C        25000000   SF    SF
FSL   FSL    FREESCALE SEMICONDUCTOR, INC     ACI      25000000   SWC   SWC
RQN   RAIL   Freight Car America, Inc         CIPX     07500000   STM   STM
FMT   FMT    FREMONT GENERAL CORPORATION      ACIPX    25000000   SGY   SGY
FDP   FDP     FRESH DEL MONTE PRODUCE INC      CIPX     07500000   QQG   SSYS
FBR   FBR     FRIEDMAN, BILLINGS, RAMSEY GRO   ABCIPX   25000000   SDQ   STRA
FRG   FRG     FRONTEER DEVELOPMENT GROUP INC   CIPX     20000000   SYK   SYK
FUO   FRNT    FRONTIER AIRLINES HOLDINGS IN    CIPX     20000000   RGR   RGR
FTO   FTO     FRONTIER OIL CORPORATION         ABCIPX   25000000   SPH   SPH
FRO   FRO     FRONTLINE LIMITED                ABCIP    25000000   SUF   SUF
GFE   FRO     FRONTLINE LIMITED (Distributio   ACIPX    25000000   QUO   SUNH
FTD   FTD     FTD GROUP, INC                   CX       02500000   SLF   SLF
FCN   FCN     FTI CONSULTING, INC.             CX       07500000   SUQ   SUNW
JFZ   FSYS    Fuel Systems Solutions Inc       PX       07500000   SU    SU
FQF   FTEK    Fuel Tech inc.                   CIPX     05000000   SXL   SXL
FQG   FCEL    FUELCELL ENERGY, INC.            ABCIPX   25000000   SUN   SUN
FUL   FUL     FULLER (H.B.) CO                 AX       07500000   UVD   STKL
FBN   FBN     FURNITURE BRANDS INTL INC        CIP      25000000   QSU   SPWR
IWQ   FXEN    FX ENERGY, INC                   ACIPX    07500000   SRZ   SRZ
GFA   GFA     Gafisa S.A., ADS                 A        05000000   STP   STP
GME   GME     GAMESTOP CORP CL A (Holding Co   ABCIPX   50000000   STI   STI
GRS   GRS     GAMMON LAKE RESOURCES INC        ACIPX    07500000   UQG   SUPG
GCI   GCI     GANNETT CO. INC                  ABCIPX   25000000   SPN   SPN
GPS   GPS     GAP INC                          ABCIPX   25000000   SUP   SUP
GDI   GDI     Gardner Denver, Inc.             CX       07500000   SQO   SUPX
GQR   GRMN    GARMIN LTD.                      ABCIPX   50000000   SVU   SVU
GQJ   GRMN    GARMIN LTD. (wrap)               ABCIPX   50000000   RQJ   SPRT
IT    IT      GARTNER, INC CI. A               X        07500000   UZF   SRDX
GSX   GSX     Gasco Energy, Inc                ACIX     25000000   SFY   SFY
GHS   GHS     GateHouse Media, Inc.            CIPX     02500000   SDU   SWFT
GMT   GMT     GATX CORP                        AIPX     07500000   SWS   SWS
GET   GET     GAYLORD ENTERTAINMENT COMPANY    X        05000000   SRJ   SWS
QLF   GMST    GEMSTAR-TV GUIDE INTL INC        BCPX     25000000   SY    SY
PSU   GPRO    GEN PROBE INC                    BCIPX    07500000   SMZ   SCMR
GNK   GNK     Genco Shipping & Trading Ltd.    X        05000000   UIK   SYKE
GY    GY      GENCORP, INC.                    CX       20000000   SYQ   SYMC
GGU   GNCMA   GENEARL COMM. INC.               P        05000000   SBL   SBL
DNA   DNA     GENENTECH, INC.                  ABCIPX   25000000   QES   SYMM
DWN   DNA     GENENTECH, INC. (WRAP)           ABCIPX   25000000   SMA   SMA
BGC   BGC     GENERAL CABLE CORP               CIPX     25000000   OFU   SMMX
GD    GD      GENERAL DYNAMICS                 ABCIPX   50000000   UHZ   SYGR
GE    GE      GENERAL ELECTRIC                 ABCIPX   25000000   QYG   SYNA
GGP   GGP     GENERAL GROWTH PROPERTIES, INC   ACIPX    25000000   QQR   SNCR
GMR   GMR     GENERAL MARITIME CORPORATION     ABCIPX   07500000   QOE   ELOS
GIS   GIS     GENERAL MILLS, INC               ABCIPX   25000000   SYT   SYT
GM    GM      GENERAL MOTORS                   ABCIPX   25000000   SVR   SVR
GCO   GCO     GENESCO INC                      AX       07500000   YPQ   SNPS
GWR   GWR     Genesee & Wyoming Inc. Class A   C        07500000   XYQ   SYNO
QGR   GHCI    Genesis Healthcare Corporation   CP       07500000   SNV   SNV
GLS   GLS     Genesis Lease Ltd                C        07500000   UEN   BRLC
QFE   GNSS    GENESIS MICROCHIP, INC.          ABCIPX   25000000   DUB   SYNT
GWY   GTOP    GENITOPE CORP                    ABCIPX   07500000   HYU   SYNM
GXQ   GNTX    GENTEX CORP.                     IPX      25000000   SYY   SYY
FUP   GTIV    GENTIVAL HEALTH SERVICES INC     A        05000000   SYX   SYX
GPC   GPC     GENUINE PARTS                    APX      07500000   RQW   TROW
GNW   GNW     Genworth Financial, Inc.         ACIPX    25000000   TSM   TSM
GZQ   GENZ    GENZYME CORPORATION              ABCIPX   25000000   TUO   TTWO
GAA   GENZ    GENZYME CORPORATION (WRAP)       ABCIPX   25000000   TLB   TLB
GGR   GGR     GEOGLOBAL RESOURCES INC          CIPX     07500000   TLM   TLM
GGC   GGC     GEORGIA GULF CORP.               ACIPX    20000000   QQK   TALK
GNA   GNA     GERDAU AMERISTEEL CORPORATION    CPX      07500000   TUB   TALX
GGB   GGB    GERDAU S.A. - ADR                ABCIPX   25000000   TAM   TAM
GQD   GERN   GERON CORPORATION                ABCIPX   25000000   TMQ   TNOX
GYI   GYI    GETTY IMAGES, INC.               ABCIPX   25000000   TRE   TRE
HWU   GVHR   GEVITY HR INC                    AX       07500000   TGT   TGT
GQG   GFIG   GFI Group, Inc.                  CIPX     05000000   QTT   TAROF
GI    GI     GIANT INDUSTRIES INC             ACP      07500000   QFP   TARR
RUQ   ROCK   GIBRALTAR STEEL CORPORATION      X        02500000   QUR   TASR
GBU   GIGM   GIGAMEDIA LTD                    CIPX     25000000   TTM   TTM
UGX   GILT   Gilat Satellite Networks Ltd.    X        02500000   TCO   TCO
GDQ   GILD   GILEAD SCIENCES, INC.            ABCIPX   25000000   EUP   TCLP
QPG   GIVN   GIVEN IMAGING LTD.               ACIPX    02500000   TCB   TCB
GUK   GBCI   GLACIER BANCORP INC              P        05000000   TQA   AMTD
GWJ   GBCI   GLACIER BANCORP INC (150 share   P        05000000   BNK   BNK
GKY   GG     GLAMIS GOLD LTD (Merger)         ABCIPX   67250000   TDQ   TECD
GLT   GLT    Glatfelter                       P        07500000   TGQ   TECH
GSK   GSK    GLAXOSMITHKLINE PLC              ABCIPX   25000000   TOA   TOA
GQC   GLBC   GLOBAL CROSSING LTD.             ACIPX    07500000   TNL   TNL
QHJ   GISX   GLOBAL IMAGING SYSTEMS           AX       07500000   XLK   XLK
GQO   GLBL   GLOBAL INDUSTRIES, LTD.          ABCIPX   25000000   TCK   TCK
GPN   GPN    GLOBAL PAYMENTS INC.             ACIPX    25000000   TE    TE
GAE   CCI    GLOBAL SIGNAL INC (merger)       ACX      33050000   TGP   TGP
GSF   GSF    GLOBALSANTAFE CORP.              ABCIPX   25000000   TK    TK
QDS   GSAT   Globalstar, Inc.                 CX       05000000   KQ    TKLC
QMF   GMKT   Gmarket Inc.                     ACIPX    07500000   TEK   TEK
GUH   GMXR   GMX Resources Inc                CIPX     07500000   TNE   TNE
GOL   GOL    GOL LINHAS AEREAS INTELIGENTES   ABCIPX   25000000   TBH   TBH
GFI   GFI    GOLD FIELDS LIMITED              ABCIPX   25000000   TTH   TTH
QGL   GKIS   GOLD KIST INC (symb conv)        AC       25000000   TTW   TTH
GRZ   GRZ    Gold Reserve Inc.                ACX      05000000   TDY   TDY
GG    GG     GOLDCORP INC.                    ABCIPX   67250000   TFX   TFX
GSS   GSS    GOLDEN STAR RESOURCES LTD        ACIPX    25000000   TEF   TEF
QDV   GLDN   GOLDEN TELECOM INC               ABCX     05000000   TMX   TMX
GBD   WB     GOLDEN WEST FINANCIAL CP. DEL    CPX      51250000   VNT   VNT
GPY   GS     GOLDMAN SACHS GROUP, INC (THE)   ABCIPX   25000000   TNV   VNT
GS    GS     GOLDMAN SACHS GROUP, INC (THE)   ABCIPX   25000000   TDS   TDS
GGL   GGL    Goodman Global Inc               P        07500000   QTC   TTEC
GR    GR     GOODRICH CORP                    ACIPX    25000000   ZUL   TELK
GDP   GDP    GOODRICH PETROLEUM CORPORATION   CIPX     07500000   TEQ   TLAB
GT    GT     GOODYEAR T & R                   ABCIPX   25000000   TIN   TIN
GGD   GOOG   Google, Inc. (Wrap)              ABCIPX   25000000   TPX   TPX
GOO   GOOG   Google, Inc. (Wrap)              ABCIPX   25000000   TSW   TS
GOP   GOOG   Google, Inc. (Wrap)              ABCIPX   25000000   THC   THC
GOU   GOOG   Google, Inc. (Wrap)              ABCIPX   25000000   TEN   TEN
GGG   GGG    GRACO, INC.                      P        07500000   TPP   TPP
GTI   GTI    GRAFTECH INTERNATIONAL LTD.      X        25000000   TER   TER
GWW   GWW    GRAINGER, W.W. INC.              CIPX     20000000   TEX   TEX
GVA   GVA    GRANITE CONSTRUCTION INC         CIX      07500000   TX    TX
GRP   GRP    GRANT PRIDECO, INC.              ABCIPX   25000000   TRA   TRA
GAP   GAP    GREAT ATLANTIC & PACIFIC TEA C   ABCIPX   07500000   TWW   TWW
GXP   GXP    GREAT PLAINS COMMUNICATIONS IN   CIPX     07500000   QET   TESO
WQY   WOLF   GREAT WOLF RESORTS, INC          X        05000000   TSO   TSO
GB    GB     GREATBATCH TECH., INC.           ACX      05000000   TJQ   TSRA
BBU   GBBK   GREATER BAY BANCORP              CPX      07500000   TQI   TTEK
GBX   GBX    Greenbrier Companies Inc.        AC       07500000   TTI   TTI
GW    GW     GREY WOLF INC                    ABCIPX   25000000   TVQ   TEVA
GFF   GFF    GRIFFON CORP.                    IX       05000000   TXI   TXI
GPI   GPI    GROUP 1 AUTOMOTIVE, INC.         CIPX     07500000   TXN   TXN
DA    DA     GROUPE DANONE ADS                A        05000000   TNZ   TXN
TMM   TMM    Grupo TMM SA                     X        05000000   HQQ   TXRH
TIQ   OMAB   Grupo Aeroportuario Cent Norte   P        05000000   TXT   TXT
PAC   PAC    Grupo Aeroportuario del Pacifi   P        07500000   AQA   ANDE
SIM   SIM    Grupo Simec, S.A. de C.V.        X        07500000   BSG   BSG
TV    TV     GRUPO TELEVISA,S.A.              ACPX     80000000   QHW   BONT
UGF   GSIC   GSI COMMERCE, INC.               CX       07500000   CFQ   CAKE
HQJ   GSIG   GSI LUMONICS, INC.               AX       05000000   DTQ   DBRN
GCU   GTXI   GTx Inc                          X        02500000   SSP   SSP
GES   GES    GUESS ?, INC                     ACIPX    40000000   QOT   TXCO
UGR   GTRC   GUITAR CENTER INC                ACIPX    07500000   IUL   FINL
GQI   GIFI   Gulf Island Fabrication Inc      P        02500000   FMD   FMD
GIU   GMRK   Gulfmark Offshore Inc            P        02500000   FWY   FMD
GQU   GYMB   GYMBOREE CORPORATION             CIPX     25000000   GEO   GEO
HRB   HRB    H & R BLOCK INC.                 ABCIPX   25000000   BQC   KNOT
UKJ   HEES   H&E Equipment Services, Inc.     PX       07500000   LMS   LMS
HNZ   HNZ    H.J. HEINZ COMPANY               ABCIPX   25000000   LZ    LZ
HAE   HAE    HAEMONETICS CORPORATION          AX       05000000   MTW   MTW
QQH   HAIN   HAIN CELESTIAL GROUP INC         CIX      07500000   GDX   GDX
HAL   HAL    HALLIBURTON CO                   ABCIPX   50000000   MNI   MNI
HTI   HTI    Halozyme Therapeutics Inc.       C        05000000   TMR   TMR
HDL   HDL    HANDLEMAN COMPANY                X        05000000   MLS   MLS
HBI   HBI    Hanesbrands Inc.                 ACIPX    20000000   NQD   NDAQ
HGR   HGR    HANGER ORTHOPEDIC GROUP INC      X        02500000   NSW   NWSA
HC    HC     HANOVER COMPRESSOR COMPANY       AIPX     25000000   NWS   NWS
THG   THG    HANOVER INSURANCE GROUP INC (T   X        07500000   PQR   PTRY
HOG   HOG    HARLEY DAVIDSON, INC.            ABCIPX   25000000   RYL   RYL
HAR   HAR    HARMAN INTL. INDUSTRIES          ABCIP    25000000   QCF   TSFG
LOQ   HLIT   HARMONIC, INC                    ACIPX    25000000   UTP   SPNC
HMY   HMY    HARMONY GOLD MINING COMP. LTD.   ABCIPX   25000000   SNS   SNS
HET   HET    HARRAH'S ENTERTAINMENT           ACP      25000000   TTC   TTC
QJT   TINY   HARRIS & HARRIS GROUP, INC.      CX       05000000   TRV   TRV
HRS   HRS    HARRIS CORPORATION               ACIPX    25000000   QDC   WRNC
HSC   HSC    Harsco Corporation               X        07500000   WU    WU
HIG   HIG    HARTFORD FINANCIAL SERVICES      ABCIPX   25000000   NQT   NCTY
HMX   HMX    Hartmax Corp                     P        05000000   TQM   THRX
HTE   HTE    HARVEST ENERGY TRUST             ACIPX    20000000   TMO   TMO
HNR   HNR    Harvest Natural Resources, Inc   ACX      07500000   UGQ   TSCM
HAS   HAS    HASBRO, INC                      CIPX     25000000   QIT   TWTI
HE    HE     HAWAIIAN ELECTRIC INDUSTRIES I   A        05000000   TNB   TNB
HA    HA     Hawaiian Holdings, Inc.          P        05000000   TOC   TOC
HCA   HCA    HCA INC.                         ABCIP    25000000   THO   THO
HCC   HCC    HCC INSURANCE HOLDINGS INC.      AX       20000000   TQU   THOR
HDB   HDB    HDFC BANK LTD                    CP       05000000   TMA   TMA
HW    HW     HEADWATERS INCORPORATED          ABCIPX   25000000   QHI   THQI
HCP   HCP    HEALTH CARE PROPERTY INVEST      IPX      25000000   QTK   THLD
HCN   HCN    Health Care REIT Inc.            AX       07500000   PAV   TIBX
XLV   XLV    HEALTH CARE SELECT SECTOR SPDR   ABCIPX   25000000   TDW   TDW
HMA   HMA    HEALTH MANAGEMENT ASSOC          ACPX     25000000   TIF   TIF
HMU   HMA    HEALTH MANAGEMENT ASSOC (Distr   ACIPX    25000000   THI   THI
HNT   HNT    HEALTH NET, INC                  ABCIPX   25000000   TBL   TBL
HUE   HLEX   HEALTHEXTRAS, INC.               CIPX     07500000   TWC   TWC
HLS   HLS    HealthSouth Corporation          C        25000000   TWX   TWX
HS    HS     HealthSpring, Inc.               X        07500000   AOE   TWX
QMH   HWAY   HEALTHWAYS, INC.                 ACPX     07500000   JMQ   TWTC
QHK   HTLD   HEARTLAND EXPRESS, INC.          AX       07500000   TKR   TKR
HL    HL     HECLA MINING COMPANY             ABCIPX   25000000   TIX   TIE
UYD   HLYS   Heelys, Inc.                     ACIPX    05000000   TIE   TIE
AQZ   HSII   HEIDRICK & STRUGGLES INTL        AX       05000000   TUK   TIVO
EHQ   HELE   HELEN OF TROY LTD                AIPX     07500000   TJX   TJX
HLX   HLX    HELIX ENERGY SOLUTIONS GROUP I   ABCIPX   25000000   TKU   TLCV
HP    HP     HELMERICH & PAYNE INC            ABCIPX   25000000   TNS   TNS
HQE   HSIC   HENRY SCHEIN INC                 ACIPX    07500000   THE   THE
HLF   HLF    HERBALIFE LTD                    CPX      25000000   TEP   TOL
HPC   HPC    HERCULES INC                     AIPX     25000000   TOL   TOL
HIQ   HERO   Hercules Offshore, Inc           ACIPX    25000000   THF   TLGD
FZQ   HRLY   HERLEY INDUSTRIES INC.           X        05000000   QWX   TOMO
MHQ   MLHR   HERMAN MILLER INC                CX       07500000   QLT   TOPT
HSY   HSY    HERSHEY CO THE                   ABCIPX   25000000   TCQ   TOPP
HTZ   HTZ    Hertz Global Holdings, Inc.      CPX      20000000   TMK   TMK
HES   HES    Hess Corporation                 ABCIPX   75000000   QBK   TRGL
IGG   HES    Hess Corporation (wrap)          ABCIPX   75000000   TD    TD
HEW   HEW    HEWITT ASSOCIATES, INC.          AIPX     20000000   TOT   TOT
HPQ   HPQ    HEWLETT PACKARD                  ABCIPX   25000000   TSS   TSS
HHY   HPQ    HEWLETT PACKARD (WRAP)           ABCIPX   25000000   PTQ   TWGP
HXL   HXL    HEXCEL CORPORATION               ACIPX    25000000   TM    TM
HFN   HIFN   HI/FN, INC.                      X        02500000   QTF   TSCO
QQX   HIBB   Hibbett Sports Inc               CPX      07500000   ULR   TRAD
HIW   HIW    HIGHWOODS PROPERTIES, INC.       AX       07500000   TUF   TACT
HRH   HRH    HILB, ROGAL AND HAMILTON COMPA   X        05000000   TOU   TSAI
HB    HB     HILLENBRAND INDS INC             AIPX     05000000   TDG   TDG
HLT   HLT    HILTON HOTELS                    ABCIPX   25000000   TGA   TGA
UXW   HIMX   HIMAX TECHNOLOGIES INC ADS       AC       07500000   TMY   TMY
HIT   HIT    HITACHI LTD                      AC       02500000   TMG   TMG
QDH   HITT   Hittite Microwave Corporation    CX       07500000   RIG   RIG
QHT   HMSY   HMS Holdings Corp.               C        05000000   QTV   TZOO
HQF   HOKU   Hoku Scientific, Inc.            ACIPX    25000000   TRR   TRR
QGQ   HEPH   HOLLIS-EDEN PHARM.               ACIPX    07500000   THS   THS
HOC   HOC    HOLLY CORPORATION                ACIPX    25000000   TWP   TWP
QHX   HOLX   HOLOGIC, INC.                    ABCIPX   25000000   QEH   TGIC
HD    HD     HOME DEPOT INC                   ABCIPX   25000000   TRI   TRI
QHH   HMIN   Home Inns & Hotels Management    ACPX     07500000   TRB   TRB
HME   HME    HOME PROPERTIES INC              P        05000000   QFS   TRMA
HOM   HSOA   Home Solutions Of America, Inc   ABCIPX   25000000   HVU   TRID
HNI   HNI    HON INDUSTRIES INC               X        05000000   TUH   TRMB
HMC   HMC    HONDA MOTOR COMPANY LTD          IPX      20000000   RQM   TRMS
HON   HON    HONEYWELL INTL INC (NEW)         ABCIPX   25000000   TSL   TSL
HRZ   HRZ    Horizon Lines, Inc - Cl A        P        05000000   TRN   TRN
HNQ   HOFF   Horizon Offshore, Inc.           ACIX     25000000   TQN   TQNT
HRL   HRL    HORMEL FOODS CORPORATION         P        07500000   TIV   TIV
HOS   HOS    HORNBECK OFFSHORE SERVICES IN    CIX      07500000   FUG   TZIX
HSP   HSP    HOSPIRA INC                      ABCIPX   25000000   TRX   TRX
HPT   HPT    HOSPITALITY PROPERTIES TRUST     C        07500000   ZJQ   TRLG
HNM   HPT    HOSPITALITY PROPERTIES TRUST (   C        07500000   PMQ   TRMP
HST   HST    Host Hotels & Resorts            ACIPX    25000000   TRW   TRW
UHO   HOTT   HOT TOPIC INC.                   ACIPX    25000000   TNP   TNP
UZZ   SOLD   HOUSEVALUES, INC                 CPX      07500000   UKD   TTMI
THX   THX    HOUSTON EXPLORATION COMPANY      CIX      20000000   UUG   TUES
UKL   HWCC   Houston Wire & Cable Company     ACIPX    05000000   TUP   TUP
HOV   HOV    HOVNANIAN ENTERPRISES INC        ABCIPX   25000000   TCF   OVEN
HRP   HRP    HRPT PROPERTIES                  AX       25000000   TKC   TKC
HBC   HBC    HSBC HOLDINGS PLC                ABCIPX   20000000   TWB   TWB
HNP   HNP    HUANENG POWER INTERNATIONAL, I   CPX      05000000   TQZ   TWTR
HEQ   HUBG   Hub Group Inc CL A               P        07500000   TXU   TXU
BUQ   HUBB    Hubbell Incorporated            X        05000000   TXF   TXU
KHQ   HCBK    HUDSON CITY BANCORP, INC.       ABCIPX   25000000   TYC   TYC
AQF   HHGP    HUDSON HIGHLAND GROUP INC       APX      07500000   TYE   TYC
HGT   HGT     Hugoton Royalty Trust           AX       05000000   TYL   TYL
HQI   HGSI    HUMAN GENOME SCIENCES           ABCIPX   25000000   TSN   TSN
HUM   HUM     HUMANA                          ABCIPX   25000000   USB   USB
HQB   HBAN    HUNTINGTON BANCSHARES           CIX      25000000   USM   USM
HUN   HUN     HUNTSMAN CORPORATION            ABCIPX   25000000   RQS   RMIX
UTQ   HTCH    HUTCHINSON TECHNOLOGY INC       ACIPX    07500000   USS   USS
HTX   HTX     HUTCHISON TELECOMMUNICATION     CX       02500000   UAL   UAUA
HBQ   HYDL    HYDRIL                          CP       07500000   JUL   UAPH
HYC   HYC     HYPERCOM CORPORATION            AX       20000000   UBS   UBS
WQE   HYSL    HYPERION SOLUTIONS CORP         CI       25000000   AUW   UCBH
DXU   HYTM    HYTHIAM INC                     ACIX     07500000   UDR   UDR
IUO   IDSY    I D SYSTEMS INC                 X        02500000   UGI   UGI
JQ    ITWO    I2 TECHNOLOGIES, INC            ACIPX    05000000   QFU   UCTT
QTH   IACI    IAC INTERACTIVECORP             ABCIPX   25000000   UPL   UPL
IAG   IAG     IAM GOLD CORP                   ACIPX    27500000   BMQ   ULBI
IBN   IBN     ICICI BANK LIMITED              ABCIPX   25000000   UQT   UTEK
QIA   ICON    ICONIX BRAND GROUP INC          ACIPX    07500000   UA    UA
IIQ   ICOS    ICOS CORP.                      ABC      25000000   UBB   UBB
QPD   ICUI    ICU MEDICAL, INC.               AX       02500000   UN    UN
IDA   IDA     IDACORP, INC.                   X        05000000   UNP   UNP
IAR   IAR     Idearc Inc.                     ACPX     20000000   UB    UB
GQX   IDIX    Idenix Pharmaceuticals Inc      ABCIPX   07500000   UNS   UNS
IUY   ID      IDENTIX, INC. (merger)          APX      07500000   UIS   UIS
IEX   IEX     IDEX CORP                       P        05000000   UNT   UNT
UID   IDXX    IDEXX LABORATORIES INC.         ACIX     05000000   UAG   UAG
QDP   IDMI    IDM Pharma Inc.                 C        02500000   UIU   UBSI
IOD   IDTC    IDT CORP.                       ACI      02500000   UIC   UIC
QIF   IFLO    I-FLOW CORPORATION              CPX      05000000   UMC   UMC
JIU   IIVI    II-VI INCORPORATED              X        05000000   EYO   UNFI
IKN   IKN     IKON OFFICE SOLUTIONS, INC.     CX       20000000   QAB   UNTD
ITW   ITW     ILLINOIS TOOL WORKS INC.        ABCIPX   50000000   UPS   UPS
IQA   ILMN    ILLUMINA, INC.                  ACIPX    30000000   URI   URI
IMN   IMN     IMATION CORP                    CX       05000000   X     X
IMQ   IMAX    IMAX CORPORATION                ABCIPX   20000000   QTR   USTR
QCI   IMCL    IMCLONE SYSTEMS, INC.           ABCIPX   25000000   QPJ   USPI
IIG   IIG     IMERGENT, INC                   ACIPX    07500000   UTX   UTX
IMU   IMMR    IMMERSION CORP                  ACIPX    05000000   FUH   UTHR
IMM   IMM     IMMTECH INTERNATIONAL, INC.     CPX      02500000   UNH   UNH
QMQ   BLUD    IMMUCOR, INC.                   CIPX     20000000   UHB   UNH
GMU   IMGN    IMMUNOGEN INC                   AX       05000000   UCO   UCO
QUI   IMMU    IMMUNOMEDICS INC                ACIP     07500000   UVV   UVV
IMH   IMH     IMPAC MORTGAGE HOLDINGS, INC.   ABCIPX   25000000   PQA   PANL
JQQ   FSYS    IMPCO Technologies, Inc.        PX       07500000   UAD   UFPI
ICI   ICI     IMPERIAL CHEMICAL IND PLC       P        02500000   UHS   UHS
IMO   IMO     IMPERIAL OIL LTD.               AIPX     05000000   UTI   UTI
DQK   IPSU    Imperial Sugar Company          X        07500000   HGQ   UHCO
RX    RX      IMS HEALTH INCORPORATED         ACPX     25000000   UVN   UVN
N     INCLF   INCO LIMITED                    ABCIP    25000000   UNM   UNM
IPQ   INCY    INCYTE COPRPORATION             ACIPX    25000000   URZ   URZ
QUF   IDEV    INDEVUS PHARMACEUTICALS INC     ABCIPX   07500000   UEQ   URRE
XLI   XLI     INDUSTRIAL SECTOR SPDR          ABCIPX   25000000   URQ   URBN
IMB   IMB     INDYMAC BANCORP, INC.           ACIPX    25000000   URS   URS
NDE   IMB     INDYMAC BANCORP, INC.           ACIPX    25000000   LCC   LCC
QGG   NRGY    Inergy, L.P.                    X        05000000   RRQ   USBE
IFX   IFX     INFINEON TECHNOLOGIES AG         APX      25000000   SUA   XPRSA
QIW   IFNY    INFINITY ENERGY RESOURCES        X        05000000   UEF   USMO
UYN   IPCC    Infinity Property and Casualty   A        05000000   UNX   USNA
BUG   IFOX    INFOCROSSING INC                 AX       05000000   USU   USU
UYF   INFA    INFORMATICA CORPORATION          CIPX     25000000   USG   USG
UXS   IFON    InfoSonics Corporation           PX       07500000   UST   UST
IOU   INSP    INFOSPACE, INC.                  ABCIPX   25000000   EQQ   UTIW
IUN   INFY    INFOSYS TECHNOLOGIES LTD         ABCIPX   50000000   UTH   UTH
UHX   IUSA    INFOUSA INC                      AX       05000000   UBO   UTH
IFS   IFS     InfraSource Services Inc.        C        07500000   XLU   XLU
ING   ING     ING GROEP NV                     CPX      07500000   XKJ   XLU
IR    IR      INGERSOLL-RAND CO LMTD CLS A     ABCIPX   50000000   UON   UTSI
IM    IM      INGRAM MICRO INC, CLASS A        ACIPX    25000000   UCX   LNUX
BJU   ISSC    INNOVATIVE SOLUTIONS AND SUPPO   ACIPX    05000000   EGY   EGY
QIO   INPC    InPhonic Inc                     CIX      07500000   MTN   MTN
IO    IO      INPUT/OUTPUT, INC.               ACIPX    25000000   VCI   VCI
QNT   NSIT    INSIGHT EMTERPRISES INC          X        07500000   VRX   VRX
ISQ   INSU    INSITUFORM TECHNOLOGIES, INC.    P        05000000   VLO   VLO
JPU   ISPH    INSPIRE PHARMACEUTICALS INC      ACIPX    07500000   ZPY   VLO
IQF   IIIN    INSTEEL INDUSTRIES INC           ABIPX    07500000   VEH   NSH
UJI   IART    INTEGRA LIFESCIENCES HOLDINGS    PX       05000000   VLI   NS
IBJ   PONE    INTEGRATED ALARM SERVICES GROU   X        02500000   VLY   VLY
IQK   IASG    INTEGRATED ALARM SERVICES GROU   X        02500000   VAL   VAL
ITQ   IDTI    INTEGRATED DEVICE TECH. INC.     ABCIPX   25000000   QCS   VCLK
EVQ   IESC    Integrated Electrical Services   C        02500000   UVR   VVTV
IUH   ISSI    INTEGRATED SILICON SOLUTION, I   CX       07500000   QDX   VNDA
TEG   TEG     Integrys Energy Group, Inc.      X        05000000   VCR   VCR
INQ   INTC    INTEL CORPORATION                ABCIPX   25000000   VDC   VDC
NQ    INTC    INTEL CORPORATION (Wrap)         ABCIPX   25000000   VIG   VIG
NQX   ININ    Interactive Intelligence Inc.    C        05000000   VWO   VWO
IHH   ICE     Intercontinental Exchange (Wra   ABCIPX   25000000   VDE   VDE
ICE   ICE     Intercontinental Exchange Inc    ABCIPX   25000000   VGK   VGK
DAQ   IDCC    INTERDIGITAL COMM. CORP          ABCIPX   25000000   VXF   VXF
UQC   IFSIA   Interface, Inc.                  X        07500000   VFH   VFH
IGQ   INGR    INTERGRAPH CORP                  ACP      07500000   VEU   VEU
IBI   IBI     Interline Brands, Inc.           X        02500000   VUG   VUG
IMG   IMGC    INTERMAGNETICS GENERAL           X        05000000   VHT   VHT
IN    IN      Intermec Inc                     ACIPX    07500000   VYM   VYM
IQY   ITMN    INTERMUNE INC.                   ABCIPX   07500000   VIS   VIS
IIP   INAP    Internap Network Services Corp   CX       25000000   VGT   VGT
ICO   ICO     International Coal Group, Inc.   CIPX     25000000   BIV   BIV
QNV   FLEX    INTERNATIONAL DISPLAY WORKS (m   AX       32500000   VV    VV
IGT   IGT     INTERNATIONAL GAME TECHNOLOGY    ABCIPX   25000000   BLV   BLV
IGX   IGT     INTERNATIONAL GAME TECHNOLOGY    ABCIPX   25000000   VAW   VAW
IRF   IRF     INTERNATIONAL RECTIFIER CORP.    ABCIPX   25000000   VO    VO
ISE   ISE     International Securities Excha   ABCIPX   20000000   VOT   VOT
IAH   IAH     INTERNET ARCHITECTURE HOLDRS     A        02500000   VOE   VOE
GYQ   ICGE    Internet Capital Group, Inc.     ACX      07500000   VPL   VPL
HHH   HHH     INTERNET HOLDRS TRUST            ABCIPX   07500000   VNQ   VNQ
IQD   IIJI    INTERNET INITIATIVE JAPAN INC    ABCIPX   25000000   HNC   VNQ
ISU   ISSX    INTERNET SECURITY SYSTEMS INC    CP       25000000   BSV   BSV
IOC   IOC     INTEROIL CORPORATION             ABCIPX   07500000   VB    VB
IPG   IPG     INTERPUBLIC GROUP OF COMPANIES   ABCIPX   25000000   VBK   VBK
UFH   ISIL    INTERSIL CORPORATION             ABCIPX   25000000   VBR   VBR
TPQ   INTL    INTER-TEL INC                    APX      05000000   VOX   VOX
VQN   INTV    INTERVOICE, INC                  CP       05000000   BND   BND
IUW   IWOV    INTERWOVEN, INC.                 C        07500000   VTI   VTI
IKQ   IVAC   Intevac, Inc.                    CPX      07500000   VPU   VPU
IBM   IBM    INTL BUSINESS MACHINE            ABCIPX   25000000   VTV   VTV
IBZ   IBM    INTL BUSINESS MACHINE (WRAP)     ABCIPX   25000000   VAR   VAR
IFF   IFF    INTL FLAVORS & FRAGRANCES        CPX      07500000   UES   VSEA
IP    IP     INTL PAPER                       ABCIPX   25000000   IUA   VARI
QWY   ISCA   INTL SPEEDWAY, CORP.             AX       02500000   BOQ   VASC
USL   ILSE   IntraLase Corp.                  C        07500000   ZIV   VSGND
IDR   IDR    Intrawest Corporation            ACP      07500000   QWF   WOOF
IUZ   INGN   INTROGEN THERAPEUTICS, INC       ACI      05000000   VGR   VGR
IQU   INTU   INTUIT INC.                      ABCIPX   50000000   QVC   VECO
AXV   ISRG   INTUITIVE SURGICAL (wrap)        ABCIPX   25000000   UMI   VMSI
AXQ   ISRG   INTUITIVE SURGICAL, INC.         ABCIPX   25000000   VTR   VTR
QBP   VTIV   inVentive Health Inc             CIPX     07500000   VSE   VSE
ITG   ITG    INVESTMENT TECH GRP (NEW)        ACIPX    20000000   PAY   PAY
UKH   SWIM   INVESTools, Inc.                 ACIPX    07500000   UHG   VRGY
FLQ   IFIN   INVESTOR FINANCIAL SERVICES      ABCX     25000000   JOQ   VRNT
IUV   IVGN   INVITROGEN CORP.                 ABCIPX   25000000   QVR   VRSN
IOM   IOM    IOMEGA CORP.                     AX       05000000   VTU   CGV
QVM   IOTN   IONATRON, INC                    ABCIPX   07500000   VZ    VZ
IWA   IWA    Iowa Telecommunications Servic   X        05000000   VRF   VZ
QZQ   IPAS   IPASS INC.                       ACIPX    07500000   VQR   VRTX
UZT   IPCR   IPC Holdings, Ltd.               A        07500000   VFC   VFC
IXQ   IPGP   IPG Photonics Corp.              P        05000000   UIE   VIAC
IPS   IPS    IPSCO Inc.                       ABCIPX   25000000   VMB   VIAB
JGU   IRIS   IRIS INTERNATIONAL INC           ACIPX    07500000   VIA   VIA
IRQ   IRBT   iRobot Corporation               CPX      05000000   VVI   VVI
IRM   IRM    IRON MOUNTAIN INC.               ACIPX    30000000   IQS   VSAT
EOZ   IRM    IRON MOUNTAIN INC.(150 shares)   ACIPX    30000000   VAS   VAS
EWZ   EWZ    ISHARES BRAZIL INDEX ETF         AC       25000000   PQV   VICL
IOO   IOO    ISHARES S& P GLOBAL 100 INDEX    X        02500000   VQV   VICR
EWA   EWA    ISHARES AUSTRALIA INDX ETF       CIP      07500000   QVV   VIGN
EWC   EWC    ISHARES CANADA INDEX ETF         BCIPX    25000000   QRB   VIMC
ICF   ICF    ISHARES COHEN & STEERS REALTY    APX      05000000   VIP   VIP
ICV   ICF    ISHARES COHEN & STEERS REALTY    APX      05000000   VIQ   VIP
IYF   IYF    ISHARES DJ FINL. SECTOR INDEX    X        02500000   UVB   VIRL
DVY   DVY    ISHARES DJ SELECT DIVIDEND       ABCIPX   07500000   NUD   VMED
IYW   IYW    IShARES DJ TECH. SECTOR INDEX    X        05000000   DUZ   VPHM
IYZ   IYZ    ISHARES DJ TELECOMM. SECTOR IN   AX       07500000   VSH   VSH
IAI   IAI    IShares DJ U.S. BROKER DEALERS   X        02500000   QJU   EICU
IYK   IYK    iShares DJ US Consumer Goods S   X        02500000   VGZ   VGZ
IYC   IYC    iShares DJ US Consumer Service   X        02500000   QGT   VSTA
IYE   IYE    ISHARES DJ US ENERGY SECTOR      CIPX     02500000   QPY   VPRT
IYG   IYG    iShares DJ US Financial Servic   X        02500000   VC    VC
IYH   IYH    ISHARES DJ US HEALTHCARE SECTO   CX       05000000   HXQ   VTAL
IYJ   IYJ    iShares DJ US Industrial Secto   X        02500000   VQS   AMCS
IYR   IYR    ISHARES DJ US REAL ESTATE        ABCIPX   25000000   VIV   VIV
IYD   IYR    ISHARES DJ US REAL ESTATE (WRA   ABCIPX   25000000   QJS   VVUS
IYL   IYR    ISHARES DJ US REAL ESTATE (WRA   ABCIPX   25000000   VOD   VOD
JDW   IYR    ISHARES DJ US REAL ESTATE (WRA   ABCIPX   25000000   UQY   VLCM
IHJ   IYY    ISHARES DJ US TOTAL MARKET IND   CX       02500000   VOL   VOL
IYY   IYY    ISHARES DJ US TOTAL MARKET IND   CX       02500000   QYU   VLTR
IYT   IYT    ISHARES DJ US TRANSPORT INDEX    IX       20000000   VQY   VOLV
IDU   IDU    ISHARES DJ US UTIL SECT INDX F   CX       02500000   VGQ   VOLV
IYM   IYM    ISHARES DOW JONES U.S. BASIC M   AIX      02500000   VG    VG
FXI   FXI    ISHARES FTSE/Xinhua Index        BCIPX    25000000   VNO   VNO
FAH   FXI    ISHARES FTSE/Xinhua Index (WRA   BCIPX    25000000   VCP   VCP
FJJ   FXI    ISHARES FTSE/Xinhua Index (WRA   BCIPX    25000000   VMC   VMC
IKI   FXI   ISHARES FTSE/Xinhua Index (WRA   BCIPX    25000000   WHI   WHI
IGN   IGN   ISHARES GOLDMAN SACHS NETWORK    CX       05000000   WTI   WTI
IKU   IGN   ISHARES GOLDMAN SACHS NETWORK    CX       05000000   WPL   WPL
IPV   IGV   ISHARES GOLDMAN SACHS SOFTWARE   C        02500000   GRA   GRA
IGU   IGM   ISHARES GOLDMAN SACHS TECHNOLO   C        02500000   WNC   WNC
IGW   IGW   ISHARES GOLDMAN SEMICONDUCTOR    CIPX     05000000   WAB   WAB
EWH   EWH   ISHARES HONG KONG INDEX ETF      CIPX     25000000   WB    WB
HYG   HYG   iShares iBoxx $ High Yield Cor   A        02500000   WDR   WDR
LQD   LQD   iShares iBoxx $ Investment Gra   AC       02500000   WAG   WAG
EWJ   EWJ   ISHARES JAPAN INDEX ETF          ABCIPX   25000000   WMT   WMT
DSI   DSI   iShares KLD 400 Social Index F   I        02500000   DIS   DIS
KLD   KLD   iShares KLD Select Social Inde   I        02500000   WLT   WLT
SHY   SHY   ISHARES LEHMAN 1-3YRS TREAS BD   ACIX     07500000   TAZ   WLT
TLT   TLT   ISHARES LEHMAN 20+ YR TREAS      ACIPX    25000000   QVL   WCRX
ILT   TLT   ISHARES LEHMAN 20+ YR TREAS (W   ACIPX    25000000   WMG   WMG
IEF   IEF   ISHARES LEHMAN 7-10 YR TREAS     ABCIX    05000000   QQW   WRES
AGG   AGG   ISHARES LEHMAN AGGREGATE BOND    AX       05000000   SQB   WFSL
MBB   MBB   iShares Lehman MBS Fixed-Rate    A        02500000   QUG   WNG
TIP   TIP   ISHARES LEHMAN US TREAS INFL P   AX       05000000   WNG   WNG
EFA   EFA   ISHARES MSCI EAFE INDEX FUND     ABCIPX   25000000   WM    WM
EFM   EFA   ISHARES MSCI EAFE INDEX FUND (   ABCIPX   25000000   WRE   WRE
EEM   EEM   IShares MSCI Emerging Markets    ACX      25000000   WCN   WCN
EWG   EWG   ISHARES MSCI GERMANY INDEX FUN   IPX      20000000   WCA   WCN
NY    NY    ISHARES NYSE 100 INDEX FUND      X        02500000   WMI   WMI
NYC   NYC   ISHARES NYSE COMPOSITE INDEX     X        02500000   WAT   WAT
IWP   IWP   ISHARES RUSELL MIDCAP GROWTH I   CX       02500000   WSO   WSO
IOB   IWF   IShARES RUSSELL 1000 GROWTH IN   ACX      25000000   WPI   WPI
IWF   IWF   IShARES RUSSELL 1000 GROWTH IN   ACX      25000000   WW    WW
IDH   IWD   ISHARES RUSSELL 1000 VALUE IND   ACIP     20000000   WTS   WTS
IWD   IWD   ISHARES RUSSELL 1000 VALUE IND   ACIP     20000000   WPP   WPP
IWM   IWM   ISHARES RUSSELL 2000 INDEX       ABCIPX   50000000   WCI   WCI
IWJ   IWM   ISHARES RUSSELL 2000 INDEX (WR   ABCIPX   50000000   WFT   WFT
IWT   IWM   ISHARES RUSSELL 2000 INDEX (WR   ABCIPX   50000000   UWB   WEBX
DIW   IWM   ISHARES RUSSELL 2000 INDEX FUN   ABCIPX   50000000   QWB   WBMD
IOW   IWM   ISHARES RUSSELL 2000 INDEX FUN   ABCIPX   50000000   UUW   WEBM
IQQ   IWM   ISHARES RUSSELL 2000 INDEX FUN   ACIPX    50000000   DQH   WBSN
IQZ   IWM   ISHARES RUSSELL 2000 INDEX FUN   ACIPX    50000000   UAW   WSSI
YNL   IWM   ISHARES RUSSELL 2000 INDEX FUN   ACIPX    50000000   WBS   WBS
IOS   IWZ   ISHARES RUSSELL 3000 GROWTH IN   C        02500000   QZE   WZEN
ILV   IWV   ISHARES RUSSELL 3000 INDX (WRA   ACX      05000000   WTW   WTW
IWW   IWW   ISHARES RUSSELL 3000 VALUE IND   C        02500000   WRI   WRI
IWC   IWC   iSHARES RUSSELL MICROCAP INDEX   C        02500000   WCG   WCG
IWR   IWR   ISHARES RUSSELL MIDCAP INDEX F   CP       05000000   WLP   WLP
IWS   IWS   ISHARES RUSSELL MIDCAP VALUE I   CX       02500000   WFC   WFC
IXC   IXC   ISHARES S& P GLOBAL ENERGY SEC   X        02500000   WEN   WEN
OEF   OEF   ISHARES S&P 100 INDEX FUND       ACIX     07500000   RVQ   WERN
IOF   OEF   ISHARES S&P 100 INDEX FUND (WR   ACIX     07500000   WCC   WCC
IJV   IJK   ISHARES S&P 400 MIDCAP (WRAP)    A        05000000   TFU   WSTC
IJY   IJJ   ISHARES S&P 400 MIDCAP/BARRA V   A        05000000   XWQ   WMAR
IVW   IVW   iShares S&P 500 Growth Index F   I        07500000   WST   WST
IVV   IVV   iSHARES S&P 500 INDEX FUND       CIP      25000000   WQF   WABC
IVE   IVE   iShares S&P 500 Value Index Fu   IP       07500000   WDC   WDC
IEV   IEV   ISHARES S&P EUROPE 350           X        05000000   WGR   WGR
IXG   IXG   ISHARES S&P GLOBAL FINANCIAL S   X        02500000   WNR   WNR
IXJ   IXJ   ISHARES S&P GLOBAL HEALTHCARE    X        02500000   WLK   WLK
IXN   IXN   ISHARES S&P GLOBAL INFORMATION   X        02500000   WON   WON
IXP   IXP   ISHARES S&P GLOBAL TELECOM SEC   X        02500000   WTQ   WTSLA
IFB   ILF    iShares S&P Latin American 40    AX       05000000   WY    WY
ILF   ILF    iShares S&P Latin American 40    AX       05000000   WHQ   WHQ
IOK   ILF    iShares S&P Latin American 40    AX       05000000   UFL   WPSC
IAJ   IJH    ISHARES S&P MIDCAP 400 (WRAP)    AIX      07500000   WHR   WHR
IJH   IJH    ISHARES S&P MIDCAP 400 (WRAP)    AIX      07500000   WLL   WLL
IJT   IJT    ISHARES S&P SC 600 BARRA GROWT   A        02500000   UVK   WTNY
ISK   IJT    ISHARES S&P SC 600 BARRA GROWT   A        02500000   FMQ   WFMI
IJW   IJS    ISHARES S&P SC 600 BARRA VALUE   AI       05000000   QOQ   OATS
IJO   IJR    ISHARES S&P SCAP 600 FUND (W     ACI      25000000   WG    WG
JIN   IJR    ISHARES S&P SCAP 600 FUND (W     ACI      25000000   WMB   WMB
ITF   ITF    ISHARES S&P TOPIX 150            X        02500000   WEQ   WLSC
EWT   EWT    ISHARES TAIWAN INDEX ETF         C        25000000   WSM   WSM
EWU   EWU    ISHARES UNITED KINGDOM INDEX E   P        07500000   WSH   WSH
IWO   IWO    ISHRS RUSSELL 2000 GROWTH INDX   ABCIPX   25000000   WL    WL
IZT   IWO    ISHRS RUSSELL 2000 GROWTH INDX   ABCIPX   25000000   QWV   WIND
IWN   IWN    ISHRS RUSSELL 2000 VALUE INDEX   ABCIPX   25000000   WIN   WIN
IZZ   IWN    ISHRS RUSSELL 2000 VALUE INDEX   ABCIPX   25000000   QQE   WINN
QIC   ISLN   Isilon Systems, Inc.             CP       05000000   WGO   WGO
QIS   ISIS   ISIS PHARMACEUTICALS, INC.       ABCIPX   25000000   WXH   WXH
QEP   ISLE   ISLE OF CAPRI CASINOS, INC.      ACIPX    07500000   QFC   WTFC
ILE   ILE    Isolagen Inc.                    AC       07500000   WIT   WIT
SFI   SFI    ISTAR FINANCIAL INC.             AI       07500000   WEC   WEC
ITC   ITC    ITC Holding Corporation          X        05000000   DTN   DTN
IUP   ITRI   ITRON, INC.                      ACIPX    07500000   DHS   DHS
ITT   ITT    ITT Corp                         ABCIPX   40000000   DLN   DLN
ESI   ESI    ITT EDUCATIONAL SERVICES, INC.   ABCIPX   07500000   DON   DON
IVN   IVN    IVANHOE MINES LTD.               ACIPX    25000000   DES   DES
UJC   XXIA   IXIA, INC.                       ACPX     20000000   DTD   DTD
USX   IXYS   IXYS CORP.                       C        05000000   UPJ   WITS
JCP   JCP    J C PENNY                        ABCIPX   25000000   WMS   WMS
SJM   SJM    J M SMUCKER COMPANY (THE)        CX       05000000   WWW   WWW
JCG   JCG    J. Crew Group, Inc.              ACIPX    07500000   DQX   WRLD
JHQ   JBHT   J.B. HUNT TRANSPORT SERVICES     ACIPX    25000000   INT   INT
JQF   JCOM   J2 GLOBAL COMMUNICATIONS INC     ABCIPX   40000000   QZW   WRSP
QJP   JASO   JA Solar Holdings Co., Ltd.      C        20000000   WOR   WOR
JBL   JBL    JABIL CIRCUIT, INC.              ABCIPX   25000000   PHU   WPPGY
JKQ   JKHY   JACK HENRY & ASSOC INC           X        20000000   WXS   WXS
JBX   JBX    JACK IN THE BOX, INC             CIPX     07500000   QWM   WMGI
JTX   JTX    JACKSON HEWITT TAX SERVICE, IN   CI       07500000   WWY   WWY
JEC   JEC    JACOBS ENGINEERING GROUP, INC.   ABCIPX   15000000   WYE   WYE
JJZ   JJZ    JACUZZI BRANDS INC               C        20000000   WYN   WYN
UFF   JAKK   JAKKS PACIFIC, INC.              IPX      07500000   UWY   WYNN
SVI   JMBA   Jamba Inc                        PX       07500000   XEL   XEL
JQM   JRCC   James River Coal Company         ACIPX    07500000   QXD   XNPT
JNS   JNS    JANUS CAPITAL GROUP INC.         ACIPX    25000000   XRM   XRM
JAH   JAH    JARDEN CORPORATION               ABCIPX   25000000   XRX   XRX
QAH   JDAS   JDA SOFTWARE GROUP INC           PX       05000000   XNL   XNL
UQD   JDSU   JDS UNIPHASE CORP.               ABCIPX   25000000   XLQ   XLNX
UDT   JDSU   JDS UNIPHASE CORP. (Wrap)        ABCIPX   25000000   XL    XL
JDO   JDO    Jed Oil, Inc.                    CPX      07500000   QSY   XMSR
JEF   JEF    JEFFERIES GROUP, INC (NEW)       ACIPX    20000000   UUE   XRIT
JGQ   JBLU   JETBLUE AIRWAYS CORPORATION      ABCIPX   37500000   XTO   XTO
JLG   JLG    JLG INDUSTRIES INC               ACP      25000000   TQR   XRTX
JAS   JAS    JOANN STORES INC                 CIPX     05000000   YHQ   YHOO
JNJ   JNJ    JOHNSON & JOHNSON                ABCIPX   25000000   YHV   YHOO
JCI   JCI    JOHNSON CONTROLS, INC.           ABCIPX   25000000   AUY   AUY
JNY   JNY    JONES APPAREL GROUP INC          APX      25000000   YCC   YCC
JLL   JLL    Jones Lang Lasalle Inc.         C        07500000   YMI   YMI
QZS   JOSB   JOS. A. BANK CLOTHIERS, INC.    ABCIPX   07500000   YUX   YRCW
JRN   JRN    JOURNAL COMMUNCATIONS, INC      P        05000000   YUM   YUM
JRC   JRC    Journal Register Co             P        07500000   ZLC   ZLC
JQY   JOYG   JOY GLOBAL INC.                 ABCIPX   25000000   ZBQ   ZBRA
JPM   JPM    JPMORGAN CHASE & CO             ABCIPX   25000000   ZMH   ZMH
JUP   JNPR   JUNIPER NETWORKS, INC.          ABCIPX   25000000   ZNQ   ZION
JUX   JNPR   JUNIPER NETWORKS, INC. (WRAP)   ABCIPX   25000000   ZQQ   ZOLL
EUU   JUPM   JUPITERMEDIA CORPORATION        ACIPX    20000000   LVQ   ZOLT
KTO   KTO    K2 INC                          IPX      07500000   ZUO   ZRAN
QMK   KALU   Kaiser Aluminum Corp.           C        02500000   QUY   ZUMZ
                                                                 UZY   ZIGO
                                                                 GZU   ZGEN
                   Underlying                     Position
                      Name           Exchanges      Limit
Kanbay International, Inc.       X               07500000
KANSAS CITY SOUTHERN             ACIPX           25000000
KAYDON CORPORATION               X               05000000
KB HOME                          ABCIPX          25000000
KB HOME (Wrap)                   ABCIPX          25000000
KBR, Inc.                        ACIPX           25000000
KBW Bank ETF                     I               05000000
KBW Capital Markets ETF          I               02500000
KBW Insurance ETF                I               02500000
KBW Regional Banking ETF         A               07500000
KEANE, INC.                      A               07500000
KELLOGG COMPANY                  CIPX            25000000
KELLWOOD COMPANY                 AX              07500000
KEMET CORP                       AIPX            25000000
KENDLE INTERNATIONAL INC         AX              05000000
Kenexa Corporation               X               05000000
KENNAMETAL INC                   P               07500000
KENSEY NASH CORP                 CX              05000000
KERYX BIOPHARMACEUTICALS, INC.   ACIPX           07500000
KEYCORP NEW                      ABCIPX          25000000
KEYSPAN CORPORATION              ABPX            25000000
Kforce, Inc.                     X               05000000
KIMBERLY-CLARK                   ABCIPX          25000000
KIMCO REALTY CORP.               AIPX            25000000
KINDER MORGAN ENERGY PARTNERS    ABCIPX          07500000
Kinder Morgan Management, LLC    X               05000000
KINDER MORGAN, INC.              ABP             25000000
KINDRED HEALTHCARE, INC.         ABCIPX          25000000
KINETIC CONCEPTS, INC.           ABCIPX          25000000
KING PHARMACEUTICALS, INC        ABCIPX          25000000
KINROSS GOLD CORPORATION         ABCIPX          50000000
KIRBY CORPORATION                CIX             07500000
KKR Financial Corp.              P               07500000
KLA TENCOR CORP                  ABCIPX          25000000
KNIGHT TRADING COMPANY           ABCIPX          25000000
KNIGHT TRANSPORTATION INC.       ACIX            25000000
Knightsbridge Tankers Ltd.       ACPX            02500000
KNNETH COLE PRODUCTIONS, INC.    P               02500000
Kohlberg Capital Corp.           P               02500000
KOHL'S CORP                      ABCIPX          25000000
KOMAG INC                        ABCIPX          25000000
KongZhong Corporation - ADR      CIPX            07500000
KONINKLIJKE AHOLD N.V.           P               07500000
KONINKLIJKE PHILIPS ELECTRONIC   ACPX            25000000
Kookmin Bank - ADR               C               20000000
KOPIN CORP                       CX              20000000
Koppers Holdings, Inc.           X               02500000
KOREA ELECTRIC POWER CORP ADR    CPX             25000000
KORN/FERRY INTERNATIONAL         CIX             05000000
KOS PHARMACEUTICALS INC          ACIP            20000000
KRAFT FOODS, INC.                ABCIPX          25000000
KRISPY KREME DOUGHNUTS, INC.     ABCIPX          25000000
KROGER CO. (THE)                 ABCIPX          25000000
KRONOS INC.                      A               07500000
K-SWISS INC.                     CPX             05000000
KT CORPORATION                   P               20000000
KULICKE AND SOFFA IND INC        ABCIPX          25000000
K-V PHARMACEUTICAL COMPANY       X               07500000
KVH INDUSTRIES, INC.             ACX             02500000
KYPHON, INC                      ABCIPX          20000000
L.B. Foster Company              X        02500000
L-1 Identify Solutions           ACIPX    07500000
L-3 COMMUNICATIONS, INC.         ABCIPX   25000000
La Jolla Pharmaceutical Co.      C        25000000
LABOR READY INC                  CX       20000000
LABORATORY CORP OF AMER HLDG     ACIPX    25000000
LABRANCHE & CO. INC.             ABCIPX   25000000
Ladish Co., Inc.                 X        05000000
LAIDLAW INTL INC                 AX       25000000
LAM RESEARCH CORP.               ABCIPX   25000000
LAMAR ADVERTISING CO             ABCIPX   25000000
Lance, Inc.                      A        05000000
LANDAMERICA FINANCIAL GROUP      AIPX     05000000
LANDRY'S RESTAURANTS, INC.       CIP      05000000
LANDSTAR SYSTEM INC              ACIPX    20000000
Las Vegas Sands Corp             ABCIPX   25000000
LASERCARD CORP                   ACIPX    05000000
LATTICE SEMICONDUCTOR CORP       PX       25000000
LAUREATE EDUCATION INC           ACPX     07500000
LAWSON SOFTWARE, INC.            ACIP     25000000
LAZARD LTD.                      CIPX     07500000
LA-Z-BOY INC.                    ACIPX    07500000
LCA VISION INC                   ABCIPX   20000000
LEADIS TECHNOLOGY, INC           X        05000000
Leap Wireless INTL, Inc          CIPX     07500000
LEAPFROG ENTERPRISES, INC.       BCIPX    07500000
LEAR CORPORATION                 BCIPX    25000000
LEE ENTERPRISES,INC              P        05000000
LEGG MASON INC                   ABCIPX   25000000
LEGGETT & PLATT, INC.            CIPX     25000000
LEHMAN BROS. HLDG CORP (WRAP)    ABCIPX   50000000
LEHMAN BROS. HLDG CORP (WRAP)    ABCIPX   50000000
LEHMAN BROTHER HLDG CORP         ABCIPX   50000000
LENNAR CORP                      ABCIPX   25000000
LENNOX INTERNATIONAL INC.        X        07500000
LEUCADIA NATIONAL CORP           ACIPX    15000000
LEVEL 3 COMM INC.                ABCIPX   58750000
LEXMARK INTERNATIONAL, INC.      ABCIPX   25000000
LG. PHILIPS LCD CO., LTD ADR     CPX      25000000
LHC Group, Inc.                  C        05000000
Libbey, Inc.                     X        07500000
LIBERTY GLOBAL INC               P        25000000
LIBERTY GLOBAL INC               ACIPX    25000000
Liberty Media Corp. - Capital    CIPX     27500000
Liberty Media Corp. - Interact   CIPX     27500000
LIBERTY PROPERTY TRUST           P        07500000
Life Time Fitness, Inc.          C        05000000
LifeCell Corporation             ABCIPX   25000000
LIFEPOINT HOSPITALS, INC.        CIPX     25000000
LIGAND PHARMACEUTICALS           ACIPX    25000000
LIMITED BRANDS, INC.             ABCIPX   25000000
LIN TV CORP.                     A        05000000
LINCARE HOLDINGS INC             ABCIPX   25000000
LINCOLN NATIONAL CORP.           ABCIPX   25000000
LINEAR TECHNOLOGY CORP.          ABCIPX   25000000
Linn Energy LLC-Units            X        05000000
LIONBRIDGE TECHNOLOGIES INC      A        07500000
Lions Gate Entertainment Corp.   ABCIPX   25000000
LITTELFUSE INC                   CIX      05000000
Live Nation                      ACIPX    07500000
LIZ CLAIBORNE, INC.              CIPX     20000000
LJ International Inc.            ACIPX    20000000
LOCKHEED MARTIN                  ABCIPX   25000000
LodgeNet Entertainment Corpora   X        02500000
LOEWS CORP. - CAROLINA GRP       ABCIPX   25000000
LOEWS CORPORATION                BCIPX    25000000
Logitech International S.A. Or   CIP      07500000
LOJACK CORPORATION               CIPX     05000000
LONE STAR STEAKHOUSE & SALOON,   P        05000000
LONE STAR TECHNOLOGIES INC       ABCIPX   25000000
LONGS DRUG STORES CORP.          CIPX     07500000
LONGVIEW FIBRE COMPANY           APX      07500000
LOUISIANA PACIFIC                ABCIPX   25000000
LOWES COMPANIES INC              ABCIPX   50000000
LSI Corp.                        ABCIPX   79000000
LSI Industries Inc.              X        02500000
LTX CORPORATION                  PX       25000000
LUFKIN INDUSTRIES INC            CIPX     05000000
Lumera Corporation               ACP      25000000
Luminent Mortage Captial In      CP       07500000
Luminex Corporation              X        05000000
LUXOTTICA GROUP SP A             X        02500000
LYONDELL CHEMICAL CO             ABCIPX   25000000
M & T BANK CORPORATION           IPX      07500000
M.D.C. HOLDINGS INC.             ABCIPX   25000000
MACERICH COMPANY THE             A        07500000
MACK-CALI REALTY CORPORATION     AP       07500000
Macquarie Infrastructure Compa   IPX      05000000
MACROVISION, CORP.               ACIPX    20000000
MAF BANCORP INC                  AX       02500000
MAGELLAN HEALTH SERVICES INC     AC       07500000
Magellan Midstream Holdings LP   X        05000000
MAGELLAN MIDSTREAM PARTNERS L.   PX       05000000
MAGMA DESIGN AUTOMATION INC      CIPX     25000000
MAGNA ENTERTAINMENT CORP CL-A    ACP      07500000
Maguire Properties Inc           P        07500000
MAN TECH INTERNATIONAL CORP CL   ACIPX    05000000
MANHATTAN ASSOCIATES INC.        ACPX     07500000
MANNATECH, INCORPORATED          ACIPX    05000000
MANNKIND CORPORATION             CIPX     07500000
MANOR CARE, INC                  CIPX     20000000
MANPOWER INC.                    ACIPX    25000000
MANULIFE FINANCIAL CORPORATION   ACX      25000000
MARATHON OIL CORP.               ABCIPX   25000000
MARCHEX INC CLASS B              ACIPX    05000000
MARINEMAX , INC                  X        07500000
MARINER ENERGY INC               ACIPX    07500000
Markets Vectors Environmental    A        02500000
Markets Vectors Steel ETF        A        02500000
Markwest Energy Partners, LP     X        02500000
MARRIOTT INT'L                   ABCIPX   50000000
MARSH & MCLENNAN INC             ABCIPX   25000000
MARSHALL & ILSLEY CORP           IPX      25000000
MARTEK BIOSCIENCES CORP.         ABCIPX   25000000
MARTHA STEWART LIVING OMN        ABCIPX   07500000
MARTIN MARIETTA MATERIALS (wra   ABCIPX   25000000
MARTIN MARIETTA MATERIALS INC    ABCIPX   25000000
Martin Midstream Partners, L.P   X        02500000
Marvel Entertainment, INC        ABCIPX   25000000
MARVELL TECHNOLOGY GROUP         ABCIPX   50000000
MARVELL TECHNOLOGY GROUP (Wrap   ABCIPX   50000000
MASCO CORP                       ABCIPX   25000000
MASSEY ENERGY COMPANY            ABCIPX   25000000
MASTEC INC                       AX       07500000
MasterCard, Incorporated, Clas   ACIPX    25000000
MasterCard, Incorporated, Clas   ACIPX    25000000
MATERIALS SELECT SECTOR SPDR     ABCIPX   25000000
MathStar Inc.                    X        02500000
Matria Healthcare, Inc.          AIX      07500000
MATRIX SERVICE COMPANY           CIPX     05000000
MATRIXX INITIATIVES IN.          ACIPX    05000000
MATSUSHITA ELECTRIC INDUSTRIAL   CX       07500000
MATTEL INC                       ABCIPX   25000000
MATTSON TECHNOLOGY INC.          PX       20000000
MAVERICK TUBE CORPATION          ACIPX    25000000
MAXIM INTEGRATED PRODS. INC.     ABCIPX   25000000
MAXIMUS, INC.                    X        05000000
MAXWELL TECHNOLOGIES, INC.       AX       02500000
MAYGEN, INC.                     P        02500000
MBIA INC.                        ABCIPX   25000000
MCAFEE, INC                      ABCIPX   25000000
MCCORMICK AND COMPANY, INC.      X        07500000
MCDATA CORPORATION (merger)      ACIP     70000000
MCDERMOTT INTRNATIONAL INC       ABCIPX   30000000
MCDONALDS CORP                   ABCIPX   25000000
MCG CAPTIAL CORPORATION          ACX      07500000
MCGRAW HILL INC                  ACIPX    25000000
MCKESSON CORPORATION             ABCIPX   25000000
MCMORAN EXPLORATION CO           ACIPX    05000000
MDU RESOURCES GROUP INC.         X        07500000
Meadowbrook Insurance Group, I   AX       05000000
Mechel                           P        07500000
MEDALLION FINANCIAL, CORP.       AC       02500000
MEDAREX, INC. (WRAP)             ABCIPX   25000000
MEDCO HEALTH SOLUTIONS INC       ABCIPX   50000000
Mediacom Communications Corpor   X        07500000
Medical Properties Trust Inc     P        07500000
MEDICAL STAFFING NETWORK HOLDI   A        02500000
MEDICINES COMPANY (THE)          ABCIPX   20000000
MEDICIS PHARMACEUTICAL CORP      ABCIPX   25000000
Medifast, Inc.                   ACIPX    07500000
MEDIMMUNE, INC.                  ABCIPX   25000000
MEDIS TECHNOLOGIES, INC.         ABCIPX   07500000
MEDIVATION INC                   CX       05000000
MEDTRONIC INC                    ABCIPX   25000000
Melco PBL Entertainment (Macau   ACIPX    25000000
MELLON FINANCIAL CORP            ACIPX    25000000
MEMC ELECTRONIC MATERIALS INC    ABCIPX   25000000
MEN'S WEARHOUSE, INC. (THE)      IPX      20000000
MENTOR CORP                      BCIPX    07500000
MENTOR GRAPHICS CORP             ACIPX    25000000
MERCANTILE BANKSHARES CORP.      P        07500000
MERCANTILE BANKSHARES CORP. (M   P        25000000
MERCK & CO                       ABCIPX   25000000
Merck Serono S. A.               A        05000000
MERCURY COMPUTER SYSTEMS, INC.   AX       05000000
Mercury General Corporation      AC       05000000
Meredith Corporation             AX       07500000
MERGE TECHNOLOGIES INC           BCIPX    20000000
MERIDIAN BIOSCIENCE INC          ACX      05000000
MERIDIAN GOLD, INC.              ABCIPX   25000000
MERIT MEDICAL SYSTEMS, INC.      PX       05000000
MERITAGE HOMES CORPORATION       ABCIPX   20000000
MERIX CORPORATION                CIX      07500000
MERRILL LYNCH                    ABCIPX   25000000
MERRILL LYNCH (Wrap)             ABCIPX   25000000
MESA AIR GROUP INC.              IPX      20000000
Metal Management, Inc.           ACIPX    07500000
Methanex Corp.                   P        07500000
METHODE ELECTRONICS, INC.        P        05000000
METLIFE, INC.                    ABCIPX   25000000
Metretek Technologies, Inc.      C        05000000
Metrologic Instruments, Inc.     C        05000000
MetroPCS Communications Inc.     CX       07500000
METTLER-TOLEDO INTL. INC.        PX       05000000
MGI PHARMA INC                   ABCIPX   20000000
MGIC INVESTMENT CORPORATION      ABCIPX   25000000
MGM Mirage                       ABCIPX   25000000
MGP INGREDIENTS, INC             BCIPX    07500000
MI DEVELOPMENTS, INC, CLASS A    A        02500000
MICHAELS STORES, INC.            ACIPX    25000000
MICREL INC                       ACX      25000000
MICROCHIP TECHNOLOGY INC.        ABCIPX   25000000
MICRON TECHNOLOGY INC.           ABCIPX   50000000
MICROS SYSTEMS INC               ACIPX    07500000
MICROSEMI CORPORATION            ACIPX    25000000
Microsoft Corp.                  ABCIPX   25000000
Microsoft Corp. (Wrap)           ABCIPX   25000000
Microsoft Corp. (WRAP)           ABCIPX   25000000
MICROSTRATEGY                    ABCIPX   07500000
MICROSTRATEGY (WRAP)             ABCIPX   07500000
MICROTUNE INC                    C        07500000
Microvision, Inc.                A        07500000
MID-AMERICA APARTMENT COMMUNIT   AX       05000000
MIDCAP SPDR                      ABCIPX   25000000
MIDCAP SPDR (Wrap)               ABCIPX   25000000
MIDCAP SPDR (WRAP)               ABCIPX   25000000
MIDCAP SPDR (WRAP)               ABCIPX   25000000
MIDCAP SPDR (WRAP) (distributi   ABCIPX   25000000
MIDCAP SPDR (WRAP)(distributio   ABCIPX   25000000
MIDCAP SPDR (Wrap)(distributio   ABCIPX   25000000
MIDWAY GAMES, INC.               ABCIPX   05000000
Midwest Air Group Inc.           X        05000000
MILLENNIUM PHARM INC             ABCIPX   25000000
MILLICOM INTERNATIONAL CELLULA   ABCIPX   20000000
MILLIPORE CORPORATION            AIPX     07500000
Mindray Medical International    ACIPX    07500000
MINE SAFETY APPLIANCES COMPANY   IPX      05000000
MINERALS TECHNOLOGIES INC        A        02500000
Minrad International, Inc.       A        02500000
MIPS TECHNOLOGIES INC            CX       07500000
Miramar Mining Corp.             ACX      25000000
Mirant Corporation               ABCIPX   25000000
Mitsubishi UFJ Financial Group   ACIPX    25000000
MIVA INC                         ACP      25000000
MKH Market 2000+ HOLDRS Trust    A        02500000
MKS INSTRUMENTS, INC.            CP       07500000
MOBILE MINI, INC.                AX       05000000
MOBILE TELE SYSTEMS OJSC         ABCIPX   25000000
MOBILITY ELECTRONICS INC         ACPX     20000000
MOHAWK INDUSTRIES, INC.          ACIPX    07500000
MOLECULAR DEVICES CORP.          CX       05000000
MOLEX INCORP.                    CIPX     20000000
MOLEX, INC. CLASS A              X        05000000
MOLINA HEALTHCARE INC            C        05000000
Molson Coors Brewing Company     BCIPX    25000000
MOMENTAL PHARMACUETICALS INC     ACIPX    07500000
MONACO COACH CORPORATION         P        05000000
MONARCH CASINO & RESORT, INC     CPX      02500000
MoneyGram International, Inc.    P        20000000
MONSANTO COMPANY (NEW)           ABCIPX   50000000
MONSTER WORLDWIDE INC            ABCIPX   25000000
MONTPELIER RE HOLDING LTD        ACIPX    25000000
MOODY'S CORPORATION              ABCIPX   25000000
Moog Inc. Class A                C        05000000
MORGAN STANLEY                   ABCIPX   25000000
Morgans Hotel Group Co.          P        07500000
MORINGSTAR INC                   CIPX     02500000
MOSAIC COMPANY (THE)             ACIPX    25000000
MoSys, Inc.                      CPX      05000000
MOTOROLA INC                     ABCIPX   25000000
Move, Inc.                       CPX      25000000
MOVIE GALLERY, INC.              ABCIPX   25000000
MPS GROUP, INC                   ACX      20000000
MRO SOFTWARE INC                 X        05000000
MRV COMMUNICATIONS INC           ACX      25000000
MSC Industrial Direct Col, Inc   P        07500000
msystems Ltd (merger)            AIPX     50000000
Mueller Industries Inc           AIX      07500000
Mueller Water Products, Inc. -   C        07500000
Mueller Water Products, Inc.,    ACIX     20000000
MULTI - FINELINE ELECTRONIX IN   BCIPX    07500000
MULTIMEDIA GAMES, INC.           ACIPX    07500000
MURPHY OIL CORPORATION           ABCIPX   25000000
MYLAN LABORATORIES, INC          ABCIPX   25000000
MYOGEN INC                       ACIP     25000000
MYRIAD GENETICS INC              ABCIPX   07500000
NABI BIOPHARMACEUTICALS          ABCIPX   25000000
NABORS INDS. INC.                ABCIPX   50000000
NALCO HOLDING COMPANY            CX       20000000
NAM TAI ELECTRONICS INC          ACIPX    07500000
NANOMETRICS INCORPORATED         ACPX     02500000
NANOPHASE TECHNOLOGIES CORP.     ACX      02500000
NAPSTER INC                      ABCIPX   25000000
NARA BANCORP INC                 CX       05000000
NASDAQ BIOTECH ISHARE            ABCIPX   25000000
NASH FINCH CO.                   X        05000000
NASTECH PHARMACEUTICAL COMP IN   BCIPX    07500000
NATCO Group, Inc.                CPX      05000000
NATIONAL BEVERAGE CORP           C        05000000
NATIONAL CITY CORP.              ABCIPX   25000000
National Financial Partners Co   I        07500000
National Fuel Gas Company        AX       07500000
NATIONAL INSTRUMENTS CORP        PX       05000000
National Oilwell Varco, Inc.     ABCIPX   25000000
National Penn Bancshares, Inc    X        02500000
National Penn Bancshares, Inc    X        02500000
NATIONWIDE FINANCIAL SVS INC     X        05000000
NATL SEMICONDUCTOR CORP          ABCIPX   25000000
Natural Gas Services Group       P        05000000
Natural Resource Partners L.P.   X        05000000
Natus Medical, Inc.              X        05000000
NAUTILUS INC. (THE)              ABCIPX   25000000
NAVARRE CORPORATION              ABCIPX   07500000
NAVIGANT CONSULTING, INC         AX       07500000
NAVISTAR INT'L CORP              C        25000000
NAVTEQ CORPORATION               ABCIPX   25000000
NBTY CORP                        ACIPX    25000000
NCI BUILDING SYSTEMS, INC        X        07500000
NCO GROUP, INC.                  X        05000000
NCR CORP                         ACIPX    25000000
NDS Group plc                    X        02500000
NEENAH PAPER INC                 ACX      02500000
NEKTAR THERAPEUTIC (WRAP)        ABCIPX   25000000
Nelnet, Inc.                     X        05000000
NEOPHARM, INC.                   ACIP     07500000
NEOWARE, INC.                    ABCIPX   25000000
Ness Technologies                CX       05000000
NET 1 UEPS TECHNOLOGIES          CX       05000000
NET.BANK, INC. (WRAP)            AX       07500000
NETEASE COM INC                  ABCIPX   100000000
NETEASE COM INC (Wrap)           ABCIPX   100000000
NETFLIX INC                      ABCIPX   25000000
NETGEAR INC                      ABCIPX   25000000
NETLOGIC MICROSYSTEMS INC        ABCIPX   07500000
NETWORK APPLIANCE CORP (WRAP)    ABCIPX   25000000
NEUROCHEM, INC                   ACIPX    25000000
NEUROCRINE BIOSCIENCES INC.      ABCIPX   25000000
Neurometrix Inc.                 ACIPX    20000000
NEUSTAR INC - CLASS A            CIPX     20000000
NEW CENTURY FINL CORP            ACX      25000000
NEW FRONTIER MEDIA INC           X        02500000
New Oriental Education & Techn   CPX      07500000
New Plan Excel Realty Trust      P        25000000
New River Pharmaceuticals        ACPX     20000000
New York & Company, Inc.         X        07500000
NEW YORK COMM. BANCORP           ABCIPX   25000000
NEW YORK MORTGAGE TRUST INC      X        02500000
NEW YORK TIMES - CLASS A         ACIPX    25000000
NEWALLIANCE BANCSHARES INC       ACIP     07500000
Newcastle Investment Corporati   X        07500000
NEWELL RUBBERMAID, INC.          BCIPX    25000000
NEWFIELD EXPLORATION COMPANY     ABCIPX   25000000
NEWMARKET CORPORATION            ACIPX    05000000
NEWMONT MINING CO                ABCIPX   25000000
Newpark Resources Inc            CX       20000000
NEWPORT CORP. (WRAP)             ACIPX    07500000
NexCen Brands, Inc.              CX       07500000
NEXEN                            ACIPX    20000000
NGAS Resources, Inc              CIPX     20000000
NGP CAPITAL RESOURCES COMPANY    X        02500000
Nic Inc                          P        07500000
NICE-SYSTEMS LTD, ADS            ACPX     05000000
NICOR, INC.                      CPX      07500000
NightHawk Radiology Holdings,    C        05000000
NII HOLDINGS, INC.               ABCIPX   40000000
NIKE INC. -CLASS B               ABCIPX   50000000
Ninetowns Internet Technology    C        05000000
NIPPON TELEGRAPH AND TELEPHONE   C        05000000
NISOURCE, INC                    ACIPX    25000000
NITROMED, INC                    CIPX     07500000
NL Industries, Inc.              X        05000000
NMT Medical Inc                  BCIPX    07500000
NOBLE CORPORATION                ABCIPX   25000000
NOBLE ENERGY INC                 ABCIPX   25000000
NOKIA CORP. (WRAP)               ABCIPX   25000000
NOKIA CORPORATION                ABCIPX   25000000
Nomura Holdings, Inc.            C        07500000
NORDIC AMERICAN TANKER SHIPPIN   ABCIPX   05000000
NORDSTROM INC                    ABCIPX   50000000
NORFOLK SOUTHERN CORP            ABCIPX   25000000
NORTEL NETWORKS                  ACIPX    25000000
NORTEL NETWORKS (wrap)           ACIPX    25000000
NORTH AMERICAN PALLADIUM         ABCIPX   07500000
NORTH FORK BANCORP INC (merger   A        25000000
NORTHEAST UTILITIES              X        20000000
Northern Dynasty Minerals Ltd.   CPX      05000000
Northern Orion Resources, Inc.   CIPX     25000000
NORTHERN TRUST CORPORATION       ACIPX    25000000
NORTHFIELD LABORATORIES, INC.    ABCIPX   20000000
Northgate Minerals Corporation   ACIX     25000000
NORTHROP GRUMMAN CORP            ABCIPX   25000000
NORTHWEST NATURAL GAS COMPANY    X        02500000
NOVA CHEMICALS CORPORATION       ACIPX    07500000
NOVAGOLD RESOURCES INC           ABCIPX   25000000
NOVARTIS AG                      ABCIPX   25000000
NOVASTAR FINANCIAL INC           ABCIPX   25000000
NOVATEL INC                      CIPX     05000000
NOVATEL WIRELESS, INC.           ABCIPX   25000000
NOVAVAX INC                      ACIPX    25000000
NOVELIS INC.                     ACPX     25000000
NOVELL, INC.                     ABCIPX   25000000
NOVELLUS SYSTEMS INC.            ABCIPX   25000000
NOVEN PHARMACEUTICALS INC        ACIPX    07500000
NPS PHARMACEUTICALS              ABCIPX   25000000
NRG Energy, Inc.                 ABCIPX   25000000
NS Group, Inc.                   CI       07500000
NSTAR                            X        07500000
NTT DOCOMO, INC.                 A        05000000
NU SKIN ENTERPRISES, INC         X        07500000
Nuance Communications, Inc.      ABCIPX   25000000
NUCOR CORPORATION                ABCIPX   50000000
NUCOR CORPORATION (wrap)         ABCIPX   50000000
NuStar Energy LP                 CX       02500000
NuStar GP Holdings LLC           ACX      07500000
NUTRI SYSTEM INC                 ABCIPX   25000000
NuVasive, Inc.                   CX       07500000
NUVEEN INVESTMENTS, INC. _CL.    C        07500000
NUVELO INC                       ACIPX    25000000
NVIDIA CORPORATION               ABCIPX   50000000
Nymex Holdings Inc               ACIPX    07500000
NYSE Arca Tech 100 ETF           P        02500000
NYSE Euronext                    ABCIPX   25000000
NYSE Euronext (wrap)             ABCIPX   25000000
OAKLEY, INC.                     CIPX     07500000
Occam Networks, Inc.             X        20000000
OCCIDENTAL PETROLEUM             ABCIPX   50000000
OCEANEERING INTERNATIONAL, INC   ABCIPX   07500000
Ocwen Financial Corporation      C        07500000
ODYSSEY HEALTHCARE INC           ACPX     05000000
Odyssey Re Holdings Corp         X        05000000
OFFICE DEPOT INC.                ABCIPX   25000000
OfficeMax Inc.                   ABCIPX   25000000
OGE ENERGY CORP.*                A        07500000
OHIO CASUALTY CORPORATION        X        05000000
OIL SERVICE HOLDERS TRUST        ABCIPX   25000000
OIL SERVICE HOLDERS TRUST (WRA   ABCIPX   25000000
Oil States International, Inc.   ACIPX    25000000
Oilsands Quest Inc               ACIPX    25000000
Old Dominion Freight Line        P        07500000
OLD REPUBLIC INTL CORPORATION    P        07500000
OLIN CORP.                       CIPX     20000000
OLYMPIC STEEL , INC              ACIPX    05000000
OM GROUP INC                     ACIPX    20000000
OMI CORPORATION                  ABCIP    25000000
OMNI Energy Services Corp.       C        20000000
OMNICARE INC                     ABCIPX   25000000
OMNICELL, INC                    CPX      05000000
OMNICOM GROUP, INC.              ABCIPX   25000000
Omniture Inc.                    C        07500000
OMNIVISION TECHNOLOGIES          ABCIPX   25000000
Omrix Biopharmaceuticals, Inc.   ACIX     05000000
On Assignment, Inc               X        05000000
ON SEMICONDUCTOR CORP            ACIPX    25000000
ONEOK Partners, L.P.             PX       02500000
ONEOK, INC.                      IPX      20000000
Online Resources Corporation     X        05000000
ONYX PHARMACEUTICALS             ABCIPX   25000000
OPEN TEXT CORPORATION            ACIPX    07500000
OPENWAVE SYSTEMS INC             ABCIPX   25000000
Oplink Communication Inc         P        25000000
OPSWARE INC                      CIPX     25000000
OPTIMAL GROUP INC.               ACIPX    07500000
OPTION CARE, INC.                A        07500000
OPTIONS XPRESS HOLDINGS INC.     ABCIPX   25000000
ORACLE CORP                      ABCIPX   25000000
ORASURE TECHNOLOGIES INC         ACIPX    07500000
ORBCOMM Inc.                     AP       02500000
ORBITAL SCIENCES CORP            ACIX     07500000
ORBOTECH LTD                     X        02500000
ORCHID CELLMARK, INC             P        05000000
Orckit Communications Ltd.       ABCIPX   07500000
OREGON STEEL MILLS, INC.         CX       25000000
O'REILLY AUTOMOTIVE INC          X        07500000
ORIENTAL FINANCIAL GROUP INC     AX       02500000
Orient-Express Hotels Ltd.       C        07500000
OSHKOSH TRUCK CORPORATION        ACIPX    20000000
OSI PHARMACEUTICALS INC          ABCIPX   25000000
OSI Restaurant Partners, Inc.    ACI      25000000
OSI SYSTEMS, INC.                CIPX     05000000
Osiris Therapeutics, Inc.        ACPX     05000000
OSTEOTECH INC                    X        02500000
Otter Tail Corp.                 PX       02500000
OVERLAND STORAGE, INC            X        02500000
OVERSEAS SHIPHOLDING GROUP, IN   ACIPX    07500000
OVERSTOCK.COM, INC.              ABCIPX   25000000
OWENS & MINOR, INC               X        05000000
Owens Corning Inc.               ACX      07500000
OWENS-ILLINOIS INC.              ABCIPX   25000000
Oxford Industries, Inc           IPX      05000000
OXIGENE, INC.                    X        02500000
P.F. CHANG'S CHINA BISTRO INC    ABCIPX   20000000
P.T. TELEKOMUNIKASI INDONESIA    AIX      07500000
PACCAR INC.                      ABCIPX   37500000
PACER INTERNATIONAL, INC.        C        07500000
Pacific Ethanol Inc              ABCIPX   25000000
PACIFIC SUNWEAR CALIF INC        ABCIPX   25000000
PacificNet Inc.                  AC       05000000
PACKAGING CORP OF AMERICA        PX       07500000
PACKETEER, INC.                  CIPX     07500000
PACTIV CORPORATION               ACIPX    25000000
PAETEC Holding Corp.             AC       07500000
PAIN THERAPEUTICS, INC           CIPX     20000000
PALL CORPORATION                 PX       20000000
PALM, INC                        ABCIPX   50000000
PALOMAR MEDICAL TECHNOLOGIES,    ACIPX    07500000
PAN AMERICAN SILVER CORP.        ABCIPX   25000000
PANACOS PHARMACEUTICALS, INC     ACIPX    20000000
PANERA BREAD CO. - CLASS A       ABCIPX   25000000
PAPA JOHN'S INTERNATIONAL, INC   AIPX     05000000
Par Pharmaceutical Cos., Inc.    ABCIPX   20000000
Parallel Petroleum Corporation   CIPX     07500000
PARAMETRIC TECHNOLOGY CORP.      X        25000000
PAREXEL INTL CORP                AX       05000000
PARK ELECTROCHEMICAL CORP.       P        05000000
PARKER DRILLING CO               ACIPX    25000000
PARKER-HANNIFIN CORP             ACIPX    25000000
ParkerVision, Inc.               ACIPX    02500000
Parlux Fragrances, Inc.          X        25000000
Partner Communications Co. Ltd   C        07500000
PARTNERRE LTD.                   AX       07500000
PATHMARK STORES, INC.            AX       07500000
PATTERSON COMPANIES, INC.        CIPX     25000000
PATTERSON-UTI ENERGY, INC.       ABCIPX   25000000
PAXAR CORPORATION                X        07500000
PAYCHEX, INC                     ABCIPX   25000000
PAYLESS SHOESOURCE, INC.         ACIPX    25000000
PC MALL INC                      C        02500000
PC-TEL, INC.                     A        02500000
PDI, INC.                        P        02500000
PDL BioPharma                    ABCIPX   25000000
PEABODY ENERGY CORPORATION       ABCIPX   25000000
PEDIATRIX MEDICAL INC            ACP      05000000
PEETS COFFEE & TEA INC           CPX      02500000
PENGROWTH ENERGY TRUST           ABCIPX   25000000
PENN NATIONAL GAMING INC         ABCIPX   25000000
Penn Real Estate Invest Tst      P        05000000
Penn Virginia Resource Partner   X        02500000
Penn West Energy Trust           CIPX     25000000
Penson Worldwide, Inc.           X        05000000
PENTAIR, INC.                    CIPX     25000000
PENWEST PHARMACEUTICAL CO.       ABCIPX   20000000
PEOPLES BANK                     ACIX     25000000
PEOPLES ENERGY CORPORATION(mer   PX       05000000
People's United Financial Inc.   ACIX     25000000
PeopleSupport, Inc.              P        20000000
Pep Boys - Manny, Joe & Jack     ACIPX    25000000
PEPCO HOLDINGS, INC.             X        07500000
PEPSI BOTTLING GRP, INC (THE)    AX       25000000
PEPSICO                          ABCIPX   25000000
Perficient, Inc.                 CPX      07500000
PERFORMANCE FOOD GROUP COMPANY   PX       07500000
Pericom Semiconductor Corp       P        05000000
Perini Corp                      P        05000000
PERKINELMER, INC.                ACIX     25000000
PERMIAN BASIN ROYALTY TRUST      CX       05000000
PEROT SYSTEMS CORP.              X        07500000
PERRIGO COMPANY                  C        07500000
PER-SE TECHNOLOGIES, INC.        CX       20000000
Peru Copper Inc.                 ACIPX    20000000
PETCO ANIMAL SUPPLIES, INC.      AC       25000000
PETMED EXPRESS, INC.             CIPX     07500000
PETRO-CANADA                     CIPX     20000000
PETROCHINA COMPANY LTD.          ABCIPX   25000000
PETROHAWK ENERGY CORPORATION     CIPX     66250000
PETROLEO BRASILEIRO SA           ABCIPX   25000000
PETROLEUM DEVELOPMENT CORP.      ACPX     02500000
PETROQUEST ENERGY, INC           ACIPX    07500000
PETSMART, INC.                   ABCIPX   25000000
PFIZER                           ABCIPX   25000000
PG & E CORP                      ABCIPX   25000000
PHARM PROD DEV                   ACIPX    25000000
PHARMACEUTICAL HOLDRS            ABCIPX   25000000
PHARMACEUTICAL HOLDRS            ABCIPX   25000000
PHARMACYCLICS, INC.              ACIPX    07500000
PharmaNet Development Group In   ACIPX    25000000
Pharmion Corp.                   ABCIPX   07500000
Phase Forward, Inc.              X        05000000
PHELPS DODGE                     ABCIPX   50000000
PHELPS DODGE (merger)            ABCIPX   75000000
PHELPS DODGE (Wrap)              ABCIPX   50000000
PHELPS DODGE (Wrap)              ABCIPX   50000000
PHELPS DODGE (Wrap) (merger)     ABIPX    75000000
PHELPS DODGE (Wrap)(merger)      ABCIPX   75000000
PHH CORPORATION                  X        20000000
PHILIPPINE LONG DISTANCE TELEP   A        07500000
PHILLIPS VAN HEUSEN CORPORATIO   ACI      20000000
PHOENIX COMPANIES INC.           X        07500000
PHOTON DYNAMICS, INC.            ACIPX    07500000
PHOTRONICS, INC.                 ACIPX    20000000
PICO Holdings, Inc.              X        02500000
PIER 1 IMPORTS, INC.             ABCIPX   25000000
Pike Electric Corporation        CPX      05000000
PILGRIMS PRIDE CORP              ABCIPX   25000000
PINNACLE AIRLINES CORP           CX       07500000
PINNACLE ENTERTAINMENT INC       ACIPX    20000000
PINNACLE WEST CAPITAL CORP.      P        07500000
Pioneer Companies, Inc.          ACIPX    02500000
PIONEER DRILLING COMPANY         ABCIPX   25000000
PIONEER NATURAL RESOURCES COS    ABCIPX   25000000
PIPER JAFFRAY COMPANIES, INC.    ACIPX    05000000
PITNEY-BOWES INC                 CIPX     25000000
PLAINS ALL AMERICAN PIPELINE,    AX       05000000
PLAINS EXPLORATION & PROD COMP   ABCIPX   25000000
PLANAR SYSTEM, INC               PX       05000000
PLANTRONICS, INC.                BCIPX    20000000
PLATINUM UNDERWRITERS HOLDINGS   P        07500000
PLATO LEARNING, INC.             AX       02500000
PLAYBOY ENTERPRISES, INC.        X        07500000
PLAYTEX PRODUCTS INC             C        20000000
PLEXUS CORP                      ABCIPX   25000000
PLUG POWER INC                   ACIPX    25000000
PLUM CREEK TIMBER CO             ACIPX    25000000
PLX TECHNOLOGY INC               ACP      05000000
PMC-SIERRA INC                   ABCIPX   25000000
PMI GROUP (THE)                  ABCIPX   25000000
PNC FINANCIAL CORP.              ABCIPX   25000000
PNM Resources, Inc               IX       07500000
POGO PRODUCING CO.               ABCIPX   25000000
POLARIS INDUSTRIES, INC.         ABCIPX   07500000
POLO RALPH LAUREN CORPORATION    ACIPX    20000000
POLYCOM, INC.                    ABCIPX   25000000
POLYMEDICA CORP.                 ABCIPX   05000000
POLYONE CORP                     AX       20000000
Pool Corp.                       AIX      07500000
POPE & TALBOT, INC.              P        05000000
POPULAR INC                      IX       20000000
PORTAL PLAYER INC                ACI      25000000
PORTFOLIO RECOVERY ASSOCATE      ACPX     05000000
PORTLAND GENERAL ELECTRIC COMP   CX       05000000
POSCO                            ACIPX    25000000
POSSIS MEDICAL, INC.             CPX      02500000
POST PROPERTIES INC              C        07500000
POTASH CORP OF SASK.             ABCIPX   25000000
POTASH CORP OF SASK. (wrap)      ABCIPX   25000000
POTLATCH CORP                    AX       07500000
POWER INTEGRATIONS, INC.         C        07500000
POWER ONE INC                    CPX      07500000
Power Shares FT SE RAFI ETF      C        02500000
POWERSHARES AEROSPACE DEFENSE    A        02500000
PowerShares Cleantech Portfoli   A        02500000
POWERSHARES DIVIDEND ACHIEVERS   A        02500000
PowerShares Dynamic Aggressive   A        02500000
PowerShares Dynamic Banking Po   A        02500000
PowerShares Dynamic Basic Mate   A        02500000
POWERSHARES DYNAMIC BIOTECHNOL   A        05000000
POWERSHARES DYNAMIC BUILDING C   A        02500000
POWERSHARES DYNAMIC CAP VALUE    A        02500000
PowerShares Dynamic Consumer D   A        02500000
PowerShares Dynamic Deep Value   A        02500000
POWERSHARES DYNAMIC ENERGY EXP   A        02500000
PowerShares Dynamic Energy Sec   A        02500000
PowerShares Dynamic Financial    A        02500000
PowerShares Dynamic Hardware &   A        02500000
PowerShares Dynamic Healthcare   A        02500000
PowerShares Dynamic Healthcare   A        02500000
PowerShares Dynamic Industrial   A        02500000
POWERSHARES DYNAMIC INSURANCE    A        02500000
PowerShares Dynamic Large Cap    A        02500000
POWERSHARES DYNAMIC LARGE CAP    A        02500000
POWERSHARES DYNAMIC LARGE CAP    A        05000000
POWERSHARES DYNAMIC LEISURE &    A        02500000
PowerShares Dynamic MagniQuant   A        02500000
POWERSHARES DYNAMIC MEDIA PORT   A        02500000
POWERSHARES DYNAMIC MID CAP      A        02500000
POWERSHARES DYNAMIC MRKT PORTF   A        02500000
POWERSHARES DYNAMIC NETWORKING   A        02500000
POWERSHARES DYNAMIC OIL SERVIC   A        05000000
POWERSHARES DYNAMIC OTC PORTFO   A        02500000
POWERSHARES DYNAMIC PHARMACEUT   A        02500000
POWERSHARES DYNAMIC RETAIL POT   A        02500000
POWERSHARES DYNAMIC SEMICONDUC   A        02500000
PowerShares Dynamic Small Cap    A        02500000
POWERSHARES DYNAMIC SMALL CAP    A        02500000
POWERSHARES DYNAMIC SMALL CAP    A        02500000
POWERSHARES DYNAMIC SOFTWARE     A        02500000
PowerShares Dynamic Technology   A        02500000
PowerShares Dynamic Telcom & W   A        02500000
POWERSHARES DYNAMIC UTILITIES    A        02500000
PowerShares Dynamic Value Line   A        02500000
PowerShares Dynamic Water Reso   ACI      20000000
POWERSHARES GOLDEN DRAGON HALT   AC       05000000
POWERSHARES HIGH GROWTH RATE D   A        02500000
POWERSHARES INTERNATIONAL DIVI   A        05000000
PowerShares Listed Private Equ   A        02500000
POWERSHARES LUX NANOTECH PORTF   AX       02500000
PowerShares QQQ Trust            ABCIPX   90000000
PowerShares QQQ Trust (Qtrly L   ACIPX    90000000
PowerShares QQQ Trust (Qtrly)    ACIPX    90000000
PowerShares QQQ Trust (Wrap)     ABCIPX   90000000
PowerShares Value Line Industr   A        02500000
POWERSHARES WILDERHILL CLEAN E   ACIP     07500000
PowerShares WilderHill Progres   A        02500000
PowerShares Zacks Micro Cap Po   A        02500000
PowerSHARES Zacks Small Cap Po   A        02500000
POWERWAVE TECHNOLOGIES           ABCIPX   25000000
POZEN, Inc.                      ABCIPX   25000000
PPG INDUSTRIES                   ACIPX    25000000
PPL CORPORATION                  PX       40000000
PRAXAIR, INC                     ACIPX    25000000
PRECISION CASTPARTS CORP         ABCIPX   25000000
PRECISION DRILLING TRUST         ACIPX    25000000
Premier Exhibitions, Inc.        AX       05000000
Premiere Global Services, Inc.   AC       07500000
PRE-PAID LEGAL SERVICES INC      APX      02500000
PRESSTEK, INC.                   AIPX     07500000
Prestige Brands Holdings, Inc.   X        05000000
PRICELINE.COM INC.               ABCIPX   25000000
PRIDE INTERNATIONAL (NEW)        ABCIPX   25000000
PRIMEWEST ENERGY TRUST           ABCIPX   07500000
PRINCIPAL FINANCIAL GROUP, INC   IPX      25000000
PrivateBancorp, Inc.             X        02500000
PROCTOR & GAMBLE                 ABCIPX   50000000
PROGENICS PHARMACEUTICALS, INC   BCIPX    05000000
PROGRESS ENERGY INC.             ACIPX    25000000
PROGRESS SOFTWARE CORP.          AX       07500000
PROGRESSIVE CORPORATION          ABCIPX   80000000
Progressive Gaming Intl. Corp.   ACX      20000000
PROLOGIS                         CIPX     25000000
PROQUEST COMPANY                 X        07500000
PROTECTIVE LIFE CORP.            C        05000000
PROVIDENT ENERGY TRUST           ABCIPX   25000000
PROVIDENT FINANCIAL SERVICES,    X        07500000
PRUDENTIAL FINANCIAL, INC.       ABCIPX   25000000
PSS WORLD MEDICAL INC            CPX      07500000
PSYCHIATRIC SOLUTIONS INC        ACIPX    20000000
PUBLIC SERVICE ENT GROUP INC     ACIPX    25000000
Public Storage, Inc.             ACIPX    20000000
PUGET ENERGY, INC.               PX       07500000
PULTE HOMES INC                  ABCIPX   50000000
PW Eagle, Inc.                   ACPX     07500000
PXRE Group Limited               AX       25000000
QIAGEN NV                        X        07500000
QIAO XING UNIVERSAL TELEPHONE    ABCIPX   25000000
Qimonda AG, ADS                  ACIPX    20000000
QLOGIC CORPORATION               ABCIPX   50000000
QLOGIC CORPORATION (WRAP)        ABCIPX   50000000
QTL INC                          ABCIPX   25000000
QUALCOMM INC (WRAP)              ABCIPX   25000000
QUALITY SYSTEMS, INC             ABCIPX   05000000
QUANEX CORPORATION               CX       07500000
QUANTA SERVICES, INC.            ACIPX    25000000
QUANTUM FUEL SYSTEMS TECH WORL   X        07500000
QUEST DIAGNOSTICS INC            ABCIPX   25000000
QUEST SOFTWARE, INC.             ACIPX    25000000
QUESTAR CORPORATION              ABCIPX   20000000
QUICKSILVER RESOURCES INC.       ABCIPX   25000000
QUIDEL CORPORATION               ACIPX    07500000
QUIKSILVER, INC                  ACIPX    25000000
Quintana Maritime Ltd.           X        02500000
QWEST COMMUNICATIONS INTL INC    ABCIPX   25000000
R & G FINANCIAL CORPORATION CL   C        05000000
R.H. DONNELLEY CO.               ACIPX    07500000
RACKABLE SYSTEMS INC             ABCIPX   25000000
RADIAN GROUP                     CIPX     25000000
Radiant Systems, Inc.            X        05000000
RADIATION THERAPY SERVICES INC   AC       05000000
RADIO ONE, INC., CLASS D         A        25000000
RADIOSHACK CORPORATION           ABCIPX   25000000
RADISYS CORPORATION              PX       05000000
RADVISION Ltd.                   CIPX     05000000
RADWARE LTD.                     ACIPX    05000000
RAE SYSTEMS, INC.                AC       05000000
RAIT Financial Trust             ACX      20000000
RAMBUS INC                       ABCIPX   25000000
RANDGOLD RESOURCES LIMITED       ABCIPX   07500000
RANGE RESOURCES CORPORATION      ABCIPX   25000000
Rare Hospitality Corp            P        07500000
Raser Technologies Inc           CIPX     02500000
RAYMOND JAMES FINANCIAL INC      AX       07500000
RAYONIER, INC.                   ACIPX    07500000
RAYTHEON CO                      ABCIPX   25000000
RBC BEARINGS INC                 X        02500000
RCN CORPORATION                  X        05000000
READER'S DIGEST ASSOC. INC.      CX       25000000
RealNetworks, Inc.               ABCIPX   25000000
Realogy Corp.                    CP       25000000
RECKSON ASSOCIATES REALTY (mer   X        07500000
RED HAT, INC.                    ABCIPX   25000000
RED ROBIN GOURMET BURGERS, INC   ACIPX    07500000
REDBACK NETWORKS, INC.           ABCIP    25000000
Reddy Ice Holdings, Inc.         X        02500000
Rediff.com India Limited         CX       25000000
REDWOOD TRUST INC                ACP      05000000
REGAL ENTERTAINMENT GROUP CLAS   ACIPX    25000000
Regal-Beloit Corporation         X        05000000
REGENCY CENTERS CORP             P        07500000
Regency Energy Partners LP       X        02500000
REGENERATION TECH. INC.          C        02500000
REGENERON PHARMACEUTICALS        ACIPX    07500000
REGIONAL BANK HOLDERS            ABCIPX   20000000
REGIONS FINANCIAL CORP           CIPX     50000000
REGIS CORP.                      CIX      07500000
RELIANCE STEEL & ALUMINUM CO.    CIPX     25000000
RELIANT ENERGY INC.              ABCIPX   25000000
RELM Wireless Corporation        A        05000000
RENAISSANCERE HOLDINGS LTD.      AIPX     07500000
RENOVIS INC                      ACIPX    25000000
RENT A CENTER INC                ACIPX    20000000
RENTECH INC.                     CIPX     25000000
Repros Therapeutics Inc.         ACI      02500000
REPSOL YPF, S.A.                 A        07500000
Republic Airways Holdings Inc.   X        05000000
Republic Property Trust          X        05000000
REPUBLIC SERVICES                CP       30000000
REPUBLIC SERVICES (150 Shares)   CP       30000000
RESEARCH IN MOTION LIMITED (Wr   ABCIPX   25000000
RESEARCH IN MOTION LTD (WRAP)    ABCIPX   25000000
RESMED, INC.                     CIPX     20000000
RESOURCE AMERICA, INC.           AX       02500000
RESOURCES CONNECTION, INC.       CIPX     07500000
RESPIRONICS, INC.                CIPX     07500000
RESTORATION HARDWARE INC.        PX       07500000
RETAIL HOLDRS TRUST              ABCIPX   25000000
RETAIL VENTURES INC              A        07500000
REUTERS GROUP PLC                A        02500000
REYNOLDS & REYNOLDS CO.          P        07500000
REYNOLDS AMERICAN INC.           ABCIPX   50000000
RF MICRO DEVICES (WRAP)          ABCIPX   25000000
RIGEL PHARMACEUTICALS INC        ACPX     07500000
RightNow Technologies, Inc.      CX       07500000
RIMAGE CORPORATION               A        02500000
RIO TINTO PLC ADS                ACPX     07500000
RITA MEDICAL SYSTEMS, INC (mer   X        12500000
RITE AID CORPORATION             ABCIPX   25000000
Riverbed Technology, Inc.        ACIPX    25000000
ROBERT HALF INTERNATIONAL        ACIPX    25000000
Rock Tenn Company CL A           P        05000000
ROCKWELL AUTOMATION INC.         ACIPX    25000000
ROCKWELL COLLINS, INC.           AIPX     25000000
Rockwood Holdings Inc            A        05000000
ROFIN - SINAR TECHNOLOGIES INC   CX       02500000
ROGERS COMMUNICATIONS, INC.      AIP      10000000
ROGERS CORPORATION               X        02500000
ROHM & HAAS                      AIPX     25000000
ROPER INDUSTRIES INC             PX       07500000
Rosetta Resources Inc.           AI       05000000
ROSS STORES, INC.                ACIPX    25000000
ROWAN COMPANIES INC.             ABCIPX   25000000
ROYAL BANK OF CANADA             CIPX     05000000
ROYAL CARIBBEAN CRUISES, LTD.    ABCIPX   25000000
ROYAL DUTCH SHEL PLC CL A        ACIPX    25000000
ROYAL DUTCH SHELL PLC CL B       C        05000000
ROYAL GOLD, INC.                 ABCIPX   20000000
RPC INC                          ACIPX    11250000
RPC INC (150 shares)             ACIPX    11250000
RPM INTERNATIONAL, INC           A        07500000
RSA SECURITY INC                 CIP      25000000
RTI INTERNATIONAL METALS         ABCIPX   20000000
RUBY TUESDAY INC                 AIPX     25000000
Ruby Tuesday, Inc.               AIPX     25000000
RUDOLPH TECHNOLOGIES INC.        AIPX     07500000
RUSSELL 1000 INDEX SHARE         ACIP     07500000
RUSSELL 1000 INDEX SHARE (WRAP   ACIP     07500000
RUTHS CHRIS STEAK HOUSE          IPX      05000000
RYANAIR HOLDINGS PLC.            C        15000000
RYDER SYSTEMS INC.               ACIPX    20000000
RYDEX RUSSELL TOP 50 ETF         A        02500000
RYDEX S & P EQUAL WEIGHT ETF     CI       07500000
RYDEX S & P EQUAL WEIGHT ETF (   CI       07500000
Rydex S&P 400 Pure Growth ETF             02500000
Rydex S&P 400 Pure Growth ETF(   A        02500000
Rydex S&P 500 Pure Growth ETF             02500000
Rydex S&P 500 Pure Value ETF     A        02500000
Rydex S&P Mid Cap 400 Pure Val   A        02500000
Rydex S&P Small Cap 600 Pure V   A        02500000
RYERSON INC                      ACIPX    20000000
S1 CORPORATION (WRAP)            PX       07500000
SABRE HOLDINGS CORPORATION       AC       25000000
SAFECO CORPORATION               CIPX     25000000
SAFENET INC                      CX       07500000
SAFEWAY, INC.                    ABCIPX   25000000
Saia, Inc.                       X        05000000
SAIC, Inc.                       ACIPX    25000000
Saifun Semiconductors Ltd.       X        05000000
SAINT JUDE MEDICAL INC.          ABCIPX   25000000
Saks, Inc.                       BCIPX    25000000
SALESFORCE COM INC               ABCIPX   25000000
SALIX PHARMACEUTICALS LTD.       ACX      07500000
Sally Beauty Holdings Inc        CP       07500000
SAN JUAN BASIN ROYALTY TRUST     P        05000000
SANDERSON FARMS INC              CIPX     07500000
SANDISK CORP                     ABCIPX   50000000
SANDISK CORP (WRAP)              ABCIPX   50000000
Sangamo BioSciences, Inc.        AX       05000000
SANMINA-SCI CORP.                ABCIPX   25000000
SANOFI-AVENTIS                   ABCIPX   25000000
SANTARUS INC                     X        07500000
SAP AG                           ABCIPX   25000000
SAPIENT CORP.                    CPX      25000000
Sappi Ltd.                       P        07500000
SARA LEE CORPORATION             ABCIPX   25000000
SARA LEE CORPORATION (distribu   AIPX     25000000
SASOL LTD-SPONSORED ADR          CIP      20000000
Satyam Computer Services Ltd.    ACIPX    25000000
SAVIENT PHARMACEUTICALS INC      ACIPX    07500000
SAVVIS, Inc.                     CIP      25000000
SAXON CAPITAL INC                A        20000000
SBA COMMUNICATIONS CORPORATION   CIPX     25000000
SCANA CORPORATION                X        07500000
SCANSOURCE, INC.                 X        05000000
SCHERING-PLOUGH CORP.            ABCIPX   25000000
SCHLUMBERGER LTD                 ABCIPX   50000000
SCHNITZER STEEL INDUSTRIES, IN   ABCIPX   25000000
SCHOLASTIC CORPORATION           APX      07500000
SCHWAB (CHARLES) CORP.(WRAP)     ABCIPX   25000000
SCHWAB (CHARLES) CORP., THE      ABCIPX   25000000
Sciele Pharma Inc                ACPX     20000000
SCIENTIFIC GAMES (CL. A)         ACIPX    25000000
Scottish Re Group Limited        CPX      25000000
Scotts Miracle Gro Co. Cl. A     ACIPX    10000000
Sea Containers Ltd. CL A         X        05000000
SEABRIDGE GOLD INC               ACIPX    05000000
SEACHANGE INTERNATIONAL          CIPX     07500000
SEACOR Holdings, Inc.            P        05000000
SEAGATE TECHNOLOGY               ABCIPX   50000000
SEALED AIR CORP                  BCIPX    15000000
Sealy Corporation                ACPX     07500000
Sears Holdings Corporation       ABCIPX   25000000
Sears Holdings Corporation (WR   ABCIPX   25000000
SEASPAN CORPORATION              X        05000000
Seattle Genetics, Inc.           X        07500000
SECURE COMPUTING CORP            ACIPX    25000000
SEI INVESTMENTS CO               CX       07500000
SELECT COMFORT CORPORATION       ABCIPX   25000000
SELECTIVE INSURANCE GROUP INC    A        05000000
Semiconductor HOLDRs Trust       ABCIPX   25000000
SEMITOOL INC                     P        05000000
SEMPRA ENERGY                    CIPX     25000000
SEMTECH CORPORATION              CIPX     25000000
Senomyx, Inc.                    IX       05000000
SENSIENT TECHNOLOGIES CORP.      C        05000000
SEPRACOR INC                     ABCIPX   25000000
SEPRACOR INC (WRAP)              ABCIPX   25000000
SERVICE CORPORATION INTERNATIO   X        25000000
SERVICEMASTER LTD PARTNERSHIP    IP       25000000
SHANDA INTERACTIVE ENTERAINMEN   ABCIPX   25000000
SHARPER IMAGE CORPORATION        ACIPX    07500000
SHAW GROUP, INC.                 ABCIPX   25000000
SHERWIN WILLIAMS CO              BCIPX    25000000
SHIP FINANCE INTERNATIONAL LIM   ACPX     07500000
Shire PLC                        ABCIPX   25000000
SHOOL SPECIALTY, INC.            PX       05000000
SHUFFLEMASTER CORP.              BCIPX    25000000
SIEMENS AG - ADR                 CPX      07500000
SIERRA HEALTH SERVICES INC       ACIP     25000000
SIERRA PACIFIC RESOURCES         X        25000000
SIERRA WIRELESS, INC             ABCIPX   20000000
Sify Limited-ADR                 ABCIPX   25000000
SIGMA ALDRICH CORPORATION        ACIPX    15000000
SIGMA DESIGNS, INC.              BCIPX    20000000
SIGMATEL INCORPORATED            CIX      25000000
Silgan Holdings Inc.             X        05000000
SILICON IMAGE INC                ABCIPX   25000000
SILICON LABORATORIES INC.        ABCIPX   25000000
Silicon Motion Technology Corp   CP       07500000
SILICON STORAGE TECH (WRAP)      CPX      25000000
SILICON STORAGE TECH.,INC        CPX      25000000
SILICON VALLEY BANCSHARES        PX       07500000
Siliconware Precision Ind.-ADR   C        25000000
Siliver Wheaton Corp             ABCIPX   25000000
SILVER STANDARD RESOURCES , I    ABCIPX   25000000
SIMON PROPERTY GROUP, INC.       ABCIPX   25000000
Simpson Manufacturing Co., Inc   AIPX     07500000
SINA CORP                        ABCIPX   25000000
SINCLAIR BROADCAST GRP CLASS A   PX       07500000
SINOVAC BIOTECH LTD              AC       07500000
Sirenza Microdevices, Inc.       PX       20000000
SIRF TECHNOLOGY HOLDINGS, INC    ABCIPX   25000000
SIRIUS SATELLITE                 ABCIPX   25000000
SIRNA THERAPEUTICS INC           P        20000000
Sirona Dental Systems, Inc.      ACI      05000000
SIRVA Inc                        P        20000000
SIX FLAGS INC.                   ABCIPX   25000000
SK TELECOM CO. LTD               C        25000000
SKETCHERS USA INCORPORATED       ACIPX    07500000
SKILLSOFT PLC                    C        07500000
SKYWEST, INC.                    IPX      20000000
SKYWORKS SOLUTIONS, INC. (WRAP   ABCIPX   25000000
SLM CORP                         ABCIPX   25000000
Smiconductor Manufacturing Int   P        20000000
Smith & Wesson Holding Corp.     ACIPX    20000000
Smith (A.O.) Corp.               P        07500000
SMITH INTERNATIONAL (Wrap)       ABCIPX   50000000
SMITH INTERNATIONAL, INC.        ABCIPX   50000000
Smith Micro Software, Inc.       CIPX     25000000
SMITHFIELD FOODS                 ABCIPX   20000000
SMURFIT STONE CONTAINER CORP     ABCIPX   25000000
SNAP-ON INCORPORATED             A        07500000
SOFTWARE HOLDRS TRUST            ACPX     05000000
SOHU.COM INC                     ABCIPX   25000000
Solarfun Power Holdings Co., L   C        07500000
SOLECTRON CORP                   ABCIPX   25000000
SOLEXA INC (Merger)              CX       30000000
SOMANETICS CORPORATION           AX       05000000
SONIC AUTOMOTIVE,INC.            CX       07500000
SONIC CORP                       CIPX     20000000
SONIC SOLUTIONS                  CIPX     05000000
SONICWALL INC                    IPX      20000000
Sonoco Products Co.              P        07500000
SONOSITE INC                     CIX      05000000
SONUS NETWORKS INC               ABCIPX   25000000
SONUS PHARMACEUTICALS INC        IX       05000000
SONY CORPORATION                 ABCIPX   25000000
Sotheby's                        CIPX     25000000
SOURCE INTERLINK COMPANIES INC   AX       07500000
SOUTHERN COPPER CORPORATION      ABCIPX   25000000
SOUTHERN CO                      ABCIPX   25000000
SOUTHERN UNION COMPANY           CIX      20000000
SOUTHWEST AIRLINES COMPANY       ABCIPX   25000000
Southwest Gas Corp               P        05000000
SOUTHWESTERN ENERGY COMPANY      ABCIPX   25000000
SOVEREIGN BANCORP INC            ABCIPX   26250000
SPANISH BROADCASTING SYSTEMS     P        05000000
Spansion, Inc. Class A           ACIPX    25000000
Spartan Stores, Inc.             X        05000000
Spartech Corp                    P        05000000
SPDR DJ Global Titans ETF        CX       02500000
SPDR DJ Wilshire International   A        02500000
SPDR DJ Wilshire Mid Cap ETF     A        02500000
SPDR DJ Wilshire Mid Cap ETF (   A        02500000
SPDR DJ Wilshire Mid Cap Growt   A        02500000
SPDR DJ Wilshire Mid Cap Value   A        02500000
SPDR DJ Wilshire Small Cap ETF   A        02500000
SPDR DJ Wilshire Small Cap ETF   A        02500000
SPDR DJ Wilshire Total Market    AX       02500000
SPDR FTSE/Macquarie Global Inf   A        25000000
SPDR Russell/Nomura PRIME Japa   A        02500000
SPDR Russell/Nomura Small Cap    A        02500000
SPDR S&P Biotech ETF             AC       02500000
SPDR S&P China ETF               A        02500000
SPDR S&P Dividend ETF            A        02500000
SPDR S&P Emerging Asia Pacific   A        02500000
SPDR S&P Emerging Markets ETF    A        02500000
SPDR S&P Emerging Middle East    A        02500000
SPDR S&P Homebuilders ETF        ACIPX    25000000
SPDR S&P Homebuilders ETF (wra   ACIPX    25000000
SPDR S&P Metals & Mining ETF     A        02500000
SPDR S&P Oil & Gas Equipment &   A        02500000
SPDR S&P Oil & Gas Exploration   A        02500000
SPDR S&P Pharmaceuticals ETF     A        02500000
SPDR S&P Retail ETF              A        07500000
SPDR S&P Semiconductor ETF       AC       02500000
Spectra Energy Corp.             ACIPX    25000000
SPECTRALINK CORPORATION          ACPX     05000000
Spectrum Brands, Inc             ABCIPX   25000000
SPECTRUM PHARMACEUTICALS INC     ABCIPX   05000000
Spirit Aerosystems Holdings In   PX       07500000
SPIRIT FINANCE CORP              X        25000000
SPRINT NEXTEL CORPORATION        ABCIPX   57000000
SPSS Inc.                        C        05000000
SPX CORP.                        ABCIPX   20000000
SPY Option                       ABCIPX   30000000
SPY Option (Qtrly LEAPS)         ACIPX    30000000
SPY Option (Qtrly LEAPS) Wrap    ACIPX    30000000
SPY Option (Qtrly Wrap)          ACIPX    30000000
SPY Option (Qtrly)               ACIPX    30000000
SPY Option (Wrap)                ABCIPX   30000000
SPY Option (Wrap)                ABCIPX   30000000
SPY Option (Wrap)                ABCIPX   30000000
SPY Option (Wrap)                ABCIPX   30000000
SPY Option (Wrap)                ABCIPX   30000000
SRA INTERNATIONAL INC CLASS A    ACX      07500000
ST. JOE CORPORATION              ABCIPX   25000000
ST. MARY LAND & EXPLOR           ACX      07500000
STAAR SURGICAL COMPANY           ACIPX    05000000
STAGE STORES, INC.               AX       07500000
STAGE STORES, INC. (150 shrs)    AX       07500000
STAMPS.COM INC                   ACIPX    07500000
STANCORP FINANCIAL GROUP         PX       05000000
STANDARD MICROSYSTEMS CORP       CIX      05000000
Standard Motor Products, Inc.    X        02500000
STANDARD PACIFIC CORP            ABCIPX   25000000
STANLEY WORKS, THE               ACIPX    07500000
STAPLES INC.                     ABCIPX   25000000
Star Gas Partners, L.P.          X        07500000
Star Scientific, Inc.            ACI      25000000
STAR TEK , INC.                  PX       02500000
STARBUCKS CORP                   ABCIPX   50000000
STARWOOD HOTELS & RESORTS        ABCIPX   25000000
STATE STREET BOSTON CORP.        ACIPX    25000000
STATION CASINOS INC.             ABCIP    25000000
STATOIL ASA                      CPX      25000000
STATS ChipPAC Ltd.               P        25000000
STEC Inc.                        CIX      25000000
STEEL DYNAMICS INC               ACIPX    50000000
STEEL TECHNOLOGIES INC.          CX       05000000
STEELCASE, INC. CLASS A          AX       07500000
Stein Mart, Inc.                 X        05000000
STELLENT INC.                    AC       07500000
STERICYCLE, INC.                 ACIPX    05000000
STERIS CORP.                     CX       07500000
Sterotaxis Inc                   CIPX     07500000
STEVEN MADDEN, LTD               P        07500000
Stifel Financial Corp.           X        02500000
STILLWATER MINING CO             ABCPX    20000000
STMICROELECTRONICS NV            ABCPX    25000000
STONE ENERGY CORPORATION         ABCIPX   07500000
STRATASYS INC                    CPX      02500000
STRAYER EDUCATION                ACIPX    05000000
STRYKER CORP                     ABCIPX   25000000
STURM, RUGER & COMPANY           X        05000000
Suburban Propane Partners, L.P   X        05000000
SulphCo Inc                      ACIPX    25000000
Sun Healthcare Group, Inc.       CX       07500000
SUN LIFE FINANCIAL INC.          P        05000000
SUN MICROSYSTEMS                 ABCIPX   25000000
SUNCOR ENERGY                    ABCIPX   25000000
Sunoco Logistics Partners, L.P   X        02500000
SUNOCO, INC                      ABCIPX   50000000
SunOpta Inc.                     ACIPX    25000000
SunPower Corporation             ABCIPX   20000000
SUNRISE ASSISTED LIVING INC      ACIPX    07500000
Suntech Power Holdings Co Ltd    ABCIPX   25000000
SUNTRUST BANKS, INC.             ABCIPX   25000000
SUPERGEN INC                     ABCIPX   07500000
SUPERIOR ENERGY SERVICES, INC    ACIPX    25000000
SUPERIOR INDUSTRIES INTERNATIO   AIPX     07500000
Supertex Inc                     CIPX     07500000
SUPERVALU INC.                   CIPX     50000000
SUPPORTSOFT, INC                 C        07500000
SURMODICS INC                    ACIPX    05000000
SWIFT ENERGY COMPANY             AX       07500000
SWIFT TRANSPORTATION CO          ABCIP    25000000
SWS GROUP, INC.                  P        05000000
SWS GROUP, INC. (150 shares)     P        05000000
SYBASE, INC.                     CIPX     25000000
SYCAMORE NETWORKS, INC. (WRAP)   CPX      25000000
SYKES ENTERPRISES                CX       07500000
SYMANTEC CORPORATION             ABCIPX   25000000
SYMBOL TECHNOLOGIES INC.         ABCI     25000000
SYMMETRICOM. INC                 AC       07500000
SYMMETRY MEDICAL, INC            X        07500000
SYMYX TECHNOLOGIES INC           PX       05000000
Synagro Technologies, Inc.       A        20000000
SYNAPTICS, INC.                  ABCIPX   25000000
Synchronoss Technologies, Inc.   C        07500000
Syneron Medical Ltd.             ABCIPX   25000000
SYNGENTA AG (ADS)                A        07500000
SYNIVERSE HOLDINGS, INC          X        05000000
SYNOPSYS, INC                    ABCIPX   25000000
SYNOVIS LIFE TECH., INC.         C        02500000
SYNOVOUS FINANCIAL CORP          CIPX     25000000
Syntax-Brillian Corporation      ACIPX    25000000
Syntel, Inc.                     X        05000000
SYNTROLEUM CORPORATION           CPX      07500000
SYSCO CORPORATION                ABCIPX   25000000
Systemax Inc.                    CIP      07500000
T. ROWE PRICE GROUP INC          ACIPX    25000000
Taiwan Semiconductor Mfg. Co.    ABCIPX   26520000
TAKE-TWO INTERACTIVE SOFT        ABCIPX   25000000
TALBOTS INC                      ACIPX    25000000
TALISMAN ENERGY INC              ABCIPX   25000000
TALK AMERICA HOLDINGS INC        CP       07500000
TALX CORP.                       CPX      07500000
TAM S.A.                         AC       07500000
TANOX, INC.                      X        07500000
Tanzanian Royalty Exploration    ABCIPX   25000000
TARGET CORPORATION               ABCIPX   25000000
TARO PHARMACEUTICAL              ACPX     07500000
Tarragon Corporation             X        05000000
TASER INTERNATIONAL INC          ABCIPX   25000000
Tata Motors Ltd.                 ACP      25000000
TAUBMAN CENTERS, INC             CX       07500000
TC Pipelines, LP                 X        02500000
TCF FINANCIAL CORP.              P        20000000
TD Ameritrade Holding Corp.      ABCIPX   25000000
TD BANKNORTH GROUP, INC          X        20000000
TECH DATA CORP                   CIPX     20000000
TECHNE CORP.                     CX       05000000
TECHNICAL OLYMPIC USA INC        ACPX     25000000
TECHNITROL INC.                  CPX      07500000
TECHNOLOGY SECTOR SPDR           ACIPX    25000000
Teck Cominco Limited Class B     CPX      05000000
TECO ENERGY, INC.                ABCIPX   25000000
Teekay LNG Partners LP           X        02500000
TEEKAY SHIPPING CORP.            ABCIPX   20000000
TEKELEC                          BCIPX    25000000
TEKTRONIX INC                    ACIPX    07500000
TELE NORTE LESTE PARTICPOES      ACPX     25000000
TELEBRAS HOLDRS                  X        02500000
TELECOM HOLDRS                   ACIPX    05000000
TELECOM HOLDRS (Distribution)    APX      05000000
TELEDYNE TECHNOLOGIES INC.       A        05000000
TELEFLEX INC                     AP       05000000
TELEFONICA S.A. ADR              AP       07500000
TELEFONOS DE MEXICO              ABCIPX   25000000
TELEFONOS DE VENEZUELA           ACP      25000000
TELEFONOS DE VENEZUELA (dist)    ACP      25000000
TELEPHONE & DATA SYSTEMS, INC.   X        05000000
TELETECH HOLDINGS INC            ACIX     07500000
TELIK, INC.                      ABCIPX   25000000
TELLABS, INC.                    ABCIPX   25000000
TEMPLE INLAND INC.               CIPX     25000000
TEMPUR-PEDIC INTL INC            ABCIPX   25000000
TENARIS SA-ADR (Wrap)            ABCIPX   25000000
TENET HEALTHCARE CORP            ABCIPX   25000000
Tenneco Inc                      CIPX     07500000
Teppco Partners LP               PX       05000000
TERADYNE,INC                     ABCIPX   25000000
TEREX CORPORATION                ABCIPX   40000000
TERNIUM S A ADS                  ACIPX    07500000
TERRA INDUSTRIES INC.            CIPX     25000000
Terremark Worldwide Inc          P        20000000
Tesco Corporation                C        02500000
TESORO CORP                      ABCIPX   25000000
TESSERA TECHNOLOGIES, INC.       ABCIPX   20000000
TETRA TECH INC                   APX      07500000
TETRA Technologies, Inc.         CIX      25000000
TEVA PHARMACEUTICAL IND. INC.    ABCIPX   25000000
TEXAS INDUSTRIES INC             CIPX     07500000
TEXAS INSTRUMENTS                ABCIPX   25000000
TEXAS INSTRUMENTS (Wrap)         ABCIPX   25000000
TEXAS ROADHOUSE INC CL A         CX       07500000
TEXTRON INC.                     ABCIPX   25000000
The Andersons, Inc.              CIPX     07500000
THE BISYS GROUP                  ACIPX    25000000
The Bon-Ton Stores, Inc.         CX       05000000
THE CHEESECAKE FACTORY           ABCIPX   25000000
THE DRESS BARN INC               ABCIPX   25000000
THE E. W. SCRIPPS CO. CLASS A    AX       20000000
The Exploration Company          CX       07500000
THE FINISH LINE-CLASS A          CIPX     20000000
THE FIRST MARBLEHEAD CORPORATI   ABCIPX   30000000
THE FIRST MARBLEHEAD CORPORATI   ABCIPX   30000000
The GEO Group, Inc.              A        05000000
The Knot, Inc.                   CIPX     07500000
The Lamson & Sessions Co.        CIP      07500000
THE LUBRIZOL CORPORATION         C        07500000
THE MANITOWOC COMPANY, INC       ABCIPX   25000000
The Market Vectors - Gold Mine   ACIPX    07500000
THE MCCLATCHY COMP CLASS A       CIPX     32500000
THE MERIDIAN RESOURCE CORP       CIPX     25000000
THE MILLS CORPORATION            ACPX     25000000
THE NASDAQ STOCK MARKET , INC    ABCIPX   25000000
The News Corp. (new) CL A        ABCIPX   25000000
The News Corp. (new) CL B        ABCIPX   25000000
The Pantry Inc                   CIPX     07500000
THE RYLAND GROUP, INC            ABCIPX   25000000
THE SOUTH FINANCIAL GROUP, INC   X        07500000
The Spectranetics Corporation    X        05000000
The Steak n Shake Company        A        05000000
THE TORO COMPANY                 APX      07500000
The Travelers Companies, Inc.    ABCIPX   25000000
The Warnaco Group, Inc.          X        07500000
The Western Union Company        ACIPX    25000000
The9 Limited-ADR                 CIPX     05000000
Theravance, Inc                  ACIPX    05000000
Thermo Fisher Scientific Inc.    ACIPX    75000000
TheStreet.com, Inc.              X        07500000
THIRD WAVE TECHNOLOGIES , INC    CX       05000000
THOMAS & BETTS CORP.             AIPX     07500000
THOMSON CORPORATION              P        02500000
THOR INDUSTRIES INC              ACIPX    20000000
Thoratec Corp.                   CIPX     25000000
THORNBURG MORTGAGE, INC.         ACIPX    20000000
THQ, INC.                        ACIPX    37500000
THRESHOLD PHARMACEUTICALS INC    X        25000000
TIBCO SOFTWARE, INC. (WRAP)      ABCIPX   25000000
TIDEWATER INC.                   ABCIPX   25000000
TIFFANY & CO.                    ABCIPX   25000000
TIM HORTONS INC                  ACIPX    25000000
TIMBERLAND COMPANY, (THE)        AIPX     07500000
Time Warner Cable Inc., Cl. A    ACIPX    07500000
TIME WARNER INC.                 ABCIPX   25000000
TIME WARNER INC. (wrap)          ABCIPX   25000000
TIME WARNER TELECOM INC.         ACIPX    25000000
TIMKEN COMPANY                   AX       20000000
TITANIUM METALS CORP. (Wrap)     ABCIPX   25000000
TITANIUM METALS CORPORATION      ABCIPX   25000000
TIVO, INC.                       ABCIPX   25000000
TJX COMPANIES, INC., THE         ACIPX    25000000
TLC VISION CORPORATION           CPX      20000000
TNS, Inc.                        X        05000000
TODCO                            ABCIPX   25000000
TOLL BROTHERS INC (WRAP)         ABCIPX   50000000
TOLL BROTHERS INC                ABCIPX   50000000
TOLLGRADE COMMUN INC WRAP        AX       02500000
TOM ONLINE INC                   ACI      07500000
TOP TANKERS, INC                 ABCIPX   25000000
Topps Company Inc (THE)          P        05000000
TORCHMARK CORP                   AIPX     07500000
TOREDOR RESOURCES CORP           ACIPX    05000000
TORONTO DOMINION BANK            C        02500000
TOTAL S.A.                       CPX      25000000
TOTAL SYSTEMS SERVICES INC       IPX      07500000
Tower Group, Inc                 CIX      05000000
TOYOTA MOTOR CORP                ABCIPX   07500000
TRACTOR SUPPLY COMPANY           ACIPX    07500000
TRADESTATION GROUP INC           ABCIPX   25000000
TRANSACT TECH INC                X        02500000
TRANSACTION SYSTEMS ARCHITECTS   A        07500000
TransDigm Group, Inc.            X        02500000
TRANSGLOBE ENERGY CORP           ACIPX    05000000
TRANSMERIDIAN EXPLORATION INC    CIPX     07500000
TRANSMONTAIGNE INC               CX       05000000
TRANSOCEAN INC                   ABCIPX   25000000
Travelzoo Inc.                   CIPX     25000000
TRC COMPANIES, INC.              A        02500000
TREEHOUSE FOODS, INC.            X        02500000
TREX CO., INC.                   IPX      05000000
Triad Guaranty, Inc.             X        05000000
TRIAD HOSPITALS, INC.            ACP      25000000
TRIBUNE CO.                      ABCP     25000000
Trico Marine Services Inc.       C        05000000
TRIDENT MICROSYSTEMS, INC        ABCIPX   25000000
TRIMBLE NAVIGATION LIMITED       ACIPX    65000000
TRIMERIS, INC                    CIPX     05000000
Trina Solar Ltd. (ADS)           I        20000000
TRINITY INDUSTRIES INC.          ABCIPX   20000000
TRIQUINT SEMICNDTR, INC.         CIPX     25000000
TRI-VALLEY CORPORATION           CIX      02500000
TRIZETTO GROUP INC               AX       07500000
Tronox Inc                       X        07500000
TRUE RELIGION APPAREL INC        ABCIPX   20000000
TRUMP ENTERTAINMENT RESORTS IN   ACIPX    07500000
TRW AUTOMOTIVE HOLDINGS CORP.    X        07500000
TSAKOS ENERGY NAVIGATION LTD     ACIPX    02500000
TTM TECHNOLOGIES INC             APX      07500000
TUESDAY MORNING CORP.            X        20000000
Tupperware Brands Corp           AIPX     07500000
TurboChef Technologies, Inc.     ABCIPX   05000000
Turkcell lletisim Hizmetleri A   P        20000000
Tween Brands, Inc.               CIPX     20000000
TWEETER HOME ENTERTAINMENT                07500000
TXU UTILITIES COMPANY            ABCPX    50000000
TXU UTILITIES COMPANY (Wrap)     ABCPX    50000000
TYCO INTERNATIONAL, LTD          ABCIPX   25000000
TYCO INTERNATIONAL, LTD          ABCIPX   25000000
Tyler Technologies Inc           P        05000000
TYSON FOODS INC                  ABCIPX   25000000
U.S. BANCORP                     ABCIPX   25000000
U.S. CELLULAR                    X        02500000
U.S. Concrete Inc                CX       07500000
U.S. Shipping Partners, L.P.     X        02500000
UAL Corporation                  ABCIPX   25000000
UAP Holding Corp.                P        07500000
UBS AG                           ACIPX    50000000
UCBH HOLDINGS INC.               P        20000000
UDR Inc.                         PX       25000000
UGI CORPORATION                  CX       07500000
Ultra Clean Holdings Inc.        C        07500000
ULTRA PETROLEUM CORP             ABCIPX   50000000
ULTRALIFE BATTERIES, INC         X        05000000
ULTRATECH INC.                   ACIPX    07500000
Under Armor, Inc Class A         ABCIPX   25000000
UNIBANCO UNIAO                   ACX      25000000
UNILEVER N.V.                    ACPX     60000000
UNION PACIFIC                    ABCIPX   25000000
UNIONBANCAL CORPORATION          PX       07500000
UNISOURCE ENERGY CORP            C        05000000
UNISYS CORPORATION               ABCIPX   25000000
UNIT CORPORATION                 BCIPX    07500000
United Auto Group, Inc.          C        07500000
UNITED BANKSHARES INC            A        02500000
UNITED INDUSTRIAL CORPORATION    CIPX     05000000
UNITED MICROELECTRONICS (ATD)    C        25250000
UNITED NATURAL FOODS, INC.       ACIPX    07500000
UNITED ONLINE INC                BCIPX    25000000
UNITED PARCEL SERVICES           ABCIPX   25000000
UNITED RENTALS, INC.             ABCIPX   25000000
UNITED STATES STEEL CORP.        ABCIPX   25000000
UNITED STATIONERS INC            AC       05000000
UNITED SURGICAL PARTNERS INTL.   AX       07500000
UNITED TECHNOLOGIES              ABCIPX   25000000
UNITED THERAPEUTICS CORP.        ABCIPX   07500000
UNITEDHEALTH GROUP INC.          ABCIPX   82000000
UNITEDHEALTH GROUP INC.(WRAP)    ABCIPX   82000000
UNIVERSAL COMPRESSION HLDGS IN   AIX      07500000
UNIVERSAL CORPORATION            A        05000000
UNIVERSAL DISPLAY CORPORATION    PX       05000000
UNIVERSAL FOREST PRODUCT INC     P        05000000
UNIVERSAL HEALTH SERVICES INC    CIPX     07500000
Universal Technical Institute,   X        07500000
UNIVERSIAL AMERICAN FIN CORP     X        07500000
UNIVISION COMMUNICATIONS         ABCIX    25000000
Unum Group                       ABCIPX   25000000
Uranerz Energy Corporation       AC       07500000
Uranium Resources, Inc.          C        25000000
URBAN OUTFITTERS INC             ABCIPX   25000000
URS Corporation                  A        07500000
US AIRWAYS GROUP, INC            ABCIPX   25000000
US BioEnergy Corp                P        05000000
US XPRESS ENTERPRISES INC        X        05000000
USA Mobility, Inc.               P        05000000
USANA HEALTH SCIENCES, INC       ACIPX    05000000
USEC, INC.                       ABCIPX   25000000
USG CORP                         ABCIPX   25000000
UST INC.                         ABCIPX   25000000
UTI Worldwide, Inc.              PX       20000000
Utilities HOLDRs Trust           ABCIPX   07500000
Utilities HOLDRs Trust (distri   ACIPX    07500000
UTILITIES SECTOR SPDR            ABCIPX   25000000
UTILITIES SECTOR SPDR (wrap)     ABCIPX   25000000
UTSTARCOM, INC.                  ABCIPX   25000000
VA Software Corp                 P        25000000
VAALCO ENERGY INC                CPX      25000000
Vail Resorts, Inc.               PX       07500000
VALASSIS COMMUNICATIONS INC      ACIPX    25000000
Valeant Pharmaceuticals Intl.    ABCIPX   25000000
VALERO ENERGY CORP.              ABCIPX   25000000
VALERO ENERGY CORP. (Wrap)       ABCIPX   25000000
Valero GP Holdings LLC           AC       07500000
Valero L.P.                      CX       02500000
VALLEY NATIONAL BANCORP          X        05000000
VALSPAR CORPORATION (THE)        AX       07500000
VALUECLICK, INC..                ABCIPX   25000000
VALUEVISION MEDIA INC.-CLS A     APX      05000000
Vanda Pharmaceuticals, Inc.      AC       07500000
Vanguard Consumer Discretionar   A        02500000
Vanguard Consumer Staples ETF    A        02500000
Vanguard Dividend Appreciation   A        02500000
Vanguard Emerging Markets ETF    C        05000000
Vanguard Energy ETF              AC       02500000
Vanguard European ETF            AC       05000000
Vanguard Extended Market ETF     AC       02500000
Vanguard Financials ETF          AC       02500000
Vanguard FTSE All-World ex US    A        02500000
Vanguard Growth ETF              AC       02500000
Vanguard Health Care ETF         AC       02500000
Vanguard High Dividend Yield E   A        02500000
Vanguard Industrials ETF         AC       02500000
Vanguard Information Technolog   AC       02500000
Vanguard Intermediate-Term Bon   A        02500000
Vanguard Large-Cap ETF           AC       02500000
Vanguard Long-Term Bond ETF      A        02500000
Vanguard Materials ETF           A        02500000
Vanguard Mid Cap ETF             A        02500000
Vanguard Mid-Cap Growth ETF      A        02500000
Vanguard Mid-Cap Value ETF       A        02500000
Vanguard Pacific ETF             AC       02500000
Vanguard REIT ETF                A        02500000
Vanguard REIT ETF (spinoff)      A        02500000
Vanguard Short-Term Bond ETF     A        02500000
Vanguard Small Cap ETF           A        02500000
Vanguard Small Cap Growth ETF    A        02500000
Vanguard Small Cap Value ETF     A        02500000
Vanguard Telecommunication Ser   A        02500000
Vanguard Total Bond Market ETF   A        02500000
Vanguard Total Stock Market ET   AC       05000000
Vanguard Utilities ETF           A        02500000
Vanguard Value ETF               AC       02500000
VARIAN MEDICAL SYSTEMS, INC.     ABCIPX   25000000
VARIAN SEMICONDUCTOR EQUIPMENT   ACIPX    25000000
VARIAN, IC.                      X        05000000
VASCULAR SOLUTIONS, INC.         ACX      02500000
VASOGEN INC                      AC       25000000
VCA ANTECH, INC.                 ACIPX    20000000
VECTOR GROUP LTD                 CP       05250000
VEECO INSTRUMENTS INC            ACIPX    07500000
VENTANA MEDICAL SYSTEMS INC      ACIP     07500000
Ventas, Inc.                     X        20000000
VeraSun Energy Corporation       CIPX     20000000
VERIFONE HOLDINGS, INC           ACIPX    20000000
Verigy LTD                       ACX      07500000
VERINT SYSTEMS INC               A        02500000
VERISIGN, INC. (WRAP)            ABCIPX   25000000
VERITAS DGC INC (merger)         ACPX     52500000
VERIZON COMMUNICATIONS           ABCIPX   50000000
VERIZON COMMUNICATIONS (Distri   ABIPX    50000000
VERTEX PHARMACTLS. INC.          ABCIPX   25000000
VF CORPORATION                   AIPX     07500000
ViaCell, Inc.                    X        05000000
Viacom Inc. CL B (new)           ABCIPX   25000000
Viacom Inc. CL A (new)           ACPX     05000000
VIAD CORP                        A        02500000
VIASAT, INC.                     A        05000000
VIASYS HEALTHCARE, INC.          X        05000000
Vical Incorporated               X        07500000
Vicor Corporation.               C        02500000
VIGNETTE CORPORATION             CX       05000000
Vimicro International Corp.      X        05000000
VIMPEL COMMUNICATIONS            ABCIPX   20000000
VIMPEL COMMUNICATIONS (wrap)     ABCIPX   20000000
VIRAGE LOGIC CORP.               PX       02500000
Virgin Media Inc                 ABCIPX   87500000
VIROPHARMA INCORPORATION         ABCIPX   25000000
VISHAY INTERTECHNOLOGY, INC.     ABCIPX   25000000
VISICU, Inc.                     AC       05000000
Vista Gold Corp.                 CX       07500000
VistaCare, Inc.                  C        02500000
VistaPrint Limited               CIPX     07500000
VISTEON CORPORATION              ABCIPX   25000000
VITAL IMAGES INC.                AIX      05000000
VITALWORKS INC                   P        07500000
Vivo Participacoes SA            P        25000000
VIVUS                            C        07500000
VODAFONE GROUP PLC               ABCIPX   25000000
Volcom, Inc.                     CX       07500000
Volt Information Sciences, Inc   X        07500000
VOLTERRA SEMICONDUCTOR CORP      CP       05000000
VOLVO AB                         X        02500000
VOLVO AB (cash dist)             X        02500000
Vonage Holdings Corp.            ACIPX    25000000
VORNADO REALTY TRUST             CPX      25000000
VOTORANTIM CELULOSE E PAPEL S.   A        07500000
VULCAN MATERIALS COMPANY         ACIPX    20000000
W Holding Co., Inc.              P        07500000
W&T OFFSHORE INC                 AX       07500000
W.P. Stewart & Co., Ltd.         ACP      05000000
W.R. GRACE & CO.                 ABCIPX   25000000
WABASH NATIONAL CORP.            PX       07500000
Wabtec Corp.                     P        07500000
WACHOVIA CORPORATION (NEW)       ABCIPX   51250000
WADDELL & REED FINANCIAL         X        07500000
WALGREEN CO                      ABCIPX   25000000
WAL-MART STORES, INC.            ABCIPX   25000000
WALT DISNEY COMPANY (THE)        ABCIPX   82500000
WALTER INDUSTRIES INC            ABCIPX   25000000
WALTER INDUSTRIES INC (spinoff   ACIPX    25000000
Warner Chilcott Limited Class    CX       20000000
WARNER MUSIC GROUP CORP          CX       07500000
WARREN RESOURCES INC             CIPX     07500000
WASHINGTON FEDERAL, INC.         P        05000000
WASHINGTON GROUP INTL INC        AX       05000000
WASHINGTON GROUP INTL INC        AX       05000000
WASHINGTON MUTUAL INC            ABCIPX   50000000
Washington Real Estate Investm   X        05000000
WASTE CONNECTIONS INC.           C        11250000
WASTE CONNECTIONS INC. (150 sh   C        11250000
WASTE MANAGEMENT INC             ABCIPX   25000000
WATERS CORPORATION               ACIPX    25000000
WATSCO INC                       IPX      07500000
WATSON PHARMACEUTICALS INC       ABCIPX   25000000
WATSON WYATT & COMPANY HOLDING   AX       05000000
Watts Water Technologies, Inc.   CX       07500000
Wausau Paper Corp                P        05000000
WCI COMMUNITIES INC.             ACIPX    25000000
WEATHERFORD INTERNATIONAL        ABCIPX   50000000
WEBEX COMMUNICATIONS INC.        ABCX     25000000
WEBMD HEALTH CORP CLASS A        CIPX     02500000
WEBMETHODS, INC.                 AP       25000000
WEBSENSE, INC.                   ABCIPX   20000000
WebSideStory, Inc.               CX       07500000
WEBSTER FINANCIAL CORPORATION    P        05000000
WEBZEN , INC                     CX       02500000
WEIGHT WATCHERS INTL., INC.      ABCIPX   07500000
Weingarten Realty Investors      P        07500000
WELLCARE HEALTH PLAN INC         CIPX     20000000
WellPoint, Inc.                  ABCIPX   25000000
WELLS FARGO & CO                 ABCIPX   50000000
WENDYS INTERNATIONAL,INC         ABCIPX   25000000
WERNER ENTERPRISES, INC.         AC       25000000
WESCO INTERNATIONAL, INC         ACIPX    25000000
WEST CORPORATION                 X        05000000
WEST MARINE INC                  P        02500000
West Pharmaceutical Services I   X        05000000
WESTAMERICA BANCORPORATION       P        05000000
WESTERN DIGITAL CORP             ABCIPX   25000000
WESTERN GAS RESOURCES, INC.      CX       05000000
WESTERN REFINING INC             CIPX     07500000
Westlake Chemical Corp           P        07500000
WESTWOOD ONE INC                 AP       25000000
WET SEAL, INC.                   ABCIPX   25000000
WEYERHAUSER CO                   ABCIPX   25000000
W-H ENERGY SERVICES INC          CIPX     07500000
WHEELING PITTSBURGH CORPORATIO   AIPX     07500000
WHIRLPOOL CORPORATION            ABCIPX   50000000
Whiting Petroleum Corp.          ACIPX    07500000
Whitney Holding Corporation      AX       05000000
WHOLE FOODS MARKET INC           ABCIPX   50000000
WILD OATS MARKETS INC            ACPX     07500000
Willbros Group Inc               ACIX     05000000
WILLIAMS COMPANIES               ABCIPX   25000000
WILLIAMS SCOTSMAN INTL INC       X        05000000
WILLIAMS-SONOMA INC              ABCIPX   25000000
WILLIS GROUP HOLDINGS            ACX      25000000
WILMINGTON TRUST CORPORATION     X        05000000
WIND RIVER SYSTEMS INC           ACIPX    25000000
Windstream Corporation           CX       25000000
Winn-Dixie Stores Inc.           C        07500000
WINNEBAGO INDUSTRIES, INC        ABCIPX   07500000
Winston Hotels Inc               P        05000000
Wintrust Financial Corporation   C        25000000
WIPRO LIMITED- ADR               CIPX     07500000
WISCONSIN ENERGY CORP.           P        07500000
Wisdom Tree Dividend Top 100 F   A        02500000
Wisdom Tree High Yielding Equi   A        02500000
Wisdom Tree Large Cap Dividend   A        02500000
Wisdom Tree Mid Cap Dividend F   A        02500000
Wisdom Tree SmallCap Dividend    A        02500000
Wisdom Tree Total Dividend Fun   A        02500000
WITNES SYSTEMS, INC              CX       20000000
WMS INDUSTRIES, INC.             AIPX     07500000
WOLVERINE WORLD WIDE INC         PX       07500000
WORLD ACCEPTANCE CORPORATION     AC       05000000
WORLD FUEL SERVICES CORP         ACIPX    07500000
WORLDSPACE INC                   CX       05000000
WORTHINGTON INDUSTRIES,INC.      ACIPX    25000000
WPP Group plc                    X        05000000
WRIGHT EXPRESS CORP              X        05000000
WRIGHT MEDICAL GROUP, INC.       ACIPX    07500000
WRIGLEY (WM) JR. CO.             CIPX     25000000
WYETH                            ABCIPX   25000000
Wyndham Worldwide Corp           CIPX     25000000
Wynn Resorts, Limited            ABCIPX   25000000
XCEL ENERGY INC                  ACIPX    25000000
Xenoport Inc.                    CX       05000000
Xerium Technologies Inc          P        02500000
XEROX CORP                       ABCIPX   25000000
Xethanol Corp.                   ACPX     07500000
XILINX INC                       ABCIPX   25000000
XL CAPITAL LTD                   ABCPX    25000000
XM SATELLITE RADIO HOLDINGS      ABCIPX   25000000
X-Rite, Inc.                     X        05000000
XTO ENERGY INC                   ABCIPX   25000000
XYRATEX LTD                      CIPX     07500000
YAHOO INC                        ABCIPX   25000000
YAHOO INC (WRAP)                 ABCIPX   25000000
YAMANA GOLD, INC                 ABCIPX   25000000
YANKEE CANDLE COMPANY INC.       X        20000000
YM BIOSCIENCES INC         ACIPX    07500000
YRC Worldwide Inc          ABCIPX   25000000
YUM! BRANDS, INC.          ABCIPX   25000000
ZALE CORPORATION           ACIPX    07500000
ZEBRA TECHNOLOGIES         ACIPX    07500000
ZIMMER HOLDINGS, INC.      ABCIPX   25000000
ZIONS BANCORP              ACIPX    20000000
ZOLL Medical Corporation   C        10000000
ZOLTEK COMPANIES INC       ABCIPX   20000000
ZORAN CORP                 ABCIPX   25000000
ZUMIEX INC                 ACIPX    25000000
ZYGO CORP                  AX       05000000
ZYMOGENETICS INC           ACIPX    07500000
Please note that Equity position limits
are represented in shares not contracts
Option    Stock                    Underlying                   Position    Option         Stock
Symbol Symbol                            Name      Exchanges      Limit     Symbol         Symbol
WTH      COMS     3COM CORPORATION (08LPS)         ABCIPX      25000000    ZVP       JTX
VTH      COMS     3Com Corporation (09LPS)         ABCIPX      25000000    YPM       JAKK
WMU      MMM      3M (08LPS)                       ABCIPX      25000000    OBJ       JAKK
VMU      MMM      3M Company (09LPS)               ABCIPX      25000000    LPR       JNS
LUP      KDE      4 KIDS ENTERTAINMENT, INC. (08   CX          02500000    ZPR       JNS
ZUP      KDE      4 KIDS ENTERTAINMENT, INC. (09   CX          02500000    XGU       JAH
YUT      NDN      99 CENTS ONLY STORES (08LPS)     CIPX        20000000    LIC       JDSU
OAU      NDN      99 CENTS ONLY STORES (09LPS)     CIPX        20000000    ZJF       JDSU
LJK      ACMR     A. C. MOORE ARTS CRAFTS INC (    AIX         07500000    VEQ       JDSU
ZRB      ACMR     A. C. MOORE ARTS CRAFTS INC (    AIX         07500000    WJJ       JBLU
YEG      AGE      A.G. EDWARDS INC (08LPS)         ACIPX       07500000    WJK       JBLU
OGR      AGE      A.G. EDWARDS INC (09LPS)         ACIPX       07500000    VYO       JBLU
VYA      ADPT     Aaptec, Inc. (09LPS)             CPX         25000000    LPC       JLG
WXZ      ABAX     ABAXIS, INC. (08LPS)             BCIPX       07500000    ZPC       JLG
OVQ      ABAX     ABAXIS, INC. (09LPS)             BCIPX       07500000    WJN       JNJ
WBT      ABT      ABBOTT LABS (08LPS)              ABCIPX      25000000    VJN       JNJ
VBT      ABT      ABBOTT LABS (09LPS)              ABCIPX      25000000    WII       JCI
WFM      ANF      ABERCROMBIE & FITCH (08LPS)      ABCIPX      25000000    VQU       JCI
VNF      ANF      ABERCROMBIE & FITCH (09LPS)      ABCIPX      25000000    YKN       JNY
YRN      ABGX     ABGENIX INC (08LPS)              ABCIX       25000000    OOR       JNY
YXB      ABMD     ABIOMED INC (08LPS)              AX          02500000    LVC       JOYG
ZXS      ABMD     ABIOMED INC (09LPS)              AX          02500000    ZMC       JOYG
WAU      ABBI     ABRAXIS BIOSCIENCE INC (08LPS    ABCIPX      25000000    WJP       JPM
OXT      ABBI     Abraxis BioScience, Inc. (09LP   ABCIPX      25000000    VJP       JPM
WNO      ACN      ACCENTURE LTD. (08LPS)           ABCIPX      25000000    WBW       JNPR
OMD      ACN      ACCENTURE LTD. (09LPS)           ABCIPX      25000000    VWQ       JNPR
WKS      LEND     ACCREDITED HOME LENDERS (08LPS   ABCIPX      25000000    LJR       KSU
ODQ      LEND     ACCREDITED HOME LENDERS (09LPS   ABCIPX      25000000    VJR       KSU
WQN      MHS      ACCREDO HEALTH, INC. (08LPS) (   AC          50000000    YAB       KBH
YJC      ACE      ACE LIMITED (08LPS)              ABCIPX      25000000    ZTY       KBH
VQZ      ACE      ACE LIMITED (09LPS)              ABCIPX      25000000    OHK       KBH
LGQ      ACGY     Acergy S.A. (08Lps)              CPX         07500000    WME       HK
ZCJ      ACGY     Acergy S.A. (09LPS)              CPX         07500000    WKG       K
KCM      ACOR     Acorda Therapeutics, Inc. (08L   CIPX        25000000    VLK       K
XAK      ACOR     Acorda Therapeutics, Inc. (09L   CIPX        25000000    LTB       KWD
YJT      ATN      ACTION PERFORMANCE (08LPS)       ACX         05000000    ZZB       KWD
WXT      ATVI     ACTIVISION, INC. (08LPS)         ABCIPX      44222500    OWD       KNSY
LVN      ATVI     ACTIVISION, INC. (08LPS) (133    ACIPX       44222500    YBV       KNSY
VEN      ATVI     ACTIVISION, INC.(09LPS)          ABCIPX      44222500    YNK       KMG
LQK      ARXT     ADAMS RESP THERAPEUTICS INC (0   CIPX        20000000    LGO       TRXB
ZTI      ARXT     ADAMS RESP THERAPEUTICS INC (0   CIPX        20000000    OGM       KMG
WYA      ADPT     ADAPTEC, INC. (08LPS)            CPX         25000000    LUQ       KERX
OLT      ADCT     ADC TELECOMMUNICATIONS, INC. (   BCIPX       25000000    ZJN       KERX
YVV      ADCT     ADC TELECOMMUNICATIONS, INC. (   BCIPX       25000000    VYK       KMB
VAE      ADBE     Adobe Systems (09LPS)            ABCIPX      25000000    WKL       KMB
WAE      ADBE     ADOBE SYSTEMS INC.(08LPS)        ABCIPX      25000000    WUY       KMP
KBJ      AATI     ADVANCED ANALOGIC TECHNOLOGIES   X           07500000    VAU       KMP
XBL      AATI     ADVANCED ANALOGIC TECHNOLOGIES   X           07500000    WRF       KMI
LSL      EYE      ADVANCED MEDICAL OPTICS, INC.    ABCIPX      25000000    OCB       KMI
ZMA      EYE      Advanced Medical Optics, Inc.    ABCIPX      25000000    WKC       KND
VVV      AMD      Advanced Micro Devices, Inc. (   ABCIPX      50000000    OXK       KND
WVV      AMD      ADVANCED MICRO-DEVICES (08LPS)   ABCIPX      50000000    ZMF       KCI
LDY      AMD      ADVANCED MICRO-DEVICES(08LPS)    ABCIPX      50000000    LMF       KCI
ZNJ   ANX    ADVENTRX Pharmaceuticals Inc.    ACPX     07500000    YGT   KG
LNJ   ANX    ADVENTRX PHARMACEUTICALS, INC    ACPX     07500000    VWV   KG
ZLX   ARO    AEROPOSTALE, INC. (09LPS)        ABCIPX   25000000    LCS   KGC
WGC   AES    AES CORP. (08LPS)                ABCIPX   25000000    ZZU   KGC
VNU   AES    AES CORP. (09LPS)                ABCIPX   25000000    WPQ   KLAC
WLY   AET    Aetna, Inc. (08LPS)              ABCIPX   100000000   VXG   KLAC
VLC   AET    Aetna, Inc. (09LPS)              ABCIPX   100000000   OTI   NITE
LAI   ACS    AFFILIATED COMPUTER SERVICES (   ABCIPX   25000000    YTI   NITE
ZJW   ACS    AFFILIATED COMPUTER SERVICES (   ABCIPX   25000000    LZH   MNI
VNB   AMG    AFFILIATED MANAGERS GROUP (09L   ABCIPX   07500000    ZGF   MNI
YPE   AMG    AFFILIATED MANAGERS GROUP INC(   ABCIPX   07500000    YSK   KSS
LQY   ARC    AFFORDABLE RESIDENTIAL COMMUNI   X        05000000    OSS   KSS
ZKZ   ARC    AFFORDABLE RESIDENTIAL COMMUNI   X        05000000    YZN   KOMG
LMN   AFFX   AFFYMETRIX INC (08LPS)           ABCIPX   25000000    WJG   KOMG
ZPQ   AFFX   AFFYMETRIX INC (09LPS)           ABCIPX   25000000    LFP   PHG
LUR   AFL    AFLAC INC. (08LPS)               ACIPX    25000000    ZSJ   PHG
ZUR   AFL    AFLAC INC. (09LPS)               ACIPX    25000000    YTW   KFT
LRL   AG     AGCO CORP (08LPS)                ABCIPX   25000000    ODR   KFT
WGW   AGR    AGERE SYSTEMS INC (08LPS)        CIPX     25000000    YRD   KKD
KAO   LSI    AGERE SYSTEMS INC (08LPS) merg   CIPX     79000000    OKK   KKD
OJA   AGR    AGERE SYSTEMS INC (09LPS)        CIPX     25000000    VKK   KR
XAP   LSI    AGERE SYSTEMS INC (09LPS) merg   CIPX     79000000    WKK   KR
YA    A      AGILENT TECHNOLOGIES (08LPS)     ABCIPX   25000000    YLT   KTC
LWA   A      AGILENT TECHNOLOGIES (08LPS)(d   ABCIPX   25000000    OAS   KTC
OAE   A      AGILENT TECHNOLOGIES (09LPS)     ABCIPX   25000000    VGJ   KLIC
ZZA   A      AGILENT TECHNOLOGIES (09LPS)(d   ABCIPX   25000000    WGK   KLIC
LLR   AEM    AGNICO EAGLE MINES LTD (08LPS)   ABCIPX   25000000    LBK   KYPH
ZZJ   AEM    AGNICO EAGLE MINES LTD (09LPS)   ABCIPX   25000000    ZDY   KYPH
YYC   AGU    AGRIUM INC. (08LPS)              ACIPX    25000000    KAJ   ID
VAV   AGU    AGRIUM INC. (09LPS)              ACIPX    25000000    XAG   ID
WTZ   APD    AIR PRODUCTS AND CHEMICALS (08   AIPX     25000000    YOO   LLL
VTK   APD    Air Products and Chemicals (09   AIPX     25000000    OOY   LLL
LWD   AYR    Aircastle Limited (08LPS)        ACIPX    05000000    WOW   LRW
ZWD   AYR    Aircastle Limited (09LPS)        ACIPX    05000000    OCV   LRW
YGI   AAI    AIRTRAN HOLDINGS (08LPS)         ABCIPX   25000000    YZF   LH
ODJ   AAI    Airtran Holdings (09LPS)         ABCIPX   25000000    OZV   LH
YDF   AKS    AK STEEL HOLDING CORP. (08LPS)   ABCIPX   25000000    WMJ   LRCX
OVZ   AKS    AK STEEL HOLDING CORP. (09LPS)   ABCIPX   25000000    VPC   LRCX
YMU   AKAM   AKAMAI TECHNOLOGIES (08LPS)      ABCIPX   25000000    YZM   LAMR
OMU   AKAM   AKAMAI TECHNOLOGIES (09LPS)      ABCIPX   25000000    ODZ   LAMR
WQK   ALDN   Aladdin Knowledge Systems Ltd(   X        02500000    LKN   LVS
ZOG   ALDN   Aladdin Knowledge Systems Ltd(   X        02500000    ZAU   LVS
LZX   APCS   ALAMOSA HOLD INC (08LPS)         ACX      25000000    LHD   LCAV
LJI   SVU    ALBERTSONS, INC. (08LPS) merge   ABCIPX   50000000    ZGQ   LCAV
YXU   AL     ALCAN INC. (08LPS)               ABCIPX   25000000    LP    LDIS
OZB   AL     ALCAN INC. (09LPS)               ABCIPX   25000000    LYB   LEAP
YAO   ALU    Alcatel-Lucent (08LPS)           ABCIPX   50000000    OPZ   LF
OGG   ALU    Alcatel-Lucent (09LPS)           ABCIPX   50000000    LFZ   LF
YJA   AA     ALCOA, INC (08LPS)               ABCIPX   25000000    WAV   LEA
OKH   AA     Alcoa, Inc. (09LPS)              ABCIPX   25000000    OAA   LEA
LVY   ACL    ALCON INC (08LPS)                ABCIPX   25000000    LZC   LM
LXY   ACL    ALCON INC (08LPS) WRAP           ABCIPX   25000000    ZPM   LM
ZVE   ACL    ALCON INC (09LPS)                ABCIPX   25000000    VHE   LEH
KLZ   ARE    ALEXANDRIA REAL EQUITIES INC (   P        05000000    WHE   LEH
WAZ   ALXN   ALEXION PHARMACEUTICALS (08LPS   ABCIPX   20000000    LSH   LEH
OAO   ALXN   ALEXION PHARMACEUTICALS (09LPS   ABCIPX   20000000    YTT   LEN
YQW   ALKS   ALKERMES, INC. (08LPS)           ABCIPX   25000000    OOW   LEN
VFI   ALKS   ALKERMES, INC. (09LPS)           ABCIPX   25000000   WHK   LUK
VLS   ALL    All State Corp. (09LPS)          ABCIPX   25000000   OYD   LUK
YGB   AYE    ALLEGHENY ENERGY INC. (08LPS)    CIPX     25000000   LVA   LVLT
OPG   AYE    Allegheny Energy, Inc. (09LPS)   CIPX     25000000   VVK   LVLT
OYG   ATI    Allegheny Technologies Inc. (0   ABCIPX   25000000   LZV   MU
YQJ   ATI    Allegheny Technologies, Inc. (   ABCIPX   25000000   VEM   LXK
ZKG   ATI    Allegheny Technologies, Inc. (   ABCIPX   25000000   YLA   LXK
YFQ   ATI    ALLEGHENY TECHNOLOGIES, INC.(0   ABCIPX   25000000   YKZ   LBTYA
OBO   AGN    Allergan, Inc (09LPS)            ABCIPX   25000000   VTP   LBTYA
YOK   AGN    ALLERGAN, INC. (08LPS)           ABCIPX   25000000   LUN   LINTA
LNQ   AB     AllianceBernstein Holding L.P.   ACX      05000000   YAJ   LINTA
YTP   ATK    ALLIANT TECHSYS (08LPS)          ACIPX    07500000   LIE   LINTA
OFA   ATK    ALLIANT TECHSYS (09LPS)          ACIPX    07500000   VJX   LINTA
YED   ALD    ALLIED CAPITAL CORP (08LPS)      ABCIPX   20000000   YEM   LPNT
OVO   ALD    ALLIED CAPITAL CORP (09LPS)      ABCIPX   20000000   ZEA   LPNT
VLW   AW     ALLIED WASTE INDS. (09LPS)       ABCIPX   25000000   WDL   LTD
YNQ   AW     ALLIED WASTE INDS., INC. (08LP   ABCIPX   25000000   VLD   LTD
XJS   ALTH   Allos Therapeutics, Inc. (09LP   X        25000000   WNV   LNCR
WXQ   ALOY   ALLOY INC. (08LPS)               A        07500000   OQN   LNCR
LHF   DLIA   ALLOY INC. (08LPS) (distributi   AX       05000000   YYO   LNC
LUH   ALOY   ALLOY INC. (08LPS) (reverse st   AX       07500000   VKW   LNC
OQU   MDRX   ALLSCRIPTS HEALTHCARE SOLUTION   ACIPX    25000000   YUQ   LLTC
YOM   MDRX   ALLSCRIPTS HEALTHCARE SOLUTION   ACIPX    25000000   OJQ   LLTC
WLZ   ALL    ALLSTATE CORPORATION (08LPS)     ABCIPX   25000000   YME   LGF
VTB   AT     ALLTEL Corp. (09LPS)             ABCIPX   50000000   OEN   LGF
ZVM   AT     ALLTEL Corp. (09LPS)(distribut   ABIPX    50000000   OBP   LIZ
WJH   AT     ALLTEL CORPORATION (08LPS)       ABCIPX   50000000   YCB   LIZ
WYX   AT     ALLTEL CORPORATION (08LPS)(dis   ABIPX    50000000   VYD   ERIC
KDB   ALO    ALPHARMA INC (08LPS)             CIPX     07500000   WLA   LMT
XDR   ALO    ALPHARMA INC (09LPS)             CIPX     07500000   ORD   LMT
WZT   ALTR   ALTERA CORP (08LPS)              ABCIPX   25000000   LTO   CG
VZT   ALTR   ALTERA CORP (09LPS)              ABCIPX   25000000   XJH   CG
WRR   MO     ALTRIA GROUP, INC. (08LPS)       ABCIPX   25000000   WMM   LTR
LLM   MO     ALTRIA GROUP, INC. (08LPS)(dis   ABCIPX   25000000   VRH   LTR
VPM   MO     ALTRIA GROUP, INC. (09LPS)       ABCIPX   25000000   LVJ   LOGI
ZKM   MO     ALTRIA GROUP, INC. (09LPS)(dis   ABCIPX   25000000   ZVJ   LOGI
WJV   ALVR   ALVARION LTD. (08LPS)            ABCIPX   25000000   LXO   LSS
VJD   ALVR   ALVARION LTD. (09LPS)            ABCIPX   25000000   ZPI   LSS
WEW   AMZN   AMAZON.COM INC (08LPS)           ABCIPX   25000000   WDK   LPX
VON   AMZN   Amazon.com, Inc. (09LPS)         ABCIPX   25000000   OJX   LPX
YZL   ABK    AMBAC FINANCIAL GRP INC (08LPS   ACIPX    20000000   VPW   LOW
VDY   ABK    AMBAC FINANCIAL GRP INC(09LPS)   ACIPX    20000000   WOY   LOW
YET   DOX    AMDOCS LTD (08LPS)               ABCIPX   25000000   WDV   LSI
OIP   DOX    Amdos Ltd. (09LPS)               ABCIPX   25000000   VBS   LSI
LUO   AMED   AMEDISYS INC (08LPS)             ABCIPX   09975000   YJS   ALU
LUI   AMED   AMEDISYS INC (08LPS)(133 share   ABCIPX   09975000   LPK   LUX
ZOW   AMED   AMEDISYS INC (09LPS)             ABCIPX   09975000   WQO   LYO
ZUB   AMED   AMEDISYS INC (09LPS)(133 share   ACIPX    09975000   ODO   LYO
OXZ   AMX    America Movil S.A.B. de C.V. (   ABCIPX   75000000   YMT   MTB
YXG   AMX    America Movil S.A.B. de C.V. (   ABCIPX   75000000   OKB   MTB
OPD   AXL    American Axle & Manufact. Hldg   ABCIPX   25000000   LYL   MDC
YHE   AXL    AMERICAN AXLE & MFG. HLDNGS (    ABCIPX   25000000   ZLW   MDC
ZQR   ACLI   AMERICAN COMMERICAL LINES INC    ACIPX    15000000   YVG   MVSN
LIF   AEO    AMERICAN EAGLE OUTFITTERS (08L   ACIPX    37500000   ZYR   MVSN
WXD   AEO    AMERICAN EAGLE OUTFITTERS (08L   ABCIPX   37500000   LBG   LAVA
VXX   AEO    AMERICAN EAGLE OUTFITTERS (09L   ABCIPX   37500000   ZBG   LAVA
ZZF   AEO    AMERICAN EAGLE OUTFITTERS (09L   ACIPX    37500000   LPE   MECA
YXP   AEP    AMERICAN ELEC PWR (08LPS)        ABCIPX   25000000   ZZG   MECA
OPB   AEP    AMERICAN ELEC PWR (09LPS)        ABCIPX   25000000   LHY   MANH
WXP   AXP    AMERICAN EXPRESS (08LPS)         ABCIPX   25000000   ZFP   MANH
LBW   AXP    AMERICAN EXPRESS (08LPS) (Dist   ABCIPX   25000000   LWH   MNKD
VAX   AXP    American Express (09LPS)         ABCIPX   25000000   ZO    MNKD
WAP   AIG    AMERICAN INT'L. (08LPS)          ABCIPX   25000000   WZC   HCR
VAF   AIG    AMERICAN INT'L. (09LPS)          ABCIPX   25000000   OJR   HCR
LTW   AMMD   AMERICAN MEDICAL SYSTEMS HOLDI   AX       25000000   WXM   MRO
ZZD   AOB    American Oriental Bioeng. (09L   ACIPX    25000000   VXM   MRO
LZP   AOB    American Oriental Bioengineeri   ACIPX    25000000   VRR   MAR
YCI   APCC   AMERICAN PWR CONVER (08LPS)      ABCIP    25000000   WXA   MAR
OCI   APCC   AMERICAN PWR CONVER (09LPS)      ABCIP    25000000   YYM   MMC
YBJ   ASD    AMERICAN STANDARD CORP(08LPS)    ABCIPX   25000000   OSO   MMC
OBT   ASD    American Standard Corp. (09LPS   ABCIPX   25000000   LGP   MI
WGN   AMSC   AMERICAN SUPERCONDUCTOR CORP(0   ACIPX    05000000   ZBI   MI
OMH   AMSC   American Superconductor Corp.    ACIPX    05000000   YTE   MSO
WVY   AMT    AMERICAN TOWER CL A (08LPS)      ABCIPX   25000000   LIG   MLM
VXK   AMT    American Tower ClA (09LPS)       ABCIPX   25000000   LSU   MLM
YCO   ACF    AMERICREDIT CORP (08LPS)         ABCIPX   25000000   ZOI   MLM
OAF   ACF    AMERICREDIT CORP(09LPS)          ABCIPX   25000000   ZAI   MLM
KKN   AGP    AMERIGROUP CORPORATION (08LPS)   ACIPX    20000000   YTA   MVL
XGZ   AGP    AMERIGROUP CORPORATION (09LPS)   ACIPX    20000000   VTQ   MVL
YPP   ABC    AMERISOURCEBERGEN (08LPS)        ABCIPX   50000000   YZQ   MRVL
OYY   ABC    AMERISOURCEBERGEN (09LPS)        ABCIPX   50000000   OZL   MRVL
WAM   AMGN   AMGEN (08LPS)                    ABCIPX   25000000   VMQ   MAS
VAM   AMGN   Amgen, Inc. (09LPS)              ABCIPX   25000000   YAC   MAS
YDD   AMKR   AMKOR TECHNOLOGY,INC. (08LPS)    ABCIPX   25000000   YBH   MEE
OMY   AMKR   AMKOR TECHNOLOGY,INC. (09LPS)    ABCIPX   25000000   VHK   MEE
LZM   AHS    AMN HEALTHCARE SRVS (08LPS)      AIX      07500000   WJA   MTZ
ZXT   AHS    AMN HEALTHCARE SRVS (09LPS)      AIX      07500000   ZNP   MTZ
WAR   AMR    AMR CORP (08LPS)                 ABCIPX   25000000   LUE   MA
VMR   AMR    AMR CORP(09LPS)                  ABCIPX   25000000   LYU   MA
OGA   AMLN   Amylin Parmaceuticals, Inc. (0   ABCIPX   25000000   ZUE   MA
YNN   AMLN   AMYLIN PHARMACEUTICALS (08LPS)   ABCIPX   25000000   YEN   MAT
YPC   APC    ANADARKO PETROLEUM CORP.(08LPS   ABCIPX   50000000   VXW   MAT
OCP   APC    ANADARKO PETROLEUM CORP.(09LPS   ABCIPX   50000000   LQR   MVK
WDI   ADI    ANALOG DEVICES INC (08LPS)       ABCIPX   25000000   ZFZ   MVK
VIK   ADI    ANALOG DEVICES INC (09LPS)       ABCIPX   25000000   YEO   MXIM
WWN   ANDW   ANDREW CORP (08LPS)              ACIPX    25000000   OBZ   MXIM
VNA   ANDW   Andrew Corp. (09LPS)             ACIPX    25000000   YSU   STX
YQA   ADRX   ANDRX CORPORATION (08LPS)        ABCIPX   25000000   LZN   FD
VPO   ADRX   ANDRX CORPORATION (09LPS)        ABCIPX   25000000   LEY   WHR
LCV   ANPI   ANGIOTECH PHARMACEUTICALS (08L   ACIPX    07500000   YBU   MBI
ZWC   ANPI   ANGIOTECH PHARMACEUTICALS (09L   ACIPX    07500000   VMX   MBI
VKE   AU     AngloGold Ashanti Ltd Ads (09L   ABCIPX   25000000   LMR   BAC
YVA   AU     ANGLOGOLD ASHANTI LTD. (08LPS    ABCIPX   25000000   WNE   MFE
YSV   BUD    ANHEUSER-BUSCH CO (08LPS)        ABCIPX   25000000   VNE   MFE
VBD   BUD    ANHEUSER-BUSCH CO (09LPS)        ABCIPX   25000000   YXL   BRCD
LJO   AXE    ANIXTER INTERNATIONAL, INC (0    ACX      07500000   ZDC   BRCD
ZKS   AXE    ANIXTER INTERNATIONAL, INC (0    ACX      07500000   YAE   MDR
OQY   NLY    Annaly Capital Management Inc    ABCIPX   25000000   OYZ   MDR
YVT   NLY    Annaly Capital Management Inc    ABCIPX   25000000   YBB   MDR
WDN   ANN    ANNTAYLOR STORES CORP (08LPS)    ABCIPX   25000000   WMN   MCD
OTA   ANN    ANNTAYLOR STORES CORP (09LPS)    ABCIPX   25000000   VMD   MCD
WQV   AGEN   ANTIGENICS INC. (08LPS)          ACPX     07500000   WMP   MHP
ZHH   AGEN   ANTIGENICS INC. (09LPS)          ACPX     07500000   VMP   MHP
YNV   AOC    AON CORPORATION (08LPS)          ABCIPX   25000000   LIQ   VZ
OTH   AOC     AON Corporation (09LPS)          ABCIPX   25000000   LMU   VZ
OWF   APA     APACHE CORP (09LPS)              ABCIPX   25000000   YRG   MCK
YWA   APA     APACHE CORP(08LPS)               ABCIPX   25000000   VHG   MCK
YSB   SIL     APEX SILVER MINES LIMITED (08L   ABCIPX   25000000   LRE   MMR
OGW   SIL     Apex Silver Mines Limited (09L   ABCIPX   25000000   OPT   MMR
WFZ   APOL    APOLLO GROUP INC. (08LPS)        ABCIPX   25000000   LHQ   MDU
OKO   APOL    APOLLO GROUP INC. (09LPS)        ABCIPX   25000000   ZLD   MDU
WAA   AAPL    Apple Inc (08LPS)                ABCIPX   25000000   YUI   MEDX
YHC   AAPL    Apple Inc (08LPS) Wrap           ABCIPX   25000000   OAN   MEDX
VAA   AAPL    Apple Inc (09LPS)                ABCIPX   25000000   YXM   MHS
OBR   AAPL    Apple Inc (09LPS) Wrap           ABCIPX   25000000   VQM   MHS
OCC   CRA     APPLERA CELERA GENOMICS (09LPS   CIPX     20000000   ORX   MRX
YAW   CRA     APPLERA CELERA GENOMICS(08LPS)   CIPX     20000000   WEO   MRX
YIG   ABI     APPLERA CORPORATION (08LPS)      CIPX     25000000   YTL   MEDI
OAP   ABI     APPLERA CORPORATION (09LPS)      CIPX     25000000   VWG   MEDI
WPJ   AMAT    APPLIED MATERIALS, INC (08LPS)   ABCIPX   25000000   YZD   MDTL
VPJ   AMAT    Applied Materials, Inc. (09LPS   ABCIPX   25000000   WKV   MDT
YCR   AHG     APRIA HEALTHCARE GROUP (08LPS)   CIPX     20000000   VKD   MDT
OHM   AHG     APRIA HEALTHCARE GROUP (09LPS)   CIPX     20000000   YUY   MEL
LGY   AQNT    aQUANTIVE, INC (08LPS)           ABCIPX   25000000   OUY   MEL
ZLR   AQNT    aQUANTIVE, INC (09LPS)           ABCIPX   25000000   ZET   WFR
WVN   ILA     AQUILA INC (08LPS)               CP       25000000   ZYG   WFR
ZDO   ILA     AQUILA INC (09LPS)               CP       25000000   YTC   MNT
YMS   RMK     ARAMARK CORP. CLS B (08LPS)      AX       25000000   OFL   MNT
OSD   RMK     ARAMARK CORP. CLS B (09LPS)      AX       25000000   YBA   MENT
LLU   MT      Arcelor Mittal (08LPS)           ABCIPX   25000000   OBV   MENT
ZMU   MT      Arcelor Mittal (09LPS)           ABCIPX   25000000   WMR   MRK
YEP   ACI     ARCH COAL, INC. (08LPS)          ABCIPX   50000000   VMK   MRK
OSE   ACI     Arch Coal, Inc. (09LPS)          ABCIPX   50000000   YQR   MERQ
WRA   ADM     ARCHER DANIELS MIDLAND CO (08L   ABCIPX   25000000   LVO   MRGE
VEF   ADM     ARCHER DANIELS MIDLAND CO (09L   ABCIPX   25000000   ZVO   MRGE
LDS   ARNA    ARENA PHARMACEUTICALS INC (08L   ABCIPX   25000000   WZM   MER
OFS   ARNA    ARENA PHARMACEUTICALS INC (09L   ABCIPX   25000000   VME   MER
KZA   ARD     ARENA RESOURCES INC (08LPS)      CIPX     05000000   LBH   MESA
XZI   ARD     ARENA RESOURCES INC (09LPS)      CIPX     05000000   ZVR   MESA
LUU   ARIA    ARIAD PHARMACEUTICALS (08LPS)    ABCPX    20000000   LKS   MM
ZUN   ARIA    ARIAD PHARMACEUTICALS INC (09L   ABCPX    20000000   VZM   MM
WFQ   ARMHY   ARM HOLDINGS PLC (08LPS)         P        25000000   YZP   MUSA
ZLE   ARMHY   ARM HOLDINGS PLC (09LPS)         P        25000000   YDL   MET
LNO   AH      ARMOR HOLDINGS (08LPS)           ABCIPX   20000000   VXZ   MET
ZLK   AH      ARMOR HOLDINGS (09LPS)           ABCIPX   20000000   WKW   MXT
LYI   ARRS    ARRIS GROUP INC. (08LPS)         ABCIPX   25000000   YYW   MOGN
ZYI   ARRS    ARRIS GROUP INC. (09LPS)         ABCIPX   25000000   VFG   MOGN
LDW   ARM     ARVINMERITOR, INC (08LPS)        ACIPX    25000000   YHM   MTG
ZYY   ARM     ARVINMERITOR, INC (09LPS)        ACIPX    25000000   VMG   MTG
WSL   ASA     ASA Ltd (08LPS)                  ABCPX    02500000   YDM   MGM
VPY   ASA     ASA Ltd (09LPS)                  ABCPX    02500000   VYG   MGM
YLS   ASH     ASHLAND INC (08LPS)              BCIPX    50000000   YHY   MIK
YXQ   ASH     ASHLAND INC (08LPS) (Mandatory   CIPX     50000000   OGC   MIK
LYK   ASH     ASHLAND INC (08LPS)(distributi   CIPX     50000000   LJM   MCHP
OKD   ASH     Ashland, Inc. (09LPS)            BCIPX    50000000   ZPH   MCHP
ZYO   ASH     Ashland, Inc. (09LPS)(distribu   CIPX     50000000   WGY   MU
VQQ   ASML    ASM Holding Nv (09LPS)           ABCIPX   25000000   VGY   MU
WQA   ASML    ASML HOLDING NV NY (08LPS)       ABCIPX   25000000   WMF   MSFT
LMK   ASPM    ASPECT MEDICAL SYSTEM INC (08L   AIX      05000000   VMF   MSFT
ZGX   ASPM    ASPECT MEDICAL SYSTEM INC (09L   AIX      05000000   LJH   MSTR
WQL   AIZ     ASSURANT INC (08LPS)             ACIPX    25000000   OCH   MSTR
ZBW   AIZ    ASSURANT INC (09LPS)             ACIPX    25000000   KHR   MAA
YCE   AZN    ASTRAZENECA (08LPS)              ABCIPX   25000000   XHZ   MAA
OPK   AZN    AstraZeneca plc ADS (09LPS)      ABCIPX   25000000   JDY   MDY
KBP   ASYT   ASYST TECH INC (08LPS)           IPX      25000000   YLU   MDY
ZJP   ASYT   ASYST TECH INC (09LPS)           IPX      25000000   KDO   MDY
WFE   T      AT & T Inc (08LPS)               ABCIPX   83000000   KEC   MDY
TGW   T      AT&T CORP (08LPS) (Merger)       ABCIPX   83000000   OVW   MDY
YAY   AGIX   ATHEROGENICS, INC (08LPS)        ABCIPX   25000000   XDY   MDY
OAR   AGIX   AtheroGenics, Inc. (09LPS)       ABCIPX   25000000   YDA   MLNM
KAM   ATMI   ATMI INC (08LPS)                 ACIPX    07500000   VHY   MLNM
XBH   ATMI   ATMI INC (09LPS)                 ACIPX    07500000   LUJ   MICC
YXJ   ATPG   ATP OIL & GAS CORPORATION (08L   ABCIPX   05000000   ZJH   MICC
VCL   ATPG   ATP OIL & GAS CORPORATION (09L   ABCIPX   05000000   YIL   MIL
LZW   ATW    ATWOOD OCEANICS (08LPS)          ACIPX    07500000   ZIK   MIL
ZFJ   ATW    ATWOOD OCEANICS (09LPS)          ACIPX    07500000   LGV   MIR
LHG   AUDC   AUDIOCODES LTD (08LPS)           ACPX     07500000   ZOD   MIR
ZHG   AUDC   AUDIOCODES LTD (09LPS)           ACPX     07500000   YYL   MTU
LAL   ADSK   AUTODESK INC (08LPS)             ABCIPX   25000000   ZHR   MTU
ZPD   ADSK   AUTODESK INC (0PLPS)             ABCIPX   25000000   YJK   MIVA
KDC   ADP    AUTOMATIC DATA PROCESS (08LPS)   ABCIPX   25000000   OVD   MBT
WWF   ADP    AUTOMATIC DATA PROCESS (08LPS)   ABCIPX   25000000   YBP   MBT
OLJ   ADP    AUTOMATIC DATA PROCESS(09LPS)    ABCIPX   25000000   VDQ   MOBE
XDT   ADP    AUTOMATIC DATA PROCESS(09LPS)(   ABCIPX   25000000   WKA   MOBE
WVU   AN     AUTONATION, INC (08LPS)          ABCIPX   25000000   YVE   MHK
OAY   AN     AutoNation, Inc. (09LPS)         ABCIPX   25000000   ZBN   MHK
YOA   AZO    AUTOZONE INC.(08LPS)             ABCIPX   25000000   WCR   TAP
VAT   AZO    AUTOZONE INC.(09LPS)             ABCIPX   25000000   OIF   TAP
LKV   AUXL   Auxilium Pharmaceuticals Inc.    C        05000000   YMZ   MGI
ZKU   AUXL   Auxilium Pharmaceuticals Inc.    C        05000000   ZXX   MGI
WEU   AVNR   Avanir Pharmaceuticals (08LPS)   ACIPX    25000000   WNU   MON
ZLU   AVNR   Avanir Pharmaceuticals (09LPS)   ACIPX    25000000   VAB   MON
VZH   AV     AVAYA INC. (09LPS)               ABCIPX   25000000   YBF   MNST
YSH   AV     AVAYA INC. (08LPS)               ABCIPX   25000000   OWP   MNST
ODY   AVY    Avery Dennison Corp (09LPS)      ACIPX    07500000   LJX   MRH
YPA   AVY    AVERY DENNISON CORP.(08LPS)      ACIPX    07500000   YPJ   MCO
YWW   AVII   AVI BIOPHARMA INC (08LPS)        ABCIX    25000000   OWC   MCO
ZWX   AVII   AVI BIOPHARMA INC (09LPS)        ABCIX    25000000   WWD   MS
WZN   AVID   AVID TECHNOLOGY INC (08LPS)      ABCIPX   25000000   VWD   MS
VDI   AVID   AVID TECHNOLOGY INC (09LPS)      ABCIPX   25000000   LXW   MOS
WLD   CAR    Avis Budget Group Inc (08LPS)    ABCIPX   25000000   ZXW   MOS
VUC   CAR    Avis Budget Group Inc (09LPS)    ABCIPX   25000000   WMA   MOT
LRB   AVT    AVNET INC (08LPS)                CIPX     25000000   VMA   MOT
ZUF   AVT    AVNET INC (09LPS)                CIPX     25000000   LHJ   MOVI
KVQ   AVCT   AVOCENT CORPORATION (08LPS)      ACIPX    20000000   ZHJ   MOVI
XQV   AVCT   AVOCENT CORPORATION (09LPS)      ACIPX    20000000   LLE   SNDK
WVP   AVP    AVON PRODUCTS (08LPS)            ABCIPX   25000000   ZYZ   SNDK
VVP   AVP    Avon Products (09LPS)            ABCIPX   25000000   WFP   XLB
YFZ   BIDU   BAIDU.COM ADR (08LPS)            ABCIPX   25000000   OJL   XLB
ZRX   BIDU   BAIDU.COM ADR (09LPS)            ABCIPX   25000000   YZS   MUR
VBH   BHI    Baker Hughes (09LPS)             ABCIPX   25000000   OBY   MUR
WBH   BHI    BAKER HUGHES INC(08LPS)          ABCIPX   25000000   WYQ   MYL
YRY   BLL    BALL CORPORATION (08LPS)         CIPX     07500000   OKL   MYL
OLU   BLL    BALL CORPORATION (09LPS)         CIPX     07500000   YAM   MYOG
YNP   BLDP   BALLARD POWER SYSTEMS (08LPS)    ABCIPX   25000000   VBN   MYOG
VGD   BLDP   BALLARD POWER SYSTEMS (09LPS)    ABCIPX   25000000   YDG   MYGN
WIU   BYI    Bally Technologies Inc. (08LP    ACIPX    25000000   VBV   MYGN
VHA   BYI    Bally Technologies, Inc. (09LP   ACIPX    25000000   WOH   NABI
ZTB   BBD     Banco Bradesco - ADR (08LPS)     CP       50000000   ONJ   NABI
ZHZ   BBD     Banco Bradesco - ADR (08LPS)(d   CP       50000000   WRB   NBR
WBA   BAC     BANK OF AMERICA (08LPS)          ABCIPX   55000000   VRB   NBR
VBA   BAC     BANK OF AMERICA (09LPS)          ABCIPX   55000000   LNL   NLC
VKJ   BK      Bank of New York (09LPS)         ABCIPX   25000000   ZOM   NLC
WKJ   BK      BANK OF NEW YORK CO(08LPS)       ABCIPX   25000000   KDG   IBB
KUD   BKUNA   BankUnited Financial Corporati   ACIPX    25000000   XEF   IBB
XXU   BKUNA   BankUnited Financial Corporati   ACIPX    25000000   KMZ   NSTK
LCK   BCR     BARD C R INC (08LPS)             ACIPX    20000000   XDG   NSTK
ZKI   BCR     Bard C R Inc. (09LPS)            ACIPX    20000000   OND   NLS
OZD   BKS     Barnes & Noble Inc. (09LPS)      ACIPX    20000000   VNS   NCC
WSZ   BKS     BARNES AND NOBLE (08LPS)         ACIPX    20000000   YSN   NCC
WRX   ABX     BARRICK GOLD CORP(08LPS)         ABCIPX   50000000   QFX   NFP
VBX   ABX     Barrick Gold Corporation (09LP   ABCIPX   50000000   QJX   NFP
YHU   BOL     BAUSCH & LOMB INC (08LPS)        ABCIPX   25000000   WUN   NSM
OZU   BOL     Bausch & Lomb Inc. (09LPS)       ABCIPX   25000000   VSN   NSM
YXA   BAX     BAXTER INTERNATIONAL (08LPS)     ABCIPX   25000000   YAT   NLS
OZS   BAX     BAXTER INTERNATIONAL (09LPS)     ABCIPX   25000000   VNC   NAVZ
LBL   BBT     BB&T CORP (08LPS)                ABCIPX   25000000   YAX   NAVZ
ZLS   BBT     BB&T CORP (09LPS)                ABCIPX   25000000   YPD   NVT
YCA   BCE     BCE INC (08LPS)                  AIPX     20000000   ZOK   NVT
WYG   BCE     BCE INC (08LPS)(distribution)    AIPX     20000000   WQB   NTY
VFK   BCE     BCE INC (09LPS)                  AIPX     20000000   OZK   NTY
WVC   BEAS    BEA SYSTEMS, INC. (08LPS)        ABCIPX   25000000   KBI   NCR
VZP   BEAS    BEA Systems, Inc. (09LPS)        ABCIPX   25000000   XPN   NCR
LLO   BSC     BEAR STEARNS COMPANIES (08LPS)   ABCIPX   25000000   WSX   NMGA
YBO   BSC     BEAR STEARNS COMPANIES (08LPS)   ABCIPX   25000000   WTO   NKTR
VLB   BSC     Bear, Stearns & Co. (09LPS)      ABCIPX   25000000   ZMD   NKTR
XCN   BSC     Bear, Stearns & Co. (09LPS) (w   ABCIPX   25000000   LFX   NEOL
VZE   BZH     BEAZER HOMES USA INC. (09LPS)    ABCIPX   25000000   ZFL   NEOL
WZF   BZH     BEAZER HOMES USA INC. (08LPS)    ABCIPX   25000000   YNI   NWRE
YBE   BBBY    BED BATH & BEYOND (08LPS)        ABCIPX   25000000   OBB   NWRE
ONY   BBBY    BED BATH & BEYOND (09LPS)        ABCIPX   25000000   YNT   NTES
YJJ   T       BELLSOUTH CORPORATION (08LPS)(   ABCIPX   83000000   LGB   NTES
ZGL   T       BellSouth Corporation (09LPS)(   ABCIPX   83000000   VYJ   NTES
WIF   BMS     BEMIS COMPANY (08LPS)            AC       07500000   WHU   NFLX
VEE   BMS     Bemis Company (09LPS)            AC       07500000   OOJ   NFLX
WFH   BHE     BENCHMARK ELECTRONICS (08LPS)    IPX      20000000   KNF   NTGR
ZJU   BHE     BENCHMARK ELECTRONICS (08LPS)    IPX      20000000   XZG   NTGR
OYU   BHE     BENCHMARK ELECTRONICS (09LPS)    IPX      20000000   XTM   NETL
WBY   BBY     BEST BUY CO. INC. (08LPS)        ABCIPX   37500000   YHF   NTAP
WVT   BBY     BEST BUY CO. INC. (08LPS) (150   ABCIPX   37500000   OHN   NTAP
VBY   BBY     BEST BUY CO. INC. (09LPS)        ABCIPX   37500000   KBM   NRMX
LPH   BHP     BHP BILLITON LMTD ADS(08LPS)     ABCIPX   25000000   XBO   NRMX
ZPK   BHP     BHP BILLITON LMTD ADS(09LPS)     ABCIPX   25000000   LFD   NBIX
ZKN   BBG     Bill Barrett Corporation (09LP   CIX      07500000   ZFD   NBIX
LLG   BCRX    BIOCRYST PHAMACEUTICALS INC (0   ABCIPX   25000000   LSA   NURO
YZU   BIIB    BIOGEN IDEC INC.(08LPS)          ABCIPX   25000000   ZSS   NURO
OIY   BIIB    Biogen IDEC, Inc. (09LPS)        ABCIPX   25000000   WLJ   NSR
LNK   BMRN    BIOMARIN PHARMACEUTICAL INC (0   ACIPX    25000000   VJZ   NSR
ZNM   BMRN    Biomarin Pharmaceutical Inc. (   ACIPX    25000000   YUN   NEWC
OCF   BMET    Biomet Inc (09LPS)               ABCIPX   25000000   VHV   NEWC
YQF   BMET    BIOMET INC. (08LPS)              ABCIPX   25000000   LZY   EDU
LBI   BPA     BIOSANTE PHARMACEUTICALS, INC    C        05000000   ZZW   EDU
VQE   BIOS    BioScrip (09LPS)                 AC       05000000   LKA   NRPH
WLQ   BIOS    BIOSCRIP INC (08LPS)             AC       05000000   ZSN   NRPH
YLM   BSTE    BIOSITE, INC. (08LPS)            ACP      07500000   WTD   NYB
VYL   BSTE   Biosite, Inc. (09LPS)            ACP      07500000   VTD   NYB
LHE   BBH    BIOTECH HOLDERS TRUST (08LPS)    ABCIPX   25000000   LJL   NYT
YEE   BBH    BIOTECH HOLDERS TRUST (08LPS)    ABCIPX   25000000   ZHO   NYT
YHS   BBH    BIOTECH HOLDERS TRUST (08LPS)(   ABCIPX   25000000   ZLA   NAL
OEE   BBH    Biotech HOLDRs Trust (09LPS)     ABCIPX   25000000   WIX   NWL
ZVT   BBH    Biotech HOLDRs Trust (09LPS)(d   ABCIPX   25000000   VND   NWL
YLP   BVF    BIOVAIL CORP (08LPS)             ABCIPX   25000000   OHC   NFX
VNG   BVF    Biovail Corporation (09LPS)      ABCIPX   25000000   YBR   NFX
LQI   BIOV   BIOVERIS CORPORATION (08LPS)     C        05000000   WIE   NEM
VDL   BJS    BJ Services Co. (09LPS)          ABCIPX   50000000   VIE   NEM
YLL   BJS    BJ SERVICES COMPANY (08LPS)      ABCIPX   50000000   YTU   NEWP
YYE   BDK    BLACK & DECKER CORP. (08LPS)     BCIPX    25000000   ZZX   NEWP
OFE   BDK    Black & Decker Corp. (09LPS)     BCIPX    25000000   YYP   S
OCY   HRB    Block (H & R), Inc (09LPS)       ABCIPX   25000000   WVH   NXTP
OIW   BBI    Blockbuster Inc-Cl A (09LPS)     ABCIPX   25000000   VKX   NXTP
YCQ   BBI    BLOCKBUSTER, INC.(08LPS)         ABCIPX   25000000   WZU   NIHD
WRG   NILE   BLUE NILE INC (08LPS)            ACIPX    05000000   VQD   NIHD
VTM   NILE   BLUE NILE INC (09LPS)            ACIPX    05000000   WNK   NKE
WUS   BMC    BMC SOFTWARE INC. (08LPS)        ABCIPX   25000000   VNK   NKE
VUS   BMC    BMC SOFTWARE INC. (09LPS)        ABCIPX   25000000   VNW   NI
WBO   BA     BOEING CO (08LPS)                ABCIPX   25000000   WNW   NI
VBO   BA     BOEING CO (09LPS)                ABCIPX   25000000   YRQ   NTMD
YIZ   BGP    BORDERS GROUP, INC.(08LPS)       IPX      25000000   ZRQ   NTMD
OBM   BGP    BORDERS GROUP, INC.(09LPS)       IPX      25000000   LVG   NMTI
WWL   BWA    BORGWARNER INC. (08LPS)          CIPX     07500000   ZEJ   NMTI
VCE   BWA    BorgWarner Inc. (09LPS)          CIPX     07500000   YVJ   NE
VOB   BORL   Borland Software (09LPS)         CPX      25000000   VJB   NE
WOB   BORL   BORLAND SOFTWARE(08LPS)          CPX      25000000   WIK   NOK
LCU   BXP    BOSTON PROPERTIES INC (08LPS)    APX      20000000   VOK   NOK
ZQF   BXP    BOSTON PROPERTIES INC (09LPS)    APX      20000000   YJY   JWN
WBX   BSX    BOSTON SCIENTIFIC CORP (08LPS)   ABCIPX   25000000   VNZ   JWN
VSB   BSX    BOSTON SCIENTIFIC CORP (09LPS)   ABCIPX   25000000   YGC   NSC
YRM   BOW    BOWATER INC. (08LPS)             ABCIPX   25000000   OGO   NSC
VOW   BOW    BOWATER INC. (09LPS)             ABCIPX   25000000   WNT   NT
WWA   BYD    BOYD GAMING CORP.(08LPS)         ABCIPX   25000000   LWT   NT
VBB   BYD    BOYD GAMING CORP.(09LPS)         ABCIPX   25000000   VDT   NT
WAO   BP     BP P.L.C (08LPS)                 ABCIPX   25000000   LXZ   COF
VAO   BP     BP P.L.C. (09LPS)                ABCIPX   25000000   VYT   COF
KIQ   BDN    Brandywine Realty Trust (08LPS   P        20000000   YCM   NFLD
LEB   BCO    BRINK'S COMPANY THE (08LPS)      CIPX     07500000   VGX   NFLD
ZKO   BCO    BRINK'S COMPANY THE (09LPS)      CIPX     07500000   WJO   NOC
WBM   BMY    BRISTOL-MYERS (08LPS)            ABCIPX   25000000   VOJ   NOC
VBM   BMY    BRISTOL-MYERS (09LPS)            ABCIPX   25000000   WAW   NWACQ
LAV   BDH    Broadband HOLDRs (08LPS)         AC       05000000   ZEU   NCX
LDQ   BDH    Broadband HOLDRs (08LPS) (dis    AC       05000000   LIK   NCX
LLH   BDH    Broadband HOLDRs (08LPS) (dis    AC       05000000   LYY   NVS
LIH   BDH    Broadband HOLDRs (08LPS)(dist    AC       05000000   ZAH   NVS
LKE   BDH    Broadband HOLDRs (08LPS)(spin    AC       05000000   YZA   NFI
OHG   BDH    Broadband HOLDRs (09LPS)         AC       05000000   OZA   NFI
OJS   BDH    Broadband HOLDRs (09LPS)(dist    AC       05000000   LVD   NVAX
ONA   BDH    Broadband HOLDRs (09LPS)(spin    AC       05000000   ZVD   NVAX
WGJ   BRCM   BROADCOM CORP (08LPS)            ABCIPX   37500000   WZE   NVL
LGJ   BRCM   BROADCOM CORP (08LPS) (150 sha   ABCIPX   37500000   ZIQ   NVL
VJG   BRCM   BROADCOM CORP (09LPS)            ABCIPX   37500000   WNN   NOVL
ZQX   LVLT   Broadwing Corporation (08LPS)(   IPX      58750000   VNN   NOVL
LNS   LVLT   Broadwing Corporation (09LPS)(   IPX      58750000   YQL   NVLS
OMW   BRCD   Brocade Comm. Systems, Inc. (0   ABCIPX   70000000   OTN   NVLS
YNU   BRCD    BROCADE COMM., INC.(08LPS)       ABCIPX   70000000   WYI   NRG
ZAO   BAM     Brookfield Asset Management (0   ACIPX    07500000   OBD   NRG
YUJ   BAM     Brookfield Asset Management In   ACIPX    07500000   WBN   NUE
WXB   BC      BRUNSWICK CORP (08LPS)           ABCIPX   25000000   WVR   NUE
VXI   BC      BRUNSWICK CORP (09LPS)           ABCIPX   25000000   VUB   NUE
LXB   BBW     Build-A-Workshop, Inc (08LPS)    ACIPX    05000000   KUX   NS
ZXB   BBW     Build-A-Workshop, Inc (09LPS)    ACIPX    05000000   XUX   NS
WZX   BG      BUNGE LIMITED (08LPS)            ABCIPX   25000000   KGA   NSH
ZCH   BG      BUNGE LIMITED (09LPS)            ABCIPX   25000000   KEB   NTRI
VNI   BNI     Burlington Northern Santa Fe (   ABCIPX   25000000   XFQ   NTRI
WBU   BNI     BURLINGTON NORTHERN SANTA FE C   ABCIPX   25000000   LWV   NUVO
LGS   COP     BURLINGTON RESOURCES (08LPS) (   BCIX     75000000   ZZC   NUVO
LRJ   BOBJ    BUSINESS OBJECTS S.A. ADR (08L   ACIPX    25000000   YBT   NVDA
ZRJ   BOBJ    BUSINESS OBJECTS S.A. ADR (09L   ACIPX    25000000   OLI   NVDA
LYW   CHRW    C H ROBINSON WORLDWIDE (08LPS)   ABCIPX   25000000   LXN   NMX
ZYV   CHRW    C H ROBINSON WORLDWIDE (09LPS)   ABCIPX   25000000   ZSD   NMX
WOA   CA      CA, Inc. (08LPS)                 ABCIPX   25000000   YVX   NYX
VCA   CA      CA, Inc. (09LPS)                 ABCIPX   25000000   LXV   NYX
WJD   CVC     CABLEVISION SYSTEMS (08LPS)      ABCIPX   25000000   OOX   NYX
WRD   CVC     CABLEVISION SYSTEMS (08LPS) (c   ABCIPX   25000000   ZXR   NYX
VJK   CVC     CABLEVISION SYSTEMS (09LPS)      ABCIPX   25000000   WXY   OXY
ZIL   COG     Cabot Oil & Gas Corp (09LPS)     ACIPX    15000000   LOZ   OXY
LHK   COG     CABOT OIL AND GAS CORP (08LPS)   ACIPX    15000000   VXY   OXY
LYF   CAI     CACI INTERNATIONAL, INC. (08LP   CIPX     05000000   WDP   ODP
ZQG   CAI     CACI INTERNATIONAL, INC. (09LP   CIPX     05000000   VDP   ODP
OJN   CDNS    CADENCE DESIGN SYSTEMS, INC. (   CIPX     25000000   YYB   OMX
YRV   CDNS    CADENCE DESIGN SYSTEMS, INC. (   CIPX     25000000   OPH   OMX
YWK   CZR     CAESARS ENTERTAINMENT (08LPS)    ACIX     25000000   LLB   OIH
YLN   CPNLQ   CALPINE CORPORATION (08LPS)      AC       25000000   LRH   OIH
LTA   CCJ     CAMECO CORPORATION(08LPS)        ABCIPX   50000000   ZJO   OIH
ZBK   CCJ     CAMECO CORPORATION(09LPS)        ABCIPX   50000000   LTT   OIS
OKA   CAM     Cameron International Corporat   ABCIPX   50000000   ZTN   OIS
YXX   CAM     Cameron International Corporat   ABCIPX   50000000   YSO   OLN
WBP   CPB     CAMPBELL SOUP (08LPS)            ACIPX    25000000   VUO   OLN
VLL   CPB     CAMPBELL SOUP (09LPS)            ACIPX    25000000   KEZ   ZEUS
OKR   CNQ     CANADIAN NATURAL RESOURCES LIM   ABCIPX   25000000   XIJ   ZEUS
YJB   CNQ     CANADIAN NATURAL RESOURCES LIM   ABCIPX   25000000   WOG   OMM
YFN   COF     CAPITAL ONE FNCL (08LPS)         ABCIPX   25000000   OTV   OMM
OTF   COF     CAPITAL ONE FNCL (09LPS)         ABCIPX   25000000   LMV   OCR
KIG   CSE     CAPITAL SOURCE INC (08LPS)       AX       25000000   ZMV   OCR
XFS   CSE     CAPITAL SOURCE INC (09LPS)       AX       25000000   LUF   OMCL
LCW   CPST    CAPSTONE TURBINE CORP(08LPS)     X        25000000   ZRE   OMCL
ZCW   CPST    Capstone Turbine Corp. (09LPS)   X        25000000   YGS   OMC
YCX   CAH     CARDINAL HEALTH INC (08LPS)      ABCIPX   25000000   OBG   OMC
OCJ   CAH     CARDINAL HEALTH INC (09LPS)      ABCIPX   25000000   YMV   OVTI
VDF   CECO    Career Education Corp. (09LPS)   ABCIPX   25000000   VYV   OVTI
WIJ   CECO    CAREER EDUCATION(08LPS)          ABCIPX   25000000   YFF   ASGN
CWM   CVS     CAREMARK RX, INC (08LPS)         ABCIPX   66750000   ZKD   ASGN
WXC   CVS     CAREMARK RX, INC (08LPS)         ABCIPX   66750000   WKE   ONNN
OZM   CVS     CAREMARK RX, INC (09LPS)         ABCIPX   66750000   OPA   ONNN
VFS   CVS     CAREMARK RX, INC (09LPS)         ABCIPX   66750000   YBX   ONXX
LNB   CSL     CARLISLE COMPANES (08LPS)        X        05000000   OQK   ONXX
OTB   CSL     CARLISLE COMPANES (09LPS)        X        05000000   LOY   OPWV
VKR   CCL     Carnival Corp (09LPS)            ABCIPX   25000000   ZFV   OPWV
WKH   CCL     CARNIVAL CORPORATION (08LPS)     ABCIPX   25000000   LSN   OPTN
ZGI   CMRG    CASUAL MALE RETAIL GROUP (09LP   P        07500000   ZEM   OPTN
LFQ   CMRG    CASUAL MALE RETAIL GROUP, INC    P        07500000   LCR   OXPS
WKT   CAT     CATERPILLAR (08LPS)              ABCIPX   50000000   ZCR   OXPS
VKT   CAT     CATERPILLAR (09LPS)              ABCIPX   50000000   WOQ   ORCL
WJQ   CBRL    CBRL GROUP, INC (08LPS)          ABCIPX   25000000   VOC   ORCL
OAD   CBRL    CBRL GROUP, INC (09LPS)          ABCIPX   25000000   YQI   OSUR
LCB   CBS     CBS Corporation CL B (08LPS)     ABCIPX   25000000   OBF   OSUR
ZCB   CBS     CBS Corporation CL B (09LPS)     ABCIPX   25000000   WRZ   ORB
WRW   CHINA   CDC CORP. CL A (08LPS)           ABCIPX   25000000   VRP   ORB
VQH   CHINA   CDC CORP. CL A (09LPS)           ABCIPX   25000000   ZNG   ORCH
LWJ   CDWC    CDW CORP (08LPS)                 ABCIPX   25000000   ZNR   ORCH
YBN   CLS     CELESTICA, INC. (08LPS)          ACIPX    25000000   YST   OS
ORK   CLS     CELESTICA, INC. (09LPS)          ACIPX    25000000   OSP   OS
WYO   CELG    CELGENE CORP. (08LPS)            ABCIPX   50000000   YIJ   OSIP
LOH   CELG    CELGENE CORP. (08LPS) Wrap       ABCIPX   50000000   OIG   OSIP
VCS   CELG    Celgene Corp. (09LPS)            ABCIPX   50000000   LKD   OSTK
LBZ   CEGE    CELL GENESYS INC (08LPS)         ACIPX    25000000   ZYK   OSTK
ZZS   CEGE    Cell Genesys, Inc. (09LPS)       ACIPX    25000000   KKI   OC
KLQ   CTICD   CELL THERAPEUTICS, INC (08LPS)   CP       25000000   XWN   OC
YBI   CTICD   CELL THERAPEUTICS, INC (08LPS)   CP       25000000   LZQ   OI
OZP   CTICD   CELL THERAPEUTICS, INC (09LPS)   CP       25000000   ZQL   OI
YCG   CX      Cemex SAB de CV (08LPS)          ABCIPX   50000000   YYQ   PCAR
YJQ   CX      Cemex SAB de CV (08LPS) (spino   ACIPX    50000000   YJL   PCAR
OXX   CX      Cemex SAB de CV (09LPS)          ABCIPX   50000000   OKG   PCAR
LSM   WYN     CENDANT CORP (08LPS)(distribut   ABCPX    25000000   OV    PCAR
ZLG   WYN     CENDANT CORP (09LPS)(distribut   ABCPX    25000000   LAY   PSUN
YYV   CTX     CENTEX CORPORATION (08LPS)       ABCIPX   25000000   ZZL   PSUN
VDB   CTX     Centex Corporation (09LPS)       ABCIPX   25000000   ZCE   UNH
VCM   CENX    CENTURY ALUMINUM COMPANY (09LP   ABCIPX   25000000   LHR   PTIE
WCM   CENX    CENTURY ALUMINUM COMPANY(08LPS   ABCIPX   25000000   ZTP   PTIE
OLK   CTL     CenturyTel, Inc. (09LPS)         CIPX     25000000   LRK   PALM
YJR   CTL     CENTURYTEL, INC.(08LPS)          CIPX     25000000   ZTO   PALM
YZE   CEPH    CEPHALON, INC. (08LPS)           ABCIPX   25000000   LPZ   PMTI
OYL   CEPH    CEPHALON, INC. (09LPS)           ABCIPX   25000000   VZZ   PAAS
WIR   CPHD    CEPHEID (08LPS)                  ACIX     07500000   WYW   PAAS
ZJR   CPHD    CEPHEID (09LPS)                  ACIX     07500000   LGM   PNRA
LVZ   CRDN    CERADYNE INC (08LPS)             ABCIPX   25000000   ZGM   PNRA
ZDE   CRDN    CERADYNE INC (09LPS)             ABCIPX   25000000   OPF   PRX
LJT   CERS    CERUS CORPORATION (08LPS)        AX       05000000   WQX   PRX
VPQ   CERS    CERUS CORPORATION (09LPS)        AX       05000000   LWU   PH
KDJ   CF      CF Idustries Holdings Inc (08L   IX       25000000   ZXU   PH
XCX   CF      CF Idustries Holdings Inc (09L   IX       25000000   YTV   PTMK
ZKW   CGV     CGG Veritas (09LPS)              ACPX     52500000   YZV   PTEN
ZGB   CHAP    CHAPARRAL STEEL COMPANY (09LPS   ABCIPX   07500000   ORM   PTEN
XGH   CHRS    CHARMING SHOPPES INC (09LPS)     ACI      25000000   OAL   PAYX
YHN   CHTR    CHARTER COMMUNICATIONS (08LPS)   ACIP     25000000   YEV   PAYX
OJI   CHTR    CHARTER COMMUNICATIONS (09LPS)   ACIP     25000000   LWB   PSS
VCW   CHKP    Check Point Software (09LPS)     ABCIPX   25000000   ZWB   PSS
YWH   CHKP    CHECK POINT SOFTWARE(08LPS)      ABCIPX   25000000   ODM   PDLI
YSP   CKFR    CHECKFREE CORP. (08LPS)          ABCIPX   25000000   YAV   PDLI
OAG   CKFR    CHECKFREE CORP. (09LPS)          ABCIPX   25000000   LLW   BTU
YCH   LNG     CHENIERE ENERGY INC (08LPS)      ABCIPX   07500000   ZZT   BTU
ONP   LNG     CHENIERE ENERGY INC (09LPS)      ABCIPX   07500000   WQJ   PPCO
WZY   CHK     CHESAPEAKE ENERGY CORP. (08LPS   ABCIPX   25000000   VPB   PPCO
VEC   CHK     Chesapeake Energy Corporation    ABCIPX   25000000   YPR   PBCTD
WCH   CVX     CHEVRON TEXACO CORP (08LPS)      ABCIPX   25000000   OJE   PBCTD
VCH   CVX     CHEVRON TEXACO CORP (09LPS)      ABCIPX   25000000   YVZ   TEG
LPS   CBI     CHICAGO BRIDGE & IRON CO. NV-N   ABCIPX   25000000   OGT   TEG
ZTF   CBI     CHICAGO BRIDGE & IRON CO. NV-N   ABCIPX   25000000   KGL   PBCTD
OX    CME    CHICAGO MERCANTILE EXCHANGE HO   ABCIPX   25000000   XGR   PBCTD
WRO   CME    CHICAGO MERCANTILE EXCHANGE HO   ABCIPX   25000000   KSY   PBY
WTC   CME    CHICAGO MERCANTILE EXCHANGE HO   ABCIPX   25000000   ONN   PBY
YJZ   CME    CHICAGO MERCANTILE EXCHANGE HO   ABCIPX   25000000   WP    PEP
ZAB   CME    CHICAGO MERCANTILE EXCHANGE HO   ABCIPX   25000000   VP    PEP
ZBF   CME    CHICAGO MERCANTILE EXCHANGE HO   ABCIPX   25000000   YKI   PKI
LYT   PLCE   CHILDREN'S PLACE RETAIL (THE)    ABCIPX   20000000   OVI   PKI
ZYT   PLCE   CHILDREN'S PLACE RETAIL (THE)    ABCIPX   20000000   YKR   PER
LVW   CBAK   China BAK Battery, Inc. (08LPS   CIPX     07500000   VHU   PER
LHW   LFC    CHINA LIFE INSURANCE CO., LTD    ACIPX    25000000   YUA   PSTI
OOE   LFC    CHINA LIFE INSURANCE CO., LTD    ACIPX    25000000   OOM   PSTI
YPZ   CMED   CHINA MEDICAL TECH INC SPON AD   ABCIPX   25000000   KFQ   CUP
ZTK   CMED   CHINA MEDICAL TECH INC SPON AD   ABCIPX   25000000   XMB   CUP
ZVG   CMG    CHIPPOTLE MEXICAN GRILL CLASS    ACIPX    25000000   OPI   PETC
WUC   CQB    Chiquita Brands Intl Inc (08LP   ABCIPX   25000000   YFC   PETC
ZWN   CQB    Chiquita Brands Intl Inc (09LP   ABCIPX   25000000   LJC   PTR
YXI   CHIR   CHIRON CORP. (08LPS)             ABCPX    25000000   ZJK   PTR
VCU   CB     Chubb (09LPS)                    ABCIPX   50000000   WKP   HK
WCU   CB     CHUBB CORP (08LPS)               ABCIPX   50000000   VDW   PBR
KGM   CHD    CHURCH & DWIGHT CO. (08LPS)      AX       05000000   YMO   PBR
XDJ   CHD    CHURCH & DWIGHT CO. (09LPS)      AX       05000000   WPE   PFE
YCD   CIEN   Ciena Corp (08LPS) (New)         ABCIPX   25000000   VPE   PFE
VCB   CIEN   Ciena Corp (09LPS) (New)         ABCIPX   25000000   WVJ   PCG
YAR   CIEN   CIENA CORPORATION (08LPS)(Reve   ABCIPX   25000000   VGA   PCG
ZJB   CIEN   Ciena Corporation (09LPS) (Rev   ABCIPX   25000000   WEI   PPDI
LCN   CI     CIGNA CORP (08LPS)               ABCIPX   25000000   OLY   PPDI
ZCN   CI     Cigna Corp (09LPS)               ABCIPX   25000000   LZZ   PPH
LZA   XEC    CIMAREX ENERGY CO (08LPS)        ABCIPX   25000000   WIG   PPH
ZWK   XEC    CIMAREX ENERGY CO (09LPS)        ABCIPX   25000000   ZOA   PPH
VYF   CC     Circuit City Stores (09LPS)      ABCIPX   25000000   OYJ   PPH
YIX   CC     CIRCUIT CITY STORES,INC (08LPS   ABCIPX   25000000   ZYJ   PPH
WUR   CRUS   CIRRUS LOGIC, INC. (08LPS)       ACIPX    25000000   WUG   PCYC
VUR   CRUS   CIRRUS LOGIC, INC. (09LPS)       ACIPX    25000000   OSJ   PCYC
VYC   CSCO   Cisco Systems (09LPS)            ABCIPX   25000000   LCQ   PDGI
WCY   CSCO   CISCO SYSTEMS, INC. (08LPS)      ABCIPX   25000000   OCU   PDGI
VVF   CIT    CIT Group Inc. (09LPS)           ACIPX    25000000   KAK   PHRM
WVF   CIT    CIT GROUP, INC. (08LPS)          ACIPX    25000000   XBB   PHRM
LYA   CDL    CITADEL BROADCASTING CORPORATI   AX       07500000   LWL   PD
ZVU   CDL    CITADEL BROADCASTING CORPORATI   AX       07500000   WZP   PD
WRV   C      CITIGROUP INC (08LPS)            ABCIPX   25000000   WWP   FCX
VRN   C      CITIGROUP INC (09LPS)            ABCIPX   25000000   LPJ   FCX
YKX   CZN    CITIZENS COMMUNICATIONS (08LPS   ABCIPX   30000000   VZD   PD
OVM   CZN    CITIZENS COMMUNICATIONS (09LPS   ABCIPX   30000000   VGF   FCX
YXK   CTXS   CITRIX SYSTEMS (08LPS)           ABCIPX   25000000   WZQ   PHH
OKX   CTXS   CITRIX SYSTEMS (09LPS)           ABCIPX   25000000   OTX   PHH
YJX   CKR    CKE RESTAURNATS, INC. (08LPS)    ACIPX    25000000   YJP   PNX
VQC   CKR    CKE RESTAURNATS, INC. (09LPS)    ACIPX    25000000   VLZ   PNX
YIW   CLHB   CLEAN HARBORS INC (08LPS)        ACIPX    05000000   YDZ   PHTN
WVX   CCU    CLEAR CHANNEL COMM (08LPS)       ABCIPX   25000000   OPU   PHTN
WFI   CCU    CLEAR CHANNEL COMM (08LPS) (di   ABIPX    25000000   LWG   PLAB
VYU   CCU    Clear Channel Commun. (09LPS)    ABCIPX   25000000   ZWT   PLAB
LDC   CCO    Clear Channel Outdoor HLD Inc    CX       05000000   KIB   PPC
ZIE   CCO    Clear Channel Outdoor HLD Inc    CX       05000000   XDP   PPC
YCP   CLF    CLEVELAND-CLIFFS, INC (08LPS)    ABCIPX   40000000   LGD   PNCL
VSC   CLF    Cleveland-Cliffs, Inc. (09LPS)   ABCIPX   40000000   ZLH   PNCL
VUT   CLX    Clorox (09LPS)                   ACPX     25000000   OMP   PNW
WUT   CLX    CLOROX CO (08LPS)                ACPX     25000000   WQM   PNW
YNF   CMS     CMS ENERGY CORPORATION (08LPS)   ACIPX    25000000   ZXC   PXD
OVN   CMS     CMS ENERGY CORPORATION (09LPS)   ACIPX    25000000   WYZ   PXD
YNJ   CNA     CNA FINANCIAL CORP. (08LPS)      CX       07500000   VBW   PBI
OAM   CNA     CNA FINANCIAL CORP. (09LPS)      CX       07500000   WBZ   PBI
WQU   CNET    CNET NETWORKS (08LPS)            ABCIPX   25000000   LZO   ABX
VIJ   CNET    CNET Networks, Inc. (09LPS)      ABCIPX   25000000   LLK   PXP
KLO   CXG     CNX Gas Corp. (08LPS)            P        07500000   ZXL   PXP
XEE   CXG     CNX Gas Corp. (09LPS)            P        07500000   WYK   PTP
WZI   COH     COACH INC. (08LPS)               ABCIPX   25000000   ZMT   PTP
VZF   COH     COACH INC. (09LPS)               ABCIPX   25000000   YVU   PLXS
WOD   CCE     COCA COLA ENT (08LPS)            ABCIPX   25000000   ZJG   PLXS
OCT   CCE     COCA COLA ENT (09LPS)            ABCIPX   25000000   YPL   PLUG
WKO   KO      COCA-COLA (08LPS)                ABCIPX   25000000   OPL   PLUG
VKO   KO      COCA-COLA (09LPS)                ABCIPX   25000000   YML   PMCS
LGZ   CDE     COEUR d' ALENE MINES CORP (08L   ABCIPX   25000000   OHX   PMCS
ZYB   CDE     COEUR d' ALENE MINES CORP (09L   ABCIPX   25000000   YXN   PMI
VJO   CTSH    Cognizant Tech. Solutions Corp   ABCIPX   25000000   VZX   PMI
WDU   CTSH    COGNIZANT TECH. SOLUTIONS CORP   ABCIPX   25000000   WYL   PNC
YQX   COGN    COGNOS, INC. (08LPS)             ABCIPX   25000000   VSM   PNC
OFR   COGN    COGNOS, INC. (09LPS)             ABCIPX   25000000   YJG   PPP
LQQ   COHR    COHERENT INC (08LPS)             PX       05000000   OLL   PPP
LUD   CSTR    COINSTAR, INC. (08LPS)           CIPX     05000000   YWF   PLCM
ZUD   CSTR    COINSTAR, INC. (09LPS)           CIPX     05000000   OWE   PLCM
WTP   CL      COLGATE PALMOLIVE (08LPS)        ABCIPX   25000000   ZJL   PLMD
VGO   CL      COLGATE PALMOLIVE (09LPS)        ABCIPX   25000000   OXI   PLMD
ZKJ   COLM    COLUMBIA SPORTSWEAR CO. (09LPS   ACIPX    05000000   WPT   POT
WPV   CMCSA   COMCAST CORP CLASS A (08LPS)     ABCIPX   37500000   VPT   POT
WBL   CMCSA   COMCAST CORP CLASS A (08LPS)(1   ABCIPX   37500000   ZFU   POT
WBJ   CMCSK   COMCAST CORP SPECIAL CLA (08LP   ABCIPX   37500000   YMM   PCH
WZD   CMCSK   COMCAST CORP SPECIAL CLA (08LP   ABCIPX   37500000   ZCI   PCH
VBJ   CMCSK   Comcast Corp. (09LPS)            ABCIPX   37500000   YFU   PWER
VZY   CMCSK   Comcast Corp. (09LPS)(150 shar   ABCIPX   37500000   ZHV   PWER
VPK   CMCSA   Comcast Corp. Class A (09LPS)    ABCIPX   37500000   WD    QQQQ
VDR   CMCSA   Comcast Corp. Class A (09LPS)(   ABCIPX   37500000   YWZ   QQQQ
ZCK   CMA     Comerica Inc. (09LPS)            ACIPX    25000000   OZC   QQQQ
LWK   CMA     COMERICA, INC. (08LPS)           ACIPX    25000000   LKL   PWAV
WDE   CBH     COMMERCE BANCORP (08LPS)         ABCIPX   25000000   ZPG   PWAV
OUD   CBH     COMMERCE BANCORP (09LPS)         ABCIPX   25000000   WJE   POZN
YHR   CTCO    COMMONWEALTH TELE ENT (08LPS)    X        05000000   OBN   POZN
LQO   CZN     COMMONWEALTH TELE ENT (08LPS)(   X        30000000   WPN   PPG
ZLQ   CTCO    COMMONWEALTH TELE ENT (09LPS)    X        05000000   OQC   PPG
ZBD   CZN     COMMONWEALTH TELE ENT (09LPS)(   X        30000000   YL    PPL
OSL   CYH     COMMUNITY HEALTH SYSTEMS (09LP   AIPX     25000000   ODN   PPL
YGU   CYH     COMMUNITY HEALTH SYSTEMS, INC.   AIPX     25000000   WJW   PX
VOH   RIO     COMPANHIA VALE DO RIO DOCE ADR   ABCIPX   25000000   ZLT   PX
YGJ   RIO     COMPANHIA VALE DO RIO DOCE ADR   ABCIPX   25000000   LAT   PDS
LSG   CCRT    COMPUCREDIT CORP. (08LPS)        ACIPX    20000000   LPB   PDS
ZSG   CCRT    COMPUCREDIT CORP. (09LPS)        ACIPX    20000000   ZCD   PDS
YCJ   CSC     COMPUTER SCIENCES (08LPS)        ABCIPX   25000000   LPO   PCO
OSC   CSC     COMPUTER SCIENCES (09LPS)        ABCIPX   25000000   WZB   PPD
WWQ   CPWR    COMPUWARE CORP (08LPS)           CIPX     25000000   VPX   PPD
VQW   CPWR    COMPUWARE CORP (09LPS)           CIPX     25000000   LJW   PCMC
LJA   COGO    COMTECH GROUP INC (08LPS)        ACIPX    20000000   ZEI   PCMC
OLZ   COGO    COMTECH GROUP INC (09LPS)        ACIPX    20000000   YCY   PCLN
KKW   CMTL    COMTECH TELECOMMUNICATIONS (08   ACIPX    07500000   VZJ   PCLN
OPW   CMTL    Comtech Telecommunications Cor   ACIPX    07500000   YAD   PDE
YGX   CMVT    COMVERSE TECH (08LPS)            AC       25000000   VLE   PDE
WJC   ED     CON EDISON (08LPS)               ABCIPX   25000000   VPG   PG
OHO   ED     CON EDISON (09LPS)               ABCIPX   25000000   WPG   PG
YGO   CAG    CONAGRA FOODS (08LPS)            ABCIPX   25000000   YYN   PGNX
OYH   CAG    CONAGRA FOODS (09LPS)            ABCIPX   25000000   ZXP   PGNX
LAN   CNXT   CONEXANT SYSTEMS INC (08LPS)     ACP      25000000   YYX   PGN
VQB   CNCT   Connetics Corp. (09LPS)          ACIP     25000000   OPM   PGN
YGN   CNCT   CONNETICS CORPORATION (08LPS)    ACIP     25000000   LHT   PGR
YRO   COP    CONOCOPHILLIPS (08LPS)           ABCIPX   75000000   ZGU   PGR
OJP   COP    CONOCOPHILLIPS (09LPS)           ABCIPX   75000000   LEJ   PQES
YLB   CONR   CONOR MEDSYSTEMS, INC. (08LPS    ACPX     25000000   ZCZ   PQES
ZAD   CONR   CONOR MEDSYSTEMS, INC. (09LPS    ACIPX    25000000   LFH   WM
WYC   CNO    CONSECO, INC. (08LPS)            ABCIPX   25000000   YKY   PRU
OJB   CNO    CONSECO, INC. (09LPS)            ABCIPX   25000000   OYK   PRU
YMB   CNX    CONSOL ENERGY (08LPS)            ABCIPX   50000000   LWN   PSSI
VTL   CNX    Consol Energy, Inc. (09LPS)      ABCIPX   50000000   ZDF   PSSI
YEZ   STZ    CONSTELLATION BRANDS, INC. (08   ABCIPX   25000000   LYZ   PSYS
ODD   STZ    Constellation Brands, Inc. (09   ABCIPX   25000000   ZYQ   PSYS
ZLJ   CEG    Constellation Energy Corp. (09   ABCIPX   25000000   YHI   PHM
LLJ   CEG    CONSTELLATION ENERGY GROUP (08   ABCIPX   25000000   OPN   PHM
LMP   XLY    CONSUMER DISCR SELECT SPDR (08   ABCIPX   25000000   LZK   PXT
ZMP   XLY    CONSUMER DISCR SELECT SPDR (09   ABCIPX   25000000   ZYN   PXT
ORF   XLP    CONSUMER STAPLES SPDR (09LPS)    ACIPX    25000000   LYQ   XING
YLV   XLP    CONSUMER STAPLES SPDR(08LPS)     ACIPX    25000000   ZLO   XING
YFJ   CAL    CONTINENTAL AIRLINES CLB (08LP   ABCIPX   25000000   VEB   QLGC
OVJ   CAL    CONTINENTAL AIRLINES CLB (09LP   ABCIPX   25000000   YIO   QLGC
OBW   CMVT   Converse Technology (09LPS)      AC       25000000   YYT   QLTI
LAA   COO    Cooper Companies, Inc. (08LPS)   ABCIPX   25000000   VOZ   QLTI
VCK   COO    Cooper Companies, Inc. (09LPS)   ABCIPX   25000000   WLU   QCOM
YBG   CTB    COOPER TIRE & RUBBER (08LPS)     ABCIPX   25000000   VLM   QCOM
VQA   CTB    COOPER TIRE & RUBBER (09LPS)     ABCIPX   25000000   WPY   PWR
YRJ   CPRT   COPART INC (08LPS)               ACIPX    20000000   OHJ   PWR
VWL   CPRT   COPART INC (09LPS)               ACIPX    20000000   YFK   DGX
LYM   CLB    Core Laboratories N.V. (08LPS)   CIX      07500000   OGJ   DGX
ZYM   CLB    Core Laboratories N.V. (09LPS)   CIX      07500000   LNI   KWK
YNX   COCO   CORINTHIAN COLLEGES (08LPS)      ABCIPX   25000000   ZAJ   KWK
VLH   COCO   CORINTHIAN COLLEGES (09LPS)      ABCIPX   25000000   WWH   Q
WGU   GLW    CORNING INCORPORATED (08LPS)     ABCIPX   25000000   VWW   Q
VGC   GLW    CORNING INCORPORATED (09LPS)     ABCIPX   25000000   OAH   RHD
KSZ   EXBD   CORPORATE EXECUTIVE BOARD, CO    ACIPX    07500000   YFH   RHD
XTU   EXBD   CORPORATE EXECUTIVE BOARD, CO    ACIPX    07500000   LMY   RACK
LFF   COSI   COSI, INC (08LPS)                PX       07500000   ZMY   RACK
OPR   COST   Costco Co., Inc. (09LPS)         ABCIPX   25000000   YNH   RDN
YRP   COST   COSTCO WHOLESALE CORP (08LPS)    ABCIPX   25000000   OQL   RDN
YJD   CFC    COUNTRYWIDE FINANCIAL (08LPS)    ABCIPX   25000000   WJY   RSH
OZF   CFC    Countrywide Financial Corporat   ABCIPX   25000000   VJY   RSH
LDT   CVD    COVANCE INC (08LPS)              CIPX     07500000   LET   RSYS
ZDT   CVD    COVANCE INC (09LPS)              CIPX     07500000   ZIB   RSYS
LME   CVA    Covanta Holding Corp (08LPS)     ABCIPX   25000000   WXW   RDWR
ZMM   CVA    Covanta Holding Corp (09LPS)     ABCIPX   25000000   VQI   RDWR
WJU   CVH    COVENTRY HEALTH CARE (08LPS)     ABCIPX   37500000   ZHA   RAS
LNV   CVH    COVENTRY HEALTH CARE (08LPS) (   ACIPX    37500000   WWO   RMBS
OVB   CVH    Coventry Health Care, Inc. (09   ABCIPX   37500000   VRQ   RMBS
YJO   CMOS   CREDENCE SYSTEMS CORP (08LPS)    CIPX     25000000   KPC   RRC
OKP   CMOS   CREDENCE SYSTEMS CORP (09LPS)    CIPX     25000000   XPM   RRC
WOP   CS     CREDIT SUISSE GROUP- SPON adr    CPX      07500000   ZRM   RARE
YFA   CREE   CREE, INC. (08LPS)               ABCIPX   25000000   ZQM   RARE
OQI   CREE   CREE, INC. (09LPS)               ABCIPX   25000000   WCL   RZ
OMQ   CEI     CRESCENT REAL ESTATE EQUITIES    IPX      20000000   ZRL   RZ
YEW   CEI     CRESCENT REAL ESTATE EQUITIES    IPX      20000000   WZH   RTN
LYP   CROX    CROCS INC (08LPS)                ABCIPX   25000000   OHU   RTN
ZYP   CROX    CROCS INC (09LPS)                ABCIPX   25000000   WZJ   RNWK
WFB   CCI     CROWN CASTLE INTER. (08LPS)      BCIPX    33050000   ZBJ   RNWK
VVA   CCI     Crown Castle Inter. Corp. (09L   BCIPX    33050000   LMH   SLG
YDP   CCK     CROWN HOLDINGS INC. (08LPS)      ABCIPX   25000000   ZFF   SLG
VCX   CCK     Crown Holdings, Inc. (09LPS)     ABCIPX   25000000   YFX   RHT
LHZ   KRY     CRYSTALLEX INTERNATIONAL CORP.   ABCIPX   25000000   OHD   RHT
ZHE   KRY     Crystallex International Corp.   ABCIPX   25000000   ZEK   RRGB
LXJ   CSGS    CSG SYSTEMS INTL (08LPS)         CX       07500000   LAO   RRGB
OXP   CSGS    CSG SYSTEMS INTL (09LPS)         CX       07500000   WVZ   RBAK
WSQ   CAO     CSK AUTO CORPORATION (08LPS)     X        20000000   OWB   RBAK
YYD   CSX     CSX CORPORATION (08LPS)          ABCIPX   50000000   YWG   RWT
OBC   CSX     CSX CORPORATION (09LPS)          ABCIPX   50000000   ZBT   RWT
LFU   CBST    CUBIST PHARMACEUTICALS, INC (0   ABCIPX   25000000   WRK   RBK
ZUS   CBST    CUBIST PHARMACEUTICALS, INC (0   ABCIPX   25000000   YEF   REGN
WEE   CMI     CUMMINS INC. (08LPS)             ABCIPX   50000000   ZEY   REGN
KDK   CMI     CUMMINS INC. (08LPS) Wrap        ABCIPX   50000000   WJF   RKH
VBE   CMI     CUMMINS INC. (09LPS)             ABCIPX   50000000   OSF   RKH
XCQ   CMI     CUMMINS INC. (09LPS) Wrap        ABCIPX   50000000   OOQ   RF
YJH   CVTX    CV THERAPEUTICS, INC.(08LPS)     ABCIPX   25000000   WOE   RF
VFY   CVTX    CV Theraputics, Inc. (09LPS)     ABCIPX   25000000   WPU   RRI
OHS   CVS     CVS Caremark Corp                ABCIPX   66750000   VDZ   RRI
WSA   CVS     CVS Caremark Corp                ABCIPX   66750000   LJJ   RNVS
LJG   CYBX    CYBERONICS INC (08LPS)           ABCIPX   25000000   ZJY   RNVS
ZJA   CYBX    Cyberonics, Inc. (09LPS)         ABCIPX   25000000   WLI   RIMM
LRA   CYMI    CYMER INC (08LPS)                ABCIPX   25000000   VHO   RIMM
WWX   CYPB    CYPRESS BIOSCIENCE, INC.(08LPS   ACIPX    20000000   YKD   RIMM
VAY   CYPB    CYPRESS BIOSCIENCE, INC.(09LPS   ACIPX    20000000   OHR   RIMM
WSY   CY      CYPRESS SEMICONDUCTOR (08LPS)    ABCIPX   25000000   LOU   RTH
VSY   CY      CYPRESS SEMICONDUCTOR (09LPS)    ABCIPX   25000000   WK    RTH
YDI   CYT     CYTEC INDUSTRIES (08LPS)         IPX      07500000   ZJS   RTH
OCG   CYT     CYTEC INDUSTRIES (09LPS)         IPX      07500000   ZK    RTH
YRI   DHI     D.R. HORTON INC (08LPS)          ABCIPX   25000000   LKZ   RAI
VEI   DHI     D.R. HORTON INC (09LPS)          ABCIPX   25000000   ZFO   RAI
VLN   DCX     Daimler Chrysler AG (09LPS)      ABCIPX   25000000   YEX   RAI
WLG   DCX     DAIMLER-CHRYSLER AG (08LPS)      ABCIPX   25000000   OWO   RAI
ZXQ   DAKT    DAKTRONICS, INC. (09LPS)         CIPX     20000000   YTZ   RFMD
YOW   DCNAQ   DANA CORP. (08LPS)               C        25000000   OLM   RFMD
YFR   DHR     DANAHER CORPORATION (08LPS)      ABCIPX   25000000   WVB   RAD
ORV   DHR     DANAHER CORPORATION (09LPS)      ABCIPX   25000000   VBC   RAD
YYJ   DVA     DAVITA INC (08LPS)               BCIPX    25000000   OPE   ROK
ZPS   DVA     DAVITA INC (09LPS)               BCIPX    25000000   LZS   ROK
WVA   DF      DEAN FOODS CO. (NEW) (08LPS)     CIPX     25000000   WOJ   ROP
OFV   DF      DEAN FOODS CO. (NEW) (09LPS)     CIPX     25000000   VEP   ROP
YFL   DCGN    deCODE GENETICS (08LPS)          CIPX     07500000   LRD   RDC
ZJI   DCGN    deCODE GENETICS (09LPS)          CIPX     07500000   ZRD   RDC
WER   DE      DEERE & CO (08LPS)               ABCIPX   25000000   YUV   RCL
VER   DE      DEERE & CO (09LPS)               ABCIPX   25000000   OAB   RCL
WDQ   DELL    DELL INC. (08LPS)                ABCIPX   25000000   YXD   RDPL
VPZ   DELL    DELL INC. (09LPS)                ABCIPX   25000000   LPN   RDSA
YMW   DPHIQ   DELPHI CORPORATION (08LPS)       C        25000000   ZPN   RDSA
WDA   DALRQ   DELTA AIRLINES (08LPS)(reorgan   AC       25000000   LYX   RGLD
LAJ   DPTR    Delta Petroleum Corp. (08LPS)    ABCIPX   25000000   ZMO   RGLD
ZIA   DPTR    Delta Petroleum Corp. (09LPS)    ABCIPX   25000000   WVS   RES
LXR   DLX     DELUXE CORPORATION (08LPS)       PX       20000000   WWV   RES
ZXJ   DLX    DELUXE CORPORATION (09LPS)       PX       20000000   OLQ   RES
WTK   DNDN   DENDREON CORPORATION (08LPS)     ABCIPX   25000000   ORZ   RES
ORG   DNDN   DENDREON CORPORATION (09LPS)     ABCIPX   25000000   LBR   RPM
YDT   DT     DEUTSCHE TELEKOM AG (08LPS)      ACIPX    25000000   ZCY   RPM
ODW   DT     Deutsche Telekom AG (09LPS)      ACIPX    25000000   YIK   IWB
YQ    DVN    DEVON ENERGY CORP. (08LPS)       ABCIPX   25000000   VEL   IWB
VVH   DVN    Devon Energy Corp. (09LPS)       ABCIPX   25000000   YPS   R
LBE   DHBT   DHB INDUSTRIES INC (08LPS)       AC       25000000   VRV   R
YCK   DIA    DIA OPTIONS (08LPS)              ABCIPX   30000000   LT    RYI
YCL   DIA    DIA OPTIONS (08LPS) WRAP         ABCIPX   30000000   ZKQ   RYI
YKL   DIA    DIA OPTIONS (08LPS) Wrap         ABCIPX   30000000   WGH   SAF
ZAV   DIA    DIA OPTIONS (09LPS)              ABCIPX   30000000   VKU   SAF
ZAW   DIA    DIA OPTIONS (09LPS) Wrap         ABCIPX   30000000   LIX   SFNT
ZAY   DIA    DIA OPTIONS (09LPS) Wrap         ABCIPX   30000000   ZXI   SFNT
WFJ   DO     DIAMOND OFFSHORE (08LPS)         ABCIPX   25000000   WYF   SWY
VCT   DO     DIAMOND OFFSHORE (09LPS)         ABCIPX   25000000   VYW   SWY
VYI   DKS    DICKS SPORTING GOODS INC (09LP   ABCIPX   25000000   KHX   SAI
WEV   DKS    DICKS SPORTING GOODS INC(08LPS   ABCIPX   25000000   XSX   SAI
KNE   DIGE   DIGENE CORPORATION (08LPS)       ACIPX    07500000   VJJ   STJ
XPC   DIGE   DIGENE CORPORATION (09LPS)       ACIPX    07500000   WRU   STJ
YKG   DRIV   DIGITAL RIVER, INC. (08LPS)      ABCIPX   25000000   LYJ   SKS
OVY   DRIV   DIGITAL RIVER, INC. (09LPS)      ABCIPX   25000000   VOF   SKS
YHD   DDS    DILLARD'S INC (08LPS)            ABCIPX   25000000   ODK   CRM
OSU   DDS    DILLARD'S INC (09LPS)            ABCIPX   25000000   ZDB   CRM
LRV   DIOD   DIODES INC (08LPS)               ACIPX    07500000   YSD   SNDK
ZOV   DIOD   DIODES INC (09LPS)               ACIPX    07500000   YEB   SNDK
YGH   DTV    DIRECTV GROUP, INC. (08LPS)      ABCIPX   25000000   OWS   SNDK
VGL   DTV    DIRECTV Group, Inc. (09LPS)      ABCIPX   25000000   YNS   SANM
KIZ   DVSA   DIVERSA CORPORATION (08LPS)      ACX      07500000   ONS   SANM
XHH   DVSA   DIVERSA CORPORATION (09LPS)      ACX      07500000   WFK   SNY
ZED   DCEL   DOBSON COMMUNICATIONS CORP (09   ACIPX    25000000   OYC   SNY
LIM   DCEL   DOBSON COMMUNICATIONS CORPORAT   ACIPX    25000000   WTA   SAP
WOK   DG     DOLLAR GENERAL (08LPS)           ACIPX    25000000   VSP   SAP
ODG   DG     DOLLAR GENERAL (09LPS)           ACIPX    25000000   VZS   SLE
YLK   D      DOMINION RESOURCES (08LPS)       ABCIPX   25000000   OLG   SLE
OID   D      Dominion Resources, Inc. (09LP   ABCIPX   25000000   WZS   SLE
LKX   UFS    Domtar, Corp. (08LPS)            AIPX     25000000   LVK   SLE
ZKY   UFS    Domtar, Corp. (09LPS)            AIPX     25000000   KBK   SAY
ZIC   RRD    DONNELLY R.R. AND SONS CO. (09   CIPX     25000000   XLA   SAY
YMY   DRL    DORAL FINANCIAL CORP. (08LPS)    ACIPX    25000000   YND   SVNT
OVL   DRL    DORAL FINANCIAL CORP. (09LPS)    ACIPX    25000000   VFE   T
LUZ   HILL   DOT HILL SYSTEMS CORP (08LPS)    CPX      07500000   WSG   SGP
ZYH   HILL   DOT HILL SYSTEMS CORP (09LPS)    CPX      07500000   VSG   SGP
YKH   DCLK   DOUBLECLICK, INC (08LPS)         ACIPX    25000000   WUB   SLB
YZW   DOV    DOVER CORPORATION (08LPS)        IPX      25000000   VWY   SLB
ZBE   DOV    DOVER CORPORATION (09LPS)        IPX      25000000   WUU   SCHN
WDO   DOW    DOW CHEMICAL (08LPS)             ABCIPX   25000000   VML   SCHN
VDO   DOW    DOW CHEMICAL (09LPS)             ABCIPX   25000000   WWS   SCHW
YEQ   DPL    DPL INC. (08LPS)                 P        20000000   VYS   SCHW
YXS   DWA    DREAMWORKS ANIMATION SKG, INC    ACIPX    07500000   LHB   SCRX
KBO   DRC    DRESSER RAND GROUP INC (08LPS)   CIPX     07500000   ZHB   SCRX
ZAL   DRC    DRESSER RAND GROUP INC (09LPS)   CIPX     07500000   YRA   SFA
LRZ   DRS    DRS TECHNOLOGIES INC. (08LPS)    CIPX     07500000   ORY   SMG
ZRZ   DRS    DRS TECHNOLOGIES INC. (09LPS)    CIPX     07500000   WOF   SMG
KUW   DSPG   DSP GROUP INC (08LPS)            C        05000000   WYJ   CKH
XUW   DSPG   DSP GROUP INC (09LPS)            C        05000000   OCZ   CKH
WMQ   DST    DST SYSTEMS (08LPS)              AIPX     20000000   YTD   STX
VCN   DST    DST SYSTEMS (09LPS)              AIPX     20000000     VTT   STX
KDP   DSW    DSW, INC (08LPS)                 CIPX     07500000     YAU   SEE
XAW   DSW    DSW, INC (09LPS)                 CIPX     07500000     OUH   SEE
OUT   DUK    Duke Energy Co. (09LPS)          ABCIPX   25000000     LOS   SHLD
ZRW   DUK    Duke Energy Co. (09LPS)(distri   ABCIPX   25000000     WNQ   SHLD
LRU   DUK    Duke Energy Corp. Holding Comp   ABCIPX   25000000     YQH   SHLD
YPT   DUK    Duke Energy Corp. Holding Comp   ABCIPX   25000000     VK    SHLD
LFJ   DRE    DUKE REALTY CORP. (08LPS)        PX       20000000     ZXK   SHLD
ZGZ   DRE    DUKE REALTY CORP. (09LPS)        PX       20000000     WCD   SEIC
WDD   DD     DUPONT (08LPS)                   ABCIPX   25000000     OXN   SEIC
LCX   DY     DYCOM INDUSTRIES (08LPS)         ACIPX    07500000     YRH   SMH
ZMI   DY     DYCOM INDUSTRIES (09LPS)         ACIPX    07500000     WRQ   SMH
YNY   DYN    DYNEGY INC. CLASS A (08LPS)      ABCIPX   25000000     OTO   SMH
ONO   DYN    Dynegy Inc. Class A (09LPS)      ABCIPX   25000000     ZTQ   SMH
YZK   ETFC   E TRADE FINANCIAL CORP (08LPS)   ABCIPX   25000000     WQT   SEPR
OYN   ETFC   E*Trade Financial Corp. (09LPS   ABCIPX   25000000     VRE   SEPR
VDD   DD     E.I. du Pont de Nem.(09LPS)      ABCIPX   25000000     YWX   SERO
WXL   ELNK   EARTHLINK, INC. (08LPS)          ACIPX    25000000     VLP   SERO
VXL   ELNK   Earthlink, Inc. (09LPS)          ACIPX    25000000     YTY   SCI
WPX   EMN    EASTMAN CHEMICAL CO (08LPS)      ABCIPX   25000000     OTW   SCI
VFJ   EMN    EASTMAN CHEMICAL CO (09LPS)      ABCIPX   25000000     OCW   SNDA
WEK   EK     EASTMAN KODAK (08LPS)            ABCIPX   25000000     WWU   SNDA
VEK   EK     Eastman Kodak Company (09LPS)    ABCIPX   25000000     YCW   SGR
YEU   EBAY   EBAY, INC. (08LPS)               ABCIPX   25000000     OWA   SGR
OYI   EBAY   eBay, Inc. (09LPS)               ABCIPX   25000000     YKT   SHPGY
YUB   DISH   ECHOSTAR COMM. CORP. (08LPS)     ABCIPX   25000000     OTK   SHPGY
OUB   DISH   ECHOSTAR COMM. CORP. (09LPS)     ABCIPX   25000000     LTH   SHFL
WUW   ECLP   ECLIPSYS CORP. (08LPS)           ACIPX    20000000     ZTH   SHFL
ZDP   ECLP   ECLIPSYS CORP. (09LPS)           ACIPX    20000000     YDS   SEBL
LRS   EPEX   EDGE PETROLEUM CORP (08LPS)      ACIPX    07500000     YMQ   SI
ZQS   EPEX   EDGE PETROLEUM CORP (09LPS)      ACIPX    07500000     OLW   SI
YBS   EIX    EDISON INTERNATIONAL (08LPS)     ABCIPX   25000000     YSX   SRP
OAZ   EIX    Edison International (09LPS)     ABCIPX   25000000     ORT   SRP
ZWG   EDO    EDO CORP. (08LPS)                PX       05000000     LMB   SIGM
ZXV   EDO    EDO CORP. (09LPS)                PX       05000000     ZMB   SIGM
WBE   EW     EDWARDS LIFESCIENCES CORP. (08   CIPX     07500000     LWQ   SGTL
VYE   EW     EDWARDS LIFESCIENCES CORP. (09   CIPX     07500000     OWR   SGTL
KVB   EFD    EFUNDS CORPORATION (08LPS)       P        05000000     YXY   SLAB
YKP   EP     EL PASO CORP. (08LPS)            ABCIPX   25000000     YZI   SLAB
VX    EP     El Paso Corporation (09LPS)      ABCFIP   X 25000000   WVW   SIVB
WTB   ELN    ELAN CORPORATION PLC (08LPS)     ABCIPX   25000000     OVF   SIVB
VBZ   ELN    Elan Corporation PLC (09LPS)     ABCIPX   25000000     LJN   SPIL
WZW   ERTS   ELECTRONIC ARTS (08LPS)          ABCIPX   25000000     ZLN   SPIL
VZW   ERTS   ELECTRONIC ARTS (09LPS)          ABCIPX   25000000     WBV   SPG
WED   EDS    ELECTRONIC DATA (08LPS)          ABCIPX   25000000     OVR   SPG
VED   EDS    ELECTRONIC DATA (09LPS)          ABCIPX   25000000     LLC   SINA
WEF   EFII   ELECTRONICS FOR IMAGING (08LPS   AIX      25000000     ZJE   SINA
VQF   EFII   ELECTRONICS FOR IMAGING (09LPS   AIX      25000000     XHC   SIRF
WIL   LLY    ELI LILLY & CO (08LPS)           ABCIPX   25000000     YQS   SIRF
VIL   LLY    Eli Lilly & Company (09LPS)      ABCIPX   25000000     YFW   SIRI
KMU   EQ     Embarq Corporation (08LPS)       ACIPX    25000000     OAJ   SIRI
ODE   EQ     Embarq Corporation (09LPS)       ACIPX    25000000     WUK   SIX
ZNV   ERJ    EMBRAER AIRCRAFT ADR (08LPS)     ACPX     25000000     OPV   SIX
ZUT   ERJ    EMBRAER AIRCRAFT ADR (09LPS)     ACPX     25000000     LKF   SKM
WUE   EMC    EMC CORP (08LPS)                 ABCIPX   25000000     ZKF   SKM
VUE   EMC    EMC Corporation (09LPS)          ABCIPX   25000000     LOK   SWKS
WGQ   HLTH   Emdeon CORPORATION (08LPS)       ABCIPX   25000000     ZNK   SWKS
VGW   HLTH   Emdeon Corporation (09LPS)       ABCIPX   25000000   WQH   SLM
WCW   EMR    EMERSON ELECTRIC CO (08LPS)      ABCIPX   50000000   VRM   SLM
VHH   EMR    EMERSON ELECTRIC CO (09LPS)      ABCIPX   50000000   YUZ   SWHC
KVC   EMIS   EMISPHERE TECHNOLOGIES INC (08   ACIPX    07500000   ZUK   SWHC
XDK   EMIS   EMISPHERE TECHNOLOGIES INC (09   ACIPX    07500000   VID   SII
OGF   ELX    Emulex Corp. (09LPS)             ABCIPX   25000000   WIQ   SII
YKF   ELX    EMULEX CORPORATION (08LPS)       ABCIPX   25000000   YHJ   SFD
YVR   ECA    ENCANA CORP. (08LPS)             ABCIPX   25000000   OVH   SFD
ZBM   ECA    Encana Corporation (09LPS)       ABCIPX   25000000   LXM   SSCC
LIP   ENCY   ENCYSIVE PHARMACEUTICALS (08LP   ABCIPX   25000000   ZAA   SSCC
ZIP   ENCY   Encysive Pharmaceuticals, Inc.   ABCIPX   25000000   WRL   SLR
LVE   ELE    ENDESA S.A. (08LPS)              A        05000000   VRL   SLR
ZBL   ELE    ENDESA S.A. (09LPS)              A        05000000   WOV   SMTS
LNF   ENDP   ENDO PHARMAC. HLDGS (08LPS)      ABCIPX   25000000   VRU   SMTS
ZDL   ENDP   Endo Pharmaceuticals Hldgs Inc   ABCIPX   25000000   LQV   SONS
WHA   XLE    ENERGY SECTOR SPDR (08LPS)       ABCIPX   25000000   ZQV   SONS
LWX   XLE    ENERGY SECTOR SPDR (08LPS) WRA   ABCIPX   25000000   LUT   SNUS
YEC   XLE    ENERGY SECTOR SPDR (08LPS) WRA   ABCIPX   25000000   ZYW   SNUS
ORJ   XLE    ENERGY SECTOR SPDR (09LPS)       ABCIPX   25000000   WOT   SNE
YWC   ESV    ENSCO INTL, INC. (08LPS)         ABCIPX   25000000   VY    SNE
VKS   ESV    ENSCO INTL, INC. (09LPS)         ABCIPX   25000000   KBA   PCU
WKR   ETR    ENTERGY CORPORATION (08LPS)      ACIPX    25000000   YRZ   SO
ODF   ETR    ENTERGY CORPORATION (09LPS)      ACIPX    25000000   OBA   SO
YNA   ENZ    ENZO BIOCHEM, INC. (08LPS)       ABCIPX   05000000   WUV   LUV
OMJ   ENZ    Enzo Biochemical Inc. (09LPS)    ABCIPX   05000000   VUV   LUV
WLX   ENZN   ENZON PHARMACEUTICALS (08LPS)    CPX      20000000   LVX   SWN
OQM   ENZN   ENZON PHARMACEUTICALS (09LPS)    CPX      20000000   WSW   SOV
YBK   EOG    EOG RESOURCES, INC (08LPS)       ABCIPX   25000000   WZG   SOV
OAC   EOG    EOG Resources, Inc. (09LPS)      ABCIPX   25000000   VOV   SOV
YFE   EFX    EQUIFAX INC. (08LPS)             APX      20000000   VVB   SOV
OZZ   EFX    EQUIFAX INC. (09LPS)             APX      20000000   LVP   SPSN
KJI   EQT    EQUITABLE RESOURCES INC (08LPS   ACIX     20000000   ZPF   SPSN
XMF   EQT    EQUITABLE RESOURCES INC (09LPS   ACIX     20000000   YKK   SPPI
WIO   EOP    EQUITY OFFICE PROPERTIES (08LP   ACPX     25000000   OJY   SPPI
OLH   EOP    Equity Office Properties TR (0   ACPX     25000000   WO    S
WNB   ERES   ERESEARCH TECH. INC (08LPS)      ABCIPX   25000000   LDE   S
VJW   ERES   ERESEARCH TECH. INC (09LPS)      ABCIPX   25000000   VN    S
WRY   ERIC   ERICSSON LM TELEPHONE (08LPS)    ABCIPX   25000000   YSW   SPW
WEY   ESST   ESS TECHNOLOGY, INC. (08LPS)     C        07500000   OWM   SPW
WCK   EEFT   EURONET WORLDWIDE, INC. (08LPS   AX       07500000   CYU   SPY
OBK   EEFT   EURONET WORLDWIDE, INC. (09LPS   AX       07500000   CYY   SPY
LGH   EEE    Evergreen Energy Inc (08LPS)     ABCIPX   25000000   FYN   SPY
ZGH   EEE    Evergreen Energy Inc (09LPS)     ABCIPX   25000000   FYS   SPY
LZE   ESLR   EVERGREEN SOLAR (08LPS)          ABCIPX   25000000   SUE   SPY
ZYA   ESLR   EVERGREEN SOLAR (09LPS)          ABCIPX   25000000   LRX   JOE
VFR   EXC    Excelon Corporation (09LPS)      ABCIPX   25000000   ZGD   JOE
ZFQ   XCO    EXCO Resources, Inc (09LPS)      CX       20000000   ZVH   STAA
XUB   EXEL   EXELISIS, INC. (09LPS)           CIX      20000000   LVH   STAA
YJE   EXC    EXELON CORPORATION (08LPS)       ABCIPX   25000000   XZH   STMP
LPT   EXPE   EXPEDIA, INC (08LPS)             ABCIPX   25000000   LFN   SPF
ZPT   EXPE   Expedia, Inc. (09LPS)            ABCIPX   25000000   ZLI   SPF
LFW   EXPD   EXPEDITORS INTERNATIONAL (08LP   ABCIPX   50000000   KBV   SWK
YAK   EXPD   EXPEDITORS INTERNATIONAL (08LP   ABCIPX   50000000   XFG   SWK
VF    EXPD   EXPEDITORS INTERNATIONAL (09LP   ABCIPX   50000000   YWL   SPLS
YSQ   ESRX   EXPRESS SCRIPTS, INC. (08LPS)    ABCIPX   25000000   OQZ   SPLS
VTW   ESRX   EXPRESS SCRIPTS, INC. (09LPS)    ABCIPX   25000000   WSP   SBUX
LTZ   XJT    EXPRESSJET HOLDINGS (08LPS)      CX       07500000   VPR   SBUX
ZKV   XJT    EXPRESSJET HOLDINGS (09LPS)      CX       07500000    UBU   HOT
LEU   EXTR   EXTREME NETWORKS, INC.(08LPS)    ABCPX    25000000    YUS   HOT
OER   EXTR   EXTREME NETWORKS, INC.(09LPS)    ABCPX    25000000    VVO   HOT
WXO   XOM    EXXON MOBIL CORP (08LPS)         ABCIPX   25000000    WRH   STT
ODU   XOM    Exxon Mobil Corporation (09LPS   ABCIPX   25000000    OLD   STT
WJZ   FFIV   F5 NETWORKS, INC. (08LPS)        ABCIPX   25000000    WCE   STN
ZGS   FFIV   F5 Networks, Inc. (09LPS)        ABCIPX   25000000    OXD   STN
YYS   FIC    FAIR ISAAC CORPORATION (08LPS)   CIPX     20000000    WAF   STLD
OIJ   FIC    Fair, Issac, Inc. (09LPS)        CIPX     20000000    VJM   STLD
WAQ   FCS    FAIRCHILD SEMICONDUCTOR (08LPS   ABCIPX   25000000    OMB   STM
OFN   FCS    FAIRCHILD SEMICONDUCTOR(09LPS)   ABCIPX   25000000    YSM   STM
LFY   FFH    FAIRFAX FINANCIAL HLTD LIMITED   ACPX     05000000    WRN   SGY
LKH   FFH    FAIRFAX FINANCIAL HLTD LIMITED   ACPX     05000000    VEX   SGY
ZKC   FFH    Fairfax Financial Holding Limi   ACPX     05000000    WSK   STK
ZVN   FFH    Fairfax Financial Holding Limi   ACPX     05000000    YXR   SYK
WZR   FHR    FAIRMONT HOTELS & RESORTS INC    CX       07500000    OIK   SYK
WFN   FNM    FANNIE MAE (08LPS)               ABCIX    25000000    YLG   SUF
VFN   FNM    FANNIE MAE (09LPS)               ABCIX    25000000    ZKK   SUF
VFX   FDX    Federal Express (09LPS)          ABCIPX   25000000    LLT   SUNH
WDF   FD     FEDERATED DEPT STORES (08LPS)    ABCIPX   100000000   WSU   SUNW
VFD   FD     FEDERATED DEPT STORES (09LPS)    ABCIPX   100000000   VSU   SUNW
YRC   FII    FEDERATED INVESTORS, INC. (08L   A        20000000    YYU   SU
VRG   FII    FEDERATED INVESTORS, INC. (09L   A        20000000    OYX   SU
WFX   FDX    FEDEX CORP (08LPS)               ABCIPX   25000000    YYK   SDS
LQZ   FEIC   FEI COMPANY (08LPS)              ACIPX    07500000    WUD   SUN
ZQY   FEIC   FEI COMPANY (09LPS)              ACIPX    07500000    VUN   SUN
LKY   FIS    FIDELITY NATIONAL FINANCIAL (    ACX      57500000    LMO   SPWR
ZMJ   FIS    FIDELITY NATIONAL FINANCIAL (    ACX      57500000    ZZR   SPWR
ZUW   FIS    Fidelity National Financial (0   ACIX     57500000    YOE   STP
ZYE   FIS    Fidelity National Financial (0   ACIX     57500000    ZVL   STP
LKG   FNF    FIDELITY NATIONAL FINL (08LPS    ACPX     25000000    WNJ   STI
YJF   FITB   FIFTH THIRD BANCORP (08LPS)      ABCIPX   25000000    VNJ   STI
OJH   FITB   FIFTH THIRD BANCORP (09LPS)      ABCIPX   25000000    YFD   SUPG
WFS   XLF    FINANCIAL SECTOR SPDR (08LPS)    ABCIPX   25000000    ZWH   SUPG
VKP   XLF    FINANCIAL SECTOR SPDR (09LPS)    ABCIPX   25000000    WLW   SPN
LMW   FNSR   FINISAR CORP (08LPS)             ACPX     25000000    ZMW   SPN
ZIR   FNSR   Finisar Corporation (09LPS)      ACPX     25000000    LKJ   SRDX
YOQ   FAF    FIRST AMERICAN CORP. (08LPS)     ACIPX    20000000    ZKP   SRDX
VQJ   FAF    First American Corp. (09LPS)     ACIPX    20000000    WYB   SY
YSC   FDC    FIRST DATA CORP (08LPS)          ABCIP    25000000    VYB   SY
LVT   FDC    FIRST DATA CORP (08LPS)(distri   ABCIPX   25000000    LHV   SCMR
OKC   FDC    FIRST DATA CORP (09LPS)          ABCIP    25000000    ZLV   SCMR
ZVS   FDC    FIRST DATA CORP (09LPS) (distr   ABCIPX   25000000    OBL   SYMC
ODB   FDM    FIRST TRUST DJ SELECT MICROCAP   AIX      02500000    YAG   SYMC
YQE   FE     FIRSTENERGY CORP. (08LPS)        ACIPX    25000000    VVL   SBL
VLJ   FE     Firstenergy Corp. (09LPS)        ACIPX    25000000    WIV   SBL
YYF   FED    FIRSTFED FINANCIAL CORP (08LPS   ACIPX    07500000    LIY   SYNA
VZG   FED    FIRSTFED FINANCIAL CORP (09LPS   ACIPX    07500000    ZGW   SYNA
YPH   FISV   FISERV INC (08LPS)               ABCIPX   25000000    YNG   ELOS
OMK   FISV   FISERV INC (09LPS)               ABCIPX   25000000    OJF   ELOS
LNZ   TMO    FISHER SCIENTIFIC INTL (08LPS)   ACIPX    75000000    YHW   SNPS
ZVW   TMO    FISHER SCIENTIFIC INTL (09LPS)   ACIPX    75000000    ZAZ   SNPS
YLH   FLML   FLAMEL TECHNOLOGIES (08LPS)      ABCIPX   07500000    YNC   SNV
OCD   FLML   FLAMEL TECHNOLOGIES (09LPS)      ABCIPX   07500000    OHA   SNV
LJZ   FLE    FLEETWOOD ENTERPRISES (08LPS)    CPX      25000000    YDB   BRLC
VFP   FLE    FLEETWOOD ENTERPRISES (09LPS)    CPX      25000000    ZZP   BRLC
OYB   FLEX   Flextronics International Ltd.   ABCIPX   32500000    LJE   SYY
YHK   FLEX   FLEXTRONICS INTL (08LPS)         ABCIPX   32500000   ZHK   SYY
YYZ   FLIR   FLIR SYSTEMS, INC. (08LPS)       ACIPX    25000000   ZPL   TSM
OIZ   FLIR   FLIR Systems, Inc. (09LPS)       ACIPX    25000000   LBJ   TSM
LPU   FRK    FLORIDA ROCK INDUSTRIES (08LPS   CX       20000000   YQZ   TSM
ZPU   FRK    FLORIDA ROCK INDUSTRIES INC (0   CX       20000000   OFO   TSM
LVF   FLOW   FLOW INTERNATIONAL CORP (08LP    CIX      07500000   WBB   TSM
XBV   FMCN   Focus Media Holding Limited (0   ACIPX    50000000   OSR   TTWO
WFW   FL     FOOT LOCKER, INC (08LPS)         ABCIPX   25000000   YSR   TTWO
VFW   FL     FOOT LOCKER, INC (09LPS)         ABCIPX   25000000   LWP   TLB
WFO   F      FORD MOTOR CO. (08LPS)           ABCIPX   25000000   ZWP   TLB
VFO   F      FORD MOTOR CO. (09LPS)           ABCIPX   25000000   KFG   TALX
VFZ   FDG    FORDING CANADIAN COAL TRUST (    ABCIPX   25000000   YHA   TNOX
YWQ   FDG    FORDING CANADIAN COAL TRUST (    ABCIPX   25000000   OJO   TNOX
WRT   FRX    FOREST LABORATORIES INC (08LPS   ABCIPX   25000000   VDH   TGT
VFB   FRX    FOREST LABORATORIES INC (09LPS   ABCIPX   25000000   WDH   TGT
YER   FST    FOREST OIL CORP. (08LPS)         ABCIPX   25000000   LXF   TASR
YYA   FST    FOREST OIL CORP. (08LPS)         ACIPX    25000000   WUL   TCO
OJG   FST    FOREST OIL CORP.(09LPS)          ABCIPX   25000000   ODT   TCO
KFO   FO     FORTUNE BRANDS, INC (08LPS)      ACIPX    20000000   LZU   TCB
XHA   FO     FORTUNE BRANDS, INC (09LPS)      ACIPX    20000000   ZMZ   TCB
LWM   FWLT   FOSTER WHEELER LTD (08LPS)       ABCIPX   25000000   LRM   AMTD
ZHF   FWLT   FOSTER WHEELER LTD (09LPS)       ABCIPX   25000000   WKZ   AMTD
KGE   FCL    FOUNDATION COAL HLD INC (08LPS   ABCIPX   25000000   VCY   AMTD
XDI   FCL    FOUNDATION COAL HLD INC (09LPS   ABCIPX   25000000   WFV   TECD
YEJ   FS     FOUR SEASONS HOTELS (08LPS)      AC       05000000   OQT   TECD
OUM   FS     Four Seasons Hotels Inc. (09LP   AC       05000000   WQD   XLK
ZOY   FOXH   FOXHOLLOW TECHNOLOGIES INC (08   ABCIPX   07500000   VQP   XLK
ZCM   FOXH   FOXHOLLOW TECHNOLOGIES INC (09   ABCIPX   07500000   LAK   TOA
YVL   FPL    FPL GROUP INC (08LPS)            ABCIPX   25000000   ZXO   TOA
OGB   FPL    FPL GROUP INC (09LPS)            ABCIPX   25000000   WUO   TE
YNB   BEN    FRANKLIN RESOURCES INC.(08LPS)   ABCIPX   25000000   VWH   TE
OUL   BEN    Franklin Resources, Inc. (09LP   ABCIPX   25000000   OXG   TK
WFF   FRE    FREDDIE MAC (08LPS)              ABCIPX   25000000   YHX   TK
VFA   FRE    Freddie Mac (09LPS)              ABCIPX   25000000   YDC   TKLC
OMT   FCX    FREEPORT MCMORAN COPPER - CL B   ABCIPX   75000000   OTJ   TKLC
YPX   FCX    FREEPORT MCMORAN COPPER - CL B   ABCIPX   75000000   WTE   TMX
ZTS   FSL    FREESCALE SEMICONDUCTOR (09LPS   ACI      25000000   VTE   TMX
LNH   FSL    FREESCALE SEMICONDUCTOR, INC     ACI      25000000   WMD   TELK
VKZ   FDP    FRESH DEL MONTE PRODUCE (09LPS   CIPX     07500000   OJZ   TELK
WPM   FDP    FRESH DEL MONTE PRODUCE INC (    CIPX     07500000   WEP   TLAB
OFT   FBR    FRIEDMAN, BILLINGS, RAMSEY GRO   ABCIPX   25000000   OXC   TLAB
YIA   FBR    FRIEDMAN, BILLINGS, RAMSEY GRO   ABCIPX   25000000   YDE   TIN
LRF   FRNT   FRONTIER AIRLINES HOLDINGS INC   CIPX     20000000   ZSM   TIN
ZRF   FRNT   FRONTIER AIRLINES HOLDINGS INC   CIPX     20000000   LXE   TPX
KFH   FTEK   Fuel Tech inc. (08LPS)           CIPX     05000000   ZXE   TPX
LQX   GME    GAMESTOP CORP CL A (Holding Co   ABCIPX   50000000   YTX   THC
ZEC   GME    GameStop Corp CL A (Holding Co   ABCIPX   50000000   ONZ   THC
WHJ   GCI    GANNETT CO. INC (08LPS)          ABCIPX   25000000   LIJ   TEN
VHJ   GCI    Gannett Company, Inc. (09LPS)    ABCIPX   25000000   ZIJ   TEN
WGS   GPS    GAP INC (08LPS)                  ABCIPX   25000000   KAS   TER
VGS   GPS    GAP INC (09LPS)                  ABCIPX   25000000   XKW   TER
VWM   GRMN   Garmin LTD (09LPS)               ABCIPX   50000000   VXQ   TEX
YOG   GRMN   GARMIN LTD. (08LPS)              ABCIPX   50000000   YSZ   TEX
KII   GRMN   GARMIN LTD. (08LPS) WRAP         ABCIPX   50000000   KMK   TRA
WGB   GTW    GATEWAY, INC. (08LPS)            CIPX     25000000   ZXZ   TRA
YTR   GMT    GATX CORP. (08LPS)               AIPX     07500000   LGC   TSO
OBU   GMT    GATX CORP. (09LPS)               AIPX     07500000   ZGC   TSO
LQF   GPRO   GEN PROBE INC (08LPS)            BCIPX    07500000   WTX   TEVA
ZMS   GPRO   GEN PROBE INC (09LPS)            BCIPX    07500000   OQV   TEVA
YDN   GY     GENCORP, INC. (08LPS)            CX       20000000   LXG   TXI
VGU   GY     GENCORP, INC. (09LPS)            CX       20000000   ZXG   TXI
YZT   DNA    GENENTECH, INC. (08LPS)          ABCIPX   25000000   VXT   TXN
OYT   DNA    GENENTECH, INC. (09LPS)          ABCIPX   25000000   WTN   TXN
WJR   GD     GENERAL DYNAMICS (08LPS)         ABCIPX   50000000   KLP   TXT
VJH   GD     GENERAL DYNAMICS (09LPS)         ABCIPX   50000000   XUD   TXT
WGE   GE     GENERAL ELECTRIC (08LPS)         ABCIPX   25000000   WKB   BSG
VGE   GE     GENERAL ELECTRIC (09LPS)         ABCIPX   25000000   OSY   BSG
KGG   GGP    GENERAL GROWTH PROPERTIES, INC   ACIPX    25000000   OLC   SSP
XWP   GGP    GENERAL GROWTH PROPERTIES, INC   ACIPX    25000000   YIF   SSP
WGI   GIS    GENERAL MILLS(08LPS)             ABCIPX   25000000   YIS   TXCO
VGI   GIS    General mills, Inc. (09LPS)      ABCIPX   25000000   YLJ   FINL
WGM   GM     GENERAL MOTORS (08LPS)           ABCIPX   25000000   VSQ   FINL
VGN   GM     GENERAL MOTORS (09LPS)           ABCIPX   25000000   VMT   MTW
LPD   GTOP   GENITOPE CORP (08LPS)            ABCIPX   07500000   YLD   MTW
ZKH   GTOP   GENITOPE CORP (09LPS)            ABCIPX   07500000   KFW   GDX
OZG   GENZ   Genzyme Corp (09LPS)             ABCIPX   25000000   XAC   GDX
YGZ   GENZ   GENZYME CORPORATION (08LPS)      ABCIPX   25000000   LHM   TMR
KGR   GGC    GEORGIA GULF CORP. (08LPS)       ACIPX    20000000   ZHM   TMR
XDL   GGC    GEORGIA GULF CORP. (09LPS)       ACIPX    20000000   LLZ   MLS
WGP   GP     GEORGIA PACIFIC (08LPS)          ABCIPX   25000000   ZOX   MLS
KKH   GNA    GERDAU AMERISTEEL CORPORATION    CPX      07500000   KFX   NDAQ
WNM   GERN   GERON CORPORATION (08LPS)        ABCIPX   25000000   XGV   NDAQ
VKC   GERN   GERON CORPORATION (09LPS)        ABCIPX   25000000   VGH   NWS
VIY   GYI    Getty Images Inc. (09LPS)        ABCIPX   25000000   YLF   NWSA
YUE   GYI    GETTY IMAGES, INC. (08LPS)       ABCIPX   25000000   WLN   NWS
YGD   GILD   GILEAD SCIENCES, INC. (08LPS)    ABCIPX   25000000   OXV   NWSA
OJK   GILD   GILEAD SCIENCES, INC. (09LPS)    ABCIPX   25000000   YRX   RYL
YFG   PG     GILLETTE (08LPS) (Merger)        BCIPX    50000000   ONG   RYL
WGD   GG     GLAMIS GOLD LTD (08LPS) (Merge   ABCIPX   67250000   OWX   TRV
VHR   GG     GLAMIS GOLD LTD (09LPS) (Merge   ABCIPX   67250000   YOS   TRV
WGX   GSK    GLAXOSMITHKLINE PLC (08LPS)      ABCIPX   25000000   LLV   WU
VLX   GSK    GLAXOSMITHKLINE PLC(09LPS)       ABCIPX   25000000   ZEP   WU
LCJ   GLBC   GLOBAL CROSSING LTD. (08LPS)     ACIPX    07500000   LGK   THRX
ZTT   GLBC   GLOBAL CROSSING LTD. (09LPS)     ACIPX    07500000   ZGK   THRX
YAS   GPN    GLOBAL PAYMENTS INC. (08LPS)     ACIPX    25000000   YLZ   THOR
ZEZ   GPN    GLOBAL PAYMENTS INC. (09LPS)     ACIPX    25000000   OTQ   THOR
WEJ   GSF    GLOBALSANTAFE CORP (08LPS)       ABCIPX   25000000   VFT   TMA
VEJ   GSF    GlobalSanteFe Corporation (09L   ABCIPX   25000000   YLE   TMA
ZIS   GFI    Gold Fields Limited (09LPS)      ABCIPX   25000000   YWJ   THQI
YMH   GFI    GOLD FIELDS LIMITED (08LPS)      ABCIPX   25000000   LOA   THQI
LGX   GG     GOLDCORP INC (08LPS)             ABCIPX   67250000   VZO   THQI
OPJ   GG     Goldcorp Inc. (09LPS)            ABCIPX   67250000   LAX   TIBX
WQI   GSS    GOLDEN STAR RESOURCES LTD (08L   ACIPX    25000000   OUG   TIBX
OCX   GSS    GOLDEN STAR RESOURCES LTD (09L   ACIPX    25000000   WTF   TIF
YJU   GLDN   GOLDEN TELECOM INC (08LPS)       ABCX     05000000   VFF   TIF
ZJM   GLDN   GOLDEN TELECOM INC (09LPS)       ABCX     05000000   YZZ   THI
OLR   WB     GOLDEN WEST FINANCIAL CP. DEL    CPX      51250000   ZMQ   THI
ZKE   WB     GOLDEN WEST FINANCIAL CP. DEL    CPX      51250000   WAN   TWX
WSD   GS     GOLDMAN SACHS GROUP (08LPS)      ABCIPX   25000000   VAN   TWX
ZGY   GS     GOLDMAN SACHS GROUP (09LPS) Wr   ABCIPX   25000000   LKC   TWTC
LKP   GS     GOLDMAN SACHS GROUP (THE) (08L   ABCIPX   25000000   ZNN   TWTC
VSD   GS     Goldman Sachs Group, Inc. (09L   ABCIPX   25000000   LEW   TIE
WYR   GT     GOODYEAR T & R (08LPS)           ABCIPX   25000000   VJT   TJX
VYR   GT     Goodyear Tire&Rubber Co. (The)   ABCIPX   25000000   WJT   TJX
YVC   GOOG   GOOGLE, INC. (08LPS)             ABCIPX   25000000   OXJ   TLCV
YOD   GOOG   GOOGLE, INC. (08LPS) WRAP        ABCIPX   25000000   WKX   TLCV
YVD   GOOG   GOOGLE, INC. (08LPS) WRAP        ABCIPX   25000000   YTH   THE
YWM   GOOG   GOOGLE, INC. (08LPS) WRAP        ABCIPX   25000000   ZYU   THE
OUP   GOOG   Google, Inc. (09LPS)             ABCIPX   25000000   YKW   TOL
OQD   GOOG   Google, Inc. (09LPS) Wrap        ABCIPX   25000000   OTY   TOL
OUW   GOOG   Google, Inc. (09LPS) Wrap        ABCIPX   25000000   LNW   TMK
ZPX   GOOG   Google, Inc. (09LPS) Wrap        ABCIPX   25000000   ZGP   TMK
KUI   GRP    GRANT PRIDECO, INC. (08LPS)      ABCIPX   25000000   YHG   TRGL
XUI   GRP    GRANT PRIDECO, INC. (09LPS)      ABCIPX   25000000   ZHD   TRGL
WYD   GB     GREATBATCH TECH., INC. (08LPS)   ACX      05000000   LJY   TM
OOL   GB     GREATBATCH TECH., INC. (09LPS)   ACX      05000000   ZVK   TM
LCA   GBX    Greenbrier Companies Inc. (08    AC       07500000   ZU    TMY
ZCA   GBX    Greenbrier Companies Inc. (09    AC       07500000   YDR   RIG
YJN   GW     GREY WOLF INC (08LPS)            ABCIPX   25000000   VOI   RIG
OKW   GW     GREY WOLF INC (09LPS)            ABCIPX   25000000   WXG   TRI
WUQ   GPI    GROUP 1 AUTOMOTIVE, INC. (08LP   CIPX     07500000   OUV   TRI
ZUC   GPI    GROUP 1 AUTOMOTIVE, INC. (09LP   CIPX     07500000   YZY   TRB
VVT   TV     Grupa Televisa S.A. (09LPS)      ACPX     80000000   OYM   TRB
WTV   TV     GRUPO TELEVISA,S.A. (08LPS)      ACPX     80000000   YLR   TRMB
ZYS   GSIC   GSI Commerce Inc. (09LPS)        CX       07500000   ZUJ   TRMB
LYS   GSIC   GSI COMMERCE, INC. (08LPS)       CX       07500000   YKQ   TRMS
YVW   GTK    GTECH HOLDINGS CORP (08LPS)      CPX      25000000   OKY   TRMS
VKB   GTK    GTECH HOLDINGS CORP (09LPS)      CPX      25000000   LUG   TZIX
LPM   GTXI   GTx Inc (08LPS)                  X        02500000   ZBX   TZIX
OTZ   GTXI   GTx Inc (09LPS)                  X        02500000   LWZ   TRLG
YLY   BSX    GUIDANT CORPORATION (08LPS)      BCIPX    25000000   ZWU   TRLG
LWO   GTRC   GUITAR CENTER INC (08LPS)        ACIPX    07500000   KDQ   TRW
ZWO   GTRC   GUITAR CENTER INC (09LPS)        ACIPX    07500000   XFF   TRW
WMV   HRB    H & R BLOCK INC. (08LPS)         ABCIPX   25000000   KAF   TNP
WHN   HNZ    H.J. HEINZ COMPANY (08LPS)       ABCIPX   25000000   XCW   TNP
VHN   HNZ    H.J. HEINZ COMPANY (09LPS)       ABCIPX   25000000   YXZ   TZA
WHW   HAL    HALLIBURTON CO (08LPS)           ABCIPX   50000000   KFL   TWB
VHW   HAL    Halliburton Co. (09LPS)          ABCIPX   50000000   ZCF   TWB
LHL   HC     HANOVER COMPRESSOR CO. (08LPS)   AIPX     25000000   OYR   TXU
ZHL   HC     HANOVER COMPRESSOR CO. (09LPS)   AIPX     25000000   YZB   TXU
YBY   HOG    HARLEY DAVIDSON, INC (08LPS)     ABCIPX   25000000   WPA   TYC
OAI   HOG    HARLEY DAVIDSON, INC (09LPS)     ABCIPX   25000000   VPA   TYC
OGZ   HAR    Harman International Industrie   ABCIP    25000000   YGK   TSN
YVI   HAR    HARMAN INTL. INDUSTRIES (08LPS   ABCIP    25000000   OGY   TSN
YTB   HMY    HARMONY GOLD MINING (08LPS)      ABCIPX   25000000   LUA   UAUA
OHT   HMY    HARMONY GOLD MINING (09LPS)      ABCIPX   25000000   ZUA   UAUA
WBI   HET    HARRAH'S ENTERTAINMENT (08LPS)   ACP      25000000   YUD   UBS
VKH   HET    HARRAH'S ENTERTAINMENT (09LPS)   ACP      25000000   ODX   UBS
LML   HRS    HARRIS CORPORATION (08LPS)       ACIPX    25000000   LDH   UDR
ZML   HRS    HARRIS CORPORATION (09LPS)       ACIPX    25000000   ZDH   UDR
YAP   HIG    HARTFORD FINANCIAL SERV (08LPS   ABCIPX   25000000   LWR   UGI
OZJ   HIG    HARTFORD FINANCIAL SERV (09LPS   ABCIPX   25000000   ZBS   UGI
YAQ   HAS    HASBRO, INC (08LPS)              CIPX     25000000   OZH   UPL
VSJ   HAS    Hasbro, Inc. (09LPS)             CIPX     25000000   WSS   UPL
WOM   HCA    HCA INC. (08LPS)                 ABCIP    25000000   WVO   UBB
VOM   HCA    HCA INC. (09LPS)                 ABCIP    25000000   VDG   UBB
WHO   HCC    HCC INSURANCE HOLDINGS INC. (0   AX       20000000   WCV   UN
LPP   HW     HEADWATERS INCORPORATED (08LP    ABCIPX   25000000   OYQ   UN
ZPP   HW     HEADWATERS INCORPORATED (09LP    ABCIPX   25000000   WUJ   UNP
WLH   XLV    HEALTH CARE SELECT SPDR (08LPS   ABCIPX   25000000   VUJ   UNP
VMJ   XLV    HEALTH CARE SELECT SPDR (09LPS   ABCIPX   25000000   VUI   UIS
LLP   HMA    HEALTH MANAGEMENT ASSOC (08LPS   ACIPX    25000000   WUI   UIS
YCN   HMA    HEALTH MANAGEMENT ASSOC (08LPS   ACPX     25000000   ZYF   UAG
ZKX   HMA    HEALTH MANAGEMENT ASSOC (09LPS   ACIPX    25000000   LBV   UMC
ZWL   HMA    HEALTH MANAGEMENT ASSOC (09LPS   ACPX     25000000   ZLZ   UMC
OWJ   HNT    Health Net (09LPS)               ABCIPX   25000000   ZBV   UMC
YVQ   HNT    HEALTH NET, INC (08LPS)          ABCIPX   25000000   KDZ   UNTD
LHN   HL     HECLA MINING COMPANY (08LPS)     ABCIPX   25000000   XFV   UNTD
ZHN   HL     HECLA MINING COMPANY (09LPS)     ABCIPX   25000000   OPS   UPS
WJB   HELE   HELEN OF TROY LTD (08LPS)        AIPX     07500000   YUP   UPS
ODI   HELE   HELEN OF TROY LTD (09LPS)        AIPX     07500000   YWU   URI
VSA   HLX    HELIX ENERGY SOLUTIONS GROUP (   ABCIPX   25000000   ORW   URI
WAI   HLX    HELIX ENERGY SOLUTIONS GROUP (   ABCIPX   25000000   WYS   X
LQB   HP     HELMERICH & PAYNE INC (08LPS)    ABCIPX   25000000   OUS   X
ZQA   HP     HELMERICH & PAYNE INC (09LPS)    ABCIPX   25000000   WXU   UTX
YUH   HSIC   HENRY SCHEIN INC (08LPS)         ACIPX    07500000   VXU   UTX
OLF   HSIC   Henry Schein, Inc (09LPS)        ACIPX    07500000   WUM   UTHR
LJD   HSY    HERSHEY CO THE (08LPS)           ABCIPX   25000000   OVP   UTHR
ZKL   HSY    HERSHEY CO THE (09LPS)           ABCIPX   25000000   VUH   UNH
WHS   HES    Hess Corporation (08LPS)         ABCIPX   75000000   WUH   UNH
VHS   HES    Hess Corporation (09LPS)         ABCIPX   75000000   WHF   PANL
VEZ   HEW    HEWITT ASSOCIATES (08LPS)        AIPX     20000000   ZNB   PANL
ZHT   HEW    HEWITT ASSOCIATES (09LPS)        AIPX     20000000   WLF   UVN
WPW   HPQ    HEWLETT PACKARD (08LPS) WRAP     ABCIPX   25000000   OUA   UVN
VHP   HPQ    HEWLETT PACKARD (09LPS)          ABCIPX   25000000   LAE   CVX
LVU   HXL    HEXCEL CORPORATION (08LPS)       ACIPX    25000000   OVU   UNM
ZUV   HXL    HEXCEL CORPORATION (09LPS)       ACIPX    25000000   YVM   UNM
VHL   HLT    Hilton Hotel Corporation (09LP   ABCIPX   25000000   LTE   URBN
WHL   HLT    HILTON HOTELS (08LPS)            ABCIPX   25000000   ZLL   URBN
YAL   HOKU   Hoku Scientific, Inc. (08LPS)    ACIPX    25000000   LUL   LCC
ONV   HEPH   HOLLIS-EDEN PHARMACEUTICALS (0   ACIPX    07500000   ZTG   LCC
WWB   HEPH   HOLLIS-EDEN PHARMACEUTICALS (0   ACIPX    07500000   WBG   USB
LRQ   HOLX   HOLOGIC, INC (08LPS)             ABCIPX   25000000   VBG   USB
ODA   HOLX   HOLOGIC, INC. (09LPS)            ABCIPX   25000000   OFY   USU
WHD   HD     HOME DEPOT INC (08LPS)           ABCIPX   25000000   WN    USU
VHD   HD     HOME DEPOT INC (09LPS)           ABCIPX   25000000   WKM   USG
OSQ   HSOA   Home Solutions Of America, Inc   ABCIPX   25000000   VXE   USG
WCS   HSOA   Home Solutions Of America, Inc   ABCIPX   25000000   YGQ   UST
YMD   HMC    HONDA MOTOR COMPANY LTD (08LPS   IPX      20000000   ZWS   UST
ZJJ   HMC    HONDA MOTOR COMPANY LTD (09LPS   IPX      20000000   LBT   UTH
WAD   HON    HONEYWELL INTL INC (08LPS)       ABCIPX   25000000   LPW   UTH
VAD   HON    HONEYWELL INTL INC (09LPS)       ABCIPX   25000000   OUF   UTH
WVG   HOS    HORNBECK OFFSHORE SERVICES (08   CIX      07500000   ZSW   UTH
ZIG   HOS    HORNBECK OFFSHORE SERVICES (09   CIX      07500000   WGT   XLU
YBD   HST    Host Hotels & Resorts (08LPS)    ACIPX    25000000   ORU   XLU
VMW   HST    Host Hotels & Resorts (09LPS)    ACIPX    25000000   WQZ   UTSI
YZX   HOV    HOVNANIAN ENTERPRISES (08LPS)    ABCIPX   25000000   OEU   UTSI
OZW   HOV    HOVNANIAN ENTERPRISES (09LPS)    ABCIPX   25000000   LNP   VCI
YDV   HBC    HSBC HOLDINGS PLC (08LPS)        ABCIPX   20000000   ZUI   VCI
OWV   HBC    HSBC HOLDINGS PLC (09LPS)        ABCIPX   20000000   OYV   VRX
YAI   HGSI   HUMAN GENOME SCIENCES (08LPS)    ABCIPX   25000000   YKU   VRX
VVY   HGSI   Human Genome Sciences, Inc. (0   ABCIPX   25000000   YPY   VLO
LHX   HUM    HUMANA (08LPS)                   ABCIPX   25000000   VHB   VLO
VMH   HUM    HUMANA (09LPS)                   ABCIPX   25000000   XCG   VCLK
LOT   HUN    HUNTSMAN CORPORATION (08LPS)     ABCIPX   25000000   KGO   VCLK
WYU   HTCH   HUTCHINSON TECHNOLOGY (08LPS)    ACIPX    07500000   ONK   VVTV
VDU   HTCH   HUTCHINSON TECHNOLOGY (09LPS)    ACIPX    07500000   YOT   VVTV
KBD   HTX    HUTCHISON TELECOMMUNICATION (0   CX       02500000   KLY   VNDA
ZDS   HTX     HUTCHISON TELECOMMUNICATION (0   CX       02500000   XHY   VNDA
LQW   HYSL    HYPERION SOLUTIONS CORP (08LPS   CI       25000000   LMX   VAR
ZQW   HYSL    HYPERION SOLUTIONS CORP (09LPS   CI       25000000   ZMX   VAR
YDH   ITWO    I2 TECHNOLOGIES, INC (08LPS)     ACIPX    05000000   KAP   VSEA
ZQJ   ITWO    I2 TECHNOLOGIES, INC (09LPS)     ACIPX    05000000   XD    VSEA
YOY   IACI    IAC INTERACTIVECORP (08LPS)      ABCIPX   25000000   LZL   VSGND
ZCP   IACI    IAC INTERACTIVECORP (08LPS) (R   ABCIPX   25000000   KLV   VSGND
VSW   IACI    IAC/InterActiveCorp (09LPS)      ABCIPX   25000000   YVO   WOOF
WJI   ICOS    ICOS CORP. (08LPS)               ABC      25000000   OQF   WOOF
VJI   ICOS    ICOS Corp. (09LPS)               ABC      25000000   LZT   VECO
LRI   IAR     Idearc Inc. (08LPS)              ACPX     20000000   OFM   VECO
ZRI   IAR     Idearc Inc. (09LPS)              ACPX     20000000   LQC   VSE
ZIT   IDIX    Idenix Pharmaceuticals, Inc. (   ABCIPX   07500000   ZQC   VSE
ZZI   IDIX    Idenix Pharmaceuticals, Inc. (   ABCIPX   07500000   YVS   VRSN
WFG   IDXX    IDEXX LABORATORIES INC. (08LPS   ACIX     05000000   OVS   VRSN
OBH   IDXX    IDEXX Laboratories, Inc. (09LP   ACIX     05000000   OQP   CGV
WKN   IKN     IKON OFFICE (08LPS)              CX       20000000   YSE   CGV
VKN   IKN     IKON OFFICE (09LPS)              CX       20000000   YUO   SYMC
WQR   ITW     ILLINOIS TOOL WORKS (08LPS)      ABCIPX   50000000   WLE   VZ
OQW   ITW     ILLINOIS TOOL WORKS (09LPS)      ABCIPX   50000000   UBY   VZ
LYC   ILMN    ILLUMINA, INC. (08 LPS)          ACIPX    30000000   VBU   VZ
ZYC   ILMN    ILLUMINA, INC. (09 LPS)          ACIPX    30000000   UCE   VZ
YCF   IMCL    IMCLONE SYSTEMS, INC. (08LPS)    ABCIPX   25000000   OLV   VRTX
OFZ   IMCL    IMCLONE SYSTEMS, INC. (09LPS)    ABCIPX   25000000   YEA   VRTX
LMA   BLUD    IMMUCOR, INC. (08LPS)            CIPX     20000000   LWE   VIAB
LGA   BLUD    IMMUCOR, INC. (08LPS) (150 Sha   CIPX     20000000   WVM   VIAB
ZII   BLUD    IMMUCOR, INC. (09LPS)            CIPX     20000000   VVM   VIAB
WQG   IMMU    IMMUNOMEDICS (08LPS)             ACIP     07500000   KAH   VIP
ZFE   IMMU    IMMUNOMEDICS (09LPS)             ACIP     07500000   YUU   VIP
OSH   IMH     Impac Mortgage Hldgs, Inc. (09   ABCIPX   25000000   OWY   VIP
WXK   IMH     IMPAC MORTGAGE HOLDINGS, INC.    ABCIPX   25000000   XZM   VIP
WCT   RX      IMS HEALTH INCORP (08LPS)        ACPX     25000000   OJU   VMED
OOZ   RX      IMS HEALTH INCORP (09LPS)        ACPX     25000000   YW    VMED
WCJ   INCLF   INCO LIMITED (08LPS)             ABCIP    25000000   LGU   VMED
OJT   INCLF   Inco Limited (09LPS)             ABCIP    25000000   LIW   VMED
YOX   INCY    INCYTE CORP. (08LPS)             ACIPX    25000000   ZCG   VPHM
OHE   INCY    INCYTE CORP. (09LPS)             ACIPX    25000000   LCL   VPHM
VDV   IDEV    INDEVUS PHARMACEUTICALS INC (0   ABCIPX   07500000   YVH   VSH
WZO   IDEV    INDEVUS PHARMACEUTICALS INC (0   ABCIPX   07500000   OHV   VSH
WHM   XLI     INDUSTRIAL SECTOR SPDR (08LPS)   ABCIPX   25000000   YFY   VC
VS    XLI     INDUSTRIAL SECTOR SPDR (09LPS)   ABCIPX   25000000   OZY   VC
KIJ   IMB     INDYMAC BANCORP, INC. (08LPS)    ACIPX    25000000   WDW   VTAL
XFY   IMB     INDYMAC BANCORP, INC. (09LPS)    ACIPX    25000000   VRK   VTAL
KAG   IFX     INFINEON TECHNOLOGIES (08LPS)    APX      25000000   LIO   VTSS
XAE   IFX     INFINEON TECHNOLOGIES (09LPS)    APX      25000000   WJL   V
YNO   IFNY    INFINITY ENERGY RESOURCES (08L   X        05000000   LDD   VOD
ZPV   IFNY    INFINITY ENERGY RESOURCES (09L   X        05000000   WHV   VOD
LBD   IFOX    INFOCROSSING INC (08LPS)         AX       05000000   VUX   VOD
ZPB   IFOX    INFOCROSSING INC (09LPS)         AX       05000000   ZKB   VOD
WRM   INFA    INFORMATICA CORP. (08LPS)        CIPX     25000000   LNE   VNO
ZLF   INFA    INFORMATICA CORP. (09LPS)        CIPX     25000000   ZNE   VNO
YIN   INSP    INFOSPACE, INC. (08LPS)          ABCIPX   25000000   LID   VMC
OHY   INSP    InfoSpace, Inc. (09LPS)          ABCIPX   25000000   ZRP   VMC
LZJ   INFY    INFOSYS TECHNOLOGIES LTD (08LP   ABCIPX   50000000   YTQ   GRA
ZIZ   INFY    INFOSYS TECHNOLOGIES LTD (09LP   ABCIPX   50000000   ZEG   GRA
YRS   IR      INGERSOLL-RAND CO LMTD (08LPS)   ABCIPX   50000000   ZJZ   WNC
VSV   IR      INGERSOLL-RAND CO LMTD (09LPS)   ABCIPX   50000000   VVD   WB
KCZ   INPC   InPhonic Inc (08LPS)             CIX      07500000   WVD   WB
LAC   IO     INPUT/OUTPUT, INC. (08LPS)       ACIPX    25000000   WFY   WAG
ZQO   IO     INPUT/OUTPUT, INC. (09LPS)       ACIPX    25000000   OOB   WAG
WTJ   ISPH   INSPIRE PHARMACEUTICALS INC (0   ACIPX    07500000   WWT   WMT
ZSA   ISPH   INSPIRE PHARMACEUTICALS INC (0   ACIPX    07500000   VWT   WMT
LHA   IART   INTEGRA LIFESCIENCES HOLDINGS    PX       05000000   WDS   DIS
VBP   IART   INTEGRA LIFESCIENCES HOLDINGS    PX       05000000   VDS   DIS
WIC   IDTI   INTEGRATED DEVICE TECH. INC. (   ABCIPX   25000000   YZG   WLT
ZNW   IDTI   INTEGRATED DEVICE TECH. INC. (   ABCIPX   25000000   ZRV   WLT
LLI   IESC   Integrated Electrical Services   C        02500000   OZE   WLT
WNL   INTC   INTEL CORPORATION (08LPS)        ABCIPX   25000000   ZSE   WLT
VNL   INTC   Intel Corporation (09LPS)        ABCIPX   25000000   YII   WMG
KBF   ICE    Intercontinental Exchange Inc    ABCIPX   25000000   OGI   WMG
WKQ   IDCC   INTERDIGITAL COMM. CORP (08LPS   ABCIPX   25000000   VWI   WM
ODV   IDCC   INTERDIGITAL COMM. CORP (09LPS   ABCIPX   25000000   WWI   WM
LPF   ITMN   INTERMUNE INC. (08LPS)           ABCIPX   07500000   VUW   WMI
ZFN   ITMN   InterMune Inc. (09LPS)           ABCIPX   07500000   WUZ   WMI
VIB   IBM    International Business Machine   ABCIPX   25000000   WZZ   WAT
VGG   IGT    International Game Tech. (09LP   ABCIPX   25000000   OWT   WAT
VNP   IP     International Paper Company (0   ABCIPX   25000000   LAR   WSO
LAH   HHH    INTERNET HOLDRS TRUST (08LPS)    ABCIPX   07500000   ZDG   WSO
WHB   HHH    INTERNET HOLDRS TRUST (08LPS)    ABCIPX   07500000   WKU   WPI
YKE   HHH    INTERNET HOLDRS TRUST (08LPS)(   ABCIPX   07500000   VWP   WPI
OHH   HHH    INTERNET HOLDRS TRUST (09LPS)    ABCIPX   07500000   OVX   WCI
WKI   IIJI   INTERNET INITIATIVE JAPAN (08L   ABCIPX   25000000   WTL   WCI
VQO   IIJI   Internet Initiative Japan Inc.   ABCIPX   25000000   YDQ   WFT
YIY   ISSX   INTERNET SECURITY SYS (08LPS)    CP       25000000   ODS   WFT
OZI   ISSX   Internet Security Systems, Inc   CP       25000000   YOI   WEBX
WGG   IGT    INTERNT'L GAME TECH.(08LPS)      ABCIPX   25000000   ZVZ   WEBX
OCE   IOC    INTEROIL CORPORATION (09LPS)     ABCIPX   07500000   LYN   WCG
YBW   IOC    INTEROIL CORPORATION(08LPS)      ABCIPX   07500000   ZNY   WCG
YKA   IPG    INTERPUBLIC GROUP CO. (08LPS)    ABCIPX   25000000   YFM   WLP
OVV   IPG    Interpublic Group (09LPS)        ABCIPX   25000000   OSN   WLP
WIY   ISIL   INTERSIL CORPORATION (08LPS)     ABCIPX   25000000   WWR   WFC
VCJ   ISIL   INTERSIL CORPORATION (09LPS)     ABCIPX   25000000   VWF   WFC
WIB   IBM    INTL BUSINESS MACHINE (08LPS)    ABCIPX   25000000   WVE   WEN
WNP   IP     INTL PAPER (08LPS)               ABCIPX   25000000   LVV   THI
YFB   IRF    INTL RECTIFIER CORP (08LPS)      ABCIPX   25000000   VVE   WEN
VUF   IRF    INTL RECTIFIER CORP (09LPS)      ABCIPX   25000000   ZVY   THI
WZL   ISE    Intl Securities Exch Holdings,   ABCIPX   20000000   LWI   WCC
ZDW   ISE    Intl Securities Exch Holdings,   ABCIPX   20000000   ZIW   WCC
YIU   INTU   INTUIT INC. (08LPS)              ABCIPX   50000000   YYH   WDC
OIU   INTU   Intuit Inc. (09LPS)              ABCIPX   50000000   ZCO   WDC
WKD   ISRG   INTUITIVE SURGICAL, INC. (08LP   ABCIPX   25000000   YXC   AT
OZX   ISRG   Intuitive Surgical, Inc. (09LP   ABCIPX   25000000   YIE   WY
LFK   SWIM   INVESTools, Inc. (08LPS)         ACIPX    07500000   OMZ   WY
WVL   IVGN   INVITROGEN CORP. (08LPS)         ABCIPX   25000000   LJU   WPSC
VPH   IVGN   INVITROGEN CORP. (09LPS)         ABCIPX   25000000   ZVX   WPSC
LJB   IOTN   IONATRON, INC (08LPS)            ABCIPX   07500000   YOH   WHR
ZGT   IOTN   Ionatron, Inc. (09LPS)           ABCIPX   07500000   VOR   WHR
LPQ   IPS    IPSCO Inc (08LPS)                ABCIPX   25000000   YDU   WFMI
OPQ   IPS    IPSCO Inc (09LPS)                ABCIPX   25000000   OAW   WFMI
LYD   IRIS   IRIS INTERNATIONAL INC (08LPS)   ACIPX    07500000   LMJ   OATS
YMR   IRM    IRON MOUNTAIN INC. (08LPS)       ACIPX    30000000   ZAC   OATS
YYR   IRM    IRON MOUNTAIN INC. (08LPS)(150   ACIPX    30000000   WUA   WG
VOA   IRM    Iron Mountain, Inc. (09LPS)      ACIPX    30000000   ZQ    WG
ZIY   IRM    Iron Mountain, Inc. (09LPS)(15   ACIPX    30000000   WYM   WMB
KUS   EWZ    ISHARES BRAZIL INDEX ETF (08     AC       25000000   VWC   WMB
LGW   IYR    ISHARES DJ US REAL ESTATE (08L   ABCIPX   25000000   WCO   WL
LSB   IYR    ISHARES DJ US REAL ESTATE (08L   ABCIPX   25000000   LTI   WIND
ZD    IYR    ISHARES DJ US REAL ESTATE (09L   ABCIPX   25000000   VQK   WIND
ZPE   IYR    ISHARES DJ US REAL ESTATE (09L   ABCIPX   25000000   LVR   WMS
YOF   FXI    ISHARES FTSE/XINHUA INDEX (08L   BCIPX    25000000   ZNS   WMS
VHF   FXI    ISHARES FTSE/Xinhua Index (09L   BCIPX    25000000   LER   WRLD
LBX   EWJ    ISHARES JAPAN INDEX ETF (08LPS   ABCIPX   25000000   OTG   WRLD
ZAM   EWJ    ISHARES JAPAN INDEX ETF (09LPS   ABCIPX   25000000   YWP   INT
VJL   TLT    ISHARES LEHMAN 20+ YR TREAS (0   ACIPX    25000000   LIB   WRSP
YLI   TLT    ISHARES LEHMAN 20+ YR TREAS (0   ACIPX    25000000   ZLM   WRSP
LXL   EFA    ISHARES MSCI EAFE INDEX FUND (   ABCIPX   25000000   WHP   WYE
ZST   EFA    ISHARES MSCI EAFE INDEX FUND (   ABCIPX   25000000   VAH   WYE
YVK   EEM    IShares MSCI Emerging Markets    ACX      25000000   VEG   WYNN
ZYX   EEM    IShares MSCI Emerging Markets    ACX      25000000   YPW   WYNN
KGP   IWF    IShARES RUSSELL 1000 GROWTH IN   ACX      25000000   YQY   XEL
WOI   IWM    ISHARES RUSSELL 2000 INDEX FUN   ABCIPX   50000000   OCM   XEL
WOU   IWM    ISHARES RUSSELL 2000 INDEX FUN   ABCIPX   50000000   WXR   XRX
WYV   IWM    ISHARES RUSSELL 2000 INDEX FUN   ABCIPX   50000000   VXR   XRX
OJM   IWM    ISHARES RUSSELL 2000 INDEX(09L   ABCIPX   50000000   WXJ   XLNX
VAJ   IWM    ISHARES RUSSELL 2000 INDEX(09L   ABCIPX   50000000   VXJ   XLNX
IOH   OEF    ISHARES S&P 100 INDEX FUND (LE   ACIX     07500000   YXE   XL
OXO   OEF    ISHARES S&P 100 INDX (LEAPS)     ACIPX    07500000   VYP   XL
ZUM   IVV    iSHARES S&P 500 INDEX FUND (LP   CIP      25000000   YLX   XMSR
LYE   IJH    ISHARES S&P MIDCAP 400 (08LPS)   AIX      07500000   OZR   XMSR
ZZE   IJH    ISHARES S&P MIDCAP 400 (09LPS)   AIX      07500000   YTN   XTO
WCQ   IWN    ISHRS RUSSELL 2000 VALUE INDEX   ABCIPX   25000000   LIL   XTO
ZSH   IWN    ISHRS RUSSELL 2000 VALUE INDEX   ABCIPX   25000000   OUO   XTO
LFE   ISIS   ISIS PHARMACEUTICALS, INC. (08   ABCIPX   25000000   WYH   YHOO
OXL   ISIS   ISIS PHARMACEUTICALS, INC. (09   ABCIPX   25000000   VYH   YHOO
YFP   ITRI   ITRON, INC (08LPS)               ACIPX    07500000   WNZ   AUY
VQL   ITRI   ITRON, INC (09LPS)               ACIPX    07500000   VPP   AUY
YYG   ITT    ITT Corp (08LPS)                 ABCIPX   40000000   YHP   YMI
VLA   ITT    ITT Corp (09LPS)                 ABCIPX   40000000   VOS   YMI
ZAQ   ESI    ITT Educational Services Inc.    ABCIPX   07500000   YBQ   YRCW
LEQ   ESI    ITT EDUCATIONAL SERVICES, INC.   ABCIPX   07500000   VYX   YRCW
YIV   IVX    IVAX CORPORATION (08LPS)         ABC      25000000   VRJ   YUM
YOZ   IVIL   IVILLAGE INC (08LPS)             ACPX     25000000   WRJ   YUM
YMJ   JCP    J C PENNY (08LPS)                ABCIPX   25000000   YJM   ZLC
ORO   JCP    J C PENNY (09LPS)                ABCIPX   25000000   OJJ   ZLC
LQL   JBHT   J.B. HUNT TRANSPORT SERVICES (   ACIPX    25000000   YEY   ZMH
ZOR   JBHT   J.B. HUNT TRANSPORT SERVICES (   ACIPX    25000000   OFH   ZMH
WJX   JCOM   J2 GLOBAL COMMUNICATIONS (08LP   ABCIPX   40000000   YBL   ZION
VJS   JCOM   J2 GLOBAL COMMUNICATIONS (09LP   ABCIPX   40000000   OIO   ZION
YTJ   JBL    JABIL CIRCUIT, INC. (08LPS)      ABCIPX   25000000   YPK   ZIXI
OKM   JBL    JABIL CIRCUIT, INC. (09LPS)      ABCIPX   25000000   LJP   ZOLT
                                                                  KBQ   ZRAN
                                                                  ZHS   ZRAN
                                                                  LGT   ZGEN
                                                                  ZLP   ZGEN
                 Underlying                   Position
                    Name         Exchanges     Limit
JACKSON HEWITT TAX SERVICE, IN   CI          07500000
JAKKS PACIFIC, INC. (08LPS)      IPX         07500000
JAKKS PACIFIC, INC. (09LPS)      IPX         07500000
JANUS CAPITAL GROUP INC. (08LP   ACIPX       25000000
JANUS CAPITAL GROUP INC. (09LP   ACIPX       25000000
JARDEN CORPORATION (09LPS)       ABCIPX      25000000
JDS UNIPHASE CORP. (08LPS)       ABCIPX      25000000
JDS UNIPHASE CORP. (08LPS) (re   ABCIPX      25000000
JDS UNIPHASE CORP. (09 LPS)      ABCIPX      25000000
JETBLUE AIRWAYS CORP. (08LPS)    ABCIPX      37500000
JETBLUE AIRWAYS CORP. (08LPS)    ABCIPX      37500000
JETBLUE AIRWAYS CORP. (09LPS)    ABCIPX      37500000
JLG INDUSTRIES INC (08LPS)       ACP         25000000
JLG INDUSTRIES INC (09LPS)       ACP         25000000
JOHNSON & JOHNSON (08LPS)        ABCIPX      25000000
Johnson & Johnson (09LPS)        ABCIPX      25000000
JOHNSON CONTROLS (08LPS)         ABCIPX      25000000
Johnson Controls, Inc. (09LPS)   ABCIPX      25000000
JONES APPAREL GROUP (08LPS)      APX         25000000
JONES APPAREL GROUP (09LPS)      APX         25000000
JOY GLOBAL INC. (08LPS)          ABCIPX      25000000
Joy Global, Inc (09LPS)          ABCIPX      25000000
JPMORGAN CHASE (08LPS)           ABCIPX      25000000
JPMORGAN CHASE (09LPS)           ABCIPX      25000000
JUNIPER NETWORKS (08LPS)         ABCIPX      25000000
Juniper Networks, Inc. (09LPS)   ABCIPX      25000000
KANSAS CITY SOUTHERN (08LPS)     ACIPX       25000000
KANSAS CITY SOUTHERN (09LPS)     ACIPX       25000000
KB HOME (08LPS)                  ABCIPX      25000000
KB HOME (08LPS) Wrap             ABCIPX      25000000
KB HOME (09LPS)                  ABCIPX      25000000
KCS ENERGY, INC. (08LPS)(merge   ACIPX       66250000
KELLOGG COMPANY (08LPS)          CIPX        25000000
KELLOGG COMPANY (09LPS)          CIPX        25000000
KELLWOOD COMPANY (08LPS)         AX          07500000
KELLWOOD COMPANY (09LPS)         AX          07500000
KENSEY NASH CORP (09LPS)         CX          05000000
KENSEY NASH CORP(08LPS)          CX          05000000
KERR MCGEE (08LPS)               ABCIPX      50000000
KERR MCGEE (08LPS) (spinoff)     BCIX        05000000
Kerr-McGee Corp (09LPS)          BCIPX       50000000
KERYX BIOPHARMACEUTICALS (08LP   ACIPX       07500000
KERYX BIOPHARMACEUTICALS (09LP   ACIPX       07500000
Kimberly Clark (09LPS)           ABCIPX      25000000
KIMBERLY-CLARK (08LPS)           ABCIPX      25000000
KINDER MORGAN ENERGY PRTN (08L   ABCIPX      07500000
KINDER MORGAN ENERGY PRTN (09L   ABCIPX      07500000
KINDER MORGAN INC. (08LPS)       ABP         25000000
KINDER MORGAN INC. (09LPS)       ABP         25000000
KINDRED HEALTHCARE (08LPS)       ABCIPX      25000000
KINDRED HEALTHCARE (09LPS)       ABCIPX      25000000
KINETIC CONCEPTS (09LPS)         ABCIPX      25000000
KINETIC CONCEPTS, INC. (08LPS    ABCIPX      25000000
KING PHARMACEUTICALS (08LPS)     ABCIPX   25000000
King Pharmaceuticals, Inc. (09   ABCIPX   25000000
KINROSS GOLD CORPORATION (08LP   ABCIPX   50000000
KINROSS GOLD CORPORATION (09LP   ABCIPX   50000000
KLA TENCOR CORP (08LPS)          ABCIPX   25000000
KLA TENCOR CORP (09LPS)          ABCIPX   25000000
Knight Capital Group, Inc. Cla   ABCIPX   25000000
KNIGHT TRADING COMPANY (08LPS)   ABCIPX   25000000
KNIGHT-RIDDER INC (08LPS)(merg   ACIPX    32500000
Knight-Ridder, Inc. (09LPS) (m   ACIPX    32500000
KOHL'S CORP (08LPS)              ABCIPX   25000000
Kohl's Corp (09LPS)              ABCIPX   25000000
KOMAG INC (08LPS)                ABCIPX   25000000
KOMAG INC (09LPS)                ABCIPX   25000000
KONINKLIJKE PHILIPS ELECTRONIC   ACPX     25000000
KONINKLIJKE PHILIPS ELECTRONIC   ACPX     25000000
KRAFT FOODS, INC. (08LPS)        ABCIPX   25000000
KRAFT FOODS, INC. (09LPS)        ABCIPX   25000000
KRISPY KREME DOUGHNUTS (08LPS)   ABCIPX   25000000
KRISPY KREME DOUGHNUTS (09LPS)   ABCIPX   25000000
Kroger (09LPS)                   ABCIPX   25000000
KROGER CO (08LPS)                ABCIPX   25000000
KT CORPORATION (08LPS)           P        20000000
KT CORPORATION (09LPS)           P        20000000
Kulicke & Soffa Ind, Inc (09LP   ABCIPX   25000000
KULICKE AND SOFFA IND INC (08L   ABCIPX   25000000
KYPHON, INC (08LPS)              ABCIPX   20000000
KYPHON, INC (09LPS)              ABCIPX   20000000
L-1 Identify Solutions (08LPS)   ACIPX    07500000
L-1 Identify Solutions (09LPS)   ACIPX    07500000
L-3 COMMUNICATIONS (08LPS)       ABCIPX   25000000
L-3 Communications, Inc. (09LP   ABCIPX   25000000
LABOR READY INC (08 lps)         CX       20000000
LABOR READY INC (09 lps)         CX       20000000
LABORATORY OF AMER HLDG (08LP    ACIPX    25000000
LABORATORY OF AMER HLDG (09LP    ACIPX    25000000
LAM RESEARCH CORP. (08LPS)       ABCIPX   25000000
LAM RESEARCH CORP. (09LPS)       ABCIPX   25000000
LAMAR ADVERTISING (08LPS)        ABCIPX   25000000
Lamar Advertising Co. (09LPS)    ABCIPX   25000000
Las Vegas Sands Corp. (08LPS)    ABCIPX   25000000
Las Vegas Sands Corp. (09LPS)    ABCIPX   25000000
LCA VISION INC (08LPS)           ABCIPX   20000000
LCA VISION INC (09LPS)           ABCIPX   20000000
LEADIS TECHNOLOGY, INC (08LPS)   X        05000000
Leap Wireless INTL, Inc (08LPS   CIPX     07500000
LEAPFROG ENTERPRISES (09LPS)     BCIPX    07500000
LEAPFROG ENTERPRISES, INC.(08L   BCIPX    07500000
LEAR CORP (08LPS)                BCIPX    25000000
LEAR CORP (09LPS)                BCIPX    25000000
LEGG MASON INC (08LPS)           ABCIPX   25000000
LEGG MASON INC (09LPS)           ABCIPX   25000000
Lehman Bro. Hldngs (09LPS)       ABCIPX   50000000
LEHMAN BROTHER HLDG (08LPS)      ABCIPX   50000000
LEHMAN BROTHER HLDG (08LPS) Wr   ABCIPX   50000000
LENNAR CORP. (08LPS)             ABCIPX   25000000
LENNAR CORP. (09LPS)             ABCIPX   25000000
LEUCADIA NATIONAL CORP (08LPS)   ACIPX    15000000
LEUCADIA NATIONAL CORP (09LPS)   ACIPX    15000000
LEVEL 3 COMM INC. (08LPS)        ABCIPX   58750000
LEVEL 3 COMM INC. (09LPS)        ABCIPX   58750000
LEXAR MEDIA, INC. (08LPS) (mer   ABCIPX   50000000
Lexmark Inter. Inc. (09LPS)      ABCIPX   25000000
LEXMARK INTERNATIONAL (08LPS)    ABCIPX   25000000
LIBERTY GLOBAL INC (08LPS)       ACIPX    25000000
LIBERTY GLOBAL INC (09LPS)       ACIPX    25000000
LIBERTY MEDIA CORP (08LPS) (Di   BIPX     27500000
LIBERTY MEDIA CORP (08LPS) (di   BCIPX    27500000
Liberty Media Corp. - Interact   CIPX     27500000
Liberty Media Corp. - Interact   CIPX     27500000
LIFEPOINT HOSPITALS, INC. (08L   CIPX     25000000
LIFEPOINT HOSPITALS, INC. (09L   CIPX     25000000
LIMITED BRANDS, INC. (08LPS)     ABCIPX   25000000
LIMITED BRANDS, INC. (09LPS)     ABCIPX   25000000
LINCARE HOLDINGS INC (08LPS)     ABCIPX   25000000
LINCARE HOLDINGS INC (09LPS)     ABCIPX   25000000
LINCOLN NATIONAL (08LPS)         ABCIPX   25000000
Lincoln National Corp. (09LPS)   ABCIPX   25000000
LINEAR TECHNOLOGY CORP. (08LPS   ABCIPX   25000000
LINEAR TECHNOLOGY CORP. (09LPS   ABCIPX   25000000
Lions Gate Entertainment (08LP   ABCIPX   25000000
Lions Gate Entertainment (09LP   ABCIPX   25000000
Liz Claiborne Inc (09LPS)        CIPX     20000000
LIZ CLAIBORNE, INC. (08LPS)      CIPX     20000000
LM Ericsson Telephone Spons AD   ABCIPX   25000000
LOCKHEED MARTIN (08LPS)          ABCIPX   25000000
LOCKHEED MARTIN (09LPS)          ABCIPX   25000000
LOEWS CORP. - CAROLINA GRP (08   ABCIPX   25000000
LOEWS CORP. - CAROLINA GRP (09   ABCIPX   25000000
LOEWS CORPORATION (08LPS)        BCIPX    25000000
LOEWS CORPORATION (09LPS)        BCIPX    25000000
Logitech International S.A. Or   CIP      07500000
Logitech International S.A. Or   CIP      07500000
LONE STAR TECHNOLOGIES (08LPS)   ABCIPX   25000000
LONE STAR TECHNOLOGIES (09LPS)   ABCIPX   25000000
LOUISIANA PACIFIC (08LPS)        ABCIPX   25000000
LOUISIANA PACIFIC (09LPS)        ABCIPX   25000000
Lowes Companies (09LPS)          ABCIPX   50000000
LOWES COS (08LPS)                ABCIPX   50000000
LSI Corp. (08LPS)                ABCIPX   79000000
LSI Corp. (09LPS)                ABCIPX   79000000
LUCENT TECHNOLOGIES (08LPS)(me   ABCIPX   50000000
LUXOTTICA GROUP SP A (08LPS)     X        02500000
LYONDELL CHEMICAL CO (08LPS)     ABCIPX   25000000
LYONDELL CHEMICAL CO (09LPS)     ABCIPX   25000000
M & T BANK CORP (08LPS)          IPX      07500000
M & T BANK CORP (09LPS)          IPX      07500000
M.D.C. HOLDINGS INC. (08LPS)     ABCIPX   25000000
M.D.C. HOLDINGS INC. (09LPS)     ABCIPX   25000000
MACROVISION, CORP. (08LPS)       ACIPX    20000000
MACROVISION, CORP. (09LPS)       ACIPX    20000000
MAGMA DESIGN AUTOMATION INC (0   CIPX     25000000
Magma Design Automation, Inc.    CIPX     25000000
MAGNA ENTERTAINMENT CORP CL-A    ACP      07500000
MAGNA ENTERTAINMENT CORP CL-A    ACP      07500000
MANHATTAN ASSOCIATES INC. (08L   ACPX     07500000
Manhattan Associates, Inc. (09   ACPX     07500000
MANNKIND CORPORATION (08LPS)     CIPX     07500000
MANNKIND CORPORATION (09LPS)     CIPX     07500000
MANOR CARE, INC (08LPS)          CIPX     20000000
MANOR CARE, INC (09LPS)          CIPX     20000000
MARATHON OIL CORP (08LPS)        ABCIPX   25000000
Marathon Oil Corporation (09LP   ABCIPX   25000000
Marriott International, Inc (0   ABCIPX   50000000
MARRIOTT INT'L (08LPS)           ABCIPX   50000000
MARSH & MCLENNAN INC (08LPS)     ABCIPX   25000000
Marsh &McLennan Co. (09LPS)      ABCIPX   25000000
MARSHALL & ILSLEY CORP (08LPS)   IPX      25000000
MARSHALL & ILSLEY CORP (09LPS)   IPX      25000000
MARTHA STEWART LIVING OMN (08L   ABCIPX   07500000
MARTIN MARIETTA MATERIALS (08L   ABCIPX   25000000
MARTIN MARIETTA MATERIALS (08L   ABCIPX   25000000
MARTIN MARIETTA MATERIALS (09L   ABCIPX   25000000
MARTIN MARIETTA MATERIALS INC    ABCIPX   25000000
Marvel Entertainment, Inc (08L   ABCIPX   25000000
Marvel Entertainment, Inc (09L   ABCIPX   25000000
MARVELL TECHNOLOGY (08LPS)       ABCIPX   50000000
MARVELL TECHNOLOGY (09LPS)       ABCIPX   50000000
Masco Corp (09LPS)               ABCIPX   25000000
MASCO CORP. (08LPS)              ABCIPX   25000000
MASSEY ENERGY COMPANY (08LPS)    ABCIPX   25000000
Massey Energy Company (09LPS)    ABCIPX   25000000
MASTEC INC (08LPS)               AX       07500000
MASTEC INC (09LPS)               AX       07500000
MasterCard, Inc. Class A (08LP   ACIPX    25000000
MasterCard, Inc. Class A (08LP   ACIPX    25000000
MasterCard, Inc. Class A (09LP   ACIPX    25000000
MATTEL INC (08LPS)               ABCIPX   25000000
Mattel,Inc. (09LPS)              ABCIPX   25000000
MAVERICK TUBE CORPATION (08LPS   ACIPX    25000000
Maverick Tube Corporation (09L   ACIPX    25000000
MAXIM INTEGRATED (08LPS)         ABCIPX   25000000
MAXIM INTEGRATED (09LPS)         ABCIPX   25000000
MAXTOR CORP. (08LPS) (Merger)    BCIPX    50000000
MAY DEPARTMENT STORES (08LPS)    CI       100000000
MAYTAG COMPANY (08LPS) (reorga   CP       50000000
MBIA INC. (08LPS)                ABCIPX   25000000
MBIA INC. (09LPS)                ABCIPX   25000000
MBNA CORP. (08LPS) (MERGER)      BCIPX    55000000
MCAFEE, INC. (08LPS)             ABCIPX   25000000
MCAFEE, INC. (09LPS)             ABCIPX   25000000
MCDATA CORPORATION (08LPS)(mer   ACIPX    70000000
McData Corporation Class A (09   ACIPX    70000000
MCDERMOTT INTRNATIONAL (08LPS)   ABCIPX   30000000
MCDERMOTT INTRNATIONAL (09LPS)   ABCIPX   30000000
MCDERMOTT INTRNATIONAL INC (08   ACIPX    30000000
MCDONALDS CORP (08LPS)           ABCIPX   25000000
MCDONALDS CORP (09LPS)           ABCIPX   25000000
MCGRAW HILL INC (08LPS)          ACIPX    25000000
MCGRAW HILL INC (09LPS)          ACIPX    25000000
MCI INC (08LPS) (distribution)   ACIX     50000000
MCI INC (08LPS) (merger)         ACIX     50000000
MCKESSON CORPORATION (08LPS)     ABCIPX   25000000
MCKESSON CORPORATION(09LPS)      ABCIPX   25000000
MCMORAN EXPLORATION CO (08LPS)   ACIPX    05000000
MCMORAN EXPLORATION CO (09LPS)   ACIPX    05000000
MDU RESOURCES GROUP INC. (08LP   X        07500000
MDU RESOURCES GROUP INC. (09LP   X        07500000
MEDAREX, INC. (08LPS)            ABCIPX   25000000
MEDAREX, INC. (09LPS)            ABCIPX   25000000
MEDCO HEALTH SOLUTIONS INC (08   ABCIPX   50000000
Medco Health Solutions, Inc. (   ABCIPX   50000000
Medicis Pharm. Corp. (09LPS)     ABCIPX   25000000
MEDICIS PHARMACEUTICAL CORP (    ABCIPX   25000000
MEDIMMUNE, INC. (08LPS)          ABCIPX   25000000
MEDIMMUNE, INC. (09LPS)          ABCIPX   25000000
MEDIS TECHNOLOGIES, INC. (08LP   ABCIPX   07500000
MEDTRONIC INC (08LPS)            ABCIPX   25000000
MEDTRONIC INC (09LPS)            ABCIPX   25000000
MELLON FINANCIAL CORP (08LPS)    ACIPX    25000000
MELLON FINANCIAL CORP (09LPS)    ACIPX    25000000
MEMC ELECTRONIC MATERIALS INC    ABCIPX   25000000
MEMC ELECTRONIC MATERIALS INC    ABCIPX   25000000
MENTOR CORP (08LPS)              BCIPX    07500000
Mentor Corporation (09LPS)       BCIPX    07500000
MENTOR GRAPHICS (08LPS)          ACIPX    25000000
Mentor Graphics Corporation (0   ACIPX    25000000
MERCK & CO (08LPS)               ABCIPX   25000000
Merck and Company (09LPS)        ABCIPX   25000000
MERCURY INTERACTIVE CORP. (08L   CP       25000000
MERGE TECHNOLOGIES INC (08LPS)   BCIPX    20000000
MERGE TECHNOLOGIES INC (09LPS)   BCIPX    20000000
MERRILL LYNCH (08LPS)            ABCIPX   25000000
Merrill Lynch & Company, Inc.    ABCIPX   25000000
MESA AIR GROUP INC. (08LPS)      IPX      20000000
MESA AIR GROUP INC. (09LPS)      IPX      20000000
Metal Management, Inc. (08LPS)   ACIPX    07500000
Metal Management, Inc. (09LPS)   ACIPX    07500000
METALS USA, INC (08LPS)          CP       07500000
METLIFE, INC. (08LPS)            ABCIPX   25000000
METLIFE, INC. (09LPS)            ABCIPX   25000000
METRIS COMPANIES (08LPS)         ACX      07500000
MGI PHARMA INC (08LPS)           ABCIPX   20000000
MGI Pharma, Inc. (09LPS)         ABCIPX   20000000
MGIC INVESTMENT CORP (08LPS)     ABCIPX   25000000
MGIC INVESTMENT CORP (09LPS)     ABCIPX   25000000
MGM MIRAGE (08LPS)               ABCIPX   25000000
MGM MIRAGE (09LPS)               ABCIPX   25000000
MICHAELS STORES, INC. (08LPS)    ACIPX    25000000
MICHAELS STORES, INC. (09LPS)    ACIPX    25000000
MICROCHIP TECHNOLOGY INC. (08L   ABCIPX   25000000
MICROCHIP TECHNOLOGY INC. (09L   ABCIPX   25000000
MICRON TECH (08LPS)              ABCIPX   50000000
Micron Technology, Inc. (09LPS   ABCIPX   50000000
Microsoft Corp. (08LPS)          ABCIPX   25000000
Microsoft Corporation (09LPS)    ABCIPX   25000000
MICROSTRATEGY (08LPS)            ABCIPX   07500000
MICROSTRATEGY (09LPS)            ABCIPX   07500000
MID-AMERICA APARTMENT COMMUNIT   AX       05000000
MID-AMERICA APARTMENT COMMUNIT   AX       05000000
MIDCAP SPDR (06LPS)              ABCIPX   25000000
MIDCAP SPDR (08LPS)              ABCIPX   25000000
MIDCAP SPDR (08LPS)(distributi   ABCIPX   25000000
MIDCAP SPDR (08LPS)(distributi   ABCIPX   25000000
MIDCAP SPDR (09LPS)              ABCIPX   25000000
MIDCAP SPDR (09LPS)(distributi   ABCIPX   25000000
MILLENNIUM PHARM INC (08LPS)     ABCIPX   25000000
MILLENNIUM PHARM INC (09LPS)     ABCIPX   25000000
MILLICOM INTERNATIONAL CELLULA   ABCIPX   20000000
MILLICOM INTERNATIONAL CELLULA   ABCIPX   20000000
MILLIPORE CORPORATION (08LPS)    AIPX     07500000
MILLIPORE CORPORATION (09PS)     AIPX     07500000
Mirant Corporation (08LPS)       ABCIPX   25000000
Mirant Corporation (09LPS)       ABCIPX   25000000
Mitsubishi UFJ Financial Group   ACIPX    25000000
Mitsubishi UFJ Financial Group   ACIPX    25000000
MIVA, INC. (08LPS)               ACP      25000000
MOBILE TELE SYSTEMS OJSC (09LP   ABCIPX   25000000
MOBILE TELE SYSTEMS OJSC(08LPS   ABCIPX   25000000
MOBILITY ELECTRONICS (09LPS)     ACPX     20000000
MOBILITY ELECTRONICS (08LPS)     ACPX     20000000
MOHAWK INDUSTRIES, INC. (08LPS   ACIPX    07500000
MOHAWK INDUSTRIES, INC. (09LPS   ACIPX    07500000
Molson Coors Brewing Co. (08LP   BCIPX    25000000
Molson Coors Brewing Co. CL.B    BCIPX    25000000
MoneyGram International, Inc.    P        20000000
MoneyGram International, Inc.    P        20000000
MONSANTO COMPANY (NEW) (08LPS)   ABCIPX   50000000
Monsanto Company (New) (09LPS)   ABCIPX   50000000
MONSTER WORLDWIDE INC (08LPS)    ABCIPX   25000000
MONSTER WORLDWIDE INC (09LPS)    ABCIPX   25000000
MONTPELIER RE HOLDING LTD (08L   ACIPX    25000000
MOODY'S CORPORATION (08LPS)      ABCIPX   25000000
MOODY'S CORPORATION(09LPS)       ABCIPX   25000000
MORGAN STANLEY (08LPS)           ABCIPX   25000000
Morgan Stanley (09LPS)           ABCIPX   25000000
MOSAIC COMPANY (THE) (08LPS)     ACIPX    25000000
MOSAIC COMPANY (THE) (09LPS)     ACIPX    25000000
MOTOROLA INC (08LPS)             ABCIPX   25000000
Motorola, Inc. (09LPS)           ABCIPX   25000000
MOVIE GALLERY, INC. (08LPS)      ABCIPX   25000000
MOVIE GALLERY, INC. (09LPS)      ABCIPX   25000000
msystems Ltd (08LPS)(merger)     AIPX     50000000
msystems Ltd (09LPS)(merger)     AIPX     50000000
MTRLS SELECT SECTOR SPDR (08LP   ABCIPX   25000000
MTRLS SELECT SECTOR SPDR (09LP   ABCIPX   25000000
MURPHY OIL CORPORATION (08LPS)   ABCIPX   25000000
Murphy Oil Corporation (09LPS)   ABCIPX   25000000
MYLAN LABORATORIES (08LPS)       ABCIPX   25000000
Mylan Laboratories, Inc. (09LP   ABCIPX   25000000
MYOGEN INC (08LPS)               ACIP     25000000
MYOGEN INC (09LPS)               ACIP     25000000
MYRIAD GENETICS (08LPS)          ABCIPX   07500000
MYRIAD GENETICS (09LPS)          ABCIPX   07500000
NABI BIOPHARMACEUTICALS (08LPS   ABCIPX   25000000
NABI BIOPHARMACEUTICALS (09LPS   ABCIPX   25000000
NABORS INDS. INC. (08LPS)        ABCIPX   50000000
NABORS INDS. INC. (09LPS)        ABCIPX   50000000
NALCO HOLDING (08LPS)            CX       20000000
NALCO HOLDING (09LPS)            CX       20000000
NASDAQ BIOTECH ISHARE (08LPS)    ABCIPX   25000000
NASDAQ BIOTECH ISHARE (09LPS)    ABCIPX   25000000
NASTECH PHARMACEUTICAL COMP IN   BCIPX    07500000
NASTECH PHARMACEUTICAL COMP IN   BCIPX    07500000
Natilus, Inc.(09LPS)             ABCIPX   25000000
National City Corp (09LPS)       ABCIPX   25000000
NATIONAL CITY CORP. (08LPS)      ABCIPX   25000000
National Financial Partners Co   I        07500000
National Financial Partners Co   I        07500000
NATL SEMICONDUCTOR CORP (08LPS   ABCIPX   25000000
NATL SEMICONDUCTOR CORP (09LPS   ABCIPX   25000000
NAUTILUS INC. (08LPS)            ABCIPX   25000000
Navistar International Corp. (   C        25000000
NAVISTAR INT'L CORP (08LPS)      C        25000000
NAVTEQ CORPORATION (08LPS)       ABCIPX   25000000
NAVTEQ CORPORATION (09LPS)       ABCIPX   25000000
NBTY CORP (08LPS)                ACIPX    25000000
NBTY CORP (09LPS)                ACIPX    25000000
NCR CORP (08LPS)                 ACIPX    25000000
NCR CORP (09LPS)                 ACIPX    25000000
NEIMAN MARCUS GRP (08LPS)        AP       07500000
NEKTAR THERAPEUTIC (08LPS)       ABCIPX   25000000
NEKTAR THERAPEUTIC (09LPS)       ABCIPX   25000000
NEOPHARM, INC. (08LPS)           ACIP     07500000
NeoPharm, Inc. (09LPS)           ACIP     07500000
NEOWARE, INC. (08LPS)            ABCIPX   25000000
NEOWARE, INC. (09LPS)            ABCIPX   25000000
NETEASE COM INC (08LPS)          ABCIPX   100000000
NETEASE COM INC (08LPS) Wrap     ABCIPX   100000000
NETEASE COM INC (09LPS)          ABCIPX   100000000
NETFLIX INC (08LPS)              ABCIPX   25000000
NETFLIX INC (09LPS)              ABCIPX   25000000
NETGEAR INC (08LPS)              ABCIPX   25000000
NETGEAR INC (09LPS)              ABCIPX   25000000
NETLOGIC MICROSYSTEMS INC (09L   ABCIPX   07500000
NETWORK APPLIANCE CORP (08LPS)   ABCIPX   25000000
NETWORK APPLIANCE CORP (09LPS)   ABCIPX   25000000
NEUROCHEM, INC (08LPS)           ACIPX    25000000
NEUROCHEM, INC (09LPS)           ACIPX    25000000
NEUROCRINE BIOSCIENCES INC. (0   ABCIPX   25000000
NEUROCRINE BIOSCIENCES INC. (0   ABCIPX   25000000
Neurometrix Inc. (08LPS)         ACIPX    20000000
Neurometrix Inc. (09LPS)         ACIPX    20000000
NEUSTAR INC - CLASS (08LPS)      CIPX     20000000
NEUSTAR INC - CLASS (09LPS)      CIPX     20000000
NEW CENTURY FINL (08LPS)         ACX      25000000
NEW CENTURY FINL (09LPS)         ACX      25000000
New Oriental Education & Tech    CPX      07500000
New Oriental Education & Tech    CPX      07500000
New River Pharmaceuticals (08L   ACPX     20000000
New River Pharmaceuticals (09L   ACPX     20000000
NEW YORK COMM. BANCORP (08LPS)   ABCIPX   25000000
New York Comm.Bankcorp (09LPS)   ABCIPX   25000000
NEW YORK TIMES - CLASS A (08LP   ACIPX    25000000
New York Times Co. CL A (09LPS   ACIPX    25000000
NEWALLIANCE BANCSHARES INC (09   ACIP     07500000
NEWELL RUBBERMAID, INC. (08LPS   BCIPX    25000000
NEWELL RUBBERMAID, INC. (09LPS   BCIPX    25000000
NEWFIELD EXPLORATION COMPANY (   ABCIPX   25000000
NEWFIELD EXPLORATION COMPANY (   ABCIPX   25000000
NEWMONT MINING CO (08LPS)        ABCIPX   25000000
NEWMONT MINING CO (09LPS)        ABCIPX   25000000
NEWPORT CORP. (WRAP) (08LPS)     ACIPX    07500000
NEWPORT CORP. (WRAP) (09LPS)     ACIPX    07500000
NEXTEL COMM CL A (08LPS) (Merg   ABCIPX   57000000
NEXTEL PARTNERS INC (08LPS)      CP       25000000
NEXTEL PARTNERS INC (09LPS)      CP       25000000
NII HOLDINGS, INC.(08LPS)        ABCIPX   40000000
NII HOLDINGS, INC.(09LPS)        ABCIPX   40000000
NIKE INC. CLASS B (08LPS)        ABCIPX   50000000
NIKE, Inc. (09LPS)               ABCIPX   50000000
NISource Holdings Co. (09LPS)    ACIPX    25000000
NISOURCE, INC (08LPS)            ACIPX    25000000
NITROMED, INC (08LPS)            CIPX     07500000
NITROMED, INC (09LPS)            CIPX     07500000
NMT Medical Inc (08LPS)          BCIPX    07500000
NMT Medical Inc (09LPS)          BCIPX    07500000
NOBLE CORP. (08LPS)              ABCIPX   25000000
NOBLE CORP. (09LPS)              ABCIPX   25000000
NOKIA CORP (08LPS)               ABCIPX   25000000
Nokia Corp. Class A (09LPS)      ABCIPX   25000000
NORDSTROM (08LPS)                ABCIPX   50000000
Nordstrom (09LPS)                ABCIPX   50000000
NORFOLK SOUTHERN CORP (08LPS)    ABCIPX   25000000
NORFOLK SOUTHERN CORP (09LPS)    ABCIPX   25000000
NORTEL NETWORKS (08LPS)          ACIPX    25000000
NORTEL NETWORKS (08LPS)(10 sh    ACIPX    25000000
NORTEL NETWORKS (09LPS)          ACIPX    25000000
NORTH FORK BANCORP INC (08LPS)   AC       25000000
NORTH FORK BANCORP INC (09LPS)   A        25000000
NORTHFIELD LABORATORIES, INC.    ABCIPX   20000000
NORTHFIELD LABORATORIES, INC.(   ABCIPX   20000000
NORTHROP GRUMMAN CORP (08LPS)    ABCIPX   25000000
NORTHROP GRUMMAN CORP (09LPS)    ABCIPX   25000000
NORTHWEST AIRLINES CORP(08LPS)   CX       25000000
NOVA CHEMICALS CORP (09LPS)      ACIPX    07500000
NOVA CHEMICALS CORPORATION (08   ACIPX    07500000
NOVARTIS AG (08LPS)              ABCIPX   25000000
Novartis AG (09LPS)              ABCIPX   25000000
NOVASTAR FINANCIAL INC (08LPS)   ABCIPX   25000000
NOVASTAR FINANCIAL INC (09LPS)   ABCIPX   25000000
NOVAVAX INC (08LPS)              ACIPX    25000000
Novavax, Inc. (09LPS)            ACIPX    25000000
NOVELIS INC. (08LPS)             ACPX     25000000
NOVELIS INC. (09LPS)             ACPX     25000000
NOVELL, INC. (08LPS)             ABCIPX   25000000
NOVELL, INC. (09LPS)             ABCIPX   25000000
NOVELLUS SYSTEMS INC. (08LPS)    ABCIPX   25000000
NOVELLUS SYSTEMS INC. (09LPS)    ABCIPX   25000000
NRG ENERGY, INC. (08LPS)         ABCIPX   25000000
NRG Energy, Inc. (09LPS)         ABCIPX   25000000
NUCOR CORP (08LPS)               ABCIPX   50000000
NUCOR CORP (08LPS) Wrap          ABCIPX   50000000
Nucor Corp. (09LPS)              ABCIPX   50000000
NuStar Energy LP (08LPS)         CX       02500000
NuStar Energy LP (09LPS)         CX       02500000
NuStar GP Holdings LLC (08LPS)   ACX      07500000
NUTRI SYSTEM INC (08LPS)         ABCIPX   25000000
NUTRI SYSTEM INC (09LPS)         ABCIPX   25000000
NUVELO INC. (08LPS)              ACIPX    25000000
Nuvelo, Inc. (09LPS)             ACIPX    25000000
NVIDIA CORPORATION (08LPS)       ABCIPX   50000000
NVIDIA CORPORATION (09LPS)       ABCIPX   50000000
Nymex Holdings Inc (08LPS)       ACIPX    07500000
Nymex Holdings Inc (09LPS)       ACIPX    07500000
NYSE Euronext (08LPS)            ABCIPX   25000000
NYSE Euronext (08LPS) Wrap       ABCIPX   25000000
NYSE Euronext (09LPS)            ABCIPX   25000000
NYSE Euronext (09LPS) Wrap       ABCIPX   25000000
OCCIDENTAL PETROLEUM (08LPS)     ABCIPX   50000000
OCCIDENTAL PETROLEUM (08LPSWRA   ABCIPX   50000000
OCCIDENTAL PETROLEUM (09LPS)     ABCIPX   50000000
OFFICE DEPOT INC. (08LPS)        ABCIPX   25000000
Office Depot, Inc. (09LPS)       ABCIPX   25000000
OFFICEMAX INC. (08LPS)           ABCIPX   25000000
OfficeMax Inc. (09LPS)           ABCIPX   25000000
OIL SERVICE HOLDERS TRUST (08L   ABCIPX   25000000
OIL SERVICE HOLDERS TRUST (08L   ABCIPX   25000000
Oil Service HOLDRs Trust (09LP   ABCIPX   25000000
Oil States International (08LP   ACIPX    25000000
Oil States International (09LP   ACIPX    25000000
OLIN CORP. (08LPS)               CIPX     20000000
OLIN CORP. (09LPS)               CIPX     20000000
OLYMPIC STEEL , INC (08LPS)      ACIPX    05000000
OLYMPIC STEEL , INC (09LPS)      ACIPX    05000000
OMI CORPORATION (08LPS)          ABCIP    25000000
OMI CORPORATION (09LPS)          ABCIP    25000000
OMNICARE INC (08LPS)             ABCIPX   25000000
OMNICARE INC (09LPS)             ABCIPX   25000000
OMNICELL, INC (08LPS)            CPX      05000000
OMNICELL, INC (09LPS)            CPX      05000000
OMNICOM GROUP (08LPS)            ABCIPX   25000000
Omnicom Group, Inc. (09LPS)      ABCIPX   25000000
OMNIVISION TECHNOLOGIES (08LPS   ABCIPX   25000000
OMNIVISION TECHNOLOGIES (09LPS   ABCIPX   25000000
On Assignment, Inc. (08LPS)      X        05000000
On Assignment, Inc. (09LPS)      X        05000000
ON SEMICONDUCTOR CORP (08LPS)    ACIPX    25000000
On Semiconductor Corp (09LPS)    ACIPX    25000000
ONYX PHARMACEUTICALS (08LPS)     ABCIPX   25000000
ONYX PHARMACEUTICALS (09LPS)     ABCIPX   25000000
OPENWAVE SYSTEMS (08LPS)         ABCIPX   25000000
Openwave Systems, Inc. (09LPS)   ABCIPX   25000000
OPTION CARE, INC. (08LPS)        A        07500000
OPTION CARE, INC. (09LPS)        A        07500000
OPTIONS XPRESS HOLDINGS INC. (   ABCIPX   25000000
OPTIONS XPRESS HOLDINGS INC. (   ABCIPX   25000000
ORACLE CORP (08LPS)              ABCIPX   25000000
ORACLE CORP (09LPS)              ABCIPX   25000000
ORASURE TECHNOLOGIES (08LPS)     ACIPX    07500000
ORASURE TECHNOLOGIES (09LPS)     ACIPX    07500000
ORBITAL SCIENCES CORP (08LPS)    ACIX     07500000
ORBITAL SCIENCES CORP (09LPS)    ACIX     07500000
ORCHID CELLMARK, INC (08LPS)     P        05000000
ORCHID CELLMARK, INC (09LPS)     P        05000000
OREGON STEEL MILLS, INC. (08LP   CX       25000000
OREGON STEEL MILLS, INC. (09LP   CX       25000000
OSI PHARMACEUTICALS (08LPS)      ABCIPX   25000000
OSI Pharmaceuticals, Inc. (09L   ABCIPX   25000000
OVERSTOCK.COM, INC. (08LPS)      ABCIPX   25000000
OVERSTOCK.COM, INC. (09LPS)      ABCIPX   25000000
Owens Corning Inc. (08LPS)       ACX      07500000
Owens Corning Inc. (09LPS)       ACX      07500000
OWENS-ILLINOIS INC. (08LPS)      ABCIPX   25000000
OWENS-ILLINOIS INC. (09LPS)      ABCIPX   25000000
PACCAR INC. (08LPS)              ABCIPX   37500000
PACCAR INC. (08LPS)(150shrs)     ACIPX    37500000
PACCAR INC. (09LPS)              ABCIPX   37500000
PACCAR INC. (09LPS)(150shrs)     ACIPX    37500000
PACIFIC SUNWEAR CALIF INC (08L   ABCIPX   25000000
PACIFIC SUNWEAR CALIF INC. (09   ABCIPX   25000000
PACIFICARE HEALTH SYS (08LPS)    BCPX     82000000
PAIN THERAPEUTICS, INC (08LPS)   CIPX     20000000
Pain Therapeutics, Inc. (09LPS   CIPX     20000000
PALM, INC (08LPS)                ABCIPX   50000000
PALM, INC (09LPS)                ABCIPX   50000000
PALOMAR MEDICAL TECHNOLOGIES,    ACIPX    07500000
Pan American Silver Corp (09LP   ABCIPX   25000000
PAN AMERICAN SILVER CORP. (08L   ABCIPX   25000000
PANERA BREAD CO. - CLASS A (08   ABCIPX   25000000
PANERA BREAD CO. - CLASS A (09   ABCIPX   25000000
PAR PHARMACEUTICAL COS., INC.    ABCIPX   20000000
PAR PHARMACEUTICAL COS., INC.    ABCIPX   20000000
PARKER-HANNIFIN CORP (08LPS)     ACIPX    25000000
PARKER-HANNIFIN CORP (09LPS)     ACIPX    25000000
PATHMARK STORES, INC.(08LPS)     AX       07500000
PATTERSON-UTI ENERGY (08LPS)     ABCIPX   25000000
PATTERSON-UTI ENERGY (09LPS)     ABCIPX   25000000
PAYCHEX, INC (09LPS)             ABCIPX   25000000
PAYCHEX, INC(08LPS)              ABCIPX   25000000
PAYLESS SHOESOURCE, INC. (08LP   ACIPX    25000000
PAYLESS SHOESOURCE, INC. (09LP   ACIPX    25000000
PDL BioPharma (09LPS)            ABCIPX   25000000
PDL BioPharma INC. (08LPS)       ABCIPX   25000000
PEABODY ENERGY CORP. (08LPS)     ABCIPX   25000000
PEABODY ENERGY CORP. (09LPS)     ABCIPX   25000000
PENWEST PHARMACEUTICAL CO.(08L   ABCIPX   20000000
PENWEST PHARMACEUTICAL CO.(09L   ABCIPX   20000000
PEOPLES BANK (08LPS)             ACIX     25000000
PEOPLES BANK (09LPS)             ACIX     25000000
PEOPLES ENERGY CORP. (08LPS)(m   PX       05000000
PEOPLES ENERGY CORP. (09LPS)(m   PX       05000000
People's United Financial Inc.   ACIX     25000000
People's United Financial Inc.   ACIX     25000000
Pep Boys (08LPS)                 ACIPX    25000000
Pep Boys (09LPS)                 ACIPX    25000000
PEPSICO (08LPS)                  ABCIPX   25000000
PepsiCo Inc. (09LPS)             ABCIPX   25000000
PERKINELMER, INC. (08LPS)        ACIX     25000000
PERKINELMER, INC. (09LPS)        ACIX     25000000
PEROT SYSTEMS CORP. (08LPS)      APX      07500000
PEROT SYSTEMS CORP. (09LPS)      X        07500000
PER-SE TECHNOLOGIES, INC. (08L   CX       20000000
PER-SE TECHNOLOGIES, INC. (09L   CX       20000000
Peru Copper Inc. (08LPS)         ACIPX    20000000
Peru Copper Inc. (09LPS)         ACIPX    20000000
PETCO Animal Supplies, Inc. (0   AC       25000000
PETCO ANIMAL SUPPLIES, INC. (0   AC       25000000
PETROCHINA COMPANY (08LPS)       ABCIPX   25000000
PETROCHINA COMPANY (09LPS)       ABCIPX   25000000
PETROHAWK ENERGY CORPORATION (   CIPX     66250000
Petroleo Brasileiro S.A. (09LP   ABCIPX   25000000
PETROLEO BRASILEIRO SA (08LPS)   ABCIPX   25000000
PFIZER (08LPS)                   ABCIPX   25000000
PFIZER (09LPS)                   ABCIPX   25000000
PG & E CORP (08LPS)              ABCIPX   25000000
PG & E CORP (09LPS)              ABCIPX   25000000
PHARM PROD DEV (08LPS)           ACIPX    25000000
PHARM PROD DEV (09LPS)           ACIPX    25000000
PHARMACEUTICAL HOLDRS (08LPS)    ABCIPX   25000000
PHARMACEUTICAL HOLDRS (08LPS)    ABCIPX   25000000
PHARMACEUTICAL HOLDRS (08LPS)    ABCIPX   25000000
PHARMACEUTICAL HOLDRS (09LPS)    ABCIPX   25000000
PHARMACEUTICAL HOLDRS (09LPS)    ABCIPX   25000000
PHARMACYCLICS, INC. (08LPS)      ACIPX    07500000
PHARMACYCLICS, INC. (09LPS)      ACIPX    07500000
PharmaNet Development Group In   ACIPX    25000000
PharmaNet Development Group In   ACIPX    25000000
Pharmion Corp. (08LPS)           ABCIPX   07500000
Pharmion Corp. (09LPS)           ABCIPX   07500000
PHELPS DODGE (08LPS)             ABCIPX   50000000
PHELPS DODGE (08LPS) WRAP        ABCIPX   50000000
PHELPS DODGE (08LPS) WRAP(merg   ABCIPX   75000000
PHELPS DODGE (08LPS)(merger)     ABCIPX   75000000
Phelps Dodge (09LPS)             ABCIPX   50000000
Phelps Dodge (09LPS)(merger)     ABCIPX   75000000
PHH CORPORATION (08LPS)          X        20000000
PHH CORPORATION (09LPS)          X        20000000
PHOENIX COMPANIES (08LPS)        PX       07500000
PHOENIX COMPANIES (09LPS)        X        07500000
PHOTON DYNAMICS (08LPS)          ACIPX    07500000
Photon Dynamics, Inc. (09LPS)    ACIPX    07500000
PHOTRONICS, INC. (08LPS)         ACIPX    20000000
PHOTRONICS, INC. (09LPS)         ACIPX    20000000
PILGRIMS PRIDE CORP (08LPS)      ABCIPX   25000000
PILGRIMS PRIDE CORP (09LPS)      ABCIPX   25000000
PINNACLE AIRLINES CORP (08LPS)   CX       07500000
PINNACLE AIRLINES CORP (09LPS)   CX       07500000
PINNACLE WEST CAPITAL CORP. (0   P        07500000
PINNACLE WEST CAPITAL CORP. (0   P        07500000
PIONEER NATURAL RESOURCES (09L   ABCIPX   25000000
PIONEER NATURAL RESOURCES COS    ABCIPX   25000000
Pitney Bowes, Inc. (09LPS)       CIPX     25000000
PITNEY-BOWES INC (08LPS)         ACIPX    25000000
PLACER DOME INC (08LPS) (merge   BCIPX    50000000
PLAINS EXPLORATION & PROD COMP   ABCIPX   25000000
PLAINS EXPLORATION & PROD COMP   ABCIPX   25000000
PLATINUM UNDERWRITERS HOLDINGS   P        07500000
PLATINUM UNDERWRITERS HOLDINGS   P        07500000
PLEXUS CORP (08LPS)              ABCIPX   25000000
PLEXUS CORP (09LPS)              ABCIPX   25000000
PLUG POWER INC (08LPS)           ACIPX    25000000
PLUG POWER INC (09LPS)           ACIPX    25000000
PMC-SIERRA INC (08LPS)           ABCIPX   25000000
PMC-SIERRA INC (09LPS)           ABCIPX   25000000
PMI GROUP (THE) (08LPS)          ABCIPX   25000000
PMI GROUP (THE) (09LPS)          ABCIPX   25000000
PNC FINANCIAL CORP. (08LPS)      ABCIPX   25000000
PNC FINANCIAL CORP. (09LPS)      ABCIPX   25000000
POGO PRODUCING CO.(08LPS)        ABCIPX   25000000
POGO PRODUCING CO.(09LPS)        ABCIPX   25000000
POLYCOM, INC (08LPS)             ABCIPX   25000000
Polycom, Inc. (09LPS)            ABCIPX   25000000
POLYMEDICA CORP. (08LPS)         ABCIPX   05000000
POLYMEDICA CORP. (09LPS)         ABCIPX   05000000
POTASH CORP OF SASK. (08LPS)     ABCIPX   25000000
POTASH CORP OF SASK. (09LPS)     ABCIPX   25000000
POTASH CORP OF SASK. (09LPS) W   ABCIPX   25000000
POTLATCH CORP (08 LPS)           AX       07500000
POTLATCH CORP (09LPS)            AX       07500000
POWER ONE INC (08LPS)            CPX      07500000
POWER ONE INC (09LPS)            CPX      07500000
PowerShares QQQ Trust (08LPS)    ABCIPX   90000000
PowerShares QQQ Trust (08LPS)    ABCIPX   90000000
PowerShares QQQ Trust (09LPS)    ABCIPX   90000000
POWERWAVE TECHNOLOGIES (08LPS)   ABCIPX   25000000
POWERWAVE TECHNOLOGIES (09LPS)   ABCIPX   25000000
POZEN, Inc. (08LPS)              ABCIPX   25000000
POZEN, Inc. (09LPS)              ABCIPX   25000000
PPG INDUSTRIES (08LPS)           ACIPX    25000000
PPG INDUSTRIES (09LPS)           ACIPX    25000000
PPL CORPORATION (08LPS)          PX       40000000
PPL CORPORATION (09LPS)          PX       40000000
PRAXAIR, INC (08LPS)             ACIPX    25000000
Praxair, Inc. (09LPS)            ACIPX    25000000
PRECISION DRILLING CORP(08LPS)   ACPX     25000000
PRECISION DRILLING TRUST (08LP   ACIPX    25000000
PRECISION DRILLING TRUST (09LP   ACIPX    25000000
PREMCOR INC (08LPS) (Merger)     X        25000000
PRE-PAID LEGAL SERV. (08LPS)     APX      02500000
PRE-PAID LEGAL SERV. (09LPS)     APX      02500000
PRICE COMMUNICATIONS CORP (08L   X        05000000
PRICE COMMUNICATIONS CORP (09L   X        05000000
PRICELINE.COM INC. (08LPS)       ABCIPX   25000000
Priceline.com, Inc. (09LPS)      ABCIPX   25000000
PRIDE INTERNATIONAL (08LPS)      ABCIPX   25000000
Pride International (09LPS)      ABCIPX   25000000
Procter & Gamble Company (09LP   ABCIPX   50000000
PROCTOR & GAMBLE (08LPS)         ABCIPX   50000000
PROGENICS PHARMACEUTICALS (08L   BCIPX    05000000
PROGENICS PHARMACEUTICALS (09L   BCIPX    05000000
PROGRESS ENERGY INC. (08LPS)     ACIPX    25000000
Progress Energy, Inc. (09LPS)    ACIPX    25000000
PROGRESSIVE CORPORATION (08LPS   ABCIPX   80000000
PROGRESSIVE CORPORATION (09LPS   ABCIPX   80000000
PROQUEST COMPANY (08LPS)         X        07500000
PROQUEST COMPANY (09LPS)         X        07500000
PROVIDIAN FINL. CORP. (08LPS)    ABCIP    50000000
PRUDENTIAL FINANCIAL (08LPS)     ABCIPX   25000000
PRUDENTIAL FINANCIAL (09LPS)     ABCIPX   25000000
PSS WORLD MEDICAL INC (08LPS)    CPX      07500000
PSS WORLD MEDICAL INC (09LPS)    CPX      07500000
PSYCHIATRIC SOLUTIONS INC (08L   ACIPX    20000000
PSYCHIATRIC SOLUTIONS INC (09L   ACIPX    20000000
PULTE HOMES INC (08LPS)          ABCIPX   50000000
Pulte Homes, Inc. (09LPS)        ABCIPX   50000000
PXRE Group Limited (08LPS)       AX       25000000
PXRE Group Limited (09LPS)       AX       25000000
QIAO XING UNIVERSAL TELEPHONE    ABCIPX   25000000
QIAO XING UNIVERSAL TELEPHONE    ABCIPX   25000000
Qlogic Corp. (09LPS)             ABCIPX   50000000
QLOGIC CORPORATION (08LPS)       ABCIPX   50000000
QLT, INC (08LPS)                 ABCIPX   25000000
QLT, INC (09LPS)                 ABCIPX   25000000
QUALCOMM INC (08LPS)             ABCIPX   25000000
Qualcomm Inc. (09LPS)            ABCIPX   25000000
QUANTA SERVICES (08LPS)          ACIPX    25000000
QUANTA SERVICES (09LPS)          ACIPX    25000000
QUEST DIAGNOSTICS INC (08LPS)    ABCIPX   25000000
QUEST DIAGNOSTICS INC (09LPS)    ABCIPX   25000000
QUICKSILVER RESOURCES (08LPS)    ABCIPX   25000000
QUICKSILVER RESOURCES (09LPS)    ABCIPX   25000000
QWEST COMMUNICATIONS (08LPS)     ABCIPX   25000000
Qwest Communications (09LPS)     ABCIPX   25000000
R.H. DONNELLEY CO. (09LPS)       ACIPX    07500000
R.H. DONNELLEY CO. (08LPS)       ACIPX    07500000
RACKABLE SYSTEMS (08LPS)         ABCIPX   25000000
RACKABLE SYSTEMS (09LPS)         ABCIPX   25000000
RADIAN GROUP (08LPS)             CIPX     25000000
RADIAN GROUP (09LPS)             CIPX     25000000
RADIOSHACK CORP. (08LPS)         ABCIPX   25000000
RadioShack Corp. (09LPS)         ABCIPX   25000000
RADISYS CORPORATION (08LPS)      PX       05000000
RADISYS CORPORATION (09LPS)      PX       05000000
RADWARE LTD. (08LPS)             ACIPX    05000000
RADWARE LTD. (09LPS)             ACIPX    05000000
RAIT Financial Trust (09LPS)     ACX      20000000
RAMBUS INC (08LPS)               ABCIPX   25000000
RAMBUS INC (09LPS)               ABCIPX   25000000
RANGE RESOURCES CORPORATION (0   ABCIPX   25000000
RANGE RESOURCES CORPORATION (0   ABCIPX   25000000
Rare Hospitality Corp (08LPS)    P        07500000
Rare Hospitality Corp (09LPS)    P        07500000
Raser Technologies Inc (08LPS)   CIPX     02500000
Raser Technologies Inc (09LPS)   CIPX     02500000
RAYTHEON CO (08LPS)              ABCIPX   25000000
RAYTHEON CO (09LPS)              ABCIPX   25000000
RealNetworks, Inc. (08LPS)       ABCIPX   25000000
RealNetworks, Inc. (09LPS)       ABCIPX   25000000
RECKSON ASSOCIATES REALTY (08L   X        07500000
RECKSON ASSOCIATES REALTY (09L   X        07500000
RED HAT, INC. (08LPS)            ABCIPX   25000000
RED HAT, INC. (09LPS)            ABCIPX   25000000
RED ROBIN GOURMET BURGERS (09L   ACIPX    07500000
RED ROBIN GOURMET BURGERS, INC   ACIPX    07500000
REDBACK NETWORKS, INC. (08LPS    ABCIP    25000000
REDBACK NETWORKS, INC. (09LPS)   ABCIP    25000000
REDWOOD TRUST (08LPS)            ACP      05000000
REDWOOD TRUST INC (09LPS)        ACP      05000000
REEBOK INTERNATIONAL (08LPS)     ACPX     25000000
REGENERON PHARMACEUTICALS (08L   ACIPX    07500000
REGENERON PHARMACEUTICALS (09L   ACIPX    07500000
REGIONAL BANK HOLDERS (08LPS)    ABCIPX   20000000
REGIONAL BANK HOLDERS (09LPS)    ABCIPX   20000000
REGIONS FINANACIAL INC (09LPS)   CIPX     50000000
REGIONS FINANCIAL CORP (08LPS)   CIPX     50000000
RELIANT ENERGY INC. (08LPS)      ABCIPX   25000000
RELIANT ENERGY INC. (09LPS)      ABCIPX   25000000
RENOVIS INC (08LPS)              ACIPX    25000000
Renovis, Inc. (09LPS)            ACIPX    25000000
RESEARCH IN MOTION LIMITED (08   ABCIPX   25000000
RESEARCH IN MOTION LIMITED (09   ABCIPX   25000000
RESEARCH IN MOTION LMTD (08LPS   ABCIPX   25000000
RESEARCH IN MOTION LMTD (09LPS   ABCIPX   25000000
RETAIL HOLDRS TRUST (08LPS)      ABCIPX   25000000
RETAIL HOLDRS TRUST (08LPS) (D   ABCIPX   25000000
Retail HOLDRs Trust (09LPS)      ABCIPX   25000000
Retail HOLDRs Trust (09LPS) (D   ABCIPX   25000000
REYNOLDS AMERICAN (08LPS) Wra    ABCIPX   50000000
REYNOLDS AMERICAN (09LPS) Wra    ABCIPX   50000000
REYNOLDS AMERICAN INC. (08LPS)   ABCIPX   50000000
REYNOLDS AMERICAN INC. (09LPS)   ABCIPX   50000000
RF MICRO DEVICES (08LPS)         ABCIPX   25000000
RF MICRO DEVICES (09LPS)         ABCIPX   25000000
RITE AID CORPORATION (08LPS)     ABCIPX   25000000
Rite Aid Corporation (09LPS)     ABCIPX   25000000
ROCKWELL AUTOMATION (09LPS)      ACIPX    25000000
ROCKWELL AUTOMATION (08LPS)      ACIPX    25000000
ROPER INDUSTRIES INC (08LPS)     PX       07500000
ROPER INDUSTRIES INC (09LPS)     PX       07500000
ROWAN COMPANIES INC. (08LPS)     ABCIPX   25000000
ROWAN COMPANIES INC. (09LPS)     ABCIPX   25000000
ROYAL CARIBBEAN CRUISES(08LPS)   ABCIPX   25000000
ROYAL CARIBBEAN CRUISES(09LPS)   ABCIPX   25000000
ROYAL DUTCH PETROLEUM (08LPS)    BCX      25000000
ROYAL DUTCH SHEL PLC CL A (08L   ACIPX    25000000
Royal Dutch Shell plc Cl. A (0   ACIPX    25000000
ROYAL GOLD, INC. (08LPS)         ABCIPX   20000000
Royal Gold, Inc. (09LPS)         ABCIPX   20000000
RPC INC (08LPS)                  ACIPX    11250000
RPC INC (08LPS)(150 shares)      ACIPX    11250000
RPC INC (09LPS)                  ACIPX    11250000
RPC INC (09LPS)(150 shares)      ACIPX    11250000
RPM INTERNATIONAL, INC (08LPS)   A        07500000
RPM INTERNATIONAL, INC (09LPS)   A        07500000
RUSSELL 1000 INDEX (08LPS)       ACIP     07500000
RUSSELL 1000 INDEX (09LPS)       ACIP     07500000
RYDER SYSTEMS INC. (08LPS)       ACIPX    20000000
RYDER SYSTEMS INC. (09LPS)       ACIPX    20000000
RYERSON, Inc (08LPS)             ACIPX    20000000
RYERSON, INC (09LPS)             ACIPX    20000000
SAFECO CORPORATION (08LPS)       CIPX     25000000
SAFECO CORPORATION (09LPS)       CIPX     25000000
SAFENET INC (08LPS)              CX       07500000
SAFENET INC (09LPS)              CX       07500000
SAFEWAY, INC. (08LPS)            ABCIPX   25000000
SAFEWAY, INC. (09LPS)            ABCIPX   25000000
SAIC, Inc. (08LPS)               ACIPX    25000000
SAIC, Inc. (09LPS)               ACIPX    25000000
Saint Jude Medical (09LPS)       ABCIPX   25000000
SAINT JUDE MEDICAL INC. (08LPS   ABCIPX   25000000
Saks, Inc. (08LPS)               BCIPX    25000000
Saks, Inc. (09LPS)               BCIPX    25000000
SALESFORCE.COM (08LPS)           ABCIPX   25000000
SALESFORCE.COM (09LPS)           ABCIPX   25000000
SANDISK CORP (08LPS)             ABCIPX   50000000
SANDISK CORP (08LPS) WRAP        ABCIPX   50000000
SanDisk Corporation (09LPS)      ABCIPX   50000000
SANMINA-SCI CORP. (08LPS)        ABCIPX   25000000
Sanmina-SCI Corporation (09LPS   ABCIPX   25000000
SANOFI-AVENTIS (08LPS)           ABCIPX   25000000
SANOFI-AVENTIS (09LPS)           ABCIPX   25000000
SAP AG (08LPS)                   ABCIPX   25000000
SAP AG (09LPS)                   ABCIPX   25000000
Sara Lee (09LPS)                 ABCIPX   25000000
Sara Lee (09LPS) (Distribution   AIPX     25000000
SARA LEE CORPORATION (08LPS)     ABCIPX   25000000
SARA LEE CORPORATION (08LPS)(d   AIPX     25000000
Satyam Computer Services Ltd.    ACIPX    25000000
Satyam Computer Services Ltd.    ACIPX    25000000
SAVIENT PHARMACEUTICALS INC (0   ACIPX    07500000
SBC Comm, Inc. (09LPS)           ABCIPX   83000000
SCHERING-PLOUGH CORP (08LPS)     ABCIPX   25000000
SCHERING-PLOUGH CORP (09LPS)     ABCIPX   25000000
SCHLUMBERGER LTD (08LPS)         ABCIPX   50000000
SCHLUMBERGER LTD (09LPS)         ABCIPX   50000000
SCHNITZER STEEL INDUSTRIES (08   ABCIPX   25000000
SCHNITZER STEEL INDUSTRIES (09   ABCIPX   25000000
SCHWAB (CHARLES) CORP (08LPS)    ABCIPX   25000000
SCHWAB (CHARLES) CORP (09LPS)    ABCIPX   25000000
Sciele Pharma Inc (08LPS)        ACPX     20000000
Sciele Pharma Inc (09LPS)        ACPX     20000000
SCIENTIFIC ATLANTA (08LPS)       ABCIP    25000000
Scotts Miracle Gro Co. CL. A     ACIPX    10000000
Scotts Miracle Gro Co. CL. A (   ACIPX    10000000
SEACOR Holdings, Inc. (08LPS)    P        05000000
SEACOR Holdings, Inc. (09LPS)    P        05000000
SEAGATE TECHNOLOGY (08LPS)       ABCIPX   50000000
SEAGATE TECHNOLOGY (09LPS)       ABCIPX   50000000
SEALED AIR CORP (08LPS)          BCIPX    15000000
Sealed Air Corp.(New) (09LPS)    BCIPX    15000000
Sears Holdings Corporation (08   ABCIPX   25000000
Sears Holdings Corporation (08   ABCIPX   25000000
Sears Holdings Corporation (08   ABCIPX   25000000
Sears Holdings Corporation (09   ABCIPX   25000000
Sears Holdings Corporation (09   ABCIPX   25000000
SEI INVESTMENTS CO (08LPS)       CX       07500000
SEI INVESTMENTS CO (09LPS)       CX       07500000
SEMICONDUCTOR HOLDRS (08LPS)     ABCIPX   25000000
SEMICONDUCTOR HOLDRS (08LPS)(d   ABCIPX   25000000
Semiconductor HOLDRs (09LPS)     ABCIPX   25000000
Semiconductor HOLDRs (09LPS)(d   ABCIPX   25000000
SEPRACOR INC (08LPS)             ABCIPX   25000000
Sepracor Inc. (09LPS)            ABCIPX   25000000
SEROLOGICALS CORP (08LPS)        X        07500000
SEROLOGICALS CORP (09LPS)        X        07500000
SERVICE CORPORATION INTERNATIO   X        25000000
SERVICE CORPORATION INTL (09LP   X        25000000
SHANDA INTERACTIVE ENTERAINMEN   ABCIPX   25000000
SHANDA INTERACTIVE ENTERAINMEN   ABCIPX   25000000
SHAW GROUP, INC. (08LPS)         ABCIPX   25000000
Shaw Group, Inc. (09LPS)         ABCIPX   25000000
Shire PLC (08LPS)                ABCIPX   25000000
Shire plc ADS (09LPS)            ABCIPX   25000000
SHUFFLEMASTER CORP. (08LPS)      BCIPX    25000000
SHUFFLEMASTER CORP. (09LPS)      BCIPX    25000000
SIEBEL SYSTEMS INC (08LPS)       ABCX     25000000
Siemens AG - ADR (08LPS)         CPX      07500000
Siemens AG (09LPS)               CPX      07500000
SIERRA PACIFIC RES. (08LPS)      X        25000000
SIERRA PACIFIC RES. (09LPS)      X        25000000
SIGMA DESIGNS, INC. (08LPS)      BCIPX    20000000
SIGMA DESIGNS, INC. (09LPS)      BCIPX    20000000
SIGMATEL INCORPORATED (08LPS)    CIX      25000000
SIGMATEL INCORPORATED (09LPS)    CIX      25000000
SILICON LABORATORIES INC. (08L   ABCIPX   25000000
SILICON LABORATORIES INC. (09L   ABCIPX   25000000
SILICON VALLEY BANCSHARES (08L   PX       07500000
SILICON VALLEY BANCSHARES (09L   PX       07500000
Siliconware Precision Ind.-ADR   C        25000000
Siliconware Precision Ind.-ADR   C        25000000
SIMON PROPERTY GROUP, INC. (08   ABCIPX   25000000
Simon Property, Inc. (09LPS)     ABCIPX   25000000
SINA CORP (08LPS)                ABCIPX   25000000
SINA CORP (09LPS)                ABCIPX   25000000
SIRF TECHNOLOGY HOLDINGS, INC    ABCIPX   25000000
SIRF TECHNOLOGY HOLDINGS, INC    ABCIPX   25000000
SIRIUS SATELLITE (08LPS)         ABCIPX   25000000
SIRIUS SATELLITE (09LPS)         ABCIPX   25000000
SIX FLAGS INC. (08LPS)           ABCIPX   25000000
SIX FLAGS INC. (09LPS)           ABCIPX   25000000
SK TELECOM CO. LTD (08LPS)       C        25000000
SK TELECOM CO. LTD (09LPS)       C        25000000
SKYWORKS SOLUTIONS, INC. (08LP   ABCIPX   25000000
SKYWORKS SOLUTIONS, INC. (09LP   ABCIPX   25000000
SLM CORP (08LPS)                 ABCIPX   25000000
SLM Corporation (09LPS)          ABCIPX   25000000
Smith & Wesson Holding Corp. (   ACIPX    20000000
Smith & Wesson Holding Corp. (   ACIPX    20000000
Smith Intern., Inc. (09LPS)      ABCIPX   50000000
SMITH INTERNATIONAL (08LPS)      ABCIPX   50000000
SMITHFIELD FOODS (08LPS)         ABCIPX   20000000
Smithfield Foods, Inc. (09LPS)   ABCIPX   20000000
SMURFIT STONE CONTAINER CORP(0   ABCIPX   25000000
SMURFIT STONE CONTAINER CORP(0   ABCIPX   25000000
SOLECTRON CORP (08LPS)           ABCIPX   25000000
Solectron Corp. (09LPS)          ABCIPX   25000000
SOMANETICS CORPORATION (08LPS)   AX       05000000
SOMANETICS CORPORATION (09LPS)   AX       05000000
SONUS NETWORKS INC (08LPS)       ABCIPX   25000000
SONUS NETWORKS INC (09LPS)       ABCIPX   25000000
SONUS PHARMACEUTICALS INC (08L   IX       05000000
SONUS PHARMACEUTICALS INC (09L   IX       05000000
SONY CORPORATION (08LPS)         ABCIPX   25000000
Sony Corporation ADR (09LPS)     ABCIPX   25000000
SOUTHERN COPPER CORPORATION (    ABCIPX   25000000
SOUTHERN CO (08LPS)              ABCIPX   25000000
SOUTHERN CO (09LPS)              ABCIPX   25000000
SOUTHWEST AIRLINES CO (08LPS)    ABCIPX   25000000
SOUTHWEST AIRLINES CO (09LPS)    ABCIPX   25000000
SOUTHWESTERN ENERGY COMPANY (0   ABCIPX   25000000
SOVEREIGN BANCORP(08LPS)         ABCIPX   26250000
SOVEREIGN BANCORP(08LPS)(105 s   ABCIPX   26250000
Sovreign Bancorp,Inc. (09LPS)    ABCIPX   26250000
Sovreign Bancorp,Inc. (09LPS)    ABCIPX   26250000
Spansion, Inc. Class A (08LPS)   ACIPX    25000000
Spansion, Inc. Class A (09LPS)   ACIPX    25000000
SPECTRUM PHARMACEUTICALS (08LP   ABCIPX   05000000
SPECTRUM PHARMACEUTICALS (09LP   ABCIPX   05000000
SPRINT NEXTEL CORP. (08LPS)      ABCIPX   57000000
SPRINT NEXTEL CORP. (08LPS)(s    ABCIPX   57000000
SPRINT NEXTEL CORP. (09LPS)      ABCIPX   57000000
SPX CORP. (08LPS)                ABCIPX   20000000
SPX CORP. (09LPS)                ABCIPX   20000000
SPY OPTION (LPS-DEC)             ABCIPX   30000000
SPY OPTION (LPS-DEC)             ABCIPX   30000000
SPY Option (LPS-DEC)             ABCIPX   30000000
SPY OPTION (LPS-DEC)             ABCIPX   30000000
SPY Option (LPS-DEC)             ABCIPX   30000000
ST. JOE CORPORATION (08LPS)      ABCIPX   25000000
ST. JOE CORPORATION (09LPS)      ABCIPX   25000000
STAAR Surgical Company (09LPS)   ACIPX    05000000
STAAR SURGICAL COMPANY(08LPS)    ACIPX    05000000
STAMPS.COM INC (09LPS)           ACIPX    07500000
STANDARD PACIFIC CORP (08LPS)    ABCIPX   25000000
STANDARD PACIFIC CORP (09LPS)    ABCIPX   25000000
STANLEY WORKS, THE (08LPS)       ACIPX    07500000
STANLEY WORKS, THE (09LPS)       ACIPX    07500000
STAPLES INC. (08LPS)             ABCIPX   25000000
STAPLES INC. (09LPS)             ABCIPX   25000000
STARBUCKS CORP (08LPS)           ABCIPX   50000000
Starbucks Corp. (09LPS)          ABCIPX   50000000
STARWOOD HOTELS/RESORTS (08LPS   ABCIPX   25000000
STARWOOD HOTELS/RESORTS (08LPS   ABCIPX   25000000
STARWOOD HOTELS/RESORTS (09LPS   ABCIPX   25000000
STATE STREET BOSTON (08LPS)      ACIPX    25000000
STATE STREET BOSTON (09LPS)      ACIPX    25000000
STATION CASINOS INC. (08LPS)     ABCIP    25000000
Station Casinos, Inc (09LPS)     ABCIP    25000000
STEEL DYNAMICS INC (08LPS)       ACIPX    50000000
STEEL DYNAMICS INC (09LPS)       ACIPX    50000000
STMicroelectronics N.V. (09LPS   ABCPX    25000000
STMICROELECTRONICS NV (08LPS)    ABCPX    25000000
STONE ENERGY CORP (08LPS)        ABCIPX   07500000
STONE ENERGY CORP (09LPS)        ABCIPX   07500000
STORAGE TECHNOLGY CORP(08LPS)    ACPX     25000000
STRYKER CORP (08LPS)             ABCIPX   25000000
STRYKER CORP (09LPS)             ABCIPX   25000000
SulphCo Inc (08LPS)              ACIPX    25000000
SulphCo Inc (09LPS)              ACIPX    25000000
Sun Healthcare Group, Inc. (08   CX       07500000
SUN MICROSYSTEMS (08LPS)         ABCIPX   25000000
Sun Microsystems, Inc. (09LPS)   ABCIPX   25000000
SUNCOR ENERGY (08LPS)            ABCIPX   25000000
SUNCOR ENERGY (09LPS)            ABCIPX   25000000
SUNGUARD DATA SYSTEMS INC (08L   APX      25000000
SUNOCO, INC (08LPS)              ABCIPX   50000000
SUNOCO, INC (09LPS)              ABCIPX   50000000
SunPower Corporation (08LPS)     ABCIPX   20000000
SunPower Corporation (09LPS)     ABCIPX   20000000
Suntech Power Holdings Co Ltd    ABCIPX   25000000
Suntech Power Holdings Co Ltd    ABCIPX   25000000
SUNTRUST BANKS, INC. (08LPS)     ABCIPX   25000000
SunTrust Banks, Inc. (09LPS)     ABCIPX   25000000
SUPERGEN INC (08LPS)             ABCIPX   07500000
SUPERGEN INC (09LPS)             ABCIPX   07500000
SUPERIOR ENERGY SERVICES, INC    ACIPX    25000000
SUPERIOR ENERGY SERVICES, INC    ACIPX    25000000
SURMODICS INC (08LPS)            ACIPX    05000000
SURMODICS INC (09LPS)            ACIPX    05000000
SYBASE, INC. (08LPS)             CIPX     25000000
SYBASE, INC. (09LPS)             CIPX     25000000
SYCAMORE NETWORKS, INC. (08LPS   CPX      25000000
SYCAMORE NETWORKS, INC. (09LPS   CPX      25000000
Symantec Corp. (09LPS)           ABCIPX   25000000
SYMANTEC CORPORATION (08LPS)     ABCIPX   25000000
Symbol Technologies (09LPS)      ABCI     25000000
SYMBOL TECHNOLOGIES INC. (08LP   ABCI     25000000
SYNAPTICS, INC. (08LPS)          ABCIPX   25000000
SYNAPTICS, INC. (09LPS)          ABCIPX   25000000
SYNERON MEDICAL LTD(08LPS)       ABCIPX   25000000
Syneron Medical Ltd. (09LPS)     ABCIPX   25000000
SYNOPSYS, INC (08LPS)            ABCIPX   25000000
SYNOPSYS, INC (09LPS)            ABCIPX   25000000
SYNOVOUS FINANCIAL CORP (08LPS   CIPX     25000000
SYNOVOUS FINANCIAL CORP (09LPS   CIPX     25000000
Syntax-Brillian Corporation (0   ACIPX    25000000
Syntax-Brillian Corporation (0   ACIPX    25000000
SYSCO CORP (08LPS)               ABCIPX   25000000
SYSCO CORP (09LPS)               ABCIPX   25000000
Taiwan Semi. Manu. Co. (09LPS)   ABCIPX   26520000
TAIWAN SEMICONDUCTOR (08LPS)     ABCIPX   26520000
TAIWAN SEMICONDUCTOR (08LPS) (   ABCIPX   26520000
Taiwan Semiconductor Mfg. Co.    ABCIPX   26520000
Taiwan Semiconductor Mfg. Co.    ABCIPX   26520000
TAKE-TWO INTERACT SOFT (09LPS)   ABCIPX   25000000
TAKE-TWO INTERACT SOFT(08LPS)    ABCIPX   25000000
TALBOTS INC (08LPS)              ACIPX    25000000
TALBOTS INC (09LPS)              ACIPX    25000000
TALX CORP. (08LPS)               CPX      07500000
TANOX, INC. (08LPS)              X        07500000
Tanox, Inc. (09LPS)              X        07500000
Target Corp. (09LPS)             ABCIPX   25000000
TARGET CORPORATION (08LPS)       ABCIPX   25000000
TASER INTERNATIONAL INC (08LPS   ABCIPX   25000000
TAUBMAN CENTERS, INC(08LPS)      CX       07500000
TAUBMAN CENTERS, INC(09LPS)      CX       07500000
TCF FINANCIAL CORP. (08LPS)      P        20000000
TCF FINANCIAL CORP. (09LPS)      P        20000000
TD Ameritrade Holding Corp.(08   ABCIPX   25000000
TD Ameritrade Holding Corp.(08   ABCIPX   25000000
TD Ameritrade Holding Corp.(09   ABCIPX   25000000
TECH DATA CORP (08LPS)           CIPX     20000000
TECH DATA CORP (09LPS)           CIPX     20000000
TECH SECTOR SPDR (08LPS) WRAP    ACIPX    25000000
TECH SECTOR SPDR (09LPS) Wrap    ACIPX    25000000
TECHNICAL OLYMPIC USA INC (08L   ACPX     25000000
TECHNICAL OLYMPIC USA INC (09L   ACPX     25000000
TECO ENERGY, INC. (08LPS)        ABCIPX   25000000
TECO ENERGY, INC. (09LPS)        ABCIPX   25000000
Teekay Shipping Corp (09LPS)     ABCIPX   20000000
TEEKAY SHIPPING CORP. (08LPS)    ABCIPX   20000000
TEKELEC (08LPS)                  BCIPX    25000000
TEKELEC (09LPS)                  BCIPX    25000000
TELEFONOS DE MEXICO (08LPS)      ABCIPX   25000000
TELEFONOS DE MEXICO (09LPS)      ABCIPX   25000000
TELIK, INC. (08LPS)              ABCIPX   25000000
Telik, Inc. (09LPS)              ABCIPX   25000000
TELLABS, INC. (08LPS)            ABCIPX   25000000
TELLABS, INC. (09LPS)            ABCIPX   25000000
TEMPLE INLAND INC. (08LPS)       CIPX     25000000
TEMPLE INLAND INC. (09LPS)       CIPX     25000000
TEMPUR-PEDIC INTL INC (08LPS)    ABCIPX   25000000
TEMPUR-PEDIC INTL INC (09LPS)    ABCIPX   25000000
TENET HEALTHCARE (08LPS)         ABCIPX   25000000
TENET HEALTHCARE (09LPS)         ABCIPX   25000000
Tenneco Inc (08LPS)              CIPX     07500000
Tenneco Inc (09LPS)              CIPX     07500000
TERADYNE,INC (08LPS)             ABCIPX   25000000
TERADYNE,INC (09LPS)             ABCIPX   25000000
Terex Corp (09LPS)               ABCIPX   40000000
TEREX CORPORATION (08LPS)        ABCIPX   40000000
Terra Industries, Inc. (08LPS)   CIPX     25000000
Terra Industries, Inc. (09LPS)   CIPX     25000000
TESORO CORP (08LPS)              ABCIPX   25000000
TESORO CORP (09LPS)              ABCIPX   25000000
TEVA PHARMACEUTICAL (08LPS)      ABCIPX   25000000
TEVA PHARMACEUTICAL (09LPS)      ABCIPX   25000000
TEXAS INDUSTRIES INC (08LPS)     CIPX     07500000
Texas Industries, Inc. (09LPS)   CIPX     07500000
Texas Insrtruments, Inc. (09LP   ABCIPX   25000000
TEXAS INSTRUMENTS (08LPS)        ABCIPX   25000000
TEXTRON INC. (08LPS)             ABCIPX   25000000
TEXTRON INC. (09LPS)             ABCIPX   25000000
THE BISYS GROUP (08LPS)          ACIPX    25000000
THE BISYS GROUP (09LPS)          ACIPX    25000000
THE E. W. SCRIPPS CO. CLASS A    AX       20000000
THE E. W. SCRIPPS CO. CLASS A    AX       20000000
The Exploration Company (08LPS   CX       07500000
THE FINISH LINE-CLASS A (08LPS   CIPX     20000000
THE FINISH LINE-CLASS A(09LPS)   CIPX     20000000
THE MANITOWOC COMPANY (09LPS)    ABCIPX   25000000
THE MANITOWOC COMPANY, INC (0    ABCIPX   25000000
The Market Vectors - Gold Mine   ACIPX    07500000
The Market Vectors - Gold Mine   ACIPX    07500000
THE MERIDIAN RESOURCE CORP (08   CIPX     25000000
The Meridian Resource Corp (09   CIPX     25000000
THE MILLS CORP. (08LPS)          ACPX     25000000
THE MILLS CORP. (09LPS)          ACPX     25000000
THE NASDAQ STOCK MARKET , INC    ABCIPX   25000000
THE NASDAQ STOCK MARKET , INC    ABCIPX   25000000
The News Corp. (09LPS)           ABCIPX   25000000
THE NEWS CORP. (NEW) CL A (08L   ABCIPX   25000000
THE NEWS CORP. (NEW) CL B (08L   ABCIPX   25000000
The News Corporation Limited A   ABCIPX   25000000
THE RYLAND GROUP, INC (08LPS)    ABCIPX   25000000
The Ryland Group, Inc. (09LPS)   ABCIPX   25000000
The Travelers Companies, Inc.    ABCIPX   25000000
The Travelers Companies, Inc.    ABCIPX   25000000
The Western Union Company (08L   ACIPX    25000000
The Western Union Company (09L   ACIPX    25000000
Theravance, Inc (08LPS)          ACIPX    05000000
Theravance, Inc (09LPS)          ACIPX    05000000
Thoratec Corp. (08LPS)           CIPX     25000000
Thoratec Labs Corp. (09LPS)      CIPX     25000000
Thornburg Mortg, Inc. (09LPS)    ACIPX    20000000
THORNBURG MORTGAGE (08LPS)       ACIPX    20000000
THQ, INC. (08LPS)                ACIPX    37500000
THQ, INC. (08LPS) (150 SHARES)   ACIPX    37500000
THQ, INC. (09LPS)                ACIPX    37500000
TIBCO SOFTWARE, INC. (08LPS)     ABCIPX   25000000
TIBCO SOFTWARE, INC. (09LPS)     ABCIPX   25000000
TIFFANY & CO. (08LPS)            ABCIPX   25000000
TIFFANY & CO. (09LPS)            ABCIPX   25000000
TIM HORTONS (08LPS)              ACIPX    25000000
TIM HORTONS (09LPS)              ACIPX    25000000
TIME WARNER INC (08LPS)          ABCIPX   25000000
Time Warner Inc (09LPS)          ABCIPX   25000000
TIME WARNER TELECOM INC. (08L    ACIPX    25000000
Time Warner Telecom Inc. (09LP   ACIPX    25000000
TITANIUM METALS CORPORATION (0   ABCIPX   25000000
TJX Co., Inc. (09LPS)            ACIPX    25000000
TJX COMPANIES, INC. (08LPS)      ACIPX    25000000
TLC Vision Corp (09LPS)          CPX      20000000
TLC VISION CORP. (08LPS)         CPX      20000000
TODCO (08LPS)                    ABCIPX   25000000
TODCO (09LPS)                    ABCIPX   25000000
TOLL BROTHERS INC (08LPS)        ABCIPX   50000000
TOLL BROTHERS INC (09LPS)        ABCIPX   50000000
TORCHMARK CORP (08LPS)           AIPX     07500000
TORCHMARK CORP (09LPS)           AIPX     07500000
TOREDOR RESOURCES CORP (08LPS)   ACIPX    05000000
TOREDOR RESOURCES CORP (09LPS)   ACIPX    05000000
TOYOTA MOTOR CORP (08LPS)        ABCIPX   07500000
TOYOTA MOTOR CORP (09LPS)        ABCIPX   07500000
TRANSMERIDIAN EXPLORATION (08    CIPX     07500000
TRANSOCEAN INC. (08LPS)          ABCIPX   25000000
TRANSOCEAN INC. (09LPS)          ABCIPX   25000000
TRIAD HOSPITALS (08LPS)          ACP      25000000
TRIAD HOSPITALS (09LPS)          ACP      25000000
TRIBUNE CO. (08LPS)              ABCP     25000000
TRIBUNE CO. (09LPS)              ABC      25000000
TRIMBLE NAVIGATION LIMITED (08   ACIPX    65000000
TRIMBLE NAVIGATION LIMITED (09   ACIPX    65000000
TRIMERIS, INC (08LPS)            CIPX     05000000
Trimeris, Inc. (09LPS)           CIPX     05000000
TRIZETTO GROUP INC (08LPS)       AX       07500000
TRIZETTO GROUP INC (09LPS)       AX       07500000
TRUE RELIGION APPAREL INC (08L   ABCIPX   20000000
TRUE RELIGION APPAREL INC (09L   ABCIPX   20000000
TRW AUTOMOTIVE HOLDINGS CORP.    X        07500000
TRW AUTOMOTIVE HOLDINGS CORP.    X        07500000
TSAKOS ENERGY NAVIGATION LTD (   ACIPX    02500000
TSAKOS ENERGY NAVIGATION LTD (   ACIPX    02500000
TV AZTECA S.A. DE C.V.(08LPS)    AC       25000000
Tween Brands, Inc. (08LPS)       CIPX     20000000
Tween Brands, Inc. (09LPS)       CIPX     20000000
TXU Company (09LPS)              ABCPX    50000000
TXU UTILITIES CO. (08LPS)        ABCPX    50000000
TYCO INTERNATIONAL (08LPS)       ABCIPX   25000000
Tyco Interntl LTD (09LPS)        ABCIPX   25000000
TYSON FOODS INC (08LPS)          ABCIPX   25000000
Tyson Foods, Inc. Cl A (09LPS)   ABCIPX   25000000
UAL Corporation (08LPS)          ABCIPX   25000000
UAL Corporation (09LPS)          ABCIPX   25000000
UBS AG (08LPS)                   ACIPX    50000000
UBS AG (09LPS)                   ACIPX    50000000
UDR Inc.                         PX       25000000
UDR Inc.                         PX       25000000
UGI CORPORATION (08LPS)          CX       07500000
UGI Corporation (09LPS)          CX       07500000
ULTRA PETROLEUM CORP (09LPS)     ABCIPX   50000000
ULTRA PETROLEUM CORP(08LPS)      ABCIPX   50000000
UNIBANCO UNIAO (08LPS)           ACX      25000000
UNIBANCO UNIAO (09LPS)           ACX      25000000
UNILEVER N.V. (08LPS)            ACPX     60000000
UNILEVER N.V. (09LPS)            ACPX     60000000
UNION PACIFIC (08LPS)            ABCIPX   25000000
UNION PACIFIC (09LPS)            ABCIPX   25000000
Unisys Corp. (09LPS)             ABCIPX   25000000
UNISYS CORPORATION (08LPS)       ABCIPX   25000000
United Auto Group, Inc. (09LPS   C        07500000
UNITED MICROELECTRONICS (08LPS   C        25250000
UNITED MICROELECTRONICS (08LPS   CX       25250000
UNITED MICROELECTRONICS (09LPS   C        25250000
UNITED ONLINE INC (08LPS)        BCIPX    25000000
UNITED ONLINE INC (09LPS)        BCIPX    25000000
United Parcel Service,Inc. (09   ABCIPX   25000000
UNITED PARCEL SERVICES (08LPS)   ABCIPX   25000000
UNITED RENTALS, INC. (08LPS)     ABCIPX   25000000
UNITED RENTALS, INC. (09LPS)     ABCIPX   25000000
UNITED STATES STEEL (08LPS)      ABCIPX   25000000
United States Steel Corporatio   ABCIPX   25000000
UNITED TECHNOLOGIES (08LPS)      ABCIPX   25000000
UNITED TECHNOLOGIES (09LPS)      ABCIPX   25000000
UNITED THERAPEUTICS (08LPS)      ABCIPX   07500000
UNITED THERAPEUTICS (09LPS)      ABCIPX   07500000
UNITEDHEALTH GROUP INC (09LPS)   ABCIPX   82000000
UNITEDHEALTH GROUP INC(08LPS)    ABCIPX   82000000
UNIVERSAL DISPLAY CORPORATION    PX       05000000
UNIVERSAL DISPLAY CORPORATION    PX       05000000
UNIVISION COMMUNICATIONS (08LP   ABCIX    25000000
UNIVISION COMMUNICATIONS (09LP   ABCIX    25000000
UNOCAL CORP (08LPS) Merger       ABCIPX   25000000
Unum Group (08LPS)               ABCIPX   25000000
Unum Group (08LPS)               ABCIPX   25000000
URBAN OUTFITTERS (08LPS)         ABCIPX   25000000
URBAN OUTFITTERS (09LPS)         ABCIPX   25000000
US AIRWAYS GROUP, INC (08LPS)    ABCIPX   25000000
US AIRWAYS GROUP, INC (09LPS)    ABCIPX   25000000
US BANCORP (08LPS)               ABCIPX   25000000
US BANCORP (09LPS)               ABCIPX   25000000
USEC Inc. (09LPS)                ABCIPX   25000000
USEC, INC. (08LPS)               ABCIPX   25000000
USG CORP (08LPS)                 ABCIPX   25000000
USG CORP (09LPS)                 ABCIPX   25000000
UST INC. (08LPS)                 ABCIPX   25000000
UST, Inc (09LPS)                 ABCIPX   25000000
Utilities HOLDRs (08LPS)         ABCIPX   07500000
Utilities HOLDRs (08LPS)(distr   ACIPX    07500000
Utilities HOLDRs (09LPS)         ABCIPX   07500000
Utilities HOLDRs (09LPS)(distr   ACIPX    07500000
UTILITIES SECTOR SPDR (08LPS)    ABCIPX   25000000
UTILITIES SECTOR SPDR (09LPS)    ABCIPX   25000000
UTSTARCOM, INC. (08LPS)          ABCIPX   25000000
UTSTARCOM, INC.(09LPS)           ABCIPX   25000000
VALASSIS COMMUNICATIONS INC (0   ACIPX    25000000
VALASSIS COMMUNICATIONS INC (0   ACIPX    25000000
VALEANT PHARMACEUTICALS INTL.    ABCIPX   25000000
VALEANT PHARMACEUTICALS INTL.(   ABCIPX   25000000
VALERO ENERGY CORP. (08LPS)      ABCIPX   25000000
VALERO ENERGY CORP. (09LPS)      ABCIPX   25000000
VALUECLICK, INC. (09LPS)         ABCIPX   25000000
VALUECLICK, INC.. (08LPS)        ABCIPX   25000000
VALUEVISION MEDIA INC.-CLS A (   APX      05000000
VALUEVISION MEDIA INC.-CLS A (   APX      05000000
Vanda Pharmaceuticals, Inc. (0   AC       07500000
Vanda Pharmaceuticals, Inc. (0   AC       07500000
VARIAN MEDICAL SYSTEMS, INC. (   ABCIPX   25000000
VARIAN MEDICAL SYSTEMS, INC. (   ABCIPX   25000000
VARIAN SEMICONDUCTOR EQUIPMENT   ACIPX    25000000
VARIAN SEMICONDUCTOR EQUIPMENT   ACIPX    25000000
VASOGEN INC (08LPS)              AC       25000000
VASOGEN INC (08LPS) (reverse s   AC       25000000
VCA ANTECH, INC. (08LPS)         ACIPX    20000000
VCA ANTECH, INC. (09LPS)         ACIPX    20000000
VEECO INSTRUMENTS (08LPS)        ACIPX    07500000
VEECO INSTRUMENTS (09LPS)        ACIPX    07500000
VeraSun Energy Corporation (08   CIPX     20000000
VeraSun Energy Corporation (09   CIPX     20000000
VERISIGN, INC. (08LPS)           ABCIPX   25000000
VERISIGN, INC. (09LPS)           ABCIPX   25000000
VERITAS DGC INC. (Merger) (09L   ACIPX    52500000
VERITAS DGC, INC. (08LPS) (mer   ACIPX    52500000
VERITAS SOFTWARE CORP (08LPS)    ABCIPX   25000000
VERIZON COMM (08LPS)             ABCIPX   50000000
VERIZON COMM (08LPS) (Distribu   ABCIPX   50000000
Verizon Comm.(09LPS)             ABCIPX   50000000
Verizon Comm.(09LPS) (Distribu   ABCIPX   50000000
Vertex Pharmaceuticals, Inc. (   ABCIPX   25000000
VERTEX PHARMACTLS (08LPS)        ABCIPX   25000000
VIACOM CL B (08LPS) (Reorganiz   ABCIPX   25000000
Viacom Inc. CL B (08LPS)         ABCIPX   25000000
Viacom Inc. CL B (09LPS)         ABCIPX   25000000
VIMPEL COMMUNICATIONS (08LPS)    ABCIPX   20000000
VIMPEL COMMUNICATIONS (08LPS)    ABCIPX   20000000
Vimpel-Communications ADR (09L   ABCIPX   20000000
Vimpel-Communications ADR (09L   ABCIPX   20000000
Virgin Media Inc                 ABCIPX   87500000
Virgin Media Inc                 ABCIPX   87500000
Virgin Media Inc (merger)        ACI      87500000
Virgin Media Inc (merger)        ABCIPX   87500000
VIROPHARMA INC. (09LPS)          ABCIPX   25000000
VIROPHARMA INCORPORATION (08LP   ABCIPX   25000000
VISHAY INTERTECHNOLOGY (08LPS)   ABCIPX   25000000
Vishay Technologies (09LPS)      ABCIPX   25000000
VISTEON CORP. (08LPS)            ABCIPX   25000000
VISTEON CORP. (09LPS)            ABCIPX   25000000
VITAL IMAGES INC. (08LPS)        AIX      05000000
VITAL IMAGES INC. (09LPS)        AIX      05000000
Vitesse Semiconductor Corp. (0   C        25000000
Vivendi S.A. (08LPS)             APX      07500000
VODAFONE GROUP PLC (08LPS)       ABCIPX   25000000
VODAFONE GROUP PLC (08LPS)       ABCIPX   25000000
Vodafone Group Plc (09LPS)       ABCIPX   25000000
Vodafone Group Plc (09LPS)       ABCIPX   25000000
VORNADO REALTY TRUST (08LPS)     CPX      25000000
VORNADO REALTY TRUST (09LPS)     CPX      25000000
VULCAN MATERIALS CO. (08LPS)     ACIPX    20000000
VULCAN MATERIALS CO. (09LPS)     ACIPX    20000000
W.R. GRACE & CO. (08LPS)         ABCIPX   25000000
W.R. GRACE & CO. (09LPS)         ABCIPX   25000000
WABASH NATIONAL CORP. (08LPS)    PX       07500000
Wachovia Company (09LPS)         ABCIPX   51250000
WACHOVIA CORP (NEW) (08LPS)      ABCIPX   51250000
WALGREEN CO (08LPS)              ABCIPX   25000000
Walgreen Co. (09LPS)             ABCIPX   25000000
WAL-MART STORES INC (08LPS)      ABCIPX   25000000
WAL-MART STORES INC (09LPS)      ABCIPX   25000000
WALT DISNEY COMPANY (08LPS)      ABCIPX   82500000
Walt Disney Corp. (The) (09LPS   ABCIPX   82500000
WALTER INDUSTRIES INC (08LPS)    ABCIPX   25000000
WALTER INDUSTRIES INC (08LPS)(   ACIPX    25000000
WALTER INDUSTRIES INC (09LPS)    ABCIPX   25000000
WALTER INDUSTRIES INC (09LPS)(   ACIPX    25000000
WARNER MUSIC GROUP (08LPS)       CX       07500000
WARNER MUSIC GROUP (09LPS)       CX       07500000
Washington Mutal (09LPS)         ABCIPX   50000000
WASHINGTON MUTUAL INC (08LPS)    ABCIPX   50000000
Waste Management (09LPS)         ABCIPX   25000000
WASTE MANAGEMENT INC (08LPS)     ABCIPX   25000000
WATERS CORPORATION (08LPS)       ACIPX    25000000
WATERS CORPORATION (09LPS)       ACIPX    25000000
WATSCO INC (08LPS)               IPX      07500000
WATSCO INC (09LPS)               IPX      07500000
WATSON PHARMACEUTICALS (08LPS)   ABCIPX   25000000
WATSON PHARMACEUTICALS(09LPS)    ABCIPX   25000000
WCI COMMUNITIES INC. (09LPS)     ACIPX    25000000
WCI COMMUNITIES INC.(08LPS)      ACIPX    25000000
WEATHERFORD INTL (08LPS)         ABCIPX   50000000
WEATHERFORD INTL (09LPS)         ABCIPX   50000000
WEBEX COMMUNICATIONS INC. (08L   ABCX     25000000
WEBEX COMMUNICATIONS INC. (09L   ABCX     25000000
WELLCARE HEALTH PLAN INC (08LP   CIPX     20000000
WELLCARE HEALTH PLAN INC (09LP   CIPX     20000000
WellPoint, Inc. (08LPS)          ABCIPX   25000000
WellPoint, Inc. (09LPS)          ABCIPX   25000000
WELLS FARGO & CO (08LPS)         ABCIPX   50000000
Wells Fargo Company (09LPS)      ABCIPX   50000000
WENDYS INTL, INC. (08LPS)        ABCIPX   25000000
WENDYS INTL, INC. (08LPS) (dis   ACIPX    25000000
WENDYS INTL, INC. (09LPS)        ABCIPX   25000000
WENDYS INTL, INC. (09LPS) (dis   ACIPX    25000000
WESCO INTERNATIONAL (08LPS)      ACIPX    25000000
WESCO INTERNATIONAL (09LPS)      ACIPX    25000000
WESTERN DIGITAL CORP (08LPS)     ABCIPX   25000000
WESTERN DIGITAL CORP (09LPS)     ABCIPX   25000000
WESTERN WIRELESS CORP. (08LPS)   P        50000000
WEYERHAUSER CO (08LPS)           ABCIPX   25000000
Weyerhauser Co (09LPS)           ABCIPX   25000000
WHEELING PITTSBURGH CORPORATIO   AIPX     07500000
WHEELING PITTSBURGH CORPORATIO   AIPX     07500000
WHIRLPOOL CORP (08LPS)           ABCIPX   50000000
WHIRLPOOL CORP (09LPS)           ABCIPX   50000000
WHOLE FOODS MARKET (08LPS)       ABCIPX   50000000
WHOLE FOODS MARKET (09LPS)       ABCIPX   50000000
WILD OATS MARKETS INC (08LPS)    ACPX     07500000
Wild Oats Markets, Inc. (09LPS   ACPX     07500000
Willbros Group Inc (08LPS)       ACIX     05000000
Willbros Group Inc (09LPS)       ACIX     05000000
WILLIAMS COMPANIES (08LPS)       ABCIPX   25000000
WILLIAMS COMPANIES (09LPS)       ABCIPX   25000000
WILMINGTON TRUST (08LPS)         X        05000000
WIND RIVER SYSTEMS (08LPS)       ACIPX    25000000
WIND RIVER SYSTEMS INC (09LPS)   ACIPX    25000000
WMS INDUSTRIES (08LPS)           AIPX     07500000
WMS INDUSTRIES (09LPS)           AIPX     07500000
WORLD ACCEPTANCE CORPORATION (   AC       05000000
WORLD ACCEPTANCE CORPORATION (   AC       05000000
WORLD FUEL SERVICES CORP (08LP   ACIPX    07500000
WORLDSPACE INC (08LPS)           CX       05000000
WORLDSPACE INC (09LPS)           CX       05000000
WYETH (08LPS)                    ABCIPX   25000000
Wyeth(09LPS)                     ABCIPX   25000000
Wynn Resorts, Limited (09LPS)    ABCIPX   25000000
WYNN RESORTS, LTD. (08LPS)       ABCIPX   25000000
XCEL ENERGY INC (08LPS)          ACIPX    25000000
XCEL ENERGY INC (09LPS)          ACIPX    25000000
XEROX CORP (08LPS)               ABCIPX   25000000
Xerox Corp (09LPS)               ABCIPX   25000000
XILINX INC (08LPS)               ABCIPX   25000000
XILINX INC (09LPS)               ABCIPX   25000000
XL CAPITAL LTD (08LPS)           ABCPX    25000000
XL Capital Ltd (09LPS)           ABCPX    25000000
XM SATELLITE RADIO HLDG (08LPS   ABCIPX   25000000
XM Satellite Radio Holdings In   ABCIPX   25000000
XTO ENERGY INC. (08LPS)          ABCIPX   25000000
XTO ENERGY INC. (08LPS)(spinof   AIPX     25000000
XTO ENERGY INC. (09LPS)          ABCIPX   25000000
YAHOO INC (08LPS)                ABCIPX   25000000
YAHOO!, Inc. (09LPS)             ABCIPX   25000000
YAMANA GOLD, INC (08LPS)         ABCIPX   25000000
YAMANA GOLD, INC (09LPS)         ABCIPX   25000000
YM BIOSCIENCES INC (08LPS)       ACIPX    07500000
YM Biosciences Inc. (09LPS)      ACIPX    07500000
YRC Worldwide Inc. (08LPS)       ABCIPX   25000000
YRC Worldwide Inc. (09LPS)       ABCIPX   25000000
YUM! Brands, Inc. (09LPS)        ABCIPX   25000000
YUM! BRANDS, INC.(08LPS)         ABCIPX   25000000
ZALE CORP (08LPS)                ACIPX    07500000
ZALE CORP (09LPS)                ACIPX    07500000
ZIMMER HOLDINGS, INC.(08LPS)     ABCIPX   25000000
ZIMMER HOLDINGS, INC.(09LPS)     ABCIPX   25000000
ZIONS BANCORP (08LPS)            ACIPX    20000000
Zions Bancorporation (09LPS)     ACIPX    20000000
ZIX CORPORATION (08LPS)          A        07500000
ZOLTEK COMPANIES INC (08LPS)     ABCIPX   20000000
ZORAN CORP (08LPS)               ABCIPX   25000000
ZORAN CORP (09LPS)               ABCIPX   25000000
ZYMOGENETICS INC (08LPS)         ACIPX    07500000
ZYMOGENETICS INC (09LPS)         ACIPX    07500000
Option     Stock                Underlying                       Position    Option         Stock
Symbol Symbol                      Name             Exchanges     Limit      Symbol         Symbol
XAI      XAL       AMEX AIRLINE INDEX               A           00024000    MNX       MNX
XXA      XAL       AMEX AIRLINE INDEX               A           00024000    MAZ       MNX
BTK      BTK       AMEX BIOTECH OPEN/EURO           A           00031500    MBX       MNX
BHJ      BTK       AMEX BIOTECH OPEN/EURO WRAP      A           00031500    MQX       MNX
BUZ      BTK       AMEX BIOTECH OPEN/EURO WRAP      A           00031500    MZX       MNX
BXE      BTK       AMEX BIOTECH OPEN/EURO WRAP      A           00031500    MXX       MNX
BXZ      BTK       AMEX BIOTECH OPEN/EURO WRAP      A           00031500    RMN       RMN
BYZ      BTK       AMEX BIOTECH OPEN/EURO WRAP      A           00031500    CRX       CRX
CZH      CZH       AMEX CHINA INDEX                             00024000    CTQ       CRX
XCI      XCI       AMEX COMPUT TECH CLE/AMER        A           00024000    CYZ       CRX
XIK      XCI       AMEX COMPUTER TECH CLOSE         A           00024000    MVB       MVB
XWI      XCI       AMEX COMPUTER TECH CLOSE/AMER    A           00024000    MHT       MSH
XWK      XCI       AMEX COMPUTER TECH CLOSE/AMER    A           00024000    MHV       MSH
DFI      DFI       AMEX DEFENSE INDEX               A           00031500    MSG       MSH
DFH      DFI       AMEX DEFENSE INDEX (WRAP)        A           00031500    MSH       MSH
DID      DFI       AMEX DEFENSE INDEX (WRAP)        A           00031500    MZH       MSH
UWF      DFI       AMEX DEFENSE INDEX (WRAP)        A           00031500    MZT       MSH
DFO      DFI       AMEX DEFENSE INDEX(WRAP)         A           00031500    MHZ       MSH
DDX      DDX       AMEX DISK DRIVE INDEX            A           00024000    MVR       MVR
DDW      DDX       AMEX DISK DRIVE INDEX (WRAP)     A           00024000    MVY       MVR
HKO      HKO       AMEX HONG KONG FLOAT RATE        A           00025000    NDX       NDX
IIX      IIX       AMEX INTER@CTIVE NEW O/E         A           00031500    NRJ       NBI
IMZ      IIX       AMEX INTER@CTIVE NEW O/E(WRAP)   A           00031500    NJI       NBI
JPN      JPN       AMEX JAPAN OPEN/EURO INDEX       A           00025000    NBT       NBI
JPY      JPN       AMEX JAPAN OPEN/EURO INDEX       A           00025000    NBI       NBI
JPZ      JPN       AMEX JAPAN OPEN/EURO INDEX       A           00025000    QCE       QCE
XMI      XMI       AMEX MAJOR MARKET CLOSE/EURO     A           00000000    MNQ       QCE
XMW      XMI       AMEX MAJOR MARKET CLOSE/EURO (   A           00000000    MQO       QCE
XMX      XMI       AMEX MAJOR MARKET CLOSE/EURO (   A           00000000    MVQ       QCE
XMY      XMI       AMEX MAJOR MARKET CLOSE/EURO (   A           00000000    NDK       NDX
XMZ      XMI       AMEX MAJOR MARKET CLOSE/EURO (   A           00000000    NDT       NDX
MOX      MOX       AMEX MS INTERNET INDEX O/E                   00031500    NDU       NDX
NEO      XNG       AMEX NATURAL GAS INDEX           A           00031500    NDV       NDX
XNG      XNG       AMEX NATURAL GAS INDEX           A           00031500    NDY       NDX
XNZ      XNG       AMEX NATURAL GAS INDEX           A           00031500    XDB       XDB
XTD      XNG       AMEX NATURAL GAS INDEX (WRAP)    A           00031500    BJF       XDB
XOI      XOI       AMEX OIL CLOSE/AMER INDEX        A           00024000    BJR       XDB
XVI      XOI       AMEX OIL CLOSE/AMER INDEX        A           00024000    BVA       XDB
XCY      XOI       AMEX OIL CLOSE/AMER INDEX (wra   A           00024000    DFX       DFX
XOF      XOI       AMEX OIL CLOSE/AMER WRAP         A           00024000    DFD       DFX
XOQ      XOI       AMEX OIL CLOSE/AMER WRAP         A           00024000    DFN       DFX
DRG      DRG       AMEX PHARMA OPEN/EURO INDEX      A           00024000    DJF       DFX
DRX      DRG       AMEX PHARMA OPEN/EURO INDEX      A           00024000    ECW       DFX
DRZ      DRG       AMEX PHARMA OPEN/EURO INDEX      A           00024000    SDV       DFX
BDP      XBD       AMEX SECURITIES BROKER/DEALER    A           00031500    RXS       RXS
XBD      XBD       AMEX SECURITIES BROKER/DEALER    A           00031500    DEJ       RXS
XBF      XBD       AMEX SECURITIES BROKER/DEALER    A           00031500    RXA       RXS
XBG      XBD       AMEX SECURITIES BROKER/DEALER    A           00031500    RXJ       RXS
XBJ      XBD       AMEX SECURITIES BROKER/DEALER    A           00031500    RXR       RXS
TNX      TNX       CBOE 10-YR TREAS OPEN/EURO       C           00025000    XDE       XDE
TYX      TYX       CBOE 30-YR TREAS OPEN/EURO       C           00025000    EAE       XDE
FVX      FVX       CBOE 5-YR TREAS OPEN/EURO IND    C           00025000    EAY       XDE
CYX      CYX       CBOE CHINA INDEX                             00031500    EPA       XDE
DJR      DJR       CBOE DJ EQUITY REIT INDEX        C           00250000    XFZ       XEX
MUU      MUT       CBOE DJ HIGH YLD SELECT 10 (WR               00024000    XEY       XEX
ECM   ECM   CBOE DJ INTERNET COMMERCE IND    C   00031500   XEZ   XEX
MUW   MUT   CBOE DOW JONES HIGH YLD (WRAP)   C   00024000   XAU   XAU
MUT   MUT   CBOE DOW JONES HIGH YLD SELECT   C   00024000   XGI   XAU
DJV   DJX   CBOE DOW JONES INDUSTRIAL        C   00000000   SOE   XAU
DJW   DJX   CBOE DOW JONES INDUSTRIAL        C   00000000   SWO   XAU
DJX   DJX   CBOE DOW JONES INDUSTRIAL        C   00000000   XAV   XAU
DJY   DJX   CBOE DOW JONES INDUSTRIAL (WRA   C   00000000   XKU   XAU
DTX   DTX   CBOE DOW TRANSPORT INDEX O/E     C   00031500   HGX   HGX
DUX   DUX   CBOE DOW UTILITY INDEX O/E       C   00031500   ECD   HGX
EXQ   EXQ   CBOE Exchange Index              C   00002000   EKV   HGX
GOX   GOX   CBOE GOLD INDEX OPEN/EURO        C   00031500   ESU   HGX
GOZ   GOX   CBOE GOLD INDEX OPEN/EURO (wra   C   00031500   GGJ   HGX
INX   INX   CBOE INTERNET INDEX              C   00031500   GHE   HGX
INA   INX   CBOE INTERNET INDEX (WRAP)       C   00031500   HGB   HGX
JDM   DXL   CBOE Jumbo DJX Index (Wrap)      C   00000000   HGC   HGX
DXL   DXL   CBOE Jumbo DJX Index Option      C   00000000   HXV   HGX
JDJ   DXL   CBOE Jumbo DJX Index Option (W   C   00000000   EHO   OSX
JDR   DXL   CBOE Jumbo DJX Index Option (W   C   00000000   FWG   OSX
JDX   DXL   CBOE JUMBO DJX INDEX OPTION (W   C   00000000   OFJ   OSX
JDZ   DXL   CBOE JUMBO DJX INDEX OPTION (W   C   00000000   OSZ   OSX
XQP   XSP   CBOE MINI S&P 500 CLOSE/EURO I   C   00000000   OSA   OSX
XQR   XSP   CBOE MINI S&P 500 CLOSE/EURO I   C   00000000   OSX   OSX
XSC   XSP   CBOE MINI S&P 500 INDEX (Wrap)   C   00000000   SOX   SOX
XSE   XSP   CBOE MINI S&P 500 INDEX (Wrap)   C   00000000   SBO   SOX
XSK   XSP   CBOE MINI S&P 500 INDEX (Wrap)   C   00000000   SJX   SOX
XSL   XSP   CBOE MINI S&P 500 INDEX (Wrap)   C   00000000   SOJ   SOX
XSO   XSP   CBOE MINI S&P 500 INDEX (Wrap)   C   00000000   SOO   SOX
XSP   XSP   CBOE MINI S&P 500 OPEN/EURO IN   C   00000000   SOW   SOX
OIX   OIX   CBOE OIL INDEX OPEN/EURO         C   00024000   SOY   SOX
OEB   OEX   CBOE S&P 100 CLOSE/AMER INDEX    C   00000000   SWA   SOX
OEW   OEX   CBOE S&P 100 CLOSE/AMER INDEX    C   00000000   SXO   SOX
OEX   OEX   CBOE S&P 100 CLOSE/AMER INDEX    C   00000000   SXW   SOX
OEY   OEX   CBOE S&P 100 CLOSE/AMER INDEX    C   00000000   SXX   SOX
OEZ   OEX   CBOE S&P 100 CLOSE/AMER INDEX    C   00000000   GKV   UTY
OXB   OEX   CBOE S&P 100 CLOSE/AMER INDEX    C   00000000   UTV   UTY
XOE   OEX   CBOE S&P 100 CLOSE/EURO (WRAP)   C   00000000   UTW   UTY
XAQ   OEX   CBOE S&P 100 CLOSE/EURO INDEX    C   00000000   UTY   UTY
XEO   OEX   CBOE S&P 100 CLOSE/EURO INDEX    C   00000000   UUH   UTY
XQG   OEX   CBOE S&P 100 CLOSE/EURO INDEX    C   00000000   XWE   XWE
XQH   OEX   CBOE S&P 100 CLOSE/EURO INDEX    C   00000000   XEH   XWE
XEK   OEX   CBOE S&P 100 CLOSE/EURO WRAP     C   00000000   XEN   XWE
XEP   OEX   CBOE S&P 100 CLOSE/EURO WRAP     C   00000000   XEV   XWE
XET   OEX   CBOE S&P 100 CLOSE/EURO WRAP     C   00000000   BQA   BKX
SAQ   SPX   CBOE S&P 500 CLOSE/EURO INDEX    C   00000000   BIH   BKX
SLQ   SPX   CBOE S&P 500 CLOSE/EURO INDEX    C   00000000   BKV   BKX
SQP   SPX   CBOE S&P 500 CLOSE/EURO INDEX    C   00000000   BKW   BKX
SZQ   SPX   CBOE S&P 500 CLOSE/EURO INDEX    C   00000000   BKZ   BKX
SXZ   SPX   CBOE S&P 500 INDEX               C   00000000   BVK   BKX
SPB   SPX   CBOE S&P 500 OPEN/EURO (WRAP)    C   00000000   BXK   BKX
SYG   SPX   CBOE S&P 500 OPEN/EURO (WRAP)    C   00000000   BYK   BKX
SYF   SPX   CBOE S&P 500 OPEN/EURO (WRAP)        00000000   BKX   BKX
SPQ   SPX   CBOE S&P 500 OPEN/EURO INDEX     C   00000000   KLI   KSX
SPT   SPX   CBOE S&P 500 OPEN/EURO INDEX     C   00000000   KYU   KSX
SPX   SPX   CBOE S&P 500 OPEN/EURO INDEX     C   00000000   KSX   KSX
SPZ   SPX   CBOE S&P 500 OPEN/EURO INDEX     C   00000000   RLG   RLG
SXB   SPX   CBOE S&P 500 OPEN/EURO INDEX     C   00000000   RUI   RUI
SXM   SPX   CBOE S&P 500 OPEN/EURO INDEX     C   00000000   RJX   RUI
SXY   SPX   CBOE S&P 500 OPEN/EURO INDEX     C   00000000   RLV   RLV
SZP   SPX   CBOE S&P 500 OPEN/EURO INDEX     C   00000000   RUT   RUT
SPV   SPX   CBOE S&P 500 OPEN/EURO INDEX (   C   00000000   RUY   RUT
SVP   SPX   CBOE S&P 500 OPEN/EURO INDEX (   C   00000000   RUZ   RUT
SGX   SGX   CBOE S&P BARRA GROWTH OPEN/EUR       00036000   RUW   RUT
LSZ   LSW   CBOE SPX LONG TERM 1/10 VALUE        00000000   RUA   RUA
TXY   TXX   CBOE TECH INDEX(OPEN) WRAP       C   00031500   RAV   RAV
TXW   TXX   CBOE TECHNOLOGY INDEX(OPEN)      C   00031500   RMC   RMC
TXX   TXX   CBOE TECHNOLOGY INDEX(OPEN)      C   00031500   MIZ   MID
VIX   VIX   CBOE Volatility Index Options    C   00000000   MLT   MID
EUC   EUR   EUROTOP 100 OPEN/EURO INDEX      A   00025000   MID   MID
EUR   EUR   EUROTOP 100 OPEN/EURO INDEX      A   00025000   MQW   MID
EUW   EUR   EUROTOP 100 OPEN/EURO INDEX      A   00025000   MDD   MID
HAI   HAI   Hapoalim American Israeli Inde   X   00031500   SML   SML
HDZ   HAI   Hapoalim American Israeli Inde   X   00031500   SLK   SML
HGF   HAI   Hapoalim American Israeli Inde   X   00031500   SLL   SML
HJU   HAI   Hapoalim American Israeli Inde   X   00031500   JGA   XSP
HZS   HAI   Hapoalim American Israeli Inde   X   00031500   KFA   OEX
HKY   HKO   HONG KONG CLOSE/EURO FLOAT       A   00025000   RZA   OEX
THR   HKO   HONG KONG CLOSE/EURO WRAP        A   00025000   JXA   SPX
IXX   IXX   ISE 100 Index                    I   00050000   JGB   XSP
IXZ   IXZ   ISE 250 INDEX                    I   00050000   KFB   OEX
IXK   IXK   ISE 50 Index                     I   00050000   RZB   OEX
RND   RND   ISE Bio-Pharmaceuticals Index    I   00031500   JXB   SPX
BPX   BPX   ISE FX British Pound             I   00006000   JGD   XSP
BAJ   BPX   ISE FX British Pound (wrap)      I   00006000   KFD   OEX
CDD   CDD   ISE FX Canadian Dollar           I   00006000   RZD   OEX
CNJ   CDD   ISE FX Canadian Dollar (wrap)    I   00006000   JXD   SPX
EUI   EUI   ISE FX Euro                      I   00012000   JGE   XSP
EUZ   EUI   ISE FX Euro (wrap)               I   00012000   KFE   OEX
YUK   YUK   ISE FX Yen                       I   06000000   RZE   OEX
UDE   YUK   ISE FX Yen (wrap)                I   06000000   JXE   SPX
HVY   HVY   ISE Gold Index                   I   00024000   SCQ   SCQ
RUF   RUF   ISE Homebuilders Index           I   00024000   SCV   SCQ
PMP   PMP   ISE Integrated Oil & Gas Index   I   00024000   SKQ   SCQ
IRK   OOG   ISE Oil and Gas Services Index   I   00031500   SYA   SCQ
OOG   OOG   ISE Oil and Gas Services Index   I   00031500   SCP   SCP
WMX   WMX   ISE Revere Wal-Mart Supplier I   I   00031500   CFV   SCP
BYT   BYT   ISE Semiconductors Index         I   00024000   CGB   SCP
SIN   SIN   ISE SINdex Index                 I   00031500   CJL   SCP
JLO   JLO   ISE U.S. Regional Banks Index    I   00031500   COZ   SCP
HHO   HHO   ISE Water Index                  I   00031500   EAW   EPX
POW   POW   ISE-CCM Alternative Energy Ind   I   00031500   EPX   EPX
HSX   HSX   ISE-CCM Homeland Security Inde   I   00031500   PEW   EPX
TNY   TNY   ISE-CCM Nanotechnology Index     I   00031500   POJ   EPX
FUM   FUM   ISE-Revere Natural Gas Index     I   00031500   PVE   EPX
MFX   MFX   KBW Mortgage Finance Index       X   00031500   PZV   EPX
FAO   MFX   KBW Mortgage Finance Index (Wr   X   00031500   DSD   SDL
FAW   MFX   KBW Mortgage Finance Index (Wr   X   00031500   DXQ   SDL
FXK   MFX   KBW Mortgage Finance Index (Wr   X   00031500   SDF   SDL
KRX   KRX   KBW Regional Banking Index       X   00031500   SDL   SDL
KBZ   KRX   KBW Regional Banking Index (Wr   X   00031500   STQ   STQ
KCA   KRX   KBW Regional Banking Index (Wr   X   00031500   SYJ   STQ
KDA   KRX   KBW Regional Banking Index (Wr   X   00031500   MSX   STQ
FCR   CMR   M. STAN CONSUMER OPEN/EURO WRP   A   00025000   HNH   STQ
CMR   CMR   M. STANLEY CONSUMER OPEN/EURO    A   00025000   SSV   STQ
CMY   CMR   M. STANLEY CONSUMER OPEN/EURO    A   00025000   TAF   STQ
CYC   CYC   M. STANLEY CYCLICAL OPEN/EURO   A   00025000   TYO   STQ
CYW   CYC   M. STANLEY CYCLICAL OPEN/EURO   A   00025000   TYZ   STQ
CZQ   CYC   M. STANLEY CYCLICAL OPEN/EURO   A   00025000   IRX   IRX
CZY   CYC   M. STANLEY CYCLICAL OPEN/EURO   A   00025000   HUI   HUI
JCY   CYC   M. STANLEY CYCLICAL OPEN/EURO   A   00025000   HOI   HUI
UKX   UKX   Mini FTSE 100 Index             I   00025000   HUW   HUI
EYY   UKX   Mini FTSE 100 Index (wrap)      I   00025000   HZI   HUI
XPX   UKX   Mini FTSE 100 Index (WRAP)      I   00025000   DXS   DXS
FTZ   FTZ   Mini FTSE 250 Index             I   00025000   DXC   DXS
JIF   FTZ   Mini FTSE 250 Index (Wrap)      I   00025000   DXK   DXS
SRH   FTZ   Mini FTSE 250 Index (Wrap)      I   00025000   DXT   DXS
                                                           DOD   DOT
                                                           DOE   DOT
                                                           DOP   DOT
                                                           DUE   DOT
                                                           DOT   DOT
                 Underlying                   Position
                   Name          Exchanges     Limit
MINI-NDX INDEX                   ABCI        00750000
MINI-NDX INDEX (Wrap)            ABCI        00750000
MINI-NDX INDEX (Wrap)            ABCI        00750000
MINI-NDX INDEX (Wrap)            ABCI        00750000
MINI-NDX INDEX (Wrap)            ABCI        00750000
MINI-NDX INDEX (Wrap)            ABI         00750000
MINI-RUSSELL 2000 INDEX EURO/A   CIX         00050000
MORGAN COMMODITY INDEX O/E       A           00031500
MORGAN COMMODITY INDEX O/E (WR   A           00031500
MORGAN COMMODITY INDEX O/E (WR   A           00031500
MORGAN STANLEY BIOTECH INDEX                 00031500
MORGAN STANLEY INDEX O/E         AI          00031500
MORGAN STANLEY INDEX O/E         AI          00031500
MORGAN STANLEY INDEX O/E         AI          00031500
MORGAN STANLEY INDEX O/E         AI          00031500
MORGAN STANLEY INDEX O/E         AI          00031500
MORGAN STANLEY INDEX O/E         AI          00031500
MORGAN STANLEY INDEX O/E (WRAP   AI          00031500
MORGAN STANLEY RETAIL INDEX      C           00031500
MORGAN STANLEY RETAIL INDEX (W   C           00031500
NASD 100 INDEX EURO/OPEN         ABCI        00000000
NASDAQ BIOTECH INDEX (WRAP)      A           00031500
NASDAQ BIOTECH INDX (WRAP)       A           00031500
NASDAQ BIOTECHNOLOGY (WRAP)      A           00031500
NASDAQ BIOTECHNOLOGY INDEX       A           00031500
NASDAQ COMPOSITE INDEX-MINI                  00500000
NASDAQ COMPOSITE INDEX-MINI(WR               00500000
NASDAQ COMPOSITE INDEX-MINI(WR               00500000
NASDAQ COMPOSITE INDEX-MINI(WR               00500000
NASDAQ-100 OPEN/EURO (WRAP)      ABCI        00000000
NASDAQ-100 OPEN/EURO (WRAP)      ABCI        00000000
NASDAQ-100 OPEN/EURO (WRAP)      ABCI        00000000
NASDAQ-100 OPEN/EURO (WRAP)      ABCI        00000000
NASDAQ-100 OPEN/EURO (WRAP)      ABCI        00000000
PHLX British Pound FCO           X           00200000
PHLX British Pound FCO (Wrap)    X           00200000
PHLX British Pound FCO (Wrap)    X           00200000
PHLX British Pound FCO (Wrap)    X           00200000
PHLX DEFENSE SECTOR              X           00031500
PHLX DEFENSE SECTOR (WRAP)       X           00031500
PHLX DEFENSE SECTOR (WRAP)       X           00031500
PHLX DEFENSE SECTOR (WRAP)       X           00031500
PHLX DEFENSE SECTOR (WRAP)       X           00031500
PHLX DEFENSE SECTOR (WRAP)       X           00031500
PHLX DRUG INDEX                  X           00024000
PHLX DRUG INDEX (WRAP)           X           00024000
PHLX DRUG INDEX (WRAP)           X           00024000
PHLX DRUG INDEX (WRAP)           X           00024000
PHLX DRUG INDEX (WRAP)           X           00024000
PHLX Euro FCO                    X           00200000
PHLX Euro FCO (Wrap)             X           00200000
PHLX Euro FCO (Wrap)             X           00200000
PHLX Euro FCO (Wrap)             X           00200000
PHLX EUROPE SECTOR (WRAP)        X           00031500
PHLX EUROPE SECTOR (WRAP)                    00031500
PHLX EUROPE SECTOR (WRAP)             00031500
PHLX GOLD/SILVER CLOSE/AMER      X    00024000
PHLX GOLD/SILVER CLOSE/AMER (Q   X    00024000
PHLX GOLD/SILVER CLOSE/AMER (W   X    00024000
PHLX GOLD/SILVER CLOSE/AMER (W   X    00024000
PHLX GOLD/SILVER CLOSE/AMER (W   X    00024000
PHLX GOLD/SILVER CLOSE/AMER (W   X    00024000
PHLX HOUSING SECT                X    00063000
PHLX HOUSING SECT (WRAP)         X    00063000
PHLX HOUSING SECT (WRAP)         X    00063000
PHLX HOUSING SECT (WRAP)         X    00063000
PHLX HOUSING SECT (WRAP)         X    00063000
PHLX HOUSING SECT (WRAP)         X    00063000
PHLX HOUSING SECT (WRAP)         X    00063000
PHLX HOUSING SECT (WRAP)         X    00063000
PHLX HOUSING SECT (WRAP)         X    00063000
PHLX Oil Service AM/Euro (wrap   X    00031500
PHLX Oil Service AM/Euro (wrap   X    00031500
PHLX Oil Service AM/Euro (wrap   X    00031500
PHLX Oil Service AM/Euro (wrap   X    00031500
PHLX Oil Service Sector AM/Eur   X    00031500
PHLX Oil Service Sector AM/Eur   X    00031500
PHLX Semiconductor Sector        X    00031500
PHLX Semiconductor Sector (Qtr   X    00031500
PHLX Semiconductor Sector (wra   X    00031500
PHLX Semiconductor Sector (wra   X    00031500
PHLX Semiconductor Sector (wra   X    00031500
PHLX Semiconductor Sector (wra   X    00031500
PHLX Semiconductor Sector (wra   X    00031500
PHLX Semiconductor Sector (wra   X    00031500
PHLX Semiconductor Sector (wra   X    00031500
PHLX Semiconductor Sector (wra   X    00031500
PHLX Semiconductor Sector (wra   X    00031500
PHLX UTILITY CLOSE/EURO INDEX    X    00031500
PHLX UTILITY CLOSE/EURO INDEX    X    00031500
PHLX UTILITY CLOSE/EURO INDEX    X    00031500
PHLX UTILITY CLOSE/EURO INDEX    X    00031500
PHLX UTILITY CLOSE/EURO INDEX    X    00031500
PHLX WORLD ENERGY INDEX               00031500
PHLX WORLD ENERGY INDEX (wrap)        00031500
PHLX WORLD ENERGY INDEX (Wrap)        00031500
PHLX WORLD ENERGY INDEX (Wrap)        00031500
PHLX-KBW BANK OPEN/EURO (Qtrly   IX   00044000
PHLX-KBW BANK OPEN/EURO (WRAP)   IX   00044000
PHLX-KBW BANK OPEN/EURO (WRAP)   IX   00044000
PHLX-KBW BANK OPEN/EURO (WRAP)   IX   00044000
PHLX-KBW BANK OPEN/EURO (WRAP)   IX   00044000
PHLX-KBW BANK OPEN/EURO (WRAP)   IX   00044000
PHLX-KBW BANK OPEN/EURO (WRAP)   IX   00044000
PHLX-KBW BANK OPEN/EURO (WRAP)   IX   00044000
PHLX-KBW BANK OPEN/EURO INDEX    IX   00044000
PHLX-KBW CAPITIAL MARKETS INDE   X    00031500
PHLX-KBW CAPITIAL MARKETS INDE   X    00031500
PHLX-KBW CAPITIAL MARKETS INDE        00031500
RUSSELL 1000 GROWTH INDEX             00050000
RUSSELL 1000 INDEX               CI   00050000
RUSSELL 1000 INDEX (Wrap)        CI   00050000
RUSSELL 1000 VALUE INDEX                 00050000
RUSSELL 2000 INDEX EURO/AM       ABCIX   00050000
RUSSELL 2000 OPEN/EURO (WRAP)    ABCIX   00050000
RUSSELL 2000 OPEN/EURO (WRAP)    ABCIX   00050000
RUSSELL 2000 OPEN/EURO INDEX     ABCIX   00050000
RUSSELL 3000 INDEX                       00050000
RUSSELL 3000 VALUE INDEX                 00050000
RUSSELL MIDCAP INDEX                     00050000
S&P MIDCAP 400 OPEN/EURO (WRAP   AI      00045000
S&P MIDCAP 400 OPEN/EURO (WRAP   AI      00045000
S&P MIDCAP 400 OPEN/EURO INDEX   AI      00045000
S&P MIDCAP 400 OPEN/EURO INDEX   AI      00045000
S&P MIDCAP 400 OPEN/EURO WRAP    AI      00045000
S&P SMALL CAP 600                CI      00100000
S&P SMALL CAP 600 (WRAP)         CI      00100000
S&P SMALL CAP 600 (WRAP)         CI      00100000
SDO WK1 CBOE MINI S&P 500 OPEN   C       00000000
SDO WK1 CBOE S&P 100 CLOSE/EUR   C       00000000
SDO WK1 S&P 100 CLOSE/AMER IND   C       00000000
SDO WK1 S&P 500 OPEN/EURO INDE   C       00000000
SDO WK2 CBOE MINI S&P 500 OPEN   C       00000000
SDO WK2 CBOE S&P 100 CLOSE/EUR   C       00000000
SDO WK2 S&P 100 CLOSE/AMER IND   C       00000000
SDO WK2 S&P 500 OPEN/EURO INDE   C       00000000
SDO WK4 CBOE MINI S&P 500 OPEN   C       00000000
SDO WK4 CBOE S&P 100 CLOSE/EUR   C       00000000
SDO WK4 S&P 100 CLOSE/AMER IND   C       00000000
SDO WK4 S&P 500 OPEN/EURO INDE   C       00000000
SDO WK5 CBOE MINI S&P 500 OPEN   C       00000000
SDO WK5 CBOE S&P 100 CLOSE/EUR   C       00000000
SDO WK5 S&P 100 CLOSE/AMER IND   C       00000000
SDO WK5 S&P 500 OPEN/EURO INDE   C       00000000
SIG Cable,Media & Entertainmen           00031500
SIG Cable,Media & Entertainmen           00031500
SIG Cable,Media & Entertainmen           00031500
SIG Cable,Media & Entertainmen           00031500
SIG COAL PRODUCERS INDEX         X       00031500
SIG COAL PRODUCERS INDEX (Wrap   X       00031500
SIG COAL PRODUCERS INDEX (Wrap   X       00031500
SIG COAL PRODUCERS INDEX (Wrap   X       00031500
SIG COAL PRODUCERS INDEX (Wrap   X       00031500
SIG Oil Exploration and Produc   X       00031500
SIG Oil Exploration and Produc   X       00031500
SIG Oil Exploration and Produc   X       00031500
SIG Oil Exploration and Produc   X       00031500
SIG Oil Exploration and Produc   X       00031500
SIG Oil Exploration and Produc   X       00031500
SIG Semiconductor Device Index           00031500
SIG Semiconductor Device Index           00031500
SIG Semiconductor Device Index           00031500
SIG Semiconductor Device Index           00031500
SIG STEEL PRODUCERS INDEX        X       00031500
SIG STEEL PRODUCERS INDEX        X       00031500
SIG STEEL PRODUCERS INDEX (WR    X       00031500
SIG STEEL PRODUCERS INDEX (WRA   X       00031500
SIG STEEL PRODUCERS INDEX (WRA   X       00031500
SIG STEEL PRODUCERS INDEX (WRA   X       00031500
SIG STEEL PRODUCERS INDEX (WRA   X   00031500
SIG STEEL PRODUCERS INDEX (WRA   X   00031500
TELERATE SHORT OPEN/EURO INDE    C   00005000
THE AMEX GOLD BUGS INDEX         A   00024000
THE AMEX GOLD BUGS INDEX (WRAP   A   00024000
THE AMEX GOLD BUGS INDEX (WRAP   A   00024000
THE AMEX GOLD BUGS INDEX (WRAP   A   00024000
The SPADE Defense Index          A   00031500
The SPADE Defense Index (WRAP)   A   00031500
The SPADE Defense Index (WRAP)   A   00031500
The SPADE Defense Index (WRAP)   A   00031500
TheStreet.com Internet (wrap)    X   00031500
TheStreet.com Internet (wrap)    X   00031500
TheStreet.com Internet (wrap)    X   00031500
TheStreet.com Internet (wrap)    X   00031500
TheStreet.com Internet Sector    X   00031500
Option    Stock                 Underlying                      Position    Option         Stock
Symbol Symbol                      Name            Exchanges     Limit      Symbol         Symbol
ZSC      DRG      AMEX PHARMA OPEN/EURO INDEX (    A           00024000    SYZ       SPX
ZEF      XBD      AMEX SECURITIES BROKER/DEALER    A           00031500    SZJ       SPX
WXN      TNX      CBOE 10-YR TREASURY INDEX (06L   C           00025000    SZT       SPX
WXV      FVX      CBOE 5-YR TREASURY INDEX-LEAP    C           00025000    SZV       SPX
WNX      MUT      CBOE DJ HIGH YLD SELECT 01 LP    C           00024000    VQX       VIX
YDJ      DJX      CBOE DJ INDUST (LEAPS)           C           00000000    MMD       MNX
YDK      DJX      CBOE DJ INDUST (LEAPS) WRAP      C           00000000    MMJ       MNX
YDX      DJX      CBOE DJ INDUST (LEAPS) WRAP      C           00000000    MML       MNX
ZDX      DJX      CBOE DJ INDUST (LEAPS) WRAP      C           00000000    MMO       MNX
DYA      DXL      CBOE Jumbo DJX Index (LEAPS)     C           00000000    MMQ       MNX
DYB      DXL      CBOE Jumbo DJX Index (LEAPS)     C           00000000    MVM       MNX
MLC      XSP      CBOE MINI S&P 500 OPEN/EURO IN   C           00000000    KUH       NDX
MLE      XSP      CBOE MINI S&P 500 OPEN/EURO IN   C           00000000    NXB       NDX
YOL      OEX      CBOE S&P 100 CLOSE/AMER (LEAPS   C           00000000    NXO       NDX
YOP      OEX      CBOE S&P 100 CLOSE/AMER (LEAPS   C           00000000    XUL       NDX
XLO      OEX      CBOE S&P 100 CLOSE/EUR (LEAPS)   C           00000000    ZCV       RUT
XLJ      OEX      CBOE S&P 100 CLOSE/EURO L/T      C           00000000    YQV       RUT
XLD      OEX      CBOE S&P 100 CLOSE/EURO L/T (L   C           00000000    YDY       HUI
SXG      SPX      CBOE S&P 500 LONG-TERM OPEN (    C           00000000    LSV       HUI
SPL      SPX      CBOE S&P 500 LONG-TERM OPEN (L   C           00000000
                 Underlying                   Position
                    Name         Exchanges     Limit
CBOE S&P 500 LONG-TERM OPEN (L   C           00000000
CBOE S&P 500 OPEN/EURO (LEAPS)   C           00000000
CBOE S&P 500 OPEN/EURO (LEAPS)   C           00000000
CBOE S&P 500 OPEN/EURO (LEAPS)   C           00000000
CBOE Volatility Index Options    C           00000000
MINI-NDX LONG TERM INDEX LEAPS   ABCI        00750000
MINI-NDX LONG TERM INDEX LEAPS   ABCI        00750000
MINI-NDX LONG TERM INDEX LEAPS   ABCI        00750000
MINI-NDX LONG TERM INDEX LEAPS   ABCI        00750000
MINI-NDX LONG TERM INDEX LEAPS   ABCI        00750000
MINI-NDX LONG TERM INDEX LEAPS   ABCI        00750000
NASD 100 INDEX EURO/OPEN (LEAP   ABCI        00000000
NASD 100 INDEX EURO/OPEN (LEAP   ABCI        00000000
NASD 100 INDEX EURO/OPEN (LEAP   ABCI        00000000
NASD 100 INDEX EURO/OPEN (LEAP   ABCI        00000000
RUSSELL 2000 INDEX EURO/AM (LE   ABCI        00050000
RUSSELL 2000 INDEX EURO/AM (LE   ABCIX       00050000
THE AMEX GOLD BUGS (07LPS)       A           00024000
THE AMEX GOLD BUGS (07LPS) Wra   A           00024000

								
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